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GCM

Graham Capital Management Portfolio holdings

AUM $5.5B
1-Year Est. Return 26.66%
This Fund
S&P 500
This Quarter Est. Return
+1.15%
1 Year Est. Return
+26.66%
3 Year Est. Return
+60.37%
5 Year Est. Return
+53.44%
10 Year Est. Return
+161.9%
AUM
$2.68B
AUM Growth
+$816M
Cap. Flow
-$811M
Cap. Flow %
-30.21%
Top 10 Hldgs %
71.15%
Holding
143
New
28
Increased
27
Reduced
21
Closed
50

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$44.3M
2
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$13.7M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$13.7M
4
AMLP icon
Alerian MLP ETF
AMLP
+$10.5M
5
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$10.2M

Top Sells

Rank Stock Value
1
TWX
Time Warner Inc
TWX
+$58.3M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$55.7M
3
NXPI icon
NXP Semiconductors
NXPI
+$30.4M
4
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$15.4M
5
AAPL icon
Apple
AAPL
+$12.9M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.84%
2 Technology 1%
3 Communication Services 0.69%
4 Financials 0.52%
5 Industrials 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GLD icon
1
CALL
SPDR Gold Trust
GLD
$148B
$1.19B 44.2%
10,000,000
+5,000,000
+100% +$619M
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$106M 3.97%
+650,000
New +$104M
XLF icon
3
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$78.7M 2.93%
2,961,568
+1,606,568
+119% +$44.3M
EFA icon
4
CALL
iShares MSCI EAFE ETF
EFA
$79.7B
$67M 2.5%
+1,000,000
New +$70.1M
XLY icon
5
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.1B
$58.3M 2.17%
1,066,832
+259,740
+32% +$13.7M
QQQ icon
6
Invesco QQQ Trust
QQQ
$490B
$57.8M 2.15%
336,691
+81,727
+32% +$13.7M
QQQ icon
7
CALL
Invesco QQQ Trust
QQQ
$490B
$51.5M 1.92%
300,000
+175,000
+140% +$29.3M
AMLP icon
8
Alerian MLP ETF
AMLP
$13.6B
$27.6M 1.03%
547,496
+207,496
+61% +$10.5M
CSIQ icon
9
PUT
Canadian Solar
CSIQ
$942M
$12.8M 0.48%
+1,043,500
New +$15.7M
NXPI icon
10
NXP Semiconductors
NXPI
$56.5B
$12.3M 0.46%
112,151
-276,039
-71% -$30.4M
EEM icon
11
PUT
iShares MSCI Emerging Markets ETF
EEM
$32B
$10.8M 0.4%
+250,000
New +$11.6M
XLV icon
12
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
$10.3M 0.38%
+122,892
New +$10.2M
GDX icon
13
VanEck Gold Miners ETF
GDX
$29.9B
$9.59M 0.36%
430,000
-320,000
-43% -$7.17M
RIG icon
14
PUT
Transocean
RIG
$6.43B
$8.74M 0.33%
650,000
– –
TFCFA
15
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$6.98M 0.26%
+140,500
New +$5.55M
NXPI icon
16
CALL
NXP Semiconductors
NXPI
$56.5B
$6.34M 0.24%
+58,000
New +$6.39M
IBB icon
17
iShares Biotechnology ETF
IBB
$10.5B
$5.49M 0.2%
50,000
– –
GE icon
18
GE Aerospace
GE
$347B
$5.44M 0.2%
+83,465
New +$5.57M
AKRX
19
CALL
DELISTED
Akorn Inc
AKRX
$4.98M 0.19%
300,000
– –
CME icon
20
CME Group
CME
$100B
$4.92M 0.18%
30,000
– –
VALE icon
21
PUT
Vale
VALE
$66.2B
$4.49M 0.17%
350,000
-420,000
-55% -$5.74M
MAT icon
22
PUT
Mattel
MAT
$4.04B
$4.11M 0.15%
250,000
+50,000
+25% +$759K
ENDP
23
PUT
DELISTED
Endo International plc
ENDP
$3.68M 0.14%
390,000
– –
LEE icon
24
Lee Enterprises
LEE
$171M
$2.61M 0.1%
91,613
– –
GMLP
25
PUT
DELISTED
Golar LNG Partners LP
GMLP
$2.32M 0.09%
150,000
– –
1
2 3 4 5

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Graham Capital Management's Q2 2018 Portfolio in Review

As of Q2 2018, Graham Capital Management held 143 positions worth $2.68B, up 44% from $1.87B the previous quarter. Its ten largest holdings account for 71% of the portfolio.

Graham Capital Management withdrew a net $811M in Q2 2018, closing 50 positions and reducing 21 holdings. Its most notable exit was Time Warner Inc, an estimated $58.3M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 90% a quarter earlier, followed by Technology and Communication Services.

Against the trend, Graham Capital Management opened a new position in State Street Health Care Select Sector SPDR ETF worth $10.3M.

  • Graham Capital Management's largest Q2 2018 buy was State Street Health Care Select Sector SPDR ETF: 122,892 shares worth $10.3M.
  • Graham Capital Management added most to State Street Financial Select Sector SPDR ETF in Q2 2018, an estimated $44.3M increase.
  • Graham Capital Management's biggest Q2 2018 reduction was State Street Energy Select Sector SPDR ETF, cutting an estimated $55.7M.
  • Graham Capital Management fully exited Time Warner Inc in Q2 2018, selling an estimated $58.3M.
  • Graham Capital Management's ten largest holdings make up 71% of its $2.68B portfolio in Q2 2018.
  • Graham Capital Management opened 28 new positions and closed 50 in Q2 2018.
  • Graham Capital Management's portfolio value rose 44% quarter-over-quarter to $2.68B.

Based on Graham Capital Management's 13F filing for Q2 2018, filed 14 Aug 2018.