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GCM
Graham Capital Management Portfolio holdings
AUM
$4.14B
1-Year Est. Return
17.82%
This Fund
S&P 500
This Quarter
Est. Return
+1.15%
1 Year Est. Return
+17.82%
3 Year Est. Return
+41.13%
5 Year Est. Return
+43.39%
10 Year Est. Return
+148.36%
AUM
$2.68B
AUM Growth
+$816M
(+44%)
Cap. Flow
-$10.4M
Cap. Flow
% of AUM
-0.39%
Top 10 Holdings %
Top 10 Hldgs %
71.15%
Holding
143
New
28
Increased
27
Reduced
21
Closed
50
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$44.3M |
| 2 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$13.7M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$13.7M |
| 4 |
Alerian MLP ETF
AMLP
|
+$10.5M |
| 5 |
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 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$55.7M |
| 3 |
NXP Semiconductors
NXPI
|
+$30.4M |
| 4 |
iShares MSCI Brazil ETF
EWZ
|
+$15.4M |
| 5 |
Apple
AAPL
|
+$12.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.92% |
| 2 | Communication Services | 0.66% |
| 3 | Financials | 0.52% |
| 4 | Industrials | 0.31% |
| 5 | Consumer Discretionary | 0.22% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
SPDR Gold Trust
GLD
$131B
| $1.19B | 44.2% |
10,000,000
+5,000,000
| +100% | +$619M |
|
2
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $106M | 3.97% |
+650,000
| New | +$104M |
|
|
3
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $78.7M | 2.93% |
2,961,568
+1,606,568
| +119% | +$44.3M |
|
4
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
| $67M | 2.5% |
+1,000,000
| New | +$70.1M |
|
|
5
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
| $58.3M | 2.17% |
1,066,832
+259,740
| +32% | +$13.7M |
|
|
6
Invesco QQQ Trust
QQQ
$455B
| $57.8M | 2.15% |
336,691
+81,727
| +32% | +$13.7M |
|
|
7
CALL
Invesco QQQ Trust
QQQ
$455B
| $51.5M | 1.92% |
300,000
+175,000
| +140% | +$29.3M |
|
|
8
Alerian MLP ETF
AMLP
$13B
| $27.6M | 1.03% |
547,496
+207,496
| +61% | +$10.5M |
|
9
PUT
Canadian Solar
CSIQ
$906M
| $12.8M | 0.48% |
+1,043,500
| New | +$15.7M |
|
|
10
NXP Semiconductors
NXPI
$68B
| $12.3M | 0.46% |
112,151
-276,039
| -71% | -$30.4M |
|
11
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $10.8M | 0.4% |
+250,000
| New | +$11.6M |
|
|
12
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
| $10.3M | 0.38% |
+122,892
| New | +$10.2M |
|
13
VanEck Gold Miners ETF
GDX
$23B
| $9.59M | 0.36% |
430,000
-320,000
| -43% | -$7.17M |
|
14
PUT
Transocean
RIG
$5.92B
| $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 |
|
|
16
CALL
NXP Semiconductors
NXPI
$68B
| $6.34M | 0.24% |
+58,000
| New | +$6.39M |
|
17
iShares Biotechnology ETF
IBB
$9.31B
| $5.49M | 0.2% |
50,000
| – | – |
|
18
GE Aerospace
GE
$367B
| $5.44M | 0.2% |
+83,465
| New | +$5.57M |
|
|
AKRX
19
CALL
DELISTED
Akorn Inc
AKRX
| $4.98M | 0.19% |
300,000
| – | – |
|
20
CME Group
CME
$92.2B
| $4.92M | 0.18% |
30,000
| – | – |
|
21
PUT
Vale
VALE
$62.9B
| $4.49M | 0.17% |
350,000
-420,000
| -55% | -$5.74M |
|
22
PUT
Mattel
MAT
$4.17B
| $4.11M | 0.15% |
250,000
+50,000
| +25% | +$759K |
|
|
ENDP
23
PUT
DELISTED
Endo International plc
ENDP
| $3.68M | 0.14% |
390,000
| – | – |
|
24
Lee Enterprises
LEE
$166M
| $2.61M | 0.1% |
91,613
| – | – |
|
|
GMLP
25
PUT
DELISTED
Golar LNG Partners LP
GMLP
| $2.32M | 0.09% |
150,000
| – | – |
|
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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's Q2 2018 filing shows 28 new, 27 increased, 21 reduced and 50 closed positions. Its largest new stake was State Street Health Care Select Sector SPDR ETF: 122,892 shares worth $10.3M. The largest sale was Time Warner Inc, an estimated $58.3M.
By sector, the portfolio is most concentrated in Technology at 0.92% of assets, down from 3.7% a quarter earlier, followed by Communication Services and Financials.
- 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.