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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
+4.87%
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
$1.86B
AUM Growth
-$408M
Cap. Flow
-$407M
Cap. Flow %
-21.88%
Top 10 Hldgs %
71.28%
Holding
93
New
23
Increased
9
Reduced
5
Closed
18

Top Buys

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$62.4M
2
V icon
Visa
V
+$34.6M
3
CRM icon
Salesforce
CRM
+$24.8M
4
CAT icon
Caterpillar
CAT
+$10.6M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$10.2M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$18.9M
2
BAC icon
Bank of America
BAC
+$14.8M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$6.45M
4
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$3.91M
5
BABA icon
Alibaba
BABA
+$3.36M

Sector Composition

Rank Sector Weight
1 Miscellaneous 90.79%
2 Technology 2.91%
3 Financials 2.44%
4 Consumer Discretionary 1.96%
5 Materials 0.96%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GLD icon
1
CALL
SPDR Gold Trust
GLD
$148B
$610M 32.78%
5,000,000
-5,000,000
-50% -$616M
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$161M 8.64%
1,050,000
+50,000
+5% +$7.51M
FXI icon
3
iShares China Large-Cap ETF
FXI
$4.17B
$64.8M 3.48%
+1,463,481
New +$62.4M
XLE icon
4
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$46.3M 2.49%
1,399,880
+317,680
+29% +$10.2M
V icon
5
Visa
V
$688B
$37.5M 2.01%
+240,000
New +$34.6M
BABA icon
6
Alibaba
BABA
$280B
$36.5M 1.96%
200,000
-20,000
-9% -$3.36M
MSFT icon
7
Microsoft
MSFT
$3.67T
$27.1M 1.46%
230,000
+30,000
+15% +$3.27M
CRM icon
8
Salesforce
CRM
$205B
$25.3M 1.36%
+160,000
New +$24.8M
AMR icon
9
Alpha Metallurgical Resources
AMR
$2.84B
$15.4M 0.83%
265,958
+121,374
+84% +$7.44M
UNIT
10
PUT
Uniti Group
UNIT
$2.49B
$11.2M 0.6%
+1,000,000
New +$14.6M
CAT icon
11
Caterpillar
CAT
$378B
$10.8M 0.58%
+80,000
New +$10.6M
IQ icon
12
PUT
iQIYI
IQ
$949M
$9.79M 0.53%
409,500
-90,500
-18% -$2M
RSX
13
DELISTED
VanEck Russia ETF
RSX
$9.68M 0.52%
+470,000
New +$9.67M
ITB icon
14
iShares US Home Construction ETF
ITB
$2.2B
$8.81M 0.47%
+250,000
New +$8.49M
EPI icon
15
WisdomTree India Earnings Fund ETF
EPI
$2.01B
$7.64M 0.41%
+290,300
New +$7.12M
INDA icon
16
iShares MSCI India ETF
INDA
$6.66B
$7.63M 0.41%
+216,500
New +$7.19M
RIG icon
17
PUT
Transocean
RIG
$6.43B
$6.1M 0.33%
700,500
+50,500
+8% +$433K
XLF icon
18
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$4.99M 0.27%
194,000
+16,650
+9% +$430K
CME icon
19
CME Group
CME
$100B
$4.94M 0.27%
30,000
– –
BHC icon
20
PUT
Bausch Health
BHC
$2.4B
$4.57M 0.25%
+185,000
New +$4.42M
XME icon
21
State Street SPDR S&P Metals & Mining ETF
XME
$4.92B
$4.45M 0.24%
+150,000
New +$4.45M
GLNG icon
22
PUT
Golar LNG
GLNG
$5.25B
$4.43M 0.24%
+210,000
New +$4.63M
VXX icon
23
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$130M
$4.39M 0.24%
+2,344
New +$5.17M
ECPG icon
24
PUT
Encore Capital Group
ECPG
$2.1B
$4.28M 0.23%
157,000
+17,000
+12% +$508K
NIO icon
25
PUT
NIO
NIO
$9.5B
$4.18M 0.22%
+820,400
New +$5.81M
1
2 3

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Graham Capital Management's Q1 2019 Portfolio in Review

As of Q1 2019, Graham Capital Management held 93 positions worth $1.86B, down 18% from $2.27B the previous quarter. Its ten largest holdings account for 71% of the portfolio.

Graham Capital Management withdrew a net $407M in Q1 2019, closing 18 positions and reducing 5 holdings. Its most notable exit was iShares Russell 2000 ETF, an estimated $18.9M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 91% of assets, down from 96% a quarter earlier, followed by Technology and Financials.

Against the trend, Graham Capital Management opened a new position in iShares China Large-Cap ETF worth $64.8M.

  • Graham Capital Management's largest Q1 2019 buy was iShares China Large-Cap ETF: 1,463,481 shares worth $64.8M.
  • Graham Capital Management added most to State Street Energy Select Sector SPDR ETF in Q1 2019, an estimated $10.2M increase.
  • Graham Capital Management's biggest Q1 2019 reduction was iShares MSCI Brazil ETF, cutting an estimated $6.45M.
  • Graham Capital Management fully exited iShares Russell 2000 ETF in Q1 2019, selling an estimated $18.9M.
  • Graham Capital Management's ten largest holdings make up 71% of its $1.86B portfolio in Q1 2019.
  • Graham Capital Management opened 23 new positions and closed 18 in Q1 2019.
  • Graham Capital Management's portfolio value fell 18% quarter-over-quarter to $1.86B.

Based on Graham Capital Management's 13F filing for Q1 2019, filed 15 May 2019.