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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
+0.71%
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
$3.4B
AUM Growth
+$1.54B
(+83%)
Cap. Flow
+$601M
Cap. Flow
% of AUM
17.66%
Top 10 Holdings %
Top 10 Hldgs %
78.59%
Holding
102
New
24
Increased
18
Reduced
3
Closed
15
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Caterpillar
CAT
|
+$14M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$12M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$10.3M |
| 4 |
iShares MSCI Emerging Markets ETF
EEM
|
+$9.34M |
| 5 |
Boeing
BA
|
+$9.12M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$64.8M |
| 2 |
Visa
V
|
+$37.5M |
| 3 |
Alibaba
BABA
|
+$30.2M |
| 4 |
RSX
VanEck Russia ETF
RSX
|
+$9.68M |
| 5 |
iShares US Home Construction ETF
ITB
|
+$8.81M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.35% |
| 2 | Industrials | 1.08% |
| 3 | Materials | 0.7% |
| 4 | Financials | 0.5% |
| 5 | Energy | 0.21% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
SPDR Gold Trust
GLD
$131B
| $1.46B | 42.8% |
10,925,000
+5,925,000
| +119% | +$732M |
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $340M | 10% |
+1,160,000
| New | +$334M |
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $331M | 9.74% |
2,130,000
+1,080,000
| +103% | +$166M |
|
|
4
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $56.6M | 1.66% |
1,776,020
+376,140
| +27% | +$12M |
|
5
PUT
Tesla
TSLA
$1.24T
| $44.7M | 1.31% |
+3,000,000
| New | +$46.7M |
|
6
Microsoft
MSFT
$2.84T
| $35.5M | 1.04% |
265,000
+35,000
| +15% | +$4.44M |
|
7
Salesforce
CRM
$134B
| $27.3M | 0.8% |
180,000
+20,000
| +13% | +$3.13M |
|
8
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
| $26M | 0.76% |
15,625
+13,281
| +567% | +$23.6M |
|
|
9
Caterpillar
CAT
$409B
| $25.3M | 0.75% |
186,000
+106,000
| +133% | +$14M |
|
|
10
iShares MSCI Brazil ETF
EWZ
$9.05B
| $15.3M | 0.45% |
350,000
+250,000
| +250% | +$10.3M |
|
11
Alpha Metallurgical Resources
AMR
$1.82B
| $13.8M | 0.41% |
265,958
| – | – |
|
12
JPMorgan Chase
JPM
$939B
| $11.2M | 0.33% |
100,000
+70,000
| +233% | +$7.72M |
|
13
iShares MSCI India ETF
INDA
$6.71B
| $9.9M | 0.29% |
280,400
+63,900
| +30% | +$2.25M |
|
14
WisdomTree India Earnings Fund ETF
EPI
$2.02B
| $9.87M | 0.29% |
378,600
+88,300
| +30% | +$2.29M |
|
|
15
iShares MSCI Emerging Markets ETF
EEM
$28B
| $9.44M | 0.28% |
+220,000
| New | +$9.34M |
|
|
MDCO
16
PUT
DELISTED
Medicines Co
MDCO
| $9.24M | 0.27% |
+253,400
| New | +$8.27M |
|
|
17
Boeing
BA
$165B
| $9.1M | 0.27% |
+25,000
| New | +$9.12M |
|
|
APHA
18
PUT
DELISTED
Aphria Inc. Common Shares
APHA
| $8.77M | 0.26% |
+1,250,700
| New | +$9.46M |
|
19
PUT
iQIYI
IQ
$1.18B
| $8.59M | 0.25% |
416,000
+6,500
| +2% | +$134K |
|
|
BZUN
20
PUT
Baozun
BZUN
$143M
| $8.11M | 0.24% |
+162,600
| New | +$7.02M |
|
21
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $7.26M | 0.21% |
+125,000
| New | +$7.16M |
|
22
Merck
MRK
$324B
| $6.71M | 0.2% |
+83,840
| New | +$6.42M |
|
23
Enphase Energy
ENPH
$4.84B
| $6.53M | 0.19% |
+358,220
| New | +$4.93M |
|
24
CME Group
CME
$92.2B
| $5.82M | 0.17% |
30,000
| – | – |
|
25
Broadcom
AVGO
$1.82T
| $5.76M | 0.17% |
+200,000
| New | +$5.83M |
|
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Graham Capital Management's Q2 2019 Portfolio in Review
As of Q2 2019, Graham Capital Management held 102 positions worth $3.4B, up 83% from $1.86B the previous quarter. Its ten largest holdings account for 79% of the portfolio.
Graham Capital Management deployed $601M of net new capital in Q2 2019, opening 24 new positions and adding to 18 existing holdings. Its largest new stake was iShares MSCI Emerging Markets ETF: 220,000 shares worth $9.44M.
By sector, the portfolio is most concentrated in Technology at 2.4% of assets, down from 2.9% a quarter earlier, followed by Industrials and Materials.
On the sell side, the largest reduction was Alibaba, an estimated $30.2M trimmed.
- Graham Capital Management's largest Q2 2019 buy was iShares MSCI Emerging Markets ETF: 220,000 shares worth $9.44M.
- Graham Capital Management added most to Caterpillar in Q2 2019, an estimated $14M increase.
- Graham Capital Management's biggest Q2 2019 reduction was Alibaba, cutting an estimated $30.2M.
- Graham Capital Management fully exited iShares China Large-Cap ETF in Q2 2019, selling an estimated $64.8M.
- Graham Capital Management's ten largest holdings make up 79% of its $3.4B portfolio in Q2 2019.
- Graham Capital Management opened 24 new positions and closed 15 in Q2 2019.
- Graham Capital Management's portfolio value rose 83% quarter-over-quarter to $3.4B.
Based on Graham Capital Management's 13F filing for Q2 2019, filed 14 Aug 2019.