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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
+0.71%
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
$3.4B
AUM Growth
+$1.54B
Cap. Flow
-$715M
Cap. Flow %
-21.02%
Top 10 Hldgs %
78.59%
Holding
102
New
24
Increased
18
Reduced
3
Closed
15

Top Buys

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$14M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$12M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$10.3M
4
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$9.34M
5
BA icon
Boeing
BA
+$9.12M

Top Sells

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$64.8M
2
V icon
Visa
V
+$37.5M
3
BABA icon
Alibaba
BABA
+$30.2M
4
RSX
VanEck Russia ETF
RSX
+$9.68M
5
ITB icon
iShares US Home Construction ETF
ITB
+$8.81M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.68%
2 Technology 2.35%
3 Industrials 1.08%
4 Materials 0.7%
5 Financials 0.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GLD icon
1
CALL
SPDR Gold Trust
GLD
$148B
$1.46B 42.8%
10,925,000
+5,925,000
+119% +$732M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$340M 10%
+1,160,000
New +$334M
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$331M 9.74%
2,130,000
+1,080,000
+103% +$166M
XLE icon
4
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$56.6M 1.66%
1,776,020
+376,140
+27% +$12M
TSLA icon
5
PUT
Tesla
TSLA
$1.45T
$44.7M 1.31%
+3,000,000
New +$46.7M
MSFT icon
6
Microsoft
MSFT
$3.67T
$35.5M 1.04%
265,000
+35,000
+15% +$4.44M
CRM icon
7
Salesforce
CRM
$205B
$27.3M 0.8%
180,000
+20,000
+13% +$3.13M
VXX icon
8
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$130M
$26M 0.76%
15,625
+13,281
+567% +$23.6M
CAT icon
9
Caterpillar
CAT
$378B
$25.3M 0.75%
186,000
+106,000
+133% +$14M
EWZ icon
10
iShares MSCI Brazil ETF
EWZ
$8.79B
$15.3M 0.45%
350,000
+250,000
+250% +$10.3M
AMR icon
11
Alpha Metallurgical Resources
AMR
$2.84B
$13.8M 0.41%
265,958
– –
JPM icon
12
JPMorgan Chase
JPM
$940B
$11.2M 0.33%
100,000
+70,000
+233% +$7.72M
INDA icon
13
iShares MSCI India ETF
INDA
$6.66B
$9.9M 0.29%
280,400
+63,900
+30% +$2.25M
EPI icon
14
WisdomTree India Earnings Fund ETF
EPI
$2.01B
$9.87M 0.29%
378,600
+88,300
+30% +$2.29M
EEM icon
15
iShares MSCI Emerging Markets ETF
EEM
$32B
$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
BA icon
17
Boeing
BA
$167B
$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
IQ icon
19
PUT
iQIYI
IQ
$949M
$8.59M 0.25%
416,000
+6,500
+2% +$134K
BZUN
20
PUT
Baozun
BZUN
$167M
$8.11M 0.24%
+162,600
New +$7.02M
XLP icon
21
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
$7.26M 0.21%
+125,000
New +$7.16M
MRK icon
22
Merck
MRK
$366B
$6.71M 0.2%
+83,840
New +$6.42M
ENPH icon
23
Enphase Energy
ENPH
$5.13B
$6.53M 0.19%
+358,220
New +$4.93M
CME icon
24
CME Group
CME
$100B
$5.82M 0.17%
30,000
– –
AVGO icon
25
Broadcom
AVGO
$1.75T
$5.76M 0.17%
+200,000
New +$5.83M
1
2 3

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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 withdrew a net $715M in Q2 2019, closing 15 positions and reducing 3 holdings. Its most notable exit was iShares China Large-Cap ETF, an estimated $64.8M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 91% a quarter earlier, followed by Technology and Industrials.

Against the trend, Graham Capital Management opened a new position in iShares MSCI Emerging Markets ETF worth $9.44M.

  • 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.