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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
+2.74%
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
$2.04B
AUM Growth
-$307M
Cap. Flow
-$364M
Cap. Flow %
-17.85%
Top 10 Hldgs %
49.45%
Holding
192
New
47
Increased
26
Reduced
18
Closed
86

Top Buys

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$62.8M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$51M
3
GM icon
General Motors
GM
+$29.4M
4
COP icon
ConocoPhillips
COP
+$29.2M
5
HAL icon
Halliburton
HAL
+$23.1M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$248M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$50.1M
3
DVN icon
Devon Energy
DVN
+$18.2M
4
OXY icon
Occidental Petroleum
OXY
+$17.8M
5
BAC icon
Bank of America
BAC
+$13.3M

Sector Composition

Rank Sector Weight
1 Energy 17.03%
2 Financials 2.25%
3 Consumer Discretionary 1.78%
4 Industrials 1.07%
5 Communication Services 0.69%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FANG icon
26
Diamondback Energy
FANG
$55.9B
$15.2M 0.75%
197,741
+2,734
+1% +$190K
QIHU
27
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$15.1M 0.74%
295,000
– –
VLO icon
28
Valero Energy
VLO
$88.5B
$14.8M 0.73%
232,645
+136,206
+141% +$7.6M
CNQ icon
29
Canadian Natural Resources
CNQ
$96.7B
$14.1M 0.69%
951,053
+439,857
+86% +$6.29M
SUNE
30
PUT
DELISTED
SUNEDISON, INC COM
SUNE
$13.5M 0.66%
+562,500
New +$12.1M
SU icon
31
Suncor Energy
SU
$77.9B
$13.2M 0.65%
450,000
-392,949
-47% -$11.7M
MRO
32
DELISTED
Marathon Oil Corporation
MRO
$12.1M 0.59%
+462,327
New +$12.5M
GPOR
33
PUT
DELISTED
Gulfport Energy Corp.
GPOR
$11.5M 0.56%
250,000
– –
XLF icon
34
State Street Financial Select Sector SPDR ETF
XLF
$58B
$10.8M 0.53%
512,616
+398,701
+350% +$8.44M
AAL icon
35
American Airlines Group
AAL
$10.6B
$10.3M 0.51%
+195,500
New +$9.93M
BIDU icon
36
Baidu
BIDU
$38.3B
$9.68M 0.48%
+46,450
New +$9.95M
STI
37
DELISTED
SunTrust Banks, Inc.
STI
$9.44M 0.46%
+229,793
New +$9.31M
SPN
38
DELISTED
Superior Energy Services, Inc.
SPN
$9.16M 0.45%
41,000
+20,538
+100% +$4.27M
PTEN icon
39
Patterson-UTI
PTEN
$3.9B
$8.66M 0.43%
+461,442
New +$7.91M
NBR icon
40
Nabors Industries
NBR
$1.25B
$8.16M 0.4%
+11,958
New +$7.29M
OVV icon
41
Ovintiv
OVV
$17.1B
$8.11M 0.4%
+145,440
New +$9.15M
URI icon
42
United Rentals
URI
$69.5B
$8M 0.39%
+87,751
New +$7.89M
GPOR
43
DELISTED
Gulfport Energy Corp.
GPOR
$7.18M 0.35%
+156,458
New +$6.62M
WAC
44
PUT
DELISTED
Walter Investment Mgt Corp
WAC
$7.09M 0.35%
439,100
-60,900
-12% -$1.03M
CNX icon
45
PUT
CNX Resources
CNX
$5.33B
$6.97M 0.34%
+300,000
New +$7.65M
CRZO
46
DELISTED
Carrizo Oil & Gas Inc
CRZO
$6.95M 0.34%
140,000
-133,395
-49% -$6.24M
GILD icon
47
Gilead Sciences
GILD
$163B
$6.85M 0.34%
69,792
+28,050
+67% +$2.85M
TSL
48
PUT
DELISTED
Trina Solar Limited
TSL
$6.04M 0.3%
500,000
-717,000
-59% -$7.43M
CPRI icon
49
Capri Holdings
CPRI
$1.88B
$6M 0.29%
91,193
+51,193
+128% +$3.51M
MDR
50
PUT
DELISTED
McDermott International
MDR
$5.86M 0.29%
508,667
-83,333
-14% -$715K
1
2
3 4 5

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Graham Capital Management's Q1 2015 Portfolio in Review

As of Q1 2015, Graham Capital Management held 192 positions worth $2.04B, down 13% from $2.34B the previous quarter. Its ten largest holdings account for 49% of the portfolio.

Graham Capital Management withdrew a net $364M in Q1 2015, closing 86 positions and reducing 18 holdings. Its most notable exit was iShares Russell 2000 ETF, an estimated $50.1M position sold in full.

By sector, the portfolio is most concentrated in Energy at 17% of assets, up from 11% a quarter earlier, followed by Financials and Consumer Discretionary.

Against the trend, Graham Capital Management opened a new position in iShares MSCI Emerging Markets ETF worth $63.3M.

  • Graham Capital Management's largest Q1 2015 buy was iShares MSCI Emerging Markets ETF: 1,578,096 shares worth $63.3M.
  • Graham Capital Management added most to CIMAREX ENERGY CO in Q1 2015, an estimated $17.2M increase.
  • Graham Capital Management's biggest Q1 2015 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $248M.
  • Graham Capital Management fully exited iShares Russell 2000 ETF in Q1 2015, selling an estimated $50.1M.
  • Graham Capital Management's ten largest holdings make up 49% of its $2.04B portfolio in Q1 2015.
  • Graham Capital Management opened 47 new positions and closed 86 in Q1 2015.
  • Graham Capital Management's portfolio value fell 13% quarter-over-quarter to $2.04B.

Based on Graham Capital Management's 13F filing for Q1 2015, filed 15 May 2015.