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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
(-13%)
Cap. Flow
-$364M
Cap. Flow
% of AUM
-17.85%
Top 10 Holdings %
Top 10 Hldgs %
49.45%
Holding
192
New
47
Increased
26
Reduced
18
Closed
86
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$62.8M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$51M |
| 3 |
General Motors
GM
|
+$29.4M |
| 4 |
ConocoPhillips
COP
|
+$29.2M |
| 5 |
Halliburton
HAL
|
+$23.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$248M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$50.1M |
| 3 |
Devon Energy
DVN
|
+$18.2M |
| 4 |
Occidental Petroleum
OXY
|
+$17.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
PDCE
51
DELISTED
PDC Energy, Inc.
PDCE
| $5.75M | 0.28% |
106,450
+24,895
| +31% | +$1.21M |
|
52
Williams Companies
WMB
$86.1B
| $5.57M | 0.27% |
110,000
-79,100
| -42% | -$3.67M |
|
|
KCG
53
PUT
DELISTED
KCG Holdings, Inc.
KCG
| $5.52M | 0.27% |
+450,000
| New | +$5.56M |
|
|
PDS
54
Precision Drilling
PDS
$979M
| $5.47M | 0.27% |
+43,125
| New | +$4.95M |
|
55
Microsoft
MSFT
$3.66T
| $4.68M | 0.23% |
115,250
+65,250
| +131% | +$2.84M |
|
|
SDRL
56
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $4.21M | 0.21% |
+1,681
| New | +$4.88M |
|
57
LyondellBasell Industries
LYB
$19.7B
| $4.07M | 0.2% |
46,294
-150,706
| -77% | -$12.7M |
|
|
SINA
58
PUT
DELISTED
Sina Corp
SINA
| $4.02M | 0.2% |
125,000
-125,000
| -50% | -$4.49M |
|
|
VRN
59
DELISTED
Veren
VRN
| $3.47M | 0.17% |
+126,515
| New | +$2.88M |
|
|
MRC
60
DELISTED
MRC Global
MRC
| $3.02M | 0.15% |
255,000
+205,000
| +410% | +$2.56M |
|
61
RPC Inc
RES
$1.31B
| $2.98M | 0.15% |
+232,714
| New | +$2.92M |
|
|
ZQK
62
PUT
DELISTED
QUICKSILVER,INC.
ZQK
| $2.96M | 0.15% |
1,600,000
| – | – |
|
63
CME Group
CME
$94.4B
| $2.84M | 0.14% |
30,000
| – | – |
|
|
MRD
64
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $2.66M | 0.13% |
+150,000
| New | +$2.8M |
|
65
BP
BP
$109B
| $2.54M | 0.12% |
+78,339
| New | +$2.56M |
|
66
Verizon
VZ
$195B
| $2.31M | 0.11% |
47,431
-63,469
| -57% | -$3.06M |
|
|
ZINC
67
PUT
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $2.03M | 0.1% |
+160,000
| New | +$2.18M |
|
68
GE Aerospace
GE
$391B
| $2.02M | 0.1% |
+16,985
| New | +$2.02M |
|
|
BTU
69
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $1.97M | 0.1% |
+26,667
| New | +$2.69M |
|
|
CIE
70
DELISTED
Cobalt International Energy, Inc
CIE
| $1.88M | 0.09% |
13,333
-2,667
| -17% | -$360K |
|
71
VanEck Gold Miners ETF
GDX
$23.8B
| $1.88M | 0.09% |
+102,790
| New | +$2.1M |
|
72
Micron Technology
MU
$1.01T
| $1.82M | 0.09% |
+67,098
| New | +$2.01M |
|
73
Expro Ltd
XPRO
$1.79B
| $1.59M | 0.08% |
14,167
-10,000
| -41% | -$1.01M |
|
|
YHOO
74
DELISTED
Yahoo Inc
YHOO
| $1.58M | 0.08% |
35,650
-16,350
| -31% | -$739K |
|
75
Delta Air Lines
DAL
$61B
| $1.47M | 0.07% |
+32,735
| New | +$1.52M |
|
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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.