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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 | |
|---|---|---|---|---|---|---|
76
Alphabet (Google) Class C
GOOG
$4.4T
| $1.2M | 0.06% |
43,419
-127,048
| -75% | -$3.4M |
|
|
WW
77
PUT
DELISTED
WW International
WW
| $1.09M | 0.05% |
155,800
+5,800
| +4% | +$85.6K |
|
78
Morgan Stanley
MS
$343B
| $1.07M | 0.05% |
+30,100
| New | +$1.08M |
|
79
Huntsman Corp
HUN
$1.78B
| $923K | 0.05% |
41,615
| – | – |
|
80
United States Oil Fund
USO
$1.79B
| $842K | 0.04% |
+6,250
| New | +$900K |
|
81
Meta Platforms (Facebook)
META
$1.5T
| $830K | 0.04% |
+10,100
| New | +$791K |
|
82
Amgen
AMGN
$220B
| $743K | 0.04% |
+4,650
| New | +$732K |
|
83
iShares MSCI EAFE ETF
EFA
$79.4B
| $594K | 0.03% |
+9,250
| New | +$582K |
|
84
Berkshire Hathaway Class B
BRK.B
$1.12T
| $498K | 0.02% |
3,450
-13,550
| -80% | -$1.99M |
|
|
WLT
85
PUT
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
| $341K | 0.02% |
550,000
-413,700
| -43% | -$385K |
|
86
American International
AIG
$42.5B
| – | – |
-65,000
| Closed | -$3.64M |
|
87
Allegion
ALLE
$14.3B
| – | – |
-32,000
| Closed | -$1.77M |
|
88
Autoliv
ALV
$9.02B
| – | – |
-18,044
| Closed | -$1.38M |
|
89
Alibaba
BABA
$308B
| – | – |
-20,000
| Closed | -$2.08M |
|
|
90
Bank of America
BAC
$442B
| – | – |
-830,000
| Closed | -$13.3M |
|
91
BlackBerry
BB
$5.12B
| – | – |
-200,000
| Closed | -$2.2M |
|
92
BorgWarner
BWA
$13.7B
| – | – |
-22,720
| Closed | -$1.1M |
|
93
CALL
Citigroup
C
$231B
| – | – |
-275,100
| Closed | -$14.9M |
|
94
PUT
Coeur Mining
CDE
$18B
| – | – |
-550,000
| Closed | -$2.81M |
|
95
Costco
COST
$418B
| – | – |
-20,000
| Closed | -$2.83M |
|
96
PUT
Canadian Solar
CSIQ
$1.05B
| – | – |
-403,500
| Closed | -$9.76M |
|
|
CTRA
97
DELISTED
Coterra Energy
CTRA
| – | – |
-128,870
| Closed | -$3.82M |
|
98
Cognizant
CTSH
$25.1B
| – | – |
-30,000
| Closed | -$1.58M |
|
99
D.R. Horton
DHI
$42.4B
| – | – |
-11,500
| Closed | -$291K |
|
|
100
Devon Energy
DVN
$48.5B
| – | – |
-297,659
| Closed | -$18.2M |
|
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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.