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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 | |
|---|---|---|---|---|---|---|
101
eBay
EBAY
$48B
| – | – |
-71,280
| Closed | -$1.68M |
|
|
102
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.7B
| – | – |
-500,000
| Closed | -$19.6M |
|
103
PUT
iShares MSCI Brazil ETF
EWZ
$9.17B
| – | – |
-300,000
| Closed | -$11M |
|
104
Fastenal
FAST
$57.3B
| – | – |
-120,000
| Closed | -$1.43M |
|
105
TechnipFMC
FTI
$27.2B
| – | – |
-133,443
| Closed | -$4.65M |
|
106
CALL
iShares China Large-Cap ETF
FXI
$4.3B
| – | – |
-250,000
| Closed | -$10.4M |
|
107
CALL
Gilead Sciences
GILD
$163B
| – | – |
-75,700
| Closed | -$7.14M |
|
|
108
CALL
General Motors
GM
$78.1B
| – | – |
-1,289,300
| Closed | -$45M |
|
|
B
109
Barrick Mining
B
$68.7B
| – | – |
-404,133
| Closed | -$4.34M |
|
110
Graphic Packaging
GPK
$3.51B
| – | – |
-170,000
| Closed | -$2.31M |
|
111
Harley-Davidson
HOG
$2.77B
| – | – |
-30,000
| Closed | -$1.98M |
|
|
112
CALL
iShares Russell 2000 ETF
IWM
$82.8B
| – | – |
-932,600
| Closed | -$112M |
|
|
113
iShares Russell 2000 ETF
IWM
$82.8B
| – | – |
-418,800
| Closed | -$50.1M |
|
|
114
PUT
iShares Russell 2000 ETF
IWM
$82.8B
| – | – |
-1,800,000
| Closed | -$215M |
|
115
Johnson & Johnson
JNJ
$622B
| – | – |
-25,000
| Closed | -$2.61M |
|
116
PUT
Kosmos Energy
KOS
$1.42B
| – | – |
-563,500
| Closed | -$4.73M |
|
117
Lockheed Martin
LMT
$134B
| – | – |
-15,000
| Closed | -$2.89M |
|
118
Mastercard
MA
$500B
| – | – |
-40,000
| Closed | -$3.45M |
|
119
McKesson
MCK
$101B
| – | – |
-12,000
| Closed | -$2.49M |
|
120
Mondelez International
MDLZ
$79.7B
| – | – |
-90,000
| Closed | -$3.27M |
|
121
Medtronic
MDT
$110B
| – | – |
-40,000
| Closed | -$2.89M |
|
122
Merck
MRK
$318B
| – | – |
-52,400
| Closed | -$2.84M |
|
123
Northern Oil and Gas
NOG
$2.17B
| – | – |
-28,485
| Closed | -$1.61M |
|
124
PUT
Opko Health
OPK
$978M
| – | – |
-595,000
| Closed | -$5.94M |
|
125
Oracle
ORCL
$417B
| – | – |
-95,000
| Closed | -$4.27M |
|
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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.