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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
+274.46%
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
OXY icon
126
Occidental Petroleum
OXY
$55.7B
– –
-220,575
Closed -$17.8M
QQQ icon
127
CALL
Invesco QQQ Trust
QQQ
$479B
– –
-1,020,000
Closed -$105M
RTX icon
128
RTX Corp
RTX
$301B
– –
-34,164
Closed -$2.47M
SLB icon
129
SLB Ltd
SLB
$76.5B
– –
-150,212
Closed -$12.8M
TCOM icon
130
PUT
Trip.com Group
TCOM
$29.1B
– –
-345,200
Closed -$7.85M
TEVA icon
131
Teva Pharmaceuticals
TEVA
$40.6B
– –
-60,000
Closed -$3.45M
TTE icon
132
TotalEnergies
TTE
$191B
– –
-19,004,273,064
Closed -$1.54M
TV icon
133
Televisa
TV
$1.5B
– –
-66,300
Closed -$2.26M
UPS icon
134
United Parcel Service
UPS
$87.7B
– –
-31,300
Closed -$3.48M
V icon
135
Visa
V
$692B
– –
-40,000
Closed -$2.62M
VTLE
136
DELISTED
Vital Energy
VTLE
– –
-15,354
Closed -$3.18M
WU icon
137
Western Union
WU
$2.23B
– –
-190,000
Closed -$3.4M
XLE icon
138
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.1B
– –
-780,000
Closed -$30.9M
XLF icon
139
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.4B
– –
-802,870
Closed -$17.4M
XOP icon
140
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.52B
– –
-5,125
Closed -$981K
SAVE
141
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-30,000
Closed -$2.27M
PXD
142
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-66,951
Closed -$9.97M
RSX
143
DELISTED
VanEck Russia ETF
RSX
– –
-40,000
Closed -$585K
SFUN
144
PUT
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
– –
-2,900
Closed -$1.07M
QEP
145
DELISTED
QEP RESOURCES, INC.
QEP
– –
-185,000
Closed -$3.74M
TIF
146
DELISTED
Tiffany & Co.
TIF
– –
-25,000
Closed -$2.67M
CHK
147
DELISTED
Chesapeake Energy Corporation
CHK
– –
-2,896
Closed -$11.3M
APC
148
DELISTED
Anadarko Petroleum
APC
– –
-70,000
Closed -$5.78M
RDC
149
DELISTED
Rowan Companies Plc
RDC
– –
-27,754
Closed -$647K
RSPP
150
DELISTED
RSP Permian, Inc.
RSPP
– –
-93,200
Closed -$2.34M
3 4 5
6
7

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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.