We are live on ! Find out more
GCM

Graham Capital Management Portfolio holdings

AUM $4.14B
1-Year Est. Return 17.82%
This Fund
S&P 500
This Quarter Est. Return
+4.4%
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
$1.83B
AUM Growth
-$20.2M
Cap. Flow
-$59.6M
Cap. Flow %
-3.26%
Top 10 Hldgs %
41.14%
Holding
170
New
51
Increased
25
Reduced
22
Closed
60

Top Buys

Rank Stock Value
1
GM icon
General Motors
GM
+$28.4M
2
HAL icon
Halliburton
HAL
+$27.2M
3
VZ icon
Verizon
VZ
+$26.9M
4
EOG icon
EOG Resources
EOG
+$24.9M
5
XEC
CIMAREX ENERGY CO
XEC
+$24.3M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$74.2M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$24.5M
3
NFX
Newfield Exploration
NFX
+$23.8M
4
APC
Anadarko Petroleum
APC
+$21.5M
5
B
Barrick Mining
B
+$17.1M

Sector Composition

Rank Sector Weight
1 Energy 26.56%
2 Materials 3.6%
3 Financials 1.85%
4 Communication Services 1.72%
5 Consumer Discretionary 1.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VXX
151
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-18,750
Closed -$12.8M
SPN
152
DELISTED
Superior Energy Services, Inc.
SPN
– –
-6,670
Closed -$1.77M
3 4 5 6
7

Similar funds

SP
Stockbridge Partners Boston, Massachusetts $4.14B AUM 16.9% 1-Year Est. Return
BOK
Bank of Korea Seoul, South Korea $4.13B AUM
ZP
Zimmer Partners New York $4.15B AUM 14.2% 1-Year Est. Return
SHCM
Sachem Head Capital Management New York $4.15B AUM 48.05% 1-Year Est. Return
AP
Altarock Partners West Palm Beach, Florida $4.13B AUM 0.04% 1-Year Est. Return
BHC
Bowen Hanes & Co Ponte Vedra Beach, Florida $4.11B AUM 41.61% 1-Year Est. Return
BG
Bellevue Group Kuesnacht, Switzerland $4.2B AUM 54.85% 1-Year Est. Return
MGP
Metis Global Partners San Diego, California $4.07B AUM 30.82% 1-Year Est. Return

Graham Capital Management's Q1 2014 Portfolio in Review

As of Q1 2014, Graham Capital Management held 170 positions worth $1.83B, down 1.1% from $1.85B the previous quarter. Its ten largest holdings account for 41% of the portfolio.

Graham Capital Management withdrew a net $59.6M in Q1 2014, closing 60 positions and reducing 22 holdings. Its most notable exit was Alphabet (Google) Class C, an estimated $16.3M position sold in full.

By sector, the portfolio is most concentrated in Energy at 27% of assets, up from 19% a quarter earlier, followed by Materials and Financials.

Against the trend, Graham Capital Management opened a new position in Verizon worth $27.1M.

  • Graham Capital Management's largest Q1 2014 buy was Verizon: 569,583 shares worth $27.1M.
  • Graham Capital Management added most to General Motors in Q1 2014, an estimated $28.4M increase.
  • Graham Capital Management's biggest Q1 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $74.2M.
  • Graham Capital Management fully exited Alphabet (Google) Class C in Q1 2014, selling an estimated $16.3M.
  • Graham Capital Management's ten largest holdings make up 41% of its $1.83B portfolio in Q1 2014.
  • Graham Capital Management opened 51 new positions and closed 60 in Q1 2014.
  • Graham Capital Management's portfolio value fell 1.1% quarter-over-quarter to $1.83B.

Based on Graham Capital Management's 13F filing for Q1 2014, filed 14 May 2014.