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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
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
TWX
151
DELISTED
Time Warner Inc
TWX
– –
-45,000
Closed -$3.84M
RICE
152
DELISTED
Rice Energy Inc.
RICE
– –
-301,718
Closed -$6.33M
CIE
153
PUT
DELISTED
Cobalt International Energy, Inc
CIE
– –
-56,667
Closed -$7.56M
YHOO
154
CALL
DELISTED
Yahoo Inc
YHOO
– –
-448,400
Closed -$22.6M
MJN
155
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-26,000
Closed -$2.61M
EJ
156
PUT
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
– –
-1,083,200
Closed -$7.84M
LINE
157
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
– –
-585,000
Closed -$5.93M
MHFI
158
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
– –
-30,000
Closed -$2.67M
ANV
159
PUT
DELISTED
Allied Nevada Gold Corp
ANV
– –
-2,846,400
Closed -$2.48M
KWK
160
DELISTED
QUICKSILVER RESOURCES INC
KWK
– –
-139,719
Closed -$28K
STRZA
161
DELISTED
Starz - Series A
STRZA
– –
-100,000
Closed -$2.97M
EXXI
162
DELISTED
ENERGY XXI LTD COM SHS
EXXI
– –
-22,500
Closed -$73K
CAM
163
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
– –
-220,000
Closed -$11M
CELG
164
DELISTED
Celgene Corp
CELG
– –
-20,000
Closed -$2.24M
SHPG
165
DELISTED
Shire pic
SHPG
– –
-10,000
Closed -$2.13M
WNR
166
DELISTED
Western Refining Inc
WNR
– –
-79,409
Closed -$3M
VXX
167
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-4,688
Closed -$2.36M
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.