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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
+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
(-1.1%)
Cap. Flow
-$59.6M
Cap. Flow
% of AUM
-3.26%
Top 10 Holdings %
Top 10 Hldgs %
41.14%
Holding
170
New
51
Increased
25
Reduced
22
Closed
60
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
General Motors
GM
|
+$28.4M |
| 2 |
Halliburton
HAL
|
+$27.2M |
| 3 |
Verizon
VZ
|
+$26.9M |
| 4 |
EOG Resources
EOG
|
+$24.9M |
| 5 |
XEC
CIMAREX ENERGY CO
XEC
|
+$24.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$74.2M |
| 2 |
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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $253M | 13.8% |
+1,350,000
| New | +$248M |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $93.5M | 5.11% |
+500,000
| New | +$91.8M |
|
|
3
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $74.5M | 4.07% |
398,568
-404,157
| -50% | -$74.2M |
|
|
MRO
4
DELISTED
Marathon Oil Corporation
MRO
| $55.5M | 3.03% |
1,561,515
-187,462
| -11% | -$6.32M |
|
5
EQT Corp
EQT
$33.2B
| $52.6M | 2.88% |
997,188
+291,714
| +41% | +$15.2M |
|
6
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $51.4M | 2.81% |
1,255,000
-5,769,900
| -82% | -$226M |
|
7
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
| $45M | 2.46% |
+1,000,000
| New | +$41M |
|
8
PUT
Invesco QQQ Trust
QQQ
$455B
| $43.8M | 2.4% |
+500,000
| New | +$44.2M |
|
|
9
Halliburton
HAL
$27.9B
| $40.6M | 2.22% |
689,525
+509,325
| +283% | +$27.2M |
|
|
NFX
10
DELISTED
Newfield Exploration
NFX
| $38.2M | 2.09% |
1,219,459
-899,949
| -42% | -$23.8M |
|
|
11
EOG Resources
EOG
$78B
| $36.3M | 1.98% |
370,134
+279,936
| +310% | +$24.9M |
|
|
12
iShares MSCI Emerging Markets ETF
EEM
$28B
| $35.9M | 1.96% |
875,144
+605,129
| +224% | +$23.7M |
|
13
Suncor Energy
SU
$77.7B
| $34.1M | 1.86% |
975,842
-384,153
| -28% | -$12.8M |
|
14
LyondellBasell Industries
LYB
$19.5B
| $33.7M | 1.84% |
378,776
+218,513
| +136% | +$18.4M |
|
|
APC
15
DELISTED
Anadarko Petroleum
APC
| $31.4M | 1.72% |
370,811
-262,740
| -41% | -$21.5M |
|
|
XEC
16
DELISTED
CIMAREX ENERGY CO
XEC
| $30.7M | 1.68% |
257,365
+226,850
| +743% | +$24.3M |
|
17
iShares MSCI South Korea ETF
EWY
$21.7B
| $28.8M | 1.57% |
467,821
+386,321
| +474% | +$23.2M |
|
18
PUT
Vipshop
VIPS
$6.84B
| $28.1M | 1.54% |
+1,885,000
| New | +$22.4M |
|
|
19
General Motors
GM
$74.7B
| $27.3M | 1.49% |
792,300
+772,700
| +3,942% | +$28.4M |
|
|
20
Verizon
VZ
$194B
| $27.1M | 1.48% |
+569,583
| New | +$26.9M |
|
21
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $25.8M | 1.41% |
579,554
+58,726
| +11% | +$2.53M |
|
22
APA Corp
APA
$12.8B
| $25.3M | 1.38% |
304,470
+250,033
| +459% | +$20.5M |
|
23
Canadian Natural Resources
CNQ
$96.9B
| $22.4M | 1.23% |
1,210,099
+1,119,704
| +1,239% | +$18.9M |
|
24
Freeport-McMoran
FCX
$90B
| $21.5M | 1.18% |
651,369
+519,239
| +393% | +$17.3M |
|
25
Bank of America
BAC
$435B
| $21.3M | 1.17% |
1,240,686
-294,965
| -19% | -$4.96M |
|
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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.