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GCM

Graham Capital Management Portfolio holdings

AUM $5.5B
1-Year Est. Return 26.66%
This Fund
S&P 500
This Quarter Est. Return
+4.4%
1 Year Est. Return
+26.66%
3 Year Est. Return
+60.37%
5 Year Est. Return
+53.44%
10 Year Est. Return
+161.9%
AUM
$1.83B
AUM Growth
-$20.2M
Cap. Flow
+$101M
Cap. Flow %
5.51%
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 Miscellaneous 60.26%
2 Energy 28.44%
3 Materials 3.6%
4 Financials 1.85%
5 Communication Services 1.72%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$253M 13.8%
+1,350,000
New +$248M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$93.5M 5.11%
+500,000
New +$91.8M
SPY icon
3
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$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
EQT icon
5
EQT Corp
EQT
$34.5B
$52.6M 2.88%
997,188
+291,714
+41% +$15.2M
EEM icon
6
CALL
iShares MSCI Emerging Markets ETF
EEM
$32B
$51.4M 2.81%
1,255,000
-5,769,900
-82% -$226M
EWZ icon
7
CALL
iShares MSCI Brazil ETF
EWZ
$8.79B
$45M 2.46%
+1,000,000
New +$41M
QQQ icon
8
PUT
Invesco QQQ Trust
QQQ
$490B
$43.8M 2.4%
+500,000
New +$44.2M
HAL icon
9
Halliburton
HAL
$30.7B
$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
EOG icon
11
EOG Resources
EOG
$76.2B
$36.3M 1.98%
370,134
+279,936
+310% +$24.9M
EEM icon
12
iShares MSCI Emerging Markets ETF
EEM
$32B
$35.9M 1.96%
875,144
+605,129
+224% +$23.7M
SU icon
13
Suncor Energy
SU
$79.4B
$34.1M 1.86%
975,842
-384,153
-28% -$12.8M
LYB icon
14
LyondellBasell Industries
LYB
$20.9B
$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
EWY icon
17
iShares MSCI South Korea ETF
EWY
$29B
$28.8M 1.57%
467,821
+386,321
+474% +$23.2M
VIPS icon
18
PUT
Vipshop
VIPS
$6.2B
$28.1M 1.54%
+1,885,000
New +$22.4M
GM icon
19
General Motors
GM
$75.3B
$27.3M 1.49%
792,300
+772,700
+3,942% +$28.4M
VZ icon
20
Verizon
VZ
$209B
$27.1M 1.48%
+569,583
New +$26.9M
XLE icon
21
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$25.8M 1.41%
579,554
+58,726
+11% +$2.53M
APA icon
22
APA Corp
APA
$15.3B
$25.3M 1.38%
304,470
+250,033
+459% +$20.5M
CNQ icon
23
Canadian Natural Resources
CNQ
$105B
$22.4M 1.23%
1,210,099
+1,119,704
+1,239% +$18.9M
FCX icon
24
Freeport-McMoran
FCX
$110B
$21.5M 1.18%
651,369
+519,239
+393% +$17.3M
BAC icon
25
Bank of America
BAC
$436B
$21.3M 1.17%
1,240,686
-294,965
-19% -$4.96M
1
2 3 4 5

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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 deployed $101M of net new capital in Q1 2014, opening 51 new positions and adding to 25 existing holdings. Its largest new stake was Verizon: 569,583 shares worth $27.1M.

By sector, the portfolio is most concentrated in Miscellaneous at 60% of assets, down from 69% a quarter earlier, followed by Energy and Materials.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $74.2M trimmed.

  • 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.