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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
(-13%)
Cap. Flow
-$364M
Cap. Flow
% of AUM
-17.85%
Top 10 Holdings %
Top 10 Hldgs %
49.45%
Holding
192
New
47
Increased
26
Reduced
18
Closed
86
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$62.8M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$51M |
| 3 |
General Motors
GM
|
+$29.4M |
| 4 |
ConocoPhillips
COP
|
+$29.2M |
| 5 |
Halliburton
HAL
|
+$23.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$248M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$50.1M |
| 3 |
Devon Energy
DVN
|
+$18.2M |
| 4 |
Occidental Petroleum
OXY
|
+$17.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $413M | 20.27% |
+2,000,000
| New | +$413M |
|
|
2
CALL
Bank of America
BAC
$435B
| $119M | 5.85% |
7,737,100
+5,537,100
| +252% | +$88.9M |
|
|
3
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $112M | 5.51% |
2,798,400
-7,358,900
| -72% | -$293M |
|
|
4
iShares MSCI Emerging Markets ETF
EEM
$28B
| $63.3M | 3.11% |
+1,578,096
| New | +$62.8M |
|
5
PUT
Vipshop
VIPS
$6.84B
| $61.4M | 3.02% |
2,086,000
+6,800
| +0.3% | +$165K |
|
|
6
Invesco QQQ Trust
QQQ
$455B
| $51.3M | 2.52% |
+486,001
| New | +$51M |
|
|
JOYY
7
PUT
JOYY Inc
JOYY
$3.73B
| $36.6M | 1.79% |
670,000
+150,000
| +29% | +$9.33M |
|
8
Citigroup
C
$222B
| $31.9M | 1.57% |
619,765
+302,793
| +96% | +$15.4M |
|
|
9
General Motors
GM
$74.7B
| $30.3M | 1.49% |
+808,603
| New | +$29.4M |
|
|
10
ConocoPhillips
COP
$147B
| $28.1M | 1.38% |
+450,958
| New | +$29.2M |
|
|
CXO
11
DELISTED
CONCHO RESOURCES INC.
CXO
| $27.2M | 1.34% |
234,553
+27,169
| +13% | +$2.96M |
|
|
12
Halliburton
HAL
$27.9B
| $24.3M | 1.19% |
+553,392
| New | +$23.1M |
|
|
XEC
13
DELISTED
CIMAREX ENERGY CO
XEC
| $23.8M | 1.17% |
207,000
+160,060
| +341% | +$17.2M |
|
14
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $23.5M | 1.16% |
210,000
+20,000
| +11% | +$2.22M |
|
|
BHI
15
DELISTED
Baker Hughes
BHI
| $23.3M | 1.15% |
+366,815
| New | +$22.1M |
|
16
Range Resources
RRC
$9.11B
| $22.9M | 1.12% |
+440,000
| New | +$21.8M |
|
|
17
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $22.3M | 1.09% |
107,799
-1,201,796
| -92% | -$248M |
|
|
SCTY
18
PUT
DELISTED
SolarCity Corporation
SCTY
| $22.1M | 1.08% |
430,000
+150,000
| +54% | +$7.7M |
|
19
EOG Resources
EOG
$78B
| $21.5M | 1.06% |
234,825
+167,451
| +249% | +$15.1M |
|
20
EQT Corp
EQT
$33.2B
| $20.8M | 1.02% |
461,638
-164,987
| -26% | -$6.99M |
|
|
NFX
21
DELISTED
Newfield Exploration
NFX
| $19.5M | 0.96% |
554,591
+126,332
| +29% | +$3.83M |
|
22
iShares MSCI South Korea ETF
EWY
$21.7B
| $18.5M | 0.91% |
323,489
+25,527
| +9% | +$1.44M |
|
|
PE
23
DELISTED
PARSLEY ENERGY INC
PE
| $18.3M | 0.9% |
1,147,826
+335,993
| +41% | +$5.25M |
|
|
CLR
24
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $17.6M | 0.86% |
+402,373
| New | +$17.1M |
|
|
JKS
25
PUT
JinkoSolar
JKS
$775M
| $17.1M | 0.84% |
666,900
| – | – |
|
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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.