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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
-0.11%
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
$1.81B
AUM Growth
-$230M
(-11%)
Cap. Flow
-$226M
Cap. Flow
% of AUM
-12.53%
Top 10 Holdings %
Top 10 Hldgs %
45.46%
Holding
153
New
47
Increased
27
Reduced
23
Closed
36
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
American Airlines Group
AAL
|
+$48.2M |
| 2 |
Occidental Petroleum
OXY
|
+$22.7M |
| 3 |
iShares China Large-Cap ETF
FXI
|
+$22.5M |
| 4 |
SLB Ltd
SLB
|
+$20.6M |
| 5 |
Bank of America
BAC
|
+$16.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$51.3M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$46.7M |
| 3 |
Citigroup
C
|
+$31.9M |
| 4 |
ConocoPhillips
COP
|
+$28.1M |
| 5 |
General Motors
GM
|
+$25.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 14.72% |
| 2 | Industrials | 3.27% |
| 3 | Financials | 1.45% |
| 4 | Consumer Discretionary | 1.4% |
| 5 | Real Estate | 0.81% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $11.7M | 0.65% |
546,562
+33,946
| +7% | +$733K |
|
27
Ovintiv
OVV
$17B
| $11.6M | 0.64% |
210,152
+64,712
| +44% | +$4.12M |
|
28
EQT Corp
EQT
$33B
| $10.6M | 0.59% |
239,780
-221,858
| -48% | -$10.4M |
|
|
YHOO
29
DELISTED
Yahoo Inc
YHOO
| $10.2M | 0.57% |
260,546
+224,896
| +631% | +$9.66M |
|
30
PUT
Zillow
ZG
$7.79B
| $10.2M | 0.56% |
+352,500
| New | +$11M |
|
31
iShares US Home Construction ETF
ITB
$2.29B
| $10.1M | 0.56% |
+367,650
| New | +$9.98M |
|
|
GPOR
32
PUT
DELISTED
Gulfport Energy Corp.
GPOR
| $10.1M | 0.56% |
250,000
| – | – |
|
33
Amazon
AMZN
$2.53T
| $10.1M | 0.56% |
+463,600
| New | +$9.69M |
|
|
WAC
34
PUT
DELISTED
Walter Investment Mgt Corp
WAC
| $10M | 0.56% |
439,100
| – | – |
|
|
LKM
35
PUT
DELISTED
Link Motion Inc.
LKM
| $9.6M | 0.53% |
+1,817,600
| New | +$8.09M |
|
36
Suncor Energy
SU
$78.8B
| $8.39M | 0.46% |
304,850
-145,150
| -32% | -$4.39M |
|
37
Pultegroup
PHM
$24.5B
| $8.35M | 0.46% |
+414,370
| New | +$8.41M |
|
|
WFT
38
DELISTED
Weatherford International plc
WFT
| $8.34M | 0.46% |
+679,800
| New | +$9.44M |
|
|
KCG
39
PUT
DELISTED
KCG Holdings, Inc.
KCG
| $8.02M | 0.44% |
650,000
+200,000
| +44% | +$2.6M |
|
|
ZINC
40
PUT
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $7.85M | 0.43% |
670,000
+510,000
| +319% | +$6.66M |
|
41
PUT
CNX Resources
CNX
$4.9B
| $7.61M | 0.42% |
420,000
+120,000
| +40% | +$2.87M |
|
42
Patterson-UTI
PTEN
$3.74B
| $7.5M | 0.42% |
398,448
-62,994
| -14% | -$1.31M |
|
43
GE Aerospace
GE
$368B
| $7.45M | 0.41% |
58,465
+41,480
| +244% | +$5.38M |
|
44
Transocean
RIG
$5.62B
| $7.36M | 0.41% |
+456,610
| New | +$8.23M |
|
45
TechnipFMC
FTI
$27.5B
| $7.26M | 0.4% |
+235,200
| New | +$7.24M |
|
|
XEC
46
DELISTED
CIMAREX ENERGY CO
XEC
| $7.12M | 0.39% |
64,500
-142,500
| -69% | -$17M |
|
47
PUT
VanEck Semiconductor ETF
SMH
$65B
| $7.09M | 0.39% |
+260,000
| New | +$7.38M |
|
48
Range Resources
RRC
$9.24B
| $7M | 0.39% |
141,681
-298,319
| -68% | -$17M |
|
|
NE
49
DELISTED
Noble Corporation
NE
| $6.62M | 0.37% |
+430,090
| New | +$7.1M |
|
|
TSL
50
PUT
DELISTED
Trina Solar Limited
TSL
| $6.48M | 0.36% |
556,600
+56,600
| +11% | +$700K |
|
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Graham Capital Management's Q2 2015 Portfolio in Review
As of Q2 2015, Graham Capital Management held 153 positions worth $1.81B, down 11% from $2.04B the previous quarter. Its ten largest holdings account for 45% of the portfolio.
Graham Capital Management withdrew a net $226M in Q2 2015, closing 36 positions and reducing 23 holdings. Its most notable exit was Invesco QQQ Trust, an estimated $51.3M position sold in full.
By sector, the portfolio is most concentrated in Energy at 15% of assets, down from 17% a quarter earlier, followed by Industrials and Financials.
Against the trend, Graham Capital Management opened a new position in Occidental Petroleum worth $22.5M.
- Graham Capital Management's largest Q2 2015 buy was Occidental Petroleum: 290,089 shares worth $22.5M.
- Graham Capital Management added most to American Airlines Group in Q2 2015, an estimated $48.2M increase.
- Graham Capital Management's biggest Q2 2015 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $46.7M.
- Graham Capital Management fully exited Invesco QQQ Trust in Q2 2015, selling an estimated $51.3M.
- Graham Capital Management's ten largest holdings make up 45% of its $1.81B portfolio in Q2 2015.
- Graham Capital Management opened 47 new positions and closed 36 in Q2 2015.
- Graham Capital Management's portfolio value fell 11% quarter-over-quarter to $1.81B.
Based on Graham Capital Management's 13F filing for Q2 2015, filed 14 Aug 2015.