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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
+0.53%
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
$548M
AUM Growth
-$283M
(-34%)
Cap. Flow
-$274M
Cap. Flow
% of AUM
-49.92%
Top 10 Holdings %
Top 10 Hldgs %
52.47%
Holding
116
New
12
Increased
10
Reduced
15
Closed
67
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
STI
SunTrust Banks, Inc.
STI
|
+$9.69M |
| 2 |
JPMorgan Chase
JPM
|
+$7.81M |
| 3 |
iShares MSCI South Korea ETF
EWY
|
+$1.32M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
EOG Resources
EOG
|
+$20M |
| 2 |
Halliburton
HAL
|
+$16.6M |
| 3 |
Chevron
CVX
|
+$16.1M |
| 4 |
PE
PARSLEY ENERGY INC
PE
|
+$15.5M |
| 5 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$11.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 3.74% |
| 2 | Consumer Discretionary | 0% |
| 3 | Energy | 0% |
| 4 | Healthcare | 0% |
| 5 | Industrials | 0% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
SUNE
26
PUT
DELISTED
SUNEDISON, INC COM
SUNE
| $509K | 0.09% |
+100,000
| New | +$613K |
|
|
PVA
27
PUT
DELISTED
PENN VIRGINIA CORP
PVA
| $165K | 0.03% |
550,000
| – | – |
|
28
American Airlines Group
AAL
$10.1B
| – | – |
-107,914
| Closed | -$4.19M |
|
29
AbbVie
ABBV
$443B
| – | – |
-16,000
| Closed | -$871K |
|
30
PUT
Advanced Micro Devices
AMD
$776B
| – | – |
-300,000
| Closed | -$516K |
|
31
Amgen
AMGN
$208B
| – | – |
-8,100
| Closed | -$1.12M |
|
32
Bank of America
BAC
$435B
| – | – |
-355,000
| Closed | -$5.53M |
|
33
Biogen
BIIB
$30B
| – | – |
-21,071
| Closed | -$6.15M |
|
34
PUT
Canadian Solar
CSIQ
$1.02B
| – | – |
-250,000
| Closed | -$4.16M |
|
|
CTRA
35
DELISTED
Coterra Energy
CTRA
| – | – |
-59,228
| Closed | -$1.29M |
|
|
36
Chevron
CVX
$392B
| – | – |
-204,734
| Closed | -$16.1M |
|
37
Delta Air Lines
DAL
$57.5B
| – | – |
-23,000
| Closed | -$1.03M |
|
38
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| – | – |
-215,024
| Closed | -$7.37M |
|
|
39
EOG Resources
EOG
$79.2B
| – | – |
-274,342
| Closed | -$20M |
|
40
Freeport-McMoran
FCX
$90B
| – | – |
-16,400
| Closed | -$159K |
|
41
CALL
VanEck Gold Miners ETF
GDX
$22.7B
| – | – |
-261,000
| Closed | -$3.59M |
|
42
General Motors
GM
$80.4B
| – | – |
-92,457
| Closed | -$2.78M |
|
43
PUT
Gogo Inc
GOGO
$565M
| – | – |
-167,300
| Closed | -$2.56M |
|
44
Alphabet (Google) Class C
GOOG
$4.36T
| – | – |
-32,300
| Closed | -$1.03M |
|
|
45
Halliburton
HAL
$26.9B
| – | – |
-470,682
| Closed | -$16.6M |
|
46
Herc Holdings
HRI
$5.02B
| – | – |
-7,087
| Closed | -$356K |
|
47
Humana
HUM
$43.7B
| – | – |
-3,485
| Closed | -$624K |
|
48
iShares US Home Construction ETF
ITB
$2.26B
| – | – |
-39,000
| Closed | -$1.02M |
|
49
Meta Platforms (Facebook)
META
$1.42T
| – | – |
-11,300
| Closed | -$1.02M |
|
50
Merck
MRK
$322B
| – | – |
-23,370
| Closed | -$1.1M |
|
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Graham Capital Management's Q4 2015 Portfolio in Review
As of Q4 2015, Graham Capital Management held 116 positions worth $548M, down 34% from $831M the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Graham Capital Management withdrew a net $274M in Q4 2015, closing 67 positions and reducing 15 holdings. Its most notable exit was EOG Resources, an estimated $20M position sold in full.
By sector, the portfolio is most concentrated in Financials at 3.7% of assets, up from 1% a quarter earlier, followed by Consumer Discretionary and Energy.
Against the trend, Graham Capital Management opened a new position in SunTrust Banks, Inc. worth $9.85M.
- Graham Capital Management's largest Q4 2015 buy was SunTrust Banks, Inc.: 230,000 shares worth $9.85M.
- Graham Capital Management added most to iShares MSCI South Korea ETF in Q4 2015, an estimated $1.32M increase.
- Graham Capital Management fully exited EOG Resources in Q4 2015, selling an estimated $20M.
- Graham Capital Management's ten largest holdings make up 52% of its $548M portfolio in Q4 2015.
- Graham Capital Management opened 12 new positions and closed 67 in Q4 2015.
- Graham Capital Management's portfolio value fell 34% quarter-over-quarter to $548M.
Based on Graham Capital Management's 13F filing for Q4 2015, filed 16 Feb 2016.