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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 | |
|---|---|---|---|---|---|---|
51
Radian Group
RDN
$5.18B
| $6.39M | 0.35% |
+340,425
| New | +$6.12M |
|
|
MDR
52
PUT
DELISTED
McDermott International
MDR
| $6.01M | 0.33% |
375,333
-133,334
| -26% | -$2.08M |
|
|
RICE
53
DELISTED
Rice Energy Inc.
RICE
| $5.73M | 0.32% |
+275,000
| New | +$6.25M |
|
54
PUT
Canadian Solar
CSIQ
$1.02B
| $5.72M | 0.32% |
+200,000
| New | +$6.86M |
|
|
CXO
55
DELISTED
CONCHO RESOURCES INC.
CXO
| $5.56M | 0.31% |
48,862
-185,691
| -79% | -$22.5M |
|
56
Williams Companies
WMB
$87.5B
| $5.45M | 0.3% |
95,000
-15,000
| -14% | -$773K |
|
|
CAM
57
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $5.24M | 0.29% |
+100,000
| New | +$5.18M |
|
|
SDRL
58
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $4.65M | 0.26% |
1,681
| – | – |
|
|
CJES
59
DELISTED
C&J ENERGY SVCS LTD
CJES
| $4.59M | 0.25% |
+347,700
| New | +$5.15M |
|
60
Micron Technology
MU
$930B
| $4.58M | 0.25% |
243,043
+175,945
| +262% | +$4.69M |
|
|
MRC
61
DELISTED
MRC Global
MRC
| $3.98M | 0.22% |
258,000
+3,000
| +1% | +$45.3K |
|
62
Marathon Petroleum
MPC
$92.4B
| $3.92M | 0.22% |
+75,000
| New | +$3.82M |
|
|
63
General Motors
GM
$80.4B
| $3.53M | 0.2% |
105,934
-702,669
| -87% | -$25.1M |
|
|
MRD
64
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $3.1M | 0.17% |
163,660
+13,660
| +9% | +$263K |
|
65
PUT
Clean Energy Fuels
CLNE
$427M
| $3.06M | 0.17% |
+545,000
| New | +$4.09M |
|
66
Tesla
TSLA
$1.23T
| $3.02M | 0.17% |
+168,750
| New | +$2.67M |
|
|
CIE
67
DELISTED
Cobalt International Energy, Inc
CIE
| $2.91M | 0.16% |
20,000
+6,667
| +50% | +$1.03M |
|
68
CME Group
CME
$96.3B
| $2.79M | 0.15% |
30,000
| – | – |
|
69
Forum Energy Technologies
FET
$708M
| $2.23M | 0.12% |
+5,499
| New | +$2.36M |
|
|
PDCE
70
DELISTED
PDC Energy, Inc.
PDCE
| $2.15M | 0.12% |
40,000
-66,450
| -62% | -$3.75M |
|
71
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $1.53M | 0.08% |
+40,000
| New | +$1.53M |
|
72
Alphabet (Google) Class C
GOOG
$4.36T
| $1.46M | 0.08% |
54,000
+10,581
| +24% | +$283K |
|
73
Delta Air Lines
DAL
$57.5B
| $1.35M | 0.07% |
32,800
+65
| +0.2% | +$2.84K |
|
74
Diamondback Energy
FANG
$57.1B
| $1.32M | 0.07% |
17,454
-180,287
| -91% | -$14.3M |
|
75
Meta Platforms (Facebook)
META
$1.42T
| $1.09M | 0.06% |
12,700
+2,600
| +26% | +$212K |
|
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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.