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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
Cap. Flow
-$274M
Cap. Flow %
-49.92%
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
JPM icon
JPMorgan Chase
JPM
+$7.81M
3
EWY icon
iShares MSCI South Korea ETF
EWY
+$1.32M

Top Sells

Rank Stock Value
1
EOG icon
EOG Resources
EOG
+$20M
2
HAL icon
Halliburton
HAL
+$16.6M
3
CVX icon
Chevron
CVX
+$16.1M
4
PE
PARSLEY ENERGY INC
PE
+$15.5M
5
SPY icon
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
MSFT icon
51
Microsoft
MSFT
$3.45T
– –
-16,600
Closed -$735K
MU icon
52
Micron Technology
MU
$930B
– –
-224,154
Closed -$3.36M
NBR icon
53
Nabors Industries
NBR
$1.27B
– –
-9,946
Closed -$4.7M
OII icon
54
Oceaneering
OII
$4.86B
– –
-57,500
Closed -$2.26M
OVV icon
55
Ovintiv
OVV
$17.3B
– –
-174,012
Closed -$5.6M
OXY icon
56
Occidental Petroleum
OXY
$56.8B
– –
-38,165
Closed -$2.52M
PBR icon
57
Petrobras
PBR
$125B
– –
-379,589
Closed -$1.65M
PFE icon
58
Pfizer
PFE
$143B
– –
-28,985
Closed -$864K
PHM icon
59
Pultegroup
PHM
$24.1B
– –
-129,927
Closed -$2.45M
SLB icon
60
SLB Ltd
SLB
$73.6B
– –
-28,223
Closed -$1.95M
SM icon
61
SM Energy
SM
$7.8B
– –
-177,900
Closed -$5.7M
SPY icon
62
State Street SPDR S&P 500 ETF Trust
SPY
$806B
– –
-60,000
Closed -$11.5M
SU icon
63
Suncor Energy
SU
$79.4B
– –
-250,000
Closed -$6.68M
UUP icon
64
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$424M
– –
-1,280,600
Closed -$32.1M
XLE icon
65
State Street Energy Select Sector SPDR ETF
XLE
$38.5B
– –
-50,088
Closed -$1.53M
XLF icon
66
State Street Financial Select Sector SPDR ETF
XLF
$58B
– –
-170,872
Closed -$3.4M
XLU icon
67
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
– –
-100,000
Closed -$2.17M
JOYY
68
PUT
JOYY Inc
JOYY
$3.71B
– –
-310,600
Closed -$16.9M
PXD
69
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-85,000
Closed -$10.3M
PDCE
70
DELISTED
PDC Energy, Inc.
PDCE
– –
-73,394
Closed -$3.89M
CLR
71
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-97,500
Closed -$2.83M
XEC
72
DELISTED
CIMAREX ENERGY CO
XEC
– –
-56,350
Closed -$5.78M
CXO
73
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-17,200
Closed -$1.69M
PE
74
DELISTED
PARSLEY ENERGY INC
PE
– –
-1,028,336
Closed -$15.5M
HDS
75
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-30,000
Closed -$859K
1 2
3
4

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SP
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BOK
Bank of Korea Seoul, South Korea $4.13B AUM
ZP
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SHCM
Sachem Head Capital Management New York $4.15B AUM 48.05% 1-Year Est. Return
AP
Altarock Partners West Palm Beach, Florida $4.13B AUM 0.04% 1-Year Est. Return
BHC
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BG
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MGP
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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.