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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
Cap. Flow
-$226M
Cap. Flow %
-12.53%
Top 10 Hldgs %
45.46%
Holding
153
New
47
Increased
27
Reduced
23
Closed
36

Top Buys

Rank Stock Value
1
AAL icon
American Airlines Group
AAL
+$48.2M
2
OXY icon
Occidental Petroleum
OXY
+$22.7M
3
FXI icon
iShares China Large-Cap ETF
FXI
+$22.5M
4
SLB icon
SLB Ltd
SLB
+$20.6M
5
BAC icon
Bank of America
BAC
+$16.4M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$51.3M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$46.7M
3
C icon
Citigroup
C
+$31.9M
4
COP icon
ConocoPhillips
COP
+$28.1M
5
GM icon
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
KBE icon
76
State Street SPDR S&P Bank ETF
KBE
$1.64B
$979K 0.05%
+27,000
New +$945K
XLV icon
77
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$967K 0.05%
+13,000
New +$963K
CAS
78
PUT
DELISTED
A M Castle & Co
CAS
$926K 0.05%
+150,000
New +$772K
BTU
79
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$876K 0.05%
26,667
– –
AMGN icon
80
Amgen
AMGN
$208B
$854K 0.05%
5,560
+910
+20% +$146K
AAPL icon
81
Apple
AAPL
$4.54T
$781K 0.04%
+24,896
New +$796K
EXEL icon
82
CALL
Exelixis
EXEL
$13.3B
$639K 0.04%
+170,000
New +$553K
SFY
83
PUT
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$609K 0.03%
+300,000
New +$740K
UUP icon
84
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
$528K 0.03%
+21,100
New +$532K
VIAB
85
DELISTED
Viacom Inc. Class B
VIAB
$485K 0.03%
+7,500
New +$508K
BIIB icon
86
Biogen
BIIB
$30B
$465K 0.03%
+1,150
New +$462K
RSPP
87
DELISTED
RSP Permian, Inc.
RSPP
$435K 0.02%
+15,476
New +$441K
ORCL icon
88
Oracle
ORCL
$374B
$431K 0.02%
+10,700
New +$464K
UPS icon
89
United Parcel Service
UPS
$88.6B
$368K 0.02%
+3,800
New +$378K
MSFT icon
90
Microsoft
MSFT
$3.45T
$289K 0.02%
6,550
-108,700
-94% -$4.96M
ZQK
91
DELISTED
QUICKSILVER,INC.
ZQK
$275K 0.02%
+414,697
New +$568K
ZQK
92
PUT
DELISTED
QUICKSILVER,INC.
ZQK
$275K 0.02%
414,800
-1,185,200
-74% -$1.62M
MR
93
DELISTED
Montage Resources Corporation Common Stock
MR
$263K 0.01%
+3,333
New +$308K
GDX icon
94
VanEck Gold Miners ETF
GDX
$22.7B
$227K 0.01%
12,800
-89,990
-88% -$1.75M
BIDU icon
95
Baidu
BIDU
$37.7B
– –
-46,450
Closed -$9.68M
BP icon
96
BP
BP
$116B
– –
-78,339
Closed -$2.54M
BRK.B icon
97
Berkshire Hathaway Class B
BRK.B
$1.1T
– –
-3,450
Closed -$498K
C icon
98
Citigroup
C
$222B
– –
-619,765
Closed -$31.9M
CNQ icon
99
Canadian Natural Resources
CNQ
$99.4B
– –
-951,053
Closed -$14.1M
COP icon
100
ConocoPhillips
COP
$147B
– –
-450,958
Closed -$28.1M
2 3
4
5 6

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MGP
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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.