Graham Capital Management Portfolio holdings
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% |
Similar funds
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.