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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
CPRI icon
101
Capri Holdings
CPRI
$1.83B
– –
-91,193
Closed -$6M
EFA icon
102
iShares MSCI EAFE ETF
EFA
$78B
– –
-9,250
Closed -$594K
EMB icon
103
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
– –
-210,000
Closed -$23.5M
GILD icon
104
Gilead Sciences
GILD
$162B
– –
-69,792
Closed -$6.85M
HAL icon
105
Halliburton
HAL
$26.9B
– –
-553,392
Closed -$24.3M
HUN icon
106
Huntsman Corp
HUN
$1.71B
– –
-41,615
Closed -$923K
MS icon
107
Morgan Stanley
MS
$331B
– –
-30,100
Closed -$1.07M
NBR icon
108
Nabors Industries
NBR
$1.27B
– –
-11,958
Closed -$8.16M
PDS
109
Precision Drilling
PDS
$999M
– –
-43,125
Closed -$5.47M
QQQ icon
110
Invesco QQQ Trust
QQQ
$453B
– –
-486,001
Closed -$51.3M
RES icon
111
RPC Inc
RES
$1.24B
– –
-232,714
Closed -$2.98M
SPY icon
112
State Street SPDR S&P 500 ETF Trust
SPY
$790B
– –
-107,799
Closed -$22.7M
SPY icon
113
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
– –
-2,000,000
Closed -$413M
URI icon
114
United Rentals
URI
$67.2B
– –
-87,751
Closed -$8M
USO icon
115
United States Oil Fund
USO
$2.15B
– –
-6,250
Closed -$842K
VLO icon
116
Valero Energy
VLO
$90.1B
– –
-232,645
Closed -$14.8M
VZ icon
117
Verizon
VZ
$195B
– –
-47,431
Closed -$2.31M
WW
118
PUT
DELISTED
WW International
WW
– –
-155,800
Closed -$1.09M
XPRO icon
119
Expro Ltd
XPRO
$1.79B
– –
-14,167
Closed -$1.59M
VRN
120
DELISTED
Veren
VRN
– –
-126,515
Closed -$3.47M
MRO
121
DELISTED
Marathon Oil Corporation
MRO
– –
-462,327
Closed -$12.1M
CLR
122
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-402,373
Closed -$17.6M
SINA
123
PUT
DELISTED
Sina Corp
SINA
– –
-125,000
Closed -$4.02M
CRZO
124
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-140,000
Closed -$6.95M
STI
125
DELISTED
SunTrust Banks, Inc.
STI
– –
-229,793
Closed -$9.44M
2 3 4
5
6

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BOK
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ZP
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AP
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BHC
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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.