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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
WLT
126
PUT
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
– –
-550,000
Closed -$341K
QIHU
127
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
– –
-295,000
Closed -$15.1M
SPN
128
DELISTED
Superior Energy Services, Inc.
SPN
– –
-41,000
Closed -$9.16M
2 3 4 5
6

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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.