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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
(-11%)
Cap. Flow
-$226M
Cap. Flow
% of AUM
-12.53%
Top 10 Holdings %
Top 10 Hldgs %
45.46%
Holding
153
New
47
Increased
27
Reduced
23
Closed
36
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
American Airlines Group
AAL
|
+$48.2M |
| 2 |
Occidental Petroleum
OXY
|
+$22.7M |
| 3 |
iShares China Large-Cap ETF
FXI
|
+$22.5M |
| 4 |
SLB Ltd
SLB
|
+$20.6M |
| 5 |
Bank of America
BAC
|
+$16.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$51.3M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$46.7M |
| 3 |
Citigroup
C
|
+$31.9M |
| 4 |
ConocoPhillips
COP
|
+$28.1M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $262M | 14.49% |
+1,271,600
| New | +$267M |
|
|
2
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $127M | 7.02% |
3,202,000
+403,600
| +14% | +$16.9M |
|
|
3
CALL
Bank of America
BAC
$435B
| $88.7M | 4.91% |
5,210,300
-2,526,800
| -33% | -$41.6M |
|
|
JOYY
4
PUT
JOYY Inc
JOYY
$3.73B
| $58.4M | 3.23% |
840,300
+170,300
| +25% | +$11.4M |
|
|
5
American Airlines Group
AAL
$9.58B
| $50M | 2.77% |
1,251,634
+1,056,134
| +540% | +$48.2M |
|
6
PUT
Vipshop
VIPS
$6.84B
| $46.9M | 2.59% |
2,105,900
+19,900
| +1% | +$527K |
|
|
SUNE
7
PUT
DELISTED
SUNEDISON, INC COM
SUNE
| $43.7M | 2.42% |
1,462,500
+900,000
| +160% | +$25.6M |
|
8
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
| $32.1M | 1.77% |
+1,280,600
| New | +$32.3M |
|
|
9
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $23.1M | 1.28% |
+500,000
| New | +$24.8M |
|
|
SCTY
10
PUT
DELISTED
SolarCity Corporation
SCTY
| $23M | 1.27% |
430,000
| – | – |
|
|
11
Occidental Petroleum
OXY
$57B
| $22.5M | 1.25% |
+290,089
| New | +$22.7M |
|
|
NFX
12
DELISTED
Newfield Exploration
NFX
| $21.7M | 1.2% |
600,000
+45,409
| +8% | +$1.69M |
|
|
13
iShares China Large-Cap ETF
FXI
$4.31B
| $21M | 1.16% |
+455,100
| New | +$22.5M |
|
|
BHI
14
DELISTED
Baker Hughes
BHI
| $20.9M | 1.16% |
338,352
-28,463
| -8% | -$1.86M |
|
|
JKS
15
PUT
JinkoSolar
JKS
$775M
| $19.7M | 1.09% |
666,900
| – | – |
|
|
16
SLB Ltd
SLB
$77.8B
| $19.7M | 1.09% |
+228,312
| New | +$20.6M |
|
|
17
iShares MSCI Emerging Markets ETF
EEM
$28B
| $18.3M | 1.01% |
461,400
-1,116,696
| -71% | -$46.7M |
|
|
PE
18
DELISTED
PARSLEY ENERGY INC
PE
| $18M | 1% |
1,032,979
-114,847
| -10% | -$1.99M |
|
19
iShares MSCI South Korea ETF
EWY
$21.7B
| $17.2M | 0.95% |
312,115
-11,374
| -4% | -$667K |
|
|
20
Bank of America
BAC
$435B
| $17M | 0.94% |
+997,775
| New | +$16.4M |
|
|
GPOR
21
DELISTED
Gulfport Energy Corp.
GPOR
| $14.7M | 0.81% |
365,249
+208,791
| +133% | +$9.57M |
|
|
WLL
22
DELISTED
Whiting Petroleum Corporation
WLL
| $14.5M | 0.8% |
+1,436
| New | +$15M |
|
23
LyondellBasell Industries
LYB
$19.5B
| $14.3M | 0.79% |
138,193
+91,899
| +199% | +$9.25M |
|
24
EOG Resources
EOG
$78B
| $13.7M | 0.76% |
156,306
-78,519
| -33% | -$7.26M |
|
|
HES
25
DELISTED
Hess
HES
| $11.7M | 0.65% |
+175,000
| New | +$12.4M |
|
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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.