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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
+0.53%
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
$548M
AUM Growth
-$283M
Cap. Flow
-$274M
Cap. Flow %
-49.92%
Top 10 Hldgs %
52.47%
Holding
116
New
12
Increased
10
Reduced
15
Closed
67

Top Buys

Rank Stock Value
1
STI
SunTrust Banks, Inc.
STI
+$9.69M
2
JPM icon
JPMorgan Chase
JPM
+$7.81M
3
EWY icon
iShares MSCI South Korea ETF
EWY
+$1.32M

Top Sells

Rank Stock Value
1
EOG icon
EOG Resources
EOG
+$20M
2
HAL icon
Halliburton
HAL
+$16.6M
3
CVX icon
Chevron
CVX
+$16.1M
4
PE
PARSLEY ENERGY INC
PE
+$15.5M
5
SPY icon
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%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VIPS icon
1
PUT
Vipshop
VIPS
$6.84B
$32.2M 5.87%
2,105,900
-180,000
-8% -$3.15M
JKS
2
PUT
JinkoSolar
JKS
$775M
$27.6M 5.03%
996,200
-185,700
-16% -$4.76M
EWY icon
3
iShares MSCI South Korea ETF
EWY
$21.7B
$19.8M 3.6%
397,677
+25,184
+7% +$1.32M
IWM icon
4
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$19.7M 3.59%
+175,000
New +$20.2M
EEM icon
5
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$12.9M 2.35%
+400,000
New +$13.7M
VXX
6
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$10.1M 1.84%
+31,250
New +$9.94M
STI
7
DELISTED
SunTrust Banks, Inc.
STI
$9.85M 1.8%
+230,000
New +$9.69M
JPM icon
8
JPMorgan Chase
JPM
$939B
$7.92M 1.45%
+120,000
New +$7.81M
LKM
9
PUT
DELISTED
Link Motion Inc.
LKM
$7.76M 1.42%
2,132,900
+315,300
+17% +$1.17M
GPOR
10
PUT
DELISTED
Gulfport Energy Corp.
GPOR
$6.02M 1.1%
245,000
-5,000
-2% -$141K
KCG
11
PUT
DELISTED
KCG Holdings, Inc.
KCG
$5.57M 1.02%
452,800
-347,200
-43% -$4.33M
SCTY
12
PUT
DELISTED
SolarCity Corporation
SCTY
$4.28M 0.78%
83,800
-268,900
-76% -$10.4M
MDR
13
PUT
DELISTED
McDermott International
MDR
$2.77M 0.5%
275,333
-233,334
-46% -$3.2M
CME icon
14
CME Group
CME
$92.2B
$2.72M 0.5%
30,000
– –
CIE
15
PUT
DELISTED
Cobalt International Energy, Inc
CIE
$2.64M 0.48%
32,620
+12,620
+63% +$1.39M
ZG icon
16
PUT
Zillow
ZG
$7.02B
$2.47M 0.45%
94,700
-2,900
-3% -$82.7K
CLNE icon
17
PUT
Clean Energy Fuels
CLNE
$447M
$2.06M 0.38%
571,700
+23,500
+4% +$113K
CHK
18
PUT
DELISTED
Chesapeake Energy Corporation
CHK
$1.48M 0.27%
+1,641
New +$2.04M
ZINC
19
PUT
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$1.38M 0.25%
671,800
-420,200
-38% -$1.17M
SDRL
20
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
$1.35M 0.25%
1,484
+737
+99% +$1.15M
LINE
21
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$1.18M 0.22%
914,400
+200,000
+28% +$446K
RIG icon
22
PUT
Transocean
RIG
$5.92B
$1.08M 0.2%
+87,500
New +$1.26M
AKS
23
PUT
DELISTED
AK Steel Holding Corp
AKS
$857K 0.16%
+382,400
New +$961K
CAS
24
PUT
DELISTED
A M Castle & Co
CAS
$718K 0.13%
450,800
+71,000
+19% +$173K
CNX icon
25
PUT
CNX Resources
CNX
$4.85B
$553K 0.1%
+84,000
New +$594K
1
2 3 4

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SP
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BOK
Bank of Korea Seoul, South Korea $4.13B AUM
ZP
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SHCM
Sachem Head Capital Management New York $4.15B AUM 48.05% 1-Year Est. Return
AP
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CG
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BT
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BHC
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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.