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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
-6.6%
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
$831M
AUM Growth
-$975M
Cap. Flow
-$805M
Cap. Flow %
-96.87%
Top 10 Hldgs %
36.18%
Holding
147
New
30
Increased
24
Reduced
33
Closed
43

Top Buys

Rank Stock Value
1
HAL icon
Halliburton
HAL
+$18.5M
2
CVX icon
Chevron
CVX
+$17.2M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$12.2M
4
PXD
Pioneer Natural Resource Co.
PXD
+$10.6M
5
EOG icon
EOG Resources
EOG
+$9.17M

Top Sells

Rank Stock Value
1
AAL icon
American Airlines Group
AAL
+$47M
2
FXI icon
iShares China Large-Cap ETF
FXI
+$21M
3
BHI
Baker Hughes
BHI
+$20.9M
4
OXY icon
Occidental Petroleum
OXY
+$17.6M
5
SLB icon
SLB Ltd
SLB
+$15.8M

Sector Composition

Rank Sector Weight
1 Energy 19.34%
2 Healthcare 1.29%
3 Financials 1%
4 Real Estate 0.83%
5 Industrials 0.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
OVV icon
26
Ovintiv
OVV
$17.3B
$5.6M 0.67%
174,012
-36,140
-17% -$1.38M
BAC icon
27
Bank of America
BAC
$435B
$5.53M 0.67%
355,000
-642,775
-64% -$10.8M
RSPP
28
DELISTED
RSP Permian, Inc.
RSPP
$5.35M 0.64%
264,087
+248,611
+1,606% +$5.87M
MRD
29
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$5.28M 0.64%
300,266
+136,606
+83% +$2.46M
NSM
30
PUT
DELISTED
Nationstar Mortgage Holdings
NSM
$5M 0.6%
+360,400
New +$6.05M
TSL
31
PUT
DELISTED
Trina Solar Limited
TSL
$4.99M 0.6%
556,600
– –
NBR icon
32
Nabors Industries
NBR
$1.27B
$4.7M 0.57%
+9,946
New +$5.59M
WAC
33
PUT
DELISTED
Walter Investment Mgt Corp
WAC
$4.66M 0.56%
286,900
-152,200
-35% -$2.75M
RICE
34
DELISTED
Rice Energy Inc.
RICE
$4.36M 0.52%
269,680
-5,320
-2% -$102K
CAM
35
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$4.2M 0.51%
68,460
-31,540
-32% -$1.74M
AAL icon
36
American Airlines Group
AAL
$10.1B
$4.19M 0.5%
107,914
-1,143,720
-91% -$47M
CSIQ icon
37
PUT
Canadian Solar
CSIQ
$1.02B
$4.16M 0.5%
250,000
+50,000
+25% +$1.11M
NBL
38
DELISTED
Noble Energy, Inc.
NBL
$3.95M 0.48%
+130,932
New +$4.51M
PDCE
39
DELISTED
PDC Energy, Inc.
PDCE
$3.89M 0.47%
73,394
+33,394
+83% +$1.71M
GDX icon
40
CALL
VanEck Gold Miners ETF
GDX
$22.7B
$3.59M 0.43%
+261,000
New +$3.77M
XLF icon
41
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$3.4M 0.41%
170,872
-375,690
-69% -$7.96M
MU icon
42
Micron Technology
MU
$930B
$3.36M 0.4%
224,154
-18,889
-8% -$325K
ZINC
43
PUT
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$3.32M 0.4%
1,092,000
+422,000
+63% +$3.19M
CLR
44
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$2.83M 0.34%
+97,500
New +$3.17M
ZG icon
45
PUT
Zillow
ZG
$7.94B
$2.8M 0.34%
97,600
-254,900
-72% -$6.82M
CME icon
46
CME Group
CME
$96.3B
$2.78M 0.33%
30,000
– –
GM icon
47
General Motors
GM
$80.4B
$2.78M 0.33%
92,457
-13,477
-13% -$413K
WFT
48
DELISTED
Weatherford International plc
WFT
$2.71M 0.33%
319,103
-360,697
-53% -$3.65M
GOGO icon
49
PUT
Gogo Inc
GOGO
$565M
$2.56M 0.31%
+167,300
New +$2.86M
OXY icon
50
Occidental Petroleum
OXY
$56.8B
$2.52M 0.3%
38,165
-251,924
-87% -$17.6M
1
2
3 4 5

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Graham Capital Management's Q3 2015 Portfolio in Review

As of Q3 2015, Graham Capital Management held 147 positions worth $831M, down 54% from $1.81B the previous quarter. Its ten largest holdings account for 36% of the portfolio.

Graham Capital Management withdrew a net $805M in Q3 2015, closing 43 positions and reducing 33 holdings. Its most notable exit was iShares China Large-Cap ETF, an estimated $21M position sold in full.

By sector, the portfolio is most concentrated in Energy at 19% of assets, up from 15% a quarter earlier, followed by Healthcare and Financials.

Against the trend, Graham Capital Management opened a new position in Halliburton worth $16.6M.

  • Graham Capital Management's largest Q3 2015 buy was Halliburton: 470,682 shares worth $16.6M.
  • Graham Capital Management added most to EOG Resources in Q3 2015, an estimated $9.17M increase.
  • Graham Capital Management's biggest Q3 2015 reduction was American Airlines Group, cutting an estimated $47M.
  • Graham Capital Management fully exited iShares China Large-Cap ETF in Q3 2015, selling an estimated $21M.
  • Graham Capital Management's ten largest holdings make up 36% of its $831M portfolio in Q3 2015.
  • Graham Capital Management opened 30 new positions and closed 43 in Q3 2015.
  • Graham Capital Management's portfolio value fell 54% quarter-over-quarter to $831M.

Based on Graham Capital Management's 13F filing for Q3 2015, filed 16 Nov 2015.