We are live on
!
Find out more
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
(-54%)
Cap. Flow
-$805M
Cap. Flow
% of AUM
-96.87%
Top 10 Holdings %
Top 10 Hldgs %
36.18%
Holding
147
New
30
Increased
24
Reduced
33
Closed
43
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Halliburton
HAL
|
+$18.5M |
| 2 |
Chevron
CVX
|
+$17.2M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$12.2M |
| 4 |
PXD
Pioneer Natural Resource Co.
PXD
|
+$10.6M |
| 5 |
EOG Resources
EOG
|
+$9.17M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
American Airlines Group
AAL
|
+$47M |
| 2 |
iShares China Large-Cap ETF
FXI
|
+$21M |
| 3 |
BHI
Baker Hughes
BHI
|
+$20.9M |
| 4 |
Occidental Petroleum
OXY
|
+$17.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
51
PUT
Clean Energy Fuels
CLNE
$416M
| $2.47M | 0.3% |
548,200
+3,200
| +0.6% | +$16.6K |
|
52
Pultegroup
PHM
$24.7B
| $2.45M | 0.3% |
129,927
-284,443
| -69% | -$5.79M |
|
53
Oceaneering
OII
$4.98B
| $2.26M | 0.27% |
+57,500
| New | +$2.38M |
|
54
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
| $2.17M | 0.26% |
+100,000
| New | +$2.15M |
|
|
CIE
55
DELISTED
Cobalt International Energy, Inc
CIE
| $2.12M | 0.26% |
20,000
| – | – |
|
|
CIE
56
PUT
DELISTED
Cobalt International Energy, Inc
CIE
| $2.12M | 0.26% |
+20,000
| New | +$2.43M |
|
|
57
SLB Ltd
SLB
$74.6B
| $1.95M | 0.23% |
28,223
-200,089
| -88% | -$15.8M |
|
|
LINE
58
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
| $1.92M | 0.23% |
+714,400
| New | +$3.18M |
|
|
CXO
59
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.69M | 0.2% |
17,200
-31,662
| -65% | -$3.32M |
|
60
Petrobras
PBR
$120B
| $1.65M | 0.2% |
+379,589
| New | +$2.32M |
|
61
State Street Energy Select Sector SPDR ETF
XLE
$38.1B
| $1.53M | 0.18% |
+50,088
| New | +$1.69M |
|
|
CTRA
62
DELISTED
Coterra Energy
CTRA
| $1.29M | 0.16% |
+59,228
| New | +$1.52M |
|
|
BTU
63
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $1.24M | 0.15% |
60,000
+33,333
| +125% | +$753K |
|
|
SDRL
64
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $1.18M | 0.14% |
747
-934
| -56% | -$1.99M |
|
65
Amgen
AMGN
$207B
| $1.12M | 0.13% |
8,100
+2,540
| +46% | +$400K |
|
66
Merck
MRK
$318B
| $1.1M | 0.13% |
+23,370
| New | +$1.24M |
|
67
Delta Air Lines
DAL
$60.8B
| $1.03M | 0.12% |
23,000
-9,800
| -30% | -$440K |
|
68
Alphabet (Google) Class C
GOOG
$4.58T
| $1.03M | 0.12% |
32,300
-21,700
| -40% | -$667K |
|
69
iShares US Home Construction ETF
ITB
$2.27B
| $1.02M | 0.12% |
39,000
-328,650
| -89% | -$9.14M |
|
70
Meta Platforms (Facebook)
META
$1.49T
| $1.02M | 0.12% |
11,300
-1,400
| -11% | -$128K |
|
71
AbbVie
ABBV
$434B
| $871K | 0.1% |
+16,000
| New | +$1.04M |
|
72
Pfizer
PFE
$142B
| $864K | 0.1% |
+28,985
| New | +$929K |
|
|
HDS
73
DELISTED
HD Supply Holdings, Inc.
HDS
| $859K | 0.1% |
+30,000
| New | +$1.01M |
|
|
CAS
74
PUT
DELISTED
A M Castle & Co
CAS
| $843K | 0.1% |
379,800
+229,800
| +153% | +$803K |
|
|
SRCI
75
DELISTED
SRC Energy Inc
SRCI
| $750K | 0.09% |
+76,501
| New | +$780K |
|
Similar funds
SP
BOK
ZP
SHCM
AP
BHC
BG
MGP
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.