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
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
MSFT icon
76
Microsoft
MSFT
$3.62T
$735K 0.09%
16,600
+10,050
+153% +$451K
HUM icon
77
Humana
HUM
$43.7B
$624K 0.08%
+3,485
New +$644K
AMD icon
78
PUT
Advanced Micro Devices
AMD
$786B
$516K 0.06%
+300,000
New +$564K
HRI icon
79
Herc Holdings
HRI
$5.64B
$356K 0.04%
+7,087
New +$371K
PVA
80
PUT
DELISTED
PENN VIRGINIA CORP
PVA
$292K 0.04%
+550,000
New +$841K
FCX icon
81
Freeport-McMoran
FCX
$99.8B
$159K 0.02%
+16,400
New +$197K
SFY
82
PUT
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$113K 0.01%
300,000
– –
AAPL icon
83
Apple
AAPL
$4.54T
– –
-24,896
Closed -$781K
AMZN icon
84
Amazon
AMZN
$2.94T
– –
-463,600
Closed -$10.1M
BAC icon
85
CALL
Bank of America
BAC
$442B
– –
-5,210,300
Closed -$88.7M
CNX icon
86
PUT
CNX Resources
CNX
$5.11B
– –
-420,000
Closed -$7.61M
EEM icon
87
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.5B
– –
-3,202,000
Closed -$127M
EQT icon
88
EQT Corp
EQT
$32B
– –
-239,780
Closed -$10.6M
EXEL icon
89
CALL
Exelixis
EXEL
$14.3B
– –
-170,000
Closed -$639K
FANG icon
90
Diamondback Energy
FANG
$52.4B
– –
-17,454
Closed -$1.32M
FET icon
91
Forum Energy Technologies
FET
$849M
– –
-5,499
Closed -$2.23M
FTI icon
92
TechnipFMC
FTI
$27.2B
– –
-235,200
Closed -$7.26M
FXI icon
93
CALL
iShares China Large-Cap ETF
FXI
$4.3B
– –
-500,000
Closed -$23.1M
FXI icon
94
iShares China Large-Cap ETF
FXI
$4.3B
– –
-455,100
Closed -$21M
GDX icon
95
VanEck Gold Miners ETF
GDX
$25.5B
– –
-12,800
Closed -$185K
GE icon
96
GE Aerospace
GE
$396B
– –
-58,465
Closed -$7.45M
HES
97
DELISTED
Hess
HES
– –
-175,000
Closed -$11.7M
KBE icon
98
State Street SPDR S&P Bank ETF
KBE
$1.68B
– –
-27,000
Closed -$979K
LYB icon
99
LyondellBasell Industries
LYB
$19.1B
– –
-138,193
Closed -$14.3M
MPC icon
100
Marathon Petroleum
MPC
$86.9B
– –
-75,000
Closed -$3.92M
1 2 3
4
5

Similar funds

SP
Stockbridge Partners Boston, Massachusetts $4.14B AUM 16.9% 1-Year Est. Return
BOK
Bank of Korea Seoul, South Korea $4.13B AUM
ZP
Zimmer Partners New York $4.15B AUM 14.2% 1-Year Est. Return
SHCM
Sachem Head Capital Management New York $4.15B AUM 48.05% 1-Year Est. Return
AP
Altarock Partners West Palm Beach, Florida $4.13B AUM 0.04% 1-Year Est. Return
BHC
Bowen Hanes & Co Ponte Vedra Beach, Florida $4.11B AUM 41.61% 1-Year Est. Return
BG
Bellevue Group Kuesnacht, Switzerland $4.2B AUM 54.85% 1-Year Est. Return
MGP
Metis Global Partners San Diego, California $4.07B AUM 30.82% 1-Year Est. Return

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.