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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
MRC
101
DELISTED
MRC Global
MRC
– –
-258,000
Closed -$3.98M
ORCL icon
102
Oracle
ORCL
$420B
– –
-10,700
Closed -$431K
PTEN icon
103
Patterson-UTI
PTEN
$3.83B
– –
-398,448
Closed -$7.5M
RDN icon
104
Radian Group
RDN
$5.27B
– –
-340,425
Closed -$6.39M
RIG icon
105
Transocean
RIG
$5.78B
– –
-456,610
Closed -$7.36M
RRC icon
106
Range Resources
RRC
$9.28B
– –
-141,681
Closed -$7M
SMH icon
107
PUT
VanEck Semiconductor ETF
SMH
$72.3B
– –
-260,000
Closed -$7.09M
SPY icon
108
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$821B
– –
-1,271,600
Closed -$262M
TSLA icon
109
Tesla
TSLA
$1.29T
– –
-168,750
Closed -$3.02M
UPS icon
110
United Parcel Service
UPS
$92.7B
– –
-3,800
Closed -$368K
UUP icon
111
Invesco DB US Dollar Index Bullish Fund
UUP
$424M
– –
-21,100
Closed -$531K
WMB icon
112
Williams Companies
WMB
$87.5B
– –
-95,000
Closed -$5.45M
XLV icon
113
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
– –
-13,000
Closed -$967K
XLY icon
114
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
– –
-40,000
Closed -$1.53M
MR
115
DELISTED
Montage Resources Corporation Common Stock
MR
– –
-3,333
Closed -$263K
NE
116
DELISTED
Noble Corporation
NE
– –
-430,090
Closed -$6.62M
VIAB
117
DELISTED
Viacom Inc. Class B
VIAB
– –
-7,500
Closed -$485K
BHI
118
DELISTED
Baker Hughes
BHI
– –
-338,352
Closed -$20.9M
SUNE
119
PUT
DELISTED
SUNEDISON, INC COM
SUNE
– –
-1,462,500
Closed -$43.7M
ZQK
120
DELISTED
QUICKSILVER,INC.
ZQK
– –
-414,697
Closed -$275K
ZQK
121
PUT
DELISTED
QUICKSILVER,INC.
ZQK
– –
-414,800
Closed -$275K
CJES
122
DELISTED
C&J ENERGY SVCS LTD
CJES
– –
-347,700
Closed -$4.59M
WLL
123
DELISTED
Whiting Petroleum Corporation
WLL
– –
-1,436
Closed -$14.5M
1 2 3 4
5

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BOK
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ZP
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AP
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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.