We are live on ! Find out more
GCM

Graham Capital Management Portfolio holdings

AUM $5.5B
1-Year Est. Return 26.66%
This Fund
S&P 500
This Quarter Est. Return
-6.6%
1 Year Est. Return
+26.66%
3 Year Est. Return
+60.37%
5 Year Est. Return
+53.44%
10 Year Est. Return
+161.9%
AUM
$831M
AUM Growth
-$975M
Cap. Flow
-$258M
Cap. Flow %
-31.05%
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 Miscellaneous 74.84%
2 Energy 19.88%
3 Healthcare 1.29%
4 Financials 1%
5 Real Estate 0.83%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VIPS icon
1
PUT
Vipshop
VIPS
$6.2B
$38.4M 4.62%
2,285,900
+180,000
+9% +$3.46M
UUP icon
2
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$299M
$32.1M 3.87%
1,280,600
– –
JKS
3
PUT
JinkoSolar
JKS
$651M
$25.9M 3.12%
1,181,900
+515,000
+77% +$11.6M
EOG icon
4
EOG Resources
EOG
$76.2B
$20M 2.4%
274,342
+118,036
+76% +$9.17M
EWY icon
5
iShares MSCI South Korea ETF
EWY
$29B
$18.2M 2.19%
372,493
+60,378
+19% +$3.01M
JOYY
6
PUT
JOYY Inc
JOYY
$3.67B
$16.9M 2.04%
310,600
-529,700
-63% -$30.6M
HAL icon
7
Halliburton
HAL
$30.7B
$16.6M 2%
+470,682
New +$18.5M
CVX icon
8
Chevron
CVX
$412B
$16.1M 1.94%
+204,734
New +$17.2M
PE
9
DELISTED
PARSLEY ENERGY INC
PE
$15.5M 1.87%
1,028,336
-4,643
-0.4% -$72.2K
SCTY
10
PUT
DELISTED
SolarCity Corporation
SCTY
$15.1M 1.81%
352,700
-77,300
-18% -$3.88M
QIHU
11
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$12.4M 1.5%
+260,100
New +$14.6M
SPY icon
12
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$11.5M 1.38%
+60,000
New +$12.2M
PXD
13
DELISTED
Pioneer Natural Resource Co.
PXD
$10.3M 1.24%
+85,000
New +$10.6M
YHOO
14
DELISTED
Yahoo Inc
YHOO
$10.3M 1.23%
354,708
+94,162
+36% +$3.27M
KCG
15
PUT
DELISTED
KCG Holdings, Inc.
KCG
$8.78M 1.06%
800,000
+150,000
+23% +$1.67M
GPOR
16
PUT
DELISTED
Gulfport Energy Corp.
GPOR
$7.42M 0.89%
250,000
– –
EEM icon
17
iShares MSCI Emerging Markets ETF
EEM
$32B
$7.05M 0.85%
215,024
-246,376
-53% -$8.7M
GPOR
18
DELISTED
Gulfport Energy Corp.
GPOR
$6.88M 0.83%
231,898
-133,351
-37% -$4.59M
SU icon
19
Suncor Energy
SU
$79.4B
$6.68M 0.8%
250,000
-54,850
-18% -$1.47M
MDR
20
PUT
DELISTED
McDermott International
MDR
$6.56M 0.79%
508,667
+133,334
+36% +$1.83M
NFX
21
DELISTED
Newfield Exploration
NFX
$6.37M 0.77%
193,637
-406,363
-68% -$13.6M
BIIB icon
22
Biogen
BIIB
$31.4B
$6.15M 0.74%
21,071
+19,921
+1,732% +$6.58M
LKM
23
PUT
DELISTED
Link Motion Inc.
LKM
$6.02M 0.72%
1,817,600
– –
XEC
24
DELISTED
CIMAREX ENERGY CO
XEC
$5.78M 0.7%
56,350
-8,150
-13% -$868K
SM icon
25
SM Energy
SM
$8.98B
$5.7M 0.69%
+177,900
New +$6.45M
1
2 3 4 5

Similar funds

GCM
Glenview Capital Management New York $5.49B AUM 46.89% 1-Year Est. Return
VCM
Voleon Capital Management Berkeley, California $5.49B AUM 56.94% 1-Year Est. Return
ACM
Abrams Capital Management Boston, Massachusetts $5.48B AUM 3.63% 1-Year Est. Return
MC
Maplelane Capital New York $5.51B AUM 67.92% 1-Year Est. Return
SCM
Suvretta Capital Management New York $5.47B AUM 131.34% 1-Year Est. Return
NC
Nicholas Company Milwaukee, Wisconsin $5.47B AUM 16.96% 1-Year Est. Return
EI
EFG International Zurich $5.46B AUM
CTC
Central Trust Company Jefferson City, Missouri $5.53B AUM 28.94% 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 $258M 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 Miscellaneous at 75% of assets, down from 76% a quarter earlier, followed by Energy and Healthcare.

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.