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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
(-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 | |
|---|---|---|---|---|---|---|
1
PUT
Vipshop
VIPS
$6.84B
| $38.4M | 4.62% |
2,285,900
+180,000
| +9% | +$3.46M |
|
2
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
| $32.1M | 3.87% |
1,280,600
| – | – |
|
|
JKS
3
PUT
JinkoSolar
JKS
$775M
| $25.9M | 3.12% |
1,181,900
+515,000
| +77% | +$11.6M |
|
|
4
EOG Resources
EOG
$78B
| $20M | 2.4% |
274,342
+118,036
| +76% | +$9.17M |
|
5
iShares MSCI South Korea ETF
EWY
$21.7B
| $18.2M | 2.19% |
372,493
+60,378
| +19% | +$3.01M |
|
|
JOYY
6
PUT
JOYY Inc
JOYY
$3.73B
| $16.9M | 2.04% |
310,600
-529,700
| -63% | -$30.6M |
|
|
7
Halliburton
HAL
$27.9B
| $16.6M | 2% |
+470,682
| New | +$18.5M |
|
|
8
Chevron
CVX
$388B
| $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 |
|
|
12
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $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
| – | – |
|
17
iShares MSCI Emerging Markets ETF
EEM
$28B
| $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 |
|
19
Suncor Energy
SU
$77.7B
| $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 |
|
22
Biogen
BIIB
$29.9B
| $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 |
|
25
SM Energy
SM
$7.96B
| $5.7M | 0.69% |
+177,900
| New | +$6.45M |
|
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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.