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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
+5.29%
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
$3.11B
AUM Growth
+$1.16B
Cap. Flow
+$1.09B
Cap. Flow %
35.09%
Top 10 Hldgs %
74.41%
Holding
137
New
31
Increased
43
Reduced
17
Closed
31

Top Buys

Rank Stock Value
1
GDX icon
VanEck Gold Miners ETF
GDX
+$60.5M
2
CVX icon
Chevron
CVX
+$35.8M
3
SU icon
Suncor Energy
SU
+$35M
4
APC
Anadarko Petroleum
APC
+$22.6M
5
NBR icon
Nabors Industries
NBR
+$22.1M

Top Sells

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$40.3M
2
PE
PARSLEY ENERGY INC
PE
+$20.5M
3
CLR
CONTINENTAL RESOURCES INC.
CLR
+$17.9M
4
SWN
Southwestern Energy Company
SWN
+$17M
5
HAL icon
Halliburton
HAL
+$15.6M

Sector Composition

Rank Sector Weight
1 Energy 11.97%
2 Healthcare 0.36%
3 Real Estate 0.34%
4 Consumer Discretionary 0.2%
5 Technology 0.2%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLE icon
26
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$10.7M 0.35%
303,600
-1,174,960
-79% -$40.3M
GPOR
27
DELISTED
Gulfport Energy Corp.
GPOR
$10.6M 0.34%
373,937
+151,604
+68% +$4.32M
EXEL icon
28
Exelixis
EXEL
$13.3B
$10.2M 0.33%
+800,980
New +$8.66M
S
29
PUT
DELISTED
Sprint Corporation
S
$9.71M 0.31%
1,465,300
+300,000
+26% +$1.78M
PE
30
DELISTED
PARSLEY ENERGY INC
PE
$9.64M 0.31%
287,571
-653,823
-69% -$20.5M
AMLP icon
31
Alerian MLP ETF
AMLP
$13B
$9.61M 0.31%
+151,386
New +$9.57M
ICON
32
PUT
DELISTED
Iconix Brand Group, Inc.
ICON
$9.54M 0.31%
117,490
+1,120
+1% +$87.2K
EGN
33
DELISTED
Energen
EGN
$9.18M 0.3%
159,047
-198,428
-56% -$10.4M
TTE icon
34
TotalEnergies
TTE
$195B
$9.13M 0.29%
191,503
-204,515
-52% -$9.77M
MRO
35
DELISTED
Marathon Oil Corporation
MRO
$8.86M 0.29%
560,177
+310,177
+124% +$4.6M
RDC
36
DELISTED
Rowan Companies Plc
RDC
$8.42M 0.27%
+555,224
New +$8.13M
FTI icon
37
TechnipFMC
FTI
$28.1B
$7.7M 0.25%
+348,574
New +$7.05M
MTDR icon
38
Matador Resources
MTDR
$6.2B
$6.22M 0.2%
+255,522
New +$5.61M
DVN icon
39
Devon Energy
DVN
$52.1B
$6.03M 0.19%
136,611
-352,212
-72% -$14.3M
MPC icon
40
Marathon Petroleum
MPC
$92.4B
$5.62M 0.18%
138,504
-57,410
-29% -$2.33M
FET icon
41
Forum Energy Technologies
FET
$708M
$5.51M 0.18%
+13,885
New +$4.78M
SLB icon
42
SLB Ltd
SLB
$73.6B
$5.01M 0.16%
+63,756
New +$5.06M
WFT
43
DELISTED
Weatherford International plc
WFT
$4.68M 0.15%
832,693
+493,073
+145% +$2.8M
MRC
44
DELISTED
MRC Global
MRC
$4.18M 0.13%
254,555
+201,202
+377% +$2.88M
TSL
45
DELISTED
Trina Solar Limited
TSL
$3.73M 0.12%
364,323
+317,623
+680% +$3.12M
XME icon
46
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$3.31M 0.11%
125,000
– –
PR
47
Permian Resources
PR
$17.8B
$3.3M 0.11%
+183,162
New +$2.24M
GOGO icon
48
PUT
Gogo Inc
GOGO
$565M
$3.26M 0.1%
294,900
+2,800
+1% +$29.7K
CME icon
49
CME Group
CME
$96.3B
$3.14M 0.1%
30,000
– –
SLCA
50
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$3M 0.1%
64,325
-381,780
-86% -$14.9M
1
2
3 4 5

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Graham Capital Management's Q3 2016 Portfolio in Review

As of Q3 2016, Graham Capital Management held 137 positions worth $3.11B, up 60% from $1.94B the previous quarter. Its ten largest holdings account for 74% of the portfolio.

Graham Capital Management deployed $1.09B of net new capital in Q3 2016, opening 31 new positions and adding to 43 existing holdings. Its largest new stake was Chevron: 350,711 shares worth $36.1M.

By sector, the portfolio is most concentrated in Energy at 12% of assets, down from 13% a quarter earlier, followed by Healthcare and Real Estate.

On the sell side, the largest reduction was State Street Energy Select Sector SPDR ETF, an estimated $40.3M trimmed.

  • Graham Capital Management's largest Q3 2016 buy was Chevron: 350,711 shares worth $36.1M.
  • Graham Capital Management added most to VanEck Gold Miners ETF in Q3 2016, an estimated $60.5M increase.
  • Graham Capital Management's biggest Q3 2016 reduction was State Street Energy Select Sector SPDR ETF, cutting an estimated $40.3M.
  • Graham Capital Management fully exited CONTINENTAL RESOURCES INC. in Q3 2016, selling an estimated $17.9M.
  • Graham Capital Management's ten largest holdings make up 74% of its $3.11B portfolio in Q3 2016.
  • Graham Capital Management opened 31 new positions and closed 31 in Q3 2016.
  • Graham Capital Management's portfolio value rose 60% quarter-over-quarter to $3.11B.

Based on Graham Capital Management's 13F filing for Q3 2016, filed 14 Nov 2016.