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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
+1.07%
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
$2.45B
AUM Growth
-$660M
Cap. Flow
-$560M
Cap. Flow %
-22.9%
Top 10 Hldgs %
80.73%
Holding
137
New
31
Increased
34
Reduced
9
Closed
54

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$10.9M
2
INDA icon
iShares MSCI India ETF
INDA
+$10.6M
3
EPI icon
WisdomTree India Earnings Fund ETF
EPI
+$10.4M
4
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$9.04M
5
XOP icon
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
+$8.82M

Top Sells

Rank Stock Value
1
GDX icon
VanEck Gold Miners ETF
GDX
+$68.7M
2
CVX icon
Chevron
CVX
+$37.3M
3
SU icon
Suncor Energy
SU
+$35.6M
4
CNQ icon
Canadian Natural Resources
CNQ
+$29.9M
5
NBR icon
Nabors Industries
NBR
+$27.3M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 0.71%
2 Industrials 0.52%
3 Healthcare 0.44%
4 Technology 0.32%
5 Financials 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VC icon
26
Visteon
VC
$2.79B
$2.5M 0.1%
31,100
+19,200
+161% +$1.44M
CNA icon
27
CNA Financial
CNA
$14.2B
$2.42M 0.1%
58,400
+37,600
+181% +$1.43M
ALOG
28
DELISTED
Analogic Corp
ALOG
$2.41M 0.1%
+29,000
New +$2.5M
PF
29
DELISTED
Pinnacle Foods, Inc.
PF
$2.37M 0.1%
44,300
+30,100
+212% +$1.53M
BOBE
30
DELISTED
Bob Evans Farms, Inc.
BOBE
$2.35M 0.1%
44,216
+35,300
+396% +$1.59M
MRVL icon
31
Marvell Technology
MRVL
$168B
$2.33M 0.1%
168,300
+79,500
+90% +$1.08M
SAVE
32
DELISTED
Spirit Airlines, Inc.
SAVE
$2.33M 0.1%
40,300
+24,100
+149% +$1.24M
CDK
33
DELISTED
CDK Global, Inc.
CDK
$2.33M 0.1%
39,000
+21,900
+128% +$1.25M
BCO icon
34
Brink's
BCO
$4.88B
$2.19M 0.09%
53,200
+26,400
+99% +$1.06M
TGI
35
DELISTED
Triumph Group
TGI
$2.18M 0.09%
82,411
+57,200
+227% +$1.52M
SPWR
36
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
$2.18M 0.09%
503,910
+80,931
+19% +$396K
GES
37
DELISTED
Guess Inc
GES
$2.17M 0.09%
179,700
+130,500
+265% +$1.83M
DATA
38
DELISTED
Tableau Software, Inc.
DATA
$2.16M 0.09%
+51,300
New +$2.39M
VSI
39
DELISTED
Vitamin Shoppe Inc.
VSI
$2.02M 0.08%
85,100
+65,500
+334% +$1.68M
RL icon
40
Ralph Lauren
RL
$22.6B
$1.99M 0.08%
22,000
+12,500
+132% +$1.27M
FRAN
41
DELISTED
Francesca's Holdings Corporation
FRAN
$1.96M 0.08%
+9,058
New +$1.88M
WGO icon
42
Winnebago Industries
WGO
$856M
$1.79M 0.07%
56,500
+14,500
+35% +$452K
TSL
43
DELISTED
Trina Solar Limited
TSL
$1.74M 0.07%
187,413
-176,910
-49% -$1.77M
EPAC icon
44
Enerpac Tool Group
EPAC
$1.83B
$1.74M 0.07%
66,900
+38,900
+139% +$974K
SSNI
45
DELISTED
Silver Spring Networks, Inc.
SSNI
$1.66M 0.07%
124,419
+69,800
+128% +$965K
SRI icon
46
Stoneridge
SRI
$195M
$1.51M 0.06%
85,537
+36,626
+75% +$620K
SVU
47
DELISTED
SUPERVALU Inc.
SVU
$1.45M 0.06%
44,471
+25,857
+139% +$858K
CNX icon
48
CNX Resources
CNX
$5.06B
$1.23M 0.05%
81,000
-3,000
-4% -$47.4K
REV
49
DELISTED
Revlon, Inc.
REV
$1.06M 0.04%
36,425
+28,200
+343% +$881K
NSC icon
50
Norfolk Southern
NSC
$75.4B
$1M 0.04%
+9,300
New +$939K
1
2
3 4 5

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Graham Capital Management's Q4 2016 Portfolio in Review

As of Q4 2016, Graham Capital Management held 137 positions worth $2.45B, down 21% from $3.11B the previous quarter. Its ten largest holdings account for 81% of the portfolio.

Graham Capital Management withdrew a net $560M in Q4 2016, closing 54 positions and reducing 9 holdings. Its most notable exit was VanEck Gold Miners ETF, an estimated $68.7M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 0.71% of assets, up from 0.2% a quarter earlier, followed by Industrials and Healthcare.

Against the trend, Graham Capital Management opened a new position in iShares Russell 2000 ETF worth $11.5M.

  • Graham Capital Management's largest Q4 2016 buy was iShares Russell 2000 ETF: 85,000 shares worth $11.5M.
  • Graham Capital Management added most to State Street Energy Select Sector SPDR ETF in Q4 2016, an estimated $9.04M increase.
  • Graham Capital Management's biggest Q4 2016 reduction was Chevron, cutting an estimated $37.3M.
  • Graham Capital Management fully exited VanEck Gold Miners ETF in Q4 2016, selling an estimated $68.7M.
  • Graham Capital Management's ten largest holdings make up 81% of its $2.45B portfolio in Q4 2016.
  • Graham Capital Management opened 31 new positions and closed 54 in Q4 2016.
  • Graham Capital Management's portfolio value fell 21% quarter-over-quarter to $2.45B.

Based on Graham Capital Management's 13F filing for Q4 2016, filed 14 Feb 2017.