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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
SDRL
51
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
$2.95M 0.1%
4,654
+2,614
+128% +$1.88M
CNX icon
52
PUT
CNX Resources
CNX
$5.3B
$2.88M 0.09%
+180,000
New +$2.66M
OVV icon
53
Ovintiv
OVV
$17.3B
$2.62M 0.08%
+50,000
New +$2.24M
FXI icon
54
iShares China Large-Cap ETF
FXI
$4.35B
$2.51M 0.08%
+66,000
New +$2.42M
SPWR
55
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
$2.47M 0.08%
+422,979
New +$3.29M
ITB icon
56
iShares US Home Construction ETF
ITB
$2.26B
$2.2M 0.07%
80,000
– –
WLL
57
DELISTED
Whiting Petroleum Corporation
WLL
$1.75M 0.06%
+668
New +$1.57M
CNX icon
58
CNX Resources
CNX
$5.3B
$1.34M 0.04%
+84,000
New +$1.24M
RIG icon
59
PUT
Transocean
RIG
$5.89B
$1.25M 0.04%
117,500
– –
MRVL icon
60
Marvell Technology
MRVL
$168B
$1.18M 0.04%
+88,800
New +$1.04M
BCO icon
61
Brink's
BCO
$4.88B
$994K 0.03%
+26,800
New +$920K
WGO icon
62
Winnebago Industries
WGO
$856M
$990K 0.03%
42,000
+20,600
+96% +$480K
CDK
63
DELISTED
CDK Global, Inc.
CDK
$981K 0.03%
17,100
+9,000
+111% +$518K
DAN icon
64
Dana Inc
DAN
$2.9B
$973K 0.03%
62,400
+27,000
+76% +$368K
RL icon
65
Ralph Lauren
RL
$22.6B
$961K 0.03%
9,500
+2,300
+32% +$231K
UNVR
66
DELISTED
Univar Solutions Inc.
UNVR
$913K 0.03%
41,798
+22,798
+120% +$447K
SRI icon
67
Stoneridge
SRI
$195M
$900K 0.03%
48,911
+13,410
+38% +$231K
BAX icon
68
Baxter International
BAX
$13.5B
$881K 0.03%
18,500
+2,400
+15% +$113K
VC icon
69
Visteon
VC
$2.79B
$853K 0.03%
11,900
+6,300
+113% +$440K
SSNI
70
DELISTED
Silver Spring Networks, Inc.
SSNI
$774K 0.02%
54,619
+22,246
+69% +$294K
GES
71
DELISTED
Guess Inc
GES
$719K 0.02%
49,200
+22,000
+81% +$333K
CNA icon
72
CNA Financial
CNA
$14.2B
$716K 0.02%
20,800
+1,800
+9% +$58.5K
PF
73
DELISTED
Pinnacle Foods, Inc.
PF
$712K 0.02%
14,200
+3,500
+33% +$173K
TGI
74
DELISTED
Triumph Group
TGI
$703K 0.02%
25,211
+10,500
+71% +$339K
SAVE
75
DELISTED
Spirit Airlines, Inc.
SAVE
$689K 0.02%
16,200
+6,800
+72% +$282K
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.