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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
EPAC icon
76
Enerpac Tool Group
EPAC
$1.85B
$651K 0.02%
28,000
+6,000
+27% +$141K
SVU
77
DELISTED
SUPERVALU Inc.
SVU
$650K 0.02%
18,614
+6,857
+58% +$243K
VRS
78
DELISTED
Verso Corporation
VRS
$645K 0.02%
+100,000
New +$843K
VSI
79
DELISTED
Vitamin Shoppe Inc.
VSI
$526K 0.02%
19,600
+3,500
+22% +$99.5K
DGII icon
80
Digi International
DGII
$2.65B
$475K 0.02%
41,700
– –
PRKS icon
81
United Parks & Resorts
PRKS
$2.15B
$430K 0.01%
31,900
+5,000
+19% +$68.5K
BOBE
82
DELISTED
Bob Evans Farms, Inc.
BOBE
$341K 0.01%
8,916
-3,710
-29% -$140K
REV
83
DELISTED
Revlon, Inc.
REV
$303K 0.01%
+8,225
New +$286K
IVC
84
DELISTED
Invacare Corporation
IVC
$127K ﹤0.01%
11,349
– –
AEM icon
85
Agnico Eagle Mines
AEM
$74.6B
– –
-76,400
Closed -$4.09M
AMZN icon
86
Amazon
AMZN
$3.06T
– –
-151,000
Closed -$5.4M
AORT icon
87
Artivion
AORT
$1.33B
– –
-42,003
Closed -$496K
EEM icon
88
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.9B
– –
-1,000,000
Closed -$34.4M
EWW icon
89
iShares MSCI Mexico ETF
EWW
$1.97B
– –
-203,700
Closed -$10.3M
GDXJ icon
90
VanEck Junior Gold Miners ETF
GDXJ
$7.09B
– –
-102,200
Closed -$4.36M
LDOS icon
91
Leidos
LDOS
$14.9B
– –
-10,100
Closed -$483K
OIH icon
92
VanEck Oil Services ETF
OIH
$1.89B
– –
-22,286
Closed -$13M
OII icon
93
Oceaneering
OII
$4.85B
– –
-15,000
Closed -$448K
OIS icon
94
Oil States International
OIS
$497M
– –
-172,858
Closed -$5.68M
PTEN icon
95
Patterson-UTI
PTEN
$3.9B
– –
-135,353
Closed -$2.89M
SFL icon
96
PUT
SFL Corp
SFL
$1.65B
– –
-300,000
Closed -$4.42M
SPY icon
97
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$806B
– –
-200,000
Closed -$41.9M
WAT icon
98
Waters Corp
WAT
$36.8B
– –
-4,400
Closed -$619K
WDC icon
99
PUT
Western Digital
WDC
$182B
– –
-89,303
Closed -$3.19M
XLP icon
100
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
– –
-400,000
Closed -$22.1M
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.