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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
GOGO icon
76
PUT
Gogo Inc
GOGO
$606M
– –
-294,900
Closed -$3.26M
HAL icon
77
Halliburton
HAL
$26.6B
– –
-499,511
Closed -$22.4M
ITB icon
78
iShares US Home Construction ETF
ITB
$2.25B
– –
-80,000
Closed -$2.2M
JKS
79
PUT
JinkoSolar
JKS
$824M
– –
-1,500,700
Closed -$23.7M
MPC icon
80
Marathon Petroleum
MPC
$89.6B
– –
-138,504
Closed -$5.62M
MRC
81
DELISTED
MRC Global
MRC
– –
-254,555
Closed -$4.18M
MTDR icon
82
Matador Resources
MTDR
$6.06B
– –
-255,522
Closed -$6.22M
NBR icon
83
Nabors Industries
NBR
$1.25B
– –
-44,943
Closed -$27.3M
OVV icon
84
Ovintiv
OVV
$17.1B
– –
-50,000
Closed -$2.62M
PR
85
Permian Resources
PR
$17.5B
– –
-183,162
Closed -$3.3M
RES icon
86
RPC Inc
RES
$1.28B
– –
-768,061
Closed -$12.9M
RIG icon
87
PUT
Transocean
RIG
$5.7B
– –
-117,500
Closed -$1.25M
SLB icon
88
SLB Ltd
SLB
$73.2B
– –
-63,756
Closed -$5.01M
SM icon
89
SM Energy
SM
$7.66B
– –
-337,249
Closed -$13M
SU icon
90
Suncor Energy
SU
$77.9B
– –
-1,283,293
Closed -$35.6M
TTE icon
91
TotalEnergies
TTE
$194B
– –
-191,503
Closed -$9.13M
XME icon
92
State Street SPDR S&P Metals & Mining ETF
XME
$3.94B
– –
-125,000
Closed -$3.31M
MRO
93
DELISTED
Marathon Oil Corporation
MRO
– –
-560,177
Closed -$8.86M
SWN
94
DELISTED
Southwestern Energy Company
SWN
– –
-896,050
Closed -$12.4M
SLCA
95
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-64,325
Closed -$3M
PXD
96
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-80,834
Closed -$15M
CPE
97
DELISTED
Callon Petroleum Company
CPE
– –
-70,705
Closed -$11.1M
IVC
98
DELISTED
Invacare Corporation
IVC
– –
-11,349
Closed -$127K
XEC
99
DELISTED
CIMAREX ENERGY CO
XEC
– –
-103,121
Closed -$13.9M
PE
100
DELISTED
PARSLEY ENERGY INC
PE
– –
-287,571
Closed -$9.64M
1 2 3
4
5

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BOK
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ZP
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AP
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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.