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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
CLR
101
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-395,225
Closed -$17.9M
QEP
102
DELISTED
QEP RESOURCES, INC.
QEP
– –
-441,362
Closed -$7.78M
WFT
103
CALL
DELISTED
Weatherford International plc
WFT
– –
-1,500,000
Closed -$8.32M
ANDV
104
DELISTED
Andeavor
ANDV
– –
-55,657
Closed -$4.17M
SFR
105
CALL
DELISTED
Starwood Waypoint Homes
SFR
– –
-100,000
Closed -$3.04M
CIE
106
PUT
DELISTED
Cobalt International Energy, Inc
CIE
– –
-35,620
Closed -$716K
FTR
107
PUT
DELISTED
Frontier Communications Corp.
FTR
– –
-33,333
Closed -$2.47M
SCTY
108
PUT
DELISTED
SolarCity Corporation
SCTY
– –
-84,200
Closed -$2.02M
VXX
109
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-18,750
Closed -$4.14M
SPN
110
DELISTED
Superior Energy Services, Inc.
SPN
– –
-42,179
Closed -$7.76M
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.