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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
GPOR
101
DELISTED
Gulfport Energy Corp.
GPOR
– –
-373,937
Closed -$10.6M
S
102
PUT
DELISTED
Sprint Corporation
S
– –
-1,465,300
Closed -$9.71M
APC
103
DELISTED
Anadarko Petroleum
APC
– –
-404,701
Closed -$25.6M
WFT
104
DELISTED
Weatherford International plc
WFT
– –
-832,693
Closed -$4.68M
RDC
105
DELISTED
Rowan Companies Plc
RDC
– –
-555,224
Closed -$8.42M
ICON
106
PUT
DELISTED
Iconix Brand Group, Inc.
ICON
– –
-117,490
Closed -$9.54M
EGN
107
DELISTED
Energen
EGN
– –
-159,047
Closed -$9.18M
RSPP
108
DELISTED
RSP Permian, Inc.
RSPP
– –
-312,185
Closed -$12.1M
ESV
109
DELISTED
Ensco Rowan plc
ESV
– –
-445,231
Closed -$15.1M
WLL
110
DELISTED
Whiting Petroleum Corporation
WLL
– –
-668
Closed -$1.75M
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.