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GCM

Graham Capital Management Portfolio holdings

AUM $5.5B
1-Year Est. Return 26.66%
This Fund
S&P 500
This Quarter Est. Return
+5.29%
1 Year Est. Return
+26.66%
3 Year Est. Return
+60.37%
5 Year Est. Return
+53.44%
10 Year Est. Return
+161.9%
AUM
$3.11B
AUM Growth
+$1.16B
Cap. Flow
+$58.1M
Cap. Flow %
1.87%
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 Miscellaneous 85.64%
2 Energy 12.79%
3 Healthcare 0.36%
4 Real Estate 0.34%
5 Consumer Discretionary 0.22%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GLD icon
1
CALL
SPDR Gold Trust
GLD
$148B
$1.32B 42.46%
10,500,000
+6,500,000
+163% +$828M
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$621M 19.99%
5,000,000
+2,000,000
+67% +$243M
GDX icon
3
VanEck Gold Miners ETF
GDX
$29.9B
$68.7M 2.21%
2,600,000
+2,107,900
+428% +$60.5M
EWG icon
4
PUT
iShares MSCI Germany ETF
EWG
$1.74B
$65.7M 2.11%
+2,500,000
New +$64.1M
CVX icon
5
Chevron
CVX
$412B
$36.1M 1.16%
+350,711
New +$35.8M
SU icon
6
Suncor Energy
SU
$79.4B
$35.6M 1.15%
+1,283,293
New +$35M
EWY icon
7
iShares MSCI South Korea ETF
EWY
$29B
$35.3M 1.14%
607,100
-87,700
-13% -$4.9M
CNQ icon
8
Canadian Natural Resources
CNQ
$105B
$29.9M 0.96%
1,902,666
+160,728
+9% +$2.44M
NBR icon
9
Nabors Industries
NBR
$1.4B
$27.3M 0.88%
+44,943
New +$22.1M
TSL
10
PUT
DELISTED
Trina Solar Limited
TSL
$25.7M 0.83%
2,509,200
+1,519,300
+153% +$14.9M
APC
11
DELISTED
Anadarko Petroleum
APC
$25.6M 0.83%
+404,701
New +$22.6M
JKS
12
PUT
JinkoSolar
JKS
$651M
$23.7M 0.76%
1,500,700
-411,400
-22% -$7.51M
HAL icon
13
Halliburton
HAL
$30.7B
$22.4M 0.72%
499,511
-357,892
-42% -$15.6M
TSLA icon
14
PUT
Tesla
TSLA
$1.45T
$20M 0.64%
1,471,500
+369,000
+33% +$5.33M
COP icon
15
ConocoPhillips
COP
$162B
$15.7M 0.51%
+361,208
New +$15M
ESV
16
DELISTED
Ensco Rowan plc
ESV
$15.1M 0.49%
445,231
+120,879
+37% +$4.11M
PXD
17
DELISTED
Pioneer Natural Resource Co.
PXD
$15M 0.48%
+80,834
New +$13.8M
XEC
18
DELISTED
CIMAREX ENERGY CO
XEC
$13.9M 0.45%
103,121
+10,421
+11% +$1.31M
SM icon
19
SM Energy
SM
$8.98B
$13M 0.42%
+337,249
New +$10.8M
RES icon
20
RPC Inc
RES
$1.45B
$12.9M 0.42%
+768,061
New +$11.7M
SWN
21
DELISTED
Southwestern Energy Company
SWN
$12.4M 0.4%
896,050
-1,225,750
-58% -$17M
RSPP
22
DELISTED
RSP Permian, Inc.
RSPP
$12.1M 0.39%
312,185
-34,215
-10% -$1.27M
LKM
23
PUT
DELISTED
Link Motion Inc.
LKM
$11.6M 0.37%
3,029,800
+308,900
+11% +$1.19M
EEM icon
24
iShares MSCI Emerging Markets ETF
EEM
$32B
$11.5M 0.37%
+307,000
New +$11.2M
CPE
25
DELISTED
Callon Petroleum Company
CPE
$11.1M 0.36%
70,705
+17,312
+32% +$2.29M
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's Q3 2016 filing shows 31 new, 43 increased, 17 reduced and 31 closed positions. Its largest new stake was Chevron: 350,711 shares worth $36.1M. The largest sale was State Street Energy Select Sector SPDR ETF, an estimated $40.3M.

By sector, the portfolio is most concentrated in Miscellaneous at 86% of assets, up from 84% a quarter earlier, followed by Energy and Healthcare.

  • 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.