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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
(+60%)
Cap. Flow
+$1.09B
Cap. Flow
% of AUM
35.09%
Top 10 Holdings %
Top 10 Hldgs %
74.41%
Holding
137
New
31
Increased
43
Reduced
17
Closed
31
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
VanEck Gold Miners ETF
GDX
|
+$60.5M |
| 2 |
Chevron
CVX
|
+$35.8M |
| 3 |
Suncor Energy
SU
|
+$35M |
| 4 |
APC
Anadarko Petroleum
APC
|
+$22.6M |
| 5 |
Nabors Industries
NBR
|
+$22.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
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 |
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 | |
|---|---|---|---|---|---|---|
1
CALL
SPDR Gold Trust
GLD
$131B
| $1.32B | 42.46% |
10,500,000
+6,500,000
| +163% | +$828M |
|
2
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $621M | 19.99% |
5,000,000
+2,000,000
| +67% | +$243M |
|
|
3
VanEck Gold Miners ETF
GDX
$23B
| $68.7M | 2.21% |
2,600,000
+2,107,900
| +428% | +$60.5M |
|
4
PUT
iShares MSCI Germany ETF
EWG
$1.5B
| $65.7M | 2.11% |
+2,500,000
| New | +$64.1M |
|
|
5
Chevron
CVX
$388B
| $36.1M | 1.16% |
+350,711
| New | +$35.8M |
|
|
6
Suncor Energy
SU
$77.7B
| $35.6M | 1.15% |
+1,283,293
| New | +$35M |
|
7
iShares MSCI South Korea ETF
EWY
$21.7B
| $35.3M | 1.14% |
607,100
-87,700
| -13% | -$4.9M |
|
8
Canadian Natural Resources
CNQ
$96.9B
| $29.9M | 0.96% |
1,902,666
+160,728
| +9% | +$2.44M |
|
|
9
Nabors Industries
NBR
$1.23B
| $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
$775M
| $23.7M | 0.76% |
1,500,700
-411,400
| -22% | -$7.51M |
|
|
13
Halliburton
HAL
$27.9B
| $22.4M | 0.72% |
499,511
-357,892
| -42% | -$15.6M |
|
14
PUT
Tesla
TSLA
$1.24T
| $20M | 0.64% |
1,471,500
+369,000
| +33% | +$5.33M |
|
15
ConocoPhillips
COP
$147B
| $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 |
|
19
SM Energy
SM
$7.96B
| $13M | 0.42% |
+337,249
| New | +$10.8M |
|
20
RPC Inc
RES
$1.24B
| $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 |
|
24
iShares MSCI Emerging Markets ETF
EEM
$28B
| $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 |
|
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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.