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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
+2.59%
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
$933M
AUM Growth
+$385M
Cap. Flow
+$365M
Cap. Flow %
39.07%
Top 10 Hldgs %
40.66%
Holding
122
New
73
Increased
12
Reduced
8
Closed
17

Top Buys

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$64.8M
2
COP icon
ConocoPhillips
COP
+$23.8M
3
RDS.A
Royal Dutch Shell PLC ADS Class A
RDS.A
+$19.7M
4
NBL
Noble Energy, Inc.
NBL
+$14.4M
5
PE
PARSLEY ENERGY INC
PE
+$14M

Top Sells

Rank Stock Value
1
STI
SunTrust Banks, Inc.
STI
+$9.85M
2
JPM icon
JPMorgan Chase
JPM
+$7.92M

Sector Composition

Rank Sector Weight
1 Energy 21.5%
2 Real Estate 0.91%
3 Materials 0.45%
4 Consumer Discretionary 0.38%
5 Financials 0.34%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLF icon
26
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$6.75M 0.72%
+341,744
New +$6.51M
CNQ icon
27
Canadian Natural Resources
CNQ
$99.4B
$6.54M 0.7%
+500,832
New +$5.34M
SM icon
28
SM Energy
SM
$7.8B
$6.24M 0.67%
+332,937
New +$4.59M
MRC
29
DELISTED
MRC Global
MRC
$5.65M 0.61%
+430,089
New +$4.95M
KCG
30
PUT
DELISTED
KCG Holdings, Inc.
KCG
$5.41M 0.58%
452,800
– –
HAL icon
31
Halliburton
HAL
$26.9B
$5.36M 0.57%
+150,000
New +$4.89M
EWW icon
32
iShares MSCI Mexico ETF
EWW
$1.92B
$5.25M 0.56%
+97,800
New +$4.74M
XME icon
33
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$5.12M 0.55%
+250,000
New +$4.04M
EQT icon
34
EQT Corp
EQT
$33.3B
$5.01M 0.54%
+136,910
New +$4.38M
SDRL
35
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
$4.95M 0.53%
5,607
+4,123
+278% +$2.97M
GDX icon
36
VanEck Gold Miners ETF
GDX
$22.7B
$4.88M 0.52%
+244,100
New +$4.2M
SLCA
37
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$4.2M 0.45%
+185,000
New +$3.43M
WLL
38
PUT
DELISTED
Whiting Petroleum Corporation
WLL
$4.08M 0.44%
+1,706
New +$3.35M
AKS
39
PUT
DELISTED
AK Steel Holding Corp
AKS
$3.52M 0.38%
852,900
+470,500
+123% +$1.35M
FET icon
40
Forum Energy Technologies
FET
$708M
$3.3M 0.35%
+12,500
New +$2.8M
SPN
41
DELISTED
Superior Energy Services, Inc.
SPN
$3.29M 0.35%
+24,579
New +$2.68M
SU icon
42
Suncor Energy
SU
$79.4B
$3.26M 0.35%
+117,192
New +$2.83M
NFX
43
DELISTED
Newfield Exploration
NFX
$3.18M 0.34%
+95,701
New +$2.7M
LYG icon
44
PUT
Lloyds Banking Group
LYG
$89.5B
$3.16M 0.34%
+800,000
New +$3.1M
CME icon
45
CME Group
CME
$96.3B
$2.88M 0.31%
30,000
– –
ZG icon
46
PUT
Zillow
ZG
$7.94B
$2.67M 0.29%
104,700
+10,000
+11% +$223K
VIPS icon
47
PUT
Vipshop
VIPS
$7.37B
$2.32M 0.25%
180,000
-1,925,900
-91% -$24.2M
SCTY
48
PUT
DELISTED
SolarCity Corporation
SCTY
$2.07M 0.22%
84,200
+400
+0.5% +$11.4K
CIE
49
PUT
DELISTED
Cobalt International Energy, Inc
CIE
$1.59M 0.17%
35,620
+3,000
+9% +$143K
NBR icon
50
Nabors Industries
NBR
$1.27B
$1.58M 0.17%
+3,426
New +$1.27M
1
2
3 4

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BOK
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ZP
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SHCM
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AP
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BHC
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MGP
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Graham Capital Management's Q1 2016 Portfolio in Review

As of Q1 2016, Graham Capital Management held 122 positions worth $933M, up 70% from $548M the previous quarter. Its ten largest holdings account for 41% of the portfolio.

Graham Capital Management deployed $365M of net new capital in Q1 2016, opening 73 new positions and adding to 12 existing holdings. Its largest new stake was State Street Energy Select Sector SPDR ETF: 2,235,466 shares worth $69.2M.

By sector, the portfolio is most concentrated in Energy at 22% of assets, up from 0% a quarter earlier, followed by Real Estate and Materials.

On the sell side, the most notable exit was SunTrust Banks, Inc., an estimated $9.85M sold.

  • Graham Capital Management's largest Q1 2016 buy was State Street Energy Select Sector SPDR ETF: 2,235,466 shares worth $69.2M.
  • Graham Capital Management added most to iShares MSCI South Korea ETF in Q1 2016, an estimated $5.1M increase.
  • Graham Capital Management fully exited SunTrust Banks, Inc. in Q1 2016, selling an estimated $9.85M.
  • Graham Capital Management's ten largest holdings make up 41% of its $933M portfolio in Q1 2016.
  • Graham Capital Management opened 73 new positions and closed 17 in Q1 2016.
  • Graham Capital Management's portfolio value rose 70% quarter-over-quarter to $933M.

Based on Graham Capital Management's 13F filing for Q1 2016, filed 16 May 2016.