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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
+10.58%
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
$1.94B
AUM Growth
+$1.01B
Cap. Flow
+$926M
Cap. Flow %
47.66%
Top 10 Hldgs %
60.69%
Holding
143
New
38
Increased
40
Reduced
13
Closed
37

Top Buys

Rank Stock Value
1
HAL icon
Halliburton
HAL
+$29.1M
2
SWN
Southwestern Energy Company
SWN
+$25.7M
3
TTE icon
TotalEnergies
TTE
+$19M
4
CNQ icon
Canadian Natural Resources
CNQ
+$17.5M
5
DVN icon
Devon Energy
DVN
+$16.6M

Top Sells

Rank Stock Value
1
COP icon
ConocoPhillips
COP
+$25.2M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$25M
3
RDS.A
Royal Dutch Shell PLC ADS Class A
RDS.A
+$21.3M
4
NBL
Noble Energy, Inc.
NBL
+$14.8M
5
HES
Hess
HES
+$12.4M

Sector Composition

Rank Sector Weight
1 Energy 12.76%
2 Materials 1.02%
3 Consumer Discretionary 0.47%
4 Real Estate 0.36%
5 Financials 0.18%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WFT
26
CALL
DELISTED
Weatherford International plc
WFT
$8.32M 0.43%
+1,500,000
New +$9.78M
ICON
27
PUT
DELISTED
Iconix Brand Group, Inc.
ICON
$7.87M 0.41%
116,370
+250
+0.2% +$19.5K
QEP
28
DELISTED
QEP RESOURCES, INC.
QEP
$7.78M 0.4%
441,362
-358,563
-45% -$6.19M
SPN
29
DELISTED
Superior Energy Services, Inc.
SPN
$7.76M 0.4%
42,179
+17,600
+72% +$2.88M
TSL
30
PUT
DELISTED
Trina Solar Limited
TSL
$7.66M 0.39%
+989,900
New +$8.5M
MPC icon
31
Marathon Petroleum
MPC
$89.9B
$7.44M 0.38%
+195,914
New +$7.2M
GPOR
32
DELISTED
Gulfport Energy Corp.
GPOR
$6.95M 0.36%
222,333
-75,634
-25% -$2.29M
CPE
33
DELISTED
Callon Petroleum Company
CPE
$6M 0.31%
+53,393
New +$5.72M
OIS icon
34
Oil States International
OIS
$466M
$5.68M 0.29%
+172,858
New +$5.6M
AMZN icon
35
Amazon
AMZN
$2.45T
$5.4M 0.28%
+151,000
New +$5.11M
S
36
PUT
DELISTED
Sprint Corporation
S
$5.28M 0.27%
+1,165,300
New +$4.31M
SFL icon
37
PUT
SFL Corp
SFL
$1.61B
$4.42M 0.23%
+300,000
New +$4.47M
GDXJ icon
38
VanEck Junior Gold Miners ETF
GDXJ
$6.94B
$4.36M 0.22%
+102,200
New +$3.69M
ANDV
39
DELISTED
Andeavor
ANDV
$4.17M 0.21%
+55,657
New +$4.42M
VXX
40
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$4.14M 0.21%
+18,750
New +$4.68M
AEM icon
41
Agnico Eagle Mines
AEM
$72.5B
$4.09M 0.21%
+76,400
New +$3.47M
MRO
42
DELISTED
Marathon Oil Corporation
MRO
$3.75M 0.19%
+250,000
New +$3.3M
WDC icon
43
PUT
Western Digital
WDC
$162B
$3.19M 0.16%
+89,303
New +$2.94M
XME icon
44
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
$3.05M 0.16%
125,000
-125,000
-50% -$2.81M
SFR
45
CALL
DELISTED
Starwood Waypoint Homes
SFR
$3.04M 0.16%
+100,000
New +$2.66M
CME icon
46
CME Group
CME
$95.5B
$2.92M 0.15%
30,000
– –
PTEN icon
47
Patterson-UTI
PTEN
$3.57B
$2.89M 0.15%
+135,353
New +$2.55M
FTR
48
PUT
DELISTED
Frontier Communications Corp.
FTR
$2.47M 0.13%
+33,333
New +$2.61M
GOGO icon
49
PUT
Gogo Inc
GOGO
$525M
$2.45M 0.13%
+292,100
New +$2.91M
ITB icon
50
iShares US Home Construction ETF
ITB
$2.32B
$2.21M 0.11%
+80,000
New +$2.17M
1
2
3 4 5

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Graham Capital Management's Q2 2016 Portfolio in Review

As of Q2 2016, Graham Capital Management held 143 positions worth $1.94B, up 108% from $933M the previous quarter. Its ten largest holdings account for 61% of the portfolio.

Graham Capital Management deployed $926M of net new capital in Q2 2016, opening 38 new positions and adding to 40 existing holdings. Its largest new stake was Southwestern Energy Company: 2,121,800 shares worth $26.7M.

By sector, the portfolio is most concentrated in Energy at 13% of assets, down from 22% a quarter earlier, followed by Materials and Consumer Discretionary.

On the sell side, the largest reduction was State Street Energy Select Sector SPDR ETF, an estimated $25M trimmed.

  • Graham Capital Management's largest Q2 2016 buy was Southwestern Energy Company: 2,121,800 shares worth $26.7M.
  • Graham Capital Management added most to Halliburton in Q2 2016, an estimated $29.1M increase.
  • Graham Capital Management's biggest Q2 2016 reduction was State Street Energy Select Sector SPDR ETF, cutting an estimated $25M.
  • Graham Capital Management fully exited ConocoPhillips in Q2 2016, selling an estimated $25.2M.
  • Graham Capital Management's ten largest holdings make up 61% of its $1.94B portfolio in Q2 2016.
  • Graham Capital Management opened 38 new positions and closed 37 in Q2 2016.
  • Graham Capital Management's portfolio value rose 108% quarter-over-quarter to $1.94B.

Based on Graham Capital Management's 13F filing for Q2 2016, filed 15 Aug 2016.