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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
SUNE
51
PUT
DELISTED
SUNEDISON, INC COM
SUNE
$1.3M 0.14%
2,400,000
+2,300,000
+2,300% +$5.3M
RIG icon
52
PUT
Transocean
RIG
$5.81B
$1.07M 0.12%
117,500
+30,000
+34% +$298K
CIE
53
DELISTED
Cobalt International Energy, Inc
CIE
$859K 0.09%
+19,291
New +$919K
WGO icon
54
Winnebago Industries
WGO
$897M
$566K 0.06%
+25,200
New +$476K
BOBE
55
DELISTED
Bob Evans Farms, Inc.
BOBE
$552K 0.06%
+11,826
New +$499K
PRKS icon
56
United Parks & Resorts
PRKS
$2.2B
$516K 0.06%
+24,500
New +$458K
LDOS icon
57
Leidos
LDOS
$16.2B
$508K 0.05%
+10,100
New +$482K
NUVA
58
DELISTED
NuVasive, Inc.
NUVA
$487K 0.05%
+10,000
New +$454K
KKD
59
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$480K 0.05%
+30,803
New +$447K
GES
60
DELISTED
Guess Inc
GES
$465K 0.05%
+24,800
New +$477K
VC icon
61
Visteon
VC
$2.79B
$446K 0.05%
+5,600
New +$441K
TGI
62
DELISTED
Triumph Group
TGI
$444K 0.05%
+14,111
New +$429K
DGII icon
63
Digi International
DGII
$2.78B
$440K 0.05%
+46,700
New +$426K
BAX icon
64
Baxter International
BAX
$14.3B
$431K 0.05%
+10,500
New +$400K
AORT icon
65
Artivion
AORT
$1.31B
$430K 0.05%
+40,003
New +$407K
VSI
66
DELISTED
Vitamin Shoppe Inc.
VSI
$409K 0.04%
+13,200
New +$397K
COTY icon
67
Coty
COTY
$2.56B
$381K 0.04%
+13,700
New +$359K
RL icon
68
Ralph Lauren
RL
$22.7B
$337K 0.04%
+3,500
New +$343K
WAT icon
69
Waters Corp
WAT
$39.1B
$317K 0.03%
+2,400
New +$299K
DAN icon
70
Dana Inc
DAN
$2.98B
$316K 0.03%
+22,400
New +$280K
SRI icon
71
Stoneridge
SRI
$212M
$313K 0.03%
+21,500
New +$270K
SAVE
72
DELISTED
Spirit Airlines, Inc.
SAVE
$312K 0.03%
+6,500
New +$291K
CNA icon
73
CNA Financial
CNA
$14.3B
$309K 0.03%
+9,600
New +$303K
SSNI
74
DELISTED
Silver Spring Networks, Inc.
SSNI
$271K 0.03%
+18,373
New +$229K
EPAC icon
75
Enerpac Tool Group
EPAC
$1.91B
$235K 0.03%
+9,500
New +$219K
1 2
3
4

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SP
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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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BG
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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.