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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
(+108%)
Cap. Flow
+$926M
Cap. Flow
% of AUM
47.66%
Top 10 Holdings %
Top 10 Hldgs %
60.69%
Holding
143
New
38
Increased
40
Reduced
13
Closed
37
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Halliburton
HAL
|
+$29.1M |
| 2 |
SWN
Southwestern Energy Company
SWN
|
+$25.7M |
| 3 |
TotalEnergies
TTE
|
+$19M |
| 4 |
Canadian Natural Resources
CNQ
|
+$17.5M |
| 5 |
Devon Energy
DVN
|
+$16.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ConocoPhillips
COP
|
+$25.2M |
| 2 |
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 | |
|---|---|---|---|---|---|---|
|
SCTY
51
PUT
DELISTED
SolarCity Corporation
SCTY
| $2.02M | 0.1% |
84,200
| – | – |
|
|
WFT
52
DELISTED
Weatherford International plc
WFT
| $1.89M | 0.1% |
+339,620
| New | +$2.22M |
|
|
SDRL
53
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $1.77M | 0.09% |
2,040
-3,567
| -64% | -$3.39M |
|
54
PUT
Transocean
RIG
$5.62B
| $1.4M | 0.07% |
117,500
| – | – |
|
|
MRC
55
DELISTED
MRC Global
MRC
| $758K | 0.04% |
53,353
-376,736
| -88% | -$5.22M |
|
56
Baxter International
BAX
$13.8B
| $728K | 0.04% |
16,100
+5,600
| +53% | +$246K |
|
|
CIE
57
PUT
DELISTED
Cobalt International Energy, Inc
CIE
| $716K | 0.04% |
35,620
| – | – |
|
58
Ralph Lauren
RL
$23B
| $645K | 0.03% |
7,200
+3,700
| +106% | +$344K |
|
59
Waters Corp
WAT
$37.3B
| $619K | 0.03% |
4,400
+2,000
| +83% | +$271K |
|
60
CNA Financial
CNA
$14.4B
| $597K | 0.03% |
19,000
+9,400
| +98% | +$300K |
|
61
Stoneridge
SRI
$200M
| $530K | 0.03% |
35,501
+14,001
| +65% | +$211K |
|
|
TGI
62
DELISTED
Triumph Group
TGI
| $522K | 0.03% |
14,711
+600
| +4% | +$21.7K |
|
63
Enerpac Tool Group
EPAC
$1.86B
| $497K | 0.03% |
22,000
+12,500
| +132% | +$321K |
|
64
Artivion
AORT
$1.34B
| $496K | 0.03% |
42,003
+2,000
| +5% | +$23.6K |
|
|
PF
65
DELISTED
Pinnacle Foods, Inc.
PF
| $495K | 0.03% |
+10,700
| New | +$465K |
|
|
VSI
66
DELISTED
Vitamin Shoppe Inc.
VSI
| $492K | 0.03% |
16,100
+2,900
| +22% | +$85.9K |
|
67
Winnebago Industries
WGO
$863M
| $490K | 0.03% |
21,400
-3,800
| -15% | -$81.8K |
|
68
Leidos
LDOS
$14.1B
| $483K | 0.02% |
10,100
| – | – |
|
|
BOBE
69
DELISTED
Bob Evans Farms, Inc.
BOBE
| $479K | 0.02% |
12,626
+800
| +7% | +$35.9K |
|
|
CDK
70
DELISTED
CDK Global, Inc.
CDK
| $449K | 0.02% |
8,100
+3,100
| +62% | +$160K |
|
71
Oceaneering
OII
$4.74B
| $448K | 0.02% |
+15,000
| New | +$489K |
|
72
Digi International
DGII
$2.57B
| $447K | 0.02% |
41,700
-5,000
| -11% | -$51.6K |
|
|
SAVE
73
DELISTED
Spirit Airlines, Inc.
SAVE
| $422K | 0.02% |
9,400
+2,900
| +45% | +$129K |
|
|
GES
74
DELISTED
Guess Inc
GES
| $409K | 0.02% |
27,200
+2,400
| +10% | +$39.7K |
|
|
SSNI
75
DELISTED
Silver Spring Networks, Inc.
SSNI
| $393K | 0.02% |
32,373
+14,000
| +76% | +$185K |
|
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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.