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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
CDK
76
DELISTED
CDK Global, Inc.
CDK
$233K 0.03%
+5,000
New +$223K
SVU
77
DELISTED
SUPERVALU Inc.
SVU
$230K 0.02%
+5,700
New +$203K
IVC
78
DELISTED
Invacare Corporation
IVC
$202K 0.02%
+15,349
New +$218K
LINE
79
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$138K 0.01%
385,700
-528,700
-58% -$437K
CAS
80
PUT
DELISTED
A M Castle & Co
CAS
$116K 0.01%
43,100
-407,700
-90% -$853K
CLNE icon
81
PUT
Clean Energy Fuels
CLNE
$414M
– –
-571,700
Closed -$2.06M
CNX icon
82
PUT
CNX Resources
CNX
$5.28B
– –
-84,000
Closed -$553K
EEM icon
83
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.7B
– –
-400,000
Closed -$12.9M
IWM icon
84
PUT
iShares Russell 2000 ETF
IWM
$83B
– –
-175,000
Closed -$19.7M
JPM icon
85
JPMorgan Chase
JPM
$951B
– –
-120,000
Closed -$7.92M
GPOR
86
PUT
DELISTED
Gulfport Energy Corp.
GPOR
– –
-245,000
Closed -$6.02M
CHK
87
PUT
DELISTED
Chesapeake Energy Corporation
CHK
– –
-1,641
Closed -$1.48M
MDR
88
PUT
DELISTED
McDermott International
MDR
– –
-275,333
Closed -$2.77M
STI
89
DELISTED
SunTrust Banks, Inc.
STI
– –
-230,000
Closed -$9.85M
ZINC
90
PUT
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
– –
-671,800
Closed -$1.38M
PVA
91
PUT
DELISTED
PENN VIRGINIA CORP
PVA
– –
-550,000
Closed -$165K
VXX
92
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-31,250
Closed -$10.1M
1 2 3
4

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ZP
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SHCM
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AP
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BHC
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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.