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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
RDS.A
101
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-439,840
Closed -$21.3M
NBL
102
DELISTED
Noble Energy, Inc.
NBL
– –
-472,093
Closed -$14.8M
AKS
103
PUT
DELISTED
AK Steel Holding Corp
AKS
– –
-852,900
Closed -$3.52M
APC
104
DELISTED
Anadarko Petroleum
APC
– –
-165,000
Closed -$7.68M
NFX
105
DELISTED
Newfield Exploration
NFX
– –
-95,701
Closed -$3.18M
RICE
106
DELISTED
Rice Energy Inc.
RICE
– –
-583,258
Closed -$8.14M
KCG
107
PUT
DELISTED
KCG Holdings, Inc.
KCG
– –
-452,800
Closed -$5.41M
CIE
108
DELISTED
Cobalt International Energy, Inc
CIE
– –
-19,291
Closed -$742K
LINE
109
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
– –
-385,700
Closed -$138K
SUNE
110
PUT
DELISTED
SUNEDISON, INC COM
SUNE
– –
-2,400,000
Closed -$1.3M
WLL
111
PUT
DELISTED
Whiting Petroleum Corporation
WLL
– –
-1,706
Closed -$4.08M
KKD
112
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
– –
-30,803
Closed -$480K
DO
113
DELISTED
Diamond Offshore Drilling
DO
– –
-439,414
Closed -$9.55M
CAS
114
PUT
DELISTED
A M Castle & Co
CAS
– –
-43,100
Closed -$116K
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.