We are live on
!
Find out more
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
(+70%)
Cap. Flow
+$365M
Cap. Flow
% of AUM
39.07%
Top 10 Holdings %
Top 10 Hldgs %
40.66%
Holding
122
New
73
Increased
12
Reduced
8
Closed
17
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$64.8M |
| 2 |
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 |
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 | |
|---|---|---|---|---|---|---|
|
1
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $69.2M | 7.42% |
+2,235,466
| New | +$64.8M |
|
2
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $56.3M | 6.03% |
+2,847,865
| New | +$54.2M |
|
|
JKS
3
PUT
JinkoSolar
JKS
$775M
| $39.6M | 4.25% |
1,895,100
+898,900
| +90% | +$19.3M |
|
|
JOYY
4
PUT
JOYY Inc
JOYY
$3.73B
| $30.4M | 3.26% |
+493,100
| New | +$27.8M |
|
5
iShares MSCI South Korea ETF
EWY
$21.7B
| $26.6M | 2.85% |
503,100
+105,423
| +27% | +$5.1M |
|
|
6
ConocoPhillips
COP
$147B
| $25.2M | 2.7% |
+624,672
| New | +$23.8M |
|
|
RDS.A
7
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $21.3M | 2.28% |
+439,840
| New | +$19.7M |
|
|
PE
8
DELISTED
PARSLEY ENERGY INC
PE
| $17M | 1.83% |
+754,397
| New | +$14M |
|
|
NBL
9
DELISTED
Noble Energy, Inc.
NBL
| $14.8M | 1.59% |
+472,093
| New | +$14.4M |
|
10
PUT
Tesla
TSLA
$1.24T
| $14.6M | 1.56% |
+952,500
| New | +$12.5M |
|
|
LKM
11
PUT
DELISTED
Link Motion Inc.
LKM
| $12.5M | 1.34% |
2,720,900
+588,000
| +28% | +$2.19M |
|
|
HES
12
DELISTED
Hess
HES
| $12.4M | 1.33% |
+235,000
| New | +$10.4M |
|
13
TechnipFMC
FTI
$30.6B
| $12.1M | 1.3% |
+594,953
| New | +$11.2M |
|
14
CALL
SPDR Gold Trust
GLD
$131B
| $11.8M | 1.26% |
+100,000
| New | +$11.3M |
|
|
QEP
15
DELISTED
QEP RESOURCES, INC.
QEP
| $11.3M | 1.21% |
+799,925
| New | +$9.26M |
|
16
Occidental Petroleum
OXY
$57B
| $10.3M | 1.11% |
+151,116
| New | +$10.1M |
|
17
CALL
APA Corp
APA
$12.8B
| $9.76M | 1.05% |
+200,000
| New | +$8.31M |
|
|
DO
18
DELISTED
Diamond Offshore Drilling
DO
| $9.55M | 1.02% |
+439,414
| New | +$8.66M |
|
|
ICON
19
PUT
DELISTED
Iconix Brand Group, Inc.
ICON
| $9.35M | 1% |
+116,120
| New | +$8.41M |
|
|
EGN
20
DELISTED
Energen
EGN
| $9.29M | 1% |
+253,821
| New | +$7.86M |
|
|
XEC
21
DELISTED
CIMAREX ENERGY CO
XEC
| $8.9M | 0.95% |
+91,476
| New | +$8.04M |
|
|
GPOR
22
DELISTED
Gulfport Energy Corp.
GPOR
| $8.44M | 0.91% |
+297,967
| New | +$7.87M |
|
|
RICE
23
DELISTED
Rice Energy Inc.
RICE
| $8.14M | 0.87% |
+583,258
| New | +$6.07M |
|
|
APC
24
DELISTED
Anadarko Petroleum
APC
| $7.68M | 0.82% |
+165,000
| New | +$6.7M |
|
|
RSPP
25
DELISTED
RSP Permian, Inc.
RSPP
| $7.3M | 0.78% |
+251,559
| New | +$5.91M |
|
Similar funds
SP
BOK
ZP
SHCM
AP
CG
BT
BHC
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.