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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 | |
|---|---|---|---|---|---|---|
1
CALL
SPDR Gold Trust
GLD
$131B
| $506M | 26.06% |
4,000,000
+3,900,000
| +3,900% | +$469M |
|
2
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $345M | 17.76% |
+3,000,000
| New | +$338M |
|
|
3
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $50.4M | 2.6% |
1,478,560
-756,906
| -34% | -$25M |
|
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $41.9M | 2.16% |
+200,000
| New | +$41.5M |
|
|
JKS
5
PUT
JinkoSolar
JKS
$775M
| $39M | 2.01% |
1,912,100
+17,000
| +0.9% | +$359K |
|
|
6
Halliburton
HAL
$27.9B
| $38.8M | 2% |
857,403
+707,403
| +472% | +$29.1M |
|
7
iShares MSCI South Korea ETF
EWY
$21.7B
| $36.2M | 1.86% |
694,800
+191,700
| +38% | +$9.84M |
|
8
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $34.4M | 1.77% |
+1,000,000
| New | +$33.6M |
|
|
SWN
9
DELISTED
Southwestern Energy Company
SWN
| $26.7M | 1.37% |
+2,121,800
| New | +$25.7M |
|
|
10
Canadian Natural Resources
CNQ
$96.9B
| $26.3M | 1.35% |
1,741,938
+1,241,106
| +248% | +$17.5M |
|
|
PE
11
DELISTED
PARSLEY ENERGY INC
PE
| $25.5M | 1.31% |
941,394
+186,997
| +25% | +$4.64M |
|
12
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $22.1M | 1.14% |
+400,000
| New | +$21.3M |
|
|
13
TotalEnergies
TTE
$193B
| $19M | 0.98% |
+396,018
| New | +$19M |
|
|
CLR
14
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $17.9M | 0.92% |
+395,225
| New | +$15.5M |
|
|
15
Devon Energy
DVN
$51.9B
| $17.7M | 0.91% |
+488,823
| New | +$16.6M |
|
|
EGN
16
DELISTED
Energen
EGN
| $17.2M | 0.89% |
357,475
+103,654
| +41% | +$4.51M |
|
17
PUT
Tesla
TSLA
$1.24T
| $15.6M | 0.8% |
1,102,500
+150,000
| +16% | +$2.27M |
|
|
SLCA
18
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $15.4M | 0.79% |
446,105
+261,105
| +141% | +$7.23M |
|
19
VanEck Gold Miners ETF
GDX
$23B
| $13.6M | 0.7% |
492,100
+248,000
| +102% | +$5.95M |
|
20
VanEck Oil Services ETF
OIH
$2.06B
| $13M | 0.67% |
+22,286
| New | +$12.5M |
|
|
ESV
21
DELISTED
Ensco Rowan plc
ESV
| $12.6M | 0.65% |
+324,352
| New | +$13.5M |
|
|
RSPP
22
DELISTED
RSP Permian, Inc.
RSPP
| $12.1M | 0.62% |
346,400
+94,841
| +38% | +$3.06M |
|
|
XEC
23
DELISTED
CIMAREX ENERGY CO
XEC
| $11.1M | 0.57% |
92,700
+1,224
| +1% | +$137K |
|
24
iShares MSCI Mexico ETF
EWW
$1.89B
| $10.3M | 0.53% |
203,700
+105,900
| +108% | +$5.39M |
|
|
LKM
25
PUT
DELISTED
Link Motion Inc.
LKM
| $10.1M | 0.52% |
2,720,900
| – | – |
|
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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.