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GCM

Graham Capital Management Portfolio holdings

AUM $5.5B
1-Year Est. Return 26.66%
This Fund
S&P 500
This Quarter Est. Return
+10.58%
1 Year Est. Return
+26.66%
3 Year Est. Return
+60.37%
5 Year Est. Return
+53.44%
10 Year Est. Return
+161.9%
AUM
$1.94B
AUM Growth
+$1.01B
Cap. Flow
+$98.5M
Cap. Flow %
5.07%
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 Miscellaneous 83.53%
2 Energy 14.08%
3 Materials 1.02%
4 Consumer Discretionary 0.49%
5 Real Estate 0.36%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GLD icon
1
CALL
SPDR Gold Trust
GLD
$148B
$506M 26.06%
4,000,000
+3,900,000
+3,900% +$469M
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$345M 17.76%
+3,000,000
New +$338M
XLE icon
3
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$50.4M 2.6%
1,478,560
-756,906
-34% -$25M
SPY icon
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$41.9M 2.16%
+200,000
New +$41.5M
JKS
5
PUT
JinkoSolar
JKS
$651M
$39M 2.01%
1,912,100
+17,000
+0.9% +$359K
HAL icon
6
Halliburton
HAL
$30.7B
$38.8M 2%
857,403
+707,403
+472% +$29.1M
EWY icon
7
iShares MSCI South Korea ETF
EWY
$29B
$36.2M 1.86%
694,800
+191,700
+38% +$9.84M
EEM icon
8
PUT
iShares MSCI Emerging Markets ETF
EEM
$32B
$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
CNQ icon
10
Canadian Natural Resources
CNQ
$105B
$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
XLP icon
12
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
$22.1M 1.14%
+400,000
New +$21.3M
TTE icon
13
TotalEnergies
TTE
$199B
$19M 0.98%
+396,018
New +$19M
CLR
14
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$17.9M 0.92%
+395,225
New +$15.5M
DVN icon
15
Devon Energy
DVN
$53.2B
$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
TSLA icon
17
PUT
Tesla
TSLA
$1.45T
$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
GDX icon
19
VanEck Gold Miners ETF
GDX
$29.9B
$13.6M 0.7%
492,100
+248,000
+102% +$5.95M
OIH icon
20
VanEck Oil Services ETF
OIH
$2.1B
$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
EWW icon
24
iShares MSCI Mexico ETF
EWW
$1.8B
$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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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 $98.5M 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 Miscellaneous at 84% of assets, up from 74% a quarter earlier, followed by Energy and Materials.

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.