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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
+8.97%
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
$3.32B
AUM Growth
+$1.49B
Cap. Flow
+$1.26B
Cap. Flow %
38.06%
Top 10 Hldgs %
53.78%
Holding
186
New
76
Increased
33
Reduced
25
Closed
33

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$63.8M
2
C icon
Citigroup
C
+$41.6M
3
YHOO
Yahoo Inc
YHOO
+$36.4M
4
UPL
Ultra Petroleum Corp. Common Stock
UPL
+$22.1M
5
HUN icon
Huntsman Corp
HUN
+$17.4M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$75.4M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$37.1M
3
SU icon
Suncor Energy
SU
+$34.1M
4
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$25.8M
5
APA icon
APA Corp
APA
+$25.3M

Sector Composition

Rank Sector Weight
1 Energy 14.66%
2 Financials 3.36%
3 Materials 2.92%
4 Communication Services 1.42%
5 Consumer Discretionary 1.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JOYY
26
PUT
JOYY Inc
JOYY
$3.73B
$22.9M 0.69%
302,700
+240,000
+383% +$15.6M
GM icon
27
CALL
General Motors
GM
$80.9B
$22.7M 0.68%
+625,900
New +$21.8M
HAL icon
28
CALL
Halliburton
HAL
$26.1B
$21.3M 0.64%
+300,000
New +$19.2M
EOG icon
29
EOG Resources
EOG
$77.7B
$20.8M 0.63%
178,345
-191,789
-52% -$20.2M
EWW icon
30
iShares MSCI Mexico ETF
EWW
$1.89B
$19.5M 0.59%
287,056
+8,598
+3% +$567K
SLB icon
31
SLB Ltd
SLB
$72.7B
$19.2M 0.58%
+162,600
New +$16.8M
HUN icon
32
Huntsman Corp
HUN
$2.1B
$18.7M 0.56%
+665,533
New +$17.4M
EWY icon
33
iShares MSCI South Korea ETF
EWY
$20.1B
$18.2M 0.55%
280,519
-187,302
-40% -$12M
AU icon
34
PUT
AngloGold Ashanti
AU
$39.4B
$17.4M 0.52%
1,011,000
-109,000
-10% -$1.86M
SINA
35
PUT
DELISTED
Sina Corp
SINA
$17.1M 0.52%
343,900
+173,900
+102% +$8.53M
CHRD icon
36
Chord Energy
CHRD
$7.68B
$16.5M 0.5%
+295,095
New +$14.3M
ATW
37
DELISTED
Atwood Oceanics
ATW
$16.2M 0.49%
+308,231
New +$15.2M
EWH icon
38
iShares MSCI Hong Kong ETF
EWH
$1.23B
$16M 0.48%
766,141
+458,408
+149% +$9.54M
CLR
39
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$15.8M 0.48%
+200,000
New +$13.9M
PVA
40
DELISTED
PENN VIRGINIA CORP
PVA
$15.6M 0.47%
920,719
+652,519
+243% +$10.4M
YHOO
41
CALL
DELISTED
Yahoo Inc
YHOO
$15.2M 0.46%
+431,300
New +$15.1M
EOG icon
42
PUT
EOG Resources
EOG
$77.7B
$14.6M 0.44%
+125,000
New +$13.1M
CXO
43
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
$14.4M 0.43%
+100,000
New +$13.3M
XEC
44
PUT
DELISTED
CIMAREX ENERGY CO
XEC
$14.3M 0.43%
+100,000
New +$12.7M
B
45
Barrick Mining
B
$60.9B
$14.1M 0.42%
770,300
+314,441
+69% +$5.45M
ATHL
46
DELISTED
ATHLON ENERGY INC COM
ATHL
$13M 0.39%
272,080
+66,974
+33% +$2.81M
C icon
47
CALL
Citigroup
C
$213B
$13M 0.39%
+275,100
New +$13.1M
LKM
48
PUT
DELISTED
Link Motion Inc.
LKM
$12.5M 0.38%
+2,033,900
New +$21.3M
CIE
49
PUT
DELISTED
Cobalt International Energy, Inc
CIE
$11.9M 0.36%
43,333
-3,334
-7% -$909K
NOG icon
50
Northern Oil and Gas
NOG
$2.29B
$11.8M 0.36%
72,563
-39,818
-35% -$6.07M
1
2
3 4 5

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BOK
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ZP
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SHCM
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AP
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BT
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BHC
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HIP
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Graham Capital Management's Q2 2014 Portfolio in Review

As of Q2 2014, Graham Capital Management held 186 positions worth $3.32B, up 82% from $1.83B the previous quarter. Its ten largest holdings account for 54% of the portfolio.

Graham Capital Management deployed $1.26B of net new capital in Q2 2014, opening 76 new positions and adding to 33 existing holdings. Its largest new stake was iShares Russell 2000 ETF: 562,000 shares worth $66.8M.

By sector, the portfolio is most concentrated in Energy at 15% of assets, down from 27% a quarter earlier, followed by Financials and Materials.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $75.4M trimmed.

  • Graham Capital Management's largest Q2 2014 buy was iShares Russell 2000 ETF: 562,000 shares worth $66.8M.
  • Graham Capital Management added most to Citigroup in Q2 2014, an estimated $41.6M increase.
  • Graham Capital Management's biggest Q2 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $75.4M.
  • Graham Capital Management fully exited iShares MSCI Emerging Markets ETF in Q2 2014, selling an estimated $37.1M.
  • Graham Capital Management's ten largest holdings make up 54% of its $3.32B portfolio in Q2 2014.
  • Graham Capital Management opened 76 new positions and closed 33 in Q2 2014.
  • Graham Capital Management's portfolio value rose 82% quarter-over-quarter to $3.32B.

Based on Graham Capital Management's 13F filing for Q2 2014, filed 13 Aug 2014.