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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
(+82%)
Cap. Flow
+$1.26B
Cap. Flow
% of AUM
38.06%
Top 10 Holdings %
Top 10 Hldgs %
53.78%
Holding
186
New
76
Increased
33
Reduced
25
Closed
33
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$63.8M |
| 2 |
Citigroup
C
|
+$41.6M |
| 3 |
YHOO
Yahoo Inc
YHOO
|
+$36.4M |
| 4 |
UPL
Ultra Petroleum Corp. Common Stock
UPL
|
+$22.1M |
| 5 |
Huntsman Corp
HUN
|
+$17.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$75.4M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$37.1M |
| 3 |
Suncor Energy
SU
|
+$34.1M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$25.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
MDR
51
PUT
DELISTED
McDermott International
MDR
| $11.7M | 0.35% |
+483,333
| New | +$10.6M |
|
52
Freeport-McMoran
FCX
$90.7B
| $11.6M | 0.35% |
317,066
-334,303
| -51% | -$11.4M |
|
|
PDS
53
Precision Drilling
PDS
$1.01B
| $11.4M | 0.34% |
40,350
-7,685
| -16% | -$1.98M |
|
|
RICE
54
DELISTED
Rice Energy Inc.
RICE
| $11.4M | 0.34% |
+375,000
| New | +$11.4M |
|
|
ANV
55
PUT
DELISTED
Allied Nevada Gold Corp
ANV
| $11.4M | 0.34% |
3,036,800
+2,169,800
| +250% | +$7.53M |
|
|
NFX
56
PUT
DELISTED
Newfield Exploration
NFX
| $11.1M | 0.33% |
+250,000
| New | +$8.97M |
|
57
CALL
VanEck Gold Miners ETF
GDX
$22.9B
| $10.8M | 0.33% |
409,400
+114,700
| +39% | +$2.75M |
|
|
58
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $10.3M | 0.31% |
+86,500
| New | +$9.82M |
|
59
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
| $10.2M | 0.31% |
39,000
+9,000
| +30% | +$2.25M |
|
|
QIHU
60
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $10.1M | 0.3% |
+110,000
| New | +$9.7M |
|
|
JKS
61
PUT
JinkoSolar
JKS
$783M
| $9.73M | 0.29% |
+322,500
| New | +$8.81M |
|
|
KOG
62
DELISTED
KODIAK OIL & GAS CORP
KOG
| $9.71M | 0.29% |
667,700
+431,000
| +182% | +$5.6M |
|
63
PUT
Canadian Solar
CSIQ
$1.02B
| $9.44M | 0.28% |
302,100
| – | – |
|
|
PE
64
DELISTED
PARSLEY ENERGY INC
PE
| $9.38M | 0.28% |
+389,800
| New | +$9.29M |
|
65
Diamondback Energy
FANG
$56.6B
| $9.2M | 0.28% |
103,592
-13,740
| -12% | -$1.05M |
|
66
JPMorgan Chase
JPM
$937B
| $7.81M | 0.24% |
+135,600
| New | +$7.62M |
|
|
SGY
67
DELISTED
Stone Energy
SGY
| $7.79M | 0.23% |
+2,930
| New | +$7.39M |
|
|
CZR
68
PUT
DELISTED
Caesars Entertainment Corporation
CZR
| $7.23M | 0.22% |
+400,000
| New | +$7.39M |
|
|
QEP
69
DELISTED
QEP RESOURCES, INC.
QEP
| $6.91M | 0.21% |
200,300
+100,300
| +100% | +$3.17M |
|
|
TSL
70
PUT
DELISTED
Trina Solar Limited
TSL
| $6.89M | 0.21% |
+537,100
| New | +$6.53M |
|
71
PUT
Coeur Mining
CDE
$15.5B
| $6.88M | 0.21% |
+750,000
| New | +$6.17M |
|
|
WLT
72
PUT
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
| $6.81M | 0.21% |
1,250,000
+750,000
| +150% | +$4.76M |
|
|
CRZO
73
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $6.72M | 0.2% |
+97,001
| New | +$5.62M |
|
|
GPOR
74
DELISTED
Gulfport Energy Corp.
GPOR
| $6.66M | 0.2% |
106,099
-134,636
| -56% | -$9.03M |
|
75
CNX Resources
CNX
$4.87B
| $6.52M | 0.2% |
169,715
+55,715
| +49% | +$2.04M |
|
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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.