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
+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
AXLL
76
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$6.38M 0.19%
+135,000
New +$6.24M
HAL icon
77
PUT
Halliburton
HAL
$26.9B
$6.21M 0.19%
+87,500
New +$5.61M
MRO
78
CALL
DELISTED
Marathon Oil Corporation
MRO
$5.99M 0.18%
+150,000
New +$5.53M
C icon
79
PUT
Citigroup
C
$222B
$5.89M 0.18%
+125,000
New +$5.95M
MCP
80
PUT
DELISTED
MOLYCORP INC COM STK
MCP
$5.58M 0.17%
+2,171,500
New +$7.85M
EJ
81
PUT
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$5.19M 0.16%
+646,200
New +$5.68M
BBBY
82
DELISTED
Bed Bath & Beyond Inc
BBBY
$4.88M 0.15%
+85,100
New +$5.31M
GDX icon
83
VanEck Gold Miners ETF
GDX
$22.7B
$4.48M 0.13%
169,361
-56,831
-25% -$1.36M
ROSE
84
DELISTED
ROSETTA RESOURCES INC
ROSE
$4.14M 0.12%
+75,410
New +$3.67M
JCP
85
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
$3.98M 0.12%
+440,000
New +$3.79M
WNR
86
DELISTED
Western Refining Inc
WNR
$3.57M 0.11%
+95,000
New +$3.83M
IAG icon
87
PUT
IAMGOLD
IAG
$8.2B
$3.3M 0.1%
800,000
– –
WW
88
PUT
DELISTED
WW International
WW
$3.03M 0.09%
150,000
– –
DVN icon
89
Devon Energy
DVN
$52.1B
$2.87M 0.09%
+36,144
New +$2.63M
SLCA
90
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$2.69M 0.08%
+48,500
New +$2.28M
GILD icon
91
CALL
Gilead Sciences
GILD
$162B
$2.49M 0.07%
+30,000
New +$2.34M
REXX
92
DELISTED
Rex Energy Corporation
REXX
$2.49M 0.07%
+14,042
New +$2.73M
RDC
93
DELISTED
Rowan Companies Plc
RDC
$2.4M 0.07%
75,300
-13,243
-15% -$415K
TAN icon
94
Invesco Solar ETF
TAN
$1.42B
$2.36M 0.07%
+53,000
New +$2.19M
XLF icon
95
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$2.35M 0.07%
117,870
-565,618
-83% -$11M
NRG icon
96
NRG Energy
NRG
$28.3B
$2.25M 0.07%
+60,386
New +$2.08M
CME icon
97
CME Group
CME
$96.3B
$2.14M 0.06%
30,200
-200
-0.7% -$14.1K
SCTY
98
DELISTED
SolarCity Corporation
SCTY
$2.05M 0.06%
+29,000
New +$1.63M
OPK icon
99
PUT
Opko Health
OPK
$985M
$1.77M 0.05%
+200,000
New +$1.75M
XLE icon
100
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$1.69M 0.05%
33,720
-545,834
-94% -$25.8M
2 3
4
5 6

Similar funds

SP
Stockbridge Partners Boston, Massachusetts $4.14B AUM 16.9% 1-Year Est. Return
BOK
Bank of Korea Seoul, South Korea $4.13B AUM
ZP
Zimmer Partners New York $4.15B AUM 14.2% 1-Year Est. Return
SHCM
Sachem Head Capital Management New York $4.15B AUM 48.05% 1-Year Est. Return
AP
Altarock Partners West Palm Beach, Florida $4.13B AUM 0.04% 1-Year Est. Return
BHC
Bowen Hanes & Co Ponte Vedra Beach, Florida $4.11B AUM 41.61% 1-Year Est. Return
BG
Bellevue Group Kuesnacht, Switzerland $4.2B AUM 54.85% 1-Year Est. Return
MGP
Metis Global Partners San Diego, California $4.07B AUM 30.82% 1-Year Est. Return

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.