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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 | |
|---|---|---|---|---|---|---|
|
HOS
101
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $1.66M | 0.05% |
+35,418
| New | +$1.5M |
|
|
KWK
102
DELISTED
QUICKSILVER RESOURCES INC
KWK
| $1.65M | 0.05% |
618,551
-340,000
| -35% | -$924K |
|
103
NextEra Energy
NEE
$181B
| $1.56M | 0.05% |
60,800
+19,600
| +48% | +$477K |
|
|
PPL
104
PPL Corp
PPL
$26.5B
| $1.44M | 0.04% |
+43,483
| New | +$1.37M |
|
|
SFUN
105
PUT
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $1.4M | 0.04% |
2,850
| – | – |
|
|
ACI
106
PUT
DELISTED
ARCH COAL, INC.
ACI
| $1.28M | 0.04% |
35,000
| – | – |
|
107
Edison International
EIX
$28.2B
| $1.19M | 0.04% |
+20,400
| New | +$1.14M |
|
108
Mastercard
MA
$502B
| $1.04M | 0.03% |
+14,200
| New | +$1.05M |
|
109
VanEck Agribusiness ETF
MOO
$972M
| $1.01M | 0.03% |
+18,290
| New | +$998K |
|
|
ACI
110
DELISTED
ARCH COAL, INC.
ACI
| $997K | 0.03% |
27,310
-6,000
| -18% | -$249K |
|
|
ONIT
111
Onity Group
ONIT
$309M
| $985K | 0.03% |
+1,770
| New | +$963K |
|
112
Televisa
TV
$1.48B
| $662K | 0.02% |
+19,300
| New | +$648K |
|
113
HDFC Bank
HDB
$123B
| $609K | 0.02% |
+52,000
| New | +$571K |
|
114
Ambev
ABEV
$48.1B
| $605K | 0.02% |
+86,000
| New | +$633K |
|
115
Petrobras
PBR
$125B
| $585K | 0.02% |
40,000
+15,000
| +60% | +$219K |
|
116
United Parcel Service
UPS
$88.6B
| $579K | 0.02% |
5,640
+2,620
| +87% | +$263K |
|
117
American International
AIG
$41.7B
| $573K | 0.02% |
10,500
+3,900
| +59% | +$206K |
|
118
Diageo
DEO
$49B
| $547K | 0.02% |
+4,300
| New | +$542K |
|
119
Berkshire Hathaway Class B
BRK.B
$1.1T
| $544K | 0.02% |
4,300
+2,600
| +153% | +$329K |
|
|
PTR
120
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $540K | 0.02% |
+4,300
| New | +$506K |
|
121
Costco
COST
$422B
| $518K | 0.02% |
+4,500
| New | +$516K |
|
122
Cemex
CX
$17.1B
| $413K | 0.01% |
+35,096
| New | +$399K |
|
|
123
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $411K | 0.01% |
2,100
-396,468
| -99% | -$75.4M |
|
124
Banco de Chile
BCH
$20.9B
| $401K | 0.01% |
+16,836
| New | +$396K |
|
125
Baidu
BIDU
$37.7B
| $383K | 0.01% |
+2,050
| New | +$335K |
|
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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.