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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
LVS icon
151
Las Vegas Sands
LVS
$32.3B
– –
-3,000
Closed -$242K
MRC
152
DELISTED
MRC Global
MRC
– –
-8,000
Closed -$216K
OVV icon
153
Ovintiv
OVV
$17B
– –
-50,000
Closed -$5.34M
QQQ icon
154
PUT
Invesco QQQ Trust
QQQ
$450B
– –
-500,000
Closed -$43.8M
RCI icon
155
Rogers Communications
RCI
$18.4B
– –
-50,000
Closed -$2.07M
SU icon
156
Suncor Energy
SU
$78.8B
– –
-975,842
Closed -$34.1M
TTE icon
157
TotalEnergies
TTE
$193B
– –
-191,009
Closed -$12.5M
VFC icon
158
VF Corp
VFC
$5.87B
– –
-3,929
Closed -$229K
ORAN
159
DELISTED
Orange
ORAN
– –
-127,321
Closed -$1.87M
PDCE
160
DELISTED
PDC Energy, Inc.
PDCE
– –
-159,868
Closed -$9.95M
WFT
161
DELISTED
Weatherford International plc
WFT
– –
-526,763
Closed -$9.14M
RSPP
162
DELISTED
RSP Permian, Inc.
RSPP
– –
-44,528
Closed -$1.29M
CPN
163
DELISTED
Calpine Corporation
CPN
– –
-90,000
Closed -$1.88M
CIE
164
DELISTED
Cobalt International Energy, Inc
CIE
– –
-31,157
Closed -$8.5M
LINE
165
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
– –
-300,000
Closed -$8.5M
DTV
166
DELISTED
DIRECTV COM STK (DE)
DTV
– –
-2,700
Closed -$206K
ESV
167
DELISTED
Ensco Rowan plc
ESV
– –
-6,335
Closed -$1.34M
WLL
168
DELISTED
Whiting Petroleum Corporation
WLL
– –
-511
Closed -$10.6M
SCTY
169
PUT
DELISTED
SolarCity Corporation
SCTY
– –
-250,000
Closed -$15.7M
3 4 5 6
7

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ZP
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SHCM
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AP
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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.