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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
-4.83%
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
$1.52B
AUM Growth
–
Cap. Flow
+$1.61B
Cap. Flow
% of AUM
105.83%
Top 10 Holdings %
Top 10 Hldgs %
65.93%
Holding
77
New
77
Increased
–
Reduced
–
Closed
–
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
MRO
Marathon Oil Corporation
MRO
|
+$59.5M |
| 2 |
RDS.A
Royal Dutch Shell PLC ADS Class A
RDS.A
|
+$58.6M |
| 3 |
Freeport-McMoran
FCX
|
+$48.7M |
| 4 |
APC
Anadarko Petroleum
APC
|
+$47.6M |
| 5 |
VanEck Gold Miners ETF
GDX
|
+$44.4M |
Top Sells
No sells this quarter
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 18.45% |
| 2 | Materials | 3.93% |
| 3 | Financials | 1.7% |
| 4 | Technology | 1.68% |
| 5 | Industrials | 1.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
SPDR Gold Trust
GLD
$131B
| $346M | 22.76% |
+2,900,000
| New | +$397M |
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $240M | 15.81% |
+1,500,000
| New | +$242M |
|
|
MRO
3
DELISTED
Marathon Oil Corporation
MRO
| $60.9M | 4.01% |
+1,760,084
| New | +$59.5M |
|
4
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
| $56.8M | 3.74% |
+625,000
| New | +$58.7M |
|
|
RDS.A
5
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $56.5M | 3.72% |
+885,586
| New | +$58.6M |
|
|
APC
6
DELISTED
Anadarko Petroleum
APC
| $47.5M | 3.13% |
+553,040
| New | +$47.6M |
|
7
CALL
APA Corp
APA
$12.8B
| $44.2M | 2.91% |
+527,000
| New | +$41.9M |
|
|
8
Freeport-McMoran
FCX
$90B
| $44M | 2.9% |
+1,594,213
| New | +$48.7M |
|
9
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $39.4M | 2.59% |
+1,004,428
| New | +$39.8M |
|
|
10
VanEck Gold Miners ETF
GDX
$23B
| $37.1M | 2.44% |
+1,518,675
| New | +$44.4M |
|
11
TotalEnergies
TTE
$193B
| $36.5M | 2.4% |
+748,905
| New | +$37M |
|
12
Apple
AAPL
$4.89T
| $25.5M | 1.68% |
+1,800,652
| New | +$27.7M |
|
|
13
PUT
SPDR Gold Trust
GLD
$131B
| $23.8M | 1.57% |
+200,000
| New | +$27.4M |
|
14
Invesco Senior Loan ETF
BKLN
$7.1B
| $20.7M | 1.36% |
+835,000
| New | +$20.9M |
|
|
15
APA Corp
APA
$12.8B
| $20.1M | 1.32% |
+239,490
| New | +$19M |
|
|
LCC
16
DELISTED
US AIRWAYS GROUP INC.
LCC
| $17.7M | 1.17% |
+1,079,218
| New | +$18.3M |
|
17
PUT
iShares MSCI Brazil ETF
EWZ
$9.05B
| $17.5M | 1.16% |
+400,000
| New | +$20.8M |
|
|
EXXI
18
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $16.4M | 1.08% |
+740,960
| New | +$18.2M |
|
19
NOV
NOV
$7.45B
| $16.4M | 1.08% |
+263,844
| New | +$16.3M |
|
20
Bank of America
BAC
$435B
| $15.4M | 1.01% |
+1,197,251
| New | +$15.3M |
|
21
Suncor Energy
SU
$77.7B
| $15M | 0.99% |
+508,342
| New | +$15.3M |
|
22
Northern Oil and Gas
NOG
$2.3B
| $14.6M | 0.96% |
+109,324
| New | +$14.8M |
|
|
SD
23
PUT
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $13.1M | 0.87% |
+2,760,000
| New | +$13.8M |
|
24
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
| $11.9M | 0.78% |
+51,176
| New | +$12.1M |
|
25
iShares MSCI Emerging Markets ETF
EEM
$28B
| $11.7M | 0.77% |
+302,600
| New | +$12.6M |
|
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Graham Capital Management's Q2 2013 Portfolio in Review
Q2 2013 is the first quarter with a 13F filing on record for Graham Capital Management, which disclosed 77 positions worth $1.52B. Its ten largest holdings account for 66% of the portfolio.
Its largest position is Marathon Oil Corporation: 1,760,084 shares worth $60.9M.
By sector, the portfolio is most concentrated in Energy at 18% of assets, followed by Materials and Financials.
- Graham Capital Management's largest Q2 2013 buy was Marathon Oil Corporation: 1,760,084 shares worth $60.9M.
- Graham Capital Management's ten largest holdings make up 66% of its $1.52B portfolio in Q2 2013.
- Graham Capital Management disclosed 77 positions in Q2 2013, its first 13F filing on record.
Based on Graham Capital Management's 13F filing for Q2 2013, filed 6 Aug 2013.