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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 | |
|---|---|---|---|---|---|---|
|
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $552M | 16.62% |
2,821,600
+2,321,600
| +464% | +$441M |
|
|
2
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $442M | 13.3% |
10,220,400
+8,965,400
| +714% | +$381M |
|
3
CALL
Invesco QQQ Trust
QQQ
$455B
| $242M | 7.27% |
+2,573,600
| New | +$230M |
|
|
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $235M | 7.07% |
1,200,000
-150,000
| -11% | -$28.5M |
|
|
5
iShares Russell 2000 ETF
IWM
$80.9B
| $66.8M | 2.01% |
+562,000
| New | +$63.8M |
|
|
MRO
6
DELISTED
Marathon Oil Corporation
MRO
| $53.8M | 1.62% |
1,347,177
-214,338
| -14% | -$7.91M |
|
|
7
Citigroup
C
$222B
| $50.6M | 1.52% |
1,073,733
+874,788
| +440% | +$41.6M |
|
|
APC
8
CALL
DELISTED
Anadarko Petroleum
APC
| $49.3M | 1.48% |
+450,000
| New | +$45.8M |
|
|
ANR
9
PUT
DELISTED
Alpha Natural Resources Inc
ANR
| $48.2M | 1.45% |
+1,450,000
| New | +$5.84M |
|
10
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $47.6M | 1.43% |
+2,382,980
| New | +$46.4M |
|
|
APC
11
DELISTED
Anadarko Petroleum
APC
| $45.4M | 1.37% |
414,538
+43,727
| +12% | +$4.45M |
|
12
Verizon
VZ
$194B
| $45.2M | 1.36% |
924,349
+354,766
| +62% | +$17.2M |
|
13
EQT Corp
EQT
$33.2B
| $44.5M | 1.34% |
764,857
-232,331
| -23% | -$13.3M |
|
14
LyondellBasell Industries
LYB
$19.5B
| $41.4M | 1.25% |
423,600
+44,824
| +12% | +$4.27M |
|
|
YHOO
15
DELISTED
Yahoo Inc
YHOO
| $36.6M | 1.1% |
+1,042,719
| New | +$36.4M |
|
|
NFX
16
DELISTED
Newfield Exploration
NFX
| $36.2M | 1.09% |
818,458
-401,001
| -33% | -$14.4M |
|
17
PUT
Vipshop
VIPS
$6.84B
| $35.4M | 1.07% |
1,885,000
| – | – |
|
|
XEC
18
DELISTED
CIMAREX ENERGY CO
XEC
| $33.7M | 1.01% |
235,000
-22,365
| -9% | -$2.85M |
|
19
General Motors
GM
$74.7B
| $29M | 0.87% |
797,972
+5,672
| +0.7% | +$198K |
|
20
Halliburton
HAL
$27.9B
| $28.2M | 0.85% |
397,293
-292,232
| -42% | -$18.7M |
|
21
Canadian Natural Resources
CNQ
$96.9B
| $27.8M | 0.84% |
1,253,539
+43,440
| +4% | +$869K |
|
|
HES
22
DELISTED
Hess
HES
| $27.4M | 0.82% |
276,885
+48,100
| +21% | +$4.34M |
|
23
CALL
Freeport-McMoran
FCX
$90B
| $24.4M | 0.74% |
669,800
+169,800
| +34% | +$5.81M |
|
24
Bank of America
BAC
$435B
| $23.6M | 0.71% |
1,536,686
+296,000
| +24% | +$4.6M |
|
|
UPL
25
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $23.1M | 0.7% |
+779,140
| New | +$22.1M |
|
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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.