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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
+9.43%
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
$1.63B
AUM Growth
+$111M
Cap. Flow
+$5.7M
Cap. Flow %
0.35%
Top 10 Hldgs %
54.75%
Holding
129
New
52
Increased
22
Reduced
24
Closed
25

Top Buys

Rank Stock Value
1
IYR icon
iShares US Real Estate ETF
IYR
+$62.4M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$50.4M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$28.7M
4
MPC icon
Marathon Petroleum
MPC
+$22.4M
5
EQT icon
EQT Corp
EQT
+$22.4M

Top Sells

Rank Stock Value
1
GDX icon
VanEck Gold Miners ETF
GDX
+$37.1M
2
FCX icon
Freeport-McMoran
FCX
+$26.7M
3
RDS.A
Royal Dutch Shell PLC ADS Class A
RDS.A
+$26.6M
4
AAPL icon
Apple
AAPL
+$26.6M
5
APA icon
APA Corp
APA
+$19.9M

Sector Composition

Rank Sector Weight
1 Energy 22.67%
2 Materials 4.18%
3 Industrials 2.25%
4 Real Estate 1.8%
5 Financials 1.14%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BAC icon
26
Bank of America
BAC
$435B
$16.3M 1%
1,180,651
-16,600
-1% -$237K
EOG icon
27
EOG Resources
EOG
$79.2B
$16M 0.98%
189,324
+90,328
+91% +$7.01M
LCC
28
DELISTED
US AIRWAYS GROUP INC.
LCC
$13.5M 0.83%
714,567
-364,651
-34% -$6.45M
SD
29
PUT
DELISTED
SANDRIDGE ENERGY, INC.
SD
$13.5M 0.83%
2,310,000
-450,000
-16% -$2.41M
SLB icon
30
SLB Ltd
SLB
$73.6B
$13M 0.8%
147,100
+104,900
+249% +$8.62M
LYB icon
31
LyondellBasell Industries
LYB
$20B
$10.6M 0.65%
+145,100
New +$10.1M
KEX icon
32
Kirby Corp
KEX
$7.01B
$8.39M 0.52%
+97,000
New +$8.14M
EXXI
33
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$8.28M 0.51%
274,190
-466,770
-63% -$12.5M
HES
34
DELISTED
Hess
HES
$7.9M 0.48%
+102,100
New +$7.61M
WLT
35
PUT
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
$7.89M 0.48%
+562,500
New +$7.14M
XLY icon
36
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$7.87M 0.48%
259,716
+158,336
+156% +$4.7M
XOM icon
37
ExxonMobil
XOM
$644B
$7.78M 0.48%
+90,400
New +$8.15M
PTEN icon
38
Patterson-UTI
PTEN
$3.98B
$7.76M 0.48%
+363,000
New +$7.45M
CIE
39
DELISTED
Cobalt International Energy, Inc
CIE
$7.65M 0.47%
20,521
+16,516
+412% +$6.68M
XOP icon
40
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$7.55M 0.46%
28,650
-22,526
-44% -$5.66M
RDC
41
DELISTED
Rowan Companies Plc
RDC
$7.19M 0.44%
+195,900
New +$7.04M
WLL
42
DELISTED
Whiting Petroleum Corporation
WLL
$6.88M 0.42%
+383
New +$5.93M
EWY icon
43
iShares MSCI South Korea ETF
EWY
$21.9B
$6.83M 0.42%
110,964
-87,737
-44% -$5.02M
EXXI
44
PUT
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$6.82M 0.42%
+225,900
New +$6.06M
COP icon
45
ConocoPhillips
COP
$147B
$6.57M 0.4%
+94,543
New +$6.31M
EWW icon
46
iShares MSCI Mexico ETF
EWW
$1.92B
$6.5M 0.4%
+101,791
New +$6.71M
WMB icon
47
Williams Companies
WMB
$87.5B
$6.12M 0.38%
+168,400
New +$5.9M
KCG
48
PUT
DELISTED
KCG Holdings, Inc.
KCG
$5.85M 0.36%
+675,000
New +$6.11M
LINE
49
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$5.83M 0.36%
+225,000
New +$5.83M
WLK icon
50
Westlake Corp
WLK
$9.03B
$5.78M 0.35%
+110,382
New +$5.63M
1
2
3 4 5

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Graham Capital Management's Q3 2013 Portfolio in Review

As of Q3 2013, Graham Capital Management held 129 positions worth $1.63B, up 7.3% from $1.52B the previous quarter. Its ten largest holdings account for 55% of the portfolio.

Graham Capital Management's Q3 2013 filing shows 52 new, 22 increased, 24 reduced and 25 closed positions. Its largest new stake was iShares US Real Estate ETF: 955,000 shares worth $60.9M. The largest sale was VanEck Gold Miners ETF, an estimated $37.1M.

By sector, the portfolio is most concentrated in Energy at 23% of assets, up from 18% a quarter earlier, followed by Materials and Industrials.

  • Graham Capital Management's largest Q3 2013 buy was iShares US Real Estate ETF: 955,000 shares worth $60.9M.
  • Graham Capital Management added most to State Street Energy Select Sector SPDR ETF in Q3 2013, an estimated $28.7M increase.
  • Graham Capital Management's biggest Q3 2013 reduction was Freeport-McMoran, cutting an estimated $26.7M.
  • Graham Capital Management fully exited VanEck Gold Miners ETF in Q3 2013, selling an estimated $37.1M.
  • Graham Capital Management's ten largest holdings make up 55% of its $1.63B portfolio in Q3 2013.
  • Graham Capital Management opened 52 new positions and closed 25 in Q3 2013.
  • Graham Capital Management's portfolio value rose 7.3% quarter-over-quarter to $1.63B.

Based on Graham Capital Management's 13F filing for Q3 2013, filed 12 Nov 2013.