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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
-4.44%
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
$2.27B
AUM Growth
-$1.06B
Cap. Flow
-$871M
Cap. Flow %
-38.43%
Top 10 Hldgs %
50.2%
Holding
193
New
40
Increased
41
Reduced
39
Closed
56

Top Buys

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$66.5M
2
HAL icon
Halliburton
HAL
+$34.1M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$23.1M
4
SU icon
Suncor Energy
SU
+$14.9M
5
DHI icon
D.R. Horton
DHI
+$14.1M

Top Sells

Rank Stock Value
1
MRO
Marathon Oil Corporation
MRO
+$42.6M
2
LYB icon
LyondellBasell Industries
LYB
+$41.4M
3
VZ icon
Verizon
VZ
+$26.1M
4
UPL
Ultra Petroleum Corp. Common Stock
UPL
+$23.1M
5
C icon
Citigroup
C
+$22.2M

Sector Composition

Rank Sector Weight
1 Energy 14.79%
2 Financials 3.47%
3 Consumer Discretionary 1.52%
4 Communication Services 1.46%
5 Materials 1.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CNQ icon
26
Canadian Natural Resources
CNQ
$99.4B
$14.5M 0.64%
773,043
-480,496
-38% -$9.92M
C icon
27
CALL
Citigroup
C
$222B
$14.3M 0.63%
275,100
– –
SINA
28
PUT
DELISTED
Sina Corp
SINA
$14.1M 0.62%
343,900
– –
GM icon
29
General Motors
GM
$80.4B
$13.7M 0.6%
428,894
-369,078
-46% -$12.9M
SU icon
30
Suncor Energy
SU
$79.4B
$13.4M 0.59%
+372,054
New +$14.9M
OVV icon
31
Ovintiv
OVV
$17.3B
$13.2M 0.58%
+124,900
New +$13.8M
DHI icon
32
D.R. Horton
DHI
$40B
$13.1M 0.58%
+640,348
New +$14.1M
EOG icon
33
EOG Resources
EOG
$79.2B
$12.8M 0.56%
128,972
-49,373
-28% -$5.37M
XLE icon
34
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$12.7M 0.56%
+280,000
New +$13.6M
B
35
Barrick Mining
B
$61.5B
$11.6M 0.51%
793,738
+23,438
+3% +$418K
XLF icon
36
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$11.6M 0.51%
569,573
-1,813,407
-76% -$36.6M
CIE
37
PUT
DELISTED
Cobalt International Energy, Inc
CIE
$11.6M 0.51%
56,667
+13,334
+31% +$3.09M
WAC
38
PUT
DELISTED
Walter Investment Mgt Corp
WAC
$11.5M 0.51%
+522,800
New +$13.7M
TSL
39
PUT
DELISTED
Trina Solar Limited
TSL
$11M 0.48%
908,900
+371,800
+69% +$4.64M
GLW icon
40
Corning
GLW
$119B
$10.9M 0.48%
+565,000
New +$11.8M
BHI
41
DELISTED
Baker Hughes
BHI
$10.6M 0.47%
+162,825
New +$11.4M
HUN icon
42
Huntsman Corp
HUN
$1.71B
$10.3M 0.46%
397,684
-267,849
-40% -$7.3M
MRO
43
DELISTED
Marathon Oil Corporation
MRO
$10.3M 0.45%
273,841
-1,073,336
-80% -$42.6M
ANV
44
PUT
DELISTED
Allied Nevada Gold Corp
ANV
$10.1M 0.45%
3,059,400
+22,600
+0.7% +$77.9K
PDS
45
Precision Drilling
PDS
$999M
$9.33M 0.41%
43,217
+2,867
+7% +$713K
CTRA
46
DELISTED
Coterra Energy
CTRA
$9.19M 0.41%
+281,100
New +$9.4M
JCP
47
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
$8.94M 0.39%
890,000
+450,000
+102% +$4.41M
EJ
48
PUT
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$8.73M 0.39%
987,717
+341,517
+53% +$3.38M
RDS.A
49
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$8.71M 0.38%
+114,473
New +$9.19M
ATW
50
DELISTED
Atwood Oceanics
ATW
$8.43M 0.37%
192,991
-115,240
-37% -$5.53M
1
2
3 4 5

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Graham Capital Management's Q3 2014 Portfolio in Review

As of Q3 2014, Graham Capital Management held 193 positions worth $2.27B, down 32% from $3.32B the previous quarter. Its ten largest holdings account for 50% of the portfolio.

Graham Capital Management withdrew a net $871M in Q3 2014, closing 56 positions and reducing 39 holdings. Its most notable exit was LyondellBasell Industries, an estimated $41.4M position sold in full.

By sector, the portfolio is most concentrated in Energy at 15% of assets, up from 15% a quarter earlier, followed by Financials and Consumer Discretionary.

Against the trend, Graham Capital Management opened a new position in iShares MSCI Emerging Markets ETF worth $62.5M.

  • Graham Capital Management's largest Q3 2014 buy was iShares MSCI Emerging Markets ETF: 1,503,247 shares worth $62.5M.
  • Graham Capital Management added most to Halliburton in Q3 2014, an estimated $34.1M increase.
  • Graham Capital Management's biggest Q3 2014 reduction was Marathon Oil Corporation, cutting an estimated $42.6M.
  • Graham Capital Management fully exited LyondellBasell Industries in Q3 2014, selling an estimated $41.4M.
  • Graham Capital Management's ten largest holdings make up 50% of its $2.27B portfolio in Q3 2014.
  • Graham Capital Management opened 40 new positions and closed 56 in Q3 2014.
  • Graham Capital Management's portfolio value fell 32% quarter-over-quarter to $2.27B.

Based on Graham Capital Management's 13F filing for Q3 2014, filed 14 Nov 2014.