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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
RSX
51
DELISTED
VanEck Russia ETF
RSX
$5.35M 0.33%
190,000
– –
SM icon
52
SM Energy
SM
$7.61B
$5.25M 0.32%
+68,000
New +$4.7M
LVLT
53
DELISTED
Level 3 Communications Inc
LVLT
$5.23M 0.32%
+196,057
New +$4.52M
CLR
54
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$5.15M 0.32%
95,956
+49,956
+109% +$2.39M
BBG
55
DELISTED
Bill Barrett Corp
BBG
$4.84M 0.3%
192,744
-1,375
-0.7% -$30.9K
KWK
56
DELISTED
QUICKSILVER RESOURCES INC
KWK
$4.69M 0.29%
2,381,509
-224,740
-9% -$381K
SSRI
57
PUT
DELISTED
Silver Standard Resources
SSRI
$4.19M 0.26%
681,800
+286,800
+73% +$2.15M
CAM
58
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$4.15M 0.25%
+71,100
New +$4.24M
CIVI
59
DELISTED
Civitas Resources
CIVI
$4.14M 0.25%
769
+267
+53% +$1.23M
AA icon
60
Alcoa
AA
$11.8B
$4.06M 0.25%
+208,073
New +$4.03M
EWZ icon
61
iShares MSCI Brazil ETF
EWZ
$9.22B
$3.54M 0.22%
74,002
+5,779
+8% +$257K
EGN
62
DELISTED
Energen
EGN
$3.44M 0.21%
+45,000
New +$2.91M
AAPL icon
63
Apple
AAPL
$4.49T
$3.34M 0.2%
196,000
-1,604,652
-89% -$26.6M
INTC icon
64
Intel
INTC
$458B
$3.32M 0.2%
+144,900
New +$3.34M
HOS
65
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$3.27M 0.2%
57,000
+19,000
+50% +$1.07M
EWC icon
66
iShares MSCI Canada ETF
EWC
$6.15B
$3.26M 0.2%
+115,145
New +$3.19M
NBL
67
DELISTED
Noble Energy, Inc.
NBL
$3.16M 0.19%
47,200
-2,000
-4% -$128K
PFF icon
68
iShares Preferred and Income Securities ETF
PFF
$13.2B
$3.12M 0.19%
+82,000
New +$3.13M
FANG icon
69
PUT
Diamondback Energy
FANG
$55.8B
$2.98M 0.18%
+70,000
New +$2.84M
BKLN icon
70
Invesco Senior Loan ETF
BKLN
$6.78B
$2.92M 0.18%
118,196
-716,804
-86% -$17.8M
DINO icon
71
HF Sinclair
DINO
$15.9B
$2.9M 0.18%
+68,846
New +$2.99M
VXX
72
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$2.79M 0.17%
+2,969
New +$2.98M
PSX icon
73
Phillips 66
PSX
$83.4B
$2.46M 0.15%
+42,576
New +$2.47M
XLU icon
74
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
$2.35M 0.14%
+126,000
New +$2.4M
SN
75
DELISTED
Sanchez Energy Corporation
SN
$2.32M 0.14%
88,000
-158,249
-64% -$3.75M
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.