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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
MDR
51
PUT
DELISTED
McDermott International
MDR
$8.29M 0.37%
483,333
– –
SCTY
52
PUT
DELISTED
SolarCity Corporation
SCTY
$8.27M 0.37%
+138,800
New +$9.55M
GILD icon
53
CALL
Gilead Sciences
GILD
$161B
$8.06M 0.36%
75,700
+45,700
+152% +$4.47M
BBG
54
DELISTED
Bill Barrett Corp
BBG
$8M 0.35%
+363,171
New +$8.48M
SPY icon
55
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$7.49M 0.33%
38,024
+35,924
+1,711% +$7.1M
PTEN icon
56
Patterson-UTI
PTEN
$3.88B
$7.31M 0.32%
+224,700
New +$7.63M
BB icon
57
BlackBerry
BB
$5.03B
$7.17M 0.32%
+721,100
New +$7.37M
PVA
58
DELISTED
PENN VIRGINIA CORP
PVA
$7.09M 0.31%
557,609
-363,110
-39% -$5.1M
EOG icon
59
PUT
EOG Resources
EOG
$77.4B
$6.93M 0.31%
70,000
-55,000
-44% -$5.98M
FANG icon
60
Diamondback Energy
FANG
$55.8B
$6.86M 0.3%
91,736
-11,856
-11% -$961K
NOG icon
61
Northern Oil and Gas
NOG
$2.24B
$6.44M 0.28%
45,266
-27,297
-38% -$4.38M
LINE
62
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$6.33M 0.28%
+210,000
New +$6.54M
FTI icon
63
TechnipFMC
FTI
$27.3B
$6.02M 0.27%
+149,050
New +$6.58M
IP icon
64
International Paper
IP
$22.1B
$5.8M 0.26%
+128,198
New +$5.9M
ATHL
65
DELISTED
ATHLON ENERGY INC COM
ATHL
$5.49M 0.24%
94,302
-177,778
-65% -$8.24M
CXO
66
DELISTED
CONCHO RESOURCES INC.
CXO
$5.39M 0.24%
+42,964
New +$5.88M
AXLL
67
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$5.25M 0.23%
146,599
+11,599
+9% +$491K
WNR
68
DELISTED
Western Refining Inc
WNR
$5.22M 0.23%
124,336
+29,336
+31% +$1.27M
CZR
69
PUT
DELISTED
Caesars Entertainment Corporation
CZR
$5.03M 0.22%
400,000
– –
CDE icon
70
PUT
Coeur Mining
CDE
$15.8B
$4.96M 0.22%
1,000,000
+250,000
+33% +$1.92M
ZG icon
71
Zillow
ZG
$8.1B
$4.64M 0.2%
+120,000
New +$5.43M
OPK icon
72
PUT
Opko Health
OPK
$978M
$4.57M 0.2%
536,800
+336,800
+168% +$2.96M
PE
73
DELISTED
PARSLEY ENERGY INC
PE
$4.21M 0.19%
197,500
-192,300
-49% -$4.19M
LKM
74
PUT
DELISTED
Link Motion Inc.
LKM
$4.04M 0.18%
580,200
-1,453,700
-71% -$8.91M
ACI
75
PUT
DELISTED
ARCH COAL, INC.
ACI
$4.03M 0.18%
190,000
+155,000
+443% +$4.64M
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.