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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
+2.59%
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
$1.85B
AUM Growth
+$221M
(+14%)
Cap. Flow
+$241M
Cap. Flow
% of AUM
13.04%
Top 10 Holdings %
Top 10 Hldgs %
60.67%
Holding
162
New
58
Increased
28
Reduced
18
Closed
43
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$88.8M |
| 2 |
NFX
Newfield Exploration
NFX
|
+$39.6M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$34.4M |
| 4 |
Suncor Energy
SU
|
+$19.5M |
| 5 |
iShares MSCI Mexico ETF
EWW
|
+$16.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares US Real Estate ETF
IYR
|
+$60.9M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$50.8M |
| 3 |
RDS.A
Royal Dutch Shell PLC ADS Class A
RDS.A
|
+$31.5M |
| 4 |
TotalEnergies
TTE
|
+$25.3M |
| 5 |
Freeport-McMoran
FCX
|
+$20.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 19.03% |
| 2 | Materials | 2.7% |
| 3 | Financials | 2.03% |
| 4 | Communication Services | 1.09% |
| 5 | Real Estate | 1.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
76
PUT
IAMGOLD
IAG
$8.53B
| $1.4M | 0.08% |
420,000
| – | – |
|
|
SSRI
77
PUT
DELISTED
Silver Standard Resources
SSRI
| $1.39M | 0.08% |
200,000
-481,800
| -71% | -$2.91M |
|
|
GDP
78
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $853K | 0.05% |
50,095
+3,013
| +6% | +$64.7K |
|
|
LIFE
79
DELISTED
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
| $811K | 0.04% |
+10,700
| New | +$807K |
|
80
General Motors
GM
$79.3B
| $801K | 0.04% |
+19,600
| New | +$741K |
|
|
DNDN
81
PUT
DELISTED
DENDREON CORPORATION
DNDN
| $748K | 0.04% |
250,000
| – | – |
|
82
iShares US Home Construction ETF
ITB
$2.25B
| $621K | 0.03% |
+25,000
| New | +$566K |
|
|
DRC
83
DELISTED
DRESSER-RAND GROUP INC
DRC
| $596K | 0.03% |
10,000
-7,200
| -42% | -$427K |
|
84
AutoZone
AZO
$48.8B
| $574K | 0.03% |
+1,200
| New | +$539K |
|
85
NVR
NVR
$16.6B
| $513K | 0.03% |
+500
| New | +$475K |
|
86
Booking.com
BKNG
$149B
| $465K | 0.03% |
+10,000
| New | +$445K |
|
87
Aptiv
APTV
$12.1B
| $367K | 0.02% |
+6,100
| New | +$353K |
|
88
Southwest Airlines
LUV
$23B
| $367K | 0.02% |
+19,500
| New | +$340K |
|
|
TRW
89
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $357K | 0.02% |
+4,800
| New | +$361K |
|
90
Alaska Air
ALK
$5.6B
| $352K | 0.02% |
+9,600
| New | +$341K |
|
91
JPMorgan Chase
JPM
$937B
| $351K | 0.02% |
+6,000
| New | +$329K |
|
92
Delta Air Lines
DAL
$60.2B
| $349K | 0.02% |
+12,700
| New | +$341K |
|
93
Prudential Financial
PRU
$42.7B
| $323K | 0.02% |
+3,500
| New | +$299K |
|
94
Wells Fargo
WFC
$266B
| $318K | 0.02% |
+7,000
| New | +$302K |
|
95
DuPont de Nemours
DD
$19.1B
| $302K | 0.02% |
+2,685
| New | +$275K |
|
96
Mohawk Industries
MHK
$8.11B
| $298K | 0.02% |
+2,000
| New | +$273K |
|
|
YHOO
97
DELISTED
Yahoo Inc
YHOO
| $295K | 0.02% |
+7,300
| New | +$262K |
|
|
HAR
98
DELISTED
Harman International Industries
HAR
| $295K | 0.02% |
+3,600
| New | +$278K |
|
99
Capital One
COF
$134B
| $260K | 0.01% |
+3,400
| New | +$242K |
|
|
DFS
100
DELISTED
Discover Financial Services
DFS
| $257K | 0.01% |
+4,600
| New | +$241K |
|
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Graham Capital Management's Q4 2013 Portfolio in Review
As of Q4 2013, Graham Capital Management held 162 positions worth $1.85B, up 14% from $1.63B the previous quarter. Its ten largest holdings account for 61% of the portfolio.
Graham Capital Management deployed $241M of net new capital in Q4 2013, opening 58 new positions and adding to 28 existing holdings. Its largest new stake was Alphabet (Google) Class C: 582,174 shares worth $16.3M.
By sector, the portfolio is most concentrated in Energy at 19% of assets, down from 23% a quarter earlier, followed by Materials and Financials.
On the sell side, the largest reduction was State Street Energy Select Sector SPDR ETF, an estimated $50.8M trimmed.
- Graham Capital Management's largest Q4 2013 buy was Alphabet (Google) Class C: 582,174 shares worth $16.3M.
- Graham Capital Management added most to State Street SPDR S&P 500 ETF Trust in Q4 2013, an estimated $88.8M increase.
- Graham Capital Management's biggest Q4 2013 reduction was State Street Energy Select Sector SPDR ETF, cutting an estimated $50.8M.
- Graham Capital Management fully exited iShares US Real Estate ETF in Q4 2013, selling an estimated $60.9M.
- Graham Capital Management's ten largest holdings make up 61% of its $1.85B portfolio in Q4 2013.
- Graham Capital Management opened 58 new positions and closed 43 in Q4 2013.
- Graham Capital Management's portfolio value rose 14% quarter-over-quarter to $1.85B.
Based on Graham Capital Management's 13F filing for Q4 2013, filed 13 Feb 2014.