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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
SDRL
76
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
$4.01M 0.18%
+560
New +$5.29M
EWW icon
77
iShares MSCI Mexico ETF
EWW
$1.98B
$3.78M 0.17%
55,000
-232,056
-81% -$16.3M
COP icon
78
ConocoPhillips
COP
$144B
$3.69M 0.16%
+48,214
New +$3.95M
AU icon
79
PUT
AngloGold Ashanti
AU
$41.6B
$3.6M 0.16%
300,000
-711,000
-70% -$11.6M
ANR
80
PUT
DELISTED
Alpha Natural Resources Inc
ANR
$3.6M 0.16%
1,450,000
– –
KOS icon
81
PUT
Kosmos Energy
KOS
$1.42B
$3.59M 0.16%
+360,000
New +$3.61M
IAG icon
82
PUT
IAMGOLD
IAG
$8.6B
$3.45M 0.15%
1,250,000
+450,000
+56% +$1.66M
EWY icon
83
iShares MSCI South Korea ETF
EWY
$24.9B
$3.39M 0.15%
56,019
-224,500
-80% -$14.6M
GOOG icon
84
Alphabet (Google) Class C
GOOG
$4.61T
$3.17M 0.14%
110,302
+98,670
+848% +$2.85M
ZQK
85
PUT
DELISTED
QUICKSILVER,INC.
ZQK
$2.75M 0.12%
+1,600,000
New +$4.54M
TWX
86
DELISTED
Time Warner Inc
TWX
$2.65M 0.12%
+35,200
New +$2.73M
BTU
87
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$2.48M 0.11%
+13,333
New +$3.03M
MA icon
88
Mastercard
MA
$501B
$2.45M 0.11%
33,200
+19,000
+134% +$1.45M
MRD
89
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$2.44M 0.11%
+90,000
New +$2.34M
CME icon
90
CME Group
CME
$94.6B
$2.42M 0.11%
30,300
+100
+0.3% +$7.54K
MCK icon
91
McKesson
MCK
$97.1B
$2.38M 0.1%
+12,200
New +$2.35M
UPS icon
92
United Parcel Service
UPS
$92.4B
$2.21M 0.1%
22,500
+16,860
+299% +$1.68M
AIG icon
93
American International
AIG
$42.1B
$2.2M 0.1%
40,700
+30,200
+288% +$1.65M
COST icon
94
Costco
COST
$420B
$2.14M 0.09%
17,100
+12,600
+280% +$1.52M
BRK.B icon
95
Berkshire Hathaway Class B
BRK.B
$1.11T
$1.96M 0.09%
14,200
+9,900
+230% +$1.32M
TEVA icon
96
Teva Pharmaceuticals
TEVA
$40B
$1.88M 0.08%
35,000
+30,800
+733% +$1.63M
MJN
97
DELISTED
Mead Johnson Nutrition Company
MJN
$1.79M 0.08%
+18,600
New +$1.76M
SLCA
98
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.72M 0.08%
27,500
-21,000
-43% -$1.31M
TV icon
99
Televisa
TV
$1.46B
$1.63M 0.07%
48,200
+28,900
+150% +$1.03M
CPA icon
100
Copa Holdings
CPA
$6.03B
$1.5M 0.07%
14,000
+12,150
+657% +$1.62M
2 3
4
5 6

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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.