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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
EWH icon
101
iShares MSCI Hong Kong ETF
EWH
$1.23B
– –
-40,000
Closed -$732K
EWL icon
102
iShares MSCI Switzerland ETF
EWL
$2.19B
– –
-242,262
Closed -$6.94M
EWZ icon
103
PUT
iShares MSCI Brazil ETF
EWZ
$9.22B
– –
-400,000
Closed -$17.5M
FXI icon
104
iShares China Large-Cap ETF
FXI
$4.35B
– –
-320,000
Closed -$10.4M
GDX icon
105
VanEck Gold Miners ETF
GDX
$23.2B
– –
-1,518,675
Closed -$37.1M
GLD icon
106
SPDR Gold Trust
GLD
$131B
– –
-40,100
Closed -$5.15M
GLD icon
107
PUT
SPDR Gold Trust
GLD
$131B
– –
-200,000
Closed -$23.8M
HYG icon
108
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
– –
-625,000
Closed -$56.8M
MNKD icon
109
MannKind Corp
MNKD
$1.17B
– –
-4,520
Closed -$147K
RRC icon
110
Range Resources
RRC
$9.43B
– –
-4,200
Closed -$325K
SPY icon
111
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$806B
– –
-1,500,000
Closed -$240M
PXD
112
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-20,000
Closed -$2.9M
CHK
113
DELISTED
Chesapeake Energy Corporation
CHK
– –
-211
Closed -$813K
UPL
114
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
– –
-406,058
Closed -$8.05M
HERO
115
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
– –
-70,000
Closed -$493K
ROSE
116
DELISTED
ROSETTA RESOURCES INC
ROSE
– –
-32,000
Closed -$1.36M
END
117
PUT
DELISTED
ENDEAVOUR INTERNATIONAL CORP NEW (NV)
END
– –
-475,000
Closed -$1.82M
SGY
118
DELISTED
Stone Energy
SGY
– –
-3,073
Closed -$3.85M
REXX
119
DELISTED
Rex Energy Corporation
REXX
– –
-5,600
Closed -$984K
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.