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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 | |
|---|---|---|---|---|---|---|
101
Workday
WDAY
$40.9B
| $249K | 0.01% |
+3,000
| New | +$237K |
|
102
TripAdvisor
TRIP
$1.67B
| $248K | 0.01% |
+3,000
| New | +$245K |
|
103
Home Depot
HD
$336B
| $239K | 0.01% |
+2,900
| New | +$226K |
|
104
Lowe's Companies
LOW
$117B
| $233K | 0.01% |
+4,700
| New | +$228K |
|
105
Masco
MAS
$14.5B
| $230K | 0.01% |
+11,494
| New | +$214K |
|
|
TEN
106
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $226K | 0.01% |
+4,000
| New | +$218K |
|
107
Whirlpool
WHR
$2.56B
| $220K | 0.01% |
+1,400
| New | +$205K |
|
108
CALL
Alcoa
AA
$11.8B
| – | – |
-963,005
| Closed | -$18.8M |
|
|
109
Alcoa
AA
$11.8B
| – | – |
-208,073
| Closed | -$4.06M |
|
110
Invesco Senior Loan ETF
BKLN
$6.78B
| – | – |
-118,196
| Closed | -$2.92M |
|
111
PUT
Coeur Mining
CDE
$15.8B
| – | – |
-80,000
| Closed | -$964K |
|
|
CIVI
112
DELISTED
Civitas Resources
CIVI
| – | – |
-769
| Closed | -$4.14M |
|
113
Core Laboratories
CLB
$491M
| – | – |
-13,000
| Closed | -$2.2M |
|
114
ConocoPhillips
COP
$145B
| – | – |
-94,543
| Closed | -$6.57M |
|
115
HF Sinclair
DINO
$15.9B
| – | – |
-68,846
| Closed | -$2.9M |
|
116
iShares MSCI Canada ETF
EWC
$6.16B
| – | – |
-115,145
| Closed | -$3.26M |
|
117
iShares MSCI Brazil ETF
EWZ
$9.22B
| – | – |
-74,002
| Closed | -$3.54M |
|
118
PUT
Diamondback Energy
FANG
$55.7B
| – | – |
-70,000
| Closed | -$2.98M |
|
119
Fluor
FLR
$7.06B
| – | – |
-31,000
| Closed | -$2.2M |
|
120
Intel
INTC
$461B
| – | – |
-144,900
| Closed | -$3.32M |
|
|
121
iShares US Real Estate ETF
IYR
$4.67B
| – | – |
-955,000
| Closed | -$60.9M |
|
122
KBR
KBR
$4.63B
| – | – |
-59,000
| Closed | -$1.93M |
|
123
NOV
NOV
$6.94B
| – | – |
-293,109
| Closed | -$20.6M |
|
124
iShares Preferred and Income Securities ETF
PFF
$13.2B
| – | – |
-82,000
| Closed | -$3.12M |
|
125
Phillips 66
PSX
$83.5B
| – | – |
-42,576
| Closed | -$2.46M |
|
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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.