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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
(-32%)
Cap. Flow
-$871M
Cap. Flow
% of AUM
-38.43%
Top 10 Holdings %
Top 10 Hldgs %
50.2%
Holding
193
New
40
Increased
41
Reduced
39
Closed
56
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$66.5M |
| 2 |
Halliburton
HAL
|
+$34.1M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$23.1M |
| 4 |
Suncor Energy
SU
|
+$14.9M |
| 5 |
D.R. Horton
DHI
|
+$14.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
MRO
Marathon Oil Corporation
MRO
|
+$42.6M |
| 2 |
LyondellBasell Industries
LYB
|
+$41.4M |
| 3 |
Verizon
VZ
|
+$26.1M |
| 4 |
UPL
Ultra Petroleum Corp. Common Stock
UPL
|
+$23.1M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
101
Invesco Solar ETF
TAN
$1.45B
| $1.46M | 0.06% |
36,000
-17,000
| -32% | -$723K |
|
|
SFUN
102
PUT
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $1.42M | 0.06% |
2,850
| – | – |
|
103
eBay
EBAY
$47.6B
| $1.32M | 0.06% |
+55,598
| New | +$1.24M |
|
104
EPAM Systems
EPAM
$5.6B
| $1.31M | 0.06% |
+30,000
| New | +$1.19M |
|
105
Cemex
CX
$17.1B
| $1.3M | 0.06% |
112,486
+77,390
| +221% | +$899K |
|
|
RICE
106
DELISTED
Rice Energy Inc.
RICE
| $1.29M | 0.06% |
48,423
-326,577
| -87% | -$9.12M |
|
|
MCP
107
PUT
DELISTED
MOLYCORP INC COM STK
MCP
| $1.19M | 0.05% |
1,000,000
-1,171,500
| -54% | -$2.2M |
|
108
Baidu
BIDU
$38.3B
| $1.09M | 0.05% |
5,000
+2,950
| +144% | +$624K |
|
109
Cognizant
CTSH
$24.9B
| $998K | 0.04% |
+22,300
| New | +$1.05M |
|
|
NVO
110
Novo Nordisk
NVO
$208B
| $952K | 0.04% |
40,000
+29,000
| +264% | +$667K |
|
|
RDC
111
DELISTED
Rowan Companies Plc
RDC
| $940K | 0.04% |
37,140
-38,160
| -51% | -$1.13M |
|
|
SCTY
112
DELISTED
SolarCity Corporation
SCTY
| $936K | 0.04% |
15,700
-13,300
| -46% | -$915K |
|
|
EMBJ
113
Embraer S.A. ADS
EMBJ
$12.6B
| $863K | 0.04% |
+22,000
| New | +$852K |
|
114
Petrobras
PBR
$123B
| $710K | 0.03% |
50,000
+10,000
| +25% | +$167K |
|
115
Fomento Económico Mexicano
FMX
$42.8B
| $603K | 0.03% |
+6,550
| New | +$625K |
|
|
BRFS
116
DELISTED
BRF SA
BRFS
| $595K | 0.03% |
25,000
+13,000
| +108% | +$327K |
|
117
Ambev
ABEV
$47.1B
| $563K | 0.02% |
86,000
| – | – |
|
118
Vale
VALE
$62B
| $551K | 0.02% |
+50,000
| New | +$668K |
|
119
Harley-Davidson
HOG
$2.66B
| $521K | 0.02% |
+8,950
| New | +$572K |
|
120
Diageo
DEO
$49.2B
| $496K | 0.02% |
4,300
| – | – |
|
|
CBD
121
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $414K | 0.02% |
+9,500
| New | +$457K |
|
|
KWK
122
DELISTED
QUICKSILVER RESOURCES INC
KWK
| $373K | 0.02% |
618,551
| – | – |
|
|
ACI
123
DELISTED
ARCH COAL, INC.
ACI
| $360K | 0.02% |
17,000
-10,310
| -38% | -$309K |
|
124
Banco Bradesco
BBD
$39.4B
| – | – |
-30,613
| Closed | -$174K |
|
125
Banco de Chile
BCH
$21B
| – | – |
-16,836
| Closed | -$401K |
|
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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.