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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
Cap. Flow
+$241M
Cap. Flow %
13.04%
Top 10 Hldgs %
60.67%
Holding
162
New
58
Increased
28
Reduced
18
Closed
43

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$88.8M
2
NFX
Newfield Exploration
NFX
+$39.6M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$34.4M
4
SU icon
Suncor Energy
SU
+$19.5M
5
EWW icon
iShares MSCI Mexico ETF
EWW
+$16.9M

Top Sells

Rank Stock Value
1
IYR icon
iShares US Real Estate ETF
IYR
+$60.9M
2
XLE icon
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
TTE icon
TotalEnergies
TTE
+$25.3M
5
FCX icon
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
PTEN icon
126
Patterson-UTI
PTEN
$3.9B
– –
-363,000
Closed -$7.76M
SPY icon
127
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$806B
– –
-220,000
Closed -$37M
TTE icon
128
TotalEnergies
TTE
$193B
– –
-436,298
Closed -$25.3M
WMB icon
129
Williams Companies
WMB
$86.1B
– –
-168,400
Closed -$6.12M
XLU icon
130
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
– –
-126,000
Closed -$2.35M
XME icon
131
State Street SPDR S&P Metals & Mining ETF
XME
$3.94B
– –
-54,989
Closed -$2.01M
XOM icon
132
ExxonMobil
XOM
$643B
– –
-90,400
Closed -$7.78M
XOM icon
133
PUT
ExxonMobil
XOM
$643B
– –
-222,400
Closed -$19.1M
XOP icon
134
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
– –
-28,650
Closed -$7.55M
CLR
135
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-95,956
Closed -$5.15M
RDS.A
136
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-478,867
Closed -$31.5M
NBL
137
DELISTED
Noble Energy, Inc.
NBL
– –
-47,200
Closed -$3.16M
APC
138
CALL
DELISTED
Anadarko Petroleum
APC
– –
-200,200
Closed -$18.6M
SN
139
DELISTED
Sanchez Energy Corporation
SN
– –
-88,000
Closed -$2.32M
EGN
140
DELISTED
Energen
EGN
– –
-45,000
Closed -$3.44M
ANDV
141
DELISTED
Andeavor
ANDV
– –
-44,736
Closed -$1.97M
CBI
142
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-30,000
Closed -$2.03M
LVLT
143
DELISTED
Level 3 Communications Inc
LVLT
– –
-196,057
Closed -$5.23M
KCG
144
PUT
DELISTED
KCG Holdings, Inc.
KCG
– –
-675,000
Closed -$5.85M
BHI
145
DELISTED
Baker Hughes
BHI
– –
-23,200
Closed -$1.14M
LCC
146
DELISTED
US AIRWAYS GROUP INC.
LCC
– –
-714,567
Closed -$13.5M
EXXI
147
PUT
DELISTED
ENERGY XXI LTD COM SHS
EXXI
– –
-225,900
Closed -$6.82M
WLL
148
DELISTED
Whiting Petroleum Corporation
WLL
– –
-383
Closed -$6.88M
VXX
149
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-2,969
Closed -$2.37M
2 3 4 5
6

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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.