We are live on ! Find out more
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
BUD icon
126
AB InBev
BUD
$166B
– –
-2,500
Closed -$287K
C icon
127
PUT
Citigroup
C
$230B
– –
-125,000
Closed -$5.89M
CHRD icon
128
Chord Energy
CHRD
$7.74B
– –
-295,095
Closed -$16.5M
CNX icon
129
CNX Resources
CNX
$5.3B
– –
-169,715
Closed -$6.52M
CSIQ icon
130
PUT
Canadian Solar
CSIQ
$1.09B
– –
-302,100
Closed -$9.44M
DVN icon
131
Devon Energy
DVN
$50.8B
– –
-36,144
Closed -$2.87M
EIX icon
132
Edison International
EIX
$27.7B
– –
-20,400
Closed -$1.19M
EWH icon
133
iShares MSCI Hong Kong ETF
EWH
$1.24B
– –
-766,141
Closed -$16M
FCX icon
134
CALL
Freeport-McMoran
FCX
$96.9B
– –
-669,800
Closed -$24.4M
FCX icon
135
Freeport-McMoran
FCX
$96.9B
– –
-317,066
Closed -$11.6M
GDX icon
136
CALL
VanEck Gold Miners ETF
GDX
$24B
– –
-409,400
Closed -$10.8M
GDX icon
137
VanEck Gold Miners ETF
GDX
$24B
– –
-169,361
Closed -$4.48M
HAL icon
138
CALL
Halliburton
HAL
$27B
– –
-300,000
Closed -$21.3M
HAL icon
139
PUT
Halliburton
HAL
$27B
– –
-87,500
Closed -$6.21M
HDB icon
140
HDFC Bank
HDB
$123B
– –
-52,000
Closed -$609K
JPM icon
141
JPMorgan Chase
JPM
$959B
– –
-135,600
Closed -$7.81M
KEP icon
142
Korea Electric Power
KEP
$15.9B
– –
-13,000
Closed -$239K
LYB icon
143
LyondellBasell Industries
LYB
$19.5B
– –
-423,600
Closed -$41.4M
MDY icon
144
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.2B
– –
-39,000
Closed -$10.2M
MOO icon
145
VanEck Agribusiness ETF
MOO
$975M
– –
-18,290
Closed -$1.01M
NEE icon
146
NextEra Energy
NEE
$181B
– –
-60,800
Closed -$1.56M
NRG icon
147
NRG Energy
NRG
$24.9B
– –
-60,386
Closed -$2.25M
PPL
148
PPL Corp
PPL
$26.5B
– –
-43,483
Closed -$1.44M
SLB icon
149
SLB Ltd
SLB
$75.1B
– –
-162,600
Closed -$19.2M
SPY icon
150
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$821B
– –
-1,200,000
Closed -$235M
4 5
6
7 8

Similar funds

SP
Stockbridge Partners Boston, Massachusetts $4.14B AUM 16.9% 1-Year Est. Return
BOK
Bank of Korea Seoul, South Korea $4.13B AUM
ZP
Zimmer Partners New York $4.15B AUM 14.2% 1-Year Est. Return
SHCM
Sachem Head Capital Management New York $4.15B AUM 48.05% 1-Year Est. Return
AP
Altarock Partners West Palm Beach, Florida $4.13B AUM 0.04% 1-Year Est. Return
BHC
Bowen Hanes & Co Ponte Vedra Beach, Florida $4.11B AUM 41.61% 1-Year Est. Return
BG
Bellevue Group Kuesnacht, Switzerland $4.2B AUM 54.85% 1-Year Est. Return
MGP
Metis Global Partners San Diego, California $4.07B AUM 30.82% 1-Year Est. Return

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.