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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
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
VIPS icon
151
PUT
Vipshop
VIPS
$7.47B
– –
-1,885,000
Closed -$35.4M
VIV icon
152
Telefônica Brasil
VIV
$20.3B
– –
-12,500
Closed -$256K
WW
153
PUT
DELISTED
WW International
WW
– –
-150,000
Closed -$3.03M
XLE icon
154
State Street Energy Select Sector SPDR ETF
XLE
$38.5B
– –
-33,720
Closed -$1.63M
ONIT
155
Onity Group
ONIT
$319M
– –
-1,770
Closed -$985K
NBIS
156
Nebius Group N.V.
NBIS
$54B
– –
-8,000
Closed -$285K
MRO
157
CALL
DELISTED
Marathon Oil Corporation
MRO
– –
-150,000
Closed -$5.99M
BBBY
158
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-85,100
Closed -$4.88M
TTM
159
DELISTED
Tata Motors Limited
TTM
– –
-6,200
Closed -$242K
CLR
160
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-200,000
Closed -$15.8M
PTR
161
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-4,300
Closed -$540K
XEC
162
PUT
DELISTED
CIMAREX ENERGY CO
XEC
– –
-100,000
Closed -$14.3M
QEP
163
DELISTED
QEP RESOURCES, INC.
QEP
– –
-200,300
Closed -$6.91M
CXO
164
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-100,000
Closed -$14.4M
GPOR
165
DELISTED
Gulfport Energy Corp.
GPOR
– –
-106,099
Closed -$6.66M
CRZO
166
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-97,001
Closed -$6.72M
HOS
167
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-35,418
Closed -$1.66M
APC
168
CALL
DELISTED
Anadarko Petroleum
APC
– –
-450,000
Closed -$49.3M
UPL
169
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
– –
-779,140
Closed -$23.1M
NFX
170
PUT
DELISTED
Newfield Exploration
NFX
– –
-250,000
Closed -$11.1M
VRS
171
DELISTED
VERSO CORP COM STK (DE)
VRS
– –
-75,363
Closed -$158K
ROSE
172
DELISTED
ROSETTA RESOURCES INC
ROSE
– –
-75,410
Closed -$4.14M
WLT
173
PUT
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
– –
-1,250,000
Closed -$6.81M
KOG
174
DELISTED
KODIAK OIL & GAS CORP
KOG
– –
-667,700
Closed -$9.71M
CHL
175
DELISTED
China Mobile Limited
CHL
– –
-5,500
Closed -$267K
4 5 6
7
8

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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.