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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
SGY
176
DELISTED
Stone Energy
SGY
– –
-2,930
Closed -$7.79M
REXX
177
DELISTED
Rex Energy Corporation
REXX
– –
-14,042
Closed -$2.49M
4 5 6 7
8

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ZP
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SHCM
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AP
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BHC
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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.