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GCM

Graham Capital Management Portfolio holdings

AUM $5.5B
1-Year Est. Return 26.66%
This Fund
S&P 500
This Quarter Est. Return
+9.43%
1 Year Est. Return
+26.66%
3 Year Est. Return
+60.37%
5 Year Est. Return
+53.44%
10 Year Est. Return
+161.9%
AUM
$1.63B
AUM Growth
+$111M
Cap. Flow
+$65.5M
Cap. Flow %
4.02%
Top 10 Hldgs %
54.75%
Holding
129
New
52
Increased
22
Reduced
24
Closed
25

Top Buys

Rank Stock Value
1
IYR icon
iShares US Real Estate ETF
IYR
+$62.4M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$50.4M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$28.7M
4
MPC icon
Marathon Petroleum
MPC
+$22.4M
5
EQT icon
EQT Corp
EQT
+$22.4M

Top Sells

Rank Stock Value
1
GDX icon
VanEck Gold Miners ETF
GDX
+$37.1M
2
FCX icon
Freeport-McMoran
FCX
+$26.7M
3
RDS.A
Royal Dutch Shell PLC ADS Class A
RDS.A
+$26.6M
4
AAPL icon
Apple
AAPL
+$26.6M
5
APA icon
APA Corp
APA
+$19.9M

Sector Composition

Rank Sector Weight
1 Miscellaneous 63.77%
2 Energy 26.16%
3 Materials 4.18%
4 Industrials 2.31%
5 Real Estate 1.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GLD icon
1
CALL
SPDR Gold Trust
GLD
$148B
$372M 22.82%
2,900,000
– –
APA icon
2
CALL
APA Corp
APA
$15.3B
$95.4M 5.86%
1,120,700
+593,700
+113% +$49.3M
EEM icon
3
CALL
iShares MSCI Emerging Markets ETF
EEM
$32B
$71.3M 4.38%
+1,750,000
New +$69.3M
XLE icon
4
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$70.5M 4.33%
1,701,628
+697,200
+69% +$28.7M
IYR icon
5
iShares US Real Estate ETF
IYR
$4.32B
$60.9M 3.74%
+955,000
New +$62.4M
MRO
6
DELISTED
Marathon Oil Corporation
MRO
$57.3M 3.52%
1,641,792
-118,292
-7% -$4.21M
SPY icon
7
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$50.6M 3.11%
+301,000
New +$50.4M
APC
8
DELISTED
Anadarko Petroleum
APC
$45.7M 2.8%
491,129
-61,911
-11% -$5.63M
SPY icon
9
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$37M 2.27%
+220,000
New +$36.9M
RDS.A
10
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$31.5M 1.93%
512,689
-435,444
-46% -$26.6M
GPOR
11
DELISTED
Gulfport Energy Corp.
GPOR
$29.3M 1.8%
455,527
+388,827
+583% +$21.7M
SU icon
12
Suncor Energy
SU
$79.4B
$28.8M 1.77%
804,263
+295,921
+58% +$9.84M
TTE icon
13
TotalEnergies
TTE
$199B
$25.3M 1.55%
436,298
-312,607
-42% -$16.9M
FCX icon
14
Freeport-McMoran
FCX
$110B
$23.8M 1.46%
720,743
-873,470
-55% -$26.7M
EQT icon
15
EQT Corp
EQT
$34.5B
$23.3M 1.43%
+482,117
New +$22.4M
NOV icon
16
NOV
NOV
$7.63B
$20.6M 1.27%
293,109
+29,265
+11% +$1.96M
FCX icon
17
CALL
Freeport-McMoran
FCX
$110B
$20.5M 1.26%
+620,100
New +$19M
MPC icon
18
Marathon Petroleum
MPC
$112B
$20.5M 1.26%
+636,308
New +$22.4M
NFX
19
DELISTED
Newfield Exploration
NFX
$19.3M 1.19%
706,401
+317,942
+82% +$7.97M
XOM icon
20
PUT
ExxonMobil
XOM
$661B
$19.1M 1.17%
+222,400
New +$20.1M
B
21
Barrick Mining
B
$72.6B
$19.1M 1.17%
1,025,375
+311,415
+44% +$5.49M
AA icon
22
CALL
Alcoa
AA
$13.7B
$18.8M 1.15%
+963,005
New +$18.6M
APC
23
CALL
DELISTED
Anadarko Petroleum
APC
$18.6M 1.14%
+200,200
New +$18.2M
NOG icon
24
Northern Oil and Gas
NOG
$2.74B
$18.1M 1.11%
125,761
+16,437
+15% +$2.19M
AU icon
25
PUT
AngloGold Ashanti
AU
$54.5B
$17.6M 1.08%
+1,325,000
New +$17.7M
1
2 3 4 5

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Graham Capital Management's Q3 2013 Portfolio in Review

As of Q3 2013, Graham Capital Management held 129 positions worth $1.63B, up 7.3% from $1.52B the previous quarter. Its ten largest holdings account for 55% of the portfolio.

Graham Capital Management deployed $65.5M of net new capital in Q3 2013, opening 52 new positions and adding to 22 existing holdings. Its largest new stake was iShares US Real Estate ETF: 955,000 shares worth $60.9M.

By sector, the portfolio is most concentrated in Miscellaneous at 64% of assets, down from 69% a quarter earlier, followed by Energy and Materials.

On the sell side, the largest reduction was Freeport-McMoran, an estimated $26.7M trimmed.

  • Graham Capital Management's largest Q3 2013 buy was iShares US Real Estate ETF: 955,000 shares worth $60.9M.
  • Graham Capital Management added most to State Street Energy Select Sector SPDR ETF in Q3 2013, an estimated $28.7M increase.
  • Graham Capital Management's biggest Q3 2013 reduction was Freeport-McMoran, cutting an estimated $26.7M.
  • Graham Capital Management fully exited VanEck Gold Miners ETF in Q3 2013, selling an estimated $37.1M.
  • Graham Capital Management's ten largest holdings make up 55% of its $1.63B portfolio in Q3 2013.
  • Graham Capital Management opened 52 new positions and closed 25 in Q3 2013.
  • Graham Capital Management's portfolio value rose 7.3% quarter-over-quarter to $1.63B.

Based on Graham Capital Management's 13F filing for Q3 2013, filed 12 Nov 2013.