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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
(+14%)
Cap. Flow
+$241M
Cap. Flow
% of AUM
13.04%
Top 10 Holdings %
Top 10 Hldgs %
60.67%
Holding
162
New
58
Increased
28
Reduced
18
Closed
43
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$88.8M |
| 2 |
NFX
Newfield Exploration
NFX
|
+$39.6M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$34.4M |
| 4 |
Suncor Energy
SU
|
+$19.5M |
| 5 |
iShares MSCI Mexico ETF
EWW
|
+$16.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares US Real Estate ETF
IYR
|
+$60.9M |
| 2 |
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 |
TotalEnergies
TTE
|
+$25.3M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1
CALL
SPDR Gold Trust
GLD
$131B
| $337M | 18.21% |
2,900,000
| – | – |
|
2
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $293M | 15.86% |
7,024,900
+5,274,900
| +301% | +$221M |
|
|
3
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $148M | 8.01% |
802,725
+501,725
| +167% | +$88.8M |
|
|
MRO
4
DELISTED
Marathon Oil Corporation
MRO
| $61.7M | 3.34% |
1,748,977
+107,185
| +7% | +$3.82M |
|
|
NFX
5
DELISTED
Newfield Exploration
NFX
| $52.2M | 2.82% |
2,119,408
+1,413,007
| +200% | +$39.6M |
|
|
APC
6
DELISTED
Anadarko Petroleum
APC
| $50.3M | 2.72% |
633,551
+142,422
| +29% | +$12.8M |
|
|
7
Suncor Energy
SU
$77.7B
| $47.7M | 2.58% |
1,359,995
+555,732
| +69% | +$19.5M |
|
8
CALL
APA Corp
APA
$12.8B
| $40.9M | 2.21% |
476,400
-644,300
| -57% | -$57.4M |
|
|
9
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $37.8M | 2.04% |
1,967,229
+1,869,127
| +1,905% | +$34.4M |
|
10
EQT Corp
EQT
$33.2B
| $34.5M | 1.86% |
705,474
+223,357
| +46% | +$10.6M |
|
|
11
iShares MSCI Mexico ETF
EWW
$1.89B
| $24.4M | 1.32% |
359,556
+257,765
| +253% | +$16.9M |
|
12
Bank of America
BAC
$435B
| $23.9M | 1.29% |
1,535,651
+355,000
| +30% | +$5.27M |
|
|
B
13
Barrick Mining
B
$62.2B
| $23.6M | 1.28% |
1,339,490
+314,115
| +31% | +$5.54M |
|
|
14
CALL
Freeport-McMoran
FCX
$90B
| $23.4M | 1.26% |
620,100
| – | – |
|
|
15
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $23M | 1.25% |
520,828
-1,180,800
| -69% | -$50.8M |
|
|
GPOR
16
DELISTED
Gulfport Energy Corp.
GPOR
| $19.3M | 1.04% |
304,916
-150,611
| -33% | -$9.12M |
|
17
Northern Oil and Gas
NOG
$2.3B
| $17.9M | 0.97% |
118,603
-7,158
| -6% | -$1.13M |
|
|
CIE
18
DELISTED
Cobalt International Energy, Inc
CIE
| $17.2M | 0.93% |
69,877
+49,356
| +241% | +$15.4M |
|
19
Alphabet (Google) Class C
GOOG
$3.9T
| $16.3M | 0.88% |
+582,174
| New | +$14.7M |
|
|
SD
20
PUT
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $14M | 0.76% |
2,310,000
| – | – |
|
21
SLB Ltd
SLB
$77.8B
| $13.5M | 0.73% |
150,100
+3,000
| +2% | +$271K |
|
22
PUT
AngloGold Ashanti
AU
$40.3B
| $13.1M | 0.71% |
1,120,000
-205,000
| -15% | -$2.79M |
|
23
LyondellBasell Industries
LYB
$19.5B
| $12.9M | 0.7% |
160,263
+15,163
| +10% | +$1.16M |
|
|
VXX
24
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $12.8M | 0.69% |
+18,750
| New | +$15M |
|
|
SINA
25
PUT
DELISTED
Sina Corp
SINA
| $12.6M | 0.68% |
+150,000
| New | +$12.3M |
|
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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.