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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
-3.21%
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
$2.34B
AUM Growth
+$77M
Cap. Flow
+$148M
Cap. Flow %
6.32%
Top 10 Hldgs %
56.23%
Holding
198
New
61
Increased
38
Reduced
32
Closed
53

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$256M
2
OXY icon
Occidental Petroleum
OXY
+$18.3M
3
DVN icon
Devon Energy
DVN
+$18M
4
CXO
CONCHO RESOURCES INC.
CXO
+$17.3M
5
LYB icon
LyondellBasell Industries
LYB
+$17.1M

Top Sells

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$61.1M
2
HAL icon
Halliburton
HAL
+$57.7M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$24.1M
4
BAC icon
Bank of America
BAC
+$22.7M
5
APC
Anadarko Petroleum
APC
+$20.1M

Sector Composition

Rank Sector Weight
1 Energy 10.92%
2 Financials 2.26%
3 Healthcare 0.96%
4 Materials 0.89%
5 Communication Services 0.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
C icon
26
CALL
Citigroup
C
$222B
$14.9M 0.64%
275,100
– –
BAC icon
27
Bank of America
BAC
$435B
$14.8M 0.63%
830,000
-1,327,634
-62% -$22.7M
JKS
28
PUT
JinkoSolar
JKS
$793M
$13.1M 0.56%
666,900
-39,100
-6% -$873K
PE
29
DELISTED
PARSLEY ENERGY INC
PE
$13M 0.55%
811,833
+614,333
+311% +$9.95M
SLB icon
30
SLB Ltd
SLB
$73.6B
$12.8M 0.55%
+150,212
New +$13.8M
FANG icon
31
Diamondback Energy
FANG
$57.1B
$11.7M 0.5%
195,007
+103,271
+113% +$6.57M
NFX
32
DELISTED
Newfield Exploration
NFX
$11.6M 0.5%
428,259
-84,276
-16% -$2.5M
CRZO
33
DELISTED
Carrizo Oil & Gas Inc
CRZO
$11.4M 0.49%
+273,395
New +$12.3M
CHK
34
DELISTED
Chesapeake Energy Corporation
CHK
$11.3M 0.48%
+2,896
New +$12M
TSL
35
PUT
DELISTED
Trina Solar Limited
TSL
$11.3M 0.48%
1,217,000
+308,100
+34% +$3.03M
CAM
36
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$11M 0.47%
+220,000
New +$12.2M
EWZ icon
37
PUT
iShares MSCI Brazil ETF
EWZ
$9.28B
$11M 0.47%
+300,000
New +$12.2M
GPOR
38
PUT
DELISTED
Gulfport Energy Corp.
GPOR
$10.4M 0.45%
+250,000
New +$11.7M
FXI icon
39
CALL
iShares China Large-Cap ETF
FXI
$4.37B
$10.4M 0.44%
+250,000
New +$9.88M
PXD
40
DELISTED
Pioneer Natural Resource Co.
PXD
$9.97M 0.43%
+66,951
New +$11.1M
CSIQ icon
41
PUT
Canadian Solar
CSIQ
$1.02B
$9.76M 0.42%
+403,500
New +$11M
SINA
42
PUT
DELISTED
Sina Corp
SINA
$9.35M 0.4%
250,000
-93,900
-27% -$3.65M
WMB icon
43
Williams Companies
WMB
$87.5B
$8.5M 0.36%
+189,100
New +$9.67M
WAC
44
PUT
DELISTED
Walter Investment Mgt Corp
WAC
$8.26M 0.35%
500,000
-22,800
-4% -$440K
TCOM icon
45
PUT
Trip.com Group
TCOM
$29.6B
$7.85M 0.34%
+345,200
New +$9.04M
EJ
46
PUT
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$7.84M 0.33%
1,083,200
+95,483
+10% +$818K
CNQ icon
47
Canadian Natural Resources
CNQ
$99.4B
$7.63M 0.33%
511,196
-261,847
-34% -$4.28M
CIE
48
PUT
DELISTED
Cobalt International Energy, Inc
CIE
$7.56M 0.32%
56,667
– –
GILD icon
49
CALL
Gilead Sciences
GILD
$162B
$7.14M 0.3%
75,700
– –
RICE
50
DELISTED
Rice Energy Inc.
RICE
$6.33M 0.27%
301,718
+253,295
+523% +$6.29M
1
2
3 4 5

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Graham Capital Management's Q4 2014 Portfolio in Review

As of Q4 2014, Graham Capital Management held 198 positions worth $2.34B, up 3.4% from $2.27B the previous quarter. Its ten largest holdings account for 56% of the portfolio.

Graham Capital Management deployed $148M of net new capital in Q4 2014, opening 61 new positions and adding to 38 existing holdings. Its largest new stake was Occidental Petroleum: 220,575 shares worth $17.8M.

By sector, the portfolio is most concentrated in Energy at 11% of assets, down from 15% a quarter earlier, followed by Financials and Healthcare.

On the sell side, the largest reduction was State Street Financial Select Sector SPDR ETF, an estimated $24.1M trimmed.

  • Graham Capital Management's largest Q4 2014 buy was Occidental Petroleum: 220,575 shares worth $17.8M.
  • Graham Capital Management added most to State Street SPDR S&P 500 ETF Trust in Q4 2014, an estimated $256M increase.
  • Graham Capital Management's biggest Q4 2014 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $24.1M.
  • Graham Capital Management fully exited iShares MSCI Emerging Markets ETF in Q4 2014, selling an estimated $61.1M.
  • Graham Capital Management's ten largest holdings make up 56% of its $2.34B portfolio in Q4 2014.
  • Graham Capital Management opened 61 new positions and closed 53 in Q4 2014.
  • Graham Capital Management's portfolio value rose 3.4% quarter-over-quarter to $2.34B.

Based on Graham Capital Management's 13F filing for Q4 2014, filed 18 Feb 2015.