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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
PDCE
76
DELISTED
PDC Energy, Inc.
PDCE
$3.37M 0.14%
+81,555
New +$3.29M
MDLZ icon
77
Mondelez International
MDLZ
$78.8B
$3.27M 0.14%
+90,000
New +$3.28M
VTLE
78
DELISTED
Vital Energy
VTLE
$3.18M 0.14%
+15,354
New +$4.65M
CPRI icon
79
Capri Holdings
CPRI
$1.88B
$3M 0.13%
+40,000
New +$2.98M
WNR
80
DELISTED
Western Refining Inc
WNR
$3M 0.13%
79,409
-44,927
-36% -$1.86M
STRZA
81
DELISTED
Starz - Series A
STRZA
$2.97M 0.13%
+100,000
New +$3.08M
LMT icon
82
Lockheed Martin
LMT
$135B
$2.89M 0.12%
+15,000
New +$2.78M
MDT icon
83
Medtronic
MDT
$111B
$2.89M 0.12%
+40,000
New +$2.78M
MRK icon
84
Merck
MRK
$316B
$2.84M 0.12%
+52,400
New +$2.92M
COST icon
85
Costco
COST
$423B
$2.83M 0.12%
20,000
+2,900
+17% +$394K
CDE icon
86
PUT
Coeur Mining
CDE
$16B
$2.81M 0.12%
550,000
-450,000
-45% -$2.01M
TIF
87
DELISTED
Tiffany & Co.
TIF
$2.67M 0.11%
+25,000
New +$2.5M
MHFI
88
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$2.67M 0.11%
+30,000
New +$2.63M
CME icon
89
CME Group
CME
$95.7B
$2.66M 0.11%
30,000
-300
-1% -$25.4K
YHOO
90
DELISTED
Yahoo Inc
YHOO
$2.63M 0.11%
52,000
-421,850
-89% -$19.9M
V icon
91
Visa
V
$683B
$2.62M 0.11%
+40,000
New +$2.41M
JNJ icon
92
Johnson & Johnson
JNJ
$613B
$2.61M 0.11%
+25,000
New +$2.63M
MJN
93
DELISTED
Mead Johnson Nutrition Company
MJN
$2.61M 0.11%
26,000
+7,400
+40% +$738K
BRK.B icon
94
Berkshire Hathaway Class B
BRK.B
$1.11T
$2.55M 0.11%
17,000
+2,800
+20% +$404K
MCK icon
95
McKesson
MCK
$96.8B
$2.49M 0.11%
12,000
-200
-2% -$40.6K
ANV
96
PUT
DELISTED
Allied Nevada Gold Corp
ANV
$2.48M 0.11%
2,846,400
-213,000
-7% -$354K
RTX icon
97
RTX Corp
RTX
$292B
$2.47M 0.11%
+34,164
New +$2.33M
XLF icon
98
State Street Financial Select Sector SPDR ETF
XLF
$58B
$2.47M 0.11%
113,915
-1,148,828
-91% -$24.1M
XPRO icon
99
Expro Ltd
XPRO
$1.79B
$2.41M 0.1%
+24,167
New +$2.57M
VXX
100
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$2.36M 0.1%
+4,688
New +$2.3M
2 3
4
5 6

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ZP
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MGP
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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.