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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
RSPP
101
DELISTED
RSP Permian, Inc.
RSPP
$2.34M 0.1%
+93,200
New +$2.29M
MSFT icon
102
Microsoft
MSFT
$3.63T
$2.32M 0.1%
+50,000
New +$2.35M
GPK icon
103
Graphic Packaging
GPK
$3.33B
$2.31M 0.1%
+170,000
New +$2.11M
SAVE
104
DELISTED
Spirit Airlines, Inc.
SAVE
$2.27M 0.1%
+30,000
New +$2.15M
TV icon
105
Televisa
TV
$1.46B
$2.26M 0.1%
66,300
+18,100
+38% +$629K
CELG
106
DELISTED
Celgene Corp
CELG
$2.24M 0.1%
+20,000
New +$2.11M
BB icon
107
BlackBerry
BB
$5.02B
$2.2M 0.09%
200,000
-521,100
-72% -$5.34M
CIE
108
DELISTED
Cobalt International Energy, Inc
CIE
$2.13M 0.09%
+16,000
New +$2.44M
SHPG
109
DELISTED
Shire pic
SHPG
$2.13M 0.09%
+10,000
New +$2.12M
BABA icon
110
Alibaba
BABA
$306B
$2.08M 0.09%
+20,000
New +$2.05M
HOG icon
111
Harley-Davidson
HOG
$2.65B
$1.98M 0.08%
30,000
+21,050
+235% +$1.36M
ALLE icon
112
Allegion
ALLE
$13.7B
$1.77M 0.08%
+32,000
New +$1.66M
EBAY icon
113
eBay
EBAY
$47.9B
$1.68M 0.07%
71,280
+15,682
+28% +$356K
NOG icon
114
Northern Oil and Gas
NOG
$2.25B
$1.61M 0.07%
28,485
-16,781
-37% -$1.61M
CTSH icon
115
Cognizant
CTSH
$24.9B
$1.58M 0.07%
30,000
+7,700
+35% +$385K
TTE icon
116
TotalEnergies
TTE
$194B
$1.54M 0.07%
+30,000
New +$1.69M
FAST icon
117
Fastenal
FAST
$55.1B
$1.43M 0.06%
+120,000
New +$1.34M
ALV icon
118
Autoliv
ALV
$9.02B
$1.38M 0.06%
+18,044
New +$1.26M
WLT
119
PUT
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
$1.33M 0.06%
+963,700
New +$2.11M
BWA icon
120
BorgWarner
BWA
$12.9B
$1.1M 0.05%
+22,720
New +$1.11M
SFUN
121
PUT
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$1.07M 0.05%
2,900
+50
+2% +$22K
XOP icon
122
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.7B
$981K 0.04%
+5,125
New +$1.14M
HUN icon
123
Huntsman Corp
HUN
$1.75B
$948K 0.04%
41,615
-356,069
-90% -$8.64M
MRC
124
DELISTED
MRC Global
MRC
$758K 0.03%
+50,000
New +$972K
RDC
125
DELISTED
Rowan Companies Plc
RDC
$647K 0.03%
27,754
-9,386
-25% -$217K
3 4
5
6 7

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BOK
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ZP
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AP
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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.