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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
(+3.4%)
Cap. Flow
+$148M
Cap. Flow
% of AUM
6.32%
Top 10 Holdings %
Top 10 Hldgs %
56.23%
Holding
198
New
61
Increased
38
Reduced
32
Closed
53
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$256M |
| 2 |
Occidental Petroleum
OXY
|
+$18.3M |
| 3 |
Devon Energy
DVN
|
+$18M |
| 4 |
CXO
CONCHO RESOURCES INC.
CXO
|
+$17.3M |
| 5 |
LyondellBasell Industries
LYB
|
+$17.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$61.1M |
| 2 |
Halliburton
HAL
|
+$57.7M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$24.1M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
|
RSX
126
DELISTED
VanEck Russia ETF
RSX
| $585K | 0.03% |
+40,000
| New | +$786K |
|
127
D.R. Horton
DHI
$41.2B
| $291K | 0.01% |
11,500
-628,848
| -98% | -$14.7M |
|
|
EXXI
128
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $73K | ﹤0.01% |
+22,500
| New | +$137K |
|
|
KWK
129
DELISTED
QUICKSILVER RESOURCES INC
KWK
| $28K | ﹤0.01% |
139,719
-478,832
| -77% | -$221K |
|
130
Ambev
ABEV
$47B
| – | – |
-86,000
| Closed | -$563K |
|
131
PUT
AngloGold Ashanti
AU
$42.2B
| – | – |
-300,000
| Closed | -$3.6M |
|
132
Baidu
BIDU
$38.3B
| – | – |
-5,000
| Closed | -$1.09M |
|
|
BRFS
133
DELISTED
BRF SA
BRFS
| – | – |
-25,000
| Closed | -$595K |
|
134
ConocoPhillips
COP
$143B
| – | – |
-48,214
| Closed | -$3.69M |
|
135
Copa Holdings
CPA
$6.04B
| – | – |
-14,000
| Closed | -$1.5M |
|
136
Cemex
CX
$17.3B
| – | – |
-112,486
| Closed | -$1.3M |
|
137
Diageo
DEO
$48.8B
| – | – |
-4,300
| Closed | -$496K |
|
|
138
iShares MSCI Emerging Markets ETF
EEM
$29.5B
| – | – |
-1,503,247
| Closed | -$61.1M |
|
139
PUT
EOG Resources
EOG
$75.9B
| – | – |
-70,000
| Closed | -$6.93M |
|
140
EPAM Systems
EPAM
$5.5B
| – | – |
-30,000
| Closed | -$1.31M |
|
|
EMBJ
141
Embraer S.A. ADS
EMBJ
$12.8B
| – | – |
-22,000
| Closed | -$863K |
|
142
iShares MSCI Mexico ETF
EWW
$2B
| – | – |
-55,000
| Closed | -$3.78M |
|
143
Fomento Económico Mexicano
FMX
$43.4B
| – | – |
-6,550
| Closed | -$603K |
|
144
Corning
GLW
$131B
| – | – |
-565,000
| Closed | -$10.9M |
|
145
General Motors
GM
$75.6B
| – | – |
-428,894
| Closed | -$13.7M |
|
|
146
Halliburton
HAL
$26.6B
| – | – |
-894,739
| Closed | -$57.7M |
|
|
HES
147
DELISTED
Hess
HES
| – | – |
-207,690
| Closed | -$19.6M |
|
148
PUT
IAMGOLD
IAG
$8.73B
| – | – |
-1,250,000
| Closed | -$3.45M |
|
149
International Paper
IP
$22.1B
| – | – |
-128,198
| Closed | -$5.8M |
|
|
NVO
150
Novo Nordisk
NVO
$209B
| – | – |
-40,000
| Closed | -$952K |
|
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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.