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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
OVV icon
151
Ovintiv
OVV
$17.1B
– –
-124,900
Closed -$13.2M
PBR icon
152
Petrobras
PBR
$123B
– –
-50,000
Closed -$710K
PDS
153
Precision Drilling
PDS
$996M
– –
-43,217
Closed -$9.33M
PTEN icon
154
Patterson-UTI
PTEN
$3.9B
– –
-224,700
Closed -$7.31M
SPY icon
155
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$806B
– –
-1,868,000
Closed -$368M
TAN icon
156
Invesco Solar ETF
TAN
$1.45B
– –
-36,000
Closed -$1.46M
VALE icon
157
Vale
VALE
$62B
– –
-50,000
Closed -$551K
XLE icon
158
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.5B
– –
-280,000
Closed -$12.7M
ZG icon
159
Zillow
ZG
$8.19B
– –
-120,000
Closed -$4.64M
MRO
160
DELISTED
Marathon Oil Corporation
MRO
– –
-273,841
Closed -$10.3M
SLCA
161
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-27,500
Closed -$1.72M
CBD
162
DELISTED
Companhia Brasileira de Distribuicao
CBD
– –
-9,500
Closed -$414K
RDS.A
163
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-114,473
Closed -$8.71M
SDRL
164
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-560
Closed -$4.01M
JCP
165
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-890,000
Closed -$8.94M
LKM
166
PUT
DELISTED
Link Motion Inc.
LKM
– –
-580,200
Closed -$4.04M
BBG
167
DELISTED
Bill Barrett Corp
BBG
– –
-363,171
Closed -$8M
ATW
168
DELISTED
Atwood Oceanics
ATW
– –
-192,991
Closed -$8.43M
BHI
169
DELISTED
Baker Hughes
BHI
– –
-162,825
Closed -$10.6M
MRD
170
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
– –
-90,000
Closed -$2.44M
AXLL
171
DELISTED
AXIALL CORP COM STK (DE)
AXLL
– –
-146,599
Closed -$5.25M
BTU
172
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
– –
-13,333
Closed -$2.48M
PVA
173
DELISTED
PENN VIRGINIA CORP
PVA
– –
-557,609
Closed -$7.09M
ACI
174
DELISTED
ARCH COAL, INC.
ACI
– –
-17,000
Closed -$360K
ACI
175
PUT
DELISTED
ARCH COAL, INC.
ACI
– –
-190,000
Closed -$4.03M
4 5 6
7
8

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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.