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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
ANR
176
PUT
DELISTED
Alpha Natural Resources Inc
ANR
– –
-1,450,000
Closed -$3.6M
MCP
177
PUT
DELISTED
MOLYCORP INC COM STK
MCP
– –
-1,000,000
Closed -$1.19M
ATHL
178
DELISTED
ATHLON ENERGY INC COM
ATHL
– –
-94,302
Closed -$5.49M
SCTY
179
DELISTED
SolarCity Corporation
SCTY
– –
-15,700
Closed -$843K
CZR
180
PUT
DELISTED
Caesars Entertainment Corporation
CZR
– –
-400,000
Closed -$5.03M
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.