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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 | |
|---|---|---|---|---|---|---|
|
1
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $399M | 17.03% |
10,157,300
+2,087,600
| +26% | +$84.9M |
|
|
2
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $269M | 11.49% |
1,309,595
+1,271,571
| +3,344% | +$256M |
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $215M | 9.19% |
1,800,000
+1,350,000
| +300% | +$154M |
|
|
4
CALL
iShares Russell 2000 ETF
IWM
$80.9B
| $112M | 4.76% |
932,600
+632,600
| +211% | +$72.3M |
|
5
CALL
Invesco QQQ Trust
QQQ
$455B
| $105M | 4.49% |
1,020,000
+20,000
| +2% | +$2.02M |
|
|
6
iShares Russell 2000 ETF
IWM
$80.9B
| $50.1M | 2.14% |
418,800
+45,666
| +12% | +$5.22M |
|
7
CALL
General Motors
GM
$74.7B
| $45M | 1.92% |
1,289,300
+319,300
| +33% | +$10.2M |
|
8
PUT
Vipshop
VIPS
$6.84B
| $40.6M | 1.73% |
+2,079,200
| New | +$43.9M |
|
|
9
CALL
Bank of America
BAC
$435B
| $39.4M | 1.68% |
2,200,000
-354,300
| -14% | -$6.06M |
|
|
JOYY
10
PUT
JOYY Inc
JOYY
$3.73B
| $32.4M | 1.38% |
520,000
| – | – |
|
11
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $30.9M | 1.32% |
+780,000
| New | +$32.4M |
|
12
Suncor Energy
SU
$77.7B
| $26.8M | 1.14% |
842,949
+470,895
| +127% | +$15.6M |
|
13
EQT Corp
EQT
$33.2B
| $25.8M | 1.1% |
626,625
-89,989
| -13% | -$4.26M |
|
|
YHOO
14
CALL
DELISTED
Yahoo Inc
YHOO
| $22.6M | 0.97% |
448,400
| – | – |
|
15
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $20.8M | 0.89% |
+190,000
| New | +$21.4M |
|
|
CXO
16
DELISTED
CONCHO RESOURCES INC.
CXO
| $20.7M | 0.88% |
207,384
+164,420
| +383% | +$17.3M |
|
|
17
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $19.6M | 0.84% |
500,000
-115,000
| -19% | -$4.67M |
|
|
18
Devon Energy
DVN
$51.9B
| $18.2M | 0.78% |
+297,659
| New | +$18M |
|
|
19
Occidental Petroleum
OXY
$57B
| $17.8M | 0.76% |
+220,575
| New | +$18.3M |
|
|
20
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $17.4M | 0.74% |
802,870
+233,297
| +41% | +$4.89M |
|
21
Citigroup
C
$222B
| $17.2M | 0.73% |
316,972
-315,499
| -50% | -$16.7M |
|
|
QIHU
22
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $16.9M | 0.72% |
295,000
+4,500
| +2% | +$297K |
|
23
iShares MSCI South Korea ETF
EWY
$21.7B
| $16.5M | 0.7% |
297,962
+241,943
| +432% | +$13.8M |
|
|
24
LyondellBasell Industries
LYB
$19.5B
| $15.6M | 0.67% |
+197,000
| New | +$17.1M |
|
|
SCTY
25
PUT
DELISTED
SolarCity Corporation
SCTY
| $15M | 0.64% |
280,000
+141,200
| +102% | +$7.58M |
|
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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.