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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
+3.85%
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
$2.74B
AUM Growth
-$321M
(-10%)
Cap. Flow
-$420M
Cap. Flow
% of AUM
-15.31%
Top 10 Holdings %
Top 10 Hldgs %
71.9%
Holding
105
New
17
Increased
13
Reduced
12
Closed
23
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI India ETF
INDA
|
+$32.6M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$32.2M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$26.7M |
| 4 |
Amazon
AMZN
|
+$21.2M |
| 5 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$14.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$98.2M |
| 2 |
Microsoft
MSFT
|
+$15.4M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$15.2M |
| 4 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$12.7M |
| 5 |
JPMorgan Chase
JPM
|
+$10.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 3.34% |
| 2 | Industrials | 2.32% |
| 3 | Consumer Discretionary | 1.64% |
| 4 | Financials | 0.9% |
| 5 | Consumer Staples | 0.18% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Home Depot
HD
$339B
| $10.9M | 0.4% |
50,000
+20,000
| +67% | +$4.53M |
|
27
PUT
iQIYI
IQ
$1.26B
| $10.7M | 0.39% |
506,800
-534,200
| -51% | -$9.82M |
|
28
Broadcom
AVGO
$1.87T
| $10.4M | 0.38% |
330,000
| – | – |
|
29
iShares China Large-Cap ETF
FXI
$4.35B
| $8.73M | 0.32% |
+200,000
| New | +$8.34M |
|
30
Uber
UBER
$146B
| $7.43M | 0.27% |
+250,000
| New | +$7.42M |
|
31
NVIDIA
NVDA
$5.01T
| $7.06M | 0.26% |
+1,200,000
| New | +$6.24M |
|
32
GE Aerospace
GE
$383B
| $6.7M | 0.24% |
120,382
| – | – |
|
33
GoPro
GPRO
$131M
| $6.5M | 0.24% |
1,497,100
+112,000
| +8% | +$465K |
|
34
Alibaba
BABA
$305B
| $6.36M | 0.23% |
30,000
-15,000
| -33% | -$2.81M |
|
|
CGC
35
PUT
Canopy Growth
CGC
$404M
| $6.03M | 0.22% |
28,610
+5,450
| +24% | +$1.08M |
|
36
CME Group
CME
$95.7B
| $6.02M | 0.22% |
30,000
| – | – |
|
37
Nike
NKE
$63.3B
| $5.57M | 0.2% |
55,000
+10,000
| +22% | +$943K |
|
38
Constellation Brands
STZ
$22.4B
| $4.93M | 0.18% |
26,000
| – | – |
|
39
iShares MSCI Hong Kong ETF
EWH
$1.23B
| $4.87M | 0.18% |
200,000
-200,000
| -50% | -$4.72M |
|
|
40
PUT
Uber
UBER
$146B
| $3.72M | 0.14% |
125,000
-216,600
| -63% | -$6.43M |
|
41
Enphase Energy
ENPH
$5.2B
| $3.29M | 0.12% |
125,959
-40,400
| -24% | -$919K |
|
42
Alpha Metallurgical Resources
AMR
$1.76B
| $2.89M | 0.11% |
319,522
+53,564
| +20% | +$815K |
|
|
WLL
43
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $1.61M | 0.06% |
2,920
-2,013
| -41% | -$973K |
|
44
Scorpio Tankers
STNG
$3.89B
| $1.57M | 0.06% |
+40,000
| New | +$1.37M |
|
|
NE
45
DELISTED
Noble Corporation
NE
| $1.3M | 0.05% |
+1,066,700
| New | +$1.28M |
|
|
NE
46
PUT
DELISTED
Noble Corporation
NE
| $1.3M | 0.05% |
1,066,700
| – | – |
|
47
PUT
Novavax
NVAX
$1.22B
| $995K | 0.04% |
250,000
| – | – |
|
|
ACB
48
PUT
Aurora Cannabis
ACB
$175M
| $756K | 0.03% |
2,917
-1,266
| -30% | -$472K |
|
|
NIHD
49
DELISTED
NII Holdings, Inc. Common Stock
NIHD
| $418K | 0.02% |
192,700
| – | – |
|
|
MNK
50
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $349K | 0.01% |
+100,000
| New | +$312K |
|
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Graham Capital Management's Q4 2019 Portfolio in Review
As of Q4 2019, Graham Capital Management held 105 positions worth $2.74B, down 10% from $3.06B the previous quarter. Its ten largest holdings account for 72% of the portfolio.
Graham Capital Management withdrew a net $420M in Q4 2019, closing 23 positions and reducing 12 holdings. Its most notable exit was State Street Consumer Staples Select Sector SPDR ETF, an estimated $98.2M position sold in full.
By sector, the portfolio is most concentrated in Technology at 3.3% of assets, up from 2.6% a quarter earlier, followed by Industrials and Consumer Discretionary.
Against the trend, Graham Capital Management opened a new position in iShares MSCI India ETF worth $33.4M.
- Graham Capital Management's largest Q4 2019 buy was iShares MSCI India ETF: 950,000 shares worth $33.4M.
- Graham Capital Management added most to State Street Energy Select Sector SPDR ETF in Q4 2019, an estimated $26.7M increase.
- Graham Capital Management's biggest Q4 2019 reduction was Microsoft, cutting an estimated $15.4M.
- Graham Capital Management fully exited State Street Consumer Staples Select Sector SPDR ETF in Q4 2019, selling an estimated $98.2M.
- Graham Capital Management's ten largest holdings make up 72% of its $2.74B portfolio in Q4 2019.
- Graham Capital Management opened 17 new positions and closed 23 in Q4 2019.
- Graham Capital Management's portfolio value fell 10% quarter-over-quarter to $2.74B.
Based on Graham Capital Management's 13F filing for Q4 2019, filed 14 Feb 2020.