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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
-3.73%
1 Year Est. Return
+17.82%
3 Year Est. Return
+41.13%
5 Year Est. Return
+43.39%
10 Year Est. Return
+274.46%
AUM
$1.42B
AUM Growth
-$1.33B
Cap. Flow
-$1.76B
Cap. Flow %
-124.49%
Top 10 Hldgs %
74.72%
Holding
95
New
19
Increased
10
Reduced
7
Closed
28

Top Buys

Rank Stock Value
1
BABA icon
Alibaba
BABA
+$14.6M
2
TSLA icon
Tesla
TSLA
+$13.1M
3
CMG icon
Chipotle Mexican Grill
CMG
+$9.49M
4
HD icon
Home Depot
HD
+$8.78M
5
DB icon
Deutsche Bank
DB
+$8.31M

Top Sells

Rank Stock Value
1
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$80.3M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$46.9M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$33.7M
4
INDA icon
iShares MSCI India ETF
INDA
+$33.4M
5
CRM icon
Salesforce
CRM
+$25.7M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 4.41%
2 Industrials 3.48%
3 Financials 2.44%
4 Technology 2.23%
5 Healthcare 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BRK.B icon
26
Berkshire Hathaway Class B
BRK.B
$1.13T
$3.66M 0.26%
+20,000
New +$4.25M
CGC
27
PUT
Canopy Growth
CGC
$410M
$3.31M 0.23%
22,970
-5,640
-20% -$1.06M
XYZ
28
Block Inc
XYZ
$47.5B
$3.14M 0.22%
+60,000
New +$4.1M
UBER icon
29
Uber
UBER
$153B
$3.07M 0.22%
110,000
-140,000
-56% -$4.61M
GLD icon
30
SPDR Gold Trust
GLD
$141B
$2.96M 0.21%
+20,000
New +$2.98M
CRC
31
PUT
DELISTED
California Resources Corporation
CRC
$2.84M 0.2%
2,838,700
+559,400
+25% +$3.46M
RWT
32
PUT
Redwood Trust
RWT
$594M
$2.48M 0.18%
+490,500
New +$7.3M
PMT
33
PUT
PennyMac Mortgage Investment
PMT
$842M
$2.3M 0.16%
+217,000
New +$4.28M
TLRY icon
34
PUT
Tilray
TLRY
$622M
$1.41M 0.1%
+20,550
New +$2.87M
WLL
35
PUT
DELISTED
Whiting Petroleum Corporation
WLL
$1.36M 0.1%
27,020
+24,100
+825% +$6.17M
UA icon
36
Under Armour Class C
UA
$2.53B
$1.21M 0.09%
+150,000
New +$2.15M
BLMN icon
37
Bloomin' Brands
BLMN
$938M
$785K 0.06%
+110,000
New +$1.91M
ACB
38
PUT
Aurora Cannabis
ACB
$185M
$771K 0.05%
7,096
+4,179
+143% +$746K
AMR icon
39
Alpha Metallurgical Resources
AMR
$1.93B
$750K 0.05%
319,522
– –
ENPH icon
40
Enphase Energy
ENPH
$5.53B
$746K 0.05%
23,109
-102,850
-82% -$3.88M
TWO
41
Two Harbors Investment
TWO
$1.27B
$571K 0.04%
+37,500
New +$1.92M
NLY icon
42
Annaly Capital Management
NLY
$17.4B
$101K 0.01%
+5,000
New +$176K
ACB
43
Aurora Cannabis
ACB
$185M
– –
-351
Closed -$62.7K
AMZN icon
44
Amazon
AMZN
$2.96T
– –
-240,000
Closed -$22.2M
AVGO icon
45
Broadcom
AVGO
$2.04T
– –
-330,000
Closed -$10.4M
EEM icon
46
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.5B
– –
-1,000,000
Closed -$44.9M
EEM icon
47
iShares MSCI Emerging Markets ETF
EEM
$29.5B
– –
-750,000
Closed -$33.7M
EMB icon
48
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
– –
-190,000
Closed -$21.8M
EWH icon
49
iShares MSCI Hong Kong ETF
EWH
$1.22B
– –
-200,000
Closed -$4.87M
EWZ icon
50
CALL
iShares MSCI Brazil ETF
EWZ
$8.95B
– –
-307,000
Closed -$14.6M
1
2
3

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Graham Capital Management's Q1 2020 Portfolio in Review

As of Q1 2020, Graham Capital Management held 95 positions worth $1.42B, down 48% from $2.74B the previous quarter. Its ten largest holdings account for 75% of the portfolio.

Graham Capital Management withdrew a net $1.76B in Q1 2020, closing 28 positions and reducing 7 holdings. Its most notable exit was State Street Energy Select Sector SPDR ETF, an estimated $80.3M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 4.4% of assets, up from 1.6% a quarter earlier, followed by Industrials and Financials.

Against the trend, Graham Capital Management opened a new position in Tesla worth $11M.

  • Graham Capital Management's largest Q1 2020 buy was Tesla: 315,000 shares worth $11M.
  • Graham Capital Management added most to Alibaba in Q1 2020, an estimated $14.6M increase.
  • Graham Capital Management's biggest Q1 2020 reduction was Salesforce, cutting an estimated $25.7M.
  • Graham Capital Management fully exited State Street Energy Select Sector SPDR ETF in Q1 2020, selling an estimated $80.3M.
  • Graham Capital Management's ten largest holdings make up 75% of its $1.42B portfolio in Q1 2020.
  • Graham Capital Management opened 19 new positions and closed 28 in Q1 2020.
  • Graham Capital Management's portfolio value fell 48% quarter-over-quarter to $1.42B.

Based on Graham Capital Management's 13F filing for Q1 2020, filed 15 May 2020.