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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
+16.39%
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
$2.72B
AUM Growth
-$179M
Cap. Flow
-$576M
Cap. Flow %
-21.14%
Top 10 Hldgs %
47.37%
Holding
138
New
46
Increased
12
Reduced
18
Closed
23

Top Buys

Rank Stock Value
1
Z icon
Zillow
Z
+$81M
2
TSLA icon
Tesla
TSLA
+$51.7M
3
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$48.1M
4
NVDA icon
NVIDIA
NVDA
+$37.5M
5
ROKU icon
Roku
ROKU
+$32.8M

Top Sells

Rank Stock Value
1
XOP icon
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
+$56.2M
2
CSCO icon
Cisco
CSCO
+$21.7M
3
BA icon
Boeing
BA
+$21.1M
4
MAR icon
Marriott International
MAR
+$11.4M
5
DRI icon
Darden Restaurants
DRI
+$10.1M

Sector Composition

Rank Sector Weight
1 Technology 7.03%
2 Consumer Discretionary 5.82%
3 Communication Services 5.64%
4 Industrials 4.91%
5 Financials 1.82%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SMH icon
26
VanEck Semiconductor ETF
SMH
$73.2B
$15.3M 0.56%
+140,000
New +$13.9M
WY icon
27
Weyerhaeuser
WY
$18.4B
$14.6M 0.54%
436,000
+36,000
+9% +$1.08M
BALL icon
28
Ball Corp
BALL
$16.8B
$14M 0.51%
150,000
– –
CME icon
29
CME Group
CME
$94.8B
$13.7M 0.5%
75,000
– –
BFLY icon
30
Butterfly Network
BFLY
$2.35B
$12.4M 0.45%
+624,814
New +$8M
GE icon
31
GE Aerospace
GE
$384B
$11.9M 0.44%
220,700
+20,063
+10% +$899K
BDX icon
32
Becton Dickinson
BDX
$48.7B
$11.3M 0.41%
46,191
+25,691
+125% +$5.99M
DOCU
33
DocuSign
DOCU
$11.5B
$11.1M 0.41%
+50,000
New +$11.2M
V icon
34
Visa
V
$677B
$10.4M 0.38%
47,500
-47,500
-50% -$9.72M
EEM icon
35
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.5B
$10.3M 0.38%
200,000
-2,000,000
-91% -$96.2M
JPM icon
36
JPMorgan Chase
JPM
$950B
$10.2M 0.37%
80,000
-70,000
-47% -$7.82M
VTV icon
37
Vanguard Morningstar Value ETF
VTV
$191B
$10M 0.37%
+84,370
New +$9.49M
FXI icon
38
CALL
iShares China Large-Cap ETF
FXI
$4.31B
$9.29M 0.34%
+200,000
New +$9.13M
DAL icon
39
Delta Air Lines
DAL
$60.1B
$9.05M 0.33%
225,000
+55,000
+32% +$2M
ICLN icon
40
iShares Global Clean Energy ETF
ICLN
$2.4B
$8.47M 0.31%
+300,000
New +$6.74M
KO icon
41
Coca-Cola
KO
$375B
$8.23M 0.3%
150,000
-50,000
-25% -$2.59M
BLMN icon
42
Bloomin' Brands
BLMN
$937M
$8.1M 0.3%
416,889
-83,111
-17% -$1.42M
SEDG icon
43
SolarEdge
SEDG
$1.95B
$7.98M 0.29%
+25,000
New +$6.91M
ACB
44
Aurora Cannabis
ACB
$185M
$7.17M 0.26%
+86,334
New +$6.29M
TAN icon
45
Invesco Solar ETF
TAN
$1.49B
$7.07M 0.26%
+68,800
New +$5.51M
ENPH icon
46
Enphase Energy
ENPH
$5.53B
$6.93M 0.25%
39,500
-29,209
-43% -$3.7M
GDX icon
47
VanEck Gold Miners ETF
GDX
$27.4B
$6.48M 0.24%
+180,000
New +$6.72M
LUV icon
48
Southwest Airlines
LUV
$23B
$6.38M 0.23%
136,800
+91,300
+201% +$3.96M
HST icon
49
Host Hotels & Resorts
HST
$16B
$6.29M 0.23%
+429,715
New +$5.56M
ICE icon
50
Intercontinental Exchange
ICE
$84.4B
$5.76M 0.21%
+50,000
New +$5.19M
1
2
3 4 5

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Graham Capital Management's Q4 2020 Portfolio in Review

As of Q4 2020, Graham Capital Management held 138 positions worth $2.72B, down 6.2% from $2.9B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Graham Capital Management withdrew a net $576M in Q4 2020, closing 23 positions and reducing 18 holdings. Its most notable exit was State Street SPDR S&P Oil & Gas Exploration & Production ETF, an estimated $56.2M position sold in full.

By sector, the portfolio is most concentrated in Technology at 7% of assets, up from 3.4% a quarter earlier, followed by Consumer Discretionary and Communication Services.

Against the trend, Graham Capital Management opened a new position in iShares JPMorgan USD Emerging Markets Bond ETF worth $49.3M.

  • Graham Capital Management's largest Q4 2020 buy was iShares JPMorgan USD Emerging Markets Bond ETF: 425,000 shares worth $49.3M.
  • Graham Capital Management added most to Zillow in Q4 2020, an estimated $81M increase.
  • Graham Capital Management's biggest Q4 2020 reduction was Boeing, cutting an estimated $21.1M.
  • Graham Capital Management fully exited State Street SPDR S&P Oil & Gas Exploration & Production ETF in Q4 2020, selling an estimated $56.2M.
  • Graham Capital Management's ten largest holdings make up 47% of its $2.72B portfolio in Q4 2020.
  • Graham Capital Management opened 46 new positions and closed 23 in Q4 2020.
  • Graham Capital Management's portfolio value fell 6.2% quarter-over-quarter to $2.72B.

Based on Graham Capital Management's 13F filing for Q4 2020, filed 16 Feb 2021.