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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
Cap. Flow
-$420M
Cap. Flow %
-15.31%
Top 10 Hldgs %
71.9%
Holding
105
New
17
Increased
13
Reduced
12
Closed
23

Top Buys

Rank Stock Value
1
INDA icon
iShares MSCI India ETF
INDA
+$32.6M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$32.2M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$26.7M
4
AMZN icon
Amazon
AMZN
+$21.2M
5
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$14.8M

Top Sells

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$98.2M
2
MSFT icon
Microsoft
MSFT
+$15.4M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$15.2M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$12.7M
5
JPM icon
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
ACB
51
Aurora Cannabis
ACB
$174M
$90K ﹤0.01%
+351
New +$131K
BZUN
52
PUT
Baozun
BZUN
$176M
– –
-162,600
Closed -$6.94M
C icon
53
Citigroup
C
$230B
– –
-20,000
Closed -$1.38M
EEM icon
54
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.7B
– –
-300,000
Closed -$12.3M
EWW icon
55
iShares MSCI Mexico ETF
EWW
$1.98B
– –
-200,000
Closed -$8.54M
GLNG icon
56
PUT
Golar LNG
GLNG
$5.03B
– –
-210,000
Closed -$2.73M
HOUS
57
PUT
DELISTED
Anywhere Real Estate
HOUS
– –
-450,000
Closed -$3.01M
JPM icon
58
JPMorgan Chase
JPM
$950B
– –
-90,000
Closed -$10.6M
MRK icon
59
Merck
MRK
$316B
– –
-83,840
Closed -$6.73M
NRP icon
60
PUT
Natural Resource Partners
NRP
$1.28B
– –
-44,500
Closed -$1.13M
HTT
61
PUT
High Templar Tech Ltd
HTT
$393M
– –
-750,000
Closed -$5.17M
RH icon
62
RH
RH
$3.56B
– –
-2,856
Closed -$487K
SPY icon
63
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$821B
– –
-764,000
Closed -$227M
SPY icon
64
State Street SPDR S&P 500 ETF Trust
SPY
$821B
– –
-42,850
Closed -$12.7M
TALO icon
65
Talos Energy
TALO
$2.38B
– –
-104,963
Closed -$2.13M
TLRY icon
66
PUT
Tilray
TLRY
$632M
– –
-5,030
Closed -$1.24M
VZ icon
67
Verizon
VZ
$195B
– –
-100,000
Closed -$6.04M
XLF icon
68
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
– –
-544,000
Closed -$15.2M
XLF icon
69
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
– –
-2,500,000
Closed -$70M
XLP icon
70
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
– –
-1,598,268
Closed -$98.2M
XME icon
71
State Street SPDR S&P Metals & Mining ETF
XME
$4.12B
– –
-135,000
Closed -$3.44M
XOM icon
72
ExxonMobil
XOM
$638B
– –
-60,000
Closed -$4.24M
BEST
73
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
– –
-11,325
Closed -$1.2M
MDR
74
PUT
DELISTED
McDermott International
MDR
– –
-485,500
Closed -$980K
1 2
3

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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.