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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
EWZ icon
51
iShares MSCI Brazil ETF
EWZ
$8.95B
– –
-988,300
Closed -$46.9M
FXI icon
52
iShares China Large-Cap ETF
FXI
$4.31B
– –
-200,000
Closed -$8.73M
GPRO icon
53
GoPro
GPRO
$126M
– –
-1,497,100
Closed -$6.5M
INDA icon
54
iShares MSCI India ETF
INDA
$6.63B
– –
-950,000
Closed -$33.4M
IWM icon
55
CALL
iShares Russell 2000 ETF
IWM
$83B
– –
-1,300,000
Closed -$215M
IWM icon
56
PUT
iShares Russell 2000 ETF
IWM
$83B
– –
-1,070,000
Closed -$177M
MSFT icon
57
Microsoft
MSFT
$3.71T
– –
-80,000
Closed -$12.6M
NVAX icon
58
PUT
Novavax
NVAX
$1.31B
– –
-250,000
Closed -$995K
NVDA icon
59
NVIDIA
NVDA
$5.42T
– –
-1,200,000
Closed -$7.06M
QQQ icon
60
CALL
Invesco QQQ Trust
QQQ
$484B
– –
-1,350,000
Closed -$286M
STNG icon
61
Scorpio Tankers
STNG
$3.81B
– –
-40,000
Closed -$1.57M
UBER icon
62
PUT
Uber
UBER
$153B
– –
-125,000
Closed -$3.72M
VXX icon
63
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$147M
– –
-16,016
Closed -$16.2M
XLE icon
64
State Street Energy Select Sector SPDR ETF
XLE
$37.7B
– –
-2,676,020
Closed -$80.3M
XLI icon
65
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
– –
-185,000
Closed -$15.1M
MNK
66
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-100,000
Closed -$349K
NE
67
DELISTED
Noble Corporation
NE
– –
-1,066,700
Closed -$1.3M
NE
68
PUT
DELISTED
Noble Corporation
NE
– –
-1,066,700
Closed -$1.3M
MDCO
69
DELISTED
Medicines Co
MDCO
– –
-165,100
Closed -$14M
NIHD
70
DELISTED
NII Holdings, Inc. Common Stock
NIHD
– –
-192,700
Closed -$418K
1 2
3

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BOK
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ZP
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SHCM
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AP
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BHC
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BG
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MGP
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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.