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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
QS.WS
76
DELISTED
QuantumScape Corporation Warrants, each whole warrant exercisable for one share of Class A common st
QS.WS
$760K 0.03%
+20,000
New +$456K
GNW icon
77
Genworth Financial
GNW
$3.71B
$756K 0.03%
200,000
– –
LAZRW
78
DELISTED
Luminar Technologies, Inc. Warrant
LAZRW
$686K 0.03%
+40,000
New +$526K
TWO
79
Two Harbors Investment
TWO
$1.27B
$637K 0.02%
25,000
– –
EQT icon
80
EQT Corp
EQT
$32.3B
$571K 0.02%
+45,000
New +$648K
ACB
81
PUT
Aurora Cannabis
ACB
$185M
$565K 0.02%
6,812
– –
NKLA
82
DELISTED
Nikola Corporation Common Stock
NKLA
$457K 0.02%
1,000
– –
GPRE icon
83
Green Plains
GPRE
$1.03B
$263K 0.01%
+20,000
New +$304K
MP.WS
84
DELISTED
MP Materials Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at
MP.WS
$153K 0.01%
+10,000
New +$103K
GSM icon
85
FerroAtlántica
GSM
$839M
$21K ﹤0.01%
+12,977
New +$13.6K
AMZN icon
86
Amazon
AMZN
$2.96T
– –
-51,000
Closed -$8.03M
BYND icon
87
Beyond Meat
BYND
$277M
– –
-30,000
Closed -$4.98M
BZUN
88
Baozun
BZUN
$172M
– –
-115,400
Closed -$3.75M
CCL icon
89
PUT
Carnival Corporation Ltd
CCL
$39.7B
– –
-414,100
Closed -$6.29M
CSCO icon
90
Cisco
CSCO
$479B
– –
-550,000
Closed -$21.7M
DB icon
91
Deutsche Bank
DB
$71.5B
– –
-700,000
Closed -$5.88M
DHT icon
92
DHT Holdings
DHT
$3.02B
– –
-407,943
Closed -$2.1M
DRI icon
93
Darden Restaurants
DRI
$24.4B
– –
-100,000
Closed -$10.1M
EWZ icon
94
iShares MSCI Brazil ETF
EWZ
$8.95B
– –
-54,000
Closed -$1.74M
QQQ icon
95
CALL
Invesco QQQ Trust
QQQ
$484B
– –
-625,000
Closed -$174M
RWT
96
PUT
Redwood Trust
RWT
$594M
– –
-250,000
Closed -$1.88M
STZ icon
97
Constellation Brands
STZ
$23.2B
– –
-26,000
Closed -$4.93M
TWST icon
98
Twist Bioscience
TWST
$7.25B
– –
-14,748
Closed -$1.12M
UNIT
99
Uniti Group
UNIT
$2.32B
– –
-44,661
Closed -$470K
VXX icon
100
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$147M
– –
-11,719
Closed -$18.7M
1 2 3
4
5

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ZP
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MGP
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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.