Graham Capital Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Zillow
Z
|
+$81M |
| 2 |
Tesla
TSLA
|
+$51.7M |
| 3 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$48.1M |
| 4 |
NVIDIA
NVDA
|
+$37.5M |
| 5 |
Roku
ROKU
|
+$32.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$56.2M |
| 2 |
Cisco
CSCO
|
+$21.7M |
| 3 |
Boeing
BA
|
+$21.1M |
| 4 |
Marriott International
MAR
|
+$11.4M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
101
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| – | – |
-55,000
| Closed | -$6.13M |
|
102
State Street Energy Select Sector SPDR ETF
XLE
$37.7B
| – | – |
-140,000
| Closed | -$2.1M |
|
103
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| – | – |
-5,650,000
| Closed | -$136M |
|
104
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| – | – |
-65,000
| Closed | -$5M |
|
|
105
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| – | – |
-1,108,846
| Closed | -$56.2M |
|
|
APHA
106
PUT
DELISTED
Aphria Inc. Common Shares
APHA
| – | – |
-422,700
| Closed | -$1.88M |
|
|
MNK
107
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| – | – |
-25,000
| Closed | -$24K |
|
|
WLL
108
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| – | – |
-6,691
| Closed | -$115K |
|
Similar funds
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.