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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
+148.36%
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
GLD icon
1
CALL
SPDR Gold Trust
GLD
$132B
$566M 39.97%
3,825,000
-2,500,000
-40% -$372M
CAT icon
2
Caterpillar
CAT
$409B
$21.6M 1.52%
186,000
– –
BABA icon
3
Alibaba
BABA
$269B
$19.4M 1.37%
100,000
+70,000
+233% +$14.6M
V icon
4
Visa
V
$677B
$19.3M 1.36%
120,000
+20,000
+20% +$3.77M
HD icon
5
Home Depot
HD
$332B
$16.8M 1.19%
90,000
+40,000
+80% +$8.78M
CSCO icon
6
Cisco
CSCO
$450B
$15.7M 1.11%
400,000
+85,000
+27% +$3.73M
BA icon
7
Boeing
BA
$165B
$11.9M 0.84%
80,000
+30,000
+60% +$8.21M
NIO icon
8
PUT
NIO
NIO
$11.3B
$11.9M 0.84%
4,276,400
-278,300
-6% -$1.04M
TSLA icon
9
Tesla
TSLA
$1.24T
$11M 0.78%
+315,000
New +$13.1M
MMM icon
10
3M
MMM
$89B
$10.2M 0.72%
89,700
– –
IQ icon
11
PUT
iQIYI
IQ
$1.18B
$9.02M 0.64%
506,800
– –
CMG icon
12
Chipotle Mexican Grill
CMG
$40.8B
$7.85M 0.55%
+600,000
New +$9.49M
DB icon
13
Deutsche Bank
DB
$66.3B
$6.42M 0.45%
+1,000,000
New +$8.31M
GDX icon
14
VanEck Gold Miners ETF
GDX
$23B
$5.57M 0.39%
+241,852
New +$6.62M
GE icon
15
GE Aerospace
GE
$367B
$5.56M 0.39%
140,446
+20,064
+17% +$1.07M
NKE icon
16
Nike
NKE
$61.9B
$5.38M 0.38%
65,000
+10,000
+18% +$930K
LK
17
PUT
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
$5.31M 0.37%
+195,300
New +$7.19M
CME icon
18
CME Group
CME
$92.2B
$5.19M 0.37%
30,000
– –
APHA
19
PUT
DELISTED
Aphria Inc. Common Shares
APHA
$5.1M 0.36%
1,666,800
-1,235,200
-43% -$4.93M
XLP icon
20
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.1B
$4.9M 0.35%
+90,000
New +$5.46M
IBB icon
21
iShares Biotechnology ETF
IBB
$9.31B
$4.85M 0.34%
+45,000
New +$5.18M
IBM icon
22
IBM
IBM
$202B
$4.53M 0.32%
+42,677
New +$5.4M
VSTM icon
23
Verastem
VSTM
$532M
$4.48M 0.32%
+141,443
New +$3.55M
CRM icon
24
Salesforce
CRM
$134B
$4.32M 0.3%
30,000
-150,000
-83% -$25.7M
STZ icon
25
Constellation Brands
STZ
$22.2B
$3.73M 0.26%
26,000
– –
1
2 3

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SP
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BOK
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ZP
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SHCM
Sachem Head Capital Management New York $4.15B AUM 48.05% 1-Year Est. Return
AP
Altarock Partners West Palm Beach, Florida $4.13B AUM 0.04% 1-Year Est. Return
CG
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BT
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BHC
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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.