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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
+6.63%
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
$2.08B
AUM Growth
+$661M
(+47%)
Cap. Flow
-$457M
Cap. Flow
% of AUM
-22%
Top 10 Holdings %
Top 10 Hldgs %
69.24%
Holding
91
New
20
Increased
10
Reduced
11
Closed
12
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
JPMorgan Chase
JPM
|
+$19.9M |
| 2 |
Talos Energy
TALO
|
+$15.5M |
| 3 |
Salesforce
CRM
|
+$11.8M |
| 4 |
Uber
UBER
|
+$7.48M |
| 5 |
Zillow
Z
|
+$7.44M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$11M |
| 2 |
Home Depot
HD
|
+$9.16M |
| 3 |
Chipotle Mexican Grill
CMG
|
+$7.85M |
| 4 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$4.9M |
| 5 |
IBM
IBM
|
+$4.53M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 3.19% |
| 2 | Technology | 3.15% |
| 3 | Consumer Discretionary | 2.68% |
| 4 | Financials | 2.62% |
| 5 | Energy | 1.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $353M | 16.99% |
+1,145,000
| New | +$335M |
|
2
CALL
SPDR Gold Trust
GLD
$131B
| $264M | 12.69% |
1,575,000
-2,250,000
| -59% | -$363M |
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $71.6M | 3.45% |
+500,000
| New | +$65.6M |
|
4
PUT
NIO
NIO
$11.3B
| $29.9M | 1.44% |
3,871,900
-404,500
| -9% | -$1.78M |
|
5
Visa
V
$677B
| $23.2M | 1.12% |
120,000
| – | – |
|
6
Caterpillar
CAT
$409B
| $22.8M | 1.1% |
180,000
-6,000
| -3% | -$711K |
|
7
Boeing
BA
$165B
| $22M | 1.06% |
120,000
+40,000
| +50% | +$6.15M |
|
8
Alibaba
BABA
$269B
| $21.6M | 1.04% |
100,000
| – | – |
|
9
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $20.8M | 1% |
+900,000
| New | +$20.4M |
|
|
10
JPMorgan Chase
JPM
$939B
| $19.8M | 0.95% |
+210,000
| New | +$19.9M |
|
|
11
Salesforce
CRM
$134B
| $18.7M | 0.9% |
100,000
+70,000
| +233% | +$11.8M |
|
12
Cisco
CSCO
$450B
| $18.7M | 0.9% |
400,000
| – | – |
|
|
BZUN
13
PUT
Baozun
BZUN
$144M
| $15.9M | 0.76% |
+413,200
| New | +$13M |
|
14
3M
MMM
$89B
| $15.6M | 0.75% |
119,600
+29,900
| +33% | +$3.77M |
|
|
15
Talos Energy
TALO
$2.49B
| $13.7M | 0.66% |
+1,484,842
| New | +$15.5M |
|
|
16
Home Depot
HD
$332B
| $12.5M | 0.6% |
50,000
-40,000
| -44% | -$9.16M |
|
17
VanEck Gold Miners ETF
GDX
$23B
| $11.9M | 0.57% |
324,852
+83,000
| +34% | +$2.73M |
|
18
Nike
NKE
$61.9B
| $11.8M | 0.57% |
120,000
+55,000
| +85% | +$5.08M |
|
|
19
Uber
UBER
$134B
| $10.9M | 0.52% |
350,000
+240,000
| +218% | +$7.48M |
|
20
iShares Biotechnology ETF
IBB
$9.31B
| $10.3M | 0.49% |
75,000
+30,000
| +67% | +$3.82M |
|
|
21
Zillow
Z
$7.04B
| $8.63M | 0.42% |
+149,800
| New | +$7.44M |
|
22
PUT
Carnival Corporation Ltd
CCL
$36.1B
| $6.94M | 0.33% |
+422,500
| New | +$6.33M |
|
23
Bloomin' Brands
BLMN
$680M
| $6.93M | 0.33% |
650,000
+540,000
| +491% | +$5.59M |
|
24
Deutsche Bank
DB
$66.3B
| $6.66M | 0.32% |
700,000
-300,000
| -30% | -$2.32M |
|
25
Atlassian
TEAM
$22B
| $5.41M | 0.26% |
+30,000
| New | +$4.98M |
|
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Graham Capital Management's Q2 2020 Portfolio in Review
As of Q2 2020, Graham Capital Management held 91 positions worth $2.08B, up 47% from $1.42B the previous quarter. Its ten largest holdings account for 69% of the portfolio.
Graham Capital Management withdrew a net $457M in Q2 2020, closing 12 positions and reducing 11 holdings. Its most notable exit was Tesla, an estimated $11M position sold in full.
By sector, the portfolio is most concentrated in Industrials at 3.2% of assets, down from 3.5% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Graham Capital Management opened a new position in JPMorgan Chase worth $19.8M.
- Graham Capital Management's largest Q2 2020 buy was JPMorgan Chase: 210,000 shares worth $19.8M.
- Graham Capital Management added most to Salesforce in Q2 2020, an estimated $11.8M increase.
- Graham Capital Management's biggest Q2 2020 reduction was Home Depot, cutting an estimated $9.16M.
- Graham Capital Management fully exited Tesla in Q2 2020, selling an estimated $11M.
- Graham Capital Management's ten largest holdings make up 69% of its $2.08B portfolio in Q2 2020.
- Graham Capital Management opened 20 new positions and closed 12 in Q2 2020.
- Graham Capital Management's portfolio value rose 47% quarter-over-quarter to $2.08B.
Based on Graham Capital Management's 13F filing for Q2 2020, filed 14 Aug 2020.