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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
+2.21%
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
$2.9B
AUM Growth
+$826M
Cap. Flow
-$519M
Cap. Flow %
-17.86%
Top 10 Hldgs %
66.35%
Holding
107
New
31
Increased
13
Reduced
12
Closed
19

Top Buys

Rank Stock Value
1
XOP icon
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
+$55.8M
2
MSFT icon
Microsoft
MSFT
+$44.1M
3
WLL
Whiting Petroleum Corporation
WLL
+$40.6M
4
MMM icon
3M
MMM
+$32.2M
5
MAR icon
Marriott International
MAR
+$23.6M

Top Sells

Rank Stock Value
1
BABA icon
Alibaba
BABA
+$21.6M
2
CRM icon
Salesforce
CRM
+$18.7M
3
HD icon
Home Depot
HD
+$12.5M
4
GDX icon
VanEck Gold Miners ETF
GDX
+$11.9M
5
NKE icon
Nike
NKE
+$11.8M

Sector Composition

Rank Sector Weight
1 Industrials 4.17%
2 Technology 3.44%
3 Consumer Discretionary 3.42%
4 Financials 1.88%
5 Energy 0.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GLD icon
1
CALL
SPDR Gold Trust
GLD
$131B
$224M 7.72%
1,266,000
-309,000
-20% -$55.5M
QQQ icon
2
CALL
Invesco QQQ Trust
QQQ
$455B
$174M 5.98%
+625,000
New +$170M
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$150M 5.16%
1,000,000
+500,000
+100% +$75.2M
XLF icon
4
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$136M 4.68%
5,650,000
+4,750,000
+528% +$116M
EEM icon
5
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
$97M 3.34%
+2,200,000
New +$96.5M
XOP icon
6
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$84.1M 2.9%
+2,000,000
New +$101M
NIO icon
7
PUT
NIO
NIO
$11.3B
$51.5M 1.77%
2,425,000
-1,446,900
-37% -$22.3M
MMM icon
8
3M
MMM
$89B
$48.1M 1.66%
358,800
+239,200
+200% +$32.2M
XOP icon
9
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$46.6M 1.61%
+1,108,846
New +$55.8M
MSFT icon
10
Microsoft
MSFT
$2.84T
$44.2M 1.52%
+210,000
New +$44.1M
BA icon
11
Boeing
BA
$165B
$33.1M 1.14%
200,000
+80,000
+67% +$13.6M
CAT icon
12
Caterpillar
CAT
$409B
$26.8M 0.92%
180,000
– –
MAR icon
13
Marriott International
MAR
$98.7B
$23.1M 0.8%
+250,000
New +$23.6M
CSCO icon
14
Cisco
CSCO
$450B
$21.7M 0.75%
550,000
+150,000
+38% +$6.54M
V icon
15
Visa
V
$677B
$19M 0.65%
95,000
-25,000
-21% -$4.99M
VXX icon
16
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$162M
$18.7M 0.64%
+11,719
New +$20.8M
EXPE icon
17
Expedia Group
EXPE
$31.2B
$18.3M 0.63%
+200,000
New +$18M
NVDA icon
18
NVIDIA
NVDA
$5.01T
$16.2M 0.56%
+1,200,000
New +$14M
JPM icon
19
JPMorgan Chase
JPM
$939B
$14.4M 0.5%
150,000
-60,000
-29% -$5.89M
TSLA icon
20
Tesla
TSLA
$1.24T
$14.4M 0.5%
+100,752
New +$11.9M
WLL
21
DELISTED
Whiting Petroleum Corporation
WLL
$12.6M 0.43%
+729,344
New +$40.6M
CME icon
22
CME Group
CME
$92.2B
$12.5M 0.43%
75,000
+45,000
+150% +$7.58M
BALL icon
23
Ball Corp
BALL
$17B
$12.5M 0.43%
+150,000
New +$11.5M
WY icon
24
Weyerhaeuser
WY
$17.3B
$11.4M 0.39%
+400,000
New +$11M
Z icon
25
Zillow
Z
$7.04B
$11.2M 0.38%
110,000
-39,800
-27% -$3.11M
1
2 3 4

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BOK
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ZP
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SHCM
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AP
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CG
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BT
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BHC
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Graham Capital Management's Q3 2020 Portfolio in Review

As of Q3 2020, Graham Capital Management held 107 positions worth $2.9B, up 40% from $2.08B the previous quarter. Its ten largest holdings account for 66% of the portfolio.

Graham Capital Management withdrew a net $519M in Q3 2020, closing 19 positions and reducing 12 holdings. Its most notable exit was Alibaba, an estimated $21.6M position sold in full.

By sector, the portfolio is most concentrated in Industrials at 4.2% of assets, up from 3.2% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Graham Capital Management opened a new position in State Street SPDR S&P Oil & Gas Exploration & Production ETF worth $46.6M.

  • Graham Capital Management's largest Q3 2020 buy was State Street SPDR S&P Oil & Gas Exploration & Production ETF: 1,108,846 shares worth $46.6M.
  • Graham Capital Management added most to 3M in Q3 2020, an estimated $32.2M increase.
  • Graham Capital Management's biggest Q3 2020 reduction was JPMorgan Chase, cutting an estimated $5.89M.
  • Graham Capital Management fully exited Alibaba in Q3 2020, selling an estimated $21.6M.
  • Graham Capital Management's ten largest holdings make up 66% of its $2.9B portfolio in Q3 2020.
  • Graham Capital Management opened 31 new positions and closed 19 in Q3 2020.
  • Graham Capital Management's portfolio value rose 40% quarter-over-quarter to $2.9B.

Based on Graham Capital Management's 13F filing for Q3 2020, filed 16 Nov 2020.