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GCM

Graham Capital Management Portfolio holdings

AUM $5.5B
1-Year Est. Return 26.66%
This Fund
S&P 500
This Quarter Est. Return
+16.39%
1 Year Est. Return
+26.66%
3 Year Est. Return
+60.37%
5 Year Est. Return
+53.44%
10 Year Est. Return
+161.9%
AUM
$2.72B
AUM Growth
-$179M
Cap. Flow
-$199M
Cap. Flow %
-7.3%
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 Miscellaneous 70.32%
2 Technology 7.03%
3 Consumer Discretionary 5.82%
4 Communication Services 5.64%
5 Industrials 4.91%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IWM icon
1
PUT
iShares Russell 2000 ETF
IWM
$78.5B
$261M 9.59%
1,333,300
+333,300
+33% +$58.3M
GLD icon
2
CALL
SPDR Gold Trust
GLD
$147B
$137M 5.01%
766,000
-500,000
-39% -$88M
Z icon
3
Zillow
Z
$7.31B
$109M 4.01%
842,257
+732,257
+666% +$81M
TSLA icon
4
Tesla
TSLA
$1.44T
$95M 3.49%
403,932
+303,180
+301% +$51.7M
SPY icon
5
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$808B
$82.3M 3.02%
+220,000
New +$78M
NIO icon
6
PUT
NIO
NIO
$9.25B
$71.8M 2.63%
1,472,300
-952,700
-39% -$36.9M
QQQ icon
7
PUT
Invesco QQQ Trust
QQQ
$488B
$52.9M 1.94%
+168,500
New +$49.5M
MMM icon
8
3M
MMM
$85.1B
$52.4M 1.92%
358,800
– –
NVDA icon
9
NVIDIA
NVDA
$5.27T
$52.2M 1.92%
4,000,000
+2,800,000
+233% +$37.5M
EMB icon
10
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.4B
$49.3M 1.81%
+425,000
New +$48.1M
EWZ icon
11
CALL
iShares MSCI Brazil ETF
EWZ
$8.7B
$48.2M 1.77%
+1,300,000
New +$41.9M
ROKU icon
12
Roku
ROKU
$23B
$41.5M 1.52%
+125,000
New +$32.8M
MSFT icon
13
Microsoft
MSFT
$3.68T
$39.8M 1.46%
178,940
-31,060
-15% -$6.68M
XOP icon
14
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.23B
$37.7M 1.38%
645,000
-1,355,000
-68% -$68.7M
CAT icon
15
Caterpillar
CAT
$376B
$32.8M 1.2%
180,000
– –
EEM icon
16
iShares MSCI Emerging Markets ETF
EEM
$31.5B
$29.5M 1.08%
+570,000
New +$27.4M
HYG icon
17
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.3B
$28.8M 1.06%
+330,000
New +$28.3M
XYZ
18
Block Inc
XYZ
$47.6B
$23.9M 0.88%
+110,000
New +$21.5M
TSM icon
19
TSMC
TSM
$2.25T
$20.7M 0.76%
+190,000
New +$18M
MAR icon
20
Marriott International
MAR
$87.3B
$19.8M 0.73%
150,000
-100,000
-40% -$11.4M
BA icon
21
Boeing
BA
$166B
$19.3M 0.71%
90,000
-110,000
-55% -$21.1M
WLL
22
DELISTED
Whiting Petroleum Corporation
WLL
$18.3M 0.67%
730,280
+936
+0.1% +$18.8K
MSTR icon
23
Strategy Inc
MSTR
$52B
$17.8M 0.65%
+458,030
New +$10.7M
EXPE icon
24
Expedia Group
EXPE
$33.7B
$17.7M 0.65%
133,333
-66,667
-33% -$7.51M
IWM icon
25
CALL
iShares Russell 2000 ETF
IWM
$78.5B
$16M 0.59%
+81,500
New +$14.3M
1
2 3 4 5

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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 $199M 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 Miscellaneous at 70% of assets, down from 84% a quarter earlier, followed by Technology and Consumer Discretionary.

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.