13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2016-06-30, filed 2016-08-15, with 106 holding rows worth $1,941,880,000.
- Accession
- 0001140361-16-076303
- Filer
- CIK 1315421
- Filed
- 2016-08-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2016
A holdings report, 106 entries on the cover page, a total value of $1,941,880,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,941,880,000 with VALUE read as thousands by filing date, 13F file number 028-11610. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| SPDR GOLD TR | 78463V107 | GOLD SHS | 4,000,000 | $506,080,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 3,000,000 | $344,910,000 | thousands by filing date | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 739,280 | $50,448,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 200,000 | $41,906,000 | thousands by filing date | put |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 27,615,000 | $41,067,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 37,500,000 | $40,920,000 | thousands by filing date | |
| JINKOSOLAR HOLDING COMPANY,LIM | 47759T100 | SPONSORED ADR | 1,912,100 | $38,969,000 | thousands by filing date | put |
| HALLIBURTON CO COM | 406216101 | Stock | 857,403 | $38,832,000 | thousands by filing date | |
| SWAY 4.5 10/17 | 85571WAD1 | Bond 30/360P2 U | 34,005,000 | $37,755,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 36,000,000 | $37,568,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 694,800 | $36,178,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 1,000,000 | $34,360,000 | thousands by filing date | put |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 30,250,000 | $29,840,000 | thousands by filing date | |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 31,000,000 | $27,488,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 2,121,800 | $26,692,000 | thousands by filing date | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 853,055 | $26,300,000 | thousands by filing date | |
| PARSLEY ENERGY INC | 701877102 | CL A | 941,394 | $25,474,000 | thousands by filing date | |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 23,344,000 | $23,051,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 400,000 | $22,060,000 | thousands by filing date | call |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 18,500,000 | $19,518,000 | thousands by filing date | |
| TOTALENERGIES SE | 89151E109 | SPONSORED ADS | 396,018 | $19,048,000 | thousands by filing date | |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 15,991,000 | $18,422,000 | thousands by filing date | |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAB5 | NOTE 2.500% 9/1 | 18,000,000 | $17,910,000 | thousands by filing date | |
| CONTINENTAL RES INC | 212015101 | COM | 395,225 | $17,892,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 488,823 | $17,720,000 | thousands by filing date | |
| ENERGEN CORP | 29265N108 | COM | 357,475 | $17,234,000 | thousands by filing date | |
| TSL 3.5 06/19 | 89628EAC8 | Bond30E/360P2 U | 20,000,000 | $17,189,000 | thousands by filing date | |
| ISTAR FINL INC | 45031UBR1 | NOTE 3.000%11/1 | 16,500,000 | $16,635,000 | thousands by filing date | |
| TRULIA INC | 897888AB9 | NOTE 2.750%12/1 | 10,000,000 | $15,719,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 73,500 | $15,603,000 | thousands by filing date | put |
| U S SILICA HLDGS INC | 90346E103 | COM | 446,105 | $15,377,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 492,100 | $13,631,000 | thousands by filing date | |
| VANECK VECTORS ETF TR | 92189F718 | OIL SVCS ETF | 445,728 | $13,038,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 16,500,000 | $12,759,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 1,297,406 | $12,598,000 | thousands by filing date | |
| RSP PERMIAN INC | 74978Q105 | COM | 346,400 | $12,086,000 | thousands by filing date | |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 11,500,000 | $11,306,000 | thousands by filing date | |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 92,700 | $11,061,000 | thousands by filing date | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 203,700 | $10,258,000 | thousands by filing date | |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 10,000,000 | $10,081,000 | thousands by filing date | |
| NQ MOBILE INC | 64118U108 | ADR REPR CL A | 2,720,900 | $10,067,000 | thousands by filing date | put |
| NORTEL NETWORKS CORP | 656568AE2 | CONV BND | 10,000,000 | $8,738,000 | thousands by filing date | |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 1,500,000 | $8,325,000 | thousands by filing date | call |
| ICONIX BRAND GROUP INC | 451055107 | COM | 1,163,700 | $7,867,000 | thousands by filing date | put |
| QEP RESOURCES INC | 74733V100 | COM | 441,362 | $7,781,000 | thousands by filing date | |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 421,789 | $7,765,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 20,240,000 | $7,684,000 | thousands by filing date | |
| TRINA SOLAR LIMITED | 89628E104 | SPON ADR | 989,900 | $7,662,000 | thousands by filing date | put |
| MARATHON PETE CORP COM | 56585A102 | Stock | 195,914 | $7,437,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 222,333 | $6,950,000 | thousands by filing date | |
| ANW 4 11/1/18 | Y0020QAA9 | Bond 30/360P2 U | 7,500,000 | $6,028,000 | thousands by filing date | |
| CALLON PETE CO DEL | 13123X102 | COM | 533,933 | $5,996,000 | thousands by filing date | |
| ICON 1.5 3/18 | 451055AF4 | Bond 30/360P2 U | 7,000,000 | $5,709,000 | thousands by filing date | |
| OIL STS INTL INC | 678026105 | COM | 172,858 | $5,684,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 7,550 | $5,403,000 | thousands by filing date | |
| SPRINT CORP | 85207U105 | COM SER 1 | 1,165,300 | $5,279,000 | thousands by filing date | put |
| NQ MOBILE INC | 64118UAB4 | Note | 5,370,000 | $4,722,000 | thousands by filing date | |
| CHESAPEAKE ENERGY CORP | 165167CB1 | NOTE 2.250%12/1 | 5,500,000 | $4,466,000 | thousands by filing date | |
| SHIP FINANCE INTL LTD | G81075106 | SHS | 300,000 | $4,422,000 | thousands by filing date | put |
| VANECK ETF TRUST | 92189F791 | JUNIOR GOLD MINE | 102,200 | $4,356,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 55,657 | $4,170,000 | thousands by filing date | |
| BARCLAYS IPTH SRS B S&P SHRT TRM ETN | 06742E711 | IPATH S&P500 VIX | 300,000 | $4,140,000 | thousands by filing date | put |
| AGNICO EAGLE MINES LTD COM | 008474108 | Stock | 76,400 | $4,087,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 250,000 | $3,753,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 67,500 | $3,190,000 | thousands by filing date | put |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 125,000 | $3,046,000 | thousands by filing date | |
| COLONY STARWOOD | 19625X102 | Common Stock | 100,000 | $3,042,000 | thousands by filing date | call |
| LLOYDS BANKING GROUP PLC | 539439AG4 | SDCV 7.500%12/3 | 3,000,000 | $2,930,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $2,922,000 | thousands by filing date | |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 135,353 | $2,886,000 | thousands by filing date | |
| GOGO INC | 38046CAB5 | NOTE 3.750 3/0 | 4,000,000 | $2,701,000 | thousands by filing date | |
| FRONTIER COMMUNICATIONS CORP | 35906A108 | COM | 500,000 | $2,470,000 | thousands by filing date | put |
| GOGO INC | 38046C109 | COM | 292,100 | $2,451,000 | thousands by filing date | put |
| ISHARES TR | 464288752 | US HOME CONS ETF | 80,000 | $2,212,000 | thousands by filing date | |
| SOLARCITY CORP | 83416T100 | COM | 84,200 | $2,015,000 | thousands by filing date | put |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 339,620 | $1,885,000 | thousands by filing date | |
| SEADRILL ORD | G7945E105 | COM | 546,200 | $1,770,000 | thousands by filing date | put |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 117,500 | $1,397,000 | thousands by filing date | put |
| MRC GLOBAL INC | 55345K103 | COM | 53,353 | $758,000 | thousands by filing date | |
| BAXTER INTL INC | 071813109 | COM | 16,100 | $728,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 534,300 | $716,000 | thousands by filing date | put |
| RALPH LAUREN CORP | 751212101 | CL A | 7,200 | $645,000 | thousands by filing date | |
| WATERS CORP COM | 941848103 | Stock | 4,400 | $619,000 | thousands by filing date | |
| CNA FINL CORP | 126117100 | COM | 19,000 | $597,000 | thousands by filing date | |
| STONERIDGE INC | 86183P102 | COMMON STOCK | 35,501 | $530,000 | thousands by filing date | |
| TRIUMPH GROUP INC NEW | 896818101 | COM | 14,711 | $522,000 | thousands by filing date | |
| ACTUANT CORP | 00508X203 | CL A NEW | 22,000 | $497,000 | thousands by filing date | |
| ARTIVION INC | 228903100 | COM | 42,003 | $496,000 | thousands by filing date | |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 10,700 | $495,000 | thousands by filing date | |
| Vitamin Shoppe, Inc. | 92849E101 | COM | 16,100 | $492,000 | thousands by filing date | |
| WINNEBAGO INDS INC | 974637100 | COM | 21,400 | $490,000 | thousands by filing date | |
| LEIDOS HOLDINGS INC COM | 525327102 | Stock | 10,100 | $483,000 | thousands by filing date | |
| BOB EVANS FARMS | 096761101 | COM | 12,626 | $479,000 | thousands by filing date | |
| CDK GLOBAL INC | 12508E101 | COM | 8,100 | $449,000 | thousands by filing date | |
| OCEANEERING INTL INC | 675232102 | COM | 15,000 | $448,000 | thousands by filing date | |
| DIGI INTL INC | 253798102 | COM | 41,700 | $447,000 | thousands by filing date | |
| SPIRIT AIRLS INC | 848577102 | COM | 9,400 | $422,000 | thousands by filing date | |
| GUESS INC COM | 401617105 | Stock | 27,200 | $409,000 | thousands by filing date | |
| SILVER SPRING NETWORKS INC | 82817Q103 | COM | 32,373 | $393,000 | thousands by filing date | |
| SUPERVALU INC | 868536103 | COM | 82,300 | $388,000 | thousands by filing date | |
| UNITED PARKS & RESORTS INC | 81282V100 | COM | 26,900 | $385,000 | thousands by filing date | |
| DANA INC | 235825205 | COM | 35,400 | $374,000 | thousands by filing date | |
| VISTEON CORP | 92839U206 | COM NEW | 5,600 | $369,000 | thousands by filing date | |
| TRINA SOLAR LIMITED | 89628E104 | SPON ADR | 46,700 | $361,000 | thousands by filing date | |
| UNIVAR INC | 91336L107 | COMMON STOCK | 19,000 | $359,000 | thousands by filing date | |
| INVACARE CORP | 461203101 | COMMON STOCK | 11,349 | $138,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-16-076303 | this filing | 2016-08-15 | acceptance time not in the bulk data set |