13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2016-12-31, filed 2017-02-14, with 83 holding rows worth $2,446,274,000.
- Accession
- 0001140361-17-006392
- Filer
- CIK 1315421
- Filed
- 2017-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2016
A holdings report, 83 entries on the cover page, a total value of $2,446,274,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,446,274,000 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 | 10,500,000 | $1,150,905,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 2,500,000 | $337,125,000 | thousands by filing date | put |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 57,257,000 | $118,303,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 67,699,000 | $73,877,000 | thousands by filing date | |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 40,500,000 | $63,913,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 287,600 | $61,457,000 | thousands by filing date | put |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 58,268,000 | $54,044,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 1,250,000 | $43,388,000 | thousands by filing date | put |
| SWAY 4.5 10/17 | 85571WAD1 | Bond 30/360P2 U | 34,005,000 | $36,415,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 32,500,000 | $35,417,000 | thousands by filing date | |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 30,568,000 | $33,396,000 | thousands by filing date | |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 32,919,000 | $33,066,000 | thousands by filing date | |
| SILVER STD RES INC | 82823LAC0 | NOTE 2.875% 2/0 | 26,000,000 | $24,078,000 | thousands by filing date | |
| TSL 3.5 06/19 | 89628EAC8 | Bond30E/360P2 U | 25,000,000 | $23,962,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 1,000,000 | $23,250,000 | thousands by filing date | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 276,800 | $20,849,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 352,500 | $18,760,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 15,000,000 | $17,364,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 15,000,000 | $15,402,000 | thousands by filing date | |
| TRINA SOLAR LIMITED | 89628E104 | SPON ADR | 1,618,200 | $15,049,000 | thousands by filing date | put |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 15,000,000 | $14,951,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 15,381,000 | $14,330,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 16,775,000 | $11,879,000 | thousands by filing date | |
| BLACKSTONE MTG TR INC | 09257WAA8 | NOTE 5.250pcnt12/0 | 10,460,000 | $11,694,000 | thousands by filing date | |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 11,500,000 | $11,682,000 | thousands by filing date | |
| SEADRILL ORD | G7945E105 | COM | 3,413,900 | $11,641,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 85,000 | $11,462,000 | thousands by filing date | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 382,000 | $10,241,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W422 | INDIA ERNGS FD | 499,000 | $10,080,000 | thousands by filing date | |
| EXELIXIS INC COM | 30161Q104 | Stock | 663,180 | $9,888,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 225,000 | $9,320,000 | thousands by filing date | |
| ANW 4 11/1/18 | Y0020QAA9 | Bond 30/360P2 U | 7,500,000 | $7,767,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 300,000 | $6,366,000 | thousands by filing date | |
| Knight Capital Group, Inc. | 48244B100 | common stock | 480,000 | $6,360,000 | thousands by filing date | put |
| NQ MOBILE INC | 64118U108 | ADR REPR CL A | 1,812,600 | $5,837,000 | thousands by filing date | put |
| SUNPOWER CORP | 867652AG4 | DBCV 0.750% 6/0 | 5,665,000 | $5,144,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 202,800 | $4,715,000 | thousands by filing date | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 100,000 | $4,397,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $3,461,000 | thousands by filing date | |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 200,000 | $2,968,000 | thousands by filing date | put |
| CONSOL ENERGY INC | 20854P109 | COM | 150,000 | $2,735,000 | thousands by filing date | put |
| UNIVAR INC | 91336L107 | COMMON STOCK | 92,998 | $2,638,000 | thousands by filing date | |
| UNITED PARKS & RESORTS INC | 81282V100 | COM | 135,200 | $2,559,000 | thousands by filing date | |
| DANA INC | 235825205 | COM | 134,400 | $2,551,000 | thousands by filing date | |
| VISTEON CORP | 92839U206 | COM NEW | 31,100 | $2,499,000 | thousands by filing date | |
| CNA FINL CORP | 126117100 | COM | 58,400 | $2,424,000 | thousands by filing date | |
| ANALOGIC CORP | 032657207 | COM | 29,000 | $2,406,000 | thousands by filing date | |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 44,300 | $2,368,000 | thousands by filing date | |
| BOB EVANS FARMS | 096761101 | COM | 44,216 | $2,353,000 | thousands by filing date | |
| MARVELL TECHNOLOGY GROUP LTD | G5876H105 | ORD | 168,300 | $2,334,000 | thousands by filing date | |
| SPIRIT AIRLS INC | 848577102 | COM | 40,300 | $2,332,000 | thousands by filing date | |
| CDK GLOBAL INC | 12508E101 | COM | 39,000 | $2,328,000 | thousands by filing date | |
| BRINKS CO | 109696104 | COM | 53,200 | $2,195,000 | thousands by filing date | |
| TRIUMPH GROUP INC NEW | 896818101 | COM | 82,411 | $2,184,000 | thousands by filing date | |
| SUNPOWER CORP | 867652406 | COM | 330,000 | $2,181,000 | thousands by filing date | put |
| GUESS INC COM | 401617105 | Stock | 179,700 | $2,174,000 | thousands by filing date | |
| TABLEAU SOFTWARE INC | 87336U105 | CL A | 51,300 | $2,162,000 | thousands by filing date | |
| Vitamin Shoppe, Inc. | 92849E101 | COM | 85,100 | $2,021,000 | thousands by filing date | |
| RALPH LAUREN CORP | 751212101 | CL A | 22,000 | $1,987,000 | thousands by filing date | |
| FRANCESCAS HLDGS CORP | 351793104 | COM | 108,700 | $1,960,000 | thousands by filing date | |
| WINNEBAGO INDS INC | 974637100 | COM | 56,500 | $1,788,000 | thousands by filing date | |
| TRINA SOLAR LIMITED | 89628E104 | SPON ADR | 187,413 | $1,743,000 | thousands by filing date | |
| ACTUANT CORP | 00508X203 | CL A NEW | 66,900 | $1,736,000 | thousands by filing date | |
| SILVER SPRING NETWORKS INC | 82817Q103 | COM | 124,419 | $1,656,000 | thousands by filing date | |
| STONERIDGE INC | 86183P102 | COMMON STOCK | 85,537 | $1,513,000 | thousands by filing date | |
| SUPERVALU INC | 868536103 | COM | 311,300 | $1,454,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AJ8 | DBCV 0.875% 6/0 | 2,000,000 | $1,339,000 | thousands by filing date | |
| CONSOL ENERGY INC | 20854P109 | COM | 67,500 | $1,231,000 | thousands by filing date | |
| REVLON INC | 761525609 | OPT | 36,425 | $1,062,000 | thousands by filing date | |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 9,300 | $1,005,000 | thousands by filing date | |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 35,800 | $1,004,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 11,800 | $992,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 8,400 | $989,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 15,150 | $989,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 16,600 | $987,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 9,500 | $985,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 16,800 | $982,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 47,000 | $973,000 | thousands by filing date | |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 13,200 | $969,000 | thousands by filing date | |
| VERSO CORP | 92531L207 | CL A | 100,000 | $710,000 | thousands by filing date | |
| GOGO INC | 38046C109 | COM | 76,500 | $705,000 | thousands by filing date | |
| Lee Enterprises Inc | 523768109 | COM | 151,128 | $438,000 | thousands by filing date | |
| NORTH ATLANTIC DRI ORDF | g6613p129 | COM | 135,500 | $430,000 | thousands by filing date | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-006392 | this filing | 2017-02-14 | acceptance time not in the bulk data set |