13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2017-03-31, filed 2017-05-15, with 96 holding rows worth $2,546,293,000.
- Accession
- 0001140361-17-020225
- Filer
- CIK 1315421
- Filed
- 2017-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2017
A holdings report, 96 entries on the cover page, a total value of $2,546,293,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,546,293,000 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 | $1,246,560,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,500,000 | $206,220,000 | thousands by filing date | put |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 58,757,000 | $93,129,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 73,699,000 | $80,537,000 | thousands by filing date | |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 35,750,000 | $70,606,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 61,000,000 | $63,544,000 | thousands by filing date | |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 61,250,000 | $61,244,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 35,500,000 | $45,673,000 | thousands by filing date | |
| SILVER STD RES INC | 82823LAC0 | NOTE 2.875% 2/0 | 43,911,000 | $43,161,000 | thousands by filing date | |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 33,568,000 | $36,393,000 | thousands by filing date | |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 33,849,000 | $34,150,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 119,800 | $33,340,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 126,500 | $29,821,000 | thousands by filing date | |
| ISHARES INC MSCI GERMANY ETF | 464286806 | MSCI GERMANY ETF | 1,000,000 | $28,750,000 | thousands by filing date | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 1,000,000 | $23,730,000 | thousands by filing date | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 312,500 | $21,844,000 | thousands by filing date | |
| TWO HARBORS INVENTMENT CORPO | 90187BAA9 | NOTE 6.250% 1/1 | 20,000,000 | $20,492,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 15,000,000 | $19,689,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 298,900 | $19,446,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 140,000 | $19,247,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 15,000,000 | $16,633,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W422 | INDIA ERNGS FD | 662,475 | $15,986,000 | thousands by filing date | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 505,100 | $15,903,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 640,900 | $15,209,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 15,000,000 | $15,158,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 15,381,000 | $14,927,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 370,000 | $13,853,000 | thousands by filing date | |
| BLACKSTONE MTG TR INC | 09257WAA8 | NOTE 5.250pcnt12/0 | 10,460,000 | $12,042,000 | thousands by filing date | |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 11,500,000 | $11,848,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 290,000 | $11,423,000 | thousands by filing date | |
| iShares MSCI Japan ETF | 46434G822 | SHS | 200,000 | $10,300,000 | thousands by filing date | call |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 13,000,000 | $10,193,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 176,500 | $9,633,000 | thousands by filing date | |
| ANW 4 11/1/18 | Y0020QAA9 | Bond 30/360P2 U | 7,500,000 | $8,331,000 | thousands by filing date | |
| SEADRILL ORD | G7945E105 | COM | 3,282,400 | $5,416,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 102,800 | $5,388,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AG4 | DBCV 0.750% 6/0 | 5,500,000 | $5,100,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 150,000 | $4,563,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 56,100 | $4,172,000 | thousands by filing date | |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 128,600 | $4,165,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 70,800 | $4,134,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 39,000 | $4,131,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 78,200 | $4,131,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 77,300 | $4,121,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 50,900 | $4,101,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 64,600 | $4,093,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 95,400 | $4,087,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 44,000 | $4,081,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 96,000 | $4,074,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 41,600 | $4,065,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 49,400 | $4,051,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 36,000 | $4,049,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 35,600 | $4,030,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 61,800 | $4,027,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 45,300 | $4,026,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 64,800 | $4,018,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 31,800 | $3,961,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 24,000 | $3,936,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $3,564,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 65,300 | $3,351,000 | thousands by filing date | |
| VISTEON CORP | 92839U206 | COM NEW | 31,100 | $3,046,000 | thousands by filing date | |
| BRINKS CO | 109696104 | COM | 53,200 | $2,844,000 | thousands by filing date | |
| DANA INC | 235825205 | COM | 134,400 | $2,595,000 | thousands by filing date | |
| iShares MSCI Japan ETF | 46434G822 | SHS | 50,000 | $2,575,000 | thousands by filing date | |
| MARVELL TECHNOLOGY GROUP LTD | G5876H105 | ORD | 168,300 | $2,568,000 | thousands by filing date | |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 44,300 | $2,564,000 | thousands by filing date | |
| TABLEAU SOFTWARE INC | 87336U105 | CL A | 51,300 | $2,542,000 | thousands by filing date | |
| CDK GLOBAL INC | 12508E101 | COM | 39,000 | $2,535,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 100,000 | $2,281,000 | thousands by filing date | |
| ANALOGIC CORP | 032657207 | COM | 29,000 | $2,201,000 | thousands by filing date | |
| CNA FINL CORP | 126117100 | COM | 48,400 | $2,138,000 | thousands by filing date | |
| TRIUMPH GROUP INC NEW | 896818101 | COM | 82,411 | $2,122,000 | thousands by filing date | |
| FLOWSERVE CORP | 34354P105 | COM | 43,000 | $2,082,000 | thousands by filing date | |
| UNIVAR INC | 91336L107 | COMMON STOCK | 65,998 | $2,023,000 | thousands by filing date | |
| GUESS INC COM | 401617105 | Stock | 179,700 | $2,004,000 | thousands by filing date | |
| F5 INC COM | 315616102 | Stock | 13,900 | $1,982,000 | thousands by filing date | |
| SUNPOWER CORP | 867652406 | COM | 305,000 | $1,861,000 | thousands by filing date | put |
| RALPH LAUREN CORP | 751212101 | CL A | 22,000 | $1,796,000 | thousands by filing date | |
| ACTUANT CORP | 00508X203 | CL A NEW | 66,900 | $1,763,000 | thousands by filing date | |
| WINNEBAGO INDS INC | 974637100 | COM | 56,500 | $1,653,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AJ8 | DBCV 0.875% 6/0 | 2,000,000 | $1,522,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 29,500 | $1,452,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 24,000 | $1,311,000 | thousands by filing date | |
| TERRAFORM POWER INC | 88104R100 | Common Stock | 105,000 | $1,299,000 | thousands by filing date | |
| SUPERVALU INC | 868536103 | COM | 311,300 | $1,202,000 | thousands by filing date | |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 48,000 | $1,165,000 | thousands by filing date | |
| SILVER SPRING NETWORKS INC | 82817Q103 | COM | 96,419 | $1,089,000 | thousands by filing date | |
| FRANCESCAS HLDGS CORP | 351793104 | COM | 70,500 | $1,082,000 | thousands by filing date | |
| SPDR S&P Homebuilders ETF | 78464A888 | SHS | 25,000 | $931,000 | thousands by filing date | |
| REVLON INC | 761525609 | OPT | 24,425 | $680,000 | thousands by filing date | |
| Lee Enterprises Inc | 523768109 | COM | 151,128 | $393,000 | thousands by filing date | |
| U S SILICA HLDGS INC | 90346E103 | COM | 8,000 | $384,000 | thousands by filing date | |
| KEANE GROUP INC | 48669A108 | COM | 16,000 | $229,000 | thousands by filing date | |
| NORTH ATLANTIC DRI ORDF | g6613p129 | COM | 135,500 | $229,000 | thousands by filing date | put |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 13,200 | $206,000 | thousands by filing date | |
| PRECISION DRILLING CORP | 74022D308 | COM 2010 | 20,000 | $94,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-020225 | this filing | 2017-05-15 | acceptance time not in the bulk data set |