13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2017-06-30, filed 2017-08-14, with 87 holding rows worth $3,813,444,000.
- Accession
- 0001140361-17-031673
- Filer
- CIK 1315421
- Filed
- 2017-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2017
A holdings report, 87 entries on the cover page, a total value of $3,813,444,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $3,813,444,000 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 | 15,500,000 | $1,829,310,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 4,500,000 | $634,140,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 1,000,000 | $241,800,000 | thousands by filing date | put |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 75,000,000 | $94,401,000 | thousands by filing date | |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 63,052,000 | $93,273,000 | thousands by filing date | |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 80,250,000 | $91,905,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 73,699,000 | $79,958,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 1,060,864 | $68,871,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,734,292 | $67,455,000 | thousands by filing date | |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 35,750,000 | $62,541,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 52,000,000 | $52,588,000 | thousands by filing date | |
| ISHARES INC MSCI TAIWAN ETF | 46434G772 | MSCI TAIWAN ETF | 1,200,000 | $42,912,000 | thousands by filing date | put |
| SILVER STD RES INC | 82823LAC0 | NOTE 2.875% 2/0 | 43,911,000 | $42,844,000 | thousands by filing date | |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 33,568,000 | $35,749,000 | thousands by filing date | |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 33,849,000 | $34,360,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 29,881,000 | $29,841,000 | thousands by filing date | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 743,400 | $23,863,000 | thousands by filing date | |
| BARCLAYS BK PLC | 06740Q252 | IPATH S&P500 VIX | 1,750,000 | $22,330,000 | thousands by filing date | put |
| WISDOMTREE TR | 97717W422 | INDIA ERNGS FD | 870,525 | $21,337,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 21,000,000 | $20,766,000 | thousands by filing date | |
| ALPS ETF TR | 00162Q866 | ALERIAN MLP | 1,700,300 | $20,336,000 | thousands by filing date | |
| BLACKSTONE MTG TR INC | 09257WAA8 | NOTE 5.250pcnt12/0 | 16,332,000 | $18,913,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 650,000 | $14,352,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 37,800 | $13,669,000 | thousands by filing date | put |
| IMMUNOMEDICS INC | 452907AK4 | NOTE 4.750 2/1 | 7,000,000 | $12,833,000 | thousands by filing date | |
| BARCLAYS BK PLC | 06740Q252 | IPATH S&P500 VIX | 1,000,000 | $12,760,000 | thousands by filing date | call |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 11,500,000 | $12,044,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 85,000 | $11,978,000 | thousands by filing date | |
| TWO HARBORS INVENTMENT CORPO | 90187BAA9 | NOTE 6.250% 1/1 | 10,900,000 | $11,467,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 13,000,000 | $11,240,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 168,000 | $6,954,000 | thousands by filing date | |
| GOGO INC | 38046CAB5 | NOTE 3.750 3/0 | 7,000,000 | $6,354,000 | thousands by filing date | |
| ANW 4 11/1/18 | Y0020QAA9 | Bond 30/360P2 U | 6,000,000 | $5,824,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AG4 | DBCV 0.750% 6/0 | 5,500,000 | $5,292,000 | thousands by filing date | |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 600,000 | $4,938,000 | thousands by filing date | put |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $3,757,000 | thousands by filing date | |
| SUNPOWER CORP | 867652406 | COM | 305,000 | $2,849,000 | thousands by filing date | put |
| iShares MSCI Japan ETF | 46434G822 | SHS | 50,000 | $2,683,000 | thousands by filing date | |
| BHP BILLITON- ADR | 05545E209 | SPONSORED ADR | 81,567 | $2,509,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AJ8 | DBCV 0.875% 6/0 | 2,000,000 | $1,585,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 7,500 | $1,292,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 13,600 | $1,243,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 6,700 | $1,242,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 14,700 | $1,215,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 13,600 | $1,207,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 49,500 | $1,201,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 5,400 | $1,198,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 640 | $1,197,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 15,800 | $1,196,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 4,300 | $1,194,000 | thousands by filing date | |
| DANA INC | 235825205 | COM | 53,300 | $1,190,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 26,100 | $1,183,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 16,600 | $1,175,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 4,800 | $1,167,000 | thousands by filing date | |
| C&J ENERGY SVCS INC NEW | 12674R100 | COM | 34,000 | $1,165,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 18,100 | $1,160,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 8,900 | $1,156,000 | thousands by filing date | |
| MARVELL TECHNOLOGY GROUP LTD | G5876H105 | ORD | 69,300 | $1,145,000 | thousands by filing date | |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 19,200 | $1,140,000 | thousands by filing date | |
| SUPERVALU INC | 868536103 | COM | 334,700 | $1,101,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 35,500 | $1,060,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 25,000 | $993,000 | thousands by filing date | |
| TECHNIPFMC PLC COM | G87110105 | Stock | 35,500 | $966,000 | thousands by filing date | |
| CNA FINL CORP | 126117100 | COM | 18,800 | $917,000 | thousands by filing date | |
| TWO HARBORS INVESTMENT CORP | 90187B101 | COMMON STOCK | 91,000 | $902,000 | thousands by filing date | |
| FLOWSERVE CORP | 34354P105 | COM | 17,600 | $817,000 | thousands by filing date | |
| F5 INC COM | 315616102 | Stock | 6,400 | $813,000 | thousands by filing date | |
| PROPETRO HLDG CORP | 74347M108 | COM | 57,600 | $804,000 | thousands by filing date | |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 77,000 | $788,000 | thousands by filing date | |
| TABLEAU SOFTWARE INC | 87336U105 | CL A | 12,700 | $778,000 | thousands by filing date | |
| WEIGHT WATCHERS INTL INC | 948626106 | COM | 21,300 | $712,000 | thousands by filing date | |
| TRIUMPH GROUP INC NEW | 896818101 | COM | 20,811 | $658,000 | thousands by filing date | |
| U S SILICA HLDGS INC | 90346E103 | COM | 17,900 | $635,000 | thousands by filing date | |
| REVLON INC | 761525609 | OPT | 26,025 | $617,000 | thousands by filing date | |
| BRINKS CO | 109696104 | COM | 9,100 | $610,000 | thousands by filing date | |
| CORE LABORATORIES N V | N22717107 | COM | 6,000 | $608,000 | thousands by filing date | |
| SILVER SPRING NETWORKS INC | 82817Q103 | COM | 52,919 | $597,000 | thousands by filing date | |
| HELMERICH & PAYNE INC | 423452101 | COM | 10,000 | $543,000 | thousands by filing date | |
| FRANCESCAS HLDGS CORP | 351793104 | COM | 44,700 | $489,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 25,000 | $479,000 | thousands by filing date | |
| SEADRILL ORD | G7945E105 | COM | 1,315,300 | $474,000 | thousands by filing date | put |
| IMPAX LABORATORIES INC | 45256B101 | COM | 24,200 | $390,000 | thousands by filing date | |
| RALPH LAUREN CORP | 751212101 | CL A | 5,200 | $384,000 | thousands by filing date | |
| Lee Enterprises Inc | 523768109 | COM | 184,528 | $351,000 | thousands by filing date | |
| DNOW INC | 67011P100 | COMMON STOCK | 20,000 | $322,000 | thousands by filing date | |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 20,000 | $209,000 | thousands by filing date | |
| NORTH ATLANTIC DRI ORDF | g6613p129 | COM | 135,500 | $180,000 | thousands by filing date | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-031673 | this filing | 2017-08-14 | acceptance time not in the bulk data set |