13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2017-09-30, filed 2017-11-14, with 56 holding rows worth $4,764,542,000.
- Accession
- 0001140361-17-042303
- Filer
- CIK 1315421
- Filed
- 2017-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2017
A holdings report, 56 entries on the cover page, a total value of $4,764,542,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $4,764,542,000 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 | $1,884,490,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 4,000,000 | $592,720,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 1,950,000 | $489,899,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 1,100,000 | $276,353,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,800,000 | $266,724,000 | thousands by filing date | call |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 80,250,000 | $88,211,000 | thousands by filing date | |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 64,052,000 | $85,890,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 69,699,000 | $73,857,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 2,270,000 | $73,049,000 | thousands by filing date | call |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 40,000,000 | $70,876,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 50,000,000 | $61,453,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,312,514 | $59,802,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 52,000,000 | $56,890,000 | thousands by filing date | |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 350,000 | $50,908,000 | thousands by filing date | call |
| SILVER STD RES INC | 82823LAC0 | NOTE 2.875% 2/0 | 44,218,000 | $44,358,000 | thousands by filing date | |
| ARRAY BIOPHARMA INC | 04269XAA3 | NOTE 3.000% 6/0 | 23,500,000 | $42,576,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 950,000 | $39,606,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 550,100 | $37,671,000 | thousands by filing date | |
| ALPS ETF TR | 00162Q866 | ALERIAN MLP | 3,214,286 | $36,064,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 1,541,258 | $35,387,000 | thousands by filing date | |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 33,849,000 | $34,180,000 | thousands by filing date | |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 30,568,000 | $33,575,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 29,881,000 | $29,791,000 | thousands by filing date | |
| IMMUNOMEDICS INC | 452907AK4 | NOTE 4.750 2/1 | 8,797,000 | $24,910,000 | thousands by filing date | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 743,400 | $24,421,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 20,000,000 | $22,384,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 500,000 | $22,020,000 | thousands by filing date | call |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 20,000,000 | $20,047,000 | thousands by filing date | |
| BLACKSTONE MTG TR INC | 09257WAA8 | NOTE 5.250pcnt12/0 | 16,332,000 | $18,631,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 600,000 | $15,204,000 | thousands by filing date | |
| EXCHANGE TRADED CONCEPTS TRU | 301505707 | ROBO GLB ETF | 389,960 | $15,084,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 85,000 | $12,595,000 | thousands by filing date | |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 11,500,000 | $11,930,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 250,000 | $10,423,000 | thousands by filing date | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 230,936 | $10,348,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 10,000,000 | $9,858,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 566,329 | $9,554,000 | thousands by filing date | |
| GOGO INC | 38046CAB5 | NOTE 3.750 3/0 | 10,000,000 | $9,171,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 11,000,000 | $9,112,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 155,000 | $6,826,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 180,000 | $6,136,000 | thousands by filing date | |
| ANW 4 11/1/18 | Y0020QAA9 | Bond 30/360P2 U | 6,000,000 | $5,689,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AG4 | DBCV 0.750% 6/0 | 5,500,000 | $5,278,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 15,000 | $5,117,000 | thousands by filing date | put |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 300,000 | $4,299,000 | thousands by filing date | put |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $4,070,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469207 | COM NEW | 90,000 | $3,470,000 | thousands by filing date | put |
| GOGO INC | 38046C109 | COM | 250,000 | $2,953,000 | thousands by filing date | put |
| IAC INTERACTIVECORP | 44919P508 | COM | 18,500 | $2,175,000 | thousands by filing date | |
| SUNPOWER CORP | 867652406 | COM | 225,000 | $1,640,000 | thousands by filing date | put |
| SUNPOWER CORP | 867652AJ8 | DBCV 0.875% 6/0 | 2,000,000 | $1,582,000 | thousands by filing date | |
| ENDO INTL PLC | G30401106 | SHS | 150,000 | $1,285,000 | thousands by filing date | put |
| Lee Enterprises Inc | 523768109 | COM | 551,128 | $1,212,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 50,000 | $1,115,000 | thousands by filing date | |
| WAYFAIR INC | 94419L101 | CL A | 13,500 | $910,000 | thousands by filing date | |
| CZR | 127686103 | Stock | 57,149 | $763,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-042303 | this filing | 2017-11-14 | acceptance time not in the bulk data set |