13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2017-12-31, filed 2018-02-14, with 118 holding rows worth $3,837,961,000.
- Accession
- 0001140361-18-007457
- Filer
- CIK 1315421
- Filed
- 2018-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2017
A holdings report, 118 entries on the cover page, a total value of $3,837,961,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $3,837,961,000 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 | $1,916,575,000 | thousands by filing date | call |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 5,518,600 | $481,553,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 1,500,000 | $400,290,000 | thousands by filing date | call |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 64,616,000 | $85,480,000 | thousands by filing date | |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 80,250,000 | $85,057,000 | thousands by filing date | |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 40,000,000 | $60,138,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 641,166 | $58,647,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 50,000,000 | $58,235,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 701,686 | $50,704,000 | thousands by filing date | |
| SILVER STD RES INC | 82823LAC0 | NOTE 2.875% 2/0 | 44,218,000 | $43,438,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 38,247,000 | $41,380,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 1,305,800 | $36,445,000 | thousands by filing date | |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 33,849,000 | $33,913,000 | thousands by filing date | |
| ALPS ETF TR | 00162Q866 | ALERIAN MLP | 2,850,000 | $30,752,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 29,881,000 | $29,643,000 | thousands by filing date | |
| IMMUNOMEDICS INC | 452907AK4 | NOTE 4.750 2/1 | 8,797,000 | $28,605,000 | thousands by filing date | |
| HERBALIFE LTD | 42703MAB9 | NOTE 2.000% 8/1 | 25,000,000 | $25,084,000 | thousands by filing date | |
| CZR | 127686103 | Stock | 1,777,504 | $22,485,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 500,000 | $20,225,000 | thousands by filing date | |
| BLACKSTONE MTG TR INC | 09257WAA8 | NOTE 5.250pcnt12/0 | 16,332,000 | $19,229,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 823,661 | $19,142,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 20,000,000 | $18,864,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 400,000 | $14,548,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 146,392 | $14,447,000 | thousands by filing date | |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 90,391 | $14,079,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 248,844 | $11,726,000 | thousands by filing date | |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 11,500,000 | $11,661,000 | thousands by filing date | |
| ARRAY BIOPHARMA INC | 04269XAB1 | NOTE 2.625%12/0 | 10,000,000 | $11,326,000 | thousands by filing date | |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 12,956,000 | $10,348,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 10,000,000 | $9,953,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 83,672 | $9,797,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 11,000,000 | $9,352,000 | thousands by filing date | |
| GOGO INC | 38046CAB5 | NOTE 3.750 3/0 | 7,000,000 | $6,381,000 | thousands by filing date | |
| VANECK VECTORS ETF TR | 92189F718 | OIL SVCS ETF | 200,000 | $5,210,000 | thousands by filing date | |
| TWO HARBORS INVENTMENT CORPO | 90187BAA9 | NOTE 6.250% 1/1 | 4,870,000 | $5,122,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 15,000 | $4,670,000 | thousands by filing date | put |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $4,382,000 | thousands by filing date | |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 1,025,000 | $4,367,000 | thousands by filing date | put |
| ANW 4 11/1/18 | Y0020QAA9 | Bond 30/360P2 U | 4,250,000 | $4,087,000 | thousands by filing date | |
| GOLAR LNG PARTNERS LP | Y2745C102 | COM UNITS LPI | 150,000 | $3,420,000 | thousands by filing date | put |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 275,000 | $2,937,000 | thousands by filing date | put |
| RADIUS HEALTH INC | 750469207 | COM NEW | 90,000 | $2,859,000 | thousands by filing date | put |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 75,265 | $2,711,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 21,177 | $2,651,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 68,018 | $2,645,000 | thousands by filing date | |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 45,005 | $2,608,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 16,985 | $2,600,000 | thousands by filing date | |
| PRICE T ROWE GROUP INC COM | 74144T108 | Stock | 24,495 | $2,570,000 | thousands by filing date | |
| EXTRA SPACE STORAGE INC COM | 30225T102 | REIT | 29,286 | $2,561,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 30,176 | $2,524,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 59,755 | $2,523,000 | thousands by filing date | |
| CINCINNATI FINL CORP COM | 172062101 | Stock | 33,464 | $2,509,000 | thousands by filing date | |
| Stryker Corporation | 863667101 | COM | 16,200 | $2,508,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 50,417 | $2,507,000 | thousands by filing date | |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 9,523 | $2,466,000 | thousands by filing date | |
| KIMCO REALTY CORP COM | 49446R109 | REIT | 135,093 | $2,452,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 10,412 | $2,451,000 | thousands by filing date | |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 30,021 | $2,434,000 | thousands by filing date | |
| Marsh & McLennan Companies,Inc. | 571748102 | COM | 29,696 | $2,417,000 | thousands by filing date | |
| VENTAS INC COM | 92276F100 | REIT | 39,006 | $2,341,000 | thousands by filing date | |
| INTERCEPT PHARMACEUTICALS IN | 45845P108 | COM | 40,000 | $2,337,000 | thousands by filing date | put |
| SEMPRA COM | 816851109 | Stock | 20,778 | $2,222,000 | thousands by filing date | |
| XL GROUP LTD | G98294104 | COM | 63,002 | $2,215,000 | thousands by filing date | |
| Lee Enterprises Inc | 523768109 | COM | 916,128 | $2,153,000 | thousands by filing date | |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 100,000 | $2,078,000 | thousands by filing date | put |
| SUNPOWER CORP | 867652406 | COM | 225,000 | $1,897,000 | thousands by filing date | put |
| Mallinckrodt Plc | G5785G107 | SHS | 80,000 | $1,805,000 | thousands by filing date | put |
| SUNPOWER CORP | 867652AJ8 | DBCV 0.875% 6/0 | 2,000,000 | $1,556,000 | thousands by filing date | |
| ENDO INTL PLC | G30401106 | SHS | 175,000 | $1,356,000 | thousands by filing date | put |
| XPO INC COM | 983793100 | Stock | 12,947 | $1,186,000 | thousands by filing date | |
| NEXSTAR MEDIA GROUP INC COMMON STOCK | 65336K103 | Stock | 15,026 | $1,175,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 18,342 | $1,113,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 19,736 | $1,105,000 | thousands by filing date | |
| ALLY FINL INC COM | 02005N100 | Stock | 37,893 | $1,105,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 37,411 | $1,104,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 27,457 | $1,100,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 5,459 | $1,082,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 10,108 | $1,081,000 | thousands by filing date | |
| FLEETCOR TECHNOLOGIES INC | 339041105 | COM | 5,558 | $1,070,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 50,000 | $1,061,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 16,054 | $1,059,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 4,550 | $1,040,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 13,816 | $1,028,000 | thousands by filing date | |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 3,743 | $1,028,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 878 | $1,027,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 4,545 | $1,023,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 8,973 | $1,023,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 11,945 | $1,022,000 | thousands by filing date | |
| ADIENT PLC | G0084W101 | ORD SHS | 12,844 | $1,011,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 952 | $1,003,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 29,994 | $1,001,000 | thousands by filing date | |
| DOWDUPONT INC | 26078J100 | COM | 14,033 | $999,000 | thousands by filing date | |
| GODADDY INC CL A | 380237107 | Stock | 19,806 | $996,000 | thousands by filing date | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 2,955 | $993,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 13,933 | $990,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 12,161 | $988,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 8,440 | $986,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 5,096 | $978,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 5,776 | $977,000 | thousands by filing date | |
| SBA COMMUNICATIONS CORP CL A | 78410G104 | REIT | 5,958 | $973,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 5,499 | $970,000 | thousands by filing date | |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 33,933 | $966,000 | thousands by filing date | |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 4,093 | $959,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 8,008 | $959,000 | thousands by filing date | |
| DXC TECHNOLOGY CO COM | 23355L106 | Stock | 10,099 | $958,000 | thousands by filing date | |
| EQUINIX INC COM | 29444U700 | REIT | 2,109 | $956,000 | thousands by filing date | |
| LIBERTY BROADBAND CORP | 530307305 | COM SER C | 11,140 | $949,000 | thousands by filing date | |
| PAYPALHLDGSINC | 70450Y103 | STOK | 12,858 | $947,000 | thousands by filing date | |
| IAC INTERACTIVECORP | 44919P508 | COM | 7,733 | $946,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 9,191 | $940,000 | thousands by filing date | |
| IQVIA HLDGS INC COM | 46266C105 | Stock | 9,582 | $938,000 | thousands by filing date | |
| BROADCOM LTD | Y09827109 | SHS | 3,615 | $929,000 | thousands by filing date | |
| LIBERTY INTERACTIVE CORP | 53071M856 | LBT VEN COM A NE | 17,109 | $928,000 | thousands by filing date | |
| TAKE-TWO INTERACTIVE SOFTWARE COM | 874054109 | Stock | 8,402 | $922,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 5,238 | $903,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 20,243 | $832,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 7,830 | $821,000 | thousands by filing date | |
| COMSTOCK RES INC COM | 205768302 | Stock | 18,669 | $158,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-18-007457 | this filing | 2018-02-14 | acceptance time not in the bulk data set |