13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2018-03-31, filed 2018-05-15, with 106 holding rows worth $1,873,360,000.
- Accession
- 0001140361-18-023485
- Filer
- CIK 1315421
- Filed
- 2018-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2018
A holdings report, 106 entries on the cover page, a total value of $1,873,360,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,873,360,000 with VALUE read as thousands by filing date, 13F file number 028-11610. A later restatement replaced it, so the quarter does not use it. 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 | 5,000,000 | $628,950,000 | thousands by filing date | call |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 85,250,000 | $85,039,000 | thousands by filing date | |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 67,616,000 | $79,621,000 | thousands by filing date | |
| CHESAPEAKE ENERGY CORP | 165167CY1 | NOTE 5.500% 9/1 | 81,500,000 | $70,350,000 | thousands by filing date | |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 40,000,000 | $58,675,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 616,166 | $58,277,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 50,000,000 | $52,204,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 759,283 | $51,183,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 388,190 | $45,418,000 | thousands by filing date | |
| SILVER STD RES INC | 82823LAC0 | NOTE 2.875% 2/0 | 44,218,000 | $43,817,000 | thousands by filing date | |
| HERBALIFE LTD | 42703MAB9 | NOTE 2.000% 8/1 | 35,000,000 | $42,438,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 47,247,000 | $42,433,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 403,546 | $40,875,000 | thousands by filing date | |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 254,964 | $40,827,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 1,355,000 | $37,357,000 | thousands by filing date | |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 33,849,000 | $33,888,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 29,881,000 | $29,331,000 | thousands by filing date | |
| IMMUNOMEDICS INC | 452907AK4 | NOTE 4.750 2/1 | 8,797,000 | $25,972,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 23,440,000 | $25,221,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 450,000 | $20,196,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 119,800 | $20,100,000 | thousands by filing date | put |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 125,000 | $20,016,000 | thousands by filing date | call |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 18,000,000 | $18,517,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 17,500,000 | $17,693,000 | thousands by filing date | |
| PRETIUM RES INC | 74139CAB8 | NOTE 2.250% 3/1 | 20,000,000 | $16,708,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 750,000 | $16,485,000 | thousands by filing date | |
| ALPS ETF TR | 00162Q866 | ALERIAN MLP | 1,700,000 | $15,929,000 | thousands by filing date | |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 14,750,000 | $14,938,000 | thousands by filing date | |
| DHT HOLDINGS INC | 23335SAB2 | DEBT 4.50010/0 | 15,000,000 | $14,565,000 | thousands by filing date | |
| ARRAY BIOPHARMA INC | 04269XAB1 | NOTE 2.625%12/0 | 10,000,000 | $13,363,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 76,676 | $12,865,000 | thousands by filing date | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 100,000 | $11,700,000 | thousands by filing date | put |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 12,956,000 | $10,398,000 | thousands by filing date | |
| VALE S A | 91912E105 | SPONSORED ADS | 770,000 | $9,794,000 | thousands by filing date | put |
| MONSANTO CO NEW | 61166W101 | COM | 78,640 | $9,177,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 11,000,000 | $8,824,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 200,000 | $7,130,000 | thousands by filing date | put |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 650,000 | $6,435,000 | thousands by filing date | put |
| GOGO INC | 38046CAB5 | NOTE 3.750 3/0 | 7,000,000 | $6,264,000 | thousands by filing date | |
| AKORN INC | 009728106 | COM | 300,000 | $5,613,000 | thousands by filing date | call |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 50,000 | $5,337,000 | thousands by filing date | |
| CALIFORNIA RES CORP | 13057Q206 | COM NEW | 5,000,000 | $5,092,000 | thousands by filing date | |
| TWO HARBORS INVENTMENT CORPO | 90187BAA9 | NOTE 6.250% 1/1 | 4,870,000 | $5,066,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $4,852,000 | thousands by filing date | |
| GSV CAP CORP | 36191JAC5 | NOTE 4.750% 3/2 | 4,000,000 | $4,008,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 15,000 | $3,992,000 | thousands by filing date | put |
| SUNPOWER CORP | 867652AJ8 | DBCV 0.875% 6/0 | 4,936,000 | $3,847,000 | thousands by filing date | |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 200,000 | $3,184,000 | thousands by filing date | put |
| EXACT SCIENCES CORP | 30063PAA3 | NOTE 1.000% 1/1 | 3,500,000 | $3,109,000 | thousands by filing date | |
| IRIDIUM COMMUNICATIONS INC | 46269C102 | COM | 250,000 | $2,813,000 | thousands by filing date | put |
| ANW 4 11/1/18 | Y0020QAA9 | Bond 30/360P2 U | 3,000,000 | $2,734,000 | thousands by filing date | |
| MATTEL INC | 577081102 | COM | 200,000 | $2,630,000 | thousands by filing date | put |
| GOLAR LNG PARTNERS LP | Y2745C102 | COM UNITS LPI | 150,000 | $2,567,000 | thousands by filing date | put |
| ENDO INTL PLC | G30401106 | SHS | 390,000 | $2,317,000 | thousands by filing date | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 38,663 | $1,867,000 | thousands by filing date | |
| Lee Enterprises Inc | 523768109 | COM | 916,128 | $1,786,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 2,000,000 | $1,762,000 | thousands by filing date | |
| GOGO INC | 38046C109 | COM | 200,000 | $1,726,000 | thousands by filing date | put |
| AKORN INC | 009728106 | COM | 67,000 | $1,254,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 8,693 | $1,092,000 | thousands by filing date | |
| Booking Holdings Inc. | 09857L108 | COM | 524 | $1,090,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 19,736 | $1,082,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 20,243 | $1,055,000 | thousands by filing date | |
| XPO INC COM | 983793100 | Stock | 10,321 | $1,051,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 29,994 | $1,050,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 6,169 | $1,038,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 4,550 | $1,037,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 3,497 | $1,033,000 | thousands by filing date | |
| ServiceNow,Inc. | 81762P102 | COM | 6,234 | $1,031,000 | thousands by filing date | |
| ALLY FINL INC COM | 02005N100 | Stock | 37,893 | $1,029,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 13,931 | $1,020,000 | thousands by filing date | |
| DXC TECHNOLOGY CO COM | 23355L106 | Stock | 10,099 | $1,015,000 | thousands by filing date | |
| GODADDY INC CL A | 380237107 | Stock | 16,265 | $999,000 | thousands by filing date | |
| NEXSTAR MEDIA GROUP INC COMMON STOCK | 65336K103 | Stock | 15,026 | $999,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 5,690 | $997,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 952 | $987,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 4,932 | $984,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 7,292 | $983,000 | thousands by filing date | |
| FLEETCOR TECHNOLOGIES INC | 339041105 | COM | 4,850 | $982,000 | thousands by filing date | |
| PAYPALHLDGSINC | 70450Y103 | STOK | 12,858 | $976,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 8,135 | $973,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229607 | COM C SIRIUSXM | 23,815 | $973,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 10,632 | $970,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 667 | $965,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 5,696 | $963,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 18,342 | $961,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 5,238 | $961,000 | thousands by filing date | |
| LIBERTY BROADBAND CORP | 530307305 | COM SER C | 11,140 | $955,000 | thousands by filing date | |
| ADIENT PLC | G0084W101 | ORD SHS | 15,798 | $944,000 | thousands by filing date | |
| ZAYO GROUP HLDGS INC COM | 98919V105 | Stock | 27,533 | $941,000 | thousands by filing date | |
| IQVIA HLDGS INC COM | 46266C105 | Stock | 9,582 | $940,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 27,457 | $938,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 8,524 | $937,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 31,221 | $936,000 | thousands by filing date | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 13,875 | $936,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 13,816 | $933,000 | thousands by filing date | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 2,955 | $920,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 2,804 | $919,000 | thousands by filing date | |
| GCI LIBERTY INC COM CLASS A | 36164V305 | Stock | 17,109 | $904,000 | thousands by filing date | |
| DOWDUPONT INC | 26078J100 | COM | 14,033 | $894,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 5,499 | $879,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 15,793 | $875,000 | thousands by filing date | |
| CZR | 127686103 | Stock | 76,336 | $859,000 | thousands by filing date | |
| BROADCOM LTD | Y09827109 | SHS | 3,615 | $852,000 | thousands by filing date | |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 20,683 | $837,000 | thousands by filing date | |
| COMSTOCK RES INC COM | 205768302 | Stock | 18,669 | $136,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-18-023485 | this filing | 2018-05-15 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001140361-18-023767 | base | 2018-05-15 | acceptance time not in the bulk data set |