13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2018-09-30, filed 2018-11-14, with 114 holding rows worth $4,805,215,000.
- Accession
- 0001567619-18-005913
- Filer
- CIK 1315421
- Filed
- 2018-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2018
A holdings report, 119 entries on the cover page, a total value of $4,805,215,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $4,805,215,000 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 |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 5,450,000 | $1,584,424,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 10,000,000 | $1,127,600,000 | thousands by filing date | |
| INVESCO QQQ TR | 46090E103 | COM | 1,394,877 | $259,153,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 5,755,957 | $194,146,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,050,000 | $176,977,000 | thousands by filing date | |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 40,000,000 | $155,229,000 | thousands by filing date | principal |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 2,300,000 | $98,486,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 82,400,000 | $84,308,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167CY1 | NOTE 5.500% 9/1 | 81,500,000 | $80,438,000 | thousands by filing date | principal |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 1,865,000 | $80,045,000 | thousands by filing date | |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 67,889,000 | $78,788,000 | thousands by filing date | principal |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 72,000,000 | $71,501,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 53,500,000 | $51,360,000 | thousands by filing date | principal |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 899,790 | $41,687,000 | thousands by filing date | |
| IMMUNOMEDICS INC | 452907AK4 | NOTE 4.750 2/1 | 8,797,000 | $36,626,000 | thousands by filing date | principal |
| RESTORATION HARDWARE HLDGS I | 761283AD2 | NOTE 6/1 | 29,545,000 | $35,714,000 | thousands by filing date | principal |
| SILVER STD RES INC | 82823LAC0 | NOTE 2.875% 2/0 | 35,968,000 | $35,476,000 | thousands by filing date | principal |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 35,247,000 | $33,303,000 | thousands by filing date | principal |
| GOPRO INC | 38268TAB9 | NOTE 3.500% 4/1 | 30,000,000 | $28,721,000 | thousands by filing date | principal |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 234,448 | $27,481,000 | thousands by filing date | |
| PRECIGEN INC | 46122TAA0 | NOTE 3.500% 7/0 | 23,000,000 | $27,049,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AD7 | BOND | 20,000,000 | $19,841,000 | thousands by filing date | principal |
| CANOPY GROWTH CORP | 138035100 | COM | 400,600 | $19,485,000 | thousands by filing date | principal |
| PRETIUM RES INC | 74139CAB8 | NOTE 2.250% 3/1 | 20,000,000 | $17,872,000 | thousands by filing date | principal |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 175,013 | $16,652,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635AE9 | NOTE 4.250% 2/1 | 16,000,000 | $15,756,000 | thousands by filing date | principal |
| KAMAN CORP | 483548AF0 | BOND | 12,875,000 | $15,103,000 | thousands by filing date | principal |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 14,750,000 | $14,960,000 | thousands by filing date | principal |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 14,636,000 | $14,768,000 | thousands by filing date | principal |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 532,950 | $14,698,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 17,500,000 | $13,441,000 | thousands by filing date | principal |
| SHIP FIN INTL LTD | 824689AG8 | NOTE 4.875% 5/0 | 13,000,000 | $12,991,000 | thousands by filing date | principal |
| ARRAY BIOPHARMA INC | 04269XAB1 | NOTE 2.625%12/0 | 10,000,000 | $12,604,000 | thousands by filing date | principal |
| RESTORATION HARDWARE HLDGS I | 761283AC4 | DBCV 7/1 | 10,000,000 | $12,358,000 | thousands by filing date | principal |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 11,690,000 | $11,484,000 | thousands by filing date | principal |
| TESARO INC | 881569AA5 | NOTE 3.00010/0 | 7,500,000 | $9,997,000 | thousands by filing date | principal |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 8,900,000 | $9,308,000 | thousands by filing date | principal |
| ENCORE CAP EUROPE FIN LTD | 29260UAA5 | BOND | 7,500,000 | $7,704,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 9,000,000 | $7,559,000 | thousands by filing date | principal |
| GENERAL ELEC CO | 369604103 | COM | 650,000 | $7,338,000 | thousands by filing date | |
| DERMIRA INC | 24983LAB0 | NOTE 3.000% 5/1 | 8,500,000 | $7,100,000 | thousands by filing date | principal |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 80,852 | $6,912,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 157,039 | $5,273,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $5,106,000 | thousands by filing date | |
| TWO HARBORS INVENTMENT CORPO | 90187BAA9 | NOTE 6.250% 1/1 | 4,870,000 | $5,016,000 | thousands by filing date | principal |
| OPKO HEALTH INC | 68375N103 | COM | 1,365,900 | $4,726,000 | thousands by filing date | principal |
| PANDORA MEDIA INC | 698354AB3 | NOTE 1.750%12/0 | 4,250,000 | $4,140,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AJ8 | DBCV 0.875% 6/0 | 4,936,000 | $4,044,000 | thousands by filing date | principal |
| MATTEL INC | 577081102 | COM | 250,000 | $3,925,000 | thousands by filing date | |
| GSV CAP CORP | 36191JAC5 | NOTE 4.750% 3/2 | 4,000,000 | $3,826,000 | thousands by filing date | principal |
| Netflix, Inc | 64110L106 | COM | 9,849 | $3,684,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 48,300 | $3,658,000 | thousands by filing date | |
| T-Mobile US,Inc. | 872590104 | COM | 52,133 | $3,658,000 | thousands by filing date | |
| TAKE-TWO INTERACTIVE SOFTWARE COM | 874054109 | Stock | 26,447 | $3,649,000 | thousands by filing date | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 11,180 | $3,643,000 | thousands by filing date | |
| GCI LIBERTY INC COM CLASS A | 36164V305 | Stock | 71,088 | $3,625,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 52,152 | $3,624,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 22,788 | $3,623,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 31,659 | $3,620,000 | thousands by filing date | |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 15,821 | $3,617,000 | thousands by filing date | |
| XPO INC COM | 983793100 | Stock | 31,613 | $3,609,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 16,202 | $3,606,000 | thousands by filing date | |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 9,675 | $3,602,000 | thousands by filing date | |
| WORLDPAY INC | 981558109 | CL A | 35,539 | $3,599,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 37,859 | $3,596,000 | thousands by filing date | |
| Booking Holdings Inc. | 09857L108 | COM | 1,809 | $3,589,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 22,946 | $3,582,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 23,840 | $3,578,000 | thousands by filing date | |
| GODADDY INC CL A | 380237107 | Stock | 42,889 | $3,576,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 13,073 | $3,529,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 1,760 | $3,525,000 | thousands by filing date | |
| IQVIA HLDGS INC COM | 46266C105 | Stock | 27,162 | $3,523,000 | thousands by filing date | |
| CZR | 127686103 | Stock | 342,790 | $3,513,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 12,814 | $3,511,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 2,908 | $3,510,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 16,259 | $3,505,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 21,237 | $3,499,000 | thousands by filing date | |
| SPOTIFYTECHNOLOGYSAF | L8681T102 | STOK | 19,333 | $3,495,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 15,480 | $3,494,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 24,850 | $3,490,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 48,593 | $3,486,000 | thousands by filing date | |
| ZAYO GROUP HLDGS INC COM | 98919V105 | Stock | 100,204 | $3,479,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 35,790 | $3,475,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 59,614 | $3,447,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 16,992 | $3,446,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 18,084 | $3,444,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 20,909 | $3,438,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 15,949 | $3,414,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 30,005 | $3,385,000 | thousands by filing date | |
| PAYPALHLDGSINC | 70450Y103 | STOK | 38,517 | $3,383,000 | thousands by filing date | |
| ALLY FINL INC COM | 02005N100 | Stock | 127,671 | $3,376,000 | thousands by filing date | |
| DOLLAR TREE INC COM | 256746108 | Stock | 41,344 | $3,371,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 94,722 | $3,354,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 99,465 | $3,348,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311107 | CL A | 155,421 | $3,298,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 111,235 | $3,276,000 | thousands by filing date | |
| DOWDUPONT INC | 26078J100 | COM | 49,327 | $3,172,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 59,652 | $3,135,000 | thousands by filing date | |
| TECK RESOURCES LTD CL B | 878742204 | Stock | 115,000 | $2,771,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 115,000 | $2,129,000 | thousands by filing date | |
| INTREXON CORP | 46122T102 | COM | 120,700 | $2,078,000 | thousands by filing date | |
| SHERWIN WILLIAMS CO | 824348106 | COM | 4,200 | $1,911,000 | thousands by filing date | |
| RH | 74967X103 | COM | 14,000 | $1,834,000 | thousands by filing date | |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 375,000 | $1,762,000 | thousands by filing date | principal |
| Intel Corp | 458140100 | COM | 36,785 | $1,739,000 | thousands by filing date | |
| SOUTHERN COPPER CORP | 84265V105 | COM | 40,000 | $1,725,000 | thousands by filing date | |
| ANW 4 11/1/18 | Y0020QAA9 | Bond 30/360P2 U | 2,000,000 | $1,553,000 | thousands by filing date | principal |
| AKORN INC | 009728106 | COM | 112,483 | $1,460,000 | thousands by filing date | |
| Lee Enterprises Inc | 523768109 | COM | 466,128 | $1,235,000 | thousands by filing date | |
| GOLAR LNG PARTNERS LP | Y2745C102 | COM UNITS LPI | 75,000 | $1,074,000 | thousands by filing date | principal |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 15,000 | $1,024,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 5,000 | $870,000 | thousands by filing date | |
| GRAFTECH INTL LTD | 384313508 | COM | 40,000 | $780,000 | thousands by filing date | |
| PEABODY ENGR CORP | 704551100 | COM | 20,000 | $712,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-18-005913 | this filing | 2018-11-14 | acceptance time not in the bulk data set |