13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2018-12-31, filed 2019-02-14, with 65 holding rows worth $2,269,302,000.
- Accession
- 0001567619-19-003911
- Filer
- CIK 1315421
- Filed
- 2019-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2018
A holdings report, 65 entries on the cover page, a total value of $2,269,302,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,269,302,000 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 | 10,000,000 | $1,212,500,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,000,000 | $133,900,000 | thousands by filing date | put |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 82,400,000 | $100,086,000 | thousands by filing date | principal |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 38,500,000 | $93,508,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 62,500,000 | $70,352,000 | thousands by filing date | principal |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 67,889,000 | $67,327,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167CY1 | NOTE 5.500% 9/1 | 78,000,000 | $63,347,000 | thousands by filing date | principal |
| SILVER STD RES INC | 82823LAC0 | NOTE 2.875% 2/0 | 35,968,000 | $35,772,000 | thousands by filing date | principal |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 541,100 | $31,032,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 220,000 | $30,155,000 | thousands by filing date | |
| GOPRO INC | 38268TAB9 | NOTE 3.500% 4/1 | 30,000,000 | $24,725,000 | thousands by filing date | principal |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 480,000 | $22,267,000 | thousands by filing date | put |
| RESTORATION HARDWARE HLDGS I | 761283AC4 | DBCV 7/1 | 19,000,000 | $22,135,000 | thousands by filing date | principal |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 20,000,000 | $20,879,000 | thousands by filing date | principal |
| Microsoft Corp | 594918104 | COM | 200,000 | $20,314,000 | thousands by filing date | |
| REDWOOD TRUST INC | 758075AD7 | BOND | 19,800,000 | $18,741,000 | thousands by filing date | principal |
| PRETIUM RES INC | 74139CAB8 | NOTE 2.250% 3/1 | 20,000,000 | $18,004,000 | thousands by filing date | principal |
| iShares Russell 2000 ETF | 464287655 | SHS | 126,000 | $16,871,000 | thousands by filing date | |
| PRECIGEN INC | 46122TAA0 | NOTE 3.500% 7/0 | 23,000,000 | $16,339,000 | thousands by filing date | principal |
| CANADIAN SOLAR INC | 136635AE9 | NOTE 4.250% 2/1 | 16,000,000 | $15,786,000 | thousands by filing date | principal |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 14,750,000 | $14,866,000 | thousands by filing date | principal |
| Bank of America Corp | 060505104 | COM | 600,000 | $14,784,000 | thousands by filing date | |
| KAMAN CORP | 483548AF0 | BOND | 12,875,000 | $13,669,000 | thousands by filing date | principal |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 14,636,000 | $13,509,000 | thousands by filing date | principal |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 17,500,000 | $13,497,000 | thousands by filing date | principal |
| ARRAY BIOPHARMA INC | 04269XAB1 | NOTE 2.625%12/0 | 10,000,000 | $12,170,000 | thousands by filing date | principal |
| SHIP FIN INTL LTD | 824689AG8 | NOTE 4.875% 5/0 | 13,000,000 | $11,741,000 | thousands by filing date | principal |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 12,000,000 | $11,194,000 | thousands by filing date | principal |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 250,000 | $9,550,000 | thousands by filing date | |
| CONTURA ENERGY INC | 21241B100 | COM | 144,584 | $9,504,000 | thousands by filing date | |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 8,900,000 | $8,286,000 | thousands by filing date | principal |
| IQIYI INC SPONSORED ADS | 46267X108 | ADR | 500,000 | $7,435,000 | thousands by filing date | put |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 9,000,000 | $7,042,000 | thousands by filing date | principal |
| DERMIRA INC | 24983LAB0 | NOTE 3.000% 5/1 | 8,500,000 | $6,582,000 | thousands by filing date | principal |
| ENCORE CAP EUROPE FIN LTD | 29260UAA5 | BOND | 7,500,000 | $6,063,000 | thousands by filing date | principal |
| DHT HOLDINGS INC | 23335SAB2 | DEBT 4.50010/0 | 5,784,000 | $5,694,000 | thousands by filing date | principal |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $5,643,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635109 | COM | 387,200 | $5,552,000 | thousands by filing date | put |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 650,000 | $4,511,000 | thousands by filing date | put |
| MCDERMOTT INTL INC COM | 580037703 | Stock | 650,000 | $4,251,000 | thousands by filing date | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 177,350 | $4,224,000 | thousands by filing date | |
| PANDORA MEDIA INC | 698354AB3 | NOTE 1.750%12/0 | 4,250,000 | $4,036,000 | thousands by filing date | principal |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 100,000 | $3,906,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AJ8 | DBCV 0.875% 6/0 | 4,936,000 | $3,752,000 | thousands by filing date | principal |
| ENCORE CAP GROUP INC | 292554102 | COM | 140,000 | $3,290,000 | thousands by filing date | put |
| TILRAY INC | 88688T100 | COM CL 2 | 40,000 | $2,821,000 | thousands by filing date | put |
| KAMAN CORP-CLASS A | 483548103 | COM | 50,000 | $2,804,000 | thousands by filing date | put |
| Verastem Inc 5.00 per cent 11-2048 | 92337CAA2 | NOTE 5.000%11/0 | 3,500,000 | $2,760,000 | thousands by filing date | principal |
| CANOPY GROWTH CORP | 138035100 | COM | 100,000 | $2,687,000 | thousands by filing date | put |
| MATTEL INC | 577081102 | COM | 250,000 | $2,497,000 | thousands by filing date | put |
| SCORPIO TANKERS INC | 80918TAB5 | NOTE 3.000% 5/1 | 3,000,000 | $2,378,000 | thousands by filing date | principal |
| GENERAL ELEC CO | 369604103 | COM | 300,000 | $2,271,000 | thousands by filing date | |
| GREENLIGHT CAPITAL RE LTD A | G4095J109 | COMMON STOCK | 237,300 | $2,045,000 | thousands by filing date | put |
| GSV CAP CORP | 36191JAC5 | NOTE 4.750% 3/2 | 1,725,000 | $1,496,000 | thousands by filing date | principal |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 375,000 | $1,470,000 | thousands by filing date | put |
| Lee Enterprises Inc | 523768109 | COM | 666,128 | $1,405,000 | thousands by filing date | |
| TEEKAY CORPORATION | Y8564W103 | COM | 294,800 | $984,000 | thousands by filing date | put |
| TALOS ENERGY INC | 87484T108 | COM | 52,620 | $858,000 | thousands by filing date | |
| GOLAR LNG PARTNERS LP | Y2745C102 | COM UNITS LPI | 75,000 | $810,000 | thousands by filing date | put |
| INTREXON CORP | 46122T102 | COM | 120,700 | $789,000 | thousands by filing date | |
| NII HLDGS INC COM PAR $0.001 | 62913F508 | CS | 146,000 | $643,000 | thousands by filing date | |
| CARVANA CO CL A | 146869102 | Stock | 18,000 | $588,000 | thousands by filing date | put |
| TEEKAY CORPORATION | Y8564W103 | COM | 170,000 | $567,000 | thousands by filing date | call |
| SEADRILL LTD | G7998G106 | COM | 46,199 | $450,000 | thousands by filing date | |
| AURORA CANNABIS INC | 05156X108 | COMMON STOCK-FO | 38,000 | $188,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-19-003911 | this filing | 2019-02-14 | acceptance time not in the bulk data set |