13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2019-09-30, filed 2019-11-14, with 94 holding rows worth $3,064,494,000.
- Accession
- 0001567619-19-021507
- Filer
- CIK 1315421
- Filed
- 2019-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2019
A holdings report, 94 entries on the cover page, a total value of $3,064,494,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $3,064,494,000 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 | 6,725,000 | $933,900,000 | thousands by filing date | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 2,140,000 | $323,867,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 764,000 | $226,732,000 | thousands by filing date | call |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 39,450,000 | $147,613,000 | thousands by filing date | principal |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 84,032,000 | $127,399,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 106,829,000 | $104,529,000 | thousands by filing date | principal |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 1,598,268 | $98,165,000 | thousands by filing date | |
| TESLA INC | 88160RAG6 | NOTE 2.000% 5/1 | 89,000,000 | $90,630,000 | thousands by filing date | principal |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,500,000 | $70,000,000 | thousands by filing date | put |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 67,316,000 | $67,452,000 | thousands by filing date | principal |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 888,010 | $52,570,000 | thousands by filing date | |
| RESTORATION HARDWARE HLDGS I | 761283AC4 | DBCV 7/1 | 28,575,000 | $42,427,000 | thousands by filing date | principal |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 1,001,200 | $42,180,000 | thousands by filing date | |
| CHESAPEAKE ENERGY CORP | 165167CY1 | NOTE 5.500% 9/1 | 45,485,000 | $27,224,000 | thousands by filing date | principal |
| Salesforce.com, Inc | 79466L302 | COM | 180,000 | $26,719,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 185,000 | $25,720,000 | thousands by filing date | |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 27,100,000 | $23,646,000 | thousands by filing date | principal |
| Caterpillar Inc. | 149123101 | COM | 186,000 | $23,493,000 | thousands by filing date | |
| DHT HOLDINGS INC | 23335SAD8 | NOTE 4.500% 8/1 | 19,350,000 | $22,115,000 | thousands by filing date | principal |
| GOPRO INC | 38268TAB9 | NOTE 3.500% 4/1 | 21,000,000 | $21,244,000 | thousands by filing date | principal |
| GDS HLDGS LTD | 36165LAB4 | NOTE 2.000% 6/0 | 19,675,000 | $20,423,000 | thousands by filing date | principal |
| SILVER STD RES INC | 82823LAC0 | NOTE 2.875% 2/0 | 19,870,000 | $20,121,000 | thousands by filing date | principal |
| ZILLOW GROUP INC | 98954MAB7 | NOTE 2.000%12/0 | 18,900,000 | $18,813,000 | thousands by filing date | principal |
| PRETIUM RES INC | 74139CAB8 | NOTE 2.250% 3/1 | 17,000,000 | $17,766,000 | thousands by filing date | principal |
| KAMAN CORP | 483548AF0 | BOND | 15,375,000 | $17,532,000 | thousands by filing date | principal |
| IQIYI INC SPONSORED ADS | 46267X108 | ADR | 1,041,000 | $16,791,000 | thousands by filing date | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 544,000 | $15,232,000 | thousands by filing date | |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 15,075,000 | $15,166,000 | thousands by filing date | principal |
| PRECIGEN INC | 46122TAA0 | NOTE 3.500% 7/0 | 24,000,000 | $15,094,000 | thousands by filing date | principal |
| TEVA PHARMACEUTICAL FIN LLC | 88163VAE9 | DBCV 0.250% 2/0 | 16,525,000 | $15,005,000 | thousands by filing date | principal |
| SHIP FIN INTL LTD | 824689AG8 | NOTE 4.875% 5/0 | 13,325,000 | $14,527,000 | thousands by filing date | principal |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 14,575,000 | $14,424,000 | thousands by filing date | principal |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 16,000,000 | $13,775,000 | thousands by filing date | principal |
| Boeing Company | 097023105 | COM | 35,000 | $13,316,000 | thousands by filing date | |
| OPKO HEALTH INC | 68375NAD5 | NOTE 4.500% 2/1 | 15,550,000 | $12,823,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AD7 | BOND | 12,500,000 | $12,717,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 42,850 | $12,716,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 300,000 | $12,261,000 | thousands by filing date | put |
| CALIFORNIA RES CORP | 13057Q206 | COM NEW | 1,196,800 | $12,207,000 | thousands by filing date | put |
| SCORPIO TANKERS INC | 80918TAB5 | NOTE 3.000% 5/1 | 10,650,000 | $11,281,000 | thousands by filing date | principal |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 95,600 | $10,836,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 90,000 | $10,592,000 | thousands by filing date | |
| Uber Technologies | 90353T100 | COM | 341,600 | $10,408,000 | thousands by filing date | put |
| APHRIA INC | 03765K104 | COM | 1,945,600 | $10,097,000 | thousands by filing date | put |
| GREENLIGHT CAPITAL RE LTD | 395366AB3 | CONVERTIBLE BOND | 10,000,000 | $9,433,000 | thousands by filing date | principal |
| Broadcom Inc. | 11135F101 | COM | 33,000 | $9,110,000 | thousands by filing date | |
| ISHARES INC MSCI HONG KG ETF | 464286871 | MSCI HONG KG ETF | 400,000 | $9,080,000 | thousands by filing date | |
| TRANSOCEAN INC | 893830BJ7 | DEB 0.500% 1/3 | 10,500,000 | $8,739,000 | thousands by filing date | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 175,000 | $8,646,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 50,000 | $8,600,000 | thousands by filing date | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 200,000 | $8,544,000 | thousands by filing date | |
| NIO INC SPON ADS | 62914V106 | ADR | 5,166,100 | $8,057,000 | thousands by filing date | put |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 45,000 | $7,525,000 | thousands by filing date | |
| CONTURA ENERGY INC | 21241B100 | COM | 265,958 | $7,436,000 | thousands by filing date | |
| GOPRO INC | 38268T103 | CL A | 1,385,100 | $7,181,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 30,000 | $6,960,000 | thousands by filing date | |
| BAOZUN INC ADR | 06684L103 | SPONSORED ADR | 162,600 | $6,943,000 | thousands by filing date | put |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 7,450,000 | $6,809,000 | thousands by filing date | principal |
| Merck & Co.,Inc. | 58933Y105 | COM | 80,000 | $6,734,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $6,340,000 | thousands by filing date | |
| MFA FINL INC | 55272XAA0 | BOND | 6,000,000 | $6,177,000 | thousands by filing date | principal |
| Verizon Communications Inc | 92343V104 | COM | 100,000 | $6,036,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 26,000 | $5,389,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 600,000 | $5,364,000 | thousands by filing date | |
| CANOPY GROWTH CORP | 138035100 | COM | 231,600 | $5,310,000 | thousands by filing date | put |
| High Templar Tech Limit | 747798106 | COM | 750,000 | $5,167,000 | thousands by filing date | put |
| NOVAVAX INC | 670002AB0 | NOTE 3.750% 2/0 | 11,850,000 | $5,039,000 | thousands by filing date | principal |
| TWO HARBORS INVENTMENT CORPO | 90187BAA9 | NOTE 6.250% 1/1 | 4,870,000 | $4,994,000 | thousands by filing date | principal |
| EXXON MOBIL CORP | 30231G102 | COM | 60,000 | $4,236,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 45,000 | $4,226,000 | thousands by filing date | |
| ACCELERATE DIAGNOSTICS INC | 00430HAB8 | NOTE 2.500% 3/1 | 5,000,000 | $4,162,000 | thousands by filing date | principal |
| ENPHASE ENERGY INC COM | 29355A107 | Stock | 166,359 | $3,698,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 135,000 | $3,435,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 20,000 | $3,288,000 | thousands by filing date | |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 450,000 | $3,006,000 | thousands by filing date | put |
| Whiting Petroleum Corpora | 966387409 | COM NEW | 370,000 | $2,971,000 | thousands by filing date | put |
| GOLAR LNG LTD | G9456A100 | SHS | 210,000 | $2,727,000 | thousands by filing date | put |
| WHITING PETE CORP NEW | 966387AL6 | NOTE 1.250% 4/0 | 2,348,000 | $2,302,000 | thousands by filing date | principal |
| AURORA CANNABIS INC | 05156X108 | COMMON STOCK-FO | 502,000 | $2,203,000 | thousands by filing date | put |
| TALOS ENERGY INC | 87484T108 | COM | 104,963 | $2,133,000 | thousands by filing date | |
| Verastem Inc 5.00 per cent 11-2048 | 92337CAA2 | NOTE 5.000%11/0 | 3,675,000 | $1,731,000 | thousands by filing date | principal |
| Citigroup Inc. | 172967424 | COM | 20,000 | $1,381,000 | thousands by filing date | |
| NOBLE CORP PLC | G65431101 | SHS USD | 1,066,700 | $1,354,000 | thousands by filing date | put |
| AURORA CANNABIS INC | C0534LAA3 | DEBT 5.500 2/2 | 1,500,000 | $1,328,000 | thousands by filing date | principal |
| NOVAVAX INC | 670002401 | COM NEW | 250,000 | $1,255,000 | thousands by filing date | put |
| TILRAY INC | 88688T100 | COM CL 2 | 50,300 | $1,244,000 | thousands by filing date | put |
| NIO INC | G6525FAA0 | DEBT 4.500% 2/0 | 4,350,000 | $1,196,000 | thousands by filing date | principal |
| BEST INC | 08653C106 | SPONSORED ADS | 226,504 | $1,195,000 | thousands by filing date | |
| NATURAL RESOURCE PARTNERS LP | 63900P608 | COM UNIT LTD PAR | 44,500 | $1,128,000 | thousands by filing date | put |
| MCDERMOTT INTL INC COM | 580037703 | Stock | 485,500 | $980,000 | thousands by filing date | put |
| EAGLE BULK SHIPPING INC | Y21898AA2 | DEBT 5.000% 8/0 | 628,000 | $670,000 | thousands by filing date | principal |
| IQIYI INC | G4939KAA4 | DEBT 3.75012/0 | 625,000 | $620,000 | thousands by filing date | principal |
| RH | 74967X103 | COM | 2,856 | $487,000 | thousands by filing date | |
| NII HLDGS INC COM PAR $0.001 | 62913F508 | CS | 192,700 | $377,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-19-021507 | this filing | 2019-11-14 | acceptance time not in the bulk data set |