InvestorGraham Capital Management, L.P.
Portfolio Value $ 2,684,132,000
Current Positions83
Opened Positions5
Closed Positions29


Latest Holdings, Performance, AUM (from 13F, 13D)

Graham Capital Management, L.P. - Portfolio Value

Graham Capital Management, L.P. has disclosed 83 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 2,684,132,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Graham Capital Management, L.P.'s top holdings are SPDR Gold Shares (NYSE:GLD) , Tesla Motors, Inc. Convertible Bond 0.250% Due 3/1/2019 (88160RAB7) , iShares Russell 2000 ETF (NYSE:IWM) , Advanced Micro Devices, Inc. Bond 2.125%, 9/1/2026 (007903BD8) , and SPDR Financial Select Sector ETF (NYSE:XLF) . Graham Capital Management, L.P.'s new positions include iShares MSCI EAFE ETF (NYSE:EFA) , Colony Capital, Inc. Bond (19624RAB2) , Dermira Inc Bond (24983LAB0) , NXP Semiconductors N.V. (NASDAQ:NXPI) , and Pandora Media, Inc. Bond (698354AB3) .

All Graham Capital Management, L.P. holdings are listed in the following tables. Data is sourced from 13D/13G, 13F, and N-Q filings. Green rows indicate new positions. Red rows indicate closed positions.

This form was filed on August 14, 2018. Click the link icon to see the full transaction history.

Reporting
Period
Form Security Opt Imputed
Share Price
Prev
Shares
Current
Shares
Change
(Percent)
Prev Value
($1000)
Current Value
($1000)
Change
(Percent)
2018-06-30 13F-HR ADBE / Adobe Systems, Inc. 243.78 4,217 1,028
2018-06-30 13F-HR 001546AP5 / AK Steel Holding Corp. 1.5% Bond due 2019-11-15 67,616,000 79,621 77,316 -2.89
2018-06-30 13F-HR ARRAY BIOPHARMA INC / Note (04269XAB1) 13,464
2018-06-30 13F-HR LNG / Cheniere Energy, Inc. 65.13 15,999 1,042
2018-06-30 13F-HR CHTR / Charter Communications, Inc. 293.06 2,955 3,716 25.75 920 1,089 18.37
2018-06-30 13F-HR BRK.B / Berkshire Hathaway, Inc. 186.49 4,932 5,121 3.83 984 955 -2.95
2018-06-30 13F-HR CHESAPEAKE ENERGY CORP / Note (165167CY1) 83,245
2018-06-30 13F-HR 19624RAB2 / Colony Capital, Inc. Bond 11,420
2018-06-30 13F-HR 205768AN4 / Comstock Resources, Inc. Bond 1,043
2018-06-30 13F-HR 24983LAB0 / Dermira Inc Bond 7,003
2018-06-30 13F-HR EXACT SCIENCES CORP / DBCV 1.000% 1/1 (30063PAA3) 8,938
2018-06-30 13F-HR GOLAR LNG LTD / Note (38046YAB7) 19,586
2018-06-30 13F-HR GOPRO INC / Note (38268TAB9) 27,702
2018-06-30 13F-HR GSV CAP CORP / Note (36191JAC5) 3,829
2018-06-30 13F-HR XON / Intrexon Corp. 13.94 130,000 1,812
2018-06-30 13F-HR KAMAN CORP / Note (483548AF0) 15,594
2018-06-30 13F-HR LEG / Leggett & Platt, Inc. 44.61 11,926 532
2018-06-30 13F-HR NFLX / Netflix, Inc. 391.35 3,497 3,097 -11.44 1,033 1,212 17.33
2018-06-30 13F-HR NXPI / NXP Semiconductors N.V. Call 109.26 58,000 6,337
2018-06-30 13F-HR PANW / Palo Alto Networks, Inc. 205.34 4,977 1,022
2018-06-30 13F-HR 698354AB3 / Pandora Media, Inc. Bond 4,065
2018-06-30 13F-HR PRETIUM RES INC / Note (74139CAB8) 17,398
2018-06-30 13F-HR SENSEONICS HLDGS INC / Note (81727UAA3) 9,194
2018-06-30 13F-HR SHIP FIN INTL LTD / Note (824689AG8) 13,448
2018-06-30 13F-HR 82823LAC0 / Silver Standard Resources, Inc. Bond 44,218,000 43,817 43,809 -0.02
2018-06-30 13F-HR STMP / Stamps.com, Inc. 252.96 4,048 1,024
2018-06-30 13F-HR TPX / Tempur Sealy International, Inc. 47.96 10,508 504
2018-06-30 13F-HR XOP / SPDR S&P Oil & Gas Exploration & Production ETF 43.02 0 22,500 0 968
2018-06-30 13F-HR TDG / Transdigm Group, Inc. 344.95 0 3,041 0 1,049
2018-06-30 13F-HR VICI / Vici Properties Inc 20.63 51,333 1,059
2018-06-30 13F-HR GDX / VanEck Vectors Gold Miners ETF 22.31 750,000 430,000 -42.67 16,485 9,593 -41.81
2018-06-30 13F-HR WP / Worldpay, Inc. 81.71 12,275 1,003
2018-06-30 13F-HR GOOGL / Alphabet Inc. 1,128.66 952 956 0.42 987 1,079 9.32
2018-06-30 13F-HR 92763WAA1 / Vipshop Holdings, Inc. Bond 23,440,000 25,221 23,122 -8.32
2018-06-30 13F-HR 88160RAB7 / Tesla Motors, Inc. Convertible Bond 0.250% Due 3/1/2019 85,250,000 85,039 114,815 35.01
2018-06-30 13F-HR 83416TAA8 / SolarCity Corp 2.75% Bond due 2018-11-01 29,881,000 29,331 24,651 -15.96
2018-06-30 13F-HR RSX / VanEck Vectors ETF TR 21.23 0 65,000 0 1,380
2018-06-30 13F-HR BABA / Alibaba Group Holding Limited 185.40 5,238 5,259 0.40 961 975 1.46
2018-06-30 13F-HR APC / Anadarko Petroleum Corp. 73.24 0 14,228 0 1,042
2018-06-30 13F-HR BA / Boeing Company (The) 2,804 0 -100.00 919 0 -100.00
2018-06-30 13F-HR DVMT / Dell Technologies Inc. 84.53 13,931 12,741 -8.54 1,020 1,077 5.59
2018-06-30 13F-HR GLIBA / GCI Liberty, Inc. Class A 45.07 17,109 22,874 33.70 904 1,031 14.05
2018-06-30 13F-HR ENDP / Endo International plc Put 9.43 390,000 390,000 0.00 2,317 3,677 58.70
2018-06-30 13F-HR INVESCO QQQ TR / UNIT SER 1 (46090E103) Call 171.65 300,000 51,495
2018-06-30 13F-HR INVESCO QQQ TR / UNIT SER 1 (46090E103) 171.65 336,691 57,793
2018-06-30 13F-HR TUR / iShares MSCI Turkey ETF 30.13 7,500 226
2018-06-30 13F-HR EFA / iShares MSCI EAFE ETF Call 66.97 1,000,000 66,970
2018-06-30 13F-HR IBB / iShares Nasdaq Biotechnology ETF 109.82 50,000 50,000 0.00 5,337 5,491 2.89
2018-06-30 13F-HR 42703MAB9 / Herbalife Ltd. 2.0% Bond due 2019-08-15 35,000,000 42,438 45,287 6.71
2018-06-30 13F-HR REDWOOD TR INC / Note (758075AD7) 19,704
2018-06-30 13F-HR ORCL / Oracle Corp. 44.04 0 28,500 0 1,255
2018-06-30 13F-HR 88160RAD3 / Tesla Motors, Inc. Bond 2.375% Due 3/15/2022 50,000,000 52,204 36,392 -30.29
2018-06-30 13F-HR EEM / iShares MSCI Emerging Markets ETF Put 43.33 0 250,000 0 10,832
2018-06-30 13F-HR AET / Aetna, Inc. 183.42 5,696 5,719 0.40 963 1,049 8.93
2018-06-30 13F-HR ADNT / Adient plc 15,798 0 -100.00 944 0 -100.00
2018-06-30 13F-HR STZ / Constellation Brands, Inc. 218.70 4,550 4,568 0.40 1,037 999 -3.66
2018-06-30 13F-HR NXST / Nexstar Broadcasting Group, Inc. 73.39 15,026 14,526 -3.33 999 1,066 6.71
2018-06-30 13F-HR NXPI / NXP Semiconductors N.V. 109.26 388,190 112,151 -71.11 45,418 12,254 -73.02
2018-06-30 13F-HR 749772AB5 / Rwt Holdings 5.625 15nov19 Bond 14,750,000 14,938 14,997 0.39
2018-06-30 13F-HR XLE / SPDR Energy Select Sector ETF 75.89 759,283 9,500 -98.75 51,183 721 -98.59
2018-06-30 13F-HR 007903BD8 / Advanced Micro Devices, Inc. Bond 2.125%, 9/1/2026 40,000,000 58,675 79,651 35.75
2018-06-30 13F-HR XPO / XPO Logistics, Inc. 100.08 10,321 9,263 -10.25 1,051 927 -11.80
2018-06-30 13F-HR XLF / SPDR Financial Select Sector ETF 26.59 1,355,000 2,961,568 118.57 37,357 78,748 110.80
2018-06-30 13F-HR Y0020QAA9 / Aegean Marine Petroleum Network, Inc. Bond 3,000,000 2,734 1,005 -63.24
2018-06-30 13F-HR CELG / Celgene Corp. 79.36 0 6,326 0 502
2018-06-30 13F-HR XLY / SPDR Consumer Discretionary Select Sector ETF 109.30 403,546 533,416 32.18 40,875 58,302 42.63
2018-06-30 13F-HR XLV / SPDR Health Care Select Sector ETF 83.46 0 122,892 0 10,256
2018-06-30 13F-HR EWZ / iShares MSCI Brazil Capped ETF 32.04 450,000 50,000 -88.89 20,196 1,602 -92.07
2018-06-30 13F-HR 867652AJ8 / SunPower Corp. Bond 4,936,000 3,847 3,918 1.85
2018-06-30 13F-HR GDDY / GoDaddy Inc. 70.56 16,265 14,074 -13.47 999 993 -0.60
2018-06-30 13F-HR 452907AK4 / Immunomedics, Inc. Bond 4.750% 2/1 8,797,000 25,972 41,232 58.76
2018-06-30 13F-HR CMCSA / Comcast Corp. 32.78 27,457 30,687 11.76 938 1,006 7.25
2018-06-30 13F-HR CRM / Salesforce.com, Inc. 136.32 0 7,908 0 1,078
2018-06-30 13F-HR MSFT / Microsoft Corp. 98.56 10,632 10,420 -1.99 970 1,027 5.88
2018-06-30 13F-HR FLT / FleetCor Technologies, Inc. 210.47 4,850 4,870 0.41 982 1,025 4.38
2018-06-30 13F-HR CZR / Caesars Entertainment Corporation 10.70 76,336 76,647 0.41 859 820 -4.54
2018-06-30 13F-HR FB / Facebook, Inc. 194.17 5,499 5,521 0.40 879 1,072 21.96
2018-06-30 13F-HR 867652AL3 / SunPower Corp. Bond 11,000,000 8,824 7,334 -16.89
2018-06-30 13F-HR CSIQ / Canadian Solar Inc. Put 12.24 0 1,043,500 0 12,772
2018-06-30 13F-HR BKNG / Booking Holdings Inc. 2,026.75 524 486 -7.25 1,090 985 -9.63
2018-06-30 13F-HR 88163VAE9 / Teva Pharmaceutical Fin Llc Bond 2,000,000 1,762 1,854 5.22
2018-06-30 13F-HR PYPL / PayPal Holdings, Inc. 83.20 12,858 12,428 -3.34 976 1,034 5.94
2018-06-30 13F-HR LSXMK / Liberty Media, Sirius XM Group Series C 45.34 23,815 21,569 -9.43 973 978 0.51
2018-06-30 13F-HR AVGO / Broadcom Limited 242.60 3,615 4,254 17.68 852 1,032 21.13
2018-06-30 13F-HR 136635AE9 / Canadian Solar Inc. Bond 0 0 15,524
2018-06-30 13F-HR NRG / NRG Energy, Inc. 30.69 0 29,786 0 914
2018-06-30 13F-HR 750469AA6 / Radius Health, Inc. Bond 17,500,000 17,693 16,289 -7.94
2018-06-30 13F-HR MGM / MGM Resorts International 29.02 29,994 31,047 3.51 1,050 901 -14.19
2018-06-30 13F-HR ADSK / Autodesk, Inc. 130.96 8,693 7,231 -16.82 1,092 947 -13.28
2018-06-30 13F-HR BAC / Bank of America Corp. 28.18 31,221 33,182 6.28 936 935 -0.11
2018-06-30 13F-HR VALE / Vale S.A. Put 12.82 770,000 350,000 -54.55 9,794 4,487 -54.19
2018-06-30 13F-HR MA / MasterCard Incorporated 196.47 5,690 5,273 -7.33 997 1,036 3.91
2018-06-30 13F-HR LEE / Lee Enterprises, Inc. 2.85 916,128 916,128 0.00 1,786 2,610 46.14
2018-06-30 13F-HR AGN / Allergan plc 166.61 6,169 6,194 0.41 1,038 1,032 -0.58
2018-06-30 13F-HR RIG / Transocean, Inc. Put 13.44 650,000 650,000 0.00 6,435 8,736 35.76
2018-06-30 13F-HR V / Visa, Inc. 132.39 8,135 7,727 -5.02 973 1,023 5.14
2018-06-30 13F-HR 947075AH0 / Weatherford International plc Bond 47,247,000 42,433 46,757 10.19
2018-06-30 13F-HR GE / General Electric Co. 13.61 0 400,000 0 5,444
2018-06-30 13F-HR JPM / JPMorgan Chase & Co. 104.15 8,524 9,035 5.99 937 941 0.43
2018-06-30 13F-HR AAPL / Apple, Inc. 185.01 76,676 5,389 -92.97 12,865 997 -92.25
2018-06-30 13F-HR AMZN / Amazon.com, Inc. 1,698.59 667 637 -4.50 965 1,082 12.12
2018-06-30 13F-HR MU / Micron Technology, Inc. 52.43 20,243 18,806 -7.10 1,055 986 -6.54
2018-06-30 13F-HR AKRX / Akorn, Inc. 16.58 67,000 68,800 2.69 1,254 1,141 -9.01
2018-06-30 13F-HR AKRX / Akorn, Inc. Call 16.59 300,000 300,000 0.00 5,613 4,977 -11.33
2018-06-30 13F-HR WFC / Wells Fargo & Co. 55.44 18,342 18,417 0.41 961 1,021 6.24
2018-06-30 13F-HR C / Citigroup, Inc. 66.89 13,816 14,352 3.88 933 960 2.89
2018-06-30 13F-HR DOW / Dow Chemical Co. (The) 65.89 14,033 14,859 5.89 894 979 9.51
2018-06-30 13F-HR FOX / Twenty-First Century Fox, Inc. 49.69 0 140,500 0 6,981
2018-06-30 13F-HR DAL / Delta Air Lines, Inc. 49.52 19,736 18,963 -3.92 1,082 939 -13.22
2018-06-30 13F-HR IWM / iShares Russell 2000 ETF Put 163.77 0 650,000 0 106,450
2018-06-30 13F-HR GMLP / Golar LNG Partners LP Put 15.46 150,000 150,000 0.00 2,567 2,319 -9.66
2018-06-30 13F-HR MAT / Mattel, Inc. Put 16.42 200,000 250,000 25.00 2,630 4,105 56.08
2018-06-30 13F-HR GLD / SPDR Gold Shares Call 118.65 5,000,000 10,000,000 100.00 628,950 1,186,500 88.65
2018-06-30 13F-HR AMLP / Alerian ETF 10.10 1,700,000 2,737,480 61.03 15,929 27,648 73.57
2018-06-30 13F-HR T / AT & T, Inc. 32.08 0 15,276 0 490
2018-06-30 13F-HR CME / CME Group, Inc. 163.90 30,000 30,000 0.00 4,852 4,917 1.34
2018-06-30 13F-HR UNH / UnitedHealth Group Inc. 245.31 0 4,105 0 1,007
2018-06-30 13F-HR 23335SAB2 / DHT Holdings, Inc. Bond 15,000,000 14,565 15,295 5.01
2018-06-30 13F-HR 45845PAA6 / Intercept Pharmaceuticals, Inc. Bond 12,956,000 10,398 11,946 14.89
2018-06-30 13F-HR CRK / Comstock Resources, Inc. 18,669 0 -100.00 136 0 -100.00
2018-06-30 13F-HR CRC / California Resources Corp. 5,000,000 0 -100.00 5,092 0 -100.00
2018-06-30 13F-HR T / AT & T, Inc. Put 200,000 0 -100.00 7,130 0 -100.00
2018-06-30 13F-HR NXPI / NXP Semiconductors N.V. Put 100,000 0 -100.00 11,700 0 -100.00
2018-06-30 13F-HR QCOM / QUALCOMM Incorporated 15,793 0 -100.00 875 0 -100.00
2018-06-30 13F-HR COL / Rockwell Collins, Inc. 7,292 0 -100.00 983 0 -100.00
2018-06-30 13F-HR GOGO / Gogo Inc. Put 200,000 0 -100.00 1,726 0 -100.00
2018-06-30 13F-HR IRDM / Iridium Communications Inc Put 250,000 0 -100.00 2,813 0 -100.00
2018-06-30 13F-HR NOW / ServiceNow, Inc. 6,234 0 -100.00 1,031 0 -100.00
2018-06-30 13F-HR JD / JD.com, Inc. 20,683 0 -100.00 837 0 -100.00
2018-06-30 13F-HR TSLA / Tesla Motors, Inc. Put 15,000 0 -100.00 3,992 0 -100.00
2018-06-30 13F-HR ALLY / Ally Financial Inc. 37,893 0 -100.00 1,029 0 -100.00
2018-06-30 13F-HR TWX / Time Warner, Inc. 616,166 0 -100.00 58,277 0 -100.00
2018-06-30 13F-HR DXC / DXC Technology Company 10,099 0 -100.00 1,015 0 -100.00
2018-06-30 13F-HR BHS / Bausch Health Companies Put 200,000 0 -100.00 3,184 0 -100.00
2018-06-30 13F-HR ZAYO / Zayo Group Holdings, Inc. 27,533 0 -100.00 941 0 -100.00
2018-06-30 13F-HR IQV / IQVIA Holdings Inc. 9,582 0 -100.00 940 0 -100.00
2018-06-30 13F-HR AAPL / Apple, Inc. Put 119,800 0 -100.00 20,100 0 -100.00
2018-06-30 13F-HR MON / Monsanto Co. 78,640 0 -100.00 9,177 0 -100.00
2018-06-30 13F-HR QQQ / PowerShares QQQ Trust 254,964 0 -100.00 40,827 0 -100.00
2018-06-30 13F-HR QQQ / PowerShares QQQ Trust Call 125,000 0 -100.00 20,016 0 -100.00
2018-06-30 13F-HR 758075AB1 / Redwood Tr Inc Bond 33,849,000 0 -100.00 33,888 0 -100.00
2018-06-30 13F-HR 90187BAA9 / Two Harbors Investment Corp. Fixed Income 4,870,000 0 -100.00 5,066 0 -100.00
2018-06-30 13F-HR 38046CAB5 / Gogo Inc. Bond 7,000,000 0 -100.00 6,264 0 -100.00
2018-06-30 13F-HR ATVI / Activision Blizzard, Inc. 13,875 0 -100.00 936 0 -100.00
2018-06-30 13F-HR LBRDK / Liberty Broadband Corporation, Class C 11,140 0 -100.00 955 0 -100.00
2018-06-30 13F-HR EEM / iShares MSCI Emerging Markets ETF 38,663 0 -100.00 1,867 0 -100.00