13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2015-09-30, filed 2015-11-16, with 104 holding rows worth $830,887,000.
- Accession
- 0001140361-15-041455
- Filer
- CIK 1315421
- Filed
- 2015-11-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2015
A holdings report, 104 entries on the cover page, a total value of $830,887,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $830,887,000 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 |
|---|---|---|---|---|---|---|
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 38,000,000 | $41,731,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD SPONSORED ADS A | 92763W103 | ADR | 2,285,900 | $38,403,000 | thousands by filing date | put |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 36,000,000 | $36,755,000 | thousands by filing date | |
| YY INC | 98426TAB2 | NOTE 2.250 4/0 | 35,400,000 | $33,203,000 | thousands by filing date | |
| POWERSHS DB US DOLLAR INDEX DO | 73936D107 | COM | 1,280,600 | $32,143,000 | thousands by filing date | put |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAB5 | NOTE 2.500% 9/1 | 27,000,000 | $26,021,000 | thousands by filing date | |
| JINKOSOLAR HOLDING COMPANY,LIM | 47759T100 | SPONSORED ADR | 1,181,900 | $25,931,000 | thousands by filing date | put |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 35,000,000 | $24,736,000 | thousands by filing date | |
| TSL 3.5 06/19 | 89628EAC8 | Bond30E/360P2 U | 23,950,000 | $21,312,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 22,000,000 | $20,413,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 274,342 | $19,972,000 | thousands by filing date | |
| TRULIA INC | 897888AB9 | NOTE 2.750%12/1 | 15,000,000 | $19,775,000 | thousands by filing date | |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 20,000,000 | $18,840,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 372,493 | $18,170,000 | thousands by filing date | |
| YY INC. ADR | 98426T106 | SPONSORED ADS A | 310,600 | $16,940,000 | thousands by filing date | put |
| HALLIBURTON CO COM | 406216101 | Stock | 470,682 | $16,639,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 204,734 | $16,149,000 | thousands by filing date | |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 13,215,000 | $15,852,000 | thousands by filing date | |
| INTERDIGITAL INC | 458660AB3 | NOTE 2.500% 3/1 | 14,976,000 | $15,574,000 | thousands by filing date | |
| PARSLEY ENERGY INC | 701877102 | CL A | 1,028,336 | $15,497,000 | thousands by filing date | |
| SOLARCITY CORP | 83416T100 | COM | 352,700 | $15,064,000 | thousands by filing date | put |
| SOUFUN HLDGS LTD | 836034AB4 | NOTE 2.000%12/1 | 14,500,000 | $13,832,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 11,500,000 | $12,470,000 | thousands by filing date | |
| QIHOO 360 TECHNOLOGY CO LTD | 74734M109 | COMMON STOCK-FO | 260,100 | $12,441,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 60,000 | $11,498,000 | thousands by filing date | |
| ISTAR FINL INC | 45031UBR1 | NOTE 3.000%11/1 | 10,000,000 | $11,476,000 | thousands by filing date | |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 14,500,000 | $10,361,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 85,000 | $10,339,000 | thousands by filing date | |
| YAHOO INC | 984332106 | COM | 354,708 | $10,255,000 | thousands by filing date | |
| SUNE 2 10/01/18 | 86732YAC3 | Bond 30/360P2 U | 13,000,000 | $10,005,000 | thousands by filing date | |
| Knight Capital Group, Inc. | 48244B100 | common stock | 800,000 | $8,776,000 | thousands by filing date | put |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 7,100,000 | $7,488,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 250,000 | $7,420,000 | thousands by filing date | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 215,024 | $7,048,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 231,898 | $6,883,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635AE9 | NOTE 4.250% 2/1 | 8,000,000 | $6,781,000 | thousands by filing date | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 250,000 | $6,680,000 | thousands by filing date | |
| MCDERMOTT INTL INC | 580037109 | COM | 1,526,000 | $6,562,000 | thousands by filing date | put |
| NEWFIELD EXPL CO | 651290108 | COM | 193,637 | $6,371,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 21,071 | $6,149,000 | thousands by filing date | |
| NQ MOBILE INC | 64118U108 | ADR REPR CL A | 1,817,600 | $6,016,000 | thousands by filing date | put |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 56,350 | $5,775,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 177,900 | $5,700,000 | thousands by filing date | |
| ENCANA CORP | 292505104 | COM | 870,061 | $5,603,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 355,000 | $5,531,000 | thousands by filing date | |
| RSP PERMIAN INC | 74978Q105 | COM | 264,087 | $5,348,000 | thousands by filing date | |
| MEMORIAL RESOURCE DEVELOPMENT | 58605Q109 | COM | 300,266 | $5,279,000 | thousands by filing date | |
| NATIONSTAR MORTGAGE HOLDINGS | 63861C109 | COMMON STOCK | 360,400 | $4,999,000 | thousands by filing date | put |
| TRINA SOLAR LIMITED | 89628E104 | SPON ADR | 556,600 | $4,993,000 | thousands by filing date | put |
| NABORS INDUSTRIES LTD | G6359F103 | SHS | 497,308 | $4,700,000 | thousands by filing date | |
| WALTER INVT MGMT CORP | 93317W102 | COM | 286,900 | $4,662,000 | thousands by filing date | put |
| RICE ENERGY INC | 762760106 | COM | 269,680 | $4,358,000 | thousands by filing date | |
| CAMERON INTERNATIONAL CORP | 13342B105 | COM | 68,460 | $4,198,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 107,914 | $4,190,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635109 | COM | 250,000 | $4,155,000 | thousands by filing date | put |
| INTEROIL CORP | 460951AC0 | NOTE 2.750%11/1 | 4,000,000 | $3,973,000 | thousands by filing date | |
| NOBLE ENERGY INC | 655044105 | COM | 130,932 | $3,952,000 | thousands by filing date | |
| PDC ENERGY INC | 69327R101 | COM | 73,394 | $3,891,000 | thousands by filing date | |
| NQ MOBILE INC | 64118UAB4 | Note | 5,370,000 | $3,715,000 | thousands by filing date | |
| Vaneck Vectors Gold Miners ETF | 57060u100 | COM | 261,000 | $3,586,000 | thousands by filing date | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 150,000 | $3,399,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 224,154 | $3,358,000 | thousands by filing date | |
| HORSEHEAD HLDG CORP | 440694305 | COM | 1,092,000 | $3,319,000 | thousands by filing date | put |
| GLBR 2.25 06/18 | 302693AB2 | Bond 30/360P2 U | 4,000,000 | $3,024,000 | thousands by filing date | |
| SUNE 2.75 1/21 | 86732YAD1 | Bond 30/360P2 U | 4,000,000 | $2,887,000 | thousands by filing date | |
| CONTINENTAL RES INC | 212015101 | COM | 97,500 | $2,825,000 | thousands by filing date | |
| ZILLOW GROUP INC CLASS A | 98954M101 | CL A | 97,600 | $2,804,000 | thousands by filing date | put |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $2,782,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 92,457 | $2,776,000 | thousands by filing date | |
| WEATHERFORD INTL INC ORD SHS | G48833100 | Stock | 319,103 | $2,706,000 | thousands by filing date | |
| GOGO INC | 38046C109 | COM | 167,300 | $2,556,000 | thousands by filing date | put |
| OCCIDENTAL PETE CORP | 674599105 | COM | 38,100 | $2,520,000 | thousands by filing date | |
| CLEAN ENERGY FUELS CORP | 184499101 | COMMON STOCK | 548,200 | $2,467,000 | thousands by filing date | put |
| PULTE GROUP INC COM | 745867101 | Stock | 129,927 | $2,452,000 | thousands by filing date | |
| OCEANEERING INTL INC | 675232102 | COM | 57,500 | $2,259,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 50,000 | $2,165,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 300,000 | $2,124,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 300,000 | $2,124,000 | thousands by filing date | put |
| Schlumberger Limited | 806857108 | COM | 28,223 | $1,947,000 | thousands by filing date | |
| Lineage, Inc. | 536020100 | COM | 714,400 | $1,922,000 | thousands by filing date | put |
| Concho Resources Inc. | 20605P101 | COM | 17,200 | $1,691,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 379,589 | $1,651,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 25,044 | $1,533,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 59,228 | $1,295,000 | thousands by filing date | |
| PEABODY ENERGY CORP | 704549104 | COM | 900,000 | $1,242,000 | thousands by filing date | put |
| SEADRILL ORD | G7945E105 | COM | 200,000 | $1,180,000 | thousands by filing date | put |
| Amgen Inc. | 031162100 | COM | 8,100 | $1,120,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 22,300 | $1,101,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 23,000 | $1,032,000 | thousands by filing date | |
| 38259p508 | COM | 1,615 | $1,031,000 | thousands by filing date | ||
| ISHARES TR | 464288752 | US HOME CONS ETF | 39,000 | $1,018,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 11,300 | $1,016,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 16,000 | $871,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 27,500 | $864,000 | thousands by filing date | |
| HD SUPPLY HLDGS INC | 40416M105 | COM | 30,000 | $859,000 | thousands by filing date | |
| CASTLE AM & CO | 148411101 | COMMON STOCK | 379,800 | $843,000 | thousands by filing date | put |
| SYNERGY RES CORP | 87164P103 | COM | 76,501 | $750,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 16,600 | $735,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 3,485 | $624,000 | thousands by filing date | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 300,000 | $516,000 | thousands by filing date | put |
| HERTZ GLOBAL HLDGS INC N | 42805T105 | COM | 21,260 | $356,000 | thousands by filing date | |
| PENN VIRGINIA CORP | 707882106 | COMMON STOCK | 550,000 | $292,000 | thousands by filing date | put |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 16,400 | $159,000 | thousands by filing date | |
| SWIFT ENERGY CO | 870738101 | COM | 300,000 | $113,000 | thousands by filing date | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-15-041455 | this filing | 2015-11-16 | acceptance time not in the bulk data set |