13F-HR filed by Graham Capital Management, L.P.
Graham Capital Management, L.P. filed this 13F-HR for the quarter ended 2015-12-31, filed 2016-02-16, with 49 holding rows worth $548,228,000.
- Accession
- 0001140361-16-052537
- Filer
- CIK 1315421
- Filed
- 2016-02-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2015
A holdings report, 60 entries on the cover page, a total value of $548,228,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $548,228,000 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 | $40,243,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 36,000,000 | $36,687,000 | thousands by filing date | |
| SWAY 4.5 10/17 | 85571WAD1 | Bond 30/360P2 U | 33,005,000 | $32,959,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD SPONSORED ADS A | 92763W103 | ADR | 2,105,900 | $32,157,000 | thousands by filing date | put |
| YY INC | 98426TAB2 | NOTE 2.250 4/0 | 31,200,000 | $30,201,000 | thousands by filing date | |
| JINKOSOLAR HOLDING COMPANY,LIM | 47759T100 | SPONSORED ADR | 996,200 | $27,565,000 | thousands by filing date | put |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAB5 | NOTE 2.500% 9/1 | 25,000,000 | $24,638,000 | thousands by filing date | |
| TSL 3.5 06/19 | 89628EAC8 | Bond30E/360P2 U | 23,950,000 | $23,618,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 15,000,000 | $19,857,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 397,677 | $19,753,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 175,000 | $19,689,000 | thousands by filing date | put |
| SOUFUN HLDGS LTD | 836034AB4 | NOTE 2.000%12/1 | 19,500,000 | $18,659,000 | thousands by filing date | |
| TRULIA INC | 897888AB9 | NOTE 2.750%12/1 | 15,000,000 | $18,605,000 | thousands by filing date | |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 18,460,000 | $17,892,000 | thousands by filing date | |
| SOLARCITY CORP | 83416TAA8 | NOTE 2.750%11/0 | 18,500,000 | $17,868,000 | thousands by filing date | |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 13,215,000 | $15,456,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 400,000 | $12,876,000 | thousands by filing date | put |
| ISTAR FINL INC | 45031UBR1 | NOTE 3.000%11/1 | 10,000,000 | $10,843,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 18,000,000 | $10,330,000 | thousands by filing date | |
| INTERDIGITAL INC | 458660AB3 | NOTE 2.500% 3/1 | 10,000,000 | $10,125,000 | thousands by filing date | |
| BARCLAYS IPTH SRS B S&P SHRT TRM ETN | 06742E711 | IPATH S&P500 VIX | 500,000 | $10,070,000 | thousands by filing date | put |
| SUNTRUST BANKS INC | 867914103 | COM | 230,000 | $9,853,000 | thousands by filing date | |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 15,000,000 | $8,219,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 120,000 | $7,924,000 | thousands by filing date | |
| NQ MOBILE INC | 64118U108 | ADR REPR CL A | 2,132,900 | $7,764,000 | thousands by filing date | put |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 7,100,000 | $7,645,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635AE9 | NOTE 4.250% 2/1 | 8,000,000 | $7,511,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 245,000 | $6,020,000 | thousands by filing date | put |
| Knight Capital Group, Inc. | 48244B100 | common stock | 452,800 | $5,574,000 | thousands by filing date | put |
| NQ MOBILE INC | 64118UAB4 | Note | 5,370,000 | $4,556,000 | thousands by filing date | |
| SOLARCITY CORP | 83416T100 | COM | 83,800 | $4,276,000 | thousands by filing date | put |
| SOLARCITY CORP | 83416TAC4 | NOTE 1.625%11/0 | 4,000,000 | $3,224,000 | thousands by filing date | |
| MCDERMOTT INTL INC | 580037109 | COM | 826,000 | $2,768,000 | thousands by filing date | put |
| CME Group Inc. Class A | 12572Q105 | COM | 30,000 | $2,718,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 489,300 | $2,642,000 | thousands by filing date | put |
| ZILLOW GROUP INC CLASS A | 98954M101 | CL A | 94,700 | $2,466,000 | thousands by filing date | put |
| CLEAN ENERGY FUELS CORP | 184499101 | COMMON STOCK | 571,700 | $2,058,000 | thousands by filing date | put |
| SUNE 2.75 1/21 | 86732YAD1 | Bond 30/360P2 U | 4,000,000 | $2,001,000 | thousands by filing date | |
| SUNE 2 10/01/18 | 86732YAC3 | Bond 30/360P2 U | 3,000,000 | $1,652,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 328,200 | $1,477,000 | thousands by filing date | put |
| HORSEHEAD HLDG CORP | 440694305 | COM | 671,800 | $1,377,000 | thousands by filing date | put |
| SEADRILL ORD | G7945E105 | COM | 397,300 | $1,347,000 | thousands by filing date | put |
| Lineage, Inc. | 536020100 | COM | 914,400 | $1,180,000 | thousands by filing date | put |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 87,500 | $1,083,000 | thousands by filing date | put |
| AK STEEL HOLDING CORP | 001547108 | COM | 382,400 | $857,000 | thousands by filing date | put |
| CASTLE AM & CO | 148411101 | COMMON STOCK | 450,800 | $718,000 | thousands by filing date | put |
| CONSOL ENERGY INC | 20854P109 | COM | 70,000 | $553,000 | thousands by filing date | put |
| SUNEDISON INC | 86732Y109 | COM | 100,000 | $509,000 | thousands by filing date | put |
| PENN VIRGINIA CORP | 707882106 | COMMON STOCK | 550,000 | $165,000 | thousands by filing date | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-16-052537 | this filing | 2016-02-16 | acceptance time not in the bulk data set |