Graham Capital Management, L.P. Hedge Fund

CIK: 0001315421 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $548,228 (100.0% shares, 0.0% debt)

Holdings (49)

— VIPSHOP HLDGS LTD 7.3%

Value ($000) $40,243 Shares 38,000,000 Est. Cost $1.05 Unrealized —

— STARWOOD PPTY TR INC 6.7%

Value ($000) $36,687 Shares 36,000,000 Est. Cost $1.06 Unrealized —

— STARWOOD WAYPOINT RESIDENTL 6.0%

Value ($000) $32,959 Shares 33,005,000 Est. Cost $1.00 Unrealized —

VIPS VIPSHOP HLDGS LTD 5.9%

Value ($000) $32,157 Shares 2,105,900 Est. Cost — Unrealized —

— YY INC 5.5%

Value ($000) $30,201 Shares 31,200,000 Est. Cost $0.94 Unrealized —

JKS JINKOSOLAR HLDG CO LTD 5.0%

Value ($000) $27,565 Shares 996,200 Est. Cost — Unrealized —

— QIHOO 360 TECHNOLOGY CO LTD 4.5%

Value ($000) $24,638 Shares 25,000,000 Est. Cost $0.95 Unrealized —

— TRINA SOLAR LIMITED 4.3%

Value ($000) $23,618 Shares 23,950,000 Est. Cost $1.02 Unrealized —

— CTRIP COM INTL LTD 3.6%

Value ($000) $19,857 Shares 15,000,000 Est. Cost $1.07 Unrealized —

EWY ISHARES 3.6%

Value ($000) $19,753 Shares 397,677 Est. Cost $54.72 Unrealized —

IWM ISHARES TR 3.6%

Value ($000) $19,689 Shares 175,000 Est. Cost — Unrealized —

— SOUFUN HLDGS LTD 3.4%

Value ($000) $18,659 Shares 19,500,000 Est. Cost $0.92 Unrealized —

— TRULIA INC 3.4%

Value ($000) $18,605 Shares 15,000,000 Est. Cost $1.29 Unrealized —

— SINA CORP 3.3%

Value ($000) $17,892 Shares 18,460,000 Est. Cost $0.93 Unrealized —

— SOLARCITY CORP 3.3%

Value ($000) $17,868 Shares 18,500,000 Est. Cost $1.13 Unrealized —

— EXELIXIS INC 2.8%

Value ($000) $15,456 Shares 13,215,000 Est. Cost $0.97 Unrealized —

EEM ISHARES TR 2.3%

Value ($000) $12,876 Shares 400,000 Est. Cost $40.13 Unrealized —

— ISTAR INC 2.0%

Value ($000) $10,843 Shares 10,000,000 Est. Cost $1.20 Unrealized —

— COBALT INTL ENERGY INC 1.9%

Value ($000) $10,330 Shares 18,000,000 Est. Cost $0.88 Unrealized —

— INTERDIGITAL INC 1.8%

Value ($000) $10,125 Shares 10,000,000 Est. Cost $1.08 Unrealized —

— BARCLAYS BK PLC 1.8%

Value ($000) $10,070 Shares 500,000 Est. Cost — Unrealized —

— SUNTRUST BKS INC 1.8%

Value ($000) $9,853 Shares 230,000 Est. Cost $42.84 Unrealized —

— AK STL CORP 1.5%

Value ($000) $8,219 Shares 15,000,000 Est. Cost $1.30 Unrealized —

JPM JPMORGAN CHASE & CO 1.4%

Value ($000) $7,924 Shares 120,000 Est. Cost $49.68 Unrealized 0.0%

— NQ MOBILE INC 1.4%

Value ($000) $7,764 Shares 2,132,900 Est. Cost — Unrealized —

SFL 3.25 02/01/18 SHIP FINANCE INTERNATIONAL L 1.4%

Value ($000) $7,645 Shares 7,100,000 Est. Cost $1.00 Unrealized —

— CANADIAN SOLAR INC 1.4%

Value ($000) $7,511 Shares 8,000,000 Est. Cost $1.04 Unrealized —

— GULFPORT ENERGY CORP 1.1%

Value ($000) $6,020 Shares 245,000 Est. Cost $42.67 Unrealized —

— KCG HLDGS INC 1.0%

Value ($000) $5,574 Shares 452,800 Est. Cost — Unrealized —

— NQ MOBILE INC 0.8%

Value ($000) $4,556 Shares 5,370,000 Est. Cost $0.66 Unrealized —

— SOLARCITY CORP 0.8%

Value ($000) $4,276 Shares 83,800 Est. Cost — Unrealized —

— SOLARCITY CORP 0.6%

Value ($000) $3,224 Shares 4,000,000 Est. Cost $0.81 Unrealized —

— MCDERMOTT INTL INC 0.5%

Value ($000) $2,768 Shares 826,000 Est. Cost — Unrealized —

CME CME GROUP INC 0.5%

Value ($000) $2,718 Shares 30,000 Est. Cost $39.16 Unrealized +60.8%

— COBALT INTL ENERGY INC 0.5%

Value ($000) $2,642 Shares 489,300 Est. Cost $9.16 Unrealized —

ZG ZILLOW GROUP INC 0.4%

Value ($000) $2,466 Shares 94,700 Est. Cost — Unrealized —

CLNE CLEAN ENERGY FUELS CORP 0.4%

Value ($000) $2,058 Shares 571,700 Est. Cost — Unrealized —

— SUNEDISON INC 0.4%

Value ($000) $2,001 Shares 4,000,000 Est. Cost $0.72 Unrealized —

— SUNEDISON INC 0.3%

Value ($000) $1,652 Shares 3,000,000 Est. Cost $1.72 Unrealized —

— CHESAPEAKE ENERGY CORP 0.3%

Value ($000) $1,477 Shares 328,200 Est. Cost — Unrealized —

— HORSEHEAD HLDG CORP 0.3%

Value ($000) $1,377 Shares 671,800 Est. Cost — Unrealized —

— SEADRILL LIMITED 0.2%

Value ($000) $1,347 Shares 397,300 Est. Cost — Unrealized —

— LINN ENERGY LLC 0.2%

Value ($000) $1,180 Shares 914,400 Est. Cost — Unrealized —

RIG TRANSOCEAN LTD 0.2%

Value ($000) $1,083 Shares 87,500 Est. Cost — Unrealized —

— AK STL HLDG CORP 0.2%

Value ($000) $857 Shares 382,400 Est. Cost — Unrealized —

— CASTLE A M & CO 0.1%

Value ($000) $718 Shares 450,800 Est. Cost — Unrealized —

— CONSOL ENERGY INC 0.1%

Value ($000) $553 Shares 70,000 Est. Cost — Unrealized —

— SUNEDISON INC 0.1%

Value ($000) $509 Shares 100,000 Est. Cost — Unrealized —

— PENN VA CORP 0.0%

Value ($000) $165 Shares 550,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	VIPSHOP HLDGS LTD	38,000,000	$40,243	7.3%	$1.05	—	Note	92763WAA1
—	STARWOOD PPTY TR INC	36,000,000	$36,687	6.7%	$1.06	—	Note	85571BAA3
—	STARWOOD WAYPOINT RESIDENTL	33,005,000	$32,959	6.0%	$1.00	—	Note	85571WAD1
VIPS	VIPSHOP HLDGS LTD	2,105,900	$32,157	5.9%	—	—	Put	92763W103
—	YY INC	31,200,000	$30,201	5.5%	$0.94	—	Note	98426TAB2
JKS	JINKOSOLAR HLDG CO LTD	996,200	$27,565	5.0%	—	—	Put	47759T100
—	QIHOO 360 TECHNOLOGY CO LTD	25,000,000	$24,638	4.5%	$0.95	—	Note	74734MAB5
—	TRINA SOLAR LIMITED	23,950,000	$23,618	4.3%	$1.02	—	DBCV 3.500% 6/1	89628EAC8
—	CTRIP COM INTL LTD	15,000,000	$19,857	3.6%	$1.07	—	Note	22943FAD2
EWY	ISHARES	397,677	$19,753	3.6%	$54.72	—	MSCI STH KOR ETF	464286772
IWM	ISHARES TR	175,000	$19,689	3.6%	—	—	Put	464287655
—	SOUFUN HLDGS LTD	19,500,000	$18,659	3.4%	$0.92	—	Note	836034AB4
—	TRULIA INC	15,000,000	$18,605	3.4%	$1.29	—	Note	897888AB9
—	SINA CORP	18,460,000	$17,892	3.3%	$0.93	—	Note	82922RAD5
—	SOLARCITY CORP	18,500,000	$17,868	3.3%	$1.13	—	Note	83416TAA8
—	EXELIXIS INC	13,215,000	$15,456	2.8%	$0.97	—	Note	30161QAC8
EEM	ISHARES TR	400,000	$12,876	2.3%	$40.13	—	Put	464287234
—	ISTAR INC	10,000,000	$10,843	2.0%	$1.20	—	Note	45031UBR1
—	COBALT INTL ENERGY INC	18,000,000	$10,330	1.9%	$0.88	—	Note	19075FAA4
—	INTERDIGITAL INC	10,000,000	$10,125	1.8%	$1.08	—	Note	458660AB3
—	BARCLAYS BK PLC	500,000	$10,070	1.8%	—	—	Put	06742E711
—	SUNTRUST BKS INC	230,000	$9,853	1.8%	$42.84	—	COM	867914103
—	AK STL CORP	15,000,000	$8,219	1.5%	$1.30	—	Note	001546AP5
JPM	JPMORGAN CHASE & CO	120,000	$7,924	1.4%	$49.68	0.0%	COM	46625H100
—	NQ MOBILE INC	2,132,900	$7,764	1.4%	—	—	Put	64118U108
SFL 3.25 02/01/18	SHIP FINANCE INTERNATIONAL L	7,100,000	$7,645	1.4%	$1.00	—	Note	G81075AE6
—	CANADIAN SOLAR INC	8,000,000	$7,511	1.4%	$1.04	—	Note	136635AE9
—	GULFPORT ENERGY CORP	245,000	$6,020	1.1%	$42.67	—	Put	402635304
—	KCG HLDGS INC	452,800	$5,574	1.0%	—	—	Put	48244B100
—	NQ MOBILE INC	5,370,000	$4,556	0.8%	$0.66	—	Note	64118UAB4
—	SOLARCITY CORP	83,800	$4,276	0.8%	—	—	Put	83416T100
—	SOLARCITY CORP	4,000,000	$3,224	0.6%	$0.81	—	Note	83416TAC4
—	MCDERMOTT INTL INC	826,000	$2,768	0.5%	—	—	Put	580037109
CME	CME GROUP INC	30,000	$2,718	0.5%	$39.16	+60.8%	COM	12572Q105
—	COBALT INTL ENERGY INC	489,300	$2,642	0.5%	$9.16	—	Put	19075F106
ZG	ZILLOW GROUP INC	94,700	$2,466	0.4%	—	—	Put	98954M101
CLNE	CLEAN ENERGY FUELS CORP	571,700	$2,058	0.4%	—	—	Put	184499101
—	SUNEDISON INC	4,000,000	$2,001	0.4%	$0.72	—	Note	86732YAD1
—	SUNEDISON INC	3,000,000	$1,652	0.3%	$1.72	—	Note	86732YAC3
—	CHESAPEAKE ENERGY CORP	328,200	$1,477	0.3%	—	—	Put	165167107
—	HORSEHEAD HLDG CORP	671,800	$1,377	0.3%	—	—	Put	440694305
—	SEADRILL LIMITED	397,300	$1,347	0.2%	—	—	Put	G7945E105
—	LINN ENERGY LLC	914,400	$1,180	0.2%	—	—	Put	536020100
RIG	TRANSOCEAN LTD	87,500	$1,083	0.2%	—	—	Put	H8817H100
—	AK STL HLDG CORP	382,400	$857	0.2%	—	—	Put	001547108
—	CASTLE A M & CO	450,800	$718	0.1%	—	—	Put	148411101
—	CONSOL ENERGY INC	70,000	$553	0.1%	—	—	Put	20854P109
—	SUNEDISON INC	100,000	$509	0.1%	—	—	Put	86732Y109
—	PENN VA CORP	550,000	$165	0.0%	—	—	Put	707882106