0001140361-16-076303.txt : 20160815
0001140361-16-076303.hdr.sgml : 20160815
20160815090351
ACCESSION NUMBER: 0001140361-16-076303
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160630
FILED AS OF DATE: 20160815
DATE AS OF CHANGE: 20160815
EFFECTIVENESS DATE: 20160815
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Graham Capital Management, L.P.
CENTRAL INDEX KEY: 0001315421
IRS NUMBER: 061398337
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11610
FILM NUMBER: 161830284
BUSINESS ADDRESS:
STREET 1: 40 HIGHLAND AVENUE
CITY: ROWAYTON
STATE: CT
ZIP: 06853
BUSINESS PHONE: 203.899.3400
MAIL ADDRESS:
STREET 1: 40 HIGHLAND AVENUE
CITY: ROWAYTON
STATE: CT
ZIP: 06853
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001315421
XXXXXXXX
06-30-2016
06-30-2016
Graham Capital Management, L.P.
40 HIGHLAND AVENUE
ROWAYTON
CT
06853
13F HOLDINGS REPORT
028-11610
N
Timothy Sperry
Chief Compliance Officer
203-899-3400
/s/ Timothy Sperry
Rowayton
CT
08-08-2016
0
106
1941880
false
INFORMATION TABLE
2
form13fInfoTable.xml
ACTUANT CORP
CL A
00508X203
497
22000
SH
SOLE
22000
0
0
AEGEAN MARINE PETE NETWORK I
Note
Y0020QAA9
6028
7500000
SH
SOLE
7500000
0
0
AGNICO EAGLE MINES LTD
COM
008474108
4087
76400
SH
SOLE
76400
0
0
AK STL CORP
Note
001546AP5
18422
15991000
SH
SOLE
15991000
0
0
AMAZON COM INC
COM
023135106
5403
7550
SH
SOLE
7550
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06742E711
4140
300000
SH
Put
SOLE
300000
0
0
BAXTER INTL INC
COM
071813109
728
16100
SH
SOLE
16100
0
0
BOB EVANS FARMS INC
COM
096761101
479
12626
SH
SOLE
12626
0
0
CALLON PETE CO DEL
COM
13123X102
5996
533933
SH
SOLE
533933
0
0
CANADIAN NAT RES LTD
COM
136385101
26300
853055
SH
SOLE
853055
0
0
CDK GLOBAL INC
COM
12508E101
449
8100
SH
SOLE
8100
0
0
CHESAPEAKE ENERGY CORP
Note
165167CB1
4466
5500000
SH
SOLE
5500000
0
0
CIMAREX ENERGY CO
COM
171798101
11061
92700
SH
SOLE
92700
0
0
CME GROUP INC
COM
12572Q105
2922
30000
SH
SOLE
30000
0
0
CNA FINL CORP
COM
126117100
597
19000
SH
SOLE
19000
0
0
COBALT INTL ENERGY INC
Note
19075FAA4
7684
20240000
SH
SOLE
20240000
0
0
COBALT INTL ENERGY INC
COM
19075F106
716
534300
SH
Put
SOLE
534300
0
0
COLONY STARWOOD HOMES
COM
19625X102
3042
100000
SH
Call
SOLE
100000
0
0
CONTINENTAL RESOURCES INC
COM
212015101
17892
395225
SH
SOLE
395225
0
0
CRYOLIFE INC
COM
228903100
496
42003
SH
SOLE
42003
0
0
DANA HLDG CORP
COM
235825205
374
35400
SH
SOLE
35400
0
0
DEVON ENERGY CORP NEW
COM
25179M103
17720
488823
SH
SOLE
488823
0
0
DIGI INTL INC
COM
253798102
447
41700
SH
SOLE
41700
0
0
ENERGEN CORP
COM
29265N108
17234
357475
SH
SOLE
357475
0
0
ENSCO PLC
SHS CLASS A
G3157S106
12598
1297406
SH
SOLE
1297406
0
0
EXELIXIS INC
Note
30161QAC8
41067
27615000
SH
SOLE
27615000
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
2470
500000
SH
Put
SOLE
500000
0
0
GOGO INC
COM
38046C109
2451
292100
SH
Put
SOLE
292100
0
0
GOGO INC
Note
38046CAB5
2701
4000000
SH
SOLE
4000000
0
0
GUESS INC
COM
401617105
409
27200
SH
SOLE
27200
0
0
GULFPORT ENERGY CORP
COM
402635304
6950
222333
SH
SOLE
222333
0
0
HALLIBURTON CO
COM
406216101
38832
857403
SH
SOLE
857403
0
0
ICONIX BRAND GROUP INC
Note
451055AF4
5709
7000000
SH
SOLE
7000000
0
0
ICONIX BRAND GROUP INC
COM
451055107
7867
1163700
SH
Put
SOLE
1163700
0
0
INVACARE CORP
COM
461203101
138
11349
SH
SOLE
11349
0
0
ISHARES
MSCI MEX CAP ETF
464286822
10258
203700
SH
SOLE
203700
0
0
ISHARES
MSCI STH KOR ETF
464286772
36178
694800
SH
SOLE
694800
0
0
ISHARES TR
US HOME CONS ETF
464288752
2212
80000
SH
SOLE
80000
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
34360
1000000
SH
Put
SOLE
1000000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
344910
3000000
SH
Put
SOLE
1500000
0
0
ISTAR INC
Note
45031UBR1
16635
16500000
SH
SOLE
16500000
0
0
JINKOSOLAR HLDG CO LTD
SPONSORED ADR
47759T100
38969
1912100
SH
Put
SOLE
1912100
0
0
LEIDOS HLDGS INC
COM
525327102
483
10100
SH
SOLE
10100
0
0
LLOYDS BANKING GROUP PLC
SDCV 7.500%12/3
539439AG4
2930
3000000
SH
SOLE
3000000
0
0
MARATHON OIL CORP
COM
565849106
3753
250000
SH
SOLE
250000
0
0
MARATHON PETE CORP
COM
56585A102
7437
195914
SH
SOLE
195914
0
0
MRC GLOBAL INC
COM
55345K103
758
53353
SH
SOLE
53353
0
0
NORTEL NETWORKS CORP NEW
Note
656568AE2
8738
10000000
SH
SOLE
10000000
0
0
NQ MOBILE INC
Note
64118UAB4
4722
5370000
SH
SOLE
5370000
0
0
NQ MOBILE INC
ADR REPSTG CL A
64118U108
10067
2720900
SH
Put
SOLE
2720900
0
0
OCEANEERING INTL INC
COM
675232102
448
15000
SH
SOLE
15000
0
0
OIL STS INTL INC
COM
678026105
5684
172858
SH
SOLE
172858
0
0
PARSLEY ENERGY INC
CL A
701877102
25474
941394
SH
SOLE
941394
0
0
PATTERSON UTI ENERGY INC
COM
703481101
2886
135353
SH
SOLE
135353
0
0
PINNACLE FOODS INC DEL
COM
72348P104
495
10700
SH
SOLE
10700
0
0
QEP RES INC
COM
74733V100
7781
441362
SH
SOLE
441362
0
0
QIHOO 360 TECHNOLOGY CO LTD
Note
74734MAB5
17910
18000000
SH
SOLE
18000000
0
0
RALPH LAUREN CORP
CL A
751212101
645
7200
SH
SOLE
7200
0
0
REDWOOD TR INC
Note
758075AB1
23051
23344000
SH
SOLE
23344000
0
0
RSP PERMIAN INC
COM
74978Q105
12086
346400
SH
SOLE
346400
0
0
RTW HLDGS INC
Note
749772AB5
11306
11500000
SH
SOLE
11500000
0
0
SEADRILL LIMITED
SHS
G7945E105
1770
546200
SH
Put
SOLE
346200
0
0
SEAWORLD ENTMT INC
COM
81282V100
385
26900
SH
SOLE
26900
0
0
SELECT SECTOR SPDR TR
SBI CONS STPLS
81369Y308
22060
400000
SH
Call
SOLE
400000
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
50448
739280
SH
SOLE
739280
0
0
SHIP FINANCE INTERNATIONAL L
Note
G81075AE6
19518
18500000
SH
SOLE
18500000
0
0
SHIP FINANCE INTERNATIONAL L
SHS
G81075106
4422
300000
SH
Put
SOLE
300000
0
0
SILVER SPRING NETWORKS INC
COM
82817Q103
393
32373
SH
SOLE
32373
0
0
SOLARCITY CORP
Note
83416TAA8
12759
16500000
SH
SOLE
16500000
0
0
SOLARCITY CORP
COM
83416T100
2015
84200
SH
Put
SOLE
54200
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
26692
2121800
SH
SOLE
2121800
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
506080
4000000
SH
Call
SOLE
4000000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
41906
200000
SH
Put
SOLE
200000
0
0
SPDR SERIES TRUST
S&P METALS MNG
78464A755
3046
125000
SH
SOLE
125000
0
0
SPIRIT AIRLS INC
COM
848577102
422
9400
SH
SOLE
9400
0
0
SPRINT CORP
COM SER 1
85207U105
5279
1165300
SH
Put
SOLE
1165300
0
0
STARWOOD PPTY TR INC
Note
85571BAC9
10081
10000000
SH
SOLE
10000000
0
0
STARWOOD PPTY TR INC
Note
85571BAA3
37568
36000000
SH
SOLE
36000000
0
0
STARWOOD WAYPOINT RESIDENTL
Note
85571WAD1
37755
34005000
SH
SOLE
34005000
0
0
STONERIDGE INC
COM
86183P102
530
35501
SH
SOLE
35501
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
7765
421789
SH
SOLE
421789
0
0
SUPERVALU INC
COM
868536103
388
82300
SH
SOLE
82300
0
0
TESLA MTRS INC
Note
88160RAB7
27488
31000000
SH
SOLE
31000000
0
0
TESLA MTRS INC
COM
88160R101
15603
73500
SH
Put
SOLE
63500
0
0
TESORO CORP
COM
881609101
4170
55657
SH
SOLE
55657
0
0
TOTAL S A
SPONSORED ADR
89151E109
19048
396018
SH
SOLE
396018
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
1397
117500
SH
Put
SOLE
117500
0
0
TRINA SOLAR LIMITED
SPON ADR
89628E104
7662
989900
SH
Put
SOLE
989900
0
0
TRINA SOLAR LIMITED
DBCV 3.500% 6/1
89628EAC8
17189
20000000
SH
SOLE
20000000
0
0
TRINA SOLAR LIMITED
SPON ADR
89628E104
361
46700
SH
SOLE
46700
0
0
TRIUMPH GROUP INC NEW
COM
896818101
522
14711
SH
SOLE
14711
0
0
TRULIA INC
Note
897888AB9
15719
10000000
SH
SOLE
10000000
0
0
U S SILICA HLDGS INC
COM
90346E103
15377
446105
SH
SOLE
446105
0
0
UNIVAR INC
COM
91336L107
359
19000
SH
SOLE
19000
0
0
VANECK VECTORS ETF TR
GOLD MINERS ETF
92189F106
13631
492100
SH
SOLE
492100
0
0
VANECK VECTORS ETF TR
JR GOLD MINERS E
92189F791
4356
102200
SH
SOLE
102200
0
0
VANECK VECTORS ETF TR
OIL SVCS ETF
92189F718
13038
445728
SH
SOLE
445728
0
0
VIPSHOP HLDGS LTD
Note
92763WAA1
29840
30250000
SH
SOLE
30250000
0
0
VISTEON CORP
COM
92839U206
369
5600
SH
SOLE
5600
0
0
VITAMIN SHOPPE INC
COM
92849E101
492
16100
SH
SOLE
16100
0
0
WATERS CORP
COM
941848103
619
4400
SH
SOLE
4400
0
0
WEATHERFORD INTL LTD
Note
947075AH0
40920
37500000
SH
SOLE
37500000
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
1885
339620
SH
SOLE
339620
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
8325
1500000
SH
Call
SOLE
1500000
0
0
WESTERN DIGITAL CORP
COM
958102105
3190
67500
SH
Put
SOLE
67500
0
0
WINNEBAGO INDS INC
COM
974637100
490
21400
SH
SOLE
21400
0
0