0001140361-16-086201.txt : 20161114
0001140361-16-086201.hdr.sgml : 20161111
20161114122918
ACCESSION NUMBER: 0001140361-16-086201
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160930
FILED AS OF DATE: 20161114
DATE AS OF CHANGE: 20161114
EFFECTIVENESS DATE: 20161114
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: 161992750
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
09-30-2016
09-30-2016
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
11-09-2016
0
106
3106757
false
INFORMATION TABLE
2
form13fInfoTable.xml
ACTUANT CORP
CL A
00508X203
651
28000
SH
SOLE
28000
0
0
ADVANCED MICRO DEVICES INC
Note
007903BD8
10877
10000000
SH
SOLE
10000000
0
0
AEGEAN MARINE PETE NETWORK I
Note
Y0020QAA9
7513
7500000
SH
SOLE
7500000
0
0
AK STL CORP
Note
001546AP5
30163
25029000
SH
SOLE
25029000
0
0
ALPS ETF TR
ALERIAN MLP
00162Q866
9605
756928
SH
SOLE
756928
0
0
ANADARKO PETE CORP
COM
032511107
25642
404701
SH
SOLE
404701
0
0
BAXTER INTL INC
COM
071813109
881
18500
SH
SOLE
18500
0
0
BLACKSTONE MTG TR INC
Note
09257WAA8
6594
6000000
SH
SOLE
6000000
0
0
BOB EVANS FARMS INC
COM
096761101
341
8916
SH
SOLE
8916
0
0
BRINKS CO
COM
109696104
994
26800
SH
SOLE
26800
0
0
CALLON PETE CO DEL
COM
13123X102
11101
707050
SH
SOLE
707050
0
0
CANADIAN NAT RES LTD
COM
136385101
29854
931766
SH
SOLE
931766
0
0
CDK GLOBAL INC
COM
12508E101
981
17100
SH
SOLE
17100
0
0
CHEVRON CORP NEW
COM
166764100
36095
350711
SH
SOLE
350711
0
0
CIMAREX ENERGY CO
COM
171798101
13856
103121
SH
SOLE
103121
0
0
CME GROUP INC
COM
12572Q105
3136
30000
SH
SOLE
30000
0
0
CNA FINL CORP
COM
126117100
716
20800
SH
SOLE
20800
0
0
COBALT INTL ENERGY INC
Note
19075FAA4
12967
25240000
SH
SOLE
25240000
0
0
CONOCOPHILLIPS
COM
20825C104
15702
361208
SH
SOLE
361208
0
0
CONSOL ENERGY INC
COM
20854P109
1344
70000
SH
SOLE
70000
0
0
CONSOL ENERGY INC
COM
20854P109
2880
150000
SH
Put
SOLE
150000
0
0
DANA INCORPORATED
COM
235825205
973
62400
SH
SOLE
62400
0
0
DEVON ENERGY CORP NEW
COM
25179M103
6026
136611
SH
SOLE
136611
0
0
DIGI INTL INC
COM
253798102
475
41700
SH
SOLE
41700
0
0
ENCANA CORP
COM
292505104
2618
250000
SH
SOLE
250000
0
0
ENERGEN CORP
COM
29265N108
9180
159047
SH
SOLE
159047
0
0
ENSCO PLC
SHS CLASS A
G3157S106
15138
1780922
SH
SOLE
1780922
0
0
EXELIXIS INC
COM
30161Q104
10245
800980
SH
SOLE
800980
0
0
FMC TECHNOLOGIES INC
COM
30249U101
7695
259356
SH
SOLE
259356
0
0
FORUM ENERGY TECHNOLOGIES IN
COM
34984V100
5515
277705
SH
SOLE
277705
0
0
GOGO INC
COM
38046C109
3256
294900
SH
Put
SOLE
294900
0
0
GOGO INC
Note
38046CAB5
1535
2000000
SH
SOLE
2000000
0
0
GUESS INC
COM
401617105
719
49200
SH
SOLE
49200
0
0
GULFPORT ENERGY CORP
COM
402635304
10564
373937
SH
SOLE
373937
0
0
HALLIBURTON CO
COM
406216101
22418
499511
SH
SOLE
499511
0
0
ICONIX BRAND GROUP INC
COM
451055107
9540
1174900
SH
Put
SOLE
1174900
0
0
ICONIX BRAND GROUP INC
Note
451055AF4
6048
7000000
SH
SOLE
7000000
0
0
INVACARE CORP
COM
461203101
127
11349
SH
SOLE
11349
0
0
ISHARES
MSCI GERMANY ETF
464286806
65675
2500000
SH
Put
SOLE
2500000
0
0
ISHARES
MSCI STH KOR ETF
464286772
35291
607100
SH
SOLE
607100
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
2509
66000
SH
SOLE
66000
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
11497
307000
SH
SOLE
307000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
621050
5000000
SH
Put
SOLE
5000000
0
0
ISHARES TR
US HOME CONS ETF
464288752
2204
80000
SH
SOLE
80000
0
0
ISTAR INC
Note
45031UBR1
16761
16500000
SH
SOLE
16500000
0
0
JINKOSOLAR HLDG CO LTD
SPONSORED ADR
47759T100
23711
1500700
SH
Put
SOLE
1500700
0
0
LLOYDS BANKING GROUP PLC
SDCV 7.500%12/3
539439AG4
3103
3000000
SH
SOLE
3000000
0
0
MARATHON OIL CORP
COM
565849106
8856
560177
SH
SOLE
560177
0
0
MARATHON PETE CORP
COM
56585A102
5622
138504
SH
SOLE
138504
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
1178
88800
SH
SOLE
88800
0
0
MATADOR RES CO
COM
576485205
6219
255522
SH
SOLE
255522
0
0
MRC GLOBAL INC
COM
55345K103
4182
254555
SH
SOLE
254555
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
27325
2247135
SH
SOLE
2247135
0
0
NQ MOBILE INC
ADR REPSTG CL A
64118U108
11574
3029800
SH
Put
SOLE
3029800
0
0
NQ MOBILE INC
Note
64118UAB4
5316
5370000
SH
SOLE
5370000
0
0
PARSLEY ENERGY INC
CL A
701877102
9637
287571
SH
SOLE
287571
0
0
PINNACLE FOODS INC DEL
COM
72348P104
712
14200
SH
SOLE
14200
0
0
PIONEER NAT RES CO
COM
723787107
15007
80834
SH
SOLE
80834
0
0
RALPH LAUREN CORP
CL A
751212101
961
9500
SH
SOLE
9500
0
0
REDWOOD TR INC
Note
758075AB1
23545
23419000
SH
SOLE
23419000
0
0
REVLON INC
CL A
761525609
303
8225
SH
SOLE
8225
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
8417
555224
SH
SOLE
555224
0
0
RPC INC
COM
749660106
12903
768061
SH
SOLE
768061
0
0
RSP PERMIAN INC
COM
74978Q105
12107
312185
SH
SOLE
312185
0
0
RTW HLDGS INC
Note
749772AB5
11682
11500000
SH
SOLE
11500000
0
0
SCHLUMBERGER LTD
COM
806857108
5014
63756
SH
SOLE
63756
0
0
SEADRILL LIMITED
SHS
G7945E105
2953
1246200
SH
Put
SOLE
1246200
0
0
SEAWORLD ENTMT INC
COM
81282V100
430
31900
SH
SOLE
31900
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
10719
151800
SH
SOLE
151800
0
0
SHIP FINANCE INTERNATIONAL L
Note
G81075AE6
26995
24855000
SH
SOLE
24855000
0
0
SILVER RUN ACQUISITION CORP
UNIT 99/99/9999T
82811P200
3299
183162
SH
SOLE
183162
0
0
SILVER SPRING NETWORKS INC
COM
82817Q103
774
54619
SH
SOLE
54619
0
0
SM ENERGY CO
COM
78454L100
13011
337249
SH
SOLE
337249
0
0
SOLARCITY CORP
Note
83416TAA8
10180
12602000
SH
SOLE
12602000
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
12401
896050
SH
SOLE
896050
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
1319220
10500000
SH
Call
SOLE
10500000
0
0
SPDR SERIES TRUST
S&P METALS MNG
78464A755
3315
125000
SH
SOLE
125000
0
0
SPIRIT AIRLS INC
COM
848577102
689
16200
SH
SOLE
16200
0
0
SPRINT CORP
COM SER 1
85207U105
9715
1465300
SH
Put
SOLE
1465300
0
0
STARWOOD PPTY TR INC
Note
85571BAA3
62509
57000000
SH
SOLE
57000000
0
0
STARWOOD WAYPOINT RESIDENTL
Note
85571WAD1
36493
34005000
SH
SOLE
34005000
0
0
STONERIDGE INC
COM
86183P102
900
48911
SH
SOLE
48911
0
0
SUNCOR ENERGY INC NEW
COM
867224107
35650
1283293
SH
SOLE
1283293
0
0
SUNPOWER CORP
COM
867652406
2471
277000
SH
Put
SOLE
277000
0
0
SUNPOWER CORP
DBCV 0.750% 6/0
867652AG4
5192
5665000
SH
SOLE
5665000
0
0
SUPERVALU INC
COM
868536103
650
130300
SH
SOLE
130300
0
0
TESLA MTRS INC
COM
88160R101
20015
98100
SH
Put
SOLE
98100
0
0
TESLA MTRS INC
Note
88160RAB7
28016
31000000
SH
SOLE
31000000
0
0
TOTAL S A
SPONSORED ADR
89151E109
9135
191503
SH
SOLE
191503
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
1253
117500
SH
Put
SOLE
117500
0
0
TRINA SOLAR LIMITED
DBCV 3.500% 6/1
89628EAC8
24447
25000000
SH
SOLE
25000000
0
0
TRINA SOLAR LIMITED
SPON ADR
89628E104
3731
364323
SH
SOLE
364323
0
0
TRINA SOLAR LIMITED
SPON ADR
89628E104
25694
2509200
SH
Put
SOLE
2509200
0
0
TRIUMPH GROUP INC NEW
COM
896818101
703
25211
SH
SOLE
25211
0
0
TRULIA INC
Note
897888AB9
15328
10000000
SH
SOLE
10000000
0
0
U S SILICA HLDGS INC
COM
90346E103
2995
64325
SH
SOLE
64325
0
0
UNIVAR INC
COM
91336L107
913
41798
SH
SOLE
41798
0
0
VANECK VECTORS ETF TR
GOLD MINERS ETF
92189F106
68718
2600000
SH
SOLE
2600000
0
0
VERSO CORP
CL A
92531L207
645
100000
SH
SOLE
100000
0
0
VIPSHOP HLDGS LTD
Note
92763WAA1
21542
20000000
SH
SOLE
20000000
0
0
VISTEON CORP
COM
92839U206
853
11900
SH
SOLE
11900
0
0
VITAMIN SHOPPE INC
COM
92849E101
526
19600
SH
SOLE
19600
0
0
WEATHERFORD INTL LTD
Note
947075AH0
30929
27500000
SH
SOLE
27500000
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
4680
832693
SH
SOLE
832693
0
0
WHITING PETE CORP NEW
COM
966387102
1752
200422
SH
SOLE
200422
0
0
WINNEBAGO INDS INC
COM
974637100
990
42000
SH
SOLE
42000
0
0