0001140361-14-006668.txt : 20140213
0001140361-14-006668.hdr.sgml : 20140213
20140213112044
ACCESSION NUMBER: 0001140361-14-006668
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20131231
FILED AS OF DATE: 20140213
DATE AS OF CHANGE: 20140213
EFFECTIVENESS DATE: 20140213
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: 14603861
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
12-31-2013
12-31-2013
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
02-13-2014
0
127
1850327
false
INFORMATION TABLE
2
form13fInfoTable.xml
ALASKA AIR GROUP INC
COM
011659109
352
4800
SH
SOLE
4800
0
0
ALCATEL-LUCENT
SPONSORED ADR
013904305
2187
497000
SH
SOLE
497000
0
0
ALLIED NEVADA GOLD CORP
COM
019344100
3078
867000
SH
Put
SOLE
867000
0
0
ALLIED NEVADA GOLD CORP
COM
019344100
444
125000
SH
Put
SOLE
125000
0
0
ANADARKO PETE CORP
COM
032511107
50253
633551
SH
SOLE
633551
0
0
ANGLOGOLD ASHANTI LTD
SPONSORED ADR
035128206
13126
1120000
SH
Put
SOLE
1120000
0
0
ANNALY CAP MGMT INC
Note
035710AA0
4706
4500000
SH
SOLE
4500000
0
0
APACHE CORP
COM
037411105
4678
54437
SH
SOLE
54437
0
0
APACHE CORP
COM
037411105
40942
476400
SH
Call
SOLE
476400
0
0
APPLE INC
COM
037833100
12457
22200
SH
SOLE
22200
0
0
ARCH COAL INC
COM
039380100
2061
463096
SH
SOLE
463096
0
0
ARCH COAL INC
COM
039380100
1558
350000
SH
Put
SOLE
350000
0
0
AUTOZONE INC
COM
053332102
574
1200
SH
SOLE
1200
0
0
BANK OF AMERICA CORPORATION
COM
060505104
23910
1535651
SH
SOLE
1535651
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06742E711
8510
200000
SH
Put
SOLE
200000
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06742E711
4255
100000
SH
Put
SOLE
100000
0
0
BARRETT BILL CORP
COM
06846N104
6293
235000
SH
SOLE
235000
0
0
BARRICK GOLD CORP
COM
067901108
23615
1339490
SH
SOLE
1339490
0
0
CABOT OIL & GAS CORP
COM
127097103
7903
203900
SH
SOLE
203900
0
0
CAMERON INTERNATIONAL CORP
COM
13342B105
9695
162867
SH
SOLE
162867
0
0
CANADIAN NAT RES LTD
COM
136385101
1479
43700
SH
SOLE
43700
0
0
CAPITAL ONE FINL CORP
COM
14040H105
260
3400
SH
SOLE
3400
0
0
CHEVRON CORP NEW
COM
166764100
8399
67240
SH
SOLE
67240
0
0
CIMAREX ENERGY CO
COM
171798101
3201
30515
SH
SOLE
30515
0
0
CITIGROUP INC
COM
172967424
9737
186851
SH
SOLE
186851
0
0
CME GROUP INC
COM
12572Q105
2362
30100
SH
SOLE
30100
0
0
COBALT INTL ENERGY INC
COM
19075F106
17242
1048154
SH
SOLE
1048154
0
0
COBALT INTL ENERGY INC
COM
19075F106
11515
700000
SH
Put
SOLE
700000
0
0
COBALT INTL ENERGY INC
Note
19075FAA4
40912
46000000
SH
SOLE
46000000
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
367
6100
SH
SOLE
6100
0
0
DELTA AIR LINES INC DEL
COM
247361702
349
12700
SH
SOLE
12700
0
0
DENDREON CORP
COM
24823Q107
748
250000
SH
Put
SOLE
250000
0
0
DENDREON CORP
Note
24823QAC1
3195
5000000
SH
SOLE
5000000
0
0
DEVON ENERGY CORP NEW
COM
25179M103
4483
72459
SH
SOLE
72459
0
0
DISCOVER FINL SVCS
COM
254709108
257
4600
SH
SOLE
4600
0
0
DOW CHEM CO
COM
260543103
302
6800
SH
SOLE
6800
0
0
DRESSER-RAND GROUP INC
COM
261608103
596
10000
SH
SOLE
10000
0
0
DRYSHIPS INC.
Note
262498AB4
13572
13471000
SH
SOLE
13471000
0
0
ENCANA CORP
COM
292505104
3940
218300
SH
SOLE
218300
0
0
ENERGY XXI (BERMUDA) LTD
USD UNRS SHS
G10082140
8531
315246
SH
SOLE
315246
0
0
EOG RES INC
COM
26875P101
7569
45099
SH
SOLE
45099
0
0
EQT CORP
COM
26884L109
34479
384036
SH
SOLE
384036
0
0
EXCO RESOURCES INC
COM
269279402
2788
525000
SH
Put
SOLE
525000
0
0
FMC TECHNOLOGIES INC
COM
30249U101
2611
50000
SH
SOLE
50000
0
0
FREEPORT-MCMORAN COPPER & GO
COM
35671D857
4987
132130
SH
SOLE
132130
0
0
FREEPORT-MCMORAN COPPER & GO
COM
35671D857
23403
620100
SH
Call
SOLE
620100
0
0
GENERAL MTRS CO
COM
37045V100
801
19600
SH
SOLE
19600
0
0
GOODRICH PETE CORP
COM
382410405
853
50095
SH
SOLE
50095
0
0
GOODRICH PETE CORP
Note
382410AC2
4065
4000000
SH
SOLE
4000000
0
0
GOOGLE INC
CL A
38259P508
16250
14500
SH
SOLE
14500
0
0
GULFPORT ENERGY CORP
COM
402635304
19255
304916
SH
SOLE
304916
0
0
HALLIBURTON CO
COM
406216101
9145
180200
SH
SOLE
180200
0
0
HARMAN INTL INDS INC
COM
413086109
295
3600
SH
SOLE
3600
0
0
HESS CORP
COM
42809H107
8723
105100
SH
SOLE
105100
0
0
HOME DEPOT INC
COM
437076102
239
2900
SH
SOLE
2900
0
0
HORNBECK OFFSHORE SVCS INC N
COM
440543106
1723
35000
SH
SOLE
35000
0
0
IAMGOLD CORP
COM
450913108
1399
420000
SH
Put
SOLE
420000
0
0
INTEROIL CORP
Note
460951AC0
3751
4000000
SH
SOLE
4000000
0
0
ISHARES
MSCI EMG MKT ETF
464287234
62655
1500000
SH
Call
SOLE
1500000
0
0
ISHARES
MSCI EMG MKT ETF
464287234
41824
1001300
SH
Call
SOLE
1001300
0
0
ISHARES
MSCI EMG MKT ETF
464287234
125310
3000000
SH
Call
SOLE
3000000
0
0
ISHARES
MSCI EMG MKT ETF
464287234
20885
500000
SH
Call
SOLE
500000
0
0
ISHARES
MSCI EMG MKT ETF
464287234
42756
1023600
SH
Call
SOLE
1023600
0
0
ISHARES
MSCI EMG MKT ETF
464287234
11279
270015
SH
SOLE
270015
0
0
ISHARES
MSCI MEX CAP ETF
464286822
24450
359556
SH
SOLE
359556
0
0
ISHARES
MSCI STH KOR ETF
464286772
5271
81500
SH
SOLE
81500
0
0
ISHARES
US HOME CONS ETF
464288752
621
25000
SH
SOLE
25000
0
0
JPMORGAN CHASE & CO
COM
46625H100
351
6000
SH
SOLE
6000
0
0
KIRBY CORP
COM
497266106
1499
15100
SH
SOLE
15100
0
0
KODIAK OIL & GAS CORP
COM
50015Q100
3475
310000
SH
SOLE
310000
0
0
LIFE TECHNOLOGIES CORP
COM
53217V109
811
10700
SH
SOLE
10700
0
0
LINN ENERGY LLC
UNIT LTD LIAB
536020100
6928
225000
SH
Put
SOLE
225000
0
0
LINN ENERGY LLC
UNIT LTD LIAB
536020100
2309
75000
SH
Put
SOLE
75000
0
0
LOWES COS INC
COM
548661107
233
4700
SH
SOLE
4700
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
12866
160263
SH
SOLE
160263
0
0
MANNKIND CORP
Note
56400PAC6
6259
5980000
SH
SOLE
5980000
0
0
MARATHON OIL CORP
COM
565849106
61739
1748977
SH
SOLE
1748977
0
0
MARATHON PETE CORP
COM
56585A102
5255
57286
SH
SOLE
57286
0
0
MARKET VECTORS ETF TR
RUSSIA ETF
57060U506
5485
190000
SH
SOLE
190000
0
0
MARKET VECTORS ETF TR
GOLD MINER ETF
57060U100
3945
186782
SH
SOLE
186782
0
0
MASCO CORP
COM
574599106
230
10100
SH
SOLE
10100
0
0
MICRON TECHNOLOGY INC
Note
595112AH6
50280
33000000
SH
SOLE
33000000
0
0
MOHAWK INDS INC
COM
608190104
298
2000
SH
SOLE
2000
0
0
NEWFIELD EXPL CO
COM
651290108
52201
2119408
SH
SOLE
2119408
0
0
NII HLDGS INC
CL B
62913F201
2307
838800
SH
Put
SOLE
838800
0
0
NORTHERN OIL & GAS INC NEV
COM
665531109
17873
1186030
SH
SOLE
1186030
0
0
NVR INC
COM
62944T105
513
500
SH
SOLE
500
0
0
OASIS PETE INC NEW
COM
674215108
4683
99709
SH
SOLE
99709
0
0
ORANGE
SPONSORED ADR
684060106
1729
140000
SH
SOLE
140000
0
0
PRICELINE COM INC
COM
741503403
465
400
SH
SOLE
400
0
0
PRUDENTIAL FINL INC
COM
744320102
323
3500
SH
SOLE
3500
0
0
QUICKSILVER RESOURCES INC
COM
74837R104
4122
1342551
SH
SOLE
1342551
0
0
RADIAN GROUP INC
Note
750236AN1
26006
17600000
SH
SOLE
17600000
0
0
RITE AID CORP
Note
767754BU7
10353
5000000
SH
SOLE
5000000
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
2263
50000
SH
SOLE
50000
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
6927
195900
SH
SOLE
195900
0
0
SANDRIDGE ENERGY INC
COM
80007P307
14022
2310000
SH
Put
SOLE
2310000
0
0
SCHLUMBERGER LTD
COM
806857108
13526
150100
SH
SOLE
150100
0
0
SEADRILL LIMITED
SHS
G7945E105
5628
137000
SH
SOLE
137000
0
0
SELECT SECTOR SPDR TR
SBI CONS DISCR
81369Y407
8617
128932
SH
SOLE
128932
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
23049
260414
SH
SOLE
260414
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
37751
1726933
SH
SOLE
1726933
0
0
SILVER STD RES INC
COM
82823L106
1392
200000
SH
Put
SOLE
200000
0
0
SINA CORP
ORD
G81477104
12638
150000
SH
Put
SOLE
150000
0
0
SM ENERGY CO
COM
78454L100
11070
133200
SH
SOLE
133200
0
0
SOUTHWEST AIRLS CO
COM
844741108
367
19500
SH
SOLE
19500
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
336893
2900000
SH
Call
SOLE
2900000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
148239
802725
SH
SOLE
802725
0
0
SPDR SERIES TRUST
S&P REGL BKG
78464A698
9891
243551
SH
SOLE
243551
0
0
SUNCOR ENERGY INC NEW
COM
867224107
47668
1359995
SH
SOLE
1359995
0
0
SUNEDISON INC
COM
86732Y109
9135
700000
SH
Put
SOLE
700000
0
0
SUNPOWER CORP
DBCV 4.500% 3/1
867652AE9
16982
12000000
SH
SOLE
12000000
0
0
SUNPOWER CORP
DBCV 4.750% 4/1
867652AC3
6637
5500000
SH
SOLE
5500000
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
1775
66700
SH
SOLE
66700
0
0
TENNECO INC
COM
880349105
226
4000
SH
SOLE
4000
0
0
TRIPADVISOR INC
COM
896945201
248
3000
SH
SOLE
3000
0
0
TRW AUTOMOTIVE HLDGS CORP
COM
87264S106
357
4800
SH
SOLE
4800
0
0
U S SILICA HLDGS INC
COM
90346E103
2047
60000
SH
SOLE
60000
0
0
WALTER ENERGY INC
COM
93317Q105
3742
225000
SH
Put
SOLE
225000
0
0
WALTER ENERGY INC
COM
93317Q105
5613
337500
SH
Put
SOLE
337500
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
6586
200000
SH
Put
SOLE
200000
0
0
WELLS FARGO & CO NEW
COM
949746101
318
7000
SH
SOLE
7000
0
0
WESTLAKE CHEM CORP
COM
960413102
1953
16000
SH
SOLE
16000
0
0
WHIRLPOOL CORP
COM
963320106
220
1400
SH
SOLE
1400
0
0
WISDOMTREE TR
JAPN HEDGE EQT
97717W851
2034
40000
SH
SOLE
40000
0
0
WORKDAY INC
CL A
98138H101
249
3000
SH
SOLE
3000
0
0
YAHOO INC
COM
984332106
295
7300
SH
SOLE
7300
0
0