0001140361-14-041712.txt : 20141114
0001140361-14-041712.hdr.sgml : 20141114
20141114060459
ACCESSION NUMBER: 0001140361-14-041712
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140930
FILED AS OF DATE: 20141114
DATE AS OF CHANGE: 20141114
EFFECTIVENESS DATE: 20141114
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: 141220254
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
09-30-2014
09-30-2014
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
11-14-2014
0
160
2266141
false
INFORMATION TABLE
2
form13fInfoTable.xml
AK STL CORP
Note
001546AP5
12721
7500000
SH
SOLE
7500000
0
0
ALLIED NEVADA GOLD CORP
COM
019344100
8507
2570000
SH
Put
SOLE
2570000
0
0
ALLIED NEVADA GOLD CORP
COM
019344100
1090
329400
SH
Put
SOLE
329400
0
0
ALLIED NEVADA GOLD CORP
COM
019344100
530
160000
SH
Put
SOLE
160000
0
0
ALPHA NATURAL RESOURCES INC
COM
02076X102
3596
1450000
SH
Put
SOLE
1450000
0
0
AMBEV SA
SPONSORED ADR
02319V103
563
86000
SH
SOLE
86000
0
0
AMERICAN INTL GROUP INC
COM
026874784
2199
40700
SH
SOLE
40700
0
0
ANADARKO PETE CORP
COM
032511107
30533
300999
SH
SOLE
300999
0
0
ANGLOGOLD ASHANTI LTD
SPONSORED ADR
035128206
3600
300000
SH
Put
SOLE
300000
0
0
ANNALY CAP MGMT INC
Note
035710AA0
4635
4500000
SH
SOLE
4500000
0
0
ARCH COAL INC
COM
039380100
360
170000
SH
SOLE
170000
0
0
ARCH COAL INC
COM
039380100
2332
1100000
SH
Put
SOLE
1100000
0
0
ARCH COAL INC
COM
039380100
1696
800000
SH
Put
SOLE
800000
0
0
ATHLON ENERGY INC
COM
047477104
5491
94302
SH
SOLE
94302
0
0
ATWOOD OCEANICS INC
COM
050095108
8432
192991
SH
SOLE
192991
0
0
AXIALL CORP
COM
05463D100
5250
146599
SH
SOLE
146599
0
0
BAIDU INC
SPON ADR REP A
056752108
1091
5000
SH
SOLE
5000
0
0
BAKER HUGHES INC
COM
057224107
10593
162825
SH
SOLE
162825
0
0
BANK AMER CORP
COM
060505104
36788
2157634
SH
SOLE
2157634
0
0
BANK AMER CORP
COM
060505104
6063
355600
SH
Call
SOLE
355600
0
0
BANK AMER CORP
COM
060505104
17500
1026400
SH
Call
SOLE
1026400
0
0
BANK AMER CORP
COM
060505104
19988
1172300
SH
Call
SOLE
1172300
0
0
BARRETT BILL CORP
COM
06846N104
8004
363171
SH
SOLE
363171
0
0
BARRICK GOLD CORP
COM
067901108
11636
793738
SH
SOLE
793738
0
0
BERKSHIRE HATHAWAY INC DEL
CL B
084670702
1962
14200
SH
SOLE
14200
0
0
BLACKBERRY LTD
COM
09228F103
7168
721100
SH
SOLE
721100
0
0
BRF SA
SPONSORED ADR
10552T107
595
25000
SH
SOLE
25000
0
0
CABOT OIL & GAS CORP
COM
127097103
9189
281100
SH
SOLE
281100
0
0
CAESARS ENTMT CORP
COM
127686103
5032
400000
SH
Put
SOLE
400000
0
0
CANADIAN NAT RES LTD
COM
136385101
14515
373713
SH
SOLE
373713
0
0
CEMEX SAB DE CV
SPON ADR
151290889
1304
100000
SH
SOLE
100000
0
0
CIMAREX ENERGY CO
COM
171798101
17609
139171
SH
SOLE
139171
0
0
CITIGROUP INC
COM
172967424
32775
632471
SH
SOLE
632471
0
0
CITIGROUP INC
COM
172967424
6478
125000
SH
Call
SOLE
125000
0
0
CITIGROUP INC
COM
172967424
7778
150100
SH
Call
SOLE
150100
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGGENHEIM SOLAR
18383Q739
1463
36000
SH
SOLE
36000
0
0
CME GROUP INC
COM
12572Q105
2423
30300
SH
SOLE
30300
0
0
COBALT INTL ENERGY INC
COM
19075F106
11560
850000
SH
Put
SOLE
850000
0
0
COBALT INTL ENERGY INC
Note
19075FAA4
49706
60000000
SH
SOLE
60000000
0
0
COEUR MNG INC
COM
192108504
4960
1000000
SH
Put
SOLE
1000000
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
998
22300
SH
SOLE
22300
0
0
COMPANHIA BRASILEIRA DE DIST
SPN ADR PFD CL A
20440T201
414
9500
SH
SOLE
9500
0
0
CONCHO RES INC
COM
20605P101
5387
42964
SH
SOLE
42964
0
0
CONOCOPHILLIPS
COM
20825C104
3689
48214
SH
SOLE
48214
0
0
COPA HOLDINGS SA
CL A
P31076105
1502
14000
SH
SOLE
14000
0
0
CORNING INC
COM
219350105
10927
565000
SH
SOLE
565000
0
0
COSTCO WHSL CORP NEW
COM
22160K105
2143
17100
SH
SOLE
17100
0
0
D R HORTON INC
COM
23331A109
13140
640348
SH
SOLE
640348
0
0
DIAGEO P L C
SPON ADR
25243Q205
496
4300
SH
SOLE
4300
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
6860
91736
SH
SOLE
91736
0
0
DRYSHIPS INC.
Note
262498AB4
19784
20000000
SH
SOLE
20000000
0
0
E HOUSE CHINA HLDGS LTD
ADR
26852W103
5875
617100
SH
Put
SOLE
617100
0
0
E HOUSE CHINA HLDGS LTD
ADR
26852W103
2856
300000
SH
Put
SOLE
300000
0
0
EBAY INC
COM
278642103
1325
23400
SH
SOLE
23400
0
0
EMBRAER S A
SP ADR REP 4 COM
29082A107
863
22000
SH
SOLE
22000
0
0
ENCANA CORP
COM
292505104
13246
624500
SH
SOLE
624500
0
0
EOG RES INC
COM
26875P101
12771
128972
SH
SOLE
128972
0
0
EOG RES INC
COM
26875P101
6931
70000
SH
Put
SOLE
70000
0
0
EPAM SYS INC
COM
29414B104
1314
30000
SH
SOLE
30000
0
0
EQT CORP
COM
26884L109
35710
390100
SH
SOLE
390100
0
0
EXELIXIS INC
Note
30161QAC8
1770
3000000
SH
SOLE
3000000
0
0
FMC TECHNOLOGIES INC
COM
30249U101
6023
110900
SH
SOLE
110900
0
0
FOMENTO ECONOMICO MEXICANO S
SPON ADR UNITS
344419106
603
6550
SH
SOLE
6550
0
0
GENERAL MTRS CO
COM
37045V100
13699
428894
SH
SOLE
428894
0
0
GENERAL MTRS CO
COM
37045V100
30982
970000
SH
Call
SOLE
970000
0
0
GILEAD SCIENCES INC
COM
375558103
3194
30000
SH
Call
SOLE
30000
0
0
GILEAD SCIENCES INC
COM
375558103
1671
15700
SH
Call
SOLE
15700
0
0
GILEAD SCIENCES INC
COM
375558103
3194
30000
SH
Call
SOLE
30000
0
0
GOOGLE INC
CL C
38259P706
3175
5500
SH
SOLE
5500
0
0
GRUPO TELEVISA SA
SPON ADR REP ORD
40049J206
1633
48200
SH
SOLE
48200
0
0
HALLIBURTON CO
COM
406216101
57720
894739
SH
SOLE
894739
0
0
HARLEY DAVIDSON INC
COM
412822108
521
8950
SH
SOLE
8950
0
0
HESS CORP
COM
42809H107
19589
207690
SH
SOLE
207690
0
0
HUNTSMAN CORP
COM
447011107
10336
397684
SH
SOLE
397684
0
0
IAMGOLD CORP
COM
450913108
3450
1250000
SH
Put
SOLE
1250000
0
0
INTEROIL CORP
Note
460951AC0
4057
4000000
SH
SOLE
4000000
0
0
INTL PAPER CO
COM
460146103
5796
121400
SH
SOLE
121400
0
0
ISHARES
MSCI MEX CAP ETF
464286822
3780
55000
SH
SOLE
55000
0
0
ISHARES
MSCI STH KOR ETF
464286772
3390
56019
SH
SOLE
56019
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
28068
300000
SH
Call
SOLE
300000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
14034
150000
SH
Put
SOLE
150000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
18712
200000
SH
Put
SOLE
200000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
9356
100000
SH
Put
SOLE
100000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
40802
373134
SH
SOLE
373134
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
62475
1503247
SH
SOLE
1503247
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
82010
1973300
SH
Call
SOLE
1973300
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
10806
260000
SH
Call
SOLE
260000
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
242561
5836400
SH
Call
SOLE
5836400
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
8935
215000
SH
Put
SOLE
215000
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
10390
250000
SH
Put
SOLE
250000
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
6234
150000
SH
Put
SOLE
150000
0
0
JINKOSOLAR HLDG CO LTD
SPONSORED ADR
47759T100
16494
600000
SH
Put
SOLE
600000
0
0
JINKOSOLAR HLDG CO LTD
SPONSORED ADR
47759T100
2914
106000
SH
Put
SOLE
106000
0
0
KOSMOS ENERGY LTD
SHS
G5315B107
3586
360000
SH
Put
SOLE
360000
0
0
LINN ENERGY LLC
UNIT LTD LIAB
536020100
6329
210000
SH
Put
SOLE
210000
0
0
MANNKIND CORP
Note
56400PAC6
24266
21500000
SH
SOLE
21500000
0
0
MARATHON OIL CORP
COM
565849106
10294
273841
SH
SOLE
273841
0
0
MASTERCARD INC
CL A
57636Q104
2454
33200
SH
SOLE
33200
0
0
MCDERMOTT INTL INC
COM
580037109
8294
1450000
SH
Put
SOLE
1450000
0
0
MCKESSON CORP
COM
58155Q103
2375
12200
SH
SOLE
12200
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
1790
18600
SH
SOLE
18600
0
0
MEMORIAL RESOURCE DEV CORP
COM
58605Q109
2440
90000
SH
SOLE
90000
0
0
MOLYCORP INC DEL
COM
608753109
1190
1000000
SH
Put
SOLE
1000000
0
0
NEWFIELD EXPL CO
COM
651290108
19000
512535
SH
SOLE
512535
0
0
NORTHERN OIL & GAS INC NEV
COM
665531109
6437
452655
SH
SOLE
452655
0
0
NOVO-NORDISK A S
ADR
670100205
952
20000
SH
SOLE
20000
0
0
NQ MOBILE INC
ADR REPSTG CL A
64118U108
4044
580200
SH
Put
SOLE
580200
0
0
OPKO HEALTH INC
COM
68375N103
4568
536800
SH
Put
SOLE
536800
0
0
PARSLEY ENERGY INC
CL A
701877102
4213
197500
SH
SOLE
197500
0
0
PATTERSON UTI ENERGY INC
COM
703481101
7309
224700
SH
SOLE
224700
0
0
PEABODY ENERGY CORP
COM
704549104
2476
200000
SH
Put
SOLE
200000
0
0
PENN VA CORP
COM
707882106
7087
557609
SH
SOLE
557609
0
0
PENNEY J C INC
COM
708160106
4418
440000
SH
Put
SOLE
440000
0
0
PENNEY J C INC
COM
708160106
4518
450000
SH
Put
SOLE
450000
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
710
50000
SH
SOLE
50000
0
0
POWERSHARES QQQ TRUST
UNIT SER 1
73935A104
98790
1000000
SH
Call
SOLE
1000000
0
0
PRECISION DRILLING CORP
COM 2010
74022D308
9326
864347
SH
SOLE
864347
0
0
QIHOO 360 TECHNOLOGY CO LTD
ADS
74734M109
10795
160000
SH
Put
SOLE
160000
0
0
QIHOO 360 TECHNOLOGY CO LTD
ADS
74734M109
8805
130500
SH
Put
SOLE
130500
0
0
QUICKSILVER RESOURCES INC
COM
74837R104
373
618551
SH
SOLE
618551
0
0
QUIKSILVER INC
COM
74838C106
1376
800000
SH
Put
SOLE
800000
0
0
QUIKSILVER INC
COM
74838C106
1376
800000
SH
Put
SOLE
800000
0
0
RADIAN GROUP INC
Note
750236AN1
25194
17600000
SH
SOLE
17600000
0
0
RICE ENERGY INC
COM
762760106
1288
48423
SH
SOLE
48423
0
0
RITE AID CORP
Note
767754BU7
18248
9372000
SH
SOLE
9372000
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
940
37140
SH
SOLE
37140
0
0
ROYAL DUTCH SHELL PLC
SPONS ADR A
780259206
8715
114473
SH
SOLE
114473
0
0
SEADRILL LIMITED
SHS
G7945E105
4014
150000
SH
Put
SOLE
150000
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
12687
140000
SH
Put
SOLE
140000
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
11585
500000
SH
Call
SOLE
500000
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
25684
1108500
SH
SOLE
1108500
0
0
SINA CORP
ORD
G81477104
14148
343900
SH
Put
SOLE
343900
0
0
SOLARCITY CORP
Note
83416TAA8
31093
26000000
SH
SOLE
26000000
0
0
SOLARCITY CORP
COM
83416T100
936
15700
SH
SOLE
15700
0
0
SOLARCITY CORP
COM
83416T100
8272
138800
SH
Put
SOLE
138800
0
0
SOUFUN HLDGS LTD
ADR
836034108
1418
142500
SH
Put
SOLE
142500
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
171013
868000
SH
Call
SOLE
868000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
197020
1000000
SH
Call
SOLE
1000000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
7491
38024
SH
SOLE
38024
0
0
SUNCOR ENERGY INC NEW
COM
867224107
13450
372054
SH
SOLE
372054
0
0
SUNPOWER CORP
DBCV 4.500% 3/1
867652AE9
10681
7000000
SH
SOLE
7000000
0
0
TEVA PHARMACEUTICAL INDS LTD
ADR
881624209
1881
35000
SH
SOLE
35000
0
0
TIME WARNER INC
COM
887317303
2647
35200
SH
SOLE
35200
0
0
TRINA SOLAR LIMITED
SPON ADR
89628E104
6483
537100
SH
Put
SOLE
537100
0
0
TRINA SOLAR LIMITED
SPON ADR
89628E104
4488
371800
SH
Put
SOLE
371800
0
0
U S SILICA HLDGS INC
COM
90346E103
1719
27500
SH
SOLE
27500
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
2212
22500
SH
SOLE
22500
0
0
VALE S A
ADR
91912E105
551
50000
SH
SOLE
50000
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
19918
398444
SH
SOLE
398444
0
0
VIPSHOP HLDGS LTD
Note
92763WAA1
35537
30000000
SH
SOLE
30000000
0
0
WALTER INVT MGMT CORP
Note
93317WAA0
12023
14412000
SH
SOLE
14412000
0
0
WALTER INVT MGMT CORP
COM
93317W102
11475
522800
SH
Put
SOLE
522800
0
0
WEBMD HEALTH CORP
Note
94770VAH5
5033
5000000
SH
SOLE
5000000
0
0
WESTERN REFNG INC
COM
959319104
5221
124336
SH
SOLE
124336
0
0
YAHOO INC
COM
984332106
19309
473850
SH
SOLE
473850
0
0
YAHOO INC
COM
984332106
2038
50000
SH
Call
SOLE
50000
0
0
YAHOO INC
COM
984332106
11712
287400
SH
Call
SOLE
287400
0
0
YAHOO INC
COM
984332106
4523
111000
SH
Call
SOLE
111000
0
0
YY INC
ADS REPCOM CLA
98426T106
38943
520000
SH
Put
SOLE
520000
0
0
ZILLOW INC
CL A
98954A107
4640
40000
SH
SOLE
40000
0
0