0001140361-15-031796.txt : 20150814 0001140361-15-031796.hdr.sgml : 20150814 20150814060649 ACCESSION NUMBER: 0001140361-15-031796 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150630 FILED AS OF DATE: 20150814 DATE AS OF CHANGE: 20150814 EFFECTIVENESS DATE: 20150814 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: 151052394 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 06-30-2015 06-30-2015 Graham Capital Management, L.P.

40 HIGHLAND AVENUE ROWAYTON CT 06853

13F HOLDINGS REPORT 028-11610 N Timothy Sperry 203-899-3400 /s/ Timothy Sperry Rowayton CT 08-13-2015 0 124 1806368 false INFORMATION TABLE 2 form13fInfoTable.xml AK STL CORP Note 001546AP5 14705 14500000 SH SOLE 14500000 0 0 AMAZON COM INC COM 023135106 10062 23180 SH SOLE 23180 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 49984 1251634 SH SOLE 1251634 0 0 AMGEN INC COM 031162100 854 5560 SH SOLE 5560 0 0 APPLE INC COM 037833100 781 6224 SH SOLE 6224 0 0 BAKER HUGHES INC COM 057224107 20876 338352 SH SOLE 338352 0 0 BANK AMER CORP COM 060505104 16982 997775 SH SOLE 997775 0 0 BANK AMER CORP COM 060505104 70960 4169200 SH Call SOLE 4169200 0 0 BANK AMER CORP COM 060505104 17720 1041100 SH Call SOLE 1041100 0 0 BIOGEN INC COM 09062X103 465 1150 SH SOLE 1150 0 0 C&J ENERGY SVCS LTD SHS G3164Q101 4590 347700 SH SOLE 347700 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 5237 100000 SH SOLE 100000 0 0 CANADIAN SOLAR INC COM 136635109 5720 200000 SH Put SOLE 200000 0 0 CANADIAN SOLAR INC Note 136635AE9 15780 16000000 SH SOLE 16000000 0 0 CASTLE A M & CO COM 148411101 926 150000 SH Put SOLE 150000 0 0 CIMAREX ENERGY CO COM 171798101 7115 64500 SH SOLE 64500 0 0 CLEAN ENERGY FUELS CORP COM 184499101 3063 545000 SH Put SOLE 545000 0 0 CME GROUP INC COM 12572Q105 2792 30000 SH SOLE 30000 0 0 COBALT INTL ENERGY INC COM 19075F106 2913 300000 SH SOLE 300000 0 0 COBALT INTL ENERGY INC Note 19075FAA4 26135 35000000 SH SOLE 35000000 0 0 CONCHO RES INC COM 20605P101 5563 48862 SH SOLE 48862 0 0 CONSOL ENERGY INC COM 20854P109 7609 350000 SH Put SOLE 350000 0 0 CTRIP COM INTL LTD Note 22943FAD2 11440 10000000 SH SOLE 10000000 0 0 DELTA AIR LINES INC DEL COM 247361702 1347 32800 SH SOLE 32800 0 0 DIAMONDBACK ENERGY INC COM 25278X109 1316 17454 SH SOLE 17454 0 0 ECLIPSE RES CORP COM 27890G100 263 50000 SH SOLE 50000 0 0 ENCANA CORP COM 292505104 11579 1050761 SH SOLE 1050761 0 0 ENERGY XXI BERMUDA LTD Note 29274UAB7 540 2000000 SH SOLE 2000000 0 0 EOG RES INC COM 26875P101 13685 156306 SH SOLE 156306 0 0 EQT CORP COM 26884L109 10617 130528 SH SOLE 130528 0 0 EXELIXIS INC COM 30161Q104 639 170000 SH Call SOLE 170000 0 0 EXELIXIS INC Note 30161QAC8 6862 7715000 SH SOLE 7715000 0 0 FACEBOOK INC CL A 30303M102 1089 12700 SH SOLE 12700 0 0 FMC TECHNOLOGIES INC COM 30249U101 7261 175000 SH SOLE 175000 0 0 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 2230 109971 SH SOLE 109971 0 0 FXCM INC Note 302693AB2 3373 4000000 SH SOLE 4000000 0 0 GENERAL ELECTRIC CO COM 369604103 7445 280189 SH SOLE 280189 0 0 GENERAL MTRS CO COM 37045V100 3531 105934 SH SOLE 105934 0 0 GOOGLE INC CL A 38259P508 1458 2700 SH SOLE 2700 0 0 GULFPORT ENERGY CORP COM 402635304 14701 365249 SH SOLE 365249 0 0 GULFPORT ENERGY CORP COM 402635304 10063 250000 SH Put SOLE 250000 0 0 HESS CORP COM 42809H107 11704 175000 SH SOLE 175000 0 0 HORSEHEAD HLDG CORP COM 440694305 5860 500000 SH Put SOLE 500000 0 0 HORSEHEAD HLDG CORP COM 440694305 1992 170000 SH Put SOLE 170000 0 0 INTERDIGITAL INC Note 458660AB3 16557 14976000 SH SOLE 14976000 0 0 INTEROIL CORP Note 460951AC0 3999 4000000 SH SOLE 4000000 0 0 ISHARES MSCI STH KOR ETF 464286772 17201 312115 SH SOLE 312115 0 0 ISHARES US HOME CONS ETF 464288752 10092 367650 SH SOLE 367650 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 23050 500000 SH Call SOLE 500000 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 20980 455100 SH SOLE 455100 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 18281 461400 SH SOLE 461400 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 83119 2097900 SH Call SOLE 2097900 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 43744 1104100 SH Call SOLE 1104100 0 0 ISTAR FINL INC Note 45031UBR1 12039 10000000 SH SOLE 10000000 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 19687 666900 SH Put SOLE 666900 0 0 KCG HLDGS INC CL A 48244B100 2466 200000 SH Put SOLE 200000 0 0 KCG HLDGS INC CL A 48244B100 5549 450000 SH Put SOLE 450000 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 14306 138193 SH SOLE 138193 0 0 MANNKIND CORP Note 56400PAC6 22078 21500000 SH SOLE 21500000 0 0 MARATHON PETE CORP COM 56585A102 3923 75000 SH SOLE 75000 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 227 12800 SH SOLE 12800 0 0 MARKET VECTORS ETF TR SEMICONDUCTOR 57060U233 7094 130000 SH Put SOLE 130000 0 0 MCDERMOTT INTL INC COM 580037109 4005 750000 SH Put SOLE 750000 0 0 MCDERMOTT INTL INC COM 580037109 2008 376000 SH Put SOLE 376000 0 0 MEMORIAL RESOURCE DEV CORP COM 58605Q109 3105 163660 SH SOLE 163660 0 0 MICRON TECHNOLOGY INC COM 595112103 4579 243043 SH SOLE 243043 0 0 MICROSOFT CORP COM 594918104 289 6550 SH SOLE 6550 0 0 MRC GLOBAL INC COM 55345K103 3984 258000 SH SOLE 258000 0 0 NEWFIELD EXPL CO COM 651290108 21672 600000 SH SOLE 600000 0 0 NOBLE CORP PLC SHS USD G65431101 6619 430090 SH SOLE 430090 0 0 NQ MOBILE INC ADR REPSTG CL A 64118U108 9597 1817600 SH Put SOLE 1817600 0 0 NQ MOBILE INC Note 64118UAB4 3541 5370000 SH SOLE 5370000 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 22522 289596 SH SOLE 289596 0 0 ORACLE CORP COM 68389X105 431 10700 SH SOLE 10700 0 0 PARSLEY ENERGY INC CL A 701877102 17994 1032979 SH SOLE 1032979 0 0 PATTERSON UTI ENERGY INC COM 703481101 7497 398448 SH SOLE 398448 0 0 PDC ENERGY INC COM 69327R101 2146 40000 SH SOLE 40000 0 0 PEABODY ENERGY CORP COM 704549104 876 400000 SH Put SOLE 400000 0 0 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 32053 1280600 SH Put SOLE 1280600 0 0 POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 528 21100 SH SOLE 21100 0 0 PULTE GROUP INC COM 745867101 8350 414370 SH SOLE 414370 0 0 QIHOO 360 TECHNOLOGY CO LTD Note 74734MAB5 39176 40000000 SH SOLE 40000000 0 0 QUIKSILVER INC COM 74838C106 275 414697 SH SOLE 414697 0 0 QUIKSILVER INC COM 74838C106 275 414800 SH Put SOLE 414800 0 0 RADIAN GROUP INC COM 750236101 6386 340425 SH SOLE 340425 0 0 RANGE RES CORP COM 75281A109 6996 141681 SH SOLE 141681 0 0 RICE ENERGY INC COM 762760106 5728 275000 SH SOLE 275000 0 0 RSP PERMIAN INC COM 74978Q105 435 15476 SH SOLE 15476 0 0 SCHLUMBERGER LTD COM 806857108 19678 228312 SH SOLE 228312 0 0 SEADRILL LIMITED SHS G7945E105 4653 450000 SH Put SOLE 450000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1530 20000 SH SOLE 20000 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 967 13000 SH SOLE 13000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11698 479800 SH SOLE 479800 0 0 SHIP FINANCE INTERNATIONAL L Note G81075AE6 7579 7100000 SH SOLE 7100000 0 0 SINA CORP Note 82922RAD5 18944 20000000 SH SOLE 20000000 0 0 SOLARCITY CORP Note 83416TAA8 39656 36500000 SH SOLE 36500000 0 0 SOLARCITY CORP COM 83416T100 5355 100000 SH Put SOLE 100000 0 0 SOLARCITY CORP COM 83416T100 17672 330000 SH Put SOLE 330000 0 0 SOUFUN HLDGS LTD Note 836034AB4 9499 10000000 SH SOLE 10000000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 261759 1271600 SH Call SOLE 1271600 0 0 SPDR SERIES TRUST S&P BK ETF 78464A797 979 27000 SH SOLE 27000 0 0 STARWOOD PPTY TR INC Note 85571BAA3 33917 32500000 SH SOLE 32500000 0 0 SUNCOR ENERGY INC NEW COM 867224107 8389 304850 SH SOLE 304850 0 0 SUNEDISON INC COM 86732Y109 43743 1462500 SH Put SOLE 1462500 0 0 SUNEDISON INC Note 86732YAC3 60756 29000000 SH SOLE 29000000 0 0 SWIFT ENERGY CO COM 870738101 609 300000 SH Put SOLE 300000 0 0 TESLA MTRS INC COM 88160R101 3018 11250 SH SOLE 11250 0 0 TRANSOCEAN LTD REG SHS H8817H100 7361 456610 SH SOLE 456610 0 0 TRINA SOLAR LIMITED SPON ADR 89628E104 6479 556600 SH Put SOLE 556600 0 0 TRINA SOLAR LIMITED DBCV 3.500% 6/1 89628EAC8 24481 23950000 SH SOLE 23950000 0 0 TRULIA INC Note 897888AB9 16021 12500000 SH SOLE 12500000 0 0 UNITED PARCEL SERVICE INC CL B 911312106 368 3800 SH SOLE 3800 0 0 VIACOM INC NEW CL B 92553P201 485 7500 SH SOLE 7500 0 0 VIPSHOP HLDGS LTD Note 92763WAA1 44494 35000000 SH SOLE 35000000 0 0 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 46856 2105900 SH Put SOLE 2105900 0 0 WALTER INVT MGMT CORP COM 93317W102 10042 439100 SH Put SOLE 439100 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 8341 679800 SH SOLE 679800 0 0 WHITING PETE CORP NEW COM 966387102 14477 430856 SH SOLE 430856 0 0 WILLIAMS COS INC DEL COM 969457100 5452 95000 SH SOLE 95000 0 0 YAHOO INC COM 984332106 10237 260546 SH SOLE 260546 0 0 YY INC Note 98426TAB2 36978 39400000 SH SOLE 39400000 0 0 YY INC ADS REPCOM CLA 98426T106 46578 670000 SH Put SOLE 670000 0 0 YY INC ADS REPCOM CLA 98426T106 11839 170300 SH Put SOLE 170300 0 0 ZILLOW GROUP INC CL A 98954M101 10192 117500 SH Put SOLE 117500 0 0