0001140361-16-052537.txt : 20160216 0001140361-16-052537.hdr.sgml : 20160215 20160216060632 ACCESSION NUMBER: 0001140361-16-052537 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160216 DATE AS OF CHANGE: 20160216 EFFECTIVENESS DATE: 20160216 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: 161422487 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 12-31-2015 12-31-2015 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 02-09-2016 0 60 548228 false INFORMATION TABLE 2 form13fInfoTable.xml AK STL CORP Note 001546AP5 8219 15000000 SH SOLE 15000000 0 0 AK STL HLDG CORP COM 001547108 409 182400 SH Put SOLE 182400 0 0 AK STL HLDG CORP COM 001547108 448 200000 SH Put SOLE 200000 0 0 BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 10070 500000 SH Put SOLE 500000 0 0 CANADIAN SOLAR INC Note 136635AE9 7511 8000000 SH SOLE 8000000 0 0 CASTLE A M & CO COM 148411101 80 50000 SH Put SOLE 50000 0 0 CASTLE A M & CO COM 148411101 569 357700 SH Put SOLE 357700 0 0 CASTLE A M & CO COM 148411101 69 43100 SH Put SOLE 43100 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1252 278200 SH Put SOLE 278200 0 0 CHESAPEAKE ENERGY CORP COM 165167107 225 50000 SH Put SOLE 50000 0 0 CLEAN ENERGY FUELS CORP COM 184499101 2058 571700 SH Put SOLE 571700 0 0 CME GROUP INC COM 12572Q105 2718 30000 SH SOLE 30000 0 0 COBALT INTL ENERGY INC Note 19075FAA4 10330 18000000 SH SOLE 18000000 0 0 COBALT INTL ENERGY INC COM 19075F106 2642 489300 SH Put SOLE 489300 0 0 CONSOL ENERGY INC COM 20854P109 553 70000 SH Put SOLE 70000 0 0 CTRIP COM INTL LTD Note 22943FAD2 19857 15000000 SH SOLE 15000000 0 0 EXELIXIS INC Note 30161QAC8 15456 13215000 SH SOLE 13215000 0 0 GULFPORT ENERGY CORP COM 402635304 6020 245000 SH Put SOLE 245000 0 0 HORSEHEAD HLDG CORP COM 440694305 322 157000 SH Put SOLE 157000 0 0 HORSEHEAD HLDG CORP COM 440694305 850 414800 SH Put SOLE 414800 0 0 HORSEHEAD HLDG CORP COM 440694305 205 100000 SH Put SOLE 100000 0 0 INTERDIGITAL INC Note 458660AB3 10125 10000000 SH SOLE 10000000 0 0 ISHARES MSCI STH KOR ETF 464286772 19753 397677 SH SOLE 397677 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 12876 400000 SH Put SOLE 400000 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 19689 175000 SH Put SOLE 175000 0 0 ISTAR INC Note 45031UBR1 10843 10000000 SH SOLE 10000000 0 0 JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 27565 996200 SH Put SOLE 996200 0 0 JPMORGAN CHASE & CO COM 46625H100 7924 120000 SH SOLE 120000 0 0 KCG HLDGS INC CL A 48244B100 5574 452800 SH Put SOLE 452800 0 0 LINN ENERGY LLC UNIT LTD LIAB 536020100 1180 914400 SH Put SOLE 914400 0 0 MCDERMOTT INTL INC COM 580037109 1508 450000 SH Put SOLE 450000 0 0 MCDERMOTT INTL INC COM 580037109 1260 376000 SH Put SOLE 376000 0 0 NQ MOBILE INC ADR REPSTG CL A 64118U108 7764 2132900 SH Put SOLE 2132900 0 0 NQ MOBILE INC Note 64118UAB4 4556 5370000 SH SOLE 5370000 0 0 PENN VA CORP COM 707882106 45 150000 SH Put SOLE 150000 0 0 PENN VA CORP COM 707882106 120 400000 SH Put SOLE 400000 0 0 QIHOO 360 TECHNOLOGY CO LTD Note 74734MAB5 24638 25000000 SH SOLE 25000000 0 0 SEADRILL LIMITED SHS G7945E105 678 200000 SH Put SOLE 200000 0 0 SEADRILL LIMITED SHS G7945E105 330 97300 SH Put SOLE 97300 0 0 SEADRILL LIMITED SHS G7945E105 339 100000 SH Put SOLE 100000 0 0 SHIP FINANCE INTERNATIONAL L Note G81075AE6 7645 7100000 SH SOLE 7100000 0 0 SINA CORP Note 82922RAD5 17892 18460000 SH SOLE 18460000 0 0 SOLARCITY CORP Note 83416TAC4 3224 4000000 SH SOLE 4000000 0 0 SOLARCITY CORP Note 83416TAA8 17868 18500000 SH SOLE 18500000 0 0 SOLARCITY CORP COM 83416T100 2745 53800 SH Put SOLE 53800 0 0 SOLARCITY CORP COM 83416T100 1531 30000 SH Put SOLE 30000 0 0 SOUFUN HLDGS LTD Note 836034AB4 18659 19500000 SH SOLE 19500000 0 0 STARWOOD PPTY TR INC Note 85571BAA3 36687 36000000 SH SOLE 36000000 0 0 STARWOOD WAYPOINT RESIDENTL Note 85571WAD1 32959 33005000 SH SOLE 33005000 0 0 SUNEDISON INC Note 86732YAC3 1652 3000000 SH SOLE 3000000 0 0 SUNEDISON INC Note 86732YAD1 2001 4000000 SH SOLE 4000000 0 0 SUNEDISON INC COM 86732Y109 509 100000 SH Put SOLE 100000 0 0 SUNTRUST BKS INC COM 867914103 9853 230000 SH SOLE 230000 0 0 TRANSOCEAN LTD REG SHS H8817H100 1083 87500 SH Put SOLE 87500 0 0 TRINA SOLAR LIMITED DBCV 3.500% 6/1 89628EAC8 23618 23950000 SH SOLE 23950000 0 0 TRULIA INC Note 897888AB9 18605 15000000 SH SOLE 15000000 0 0 VIPSHOP HLDGS LTD Note 92763WAA1 40243 38000000 SH SOLE 38000000 0 0 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 32157 2105900 SH Put SOLE 2105900 0 0 YY INC Note 98426TAB2 30201 31200000 SH SOLE 31200000 0 0 ZILLOW GROUP INC CL A 98954M101 2466 94700 SH Put SOLE 94700 0 0