0001140361-17-020225.txt : 20170515 0001140361-17-020225.hdr.sgml : 20170515 20170515085304 ACCESSION NUMBER: 0001140361-17-020225 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170515 DATE AS OF CHANGE: 20170515 EFFECTIVENESS DATE: 20170515 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: 17841395 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 03-31-2017 03-31-2017 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 05-11-2017 0 96 2546293 false INFORMATION TABLE 2 form13fInfoTable.xml ABBVIE INC COM 00287Y109 4027 61800 SH SOLE 61800 0 0 ACTUANT CORP CL A 00508X203 1763 66900 SH SOLE 66900 0 0 ADVANCED MICRO DEVICES INC Note 007903BD8 70606 35750000 SH SOLE 35750000 0 0 AEGEAN MARINE PETE NETWORK I Note Y0020QAA9 8331 7500000 SH SOLE 7500000 0 0 AK STL CORP Note 001546AP5 93129 58757000 SH SOLE 58757000 0 0 ANADARKO PETE CORP COM 032511107 4018 64800 SH SOLE 64800 0 0 ANALOGIC CORP COM PAR $0.05 032657207 2201 29000 SH SOLE 29000 0 0 BLACKSTONE MTG TR INC Note 09257WAA8 12042 10460000 SH SOLE 10460000 0 0 BRINKS CO COM 109696104 2844 53200 SH SOLE 53200 0 0 CATERPILLAR INC DEL COM 149123101 4081 44000 SH SOLE 44000 0 0 CDK GLOBAL INC COM 12508E101 2535 39000 SH SOLE 39000 0 0 CME GROUP INC COM 12572Q105 3564 30000 SH SOLE 30000 0 0 CNA FINL CORP COM 126117100 2138 48400 SH SOLE 48400 0 0 COCA COLA CO COM 191216100 4074 96000 SH SOLE 96000 0 0 CTRIP COM INTL LTD Note 22943FAD2 19689 15000000 SH SOLE 15000000 0 0 CTRIP COM INTL LTD Note 22943FAF7 16633 15000000 SH SOLE 15000000 0 0 DANA INCORPORATED COM 235825205 2595 134400 SH SOLE 134400 0 0 EXXON MOBIL CORP COM 30231G102 4051 49400 SH SOLE 49400 0 0 F5 NETWORKS INC COM 315616102 1982 13900 SH SOLE 13900 0 0 FLOWSERVE CORP COM 34354P105 2082 43000 SH SOLE 43000 0 0 FRANCESCAS HLDGS CORP COM 351793104 1082 70500 SH SOLE 70500 0 0 GUESS INC COM 401617105 2004 179700 SH SOLE 179700 0 0 HALLIBURTON CO COM 406216101 1452 29500 SH SOLE 29500 0 0 ISHARES MSCI GERMANY ETF 464286806 28750 1000000 SH Put SOLE 1000000 0 0 ISHARES INC MSCI JPN ETF 46434G822 2575 50000 SH SOLE 50000 0 0 ISHARES INC MSCI JPN ETF 46434G822 10300 200000 SH Call SOLE 200000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 11423 290000 SH SOLE 290000 0 0 ISHARES TR MSCI INDIA ETF 46429B598 15903 505100 SH SOLE 505100 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 19247 140000 SH SOLE 140000 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 206220 1500000 SH Put SOLE 1500000 0 0 JOHNSON & JOHNSON COM 478160104 3961 31800 SH SOLE 31800 0 0 KEANE GROUP INC COM 48669A108 229 16000 SH SOLE 16000 0 0 LEE ENTERPRISES INC COM 523768109 393 151128 SH SOLE 151128 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2568 168300 SH SOLE 168300 0 0 MASTERCARD INCORPORATED CL A 57636Q104 4049 36000 SH SOLE 36000 0 0 METLIFE INC COM 59156R108 4131 78200 SH SOLE 78200 0 0 MONSANTO CO NEW COM 61166W101 4030 35600 SH SOLE 35600 0 0 MORGAN STANLEY COM 617446448 4087 95400 SH SOLE 95400 0 0 NORTH ATLANTIC DRILLING LTD COM G6613P129 229 135500 SH Put SOLE 135500 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 4093 64600 SH SOLE 64600 0 0 PATTERSON UTI ENERGY INC COM 703481101 1165 48000 SH SOLE 48000 0 0 PINNACLE FOODS INC DEL COM 72348P104 2564 44300 SH SOLE 44300 0 0 PRECISION DRILLING CORP COM 2010 74022D308 94 20000 SH SOLE 20000 0 0 RALPH LAUREN CORP CL A 751212101 1796 22000 SH SOLE 22000 0 0 REDWOOD TR INC Note 758075AB1 34150 33849000 SH SOLE 33849000 0 0 REVLON INC CL A 761525609 680 24425 SH SOLE 24425 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 206 13200 SH SOLE 13200 0 0 RTW HLDGS INC Note 749772AB5 11848 11500000 SH SOLE 11500000 0 0 SEADRILL LIMITED SHS G7945E105 5416 3282400 SH Put SOLE 3282400 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 9633 176500 SH SOLE 176500 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 4172 56100 SH SOLE 56100 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 21844 312500 SH SOLE 312500 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 15209 640900 SH SOLE 640900 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 23730 1000000 SH Call SOLE 1000000 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 19446 298900 SH SOLE 298900 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3351 65300 SH SOLE 65300 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 5388 102800 SH SOLE 102800 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 4121 77300 SH SOLE 77300 0 0 SHIP FINANCE INTERNATIONAL L Note G81075AE6 36393 33568000 SH SOLE 33568000 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 1089 96419 SH SOLE 96419 0 0 SILVER STD RES INC Note 82823LAC0 43161 43911000 SH SOLE 43911000 0 0 SOLARCITY CORP Note 83416TAA8 14927 15381000 SH SOLE 15381000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 1246560 10500000 SH Call SOLE 10500000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 29821 126500 SH SOLE 126500 0 0 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 931 25000 SH SOLE 25000 0 0 SPDR SERIES TRUST S&P METALS MNG 78464A755 4563 150000 SH SOLE 150000 0 0 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 13853 370000 SH SOLE 370000 0 0 SPDR SERIES TRUST S&P REGL BKG 78464A698 1311 24000 SH SOLE 24000 0 0 STARBUCKS CORP COM 855244109 4134 70800 SH SOLE 70800 0 0 STARWOOD PPTY TR INC Note 85571BAA3 80537 73699000 SH SOLE 73699000 0 0 SUNPOWER CORP COM 867652406 1861 305000 SH Put SOLE 305000 0 0 SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 5100 5500000 SH SOLE 5500000 0 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 1522 2000000 SH SOLE 2000000 0 0 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 10193 13000000 SH SOLE 13000000 0 0 SUPERVALU INC COM 868536103 1202 311300 SH SOLE 311300 0 0 TABLEAU SOFTWARE INC CL A 87336U105 2542 51300 SH SOLE 51300 0 0 TERRAFORM PWR INC CL A COM 88104R100 1299 105000 SH SOLE 105000 0 0 TESLA INC COM 88160R101 33340 119800 SH Put SOLE 119800 0 0 TESLA INC Note 88160RAB7 61244 61250000 SH SOLE 61250000 0 0 TESLA INC Note 88160RAD3 63544 61000000 SH SOLE 61000000 0 0 TEXAS INSTRS INC COM 882508104 4101 50900 SH SOLE 50900 0 0 TIME WARNER INC COM 887317303 4065 41600 SH SOLE 41600 0 0 TRIUMPH GROUP INC NEW COM 896818101 2122 82411 SH SOLE 82411 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 4165 128600 SH SOLE 128600 0 0 TWO HBRS INVT CORP Note 90187BAA9 20492 20000000 SH SOLE 20000000 0 0 U S SILICA HLDGS INC COM 90346E103 384 8000 SH SOLE 8000 0 0 UNION PAC CORP COM 907818108 4131 39000 SH SOLE 39000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 3936 24000 SH SOLE 24000 0 0 UNIVAR INC COM 91336L107 2023 65998 SH SOLE 65998 0 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 2281 100000 SH SOLE 100000 0 0 VIPSHOP HLDGS LTD Note 92763WAA1 15158 15000000 SH SOLE 15000000 0 0 VISA INC COM CL A 92826C839 4026 45300 SH SOLE 45300 0 0 VISTEON CORP COM 92839U206 3046 31100 SH SOLE 31100 0 0 WEATHERFORD INTL LTD Note 947075AH0 45673 35500000 SH SOLE 35500000 0 0 WINNEBAGO INDS INC COM 974637100 1653 56500 SH SOLE 56500 0 0 WISDOMTREE TR INDIA ERNGS FD 97717W422 15986 662475 SH SOLE 662475 0 0