0001140361-17-031673.txt : 20170814
0001140361-17-031673.hdr.sgml : 20170814
20170814120411
ACCESSION NUMBER: 0001140361-17-031673
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170814
DATE AS OF CHANGE: 20170814
EFFECTIVENESS DATE: 20170814
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: 171028500
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
06-30-2017
06-30-2017
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
08-14-2017
0
87
3813444
false
INFORMATION TABLE
2
form13fInfoTable.xml
ADVANCED MICRO DEVICES INC
Note
007903BD8
62541
35750000
SH
SOLE
35750000
0
0
AEGEAN MARINE PETE NETWORK I
Note
Y0020QAA9
5824
6000000
SH
SOLE
6000000
0
0
AK STL CORP
Note
001546AP5
93273
63052000
SH
SOLE
63052000
0
0
ALLERGAN PLC
SHS
G0177J108
1167
4800
SH
SOLE
4800
0
0
ALPS ETF TR
ALERIAN MLP
00162Q866
20336
1700300
SH
SOLE
1700300
0
0
AMGEN INC
COM
031162100
1292
7500
SH
SOLE
7500
0
0
ANADARKO PETE CORP
COM
032511107
1183
26100
SH
SOLE
26100
0
0
BANK AMER CORP
COM
060505104
1201
49500
SH
SOLE
49500
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06740Q252
12760
1000000
SH
Call
SOLE
1000000
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06740Q252
22330
1750000
SH
Put
SOLE
1750000
0
0
BHP BILLITON PLC
SPONSORED ADR
05545E209
2509
81567
SH
SOLE
81567
0
0
BLACKSTONE MTG TR INC
Note
09257WAA8
18913
16332000
SH
SOLE
16332000
0
0
BRINKS CO
COM
109696104
610
9100
SH
SOLE
9100
0
0
C&J ENERGY SVCS INC NEW
COM
12674R100
1165
34000
SH
SOLE
34000
0
0
CAPITAL ONE FINL CORP
COM
14040H105
1215
14700
SH
SOLE
14700
0
0
CELGENE CORP
COM
151020104
1156
8900
SH
SOLE
8900
0
0
CME GROUP INC
COM
12572Q105
3757
30000
SH
SOLE
30000
0
0
CNA FINL CORP
COM
126117100
917
18800
SH
SOLE
18800
0
0
CORE LABORATORIES N V
COM
N22717107
608
6000
SH
SOLE
6000
0
0
DANA INCORPORATED
COM
235825205
1190
53300
SH
SOLE
53300
0
0
F5 NETWORKS INC
COM
315616102
813
6400
SH
SOLE
6400
0
0
FLOWSERVE CORP
COM
34354P105
817
17600
SH
SOLE
17600
0
0
FRANCESCAS HLDGS CORP
COM
351793104
489
44700
SH
SOLE
44700
0
0
GILEAD SCIENCES INC
COM
375558103
1175
16600
SH
SOLE
16600
0
0
GOGO INC
Note
38046CAB5
6354
7000000
SH
SOLE
7000000
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
1198
5400
SH
SOLE
5400
0
0
HELMERICH & PAYNE INC
COM
423452101
543
10000
SH
SOLE
10000
0
0
IMMUNOMEDICS INC
Note
452907AK4
12833
7000000
SH
SOLE
7000000
0
0
IMPAX LABORATORIES INC
COM
45256B101
390
24200
SH
SOLE
24200
0
0
ISHARES INC
MSCI JPN ETF
46434G822
2683
50000
SH
SOLE
50000
0
0
ISHARES INC
MSCI TAIWAN ETF
46434G772
42912
1200000
SH
Put
SOLE
1200000
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
993
25000
SH
SOLE
25000
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
6954
168000
SH
SOLE
168000
0
0
ISHARES TR
MSCI INDIA ETF
46429B598
23863
743400
SH
SOLE
743400
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
11978
85000
SH
SOLE
85000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
634140
4500000
SH
Put
SOLE
4500000
0
0
JPMORGAN CHASE & CO
COM
46625H100
1243
13600
SH
SOLE
13600
0
0
LEE ENTERPRISES INC
COM
523768109
351
184528
SH
SOLE
184528
0
0
LOCKHEED MARTIN CORP
COM
539830109
1194
4300
SH
SOLE
4300
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
1145
69300
SH
SOLE
69300
0
0
MEDTRONIC PLC
SHS
G5960L103
1207
13600
SH
SOLE
13600
0
0
MERCK & CO INC
COM
58933Y105
1160
18100
SH
SOLE
18100
0
0
MICRON TECHNOLOGY INC
COM
595112103
1060
35500
SH
SOLE
35500
0
0
NORTH ATLANTIC DRILLING LTD
COM
G6613P129
180
135500
SH
Put
SOLE
135500
0
0
NOW INC
COM
67011P100
322
20000
SH
SOLE
20000
0
0
PINNACLE FOODS INC DEL
COM
72348P104
1140
19200
SH
SOLE
19200
0
0
PRICELINE GRP INC
COM
741503403
1197
640
SH
SOLE
640
0
0
PROPETRO HLDG CORP
COM
74347M108
804
57600
SH
SOLE
57600
0
0
RALPH LAUREN CORP
CL A
751212101
384
5200
SH
SOLE
5200
0
0
REDWOOD TR INC
Note
758075AB1
34360
33849000
SH
SOLE
33849000
0
0
REVLON INC
CL A
761525609
617
26025
SH
SOLE
26025
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
788
77000
SH
SOLE
77000
0
0
RTW HLDGS INC
Note
749772AB5
12044
11500000
SH
SOLE
11500000
0
0
SEADRILL LIMITED
SHS
G7945E105
474
1315300
SH
Put
SOLE
1315300
0
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
68871
1060864
SH
SOLE
1060864
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
67455
2734292
SH
SOLE
2734292
0
0
SHIP FINANCE INTERNATIONAL L
Note
G81075AE6
35749
33568000
SH
SOLE
33568000
0
0
SILVER SPRING NETWORKS INC
COM
82817Q103
597
52919
SH
SOLE
52919
0
0
SILVER STD RES INC
Note
82823LAC0
42844
43911000
SH
SOLE
43911000
0
0
SOLARCITY CORP
Note
83416TAA8
29841
29881000
SH
SOLE
29881000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
1829310
15500000
SH
Call
SOLE
15500000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
241800
1000000
SH
Put
SOLE
1000000
0
0
STARWOOD PPTY TR INC
Note
85571BAA3
79958
73699000
SH
SOLE
73699000
0
0
SUNPOWER CORP
COM
867652406
2849
305000
SH
Put
SOLE
305000
0
0
SUNPOWER CORP
DBCV 0.750% 6/0
867652AG4
5292
5500000
SH
SOLE
5500000
0
0
SUNPOWER CORP
DBCV 0.875% 6/0
867652AJ8
1585
2000000
SH
SOLE
2000000
0
0
SUNPOWER CORP
DBCV 4.000% 1/1
867652AL3
11240
13000000
SH
SOLE
13000000
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
209
20000
SH
SOLE
20000
0
0
SUPERVALU INC
COM
868536103
1101
334700
SH
SOLE
334700
0
0
TABLEAU SOFTWARE INC
CL A
87336U105
778
12700
SH
SOLE
12700
0
0
TECHNIPFMC PLC
COM
G87110105
966
35500
SH
SOLE
35500
0
0
TESLA INC
COM
88160R101
13669
37800
SH
Put
SOLE
37800
0
0
TESLA INC
Note
88160RAB7
91905
80250000
SH
SOLE
80250000
0
0
TESLA INC
Note
88160RAD3
94401
75000000
SH
SOLE
75000000
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
4938
600000
SH
Put
SOLE
600000
0
0
TRIUMPH GROUP INC NEW
COM
896818101
658
20811
SH
SOLE
20811
0
0
TWO HBRS INVT CORP
COM
90187B101
902
91000
SH
SOLE
91000
0
0
TWO HBRS INVT CORP
Note
90187BAA9
11467
10900000
SH
SOLE
10900000
0
0
U S SILICA HLDGS INC
COM
90346E103
635
17900
SH
SOLE
17900
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
1242
6700
SH
SOLE
6700
0
0
VANECK VECTORS ETF TR
GOLD MINERS ETF
92189F106
14352
650000
SH
SOLE
650000
0
0
VANECK VECTORS ETF TR
RUSSIA ETF
92189F403
479
25000
SH
SOLE
25000
0
0
VIPSHOP HLDGS LTD
Note
92763WAA1
20766
21000000
SH
SOLE
21000000
0
0
WAL-MART STORES INC
COM
931142103
1196
15800
SH
SOLE
15800
0
0
WEATHERFORD INTL LTD
Note
947075AH0
52588
52000000
SH
SOLE
52000000
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
712
21300
SH
SOLE
21300
0
0
WISDOMTREE TR
INDIA ERNGS FD
97717W422
21337
870525
SH
SOLE
870525
0
0