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Institutional Investment Manager
Graham Capital Management, L.P.
Graham Capital Management, L.P. (CIK: 0001315421) incorporated in Delaware, located at 40 Highland Avenue, Rowayton, CT. Institutional holdings reported to the SEC.

Institutional Holdings (2015Q1)
Original 13F HR (0001140361-15-019984) filed in 2015.05.15
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 2,000,000 412,860 20.27% Put
2 BANK AMER CORP 4,196,000 64,576 3.17% Call
3 ISHARES TR 1,578,096 63,329 3.11%
4 VIPSHOP HLDGS LTD 2,086,000 61,412 3.02% Put
5 SunEdison Inc 32,500,000 55,879 2.74%
6 VIPSHOP HLDGS LTD 35,000,000 54,658 2.68%
7 ISHARES TR 1,287,100 51,651 2.54% Call
8 POWERSHARES QQQ TRUST 486,001 51,322 2.52%
9 BANK AMER CORP 2,500,000 38,475 1.89% Call
10 SOLARCITY CORP 36,500,000 38,310 1.88%
11 QIHOO 360 TECHNOLOGY CO LTD 40,000,000 38,011 1.87%
12 YY INC 670,000 36,555 1.79% Put
13 RADIAN GROUP INC 20,600,000 33,019 1.62%
14 CITIGROUP INC 619,765 31,930 1.57%
15 RITE AID CORP 9,372,000 31,573 1.55%
16 GENERAL MTRS CO 808,603 30,323 1.49%
17 CONOCOPHILLIPS 450,958 28,077 1.38%
18 CONCHO RESOURCES 234,553 27,189 1.34%
19 COBALT INTL ENERGY INC 35,000,000 25,488 1.25%
20 HALLIBURTON 553,392 24,283 1.19%
21 CIMAREX ENERGY 207,000 23,824 1.17%
22 ISHARES TR 210,000 23,545 1.16% Put
23 BAKER HUGHES INC 366,815 23,322 1.15%
24 RANGE RES CORP 440,000 22,898 1.12%
25 SPDR S&P 500 ETF TR 107,799 22,253 1.09%
26 Mannkind 21,500,000 22,235 1.09%
27 EOG RES INC 234,825 21,531 1.06%
28 CTRIP COM INTL LTD 20,000,000 20,920 1.03%
29 EQT CORP 251,300 20,825 1.02%
30 ISHARES TR 511,300 20,518 1.01% Call
31 ISHARES TR 510,000 20,466 1.00% Call
32 ISHARES TR 490,000 19,664 0.97% Call
33 NEWFIELD EXPLOR 554,591 19,461 0.96%
34 ISHARES INC 323,489 18,517 0.91%
35 PARSLEY ENERGY CLA A 1,147,826 18,342 0.90%
36 SINA CORP 20,000,000 18,142 0.89%
37 CONTINENTAL RESOURE 402,373 17,572 0.86%
38 JINKOSOLAR HLDG CO LTD 666,900 17,099 0.84% Put
39 SOLARCITY CORP 330,000 16,922 0.83% Put
40 CANADIAN SOLAR INC 16,000,000 16,692 0.82%
41 INTERDIGITAL INC 14,976,000 16,166 0.79%
42 AK STL CORP 14,500,000 16,095 0.79%
43 BANK AMER CORP 1,041,100 16,023 0.79% Call
44 DIAMONDBACK ENERGY 197,741 15,194 0.75%
45 VALERO ENERGY CORP NEW 232,645 14,801 0.73%
46 CANADIAN NAT RES LTD 459,769 14,120 0.69%
47 STARWOOD PPTY TR INC 12,500,000 13,755 0.68%
48 SUNEDISON INC 562,500 13,500 0.66% Put
49 SUNCOR ENERGY INC NEW 450,000 13,163 0.65%
50 MARATHON OIL CORP 462,327 12,071 0.59%
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