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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 (2015Q2)
Original 13F HR (0001140361-15-031796) filed in 2015.08.14
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 1,271,600 261,759 14.49% Call
2 ISHARES TR 2,097,900 83,119 4.60% Call
3 BANK AMER CORP 4,169,200 70,960 3.93% Call
4 SunEdison Inc 29,000,000 60,756 3.36%
5 AMERICAN AIRLS GROUP INC 1,251,634 49,984 2.77%
6 VIPSHOP HLDGS LTD 2,105,900 46,856 2.59% Put
7 YY INC 670,000 46,578 2.58% Put
8 VIPSHOP HLDGS LTD 35,000,000 44,494 2.46%
9 ISHARES TR 1,104,100 43,744 2.42% Call
10 SUNEDISON INC 1,462,500 43,743 2.42% Put
11 SOLARCITY CORP 36,500,000 39,656 2.20%
12 QIHOO 360 TECHNOLOGY CO LTD 40,000,000 39,176 2.17%
13 YY Inc. 39,400,000 36,978 2.05%
14 STARWOOD PPTY TR INC 32,500,000 33,917 1.88%
15 POWERSHS DB US DOLLAR INDEX 1,280,600 32,053 1.77% Put
16 COBALT INTL ENERGY INC 35,000,000 26,135 1.45%
17 TRINA SOLAR LIMITED 23,950,000 24,481 1.36%
18 ISHARES TR 500,000 23,050 1.28% Call
19 OCCIDENTAL PETE CORP DEL 289,596 22,522 1.25%
20 Mannkind 21,500,000 22,078 1.22%
21 NEWFIELD EXPLOR 600,000 21,672 1.20%
22 ISHARES TR 455,100 20,980 1.16%
23 BAKER HUGHES INC 338,352 20,876 1.16%
24 JINKOSOLAR HLDG CO LTD 666,900 19,687 1.09% Put
25 SCHLUMBERGER LTD 228,312 19,678 1.09%
26 SINA CORP 20,000,000 18,944 1.05%
27 ISHARES TR 461,400 18,281 1.01%
28 PARSLEY ENERGY CLA A 1,032,979 17,994 1.00%
29 BANK AMER CORP 1,041,100 17,720 0.98% Call
30 SOLARCITY CORP 330,000 17,672 0.98% Put
31 ISHARES INC 312,115 17,201 0.95%
32 BANK AMER CORP 997,775 16,982 0.94%
33 INTERDIGITAL INC 14,976,000 16,557 0.92%
34 TRULIA INC 12,500,000 16,021 0.89%
35 CANADIAN SOLAR INC 16,000,000 15,780 0.87%
36 AK STL CORP 14,500,000 14,705 0.81%
37 GULFPORT ENERGY CORP 365,249 14,701 0.81%
38 WHITING PETE CORP NEW 430,856 14,477 0.80%
39 LYONDELLBASELL INDUSTRIES N 138,193 14,306 0.79%
40 EOG RES INC 156,306 13,685 0.76%
41 ISTAR FINL INC 10,000,000 12,039 0.67%
42 YY INC 170,300 11,839 0.66% Put
43 HESS CORP 175,000 11,704 0.65%
44 SELECT SECTOR SPDR TR 479,800 11,698 0.65%
45 ENCANA CORP 1,050,761 11,579 0.64%
46 CTRIP COM INTL LTD 10,000,000 11,440 0.63%
47 EQT CORP 130,528 10,617 0.59%
48 YAHOO INC 260,546 10,237 0.57%
49 ZILLOW GROUP INC 117,500 10,192 0.56% Put
50 ISHARES TR 367,650 10,092 0.56%
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