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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 (2016Q4)
Original 13F HR (0001140361-17-006392) filed in 2017.02.14
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR GOLD TR 10,500,000 1,150,905 47.05% Call
2 ISHARES TR 2,500,000 337,125 13.78% Put
3 AK STL CORP 57,257,000 118,303 4.84%
4 STARWOOD PPTY TR INC 67,699,000 73,877 3.02%
5 ADVANCED MICRO DEVICES INC 40,500,000 63,913 2.61%
6 TESLA INC 287,600 61,457 2.51% Put
7 TESLA MTRS INC 58,268,000 54,044 2.21%
8 ISHARES TR 1,250,000 43,388 1.77% Put
9 STARWOOD WAYPOINT RESIDENTL 34,005,000 36,415 1.49%
10 WEATHERFORD INTL LTD 32,500,000 35,417 1.45%
11 SHIP FINANCE INTERNATIONAL L 30,568,000 33,396 1.37%
12 REDWOOD TR INC 32,919,000 33,066 1.35%
13 SILVER STD RES INC 26,000,000 24,078 0.98%
14 TRINA SOLAR LIMITED 25,000,000 23,962 0.98%
15 SELECT SECTOR SPDR TR 1,000,000 23,250 0.95% Call
16 SELECT SECTOR SPDR TR 276,800 20,849 0.85%
17 ISHARES INC 352,500 18,760 0.77%
18 CTRIP COM INTL LTD 15,000,000 17,364 0.71%
19 CTRIP COM INTL LTD 15,000,000 15,402 0.63%
20 TRINA SOLAR LIMITED 1,618,200 15,049 0.62% Put
21 VIPSHOP HLDGS LTD 15,000,000 14,951 0.61%
22 SOLARCITY CORP 15,381,000 14,330 0.59%
23 SUNPOWER CORP 16,775,000 11,879 0.49%
24 BLACKSTONE MTG TR INC 10,460,000 11,694 0.48%
25 RTW HLDGS INC 11,500,000 11,682 0.48%
26 SEADRILL LIMITED 3,413,900 11,641 0.48% Put
27 ISHARES TR 85,000 11,462 0.47%
28 ISHARES TR 382,000 10,241 0.42%
29 WISDOMTREE TR 499,000 10,080 0.41%
30 EXELIXIS INC 663,180 9,888 0.40%
31 SPDR FTSE SP OILGAS EXP ETF 225,000 9,320 0.38%
32 AEGEAN MARINE PETE NETWORK I 7,500,000 7,767 0.32%
33 VANECK VECTORS ETF TR 300,000 6,366 0.26%
34 KCG HLDGS INC CL A 480,000 6,360 0.26% Put
35 NQ MOBILE INC 1,812,600 5,837 0.24% Put
36 SUNPOWER CORP 5,665,000 5,144 0.21%
37 SELECT SECTOR SPDR TR 202,800 4,715 0.19%
38 ISHARES INC 100,000 4,397 0.18%
39 CME GROUP INC 30,000 3,461 0.14%
40 TENET HEALTHCARE CORP 200,000 2,968 0.12% Put
41 CONSOL ENERGY INC 150,000 2,735 0.11% Put
42 UNIVAR INC COM 92,998 2,638 0.11%
43 SEAWORLD ENTERTAINMENT INCORPORATED 135,200 2,559 0.10%
44 DANA INC 134,400 2,551 0.10%
45 VISTEON CORP COM NEW 31,100 2,499 0.10%
46 CNA FINL CORP 58,400 2,424 0.10%
47 ANALOGIC CORP COM PAR $0.05 29,000 2,406 0.10%
48 PINNACLE FOODS INC DEL 44,300 2,368 0.10%
49 BOB EVANS FARMS INC COM 44,216 2,353 0.10%
50 MARVELL TECHNOLOGY GROUP LTD 168,300 2,334 0.10%
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