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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
51 VANECK VECTORS ETF TR 300,000 6,366 0.26%
52 AEGEAN MARINE PETE NETWORK I 7,500,000 7,767 0.32%
53 SPDR SERIES TRUST 225,000 9,320 0.38%
54 EXELIXIS INC 663,180 9,888 0.40%
55 WISDOMTREE TR 499,000 10,080 0.41%
56 ISHARES TR 382,000 10,241 0.42%
57 ISHARES TR 85,000 11,462 0.47%
58 SEADRILL LIMITED 3,413,900 11,641 0.48% Put
59 RTW HLDGS INC 11,500,000 11,682 0.48%
60 BLACKSTONE MTG TR INC 10,460,000 11,694 0.48%
61 SUNPOWER CORP 16,775,000 11,879 0.49%
62 SOLARCITY CORP 15,381,000 14,330 0.59%
63 VIPSHOP HLDGS LTD 15,000,000 14,951 0.61%
64 TRINA SOLAR ADR REPTG 50 ORD 1,618,200 15,049 0.62% Put
65 CTRIP COM INTL LTD 15,000,000 15,402 0.63%
66 CTRIP COM INTL LTD 15,000,000 17,364 0.71%
67 ISHARES INC 352,500 18,760 0.77%
68 SELECT SECTOR SPDR TR 276,800 20,849 0.85%
69 SELECT SECTOR SPDR TR 1,000,000 23,250 0.95% Call
70 TRINA SOLAR LIMITED 25,000,000 23,962 0.98%
71 SILVER STD RES INC 26,000,000 24,078 0.98%
72 REDWOOD TR INC 32,919,000 33,066 1.35%
73 SHIP FINANCE INTERNATIONAL L 30,568,000 33,396 1.37%
74 WEATHERFORD INTL LTD 32,500,000 35,417 1.45%
75 STARWOOD WAYPOINT 4.5 15OCT17 34,005,000 36,415 1.49%
76 ISHARES TR 1,250,000 43,388 1.77% Put
77 TESLA INC SR CV NT 0.25 19 58,268,000 54,044 2.21%
78 TESLA INC 287,600 61,457 2.51% Put
79 ADVANCED MICRO DEVICES INC SR CV NT2.125 26 40,500,000 63,913 2.61%
80 STARWOOD PPTY TR INC 67,699,000 73,877 3.02%
81 AK STL CORP 57,257,000 118,303 4.84%
82 ISHARES TR 2,500,000 337,125 13.78% Put
83 SPDR GOLD TR 10,500,000 1,150,905 47.05% Call
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