0001567619-19-021507.txt : 20191114
0001567619-19-021507.hdr.sgml : 20191114
20191114153114
ACCESSION NUMBER: 0001567619-19-021507
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20190930
FILED AS OF DATE: 20191114
DATE AS OF CHANGE: 20191114
EFFECTIVENESS DATE: 20191114
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: 191219519
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
09-30-2019
09-30-2019
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
11-13-2019
0
94
3064494
false
INFORMATION TABLE
2
form13fInfoTable.xml
3M CO
COM
88579Y101
3288
20000
SH
SOLE
20000
0
0
ACCELERATE DIAGNOSTICS INC
Note
00430HAB8
4162
5000000
PRN
SOLE
5000000
0
0
ADVANCED MICRO DEVICES INC
Note
007903BD8
147613
39450000
PRN
SOLE
39450000
0
0
AK STL CORP
Note
001546AP5
67452
67316000
PRN
SOLE
67316000
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
7525
45000
SH
SOLE
45000
0
0
APHRIA INC
COM
03765K104
10097
1945600
SH
Put
SOLE
1945600
0
0
AURORA CANNABIS INC
COM
05156X108
2203
502000
SH
Put
SOLE
502000
0
0
AURORA CANNABIS INC
DEBT 5.500% 2/2
C0534LAA3
1328
1500000
PRN
SOLE
1500000
0
0
BAOZUN INC
SPONSORED ADR
06684L103
6943
162600
SH
Put
SOLE
162600
0
0
BEST INC
SPONSORED ADS
08653C106
1195
226504
SH
SOLE
226504
0
0
BOEING CO
COM
097023105
13316
35000
SH
SOLE
35000
0
0
BROADCOM INC
COM
11135F101
9110
33000
SH
SOLE
33000
0
0
CALIFORNIA RES CORP
COM
13057Q206
12207
1196800
SH
Put
SOLE
1196800
0
0
CANOPY GROWTH CORP
COM
138035100
5310
231600
SH
Put
SOLE
231600
0
0
CATERPILLAR INC DEL
COM
149123101
23493
186000
SH
SOLE
186000
0
0
CHESAPEAKE ENERGY CORP
Note
165167CY1
27224
45485000
PRN
SOLE
45485000
0
0
CISCO SYS INC
COM
17275R102
8646
175000
SH
SOLE
175000
0
0
CITIGROUP INC
COM
172967424
1381
20000
SH
SOLE
20000
0
0
CME GROUP INC
COM
12572Q105
6340
30000
SH
SOLE
30000
0
0
COLONY CAP INC
Note
19624RAB2
14424
14575000
PRN
SOLE
14575000
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
5389
26000
SH
SOLE
26000
0
0
CONTURA ENERGY INC
COM
21241B100
7436
265958
SH
SOLE
265958
0
0
DHT HOLDINGS INC
Note
23335SAD8
22115
19350000
PRN
SOLE
19350000
0
0
EAGLE BULK SHIPPING INC
DEBT 5.000% 8/0
Y21898AA2
670
628000
PRN
SOLE
628000
0
0
ENPHASE ENERGY INC
COM
29355A107
3698
166359
SH
SOLE
166359
0
0
EXXON MOBIL CORP
COM
30231G102
4236
60000
SH
SOLE
60000
0
0
GDS HLDGS LTD
Note
36165LAB4
20423
19675000
PRN
SOLE
19675000
0
0
GENERAL ELECTRIC CO
COM
369604103
5364
600000
SH
SOLE
600000
0
0
GOLAR LNG LTD
Note
38046YAB7
23646
27100000
PRN
SOLE
27100000
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
2727
210000
SH
Put
SOLE
210000
0
0
GOPRO INC
CL A
38268T103
7181
1385100
SH
SOLE
1385100
0
0
GOPRO INC
Note
38268TAB9
21244
21000000
PRN
SOLE
21000000
0
0
GREENLIGHT CAP RE LTD
Note
395366AB3
9433
10000000
PRN
SOLE
10000000
0
0
HOME DEPOT INC
COM
437076102
6960
30000
SH
SOLE
30000
0
0
INTERCEPT PHARMACEUTICALS IN
Note
45845PAA6
13775
16000000
PRN
SOLE
16000000
0
0
INTREXON CORP
Note
46122TAA0
15094
24000000
PRN
SOLE
24000000
0
0
IQIYI INC
DEBT 3.750%12/0
G4939KAA4
620
625000
PRN
SOLE
625000
0
0
IQIYI INC
SPONSORED ADS
46267X108
16791
1041000
SH
Put
SOLE
1041000
0
0
ISHARES INC
MSCI BRAZIL ETF
464286400
42180
1001200
SH
SOLE
1001200
0
0
ISHARES INC
MSCI HONG KG ETF
464286871
9080
400000
SH
SOLE
400000
0
0
ISHARES INC
MSCI MEXICO ETF
464286822
8544
200000
SH
SOLE
200000
0
0
ISHARES TR
JPMORGAN USD EMG
464288281
10836
95600
SH
SOLE
95600
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
12261
300000
SH
Put
SOLE
300000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
323867
2140000
SH
Put
SOLE
2140000
0
0
JPMORGAN CHASE & CO
COM
46625H100
10592
90000
SH
SOLE
90000
0
0
KAMAN CORP
Note
483548AF0
17532
15375000
PRN
SOLE
15375000
0
0
MCDERMOTT INTL INC
COM
580037703
980
485500
SH
Put
SOLE
485500
0
0
MEDICINES CO
Note
584688AE5
127399
84032000
PRN
SOLE
84032000
0
0
MERCK & CO INC
COM
58933Y105
6734
80000
SH
SOLE
80000
0
0
MFA FINL INC
Note
55272XAA0
6177
6000000
PRN
SOLE
6000000
0
0
MICROSOFT CORP
COM
594918104
25720
185000
SH
SOLE
185000
0
0
NATURAL RESOURCE PARTNERS L
COM UNIT LTD PAR
63900P608
1128
44500
SH
Put
SOLE
44500
0
0
NII HLDGS INC
COM PAR
62913F508
377
192700
SH
SOLE
192700
0
0
NIKE INC
CL B
654106103
4226
45000
SH
SOLE
45000
0
0
NIO INC
DEBT 4.500% 2/0
G6525FAA0
1196
4350000
PRN
SOLE
4350000
0
0
NIO INC
SPON ADS
62914V106
8057
5166100
SH
Put
SOLE
5166100
0
0
NOBLE CORP PLC
SHS USD
G65431101
1354
1066700
SH
Put
SOLE
1066700
0
0
NOVAVAX INC
COM
670002401
1255
250000
SH
Put
SOLE
250000
0
0
NOVAVAX INC
Note
670002AB0
5039
11850000
PRN
SOLE
11850000
0
0
OPKO HEALTH INC
Note
68375NAD5
12823
15550000
PRN
SOLE
15550000
0
0
PRETIUM RES INC
Note
74139CAB8
17766
17000000
PRN
SOLE
17000000
0
0
QUDIAN INC
ADR
747798106
5167
750000
SH
Put
SOLE
750000
0
0
REALOGY HLDGS CORP
COM
75605Y106
3006
450000
SH
Put
SOLE
450000
0
0
REDWOOD TR INC
Note
758075AD7
12717
12500000
PRN
SOLE
12500000
0
0
RESTORATION HARDWARE HLDGS I
DBCV 7/1
761283AC4
42427
28575000
PRN
SOLE
28575000
0
0
RH
COM
74967X103
487
2856
SH
SOLE
2856
0
0
RWT HLDGS INC
Note
749772AB5
15166
15075000
PRN
SOLE
15075000
0
0
SALESFORCE COM INC
COM
79466L302
26719
180000
SH
SOLE
180000
0
0
SCORPIO TANKERS INC
Note
80918TAB5
11281
10650000
PRN
SOLE
10650000
0
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
52570
888010
SH
SOLE
888010
0
0
SELECT SECTOR SPDR TR
SBI CONS STPLS
81369Y308
98165
1598268
SH
SOLE
1598268
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
15232
544000
SH
SOLE
544000
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
70000
2500000
SH
Put
SOLE
2500000
0
0
SHIP FIN INTL LTD
Note
824689AG8
14527
13325000
PRN
SOLE
13325000
0
0
SILVER STD RES INC
Note
82823LAC0
20121
19870000
PRN
SOLE
19870000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
933900
6725000
SH
Call
SOLE
6725000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
12716
42850
SH
SOLE
42850
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
226732
764000
SH
Call
SOLE
764000
0
0
SPDR SERIES TRUST
S&P METALS MNG
78464A755
3435
135000
SH
SOLE
135000
0
0
SUNPOWER CORP
DBCV 4.000% 1/1
867652AL3
6809
7450000
PRN
SOLE
7450000
0
0
TALOS ENERGY INC
COM
87484T108
2133
104963
SH
SOLE
104963
0
0
TESLA INC
Note
88160RAC5
104529
106829000
PRN
SOLE
106829000
0
0
TESLA INC
Note
88160RAG6
90630
89000000
PRN
SOLE
89000000
0
0
TEVA PHARMACEUTICAL FIN LLC
DBCV 0.250% 2/0
88163VAE9
15005
16525000
PRN
SOLE
16525000
0
0
TILRAY INC
COM CL 2
88688T100
1244
50300
SH
Put
SOLE
50300
0
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
8739
10500000
PRN
SOLE
10500000
0
0
TWO HBRS INVT CORP
Note
90187BAA9
4994
4870000
PRN
SOLE
4870000
0
0
UBER TECHNOLOGIES INC
COM
90353T100
10408
341600
SH
Put
SOLE
341600
0
0
VERASTEM INC
Note
92337CAA2
1731
3675000
PRN
SOLE
3675000
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
6036
100000
SH
SOLE
100000
0
0
VISA INC
COM CL A
92826C839
8600
50000
SH
SOLE
50000
0
0
WHITING PETE CORP NEW
COM
966387409
2971
370000
SH
Put
SOLE
370000
0
0
WHITING PETE CORP NEW
Note
966387AL6
2302
2348000
PRN
SOLE
2348000
0
0
ZILLOW GROUP INC
Note
98954MAB7
18813
18900000
PRN
SOLE
18900000
0
0