0001567619-20-015158.txt : 20200814
0001567619-20-015158.hdr.sgml : 20200814
20200814060308
ACCESSION NUMBER: 0001567619-20-015158
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200814
DATE AS OF CHANGE: 20200814
EFFECTIVENESS DATE: 20200814
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: 201101146
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
06-30-2020
06-30-2020
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
08-12-2020
0
79
2077972
false
INFORMATION TABLE
2
form13fInfoTable.xml
3M CO
COM
88579Y101
15599
100000
SH
SOLE
100000
0
0
ACCELERATE DIAGNOSTICS INC
Note
00430HAB8
1825
2500000
PRN
SOLE
2500000
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
21570
100000
SH
SOLE
100000
0
0
ANNALY CAPITAL MANAGEMENT IN
COM
035710409
459
70000
SH
SOLE
70000
0
0
APHRIA INC
COM
03765K104
4023
937900
SH
Put
SOLE
937900
0
0
ATLASSIAN CORP PLC
CL A
G06242104
5408
30000
SH
SOLE
30000
0
0
AURORA CANNABIS INC
Note
05156XAG3
25683
56690000
PRN
SOLE
56690000
0
0
AURORA CANNABIS INC
COM
05156X884
845
68120
SH
Put
SOLE
68120
0
0
AVADEL PHARMACEUTICALS PLC
SPONSORED ADR
05337M104
513
63600
SH
SOLE
63600
0
0
BAOZUN INC
Note
06684LAB9
14547
15000000
PRN
SOLE
15000000
0
0
BAOZUN INC
SPONSORED ADR
06684L103
15887
413200
SH
Put
SOLE
413200
0
0
BECTON DICKINSON & CO
COM
075887109
2871
12000
SH
SOLE
12000
0
0
BEYOND MEAT INC
COM
08862E109
4019
30000
SH
SOLE
30000
0
0
BLACKSTONE MTG TR INC
Note
09257WAB6
19939
21353000
PRN
SOLE
21353000
0
0
BLOOMIN BRANDS INC
COM
094235108
6929
650000
SH
SOLE
650000
0
0
BOEING CO
COM
097023105
21996
120000
SH
SOLE
120000
0
0
CALIFORNIA RES CORP
COM
13057Q206
3461
2838700
SH
Put
SOLE
2838700
0
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
6936
422500
SH
Put
SOLE
422500
0
0
CATERPILLAR INC DEL
COM
149123101
22770
180000
SH
SOLE
180000
0
0
CISCO SYS INC
COM
17275R102
18656
400000
SH
SOLE
400000
0
0
CLEVELAND CLIFFS INC
DBCV 1.500% 1/1
185899AA9
10391
11500000
PRN
SOLE
11500000
0
0
CME GROUP INC
COM
12572Q105
4876
30000
SH
SOLE
30000
0
0
COLONY CAP INC
Note
19624RAB2
10393
11075000
PRN
SOLE
11075000
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
4548
26000
SH
SOLE
26000
0
0
CONTURA ENERGY INC
COM
21241B100
971
319522
SH
SOLE
319522
0
0
DEUTSCHE BANK A G
NAMEN AKT
D18190898
6664
700000
SH
SOLE
700000
0
0
DHT HOLDINGS INC
Note
23335SAD8
51023
47913000
PRN
SOLE
47913000
0
0
EAGLE BULK SHIPPING INC
DEBT 5.000% 8/0
Y21898AA2
419
628000
PRN
SOLE
628000
0
0
ENPHASE ENERGY INC
COM
29355A107
4957
104209
SH
SOLE
104209
0
0
GENERAL ELECTRIC CO
COM
369604103
4781
700000
SH
SOLE
700000
0
0
GOLAR LNG LTD
Note
38046YAB7
16681
22600000
PRN
SOLE
22600000
0
0
GREENLIGHT CAP RE LTD
Note
395366AB3
7571
9300000
PRN
SOLE
9300000
0
0
HOME DEPOT INC
COM
437076102
12525
50000
SH
SOLE
50000
0
0
INTEL CORP
COM
458140100
1495
25000
SH
SOLE
25000
0
0
INTERCEPT PHARMACEUTICALS IN
Note
45845PAA6
13479
18000000
PRN
SOLE
18000000
0
0
INTREXON CORP
Note
46122TAA0
10200
24000000
PRN
SOLE
24000000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
71590
500000
SH
Put
SOLE
500000
0
0
ISHARES TR
NASDAQ BIOTECH
464287556
10251
75000
SH
SOLE
75000
0
0
JPMORGAN CHASE & CO
COM
46625H100
19752
210000
SH
SOLE
210000
0
0
NIKE INC
CL B
654106103
11766
120000
SH
SOLE
120000
0
0
NIO INC
DEBT 4.500% 2/0
G6525FAA0
2813
2900000
PRN
SOLE
2900000
0
0
NIO INC
SPON ADS
62914V106
2816
364840
SH
SOLE
364840
0
0
NIO INC
SPON ADS
62914V106
29889
3871900
SH
Put
SOLE
3871900
0
0
NIO INC
Note
62914VAB2
39838
40860000
PRN
SOLE
40860000
0
0
NORTHERN OIL & GAS INC NEV
COM
665531109
2973
3544236
SH
SOLE
3544236
0
0
NOVAVAX INC
Note
670002AB0
21037
21936000
PRN
SOLE
21936000
0
0
OMEROS CORP
Note
682143AE2
21453
20700000
PRN
SOLE
20700000
0
0
OPKO HEALTH INC
Note
68375NAD5
16239
15550000
PRN
SOLE
15550000
0
0
PENN NATL GAMING INC
Note
707569AU3
15015
10000000
PRN
SOLE
10000000
0
0
REDWOOD TR INC
COM
758075402
132
18936
SH
SOLE
18936
0
0
REDWOOD TR INC
COM
758075402
2033
290500
SH
Put
SOLE
290500
0
0
REDWOOD TR INC
Note
758075AD7
3097
3563000
PRN
SOLE
3563000
0
0
SALESFORCE COM INC
COM
79466L302
18733
100000
SH
SOLE
100000
0
0
SCORPIO TANKERS INC
Note
80918TAB5
10707
12334000
PRN
SOLE
12334000
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
20826
900000
SH
Call
SOLE
900000
0
0
SHIP FIN INTL LTD
Note
824689AG8
3221
3656000
PRN
SOLE
3656000
0
0
SHIP FINANCE INTERNATIONAL L
Note
G81075AF3
13850
14877000
PRN
SOLE
14877000
0
0
SOUTHWEST AIRLS CO
Note
844741BG2
26652
22200000
PRN
SOLE
22200000
0
0
SOUTHWEST AIRLS CO
COM
844741108
1244
36400
SH
SOLE
36400
0
0
SPDR GOLD TR
GOLD SHS
78463V107
263607
1575000
SH
Call
SOLE
1575000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
353072
1145000
SH
Call
SOLE
1145000
0
0
SPDR SER TR
S&P BIOTECH
78464A870
3358
30000
SH
SOLE
30000
0
0
SQUARE INC
CL A
852234103
5247
50000
SH
SOLE
50000
0
0
SUNPOWER CORP
DBCV 4.000% 1/1
867652AL3
5581
6920000
PRN
SOLE
6920000
0
0
TALOS ENERGY INC
COM
87484T108
13660
1484842
SH
SOLE
1484842
0
0
TESLA INC
Note
88160RAC5
340443
113329000
PRN
SOLE
113329000
0
0
TESLA INC
Note
88160RAD3
170046
51250000
PRN
SOLE
51250000
0
0
TILRAY INC
Note
88688TAB6
6853
15150000
PRN
SOLE
15150000
0
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
16663
40331000
PRN
SOLE
40331000
0
0
TWIST BIOSCIENCE CORP
COM
90184D100
1724
38061
SH
SOLE
38061
0
0
TWO HBRS INVT CORP
COM
90187B408
504
100000
SH
SOLE
100000
0
0
UBER TECHNOLOGIES INC
COM
90353T100
10878
350000
SH
SOLE
350000
0
0
VALERO ENERGY CORP
COM
91913Y100
4411
75000
SH
SOLE
75000
0
0
VANECK VECTORS ETF TR
GOLD MINERS ETF
92189F106
11915
324852
SH
SOLE
324852
0
0
VERASTEM INC
COM
92337C104
2919
1697310
SH
SOLE
1697310
0
0
VISA INC
COM CL A
92826C839
23180
120000
SH
SOLE
120000
0
0
WHITING PETE CORP NEW
COM
966387409
1752
1550800
SH
Put
SOLE
1550800
0
0
ZILLOW GROUP INC
CL C CAP STK
98954M200
8629
149800
SH
SOLE
149800
0
0
ZILLOW GROUP INC
Note
98954MAB7
92693
74787000
PRN
SOLE
74787000
0
0