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