0001567619-19-003911.txt : 20190214
0001567619-19-003911.hdr.sgml : 20190214
20190214063133
ACCESSION NUMBER: 0001567619-19-003911
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20181231
FILED AS OF DATE: 20190214
DATE AS OF CHANGE: 20190214
EFFECTIVENESS DATE: 20190214
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: 19600525
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
12-31-2018
12-31-2018
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
02-12-2019
0
65
2269302
false
INFORMATION TABLE
2
form13fInfoTable.xml
ADVANCED MICRO DEVICES INC
Note
007903BD8
93508
38500000
PRN
SOLE
38500000
0
0
AK STL CORP
Note
001546AP5
67327
67889000
PRN
SOLE
67889000
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
30155
220000
SH
SOLE
220000
0
0
ARRAY BIOPHARMA INC
Note
04269XAB1
12170
10000000
PRN
SOLE
10000000
0
0
AURORA CANNABIS INC
COM
05156X108
188
38000
SH
SOLE
38000
0
0
BANK AMER CORP
COM
060505104
14784
600000
SH
SOLE
600000
0
0
CANADIAN SOLAR INC
Note
136635AE9
15786
16000000
PRN
SOLE
16000000
0
0
CANADIAN SOLAR INC
COM
136635109
5552
387200
SH
Put
SOLE
387200
0
0
CANOPY GROWTH CORP
COM
138035100
2687
100000
SH
Put
SOLE
100000
0
0
CARVANA CO
CL A
146869102
588
18000
SH
Put
SOLE
18000
0
0
CHESAPEAKE ENERGY CORP
Note
165167CY1
63347
78000000
PRN
SOLE
78000000
0
0
CME GROUP INC
COM CL A
12572Q105
5643
30000
SH
SOLE
30000
0
0
COLONY CAP INC
Note
19624RAB2
11194
12000000
PRN
SOLE
12000000
0
0
CONTURA ENERGY INC
COM
21241B100
9504
144584
SH
SOLE
144584
0
0
DERMIRA INC
Note
24983LAB0
6582
8500000
PRN
SOLE
8500000
0
0
DHT HOLDINGS INC
SHS
Y2065G121
1470
375000
SH
Put
SOLE
375000
0
0
DHT HOLDINGS INC
DEBT 4.500%10/0
23335SAB2
5694
5784000
PRN
SOLE
5784000
0
0
ENCORE CAP EUROPE FIN LTD
Note
29260UAA5
6063
7500000
PRN
SOLE
7500000
0
0
ENCORE CAP GROUP INC
COM
292554102
3290
140000
SH
Put
SOLE
140000
0
0
GENERAL ELECTRIC CO
COM
369604103
2271
300000
SH
SOLE
300000
0
0
GOLAR LNG LTD
Note
38046YAB7
8286
8900000
PRN
SOLE
8900000
0
0
GOLAR LNG PARTNERS LP
COM UNIT LPI
Y2745C102
810
75000
SH
Put
SOLE
75000
0
0
GOPRO INC
Note
38268TAB9
24725
30000000
PRN
SOLE
30000000
0
0
GREENLIGHT CAPITAL RE LTD
CLASS A
G4095J109
2045
237300
SH
Put
SOLE
237300
0
0
GSV CAP CORP
Note
36191JAC5
1496
1725000
PRN
SOLE
1725000
0
0
INTERCEPT PHARMACEUTICALS IN
Note
45845PAA6
13509
14636000
PRN
SOLE
14636000
0
0
INTREXON CORP
COM
46122T102
789
120700
SH
SOLE
120700
0
0
INTREXON CORP
Note
46122TAA0
16339
23000000
PRN
SOLE
23000000
0
0
IQIYI INC
SPONSORED ADS
46267X108
7435
500000
SH
Put
SOLE
500000
0
0
ISHARES INC
MSCI BRAZIL ETF
464286400
9550
250000
SH
SOLE
250000
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
3906
100000
SH
SOLE
100000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
133900
1000000
SH
Put
SOLE
1000000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
16871
126000
SH
SOLE
126000
0
0
KAMAN CORP
Note
483548AF0
13669
12875000
PRN
SOLE
12875000
0
0
KAMAN CORP
COM
483548103
2804
50000
SH
Put
SOLE
50000
0
0
LEE ENTERPRISES INC
COM
523768109
1405
666128
SH
SOLE
666128
0
0
MATTEL INC
COM
577081102
2497
250000
SH
Put
SOLE
250000
0
0
MCDERMOTT INTL INC
COM
580037703
4251
650000
SH
Put
SOLE
650000
0
0
MICROSOFT CORP
COM
594918104
20314
200000
SH
SOLE
200000
0
0
NII HLDGS INC
COM PAR
62913F508
643
146000
SH
SOLE
146000
0
0
PANDORA MEDIA INC
Note
698354AB3
4036
4250000
PRN
SOLE
4250000
0
0
PRETIUM RES INC
Note
74139CAB8
18004
20000000
PRN
SOLE
20000000
0
0
RADIUS HEALTH INC
Note
750469AA6
13497
17500000
PRN
SOLE
17500000
0
0
REDWOOD TR INC
Note
758075AD7
18741
19800000
PRN
SOLE
19800000
0
0
RESTORATION HARDWARE HLDGS I
DBCV 7/1
761283AC4
22135
19000000
PRN
SOLE
19000000
0
0
RTW HLDGS INC
Note
749772AB5
14866
14750000
PRN
SOLE
14750000
0
0
SCORPIO TANKERS INC
Note
80918TAB5
2378
3000000
PRN
SOLE
3000000
0
0
SEADRILL LTD
COM
G7998G106
450
46199
SH
SOLE
46199
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
4224
177350
SH
SOLE
177350
0
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
31032
541100
SH
SOLE
541100
0
0
SHIP FIN INTL LTD
Note
824689AG8
11741
13000000
PRN
SOLE
13000000
0
0
SILVER STD RES INC
Note
82823LAC0
35772
35968000
PRN
SOLE
35968000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
1212500
10000000
SH
Call
SOLE
10000000
0
0
SUNPOWER CORP
DBCV 0.875% 6/0
867652AJ8
3752
4936000
PRN
SOLE
4936000
0
0
SUNPOWER CORP
DBCV 4.000% 1/1
867652AL3
7042
9000000
PRN
SOLE
9000000
0
0
TALOS ENERGY INC
COM
87484T108
858
52620
SH
SOLE
52620
0
0
TEEKAY CORPORATION
COM
Y8564W103
567
170000
SH
Call
SOLE
170000
0
0
TEEKAY CORPORATION
COM
Y8564W103
984
294800
SH
Put
SOLE
294800
0
0
TESLA INC
Note
88160RAB7
20879
20000000
PRN
SOLE
20000000
0
0
TESLA INC
Note
88160RAC5
70352
62500000
PRN
SOLE
62500000
0
0
TESLA INC
Note
88160RAD3
100086
82400000
PRN
SOLE
82400000
0
0
TILRAY INC
COM CL 2
88688T100
2821
40000
SH
Put
SOLE
40000
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
4511
650000
SH
Put
SOLE
650000
0
0
VERASTEM INC
Note
92337CAA2
2760
3500000
PRN
SOLE
3500000
0
0
WISDOMTREE TR
JAPN HEDGE EQT
97717W851
22267
480000
SH
Put
SOLE
480000
0
0