0001567619-20-010225.txt : 20200515
0001567619-20-010225.hdr.sgml : 20200515
20200515060456
ACCESSION NUMBER: 0001567619-20-010225
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200515
DATE AS OF CHANGE: 20200515
EFFECTIVENESS DATE: 20200515
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: 20880419
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
03-31-2020
03-31-2020
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
05-14-2020
0
67
1416827
false
INFORMATION TABLE
2
form13fInfoTable.xml
3M CO
COM
88579Y101
10238
75000
SH
SOLE
75000
0
0
ACCELERATE DIAGNOSTICS INC
Note
00430HAB8
1385
2500000
PRN
SOLE
2500000
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
19448
100000
SH
SOLE
100000
0
0
ANNALY CAPITAL MANAGEMENT IN
COM
035710409
101
20000
SH
SOLE
20000
0
0
APHRIA INC
COM
03765K104
5100
1666800
SH
Put
SOLE
1666800
0
0
AURORA CANNABIS INC
COM
05156X108
771
851500
SH
Put
SOLE
851500
0
0
BERKSHIRE HATHAWAY INC DEL
CL B
084670702
3656
20000
SH
SOLE
20000
0
0
BLOOMIN BRANDS INC
COM
094235108
785
110000
SH
SOLE
110000
0
0
BOEING CO
COM
097023105
11931
80000
SH
SOLE
80000
0
0
CALIFORNIA RES CORP
COM
13057Q206
2837
2838700
SH
Put
SOLE
2838700
0
0
CANOPY GROWTH CORP
COM
138035100
3312
229700
SH
Put
SOLE
229700
0
0
CATERPILLAR INC DEL
COM
149123101
21583
186000
SH
SOLE
186000
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
7852
12000
SH
SOLE
12000
0
0
CISCO SYS INC
COM
17275R102
15724
400000
SH
SOLE
400000
0
0
CME GROUP INC
COM
12572Q105
5187
30000
SH
SOLE
30000
0
0
COLONY CAP INC
Note
19624RAB2
9061
11075000
PRN
SOLE
11075000
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
3727
26000
SH
SOLE
26000
0
0
CONTURA ENERGY INC
COM
21241B100
750
319522
SH
SOLE
319522
0
0
DEUTSCHE BANK A G
NAMEN AKT
D18190898
6420
1000000
SH
SOLE
1000000
0
0
DHT HOLDINGS INC
Note
23335SAD8
54254
40017000
PRN
SOLE
40017000
0
0
EAGLE BULK SHIPPING INC
DEBT 5.000% 8/0
Y21898AA2
484
628000
PRN
SOLE
628000
0
0
ENPHASE ENERGY INC
COM
29355A107
746
23109
SH
SOLE
23109
0
0
GENERAL ELECTRIC CO
COM
369604103
5558
700000
SH
SOLE
700000
0
0
GOLAR LNG LTD
Note
38046YAB7
13534
21100000
PRN
SOLE
21100000
0
0
GREENLIGHT CAP RE LTD
Note
395366AB3
7298
9300000
PRN
SOLE
9300000
0
0
HOME DEPOT INC
COM
437076102
16803
90000
SH
SOLE
90000
0
0
INTERCEPT PHARMACEUTICALS IN
Note
45845PAA6
14732
18000000
PRN
SOLE
18000000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
4525
40800
SH
SOLE
40800
0
0
INTREXON CORP
Note
46122TAA0
11056
22000000
PRN
SOLE
22000000
0
0
IQIYI INC
Note
46267XAB4
16212
16000000
PRN
SOLE
16000000
0
0
IQIYI INC
SPONSORED ADS
46267X108
9021
506800
SH
Put
SOLE
506800
0
0
ISHARES TR
NASDAQ BIOTECH
464287556
4848
45000
SH
SOLE
45000
0
0
LUCKIN COFFEE INC
SPONSORED ADS
54951L109
5310
195300
SH
Put
SOLE
195300
0
0
NIKE INC
CL B
654106103
5378
65000
SH
SOLE
65000
0
0
NIO INC
DEBT 4.500% 2/0
G6525FAA0
742
1525000
PRN
SOLE
1525000
0
0
NIO INC
Note
62914VAB2
20532
40860000
PRN
SOLE
40860000
0
0
NIO INC
SPON ADS
62914V106
11886
4276400
SH
Put
SOLE
4276400
0
0
NOVAVAX INC
Note
670002AB0
7613
9850000
PRN
SOLE
9850000
0
0
OMEROS CORP
Note
682143AE2
18734
20700000
PRN
SOLE
20700000
0
0
OPKO HEALTH INC
Note
68375NAD5
10137
15550000
PRN
SOLE
15550000
0
0
PENNYMAC MTG INVT TR
COM
70931T103
2303
217000
SH
Put
SOLE
217000
0
0
REDWOOD TR INC
Note
758075AD7
8175
14250000
PRN
SOLE
14250000
0
0
REDWOOD TR INC
COM
758075402
2481
490500
SH
Put
SOLE
490500
0
0
SALESFORCE COM INC
COM
79466L302
4319
30000
SH
SOLE
30000
0
0
SCORPIO TANKERS INC
Note
80918TAB5
21355
25834000
PRN
SOLE
25834000
0
0
SELECT SECTOR SPDR TR
SBI CONS STPLS
81369Y308
4902
90000
SH
SOLE
90000
0
0
SHIP FIN INTL LTD
Note
824689AG8
6454
7056000
PRN
SOLE
7056000
0
0
SHIP FINANCE INTERNATIONAL L
Note
G81075AF3
12559
14127000
PRN
SOLE
14127000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
2961
20000
SH
SOLE
20000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
566291
3825000
SH
Call
SOLE
3825000
0
0
SQUARE INC
CL A
852234103
3142
60000
SH
SOLE
60000
0
0
SUNPOWER CORP
DBCV 4.000% 1/1
867652AL3
5931
6920000
PRN
SOLE
6920000
0
0
TESLA INC
Note
88160RAC5
177417
113329000
PRN
SOLE
113329000
0
0
TESLA INC
COM
88160R101
11004
21000
SH
SOLE
21000
0
0
TESLA INC
Note
88160RAD3
88283
51250000
PRN
SOLE
51250000
0
0
TILRAY INC
Note
88688TAB6
4848
15150000
PRN
SOLE
15150000
0
0
TILRAY INC
COM CL 2
88688T100
1413
205500
SH
Put
SOLE
205500
0
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
14604
40331000
PRN
SOLE
40331000
0
0
TWO HBRS INVT CORP
COM
90187B408
571
150000
SH
SOLE
150000
0
0
TWO HBRS INVT CORP
Note
90187BAA9
3337
3870000
PRN
SOLE
3870000
0
0
UBER TECHNOLOGIES INC
COM
90353T100
3071
110000
SH
SOLE
110000
0
0
UNDER ARMOUR INC
CL C
904311206
1209
150000
SH
SOLE
150000
0
0
VANECK VECTORS ETF TR
GOLD MINERS ETF
92189F106
5572
241852
SH
SOLE
241852
0
0
VERASTEM INC
COM
92337C104
4480
1697310
SH
SOLE
1697310
0
0
VISA INC
COM CL A
92826C839
19334
120000
SH
SOLE
120000
0
0
WHITING PETE CORP NEW
COM
966387409
1357
2026500
SH
Put
SOLE
2026500
0
0
ZILLOW GROUP INC
Note
98954MAB7
70183
69080000
PRN
SOLE
69080000
0
0