GRAHAM CAPITAL MANAGEMENT, L.P. Information

40 HIGHLAND AVENUE, ROWAYTON, Connecticut, 06853, (203) 899-3400

Report Date: 06/30/2014

Position Statistics

Total Positions 119
New Positions 46
Increased Positions 69
Decreased Positions 48
Positions with Activity 117
Sold Out Positions 27
Total Mkt Value (in $ millions) 970

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 10.04%
Capital Goods 0.35%
Conglomerates
Consumer Cyclical 2.87%
Consumer/Non-Cyclical 0.11%
Energy 48.57%
Financial 24.21%
Healthcare 0.05%
Services 9.39%
Technology 0.32%
Transportation 0.3%
Utilities 0.63%

119 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR RUSSELL 2000 ETF 64,877 64,877 New 562,000
MARATHON OIL CORP COM 53,523 -8,516 (13.73) 1,347,177
CITIGROUP INC COM NEW 53,365 43,477 439.71 1,073,733
LYONDELLBASELL INDUSTRIES N V SHS - A - 47,528 5,029 11.83 423,600
ANADARKO PETE CORP COM 45,554 4,805 11.79 414,538
VERIZON COMMUNICATIONS INC COM 45,016 17,277 62.29 924,349
EQT CORP COM 39,492 -11,996 (23.3) 416,362
YAHOO INC COM 39,446 39,446 New 1,042,719
NEWFIELD EXPL CO COM 34,367 -16,838 (32.88) 818,458
CIMAREX ENERGY CO COM 31,781 -3,025 (8.69) 235,000
GENERAL MTRS CO COM 27,586 196 .72 797,972
HESS CORP COM 27,489 4,775 21.02 276,885
HALLIBURTON CO COM 27,322 -20,097 (42.38) 397,293
CANADIAN NAT RES LTD COM 25,410 881 3.59 606,000
BANK OF AMERICA CORPORATION COM 23,742 4,573 23.86 1,536,686
ISHARES MSCI MEX CAP ETF 20,473 613 3.09 287,056
ULTRA PETROLEUM CORP COM 19,658 19,658 New 779,140
EOG RES INC COM 19,088 -20,527 (51.82) 178,345
ISHARES MSCI STH KOR ETF 18,730 -12,506 (40.04) 280,519
HUNTSMAN CORP COM 17,976 17,976 New 665,533