GRAHAM CAPITAL MANAGEMENT, L.P. Information

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

Report Date: 03/31/2013

Position Statistics:

Total Positions 253
New Positions 134
Increased Positions 167
Decreased Positions 85
Positions with Activity 252
Sold Out Positions 55
Total Mkt Value
(in $ millions)
971

Sector Weighting

Basic Materials 5.49%
Capital Goods 1.16%
Conglomerates
Consumer Cyclical 0.27%
Consumer/Non-Cyclical 0.18%
Energy 41.56%
Financial 39.55%
Healthcare 0.62%
Services 1.4%
Technology 7.38%
Transportation 1.92%
Utilities 0.3%

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

253 Positions as of 03/31/2013

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
APACHE CORP COM 86,226 64,245 292.28 1,025,525
MARATHON OIL CORP COM 79,881 36,585 84.50 2,195,739
POWERSHARES ETF TRUST II SENIOR LN PORT 70,616 70,616 New 2,800,000
SELECT SECTOR SPDR TR SBI INT-FINL 70,021 -5,941 (7.82) 3,502,800
TOTAL S A SPONSORED ADR 62,660 50,178 402.01 1,237,123
ROYAL DUTCH SHELL PLC SPONS ADR A 59,839 59,839 New 881,281
APPLE INC COM 56,063 53,539 2,120.60 126,574
FREEPORT-MCMORAN COPPER & GOLD COM 41,503 30,561 279.29 1,262,261
ISHARES INC MSCI MEXICO CAP 37,921 7,198 23.43 543,830
SELECT SECTOR SPDR TR SBI MATERIALS 37,191 37,191 New 900,500
SELECT SECTOR SPDR TR SBI INT-ENERGY 30,592 17,522 134.06 367,342
ISHARES INC MSCI BRAZIL CAPP 27,574 -19,468 (41.38) 501,982
DEVON ENERGY CORP NEW COM 26,722 -6,815 (20.32) 446,403
SPDR SERIES TRUST S&P OILGAS EXP 20,098 -13,167 (39.58) 321,004
ISHARES INC MSCI SWITZ CAPP 19,884 -19,232 (49.17) 644,942
ENERGY XXI (BERMUDA) LTD USD UNRS SHS 18,264 18,264 New 719,330
U S AIRWAYS GROUP INC COM 17,550 14,288 438.07 944,042
CITIGROUP INC COM NEW 15,485 6,182 66.45 300,100
MARKET VECTORS ETF TR GOLD MINER ETF 13,621 12,781 1,520.42 486,125
NORTHERN OIL & GAS INC NEV COM 12,932 5,571 75.69 883,945

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