GRAHAM CAPITAL MANAGEMENT, L.P. Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 124
New Positions 32
Increased Positions 49
Decreased Positions 73
Positions with Activity 122
Sold Out Positions 62
Total Mkt Value (in $ millions) 646

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

Sector Weighting

Basic Materials 1.3%
Capital Goods 0%
Conglomerates
Consumer Cyclical 4.54%
Consumer/Non-Cyclical 0%
Energy 50.11%
Financial 33.98%
Healthcare 1.4%
Services 1.46%
Technology 2.64%
Transportation 0.22%
Utilities

124 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR MSCI EMG MKT ETF 58,579 58,579 New 1,578,096
POWERSHARES QQQ TRUST UNIT SER 1 54,408 54,408 New 486,001
CITIGROUP INC COM NEW 36,231 17,701 95.53 619,765
GENERAL MTRS CO COM 25,479 25,479 New 808,603
CONCHO RES INC COM 24,994 2,895 13.10 234,553
HALLIBURTON CO COM 23,126 23,126 New 553,392
CONOCOPHILLIPS COM 22,701 22,701 New 450,958
SPDR S&P 500 ETF TR TR UNIT 22,692 -252,978 (91.77) 107,799
CIMAREX ENERGY CO COM 21,553 16,665 340.99 207,000
BAKER HUGHES INC COM 21,330 21,330 New 366,815
EQT CORP COM 19,312 -6,902 (26.33) 251,300
NEWFIELD EXPL CO COM 18,185 4,142 29.50 554,591
EOG RES INC COM 18,126 12,926 248.54 234,825
RANGE RES CORP COM 17,310 17,310 New 440,000
PARSLEY ENERGY INC CL A 16,598 4,858 41.39 1,147,826
ISHARES MSCI STH KOR ETF 16,556 1,306 8.57 323,489
VALERO ENERGY CORP NEW COM 15,262 8,935 141.24 232,645
CONTINENTAL RESOURCES INC COM 13,443 13,443 New 402,373
DIAMONDBACK ENERGY INC COM 13,308 184 1.40 197,741
SUNCOR ENERGY INC NEW COM 12,672 -11,065 (46.62) 450,000