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) 962

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

Sector Weighting

Basic Materials 9.91%
Capital Goods 0.38%
Conglomerates
Consumer Cyclical 2.82%
Consumer/Non-Cyclical 0.11%
Energy 47.56%
Financial 24.67%
Healthcare 0.05%
Services 9.99%
Technology 0.31%
Transportation 0.28%
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 64,130 64,130 New 562,000
CITIGROUP INC COM NEW 56,167 45,760 439.71 1,073,733
MARATHON OIL CORP COM 53,658 -8,537 (13.73) 1,347,177
LYONDELLBASELL INDUSTRIES N V SHS - A - 47,384 5,014 11.83 423,600
VERIZON COMMUNICATIONS INC COM 44,886 17,227 62.29 924,349
YAHOO INC COM 44,368 44,368 New 1,042,719
ANADARKO PETE CORP COM 44,041 4,646 11.79 414,538
EQT CORP COM 39,692 -12,057 (23.3) 416,362
CIMAREX ENERGY CO COM 31,734 -3,020 (8.69) 235,000
NEWFIELD EXPL CO COM 31,470 -15,418 (32.88) 818,458
HESS CORP COM 27,126 4,712 21.02 276,885
GENERAL MTRS CO COM 26,836 191 .72 797,972
HALLIBURTON CO COM 26,333 -19,369 (42.38) 397,293
BANK AMER CORP COM 25,724 4,955 23.86 1,536,686
CANADIAN NAT RES LTD COM 24,913 863 3.59 606,000
ISHARES MSCI MEX CAP ETF 20,355 610 3.09 287,056
ULTRA PETROLEUM CORP COM 19,463 19,463 New 779,140
HUNTSMAN CORP COM 18,748 18,748 New 665,533
EOG RES INC COM 18,175 -19,545 (51.82) 178,345
ISHARES MSCI STH KOR ETF 17,805 -11,888 (40.04) 280,519