GRAHAM CAPITAL MANAGEMENT, L.P. Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 123
New Positions 32
Increased Positions 49
Decreased Positions 72
Positions with Activity 121
Sold Out Positions 61
Total Mkt Value (in $ millions) 689

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

Sector Weighting

Basic Materials 1.37%
Capital Goods 0%
Conglomerates
Consumer Cyclical 4.47%
Consumer/Non-Cyclical 0%
Energy 51.85%
Financial 32.1%
Healthcare 1.27%
Services 1.6%
Technology 2.56%
Transportation 0.19%
Utilities

123 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 62,777 62,777 New 1,578,096
POWERSHARES QQQ TRUST UNIT SER 1 52,464 52,464 New 486,001
CITIGROUP INC COM NEW 34,316 16,766 95.53 619,765
CONOCOPHILLIPS COM 27,292 27,292 New 450,958
GENERAL MTRS CO COM 26,870 26,870 New 808,603
CONCHO RES INC COM 26,357 3,053 13.10 234,553
HALLIBURTON CO COM 23,193 23,193 New 553,392
SPDR S&P 500 ETF TR TR UNIT 22,348 -249,144 (91.77) 107,799
CIMAREX ENERGY CO COM 22,230 17,189 340.99 207,000
BAKER HUGHES INC COM 22,137 22,137 New 366,815
RANGE RES CORP COM 21,107 21,107 New 440,000
EQT CORP COM 20,144 -7,199 (26.33) 251,300
EOG RES INC COM 20,117 14,346 248.54 234,825
PARSLEY ENERGY INC CL A 19,513 5,712 41.39 1,147,826
NEWFIELD EXPL CO COM 19,433 4,427 29.50 554,591
ISHARES MSCI STH KOR ETF 18,041 1,424 8.57 323,489
CONTINENTAL RESOURCES INC COM 16,095 16,095 New 402,373
VALERO ENERGY CORP NEW COM 15,057 8,815 141.24 232,645
DIAMONDBACK ENERGY INC COM 14,461 200 1.40 197,741
SUNCOR ENERGY INC NEW COM 12,425 -10,849 (46.62) 450,000