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) 943

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

Sector Weighting

Basic Materials 9.83%
Capital Goods 0.37%
Conglomerates
Consumer Cyclical 2.75%
Consumer/Non-Cyclical 0.11%
Energy 47.25%
Financial 24.64%
Healthcare 0.05%
Services 10.08%
Technology 0.3%
Transportation 0.27%
Utilities 0.64%

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 62,399 62,399 New 562,000
CITIGROUP INC COM NEW 55,888 45,533 439.71 1,073,733
MARATHON OIL CORP COM 52,001 -8,273 (13.73) 1,347,177
LYONDELLBASELL INDUSTRIES N V SHS - A - 47,994 5,079 11.83 423,600
VERIZON COMMUNICATIONS INC COM 45,986 17,650 62.29 924,349
ANADARKO PETE CORP COM 43,216 4,559 11.79 414,538
YAHOO INC COM 42,251 42,251 New 1,042,719
EQT CORP COM 38,655 -11,742 (23.3) 416,362
NEWFIELD EXPL CO COM 31,707 -15,535 (32.88) 818,458
CIMAREX ENERGY CO COM 30,369 -2,890 (8.69) 235,000
HESS CORP COM 26,639 4,628 21.02 276,885
BANK AMER CORP COM 26,139 5,035 23.86 1,536,686
HALLIBURTON CO COM 26,066 -19,173 (42.38) 397,293
GENERAL MTRS CO COM 25,711 183 .72 797,972
CANADIAN NAT RES LTD COM 23,919 829 3.59 606,000
ISHARES MSCI MEX CAP ETF 19,557 586 3.09 287,056
ULTRA PETROLEUM CORP COM 18,684 18,684 New 779,140
EOG RES INC COM 18,168 -19,538 (51.82) 178,345
HUNTSMAN CORP COM 17,577 17,577 New 665,533
ISHARES MSCI STH KOR ETF 17,131 -11,439 (40.04) 280,519