Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 14, 2013

Total Value ($000): $573,424 (100.0% shares, 0.0% debt)

Holdings (29)

SPY SPDR S&P 500 ETF TR 56.0%

Value ($000) $320,840 Shares 2,000,000 Est. Cost — Unrealized —

AAPL APPLE INC 8.4%

Value ($000) $48,337 Shares 121,900 Est. Cost $13.16 Unrealized 0.0%

— BARCLAYS BK PLC 7.8%

Value ($000) $44,794 Shares 2,162,900 Est. Cost — Unrealized —

— BARCLAYS BK PLC 5.2%

Value ($000) $29,905 Shares 1,444,000 Est. Cost — Unrealized —

XRT SPDR SERIES TRUST 2.0%

Value ($000) $11,492 Shares 150,000 Est. Cost — Unrealized —

EEM ISHARES TR 2.0%

Value ($000) $11,358 Shares 295,000 Est. Cost — Unrealized —

— ISHARES INC 1.9%

Value ($000) $10,726 Shares 956,000 Est. Cost $11.22 Unrealized —

AMAT APPLIED MATLS INC 1.4%

Value ($000) $8,127 Shares 544,700 Est. Cost — Unrealized —

AMAT APPLIED MATLS INC 1.4%

Value ($000) $8,127 Shares 544,700 Est. Cost — Unrealized —

CME CME GROUP INC 1.4%

Value ($000) $7,789 Shares 102,553 Est. Cost $39.16 Unrealized 0.0%

CSX CSX CORP 1.3%

Value ($000) $7,435 Shares 320,600 Est. Cost — Unrealized —

CSX CSX CORP 1.3%

Value ($000) $7,435 Shares 320,600 Est. Cost — Unrealized —

V VISA INC 1.3%

Value ($000) $7,237 Shares 39,600 Est. Cost — Unrealized —

V VISA INC 1.3%

Value ($000) $7,237 Shares 39,600 Est. Cost — Unrealized —

JNJ JOHNSON & JOHNSON 1.2%

Value ($000) $6,869 Shares 80,000 Est. Cost $59.66 Unrealized 0.0%

FCX FREEPORT-MCMORAN COPPER & GO 0.9%

Value ($000) $5,260 Shares 190,500 Est. Cost $24.45 Unrealized 0.0%

FCX FREEPORT-MCMORAN COPPER & GO 0.9%

Value ($000) $5,260 Shares 190,500 Est. Cost $24.45 Unrealized 0.0%

EWZ ISHARES INC 0.9%

Value ($000) $4,972 Shares 113,351 Est. Cost $43.86 Unrealized —

FCX FREEPORT-MCMORAN COPPER & GO 0.6%

Value ($000) $3,357 Shares 121,592 Est. Cost $24.45 Unrealized 0.0%

XLI SELECT SECTOR SPDR TR 0.6%

Value ($000) $3,270 Shares 76,700 Est. Cost $42.63 Unrealized —

XLF SELECT SECTOR SPDR TR 0.5%

Value ($000) $2,853 Shares 146,700 Est. Cost $19.45 Unrealized —

RIG TRANSOCEAN LTD 0.4%

Value ($000) $2,480 Shares 51,713 Est. Cost $50.97 Unrealized 0.0%

PBR PETROLEO BRASILEIRO SA PETRO 0.4%

Value ($000) $2,012 Shares 150,000 Est. Cost $13.41 Unrealized —

MOS MOSAIC CO NEW 0.3%

Value ($000) $1,973 Shares 36,664 Est. Cost $46.26 Unrealized 0.0%

— AMERICAN CAP MTG INVT CORP 0.3%

Value ($000) $1,798 Shares 100,000 Est. Cost $17.98 Unrealized —

XME SPDR SERIES TRUST 0.2%

Value ($000) $1,068 Shares 32,200 Est. Cost $33.17 Unrealized —

NUE NUCOR CORP 0.1%

Value ($000) $522 Shares 12,054 Est. Cost $32.41 Unrealized 0.0%

— CHIMERA INVT CORP 0.1%

Value ($000) $476 Shares 158,700 Est. Cost — Unrealized —

JNJ JOHNSON & JOHNSON 0.1%

Value ($000) $415 Shares 4,829 Est. Cost $59.66 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,000,000	$320,840	56.0%	—	—	Put	78462F103
AAPL	APPLE INC	121,900	$48,337	8.4%	$13.16	0.0%	COM	037833100
—	BARCLAYS BK PLC	2,162,900	$44,794	7.8%	—	—	Call	06740C188
—	BARCLAYS BK PLC	1,444,000	$29,905	5.2%	—	—	Put	06740C188
XRT	SPDR SERIES TRUST	150,000	$11,492	2.0%	—	—	Put	78464A714
EEM	ISHARES TR	295,000	$11,358	2.0%	—	—	Call	464287234
—	ISHARES INC	956,000	$10,726	1.9%	$11.22	—	MSCI JAPAN	464286848
AMAT	APPLIED MATLS INC	544,700	$8,127	1.4%	—	—	Put	038222105
AMAT	APPLIED MATLS INC	544,700	$8,127	1.4%	—	—	Call	038222105
CME	CME GROUP INC	102,553	$7,789	1.4%	$39.16	0.0%	COM	12572Q105
CSX	CSX CORP	320,600	$7,435	1.3%	—	—	Call	126408103
CSX	CSX CORP	320,600	$7,435	1.3%	—	—	Put	126408103
V	VISA INC	39,600	$7,237	1.3%	—	—	Put	92826C839
V	VISA INC	39,600	$7,237	1.3%	—	—	Call	92826C839
JNJ	JOHNSON & JOHNSON	80,000	$6,869	1.2%	$59.66	0.0%	Put	478160104
FCX	FREEPORT-MCMORAN COPPER & GO	190,500	$5,260	0.9%	$24.45	0.0%	Call	35671D857
FCX	FREEPORT-MCMORAN COPPER & GO	190,500	$5,260	0.9%	$24.45	0.0%	Put	35671D857
EWZ	ISHARES INC	113,351	$4,972	0.9%	$43.86	—	MSCI BRAZIL CAPP	464286400
FCX	FREEPORT-MCMORAN COPPER & GO	121,592	$3,357	0.6%	$24.45	0.0%	COM	35671D857
XLI	SELECT SECTOR SPDR TR	76,700	$3,270	0.6%	$42.63	—	SBI INT-INDS	81369Y704
XLF	SELECT SECTOR SPDR TR	146,700	$2,853	0.5%	$19.45	—	SBI INT-FINL	81369Y605
RIG	TRANSOCEAN LTD	51,713	$2,480	0.4%	$50.97	0.0%	REG SHS	H8817H100
PBR	PETROLEO BRASILEIRO SA PETRO	150,000	$2,012	0.4%	$13.41	—	SPONSORED ADR	71654V408
MOS	MOSAIC CO NEW	36,664	$1,973	0.3%	$46.26	0.0%	COM	61945C103
—	AMERICAN CAP MTG INVT CORP	100,000	$1,798	0.3%	$17.98	—	COM	02504A104
XME	SPDR SERIES TRUST	32,200	$1,068	0.2%	$33.17	—	S&P METALS MNG	78464A755
NUE	NUCOR CORP	12,054	$522	0.1%	$32.41	0.0%	COM	670346105
—	CHIMERA INVT CORP	158,700	$476	0.1%	—	—	Call	16934Q109
JNJ	JOHNSON & JOHNSON	4,829	$415	0.1%	$59.66	0.0%	COM	478160104