Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value ($000): $214,314 (100.0% shares, 0.0% debt)

Holdings (32)

— BARCLAYS BK PLC 11.1%

Value ($000) $23,734 Shares 1,614,700 Est. Cost — Unrealized —

— BARCLAYS BK PLC 10.2%

Value ($000) $21,890 Shares 1,489,200 Est. Cost — Unrealized —

— GOLDCORP INC NEW 6.6%

Value ($000) $14,045 Shares 540,000 Est. Cost — Unrealized —

— ISHARES 6.2%

Value ($000) $13,184 Shares 1,106,000 Est. Cost $11.31 Unrealized —

— SILVER WHEATON CORP 5.8%

Value ($000) $12,385 Shares 500,000 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 4.8%

Value ($000) $10,254 Shares 80,000 Est. Cost — Unrealized —

AMAT APPLIED MATLS INC 4.5%

Value ($000) $9,549 Shares 544,700 Est. Cost — Unrealized —

AMAT APPLIED MATLS INC 4.5%

Value ($000) $9,549 Shares 544,700 Est. Cost — Unrealized —

CSX CSX CORP 3.9%

Value ($000) $8,252 Shares 320,600 Est. Cost — Unrealized —

CSX CSX CORP 3.9%

Value ($000) $8,252 Shares 320,600 Est. Cost — Unrealized —

CME CME GROUP INC 3.5%

Value ($000) $7,577 Shares 102,553 Est. Cost $39.16 Unrealized +13.0%

V VISA INC 3.5%

Value ($000) $7,568 Shares 39,600 Est. Cost — Unrealized —

V VISA INC 3.5%

Value ($000) $7,568 Shares 39,600 Est. Cost — Unrealized —

JNJ JOHNSON & JOHNSON 3.2%

Value ($000) $6,935 Shares 80,000 Est. Cost $59.66 Unrealized +6.5%

FCX FREEPORT-MCMORAN COPPER & GO 2.9%

Value ($000) $6,302 Shares 190,500 Est. Cost $24.45 Unrealized +5.0%

FCX FREEPORT-MCMORAN COPPER & GO 2.9%

Value ($000) $6,302 Shares 190,500 Est. Cost $24.45 Unrealized +5.0%

RIG TRANSOCEAN LTD 2.1%

Value ($000) $4,571 Shares 102,713 Est. Cost $49.14 Unrealized -3.8%

EWZ ISHARES 2.1%

Value ($000) $4,499 Shares 93,898 Est. Cost $43.86 Unrealized —

MOS MOSAIC CO/THE 2.0%

Value ($000) $4,269 Shares 99,231 Est. Cost $40.01 Unrealized -9.2%

EWC ISHARES 1.7%

Value ($000) $3,581 Shares 126,479 Est. Cost $28.31 Unrealized —

XLI SELECT SECTOR SPDR TR 1.7%

Value ($000) $3,559 Shares 76,700 Est. Cost $42.63 Unrealized —

AAPL APPLE INC 1.6%

Value ($000) $3,528 Shares 7,400 Est. Cost $13.16 Unrealized +8.5%

XOM EXXON MOBIL CORP 1.4%

Value ($000) $2,938 Shares 34,143 Est. Cost $54.16 Unrealized 0.0%

XLF SELECT SECTOR SPDR TR 1.4%

Value ($000) $2,920 Shares 146,700 Est. Cost $19.45 Unrealized —

— APOLLO RESIDENTIAL MTG INC 1.2%

Value ($000) $2,641 Shares 181,009 Est. Cost $14.59 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 1.1%

Value ($000) $2,258 Shares 100,000 Est. Cost $22.58 Unrealized —

— AMERICAN CAP MTG INVT CORP 0.9%

Value ($000) $2,015 Shares 101,937 Est. Cost $18.01 Unrealized —

XME SPDR SERIES TRUST 0.6%

Value ($000) $1,180 Shares 32,200 Est. Cost $33.17 Unrealized —

— MARKET VECTORS ETF TR 0.5%

Value ($000) $1,057 Shares 37,500 Est. Cost $28.19 Unrealized —

PBR PETROLEO BRASILEIRO SA PETRO 0.4%

Value ($000) $775 Shares 50,000 Est. Cost $13.41 Unrealized —

FCX FREEPORT-MCMORAN COPPER & GO 0.4%

Value ($000) $758 Shares 22,906 Est. Cost $24.45 Unrealized +5.0%

JNJ JOHNSON & JOHNSON 0.2%

Value ($000) $419 Shares 4,829 Est. Cost $59.66 Unrealized +6.5%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	BARCLAYS BK PLC	1,614,700	$23,734	11.1%	—	—	Put	06740C188
—	BARCLAYS BK PLC	1,489,200	$21,890	10.2%	—	—	Call	06740C188
—	GOLDCORP INC NEW	540,000	$14,045	6.6%	—	—	Call	380956409
—	ISHARES	1,106,000	$13,184	6.2%	$11.31	—	MSCI JAPAN ETF	464286848
—	SILVER WHEATON CORP	500,000	$12,385	5.8%	—	—	Call	828336107
GLD	SPDR GOLD TRUST	80,000	$10,254	4.8%	—	—	Put	78463V107
AMAT	APPLIED MATLS INC	544,700	$9,549	4.5%	—	—	Call	038222105
AMAT	APPLIED MATLS INC	544,700	$9,549	4.5%	—	—	Put	038222105
CSX	CSX CORP	320,600	$8,252	3.9%	—	—	Call	126408103
CSX	CSX CORP	320,600	$8,252	3.9%	—	—	Put	126408103
CME	CME GROUP INC	102,553	$7,577	3.5%	$39.16	+13.0%	COM	12572Q105
V	VISA INC	39,600	$7,568	3.5%	—	—	Call	92826C839
V	VISA INC	39,600	$7,568	3.5%	—	—	Put	92826C839
JNJ	JOHNSON & JOHNSON	80,000	$6,935	3.2%	$59.66	+6.5%	Put	478160104
FCX	FREEPORT-MCMORAN COPPER & GO	190,500	$6,302	2.9%	$24.45	+5.0%	Call	35671D857
FCX	FREEPORT-MCMORAN COPPER & GO	190,500	$6,302	2.9%	$24.45	+5.0%	Put	35671D857
RIG	TRANSOCEAN LTD	102,713	$4,571	2.1%	$49.14	-3.8%	REG SHS	H8817H100
EWZ	ISHARES	93,898	$4,499	2.1%	$43.86	—	MSCI BRZ CAP ETF	464286400
MOS	MOSAIC CO/THE	99,231	$4,269	2.0%	$40.01	-9.2%	COM	61945C103
EWC	ISHARES	126,479	$3,581	1.7%	$28.31	—	MSCI CDA ETF	464286509
XLI	SELECT SECTOR SPDR TR	76,700	$3,559	1.7%	$42.63	—	SBI INT-INDS	81369Y704
AAPL	APPLE INC	7,400	$3,528	1.6%	$13.16	+8.5%	COM	037833100
XOM	EXXON MOBIL CORP	34,143	$2,938	1.4%	$54.16	0.0%	COM	30231G102
XLF	SELECT SECTOR SPDR TR	146,700	$2,920	1.4%	$19.45	—	SBI INT-FINL	81369Y605
—	APOLLO RESIDENTIAL MTG INC	181,009	$2,641	1.2%	$14.59	—	COM	03763V102
—	AMERICAN CAPITAL AGENCY CORP	100,000	$2,258	1.1%	$22.58	—	COM	02503X105
—	AMERICAN CAP MTG INVT CORP	101,937	$2,015	0.9%	$18.01	—	COM	02504A104
XME	SPDR SERIES TRUST	32,200	$1,180	0.6%	$33.17	—	S&P METALS MNG	78464A755
—	MARKET VECTORS ETF TR	37,500	$1,057	0.5%	$28.19	—	RUSSIA ETF	57060U506
PBR	PETROLEO BRASILEIRO SA PETRO	50,000	$775	0.4%	$13.41	—	SPONSORED ADR	71654V408
FCX	FREEPORT-MCMORAN COPPER & GO	22,906	$758	0.4%	$24.45	+5.0%	COM	35671D857
JNJ	JOHNSON & JOHNSON	4,829	$419	0.2%	$59.66	+6.5%	COM	478160104