Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 14, 2014

Total Value ($000): $287,714 (100.0% shares, 0.0% debt)

Holdings (23)

FXI ISHARES 35.9%

Value ($000) $103,385 Shares 2,694,419 Est. Cost $38.37 Unrealized —

GLD SPDR GOLD TRUST 16.4%

Value ($000) $47,296 Shares 407,300 Est. Cost $116.12 Unrealized —

XRT SPDR SERIES TRUST 7.7%

Value ($000) $22,266 Shares 252,737 Est. Cost $88.10 Unrealized —

— GOLDCORP INC NEW 4.1%

Value ($000) $11,702 Shares 540,000 Est. Cost — Unrealized —

— SILVER WHEATON CORP 3.5%

Value ($000) $10,095 Shares 500,000 Est. Cost — Unrealized —

AMAT APPLIED MATLS INC 3.3%

Value ($000) $9,630 Shares 544,700 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 3.2%

Value ($000) $9,290 Shares 80,000 Est. Cost $116.12 Unrealized —

CSX CSX CORP 3.2%

Value ($000) $9,224 Shares 320,600 Est. Cost $7.37 Unrealized 0.0%

V VISA INC 3.1%

Value ($000) $8,818 Shares 39,600 Est. Cost — Unrealized —

EEM ISHARES 2.9%

Value ($000) $8,359 Shares 200,000 Est. Cost $41.80 Unrealized —

CME CME GROUP INC 2.8%

Value ($000) $8,046 Shares 102,553 Est. Cost $39.16 Unrealized +21.1%

JNJ JOHNSON & JOHNSON 2.5%

Value ($000) $7,327 Shares 80,000 Est. Cost $59.66 Unrealized +10.2%

FCX FREEPORT-MCMORAN COPPER & GO 2.5%

Value ($000) $7,189 Shares 190,500 Est. Cost $24.45 Unrealized +23.0%

FCX FREEPORT-MCMORAN COPPER & GO 2.5%

Value ($000) $7,189 Shares 190,500 Est. Cost $24.45 Unrealized +23.0%

RIG TRANSOCEAN LTD 1.9%

Value ($000) $5,363 Shares 108,523 Est. Cost $49.13 Unrealized -0.4%

MOS MOSAIC CO NEW 1.8%

Value ($000) $5,049 Shares 106,803 Est. Cost $39.75 Unrealized -8.6%

— AMERICAN CAPITAL AGENCY CORP 1.3%

Value ($000) $3,858 Shares 200,000 Est. Cost $20.93 Unrealized —

— MARKET VECTORS ETF TR 0.4%

Value ($000) $1,195 Shares 41,400 Est. Cost $28.25 Unrealized —

— PETROCHINA CO LTD 0.4%

Value ($000) $1,159 Shares 10,560 Est. Cost $109.75 Unrealized —

MCHI ISHARES 0.1%

Value ($000) $413 Shares 8,700 Est. Cost $47.47 Unrealized —

CSX CSX CORP 0.1%

Value ($000) $394 Shares 13,698 Est. Cost $7.37 Unrealized 0.0%

— MONSANTO CO NEW 0.1%

Value ($000) $259 Shares 2,224 Est. Cost $116.46 Unrealized —

XOM EXXON MOBIL CORP 0.1%

Value ($000) $208 Shares 2,053 Est. Cost $54.16 Unrealized +3.3%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
FXI	ISHARES	2,694,419	$103,385	35.9%	$38.37	—	CHINA LG-CAP ETF	464287184
GLD	SPDR GOLD TRUST	407,300	$47,296	16.4%	$116.12	—	GOLD SHS	78463V107
XRT	SPDR SERIES TRUST	252,737	$22,266	7.7%	$88.10	—	S&P RETAIL ETF	78464A714
—	GOLDCORP INC NEW	540,000	$11,702	4.1%	—	—	Call	380956409
—	SILVER WHEATON CORP	500,000	$10,095	3.5%	—	—	Call	828336107
AMAT	APPLIED MATLS INC	544,700	$9,630	3.3%	—	—	Put	038222105
GLD	SPDR GOLD TRUST	80,000	$9,290	3.2%	$116.12	—	Put	78463V107
CSX	CSX CORP	320,600	$9,224	3.2%	$7.37	0.0%	Put	126408103
V	VISA INC	39,600	$8,818	3.1%	—	—	Put	92826C839
EEM	ISHARES	200,000	$8,359	2.9%	$41.80	—	MSCI EMG MKT ETF	464287234
CME	CME GROUP INC	102,553	$8,046	2.8%	$39.16	+21.1%	COM	12572Q105
JNJ	JOHNSON & JOHNSON	80,000	$7,327	2.5%	$59.66	+10.2%	Put	478160104
FCX	FREEPORT-MCMORAN COPPER & GO	190,500	$7,189	2.5%	$24.45	+23.0%	Put	35671D857
FCX	FREEPORT-MCMORAN COPPER & GO	190,500	$7,189	2.5%	$24.45	+23.0%	Call	35671D857
RIG	TRANSOCEAN LTD	108,523	$5,363	1.9%	$49.13	-0.4%	REG SHS	H8817H100
MOS	MOSAIC CO NEW	106,803	$5,049	1.8%	$39.75	-8.6%	COM	61945C103
—	AMERICAN CAPITAL AGENCY CORP	200,000	$3,858	1.3%	$20.93	—	COM	02503X105
—	MARKET VECTORS ETF TR	41,400	$1,195	0.4%	$28.25	—	RUSSIA ETF	57060U506
—	PETROCHINA CO LTD	10,560	$1,159	0.4%	$109.75	—	SPONSORED ADR	71646E100
MCHI	ISHARES	8,700	$413	0.1%	$47.47	—	CHINA ETF	46429B671
CSX	CSX CORP	13,698	$394	0.1%	$7.37	0.0%	COM	126408103
—	MONSANTO CO NEW	2,224	$259	0.1%	$116.46	—	COM	61166W101
XOM	EXXON MOBIL CORP	2,053	$208	0.1%	$54.16	+3.3%	COM	30231G102