Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value ($000): $207,372 (100.0% shares, 0.0% debt)

Holdings (14)

— POWERSHARES ETF TRUST 22.8%

Value ($000) $47,358 Shares 1,088,200 Est. Cost $43.52 Unrealized —

SPY SPDR S&P 500 ETF TR 18.0%

Value ($000) $37,402 Shares 200,000 Est. Cost — Unrealized —

FXI ISHARES 11.4%

Value ($000) $23,738 Shares 663,432 Est. Cost $38.37 Unrealized —

XRT SPDR SERIES TRUST 9.6%

Value ($000) $19,865 Shares 235,787 Est. Cost $88.10 Unrealized —

EEM ISHARES 6.9%

Value ($000) $14,354 Shares 350,000 Est. Cost $41.46 Unrealized —

— GOLDCORP INC NEW 6.4%

Value ($000) $13,219 Shares 540,000 Est. Cost — Unrealized —

EEM ISHARES 5.9%

Value ($000) $12,303 Shares 300,000 Est. Cost $41.46 Unrealized —

XLF SELECT SECTOR SPDR TR 5.7%

Value ($000) $11,840 Shares 530,007 Est. Cost $22.34 Unrealized —

CME CME GROUP INC 3.7%

Value ($000) $7,591 Shares 102,553 Est. Cost $39.16 Unrealized +20.9%

— MARKET VECTORS ETF TR 3.4%

Value ($000) $7,113 Shares 296,500 Est. Cost $24.58 Unrealized —

OEF ISHARES 2.5%

Value ($000) $5,134 Shares 62,000 Est. Cost $82.81 Unrealized —

RDN RADIAN GROUP INC 1.6%

Value ($000) $3,362 Shares 223,676 Est. Cost $12.60 Unrealized 0.0%

MCHI ISHARES TR 1.4%

Value ($000) $2,947 Shares 65,500 Est. Cost $45.32 Unrealized —

— PETROCHINA CO LTD 0.6%

Value ($000) $1,146 Shares 10,560 Est. Cost $109.75 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	POWERSHARES ETF TRUST	1,088,200	$47,358	22.8%	$43.52	—	DYNA BUYBK ACH	73935X286
SPY	SPDR S&P 500 ETF TR	200,000	$37,402	18.0%	—	—	Call	78462F103
FXI	ISHARES	663,432	$23,738	11.4%	$38.37	—	CHINA LG-CAP ETF	464287184
XRT	SPDR SERIES TRUST	235,787	$19,865	9.6%	$88.10	—	S&P RETAIL ETF	78464A714
EEM	ISHARES	350,000	$14,354	6.9%	$41.46	—	MSCI EMG MKT ETF	464287234
—	GOLDCORP INC NEW	540,000	$13,219	6.4%	—	—	Call	380956409
EEM	ISHARES	300,000	$12,303	5.9%	$41.46	—	Put	464287234
XLF	SELECT SECTOR SPDR TR	530,007	$11,840	5.7%	$22.34	—	SBI INT-FINL	81369Y605
CME	CME GROUP INC	102,553	$7,591	3.7%	$39.16	+20.9%	COM	12572Q105
—	MARKET VECTORS ETF TR	296,500	$7,113	3.4%	$24.58	—	RUSSIA ETF	57060U506
OEF	ISHARES	62,000	$5,134	2.5%	$82.81	—	S&P 100 ETF	464287101
RDN	RADIAN GROUP INC	223,676	$3,362	1.6%	$12.60	0.0%	RADIAN GROUP INC	750236101
MCHI	ISHARES TR	65,500	$2,947	1.4%	$45.32	—	CHINA ETF	46429B671
—	PETROCHINA CO LTD	10,560	$1,146	0.6%	$109.75	—	SPONSORED ADR	71646E100