Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 14, 2014

Total Value ($000): $215,774 (100.0% shares, 0.0% debt)

Holdings (14)

— POWERSHARES ETF TRUST 23.2%

Value ($000) $50,029 Shares 1,115,483 Est. Cost $43.55 Unrealized —

— GOLDCORP INC NEW 21.0%

Value ($000) $45,214 Shares 1,620,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 9.7%

Value ($000) $20,857 Shares 917,207 Est. Cost $22.51 Unrealized —

EEM ISHARES 8.8%

Value ($000) $19,021 Shares 440,000 Est. Cost $41.46 Unrealized —

— POWERSHARES QQQ TRUST 8.7%

Value ($000) $18,782 Shares 200,000 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 7.8%

Value ($000) $16,877 Shares 131,812 Est. Cost $128.04 Unrealized —

EWZ ISHARES 4.4%

Value ($000) $9,556 Shares 200,000 Est. Cost $47.78 Unrealized —

EEM ISHARES 4.4%

Value ($000) $9,511 Shares 220,000 Est. Cost $41.46 Unrealized —

CME CME GROUP INC 3.4%

Value ($000) $7,276 Shares 102,553 Est. Cost $39.16 Unrealized +13.5%

RDN RADIAN GROUP INC 2.4%

Value ($000) $5,252 Shares 354,596 Est. Cost $12.39 Unrealized -2.9%

VALE VALE S A 2.3%

Value ($000) $5,027 Shares 380,000 Est. Cost $13.23 Unrealized —

MCHI ISHARES TR 1.4%

Value ($000) $3,037 Shares 65,500 Est. Cost $45.32 Unrealized —

— BARCLAYS BK PLC 1.3%

Value ($000) $2,860 Shares 100,000 Est. Cost — Unrealized —

— MARKET VECTORS ETF TR 1.1%

Value ($000) $2,475 Shares 50,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	POWERSHARES ETF TRUST	1,115,483	$50,029	23.2%	$43.55	—	DYNA BUYBK ACH	73935X286
—	GOLDCORP INC NEW	1,620,000	$45,214	21.0%	—	—	Call	380956409
XLF	SELECT SECTOR SPDR TR	917,207	$20,857	9.7%	$22.51	—	SBI INT-FINL	81369Y605
EEM	ISHARES	440,000	$19,021	8.8%	$41.46	—	Put	464287234
—	POWERSHARES QQQ TRUST	200,000	$18,782	8.7%	—	—	Put	73935A104
GLD	SPDR GOLD TRUST	131,812	$16,877	7.8%	$128.04	—	GOLD SHS	78463V107
EWZ	ISHARES	200,000	$9,556	4.4%	$47.78	—	MSCI BRZ CAP ETF	464286400
EEM	ISHARES	220,000	$9,511	4.4%	$41.46	—	MSCI EMG MKT ETF	464287234
CME	CME GROUP INC	102,553	$7,276	3.4%	$39.16	+13.5%	COM	12572Q105
RDN	RADIAN GROUP INC	354,596	$5,252	2.4%	$12.39	-2.9%	COM	750236101
VALE	VALE S A	380,000	$5,027	2.3%	$13.23	—	ADR	91912E105
MCHI	ISHARES TR	65,500	$3,037	1.4%	$45.32	—	CHINA ETF	46429B671
—	BARCLAYS BK PLC	100,000	$2,860	1.3%	—	—	Put	06742E711
—	MARKET VECTORS ETF TR	50,000	$2,475	1.1%	—	—	Put	57060U233