Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value ($000): $287,558 (100.0% shares, 0.0% debt)

Holdings (13)

FXI ISHARES TR 31.7%

Value ($000) $91,077 Shares 2,379,222 Est. Cost $38.28 Unrealized —

GLD SPDR GOLD TRUST 20.5%

Value ($000) $58,966 Shares 507,412 Est. Cost $119.28 Unrealized —

— BARCLAYS BK PLC 11.8%

Value ($000) $33,802 Shares 1,084,116 Est. Cost $31.18 Unrealized —

EEM ISHARES TR 6.5%

Value ($000) $18,744 Shares 451,000 Est. Cost $41.49 Unrealized —

KRE SPDR SERIES TRUST 5.1%

Value ($000) $14,765 Shares 390,000 Est. Cost $37.86 Unrealized —

EEM ISHARES TR 4.8%

Value ($000) $13,881 Shares 334,000 Est. Cost $41.49 Unrealized —

— GOLDCORP INC NEW 4.3%

Value ($000) $12,436 Shares 540,000 Est. Cost — Unrealized —

— BARCLAYS BK PLC 3.8%

Value ($000) $11,069 Shares 355,000 Est. Cost $31.18 Unrealized —

XLK SELECT SECTOR SPDR TR 3.5%

Value ($000) $9,975 Shares 250,000 Est. Cost $39.90 Unrealized —

CME CME GROUP INC 2.9%

Value ($000) $8,200 Shares 102,553 Est. Cost $39.16 Unrealized +22.3%

EEM ISHARES TR 2.6%

Value ($000) $7,605 Shares 183,000 Est. Cost $41.49 Unrealized —

MCHI ISHARES TR 1.7%

Value ($000) $4,833 Shares 102,000 Est. Cost $46.06 Unrealized —

RDN RADIAN GROUP INC 0.8%

Value ($000) $2,205 Shares 154,596 Est. Cost $12.39 Unrealized -6.7%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
FXI	ISHARES TR	2,379,222	$91,077	31.7%	$38.28	—	CHINA LG-CAP ETF	464287184
GLD	SPDR GOLD TRUST	507,412	$58,966	20.5%	$119.28	—	GOLD SHS	78463V107
—	BARCLAYS BK PLC	1,084,116	$33,802	11.8%	$31.18	—	IPATH S&P500 VIX	06742E711
EEM	ISHARES TR	451,000	$18,744	6.5%	$41.49	—	Put	464287234
KRE	SPDR SERIES TRUST	390,000	$14,765	5.1%	$37.86	—	S&P REGL BKG	78464A698
EEM	ISHARES TR	334,000	$13,881	4.8%	$41.49	—	MSCI EMG MKT ETF	464287234
—	GOLDCORP INC NEW	540,000	$12,436	4.3%	—	—	Call	380956409
—	BARCLAYS BK PLC	355,000	$11,069	3.8%	$31.18	—	Put	06742E711
XLK	SELECT SECTOR SPDR TR	250,000	$9,975	3.5%	$39.90	—	TECHNOLOGY	81369Y803
CME	CME GROUP INC	102,553	$8,200	2.9%	$39.16	+22.3%	COM	12572Q105
EEM	ISHARES TR	183,000	$7,605	2.6%	$41.49	—	Call	464287234
MCHI	ISHARES TR	102,000	$4,833	1.7%	$46.06	—	CHINA ETF	46429B671
RDN	RADIAN GROUP INC	154,596	$2,205	0.8%	$12.39	-6.7%	COM	750236101