Brevan Howard Capital Management LP Hedge Fund

Location: St. Helier, Jersey

CIK: 0001512857 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value: $913M (100.0% shares, 0.0% debt)

Holdings (5)

SPY SPDR S&P 500 ETF TR 84.9%

Value $775M Shares 3,700,000 Est. Cost — Unrealized —

EEM ISHARES TR 11.3%

Value $103M Shares 3,000,000 Est. Cost $34.25 Unrealized —

EEM ISHARES TR 2.7%

Value $25.04M Shares 728,862 Est. Cost $34.25 Unrealized —

CME CME GROUP INC 1.1%

Value $9.989M Shares 102,553 Est. Cost $39.16 Unrealized +68.1%

— OCWEN FINL CORP 0.0%

Value $203K Shares 118,915 Est. Cost $10.20 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	3,700,000	$775M	84.9%	—	—	Put	78462F103
EEM	ISHARES TR	3,000,000	$103M	11.3%	$34.25	—	Put	464287234
EEM	ISHARES TR	728,862	$25.04M	2.7%	$34.25	—	MSCI EMG MKT ETF	464287234
CME	CME GROUP INC	102,553	$9.989M	1.1%	$39.16	+68.1%	COM	12572Q105
—	OCWEN FINL CORP	118,915	$203K	0.0%	$10.20	—	COM NEW	675746309