Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $1,183,796 (100.0% shares, 0.0% debt)

Holdings (13)

SPY SPDR S&P 500 ETF TR 91.4%

Value ($000) $1,081,500 Shares 5,000,000 Est. Cost — Unrealized —

IBB ISHARES TR 2.0%

Value ($000) $24,025 Shares 83,000 Est. Cost $289.46 Unrealized —

PBR PETROLEO BRASILEIRO SA PETRO 1.0%

Value ($000) $12,356 Shares 1,324,294 Est. Cost $9.33 Unrealized —

CME CME GROUP INC 0.9%

Value ($000) $10,719 Shares 102,553 Est. Cost $39.16 Unrealized +86.9%

— BAKER HUGHES INC 0.7%

Value ($000) $8,380 Shares 166,037 Est. Cost $50.47 Unrealized —

HAL HALLIBURTON CO 0.6%

Value ($000) $7,545 Shares 168,125 Est. Cost $36.37 Unrealized 0.0%

XME SPDR SERIES TRUST 0.6%

Value ($000) $7,257 Shares 273,649 Est. Cost $26.52 Unrealized —

SLB SCHLUMBERGER LTD 0.5%

Value ($000) $6,349 Shares 80,731 Est. Cost $60.67 Unrealized 0.0%

VALE VALE S A 0.5%

Value ($000) $6,102 Shares 1,109,490 Est. Cost $5.50 Unrealized —

GDXJ VANECK VECTORS ETF TR 0.4%

Value ($000) $5,197 Shares 117,342 Est. Cost $44.29 Unrealized —

GDX VANECK VECTORS ETF TR 0.4%

Value ($000) $4,998 Shares 189,092 Est. Cost $26.43 Unrealized —

— ALCOA INC 0.4%

Value ($000) $4,710 Shares 464,462 Est. Cost $10.14 Unrealized —

FCX FREEPORT-MCMORAN INC 0.4%

Value ($000) $4,658 Shares 428,954 Est. Cost $10.43 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	5,000,000	$1,081,500	91.4%	—	—	Put	78462F103
IBB	ISHARES TR	83,000	$24,025	2.0%	$289.46	—	NASDQ BIOTEC ETF	464287556
PBR	PETROLEO BRASILEIRO SA PETRO	1,324,294	$12,356	1.0%	$9.33	—	SPONSORED ADR	71654V408
CME	CME GROUP INC	102,553	$10,719	0.9%	$39.16	+86.9%	COM	12572Q105
—	BAKER HUGHES INC	166,037	$8,380	0.7%	$50.47	—	COM	057224107
HAL	HALLIBURTON CO	168,125	$7,545	0.6%	$36.37	0.0%	COM	406216101
XME	SPDR SERIES TRUST	273,649	$7,257	0.6%	$26.52	—	S&P METALS MNG	78464A755
SLB	SCHLUMBERGER LTD	80,731	$6,349	0.5%	$60.67	0.0%	COM	806857108
VALE	VALE S A	1,109,490	$6,102	0.5%	$5.50	—	ADR	91912E105
GDXJ	VANECK VECTORS ETF TR	117,342	$5,197	0.4%	$44.29	—	JR GOLD MINERS E	92189F791
GDX	VANECK VECTORS ETF TR	189,092	$4,998	0.4%	$26.43	—	GOLD MINERS ETF	92189F106
—	ALCOA INC	464,462	$4,710	0.4%	$10.14	—	COM	013817101
FCX	FREEPORT-MCMORAN INC	428,954	$4,658	0.4%	$10.43	0.0%	CL B	35671D857