Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $43,463 (100.0% shares, 0.0% debt)

Holdings (30)

CME CME GROUP INC 32.0%

Value ($000) $13,914 Shares 102,553 Est. Cost $39.16 Unrealized +137.4%

LQD ISHARES TR 15.7%

Value ($000) $6,826 Shares 56,307 Est. Cost $120.72 Unrealized —

EMB ISHARES TR 4.6%

Value ($000) $1,984 Shares 17,041 Est. Cost $116.43 Unrealized —

— CBL & ASSOC PPTYS INC 3.9%

Value ($000) $1,678 Shares 200,000 Est. Cost $8.43 Unrealized —

— TIME WARNER INC 3.5%

Value ($000) $1,518 Shares 14,816 Est. Cost $102.46 Unrealized —

— MONSANTO CO NEW 3.4%

Value ($000) $1,466 Shares 12,232 Est. Cost $119.85 Unrealized —

— CALPINE CORP 3.2%

Value ($000) $1,381 Shares 93,658 Est. Cost $14.75 Unrealized —

— ORBITAL ATK INC 2.9%

Value ($000) $1,253 Shares 9,410 Est. Cost $133.16 Unrealized —

— SCRIPPS NETWORKS INTERACT IN 2.8%

Value ($000) $1,202 Shares 13,994 Est. Cost $85.89 Unrealized —

— ALERE INC 2.8%

Value ($000) $1,196 Shares 23,447 Est. Cost $51.01 Unrealized —

— KITE PHARMA INC 2.7%

Value ($000) $1,152 Shares 6,408 Est. Cost $179.78 Unrealized —

— VWR CORP 2.2%

Value ($000) $971 Shares 29,314 Est. Cost $33.12 Unrealized —

— WGL HLDGS INC 2.1%

Value ($000) $902 Shares 10,710 Est. Cost $84.22 Unrealized —

— PAREXEL INTL CORP 2.0%

Value ($000) $865 Shares 9,820 Est. Cost $88.09 Unrealized —

— AKORN INC 2.0%

Value ($000) $852 Shares 25,670 Est. Cost $33.19 Unrealized —

— BROCADE COMMUNICATIONS SYS I 1.8%

Value ($000) $785 Shares 65,672 Est. Cost $11.95 Unrealized —

AVA AVISTA CORP 1.3%

Value ($000) $571 Shares 11,025 Est. Cost $35.25 Unrealized 0.0%

— FIDELITY & GTY LIFE 1.2%

Value ($000) $539 Shares 17,348 Est. Cost $31.07 Unrealized —

— BOB EVANS FARMS INC 1.2%

Value ($000) $533 Shares 6,875 Est. Cost $77.53 Unrealized —

GNW GENWORTH FINL INC 1.1%

Value ($000) $499 Shares 129,490 Est. Cost $3.57 Unrealized 0.0%

— NXSTAGE MEDICAL INC 1.1%

Value ($000) $470 Shares 17,016 Est. Cost $27.62 Unrealized —

— NEFF CORP 1.0%

Value ($000) $417 Shares 16,667 Est. Cost $25.02 Unrealized —

— WEST CORP 0.9%

Value ($000) $387 Shares 16,482 Est. Cost $23.48 Unrealized —

— CALGON CARBON CORP 0.9%

Value ($000) $382 Shares 17,858 Est. Cost $21.39 Unrealized —

— BANKRATE INC DEL 0.8%

Value ($000) $366 Shares 26,239 Est. Cost $13.95 Unrealized —

— NEURODERM LTD 0.8%

Value ($000) $363 Shares 9,334 Est. Cost $38.89 Unrealized —

— FORTRESS INVESTMENT GROUP LL 0.8%

Value ($000) $353 Shares 44,303 Est. Cost $7.97 Unrealized —

— PARKWAY INC 0.6%

Value ($000) $262 Shares 11,363 Est. Cost $23.06 Unrealized —

— SILVER SPRING NETWORKS INC 0.5%

Value ($000) $212 Shares 13,117 Est. Cost $16.16 Unrealized —

— MONEYGRAM INTL INC 0.4%

Value ($000) $164 Shares 10,151 Est. Cost $16.16 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
CME	CME GROUP INC	102,553	$13,914	32.0%	$39.16	+137.4%	COM CL A	12572Q105
LQD	ISHARES TR	56,307	$6,826	15.7%	$120.72	—	IBOXX INV CP ETF	464287242
EMB	ISHARES TR	17,041	$1,984	4.6%	$116.43	—	JPMORGAN USD EMG	464288281
—	CBL & ASSOC PPTYS INC	200,000	$1,678	3.9%	$8.43	—	COM	124830100
—	TIME WARNER INC	14,816	$1,518	3.5%	$102.46	—	COM NEW	887317303
—	MONSANTO CO NEW	12,232	$1,466	3.4%	$119.85	—	COM	61166W101
—	CALPINE CORP	93,658	$1,381	3.2%	$14.75	—	COM NEW	131347304
—	ORBITAL ATK INC	9,410	$1,253	2.9%	$133.16	—	COM	68557N103
—	SCRIPPS NETWORKS INTERACT IN	13,994	$1,202	2.8%	$85.89	—	CL A COM	811065101
—	ALERE INC	23,447	$1,196	2.8%	$51.01	—	COM	01449J105
—	KITE PHARMA INC	6,408	$1,152	2.7%	$179.78	—	COM	49803L109
—	VWR CORP	29,314	$971	2.2%	$33.12	—	COM	91843L103
—	WGL HLDGS INC	10,710	$902	2.1%	$84.22	—	COM	92924F106
—	PAREXEL INTL CORP	9,820	$865	2.0%	$88.09	—	COM	699462107
—	AKORN INC	25,670	$852	2.0%	$33.19	—	COM	009728106
—	BROCADE COMMUNICATIONS SYS I	65,672	$785	1.8%	$11.95	—	COM NEW	111621306
AVA	AVISTA CORP	11,025	$571	1.3%	$35.25	0.0%	COM	05379B107
—	FIDELITY & GTY LIFE	17,348	$539	1.2%	$31.07	—	COM	315785105
—	BOB EVANS FARMS INC	6,875	$533	1.2%	$77.53	—	COM	096761101
GNW	GENWORTH FINL INC	129,490	$499	1.1%	$3.57	0.0%	COM CL A	37247D106
—	NXSTAGE MEDICAL INC	17,016	$470	1.1%	$27.62	—	COM	67072V103
—	NEFF CORP	16,667	$417	1.0%	$25.02	—	COM CL A	640094207
—	WEST CORP	16,482	$387	0.9%	$23.48	—	COM	952355204
—	CALGON CARBON CORP	17,858	$382	0.9%	$21.39	—	COM	129603106
—	BANKRATE INC DEL	26,239	$366	0.8%	$13.95	—	COM	06647F102
—	NEURODERM LTD	9,334	$363	0.8%	$38.89	—	ORD SHS	M74231107
—	FORTRESS INVESTMENT GROUP LL	44,303	$353	0.8%	$7.97	—	CL A	34958B106
—	PARKWAY INC	11,363	$262	0.6%	$23.06	—	COM	70156Q107
—	SILVER SPRING NETWORKS INC	13,117	$212	0.5%	$16.16	—	COM	82817Q103
—	MONEYGRAM INTL INC	10,151	$164	0.4%	$16.16	—	COM NEW	60935Y208