Brevan Howard Capital Management LP Q2 2013 Filing
Filed August 14, 2013
Portfolio Value
$573.4B
Holdings
22
Report Date
Q2 2013
Filing Type
13F-HR
All Holdings (22 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 2,000,000 | $320.8B | 55.95% | Put |
| 2 | —BARCLAYS BK PLC | 3,606,900 | $74.7B | 13.03% | Put |
| 3 | AAPLAPPLE INC | 121,900 | $48.3B | 8.43% | |
| 4 | AMATAPPLIED MATLS INC | 1,089,400 | $16.3B | 2.83% | Put |
| 5 | CSXCSX CORP | 641,200 | $14.9B | 2.59% | Put |
| 6 | VVISA INC | 79,200 | $14.5B | 2.52% | Put |
| 7 | FCXFREEPORT-MCMORAN COPPER & GO | 502,592 | $13.9B | 2.42% | Put |
| 8 | XRTSPDR SERIES TRUST | 150,000 | $11.5B | 2.00% | Put |
| 9 | EEMISHARES TR | 295,000 | $11.4B | 1.98% | Call |
| 10 | IAUISHARES INC | 956,000 | $10.7B | 1.87% | |
| 11 | CMECME GROUP INC | 102,553 | $7.8B | 1.36% | |
| 12 | JNJJOHNSON & JOHNSON | 84,829 | $7.3B | 1.27% | Put |
| 13 | EWZISHARES INC | 113,351 | $5.0B | 0.87% | |
| 14 | XLISELECT SECTOR SPDR TR | 76,700 | $3.3B | 0.57% | |
| 15 | XLFSELECT SECTOR SPDR TR | 146,700 | $2.9B | 0.50% | |
| 16 | RIGTRANSOCEAN LTD | 51,713 | $2.5B | 0.43% | |
| 17 | PBRPETROLEO BRASILEIRO SA PETRO | 150,000 | $2.0B | 0.35% | |
| 18 | MOSMOSAIC CO NEW | 36,664 | $2.0B | 0.34% | |
| 19 | —AMERICAN CAP MTG INVT CORP | 100,000 | $1.8B | 0.31% | |
| 20 | XMESPDR SERIES TRUST | 32,200 | $1.1B | 0.19% | |
| 21 | NUENUCOR CORP | 12,054 | $522.0M | 0.09% | |
| 22 | CIMCHIMERA INVT CORP | 158,700 | $476.0M | 0.08% | Call |