Brevan Howard Capital Management LP Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$913.4B

Holdings

4

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (4 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
3,700,000$775.1B84.86%Put
2
EEMISHARES TR
3,728,862$128.1B14.03%Put
3
CMECME GROUP INC
102,553$10.0B1.09%
4
—OCWEN FINL CORP
118,915$203.0M0.02%