Brevan Howard Capital Management LP Q3 2013 Filing

Filed November 14, 2013

Portfolio Value

$214.3B

Holdings

25

Report Date

Q3 2013

Filing Type

13F-HR

All Holdings (25 positions)

#StockSharesValue% PortfolioType
1
BARCLAYS BK PLC
3,103,900$45.6B21.29%Put
2
AMATAPPLIED MATLS INC
1,089,400$19.1B8.91%Put
3
CSXCSX CORP
641,200$16.5B7.70%Put
4
VVISA INC
79,200$15.1B7.06%Put
5
GOLDCORP INC NEW
540,000$14.0B6.55%Call
6
FCXFREEPORT-MCMORAN COPPER & GO
403,906$13.4B6.23%Put
7
IAUISHARES
1,106,000$13.2B6.15%
8
SILVER WHEATON CORP
500,000$12.4B5.78%Call
9
GQ9SPDR GOLD TRUST
80,000$10.3B4.78%Put
10
CMECME GROUP INC
102,553$7.6B3.54%
11
JNJJOHNSON & JOHNSON
84,829$7.4B3.43%Put
12
RIGTRANSOCEAN LTD
102,713$4.6B2.13%
13
EWZISHARES
93,898$4.5B2.10%
14
MOSMOSAIC CO/THE
99,231$4.3B1.99%
15
EWCISHARES
126,479$3.6B1.67%
16
XLISELECT SECTOR SPDR TR
76,700$3.6B1.66%
17
AAPLAPPLE INC
7,400$3.5B1.65%
18
XOMEXXON MOBIL CORP
34,143$2.9B1.37%
19
XLFSELECT SECTOR SPDR TR
146,700$2.9B1.36%
20
APOLLO RESIDENTIAL MTG INC
181,009$2.6B1.23%
21
AMERICAN CAPITAL AGENCY CORP
100,000$2.3B1.05%
22
AMERICAN CAP MTG INVT CORP
101,937$2.0B0.94%
23
XMESPDR SERIES TRUST
32,200$1.2B0.55%
24
MARKET VECTORS ETF TR
37,500$1.1B0.49%
25
PBRPETROLEO BRASILEIRO SA PETRO
50,000$775.0M0.36%