Brevan Howard Capital Management LP Q4 2013 Filing
Filed February 14, 2014
Portfolio Value
$287.7B
Holdings
20
Report Date
Q4 2013
Filing Type
13F-HR
All Holdings (20 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | FXIISHARES | 2,694,419 | $103.4B | 35.93% | |
| 2 | GQ9SPDR GOLD TRUST | 487,300 | $56.6B | 19.67% | Put |
| 3 | XRTSPDR SERIES TRUST | 252,737 | $22.3B | 7.74% | |
| 4 | FCXFREEPORT-MCMORAN COPPER & GO | 381,000 | $14.4B | 5.00% | Put |
| 5 | —GOLDCORP INC NEW | 540,000 | $11.7B | 4.07% | Call |
| 6 | —SILVER WHEATON CORP | 500,000 | $10.1B | 3.51% | Call |
| 7 | AMATAPPLIED MATLS INC | 544,700 | $9.6B | 3.35% | Put |
| 8 | CSXCSX CORP | 334,298 | $9.6B | 3.34% | Put |
| 9 | VVISA INC | 39,600 | $8.8B | 3.06% | Put |
| 10 | EEMISHARES | 200,000 | $8.4B | 2.91% | |
| 11 | CMECME GROUP INC | 102,553 | $8.0B | 2.80% | |
| 12 | JNJJOHNSON & JOHNSON | 80,000 | $7.3B | 2.55% | Put |
| 13 | RIGTRANSOCEAN LTD | 108,523 | $5.4B | 1.86% | |
| 14 | MOSMOSAIC CO NEW | 106,803 | $5.0B | 1.75% | |
| 15 | —AMERICAN CAPITAL AGENCY CORP | 200,000 | $3.9B | 1.34% | |
| 16 | —MARKET VECTORS ETF TR | 41,400 | $1.2B | 0.42% | |
| 17 | PC6APETROCHINA CO LTD | 10,560 | $1.2B | 0.40% | |
| 18 | MCHIISHARES | 8,700 | $413.0M | 0.14% | |
| 19 | —MONSANTO CO NEW | 2,224 | $259.0M | 0.09% | |
| 20 | XOMEXXON MOBIL CORP | 2,053 | $208.0M | 0.07% |