BREVAN HOWARD CAPITAL MANAGEMENT LP Information

6TH FLOOR, ST. HELIER, , JE2 3QA, (4153) 460-5400

Report Date: 12/31/2013

Position Statistics

Total Positions 26
New Positions 8
Increased Positions 12
Decreased Positions 13
Positions with Activity 25
Sold Out Positions 12
Total Mkt Value (in $ millions) 202

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 2.62%
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy 2.81%
Financial 92.16%
Healthcare 0%
Services 2.22%
Technology 0%
Transportation 0.19%
Utilities

12 Sold Out Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AMERICAN CAP MTG INVT CORP COM -1,960 Sold Out 0
APOLLO RESIDENTIAL MTG INC COM -2,923 Sold Out 0
APPLE INC COM -3,845 Sold Out 0
FREEPORT-MCMORAN COPPER & GOLD COM -746 Sold Out 0
ISHARES MSCI JAPAN ETF -11,945 Sold Out 0
ISHARES MSCI BRZ CAP ETF -4,450 Sold Out 0
ISHARES MSCI CDA ETF -3,731 Sold Out 0
JOHNSON & JOHNSON COM -468 Sold Out 0
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR -702 Sold Out 0
SELECT SECTOR SPDR TR SBI INT-FINL -3,122 Sold Out 0
SELECT SECTOR SPDR TR SBI INT-INDS -3,904 Sold Out 0
SPDR SERIES TRUST S&P METALS MNG -1,335 Sold Out 0