BREVAN HOWARD CAPITAL MANAGEMENT LP Information

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

Report Date: 03/31/2014

Position Statistics

Total Positions 18
New Positions 4
Increased Positions 7
Decreased Positions 9
Positions with Activity 16
Sold Out Positions 7
Total Mkt Value (in $ millions) 151

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

Sector Weighting

Basic Materials 0%
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy 0.93%
Financial 99.07%
Healthcare
Services 0%
Technology
Transportation 0%
Utilities

18 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
ISHARES TR CHINA LG-CAP ETF 27,168 -83,169 (75.38) 663,432
SPDR GOLD TRUST GOLD SHS -50,994 Sold Out 0
MOSAIC CO NEW COM -5,041 Sold Out 0
AMERICAN CAPITAL AGENCY CORP COM -4,696 Sold Out 0
TRANSOCEAN LTD REG SHS -4,494 Sold Out 0
SPDR SERIES TRUST S&P RETAIL ETF 19,863 -1,428 (6.71) 235,787
CSX CORP COM -418 Sold Out 0
MONSANTO CO NEW COM -254 Sold Out 0
EXXON MOBIL CORP COM -213 Sold Out 0
CME GROUP INC COM 7,743 New 102,553
PETROCHINA CO LTD SPONSORED ADR 1,404 New 10,560
ISHARES TR CHINA ETF 3,303 2,864 652.87 65,500
RADIAN GROUP INC COM 2,894 2,894 New 223,676
ISHARES TR S&P 100 ETF 5,449 5,449 New 62,000
MARKET VECTORS ETF TR RUSSIA ETF 7,072 6,084 616.18 296,500
ISHARES TR MSCI EMG MKT ETF 15,687 6,723 75 350,000
SELECT SECTOR SPDR TR SBI INT-FINL 12,074 12,074 New 530,007
POWERSHARES ETF TRUST DYNA BUYBK ACH 48,751 48,751 New 1,088,200