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) 199

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

Sector Weighting

Basic Materials 2.71%
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy 2.95%
Financial 91.91%
Healthcare 0%
Services 2.23%
Technology 0%
Transportation 0.19%
Utilities

26 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 -1,962 Sold Out 0
APOLLO RESIDENTIAL MTG INC COM -2,900 Sold Out 0
APPLE INC COM -3,833 Sold Out 0
FREEPORT-MCMORAN COPPER & GOLD COM -756 Sold Out 0
ISHARES MSCI CDA ETF -3,751 Sold Out 0
ISHARES MSCI BRZ CAP ETF -4,314 Sold Out 0
ISHARES MSCI JAPAN ETF -12,100 Sold Out 0
JOHNSON & JOHNSON COM -479 Sold Out 0
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR -667 Sold Out 0
SELECT SECTOR SPDR TR SBI INT-FINL -3,176 Sold Out 0
SELECT SECTOR SPDR TR SBI INT-INDS -3,954 Sold Out 0
SPDR SERIES TRUST S&P METALS MNG -1,351 Sold Out 0
EXXON MOBIL CORP COM 203 -3,167 (93.99) 2,053
CME GROUP INC COM 6,952 New 102,553
CSX CORP COM 388 388 New 13,698
ISHARES MSCI EMG MKT ETF 8,222 8,222 New 200,000
ISHARES CHINA LG-CAP ETF 95,086 95,086 New 2,694,419
ISHARES TR CHINA ETF 389 389 New 8,700
MONSANTO CO NEW COM 246 246 New 2,224
PETROCHINA CO LTD SPONSORED ADR 1,178 1,178 New 10,560