BREVAN HOWARD CAPITAL MANAGEMENT LP Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 14
New Positions 3
Increased Positions 6
Decreased Positions 6
Positions with Activity 12
Sold Out Positions 5
Total Mkt Value (in $ millions) 130

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

Sector Weighting

Basic Materials 4.08%
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy 0%
Financial 95.92%
Healthcare
Services
Technology
Transportation
Utilities

14 Positions as of 06/30/2014

Company Class ▲ Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
VALE S A ADR 5,293 5,293 New 380,000
ISHARES TR CHINA ETF 3,316 New 65,500
ISHARES TR CHINA LG-CAP ETF -26,982 Sold Out 0
CME GROUP INC COM 7,655 New 102,553
RADIAN GROUP INC COM 5,071 1,872 58.53 354,596
POWERSHARES ETF TRUST DYNA BUYBK ACH 50,888 1,245 2.51 1,115,483
SPDR GOLD TRUST GOLD SHS 16,197 16,197 New 131,812
ISHARES MSCI BRZ CAP ETF 10,208 10,208 New 200,000
ISHARES TR MSCI EMG MKT ETF 9,871 -5,833 (37.14) 220,000
MARKET VECTORS ETF TR RUSSIA ETF -7,546 Sold Out 0
ISHARES TR S&P 100 ETF -5,507 Sold Out 0
SPDR SERIES TRUST S&P RETAIL ETF -20,629 Sold Out 0
SELECT SECTOR SPDR TR SBI INT-FINL 21,279 8,983 73.06 917,207
PETROCHINA CO LTD SPONSORED ADR -1,466 Sold Out 0