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) 124

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

Sector Weighting

Basic Materials 3.32%
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy 0%
Financial 96.68%
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
CME GROUP INC COM 8,327 New 102,553
ISHARES MSCI BRZ CAP ETF 7,968 7,968 New 200,000
ISHARES TR CHINA LG-CAP ETF -25,542 Sold Out 0
ISHARES TR MSCI EMG MKT ETF 8,961 -5,295 (37.14) 220,000
ISHARES TR S&P 100 ETF -5,388 Sold Out 0
ISHARES TR CHINA ETF 3,124 New 65,500
MARKET VECTORS ETF TR RUSSIA ETF -6,218 Sold Out 0
PETROCHINA CO LTD SPONSORED ADR -1,310 Sold Out 0
POWERSHARES ETF TRUST DYNA BUYBK ACH 49,427 1,209 2.51 1,115,483
RADIAN GROUP INC COM 5,383 1,987 58.53 354,596
SELECT SECTOR SPDR TR SBI INT-FINL 20,986 8,859 73.06 917,207
SPDR GOLD TRUST GOLD SHS 15,622 15,622 New 131,812
SPDR SERIES TRUST S&P RETAIL ETF -20,304 Sold Out 0
VALE S A ADR 4,115 4,115 New 380,000