BREVAN HOWARD CAPITAL MANAGEMENT LP Information

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

Report Date: 09/30/2014

Position Statistics

Total Positions 13
New Positions 4
Increased Positions 7
Decreased Positions 5
Positions with Activity 12
Sold Out Positions 4
Total Mkt Value (in $ millions) 258

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
Financial 86.49%
Healthcare
Services
Technology
Transportation
Utilities

13 Positions as of 09/30/2014

Company ▲ Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
BARCLAYS BK PLC IPATH S&P500 VIX 34,800 34,800 New 1,084,116
CME GROUP INC COM 9,077 New 102,553
ISHARES MSCI BRZ CAP ETF -7,360 Sold Out 0
ISHARES TR CHINA LG-CAP ETF 104,091 104,091 New 2,379,222
ISHARES TR MSCI EMG MKT ETF 13,614 4,647 51.82 334,000
ISHARES TR CHINA ETF 5,391 1,929 55.73 102,000
POWERSHARES ETF TRUST DYNA BUYBK ACH -53,231 Sold Out 0
RADIAN GROUP INC COM 2,525 -3,266 (56.4) 154,596
SELECT SECTOR SPDR TR TECHNOLOGY 10,363 10,363 New 250,000
SELECT SECTOR SPDR TR SBI INT-FINL -21,802 Sold Out 0
SPDR GOLD TRUST GOLD SHS 63,036 46,661 284.95 507,412
SPDR SERIES TRUST S&P REGL BKG 14,785 14,785 New 390,000
VALE S A ADR -2,983 Sold Out 0


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