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) 200

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

Sector Weighting

Basic Materials 2.74%
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy 2.93%
Financial 91.9%
Healthcare 0%
Services 2.24%
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 -1,989 Sold Out 0
APOLLO RESIDENTIAL MTG INC COM -2,894 Sold Out 0
APPLE INC COM -3,935 Sold Out 0
FREEPORT-MCMORAN COPPER & GOLD COM -763 Sold Out 0
ISHARES MSCI CDA ETF -3,797 Sold Out 0
ISHARES MSCI JAPAN ETF -12,277 Sold Out 0
ISHARES MSCI BRZ CAP ETF -4,427 Sold Out 0
JOHNSON & JOHNSON COM -484 Sold Out 0
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR -680 Sold Out 0
SELECT SECTOR SPDR TR SBI INT-FINL -3,226 Sold Out 0
SELECT SECTOR SPDR TR SBI INT-INDS -4,060 Sold Out 0
SPDR SERIES TRUST S&P METALS MNG -1,346 Sold Out 0
EXXON MOBIL CORP COM 206 -3,221 (93.99) 2,053
MONSANTO CO NEW COM 249 249 New 2,224
ISHARES TR CHINA ETF 391 391 New 8,700
PETROCHINA CO LTD SPONSORED ADR 1,190 1,190 New 10,560
CSX CORP COM 386 386 New 13,698
MARKET VECTORS ETF TR RUSSIA ETF 950 90 10.40 41,400
CME GROUP INC COM 7,296 New 102,553
MOSAIC CO NEW COM 5,238 371 7.63 106,803