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) 202

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

Sector Weighting

Basic Materials 2.62%
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy 2.81%
Financial 92.16%
Healthcare 0%
Services 2.22%
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 -1,960 Sold Out 0
APOLLO RESIDENTIAL MTG INC COM -2,923 Sold Out 0
APPLE INC COM -3,845 Sold Out 0
FREEPORT-MCMORAN COPPER & GOLD COM -746 Sold Out 0
ISHARES MSCI JAPAN ETF -11,945 Sold Out 0
ISHARES MSCI BRZ CAP ETF -4,450 Sold Out 0
ISHARES MSCI CDA ETF -3,731 Sold Out 0
JOHNSON & JOHNSON COM -468 Sold Out 0
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR -702 Sold Out 0
SELECT SECTOR SPDR TR SBI INT-FINL -3,122 Sold Out 0
SELECT SECTOR SPDR TR SBI INT-INDS -3,904 Sold Out 0
SPDR SERIES TRUST S&P METALS MNG -1,335 Sold Out 0
EXXON MOBIL CORP COM 199 -3,104 (93.99) 2,053
MONSANTO CO NEW COM 247 247 New 2,224
CSX CORP COM 384 384 New 13,698
ISHARES TR CHINA ETF 399 399 New 8,700
MARKET VECTORS ETF TR RUSSIA ETF 973 92 10.40 41,400
PETROCHINA CO LTD SPONSORED ADR 1,206 1,206 New 10,560
TRANSOCEAN LTD REG SHS 4,281 229 5.66 108,523
AMERICAN CAPITAL AGENCY CORP COM 4,478 2,239 100 200,000