Brevan Howard Capital Management LP

Q1 2014 13F-HR Holdings

Location
St. Helier, Y9
Holdings as of
3/31/2014
Date filed
5/15/2014
Form type
13F-HR
Num holdings
14
Total value ($000)
$207,372
Net value change ($000)
-80,342 (-27.9%)
New positions
4
Sold out positions
7
Turnover %
90.1%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/14/2014 Next filing: 2/12/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 2013
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
INVESCO EXCHANGE-TRADED FUND TRUST 47,358 NEW
XLF 11,840 NEW
EEM 5,995 71.7%
MARKET VECTORS ETF TR 5,918 495.2%
OEF 5,134 NEW
RDN 3,362 NEW
MCHI 2,534 613.6%
Top Reduces (Value $000, Stocks/ETFs)
FXI -79,647 -77.0%
GLD -47,296 -100.0%
RIG -5,363 -100.0%
MOS -5,049 -100.0%
AMERICAN CAPITAL AGENCY CORP -3,858 -100.0%
XRT -2,401 -10.8%
CME -455 -5.7%
CSX -394 -100.0%
Monsanto -259 -100.0%
XOM -208 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 62,924 (30.3% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type