Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 19, 2015

Total Value ($000): $180,204 (100.0% shares, 0.0% debt)

Holdings (9)

SPY SPDR S&P 500 ETF TR 55.3%

Value ($000) $99,677 Shares 484,950 Est. Cost $205.54 Unrealized —

YPF YPF SOCIEDAD ANONIMA 14.7%

Value ($000) $26,470 Shares 1,000,000 Est. Cost $26.47 Unrealized —

AAXJ ISHARES 11.0%

Value ($000) $19,750 Shares 324,138 Est. Cost $60.93 Unrealized —

— GOLDCORP INC NEW 5.5%

Value ($000) $10,001 Shares 540,000 Est. Cost — Unrealized —

CME CME GROUP INC 5.0%

Value ($000) $9,091 Shares 102,553 Est. Cost $39.16 Unrealized +38.6%

MCHI ISHARES TR 4.9%

Value ($000) $8,834 Shares 175,862 Est. Cost $47.81 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 2.4%

Value ($000) $4,366 Shares 200,000 Est. Cost $21.83 Unrealized —

EWW ISHARES 0.9%

Value ($000) $1,551 Shares 26,113 Est. Cost $59.40 Unrealized —

RDN RADIAN GROUP INC 0.3%

Value ($000) $464 Shares 27,762 Est. Cost $12.39 Unrealized +7.5%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	484,950	$99,677	55.3%	$205.54	—	TR UNIT	78462F103
YPF	YPF SOCIEDAD ANONIMA	1,000,000	$26,470	14.7%	$26.47	—	SPON ADR CL D	984245100
AAXJ	ISHARES	324,138	$19,750	11.0%	$60.93	—	MSCI AC ASIA ETF	464288182
—	GOLDCORP INC NEW	540,000	$10,001	5.5%	—	—	Call	380956409
CME	CME GROUP INC	102,553	$9,091	5.0%	$39.16	+38.6%	COM	12572Q105
MCHI	ISHARES TR	175,862	$8,834	4.9%	$47.81	—	CHINA ETF	46429B671
—	AMERICAN CAPITAL AGENCY CORP	200,000	$4,366	2.4%	$21.83	—	COM	02503X105
EWW	ISHARES	26,113	$1,551	0.9%	$59.40	—	MSCI MEX CAP ETF	464286822
RDN	RADIAN GROUP INC	27,762	$464	0.3%	$12.39	+7.5%	COM	750236101