Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $277,100 (100.0% shares, 0.0% debt)

Holdings (20)

SPY SPDR S&P 500 ETF TR 17.7%

Value ($000) $49,130 Shares 238,000 Est. Cost $205.54 Unrealized —

YPF YPF SOCIEDAD ANONIMA 17.0%

Value ($000) $47,119 Shares 1,716,555 Est. Cost $26.88 Unrealized —

EEM ISHARES TR 10.3%

Value ($000) $28,641 Shares 713,700 Est. Cost — Unrealized —

DXJ WISDOMTREE TR 7.7%

Value ($000) $21,221 Shares 385,000 Est. Cost — Unrealized —

— ISHARES 6.3%

Value ($000) $17,365 Shares 1,385,900 Est. Cost — Unrealized —

AAXJ ISHARES 5.6%

Value ($000) $15,471 Shares 241,738 Est. Cost $60.93 Unrealized —

MCHI ISHARES TR 4.9%

Value ($000) $13,692 Shares 251,232 Est. Cost $49.82 Unrealized —

AGRO ADECOAGRO S A 4.6%

Value ($000) $12,711 Shares 1,243,757 Est. Cost $7.75 Unrealized 0.0%

CME CME GROUP INC 3.5%

Value ($000) $9,713 Shares 102,553 Est. Cost $39.16 Unrealized +55.4%

GGAL GRUPO FINANCIERO GALICIA S A 3.3%

Value ($000) $9,198 Shares 397,313 Est. Cost $23.15 Unrealized —

PAM PAMPA ENERGIA S A 2.9%

Value ($000) $8,152 Shares 461,375 Est. Cost $17.67 Unrealized —

TX TERNIUM SA 2.9%

Value ($000) $8,038 Shares 444,842 Est. Cost $18.07 Unrealized —

CFG CITIZENS FINL GROUP INC 2.9%

Value ($000) $7,963 Shares 330,000 Est. Cost $16.71 Unrealized 0.0%

— PETROBRAS ARGENTINA S A 2.5%

Value ($000) $6,885 Shares 1,008,091 Est. Cost $6.83 Unrealized —

CRESY CRESUD S A C I F Y A 2.2%

Value ($000) $6,115 Shares 444,415 Est. Cost $13.76 Unrealized —

— BBVA BANCO FRANCES S A 2.1%

Value ($000) $5,731 Shares 280,639 Est. Cost $20.42 Unrealized —

ARMK ARAMARK 1.1%

Value ($000) $3,163 Shares 100,000 Est. Cost $20.07 Unrealized 0.0%

BMA BANCO MACRO SA 1.1%

Value ($000) $2,954 Shares 51,640 Est. Cost $57.20 Unrealized —

NMIH NMI HLDGS INC 0.8%

Value ($000) $2,272 Shares 303,367 Est. Cost $7.82 Unrealized 0.0%

EDN EMPRESA DIST Y COMERCIAL NOR 0.6%

Value ($000) $1,566 Shares 96,900 Est. Cost $16.16 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	238,000	$49,130	17.7%	$205.54	—	Call	78462F103
YPF	YPF SOCIEDAD ANONIMA	1,716,555	$47,119	17.0%	$26.88	—	SPON ADR CL D	984245100
EEM	ISHARES TR	713,700	$28,641	10.3%	—	—	Put	464287234
DXJ	WISDOMTREE TR	385,000	$21,221	7.7%	—	—	Call	97717W851
—	ISHARES	1,385,900	$17,365	6.3%	—	—	Call	464286848
AAXJ	ISHARES	241,738	$15,471	5.6%	$60.93	—	MSCI AC ASIA ETF	464288182
MCHI	ISHARES TR	251,232	$13,692	4.9%	$49.82	—	CHINA ETF	46429B671
AGRO	ADECOAGRO S A	1,243,757	$12,711	4.6%	$7.75	0.0%	COM	L00849106
CME	CME GROUP INC	102,553	$9,713	3.5%	$39.16	+55.4%	COM	12572Q105
GGAL	GRUPO FINANCIERO GALICIA S A	397,313	$9,198	3.3%	$23.15	—	SP ADR 10 SH B	399909100
PAM	PAMPA ENERGIA S A	461,375	$8,152	2.9%	$17.67	—	SPONS ADR LVL I	697660207
TX	TERNIUM SA	444,842	$8,038	2.9%	$18.07	—	SPON ADR	880890108
CFG	CITIZENS FINL GROUP INC	330,000	$7,963	2.9%	$16.71	0.0%	COM	174610105
—	PETROBRAS ARGENTINA S A	1,008,091	$6,885	2.5%	$6.83	—	SPONS ADR	71646J109
CRESY	CRESUD S A C I F Y A	444,415	$6,115	2.2%	$13.76	—	SPONSORED ADR	226406106
—	BBVA BANCO FRANCES S A	280,639	$5,731	2.1%	$20.42	—	SPONSORED ADR	07329M100
ARMK	ARAMARK	100,000	$3,163	1.1%	$20.07	0.0%	COM	03852U106
BMA	BANCO MACRO SA	51,640	$2,954	1.1%	$57.20	—	SPON ADR B	05961W105
NMIH	NMI HLDGS INC	303,367	$2,272	0.8%	$7.82	0.0%	CL A	629209305
EDN	EMPRESA DIST Y COMERCIAL NOR	96,900	$1,566	0.6%	$16.16	—	SPON ADR	29244A102