Brevan Howard Capital Management LP Hedge Fund

Location: St. Helier, Jersey

CIK: 0001512857 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 14, 2015

Total Value: $324M (100.0% shares, 0.0% debt)

Holdings (28)

YPF YPF SOCIEDAD ANONIMA 15.1%

Value $49.01M Shares 1,786,555 Est. Cost $26.90 Unrealized —

EEM ISHARES TR 7.0%

Value $22.75M Shares 574,100 Est. Cost — Unrealized —

AGRO ADECOAGRO S A 6.9%

Value $22.31M Shares 2,419,764 Est. Cost $8.28 Unrealized +6.8%

PAM PAMPA ENERGIA S A 4.5%

Value $14.72M Shares 1,066,159 Est. Cost $15.48 Unrealized —

CMA COMERICA INC 4.3%

Value $14.03M Shares 273,378 Est. Cost $32.58 Unrealized 0.0%

JPM JPMORGAN CHASE & CO 4.3%

Value $13.97M Shares 206,166 Est. Cost $49.14 Unrealized 0.0%

FITB FIFTH THIRD BANCORP 4.3%

Value $13.9M Shares 667,416 Est. Cost $14.02 Unrealized 0.0%

ZION ZIONS BANCORPORATION 4.3%

Value $13.85M Shares 436,360 Est. Cost $29.43 Unrealized 0.0%

KEY KEYCORP NEW 4.3%

Value $13.84M Shares 921,540 Est. Cost $9.64 Unrealized 0.0%

BAC BANK AMER CORP 4.2%

Value $13.76M Shares 808,552 Est. Cost $13.13 Unrealized 0.0%

RF REGIONS FINL CORP NEW 4.2%

Value $13.72M Shares 1,324,404 Est. Cost $6.93 Unrealized 0.0%

C CITIGROUP INC 4.2%

Value $13.69M Shares 247,738 Est. Cost $40.55 Unrealized 0.0%

CFG CITIZENS FINL GROUP INC 4.2%

Value $13.46M Shares 492,890 Est. Cost $17.19 Unrealized +5.6%

TX TERNIUM SA 4.1%

Value $13.37M Shares 772,442 Est. Cost $17.75 Unrealized —

GGAL GRUPO FINANCIERO GALICIA S A S 4.0%

Value $12.95M Shares 689,263 Est. Cost $21.30 Unrealized —

CRESY CRESUD S A C I F Y A 3.4%

Value $10.97M Shares 842,611 Est. Cost $13.41 Unrealized —

CME CME GROUP INC 2.9%

Value $9.544M Shares 102,553 Est. Cost $39.16 Unrealized +57.3%

— PETROBRAS ARGENTINA S A 2.8%

Value $9.092M Shares 1,363,091 Est. Cost $6.79 Unrealized —

— BBVA BANCO FRANCES S A 2.5%

Value $8.084M Shares 509,039 Est. Cost $18.38 Unrealized —

BMA BANCO MACRO SA 2.5%

Value $7.964M Shares 174,640 Est. Cost $49.03 Unrealized —

EDN EMPRESA DIST Y COMERCIAL NOR 1.5%

Value $4.757M Shares 367,896 Est. Cost $13.78 Unrealized —

EXR EXTRA SPACE STORAGE INC 0.9%

Value $2.935M Shares 45,000 Est. Cost $45.68 Unrealized 0.0%

NMIH NMI HLDGS INC 0.8%

Value $2.433M Shares 303,367 Est. Cost $7.82 Unrealized +1.2%

— WEST CORP 0.7%

Value $2.258M Shares 75,000 Est. Cost $30.11 Unrealized —

— TERRAFORM PWR INC 0.7%

Value $2.207M Shares 58,100 Est. Cost $37.99 Unrealized —

— OCWEN FINL CORP 0.6%

Value $2.04M Shares 200,000 Est. Cost $10.20 Unrealized —

— IRSA INVERSIONES Y REP S A 0.6%

Value $1.822M Shares 101,501 Est. Cost $17.95 Unrealized —

FOLD AMICUS THERAPEUTICS INC 0.3%

Value $927K Shares 65,500 Est. Cost $12.02 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
YPF	YPF SOCIEDAD ANONIMA	1,786,555	$49.01M	15.1%	$26.90	—	SPON ADR CL D	984245100
EEM	ISHARES TR	574,100	$22.75M	7.0%	—	—	Call	464287234
AGRO	ADECOAGRO S A	2,419,764	$22.31M	6.9%	$8.28	+6.8%	CALL	L00849106
PAM	PAMPA ENERGIA S A	1,066,159	$14.72M	4.5%	$15.48	—	SPONS ADR LVL I	697660207
CMA	COMERICA INC	273,378	$14.03M	4.3%	$32.58	0.0%	COM	200340107
JPM	JPMORGAN CHASE & CO	206,166	$13.97M	4.3%	$49.14	0.0%	COM	46625H100
FITB	FIFTH THIRD BANCORP	667,416	$13.9M	4.3%	$14.02	0.0%	COM	316773100
ZION	ZIONS BANCORPORATION	436,360	$13.85M	4.3%	$29.43	0.0%	COM	989701107
KEY	KEYCORP NEW	921,540	$13.84M	4.3%	$9.64	0.0%	COM	493267108
BAC	BANK AMER CORP	808,552	$13.76M	4.2%	$13.13	0.0%	COM	060505104
RF	REGIONS FINL CORP NEW	1,324,404	$13.72M	4.2%	$6.93	0.0%	COM	7591EP100
C	CITIGROUP INC	247,738	$13.69M	4.2%	$40.55	0.0%	COM NEW	172967424
CFG	CITIZENS FINL GROUP INC	492,890	$13.46M	4.2%	$17.19	+5.6%	COM	174610105
TX	TERNIUM SA	772,442	$13.37M	4.1%	$17.75	—	SPON ADR	880890108
GGAL	GRUPO FINANCIERO GALICIA S A S	689,263	$12.95M	4.0%	$21.30	—	SP ADR 10 SH B	399909100
CRESY	CRESUD S A C I F Y A	842,611	$10.97M	3.4%	$13.41	—	SPONSORED ADR	226406106
CME	CME GROUP INC	102,553	$9.544M	2.9%	$39.16	+57.3%	COM	12572Q105
—	PETROBRAS ARGENTINA S A	1,363,091	$9.092M	2.8%	$6.79	—	SPONS ADR	71646J109
—	BBVA BANCO FRANCES S A	509,039	$8.084M	2.5%	$18.38	—	SPONSORED ADR	07329M100
BMA	BANCO MACRO SA	174,640	$7.964M	2.5%	$49.03	—	SPON ADR B	05961W105
EDN	EMPRESA DIST Y COMERCIAL NOR	367,896	$4.757M	1.5%	$13.78	—	SPON ADR	29244A102
EXR	EXTRA SPACE STORAGE INC	45,000	$2.935M	0.9%	$45.68	0.0%	COM	30225T102
NMIH	NMI HLDGS INC	303,367	$2.433M	0.8%	$7.82	+1.2%	CL A	629209305
—	WEST CORP	75,000	$2.258M	0.7%	$30.11	—	COM	952355204
—	TERRAFORM PWR INC	58,100	$2.207M	0.7%	$37.99	—	CL A COM	88104R100
—	OCWEN FINL CORP	200,000	$2.04M	0.6%	$10.20	—	COM NEW	675746309
—	IRSA INVERSIONES Y REP S A	101,501	$1.822M	0.6%	$17.95	—	GLOBL DEP RCPT	450047204
FOLD	AMICUS THERAPEUTICS INC	65,500	$927K	0.3%	$12.02	0.0%	COM	03152W109