Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 14, 2015

Total Value ($000): $324,356 (100.0% shares, 0.0% debt)

Holdings (28)

YPF YPF SOCIEDAD ANONIMA 15.1%

Value ($000) $49,005 Shares 1,786,555 Est. Cost $26.90 Unrealized —

EEM ISHARES TR 7.0%

Value ($000) $22,746 Shares 574,100 Est. Cost — Unrealized —

AGRO ADECOAGRO S A 6.9%

Value ($000) $22,310 Shares 2,419,764 Est. Cost $8.28 Unrealized +6.8%

PAM PAMPA ENERGIA S A 4.5%

Value ($000) $14,724 Shares 1,066,159 Est. Cost $15.48 Unrealized —

CMA COMERICA INC 4.3%

Value ($000) $14,030 Shares 273,378 Est. Cost $32.58 Unrealized 0.0%

JPM JPMORGAN CHASE & CO 4.3%

Value ($000) $13,970 Shares 206,166 Est. Cost $49.14 Unrealized 0.0%

FITB FIFTH THIRD BANCORP 4.3%

Value ($000) $13,896 Shares 667,416 Est. Cost $14.02 Unrealized 0.0%

ZION ZIONS BANCORPORATION 4.3%

Value ($000) $13,848 Shares 436,360 Est. Cost $29.43 Unrealized 0.0%

KEY KEYCORP NEW 4.3%

Value ($000) $13,842 Shares 921,540 Est. Cost $9.64 Unrealized 0.0%

BAC BANK AMER CORP 4.2%

Value ($000) $13,762 Shares 808,552 Est. Cost $13.13 Unrealized 0.0%

RF REGIONS FINL CORP NEW 4.2%

Value ($000) $13,721 Shares 1,324,404 Est. Cost $6.93 Unrealized 0.0%

C CITIGROUP INC 4.2%

Value ($000) $13,685 Shares 247,738 Est. Cost $40.55 Unrealized 0.0%

CFG CITIZENS FINL GROUP INC 4.2%

Value ($000) $13,461 Shares 492,890 Est. Cost $17.19 Unrealized +5.6%

TX TERNIUM SA 4.1%

Value ($000) $13,371 Shares 772,442 Est. Cost $17.75 Unrealized —

GGAL GRUPO FINANCIERO GALICIA S A S 4.0%

Value ($000) $12,951 Shares 689,263 Est. Cost $21.30 Unrealized —

CRESY CRESUD S A C I F Y A 3.4%

Value ($000) $10,971 Shares 842,611 Est. Cost $13.41 Unrealized —

CME CME GROUP INC 2.9%

Value ($000) $9,544 Shares 102,553 Est. Cost $39.16 Unrealized +57.3%

— PETROBRAS ARGENTINA S A 2.8%

Value ($000) $9,092 Shares 1,363,091 Est. Cost $6.79 Unrealized —

— BBVA BANCO FRANCES S A 2.5%

Value ($000) $8,084 Shares 509,039 Est. Cost $18.38 Unrealized —

BMA BANCO MACRO SA 2.5%

Value ($000) $7,964 Shares 174,640 Est. Cost $49.03 Unrealized —

EDN EMPRESA DIST Y COMERCIAL NOR 1.5%

Value ($000) $4,757 Shares 367,896 Est. Cost $13.78 Unrealized —

EXR EXTRA SPACE STORAGE INC 0.9%

Value ($000) $2,935 Shares 45,000 Est. Cost $45.68 Unrealized 0.0%

NMIH NMI HLDGS INC 0.8%

Value ($000) $2,433 Shares 303,367 Est. Cost $7.82 Unrealized +1.2%

— WEST CORP 0.7%

Value ($000) $2,258 Shares 75,000 Est. Cost $30.11 Unrealized —

— TERRAFORM PWR INC 0.7%

Value ($000) $2,207 Shares 58,100 Est. Cost $37.99 Unrealized —

— OCWEN FINL CORP 0.6%

Value ($000) $2,040 Shares 200,000 Est. Cost $10.20 Unrealized —

— IRSA INVERSIONES Y REP S A 0.6%

Value ($000) $1,822 Shares 101,501 Est. Cost $17.95 Unrealized —

FOLD AMICUS THERAPEUTICS INC 0.3%

Value ($000) $927 Shares 65,500 Est. Cost $12.02 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
YPF	YPF SOCIEDAD ANONIMA	1,786,555	$49,005	15.1%	$26.90	—	SPON ADR CL D	984245100
EEM	ISHARES TR	574,100	$22,746	7.0%	—	—	Call	464287234
AGRO	ADECOAGRO S A	2,419,764	$22,310	6.9%	$8.28	+6.8%	CALL	L00849106
PAM	PAMPA ENERGIA S A	1,066,159	$14,724	4.5%	$15.48	—	SPONS ADR LVL I	697660207
CMA	COMERICA INC	273,378	$14,030	4.3%	$32.58	0.0%	COM	200340107
JPM	JPMORGAN CHASE & CO	206,166	$13,970	4.3%	$49.14	0.0%	COM	46625H100
FITB	FIFTH THIRD BANCORP	667,416	$13,896	4.3%	$14.02	0.0%	COM	316773100
ZION	ZIONS BANCORPORATION	436,360	$13,848	4.3%	$29.43	0.0%	COM	989701107
KEY	KEYCORP NEW	921,540	$13,842	4.3%	$9.64	0.0%	COM	493267108
BAC	BANK AMER CORP	808,552	$13,762	4.2%	$13.13	0.0%	COM	060505104
RF	REGIONS FINL CORP NEW	1,324,404	$13,721	4.2%	$6.93	0.0%	COM	7591EP100
C	CITIGROUP INC	247,738	$13,685	4.2%	$40.55	0.0%	COM NEW	172967424
CFG	CITIZENS FINL GROUP INC	492,890	$13,461	4.2%	$17.19	+5.6%	COM	174610105
TX	TERNIUM SA	772,442	$13,371	4.1%	$17.75	—	SPON ADR	880890108
GGAL	GRUPO FINANCIERO GALICIA S A S	689,263	$12,951	4.0%	$21.30	—	SP ADR 10 SH B	399909100
CRESY	CRESUD S A C I F Y A	842,611	$10,971	3.4%	$13.41	—	SPONSORED ADR	226406106
CME	CME GROUP INC	102,553	$9,544	2.9%	$39.16	+57.3%	COM	12572Q105
—	PETROBRAS ARGENTINA S A	1,363,091	$9,092	2.8%	$6.79	—	SPONS ADR	71646J109
—	BBVA BANCO FRANCES S A	509,039	$8,084	2.5%	$18.38	—	SPONSORED ADR	07329M100
BMA	BANCO MACRO SA	174,640	$7,964	2.5%	$49.03	—	SPON ADR B	05961W105
EDN	EMPRESA DIST Y COMERCIAL NOR	367,896	$4,757	1.5%	$13.78	—	SPON ADR	29244A102
EXR	EXTRA SPACE STORAGE INC	45,000	$2,935	0.9%	$45.68	0.0%	COM	30225T102
NMIH	NMI HLDGS INC	303,367	$2,433	0.8%	$7.82	+1.2%	CL A	629209305
—	WEST CORP	75,000	$2,258	0.7%	$30.11	—	COM	952355204
—	TERRAFORM PWR INC	58,100	$2,207	0.7%	$37.99	—	CL A COM	88104R100
—	OCWEN FINL CORP	200,000	$2,040	0.6%	$10.20	—	COM NEW	675746309
—	IRSA INVERSIONES Y REP S A	101,501	$1,822	0.6%	$17.95	—	GLOBL DEP RCPT	450047204
FOLD	AMICUS THERAPEUTICS INC	65,500	$927	0.3%	$12.02	0.0%	COM	03152W109