Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2015

Total Value ($000): $198,385 (100.0% shares, 0.0% debt)

Holdings (19)

YPF YPF SOCIEDAD ANONIMA 17.8%

Value ($000) $35,323 Shares 2,319,333 Est. Cost $24.22 Unrealized —

PAM PAMPA ENERGIA S A 11.8%

Value ($000) $23,390 Shares 1,531,750 Est. Cost $15.42 Unrealized —

AGRO ADECOAGRO S A 10.7%

Value ($000) $21,313 Shares 2,677,565 Est. Cost $8.21 Unrealized -7.7%

GGAL GRUPO FINANCIERO GALICIA S A 9.9%

Value ($000) $19,735 Shares 1,107,468 Est. Cost $19.99 Unrealized —

CRESY CRESUD S A C I F Y A 5.3%

Value ($000) $10,515 Shares 1,075,105 Est. Cost $12.63 Unrealized —

XLB SELECT SECTOR SPDR TR 5.1%

Value ($000) $10,175 Shares 254,875 Est. Cost $39.92 Unrealized —

XLI SELECT SECTOR SPDR TR 5.1%

Value ($000) $10,137 Shares 203,190 Est. Cost $49.89 Unrealized —

XLE SELECT SECTOR SPDR TR 5.1%

Value ($000) $10,069 Shares 164,523 Est. Cost $61.20 Unrealized —

CME CME GROUP INC 4.8%

Value ($000) $9,511 Shares 102,553 Est. Cost $39.16 Unrealized +61.1%

TX TERNIUM SA 4.8%

Value ($000) $9,493 Shares 772,442 Est. Cost $17.75 Unrealized —

— BBVA BANCO FRANCES S A 4.0%

Value ($000) $7,895 Shares 509,039 Est. Cost $18.38 Unrealized —

— PETROBRAS ARGENTINA S A 3.5%

Value ($000) $6,965 Shares 1,363,091 Est. Cost $6.79 Unrealized —

GLD SPDR GOLD TRUST 2.7%

Value ($000) $5,343 Shares 50,000 Est. Cost $106.86 Unrealized —

EDN EMPRESA DIST Y COMERCIAL NOR 2.4%

Value ($000) $4,705 Shares 367,896 Est. Cost $13.78 Unrealized —

— IRSA INVERSIONES Y REP S A 2.3%

Value ($000) $4,629 Shares 318,371 Est. Cost $15.63 Unrealized —

BMA BANCO MACRO SA 2.2%

Value ($000) $4,268 Shares 111,140 Est. Cost $49.03 Unrealized —

— ECO STIM ENERGY SOLUTIONS IN 1.1%

Value ($000) $2,166 Shares 631,578 Est. Cost $3.43 Unrealized —

NMIH NMI HLDGS INC 1.0%

Value ($000) $1,955 Shares 257,267 Est. Cost $7.82 Unrealized +4.8%

— OCWEN FINL CORP 0.4%

Value ($000) $798 Shares 118,915 Est. Cost $10.20 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
YPF	YPF SOCIEDAD ANONIMA	2,319,333	$35,323	17.8%	$24.22	—	SPON ADR CL D	984245100
PAM	PAMPA ENERGIA S A	1,531,750	$23,390	11.8%	$15.42	—	SPONS ADR LVL I	697660207
AGRO	ADECOAGRO S A	2,677,565	$21,313	10.7%	$8.21	-7.7%	COM	L00849106
GGAL	GRUPO FINANCIERO GALICIA S A	1,107,468	$19,735	9.9%	$19.99	—	SP ADR 10 SH B	399909100
CRESY	CRESUD S A C I F Y A	1,075,105	$10,515	5.3%	$12.63	—	SPONSORED ADR	226406106
XLB	SELECT SECTOR SPDR TR	254,875	$10,175	5.1%	$39.92	—	SBI MATERIALS	81369Y100
XLI	SELECT SECTOR SPDR TR	203,190	$10,137	5.1%	$49.89	—	SBI INT-INDS	81369Y704
XLE	SELECT SECTOR SPDR TR	164,523	$10,069	5.1%	$61.20	—	SBI INT-ENERGY	81369Y506
CME	CME GROUP INC	102,553	$9,511	4.8%	$39.16	+61.1%	COM	12572Q105
TX	TERNIUM SA	772,442	$9,493	4.8%	$17.75	—	SPON ADR	880890108
—	BBVA BANCO FRANCES S A	509,039	$7,895	4.0%	$18.38	—	SPONSORED ADR	07329M100
—	PETROBRAS ARGENTINA S A	1,363,091	$6,965	3.5%	$6.79	—	SPONS ADR	71646J109
GLD	SPDR GOLD TRUST	50,000	$5,343	2.7%	$106.86	—	GOLD SHS	78463V107
EDN	EMPRESA DIST Y COMERCIAL NOR	367,896	$4,705	2.4%	$13.78	—	SPON ADR	29244A102
—	IRSA INVERSIONES Y REP S A	318,371	$4,629	2.3%	$15.63	—	GLOBL DEP RCPT	450047204
BMA	BANCO MACRO SA	111,140	$4,268	2.2%	$49.03	—	SPON ADR B	05961W105
—	ECO STIM ENERGY SOLUTIONS IN	631,578	$2,166	1.1%	$3.43	—	COM	27888D101
NMIH	NMI HLDGS INC	257,267	$1,955	1.0%	$7.82	+4.8%	CL A	629209305
—	OCWEN FINL CORP	118,915	$798	0.4%	$10.20	—	COM NEW	675746309