Brevan Howard Capital Management LP Hedge Fund

Name: Brevan Howard Capital Management LP Q3 2015 13F Filing | 13F Explorer
Creator: Brevan Howard Capital Management LP
Published: 2015-11-16

Location: St. Helier, Jersey

CIK: 0001512857 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2015

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

Holdings (19)

YPF YPF SOCIEDAD ANONIMA 17.8%

Value $35.32M Shares 2,319,333 Est. Cost $24.22 Unrealized —

PAM PAMPA ENERGIA S A 11.8%

Value $23.39M Shares 1,531,750 Est. Cost $15.42 Unrealized —

AGRO ADECOAGRO S A 10.7%

Value $21.31M Shares 2,677,565 Est. Cost $8.21 Unrealized -7.7%

GGAL GRUPO FINANCIERO GALICIA S A 9.9%

Value $19.73M Shares 1,107,468 Est. Cost $19.99 Unrealized —

CRESY CRESUD S A C I F Y A 5.3%

Value $10.52M Shares 1,075,105 Est. Cost $12.63 Unrealized —

XLB SELECT SECTOR SPDR TR 5.1%

Value $10.18M Shares 254,875 Est. Cost $39.92 Unrealized —

XLI SELECT SECTOR SPDR TR 5.1%

Value $10.14M Shares 203,190 Est. Cost $49.89 Unrealized —

XLE SELECT SECTOR SPDR TR 5.1%

Value $10.07M Shares 164,523 Est. Cost $61.20 Unrealized —

CME CME GROUP INC 4.8%

Value $9.511M Shares 102,553 Est. Cost $39.16 Unrealized +61.1%

TX TERNIUM SA 4.8%

Value $9.493M Shares 772,442 Est. Cost $17.75 Unrealized —

— BBVA BANCO FRANCES S A 4.0%

Value $7.895M Shares 509,039 Est. Cost $18.38 Unrealized —

— PETROBRAS ARGENTINA S A 3.5%

Value $6.965M Shares 1,363,091 Est. Cost $6.79 Unrealized —

GLD SPDR GOLD TRUST 2.7%

Value $5.343M Shares 50,000 Est. Cost $106.86 Unrealized —

EDN EMPRESA DIST Y COMERCIAL NOR 2.4%

Value $4.705M Shares 367,896 Est. Cost $13.78 Unrealized —

— IRSA INVERSIONES Y REP S A 2.3%

Value $4.629M Shares 318,371 Est. Cost $15.63 Unrealized —

BMA BANCO MACRO SA 2.2%

Value $4.268M Shares 111,140 Est. Cost $49.03 Unrealized —

— ECO STIM ENERGY SOLUTIONS IN 1.1%

Value $2.166M Shares 631,578 Est. Cost $3.43 Unrealized —

NMIH NMI HLDGS INC 1.0%

Value $1.955M Shares 257,267 Est. Cost $7.82 Unrealized +4.8%

— OCWEN FINL CORP 0.4%

Value $798K Shares 118,915 Est. Cost $10.20 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
YPF	YPF SOCIEDAD ANONIMA	2,319,333	$35.32M	17.8%	$24.22	—	SPON ADR CL D	984245100
PAM	PAMPA ENERGIA S A	1,531,750	$23.39M	11.8%	$15.42	—	SPONS ADR LVL I	697660207
AGRO	ADECOAGRO S A	2,677,565	$21.31M	10.7%	$8.21	-7.7%	COM	L00849106
GGAL	GRUPO FINANCIERO GALICIA S A	1,107,468	$19.73M	9.9%	$19.99	—	SP ADR 10 SH B	399909100
CRESY	CRESUD S A C I F Y A	1,075,105	$10.52M	5.3%	$12.63	—	SPONSORED ADR	226406106
XLB	SELECT SECTOR SPDR TR	254,875	$10.18M	5.1%	$39.92	—	SBI MATERIALS	81369Y100
XLI	SELECT SECTOR SPDR TR	203,190	$10.14M	5.1%	$49.89	—	SBI INT-INDS	81369Y704
XLE	SELECT SECTOR SPDR TR	164,523	$10.07M	5.1%	$61.20	—	SBI INT-ENERGY	81369Y506
CME	CME GROUP INC	102,553	$9.511M	4.8%	$39.16	+61.1%	COM	12572Q105
TX	TERNIUM SA	772,442	$9.493M	4.8%	$17.75	—	SPON ADR	880890108
—	BBVA BANCO FRANCES S A	509,039	$7.895M	4.0%	$18.38	—	SPONSORED ADR	07329M100
—	PETROBRAS ARGENTINA S A	1,363,091	$6.965M	3.5%	$6.79	—	SPONS ADR	71646J109
GLD	SPDR GOLD TRUST	50,000	$5.343M	2.7%	$106.86	—	GOLD SHS	78463V107
EDN	EMPRESA DIST Y COMERCIAL NOR	367,896	$4.705M	2.4%	$13.78	—	SPON ADR	29244A102
—	IRSA INVERSIONES Y REP S A	318,371	$4.629M	2.3%	$15.63	—	GLOBL DEP RCPT	450047204
BMA	BANCO MACRO SA	111,140	$4.268M	2.2%	$49.03	—	SPON ADR B	05961W105
—	ECO STIM ENERGY SOLUTIONS IN	631,578	$2.166M	1.1%	$3.43	—	COM	27888D101
NMIH	NMI HLDGS INC	257,267	$1.955M	1.0%	$7.82	+4.8%	CL A	629209305
—	OCWEN FINL CORP	118,915	$798K	0.4%	$10.20	—	COM NEW	675746309