Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $1,260,619 (100.0% shares, 0.0% debt)

Holdings (16)

SPY SPDR S&P 500 ETF TR 65.2%

Value ($000) $822,080 Shares 4,000,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 16.3%

Value ($000) $205,520 Shares 1,000,000 Est. Cost — Unrealized —

YPF YPF SOCIEDAD ANONIMA 6.3%

Value ($000) $79,753 Shares 4,460,473 Est. Cost $20.27 Unrealized —

EEM ISHARES TR 2.2%

Value ($000) $28,188 Shares 823,000 Est. Cost $34.25 Unrealized —

AGRO ADECOAGRO S A 2.2%

Value ($000) $27,148 Shares 2,350,484 Est. Cost $8.31 Unrealized +29.9%

— ISHARES 2.0%

Value ($000) $25,355 Shares 2,222,200 Est. Cost — Unrealized —

CRESY CRESUD S A C I F Y A 1.9%

Value ($000) $24,317 Shares 2,089,056 Est. Cost $12.32 Unrealized —

PAM PAMPA ENERGIA S A 1.8%

Value ($000) $23,242 Shares 1,084,063 Est. Cost $15.48 Unrealized —

CME CME GROUP INC 0.8%

Value ($000) $9,850 Shares 102,553 Est. Cost $39.16 Unrealized +60.8%

— PETROBRAS ARGENTINA S A 0.5%

Value ($000) $6,750 Shares 1,030,552 Est. Cost $6.79 Unrealized —

— IRSA INVERSIONES Y REP S A 0.2%

Value ($000) $3,087 Shares 206,371 Est. Cost $15.63 Unrealized —

RDN RADIAN GROUP INC 0.2%

Value ($000) $2,417 Shares 194,890 Est. Cost $9.38 Unrealized 0.0%

— ECO STIM ENERGY SOLUTIONS IN 0.1%

Value ($000) $1,611 Shares 631,578 Est. Cost $3.43 Unrealized —

EDN EMPRESA DIST Y COMERCIAL NOR 0.1%

Value ($000) $742 Shares 44,418 Est. Cost $15.83 Unrealized —

— OCWEN FINL CORP 0.0%

Value ($000) $294 Shares 118,915 Est. Cost $10.20 Unrealized —

TGS TRANSPORTADORA DE GAS SUR 0.0%

Value ($000) $265 Shares 45,424 Est. Cost $5.83 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	4,000,000	$822,080	65.2%	—	—	Call	78462F103
SPY	SPDR S&P 500 ETF TR	1,000,000	$205,520	16.3%	—	—	Put	78462F103
YPF	YPF SOCIEDAD ANONIMA	4,460,473	$79,753	6.3%	$20.27	—	SPON ADR CL D	984245100
EEM	ISHARES TR	823,000	$28,188	2.2%	$34.25	—	MSCI EMG MKT ETF	464287234
AGRO	ADECOAGRO S A	2,350,484	$27,148	2.2%	$8.31	+29.9%	COM	L00849106
—	ISHARES	2,222,200	$25,355	2.0%	—	—	Call	464286848
CRESY	CRESUD S A C I F Y A	2,089,056	$24,317	1.9%	$12.32	—	SPONSORED ADR	226406106
PAM	PAMPA ENERGIA S A	1,084,063	$23,242	1.8%	$15.48	—	SPONS ADR LVL I	697660207
CME	CME GROUP INC	102,553	$9,850	0.8%	$39.16	+60.8%	COM	12572Q105
—	PETROBRAS ARGENTINA S A	1,030,552	$6,750	0.5%	$6.79	—	SPONS ADR	71646J109
—	IRSA INVERSIONES Y REP S A	206,371	$3,087	0.2%	$15.63	—	GLOBL DEP RCPT	450047204
RDN	RADIAN GROUP INC	194,890	$2,417	0.2%	$9.38	0.0%	COM	750236101
—	ECO STIM ENERGY SOLUTIONS IN	631,578	$1,611	0.1%	$3.43	—	COM	27888D101
EDN	EMPRESA DIST Y COMERCIAL NOR	44,418	$742	0.1%	$15.83	—	SPON ADR	29244A102
—	OCWEN FINL CORP	118,915	$294	0.0%	$10.20	—	COM NEW	675746309
TGS	TRANSPORTADORA DE GAS SUR	45,424	$265	0.0%	$5.83	—	SPON ADR B	893870204