Brevan Howard Capital Management LP Q1 2016 Filing
Filed May 16, 2016
Portfolio Value
$1.3T
Holdings
15
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (15 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 5,000,000 | $1.0T | 81.52% | Put |
| 2 | YPFYPF SOCIEDAD ANONIMA | 4,460,473 | $79.8B | 6.33% | |
| 3 | EEMISHARES TR | 823,000 | $28.2B | 2.24% | |
| 4 | AGROADECOAGRO S A | 2,350,484 | $27.1B | 2.15% | |
| 5 | IAUISHARES | 2,222,200 | $25.4B | 2.01% | Call |
| 6 | CD8CRESUD S A C I F Y A | 2,089,056 | $24.3B | 1.93% | |
| 7 | PAMPAMPA ENERGIA S A | 1,084,063 | $23.2B | 1.84% | |
| 8 | CMECME GROUP INC | 102,553 | $9.8B | 0.78% | |
| 9 | —PETROBRAS ARGENTINA S A | 1,030,552 | $6.8B | 0.54% | |
| 10 | IRSUSDIRSA INVERSIONES Y REP S A | 206,371 | $3.1B | 0.24% | |
| 11 | RDNRADIAN GROUP INC | 194,890 | $2.4B | 0.19% | |
| 12 | —ECO STIM ENERGY SOLUTIONS IN | 631,578 | $1.6B | 0.13% | |
| 13 | EDNEMPRESA DIST Y COMERCIAL NOR | 44,418 | $742.0M | 0.06% | |
| 14 | —OCWEN FINL CORP | 118,915 | $294.0M | 0.02% | |
| 15 | TGSTRANSPORTADORA DE GAS SUR | 45,424 | $265.0M | 0.02% |