Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 14, 2023

Total Value ($000): $2,991,615 (99.1% shares, 0.9% debt)

Holdings (88)

QQQ Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ 31.4%
Value ($000) $939,010 Shares 3,526,400 Est. Cost Unrealized
HYG ISHARES IBOXX H/Y CORP BOND 15.0%
Value ($000) $449,143 Shares 6,100,000 Est. Cost $72.40 Unrealized
HYG ISHARES IBOXX H/Y CORP BOND 9.7%
Value ($000) $289,233 Shares 3,928,200 Est. Cost $72.40 Unrealized
GLD STREETTRACKS GOLD TRUST 8.1%
Value ($000) $242,331 Shares 1,428,500 Est. Cost Unrealized
XLE ENERGY SELECT SECTOR SPDR 5.9%
Value ($000) $175,823 Shares 2,010,100 Est. Cost $72.02 Unrealized
SLV ISHARES SILVER TRUST 5.1%
Value ($000) $152,671 Shares 6,933,300 Est. Cost Unrealized
EMB ISHARES JP MORGAN USD EMERGING MARKETS 4.2%
Value ($000) $126,885 Shares 1,500,000 Est. Cost $80.36 Unrealized
KWEB KraneShares CSI China Internet ETF 2.6%
Value ($000) $77,010 Shares 2,550,000 Est. Cost Unrealized
SPY SPDR TRUST SERIES 1 2.1%
Value ($000) $63,560 Shares 166,200 Est. Cost Unrealized
EMB ISHARES JP MORGAN USD EMERGING MARKETS 1.4%
Value ($000) $42,295 Shares 500,000 Est. Cost $80.36 Unrealized
MRNA MODERNA INC 1.4%
Value ($000) $41,313 Shares 230,000 Est. Cost $149.60 Unrealized +9.3%
HYG ISHARES IBOXX H/Y CORP BOND 1.3%
Value ($000) $37,581 Shares 510,400 Est. Cost $72.40 Unrealized
TLT ISHARES 20 YR TREAS 1.1%
Value ($000) $31,879 Shares 320,200 Est. Cost $99.56 Unrealized
LQD ISHARES IBOXX INV GR CORP BD 1.1%
Value ($000) $31,734 Shares 301,000 Est. Cost $104.59 Unrealized
LQD ISHARES IBOXX INV GR CORP BD 1.1%
Value ($000) $31,629 Shares 300,000 Est. Cost $104.59 Unrealized
EMB ISHARES JP MORGAN USD EMERGING MARKETS 1.0%
Value ($000) $30,846 Shares 364,650 Est. Cost $80.36 Unrealized
URA Global X Uranium ETF 0.6%
Value ($000) $18,373 Shares 915,000 Est. Cost $20.90 Unrealized
CME CHICAGO MERCANTILE EXCHANGE 0.6%
Value ($000) $17,245 Shares 102,553 Est. Cost $39.16 Unrealized +285.5%
TLT ISHARES 20 YR TREAS 0.4%
Value ($000) $13,441 Shares 135,000 Est. Cost $99.56 Unrealized
VEA Vanguard Developed Markets Index Fund 0.4%
Value ($000) $12,591 Shares 300,000 Est. Cost $41.97 Unrealized
BABA ALIBABA GROUP HOLDING 0.4%
Value ($000) $10,747 Shares 122,000 Est. Cost $88.09 Unrealized
USO UNITED STATES OIL FUND LP 0.4%
Value ($000) $10,517 Shares 150,000 Est. Cost Unrealized
XME SPDR METALS & MINING ETF 0.3%
Value ($000) $9,065 Shares 182,000 Est. Cost $49.81 Unrealized
GDS HLDGS LTD 0.3%
Value ($000) $8,512 Shares 9,000,000 Est. Cost $0.95 Unrealized
XLE ENERGY SELECT SECTOR SPDR 0.2%
Value ($000) $6,998 Shares 80,000 Est. Cost $72.02 Unrealized
EWZ ISHARES MSCI BRAZIL 0.2%
Value ($000) $6,993 Shares 250,000 Est. Cost Unrealized
FXI ISHARES FTSE/XINHUA CHINA 25 0.2%
Value ($000) $5,745 Shares 203,000 Est. Cost Unrealized
TRTX TPG RE Finance Trust Inc 0.2%
Value ($000) $5,656 Shares 832,942 Est. Cost $10.39 Unrealized
VUG Vanguard Growth Index Fund 0.2%
Value ($000) $5,328 Shares 25,000 Est. Cost $213.11 Unrealized
IBB ISHARES NASDAQ BIOTECH 0.2%
Value ($000) $5,252 Shares 40,000 Est. Cost $131.29 Unrealized
VMWARE INC-CLASS A 0.2%
Value ($000) $5,052 Shares 41,156 Est. Cost $122.76 Unrealized
IQIYI INC 0.2%
Value ($000) $5,033 Shares 7,600,000 Est. Cost $0.67 Unrealized
AFFIRM HOLDINGS INC 0.2%
Value ($000) $4,816 Shares 7,500,000 Est. Cost $0.64 Unrealized
ACTIVISION BLIZZARD INC 0.2%
Value ($000) $4,711 Shares 61,543 Est. Cost $74.49 Unrealized
SMH SEMICONDUCTOR HOLDRs TRUST 0.1%
Value ($000) $4,262 Shares 21,000 Est. Cost $202.94 Unrealized
BILIBILI INC 0.1%
Value ($000) $3,814 Shares 5,500,000 Est. Cost $0.69 Unrealized
EEM ISHARES MSCI EMERGING MKT IN 0.1%
Value ($000) $3,790 Shares 100,000 Est. Cost Unrealized
BILIBILI INC 0.1%
Value ($000) $3,746 Shares 4,000,000 Est. Cost $0.94 Unrealized
FCG First Trust Natural Gas ETF 0.1%
Value ($000) $3,677 Shares 150,000 Est. Cost $24.51 Unrealized
Signify Health Inc 0.1%
Value ($000) $3,546 Shares 123,719 Est. Cost $29.15 Unrealized
DBA INVESCO DB AGRICULTURE FUND 0.1%
Value ($000) $3,526 Shares 175,000 Est. Cost $20.15 Unrealized
CCI Crown Castle Inc 0.1%
Value ($000) $3,391 Shares 25,000 Est. Cost $113.66 Unrealized 0.0%
ASML ASML HOLDING NV-NY REG SHS 0.1%
Value ($000) $3,005 Shares 5,500 Est. Cost $451.02 Unrealized
ENDEAVOR GROUP HOLD-CLASS A 0.1%
Value ($000) $2,795 Shares 124,000 Est. Cost $20.81 Unrealized
LIBERTY MEDIA CORP-LIBERTY-C 0.1%
Value ($000) $2,481 Shares 41,500 Est. Cost $59.78 Unrealized
KRBN KraneShares Global Carbon Strategy ETF 0.1%
Value ($000) $2,340 Shares 68,637 Est. Cost $37.18 Unrealized
MSFT MICROSOFT CORP 0.1%
Value ($000) $2,278 Shares 9,500 Est. Cost $260.02 Unrealized -10.0%
IOVA IOVANCE BIOTHERAPEUTICS 0.1%
Value ($000) $1,788 Shares 279,832 Est. Cost $12.68 Unrealized -38.4%
NOW SERVICENOW INC 0.1%
Value ($000) $1,747 Shares 4,500 Est. Cost $91.95 Unrealized -15.0%
MRVL MARVELL TECH 0.1%
Value ($000) $1,630 Shares 44,000 Est. Cost $49.77 Unrealized -19.0%
TPICQ TPI Composites Inc 0.1%
Value ($000) $1,527 Shares 150,588 Est. Cost $14.04 Unrealized -25.8%
EZA ISHARES MSCI SOUTH AFRICA IN 0.0%
Value ($000) $1,488 Shares 35,095 Est. Cost $51.36 Unrealized
DOCN DigitalOcean Holdings Inc 0.0%
Value ($000) $1,477 Shares 58,000 Est. Cost $43.03 Unrealized -27.3%
SNAP INC 0.0%
Value ($000) $1,465 Shares 2,000,000 Est. Cost $0.73 Unrealized
SEDG SOLAREDGE TECHNOLOGIES INC 0.0%
Value ($000) $1,304 Shares 4,604 Est. Cost $284.96 Unrealized -6.9%
BHC BAUSCH HEALTH COS INC 0.0%
Value ($000) $1,225 Shares 195,000 Est. Cost $6.95 Unrealized +0.4%
ADBE ADOBE SYSTEMS 0.0%
Value ($000) $1,016 Shares 3,020 Est. Cost $371.46 Unrealized -13.9%
VIVINT SMART HOME INC 0.0%
Value ($000) $1,000 Shares 84,000 Est. Cost $11.90 Unrealized
A AGILENT TECHNOLOGIES INC 0.0%
Value ($000) $939 Shares 6,273 Est. Cost $128.39 Unrealized +8.8%
RUN SUNRUN INC 0.0%
Value ($000) $903 Shares 37,605 Est. Cost $30.05 Unrealized -11.2%
DHR DANAHER CORP 0.0%
Value ($000) $880 Shares 3,314 Est. Cost $241.08 Unrealized -5.4%
WDAY WORKDAY INC-CLASS A 0.0%
Value ($000) $878 Shares 5,250 Est. Cost $155.96 Unrealized 0.0%
OC OWENS CORNING INC 0.0%
Value ($000) $782 Shares 9,170 Est. Cost $84.04 Unrealized +4.3%
AMAT APPLIED MATERIALS INC 0.0%
Value ($000) $779 Shares 8,000 Est. Cost $93.28 Unrealized 0.0%
TSLA TESLA MOTORS INC 0.0%
Value ($000) $684 Shares 5,555 Est. Cost $189.34 Unrealized 0.0%
DAR DARLING INGREDIENTS INC 0.0%
Value ($000) $677 Shares 10,823 Est. Cost $70.52 Unrealized 0.0%
AMZN AMAZON.COM INC 0.0%
Value ($000) $670 Shares 7,981 Est. Cost $98.78 Unrealized 0.0%
MLM MARTIN MARIETTA MATERIALS 0.0%
Value ($000) $638 Shares 1,888 Est. Cost $347.38 Unrealized -3.6%
Concord Acquisition Corp 0.0%
Value ($000) $580 Shares 4,025,230 Est. Cost $1.02 Unrealized
SNOW Snowflake Inc-Class A 0.0%
Value ($000) $574 Shares 4,000 Est. Cost $152.57 Unrealized 0.0%
LKQ LKQ CORP 0.0%
Value ($000) $555 Shares 10,383 Est. Cost $45.76 Unrealized +6.0%
FSLR FIRST SOLAR INC 0.0%
Value ($000) $461 Shares 3,076 Est. Cost $71.18 Unrealized +108.2%
XIFR NEXTERA ENERGY PARTNERS LP 0.0%
Value ($000) $453 Shares 6,466 Est. Cost $80.11 Unrealized -6.6%
NEM NEWMONT MINING 0.0%
Value ($000) $447 Shares 9,467 Est. Cost $63.27 Unrealized -35.5%
VALE VALE SA-SP ADR 0.0%
Value ($000) $431 Shares 25,396 Est. Cost $14.53 Unrealized
NLR Market Vectors Nuclear ETF 0.0%
Value ($000) $422 Shares 7,680 Est. Cost $54.89 Unrealized
TRMB TRIMBLE NAVIGATION LTD 0.0%
Value ($000) $318 Shares 6,299 Est. Cost $63.25 Unrealized -12.0%
APTIV PLC 0.0%
Value ($000) $318 Shares 3,415 Est. Cost $78.18 Unrealized
BLACK KNIGHT INC 0.0%
Value ($000) $309 Shares 5,000 Est. Cost $61.75 Unrealized
TT TRANE INC 0.0%
Value ($000) $300 Shares 1,785 Est. Cost $159.34 Unrealized 0.0%
CLH CLEAN HARBORS INC 0.0%
Value ($000) $259 Shares 2,272 Est. Cost $107.08 Unrealized +9.1%
ETN EATON CORP 0.0%
Value ($000) $255 Shares 1,627 Est. Cost $132.58 Unrealized +10.8%
MITK Mitek Systems Inc 0.0%
Value ($000) $232 Shares 23,946 Est. Cost $10.04 Unrealized +4.9%
Audacy Inc 0.0%
Value ($000) $214 Shares 950,000 Est. Cost $0.30 Unrealized
ALB ALBEMARLE CORP 0.0%
Value ($000) $203 Shares 934 Est. Cost $242.56 Unrealized +5.0%
Lightning eMotors Inc 0.0%
Value ($000) $112 Shares 306,232 Est. Cost $0.37 Unrealized
Lightning eMotors Inc 0.0%
Value ($000) $5 Shares 15,000 Est. Cost Unrealized
Core Scientific Inc 0.0%
Value ($000) $1 Shares 59,719 Est. Cost $0.35 Unrealized