Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 15, 2023

Total Value ($000): $3,809,262 (98.5% shares, 1.5% debt)

Holdings (118)

QQQ Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ 30.2%
Value ($000) $1,150,983 Shares 3,586,400 Est. Cost $320.93 Unrealized
HYG ISHARES IBOXX H/Y CORP BOND 21.4%
Value ($000) $815,985 Shares 10,800,600 Est. Cost $72.40 Unrealized
LQD ISHARES IBOXX INV GR CORP BD 6.3%
Value ($000) $241,142 Shares 2,200,000 Est. Cost $104.59 Unrealized
HYG ISHARES IBOXX H/Y CORP BOND 4.2%
Value ($000) $158,655 Shares 2,100,000 Est. Cost $72.40 Unrealized
GLD STREETTRACKS GOLD TRUST 3.6%
Value ($000) $137,415 Shares 750,000 Est. Cost $183.22 Unrealized
EMB ISHARES JP MORGAN USD EMERGING MARKETS 2.8%
Value ($000) $107,850 Shares 1,250,000 Est. Cost $83.22 Unrealized
EMB ISHARES JP MORGAN USD EMERGING MARKETS 2.7%
Value ($000) $101,379 Shares 1,175,000 Est. Cost $83.22 Unrealized
IWM ISHARES RUSSELL 2000 ETF 2.4%
Value ($000) $91,876 Shares 515,000 Est. Cost Unrealized
LQD ISHARES IBOXX INV GR CORP BD 2.3%
Value ($000) $87,688 Shares 800,000 Est. Cost $104.59 Unrealized
SLV ISHARES SILVER TRUST 2.1%
Value ($000) $78,747 Shares 3,560,000 Est. Cost Unrealized
IWM ISHARES RUSSELL 2000 ETF 1.9%
Value ($000) $74,036 Shares 415,000 Est. Cost Unrealized
EMB ISHARES JP MORGAN USD EMERGING MARKETS 1.6%
Value ($000) $60,827 Shares 705,000 Est. Cost $83.22 Unrealized
TLT ISHARES 20(plus) YR TREAS 1.4%
Value ($000) $53,185 Shares 500,000 Est. Cost $104.53 Unrealized
SMH SEMICONDUCTOR HOLDRs TRUST 1.4%
Value ($000) $52,638 Shares 200,000 Est. Cost $242.78 Unrealized
QQQ Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ 1.3%
Value ($000) $51,349 Shares 160,000 Est. Cost $320.93 Unrealized
ITA ISHARES U.S. AEROSPACE & DEF 1.2%
Value ($000) $44,881 Shares 390,000 Est. Cost Unrealized
MRNA MODERNA INC 1.0%
Value ($000) $39,931 Shares 260,000 Est. Cost $151.38 Unrealized +9.0%
KWEB KraneShares CSI China Internet ETF 1.0%
Value ($000) $39,767 Shares 1,275,000 Est. Cost Unrealized
LQD ISHARES IBOXX INV GR CORP BD 0.8%
Value ($000) $30,910 Shares 282,000 Est. Cost $104.59 Unrealized
EEM ISHARES MSCI EMERGING MKT IN 0.8%
Value ($000) $30,582 Shares 775,000 Est. Cost Unrealized
CME CHICAGO MERCANTILE EXCHANGE 0.5%
Value ($000) $19,641 Shares 102,553 Est. Cost $39.16 Unrealized +313.6%
URA Global X Uranium ETF 0.5%
Value ($000) $19,117 Shares 959,200 Est. Cost $20.85 Unrealized
SMH SEMICONDUCTOR HOLDRs TRUST 0.4%
Value ($000) $16,318 Shares 62,000 Est. Cost $242.78 Unrealized
ITA ISHARES U.S. AEROSPACE & DEF 0.4%
Value ($000) $14,960 Shares 130,000 Est. Cost Unrealized
GDX MARKET VECTORS GOLD MINERS 0.4%
Value ($000) $14,703 Shares 454,500 Est. Cost Unrealized
OIH OIL SERVICE HOLDRS TRUST 0.4%
Value ($000) $13,857 Shares 50,000 Est. Cost Unrealized
FXI ISHARES FTSE/XINHUA CHINA 25 0.3%
Value ($000) $11,812 Shares 400,000 Est. Cost Unrealized
PDD HOLDINGS INC 0.3%
Value ($000) $11,211 Shares 11,700,000 Est. Cost $0.96 Unrealized
NIO INC 0.3%
Value ($000) $10,414 Shares 11,300,000 Est. Cost $0.92 Unrealized
VNET GROUP INC 0.2%
Value ($000) $9,402 Shares 11,740,000 Est. Cost $0.80 Unrealized
ARCC ARES CAPITAL CORP 0.2%
Value ($000) $9,138 Shares 500,000 Est. Cost Unrealized
KRE KBW REGIONAL BANKING ETF 0.2%
Value ($000) $8,772 Shares 200,000 Est. Cost Unrealized
GDS HLDGS LTD 0.2%
Value ($000) $8,512 Shares 9,000,000 Est. Cost $0.95 Unrealized
MSFT MICROSOFT CORP 0.2%
Value ($000) $7,352 Shares 25,500 Est. Cost $253.39 Unrealized -1.6%
WDAY WORKDAY INC-CLASS A 0.2%
Value ($000) $6,919 Shares 33,500 Est. Cost $177.87 Unrealized +2.3%
QQQ Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ 0.2%
Value ($000) $6,627 Shares 20,650 Est. Cost $320.93 Unrealized
NOW SERVICENOW INC 0.2%
Value ($000) $6,413 Shares 13,800 Est. Cost $88.68 Unrealized -1.8%
VUG Vanguard Growth Index Fund 0.2%
Value ($000) $6,236 Shares 25,000 Est. Cost $213.11 Unrealized
GLD STREETTRACKS GOLD TRUST 0.2%
Value ($000) $6,229 Shares 34,000 Est. Cost $183.22 Unrealized
TIP ISHARES TIPS BOND ETF 0.2%
Value ($000) $6,174 Shares 56,000 Est. Cost Unrealized
XME SPDR METALS & MINING ETF 0.2%
Value ($000) $5,848 Shares 110,000 Est. Cost $49.81 Unrealized
SNOW Snowflake Inc-Class A 0.1%
Value ($000) $5,477 Shares 35,500 Est. Cost $147.28 Unrealized -0.5%
ACTIVISION BLIZZARD INC 0.1%
Value ($000) $5,267 Shares 61,543 Est. Cost $74.49 Unrealized
DOCN DigitalOcean Holdings Inc 0.1%
Value ($000) $5,249 Shares 134,000 Est. Cost $36.47 Unrealized -13.7%
IBB ISHARES NASDAQ BIOTECH 0.1%
Value ($000) $5,166 Shares 40,000 Est. Cost $131.29 Unrealized
VMWARE INC-CLASS A 0.1%
Value ($000) $5,138 Shares 41,156 Est. Cost $122.76 Unrealized
TRTX TPG RE Finance Trust Inc 0.1%
Value ($000) $5,116 Shares 704,738 Est. Cost $10.39 Unrealized
HORIZON PHARMA PLC 0.1%
Value ($000) $4,911 Shares 45,000 Est. Cost $109.14 Unrealized
AFFIRM HOLDINGS INC 0.1%
Value ($000) $4,816 Shares 7,500,000 Est. Cost $0.64 Unrealized
AMZN AMAZON.COM INC 0.1%
Value ($000) $4,296 Shares 41,588 Est. Cost $97.03 Unrealized -0.4%
XLE ENERGY SELECT SECTOR SPDR 0.1%
Value ($000) $4,142 Shares 50,000 Est. Cost $72.02 Unrealized
SPY SPDR TRUST SERIES 1 0.1%
Value ($000) $4,094 Shares 10,000 Est. Cost Unrealized
LIBERTY MEDIA CORP-LIBERTY-C 0.1%
Value ($000) $3,854 Shares 51,500 Est. Cost $62.70 Unrealized
JD JD.COM INC-ADR 0.1%
Value ($000) $3,823 Shares 87,114 Est. Cost $43.89 Unrealized
BILIBILI INC 0.1%
Value ($000) $3,814 Shares 5,500,000 Est. Cost $0.69 Unrealized
Signify Health Inc 0.1%
Value ($000) $3,773 Shares 123,719 Est. Cost $29.15 Unrealized
BILIBILI INC 0.1%
Value ($000) $3,746 Shares 4,000,000 Est. Cost $0.94 Unrealized
CAT CATERPILLAR STK 0.1%
Value ($000) $3,433 Shares 15,000 Est. Cost Unrealized
ENDEAVOR GROUP HOLD-CLASS A 0.1%
Value ($000) $3,350 Shares 140,000 Est. Cost $21.17 Unrealized
TPICQ TPI Composites Inc 0.1%
Value ($000) $3,275 Shares 250,957 Est. Cost $13.53 Unrealized -5.7%
IOVA IOVANCE BIOTHERAPEUTICS 0.1%
Value ($000) $3,264 Shares 534,170 Est. Cost $9.93 Unrealized -30.5%
ASML ASML HOLDING NV-NY REG SHS 0.1%
Value ($000) $3,063 Shares 4,500 Est. Cost $451.02 Unrealized
EWZ ISHARES MSCI BRAZIL 0.1%
Value ($000) $2,738 Shares 100,000 Est. Cost Unrealized
RUN SUNRUN INC 0.1%
Value ($000) $2,149 Shares 106,628 Est. Cost $25.70 Unrealized -9.2%
LI AUTO INC 0.1%
Value ($000) $2,140 Shares 2,000,000 Est. Cost $1.07 Unrealized
ZLAB ZAI LAB LTD-ADR 0.1%
Value ($000) $1,996 Shares 60,000 Est. Cost $33.26 Unrealized
SEDG SOLAREDGE TECHNOLOGIES INC 0.0%
Value ($000) $1,883 Shares 6,195 Est. Cost $290.07 Unrealized +5.1%
IQIYI INC 0.0%
Value ($000) $1,882 Shares 3,100,000 Est. Cost $0.67 Unrealized
PINS PINTEREST US 0.0%
Value ($000) $1,773 Shares 65,000 Est. Cost $25.91 Unrealized 0.0%
KRBN KraneShares Global Carbon Strategy ETF 0.0%
Value ($000) $1,691 Shares 42,637 Est. Cost $37.18 Unrealized
AMAT APPLIED MATERIALS INC 0.0%
Value ($000) $1,597 Shares 13,000 Est. Cost $100.44 Unrealized +11.4%
GOOGL ALPHABET INC-CL A 0.0%
Value ($000) $1,556 Shares 15,000 Est. Cost $95.22 Unrealized 0.0%
NEM NEWMONT MINING 0.0%
Value ($000) $1,493 Shares 30,467 Est. Cost $50.55 Unrealized -11.3%
EZA ISHARES MSCI SOUTH AFRICA IN 0.0%
Value ($000) $1,482 Shares 35,095 Est. Cost $51.36 Unrealized
FCX FREEPORT - MCMORAN COPPER B 0.0%
Value ($000) $1,457 Shares 35,618 Est. Cost $39.99 Unrealized 0.0%
CDNS CADENCE DESIGN SYS INC 0.0%
Value ($000) $1,366 Shares 6,500 Est. Cost $189.14 Unrealized 0.0%
TSLA TESLA MOTORS INC 0.0%
Value ($000) $1,344 Shares 6,480 Est. Cost $187.22 Unrealized -6.8%
ALB ALBEMARLE CORP 0.0%
Value ($000) $1,335 Shares 6,040 Est. Cost $236.78 Unrealized -0.4%
MLM MARTIN MARIETTA MATERIALS 0.0%
Value ($000) $1,165 Shares 3,280 Est. Cost $346.29 Unrealized -0.4%
ADBE ADOBE SYSTEMS 0.0%
Value ($000) $1,164 Shares 3,020 Est. Cost $371.46 Unrealized -4.3%
DAR DARLING INGREDIENTS INC 0.0%
Value ($000) $1,089 Shares 18,652 Est. Cost $67.31 Unrealized -6.6%
VALE VALE SA-SP ADR 0.0%
Value ($000) $1,058 Shares 67,048 Est. Cost $15.31 Unrealized
ZTS ZOETIS INC 0.0%
Value ($000) $1,020 Shares 6,126 Est. Cost $159.02 Unrealized 0.0%
MRVL MARVELL TECH 0.0%
Value ($000) $953 Shares 22,000 Est. Cost $49.77 Unrealized -16.3%
GINKGO BIOWORKS HOLDINGS INC 0.0%
Value ($000) $929 Shares 698,552 Est. Cost $1.33 Unrealized
OC OWENS CORNING INC 0.0%
Value ($000) $878 Shares 9,170 Est. Cost $84.04 Unrealized +12.6%
A AGILENT TECHNOLOGIES INC 0.0%
Value ($000) $868 Shares 6,273 Est. Cost $128.39 Unrealized +11.6%
DHR DANAHER CORP 0.0%
Value ($000) $835 Shares 3,314 Est. Cost $241.08 Unrealized -7.1%
NLR Market Vectors Nuclear ETF 0.0%
Value ($000) $744 Shares 13,388 Est. Cost $55.18 Unrealized
ILF ISHARES S&P LATIN AMERICA 40 0.0%
Value ($000) $670 Shares 28,059 Est. Cost $23.87 Unrealized
FSLR FIRST SOLAR INC 0.0%
Value ($000) $669 Shares 3,076 Est. Cost $71.18 Unrealized +156.5%
URNM SPROTT URANIUM MINERS ETF 0.0%
Value ($000) $649 Shares 20,700 Est. Cost $31.37 Unrealized
SBSW Sibanye Stillwater Ltd 0.0%
Value ($000) $649 Shares 78,009 Est. Cost $8.32 Unrealized
INDA IISHARES MSCI INDIA ETF 0.0%
Value ($000) $622 Shares 15,802 Est. Cost $39.36 Unrealized
UNFI UNITED NATURAL FOODS INC 0.0%
Value ($000) $613 Shares 23,256 Est. Cost $36.45 Unrealized 0.0%
LKQ LKQ CORP 0.0%
Value ($000) $589 Shares 10,383 Est. Cost $45.76 Unrealized +13.5%
DVA DAVITA INC 0.0%
Value ($000) $575 Shares 7,089 Est. Cost $80.13 Unrealized 0.0%
TREX TREX COMPANY INC 0.0%
Value ($000) $565 Shares 11,609 Est. Cost $50.58 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS 0.0%
Value ($000) $562 Shares 1,571 Est. Cost $373.53 Unrealized 0.0%
VMI VALMONT INDUSTRIES 0.0%
Value ($000) $536 Shares 1,680 Est. Cost $319.01 Unrealized 0.0%
ETN EATON CORP 0.0%
Value ($000) $493 Shares 2,877 Est. Cost $144.57 Unrealized +10.8%
LAD LITHIA MOTORS INC-CL A 0.0%
Value ($000) $492 Shares 2,151 Est. Cost $243.20 Unrealized 0.0%
OZK Bank Ozk 0.0%
Value ($000) $445 Shares 13,000 Est. Cost Unrealized
XIFR NEXTERA ENERGY PARTNERS LP 0.0%
Value ($000) $435 Shares 7,166 Est. Cost $79.00 Unrealized -12.9%
AIR TRANSPORT SERVICES GROUP 0.0%
Value ($000) $400 Shares 19,210 Est. Cost $20.83 Unrealized
APTIV PLC 0.0%
Value ($000) $383 Shares 3,415 Est. Cost $78.18 Unrealized
TRMB TRIMBLE NAVIGATION LTD 0.0%
Value ($000) $330 Shares 6,299 Est. Cost $63.25 Unrealized -15.7%
ADSK AUTODESK INC 0.0%
Value ($000) $328 Shares 1,578 Est. Cost $205.89 Unrealized 0.0%
TT TRANE INC 0.0%
Value ($000) $328 Shares 1,785 Est. Cost $159.34 Unrealized +10.4%
CLH CLEAN HARBORS INC 0.0%
Value ($000) $324 Shares 2,272 Est. Cost $107.08 Unrealized +21.6%
BLACK KNIGHT INC 0.0%
Value ($000) $288 Shares 5,000 Est. Cost $61.75 Unrealized
MITK Mitek Systems Inc 0.0%
Value ($000) $230 Shares 23,946 Est. Cost $10.04 Unrealized -4.4%
OPRX OPTIMIZERx Corp 0.0%
Value ($000) $229 Shares 15,625 Est. Cost $16.73 Unrealized 0.0%
LNN LINDSAY CORP 0.0%
Value ($000) $224 Shares 1,485 Est. Cost $145.90 Unrealized 0.0%
NTR NUTRIEN LTD 0.0%
Value ($000) $214 Shares 2,899 Est. Cost $69.94 Unrealized 0.0%
VNET 21VIANET GROUP INC-ADR 0.0%
Value ($000) $195 Shares 60,100 Est. Cost $3.24 Unrealized
Lightning eMotors Inc 0.0%
Value ($000) $88 Shares 306,232 Est. Cost $0.37 Unrealized
BED BATH & BEYOND 0.0%
Value ($000) $5 Shares 12,820 Est. Cost $0.43 Unrealized