Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $769,628 (100.0% shares, 0.0% debt)

Holdings (36)

HYG ISHARES TR 45.5%

Value ($000) $349,960 Shares 4,000,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 9.3%

Value ($000) $71,592 Shares 200,000 Est. Cost $357.96 Unrealized —

LQD ISHARES TR 7.1%

Value ($000) $54,702 Shares 411,200 Est. Cost — Unrealized —

EEM ISHARES TR 5.1%

Value ($000) $39,045 Shares 775,000 Est. Cost $50.38 Unrealized —

QQQ INVESCO QQQ TR 4.7%

Value ($000) $35,796 Shares 100,000 Est. Cost $357.96 Unrealized —

IWM ISHARES TR 4.3%

Value ($000) $32,813 Shares 150,000 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 3.8%

Value ($000) $29,470 Shares 1,000,000 Est. Cost $34.71 Unrealized —

BIDU BAIDU INC 3.5%

Value ($000) $26,906 Shares 175,000 Est. Cost $175.24 Unrealized —

XLE SELECT SECTOR SPDR TR 3.4%

Value ($000) $26,045 Shares 500,000 Est. Cost — Unrealized —

CME CME GROUP INC 2.6%

Value ($000) $19,832 Shares 102,553 Est. Cost $39.16 Unrealized +332.1%

USO UNITED STS OIL FD LP 2.0%

Value ($000) $15,768 Shares 300,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 2.0%

Value ($000) $15,012 Shares 400,000 Est. Cost — Unrealized —

EEM ISHARES TR 1.0%

Value ($000) $7,557 Shares 150,000 Est. Cost $50.38 Unrealized —

NET CLOUDFLARE INC 0.8%

Value ($000) $5,789 Shares 51,390 Est. Cost $65.56 Unrealized +82.2%

URA GLOBAL X FDS 0.6%

Value ($000) $4,877 Shares 205,000 Est. Cost $23.79 Unrealized —

— LI-CYCLE HOLDINGS CORP 0.5%

Value ($000) $4,217 Shares 360,400 Est. Cost $11.70 Unrealized —

— FISKER INC 0.5%

Value ($000) $3,857 Shares 263,300 Est. Cost $14.65 Unrealized —

DDOG DATADOG INC 0.4%

Value ($000) $3,403 Shares 24,075 Est. Cost $96.41 Unrealized +31.0%

ATOM ATOMERA INC 0.3%

Value ($000) $2,261 Shares 97,904 Est. Cost $29.25 Unrealized -25.8%

TWST TWIST BIOSCIENCE CORP 0.3%

Value ($000) $2,186 Shares 20,439 Est. Cost $110.94 Unrealized +3.2%

PBW INVESCO EXCHANGE TRADED FD T 0.3%

Value ($000) $2,034 Shares 26,330 Est. Cost $103.38 Unrealized —

FSLY FASTLY INC 0.3%

Value ($000) $2,025 Shares 50,071 Est. Cost $88.16 Unrealized -47.7%

KOPN KOPIN CORP 0.2%

Value ($000) $1,782 Shares 347,334 Est. Cost $7.56 Unrealized -19.7%

— EMAGIN CORP 0.2%

Value ($000) $1,707 Shares 755,511 Est. Cost $3.77 Unrealized —

— INVITAE CORP 0.2%

Value ($000) $1,684 Shares 59,238 Est. Cost $41.85 Unrealized —

— II-VI INC 0.2%

Value ($000) $1,262 Shares 21,258 Est. Cost $68.37 Unrealized —

— EXONE CO 0.2%

Value ($000) $1,250 Shares 53,460 Est. Cost $31.36 Unrealized —

U UNITY SOFTWARE INC 0.2%

Value ($000) $1,159 Shares 9,180 Est. Cost $123.17 Unrealized -3.9%

DDD 3-D SYS CORP DEL 0.1%

Value ($000) $1,007 Shares 36,540 Est. Cost $33.05 Unrealized -10.4%

— TPG PACE BEN FIN CORP 0.1%

Value ($000) $934 Shares 88,535 Est. Cost $10.55 Unrealized —

— DESKTOP METAL INC 0.1%

Value ($000) $851 Shares 118,665 Est. Cost $14.86 Unrealized —

VERI VERITONE INC 0.1%

Value ($000) $787 Shares 32,927 Est. Cost $35.66 Unrealized -42.8%

SSYS STRATASYS LTD 0.1%

Value ($000) $680 Shares 31,590 Est. Cost $34.47 Unrealized -37.1%

NNOX NANO X IMAGING LTD 0.1%

Value ($000) $575 Shares 25,560 Est. Cost $53.87 Unrealized -51.3%

MTLS MATERIALISE NV 0.1%

Value ($000) $407 Shares 20,250 Est. Cost $35.96 Unrealized —

PRLB PROTO LABS INC 0.1%

Value ($000) $396 Shares 5,940 Est. Cost $166.30 Unrealized -53.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	4,000,000	$349,960	45.5%	—	—	Put	464288513
QQQ	INVESCO QQQ TR	200,000	$71,592	9.3%	$357.96	—	Put	46090E103
LQD	ISHARES TR	411,200	$54,702	7.1%	—	—	Put	464287242
EEM	ISHARES TR	775,000	$39,045	5.1%	$50.38	—	Put	464287234
QQQ	INVESCO QQQ TR	100,000	$35,796	4.7%	$357.96	—	UNIT SER 1	46090E103
IWM	ISHARES TR	150,000	$32,813	4.3%	—	—	Call	464287655
GDX	VANECK VECTORS ETF TR	1,000,000	$29,470	3.8%	$34.71	—	GOLD MINERS ETF	92189F106
BIDU	BAIDU INC	175,000	$26,906	3.5%	$175.24	—	SPON ADR REP A	056752108
XLE	SELECT SECTOR SPDR TR	500,000	$26,045	3.4%	—	—	Call	81369Y506
CME	CME GROUP INC	102,553	$19,832	2.6%	$39.16	+332.1%	COM	12572Q105
USO	UNITED STS OIL FD LP	300,000	$15,768	2.0%	—	—	Call	91232N207
XLF	SELECT SECTOR SPDR TR	400,000	$15,012	2.0%	—	—	Put	81369Y605
EEM	ISHARES TR	150,000	$7,557	1.0%	$50.38	—	MSCI EMG MKT ETF	464287234
NET	CLOUDFLARE INC	51,390	$5,789	0.8%	$65.56	+82.2%	CL A COM	18915M107
URA	GLOBAL X FDS	205,000	$4,877	0.6%	$23.79	—	GLOBAL X URANIUM	37954Y871
—	LI-CYCLE HOLDINGS CORP	360,400	$4,217	0.5%	$11.70	—	COMMON SHARES	50202P105
—	FISKER INC	263,300	$3,857	0.5%	$14.65	—	CL A COM STK	33813J106
DDOG	DATADOG INC	24,075	$3,403	0.4%	$96.41	+31.0%	CL A COM	23804L103
ATOM	ATOMERA INC	97,904	$2,261	0.3%	$29.25	-25.8%	COM	04965B100
TWST	TWIST BIOSCIENCE CORP	20,439	$2,186	0.3%	$110.94	+3.2%	COM	90184D100
PBW	INVESCO EXCHANGE TRADED FD T	26,330	$2,034	0.3%	$103.38	—	WILDERHIL CLAN	46137V134
FSLY	FASTLY INC	50,071	$2,025	0.3%	$88.16	-47.7%	CL A	31188V100
KOPN	KOPIN CORP	347,334	$1,782	0.2%	$7.56	-19.7%	COM	500600101
—	EMAGIN CORP	755,511	$1,707	0.2%	$3.77	—	COM NEW	29076N206
—	INVITAE CORP	59,238	$1,684	0.2%	$41.85	—	COM	46185L103
—	II-VI INC	21,258	$1,262	0.2%	$68.37	—	COM	902104108
—	EXONE CO	53,460	$1,250	0.2%	$31.36	—	COM	302104104
U	UNITY SOFTWARE INC	9,180	$1,159	0.2%	$123.17	-3.9%	COM	91332U101
DDD	3-D SYS CORP DEL	36,540	$1,007	0.1%	$33.05	-10.4%	COM NEW	88554D205
—	TPG PACE BEN FIN CORP	88,535	$934	0.1%	$10.55	—	CL A COM	G8990D125
—	DESKTOP METAL INC	118,665	$851	0.1%	$14.86	—	COM CL A	25058X105
VERI	VERITONE INC	32,927	$787	0.1%	$35.66	-42.8%	COM	92347M100
SSYS	STRATASYS LTD	31,590	$680	0.1%	$34.47	-37.1%	SHS	M85548101
NNOX	NANO X IMAGING LTD	25,560	$575	0.1%	$53.87	-51.3%	ORD SHS	M70700105
MTLS	MATERIALISE NV	20,250	$407	0.1%	$35.96	—	SPONSORED ADS	57667T100
PRLB	PROTO LABS INC	5,940	$396	0.1%	$166.30	-53.0%	COM	743713109