Brevan Howard Capital Management LP Hedge Fund

CIK: 0001512857 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 16, 2022

Total Value ($000): $1,874,404 (100.0% shares, 0.0% debt)

Holdings (34)

HYG ISHARES TR 49.4%

Value ($000) $926,330 Shares 4,567,569 Est. Cost — Unrealized —

GLD SPDR GOLD TR 20.8%

Value ($000) $390,204 Shares 2,160,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 5.8%

Value ($000) $108,762 Shares 300,000 Est. Cost — Unrealized —

EMB ISHARES TR 5.2%

Value ($000) $97,760 Shares 1,000,000 Est. Cost — Unrealized —

SLV ISHARES SILVER TR 5.0%

Value ($000) $93,808 Shares 4,100,000 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 4.0%

Value ($000) $74,637 Shares 1,946,200 Est. Cost $34.71 Unrealized —

LQD ISHARES TR 1.9%

Value ($000) $36,282 Shares 300,000 Est. Cost — Unrealized —

CME CME GROUP INC 1.3%

Value ($000) $24,393 Shares 102,553 Est. Cost $39.16 Unrealized +412.5%

URA GLOBAL X FDS 1.1%

Value ($000) $21,468 Shares 962,776 Est. Cost $22.72 Unrealized —

BIDU BAIDU INC 0.8%

Value ($000) $15,492 Shares 117,100 Est. Cost $175.24 Unrealized —

IJH ISHARES TR 0.7%

Value ($000) $13,756 Shares 51,262 Est. Cost $272.37 Unrealized —

FXI ISHARES TR 0.5%

Value ($000) $9,591 Shares 300,000 Est. Cost — Unrealized —

MRNA MODERNA INC 0.5%

Value ($000) $9,474 Shares 55,000 Est. Cost $168.36 Unrealized 0.0%

XLE SELECT SECTOR SPDR TR 0.5%

Value ($000) $8,951 Shares 117,100 Est. Cost $72.22 Unrealized —

TRTX TPG RE FIN TR INC 0.3%

Value ($000) $6,008 Shares 508,734 Est. Cost $11.81 Unrealized —

EWY ISHARES INC 0.3%

Value ($000) $5,342 Shares 75,000 Est. Cost $73.22 Unrealized —

— CONCORD ACQUISITION CORP 0.2%

Value ($000) $4,612 Shares 463,541 Est. Cost $9.95 Unrealized —

EWZ ISHARES INC 0.2%

Value ($000) $4,159 Shares 110,000 Est. Cost — Unrealized —

ICLN ISHARES TR 0.2%

Value ($000) $3,792 Shares 176,211 Est. Cost $21.52 Unrealized —

EWH ISHARES INC 0.2%

Value ($000) $3,543 Shares 157,000 Est. Cost $22.57 Unrealized —

KRE SPDR SER TR 0.2%

Value ($000) $3,455 Shares 50,139 Est. Cost $68.91 Unrealized —

DBC INVESCO DB COMMDY INDX TRCK 0.2%

Value ($000) $2,916 Shares 111,911 Est. Cost $26.06 Unrealized —

XOP SPDR SER TR 0.1%

Value ($000) $2,437 Shares 18,112 Est. Cost $134.55 Unrealized —

EZA ISHARES INC 0.1%

Value ($000) $1,949 Shares 35,095 Est. Cost $51.36 Unrealized —

ATOM ATOMERA INC 0.1%

Value ($000) $1,279 Shares 97,904 Est. Cost $29.25 Unrealized -48.8%

TPICQ TPI COMPOSITES INC 0.1%

Value ($000) $1,176 Shares 83,630 Est. Cost $12.75 Unrealized 0.0%

VALE VALE S A 0.0%

Value ($000) $653 Shares 32,679 Est. Cost $14.02 Unrealized —

ALB ALBEMARLE CORP 0.0%

Value ($000) $556 Shares 2,515 Est. Cost $200.76 Unrealized 0.0%

DHR DANAHER CORPORATION 0.0%

Value ($000) $412 Shares 1,405 Est. Cost $245.73 Unrealized 0.0%

A AGILENT TECHNOLOGIES INC 0.0%

Value ($000) $288 Shares 2,173 Est. Cost $133.96 Unrealized 0.0%

DAR DARLING INGREDIENTS INC 0.0%

Value ($000) $252 Shares 3,141 Est. Cost $69.65 Unrealized 0.0%

MLM MARTIN MARIETTA MATLS INC 0.0%

Value ($000) $236 Shares 612 Est. Cost $378.22 Unrealized 0.0%

— APTIV PLC 0.0%

Value ($000) $223 Shares 1,865 Est. Cost $119.57 Unrealized —

XIFR NEXTERA ENERGY PARTNERS LP 0.0%

Value ($000) $208 Shares 2,499 Est. Cost $76.88 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	4,567,569	$926,330	49.4%	—	—	Put	464288513
GLD	SPDR GOLD TR	2,160,000	$390,204	20.8%	—	—	Call	78463V107
QQQ	INVESCO QQQ TR	300,000	$108,762	5.8%	—	—	Put	46090E103
EMB	ISHARES TR	1,000,000	$97,760	5.2%	—	—	Put	464288281
SLV	ISHARES SILVER TR	4,100,000	$93,808	5.0%	—	—	Call	46428Q109
GDX	VANECK VECTORS ETF TR	1,946,200	$74,637	4.0%	$34.71	—	Call	92189F106
LQD	ISHARES TR	300,000	$36,282	1.9%	—	—	Put	464287242
CME	CME GROUP INC	102,553	$24,393	1.3%	$39.16	+412.5%	COM	12572Q105
URA	GLOBAL X FDS	962,776	$21,468	1.1%	$22.72	—	GLOBAL X URANIUM	37954Y871
BIDU	BAIDU INC	117,100	$15,492	0.8%	$175.24	—	SPON ADR REP A	056752108
IJH	ISHARES TR	51,262	$13,756	0.7%	$272.37	—	CORE S&P MCP ETF	464287507
FXI	ISHARES TR	300,000	$9,591	0.5%	—	—	Call	464287184
MRNA	MODERNA INC	55,000	$9,474	0.5%	$168.36	0.0%	COM	60770K107
XLE	SELECT SECTOR SPDR TR	117,100	$8,951	0.5%	$72.22	—	ENERGY	81369Y506
TRTX	TPG RE FIN TR INC	508,734	$6,008	0.3%	$11.81	—	COM	87266M107
EWY	ISHARES INC	75,000	$5,342	0.3%	$73.22	—	MSCI STH KOR ETF	464286772
—	CONCORD ACQUISITION CORP	463,541	$4,612	0.2%	$9.95	—	COM CL A	206071102
EWZ	ISHARES INC	110,000	$4,159	0.2%	—	—	Call	464286400
ICLN	ISHARES TR	176,211	$3,792	0.2%	$21.52	—	GL CLEAN ENE ETF	464288224
EWH	ISHARES INC	157,000	$3,543	0.2%	$22.57	—	MSCI HONG KG ETF	464286871
KRE	SPDR SER TR	50,139	$3,455	0.2%	$68.91	—	S&P REGL BKG	78464A698
DBC	INVESCO DB COMMDY INDX TRCK	111,911	$2,916	0.2%	$26.06	—	UNIT	46138B103
XOP	SPDR SER TR	18,112	$2,437	0.1%	$134.55	—	S&P OILGAS EXP	78468R556
EZA	ISHARES INC	35,095	$1,949	0.1%	$51.36	—	MSCI STH AFR ETF	464286780
ATOM	ATOMERA INC	97,904	$1,279	0.1%	$29.25	-48.8%	COM	04965B100
TPICQ	TPI COMPOSITES INC	83,630	$1,176	0.1%	$12.75	0.0%	COM	87266J104
VALE	VALE S A	32,679	$653	0.0%	$14.02	—	SPONSORED ADS	91912E105
ALB	ALBEMARLE CORP	2,515	$556	0.0%	$200.76	0.0%	COM	012653101
DHR	DANAHER CORPORATION	1,405	$412	0.0%	$245.73	0.0%	COM	235851102
A	AGILENT TECHNOLOGIES INC	2,173	$288	0.0%	$133.96	0.0%	COM	00846U101
DAR	DARLING INGREDIENTS INC	3,141	$252	0.0%	$69.65	0.0%	COM	237266101
MLM	MARTIN MARIETTA MATLS INC	612	$236	0.0%	$378.22	0.0%	COM	573284106
—	APTIV PLC	1,865	$223	0.0%	$119.57	—	SHS	G6095L109
XIFR	NEXTERA ENERGY PARTNERS LP	2,499	$208	0.0%	$76.88	0.0%	COM UNIT PART IN	65341B106