Brevan Howard Capital Management LP Hedge Fund

Location: St. Helier, Jersey

CIK: 0001512857 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 16, 2022

Total Value: $1.874B (100.0% shares, 0.0% debt)

Holdings (34)

HYG ISHARES TR 49.4%

Value $926M Shares 4,567,569 Est. Cost — Unrealized —

GLD SPDR GOLD TR 20.8%

Value $390M Shares 2,160,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 5.8%

Value $109M Shares 300,000 Est. Cost — Unrealized —

EMB ISHARES TR 5.2%

Value $97.76M Shares 1,000,000 Est. Cost — Unrealized —

SLV ISHARES SILVER TR 5.0%

Value $93.81M Shares 4,100,000 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 4.0%

Value $74.64M Shares 1,946,200 Est. Cost $34.71 Unrealized —

LQD ISHARES TR 1.9%

Value $36.28M Shares 300,000 Est. Cost — Unrealized —

CME CME GROUP INC 1.3%

Value $24.39M Shares 102,553 Est. Cost $39.16 Unrealized +412.5%

URA GLOBAL X FDS 1.1%

Value $21.47M Shares 962,776 Est. Cost $22.72 Unrealized —

BIDU BAIDU INC 0.8%

Value $15.49M Shares 117,100 Est. Cost $175.24 Unrealized —

IJH ISHARES TR 0.7%

Value $13.76M Shares 51,262 Est. Cost $272.37 Unrealized —

FXI ISHARES TR 0.5%

Value $9.591M Shares 300,000 Est. Cost — Unrealized —

MRNA MODERNA INC 0.5%

Value $9.474M Shares 55,000 Est. Cost $168.36 Unrealized 0.0%

XLE SELECT SECTOR SPDR TR 0.5%

Value $8.951M Shares 117,100 Est. Cost $72.22 Unrealized —

TRTX TPG RE FIN TR INC 0.3%

Value $6.008M Shares 508,734 Est. Cost $11.81 Unrealized —

EWY ISHARES INC 0.3%

Value $5.342M Shares 75,000 Est. Cost $73.22 Unrealized —

— CONCORD ACQUISITION CORP 0.2%

Value $4.612M Shares 463,541 Est. Cost $9.95 Unrealized —

EWZ ISHARES INC 0.2%

Value $4.159M Shares 110,000 Est. Cost — Unrealized —

ICLN ISHARES TR 0.2%

Value $3.792M Shares 176,211 Est. Cost $21.52 Unrealized —

EWH ISHARES INC 0.2%

Value $3.543M Shares 157,000 Est. Cost $22.57 Unrealized —

KRE SPDR SER TR 0.2%

Value $3.455M Shares 50,139 Est. Cost $68.91 Unrealized —

DBC INVESCO DB COMMDY INDX TRCK 0.2%

Value $2.916M Shares 111,911 Est. Cost $26.06 Unrealized —

XOP SPDR SER TR 0.1%

Value $2.437M Shares 18,112 Est. Cost $134.55 Unrealized —

EZA ISHARES INC 0.1%

Value $1.949M Shares 35,095 Est. Cost $51.36 Unrealized —

ATOM ATOMERA INC 0.1%

Value $1.279M Shares 97,904 Est. Cost $29.25 Unrealized -48.8%

TPICQ TPI COMPOSITES INC 0.1%

Value $1.176M Shares 83,630 Est. Cost $12.75 Unrealized 0.0%

VALE VALE S A 0.0%

Value $653K Shares 32,679 Est. Cost $14.02 Unrealized —

ALB ALBEMARLE CORP 0.0%

Value $556K Shares 2,515 Est. Cost $200.76 Unrealized 0.0%

DHR DANAHER CORPORATION 0.0%

Value $412K Shares 1,405 Est. Cost $245.73 Unrealized 0.0%

A AGILENT TECHNOLOGIES INC 0.0%

Value $288K Shares 2,173 Est. Cost $133.96 Unrealized 0.0%

DAR DARLING INGREDIENTS INC 0.0%

Value $252K Shares 3,141 Est. Cost $69.65 Unrealized 0.0%

MLM MARTIN MARIETTA MATLS INC 0.0%

Value $236K Shares 612 Est. Cost $378.22 Unrealized 0.0%

— APTIV PLC 0.0%

Value $223K Shares 1,865 Est. Cost $119.57 Unrealized —

XIFR NEXTERA ENERGY PARTNERS LP 0.0%

Value $208K Shares 2,499 Est. Cost $76.88 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	4,567,569	$926M	49.4%	—	—	Put	464288513
GLD	SPDR GOLD TR	2,160,000	$390M	20.8%	—	—	Call	78463V107
QQQ	INVESCO QQQ TR	300,000	$109M	5.8%	—	—	Put	46090E103
EMB	ISHARES TR	1,000,000	$97.76M	5.2%	—	—	Put	464288281
SLV	ISHARES SILVER TR	4,100,000	$93.81M	5.0%	—	—	Call	46428Q109
GDX	VANECK VECTORS ETF TR	1,946,200	$74.64M	4.0%	$34.71	—	Call	92189F106
LQD	ISHARES TR	300,000	$36.28M	1.9%	—	—	Put	464287242
CME	CME GROUP INC	102,553	$24.39M	1.3%	$39.16	+412.5%	COM	12572Q105
URA	GLOBAL X FDS	962,776	$21.47M	1.1%	$22.72	—	GLOBAL X URANIUM	37954Y871
BIDU	BAIDU INC	117,100	$15.49M	0.8%	$175.24	—	SPON ADR REP A	056752108
IJH	ISHARES TR	51,262	$13.76M	0.7%	$272.37	—	CORE S&P MCP ETF	464287507
FXI	ISHARES TR	300,000	$9.591M	0.5%	—	—	Call	464287184
MRNA	MODERNA INC	55,000	$9.474M	0.5%	$168.36	0.0%	COM	60770K107
XLE	SELECT SECTOR SPDR TR	117,100	$8.951M	0.5%	$72.22	—	ENERGY	81369Y506
TRTX	TPG RE FIN TR INC	508,734	$6.008M	0.3%	$11.81	—	COM	87266M107
EWY	ISHARES INC	75,000	$5.342M	0.3%	$73.22	—	MSCI STH KOR ETF	464286772
—	CONCORD ACQUISITION CORP	463,541	$4.612M	0.2%	$9.95	—	COM CL A	206071102
EWZ	ISHARES INC	110,000	$4.159M	0.2%	—	—	Call	464286400
ICLN	ISHARES TR	176,211	$3.792M	0.2%	$21.52	—	GL CLEAN ENE ETF	464288224
EWH	ISHARES INC	157,000	$3.543M	0.2%	$22.57	—	MSCI HONG KG ETF	464286871
KRE	SPDR SER TR	50,139	$3.455M	0.2%	$68.91	—	S&P REGL BKG	78464A698
DBC	INVESCO DB COMMDY INDX TRCK	111,911	$2.916M	0.2%	$26.06	—	UNIT	46138B103
XOP	SPDR SER TR	18,112	$2.437M	0.1%	$134.55	—	S&P OILGAS EXP	78468R556
EZA	ISHARES INC	35,095	$1.949M	0.1%	$51.36	—	MSCI STH AFR ETF	464286780
ATOM	ATOMERA INC	97,904	$1.279M	0.1%	$29.25	-48.8%	COM	04965B100
TPICQ	TPI COMPOSITES INC	83,630	$1.176M	0.1%	$12.75	0.0%	COM	87266J104
VALE	VALE S A	32,679	$653K	0.0%	$14.02	—	SPONSORED ADS	91912E105
ALB	ALBEMARLE CORP	2,515	$556K	0.0%	$200.76	0.0%	COM	012653101
DHR	DANAHER CORPORATION	1,405	$412K	0.0%	$245.73	0.0%	COM	235851102
A	AGILENT TECHNOLOGIES INC	2,173	$288K	0.0%	$133.96	0.0%	COM	00846U101
DAR	DARLING INGREDIENTS INC	3,141	$252K	0.0%	$69.65	0.0%	COM	237266101
MLM	MARTIN MARIETTA MATLS INC	612	$236K	0.0%	$378.22	0.0%	COM	573284106
—	APTIV PLC	1,865	$223K	0.0%	$119.57	—	SHS	G6095L109
XIFR	NEXTERA ENERGY PARTNERS LP	2,499	$208K	0.0%	$76.88	0.0%	COM UNIT PART IN	65341B106