Brevan Howard Capital Management LP Q1 2023 Filing
Filed May 15, 2023
Portfolio Value
$3.8B
Holdings
107
Report Date
Q1 2023
Filing Type
13F-HR
All Holdings (107 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQInvesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | 3,767,050 | $1.2B | 31.74% | Put |
| 2 | HYGISHARES IBOXX H/Y CORP BOND | 12,900,600 | $974.6M | 25.59% | Put |
| 3 | LQDISHARES IBOXX INV GR CORP BD | 3,282,000 | $359.7M | 9.44% | Put |
| 4 | EMBISHARES JP MORGAN USD EMERGING MARKETS | 3,130,000 | $270.1M | 7.09% | Put |
| 5 | IWMISHARES RUSSELL 2000 ETF | 930,000 | $165.9M | 4.36% | Put |
| 6 | GQ9STREETTRACKS GOLD TRUST | 784,000 | $143.6M | 3.77% | Call |
| 7 | SLVISHARES SILVER TRUST | 3,560,000 | $78.7M | 2.07% | Call |
| 8 | SMHSEMICONDUCTOR HOLDRs TRUST | 262,000 | $69.0M | 1.81% | Put |
| 9 | ITA*ISHARES U.S. AEROSPACE & DEF | 520,000 | $59.8M | 1.57% | Put |
| 10 | TLTISHARES 20(plus) YR TREAS | 500,000 | $53.2M | 1.40% | |
| 11 | MRNAMODERNA INC | 260,000 | $39.9M | 1.05% | |
| 12 | KWEBKraneShares CSI China Internet ETF | 1,275,000 | $39.8M | 1.04% | Call |
| 13 | EEMISHARES MSCI EMERGING MKT IN | 775,000 | $30.6M | 0.80% | Call |
| 14 | CMECHICAGO MERCANTILE EXCHANGE | 102,553 | $19.6M | 0.52% | |
| 15 | URAGlobal X Uranium ETF | 959,200 | $19.1M | 0.50% | |
| 16 | GDXMARKET VECTORS GOLD MINERS | 454,500 | $14.7M | 0.39% | Call |
| 17 | OIHOIL SERVICE HOLDRS TRUST | 50,000 | $13.9M | 0.36% | Call |
| 18 | FXIISHARES FTSE/XINHUA CHINA 25 | 400,000 | $11.8M | 0.31% | Call |
| 19 | PDD 0 12/01/25PDD HOLDINGS INC | 11,700,000 | $11.2M | 0.29% | |
| 20 | NIO 0 02/01/26NIO INC | 11,300,000 | $10.4M | 0.27% | |
| 21 | —VNET GROUP INC | 11,740,000 | $9.4M | 0.25% | |
| 22 | ARCCARES CAPITAL CORP | 500,000 | $9.1M | 0.24% | Put |
| 23 | LVLNKBW REGIONAL BANKING ETF | 200,000 | $8.8M | 0.23% | Put |
| 24 | —GDS HLDGS LTD | 9,000,000 | $8.5M | 0.22% | |
| 25 | MSFTMICROSOFT CORP | 25,500 | $7.4M | 0.19% | |
| 26 | WDAYWORKDAY INC-CLASS A | 33,500 | $6.9M | 0.18% | |
| 27 | NOWSERVICENOW INC | 13,800 | $6.4M | 0.17% | |
| 28 | VUGVanguard Growth Index Fund | 25,000 | $6.2M | 0.16% | |
| 29 | TIPISHARES TIPS BOND ETF | 56,000 | $6.2M | 0.16% | Call |
| 30 | XMESPDR METALS & MINING ETF | 110,000 | $5.8M | 0.15% | |
| 31 | SNOWSnowflake Inc-Class A | 35,500 | $5.5M | 0.14% | |
| 32 | ATVIEURACTIVISION BLIZZARD INC | 61,543 | $5.3M | 0.14% | |
| 33 | DOCNDigitalOcean Holdings Inc | 134,000 | $5.2M | 0.14% | |
| 34 | IBBISHARES NASDAQ BIOTECH | 40,000 | $5.2M | 0.14% | |
| 35 | VMWEURVMWARE INC-CLASS A | 41,156 | $5.1M | 0.13% | |
| 36 | TRTXTPG RE Finance Trust Inc | 704,738 | $5.1M | 0.13% | |
| 37 | HZNPHORIZON PHARMA PLC | 45,000 | $4.9M | 0.13% | |
| 38 | AFRM 0 11/15/26AFFIRM HOLDINGS INC | 7,500,000 | $4.8M | 0.13% | |
| 39 | AMZNAMAZON.COM INC | 41,588 | $4.3M | 0.11% | |
| 40 | XLEENERGY SELECT SECTOR SPDR | 50,000 | $4.1M | 0.11% | |
| 41 | SPYSPDR TRUST SERIES 1 | 10,000 | $4.1M | 0.11% | Put |
| 42 | FWONALIBERTY MEDIA CORP-LIBERTY-C | 51,500 | $3.9M | 0.10% | |
| 43 | JDJD.COM INC-ADR | 87,114 | $3.8M | 0.10% | |
| 44 | BILI 0.5 12/01/26BILIBILI INC | 5,500,000 | $3.8M | 0.10% | |
| 45 | SGFYGBPSignify Health Inc | 123,719 | $3.8M | 0.10% | |
| 46 | —BILIBILI INC | 4,000,000 | $3.7M | 0.10% | |
| 47 | CATCATERPILLAR STK | 15,000 | $3.4M | 0.09% | Put |
| 48 | 0C3ENDEAVOR GROUP HOLD-CLASS A | 140,000 | $3.4M | 0.09% | |
| 49 | TPICQTPI Composites Inc | 250,957 | $3.3M | 0.09% | |
| 50 | IOVAIOVANCE BIOTHERAPEUTICS | 534,170 | $3.3M | 0.09% | |
| 51 | ASMLASML HOLDING NV-NY REG SHS | 4,500 | $3.1M | 0.08% | |
| 52 | EWZISHARES MSCI BRAZIL | 100,000 | $2.7M | 0.07% | Call |
| 53 | RUNSUNRUN INC | 106,628 | $2.1M | 0.06% | |
| 54 | LI 0.25 05/01/28LI AUTO INC | 2,000,000 | $2.1M | 0.06% | |
| 55 | ZLABZAI LAB LTD-ADR | 60,000 | $2.0M | 0.05% | |
| 56 | SEDGSOLAREDGE TECHNOLOGIES INC | 6,195 | $1.9M | 0.05% | |
| 57 | IQ 4 12/15/26IQIYI INC | 3,100,000 | $1.9M | 0.05% | |
| 58 | PINSPINTEREST US | 65,000 | $1.8M | 0.05% | |
| 59 | KRBNKraneShares Global Carbon Strategy ETF | 42,637 | $1.7M | 0.04% | |
| 60 | AMATAPPLIED MATERIALS INC | 13,000 | $1.6M | 0.04% | |
| 61 | GOOGLALPHABET INC-CL A | 15,000 | $1.6M | 0.04% | |
| 62 | NEMNEWMONT MINING | 30,467 | $1.5M | 0.04% | |
| 63 | EZAISHARES MSCI SOUTH AFRICA IN | 35,095 | $1.5M | 0.04% | |
| 64 | FCXFREEPORT - MCMORAN COPPER B | 35,618 | $1.5M | 0.04% | |
| 65 | CDNSCADENCE DESIGN SYS INC | 6,500 | $1.4M | 0.04% | |
| 66 | TSLATESLA MOTORS INC | 6,480 | $1.3M | 0.04% | |
| 67 | ALBALBEMARLE CORP | 6,040 | $1.3M | 0.04% | |
| 68 | MLMMARTIN MARIETTA MATERIALS | 3,280 | $1.2M | 0.03% | |
| 69 | ADBEADOBE SYSTEMS | 3,020 | $1.2M | 0.03% | |
| 70 | DARDARLING INGREDIENTS INC | 18,652 | $1.1M | 0.03% | |
| 71 | VALEVALE SA-SP ADR | 67,048 | $1.1M | 0.03% | |
| 72 | ZTSZOETIS INC | 6,126 | $1.0M | 0.03% | |
| 73 | MRVLMARVELL TECH | 22,000 | $952K | 0.02% | |
| 74 | DNAGINKGO BIOWORKS HOLDINGS INC | 698,552 | $929K | 0.02% | |
| 75 | OCOWENS CORNING INC | 9,170 | $878K | 0.02% | |
| 76 | AG8AGILENT TECHNOLOGIES INC | 6,273 | $867K | 0.02% | |
| 77 | DHRDANAHER CORP | 3,314 | $835K | 0.02% | |
| 78 | NLRMarket Vectors Nuclear ETF | 13,388 | $743K | 0.02% | |
| 79 | FSLRFIRST SOLAR INC | 3,076 | $669K | 0.02% | |
| 80 | ILFISHARES S&P LATIN AMERICA 40 | 28,059 | $669K | 0.02% | |
| 81 | SBSWSibanye Stillwater Ltd | 78,009 | $649K | 0.02% | |
| 82 | URNMSPROTT URANIUM MINERS ETF | 20,700 | $649K | 0.02% | |
| 83 | INDAIISHARES MSCI INDIA ETF | 15,802 | $621K | 0.02% | |
| 84 | UNFIUNITED NATURAL FOODS INC | 23,256 | $612K | 0.02% | |
| 85 | LKQ1LKQ CORP | 10,383 | $589K | 0.02% | |
| 86 | DVADAVITA INC | 7,089 | $574K | 0.02% | |
| 87 | TREXTREX COMPANY INC | 11,609 | $565K | 0.01% | |
| 88 | CHTRCHARTER COMMUNICATIONS | 1,571 | $561K | 0.01% | |
| 89 | VMIVALMONT INDUSTRIES | 1,680 | $536K | 0.01% | |
| 90 | LADLITHIA MOTORS INC-CL A | 2,151 | $492K | 0.01% | |
| 91 | ETNEATON CORP | 2,877 | $492K | 0.01% | |
| 92 | OZKBank Ozk | 13,000 | $444K | 0.01% | Put |
| 93 | XIFRNEXTERA ENERGY PARTNERS LP | 7,166 | $435K | 0.01% | |
| 94 | ATSG*AIR TRANSPORT SERVICES GROUP | 19,210 | $400K | 0.01% | |
| 95 | APTVAPTIV PLC | 3,415 | $383K | 0.01% | |
| 96 | TRMBTRIMBLE NAVIGATION LTD | 6,299 | $330K | 0.01% | |
| 97 | ADSKAUTODESK INC | 1,578 | $328K | 0.01% | |
| 98 | TTTRANE INC | 1,785 | $328K | 0.01% | |
| 99 | CLHCLEAN HARBORS INC | 2,272 | $323K | 0.01% | |
| 100 | BKIEURBLACK KNIGHT INC | 5,000 | $287K | 0.01% |
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