Brevan Howard Capital Management LP Q3 2022 Filing

Filed November 14, 2022

Portfolio Value

$2.7T

Holdings

67

Report Date

Q3 2022

Filing Type

13F-HR

All Holdings (67 positions)

#StockSharesValue% PortfolioType
1
HYGISHARES IBOXX H/Y CORP BOND
9,291,000$663.3B24.12%Put
2
XLEENERGY SELECT SECTOR SPDR
7,937,100$571.6B20.79%Put
3
LQDISHARES IBOXX INV GR CORP BD
4,802,000$492.0B17.89%Put
4
EMBISHARES JP MORGAN USD EMERGING MARKETS
5,597,000$444.4B16.16%Put
5
GQ9STREETTRACKS GOLD TRUST
1,428,500$220.9B8.04%Call
6
SLVISHARES SILVER TRUST
6,933,300$121.3B4.41%Call
7
MRNAMODERNA INC
500,000$59.1B2.15%
8
CMECHICAGO MERCANTILE EXCHANGE
102,553$18.2B0.66%
9
URAGlobal X Uranium ETF
915,000$18.1B0.66%
10
SPYSPDR TRUST SERIES 1
47,000$16.8B0.61%Put
11
FXIISHARES FTSE/XINHUA CHINA 25
400,000$10.3B0.38%Call
12
USOUNITED STATES OIL FUND LP
150,000$9.8B0.36%Call
13
EWZISHARES MSCI BRAZIL
300,000$8.9B0.32%Call
14
GDS HLDGS LTD
9,000,000$8.5B0.31%
15
ATVIEURACTIVISION BLIZZARD INC
111,543$8.3B0.30%
16
GOOGLALPHABET INC-CL A
80,000$7.7B0.28%Call
17
TRTXTPG RE Finance Trust Inc
707,942$5.0B0.18%
18
IYRISHARES DJ US REAL ESTATE
51,486$4.2B0.15%
19
VDEVanguard Energy Index Fund
40,000$4.1B0.15%
20
BILIBILI INC
4,000,000$3.7B0.14%
21
SGFYGBPSignify Health Inc
123,719$3.6B0.13%
22
NOWSERVICENOW INC
7,500$2.8B0.10%
23
MSFTMICROSOFT CORP
12,000$2.8B0.10%
24
METAMeta Platforms Inc
20,000$2.7B0.10%
25
IOVAIOVANCE BIOTHERAPEUTICS
279,832$2.7B0.10%
26
Concord Acquisition Corp
4,025,230$2.4B0.09%
27
DDOGDatadog Inc
25,000$2.2B0.08%
28
CTXSEURCITRIX SYSTEMS INC
20,000$2.1B0.08%
29
0C3ENDEAVOR GROUP HOLD-CLASS A
100,000$2.0B0.07%
30
DOCNDigitalOcean Holdings Inc
55,000$2.0B0.07%
31
GTMZoomInfo Technologies Inc
45,000$1.9B0.07%
32
IQIQIYI INC-ADR
660,000$1.8B0.07%
33
TPICQTPI Composites Inc
148,663$1.7B0.06%
34
ASMLASML HOLDING NV-NY REG SHS
4,000$1.7B0.06%
35
IQ 4 12/15/26IQIYI INC
2,100,000$1.5B0.05%
362,000,000$1.5B0.05%
37
EFAISHARES MSCI EAFE INDEX FUND
23,292$1.3B0.05%
38
KRBNKraneShares Global Carbon Strategy ETF
35,055$1.3B0.05%
39
MRVLMARVELL TECH
30,000$1.3B0.05%
40
EZAISHARES MSCI SOUTH AFRICA IN
35,095$1.3B0.05%
41
BHCBAUSCH HEALTH COS INC
155,000$1.1B0.04%
42
BLCOBausch Lomb Corp
67,000$1.0B0.04%
43
DHRDANAHER CORP
3,314$856.0M0.03%
44
SEDGSOLAREDGE TECHNOLOGIES INC
3,653$846.0M0.03%
45
RUNSUNRUN INC
28,621$790.0M0.03%
46
AG8AGILENT TECHNOLOGIES INC
6,273$762.0M0.03%
47
ADBEADOBE SYSTEMS
2,663$733.0M0.03%
48
OCOWENS CORNING INC
9,170$721.0M0.03%
49
DARDARLING INGREDIENTS INC
10,823$716.0M0.03%Put
50
MLMMARTIN MARIETTA MATERIALS
1,888$608.0M0.02%
51
LKQ1LKQ CORP
10,383$490.0M0.02%
52
XIFRNEXTERA ENERGY PARTNERS LP
6,466$468.0M0.02%
53
IHRTiHeartMedia Inc
60,000$440.0M0.02%
54
FSLRFIRST SOLAR INC
3,076$407.0M0.01%
55
NEMNEWMONT MINING
9,467$398.0M0.01%
56
TRMBTRIMBLE NAVIGATION LTD
6,299$342.0M0.01%
57
VALEVALE SA-SP ADR
25,396$338.0M0.01%
58
ADSKAUTODESK INC
1,578$295.0M0.01%
59
APTVAPTIV PLC
3,415$267.0M0.01%
60
CLHCLEAN HARBORS INC
2,272$250.0M0.01%
61
ALBALBEMARLE CORP
934$247.0M0.01%
62
MITKMitek Systems Inc
23,946$219.0M0.01%
63
ETNEATON CORP
1,627$217.0M0.01%
64
VYXNCR CORPORATION
10,000$190.0M0.01%
65
Audacy Inc
450,000$174.0M0.01%
66
Lightning eMotors Inc
15,000$23.0M0.00%Call
67
CORZCore Scientific Inc
59,719$21.0M0.00%