Brevan Howard Capital Management LP Q4 2022 Filing
Filed February 14, 2023
Portfolio Value
$3.0B
Holdings
81
Report Date
Q4 2022
Filing Type
13F-HR
All Holdings (81 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQInvesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | 3,526,400 | $939.0M | 31.39% | Put |
| 2 | HYGISHARES IBOXX H/Y CORP BOND | 10,538,600 | $776.0M | 25.94% | Put |
| 3 | GQ9STREETTRACKS GOLD TRUST | 1,428,500 | $242.3M | 8.10% | Call |
| 4 | EMBISHARES JP MORGAN USD EMERGING MARKETS | 2,364,650 | $200.0M | 6.69% | Put |
| 5 | XLEENERGY SELECT SECTOR SPDR | 2,090,100 | $182.8M | 6.11% | Put |
| 6 | SLVISHARES SILVER TRUST | 6,933,300 | $152.7M | 5.10% | Call |
| 7 | KWEBKraneShares CSI China Internet ETF | 2,550,000 | $77.0M | 2.57% | Call |
| 8 | SPYSPDR TRUST SERIES 1 | 166,200 | $63.6M | 2.12% | Put |
| 9 | LQDISHARES IBOXX INV GR CORP BD | 601,000 | $63.4M | 2.12% | Put |
| 10 | TLTISHARES 20 YR TREAS | 455,200 | $45.3M | 1.51% | Call |
| 11 | MRNAMODERNA INC | 230,000 | $41.3M | 1.38% | |
| 12 | URAGlobal X Uranium ETF | 915,000 | $18.4M | 0.61% | |
| 13 | CMECHICAGO MERCANTILE EXCHANGE | 102,553 | $17.2M | 0.58% | |
| 14 | VEAVanguard Developed Markets Index Fund | 300,000 | $12.6M | 0.42% | |
| 15 | BABAALIBABA GROUP HOLDING | 122,000 | $10.7M | 0.36% | |
| 16 | USOUNITED STATES OIL FUND LP | 150,000 | $10.5M | 0.35% | Call |
| 17 | XMESPDR METALS & MINING ETF | 182,000 | $9.1M | 0.30% | |
| 18 | —GDS HLDGS LTD | 9,000,000 | $8.5M | 0.28% | |
| 19 | EWZISHARES MSCI BRAZIL | 250,000 | $7.0M | 0.23% | Call |
| 20 | FXIISHARES FTSE/XINHUA CHINA 25 | 203,000 | $5.7M | 0.19% | Put |
| 21 | TRTXTPG RE Finance Trust Inc | 832,942 | $5.7M | 0.19% | |
| 22 | VUGVanguard Growth Index Fund | 25,000 | $5.3M | 0.18% | |
| 23 | IBBISHARES NASDAQ BIOTECH | 40,000 | $5.3M | 0.18% | |
| 24 | VMWEURVMWARE INC-CLASS A | 41,156 | $5.1M | 0.17% | |
| 25 | IQ 4 12/15/26IQIYI INC | 7,600,000 | $5.0M | 0.17% | |
| 26 | AFRM 0 11/15/26AFFIRM HOLDINGS INC | 7,500,000 | $4.8M | 0.16% | |
| 27 | ATVIEURACTIVISION BLIZZARD INC | 61,543 | $4.7M | 0.16% | |
| 28 | SMHSEMICONDUCTOR HOLDRs TRUST | 21,000 | $4.3M | 0.14% | |
| 29 | BILI 0.5 12/01/26BILIBILI INC | 5,500,000 | $3.8M | 0.13% | |
| 30 | EEMISHARES MSCI EMERGING MKT IN | 100,000 | $3.8M | 0.13% | Call |
| 31 | —BILIBILI INC | 4,000,000 | $3.7M | 0.13% | |
| 32 | FCGFirst Trust Natural Gas ETF | 150,000 | $3.7M | 0.12% | |
| 33 | SGFYGBPSignify Health Inc | 123,719 | $3.5M | 0.12% | |
| 34 | DBAINVESCO DB AGRICULTURE FUND | 175,000 | $3.5M | 0.12% | |
| 35 | 8CWCrown Castle Inc | 25,000 | $3.4M | 0.11% | |
| 36 | ASMLASML HOLDING NV-NY REG SHS | 5,500 | $3.0M | 0.10% | |
| 37 | 0C3ENDEAVOR GROUP HOLD-CLASS A | 124,000 | $2.8M | 0.09% | |
| 38 | FWONALIBERTY MEDIA CORP-LIBERTY-C | 41,500 | $2.5M | 0.08% | |
| 39 | KRBNKraneShares Global Carbon Strategy ETF | 68,637 | $2.3M | 0.08% | |
| 40 | MSFTMICROSOFT CORP | 9,500 | $2.3M | 0.08% | |
| 41 | IOVAIOVANCE BIOTHERAPEUTICS | 279,832 | $1.8M | 0.06% | |
| 42 | NOWSERVICENOW INC | 4,500 | $1.7M | 0.06% | |
| 43 | MRVLMARVELL TECH | 44,000 | $1.6M | 0.05% | |
| 44 | TPICQTPI Composites Inc | 150,588 | $1.5M | 0.05% | |
| 45 | EZAISHARES MSCI SOUTH AFRICA IN | 35,095 | $1.5M | 0.05% | |
| 46 | DOCNDigitalOcean Holdings Inc | 58,000 | $1.5M | 0.05% | |
| 47 | SNAP 0 05/01/27SNAP INC | 2,000,000 | $1.5M | 0.05% | |
| 48 | SEDGSOLAREDGE TECHNOLOGIES INC | 4,604 | $1.3M | 0.04% | |
| 49 | BHCBAUSCH HEALTH COS INC | 195,000 | $1.2M | 0.04% | |
| 50 | ADBEADOBE SYSTEMS | 3,020 | $1.0M | 0.03% | |
| 51 | —VIVINT SMART HOME INC | 84,000 | $999K | 0.03% | |
| 52 | AG8AGILENT TECHNOLOGIES INC | 6,273 | $938K | 0.03% | |
| 53 | RUNSUNRUN INC | 37,605 | $903K | 0.03% | |
| 54 | DHRDANAHER CORP | 3,314 | $879K | 0.03% | |
| 55 | WDAYWORKDAY INC-CLASS A | 5,250 | $878K | 0.03% | |
| 56 | OCOWENS CORNING INC | 9,170 | $782K | 0.03% | |
| 57 | AMATAPPLIED MATERIALS INC | 8,000 | $779K | 0.03% | |
| 58 | TSLATESLA MOTORS INC | 5,555 | $684K | 0.02% | |
| 59 | DARDARLING INGREDIENTS INC | 10,823 | $677K | 0.02% | |
| 60 | AMZNAMAZON.COM INC | 7,981 | $670K | 0.02% | |
| 61 | MLMMARTIN MARIETTA MATERIALS | 1,888 | $638K | 0.02% | |
| 62 | —Concord Acquisition Corp | 4,025,230 | $579K | 0.02% | |
| 63 | SNOWSnowflake Inc-Class A | 4,000 | $574K | 0.02% | |
| 64 | LKQ1LKQ CORP | 10,383 | $554K | 0.02% | |
| 65 | FSLRFIRST SOLAR INC | 3,076 | $460K | 0.02% | |
| 66 | XIFRNEXTERA ENERGY PARTNERS LP | 6,466 | $453K | 0.02% | |
| 67 | NEMNEWMONT MINING | 9,467 | $446K | 0.01% | |
| 68 | VALEVALE SA-SP ADR | 25,396 | $430K | 0.01% | |
| 69 | NLRMarket Vectors Nuclear ETF | 7,680 | $421K | 0.01% | |
| 70 | TRMBTRIMBLE NAVIGATION LTD | 6,299 | $318K | 0.01% | |
| 71 | APTVAPTIV PLC | 3,415 | $318K | 0.01% | |
| 72 | BKIEURBLACK KNIGHT INC | 5,000 | $308K | 0.01% | |
| 73 | TTTRANE INC | 1,785 | $300K | 0.01% | |
| 74 | CLHCLEAN HARBORS INC | 2,272 | $259K | 0.01% | |
| 75 | ETNEATON CORP | 1,627 | $255K | 0.01% | |
| 76 | MITKMitek Systems Inc | 23,946 | $232K | 0.01% | |
| 77 | —Audacy Inc | 950,000 | $213K | 0.01% | |
| 78 | ALBALBEMARLE CORP | 934 | $202K | 0.01% | |
| 79 | —Lightning eMotors Inc | 306,232 | $112K | 0.00% | |
| 80 | —Lightning eMotors Inc | 15,000 | $5K | 0.00% | Call |
| 81 | CORZCore Scientific Inc | 59,719 | $1K | 0.00% |