13F HOLDINGS REPORT
Brevan Howard Capital Management LP
Quarter ended Q1 2023 · Filed February 14, 2023 · Accession 0000905148-23-000248
Total Value
$2.99B
Positions
88
Other Managers
3
Confidential Omitted
No
Holdings (88)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | IVZ | 3,526,400 | $939.0M | 31.39% |
| 2 | ISHARES IBOXX H/Y CORP BOND | 464288513 | 6,100,000 | $449.1M | 15.01% |
| 3 | ISHARES IBOXX H/Y CORP BOND | 464288513 | 3,928,200 | $289.2M | 9.67% |
| 4 | STREETTRACKS GOLD TRUST | GLD | 1,428,500 | $242.3M | 8.10% |
| 5 | ENERGY SELECT SECTOR SPDR | 81369Y506 | 2,010,100 | $175.8M | 5.88% |
| 6 | ISHARES SILVER TRUST | SLV | 6,933,300 | $152.7M | 5.10% |
| 7 | ISHARES JP MORGAN USD EMERGING MARKETS | 464288281 | 1,500,000 | $126.9M | 4.24% |
| 8 | KraneShares CSI China Internet ETF | 500767306 | 2,550,000 | $77.0M | 2.57% |
| 9 | SPDR TRUST SERIES 1 | SPY | 166,200 | $63.6M | 2.12% |
| 10 | ISHARES JP MORGAN USD EMERGING MARKETS | 464288281 | 500,000 | $42.3M | 1.41% |
| 11 | MODERNA INC | MRNA | 230,000 | $41.3M | 1.38% |
| 12 | ISHARES IBOXX H/Y CORP BOND | 464288513 | 510,400 | $37.6M | 1.26% |
| 13 | ISHARES 20 YR TREAS | 464287432 | 320,200 | $31.9M | 1.07% |
| 14 | ISHARES IBOXX INV GR CORP BD | 464287242 | 301,000 | $31.7M | 1.06% |
| 15 | ISHARES IBOXX INV GR CORP BD | 464287242 | 300,000 | $31.6M | 1.06% |
| 16 | ISHARES JP MORGAN USD EMERGING MARKETS | 464288281 | 364,650 | $30.8M | 1.03% |
| 17 | Global X Uranium ETF | 37954Y871 | 915,000 | $18.4M | 0.61% |
| 18 | CHICAGO MERCANTILE EXCHANGE | CME | 102,553 | $17.2M | 0.58% |
| 19 | ISHARES 20 YR TREAS | 464287432 | 135,000 | $13.4M | 0.45% |
| 20 | Vanguard Developed Markets Index Fund | 921943858 | 300,000 | $12.6M | 0.42% |
| 21 | ALIBABA GROUP HOLDING | BBAAY | 122,000 | $10.7M | 0.36% |
| 22 | UNITED STATES OIL FUND LP | UNTCW | 150,000 | $10.5M | 0.35% |
| 23 | SPDR METALS & MINING ETF | 78464A755 | 182,000 | $9.1M | 0.30% |
| 24 | GDS HLDGS LTD | GDHLF | 9,000,000 | $8.5M | 0.28% |
| 25 | ENERGY SELECT SECTOR SPDR | 81369Y506 | 80,000 | $7.0M | 0.23% |
| 26 | ISHARES MSCI BRAZIL | 464286400 | 250,000 | $7.0M | 0.23% |
| 27 | ISHARES FTSE/XINHUA CHINA 25 | 464287184 | 203,000 | $5.7M | 0.19% |
| 28 | TPG RE Finance Trust Inc | TPGXL | 832,942 | $5.7M | 0.19% |
| 29 | Vanguard Growth Index Fund | 922908736 | 25,000 | $5.3M | 0.18% |
| 30 | ISHARES NASDAQ BIOTECH | 464287556 | 40,000 | $5.3M | 0.18% |
| 31 | VMWARE INC-CLASS A | 928563402 | 41,156 | $5.1M | 0.17% |
| 32 | IQIYI INC | IQ | 7,600,000 | $5.0M | 0.17% |
| 33 | AFFIRM HOLDINGS INC | AFRM | 7,500,000 | $4.8M | 0.16% |
| 34 | ACTIVISION BLIZZARD INC | 00507V109 | 61,543 | $4.7M | 0.16% |
| 35 | SEMICONDUCTOR HOLDRs TRUST | 92189F676 | 21,000 | $4.3M | 0.14% |
| 36 | BILIBILI INC | BLBLF | 5,500,000 | $3.8M | 0.13% |
| 37 | ISHARES MSCI EMERGING MKT IN | 464287234 | 100,000 | $3.8M | 0.13% |
| 38 | BILIBILI INC | BLBLF | 4,000,000 | $3.7M | 0.13% |
| 39 | First Trust Natural Gas ETF | 33733E807 | 150,000 | $3.7M | 0.12% |
| 40 | Signify Health Inc | 82671G100 | 123,719 | $3.5M | 0.12% |
| 41 | INVESCO DB AGRICULTURE FUND | IVZ | 175,000 | $3.5M | 0.12% |
| 42 | Crown Castle Inc | CCI | 25,000 | $3.4M | 0.11% |
| 43 | ASML HOLDING NV-NY REG SHS | ASMLF | 5,500 | $3.0M | 0.10% |
| 44 | ENDEAVOR GROUP HOLD-CLASS A | 29260Y109 | 124,000 | $2.8M | 0.09% |
| 45 | LIBERTY MEDIA CORP-LIBERTY-C | FWONB | 41,500 | $2.5M | 0.08% |
| 46 | KraneShares Global Carbon Strategy ETF | 500767678 | 68,637 | $2.3M | 0.08% |
| 47 | MICROSOFT CORP | MSFT | 9,500 | $2.3M | 0.08% |
| 48 | IOVANCE BIOTHERAPEUTICS | IOVA | 279,832 | $1.8M | 0.06% |
| 49 | SERVICENOW INC | NOW | 4,500 | $1.7M | 0.06% |
| 50 | MARVELL TECH | MRVL | 44,000 | $1.6M | 0.05% |
| 51 | TPI Composites Inc | TPICQ | 150,588 | $1.5M | 0.05% |
| 52 | ISHARES MSCI SOUTH AFRICA IN | 464286780 | 35,095 | $1.5M | 0.05% |
| 53 | DigitalOcean Holdings Inc | DOCN | 58,000 | $1.5M | 0.05% |
| 54 | SNAP INC | SNAP | 2,000,000 | $1.5M | 0.05% |
| 55 | SOLAREDGE TECHNOLOGIES INC | SEDG | 4,604 | $1.3M | 0.04% |
| 56 | BAUSCH HEALTH COS INC | 071734107 | 195,000 | $1.2M | 0.04% |
| 57 | ADOBE SYSTEMS | ADBE | 3,020 | $1.0M | 0.03% |
| 58 | VIVINT SMART HOME INC | 928542109 | 84,000 | $999,600 | 0.03% |
| 59 | AGILENT TECHNOLOGIES INC | A | 6,273 | $938,754 | 0.03% |
| 60 | SUNRUN INC | RUN | 37,605 | $903,272 | 0.03% |
| 61 | DANAHER CORP | 235851102 | 3,314 | $879,602 | 0.03% |
| 62 | WORKDAY INC-CLASS A | WDAY | 5,250 | $878,483 | 0.03% |
| 63 | OWENS CORNING INC | OC | 9,170 | $782,201 | 0.03% |
| 64 | APPLIED MATERIALS INC | 038222105 | 8,000 | $779,040 | 0.03% |
| 65 | TESLA MOTORS INC | TSLA | 5,555 | $684,265 | 0.02% |
| 66 | DARLING INGREDIENTS INC | DAR | 10,823 | $677,412 | 0.02% |
| 67 | AMAZON.COM INC | AMZN | 7,981 | $670,404 | 0.02% |
| 68 | MARTIN MARIETTA MATERIALS | 573284106 | 1,888 | $638,087 | 0.02% |
| 69 | Concord Acquisition Corp | CNDAW | 4,025,230 | $579,633 | 0.02% |
| 70 | Snowflake Inc-Class A | SNOW | 4,000 | $574,160 | 0.02% |
| 71 | LKQ CORP | LKQ | 10,383 | $554,556 | 0.02% |
| 72 | FIRST SOLAR INC | FSLR | 3,076 | $460,754 | 0.02% |
| 73 | NEXTERA ENERGY PARTNERS LP | NEE-PW | 6,466 | $453,202 | 0.02% |
| 74 | NEWMONT MINING | NEMCL | 9,467 | $446,842 | 0.01% |
| 75 | VALE SA-SP ADR | VALE | 25,396 | $430,970 | 0.01% |
| 76 | Market Vectors Nuclear ETF | 92189F601 | 7,680 | $421,564 | 0.01% |
| 77 | TRIMBLE NAVIGATION LTD | TRMB | 6,299 | $318,477 | 0.01% |
| 78 | APTIV PLC | APTV | 3,415 | $318,039 | 0.01% |
| 79 | BLACK KNIGHT INC | 09215C105 | 5,000 | $308,750 | 0.01% |
| 80 | TRANE INC | TT | 1,785 | $300,041 | 0.01% |
| 81 | CLEAN HARBORS INC | CLH | 2,272 | $259,281 | 0.01% |
| 82 | EATON CORP | ETN | 1,627 | $255,358 | 0.01% |
| 83 | Mitek Systems Inc | MITK | 23,946 | $232,037 | 0.01% |
| 84 | Audacy Inc | 05070N103 | 950,000 | $213,845 | 0.01% |
| 85 | ALBEMARLE CORP | ALB-PA | 934 | $202,547 | 0.01% |
| 86 | Lightning eMotors Inc | 53228T101 | 306,232 | $112,234 | 0.00% |
| 87 | Lightning eMotors Inc | 53228T901 | 15,000 | $5,498 | 0.00% |
| 88 | Core Scientific Inc | CORZZ | 59,719 | $1,344 | 0.00% |