13F HOLDINGS REPORT
Brevan Howard Capital Management LP
Quarter ended Q2 2023 · Filed May 15, 2023 · Accession 0000905148-23-000431
Total Value
$3.81B
Positions
127
Other Managers
3
Confidential Omitted
No
Holdings (127)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | IVZ | 3,426,400 | $1.10B | 28.87% |
| 2 | ISHARES IBOXX H/Y CORP BOND | 464288513 | 9,400,000 | $710.2M | 18.64% |
| 3 | ISHARES IBOXX INV GR CORP BD | 464287242 | 2,200,000 | $241.1M | 6.33% |
| 4 | ISHARES IBOXX H/Y CORP BOND | 464288513 | 2,100,000 | $158.7M | 4.16% |
| 5 | STREETTRACKS GOLD TRUST | GLD | 750,000 | $137.4M | 3.61% |
| 6 | ISHARES IBOXX H/Y CORP BOND | 464288513 | 1,400,600 | $105.8M | 2.78% |
| 7 | ISHARES JP MORGAN USD EMERGING MARKETS | 464288281 | 1,000,000 | $86.3M | 2.27% |
| 8 | ISHARES RUSSELL 2000 ETF | 464287655 | 415,000 | $74.0M | 1.94% |
| 9 | ISHARES RUSSELL 2000 ETF | 464287655 | 415,000 | $74.0M | 1.94% |
| 10 | ISHARES SILVER TRUST | SLV | 3,060,000 | $67.7M | 1.78% |
| 11 | ISHARES JP MORGAN USD EMERGING MARKETS | 464288281 | 705,000 | $60.8M | 1.60% |
| 12 | ISHARES JP MORGAN USD EMERGING MARKETS | 464288281 | 675,000 | $58.2M | 1.53% |
| 13 | ISHARES IBOXX INV GR CORP BD | 464287242 | 500,000 | $54.8M | 1.44% |
| 14 | ISHARES 20(plus) YR TREAS | 464287432 | 500,000 | $53.2M | 1.40% |
| 15 | SEMICONDUCTOR HOLDRs TRUST | 92189F676 | 200,000 | $52.6M | 1.38% |
| 16 | Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | IVZ | 160,000 | $51.3M | 1.35% |
| 17 | Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | IVZ | 160,000 | $51.3M | 1.35% |
| 18 | ISHARES U.S. AEROSPACE & DEF | 464288760 | 390,000 | $44.9M | 1.18% |
| 19 | ISHARES JP MORGAN USD EMERGING MARKETS | 464288281 | 500,000 | $43.1M | 1.13% |
| 20 | MODERNA INC | MRNA | 260,000 | $39.9M | 1.05% |
| 21 | KraneShares CSI China Internet ETF | 500767306 | 1,275,000 | $39.8M | 1.04% |
| 22 | ISHARES IBOXX INV GR CORP BD | 464287242 | 300,000 | $32.9M | 0.86% |
| 23 | ISHARES IBOXX INV GR CORP BD | 464287242 | 282,000 | $30.9M | 0.81% |
| 24 | ISHARES MSCI EMERGING MKT IN | 464287234 | 600,000 | $23.7M | 0.62% |
| 25 | ISHARES JP MORGAN USD EMERGING MARKETS | 464288281 | 250,000 | $21.6M | 0.57% |
| 26 | CHICAGO MERCANTILE EXCHANGE | CME | 102,553 | $19.6M | 0.52% |
| 27 | Global X Uranium ETF | 37954Y871 | 915,000 | $18.2M | 0.48% |
| 28 | ISHARES RUSSELL 2000 ETF | 464287655 | 100,000 | $17.8M | 0.47% |
| 29 | SEMICONDUCTOR HOLDRs TRUST | 92189F676 | 62,000 | $16.3M | 0.43% |
| 30 | ISHARES U.S. AEROSPACE & DEF | 464288760 | 130,000 | $15.0M | 0.39% |
| 31 | MARKET VECTORS GOLD MINERS | 92189F106 | 454,500 | $14.7M | 0.39% |
| 32 | OIL SERVICE HOLDRS TRUST | 92189H607 | 50,000 | $13.9M | 0.36% |
| 33 | ISHARES FTSE/XINHUA CHINA 25 | 464287184 | 400,000 | $11.8M | 0.31% |
| 34 | PDD HOLDINGS INC | PDD | 11,700,000 | $11.2M | 0.29% |
| 35 | ISHARES SILVER TRUST | SLV | 500,000 | $11.1M | 0.29% |
| 36 | NIO INC | NIOIF | 11,300,000 | $10.4M | 0.27% |
| 37 | VNET GROUP INC | VNET | 11,740,000 | $9.4M | 0.25% |
| 38 | ARES CAPITAL CORP | ARCC | 500,000 | $9.1M | 0.24% |
| 39 | KBW REGIONAL BANKING ETF | 78464A698 | 200,000 | $8.8M | 0.23% |
| 40 | GDS HLDGS LTD | GDHLF | 9,000,000 | $8.5M | 0.22% |
| 41 | MICROSOFT CORP | MSFT | 25,500 | $7.4M | 0.19% |
| 42 | WORKDAY INC-CLASS A | WDAY | 33,500 | $6.9M | 0.18% |
| 43 | ISHARES MSCI EMERGING MKT IN | 464287234 | 175,000 | $6.9M | 0.18% |
| 44 | Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | IVZ | 20,650 | $6.6M | 0.17% |
| 45 | SERVICENOW INC | NOW | 13,800 | $6.4M | 0.17% |
| 46 | Vanguard Growth Index Fund | 922908736 | 25,000 | $6.2M | 0.16% |
| 47 | STREETTRACKS GOLD TRUST | GLD | 34,000 | $6.2M | 0.16% |
| 48 | ISHARES TIPS BOND ETF | 464287176 | 56,000 | $6.2M | 0.16% |
| 49 | SPDR METALS & MINING ETF | 78464A755 | 110,000 | $5.8M | 0.15% |
| 50 | Snowflake Inc-Class A | SNOW | 35,500 | $5.5M | 0.14% |
| 51 | ACTIVISION BLIZZARD INC | 00507V109 | 61,543 | $5.3M | 0.14% |
| 52 | DigitalOcean Holdings Inc | DOCN | 134,000 | $5.2M | 0.14% |
| 53 | ISHARES NASDAQ BIOTECH | 464287556 | 40,000 | $5.2M | 0.14% |
| 54 | VMWARE INC-CLASS A | 928563402 | 41,156 | $5.1M | 0.13% |
| 55 | TPG RE Finance Trust Inc | TPGXL | 704,738 | $5.1M | 0.13% |
| 56 | HORIZON PHARMA PLC | G46188101 | 45,000 | $4.9M | 0.13% |
| 57 | AFFIRM HOLDINGS INC | AFRM | 7,500,000 | $4.8M | 0.13% |
| 58 | AMAZON.COM INC | AMZN | 41,588 | $4.3M | 0.11% |
| 59 | ENERGY SELECT SECTOR SPDR | 81369Y506 | 50,000 | $4.1M | 0.11% |
| 60 | SPDR TRUST SERIES 1 | SPY | 10,000 | $4.1M | 0.11% |
| 61 | LIBERTY MEDIA CORP-LIBERTY-C | FWONB | 51,500 | $3.9M | 0.10% |
| 62 | JD.COM INC-ADR | JDCMF | 87,114 | $3.8M | 0.10% |
| 63 | BILIBILI INC | BLBLF | 5,500,000 | $3.8M | 0.10% |
| 64 | Signify Health Inc | 82671G100 | 123,719 | $3.8M | 0.10% |
| 65 | BILIBILI INC | BLBLF | 4,000,000 | $3.7M | 0.10% |
| 66 | CATERPILLAR STK | CAT | 15,000 | $3.4M | 0.09% |
| 67 | ENDEAVOR GROUP HOLD-CLASS A | 29260Y109 | 140,000 | $3.4M | 0.09% |
| 68 | TPI Composites Inc | TPICQ | 250,957 | $3.3M | 0.09% |
| 69 | IOVANCE BIOTHERAPEUTICS | IOVA | 534,170 | $3.3M | 0.09% |
| 70 | ASML HOLDING NV-NY REG SHS | ASMLF | 4,500 | $3.1M | 0.08% |
| 71 | ISHARES MSCI BRAZIL | 464286400 | 100,000 | $2.7M | 0.07% |
| 72 | SUNRUN INC | RUN | 106,628 | $2.1M | 0.06% |
| 73 | LI AUTO INC | LAAOF | 2,000,000 | $2.1M | 0.06% |
| 74 | ZAI LAB LTD-ADR | ZLAB | 60,000 | $2.0M | 0.05% |
| 75 | SOLAREDGE TECHNOLOGIES INC | SEDG | 6,195 | $1.9M | 0.05% |
| 76 | IQIYI INC | IQ | 3,100,000 | $1.9M | 0.05% |
| 77 | PINTEREST US | PINS | 65,000 | $1.8M | 0.05% |
| 78 | KraneShares Global Carbon Strategy ETF | 500767678 | 42,637 | $1.7M | 0.04% |
| 79 | APPLIED MATERIALS INC | 038222105 | 13,000 | $1.6M | 0.04% |
| 80 | ALPHABET INC-CL A | GOOG | 15,000 | $1.6M | 0.04% |
| 81 | NEWMONT MINING | NEMCL | 30,467 | $1.5M | 0.04% |
| 82 | ISHARES MSCI SOUTH AFRICA IN | 464286780 | 35,095 | $1.5M | 0.04% |
| 83 | FREEPORT - MCMORAN COPPER B | FCX | 35,618 | $1.5M | 0.04% |
| 84 | CADENCE DESIGN SYS INC | CDNS | 6,500 | $1.4M | 0.04% |
| 85 | TESLA MOTORS INC | TSLA | 6,480 | $1.3M | 0.04% |
| 86 | ALBEMARLE CORP | ALB-PA | 6,040 | $1.3M | 0.04% |
| 87 | MARTIN MARIETTA MATERIALS | 573284106 | 3,280 | $1.2M | 0.03% |
| 88 | ADOBE SYSTEMS | ADBE | 3,020 | $1.2M | 0.03% |
| 89 | DARLING INGREDIENTS INC | DAR | 18,652 | $1.1M | 0.03% |
| 90 | VALE SA-SP ADR | VALE | 67,048 | $1.1M | 0.03% |
| 91 | ZOETIS INC | ZTS | 6,126 | $1.0M | 0.03% |
| 92 | MARVELL TECH | MRVL | 22,000 | $952,600 | 0.03% |
| 93 | GINKGO BIOWORKS HOLDINGS INC | DNABW | 698,552 | $929,074 | 0.02% |
| 94 | Global X Uranium ETF | 37954Y871 | 44,200 | $880,906 | 0.02% |
| 95 | OWENS CORNING INC | OC | 9,170 | $878,486 | 0.02% |
| 96 | AGILENT TECHNOLOGIES INC | A | 6,273 | $867,807 | 0.02% |
| 97 | DANAHER CORP | 235851102 | 3,314 | $835,261 | 0.02% |
| 98 | Market Vectors Nuclear ETF | 92189F601 | 13,388 | $743,828 | 0.02% |
| 99 | ISHARES S&P LATIN AMERICA 40 | 464287390 | 28,059 | $669,768 | 0.02% |
| 100 | FIRST SOLAR INC | FSLR | 3,076 | $669,030 | 0.02% |
| 101 | SPROTT URANIUM MINERS ETF | SII | 20,700 | $649,359 | 0.02% |
| 102 | Sibanye Stillwater Ltd | SBYSF | 78,009 | $649,035 | 0.02% |
| 103 | IISHARES MSCI INDIA ETF | 46429B598 | 15,802 | $621,967 | 0.02% |
| 104 | UNITED NATURAL FOODS INC | UNTCW | 23,256 | $612,796 | 0.02% |
| 105 | LKQ CORP | LKQ | 10,383 | $589,339 | 0.02% |
| 106 | DAVITA INC | DVA | 7,089 | $574,989 | 0.02% |
| 107 | TREX COMPANY INC | TREX | 11,609 | $565,010 | 0.01% |
| 108 | CHARTER COMMUNICATIONS | 16119P108 | 1,571 | $561,805 | 0.01% |
| 109 | VALMONT INDUSTRIES | 920253101 | 1,680 | $536,390 | 0.01% |
| 110 | EATON CORP | ETN | 2,877 | $492,945 | 0.01% |
| 111 | LITHIA MOTORS INC-CL A | 536797103 | 2,151 | $492,428 | 0.01% |
| 112 | Bank Ozk | OZKAP | 13,000 | $444,600 | 0.01% |
| 113 | NEXTERA ENERGY PARTNERS LP | NEE-PW | 7,166 | $435,335 | 0.01% |
| 114 | AIR TRANSPORT SERVICES GROUP | AIIR | 19,210 | $400,144 | 0.01% |
| 115 | APTIV PLC | APTV | 3,415 | $383,129 | 0.01% |
| 116 | TRIMBLE NAVIGATION LTD | TRMB | 6,299 | $330,194 | 0.01% |
| 117 | AUTODESK INC | ADSK | 1,578 | $328,476 | 0.01% |
| 118 | TRANE INC | TT | 1,785 | $328,404 | 0.01% |
| 119 | CLEAN HARBORS INC | CLH | 2,272 | $323,896 | 0.01% |
| 120 | BLACK KNIGHT INC | 09215C105 | 5,000 | $287,800 | 0.01% |
| 121 | Mitek Systems Inc | MITK | 23,946 | $229,642 | 0.01% |
| 122 | OPTIMIZERx Corp | OPRX | 15,625 | $228,594 | 0.01% |
| 123 | LINDSAY CORP | LNN | 1,485 | $224,428 | 0.01% |
| 124 | NUTRIEN LTD | NTR | 2,899 | $214,091 | 0.01% |
| 125 | 21VIANET GROUP INC-ADR | VNET | 60,100 | $194,724 | 0.01% |
| 126 | Lightning eMotors Inc | 53228T101 | 306,232 | $87,735 | 0.00% |
| 127 | BED BATH & BEYOND | BBBY-WT | 12,820 | $5,479 | 0.00% |