Brevan Howard Capital Management LP Q2 2023 Filing
Filed August 14, 2023
Portfolio Value
$4.8B
Holdings
194
Report Date
Q2 2023
Filing Type
13F-HR
All Holdings (194 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AQLTISHARES IBOXX H/Y CORP BOND | 13,950,000 | $1.0B | 21.86% | Put |
| 2 | QQQInvesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | 2,248,100 | $830.5M | 17.34% | Put |
| 3 | AQLTISHARES 20plus YR TREAS | 7,850,100 | $808.1M | 16.87% | Call |
| 4 | AQLTISHARES IBOXX H/Y CORP BOND | 4,768,000 | $357.9M | 7.47% | Call |
| 5 | SPYSPDR TRUST SERIES 1 | 450,000 | $199.5M | 4.16% | Put |
| 6 | AQLTISHARES MSCI EMERGING MKT IN | 3,700,000 | $146.4M | 3.06% | Call |
| 7 | MSFTMICROSOFT CORP | 380,000 | $129.4M | 2.70% | Call |
| 8 | SLVISHARES SILVER TRUST | 5,347,700 | $111.7M | 2.33% | Call |
| 9 | AQLTISHARES RUSSELL 2000 ETF | 561,000 | $105.1M | 2.19% | Put |
| 10 | TLTISHARES 20plus YR TREAS | 842,930 | $86.8M | 1.81% | |
| 11 | AQLTISHARES RUSSELL 2000 ETF | 425,000 | $79.6M | 1.66% | Call |
| 12 | AQLTISHARES JP MORGAN USD EMERGING MARKETS | 900,000 | $77.9M | 1.63% | Call |
| 13 | NEMNEWMONT MINING | 1,500,000 | $64.0M | 1.34% | Call |
| 14 | EMBISHARES JP MORGAN USD EMERGING MARKETS | 734,035 | $63.5M | 1.33% | |
| 15 | EWZISHARES MSCI BRAZIL | 1,805,000 | $58.5M | 1.22% | |
| 16 | AQLTISHARES TIPS BOND ETF | 518,000 | $55.7M | 1.16% | Call |
| 17 | —Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | 132,500 | $48.9M | 1.02% | Call |
| 18 | —KBW REGIONAL BANKING ETF | 800,000 | $32.7M | 0.68% | Put |
| 19 | AQLTISHARES TIPS BOND ETF | 300,000 | $32.3M | 0.67% | Put |
| 20 | AQLTISHARES FTSE/XINHUA CHINA 25 | 1,000,000 | $27.2M | 0.57% | Put |
| 21 | EEMISHARES MSCI EMERGING MKT IN | 640,000 | $25.3M | 0.53% | |
| 22 | —Invesco S&P 500 Eql Wght ETF | 150,000 | $22.4M | 0.47% | Put |
| 23 | AQLTISHARES JP MORGAN USD EMERGING MARKETS | 250,000 | $21.6M | 0.45% | Put |
| 24 | URAGlobal X Uranium ETF | 945,000 | $20.5M | 0.43% | |
| 25 | MRNAMODERNA INC | 157,000 | $19.1M | 0.40% | |
| 26 | CMECHICAGO MERCANTILE EXCHANGE | 102,553 | $19.0M | 0.40% | |
| 27 | NIO 0 02/01/26NIO INC | 17,800,000 | $16.4M | 0.34% | |
| 28 | PDD 0 12/01/25PDD HOLDINGS INC | 14,700,000 | $14.1M | 0.29% | |
| 29 | AQLTISHARES FTSE/XINHUA CHINA 25 | 507,500 | $13.8M | 0.29% | Call |
| 30 | TIPISHARES TIPS BOND ETF | 117,600 | $12.7M | 0.26% | |
| 31 | —VNET GROUP INC | 14,810,000 | $11.8M | 0.25% | |
| 32 | IOVAIOVANCE BIOTHERAPEUTICS | 1,481,435 | $10.4M | 0.22% | |
| 33 | OZKBank Ozk | 207,500 | $8.3M | 0.17% | Put |
| 34 | BILI 0.5 12/01/26BILIBILI INC | 9,000,000 | $6.8M | 0.14% | |
| 35 | 0C3ENDEAVOR GROUP HOLD-CLASS A | 260,000 | $6.2M | 0.13% | |
| 36 | WWEUSDWORLD WRESTLING ENTMNT INC-A | 55,000 | $6.0M | 0.12% | |
| 37 | VMWEURVMWARE INC-CLASS A | 41,156 | $5.9M | 0.12% | |
| 38 | ORCLORACLE CORPORATION | 48,000 | $5.7M | 0.12% | |
| 39 | TRTXTPG RE Finance Trust Inc | 704,738 | $5.2M | 0.11% | |
| 40 | ATVIEURACTIVISION BLIZZARD INC | 61,543 | $5.2M | 0.11% | |
| 41 | MSFTMICROSOFT CORP | 15,158 | $5.2M | 0.11% | |
| 42 | SPYSPDR TRUST SERIES 1 | 10,642 | $4.7M | 0.10% | |
| 43 | HZNPHORIZON PHARMA PLC | 45,000 | $4.6M | 0.10% | |
| 44 | NOWSERVICENOW INC | 7,700 | $4.3M | 0.09% | |
| 45 | WDAYWORKDAY INC-CLASS A | 19,000 | $4.3M | 0.09% | |
| 46 | DOCNDigitalOcean Holdings Inc | 99,000 | $4.0M | 0.08% | |
| 47 | TPICQTPI Composites Inc | 364,044 | $3.8M | 0.08% | |
| 48 | URIUNITED RENTALS INC | 7,650 | $3.4M | 0.07% | |
| 49 | TPCTUTOR PERINI CORP | 450,000 | $3.2M | 0.07% | Put |
| 50 | LSXMKUSDLIBERTY MEDIA COR-SIRIUSXM C | 94,000 | $3.1M | 0.06% | |
| 51 | FWONALIBERTY MEDIA CORP-LIBERTY-C | 40,500 | $3.0M | 0.06% | |
| 52 | RUNSUNRUN INC | 167,474 | $3.0M | 0.06% | |
| 53 | —OIL SERVICE HOLDRS TRUST | 10,000 | $2.9M | 0.06% | Call |
| 54 | LQDISHARES IBOXX INV GR CORP BD | 26,521 | $2.9M | 0.06% | |
| 55 | SONYSony Group Corp | 31,600 | $2.8M | 0.06% | |
| 56 | VUGVanguard Growth Index Fund | 10,000 | $2.8M | 0.06% | |
| 57 | SEDGSOLAREDGE TECHNOLOGIES INC | 9,291 | $2.5M | 0.05% | |
| 58 | AMZNAMAZON.COM INC | 19,000 | $2.5M | 0.05% | |
| 59 | NIO 0.5 02/01/27NIO INC | 3,000,000 | $2.4M | 0.05% | |
| 60 | ASMLASML HOLDING NV-NY REG SHS | 3,200 | $2.3M | 0.05% | |
| 61 | CDNSCADENCE DESIGN SYS INC | 9,500 | $2.2M | 0.05% | |
| 62 | THRYThryv Holdings Inc | 90,000 | $2.2M | 0.05% | Put |
| 63 | AMATAPPLIED MATERIALS INC | 15,000 | $2.2M | 0.05% | |
| 64 | JDJD.COM INC-ADR | 59,133 | $2.0M | 0.04% | |
| 65 | TSLATESLA MOTORS INC | 7,692 | $2.0M | 0.04% | |
| 66 | GDXJMARKET VECTORS JR GOLD MINER | 53,566 | $1.9M | 0.04% | |
| 67 | AERAERCAP HOLDINGS NV | 30,000 | $1.9M | 0.04% | Put |
| 68 | S9QSPIRIT AEROSYSTEMS HOLD-CL A | 65,250 | $1.9M | 0.04% | |
| 69 | IQ 4 12/15/26IQIYI INC | 3,100,000 | $1.9M | 0.04% | |
| 70 | DARDARLING INGREDIENTS INC | 29,347 | $1.9M | 0.04% | |
| 71 | GDXMARKET VECTORS GOLD MINERS | 59,184 | $1.8M | 0.04% | |
| 72 | ALBALBEMARLE CORP | 7,740 | $1.7M | 0.04% | |
| 73 | WWWW INTERNATIONAL INC | 250,000 | $1.7M | 0.04% | Put |
| 74 | KRBNKraneShares Global Carbon Strategy ETF | 42,637 | $1.6M | 0.03% | |
| 75 | MLMMARTIN MARIETTA MATERIALS | 3,280 | $1.5M | 0.03% | |
| 76 | GOOGLALPHABET INC-CL A | 12,500 | $1.5M | 0.03% | |
| 77 | —Office Properties Income Trust | 190,000 | $1.5M | 0.03% | Put |
| 78 | MTARCELORMITTAL-NY REG | 52,562 | $1.4M | 0.03% | |
| 79 | FCXFREEPORT - MCMORAN COPPER B | 35,618 | $1.4M | 0.03% | |
| 80 | EZAISHARES MSCI SOUTH AFRICA IN | 35,095 | $1.4M | 0.03% | |
| 81 | METAMeta Platforms Inc | 4,800 | $1.4M | 0.03% | |
| 82 | XLIINDUSTRIAL SELECT SECT SPDR | 12,500 | $1.3M | 0.03% | |
| 83 | CMCCOMMERCIAL METALS CO | 25,003 | $1.3M | 0.03% | |
| 84 | NEMNEWMONT MINING | 30,467 | $1.3M | 0.03% | |
| 85 | DNAGINKGO BIOWORKS HOLDINGS INC | 698,552 | $1.3M | 0.03% | |
| 86 | PTONPELOTON INTERACTIVE INC-A | 167,000 | $1.3M | 0.03% | Put |
| 87 | SABRSABRE CORP | 400,000 | $1.3M | 0.03% | Put |
| 88 | ANETEURARISTA NETWORKS INC | 7,500 | $1.2M | 0.03% | |
| 89 | AMDADVANCED MICRO DEVICES | 10,000 | $1.1M | 0.02% | |
| 90 | DHCDiversified Healthcare Trust | 500,000 | $1.1M | 0.02% | Call |
| 91 | —AMC ENTERTAINMENT HLDS-CL A | 250,000 | $1.1M | 0.02% | Put |
| 92 | NFLXNETFLIX INC | 2,450 | $1.1M | 0.02% | |
| 93 | NVDANVIDIA CORP | 2,500 | $1.1M | 0.02% | |
| 94 | ZTSZOETIS INC | 6,126 | $1.1M | 0.02% | |
| 95 | AMCXAMC NETWORKS INC-A | 85,000 | $1.0M | 0.02% | Put |
| 96 | OZKBank Ozk | 25,000 | $1.0M | 0.02% | Call |
| 97 | WBDWARNER BROS DISCOVERY INC | 73,300 | $919K | 0.02% | |
| 98 | DHRB&G FOODS INC-CLASS A | 66,021 | $919K | 0.02% | |
| 99 | VALEVALE SA-SP ADR | 67,048 | $899K | 0.02% | |
| 100 | VSCOVictoria's Secret & Co | 50,075 | $872K | 0.02% |
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