Brevan Howard Capital Management LP Q3 2023 Filing
Filed November 14, 2023
Portfolio Value
$7760.6T
Holdings
355
Report Date
Q3 2023
Filing Type
13F-HR
All Holdings (355 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | EEMISHARES MSCI EMERGING MKT IN | 59,196,000 | $2246.5T | 28.95% | Put |
| 2 | HYGISHARES IBOXX H/Y CORP BOND | 23,837,000 | $1757.3T | 22.64% | Put |
| 3 | XLFFINANCIAL SELECT SECTOR SPDR | 36,374,601 | $1206.5T | 15.55% | Put |
| 4 | TLTISHARES 20plus YR TREAS | 9,950,100 | $882.5T | 11.37% | Put |
| 5 | NDQInvesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | 1,822,100 | $652.8T | 8.41% | Put |
| 6 | EMBISHARES JP MORGAN USD EMERGING MARKETS | 2,055,000 | $169.6T | 2.19% | Put |
| 7 | SLVISHARES SILVER TRUST | 5,347,700 | $108.8T | 1.40% | Call |
| 8 | IWMISHARES RUSSELL 2000 ETF | 578,100 | $102.2T | 1.32% | Put |
| 9 | NEMNEWMONT MINING | 2,530,467 | $93.5T | 1.20% | Call |
| 10 | EWZISHARES MSCI BRAZIL | 1,805,000 | $55.4T | 0.71% | Call |
| 11 | GDXMARKET VECTORS GOLD MINERS | 1,559,184 | $42.0T | 0.54% | Call |
| 12 | LQDISHARES IBOXX INV GR CORP BD | 300,000 | $30.6T | 0.39% | Call |
| 13 | XMESPDR METALS & MINING ETF | 440,000 | $23.1T | 0.30% | Call |
| 14 | XBISPDR S&P BIOTECH ETF | 300,000 | $21.9T | 0.28% | Put |
| 15 | CMECHICAGO MERCANTILE EXCHANGE | 102,553 | $20.5T | 0.26% | |
| 16 | NIO 0 02/01/26NIO 0 02/26 | 17,800,000 | $16.4T | 0.21% | |
| 17 | MRNAMODERNA INC | 157,000 | $16.2T | 0.21% | |
| 18 | SPYSPDR TRUST SERIES 1 | 35,000 | $15.0T | 0.19% | Call |
| 19 | —VNET 0 02/26 | 17,810,000 | $14.2T | 0.18% | |
| 20 | PDD 0 12/01/25PDD 0 12/25 | 14,700,000 | $14.1T | 0.18% | |
| 21 | DISWALT DISNEY STK | 164,282 | $13.3T | 0.17% | Put |
| 22 | TIPISHARES TIPS BOND ETF | 91,000 | $9.4T | 0.12% | Call |
| 23 | NKENIKE INC | 77,739 | $7.4T | 0.10% | Put |
| 24 | ATVIEURACTIVISION BLIZZARD INC | 78,523 | $7.4T | 0.09% | Put |
| 25 | IOVAIOVANCE BIOTHERAPEUTICS | 1,562,686 | $7.1T | 0.09% | |
| 26 | VMWEURVMWARE INC-CLASS A | 41,156 | $6.9T | 0.09% | |
| 27 | BILI 0.5 12/01/26BILIBILI INC | 9,000,000 | $6.8T | 0.09% | |
| 28 | ABNBAirbnb Inc | 45,000 | $6.2T | 0.08% | Put |
| 29 | WW6WW INTERNATIONAL INC | 540,233 | $6.0T | 0.08% | Put |
| 30 | SGENUSDSEAGEN INC | 27,445 | $5.8T | 0.08% | |
| 31 | HZNPHORIZON PHARMA PLC | 45,000 | $5.2T | 0.07% | |
| 32 | TRTXTPG RE Finance Trust Inc | 704,738 | $4.7T | 0.06% | |
| 33 | OZKBank Ozk | 120,000 | $4.4T | 0.06% | Put |
| 34 | TPCTUTOR PERINI CORP | 550,000 | $4.3T | 0.06% | Put |
| 35 | SABRSABRE CORP | 910,379 | $4.1T | 0.05% | Put |
| 36 | BKLNInvesco Senior Loan ETF | 175,000 | $3.7T | 0.05% | |
| 37 | FDO.FMACYS INC | 275,072 | $3.2T | 0.04% | Put |
| 38 | BLDRBUILDERS FIRSTSOURCE INC | 25,000 | $3.1T | 0.04% | Put |
| 39 | SYFSYNCHRONY FINANCIAL | 100,000 | $3.1T | 0.04% | Put |
| 40 | SEDGSOLAREDGE TECHNOLOGIES INC | 18,720 | $2.4T | 0.03% | |
| 41 | S9QSPIRIT AEROSYSTEMS HOLD-CL A | 148,619 | $2.4T | 0.03% | |
| 42 | NIO 0.5 02/01/27NIO 0.5 02/27 | 3,000,000 | $2.4T | 0.03% | |
| 43 | RUNSUNRUN INC | 167,474 | $2.1T | 0.03% | |
| 44 | ALBALBEMARLE CORP | 12,310 | $2.1T | 0.03% | |
| 45 | DISHDISH NETWORK CORP | 350,000 | $2.1T | 0.03% | Put |
| 46 | AMCAMC ENTERTAINMENT HLDS-CL A | 250,000 | $2.0T | 0.03% | Put |
| 47 | TSLATESLA MOTORS INC | 7,692 | $1.9T | 0.02% | |
| 48 | IQ 4 12/15/26IQ 4 12/26 | 3,100,000 | $1.9T | 0.02% | |
| 49 | AERAERCAP HOLDINGS NV | 30,000 | $1.9T | 0.02% | Put |
| 50 | VVISA INC-CLASS A SHARES | 7,942 | $1.8T | 0.02% | |
| 51 | GDXJMARKET VECTORS JR GOLD MINER | 53,566 | $1.7T | 0.02% | |
| 52 | THRYThryv Holdings Inc | 90,000 | $1.7T | 0.02% | Put |
| 53 | DARDARLING INGREDIENTS INC | 32,158 | $1.7T | 0.02% | |
| 54 | DLTRDOLLAR TREE STORES INC | 15,000 | $1.6T | 0.02% | Put |
| 55 | HDHOME DEPOT INC | 5,206 | $1.6T | 0.02% | |
| 56 | MLMMARTIN MARIETTA MATERIALS | 3,790 | $1.6T | 0.02% | |
| 57 | KRBNKraneShares Global Carbon Strategy ETF | 42,637 | $1.5T | 0.02% | |
| 58 | BFHBread Financial Holdings Inc | 40,000 | $1.4T | 0.02% | Put |
| 59 | RIGTRANSOCEAN LTD | 165,132 | $1.4T | 0.02% | Put |
| 60 | FCXFREEPORT - MCMORAN COPPER B | 35,618 | $1.3T | 0.02% | |
| 61 | EZAISHARES MSCI SOUTH AFRICA IN | 35,095 | $1.3T | 0.02% | |
| 62 | NVDANVIDIA CORP | 2,996 | $1.3T | 0.02% | |
| 63 | KSSKOHLS STK | 62,157 | $1.3T | 0.02% | Put |
| 64 | TRVCCITIGROUP INC | 31,596 | $1.3T | 0.02% | |
| 65 | HOUSAnywhere Real Estate Inc | 200,000 | $1.3T | 0.02% | Put |
| 66 | AAPLAPPLE COMPUTER INC | 7,439 | $1.3T | 0.02% | |
| 67 | GMGENERAL MOTORS CORP | 37,463 | $1.2T | 0.02% | Call |
| 68 | AMCXAMC NETWORKS INC-A | 100,000 | $1.2T | 0.02% | Put |
| 69 | BABoeing Co | 5,759 | $1.1T | 0.01% | |
| 70 | MAMASTERCARD INC-CLASS A | 2,700 | $1.1T | 0.01% | |
| 71 | ZTSZOETIS INC | 6,126 | $1.1T | 0.01% | |
| 72 | USOUNITED STATES OIL FUND LP | 13,000 | $1.1T | 0.01% | |
| 73 | TPICQTPI Composites Inc | 373,340 | $989.4B | 0.01% | |
| 74 | BMYBRISTOL MYERS STK | 16,853 | $978.1B | 0.01% | |
| 75 | DHCDiversified Healthcare Trust | 500,000 | $970.0B | 0.01% | Call |
| 76 | ACHOWENS & MINOR INC | 58,712 | $948.8B | 0.01% | |
| 77 | NLRMarket Vectors Nuclear ETF | 13,388 | $948.5B | 0.01% | |
| 78 | TJXTJX PR C | 10,613 | $943.3B | 0.01% | |
| 79 | VACMARRIOTT VACATIONS WORLD | 9,277 | $933.5B | 0.01% | |
| 80 | JWNUSDNORDSTROM INC | 61,237 | $914.9B | 0.01% | Put |
| 81 | RLXRLX Technology Inc | 605,520 | $914.3B | 0.01% | |
| 82 | PENNPenn Entertainment Inc | 39,764 | $912.6B | 0.01% | |
| 83 | PTONPELOTON INTERACTIVE INC-A | 179,647 | $907.2B | 0.01% | Put |
| 84 | VALEVALE SA-SP ADR | 67,048 | $898.4B | 0.01% | |
| 85 | PFEPFIZER STK | 26,669 | $884.6B | 0.01% | |
| 86 | DHRB&G FOODS INC-CLASS A | 87,896 | $869.3B | 0.01% | |
| 87 | AZULQAzul SA | 100,000 | $859.0B | 0.01% | Put |
| 88 | NCLHNORWEGIAN CRUISE LINE HOLDINGS LTD | 51,775 | $853.3B | 0.01% | |
| 89 | VMIVALMONT INDUSTRIES | 3,547 | $852.0B | 0.01% | |
| 90 | RIOTRiot Blockchain Inc | 90,000 | $839.7B | 0.01% | |
| 91 | DHRDANAHER CORP | 3,314 | $822.2B | 0.01% | |
| 92 | AHCOAdapthealth Corp | 89,998 | $819.0B | 0.01% | |
| 93 | GEGGEO GROUP INC/THE | 100,000 | $818.0B | 0.01% | Put |
| 94 | VSCOVictoria's Secret & Co | 48,666 | $811.7B | 0.01% | |
| 95 | NWLNEWELL STK | 89,783 | $810.7B | 0.01% | |
| 96 | HEHAWAIIAN ELECTRIC INDS | 65,000 | $800.1B | 0.01% | Put |
| 97 | TTDTRADE DESK INC | 10,219 | $798.6B | 0.01% | |
| 98 | OPITQOffice Properties Income Trust | 190,000 | $779.0B | 0.01% | Put |
| 99 | GWWWW GRAINGER STK | 1,077 | $745.1B | 0.01% | |
| 100 | COFCAPITAL ONE FINANCIAL CORP | 7,500 | $727.9B | 0.01% | Put |
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