Brevan Howard Capital Management LP Q3 2023 Filing

Filed November 14, 2023

Portfolio Value

$7.8B

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	$2.2B	28.95%	Put
2	HYGISHARES IBOXX H/Y CORP BOND	23,837,000	$1.8B	22.64%	Put
3	XLFFINANCIAL SELECT SECTOR SPDR	36,374,601	$1.2B	15.55%	Put
4	TLTISHARES 20plus YR TREAS	9,950,100	$882.5M	11.37%	Put
5	NDQInvesco QQQ Trust Series 1 Nasdaq100 BB:QQQ	1,822,100	$652.8M	8.41%	Put
6	EMBISHARES JP MORGAN USD EMERGING MARKETS	2,055,000	$169.6M	2.19%	Put
7	SLVISHARES SILVER TRUST	5,347,700	$108.8M	1.40%	Call
8	IWMISHARES RUSSELL 2000 ETF	578,100	$102.2M	1.32%	Put
9	NEMNEWMONT MINING	2,530,467	$93.5M	1.20%	Call
10	EWZISHARES MSCI BRAZIL	1,805,000	$55.4M	0.71%	Call
11	GDXMARKET VECTORS GOLD MINERS	1,559,184	$42.0M	0.54%	Call
12	LQDISHARES IBOXX INV GR CORP BD	300,000	$30.6M	0.39%	Call
13	XMESPDR METALS & MINING ETF	440,000	$23.1M	0.30%	Call
14	XBISPDR S&P BIOTECH ETF	300,000	$21.9M	0.28%	Put
15	CMECHICAGO MERCANTILE EXCHANGE	102,553	$20.5M	0.26%
16	NIO 0 02/01/26NIO 0 02/26	17,800,000	$16.4M	0.21%
17	MRNAMODERNA INC	157,000	$16.2M	0.21%
18	SPYSPDR TRUST SERIES 1	35,000	$15.0M	0.19%	Call
19	—VNET 0 02/26	17,810,000	$14.2M	0.18%
20	PDD 0 12/01/25PDD 0 12/25	14,700,000	$14.1M	0.18%
21	DISWALT DISNEY STK	164,282	$13.3M	0.17%	Put
22	TIPISHARES TIPS BOND ETF	91,000	$9.4M	0.12%	Call
23	NKENIKE INC	77,739	$7.4M	0.10%	Put
24	ATVIEURACTIVISION BLIZZARD INC	78,523	$7.4M	0.09%	Put
25	IOVAIOVANCE BIOTHERAPEUTICS	1,562,686	$7.1M	0.09%
26	VMWEURVMWARE INC-CLASS A	41,156	$6.9M	0.09%
27	BILI 0.5 12/01/26BILIBILI INC	9,000,000	$6.8M	0.09%
28	ABNBAirbnb Inc	45,000	$6.2M	0.08%	Put
29	WW6WW INTERNATIONAL INC	540,233	$6.0M	0.08%	Put
30	SGENUSDSEAGEN INC	27,445	$5.8M	0.08%
31	HZNPHORIZON PHARMA PLC	45,000	$5.2M	0.07%
32	TRTXTPG RE Finance Trust Inc	704,738	$4.7M	0.06%
33	OZKBank Ozk	120,000	$4.4M	0.06%	Put
34	TPCTUTOR PERINI CORP	550,000	$4.3M	0.06%	Put
35	SABRSABRE CORP	910,379	$4.1M	0.05%	Put
36	BKLNInvesco Senior Loan ETF	175,000	$3.7M	0.05%
37	FDO.FMACYS INC	275,072	$3.2M	0.04%	Put
38	BLDRBUILDERS FIRSTSOURCE INC	25,000	$3.1M	0.04%	Put
39	SYFSYNCHRONY FINANCIAL	100,000	$3.1M	0.04%	Put
40	SEDGSOLAREDGE TECHNOLOGIES INC	18,720	$2.4M	0.03%
41	S9QSPIRIT AEROSYSTEMS HOLD-CL A	148,619	$2.4M	0.03%
42	NIO 0.5 02/01/27NIO 0.5 02/27	3,000,000	$2.4M	0.03%
43	RUNSUNRUN INC	167,474	$2.1M	0.03%
44	ALBALBEMARLE CORP	12,310	$2.1M	0.03%
45	DISHDISH NETWORK CORP	350,000	$2.1M	0.03%	Put
46	AMCAMC ENTERTAINMENT HLDS-CL A	250,000	$2.0M	0.03%	Put
47	TSLATESLA MOTORS INC	7,692	$1.9M	0.02%
48	IQ 4 12/15/26IQ 4 12/26	3,100,000	$1.9M	0.02%
49	AERAERCAP HOLDINGS NV	30,000	$1.9M	0.02%	Put
50	VVISA INC-CLASS A SHARES	7,942	$1.8M	0.02%
51	GDXJMARKET VECTORS JR GOLD MINER	53,566	$1.7M	0.02%
52	THRYThryv Holdings Inc	90,000	$1.7M	0.02%	Put
53	DARDARLING INGREDIENTS INC	32,158	$1.7M	0.02%
54	DLTRDOLLAR TREE STORES INC	15,000	$1.6M	0.02%	Put
55	HDHOME DEPOT INC	5,206	$1.6M	0.02%
56	MLMMARTIN MARIETTA MATERIALS	3,790	$1.6M	0.02%
57	KRBNKraneShares Global Carbon Strategy ETF	42,637	$1.5M	0.02%
58	BFHBread Financial Holdings Inc	40,000	$1.4M	0.02%	Put
59	RIGTRANSOCEAN LTD	165,132	$1.4M	0.02%	Put
60	FCXFREEPORT - MCMORAN COPPER B	35,618	$1.3M	0.02%
61	EZAISHARES MSCI SOUTH AFRICA IN	35,095	$1.3M	0.02%
62	NVDANVIDIA CORP	2,996	$1.3M	0.02%
63	KSSKOHLS STK	62,157	$1.3M	0.02%	Put
64	TRVCCITIGROUP INC	31,596	$1.3M	0.02%
65	HOUSAnywhere Real Estate Inc	200,000	$1.3M	0.02%	Put
66	AAPLAPPLE COMPUTER INC	7,439	$1.3M	0.02%
67	GMGENERAL MOTORS CORP	37,463	$1.2M	0.02%	Call
68	AMCXAMC NETWORKS INC-A	100,000	$1.2M	0.02%	Put
69	BABoeing Co	5,759	$1.1M	0.01%
70	MAMASTERCARD INC-CLASS A	2,700	$1.1M	0.01%
71	ZTSZOETIS INC	6,126	$1.1M	0.01%
72	USOUNITED STATES OIL FUND LP	13,000	$1.1M	0.01%
73	TPICQTPI Composites Inc	373,340	$989K	0.01%
74	BMYBRISTOL MYERS STK	16,853	$978K	0.01%
75	DHCDiversified Healthcare Trust	500,000	$970K	0.01%	Call
76	ACHOWENS & MINOR INC	58,712	$948K	0.01%
77	NLRMarket Vectors Nuclear ETF	13,388	$948K	0.01%
78	TJXTJX PR C	10,613	$943K	0.01%
79	VACMARRIOTT VACATIONS WORLD	9,277	$933K	0.01%
80	RLXRLX Technology Inc	605,520	$914K	0.01%
81	JWNUSDNORDSTROM INC	61,237	$914K	0.01%	Put
82	PENNPenn Entertainment Inc	39,764	$912K	0.01%
83	PTONPELOTON INTERACTIVE INC-A	179,647	$906K	0.01%	Put
84	VALEVALE SA-SP ADR	67,048	$898K	0.01%
85	PFEPFIZER STK	26,669	$884K	0.01%
86	DHRB&G FOODS INC-CLASS A	87,896	$869K	0.01%
87	AZULQAzul SA	100,000	$859K	0.01%	Put
88	NCLHNORWEGIAN CRUISE LINE HOLDINGS LTD	51,775	$853K	0.01%
89	VMIVALMONT INDUSTRIES	3,547	$852K	0.01%
90	RIOTRiot Blockchain Inc	90,000	$839K	0.01%
91	DHRDANAHER CORP	3,314	$822K	0.01%
92	GEGGEO GROUP INC/THE	100,000	$818K	0.01%	Put
93	AHCOAdapthealth Corp	89,998	$818K	0.01%
94	VSCOVictoria's Secret & Co	48,666	$811K	0.01%
95	NWLNEWELL STK	89,783	$810K	0.01%
96	HEHAWAIIAN ELECTRIC INDS	65,000	$799K	0.01%	Put
97	TTDTRADE DESK INC	10,219	$798K	0.01%
98	OPITQOffice Properties Income Trust	190,000	$779K	0.01%	Put
99	GWWWW GRAINGER STK	1,077	$745K	0.01%
100	COFCAPITAL ONE FINANCIAL CORP	7,500	$727K	0.01%	Put

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