Brevan Howard Capital Management LP Q4 2023 Filing
Filed February 14, 2024
Portfolio Value
$8183.0T
Holdings
975
Report Date
Q4 2023
Filing Type
13F-HR
All Holdings (975 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | EEMISHARES MSCI EMERGING MKT IN | 66,713,500 | $2682.5T | 32.78% | Put |
| 2 | —FINANCIAL SELECT SECTOR SPDR | 51,803,500 | $1947.8T | 23.80% | Put |
| 3 | NDQInvesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | 2,483,107 | $1016.9T | 12.43% | Put |
| 4 | HYGISHARES IBOXX H/Y CORP BOND | 8,483,900 | $656.6T | 8.02% | Put |
| 5 | XLFICONSUMER STAPLES SPDR | 2,649,694 | $190.9T | 2.33% | Call |
| 6 | IWMISHARES RUSSELL 2000 ETF | 878,583 | $176.3T | 2.15% | Put |
| 7 | XLVHEALTH CARE SELECT SECTO | 817,500 | $111.5T | 1.36% | Put |
| 8 | EMBISHARES JP MORGAN USD EMERGING MARKETS | 1,244,000 | $110.8T | 1.35% | |
| 9 | TLTISHARES 20plus YR TREAS | 1,060,000 | $104.8T | 1.28% | Put |
| 10 | KWEBKraneShares CSI China Internet ETF | 3,037,352 | $82.0T | 1.00% | Call |
| 11 | FXIISHARES FTSE/XINHUA CHINA 25 | 3,300,110 | $79.3T | 0.97% | Call |
| 12 | EFAISHARES MSCI EAFE INDEX FUND | 797,500 | $60.1T | 0.73% | Put |
| 13 | EWZISHARES MSCI BRAZIL | 1,608,040 | $56.2T | 0.69% | Call |
| 14 | LVLNKBW REGIONAL BANKING ETF | 513,500 | $26.9T | 0.33% | Put |
| 15 | —VNET 0 02/26 | 23,310,000 | $18.5T | 0.23% | |
| 16 | HDHOME DEPOT INC | 48,275 | $16.7T | 0.20% | |
| 17 | DISWALT DISNEY STK | 183,584 | $16.6T | 0.20% | Call |
| 18 | NIO 0 02/01/26NIO 0 02/26 | 17,800,000 | $16.4T | 0.20% | |
| 19 | BILI 0.5 12/01/26BILIBILI INC | 18,000,000 | $15.0T | 0.18% | |
| 20 | SPIBSPDR Portfolio Intermediate Term Corporate Bd ETF | 350,000 | $11.5T | 0.14% | |
| 21 | NVDANVIDIA CORP | 22,185 | $11.0T | 0.13% | |
| 22 | AAPLAPPLE COMPUTER INC | 48,608 | $9.4T | 0.11% | |
| 23 | LQDISHARES IBOXX INV GR CORP BD | 78,000 | $8.6T | 0.11% | |
| 24 | FTNTFORTINET INC | 140,000 | $8.2T | 0.10% | Put |
| 25 | FANGDIAMONDBACK ENERGY INC | 52,824 | $8.2T | 0.10% | Put |
| 26 | S9QSPIRIT AEROSYSTEMS HOLD-CL A | 254,481 | $8.1T | 0.10% | |
| 27 | SPLKCHFSPLUNK INC | 52,882 | $8.1T | 0.10% | |
| 28 | SEALTD 2.375 12/01/25SEALTD 2.375 12/25 | 7,500,000 | $7.1T | 0.09% | |
| 29 | TIPISHARES TIPS BOND ETF | 64,200 | $6.9T | 0.08% | Call |
| 30 | HESHESS CORP | 46,063 | $6.6T | 0.08% | |
| 31 | OPITQOffice Properties Income Trust | 833,300 | $6.1T | 0.07% | Put |
| 32 | VVISA INC-CLASS A SHARES | 22,732 | $5.9T | 0.07% | |
| 33 | IOVAIOVANCE BIOTHERAPEUTICS | 692,775 | $5.6T | 0.07% | |
| 34 | GOOGALPHABET | 39,282 | $5.5T | 0.07% | |
| 35 | BLDRBUILDERS FIRSTSOURCE INC | 30,769 | $5.1T | 0.06% | Put |
| 36 | PSTGPURE STORAGE INC - CLASS A | 140,778 | $5.0T | 0.06% | |
| 37 | VLOVALERO ENERGY STK | 37,856 | $4.9T | 0.06% | |
| 38 | USOUNITED STATES OIL FUND LP | 73,000 | $4.9T | 0.06% | Put |
| 39 | METAMeta Platforms Inc | 13,494 | $4.8T | 0.06% | |
| 40 | TRVCCITIGROUP INC | 91,630 | $4.7T | 0.06% | Put |
| 41 | MPCMARATHON PETROLEUM CORP | 31,082 | $4.6T | 0.06% | |
| 42 | TRTXTPG RE Finance Trust Inc | 704,738 | $4.6T | 0.06% | |
| 43 | SABRSABRE CORP | 942,959 | $4.1T | 0.05% | Put |
| 44 | BABoeing Co | 15,867 | $4.1T | 0.05% | |
| 45 | SCHDSchwab US Dividend Equity ETF | 53,535 | $4.1T | 0.05% | |
| 46 | BKNGBooking Holding Inc. | 1,147 | $4.1T | 0.05% | |
| 47 | JPMJP MORGAN CHASE & CO | 23,882 | $4.1T | 0.05% | |
| 48 | UNHUNITEDHEALTH GROUP INC | 7,442 | $3.9T | 0.05% | |
| 49 | SEDGSOLAREDGE TECHNOLOGIES INC | 39,374 | $3.7T | 0.05% | |
| 50 | MAMASTERCARD INC-CLASS A | 8,456 | $3.6T | 0.04% | |
| 51 | BACBANK OF AMERICA CORP | 106,938 | $3.6T | 0.04% | |
| 52 | RIOTRiot Blockchain Inc | 231,393 | $3.6T | 0.04% | Call |
| 53 | MARAMarathon Digital Holdings Inc | 150,000 | $3.5T | 0.04% | Call |
| 54 | XLIINDUSTRIAL SELECT SECT SPDR | 30,165 | $3.4T | 0.04% | |
| 55 | LOWLOWES COMPANIES | 15,339 | $3.4T | 0.04% | |
| 56 | MRKMERCK & CO INC | 30,149 | $3.3T | 0.04% | |
| 57 | COINCOINBASE GLOBAL INC -CLASS A | 18,648 | $3.2T | 0.04% | Put |
| 58 | LMTLOCKHEED MARTIN - LMT | 7,121 | $3.2T | 0.04% | |
| 59 | IDXXIDEXX LABORATORIES INC | 5,735 | $3.2T | 0.04% | |
| 60 | FYBRFrontier Communications Parent Inc | 125,000 | $3.2T | 0.04% | Put |
| 61 | CPRICAPRI HOLDINGS LTD | 62,765 | $3.2T | 0.04% | |
| 62 | SPWRQSUNPOWER CORP-CLASS A | 650,000 | $3.1T | 0.04% | Put |
| 63 | PGRPROGRESSIVE OHIO STK | 19,398 | $3.1T | 0.04% | |
| 64 | DEDEERE & CO STK | 7,654 | $3.1T | 0.04% | |
| 65 | TJXTJX PR C | 31,620 | $3.0T | 0.04% | |
| 66 | AMZNAMAZON.COM INC | 19,442 | $3.0T | 0.04% | |
| 67 | ACNACCENTURE PLC-CL A | 8,344 | $2.9T | 0.04% | |
| 68 | LTHM1EURLIVENT CORP | 161,248 | $2.9T | 0.04% | |
| 69 | MLMMARTIN MARIETTA MATERIALS | 5,672 | $2.8T | 0.03% | |
| 70 | SBUXSTARBUCKS CORP | 28,970 | $2.8T | 0.03% | |
| 71 | MSCIMSCI INC-A | 4,870 | $2.8T | 0.03% | |
| 72 | TPCTUTOR PERINI CORP | 300,000 | $2.7T | 0.03% | Put |
| 73 | KIESPDR KBW INSURANCE ETF | 59,273 | $2.7T | 0.03% | |
| 74 | RUNSUNRUN INC | 136,324 | $2.7T | 0.03% | |
| 75 | XOMEXXON MOBIL CORPORATION | 26,154 | $2.6T | 0.03% | |
| 76 | HPEHEWLETT PACKARD ENTERPRISE | 151,578 | $2.6T | 0.03% | |
| 77 | WW6WW INTERNATIONAL INC | 292,500 | $2.6T | 0.03% | |
| 78 | CMICUMMINS INC | 10,634 | $2.5T | 0.03% | |
| 79 | GOOGLALPHABET INC-CL A | 18,187 | $2.5T | 0.03% | |
| 80 | AMHAMERICAN HOMES 4 RENT-A | 69,164 | $2.5T | 0.03% | |
| 81 | WWAYFAIR INC- | 40,239 | $2.5T | 0.03% | |
| 82 | TREXTREX COMPANY INC | 29,552 | $2.4T | 0.03% | |
| 83 | NOBLPROSHARES S&P 500 DIVIDEND ETF | 25,362 | $2.4T | 0.03% | |
| 84 | FISFIDELITY NATIONAL INFORMATIO | 40,022 | $2.4T | 0.03% | |
| 85 | NIO 0.5 02/01/27NIO 0.5 02/27 | 3,000,000 | $2.4T | 0.03% | |
| 86 | MUMICRON TECHNOLOGY INC | 28,023 | $2.4T | 0.03% | |
| 87 | CATCATERPILLAR STK | 8,043 | $2.4T | 0.03% | |
| 88 | 7HPHP INC | 78,588 | $2.4T | 0.03% | |
| 89 | LLYELI LILLY & CO | 4,042 | $2.4T | 0.03% | |
| 90 | IYRISHARES DJ US REAL ESTATE | 25,634 | $2.3T | 0.03% | |
| 91 | BRK/BBERKSHIRE HATHAWAY INC-CL B | 6,535 | $2.3T | 0.03% | |
| 92 | VMIVALMONT INDUSTRIES | 9,973 | $2.3T | 0.03% | |
| 93 | COSTCOSTCO WHOLESALE CORO | 3,480 | $2.3T | 0.03% | |
| 94 | WSCWILLSCOT MOBILE MINI HOLDING | 50,956 | $2.3T | 0.03% | |
| 95 | MCDMCDONALDS - MCD | 7,497 | $2.2T | 0.03% | |
| 96 | SHWSHERWIN WILLIAMS STK | 6,998 | $2.2T | 0.03% | |
| 97 | DISHDISH NETWORK CORP | 376,834 | $2.2T | 0.03% | Put |
| 98 | STLDSTEEL DYNAMICS INC | 17,999 | $2.1T | 0.03% | |
| 99 | KMIKINDER MORGAN INC | 119,084 | $2.1T | 0.03% | |
| 100 | OCOWENS CORNING INC | 14,039 | $2.1T | 0.03% |
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