Brevan Howard Capital Management LP Q4 2023 Filing

Filed February 14, 2024

Portfolio Value

$8.2M

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	$2.7M	32.78%	Put
2	—FINANCIAL SELECT SECTOR SPDR	51,803,500	$1.9M	23.80%	Put
3	NDQInvesco QQQ Trust Series 1 Nasdaq100 BB:QQQ	2,483,107	$1.0M	12.43%	Put
4	HYGISHARES IBOXX H/Y CORP BOND	8,483,900	$657K	8.02%	Put
5	XLFICONSUMER STAPLES SPDR	2,649,694	$191K	2.33%	Call
6	IWMISHARES RUSSELL 2000 ETF	878,583	$176K	2.15%	Put
7	XLVHEALTH CARE SELECT SECTO	817,500	$111K	1.36%	Put
8	EMBISHARES JP MORGAN USD EMERGING MARKETS	1,244,000	$111K	1.35%
9	TLTISHARES 20plus YR TREAS	1,060,000	$105K	1.28%	Put
10	KWEBKraneShares CSI China Internet ETF	3,037,352	$82K	1.00%	Call
11	FXIISHARES FTSE/XINHUA CHINA 25	3,300,110	$79K	0.97%	Call
12	EFAISHARES MSCI EAFE INDEX FUND	797,500	$60K	0.73%	Put
13	EWZISHARES MSCI BRAZIL	1,608,040	$56K	0.69%	Call
14	LVLNKBW REGIONAL BANKING ETF	513,500	$27K	0.33%	Put
15	—VNET 0 02/26	23,310,000	$18K	0.23%
16	HDHOME DEPOT INC	48,275	$17K	0.20%
17	DISWALT DISNEY STK	183,584	$17K	0.20%	Call
18	NIO 0 02/01/26NIO 0 02/26	17,800,000	$16K	0.20%
19	BILI 0.5 12/01/26BILIBILI INC	18,000,000	$15K	0.18%
20	SPIBSPDR Portfolio Intermediate Term Corporate Bd ETF	350,000	$11K	0.14%
21	NVDANVIDIA CORP	22,185	$11K	0.13%
22	AAPLAPPLE COMPUTER INC	48,608	$9K	0.11%
23	LQDISHARES IBOXX INV GR CORP BD	78,000	$9K	0.11%
24	FTNTFORTINET INC	140,000	$8K	0.10%	Put
25	FANGDIAMONDBACK ENERGY INC	52,824	$8K	0.10%	Put
26	S9QSPIRIT AEROSYSTEMS HOLD-CL A	254,481	$8K	0.10%
27	SPLKCHFSPLUNK INC	52,882	$8K	0.10%
28	SEALTD 2.375 12/01/25SEALTD 2.375 12/25	7,500,000	$7K	0.09%
29	TIPISHARES TIPS BOND ETF	64,200	$7K	0.08%	Call
30	HESHESS CORP	46,063	$7K	0.08%
31	OPITQOffice Properties Income Trust	833,300	$6K	0.07%	Put
32	VVISA INC-CLASS A SHARES	22,732	$6K	0.07%
33	IOVAIOVANCE BIOTHERAPEUTICS	692,775	$6K	0.07%
34	GOOGALPHABET	39,282	$6K	0.07%
35	BLDRBUILDERS FIRSTSOURCE INC	30,769	$5K	0.06%	Put
36	PSTGPURE STORAGE INC - CLASS A	140,778	$5K	0.06%
37	VLOVALERO ENERGY STK	37,856	$5K	0.06%
38	USOUNITED STATES OIL FUND LP	73,000	$5K	0.06%	Put
39	METAMeta Platforms Inc	13,494	$5K	0.06%
40	TRVCCITIGROUP INC	91,630	$5K	0.06%	Put
41	MPCMARATHON PETROLEUM CORP	31,082	$5K	0.06%
42	TRTXTPG RE Finance Trust Inc	704,738	$5K	0.06%
43	SABRSABRE CORP	942,959	$4K	0.05%	Put
44	BABoeing Co	15,867	$4K	0.05%
45	SCHDSchwab US Dividend Equity ETF	53,535	$4K	0.05%
46	BKNGBooking Holding Inc.	1,147	$4K	0.05%
47	JPMJP MORGAN CHASE & CO	23,882	$4K	0.05%
48	UNHUNITEDHEALTH GROUP INC	7,442	$4K	0.05%
49	SEDGSOLAREDGE TECHNOLOGIES INC	39,374	$4K	0.05%
50	MAMASTERCARD INC-CLASS A	8,456	$4K	0.04%
51	BACBANK OF AMERICA CORP	106,938	$4K	0.04%
52	RIOTRiot Blockchain Inc	231,393	$4K	0.04%	Call
53	MARAMarathon Digital Holdings Inc	150,000	$4K	0.04%	Call
54	XLIINDUSTRIAL SELECT SECT SPDR	30,165	$3K	0.04%
55	LOWLOWES COMPANIES	15,339	$3K	0.04%
56	MRKMERCK & CO INC	30,149	$3K	0.04%
57	COINCOINBASE GLOBAL INC -CLASS A	18,648	$3K	0.04%	Put
58	LMTLOCKHEED MARTIN - LMT	7,121	$3K	0.04%
59	IDXXIDEXX LABORATORIES INC	5,735	$3K	0.04%
60	FYBRFrontier Communications Parent Inc	125,000	$3K	0.04%	Put
61	CPRICAPRI HOLDINGS LTD	62,765	$3K	0.04%
62	SPWRQSUNPOWER CORP-CLASS A	650,000	$3K	0.04%	Put
63	PGRPROGRESSIVE OHIO STK	19,398	$3K	0.04%
64	DEDEERE & CO STK	7,654	$3K	0.04%
65	TJXTJX PR C	31,620	$3K	0.04%
66	AMZNAMAZON.COM INC	19,442	$3K	0.04%
67	ACNACCENTURE PLC-CL A	8,344	$3K	0.04%
68	LTHM1EURLIVENT CORP	161,248	$3K	0.04%
69	MLMMARTIN MARIETTA MATERIALS	5,672	$3K	0.03%
70	SBUXSTARBUCKS CORP	28,970	$3K	0.03%
71	MSCIMSCI INC-A	4,870	$3K	0.03%
72	TPCTUTOR PERINI CORP	300,000	$3K	0.03%	Put
73	KIESPDR KBW INSURANCE ETF	59,273	$3K	0.03%
74	RUNSUNRUN INC	136,324	$3K	0.03%
75	XOMEXXON MOBIL CORPORATION	26,154	$3K	0.03%
76	HPEHEWLETT PACKARD ENTERPRISE	151,578	$3K	0.03%
77	WW6WW INTERNATIONAL INC	292,500	$3K	0.03%
78	CMICUMMINS INC	10,634	$3K	0.03%
79	GOOGLALPHABET INC-CL A	18,187	$3K	0.03%
80	AMHAMERICAN HOMES 4 RENT-A	69,164	$2K	0.03%
81	WWAYFAIR INC-	40,239	$2K	0.03%
82	TREXTREX COMPANY INC	29,552	$2K	0.03%
83	NOBLPROSHARES S&P 500 DIVIDEND ETF	25,362	$2K	0.03%
84	FISFIDELITY NATIONAL INFORMATIO	40,022	$2K	0.03%
85	NIO 0.5 02/01/27NIO 0.5 02/27	3,000,000	$2K	0.03%
86	MUMICRON TECHNOLOGY INC	28,023	$2K	0.03%
87	CATCATERPILLAR STK	8,043	$2K	0.03%
88	7HPHP INC	78,588	$2K	0.03%
89	LLYELI LILLY & CO	4,042	$2K	0.03%
90	IYRISHARES DJ US REAL ESTATE	25,634	$2K	0.03%
91	BRK/BBERKSHIRE HATHAWAY INC-CL B	6,535	$2K	0.03%
92	VMIVALMONT INDUSTRIES	9,973	$2K	0.03%
93	COSTCOSTCO WHOLESALE CORO	3,480	$2K	0.03%
94	WSCWILLSCOT MOBILE MINI HOLDING	50,956	$2K	0.03%
95	MCDMCDONALDS - MCD	7,497	$2K	0.03%
96	SHWSHERWIN WILLIAMS STK	6,998	$2K	0.03%
97	DISHDISH NETWORK CORP	376,834	$2K	0.03%	Put
98	STLDSTEEL DYNAMICS INC	17,999	$2K	0.03%
99	KMIKINDER MORGAN INC	119,084	$2K	0.03%
100	OCOWENS CORNING INC	14,039	$2K	0.03%

Page 1 of 10Next