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Brevan Howard Capital Management LP

Q2 2023 · 13F-HR

Brevan Howard Capital Management LPholdings as filed

Filed 2023-08-14 · accession 0000905148-23-000725

$4.79B
Reported value
194
Positions
2023-06-30
Period end
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Holdings as filed

CUSIPTickerIssuerValue% port.SharesClassVoting
464288953ISHARES IBOXX H/Y CORP BOND$1.05B21.9%13,950,000PUTSOLE
46090E953Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ$830.5M17.3%2,248,100PUTSOLE
464287902ISHARES 20plus YR TREAS$808.1M16.9%7,850,100CALLSOLE
464288903ISHARES IBOXX H/Y CORP BOND$357.9M7.47%4,768,000CALLSOLE
78462F953SPDR TRUST SERIES 1$199.5M4.16%450,000PUTSOLE
464287904ISHARES MSCI EMERGING MKT IN$160.2M3.34%4,207,500CALLSOLE
594918904MICROSOFT CORP$129.4M2.70%380,000CALLSOLE
46428Q909ISHARES SILVER TRUST$111.7M2.33%5,347,700CALLSOLE
464287955ISHARES RUSSELL 2000 ETF$105.1M2.19%561,000PUTSOLE
464287432TLTISHARES 20plus YR TREAS$86.8M1.81%842,930CommonSOLE
464287905ISHARES RUSSELL 2000 ETF$79.6M1.66%425,000CALLSOLE
464288901ISHARES JP MORGAN USD EMERGING MARKETS$77.9M1.63%900,000CALLSOLE
651639906NEWMONT MINING$64.0M1.34%1,500,000CALLSOLE
464288281EMBISHARES JP MORGAN USD EMERGING MARKETS$63.5M1.33%734,035CommonSOLE
464286400EWZISHARES MSCI BRAZIL$58.5M1.22%1,805,000CommonSOLE
464287906ISHARES TIPS BOND ETF$55.7M1.16%518,000CALLSOLE
46090E903Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ$48.9M1.02%132,500CALLSOLE
78464A958KBW REGIONAL BANKING ETF$32.7M0.68%800,000PUTSOLE
464287956ISHARES TIPS BOND ETF$32.3M0.67%300,000PUTSOLE
464287954ISHARES FTSE/XINHUA CHINA 25$27.2M0.57%1,000,000PUTSOLE
464287234EEMISHARES MSCI EMERGING MKT IN$25.3M0.53%640,000CommonSOLE
46137V957Invesco S&P 500 Eql Wght ETF$22.4M0.47%150,000PUTSOLE
464288951ISHARES JP MORGAN USD EMERGING MARKETS$21.6M0.45%250,000PUTSOLE
37954Y871URAGlobal X Uranium ETF$20.5M0.43%945,000CommonSOLE
60770K107MRNAMODERNA INC$19.1M0.40%157,000CommonSOLE
12572Q105CMECHICAGO MERCANTILE EXCHANGE$19.0M0.40%102,553CommonSOLE
62914VAE6NIO 0 02/01/26NIO INC$16.4M0.34%17,800,000CommonSOLE
722304AC6PDD 0 12/01/25PDD HOLDINGS INC$14.1M0.29%14,700,000CommonSOLE
464287176TIPISHARES TIPS BOND ETF$12.7M0.26%117,600CommonSOLE
90138VAB3VNET GROUP INC$11.8M0.25%14,810,000CommonSOLE
462260100IOVAIOVANCE BIOTHERAPEUTICS$10.4M0.22%1,481,435CommonSOLE
06417N953Bank Ozk$8.3M0.17%207,500PUTSOLE
090040AF3BILI 0.5 12/01/26BILIBILI INC$6.8M0.14%9,000,000CommonSOLE
29260Y1090C3ENDEAVOR GROUP HOLD-CLASS A$6.2M0.13%260,000CommonSOLE
98156Q108WORLD WRESTLING ENTMNT INC-A$6.0M0.12%55,000CommonSOLE
928563402VMWAVMWARE INC-CLASS A$5.9M0.12%41,156CommonSOLE
68389X105ORCLORACLE CORPORATION$5.7M0.12%48,000CommonSOLE
87266M107TRTXTPG RE Finance Trust Inc$5.2M0.11%704,738CommonSOLE
00507V109AIYACTIVISION BLIZZARD INC$5.2M0.11%61,543CommonSOLE
594918104MSFTMICROSOFT CORP$5.2M0.11%15,158CommonSOLE
78462F103SPYSPDR TRUST SERIES 1$4.7M0.10%10,642CommonSOLE
G46188101HZNPNHORIZON PHARMA PLC$4.6M0.10%45,000CommonSOLE
81762P102NOWSERVICENOW INC$4.3M0.09%7,700CommonSOLE
98138H101WDAYWORKDAY INC-CLASS A$4.3M0.09%19,000CommonSOLE
25402D102DOCNDigitalOcean Holdings Inc$4.0M0.08%99,000CommonSOLE
87266J104TPICQTPI Composites Inc$3.8M0.08%364,044CommonSOLE
911363109URIUNITED RENTALS INC$3.4M0.07%7,650CommonSOLE
901109958TUTOR PERINI CORP$3.2M0.07%450,000PUTSOLE
531229607LIBERTY MEDIA COR-SIRIUSXM C$3.1M0.06%94,000CommonSOLE
531229854FWONKUSDLIBERTY MEDIA CORP-LIBERTY-C$3.0M0.06%40,500CommonSOLE
86771W105RUNSUNRUN INC$3.0M0.06%167,474CommonSOLE
92189H907OIL SERVICE HOLDRS TRUST$2.9M0.06%10,000CALLSOLE
464287242LQDISHARES IBOXX INV GR CORP BD$2.9M0.06%26,521CommonSOLE
835699307SONYSony Group Corp$2.8M0.06%31,600CommonSOLE
922908736VUGVanguard Growth Index Fund$2.8M0.06%10,000CommonSOLE
83417M104SEDGSOLAREDGE TECHNOLOGIES INC$2.5M0.05%9,291CommonSOLE
023135106AMZNAMAZON.COM INC$2.5M0.05%19,000CommonSOLE
62914VAF3NIO 0.5 02/01/27NIO INC$2.4M0.05%3,000,000CommonSOLE
N07059210ASMLASML HOLDING NV-NY REG SHS$2.3M0.05%3,200CommonSOLE
127387108CDNSCADENCE DESIGN SYS INC$2.2M0.05%9,500CommonSOLE
886029956Thryv Holdings Inc$2.2M0.05%90,000PUTSOLE
038222105AMATAPPLIED MATERIALS INC$2.2M0.05%15,000CommonSOLE
47215P106JDJD.COM INC-ADR$2.0M0.04%59,133CommonSOLE
88160R101TSLATESLA MOTORS INC$2.0M0.04%7,692CommonSOLE
92189F791GDXJMARKET VECTORS JR GOLD MINER$1.9M0.04%53,566CommonSOLE
N00985956AERCAP HOLDINGS NV$1.9M0.04%30,000PUTSOLE
848574109S9QSPIRIT AEROSYSTEMS HOLD-CL A$1.9M0.04%65,250CommonSOLE
46267XAE8IQIYI INC$1.9M0.04%3,100,000CommonSOLE
237266101DARDARLING INGREDIENTS INC$1.9M0.04%29,347CommonSOLE
92189F106GDXMARKET VECTORS GOLD MINERS$1.8M0.04%59,184CommonSOLE
012653101ALBALBEMARLE CORP$1.7M0.04%7,740CommonSOLE
98262P951WW INTERNATIONAL INC$1.7M0.04%250,000PUTSOLE
500767678KRBNKraneShares Global Carbon Strategy ETF$1.6M0.03%42,637CommonSOLE
573284106MLMMARTIN MARIETTA MATERIALS$1.5M0.03%3,280CommonSOLE
02079K305GOOGLALPHABET INC-CL A$1.5M0.03%12,500CommonSOLE
67623C959Office Properties Income Trust$1.5M0.03%190,000PUTSOLE
03938L203MTARCELORMITTAL-NY REG$1.4M0.03%52,562CommonSOLE
35671D857FCXFREEPORT - MCMORAN COPPER B$1.4M0.03%35,618CommonSOLE
464286780EZAISHARES MSCI SOUTH AFRICA IN$1.4M0.03%35,095CommonSOLE
30303M102METAMeta Platforms Inc$1.4M0.03%4,800CommonSOLE
81369Y704XLIINDUSTRIAL SELECT SECT SPDR$1.3M0.03%12,500CommonSOLE
201723103CMCCOMMERCIAL METALS CO$1.3M0.03%25,003CommonSOLE
651639106NEMNEWMONT MINING$1.3M0.03%30,467CommonSOLE
37611X100DNA4EURGINKGO BIOWORKS HOLDINGS INC$1.3M0.03%698,552CommonSOLE
70614W950PELOTON INTERACTIVE INC-A$1.3M0.03%167,000PUTSOLE
78573M954SABRE CORP$1.3M0.03%400,000PUTSOLE
040413106ANETEURARISTA NETWORKS INC$1.2M0.03%7,500CommonSOLE
007903107AMDADVANCED MICRO DEVICES$1.1M0.02%10,000CommonSOLE
25525P907Diversified Healthcare Trust$1.1M0.02%500,000CALLSOLE
00165C954AMC ENTERTAINMENT HLDS-CL A$1.1M0.02%250,000PUTSOLE
64110L106NFLXNETFLIX INC$1.1M0.02%2,450CommonSOLE
67066G104NVDANVIDIA CORP$1.1M0.02%2,500CommonSOLE
98978V103ZTSZOETIS INC$1.1M0.02%6,126CommonSOLE
00164V953AMC NETWORKS INC-A$1.0M0.02%85,000PUTSOLE
06417N903Bank Ozk$1.0M0.02%25,000CALLSOLE
934423104WBDWARNER BROS DISCOVERY INC$919,1820.02%73,300CommonSOLE
05508R106BGSB&G FOODS INC-CLASS A$919,0120.02%66,021CommonSOLE
91912E105VALEVALE SA-SP ADR$899,7840.02%67,048CommonSOLE
926400102VSCOVictoria's Secret & Co$872,8070.02%50,075CommonSOLE
316773950FIFTH THIRD BANCORP$864,9300.02%33,000PUTSOLE
83545G102SAHSONIC AUTOMOTIVE INC-CLASS A$849,0980.02%17,812CommonSOLE
00507V959ACTIVISION BLIZZARD INC$843,0000.02%10,000PUTSOLE
451100951ICAHN ENTERPRISES LP$827,3550.02%28,500PUTSOLE
16955F107CHINDATA GROUP HOLDINGS-ADR$818,0590.02%114,254CommonSOLE
651229106NWLNEWELL STK$803,6800.02%92,377CommonSOLE
235851102DHRDANAHER CORP$795,3600.02%3,314CommonSOLE
92189F601NLRMarket Vectors Nuclear ETF$795,3140.02%13,388CommonSOLE
41068X100HASIHANNON ARMSTRONG SUSTAINABLE$775,3250.02%31,013CommonSOLE
707569109PENNPenn Entertainment Inc$767,5180.02%31,940CommonSOLE
464287390ILFISHARES S&P LATIN AMERICA 40$762,3630.02%28,059CommonSOLE
89531P105TREXTREX COMPANY INC$761,0860.02%11,609CommonSOLE
16119P108CHTRCHARTER COMMUNICATIONS$760,8230.02%2,071CommonSOLE
920253101VMIVALMONT INDUSTRIES$759,0580.02%2,608CommonSOLE
00846U101AAGILENT TECHNOLOGIES INC$754,3280.02%6,273CommonSOLE
55616P104MMACYS INC$740,9160.02%46,163CommonSOLE
36162J956GEO GROUP INC/THE$716,0000.01%100,000PUTSOLE
57164Y107VACMARRIOTT VACATIONS WORLD$698,0310.01%5,688CommonSOLE
810186106SMGSCOTTS MIRACLE-GRO CO-CL A$692,5990.01%11,048CommonSOLE
46429B598INDAIISHARES MSCI INDIA ETF$690,5470.01%15,802CommonSOLE
294600101ETRNUSDEQUITRANS MIDSTREAM$667,3360.01%69,805CommonSOLE
536797103LADLITHIA MOTORS INC-CL A$654,4450.01%2,152CommonSOLE
26484T106DNBDUN & BRADSTREET HOLDINGS IN$637,3330.01%55,085CommonSOLE
683715106OTEXOPEN TEXT CORP$626,6570.01%15,082CommonSOLE
166764100CVXCHEVRON CORP$619,1720.01%3,935CommonSOLE
894164102TNLTravel plus Leisure Co$618,0500.01%15,321CommonSOLE
65341B106XIFRNEXTERA ENERGY PARTNERS LP$612,5530.01%10,446CommonSOLE
88023U101SGITEMPUR-PEDIC INTERNATIONAL$607,3410.01%15,157CommonSOLE
501889208LKQLKQ CORP$605,0170.01%10,383CommonSOLE
502160104LXULSB INDUSTRIES INC$600,5060.01%60,965CommonSOLE
053774105CARAVIS BUDGET GROUP INC$591,7980.01%2,588CommonSOLE
345370860FFORD$579,1160.01%38,276CommonSOLE
00827BAB2AFRM 0 11/15/26THE ADT CORPORATION$577,6020.01%95,788CommonSOLE
984017103XHRXENIA HOTELS & RESORTS INC$576,9940.01%46,872CommonSOLE
25470M959DISH NETWORK CORP$546,9700.01%83,000PUTSOLE
070830104BBWIBATH & BODY WORKS INC$532,7630.01%14,207CommonSOLE
235825205DANDANA INC$532,4060.01%31,318CommonSOLE
37045V100GMGENERAL MOTORS CORP$527,0380.01%13,668CommonSOLE
46284V101IRMIRON MOUNTAIN INC$524,1650.01%9,225CommonSOLE
94419L951WAYFAIR INC-$520,0800.01%8,000PUTSOLE
81211K100SDASEALED AIR CORP$510,7200.01%12,768CommonSOLE
23345M107DTMDT Midstream Inc$501,5490.01%10,118CommonSOLE
75737F958Redfin Corp$496,8000.01%40,000PUTSOLE
82575P107SBSWSibanye Stillwater Ltd$486,7760.01%78,009CommonSOLE
58470H101MEDMEDIFAST INC$485,7750.01%5,271CommonSOLE
45688C107NGVTINGEVITY CORP$475,9810.01%8,184CommonSOLE
336433107FSLRFIRST SOLAR INC$455,0750.01%2,394CommonSOLE
78410G104SBACSBA COMMUNICATIONS CORP$450,5410.01%1,944CommonSOLE
88830M102TWITITAN INTERNATIONAL INC$443,9890.01%38,675CommonSOLE
668771108GENGen Digital Inc$441,7130.01%23,812CommonSOLE
058498106BALLBALL CORP$423,4200.01%7,274CommonSOLE
78454L100SMST MARY LAND & EXPLORATION$423,3040.01%13,383CommonSOLE
05508R956B&G FOODS INC-CLASS A$417,6000.01%30,000PUTSOLE
171484108CHDNCHURCHILL DOWNS INC$413,6130.01%2,972CommonSOLE
00922R105ATSG*AIR TRANSPORT SERVICES GROUP$398,8360.01%21,136CommonSOLE
925550105VIAVVIAVI SOLUTIONS INC$398,1360.01%35,140CommonSOLE
872590104TMUST-MOBILE US INC$391,0040.01%2,815CommonSOLE
665531307NOGNorthern Oil and Gas Inc$387,1640.01%11,281CommonSOLE
30034T103G2CEVERI HOLDINGS INC$384,2600.01%26,574CommonSOLE
171779309CIENCIENA CORP$374,2940.01%8,809CommonSOLE
11040G103VTOLBristow Group Inc$360,0730.01%12,533CommonSOLE
05352A100AVTRAVANTOR INC$359,4090.01%17,498CommonSOLE
98980F104GTMZoomInfo Technologies Inc$351,8290.01%13,857CommonSOLE
G6095L109APTIV PLC$348,6370.01%3,415CommonSOLE
698813102PZZAPAPA JOHN'S INTL INC$342,7190.01%4,642CommonSOLE
G8994E103TTTRANE INC$341,3990.01%1,785CommonSOLE
680665205OLNOLIN CORP$340,8700.01%6,633CommonSOLE
69007J106OUTFRONT MEDIA INC$340,8100.01%21,680CommonSOLE
037833100AAPLAPPLE COMPUTER INC$333,8220.01%1,721CommonSOLE
896239100TRMBTRIMBLE NAVIGATION LTD$333,4690.01%6,299CommonSOLE
052769106ADSKAUTODESK INC$322,8750.01%1,578CommonSOLE
535555106LNNLINDSAY CORP$317,2060.01%2,658CommonSOLE
912909108USX1UNITED STATES STEEL CORP$313,6760.01%12,542CommonSOLE
001744101AMNAMN HEALTHCARE SERVICES INC$312,3020.01%2,862CommonSOLE
099502106BAHBOOZ ALLEN HAMILTON HOLDINGS$265,1620.01%2,376CommonSOLE
606710200MITKMitek Systems Inc$259,5750.01%23,946CommonSOLE
82489T104SWAVUSDSHOCKWAVE MEDICAL INC$252,8730.01%886CommonSOLE
538034109LYVLIVE NATION INC$244,4480.01%2,683CommonSOLE
00790R104WMSADVANCED DRAINAGE SYSTEMS$243,2620.01%2,138CommonSOLE
457730109INSPINSPIRE MEDICAL SYSTEMS INC$232,1180.00%715CommonSOLE
78709Y105SAIASAIA INC$228,0450.00%666CommonSOLE
68401U204OPRXOPTIMIZERx Corp$223,2810.00%15,625CommonSOLE
29084Q100EMEEMCOR GROUP INC$220,4430.00%1,193CommonSOLE
446150954HUNTINGTON BANCSHARES$215,6000.00%20,000PUTSOLE
46266C105IQVIQVIA HOLDINGS INC$212,6320.00%946CommonSOLE
00191U102EFORASGN INC$211,6890.00%2,799CommonSOLE
15118V207CELHCelsius Holdings Inc$211,2530.00%1,416CommonSOLE
03753U106APLSUSDApellis Pharmaceuticals Inc$207,3440.00%2,276CommonSOLE
49714P108KNSLKinsale Capital Group Inc$202,0680.00%540CommonSOLE
24703L202DELLDELL INC$200,4780.00%3,705CommonSOLE
90138A103VNET21VIANET GROUP INC-ADR$174,2900.00%60,100CommonSOLE
82968B103SIRIEURSIRIUS XM HOLDINGS INC$66,7720.00%14,740CommonSOLE
53228T101Lightning eMotors Inc$55,1200.00%15,311CommonSOLE
74915M100QVCAUSDQurate Retail, Inc.$46,0360.00%46,510CommonSOLE
075896100BBBYNBed Bath & Beyond Inc$3,5200.00%12,820CommonSOLE

Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.