Fund HoldingsBrevan Howard Capital Management LP

Total Portfolio Value
$7.76B
Total Bought
$7.56B
Total Sold
$4.57B
Net Transaction
+$2.98B
Filing Period:
Securities
SharesValue ($K)
Q2 2023
Q3 2023
Change
Q2 2023
Q3 2023
Weight (%)
Change
ISHARES MSCI EMERGING MKT IN(Call)037,015,000+37,015,00001,404,719+1,404,719
ISHARES IBOXX H/Y CORP BOND(Put)015,719,000+15,719,00001,158,805+1,158,805
ISHARES 20plus YR TREAS(Call)09,750,100+9,750,1000864,736+864,736
ISHARES MSCI EMERGING MKT IN(Put)022,071,000+22,071,0000837,594+837,594
FINANCIAL SELECT SECTOR SPDR(Call)
ST STR FINL ETF
024,787,000+24,787,0000822,185+822,185
ISHARES IBOXX H/Y CORP BOND(Call)08,118,000+8,118,0000598,459+598,459
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ(Put)01,659,600+1,659,6000594,585+594,585
FINANCIAL SELECT SECTOR SPDR(Put)
ST STR FINL ETF
011,212,800+11,212,8000371,929+371,929
ISHARES JP MORGAN USD EMERGING MARKETS(Put)01,950,000+1,950,0000160,914+160,914
ISHARES SILVER TRUST(SLV)(Call)05,347,700+5,347,7000108,772+108,772
NEWMONT MINING(NEM)(Call)02,500,000+2,500,000092,375+92,375
ISHARES RUSSELL 2000 ETF(Put)0351,600+351,600062,142+62,142
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ(Call)0162,500+162,500058,219+58,219
MARKET VECTORS GOLD MINERS(Call)
GOLD MINERS ETF
01,500,000+1,500,000040,365+40,365
ISHARES RUSSELL 2000 ETF(Call)0226,500+226,500040,032+40,032
ISHARES IBOXX INV GR CORP BD(Call)0300,000+300,000030,606+30,606
SPDR METALS & MINING ETF(Call)
ST STR SP METAL
0440,000+440,000023,100+23,100
ISHARES MSCI BRAZIL(Call)0750,000+750,000023,003+23,003
ISHARES 20plus YR TREAS(Put)0200,000+200,000017,738+17,738
SPDR TRUST SERIES 1(SPY)(Call)035,000+35,000014,962+14,962
FINANCIAL SELECT SECTOR SPDR
ST STR FINL ETF
0374,801+374,801012,4320.16%+12,432
SPDR S&P BIOTECH ETF(Call)
ST STR SP BIOT
0150,000+150,000010,953+10,953
SPDR S&P BIOTECH ETF(Put)
ST STR SP BIOT
0150,000+150,000010,953+10,953
ISHARES TIPS BOND ETF(Call)091,000+91,00009,439+9,439
ISHARES JP MORGAN USD EMERGING MARKETS0105,000+105,00008,6650.11%+8,665
BILIBILI INC00006,7560.09%+6,756
Airbnb Inc(Put)045,000+45,00006,174+6,174
SEAGEN INC027,445+27,44505,8220.08%+5,822
WALT DISNEY STK(DIS)(Call)070,000+70,00005,674+5,674
WALT DISNEY STK(DIS)069,282+69,28205,6150.07%+5,615
Bank Ozk(OZK)(Put)0120,000+120,00004,448+4,448
TUTOR PERINI CORP(TPC)(Put)0550,000+550,00004,307+4,307
NIKE INC(NKE)(Call)040,000+40,00003,825+3,825
Invesco Senior Loan ETF
SR LN ETF
0175,000+175,00003,6730.05%+3,673
WW INTERNATIONAL INC0290,233+290,23303,2130.04%+3,213
BUILDERS FIRSTSOURCE INC(BLDR)(Put)025,000+25,00003,112+3,112
SYNCHRONY FINANCIAL(SYF)(Put)0100,000+100,00003,057+3,057
NIKE INC(NKE)(Put)030,000+30,00002,869+2,869
WW INTERNATIONAL INC(Put)0250,000+250,00002,768+2,768
MACYS INC(M)(Put)0215,000+215,00002,496+2,496
SPIRIT AEROSYSTEMS HOLD-CL A0148,619+148,61902,3990.03%+2,399
VNET 0 02/2600011,79214,1620.18%+2,370
SABRE CORP0510,379+510,37902,2920.03%+2,292
DISH NETWORK CORP(Put)0350,000+350,00002,051+2,051
WALT DISNEY STK(DIS)(Put)025,000+25,00002,026+2,026
AMC ENTERTAINMENT HLDS-CL A(AMC)(Put)0250,000+250,00001,998+1,998
IQ 4 12/26(IQ)00001,8820.02%+1,882
AERCAP HOLDINGS NV(AER)(Put)030,000+30,00001,880+1,880
VISA INC-CLASS A SHARES(V)07,942+7,94201,8270.02%+1,827
SABRE CORP(Put)0400,000+400,00001,796+1,796
Thryv Holdings Inc(Put)090,000+90,00001,689+1,689
DOLLAR TREE STORES INC(DLTR)(Put)015,000+15,00001,597+1,597
HOME DEPOT INC(HD)05,206+5,20601,5730.02%+1,573
CHICAGO MERCANTILE EXCHANGE(CME)102,553102,553019,00220,5330.26%+1,531
Bread Financial Holdings Inc(Put)040,000+40,00001,368+1,368
CITIGROUP INC(C)031,596+31,59601,3000.02%+1,300
Anywhere Real Estate Inc(Put)0200,000+200,00001,286+1,286
TRANSOCEAN LTD(RIG)(Put)0150,000+150,00001,232+1,232
ACTIVISION BLIZZARD INC61,54368,523+6,9805,1886,4160.08%+1,228
AMC NETWORKS INC-A(Put)0100,000+100,00001,178+1,178
Boeing Co(BA)05,759+5,75901,1040.01%+1,104
MASTERCARD INC-CLASS A(MA)02,700+2,70001,0690.01%+1,069
UNITED STATES OIL FUND LP(USO)013,000+13,00001,0510.01%+1,051
KOHLS STK(KSS)(Put)050,000+50,00001,048+1,048
BRISTOL MYERS STK(BMY)016,853+16,85309780.01%+978
Diversified Healthcare Trust(DHC)(Call)0500,000+500,0000970+970
OWENS & MINOR INC058,712+58,71209490.01%+949
TJX PR C(TJX)010,613+10,61309430.01%+943
APPLE COMPUTER INC(AAPL)07,439+7,43901,2740.02%+1,274
VMWARE INC-CLASS A41,15641,15605,9146,8520.09%+938
ACTIVISION BLIZZARD INC(Put)010,000+10,0000937+937
RLX Technology Inc(RLX)0605,520+605,52009140.01%+914
PFIZER STK(PFE)026,669+26,66908850.01%+885
Azul SA(Put)0100,000+100,0000859+859
NORWEGIAN CRUISE LINE HOLDINGS LTD
SHS
051,775+51,77508530.01%+853
PELOTON INTERACTIVE INC-A(PTON)(Put)0167,000+167,0000843+843
Riot Blockchain Inc(RIOT)090,000+90,00008400.01%+840
Adapthealth Corp089,998+89,99808190.01%+819
GEO GROUP INC/THE(GEO)(Put)0100,000+100,0000818+818
TRADE DESK INC(TTD)010,219+10,21907990.01%+799
Office Properties Income Trust(Put)0190,000+190,0000779+779
WW GRAINGER STK(GWW)01,077+1,07707450.01%+745
NIKE INC(NKE)07,739+7,73907400.01%+740
CAPITAL ONE FINANCIAL CORP(COF)(Put)07,500+7,5000728+728
O-I Glasss INC(OI)042,633+42,63307130.01%+713
SEAWORLD ENTERTAINMENT INC(PRKS)015,317+15,31707080.01%+708
HERTZ GLOBAL HOLDINGS INC056,822+56,82206960.01%+696
NORDSTROM INC(Put)045,000+45,0000672+672
INTUIT INC(INTU)01,301+1,30106650.01%+665
STREETTRACKS GOLD TRUST(GLD)03,850+3,85006600.01%+660
JELD-WEN HOLDING049,381+49,38106600.01%+660
GENERAL MOTORS CORP(GM)(Call)020,000+20,0000659+659
ALTICE USA INC- A(Put)0200,000+200,0000654+654
AMERICAN TOWER CORP-CL A(AMT)03,962+3,96206520.01%+652
SEMPRA ENERGY(SRE)09,544+9,54406490.01%+649
CALLON PETROLEUM CORP016,537+16,53706470.01%+647
ECOLAB STK(ECL)03,653+3,65306190.01%+619
HAWAIIAN ELECTRIC INDS(HE)(Put)050,000+50,0000616+616
COOPERATIVE BANKSHARES INC011,314+11,31406060.01%+606
HORIZON PHARMA PLC45,00045,00004,6285,2060.07%+578
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