Fund HoldingsBrevan Howard Capital Management LP

Total Portfolio Value
$8.18B
Total Bought
$4.81B
Total Sold
$4.39B
Net Transaction
+$417.00M
Filing Period:
Securities
SharesValue ($K)
Q3 2023
Q4 2023
Change
Q3 2023
Q4 2023
Weight (%)
Change
FINANCIAL SELECT SECTOR SPDR(Call)028,492,500+28,492,50001,071,318+1,071,318
FINANCIAL SELECT SECTOR SPDR(Put)023,311,000+23,311,0000876,494+876,494
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ(Call)162,5002,220,000+2,057,50058,219909,134+850,916
ISHARES MSCI EMERGING MKT IN(Call)37,015,00041,505,500+4,490,5001,404,7191,668,936+264,217
CONSUMER STAPLES SPDR(Call)
ST STR STAPL ETF
02,601,000+2,601,0000187,350+187,350
ISHARES MSCI EMERGING MKT IN(Put)22,071,00025,148,000+3,077,000837,5941,011,201+173,607
ISHARES JP MORGAN USD EMERGING MARKETS105,0001,205,000+1,100,0008,665107,3171.31%+98,653
ISHARES 20plus YR TREAS(Put)200,000980,000+780,00017,73896,902+79,164
KraneShares CSI China Internet ETF(Call)02,890,000+2,890,000078,030+78,030
ISHARES FTSE/XINHUA CHINA 25(Call)03,147,500+3,147,500075,634+75,634
HEALTH CARE SELECT SECTO(Call)
ST STR CARE ETF
0517,500+517,500070,577+70,577
ISHARES MSCI EAFE INDEX FUND(Put)0797,500+797,500060,092+60,092
ISHARES RUSSELL 2000 ETF(Put)351,600550,000+198,40062,142110,391+48,249
HEALTH CARE SELECT SECTO(Put)
ST STR CARE ETF
0300,000+300,000040,914+40,914
ISHARES IBOXX H/Y CORP BOND0500,000+500,000038,6950.47%+38,695
ISHARES MSCI BRAZIL(Call)750,0001,505,000+755,00023,00352,615+29,612
ISHARES RUSSELL 2000 ETF(Call)226,500326,500+100,00040,03265,532+25,500
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ060,607+60,607024,8200.30%+24,820
KBW REGIONAL BANKING ETF(Call)
ST STR SP REGBNK
0453,500+453,500023,777+23,777
HOME DEPOT INC(HD)5,20648,275+43,0691,57316,7300.20%+15,157
BILIBILI INC000014,9910.18%+14,991
SPDR Portfolio Intermediate Term Corporate Bd ETF
ST INTER BD ETF
0350,000+350,000011,4910.14%+11,491
NVIDIA CORP(NVDA)022,185+22,185010,9860.13%+10,986
ISHARES IBOXX INV GR CORP BD078,000+78,00008,6310.11%+8,631
APPLE COMPUTER INC(AAPL)7,43948,608+41,1691,2749,3580.11%+8,085
SPLUNK INC052,882+52,88208,0570.10%+8,057
SEALTD 2.375 12/25(SE)00007,0750.09%+7,075
WALT DISNEY STK(DIS)(Call)70,000135,000+65,0005,67412,189+6,516
HESS CORP046,063+46,06306,6400.08%+6,640
SPIRIT AEROSYSTEMS HOLD-CL A148,619254,481+105,8622,3998,0870.10%+5,689
ALPHABET(GOOG)039,282+39,28205,5360.07%+5,536
Office Properties Income Trust(Put)190,000833,300+643,3007796,100+5,321
PURE STORAGE INC - CLASS A(P)0140,778+140,77805,0200.06%+5,020
VALERO ENERGY STK(VLO)037,856+37,85604,9210.06%+4,921
VNET 0 02/2600014,16218,4660.23%+4,304
Meta Platforms Inc(META)013,494+13,49404,7760.06%+4,776
MARATHON PETROLEUM CORP(MPC)031,082+31,08204,6110.06%+4,611
FORTINET INC(FTNT)(Call)070,000+70,00004,097+4,097
FORTINET INC(FTNT)(Put)070,000+70,00004,097+4,097
VISA INC-CLASS A SHARES(V)7,94222,732+14,7901,8275,9180.07%+4,092
Schwab US Dividend Equity ETF053,535+53,53504,0760.05%+4,076
JP MORGAN CHASE & CO(JPM)023,882+23,88204,0620.05%+4,062
KraneShares CSI China Internet ETF0147,352+147,35203,9790.05%+3,979
UNITEDHEALTH GROUP INC(UNH)07,442+7,44203,9180.05%+3,918
DIAMONDBACK ENERGY INC(FANG)(Call)025,000+25,00003,877+3,877
DIAMONDBACK ENERGY INC(FANG)(Put)025,000+25,00003,877+3,877
Booking Holding Inc.(BKNG)01,147+1,14704,0690.05%+4,069
ISHARES FTSE/XINHUA CHINA 250152,610+152,61003,6670.04%+3,667
BANK OF AMERICA CORP0106,938+106,93803,6010.04%+3,601
Marathon Digital Holdings Inc(MARA)(Call)0150,000+150,00003,524+3,524
CONSUMER STAPLES SPDR
ST STR STAPL ETF
048,694+48,69403,5070.04%+3,507
ISHARES JP MORGAN USD EMERGING MARKETS039,000+39,00003,4730.04%+3,473
INDUSTRIAL SELECT SECT SPDR
ST STR INDL ETF
030,165+30,16503,4390.04%+3,439
MERCK & CO INC(MRK)030,149+30,14903,2870.04%+3,287
IDEXX LABORATORIES INC(IDXX)05,735+5,73503,1830.04%+3,183
Frontier Communications Parent Inc(Put)0125,000+125,00003,168+3,168
CAPRI HOLDINGS LTD
SHS
062,765+62,76503,1530.04%+3,153
KBW REGIONAL BANKING ETF(Put)
ST STR SP REGBNK
060,000+60,00003,146+3,146
PROGRESSIVE OHIO STK(PGR)019,398+19,39803,0900.04%+3,090
LOWES COMPANIES(LOW)015,339+15,33903,4140.04%+3,414
Boeing Co(BA)5,75915,867+10,1081,1044,1360.05%+3,032
SUNPOWER CORP-CLASS A(Put)0625,000+625,00003,019+3,019
AMAZON.COM INC(AMZN)019,442+19,44202,9540.04%+2,954
ACCENTURE PLC-CL A
SHS CLASS A
08,344+8,34402,9280.04%+2,928
LIVENT CORP0161,248+161,24802,8990.04%+2,899
STARBUCKS CORP(SBUX)028,970+28,97002,7810.03%+2,781
DEERE & CO STK(DE)07,654+7,65403,0610.04%+3,061
MSCI INC-A(MSCI)04,870+4,87002,7550.03%+2,755
SPDR KBW INSURANCE ETF
ST STR SP INS
059,273+59,27302,6800.03%+2,680
LOCKHEED MARTIN - LMT(LMT)07,121+7,12103,2280.04%+3,228
ALPHABET INC-CL A(GOOG)018,187+18,18702,5410.03%+2,541
MASTERCARD INC-CLASS A(MA)2,7008,456+5,7561,0693,6070.04%+2,538
AMERICAN HOMES 4 RENT-A(AMH)069,164+69,16402,4870.03%+2,487
PROSHARES S&P 500 DIVIDEND ETF
S&P 500 DV ARIST
025,362+25,36202,4140.03%+2,414
FIDELITY NATIONAL INFORMATIO(FIS)040,022+40,02202,4040.03%+2,404
MICRON TECHNOLOGY INC(MU)028,023+28,02302,3910.03%+2,391
EXXON MOBIL CORPORATION026,154+26,15402,6150.03%+2,615
CATERPILLAR STK(CAT)08,043+8,04302,3780.03%+2,378
COINBASE GLOBAL INC -CLASS A(COIN)013,648+13,64802,3740.03%+2,374
ELI LILLY & CO(LLY)04,042+4,04202,3560.03%+2,356
HEWLETT PACKARD ENTERPRISE(HPE)0151,578+151,57802,5740.03%+2,574
ISHARES DJ US REAL ESTATE025,634+25,63402,3430.03%+2,343
BERKSHIRE HATHAWAY INC-CL B06,535+6,53502,3310.03%+2,331
Riot Blockchain Inc(RIOT)(Call)0150,000+150,00002,321+2,321
WILLSCOT MOBILE MINI HOLDING(WSC)050,956+50,95602,2680.03%+2,268
CUMMINS INC(CMI)010,634+10,63402,5480.03%+2,548
KINDER MORGAN INC(KMI)0119,084+119,08402,1010.03%+2,101
OWENS CORNING INC(OC)014,039+14,03902,0810.03%+2,081
COMCAST CORP -CLASS A(CCZ)046,897+46,89702,0560.03%+2,056
SPDR S&P Dividend ETF
ST STR SP DIV
016,267+16,26702,0330.02%+2,033
TJX PR C(TJX)10,61331,620+21,0079432,9660.04%+2,023
RB Global Inc(RBA)030,032+30,03202,0090.02%+2,009
UNITED STATES OIL FUND LP(USO)(Call)030,000+30,00002,000+2,000
UNITED STATES OIL FUND LP(USO)(Put)030,000+30,00002,000+2,000
WAYFAIR INC-(W)040,239+40,23902,4830.03%+2,483
ABBVIE INC(ABBV)012,727+12,72701,9720.02%+1,972
HP INC(HPQ)078,588+78,58802,3650.03%+2,365
TRANSDIGM GROUP INC(TDG)01,887+1,88701,9090.02%+1,909
STEEL DYNAMICS INC(STLD)017,999+17,99902,1260.03%+2,126
ATMOS ENERGY STK(ATO)016,292+16,29201,8880.02%+1,888
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