Brevan Howard Capital Management

Brevan Howard Capital Management as of June 30, 2023

Portfolio Holdings for Brevan Howard Capital Management

Brevan Howard Capital Management holds 194 positions in its portfolio as reported in the June 2023 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Iboxx H/y Corp Bond Iboxx Hi Yd Etf Put Option 22.1 $1.0B 14M 75.07
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ Unit Ser 1 Put Option 17.5 $831M 2.2M 369.42
ISHARES 20plus YR TREAS 20 Yr Tr Bd Etf Call Option 17.0 $808M 7.9M 102.94
Ishares Iboxx H/y Corp Bond Iboxx Hi Yd Etf Call Option 7.5 $358M 4.8M 75.07
Spdr Trust Series 1 Tr Unit Put Option 4.2 $200M 450k 443.28
Microsoft Corp Call Option 2.7 $129M 380k 340.54
Ishares Ftse/xinhua China 25 China Lg-cap Etf Call Option 2.4 $114M 4.2M 27.19
Ishares Silver Trust Ishares Call Option 2.4 $112M 5.3M 20.89
Ishares Russell 2000 Etf Russell 2000 Etf Put Option 2.2 $105M 561k 187.27
ISHARES 20plus YR TREAS 20 Yr Tr Bd Etf (TLT) 1.8 $87M 843k 102.94
Ishares Russell 2000 Etf Russell 2000 Etf Call Option 1.7 $80M 425k 187.27
Ishares Jp Morgan Usd Emerging Markets Jpmorgan Usd Emg Call Option 1.6 $78M 900k 86.54
Newmont Mining Corp option Call Option 1.3 $64M 1.5M 42.66
Ishares Jp Morgan Usd Emerging Markets Jpmorgan Usd Emg (EMB) 1.3 $64M 734k 86.54
Ishares Msci Brazil Msci Brazil Etf (EWZ) 1.2 $59M 1.8M 32.43
Ishares Tips Bond Etf Tips Bd Etf Call Option 1.2 $56M 518k 107.62
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ Unit Ser 1 Call Option 1.0 $49M 133k 369.42
Kbw Regional Banking Etf S&p Regl Bkg Put Option 0.7 $33M 800k 40.83
Ishares Tips Bond Etf Tips Bd Etf Put Option 0.7 $32M 300k 107.62
Ishares Ftse/xinhua China 25 China Lg-cap Etf Put Option 0.6 $27M 1.0M 27.19
Ishares Msci Emerging Mkt In Msci Emg Mkt Etf (EEM) 0.5 $25M 640k 39.56
Invesco S&P 500 Eql Wght ETF S&p Sml600 Val Put Option 0.5 $22M 150k 149.64
Ishares Jp Morgan Usd Emerging Markets Jpmorgan Usd Emg Put Option 0.5 $22M 250k 86.54
Global X Uranium ETF Global X Uranium (URA) 0.4 $21M 945k 21.70
Moderna (MRNA) 0.4 $19M 157k 121.50
Cme (CME) 0.4 $19M 103k 185.29
Nio Note 2/0 (Principal) 0.3 $16M 18M 0.92
Pdd Holdings Note 12/0 (Principal) 0.3 $14M 15M 0.96
Ishares Tips Bond Etf Tips Bd Etf (TIP) 0.3 $13M 118k 107.62
Vnet Group Note 2/0 (Principal) 0.2 $12M 15M 0.80
Iovance Biotherapeutics (IOVA) 0.2 $10M 1.5M 7.04
Bank Ozk put Put Option 0.2 $8.3M 208k 40.16
Bilibili Note 0.500% 12/0 (Principal) 0.1 $6.8M 9.0M 0.75
Endeavor Group Hold-class A Cl A Com (EDR) 0.1 $6.2M 260k 23.92
World Wrestling Entmnt Inc-a Cl A 0.1 $6.0M 55k 108.47
Vmware Inc-class A Cl A Com 0.1 $5.9M 41k 143.69
Oracle Corporation (ORCL) 0.1 $5.7M 48k 119.09
Tpg Re Finance Trust Inc reit (TRTX) 0.1 $5.2M 705k 7.41
Activision Blizzard 0.1 $5.2M 62k 84.30
Microsoft Corporation (MSFT) 0.1 $5.2M 15k 340.54
Spdr Trust Series 1 Tr Unit (SPY) 0.1 $4.7M 11k 443.28
Horizon Pharma SHS 0.1 $4.6M 45k 102.85
Servicenow (NOW) 0.1 $4.3M 7.7k 561.97
Workday Inc-class A Cl A (WDAY) 0.1 $4.3M 19k 225.89
Digitalocean Hldgs (DOCN) 0.1 $4.0M 99k 40.14
Tpi Composites (TPIC) 0.1 $3.8M 364k 10.37
United Rentals (URI) 0.1 $3.4M 7.7k 445.37
Tutor Perini Corp cmn Put Option 0.1 $3.2M 450k 7.15
Liberty Media Cor-siriusxm C Com C Siriusxm 0.1 $3.1M 94k 32.73
Liberty Media Corp-liberty-c Com Ser C Frmla 0.1 $3.0M 41k 75.28
Sunrun (RUN) 0.1 $3.0M 168k 17.86
Oil Service Holdrs Trust Oil Services Etf Call Option 0.1 $2.9M 10k 287.60
Ishares Iboxx Inv Gr Corp Bd Iboxx Inv Cp Etf (LQD) 0.1 $2.9M 27k 108.14
Sony Group Corp Sponsored Adr (SONY) 0.1 $2.8M 32k 90.04
Vanguard Growth Index Fund Growth Etf (VUG) 0.1 $2.8M 10k 282.96
Solaredge Technologies (SEDG) 0.1 $2.5M 9.3k 269.05
Amazon (AMZN) 0.1 $2.5M 19k 130.36
Nio Note 0.500% 2/0 (Principal) 0.1 $2.4M 3.0M 0.80
Asml Holding Nv-ny Reg N Y Registry Shs (ASML) 0.0 $2.3M 3.2k 724.75
Cadence Design Systems (CDNS) 0.0 $2.2M 9.5k 234.52
Thryv Holdings Com New Put Option 0.0 $2.2M 90k 24.60
Applied Materials (AMAT) 0.0 $2.2M 15k 144.54
Jd.com Inc- Spon Adr Cl A (JD) 0.0 $2.0M 59k 34.13
Tesla Motors (TSLA) 0.0 $2.0M 7.7k 261.77
Market Vectors Jr Gold Miner Junior Gold Mine (GDXJ) 0.0 $1.9M 54k 35.66
Aercap Holdings Nv SHS Put Option 0.0 $1.9M 30k 63.52
Spirit Aerosystems Hold-cl A Com Cl A (SPR) 0.0 $1.9M 65k 29.19
Iqiyi Note 4.000%12/0 (Principal) 0.0 $1.9M 3.1M 0.61
Darling International (DAR) 0.0 $1.9M 29k 63.79
Market Vectors Gold Miners Gold Miners Etf (GDX) 0.0 $1.8M 59k 30.11
Albemarle Corporation (ALB) 0.0 $1.7M 7.7k 223.09
Ww Intl Inc put Put Option 0.0 $1.7M 250k 6.72
KraneShares Global Carbon Strategy ETF Global Carb Stra (KRBN) 0.0 $1.6M 43k 37.92
Martin Marietta Materials (MLM) 0.0 $1.5M 3.3k 461.69
Alphabet Inc-cl A Cap Stk Cl A (GOOGL) 0.0 $1.5M 13k 119.70
Office Properties Income Trust Com Shs Ben Int Put Option 0.0 $1.5M 190k 7.70
Arcelormittal-ny Reg Ny Registry Sh (MT) 0.0 $1.4M 53k 27.34
Freeport - Mcmoran Copper B CL B (FCX) 0.0 $1.4M 36k 40.00
Ishares Msci South Africa In Msci Sth Afr Etf (EZA) 0.0 $1.4M 35k 39.78
Meta Platforms Cl A (META) 0.0 $1.4M 4.8k 286.98
Industrial Select Sect Spdr Sbi Int-inds (XLI) 0.0 $1.3M 13k 107.32
Commercial Metals Company (CMC) 0.0 $1.3M 25k 52.66
Newmont Mining Corporation (NEM) 0.0 $1.3M 31k 42.66
Ginkgo Bioworks Holdings Cl A Shs (DNA) 0.0 $1.3M 699k 1.86
Peloton Interactive Inc-a Cl A Com Put Option 0.0 $1.3M 167k 7.69
Sabre Put Option 0.0 $1.3M 400k 3.19
Arista Networks (ANET) 0.0 $1.2M 7.5k 162.06
Advanced Micro Devices (AMD) 0.0 $1.1M 10k 113.91
Diversified Healthcare Trust Com Sh Ben Int Call Option 0.0 $1.1M 500k 2.25
Amc Entertainment Hlds-cl A Cl A Com Put Option 0.0 $1.1M 250k 4.40
Netflix (NFLX) 0.0 $1.1M 2.5k 440.49
NVIDIA Corporation (NVDA) 0.0 $1.1M 2.5k 423.02
Zoetis Cl A (ZTS) 0.0 $1.1M 6.1k 172.21
Amc Networks Inc-a Cl A Put Option 0.0 $1.0M 85k 11.95
Bank Ozk call Call Option 0.0 $1.0M 25k 40.16
Warner Bros Discovery Com Ser A (WBD) 0.0 $919k 73k 12.54
B&G Foods (BGS) 0.0 $919k 66k 13.92
Vale Sa-sp Sponsored Ads (VALE) 0.0 $900k 67k 13.42
Victoria's Secret & Co Common Stock (VSCO) 0.0 $873k 50k 17.43
Fifth Third Bancorp put Put Option 0.0 $865k 33k 26.21
Sonic Automotive Inc-class A Cl A (SAH) 0.0 $849k 18k 47.67
Activision Blizzard Inc cmn Put Option 0.0 $843k 10k 84.30
Icahn Enterprises Depositary Unit Put Option 0.0 $827k 29k 29.03
Chindata Group Holdings- Ads 0.0 $818k 114k 7.16
Newell Rubbermaid (NWL) 0.0 $804k 92k 8.70
Danaher Corporation (DHR) 0.0 $795k 3.3k 240.00
Market Vectors Nuclear ETF Uranium Pls Nucl (NLR) 0.0 $795k 13k 59.41
Hannon Armstrong (HASI) 0.0 $775k 31k 25.00
Penn National Gaming (PENN) 0.0 $768k 32k 24.03
Ishares S&p Latin America 40 Latn Amer 40 Etf (ILF) 0.0 $762k 28k 27.17
Trex Company (TREX) 0.0 $761k 12k 65.56
Charter Communications Cl A (CHTR) 0.0 $761k 2.1k 367.37
Valmont Industries (VMI) 0.0 $759k 2.6k 291.05
Agilent Technologies Inc C ommon (A) 0.0 $754k 6.3k 120.25
Macy's (M) 0.0 $741k 46k 16.05
Geo Group Inc New put Put Option 0.0 $716k 100k 7.16
Marriott Vacations Wrldwde Cp (VAC) 0.0 $698k 5.7k 122.72
Scotts Miracle-gro Co-cl A Cl A (SMG) 0.0 $693k 11k 62.69
Iishares Msci India Etf Msci India Etf (INDA) 0.0 $691k 16k 43.70
Equitrans Midstream Corp (ETRN) 0.0 $667k 70k 9.56
Lithia Motors (LAD) 0.0 $654k 2.2k 304.11
Dun & Bradstreet Hldgs (DNB) 0.0 $637k 55k 11.57
Open Text Corp (OTEX) 0.0 $627k 15k 41.55
Chevron Corporation (CVX) 0.0 $619k 3.9k 157.35
Travel Leisure Ord (TNL) 0.0 $618k 15k 40.34
Nextera Energy Partners Com Unit Part In (NEP) 0.0 $613k 10k 58.64
Tempur-Pedic International (TPX) 0.0 $607k 15k 40.07
LKQ Corporation (LKQ) 0.0 $605k 10k 58.27
LSB Industries (LXU) 0.0 $601k 61k 9.85
Avis Budget (CAR) 0.0 $592k 2.6k 228.67
Ford Motor Company (F) 0.0 $579k 38k 15.13
The Adt Corporation Note 11/1 (Principal) 0.0 $578k 96k 6.03
Xenia Hotels & Resorts (XHR) 0.0 $577k 47k 12.31
Dish Network Corp Cl A Put Option 0.0 $547k 83k 6.59
Bath &#38 Body Works In (BBWI) 0.0 $533k 14k 37.50
Dana Holding Corporation (DAN) 0.0 $532k 31k 17.00
General Motors Company (GM) 0.0 $527k 14k 38.56
Iron Mountain (IRM) 0.0 $524k 9.2k 56.82
Wayfair Inc- Cl A Put Option 0.0 $520k 8.0k 65.01
Sealed Air (SEE) 0.0 $511k 13k 40.00
DT Midstream Common Stock (DTM) 0.0 $502k 10k 49.57
Redfin Corp put Put Option 0.0 $497k 40k 12.42
Sibanye Stillwater Sponsored Adr (SBSW) 0.0 $487k 78k 6.24
Medifast (MED) 0.0 $486k 5.3k 92.16
Ingevity (NGVT) 0.0 $476k 8.2k 58.16
First Solar (FSLR) 0.0 $455k 2.4k 190.09
Sba Communications Corp Cl A (SBAC) 0.0 $451k 1.9k 231.76
Titan International (TWI) 0.0 $444k 39k 11.48
Nortonlifelock (GEN) 0.0 $442k 24k 18.55
Ball Corporation (BALL) 0.0 $423k 7.3k 58.21
SM Energy (SM) 0.0 $423k 13k 31.63
B & G Foods Put Option 0.0 $418k 30k 13.92
Churchill Downs (CHDN) 0.0 $414k 3.0k 139.17
Air Transport Services (ATSG) 0.0 $399k 21k 18.87
Viavi Solutions Inc equities (VIAV) 0.0 $398k 35k 11.33
Metropcs Communications (TMUS) 0.0 $391k 2.8k 138.90
Northern Oil And Gas Inc Mn (NOG) 0.0 $387k 11k 34.32
Everi Hldgs (EVRI) 0.0 $384k 27k 14.46
Ciena Corp Com New (CIEN) 0.0 $374k 8.8k 42.49
Bristow Group (VTOL) 0.0 $360k 13k 28.73
Avantor (AVTR) 0.0 $359k 18k 20.54
ZoomInfo Technologies Common Stock (ZI) 0.0 $352k 14k 25.39
Delphi Automotive Inc international (APTV) 0.0 $349k 3.4k 102.09
Papa John's Int'l (PZZA) 0.0 $343k 4.6k 73.83
Trane SHS (TT) 0.0 $341k 1.8k 191.26
Olin Corp Com Par $1 (OLN) 0.0 $341k 6.6k 51.39
Outfront Media (OUT) 0.0 $341k 22k 15.72
Apple (AAPL) 0.0 $334k 1.7k 193.97
Trimble Navigation (TRMB) 0.0 $334k 6.3k 52.94
Autodesk (ADSK) 0.0 $323k 1.6k 204.61
Lindsay Corporation (LNN) 0.0 $317k 2.7k 119.34
United States Steel Corporation (X) 0.0 $314k 13k 25.01
AMN Healthcare Services (AMN) 0.0 $312k 2.9k 109.12
Booz Allen Hamilton Holdings Cl A (BAH) 0.0 $265k 2.4k 111.60
Mitek Systems Com New (MITK) 0.0 $260k 24k 10.84
Shockwave Med 0.0 $253k 886.00 285.41
Live Nation Entertainment (LYV) 0.0 $244k 2.7k 91.11
Advanced Drain Sys Inc Del (WMS) 0.0 $243k 2.1k 113.78
Inspire Med Sys (INSP) 0.0 $232k 715.00 324.64
Saia (SAIA) 0.0 $228k 666.00 342.41
OPTIMIZERx Corp Com New (OPRX) 0.0 $223k 16k 14.29
Emcor (EME) 0.0 $220k 1.2k 184.78
Huntington Bancshares Cmn Stk cmn Put Option 0.0 $216k 20k 10.78
Iqvia Holdings (IQV) 0.0 $213k 946.00 224.77
On Assignment (ASGN) 0.0 $212k 2.8k 75.63
Celsius Holdings Com New (CELH) 0.0 $211k 1.4k 149.19
Apellis Pharmaceuticals (APLS) 0.0 $207k 2.3k 91.10
Kinsale Cap Group (KNSL) 0.0 $202k 540.00 374.20
Dell CL C (DELL) 0.0 $201k 3.7k 54.11
21vianet Group Inc- Sponsored Ads A (VNET) 0.0 $174k 60k 2.90
Sirius Xm Holdings (SIRI) 0.0 $67k 15k 4.53
Lightning Emotors 0.0 $55k 15k 3.60
Qurate Retail Com Ser A (QRTEA) 0.0 $46k 47k 0.99
Bed Bath & Beyond 0.0 $3.5k 13k 0.27