13F HOLDINGS REPORT
Brevan Howard Capital Management LP
Quarter ended Q3 2023 · Filed August 14, 2023 · Accession 0000905148-23-000725
Total Value
$4.79B
Positions
209
Other Managers
3
Confidential Omitted
No
Holdings (209)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | ISHARES IBOXX H/Y CORP BOND | 464288953 | 10,700,000 | $803.2M | 16.77% |
| 2 | ISHARES 20plus YR TREAS | 464287902 | 7,750,100 | $797.8M | 16.66% |
| 3 | Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | IVZ | 1,585,600 | $585.8M | 12.23% |
| 4 | ISHARES IBOXX H/Y CORP BOND | 464288903 | 4,768,000 | $357.9M | 7.47% |
| 5 | Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | IVZ | 662,500 | $244.7M | 5.11% |
| 6 | ISHARES IBOXX H/Y CORP BOND | 464288953 | 3,250,000 | $244.0M | 5.09% |
| 7 | SPDR TRUST SERIES 1 | SPY | 450,000 | $199.5M | 4.16% |
| 8 | MICROSOFT CORP | MSFT | 380,000 | $129.4M | 2.70% |
| 9 | ISHARES MSCI EMERGING MKT IN | 464287904 | 3,000,000 | $118.7M | 2.48% |
| 10 | ISHARES SILVER TRUST | SLV | 5,347,700 | $111.7M | 2.33% |
| 11 | ISHARES 20plus YR TREAS | 464287432 | 842,930 | $86.8M | 1.81% |
| 12 | NEWMONT MINING | NEMCL | 1,500,000 | $64.0M | 1.34% |
| 13 | ISHARES JP MORGAN USD EMERGING MARKETS | 464288281 | 734,035 | $63.5M | 1.33% |
| 14 | ISHARES RUSSELL 2000 ETF | 464287955 | 325,000 | $60.9M | 1.27% |
| 15 | ISHARES RUSSELL 2000 ETF | 464287905 | 325,000 | $60.9M | 1.27% |
| 16 | ISHARES MSCI BRAZIL | 464286400 | 1,805,000 | $58.5M | 1.22% |
| 17 | ISHARES TIPS BOND ETF | 464287906 | 518,000 | $55.7M | 1.16% |
| 18 | ISHARES RUSSELL 2000 ETF | 464287955 | 236,000 | $44.2M | 0.92% |
| 19 | ISHARES JP MORGAN USD EMERGING MARKETS | 464288901 | 500,000 | $43.3M | 0.90% |
| 20 | ISHARES JP MORGAN USD EMERGING MARKETS | 464288901 | 400,000 | $34.6M | 0.72% |
| 21 | ISHARES TIPS BOND ETF | 464287956 | 300,000 | $32.3M | 0.67% |
| 22 | ISHARES MSCI EMERGING MKT IN | 464287904 | 700,000 | $27.7M | 0.58% |
| 23 | ISHARES FTSE/XINHUA CHINA 25 | 464287954 | 1,000,000 | $27.2M | 0.57% |
| 24 | Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | IVZ | 70,000 | $25.9M | 0.54% |
| 25 | ISHARES MSCI EMERGING MKT IN | 464287234 | 640,000 | $25.3M | 0.53% |
| 26 | Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | IVZ | 62,500 | $23.1M | 0.48% |
| 27 | Invesco S&P 500 Eql Wght ETF | IVZ | 150,000 | $22.4M | 0.47% |
| 28 | ISHARES JP MORGAN USD EMERGING MARKETS | 464288951 | 250,000 | $21.6M | 0.45% |
| 29 | Global X Uranium ETF | 37954Y871 | 915,000 | $19.9M | 0.41% |
| 30 | MODERNA INC | MRNA | 157,000 | $19.1M | 0.40% |
| 31 | CHICAGO MERCANTILE EXCHANGE | CME | 102,553 | $19.0M | 0.40% |
| 32 | ISHARES RUSSELL 2000 ETF | 464287905 | 100,000 | $18.7M | 0.39% |
| 33 | NIO INC | NIOIF | 17,800,000 | $16.4M | 0.34% |
| 34 | KBW REGIONAL BANKING ETF | 78464A958 | 400,000 | $16.3M | 0.34% |
| 35 | PDD HOLDINGS INC | PDD | 14,700,000 | $14.1M | 0.29% |
| 36 | ISHARES FTSE/XINHUA CHINA 25 | 464287904 | 507,500 | $13.8M | 0.29% |
| 37 | ISHARES TIPS BOND ETF | 464287176 | 117,600 | $12.7M | 0.26% |
| 38 | VNET GROUP INC | VNET | 14,810,000 | $11.8M | 0.25% |
| 39 | IOVANCE BIOTHERAPEUTICS | IOVA | 1,481,435 | $10.4M | 0.22% |
| 40 | ISHARES 20plus YR TREAS | 464287902 | 100,000 | $10.3M | 0.21% |
| 41 | KBW REGIONAL BANKING ETF | 78464A958 | 200,000 | $8.2M | 0.17% |
| 42 | KBW REGIONAL BANKING ETF | 78464A958 | 200,000 | $8.2M | 0.17% |
| 43 | BILIBILI INC | BLBLF | 9,000,000 | $6.8M | 0.14% |
| 44 | ENDEAVOR GROUP HOLD-CLASS A | 29260Y109 | 260,000 | $6.2M | 0.13% |
| 45 | WORLD WRESTLING ENTMNT INC-A | 98156Q108 | 55,000 | $6.0M | 0.12% |
| 46 | VMWARE INC-CLASS A | 928563402 | 41,156 | $5.9M | 0.12% |
| 47 | ORACLE CORPORATION | ORCL-PD | 48,000 | $5.7M | 0.12% |
| 48 | TPG RE Finance Trust Inc | TPGXL | 704,738 | $5.2M | 0.11% |
| 49 | ACTIVISION BLIZZARD INC | 00507V109 | 61,543 | $5.2M | 0.11% |
| 50 | MICROSOFT CORP | MSFT | 14,500 | $4.9M | 0.10% |
| 51 | SPDR TRUST SERIES 1 | SPY | 10,642 | $4.7M | 0.10% |
| 52 | HORIZON PHARMA PLC | G46188101 | 45,000 | $4.6M | 0.10% |
| 53 | SERVICENOW INC | NOW | 7,700 | $4.3M | 0.09% |
| 54 | Bank Ozk | OZKAP | 107,500 | $4.3M | 0.09% |
| 55 | WORKDAY INC-CLASS A | WDAY | 19,000 | $4.3M | 0.09% |
| 56 | Bank Ozk | OZKAP | 100,000 | $4.0M | 0.08% |
| 57 | DigitalOcean Holdings Inc | DOCN | 99,000 | $4.0M | 0.08% |
| 58 | TPI Composites Inc | TPICQ | 364,044 | $3.8M | 0.08% |
| 59 | UNITED RENTALS INC | URI | 7,650 | $3.4M | 0.07% |
| 60 | TUTOR PERINI CORP | TPC | 450,000 | $3.2M | 0.07% |
| 61 | LIBERTY MEDIA COR-SIRIUSXM C | FWONB | 94,000 | $3.1M | 0.06% |
| 62 | LIBERTY MEDIA CORP-LIBERTY-C | FWONB | 40,500 | $3.0M | 0.06% |
| 63 | SUNRUN INC | RUN | 167,474 | $3.0M | 0.06% |
| 64 | OIL SERVICE HOLDRS TRUST | 92189H907 | 10,000 | $2.9M | 0.06% |
| 65 | ISHARES IBOXX INV GR CORP BD | 464287242 | 26,521 | $2.9M | 0.06% |
| 66 | Sony Group Corp | SNEJF | 31,600 | $2.8M | 0.06% |
| 67 | Vanguard Growth Index Fund | 922908736 | 10,000 | $2.8M | 0.06% |
| 68 | SOLAREDGE TECHNOLOGIES INC | SEDG | 9,291 | $2.5M | 0.05% |
| 69 | AMAZON.COM INC | AMZN | 19,000 | $2.5M | 0.05% |
| 70 | NIO INC | NIOIF | 3,000,000 | $2.4M | 0.05% |
| 71 | ASML HOLDING NV-NY REG SHS | ASMLF | 3,200 | $2.3M | 0.05% |
| 72 | CADENCE DESIGN SYS INC | CDNS | 9,500 | $2.2M | 0.05% |
| 73 | Thryv Holdings Inc | THRY | 90,000 | $2.2M | 0.05% |
| 74 | APPLIED MATERIALS INC | 038222105 | 15,000 | $2.2M | 0.05% |
| 75 | JD.COM INC-ADR | JDCMF | 59,133 | $2.0M | 0.04% |
| 76 | TESLA MOTORS INC | TSLA | 7,692 | $2.0M | 0.04% |
| 77 | MARKET VECTORS JR GOLD MINER | 92189F791 | 53,566 | $1.9M | 0.04% |
| 78 | AERCAP HOLDINGS NV | AER | 30,000 | $1.9M | 0.04% |
| 79 | SPIRIT AEROSYSTEMS HOLD-CL A | 848574109 | 65,250 | $1.9M | 0.04% |
| 80 | IQIYI INC | IQ | 3,100,000 | $1.9M | 0.04% |
| 81 | MARKET VECTORS GOLD MINERS | 92189F106 | 59,184 | $1.8M | 0.04% |
| 82 | ALBEMARLE CORP | ALB-PA | 7,740 | $1.7M | 0.04% |
| 83 | WW INTERNATIONAL INC | 98262P951 | 250,000 | $1.7M | 0.04% |
| 84 | KraneShares Global Carbon Strategy ETF | 500767678 | 42,637 | $1.6M | 0.03% |
| 85 | DARLING INGREDIENTS INC | DAR | 24,427 | $1.6M | 0.03% |
| 86 | MARTIN MARIETTA MATERIALS | 573284106 | 3,280 | $1.5M | 0.03% |
| 87 | ALPHABET INC-CL A | GOOG | 12,500 | $1.5M | 0.03% |
| 88 | Office Properties Income Trust | 67623C959 | 190,000 | $1.5M | 0.03% |
| 89 | ARCELORMITTAL-NY REG | ARCXF | 52,562 | $1.4M | 0.03% |
| 90 | FREEPORT - MCMORAN COPPER B | FCX | 35,618 | $1.4M | 0.03% |
| 91 | ISHARES MSCI SOUTH AFRICA IN | 464286780 | 35,095 | $1.4M | 0.03% |
| 92 | Meta Platforms Inc | META | 4,800 | $1.4M | 0.03% |
| 93 | INDUSTRIAL SELECT SECT SPDR | 81369Y704 | 12,500 | $1.3M | 0.03% |
| 94 | COMMERCIAL METALS CO | CMC | 25,003 | $1.3M | 0.03% |
| 95 | NEWMONT MINING | NEMCL | 30,467 | $1.3M | 0.03% |
| 96 | GINKGO BIOWORKS HOLDINGS INC | DNABW | 698,552 | $1.3M | 0.03% |
| 97 | PELOTON INTERACTIVE INC-A | PTON | 167,000 | $1.3M | 0.03% |
| 98 | SABRE CORP | SABR | 400,000 | $1.3M | 0.03% |
| 99 | ARISTA NETWORKS INC | ANET | 7,500 | $1.2M | 0.03% |
| 100 | ADVANCED MICRO DEVICES | AMD | 10,000 | $1.1M | 0.02% |
| 101 | Diversified Healthcare Trust | DHCNL | 500,000 | $1.1M | 0.02% |
| 102 | AMC ENTERTAINMENT HLDS-CL A | 00165C954 | 250,000 | $1.1M | 0.02% |
| 103 | NETFLIX INC | NFLX | 2,450 | $1.1M | 0.02% |
| 104 | NVIDIA CORP | NVDA | 2,500 | $1.1M | 0.02% |
| 105 | ZOETIS INC | ZTS | 6,126 | $1.1M | 0.02% |
| 106 | AMC NETWORKS INC-A | 00164V953 | 85,000 | $1.0M | 0.02% |
| 107 | Bank Ozk | OZKAP | 25,000 | $1.0M | 0.02% |
| 108 | WARNER BROS DISCOVERY INC | WBD | 73,300 | $919,182 | 0.02% |
| 109 | B&G FOODS INC-CLASS A | BGS | 66,021 | $919,012 | 0.02% |
| 110 | VALE SA-SP ADR | VALE | 67,048 | $899,784 | 0.02% |
| 111 | Victoria's Secret & Co | 926400102 | 50,075 | $872,807 | 0.02% |
| 112 | FIFTH THIRD BANCORP | FITBM | 33,000 | $864,930 | 0.02% |
| 113 | SONIC AUTOMOTIVE INC-CLASS A | SAH | 17,812 | $849,098 | 0.02% |
| 114 | ACTIVISION BLIZZARD INC | 00507V959 | 10,000 | $843,000 | 0.02% |
| 115 | ICAHN ENTERPRISES LP | IEP | 28,500 | $827,355 | 0.02% |
| 116 | CHINDATA GROUP HOLDINGS-ADR | 16955F107 | 114,254 | $818,059 | 0.02% |
| 117 | NEWELL STK | NWL | 92,377 | $803,680 | 0.02% |
| 118 | DANAHER CORP | 235851102 | 3,314 | $795,360 | 0.02% |
| 119 | Market Vectors Nuclear ETF | 92189F601 | 13,388 | $795,314 | 0.02% |
| 120 | HANNON ARMSTRONG SUSTAINABLE | 41068X100 | 31,013 | $775,325 | 0.02% |
| 121 | Penn Entertainment Inc | PENN | 31,940 | $767,518 | 0.02% |
| 122 | ISHARES S&P LATIN AMERICA 40 | 464287390 | 28,059 | $762,363 | 0.02% |
| 123 | TREX COMPANY INC | TREX | 11,609 | $761,086 | 0.02% |
| 124 | CHARTER COMMUNICATIONS | 16119P108 | 2,071 | $760,823 | 0.02% |
| 125 | VALMONT INDUSTRIES | 920253101 | 2,608 | $759,058 | 0.02% |
| 126 | AGILENT TECHNOLOGIES INC | A | 6,273 | $754,328 | 0.02% |
| 127 | MACYS INC | 55616P104 | 46,163 | $740,916 | 0.02% |
| 128 | GEO GROUP INC/THE | GEO | 100,000 | $716,000 | 0.01% |
| 129 | MARRIOTT VACATIONS WORLD | VAC | 5,688 | $698,031 | 0.01% |
| 130 | SCOTTS MIRACLE-GRO CO-CL A | SMG | 11,048 | $692,599 | 0.01% |
| 131 | IISHARES MSCI INDIA ETF | 46429B598 | 15,802 | $690,547 | 0.01% |
| 132 | EQUITRANS MIDSTREAM | 294600101 | 69,805 | $667,336 | 0.01% |
| 133 | LITHIA MOTORS INC-CL A | 536797103 | 2,152 | $654,445 | 0.01% |
| 134 | Global X Uranium ETF | 37954Y871 | 30,000 | $651,000 | 0.01% |
| 135 | DUN & BRADSTREET HOLDINGS IN | 26484T106 | 55,085 | $637,333 | 0.01% |
| 136 | OPEN TEXT CORP | OTEX | 15,082 | $626,657 | 0.01% |
| 137 | CHEVRON CORP | CVX | 3,935 | $619,172 | 0.01% |
| 138 | Travel plus Leisure Co | 894164102 | 15,321 | $618,050 | 0.01% |
| 139 | NEXTERA ENERGY PARTNERS LP | NEE-PW | 10,446 | $612,553 | 0.01% |
| 140 | TEMPUR-PEDIC INTERNATIONAL | SGI | 15,157 | $607,341 | 0.01% |
| 141 | LKQ CORP | LKQ | 10,383 | $605,017 | 0.01% |
| 142 | LSB INDUSTRIES INC | 502160104 | 60,965 | $600,506 | 0.01% |
| 143 | AVIS BUDGET GROUP INC | CAR | 2,588 | $591,798 | 0.01% |
| 144 | FORD | 345370860 | 38,276 | $579,116 | 0.01% |
| 145 | THE ADT CORPORATION | AFRM | 95,788 | $577,602 | 0.01% |
| 146 | XENIA HOTELS & RESORTS INC | XHR | 46,872 | $576,994 | 0.01% |
| 147 | DISH NETWORK CORP | 25470M959 | 83,000 | $546,970 | 0.01% |
| 148 | BATH & BODY WORKS INC | BBWI | 14,207 | $532,763 | 0.01% |
| 149 | DANA INC | DAN | 31,318 | $532,406 | 0.01% |
| 150 | GENERAL MOTORS CORP | 37045V100 | 13,668 | $527,038 | 0.01% |
| 151 | IRON MOUNTAIN INC | 46284V101 | 9,225 | $524,165 | 0.01% |
| 152 | WAYFAIR INC- | W | 8,000 | $520,080 | 0.01% |
| 153 | SEALED AIR CORP | SE | 12,768 | $510,720 | 0.01% |
| 154 | DT Midstream Inc | DTM | 10,118 | $501,549 | 0.01% |
| 155 | Redfin Corp | 75737F958 | 40,000 | $496,800 | 0.01% |
| 156 | Sibanye Stillwater Ltd | SBYSF | 78,009 | $486,776 | 0.01% |
| 157 | MEDIFAST INC | MED | 5,271 | $485,775 | 0.01% |
| 158 | INGEVITY CORP | NGVT | 8,184 | $475,981 | 0.01% |
| 159 | FIRST SOLAR INC | FSLR | 2,394 | $455,075 | 0.01% |
| 160 | SBA COMMUNICATIONS CORP | SBAC | 1,944 | $450,541 | 0.01% |
| 161 | TITAN INTERNATIONAL INC | KMCM | 38,675 | $443,989 | 0.01% |
| 162 | Gen Digital Inc | GENVR | 23,812 | $441,713 | 0.01% |
| 163 | BALL CORP | BALL | 7,274 | $423,420 | 0.01% |
| 164 | ST MARY LAND & EXPLORATION | SM | 13,383 | $423,304 | 0.01% |
| 165 | B&G FOODS INC-CLASS A | BGS | 30,000 | $417,600 | 0.01% |
| 166 | CHURCHILL DOWNS INC | CHDN | 2,972 | $413,613 | 0.01% |
| 167 | AIR TRANSPORT SERVICES GROUP | AIIR | 21,136 | $398,836 | 0.01% |
| 168 | VIAVI SOLUTIONS INC | VIAV | 35,140 | $398,136 | 0.01% |
| 169 | T-MOBILE US INC | TMUSZ | 2,815 | $391,004 | 0.01% |
| 170 | Northern Oil and Gas Inc | NOG | 11,281 | $387,164 | 0.01% |
| 171 | EVERI HOLDINGS INC | EVEX-WT | 26,574 | $384,260 | 0.01% |
| 172 | CIENA CORP | CIEN | 8,809 | $374,294 | 0.01% |
| 173 | Bristow Group Inc | VTOL | 12,533 | $360,073 | 0.01% |
| 174 | AVANTOR INC | AVTR | 17,498 | $359,409 | 0.01% |
| 175 | ZoomInfo Technologies Inc | GTM | 13,857 | $351,829 | 0.01% |
| 176 | APTIV PLC | APTV | 3,415 | $348,637 | 0.01% |
| 177 | PAPA JOHN'S INTL INC | 698813102 | 4,642 | $342,719 | 0.01% |
| 178 | TRANE INC | TT | 1,785 | $341,399 | 0.01% |
| 179 | OLIN CORP | OLN | 6,633 | $340,870 | 0.01% |
| 180 | OUTFRONT MEDIA INC | OUT | 21,680 | $340,810 | 0.01% |
| 181 | APPLE COMPUTER INC | AAPL | 1,721 | $333,822 | 0.01% |
| 182 | TRIMBLE NAVIGATION LTD | TRMB | 6,299 | $333,469 | 0.01% |
| 183 | AUTODESK INC | ADSK | 1,578 | $322,875 | 0.01% |
| 184 | LINDSAY CORP | LNN | 2,658 | $317,206 | 0.01% |
| 185 | DARLING INGREDIENTS INC | DAR | 4,920 | $313,847 | 0.01% |
| 186 | UNITED STATES STEEL CORP | UNTCW | 12,542 | $313,676 | 0.01% |
| 187 | AMN HEALTHCARE SERVICES INC | 001744101 | 2,862 | $312,302 | 0.01% |
| 188 | BOOZ ALLEN HAMILTON HOLDINGS | BAH | 2,376 | $265,162 | 0.01% |
| 189 | Mitek Systems Inc | MITK | 23,946 | $259,575 | 0.01% |
| 190 | SHOCKWAVE MEDICAL INC | 82489T104 | 886 | $252,873 | 0.01% |
| 191 | LIVE NATION INC | LYV | 2,683 | $244,448 | 0.01% |
| 192 | ADVANCED DRAINAGE SYSTEMS | 00790R104 | 2,138 | $243,262 | 0.01% |
| 193 | INSPIRE MEDICAL SYSTEMS INC | 457730109 | 715 | $232,118 | 0.00% |
| 194 | SAIA INC | SAIA | 666 | $228,045 | 0.00% |
| 195 | MICROSOFT CORP | MSFT | 658 | $224,075 | 0.00% |
| 196 | OPTIMIZERx Corp | OPRX | 15,625 | $223,281 | 0.00% |
| 197 | EMCOR GROUP INC | EME | 1,193 | $220,443 | 0.00% |
| 198 | HUNTINGTON BANCSHARES | HBANP | 20,000 | $215,600 | 0.00% |
| 199 | IQVIA HOLDINGS INC | IQV | 946 | $212,632 | 0.00% |
| 200 | ASGN INC | ASGN | 2,799 | $211,689 | 0.00% |
| 201 | Celsius Holdings Inc | CELH | 1,416 | $211,253 | 0.00% |
| 202 | Apellis Pharmaceuticals Inc | APLS | 2,276 | $207,344 | 0.00% |
| 203 | Kinsale Capital Group Inc | 49714P108 | 540 | $202,068 | 0.00% |
| 204 | DELL INC | DELL | 3,705 | $200,478 | 0.00% |
| 205 | 21VIANET GROUP INC-ADR | VNET | 60,100 | $174,290 | 0.00% |
| 206 | SIRIUS XM HOLDINGS INC | SIRI | 14,740 | $66,772 | 0.00% |
| 207 | Lightning eMotors Inc | 53228T101 | 15,311 | $55,120 | 0.00% |
| 208 | Qurate Retail, Inc. | 74915M100 | 46,510 | $46,036 | 0.00% |
| 209 | Bed Bath & Beyond Inc | BBBY-WT | 12,820 | $3,520 | 0.00% |