13F-HR filed by Brevan Howard Capital Management LP
Brevan Howard Capital Management LP filed this 13F-HR for the quarter ended 2022-12-31, filed 2023-02-14, with 88 holding rows worth $2,991,614,999.
- Accession
- 0000905148-23-000248
- Filer
- CIK 1512857
- Filed
- 2023-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2022
A holdings report, 88 entries on the cover page, a total value of $2,991,614,999 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,991,614,999 with VALUE read as dollars as filed, 13F file number 028-14379. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerBrevan Howard Investment Products Ltd028-14381
- included managerBrevan Howard Asset Management LLP028-12590
- included managerBrevan Howard US Investment Management, LP028-16818
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| INVESCO QQQ TR | 46090E103 | COM | 3,526,400 | $939,009,792 | dollars as filed | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 6,100,000 | $449,143,000 | dollars as filed | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 3,928,200 | $289,233,366 | dollars as filed | call |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,428,500 | $242,330,740 | dollars as filed | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 2,010,100 | $175,823,447 | dollars as filed | put |
| iShares Silver Trust | 46428Q109 | COM | 6,933,300 | $152,671,266 | dollars as filed | call |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 1,500,000 | $126,885,000 | dollars as filed | call |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 2,550,000 | $77,010,000 | dollars as filed | call |
| SPY | 78462F103 | SHS | 166,200 | $63,559,866 | dollars as filed | put |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 500,000 | $42,295,000 | dollars as filed | put |
| MODERNA INC | 60770K107 | COM | 230,000 | $41,312,600 | dollars as filed | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 510,400 | $37,580,752 | dollars as filed | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 320,200 | $31,879,112 | dollars as filed | call |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 301,000 | $31,734,430 | dollars as filed | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 300,000 | $31,629,000 | dollars as filed | put |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 364,650 | $30,845,744 | dollars as filed | |
| GLOBAL X FDS | 37954Y871 | GLOBAL X URANIUM | 915,000 | $18,373,200 | dollars as filed | |
| CME Group Inc. Class A | 12572Q105 | COM | 102,553 | $17,245,312 | dollars as filed | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 135,000 | $13,440,600 | dollars as filed | |
| Vanguard FTSE Developed Markets ETF | 921943858 | SHS | 300,000 | $12,591,000 | dollars as filed | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 122,000 | $10,746,980 | dollars as filed | |
| United States Oil Fund LP | 91232N207 | COM | 150,000 | $10,516,500 | dollars as filed | call |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 182,000 | $9,065,420 | dollars as filed | |
| GDS HLDGS LTD | 36165LAB4 | NOTE 2.000% 6/0 | 9,000,000 | $8,511,750 | dollars as filed | principal |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 80,000 | $6,997,600 | dollars as filed | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 250,000 | $6,992,500 | dollars as filed | call |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 203,000 | $5,744,900 | dollars as filed | put |
| TPG RE FIN TR INC COM | 87266M107 | REIT | 832,942 | $5,655,676 | dollars as filed | |
| Vanguard Growth | 922908736 | COM | 25,000 | $5,327,750 | dollars as filed | |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 40,000 | $5,251,600 | dollars as filed | |
| VMWARE, INC. | 928563402 | CL A COM | 41,156 | $5,052,311 | dollars as filed | |
| IQIYI INC | 46267XAE8 | NOTE 4.000%12/1 | 7,600,000 | $5,033,250 | dollars as filed | principal |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 7,500,000 | $4,815,600 | dollars as filed | principal |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 61,543 | $4,711,117 | dollars as filed | |
| VANECK ETF TRUST | 92189F676 | COM | 21,000 | $4,261,740 | dollars as filed | |
| BILIBILI INC | 090040AF3 | NOTE 0.500%12/0 | 5,500,000 | $3,814,000 | dollars as filed | principal |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 100,000 | $3,790,000 | dollars as filed | call |
| BILIBILI INC | 090040AD8 | NOTE 1.250% 6/1 | 4,000,000 | $3,746,000 | dollars as filed | principal |
| FIRST TR EXCHANGE-TRADED FD | 33733E807 | NAT GAS ETF | 150,000 | $3,676,500 | dollars as filed | |
| SIGNIFY HEALTH INC | 82671G100 | COM | 123,719 | $3,545,787 | dollars as filed | |
| INVESCO DB MULTI-SECTOR COMM | 46140H106 | AGRICULTURE FD | 175,000 | $3,526,250 | dollars as filed | |
| CROWN CASTLE INC COM | 22822V101 | REIT | 25,000 | $3,391,000 | dollars as filed | |
| ASMLHLDGNVFSPONSOREDADR1ADRREPS1ORDSHS | N07059210 | STOK | 5,500 | $3,005,200 | dollars as filed | |
| ENDEAVOR GROUP HLDGS INC | 29260Y109 | CL A COM | 124,000 | $2,794,960 | dollars as filed | |
| LIBERTY MEDIA CORP DEL | 531229854 | COM SER C FRMLA | 41,500 | $2,480,870 | dollars as filed | |
| KRANESHARES TRUST | 500767678 | INDX FD | 68,637 | $2,340,171 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 9,500 | $2,278,290 | dollars as filed | |
| IOVANCE BIOTHERAPEUTICS INC | 462260100 | COM | 279,832 | $1,788,126 | dollars as filed | |
| ServiceNow,Inc. | 81762P102 | COM | 4,500 | $1,747,215 | dollars as filed | |
| MARVELL TECHNOLOGY INC | 573874104 | COM | 44,000 | $1,629,760 | dollars as filed | |
| TPI Composites Inc | 87266J104 | Common Stock | 150,588 | $1,526,962 | dollars as filed | |
| ISHARES INC | 464286780 | MSCI STH AFR ETF | 35,095 | $1,488,379 | dollars as filed | |
| DIGITALOCEAN HLDGS INC COM | 25402D102 | Stock | 58,000 | $1,477,260 | dollars as filed | |
| SNAP INC | 83304AAF3 | NOTE 5/0 | 2,000,000 | $1,465,000 | dollars as filed | principal |
| SOLAREDGE TECHNOLOGIES INC | 83417M104 | COM | 4,604 | $1,304,175 | dollars as filed | |
| BAUSCH HEALTH COS INC COM | 071734107 | Stock | 195,000 | $1,224,600 | dollars as filed | |
| Adobe Inc | 00724F101 | COM | 3,020 | $1,016,321 | dollars as filed | |
| VIVINT SMART HOME INC | 928542109 | COMMON STOCK | 84,000 | $999,600 | dollars as filed | |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 6,273 | $938,754 | dollars as filed | |
| SUNRUN INC | 86771W105 | COM | 37,605 | $903,272 | dollars as filed | |
| Danaher Corporation | 235851102 | COM | 3,314 | $879,602 | dollars as filed | |
| WORKDAY INC CL A | 98138H101 | Stock | 5,250 | $878,483 | dollars as filed | |
| OWENS CORNING NEW | 690742101 | COM | 9,170 | $782,201 | dollars as filed | |
| Applied Materials,Inc. | 038222105 | COM | 8,000 | $779,040 | dollars as filed | |
| Tesla Motors, Inc | 88160R101 | COM | 5,555 | $684,265 | dollars as filed | |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 10,823 | $677,412 | dollars as filed | |
| Amazon.com, Inc | 023135106 | COM | 7,981 | $670,404 | dollars as filed | |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 1,888 | $638,087 | dollars as filed | |
| Concord Acquisition Corp | 206071110 | *W EXP 11/28/202 | 4,025,230 | $579,633 | dollars as filed | |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 4,000 | $574,160 | dollars as filed | |
| LKQ CORP COM | 501889208 | Stock | 10,383 | $554,556 | dollars as filed | |
| FIRST SOLAR INC COM | 336433107 | Stock | 3,076 | $460,754 | dollars as filed | |
| XPLR INFRASTRUCTURE LP | 65341B106 | COM UNIT PART IN | 6,466 | $453,202 | dollars as filed | |
| NEWMONT CORP | 651639106 | COM | 9,467 | $446,842 | dollars as filed | |
| VALE S A | 91912E105 | SPONSORED ADS | 25,396 | $430,970 | dollars as filed | |
| VANECK ETF TRUST | 92189F601 | URANI NUCLE ETF | 7,680 | $421,564 | dollars as filed | |
| TRIMBLE INC COM | 896239100 | Stock | 6,299 | $318,477 | dollars as filed | |
| APTIV PLC | G6095L109 | SHS | 3,415 | $318,039 | dollars as filed | |
| BLACK KNIGHT INC COM | 09215C105 | Stock | 5,000 | $308,750 | dollars as filed | |
| TRANE TECHNOLOGIES PLC SHS | G8994E103 | Stock | 1,785 | $300,041 | dollars as filed | |
| CLEAN HARBORS INC COM | 184496107 | Stock | 2,272 | $259,281 | dollars as filed | |
| Eaton Corp. Plc | G29183103 | COM | 1,627 | $255,358 | dollars as filed | |
| MITEK SYS INC | 606710200 | COM NEW | 23,946 | $232,037 | dollars as filed | |
| AUDACY INC | 05070N103 | COM | 950,000 | $213,845 | dollars as filed | |
| ALBEMARLE CORP | 012653101 | COM | 934 | $202,547 | dollars as filed | |
| LIGHTNING EMOTORS INC | 53228T101 | COM | 306,232 | $112,234 | dollars as filed | |
| LIGHTNING EMOTORS INC | 53228T901 | CALL | 15,000 | $5,498 | dollars as filed | call |
| CORE SCIENTIFIC INC | 21873J116 | *W EXP 01/19/202 | 59,719 | $1,344 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000905148-23-000248 | this filing | 2023-02-14 | acceptance time not in the bulk data set |