13F-HR filed by Brevan Howard Capital Management LP
Brevan Howard Capital Management LP filed this 13F-HR for the quarter ended 2023-03-31, filed 2023-05-15, with 118 holding rows worth $3,809,262,038.
- Accession
- 0000905148-23-000431
- Filer
- CIK 1512857
- Filed
- 2023-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2023
A holdings report, 127 entries on the cover page, a total value of $3,809,262,038 stated on the cover page (in dollars after the unit check, H1), rows summing to $3,809,262,038 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 | 3,586,400 | $1,150,983,352 | dollars as filed | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 10,800,600 | $815,985,330 | dollars as filed | put |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 2,200,000 | $241,142,000 | dollars as filed | call |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 2,100,000 | $158,655,000 | dollars as filed | call |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 750,000 | $137,415,000 | dollars as filed | call |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 1,250,000 | $107,850,000 | dollars as filed | put |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 1,175,000 | $101,379,000 | dollars as filed | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 515,000 | $91,876,000 | dollars as filed | put |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 800,000 | $87,688,000 | dollars as filed | put |
| iShares Silver Trust | 46428Q109 | COM | 3,560,000 | $78,747,200 | dollars as filed | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 415,000 | $74,036,000 | dollars as filed | call |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 705,000 | $60,827,400 | dollars as filed | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 500,000 | $53,185,000 | dollars as filed | |
| VANECK ETF TRUST | 92189F676 | COM | 200,000 | $52,638,000 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 160,000 | $51,348,800 | dollars as filed | call |
| iShares U.S. Aerospace & Defense ETF | 464288760 | SHS | 390,000 | $44,881,200 | dollars as filed | call |
| MODERNA INC | 60770K107 | COM | 260,000 | $39,930,800 | dollars as filed | |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 1,275,000 | $39,767,250 | dollars as filed | call |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 282,000 | $30,910,020 | dollars as filed | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 775,000 | $30,581,500 | dollars as filed | call |
| CME Group Inc. Class A | 12572Q105 | COM | 102,553 | $19,640,951 | dollars as filed | |
| GLOBAL X FDS | 37954Y871 | GLOBAL X URANIUM | 959,200 | $19,116,856 | dollars as filed | |
| VANECK ETF TRUST | 92189F676 | COM | 62,000 | $16,317,780 | dollars as filed | |
| iShares U.S. Aerospace & Defense ETF | 464288760 | SHS | 130,000 | $14,960,400 | dollars as filed | put |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 454,500 | $14,703,075 | dollars as filed | call |
| VANECK ETF TRUST | 92189H607 | OIL SERVICES ETF | 50,000 | $13,856,500 | dollars as filed | call |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 400,000 | $11,812,000 | dollars as filed | call |
| PDD HOLDINGS INC | 722304AC6 | NOTE 12/0 | 11,700,000 | $11,211,425 | dollars as filed | principal |
| NIO INC | 62914VAE6 | NOTE 2/0 | 11,300,000 | $10,413,675 | dollars as filed | principal |
| VNET GROUP INC | 90138VAB3 | NOTE 2/0 | 11,740,000 | $9,401,550 | dollars as filed | principal |
| ARES CAPITAL CORP | 04010L103 | COM | 500,000 | $9,137,500 | dollars as filed | put |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 200,000 | $8,772,000 | dollars as filed | put |
| GDS HLDGS LTD | 36165LAB4 | NOTE 2.000% 6/0 | 9,000,000 | $8,511,750 | dollars as filed | principal |
| Microsoft Corp | 594918104 | COM | 25,500 | $7,351,650 | dollars as filed | |
| WORKDAY INC CL A | 98138H101 | Stock | 33,500 | $6,919,090 | dollars as filed | |
| INVESCO QQQ TR | 46090E103 | COM | 20,650 | $6,627,205 | dollars as filed | |
| ServiceNow,Inc. | 81762P102 | COM | 13,800 | $6,413,136 | dollars as filed | |
| Vanguard Growth | 922908736 | COM | 25,000 | $6,236,000 | dollars as filed | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 34,000 | $6,229,480 | dollars as filed | |
| iShares TIPS Bond ETF | 464287176 | SHS | 56,000 | $6,174,000 | dollars as filed | call |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 110,000 | $5,847,600 | dollars as filed | |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 35,500 | $5,477,295 | dollars as filed | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 61,543 | $5,267,465 | dollars as filed | |
| DIGITALOCEAN HLDGS INC COM | 25402D102 | Stock | 134,000 | $5,248,780 | dollars as filed | |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 40,000 | $5,166,400 | dollars as filed | |
| VMWARE, INC. | 928563402 | CL A COM | 41,156 | $5,138,327 | dollars as filed | |
| TPG RE FIN TR INC COM | 87266M107 | REIT | 704,738 | $5,116,398 | dollars as filed | |
| HORIZON THERAPEUTICS PLC | G46188101 | SHS | 45,000 | $4,911,300 | dollars as filed | |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 7,500,000 | $4,815,600 | dollars as filed | principal |
| Amazon.com, Inc | 023135106 | COM | 41,588 | $4,295,625 | dollars as filed | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 50,000 | $4,141,500 | dollars as filed | |
| SPY | 78462F103 | SHS | 10,000 | $4,093,900 | dollars as filed | put |
| LIBERTY MEDIA CORP DEL | 531229854 | COM SER C FRMLA | 51,500 | $3,853,745 | dollars as filed | |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 87,114 | $3,823,433 | dollars as filed | |
| BILIBILI INC | 090040AF3 | NOTE 0.500%12/0 | 5,500,000 | $3,814,000 | dollars as filed | principal |
| SIGNIFY HEALTH INC | 82671G100 | COM | 123,719 | $3,772,811 | dollars as filed | |
| BILIBILI INC | 090040AD8 | NOTE 1.250% 6/1 | 4,000,000 | $3,746,000 | dollars as filed | principal |
| Caterpillar Inc. | 149123101 | COM | 15,000 | $3,432,600 | dollars as filed | put |
| ENDEAVOR GROUP HLDGS INC | 29260Y109 | CL A COM | 140,000 | $3,350,200 | dollars as filed | |
| TPI Composites Inc | 87266J104 | Common Stock | 250,957 | $3,274,989 | dollars as filed | |
| IOVANCE BIOTHERAPEUTICS INC | 462260100 | COM | 534,170 | $3,263,779 | dollars as filed | |
| ASMLHLDGNVFSPONSOREDADR1ADRREPS1ORDSHS | N07059210 | STOK | 4,500 | $3,063,195 | dollars as filed | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 100,000 | $2,738,000 | dollars as filed | call |
| SUNRUN INC | 86771W105 | COM | 106,628 | $2,148,554 | dollars as filed | |
| LI AUTO INC | 50202MAB8 | NOTE 0.250% 5/0 | 2,000,000 | $2,140,000 | dollars as filed | principal |
| ZAI LAB LTD ADR | 98887Q104 | ADR | 60,000 | $1,995,600 | dollars as filed | |
| SOLAREDGE TECHNOLOGIES INC | 83417M104 | COM | 6,195 | $1,882,970 | dollars as filed | |
| IQIYI INC | 46267XAE8 | NOTE 4.000%12/1 | 3,100,000 | $1,882,000 | dollars as filed | principal |
| PINTEREST INC CL A | 72352L106 | Stock | 65,000 | $1,772,550 | dollars as filed | |
| KRANESHARES TRUST | 500767678 | INDX FD | 42,637 | $1,690,557 | dollars as filed | |
| Applied Materials,Inc. | 038222105 | COM | 13,000 | $1,596,790 | dollars as filed | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 15,000 | $1,555,950 | dollars as filed | |
| NEWMONT CORP | 651639106 | COM | 30,467 | $1,493,492 | dollars as filed | |
| ISHARES INC | 464286780 | MSCI STH AFR ETF | 35,095 | $1,481,711 | dollars as filed | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 35,618 | $1,457,132 | dollars as filed | |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 6,500 | $1,365,585 | dollars as filed | |
| Tesla Motors, Inc | 88160R101 | COM | 6,480 | $1,344,341 | dollars as filed | |
| ALBEMARLE CORP | 012653101 | COM | 6,040 | $1,335,082 | dollars as filed | |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 3,280 | $1,164,597 | dollars as filed | |
| Adobe Inc | 00724F101 | COM | 3,020 | $1,163,817 | dollars as filed | |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 18,652 | $1,089,277 | dollars as filed | |
| VALE S A | 91912E105 | SPONSORED ADS | 67,048 | $1,058,017 | dollars as filed | |
| ZOETIS INC CL A | 98978V103 | Stock | 6,126 | $1,019,611 | dollars as filed | |
| MARVELL TECHNOLOGY INC | 573874104 | COM | 22,000 | $952,600 | dollars as filed | |
| GINKGO BIOWORKS HOLDINGS INC | 37611X100 | CL A SHS | 698,552 | $929,074 | dollars as filed | |
| OWENS CORNING NEW | 690742101 | COM | 9,170 | $878,486 | dollars as filed | |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 6,273 | $867,807 | dollars as filed | |
| Danaher Corporation | 235851102 | COM | 3,314 | $835,261 | dollars as filed | |
| VANECK ETF TRUST | 92189F601 | URANI NUCLE ETF | 13,388 | $743,828 | dollars as filed | |
| ISHARES TR LATN AMER 40 ETF | 464287390 | LATN AMER 40 ETF | 28,059 | $669,768 | dollars as filed | |
| FIRST SOLAR INC COM | 336433107 | Stock | 3,076 | $669,030 | dollars as filed | |
| SPROTT FDS TR | 85208P303 | URANI MINER ETF | 20,700 | $649,359 | dollars as filed | |
| SIBANYE STILLWATER LTD SPONSORED ADR | 82575P107 | ADR | 78,009 | $649,035 | dollars as filed | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 15,802 | $621,967 | dollars as filed | |
| UNITED NAT FOODS INC COM | 911163103 | Stock | 23,256 | $612,796 | dollars as filed | |
| LKQ CORP COM | 501889208 | Stock | 10,383 | $589,339 | dollars as filed | |
| DAVITA INC COM | 23918K108 | Stock | 7,089 | $574,989 | dollars as filed | |
| TREX CO INC | 89531P105 | COM | 11,609 | $565,010 | dollars as filed | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 1,571 | $561,805 | dollars as filed | |
| VALMONT INDS INC COM | 920253101 | Stock | 1,680 | $536,390 | dollars as filed | |
| Eaton Corp. Plc | G29183103 | COM | 2,877 | $492,945 | dollars as filed | |
| LITHIA MTRS INC COM | 536797103 | Stock | 2,151 | $492,428 | dollars as filed | |
| BANK OZK LITTLE ROCK ARK COM | 06417N103 | Stock | 13,000 | $444,600 | dollars as filed | put |
| XPLR INFRASTRUCTURE LP | 65341B106 | COM UNIT PART IN | 7,166 | $435,335 | dollars as filed | |
| AIR TRANSPORT SERVICES GRP I | 00922R105 | COM | 19,210 | $400,144 | dollars as filed | |
| APTIV PLC | G6095L109 | SHS | 3,415 | $383,129 | dollars as filed | |
| TRIMBLE INC COM | 896239100 | Stock | 6,299 | $330,194 | dollars as filed | |
| AUTODESK INC COM | 052769106 | Stock | 1,578 | $328,476 | dollars as filed | |
| TRANE TECHNOLOGIES PLC SHS | G8994E103 | Stock | 1,785 | $328,404 | dollars as filed | |
| CLEAN HARBORS INC COM | 184496107 | Stock | 2,272 | $323,896 | dollars as filed | |
| BLACK KNIGHT INC COM | 09215C105 | Stock | 5,000 | $287,800 | dollars as filed | |
| MITEK SYS INC | 606710200 | COM NEW | 23,946 | $229,642 | dollars as filed | |
| OPTIMIZERX CORP | 68401U204 | COM NEW | 15,625 | $228,594 | dollars as filed | |
| LINDSAY CORPORATION | 535555106 | COM | 1,485 | $224,428 | dollars as filed | |
| NUTRIEN LTD COM | 67077M108 | Stock | 2,899 | $214,091 | dollars as filed | |
| VNET GROUP INC | 90138A103 | SPONSORED ADS A | 60,100 | $194,724 | dollars as filed | |
| LIGHTNING EMOTORS INC | 53228T101 | COM | 306,232 | $87,735 | dollars as filed | |
| BED BATH & BEYOND INC | 075896100 | COM | 12,820 | $5,479 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000905148-23-000431 | this filing | 2023-05-15 | acceptance time not in the bulk data set |