13F-HR filed by Brevan Howard Capital Management LP
Brevan Howard Capital Management LP filed this 13F-HR for the quarter ended 2023-06-30, filed 2023-08-14, with 194 holding rows worth $4,790,038,693.
- Accession
- 0000905148-23-000725
- Filer
- CIK 1512857
- Filed
- 2023-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2023
A holdings report, 209 entries on the cover page, a total value of $4,790,038,693 stated on the cover page (in dollars after the unit check, H1), rows summing to $4,790,038,693 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 |
|---|---|---|---|---|---|---|
| ISHARES TR | 464288953 | PUT | 13,950,000 | $1,047,226,500 | dollars as filed | put |
| INVESCO QQQ TR | 46090E953 | PUT | 2,248,100 | $830,493,102 | dollars as filed | put |
| ISHARES TR | 464287902 | CALL | 7,850,100 | $808,089,294 | dollars as filed | call |
| ISHARES TR | 464288903 | CALL | 4,768,000 | $357,933,760 | dollars as filed | call |
| SPDR S&P 500 ETF TR | 78462F953 | PUT | 450,000 | $199,476,000 | dollars as filed | put |
| ISHARES TR | 464287904 | CALL | 4,207,500 | $160,170,925 | dollars as filed | call |
| MICROSOFT CORP | 594918904 | CALL | 380,000 | $129,405,200 | dollars as filed | call |
| ISHARES SILVER TR | 46428Q909 | CALL | 5,347,700 | $111,713,453 | dollars as filed | call |
| ISHARES TR | 464287955 | PUT | 561,000 | $105,058,470 | dollars as filed | put |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 842,930 | $86,771,214 | dollars as filed | |
| ISHARES TR | 464287905 | CALL | 425,000 | $79,589,750 | dollars as filed | call |
| ISHARES TR | 464288901 | JPMORGAN USD EMG | 900,000 | $77,886,000 | dollars as filed | call |
| NEWMONT CORP | 651639906 | CALL | 1,500,000 | $63,990,000 | dollars as filed | call |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 734,035 | $63,523,389 | dollars as filed | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 1,805,000 | $58,536,150 | dollars as filed | |
| ISHARES TR | 464287906 | CALL | 518,000 | $55,747,160 | dollars as filed | call |
| INVESCO QQQ TR | 46090E903 | CALL | 132,500 | $48,948,150 | dollars as filed | call |
| SPDR SERIES TRUST | 78464A958 | PUT | 800,000 | $32,664,000 | dollars as filed | put |
| ISHARES TR | 464287956 | ISHARES BIOTECH | 300,000 | $32,286,000 | dollars as filed | put |
| ISHARES TR | 464287954 | PUT | 1,000,000 | $27,190,000 | dollars as filed | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 640,000 | $25,318,400 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V957 | PUT | 150,000 | $22,446,000 | dollars as filed | put |
| ISHARES TR | 464288951 | 3 7 YR TREAS BD | 250,000 | $21,635,000 | dollars as filed | put |
| GLOBAL X FDS | 37954Y871 | GLOBAL X URANIUM | 945,000 | $20,506,500 | dollars as filed | |
| MODERNA INC | 60770K107 | COM | 157,000 | $19,075,500 | dollars as filed | |
| CME Group Inc. Class A | 12572Q105 | COM | 102,553 | $19,002,045 | dollars as filed | |
| NIO INC | 62914VAE6 | NOTE 2/0 | 17,800,000 | $16,409,675 | dollars as filed | principal |
| PDD HOLDINGS INC | 722304AC6 | NOTE 12/0 | 14,700,000 | $14,092,800 | dollars as filed | principal |
| iShares TIPS Bond ETF | 464287176 | SHS | 117,600 | $12,656,112 | dollars as filed | |
| VNET GROUP INC | 90138VAB3 | NOTE 2/0 | 14,810,000 | $11,792,313 | dollars as filed | principal |
| IOVANCE BIOTHERAPEUTICS INC | 462260100 | COM | 1,481,435 | $10,429,302 | dollars as filed | |
| BANK OZK LITTLE ROCK ARK | 06417N953 | COM | 207,500 | $8,333,200 | dollars as filed | put |
| BILIBILI INC | 090040AF3 | NOTE 0.500%12/0 | 9,000,000 | $6,755,875 | dollars as filed | principal |
| ENDEAVOR GROUP HLDGS INC | 29260Y109 | CL A COM | 260,000 | $6,219,200 | dollars as filed | |
| WORLD WRESTLING ENTMT INC | 98156Q108 | CL A | 55,000 | $5,965,850 | dollars as filed | |
| VMWARE, INC. | 928563402 | CL A COM | 41,156 | $5,913,706 | dollars as filed | |
| Oracle Corporation | 68389X105 | COM | 48,000 | $5,716,320 | dollars as filed | |
| TPG RE FIN TR INC COM | 87266M107 | REIT | 704,738 | $5,222,109 | dollars as filed | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 61,543 | $5,188,075 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 15,158 | $5,161,905 | dollars as filed | |
| SPY | 78462F103 | SHS | 10,642 | $4,717,386 | dollars as filed | |
| HORIZON THERAPEUTICS PLC | G46188101 | SHS | 45,000 | $4,628,250 | dollars as filed | |
| ServiceNow,Inc. | 81762P102 | COM | 7,700 | $4,327,169 | dollars as filed | |
| WORKDAY INC CL A | 98138H101 | Stock | 19,000 | $4,291,910 | dollars as filed | |
| DIGITALOCEAN HLDGS INC COM | 25402D102 | Stock | 99,000 | $3,973,860 | dollars as filed | |
| TPI Composites Inc | 87266J104 | Common Stock | 364,044 | $3,775,136 | dollars as filed | |
| UNITED RENTALS INC COM | 911363109 | Stock | 7,650 | $3,407,081 | dollars as filed | |
| TUTOR PERINI CORP | 901109958 | COM | 450,000 | $3,217,500 | dollars as filed | put |
| LIBERTY MEDIA CORP DEL | 531229607 | COM C SIRIUSXM | 94,000 | $3,076,620 | dollars as filed | |
| LIBERTY MEDIA CORP DEL | 531229854 | COM SER C FRMLA | 40,500 | $3,048,840 | dollars as filed | |
| SUNRUN INC | 86771W105 | COM | 167,474 | $2,991,086 | dollars as filed | |
| VANECK ETF TRUST | 92189H907 | CALL | 10,000 | $2,876,000 | dollars as filed | call |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 26,521 | $2,867,981 | dollars as filed | |
| SONY GROUP CORP SPONSORED ADR | 835699307 | ADR | 31,600 | $2,845,264 | dollars as filed | |
| Vanguard Growth | 922908736 | COM | 10,000 | $2,829,600 | dollars as filed | |
| SOLAREDGE TECHNOLOGIES INC | 83417M104 | COM | 9,291 | $2,499,744 | dollars as filed | |
| Amazon.com, Inc | 023135106 | COM | 19,000 | $2,476,840 | dollars as filed | |
| NIO INC | 62914VAF3 | NOTE 0.500% 2/0 | 3,000,000 | $2,392,500 | dollars as filed | principal |
| ASMLHLDGNVFSPONSOREDADR1ADRREPS1ORDSHS | N07059210 | STOK | 3,200 | $2,319,200 | dollars as filed | |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 9,500 | $2,227,940 | dollars as filed | |
| THRYV HLDGS INC | 886029956 | PUT | 90,000 | $2,214,000 | dollars as filed | put |
| Applied Materials,Inc. | 038222105 | COM | 15,000 | $2,168,100 | dollars as filed | |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 59,133 | $2,018,209 | dollars as filed | |
| Tesla Motors, Inc | 88160R101 | COM | 7,692 | $2,013,535 | dollars as filed | |
| VANECK ETF TRUST | 92189F791 | JUNIOR GOLD MINE | 53,566 | $1,910,164 | dollars as filed | |
| AERCAP HOLDINGS NV | N00985956 | SHS | 30,000 | $1,905,600 | dollars as filed | put |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 65,250 | $1,904,648 | dollars as filed | |
| IQIYI INC | 46267XAE8 | NOTE 4.000%12/1 | 3,100,000 | $1,882,000 | dollars as filed | principal |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 29,347 | $1,872,045 | dollars as filed | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 59,184 | $1,782,030 | dollars as filed | |
| ALBEMARLE CORP | 012653101 | COM | 7,740 | $1,726,717 | dollars as filed | |
| WW INTL INC | 98262P951 | PUT | 250,000 | $1,680,000 | dollars as filed | put |
| KRANESHARES TRUST | 500767678 | INDX FD | 42,637 | $1,616,795 | dollars as filed | |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 3,280 | $1,514,343 | dollars as filed | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 12,500 | $1,496,250 | dollars as filed | |
| OFFICE PPTYS INCOME TR | 67623C959 | PUT | 190,000 | $1,463,000 | dollars as filed | put |
| ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH | 03938L203 | ADR | 52,562 | $1,437,045 | dollars as filed | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 35,618 | $1,424,720 | dollars as filed | |
| ISHARES INC | 464286780 | MSCI STH AFR ETF | 35,095 | $1,396,079 | dollars as filed | |
| META PLATFORMS INC CL A | 30303M102 | COM | 4,800 | $1,377,504 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 12,500 | $1,341,500 | dollars as filed | |
| COMMERCIAL METALS CO COM | 201723103 | Stock | 25,003 | $1,316,658 | dollars as filed | |
| NEWMONT CORP | 651639106 | COM | 30,467 | $1,299,722 | dollars as filed | |
| GINKGO BIOWORKS HOLDINGS INC | 37611X100 | CL A SHS | 698,552 | $1,299,307 | dollars as filed | |
| PELOTON INTERACTIVE INC | 70614W950 | PUT | 167,000 | $1,284,230 | dollars as filed | put |
| SABRE CORP | 78573M954 | PUT | 400,000 | $1,276,000 | dollars as filed | put |
| ARISTA NETWORKS INC | 040413106 | COM | 7,500 | $1,215,450 | dollars as filed | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 10,000 | $1,139,100 | dollars as filed | |
| DIVERSIFIED HEALTHCARE TR | 25525P907 | COM SH BEN INT | 500,000 | $1,125,000 | dollars as filed | call |
| AMC ENTMT HLDGS INC | 00165C954 | COM | 250,000 | $1,100,000 | dollars as filed | put |
| Netflix, Inc | 64110L106 | COM | 2,450 | $1,079,201 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 2,500 | $1,057,550 | dollars as filed | |
| ZOETIS INC CL A | 98978V103 | Stock | 6,126 | $1,054,958 | dollars as filed | |
| AMC GLOBAL MEDIA INC | 00164V953 | CL A | 85,000 | $1,015,750 | dollars as filed | put |
| BANK OZK LITTLE ROCK ARK | 06417N903 | COM | 25,000 | $1,004,000 | dollars as filed | call |
| WARNER BROS DISCOVERY INC COM SER A | 934423104 | Stock | 73,300 | $919,182 | dollars as filed | |
| B & G FOODS INC | 05508R106 | COM | 66,021 | $919,012 | dollars as filed | |
| VALE S A | 91912E105 | SPONSORED ADS | 67,048 | $899,784 | dollars as filed | |
| VICTORIAS SECRET AND CO COMMON STOCK | 926400102 | Stock | 50,075 | $872,807 | dollars as filed | |
| FIFTH THIRD BANCORP | 316773950 | PUT | 33,000 | $864,930 | dollars as filed | put |
| SONIC AUTOMOTIVE INC | 83545G102 | CL A | 17,812 | $849,098 | dollars as filed | |
| ACTIVISION BLIZZARD INC | 00507V959 | COM | 10,000 | $843,000 | dollars as filed | put |
| ICAHN ENTERPRISES LP | 451100951 | DEPOSITARY UNIT | 28,500 | $827,355 | dollars as filed | put |
| CHINDATA GROUP HLDGS LTD | 16955F107 | ADS | 114,254 | $818,059 | dollars as filed | |
| NEWELL BRANDS INC COM | 651229106 | Stock | 92,377 | $803,680 | dollars as filed | |
| Danaher Corporation | 235851102 | COM | 3,314 | $795,360 | dollars as filed | |
| VANECK ETF TRUST | 92189F601 | URANI NUCLE ETF | 13,388 | $795,314 | dollars as filed | |
| HA SUSTAINABLE INFRA CAP INC | 41068X100 | COM | 31,013 | $775,325 | dollars as filed | |
| PENN ENTERTAINMENT INC COM | 707569109 | Stock | 31,940 | $767,518 | dollars as filed | |
| ISHARES TR LATN AMER 40 ETF | 464287390 | LATN AMER 40 ETF | 28,059 | $762,363 | dollars as filed | |
| TREX CO INC | 89531P105 | COM | 11,609 | $761,086 | dollars as filed | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 2,071 | $760,823 | dollars as filed | |
| VALMONT INDS INC COM | 920253101 | Stock | 2,608 | $759,058 | dollars as filed | |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 6,273 | $754,328 | dollars as filed | |
| MACYS INC COM | 55616P104 | Stock | 46,163 | $740,916 | dollars as filed | |
| GEO GROUP INC | 36162J956 | COM | 100,000 | $716,000 | dollars as filed | put |
| MARRIOTT VACATIONS WORLDWIDE C COM | 57164Y107 | Stock | 5,688 | $698,031 | dollars as filed | |
| SCOTTS MIRACLE-GRO CO | 810186106 | CL A | 11,048 | $692,599 | dollars as filed | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 15,802 | $690,547 | dollars as filed | |
| EQUITRANS MIDSTREAM CORP NPV | 294600101 | COM | 69,805 | $667,336 | dollars as filed | |
| LITHIA MTRS INC COM | 536797103 | Stock | 2,152 | $654,445 | dollars as filed | |
| DUN & BRADSTREET HLDGS INC | 26484T106 | COM | 55,085 | $637,333 | dollars as filed | |
| OPEN TEXT CORP COM | 683715106 | Stock | 15,082 | $626,657 | dollars as filed | |
| Chevron Corporation | 166764100 | COM | 3,935 | $619,172 | dollars as filed | |
| TRAVEL PLUS LEISURE CO COM | 894164102 | Stock | 15,321 | $618,050 | dollars as filed | |
| XPLR INFRASTRUCTURE LP | 65341B106 | COM UNIT PART IN | 10,446 | $612,553 | dollars as filed | |
| SOMNIGROUP INTERNATIONAL INC COM | 88023U101 | Stock | 15,157 | $607,341 | dollars as filed | |
| LKQ CORP COM | 501889208 | Stock | 10,383 | $605,017 | dollars as filed | |
| LSB INDS INC | 502160104 | COM | 60,965 | $600,506 | dollars as filed | |
| AVIS BUDGET GROUP INC | 053774105 | COM | 2,588 | $591,798 | dollars as filed | |
| FORD MTR CO COM | 345370860 | Stock | 38,276 | $579,116 | dollars as filed | |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 95,788 | $577,602 | dollars as filed | principal |
| XENIA HOTELS & RESORTS INC COM | 984017103 | REIT | 46,872 | $576,994 | dollars as filed | |
| DISH NETWORK CORP-A | 25470M959 | COM | 83,000 | $546,970 | dollars as filed | put |
| BATH & BODY WORKS INC COM | 070830104 | Stock | 14,207 | $532,763 | dollars as filed | |
| DANA INC | 235825205 | COM | 31,318 | $532,406 | dollars as filed | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 13,668 | $527,038 | dollars as filed | |
| IRON MTN INC DEL COM | 46284V101 | REIT | 9,225 | $524,165 | dollars as filed | |
| WAYFAIR INC | 94419L951 | PUT | 8,000 | $520,080 | dollars as filed | put |
| SEALED AIR CORP NEW | 81211K100 | COM | 12,768 | $510,720 | dollars as filed | |
| DT MIDSTREAM INC COMMON STOCK | 23345M107 | Stock | 10,118 | $501,549 | dollars as filed | |
| REDFIN CORP | 75737F958 | COM | 40,000 | $496,800 | dollars as filed | put |
| SIBANYE STILLWATER LTD SPONSORED ADR | 82575P107 | ADR | 78,009 | $486,776 | dollars as filed | |
| MEDIFAST INC | 58470H101 | COM | 5,271 | $485,775 | dollars as filed | |
| INGEVITY CORP COM | 45688C107 | Stock | 8,184 | $475,981 | dollars as filed | |
| FIRST SOLAR INC COM | 336433107 | Stock | 2,394 | $455,075 | dollars as filed | |
| SBA COMMUNICATIONS CORP CL A | 78410G104 | REIT | 1,944 | $450,541 | dollars as filed | |
| TITAN INTERNATIONAL INC | 88830M102 | COMMON STOCK | 38,675 | $443,989 | dollars as filed | |
| GEN DIGITAL INC COM | 668771108 | Stock | 23,812 | $441,713 | dollars as filed | |
| BALL CORP | 058498106 | COM | 7,274 | $423,420 | dollars as filed | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 13,383 | $423,304 | dollars as filed | |
| B & G FOODS INC | 05508R956 | COM | 30,000 | $417,600 | dollars as filed | put |
| CHURCHILL DOWNS INC | 171484108 | COM | 2,972 | $413,613 | dollars as filed | |
| AIR TRANSPORT SERVICES GRP I | 00922R105 | COM | 21,136 | $398,836 | dollars as filed | |
| VIAVI SOLUTIONS INC | 925550105 | COM | 35,140 | $398,136 | dollars as filed | |
| T-Mobile US,Inc. | 872590104 | COM | 2,815 | $391,004 | dollars as filed | |
| NORTHERN OIL & GAS INC COM | 665531307 | Stock | 11,281 | $387,164 | dollars as filed | |
| EVERI HLDGS INC | 30034T103 | COM | 26,574 | $384,260 | dollars as filed | |
| CIENA CORP COM NEW | 171779309 | Stock | 8,809 | $374,294 | dollars as filed | |
| BRISTOW GROUP INC | 11040G103 | COM | 12,533 | $360,073 | dollars as filed | |
| AVANTOR INC COM | 05352A100 | Stock | 17,498 | $359,409 | dollars as filed | |
| ZOOMINFO TECHNOLOGIES INC COMMON STOCK | 98980F104 | Stock | 13,857 | $351,829 | dollars as filed | |
| APTIV PLC | G6095L109 | SHS | 3,415 | $348,637 | dollars as filed | |
| PAPA JOHNS INTL INC | 698813102 | COM | 4,642 | $342,719 | dollars as filed | |
| TRANE TECHNOLOGIES PLC SHS | G8994E103 | Stock | 1,785 | $341,399 | dollars as filed | |
| OLIN CORP | 680665205 | COM PAR $1 | 6,633 | $340,870 | dollars as filed | |
| OUTFRONT MEDIA INC | 69007J106 | COM | 21,680 | $340,810 | dollars as filed | |
| Apple Inc | 037833100 | COM | 1,721 | $333,822 | dollars as filed | |
| TRIMBLE INC COM | 896239100 | Stock | 6,299 | $333,469 | dollars as filed | |
| AUTODESK INC COM | 052769106 | Stock | 1,578 | $322,875 | dollars as filed | |
| LINDSAY CORPORATION | 535555106 | COM | 2,658 | $317,206 | dollars as filed | |
| UNITED STATES STL CORP NEW | 912909108 | COM | 12,542 | $313,676 | dollars as filed | |
| AMN HEALTHCARE SVCS INC | 001744101 | COM | 2,862 | $312,302 | dollars as filed | |
| BOOZ ALLEN HAMILTON HLDG CORP CL A | 099502106 | Stock | 2,376 | $265,162 | dollars as filed | |
| MITEK SYS INC | 606710200 | COM NEW | 23,946 | $259,575 | dollars as filed | |
| SHOCKWAVE MED INC | 82489T104 | COM | 886 | $252,873 | dollars as filed | |
| LIVE NATION ENTERTAINMENT INC COM | 538034109 | Stock | 2,683 | $244,448 | dollars as filed | |
| ADVANCED DRAIN SYS INC DEL COM | 00790R104 | Stock | 2,138 | $243,262 | dollars as filed | |
| INSPIRE MED SYS INC COM | 457730109 | Stock | 715 | $232,118 | dollars as filed | |
| SAIA INC | 78709Y105 | COM | 666 | $228,045 | dollars as filed | |
| OPTIMIZERX CORP | 68401U204 | COM NEW | 15,625 | $223,281 | dollars as filed | |
| EMCOR GROUP INC COM | 29084Q100 | Stock | 1,193 | $220,443 | dollars as filed | |
| HUNTINGTON BANCSHARES INC | 446150954 | COM | 20,000 | $215,600 | dollars as filed | put |
| IQVIA HLDGS INC COM | 46266C105 | Stock | 946 | $212,632 | dollars as filed | |
| EVERFORTH INC COM | 00191U102 | Stock | 2,799 | $211,689 | dollars as filed | |
| CELSIUS HLDGS INC | 15118V207 | COM NEW | 1,416 | $211,253 | dollars as filed | |
| APELLIS PHARMACEUTICALS INC | 03753U106 | COM | 2,276 | $207,344 | dollars as filed | |
| KINSALECAPGROUPINC | 49714P108 | STOK | 540 | $202,068 | dollars as filed | |
| DELL TECHNOLOGIES INC CL C | 24703L202 | Stock | 3,705 | $200,478 | dollars as filed | |
| VNET GROUP INC | 90138A103 | SPONSORED ADS A | 60,100 | $174,290 | dollars as filed | |
| SIRIUS XM HOLDINGS INC | 82968B103 | COM | 14,740 | $66,772 | dollars as filed | |
| LIGHTNING EMOTORS INC | 53228T101 | COM | 15,311 | $55,120 | dollars as filed | |
| QURATE RETAIL INC | 74915M100 | COM SER A | 46,510 | $46,036 | dollars as filed | |
| BED BATH & BEYOND INC | 075896100 | COM | 12,820 | $3,520 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000905148-23-000725 | this filing | 2023-08-14 | acceptance time not in the bulk data set |