13F-HR filed by Brevan Howard Capital Management LP
Brevan Howard Capital Management LP filed this 13F-HR for the quarter ended 2022-09-30, filed 2022-11-14, with 76 holding rows worth $2,749,578,000.
- Accession
- 0001567619-22-020055
- Filer
- CIK 1512857
- Filed
- 2022-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2022
A holdings report, 76 entries on the cover page, a total value of $2,749,578,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,749,578,000 with VALUE read as thousands by filing date, 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
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 | 464288513 | IBOXX HI YD ETF | 7,482,800 | $534,197,000 | thousands by filing date | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 7,403,100 | $533,171,000 | thousands by filing date | put |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 3,702,000 | $379,270,000 | thousands by filing date | put |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 3,700,000 | $293,780,000 | thousands by filing date | call |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,428,500 | $220,946,000 | thousands by filing date | call |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 1,600,000 | $127,040,000 | thousands by filing date | put |
| iShares Silver Trust | 46428Q109 | COM | 6,933,300 | $121,333,000 | thousands by filing date | call |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 1,528,200 | $109,098,000 | thousands by filing date | call |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 1,000,000 | $102,450,000 | thousands by filing date | call |
| MODERNA INC | 60770K107 | COM | 500,000 | $59,125,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 334,000 | $24,055,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 297,000 | $23,582,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 280,000 | $19,989,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 102,553 | $18,165,000 | thousands by filing date | |
| GLOBAL X FDS | 37954Y871 | GLOBAL X URANIUM | 915,000 | $18,135,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 47,000 | $16,787,000 | thousands by filing date | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 200,000 | $14,404,000 | thousands by filing date | call |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 400,000 | $10,344,000 | thousands by filing date | call |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 100,000 | $10,245,000 | thousands by filing date | |
| United States Oil Fund LP | 91232N207 | COM | 150,000 | $9,792,000 | thousands by filing date | call |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 300,000 | $8,889,000 | thousands by filing date | call |
| GDS HLDGS LTD | 36165LAB4 | NOTE 2.000% 6/0 | 9,000,000 | $8,512,000 | thousands by filing date | principal |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 111,543 | $8,292,000 | thousands by filing date | |
| TPG RE FIN TR INC COM | 87266M107 | REIT | 707,942 | $4,956,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 50,000 | $4,783,000 | thousands by filing date | call |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 51,486 | $4,192,000 | thousands by filing date | |
| Vanguard Energy ETF | 92204A306 | SHS | 40,000 | $4,063,000 | thousands by filing date | |
| BILIBILI INC | 090040AD8 | NOTE 1.250% 6/1 | 4,000,000 | $3,746,000 | thousands by filing date | principal |
| SIGNIFY HEALTH INC | 82671G100 | COM | 123,719 | $3,606,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 30,000 | $2,870,000 | thousands by filing date | |
| ServiceNow,Inc. | 81762P102 | COM | 7,500 | $2,832,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 12,000 | $2,795,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 20,000 | $2,714,000 | thousands by filing date | |
| IOVANCE BIOTHERAPEUTICS INC | 462260100 | COM | 279,832 | $2,681,000 | thousands by filing date | |
| Concord Acquisition Corp | 206071110 | *W EXP 11/28/202 | 4,025,230 | $2,411,000 | thousands by filing date | |
| DATADOGINCCLASSA | 23804L103 | STOK | 25,000 | $2,220,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 20,000 | $2,078,000 | thousands by filing date | |
| ENDEAVOR GROUP HLDGS INC | 29260Y109 | CL A COM | 100,000 | $2,026,000 | thousands by filing date | |
| DIGITALOCEAN HLDGS INC COM | 25402D102 | Stock | 55,000 | $1,989,000 | thousands by filing date | |
| ZOOMINFO TECHNOLOGIES INC COMMON STOCK | 98980F104 | Stock | 45,000 | $1,875,000 | thousands by filing date | |
| IQIYI INC SPONSORED ADS | 46267X108 | ADR | 660,000 | $1,789,000 | thousands by filing date | |
| TPI Composites Inc | 87266J104 | Common Stock | 148,663 | $1,677,000 | thousands by filing date | |
| ASMLHLDGNVFSPONSOREDADR1ADRREPS1ORDSHS | N07059210 | STOK | 4,000 | $1,661,000 | thousands by filing date | |
| IQIYI INC | 46267XAE8 | NOTE 4.000%12/1 | 2,100,000 | $1,473,000 | thousands by filing date | principal |
| SNAP INC | 83304AAF3 | NOTE 5/0 | 2,000,000 | $1,465,000 | thousands by filing date | principal |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 23,292 | $1,305,000 | thousands by filing date | |
| KRANESHARES TRUST | 500767678 | INDX FD | 35,055 | $1,304,000 | thousands by filing date | |
| MARVELL TECHNOLOGY INC | 573874104 | COM | 30,000 | $1,287,000 | thousands by filing date | |
| ISHARES INC | 464286780 | MSCI STH AFR ETF | 35,095 | $1,265,000 | thousands by filing date | |
| BAUSCH HEALTH COS INC COM | 071734107 | Stock | 155,000 | $1,068,000 | thousands by filing date | |
| BAUSCH PLUS LOMB CORP | 071705107 | COMMON SHARES | 67,000 | $1,028,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 3,314 | $856,000 | thousands by filing date | |
| SOLAREDGE TECHNOLOGIES INC | 83417M104 | COM | 3,653 | $846,000 | thousands by filing date | |
| SUNRUN INC | 86771W105 | COM | 28,621 | $790,000 | thousands by filing date | |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 6,273 | $762,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 2,663 | $733,000 | thousands by filing date | |
| OWENS CORNING NEW | 690742101 | COM | 9,170 | $721,000 | thousands by filing date | |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 10,823 | $716,000 | thousands by filing date | put |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 1,888 | $608,000 | thousands by filing date | |
| LKQ CORP COM | 501889208 | Stock | 10,383 | $490,000 | thousands by filing date | |
| XPLR INFRASTRUCTURE LP | 65341B106 | COM UNIT PART IN | 6,466 | $468,000 | thousands by filing date | |
| IHEARTMEDIA INC CLASS A | 45174J509 | COMMON STOCK | 60,000 | $440,000 | thousands by filing date | |
| FIRST SOLAR INC COM | 336433107 | Stock | 3,076 | $407,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 9,467 | $398,000 | thousands by filing date | |
| TRIMBLE INC COM | 896239100 | Stock | 6,299 | $342,000 | thousands by filing date | |
| VALE S A | 91912E105 | SPONSORED ADS | 25,396 | $338,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 1,578 | $295,000 | thousands by filing date | |
| APTIV PLC | G6095L109 | SHS | 3,415 | $267,000 | thousands by filing date | |
| CLEAN HARBORS INC COM | 184496107 | Stock | 2,272 | $250,000 | thousands by filing date | |
| ALBEMARLE CORP | 012653101 | COM | 934 | $247,000 | thousands by filing date | |
| MITEK SYS INC | 606710200 | COM NEW | 23,946 | $219,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 1,627 | $217,000 | thousands by filing date | |
| NCR VOYIX CORPORATION | 62886E108 | COM | 10,000 | $190,000 | thousands by filing date | |
| AUDACY INC | 05070N103 | COM | 450,000 | $174,000 | thousands by filing date | |
| LIGHTNING EMOTORS INC | 53228T901 | CALL | 15,000 | $23,000 | thousands by filing date | call |
| CORE SCIENTIFIC INC | 21873J116 | *W EXP 01/19/202 | 59,719 | $21,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-22-020055 | this filing | 2022-11-14 | acceptance time not in the bulk data set |