$2.75 Billion is the total value of Brevan Howard Capital Management LP's 76 reported holdings in Q3 2022. The portfolio turnover from Q2 2022 to Q3 2022 was 104.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | Buy | ISHARES IBOXX H/Y CORP BONDput | $534,197,000 | +111.7% | 7,482,800 | +118.3% | 19.43% | +87.1% |
| XLE | Buy | ENERGY SELECT SECTOR SPDRput | $533,171,000 | +359.2% | 7,403,100 | +355.9% | 19.39% | +305.8% |
| LQD | Buy | ISHARES IBOXX INV GR CORP BDput | $379,270,000 | +52.9% | 3,702,000 | +64.2% | 13.79% | +35.1% |
| EMB | Buy | ISHARES JP MORGAN USD EMERGING MARKETScall | $293,780,000 | +64.0% | 3,700,000 | +76.2% | 10.68% | +44.9% |
| GLD | Sell | STREETTRACKS GOLD TRUSTcall | $220,946,000 | -63.5% | 1,428,500 | -60.2% | 8.04% | -67.7% |
| EMB | Buy | ISHARES JP MORGAN USD EMERGING MARKETSput | $127,040,000 | +230.9% | 1,600,000 | +255.6% | 4.62% | +192.4% |
| SLV | ISHARES SILVER TRUSTcall | $121,333,000 | -6.1% | 6,933,300 | 0.0% | 4.41% | -17.0% | |
| HYG | Sell | ISHARES IBOXX H/Y CORP BONDcall | $109,098,000 | -76.8% | 1,528,200 | -76.0% | 3.97% | -79.5% |
| LQD | Buy | ISHARES IBOXX INV GR CORP BDcall | $102,450,000 | +64.7% | 1,000,000 | +76.9% | 3.73% | +45.5% |
| MRNA | Buy | MODERNA INC | $59,125,000 | +47.8% | 500,000 | +78.6% | 2.15% | +30.6% |
| XLE | New | ENERGY SELECT SECTOR SPDRenergy | $24,055,000 | – | 334,000 | +100.0% | 0.88% | – |
| EMB | New | ISHARES JP MORGAN USD EMERGING MARKETSjpmorgan usd emg | $23,582,000 | – | 297,000 | +100.0% | 0.86% | – |
| HYG | New | ISHARES IBOXX H/Y CORP BONDiboxx hi yd etf | $19,989,000 | – | 280,000 | +100.0% | 0.73% | – |
| CME | CHICAGO MERCANTILE EXCHANGE | $18,165,000 | -13.5% | 102,553 | 0.0% | 0.66% | -23.5% | |
| URA | Sell | Global X Uranium ETFglobal x uranium | $18,135,000 | -43.0% | 915,000 | -46.6% | 0.66% | -49.5% |
| SPY | New | SPDR TRUST SERIES 1put | $16,787,000 | – | 47,000 | +100.0% | 0.61% | – |
| XLE | Sell | ENERGY SELECT SECTOR SPDRcall | $14,404,000 | -83.8% | 200,000 | -83.9% | 0.52% | -85.7% |
| FXI | New | ISHARES FTSE/XINHUA CHINA 25call | $10,344,000 | – | 400,000 | +100.0% | 0.38% | – |
| LQD | Buy | ISHARES IBOXX INV GR CORP BDiboxx inv cp etf | $10,245,000 | +1452.3% | 100,000 | +1566.7% | 0.37% | +1281.5% |
| USO | New | UNITED STATES OIL FUND LPcall | $9,792,000 | – | 150,000 | +100.0% | 0.36% | – |
| EWZ | New | ISHARES MSCI BRAZILcall | $8,889,000 | – | 300,000 | +100.0% | 0.32% | – |
| New | GDS HLDGS LTDnote 2.000% 6/0 | $8,512,000 | – | 9,000,000 | +100.0% | 0.31% | – | |
| ATVI | Buy | ACTIVISION BLIZZARD INC | $8,292,000 | +2031.6% | 111,543 | +2130.9% | 0.30% | +1787.5% |
| TRTX | TPG RE Finance Trust Inc | $4,956,000 | -22.3% | 707,942 | 0.0% | 0.18% | -31.6% | |
| GOOGL | New | ALPHABET INC-CL Acall | $4,783,000 | – | 50,000 | +100.0% | 0.17% | – |
| IYR | New | ISHARES DJ US REAL ESTATEu.s. real es etf | $4,192,000 | – | 51,486 | +100.0% | 0.15% | – |
| VDE | New | Vanguard Energy Index Fundenergy etf | $4,063,000 | – | 40,000 | +100.0% | 0.15% | – |
| New | BILIBILI INCnote 1.250% 6/1 | $3,746,000 | – | 4,000,000 | +100.0% | 0.14% | – | |
| SGFY | New | Signify Health Inc | $3,606,000 | – | 123,719 | +100.0% | 0.13% | – |
| GOOGL | New | ALPHABET INC-CL Acap stk cl a | $2,870,000 | – | 30,000 | +100.0% | 0.10% | – |
| NOW | Buy | SERVICENOW INC | $2,832,000 | +120.6% | 7,500 | +177.8% | 0.10% | +94.3% |
| MSFT | Buy | MICROSOFT CORP | $2,795,000 | +89.2% | 12,000 | +108.7% | 0.10% | +67.2% |
| FB | Buy | Meta Platforms Inccl a | $2,714,000 | +180.4% | 20,000 | +233.3% | 0.10% | +147.5% |
| IOVA | Buy | IOVANCE BIOTHERAPEUTICS | $2,681,000 | +19.0% | 279,832 | +37.1% | 0.10% | +5.4% |
| CNDWS | Buy | Concord Acquisition Corp*w exp 11/28/202 | $2,411,000 | -37.1% | 4,025,230 | +12.4% | 0.09% | -44.3% |
| DDOG | New | Datadog Inc | $2,220,000 | – | 25,000 | +100.0% | 0.08% | – |
| CTXS | New | CITRIX SYSTEMS INC | $2,078,000 | – | 20,000 | +100.0% | 0.08% | – |
| EDR | Buy | ENDEAVOR GROUP HOLD-CLASS A | $2,026,000 | +119.0% | 100,000 | +122.2% | 0.07% | +94.7% |
| DOCN | Buy | DigitalOcean Holdings Inc | $1,989,000 | +37.4% | 55,000 | +57.1% | 0.07% | +20.0% |
| ZI | New | ZoomInfo Technologies Inc | $1,875,000 | – | 45,000 | +100.0% | 0.07% | – |
| IQ | New | IQIYI INC-ADRsponsored ads | $1,789,000 | – | 660,000 | +100.0% | 0.06% | – |
| TPIC | Buy | TPI Composites Inc | $1,677,000 | +60.5% | 148,663 | +77.8% | 0.06% | +41.9% |
| ASML | New | ASML HOLDING NV-NY REG SHS | $1,661,000 | – | 4,000 | +100.0% | 0.06% | – |
| New | IQIYI INCnote 4.000%12/1 | $1,473,000 | – | 2,100,000 | +100.0% | 0.05% | – | |
| New | SNAP INCnote 5/0 | $1,465,000 | – | 2,000,000 | +100.0% | 0.05% | – | |
| MRVL | Buy | MARVELL TECH | $1,287,000 | +28.6% | 30,000 | +30.4% | 0.05% | +14.6% |
| EFA | Sell | ISHARES MSCI EAFE INDEX FUNDmsci eafe etf | $1,305,000 | -51.6% | 23,292 | -46.0% | 0.05% | -57.7% |
| KRBN | Buy | KraneShares Global Carbon Strategy ETFglobal carb stra | $1,304,000 | +209.7% | 35,055 | +310.1% | 0.05% | +176.5% |
| EZA | ISHARES MSCI SOUTH AFRICA INmsci sth afr etf | $1,265,000 | -15.2% | 35,095 | 0.0% | 0.05% | -24.6% | |
| BHC | New | BAUSCH HEALTH COS INC | $1,068,000 | – | 155,000 | +100.0% | 0.04% | – |
| New | Bausch Lomb Corp | $1,028,000 | – | 67,000 | +100.0% | 0.04% | – | |
| SEDG | Buy | SOLAREDGE TECHNOLOGIES INC | $846,000 | +271.1% | 3,653 | +338.5% | 0.03% | +244.4% |
| DHR | Buy | DANAHER CORP | $856,000 | +86.9% | 3,314 | +83.6% | 0.03% | +63.2% |
| RUN | New | SUNRUN INC | $790,000 | – | 28,621 | +100.0% | 0.03% | – |
| A | Buy | AGILENT TECHNOLOGIES INC | $762,000 | +195.3% | 6,273 | +188.7% | 0.03% | +154.5% |
| ADBE | New | ADOBE SYSTEMS | $733,000 | – | 2,663 | +100.0% | 0.03% | – |
| OC | New | OWENS CORNING INC | $721,000 | – | 9,170 | +100.0% | 0.03% | – |
| DAR | New | DARLING INGREDIENTS INCput | $716,000 | – | 10,823 | +100.0% | 0.03% | – |
| MLM | Buy | MARTIN MARIETTA MATERIALS | $608,000 | +51.2% | 1,888 | +40.7% | 0.02% | +29.4% |
| LKQ | Buy | LKQ CORP | $490,000 | +44.1% | 10,383 | +50.0% | 0.02% | +28.6% |
| NEP | New | NEXTERA ENERGY PARTNERS LP | $468,000 | – | 6,466 | +100.0% | 0.02% | – |
| IHRT | New | iHeartMedia Inc | $440,000 | – | 60,000 | +100.0% | 0.02% | – |
| FSLR | FIRST SOLAR INC | $407,000 | +93.8% | 3,076 | 0.0% | 0.02% | +66.7% | |
| NEM | NEWMONT MINING | $398,000 | -29.6% | 9,467 | 0.0% | 0.01% | -39.1% | |
| VALE | Sell | VALE SA-SP ADRsponsored ads | $338,000 | -88.2% | 25,396 | -87.0% | 0.01% | -89.8% |
| TRMB | New | TRIMBLE NAVIGATION LTD | $342,000 | – | 6,299 | +100.0% | 0.01% | – |
| ADSK | New | AUTODESK INC | $295,000 | – | 1,578 | +100.0% | 0.01% | – |
| APTV | New | APTIV PLC | $267,000 | – | 3,415 | +100.0% | 0.01% | – |
| CLH | New | CLEAN HARBORS INC | $250,000 | – | 2,272 | +100.0% | 0.01% | – |
| ALB | New | ALBEMARLE CORP | $247,000 | – | 934 | +100.0% | 0.01% | – |
| ETN | EATON CORP | $217,000 | +5.9% | 1,627 | 0.0% | 0.01% | 0.0% | |
| MITK | New | Mitek Systems Inc | $219,000 | – | 23,946 | +100.0% | 0.01% | – |
| NCR | New | NCR CORPORATION | $190,000 | – | 10,000 | +100.0% | 0.01% | – |
| AUD | New | Audacy Inccl a | $174,000 | – | 450,000 | +100.0% | 0.01% | – |
| New | Core Scientific Inc*w exp 01/19/202 | $21,000 | – | 59,719 | +100.0% | 0.00% | – | |
| New | Lightning eMotors Inccall | $23,000 | – | 15,000 | +100.0% | 0.00% | – | |
| DAR | Exit | DARLING INGREDIENTS INC | $0 | – | -4,474 | -100.0% | -0.01% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -8,000 | -100.0% | -0.01% | – |
| SMAR | Exit | Smartsheet Inc. | $0 | – | -17,500 | -100.0% | -0.02% | – |
| ATOM | Exit | Atomera Inc | $0 | – | -66,173 | -100.0% | -0.03% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -6,000 | -100.0% | -0.04% | – |
| OAS | Exit | OASIS PETROLEUM INC | $0 | – | -10,000 | -100.0% | -0.05% | – |
| IAC | Exit | IAC/INTERACTIVECORP | $0 | – | -18,000 | -100.0% | -0.06% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -41,800 | -100.0% | -0.14% | – |
| EWH | Exit | ISHARES MSCI HONG KONG INDEXmsci hong kg etf | $0 | – | -157,000 | -100.0% | -0.14% | – |
| FXI | Exit | ISHARES FTSE/XINHUA CHINA 25put | $0 | – | -1,500,000 | -100.0% | -2.09% | – |
| GDX | Exit | MARKET VECTORS GOLD MINERScall | $0 | – | -1,946,200 | -100.0% | -2.19% | – |
Other managers
Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2022-11-14
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| CME GROUP INC | 30 | Q3 2023 | 65.1% |
| VALE SA-SP ADR | 10 | Q3 2023 | 8.1% |
| ISHARES TR | 9 | Q3 2023 | 6.9% |
| ISHARES TR | 8 | Q3 2023 | 49.4% |
| VANECK VECTORS ETF TR | 8 | Q3 2023 | 23.2% |
| Global X Uranium ETF | 8 | Q2 2023 | 6.6% |
| ISHARES MSCI SOUTH AFRICA IN | 8 | Q3 2023 | 0.5% |
| SPDR TRUST SERIES 1 | 7 | Q1 2023 | 91.4% |
| ISHARES TR | 7 | Q3 2023 | 11.3% |
| ISHARES TR | 7 | Q2 2023 | 24.2% |
View Brevan Howard Capital Management LP's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-14 |
| 13F-HR | 2023-11-14 |
| 13F-HR | 2023-08-14 |
| 13F-HR | 2023-05-15 |
| 13F-HR | 2023-02-14 |
| 13F-HR | 2022-11-14 |
| 13F-HR | 2022-08-15 |
| 13F-HR | 2022-05-16 |
| 13F-HR | 2022-02-14 |
| 13F-HR | 2021-11-12 |
View Brevan Howard Capital Management LP's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.