$2.99 Billion is the total value of Brevan Howard Capital Management LP's 88 reported holdings in Q4 2022. The portfolio turnover from Q3 2022 to Q4 2022 was 63.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| QQQ | New | Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQput | $939,009,792 | – | 3,526,400 | +100.0% | 31.39% | – |
| HYG | Sell | ISHARES IBOXX H/Y CORP BONDput | $449,143,000 | -15.9% | 6,100,000 | -18.5% | 15.01% | -22.7% |
| HYG | Buy | ISHARES IBOXX H/Y CORP BONDcall | $289,233,366 | +165.1% | 3,928,200 | +157.0% | 9.67% | +143.6% |
| GLD | STREETTRACKS GOLD TRUSTcall | $242,330,740 | +9.7% | 1,428,500 | 0.0% | 8.10% | +0.8% | |
| XLE | Sell | ENERGY SELECT SECTOR SPDRput | $175,823,447 | -67.0% | 2,010,100 | -72.8% | 5.88% | -69.7% |
| SLV | ISHARES SILVER TRUSTcall | $152,671,266 | +25.8% | 6,933,300 | 0.0% | 5.10% | +15.6% | |
| EMB | Sell | ISHARES JP MORGAN USD EMERGING MARKETScall | $126,885,000 | -56.8% | 1,500,000 | -59.5% | 4.24% | -60.3% |
| KWEB | New | KraneShares CSI China Internet ETFcall | $77,010,000 | – | 2,550,000 | +100.0% | 2.57% | – |
| SPY | Buy | SPDR TRUST SERIES 1put | $63,559,866 | +278.6% | 166,200 | +253.6% | 2.12% | +247.8% |
| EMB | Sell | ISHARES JP MORGAN USD EMERGING MARKETSput | $42,295,000 | -66.7% | 500,000 | -68.8% | 1.41% | -69.4% |
| MRNA | Sell | MODERNA INC | $41,312,600 | -30.1% | 230,000 | -54.0% | 1.38% | -35.8% |
| HYG | Buy | ISHARES IBOXX H/Y CORP BONDiboxx hi yd etf | $37,580,752 | +88.0% | 510,400 | +82.3% | 1.26% | +72.8% |
| TLT | New | ISHARES 20 YR TREAScall | $31,879,112 | – | 320,200 | +100.0% | 1.07% | – |
| LQD | Buy | ISHARES IBOXX INV GR CORP BDiboxx inv cp etf | $31,734,430 | +209.8% | 301,000 | +201.0% | 1.06% | +184.5% |
| LQD | Sell | ISHARES IBOXX INV GR CORP BDput | $31,629,000 | -91.7% | 300,000 | -91.9% | 1.06% | -92.3% |
| EMB | Buy | ISHARES JP MORGAN USD EMERGING MARKETSjpmorgan usd emg | $30,845,744 | +30.8% | 364,650 | +22.8% | 1.03% | +20.2% |
| URA | Global X Uranium ETFglobal x uranium | $18,373,200 | +1.3% | 915,000 | 0.0% | 0.61% | -7.0% | |
| CME | CHICAGO MERCANTILE EXCHANGE | $17,245,312 | -5.1% | 102,553 | 0.0% | 0.58% | -12.9% | |
| TLT | New | ISHARES 20 YR TREAS20 yr tr bd etf | $13,440,600 | – | 135,000 | +100.0% | 0.45% | – |
| VEA | New | Vanguard Developed Markets Index Fundvan ftse dev mkt | $12,591,000 | – | 300,000 | +100.0% | 0.42% | – |
| BABA | New | ALIBABA GROUP HOLDINGsponsored ads | $10,746,980 | – | 122,000 | +100.0% | 0.36% | – |
| USO | UNITED STATES OIL FUND LPcall | $10,516,500 | +7.4% | 150,000 | 0.0% | 0.35% | -1.1% | |
| XME | New | SPDR METALS & MINING ETFs&p metals mng | $9,065,420 | – | 182,000 | +100.0% | 0.30% | – |
| GDS HLDGS LTDnote 2.000% 6/0 | $8,511,750 | -0.0% | 9,000,000 | 0.0% | 0.28% | -8.1% | ||
| EWZ | Sell | ISHARES MSCI BRAZILcall | $6,992,500 | -21.3% | 250,000 | -16.7% | 0.23% | -27.6% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRenergy | $6,997,600 | -70.9% | 80,000 | -76.0% | 0.23% | -73.3% |
| FXI | New | ISHARES FTSE/XINHUA CHINA 25put | $5,744,900 | – | 203,000 | +100.0% | 0.19% | – |
| TRTX | Buy | TPG RE Finance Trust Inc | $5,655,676 | +14.1% | 832,942 | +17.7% | 0.19% | +5.0% |
| VUG | New | Vanguard Growth Index Fundgrowth etf | $5,327,750 | – | 25,000 | +100.0% | 0.18% | – |
| IBB | New | ISHARES NASDAQ BIOTECHishares biotech | $5,251,600 | – | 40,000 | +100.0% | 0.18% | – |
| VMW | New | VMWARE INC-CLASS A | $5,052,311 | – | 41,156 | +100.0% | 0.17% | – |
| Buy | IQIYI INCnote 4.000%12/1 | $5,033,250 | +241.7% | 7,600,000 | +261.9% | 0.17% | +211.1% | |
| New | AFFIRM HOLDINGS INCnote 11/1 | $4,815,600 | – | 7,500,000 | +100.0% | 0.16% | – | |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $4,711,117 | -43.2% | 61,543 | -44.8% | 0.16% | -48.0% |
| SMH | New | SEMICONDUCTOR HOLDRs TRUSTsemiconductr etf | $4,261,740 | – | 21,000 | +100.0% | 0.14% | – |
| EEM | New | ISHARES MSCI EMERGING MKT INcall | $3,790,000 | – | 100,000 | +100.0% | 0.13% | – |
| New | BILIBILI INCnote 0.500%12/0 | $3,814,000 | – | 5,500,000 | +100.0% | 0.13% | – | |
| BILIBILI INCnote 1.250% 6/1 | $3,746,000 | 0.0% | 4,000,000 | 0.0% | 0.12% | -8.1% | ||
| FCG | New | First Trust Natural Gas ETFnat gas etf | $3,676,500 | – | 150,000 | +100.0% | 0.12% | – |
| SGFY | Signify Health Inc | $3,545,787 | -1.7% | 123,719 | 0.0% | 0.12% | -9.2% | |
| DBA | New | INVESCO DB AGRICULTURE FUNDagriculture fd | $3,526,250 | – | 175,000 | +100.0% | 0.12% | – |
| CCI | New | Crown Castle Inc | $3,391,000 | – | 25,000 | +100.0% | 0.11% | – |
| ASML | Buy | ASML HOLDING NV-NY REG SHS | $3,005,200 | +80.9% | 5,500 | +37.5% | 0.10% | +66.7% |
| EDR | Buy | ENDEAVOR GROUP HOLD-CLASS A | $2,794,960 | +38.0% | 124,000 | +24.0% | 0.09% | +25.7% |
| FWONK | New | LIBERTY MEDIA CORP-LIBERTY-C | $2,480,870 | – | 41,500 | +100.0% | 0.08% | – |
| KRBN | Buy | KraneShares Global Carbon Strategy ETFglobal carb stra | $2,340,171 | +79.5% | 68,637 | +95.8% | 0.08% | +66.0% |
| MSFT | Sell | MICROSOFT CORP | $2,278,290 | -18.5% | 9,500 | -20.8% | 0.08% | -25.5% |
| IOVA | IOVANCE BIOTHERAPEUTICS | $1,788,126 | -33.3% | 279,832 | 0.0% | 0.06% | -38.8% | |
| NOW | Sell | SERVICENOW INC | $1,747,215 | -38.3% | 4,500 | -40.0% | 0.06% | -43.7% |
| MRVL | Buy | MARVELL TECH | $1,629,760 | +26.6% | 44,000 | +46.7% | 0.05% | +14.9% |
| TPIC | Buy | TPI Composites Inc | $1,526,962 | -8.9% | 150,588 | +1.3% | 0.05% | -16.4% |
| EZA | ISHARES MSCI SOUTH AFRICA INmsci sth afr etf | $1,488,379 | +17.7% | 35,095 | 0.0% | 0.05% | +8.7% | |
| DOCN | Buy | DigitalOcean Holdings Inc | $1,477,260 | -25.7% | 58,000 | +5.5% | 0.05% | -31.9% |
| SNAP INCnote 5/0 | $1,465,000 | 0.0% | 2,000,000 | 0.0% | 0.05% | -7.5% | ||
| SEDG | Buy | SOLAREDGE TECHNOLOGIES INC | $1,304,175 | +54.2% | 4,604 | +26.0% | 0.04% | +41.9% |
| BHC | Buy | BAUSCH HEALTH COS INC | $1,224,600 | +14.7% | 195,000 | +25.8% | 0.04% | +5.1% |
| ADBE | Buy | ADOBE SYSTEMS | $1,016,321 | +38.7% | 3,020 | +13.4% | 0.03% | +25.9% |
| VVNT | New | VIVINT SMART HOME INC | $999,600 | – | 84,000 | +100.0% | 0.03% | – |
| A | AGILENT TECHNOLOGIES INC | $938,754 | +23.2% | 6,273 | 0.0% | 0.03% | +10.7% | |
| RUN | Buy | SUNRUN INC | $903,272 | +14.3% | 37,605 | +31.4% | 0.03% | +3.4% |
| DHR | DANAHER CORP | $879,602 | +2.8% | 3,314 | 0.0% | 0.03% | -6.5% | |
| WDAY | New | WORKDAY INC-CLASS Acl a | $878,483 | – | 5,250 | +100.0% | 0.03% | – |
| AMAT | New | APPLIED MATERIALS INC | $779,040 | – | 8,000 | +100.0% | 0.03% | – |
| OC | OWENS CORNING INC | $782,201 | +8.5% | 9,170 | 0.0% | 0.03% | 0.0% | |
| DAR | New | DARLING INGREDIENTS INC | $677,412 | – | 10,823 | +100.0% | 0.02% | – |
| TSLA | New | TESLA MOTORS INC | $684,265 | – | 5,555 | +100.0% | 0.02% | – |
| AMZN | New | AMAZON.COM INC | $670,404 | – | 7,981 | +100.0% | 0.02% | – |
| MLM | MARTIN MARIETTA MATERIALS | $638,087 | +4.9% | 1,888 | 0.0% | 0.02% | -4.5% | |
| CNDWS | Concord Acquisition Corp*w exp 11/28/202 | $579,633 | -76.0% | 4,025,230 | 0.0% | 0.02% | -78.4% | |
| LKQ | LKQ CORP | $554,556 | +13.2% | 10,383 | 0.0% | 0.02% | +5.6% | |
| SNOW | New | Snowflake Inc-Class Acl a | $574,160 | – | 4,000 | +100.0% | 0.02% | – |
| FSLR | FIRST SOLAR INC | $460,754 | +13.2% | 3,076 | 0.0% | 0.02% | 0.0% | |
| NEM | NEWMONT MINING | $446,842 | +12.3% | 9,467 | 0.0% | 0.02% | +7.1% | |
| NEP | NEXTERA ENERGY PARTNERS LP | $453,202 | -3.2% | 6,466 | 0.0% | 0.02% | -11.8% | |
| VALE | VALE SA-SP ADRsponsored ads | $430,970 | +27.5% | 25,396 | 0.0% | 0.01% | +16.7% | |
| NLR | New | Market Vectors Nuclear ETFuranium pls nucl | $421,564 | – | 7,680 | +100.0% | 0.01% | – |
| APTV | APTIV PLC | $318,039 | +19.1% | 3,415 | 0.0% | 0.01% | +10.0% | |
| TRMB | TRIMBLE NAVIGATION LTD | $318,477 | -6.9% | 6,299 | 0.0% | 0.01% | -8.3% | |
| TT | New | TRANE INC | $300,041 | – | 1,785 | +100.0% | 0.01% | – |
| BKI | New | BLACK KNIGHT INC | $308,750 | – | 5,000 | +100.0% | 0.01% | – |
| CLH | CLEAN HARBORS INC | $259,281 | +3.7% | 2,272 | 0.0% | 0.01% | 0.0% | |
| ETN | EATON CORP | $255,358 | +17.7% | 1,627 | 0.0% | 0.01% | +12.5% | |
| MITK | Mitek Systems Inc | $232,037 | +6.0% | 23,946 | 0.0% | 0.01% | 0.0% | |
| ALB | ALBEMARLE CORP | $202,547 | -18.0% | 934 | 0.0% | 0.01% | -22.2% | |
| AUD | Buy | Audacy Inccl a | $213,845 | +22.9% | 950,000 | +111.1% | 0.01% | +16.7% |
| ZEV | New | Lightning eMotors Inc | $112,234 | – | 306,232 | +100.0% | 0.00% | – |
| Lightning eMotors Inccall | $5,498 | -76.1% | 15,000 | 0.0% | 0.00% | -100.0% | ||
| Core Scientific Inc*w exp 01/19/202 | $1,344 | -93.6% | 59,719 | 0.0% | 0.00% | -100.0% | ||
| NCR | Exit | NCR CORPORATION | $0 | – | -10,000 | -100.0% | -0.01% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -1,578 | -100.0% | -0.01% | – |
| IHRT | Exit | iHeartMedia Inc | $0 | – | -60,000 | -100.0% | -0.02% | – |
| DAR | Exit | DARLING INGREDIENTS INCput | $0 | – | -10,823 | -100.0% | -0.03% | – |
| Exit | Bausch Lomb Corp | $0 | – | -67,000 | -100.0% | -0.04% | – | |
| EFA | Exit | ISHARES MSCI EAFE INDEX FUNDmsci eafe etf | $0 | – | -23,292 | -100.0% | -0.05% | – |
| IQ | Exit | IQIYI INC-ADRsponsored ads | $0 | – | -660,000 | -100.0% | -0.06% | – |
| ZI | Exit | ZoomInfo Technologies Inc | $0 | – | -45,000 | -100.0% | -0.07% | – |
| CTXS | Exit | CITRIX SYSTEMS INC | $0 | – | -20,000 | -100.0% | -0.08% | – |
| DDOG | Exit | Datadog Inc | $0 | – | -25,000 | -100.0% | -0.08% | – |
| FB | Exit | Meta Platforms Inccl a | $0 | – | -20,000 | -100.0% | -0.10% | – |
| GOOGL | Exit | ALPHABET INC-CL Acap stk cl a | $0 | – | -30,000 | -100.0% | -0.10% | – |
| VDE | Exit | Vanguard Energy Index Fundenergy etf | $0 | – | -40,000 | -100.0% | -0.15% | – |
| IYR | Exit | ISHARES DJ US REAL ESTATEu.s. real es etf | $0 | – | -51,486 | -100.0% | -0.15% | – |
| GOOGL | Exit | ALPHABET INC-CL Acall | $0 | – | -50,000 | -100.0% | -0.17% | – |
| FXI | Exit | ISHARES FTSE/XINHUA CHINA 25call | $0 | – | -400,000 | -100.0% | -0.38% | – |
| XLE | Exit | ENERGY SELECT SECTOR SPDRcall | $0 | – | -200,000 | -100.0% | -0.52% | – |
| LQD | Exit | ISHARES IBOXX INV GR CORP BDcall | $0 | – | -1,000,000 | -100.0% | -3.73% | – |
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 2023-02-14
Signatures
The EDGAR filing(s) were signed by:
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.