$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 62.1% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | Sell | ISHARES IBOXX H/Y CORP BONDput | $449,143,000 | -15.9% | 6,100,000 | -18.5% | 15.01% | -22.7% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRput | $175,823,447 | -67.0% | 2,010,100 | -72.8% | 5.88% | -69.7% |
| EMB | Sell | ISHARES JP MORGAN USD EMERGING MARKETScall | $126,885,000 | -56.8% | 1,500,000 | -59.5% | 4.24% | -60.3% |
| 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% |
| LQD | Sell | ISHARES IBOXX INV GR CORP BDput | $31,629,000 | -91.7% | 300,000 | -91.9% | 1.06% | -92.3% |
| 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% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $4,711,117 | -43.2% | 61,543 | -44.8% | 0.16% | -48.0% |
| MSFT | Sell | MICROSOFT CORP | $2,278,290 | -18.5% | 9,500 | -20.8% | 0.08% | -25.5% |
| NOW | Sell | SERVICENOW INC | $1,747,215 | -38.3% | 4,500 | -40.0% | 0.06% | -43.7% |
| 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.