Filed: 2/14/2023ACC: 0000905148-23-000248
📋 What this filing means
BREVAN HOWARD CAPITAL MANAGEMENT LP filed this quarterly 13F‑HR report disclosing 81 equity positions with a total reported market value of $2.99B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
81
Positions
$2.99B
Total AUM (reported)
76.98M
Total Shares
Allocation by class
UNIT SER 1$939.01M31.4%
IBOXX HI YD ETF$775.96M25.9%
GOLD SHS$242.33M8.1%
JPMORGAN USD EMG$200.03M6.7%
ENERGY$182.82M6.1%
ISHARES$152.67M5.1%
COM$96.24M3.2%
Portfolio Concentration
Top 3$1.96B65.4%
4–10$784.77M26.2%
11–25$167.42M5.6%
Rest$82.13M2.7%
Top 3 weight
65.4%
Top 10 weight
91.7%
Voting Authority Distribution
Total shares with voting rights: 76.98M
Sole
Full voting authority
76.98M
shares
% of voting shares100.0%
Shared
Joint voting authority
0.00
shares
% of voting shares0.0%
None
No voting authority
0.00
shares
% of voting shares0.0%
Investment Discretion (by position count)
Sole0
Shared0
Other81
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings81
Rows:
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ
DFNDShares3.53M
TypeSH
Market value$939.01M
31.39%
Sole
3.53M
Shared
0.00
None
0.00
ISHARES IBOXX H/Y CORP BOND
DFNDShares10.54M
TypeSH
Market value$775.96M
25.94%
Sole
10.54M
Shared
0.00
None
0.00
STREETTRACKS GOLD TRUST
DFNDShares1.43M
TypeSH
Market value$242.33M
8.10%
Sole
1.43M
Shared
0.00
None
0.00
ISHARES JP MORGAN USD EMERGING MARKETS
DFNDShares2.36M
TypeSH
Market value$200.03M
6.69%
Sole
2.36M
Shared
0.00
None
0.00
ENERGY SELECT SECTOR SPDR
DFNDShares2.09M
TypeSH
Market value$182.82M
6.11%
Sole
2.09M
Shared
0.00
None
0.00
ISHARES SILVER TRUST
DFNDShares6.93M
TypeSH
Market value$152.67M
5.10%
Sole
6.93M
Shared
0.00
None
0.00
KraneShares CSI China Internet ETF
DFNDShares2.55M
TypeSH
Market value$77.01M
2.57%
Sole
2.55M
Shared
0.00
None
0.00
SPDR TRUST SERIES 1
DFNDShares166.20K
TypeSH
Market value$63.56M
2.12%
Sole
166.20K
Shared
0.00
None
0.00
ISHARES IBOXX INV GR CORP BD
DFNDShares601K
TypeSH
Market value$63.36M
2.12%
Sole
601K
Shared
0.00
None
0.00
ISHARES 20 YR TREAS
DFNDShares455.20K
TypeSH
Market value$45.32M
1.51%
Sole
455.20K
Shared
0.00
None
0.00
MODERNA INC
DFNDShares230K
TypeSH
Market value$41.31M
1.38%
Sole
230K
Shared
0.00
None
0.00
Global X Uranium ETF
DFNDShares915K
TypeSH
Market value$18.37M
0.61%
Sole
915K
Shared
0.00
None
0.00
CHICAGO MERCANTILE EXCHANGE
DFNDShares102.55K
TypeSH
Market value$17.25M
0.58%
Sole
102.55K
Shared
0.00
None
0.00
Vanguard Developed Markets Index Fund
DFNDShares300K
TypeSH
Market value$12.59M
0.42%
Sole
300K
Shared
0.00
None
0.00
ALIBABA GROUP HOLDING
DFNDShares122K
TypeSH
Market value$10.75M
0.36%
Sole
122K
Shared
0.00
None
0.00
UNITED STATES OIL FUND LP
DFNDShares150K
TypeSH
Market value$10.52M
0.35%
Sole
150K
Shared
0.00
None
0.00
SPDR METALS & MINING ETF
DFNDShares182K
TypeSH
Market value$9.07M
0.30%
Sole
182K
Shared
0.00
None
0.00
GDS HLDGS LTD
DFNDShares9M
TypePRN
Market value$8.51M
0.28%
Sole
9M
Shared
0.00
None
0.00
ISHARES MSCI BRAZIL
DFNDShares250K
TypeSH
Market value$6.99M
0.23%
Sole
250K
Shared
0.00
None
0.00
ISHARES FTSE/XINHUA CHINA 25
DFNDShares203K
TypeSH
Market value$5.74M
0.19%
Sole
203K
Shared
0.00
None
0.00
TPG RE Finance Trust Inc
DFNDShares832.94K
TypeSH
Market value$5.66M
0.19%
Sole
832.94K
Shared
0.00
None
0.00
Vanguard Growth Index Fund
DFNDShares25K
TypeSH
Market value$5.33M
0.18%
Sole
25K
Shared
0.00
None
0.00
ISHARES NASDAQ BIOTECH
DFNDShares40K
TypeSH
Market value$5.25M
0.18%
Sole
40K
Shared
0.00
None
0.00
VMWARE INC-CLASS A
DFNDShares41.16K
TypeSH
Market value$5.05M
0.17%
Sole
41.16K
Shared
0.00
None
0.00
IQIYI INC
DFNDShares7.60M
TypePRN
Market value$5.03M
0.17%
Sole
7.60M
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQDFND | UNIT SER 1 | 3.53M | SH | $939.01M 31.39% | 3.53M | 0.00 | 0.00 |
ISHARES IBOXX H/Y CORP BONDDFND | IBOXX HI YD ETF | 10.54M | SH | $775.96M 25.94% | 10.54M | 0.00 | 0.00 |
STREETTRACKS GOLD TRUSTDFND | GOLD SHS | 1.43M | SH | $242.33M 8.10% | 1.43M | 0.00 | 0.00 |
ISHARES JP MORGAN USD EMERGING MARKETSDFND | JPMORGAN USD EMG | 2.36M | SH | $200.03M 6.69% | 2.36M | 0.00 | 0.00 |
ENERGY SELECT SECTOR SPDRDFND | ENERGY | 2.09M | SH | $182.82M 6.11% | 2.09M | 0.00 | 0.00 |
ISHARES SILVER TRUSTDFND | ISHARES | 6.93M | SH | $152.67M 5.10% | 6.93M | 0.00 | 0.00 |
KraneShares CSI China Internet ETFDFND | CSI CHI INTERNET | 2.55M | SH | $77.01M 2.57% | 2.55M | 0.00 | 0.00 |
SPDR TRUST SERIES 1DFND | TR UNIT | 166.20K | SH | $63.56M 2.12% | 166.20K | 0.00 | 0.00 |
ISHARES IBOXX INV GR CORP BDDFND | IBOXX INV CP ETF | 601K | SH | $63.36M 2.12% | 601K | 0.00 | 0.00 |
ISHARES 20 YR TREASDFND | 20 YR TR BD ETF | 455.20K | SH | $45.32M 1.51% | 455.20K | 0.00 | 0.00 |
MODERNA INCDFND | COM | 230K | SH | $41.31M 1.38% | 230K | 0.00 | 0.00 |
Global X Uranium ETFDFND | GLOBAL X URANIUM | 915K | SH | $18.37M 0.61% | 915K | 0.00 | 0.00 |
CHICAGO MERCANTILE EXCHANGEDFND | COM | 102.55K | SH | $17.25M 0.58% | 102.55K | 0.00 | 0.00 |
Vanguard Developed Markets Index FundDFND | VAN FTSE DEV MKT | 300K | SH | $12.59M 0.42% | 300K | 0.00 | 0.00 |
ALIBABA GROUP HOLDINGDFND | SPONSORED ADS | 122K | SH | $10.75M 0.36% | 122K | 0.00 | 0.00 |
UNITED STATES OIL FUND LPDFND | UNITS | 150K | SH | $10.52M 0.35% | 150K | 0.00 | 0.00 |
SPDR METALS & MINING ETFDFND | S&P METALS MNG | 182K | SH | $9.07M 0.30% | 182K | 0.00 | 0.00 |
GDS HLDGS LTDDFND | NOTE 2.000% 6/0 | 9M | PRN | $8.51M 0.28% | 9M | 0.00 | 0.00 |
ISHARES MSCI BRAZILDFND | MSCI BRAZIL ETF | 250K | SH | $6.99M 0.23% | 250K | 0.00 | 0.00 |
ISHARES FTSE/XINHUA CHINA 25DFND | CHINA LG-CAP ETF | 203K | SH | $5.74M 0.19% | 203K | 0.00 | 0.00 |
TPG RE Finance Trust IncDFND | COM | 832.94K | SH | $5.66M 0.19% | 832.94K | 0.00 | 0.00 |
Vanguard Growth Index FundDFND | GROWTH ETF | 25K | SH | $5.33M 0.18% | 25K | 0.00 | 0.00 |
ISHARES NASDAQ BIOTECHDFND | ISHARES BIOTECH | 40K | SH | $5.25M 0.18% | 40K | 0.00 | 0.00 |
VMWARE INC-CLASS ADFND | CL A COM | 41.16K | SH | $5.05M 0.17% | 41.16K | 0.00 | 0.00 |
IQIYI INCDFND | NOTE 4.000%12/1 | 7.60M | PRN | $5.03M 0.17% | 7.60M | 0.00 | 0.00 |
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