Filed: 8/14/2023ACC: 0000905148-23-000725
📋 What this filing means
BREVAN HOWARD CAPITAL MANAGEMENT LP filed this quarterly 13F‑HR report disclosing 195 equity positions with a total reported market value of $4.79B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
195
Positions
$4.79B
Total AUM (reported)
123.24M
Total Shares
Allocation by class
IBOXX HI YD ETF$1.41B29.3%
20 YR TR BD ETF$894.86M18.7%
UNIT SER 1$879.44M18.4%
COM$353.71M7.4%
TR UNIT$204.19M4.3%
RUSSELL 2000 ETF$184.65M3.9%
MSCI EMG MKT ETF$171.69M3.6%
Portfolio Concentration
Top 3$2.69B56.1%
4–10$1.14B23.7%
11–25$649.34M13.6%
Rest$318.16M6.6%
Top 3 weight
56.1%
Top 10 weight
79.8%
Voting Authority Distribution
Total shares with voting rights: 123.24M
Sole
Full voting authority
123.24M
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
Other195
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings195
Rows:
ISHARES IBOXX H/Y CORP BOND
DFNDShares13.95M
TypeSH
Market value$1.05B
21.86%
Sole
13.95M
Shared
0.00
None
0.00
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ
DFNDShares2.25M
TypeSH
Market value$830.49M
17.34%
Sole
2.25M
Shared
0.00
None
0.00
ISHARES 20plus YR TREAS
DFNDShares7.85M
TypeSH
Market value$808.09M
16.87%
Sole
7.85M
Shared
0.00
None
0.00
ISHARES IBOXX H/Y CORP BOND
DFNDShares4.77M
TypeSH
Market value$357.93M
7.47%
Sole
4.77M
Shared
0.00
None
0.00
SPDR TRUST SERIES 1
DFNDShares450K
TypeSH
Market value$199.48M
4.16%
Sole
450K
Shared
0.00
None
0.00
ISHARES MSCI EMERGING MKT IN
DFNDShares3.70M
TypeSH
Market value$146.37M
3.06%
Sole
3.70M
Shared
0.00
None
0.00
MICROSOFT CORP
DFNDShares380K
TypeSH
Market value$129.41M
2.70%
Sole
380K
Shared
0.00
None
0.00
ISHARES SILVER TRUST
DFNDShares5.35M
TypeSH
Market value$111.71M
2.33%
Sole
5.35M
Shared
0.00
None
0.00
ISHARES RUSSELL 2000 ETF
DFNDShares561K
TypeSH
Market value$105.06M
2.19%
Sole
561K
Shared
0.00
None
0.00
ISHARES 20plus YR TREAS
DFNDShares842.93K
TypeSH
Market value$86.77M
1.81%
Sole
842.93K
Shared
0.00
None
0.00
ISHARES RUSSELL 2000 ETF
DFNDShares425K
TypeSH
Market value$79.59M
1.66%
Sole
425K
Shared
0.00
None
0.00
ISHARES JP MORGAN USD EMERGING MARKETS
DFNDShares900K
TypeSH
Market value$77.89M
1.63%
Sole
900K
Shared
0.00
None
0.00
NEWMONT MINING
DFNDShares1.50M
TypeSH
Market value$63.99M
1.34%
Sole
1.50M
Shared
0.00
None
0.00
ISHARES JP MORGAN USD EMERGING MARKETS
DFNDShares734.03K
TypeSH
Market value$63.52M
1.33%
Sole
734.03K
Shared
0.00
None
0.00
ISHARES MSCI BRAZIL
DFNDShares1.80M
TypeSH
Market value$58.54M
1.22%
Sole
1.80M
Shared
0.00
None
0.00
ISHARES TIPS BOND ETF
DFNDShares518K
TypeSH
Market value$55.75M
1.16%
Sole
518K
Shared
0.00
None
0.00
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ
DFNDShares132.50K
TypeSH
Market value$48.95M
1.02%
Sole
132.50K
Shared
0.00
None
0.00
KBW REGIONAL BANKING ETF
DFNDShares800K
TypeSH
Market value$32.66M
0.68%
Sole
800K
Shared
0.00
None
0.00
ISHARES TIPS BOND ETF
DFNDShares300K
TypeSH
Market value$32.29M
0.67%
Sole
300K
Shared
0.00
None
0.00
ISHARES FTSE/XINHUA CHINA 25
DFNDShares1M
TypeSH
Market value$27.19M
0.57%
Sole
1M
Shared
0.00
None
0.00
ISHARES MSCI EMERGING MKT IN
DFNDShares640K
TypeSH
Market value$25.32M
0.53%
Sole
640K
Shared
0.00
None
0.00
Invesco S&P 500 Eql Wght ETF
DFNDShares150K
TypeSH
Market value$22.45M
0.47%
Sole
150K
Shared
0.00
None
0.00
ISHARES JP MORGAN USD EMERGING MARKETS
DFNDShares250K
TypeSH
Market value$21.64M
0.45%
Sole
250K
Shared
0.00
None
0.00
Global X Uranium ETF
DFNDShares945K
TypeSH
Market value$20.51M
0.43%
Sole
945K
Shared
0.00
None
0.00
MODERNA INC
DFNDShares157K
TypeSH
Market value$19.08M
0.40%
Sole
157K
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
ISHARES IBOXX H/Y CORP BONDDFND | IBOXX HI YD ETF | 13.95M | SH | $1.05B 21.86% | 13.95M | 0.00 | 0.00 |
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQDFND | UNIT SER 1 | 2.25M | SH | $830.49M 17.34% | 2.25M | 0.00 | 0.00 |
ISHARES 20plus YR TREASDFND | 20 YR TR BD ETF | 7.85M | SH | $808.09M 16.87% | 7.85M | 0.00 | 0.00 |
ISHARES IBOXX H/Y CORP BONDDFND | IBOXX HI YD ETF | 4.77M | SH | $357.93M 7.47% | 4.77M | 0.00 | 0.00 |
SPDR TRUST SERIES 1DFND | TR UNIT | 450K | SH | $199.48M 4.16% | 450K | 0.00 | 0.00 |
ISHARES MSCI EMERGING MKT INDFND | MSCI EMG MKT ETF | 3.70M | SH | $146.37M 3.06% | 3.70M | 0.00 | 0.00 |
MICROSOFT CORPDFND | COM | 380K | SH | $129.41M 2.70% | 380K | 0.00 | 0.00 |
ISHARES SILVER TRUSTDFND | ISHARES | 5.35M | SH | $111.71M 2.33% | 5.35M | 0.00 | 0.00 |
ISHARES RUSSELL 2000 ETFDFND | RUSSELL 2000 ETF | 561K | SH | $105.06M 2.19% | 561K | 0.00 | 0.00 |
ISHARES 20plus YR TREASDFND | 20 YR TR BD ETF | 842.93K | SH | $86.77M 1.81% | 842.93K | 0.00 | 0.00 |
ISHARES RUSSELL 2000 ETFDFND | RUSSELL 2000 ETF | 425K | SH | $79.59M 1.66% | 425K | 0.00 | 0.00 |
ISHARES JP MORGAN USD EMERGING MARKETSDFND | JPMORGAN USD EMG | 900K | SH | $77.89M 1.63% | 900K | 0.00 | 0.00 |
NEWMONT MININGDFND | COM | 1.50M | SH | $63.99M 1.34% | 1.50M | 0.00 | 0.00 |
ISHARES JP MORGAN USD EMERGING MARKETSDFND | JPMORGAN USD EMG | 734.03K | SH | $63.52M 1.33% | 734.03K | 0.00 | 0.00 |
ISHARES MSCI BRAZILDFND | MSCI BRAZIL ETF | 1.80M | SH | $58.54M 1.22% | 1.80M | 0.00 | 0.00 |
ISHARES TIPS BOND ETFDFND | TIPS BD ETF | 518K | SH | $55.75M 1.16% | 518K | 0.00 | 0.00 |
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQDFND | UNIT SER 1 | 132.50K | SH | $48.95M 1.02% | 132.50K | 0.00 | 0.00 |
KBW REGIONAL BANKING ETFDFND | S&P REGL BKG | 800K | SH | $32.66M 0.68% | 800K | 0.00 | 0.00 |
ISHARES TIPS BOND ETFDFND | TIPS BD ETF | 300K | SH | $32.29M 0.67% | 300K | 0.00 | 0.00 |
ISHARES FTSE/XINHUA CHINA 25DFND | CHINA LG-CAP ETF | 1M | SH | $27.19M 0.57% | 1M | 0.00 | 0.00 |
ISHARES MSCI EMERGING MKT INDFND | MSCI EMG MKT ETF | 640K | SH | $25.32M 0.53% | 640K | 0.00 | 0.00 |
Invesco S&P 500 Eql Wght ETFDFND | S&P SML600 VAL | 150K | SH | $22.45M 0.47% | 150K | 0.00 | 0.00 |
ISHARES JP MORGAN USD EMERGING MARKETSDFND | JPMORGAN USD EMG | 250K | SH | $21.64M 0.45% | 250K | 0.00 | 0.00 |
Global X Uranium ETFDFND | GLOBAL X URANIUM | 945K | SH | $20.51M 0.43% | 945K | 0.00 | 0.00 |
MODERNA INCDFND | COM | 157K | SH | $19.08M 0.40% | 157K | 0.00 | 0.00 |
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