Filed: 11/14/2023ACC: 0000905148-23-001434
📋 What this filing means
BREVAN HOWARD CAPITAL MANAGEMENT LP filed this quarterly 13F‑HR report disclosing 356 equity positions with a total reported market value of $7.76B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
356
Positions
$7.76B
Total AUM (reported)
225.23M
Total Shares
Allocation by class
MSCI EMG MKT ETF$2.25B28.9%
IBOXX HI YD ETF$1.76B22.6%
FINANCIAL$1.21B15.5%
20 YR TR BD ETF$882.47M11.4%
UNIT SER 1$652.80M8.4%
COM$295.91M3.8%
JPMORGAN USD EMG$160.91M2.1%
Portfolio Concentration
Top 3$5.21B67.1%
4–10$2.06B26.5%
11–25$260.15M3.4%
Rest$234.19M3.0%
Top 3 weight
67.1%
Top 10 weight
93.6%
Voting Authority Distribution
Total shares with voting rights: 225.23M
Sole
Full voting authority
225.23M
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
Other356
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings356
Rows:
ISHARES MSCI EMERGING MKT IN
DFNDShares59.20M
TypeSH
Market value$2.25B
28.95%
Sole
59.20M
Shared
0.00
None
0.00
ISHARES IBOXX H/Y CORP BOND
DFNDShares23.84M
TypeSH
Market value$1.76B
22.64%
Sole
23.84M
Shared
0.00
None
0.00
FINANCIAL SELECT SECTOR SPDR
DFNDShares36.37M
TypeSH
Market value$1.21B
15.55%
Sole
36.37M
Shared
0.00
None
0.00
ISHARES 20plus YR TREAS
DFNDShares9.95M
TypeSH
Market value$882.47M
11.37%
Sole
9.95M
Shared
0.00
None
0.00
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ
DFNDShares1.82M
TypeSH
Market value$652.80M
8.41%
Sole
1.82M
Shared
0.00
None
0.00
ISHARES JP MORGAN USD EMERGING MARKETS
DFNDShares1.95M
TypeSH
Market value$160.91M
2.07%
Sole
1.95M
Shared
0.00
None
0.00
ISHARES SILVER TRUST
DFNDShares5.35M
TypeSH
Market value$108.77M
1.40%
Sole
5.35M
Shared
0.00
None
0.00
ISHARES RUSSELL 2000 ETF
DFNDShares578.10K
TypeSH
Market value$102.17M
1.32%
Sole
578.10K
Shared
0.00
None
0.00
NEWMONT MINING
DFNDShares2.53M
TypeSH
Market value$93.50M
1.20%
Sole
2.53M
Shared
0.00
None
0.00
ISHARES MSCI BRAZIL
DFNDShares1.80M
TypeSH
Market value$55.36M
0.71%
Sole
1.80M
Shared
0.00
None
0.00
MARKET VECTORS GOLD MINERS
DFNDShares1.56M
TypeSH
Market value$41.96M
0.54%
Sole
1.56M
Shared
0.00
None
0.00
ISHARES IBOXX INV GR CORP BD
DFNDShares300K
TypeSH
Market value$30.61M
0.39%
Sole
300K
Shared
0.00
None
0.00
SPDR METALS & MINING ETF
DFNDShares440K
TypeSH
Market value$23.10M
0.30%
Sole
440K
Shared
0.00
None
0.00
SPDR S&P BIOTECH ETF
DFNDShares300K
TypeSH
Market value$21.91M
0.28%
Sole
300K
Shared
0.00
None
0.00
CHICAGO MERCANTILE EXCHANGE
DFNDShares102.55K
TypeSH
Market value$20.53M
0.26%
Sole
102.55K
Shared
0.00
None
0.00
NIO 0 02/26
DFNDShares17.80M
TypePRN
Market value$16.41M
0.21%
Sole
17.80M
Shared
0.00
None
0.00
MODERNA INC
DFNDShares157K
TypeSH
Market value$16.22M
0.21%
Sole
157K
Shared
0.00
None
0.00
SPDR TRUST SERIES 1
DFNDShares35K
TypeSH
Market value$14.96M
0.19%
Sole
35K
Shared
0.00
None
0.00
VNET 0 02/26
DFNDShares17.81M
TypePRN
Market value$14.16M
0.18%
Sole
17.81M
Shared
0.00
None
0.00
PDD 0 12/25
DFNDShares14.70M
TypePRN
Market value$14.09M
0.18%
Sole
14.70M
Shared
0.00
None
0.00
WALT DISNEY STK
DFNDShares164.28K
TypeSH
Market value$13.32M
0.17%
Sole
164.28K
Shared
0.00
None
0.00
ISHARES TIPS BOND ETF
DFNDShares91K
TypeSH
Market value$9.44M
0.12%
Sole
91K
Shared
0.00
None
0.00
ISHARES JP MORGAN USD EMERGING MARKETS
DFNDShares105K
TypeSH
Market value$8.66M
0.11%
Sole
105K
Shared
0.00
None
0.00
NIKE INC
DFNDShares77.74K
TypeSH
Market value$7.43M
0.10%
Sole
77.74K
Shared
0.00
None
0.00
ACTIVISION BLIZZARD INC
DFNDShares78.52K
TypeSH
Market value$7.35M
0.09%
Sole
78.52K
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
ISHARES MSCI EMERGING MKT INDFND | MSCI EMG MKT ETF | 59.20M | SH | $2.25B 28.95% | 59.20M | 0.00 | 0.00 |
ISHARES IBOXX H/Y CORP BONDDFND | IBOXX HI YD ETF | 23.84M | SH | $1.76B 22.64% | 23.84M | 0.00 | 0.00 |
FINANCIAL SELECT SECTOR SPDRDFND | FINANCIAL | 36.37M | SH | $1.21B 15.55% | 36.37M | 0.00 | 0.00 |
ISHARES 20plus YR TREASDFND | 20 YR TR BD ETF | 9.95M | SH | $882.47M 11.37% | 9.95M | 0.00 | 0.00 |
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQDFND | UNIT SER 1 | 1.82M | SH | $652.80M 8.41% | 1.82M | 0.00 | 0.00 |
ISHARES JP MORGAN USD EMERGING MARKETSDFND | JPMORGAN USD EMG | 1.95M | SH | $160.91M 2.07% | 1.95M | 0.00 | 0.00 |
ISHARES SILVER TRUSTDFND | ISHARES | 5.35M | SH | $108.77M 1.40% | 5.35M | 0.00 | 0.00 |
ISHARES RUSSELL 2000 ETFDFND | RUSSELL 2000 ETF | 578.10K | SH | $102.17M 1.32% | 578.10K | 0.00 | 0.00 |
NEWMONT MININGDFND | COM | 2.53M | SH | $93.50M 1.20% | 2.53M | 0.00 | 0.00 |
ISHARES MSCI BRAZILDFND | MSCI BRAZIL ETF | 1.80M | SH | $55.36M 0.71% | 1.80M | 0.00 | 0.00 |
MARKET VECTORS GOLD MINERSDFND | GOLD MINERS ETF | 1.56M | SH | $41.96M 0.54% | 1.56M | 0.00 | 0.00 |
ISHARES IBOXX INV GR CORP BDDFND | IBOXX INV CP ETF | 300K | SH | $30.61M 0.39% | 300K | 0.00 | 0.00 |
SPDR METALS & MINING ETFDFND | S&P METALS MNG | 440K | SH | $23.10M 0.30% | 440K | 0.00 | 0.00 |
SPDR S&P BIOTECH ETFDFND | S&P BIOTECH | 300K | SH | $21.91M 0.28% | 300K | 0.00 | 0.00 |
CHICAGO MERCANTILE EXCHANGEDFND | COM | 102.55K | SH | $20.53M 0.26% | 102.55K | 0.00 | 0.00 |
NIO 0 02/26DFND | NOTE 2/0 | 17.80M | PRN | $16.41M 0.21% | 17.80M | 0.00 | 0.00 |
MODERNA INCDFND | COM | 157K | SH | $16.22M 0.21% | 157K | 0.00 | 0.00 |
SPDR TRUST SERIES 1DFND | TR UNIT | 35K | SH | $14.96M 0.19% | 35K | 0.00 | 0.00 |
VNET 0 02/26DFND | NOTE 2/0 | 17.81M | PRN | $14.16M 0.18% | 17.81M | 0.00 | 0.00 |
PDD 0 12/25DFND | NOTE 12/0 | 14.70M | PRN | $14.09M 0.18% | 14.70M | 0.00 | 0.00 |
WALT DISNEY STKDFND | COM | 164.28K | SH | $13.32M 0.17% | 164.28K | 0.00 | 0.00 |
ISHARES TIPS BOND ETFDFND | TIPS BD ETF | 91K | SH | $9.44M 0.12% | 91K | 0.00 | 0.00 |
ISHARES JP MORGAN USD EMERGING MARKETSDFND | JPMORGAN UD EMG | 105K | SH | $8.66M 0.11% | 105K | 0.00 | 0.00 |
NIKE INCDFND | CL B | 77.74K | SH | $7.43M 0.10% | 77.74K | 0.00 | 0.00 |
ACTIVISION BLIZZARD INCDFND | COM | 78.52K | SH | $7.35M 0.09% | 78.52K | 0.00 | 0.00 |
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