Filed: 11/14/2022ACC: 0001567619-22-020055
📋 What this filing means
BREVAN HOWARD CAPITAL MANAGEMENT LP filed this quarterly 13F‑HR report disclosing 67 equity positions with a total reported market value of $2.75M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
67
Positions
$2.75M
Total AUM (reported)
63.12M
Total Shares
Allocation by class
IBOXX HI YD ETF$663.3K24.1%
ENERGY$571.6K20.8%
IBOXX INV CP ETF$492.0K17.9%
JPMORGAN USD EMG$444.4K16.2%
GOLD SHS$220.9K8.0%
ISHARES$121.3K4.4%
COM$115.6K4.2%
Portfolio Concentration
Top 3$1.73M62.8%
4–10$898.9K32.7%
11–25$85.1K3.1%
Rest$38.7K1.4%
Top 3 weight
62.8%
Top 10 weight
95.5%
Voting Authority Distribution
Total shares with voting rights: 63.12M
Sole
Full voting authority
63.12M
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
Other67
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings67
Rows:
ISHARES IBOXX H/Y CORP BOND
DFNDShares9.29M
TypeSH
Market value$663.3K
24.12%
Sole
9.29M
Shared
0.00
None
0.00
ENERGY SELECT SECTOR SPDR
DFNDShares7.94M
TypeSH
Market value$571.6K
20.79%
Sole
7.94M
Shared
0.00
None
0.00
ISHARES IBOXX INV GR CORP BD
DFNDShares4.80M
TypeSH
Market value$492.0K
17.89%
Sole
4.80M
Shared
0.00
None
0.00
ISHARES JP MORGAN USD EMERGING MARKETS
DFNDShares5.60M
TypeSH
Market value$444.4K
16.16%
Sole
5.60M
Shared
0.00
None
0.00
STREETTRACKS GOLD TRUST
DFNDShares1.43M
TypeSH
Market value$220.9K
8.04%
Sole
1.43M
Shared
0.00
None
0.00
ISHARES SILVER TRUST
DFNDShares6.93M
TypeSH
Market value$121.3K
4.41%
Sole
6.93M
Shared
0.00
None
0.00
MODERNA INC
DFNDShares500K
TypeSH
Market value$59.1K
2.15%
Sole
500K
Shared
0.00
None
0.00
CHICAGO MERCANTILE EXCHANGE
DFNDShares102.55K
TypeSH
Market value$18.2K
0.66%
Sole
102.55K
Shared
0.00
None
0.00
Global X Uranium ETF
DFNDShares915K
TypeSH
Market value$18.1K
0.66%
Sole
915K
Shared
0.00
None
0.00
SPDR TRUST SERIES 1
DFNDShares47K
TypeSH
Market value$16.8K
0.61%
Sole
47K
Shared
0.00
None
0.00
ISHARES FTSE/XINHUA CHINA 25
DFNDShares400K
TypeSH
Market value$10.3K
0.38%
Sole
400K
Shared
0.00
None
0.00
UNITED STATES OIL FUND LP
DFNDShares150K
TypeSH
Market value$9.8K
0.36%
Sole
150K
Shared
0.00
None
0.00
ISHARES MSCI BRAZIL
DFNDShares300K
TypeSH
Market value$8.9K
0.32%
Sole
300K
Shared
0.00
None
0.00
GDS HLDGS LTD
DFNDShares9M
TypePRN
Market value$8.5K
0.31%
Sole
9M
Shared
0.00
None
0.00
ACTIVISION BLIZZARD INC
DFNDShares111.54K
TypeSH
Market value$8.3K
0.30%
Sole
111.54K
Shared
0.00
None
0.00
ALPHABET INC-CL A
DFNDShares80K
TypeSH
Market value$7.7K
0.28%
Sole
80K
Shared
0.00
None
0.00
TPG RE Finance Trust Inc
DFNDShares707.94K
TypeSH
Market value$5.0K
0.18%
Sole
707.94K
Shared
0.00
None
0.00
ISHARES DJ US REAL ESTATE
DFNDShares51.49K
TypeSH
Market value$4.2K
0.15%
Sole
51.49K
Shared
0.00
None
0.00
Vanguard Energy Index Fund
DFNDShares40K
TypeSH
Market value$4.1K
0.15%
Sole
40K
Shared
0.00
None
0.00
BILIBILI INC
DFNDShares4M
TypePRN
Market value$3.7K
0.14%
Sole
4M
Shared
0.00
None
0.00
Signify Health Inc
DFNDShares123.72K
TypeSH
Market value$3.6K
0.13%
Sole
123.72K
Shared
0.00
None
0.00
SERVICENOW INC
DFNDShares7.50K
TypeSH
Market value$2.8K
0.10%
Sole
7.50K
Shared
0.00
None
0.00
MICROSOFT CORP
DFNDShares12K
TypeSH
Market value$2.8K
0.10%
Sole
12K
Shared
0.00
None
0.00
Meta Platforms Inc
DFNDShares20K
TypeSH
Market value$2.7K
0.10%
Sole
20K
Shared
0.00
None
0.00
IOVANCE BIOTHERAPEUTICS
DFNDShares279.83K
TypeSH
Market value$2.7K
0.10%
Sole
279.83K
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 | 9.29M | SH | $663.3K 24.12% | 9.29M | 0.00 | 0.00 |
ENERGY SELECT SECTOR SPDRDFND | ENERGY | 7.94M | SH | $571.6K 20.79% | 7.94M | 0.00 | 0.00 |
ISHARES IBOXX INV GR CORP BDDFND | IBOXX INV CP ETF | 4.80M | SH | $492.0K 17.89% | 4.80M | 0.00 | 0.00 |
ISHARES JP MORGAN USD EMERGING MARKETSDFND | JPMORGAN USD EMG | 5.60M | SH | $444.4K 16.16% | 5.60M | 0.00 | 0.00 |
STREETTRACKS GOLD TRUSTDFND | GOLD SHS | 1.43M | SH | $220.9K 8.04% | 1.43M | 0.00 | 0.00 |
ISHARES SILVER TRUSTDFND | ISHARES | 6.93M | SH | $121.3K 4.41% | 6.93M | 0.00 | 0.00 |
MODERNA INCDFND | COM | 500K | SH | $59.1K 2.15% | 500K | 0.00 | 0.00 |
CHICAGO MERCANTILE EXCHANGEDFND | COM | 102.55K | SH | $18.2K 0.66% | 102.55K | 0.00 | 0.00 |
Global X Uranium ETFDFND | GLOBAL X URANIUM | 915K | SH | $18.1K 0.66% | 915K | 0.00 | 0.00 |
SPDR TRUST SERIES 1DFND | TR UNIT | 47K | SH | $16.8K 0.61% | 47K | 0.00 | 0.00 |
ISHARES FTSE/XINHUA CHINA 25DFND | CHINA LG-CAP ETF | 400K | SH | $10.3K 0.38% | 400K | 0.00 | 0.00 |
UNITED STATES OIL FUND LPDFND | UNITS | 150K | SH | $9.8K 0.36% | 150K | 0.00 | 0.00 |
ISHARES MSCI BRAZILDFND | MSCI BRAZIL ETF | 300K | SH | $8.9K 0.32% | 300K | 0.00 | 0.00 |
GDS HLDGS LTDDFND | NOTE 2.000% 6/0 | 9M | PRN | $8.5K 0.31% | 9M | 0.00 | 0.00 |
ACTIVISION BLIZZARD INCDFND | COM | 111.54K | SH | $8.3K 0.30% | 111.54K | 0.00 | 0.00 |
ALPHABET INC-CL ADFND | CAP STK CL A | 80K | SH | $7.7K 0.28% | 80K | 0.00 | 0.00 |
TPG RE Finance Trust IncDFND | COM | 707.94K | SH | $5.0K 0.18% | 707.94K | 0.00 | 0.00 |
ISHARES DJ US REAL ESTATEDFND | U.S. REAL ES ETF | 51.49K | SH | $4.2K 0.15% | 51.49K | 0.00 | 0.00 |
Vanguard Energy Index FundDFND | ENERGY ETF | 40K | SH | $4.1K 0.15% | 40K | 0.00 | 0.00 |
BILIBILI INCDFND | NOTE 1.250% 6/1 | 4M | PRN | $3.7K 0.14% | 4M | 0.00 | 0.00 |
Signify Health IncDFND | CL A COM | 123.72K | SH | $3.6K 0.13% | 123.72K | 0.00 | 0.00 |
SERVICENOW INCDFND | COM | 7.50K | SH | $2.8K 0.10% | 7.50K | 0.00 | 0.00 |
MICROSOFT CORPDFND | COM | 12K | SH | $2.8K 0.10% | 12K | 0.00 | 0.00 |
Meta Platforms IncDFND | CL A | 20K | SH | $2.7K 0.10% | 20K | 0.00 | 0.00 |
IOVANCE BIOTHERAPEUTICSDFND | COM | 279.83K | SH | $2.7K 0.10% | 279.83K | 0.00 | 0.00 |
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