Brevan Howard Capital Management LP
Institutional investor · Portfolio as of Q3 2022
Top Holdings76 positions
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
ISHR IBX USD HIYLD CB ETF-UI | 7.5M | $534.2M | 19.4% | — | — | — | Increased — |
ENERGY SELECT SECTOR SPDR | 7.4M | $533.2M | 19.4% | — | — | — | Increased — |
ISHARES IBOXX INVESTMENT GRA | 3.7M | $379.3M | 13.8% | — | — | — | Increased — |
ISHARES TR | 3.7M | $293.8M | 10.7% | — | — | — | Increased — |
SPDR GOLD TRUST | 1.4M | $220.9M | 8.0% | — | — | — | Decreased — |
ISHARES TR | 1.6M | $127M | 4.6% | — | — | — | Increased — |
ISHARES SILVER TRUST | 6.9M | $121.3M | 4.4% | — | — | — | Unchanged — |
ISHR IBX USD HIYLD CB ETF-UI | 1.5M | $109.1M | 4.0% | — | — | — | Decreased — |
ISHARES IBOXX INVESTMENT GRA | 1M | $102.5M | 3.7% | — | — | — | Increased — |
MODERNA INC | 500,000 | $59.1M | 2.2% | $135.46 | -12.84% | 3 qtrssince 2022-Q1 | Increased 77 |
ENERGY SELECT SECTOR SPDR | 334,000 | $24.1M | 0.9% | $32.46 | 0.00% | 1 qtr | New 56 |
ISHARES TR | 297,000 | $23.6M | 0.9% | $66.69 | 0.00% | 1 qtr | New 56 |
ISHR IBX USD HIYLD CB ETF-UI | 280,000 | $20M | 0.7% | $56.71 | 0.00% | 1 qtr | New 55 |
CME GROUP INC | 102,553 | $18.2M | 0.7% | $66.47 | +132.78% | 15 qtrssince 2016-Q1 | Unchanged 0 |
GLOBAL X FDS | 915,000 | $18.1M | 0.7% | $19.05 | -8.46% | 5 qtrssince 2021-Q3 | Decreased 0 |
STATE STREET SPDR S&P 500 ETF TRUST CL USD INC | 47,000 | $16.8M | 0.6% | — | — | — | New — |
ENERGY SELECT SECTOR SPDR | 200,000 | $14.4M | 0.5% | — | — | — | Decreased — |
ISHARES TR | 400,000 | $10.3M | 0.4% | — | — | — | New — |
ISHARES IBOXX INVESTMENT GRA | 100,000 | $10.2M | 0.4% | $87.18 | -0.39% | 2 qtrssince 2022-Q2 | Increased 53 |
UNITED STS OIL FD LP | 150,000 | $9.8M | 0.4% | — | — | — | New — |
Brevan Howard Capital Management LP manages $2.7B across 76 positions as of Q3 2022. Top holdings: HYG (19.4%), XLE (19.4%), LQD (13.8%). Fund DNA: Momentum Trader. HoldingsIntel Rating: 2/5.0.
Active quarter - 32 new positions, 9 exits, 18 increased. Top move: MRNA (INCREASED, conviction 77). Portfolio: $2.7B across 76 positions.
Top holdings by portfolio weight
Portfolio allocation by GICS sector
Behavioral investing profile
Position Outcomes
Best and worst performing positions by estimated return
Top Winners
Top Losers
Cost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.
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Data sourced from SEC EDGAR 13F filings. Not financial advice. Full disclaimer