Brevan Howard Capital Management LP
Institutional investor · Portfolio as of Q4 2022
Top Holdings88 positions
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
INVESCO QQQ TRUST SERIES 1 CL USD INC | 3.5M | $939M | 31.4% | — | — | — | New — |
ISHR IBX USD HIYLD CB ETF-UI | 6.1M | $449.1M | 15.0% | — | — | — | Decreased — |
ISHR IBX USD HIYLD CB ETF-UI | 3.9M | $289.2M | 9.7% | — | — | — | Increased — |
SPDR GOLD TRUST | 1.4M | $242.3M | 8.1% | — | — | — | Unchanged — |
ENERGY SELECT SECTOR SPDR | 2M | $175.8M | 5.9% | — | — | — | Decreased — |
ISHARES SILVER TRUST | 6.9M | $152.7M | 5.1% | — | — | — | Unchanged — |
ISHARES TR | 1.5M | $126.9M | 4.2% | — | — | — | Decreased — |
KRANESHARES TRUST | 2.6M | $77M | 2.6% | — | — | — | New — |
STATE STREET SPDR S&P 500 ETF TRUST CL USD INC | 166,200 | $63.6M | 2.1% | — | — | — | Increased — |
ISHARES TR | 500,000 | $42.3M | 1.4% | — | — | — | Decreased — |
MODERNA INC | 230,000 | $41.3M | 1.4% | $135.46 | +32.60% | 4 qtrssince 2022-Q1 | Decreased 0 |
ISHR IBX USD HIYLD CB ETF-UI | 510,400 | $37.6M | 1.3% | $58.00 | +2.70% | 2 qtrssince 2022-Q3 | Increased 70 |
ISHARES 20 PLUS YEAR TREASURY BD | 320,200 | $31.9M | 1.1% | — | — | — | New — |
ISHARES IBOXX INVESTMENT GRA | 301,000 | $31.7M | 1.1% | $89.40 | +1.23% | 3 qtrssince 2022-Q2 | Increased 73 |
ISHARES IBOXX INVESTMENT GRA | 300,000 | $31.6M | 1.1% | — | — | — | Decreased — |
ISHARES TR | 364,650 | $30.8M | 1.0% | $67.70 | +6.54% | 2 qtrssince 2022-Q3 | Increased 55 |
GLOBAL X FDS | 915,000 | $18.4M | 0.6% | $19.05 | -7.73% | 6 qtrssince 2021-Q3 | Unchanged 0 |
CME GROUP INC | 102,553 | $17.2M | 0.6% | $66.47 | +126.21% | 16 qtrssince 2016-Q1 | Unchanged 0 |
ISHARES 20 PLUS YEAR TREASURY BD | 135,000 | $13.4M | 0.4% | $86.17 | 0.00% | 1 qtr | New 46 |
VANGUARD FTSE DEVELOPED ETF | 300,000 | $12.6M | 0.4% | $37.99 | +93.68% | 1 qtr | New 46 |
Brevan Howard Capital Management LP manages $3B across 88 positions as of Q4 2022. Top holdings: QQQ (31.4%), HYG (15.0%), HYG (9.7%). Fund DNA: Momentum Trader. HoldingsIntel Rating: 2/5.0.
Active quarter - 25 new positions, 13 exits, 16 increased. Top move: LQD (INCREASED, conviction 73). Portfolio: $3.0B across 88 positions.
Top holdings by portfolio weight
Portfolio allocation by GICS sector
Behavioral investing profile
Position Outcomes
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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