Filed: 2/14/2024ACC: 0000905148-24-000687
📋 What this filing means
BREVAN HOWARD CAPITAL MANAGEMENT LP filed this quarterly 13F‑HR report disclosing 976 equity positions with a total reported market value of $8.18B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
976
Positions
$8.18B
Total AUM (reported)
238.78M
Total Shares
Allocation by class
MSCI EMG MKT ETF$2.68B32.8%
FINANCIAL$1.95B23.8%
UNIT SER 1$1.02B12.4%
IBOXX HI YD ETF$656.57M8.0%
COM$581.97M7.1%
SBI CONS STPLS$190.86M2.3%
RUSSELL 2000 ETF$176.34M2.2%
Portfolio Concentration
Top 3$5.65B69.0%
4–10$1.43B17.5%
11–25$362.56M4.4%
Rest$743.78M9.1%
Top 3 weight
69.0%
Top 10 weight
86.5%
Voting Authority Distribution
Total shares with voting rights: 238.78M
Sole
Full voting authority
238.78M
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
Other976
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings976
Rows:
ISHARES MSCI EMERGING MKT IN
DFNDShares66.71M
TypeSH
Market value$2.68B
32.78%
Sole
66.71M
Shared
0.00
None
0.00
FINANCIAL SELECT SECTOR SPDR
DFNDShares51.80M
TypeSH
Market value$1.95B
23.80%
Sole
51.80M
Shared
0.00
None
0.00
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ
DFNDShares2.48M
TypeSH
Market value$1.02B
12.43%
Sole
2.48M
Shared
0.00
None
0.00
ISHARES IBOXX H/Y CORP BOND
DFNDShares8.48M
TypeSH
Market value$656.57M
8.02%
Sole
8.48M
Shared
0.00
None
0.00
CONSUMER STAPLES SPDR
DFNDShares2.65M
TypeSH
Market value$190.86M
2.33%
Sole
2.65M
Shared
0.00
None
0.00
ISHARES RUSSELL 2000 ETF
DFNDShares878.58K
TypeSH
Market value$176.34M
2.15%
Sole
878.58K
Shared
0.00
None
0.00
HEALTH CARE SELECT SECTO
DFNDShares817.50K
TypeSH
Market value$111.49M
1.36%
Sole
817.50K
Shared
0.00
None
0.00
ISHARES JP MORGAN USD EMERGING MARKETS
DFNDShares1.21M
TypeSH
Market value$107.32M
1.31%
Sole
1.21M
Shared
0.00
None
0.00
ISHARES 20plus YR TREAS
DFNDShares1.06M
TypeSH
Market value$104.81M
1.28%
Sole
1.06M
Shared
0.00
None
0.00
KraneShares CSI China Internet ETF
DFNDShares3.04M
TypeSH
Market value$82.01M
1.00%
Sole
3.04M
Shared
0.00
None
0.00
ISHARES FTSE/XINHUA CHINA 25
DFNDShares3.30M
TypeSH
Market value$79.30M
0.97%
Sole
3.30M
Shared
0.00
None
0.00
ISHARES MSCI EAFE INDEX FUND
DFNDShares797.50K
TypeSH
Market value$60.09M
0.73%
Sole
797.50K
Shared
0.00
None
0.00
ISHARES MSCI BRAZIL
DFNDShares1.61M
TypeSH
Market value$56.22M
0.69%
Sole
1.61M
Shared
0.00
None
0.00
KBW REGIONAL BANKING ETF
DFNDShares513.50K
TypeSH
Market value$26.92M
0.33%
Sole
513.50K
Shared
0.00
None
0.00
VNET 0 02/26
DFNDShares23.31M
TypePRN
Market value$18.47M
0.23%
Sole
23.31M
Shared
0.00
None
0.00
HOME DEPOT INC
DFNDShares48.27K
TypeSH
Market value$16.73M
0.20%
Sole
48.27K
Shared
0.00
None
0.00
WALT DISNEY STK
DFNDShares183.58K
TypeSH
Market value$16.58M
0.20%
Sole
183.58K
Shared
0.00
None
0.00
NIO 0 02/26
DFNDShares17.80M
TypePRN
Market value$16.41M
0.20%
Sole
17.80M
Shared
0.00
None
0.00
BILIBILI INC
DFNDShares18M
TypePRN
Market value$14.99M
0.18%
Sole
18M
Shared
0.00
None
0.00
SPDR Portfolio Intermediate Term Corporate Bd ETF
DFNDShares350K
TypeSH
Market value$11.49M
0.14%
Sole
350K
Shared
0.00
None
0.00
NVIDIA CORP
DFNDShares22.18K
TypeSH
Market value$10.99M
0.13%
Sole
22.18K
Shared
0.00
None
0.00
APPLE COMPUTER INC
DFNDShares48.61K
TypeSH
Market value$9.36M
0.11%
Sole
48.61K
Shared
0.00
None
0.00
ISHARES IBOXX INV GR CORP BD
DFNDShares78K
TypeSH
Market value$8.63M
0.11%
Sole
78K
Shared
0.00
None
0.00
FORTINET INC
DFNDShares140K
TypeSH
Market value$8.19M
0.10%
Sole
140K
Shared
0.00
None
0.00
DIAMONDBACK ENERGY INC
DFNDShares52.82K
TypeSH
Market value$8.19M
0.10%
Sole
52.82K
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 | 66.71M | SH | $2.68B 32.78% | 66.71M | 0.00 | 0.00 |
FINANCIAL SELECT SECTOR SPDRDFND | FINANCIAL | 51.80M | SH | $1.95B 23.80% | 51.80M | 0.00 | 0.00 |
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQDFND | UNIT SER 1 | 2.48M | SH | $1.02B 12.43% | 2.48M | 0.00 | 0.00 |
ISHARES IBOXX H/Y CORP BONDDFND | IBOXX HI YD ETF | 8.48M | SH | $656.57M 8.02% | 8.48M | 0.00 | 0.00 |
CONSUMER STAPLES SPDRDFND | SBI CONS STPLS | 2.65M | SH | $190.86M 2.33% | 2.65M | 0.00 | 0.00 |
ISHARES RUSSELL 2000 ETFDFND | RUSSELL 2000 ETF | 878.58K | SH | $176.34M 2.15% | 878.58K | 0.00 | 0.00 |
HEALTH CARE SELECT SECTODFND | SBI HEALTHCARE | 817.50K | SH | $111.49M 1.36% | 817.50K | 0.00 | 0.00 |
ISHARES JP MORGAN USD EMERGING MARKETSDFND | JPMORGAN UD EMG | 1.21M | SH | $107.32M 1.31% | 1.21M | 0.00 | 0.00 |
ISHARES 20plus YR TREASDFND | 20 YR TR BD ETF | 1.06M | SH | $104.81M 1.28% | 1.06M | 0.00 | 0.00 |
KraneShares CSI China Internet ETFDFND | CSI CHI INTERNET | 3.04M | SH | $82.01M 1.00% | 3.04M | 0.00 | 0.00 |
ISHARES FTSE/XINHUA CHINA 25DFND | CHINA LG-CAP ETF | 3.30M | SH | $79.30M 0.97% | 3.30M | 0.00 | 0.00 |
ISHARES MSCI EAFE INDEX FUNDDFND | MSCI EAFE ETF | 797.50K | SH | $60.09M 0.73% | 797.50K | 0.00 | 0.00 |
ISHARES MSCI BRAZILDFND | MSCI BRAZIL ETF | 1.61M | SH | $56.22M 0.69% | 1.61M | 0.00 | 0.00 |
KBW REGIONAL BANKING ETFDFND | S&P REGL BKG | 513.50K | SH | $26.92M 0.33% | 513.50K | 0.00 | 0.00 |
VNET 0 02/26DFND | NOTE 2/0 | 23.31M | PRN | $18.47M 0.23% | 23.31M | 0.00 | 0.00 |
HOME DEPOT INCDFND | COM | 48.27K | SH | $16.73M 0.20% | 48.27K | 0.00 | 0.00 |
WALT DISNEY STKDFND | COM | 183.58K | SH | $16.58M 0.20% | 183.58K | 0.00 | 0.00 |
NIO 0 02/26DFND | NOTE 2/0 | 17.80M | PRN | $16.41M 0.20% | 17.80M | 0.00 | 0.00 |
BILIBILI INCDFND | NOTE 0.500% 12/0 | 18M | PRN | $14.99M 0.18% | 18M | 0.00 | 0.00 |
SPDR Portfolio Intermediate Term Corporate Bd ETFDFND | PORTFOLIO INTRMD | 350K | SH | $11.49M 0.14% | 350K | 0.00 | 0.00 |
NVIDIA CORPDFND | COM | 22.18K | SH | $10.99M 0.13% | 22.18K | 0.00 | 0.00 |
APPLE COMPUTER INCDFND | COM | 48.61K | SH | $9.36M 0.11% | 48.61K | 0.00 | 0.00 |
ISHARES IBOXX INV GR CORP BDDFND | IBOXX INV CP ETF | 78K | SH | $8.63M 0.11% | 78K | 0.00 | 0.00 |
FORTINET INCDFND | COM | 140K | SH | $8.19M 0.10% | 140K | 0.00 | 0.00 |
DIAMONDBACK ENERGY INCDFND | COM | 52.82K | SH | $8.19M 0.10% | 52.82K | 0.00 | 0.00 |
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