Filed: 5/15/2024ACC: 0000905148-24-001428
📋 What this filing means
BREVAN HOWARD CAPITAL MANAGEMENT LP filed this quarterly 13F‑HR report disclosing 940 equity positions with a total reported market value of $11.10B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
940
Positions
$11.10B
Total AUM (reported)
253.18M
Total Shares
Allocation by class
MSCI EMG MKT ETF$2.90B26.1%
FINANCIAL$2.48B22.3%
IBOXX HI YD ETF$1.88B16.9%
UNIT SER 1$1.22B11.0%
COM$775.14M7.0%
MSCI EAFE ETF$263.22M2.4%
SBI CONS STPLS$240.84M2.2%
Portfolio Concentration
Top 3$7.25B65.4%
4–10$2.33B21.0%
11–25$526.37M4.7%
Rest$988.09M8.9%
Top 3 weight
65.4%
Top 10 weight
86.4%
Voting Authority Distribution
Total shares with voting rights: 253.18M
Sole
Full voting authority
253.18M
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
Other940
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings940
Rows:
ISHARES MSCI EMERGING MKT IN
DFNDShares70.52M
TypeSH
Market value$2.90B
26.10%
Sole
70.52M
Shared
0.00
None
0.00
FINANCIAL SELECT SECTOR SPDR
DFNDShares58.85M
TypeSH
Market value$2.48B
22.34%
Sole
58.85M
Shared
0.00
None
0.00
ISHARES IBOXX H/Y CORP BOND
DFNDShares24.14M
TypeSH
Market value$1.88B
16.91%
Sole
24.14M
Shared
0.00
None
0.00
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ
DFNDShares2.75M
TypeSH
Market value$1.22B
11.02%
Sole
2.75M
Shared
0.00
None
0.00
ISHARES MSCI EAFE INDEX FUND
DFNDShares3.30M
TypeSH
Market value$263.22M
2.37%
Sole
3.30M
Shared
0.00
None
0.00
CONSUMER STAPLES SPDR
DFNDShares3.15M
TypeSH
Market value$240.84M
2.17%
Sole
3.15M
Shared
0.00
None
0.00
ISHARES RUSSELL 2000 ETF
DFNDShares1.05M
TypeSH
Market value$220.92M
1.99%
Sole
1.05M
Shared
0.00
None
0.00
HEALTH CARE SELECT SECTO
DFNDShares1.15M
TypeSH
Market value$170.26M
1.53%
Sole
1.15M
Shared
0.00
None
0.00
ISHARES 20plus YR TREAS
DFNDShares1.25M
TypeSH
Market value$118.28M
1.07%
Sole
1.25M
Shared
0.00
None
0.00
SPDR S&P BIOTECH ETF
DFNDShares1M
TypeSH
Market value$94.89M
0.86%
Sole
1M
Shared
0.00
None
0.00
ENERGY SELECT SECTOR SPDR
DFNDShares1M
TypeSH
Market value$94.41M
0.85%
Sole
1M
Shared
0.00
None
0.00
SPDR METALS & MINING ETF
DFNDShares1.10M
TypeSH
Market value$66.31M
0.60%
Sole
1.10M
Shared
0.00
None
0.00
STREETTRACKS GOLD TRUST
DFNDShares300K
TypeSH
Market value$61.72M
0.56%
Sole
300K
Shared
0.00
None
0.00
SEMICONDUCTOR HOLDRs TRUST
DFNDShares234.60K
TypeSH
Market value$52.78M
0.48%
Sole
234.60K
Shared
0.00
None
0.00
ISHARES FTSE/XINHUA CHINA 25
DFNDShares1.50M
TypeSH
Market value$36.10M
0.33%
Sole
1.50M
Shared
0.00
None
0.00
WORKDAY INC-CLASS A
DFNDShares115.50K
TypeSH
Market value$31.50M
0.28%
Sole
115.50K
Shared
0.00
None
0.00
Boeing Co
DFNDShares158.50K
TypeSH
Market value$30.59M
0.28%
Sole
158.50K
Shared
0.00
None
0.00
PIONEER NATURAL RESOURCES CO
DFNDShares84.68K
TypeSH
Market value$22.23M
0.20%
Sole
84.68K
Shared
0.00
None
0.00
CHICAGO MERCANTILE EXCHANGE
DFNDShares102.55K
TypeSH
Market value$22.08M
0.20%
Sole
102.55K
Shared
0.00
None
0.00
HESS CORP
DFNDShares130.70K
TypeSH
Market value$19.95M
0.18%
Sole
130.70K
Shared
0.00
None
0.00
APPLE COMPUTER INC
DFNDShares111.79K
TypeSH
Market value$19.17M
0.17%
Sole
111.79K
Shared
0.00
None
0.00
KKR & CO INC
DFNDShares178.91K
TypeSH
Market value$17.99M
0.16%
Sole
178.91K
Shared
0.00
None
0.00
WALT DISNEY STK
DFNDShares146.76K
TypeSH
Market value$17.96M
0.16%
Sole
146.76K
Shared
0.00
None
0.00
BiliBili Inc
DFNDShares20M
TypePRN
Market value$16.85M
0.15%
Sole
20M
Shared
0.00
None
0.00
NVIDIA CORP
DFNDShares18.52K
TypeSH
Market value$16.73M
0.15%
Sole
18.52K
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 | 70.52M | SH | $2.90B 26.10% | 70.52M | 0.00 | 0.00 |
FINANCIAL SELECT SECTOR SPDRDFND | FINANCIAL | 58.85M | SH | $2.48B 22.34% | 58.85M | 0.00 | 0.00 |
ISHARES IBOXX H/Y CORP BONDDFND | IBOXX HI YD ETF | 24.14M | SH | $1.88B 16.91% | 24.14M | 0.00 | 0.00 |
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQDFND | UNIT SER 1 | 2.75M | SH | $1.22B 11.02% | 2.75M | 0.00 | 0.00 |
ISHARES MSCI EAFE INDEX FUNDDFND | MSCI EAFE ETF | 3.30M | SH | $263.22M 2.37% | 3.30M | 0.00 | 0.00 |
CONSUMER STAPLES SPDRDFND | SBI CONS STPLS | 3.15M | SH | $240.84M 2.17% | 3.15M | 0.00 | 0.00 |
ISHARES RUSSELL 2000 ETFDFND | RUSSELL 2000 ETF | 1.05M | SH | $220.92M 1.99% | 1.05M | 0.00 | 0.00 |
HEALTH CARE SELECT SECTODFND | SBI HEATHCARE | 1.15M | SH | $170.26M 1.53% | 1.15M | 0.00 | 0.00 |
ISHARES 20plus YR TREASDFND | 20 YR TR BD ETF | 1.25M | SH | $118.28M 1.07% | 1.25M | 0.00 | 0.00 |
SPDR S&P BIOTECH ETFDFND | S&P BIOTECH | 1M | SH | $94.89M 0.86% | 1M | 0.00 | 0.00 |
ENERGY SELECT SECTOR SPDRDFND | ENERGY | 1M | SH | $94.41M 0.85% | 1M | 0.00 | 0.00 |
SPDR METALS & MINING ETFDFND | S&P METALS MNG | 1.10M | SH | $66.31M 0.60% | 1.10M | 0.00 | 0.00 |
STREETTRACKS GOLD TRUSTDFND | GOLD SHS | 300K | SH | $61.72M 0.56% | 300K | 0.00 | 0.00 |
SEMICONDUCTOR HOLDRs TRUSTDFND | SEMICONDUCTR ETF | 234.60K | SH | $52.78M 0.48% | 234.60K | 0.00 | 0.00 |
ISHARES FTSE/XINHUA CHINA 25DFND | CHINA LG-CAP ETF | 1.50M | SH | $36.10M 0.33% | 1.50M | 0.00 | 0.00 |
WORKDAY INC-CLASS ADFND | CL A | 115.50K | SH | $31.50M 0.28% | 115.50K | 0.00 | 0.00 |
Boeing CoDFND | COM | 158.50K | SH | $30.59M 0.28% | 158.50K | 0.00 | 0.00 |
PIONEER NATURAL RESOURCES CODFND | COM | 84.68K | SH | $22.23M 0.20% | 84.68K | 0.00 | 0.00 |
CHICAGO MERCANTILE EXCHANGEDFND | COM | 102.55K | SH | $22.08M 0.20% | 102.55K | 0.00 | 0.00 |
HESS CORPDFND | COM | 130.70K | SH | $19.95M 0.18% | 130.70K | 0.00 | 0.00 |
APPLE COMPUTER INCDFND | COM | 111.79K | SH | $19.17M 0.17% | 111.79K | 0.00 | 0.00 |
KKR & CO INCDFND | COM NEW | 178.91K | SH | $17.99M 0.16% | 178.91K | 0.00 | 0.00 |
WALT DISNEY STKDFND | COM | 146.76K | SH | $17.96M 0.16% | 146.76K | 0.00 | 0.00 |
BiliBili IncDFND | NOTE 0.500% 12/0 | 20M | PRN | $16.85M 0.15% | 20M | 0.00 | 0.00 |
NVIDIA CORPDFND | COM | 18.52K | SH | $16.73M 0.15% | 18.52K | 0.00 | 0.00 |
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