Filed: 8/14/2024ACC: 0000905148-24-002211
📋 What this filing means
BREVAN HOWARD CAPITAL MANAGEMENT LP filed this quarterly 13F‑HR report disclosing 995 equity positions with a total reported market value of $11.19B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
995
Positions
$11.19B
Total AUM (reported)
271.22M
Total Shares
Allocation by class
MSCI EMG MKT ETF$3.76B33.6%
FINANCIAL$2.55B22.8%
UNIT SER 1$1.45B13.0%
COM$1.13B10.1%
IBOXX HI YD ETF$602.66M5.4%
SBI CONS STPLS$259.87M2.3%
SBI HEATHCARE$222.34M2.0%
Portfolio Concentration
Top 3$7.77B69.4%
4–10$1.69B15.1%
11–25$434.59M3.9%
Rest$1.30B11.6%
Top 3 weight
69.4%
Top 10 weight
84.5%
Voting Authority Distribution
Total shares with voting rights: 271.22M
Sole
Full voting authority
271.22M
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
Other995
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings995
Rows:
ISHARES MSCI EMERGING MKT IN
DFNDShares88.36M
TypeSH
Market value$3.76B
33.63%
Sole
88.36M
Shared
0.00
None
0.00
FINANCIAL SELECT SECTOR SPDR
DFNDShares62.12M
TypeSH
Market value$2.55B
22.82%
Sole
62.12M
Shared
0.00
None
0.00
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ
DFNDShares3.03M
TypeSH
Market value$1.45B
12.96%
Sole
3.03M
Shared
0.00
None
0.00
ISHARES IBOXX H/Y CORP BOND
DFNDShares7.81M
TypeSH
Market value$602.66M
5.38%
Sole
7.81M
Shared
0.00
None
0.00
CONSUMER STAPLES SPDR
DFNDShares3.39M
TypeSH
Market value$259.87M
2.32%
Sole
3.39M
Shared
0.00
None
0.00
HEALTH CARE SELECT SECTO
DFNDShares1.53M
TypeSH
Market value$222.34M
1.99%
Sole
1.53M
Shared
0.00
None
0.00
SPDR TRUST SERIES 1
DFNDShares300K
TypeSH
Market value$163.27M
1.46%
Sole
300K
Shared
0.00
None
0.00
ISHARES FTSE/XINHUA CHINA 25
DFNDShares6.02M
TypeSH
Market value$156.52M
1.40%
Sole
6.02M
Shared
0.00
None
0.00
ISHARES RUSSELL 2000 ETF
DFNDShares699.39K
TypeSH
Market value$141.90M
1.27%
Sole
699.39K
Shared
0.00
None
0.00
SEMICONDUCTOR HOLDRs TRUST
DFNDShares541.79K
TypeSH
Market value$141.24M
1.26%
Sole
541.79K
Shared
0.00
None
0.00
KraneShares CSI China Internet ETF
DFNDShares2M
TypeSH
Market value$54.04M
0.48%
Sole
2M
Shared
0.00
None
0.00
APPLE COMPUTER INC
DFNDShares238.30K
TypeSH
Market value$50.19M
0.45%
Sole
238.30K
Shared
0.00
None
0.00
DEUTSCHE X-TRACKERS HARVEST ETF
DFNDShares1.65M
TypeSH
Market value$38.89M
0.35%
Sole
1.65M
Shared
0.00
None
0.00
ISHARES 20plus YR TREAS
DFNDShares400K
TypeSH
Market value$36.71M
0.33%
Sole
400K
Shared
0.00
None
0.00
Boeing Co
DFNDShares188.50K
TypeSH
Market value$34.31M
0.31%
Sole
188.50K
Shared
0.00
None
0.00
MATERIALS SELECT SECTOR SPDR
DFNDShares341.59K
TypeSH
Market value$30.17M
0.27%
Sole
341.59K
Shared
0.00
None
0.00
ENERGY SELECT SECTOR SPDR
DFNDShares270K
TypeSH
Market value$24.61M
0.22%
Sole
270K
Shared
0.00
None
0.00
EXXON MOBIL CORPORATION
DFNDShares207.80K
TypeSH
Market value$23.92M
0.21%
Sole
207.80K
Shared
0.00
None
0.00
UNITEDHEALTH GROUP INC
DFNDShares45.64K
TypeSH
Market value$23.24M
0.21%
Sole
45.64K
Shared
0.00
None
0.00
CHICAGO MERCANTILE EXCHANGE
DFNDShares112.30K
TypeSH
Market value$22.08M
0.20%
Sole
112.30K
Shared
0.00
None
0.00
SUPER MICRO COMPUTER INC
DFNDShares25.03K
TypeSH
Market value$20.51M
0.18%
Sole
25.03K
Shared
0.00
None
0.00
ALPHABET
DFNDShares108.93K
TypeSH
Market value$19.98M
0.18%
Sole
108.93K
Shared
0.00
None
0.00
WELLS FARGO & COMPANY
DFNDShares329.87K
TypeSH
Market value$19.59M
0.18%
Sole
329.87K
Shared
0.00
None
0.00
CATERPILLAR STK
DFNDShares54.67K
TypeSH
Market value$18.21M
0.16%
Sole
54.67K
Shared
0.00
None
0.00
Nio Inc
DFNDShares20M
TypePRN
Market value$18.14M
0.16%
Sole
20M
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 | 88.36M | SH | $3.76B 33.63% | 88.36M | 0.00 | 0.00 |
FINANCIAL SELECT SECTOR SPDRDFND | FINANCIAL | 62.12M | SH | $2.55B 22.82% | 62.12M | 0.00 | 0.00 |
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQDFND | UNIT SER 1 | 3.03M | SH | $1.45B 12.96% | 3.03M | 0.00 | 0.00 |
ISHARES IBOXX H/Y CORP BONDDFND | IBOXX HI YD ETF | 7.81M | SH | $602.66M 5.38% | 7.81M | 0.00 | 0.00 |
CONSUMER STAPLES SPDRDFND | SBI CONS STPLS | 3.39M | SH | $259.87M 2.32% | 3.39M | 0.00 | 0.00 |
HEALTH CARE SELECT SECTODFND | SBI HEATHCARE | 1.53M | SH | $222.34M 1.99% | 1.53M | 0.00 | 0.00 |
SPDR TRUST SERIES 1DFND | TR UNIT | 300K | SH | $163.27M 1.46% | 300K | 0.00 | 0.00 |
ISHARES FTSE/XINHUA CHINA 25DFND | CHINA LG-CAP ETF | 6.02M | SH | $156.52M 1.40% | 6.02M | 0.00 | 0.00 |
ISHARES RUSSELL 2000 ETFDFND | RUSSELL 2000 ETF | 699.39K | SH | $141.90M 1.27% | 699.39K | 0.00 | 0.00 |
SEMICONDUCTOR HOLDRs TRUSTDFND | SEMICONDUCTR ETF | 541.79K | SH | $141.24M 1.26% | 541.79K | 0.00 | 0.00 |
KraneShares CSI China Internet ETFDFND | CSI CHI INTERNET | 2M | SH | $54.04M 0.48% | 2M | 0.00 | 0.00 |
APPLE COMPUTER INCDFND | COM | 238.30K | SH | $50.19M 0.45% | 238.30K | 0.00 | 0.00 |
DEUTSCHE X-TRACKERS HARVEST ETFDFND | XTRACK HRVST CSI | 1.65M | SH | $38.89M 0.35% | 1.65M | 0.00 | 0.00 |
ISHARES 20plus YR TREASDFND | 20 YR TR BD ETF | 400K | SH | $36.71M 0.33% | 400K | 0.00 | 0.00 |
Boeing CoDFND | COM | 188.50K | SH | $34.31M 0.31% | 188.50K | 0.00 | 0.00 |
MATERIALS SELECT SECTOR SPDRDFND | SBI MATERIALS | 341.59K | SH | $30.17M 0.27% | 341.59K | 0.00 | 0.00 |
ENERGY SELECT SECTOR SPDRDFND | ENERGY | 270K | SH | $24.61M 0.22% | 270K | 0.00 | 0.00 |
EXXON MOBIL CORPORATIONDFND | COM | 207.80K | SH | $23.92M 0.21% | 207.80K | 0.00 | 0.00 |
UNITEDHEALTH GROUP INCDFND | COM | 45.64K | SH | $23.24M 0.21% | 45.64K | 0.00 | 0.00 |
CHICAGO MERCANTILE EXCHANGEDFND | COM | 112.30K | SH | $22.08M 0.20% | 112.30K | 0.00 | 0.00 |
SUPER MICRO COMPUTER INCDFND | COM | 25.03K | SH | $20.51M 0.18% | 25.03K | 0.00 | 0.00 |
ALPHABETDFND | CAP STK CL C | 108.93K | SH | $19.98M 0.18% | 108.93K | 0.00 | 0.00 |
WELLS FARGO & COMPANYDFND | COM | 329.87K | SH | $19.59M 0.18% | 329.87K | 0.00 | 0.00 |
CATERPILLAR STKDFND | COM | 54.67K | SH | $18.21M 0.16% | 54.67K | 0.00 | 0.00 |
Nio IncDFND | NOTE 0.500% 2/0 | 20M | PRN | $18.14M 0.16% | 20M | 0.00 | 0.00 |
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