Filed: 11/14/2024ACC: 0000905148-24-003131
📋 What this filing means
BREVAN HOWARD CAPITAL MANAGEMENT LP filed this quarterly 13F‑HR report disclosing 1079 equity positions with a total reported market value of $14.37B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
1079
Positions
$14.37B
Total AUM (reported)
361.75M
Total Shares
Allocation by class
MSCI EMG MKT ETF$5.16B35.9%
FINANCIAL$2.47B17.2%
CHINA LG-CAP ETF$1.68B11.7%
COM$1.43B9.9%
UNIT SER 1$987.04M6.9%
IBOXX HI YD ETF$353.32M2.5%
INDL$297.97M2.1%
Portfolio Concentration
Top 3$9.31B64.8%
4–10$2.34B16.3%
11–25$860.60M6.0%
Rest$1.85B12.9%
Top 3 weight
64.8%
Top 10 weight
81.1%
Voting Authority Distribution
Total shares with voting rights: 361.75M
Sole
Full voting authority
361.75M
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
Other1079
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings1079
Rows:
ISHARES MSCI EMERGING MKT IN
DFNDShares112.42M
TypeSH
Market value$5.16B
35.89%
Sole
112.42M
Shared
0.00
None
0.00
FINANCIAL SELECT SECTOR SPDR
DFNDShares54.52M
TypeSH
Market value$2.47B
17.20%
Sole
54.52M
Shared
0.00
None
0.00
ISHARES FTSE/XINHUA CHINA 25
DFNDShares52.95M
TypeSH
Market value$1.68B
11.71%
Sole
52.95M
Shared
0.00
None
0.00
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQ
DFNDShares2.02M
TypeSH
Market value$987.04M
6.87%
Sole
2.02M
Shared
0.00
None
0.00
ISHARES IBOXX H/Y CORP BOND
DFNDShares4.40M
TypeSH
Market value$353.32M
2.46%
Sole
4.40M
Shared
0.00
None
0.00
INDUSTRIAL SELECT SECT SPDR
DFNDShares2.20M
TypeSH
Market value$297.97M
2.07%
Sole
2.20M
Shared
0.00
None
0.00
CONSUMER STAPLES SPDR
DFNDShares2.86M
TypeSH
Market value$237.34M
1.65%
Sole
2.86M
Shared
0.00
None
0.00
HEALTH CARE SELECT SECTO
DFNDShares1.44M
TypeSH
Market value$221.63M
1.54%
Sole
1.44M
Shared
0.00
None
0.00
ISHARES RUSSELL 2000 ETF
DFNDShares626.57K
TypeSH
Market value$138.40M
0.96%
Sole
626.57K
Shared
0.00
None
0.00
SPDR S&P BIOTECH ETF
DFNDShares1.07M
TypeSH
Market value$106.16M
0.74%
Sole
1.07M
Shared
0.00
None
0.00
KraneShares CSI China Internet ETF
DFNDShares2.87M
TypeSH
Market value$97.48M
0.68%
Sole
2.87M
Shared
0.00
None
0.00
ENERGY SELECT SECTOR SPDR
DFNDShares1M
TypeSH
Market value$87.80M
0.61%
Sole
1M
Shared
0.00
None
0.00
ALIBABA GROUP HOLDING
DFNDShares780.61K
TypeSH
Market value$82.84M
0.58%
Sole
780.61K
Shared
0.00
None
0.00
MICROSOFT CORP
DFNDShares190.07K
TypeSH
Market value$81.79M
0.57%
Sole
190.07K
Shared
0.00
None
0.00
NVIDIA CORP
DFNDShares654.76K
TypeSH
Market value$79.51M
0.55%
Sole
654.76K
Shared
0.00
None
0.00
ISHARES MSCI EAFE INDEX FUND
DFNDShares840K
TypeSH
Market value$70.25M
0.49%
Sole
840K
Shared
0.00
None
0.00
ISHARES IBOXX INV GR CORP BD
DFNDShares550K
TypeSH
Market value$62.14M
0.43%
Sole
550K
Shared
0.00
None
0.00
SPDR TRUST SERIES 1
DFNDShares90K
TypeSH
Market value$51.64M
0.36%
Sole
90K
Shared
0.00
None
0.00
SPDR S&P RETAIL ETF
DFNDShares575K
TypeSH
Market value$44.67M
0.31%
Sole
575K
Shared
0.00
None
0.00
MATERIALS SELECT SECTOR SPDR
DFNDShares460K
TypeSH
Market value$44.33M
0.31%
Sole
460K
Shared
0.00
None
0.00
SPOTIFY TECHNOLOGY SA
DFNDShares93.33K
TypeSH
Market value$34.39M
0.24%
Sole
93.33K
Shared
0.00
None
0.00
Meta Platforms Inc
DFNDShares54.68K
TypeSH
Market value$31.30M
0.22%
Sole
54.68K
Shared
0.00
None
0.00
Ke Holdings Inc
DFNDShares1.57M
TypeSH
Market value$31.29M
0.22%
Sole
1.57M
Shared
0.00
None
0.00
ALPHABET
DFNDShares184.80K
TypeSH
Market value$30.90M
0.22%
Sole
184.80K
Shared
0.00
None
0.00
INTEL CORP
DFNDShares1.29M
TypeSH
Market value$30.26M
0.21%
Sole
1.29M
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 | 112.42M | SH | $5.16B 35.89% | 112.42M | 0.00 | 0.00 |
FINANCIAL SELECT SECTOR SPDRDFND | FINANCIAL | 54.52M | SH | $2.47B 17.20% | 54.52M | 0.00 | 0.00 |
ISHARES FTSE/XINHUA CHINA 25DFND | CHINA LG-CAP ETF | 52.95M | SH | $1.68B 11.71% | 52.95M | 0.00 | 0.00 |
Invesco QQQ Trust Series 1 Nasdaq100 BB:QQQDFND | UNIT SER 1 | 2.02M | SH | $987.04M 6.87% | 2.02M | 0.00 | 0.00 |
ISHARES IBOXX H/Y CORP BONDDFND | IBOXX HI YD ETF | 4.40M | SH | $353.32M 2.46% | 4.40M | 0.00 | 0.00 |
INDUSTRIAL SELECT SECT SPDRDFND | INDL | 2.20M | SH | $297.97M 2.07% | 2.20M | 0.00 | 0.00 |
CONSUMER STAPLES SPDRDFND | SBI CONS STPLS | 2.86M | SH | $237.34M 1.65% | 2.86M | 0.00 | 0.00 |
HEALTH CARE SELECT SECTODFND | SBI HEATHCARE | 1.44M | SH | $221.63M 1.54% | 1.44M | 0.00 | 0.00 |
ISHARES RUSSELL 2000 ETFDFND | RUSSELL 2000 ETF | 626.57K | SH | $138.40M 0.96% | 626.57K | 0.00 | 0.00 |
SPDR S&P BIOTECH ETFDFND | S&P BIOTECH | 1.07M | SH | $106.16M 0.74% | 1.07M | 0.00 | 0.00 |
KraneShares CSI China Internet ETFDFND | CSI CHI INTERNET | 2.87M | SH | $97.48M 0.68% | 2.87M | 0.00 | 0.00 |
ENERGY SELECT SECTOR SPDRDFND | ENERGY | 1M | SH | $87.80M 0.61% | 1M | 0.00 | 0.00 |
ALIBABA GROUP HOLDINGDFND | SPONSORED ADS | 780.61K | SH | $82.84M 0.58% | 780.61K | 0.00 | 0.00 |
MICROSOFT CORPDFND | COM | 190.07K | SH | $81.79M 0.57% | 190.07K | 0.00 | 0.00 |
NVIDIA CORPDFND | COM | 654.76K | SH | $79.51M 0.55% | 654.76K | 0.00 | 0.00 |
ISHARES MSCI EAFE INDEX FUNDDFND | MSCI EAFE ETF | 840K | SH | $70.25M 0.49% | 840K | 0.00 | 0.00 |
ISHARES IBOXX INV GR CORP BDDFND | IBOXX INV CP ETF | 550K | SH | $62.14M 0.43% | 550K | 0.00 | 0.00 |
SPDR TRUST SERIES 1DFND | TR UNIT | 90K | SH | $51.64M 0.36% | 90K | 0.00 | 0.00 |
SPDR S&P RETAIL ETFDFND | S&P RETAIL ETF | 575K | SH | $44.67M 0.31% | 575K | 0.00 | 0.00 |
MATERIALS SELECT SECTOR SPDRDFND | SBI MATERIALS | 460K | SH | $44.33M 0.31% | 460K | 0.00 | 0.00 |
SPOTIFY TECHNOLOGY SADFND | SHS | 93.33K | SH | $34.39M 0.24% | 93.33K | 0.00 | 0.00 |
Meta Platforms IncDFND | CL A | 54.68K | SH | $31.30M 0.22% | 54.68K | 0.00 | 0.00 |
Ke Holdings IncDFND | SPONSORED ADS | 1.57M | SH | $31.29M 0.22% | 1.57M | 0.00 | 0.00 |
ALPHABETDFND | CAP STK CL C | 184.80K | SH | $30.90M 0.22% | 184.80K | 0.00 | 0.00 |
INTEL CORPDFND | COM | 1.29M | SH | $30.26M 0.21% | 1.29M | 0.00 | 0.00 |
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