Brevan Howard Capital Management LP Q1 2024 Filing
Filed May 15, 2024
Portfolio Value
$11.1B
Holdings
939
Report Date
Q1 2024
Filing Type
13F-HR
All Holdings (939 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | EEMISHARES MSCI EMERGING MKT IN | 70,516,190 | $2.9B | 26.10% | Put |
| 2 | XLFFINANCIAL SELECT SECTOR SPDR | 58,852,100 | $2.5B | 22.34% | Put |
| 3 | HYGISHARES IBOXX H/Y CORP BOND | 24,144,400 | $1.9B | 16.91% | Put |
| 4 | NDQInvesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | 2,753,206 | $1.2B | 11.02% | Put |
| 5 | EFAISHARES MSCI EAFE INDEX FUND | 3,296,000 | $263.2M | 2.37% | Put |
| 6 | XLFICONSUMER STAPLES SPDR | 3,154,000 | $240.8M | 2.17% | Put |
| 7 | IWMISHARES RUSSELL 2000 ETF | 1,050,500 | $220.9M | 1.99% | Put |
| 8 | XLVHEALTH CARE SELECT SECTO | 1,152,500 | $170.3M | 1.53% | Put |
| 9 | TLTISHARES 20plus YR TREAS | 1,250,000 | $118.3M | 1.07% | Put |
| 10 | XBISPDR S&P BIOTECH ETF | 1,000,000 | $94.9M | 0.86% | Call |
| 11 | XLEENERGY SELECT SECTOR SPDR | 1,000,000 | $94.4M | 0.85% | Call |
| 12 | XMESPDR METALS & MINING ETF | 1,100,000 | $66.3M | 0.60% | Call |
| 13 | GQ9STREETTRACKS GOLD TRUST | 300,000 | $61.7M | 0.56% | Call |
| 14 | SMHSEMICONDUCTOR HOLDRs TRUST | 234,597 | $52.8M | 0.48% | Put |
| 15 | FXIISHARES FTSE/XINHUA CHINA 25 | 1,500,000 | $36.1M | 0.33% | Call |
| 16 | WDAYWORKDAY INC-CLASS A | 115,500 | $31.5M | 0.28% | |
| 17 | BABoeing Co | 158,500 | $30.6M | 0.28% | Call |
| 18 | PXDEURPIONEER NATURAL RESOURCES CO | 84,676 | $22.2M | 0.20% | |
| 19 | CMECHICAGO MERCANTILE EXCHANGE | 102,553 | $22.1M | 0.20% | |
| 20 | HESHESS CORP | 130,702 | $19.9M | 0.18% | |
| 21 | AAPLAPPLE COMPUTER INC | 111,790 | $19.2M | 0.17% | |
| 22 | KKRKKR & CO INC | 178,906 | $18.0M | 0.16% | |
| 23 | DISWALT DISNEY STK | 146,761 | $18.0M | 0.16% | Call |
| 24 | BILI 0.5 12/01/26BiliBili Inc | 20,000,000 | $16.8M | 0.15% | |
| 25 | NVDANVIDIA CORP | 18,518 | $16.7M | 0.15% | Put |
| 26 | METAMeta Platforms Inc | 33,028 | $16.0M | 0.14% | |
| 27 | CRWDCROWDSTRIKE HONLDINGS INC | 49,758 | $16.0M | 0.14% | |
| 28 | SLGSL Green Realty Corp. | 279,823 | $15.4M | 0.14% | Put |
| 29 | INTCINTEL CORP | 333,300 | $14.7M | 0.13% | Call |
| 30 | GMGENERAL MOTORS CORP | 292,772 | $13.3M | 0.12% | |
| 31 | MRKMERCK & CO INC | 98,883 | $13.0M | 0.12% | |
| 32 | MSFTMICROSOFT CORP | 30,652 | $12.9M | 0.12% | |
| 33 | WSCWILLSCOT MOBILE MINI HOLDING | 269,410 | $12.5M | 0.11% | |
| 34 | APOAPOLLO GLOBAL MANAGEMENT - A | 111,322 | $12.5M | 0.11% | |
| 35 | AVGOBROADCOM LTD | 8,356 | $11.1M | 0.10% | |
| 36 | ESTCELASTIC NV | 108,301 | $10.9M | 0.10% | |
| 37 | DOCUDOCUSIGN INC | 175,286 | $10.4M | 0.09% | |
| 38 | NIO 0.5 02/01/27NIO 0.5 02/27 | 11,000,000 | $9.7M | 0.09% | |
| 39 | RTXRAYTHEON TECHNOLOGIES CORP | 96,971 | $9.5M | 0.09% | |
| 40 | SEALTD 2.375 12/01/25SEALTD 2.375 12/25 | 10,000,000 | $9.4M | 0.09% | |
| 41 | GOOGALPHABET | 61,408 | $9.3M | 0.08% | |
| 42 | FTIFMC TECHNOLOGIES | 371,366 | $9.3M | 0.08% | |
| 43 | FDO.FMACYS INC | 460,000 | $9.2M | 0.08% | Put |
| 44 | RHPRYMAN HOSPITALITY PROPERTIES | 79,397 | $9.2M | 0.08% | |
| 45 | AMEIQIYI Inc | 9,600,000 | $8.5M | 0.08% | |
| 46 | COINCOINBASE GLOBAL INC -CLASS A | 30,000 | $8.0M | 0.07% | Call |
| 47 | GOOGLALPHABET INC-CL A | 51,383 | $7.8M | 0.07% | |
| 48 | MMM3M CO | 70,875 | $7.5M | 0.07% | |
| 49 | TJXTJX PR C | 71,643 | $7.3M | 0.07% | Put |
| 50 | CPECALLON PETROLEUM CORP | 203,174 | $7.3M | 0.07% | |
| 51 | ADPAUTOMATIC DATA PROCESSING | 28,052 | $7.0M | 0.06% | |
| 52 | ALSALLSTATE CORPORATION | 38,999 | $6.7M | 0.06% | |
| 53 | VVISA INC-CLASS A SHARES | 23,961 | $6.7M | 0.06% | |
| 54 | MSGEMadison Square Garden Entertainment Corp | 163,596 | $6.4M | 0.06% | |
| 55 | DUOLDuolingo Inc | 28,365 | $6.3M | 0.06% | |
| 56 | FFORD | 470,030 | $6.2M | 0.06% | |
| 57 | ITWILLINOIS TOOL WORKS | 23,189 | $6.2M | 0.06% | |
| 58 | NFLXNETFLIX INC | 9,739 | $5.9M | 0.05% | |
| 59 | YOUClear Secure Inc | 274,319 | $5.8M | 0.05% | |
| 60 | BLDRBUILDERS FIRSTSOURCE INC | 27,720 | $5.8M | 0.05% | Put |
| 61 | SATSECHOSTAR CORP-A | 398,000 | $5.7M | 0.05% | Put |
| 62 | FYBRFrontier Communications Parent Inc | 230,016 | $5.6M | 0.05% | Put |
| 63 | TRTXTPG RE Finance Trust Inc | 704,738 | $5.4M | 0.05% | |
| 64 | APGAPi Group Corp | 131,501 | $5.2M | 0.05% | |
| 65 | INDAIISHARES MSCI INDIA ETF | 100,000 | $5.2M | 0.05% | Call |
| 66 | FANGDIAMONDBACK ENERGY INC | 25,000 | $5.0M | 0.04% | Call |
| 67 | FANGDIAMONDBACK ENERGY INC | 25,000 | $5.0M | 0.04% | Put |
| 68 | AXPAMERICAN EXPRESS COMPANY | 21,098 | $4.8M | 0.04% | |
| 69 | TRVCCITIGROUP INC | 74,510 | $4.7M | 0.04% | Call |
| 70 | NXTNextracker Inc | 83,327 | $4.7M | 0.04% | |
| 71 | SWN1EURSOUTHWSTN ENER STK | 618,295 | $4.7M | 0.04% | |
| 72 | EMEEMCOR GROUP INC | 13,289 | $4.7M | 0.04% | |
| 73 | HP5AEQUITY COMMONWEALTH | 229,365 | $4.3M | 0.04% | |
| 74 | S9QSPIRIT AEROSYSTEMS HOLD-CL A | 117,299 | $4.2M | 0.04% | |
| 75 | —MACYS INC | 200,000 | $4.0M | 0.04% | Call |
| 76 | MPMp Materials Corp | 278,041 | $4.0M | 0.04% | |
| 77 | LBRDKLIBERTY BROADBAND | 68,804 | $3.9M | 0.04% | |
| 78 | MAMASTERCARD INC-CLASS A | 8,128 | $3.9M | 0.04% | |
| 79 | BURBurford Capital Ltd | 244,664 | $3.9M | 0.04% | |
| 80 | IYRISHARES DJ US REAL ESTATE | 41,813 | $3.8M | 0.03% | |
| 81 | SHWSHERWIN WILLIAMS STK | 10,437 | $3.6M | 0.03% | |
| 82 | DELLDELL INC | 31,689 | $3.6M | 0.03% | |
| 83 | NSSCNAPCO SECURITY SYSTEMS INC | 87,411 | $3.5M | 0.03% | |
| 84 | VTYVERINT SYSTEMS INC | 105,497 | $3.5M | 0.03% | |
| 85 | IOVAIOVANCE BIOTHERAPEUTICS | 233,330 | $3.5M | 0.03% | |
| 86 | DDOGDatadog Inc | 27,910 | $3.4M | 0.03% | |
| 87 | MPCMARATHON PETROLEUM CORP | 16,552 | $3.3M | 0.03% | |
| 88 | EWZISHARES MSCI BRAZIL | 100,000 | $3.2M | 0.03% | |
| 89 | ETNEATON CORP | 10,120 | $3.2M | 0.03% | |
| 90 | LEGLEGGETT & PLATT INC | 159,478 | $3.1M | 0.03% | |
| 91 | RIOTRiot Blockchain Inc | 249,340 | $3.1M | 0.03% | |
| 92 | REGNREGENERON PHARMACEUTICALS | 3,106 | $3.0M | 0.03% | |
| 93 | 0J7QIAC Inc | 55,768 | $3.0M | 0.03% | |
| 94 | SPGIS&P GLOBAL INC | 6,946 | $3.0M | 0.03% | |
| 95 | DOCNDigitalOcean Holdings Inc | 76,333 | $2.9M | 0.03% | |
| 96 | MSCIMSCI INC-A | 5,182 | $2.9M | 0.03% | |
| 97 | HDHOME DEPOT INC | 7,481 | $2.9M | 0.03% | |
| 98 | UALUNITED CONTINENTAL HOLDINGS | 59,512 | $2.8M | 0.03% | |
| 99 | PAGSPagSeguro Digital Ltd. | 198,675 | $2.8M | 0.03% | |
| 100 | MIGAMICROSTRATEGY INC-CL A | 1,660 | $2.8M | 0.03% |
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