Brevan Howard Capital Management LP Q2 2024 Filing
Filed August 14, 2024
Portfolio Value
$11.2B
Holdings
995
Report Date
Q2 2024
Filing Type
13F-HR
All Holdings (995 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | EEMISHARES MSCI EMERGING MKT IN | 88,364,900 | $3.8B | 33.63% | Put |
| 2 | XLFFINANCIAL SELECT SECTOR SPDR | 62,117,100 | $2.6B | 22.82% | Put |
| 3 | NDQInvesco QQQ Trust Series 1 Nasdaq100 BB:QQQ | 3,028,000 | $1.5B | 12.96% | Put |
| 4 | HYGISHARES IBOXX H/Y CORP BOND | 7,812,600 | $602.7M | 5.38% | Put |
| 5 | XLFICONSUMER STAPLES SPDR | 3,393,400 | $259.9M | 2.32% | Put |
| 6 | XLVHEALTH CARE SELECT SECTO | 1,525,500 | $222.3M | 1.99% | Put |
| 7 | SPYSPDR TRUST SERIES 1 | 300,000 | $163.3M | 1.46% | Put |
| 8 | FXIISHARES FTSE/XINHUA CHINA 25 | 6,022,400 | $156.5M | 1.40% | Put |
| 9 | IWMISHARES RUSSELL 2000 ETF | 699,391 | $141.9M | 1.27% | Put |
| 10 | SMHSEMICONDUCTOR HOLDRs TRUST | 541,786 | $141.2M | 1.26% | Put |
| 11 | KWEBKraneShares CSI China Internet ETF | 2,000,000 | $54.0M | 0.48% | Call |
| 12 | AAPLAPPLE COMPUTER INC | 238,299 | $50.2M | 0.45% | |
| 13 | ASHRDEUTSCHE X-TRACKERS HARVEST ETF | 1,650,000 | $38.9M | 0.35% | Call |
| 14 | TLTISHARES 20plus YR TREAS | 400,000 | $36.7M | 0.33% | Call |
| 15 | BABoeing Co | 188,500 | $34.3M | 0.31% | Call |
| 16 | XLBMATERIALS SELECT SECTOR SPDR | 341,590 | $30.2M | 0.27% | Put |
| 17 | XLEENERGY SELECT SECTOR SPDR | 270,000 | $24.6M | 0.22% | Put |
| 18 | XOMEXXON MOBIL CORPORATION | 207,796 | $23.9M | 0.21% | |
| 19 | UNHUNITEDHEALTH GROUP INC | 45,639 | $23.2M | 0.21% | |
| 20 | CMECHICAGO MERCANTILE EXCHANGE | 112,295 | $22.1M | 0.20% | |
| 21 | SMCIUSDSUPER MICRO COMPUTER INC | 25,027 | $20.5M | 0.18% | |
| 22 | GOOGALPHABET | 108,931 | $20.0M | 0.18% | |
| 23 | WFCWELLS FARGO & COMPANY | 329,874 | $19.6M | 0.18% | |
| 24 | CATCATERPILLAR STK | 54,666 | $18.2M | 0.16% | |
| 25 | NIO 0.5 02/01/27Nio Inc | 20,000,000 | $18.1M | 0.16% | |
| 26 | XMESPDR METALS & MINING ETF | 300,000 | $17.8M | 0.16% | Put |
| 27 | JPMJP MORGAN CHASE & CO | 83,745 | $16.9M | 0.15% | |
| 28 | BILI 0.5 12/01/26BiliBili Inc | 20,000,000 | $16.8M | 0.15% | |
| 29 | COPCONOCOPHILLIPS | 124,731 | $14.3M | 0.13% | |
| 30 | FCXFREEPORT - MCMORAN COPPER B | 280,040 | $13.6M | 0.12% | |
| 31 | BACBANK OF AMERICA CORP | 340,132 | $13.5M | 0.12% | |
| 32 | TMOTHERMO ELECTRON STK | 24,340 | $13.5M | 0.12% | |
| 33 | CORZCore Scientific Inc | 1,386,223 | $12.9M | 0.12% | Call |
| 34 | HESHESS CORP | 86,999 | $12.8M | 0.11% | |
| 35 | DISWALT DISNEY STK | 121,556 | $12.1M | 0.11% | Call |
| 36 | COINCOINBASE GLOBAL INC -CLASS A | 51,734 | $11.5M | 0.10% | Call |
| 37 | XLUUTILITIES SELECT SECTOR SPDR | 158,996 | $10.8M | 0.10% | |
| 38 | METAMeta Platforms Inc | 21,288 | $10.7M | 0.10% | |
| 39 | CICIGNA CORP | 30,858 | $10.2M | 0.09% | |
| 40 | IRENIris Energy Ltd | 894,800 | $10.1M | 0.09% | Call |
| 41 | BRK/BBERKSHIRE HATHAWAY INC-CL B | 24,397 | $9.9M | 0.09% | |
| 42 | CITCINTAS CORP | 13,927 | $9.8M | 0.09% | |
| 43 | LMTLOCKHEED MARTIN - LMT | 20,559 | $9.6M | 0.09% | |
| 44 | SEALTD 2.375 12/01/25Sea Ltd | 10,000,000 | $9.4M | 0.08% | |
| 45 | S9QSPIRIT AEROSYSTEMS HOLD-CL A | 280,419 | $9.2M | 0.08% | |
| 46 | ICLRICON PLC | 27,877 | $8.7M | 0.08% | |
| 47 | FISFIDELITY NATIONAL INFORMATIO | 109,683 | $8.3M | 0.07% | |
| 48 | TTTRANE INC | 23,658 | $7.8M | 0.07% | |
| 49 | CEGCONSTELLATION ENERGY GROUP | 38,686 | $7.7M | 0.07% | |
| 50 | SATSECHOSTAR CORP-A | 428,000 | $7.6M | 0.07% | Put |
| 51 | APHAMPHENOL CORP-CL A | 113,110 | $7.6M | 0.07% | |
| 52 | MPCMARATHON PETROLEUM CORP | 43,849 | $7.6M | 0.07% | |
| 53 | VVISA INC-CLASS A SHARES | 28,727 | $7.5M | 0.07% | |
| 54 | —Paramount Global | 700,000 | $7.3M | 0.06% | Call |
| 55 | PRUPRUDENTIAL FINANCIAL INC | 61,745 | $7.2M | 0.06% | |
| 56 | GSGOLDMAN SACHS GROUP INC | 15,512 | $7.0M | 0.06% | |
| 57 | FFORD | 525,307 | $6.6M | 0.06% | |
| 58 | GEGGEO GROUP INC/THE | 455,194 | $6.5M | 0.06% | Call |
| 59 | PHPARKER HANNIFIN STK | 12,853 | $6.5M | 0.06% | |
| 60 | NOCNORTHROP GRUMMAN STK-NOC | 13,923 | $6.1M | 0.05% | |
| 61 | ILMNILLUMINA INC | 58,023 | $6.1M | 0.05% | |
| 62 | MIGAMICROSTRATEGY INC-CL A | 4,291 | $5.9M | 0.05% | |
| 63 | PYPLPAYPAL HOLDINGS INC | 101,803 | $5.9M | 0.05% | |
| 64 | IQVIQVIA HOLDINGS INC | 27,739 | $5.9M | 0.05% | |
| 65 | HDHOME DEPOT INC | 16,992 | $5.8M | 0.05% | |
| 66 | CMGCHIPOTLE MEXICAN GRILL-CL A | 92,961 | $5.8M | 0.05% | |
| 67 | APOAPOLLO GLOBAL MANAGEMENT - A | 48,189 | $5.7M | 0.05% | |
| 68 | ELVElevance Health Inc | 10,465 | $5.7M | 0.05% | |
| 69 | FYBRFrontier Communications Parent Inc | 216,588 | $5.7M | 0.05% | |
| 70 | MAMASTERCARD INC-CLASS A | 12,802 | $5.6M | 0.05% | |
| 71 | 0VVBParamount Global | 542,145 | $5.6M | 0.05% | |
| 72 | VLOVALERO ENERGY STK | 35,854 | $5.6M | 0.05% | |
| 73 | SPGIS&P GLOBAL INC | 12,437 | $5.5M | 0.05% | |
| 74 | MOALTRIA GROUP INC | 121,595 | $5.5M | 0.05% | |
| 75 | CMCSACOMCAST CORP -CLASS A | 135,546 | $5.3M | 0.05% | |
| 76 | FDXFedEx Corp | 17,481 | $5.2M | 0.05% | |
| 77 | RTXRAYTHEON TECHNOLOGIES CORP | 51,591 | $5.2M | 0.05% | |
| 78 | ADMARCHER DANIELS - ADM | 83,514 | $5.0M | 0.05% | |
| 79 | CUCAAVIS BUDGET GROUP INC | 48,232 | $5.0M | 0.05% | |
| 80 | FANGDIAMONDBACK ENERGY INC | 25,000 | $5.0M | 0.04% | Put |
| 81 | FANGDIAMONDBACK ENERGY INC | 25,000 | $5.0M | 0.04% | Call |
| 82 | SHWSHERWIN WILLIAMS STK | 16,414 | $4.9M | 0.04% | |
| 83 | BKNGBooking Holding Inc. | 1,236 | $4.9M | 0.04% | |
| 84 | TSLATESLA MOTORS INC | 24,500 | $4.8M | 0.04% | Put |
| 85 | JNPJUNIPER NETWORKS INC | 130,843 | $4.8M | 0.04% | |
| 86 | CVNACARVANA CO | 37,036 | $4.8M | 0.04% | |
| 87 | MRSHMARSH & MCLENNAN STK | 22,490 | $4.7M | 0.04% | |
| 88 | MCKMCKESSON STK | 8,107 | $4.7M | 0.04% | |
| 89 | ETNEATON CORP | 14,664 | $4.6M | 0.04% | |
| 90 | GOOGLALPHABET INC-CL A | 25,199 | $4.6M | 0.04% | |
| 91 | K6BKBR INC | 71,373 | $4.6M | 0.04% | |
| 92 | ACNACCENTURE PLC-CL A | 14,920 | $4.5M | 0.04% | |
| 93 | HONHONEYWELL INTERNATIONAL INC | 21,106 | $4.5M | 0.04% | |
| 94 | MTDMETTLER-TOLEDO INTERNATIONAL | 3,193 | $4.5M | 0.04% | |
| 95 | FISVFISERV INC | 29,894 | $4.5M | 0.04% | |
| 96 | FIXCOMFORT SYSTEMS USA INC | 14,127 | $4.3M | 0.04% | |
| 97 | TJXTJX PR C | 38,436 | $4.2M | 0.04% | |
| 98 | YPFYPF S.A.-SPONSORED ADR | 206,732 | $4.2M | 0.04% | |
| 99 | AIGAMERICAN INTL GROUP | 55,461 | $4.1M | 0.04% | |
| 100 | MCDMCDONALDS - MCD | 16,085 | $4.1M | 0.04% |
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