Brevan Howard Capital Management LP
Follow13F filer, CIK 1512857, ST. HELIER, Jersey
Brevan Howard Capital Management LP reported $14,365,128,336 across 1,106 holdings for the quarter ended 2024-09-30, in a 13F-HR filed 2024-11-14. Its ten largest share positions make up 22.19% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000905148-24-003131
- Period
- 2024-09-30
- Reported value
- $14.4B
- Holdings
- 1,106
- Top 10 weight
- 22.19%
- New
- 496
- Sold out
- 411
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| EEMnew | +2,136,000 | $98M |
| MSFTnew | +190,070 | $81.8M |
| NVDAnew | +654,756 | $79.5M |
| SPOTadded | +81,618 | $30.1M |
| LLYadded | +30,213 | $26.8M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| HYGexited | -750,000 | -$57.9M |
| AAPLexited | -238,299 | -$50.2M |
| XLFexited | -775,000 | -$31.9M |
| UNHreduced | -37,817 | -$22.1M |
| SUPER MICRO COMPUTER INCexited | -25,027 | -$20.5M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Holdings, Q3 2024
Share positions as resolved from 13F-HR 0000905148-24-003131, largest first. % of portfolio is the value over $2,074,308,507, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|---|---|---|---|---|---|---|
| AGLAGILON HEALTH INC COM (DE) | 27,450 | $108K | 0.01% | new | Timeline | ||
| GRABGRAB HOLDINGS LIMITED | 28,020 | $106K | 0.01% | -112,639 | Timeline | ||
| 89BIO INC89BIO INC | 14,259 | $106K | 0.01% | -9,741 | |||
| PSECPROSPECT CAP CORP | 19,630 | $105K | 0.01% | +9,342 | Timeline | ||
| ACHRARCHER AVIATION INC | 34,603 | $105K | 0.01% | -34,466 | Timeline | ||
| QSQUANTUMSCAPE CORP | 17,993 | $103K | <0.01% | new | Timeline | ||
| EDITEDITAS MEDICINE INC | 30,116 | $103K | <0.01% | -48,952 | Timeline | ||
| BGSB & G FOODS INC | 11,229 | $99.7K | <0.01% | -11,623 | Timeline | ||
| DBIDESIGNER BRANDS INC | 12,322 | $90.9K | <0.01% | new | Timeline | ||
| TBPHTHERAVANCE BIOPHARMA INC | 11,093 | $89.4K | <0.01% | -18,572 | Timeline | ||
| AVDAMERICAN VANGUARD CORP | 16,759 | $88.8K | <0.01% | new | Timeline | ||
| EYPTEYEPOINT INC | 10,780 | $86.1K | <0.01% | -2,781 | Timeline | ||
| HPPHUDSON PAC PPTYS INC | 17,850 | $85.3K | <0.01% | -35,106 | Timeline | ||
| MBIMBIA INC | 23,443 | $83.7K | <0.01% | new | Timeline | ||
| VLNVALENS SEMICONDUCTOR LTD | 37,532 | $82.6K | <0.01% | new | Timeline | ||
| ADTNADTRAN HOLDINGS INC | 13,781 | $81.7K | <0.01% | -121,391 | Timeline | ||
| SSRMSSR MINING IN | 13,942 | $79.2K | <0.01% | new | Timeline | ||
| OPTUOPTIMUM COMMUNICATIONS INC | 31,672 | $77.9K | <0.01% | -257,085 | Timeline | ||
| SVCSERVICE PPTYS TR | 15,939 | $72.7K | <0.01% | -31,576 | Timeline | ||
| UECURANIUM ENERGY CORP | 11,390 | $70.7K | <0.01% | new | Timeline | ||
| PGREPARAMOUNT GROUP INC | 14,359 | $70.6K | <0.01% | +612 | Timeline | ||
| TBLATABOOLA.COM LTD | 18,620 | $62.6K | <0.01% | new | Timeline | ||
| GLOBAL BLUE GROUP HOLDING A…GLOBAL BLUE GROUP HOLDING AG ORD … | 11,064 | $60.5K | <0.01% | new | |||
| ZNTLZENTALIS PHARMACEUTICALS INC | 15,448 | $56.8K | <0.01% | -5,791 | Timeline | ||
| DHDEFINITIVE HEALTHCARE CORP | 12,373 | $55.3K | <0.01% | new | Timeline | ||
| EPMEVOLUTION PETE CORP | 10,347 | $54.9K | <0.01% | new | Timeline | ||
| POLESTAR AUTOMOTIVE HLDG UKPOLESTAR AUTOMOTIVE HLDG UK | 31,066 | $53.4K | <0.01% | new | |||
| WTIW & T OFFSHORE INC | 24,287 | $52.2K | <0.01% | new | Timeline | ||
| BFLYBUTTERFLY NETWORK INC | 29,307 | $51.9K | <0.01% | -41,126 | Timeline | ||
| EGHT8X8 INC NEW | 25,349 | $51.7K | <0.01% | -14,882 | Timeline | ||
| AVIRATEA PHARMACEUTICALS INC | 13,868 | $46.5K | <0.01% | new | Timeline | ||
| OXSQOXFORD SQUARE CAP CORP | 12,678 | $35.9K | <0.01% | new | Timeline | ||
| SLQTSELECTQUOTE INC | 15,487 | $33.6K | <0.01% | new | Timeline | ||
| ABCLABCELLERA BIOLOGICS INC | 12,886 | $33.5K | <0.01% | new | Timeline | ||
| DCDAKOTA GOLD CORP | 10,932 | $25.8K | <0.01% | new | Timeline | ||
| FUELCELL ENERGY INCFUELCELL ENERGY INC | 36,300 | $13.8K | <0.01% | +1,861 | |||
| LUMINAR TECHNOLOGIES INCLUMINAR TECHNOLOGIES INC | 10,744 | $9.67K | <0.01% | new | |||
| BZFDWBUZZFEED INC | 75,200 | $7.52K | <0.01% | new | Timeline | ||
| STEM INCSTEM INC | 14,252 | $4.96K | <0.01% | -32,721 |
Options
Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| EEMISHARES TR MSCI EMG MKT ETF | call | 63,158,700 | $2.9B | +19,479,800 |
| EEMISHARES TR MSCI EMG MKT ETF | put | 47,122,000 | $2.16B | +2,436,000 |
| FXIISHARES TR CHINA LG-CAP ETF | call | 52,750,000 | $1.68B | +50,050,000 |
| XLFSELECT SECTOR SPDR TR SHS | put | 33,946,400 | $1.54B | +5,291,500 |
| XLFSELECT SECTOR SPDR TR SHS | call | 20,577,700 | $933M | -12,109,500 |
| QQQINVESCO QQQ TR COM | call | 1,479,800 | $722M | -1,135,200 |
| XLISELECT SECTOR SPDR TR INDL | put | 2,100,000 | $284M | new |
| QQQINVESCO QQQ TR COM | put | 513,000 | $250M | +100,000 |
| HYGISHARES TR IBOXX HI YD ETF | put | 2,250,000 | $181M | -1,650,000 |
| XLPSELECT SECTOR SPDR TR STATE STREET CON | call | 2,175,000 | $181M | -498,900 |
| HYGISHARES TR IBOXX HI YD ETF | call | 2,150,000 | $173M | -1,012,600 |
| XLVSELECT SECTOR SPDR TR SHS | call | 1,005,000 | $155M | -53,000 |
| IWMISHARES TR SHS | put | 500,000 | $110M | +150,000 |
| XBISPDR SERIES TRUST S&P BIOTECH | call | 1,000,000 | $98.8M | new |
| XLESELECT SECTOR SPDR TR SHS | call | 1,000,000 | $87.8M | +865,000 |
| BABAALIBABA GROUP HLDG LTD SPONSORED ADS | call | 760,000 | $80.7M | new |
| EFAISHARES TR MSCI EAFE ETF | put | 840,000 | $70.2M | new |
| XLVSELECT SECTOR SPDR TR SHS | put | 434,000 | $66.8M | -33,500 |
| LQDISHARES TR SHS | put | 550,000 | $62.1M | new |
| KWEBKRANESHARES TRUST CSI CHI INTERNET | put | 1,775,000 | $60.4M | new |
| XLPSELECT SECTOR SPDR TR STATE STREET CON | put | 684,500 | $56.8M | -35,000 |
| SPYSTATE STR SPDR S&P 500 ETF T SHS | put | 90,000 | $51.6M | -210,000 |
| XRTSPDR SERIES TRUST ETF | put | 575,000 | $44.7M | new |
| KWEBKRANESHARES TRUST CSI CHI INTERNET | call | 1,090,400 | $37.1M | -909,600 |
| XLBSELECT SECTOR SPDR TR SBI MATERIALS | call | 310,000 | $29.9M | +160,000 |
| BEKEKE HLDGS INC ADR | call | 1,500,000 | $29.9M | new |
| EMBISHARES TR JPMORGAN USD EMG | call | 300,000 | $28.1M | new |
| BABOEING CO COM | call | 172,100 | $26.2M | new |
| INTCINTEL CORP COM | call | 1,050,000 | $24.6M | new |
| JDJD.COM INC ADR | call | 600,000 | $24M | new |
| IWMISHARES TR SHS | call | 83,300 | $18.4M | -216,700 |
| SMHVANECK ETF TRUST COM | put | 60,000 | $14.7M | -400,000 |
| XLBSELECT SECTOR SPDR TR SBI MATERIALS | put | 150,000 | $14.5M | 0 |
| XLISELECT SECTOR SPDR TR INDL | call | 100,000 | $13.5M | new |
| JPMJPMORGAN CHASE & CO COM | call | 50,000 | $10.5M | new |
| SMHVANECK ETF TRUST COM | call | 40,000 | $9.82M | 0 |
| EWZISHARES INC MSCI BRAZIL ETF | put | 300,000 | $8.85M | new |
| EWZISHARES INC MSCI BRAZIL ETF | call | 300,000 | $8.85M | new |
| FXIISHARES TR CHINA LG-CAP ETF | put | 200,000 | $6.36M | -3,011,000 |
| FANGDIAMONDBACK ENERGY INC Stock | put | 25,000 | $4.31M | new |
| FANGDIAMONDBACK ENERGY INC Stock | call | 25,000 | $4.31M | new |
| GEOGEO GROUP INC COM | call | 325,000 | $4.18M | +162,500 |
| NFENEW FORTRESS ENERGY INC COM CL A | put | 450,000 | $4.09M | +385,000 |
| NFENEW FORTRESS ENERGY INC COM CL A | call | 435,000 | $3.95M | +370,000 |
| UALUNITED AIRLS HLDGS INC Stock | put | 65,000 | $3.71M | +5,000 |
| ECHOECHOSTAR CORP CL A | put | 140,000 | $3.47M | -288,000 |
| APLDAPPLIED DIGITAL CORP Stock | put | 381,600 | $3.15M | new |
| WULFTERAWULF INC COM | call | 600,000 | $2.81M | new |
| IRENIREN LIMITED STOK | call | 300,000 | $2.53M | new |
| WOLFSPEED INCWOLFSPEED INC COM | call | 200,000 | $1.94M | new |
| UNFIUNITED NAT FOODS INC Stock | call | 110,000 | $1.85M | new |
| AMCAMC ENTMT HLDGS INC CL A NEW | put | 250,000 | $1.14M | +238,600 |
| HLFHERBALIFE LTD COM SHS | put | 150,000 | $1.08M | new |
| BABAALIBABA GROUP HLDG LTD SPONSORED ADS | put | 10,000 | $1.06M | new |
| AZUL S AAZUL S A OPT | put | 200,000 | $688K | new |
| GRAFTECH INTL LTDGRAFTECH INTL LTD COM | call | 210,500 | $278K | new |
Principal amounts
Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| NIO INCNIO INC NOTE 0.500% 2/0 | principal | 23,500,000 | $21.5M | +3,500,000 |
| BILIBILI INCBILIBILI INC NOTE 0.500%12/0 | principal | 20,000,000 | $16.8M | 0 |
| SEA LTDSEA LTD NOTE 2.375%12/0 | principal | 8,500,000 | $8.02M | -1,500,000 |
| REDFIN CORPREDFIN CORP NOTE 0.500% 4/0 | principal | 7,500,000 | $5.17M | new |
| WOLFSPEED INCWOLFSPEED INC NOTE 0.250% 2/1 | principal | 7,000,000 | $2.66M | new |
| ZTO EXPRESS CAYMAN INCZTO EXPRESS CAYMAN INC NOTE 1.500% 9/0 | principal | 2,000,000 | $1.95M | new |
| PDD HOLDINGS INCPDD HOLDINGS INC NOTE 12/0 | principal | 2,000,000 | $1.92M | new |
| REVANCE THERAPEUTICS INCREVANCE THERAPEUTICS INC BOND | principal | 2,000,000 | $1.67M | new |
| WOLFSPEED INCWOLFSPEED INC NOTE 1.750% 5/0 | principal | 2,000,000 | $1.33M | new |
| COHERUS ONCOLOGY INCCOHERUS ONCOLOGY INC BOND | principal | 1,500,000 | $1.18M | new |
| IQIQIYI INC ADR | principal | 180,100 | $515K | new |
Sold out in Q3 2024
Positions in the previous quarter's report that this quarter's report no longer lists.
The largest 100 of 411. All 411
| Security | Shares before | Value before | Type |
|---|---|---|---|
| HYGISHARES TR | 750,000 | $57.9M | shares |
| AAPLAPPLE INC | 238,299 | $50.2M | shares |
| ASHRDBX ETF TR | 1,650,000 | $38.9M | call |
| TLTISHARES TR | 400,000 | $36.7M | call |
| BOEING COBOEING CO | 188,500 | $34.3M | call |
| XLFSELECT SECTOR SPDR TR | 775,000 | $31.9M | shares |
| SUPER MICRO COMPUTER INCSUPER MICRO COMPUTER INC | 25,027 | $20.5M | shares |
| CATCATERPILLAR INC | 54,666 | $18.2M | shares |
| COPCONOCOPHILLIPS | 124,731 | $14.3M | shares |
| XLESELECT SECTOR SPDR TR | 135,000 | $12.3M | put |
| SMHVANECK ETF TRUST | 41,786 | $10.9M | shares |
| IREN LIMITEDIREN LIMITED | 894,800 | $10.1M | call |
| DISDISNEY WALT CO | 100,000 | $9.93M | call |
| BRK-BBERKSHIRE HATHAWAY INC DEL | 24,397 | $9.92M | shares |
| XMESPDR SERIES TRUST | 150,000 | $8.9M | put |
| XMESPDR SERIES TRUST | 150,000 | $8.9M | call |
| COINCOINBASE GLOBAL INC | 40,000 | $8.89M | call |
| CEGCONSTELLATION ENERGY CORP | 38,686 | $7.75M | shares |
| VVISA INC | 28,727 | $7.54M | shares |
| PARAMOUNT GLOBALPARAMOUNT GLOBAL | 700,000 | $7.27M | call |
| PRUPRUDENTIAL FINL INC | 61,745 | $7.24M | shares |
| CORZCORE SCIENTIFIC INC NEW | 750,000 | $6.97M | call |
| MSTRSTRATEGY INC | 4,291 | $5.91M | shares |
| FYBRFRONTIER COMMUNICATIONS PARE | 216,588 | $5.67M | shares |
| MOALTRIA GROUP INC | 121,595 | $5.54M | shares |
| CARAVIS BUDGET GROUP INC | 48,232 | $5.04M | shares |
| DIAMONDBACK ENERGY INCDIAMONDBACK ENERGY INC | 25,000 | $5M | call |
| DIAMONDBACK ENERGY INCDIAMONDBACK ENERGY INC | 25,000 | $5M | put |
| TSLATESLA INC | 24,500 | $4.85M | put |
| HONHONEYWELL INTL INC | 21,106 | $4.51M | shares |
| GEOGEO GROUP INC | 292,694 | $4.2M | shares |
| TUTOR PERINI CORPTUTOR PERINI CORP | 175,000 | $3.81M | put |
| HPEHEWLETT PACKARD ENTERPRISE C | 179,446 | $3.8M | shares |
| XLBSELECT SECTOR SPDR TR | 41,590 | $3.67M | shares |
| BNYBANK OF NY MELLON CORP | 54,256 | $3.25M | shares |
| HAWAIIAN HOLDINGS INCHAWAIIAN HOLDINGS INC | 252,700 | $3.14M | put |
| TDGTRANSDIGM GROUP INC | 2,438 | $3.11M | shares |
| FXIISHARES TR | 111,400 | $2.9M | shares |
| ROKROCKWELL AUTOMATION INC | 9,581 | $2.64M | shares |
| SABRSABRE CORP | 958,640 | $2.56M | shares |
| LNGCHENIERE ENERGY INC | 13,982 | $2.45M | shares |
| PAGSPAGSEGURO DIGITAL LTD | 202,913 | $2.37M | shares |
| MCHPMICROCHIP TECHNOLOGY INC. | 25,889 | $2.37M | shares |
| STLDSTEEL DYNAMICS INC | 18,255 | $2.36M | shares |
| PSXPHILLIPS 66 | 16,370 | $2.31M | shares |
| RIOTRIOT PLATFORMS INC | 250,000 | $2.29M | call |
| ONTOONTO INNOVATION INC | 10,281 | $2.26M | shares |
| TERAWULF INCTERAWULF INC | 500,000 | $2.23M | call |
| PKGPACKAGING CORP AMER | 12,017 | $2.19M | shares |
| DISDISNEY WALT CO | 21,556 | $2.14M | shares |
| EMREMERSON ELEC CO | 18,805 | $2.07M | shares |
| MGMMGM RESORTS INTERNATIONAL | 46,038 | $2.05M | shares |
| TGTTARGET CORP | 13,492 | $2M | shares |
| OLEDUNIVERSAL DISPLAY CORP | 9,237 | $1.94M | shares |
| AMZNAMAZON COM INC | 10,000 | $1.93M | shares |
| IQIYI INCIQIYI INC | 3,100,000 | $1.88M | principal |
| FSLRFIRST SOLAR INC | 8,226 | $1.85M | shares |
| STNESTONECO LTD | 154,290 | $1.85M | shares |
| DEDEERE & CO | 4,677 | $1.75M | shares |
| EXPDEXPEDITORS INTL WASH INC | 13,784 | $1.72M | shares |
| MLMMARTIN MARIETTA MATLS INC | 3,037 | $1.65M | shares |
| AMKRAMKOR TECHNOLOGY INC | 40,273 | $1.61M | shares |
| TEXTEREX CORP NEW | 29,087 | $1.6M | shares |
| MGYMAGNOLIA OIL & GAS CORP | 62,255 | $1.58M | shares |
| SGSWEETGREEN INC | 52,194 | $1.57M | shares |
| TXNTEXAS INSTRS INC | 8,070 | $1.57M | shares |
| GTNGRAY MEDIA INC | 300,000 | $1.56M | put |
| HERTZ GLOBAL HLDGS INCHERTZ GLOBAL HLDGS INC | 437,776 | $1.55M | shares |
| WMSADVANCED DRAIN SYS INC DEL | 9,115 | $1.46M | shares |
| SWKSTANLEY BLACK & DECKER INC | 18,104 | $1.45M | shares |
| HPHELMERICH & PAYNE INC | 39,315 | $1.42M | shares |
| GWWWW GRAINGER INC | 1,565 | $1.41M | shares |
| CDWCDW CORP | 6,301 | $1.41M | shares |
| JKHYHENRY JACK & ASSOC INC | 8,059 | $1.34M | shares |
| AMCOR PLCAMCOR PLC | 135,811 | $1.33M | shares |
| CHDCHURCH & DWIGHT CO INC | 12,739 | $1.32M | shares |
| NKENIKE INC | 17,480 | $1.32M | shares |
| RFREGIONS FINANCIAL CORP NEW | 65,629 | $1.32M | shares |
| UNFIUNITED NAT FOODS INC | 100,000 | $1.31M | put |
| RCLROYAL CARIBBEAN GROUP | 8,189 | $1.31M | shares |
| WFRDWEATHERFORD INTL PLC | 10,577 | $1.3M | shares |
| TPRTAPESTRY INC | 30,202 | $1.29M | shares |
| BITFARMS LTDBITFARMS LTD | 500,000 | $1.28M | call |
| CMACOMERICA INC | 24,950 | $1.27M | shares |
| KBESPDR SERIES TRUST | 27,000 | $1.25M | shares |
| KRESPDR SERIES TRUST | 25,500 | $1.25M | shares |
| FMCFMC CORP | 21,455 | $1.23M | shares |
| BGBUNGE GLOBAL SA | 11,548 | $1.23M | shares |
| GAPGAP INC | 51,408 | $1.23M | shares |
| CPAYCORPAY INC | 4,585 | $1.22M | shares |
| XYLXYLEM INC | 8,969 | $1.22M | shares |
| RMDRESMED INC | 6,111 | $1.17M | shares |
| DXCDXC TECHNOLOGY CO | 61,030 | $1.17M | shares |
| OSKOSHKOSH CORP | 10,429 | $1.13M | shares |
| UTHRUNITED THERAPEUTICS CORP DEL | 3,529 | $1.12M | shares |
| HASIHA SUSTAINABLE INFRA CAP INC | 37,827 | $1.12M | shares |
| EMNEASTMAN CHEM CO | 11,394 | $1.12M | shares |
| UALUNITED AIRLS HLDGS INC | 22,459 | $1.09M | shares |
| VRNSVARONIS SYS INC | 22,593 | $1.08M | shares |
| HSTHOST HOTELS & RESORTS INC | 59,730 | $1.07M | shares |
How Q3 2024 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0000905148-24-003131 | base | 2024-11-14 | acceptance time not in the bulk data set |