Brevan Howard Capital Management LP

Q2 2024 13F-HR Holdings

Location
St. Helier, Y9
Holdings as of
6/30/2024
Date filed
8/14/2024
Form type
13F-HR
Num holdings
1,021
Total value ($000)
$11,191,824
Net value change ($000)
+94,113 (0.8%)
New positions
499
Sold out positions
443
Turnover %
73.7%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 5/15/2024 Next filing: 11/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q1 2024
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
HYG 57,855 NEW
XLF 31,860 NEW
AAPL 31,021 161.8%
XOM 23,055 2662.2%
UNH 20,634 791.2%
SMCI 20,506 NEW
WFC 18,066 1184.7%
CAT 16,234 822.0%
JPM 14,389 564.5%
COP 14,267 NEW
Top Reduces (Value $000, Stocks/ETFs)
WDAY -31,503 -100.0%
PIONEER NATURAL RESOURCES CO -22,227 -100.0%
KKR -17,994 -100.0%
QQQ -17,363 -100.0%
CRWD -15,952 -100.0%
MRK -13,048 -100.0%
MSFT -12,896 -100.0%
WSC -12,528 -100.0%
ESTC -10,574 -97.4%
DOCU -10,438 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 9,664,733 (86.4% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type