Brevan Howard Capital Management LP

Q1 2023 13F-HR Holdings

Location
St. Helier, Y9
Holdings as of
3/31/2023
Date filed
5/15/2023
Form type
13F-HR
Num holdings
118
Total value ($000)
$3,809,262
Net value change ($000)
+817,647 (27.3%)
New positions
28
Sold out positions
9
Turnover %
28.4%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/14/2023 Next filing: 8/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q4 2022
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)
TLT 39,744 295.7%
EMB 29,981 97.2%
SMH 12,056 282.9%
QQQ 6,627 NEW
GLD 6,229 NEW
WDAY 6,041 688.0%
MSFT 5,074 222.7%
Horizon Therapeutics Public Ltd Co 4,911 NEW
SNOW 4,903 854.2%
NOW 4,666 267.1%
Top Reduces (Value $000, Stocks/ETFs)
HYG -37,581 -100.0%
VEA -12,591 -100.0%
BABA -10,747 -100.0%
FCG -3,677 -100.0%
DBA -3,526 -100.0%
CCI -3,391 -100.0%
XME -3,217 -35.5%
XLE -2,856 -40.8%
MRNA -1,382 -3.3%
BHC -1,225 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 3,355,099 (88.1% 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