Brevan Howard Capital Management LP

Q2 2023 13F-HR Holdings

Location
St. Helier, Y9
Holdings as of
6/30/2023
Date filed
8/14/2023
Form type
13F-HR
Num holdings
195
Total value ($000)
$4,790,039
Net value change ($000)
+980,777 (25.7%)
New positions
84
Sold out positions
20
Turnover %
47.1%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/15/2023 Next filing: 11/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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)
EWZ 58,536 NEW
TLT 33,586 63.1%
EEM 25,318 NEW
TIP 12,656 NEW
IOVA 7,165 219.5%
WORLD WRESTLING ENTERTAINMENT, LLC 5,966 NEW
ORCL 5,716 NEW
SPY 4,717 NEW
URI 3,407 NEW
FWONA 3,077 NEW
Top Reduces (Value $000, Stocks/ETFs)
LQD -28,042 -90.7%
MRNA -20,855 -52.2%
SMH -16,318 -100.0%
QQQ -6,627 -100.0%
GLD -6,229 -100.0%
XME -5,848 -100.0%
SNOW -5,477 -100.0%
IBB -5,166 -100.0%
XLE -4,142 -100.0%
Signify Health, Inc. -3,773 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 4,245,892 (88.6% 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