Brevan Howard Capital Management LP

Q3 2023 13F-HR Holdings

Location
St. Helier, Y9
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
383
Total value ($000)
$7,760,638
Net value change ($000)
+2,970,599 (62.0%)
New positions
233
Sold out positions
60
Turnover %
109.5%
Sector allocation + QoQ delta (equities-only)

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

Snapshot: Change Analysis

Compared to Q2 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)
XLF 12,432 NEW
Seagen Inc. 5,822 NEW
DIS 5,615 NEW
WW 3,213 NEW
SABR 2,292 NEW
V 1,827 NEW
HD 1,573 NEW
CME 1,531 8.1%
C 1,300 NEW
AIY 1,228 23.7%
Top Reduces (Value $000, Stocks/ETFs)
TLT -86,771 -100.0%
EMB -54,858 -86.4%
EWZ -26,179 -44.7%
EEM -21,143 -83.5%
URA -20,507 -100.0%
TIP -12,656 -100.0%
Endeavor Group Holdings, Inc. -6,219 -100.0%
WORLD WRESTLING ENTERTAINMENT, LLC -5,966 -100.0%
ORCL -5,716 -100.0%
MSFT -4,871 -94.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 7,423,184 (95.7% 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