Brevan Howard Capital Management LP

Q4 2023 13F-HR Holdings

Location
St. Helier, Y9
Holdings as of
12/31/2023
Date filed
2/14/2024
Form type
13F-HR
Num holdings
1,007
Total value ($000)
$8,182,975
Net value change ($000)
+422,337 (5.4%)
New positions
718
Sold out positions
84
Turnover %
66.4%
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 Q3 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)
EMB 98,652 1138.5%
HYG 38,695 NEW
QQQ 24,820 NEW
HD 15,157 963.6%
SPIB 11,491 NEW
NVDA 9,683 743.1%
LQD 8,631 NEW
AAPL 8,084 634.5%
SPLUNK INC 8,057 NEW
AHC 6,214 1458.7%
Top Reduces (Value $000, Stocks/ETFs)
EWZ -28,755 -88.9%
CME -20,533 -100.0%
MRNA -16,217 -100.0%
XLF -12,432 -100.0%
VMWA -6,852 -100.0%
AIY -6,416 -100.0%
Seagen Inc. -5,822 -100.0%
Horizon Therapeutics Public Ltd Co -5,206 -100.0%
EEM -1,762 -42.2%
GDXJ -1,726 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 7,188,573 (87.8% 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