Brevan Howard Capital Management LP

Q3 2021 13F-HR Holdings

Location
St. Helier, Y9
Holdings as of
9/30/2021
Date filed
11/12/2021
Form type
13F-HR
Num holdings
36
Total value ($000)
$769,628
Net value change ($000)
+404,719 (110.9%)
New positions
6
Sold out positions
7
Turnover %
44.5%
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 2021
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)
QQQ 35,796 NEW
BIDU 11,613 75.9%
EEM 7,557 NEW
URA 4,877 NEW
Li-Cycle Holdings Corp. 4,217 NEW
Listed Funds Trust 3,857 NEW
GDX 2,286 8.4%
TPG Pace Beneficial Finance Corp. 934 NEW
DDOG 619 22.2%
VERI 66 9.2%
Top Reduces (Value $000, Stocks/ETFs)
QCLN -4,007 -100.0%
ICLN -3,186 -100.0%
EDIT -2,672 -100.0%
PERIDOT ACQUISITION CORP. -2,016 -100.0%
CME -1,979 -9.1%
BE -1,900 -100.0%
KOPN -1,375 -43.6%
BLDP -1,363 -100.0%
FSLY -1,291 -38.9%
EMAGIN CORP -1,214 -41.6%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 604,937 (78.6% 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