Brevan Howard Capital Management LP
Q4 2021 13F-HR Holdings
Net value change ($000)
-631,632
(-82.1%)
New positions
11
Sold out positions
22
Turnover %
92.4%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 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)
| VALE | 11,216 | NEW |
| URA | 4,251 | 87.2% |
| IJH | 3,963 | NEW |
| CME | 3,597 | 18.1% |
| SCHWAB STRATEGIC TRUST | 2,663 | NEW |
| GDX | 2,560 | 8.7% |
| SCZ | 2,449 | NEW |
| EZU | 2,205 | NEW |
| EWY | 1,752 | NEW |
| XLE | 1,312 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| QQQ | -35,796 | -100.0% |
| BIDU | -9,483 | -35.2% |
| EEM | -7,557 | -100.0% |
| NET | -5,789 | -100.0% |
| Listed Funds Trust | -3,857 | -100.0% |
| DDOG | -3,403 | -100.0% |
| Li-Cycle Holdings Corp. | -2,461 | -58.4% |
| TWST | -2,186 | -100.0% |
| PBW | -2,034 | -100.0% |
| FSLY | -2,025 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
24,141
(17.5% 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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|