Brevan Howard Capital Management LP
Q1 2022 13F-HR Holdings
Net value change ($000)
+1,736,408
(1258.3%)
New positions
16
Sold out positions
8
Turnover %
62.1%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 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)
| URA | 12,340 | 135.2% |
| IJH | 9,793 | 247.1% |
| MRNA | 9,474 | NEW |
| XLE | 7,639 | 582.2% |
| TRTX | 6,008 | NEW |
| CONCORD ACQUISITION CORP | 4,612 | NEW |
| ICLN | 3,792 | NEW |
| EWY | 3,590 | 204.9% |
| EWH | 3,543 | NEW |
| KRE | 3,455 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| GDX | -32,030 | -100.0% |
| VALE | -10,563 | -94.2% |
| SCHWAB STRATEGIC TRUST | -2,663 | -100.0% |
| SCZ | -2,449 | -100.0% |
| EZU | -2,205 | -100.0% |
| BIDU | -1,931 | -11.1% |
| Li-Cycle Holdings Corp. | -1,756 | -100.0% |
| OIH | -981 | -100.0% |
| ATOM | -691 | -35.1% |
| VDE | -514 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
1,741,533
(92.9% 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 |
|---|