Brevan Howard Capital Management LP

Q2 2022 13F-HR Holdings

Location
St. Helier, Y9
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
48
Total value ($000)
$2,429,512
Net value change ($000)
+555,108 (29.6%)
New positions
22
Sold out positions
12
Turnover %
63.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/16/2022 Next filing: 11/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
MRNA 30,524 322.2%
URA 10,321 48.1%
EXE 3,390 NEW
EFA 2,695 NEW
IOVA 2,253 NEW
VALE 2,206 337.8%
MSFT 1,477 NEW
DOCN 1,448 NEW
IAC 1,367 NEW
NOW 1,284 NEW
Top Reduces (Value $000, Stocks/ETFs)
BIDU -15,492 -100.0%
IJH -13,756 -100.0%
XLE -8,951 -100.0%
EWY -5,342 -100.0%
CONCORD ACQUISITION CORP -4,612 -100.0%
ICLN -3,792 -100.0%
KRE -3,455 -100.0%
CME -3,400 -13.9%
DBC -2,916 -100.0%
XOP -2,437 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,292,791 (94.4% 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