Brevan Howard Capital Management LP

Q4 2022 13F-HR Holdings

Location
St. Helier, Y9
Holdings as of
12/31/2022
Date filed
2/14/2023
Form type
13F-HR
Num holdings
88
Total value ($000)
$2,991,615
Net value change ($000)
+242,037 (8.8%)
New positions
23
Sold out positions
13
Turnover %
35.0%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 11/14/2022 Next filing: 5/15/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
LQD 21,489 209.8%
HYG 17,592 88.0%
TLT 13,441 NEW
VEA 12,591 NEW
BABA 10,747 NEW
XME 9,065 NEW
EMB 7,264 30.8%
VUG 5,328 NEW
IBB 5,252 NEW
VMWA 5,052 NEW
Top Reduces (Value $000, Stocks/ETFs)
MRNA -17,812 -30.1%
XLE -17,057 -70.9%
IYR -4,192 -100.0%
VDE -4,063 -100.0%
AIY -3,581 -43.2%
GOOGL -2,870 -100.0%
META -2,714 -100.0%
DDOG -2,220 -100.0%
CTXS -2,078 -100.0%
GTM -1,875 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,648,519 (88.5% 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.
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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