Brevan Howard Capital Management LP

Q4 2022 13F-HR Detailed 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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 11/14/2022 Next filing: 5/15/2023 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 Brevan Howard Investment Products Ltd 028-14381
2 Brevan Howard Asset Management LLP 028-12590
3 Brevan Howard US Investment Management, LP 028-16818