Brevan Howard Capital Management LP

Q3 2023 13F-HR Detailed Holdings

Location
St. Helier, Y9
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
403
Total value ($000)
$7,760,638
Net value change ($000)
+2,970,599 (62.0%)
New positions
233
Sold out positions
60
Turnover %
109.5%
Sector allocation + QoQ delta (equities-only)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 8/14/2023 Next filing: 2/14/2024 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 Q2 2023
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)
XLF 12,432 NEW
Seagen Inc. 5,822 NEW
DIS 5,615 NEW
WW 3,213 NEW
SABR 2,292 NEW
V 1,827 NEW
HD 1,573 NEW
CME 1,531 8.1%
C 1,300 NEW
AIY 1,228 23.7%
Top Reduces (Value $000, Stocks/ETFs)
TLT -86,771 -100.0%
EMB -54,858 -86.4%
EWZ -26,179 -44.7%
EEM -21,143 -83.5%
URA -20,507 -100.0%
TIP -12,656 -100.0%
Endeavor Group Holdings, Inc. -6,219 -100.0%
WORLD WRESTLING ENTERTAINMENT, LLC -5,966 -100.0%
ORCL -5,716 -100.0%
MSFT -4,871 -94.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 7,423,184 (95.7% 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