Brevan Howard Capital Management LP

Q3 2022 13F-HR Holdings

Location
St. Helier, Y9
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
76
Total value ($000)
$2,749,578
Net value change ($000)
+320,066 (13.2%)
New positions
27
Sold out positions
9
Turnover %
45.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/15/2022 Next filing: 2/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
XLE 24,055 NEW
EMB 23,582 NEW
HYG 19,989 NEW
MRNA 19,127 47.8%
LQD 9,585 1452.3%
AIY 7,903 2031.6%
IYR 4,192 NEW
VDE 4,063 NEW
Signify Health, Inc. 3,606 NEW
GOOGL 2,870 NEW
Top Reduces (Value $000, Stocks/ETFs)
URA -13,654 -43.0%
EWH -3,485 -100.0%
EXE -3,390 -100.0%
CME -2,828 -13.5%
VALE -2,521 -88.2%
TRTX -1,423 -22.3%
EFA -1,390 -51.6%
IAC -1,367 -100.0%
CHRD -1,217 -100.0%
NVDA -910 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,487,023 (90.5% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type