Brevan Howard Capital Management LP

Q3 2022 13F-HR Detailed 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 broken out by other managers reported in the original SEC filing. View aggregated holdings

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