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BHCM

Brevan Howard Capital Management Portfolio holdings

AUM $11.3B
1-Year Est. Return 35.84%
This Fund
S&P 500
This Quarter Est. Return
+11.38%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$8.18B
AUM Growth
+$422M
Cap. Flow
-$70.2M
Cap. Flow %
-0.86%
Top 10 Hldgs %
80.21%
Holding
1,125
New
743
Increased
197
Reduced
52
Closed
119

Top Buys

Rank Stock Value
1
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$95.9M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$37.3M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$23M
4
HD icon
Home Depot
HD
+$13.3M
5
SPIB icon
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
+$11.1M

Top Sells

Rank Stock Value
1
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$30.8M
2
CME icon
CME Group
CME
+$20.5M
3
MRNA icon
Moderna
MRNA
+$16.2M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$12.4M
5
VMW
VMware, Inc
VMW
+$6.85M

Sector Composition

Rank Sector Weight
1 Technology 1.72%
2 Industrials 1.29%
3 Consumer Discretionary 1.28%
4 Financials 1.01%
5 Healthcare 0.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WIX icon
251
WIX.com
WIX
$2.52B
$932K 0.01%
+7,577
New +$731K
BMY icon
252
Bristol-Myers Squibb
BMY
$132B
$929K 0.01%
18,098
+1,245
+7% +$65.4K
RS icon
253
Reliance Steel & Aluminium
RS
$21.6B
$929K 0.01%
+3,320
New +$882K
A icon
254
Agilent Technologies
A
$41.2B
$925K 0.01%
6,651
+378
+6% +$45K
CNH
255
CNH Industrial
CNH
$17.5B
$923K 0.01%
+75,754
New +$846K
WHR icon
256
Whirlpool
WHR
$2.82B
$916K 0.01%
+7,524
New +$877K
RPM icon
257
RPM International
RPM
$15B
$915K 0.01%
8,194
+5,243
+178% +$530K
ETRN
258
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$914K 0.01%
89,823
+29,326
+48% +$276K
REXR icon
259
Rexford Industrial Realty
REXR
$8.19B
$914K 0.01%
+16,293
New +$798K
LIVN icon
260
LivaNova
LIVN
$4.2B
$913K 0.01%
+17,638
New +$854K
TGNA
261
DELISTED
TEGNA Inc
TGNA
$908K 0.01%
+59,364
New +$890K
DHR icon
262
Danaher
DHR
$144B
$905K 0.01%
3,912
+174
+5% +$37K
TRV icon
263
Travelers Companies
TRV
$80.2B
$905K 0.01%
4,749
+1,281
+37% +$222K
MUSA icon
264
Murphy USA
MUSA
$9.61B
$903K 0.01%
+2,533
New +$918K
MASI
265
DELISTED
Masimo
MASI
$902K 0.01%
+7,696
New +$717K
O icon
266
Realty Income
O
$59.1B
$899K 0.01%
+15,655
New +$822K
CBOE icon
267
Cboe Global Markets
CBOE
$29.9B
$898K 0.01%
+5,029
New +$862K
HSY icon
268
Hershey
HSY
$36.6B
$890K 0.01%
4,771
+3,683
+339% +$698K
CGNX icon
269
Cognex
CGNX
$11.3B
$887K 0.01%
+21,257
New +$817K
MSI icon
270
Motorola Solutions
MSI
$77.4B
$885K 0.01%
2,827
+833
+42% +$252K
CPE
271
DELISTED
Callon Petroleum Company
CPE
$885K 0.01%
27,315
+10,778
+65% +$369K
STNE icon
272
StoneCo
STNE
$2.58B
$882K 0.01%
+48,894
New +$643K
SKYW icon
273
Skywest
SKYW
$4.34B
$881K 0.01%
+16,884
New +$759K
ODFL icon
274
Old Dominion Freight Line
ODFL
$44.9B
$880K 0.01%
+4,342
New +$861K
MUR icon
275
Murphy Oil
MUR
$4.78B
$877K 0.01%
20,548
+14,597
+245% +$639K
9 10
11
12 13

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Brevan Howard Capital Management's Q4 2023 Portfolio in Review

As of Q4 2023, Brevan Howard Capital Management held 1,125 positions worth $8.18B, up 5.4% from $7.76B the previous quarter. Its ten largest holdings account for 80% of the portfolio.

Brevan Howard Capital Management's Q4 2023 filing shows 743 new, 197 increased, 52 reduced and 119 closed positions. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 500,000 shares worth $38.7M. The largest sale was iShares MSCI Brazil ETF, an estimated $30.8M.

By sector, the portfolio is most concentrated in Technology at 1.7% of assets, up from 0.48% a quarter earlier, followed by Industrials and Consumer Discretionary.

  • Brevan Howard Capital Management's largest Q4 2023 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 500,000 shares worth $38.7M.
  • Brevan Howard Capital Management added most to iShares JPMorgan USD Emerging Markets Bond ETF in Q4 2023, an estimated $95.9M increase.
  • Brevan Howard Capital Management's biggest Q4 2023 reduction was iShares MSCI Brazil ETF, cutting an estimated $30.8M.
  • Brevan Howard Capital Management fully exited CME Group in Q4 2023, selling an estimated $20.5M.
  • Brevan Howard Capital Management's ten largest holdings make up 80% of its $8.18B portfolio in Q4 2023.
  • Brevan Howard Capital Management opened 743 new positions and closed 119 in Q4 2023.
  • Brevan Howard Capital Management's portfolio value rose 5.4% quarter-over-quarter to $8.18B.

Based on Brevan Howard Capital Management's 13F filing for Q4 2023, filed 14 Feb 2024.