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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
+2.4%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$214M
AUM Growth
-$359M
(-63%)
Cap. Flow
-$354M
Cap. Flow
% of AUM
-165.28%
Top 10 Holdings %
Top 10 Hldgs %
61.17%
Holding
37
New
8
Increased
5
Reduced
5
Closed
5
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Canada ETF
EWC
|
+$3.5M |
| 2 |
ExxonMobil
XOM
|
+$3.08M |
| 3 |
The Mosaic Company
MOS
|
+$2.91M |
| 4 |
AMTG
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
|
+$2.81M |
| 5 |
Transocean
RIG
|
+$2.41M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$53.2M |
| 2 |
Freeport-McMoran
FCX
|
+$3.02M |
| 3 |
Petrobras
PBR
|
+$1.42M |
| 4 |
iShares MSCI Brazil ETF
EWZ
|
+$865K |
| 5 |
Nucor
NUE
|
+$522K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 3.87% |
| 2 | Financials | 3.54% |
| 3 | Real Estate | 3.23% |
| 4 | Materials | 2.35% |
| 5 | Technology | 1.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
AGNC Investment
AGNC
$12.4B
| $2.26M | 1.05% |
+100,000
| New | +$2.25M |
|
|
MTGE
27
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $2.02M | 0.94% |
101,937
+1,937
| +2% | +$37.5K |
|
28
State Street SPDR S&P Metals & Mining ETF
XME
$3.94B
| $1.18M | 0.55% |
32,200
| – | – |
|
|
RSX
29
DELISTED
VanEck Russia ETF
RSX
| $1.06M | 0.49% |
+37,500
| New | +$1.01M |
|
|
30
Petrobras
PBR
$123B
| $775K | 0.36% |
50,000
-100,000
| -67% | -$1.42M |
|
|
31
Freeport-McMoran
FCX
$91.5B
| $758K | 0.35% |
22,906
-98,686
| -81% | -$3.02M |
|
32
Johnson & Johnson
JNJ
$613B
| $419K | 0.2% |
4,829
| – | – |
|
|
CIM
33
CALL
Chimera Investment
CIM
$1.06B
| – | – |
-10,580
| Closed | -$476K |
|
34
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.9B
| – | – |
-295,000
| Closed | -$11.4M |
|
|
35
Nucor
NUE
$59.5B
| – | – |
-12,054
| Closed | -$522K |
|
36
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| – | – |
-2,000,000
| Closed | -$321M |
|
37
PUT
State Street SPDR S&P Retail ETF
XRT
$329M
| – | – |
-300,000
| Closed | -$11.5M |
|
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Brevan Howard Capital Management's Q3 2013 Portfolio in Review
As of Q3 2013, Brevan Howard Capital Management held 37 positions worth $214M, down 63% from $573M the previous quarter. Its ten largest holdings account for 61% of the portfolio.
Brevan Howard Capital Management withdrew a net $354M in Q3 2013, closing 5 positions and reducing 5 holdings. Its most notable exit was Nucor, an estimated $522K position sold in full.
By sector, the portfolio is most concentrated in Energy at 3.9% of assets, up from 0.78% a quarter earlier, followed by Financials and Real Estate.
Against the trend, Brevan Howard Capital Management opened a new position in iShares MSCI Canada ETF worth $3.58M.
- Brevan Howard Capital Management's largest Q3 2013 buy was iShares MSCI Canada ETF: 126,479 shares worth $3.58M.
- Brevan Howard Capital Management added most to The Mosaic Company in Q3 2013, an estimated $2.91M increase.
- Brevan Howard Capital Management's biggest Q3 2013 reduction was Apple, cutting an estimated $53.2M.
- Brevan Howard Capital Management fully exited Nucor in Q3 2013, selling an estimated $522K.
- Brevan Howard Capital Management's ten largest holdings make up 61% of its $214M portfolio in Q3 2013.
- Brevan Howard Capital Management opened 8 new positions and closed 5 in Q3 2013.
- Brevan Howard Capital Management's portfolio value fell 63% quarter-over-quarter to $214M.
Based on Brevan Howard Capital Management's 13F filing for Q3 2013, filed 14 Nov 2013.