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Brevan Howard Capital Management Portfolio holdings

AUM $11.3B
1-Year Est. Return 35.84%
This Fund
S&P 500
This Quarter Est. Return
+1.06%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$288M
AUM Growth
+$73.4M
Cap. Flow
+$74.8M
Cap. Flow %
26.01%
Top 10 Hldgs %
83.44%
Holding
40
New
8
Increased
4
Reduced
1
Closed
17

Top Buys

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$103M
2
GLD icon
SPDR Gold Trust
GLD
+$50M
3
XRT icon
State Street SPDR S&P Retail ETF
XRT
+$21.6M
4
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$8.37M
5
AGNC icon
AGNC Investment
AGNC
+$2.13M

Top Sells

Rank Stock Value
1
EWJ icon
iShares MSCI Japan ETF
EWJ
+$13.2M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$4.5M
3
EWC icon
iShares MSCI Canada ETF
EWC
+$3.58M
4
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$3.56M
5
AAPL icon
Apple
AAPL
+$3.53M

Sector Composition

Rank Sector Weight
1 Financials 2.8%
2 Energy 2.34%
3 Materials 1.84%
4 Real Estate 1.34%
5 Industrials 0.14%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CSX icon
26
CALL
CSX Corp
CSX
$92.1B
– –
-961,800
Closed -$8.25M
EWC icon
27
iShares MSCI Canada ETF
EWC
$6.16B
– –
-126,479
Closed -$3.58M
EWJ icon
28
iShares MSCI Japan ETF
EWJ
$22B
– –
-276,500
Closed -$13.2M
EWZ icon
29
iShares MSCI Brazil ETF
EWZ
$9.22B
– –
-93,898
Closed -$4.5M
FCX icon
30
Freeport-McMoran
FCX
$91.4B
– –
-22,906
Closed -$812K
JNJ icon
31
Johnson & Johnson
JNJ
$610B
– –
-4,829
Closed -$445K
PBR icon
32
Petrobras
PBR
$122B
– –
-50,000
Closed -$775K
V icon
33
CALL
Visa
V
$683B
– –
-158,400
Closed -$7.57M
XLF icon
34
State Street Financial Select Sector SPDR ETF
XLF
$57.8B
– –
-167,113
Closed -$2.92M
XLI icon
35
State Street Industrial Select Sector SPDR ETF
XLI
$33.2B
– –
-76,700
Closed -$3.56M
XME icon
36
State Street SPDR S&P Metals & Mining ETF
XME
$3.93B
– –
-32,200
Closed -$1.18M
MTGE
37
DELISTED
MTGE Investment Corp. Common Stock
MTGE
– –
-101,937
Closed -$2.02M
AMTG
38
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
– –
-181,009
Closed -$2.64M
VXX
39
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-23,269
Closed -$21.9M
VXX
40
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-25,230
Closed -$23.7M
1
2

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Brevan Howard Capital Management's Q4 2013 Portfolio in Review

As of Q4 2013, Brevan Howard Capital Management held 40 positions worth $288M, up 34% from $214M the previous quarter. Its ten largest holdings account for 83% of the portfolio.

Brevan Howard Capital Management deployed $74.8M of net new capital in Q4 2013, opening 8 new positions and adding to 4 existing holdings. Its largest new stake was iShares China Large-Cap ETF: 2,694,419 shares worth $103M.

By sector, the portfolio is most concentrated in Financials at 2.8% of assets, down from 3.5% a quarter earlier, followed by Energy and Materials.

On the sell side, the largest reduction was ExxonMobil, an estimated $2.97M trimmed.

  • Brevan Howard Capital Management's largest Q4 2013 buy was iShares China Large-Cap ETF: 2,694,419 shares worth $103M.
  • Brevan Howard Capital Management added most to AGNC Investment in Q4 2013, an estimated $2.13M increase.
  • Brevan Howard Capital Management's biggest Q4 2013 reduction was ExxonMobil, cutting an estimated $2.97M.
  • Brevan Howard Capital Management fully exited iShares MSCI Japan ETF in Q4 2013, selling an estimated $13.2M.
  • Brevan Howard Capital Management's ten largest holdings make up 83% of its $288M portfolio in Q4 2013.
  • Brevan Howard Capital Management opened 8 new positions and closed 17 in Q4 2013.
  • Brevan Howard Capital Management's portfolio value rose 34% quarter-over-quarter to $288M.

Based on Brevan Howard Capital Management's 13F filing for Q4 2013, filed 14 Feb 2014.