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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
-16.07%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$198M
AUM Growth
-$126M
(-39%)
Cap. Flow
-$84.2M
Cap. Flow
% of AUM
-42.43%
Top 10 Holdings %
Top 10 Hldgs %
80.48%
Holding
34
New
6
Increased
5
Reduced
3
Closed
15
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Adecoagro
AGRO
|
+$22.8M |
| 2 |
YPF
YPF
|
+$11.9M |
| 3 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$11.3M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$11.1M |
| 5 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$10.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CMA
Comerica
CMA
|
+$14M |
| 2 |
JPMorgan Chase
JPM
|
+$14M |
| 3 |
FITB
Fifth Third Bancorp
FITB
|
+$13.9M |
| 4 |
Zions Bancorporation
ZION
|
+$13.8M |
| 5 |
KeyCorp
KEY
|
+$13.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 22.41% |
| 2 | Financials | 22.26% |
| 3 | Industrials | 17.09% |
| 4 | Consumer Staples | 10.74% |
| 5 | Materials | 4.79% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Extra Space Storage
EXR
$31.6B
| – | – |
-45,000
| Closed | -$2.94M |
|
|
FITB
27
Fifth Third Bancorp
FITB
$52.7B
| – | – |
-667,416
| Closed | -$13.9M |
|
|
FOLD
28
DELISTED
Amicus Therapeutics
FOLD
| – | – |
-65,500
| Closed | -$927K |
|
|
29
JPMorgan Chase
JPM
$956B
| – | – |
-206,166
| Closed | -$14M |
|
|
30
KeyCorp
KEY
$24.9B
| – | – |
-921,540
| Closed | -$13.8M |
|
31
Regions Financial
RF
$27.3B
| – | – |
-1,324,404
| Closed | -$13.7M |
|
|
32
Zions Bancorporation
ZION
$10.5B
| – | – |
-436,360
| Closed | -$13.8M |
|
|
TERP
33
DELISTED
TerraForm Power, Inc
TERP
| – | – |
-58,100
| Closed | -$2.21M |
|
|
WSTC
34
DELISTED
West Corporation
WSTC
| – | – |
-75,000
| Closed | -$2.26M |
|
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Brevan Howard Capital Management's Q3 2015 Portfolio in Review
As of Q3 2015, Brevan Howard Capital Management held 34 positions worth $198M, down 39% from $324M the previous quarter. Its ten largest holdings account for 80% of the portfolio.
Brevan Howard Capital Management withdrew a net $84.2M in Q3 2015, closing 15 positions and reducing 3 holdings. Its most notable exit was Comerica, an estimated $14M position sold in full.
By sector, the portfolio is most concentrated in Energy at 22% of assets, up from 18% a quarter earlier, followed by Financials and Industrials.
Against the trend, Brevan Howard Capital Management opened a new position in Adecoagro worth $21.3M.
- Brevan Howard Capital Management's largest Q3 2015 buy was Adecoagro: 2,677,565 shares worth $21.3M.
- Brevan Howard Capital Management added most to YPF in Q3 2015, an estimated $11.9M increase.
- Brevan Howard Capital Management's biggest Q3 2015 reduction was Banco Macro, cutting an estimated $2.84M.
- Brevan Howard Capital Management fully exited Comerica in Q3 2015, selling an estimated $14M.
- Brevan Howard Capital Management's ten largest holdings make up 80% of its $198M portfolio in Q3 2015.
- Brevan Howard Capital Management opened 6 new positions and closed 15 in Q3 2015.
- Brevan Howard Capital Management's portfolio value fell 39% quarter-over-quarter to $198M.
Based on Brevan Howard Capital Management's 13F filing for Q3 2015, filed 16 Nov 2015.