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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
+8.59%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$43.5M
AUM Growth
+$23.7M
Cap. Flow
+$21.7M
Cap. Flow %
49.83%
Top 10 Hldgs %
74.59%
Holding
30
New
27
Increased
1
Reduced
1
Closed
–

Top Buys

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$2.02M
2
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$1.97M
3
TWX
Time Warner Inc
TWX
+$1.5M
4
MON
Monsanto Co
MON
+$1.44M
5
CPN
Calpine Corporation
CPN
+$1.34M

Top Sells

Rank Stock Value
1
CBL
CBL& Associates Properties, Inc.
CBL
+$424K

Sector Composition

Rank Sector Weight
1 Financials 35.21%
2 Healthcare 6.66%
3 Communication Services 6.26%
4 Utilities 4.49%
5 Real Estate 4.46%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NDRM
26
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
$363K 0.84%
+9,334
New +$343K
FIG
27
DELISTED
Fortress Investment Group Llc
FIG
$353K 0.81%
+44,303
New +$354K
PKY
28
DELISTED
Parkway, Inc.
PKY
$262K 0.6%
+11,363
New +$261K
SSNI
29
DELISTED
Silver Spring Networks, Inc.
SSNI
$212K 0.49%
+13,117
New +$165K
MGI
30
DELISTED
MoneyGram International, Inc. New
MGI
$164K 0.38%
+10,151
New +$164K
1
2

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VLKIM
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DWM
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Brevan Howard Capital Management's Q3 2017 Portfolio in Review

As of Q3 2017, Brevan Howard Capital Management held 30 positions worth $43.5M, up 120% from $19.7M the previous quarter. Its ten largest holdings account for 75% of the portfolio.

Brevan Howard Capital Management deployed $21.7M of net new capital in Q3 2017, opening 27 new positions and adding to 1 existing holding. Its largest new stake was iShares JPMorgan USD Emerging Markets Bond ETF: 17,041 shares worth $1.98M.

By sector, the portfolio is most concentrated in Financials at 35% of assets, down from 65% a quarter earlier, followed by Healthcare and Communication Services.

On the sell side, the largest reduction was CBL& Associates Properties, Inc., an estimated $424K trimmed.

  • Brevan Howard Capital Management's largest Q3 2017 buy was iShares JPMorgan USD Emerging Markets Bond ETF: 17,041 shares worth $1.98M.
  • Brevan Howard Capital Management added most to iShares iBoxx $ Investment Grade Corporate Bond ETF in Q3 2017, an estimated $2.02M increase.
  • Brevan Howard Capital Management's biggest Q3 2017 reduction was CBL& Associates Properties, Inc., cutting an estimated $424K.
  • Brevan Howard Capital Management's ten largest holdings make up 75% of its $43.5M portfolio in Q3 2017.
  • Brevan Howard Capital Management opened 27 new positions and closed 0 in Q3 2017.
  • Brevan Howard Capital Management's portfolio value rose 120% quarter-over-quarter to $43.5M.

Based on Brevan Howard Capital Management's 13F filing for Q3 2017, filed 14 Nov 2017.