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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
+9.73%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$2.99B
AUM Growth
+$242M
Cap. Flow
-$9.26M
Cap. Flow %
-0.31%
Top 10 Hldgs %
85.5%
Holding
106
New
28
Increased
17
Reduced
11
Closed
18

Top Buys

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$21M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$17M
3
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$13.6M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$12.2M
5
BABA icon
Alibaba
BABA
+$9.62M

Top Sells

Rank Stock Value
1
MRNA icon
Moderna
MRNA
+$44.1M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$22.1M
3
IYR icon
iShares US Real Estate ETF
IYR
+$4.19M
4
VDE icon
Vanguard Energy ETF
VDE
+$4.06M
5
ATVI
Activision Blizzard
ATVI
+$3.71M

Sector Composition

Rank Sector Weight
1 Healthcare 1.66%
2 Technology 0.89%
3 Financials 0.58%
4 Consumer Discretionary 0.44%
5 Real Estate 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FXI icon
26
PUT
iShares China Large-Cap ETF
FXI
$4.31B
$5.74M 0.19%
+203,000
New +$5.25M
TRTX
27
TPG RE Finance Trust
TRTX
$618M
$5.66M 0.19%
832,942
+125,000
+18% +$922K
VUG icon
28
Vanguard Morningstar Growth ETF
VUG
$231B
$5.33M 0.18%
+150,000
New +$5.52M
IBB icon
29
iShares Biotechnology ETF
IBB
$9.77B
$5.25M 0.18%
+40,000
New +$5.17M
VMW
30
DELISTED
VMware, Inc
VMW
$5.05M 0.17%
+41,156
New +$4.75M
ATVI
31
DELISTED
Activision Blizzard
ATVI
$4.71M 0.16%
61,543
-50,000
-45% -$3.71M
SMH icon
32
VanEck Semiconductor ETF
SMH
$73.2B
$4.26M 0.14%
+42,000
New +$4.27M
EEM icon
33
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.5B
$3.79M 0.13%
+100,000
New +$3.69M
FCG icon
34
First Trust Natural Gas ETF
FCG
$623M
$3.68M 0.12%
+150,000
New +$3.91M
SGFY
35
DELISTED
Signify Health, Inc.
SGFY
$3.55M 0.12%
123,719
– –
DBA icon
36
Invesco DB Agriculture Fund
DBA
$1.23B
$3.53M 0.12%
+175,000
New +$3.49M
CCI icon
37
Crown Castle
CCI
$32.2B
$3.39M 0.11%
+25,000
New +$3.38M
ASML icon
38
ASML
ASML
$669B
$3.01M 0.1%
5,500
+1,500
+38% +$786K
EDR
39
DELISTED
Endeavor Group Holdings, Inc.
EDR
$2.79M 0.09%
124,000
+24,000
+24% +$512K
FWONK icon
40
Liberty Media Series C
FWONK
$25.8B
$2.48M 0.08%
+42,923
New +$2.46M
KRBN icon
41
KraneShares Global Carbon Strategy ETF
KRBN
$143M
$2.34M 0.08%
68,637
+33,582
+96% +$1.42M
MSFT icon
42
Microsoft
MSFT
$3.71T
$2.28M 0.08%
9,500
-2,500
-21% -$600K
IOVA icon
43
Iovance Biotherapeutics
IOVA
$2.87B
$1.79M 0.06%
279,832
– –
NOW icon
44
ServiceNow
NOW
$129B
$1.75M 0.06%
22,500
-15,000
-40% -$1.17M
MRVL icon
45
Marvell Technology
MRVL
$196B
$1.63M 0.05%
44,000
+14,000
+47% +$571K
TPIC
46
DELISTED
TPI Composites
TPIC
$1.53M 0.05%
150,588
+1,925
+1% +$20.1K
EZA icon
47
iShares MSCI South Africa ETF
EZA
$592M
$1.49M 0.05%
35,095
– –
DOCN icon
48
DigitalOcean
DOCN
$14.6B
$1.48M 0.05%
58,000
+3,000
+5% +$93.9K
SEDG icon
49
SolarEdge
SEDG
$1.95B
$1.3M 0.04%
4,604
+951
+26% +$252K
BHC icon
50
Bausch Health
BHC
$2.34B
$1.22M 0.04%
195,000
+40,000
+26% +$279K
1
2
3 4

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Brevan Howard Capital Management's Q4 2022 Portfolio in Review

As of Q4 2022, Brevan Howard Capital Management held 106 positions worth $2.99B, up 8.8% from $2.75B the previous quarter. Its ten largest holdings account for 86% of the portfolio.

Brevan Howard Capital Management's Q4 2022 filing shows 28 new, 17 increased, 11 reduced and 18 closed positions. Its largest new stake was iShares 20+ Year Treasury Bond ETF: 135,000 shares worth $13.4M. The largest sale was Moderna, an estimated $44.1M.

By sector, the portfolio is most concentrated in Healthcare at 1.7% of assets, down from 2.5% a quarter earlier, followed by Technology and Financials.

  • Brevan Howard Capital Management's largest Q4 2022 buy was iShares 20+ Year Treasury Bond ETF: 135,000 shares worth $13.4M.
  • Brevan Howard Capital Management added most to iShares iBoxx $ Investment Grade Corporate Bond ETF in Q4 2022, an estimated $21M increase.
  • Brevan Howard Capital Management's biggest Q4 2022 reduction was Moderna, cutting an estimated $44.1M.
  • Brevan Howard Capital Management fully exited iShares US Real Estate ETF in Q4 2022, selling an estimated $4.19M.
  • Brevan Howard Capital Management's ten largest holdings make up 86% of its $2.99B portfolio in Q4 2022.
  • Brevan Howard Capital Management opened 28 new positions and closed 18 in Q4 2022.
  • Brevan Howard Capital Management's portfolio value rose 8.8% quarter-over-quarter to $2.99B.

Based on Brevan Howard Capital Management's 13F filing for Q4 2022, filed 14 Feb 2023.