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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
+11.38%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$8.18B
AUM Growth
+$422M
Cap. Flow
-$70.2M
Cap. Flow %
-0.86%
Top 10 Hldgs %
80.21%
Holding
1,125
New
743
Increased
197
Reduced
52
Closed
119

Top Buys

Rank Stock Value
1
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$95.9M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$37.3M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$23M
4
HD icon
Home Depot
HD
+$13.3M
5
SPIB icon
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
+$11.1M

Top Sells

Rank Stock Value
1
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$30.8M
2
CME icon
CME Group
CME
+$20.5M
3
MRNA icon
Moderna
MRNA
+$16.2M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$12.4M
5
VMW
VMware, Inc
VMW
+$6.85M

Sector Composition

Rank Sector Weight
1 Technology 1.72%
2 Industrials 1.29%
3 Consumer Discretionary 1.28%
4 Financials 1.01%
5 Healthcare 0.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LQD icon
26
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
$8.63M 0.11%
+78,000
New +$8.12M
SPR
27
DELISTED
Spirit AeroSystems
SPR
$8.09M 0.1%
254,481
+105,862
+71% +$2.6M
SPLK
28
DELISTED
Splunk Inc
SPLK
$8.06M 0.1%
+52,882
New +$7.9M
TLT icon
29
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$41.7B
$7.91M 0.1%
80,000
-9,670,100
-99% -$874M
TIP icon
30
CALL
iShares TIPS Bond ETF
TIP
$14.5B
$6.9M 0.08%
64,200
-26,800
-29% -$2.8M
HES
31
DELISTED
Hess
HES
$6.64M 0.08%
46,063
+43,279
+1,555% +$6.34M
OPI
32
PUT
DELISTED
Office Properties Income Trust
OPI
$6.1M 0.07%
833,300
+643,300
+339% +$3.42M
V icon
33
Visa
V
$677B
$5.92M 0.07%
22,732
+14,790
+186% +$3.65M
IOVA icon
34
Iovance Biotherapeutics
IOVA
$2.87B
$5.63M 0.07%
692,775
-869,911
-56% -$4.55M
GOOG icon
35
Alphabet (Google) Class C
GOOG
$4.32T
$5.54M 0.07%
+39,282
New +$5.33M
P
36
Everpure Inc
P
$29.9B
$5.02M 0.06%
+140,778
New +$4.94M
VLO icon
37
Valero Energy
VLO
$85.9B
$4.92M 0.06%
37,856
+35,194
+1,322% +$4.48M
META icon
38
Meta Platforms (Facebook)
META
$1.51T
$4.78M 0.06%
13,494
+11,456
+562% +$3.73M
MPC icon
39
Marathon Petroleum
MPC
$83.7B
$4.61M 0.06%
31,082
+28,091
+939% +$4.17M
TRTX
40
TPG RE Finance Trust
TRTX
$618M
$4.58M 0.06%
704,738
– –
DIS icon
41
Walt Disney
DIS
$181B
$4.39M 0.05%
48,584
-20,698
-30% -$1.82M
BLDR icon
42
PUT
Builders FirstSource
BLDR
$8.04B
$4.17M 0.05%
25,000
– –
BA icon
43
Boeing
BA
$185B
$4.14M 0.05%
15,867
+10,108
+176% +$2.16M
FTNT icon
44
CALL
Fortinet
FTNT
$117B
$4.1M 0.05%
+70,000
New +$3.87M
FTNT icon
45
PUT
Fortinet
FTNT
$117B
$4.1M 0.05%
+70,000
New +$3.87M
SCHD icon
46
Schwab US Dividend Equity ETF
SCHD
$105B
$4.08M 0.05%
+160,605
New +$3.83M
BKNG icon
47
Booking.com
BKNG
$161B
$4.07M 0.05%
28,675
+26,425
+1,174% +$3.3M
JPM icon
48
JPMorgan Chase
JPM
$950B
$4.06M 0.05%
+23,882
New +$3.62M
KWEB icon
49
KraneShares CSI China Internet ETF
KWEB
$5.67B
$3.98M 0.05%
+147,352
New +$3.99M
UNH icon
50
UnitedHealth
UNH
$370B
$3.92M 0.05%
+7,442
New +$3.97M
1
2
3 4 5

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Brevan Howard Capital Management's Q4 2023 Portfolio in Review

As of Q4 2023, Brevan Howard Capital Management held 1,125 positions worth $8.18B, up 5.4% from $7.76B the previous quarter. Its ten largest holdings account for 80% of the portfolio.

Brevan Howard Capital Management's Q4 2023 filing shows 743 new, 197 increased, 52 reduced and 119 closed positions. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 500,000 shares worth $38.7M. The largest sale was iShares MSCI Brazil ETF, an estimated $30.8M.

By sector, the portfolio is most concentrated in Technology at 1.7% of assets, up from 0.48% a quarter earlier, followed by Industrials and Consumer Discretionary.

  • Brevan Howard Capital Management's largest Q4 2023 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 500,000 shares worth $38.7M.
  • Brevan Howard Capital Management added most to iShares JPMorgan USD Emerging Markets Bond ETF in Q4 2023, an estimated $95.9M increase.
  • Brevan Howard Capital Management's biggest Q4 2023 reduction was iShares MSCI Brazil ETF, cutting an estimated $30.8M.
  • Brevan Howard Capital Management fully exited CME Group in Q4 2023, selling an estimated $20.5M.
  • Brevan Howard Capital Management's ten largest holdings make up 80% of its $8.18B portfolio in Q4 2023.
  • Brevan Howard Capital Management opened 743 new positions and closed 119 in Q4 2023.
  • Brevan Howard Capital Management's portfolio value rose 5.4% quarter-over-quarter to $8.18B.

Based on Brevan Howard Capital Management's 13F filing for Q4 2023, filed 14 Feb 2024.