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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
FANG icon
51
CALL
Diamondback Energy
FANG
$52.7B
$3.88M 0.05%
+25,000
New +$3.92M
FANG icon
52
PUT
Diamondback Energy
FANG
$52.7B
$3.88M 0.05%
+25,000
New +$3.92M
SEDG icon
53
SolarEdge
SEDG
$1.95B
$3.69M 0.05%
39,374
+20,654
+110% +$1.88M
FXI icon
54
iShares China Large-Cap ETF
FXI
$4.31B
$3.67M 0.04%
+152,610
New +$3.87M
MA icon
55
Mastercard
MA
$493B
$3.61M 0.04%
8,456
+5,756
+213% +$2.31M
EWZ icon
56
iShares MSCI Brazil ETF
EWZ
$8.95B
$3.6M 0.04%
103,040
-951,960
-90% -$30.8M
BAC icon
57
Bank of America
BAC
$442B
$3.6M 0.04%
+106,938
New +$3.11M
MARA icon
58
CALL
Marathon Digital Holdings
MARA
$3.9B
$3.52M 0.04%
+150,000
New +$1.89M
XLP icon
59
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$3.51M 0.04%
+48,694
New +$3.37M
XLI icon
60
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
$3.44M 0.04%
+30,165
New +$3.17M
LOW icon
61
Lowe's Companies
LOW
$125B
$3.41M 0.04%
15,339
+13,680
+825% +$2.77M
MRK icon
62
Merck
MRK
$318B
$3.29M 0.04%
+30,149
New +$3.13M
LMT icon
63
Lockheed Martin
LMT
$136B
$3.23M 0.04%
7,121
+5,736
+414% +$2.54M
IDXX icon
64
Idexx Laboratories
IDXX
$46.2B
$3.18M 0.04%
+5,735
New +$2.69M
FYBR
65
PUT
DELISTED
Frontier Communications
FYBR
$3.17M 0.04%
+125,000
New +$2.52M
CPRI icon
66
Capri Holdings
CPRI
$1.74B
$3.15M 0.04%
+62,765
New +$3.13M
KRE icon
67
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
$3.15M 0.04%
+60,000
New +$2.68M
PGR icon
68
Progressive
PGR
$125B
$3.09M 0.04%
+19,398
New +$3.04M
DE icon
69
Deere & Co
DE
$168B
$3.06M 0.04%
7,654
+6,855
+858% +$2.58M
SPWR
70
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
$3.02M 0.04%
+625,000
New +$2.98M
TJX icon
71
TJX Companies
TJX
$178B
$2.97M 0.04%
31,620
+21,007
+198% +$1.88M
AMZN icon
72
Amazon
AMZN
$2.96T
$2.95M 0.04%
+19,442
New +$2.73M
ACN icon
73
Accenture
ACN
$108B
$2.93M 0.04%
+8,344
New +$2.69M
LTHM
74
DELISTED
Livent Corporation
LTHM
$2.9M 0.04%
+161,248
New +$2.51M
MLM icon
75
Martin Marietta Materials
MLM
$33B
$2.83M 0.03%
5,672
+1,882
+50% +$848K
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.