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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
EMB icon
1026
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
– –
-1,950,000
Closed -$161M
EZA icon
1027
iShares MSCI South Africa ETF
EZA
$578M
– –
-35,095
Closed -$1.32M
FCX icon
1028
Freeport-McMoran
FCX
$97.5B
– –
-35,618
Closed -$1.33M
FE icon
1029
FirstEnergy
FE
$27.5B
– –
-12,925
Closed -$442K
GDX icon
1030
CALL
VanEck Gold Miners ETF
GDX
$27.4B
– –
-1,500,000
Closed -$40.4M
GDXJ icon
1031
VanEck Junior Gold Miners ETF
GDXJ
$8.46B
– –
-53,566
Closed -$1.73M
GIS icon
1032
General Mills
GIS
$19.7B
– –
-8,608
Closed -$551K
GLD icon
1033
SPDR Gold Trust
GLD
$142B
– –
-3,850
Closed -$660K
GM icon
1034
CALL
General Motors
GM
$76.8B
– –
-20,000
Closed -$659K
GPK icon
1035
Graphic Packaging
GPK
$3.58B
– –
-21,641
Closed -$482K
HE icon
1036
CALL
Hawaiian Electric Industries
HE
$2.14B
– –
-15,000
Closed -$185K
HE icon
1037
PUT
Hawaiian Electric Industries
HE
$2.14B
– –
-50,000
Closed -$616K
HOUS
1038
PUT
DELISTED
Anywhere Real Estate
HOUS
– –
-200,000
Closed -$1.29M
HUM icon
1039
Humana
HUM
$46.2B
– –
-625
Closed -$304K
ILF icon
1040
iShares Latin America 40 ETF
ILF
$3.83B
– –
-28,059
Closed -$717K
INDA icon
1041
iShares MSCI India ETF
INDA
$6.63B
– –
-15,802
Closed -$699K
INTU icon
1042
Intuit
INTU
$89B
– –
-1,301
Closed -$665K
JBHT icon
1043
JB Hunt Transport Services
JBHT
$25.2B
– –
-2,176
Closed -$410K
JELD icon
1044
JELD-WEN Holding
JELD
$164M
– –
-49,381
Closed -$660K
JNJ icon
1045
Johnson & Johnson
JNJ
$625B
– –
-1,983
Closed -$309K
JWN
1046
PUT
DELISTED
Nordstrom
JWN
– –
-45,000
Closed -$672K
KKR icon
1047
KKR & Co
KKR
$92.3B
– –
-4,016
Closed -$247K
KNX icon
1048
Knight Transportation
KNX
$11.4B
– –
-4,898
Closed -$246K
KPTI icon
1049
Karyopharm Therapeutics
KPTI
$48M
– –
-1,522
Closed -$30.6K
KSS icon
1050
PUT
Kohl's
KSS
$2.19B
– –
-50,000
Closed -$1.05M
40 41
42
43 44

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VLKIM
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ERSOT
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GIM
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DWM
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MIFH
Migdal Insurance & Financial Holdings Petach Tikva, Israel $11.5B AUM 52.5% 1-Year Est. Return

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.