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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
C icon
151
PUT
Citigroup
C
$226B
$1.54M 0.02%
+30,000
New +$1.33M
ARW icon
152
Arrow Electronics
ARW
$10.4B
$1.54M 0.02%
+12,614
New +$1.51M
AMC icon
153
PUT
AMC Entertainment Holdings
AMC
$2.31B
$1.53M 0.02%
250,000
– –
TGT icon
154
Target
TGT
$68B
$1.52M 0.02%
10,658
+8,229
+339% +$1M
MHK icon
155
Mohawk Industries
MHK
$9.22B
$1.51M 0.02%
+14,614
New +$1.28M
MPWR icon
156
Monolithic Power Systems
MPWR
$68.9B
$1.5M 0.02%
+2,373
New +$1.24M
TEX icon
157
Terex
TEX
$7.74B
$1.49M 0.02%
+25,915
New +$1.34M
MSFT icon
158
Microsoft
MSFT
$3.71T
$1.48M 0.02%
3,943
+3,021
+328% +$1.08M
WMT icon
159
Walmart Inc
WMT
$890B
$1.47M 0.02%
+27,888
New +$1.48M
KR icon
160
Kroger
KR
$34.8B
$1.42M 0.02%
31,061
+25,333
+442% +$1.13M
LYV icon
161
Live Nation Entertainment
LYV
$42.1B
$1.41M 0.02%
15,076
+6,909
+85% +$595K
CTSH icon
162
Cognizant
CTSH
$26B
$1.41M 0.02%
18,635
+10,718
+135% +$740K
RHP icon
163
Ryman Hospitality Properties
RHP
$7.63B
$1.41M 0.02%
+12,773
New +$1.22M
EXR icon
164
Extra Space Storage
EXR
$31.6B
$1.4M 0.02%
+8,709
New +$1.11M
NI icon
165
NiSource
NI
$20.4B
$1.39M 0.02%
+52,330
New +$1.34M
STZ icon
166
Constellation Brands
STZ
$23.2B
$1.38M 0.02%
5,717
+3,953
+224% +$940K
DHI icon
167
D.R. Horton
DHI
$42.3B
$1.35M 0.02%
+8,910
New +$1.1M
ADC icon
168
Agree Realty
ADC
$9.41B
$1.35M 0.02%
21,424
+12,150
+131% +$704K
WCC
169
WESCO International
WCC
$17.7B
$1.34M 0.02%
+7,719
New +$1.16M
CVX icon
170
Chevron
CVX
$366B
$1.34M 0.02%
+8,952
New +$1.35M
SABR icon
171
PUT
Sabre
SABR
$835M
$1.32M 0.02%
300,000
-100,000
-25% -$386K
CPAY icon
172
Corpay
CPAY
$25.7B
$1.32M 0.02%
+4,669
New +$1.16M
VRNT
173
DELISTED
Verint Systems
VRNT
$1.31M 0.02%
+48,282
New +$1.12M
ZTS icon
174
Zoetis
ZTS
$30B
$1.3M 0.02%
6,608
+482
+8% +$85.3K
FISV
175
Fiserv Inc
FISV
$27.9B
$1.3M 0.02%
+9,809
New +$1.2M
5 6
7
8 9

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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.