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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
+2.4%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$214M
AUM Growth
-$359M
Cap. Flow
-$354M
Cap. Flow %
-165.28%
Top 10 Hldgs %
61.17%
Holding
37
New
8
Increased
5
Reduced
5
Closed
5

Top Buys

Rank Stock Value
1
EWC icon
iShares MSCI Canada ETF
EWC
+$3.5M
2
XOM icon
ExxonMobil
XOM
+$3.08M
3
MOS icon
The Mosaic Company
MOS
+$2.91M
4
AMTG
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
+$2.81M
5
RIG icon
Transocean
RIG
+$2.41M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$53.2M
2
FCX icon
Freeport-McMoran
FCX
+$3.02M
3
PBR icon
Petrobras
PBR
+$1.42M
4
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$865K
5
NUE icon
Nucor
NUE
+$522K

Sector Composition

Rank Sector Weight
1 Energy 3.87%
2 Financials 3.54%
3 Real Estate 3.23%
4 Materials 2.35%
5 Technology 1.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VXX
1
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$23.7M 11.07%
25,230
+2,667
+12% +$2.67M
VXX
2
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$21.9M 10.21%
23,269
-10,526
-31% -$10.5M
GG
3
CALL
DELISTED
Goldcorp Inc
GG
$14M 6.55%
+540,000
New +$14.9M
EWJ icon
4
iShares MSCI Japan ETF
EWJ
$21.7B
$13.2M 6.15%
276,500
+37,500
+16% +$1.74M
WPM icon
5
CALL
Wheaton Precious Metals
WPM
$50.6B
$12.4M 5.78%
+500,000
New +$11.9M
GLD icon
6
PUT
SPDR Gold Trust
GLD
$131B
$10.3M 4.78%
+80,000
New +$10.3M
AMAT icon
7
CALL
Applied Materials
AMAT
$426B
$9.55M 4.46%
544,700
– –
AMAT icon
8
PUT
Applied Materials
AMAT
$426B
$9.55M 4.46%
544,700
– –
CSX icon
9
CALL
CSX Corp
CSX
$98.6B
$8.25M 3.85%
961,800
– –
CSX icon
10
PUT
CSX Corp
CSX
$98.6B
$8.25M 3.85%
961,800
– –
CME icon
11
CME Group
CME
$92.2B
$7.58M 3.54%
102,553
– –
V icon
12
CALL
Visa
V
$677B
$7.57M 3.53%
158,400
– –
V icon
13
PUT
Visa
V
$677B
$7.57M 3.53%
158,400
– –
JNJ icon
14
PUT
Johnson & Johnson
JNJ
$635B
$6.93M 3.24%
80,000
– –
FCX icon
15
CALL
Freeport-McMoran
FCX
$90B
$6.3M 2.94%
190,500
– –
FCX icon
16
PUT
Freeport-McMoran
FCX
$90B
$6.3M 2.94%
190,500
– –
RIG icon
17
Transocean
RIG
$5.92B
$4.57M 2.13%
102,713
+51,000
+99% +$2.41M
EWZ icon
18
iShares MSCI Brazil ETF
EWZ
$9.05B
$4.5M 2.1%
93,898
-19,453
-17% -$865K
MOS icon
19
The Mosaic Company
MOS
$7.09B
$4.27M 1.99%
99,231
+62,567
+171% +$2.91M
EWC icon
20
iShares MSCI Canada ETF
EWC
$6.04B
$3.58M 1.67%
+126,479
New +$3.5M
XLI icon
21
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
$3.56M 1.66%
76,700
– –
AAPL icon
22
Apple
AAPL
$4.89T
$3.53M 1.65%
207,200
-3,206,000
-94% -$53.2M
XOM icon
23
ExxonMobil
XOM
$651B
$2.94M 1.37%
+34,143
New +$3.08M
XLF icon
24
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$2.92M 1.36%
167,113
– –
AMTG
25
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$2.64M 1.23%
+181,009
New +$2.81M
1
2

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Brevan Howard Capital Management's Q3 2013 Portfolio in Review

As of Q3 2013, Brevan Howard Capital Management held 37 positions worth $214M, down 63% from $573M the previous quarter. Its ten largest holdings account for 61% of the portfolio.

Brevan Howard Capital Management withdrew a net $354M in Q3 2013, closing 5 positions and reducing 5 holdings. Its most notable exit was Nucor, an estimated $522K position sold in full.

By sector, the portfolio is most concentrated in Energy at 3.9% of assets, up from 0.78% a quarter earlier, followed by Financials and Real Estate.

Against the trend, Brevan Howard Capital Management opened a new position in iShares MSCI Canada ETF worth $3.58M.

  • Brevan Howard Capital Management's largest Q3 2013 buy was iShares MSCI Canada ETF: 126,479 shares worth $3.58M.
  • Brevan Howard Capital Management added most to The Mosaic Company in Q3 2013, an estimated $2.91M increase.
  • Brevan Howard Capital Management's biggest Q3 2013 reduction was Apple, cutting an estimated $53.2M.
  • Brevan Howard Capital Management fully exited Nucor in Q3 2013, selling an estimated $522K.
  • Brevan Howard Capital Management's ten largest holdings make up 61% of its $214M portfolio in Q3 2013.
  • Brevan Howard Capital Management opened 8 new positions and closed 5 in Q3 2013.
  • Brevan Howard Capital Management's portfolio value fell 63% quarter-over-quarter to $214M.

Based on Brevan Howard Capital Management's 13F filing for Q3 2013, filed 14 Nov 2013.