BHCM
Brevan Howard Capital Management Portfolio holdings
AUM
$9.09B
This Quarter Return
-1.02%
1 Year Return
+13.74%
3 Year Return
+18.18%
5 Year Return
–
10 Year Return
–
AUM
$170M
AUM Growth
+$170M
(-28%)
Cap. Flow
-$69.1M
Cap. Flow
% of AUM
-40.58%
Top 10 Holdings %
Top 10 Hldgs %
100%
Holding
15
New
5
Increased
1
Reduced
1
Closed
6
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$99.7M |
| 2 |
YPF
YPF
|
$26.5M |
| 3 |
iShares MSCI All Country Asia ex Japan ETF
AAXJ
|
$19.8M |
| 4 |
AGNC Investment
AGNC
|
$4.37M |
| 5 |
iShares MSCI China ETF
MCHI
|
$3.71M |
Top Sells
| 1 |
iShares China Large-Cap ETF
FXI
|
$91.1M |
| 2 |
SPDR Gold Trust
GLD
|
$59M |
| 3 |
VXX
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
|
$33.8M |
| 4 |
SPDR S&P Regional Banking ETF
KRE
|
$14.8M |
| 5 |
iShares MSCI Emerging Markets ETF
EEM
|
$13.9M |
Sector Composition
| 1 | Energy | 15.55% |
| 2 | Financials | 5.61% |
| 3 | Real Estate | 2.57% |
| 4 | Materials | 0% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
SPDR S&P 500 ETF Trust
SPY
$658B
| $99.7M | 55.31% | +484,950 | New | +$99.7M |
|
|
2
YPF
YPF
$12B
| $26.5M | 14.69% | +1,000,000 | New | +$26.5M |
|
|
3
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$2.85B
| $19.8M | 10.96% | +324,138 | New | +$19.8M |
|
4
CME Group
CME
$96B
| $9.09M | 5.04% | 102,553 | – | – |
|
|
5
iShares MSCI China ETF
MCHI
$7.91B
| $8.83M | 4.9% | 175,862 +73,862 | +72% | +$3.71M |
|
|
6
AGNC Investment
AGNC
$10.2B
| $4.37M | 2.42% | +200,000 | New | +$4.37M |
|
7
iShares MSCI Mexico ETF
EWW
$1.78B
| $1.55M | 0.86% | +26,113 | New | +$1.55M |
|
8
Radian Group
RDN
$4.72B
| $464K | 0.26% | 27,762 -126,834 | -82% | -$2.12M |
|
|
9
iShares MSCI Emerging Markets ETF
EEM
$19B
| – | – | -334,000 | Closed | -$13.9M |
|
|
10
iShares China Large-Cap ETF
FXI
$6.65B
| – | – | -2,379,222 | Closed | -$91.1M |
|
|
11
SPDR Gold Trust
GLD
$107B
| – | – | -507,412 | Closed | -$59M |
|
|
12
SPDR S&P Regional Banking ETF
KRE
$3.99B
| – | – | -390,000 | Closed | -$14.8M |
|
13
Technology Select Sector SPDR Fund
XLK
$83.9B
| – | – | -250,000 | Closed | -$9.98M |
|
|
GG
14
DELISTED
Goldcorp Inc
GG
| – | – | 0 | – | – |
|
|
VXX
15
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| – | – | -1,084,116 | Closed | -$33.8M |
|