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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
+5.55%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$1.26B
AUM Growth
+$1.06B
Cap. Flow
+$998M
Cap. Flow %
79.19%
Top 10 Hldgs %
99.33%
Holding
18
New
6
Increased
3
Reduced
3
Closed
2

Top Buys

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$25.5M
2
CRESY
Cresud
CRESY
+$7.93M
3
YPF icon
YPF
YPF
+$4.45M
4
RDN icon
Radian Group
RDN
+$2.21M
5
EDN
Edenor
EDN
+$511K

Top Sells

Rank Stock Value
1
TX icon
Ternium
TX
+$18.1M
2
PAM icon
Pampa Energía
PAM
+$9.75M
3
AGRO icon
Adecoagro
AGRO
+$6.95M
4
GGAL icon
Galicia Financial Group
GGAL
+$6.37M
5
PZE
Petrobras Argentina S A
PZE
+$2.02M

Sector Composition

Rank Sector Weight
1 Energy 7.01%
2 Industrials 3.77%
3 Consumer Staples 2.15%
4 Financials 1%
5 Real Estate 0.24%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$822M 65.21%
+4,000,000
New +$781M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$206M 16.3%
+1,000,000
New +$195M
YPF icon
3
YPF
YPF
$20.2B
$79.8M 6.33%
4,460,473
+268,473
+6% +$4.45M
EEM icon
4
iShares MSCI Emerging Markets ETF
EEM
$28B
$28.2M 2.24%
+823,000
New +$25.5M
AGRO icon
5
Adecoagro
AGRO
$1.53B
$27.1M 2.15%
2,350,484
-572,814
-20% -$6.95M
EWJ icon
6
CALL
iShares MSCI Japan ETF
EWJ
$21.7B
$25.4M 2.01%
+555,550
New +$25M
CRESY
7
Cresud
CRESY
$794M
$24.3M 1.93%
2,346,128
+824,943
+54% +$7.93M
PAM icon
8
Pampa Energía
PAM
$4.64B
$23.2M 1.84%
1,084,063
-466,563
-30% -$9.75M
CME icon
9
CME Group
CME
$92.2B
$9.85M 0.78%
102,553
– –
PZE
10
DELISTED
Petrobras Argentina S A
PZE
$6.75M 0.54%
1,030,552
-332,539
-24% -$2.02M
IRS
11
IRSA Inversiones y Representaciones
IRS
$1.26B
$3.09M 0.24%
214,261
– –
RDN icon
12
Radian Group
RDN
$5.14B
$2.42M 0.19%
+194,890
New +$2.21M
ESES
13
DELISTED
Eco-Stim Energy Solutions Inc. Common Stock
ESES
$1.61M 0.13%
631,578
– –
EDN
14
Edenor
EDN
$1.13B
$742K 0.06%
44,418
+31,086
+233% +$511K
ONIT
15
Onity Group
ONIT
$333M
$294K 0.02%
7,928
– –
TGS icon
16
Transportadora de Gas del Sur
TGS
$4.59B
$265K 0.02%
+47,172
New +$269K
GGAL icon
17
Galicia Financial Group
GGAL
$7.92B
– –
-235,161
Closed -$6.37M
TX icon
18
Ternium
TX
$9.29B
– –
-1,457,689
Closed -$18.1M

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DCP
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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
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Brevan Howard Capital Management's Q1 2016 Portfolio in Review

As of Q1 2016, Brevan Howard Capital Management held 18 positions worth $1.26B, up 536% from $198M the previous quarter. Its ten largest holdings account for 99% of the portfolio.

Brevan Howard Capital Management deployed $998M of net new capital in Q1 2016, opening 6 new positions and adding to 3 existing holdings. Its largest new stake was iShares MSCI Emerging Markets ETF: 823,000 shares worth $28.2M.

By sector, the portfolio is most concentrated in Energy at 7% of assets, down from 38% a quarter earlier, followed by Industrials and Consumer Staples.

On the sell side, the largest reduction was Pampa Energía, an estimated $9.75M trimmed.

  • Brevan Howard Capital Management's largest Q1 2016 buy was iShares MSCI Emerging Markets ETF: 823,000 shares worth $28.2M.
  • Brevan Howard Capital Management added most to Cresud in Q1 2016, an estimated $7.93M increase.
  • Brevan Howard Capital Management's biggest Q1 2016 reduction was Pampa Energía, cutting an estimated $9.75M.
  • Brevan Howard Capital Management fully exited Ternium in Q1 2016, selling an estimated $18.1M.
  • Brevan Howard Capital Management's ten largest holdings make up 99% of its $1.26B portfolio in Q1 2016.
  • Brevan Howard Capital Management opened 6 new positions and closed 2 in Q1 2016.
  • Brevan Howard Capital Management's portfolio value rose 536% quarter-over-quarter to $1.26B.

Based on Brevan Howard Capital Management's 13F filing for Q1 2016, filed 16 May 2016.