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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
+0.45%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$913M
AUM Growth
-$347M
Cap. Flow
-$359M
Cap. Flow %
-39.3%
Top 10 Hldgs %
100%
Holding
17
New
1
Increased
1
Reduced
1
Closed
12

Top Buys

No buys this quarter

Top Sells

Rank Stock Value
1
YPF icon
YPF
YPF
+$79.8M
2
AGRO icon
Adecoagro
AGRO
+$27.1M
3
CRESY
Cresud
CRESY
+$24.3M
4
PAM icon
Pampa Energía
PAM
+$23.2M
5
PZE
Petrobras Argentina S A
PZE
+$6.75M

Sector Composition

Rank Sector Weight
1 Financials 1.12%
2 Consumer Staples 0%
3 Energy 0%
4 Industrials 0%
5 Real Estate 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$775M 84.86%
3,700,000
+2,700,000
+270% +$560M
EEM icon
2
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$103M 11.29%
+3,000,000
New +$101M
EEM icon
3
iShares MSCI Emerging Markets ETF
EEM
$28B
$25M 2.74%
728,862
-94,138
-11% -$3.16M
CME icon
4
CME Group
CME
$92.2B
$9.99M 1.09%
102,553
– –
ONIT
5
Onity Group
ONIT
$333M
$203K 0.02%
7,928
– –
AGRO icon
6
Adecoagro
AGRO
$1.53B
– –
-2,350,484
Closed -$27.1M
CRESY
7
Cresud
CRESY
$794M
– –
-2,346,128
Closed -$24.3M
EDN
8
Edenor
EDN
$1.13B
– –
-44,418
Closed -$742K
EWJ icon
9
CALL
iShares MSCI Japan ETF
EWJ
$21.7B
– –
-555,550
Closed -$25.4M
IRS
10
IRSA Inversiones y Representaciones
IRS
$1.26B
– –
-214,261
Closed -$3.09M
PAM icon
11
Pampa Energía
PAM
$4.64B
– –
-1,084,063
Closed -$23.2M
RDN icon
12
Radian Group
RDN
$5.14B
– –
-194,890
Closed -$2.42M
SPY icon
13
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
– –
-4,000,000
Closed -$822M
TGS icon
14
Transportadora de Gas del Sur
TGS
$4.59B
– –
-47,172
Closed -$265K
YPF icon
15
YPF
YPF
$20.2B
– –
-4,460,473
Closed -$79.8M
ESES
16
DELISTED
Eco-Stim Energy Solutions Inc. Common Stock
ESES
– –
-631,578
Closed -$1.61M
PZE
17
DELISTED
Petrobras Argentina S A
PZE
– –
-1,030,552
Closed -$6.75M

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Brevan Howard Capital Management's Q2 2016 Portfolio in Review

As of Q2 2016, Brevan Howard Capital Management held 17 positions worth $913M, down 28% from $1.26B the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Brevan Howard Capital Management withdrew a net $359M in Q2 2016, closing 12 positions and reducing 1 holding. Its most notable exit was YPF, an estimated $79.8M position sold in full.

By sector, the portfolio is most concentrated in Financials at 1.1% of assets, up from 1% a quarter earlier, followed by Consumer Staples and Energy.

  • Brevan Howard Capital Management's biggest Q2 2016 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $3.16M.
  • Brevan Howard Capital Management fully exited YPF in Q2 2016, selling an estimated $79.8M.
  • Brevan Howard Capital Management's ten largest holdings make up 100% of its $913M portfolio in Q2 2016.
  • Brevan Howard Capital Management opened 1 new position and closed 12 in Q2 2016.
  • Brevan Howard Capital Management's portfolio value fell 28% quarter-over-quarter to $913M.

Based on Brevan Howard Capital Management's 13F filing for Q2 2016, filed 15 Aug 2016.