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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
+8.59%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$43.5M
AUM Growth
+$23.7M
Cap. Flow
+$21.7M
Cap. Flow %
49.83%
Top 10 Hldgs %
74.59%
Holding
30
New
27
Increased
1
Reduced
1
Closed
–

Top Buys

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$2.02M
2
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$1.97M
3
TWX
Time Warner Inc
TWX
+$1.5M
4
MON
Monsanto Co
MON
+$1.44M
5
CPN
Calpine Corporation
CPN
+$1.34M

Top Sells

Rank Stock Value
1
CBL
CBL& Associates Properties, Inc.
CBL
+$424K

Sector Composition

Rank Sector Weight
1 Financials 35.21%
2 Healthcare 6.66%
3 Communication Services 6.26%
4 Utilities 4.49%
5 Real Estate 4.46%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CME icon
1
CME Group
CME
$92.2B
$13.9M 32.01%
102,553
– –
LQD icon
2
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$6.83M 15.71%
56,307
+16,708
+42% +$2.02M
EMB icon
3
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$1.98M 4.56%
+17,041
New +$1.97M
CBL
4
DELISTED
CBL& Associates Properties, Inc.
CBL
$1.68M 3.86%
200,000
-50,000
-20% -$424K
TWX
5
DELISTED
Time Warner Inc
TWX
$1.52M 3.49%
+14,816
New +$1.5M
MON
6
DELISTED
Monsanto Co
MON
$1.47M 3.37%
+12,232
New +$1.44M
CPN
7
DELISTED
Calpine Corporation
CPN
$1.38M 3.18%
+93,658
New +$1.34M
OA
8
DELISTED
Orbital ATK, Inc.
OA
$1.25M 2.88%
+9,410
New +$1.03M
SNI
9
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$1.2M 2.77%
+13,994
New +$1.15M
ALR
10
DELISTED
Alere Inc
ALR
$1.2M 2.75%
+23,447
New +$1.17M
KITE
11
DELISTED
Kite Pharma, Inc.
KITE
$1.15M 2.65%
+6,408
New +$893K
VWR
12
DELISTED
VWR Corporation
VWR
$971K 2.23%
+29,314
New +$969K
WGL
13
DELISTED
Wgl Holdings
WGL
$902K 2.08%
+10,710
New +$905K
PRXL
14
DELISTED
Parexel International Corp
PRXL
$865K 1.99%
+9,820
New +$861K
AKRX
15
DELISTED
Akorn Inc
AKRX
$852K 1.96%
+25,670
New +$853K
BRCD
16
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$785K 1.81%
+65,672
New +$812K
AVA icon
17
Avista
AVA
$3.47B
$571K 1.31%
+11,025
New +$551K
FGL
18
DELISTED
Fidelity & Guaranty Life
FGL
$539K 1.24%
+17,348
New +$540K
BOBE
19
DELISTED
Bob Evans Farms, Inc.
BOBE
$533K 1.23%
+6,875
New +$474K
GNW icon
20
Genworth Financial
GNW
$3.8B
$499K 1.15%
+129,490
New +$462K
NXTM
21
DELISTED
NxStage Medical Inc.
NXTM
$470K 1.08%
+17,016
New +$454K
NEFF
22
DELISTED
Neff Corporation
NEFF
$417K 0.96%
+16,667
New +$382K
WSTC
23
DELISTED
West Corporation
WSTC
$387K 0.89%
+16,482
New +$385K
CCC
24
DELISTED
Calgon Carbon Corp
CCC
$382K 0.88%
+17,858
New +$270K
RATE
25
DELISTED
Bankrate Inc
RATE
$366K 0.84%
+26,239
New +$364K
1
2

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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 Q3 2017 Portfolio in Review

As of Q3 2017, Brevan Howard Capital Management held 30 positions worth $43.5M, up 120% from $19.7M the previous quarter. Its ten largest holdings account for 75% of the portfolio.

Brevan Howard Capital Management deployed $21.7M of net new capital in Q3 2017, opening 27 new positions and adding to 1 existing holding. Its largest new stake was iShares JPMorgan USD Emerging Markets Bond ETF: 17,041 shares worth $1.98M.

By sector, the portfolio is most concentrated in Financials at 35% of assets, down from 65% a quarter earlier, followed by Healthcare and Communication Services.

On the sell side, the largest reduction was CBL& Associates Properties, Inc., an estimated $424K trimmed.

  • Brevan Howard Capital Management's largest Q3 2017 buy was iShares JPMorgan USD Emerging Markets Bond ETF: 17,041 shares worth $1.98M.
  • Brevan Howard Capital Management added most to iShares iBoxx $ Investment Grade Corporate Bond ETF in Q3 2017, an estimated $2.02M increase.
  • Brevan Howard Capital Management's biggest Q3 2017 reduction was CBL& Associates Properties, Inc., cutting an estimated $424K.
  • Brevan Howard Capital Management's ten largest holdings make up 75% of its $43.5M portfolio in Q3 2017.
  • Brevan Howard Capital Management opened 27 new positions and closed 0 in Q3 2017.
  • Brevan Howard Capital Management's portfolio value rose 120% quarter-over-quarter to $43.5M.

Based on Brevan Howard Capital Management's 13F filing for Q3 2017, filed 14 Nov 2017.