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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
-6.36%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$2.75B
AUM Growth
+$320M
Cap. Flow
+$486M
Cap. Flow %
17.67%
Top 10 Hldgs %
90.21%
Holding
87
New
35
Increased
24
Reduced
6
Closed
11

Top Buys

Rank Stock Value
1
MRNA icon
Moderna
MRNA
+$33.4M
2
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$25.4M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$25.3M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$21.2M
5
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$10.4M

Top Sells

Rank Stock Value
1
URA icon
Global X Uranium ETF
URA
+$16.7M
2
EWH icon
iShares MSCI Hong Kong ETF
EWH
+$3.48M
3
EXE
Expand Energy Corp
EXE
+$3.39M
4
VALE icon
Vale
VALE
+$2.24M
5
PPLI
People Inc
PPLI
+$1.37M

Sector Composition

Rank Sector Weight
1 Healthcare 2.51%
2 Technology 1.05%
3 Financials 0.66%
4 Communication Services 0.36%
5 Real Estate 0.18%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HYG icon
1
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$534M 19.43%
7,482,800
+4,055,000
+118% +$306M
XLE icon
2
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$533M 19.39%
14,806,200
+11,558,600
+356% +$437M
LQD icon
3
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$379M 13.79%
3,702,000
+1,447,000
+64% +$159M
EMB icon
4
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$294M 10.68%
3,700,000
+1,600,000
+76% +$137M
GLD icon
5
CALL
SPDR Gold Trust
GLD
$131B
$221M 8.04%
1,428,500
-2,160,000
-60% -$347M
EMB icon
6
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$127M 4.62%
1,600,000
+1,150,000
+256% +$98.3M
SLV icon
7
CALL
iShares Silver Trust
SLV
$28.1B
$121M 4.41%
6,933,300
– –
HYG icon
8
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$109M 3.97%
1,528,200
-4,850,000
-76% -$367M
LQD icon
9
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$102M 3.73%
1,000,000
+434,800
+77% +$47.9M
MRNA icon
10
Moderna
MRNA
$21.5B
$59.1M 2.15%
500,000
+220,000
+79% +$33.4M
XLE icon
11
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$24.1M 0.87%
+668,000
New +$25.3M
EMB icon
12
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$23.6M 0.86%
+297,000
New +$25.4M
HYG icon
13
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$20M 0.73%
+280,000
New +$21.2M
CME icon
14
CME Group
CME
$92.2B
$18.2M 0.66%
102,553
– –
URA icon
15
Global X Uranium ETF
URA
$5.52B
$18.1M 0.66%
915,000
-797,776
-47% -$16.7M
SPY icon
16
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$16.8M 0.61%
+47,000
New +$18.7M
XLE icon
17
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$14.4M 0.52%
400,000
-2,091,200
-84% -$79.1M
FXI icon
18
CALL
iShares China Large-Cap ETF
FXI
$4.31B
$10.3M 0.38%
+400,000
New +$12M
LQD icon
19
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$10.2M 0.37%
100,000
+94,000
+1,567% +$10.4M
USO icon
20
CALL
United States Oil Fund
USO
$2.45B
$9.79M 0.36%
+150,000
New +$11M
EWZ icon
21
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
$8.89M 0.32%
+300,000
New +$8.86M
ATVI
22
DELISTED
Activision Blizzard
ATVI
$8.29M 0.3%
111,543
+106,543
+2,131% +$8.34M
TRTX
23
TPG RE Finance Trust
TRTX
$666M
$4.96M 0.18%
707,942
– –
GOOGL icon
24
CALL
Alphabet (Google) Class A
GOOGL
$3.91T
$4.78M 0.17%
+50,000
New +$5.54M
IYR icon
25
iShares US Real Estate ETF
IYR
$4.59B
$4.19M 0.15%
+51,486
New +$4.87M
1
2 3 4

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Brevan Howard Capital Management's Q3 2022 Portfolio in Review

As of Q3 2022, Brevan Howard Capital Management held 87 positions worth $2.75B, up 13% from $2.43B the previous quarter. Its ten largest holdings account for 90% of the portfolio.

Brevan Howard Capital Management deployed $486M of net new capital in Q3 2022, opening 35 new positions and adding to 24 existing holdings. Its largest new stake was iShares JPMorgan USD Emerging Markets Bond ETF: 297,000 shares worth $23.6M.

By sector, the portfolio is most concentrated in Healthcare at 2.5% of assets, up from 1.8% a quarter earlier, followed by Technology and Financials.

On the sell side, the largest reduction was Global X Uranium ETF, an estimated $16.7M trimmed.

  • Brevan Howard Capital Management's largest Q3 2022 buy was iShares JPMorgan USD Emerging Markets Bond ETF: 297,000 shares worth $23.6M.
  • Brevan Howard Capital Management added most to Moderna in Q3 2022, an estimated $33.4M increase.
  • Brevan Howard Capital Management's biggest Q3 2022 reduction was Global X Uranium ETF, cutting an estimated $16.7M.
  • Brevan Howard Capital Management fully exited iShares MSCI Hong Kong ETF in Q3 2022, selling an estimated $3.48M.
  • Brevan Howard Capital Management's ten largest holdings make up 90% of its $2.75B portfolio in Q3 2022.
  • Brevan Howard Capital Management opened 35 new positions and closed 11 in Q3 2022.
  • Brevan Howard Capital Management's portfolio value rose 13% quarter-over-quarter to $2.75B.

Based on Brevan Howard Capital Management's 13F filing for Q3 2022, filed 14 Nov 2022.