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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
+9.73%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$2.99B
AUM Growth
+$242M
Cap. Flow
-$9.26M
Cap. Flow %
-0.31%
Top 10 Hldgs %
85.5%
Holding
106
New
28
Increased
17
Reduced
11
Closed
18

Top Buys

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$21M
2
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$17M
3
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$13.6M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$12.2M
5
BABA icon
Alibaba
BABA
+$9.62M

Top Sells

Rank Stock Value
1
MRNA icon
Moderna
MRNA
+$44.1M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$22.1M
3
IYR icon
iShares US Real Estate ETF
IYR
+$4.19M
4
VDE icon
Vanguard Energy ETF
VDE
+$4.06M
5
ATVI
Activision Blizzard
ATVI
+$3.71M

Sector Composition

Rank Sector Weight
1 Healthcare 1.66%
2 Technology 0.89%
3 Financials 0.58%
4 Consumer Discretionary 0.44%
5 Real Estate 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QQQ icon
1
PUT
Invesco QQQ Trust
QQQ
$455B
$939M 31.39%
+3,526,400
New +$975M
HYG icon
2
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$449M 15.01%
6,100,000
-1,382,800
-18% -$102M
HYG icon
3
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$289M 9.67%
3,928,200
+2,400,000
+157% +$177M
GLD icon
4
CALL
SPDR Gold Trust
GLD
$131B
$242M 8.1%
1,428,500
– –
XLE icon
5
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$176M 5.88%
4,020,200
-10,786,000
-73% -$470M
SLV icon
6
CALL
iShares Silver Trust
SLV
$28.1B
$153M 5.1%
6,933,300
– –
EMB icon
7
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$127M 4.24%
1,500,000
-2,200,000
-59% -$182M
KWEB icon
8
CALL
KraneShares CSI China Internet ETF
KWEB
$5.2B
$77M 2.57%
+2,550,000
New +$65M
SPY icon
9
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$63.6M 2.12%
166,200
+119,200
+254% +$45.8M
EMB icon
10
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$42.3M 1.41%
500,000
-1,100,000
-69% -$90.9M
MRNA icon
11
Moderna
MRNA
$21.5B
$41.3M 1.38%
230,000
-270,000
-54% -$44.1M
HYG icon
12
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$37.6M 1.26%
510,400
+230,400
+82% +$17M
TLT icon
13
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$31.9M 1.07%
+320,200
New +$32.3M
LQD icon
14
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$31.7M 1.06%
301,000
+201,000
+201% +$21M
LQD icon
15
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$31.6M 1.06%
300,000
-3,402,000
-92% -$356M
EMB icon
16
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$30.8M 1.03%
364,650
+67,650
+23% +$5.59M
URA icon
17
Global X Uranium ETF
URA
$5.52B
$18.4M 0.61%
915,000
– –
CME icon
18
CME Group
CME
$92.2B
$17.2M 0.58%
102,553
– –
TLT icon
19
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$13.4M 0.45%
+135,000
New +$13.6M
VEA icon
20
Vanguard FTSE Developed Markets ETF
VEA
$226B
$12.6M 0.42%
+300,000
New +$12.2M
BABA icon
21
Alibaba
BABA
$269B
$10.7M 0.36%
+122,000
New +$9.62M
USO icon
22
CALL
United States Oil Fund
USO
$2.45B
$10.5M 0.35%
150,000
– –
XME icon
23
State Street SPDR S&P Metals & Mining ETF
XME
$4.05B
$9.07M 0.3%
+182,000
New +$9.03M
XLE icon
24
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$7M 0.23%
160,000
-508,000
-76% -$22.1M
EWZ icon
25
CALL
iShares MSCI Brazil ETF
EWZ
$9.05B
$6.99M 0.23%
250,000
-50,000
-17% -$1.53M
1
2 3 4

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Brevan Howard Capital Management's Q4 2022 Portfolio in Review

As of Q4 2022, Brevan Howard Capital Management held 106 positions worth $2.99B, up 8.8% from $2.75B the previous quarter. Its ten largest holdings account for 86% of the portfolio.

Brevan Howard Capital Management's Q4 2022 filing shows 28 new, 17 increased, 11 reduced and 18 closed positions. Its largest new stake was iShares 20+ Year Treasury Bond ETF: 135,000 shares worth $13.4M. The largest sale was Moderna, an estimated $44.1M.

By sector, the portfolio is most concentrated in Healthcare at 1.7% of assets, down from 2.5% a quarter earlier, followed by Technology and Financials.

  • Brevan Howard Capital Management's largest Q4 2022 buy was iShares 20+ Year Treasury Bond ETF: 135,000 shares worth $13.4M.
  • Brevan Howard Capital Management added most to iShares iBoxx $ Investment Grade Corporate Bond ETF in Q4 2022, an estimated $21M increase.
  • Brevan Howard Capital Management's biggest Q4 2022 reduction was Moderna, cutting an estimated $44.1M.
  • Brevan Howard Capital Management fully exited iShares US Real Estate ETF in Q4 2022, selling an estimated $4.19M.
  • Brevan Howard Capital Management's ten largest holdings make up 86% of its $2.99B portfolio in Q4 2022.
  • Brevan Howard Capital Management opened 28 new positions and closed 18 in Q4 2022.
  • Brevan Howard Capital Management's portfolio value rose 8.8% quarter-over-quarter to $2.99B.

Based on Brevan Howard Capital Management's 13F filing for Q4 2022, filed 14 Feb 2023.