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Brevan Howard Capital Management Portfolio holdings

AUM $13.5B
1-Year Est. Return 44.56%
This Fund
S&P 500
This Quarter Est. Return
-3.79%
1 Year Est. Return
+44.56%
3 Year Est. Return
+147.62%
5 Year Est. Return
+116.32%
10 Year Est. Return
–
AUM
$7.76B
AUM Growth
+$2.97B
Cap. Flow
-$231M
Cap. Flow %
-2.98%
Top 10 Hldgs %
89.2%
Holding
459
New
273
Increased
39
Reduced
24
Closed
76

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$12.9M
2
DIS icon
Walt Disney
DIS
+$5.92M
3
SGEN
Seagen Inc. Common Stock
SGEN
+$5.48M
4
BKLN icon
Invesco Senior Loan ETF
BKLN
+$3.68M
5
WW
WW International
WW
+$2.85M

Top Sells

Rank Stock Value
1
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$81M
2
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$53.7M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$23.8M
4
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$21M
5
URA icon
Global X Uranium ETF
URA
+$20.5M

Sector Composition

Rank Sector Weight
1 Miscellaneous 97.29%
2 Healthcare 0.6%
3 Technology 0.49%
4 Financials 0.42%
5 Consumer Discretionary 0.34%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EEM icon
1
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.8B
$1.4B 18.1%
+37,015,000
New +$1.47B
HYG icon
2
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$1.16B 14.93%
+15,719,000
New +$1.17B
TLT icon
3
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$865M 11.14%
+9,750,100
New +$937M
EEM icon
4
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.8B
$838M 10.79%
+22,071,000
New +$874M
XLF icon
5
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54B
$822M 10.59%
+24,787,000
New +$854M
HYG icon
6
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$598M 7.71%
+8,118,000
New +$606M
QQQ icon
7
PUT
Invesco QQQ Trust
QQQ
$489B
$595M 7.66%
1,659,600
-588,500
-26% -$218M
XLF icon
8
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54B
$372M 4.79%
+11,212,800
New +$386M
EMB icon
9
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.5B
$161M 2.07%
+1,950,000
New +$166M
SLV icon
10
CALL
iShares Silver Trust
SLV
$32.7B
$109M 1.4%
5,347,700
– –
NEM icon
11
CALL
Newmont
NEM
$136B
$92.4M 1.19%
2,500,000
+1,000,000
+67% +$40.7M
IWM icon
12
PUT
iShares Russell 2000 ETF
IWM
$79B
$62.1M 0.8%
+351,600
New +$66M
QQQ icon
13
CALL
Invesco QQQ Trust
QQQ
$489B
$58.2M 0.75%
162,500
+30,000
+23% +$11.1M
GDX icon
14
CALL
VanEck Gold Miners ETF
GDX
$30.2B
$40.4M 0.52%
+1,500,000
New +$44.2M
IWM icon
15
CALL
iShares Russell 2000 ETF
IWM
$79B
$40M 0.52%
+226,500
New +$42.5M
EWZ icon
16
iShares MSCI Brazil ETF
EWZ
$8.67B
$32.4M 0.42%
1,055,000
-750,000
-42% -$23.8M
LQD icon
17
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$30.6M 0.39%
+300,000
New +$31.6M
XME icon
18
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.89B
$23.1M 0.3%
+440,000
New +$22.8M
EWZ icon
19
CALL
iShares MSCI Brazil ETF
EWZ
$8.67B
$23M 0.3%
+750,000
New +$23.8M
CME icon
20
CME Group
CME
$98.8B
$20.5M 0.26%
102,553
– –
TLT icon
21
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$17.7M 0.23%
+200,000
New +$19.2M
MRNA icon
22
Moderna
MRNA
$54.1B
$16.2M 0.21%
157,000
– –
SPY icon
23
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$15M 0.19%
+35,000
New +$15.6M
XLF icon
24
State Street Financial Select Sector SPDR ETF
XLF
$54B
$12.4M 0.16%
+374,801
New +$12.9M
XBI icon
25
CALL
State Street SPDR S&P Biotech ETF
XBI
$11.1B
$11M 0.14%
+150,000
New +$12M
1
2 3 4 5

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DWM
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BGC
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Fundsmith LLP
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MSV
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Brevan Howard Capital Management's Q3 2023 Portfolio in Review

As of Q3 2023, Brevan Howard Capital Management held 459 positions worth $7.76B, up 62% from $4.79B the previous quarter. Its ten largest holdings account for 89% of the portfolio.

Brevan Howard Capital Management's Q3 2023 filing shows 273 new, 39 increased, 24 reduced and 76 closed positions. Its largest new stake was State Street Financial Select Sector SPDR ETF: 374,801 shares worth $12.4M. The largest sale was iShares 20+ Year Treasury Bond ETF, an estimated $81M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Healthcare and Technology.

  • Brevan Howard Capital Management's largest Q3 2023 buy was State Street Financial Select Sector SPDR ETF: 374,801 shares worth $12.4M.
  • Brevan Howard Capital Management added most to Spirit AeroSystems in Q3 2023, an estimated $1.92M increase.
  • Brevan Howard Capital Management's biggest Q3 2023 reduction was iShares JPMorgan USD Emerging Markets Bond ETF, cutting an estimated $53.7M.
  • Brevan Howard Capital Management fully exited iShares 20+ Year Treasury Bond ETF in Q3 2023, selling an estimated $81M.
  • Brevan Howard Capital Management's ten largest holdings make up 89% of its $7.76B portfolio in Q3 2023.
  • Brevan Howard Capital Management opened 273 new positions and closed 76 in Q3 2023.
  • Brevan Howard Capital Management's portfolio value rose 62% quarter-over-quarter to $7.76B.

Based on Brevan Howard Capital Management's 13F filing for Q3 2023, filed 14 Nov 2023.