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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
-0.22%
1 Year Est. Return
+35.84%
3 Year Est. Return
+106.49%
5 Year Est. Return
+80.14%
10 Year Est. Return
–
AUM
$11.2B
AUM Growth
+$94.1M
Cap. Flow
-$92.7M
Cap. Flow %
-0.83%
Top 10 Hldgs %
77.28%
Holding
1,482
New
520
Increased
341
Reduced
150
Closed
461

Top Buys

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$57.7M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$31.9M
3
AAPL icon
Apple
AAPL
+$23.6M
4
XOM icon
ExxonMobil
XOM
+$23.3M
5
SMCI icon
Super Micro Computer
SMCI
+$21.4M

Top Sells

Rank Stock Value
1
WDAY icon
Workday
WDAY
+$31.5M
2
PXD
Pioneer Natural Resource Co.
PXD
+$22.2M
3
KKR icon
KKR & Co
KKR
+$18M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$17.6M
5
CRWD icon
CrowdStrike
CRWD
+$16M

Sector Composition

Rank Sector Weight
1 Financials 2.04%
2 Industrials 2.03%
3 Technology 2.03%
4 Healthcare 1.6%
5 Consumer Discretionary 1.12%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EEM icon
1
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$1.9B 17.01%
44,686,000
+12,760,000
+40% +$535M
EEM icon
2
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
$1.86B 16.62%
43,678,900
+5,145,000
+13% +$216M
XLF icon
3
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$1.34B 12.01%
32,687,200
+7,835,000
+32% +$322M
QQQ icon
4
CALL
Invesco QQQ Trust
QQQ
$455B
$1.25B 11.19%
2,615,000
+623,500
+31% +$280M
XLF icon
5
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$1.18B 10.53%
28,654,900
-5,345,000
-16% -$220M
HYG icon
6
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$301M 2.69%
3,900,000
-13,201,900
-77% -$1.02B
HYG icon
7
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$244M 2.18%
3,162,600
-3,879,900
-55% -$298M
XLP icon
8
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$205M 1.83%
2,673,900
-27,100
-1% -$2.07M
QQQ icon
9
PUT
Invesco QQQ Trust
QQQ
$455B
$198M 1.77%
413,000
-309,600
-43% -$139M
SPY icon
10
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$163M 1.46%
+300,000
New +$157M
XLV icon
11
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
$154M 1.38%
1,058,000
+540,500
+104% +$77.5M
SMH icon
12
PUT
VanEck Semiconductor ETF
SMH
$67.6B
$120M 1.07%
460,000
+370,000
+411% +$86.8M
FXI icon
13
PUT
iShares China Large-Cap ETF
FXI
$4.31B
$83.5M 0.75%
+3,211,000
New +$84.3M
IWM icon
14
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$71M 0.63%
350,000
-349,000
-50% -$70.5M
FXI icon
15
CALL
iShares China Large-Cap ETF
FXI
$4.31B
$70.2M 0.63%
2,700,000
+1,200,000
+80% +$31.5M
XLV icon
16
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
$68.1M 0.61%
467,500
-167,500
-26% -$24M
IWM icon
17
CALL
iShares Russell 2000 ETF
IWM
$80.9B
$60.9M 0.54%
300,000
-51,500
-15% -$10.4M
HYG icon
18
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$57.9M 0.52%
+750,000
New +$57.7M
XLP icon
19
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$55.1M 0.49%
719,500
+266,500
+59% +$20.3M
KWEB icon
20
CALL
KraneShares CSI China Internet ETF
KWEB
$5.2B
$54M 0.48%
+2,000,000
New +$57.3M
AAPL icon
21
Apple
AAPL
$4.89T
$50.2M 0.45%
238,299
+126,509
+113% +$23.6M
ASHR icon
22
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.35B
$38.9M 0.35%
+1,650,000
New +$40.4M
TLT icon
23
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$36.7M 0.33%
400,000
-100,000
-20% -$9.11M
BA icon
24
CALL
Boeing
BA
$165B
$34.3M 0.31%
188,500
+30,000
+19% +$5.35M
XLF icon
25
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$31.9M 0.28%
+775,000
New +$31.9M
1
2 3 4 5

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DCP
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VLKIM
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SoftBank Group
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ERSOT
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GIM
Generation Investment Management London, United Kingdom $11.2B AUM 0.58% 1-Year Est. Return
DWM
Dynasty Wealth Management St. Petersburg, Florida $11.5B AUM 15.23% 1-Year Est. Return
MIFH
Migdal Insurance & Financial Holdings Petach Tikva, Israel $11.5B AUM 52.5% 1-Year Est. Return

Brevan Howard Capital Management's Q2 2024 Portfolio in Review

As of Q2 2024, Brevan Howard Capital Management held 1,482 positions worth $11.2B, up 0.85% from $11.1B the previous quarter. Its ten largest holdings account for 77% of the portfolio.

Brevan Howard Capital Management's Q2 2024 filing shows 520 new, 341 increased, 150 reduced and 461 closed positions. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 750,000 shares worth $57.9M. The largest sale was Workday, an estimated $31.5M.

By sector, the portfolio is most concentrated in Financials at 2% of assets, up from 1.5% a quarter earlier, followed by Industrials and Technology.

  • Brevan Howard Capital Management's largest Q2 2024 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 750,000 shares worth $57.9M.
  • Brevan Howard Capital Management added most to Apple in Q2 2024, an estimated $23.6M increase.
  • Brevan Howard Capital Management's biggest Q2 2024 reduction was Elastic, cutting an estimated $11.1M.
  • Brevan Howard Capital Management fully exited Workday in Q2 2024, selling an estimated $31.5M.
  • Brevan Howard Capital Management's ten largest holdings make up 77% of its $11.2B portfolio in Q2 2024.
  • Brevan Howard Capital Management opened 520 new positions and closed 461 in Q2 2024.
  • Brevan Howard Capital Management's portfolio value rose 0.85% quarter-over-quarter to $11.2B.

Based on Brevan Howard Capital Management's 13F filing for Q2 2024, filed 14 Aug 2024.