Brevan Howard Capital Management LP
Institutional investor · Portfolio as of Q2 2016
SEC EDGAR SourceSEC Filings
Brevan Howard Capital Management LP manages $913.4M across 5 positions as of Q2 2016. Top holdings: SPY (84.9%), EEM (11.3%), EEM (2.7%). HoldingsIntel Rating: 1.5/5.0.
Q2 2016 Summary
Active quarter - 0 new positions, 10 exits, 0 increased. No standout high-conviction moves this quarter. Portfolio: $913M across 5 positions.
Top holdings by portfolio weight
EEM2.74%
CME1.09%
OCN0.02%
IRS0.00%
PAM0.00%
PZE0.00%
RDN0.00%
TGS0.00%
YPF0.00%
ECO STIM ENE0.00%
Portfolio allocation by GICS sector
Unknown71.65%
Financial Services28.35%
7-dimension quality assessment
Below Average(1.5 / 5.0)
Position Outcomes
Best and worst performing positions by estimated return
Cost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.
Holdings5 positions
Activity:
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
STATE STR SPDR S&P 500 ETF T | 3.7M | $775.1M | 84.9% | — | — | — | Increased — |
ISHARES TR | 3M | $103.1M | 11.3% | — | — | — | New — |
ISHARES TR | 728,862 | $25M | 2.7% | $27.46 | +0.04% | 2 qtrssince 2016-Q1 | Decreased 0 |
CME GROUP INC CLASS A | 102,553 | $10M | 1.1% | $66.47 | +1.17% | 2 qtrssince 2016-Q1 | Unchanged 0 |
OCWEN FINL CORP | 118,915 | $203,000 | 0.0% | — | — | 2 qtrssince 2016-Q1 | Unchanged 0 |
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Data sourced from SEC EDGAR 13F filings. Not financial advice. Full disclaimer