Stocks/Funds/CIK 1512857

Brevan Howard Capital Management LP

index-like (500+ pos)
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1512857
Assets
$9.34B
+166.3% YoY
Holdings
1,987
Lifetime alpha vs market
-3.45% annual
Average hold time
1.2 yr
median 1.3 yr

Quarterly history

Cum return +32% vs S&P +52% · α -20% lifetimeAUM $9.3B · peak $9.3BFlow $4.5B (+94%)2015-122017-032021-062022-092023-122025-032026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-6.18%
trims when stocks drop
when a holding falls −10%+
Middle response
-10.81%
baseline attrition
Rally response
-27.58%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
IBITiShares Bitcoin Trust ET$934M10.0%1.5 yr
QQQInvesco QQQ Trust, Serie$855M9.2%2.0 yr
HYGiShares iBoxx $ High Yie$511M5.5%1.8 yr
NVDANVIDIA Corporation$503M5.4%+60.9%3.0 yr
TSLATesla, Inc.$418M4.5%+43.4%2.8 yr
TLTiShares 20+ Year Treasur$238M2.6%1.8 yr
FXIiShares China Large-Cap $216M2.3%1.3 yr
LQDiShares iBoxx $ Investme$215M2.3%2.8 yr
GLDSPDR Gold Shares$184M2.0%1.3 yr
XLFState Street Financial S$123M1.3%1.3 yr
EWZiShares MSCI Brazil ETF$118M1.3%1.5 yr
METAMeta Platforms, Inc.$115M1.2%-0.4%3.5 yr
PLTRPalantir Technologies In$112M1.2%+73.3%1.5 yr
BAThe Boeing Company$102M1.1%+16.7%1.5 yr
SNDKSandisk Corporation$84M0.9%+1234.5%0.8 yr

Portfolio composition (YoY)

Industry mix
Asset Management30.9%-7.0pp$2.88B
Asset Management - Bonds10.3%+10.2pp$964M
Semiconductors7.7%+4.6pp$715M
Auto - Manufacturers5.3%+4.9pp$497M
Software - Infrastructure3.1%-0.1pp$292M
Banks - Regional2.7%-0.5pp$250M
Internet Content & Information2.1%+0.2pp$196M
Aerospace & Defense2.1%+1.0pp$195M
Financial - Capital Markets2.0%+1.6pp$189M
Software - Application2.0%-0.4pp$185M
Country
US94.5%-2.4pp
Unknown1.1%+0.7pp
CA1.0%+0.3pp
CN0.7%+0.3pp
GB0.5%+0.5pp
AR0.4%-0.8pp
BR0.3%
LU0.2%
Top 5: 34.5% · Top 10: 45.0% · Top 25: 57.5%

Winners

TickerPrev $PnLYoY %
NVDA$68M+0.04B60.9%
PLTR$23M+0.02B73.3%
AAPL$81M+0.01B14.7%
GM$16M+0.01B60.0%
MU$1M+0.00B289.6%

Losers

TickerPrev $PnLYoY %
META$54M-0.00B-0.4%
UBER$2M-0.00B-1.3%

Top buys this quarter · 15

NVDA NVIDIA Corporation+$428M
TSLA Tesla, Inc.+$367M
META Meta Platforms, Inc.+$118M
PLTR Palantir Technologies Inc.+$109M
BA The Boeing Company+$101M
UBER Uber Technologies, Inc.+$76M
SCHW The Charles Schwab Corporation+$73M
MU Micron Technology, Inc.+$70M
GM General Motors Company+$68M
NFLX Netflix, Inc.+$67M

Top sells this quarter · 15

GOOG Alphabet Inc.$123M
WMT Walmart Inc.$91M
B Barrick Mining Corporation$61M
AVGO Broadcom Inc.$59M
BABA Alibaba Group Holding Limited$46M
LITE Lumentum Holdings Inc.$43M
NEM Newmont Corporation$42M
COHR Coherent, Inc.$41M
NAKA Nakamoto Inc.$38M
AAPL Apple Inc.$31M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$9.34B1987+20.67%+17.59%+3.08%+4.48B
2025-12-31$4.78B1603+12.26%+17.72%-5.46%-2.15B
2025-09-30$6.84B1789+16.26%+17.52%-1.26%-2.92B
2025-06-30$9.01B1717+13.87%+14.94%-1.07%+5.21B
2025-03-31$3.51B1067+4.11%+8.30%-4.19%-0.27B
2024-12-31$3.99B956+5.46%+24.89%-19.42%+1.89B
2024-09-30$2.01B1037-3.43%+36.04%-39.46%+0.44B
2024-06-30$1.48B963+5.56%+24.49%-18.93%+0.43B
2024-03-31$1.06B908+6.34%+29.62%-23.29%+0.16B
2023-12-31$935M951+12.74%+26.18%-13.43%+0.66B
2023-09-30$282M320+48.61%+21.57%+27.04%-0.29B
2023-06-30$490M145+11.37%+19.42%-8.06%+0.09B
2023-03-31$398M82-1.03%-7.82%+6.79%+0.08B
2022-12-31$316M65+26.55%+7.56%+18.99%+0.00B
2022-09-30$247M55-13.12%-4.93%-8.19%+0.13B
2022-06-30$137M36-11.33%-16.11%+4.78%+0.02B