It's possibly not something you'd chose to do with a brush preset because they appear to be single stamps of the brush, but you could very easily make a similar preset. The thing to remember when defining a new brush is that 50% grey will have 50% opacity, full black 100% opacity etc. so you'd make your preset like this:
I've opened a new document and created a new layer
Made an elliptical selection, and filled it with a 25% grey. You would decide how opaque the central section would be

You need a brush preset that will create the ragged outline. I am using this one from Kyles Megapack (which is free)

The easiest way to follow the periphery of the ellipse is to stroke a workpath.
Ctrl click on the ellipse (layer's eye icon) to load it as a selection, and then on the icon I have indicated at the bottom of the Paths panel.

Stroking the path will use the existing brush size, so try a few stroke to get that right, then use Ctrl z to undo them.
Your foreground colour now needs to be full black. Right click the path and chose Stroke Path and if the Brush tool is not already seelected, use the drop down to rectify that. This needs to be on the same layer as they grey ellipse.

With that layer selected, go Edit > Define brush

As it stands, it will produce a single stamp of the brush unnless you move the brush

If you added some size, angle and scatter jitter in Brush Settings, and increased brush spacing, you can get somethig like this
