Institution Information
| Reportee | Signature Date | Report period | Total Entries | Total AUM($) |
|---|---|---|---|---|
| BREVAN HOWARD CAPITAL MANAGEMENT LP | 08-15-2022 | 06-30-2022 | 48 | 2,429,512,000 |
Institutional Holdings
| Issuer | Class | Position | Value | Shares | Portfolio Percentage (%) | Previous Percentage (%) | Shares Delta | Shares Delta(%) | Date Reported |
|---|---|---|---|---|---|---|---|---|---|
| ISHARES IBOXX H/Y CORP BOND | IBOXX HI YD ETF | 1 | $721,819,000 | 9,806,000 | 29.71 | 9,806,000 | +Inf | 06-30-2022 | |
| STREETTRACKS GOLD TRUST | GOLD SHS | 2 | $604,519,000 | 3,588,500 | 24.88 | 3,588,500 | +Inf | 06-30-2022 | |
| ISHARES IBOXX INV GR CORP BD | IBOXX INV CP ETF | 3 | $310,967,000 | 2,826,200 | 12.80 | 3.68 | 2,726,200 | 2726.20 | 06-30-2022 |
| ISHARES JP MORGAN USD EMERGING MARKETS | JPMORGAN USD EMG | 4 | $217,566,000 | 2,550,000 | 8.96 | 2,550,000 | +Inf | 06-30-2022 |
