| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 7,037,500 | 403,389,000 | 37.79% | Put | |
| 2 | ISHARES TR | 9,083,800 | 297,766,000 | 27.90% | Put | |
| 3 | ISHARES TR | 366,428 | 70,614,000 | 6.62% | ||
| 4 | VANGUARD INTL EQUITY INDEX F | 2,748,035 | 69,537,000 | 6.52% | ||
| 5 | ISHARES NORTH AMERICAN NATURAL RESOURCES ETF | 1,362,934 | 39,580,000 | 3.71% | ||
| 6 | VANGUARD CHARLOTTE FDS | 568,946 | 30,114,000 | 2.82% | ||
| 7 | ISHARES TR | 1,624,834 | 27,859,000 | 2.61% | ||
| 8 | ISHARES TR | 427,751 | 22,590,000 | 2.12% | ||
| 9 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 225,492 | 18,781,000 | 1.76% | ||
| 10 | ISHARES TR | 141,577 | 15,460,000 | 1.45% | ||
| 11 | ISHARES TR | 124,627 | 13,795,000 | 1.29% | ||
| 12 | SPDR FTSE SP OILGAS EXP ETF | 1,591,881 | 10,482,000 | 0.98% | ||
| 13 | VANGUARD TAX-MANAGED FDS | 257,674 | 9,184,000 | 0.86% | ||
| 14 | ISHARES TR | 121,266 | 8,604,000 | 0.81% | ||
| 15 | IPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN | 314,619 | 7,692,000 | 0.72% | ||
| 16 | ISHARES TR | 54,945 | 6,788,000 | 0.64% | ||
| 17 | ISHARES TR | 169,398 | 4,655,000 | 0.44% | ||
| 18 | ISHARES TR | 41,725 | 4,572,000 | 0.43% | ||
| 19 | ISHARES TR | 28,361 | 4,455,000 | 0.42% | ||
| 20 | WISDOMTREE TR | 25,527 | 1,395,000 | 0.13% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001359262-15-000003, filed 2015.11.06).
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
