| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 7,037,500 | 413,242,000 | 42.31% | Put | |
| 2 | ISHARES TR | 9,083,800 | 292,407,000 | 29.94% | Put | |
| 3 | ISHARES TR | 403,648 | 82,695,000 | 8.47% | ||
| 4 | VANGUARD CHARLOTTE FDS | 568,396 | 30,057,000 | 3.08% | ||
| 5 | ISHARES NORTH AMERICAN NATURAL RESOURCES ETF | 944,745 | 26,585,000 | 2.72% | ||
| 6 | VANGUARD INTL EQUITY INDEX F | 654,640 | 21,413,000 | 2.19% | ||
| 7 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 229,192 | 18,468,000 | 1.89% | ||
| 8 | ISHARES TR | 133,755 | 15,049,000 | 1.54% | ||
| 9 | ISHARES TR | 125,835 | 13,802,000 | 1.41% | ||
| 10 | ISHARES TR | 189,603 | 10,311,000 | 1.06% | ||
| 11 | VANGUARD TAX-MANAGED FDS | 244,290 | 8,970,000 | 0.92% | ||
| 12 | ISHARES TR | 113,644 | 8,536,000 | 0.87% | ||
| 13 | IPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN | 336,619 | 7,227,000 | 0.74% | ||
| 14 | ISHARES TR | 53,350 | 6,435,000 | 0.66% | ||
| 15 | ISHARES TR | 28,361 | 4,565,000 | 0.47% | ||
| 16 | ISHARES TR | 41,725 | 4,507,000 | 0.46% | ||
| 17 | ISHARES TR | 154,954 | 4,444,000 | 0.45% | ||
| 18 | SPDR FTSE SP OILGAS EXP ETF | 123,880 | 3,744,000 | 0.38% | ||
| 19 | ISHARES TR | 49,500 | 2,908,000 | 0.30% | ||
| 20 | WISDOMTREE TR | 25,527 | 1,374,000 | 0.14% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001359262-16-000004, filed 2016.02.09).
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.
