| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 9,501,000 | 326,454,000 | 40.19% | Put | |
| 2 | ISHARES TR | 4,232,900 | 236,280,000 | 29.09% | Put | |
| 3 | ISHARES TR | 525,578 | 110,739,000 | 13.63% | ||
| 4 | VANGUARD CHARLOTTE FDS | 472,192 | 26,301,000 | 3.24% | ||
| 5 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 188,206 | 15,939,000 | 1.96% | ||
| 6 | ISHARES TR | 117,814 | 13,545,000 | 1.67% | ||
| 7 | VANGUARD INTL EQUITY INDEX F | 355,948 | 12,536,000 | 1.54% | ||
| 8 | ISHARES TR | 106,719 | 12,451,000 | 1.53% | ||
| 9 | VANGUARD TAX-MANAGED FDS | 237,145 | 8,385,000 | 1.03% | ||
| 10 | ISHARES TR | 98,161 | 8,079,000 | 0.99% | ||
| 11 | ISHARES TR | 149,036 | 7,733,000 | 0.95% | ||
| 12 | IPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN | 286,865 | 7,094,000 | 0.87% | ||
| 13 | ISHARES TR | 42,289 | 5,869,000 | 0.72% | ||
| 14 | ISHARES NORTH AMERICAN NATURAL RESOURCES ETF | 147,713 | 4,907,000 | 0.60% | ||
| 15 | ISHARES TR | 24,627 | 4,165,000 | 0.51% | ||
| 16 | ISHARES TR | 162,851 | 3,806,000 | 0.47% | ||
| 17 | ISHARES TR | 28,106 | 3,164,000 | 0.39% | ||
| 18 | ISHARES TR | 36,113 | 2,015,000 | 0.25% | ||
| 19 | SPDR FTSE SP OILGAS EXP ETF | 42,754 | 1,488,000 | 0.18% | ||
| 20 | WISDOMTREE TR | 25,527 | 1,290,000 | 0.16% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001359262-16-000006, filed 2016.08.15).
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.
