| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 7,162,000 | 423,489,000 | 39.69% | Put | |
| 2 | ISHARES TR | 11,064,000 | 414,347,000 | 38.83% | Put | |
| 3 | ISHARES TR | 416,879 | 90,696,000 | 8.50% | ||
| 4 | ISHARES TR | 441,318 | 24,334,000 | 2.28% | ||
| 5 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 173,098 | 15,105,000 | 1.42% | ||
| 6 | ISHARES TR | 104,347 | 14,353,000 | 1.35% | ||
| 7 | ISHARES TR | 98,083 | 12,183,000 | 1.14% | ||
| 8 | ISHARES TR | 92,449 | 10,769,000 | 1.01% | ||
| 9 | ISHARES TR | 95,450 | 10,730,000 | 1.01% | ||
| 10 | VANGUARD INTL EQUITY INDEX F | 262,811 | 9,890,000 | 0.93% | ||
| 11 | SPDR FTSE SP OILGAS EXP ETF | 189,470 | 7,287,000 | 0.68% | ||
| 12 | VANGUARD TAX-MANAGED FDS | 194,477 | 7,275,000 | 0.68% | ||
| 13 | ISHARES S&P GSCI COMMODITY I | 421,450 | 6,246,000 | 0.59% | ||
| 14 | ISHARES TR | 71,948 | 5,802,000 | 0.54% | ||
| 15 | ISHARES TR | 146,362 | 3,627,000 | 0.34% | ||
| 16 | ISHARES NORTH AMERICAN NATURAL RESOURCES ETF | 105,163 | 3,624,000 | 0.34% | ||
| 17 | ISHARES TR | 20,183 | 3,527,000 | 0.33% | ||
| 18 | WISDOMTREE TR | 22,372 | 1,202,000 | 0.11% | ||
| 19 | VANECK VECTORS ETF TR | 48,600 | 912,000 | 0.09% | ||
| 20 | ISHARES TR | 30,200 | 888,000 | 0.08% | ||
| 21 | ISHARES INC | 17,300 | 839,000 | 0.08% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001359262-16-000007, filed 2016.11.14).
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.
