| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 2,555,700 | 147,541,000 | 31.30% | Put | |
| 2 | ISHARES TR | 3,837,800 | 134,361,000 | 28.50% | Put | |
| 3 | ISHARES TR | 225,304 | 50,691,000 | 10.75% | ||
| 4 | ISHARES TR | 419,393 | 22,492,000 | 4.77% | ||
| 5 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 186,887 | 16,175,000 | 3.43% | ||
| 6 | ISHARES TR | 144,248 | 15,587,000 | 3.31% | ||
| 7 | ISHARES TR | 110,677 | 13,182,000 | 2.80% | ||
| 8 | VANGUARD INTL EQUITY INDEX F | 293,208 | 10,491,000 | 2.23% | ||
| 9 | ISHARES TR | 77,671 | 10,474,000 | 2.22% | ||
| 10 | ISHARES TR | 84,959 | 9,615,000 | 2.04% | ||
| 11 | VANGUARD TAX-MANAGED FDS | 172,835 | 6,315,000 | 1.34% | ||
| 12 | ISHARES TR | 80,839 | 6,220,000 | 1.32% | ||
| 13 | ISHARES S&P GSCI COMMODITY I | 364,144 | 5,706,000 | 1.21% | ||
| 14 | IPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN | 225,652 | 5,468,000 | 1.16% | ||
| 15 | ISHARES TR | 63,964 | 3,693,000 | 0.78% | ||
| 16 | ISHARES TR | 18,809 | 3,427,000 | 0.73% | ||
| 17 | ISHARES TR | 122,867 | 3,416,000 | 0.72% | ||
| 18 | ISHARES NORTH AMERICAN NATURAL RESOURCES ETF | 85,407 | 3,070,000 | 0.65% | ||
| 19 | WISDOMTREE TR | 19,370 | 1,112,000 | 0.24% | ||
| 20 | VANECK VECTORS ETF TR | 43,000 | 912,000 | 0.19% | ||
| 21 | ISHARES TR | 27,237 | 730,000 | 0.15% | ||
| 22 | ISHARES INC | 15,588 | 685,000 | 0.15% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001359262-17-000002, filed 2017.02.09).
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.
