| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 4,500,000 | 280,305,000 | 39.38% | Put | |
| 2 | ISHARES TR | 6,200,000 | 244,218,000 | 34.31% | Put | |
| 3 | ISHARES TR | 156,364 | 37,100,000 | 5.21% | ||
| 4 | ISHARES TR | 419,393 | 24,304,000 | 3.41% | ||
| 5 | SCHWAB US TIPS ETF | 298,935 | 16,600,000 | 2.33% | ||
| 6 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 166,309 | 14,599,000 | 2.05% | ||
| 7 | ISHARES TR | 123,504 | 13,399,000 | 1.88% | ||
| 8 | ISHARES 20 YEAR TREASURY BOND ETF | 107,602 | 12,985,000 | 1.82% | ||
| 9 | ISHARES TR | 76,971 | 10,582,000 | 1.49% | ||
| 10 | VANGUARD INTL EQUITY INDEX F | 263,163 | 10,453,000 | 1.47% | ||
| 11 | ISHARES TR | 82,559 | 9,465,000 | 1.33% | ||
| 12 | VANGUARD TAX-MANAGED FDS | 164,335 | 6,458,000 | 0.91% | ||
| 13 | ISHARES TR | 76,406 | 5,997,000 | 0.84% | ||
| 14 | IPATH BLOOMBERG COMMODITY INDEX TOTAL RETURN ETN | 225,652 | 5,307,000 | 0.75% | ||
| 15 | ISHARES S&P GSCI COMMODITY I | 353,944 | 5,245,000 | 0.74% | ||
| 16 | ISHARES TR | 16,709 | 3,190,000 | 0.45% | ||
| 17 | ISHARES TR | 110,267 | 3,091,000 | 0.43% | ||
| 18 | ISHARES TR | 49,188 | 3,064,000 | 0.43% | ||
| 19 | ISHARES NORTH AMERICAN NATURAL RESOURCES ETF | 49,493 | 1,696,000 | 0.24% | ||
| 20 | WISDOMTREE TR | 19,070 | 1,198,000 | 0.17% | ||
| 21 | ISHARES | 17,313 | 886,000 | 0.12% | ||
| 22 | ISHARES TR | 27,237 | 858,000 | 0.12% | ||
| 23 | VANECK VECTORS ETF TR | 35,800 | 740,000 | 0.10% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001164691-17-000091, filed 2017.05.10).
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.
