| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | AQR MANAGED FUTURES STRATEGY FUND | 48,497 | 559,653,000 | 63.43% | ||
| 2 | VANGUARD INDEX FDS | 89,632 | 7,548,000 | 0.86% | ||
| 3 | VANGUARD INDEX FDS | 34,007 | 4,513,000 | 0.51% | ||
| 4 | ISHARES TR | 33,693 | 4,403,000 | 0.50% | ||
| 5 | ISHARES TR | 34,583 | 4,209,000 | 0.48% | ||
| 6 | VANGUARD INDEX FDS | 39,014 | 4,184,000 | 0.47% | ||
| 7 | VANGUARD CHARLOTTE FDS | 72,940 | 3,946,000 | 0.45% | ||
| 8 | VANGUARD INTL EQUITY INDEX F | 65,975 | 3,712,000 | 0.42% | ||
| 9 | VANGUARD BD INDEX FDS | 43,910 | 3,661,000 | 0.41% | ||
| 10 | CAMBRIA ETF TR | 107,135 | 3,407,000 | 0.39% | ||
| 11 | LOWES COS INC | 44,330 | 3,298,000 | 0.37% | ||
| 12 | CHEMED CORP NEW COM | 27,406 | 3,272,000 | 0.37% | ||
| 13 | ANTHEM INC | 20,771 | 3,207,000 | 0.36% | ||
| 14 | VANGUARD WORLD FD | 24,522 | 3,183,000 | 0.36% | ||
| 15 | CVS HEALTH CORP | 30,602 | 3,158,000 | 0.36% | ||
| 16 | O REILLY AUTOMOTIVE INC NEW | 14,545 | 3,145,000 | 0.36% | ||
| 17 | APPLE INC | 25,132 | 3,127,000 | 0.35% | ||
| 18 | LEGG MASON INC | 56,040 | 3,093,000 | 0.35% | ||
| 19 | KOHLS | 39,369 | 3,081,000 | 0.35% | ||
| 20 | WENDYS CO | 277,214 | 3,022,000 | 0.34% | ||
| 21 | SOUTHWEST AIRLS CO | 68,183 | 3,021,000 | 0.34% | ||
| 22 | RAYTHEON CO | 27,339 | 2,987,000 | 0.34% | ||
| 23 | FLEX LTD | 235,237 | 2,982,000 | 0.34% | ||
| 24 | FRONTIER COMM | 418,676 | 2,952,000 | 0.33% | ||
| 25 | HOME DEPOT INC | 25,971 | 2,951,000 | 0.33% | ||
| 26 | NORTHROP GRUMMAN CORP | 18,206 | 2,930,000 | 0.33% | ||
| 27 | ALLSTATE CORP | 40,718 | 2,898,000 | 0.33% | ||
| 28 | TRAVELERS COMPANIES INC | 26,577 | 2,874,000 | 0.33% | ||
| 29 | Montpelier Re Holdings Ltd | 74,638 | 2,869,000 | 0.33% | ||
| 30 | DR PEPPER SNAPPLE GROUP INC | 36,179 | 2,839,000 | 0.32% | ||
| 31 | AMERIPRISE FINL INC | 21,457 | 2,807,000 | 0.32% | ||
| 32 | TEXAS INSTRS INC | 48,191 | 2,756,000 | 0.31% | ||
| 33 | LILLY ELI & CO | 37,713 | 2,740,000 | 0.31% | ||
| 34 | L-3 COMMUNICATIONS HLDGS INC | 21,307 | 2,680,000 | 0.30% | ||
| 35 | WESTERN DIGITAL CORP | 29,415 | 2,677,000 | 0.30% | ||
| 36 | MACYS INC | 41,198 | 2,674,000 | 0.30% | ||
| 37 | PPG INDS INC | 11,726 | 2,645,000 | 0.30% | ||
| 38 | EVEREST RE GROUP LTD | 15,073 | 2,623,000 | 0.30% | ||
| 39 | AXIS CAPITAL HOLDINGS LTD | 50,797 | 2,620,000 | 0.30% | ||
| 40 | OMNICARE INC | 33,784 | 2,603,000 | 0.30% | ||
| 41 | EXPRESS SCRIPTS HLDG CO | 29,968 | 2,601,000 | 0.29% | ||
| 42 | XEROX CORP | 201,625 | 2,591,000 | 0.29% | ||
| 43 | REYNOLDS AMERICAN INC | 37,466 | 2,582,000 | 0.29% | ||
| 44 | SIX FLAGS ENTMT CORP NEW | 52,749 | 2,554,000 | 0.29% | ||
| 45 | MEDIFAST INC COM | 84,804 | 2,542,000 | 0.29% | ||
| 46 | SPDR INDEX SHS FDS | 58,495 | 2,534,000 | 0.29% | ||
| 47 | ISHARES TR | 40,672 | 2,528,000 | 0.29% | ||
| 48 | AVERY DENNISON | 47,645 | 2,521,000 | 0.29% | ||
| 49 | SPOK HLDGS INC COM | 130,988 | 2,511,000 | 0.28% | ||
| 50 | LEXMARK INTL INC | 59,202 | 2,507,000 | 0.28% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001144204-15-062152, filed 2015.11.02).
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.
