| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 900,000 | 104,706,000 | 48.59% | ||
| 2 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 1,000,000 | 94,390,000 | 43.80% | Call | |
| 3 | ISHARES TR | 400,000 | 16,404,000 | 7.61% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000919574-14-002904, filed 2014.05.13).
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.
