| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 46,569,190 | 9,546,684,000 | 10.72% | Put | |
| 2 | SPDR S&P 500 ETF TR | 35,191,537 | 7,214,270,000 | 8.10% | ||
| 3 | ISHARES TR | 26,026,300 | 3,227,261,000 | 3.62% | Put | |
| 4 | SPDR S&P 500 ETF TR | 11,828,140 | 2,424,769,000 | 2.72% | Call | |
| 5 | VALEANT PHARMACEUTICALS INTL | 4,510,900 | 1,001,420,000 | 1.12% | Put | |
| 6 | VALEANT PHARMACEUTICALS INTL | 3,868,637 | 858,838,000 | 0.96% | ||
| 7 | ISHARES TR | 6,713,600 | 832,487,000 | 0.93% | Call | |
| 8 | ISHARES TR | 20,558,100 | 801,766,000 | 0.90% | Put | |
| 9 | ISHARES TR | 5,939,108 | 736,459,000 | 0.83% | ||
| 10 | APPLE INC | 5,524,913 | 690,642,000 | 0.78% | ||
| 11 | APPLE INC | 5,334,870 | 666,860,000 | 0.75% | Call | |
| 12 | JOHNSON & JOHNSON | 6,779,300 | 657,588,000 | 0.74% | ||
| 13 | APPLE INC | 5,160,250 | 645,032,000 | 0.72% | Put | |
| 14 | BANK AMER CORP | 27,850,700 | 473,462,000 | 0.53% | Put | |
| 15 | ISHARES TR | 11,568,400 | 451,168,000 | 0.51% | Call | |
| 16 | INTERNATIONAL BUSINESS MACHS | 2,741,681 | 444,146,000 | 0.50% | ||
| 17 | MICROSOFT CORP | 9,450,372 | 415,815,000 | 0.47% | ||
| 18 | PFIZER INC | 12,561,694 | 414,539,000 | 0.47% | ||
| 19 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 4,692,700 | 412,958,000 | 0.46% | Put | |
| 20 | ISHARES TR | 10,490,087 | 409,142,000 | 0.46% | ||
| 21 | EXXON MOBIL CORP | 4,849,841 | 402,539,000 | 0.45% | ||
| 22 | ISHARES TR | 8,715,800 | 400,926,000 | 0.45% | Put | |
| 23 | GILEAD SCIENCES INC | 3,305,700 | 386,767,000 | 0.43% | Put | |
| 24 | BANK AMER CORP | 22,498,762 | 382,482,000 | 0.43% | ||
| 25 | AT&T INC | 10,555,577 | 369,455,000 | 0.41% | ||
| 26 | SELECT SECTOR SPDR TR | 8,284,801 | 339,677,000 | 0.38% | ||
| 27 | ISHARES TR | 2,809,600 | 323,104,000 | 0.36% | Put | |
| 28 | POWERSHARES QQQ TRUST | 2,914,300 | 311,831,000 | 0.35% | ||
| 29 | PROCTER AND GAMBLE CO | 3,973,251 | 309,916,000 | 0.35% | ||
| 30 | MERCK & CO INC | 4,986,242 | 279,229,000 | 0.31% | ||
| 31 | T-MOBILE | 7,248,378 | 275,439,000 | 0.31% | ||
| 32 | GENERAL ELECTRIC CO | 10,543,472 | 274,136,000 | 0.31% | ||
| 33 | ISHARES TR | 4,203,300 | 264,808,000 | 0.30% | Call | |
| 34 | GILEAD SCIENCES INC | 2,252,391 | 263,531,000 | 0.30% | ||
| 35 | CISCO SYS INC | 9,715,279 | 262,318,000 | 0.29% | ||
| 36 | BANK AMER CORP | 15,042,900 | 255,729,000 | 0.29% | Call | |
| 37 | GENERAL ELECTRIC CO | 9,819,000 | 255,294,000 | 0.29% | Put | |
| 38 | SELECT SECTOR SPDR TR | 3,349,767 | 247,887,000 | 0.28% | ||
| 39 | ISHARES TR | 2,107,400 | 246,566,000 | 0.28% | Put | |
| 40 | ISHARES TR | 4,332,341 | 242,611,000 | 0.27% | ||
| 41 | KINDER MORGAN INC DEL | 6,320,842 | 240,192,000 | 0.27% | Call | |
| 42 | ISHARES TR | 5,161,400 | 237,424,000 | 0.27% | Call | |
| 43 | MCDONALDS CORP | 2,442,280 | 232,026,000 | 0.26% | ||
| 44 | ISHARES TR | 3,607,600 | 227,279,000 | 0.26% | Put | |
| 45 | VERIZON COMMUNICATIONS INC | 4,927,190 | 226,656,000 | 0.25% | ||
| 46 | INTEL CORP | 7,546,534 | 226,402,000 | 0.25% | ||
| 47 | GENERAL ELECTRIC CO | 8,638,700 | 224,605,000 | 0.25% | Call | |
| 48 | NETFLIX INC | 337,000 | 221,072,000 | 0.25% | Put | |
| 49 | CHEVRON CORP NEW | 2,189,469 | 210,181,000 | 0.24% | ||
| 50 | COCA COLA CO | 5,369,810 | 209,430,000 | 0.24% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000312069-15-000136, filed 2015.08.14).
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.
