| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 39,728,390 | 8,322,109,000 | 10.83% | Put | |
| 2 | SPDR S&P 500 ETF TR | 24,603,360 | 5,153,790,000 | 6.71% | Call | |
| 3 | ISHARES TR | 37,554,800 | 4,318,050,000 | 5.62% | Put | |
| 4 | SPDR S&P 500 ETF TR | 6,415,162 | 1,343,813,000 | 1.75% | ||
| 5 | ISHARES TR | 9,130,400 | 1,049,813,000 | 1.37% | Call | |
| 6 | ISHARES | 34,033,200 | 1,026,952,000 | 1.34% | Call | |
| 7 | POWERSHARES QQQ TRUST | 9,139,700 | 982,883,000 | 1.28% | Put | |
| 8 | ISHARES TR | 25,556,300 | 878,114,000 | 1.14% | Put | |
| 9 | APPLE INC | 7,248,680 | 692,973,000 | 0.90% | Call | |
| 10 | ISHARES TR | 19,738,500 | 678,214,000 | 0.88% | Call | |
| 11 | SPDR GOLD TR | 5,331,100 | 674,224,000 | 0.88% | Call | |
| 12 | APPLE INC | 6,504,660 | 621,848,000 | 0.81% | ||
| 13 | MICROSOFT CORP | 10,924,126 | 558,987,000 | 0.73% | ||
| 14 | ISHARES | 17,564,700 | 530,015,000 | 0.69% | Put | |
| 15 | APPLE INC | 5,116,000 | 489,090,000 | 0.64% | Put | |
| 16 | MCDONALDS CORP | 3,890,825 | 468,223,000 | 0.61% | ||
| 17 | POWERSHARES QQQ TRUST | 4,296,200 | 462,013,000 | 0.60% | Call | |
| 18 | ISHARES TR | 12,247,582 | 420,826,000 | 0.55% | ||
| 19 | KLA-TENCOR CORP | 5,548,504 | 406,427,000 | 0.53% | ||
| 20 | ISHARES TR | 11,681,700 | 399,747,000 | 0.52% | Put | |
| 21 | AMAZON COM INC | 525,950 | 376,381,000 | 0.49% | Put | |
| 22 | FACEBOOK INC | 3,256,300 | 372,130,000 | 0.48% | Call | |
| 23 | BANK AMER CORP | 26,562,289 | 352,481,000 | 0.46% | ||
| 24 | VANECK ETF TRUST | 12,400,400 | 343,616,000 | 0.45% | Put | |
| 25 | WEYERHAEUSER CO | 10,998,201 | 327,415,000 | 0.43% | ||
| 26 | ISHARES TR | 2,810,139 | 323,110,000 | 0.42% | ||
| 27 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 3,797,569 | 321,653,000 | 0.42% | ||
| 28 | EXXON MOBIL CORP | 3,287,283 | 308,148,000 | 0.40% | ||
| 29 | JOHNSON & JOHNSON | 2,512,054 | 304,712,000 | 0.40% | ||
| 30 | ST JUDE | 3,853,213 | 300,551,000 | 0.39% | ||
| 31 | BARCLAYS BK PLC IPATH S&P500 VIX | 21,388,135 | 295,370,000 | 0.38% | ||
| 32 | PFIZER INC | 7,871,859 | 277,169,000 | 0.36% | ||
| 33 | SPDR GOLD TR | 2,189,000 | 276,843,000 | 0.36% | Put | |
| 34 | AT&T INC | 6,082,441 | 262,824,000 | 0.34% | ||
| 35 | AMAZON COM INC | 348,020 | 249,050,000 | 0.32% | Call | |
| 36 | ALIBABA GROUP HLDG LTD | 3,062,400 | 243,553,000 | 0.32% | Put | |
| 37 | ALIBABA GROUP HLDG LTD | 3,055,534 | 243,007,000 | 0.32% | ||
| 38 | ALIBABA GROUP HLDG LTD | 2,918,200 | 232,084,000 | 0.30% | Call | |
| 39 | EMC | 8,274,948 | 224,829,000 | 0.29% | ||
| 40 | PRICELINE GRP INC | 177,800 | 221,968,000 | 0.29% | Put | |
| 41 | IPATH MSCI INDIA INDEX ETN | 3,408,810 | 221,743,000 | 0.29% | ||
| 42 | AMAZON COM INC | 309,711 | 221,638,000 | 0.29% | ||
| 43 | DUKE ENERGY CORP NEW | 2,557,896 | 219,443,000 | 0.29% | ||
| 44 | ISHARES TR | 3,879,400 | 216,548,000 | 0.28% | Put | |
| 45 | MEDTRONIC PLC | 2,484,870 | 215,612,000 | 0.28% | ||
| 46 | BARCLAYS BK PLC IPATH S&P500 VIX | 14,946,500 | 206,412,000 | 0.27% | Call | |
| 47 | INTERNATIONAL BUSINESS MACHS | 1,321,209 | 200,534,000 | 0.26% | ||
| 48 | ISHARES TR | 1,442,600 | 200,377,000 | 0.26% | Put | |
| 49 | VERIZON COMMUNICATIONS INC | 3,561,867 | 198,893,000 | 0.26% | ||
| 50 | PROCTER AND GAMBLE CO | 2,337,807 | 197,941,000 | 0.26% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000312069-16-000259, filed 2016.08.12).
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.
