| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 50,250,700 | 10,529,029,000 | 10.75% | Put | |
| 2 | SPDR S&P 500 ETF TR | 29,277,633 | 6,134,543,000 | 6.26% | ||
| 3 | SPDR S&P 500 ETF TR | 19,107,200 | 4,003,531,000 | 4.09% | Call | |
| 4 | SPDR GOLD TR | 19,511,500 | 2,468,595,000 | 2.52% | Call | |
| 5 | ISHARES TR | 12,853,200 | 1,477,732,000 | 1.51% | Put | |
| 6 | ISHARES TR | 10,939,900 | 1,257,760,000 | 1.28% | ||
| 7 | POWERSHARES QQQ TRUST | 8,248,600 | 887,055,000 | 0.91% | Put | |
| 8 | SELECT SECTOR SPDR TR | 19,213,822 | 833,111,000 | 0.85% | ||
| 9 | APPLE INC | 8,114,600 | 775,755,000 | 0.79% | Call | |
| 10 | SPDR DOW JONES INDL AVRG ETF | 4,167,000 | 746,226,000 | 0.76% | Put | |
| 11 | ISHARES TR | 6,346,300 | 729,634,000 | 0.74% | Call | |
| 12 | SELECT SECTOR SPDR TR | 24,367,000 | 556,298,000 | 0.57% | Put | |
| 13 | SELECT SECTOR SPDR TR | 9,826,275 | 549,878,000 | 0.56% | ||
| 14 | POWERSHARES QQQ TRUST | 4,800,767 | 516,275,000 | 0.53% | ||
| 15 | SELECT SECTOR SPDR TR | 6,876,732 | 493,199,000 | 0.50% | ||
| 16 | SELECT SECTOR SPDR TR | 6,301,412 | 491,825,000 | 0.50% | ||
| 17 | KLA-TENCOR CORP | 6,543,446 | 479,307,000 | 0.49% | ||
| 18 | ISHARES TR | 3,414,700 | 474,302,000 | 0.48% | Put | |
| 19 | VANGUARD INDEX FDS | 2,450,901 | 471,111,000 | 0.48% | ||
| 20 | SELECT SECTOR SPDR TR | 20,396,511 | 465,653,000 | 0.48% | ||
| 21 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 5,368,200 | 454,633,000 | 0.46% | Put | |
| 22 | ISHARES TR | 7,901,600 | 440,988,000 | 0.45% | Call | |
| 23 | ISHARES TR | 5,317,200 | 437,606,000 | 0.45% | Put | |
| 24 | ISHARES TR | 4,057,885 | 426,768,000 | 0.44% | ||
| 25 | ISHARES TR | 12,212,500 | 419,621,000 | 0.43% | Call | |
| 26 | SPDR DOW JONES INDL AVRG ETF | 2,287,700 | 409,681,000 | 0.42% | Call | |
| 27 | ISHARES TR | 11,814,800 | 405,956,000 | 0.41% | Put | |
| 28 | FACEBOOK INC | 3,477,400 | 397,397,000 | 0.41% | Call | |
| 29 | ISHARES TR | 2,804,100 | 389,490,000 | 0.40% | Call | |
| 30 | SPDR GOLD TR | 3,034,400 | 383,912,000 | 0.39% | Put | |
| 31 | SELECT SECTOR SPDR TR | 7,055,329 | 370,193,000 | 0.38% | ||
| 32 | POWERSHARES QQQ TRUST | 3,376,900 | 363,152,000 | 0.37% | Call | |
| 33 | ST JUDE | 4,544,032 | 354,436,000 | 0.36% | ||
| 34 | AMERITRADE HOLD | 12,299,087 | 350,217,000 | 0.36% | ||
| 35 | HOME DEPOT INC | 2,555,084 | 326,260,000 | 0.33% | ||
| 36 | SELECT SECTOR SPDR TR | 5,777,989 | 318,656,000 | 0.33% | ||
| 37 | APPLE INC | 3,311,300 | 316,560,000 | 0.32% | Put | |
| 38 | SPDR SER TR | 5,771,940 | 312,204,000 | 0.32% | ||
| 39 | APPLE INC | 3,189,412 | 304,907,000 | 0.31% | ||
| 40 | AMAZON COM INC | 424,900 | 304,067,000 | 0.31% | Call | |
| 41 | SELECT SECTOR SPDR TR | 4,386,256 | 299,318,000 | 0.31% | ||
| 42 | ISHARES TR | 2,151,138 | 298,793,000 | 0.30% | ||
| 43 | ISHARES TR | 3,592,167 | 295,635,000 | 0.30% | ||
| 44 | AMAZON COM INC | 409,600 | 293,118,000 | 0.30% | Put | |
| 45 | STARWOOD HOTELS & RESORTS WLDWDE ORD | 3,961,484 | 292,953,000 | 0.30% | ||
| 46 | ICAHN ENTERPRISES LP | 5,270,133 | 284,588,000 | 0.29% | ||
| 47 | ITC HOLDINGS ORD | 6,046,397 | 283,092,000 | 0.29% | ||
| 48 | VANGUARD INDEX FDS | 2,596,641 | 278,256,000 | 0.28% | ||
| 49 | ISHARES TR | 1,080,525 | 278,062,000 | 0.28% | ||
| 50 | BARCLAYS BK PLC IPATH S&P500 VIX | 20,072,100 | 276,995,000 | 0.28% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000831001-16-000328, 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.
