| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 10,003,300 | 1,348,945,000 | 7.54% | Put | |
| 2 | SPDR S&P 500 ETF TR | 5,072,500 | 1,133,856,000 | 6.34% | Put | |
| 3 | SPDR S&P 500 ETF TR | 4,351,100 | 972,601,000 | 5.44% | Call | |
| 4 | HUMANA | 2,231,900 | 455,375,000 | 2.55% | Put | |
| 5 | ALLERGAN PLC | 1,343,400 | 282,127,000 | 1.58% | Call | |
| 6 | ALLERGAN PLC | 1,173,400 | 246,426,000 | 1.38% | Put | |
| 7 | SPDR GOLD TR | 2,198,800 | 241,010,000 | 1.35% | Call | |
| 8 | HUMANA | 1,151,300 | 234,900,000 | 1.31% | Call | |
| 9 | KCG HLDGS INC CL A | 15,935,031 | 211,139,000 | 1.18% | ||
| 10 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 2,282,000 | 197,507,000 | 1.10% | Put | |
| 11 | SELECT SECTOR SPDR TR | 7,467,600 | 173,622,000 | 0.97% | Put | |
| 12 | KINDER MORGAN INC DEL | 8,217,300 | 170,180,000 | 0.95% | Call | |
| 13 | TESLA INC | 756,100 | 161,571,000 | 0.90% | Put | |
| 14 | SELECT SECTOR SPDR TR | 5,824,300 | 135,415,000 | 0.76% | Call | |
| 15 | ISHARES TR | 914,300 | 123,293,000 | 0.69% | Call | |
| 16 | SELECT SECTOR SPDR TR | 5,017,737 | 116,662,000 | 0.65% | ||
| 17 | PFIZER INC | 3,365,200 | 109,302,000 | 0.61% | Put | |
| 18 | SPDR FTSE SP OILGAS EXP ETF | 2,452,200 | 101,570,000 | 0.57% | Put | |
| 19 | MCDONALDS CORP | 735,000 | 89,464,000 | 0.50% | Call | |
| 20 | SYNCHRONY FINL | 2,244,700 | 81,415,000 | 0.46% | Put | |
| 21 | AETNA INC NEW | 655,000 | 81,227,000 | 0.45% | Put | |
| 22 | AMERICAN AIRLS GROUP INC | 1,712,400 | 79,952,000 | 0.45% | Call | |
| 23 | JPMORGAN CHASE & CO | 2,514,000 | 79,468,000 | 0.44% | Call | |
| 24 | AT&T INC | 1,846,800 | 78,544,000 | 0.44% | Put | |
| 25 | VERIZON COMMUNICATIONS INC | 1,462,900 | 78,090,000 | 0.44% | Call | |
| 26 | S&P GLOBAL INC | 715,000 | 76,891,000 | 0.43% | Put | |
| 27 | CHARTER COMM | 264,300 | 76,097,000 | 0.43% | Call | |
| 28 | MCDONALDS CORP | 619,300 | 75,381,000 | 0.42% | Put | |
| 29 | TIME WARNER INC | 775,500 | 74,859,000 | 0.42% | Put | |
| 30 | BRISTOL MYERS SQUIBB CO | 1,271,600 | 74,312,000 | 0.42% | Put | |
| 31 | MOLSON COORS BREWING CO | 729,300 | 70,968,000 | 0.40% | Call | |
| 32 | DU PONT E I DE NEMOURS & CO | 931,300 | 68,357,000 | 0.38% | Call | |
| 33 | PIONEER NAT RES CO | 378,600 | 68,175,000 | 0.38% | Put | |
| 34 | SELECT SECTOR SPDR TR | 968,300 | 66,755,000 | 0.37% | Put | |
| 35 | SPDR SER TR | 1,105,900 | 65,458,000 | 0.37% | Call | |
| 36 | VERIZON COMMUNICATIONS INC | 1,218,700 | 65,054,000 | 0.36% | Put | |
| 37 | SPDR SER TR | 1,453,000 | 64,034,000 | 0.36% | Put | |
| 38 | CHEVRON CORP NEW | 541,200 | 63,699,000 | 0.36% | Put | |
| 39 | RANGE RES CORP | 1,767,700 | 60,738,000 | 0.34% | Put | |
| 40 | ISHARES TR | 1,540,800 | 53,943,000 | 0.30% | Put | |
| 41 | UNITED STATES STL CORP NEW | 1,623,800 | 53,602,000 | 0.30% | Put | |
| 42 | TESLA INC | 250,300 | 53,487,000 | 0.30% | Call | |
| 43 | HOME DEPOT INC | 395,900 | 53,082,000 | 0.30% | Call | |
| 44 | SELECT SECTOR SPDR TR | 840,400 | 52,290,000 | 0.29% | Put | |
| 45 | MERCK & CO INC | 883,200 | 51,994,000 | 0.29% | Put | |
| 46 | CHEVRON CORP NEW | 439,800 | 51,764,000 | 0.29% | Call | |
| 47 | DELTA AIRLINES INC DEL | 1,032,000 | 50,764,000 | 0.28% | Put | |
| 48 | SELECT SECTOR SPDR TR | 629,300 | 47,399,000 | 0.27% | Put | |
| 49 | POWERSHARES QQQ TRUST | 398,500 | 47,214,000 | 0.26% | Put | |
| 50 | ISHARES TR | 606,300 | 46,649,000 | 0.26% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001085146-17-000755, filed 2017.02.14).
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.
