| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 3,180,400 | 653,764,000 | 10.73% | Put | |
| 2 | SPDR S&P 500 ETF TR | 2,776,100 | 570,655,000 | 9.37% | Call | |
| 3 | ISHARES TR | 1,597,100 | 176,671,000 | 2.90% | Put | |
| 4 | BIOGEN INC | 449,800 | 117,092,000 | 1.92% | Put | |
| 5 | SPDR S&P 500 ETF TR | 544,419 | 111,910,000 | 1.84% | ||
| 6 | ISHARES TR | 869,200 | 96,151,000 | 1.58% | Call | |
| 7 | BIOGEN INC | 339,000 | 88,248,000 | 1.45% | Call | |
| 8 | GILEAD SCIENCES INC | 909,600 | 83,556,000 | 1.37% | Call | |
| 9 | SPDR GOLD TR | 661,700 | 77,816,000 | 1.28% | Call | |
| 10 | POWERSHARES QQQ TRUST | 522,200 | 57,024,000 | 0.94% | Put | |
| 11 | AMGEN INC | 355,800 | 53,345,000 | 0.88% | Call | |
| 12 | GILEAD SCIENCES INC | 550,600 | 50,579,000 | 0.83% | Put | |
| 13 | SELECT SECTOR SPDR TR | 661,700 | 40,972,000 | 0.67% | Put | |
| 14 | JPMORGAN CHASE & CO | 651,600 | 38,588,000 | 0.63% | Call | |
| 15 | BIOGEN INC | 143,246 | 37,290,000 | 0.61% | ||
| 16 | ISHARES TR | 648,600 | 37,055,000 | 0.61% | Call | |
| 17 | KLA-TENCOR CORP | 505,005 | 36,769,000 | 0.60% | ||
| 18 | WELLS FARGO & CO NEW | 726,000 | 35,110,000 | 0.58% | Call | |
| 19 | EMC | 1,252,000 | 33,366,000 | 0.55% | Put | |
| 20 | EMC | 1,212,270 | 32,307,000 | 0.53% | ||
| 21 | WELLS FARGO & CO NEW | 663,400 | 32,082,000 | 0.53% | Put | |
| 22 | CUMMINS INC | 272,606 | 29,971,000 | 0.49% | ||
| 23 | SPDR GOLD TR | 251,257 | 29,548,000 | 0.49% | ||
| 24 | ISHARES TR | 508,900 | 29,073,000 | 0.48% | Put | |
| 25 | JPMORGAN CHASE & CO | 452,700 | 26,809,000 | 0.44% | Put | |
| 26 | SANDISK CORP | 339,300 | 25,813,000 | 0.42% | ||
| 27 | INTEL CORP | 752,700 | 24,350,000 | 0.40% | Put | |
| 28 | CMS Energy Corp | 437,645 | 24,162,000 | 0.40% | ||
| 29 | AMAZON COM INC | 40,100 | 23,805,000 | 0.39% | Call | |
| 30 | CHEVRON CORP NEW | 245,266 | 23,398,000 | 0.38% | ||
| 31 | CME GROUP INC | 242,918 | 23,332,000 | 0.38% | ||
| 32 | ISHARES TR | 652,100 | 22,335,000 | 0.37% | Put | |
| 33 | TIME WARNER INC NEW | 107,250 | 21,945,000 | 0.36% | ||
| 34 | ALLERGAN PLC | 80,748 | 21,642,000 | 0.36% | ||
| 35 | AMGEN INC | 137,000 | 20,541,000 | 0.34% | Put | |
| 36 | SELECT SECTOR SPDR TR | 301,365 | 20,427,000 | 0.34% | ||
| 37 | BOEING CO | 159,826 | 20,288,000 | 0.33% | ||
| 38 | SELECT SECTOR SPDR TR | 254,400 | 20,111,000 | 0.33% | Put | |
| 39 | ISHARES TR | 244,300 | 19,021,000 | 0.31% | Call | |
| 40 | SELECT SECTOR SPDR TR | 338,400 | 18,771,000 | 0.31% | Put | |
| 41 | YAHOO INC | 508,127 | 18,704,000 | 0.31% | ||
| 42 | 3M CO | 110,400 | 18,396,000 | 0.30% | Put | |
| 43 | INTEL CORP | 550,900 | 17,822,000 | 0.29% | Call | |
| 44 | EMC | 650,000 | 17,323,000 | 0.28% | Call | |
| 45 | LIBERTY MEDIA CORP | 454,744 | 17,322,000 | 0.28% | ||
| 46 | AMAZON COM INC | 29,100 | 17,275,000 | 0.28% | Put | |
| 47 | GILEAD SCIENCES INC | 184,831 | 16,977,000 | 0.28% | ||
| 48 | Vaneck Vectors Gold | 832,200 | 16,627,000 | 0.27% | Call | |
| 49 | POWERSHARES QQQ TRUST | 149,300 | 16,303,000 | 0.27% | Call | |
| 50 | ALLERGAN PLC | 60,000 | 16,082,000 | 0.26% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001103882-16-000015, filed 2016.05.16).
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.
