| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 9,111,350 | 1,872,747,000 | 7.53% | Call | |
| 2 | POWERSHARES QQQ TRUST | 17,676,800 | 1,825,130,000 | 7.34% | Put | |
| 3 | POWERSHARES QQQ TRUST | 13,529,100 | 1,396,880,000 | 5.62% | Call | |
| 4 | ISHARES TR | 8,540,000 | 1,021,555,000 | 4.11% | Put | |
| 5 | SPDR S&P 500 ETF TR | 3,850,015 | 791,332,000 | 3.18% | ||
| 6 | SPDR DOW JONES INDL AVRG ETF | 2,907,900 | 517,257,000 | 2.08% | Call | |
| 7 | SPDR DOW JONES INDL AVRG ETF | 2,739,200 | 487,249,000 | 1.96% | Put | |
| 8 | iShares MSCI EAFE Call Opt 06/17 65 | 5,188,000 | 315,638,000 | 1.27% | Call | |
| 9 | CALL APPLE INC $110 EXP 01/20/17 AAPL 170120C00110000 | 2,449,670 | 270,395,000 | 1.09% | Call | |
| 10 | SPDR S&P 500 ETF TR PUT | 21,905,420 | 207,473,000 | 0.83% | Put | |
| 11 | SPDR S&P MIDCAP 400 ETF TR | 785,400 | 207,322,000 | 0.83% | Put | |
| 12 | GOOGLE INC | 383,785 | 202,024,000 | 0.81% | Call | |
| 13 | EXXON MOBIL CORP | 1,958,800 | 181,091,000 | 0.73% | Call | |
| 14 | Put (aapl) Apple Inc Jan 20 17 $90 (100 Shs) | 1,596,490 | 176,221,000 | 0.71% | Put | |
| 15 | SELECT SECTOR SPDR TR | 2,215,500 | 175,379,000 | 0.71% | Call | |
| 16 | GOOGLE INC | 307,985 | 163,435,000 | 0.66% | Call | |
| 17 | PRICELINE GRP INC | 142,700 | 162,708,000 | 0.65% | Put | |
| 18 | SELECT SECTOR SPDR TR | 6,281,900 | 155,351,000 | 0.62% | Put | |
| 19 | CURRENCYSHARES EURO TR | 1,300,600 | 154,953,000 | 0.62% | Put | |
| 20 | GOOGLE INC | 287,350 | 151,261,000 | 0.61% | Put | |
| 21 | AMAZON COM INC CALL | 446,610 | 138,605,000 | 0.56% | Call | |
| 22 | PRICELINE GRP INC | 119,300 | 136,027,000 | 0.55% | Call | |
| 23 | GOOGLE INC | 234,050 | 124,201,000 | 0.50% | Put | |
| 24 | SPDR S&P MIDCAP 400 ETF TR | 460,700 | 121,611,000 | 0.49% | Call | |
| 25 | CHEVRON CORP NEW | 1,047,100 | 117,464,000 | 0.47% | Call | |
| 26 | DIREXION DAILY FIN BULL 3X | 869,300 | 110,531,000 | 0.44% | Call | |
| 27 | CURRENCYSHS JAPANESE YEN TR | 1,257,500 | 102,122,000 | 0.41% | Put | |
| 28 | SPDR GOLD TRUST | 892,910 | 101,417,000 | 0.41% | Call | |
| 29 | AMAZON COM INC | 321,650 | 99,824,000 | 0.40% | Put | |
| 30 | CURRENCYSHARES EURO TR | 835,100 | 99,494,000 | 0.40% | Call | |
| 31 | SELECT SECTOR SPDR TR | 3,970,700 | 98,195,000 | 0.39% | Call | |
| 32 | CURRENCYSHARES EURO TR | 805,295 | 95,943,000 | 0.39% | ||
| 33 | INTERNATIONAL BUSINESS MACHS | 589,000 | 94,499,000 | 0.38% | Call | |
| 34 | SPDR GOLD TRUST | 797,110 | 90,536,000 | 0.36% | Put | |
| 35 | JOHNSON & JOHNSON | 795,300 | 83,165,000 | 0.33% | Call | |
| 36 | JPMORGAN CHASE & CO | 1,282,900 | 80,284,000 | 0.32% | Put | |
| 37 | EXXON MOBIL CORP | 852,800 | 78,841,000 | 0.32% | Put | |
| 38 | SCHLUMBERGER LTD | 918,800 | 78,475,000 | 0.32% | Call | |
| 39 | BANK AMER CORP CALL | 4,207,200 | 75,267,000 | 0.30% | Call | |
| 40 | CONOCOPHILLIPS | 1,085,600 | 74,972,000 | 0.30% | Call | |
| 41 | Call (msft) Microsoft Corp Jan 20 17 $60 (100 Shs) | 1,437,400 | 66,767,000 | 0.27% | Call | |
| 42 | SELECT SECTOR SPDR TR SBI HEALTHCARE | 967,500 | 66,158,000 | 0.27% | Put | |
| 43 | INTEL CORP | 1,814,600 | 65,852,000 | 0.26% | Call | |
| 44 | AT&T INC | 1,957,900 | 65,766,000 | 0.26% | Call | |
| 45 | NETFLIX INC | 186,100 | 63,574,000 | 0.26% | Call | |
| 46 | PROSHARES ULTRASHORT QQQ | 1,608,400 | 63,500,000 | 0.26% | Call | |
| 47 | Caterpillar Inc | 692,400 | 63,375,000 | 0.25% | Put | |
| 48 | GOLDMAN SACHS GROUP INC | 321,900 | 62,394,000 | 0.25% | Put | |
| 49 | Call FB 160 Exp Jun 16, 2017 | 770,300 | 60,099,000 | 0.24% | Call | |
| 50 | CHEVRON CORP NEW | 531,600 | 59,635,000 | 0.24% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001294223-15-000001, filed 2015.02.26).
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.
