| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 9,073,400 | 1,738,736,000 | 7.21% | Call | |
| 2 | POWERSHARES QQQ TRUST | 11,720,300 | 1,192,658,000 | 4.95% | Put | |
| 3 | SPDR S&P 500 ETF TR PUT | 27,046,700 | 887,992,000 | 3.68% | Put | |
| 4 | SPDR DOW JONES INDL AVRG ETF | 4,414,300 | 717,853,000 | 2.98% | Call | |
| 5 | POWERSHARES QQQ TRUST | 5,266,200 | 535,889,000 | 2.22% | Call | |
| 6 | ISHARES TR | 8,508,600 | 487,713,000 | 2.02% | Put | |
| 7 | iShares MSCI EAFE Call Opt 06/17 65 | 4,416,400 | 482,271,000 | 2.00% | Call | |
| 8 | CALL APPLE INC $110 EXP 01/20/17 AAPL 170120C00110000 | 3,829,300 | 422,372,000 | 1.75% | Call | |
| 9 | SPDR DOW JONES INDL AVRG ETF | 2,431,000 | 395,329,000 | 1.64% | Put | |
| 10 | Put (aapl) Apple Inc Jan 20 17 $90 (100 Shs) | 2,472,470 | 272,713,000 | 1.13% | Put | |
| 11 | EXXON MOBIL CORP | 2,988,800 | 222,217,000 | 0.92% | Call | |
| 12 | GOOGLE INC | 321,370 | 195,528,000 | 0.81% | Put | |
| 13 | CONSUMER DISCRETIONARY SELT | 2,383,200 | 176,976,000 | 0.73% | Call | |
| 14 | SPDR GOLD TRUST | 1,655,200 | 176,875,000 | 0.73% | Call | |
| 15 | SPDR S&P 500 ETF TR | 920,839 | 176,460,000 | 0.73% | ||
| 16 | GOOGLE INC | 275,305 | 175,746,000 | 0.73% | Call | |
| 17 | GOOGLE INC | 287,505 | 174,924,000 | 0.73% | Call | |
| 18 | EXXON MOBIL CORP | 2,211,700 | 164,440,000 | 0.68% | Put | |
| 19 | CURRENCYSHARES EURO TR | 1,485,600 | 162,792,000 | 0.68% | Put | |
| 20 | Call FB 160 Exp Jun 16, 2017 | 1,776,700 | 159,725,000 | 0.66% | Call | |
| 21 | SPDR GOLD TRUST | 1,433,700 | 153,205,000 | 0.64% | Put | |
| 22 | PRICELINE GRP INC | 123,700 | 153,000,000 | 0.63% | Call | |
| 23 | GOOGLE INC | 232,970 | 148,721,000 | 0.62% | Put | |
| 24 | SPDR S&P MIDCAP 400 ETF TR | 554,500 | 138,010,000 | 0.57% | Call | |
| 25 | Call (msft) Microsoft Corp Jan 20 17 $60 (100 Shs) | 3,036,100 | 134,378,000 | 0.56% | Call | |
| 26 | PRICELINE GRP INC | 106,500 | 131,726,000 | 0.55% | Put | |
| 27 | AMAZON COM INC | 257,170 | 131,643,000 | 0.55% | Put | |
| 28 | SELECT SECTOR SPDR TR | 5,685,300 | 128,829,000 | 0.53% | Put | |
| 29 | CHEVRON CORP NEW | 1,493,400 | 117,799,000 | 0.49% | Put | |
| 30 | CHEVRON CORP NEW | 1,383,900 | 109,162,000 | 0.45% | Call | |
| 31 | ISHARES TR | 348,800 | 105,802,000 | 0.44% | Put | |
| 32 | AMAZON COM INC CALL | 204,290 | 104,574,000 | 0.43% | Call | |
| 33 | BANK AMER CORP CALL | 6,659,000 | 103,747,000 | 0.43% | Call | |
| 34 | DISNEY WALT CO | 986,300 | 100,800,000 | 0.42% | Put | |
| 35 | SELECT SECTOR SPDR TR | 1,580,300 | 96,714,000 | 0.40% | Call | |
| 36 | MICROSOFT CORP | 2,071,800 | 91,698,000 | 0.38% | Put | |
| 37 | JOHNSON & JOHNSON | 973,700 | 90,895,000 | 0.38% | Put | |
| 38 | JPMORGAN CHASE & CO | 1,478,100 | 90,120,000 | 0.37% | Call | |
| 39 | JOHNSON & JOHNSON | 932,600 | 87,058,000 | 0.36% | Call | |
| 40 | SELECT SECTOR SPDR TR | 1,129,600 | 83,884,000 | 0.35% | Put | |
| 41 | JPMORGAN CHASE & CO | 1,334,300 | 81,352,000 | 0.34% | Put | |
| 42 | INTERNATIONAL BUSINESS MACHS | 556,400 | 80,661,000 | 0.33% | Call | |
| 43 | DISNEY WALT CO | 784,400 | 80,166,000 | 0.33% | Call | |
| 44 | SELECT SECTOR SPDR TR | 1,268,400 | 77,626,000 | 0.32% | Put | |
| 45 | WELLS FARGO CO NEW | 1,506,200 | 77,343,000 | 0.32% | Call | |
| 46 | MCDONALDS CORP | 746,800 | 73,582,000 | 0.31% | Call | |
| 47 | 3M CO | 518,600 | 73,522,000 | 0.30% | Put | |
| 48 | SPDR S&P MIDCAP 400 ETF TR | 295,300 | 73,497,000 | 0.30% | Put | |
| 49 | CURRENCYSHS JAPANESE YEN TR | 905,400 | 73,183,000 | 0.30% | Put | |
| 50 | FACEBOOK INC | 809,500 | 72,774,000 | 0.30% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001294223-15-000004, filed 2015.11.02).
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.
