| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR PUT | 9,008,700 | 1,851,468,000 | 8.91% | Put | |
| 2 | SPDR S&P 500 ETF TR | 6,152,600 | 1,264,482,000 | 6.08% | Call | |
| 3 | POWERSHARES QQQ TRUST | 8,701,900 | 950,247,000 | 4.57% | Put | |
| 4 | SPDR DOW JONES INDL AVRG ETF | 3,341,000 | 590,154,000 | 2.84% | Call | |
| 5 | ISHARES TR | 4,785,000 | 529,365,000 | 2.55% | Put | |
| 6 | POWERSHARES QQQ TRUST | 4,609,300 | 503,336,000 | 2.42% | Call | |
| 7 | SPDR S&P 500 ETF TR | 2,117,564 | 435,202,000 | 2.09% | ||
| 8 | iShares MSCI EAFE Call Opt 06/17 65 | 3,776,600 | 417,805,000 | 2.01% | Call | |
| 9 | Put (aapl) Apple Inc Jan 20 17 $90 (100 Shs) | 2,364,200 | 257,674,000 | 1.24% | Put | |
| 10 | CHEVRON CORP NEW | 2,216,500 | 211,454,000 | 1.02% | Put | |
| 11 | EXXON MOBIL CORP | 2,509,200 | 209,744,000 | 1.01% | Put | |
| 12 | SPDR DOW JONES INDL AVRG ETF | 1,171,700 | 206,969,000 | 1.00% | Put | |
| 13 | EXXON MOBIL CORP | 2,273,800 | 190,067,000 | 0.91% | Call | |
| 14 | SPDR GOLD TRUST | 1,490,400 | 175,331,000 | 0.84% | Call | |
| 15 | HOME DEPOT INC | 1,131,300 | 150,949,000 | 0.73% | Put | |
| 16 | 3M CO | 802,600 | 133,737,000 | 0.64% | Put | |
| 17 | CHEVRON CORP NEW | 1,327,600 | 126,653,000 | 0.61% | Call | |
| 18 | ALPHABET INC | 149,650 | 114,168,000 | 0.55% | Put | |
| 19 | SELECT SECTOR SPDR TR | 1,725,200 | 106,773,000 | 0.51% | Call | |
| 20 | ALPHABET INC | 136,850 | 101,946,000 | 0.49% | Put | |
| 21 | CALL APPLE INC $110 EXP 01/20/17 AAPL 170120C00110000 | 918,400 | 100,096,000 | 0.48% | Call | |
| 22 | SPDR S&P MIDCAP 400 ETF TR | 378,600 | 99,466,000 | 0.48% | Put | |
| 23 | JOHNSON & JOHNSON | 881,900 | 95,422,000 | 0.46% | Put | |
| 24 | SELECT SECTOR SPDR TR | 1,500,500 | 92,866,000 | 0.45% | Put | |
| 25 | AMAZON COM INC | 154,300 | 91,599,000 | 0.44% | Put | |
| 26 | CURRENCYSHARES EURO TR | 802,800 | 89,255,000 | 0.43% | Call | |
| 27 | ALPHABET INC | 119,800 | 89,245,000 | 0.43% | Call | |
| 28 | Call (msft) Microsoft Corp Jan 20 17 $60 (100 Shs) | 1,613,100 | 89,092,000 | 0.43% | Call | |
| 29 | SPDR S&P MIDCAP 400 ETF TR | 336,600 | 88,432,000 | 0.43% | Call | |
| 30 | PROCTER AND GAMBLE CO | 1,052,300 | 86,615,000 | 0.42% | Call | |
| 31 | PROCTER AND GAMBLE CO | 1,046,600 | 86,146,000 | 0.41% | Put | |
| 32 | PRICELINE GRP INC | 66,300 | 85,458,000 | 0.41% | Call | |
| 33 | ALPHABET INC | 102,600 | 78,274,000 | 0.38% | Call | |
| 34 | AMAZON COM INC CALL | 131,200 | 77,886,000 | 0.37% | Call | |
| 35 | PRICELINE GRP INC | 60,400 | 77,853,000 | 0.37% | Put | |
| 36 | ISHARES TR | 692,201 | 76,578,000 | 0.37% | ||
| 37 | SELECT SECTOR SPDR TR SBI HEALTHCARE | 1,123,200 | 76,130,000 | 0.37% | Put | |
| 38 | ISHARES TR | 288,900 | 75,348,000 | 0.36% | Put | |
| 39 | MICROSOFT CORP | 1,307,000 | 72,186,000 | 0.35% | Put | |
| 40 | Call FB 160 Exp Jun 16, 2017 | 610,600 | 69,669,000 | 0.34% | Call | |
| 41 | GOLDMAN SACHS GROUP INC | 427,300 | 67,078,000 | 0.32% | Put | |
| 42 | CURRENCYSHARES EURO TR | 579,300 | 64,407,000 | 0.31% | Put | |
| 43 | WAL-MART STORES INC | 920,600 | 63,052,000 | 0.30% | Call | |
| 44 | JPMORGAN CHASE & CO | 1,062,000 | 62,892,000 | 0.30% | Call | |
| 45 | SPDR GOLD TRUST | 529,800 | 62,326,000 | 0.30% | Put | |
| 46 | WELLS FARGO CO NEW | 1,287,800 | 62,278,000 | 0.30% | Call | |
| 47 | VERIZON COMMUNICATIONS INC | 1,147,800 | 62,073,000 | 0.30% | Call | |
| 48 | JOHNSON & JOHNSON | 569,400 | 61,609,000 | 0.30% | Call | |
| 49 | INTERNATIONAL BUSINESS MACHS | 386,300 | 58,505,000 | 0.28% | Put | |
| 50 | FACEBOOK INC | 504,900 | 57,609,000 | 0.28% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001294223-16-000006, filed 2016.05.05).
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.
