| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 15,026,700 | 1,147,249,000 | 5.38% | Call | |
| 2 | SPDR DOW JONES INDL AVRG ETF | 6,107,500 | 1,093,243,000 | 5.13% | Call | |
| 3 | POWERSHARES QQQ TRUST | 7,412,700 | 797,162,000 | 3.74% | Put | |
| 4 | POWERSHARES QQQ TRUST | 7,091,900 | 762,663,000 | 3.58% | Call | |
| 5 | ISHARES TR | 6,171,300 | 709,576,000 | 3.33% | Put | |
| 6 | iShares MSCI EAFE Call Opt 06/17 65 | 4,396,000 | 505,452,000 | 2.37% | Call | |
| 7 | SPDR DOW JONES INDL AVRG ETF | 2,446,600 | 437,941,000 | 2.06% | Put | |
| 8 | SPDR S&P 500 ETF TR PUT | 21,918,300 | 296,369,000 | 1.39% | Put | |
| 9 | SPDR S&P 500 ETF TR | 1,330,962 | 278,803,000 | 1.31% | ||
| 10 | JPMORGAN CHASE & CO | 2,917,600 | 181,300,000 | 0.85% | Put | |
| 11 | SELECT SECTOR SPDR TR | 2,615,200 | 178,461,000 | 0.84% | Call | |
| 12 | Put (aapl) Apple Inc Jan 20 17 $90 (100 Shs) | 1,827,700 | 174,728,000 | 0.82% | Put | |
| 13 | EXXON MOBIL CORP | 1,854,200 | 173,813,000 | 0.82% | Call | |
| 14 | SELECT SECTOR SPDR TR | 2,539,900 | 173,323,000 | 0.81% | Put | |
| 15 | CHEVRON CORP NEW | 1,611,600 | 168,944,000 | 0.79% | Put | |
| 16 | SPDR GOLD TRUST | 1,275,100 | 161,262,000 | 0.76% | Call | |
| 17 | INTERNATIONAL BUSINESS MACHS | 947,000 | 143,736,000 | 0.67% | Put | |
| 18 | HOME DEPOT INC | 1,113,700 | 142,208,000 | 0.67% | Put | |
| 19 | EXXON MOBIL CORP | 1,423,700 | 133,458,000 | 0.63% | Put | |
| 20 | SPDR GOLD TRUST | 954,100 | 120,665,000 | 0.57% | Put | |
| 21 | ALPHABET INC | 172,800 | 119,595,000 | 0.56% | Call | |
| 22 | JPMORGAN CHASE & CO | 1,869,000 | 116,140,000 | 0.55% | Call | |
| 23 | HOME DEPOT INC | 880,200 | 112,393,000 | 0.53% | Call | |
| 24 | ISHARES TR | 433,900 | 111,660,000 | 0.52% | Put | |
| 25 | CALL APPLE INC $110 EXP 01/20/17 AAPL 170120C00110000 | 1,151,800 | 110,112,000 | 0.52% | Call | |
| 26 | CURRENCYSHS BRIT POUND STER | 832,100 | 108,298,000 | 0.51% | Put | |
| 27 | MCDONALDS CORP | 890,100 | 107,115,000 | 0.50% | Call | |
| 28 | Call FB 160 Exp Jun 16, 2017 | 886,600 | 101,321,000 | 0.48% | Call | |
| 29 | ALPHABET INC | 143,400 | 100,886,000 | 0.47% | Call | |
| 30 | PRICELINE GRP INC | 80,300 | 100,247,000 | 0.47% | Call | |
| 31 | LOCKHEED MARTIN CORP | 393,000 | 97,531,000 | 0.46% | Call | |
| 32 | SPDR S&P MIDCAP 400 ETF TR | 355,100 | 96,669,000 | 0.45% | Call | |
| 33 | ALPHABET INC | 136,000 | 94,126,000 | 0.44% | Put | |
| 34 | PRICELINE GRP INC | 74,900 | 93,506,000 | 0.44% | Put | |
| 35 | BOEING CO | 709,200 | 92,104,000 | 0.43% | Put | |
| 36 | JOHNSON & JOHNSON | 739,100 | 89,653,000 | 0.42% | Put | |
| 37 | GOLDMAN SACHS GROUP INC | 598,100 | 88,866,000 | 0.42% | Put | |
| 38 | Call (msft) Microsoft Corp Jan 20 17 $60 (100 Shs) | 1,675,100 | 85,715,000 | 0.40% | Call | |
| 39 | MICROSOFT CORP | 1,670,100 | 85,459,000 | 0.40% | Put | |
| 40 | CHEVRON CORP NEW | 808,800 | 84,787,000 | 0.40% | Call | |
| 41 | UNITED PARCEL SERVICE INC | 783,100 | 84,356,000 | 0.40% | Call | |
| 42 | CURRENCYSHARES EURO TR | 776,100 | 83,951,000 | 0.39% | Put | |
| 43 | JOHNSON & JOHNSON | 685,700 | 83,175,000 | 0.39% | Call | |
| 44 | ISHARES TR | 717,802 | 82,533,000 | 0.39% | ||
| 45 | AMAZON COM INC CALL | 113,500 | 81,223,000 | 0.38% | Call | |
| 46 | LOCKHEED MARTIN CORP | 318,600 | 79,067,000 | 0.37% | Put | |
| 47 | CURRENCYSHARES EURO TR | 709,000 | 76,693,000 | 0.36% | Call | |
| 48 | GOLDMAN SACHS GROUP INC | 513,500 | 76,296,000 | 0.36% | Call | |
| 49 | CITIGROUP INC | 1,778,700 | 75,399,000 | 0.35% | Call | |
| 50 | AMAZON COM INC | 105,000 | 75,140,000 | 0.35% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001294223-16-000007, filed 2016.08.04).
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.
