| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 8,416,400 | 1,820,467,000 | 8.72% | Call | |
| 2 | POWERSHARES QQQ TRUST | 10,671,700 | 1,266,944,000 | 6.07% | Put | |
| 3 | POWERSHARES QQQ TRUST | 7,582,000 | 900,135,000 | 4.31% | Call | |
| 4 | SPDR S&P 500 ETF TR PUT | 15,973,700 | 839,856,000 | 4.03% | Put | |
| 5 | SPDR DOW JONES INDL AVRG ETF | 3,965,000 | 724,723,000 | 3.47% | Call | |
| 6 | ISHARES TR | 4,618,600 | 573,676,000 | 2.75% | Put | |
| 7 | iShares MSCI EAFE Call Opt 06/17 65 | 3,907,000 | 485,288,000 | 2.33% | Call | |
| 8 | SPDR DOW JONES INDL AVRG ETF | 2,271,700 | 415,221,000 | 1.99% | Put | |
| 9 | SELECT SECTOR SPDR TR | 4,604,300 | 325,110,000 | 1.56% | Put | |
| 10 | SELECT SECTOR SPDR TR | 2,993,000 | 211,336,000 | 1.01% | Call | |
| 11 | SPDR S&P 500 ETF TR | 861,751 | 186,397,000 | 0.89% | ||
| 12 | Put (aapl) Apple Inc Jan 20 17 $90 (100 Shs) | 1,502,500 | 169,858,000 | 0.81% | Put | |
| 13 | CALL APPLE INC $110 EXP 01/20/17 AAPL 170120C00110000 | 1,456,500 | 164,657,000 | 0.79% | Call | |
| 14 | JPMORGAN CHASE & CO | 2,185,700 | 145,546,000 | 0.70% | Call | |
| 15 | GOLDMAN SACHS GROUP INC | 894,100 | 144,192,000 | 0.69% | Put | |
| 16 | JPMORGAN CHASE & CO | 1,936,600 | 128,958,000 | 0.62% | Put | |
| 17 | SPDR GOLD TRUST | 999,700 | 125,602,000 | 0.60% | Call | |
| 18 | EXXON MOBIL CORP | 1,406,200 | 122,733,000 | 0.59% | Call | |
| 19 | ISHARES CHINA LARGE CAP ETF | 928,900 | 115,323,000 | 0.55% | Call | |
| 20 | CURRENCYSHARES EURO TR | 1,016,086 | 111,109,000 | 0.53% | ||
| 21 | FEDEX CORP | 608,000 | 106,205,000 | 0.51% | Put | |
| 22 | EXXON MOBIL CORP | 1,190,100 | 103,872,000 | 0.50% | Put | |
| 23 | CURRENCYSHARES EURO TR | 946,500 | 103,500,000 | 0.50% | Put | |
| 24 | ISHARES TR | 356,400 | 103,164,000 | 0.49% | Put | |
| 25 | INTERNATIONAL BUSINESS MACHS | 645,300 | 102,506,000 | 0.49% | Put | |
| 26 | ALPHABET INC | 130,900 | 101,747,000 | 0.49% | Put | |
| 27 | ISHARES TR | 784,480 | 97,440,000 | 0.47% | ||
| 28 | CHEVRON CORP NEW | 927,300 | 95,438,000 | 0.46% | Put | |
| 29 | Call (msft) Microsoft Corp Jan 20 17 $60 (100 Shs) | 1,583,900 | 91,233,000 | 0.44% | Call | |
| 30 | Call FB 160 Exp Jun 16, 2017 | 698,500 | 89,597,000 | 0.43% | Call | |
| 31 | WELLS FARGO & CO NEW | 2,012,600 | 89,118,000 | 0.43% | Put | |
| 32 | MICROSOFT CORP | 1,521,700 | 87,650,000 | 0.42% | Put | |
| 33 | ALPHABET INC | 105,100 | 84,507,000 | 0.41% | Call | |
| 34 | CURRENCYSHARES EURO TR | 764,000 | 83,543,000 | 0.40% | Call | |
| 35 | PRICELINE GRP INC | 56,500 | 83,139,000 | 0.40% | Call | |
| 36 | SPDR GOLD TRUST | 654,100 | 82,181,000 | 0.39% | Put | |
| 37 | SELECT SECTOR SPDR TR SBI HEALTHCARE | 1,073,500 | 77,410,000 | 0.37% | Put | |
| 38 | CHEVRON CORP NEW | 750,800 | 77,272,000 | 0.37% | Call | |
| 39 | ALPHABET INC | 97,700 | 75,941,000 | 0.36% | Call | |
| 40 | AMAZON COM INC CALL | 84,700 | 70,920,000 | 0.34% | Call | |
| 41 | CITIGROUP INC | 1,495,800 | 70,647,000 | 0.34% | Put | |
| 42 | INTERNATIONAL BUSINESS MACHS | 434,400 | 69,004,000 | 0.33% | Call | |
| 43 | PRICELINE GRP INC | 45,700 | 67,247,000 | 0.32% | Put | |
| 44 | AMAZON COM INC | 77,000 | 64,473,000 | 0.31% | Put | |
| 45 | HOME DEPOT INC | 488,200 | 62,822,000 | 0.30% | Call | |
| 46 | CITIGROUP INC | 1,325,200 | 62,589,000 | 0.30% | Call | |
| 47 | WELLS FARGO CO NEW | 1,295,800 | 57,378,000 | 0.27% | Call | |
| 48 | JOHNSON & JOHNSON | 483,400 | 57,104,000 | 0.27% | Call | |
| 49 | FEDEX CORP | 323,900 | 56,579,000 | 0.27% | Call | |
| 50 | ISHARES TR | 1,498,800 | 56,130,000 | 0.27% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001294223-16-000008, filed 2016.11.02).
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.
