| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 1,085,000 | 227,281,000 | 10.10% | Call | |
| 2 | ISHARES TR | 1,560,000 | 179,369,000 | 7.97% | Put | |
| 3 | SPDR S&P 500 ETF TR | 709,600 | 148,643,000 | 6.60% | Put | |
| 4 | ISHARES TR | 2,664,200 | 91,542,000 | 4.07% | Call | |
| 5 | WAL-MART STORES INC | 1,050,000 | 65,027,000 | 2.89% | Put | |
| 6 | MERCK & CO INC | 1,025,000 | 59,050,000 | 2.62% | Put | |
| 7 | TYSON FOODS INC TANG EQ UNIT | 673,474 | 49,919,000 | 2.22% | ||
| 8 | POWERSHS DB US DOLLAR INDEX | 1,787,000 | 44,389,000 | 1.97% | Put | |
| 9 | CURRENCYSHS BRIT POUND STER | 287,300 | 37,392,000 | 1.66% | Put | |
| 10 | WISDOMTREE TR | 928,900 | 36,023,000 | 1.60% | Put | |
| 11 | ISHARES TR | 1,000,000 | 34,220,000 | 1.52% | Put | |
| 12 | POWERSHS DB US DOLLAR INDEX | 1,375,800 | 34,175,000 | 1.52% | Call | |
| 13 | CURRENCYSHS JAPANESE YEN TR | 353,200 | 33,052,000 | 1.47% | Put | |
| 14 | CURRENCYSHARES EURO TR | 249,600 | 26,999,000 | 1.20% | Put | |
| 15 | CURRENCYSHS JAPANESE YEN TR | 280,500 | 26,249,000 | 1.17% | Call | |
| 16 | ISHARES TR | 735,000 | 25,255,000 | 1.12% | Put | |
| 17 | VERIZON COMMUNICATIONS INC | 370,000 | 20,661,000 | 0.92% | Put | |
| 18 | SPDR INDEX SHS FDS | 619,700 | 19,316,000 | 0.86% | Call | |
| 19 | SELECT SECTOR SPDR TR | 340,000 | 19,043,000 | 0.85% | Put | |
| 20 | GENERAL ELECTRIC CO | 585,000 | 18,416,000 | 0.82% | Put | |
| 21 | VANECK ETF TRUST | 635,900 | 17,621,000 | 0.78% | Put | |
| 22 | VANECK ETF TRUST | 621,700 | 17,228,000 | 0.77% | Call | |
| 23 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 200,000 | 16,940,000 | 0.75% | Call | |
| 24 | ISHARES TR | 200,000 | 16,478,000 | 0.73% | Call | |
| 25 | SPDR INDEX SHS FDS | 519,300 | 16,187,000 | 0.72% | Put | |
| 26 | BANK AMER CORP | 1,182,400 | 15,690,000 | 0.70% | Call | |
| 27 | AMAZON COM INC | 20,000 | 14,312,000 | 0.64% | Put | |
| 28 | ISHARES TR | 124,176 | 14,278,000 | 0.63% | ||
| 29 | ALLERGAN PLC | 61,720 | 14,263,000 | 0.63% | ||
| 30 | ISHARES TR | 378,963 | 12,968,000 | 0.58% | ||
| 31 | INTERVAL LEISURE GROUP INC | 813,585 | 12,936,000 | 0.57% | ||
| 32 | ISHARES TR | 50,000 | 12,867,000 | 0.57% | Put | |
| 33 | DELTA AIRLINES INC DEL | 350,000 | 12,751,000 | 0.57% | Call | |
| 34 | NEXSTAR MEDIA GROUP INC | 266,465 | 12,678,000 | 0.56% | ||
| 35 | ZAYO GROUP HOLDINGS | 452,985 | 12,652,000 | 0.56% | ||
| 36 | ARAMARK | 372,908 | 12,463,000 | 0.55% | ||
| 37 | SYNCHRONY FINL | 488,100 | 12,339,000 | 0.55% | ||
| 38 | J.P. MORGAN CHASE & CO | 590,195 | 11,951,000 | 0.53% | ||
| 39 | ALPHABET INC | 16,600 | 11,489,000 | 0.51% | ||
| 40 | BARCLAYS BK PLC IPATH S&P500 VIX | 828,700 | 11,444,000 | 0.51% | Put | |
| 41 | SPDR SER TR | 297,500 | 11,424,000 | 0.51% | Put | |
| 42 | MCDONALDS CORP | 93,600 | 11,264,000 | 0.50% | Put | |
| 43 | VERIZON COMMUNICATIONS INC | 200,000 | 11,168,000 | 0.50% | Call | |
| 44 | ISHARES TR | 325,000 | 11,122,000 | 0.49% | Call | |
| 45 | Nomad HLDGS Ltd | 1,368,978 | 10,924,000 | 0.49% | ||
| 46 | CURRENCYSHS BRIT POUND STER | 83,900 | 10,920,000 | 0.49% | Call | |
| 47 | MICROSOFT CORP | 205,600 | 10,521,000 | 0.47% | Put | |
| 48 | AKORN INC | 368,071 | 10,485,000 | 0.47% | ||
| 49 | UNDER ARMOUR INC C | 287,990 | 10,483,000 | 0.47% | ||
| 50 | AXALTA COATING SYS LTD | 388,809 | 10,315,000 | 0.46% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001140361-16-076488, filed 2016.08.15).
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.
