| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 45,224,600 | 9,219,934,000 | 18.74% | Put | |
| 2 | SPDR S&P 500 ETF TR | 33,401,100 | 6,809,481,000 | 13.84% | Call | |
| 3 | ISHARES TR | 25,822,500 | 2,908,140,000 | 5.91% | Put | |
| 4 | ISHARES TR | 9,061,700 | 1,020,529,000 | 2.07% | Call | |
| 5 | ISHARES TR | 14,789,700 | 868,450,000 | 1.76% | Put | |
| 6 | ISHARES TR | 20,248,900 | 651,815,000 | 1.32% | Put | |
| 7 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 7,096,700 | 571,852,000 | 1.16% | Put | |
| 8 | POWERSHARES QQQ TRUST | 4,532,500 | 507,007,000 | 1.03% | Call | |
| 9 | POWERSHARES QQQ TRUST | 4,021,500 | 449,845,000 | 0.91% | Put | |
| 10 | ISHARES TR | 11,517,900 | 406,469,000 | 0.83% | Put | |
| 11 | ISHARES | 18,825,300 | 389,308,000 | 0.79% | Put | |
| 12 | SPDR GOLD TR | 3,824,700 | 388,054,000 | 0.79% | Call | |
| 13 | MICROSOFT CORP | 6,966,300 | 386,489,000 | 0.79% | Put | |
| 14 | APPLE INC | 3,581,000 | 376,946,000 | 0.77% | Put | |
| 15 | ISHARES TR | 11,680,100 | 375,983,000 | 0.76% | Call | |
| 16 | FACEBOOK INC | 3,542,600 | 370,767,000 | 0.75% | Call | |
| 17 | GOLDMAN SACHS GROUP INC | 1,898,600 | 342,183,000 | 0.70% | Put | |
| 18 | ISHARES | 16,528,400 | 341,806,000 | 0.69% | Call | |
| 19 | JPMORGAN CHASE & CO | 5,025,000 | 331,801,000 | 0.67% | Put | |
| 20 | MORGAN STANLEY | 9,836,100 | 312,885,000 | 0.64% | Put | |
| 21 | GOLDMAN SACHS GROUP INC | 1,732,200 | 312,190,000 | 0.63% | Call | |
| 22 | MONSANTO CO NEW | 2,954,300 | 291,059,000 | 0.59% | Call | |
| 23 | UNITED TECHNOLOGIES CORP | 2,970,800 | 285,403,000 | 0.58% | Call | |
| 24 | CITIGROUP INC | 5,010,800 | 259,313,000 | 0.53% | Put | |
| 25 | APPLE INC | 2,426,900 | 255,461,000 | 0.52% | Call | |
| 26 | MICROSOFT CORP | 4,422,200 | 245,342,000 | 0.50% | Call | |
| 27 | CITIGROUP INC | 4,554,400 | 235,692,000 | 0.48% | Call | |
| 28 | ISHARES TR | 3,997,400 | 234,730,000 | 0.48% | Call | |
| 29 | AMAZON COM INC | 341,400 | 230,751,000 | 0.47% | Put | |
| 30 | ISHARES TR | 6,184,000 | 218,239,000 | 0.44% | Call | |
| 31 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 2,578,000 | 207,735,000 | 0.42% | Call | |
| 32 | WELLS FARGO & CO NEW | 3,515,500 | 191,099,000 | 0.39% | Put | |
| 33 | FACEBOOK INC | 1,763,900 | 184,608,000 | 0.38% | Put | |
| 34 | SELECT SECTOR SPDR TR | 2,726,600 | 164,467,000 | 0.33% | Put | |
| 35 | SPDR GOLD TR | 1,589,900 | 161,312,000 | 0.33% | Put | |
| 36 | AT&T INC | 4,565,900 | 157,114,000 | 0.32% | Call | |
| 37 | PROCTER AND GAMBLE CO | 1,954,300 | 155,192,000 | 0.32% | Put | |
| 38 | QUALCOMM INC | 2,972,800 | 148,600,000 | 0.30% | Call | |
| 39 | ALIBABA GROUP HLDG LTD | 1,787,100 | 145,241,000 | 0.30% | Call | |
| 40 | UNITED TECHNOLOGIES CORP | 1,496,200 | 143,735,000 | 0.29% | Put | |
| 41 | INTEL CORP | 4,148,400 | 142,915,000 | 0.29% | Call | |
| 42 | VERIZON COMMUNICATIONS INC | 3,004,200 | 138,854,000 | 0.28% | Put | |
| 43 | JPMORGAN CHASE & CO | 2,004,900 | 132,382,000 | 0.27% | Call | |
| 44 | AMERICAN AIRLS GROUP INC | 3,084,100 | 130,613,000 | 0.27% | Put | |
| 45 | CHIPOTLE MEXICAN GRILL INC | 268,600 | 128,891,000 | 0.26% | Put | |
| 46 | AMERICAN EXPRESS CO | 1,849,500 | 128,636,000 | 0.26% | Put | |
| 47 | COCA COLA CO | 2,988,800 | 128,400,000 | 0.26% | Put | |
| 48 | INTEL CORP | 3,696,200 | 127,330,000 | 0.26% | Put | |
| 49 | AT&T INC | 3,599,900 | 123,872,000 | 0.25% | Put | |
| 50 | CISCO SYS INC | 4,536,300 | 123,185,000 | 0.25% | Call |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001140361-16-052806, filed 2016.02.16).
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.
