| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 57,077,000 | 12,345,756,000 | 22.88% | Put | |
| 2 | SPDR S&P 500 ETF TR | 19,663,600 | 4,253,240,000 | 7.88% | Call | |
| 3 | ISHARES TR | 27,484,900 | 3,413,905,000 | 6.33% | Put | |
| 4 | SPDR GOLD TR | 12,252,600 | 1,539,417,000 | 2.85% | Call | |
| 5 | ISHARES TR | 10,579,400 | 1,454,775,000 | 2.70% | Put | |
| 6 | ISHARES TR | 6,137,900 | 844,024,000 | 1.56% | Call | |
| 7 | APPLE INC | 7,416,800 | 838,468,000 | 1.55% | Put | |
| 8 | APPLE INC | 7,143,000 | 807,515,000 | 1.50% | Call | |
| 9 | ISHARES TR | 20,383,600 | 763,368,000 | 1.41% | Put | |
| 10 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 6,196,400 | 540,700,000 | 1.00% | Put | |
| 11 | ALIBABA GROUP HLDG LTD | 4,128,400 | 436,744,000 | 0.81% | Call | |
| 12 | ISHARES TR | 7,320,800 | 432,881,000 | 0.80% | Put | |
| 13 | ISHARES | 12,814,200 | 432,222,000 | 0.80% | Call | |
| 14 | MICROSOFT CORP | 7,242,100 | 417,142,000 | 0.77% | Put | |
| 15 | ISHARES | 11,932,200 | 402,473,000 | 0.75% | Put | |
| 16 | MICROSOFT CORP | 6,795,500 | 391,422,000 | 0.73% | Call | |
| 17 | BARCLAYS BK PLC | 11,483,875 | 391,257,000 | 0.73% | Put | |
| 18 | ISHARES TR | 9,366,000 | 350,760,000 | 0.65% | Call | |
| 19 | ISHARES TR | 8,767,000 | 333,236,000 | 0.62% | Put | |
| 20 | ISHARES TR | 2,676,600 | 332,461,000 | 0.62% | Call | |
| 21 | AT&T INC | 7,394,000 | 300,271,000 | 0.56% | Put | |
| 22 | CITIGROUP INC | 6,019,500 | 284,299,000 | 0.53% | Call | |
| 23 | AMAZON COM INC | 312,600 | 261,742,000 | 0.49% | Put | |
| 24 | ISHARES TR | 6,543,400 | 248,714,000 | 0.46% | Call | |
| 25 | POWERSHARES QQQ TRUST | 2,086,900 | 247,758,000 | 0.46% | Put | |
| 26 | GOLDMAN SACHS GROUP INC | 1,495,500 | 241,182,000 | 0.45% | Put | |
| 27 | PROCTER AND GAMBLE CO | 2,676,900 | 240,255,000 | 0.45% | Put | |
| 28 | JPMORGAN CHASE & CO | 3,524,400 | 234,687,000 | 0.43% | Put | |
| 29 | QUALCOMM INC | 3,423,300 | 234,498,000 | 0.43% | Call | |
| 30 | ISHARES TR | 1,880,495 | 233,576,000 | 0.43% | ||
| 31 | POWERSHARES QQQ TRUST | 1,949,200 | 231,408,000 | 0.43% | Call | |
| 32 | MORGAN STANLEY | 7,033,400 | 225,490,000 | 0.42% | Put | |
| 33 | DISNEY WALT CO | 2,385,800 | 221,545,000 | 0.41% | Put | |
| 34 | PROCTER AND GAMBLE CO | 2,441,700 | 219,146,000 | 0.41% | Call | |
| 35 | AT&T INC | 5,260,700 | 213,637,000 | 0.40% | Call | |
| 36 | GENERAL ELECTRIC CO | 7,074,900 | 209,557,000 | 0.39% | Call | |
| 37 | COMCAST CORP NEW | 2,724,000 | 180,708,000 | 0.33% | Call | |
| 38 | JPMORGAN CHASE & CO | 2,676,700 | 178,241,000 | 0.33% | Call | |
| 39 | UNITED PARCEL SERVICE INC | 1,571,900 | 171,903,000 | 0.32% | Call | |
| 40 | SELECT SECTOR SPDR TR | 2,889,900 | 168,712,000 | 0.31% | Call | |
| 41 | UNITED STATES | 14,297,800 | 156,276,000 | 0.29% | Call | |
| 42 | FACEBOOK INC | 1,160,600 | 148,871,000 | 0.28% | Put | |
| 43 | ALIBABA GROUP HLDG LTD | 1,387,600 | 146,795,000 | 0.27% | Put | |
| 44 | SELECT SECTOR SPDR TR | 2,000,000 | 144,220,000 | 0.27% | Call | |
| 45 | MONDELEZ INTL INC | 3,227,770 | 141,699,000 | 0.26% | ||
| 46 | UNITED STATES | 12,340,700 | 134,885,000 | 0.25% | Put | |
| 47 | INTEL CORP | 3,509,100 | 132,475,000 | 0.25% | Call | |
| 48 | SELECT SECTOR SPDR TR | 1,834,000 | 129,499,000 | 0.24% | Call | |
| 49 | WISDOMTREE TR | 2,950,000 | 126,584,000 | 0.23% | Call | |
| 50 | ISHARES TR | 3,266,701 | 122,338,000 | 0.23% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001140361-16-086163, filed 2016.11.14).
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.
