| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | iShares MSCI Japan ETF | 4,574,745 | 52,197,000 | 43.32% | Call | |
| 2 | ISHARES TR | 42,000 | 46,789,000 | 38.83% | Call | |
| 3 | BARCLAYS BK PLC IPATH S&P500 VIX | 1,000,000 | 17,620,000 | 14.62% | Put | |
| 4 | BARCLAYS BK PLC IPATH S&P500 VIX | 150,000 | 2,643,000 | 2.19% | ||
| 5 | SPDR SER TR | 41,036 | 1,246,000 | 1.03% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000902664-16-007044, filed 2016.05.16).
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.
