| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 2,344,200 | 482,554,000 | 11.72% | Put | |
| 2 | SPDR S&P 500 ETF TR | 1,548,400 | 318,738,000 | 7.74% | Call | |
| 3 | ISHARES TR | 538,200 | 67,200,000 | 1.63% | Put | |
| 4 | AMAZON COM INC | 106,400 | 46,187,000 | 1.12% | Put | |
| 5 | MCDONALDS CORP | 437,600 | 41,603,000 | 1.01% | Put | |
| 6 | SPDR DOW JONES INDL AVRG ETF | 197,000 | 34,637,000 | 0.84% | Call | |
| 7 | MICROSOFT CORP | 758,400 | 33,483,000 | 0.81% | Put | |
| 8 | GILEAD SCIENCES INC | 282,800 | 33,110,000 | 0.80% | Put | |
| 9 | GENERAL ELECTRIC CO | 1,205,700 | 32,035,000 | 0.78% | Put | |
| 10 | ISHARES TR | 245,700 | 30,678,000 | 0.75% | Call | |
| 11 | PEPSICO INC | 325,500 | 30,382,000 | 0.74% | Put | |
| 12 | COCA COLA CO | 730,100 | 28,642,000 | 0.70% | Put | |
| 13 | POWERSHARES QQQ TRUST | 235,600 | 25,226,000 | 0.61% | Call | |
| 14 | FACEBOOK INC | 293,800 | 25,196,000 | 0.61% | Put | |
| 15 | CATERPILLAR INC | 294,400 | 24,971,000 | 0.61% | Put | |
| 16 | MASTERCARD INCORPORATED | 260,000 | 24,305,000 | 0.59% | Put | |
| 17 | JPMORGAN CHASE & CO | 349,900 | 23,709,000 | 0.58% | Put | |
| 18 | BANK AMER CORP | 1,329,700 | 22,631,000 | 0.55% | Put | |
| 19 | APPLE INC | 173,600 | 21,775,000 | 0.53% | Put | |
| 20 | HOME DEPOT INC | 187,300 | 20,815,000 | 0.51% | Put | |
| 21 | WALGREENS BOOTS ALLIANCE INC | 246,300 | 20,798,000 | 0.51% | Put | |
| 22 | FEDEX CORP | 120,300 | 20,499,000 | 0.50% | Put | |
| 23 | NETFLIX INC | 30,900 | 20,299,000 | 0.49% | Put | |
| 24 | EBAY INC | 335,300 | 20,198,000 | 0.49% | Put | |
| 25 | ISHARES NASDAQ BIOTECHNOLOGY ETF | 36,000 | 19,441,000 | 0.47% | Put | |
| 26 | CITIGROUP INC | 342,400 | 18,914,000 | 0.46% | Put | |
| 27 | BIOGEN INC | 46,600 | 18,824,000 | 0.46% | Put | |
| 28 | BERKSHIRE HATHAWAY INC DEL | 137,100 | 18,661,000 | 0.45% | Put | |
| 29 | VISA INC | 274,000 | 18,399,000 | 0.45% | Put | |
| 30 | INTERNATIONAL BUSINESS MACHS | 107,400 | 17,470,000 | 0.42% | Put | |
| 31 | BAIDU INC | 87,100 | 17,340,000 | 0.42% | Put | |
| 32 | HALLIBURTON | 402,200 | 17,323,000 | 0.42% | Put | |
| 33 | JOHNSON & JOHNSON | 173,800 | 16,939,000 | 0.41% | Put | |
| 34 | PRICELINE GRP INC | 14,600 | 16,810,000 | 0.41% | Put | |
| 35 | UNITED PARCEL SERVICE INC | 169,500 | 16,426,000 | 0.40% | Put | |
| 36 | GOLDMAN SACHS GROUP INC | 78,500 | 16,390,000 | 0.40% | Put | |
| 37 | PROCTER AND GAMBLE CO | 207,400 | 16,227,000 | 0.39% | Put | |
| 38 | SOUTHERN CO | 382,900 | 16,044,000 | 0.39% | Put | |
| 39 | PFIZER INC | 476,100 | 15,964,000 | 0.39% | Put | |
| 40 | WAL-MART STORES INC | 224,900 | 15,952,000 | 0.39% | Put | |
| 41 | EXXON MOBIL CORP | 189,000 | 15,725,000 | 0.38% | Call | |
| 42 | CISCO SYS INC | 556,300 | 15,276,000 | 0.37% | Put | |
| 43 | MERCK & CO INC | 267,300 | 15,217,000 | 0.37% | Put | |
| 44 | PRUDENTIAL FINL INC | 164,000 | 14,353,000 | 0.35% | Put | |
| 45 | INTEL CORP | 470,400 | 14,310,000 | 0.35% | Put | |
| 46 | BOEING CO | 102,700 | 14,247,000 | 0.35% | Put | |
| 47 | SELECT SECTOR SPDR TR | 184,200 | 13,844,000 | 0.34% | Call | |
| 48 | ORACLE CORP | 342,600 | 13,807,000 | 0.34% | Put | |
| 49 | NIKE INC | 127,300 | 13,751,000 | 0.33% | Put | |
| 50 | COLGATE PALMOLIVE CO | 209,100 | 13,677,000 | 0.33% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0000950123-16-020440, filed 2016.09.14).
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.
