| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES | 2,000,000 | 52,600,000 | 34.65% | Call | |
| 2 | ISHARES | 2,000,000 | 52,600,000 | 34.65% | Put | |
| 3 | ISHARES TR | 398,545 | 39,767,000 | 26.20% | ||
| 4 | ISHARES TR | 106,400 | 3,644,000 | 2.40% | Call | |
| 5 | BARCLAYS BK PLC IPATH S&P500 VIX | 45,000 | 3,172,000 | 2.09% | Call |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001172661-17-000944, filed 2017.04.26).
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.
