| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | POWERSHARES QQQ TRUST | 1,165,000 | 138,309,000 | 23.55% | Call | |
| 2 | ISHARES TR | 2,400,000 | 89,880,000 | 15.30% | Put | |
| 3 | POWERSHARES QQQ TRUST | 665,000 | 78,949,000 | 13.44% | Put | |
| 4 | SELECT SECTOR SPDR TR | 800,000 | 56,488,000 | 9.62% | Put | |
| 5 | ISHARES TR | 900,000 | 53,217,000 | 9.06% | Call | |
| 6 | ISHARES TR | 825,862 | 48,833,000 | 8.31% | ||
| 7 | ISHARES TR | 927,185 | 34,723,000 | 5.91% | ||
| 8 | SELECT SECTOR SPDR TR | 366,000 | 25,843,000 | 4.40% | ||
| 9 | ISHARES TR | 205,000 | 25,252,000 | 4.30% | Call | |
| 10 | ISHARES TR | 400,000 | 15,204,000 | 2.59% | Put | |
| 11 | ISHARES TR | 129,026 | 13,628,000 | 2.32% | ||
| 12 | ISHARES TR | 166,755 | 6,338,000 | 1.08% | ||
| 13 | BARCLAYS BK PLC | 18,750 | 639,000 | 0.11% |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001172661-17-000946, 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.
