| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | POWERSHARES QQQ TRUST | 3,380,000 | 356,928,000 | 72.80% | Call | |
| 2 | BARCLAYS BK PLC IPATH S&P500 VIX | 2,012,000 | 51,568,000 | 10.52% | Put | |
| 3 | SPDR S&P 500 ETF TR | 150,000 | 30,965,000 | 6.32% | Put | |
| 4 | SPDR SERIES TRUST | 600,000 | 22,116,000 | 4.51% | Call | |
| 5 | SELECT SECTOR SPDR TR | 408,794 | 18,162,000 | 3.70% | ||
| 6 | POWERSHS DB US DOLLAR INDEX | 200,000 | 5,180,000 | 1.06% | Call | |
| 7 | iShares MSCI Japan ETF | 300,000 | 3,759,000 | 0.77% | Put | |
| 8 | ISHARES TR | 2,890 | 993,000 | 0.20% | ||
| 9 | WISDOMTREE TR | 27,000 | 616,000 | 0.13% |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001315863-15-000728, filed 2015.08.24).
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.
