| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | POWERSHARES QQQ TRUST | 4,390,000 | 470,037,000 | 72.53% | Call | |
| 2 | BARCLAYS BK PLC IPATH S&P500 VIX | 2,812,000 | 56,522,000 | 8.72% | Put | |
| 3 | SPDR S&P 500 ETF TR | 200,000 | 41,170,000 | 6.35% | Put | |
| 4 | SPDR SERIES TRUST | 600,000 | 21,972,000 | 3.39% | Call | |
| 5 | POWERSHARES QQQ TRUST | 200,000 | 21,414,000 | 3.30% | Put | |
| 6 | SPDR S&P 500 ETF TR | 59,050 | 12,155,000 | 1.88% | ||
| 7 | ISHARES TR | 266,100 | 10,543,000 | 1.63% | ||
| 8 | ISHARES TR | 21,000 | 7,749,000 | 1.20% | ||
| 9 | BARCLAYS BK PLC IPATH S&P500 VIX | 200,000 | 4,020,000 | 0.62% | Call | |
| 10 | SELECT SECTOR SPDR TR | 100,000 | 2,438,000 | 0.38% | Call |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001315863-15-000688, filed 2015.08.14).
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.
