| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES RUSSELL 2000 VALUE ETF | 403,887 | 48,038,000 | 52.05% | ||
| 2 | BARCLAYS BK PLC | 1,354,250 | 34,547,000 | 37.43% | Put | |
| 3 | SELECT SECTOR SPDR TR | 350,000 | 8,138,000 | 8.82% | ||
| 4 | BARCLAYS BK PLC | 50,000 | 1,276,000 | 1.38% | Call | |
| 5 | SPDR S&P 500 ETF TR | 1,300 | 291,000 | 0.32% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001315863-17-000149, filed 2017.02.14).
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.
