| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR TR | 1,114,000 | 217,308,000 | 16.39% | Put | PRN |
| 2 | SPDR TR | 628,600 | 130,080,000 | 9.81% | Call | PRN |
| 3 | SPDR TR | 71,259 | 14,674,000 | 1.11% | PRN | |
| 4 | ALPHABET INC | 13,100 | 9,445,000 | 0.71% | Put | PRN |
| 5 | WELLS FARGO & CO NEW | 154,500 | 8,178,000 | 0.62% | Put | PRN |
| 6 | APPLE COMPUTER INC | 76,200 | 8,084,000 | 0.61% | Put | PRN |
| 7 | MERCK & CO INC NEW | 151,900 | 7,673,000 | 0.58% | Put | PRN |
| 8 | BERKSHIRE HATHAWAY INC | 54,300 | 7,114,000 | 0.54% | Put | PRN |
| 9 | JOHNSON & JOHNSON | 70,500 | 7,005,000 | 0.53% | Put | PRN |
| 10 | UNITED TECHNOLOGIES | 72,500 | 6,684,000 | 0.50% | Put | PRN |
| 11 | UNITEDHEALTH GROUP INC | 55,500 | 6,396,000 | 0.48% | Put | PRN |
| 12 | WISDOMTREE TRUST | 123,700 | 5,998,000 | 0.45% | Put | PRN |
| 13 | HOME DEPOT INC | 45,000 | 5,776,000 | 0.44% | Put | PRN |
| 14 | BANK OF AMERICA CORP | 333,400 | 5,498,000 | 0.41% | Put | PRN |
| 15 | JP MORGAN CHASE & CO | 87,100 | 5,422,000 | 0.41% | Put | PRN |
| 16 | GENERAL ELEC CO | 187,300 | 5,398,000 | 0.41% | Put | PRN |
| 17 | THERMO ELECTRON CORP | 41,100 | 5,379,000 | 0.41% | Put | PRN |
| 18 | INTEL CORP | 166,200 | 5,353,000 | 0.40% | Put | PRN |
| 19 | ISHARES TR | 144,500 | 5,144,000 | 0.39% | Put | PRN |
| 20 | HONEYWELL INTL INC | 51,600 | 5,090,000 | 0.38% | Put | PRN |
| 21 | PFIZER INC | 168,300 | 5,051,000 | 0.38% | Put | PRN |
| 22 | BOEING CO | 33,600 | 4,688,000 | 0.35% | Put | PRN |
| 23 | UNITED TECHNOLOGIES | 46,200 | 4,583,000 | 0.35% | Call | PRN |
| 24 | ISHARES TR | 74,100 | 4,462,000 | 0.34% | Put | PRN |
| 25 | CELGENE CORP | 36,600 | 4,454,000 | 0.34% | Put | PRN |
| 26 | MICROSOFT CORP | 95,300 | 4,452,000 | 0.34% | Put | PRN |
| 27 | APPLE COMPUTER INC | 40,973 | 4,397,000 | 0.33% | PRN | |
| 28 | CME GROUP INC | 44,300 | 4,217,000 | 0.32% | Put | PRN |
| 29 | INTEL CORP | 116,500 | 3,982,000 | 0.30% | Call | PRN |
| 30 | REGENERON PHARMACEUT | 7,400 | 3,900,000 | 0.29% | Put | PRN |
| 31 | MERCK & CO INC NEW | 72,000 | 3,878,000 | 0.29% | Call | PRN |
| 32 | MASTERCARD INC | 37,900 | 3,795,000 | 0.29% | Call | PRN |
| 33 | WELLS FARGO & CO NEW | 68,200 | 3,775,000 | 0.28% | Call | PRN |
| 34 | BERKSHIRE HATHAWAY INC | 28,129 | 3,748,000 | 0.28% | PRN | |
| 35 | CITIGROUP INC | 75,600 | 3,729,000 | 0.28% | Put | PRN |
| 36 | MEDTRONIC PLC | 47,300 | 3,592,000 | 0.27% | Put | PRN |
| 37 | METLIFE INC | 76,700 | 3,586,000 | 0.27% | Put | PRN |
| 38 | GENERAL ELEC CO | 115,900 | 3,547,000 | 0.27% | Call | PRN |
| 39 | GILEAD SCIENCES INC | 31,700 | 3,510,000 | 0.26% | Call | PRN |
| 40 | GENERAL MTRS CO | 95,500 | 3,257,000 | 0.25% | Put | PRN |
| 41 | BANK OF NEW YORK MEL | 78,800 | 3,117,000 | 0.24% | Put | PRN |
| 42 | ALPHABET INC | 4,400 | 3,009,000 | 0.23% | Put | PRN |
| 43 | VISA INC | 43,800 | 3,009,000 | 0.23% | Put | PRN |
| 44 | ALPHABET INC | 3,776 | 2,911,000 | 0.22% | PRN | |
| 45 | SECTOR SPDR TR | 62,100 | 2,848,000 | 0.21% | Call | PRN |
| 46 | HONEYWELL INTL INC | 27,400 | 2,845,000 | 0.21% | Call | PRN |
| 47 | AT&T INC | 82,600 | 2,833,000 | 0.21% | Call | PRN |
| 48 | UNITEDHEALTH GROUP INC | 24,200 | 2,820,000 | 0.21% | Call | PRN |
| 49 | SECTOR SPDR TR | 124,200 | 2,789,000 | 0.21% | Put | PRN |
| 50 | NORTHERN TR CORP | 42,000 | 2,724,000 | 0.21% | Put | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001632849-16-000006, filed 2016.01.20). and can't normalized (skipped) (0001632849-16-000011, filed 2016.09.30).
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.
