| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR TR | 3,017,200 | 591,726,000 | 23.45% | Put | PRN |
| 2 | SPDR TR | 2,201,100 | 455,950,000 | 18.07% | Call | PRN |
| 3 | APPLE COMPUTER INC | 203,600 | 19,300,000 | 0.76% | Put | PRN |
| 4 | SPDR TR | 92,079 | 19,029,000 | 0.75% | PRN | |
| 5 | APPLE COMPUTER INC | 157,500 | 15,450,000 | 0.61% | Call | PRN |
| 6 | PRICELINE COM INC | 10,900 | 14,560,000 | 0.58% | Call | PRN |
| 7 | EXXON MOBIL CORP | 156,100 | 13,011,000 | 0.52% | Put | PRN |
| 8 | EXXON MOBIL CORP | 149,000 | 12,959,000 | 0.51% | Call | PRN |
| 9 | CHEVRONTEXACO CORP | 113,800 | 11,523,000 | 0.46% | Call | PRN |
| 10 | DISNEY WALT CO | 112,600 | 10,538,000 | 0.42% | Put | PRN |
| 11 | GENERAL ELEC CO | 356,300 | 10,528,000 | 0.42% | Put | PRN |
| 12 | GENERAL ELEC CO | 342,900 | 10,269,000 | 0.41% | Call | PRN |
| 13 | ISHARES TR | 296,800 | 9,498,000 | 0.38% | Put | PRN |
| 14 | CHEVRONTEXACO CORP | 96,700 | 9,384,000 | 0.37% | Put | PRN |
| 15 | AFLAC INC | 134,300 | 8,789,000 | 0.35% | Put | PRN |
| 16 | INTEL CORP | 275,900 | 8,728,000 | 0.35% | Call | PRN |
| 17 | ISHARES TR | 270,200 | 8,695,000 | 0.34% | Call | PRN |
| 18 | THERMO ELECTRON CORP | 55,600 | 8,620,000 | 0.34% | Call | PRN |
| 19 | AMAZON COM INC | 11,900 | 8,547,000 | 0.34% | Call | PRN |
| 20 | UNION PAC CORP | 91,300 | 7,959,000 | 0.32% | Call | PRN |
| 21 | SPDR S&P MIDCAP 400 | 26,400 | 7,391,000 | 0.29% | Call | PRN |
| 22 | US BANCORP DEL | 177,400 | 7,311,000 | 0.29% | Call | PRN |
| 23 | AFLAC INC | 108,800 | 7,110,000 | 0.28% | Call | PRN |
| 24 | US BANCORP DEL | 170,000 | 6,920,000 | 0.27% | Put | PRN |
| 25 | UNION PAC CORP | 82,200 | 6,805,000 | 0.27% | Put | PRN |
| 26 | INTEL CORP | 211,600 | 6,578,000 | 0.26% | Put | PRN |
| 27 | EXXON MOBIL CORP | 69,950 | 6,468,000 | 0.26% | PRN | |
| 28 | DOW CHEM CO | 132,700 | 6,429,000 | 0.25% | Call | PRN |
| 29 | CATERPILLAR INC DEL | 89,800 | 6,358,000 | 0.25% | Put | PRN |
| 30 | MICROSOFT CORP | 123,900 | 6,305,000 | 0.25% | Put | PRN |
| 31 | DOW CHEM CO | 129,800 | 6,216,000 | 0.25% | Put | PRN |
| 32 | AMGEN INC | 41,200 | 6,146,000 | 0.24% | Put | PRN |
| 33 | JP MORGAN CHASE & CO | 98,200 | 6,073,000 | 0.24% | Call | PRN |
| 34 | SCHLUMBERGER LTD | 80,700 | 6,069,000 | 0.24% | Put | PRN |
| 35 | DISNEY WALT CO | 61,900 | 5,982,000 | 0.24% | Call | PRN |
| 36 | LINKEDIN CORP | 31,300 | 5,948,000 | 0.24% | Call | PRN |
| 37 | PRICELINE COM INC | 4,100 | 5,572,000 | 0.22% | Put | PRN |
| 38 | OCCIDENTAL PETE CORP | 74,400 | 5,550,000 | 0.22% | Put | PRN |
| 39 | BP AMOCO P L C | 182,000 | 5,482,000 | 0.22% | Put | PRN |
| 40 | QUALCOMM INC | 105,000 | 5,450,000 | 0.22% | Put | PRN |
| 41 | WELLS FARGO & CO NEW | 104,300 | 5,422,000 | 0.21% | Call | PRN |
| 42 | ACCENTURE PLC IRELAN | 47,800 | 5,304,000 | 0.21% | Put | PRN |
| 43 | ISHARES TR | 47,900 | 5,282,000 | 0.21% | Call | PRN |
| 44 | FEDEX CORP | 33,200 | 5,267,000 | 0.21% | Call | PRN |
| 45 | AFLAC INC | 74,715 | 5,236,000 | 0.21% | PRN | |
| 46 | FEDEX CORP | 33,300 | 5,122,000 | 0.20% | Put | PRN |
| 47 | GILEAD SCIENCES INC | 55,600 | 5,091,000 | 0.20% | Call | PRN |
| 48 | DOW CHEM CO | 102,402 | 5,059,000 | 0.20% | PRN | |
| 49 | CHEVRONTEXACO CORP | 48,437 | 5,009,000 | 0.20% | PRN | |
| 50 | MARRIOTT INTL INC NE | 77,000 | 4,992,000 | 0.20% | Put | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001632849-16-000008, filed 2016.07.06). and can't normalized (skipped) (0001632849-16-000009, 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.
