| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CIBC WORLD MARKETS CORP | 17,020,000 | 1,511,376,000 | 9.03% | Put | |
| 2 | CIBC WORLD MARKETS CORP | 10,940,000 | 971,472,000 | 5.81% | Call | |
| 3 | BLACKROCK ADVISORS LLC | 7,166,911 | 636,422,000 | 3.80% | ||
| 4 | BANK OF AMERICA CORP /DE/ | 6,796,204 | 603,502,000 | 3.61% | ||
| 5 | MORGAN STANLEY | 5,998,349 | 532,654,000 | 3.18% | ||
| 6 | FMR LLC | 5,602,553 | 497,506,000 | 2.97% | ||
| 7 | BARCLAYS PLC | 4,692,700 | 412,958,000 | 2.47% | Put | |
| 8 | Parallax Volatility Advisers, L.P. | 4,628,800 | 411,038,000 | 2.46% | Put | |
| 9 | JPMORGAN CHASE & CO | 4,362,043 | 387,349,000 | 2.32% | ||
| 10 | Pine River Capital Management L.P. | 4,330,000 | 384,504,000 | 2.30% | Put | |
| 11 | GOLDMAN SACHS GROUP INC | 4,024,192 | 357,348,000 | 2.14% | ||
| 12 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 3,775,400 | 335,256,000 | 2.00% | Put | |
| 13 | BlackRock Group LTD | 3,342,660 | 296,828,000 | 1.77% | ||
| 14 | Employees Retirement System of Texas | 3,200,000 | 284,160,000 | 1.70% | PRN | |
| 15 | Magnetar Financial LLC | 3,037,600 | 269,739,000 | 1.61% | Put | |
| 16 | WELLS FARGO & COMPANY/MN | 2,997,730 | 266,199,000 | 1.59% | ||
| 17 | CAPSTONE INVESTMENT ADVISORS, LLC | 2,830,600 | 251,357,000 | 1.50% | Put | |
| 18 | Apollo Management Holdings, L.P. | 2,800,000 | 248,640,000 | 1.49% | Put | |
| 19 | GOLDMAN SACHS GROUP INC | 2,617,000 | 232,390,000 | 1.39% | Put | |
| 20 | CITIGROUP INC | 2,441,200 | 216,778,000 | 1.30% | Put | |
| 21 | BlackRock Institutional Trust Company, N.A. | 2,385,093 | 211,796,000 | 1.27% | ||
| 22 | ROYAL BANK OF CANADA | 2,370,300 | 210,483,000 | 1.26% | Put | |
| 23 | Fisher Asset Management, LLC | 2,337,054 | 207,530,000 | 1.24% | ||
| 24 | Laurion Capital Management LP | 2,200,000 | 195,360,000 | 1.17% | Put | |
| 25 | AOZORA BANK, LTD. | 2,195,000 | 194,916,000 | 1.17% | ||
| 26 | TIAA CREF TRUST CO FSB/MO | 2,123,415 | 188,559,000 | 1.13% | ||
| 27 | Valmark Advisers, Inc. | 2,101,347 | 186,600,000 | 1.12% | ||
| 28 | CAXTON ASSOCIATES LP | 2,100,000 | 186,480,000 | 1.11% | Put | |
| 29 | UBS Group AG | 1,971,325 | 175,053,000 | 1.05% | ||
| 30 | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 1,834,500 | 162,904,000 | 0.97% | Call | |
| 31 | BlackRock Fund Advisors | 1,812,416 | 160,943,000 | 0.96% | ||
| 32 | JANE STREET GROUP, LLC | 1,758,000 | 156,110,000 | 0.93% | Put | |
| 33 | ENVESTNET ASSET MANAGEMENT INC | 1,754,391 | 155,790,000 | 0.93% | ||
| 34 | Neuberger Berman Group LLC | 1,750,150 | 155,413,000 | 0.93% | ||
| 35 | TUDOR INVESTMENT CORP ET AL | 1,636,969 | 145,363,000 | 0.87% | ||
| 36 | AVIANCE CAPITAL MANAGEMENT, LLC | 1,460,800 | 129,719,000 | 0.78% | ||
| 37 | TD ASSET MANAGEMENT INC | 1,382,267 | 122,745,000 | 0.73% | ||
| 38 | BARCLAYS PLC | 1,373,660 | 120,885,000 | 0.72% | ||
| 39 | UNITED SERVICES AUTOMOBILE ASSOCIATION | 1,291,044 | 114,645,000 | 0.69% | ||
| 40 | US BANCORP \DE\ | 1,213,343 | 107,745,000 | 0.64% | ||
| 41 | Parallax Volatility Advisers, L.P. | 1,181,600 | 104,926,000 | 0.63% | Call | |
| 42 | VOYA INVESTMENT MANAGEMENT LLC | 1,123,936 | 99,805,000 | 0.60% | ||
| 43 | ROYAL BANK OF CANADA | 1,042,173 | 92,545,000 | 0.55% | ||
| 44 | Knighthead Capital Management, LLC | 1,000,000 | 88,800,000 | 0.53% | Put | |
| 45 | Choate Investment Advisors | 966,294 | 85,806,907 | 0.51% | ||
| 46 | GOLDMAN SACHS GROUP INC | 966,000 | 85,781,000 | 0.51% | Call | |
| 47 | UBS Group AG | 925,000 | 82,140,000 | 0.49% | Put | |
| 48 | PRUDENTIAL PLC | 876,580 | 77,840,000 | 0.47% | ||
| 49 | BlackRock Finance, Inc. | 858,500 | 76,235,000 | 0.46% | Call | |
| 50 | CITIGROUP INC | 825,500 | 73,304,000 | 0.44% | Call |
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.
