PEAK6 Group LLC quarter change: USA Options, Reduced
In put and call options, at their filed underlying value (listed in the US), from the quarter ended 2016-06-30 to 2016-09-30, PEAK6 Group LLC opened 475 positions, added to 1,162, reduced 1,330, sold out of 551 and left 76 unchanged. The largest increase in value was AMZN (+$58,198,000); the largest decrease was SPY (-$154,706,000).
- SPY: Country of operation —; Class TR UNIT · Call; Shares 2016-06-30 1,009,800; Shares 2016-09-30 262,700.
- XLU: Country of operation —; Class SBI INT-UTILS · Call; Shares 2016-06-30 1,158,400; Shares 2016-09-30 22,300.
- SPY: Country of operation —; Class TR UNIT · Put; Shares 2016-06-30 248,000; Shares 2016-09-30 72,900.
- AAPL: Country of operation United States; Class COM · Put; Shares 2016-06-30 1,136,700; Shares 2016-09-30 672,200.
Two Form 13F-HR filings compared (SEC CIK 1389957): 2016-06-30 (filed 2016-08-10) and 2016-09-30 (filed 2016-11-14). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move; share change is the position change.
| Stock | Country of operation | Class | Shares 2016-06-30 | Shares 2016-09-30 | Share change | Value 2016-06-30 | Value 2016-09-30 | Value change |
|---|---|---|---|---|---|---|---|---|
| SPY SPDR S&P 500 ETF TR | TR UNIT · Call | 1,009,800 | 262,700 | -747,100 | $211,528,000 | $56,822,000 | -$154,706,000 | |
| XLU SELECT SECTOR SPDR TR | SBI INT-UTILS · Call | 1,158,400 | 22,300 | -1,136,100 | $60,781,000 | $1,092,000 | -$59,689,000 | |
| SPY SPDR S&P 500 ETF TR | TR UNIT · Put | 248,000 | 72,900 | -175,100 | $51,950,000 | $15,768,000 | -$36,182,000 | |
| AAPL APPLE INC | United States | COM · Put | 1,136,700 | 672,200 | -464,500 | $108,669,000 | $75,992,000 | -$32,677,000 |
| SYMANTEC CORP CUSIP 871503108 | COM · Call | 2,088,600 | 463,700 | -1,624,900 | $42,900,000 | $11,639,000 | -$31,261,000 | |
| PRICELINE GRP INC CUSIP 741503403 | COM NEW · Put | 62,400 | 32,900 | -29,500 | $77,901,000 | $48,412,000 | -$29,489,000 | |
| PEP PEPSICO INC | United States | COM · Call | 282,000 | 41,000 | -241,000 | $29,875,000 | $4,460,000 | -$25,415,000 |
| IBB ISHARES TR | NASDQ BIOTEC ETF · Put | 122,100 | 23,100 | -99,000 | $31,421,000 | $6,687,000 | -$24,734,000 | |
| STLD STEEL DYNAMICS INC | United States | COM · Call | 1,841,600 | 853,900 | -987,700 | $45,119,000 | $21,339,000 | -$23,780,000 |
| T AT&T INC | United States | COM · Call | 636,900 | 137,200 | -499,700 | $27,520,000 | $5,572,000 | -$21,948,000 |
| GILD GILEAD SCIENCES INC | United States | COM · Call | 402,800 | 151,700 | -251,100 | $33,602,000 | $12,003,000 | -$21,599,000 |
| PAYX PAYCHEX INC | United States | COM · Call | 507,000 | 162,000 | -345,000 | $30,167,000 | $9,375,000 | -$20,792,000 |
| KHC KRAFT HEINZ CO | United States | COM · Call | 516,100 | 281,200 | -234,900 | $45,665,000 | $25,170,000 | -$20,495,000 |
| SO SOUTHERN CO | United States | COM · Call | 522,900 | 151,800 | -371,100 | $28,043,000 | $7,787,000 | -$20,256,000 |
| GIS GENERAL MLS INC | United States | COM · Call | 418,600 | 194,900 | -223,700 | $29,855,000 | $12,450,000 | -$17,405,000 |
| MCK MCKESSON CORP | United States | COM · Call | 248,600 | 179,400 | -69,200 | $46,401,000 | $29,915,000 | -$16,486,000 |
| L BRANDS INC CUSIP 501797104 | COM · Call | 385,600 | 134,800 | -250,800 | $25,885,000 | $9,540,000 | -$16,345,000 | |
| TMO THERMO FISHER SCIENTIFIC INC | United States | COM · Call | 302,400 | 182,600 | -119,800 | $44,683,000 | $29,044,000 | -$15,639,000 |
| TSLA TESLA MTRS INC | United States | COM · Call | 163,800 | 94,300 | -69,500 | $34,771,000 | $19,240,000 | -$15,531,000 |
| JNJ JOHNSON & JOHNSON | United States | COM · Call | 197,800 | 71,900 | -125,900 | $23,993,000 | $8,494,000 | -$15,499,000 |
| ABT ABBOTT LABS | United States | COM · Call | 430,800 | 50,700 | -380,100 | $16,935,000 | $2,144,000 | -$14,791,000 |
| RY ROYAL BK CDA MONTREAL QUE | COM · Call | 287,100 | 35,600 | -251,500 | $16,965,000 | $2,206,000 | -$14,759,000 | |
| AXP AMERICAN EXPRESS CO | United States | COM · Put | 393,900 | 144,400 | -249,500 | $23,933,000 | $9,247,000 | -$14,686,000 |
| WHR WHIRLPOOL CORP | United States | COM · Put | 141,000 | 56,900 | -84,100 | $23,496,000 | $9,227,000 | -$14,269,000 |
| EL LAUDER ESTEE COS INC | United States | CL A · Call | 278,100 | 125,700 | -152,400 | $25,313,000 | $11,132,000 | -$14,181,000 |
| HCA HCA HOLDINGS INC | United States | COM · Call | 325,200 | 147,700 | -177,500 | $25,044,000 | $11,171,000 | -$13,873,000 |
| DR PEPPER SNAPPLE GROUP INC CUSIP 26138E109 | COM · Call | 143,500 | 300 | -143,200 | $13,866,000 | $27,000 | -$13,839,000 | |
| V VISA INC | United States | COM CL A · Put | 363,600 | 162,500 | -201,100 | $26,968,000 | $13,439,000 | -$13,529,000 |
| TD TORONTO DOMINION BK ONT | COM NEW · Call | 674,800 | 353,800 | -321,000 | $28,969,000 | $15,709,000 | -$13,260,000 | |
| NEE NEXTERA ENERGY INC | United States | COM · Call | 195,700 | 100,600 | -95,100 | $25,519,000 | $12,305,000 | -$13,214,000 |
| SYY SYSCO CORP | United States | COM · Call | 517,500 | 266,200 | -251,300 | $26,258,000 | $13,046,000 | -$13,212,000 |
| AEP AMERICAN ELEC PWR INC | United States | COM · Call | 237,200 | 56,300 | -180,900 | $16,625,000 | $3,615,000 | -$13,010,000 |
| SPG SIMON PPTY GROUP INC NEW | United States | COM · Put | 124,400 | 68,300 | -56,100 | $26,982,000 | $14,139,000 | -$12,843,000 |
| ABBV ABBVIE INC | United States | COM · Call | 534,300 | 329,800 | -204,500 | $33,079,000 | $20,800,000 | -$12,279,000 |
| AEM AGNICO EAGLE MINES LTD | COM · Call | 654,700 | 426,900 | -227,800 | $35,026,000 | $23,129,000 | -$11,897,000 | |
| CMCSA COMCAST CORP NEW | United States | CL A · Call | 591,600 | 402,500 | -189,100 | $38,566,000 | $26,702,000 | -$11,864,000 |
| DUK DUKE ENERGY CORP NEW | United States | COM NEW · Call | 247,100 | 118,900 | -128,200 | $21,199,000 | $9,517,000 | -$11,682,000 |
| COST COSTCO WHSL CORP NEW | United States | COM · Put | 129,100 | 57,400 | -71,700 | $20,274,000 | $8,754,000 | -$11,520,000 |
| C CITIGROUP INC | United States | COM NEW · Put | 542,400 | 247,800 | -294,600 | $22,992,000 | $11,704,000 | -$11,288,000 |
| NKE NIKE INC | United States | CL B · Call | 244,800 | 44,500 | -200,300 | $13,513,000 | $2,343,000 | -$11,170,000 |
| PG PROCTER AND GAMBLE CO | United States | COM · Call | 277,500 | 138,400 | -139,100 | $23,496,000 | $12,421,000 | -$11,075,000 |
| SPG SIMON PPTY GROUP INC NEW | United States | COM · Call | 109,000 | 62,400 | -46,600 | $23,642,000 | $12,917,000 | -$10,725,000 |
| QCOM QUALCOMM INC | United States | COM · Put | 462,700 | 208,700 | -254,000 | $24,787,000 | $14,296,000 | -$10,491,000 |
| YUM YUM BRANDS INC | United States | COM · Call | 129,500 | 2,800 | -126,700 | $10,738,000 | $254,000 | -$10,484,000 |
| MET METLIFE INC | United States | COM · Put | 331,000 | 65,000 | -266,000 | $13,184,000 | $2,888,000 | -$10,296,000 |
| XOMXXXX EXXON MOBIL CORP | COM · Call | 331,800 | 239,600 | -92,200 | $31,103,000 | $20,912,000 | -$10,191,000 | |
| PVH PVH CORP | United States | COM · Put | 130,700 | 19,600 | -111,100 | $12,316,000 | $2,166,000 | -$10,150,000 |
| FXI ISHARES TR | CHINA LG-CAP ETF · Put | 861,600 | 508,900 | -352,700 | $29,484,000 | $19,343,000 | -$10,141,000 | |
| DG DOLLAR GEN CORP NEW | United States | COM · Call | 156,700 | 66,300 | -90,400 | $14,730,000 | $4,640,000 | -$10,090,000 |
| CERNER CORP CUSIP 156782104 | COM · Call | 168,300 | 2,200 | -166,100 | $9,862,000 | $136,000 | -$9,726,000 | |
| ABT ABBOTT LABS | United States | COM · Put | 302,000 | 56,000 | -246,000 | $11,872,000 | $2,368,000 | -$9,504,000 |
| CHRW C H ROBINSON WORLDWIDE INC | United States | COM NEW · Call | 299,900 | 188,000 | -111,900 | $22,268,000 | $13,246,000 | -$9,022,000 |
| TROW PRICE T ROWE GROUP INC | United States | COM · Call | 157,000 | 36,600 | -120,400 | $11,456,000 | $2,434,000 | -$9,022,000 |
| HD HOME DEPOT INC | United States | COM · Call | 185,200 | 114,100 | -71,100 | $23,648,000 | $14,682,000 | -$8,966,000 |
| NEM NEWMONT MINING CORP | United States | COM · Call | 328,700 | 100,000 | -228,700 | $12,859,000 | $3,929,000 | -$8,930,000 |
| JPM JPMORGAN CHASE & CO | United States | COM · Put | 437,100 | 274,800 | -162,300 | $27,161,000 | $18,299,000 | -$8,862,000 |
| YUM YUM BRANDS INC | United States | COM · Put | 137,700 | 28,500 | -109,200 | $11,418,000 | $2,588,000 | -$8,830,000 |
| NHC NATIONAL HEALTHCARE CORP | United States | COM · Put | 173,200 | 37,700 | -135,500 | $11,213,000 | $2,488,000 | -$8,725,000 |
| SBUX STARBUCKS CORP | United States | COM · Call | 206,600 | 56,900 | -149,700 | $11,801,000 | $3,081,000 | -$8,720,000 |
| HD HOME DEPOT INC | United States | COM · Put | 183,500 | 114,700 | -68,800 | $23,431,000 | $14,760,000 | -$8,671,000 |
| PRU PRUDENTIAL FINL INC | United States | COM · Put | 178,500 | 50,100 | -128,400 | $12,734,000 | $4,091,000 | -$8,643,000 |
| AFL AFLAC INC | United States | COM · Put | 149,900 | 32,400 | -117,500 | $10,817,000 | $2,329,000 | -$8,488,000 |
| FSLR FIRST SOLAR INC | United States | COM · Put | 646,400 | 579,400 | -67,000 | $31,337,000 | $22,881,000 | -$8,456,000 |
| TSN TYSON FOODS INC | United States | CL A · Call | 508,000 | 341,900 | -166,100 | $33,929,000 | $25,530,000 | -$8,399,000 |
| CRM SALESFORCE COM INC | United States | COM · Call | 275,300 | 189,700 | -85,600 | $21,862,000 | $13,531,000 | -$8,331,000 |
| EXPE EXPEDIA INC DEL | United States | COM NEW · Put | 319,500 | 220,000 | -99,500 | $33,963,000 | $25,678,000 | -$8,285,000 |
| VFC V F CORP | United States | COM · Put | 210,400 | 83,700 | -126,700 | $12,937,000 | $4,691,000 | -$8,246,000 |
| LINEAR TECHNOLOGY CORP CUSIP 535678106 | COM · Call | 192,400 | 20,000 | -172,400 | $8,952,000 | $1,186,000 | -$7,766,000 | |
| MAGELLAN MIDSTREAM PRTNRS LP CUSIP 559080106 | COM UNIT RP LP · Call | 206,500 | 114,600 | -91,900 | $15,694,000 | $8,107,000 | -$7,587,000 | |
| FNV FRANCO NEVADA CORP | COM · Call | 123,700 | 27,000 | -96,700 | $9,409,000 | $1,886,000 | -$7,523,000 | |
| TSLA TESLA MTRS INC | United States | COM · Put | 138,299 | 107,300 | -30,999 | $29,358,000 | $21,892,000 | -$7,466,000 |
| DLR DIGITAL RLTY TR INC | United States | COM · Put | 71,400 | 3,300 | -68,100 | $7,782,000 | $320,000 | -$7,462,000 |
| FAST FASTENAL CO | United States | COM · Call | 346,000 | 192,800 | -153,200 | $15,359,000 | $8,055,000 | -$7,304,000 |
| POST POST HLDGS INC | United States | COM · Call | 89,400 | 1,700 | -87,700 | $7,392,000 | $131,000 | -$7,261,000 |
| LULU LULULEMON ATHLETICA INC | COM · Call | 177,900 | 97,000 | -80,900 | $13,140,000 | $5,915,000 | -$7,225,000 | |
| FINISAR CORP CUSIP 31787A507 | COM NEW · Put | 670,800 | 631,900 | -38,900 | $11,746,000 | $18,831,000 | +$7,085,000 | |
| ALLERGAN PLC CUSIP G0177J108 | SHS · Call | 106,900 | 77,200 | -29,700 | $24,704,000 | $17,780,000 | -$6,924,000 | |
| WHOLE FOODS MKT INC CUSIP 966837106 | COM · Call | 399,500 | 210,500 | -189,000 | $12,792,000 | $5,968,000 | -$6,824,000 | |
| ONEOK PARTNERS LP CUSIP 68268N103 | UNIT LTD PARTN · Call | 193,700 | 24,400 | -169,300 | $7,760,000 | $975,000 | -$6,785,000 | |
| CB CHUBB LIMITED | COM · Call | 65,600 | 14,700 | -50,900 | $8,575,000 | $1,847,000 | -$6,728,000 | |
| COR AMERISOURCEBERGEN CORP | United States | COM · Call | 146,700 | 61,700 | -85,000 | $11,636,000 | $4,984,000 | -$6,652,000 |
| BMO BANK MONTREAL QUE | COM · Call | 146,200 | 41,100 | -105,100 | $9,268,000 | $2,695,000 | -$6,573,000 | |
| ULTA ULTA SALON COSMETCS & FRAG I | United States | COM · Call | 79,200 | 53,500 | -25,700 | $19,296,000 | $12,732,000 | -$6,564,000 |
| LINKEDIN CORP CUSIP 53578A108 | COM CL A · Put | 132,700 | 97,100 | -35,600 | $25,113,000 | $18,558,000 | -$6,555,000 | |
| COF CAPITAL ONE FINL CORP | United States | COM · Call | 166,800 | 56,300 | -110,500 | $10,593,000 | $4,044,000 | -$6,549,000 |
| ISRG INTUITIVE SURGICAL INC | United States | COM NEW · Call | 32,300 | 20,500 | -11,800 | $21,364,000 | $14,859,000 | -$6,505,000 |
| DGX QUEST DIAGNOSTICS INC | United States | COM · Call | 171,700 | 88,900 | -82,800 | $13,978,000 | $7,524,000 | -$6,454,000 |
| GS GOLDMAN SACHS GROUP INC | United States | COM · Call | 80,100 | 34,400 | -45,700 | $11,901,000 | $5,548,000 | -$6,353,000 |
| DELPHI AUTOMOTIVE PLC CUSIP G27823106 | SHS · Put | 126,700 | 22,400 | -104,300 | $7,931,000 | $1,598,000 | -$6,333,000 | |
| MAR MARRIOTT INTL INC NEW | United States | CL A · Call | 200,400 | 104,000 | -96,400 | $13,319,000 | $7,002,000 | -$6,317,000 |
| SPECTRA ENERGY CORP CUSIP 847560109 | COM · Call | 327,800 | 133,600 | -194,200 | $12,007,000 | $5,711,000 | -$6,296,000 | |
| SJM SMUCKER J M CO | United States | COM NEW · Call | 60,500 | 21,600 | -38,900 | $9,221,000 | $2,928,000 | -$6,293,000 |
| SPDR SERIES TRUST CUSIP 78464A730 | S&P OILGAS EXP · Put | 183,000 | 2,100 | -180,900 | $6,370,000 | $81,000 | -$6,289,000 | |
| NORDSTROM INC CUSIP 655664100 | United States | COM · Call | 215,300 | 37,700 | -177,600 | $8,192,000 | $1,956,000 | -$6,236,000 |
| M MACYS INC | United States | COM · Call | 312,400 | 115,300 | -197,100 | $10,500,000 | $4,272,000 | -$6,228,000 |
| IP INTL PAPER CO | United States | COM · Call | 412,700 | 235,500 | -177,200 | $17,490,000 | $11,299,000 | -$6,191,000 |
| SINA CORP CUSIP G81477104 | ORD · Put | 281,900 | 281,800 | -100 | $14,622,000 | $20,805,000 | +$6,183,000 | |
| WPC W P CAREY INC | United States | COM · Call | 125,500 | 39,300 | -86,200 | $8,712,000 | $2,536,000 | -$6,176,000 |
| PRAA PRA GROUP INC | United States | COM · Put | 267,200 | 9,000 | -258,200 | $6,450,000 | $311,000 | -$6,139,000 |
| EL LAUDER ESTEE COS INC | United States | CL A · Put | 162,000 | 97,700 | -64,300 | $14,745,000 | $8,652,000 | -$6,093,000 |
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