The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
iShares MSCI Emerging Markets Indx ETF | EEM | 464287234 | 499,884 | 13,200 | SH | SOLE | 0 | 0 | 13,200 | ||
iShares MSCI Emerging Markets Indx ETF | EEM Put | 464287954 | 25,076,000 | 659,900 | SH | Put | SOLE | 0 | 0 | 659,900 | |
iShares MSCI EAFE ETF | EFA | 464287465 | 28,895,811 | 435,900 | SH | SOLE | 0 | 0 | 435,900 | ||
iShares MSCI EAFE ETF | EFA Call | 464287905 | 210,000 | 2,800 | SH | Call | SOLE | 0 | 0 | 2,800 | |
iShares MSCI EAFE ETF | EFA Put | 464287955 | 29,035,500 | 438,500 | SH | Put | SOLE | 0 | 0 | 438,500 | |
SPDR Gold Trust | GLD | 78463V107 | 3,566,530 | 22,000 | SH | SOLE | 0 | 0 | 22,000 | ||
SPDR Gold Trust | GLD Put | 78463V957 | 3,630,000 | 22,000 | SH | Put | SOLE | 0 | 0 | 22,000 | |
ishares ETF - CORE MSCI EMKT | IEMG | 46434G103 | 24,551,296 | 526,400 | SH | SOLE | 0 | 0 | 526,400 | ||
IShares ETF-Rus2000 | IWM | 464287655 | 34,244,433 | 186,547 | SH | SOLE | 0 | 0 | 186,547 | ||
IShares ETF-Rus2000 | IWM Put | 464287955 | 262,000 | 1,500 | SH | Put | SOLE | 0 | 0 | 1,500 | |
SPDR S&P 500 ETF TR | SPY | 78462F103 | 426,196,302 | 1,068,750 | SH | SOLE | 0 | 0 | 1,068,750 | ||
SPDR S&P 500 ETF TR | SPY Call | 78462F903 | 142,434,000 | 312,800 | SH | Call | SOLE | 0 | 0 | 312,800 | |
SPDR S&P 500 ETF TR | SPY Put | 78462F953 | 830,955,000 | 2,119,000 | SH | Put | SOLE | 0 | 0 | 2,119,000 | |
IShares ETF-20yr | TLT | 464287432 | 495,528 | 4,800 | SH | SOLE | 0 | 0 | 4,800 | ||
IShares ETF-20yr | TLT Put | 464287952 | 504,000 | 4,800 | SH | Put | SOLE | 0 | 0 | 4,800 | |
SELECT SECTOR SPDR TR | XLB | 81369Y100 | 18,638,681 | 229,039 | SH | SOLE | 0 | 0 | 229,039 | ||
SELECT SECTOR SPDR TR | XLC | 81369Y852 | 48,999,805 | 987,102 | SH | SOLE | 0 | 0 | 987,102 | ||
SELECT SECTOR SPDR TR | XLE | 81369Y506 | 34,785,955 | 386,640 | SH | SOLE | 0 | 0 | 386,640 | ||
SELECT SECTOR SPDR TR | XLF | 81369Y605 | 100,079,243 | 2,798,246 | SH | SOLE | 0 | 0 | 2,798,246 | ||
SELECT SECTOR SPDR TR | XLI | 81369Y704 | 60,225,709 | 599,678 | SH | SOLE | 0 | 0 | 599,678 | ||
SELECT SECTOR SPDR TR | XLK | 81369Y803 | 161,798,210 | 1,227,604 | SH | SOLE | 0 | 0 | 1,227,604 | ||
SELECT SECTOR SPDR TR | XLP | 81369Y308 | 51,845,459 | 680,163 | SH | SOLE | 0 | 0 | 680,163 | ||
SELECT SECTOR SPDR TR | XLRE | 81369Y860 | 18,802,071 | 490,082 | SH | SOLE | 0 | 0 | 490,082 | ||
SELECT SECTOR SPDR TR | XLU | 81369Y886 | 20,989,172 | 298,142 | SH | SOLE | 0 | 0 | 298,142 | ||
SELECT SECTOR SPDR TR | XLV | 81369Y209 | 104,842,853 | 767,183 | SH | SOLE | 0 | 0 | 767,183 | ||
SELECT SECTOR SPDR TR | XLY | 81369Y407 | 67,948,232 | 475,594 | SH | SOLE | 0 | 0 | 475,594 |