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 | 2,077 | 59,550 | SH | SOLE | 0 | 0 | 59,550 | ||
iShares MSCI Emerging Markets Indx ETF | EEM Call | 464287904 | 220 | 5,500 | SH | Call | SOLE | 0 | 0 | 5,500 | |
iShares MSCI Emerging Markets Indx ETF | EEM Put | 464287954 | 29,171 | 741,400 | SH | Put | SOLE | 0 | 0 | 741,400 | |
iShares MSCI EAFE ETF | EFA | 464287465 | 28,809 | 514,346 | SH | SOLE | 0 | 0 | 514,346 | ||
iShares MSCI EAFE ETF | EFA Call | 464287905 | 240 | 3,700 | SH | Call | SOLE | 0 | 0 | 3,700 | |
iShares MSCI EAFE ETF | EFA Put | 464287955 | 31,798 | 517,000 | SH | Put | SOLE | 0 | 0 | 517,000 | |
SPDR Gold Trust | GLD | 78463V107 | 3,511 | 22,700 | SH | SOLE | 0 | 0 | 22,700 | ||
SPDR Gold Trust | GLD Put | 78463V957 | 3,746 | 22,700 | SH | Put | SOLE | 0 | 0 | 22,700 | |
ishares ETF - CORE MSCI EMKT | IEMG | 46434G103 | 23,983 | 558,000 | SH | SOLE | 0 | 0 | 558,000 | ||
IShares ETF-Rus2000 | IWM | 464287655 | 34,617 | 209,900 | SH | SOLE | 0 | 0 | 209,900 | ||
IShares ETF-Rus2000 | IWM Put | 464287955 | 323 | 1,900 | SH | Put | SOLE | 0 | 0 | 1,900 | |
POWERSHARES QQQ TRUST | QQQ | 73935A104 | 304 | 1,137 | SH | SOLE | 0 | 0 | 1,137 | ||
SPDR S&P 500 ETF TR | SPY | 78462F103 | 399,663 | 1,118,940 | SH | SOLE | 0 | 0 | 1,118,940 | ||
SPDR S&P 500 ETF TR | SPY Call | 78462F903 | 782,618 | 1,850,800 | SH | Call | SOLE | 0 | 0 | 1,850,800 | |
SPDR S&P 500 ETF TR | SPY Put | 78462F953 | 967,206 | 2,166,300 | SH | Put | SOLE | 0 | 0 | 2,166,300 | |
IShares ETF-20yr | TLT | 464287432 | 441 | 4,300 | SH | SOLE | 0 | 0 | 4,300 | ||
IShares ETF-20yr | TLT Put | 464287952 | 288 | 2,400 | SH | Put | SOLE | 0 | 0 | 2,400 | |
SELECT SECTOR SPDR TR | XLB | 81369Y100 | 20,847 | 306,535 | SH | SOLE | 0 | 0 | 306,535 | ||
SELECT SECTOR SPDR TR | XLC | 81369Y852 | 67,503 | 1,409,537 | SH | SOLE | 0 | 0 | 1,409,537 | ||
SELECT SECTOR SPDR TR | XLE | 81369Y506 | 37,291 | 517,790 | SH | SOLE | 0 | 0 | 517,790 | ||
SELECT SECTOR SPDR TR | XLF | 81369Y605 | 90,773 | 2,989,873 | SH | SOLE | 0 | 0 | 2,989,873 | ||
SELECT SECTOR SPDR TR | XLI | 81369Y704 | 65,267 | 787,868 | SH | SOLE | 0 | 0 | 787,868 | ||
SELECT SECTOR SPDR TR | XLK | 81369Y803 | 215,978 | 1,818,298 | SH | SOLE | 0 | 0 | 1,818,298 | ||
SELECT SECTOR SPDR TR | XLP | 81369Y308 | 55,035 | 824,745 | SH | SOLE | 0 | 0 | 824,745 | ||
SELECT SECTOR SPDR TR | XLRE | 81369Y860 | 21,237 | 589,754 | SH | SOLE | 0 | 0 | 589,754 | ||
SELECT SECTOR SPDR TR | XLU | 81369Y886 | 24,629 | 375,964 | SH | SOLE | 0 | 0 | 375,964 | ||
SELECT SECTOR SPDR TR | XLV | 81369Y209 | 123,876 | 1,022,845 | SH | SOLE | 0 | 0 | 1,022,845 | ||
SELECT SECTOR SPDR TR | XLY | 81369Y407 | 94,996 | 666,871 | SH | SOLE | 0 | 0 | 666,871 |