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 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 485,557 | 2,059,716 | SH | SOLE | 2,059,716 | 0 | 0 | ||
SPDR S&P MIDCAP 400 ETF TR | UTSER1 S&PDCRP | 78467Y107 | 48,828 | 156,287 | SH | SOLE | 156,287 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 26,784 | 194,820 | SH | SOLE | 194,820 | 0 | 0 | ||
SPDR GOLD TRUST | PUT | 78463V957 | 20,313 | 171,100 | SH | SOLE | 171,100 | 0 | 0 | ||
SPDR GOLD TRUST | CALL | 78463V907 | 9,129 | 76,900 | SH | SOLE | 76,900 | 0 | 0 |