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 | 473,820 | 1,885,535 | SH | SOLE | 1,885,535 | 0 | 0 | ||
SPDR S&P MIDCAP 400 ETF TR | UTSER1 S&PDCRP | 78467Y107 | 45,515 | 139,434 | SH | SOLE | 139,434 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 29,242 | 197,342 | SH | SOLE | 197,342 | 0 | 0 | ||
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 13,863 | 309,382 | SH | SOLE | 309,382 | 0 | 0 | ||
ISHARES TR | PUT | 464287954 | 67,215 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
PROGRESSIVE CORP OHIO | COM | 743315103 | 8,052 | 166,300 | SH | SOLE | 166,300 | 0 | 0 | ||
PROGRESSIVE CORP OHIO | CALL | 743315903 | 9,684 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
XL GROUP LTD | COM | G98294104 | 1,928 | 48,861 | SH | SOLE | 48,861 | 0 | 0 | ||
XL GROUP LTD | CALL | G98294904 | 19,615 | 497,200 | SH | SOLE | 497,200 | 0 | 0 | ||
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 14,134 | 206,400 | SH | SOLE | 206,400 | 0 | 0 | ||
SELECT SECTOR SPDR TR | PUT | 81369Y956 | 54,784 | 800,000 | SH | SOLE | 800,000 | 0 | 0 |