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 | 690,941 | 2,592,147 | SH | SOLE | 2,592,147 | 0 | 0 | ||
SPDR S&P MIDCAP 400 ETF TR | UTSER1 S&PDCRP | 78467Y107 | 49,593 | 143,649 | SH | SOLE | 143,649 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 36,774 | 241,202 | SH | SOLE | 241,202 | 0 | 0 | ||
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 44,094 | 935,782 | SH | SOLE | 935,782 | 0 | 0 | ||
ISHARES TR | PUT | 464287954 | 184,710 | 3,920,000 | SH | SOLE | 3,920,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | PUT | 78462F953 | 154,600 | 580,000 | SH | SOLE | 580,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | CALL | 78462F903 | 39,983 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
XL GROUP LTD | CALL | G98294904 | 8,136 | 231,400 | SH | SOLE | 231,400 | 0 | 0 | ||
POWERSHARES QQQ TRUST | PUT | 73935A954 | 311,520 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 |