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 GOLD TRUST | ISHARES | 464285105 | 28,842 | 2,329,800 | SH | SOLE | 2,329,800 | 0 | 0 | ||
ISHARES INC | CORE MSCI EMKT | 46434G103 | 83,566 | 1,616,100 | SH | SOLE | 1,616,100 | 0 | 0 | ||
ISHARES TR | TIPS BD ETF | 464287176 | 85,024 | 752,000 | SH | SOLE | 752,000 | 0 | 0 | ||
ISHARES TR | CORE S&P500 ETF | 464287200 | 121,790 | 428,000 | SH | SOLE | 428,000 | 0 | 0 | ||
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 236,060 | 5,500,000 | SH | Call | SOLE | 5,500,000 | 0 | 0 | |
ISHARES TR | 1 3 YR TREAS BD | 464287457 | 91,791 | 1,091,200 | SH | SOLE | 1,091,200 | 0 | 0 | ||
ISHARES TR | MSCI ACWI ETF | 464288257 | 349 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
ISHARES TR | SHORT TREAS BD | 464288679 | 19,659 | 177,800 | SH | SOLE | 177,800 | 0 | 0 | ||
ISHARES TR | US TREAS BD ETF | 46429B267 | 71,486 | 2,832,300 | SH | SOLE | 2,832,300 | 0 | 0 | ||
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 42,582 | 350,000 | SH | Put | SOLE | 350,000 | 0 | 0 | |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 4,270 | 40,000 | SH | Call | SOLE | 40,000 | 0 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 21,468 | 80,000 | SH | Put | SOLE | 80,000 | 0 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 85,874 | 310,000 | SH | Call | SOLE | 310,000 | 0 | 0 | |
WORLD GOLD TR | SPDR GLD MINIS | 98149E204 | 53,866 | 4,172,500 | SH | SOLE | 4,172,500 | 0 | 0 |