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 SER TR | S&P REGL BKG | 78464A698 | 2,470,000 | 26,000 | SH | Put | OTR | 0 | 26,000 | 0 | |
ISHARES TR | US HOME CONS ETF | 464288752 | 800,000 | 20,000 | SH | Put | OTR | 0 | 20,000 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 1,202,096 | 72,728 | SH | Put | OTR | 0 | 72,728 | 0 | |
ISHARES TR | TIPS BD ETF | 464287176 | 636,000 | 68,000 | SH | Call | OTR | 0 | 68,000 | 0 |