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 MSCI Emerging Markets Indx ETF | EEM Put | 464287954 | 24,612,000 | 615,300 | SH | Put | SOLE | 0 | 0 | 615,300 | |
ishares ETF - CORE MSCI EMKT | IEMG | 46434G103 | 24,609,547 | 486,547 | SH | SOLE | 0 | 0 | 486,547 | ||
iShares MSCI EAFE ETF | EFA | 464287465 | 25,950,540 | 344,400 | SH | SOLE | 0 | 0 | 344,400 | ||
iShares MSCI EAFE ETF | EFA Put | 464287955 | 25,999,000 | 347,000 | SH | Put | SOLE | 0 | 0 | 347,000 | |
ISHARES TR | IVV | 464287200 | 367,433,117 | 769,284 | SH | SOLE | 0 | 0 | 769,284 | ||
SELECT SECTOR SPDR TR | XLC | 81369Y852 | 49,600,840 | 682,643 | SH | SOLE | 0 | 0 | 682,643 | ||
SELECT SECTOR SPDR TR | XLE | 81369Y506 | 22,426,278 | 267,489 | SH | SOLE | 0 | 0 | 267,489 | ||
SELECT SECTOR SPDR TR | XLF | 81369Y605 | 74,692,024 | 1,986,490 | SH | SOLE | 0 | 0 | 1,986,490 | ||
SELECT SECTOR SPDR TR | XLI | 81369Y704 | 50,849,001 | 446,083 | SH | SOLE | 0 | 0 | 446,083 | ||
SELECT SECTOR SPDR TR | XLK | 81369Y803 | 166,315,231 | 864,065 | SH | SOLE | 0 | 0 | 864,065 | ||
SELECT SECTOR SPDR TR | XLP | 81369Y308 | 35,540,754 | 493,416 | SH | SOLE | 0 | 0 | 493,416 | ||
SELECT SECTOR SPDR TR | XLRE | 81369Y860 | 14,549,351 | 363,189 | SH | SOLE | 0 | 0 | 363,189 | ||
SELECT SECTOR SPDR TR | XLU | 81369Y886 | 13,487,897 | 212,978 | SH | SOLE | 0 | 0 | 212,978 | ||
SELECT SECTOR SPDR TR | XLV | 81369Y209 | 72,871,107 | 534,324 | SH | SOLE | 0 | 0 | 534,324 | ||
SELECT SECTOR SPDR TR | XLY | 81369Y407 | 62,580,997 | 349,986 | SH | SOLE | 0 | 0 | 349,986 | ||
SELECT SECTOR SPDR TR | XLB | 81369Y100 | 13,897,769 | 162,471 | SH | SOLE | 0 | 0 | 162,471 | ||
IShares ETF-Rus2000 | IWM | 464287655 | 29,714,513 | 148,047 | SH | SOLE | 0 | 0 | 148,047 | ||
LISTED FD TR | HEGD | 53656F599 | 59,547,185 | 3,050,573 | SH | SOLE | 0 | 0 | 3,050,573 | ||
IShares ETF-20yr | TLT Put | 464287952 | 1,030,000 | 10,300 | SH | Put | SOLE | 0 | 0 | 10,300 | |
IShares ETF-20yr | TLT | 464287432 | 1,018,464 | 10,300 | SH | SOLE | 0 | 0 | 10,300 | ||
SPDR S&P 500 ETF TR | SPY Put | 78462F953 | 1,084,292,835 | 2,445,500 | SH | Put | SOLE | 0 | 0 | 2,445,500 | |
SPDR S&P 500 ETF TR | SPY Call | 78462F903 | 22,209,847 | 712,300 | SH | Call | SOLE | 0 | 0 | 712,300 | |
SPDR S&P 500 ETF TR | SPY | 78462F103 | 604,384,233 | 1,271,558 | SH | SOLE | 0 | 0 | 1,271,558 | ||
SPDR Gold Trust | GLD Put | 78463V957 | 3,496,800 | 18,600 | SH | Put | SOLE | 0 | 0 | 18,600 | |
SPDR Gold Trust | GLD | 78463V107 | 3,555,762 | 18,600 | SH | SOLE | 0 | 0 | 18,600 | ||
APPLE INC | AAPL Put | 037833950 | 1,504,000 | 9,400 | SH | Put | SOLE | 0 | 0 | 9,400 | |
PACER FDS TR | PSCQ | 69374H527 | 6,040,758 | 250,446 | SH | SOLE | 0 | 0 | 250,446 | ||
PACER FDS TR | PSFO | 69374H451 | 11,456,943 | 442,353 | SH | SOLE | 0 | 0 | 442,353 | ||
PACER FDS TR | PSMO | 69374H485 | 31,196,106 | 1,236,959 | SH | SOLE | 0 | 0 | 1,236,959 | ||
PACER FDS TR | PSCW | 69374H543 | 8,725,637 | 376,592 | SH | SOLE | 0 | 0 | 376,592 | ||
PACER FDS TR | PSMJ | 69374H493 | 36,851,526 | 1,478,200 | SH | SOLE | 0 | 0 | 1,478,200 | ||
PACER FDS TR | PSCJ | 69374H535 | 9,098,669 | 391,509 | SH | SOLE | 0 | 0 | 391,509 | ||
PACER FDS TR | PSFJ | 69374H469 | 15,189,763 | 604,688 | SH | SOLE | 0 | 0 | 604,688 | ||
PACER FDS TR | PSFM | 69374H477 | 14,144,421 | 544,435 | SH | SOLE | 0 | 0 | 544,435 | ||
PACER FDS TR | PSMR | 69374H519 | 29,265,003 | 1,173,887 | SH | SOLE | 0 | 0 | 1,173,887 | ||
PACER FDS TR | PSCX | 69374H584 | 8,582,546 | 351,168 | SH | SOLE | 0 | 0 | 351,168 | ||
PACER FDS TR | PSFD | 69374H576 | 14,361,017 | 497,093 | SH | SOLE | 0 | 0 | 497,093 | ||
PACER FDS TR | PSMD | 69374H550 | 34,735,900 | 1,344,789 | SH | SOLE | 0 | 0 | 1,344,789 | ||
CHENIERE ENERGY INC | LNG Call | 16411R908 | 2,856,000 | 13,600 | SH | Call | SOLE | 0 | 0 | 13,600 | |
CHENIERE ENERGY INC | LNG Put | 16411R958 | 1,632,000 | 13,600 | SH | Put | SOLE | 0 | 0 | 13,600 | |
EXXON MOBIL CORP | XOM Put | 30231G952 | 1,510,500 | 15,900 | SH | Put | SOLE | 0 | 0 | 15,900 | |
UNITEDHEALTH GROUP INC | UNH Put | 91324P952 | 720,000 | 1,500 | SH | Put | SOLE | 0 | 0 | 1,500 |