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 |
CURRENCYSHARES SWISS FRANC T | SWISS FRANC SH | 23129V109 | 19,366 | 200,000 | SH | Call | SOLE | 0 | 0 | 200,000 | |
CURRENCYSHS JAPANESE YEN TR | JAPANESE YEN | 23130A102 | 40,442 | 475,000 | SH | Call | SOLE | 0 | 0 | 475,000 | |
CURRENCYSHARES EURO TR | EURO SHS | 23130C108 | 31,793 | 275,000 | SH | Call | SOLE | 0 | 0 | 275,000 | |
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 46,728 | 300,000 | SH | Put | SOLE | 0 | 0 | 300,000 | |
CURRENCYSHARES EURO TR | EURO SHS | 23130C108 | 40,464 | 350,000 | SH | Put | SOLE | 0 | 0 | 350,000 | |
ISHARES INC | MSCI MEXICO ETF | 464286822 | 4,929 | 100,000 | SH | Call | SOLE | 0 | 0 | 100,000 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 33,159 | 380,000 | SH | Put | SOLE | 0 | 0 | 380,000 | |
ISHARES TR | 20 YR TR BD ETF | 464287432 | 8,880 | 70,000 | SH | Put | SOLE | 0 | 0 | 70,000 | |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 43,278 | 350,000 | SH | Call | SOLE | 0 | 0 | 350,000 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 120,087 | 450,000 | SH | Put | SOLE | 0 | 0 | 450,000 |