The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | 24,428 | 250,000 | SH | Call | SOLE | 0 | 0 | 250,000 | |
| CURRENCYSHS JAPANESE YEN TR | JAPANESE YEN | 23130A102 | 19,635 | 230,000 | SH | Call | SOLE | 0 | 0 | 230,000 | |
| CURRENCYSHARES EURO TR | EURO SHS | 23130C108 | 34,230 | 300,000 | SH | Call | SOLE | 0 | 0 | 300,000 | |
| CURRENCYSHARES EURO TR | EURO SHS | 23130C108 | 79,870 | 700,000 | SH | Put | SOLE | 0 | 0 | 700,000 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 20,415 | 230,000 | SH | Put | SOLE | 0 | 0 | 230,000 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 6,238 | 50,000 | SH | Put | SOLE | 0 | 0 | 50,000 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 35,258 | 290,000 | SH | Call | SOLE | 0 | 0 | 290,000 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 163,300 | 650,000 | SH | Put | SOLE | 0 | 0 | 650,000 | |