The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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