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 |
|
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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
ISHARES TR | U.S. REAL ES ETF | 464287739 | 468,045 | 43,008 | SH | Put | OTR | 0 | 43,008 | 0 | ||
BK OF AMERICA CORP | COM | 060505104 | 516,624 | 80,284 | SH | Put | OTR | 0 | 80,284 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 1,162,528 | 72,658 | SH | Put | OTR | 0 | 72,658 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 2,861,650 | 23,650 | SH | Put | OTR | 0 | 23,650 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 3,068,100 | 13,636 | SH | Call | OTR | 0 | 13,636 | 0 | ||
ISHARES TR | TIPS BD ETF | 464287176 | 100,107,000 | 908,000 | SH | OTR | 0 | 908,000 | 0 | |||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 100,688,172 | 985,400 | SH | OTR | 0 | 985,400 | 0 | |||
ISHARES TR | TIPS BD ETF | 464287176 | 5,250,000 | 68,000 | SH | Call | OTR | 0 | 68,000 | 0 |