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 |
| ISHARES INC | MSCI BRAZIL ETF | 464286400 | 12,668,700 | 3,300 | SH | Call | SOLE | 330,000 | 0 | 0 | |
| ISHARES INC | MSCI BRAZIL ETF | 464286400 | 12,668,700 | 3,300 | SH | Put | SOLE | 330,000 | 0 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 188,245,240 | 52,436 | SH | Put | SOLE | 5,243,600 | 0 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 49,225,572 | 8,668 | SH | Put | SOLE | 866,800 | 0 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 21,580,200 | 3,800 | SH | Call | SOLE | 380,000 | 0 | 0 | |
| STATE STR SPDR S&P 500 ETF T | TR UNIT | 78462F103 | 55,239,229 | 84,939 | SH | SOLE | 84,939 | 0 | 0 | ||