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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 MODERT ALLOC ETF 464289875 369 9,905 SH   SOLE   9,905 0 0
ISHARES TR CORE S&P500 ETF 464287200 242 994 SH   SOLE   994 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 77,329 319,800 SH Put SOLE   319,800 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 144,815 598,900 SH Call SOLE   598,900 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 148,417 613,800 SH   SOLE   613,800 0 0