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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
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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 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