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
SPY US EQUITY COM 78462F103 118,071 443,142 SH   SOLE   443,142 0 0
SPY US 1/03/18 C267 COM 78462F903 39 751 SH Call SOLE   751 0 0
SPY US 1/05/18 P256 COM 78462F953 2 160 SH Put SOLE   160 0 0
SPY US 1/05/18 P258 COM 78462F953 5 406 SH Put SOLE   406 0 0
SPY US 1/05/18 P260 COM 78462F953 21 1,228 SH Put SOLE   1,228 0 0
SPY US 1/05/18 P261 COM 78462F953 10 500 SH Put SOLE   500 0 0
SPY US 1/05/18 P262 COM 78462F953 58 2,386 SH Put SOLE   2,386 0 0
SPY US 1/05/18 P263 COM 78462F953 154 4,891 SH Put SOLE   4,891 0 0
SPY US 1/05/18 P264 COM 78462F953 52 1,249 SH Put SOLE   1,249 0 0
SPY US 1/05/18 P265 COM 78462F953 298 5,324 SH Put SOLE   5,324 0 0
SPY US 1/05/18 P266 COM 78462F953 8 100 SH Put SOLE   100 0 0
SPY US 1/05/18 C267 COM 78462F903 92 1,231 SH Call SOLE   1,231 0 0
SPY US 1/05/18 P268 COM 78462F953 36 200 SH Put SOLE   200 0 0
SPY US 1/05/18 C269 COM 78462F903 21 1,503 SH Call SOLE   1,503 0 0
SPY US 1/05/18 C270 COM 78462F903 0 131 SH Call SOLE   131 0 0
SPY US 1/19/18 P257 COM 78462F953 7 130 SH Put SOLE   130 0 0
SPY US 1/19/18 P261 COM 78462F953 21 240 SH Put SOLE   240 0 0
SPY US 1/19/18 C262 COM 78462F903 387 675 SH Call SOLE   675 0 0
SPY US 1/19/18 C265 COM 78462F903 2,900 8,897 SH Call SOLE   8,897 0 0
SPY US 1/19/18 P265 COM 78462F953 18 122 SH Put SOLE   122 0 0
SPY US 1/19/18 C266 COM 78462F903 2,383 9,437 SH Call SOLE   9,437 0 0
SPY US 1/19/18 C269 COM 78462F903 227 2,644 SH Call SOLE   2,644 0 0
SPY US 1/19/18 P270 COM 78462F953 231 600 SH Put SOLE   600 0 0
SPY US 1/19/18 C271 COM 78462F903 330 10,326 SH Call SOLE   10,326 0 0
SPY US 2/16/18 P250 COM 78462F953 2 20 SH Put SOLE   20 0 0
SPY US 2/16/18 C273 COM 78462F903 446 6,468 SH Call SOLE   6,468 0 0
SPY US 2/16/18 C274 COM 78462F903 115 2,278 SH Call SOLE   2,278 0 0
SPY US 2/16/18 C275 COM 78462F903 117 3,352 SH Call SOLE   3,352 0 0
SPY US 2/16/18 C276 COM 78462F903 95 3,796 SH Call SOLE   3,796 0 0
SPY US 3/16/18 C280 COM 78462F903 45 1,500 SH Call SOLE   1,500 0 0
XLF US 1/19/18 C28 COM 81369Y905 21 568 SH Call SOLE   568 0 0