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
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OMB Number: 3235-0006
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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
SPY US EQUITY COM 78462F103 399,865 1,242,358 SH   SOLE NONE 1,242,358 0 0
SPY US 1/17/20 C365.0 Equity COM 78462F903 494,860 1,537,500 SH Call SOLE NONE 1,537,500 0 0
SPY US 1/17/20 C355.0 Equity COM 78462F903 239,721 744,800 SH Call SOLE NONE 744,800 0 0
SPY US 1/17/20 C350.0 Equity COM 78462F903 219,734 682,700 SH Call SOLE NONE 682,700 0 0
SPY US 2/21/20 P320.0 Equity COM 78462F953 215,968 671,000 SH Put SOLE NONE 671,000 0 0
SPY US 1/06/20 P310.0 Equity COM 78462F953 193,116 600,000 SH Put SOLE NONE 600,000 0 0
SPY US 1/17/20 P320.0 Equity COM 78462F953 117,189 364,100 SH Put SOLE NONE 364,100 0 0
SPY US 1/03/20 C321.0 Equity COM 78462F903 96,558 300,000 SH Call SOLE NONE 300,000 0 0
SPY US 1/03/20 C320.0 Equity COM 78462F903 70,455 218,900 SH Call SOLE NONE 218,900 0 0
SPY US 3/20/20 P300.0 Equity COM 78462F953 48,762 151,500 SH Put SOLE NONE 151,500 0 0
SPY US 1/03/20 C322.0 Equity COM 78462F903 48,086 149,400 SH Call SOLE NONE 149,400 0 0
SPY US 12/31/19 C321.0 Equity COM 78462F903 30,416 94,500 SH Call SOLE NONE 94,500 0 0
SPY US 1/17/20 P203.0 Equity COM 78462F953 29,064 90,300 SH Put SOLE NONE 90,300 0 0
SPY US 3/20/20 P330.0 Equity COM 78462F953 28,001 87,000 SH Put SOLE NONE 87,000 0 0
SPY US 1/03/20 C335.0 Equity COM 78462F903 25,491 79,200 SH Call SOLE NONE 79,200 0 0
SPY US 12/31/19 C325.0 Equity COM 78462F903 22,080 68,600 SH Call SOLE NONE 68,600 0 0
SPY US 3/20/20 C325.0 Equity COM 78462F903 16,093 50,000 SH Call SOLE NONE 50,000 0 0
SPY US 3/20/20 C320.0 Equity COM 78462F903 15,417 47,900 SH Call SOLE NONE 47,900 0 0
SPY US 12/31/19 C320.0 Equity COM 78462F903 15,031 46,700 SH Call SOLE NONE 46,700 0 0
SPY US 12/31/19 P323.0 Equity COM 78462F953 13,422 41,700 SH Put SOLE NONE 41,700 0 0
SPY US 1/03/20 P323.0 Equity COM 78462F953 10,396 32,300 SH Put SOLE NONE 32,300 0 0
SPY US 1/17/20 P255.0 Equity COM 78462F953 9,656 30,000 SH Put SOLE NONE 30,000 0 0
SPY US 1/03/20 P320.0 Equity COM 78462F953 4,538 14,100 SH Put SOLE NONE 14,100 0 0
SPY US 1/03/20 P270.0 Equity COM 78462F953 3,959 12,300 SH Put SOLE NONE 12,300 0 0
SPY US 1/03/20 P275.0 Equity COM 78462F953 1,062 3,300 SH Put SOLE NONE 3,300 0 0
SPY US 3/20/20 P320.0 Equity COM 78462F953 676 2,100 SH Put SOLE NONE 2,100 0 0