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
CONSUMER DISCRETIONARY SELT ETF 81369Y407 0 0 SH   SOLE   0 0 0
CONSUMER STAPLES SPDR ETF 81369Y308 0 0 SH   SOLE   0 0 0
ENERGY SELECT SECTOR SPDR ETF 81369Y506 0 0 SH   SOLE   0 0 0
FINANCIAL SELECT SECTOR SPDR ETF 81369Y605 0 0 SH   SOLE   0 0 0
HEALTH CARE SELECT SECTOR ETF 81369Y209 0 0 SH   SOLE   0 0 0
INDUSTRIAL SELECT SECT SPDR ETF 81369Y704 0 0 SH   SOLE   0 0 0
ISHARES LEHMAN 1-3YR TRS BD ETF 464287457 0 0 SH   SOLE   0 0 0
ISHARES RUSSELL 2000 COMM 464287655 0 0 SH Call SOLE   0 0 0
ISHARES RUSSELL 2000 COMM 464287655 0 0 SH Put SOLE   0 0 0
ISHARES RUSSELL 2000 ETF 464287655 0 0 SH   SOLE   0 0 0
MATERIALS SELECT SECTOR SPDR ETF 81369Y100 0 0 SH   SOLE   0 0 0
SPDR S&P 500 ETF TRUST COMM 78462F103 0 0 SH Put SOLE   0 0 0
SPDR S&P 500 ETF TRUST ETF 78462F103 0 0 SH   SOLE   0 0 0
TECHNOLOGY SELECT SECT SPDR ETF 81369Y803 0 0 SH   SOLE   0 0 0
UTILITIES SELECT SECTOR SPDR ETF 81369Y886 0 0 SH   SOLE   0 0 0