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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 TR RUSSELL 2000 ETF 464287655 8,357 66,927 SH   SOLE   66,927 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 343,640 2,752,200 SH Put SOLE   2,752,200 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 49,420 395,800 SH Call SOLE   0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 209,000 1,015,300 SH Put SOLE   1,015,300 0 0