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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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 MSCI EMG MKT ETF 464287234 1,787 39,900 SH Call SOLE   0 0 39,900
ISHARES TR MSCI EAFE ETF 464287465 1,177 17,200 SH Call SOLE   0 0 17,200
ISHARES TR RUSSELL 2000 ETF 464287655 6,549 44,200 SH Call SOLE   0 0 44,200
SPDR S&P 500 ETF TR TR UNIT 78462F103 20,098 80,000 SH Call SOLE   0 0 80,000
ISHARES TR RUSSELL 2000 ETF 464287655 740 5,000 SH Put SOLE   0 0 5,000
JOHNSON & JOHNSON COM 478160104 364 2,800 SH Put SOLE   0 0 2,800
SPDR S&P 500 ETF TR TR UNIT 78462F103 12,511 49,800 SH Put SOLE   0 0 49,800