The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | IBOXX HI YD ETF | 464288513 | 67,024 | 774,400 | SH | SOLE | 774,400 | 0 | 0 | ||
| VANGUARD BD INDEX FD INC | SHORT TRM BOND | 921937827 | 22,675 | 285,400 | SH | SOLE | 285,400 | 0 | 0 | ||
| VANGUARD BD INDEX FD INC | VALUE ETF | 922908744 | 206 | 2,214 | SH | SOLE | 0 | 0 | 2,214 | ||
| CREDIT SUISSE NASSAU BRH | INVRS VIX STERM | 22542D795 | 2,683 | 57,379 | SH | SOLE | 49,900 | 0 | 7,479 | ||
| SPDR SERIES TRUST | BLOOMBERG BRCLYS | 78464A417 | 67,465 | 1,850,900 | SH | SOLE | 1,850,900 | 0 | 0 | ||
| WISDOMTREE TR | HIGH DIV FD | 97717W208 | 352 | 5,236 | SH | SOLE | 0 | 0 | 5,236 | ||
| WISDOMTREE TR | ITL HIGH DIV FD | 97717W802 | 209 | 5,486 | SH | SOLE | 0 | 0 | 5,486 | ||
| VANGUARD INTL EQUITY INDEX F | ALLWRLD EX US | 922042775 | 240 | 5,429 | SH | SOLE | 0 | 0 | 5,429 | ||