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 | 7-10 Y TR BD ETF | 464287440 | 64 | 606 | SH | SOLE | 606 | 0 | 0 | ||
| ISHARES TR | CORE US AGGBD ET | 464287226 | 571 | 5,184 | SH | SOLE | 5,184 | 0 | 0 | ||
| ISHARES TR | S&P 100 ETF | 464287101 | 4,724 | 51,946 | SH | OTR | 1 | 0 | 51,946 | 0 | |
| POWERSHARES ETF TR II | S&P500 LOW VOL | 73937B779 | 938 | 24,718 | SH | SOLE | 24,718 | 0 | 0 | ||
| POWERSHARES ETF TR II | S&P500 LOW VOL | 73937B779 | 53,357 | 1,405,600 | SH | OTR | 1 | 0 | 1,405,600 | 0 | |
| SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 217 | 3,012 | SH | SOLE | 3,012 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 12,413 | 172,051 | SH | OTR | 1 | 0 | 172,051 | 0 | |
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 214 | 4,411 | SH | SOLE | 4,411 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 12,272 | 253,078 | SH | OTR | 1 | 0 | 253,078 | 0 | |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 221 | 3,238 | SH | SOLE | 3,238 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 12,829 | 187,610 | SH | OTR | 1 | 0 | 187,610 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 217 | 8,773 | SH | SOLE | 8,773 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 12,516 | 506,116 | SH | OTR | 1 | 0 | 506,116 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 209 | 3,693 | SH | SOLE | 3,693 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 12,125 | 214,305 | SH | OTR | 1 | 0 | 214,305 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 214 | 4,522 | SH | SOLE | 4,522 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 12,097 | 256,177 | SH | OTR | 1 | 0 | 256,177 | 0 | |
| SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 208 | 5,040 | SH | SOLE | 5,040 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 11,942 | 288,793 | SH | OTR | 1 | 0 | 288,793 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 78,346 | 381,170 | SH | SOLE | 381,170 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 17,719 | 86,208 | SH | OTR | 1 | 0 | 86,208 | 0 | |