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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 BARCLAYS 7 10 YR 464287440 72,472 702,333 SH   SOLE   0 0 702,333
ISHARES TR SHORT TREAS BD 464288679 201,465 1,827,938 SH   SOLE   0 0 1,827,938
SPDR S&P 500 ETF TR TR UNIT 78462F103 258,564 590,323 SH   SOLE   0 0 590,323