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 |
| PRUDENTIAL FINL INC | COM | 744320102 | 289,576 | 2,683 | SH | SOLE | 2,683 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 7,634,900 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
| ISHARES TR | CORE US AGGBD ET | 464287226 | 14,817,306 | 149,700 | SH | SOLE | 149,700 | 0 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 4,321,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| ISHARES TR | 7-10 YR TRSY BD | 464287440 | 3,309,950 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| ISHARES TR | 1 3 YR TREAS BD | 464287457 | 21,192,591 | 258,100 | SH | SOLE | 258,100 | 0 | 0 | ||
| ISHARES TR | JPMORGAN USD EMG | 464288281 | 17,359,200 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
| ISHARES TR | ISHS 5-10YR INVT | 464288638 | 23,394,800 | 440,000 | SH | SOLE | 440,000 | 0 | 0 | ||
| ISHARES TR | ISHS 1-5YR INVS | 464288646 | 46,644,900 | 890,000 | SH | SOLE | 890,000 | 0 | 0 | ||
| ISHARES TR | 3 7 YR TREAS BD | 464288661 | 21,469,860 | 182,800 | SH | SOLE | 182,800 | 0 | 0 | ||
| ISHARES TR | 10+ YR INVST GRD | 464289511 | 8,757,000 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
| ISHARES TR | BROAD USD HIGH | 46435U853 | 17,699,262 | 478,100 | SH | SOLE | 478,100 | 0 | 0 | ||
| J P MORGAN EXCHANGE TRADED F | ULTRA SHRT ETF | 46641Q837 | 4,981,145 | 98,500 | SH | SOLE | 98,500 | 0 | 0 | ||
| INVESCO EXCHANGE TRADED FD T | S&P500 EQL WGT | 46137V357 | 425,540 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
| JANUS DETROIT STR TR | HENDRSON AAA CL | 47103U845 | 4,988,160 | 98,795 | SH | SOLE | 98,795 | 0 | 0 | ||
| VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 92206C870 | 4,959,000 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| VANGUARD SCOTTSDALE FDS | SHRT TRM CORP BD | 92206C409 | 9,483,600 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
| VANGUARD SCOTTSDALE FDS | INTER TERM TREAS | 92206C706 | 5,013,300 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
| DIREXION SHARES ETF TRUST | AUSPCE CMD STG | 25460E307 | 489,000 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 7,197,300 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
| ROUNDHILL ETF TRUST | MEMORY ETF | 77926X320 | 738,500 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||