The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it 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 |
| ING GROEP N V | DBCV 6.000%12/2 | 456837AE3 | 2,976 | 3,000,000 | PRN | OTR | 0 | 3,000,000 | 0 | ||
| ISHARES | JP MOR EM MK ETF | 464288281 | 220 | 2,000 | SH | OTR | 0 | 2,000 | 0 | ||
| ISHARES | MSCI FRANCE ETF | 464286707 | 143 | 5,540 | SH | OTR | 0 | 5,540 | 0 | ||
| ISHARES | MSCI GERMANY ETF | 464286806 | 129 | 4,630 | SH | OTR | 0 | 4,630 | 0 | ||
| ISHARES | MSCI HONG KG ETF | 464286871 | 88 | 3,920 | SH | OTR | 0 | 3,920 | 0 | ||
| ISHARES | MSCI ITALCPD ETF | 464286855 | 35 | 2,370 | SH | OTR | 0 | 2,370 | 0 | ||
| ISHARES | MSCI JAPAN ETF | 464286848 | 374 | 29,230 | SH | OTR | 0 | 29,230 | 0 | ||
| ISHARES | MSCI NETHERL ETF | 464286814 | 72 | 2,800 | SH | OTR | 0 | 2,800 | 0 | ||
| ISHARES | MSCI SINGAP ETF | 464286673 | 50 | 4,010 | SH | OTR | 0 | 4,010 | 0 | ||
| ISHARES | MSCI SWEDEN ETF | 464286756 | 43 | 1,360 | SH | OTR | 0 | 1,360 | 0 | ||
| ISHARES | MSCI SZ CAP ETF | 464286749 | 189 | 5,770 | SH | OTR | 0 | 5,770 | 0 | ||
| ISHARES TR | MSCI UTD KNGDM | 46434V548 | 265 | 14,500 | SH | OTR | 0 | 14,500 | 0 | ||
| ISHARES TR | RUS 1000 GRW ETF | 464287614 | 1,493 | 15,075 | SH | OTR | 0 | 15,075 | 0 | ||
| ISHARES TR | RUS 2000 GRW ETF | 464287648 | 1,527 | 9,880 | SH | OTR | 0 | 9,880 | 0 | ||
| ISHARES TR | RUS MD CP GR ETF | 464287481 | 1,496 | 15,445 | SH | OTR | 0 | 15,445 | 0 | ||
| ISHARES TR | TIPS BD ETF | 464287176 | 1,468 | 13,100 | SH | OTR | 0 | 13,100 | 0 | ||
| SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 9,063 | 118,498 | SH | SOLE | 118,498 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 4,388 | 92,195 | SH | SOLE | 92,195 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 9,180 | 123,404 | SH | SOLE | 123,404 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 2,241 | 91,928 | SH | SOLE | 91,928 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 8,678 | 160,534 | SH | SOLE | 160,534 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI MATERIALS | 81369Y100 | 2,138 | 44,179 | SH | SOLE | 44,179 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 8,632 | 208,510 | SH | SOLE | 208,510 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 25,422 | 123,500 | SH | OTR | 0 | 123,500 | 0 | ||