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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
NEXIMMUNE INC COM 65344D109 439 26,919 SH   SOLE   26,918 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 35,053 278,306 SH   SOLE   278,306 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 21,321 263,325 SH   SOLE   263,325 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 13,704 254,395 SH   SOLE   254,395 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 55,976 1,525,644 SH   SOLE   1,525,644 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 13,791 167,552 SH   SOLE   167,552 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 136,211 858,723 SH   SOLE   858,723 0 0
ISHARES TR IBOXX INV CP ETF 464287242 403,043 2,999,721 SH   SOLE   2,999,721 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 127,348 1,190,840 SH   SOLE   1,190,840 0 0