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UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
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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 RUS 1000 VAL ETF 464287598 293,302 2,156,791 SH   SOLE   2,156,791 0 0
ISHARES TR IBOXX INV CP ETF 464287242 127,349 1,243,033 SH   SOLE   1,243,033 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 8,118 110,840 SH   SOLE   110,840 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 4,513 35,000 SH   SOLE   35,000 0 0
ISHARES TR EXPANDED TECH 464287515 25,263 101,000 SH   SOLE   101,000 0 0
ISHARES TR ISHARES BIOTECH 464287556 14,620 125,000 SH   SOLE   125,000 0 0
SPDR SER TR S&P BIOTECH 78464A870 37,920 478,065 SH   SOLE   478,065 0 0
ISHARES TR 7-10 YR TRSY BD 464287440 148,689 1,549,000 SH   SOLE   1,549,000 0 0
ISHARES TR ISHS 1-5YR INVS 464288646 758,732 15,396,350 SH   SOLE   15,396,350 0 0
VACCITECH PLC ADS 91864C107 345 107,968 SH   SOLE   107,968 0 0
ISHARES TR RUS 1000 ETF 464287622 210,523 1,066,860 SH   SOLE   1,066,860 0 0
SPDR SER TR S&P OILGAS EXP 78468R556 21,914 175,707 SH   SOLE   175,707 0 0