Instuitional Investor - 400 Capital Management Llc

Filing Period:
No. Security Ticker Shares Value % Port
1. SPY 2,050,000 $1,365,669,000 97.85%
2.
Ishares Tr - IBOXX HI YD ETFPUTPUT
250,000 $20,297,500 1.45%
3. IEF 40,000 $9,678,400 0.69%
4. EWA 0 $0 0%
5.
Etf Ser SolutionsPUTPUT
0 $0 0%