Instuitional Investor - Pharo Management, Inc.

Filing Period:
No. Security Ticker Shares Value % Port
1.
Ishares Tr
6,552,802 $583,592,546 43.92%
2. IEF 2,700,000 $298,782,000 22.48%
3.
Ishares TrCALLCALL
3,210,000 $285,882,600 21.51%
4.
Ishares TrPUTPUT
1,800,000 $160,308,000 12.06%
5. IEF 0 $0 0%