The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| ISHARES TR | BARCLAYS 7 10 YR | 464287440 | 31,964 | 290,000 | SH | DFND | 290,000 | 0 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 4,064 | 30,000 | SH | DFND | 30,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 70,235 | 560,000 | SH | DFND | 560,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 7,205 | 120,000 | SH | DFND | 120,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 13,242 | 130,000 | SH | DFND | 130,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 9,776 | 120,000 | SH | DFND | 120,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 5,170 | 80,000 | SH | DFND | 80,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | RL EST SEL SEC | 81369Y860 | 5,801 | 150,000 | SH | DFND | 150,000 | 0 | 0 | ||
| ISHARES TR | 10-20 YR TRS ETF | 464288653 | 7,181 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 14,076 | 110,000 | SH | DFND | 110,000 | 0 | 0 | ||
| ISHARES TR | EDGE MSCI USA VL | 46432F388 | 8,973 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||
| ISHARES TR | USA MOMENTUM FCT | 46432F396 | 10,045 | 80,000 | SH | DFND | 80,000 | 0 | 0 | ||
| ISHARES TR | USA QUALITY FCTR | 46432F339 | 5,050 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
| ISHARES TR | MSCI MIN VOL ETF | 46429B697 | 2,624 | 40,000 | SH | DFND | 40,000 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 3,313 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 32,186 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||
| ISHARES TR | CORE S&P500 ETF | 464287200 | 16,162 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
| VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 17,748 | 60,000 | SH | DFND | 60,000 | 0 | 0 | ||
| ISHARES TR | RUS 1000 ETF | 464287622 | 35,684 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
| SPDR DOW JONES INDL AVRG ETF | UT SER 1 | 78467X109 | 34,212 | 120,000 | SH | DFND | 120,000 | 0 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 21,261 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||