The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 | CORE S&P500 ETF | 464287200 | 23,227 | 75,000 | SH | DFND | 75,000 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 14,795 | 110,000 | SH | DFND | 110,000 | 0 | 0 | ||
| ISHARES TR | RUS 1000 ETF | 464287622 | 34,336 | 200,000 | SH | DFND | 200,000 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 2,148 | 15,000 | SH | DFND | 15,000 | 0 | 0 | ||
| ISHARES TR | 10-20 YR TRS ETF | 464288653 | 2,510 | 15,000 | SH | DFND | 15,000 | 0 | 0 | ||
| VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 28,343 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||
| ISHARES TR | MSCI MIN VOL ETF | 46429B697 | 2,425 | 40,000 | SH | DFND | 40,000 | 0 | 0 | ||
| ISHARES TR | USA QUALITY FCTR | 46432F339 | 12,470 | 130,000 | SH | DFND | 130,000 | 0 | 0 | ||
| ISHARES TR | EDGE MSCI USA VL | 46432F388 | 2,168 | 30,000 | SH | DFND | 30,000 | 0 | 0 | ||
| ISHARES TR | USA MOMENTUM FCT | 46432F396 | 13,100 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 30,836 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||