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 |
| NEW STAR FINANCIAL | COM | 65251F105 | 26,250 | 3,000,000 | SH | DFND | 3,000,000 | 0 | 0 | ||
| ISHARES MSCI EAFE | COM | 464287465 | 88,071 | 1,540,788 | SH | DFND | 1,540,788 | 0 | 0 | ||
| ISHARES-BAR 1-3Y | COM | 464288646 | 30,045 | 285,000 | SH | DFND | 1 | 285,000 | 0 | 0 | |
| ISHARES INT CRED | COM | 464288638 | 29,893 | 272,500 | SH | DFND | 1 | 272,500 | 0 | 0 | |
| ISHARES FLOATING | COM | 46429B655 | 50,420 | 1,000,000 | SH | DFND | 1 | 1,000,000 | 0 | 0 | |
| ISHARES-BAR 1-3Y | COM | 464288646 | 129,983 | 1,233,000 | SH | DFND | 1 | 1,233,000 | 0 | 0 | |
| ISHARES IBOXX $ INVE | COM | 464287242 | 449,496 | 3,783,000 | SH | DFND | 1 | 3,783,000 | 0 | 0 | |