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The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 RUS 1000 VAL ETF 464287598 101,669 1,038,926 SH   DFND 1 1,038,926 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 24,868 121,969 SH   DFND 1 121,969 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 242,145 1,295,376 SH   DFND 1 1,295,376 0 0