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 | IBOXX INV CP ETF | 464287242 | 3,705 | 30,000 | SH | DFND | 30,000 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 572 | 5,000 | SH | DFND | 5,000 | 0 | 0 | ||
| ISHARES TR | 10-20 YR TRS ETF | 464288653 | 838 | 5,000 | SH | DFND | 5,000 | 0 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 17,136 | 90,000 | SH | DFND | 90,000 | 0 | 0 | ||
| ISHARES TR | MSCI MIN VOL ETF | 46429B697 | 1,080 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
| ISHARES TR | USA QUALITY FCTR | 46432F339 | 810 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
| ISHARES TR | EDGE MSCI USA VL | 46432F388 | 630 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
| ISHARES TR | USA MOMENTUM FCT | 46432F396 | 4,259 | 40,000 | SH | DFND | 40,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 23,198 | 90,000 | SH | DFND | 90,000 | 0 | 0 | ||