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 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 89,971 | 360,000 | SH | DFND | 360,000 | 0 | 0 | ||
| ISHARES TR | CORE S&P500 ETF | 464287200 | 196,256 | 780,000 | SH | DFND | 780,000 | 0 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 172,771 | 1,120,000 | SH | DFND | 1,120,000 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 40,170 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 178,682 | 1,400,000 | SH | DFND | 1,400,000 | 0 | 0 | ||
| VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 229,810 | 1,000,000 | SH | DFND | 1,000,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 37,278 | 650,000 | SH | DFND | 650,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 86,309 | 1,340,000 | SH | DFND | 1,340,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 133,664 | 1,350,000 | SH | DFND | 1,350,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 130,158 | 2,100,000 | SH | DFND | 2,100,000 | 0 | 0 | ||
| ISHARES TR | RUS 1000 GRW ETF | 464287614 | 133,528 | 1,020,000 | SH | DFND | 1,020,000 | 0 | 0 | ||
| ISHARES TR | RUS 1000 VAL ETF | 464287598 | 44,420 | 400,000 | SH | DFND | 400,000 | 0 | 0 | ||
| ISHARES INC | MSCI PAC JP ETF | 464286665 | 24,420 | 600,000 | SH | DFND | 600,000 | 0 | 0 | ||
| ISHARES TR | MSCI AC ASIA ETF | 464288182 | 60,989 | 960,000 | SH | DFND | 960,000 | 0 | 0 | ||
| ISHARES INC | MSCI MEXICO ETF | 464286822 | 12,354 | 300,000 | SH | DFND | 300,000 | 0 | 0 | ||
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 30,313 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
| CME GROUP INC | COM CL A | 12572Q105 | 19,286 | 102,518 | SH | DFND | 102,517 | 0 | 0 | ||
| AFLAC INC | COM | 001055102 | 136,680 | 3,000,000 | SH | DFND | 30,000,000 | 0 | 0 | ||