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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

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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 CORE S&P500 ETF 464287200 115,433 599,000 SH   DFND 1 599,000 0 0
ISHARES TR RUS 1000 ETF 464287622 29,439 275,000 SH   DFND 1 275,000 0 0
ISHARES TR MSCI INDIA ETF 46429B598 3,571 125,000 SH   DFND 1 125,000 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 62,074 610,000 SH   DFND 1 610,000 0 0
PROSHARES TR PSHS SH MSCI EMR 74347R396 4,635 155,125 SH   DFND 1 155,125 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 76,652 400,000 SH   DFND 1 400,000 0 0