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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 44,998 200,000 SH   DFND 1 200,000 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 17,925 160,000 SH   DFND 1 160,000 0 0
ISHARES TR RUS 1000 ETF 464287622 34,227 275,000 SH   DFND 1 275,000 0 0
PROSHARES TR PSHS SH MSCI EMR 74347R396 5,233 209,668 SH   DFND 1 209,668 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 89,412 400,000 SH   DFND 1 400,000 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 35,519 173,000 SH   DFND 1 173,000 0 0