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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 99,997 380,000 SH   SOLE   380,000 0 0
ISHARES TR CORE S&P500 ETF 464287200 47,767 180,000 SH   SOLE   180,000 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 168,137 1,050,000 SH   SOLE   1,050,000 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 205,190 850,000 SH   SOLE   850,000 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 51,574 380,000 SH   SOLE   380,000 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 96,832 400,000 SH   SOLE   400,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 74,290 1,000,000 SH   SOLE   1,000,000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 50,645 500,000 SH   SOLE   500,000 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 48,840 600,000 SH   SOLE   600,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 127,569 1,950,000 SH   SOLE   1,950,000 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 49,619 640,000 SH   SOLE   640,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 75,317 1,560,000 SH   SOLE   1,560,000 0 0
CME GROUP INC COM CL A 12572Q105 16,581 102,518 SH   SOLE   102,517 0 0
DOWDUPONT INC COM 26078J100 2,867 45,000 SH   SOLE   45,000 0 0
AFLAC INC COM 001055102 131,280 3,000,000 SH   SOLE   30,000,000 0 0