The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
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

OMB APPROVAL
OMB Number: 3235-0006
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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
3M CO COM 88579Y101 3,352 16,100 SH   DFND 1 16,100 0 0
ABBVIE INC COM 00287Y109 1,740 24,000 SH   DFND 1 24,000 0 0
AMAZON COM INC COM 023135106 7,550 7,800 SH   DFND 1 7,800 0 0
APPLE INC COM 037833100 8,411 58,400 SH   DFND 1 58,400 0 0
AT&T INC COM 00206R102 1,962 52,000 SH   DFND 1 52,000 0 0
AUTOZONE INC COM 053332102 2,367 4,150 SH   DFND 1 4,150 0 0
BANK AMER CORP COM 060505104 2,535 104,500 SH   DFND 1 104,500 0 0
BECTON DICKINSON & CO COM 075887109 4,585 23,500 SH   DFND 1 23,500 0 0
BLACKROCK INC COM 09247X101 2,725 6,450 SH   DFND 1 6,450 0 0
CHEVRON CORP NEW COM 166764100 2,984 28,600 SH   DFND 1 28,600 0 0
CITIGROUP INC COM NEW 172967424 3,010 45,000 SH   DFND 1 45,000 0 0
COCA COLA CO COM 191216100 3,122 69,600 SH   DFND 1 69,600 0 0
CVS HEALTH CORP COM 126650100 1,746 21,700 SH   DFND 1 21,700 0 0
DISNEY WALT CO COM DISNEY 254687106 3,007 28,300 SH   DFND 1 28,300 0 0
DOLLAR GEN CORP NEW COM 256677105 1,658 23,000 SH   DFND 1 23,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,034 25,200 SH   DFND 1 25,200 0 0
EATON CORP PLC SHS G29183103 1,596 20,500 SH   DFND 1 20,500 0 0
EMERSON ELEC CO COM 291011104 2,069 34,700 SH   DFND 1 34,700 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,156 18,100 SH   DFND 1 18,100 0 0
EXXON MOBIL CORP COM 30231G102 3,899 48,300 SH   DFND 1 48,300 0 0
F5 NETWORKS INC COM 315616102 889 7,000 SH   DFND 1 7,000 0 0
FACEBOOK INC CL A 30303M102 5,481 36,300 SH   DFND 1 36,300 0 0
FEDEX CORP COM 31428X106 3,477 16,000 SH   DFND 1 16,000 0 0
GILEAD SCIENCES INC COM 375558103 1,734 24,500 SH   DFND 1 24,500 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,019 9,100 SH   DFND 1 9,100 0 0
HONEYWELL INTL INC COM 438516106 2,812 21,100 SH   DFND 1 21,100 0 0
INTUIT COM 461202103 2,391 18,000 SH   DFND 1 18,000 0 0
ISHARES TR CORE S&P 500 ETF 464287200 1,183,152 4,860,737 SH   SOLE   4,860,737 0 0
ISHARES TR IBOXX INV CP ETF 464287242 855,693 7,100,600 SH   SOLE   7,100,600 0 0
ISHARES TR RUS 1000 ETF 464287622 491,977 3,637,000 SH   SOLE   3,637,000 0 0
JOHNSON & JOHNSON COM 478160104 4,220 31,900 SH   DFND 1 31,900 0 0
JPMORGAN CHASE & CO COM 46625H100 4,671 51,100 SH   DFND 1 51,100 0 0
MASTERCARD INCORPORATED CL A 57636Q104 5,162 42,500 SH   DFND 1 42,500 0 0
MERCK & CO INC COM 58933Y105 3,070 47,900 SH   DFND 1 47,900 0 0
MICROSOFT CORP COM 594918104 5,583 81,000 SH   DFND 1 81,000 0 0
NETFLIX INC COM 64110L106 2,540 17,000 SH   DFND 1 17,000 0 0
NIKE INC CL B 654106103 4,219 71,500 SH   DFND 1 71,500 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,217 10,000 SH   DFND 1 10,000 0 0
PEPSICO INC COM 713448108 3,037 26,300 SH   DFND 1 26,300 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 72,123 524,000 SH   SOLE   524,000 0 0
PRAXAIR INC COM 74005P104 1,180 8,900 SH   DFND 1 8,900 0 0
PROCTER AND GAMBLE CO COM 742718109 2,083 23,900 SH   DFND 1 23,900 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 4,417 85,000 SH   DFND 1 85,000 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 1,159 36,000 SH   DFND 1 36,000 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 72,579 340,365 SH   SOLE   340,365 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,123,604 4,646,832 SH   SOLE   4,646,832 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,016 4,200 SH   DFND 1 4,200 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,896 16,600 SH   DFND 1 16,600 0 0
TRAVELERS COMPANIES INC COM 89417E109 4,922 38,900 SH   DFND 1 38,900 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,198 18,000 SH   DFND 1 18,000 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1,110,666 5,001,650 SH   SOLE   5,001,650 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,501 33,600 SH   DFND 1 33,600 0 0
VISA INC COM CL A 92826C839 4,464 47,600 SH   DFND 1 47,600 0 0