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 |
| 3M CO | COM | 88579Y101 | 3,379 | 16,100 | SH | DFND | 1 | 16,100 | 0 | 0 | |
| ABBVIE INC | COM | 00287Y109 | 2,133 | 24,000 | SH | DFND | 1 | 24,000 | 0 | 0 | |
| AMAZON COM INC | COM | 023135106 | 7,499 | 7,800 | SH | DFND | 1 | 7,800 | 0 | 0 | |
| APPLE INC | COM | 037833100 | 8,030 | 52,100 | SH | DFND | 1 | 52,100 | 0 | 0 | |
| AT&T INC | COM | 00206R102 | 2,037 | 52,000 | SH | DFND | 1 | 52,000 | 0 | 0 | |
| AUTOZONE INC | COM | 053332102 | 1,934 | 3,250 | SH | DFND | 1 | 3,250 | 0 | 0 | |
| BANK AMER CORP | COM | 060505104 | 3,168 | 125,000 | SH | DFND | 1 | 125,000 | 0 | 0 | |
| BECTON DICKINSON & CO | COM | 075887109 | 4,605 | 23,500 | SH | DFND | 1 | 23,500 | 0 | 0 | |
| BLACKROCK INC | COM | 09247X101 | 3,420 | 7,650 | SH | DFND | 1 | 7,650 | 0 | 0 | |
| CHEVRON CORP NEW | COM | 166764100 | 3,361 | 28,600 | SH | DFND | 1 | 28,600 | 0 | 0 | |
| CITIGROUP INC | COM NEW | 172967424 | 3,273 | 45,000 | SH | DFND | 1 | 45,000 | 0 | 0 | |
| COCA COLA CO | COM | 191216100 | 3,133 | 69,600 | SH | DFND | 1 | 69,600 | 0 | 0 | |
| CVS HEALTH CORP | COM | 126650100 | 1,765 | 21,700 | SH | DFND | 1 | 21,700 | 0 | 0 | |
| DISNEY WALT CO | COM DISNEY | 254687106 | 2,790 | 28,300 | SH | DFND | 1 | 28,300 | 0 | 0 | |
| DOLLAR GEN CORP NEW | COM | 256677105 | 1,337 | 16,500 | SH | DFND | 1 | 16,500 | 0 | 0 | |
| DOWDUPONT INC | COM | 26078J100 | 2,237 | 32,306 | SH | DFND | 1 | 32,306 | 0 | 0 | |
| EATON CORP PLC | SHS | G29183103 | 1,574 | 20,500 | SH | DFND | 1 | 20,500 | 0 | 0 | |
| EMERSON ELEC CO | COM | 291011104 | 2,181 | 34,700 | SH | DFND | 1 | 34,700 | 0 | 0 | |
| EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 1,146 | 18,100 | SH | DFND | 1 | 18,100 | 0 | 0 | |
| EXXON MOBIL CORP | COM | 30231G102 | 3,960 | 48,300 | SH | DFND | 1 | 48,300 | 0 | 0 | |
| F5 NETWORKS INC | COM | 315616102 | 844 | 7,000 | SH | DFND | 1 | 7,000 | 0 | 0 | |
| FACEBOOK INC | CL A | 30303M102 | 6,203 | 36,300 | SH | DFND | 1 | 36,300 | 0 | 0 | |
| FEDEX CORP | COM | 31428X106 | 3,609 | 16,000 | SH | DFND | 1 | 16,000 | 0 | 0 | |
| GILEAD SCIENCES INC | COM | 375558103 | 1,985 | 24,500 | SH | DFND | 1 | 24,500 | 0 | 0 | |
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 2,158 | 9,100 | SH | DFND | 1 | 9,100 | 0 | 0 | |
| HONEYWELL INTL INC | COM | 438516106 | 2,991 | 21,100 | SH | DFND | 1 | 21,100 | 0 | 0 | |
| INTUIT | COM | 461202103 | 2,559 | 18,000 | SH | DFND | 1 | 18,000 | 0 | 0 | |
| ISHARES TR | CORE S&P 500 ETF | 464287200 | 1,229,426 | 4,860,737 | SH | SOLE | 4,860,737 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 637,209 | 5,256,200 | SH | SOLE | 5,256,200 | 0 | 0 | ||
| ISHARES TR | RUS 1000 ETF | 464287622 | 147,434 | 1,054,000 | SH | SOLE | 1,054,000 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 4,147 | 31,900 | SH | DFND | 1 | 31,900 | 0 | 0 | |
| JPMORGAN CHASE & CO | COM | 46625H100 | 4,881 | 51,100 | SH | DFND | 1 | 51,100 | 0 | 0 | |
| MASTERCARD INCORPORATED | CL A | 57636Q104 | 6,001 | 42,500 | SH | DFND | 1 | 42,500 | 0 | 0 | |
| MERCK & CO INC | COM | 58933Y105 | 3,067 | 47,900 | SH | DFND | 1 | 47,900 | 0 | 0 | |
| MICROSOFT CORP | COM | 594918104 | 6,034 | 81,000 | SH | DFND | 1 | 81,000 | 0 | 0 | |
| NETFLIX INC | COM | 64110L106 | 2,557 | 14,100 | SH | DFND | 1 | 14,100 | 0 | 0 | |
| NIKE INC | CL B | 654106103 | 3,707 | 71,500 | SH | DFND | 1 | 71,500 | 0 | 0 | |
| NORFOLK SOUTHERN CORP | COM | 655844108 | 1,322 | 10,000 | SH | DFND | 1 | 10,000 | 0 | 0 | |
| PEPSICO INC | COM | 713448108 | 2,931 | 26,300 | SH | DFND | 1 | 26,300 | 0 | 0 | |
| PIONEER NAT RES CO | COM | 723787107 | 1,107 | 7,500 | SH | DFND | 1 | 7,500 | 0 | 0 | |
| POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 76,216 | 524,000 | SH | SOLE | 524,000 | 0 | 0 | ||
| PRAXAIR INC | COM | 74005P104 | 1,244 | 8,900 | SH | DFND | 1 | 8,900 | 0 | 0 | |
| PROCTER AND GAMBLE CO | COM | 742718109 | 2,174 | 23,900 | SH | DFND | 1 | 23,900 | 0 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 46,522 | 1,799,000 | SH | SOLE | 1,799,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 86,620 | 1,220,000 | SH | SOLE | 1,220,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 96,747 | 1,637,000 | SH | SOLE | 1,637,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 50,175 | 557,000 | SH | SOLE | 557,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 4,509 | 85,000 | SH | DFND | 1 | 85,000 | 0 | 0 | |
| SELECT SECTOR SPDR TR | RL EST SEL SEC | 81369Y860 | 2,660 | 82,500 | SH | DFND | 1 | 82,500 | 0 | 0 | |
| SPDR DOW JONES INDL AVRG ETF | UT SER 1 | 78467X109 | 122,959 | 549,365 | SH | SOLE | 549,365 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,094,567 | 4,356,832 | SH | SOLE | 4,356,832 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,055 | 4,200 | SH | DFND | 1 | 4,200 | 0 | 0 | |
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 3,141 | 16,600 | SH | DFND | 1 | 16,600 | 0 | 0 | |
| TRAVELERS COMPANIES INC | COM | 89417E109 | 4,276 | 34,900 | SH | DFND | 1 | 34,900 | 0 | 0 | |
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 2,089 | 18,000 | SH | DFND | 1 | 18,000 | 0 | 0 | |
| VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 1,205,179 | 5,222,650 | SH | SOLE | 5,222,650 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 1,663 | 33,600 | SH | DFND | 1 | 33,600 | 0 | 0 | |
| VISA INC | COM CL A | 92826C839 | 5,009 | 47,600 | SH | DFND | 1 | 47,600 | 0 | 0 | |