The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it 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 |
3M CO | COM | 88579Y101 | 3,789 | 16,100 | SH | DFND | 1 | 16,100 | 0 | 0 | |
ABBVIE INC | COM | 00287Y109 | 2,321 | 24,000 | SH | DFND | 1 | 24,000 | 0 | 0 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 4,846 | 4,600 | SH | DFND | 1 | 4,600 | 0 | 0 | |
AMAZON COM INC | COM | 023135106 | 8,596 | 7,350 | SH | DFND | 1 | 7,350 | 0 | 0 | |
APPLE INC | COM | 037833100 | 8,817 | 52,100 | SH | DFND | 1 | 52,100 | 0 | 0 | |
AT&T INC | COM | 00206R102 | 2,022 | 52,000 | SH | DFND | 1 | 52,000 | 0 | 0 | |
AUTOZONE INC | COM | 053332102 | 2,312 | 3,250 | SH | DFND | 1 | 3,250 | 0 | 0 | |
BANK AMER CORP | COM | 060505104 | 3,690 | 125,000 | SH | DFND | 1 | 125,000 | 0 | 0 | |
BECTON DICKINSON & CO | COM | 075887109 | 4,559 | 21,300 | SH | DFND | 1 | 21,300 | 0 | 0 | |
BLACKROCK INC | COM | 09247X101 | 3,930 | 7,650 | SH | DFND | 1 | 7,650 | 0 | 0 | |
CHEVRON CORP NEW | COM | 166764100 | 3,580 | 28,600 | SH | DFND | 1 | 28,600 | 0 | 0 | |
CITIGROUP INC | COM NEW | 172967424 | 3,348 | 45,000 | SH | DFND | 1 | 45,000 | 0 | 0 | |
COCA COLA CO | COM | 191216100 | 3,193 | 69,600 | SH | DFND | 1 | 69,600 | 0 | 0 | |
CVS HEALTH CORP | COM | 126650100 | 1,573 | 21,700 | SH | DFND | 1 | 21,700 | 0 | 0 | |
DISNEY WALT CO | COM DISNEY | 254687106 | 3,043 | 28,300 | SH | DFND | 1 | 28,300 | 0 | 0 | |
DOLLAR GEN CORP NEW | COM | 256677105 | 1,535 | 16,500 | SH | DFND | 1 | 16,500 | 0 | 0 | |
DOWDUPONT INC | COM | 26078J100 | 2,301 | 32,306 | SH | DFND | 1 | 32,306 | 0 | 0 | |
EATON CORP PLC | SHS | G29183103 | 1,620 | 20,500 | SH | DFND | 1 | 20,500 | 0 | 0 | |
EMERSON ELEC CO | COM | 291011104 | 2,418 | 34,700 | SH | DFND | 1 | 34,700 | 0 | 0 | |
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 1,351 | 18,100 | SH | DFND | 1 | 18,100 | 0 | 0 | |
EXXON MOBIL CORP | COM | 30231G102 | 4,040 | 48,300 | SH | DFND | 1 | 48,300 | 0 | 0 | |
FACEBOOK INC | CL A | 30303M102 | 5,894 | 33,400 | SH | DFND | 1 | 33,400 | 0 | 0 | |
FEDEX CORP | COM | 31428X106 | 3,993 | 16,000 | SH | DFND | 1 | 16,000 | 0 | 0 | |
GILEAD SCIENCES INC | COM | 375558103 | 1,755 | 24,500 | SH | DFND | 1 | 24,500 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 2,318 | 9,100 | SH | DFND | 1 | 9,100 | 0 | 0 | |
HONEYWELL INTL INC | COM | 438516106 | 3,236 | 21,100 | SH | DFND | 1 | 21,100 | 0 | 0 | |
INTUIT | COM | 461202103 | 2,840 | 18,000 | SH | DFND | 1 | 18,000 | 0 | 0 | |
ISHARES TR | CORE S&P 500 ETF | 464287200 | 1,306,809 | 4,860,737 | SH | SOLE | 4,860,737 | 0 | 0 | ||
ISHARES TR | IBOXX INV CP ETF | 464287242 | 638,944 | 5,256,200 | SH | SOLE | 5,256,200 | 0 | 0 | ||
ISHARES TR | RUS 1000 ETF | 464287622 | 156,635 | 1,054,000 | SH | SOLE | 1,054,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 4,457 | 31,900 | SH | DFND | 1 | 31,900 | 0 | 0 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 5,465 | 51,100 | SH | DFND | 1 | 51,100 | 0 | 0 | |
MASTERCARD INCORPORATED | CL A | 57636Q104 | 5,419 | 35,800 | SH | DFND | 1 | 35,800 | 0 | 0 | |
MERCK & CO INC | COM | 58933Y105 | 2,695 | 47,900 | SH | DFND | 1 | 47,900 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 6,929 | 81,000 | SH | DFND | 1 | 81,000 | 0 | 0 | |
NETFLIX INC | COM | 64110L106 | 2,227 | 11,600 | SH | DFND | 1 | 11,600 | 0 | 0 | |
NIKE INC | CL B | 654106103 | 4,472 | 71,500 | SH | DFND | 1 | 71,500 | 0 | 0 | |
NORFOLK SOUTHERN CORP | COM | 655844108 | 1,449 | 10,000 | SH | DFND | 1 | 10,000 | 0 | 0 | |
PEPSICO INC | COM | 713448108 | 3,154 | 26,300 | SH | DFND | 1 | 26,300 | 0 | 0 | |
PIONEER NAT RES CO | COM | 723787107 | 1,901 | 11,000 | SH | DFND | 1 | 11,000 | 0 | 0 | |
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 81,618 | 524,000 | SH | SOLE | 524,000 | 0 | 0 | ||
PRAXAIR INC | COM | 74005P104 | 1,377 | 8,900 | SH | DFND | 1 | 8,900 | 0 | 0 | |
PROCTER AND GAMBLE CO | COM | 742718109 | 2,196 | 23,900 | SH | DFND | 1 | 23,900 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 50,210 | 1,799,000 | SH | SOLE | 1,799,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 92,317 | 1,220,000 | SH | SOLE | 1,220,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 104,686 | 1,637,000 | SH | SOLE | 1,637,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 31,383 | 318,000 | SH | SOLE | 318,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI MATERIALS | 81369Y100 | 22,578 | 373,000 | SH | SOLE | 373,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 4,478 | 85,000 | SH | DFND | 1 | 85,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | RL EST SEL SEC | 81369Y860 | 2,718 | 82,500 | SH | DFND | 1 | 82,500 | 0 | 0 | |
SPDR DOW JONES INDL AVRG ETF | UT SER 1 | 78467X109 | 87,663 | 354,365 | SH | SOLE | 354,365 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,162,664 | 4,356,832 | SH | SOLE | 4,356,832 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 107 | 400 | SH | DFND | 1 | 400 | 0 | 0 | |
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 3,152 | 16,600 | SH | DFND | 1 | 16,600 | 0 | 0 | |
TRAVELERS COMPANIES INC | COM | 89417E109 | 4,734 | 34,900 | SH | DFND | 1 | 34,900 | 0 | 0 | |
UNITED TECHNOLOGIES CORP | COM | 913017109 | 2,296 | 18,000 | SH | DFND | 1 | 18,000 | 0 | 0 | |
VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 1,514,335 | 6,173,650 | SH | SOLE | 6,173,650 | 0 | 0 | ||
VANGUARD INDEX FDS | LARGE CAP ETF | 922908637 | 182,644 | 1,490,000 | SH | SOLE | 1,490,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 1,778 | 33,600 | SH | DFND | 1 | 33,600 | 0 | 0 | |
VISA INC | COM CL A | 92826C839 | 5,427 | 47,600 | SH | DFND | 1 | 47,600 | 0 | 0 |