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 | 326 | 2,300 | SH | | SOLE | | 2,300 | 0 | 0 |
ABBOTT LABS | COM | 002824100 | 426 | 10,600 | SH | | SOLE | | 10,600 | 0 | 0 |
ABBVIE INC | COM | 00287Y109 | 397 | 7,300 | SH | | SOLE | | 7,300 | 0 | 0 |
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 2,651 | 40,000 | SH | | DFND | 1 | 40,000 | 0 | 0 |
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 305 | 3,100 | SH | | SOLE | | 3,100 | 0 | 0 |
ACE LTD | SHS | H0023R105 | 362 | 3,500 | SH | | SOLE | | 3,500 | 0 | 0 |
ADOBE SYS INC | COM | 00724F101 | 242 | 2,940 | SH | | SOLE | | 2,940 | 0 | 0 |
AES CORP | COM | 00130H105 | 83 | 8,500 | SH | | SOLE | | 8,500 | 0 | 0 |
AETNA INC NEW | COM | 00817Y108 | 449 | 4,100 | SH | | SOLE | | 4,100 | 0 | 0 |
AFLAC INC | COM | 001055102 | 198 | 3,400 | SH | | SOLE | | 3,400 | 0 | 0 |
AIR PRODS & CHEMS INC | COM | 009158106 | 153 | 1,200 | SH | | SOLE | | 1,200 | 0 | 0 |
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 193 | 2,800 | SH | | SOLE | | 2,800 | 0 | 0 |
ALCOA INC | COM | 013817101 | 67 | 6,980 | SH | | SOLE | | 6,980 | 0 | 0 |
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 156 | 1,000 | SH | | SOLE | | 1,000 | 0 | 0 |
ALLERGAN PLC | SHS | G0177J108 | 381 | 1,400 | SH | | SOLE | | 1,400 | 0 | 0 |
ALLERGAN PLC | SHS | G0177J108 | 2,484 | 9,137 | SH | | DFND | 1 | 9,137 | 0 | 0 |
ALLSTATE CORP | COM | 020002101 | 169 | 2,900 | SH | | SOLE | | 2,900 | 0 | 0 |
ALTRIA GROUP INC | COM | 02209S103 | 11,217 | 206,200 | SH | | SOLE | | 206,200 | 0 | 0 |
AMAZON COM INC | COM | 023135106 | 829 | 1,620 | SH | | SOLE | | 1,620 | 0 | 0 |
AMERICAN ELEC PWR INC | COM | 025537101 | 9,029 | 158,800 | SH | | SOLE | | 158,800 | 0 | 0 |
AMERICAN EXPRESS CO | COM | 025816109 | 252 | 3,400 | SH | | SOLE | | 3,400 | 0 | 0 |
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 324 | 5,700 | SH | | SOLE | | 5,700 | 0 | 0 |
AMERICAN WTR WKS CO INC NEW | COM | 030420103 | 3,178 | 57,706 | SH | | DFND | 1 | 57,706 | 0 | 0 |
AMERIPRISE FINL INC | COM | 03076C106 | 179 | 1,640 | SH | | SOLE | | 1,640 | 0 | 0 |
AMGEN INC | COM | 031162100 | 526 | 3,800 | SH | | SOLE | | 3,800 | 0 | 0 |
ANADARKO PETE CORP | COM | 032511107 | 120 | 1,980 | SH | | SOLE | | 1,980 | 0 | 0 |
ANALOG DEVICES INC | COM | 032654105 | 164 | 2,900 | SH | | SOLE | | 2,900 | 0 | 0 |
ANTHEM INC | COM | 036752103 | 448 | 3,200 | SH | | SOLE | | 3,200 | 0 | 0 |
APACHE CORP | COM | 037411105 | 63 | 1,600 | SH | | SOLE | | 1,600 | 0 | 0 |
APPLE INC | COM | 037833100 | 2,777 | 25,180 | SH | | SOLE | | 25,180 | 0 | 0 |
APPLIED MATLS INC | COM | 038222105 | 118 | 8,000 | SH | | SOLE | | 8,000 | 0 | 0 |
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 282 | 6,800 | SH | | SOLE | | 6,800 | 0 | 0 |
AT&T INC | COM | 00206R102 | 10,803 | 331,578 | SH | | SOLE | | 331,578 | 0 | 0 |
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 329 | 4,100 | SH | | SOLE | | 4,100 | 0 | 0 |
AVAGO TECHNOLOGIES LTD | SHS | Y0486S104 | 188 | 1,500 | SH | | SOLE | | 1,500 | 0 | 0 |
BAKER HUGHES INC | COM | 057224107 | 45 | 861 | SH | | SOLE | | 861 | 0 | 0 |
BANK AMER CORP | COM | 060505104 | 731 | 46,900 | SH | | SOLE | | 46,900 | 0 | 0 |
BANK AMER CORP | COM | 060505104 | 2,804 | 180,000 | SH | | DFND | 1 | 180,000 | 0 | 0 |
BANK NEW YORK MELLON CORP | COM | 064058100 | 324 | 8,270 | SH | | SOLE | | 8,270 | 0 | 0 |
BAXALTA INC | COM | 07177M103 | 82 | 2,600 | SH | | SOLE | | 2,600 | 0 | 0 |
BAXTER INTL INC | COM | 071813109 | 128 | 3,900 | SH | | SOLE | | 3,900 | 0 | 0 |
BB&T CORP | COM | 054937107 | 199 | 5,600 | SH | | SOLE | | 5,600 | 0 | 0 |
BECTON DICKINSON & CO | COM | 075887109 | 155 | 1,170 | SH | | SOLE | | 1,170 | 0 | 0 |
BED BATH & BEYOND INC | COM | 075896100 | 103 | 1,800 | SH | | SOLE | | 1,800 | 0 | 0 |
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 600 | 4,600 | SH | | SOLE | | 4,600 | 0 | 0 |
BEST BUY INC | COM | 086516101 | 87 | 2,350 | SH | | SOLE | | 2,350 | 0 | 0 |
BIOGEN INC | COM | 09062X103 | 263 | 900 | SH | | SOLE | | 900 | 0 | 0 |
BLACKROCK INC | COM | 09247X101 | 1,755 | 5,900 | SH | | DFND | 1 | 5,900 | 0 | 0 |
BOEING CO | COM | 097023105 | 537 | 4,100 | SH | | SOLE | | 4,100 | 0 | 0 |
BOSTON SCIENTIFIC CORP | COM | 101137107 | 171 | 10,444 | SH | | SOLE | | 10,444 | 0 | 0 |
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 6,061 | 102,390 | SH | | SOLE | | 102,390 | 0 | 0 |
BROADCOM CORP | CL A | 111320107 | 159 | 3,100 | SH | | SOLE | | 3,100 | 0 | 0 |
CA INC | COM | 12673P105 | 110 | 4,018 | SH | | SOLE | | 4,018 | 0 | 0 |
CADENCE DESIGN SYSTEM INC | COM | 127387108 | 188 | 9,100 | SH | | SOLE | | 9,100 | 0 | 0 |
CAMPBELL SOUP CO | COM | 134429109 | 96 | 1,900 | SH | | SOLE | | 1,900 | 0 | 0 |
CAPITAL ONE FINL CORP | COM | 14040H105 | 203 | 2,800 | SH | | SOLE | | 2,800 | 0 | 0 |
CARDINAL HEALTH INC | COM | 14149Y108 | 260 | 3,390 | SH | | SOLE | | 3,390 | 0 | 0 |
CARNIVAL CORP | PAIRED CTF | 143658300 | 308 | 6,200 | SH | | SOLE | | 6,200 | 0 | 0 |
CATERPILLAR INC DEL | COM | 149123101 | 170 | 2,600 | SH | | SOLE | | 2,600 | 0 | 0 |
CBRE GROUP INC | CL A | 12504L109 | 214 | 6,700 | SH | | SOLE | | 6,700 | 0 | 0 |
CBS CORP NEW | CL B | 124857202 | 132 | 3,302 | SH | | SOLE | | 3,302 | 0 | 0 |
CELGENE CORP | COM | 151020104 | 357 | 3,300 | SH | | SOLE | | 3,300 | 0 | 0 |
CENTURYLINK INC | COM | 156700106 | 85 | 3,392 | SH | | SOLE | | 3,392 | 0 | 0 |
CHENIERE ENERGY INC | COM NEW | 16411R208 | 53 | 1,100 | SH | | SOLE | | 1,100 | 0 | 0 |
CHESAPEAKE ENERGY CORP | COM | 165167107 | 48 | 6,600 | SH | | SOLE | | 6,600 | 0 | 0 |
CHEVRON CORP NEW | COM | 166764100 | 547 | 6,936 | SH | | SOLE | | 6,936 | 0 | 0 |
CHUBB CORP | COM | 171232101 | 196 | 1,600 | SH | | SOLE | | 1,600 | 0 | 0 |
CIGNA CORPORATION | COM | 125509109 | 230 | 1,700 | SH | | SOLE | | 1,700 | 0 | 0 |
CISCO SYS INC | COM | 17275R102 | 6,847 | 260,840 | SH | | SOLE | | 260,840 | 0 | 0 |
CISCO SYS INC | COM | 17275R102 | 3,990 | 152,000 | SH | | DFND | 1 | 152,000 | 0 | 0 |
CITIGROUP INC | COM NEW | 172967424 | 942 | 18,980 | SH | | SOLE | | 18,980 | 0 | 0 |
CITIGROUP INC | COM NEW | 172967424 | 1,369 | 27,600 | SH | | DFND | 1 | 27,600 | 0 | 0 |
CME GROUP INC | COM | 12572Q105 | 264 | 2,850 | SH | | SOLE | | 2,850 | 0 | 0 |
COACH INC | COM | 189754104 | 55 | 1,900 | SH | | SOLE | | 1,900 | 0 | 0 |
COCA COLA CO | COM | 191216100 | 634 | 15,800 | SH | | SOLE | | 15,800 | 0 | 0 |
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 269 | 4,300 | SH | | SOLE | | 4,300 | 0 | 0 |
COLGATE PALMOLIVE CO | COM | 194162103 | 317 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
COMCAST CORP NEW | CL A | 20030N101 | 634 | 11,140 | SH | | SOLE | | 11,140 | 0 | 0 |
COMCAST CORP NEW | CL A SPL | 20030N200 | 155 | 2,700 | SH | | SOLE | | 2,700 | 0 | 0 |
CONAGRA FOODS INC | COM | 205887102 | 124 | 3,060 | SH | | SOLE | | 3,060 | 0 | 0 |
CONOCOPHILLIPS | COM | 20825C104 | 5,669 | 118,200 | SH | | SOLE | | 118,200 | 0 | 0 |
CONSOL ENERGY INC | COM | 20854P109 | 17 | 1,700 | SH | | SOLE | | 1,700 | 0 | 0 |
CORNING INC | COM | 219350105 | 224 | 13,100 | SH | | SOLE | | 13,100 | 0 | 0 |
COSTCO WHSL CORP NEW | COM | 22160K105 | 318 | 2,200 | SH | | SOLE | | 2,200 | 0 | 0 |
CSX CORP | COM | 126408103 | 146 | 5,420 | SH | | SOLE | | 5,420 | 0 | 0 |
CVS HEALTH CORP | COM | 126650100 | 693 | 7,182 | SH | | SOLE | | 7,182 | 0 | 0 |
CVS HEALTH CORP | COM | 126650100 | 1,013 | 10,500 | SH | | DFND | 1 | 10,500 | 0 | 0 |
D R HORTON INC | COM | 23331A109 | 120 | 4,100 | SH | | SOLE | | 4,100 | 0 | 0 |
DANAHER CORP DEL | COM | 235851102 | 298 | 3,500 | SH | | SOLE | | 3,500 | 0 | 0 |
DBX ETF TR | DX TRACKR GERMN | 233051408 | 6,579 | 297,000 | SH | | SOLE | | 297,000 | 0 | 0 |
DBX ETF TR | DB XTR MSCI EUR | 233051853 | 10,871 | 435,000 | SH | | SOLE | | 435,000 | 0 | 0 |
DEERE & CO | COM | 244199105 | 5,950 | 80,400 | SH | | SOLE | | 80,400 | 0 | 0 |
DEVON ENERGY CORP NEW | COM | 25179M103 | 152 | 4,100 | SH | | SOLE | | 4,100 | 0 | 0 |
DISCOVER FINL SVCS | COM | 254709108 | 172 | 3,300 | SH | | SOLE | | 3,300 | 0 | 0 |
DISCOVERY COMMUNICATNS NEW | COM SER A | 25470F104 | 38 | 1,460 | SH | | SOLE | | 1,460 | 0 | 0 |
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 52 | 2,160 | SH | | SOLE | | 2,160 | 0 | 0 |
DISNEY WALT CO | COM DISNEY | 254687106 | 869 | 8,500 | SH | | SOLE | | 8,500 | 0 | 0 |
DOMINION RES INC VA NEW | COM | 25746U109 | 258 | 3,670 | SH | | SOLE | | 3,670 | 0 | 0 |
DOVER CORP | COM | 260003108 | 109 | 1,900 | SH | | SOLE | | 1,900 | 0 | 0 |
DOW CHEM CO | COM | 260543103 | 6,259 | 147,620 | SH | | SOLE | | 147,620 | 0 | 0 |
DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 134 | 1,692 | SH | | SOLE | | 1,692 | 0 | 0 |
DU PONT E I DE NEMOURS & CO | COM | 263534109 | 202 | 4,200 | SH | | SOLE | | 4,200 | 0 | 0 |
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 766 | 10,650 | SH | | SOLE | | 10,650 | 0 | 0 |
E M C CORP MASS | COM | 268648102 | 196 | 8,100 | SH | | SOLE | | 8,100 | 0 | 0 |
EBAY INC | COM | 278642103 | 156 | 6,400 | SH | | SOLE | | 6,400 | 0 | 0 |
ELECTRONIC ARTS INC | COM | 285512109 | 176 | 2,600 | SH | | SOLE | | 2,600 | 0 | 0 |
EMERSON ELEC CO | COM | 291011104 | 159 | 3,600 | SH | | SOLE | | 3,600 | 0 | 0 |
ENTERGY CORP NEW | COM | 29364G103 | 130 | 2,000 | SH | | SOLE | | 2,000 | 0 | 0 |
EOG RES INC | COM | 26875P101 | 197 | 2,700 | SH | | SOLE | | 2,700 | 0 | 0 |
EXELON CORP | COM | 30161N101 | 134 | 4,500 | SH | | SOLE | | 4,500 | 0 | 0 |
EXPEDIA INC DEL | COM NEW | 30212P303 | 282 | 2,400 | SH | | SOLE | | 2,400 | 0 | 0 |
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 294 | 3,631 | SH | | SOLE | | 3,631 | 0 | 0 |
EXXON MOBIL CORP | COM | 30231G102 | 1,296 | 17,426 | SH | | SOLE | | 17,426 | 0 | 0 |
EXXON MOBIL CORP | COM | 30231G102 | 1,561 | 21,000 | SH | | DFND | 1 | 21,000 | 0 | 0 |
FACEBOOK INC | CL A | 30303M102 | 1,146 | 12,750 | SH | | SOLE | | 12,750 | 0 | 0 |
FEDEX CORP | COM | 31428X106 | 1,109 | 7,700 | SH | | SOLE | | 7,700 | 0 | 0 |
FIDELITY NATL INFORMATION SV | COM | 31620M106 | 315 | 4,700 | SH | | SOLE | | 4,700 | 0 | 0 |
FIFTH THIRD BANCORP | COM | 316773100 | 136 | 7,200 | SH | | SOLE | | 7,200 | 0 | 0 |
FIRSTENERGY CORP | COM | 337932107 | 47 | 1,500 | SH | | SOLE | | 1,500 | 0 | 0 |
FLEXTRONICS INTL LTD | ORD | Y2573F102 | 66 | 6,300 | SH | | SOLE | | 6,300 | 0 | 0 |
FLOWERS FOODS INC | COM | 343498101 | 2,969 | 120,000 | SH | | DFND | 1 | 120,000 | 0 | 0 |
FLUOR CORP NEW | COM | 343412102 | 144 | 3,400 | SH | | SOLE | | 3,400 | 0 | 0 |
FOOT LOCKER INC | COM | 344849104 | 151 | 2,100 | SH | | SOLE | | 2,100 | 0 | 0 |
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 243 | 17,900 | SH | | SOLE | | 17,900 | 0 | 0 |
FRANKLIN RES INC | COM | 354613101 | 123 | 3,300 | SH | | SOLE | | 3,300 | 0 | 0 |
FREEPORT-MCMORAN INC | CL B | 35671D857 | 29 | 3,038 | SH | | SOLE | | 3,038 | 0 | 0 |
FRONTIER COMMUNICATIONS CORP | COM | 35906A108 | 73 | 15,364 | SH | | SOLE | | 15,364 | 0 | 0 |
GAP INC DEL | COM | 364760108 | 71 | 2,500 | SH | | SOLE | | 2,500 | 0 | 0 |
GENERAL DYNAMICS CORP | COM | 369550108 | 317 | 2,300 | SH | | SOLE | | 2,300 | 0 | 0 |
GENERAL ELECTRIC CO | COM | 369604103 | 7,367 | 292,100 | SH | | SOLE | | 292,100 | 0 | 0 |
GENERAL ELECTRIC CO | COM | 369604103 | 2,018 | 80,000 | SH | | DFND | 1 | 80,000 | 0 | 0 |
GENERAL MLS INC | COM | 370334104 | 292 | 5,200 | SH | | SOLE | | 5,200 | 0 | 0 |
GILEAD SCIENCES INC | COM | 375558103 | 727 | 7,400 | SH | | SOLE | | 7,400 | 0 | 0 |
GILEAD SCIENCES INC | COM | 375558103 | 2,258 | 23,000 | SH | | DFND | 1 | 23,000 | 0 | 0 |
GOLDCORP INC NEW | COM | 380956409 | 386 | 30,800 | SH | | SOLE | | 30,800 | 0 | 0 |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 330 | 1,900 | SH | | SOLE | | 1,900 | 0 | 0 |
GOOGLE INC | CL A | 38259P508 | 1,134 | 1,776 | SH | | SOLE | | 1,776 | 0 | 0 |
GOOGLE INC | CL A | 38259P508 | 3,192 | 5,000 | SH | | DFND | 1 | 5,000 | 0 | 0 |
GOOGLE INC | CL C | 38259P706 | 726 | 1,193 | SH | | SOLE | | 1,193 | 0 | 0 |
GRAINGER W W INC | COM | 384802104 | 172 | 800 | SH | | SOLE | | 800 | 0 | 0 |
HAIN CELESTIAL GROUP INC | COM | 405217100 | 1,496 | 29,000 | SH | | DFND | 1 | 29,000 | 0 | 0 |
HALLIBURTON CO | COM | 406216101 | 201 | 5,700 | SH | | SOLE | | 5,700 | 0 | 0 |
HARLEY DAVIDSON INC | COM | 412822108 | 165 | 3,000 | SH | | SOLE | | 3,000 | 0 | 0 |
HCA HOLDINGS INC | COM | 40412C101 | 255 | 3,300 | SH | | SOLE | | 3,300 | 0 | 0 |
HESS CORP | COM | 42809H107 | 45 | 900 | SH | | SOLE | | 900 | 0 | 0 |
HEWLETT PACKARD CO | COM | 428236103 | 166 | 6,500 | SH | | SOLE | | 6,500 | 0 | 0 |
HOME DEPOT INC | COM | 437076102 | 1,374 | 11,900 | SH | | SOLE | | 11,900 | 0 | 0 |
HONEYWELL INTL INC | COM | 438516106 | 374 | 3,950 | SH | | SOLE | | 3,950 | 0 | 0 |
ILLINOIS TOOL WKS INC | COM | 452308109 | 222 | 2,700 | SH | | SOLE | | 2,700 | 0 | 0 |
ILLUMINA INC | COM | 452327109 | 141 | 800 | SH | | SOLE | | 800 | 0 | 0 |
INCYTE CORP | COM | 45337C102 | 66 | 600 | SH | | SOLE | | 600 | 0 | 0 |
INTEL CORP | COM | 458140100 | 489 | 16,220 | SH | | SOLE | | 16,220 | 0 | 0 |
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 477 | 3,290 | SH | | SOLE | | 3,290 | 0 | 0 |
INTERNATIONAL GAME TECHNOLOG | SHS USD | G4863A108 | 89 | 5,800 | SH | | SOLE | | 5,800 | 0 | 0 |
INTL PAPER CO | COM | 460146103 | 166 | 4,400 | SH | | SOLE | | 4,400 | 0 | 0 |
INTUIT | COM | 461202103 | 186 | 2,100 | SH | | SOLE | | 2,100 | 0 | 0 |
INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 112 | 243 | SH | | SOLE | | 243 | 0 | 0 |
INVESCO LTD | SHS | G491BT108 | 147 | 4,700 | SH | | SOLE | | 4,700 | 0 | 0 |
ISHARES TR | SELECT DIVID ETF | 464287168 | 23,862 | 328,000 | SH | | SOLE | | 328,000 | 0 | 0 |
ISHARES TR | GLOBAL ENERG ETF | 464287341 | 19,136 | 667,000 | SH | | SOLE | | 667,000 | 0 | 0 |
ISHARES TR | INTL SEL DIV ETF | 464288448 | 20,647 | 734,000 | SH | | SOLE | | 734,000 | 0 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 1,474 | 13,500 | SH | | SOLE | | 13,500 | 0 | 0 |
ISHARES TR | U.S. ENERGY ETF | 464287796 | 4,462 | 130,000 | SH | | DFND | 1 | 130,000 | 0 | 0 |
ISHARES TR | U.S. FINLS ETF | 464287788 | 7,990 | 95,000 | SH | | DFND | 1 | 95,000 | 0 | 0 |
ISHARES TR | U.S. TECH ETF | 464287721 | 3,234 | 32,700 | SH | | DFND | 1 | 32,700 | 0 | 0 |
ISHARES TR | U.S. REAL ES ETF | 464287739 | 22,065 | 311,000 | SH | | SOLE | | 311,000 | 0 | 0 |
ISHARES TR | U.S. PFD STK ETF | 464288687 | 43,811 | 1,135,000 | SH | | SOLE | | 1,135,000 | 0 | 0 |
JETBLUE AIRWAYS CORP | COM | 477143101 | 1,289 | 50,000 | SH | | DFND | 1 | 50,000 | 0 | 0 |
JOHNSON & JOHNSON | COM | 478160104 | 1,116 | 11,950 | SH | | SOLE | | 11,950 | 0 | 0 |
JOHNSON & JOHNSON | COM | 478160104 | 2,987 | 32,000 | SH | | DFND | 1 | 32,000 | 0 | 0 |
JOHNSON CTLS INC | COM | 478366107 | 207 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
JONES LANG LASALLE INC | COM | 48020Q107 | 216 | 1,500 | SH | | SOLE | | 1,500 | 0 | 0 |
JPMORGAN CHASE & CO | COM | 46625H100 | 2,900 | 47,571 | SH | | SOLE | | 47,571 | 0 | 0 |
JUNIPER NETWORKS INC | COM | 48203R104 | 123 | 4,800 | SH | | SOLE | | 4,800 | 0 | 0 |
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 800 | 8,800 | SH | | SOLE | | 8,800 | 0 | 0 |
KEURIG GREEN MTN INC | COM | 49271M100 | 16 | 300 | SH | | SOLE | | 300 | 0 | 0 |
KEYCORP NEW | COM | 493267108 | 228 | 17,500 | SH | | SOLE | | 17,500 | 0 | 0 |
KIMBERLY CLARK CORP | COM | 494368103 | 5,943 | 54,500 | SH | | SOLE | | 54,500 | 0 | 0 |
KINDER MORGAN INC DEL | COM | 49456B101 | 216 | 7,800 | SH | | SOLE | | 7,800 | 0 | 0 |
KLA-TENCOR CORP | COM | 482480100 | 115 | 2,300 | SH | | SOLE | | 2,300 | 0 | 0 |
KOHLS CORP | COM | 500255104 | 87 | 1,880 | SH | | SOLE | | 1,880 | 0 | 0 |
KRAFT HEINZ CO | COM | 500754106 | 11,299 | 160,093 | SH | | SOLE | | 160,093 | 0 | 0 |
LAM RESEARCH CORP | COM | 512807108 | 105 | 1,600 | SH | | SOLE | | 1,600 | 0 | 0 |
LENNAR CORP | CL A | 526057104 | 91 | 1,900 | SH | | SOLE | | 1,900 | 0 | 0 |
LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 73 | 1,705 | SH | | SOLE | | 1,705 | 0 | 0 |
LIBERTY GLOBAL PLC | SHS CL C | G5480U120 | 140 | 3,405 | SH | | SOLE | | 3,405 | 0 | 0 |
LILLY ELI & CO | COM | 532457108 | 363 | 4,340 | SH | | SOLE | | 4,340 | 0 | 0 |
LINEAR TECHNOLOGY CORP | COM | 535678106 | 8 | 200 | SH | | SOLE | | 200 | 0 | 0 |
LINKEDIN CORP | COM CL A | 53578A108 | 106 | 560 | SH | | SOLE | | 560 | 0 | 0 |
LIONS GATE ENTMNT CORP | COM NEW | 535919203 | 166 | 4,500 | SH | | SOLE | | 4,500 | 0 | 0 |
LOCKHEED MARTIN CORP | COM | 539830109 | 512 | 2,470 | SH | | SOLE | | 2,470 | 0 | 0 |
LOWES COS INC | COM | 548661107 | 345 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
MACYS INC | COM | 55616P104 | 139 | 2,700 | SH | | SOLE | | 2,700 | 0 | 0 |
MARATHON OIL CORP | COM | 565849106 | 39 | 2,500 | SH | | SOLE | | 2,500 | 0 | 0 |
MARATHON PETE CORP | COM | 56585A102 | 246 | 5,300 | SH | | SOLE | | 5,300 | 0 | 0 |
MARSH & MCLENNAN COS INC | COM | 571748102 | 242 | 4,640 | SH | | SOLE | | 4,640 | 0 | 0 |
MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 40 | 4,400 | SH | | SOLE | | 4,400 | 0 | 0 |
MASCO CORP | COM | 574599106 | 199 | 7,900 | SH | | SOLE | | 7,900 | 0 | 0 |
MASTERCARD INC | CL A | 57636Q104 | 757 | 8,400 | SH | | SOLE | | 8,400 | 0 | 0 |
MCDONALDS CORP | COM | 580135101 | 424 | 4,300 | SH | | SOLE | | 4,300 | 0 | 0 |
MCGRAW HILL FINL INC | COM | 580645109 | 216 | 2,500 | SH | | SOLE | | 2,500 | 0 | 0 |
MCKESSON CORP | COM | 58155Q103 | 122 | 660 | SH | | SOLE | | 660 | 0 | 0 |
MEDIVATION INC | COM | 58501N101 | 43 | 1,000 | SH | | SOLE | | 1,000 | 0 | 0 |
MEDTRONIC PLC | SHS | G5960L103 | 519 | 7,749 | SH | | SOLE | | 7,749 | 0 | 0 |
MERCK & CO INC NEW | COM | 58933Y105 | 6,373 | 129,043 | SH | | SOLE | | 129,043 | 0 | 0 |
METLIFE INC | COM | 59156R108 | 158 | 3,350 | SH | | SOLE | | 3,350 | 0 | 0 |
MICRON TECHNOLOGY INC | COM | 595112103 | 34 | 2,300 | SH | | SOLE | | 2,300 | 0 | 0 |
MICROSOFT CORP | COM | 594918104 | 1,446 | 32,670 | SH | | SOLE | | 32,670 | 0 | 0 |
MICROSOFT CORP | COM | 594918104 | 4,426 | 100,000 | SH | | DFND | 1 | 100,000 | 0 | 0 |
MOBILEYE N V AMSTELVEEN | ORD SHS | N51488117 | 105 | 2,300 | SH | | SOLE | | 2,300 | 0 | 0 |
MONDELEZ INTL INC | CL A | 609207105 | 351 | 8,381 | SH | | SOLE | | 8,381 | 0 | 0 |
MONSANTO CO NEW | COM | 61166W101 | 256 | 3,000 | SH | | SOLE | | 3,000 | 0 | 0 |
MORGAN STANLEY | COM NEW | 617446448 | 208 | 6,600 | SH | | SOLE | | 6,600 | 0 | 0 |
MOSAIC CO NEW | COM | 61945C103 | 31 | 1,000 | SH | | SOLE | | 1,000 | 0 | 0 |
MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 166 | 2,428 | SH | | SOLE | | 2,428 | 0 | 0 |
MYLAN N V | SHS EURO | N59465109 | 76 | 1,900 | SH | | SOLE | | 1,900 | 0 | 0 |
NABORS INDUSTRIES LTD | SHS | G6359F103 | 29 | 3,100 | SH | | SOLE | | 3,100 | 0 | 0 |
NATIONAL OILWELL VARCO INC | COM | 637071101 | 90 | 2,400 | SH | | SOLE | | 2,400 | 0 | 0 |
NAVIENT CORP | COM | 63938C108 | 90 | 8,000 | SH | | SOLE | | 8,000 | 0 | 0 |
NETAPP INC | COM | 64110D104 | 83 | 2,800 | SH | | SOLE | | 2,800 | 0 | 0 |
NETFLIX INC | COM | 64110L106 | 201 | 1,950 | SH | | SOLE | | 1,950 | 0 | 0 |
NEWELL RUBBERMAID INC | COM | 651229106 | 218 | 5,500 | SH | | SOLE | | 5,500 | 0 | 0 |
NEWMONT MINING CORP | COM | 651639106 | 45 | 2,800 | SH | | SOLE | | 2,800 | 0 | 0 |
NEXTERA ENERGY INC | COM | 65339F101 | 263 | 2,700 | SH | | SOLE | | 2,700 | 0 | 0 |
NIKE INC | CL B | 654106103 | 492 | 4,000 | SH | | SOLE | | 4,000 | 0 | 0 |
NOBLE ENERGY INC | COM | 655044105 | 118 | 3,900 | SH | | SOLE | | 3,900 | 0 | 0 |
NORFOLK SOUTHERN CORP | COM | 655844108 | 145 | 1,900 | SH | | SOLE | | 1,900 | 0 | 0 |
NORTHERN TR CORP | COM | 665859104 | 75 | 1,100 | SH | | SOLE | | 1,100 | 0 | 0 |
NORTHROP GRUMMAN CORP | COM | 666807102 | 282 | 1,700 | SH | | SOLE | | 1,700 | 0 | 0 |
NORWEGIAN CRUISE LINE HLDGS | SHS | G66721104 | 3,610 | 63,000 | SH | | DFND | 1 | 63,000 | 0 | 0 |
NUCOR CORP | COM | 670346105 | 105 | 2,800 | SH | | SOLE | | 2,800 | 0 | 0 |
NVIDIA CORP | COM | 67066G104 | 27 | 1,100 | SH | | SOLE | | 1,100 | 0 | 0 |
O REILLY AUTOMOTIVE INC NEW | COM | 67103H107 | 440 | 1,760 | SH | | SOLE | | 1,760 | 0 | 0 |
O REILLY AUTOMOTIVE INC NEW | COM | 67103H107 | 3,950 | 15,800 | SH | | DFND | 1 | 15,800 | 0 | 0 |
OCCIDENTAL PETE CORP DEL | COM | 674599105 | 238 | 3,600 | SH | | SOLE | | 3,600 | 0 | 0 |
OMNICOM GROUP INC | COM | 681919106 | 171 | 2,600 | SH | | SOLE | | 2,600 | 0 | 0 |
ORACLE CORP | COM | 68389X105 | 614 | 17,000 | SH | | SOLE | | 17,000 | 0 | 0 |
PACCAR INC | COM | 693718108 | 167 | 3,200 | SH | | SOLE | | 3,200 | 0 | 0 |
PALO ALTO NETWORKS INC | COM | 697435105 | 396 | 2,300 | SH | | SOLE | | 2,300 | 0 | 0 |
PANDORA MEDIA INC | COM | 698354107 | 2,881 | 135,000 | SH | | DFND | 1 | 135,000 | 0 | 0 |
PAYCHEX INC | COM | 704326107 | 233 | 4,900 | SH | | SOLE | | 4,900 | 0 | 0 |
PAYPAL HLDGS INC | COM | 70450Y103 | 158 | 5,100 | SH | | SOLE | | 5,100 | 0 | 0 |
PENTAIR PLC | SHS | G7S00T104 | 78 | 1,531 | SH | | SOLE | | 1,531 | 0 | 0 |
PEPCO HOLDINGS INC | COM | 713291102 | 116 | 4,800 | SH | | SOLE | | 4,800 | 0 | 0 |
PEPSICO INC | COM | 713448108 | 585 | 6,200 | SH | | SOLE | | 6,200 | 0 | 0 |
PERRIGO CO PLC | SHS | G97822103 | 155 | 985 | SH | | SOLE | | 985 | 0 | 0 |
PFIZER INC | COM | 717081103 | 8,652 | 275,454 | SH | | SOLE | | 275,454 | 0 | 0 |
PG&E CORP | COM | 69331C108 | 169 | 3,200 | SH | | SOLE | | 3,200 | 0 | 0 |
PHILIP MORRIS INTL INC | COM | 718172109 | 6,846 | 86,300 | SH | | SOLE | | 86,300 | 0 | 0 |
PHILLIPS 66 | COM | 718546104 | 196 | 2,550 | SH | | SOLE | | 2,550 | 0 | 0 |
PNC FINL SVCS GROUP INC | COM | 693475105 | 285 | 3,190 | SH | | SOLE | | 3,190 | 0 | 0 |
PPL CORP | COM | 69351T106 | 7,367 | 224,000 | SH | | SOLE | | 224,000 | 0 | 0 |
PRAXAIR INC | COM | 74005P104 | 265 | 2,600 | SH | | SOLE | | 2,600 | 0 | 0 |
PRECISION CASTPARTS CORP | COM | 740189105 | 69 | 300 | SH | | SOLE | | 300 | 0 | 0 |
PRICE T ROWE GROUP INC | COM | 74144T108 | 6,380 | 91,800 | SH | | SOLE | | 91,800 | 0 | 0 |
PRICELINE GRP INC | COM NEW | 741503403 | 278 | 225 | SH | | SOLE | | 225 | 0 | 0 |
PROCTER & GAMBLE CO | COM | 742718109 | 1,572 | 21,848 | SH | | SOLE | | 21,848 | 0 | 0 |
PROGRESSIVE CORP OHIO | COM | 743315103 | 233 | 7,600 | SH | | SOLE | | 7,600 | 0 | 0 |
PRUDENTIAL FINL INC | COM | 744320102 | 191 | 2,500 | SH | | SOLE | | 2,500 | 0 | 0 |
PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 72 | 1,700 | SH | | SOLE | | 1,700 | 0 | 0 |
QORVO INC | COM | 74736K101 | 18 | 400 | SH | | SOLE | | 400 | 0 | 0 |
QUALCOMM INC | COM | 747525103 | 455 | 8,460 | SH | | SOLE | | 8,460 | 0 | 0 |
QUEST DIAGNOSTICS INC | COM | 74834L100 | 74 | 1,200 | SH | | SOLE | | 1,200 | 0 | 0 |
RAYTHEON CO | COM NEW | 755111507 | 273 | 2,500 | SH | | SOLE | | 2,500 | 0 | 0 |
REALOGY HLDGS CORP | COM | 75605Y106 | 147 | 3,900 | SH | | SOLE | | 3,900 | 0 | 0 |
REGENERON PHARMACEUTICALS | COM | 75886F107 | 186 | 400 | SH | | SOLE | | 400 | 0 | 0 |
REYNOLDS AMERICAN INC | COM | 761713106 | 12,219 | 276,000 | SH | | SOLE | | 276,000 | 0 | 0 |
REYNOLDS AMERICAN INC | COM | 761713106 | 664 | 15,000 | SH | | DFND | 1 | 15,000 | 0 | 0 |
ROCKWELL AUTOMATION INC | COM | 773903109 | 61 | 600 | SH | | SOLE | | 600 | 0 | 0 |
SALESFORCE COM INC | COM | 79466L302 | 993 | 14,300 | SH | | SOLE | | 14,300 | 0 | 0 |
SCHLUMBERGER LTD | COM | 806857108 | 429 | 6,222 | SH | | SOLE | | 6,222 | 0 | 0 |
SCHWAB CHARLES CORP NEW | COM | 808513105 | 201 | 7,050 | SH | | SOLE | | 7,050 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 17,316 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
SOLARCITY CORP | COM | 83416T100 | 98 | 2,300 | SH | | SOLE | | 2,300 | 0 | 0 |
SOUTHERN CO | COM | 842587107 | 219 | 4,900 | SH | | SOLE | | 4,900 | 0 | 0 |
SOUTHWEST AIRLS CO | COM | 844741108 | 799 | 21,000 | SH | | SOLE | | 21,000 | 0 | 0 |
SOUTHWESTERN ENERGY CO | COM | 845467109 | 47 | 3,700 | SH | | SOLE | | 3,700 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 2,395 | 12,500 | SH | | SOLE | | 12,500 | 0 | 0 |
SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 2,562 | 78,000 | SH | | DFND | 1 | 78,000 | 0 | 0 |
SPDR SERIES TRUST | S&P RETAIL ETF | 78464A714 | 2,701 | 60,800 | SH | | DFND | 1 | 60,800 | 0 | 0 |
SPECTRA ENERGY CORP | COM | 847560109 | 35 | 1,350 | SH | | SOLE | | 1,350 | 0 | 0 |
ST JUDE MED INC | COM | 790849103 | 215 | 3,400 | SH | | SOLE | | 3,400 | 0 | 0 |
STANLEY BLACK & DECKER INC | COM | 854502101 | 155 | 1,600 | SH | | SOLE | | 1,600 | 0 | 0 |
STAPLES INC | COM | 855030102 | 67 | 5,750 | SH | | SOLE | | 5,750 | 0 | 0 |
STARBUCKS CORP | COM | 855244109 | 603 | 10,600 | SH | | SOLE | | 10,600 | 0 | 0 |
STARBUCKS CORP | COM | 855244109 | 3,467 | 61,000 | SH | | DFND | 1 | 61,000 | 0 | 0 |
STARWOOD HOTELS&RESORTS WRLD | COM | 85590A401 | 113 | 1,700 | SH | | SOLE | | 1,700 | 0 | 0 |
STATE STR CORP | COM | 857477103 | 181 | 2,700 | SH | | SOLE | | 2,700 | 0 | 0 |
SUNTRUST BKS INC | COM | 867914103 | 994 | 26,000 | SH | | DFND | 1 | 26,000 | 0 | 0 |
SYMANTEC CORP | COM | 871503108 | 92 | 4,700 | SH | | SOLE | | 4,700 | 0 | 0 |
SYSCO CORP | COM | 871829107 | 160 | 4,100 | SH | | SOLE | | 4,100 | 0 | 0 |
TARGET CORP | COM | 87612E106 | 244 | 3,100 | SH | | SOLE | | 3,100 | 0 | 0 |
TE CONNECTIVITY LTD | REG SHS | H84989104 | 362 | 6,050 | SH | | SOLE | | 6,050 | 0 | 0 |
TESLA MTRS INC | COM | 88160R101 | 124 | 500 | SH | | SOLE | | 500 | 0 | 0 |
TEXAS INSTRS INC | COM | 882508104 | 181 | 3,660 | SH | | SOLE | | 3,660 | 0 | 0 |
THE ADT CORPORATION | COM | 00101J106 | 68 | 2,275 | SH | | SOLE | | 2,275 | 0 | 0 |
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 281 | 2,300 | SH | | SOLE | | 2,300 | 0 | 0 |
TIME WARNER CABLE INC | COM | 88732J207 | 296 | 1,652 | SH | | SOLE | | 1,652 | 0 | 0 |
TIME WARNER INC | COM NEW | 887317303 | 238 | 3,460 | SH | | SOLE | | 3,460 | 0 | 0 |
TJX COS INC NEW | COM | 872540109 | 279 | 3,900 | SH | | SOLE | | 3,900 | 0 | 0 |
TOLL BROTHERS INC | COM | 889478103 | 89 | 2,600 | SH | | SOLE | | 2,600 | 0 | 0 |
TRACTOR SUPPLY CO | COM | 892356106 | 1,602 | 19,000 | SH | | DFND | 1 | 19,000 | 0 | 0 |
TRAVELERS COMPANIES INC | COM | 89417E109 | 179 | 1,800 | SH | | SOLE | | 1,800 | 0 | 0 |
TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 153 | 5,650 | SH | | SOLE | | 5,650 | 0 | 0 |
TWITTER INC | COM | 90184L102 | 67 | 2,500 | SH | | SOLE | | 2,500 | 0 | 0 |
TYCO INTL PLC | SHS | G91442106 | 169 | 5,050 | SH | | SOLE | | 5,050 | 0 | 0 |
UNION PAC CORP | COM | 907818108 | 301 | 3,400 | SH | | SOLE | | 3,400 | 0 | 0 |
UNITED PARCEL SERVICE INC | CL B | 911312106 | 1,135 | 11,500 | SH | | SOLE | | 11,500 | 0 | 0 |
UNITED TECHNOLOGIES CORP | COM | 913017109 | 329 | 3,700 | SH | | SOLE | | 3,700 | 0 | 0 |
UNITEDHEALTH GROUP INC | COM | 91324P102 | 464 | 4,000 | SH | | SOLE | | 4,000 | 0 | 0 |
US BANCORP DEL | COM NEW | 902973304 | 6,775 | 165,200 | SH | | SOLE | | 165,200 | 0 | 0 |
VALERO ENERGY CORP NEW | COM | 91913Y100 | 168 | 2,800 | SH | | SOLE | | 2,800 | 0 | 0 |
VALERO ENERGY CORP NEW | COM | 91913Y100 | 1,262 | 21,000 | SH | | DFND | 1 | 21,000 | 0 | 0 |
VANGUARD INDEX FDS | REIT ETF | 922908553 | 21,151 | 280,000 | SH | | SOLE | | 280,000 | 0 | 0 |
VANGUARD WORLD FDS | CONSUM DIS ETF | 92204A108 | 2,321 | 19,700 | SH | | DFND | 1 | 19,700 | 0 | 0 |
VANGUARD WORLD FDS | CONSUM STP ETF | 92204A207 | 4,620 | 38,100 | SH | | DFND | 1 | 38,100 | 0 | 0 |
VANGUARD WORLD FDS | FINANCIALS ETF | 92204A405 | 6,319 | 136,500 | SH | | DFND | 1 | 136,500 | 0 | 0 |
VANGUARD WORLD FDS | HEALTH CAR ETF | 92204A504 | 1,226 | 10,000 | SH | | DFND | 1 | 10,000 | 0 | 0 |
VANGUARD WORLD FDS | INDUSTRIAL ETF | 92204A603 | 6,647 | 70,000 | SH | | DFND | 1 | 70,000 | 0 | 0 |
VANGUARD WORLD FDS | INF TECH ETF | 92204A702 | 3,700 | 37,000 | SH | | DFND | 1 | 37,000 | 0 | 0 |
VANGUARD WORLD FDS | MATERIALS ETF | 92204A801 | 4,393 | 50,300 | SH | | DFND | 1 | 50,300 | 0 | 0 |
VANGUARD WORLD FDS | UTILITIES ETF | 92204A876 | 5,116 | 55,000 | SH | | DFND | 1 | 55,000 | 0 | 0 |
VERISK ANALYTICS INC | COM | 92345Y106 | 3,548 | 48,000 | SH | | DFND | 1 | 48,000 | 0 | 0 |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 811 | 18,630 | SH | | SOLE | | 18,630 | 0 | 0 |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 1,242 | 28,550 | SH | | DFND | 1 | 28,550 | 0 | 0 |
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 115 | 1,100 | SH | | SOLE | | 1,100 | 0 | 0 |
VIACOM INC NEW | CL B | 92553P201 | 82 | 1,902 | SH | | SOLE | | 1,902 | 0 | 0 |
VISA INC | COM CL A | 92826C839 | 830 | 11,920 | SH | | SOLE | | 11,920 | 0 | 0 |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 316 | 3,800 | SH | | SOLE | | 3,800 | 0 | 0 |
WAL-MART STORES INC | COM | 931142103 | 328 | 5,060 | SH | | SOLE | | 5,060 | 0 | 0 |
WASTE MGMT INC DEL | COM | 94106L109 | 234 | 4,700 | SH | | SOLE | | 4,700 | 0 | 0 |
WEC ENERGY GROUP INC | COM | 92939U106 | 235 | 4,500 | SH | | SOLE | | 4,500 | 0 | 0 |
WELLS FARGO & CO NEW | COM | 949746101 | 1,222 | 23,800 | SH | | SOLE | | 23,800 | 0 | 0 |
WESTERN UN CO | COM | 959802109 | 128 | 6,967 | SH | | SOLE | | 6,967 | 0 | 0 |
WHIRLPOOL CORP | COM | 963320106 | 133 | 900 | SH | | SOLE | | 900 | 0 | 0 |
WILLIAMS COS INC DEL | COM | 969457100 | 122 | 3,300 | SH | | SOLE | | 3,300 | 0 | 0 |
XEROX CORP | COM | 984121103 | 47 | 4,800 | SH | | SOLE | | 4,800 | 0 | 0 |
XILINX INC | COM | 983919101 | 38 | 900 | SH | | SOLE | | 900 | 0 | 0 |
YAHOO INC | COM | 984332106 | 133 | 4,600 | SH | | SOLE | | 4,600 | 0 | 0 |
YUM BRANDS INC | COM | 988498101 | 576 | 7,200 | SH | | SOLE | | 7,200 | 0 | 0 |
ZIMMER BIOMET HLDGS INC | COM | 98956P102 | 178 | 1,900 | SH | | SOLE | | 1,900 | 0 | 0 |