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
Estimated average burden
hours per response: 23.8
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
DOLLAR TREE INC COM 256746108 200 2,596 SH   DFND   2,596 0 0
CABOT OIL & GAS CORP COM 127097103 201 8,602 SH   DFND   8,602 0 0
CENTURYLINK INC COM 156700106 201 8,459 SH   DFND   8,459 0 0
HORMEL FOODS CORP COM 440452100 201 5,788 SH   DFND   5,788 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 204 1,586 SH   DFND   1,586 0 0
COMERICA INC COM 200340107 204 3,000 SH   DFND   3,000 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 205 2,900 SH   DFND   2,900 0 0
CLOROX CO DEL COM 189054109 208 1,734 SH   DFND   1,734 0 0
GRAINGER W W INC COM 384802104 209 900 SH   DFND   900 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 210 7,709 SH   DFND   7,709 0 0
DOVER CORP COM 260003108 211 2,810 SH   DFND   2,810 0 0
DAVITA INC COM 23918K108 211 3,283 SH   DFND   3,283 0 0
SL GREEN RLTY CORP COM 78440X101 212 1,969 SH   DFND   1,969 0 0
EQUIFAX INC COM 294429105 213 1,800 SH   DFND   1,800 0 0
HCP INC COM 40414L109 213 7,162 SH   DFND   7,162 0 0
AMEREN CORP COM 023608102 214 4,086 SH   DFND   4,086 0 0
DIGITAL RLTY TR INC COM 253868103 217 2,206 SH   DFND   2,206 0 0
MARKEL CORP COM 570535104 217 240 SH   DFND   240 0 0
L BRANDS INC COM 501797104 217 3,300 SH   DFND   3,300 0 0
FRANKLIN RES INC COM 354613101 217 5,494 SH   DFND   5,494 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 219 5,032 SH   DFND   5,032 0 0
SCHEIN HENRY INC COM 806407102 220 1,453 SH   DFND   1,453 0 0
SMUCKER J M CO COM NEW 832696405 223 1,741 SH   DFND   1,741 0 0
HEXCEL CORP NEW COM 428291108 224 4,351 SH   DFND   4,351 0 0
CERNER CORP COM 156782104 224 4,729 SH   DFND   4,729 0 0
CURTISS WRIGHT CORP COM 231561101 225 2,284 SH   DFND   2,284 0 0
ILLUMINA INC COM 452327109 225 1,758 SH   DFND   1,758 0 0
AMERISOURCEBERGEN CORP COM 03073E105 227 2,901 SH   DFND   2,901 0 0
SYMANTEC CORP COM 871503108 232 9,700 SH   DFND   9,700 0 0
T MOBILE US INC COM 872590104 232 4,037 SH   DFND   4,037 0 0
HESS CORP COM 42809H107 232 3,731 SH   DFND   3,731 0 0
LAUDER ESTEE COS INC CL A 518439104 232 3,039 SH   DFND   3,039 0 0
REALTY INCOME CORP COM 756109104 233 4,050 SH   DFND   4,050 0 0
CONAGRA BRANDS INC COM 205887102 233 5,900 SH   DFND   5,900 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 234 1,536 SH   DFND   1,536 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 235 1,919 SH   DFND   1,919 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 235 5,295 SH   DFND   5,295 0 0
ESSEX PPTY TR INC COM 297178105 235 1,011 SH   DFND   1,011 0 0
DEVON ENERGY CORP NEW COM 25179M103 236 5,161 SH   DFND   5,161 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 236 5,634 SH   DFND   5,634 0 0
INCYTE CORP COM 45337C102 237 2,359 SH   DFND   2,359 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 237 4,100 SH   DFND   4,100 0 0
VULCAN MATLS CO COM 929160109 238 1,900 SH   DFND   1,900 0 0
DENTSPLY SIRONA INC COM 24906P109 238 4,123 SH   DFND   4,123 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 239 4,241 SH   DFND   4,241 0 0
WESTERN DIGITAL CORP COM 958102105 241 3,541 SH   DFND   3,541 0 0
FORTIVE CORP COM 34959J108 241 4,489 SH   DFND   4,489 0 0
EVERSOURCE ENERGY COM 30040W108 244 4,417 SH   DFND   4,417 0 0
LINEAR TECHNOLOGY CORP COM 535678106 245 3,927 SH   DFND   3,927 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 246 9,862 SH   DFND   9,862 0 0
BARD C R INC COM 067383109 247 1,100 SH   DFND   1,100 0 0
XILINX INC COM 983919101 247 4,096 SH   DFND   4,096 0 0
LINCOLN NATL CORP IND COM 534187109 252 3,800 SH   DFND   3,800 0 0
CINTAS CORP COM 172908105 252 2,183 SH   DFND   2,183 0 0
MOLSON COORS BREWING CO CL B 60871R209 253 2,597 SH   DFND   2,597 0 0
LAM RESEARCH CORP COM 512807108 253 2,392 SH   DFND   2,392 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 255 3,466 SH   DFND   3,466 0 0
ROCKWELL AUTOMATION INC COM 773903109 255 1,900 SH   DFND   1,900 0 0
ROPER TECHNOLOGIES INC COM 776696106 256 1,400 SH   DFND   1,400 0 0
KELLOGG CO COM 487836108 259 3,514 SH   DFND   3,514 0 0
NEWELL BRANDS INC COM 651229106 259 5,808 SH   DFND   5,808 0 0
INVESCO LTD SHS G491BT108 262 8,625 SH   DFND   8,625 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 265 3,934 SH   DFND   3,934 0 0
WEC ENERGY GROUP INC COM 92939U106 266 4,540 SH   DFND   4,540 0 0
NEWMONT MINING CORP COM 651639106 267 7,828 SH   DFND   7,828 0 0
MYLAN N V SHS EURO N59465109 268 7,021 SH   DFND   7,021 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 269 9,058 SH   DFND   9,058 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 271 2,895 SH   DFND   2,895 0 0
MOODYS CORP COM 615369105 272 2,889 SH   DFND   2,889 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 274 5,746 SH   DFND   5,746 0 0
AMPHENOL CORP NEW CL A 032095101 276 4,101 SH   DFND   4,101 0 0
NORTHERN TR CORP COM 665859104 276 3,100 SH   DFND   3,100 0 0
HERSHEY CO COM 427866108 276 2,670 SH   DFND   2,670 0 0
CIMAREX ENERGY CO COM 171798101 281 2,066 SH   DFND   2,066 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 281 6,168 SH   DFND   6,168 0 0
NOBLE ENERGY INC COM 655044105 281 7,384 SH   DFND   7,384 0 0
ACTIVISION BLIZZARD INC COM 00507V109 282 7,813 SH   DFND   7,813 0 0
APACHE CORP COM 037411105 286 4,512 SH   DFND   4,512 0 0
BAKER HUGHES INC COM 057224107 287 4,414 SH   DFND   4,414 0 0
CITIZENS FINL GROUP INC COM 174610105 288 8,079 SH   DFND   8,079 0 0
CONCHO RES INC COM 20605P101 291 2,191 SH   DFND   2,191 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 293 3,183 SH   DFND   3,183 0 0
DTE ENERGY CO COM 233331107 294 2,989 SH   DFND   2,989 0 0
ELECTRONIC ARTS INC COM 285512109 295 3,750 SH   DFND   3,750 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 295 3,906 SH   DFND   3,906 0 0
SHERWIN WILLIAMS CO COM 824348106 296 1,100 SH   DFND   1,100 0 0
WILLIAMS COS INC DEL COM 969457100 296 9,500 SH   DFND   9,500 0 0
V F CORP COM 918204108 297 5,571 SH   DFND   5,571 0 0
XCEL ENERGY INC COM 98389B100 299 7,340 SH   DFND   7,340 0 0
TRANSDIGM GROUP INC COM 893641100 301 1,211 SH   DFND   1,211 0 0
STANLEY BLACK & DECKER INC COM 854502101 308 2,686 SH   DFND   2,686 0 0
PROGRESSIVE CORP OHIO COM 743315103 311 8,762 SH   DFND   8,762 0 0
LOEWS CORP COM 540424108 315 6,737 SH   DFND   6,737 0 0
VENTAS INC COM 92276F100 316 5,051 SH   DFND   5,051 0 0
EDISON INTL COM 281020107 317 4,400 SH   DFND   4,400 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 317 500 SH   DFND   500 0 0
PARKER HANNIFIN CORP COM 701094104 318 2,272 SH   DFND   2,272 0 0
HCA HOLDINGS INC COM 40412C101 318 4,298 SH   DFND   4,298 0 0
DOLLAR GEN CORP NEW COM 256677105 319 4,300 SH   DFND   4,300 0 0
REPUBLIC SVCS INC COM 760759100 319 5,597 SH   DFND   5,597 0 0
LAS VEGAS SANDS CORP COM 517834107 321 6,007 SH   DFND   6,007 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 321 3,113 SH   DFND   3,113 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 322 2,618 SH   DFND   2,618 0 0
TESLA MTRS INC COM 88160R101 322 1,508 SH   DFND   1,508 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 323 5,544 SH   DFND   5,544 0 0
NUCOR CORP COM 670346105 325 5,454 SH   DFND   5,454 0 0
ANALOG DEVICES INC COM 032654105 328 4,512 SH   DFND   4,512 0 0
ST JUDE MED INC COM 790849103 329 4,105 SH   DFND   4,105 0 0
BOSTON PROPERTIES INC COM 101121101 333 2,647 SH   DFND   2,647 0 0
EQUINIX INC COM PAR $0.001 29444U700 333 933 SH   DFND   933 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 336 7,664 SH   DFND   7,664 0 0
OMNICOM GROUP INC COM 681919106 338 3,972 SH   DFND   3,972 0 0
CONSOLIDATED EDISON INC COM 209115104 338 4,590 SH   DFND   4,590 0 0
PPL CORP COM 69351T106 340 9,977 SH   DFND   9,977 0 0
GENUINE PARTS CO COM 372460105 341 3,571 SH   DFND   3,571 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 342 2,794 SH   DFND   2,794 0 0
INGERSOLL-RAND PLC SHS G47791101 346 4,616 SH   DFND   4,616 0 0
AMERIPRISE FINL INC COM 03076C106 350 3,156 SH   DFND   3,156 0 0
REGENERON PHARMACEUTICALS COM 75886F107 351 955 SH   DFND   955 0 0
BAXTER INTL INC COM 071813109 351 7,914 SH   DFND   7,914 0 0
CARDINAL HEALTH INC COM 14149Y108 352 4,890 SH   DFND   4,890 0 0
WELLTOWER INC COM 95040Q104 356 5,321 SH   DFND   5,321 0 0
YUM BRANDS INC COM 988498101 358 5,659 SH   DFND   5,659 0 0
VORNADO RLTY TR SH BEN INT 929042109 361 3,455 SH   DFND   3,455 0 0
ROSS STORES INC COM 778296103 362 5,518 SH   DFND   5,518 0 0
CONSTELLATION BRANDS INC CL A 21036P108 364 2,377 SH   DFND   2,377 0 0
AUTOZONE INC COM 053332102 366 463 SH   DFND   463 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 366 8,022 SH   DFND   8,022 0 0
SPECTRA ENERGY CORP COM 847560109 367 8,942 SH   DFND   8,942 0 0
HUMANA INC COM 444859102 369 1,807 SH   DFND   1,807 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 371 1,333 SH   DFND   1,333 0 0
CBS CORP NEW CL B 124857202 375 5,891 SH   DFND   5,891 0 0
INTUIT COM 461202103 375 3,275 SH   DFND   3,275 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 376 5,848 SH   DFND   5,848 0 0
PAYCHEX INC COM 704326107 378 6,217 SH   DFND   6,217 0 0
MARATHON PETE CORP COM 56585A102 383 7,616 SH   DFND   7,616 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 384 4,424 SH   DFND   4,424 0 0
INTL PAPER CO COM 460146103 388 7,305 SH   DFND   7,305 0 0
PACCAR INC COM 693718108 388 6,067 SH   DFND   6,067 0 0
ALLSTATE CORP COM 020002101 395 5,331 SH   DFND   5,331 0 0
PPG INDS INC COM 693506107 396 4,179 SH   DFND   4,179 0 0
PRICE T ROWE GROUP INC COM 74144T108 397 5,279 SH   DFND   5,279 0 0
CUMMINS INC COM 231021106 399 2,921 SH   DFND   2,921 0 0
AVALONBAY CMNTYS INC COM 053484101 406 2,294 SH   DFND   2,294 0 0
S&P GLOBAL INC COM 78409V104 409 3,800 SH   DFND   3,800 0 0
PIONEER NAT RES CO COM 723787107 411 2,281 SH   DFND   2,281 0 0
FISERV INC COM 337738108 420 3,950 SH   DFND   3,950 0 0
NORFOLK SOUTHERN CORP COM 655844108 421 3,899 SH   DFND   3,899 0 0
M & T BK CORP COM 55261F104 425 2,717 SH   DFND   2,717 0 0
PUBLIC STORAGE COM 74460D109 426 1,904 SH   DFND   1,904 0 0
MARRIOTT INTL INC NEW CL A 571903202 430 5,200 SH   DFND   5,200 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 431 7,688 SH   DFND   7,688 0 0
ANADARKO PETE CORP COM 032511107 431 6,183 SH   DFND   6,183 0 0
AIR PRODS & CHEMS INC COM 009158106 431 2,998 SH   DFND   2,998 0 0
DISCOVER FINL SVCS COM 254709108 433 6,000 SH   DFND   6,000 0 0
PROLOGIS INC COM 74340W103 435 8,235 SH   DFND   8,235 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 444 7,875 SH   DFND   7,875 0 0
CIGNA CORPORATION COM 125509109 454 3,400 SH   DFND   3,400 0 0
AMERICAN ELEC PWR INC COM 025537101 455 7,221 SH   DFND   7,221 0 0
AON PLC SHS CL A G0408V102 459 4,113 SH   DFND   4,113 0 0
DEERE & CO COM 244199105 460 4,461 SH   DFND   4,461 0 0
SYSCO CORP COM 871829107 462 8,343 SH   DFND   8,343 0 0
SUNTRUST BKS INC COM 867914103 463 8,449 SH   DFND   8,449 0 0
MCKESSON CORP COM 58155Q103 465 3,311 SH   DFND   3,311 0 0
ZOETIS INC CL A 98978V103 470 8,782 SH   DFND   8,782 0 0
TE CONNECTIVITY LTD REG SHS H84989104 473 6,831 SH   DFND   6,831 0 0
VALERO ENERGY CORP NEW COM 91913Y100 479 7,010 SH   DFND   7,010 0 0
AFLAC INC COM 001055102 482 6,932 SH   DFND   6,932 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 484 5,640 SH   DFND   5,640 0 0
STATE STR CORP COM 857477103 515 6,627 SH   DFND   6,627 0 0
EATON CORP PLC SHS G29183103 519 7,742 SH   DFND   7,742 0 0
WASTE MGMT INC DEL COM 94106L109 523 7,375 SH   DFND   7,375 0 0
HALLIBURTON CO COM 406216101 528 9,769 SH   DFND   9,769 0 0
ANTHEM INC COM 036752103 553 3,848 SH   DFND   3,848 0 0
ECOLAB INC COM 278865100 555 4,731 SH   DFND   4,731 0 0
SALESFORCE COM INC COM 79466L302 559 8,170 SH   DFND   8,170 0 0
AETNA INC NEW COM 00817Y108 567 4,575 SH   DFND   4,575 0 0
DOMINION RES INC VA NEW COM 25746U109 569 7,424 SH   DFND   7,424 0 0
CME GROUP INC COM 12572Q105 569 4,932 SH   DFND   4,932 0 0
KIMBERLY CLARK CORP COM 494368103 579 5,077 SH   DFND   5,077 0 0
MARSH & MCLENNAN COS INC COM 571748102 586 8,670 SH   DFND   8,670 0 0
BECTON DICKINSON & CO COM 075887109 594 3,591 SH   DFND   3,591 0 0
CAPITAL ONE FINL CORP COM 14040H105 596 6,826 SH   DFND   6,826 0 0
PRAXAIR INC COM 74005P104 606 5,174 SH   DFND   5,174 0 0
TRAVELERS COMPANIES INC COM 89417E109 612 4,998 SH   DFND   4,998 0 0
NETFLIX INC COM 64110L106 622 5,028 SH   DFND   5,028 0 0
AMERICAN TOWER CORP NEW COM 03027X100 640 6,060 SH   DFND   6,060 0 0
PRUDENTIAL FINL INC COM 744320102 649 6,236 SH   DFND   6,236 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 661 9,602 SH   DFND   9,602 0 0
TJX COS INC NEW COM 872540109 664 8,838 SH   DFND   8,838 0 0
ADOBE SYS INC COM 00724F101 685 6,655 SH   DFND   6,655 0 0
DANAHER CORP DEL COM 235851102 699 8,979 SH   DFND   8,979 0 0
PHILLIPS 66 COM 718546104 709 8,207 SH   DFND   8,207 0 0
NEXTERA ENERGY INC COM 65339F101 717 6,000 SH   DFND   6,000 0 0
FEDEX CORP COM 31428X106 725 3,896 SH   DFND   3,896 0 0
KRAFT HEINZ CO COM 500754106 732 8,378 SH   DFND   8,378 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 735 9,471 SH   DFND   9,471 0 0
EOG RES INC COM 26875P101 745 7,369 SH   DFND   7,369 0 0
NVIDIA CORP COM 67066G104 755 7,077 SH   DFND   7,077 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 766 2,661 SH   DFND   2,661 0 0
ILLINOIS TOOL WKS INC COM 452308109 775 6,327 SH   DFND   6,327 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 792 7,709 SH   DFND   7,709 0 0
BLACKROCK INC COM 09247X101 804 2,112 SH   DFND   2,112 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 826 5,851 SH   DFND   5,851 0 0
SIMON PPTY GROUP INC NEW COM 828806109 833 4,686 SH   DFND   4,686 0 0
BROADCOM LTD SHS Y09827109 858 4,852 SH   DFND   4,852 0 0
CHUBB LIMITED COM H1467J104 888 6,722 SH   DFND   6,722 0 0
PRICELINE GRP INC COM NEW 741503403 918 626 SH   DFND   626 0 0
PNC FINL SVCS GROUP INC COM 693475105 970 8,291 SH   DFND   8,291 0 0
BIOGEN INC COM 09062X103 975 3,437 SH   DFND   3,437 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,039 6,487 SH   DFND   6,487 0 0
ALLERGAN PLC SHS G0177J108 1,071 5,102 SH   DFND   5,102 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,094 9,336 SH   DFND   9,336 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,355 5,657 SH   DFND   5,657 0 0
AMGEN INC COM 031162100 1,424 9,742 SH   DFND   9,742 0 0
3M CO COM 88579Y101 1,527 8,554 SH   DFND   8,554 0 0
ALPHABET INC CAP STK CL A 02079K305 2,833 3,575 SH   DFND   3,575 0 0
ALPHABET INC CAP STK CL C 02079K107 2,936 3,804 SH   DFND   3,804 0 0
AMAZON COM INC COM 023135106 3,614 4,820 SH   DFND   4,820 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,153 10,055 SH   DFND   10,055 0 0
HECLA MNG CO COM 422704106 55 10,452 SH   DFND   10,452 0 0
CHESAPEAKE ENERGY CORP COM 165167107 74 10,506 SH   DFND   10,506 0 0
GENERAL MLS INC COM 370334104 650 10,526 SH   DFND   10,526 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 79 10,553 SH   DFND   10,553 0 0
HOST HOTELS & RESORTS INC COM 44107P104 199 10,589 SH   DFND   10,589 0 0
EMERSON ELEC CO COM 291011104 593 10,633 SH   DFND   10,633 0 0
TIME WARNER INC COM NEW 887317303 1,028 10,647 SH   DFND   10,647 0 0
SYNCHRONY FINL COM 87165B103 395 10,883 SH   DFND   10,883 0 0
REYNOLDS AMERICAN INC COM 761713106 611 10,903 SH   DFND   10,903 0 0
CELGENE CORP COM 151020104 1,264 10,922 SH   DFND   10,922 0 0
AMERICAN EXPRESS CO COM 025816109 817 11,033 SH   DFND   11,033 0 0
EXELON CORP COM 30161N101 393 11,083 SH   DFND   11,083 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,892 11,396 SH   DFND   11,396 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 945 11,416 SH   DFND   11,416 0 0
AES CORP COM 00130H105 135 11,605 SH   DFND   11,605 0 0
YAHOO INC COM 984332106 450 11,624 SH   DFND   11,624 0 0
WEYERHAEUSER CO COM 962166104 352 11,685 SH   DFND   11,685 0 0
UNION PAC CORP COM 907818108 1,222 11,785 SH   DFND   11,785 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 858 12,042 SH   DFND   12,042 0 0
COLGATE PALMOLIVE CO COM 194162103 789 12,061 SH   DFND   12,061 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,325 12,091 SH   DFND   12,091 0 0
MCDONALDS CORP COM 580135101 1,475 12,115 SH   DFND   12,115 0 0
ADVANCED MICRO DEVICES INC COM 007903107 137 12,152 SH   DFND   12,152 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,957 12,231 SH   DFND   12,231 0 0
LOWES COS INC COM 548661107 883 12,422 SH   DFND   12,422 0 0
MARATHON OIL CORP COM 565849106 216 12,505 SH   DFND   12,505 0 0
KROGER CO COM 501044101 439 12,720 SH   DFND   12,720 0 0
SOUTHERN CO COM 842587107 635 12,914 SH   DFND   12,914 0 0
JOHNSON CTLS INTL PLC SHS G51502105 541 13,167 SH   DFND   13,167 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 66 13,169 SH   DFND   13,169 0 0
BB&T CORP COM 054937107 622 13,238 SH   DFND   13,238 0 0
METLIFE INC COM 59156R108 715 13,272 SH   DFND   13,272 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 483 13,332 SH   DFND   13,332 0 0
GROUPON INC COM 399473107 44 13,339 SH   DFND   13,339 0 0
MICRON TECHNOLOGY INC COM 595112103 294 13,417 SH   DFND   13,417 0 0
COBALT INTL ENERGY INC COM 19075F106 17 13,548 SH   DFND   13,548 0 0
EBAY INC COM 278642103 405 13,633 SH   DFND   13,633 0 0
MASTERCARD INCORPORATED CL A 57636Q104 1,412 13,675 SH   DFND   13,675 0 0
PAYPAL HLDGS INC COM 70450Y103 544 13,789 SH   DFND   13,789 0 0
TEXAS INSTRS INC COM 882508104 1,021 13,988 SH   DFND   13,988 0 0
FIFTH THIRD BANCORP COM 316773100 385 14,290 SH   DFND   14,290 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 48 14,300 SH   DFND   14,300 0 0
CSX CORP COM 126408103 515 14,323 SH   DFND   14,323 0 0
APPLIED MATLS INC COM 038222105 467 14,464 SH   DFND   14,464 0 0
PDL BIOPHARMA INC COM 69329Y104 31 14,677 SH   DFND   14,677 0 0
CORNING INC COM 219350105 357 14,695 SH   DFND   14,695 0 0
LILLY ELI & CO COM 532457108 1,093 14,862 SH   DFND   14,862 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,451 15,037 SH   DFND   15,037 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 422 15,049 SH   DFND   15,049 0 0
CVS HEALTH CORP COM 126650100 1,194 15,126 SH   DFND   15,126 0 0
XEROX CORP COM 984121103 134 15,400 SH   DFND   15,400 0 0
CONOCOPHILLIPS COM 20825C104 782 15,601 SH   DFND   15,601 0 0
SCHWAB CHARLES CORP NEW COM 808513105 631 15,984 SH   DFND   15,984 0 0
BANK NEW YORK MELLON CORP COM 064058100 774 16,334 SH   DFND   16,334 0 0
HOME DEPOT INC COM 437076102 2,213 16,505 SH   DFND   16,505 0 0
NIKE INC CL B 654106103 870 17,118 SH   DFND   17,118 0 0
RITE AID CORP COM 767754104 146 17,733 SH   DFND   17,733 0 0
SCHLUMBERGER LTD COM 806857108 1,523 18,141 SH   DFND   18,141 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,210 18,531 SH   DFND   18,531 0 0
PHILIP MORRIS INTL INC COM 718172109 1,734 18,953 SH   DFND   18,953 0 0
KEYCORP NEW COM 493267108 349 19,077 SH   DFND   19,077 0 0
QUALCOMM INC COM 747525103 1,253 19,214 SH   DFND   19,214 0 0
STARBUCKS CORP COM 855244109 1,067 19,227 SH   DFND   19,227 0 0
VEREIT INC COM 92339V100 163 19,229 SH   DFND   19,229 0 0
PEPSICO INC COM 713448108 2,012 19,230 SH   DFND   19,230 0 0
MEDTRONIC PLC SHS G5960L103 1,388 19,489 SH   DFND   19,489 0 0
DISNEY WALT CO COM DISNEY 254687106 2,045 19,621 SH   DFND   19,621 0 0
ANNALY CAP MGMT INC COM 035710409 207 20,780 SH   DFND   20,780 0 0
ABBOTT LABS COM 002824100 799 20,800 SH   DFND   20,800 0 0
BOSTON SCIENTIFIC CORP COM 101137107 453 20,935 SH   DFND   20,935 0 0
ABBVIE INC COM 00287Y109 1,327 21,188 SH   DFND   21,188 0 0
REGIONS FINL CORP NEW COM 7591EP100 307 21,373 SH   DFND   21,373 0 0
HUNTINGTON BANCSHARES INC COM 446150104 283 21,441 SH   DFND   21,441 0 0
MONDELEZ INTL INC CL A 609207105 959 21,640 SH   DFND   21,640 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,316 22,512 SH   DFND   22,512 0 0
MORGAN STANLEY COM NEW 617446448 978 23,139 SH   DFND   23,139 0 0
VISA INC COM CL A 92826C839 1,918 24,582 SH   DFND   24,582 0 0
US BANCORP DEL COM NEW 902973304 1,308 25,469 SH   DFND   25,469 0 0
KINDER MORGAN INC DEL COM 49456B101 553 26,709 SH   DFND   26,709 0 0
ALTRIA GROUP INC COM 02209S103 1,816 26,853 SH   DFND   26,853 0 0
FACEBOOK INC CL A 30303M102 3,199 27,808 SH   DFND   27,808 0 0
COMCAST CORP NEW CL A 20030N101 2,082 30,156 SH   DFND   30,156 0 0
PROCTER AND GAMBLE CO COM 742718109 2,764 32,879 SH   DFND   32,879 0 0
SIRIUS XM HLDGS INC COM 82968B103 181 40,630 SH   DFND   40,630 0 0
ORACLE CORP COM 68389X105 1,622 42,186 SH   DFND   42,186 0 0
NXP SEMICONDUCTORS N V COM N6596X109 4,498 45,897 SH   DFND   45,897 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,761 51,718 SH   DFND   51,718 0 0
COCA COLA CO COM 191216100 2,194 52,929 SH   DFND   52,929 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 711 58,582 SH   DFND   58,582 0 0
INTEL CORP COM 458140100 2,197 60,585 SH   DFND   60,585 0 0
WELLS FARGO & CO NEW COM 949746101 3,386 61,441 SH   DFND   61,441 0 0
CISCO SYS INC COM 17275R102 1,982 65,598 SH   DFND   65,598 0 0
APPLE INC COM 037833100 7,701 66,492 SH   DFND   66,492 0 0
AT&T INC COM 00206R102 3,289 77,328 SH   DFND   77,328 0 0
PFIZER INC COM 717081103 2,523 77,666 SH   DFND   77,666 0 0
MICROSOFT CORP COM 594918104 5,690 91,569 SH   DFND   91,569 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 8,595 100,288 SH   DFND   100,288 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 5,941 102,214 SH   DFND   102,214 0 0
GENERAL ELECTRIC CO COM 369604103 3,729 118,015 SH   DFND   118,015 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 165 140,000 PRN   DFND   140,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 344 380,000 PRN   DFND   380,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 441 380,000 PRN   DFND   380,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 462 410,000 PRN   DFND   410,000 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 590 470,000 PRN   DFND   470,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.875% 1/1 74348TAM4 493 480,000 PRN   DFND   480,000 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 589 540,000 PRN   DFND   540,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 619 550,000 PRN   DFND   550,000 0 0
ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 564 560,000 PRN   DFND   560,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 657 600,000 PRN   DFND   600,000 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 691 630,000 PRN   DFND   630,000 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 744 640,000 PRN   DFND   640,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 765 650,000 PRN   DFND   650,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 549 695,000 PRN   DFND   695,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 920 765,000 PRN   DFND   765,000 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 1,065 780,000 PRN   DFND   780,000 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 796 790,000 PRN   DFND   790,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 794 800,000 PRN   DFND   800,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 780 810,000 PRN   DFND   810,000 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 858 830,000 PRN   DFND   830,000 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 872 850,000 PRN   DFND   850,000 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 1,154 900,000 PRN   DFND   900,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 975 995,000 PRN   DFND   995,000 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 1,085 1,000,000 PRN   DFND   1,000,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 1,035 1,120,000 PRN   DFND   1,120,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 1,179 1,230,000 PRN   DFND   1,230,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 1,380 1,280,000 PRN   DFND   1,280,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 1,503 1,290,000 PRN   DFND   1,290,000 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 1,592 1,400,000 PRN   DFND   1,400,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 1,367 1,420,000 PRN   DFND   1,420,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 2,036 1,570,000 PRN   DFND   1,570,000 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 1,954 1,875,000 PRN   DFND   1,875,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 3,142 2,660,000 PRN   DFND   2,660,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 5,447 4,270,000 PRN   DFND   4,270,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 5,220 4,500,000 PRN   DFND   4,500,000 0 0
INTEL CORP SDCV 12/1 458140AD2 6,315 4,670,000 PRN   DFND   4,670,000 0 0