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 |
| SCHLUMBERGER LTD | COM | 806857108 | 1,571 | 25,800 | SH | DFND | 25,800 | 0 | 0 | ||
| NORWEGIAN CRUISE LINE HOLDIN | SHS | G66721104 | 3,193 | 55,600 | SH | DFND | 55,600 | 0 | 0 | ||
| NUTRIEN LTD | COM | 67077M108 | 1,659 | 28,760 | SH | DFND | 28,760 | 0 | 0 | ||
| CHUBB LTD | COM | H1467J104 | 1,576 | 11,800 | SH | DFND | 11,800 | 0 | 0 | ||
| TE CONNECTIVITY LTD | REG SHS | H84989104 | 1,828 | 20,800 | SH | DFND | 20,800 | 0 | 0 | ||
| LIVANOVA PLC | SHS | G5509L101 | 1,239 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
| WRIGHT MEDICAL GROUP NV | ORD SHS 0.03 PAR | N96617118 | 2,637 | 90,900 | SH | DFND | 90,900 | 0 | 0 | ||
| ALCOA CORP | COM | 013872106 | 989 | 24,500 | SH | DFND | 24,500 | 0 | 0 | ||
| ALEXION PHARMACEUTICALS INC | COM | 015351109 | 1,112 | 8,000 | SH | DFND | 8,000 | 0 | 0 | ||
| ALPHABET INC-CL A | COM | 02079K305 | 4,466 | 3,700 | SH | DFND | 3,700 | 0 | 0 | ||
| ALTRIA GROUP INC | COM | 02209S103 | 3,829 | 63,500 | SH | DFND | 63,500 | 0 | 0 | ||
| AMAZON.COM INC | COM | 023135106 | 4,887 | 2,440 | SH | DFND | 2,440 | 0 | 0 | ||
| AMEDISYS INC | COM | 023436108 | 1,087 | 8,700 | SH | DFND | 8,700 | 0 | 0 | ||
| AMERICAN WATER WORKS CO INC | COM | 030420103 | 3,501 | 39,800 | SH | DFND | 39,800 | 0 | 0 | ||
| AMPHENOL CORP-CL A | COM | 032095101 | 2,547 | 27,100 | SH | DFND | 27,100 | 0 | 0 | ||
| AQUA AMERICA INC | COM | 03836W103 | 335 | 9,100 | SH | DFND | 9,100 | 0 | 0 | ||
| ATMOS ENERGY CORP | COM | 049560105 | 1,831 | 19,500 | SH | DFND | 19,500 | 0 | 0 | ||
| BANK OF AMERICA CORP | COM | 060505104 | 3,137 | 106,500 | SH | DFND | 106,500 | 0 | 0 | ||
| BARNES GROUP INC | COM | 067806109 | 1,136 | 16,000 | SH | DFND | 16,000 | 0 | 0 | ||
| BOTTOMLINE TECHNOLOGIES (DE) | COM | 101388106 | 2,181 | 30,000 | SH | DFND | 30,000 | 0 | 0 | ||
| BOYD GAMING CORP | COM | 103304101 | 507 | 15,000 | SH | DFND | 15,000 | 0 | 0 | ||
| BROADRIDGE FINANCIAL SOLUTIO | COM | 11133T103 | 1,979 | 15,000 | SH | DFND | 15,000 | 0 | 0 | ||
| BURLINGTON STORES INC | COM | 122017106 | 2,932 | 18,000 | SH | DFND | 18,000 | 0 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 1,259 | 16,000 | SH | DFND | 16,000 | 0 | 0 | ||
| CAVCO INDUSTRIES INC | COM | 149568107 | 1,265 | 5,000 | SH | DFND | 5,000 | 0 | 0 | ||
| CHIPOTLE MEXICAN GRILL INC | COM | 169656105 | 3,181 | 7,000 | SH | DFND | 7,000 | 0 | 0 | ||
| CISCO SYSTEMS INC | COM | 17275R102 | 5,059 | 104,000 | SH | DFND | 104,000 | 0 | 0 | ||
| COSTCO WHOLESALE CORP | COM | 22160K105 | 5,895 | 25,100 | SH | DFND | 25,100 | 0 | 0 | ||
| WALT DISNEY CO/THE | COM DISNEY | 254687106 | 4,092 | 35,000 | SH | DFND | 35,000 | 0 | 0 | ||
| DOLLAR GENERAL CORP | COM | 256677105 | 2,186 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
| EOG RESOURCES INC | COM | 26875P101 | 3,444 | 27,000 | SH | DFND | 27,000 | 0 | 0 | ||
| EASTGROUP PROPERTIES INC | COM | 277276101 | 1,329 | 13,900 | SH | DFND | 13,900 | 0 | 0 | ||
| ENCORE CAPITAL GROUP INC | COM | 292554102 | 1,075 | 30,000 | SH | DFND | 30,000 | 0 | 0 | ||
| EPLUS INC | COM | 294268107 | 1,483 | 16,000 | SH | DFND | 16,000 | 0 | 0 | ||
| EXELON CORP | COM | 30161N101 | 1,174 | 26,900 | SH | DFND | 26,900 | 0 | 0 | ||
| EXLSERVICE HOLDINGS INC | COM | 302081104 | 1,390 | 21,000 | SH | DFND | 21,000 | 0 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 1,181 | 13,900 | SH | DFND | 13,900 | 0 | 0 | ||
| FACEBOOK INC-A | CL A | 30303M102 | 2,878 | 17,500 | SH | DFND | 17,500 | 0 | 0 | ||
| FEDERAL SIGNAL CORP | COM | 313855108 | 964 | 36,000 | SH | DFND | 36,000 | 0 | 0 | ||
| FORTIVE CORP | COM | 34959J108 | 3,738 | 44,400 | SH | DFND | 44,400 | 0 | 0 | ||
| GILEAD SCIENCES INC | COM | 375558103 | 1,297 | 16,800 | SH | DFND | 16,800 | 0 | 0 | ||
| GREEN DOT CORP-CLASS A | COM | 39304D102 | 977 | 11,000 | SH | DFND | 11,000 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 4,441 | 12,100 | SH | DFND | 12,100 | 0 | 0 | ||
| INGEVITY CORP | COM | 45688C107 | 1,691 | 16,600 | SH | DFND | 16,600 | 0 | 0 | ||
| INOGEN INC | COM | 45780L104 | 1,220 | 5,000 | SH | DFND | 5,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HOLDING | COM | 457985208 | 750 | 11,400 | SH | DFND | 11,400 | 0 | 0 | ||
| INTERFACE INC | COM | 458665304 | 887 | 38,000 | SH | DFND | 38,000 | 0 | 0 | ||
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 2,576 | 34,400 | SH | DFND | 34,400 | 0 | 0 | ||
| INTL FLAVORS & FRAGRANCES | COM | 459506101 | 1,391 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
| INTUIT INC | COM | 461202103 | 4,616 | 20,300 | SH | DFND | 20,300 | 0 | 0 | ||
| INTUITIVE SURGICAL INC | COM | 46120E602 | 4,075 | 7,100 | SH | DFND | 7,100 | 0 | 0 | ||
| ISHARES EDGE MSCI MIN VOL EM | ISHARES | 464286533 | 101,033 | 15,000 | SH | DFND | 15,000 | 0 | 0 | ||
| ISHARES MSCI EMERGING MARKET | ISHARES | 464287234 | 104,813 | 21,500 | SH | DFND | 21,500 | 0 | 0 | ||
| ISHARES MSCI KOKUSAI ETF | ISHARES | 464288265 | 762,049 | 99,100 | SH | DFND | 99,100 | 0 | 0 | ||
| ISHARES JP MORGAN USD EMERGI | ISHARES | 464288281 | 78,371 | 6,400 | SH | DFND | 6,400 | 0 | 0 | ||
| ISHARES CORE US REIT ETF | ISHARES | 464288521 | 152,767 | 27,800 | SH | DFND | 27,800 | 0 | 0 | ||
| ISHARES US TREASURY BOND ETF | ISHARES | 46429B267 | 2,218,915 | 802,600 | SH | DFND | 802,600 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 5,642 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | COM | 477143101 | 1,126 | 58,200 | SH | DFND | 58,200 | 0 | 0 | ||
| LAMB WESTON HOLDINGS INC | COM | 513272104 | 1,125 | 16,900 | SH | DFND | 16,900 | 0 | 0 | ||
| LANCASTER COLONY CORP | COM | 513847103 | 1,492 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
| MSCI INC | COM | 55354G100 | 1,419 | 8,000 | SH | DFND | 8,000 | 0 | 0 | ||
| MEDIFAST INC | COM | 58470H101 | 1,329 | 6,000 | SH | DFND | 6,000 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 6,141 | 53,700 | SH | DFND | 53,700 | 0 | 0 | ||
| MONDELEZ INTERNATIONAL INC-A | COM | 609207105 | 949 | 22,100 | SH | DFND | 22,100 | 0 | 0 | ||
| MONOLITHIC POWER SYSTEMS INC | COM | 609839105 | 1,067 | 8,500 | SH | DFND | 8,500 | 0 | 0 | ||
| NAVIGATORS GROUP INC | COM | 638904102 | 1,865 | 27,000 | SH | DFND | 27,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | COM | 65339F101 | 3,569 | 21,300 | SH | DFND | 21,300 | 0 | 0 | ||
| OLLIE'S BARGAIN OUTLET HOLDI | COM | 681116109 | 1,537 | 16,000 | SH | DFND | 16,000 | 0 | 0 | ||
| PDC ENERGY INC | COM | 69327R101 | 1,028 | 21,000 | SH | DFND | 21,000 | 0 | 0 | ||
| PGT INNOVATIONS INC | COM | 69336V101 | 2,030 | 94,000 | SH | DFND | 94,000 | 0 | 0 | ||
| PS BUSINESS PARKS INC/CA | COM | 69360J107 | 1,092 | 8,600 | SH | DFND | 8,600 | 0 | 0 | ||
| RED HAT INC | COM | 756577102 | 4,088 | 30,000 | SH | DFND | 30,000 | 0 | 0 | ||
| REPUBLIC SERVICES INC | COM | 760759100 | 3,524 | 48,500 | SH | DFND | 48,500 | 0 | 0 | ||
| S&P GLOBAL INC | COM | 78409V104 | 4,298 | 22,000 | SH | DFND | 22,000 | 0 | 0 | ||
| SERVICE CORP INTERNATIONAL | COM | 817565104 | 1,361 | 30,800 | SH | DFND | 30,800 | 0 | 0 | ||
| STEWART INFORMATION SERVICES | COM | 860372101 | 1,161 | 25,795 | SH | DFND | 25,795 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 881 | 17,500 | SH | DFND | 17,500 | 0 | 0 | ||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 4,203 | 15,800 | SH | DFND | 15,800 | 0 | 0 | ||
| VALERO ENERGY CORP | COM | 91913Y100 | 2,275 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
| XYLEM INC | COM | 98419M100 | 3,674 | 46,000 | SH | DFND | 46,000 | 0 | 0 | ||