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 |
| CACI INTERNATIONAL INC -CL A | CL A | 127190304 | 1,152 | 8,000 | SH | DFND | 8,000 | 0 | 0 | ||
| EL POLLO LOCO HOLDINGS INC | COM | 268603107 | 1,214 | 80,000 | SH | DFND | 80,000 | 0 | 0 | ||
| J & J SNACK FOODS CORP | COM | 466032109 | 1,590 | 11,000 | SH | DFND | 11,000 | 0 | 0 | ||
| PROCTER & GAMBLE CO/THE | COM | 742718109 | 1,838 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
| SQUARE INC - A | CL A | 852234103 | 1,234 | 22,000 | SH | DFND | 22,000 | 0 | 0 | ||
| T-MOBILE US INC | COM | 872590104 | 2,799 | 44,000 | SH | DFND | 44,000 | 0 | 0 | ||
| UNITED CONTINENTAL HOLDINGS | COM | 910047109 | 2,311 | 27,600 | SH | DFND | 27,600 | 0 | 0 | ||
| ALEXION PHARMACEUTICALS INC | COM | 015351109 | 1,850 | 19,000 | SH | DFND | 19,000 | 0 | 0 | ||
| ALPHABET INC-CL A | COM | 02079K305 | 4,284 | 4,100 | SH | DFND | 4,100 | 0 | 0 | ||
| ALTRIA GROUP INC | COM | 02209S103 | 3,200 | 64,800 | SH | DFND | 64,800 | 0 | 0 | ||
| AMAZON.COM INC | COM | 023135106 | 1,787 | 1,190 | SH | DFND | 1,190 | 0 | 0 | ||
| AMERICAN WATER WORKS CO INC | COM | 030420103 | 1,979 | 21,800 | SH | DFND | 21,800 | 0 | 0 | ||
| AMPHENOL CORP-CL A | COM | 032095101 | 1,612 | 19,900 | SH | DFND | 19,900 | 0 | 0 | ||
| ATMOS ENERGY CORP | COM | 049560105 | 417 | 4,500 | SH | DFND | 4,500 | 0 | 0 | ||
| BANK OF AMERICA CORP | COM | 060505104 | 2,624 | 106,500 | SH | DFND | 106,500 | 0 | 0 | ||
| BARNES GROUP INC | COM | 067806109 | 1,072 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
| BROADRIDGE FINANCIAL SOLUTIO | COM | 11133T103 | 481 | 5,000 | SH | DFND | 5,000 | 0 | 0 | ||
| BURLINGTON STORES INC | COM | 122017106 | 3,741 | 23,000 | SH | DFND | 23,000 | 0 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 3,473 | 53,000 | SH | DFND | 53,000 | 0 | 0 | ||
| CAVCO INDUSTRIES INC | COM | 149568107 | 1,043 | 8,000 | SH | DFND | 8,000 | 0 | 0 | ||
| CISCO SYSTEMS INC | COM | 17275R102 | 4,073 | 94,000 | SH | DFND | 94,000 | 0 | 0 | ||
| WALT DISNEY CO/THE | COM DISNEY | 254687106 | 4,605 | 42,000 | SH | DFND | 42,000 | 0 | 0 | ||
| DOLLAR GENERAL CORP | COM | 256677105 | 4,161 | 38,500 | SH | DFND | 38,500 | 0 | 0 | ||
| EOG RESOURCES INC | COM | 26875P101 | 1,744 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
| EASTGROUP PROPERTIES INC | COM | 277276101 | 633 | 6,900 | SH | DFND | 6,900 | 0 | 0 | ||
| EPLUS INC | COM | 294268107 | 1,281 | 18,000 | SH | DFND | 18,000 | 0 | 0 | ||
| EVERTEC INC | COM | 30040P103 | 1,177 | 41,000 | SH | DFND | 41,000 | 0 | 0 | ||
| EXELON CORP | COM | 30161N101 | 2,697 | 59,800 | SH | DFND | 59,800 | 0 | 0 | ||
| EXLSERVICE HOLDINGS INC | COM | 302081104 | 1,158 | 22,000 | SH | DFND | 22,000 | 0 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 1,971 | 28,900 | SH | DFND | 28,900 | 0 | 0 | ||
| FEDERAL SIGNAL CORP | COM | 313855108 | 1,055 | 53,000 | SH | DFND | 53,000 | 0 | 0 | ||
| FORTIVE CORP | COM | 34959J108 | 2,057 | 30,400 | SH | DFND | 30,400 | 0 | 0 | ||
| GREEN DOT CORP-CLASS A | COM | 39304D102 | 1,511 | 19,000 | SH | DFND | 19,000 | 0 | 0 | ||
| INGEVITY CORP | COM | 45688C107 | 1,640 | 19,600 | SH | DFND | 19,600 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HOLDING | COM | 457985208 | 1,551 | 34,400 | SH | DFND | 34,400 | 0 | 0 | ||
| INTERFACE INC | COM | 458665304 | 442 | 31,000 | SH | DFND | 31,000 | 0 | 0 | ||
| INTL FLAVORS & FRAGRANCES | COM | 459506101 | 2,753 | 20,500 | SH | DFND | 20,500 | 0 | 0 | ||
| INTUITIVE SURGICAL INC | COM | 46120E602 | 192 | 400 | SH | DFND | 400 | 0 | 0 | ||
| ISHARES EDGE MSCI MIN VOL EM | ISHARES | 464286533 | 1,570 | 28,100 | SH | DFND | 6,200 | 0 | 0 | ||
| ISHARES MSCI EMERGING MARKET | ISHARES | 464287234 | 1,511 | 38,700 | SH | DFND | 9,300 | 0 | 0 | ||
| ISHARES MSCI KOKUSAI ETF | ISHARES | 464288265 | 11,114 | 191,300 | SH | DFND | 133,100 | 0 | 0 | ||
| ISHARES JP MORGAN USD EMERGI | ISHARES | 464288281 | 1,029 | 9,900 | SH | DFND | 6,400 | 0 | 0 | ||
| ISHARES CORE US REIT ETF | ISHARES | 464288521 | 2,727 | 60,800 | SH | DFND | 18,500 | 0 | 0 | ||
| ISHARES US TREASURY BOND ETF | ISHARES | 46429B267 | 33,356 | 1,353,200 | SH | DFND | 114,700 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 4,393 | 45,000 | SH | DFND | 45,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | COM | 477143101 | 951 | 59,200 | SH | DFND | 59,200 | 0 | 0 | ||
| LANCASTER COLONY CORP | COM | 513847103 | 743 | 4,200 | SH | DFND | 4,200 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 3,931 | 38,700 | SH | DFND | 38,700 | 0 | 0 | ||
| MONDELEZ INTERNATIONAL INC-A | COM | 609207105 | 1,769 | 44,200 | SH | DFND | 44,200 | 0 | 0 | ||
| MONOLITHIC POWER SYSTEMS INC | COM | 609839105 | 930 | 8,000 | SH | DFND | 8,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | COM | 65339F101 | 3,876 | 22,300 | SH | DFND | 22,300 | 0 | 0 | ||
| NUTRIEN LTD | COM | 67077M108 | 1,352 | 28,760 | SH | DFND | 28,760 | 0 | 0 | ||
| OLLIE'S BARGAIN OUTLET HOLDI | COM | 681116109 | 931 | 14,000 | SH | DFND | 14,000 | 0 | 0 | ||
| PBF ENERGY INC-CLASS A | CL A | 69318G106 | 359 | 11,000 | SH | DFND | 11,000 | 0 | 0 | ||
| PGT INNOVATIONS INC | COM | 69336V101 | 1,331 | 84,000 | SH | DFND | 84,000 | 0 | 0 | ||
| PS BUSINESS PARKS INC/CA | COM | 69360J107 | 1,782 | 13,600 | SH | DFND | 13,600 | 0 | 0 | ||
| POOL CORP | COM | 73278L105 | 1,189 | 8,000 | SH | DFND | 8,000 | 0 | 0 | ||
| S&P GLOBAL INC | COM | 78409V104 | 3,229 | 19,000 | SH | DFND | 19,000 | 0 | 0 | ||
| HEALTH CARE SELECT SECTOR | SBI HEALTHCARE | 81369Y209 | 8,564 | 99,000 | SH | DFND | 99,000 | 0 | 0 | ||
| CONSUMER STAPLES SPDR | SBI CONS STPLS | 81369Y308 | 3,809 | 75,000 | SH | DFND | 75,000 | 0 | 0 | ||
| CONSUMER DISCRETIONARY SELT | SBI CONS DISCR | 81369Y407 | 2,475 | 25,000 | SH | DFND | 25,000 | 0 | 0 | ||
| FINANCIAL SELECT SECTOR SPDR | SBI INT-FINL | 81369Y605 | 4,288 | 180,000 | SH | DFND | 180,000 | 0 | 0 | ||
| INDUSTRIAL SELECT SECT SPDR | SBI INT-INDS | 81369Y704 | 1,288 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
| TECHNOLOGY SELECT SECT SPDR | TECHNOLOGY | 81369Y803 | 9,297 | 150,000 | SH | DFND | 150,000 | 0 | 0 | ||
| SERVICE CORP INTERNATIONAL | COM | 817565104 | 314 | 7,800 | SH | DFND | 7,800 | 0 | 0 | ||
| SPROUTS FARMERS MARKET INC | COM | 85208M102 | 306 | 13,000 | SH | DFND | 13,000 | 0 | 0 | ||
| STEWART INFORMATION SERVICES | COM | 860372101 | 1,813 | 43,795 | SH | DFND | 43,795 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 914 | 27,500 | SH | DFND | 27,500 | 0 | 0 | ||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 4,933 | 19,800 | SH | DFND | 19,800 | 0 | 0 | ||
| VALERO ENERGY CORP | COM | 91913Y100 | 1,125 | 15,000 | SH | DFND | 15,000 | 0 | 0 | ||
| XYLEM INC | COM | 98419M100 | 3,416 | 51,200 | SH | DFND | 51,200 | 0 | 0 | ||
| LIVANOVA PLC | SHS | G5509L101 | 1,555 | 17,000 | SH | DFND | 17,000 | 0 | 0 | ||
| NORWEGIAN CRUISE LINE HOLDIN | SHS | G66721104 | 1,509 | 35,600 | SH | DFND | 35,600 | 0 | 0 | ||
| TE CONNECTIVITY LTD | REG SHS | H84989104 | 590 | 7,800 | SH | DFND | 7,800 | 0 | 0 | ||