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 |
| AMERICAN WATER WORKS CO INC | COM | 030420103 | 5,197 | 44,800 | SH | DFND | 44,800 | 0 | 0 | ||
| TE CONNECTIVITY LTD | REG SHS | H84989104 | 1,226 | 12,800 | SH | DFND | 12,800 | 0 | 0 | ||
| FORTIVE CORP | COM | 34959J108 | 2,478 | 30,400 | SH | DFND | 30,400 | 0 | 0 | ||
| AMAZON.COM INC | COM | 023135106 | 3,390 | 1,790 | SH | DFND | 1,790 | 0 | 0 | ||
| GENERAL ELECTRIC CO | COM | 369604103 | 1,208 | 115,000 | SH | DFND | 115,000 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 1,880 | 9,500 | SH | DFND | 9,500 | 0 | 0 | ||
| AMERICAN EXPRESS CO | COM | 025816109 | 3,456 | 28,000 | SH | DFND | 28,000 | 0 | 0 | ||
| INGEVITY CORP | COM | 45688C107 | 2,061 | 19,600 | SH | DFND | 19,600 | 0 | 0 | ||
| EXLSERVICE HOLDINGS INC | COM | 302081104 | 1,455 | 22,000 | SH | DFND | 22,000 | 0 | 0 | ||
| CACI INTERNATIONAL INC -CL A | CL A | 127190304 | 1,637 | 8,000 | SH | DFND | 8,000 | 0 | 0 | ||
| EL POLLO LOCO HOLDINGS INC | COM | 268603107 | 533 | 50,000 | SH | DFND | 50,000 | 0 | 0 | ||
| MGP INGREDIENTS INC | COM | 55303J106 | 836 | 12,600 | SH | DFND | 12,600 | 0 | 0 | ||
| FACTSET RESEARCH SYSTEMS INC | COM | 303075105 | 630 | 2,200 | SH | DFND | 2,200 | 0 | 0 | ||
| ANI PHARMACEUTICALS INC | COM | 00182C103 | 1,069 | 13,000 | SH | DFND | 13,000 | 0 | 0 | ||
| ISHARES CORE US REIT ETF | ISHARES | 464288521 | 181,030 | 32,300 | SH | DFND | 32,300 | 0 | 0 | ||
| ISHARES MSCI EMERGING MARKET | ISHARES | 464287234 | 66,573 | 14,400 | SH | DFND | 14,400 | 0 | 0 | ||
| ISHARES EDGE MSCI MIN VOL EM | ISHARES | 464286533 | 69,123 | 10,900 | SH | DFND | 10,900 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 4,113 | 30,700 | SH | DFND | 30,700 | 0 | 0 | ||
| NUTRIEN LTD | COM | 67077M108 | 1,538 | 28,760 | SH | DFND | 28,760 | 0 | 0 | ||
| MONDELEZ INTERNATIONAL INC-A | COM | 609207105 | 2,113 | 39,200 | SH | DFND | 39,200 | 0 | 0 | ||
| PROCTER & GAMBLE CO/THE | COM | 742718109 | 3,838 | 35,000 | SH | DFND | 35,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 745 | 22,500 | SH | DFND | 22,500 | 0 | 0 | ||
| FEDERAL SIGNAL CORP | COM | 313855108 | 1,418 | 53,000 | SH | DFND | 53,000 | 0 | 0 | ||
| PS BUSINESS PARKS INC/CA | COM | 69360J107 | 2,292 | 13,600 | SH | DFND | 13,600 | 0 | 0 | ||
| AMEDISYS INC | COM | 023436108 | 996 | 8,200 | SH | DFND | 8,200 | 0 | 0 | ||
| J & J SNACK FOODS CORP | COM | 466032109 | 1,770 | 11,000 | SH | DFND | 11,000 | 0 | 0 | ||
| ISHARES JP MORGAN USD EMERGI | ISHARES | 464288281 | 385,705 | 31,600 | SH | DFND | 31,600 | 0 | 0 | ||
| ISHARES MSCI KOKUSAI ETF | ISHARES | 464288265 | 530,708 | 72,700 | SH | DFND | 72,700 | 0 | 0 | ||
| ISHARES CORE US REIT ETF | ISHARES | 464288521 | 72,300 | 12,900 | SH | DFND | 12,900 | 0 | 0 | ||
| ISHARES EDGE MSCI MIN VOL EM | ISHARES | 464286533 | 17,122 | 2,700 | SH | DFND | 2,700 | 0 | 0 | ||
| BURLINGTON STORES INC | COM | 122017106 | 3,063 | 18,000 | SH | DFND | 18,000 | 0 | 0 | ||
| WALT DISNEY CO/THE | COM DISNEY | 254687106 | 3,351 | 24,000 | SH | DFND | 24,000 | 0 | 0 | ||
| INTUITIVE SURGICAL INC | COM | 46120E602 | 2,885 | 5,500 | SH | DFND | 5,500 | 0 | 0 | ||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 1,659 | 6,800 | SH | DFND | 6,800 | 0 | 0 | ||
| ZSCALER INC | COM | 98980G102 | 1,839 | 24,000 | SH | DFND | 24,000 | 0 | 0 | ||
| OLLIE'S BARGAIN OUTLET HOLDI | COM | 681116109 | 1,307 | 15,000 | SH | DFND | 15,000 | 0 | 0 | ||
| SERVICE CORP INTERNATIONAL | COM | 817565104 | 1,067 | 22,800 | SH | DFND | 22,800 | 0 | 0 | ||
| EPLUS INC | COM | 294268107 | 896 | 13,000 | SH | DFND | 13,000 | 0 | 0 | ||
| WRIGHT MEDICAL GROUP NV | NOTE | 98236JAB4 | 2,982 | 100,000 | SH | DFND | 100,000 | 0 | 0 | ||
| ALEXION PHARMACEUTICALS INC | COM | 015351109 | 2,489 | 19,000 | SH | DFND | 19,000 | 0 | 0 | ||
| S&P GLOBAL INC | COM | 78409V104 | 2,733 | 12,000 | SH | DFND | 12,000 | 0 | 0 | ||
| NORWEGIAN CRUISE LINE HOLDIN | SHS | G66721104 | 2,714 | 50,600 | SH | DFND | 50,600 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 4,234 | 11,500 | SH | DFND | 11,500 | 0 | 0 | ||
| T-MOBILE US INC | COM | 872590104 | 3,262 | 44,000 | SH | DFND | 44,000 | 0 | 0 | ||
| STEWART INFORMATION SERVICES | COM | 860372101 | 1,773 | 43,795 | SH | DFND | 43,795 | 0 | 0 | ||
| ACADIA HEALTHCARE CO INC | COM | 00404A109 | 769 | 22,000 | SH | DFND | 22,000 | 0 | 0 | ||
| COSTCO WHOLESALE CORP | COM | 22160K105 | 2,378 | 9,000 | SH | DFND | 9,000 | 0 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 2,215 | 28,900 | SH | DFND | 28,900 | 0 | 0 | ||
| SCHLUMBERGER LTD | COM | 806857108 | 1,590 | 40,000 | SH | DFND | 40,000 | 0 | 0 | ||
| FACEBOOK INC-CLASS A | CL A | 30303M102 | 3,088 | 16,000 | SH | DFND | 16,000 | 0 | 0 | ||
| EOG RESOURCES INC | COM | 26875P101 | 932 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
| INTUIT INC | COM | 461202103 | 2,875 | 11,000 | SH | DFND | 11,000 | 0 | 0 | ||
| CHUBB LTD | COM | H1467J104 | 3,093 | 21,000 | SH | DFND | 21,000 | 0 | 0 | ||
| CISCO SYSTEMS INC | COM | 17275R102 | 2,408 | 44,000 | SH | DFND | 44,000 | 0 | 0 | ||
| MEDIFAST INC | COM | 58470H101 | 834 | 6,500 | SH | DFND | 6,500 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | COM | 477143101 | 706 | 38,200 | SH | DFND | 38,200 | 0 | 0 | ||
| LANCASTER COLONY CORP | COM | 513847103 | 773 | 5,200 | SH | DFND | 5,200 | 0 | 0 | ||
| PGT INNOVATIONS INC | COM | 69336V101 | 1,404 | 84,000 | SH | DFND | 84,000 | 0 | 0 | ||
| POOL CORP | COM | 73278L105 | 955 | 5,000 | SH | DFND | 5,000 | 0 | 0 | ||
| EVERTEC INC | COM | 30040P103 | 1,341 | 41,000 | SH | DFND | 41,000 | 0 | 0 | ||
| DOLLAR GENERAL CORP | COM | 256677105 | 3,987 | 29,500 | SH | DFND | 29,500 | 0 | 0 | ||
| AON PLC | SHS CL A | G0408V102 | 3,281 | 17,000 | SH | DFND | 17,000 | 0 | 0 | ||
| EASTGROUP PROPERTIES INC | COM | 277276101 | 1,264 | 10,900 | SH | DFND | 10,900 | 0 | 0 | ||
| BOYD GAMING CORP | COM | 103304101 | 1,158 | 43,000 | SH | DFND | 43,000 | 0 | 0 | ||
| ATMOS ENERGY CORP | COM | 049560105 | 475 | 4,500 | SH | DFND | 4,500 | 0 | 0 | ||
| SPROUTS FARMERS MARKET INC | COM | 85208M102 | 246 | 13,000 | SH | DFND | 13,000 | 0 | 0 | ||
| ISHARES JP MORGAN USD EMERGI | ISHARES | 464288281 | 158,676 | 13,000 | SH | DFND | 13,000 | 0 | 0 | ||
| ALPHABET INC-CL A | COM | 02079K305 | 2,707 | 2,500 | SH | DFND | 2,500 | 0 | 0 | ||
| EXELON CORP | COM | 30161N101 | 2,148 | 44,800 | SH | DFND | 44,800 | 0 | 0 | ||
| REPUBLIC SERVICES INC | COM | 760759100 | 3,639 | 42,000 | SH | DFND | 42,000 | 0 | 0 | ||
| SQUARE INC - A | CL A | 852234103 | 1,958 | 27,000 | SH | DFND | 27,000 | 0 | 0 | ||
| BROADRIDGE FINANCIAL SOLUTIO | COM | 11133T103 | 3,575 | 28,000 | SH | DFND | 28,000 | 0 | 0 | ||
| ISHARES US TREASURY BOND ETF | ISHARES | 46429B267 | 461,697 | 166,000 | SH | DFND | 166,000 | 0 | 0 | ||
| INTL FLAVORS & FRAGRANCES | COM | 459506101 | 3,845 | 26,500 | SH | DFND | 26,500 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 2,795 | 25,000 | SH | DFND | 25,000 | 0 | 0 | ||
| ALTRIA GROUP INC | COM | 02209S103 | 1,648 | 34,800 | SH | DFND | 34,800 | 0 | 0 | ||
| AMPHENOL CORP-CL A | COM | 032095101 | 2,293 | 23,900 | SH | DFND | 23,900 | 0 | 0 | ||
| XYLEM INC | COM | 98419M100 | 3,195 | 38,200 | SH | DFND | 38,200 | 0 | 0 | ||
| SALESFORCE.COM INC | COM | 79466L302 | 2,731 | 18,000 | SH | DFND | 18,000 | 0 | 0 | ||
| BARNES GROUP INC | COM | 067806109 | 563 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
| BOTTOMLINE TECHNOLOGIES (DE) | COM | 101388106 | 841 | 19,000 | SH | DFND | 19,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HOLDING | COM | 457985208 | 1,474 | 26,400 | SH | DFND | 26,400 | 0 | 0 | ||
| MONOLITHIC POWER SYSTEMS INC | COM | 609839105 | 842 | 6,200 | SH | DFND | 6,200 | 0 | 0 | ||
| WEBSTER FINANCIAL CORP | COM | 947890109 | 812 | 17,000 | SH | DFND | 17,000 | 0 | 0 | ||
| ISHARES US TREASURY BOND ETF | ISHARES | 46429B267 | 5,039,730 | 1,812,000 | SH | DFND | 1,812,000 | 0 | 0 | ||
| ISHARES MSCI KOKUSAI ETF | ISHARES | 464288265 | 1,355,606 | 185,700 | SH | DFND | 185,700 | 0 | 0 | ||
| ISHARES MSCI EMERGING MARKET | ISHARES | 464287234 | 17,568 | 3,800 | SH | DFND | 3,800 | 0 | 0 | ||