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
3M CO COM 88579Y101 482 3,400 SH   SOLE   3,400 0 0
ABBOTT LABS COM 002824100 449 10,800 SH   SOLE   10,800 0 0
ABBVIE INC COM 00287Y109 479 8,300 SH   SOLE   8,300 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 293 3,600 SH   SOLE   3,600 0 0
ACE LTD SHS H0023R105 325 3,100 SH   SOLE   3,100 0 0
ADOBE SYS INC COM 00724F101 266 3,840 SH   SOLE   3,840 0 0
AES CORP COM 00130H105 176 12,400 SH   SOLE   12,400 0 0
AETNA INC NEW COM 00817Y108 154 1,900 SH   SOLE   1,900 0 0
AFLAC INC COM 001055102 111 1,900 SH   SOLE   1,900 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 382 6,700 SH   SOLE   6,700 0 0
AGRIUM INC COM 008916108 1,940 21,800 SH   DFND 1 21,800 0 0
AIR PRODS & CHEMS INC COM 009158106 299 2,300 SH   SOLE   2,300 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 144 2,400 SH   SOLE   2,400 0 0
ALCOA INC COM 013817101 267 16,580 SH   SOLE   16,580 0 0
ALLERGAN INC COM 018490102 410 2,300 SH   SOLE   2,300 0 0
ALLSTATE CORP COM 020002101 258 4,200 SH   SOLE   4,200 0 0
ALTRIA GROUP INC COM 02209S103 9,565 208,200 SH   SOLE   208,200 0 0
AMAZON COM INC COM 023135106 1,091 3,385 SH   SOLE   3,385 0 0
AMERICAN ELEC PWR INC COM 025537101 8,307 159,100 SH   SOLE   159,100 0 0
AMERICAN EXPRESS CO COM 025816109 613 7,000 SH   SOLE   7,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 319 5,900 SH   SOLE   5,900 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2,653 55,000 SH   DFND 1 55,000 0 0
AMERIPRISE FINL INC COM 03076C106 387 3,140 SH   SOLE   3,140 0 0
AMGEN INC COM 031162100 618 4,400 SH   SOLE   4,400 0 0
ANADARKO PETE CORP COM 032511107 333 3,280 SH   SOLE   3,280 0 0
ANALOG DEVICES INC COM 032654105 228 4,600 SH   SOLE   4,600 0 0
APACHE CORP COM 037411105 207 2,200 SH   SOLE   2,200 0 0
APPLE INC COM 037833100 3,121 30,980 SH   SOLE   30,980 0 0
APPLIED MATLS INC COM 038222105 205 9,500 SH   SOLE   9,500 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 491 9,600 SH   SOLE   9,600 0 0
AT&T INC COM 00206R102 9,372 265,960 SH   SOLE   265,960 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 258 3,100 SH   SOLE   3,100 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 2,958 34,000 SH   SOLE   34,000 0 0
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 549 40,000 SH   DFND 1 40,000 0 0
AVON PRODS INC COM 054303102 44 3,500 SH   SOLE   3,500 0 0
BAKER HUGHES INC COM 057224107 206 3,161 SH   SOLE   3,161 0 0
BANK AMER CORP COM 060505104 1,870 109,700 SH   SOLE   109,700 0 0
BANK NEW YORK MELLON CORP COM 064058100 282 7,270 SH   SOLE   7,270 0 0
BAXTER INTL INC COM 071813109 237 3,300 SH   SOLE   3,300 0 0
BB&T CORP COM 054937107 253 6,800 SH   SOLE   6,800 0 0
BED BATH & BEYOND INC COM 075896100 118 1,800 SH   SOLE   1,800 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 276 2,000 SH   SOLE   2,000 0 0
BEST BUY INC COM 086516101 99 2,950 SH   SOLE   2,950 0 0
BIOGEN IDEC INC COM 09062X103 430 1,300 SH   SOLE   1,300 0 0
BLACKROCK INC COM 09247X101 3,316 10,100 SH   DFND 1 10,100 0 0
BOEING CO COM 097023105 420 3,300 SH   SOLE   3,300 0 0
BOSTON SCIENTIFIC CORP COM 101137107 207 17,544 SH   SOLE   17,544 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 5,302 103,590 SH   SOLE   103,590 0 0
BROADCOM CORP CL A 111320107 162 4,000 SH   SOLE   4,000 0 0
CA INC COM 12673P105 149 5,318 SH   SOLE   5,318 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 100 5,800 SH   SOLE   5,800 0 0
CAMPBELL SOUP CO COM 134429109 81 1,900 SH   SOLE   1,900 0 0
CAPITAL ONE FINL CORP COM 14040H105 155 1,900 SH   SOLE   1,900 0 0
CARDINAL HEALTH INC COM 14149Y108 142 1,890 SH   SOLE   1,890 0 0
CAREFUSION CORP COM 14170T101 221 4,895 SH   SOLE   4,895 0 0
CARNIVAL CORP PAIRED CTF 143658300 145 3,600 SH   SOLE   3,600 0 0
CATERPILLAR INC DEL COM 149123101 267 2,700 SH   SOLE   2,700 0 0
CBS CORP NEW CL B 124857202 337 6,302 SH   SOLE   6,302 0 0
CBS CORP NEW CL B 124857202 2,996 56,000 SH   DFND 1 56,000 0 0
CELGENE CORP COM 151020104 445 4,700 SH   SOLE   4,700 0 0
CENTENE CORP DEL COM 15135B101 993 12,000 SH   DFND 1 12,000 0 0
CENTURYLINK INC COM 156700106 171 4,192 SH   SOLE   4,192 0 0
CHESAPEAKE ENERGY CORP COM 165167107 115 5,000 SH   SOLE   5,000 0 0
CHEVRON CORP NEW COM 166764100 995 8,336 SH   SOLE   8,336 0 0
CHUBB CORP COM 171232101 228 2,500 SH   SOLE   2,500 0 0
CHURCH & DWIGHT INC COM 171340102 2,456 35,000 SH   DFND 1 35,000 0 0
CIGNA CORPORATION COM 125509109 227 2,500 SH   SOLE   2,500 0 0
CISCO SYS INC COM 17275R102 570 22,640 SH   SOLE   22,640 0 0
CITIGROUP INC COM NEW 172967424 678 13,080 SH   SOLE   13,080 0 0
CITIGROUP INC COM NEW 172967424 2,104 40,600 SH   DFND 1 40,600 0 0
CME GROUP INC COM 12572Q105 172 2,150 SH   SOLE   2,150 0 0
COACH INC COM 189754104 68 1,900 SH   SOLE   1,900 0 0
COCA COLA CO COM 191216100 896 21,000 SH   SOLE   21,000 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,133 25,300 SH   SOLE   25,300 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,089 69,000 SH   DFND 1 69,000 0 0
COLGATE PALMOLIVE CO COM 194162103 391 6,000 SH   SOLE   6,000 0 0
COMCAST CORP NEW CL A 20030N101 604 11,240 SH   SOLE   11,240 0 0
COMCAST CORP NEW CL A SPL 20030N200 64 1,200 SH   SOLE   1,200 0 0
CONAGRA FOODS INC COM 205887102 101 3,060 SH   SOLE   3,060 0 0
CONOCOPHILLIPS COM 20825C104 8,930 116,700 SH   SOLE   116,700 0 0
CONOCOPHILLIPS COM 20825C104 3,520 46,000 SH   DFND 1 46,000 0 0
CONSOL ENERGY INC COM 20854P109 64 1,700 SH   SOLE   1,700 0 0
CONSTELLIUM NV CL A N22035104 79 3,200 SH   SOLE   3,200 0 0
CORNING INC COM 219350105 304 15,700 SH   SOLE   15,700 0 0
COSTCO WHSL CORP NEW COM 22160K105 263 2,100 SH   SOLE   2,100 0 0
COVIDIEN PLC SHS G2554F113 489 5,650 SH   SOLE   5,650 0 0
CSX CORP COM 126408103 193 6,020 SH   SOLE   6,020 0 0
CVS HEALTH CORP COM 126650100 619 7,782 SH   SOLE   7,782 0 0
D R HORTON INC COM 23331A109 84 4,100 SH   SOLE   4,100 0 0
DANAHER CORP DEL COM 235851102 274 3,600 SH   SOLE   3,600 0 0
DEERE & CO COM 244199105 139 1,700 SH   SOLE   1,700 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 957 50,000 SH   DFND 1 50,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 170 2,500 SH   SOLE   2,500 0 0
DIRECTV COM 25490A309 358 4,141 SH   SOLE   4,141 0 0
DISCOVER FINL SVCS COM 254709108 476 7,400 SH   SOLE   7,400 0 0
DISCOVER FINL SVCS COM 254709108 3,413 53,000 SH   DFND 1 53,000 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 82 2,160 SH   SOLE   2,160 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 81 2,160 SH   SOLE   2,160 0 0
DISNEY WALT CO COM DISNEY 254687106 2,003 22,500 SH   SOLE   22,500 0 0
DOMINION RES INC VA NEW COM 25746U109 336 4,870 SH   SOLE   4,870 0 0
DOVER CORP COM 260003108 112 1,400 SH   SOLE   1,400 0 0
DOW CHEM CO COM 260543103 1,616 30,820 SH   SOLE   30,820 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 192 2,992 SH   SOLE   2,992 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 416 5,800 SH   SOLE   5,800 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 437 5,850 SH   SOLE   5,850 0 0
E M C CORP MASS COM 268648102 287 9,800 SH   SOLE   9,800 0 0
EBAY INC COM 278642103 362 6,400 SH   SOLE   6,400 0 0
ELECTRONIC ARTS INC COM 285512109 146 4,100 SH   SOLE   4,100 0 0
EMERSON ELEC CO COM 291011104 238 3,800 SH   SOLE   3,800 0 0
ENTERGY CORP NEW COM 29364G103 70 900 SH   SOLE   900 0 0
EOG RES INC COM 26875P101 396 4,000 SH   SOLE   4,000 0 0
EQUINIX INC COM NEW 29444U502 149 700 SH   SOLE   700 0 0
EXELON CORP COM 30161N101 61 1,800 SH   SOLE   1,800 0 0
EXPEDIA INC DEL COM NEW 30212P303 158 1,800 SH   SOLE   1,800 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 468 6,631 SH   SOLE   6,631 0 0
EXXON MOBIL CORP COM 30231G102 1,930 20,526 SH   SOLE   20,526 0 0
FACEBOOK INC CL A 30303M102 731 9,250 SH   SOLE   9,250 0 0
FEDEX CORP COM 31428X106 323 2,000 SH   SOLE   2,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 259 4,600 SH   SOLE   4,600 0 0
FIFTH THIRD BANCORP COM 316773100 260 13,000 SH   SOLE   13,000 0 0
FIRSTENERGY CORP COM 337932107 50 1,500 SH   SOLE   1,500 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 85 8,200 SH   SOLE   8,200 0 0
FLUOR CORP NEW COM 343412102 194 2,900 SH   SOLE   2,900 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 303 20,500 SH   SOLE   20,500 0 0
FRANKLIN RES INC COM 354613101 175 3,200 SH   SOLE   3,200 0 0
FREEPORT-MCMORAN INC CL B 35671D857 164 5,038 SH   SOLE   5,038 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 142 21,864 SH   SOLE   21,864 0 0
GAP INC DEL COM 364760108 150 3,600 SH   SOLE   3,600 0 0
GENERAL DYNAMICS CORP COM 369550108 178 1,400 SH   SOLE   1,400 0 0
GENERAL ELECTRIC CO COM 369604103 1,386 54,100 SH   SOLE   54,100 0 0
GENERAL MLS INC COM 370334104 237 4,700 SH   SOLE   4,700 0 0
GILEAD SCIENCES INC COM 375558103 766 7,200 SH   SOLE   7,200 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 404 2,200 SH   SOLE   2,200 0 0
GOOGLE INC CL A 38259P508 2,504 4,256 SH   SOLE   4,256 0 0
GOOGLE INC CL C 38259P706 956 1,656 SH   SOLE   1,656 0 0
GRAINGER W W INC COM 384802104 176 700 SH   SOLE   700 0 0
HALLIBURTON CO COM 406216101 574 8,900 SH   SOLE   8,900 0 0
HARLEY DAVIDSON INC COM 412822108 175 3,000 SH   SOLE   3,000 0 0
HCA HOLDINGS INC COM 40412C101 254 3,600 SH   SOLE   3,600 0 0
HESS CORP COM 42809H107 179 1,900 SH   SOLE   1,900 0 0
HEWLETT PACKARD CO COM 428236103 433 12,200 SH   SOLE   12,200 0 0
HOME DEPOT INC COM 437076102 807 8,800 SH   SOLE   8,800 0 0
HONEYWELL INTL INC COM 438516106 377 4,050 SH   SOLE   4,050 0 0
HOSPIRA INC COM 441060100 145 2,790 SH   SOLE   2,790 0 0
ILLINOIS TOOL WKS INC COM 452308109 253 3,000 SH   SOLE   3,000 0 0
INTEL CORP COM 458140100 728 20,920 SH   SOLE   20,920 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 890 4,690 SH   SOLE   4,690 0 0
INTL PAPER CO COM 460146103 134 2,800 SH   SOLE   2,800 0 0
INTUIT COM 461202103 202 2,300 SH   SOLE   2,300 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 112 243 SH   SOLE   243 0 0
INVESCO LTD SHS G491BT108 253 6,400 SH   SOLE   6,400 0 0
ISHARES MSCI AUST ETF 464286103 21,953 917,000 SH   SOLE   917,000 0 0
ISHARES MSCI TAIWAN ETF 464286731 11,888 778,500 SH   SOLE   778,500 0 0
ISHARES MSCI STH KOR ETF 464286772 9,077 150,000 SH   SOLE   150,000 0 0
ISHARES MSCI GERMANY ETF 464286806 9,418 340,000 SH   SOLE   340,000 0 0
ISHARES MSCI MALAYSI ETF 464286830 21,190 1,376,000 SH   SOLE   1,376,000 0 0
ISHARES INTL SEL DIV ETF 464288448 17,895 500,000 SH   SOLE   500,000 0 0
ISHARES U.S. PFD STK ETF 464288687 44,855 1,135,000 SH   SOLE   1,135,000 0 0
ISHARES TR MSCI PHILIPS ETF 46429B408 10,847 285,000 SH   SOLE   285,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 940 8,600 SH   SOLE   8,600 0 0
ISHARES TR U.S. REAL ES ETF 464287739 16,954 245,000 SH   SOLE   245,000 0 0
JOHNSON & JOHNSON COM 478160104 1,508 14,150 SH   SOLE   14,150 0 0
JOHNSON CTLS INC COM 478366107 308 7,000 SH   SOLE   7,000 0 0
JPMORGAN CHASE & CO COM 46625H100 4,089 67,871 SH   SOLE   67,871 0 0
JUNIPER NETWORKS INC COM 48203R104 120 5,400 SH   SOLE   5,400 0 0
KATE SPADE & CO COM 485865109 407 15,500 SH   SOLE   15,500 0 0
KEYCORP NEW COM 493267108 121 9,100 SH   SOLE   9,100 0 0
KIMBERLY CLARK CORP COM 494368103 5,895 54,800 SH   SOLE   54,800 0 0
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 2,332 25,000 SH   DFND 1 25,000 0 0
KLA-TENCOR CORP COM 482480100 221 2,800 SH   SOLE   2,800 0 0
KOHLS CORP COM 500255104 145 2,380 SH   SOLE   2,380 0 0
KRAFT FOODS GROUP INC COM 50076Q106 7,540 133,693 SH   SOLE   133,693 0 0
LAS VEGAS SANDS CORP COM 517834107 2,289 36,800 SH   SOLE   36,800 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 158 3,705 SH   SOLE   3,705 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 226 5,505 SH   SOLE   5,505 0 0
LILLY ELI & CO COM 532457108 353 5,440 SH   SOLE   5,440 0 0
LINEAR TECHNOLOGY CORP COM 535678106 93 2,100 SH   SOLE   2,100 0 0
LINKEDIN CORP COM CL A 53578A108 83 400 SH   SOLE   400 0 0
LOCKHEED MARTIN CORP COM 539830109 378 2,070 SH   SOLE   2,070 0 0
LOWES COS INC COM 548661107 339 6,400 SH   SOLE   6,400 0 0
MACYS INC COM 55616P104 116 2,000 SH   SOLE   2,000 0 0
MARATHON OIL CORP COM 565849106 173 4,600 SH   SOLE   4,600 0 0
MARATHON PETE CORP COM 56585A102 1,274 15,050 SH   SOLE   15,050 0 0
MARRIOTT INTL INC NEW CL A 571903202 266 3,800 SH   SOLE   3,800 0 0
MARSH & MCLENNAN COS INC COM 571748102 300 5,740 SH   SOLE   5,740 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 74 5,500 SH   SOLE   5,500 0 0
MASCO CORP COM 574599106 129 5,400 SH   SOLE   5,400 0 0
MASTERCARD INC CL A 57636Q104 384 5,200 SH   SOLE   5,200 0 0
MCDONALDS CORP COM 580135101 5,461 57,600 SH   SOLE   57,600 0 0
MCGRAW HILL FINL INC COM 580645109 211 2,500 SH   SOLE   2,500 0 0
MCKESSON CORP COM 58155Q103 206 1,060 SH   SOLE   1,060 0 0
MEDIVATION INC COM 58501N101 99 1,000 SH   SOLE   1,000 0 0
MEDTRONIC INC COM 585055106 316 5,100 SH   SOLE   5,100 0 0
MERCK & CO INC NEW COM 58933Y105 7,863 132,643 SH   SOLE   132,643 0 0
METLIFE INC COM 59156R108 325 6,050 SH   SOLE   6,050 0 0
MICROSOFT CORP COM 594918104 1,584 34,170 SH   SOLE   34,170 0 0
MICROSOFT CORP COM 594918104 1,344 29,000 SH   DFND 1 29,000 0 0
MONDELEZ INTL INC CL A 609207105 469 13,681 SH   SOLE   13,681 0 0
MONSANTO CO NEW COM 61166W101 326 2,900 SH   SOLE   2,900 0 0
MORGAN STANLEY COM NEW 617446448 311 9,000 SH   SOLE   9,000 0 0
MOSAIC CO NEW COM 61945C103 44 1,000 SH   SOLE   1,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 223 3,528 SH   SOLE   3,528 0 0
NABORS INDUSTRIES LTD SHS G6359F103 66 2,900 SH   SOLE   2,900 0 0
NATIONAL OILWELL VARCO INC COM 637071101 251 3,300 SH   SOLE   3,300 0 0
NAVIENT CORP COM 63938C108 76 4,300 SH   SOLE   4,300 0 0
NETAPP INC COM 64110D104 120 2,800 SH   SOLE   2,800 0 0
NETFLIX INC COM 64110L106 158 350 SH   SOLE   350 0 0
NEWELL RUBBERMAID INC COM 651229106 313 9,100 SH   SOLE   9,100 0 0
NEWMONT MINING CORP COM 651639106 154 6,700 SH   SOLE   6,700 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 105 2,600 SH   SOLE   2,600 0 0
NEXTERA ENERGY INC COM 65339F101 253 2,700 SH   SOLE   2,700 0 0
NIKE INC CL B 654106103 392 4,400 SH   SOLE   4,400 0 0
NOBLE CORP PLC SHS USD G65431101 47 2,100 SH   SOLE   2,100 0 0
NOBLE ENERGY INC COM 655044105 246 3,600 SH   SOLE   3,600 0 0
NORFOLK SOUTHERN CORP COM 655844108 246 2,200 SH   SOLE   2,200 0 0
NORTHERN TR CORP COM 665859104 122 1,800 SH   SOLE   1,800 0 0
NORTHROP GRUMMAN CORP COM 666807102 356 2,700 SH   SOLE   2,700 0 0
NUCOR CORP COM 670346105 168 3,100 SH   SOLE   3,100 0 0
NVIDIA CORP COM 67066G104 74 4,000 SH   SOLE   4,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 180 1,200 SH   SOLE   1,200 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 375 3,900 SH   SOLE   3,900 0 0
OMNICOM GROUP INC COM 681919106 282 4,100 SH   SOLE   4,100 0 0
ORACLE CORP COM 68389X105 605 15,800 SH   SOLE   15,800 0 0
PACCAR INC COM 693718108 245 4,300 SH   SOLE   4,300 0 0
PANDORA MEDIA INC COM 698354107 725 30,000 SH   DFND 1 30,000 0 0
PARAGON OFFSHORE PLC SHS G6S01W108 4 700 SH   SOLE   700 0 0
PAYCHEX INC COM 704326107 283 6,400 SH   SOLE   6,400 0 0
PEABODY ENERGY CORP COM 704549104 42 3,400 SH   SOLE   3,400 0 0
PENTAIR PLC SHS G7S00T104 133 2,031 SH   SOLE   2,031 0 0
PEPCO HOLDINGS INC COM 713291102 145 5,400 SH   SOLE   5,400 0 0
PEPSICO INC COM 713448108 596 6,400 SH   SOLE   6,400 0 0
PERRIGO CO PLC SHS G97822103 148 985 SH   SOLE   985 0 0
PFIZER INC COM 717081103 6,105 206,454 SH   SOLE   206,454 0 0
PG&E CORP COM 69331C108 144 3,200 SH   SOLE   3,200 0 0
PHILIP MORRIS INTL INC COM 718172109 7,231 86,700 SH   SOLE   86,700 0 0
PHILLIPS 66 COM 718546104 305 3,750 SH   SOLE   3,750 0 0
PNC FINL SVCS GROUP INC COM 693475105 179 2,090 SH   SOLE   2,090 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,976 20,000 SH   SOLE   20,000 0 0
PPL CORP COM 69351T106 7,356 224,000 SH   SOLE   224,000 0 0
PRAXAIR INC COM 74005P104 516 4,000 SH   SOLE   4,000 0 0
PRAXAIR INC COM 74005P104 1,290 10,000 SH   DFND 1 10,000 0 0
PRECISION CASTPARTS CORP COM 740189105 118 500 SH   SOLE   500 0 0
PRICE T ROWE GROUP INC COM 74144T108 259 3,300 SH   SOLE   3,300 0 0
PRICELINE GRP INC COM NEW 741503403 290 250 SH   SOLE   250 0 0
PROCTER & GAMBLE CO COM 742718109 1,160 13,848 SH   SOLE   13,848 0 0
PROGRESSIVE CORP OHIO COM 743315103 331 13,100 SH   SOLE   13,100 0 0
PRUDENTIAL FINL INC COM 744320102 176 2,000 SH   SOLE   2,000 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 63 1,700 SH   SOLE   1,700 0 0
QUALCOMM INC COM 747525103 715 9,560 SH   SOLE   9,560 0 0
RAYTHEON CO COM NEW 755111507 122 1,200 SH   SOLE   1,200 0 0
REGENERON PHARMACEUTICALS COM 75886F107 216 600 SH   SOLE   600 0 0
REYNOLDS AMERICAN INC COM 761713106 8,142 138,000 SH   SOLE   138,000 0 0
REYNOLDS AMERICAN INC COM 761713106 3,481 59,000 SH   DFND 1 59,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 143 1,300 SH   SOLE   1,300 0 0
SAFEWAY INC COM NEW 786514208 65 1,900 SH   SOLE   1,900 0 0
SCHLUMBERGER LTD COM 806857108 948 9,322 SH   SOLE   9,322 0 0
SCHLUMBERGER LTD COM 806857108 1,729 17,000 SH   DFND 1 17,000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 298 10,150 SH   SOLE   10,150 0 0
SEARS HLDGS CORP COM 812350106 22 860 SH   SOLE   860 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 16,836 400,000 SH   SOLE   400,000 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 99 3,800 SH   SOLE   3,800 0 0
SOLARCITY CORP COM 83416T100 155 2,600 SH   SOLE   2,600 0 0
SOUTHERN CO COM 842587107 175 4,000 SH   SOLE   4,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 140 4,000 SH   SOLE   4,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 3,198 91,500 SH   DFND 1 91,500 0 0
SPECTRA ENERGY CORP COM 847560109 206 5,250 SH   SOLE   5,250 0 0
ST JUDE MED INC COM 790849103 102 1,700 SH   SOLE   1,700 0 0
STANLEY BLACK & DECKER INC COM 854502101 169 1,900 SH   SOLE   1,900 0 0
STAPLES INC COM 855030102 105 8,650 SH   SOLE   8,650 0 0
STARBUCKS CORP COM 855244109 377 5,000 SH   SOLE   5,000 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 186 2,235 SH   SOLE   2,235 0 0
STATE STR CORP COM 857477103 272 3,700 SH   SOLE   3,700 0 0
SUNTRUST BKS INC COM 867914103 4,031 106,000 SH   DFND 1 106,000 0 0
SYMANTEC CORP COM 871503108 167 7,100 SH   SOLE   7,100 0 0
SYSCO CORP COM 871829107 182 4,800 SH   SOLE   4,800 0 0
TARGET CORP COM 87612E106 244 3,900 SH   SOLE   3,900 0 0
TE CONNECTIVITY LTD REG SHS H84989104 379 6,850 SH   SOLE   6,850 0 0
TESLA MTRS INC COM 88160R101 898 3,700 SH   SOLE   3,700 0 0
TEXAS INSTRS INC COM 882508104 294 6,160 SH   SOLE   6,160 0 0
THE ADT CORPORATION COM 00101J106 155 4,375 SH   SOLE   4,375 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 292 2,400 SH   SOLE   2,400 0 0
TIME WARNER CABLE INC COM 88732J207 208 1,452 SH   SOLE   1,452 0 0
TIME WARNER INC COM NEW 887317303 320 4,260 SH   SOLE   4,260 0 0
TJX COS INC NEW COM 872540109 260 4,400 SH   SOLE   4,400 0 0
TRAVELERS COMPANIES INC COM 89417E109 169 1,800 SH   SOLE   1,800 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 418 12,550 SH   SOLE   12,550 0 0
TWITTER INC COM 90184L102 1,393 27,000 SH   DFND 1 27,000 0 0
TYCO INTERNATIONAL LTD SHS H89128104 283 6,350 SH   SOLE   6,350 0 0
UNION PAC CORP COM 907818108 716 6,600 SH   SOLE   6,600 0 0
UNITED PARCEL SERVICE INC CL B 911312106 393 4,000 SH   SOLE   4,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 433 4,100 SH   SOLE   4,100 0 0
UNITED TECHNOLOGIES CORP COM 913017109 3,157 29,900 SH   DFND 1 29,900 0 0
UNITEDHEALTH GROUP INC COM 91324P102 380 4,400 SH   SOLE   4,400 0 0
US BANCORP DEL COM NEW 902973304 648 15,500 SH   SOLE   15,500 0 0
VALERO ENERGY CORP NEW COM 91913Y100 171 3,700 SH   SOLE   3,700 0 0
VANGUARD INDEX FDS REIT ETF 922908553 20,118 280,000 SH   SOLE   280,000 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 10,546 97,200 SH   DFND 1 97,200 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 4,735 40,300 SH   DFND 1 40,300 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 4,117 31,400 SH   DFND 1 31,400 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 11,561 249,000 SH   DFND 1 249,000 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 10,143 86,700 SH   DFND 1 86,700 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 8,418 83,000 SH   DFND 1 83,000 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 10,568 105,600 SH   DFND 1 105,600 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 3,889 35,300 SH   DFND 1 35,300 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 2,283 25,000 SH   DFND 1 25,000 0 0
VERISK ANALYTICS INC CL A 92345Y106 2,740 45,000 SH   DFND 1 45,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 7,660 153,230 SH   SOLE   153,230 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,627 72,550 SH   DFND 1 72,550 0 0
VIACOM INC NEW CL B 92553P201 200 2,602 SH   SOLE   2,602 0 0
VISA INC COM CL A 92826C839 2,247 10,530 SH   SOLE   10,530 0 0
VMWARE INC CL A COM 928563402 2,750 29,300 SH   SOLE   29,300 0 0
VMWARE INC CL A COM 928563402 3,566 38,000 SH   DFND 1 38,000 0 0
WALGREEN CO COM 931422109 290 4,900 SH   SOLE   4,900 0 0
WAL-MART STORES INC COM 931142103 356 4,660 SH   SOLE   4,660 0 0
WASTE MGMT INC DEL COM 94106L109 285 6,000 SH   SOLE   6,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 218 10,500 SH   SOLE   10,500 0 0
WELLPOINT INC COM 94973V107 467 3,900 SH   SOLE   3,900 0 0
WELLS FARGO & CO NEW COM 949746101 1,478 28,500 SH   SOLE   28,500 0 0
WESTERN UN CO COM 959802109 129 8,067 SH   SOLE   8,067 0 0
WHIRLPOOL CORP COM 963320106 146 1,000 SH   SOLE   1,000 0 0
WILLIAMS COS INC DEL COM 969457100 304 5,500 SH   SOLE   5,500 0 0
WISCONSIN ENERGY CORP COM 976657106 232 5,400 SH   SOLE   5,400 0 0
XEROX CORP COM 984121103 82 6,200 SH   SOLE   6,200 0 0
XILINX INC COM 983919101 144 3,400 SH   SOLE   3,400 0 0
XYLEM INC COM 98419M100 53 1,500 SH   SOLE   1,500 0 0
YAHOO INC COM 984332106 371 9,100 SH   SOLE   9,100 0 0
YUM BRANDS INC COM 988498101 245 3,400 SH   SOLE   3,400 0 0
ZIMMER HLDGS INC COM 98956P102 271 2,700 SH   SOLE   2,700 0 0
ZIMMER HLDGS INC COM 98956P102 4,022 40,000 SH   DFND 1 40,000 0 0