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
ADC TELECOMMUNICATIONS INC COMMON STOCK 000886309 711 95,900 SH   DFND   0 95,900 0
AFLAC INC COMMON STOCK 001055102 427 10,000 SH   DFND   0 10,000 0
AGCO CORP COMMON STOCK 001084102 1,246 46,200 SH   DFND   0 46,200 0
AGL RESOURCES INC COMMON STOCK 001204106 878 24,500 SH   DFND   0 24,500 0
AMB PROPERTY CORP COMMON STOCK 00163T109 59 2,500 SH   DFND   0 2,500 0
AT&T INC COMMON STOCK 00206R102 2,869 118,600 SH   DFND   0 118,600 0
ABBOTT LABORATORIES COMMON STOCK 002824100 3,611 77,200 SH   DFND   0 77,200 0
ACADIA REALTY TRUST COMMON STOCK 004239109 734 43,627 SH   DFND   0 43,627 0
ACI WORLDWIDE INC COMMON STOCK 004498101 1,186 60,900 SH   DFND   0 60,900 0
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 2,665 254,074 SH   DFND   0 254,074 0
ADOBE SYSTEMS INC COMMON STOCK 00724F101 386 14,600 SH   DFND   0 14,600 0
ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 819 16,330 SH   DFND   0 16,330 0
AEROPOSTALE INC COMMON STOCK 007865108 1,818 63,485 SH   DFND   0 63,485 0
AGRIUM INC COMMON STOCK-FO 008916108 784 16,020 SH   DFND   0 16,020 0
AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 6,146 151,500 SH   DFND   0 151,500 0
ALBANY MOLECULAR RESH COMMON STOCK 012423109 879 170,000 SH   DFND   0 170,000 0
ALBERMARLE CORP COMMON STOCK 012653101 953 24,000 SH   DFND   0 24,000 0
ALEXANDRIA REAL ESTATE EQUITIES COMMON STOCK 015271109 1,278 20,170 SH   DFND   0 20,170 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 356 8,064 SH   DFND   0 8,064 0
ALLIANCE RESOURCE PARTNERS COMMON STOCK 01877R108 2,518 56,000 SH   DFND   0 56,000 0
ALLIANT ENERGY CORP COMMON STOCK 018802108 289 9,100 SH   DFND   0 9,100 0
ALLIANT TECHSYSTEM INC COMMON STOCK 018804104 2,171 34,975 SH   DFND   0 34,975 0
ALLSTATE CORP COMMON STOCK 020002101 187 6,500 SH   DFND   0 6,500 0
ALPHA NATURAL RESOURCES INC COMMON STOCK 02076X102 528 15,600 SH   DFND   0 15,600 0
ALUMINUM CORP OF CHINA-ADR COMMON STOCK-FO 022276109 734 39,360 SH   DFND   0 39,360 0
AMERICA MOVIL SAB DE CV COMMON STOCK-FO 02364W105 4,544 95,660 SH   DFND   0 95,660 0
AMERICAN CAMPUS COMMUNITIES COMMON STOCK 024835100 153 5,600 SH   DFND   0 5,600 0
AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 1,762 64,500 SH   DFND   0 64,500 0
AMERICAN OIL & GAS INC COMMON STOCK 028723104 440 70,000 SH   DFND   0 70,000 0
AMERICAN SUPERCONDUCTOR CORP COMMON STOCK 030111108 827 31,000 SH   DFND   0 31,000 0
AMERICAN WOODMARK CORP COMMON STOCK 030506109 342 20,000 SH   DFND   0 20,000 0
AMERICREDIT CORP COMMON STOCK 03060R101 789 43,300 SH   DFND   0 43,300 0
AMERISOURCE BERGEN CORP COMMON STOCK 03073E105 3,216 101,300 SH   DFND   0 101,300 0
AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 264 7,300 SH   DFND   0 7,300 0
ANIXTER INTERNATIONAL INC. COMMON STOCK 035290105 3,664 86,000 SH   DFND   0 86,000 0
APACHE CORP COMMON STOCK 037411105 648 7,700 SH   DFND   0 7,700 0
APPLE INC COMMON STOCK 037833100 6,874 27,330 SH   DFND   0 27,330 0
APTARGROUP INC COMMON STOCK 038336103 772 20,400 SH   DFND   0 20,400 0
ARCH COAL INC COMMON STOCK 039380100 899 45,400 SH   DFND   0 45,400 0
ARCELORMITTAL COMMON STOCK-FO 03938L104 535 20,010 SH   DFND   0 20,010 0
ARRIS GROUP INC COMMON STOCK 04269Q100 552 54,200 SH   DFND   0 54,200 0
ASHLAND INC COMMON STOCK 044209104 283 6,100 SH   DFND   0 6,100 0
ASSOCIATED ESTATES REALTY CP COMMON STOCK 045604105 19 1,500 SH   DFND   0 1,500 0
ASTRAZENECA PLC COMMON STOCK-FO 046353108 5,246 111,300 SH   DFND   0 111,300 0
ATMOS ENERGY CORP COMMON STOCK 049560105 473 17,500 SH   DFND   0 17,500 0
ATWOOD OCEANICS INC COMMON STOCK 050095108 612 24,000 SH   DFND   0 24,000 0
AUTOZONE INC COMMON STOCK 053332102 280 1,450 SH   DFND   0 1,450 0
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 866 9,271 SH   DFND   0 9,271 0
AVIAT NETWORKS INC COMMON STOCK 05366Y102 220 60,639 SH   DFND   0 60,639 0
AVON PRODUCTS INC COMMON STOCK 054303102 201 7,600 SH   DFND   0 7,600 0
BB&T CORP COMMON STOCK 054937107 1,373 52,204 SH   DFND   0 52,204 0
BCE INC COMMON STOCK-FO 05534B760 4,625 158,000 SH   DFND   0 158,000 0
BMC SOFTWARE INC COMMON STOCK 055921100 1,132 32,700 SH   DFND   0 32,700 0
BAIDU INC COMMON STOCK-FO 056752108 6,133 90,090 SH   DFND   0 90,090 0
BAKER HUGHES INC COMMON STOCK 057224107 1,686 40,569 SH   DFND   0 40,569 0
BALL CORP COMMON STOCK 058498106 1,215 23,000 SH   DFND   0 23,000 0
BALLY TECHNOLOGIES COMMON STOCK 05874B107 496 15,300 SH   DFND   0 15,300 0
BANCO BILBAO VIZCAYA COMMON STOCK-FO 05946K101 5,565 540,774 SH   DFND   0 540,774 0
BANCO SANTANDER BRASIL COMMON STOCK-FO 05967A107 207 20,000 SH   DFND   0 20,000 0
BANCORPSOUTH INC COMMON STOCK 059692103 427 23,900 SH   DFND   0 23,900 0
BANK OF MONTREAL COMMON STOCK-FO 063671101 2,779 51,200 SH   DFND   0 51,200 0
BANK OF NOVA SCOTIA COMMON STOCK-FO 064149107 2,480 53,900 SH   DFND   0 53,900 0
CR BARD INC COMMON STOCK 067383109 302 3,900 SH   DFND   0 3,900 0
BARCLAYS BANK PLC EXCHANGE TRADED 06739F291 397 6,200 PRN   DFND   0 6,200 0
BARCLAYS BANK PLC PREFERRED STOCK 06739F390 1,058 52,000 SH   DFND   0 52,000 0
IPATH DOW JONES UBS LIVESTOCK EXCHANGE TRADED 06739H743 1,187 41,000 PRN   DFND   0 41,000 0
BARRICK GOLD CORP COMMON STOCK-FO 067901108 459 10,100 SH   DFND   0 10,100 0
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 1,727 42,500 SH   DFND   0 42,500 0
B/E AEROSPACE INC COMMON STOCK 073302101 1,653 65,000 SH   DFND   0 65,000 0
BECKMAN COULTER INC COMMON STOCK 075811109 585 9,700 SH   DFND   0 9,700 0
BECTON DICKINSON COMMON STOCK 075887109 636 9,400 SH   DFND   0 9,400 0
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 397 25,030 SH   DFND   0 25,030 0
BEST BUY COMPANY INC COMMON STOCK 086516101 609 18,000 SH   DFND   0 18,000 0
BHP BILLITON LTD-SPON ADR COMMON STOCK-FO 088606108 1,675 27,020 SH   DFND   0 27,020 0
BIO-RAD LABS INC COMMON STOCK 090572207 1,354 15,650 SH   DFND   0 15,650 0
BIOGEN IDEC INC COMMON STOCK 09062X103 665 14,010 SH   DFND   0 14,010 0
BIOMED REALTY TRUST INC COMMON STOCK 09063H107 60 3,700 SH   DFND   0 3,700 0
BLACK BOX CORP COMMON STOCK 091826107 112 4,000 SH   DFND   0 4,000 0
BLOCK H & R INC COMMON STOCK 093671105 147 9,400 SH   DFND   0 9,400 0
BOB EVANS FARMS COMMON STOCK 096761101 706 28,660 SH   DFND   0 28,660 0
BORG-WARNER INC COMMON STOCK 099724106 1,367 36,600 SH   DFND   0 36,600 0
BOSTON PROPERTIES INC COMMON STOCK 101121101 1,741 24,400 SH   DFND   0 24,400 0
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 70 6,500 SH   DFND   0 6,500 0
BROADCOM CORP COMMON STOCK 111320107 900 27,300 SH   DFND   0 27,300 0
THE BUCKLE INC COMMON STOCK 118440106 500 15,430 SH   DFND   0 15,430 0
BUCYRUS INTERNATIONAL INC COMMON STOCK 118759109 1,571 33,100 SH   DFND   0 33,100 0
CBL & ASSOCIATES PROPERTIES COMMON STOCK 124830100 13 1,064 SH   DFND   0 1,064 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 786 12,389 SH   DFND   0 12,389 0
CNOOC LTD COMMON STOCK-FO 126132109 2,867 16,850 SH   DFND   0 16,850 0
CSX CORP COMMON STOCK 126408103 4,286 86,350 SH   DFND   0 86,350 0
CTS CORP COMMON STOCK 126501105 557 60,300 SH   DFND   0 60,300 0
CABELA'S INC-CL A COMMON STOCK 126804301 1,555 110,000 SH   DFND   0 110,000 0
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 1,471 36,000 SH   DFND   0 36,000 0
CAMECO CORP COMMON STOCK-FO 13321L108 1,049 49,300 SH   DFND   0 49,300 0
CANADIAN IMPERIAL BANK COMMON STOCK-FO 136069101 2,303 37,000 SH   DFND   0 37,000 0
CANADIAN NATL RAILWAY COMMON STOCK-FO 136375102 11 200 SH   DFND   0 200 0
CANADIAN NATURAL RESOURCES COMMON STOCK-FO 136385101 1,090 32,800 SH   DFND   0 32,800 0
CANON INC COMMON STOCK-FO 138006309 349 9,351 SH   DFND   0 9,351 0
CARBO CERAMICS INC COMMON STOCK 140781105 3,754 52,000 SH   DFND   0 52,000 0
CATERPILLAR INC COMMON STOCK 149123101 6,820 113,540 SH   DFND   0 113,540 0
CENOVUS ENERGY INC COMMON STOCK-FO 15135U109 2,962 114,870 SH   DFND   0 114,870 0
CENTRAL EXCHANGE TRADED 153501101 2,303 152,800 PRN   DFND   0 152,800 0
CENTURYLINK INC COMMON STOCK 156700106 2,601 78,087 SH   DFND   0 78,087 0
CEPHALON INC COMMON STOCK 156708109 886 15,616 SH   DFND   0 15,616 0
CEPHEID INC COMMON STOCK 15670R107 566 35,300 SH   DFND   0 35,300 0
CERNER CORP COMMON STOCK 156782104 4,440 58,500 SH   DFND   0 58,500 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 2,174 103,758 SH   DFND   0 103,758 0
CHEVRON CORPORATION COMMON STOCK 166764100 3,807 56,100 SH   DFND   0 56,100 0
CHINA LIFE INSURANCE CO-ADR COMMON STOCK-FO 16939P106 3,012 46,190 SH   DFND   0 46,190 0
CHINA MOBILE LTD COMMON STOCK-FO 16941M109 321 6,500 SH   DFND   0 6,500 0
CHINA PETROLEUM & CHEM ADR COMMON STOCK-FO 16941R108 2,863 35,560 SH   DFND   0 35,560 0
CHUBB CORP COMMON STOCK 171232101 3,003 60,050 SH   DFND   0 60,050 0
CHURCH & DWIGHT CO INC COMMON STOCK 171340102 2,266 36,130 SH   DFND   0 36,130 0
CIMAREX ENERGY CO COMMON STOCK 171798101 387 5,400 SH   DFND   0 5,400 0
CINCINNATI FINL CORP COMMON STOCK 172062101 1,133 43,800 SH   DFND   0 43,800 0
CISCO SYSTEMS COMMON STOCK 17275R102 1,172 55,000 SH   DFND   0 55,000 0
CITRIX SYSTEMS INC COMMON STOCK 177376100 1,035 24,500 SH   DFND   0 24,500 0
CITY NATL CORP COMMON STOCK 178566105 1,555 30,359 SH   DFND   0 30,359 0
CLOROX CO COMMON STOCK 189054109 416 6,700 SH   DFND   0 6,700 0
COACH INC COMMON STOCK 189754104 1,300 35,580 SH   DFND   0 35,580 0
COGDELL SPENCER INC COMMON STOCK 19238U107 47 7,000 SH   DFND   0 7,000 0
COGNEX CORP COMMON STOCK 192422103 316 18,000 SH   DFND   0 18,000 0
COGNIZANT TECH SOLUTIONS CRP COMMON STOCK 192446102 2,436 48,670 SH   DFND   0 48,670 0
COINSTAR INC COMMON STOCK 19259P300 365 8,500 SH   DFND   0 8,500 0
COLGATE PALMOLIVE COMMON STOCK 194162103 3,274 41,570 SH   DFND   0 41,570 0
COLUMBIA SPORTSWEAR COMPANY COMMON STOCK 198516106 630 13,500 SH   DFND   0 13,500 0
COMCAST CORP COMMON STOCK 20030N101 2,639 151,900 SH   DFND   0 151,900 0
COMMERCIAL METALS CO COMMON STOCK 201723103 40 3,000 SH   DFND   0 3,000 0
COMMSCOPE INC COMMON STOCK 203372107 3,468 145,900 SH   DFND   0 145,900 0
CEMIG SA COMMON STOCK-FO 204409601 242 16,500 SH   DFND   0 16,500 0
COMPANHIA BRASILERIA DE DISTR COMMON STOCK-FO 20440T201 2,127 30,600 SH   DFND   0 30,600 0
COMPANHIA DE BEBIDAS DAS AMERS COMMON STOCK-FO 20441W203 455 4,500 SH   DFND   0 4,500 0
COMSTOCK RESOURCES INC COMMON STOCK 205768203 701 25,300 SH   DFND   0 25,300 0
CONAGRA FOODS INC COMMON STOCK 205887102 2,624 112,500 SH   DFND   0 112,500 0
CONOCOPHILLIPS COMMON STOCK 20825C104 5,263 107,210 SH   DFND   0 107,210 0
CONSOLIDATED EDISON INC COMMON STOCK 209115104 220 5,100 SH   DFND   0 5,100 0
CONSTELLATION BRANDS INC COMMON STOCK 21036P108 753 48,220 SH   DFND   0 48,220 0
CONSTELLATION ENERGY GROUP INC COMMON STOCK 210371100 290 9,000 SH   DFND   0 9,000 0
CORELOGIC INC COMMON STOCK 21871D103 689 39,040 SH   DFND   0 39,040 0
CORPORATE OFFICE PROPERTIES COMMON STOCK 22002T108 177 4,700 SH   DFND   0 4,700 0
CONVENTRY HEALTH CARE INC COMMON STOCK 222862104 374 21,175 SH   DFND   0 21,175 0
CRANE CO COMMON STOCK 224399105 293 9,700 SH   DFND   0 9,700 0
CREE INC COMMON STOCK 225447101 1,025 17,080 SH   DFND   0 17,080 0
CROCS INC COMMON STOCK 227046109 1,741 164,600 SH   DFND   0 164,600 0
CTRIP.COM INTL-ADR COMMON STOCK-FO 22943F100 3,596 95,730 SH   DFND   0 95,730 0
CULLEN/FROST BANKERS INC COMMON STOCK 229899109 3,305 64,300 SH   DFND   0 64,300 0
CUMMINS INC COMMON STOCK 231021106 2,208 33,900 SH   DFND   0 33,900 0
CURTISS-WRIGHT CORP COMMON STOCK 231561101 560 19,300 SH   DFND   0 19,300 0
CYMER INC COMMON STOCK 232572107 270 9,000 SH   DFND   0 9,000 0
CYTEC INDUSTRIES INC COMMON STOCK 232820100 1,652 41,300 SH   DFND   0 41,300 0
DG FASTCHANNEL INC COMMON STOCK 23326R109 218 6,700 SH   DFND   0 6,700 0
DTE ENERGY CO COMMON STOCK 233331107 1,783 39,100 SH   DFND   0 39,100 0
DECKERS OUTDOOR CORP COMMON STOCK 243537107 143 1,000 SH   DFND   0 1,000 0
DEERE & CO COMMON STOCK 244199105 5,106 91,710 SH   DFND   0 91,710 0
DENBURY RESOURCES INC COMMON STOCK 247916208 2,208 150,800 SH   DFND   0 150,800 0
DENISON MINES CORP COMMON STOCK 248356107 42 35,000 SH   DFND   0 35,000 0
DESARROLLADORA HOMEX-ADR COMMON STOCK-FO 25030W100 883 35,000 SH   DFND   0 35,000 0
DEVELOPERS DIVERS REALTY CRP COMMON STOCK 251591103 11 1,100 SH   DFND   0 1,100 0
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 353 5,800 SH   DFND   0 5,800 0
DIAGEO PLC COMMON STOCK-FO 25243Q205 213 3,400 SH   DFND   0 3,400 0
DIAMOND FOODS INC COMMON STOCK 252603105 411 10,000 SH   DFND   0 10,000 0
DIGITAL REALTY COMMON STOCK 253868103 531 9,200 SH   DFND   0 9,200 0
DIODES INC COMMON STOCK 254543101 635 40,000 SH   DFND   0 40,000 0
WALT DISNEY CO COMMON STOCK 254687106 189 6,000 SH   DFND   0 6,000 0
DISCOVERY COMMUNICATIONS COMMON STOCK 25470F104 147 4,120 SH   DFND   0 4,120 0
DIRECTV COMMON STOCK 25490A101 1,323 39,005 SH   DFND   0 39,005 0
DOCTOR REDDY'S LAB COMMON STOCK-FO 256135203 401 13,000 SH   DFND   0 13,000 0
DOMINION RESOURCES INC COMMON STOCK 25746U109 229 5,900 SH   DFND   0 5,900 0
DONNELLEY (R.R.) & SONS CO COMMON STOCK 257867101 2,112 129,000 SH   DFND   0 129,000 0
DOUGLAS EMMETT INC COMMON STOCK 25960P109 256 18,000 SH   DFND   0 18,000 0
DOW CHEMICAL COMMON STOCK 260543103 391 16,500 SH   DFND   0 16,500 0
DR PEPPER SNAPPLE GROUP COMMON STOCK 26138E109 1,585 42,400 SH   DFND   0 42,400 0
DREAMWORKS ANIMATION SKG-A COMMON STOCK 26153C103 334 11,700 SH   DFND   0 11,700 0
DRIL-QUIP COMMON STOCK 262037104 462 10,500 SH   DFND   0 10,500 0
DU PONT E I DE NEMOURS & CO COMMON STOCK 263534109 657 19,000 SH   DFND   0 19,000 0
DUKE REALTY CORP COMMON STOCK 264411505 1,104 97,300 SH   DFND   0 97,300 0
DUKE ENERGY CORP COMMON STOCK 26441C105 1,456 91,000 SH   DFND   0 91,000 0
DUPONT FABROS TECHNOLOGY COMMON STOCK 26613Q106 138 5,600 SH   DFND   0 5,600 0
EMC CORP/MASS COMMON STOCK 268648102 441 24,100 SH   DFND   0 24,100 0
ENI SPA COMMON STOCK-FO 26874R108 2,705 74,000 SH   DFND   0 74,000 0
EOG RESOURCES INC COMMON STOCK 26875P101 2,830 28,768 SH   DFND   0 28,768 0
EAGLE MATERIALS INC COMMON STOCK 26969P108 1,346 51,900 SH   DFND   0 51,900 0
EASTGROUP PROPERTIES COMMON STOCK 277276101 918 25,800 SH   DFND   0 25,800 0
EASTMAN CHEMICAL CO COMMON STOCK 277432100 3,527 66,100 SH   DFND   0 66,100 0
EATON VANCE CORP COMMON STOCK 278265103 530 19,200 SH   DFND   0 19,200 0
EBAY INC COMMON STOCK 278642103 292 14,900 SH   DFND   0 14,900 0
ECOLAB INC COMMON STOCK 278865100 269 6,000 SH   DFND   0 6,000 0
EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 4,594 82,000 SH   DFND   0 82,000 0
EL PASO CORPORATION COMMON STOCK 28336L109 890 80,140 SH   DFND   0 80,140 0
EL PASO PIPELINE PARTNERS COMMON STOCK 283702108 1,481 40,400 SH   DFND   0 40,400 0
ELDORADO GOLD CORP COMMON STOCK 284902103 329 18,345 SH   DFND   0 18,345 0
ELECTRONIC ARTS INC COMMON STOCK 285512109 252 17,530 SH   DFND   0 17,530 0
EMCOR GROUP INC COMMON STOCK 29084Q100 600 25,900 SH   DFND   0 25,900 0
ENCANA CORP COMMON STOCK-FO 292505104 4,720 155,570 SH   DFND   0 155,570 0
ENBRIDGE INC COMMON STOCK-FO 29250N105 2,784 59,740 SH   DFND   0 59,740 0
ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 322 6,400 SH   DFND   0 6,400 0
ENNIS INC COMMON STOCK 293389102 45 3,000 SH   DFND   0 3,000 0
ENPRO INDUSTRIES INC-W/I COMMON STOCK 29355X107 3,716 132,000 SH   DFND   0 132,000 0
ENTERGY CORP COMMON STOCK 29364G103 172 2,400 SH   DFND   0 2,400 0
ENTERPRISE PRODUCTS PRTNS LP COMMON STOCK 293792107 1,039 29,370 SH   DFND   0 29,370 0
ENTERTAINMENT PROPERTIES TR COMMON STOCK 29380T105 343 9,000 SH   DFND   0 9,000 0
EQUITY LIFESTYLE PROPERTIES COMMON STOCK 29472R108 434 9,000 SH   DFND   0 9,000 0
EQUITY ONE INC COMMON STOCK 294752100 1,537 98,500 SH   DFND   0 98,500 0
EQUITY RESIDENTIAL PROPS COMMON STOCK 29476L107 1,274 30,600 SH   DFND   0 30,600 0
ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 497 5,100 SH   DFND   0 5,100 0
EXCEL TRUST INC COMMON STOCK 30068C109 36 3,000 SH   DFND   0 3,000 0
EXLSERVICE HOLDINGS INC COMMON STOCK 302081104 910 53,000 SH   DFND   0 53,000 0
EXPRESS SCRIPTS INC COMMON STOCK 302182100 1,411 30,000 SH   DFND   0 30,000 0
EXXON MOBIL CORP COMMON STOCK 30231G102 6,047 105,957 SH   DFND   0 105,957 0
FLIR SYSTEMS INC COMMON STOCK 302445101 933 32,062 SH   DFND   0 32,062 0
FMC CORP COMMON STOCK 302491303 2,515 43,800 SH   DFND   0 43,800 0
FACTSET RESEARCH SYSTEM COMMON STOCK 303075105 476 7,100 SH   DFND   0 7,100 0
FAMILY DOLLAR STORES COMMON STOCK 307000109 351 9,300 SH   DFND   0 9,300 0
FEDERAL REALTY INVS TR COMMON STOCK 313747206 864 12,300 SH   DFND   0 12,300 0
FEDERATED INVESTORS COMMON STOCK 314211103 1,740 84,000 SH   DFND   0 84,000 0
F5 NETWORKS INC COMMON STOCK 315616102 1,063 15,500 SH   DFND   0 15,500 0
FIDELITY NATIONAL INFORMATION COMMON STOCK 31620M106 994 37,071 SH   DFND   0 37,071 0
FIDELITY NATIONAL FINANCIAL COMMON STOCK 31620R105 454 34,944 SH   DFND   0 34,944 0
FIRST AMERICAN FINANCIAL COMMON STOCK 31847R102 495 39,040 SH   DFND   0 39,040 0
FISERV INC COMMON STOCK 337738108 1,557 34,100 SH   DFND   0 34,100 0
FIRSTMERIT CORP COMMON STOCK 337915102 334 19,482 SH   DFND   0 19,482 0
FIRST ENERGY CORP COMMON STOCK 337932107 112 3,185 SH   DFND   0 3,185 0
FLUOR CORP COMMON STOCK 343412102 523 12,300 SH   DFND   0 12,300 0
FLOWSERVE CORP COMMON STOCK 34354P105 4,918 58,000 SH   DFND   0 58,000 0
FOREST OIL CORP COMMON STOCK 346091705 741 27,100 SH   DFND   0 27,100 0
FORRESTER RESEARCH INC COMMON STOCK 346563109 1,368 45,210 SH   DFND   0 45,210 0
BEAM INC COMMON STOCK 349631101 1,391 35,500 SH   DFND   0 35,500 0
FOSSIL INC COMMON STOCK 349882100 435 12,550 SH   DFND   0 12,550 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 1,117 18,890 SH   DFND   0 18,890 0
FRONTIER OIL CORP COMMON STOCK 35914P105 344 25,600 SH   DFND   0 25,600 0
G & K SERVICES INC COMMON STOCK 361268105 70 3,400 SH   DFND   0 3,400 0
GAMESTOP CORP COMMON STOCK 36467W109 847 45,100 SH   DFND   0 45,100 0
GARDNER DENVER INC COMMON STOCK 365558105 540 12,100 SH   DFND   0 12,100 0
GENERAL CABLE CORP COMMON STOCK 369300108 863 32,400 SH   DFND   0 32,400 0
GENERAL COMMUNICATION INC COMMON STOCK 369385109 389 51,300 SH   DFND   0 51,300 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 2,542 43,400 SH   DFND   0 43,400 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 3,645 252,800 SH   DFND   0 252,800 0
GENERAL MILLS INC COMMON STOCK 370334104 5,714 160,880 SH   DFND   0 160,880 0
GENZYME CORP COMMON STOCK 372917104 320 6,300 SH   DFND   0 6,300 0
GILEAD SCIENCES INC COMMON STOCK 375558103 178 5,200 SH   DFND   0 5,200 0
GLAXO SMITHKLINE PLC COMMON STOCK-FO 37733W105 7,091 208,495 SH   DFND   0 208,495 0
GOLDCORP INC COMMON STOCK-FO 380956409 546 12,450 SH   DFND   0 12,450 0
GOOGLE INC COMMON STOCK 38259P508 1,762 3,960 SH   DFND   0 3,960 0
GRAINGER W W INC COMMON STOCK 384802104 3,990 40,120 SH   DFND   0 40,120 0
GREEN MOUNTAIN COFFEE ROASTE INC COMMON STOCK 393122106 617 24,000 SH   DFND   0 24,000 0
GUESS INC COMMON STOCK 401617105 730 23,370 SH   DFND   0 23,370 0
HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 271 10,940 SH   DFND   0 10,940 0
HCP INC COMMON STOCK 40414L109 4,354 135,000 SH   DFND   0 135,000 0
HSBC HLDGS PLC PREFERRED STOCK 404280604 397 18,500 SH   DFND   0 18,500 0
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HOST HOTELS & RESORTS COMMON STOCK 44107P104 972 72,095 SH   DFND   0 72,095 0
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ING GROEP NV COMMON STOCK-FO 456837103 2,133 287,882 SH   DFND   0 287,882 0
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IBM CORP COMMON STOCK 459200101 2,877 23,300 SH   DFND   0 23,300 0
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INTERSIL CORP COMMON STOCK 46069S109 163 13,500 SH   DFND   0 13,500 0
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JP MORGAN CHASE & CO COMMON STOCK 46625H100 2,649 72,360 SH   DFND   0 72,360 0
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KT CORP-SP COMMON STOCK-FO 48268K101 345 18,000 SH   DFND   0 18,000 0
KELLOGG CO COMMON STOCK 487836108 2,123 42,200 SH   DFND   0 42,200 0
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PHILIPS ELECTRONICS NV COMMON STOCK-FO 500472303 7,064 236,725 SH   DFND   0 236,725 0
L-3 COMMUNICATIONS HLDGS INC COMMON STOCK 502424104 3,121 44,059 SH   DFND   0 44,059 0
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LASALLE HOTEL PROPERTIES COMMON STOCK 517942108 269 13,100 SH   DFND   0 13,100 0
ESTEE LAUDER CO INC COMMON STOCK 518439104 1,393 25,000 SH   DFND   0 25,000 0
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LIFE TECHNOLOGIES CORP COMMON STOCK 53217V109 3,249 68,756 SH   DFND   0 68,756 0
ELI LILLY & CO COMMON STOCK 532457108 7,020 209,540 SH   DFND   0 209,540 0
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LINN ENERGEY LLC COMMON STOCK 536020100 1,184 44,600 SH   DFND   0 44,600 0
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LUBRIZOL CORP COMMON STOCK 549271104 1,997 24,860 SH   DFND   0 24,860 0
LUFKIN INDUSTRIES INC COMMON STOCK 549764108 3,345 85,800 SH   DFND   0 85,800 0
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MACERICH COMPANY COMMON STOCK 554382101 844 22,628 SH   DFND   0 22,628 0
MACK-CALI REALTY CORP COMMON STOCK 554489104 3,657 123,000 SH   DFND   0 123,000 0
MANITOWOC COMPANY INC COMMON STOCK 563571108 917 100,300 SH   DFND   0 100,300 0
MARATHON OIL CORP COMMON STOCK 565849106 3,215 103,400 SH   DFND   0 103,400 0
MARSHALL & ILSLEY CORP COMMON STOCK 571837103 17 2,300 SH   DFND   0 2,300 0
MCCORMICK & CO INC COMMON STOCK 579780206 1,695 44,650 SH   DFND   0 44,650 0
MCGRAW-HILL COMMON STOCK 580645109 1,632 58,000 SH   DFND   0 58,000 0
MCKESSON CORP COMMON STOCK 58155Q103 651 9,700 SH   DFND   0 9,700 0
MEADWESTVACO CORP COMMON STOCK 583334107 2,409 108,500 SH   DFND   0 108,500 0
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MERCK & CO INC COMMON STOCK 58933Y105 1,189 34,000 SH   DFND   0 34,000 0
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MICROSOFT CORP COMMON STOCK 594918104 3,026 131,500 SH   DFND   0 131,500 0
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MINDRAY MEDICAL INTL LTD COMMON STOCK-FO 602675100 1,448 46,100 SH   DFND   0 46,100 0
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MOHAWK INDUSTRIES INC COMMON STOCK 608190104 1,007 22,000 SH   DFND   0 22,000 0
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MULTI-FINELINE ELECTRONIX COMMON STOCK 62541B101 432 17,300 SH   DFND   0 17,300 0
MURPHY OIL CORP COMMON STOCK 626717102 1,577 31,830 SH   DFND   0 31,830 0
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NATIONAL HEALTH INVESTORS INC COMMON STOCK 63633D104 1,407 36,500 SH   DFND   0 36,500 0
NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 651 20,500 SH   DFND   0 20,500 0
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NEW YORK COMMUNITY BANCORP COMMON STOCK 649445103 826 54,100 SH   DFND   0 54,100 0
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OYO GEOSPACE CORP COMMON STOCK 671074102 2,957 61,000 SH   DFND   0 61,000 0
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ON SEMICONDUCTOR CORP COMMON STOCK 682189105 808 126,620 SH   DFND   0 126,620 0
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PS BUSINESS PARKS INC COMMON STOCK 69360J107 1,789 32,080 SH   DFND   0 32,080 0
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PEABODY ENERGY CORP COMMON STOCK 704549104 3,810 97,370 SH   DFND   0 97,370 0
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J.C. PENNEY COMPANY INC COMMON STOCK 708160106 526 24,500 SH   DFND   0 24,500 0
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PETROCHINA CO LTD COMMON STOCK-FO 71646E100 296 2,700 SH   DFND   0 2,700 0
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PLUM CREEK TIMBER CO INC COMMON STOCK 729251108 1,392 40,300 SH   DFND   0 40,300 0
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POTASH CORP OF SASKATCHEWAN COMMON STOCK-FO 73755L107 4,734 54,890 SH   DFND   0 54,890 0
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QUESTAR CORP COMMON STOCK 748356102 4,100 90,128 SH   DFND   0 90,128 0
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RPM INTERNATIONAL INC COMMON STOCK 749685103 421 23,600 SH   DFND   0 23,600 0
RTI INTERNATIONAL METALS INC COMMON STOCK 74973W107 1,061 44,000 SH   DFND   0 44,000 0
RALCORP HOLDINGS INC COMMON STOCK 751028101 1,283 23,411 SH   DFND   0 23,411 0
RAMCO-GERSHENSON PPTYS COMMON STOCK 751452202 626 62,000 SH   DFND   0 62,000 0
RANDGOLD RESOURCES LTD-ADR COMMON STOCK-FO 752344309 886 9,350 SH   DFND   0 9,350 0
RANGE RESOURCES CORP COMMON STOCK 75281A109 695 17,300 SH   DFND   0 17,300 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 4,321 175,000 SH   DFND   0 175,000 0
RAYONIER INC COMMON STOCK 754907103 2,236 50,800 SH   DFND   0 50,800 0
RAYTHEON COMPANY COMMON STOCK 755111507 1,355 28,000 SH   DFND   0 28,000 0
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RED HAT, INC COMMON STOCK 756577102 4,098 141,600 SH   DFND   0 141,600 0
REGENCY CENTERS CORP COMMON STOCK 758849103 241 7,000 SH   DFND   0 7,000 0
RENT A CENTER INC COMMON STOCK 76009N100 524 25,850 SH   DFND   0 25,850 0
REPSOL SA COMMON STOCK-FO 76026T205 1,618 80,500 SH   DFND   0 80,500 0
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REYNOLDS AMERICAN INC COMMON STOCK 761713106 3,575 68,600 SH   DFND   0 68,600 0
RIO TINTO PLC COMMON STOCK-FO 767204100 2,912 66,800 SH   DFND   0 66,800 0
ROBBINS & MYERS INC COMMON STOCK 770196103 1,191 54,800 SH   DFND   0 54,800 0
ROCKWELL AUTOMATION, INC COMMON STOCK 773903109 761 15,500 SH   DFND   0 15,500 0
ROSS STORES INC COMMON STOCK 778296103 937 17,580 SH   DFND   0 17,580 0
ROVI CORP COMMON STOCK 779376102 1,012 26,700 SH   DFND   0 26,700 0
ROWAN COMPANIES INC COMMON STOCK 779382100 1,428 65,100 SH   DFND   0 65,100 0
ROYAL BANK OF CANADA COMMON STOCK-FO 780087102 1,625 34,000 SH   DFND   0 34,000 0
ROYAL DUTCH SHELL PLC COMMON STOCK-FO 780259206 1,321 26,300 SH   DFND   0 26,300 0
RUDDICK CORP COMMON STOCK 781258108 1,023 33,000 SH   DFND   0 33,000 0
RYDER SYSTEM INC COMMON STOCK 783549108 2,603 64,700 SH   DFND   0 64,700 0
GUGGENHEIM EXCHANGE TRADED 78355W106 7,206 190,630 PRN   DFND   0 190,630 0
SCBT FINANCIAL CORP COMMON STOCK 78401V102 2,268 64,383 SH   DFND   0 64,383 0
SL GREEN REALTY CORP COMMON STOCK 78440X101 429 7,803 SH   DFND   0 7,803 0
SM ENERGY CO COMMON STOCK 78454L100 1,305 32,500 SH   DFND   0 32,500 0
SPDR S&P 500 ETF TRUST EXCHANGE TRADED 78462F103 12,611 122,177 PRN   DFND   0 122,177 0
SPDR COMMON STOCK 78464A789 2,230 63,250 SH   DFND   0 63,250 0
SVB FINANCIAL COMMON STOCK 78486Q101 416 10,100 SH   DFND   0 10,100 0
ST JUDE MEDICAL INC COMMON STOCK 790849103 1,326 36,730 SH   DFND   0 36,730 0
SALESFORCE.COM INC COMMON STOCK 79466L302 6,946 80,940 SH   DFND   0 80,940 0
SANDERSON FARMS INC COMMON STOCK 800013104 660 13,000 SH   DFND   0 13,000 0
SANDISK CORP COMMON STOCK 80004C101 6,642 157,870 SH   DFND   0 157,870 0
SANOFI COMMON STOCK-FO 80105N105 2,486 82,700 SH   DFND   0 82,700 0
HILLSHIRE BRANDS CO COMMON STOCK 803111103 3,219 228,300 SH   DFND   0 228,300 0
SASOL LTD SPONSORED ADR COMMON STOCK-FO 803866300 670 19,000 SH   DFND   0 19,000 0
SCANSOURCE INC COMMON STOCK 806037107 947 38,000 SH   DFND   0 38,000 0
SCHLUMBERGER LTD COMMON STOCK 806857108 3,068 55,432 SH   DFND   0 55,432 0
SCHNITZER STEEL INDS INC COMMON STOCK 806882106 267 6,800 SH   DFND   0 6,800 0
THE SCOTTS MIRACLE-GRO COMPANY COMMON STOCK 810186106 995 22,400 SH   DFND   0 22,400 0
TECHNOLOGY SELECT SECTOR SPDR COMMON STOCK 81369Y803 1,550 76,000 SH   DFND   0 76,000 0
SHANDA INTERACTIVE ENTERTAINMENT COMMON STOCK-FO 81941Q203 694 17,500 SH   DFND   0 17,500 0
SHAW GROUP INC COMMON STOCK 820280105 500 14,600 SH   DFND   0 14,600 0
SIEMENS AG COMMON STOCK-FO 826197501 343 3,836 SH   DFND   0 3,836 0
SIGMA DESIGNS INC COMMON STOCK 826565103 2,062 206,000 SH   DFND   0 206,000 0
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1,772 21,947 SH   DFND   0 21,947 0
SKECHERS USA INC COMMON STOCK 830566105 285 7,800 SH   DFND   0 7,800 0
SMITH (A.O.) CORP COMMON STOCK 831865209 1,759 36,500 SH   DFND   0 36,500 0
SMITH INTERNATIONAL INC COMMON STOCK 832110100 772 20,500 SH   DFND   0 20,500 0
SOCIEDAD QUIMICA Y MINERA COMMON STOCK-FO 833635105 1,924 59,000 SH   DFND   0 59,000 0
SONIC CORP COMMON STOCK 835451105 2,248 290,000 SH   DFND   0 290,000 0
SOUTHERN COPPER CORP COMMON STOCK 84265V105 411 15,500 SH   DFND   0 15,500 0
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 1,800 162,000 SH   DFND   0 162,000 0
SOVRAN SELF STORAGE INC COMMON STOCK 84610H108 1,439 41,800 SH   DFND   0 41,800 0
SPECTRA ENERGY CORP COMMON STOCK 847560109 2,834 141,200 SH   DFND   0 141,200 0
SPEEDWAY MOTORSPORTS INC COMMON STOCK 847788106 14 1,000 SH   DFND   0 1,000 0
STANDARD MICROSYSTEMS CORP COMMON STOCK 853626109 1,883 80,900 SH   DFND   0 80,900 0
STANLEY BLACK & DECKER INC COMMON STOCK 854502101 918 18,163 SH   DFND   0 18,163 0
STAPLES INC COMMON STOCK 855030102 240 12,600 SH   DFND   0 12,600 0
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 228 5,500 SH   DFND   0 5,500 0
STATE STREET CORP COMMON STOCK 857477103 338 10,000 SH   DFND   0 10,000 0
STATOIL ASA COMMON STOCK-FO 85771P102 797 41,632 SH   DFND   0 41,632 0
STEEL DYNAMICS INC COMMON STOCK 858119100 623 47,200 SH   DFND   0 47,200 0
STERICYCLE INC COMMON STOCK 858912108 328 5,000 SH   DFND   0 5,000 0
STRYKER CORP COMMON STOCK 863667101 280 5,600 SH   DFND   0 5,600 0
STURM RUGER & CO INC COMMON STOCK 864159108 143 10,000 SH   DFND   0 10,000 0
SUPERIOR ENERGY SERVICES INC COMMON STOCK 868157108 325 17,400 SH   DFND   0 17,400 0
SWIFT ENERGY CO COMMON STOCK 870738101 753 28,000 SH   DFND   0 28,000 0
SYMANTEC CORP COMMON STOCK 871503108 591 42,600 SH   DFND   0 42,600 0
SYNOPSYS INC COMMON STOCK 871607107 745 35,700 SH   DFND   0 35,700 0
SYNGENTA AG COMMON STOCK-FO 87160A100 6,242 136,130 SH   DFND   0 136,130 0
SYNOVUS FINL CORP COMMON STOCK 87161C105 521 205,300 SH   DFND   0 205,300 0
SYNTEL INC COMMON STOCK 87162H103 791 23,300 SH   DFND   0 23,300 0
SYSCO CORP COMMON STOCK 871829107 2,211 77,400 SH   DFND   0 77,400 0
TECO ENERGY INC COMMON STOCK 872375100 1,982 131,500 SH   DFND   0 131,500 0
TJX COMPANIES INC COMMON STOCK 872540109 277 6,600 SH   DFND   0 6,600 0
TAIWAN SEMICONDUCTOR MFG LTD COMMON STOCK-FO 874039100 5,963 610,954 SH   DFND   0 610,954 0
TANGER FACTORY OUTLET COMMON STOCK 875465106 410 9,900 SH   DFND   0 9,900 0
TASER INTERNATIONAL INC COMMON STOCK 87651B104 195 50,000 SH   DFND   0 50,000 0
TELEFLEX INC COMMON STOCK 879369106 1,320 24,321 SH   DFND   0 24,321 0
TELUS CORP COMMON STOCK-FO 87971M202 369 10,200 SH   DFND   0 10,200 0
TENARIS SA COMMON STOCK-FO 88031M109 716 20,700 SH   DFND   0 20,700 0
TERADATA CORP COMMON STOCK 88076W103 1,730 56,748 SH   DFND   0 56,748 0
TEREX CORP (DEL) COMMON STOCK 880779103 238 12,700 SH   DFND   0 12,700 0
TERRA NITROGEN CO COMMON STOCK 881005201 279 4,100 SH   DFND   0 4,100 0
TERRENO REALTY CORP COMMON STOCK 88146M101 23 1,300 SH   DFND   0 1,300 0
TESORO CORPORATION COMMON STOCK 881609101 718 61,500 SH   DFND   0 61,500 0
TETRA TECHNOLOGIES COMMON STOCK 88162F105 27 3,000 SH   DFND   0 3,000 0
TEXAS INDS INC COMMON STOCK 882491103 2,216 75,000 SH   DFND   0 75,000 0
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 279 12,000 SH   DFND   0 12,000 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 3,775 76,969 SH   DFND   0 76,969 0
THOMAS & BETTS CORP COMMON STOCK 884315102 1,194 34,400 SH   DFND   0 34,400 0
THORATEC LABS CORP COMMON STOCK 885175307 624 14,600 SH   DFND   0 14,600 0
3M COMPANY COMMON STOCK 88579Y101 4,040 51,150 SH   DFND   0 51,150 0
TIME WARNER INC COMMON STOCK 887317303 3,827 132,366 SH   DFND   0 132,366 0
TIME WARNER CABLE INC COMMON STOCK 88732J207 1,536 29,500 SH   DFND   0 29,500 0
TITANIUM METALS CORP COMMON STOCK 888339207 325 18,500 SH   DFND   0 18,500 0
TORCHMARK CORP COMMON STOCK 891027104 2,040 41,197 SH   DFND   0 41,197 0
TORONTO DOMINION BANK NY COMMON STOCK-FO 891160509 2,720 41,900 SH   DFND   0 41,900 0
TOTAL FINA ELF S A COMMON STOCK-FO 89151E109 1,759 39,400 SH   DFND   0 39,400 0
TRANSCANADA CORP COMMON STOCK 89353D107 140 4,200 SH   DFND   0 4,200 0
TRAVELERS COS INC COMMON STOCK 89417E109 4,462 90,600 SH   DFND   0 90,600 0
TRIMBLE NAVIGATION COMMON STOCK 896239100 3,892 139,000 SH   DFND   0 139,000 0
TRINITY INDS INC COMMON STOCK 896522109 3,544 200,000 SH   DFND   0 200,000 0
TRUE RELIGION APPAREL INC COMMON STOCK 89784N104 757 34,280 SH   DFND   0 34,280 0
TRUSTMARK CORP COMMON STOCK 898402102 643 30,900 SH   DFND   0 30,900 0
TYSON FOODS INC COMMON STOCK 902494103 1,175 71,700 SH   DFND   0 71,700 0
UDR INC COMMON STOCK 902653104 138 7,192 SH   DFND   0 7,192 0
UGI CORP NEW COMMON STOCK 902681105 1,679 66,000 SH   DFND   0 66,000 0
U S BANCORP COMMON STOCK 902973304 570 25,500 SH   DFND   0 25,500 0
USEC INC COMMON STOCK 90333E108 1,246 261,700 SH   DFND   0 261,700 0
UNIFIRST CORPORATION COMMON STOCK 904708104 497 11,300 SH   DFND   0 11,300 0
UNION PACIFIC CORP COMMON STOCK 907818108 6,391 91,950 SH   DFND   0 91,950 0
UNIT CORP COMMON STOCK 909218109 773 19,043 SH   DFND   0 19,043 0
UNITED PARCEL SERVICE COMMON STOCK 911312106 245 4,300 SH   DFND   0 4,300 0
UNITED RENTALS INC COMMON STOCK 911363109 221 23,700 SH   DFND   0 23,700 0
UNITED STATES LIME & MINERAL COMMON STOCK 911922102 1,945 50,500 SH   DFND   0 50,500 0
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 532 8,200 SH   DFND   0 8,200 0
UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 1,747 35,800 SH   DFND   0 35,800 0
UNITRIN INC COMMON STOCK 913275103 2,010 78,500 SH   DFND   0 78,500 0
UNIVERSAL CORP COMMON STOCK 913456109 1,448 36,500 SH   DFND   0 36,500 0
UNIVERSAL FOREST PRODUCTS INC COMMON STOCK 913543104 1,516 50,000 SH   DFND   0 50,000 0
UNUM GROUP COMMON STOCK 91529Y106 1,523 70,170 SH   DFND   0 70,170 0
URANIUM ENERGY CORP COMMON STOCK 916896103 847 358,700 SH   DFND   0 358,700 0
URBAN OUTFITTERS COMMON STOCK 917047102 3,680 107,000 SH   DFND   0 107,000 0
V F CORP COMMON STOCK 918204108 2,654 37,280 SH   DFND   0 37,280 0
VALE SA-SP COMMON STOCK-FO 91912E105 1,629 66,895 SH   DFND   0 66,895 0
VALERO ENERGY CORP COMMON STOCK 91913Y100 755 42,000 SH   DFND   0 42,000 0
VARIAN SEMICONDUCTOR EQUIP ASSOC COMMON STOCK 922207105 946 33,012 SH   DFND   0 33,012 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 1,172 22,420 SH   DFND   0 22,420 0
VEECO INSTRUMENTS INC COMMON STOCK 922417100 243 7,100 SH   DFND   0 7,100 0
VENTAS INC COMMON STOCK 92276F100 592 12,600 SH   DFND   0 12,600 0
VERIZON COMMUNICATIONS COMMON STOCK 92343V104 709 25,300 SH   DFND   0 25,300 0
VERTEX PHARMACEUTICAL INC COMMON STOCK 92532F100 1,069 32,500 SH   DFND   0 32,500 0
VIROPHARMA INC COMMON STOCK 928241108 45 4,000 SH   DFND   0 4,000 0
VIVO PARTICIPACOES SA COMMON STOCK-FO 92855S200 311 12,000 SH   DFND   0 12,000 0
VMWARE INC COMMON STOCK 928563402 6,354 101,510 SH   DFND   0 101,510 0
VODAFONE GROUP PLC COMMON STOCK-FO 92857W209 1,222 59,100 SH   DFND   0 59,100 0
VOLTERRA SEMICONDUCTOR CORP COMMON STOCK 928708106 865 37,500 SH   DFND   0 37,500 0
VORNADO REALTY TRUST COMMON STOCK 929042109 1,741 23,861 SH   DFND   0 23,861 0
VULCAN MATERIALS CO COMMON STOCK 929160109 1 31 SH   DFND   0 31 0
WSFS FINANICAL CORP COMMON STOCK 929328102 550 15,300 SH   DFND   0 15,300 0
WALTER ENERGY INC. COMMON STOCK 93317Q105 335 5,500 SH   DFND   0 5,500 0
WASHINGTON REAL ESTATE INVT TR COMMON STOCK 939653101 138 5,000 SH   DFND   0 5,000 0
WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 5,065 124,850 SH   DFND   0 124,850 0
WATTS WATER TECHNOLIGIES COMMON STOCK 942749102 2,637 92,000 SH   DFND   0 92,000 0
WEINGARTEN REALTY INVEST COMMON STOCK 948741103 341 17,900 SH   DFND   0 17,900 0
WELLS FARGO & CO COMMON STOCK 949746101 715 27,918 SH   DFND   0 27,918 0
WERNER ENTERPRISE COMMON STOCK 950755108 82 3,750 SH   DFND   0 3,750 0
WESTAMERICA BANCORPORATION COMMON STOCK 957090103 441 8,400 SH   DFND   0 8,400 0
WHIRLPOOL CORP COMMON STOCK 963320106 2,611 29,730 SH   DFND   0 29,730 0
WILLIAMS COS INC COMMON STOCK 969457100 658 36,000 SH   DFND   0 36,000 0
WILMINGTON TR CORP COMMON STOCK 971807102 263 23,700 SH   DFND   0 23,700 0
WINDSTREAM CORP COMMON STOCK 97381W104 2,215 209,800 SH   DFND   0 209,800 0
WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 227 9,000 SH   DFND   0 9,000 0
WYNN RESORTS LTD COMMON STOCK 983134107 618 8,100 SH   DFND   0 8,100 0
XCEL ENERGY INC COMMON STOCK 98389B100 295 14,310 SH   DFND   0 14,310 0
XEROX CORP COMMON STOCK 984121103 377 46,940 SH   DFND   0 46,940 0
ZIMMER HOLDINGS INC COMMON STOCK 98956P102 389 7,200 SH   DFND   0 7,200 0
ZUMIEZ INC COMMON STOCK 989817101 255 15,800 SH   DFND   0 15,800 0
ALLIED WORLD ASSURANCE HOLDINGS COMMON STOCK G0219G203 513 11,300 SH   DFND   0 11,300 0
AMDOCS LIMITED COMMON STOCK-FO G02602103 333 12,400 SH   DFND   0 12,400 0
ARCH CAPITAL GROUP COMMON STOCK-FO G0450A105 2,626 35,250 SH   DFND   0 35,250 0
COOPER INDUSTRIES PLC COMMON STOCK-FO G24140108 2,346 53,312 SH   DFND   0 53,312 0
COSAN LTD. COMMON STOCK-FO G25343107 1,456 155,900 SH   DFND   0 155,900 0
EVEREST RE GROUP LTD COMMON STOCK G3223R108 2,199 31,090 SH   DFND   0 31,090 0
FRESH DELMONTE PRODUCE COMMON STOCK G36738105 1,763 87,100 SH   DFND   0 87,100 0
HELEN OF TROY LTD COMMON STOCK G4388N106 249 11,300 SH   DFND   0 11,300 0
INVESCO LTD COMMON STOCK G491BT108 414 24,600 SH   DFND   0 24,600 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 481 30,500 SH   DFND   0 30,500 0
NORDIC AMERICAN TANKERS LIMITED COMMON STOCK G65773106 287 10,200 SH   DFND   0 10,200 0
XL CAPITAL LTD COMMON STOCK-FO G98255105 2,515 157,100 SH   DFND   0 157,100 0
ACE LIMITED COMMON STOCK H0023R105 4,891 95,000 SH   DFND   0 95,000 0
WEATHERFORD INTL LTD COMMON STOCK-FO H27013103 374 28,428 SH   DFND   0 28,428 0
FOSTER WHEELER AG COMMON STOCK-FO H27178104 1,382 65,600 SH   DFND   0 65,600 0
GARMIN LTD COMMON STOCK-FO H2906T109 875 30,000 SH   DFND   0 30,000 0
NOBLE CORP COMMON STOCK-FO H5833N103 887 28,700 SH   DFND   0 28,700 0
TRANSOCEAN LTD COMMON STOCK H8817H100 913 19,698 SH   DFND   0 19,698 0
ELBIT SYSTEMS LTD COMMON STOCK-FO M3760D101 910 18,100 SH   DFND   0 18,100 0
CNH GLOBAL NV COMMON STOCK N20935206 772 34,100 SH   DFND   0 34,100 0
CORE LABORATORIES N.V. COMMON STOCK N22717107 2,846 19,280 SH   DFND   0 19,280 0
SPDR S&P 500 ETF TRUST OPTIONS PSPY9S001 1,032 10,000 SH Put DFND   0 10,000 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 956 41,982 SH   DFND   0 41,982 0