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
AFLAC INC COMMON STOCK 001055102 559 10,600 SH   DFND   0 10,600 0
AGCO CORP COMMON STOCK 001084102 3,216 58,500 SH   DFND   0 58,500 0
AGL RESOURCES INC COMMON STOCK 001204106 1,960 49,200 SH   DFND   0 49,200 0
AMB PROPERTY CORP COMMON STOCK 00163T109 90 2,500 SH   DFND   0 2,500 0
AT&T INC COMMON STOCK 00206R102 4,057 132,550 SH   DFND   0 132,550 0
ABBOTT LABORATORIES COMMON STOCK 002824100 6,211 126,630 SH   DFND   0 126,630 0
ACADIA REALTY TRUST COMMON STOCK 004239109 825 43,627 SH   DFND   0 43,627 0
ACCURAY INC COMMON STOCK 004397105 537 59,500 SH   DFND   0 59,500 0
ACI WORLDWIDE INC COMMON STOCK 004498101 1,998 60,900 SH   DFND   0 60,900 0
ACME PACKET INC COMMON STOCK 004764106 2,037 28,700 SH   DFND   0 28,700 0
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 2,799 255,174 SH   DFND   0 255,174 0
ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 527 8,030 SH   DFND   0 8,030 0
AGRIUM INC COMMON STOCK-FO 008916108 1,358 14,720 SH   DFND   0 14,720 0
AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 1,303 34,300 SH   DFND   0 34,300 0
ALBANY MOLECULAR RESH COMMON STOCK 012423109 724 170,000 SH   DFND   0 170,000 0
ALBERMARLE CORP COMMON STOCK 012653101 1,913 32,000 SH   DFND   0 32,000 0
ALCOA INC COMMON STOCK 013817101 500 28,335 SH   DFND   0 28,335 0
ALEXANDRIA REAL ESTATE EQUITIES COMMON STOCK 015271109 1,958 25,110 SH   DFND   0 25,110 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 2,118 31,274 SH   DFND   0 31,274 0
ALLIANCE RESOURCE PARTNERS COMMON STOCK 01877R108 5,700 70,000 SH   DFND   0 70,000 0
ALLIANT ENERGY CORP COMMON STOCK 018802108 491 12,600 SH   DFND   0 12,600 0
ALLIANT TECHSYSTEM INC COMMON STOCK 018804104 811 11,475 SH   DFND   0 11,475 0
ALLSTATE CORP COMMON STOCK 020002101 1,243 39,100 SH   DFND   0 39,100 0
ALPHA NATURAL RESOURCES INC COMMON STOCK 02076X102 2,915 49,100 SH   DFND   0 49,100 0
ALTRIA GROUP INC COMMON STOCK 02209S103 4,788 183,960 SH   DFND   0 183,960 0
AMAZON.COM INC COMMON STOCK 023135106 1,705 9,465 SH   DFND   0 9,465 0
AMEREN CORPORATION COMMON STOCK 023608102 1,558 55,500 SH   DFND   0 55,500 0
AMERICA MOVIL SAB DE CV COMMON STOCK-FO 02364W105 4,572 78,700 SH   DFND   0 78,700 0
AMERICAN CAMPUS COMMUNITIES COMMON STOCK 024835100 479 14,500 SH   DFND   0 14,500 0
AMERICAN EXPRESS COMMON STOCK 025816109 4,816 106,555 SH   DFND   0 106,555 0
AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 1,795 51,250 SH   DFND   0 51,250 0
AMERICAN SUPERCONDUCTOR CORP COMMON STOCK 030111108 771 31,000 SH   DFND   0 31,000 0
AMERISOURCE BERGEN CORP COMMON STOCK 03073E105 2,678 67,700 SH   DFND   0 67,700 0
AMKOR TECHNOLOGY INC COMMON STOCK 031652100 855 126,920 SH   DFND   0 126,920 0
AMYRIS INC COMMON STOCK 03236M101 571 20,000 SH   DFND   0 20,000 0
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 3,855 47,060 SH   DFND   0 47,060 0
ANIXTER INTERNATIONAL INC. COMMON STOCK 035290105 6,220 89,000 SH   DFND   0 89,000 0
APACHE CORP COMMON STOCK 037411105 1,008 7,700 SH   DFND   0 7,700 0
APPLE INC COMMON STOCK 037833100 9,185 26,355 SH   DFND   0 26,355 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 1,081 32,500 SH   DFND   0 32,500 0
APTARGROUP INC COMMON STOCK 038336103 1,023 20,400 SH   DFND   0 20,400 0
ARCH COAL INC COMMON STOCK 039380100 47 1,300 SH   DFND   0 1,300 0
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 1,894 52,600 SH   DFND   0 52,600 0
ARM HOLDINGS PLC COMMON STOCK-FO 042068106 3,182 112,940 SH   DFND   0 112,940 0
ARUBA NETWORKS INC COMMON STOCK 043176106 3,125 92,360 SH   DFND   0 92,360 0
ASSOCIATED ESTATES REALTY CP COMMON STOCK 045604105 24 1,500 SH   DFND   0 1,500 0
ASSURANT INC COMMON STOCK 04621X108 1,617 42,000 SH   DFND   0 42,000 0
ASTRAZENECA PLC COMMON STOCK-FO 046353108 5,119 111,000 SH   DFND   0 111,000 0
ATWOOD OCEANICS INC COMMON STOCK 050095108 1,114 24,000 SH   DFND   0 24,000 0
AUTOZONE INC COMMON STOCK 053332102 397 1,450 SH   DFND   0 1,450 0
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 1,126 9,381 SH   DFND   0 9,381 0
AVIAT NETWORKS INC COMMON STOCK 05366Y102 314 60,639 SH   DFND   0 60,639 0
AVON PRODUCTS INC COMMON STOCK 054303102 357 13,200 SH   DFND   0 13,200 0
BCE INC COMMON STOCK-FO 05534B760 5,742 158,000 SH   DFND   0 158,000 0
BMC SOFTWARE INC COMMON STOCK 055921100 1,626 32,700 SH   DFND   0 32,700 0
BAIDU INC COMMON STOCK-FO 056752108 7,398 53,685 SH   DFND   0 53,685 0
BAKER HUGHES INC COMMON STOCK 057224107 504 6,869 SH   DFND   0 6,869 0
BALL CORP COMMON STOCK 058498106 1,649 46,000 SH   DFND   0 46,000 0
BANCO BRADESCO COMMON STOCK-FO 059460303 1,038 50,000 SH   DFND   0 50,000 0
BANCO BILBAO VIZCAYA COMMON STOCK-FO 05946K101 6,489 540,774 SH   DFND   0 540,774 0
BANCO SANTANDER SA COMMON STOCK-FO 05964H105 3,138 268,000 SH   DFND   0 268,000 0
BANK OF AMERICA CORP COMMON STOCK 060505104 747 56,047 SH   DFND   0 56,047 0
BANK OF MONTREAL COMMON STOCK-FO 063671101 4,692 72,200 SH   DFND   0 72,200 0
CR BARD INC COMMON STOCK 067383109 437 4,400 SH   DFND   0 4,400 0
BARCLAYS BANK PLC PREFERRED STOCK 06739F390 916 38,000 SH   DFND   0 38,000 0
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 645 12,000 SH   DFND   0 12,000 0
B/E AEROSPACE INC COMMON STOCK 073302101 1,954 55,000 SH   DFND   0 55,000 0
BECTON DICKINSON COMMON STOCK 075887109 748 9,400 SH   DFND   0 9,400 0
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 475 25,030 SH   DFND   0 25,030 0
BEST BUY COMPANY INC COMMON STOCK 086516101 517 18,000 SH   DFND   0 18,000 0
BHP BILLITON LTD-SPON ADR COMMON STOCK-FO 088606108 1,467 15,300 SH   DFND   0 15,300 0
BIO-RAD LABS INC COMMON STOCK 090572207 1,880 15,650 SH   DFND   0 15,650 0
BIOGEN IDEC INC COMMON STOCK 09062X103 1,029 14,010 SH   DFND   0 14,010 0
BIOMED REALTY TRUST INC COMMON STOCK 09063H107 48 2,500 SH   DFND   0 2,500 0
BLACK BOX CORP COMMON STOCK 091826107 141 4,000 SH   DFND   0 4,000 0
BLOCK H & R INC COMMON STOCK 093671105 3,010 179,800 SH   DFND   0 179,800 0
BOB EVANS FARMS COMMON STOCK 096761101 934 28,660 SH   DFND   0 28,660 0
BODY CENTRAL CORP COMMON STOCK 09689U102 1,022 44,000 SH   DFND   0 44,000 0
BOEING CO COMMON STOCK 097023105 4,134 55,918 SH   DFND   0 55,918 0
BORG-WARNER INC COMMON STOCK 099724106 2,120 26,600 SH   DFND   0 26,600 0
BOSTON PROPERTIES INC COMMON STOCK 101121101 626 6,600 SH   DFND   0 6,600 0
BRADY CORPORATION COMMON STOCK 104674106 2,873 80,500 SH   DFND   0 80,500 0
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 79 6,500 SH   DFND   0 6,500 0
BRF S.A. COMMON STOCK-FO 10552T107 248 13,000 SH   DFND   0 13,000 0
BROADCOM CORP COMMON STOCK 111320107 1,075 27,300 SH   DFND   0 27,300 0
BROADRIDGE FINANCIAL SOLUTIONS COMMON STOCK 11133T103 864 38,100 SH   DFND   0 38,100 0
BROOKDALE SENIOR LIVING INC COMMON STOCK 112463104 890 31,800 SH   DFND   0 31,800 0
BRUNSWICK CORP COMMON STOCK 117043109 147 5,800 SH   DFND   0 5,800 0
CBL & ASSOCIATES PROPERTIES COMMON STOCK 124830100 19 1,064 SH   DFND   0 1,064 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 1,388 10,148 SH   DFND   0 10,148 0
CMS ENERGY CORP COMMON STOCK 125896100 415 21,130 SH   DFND   0 21,130 0
CSX CORP COMMON STOCK 126408103 3,781 48,100 SH   DFND   0 48,100 0
CTS CORP COMMON STOCK 126501105 651 60,300 SH   DFND   0 60,300 0
CABELA'S INC-CL A COMMON STOCK 126804301 5,252 210,000 SH   DFND   0 210,000 0
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 2,046 36,000 SH   DFND   0 36,000 0
CANADIAN IMPERIAL BANK COMMON STOCK-FO 136069101 3,135 36,300 SH   DFND   0 36,300 0
CANADIAN NATL RAILWAY COMMON STOCK-FO 136375102 23 300 SH   DFND   0 300 0
CANADIAN NATURAL RESOURCES COMMON STOCK-FO 136385101 1,621 32,800 SH   DFND   0 32,800 0
CANON INC COMMON STOCK-FO 138006309 436 10,051 SH   DFND   0 10,051 0
CARBO CERAMICS INC COMMON STOCK 140781105 10,005 70,900 SH   DFND   0 70,900 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 1,172 28,500 SH   DFND   0 28,500 0
CARPENTER TECHNOLOGY COMMON STOCK 144285103 300 7,020 SH   DFND   0 7,020 0
CATERPILLAR INC COMMON STOCK 149123101 10,608 95,270 SH   DFND   0 95,270 0
CENOVUS ENERGY INC COMMON STOCK-FO 15135U109 6,024 152,970 SH   DFND   0 152,970 0
THE EXCHANGE TRADED 153436100 393 8,675 PRN   DFND   0 8,675 0
CENTRAL EXCHANGE TRADED 153501101 4,789 214,100 PRN   DFND   0 214,100 0
CENTURYLINK INC COMMON STOCK 156700106 1,117 26,887 SH   DFND   0 26,887 0
CERNER CORP COMMON STOCK 156782104 6,690 60,160 SH   DFND   0 60,160 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 3,478 103,758 SH   DFND   0 103,758 0
CHEVRON CORPORATION COMMON STOCK 166764100 12,660 117,774 SH   DFND   0 117,774 0
CHIPOTLE MEXICAN GRILL COMMON STOCK 169656105 236 865 SH   DFND   0 865 0
CHUNGHWA TELECOM LTD COMMON STOCK-FO 17133Q502 489 15,708 SH   DFND   0 15,708 0
CHURCH & DWIGHT CO INC COMMON STOCK 171340102 2,882 36,330 SH   DFND   0 36,330 0
CINCINNATI FINL CORP COMMON STOCK 172062101 1,085 33,100 SH   DFND   0 33,100 0
CIRRUS LOGIC INC COMMON STOCK 172755100 2,865 136,240 SH   DFND   0 136,240 0
CISCO SYSTEMS COMMON STOCK 17275R102 1,124 65,514 SH   DFND   0 65,514 0
CITRIX SYSTEMS INC COMMON STOCK 177376100 2,909 39,600 SH   DFND   0 39,600 0
CITY NATL CORP COMMON STOCK 178566105 1,732 30,359 SH   DFND   0 30,359 0
CLIFFS NATURAL RESOURCES COMMON STOCK 18683K101 474 4,825 SH   DFND   0 4,825 0
CLOROX CO COMMON STOCK 189054109 469 6,700 SH   DFND   0 6,700 0
COCA COLA CO COMMON STOCK 191216100 6,337 95,526 SH   DFND   0 95,526 0
CODEXIS INC COMMON STOCK 192005106 236 20,000 SH   DFND   0 20,000 0
COGDELL SPENCER INC COMMON STOCK 19238U107 42 7,000 SH   DFND   0 7,000 0
COGNIZANT TECH SOLUTIONS CRP COMMON STOCK 192446102 651 8,000 SH   DFND   0 8,000 0
COINSTAR INC COMMON STOCK 19259P300 835 18,180 SH   DFND   0 18,180 0
COLGATE PALMOLIVE COMMON STOCK 194162103 3,392 42,000 SH   DFND   0 42,000 0
COLONIAL PPTYS TR COMMON STOCK 195872106 48 2,500 SH   DFND   0 2,500 0
COLUMBIA SPORTSWEAR COMPANY COMMON STOCK 198516106 802 13,500 SH   DFND   0 13,500 0
COMMERCIAL METALS CO COMMON STOCK 201723103 52 3,000 SH   DFND   0 3,000 0
COMPANHIA BRASILERIA DE DISTR COMMON STOCK-FO 20440T201 2,633 62,800 SH   DFND   0 62,800 0
COMPANHIA DE BEBIDAS DAS AMERS COMMON STOCK-FO 20441W203 637 22,500 SH   DFND   0 22,500 0
CIA DE MINAS BUENAVENTUR ADR COMMON STOCK-FO 204448104 882 20,530 SH   DFND   0 20,530 0
CONOCOPHILLIPS COMMON STOCK 20825C104 6,868 86,000 SH   DFND   0 86,000 0
CONSOL ENERGY INC COMMON STOCK 20854P109 2,006 37,400 SH   DFND   0 37,400 0
CONSOLIDATED EDISON INC COMMON STOCK 209115104 259 5,100 SH   DFND   0 5,100 0
CONSTELLATION BRANDS INC COMMON STOCK 21036P108 1,047 51,620 SH   DFND   0 51,620 0
CORESITE REALTY CORP COMMON STOCK 21870Q105 43 2,700 SH   DFND   0 2,700 0
CORELOGIC INC COMMON STOCK 21871D103 722 39,040 SH   DFND   0 39,040 0
CORN PRODUCTS INTL INC COMMON STOCK 219023108 989 19,080 SH   DFND   0 19,080 0
CORNING INC COMMON STOCK 219350105 1,289 62,500 SH   DFND   0 62,500 0
CONVENTRY HEALTH CARE INC COMMON STOCK 222862104 675 21,175 SH   DFND   0 21,175 0
CULLEN/FROST BANKERS INC COMMON STOCK 229899109 3,795 64,300 SH   DFND   0 64,300 0
CUMMINS INC COMMON STOCK 231021106 2,346 21,400 SH   DFND   0 21,400 0
CYMER INC COMMON STOCK 232572107 509 9,000 SH   DFND   0 9,000 0
CYTEC INDUSTRIES INC COMMON STOCK 232820100 1,800 33,100 SH   DFND   0 33,100 0
DTE ENERGY CO COMMON STOCK 233331107 2,297 46,920 SH   DFND   0 46,920 0
DEERE & CO COMMON STOCK 244199105 7,419 76,570 SH   DFND   0 76,570 0
DENBURY RESOURCES INC COMMON STOCK 247916208 3,965 162,500 SH   DFND   0 162,500 0
DENISON MINES CORP COMMON STOCK 248356107 83 35,000 SH   DFND   0 35,000 0
DESARROLLADORA HOMEX-ADR COMMON STOCK-FO 25030W100 747 27,400 SH   DFND   0 27,400 0
DEVELOPERS DIVERS REALTY CRP COMMON STOCK 251591103 15 1,100 SH   DFND   0 1,100 0
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 615 6,700 SH   DFND   0 6,700 0
DIGITAL REALTY COMMON STOCK 253868103 581 10,000 SH   DFND   0 10,000 0
DIODES INC COMMON STOCK 254543101 1,873 55,000 SH   DFND   0 55,000 0
WALT DISNEY CO COMMON STOCK 254687106 1,573 36,500 SH   DFND   0 36,500 0
DISCOVER FINANCIAL SVS COMMON STOCK 254709108 740 30,700 SH   DFND   0 30,700 0
DIRECTV COMMON STOCK 25490A101 1,702 36,360 SH   DFND   0 36,360 0
DOCTOR REDDY'S LAB COMMON STOCK-FO 256135203 746 20,000 SH   DFND   0 20,000 0
DOMINION RESOURCES INC COMMON STOCK 25746U109 264 5,900 SH   DFND   0 5,900 0
DONNELLEY (R.R.) & SONS CO COMMON STOCK 257867101 3,180 168,100 SH   DFND   0 168,100 0
DOUGLAS EMMETT INC COMMON STOCK 25960P109 338 18,000 SH   DFND   0 18,000 0
DOW CHEMICAL COMMON STOCK 260543103 623 16,500 SH   DFND   0 16,500 0
DR PEPPER SNAPPLE GROUP COMMON STOCK 26138E109 1,211 32,600 SH   DFND   0 32,600 0
DRIL-QUIP COMMON STOCK 262037104 1,264 16,000 SH   DFND   0 16,000 0
DU PONT E I DE NEMOURS & CO COMMON STOCK 263534109 6,104 111,050 SH   DFND   0 111,050 0
DUKE REALTY CORP COMMON STOCK 264411505 1,426 101,800 SH   DFND   0 101,800 0
DUPONT FABROS TECHNOLOGY COMMON STOCK 26613Q106 138 5,700 SH   DFND   0 5,700 0
EMC CORP/MASS COMMON STOCK 268648102 5,798 218,290 SH   DFND   0 218,290 0
ENI SPA COMMON STOCK-FO 26874R108 2,422 49,300 SH   DFND   0 49,300 0
EOG RESOURCES INC COMMON STOCK 26875P101 219 1,850 SH   DFND   0 1,850 0
EAGLE MATERIALS INC COMMON STOCK 26969P108 1,570 51,900 SH   DFND   0 51,900 0
EASTGROUP PROPERTIES COMMON STOCK 277276101 1,003 22,800 SH   DFND   0 22,800 0
EASTMAN CHEMICAL CO COMMON STOCK 277432100 3,774 38,000 SH   DFND   0 38,000 0
EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 11,513 132,330 SH   DFND   0 132,330 0
EL PASO CORPORATION COMMON STOCK 28336L109 1,443 80,140 SH   DFND   0 80,140 0
EMCOR GROUP INC COMMON STOCK 29084Q100 802 25,900 SH   DFND   0 25,900 0
ENCANA CORP COMMON STOCK-FO 292505104 6,926 200,570 SH   DFND   0 200,570 0
ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 811 11,400 SH   DFND   0 11,400 0
ENERPLUS CORP COMMON STOCK-FO 292766102 2,723 86,000 SH   DFND   0 86,000 0
ENPRO INDUSTRIES INC-W/I COMMON STOCK 29355X107 4,177 115,000 SH   DFND   0 115,000 0
ENSCO PLC ADR COMMON STOCK-FO 29358Q109 177 3,065 SH   DFND   0 3,065 0
ENTERGY CORP COMMON STOCK 29364G103 3,522 52,400 SH   DFND   0 52,400 0
ENTERPRISE PRODUCTS PRTNS LP COMMON STOCK 293792107 3,590 83,370 SH   DFND   0 83,370 0
EQUITY LIFESTYLE PROPERTIES COMMON STOCK 29472R108 565 9,800 SH   DFND   0 9,800 0
EQUITY ONE INC COMMON STOCK 294752100 1,849 98,500 SH   DFND   0 98,500 0
EQUITY RESIDENTIAL PROPS COMMON STOCK 29476L107 880 15,600 SH   DFND   0 15,600 0
ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 645 5,200 SH   DFND   0 5,200 0
EXCEL TRUST INC COMMON STOCK 30068C109 35 3,000 SH   DFND   0 3,000 0
EXELON CORP COMMON STOCK 30161N101 1,876 45,500 SH   DFND   0 45,500 0
EXLSERVICE HOLDINGS INC COMMON STOCK 302081104 1,121 53,000 SH   DFND   0 53,000 0
EXPRESS SCRIPTS INC COMMON STOCK 302182100 156 2,800 SH   DFND   0 2,800 0
EXTRA SPACE STORAGE INC COMMON STOCK 30225T102 6 300 SH   DFND   0 300 0
EXXON MOBIL CORP COMMON STOCK 30231G102 10,444 124,140 SH   DFND   0 124,140 0
FLIR SYSTEMS INC COMMON STOCK 302445101 1,110 32,062 SH   DFND   0 32,062 0
FMC CORP COMMON STOCK 302491303 3,728 43,900 SH   DFND   0 43,900 0
FEDERAL REALTY INVS TR COMMON STOCK 313747206 1,003 12,300 SH   DFND   0 12,300 0
FEDERATED INVESTORS COMMON STOCK 314211103 2,167 81,000 SH   DFND   0 81,000 0
F5 NETWORKS INC COMMON STOCK 315616102 3,557 34,680 SH   DFND   0 34,680 0
FIDELITY NATIONAL INFORMATION COMMON STOCK 31620M106 1,212 37,071 SH   DFND   0 37,071 0
FIRST AMERICAN FINANCIAL COMMON STOCK 31847R102 644 39,040 SH   DFND   0 39,040 0
FIRST NIAGARA FIN GRP COMMON STOCK 33582V108 923 68,000 SH   DFND   0 68,000 0
FISERV INC COMMON STOCK 337738108 1,479 23,575 SH   DFND   0 23,575 0
FLOWSERVE CORP COMMON STOCK 34354P105 6,938 53,870 SH   DFND   0 53,870 0
FOREST OIL CORP COMMON STOCK 346091705 884 23,360 SH   DFND   0 23,360 0
FORRESTER RESEARCH INC COMMON STOCK 346563109 1,731 45,210 SH   DFND   0 45,210 0
FOSSIL INC COMMON STOCK 349882100 2,056 21,950 SH   DFND   0 21,950 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 1,657 29,830 SH   DFND   0 29,830 0
FRESH MARKET INC/THE COMMON STOCK 35804H106 863 22,880 SH   DFND   0 22,880 0
FRONTIER COMMUNICATIONS COMMON STOCK 35906A108 849 103,240 SH   DFND   0 103,240 0
FRONTIER OIL CORP COMMON STOCK 35914P105 18 600 SH   DFND   0 600 0
GT SOLAR INTERNATIONAL INC COMMON STOCK 3623E0209 1,101 103,200 SH   DFND   0 103,200 0
GENERAL CABLE CORP COMMON STOCK 369300108 1,403 32,400 SH   DFND   0 32,400 0
GENERAL COMMUNICATION INC COMMON STOCK 369385109 561 51,300 SH   DFND   0 51,300 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 567 7,400 SH   DFND   0 7,400 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 566 28,249 SH   DFND   0 28,249 0
GENERAL MOLY INC COMMON STOCK 370373102 350 65,000 SH   DFND   0 65,000 0
GENUINE PARTS CO COMMON STOCK 372460105 2,226 41,500 SH   DFND   0 41,500 0
GENZYME CORP COMMON STOCK 372917104 305 4,000 SH   DFND   0 4,000 0
GILEAD SCIENCES INC COMMON STOCK 375558103 871 20,500 SH   DFND   0 20,500 0
GLAXO SMITHKLINE PLC COMMON STOCK-FO 37733W105 4,359 113,495 SH   DFND   0 113,495 0
GOOGLE INC COMMON STOCK 38259P508 719 1,225 SH   DFND   0 1,225 0
GRAINGER W W INC COMMON STOCK 384802104 410 2,975 SH   DFND   0 2,975 0
GREEN MOUNTAIN COFFEE ROASTE INC COMMON STOCK 393122106 2,042 31,600 SH   DFND   0 31,600 0
GUESS INC COMMON STOCK 401617105 920 23,370 SH   DFND   0 23,370 0
HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 343 10,940 SH   DFND   0 10,940 0
HCP INC COMMON STOCK 40414L109 4,382 115,500 SH   DFND   0 115,500 0
HSBC HLDGS PLC PREFERRED STOCK 404280604 447 18,500 SH   DFND   0 18,500 0
HANOVER INSURANCE GROUP COMMON STOCK 410867105 566 12,500 SH   DFND   0 12,500 0
HANSEN NATURAL CORP COMMON STOCK 411310105 825 13,700 SH   DFND   0 13,700 0
HARMONY GOLD MINING CO LTD COMMON STOCK-FO 413216300 1,487 100,032 SH   DFND   0 100,032 0
HARRIS CORP COMMON STOCK 413875105 1,850 37,300 SH   DFND   0 37,300 0
HARSCO CORP COMMON STOCK 415864107 6,423 182,000 SH   DFND   0 182,000 0
HAWAIIAN ELEC COMMON STOCK 419870100 1,114 44,900 SH   DFND   0 44,900 0
HEALTHCARE REALTY TRUST COMMON STOCK 421946104 79 3,500 SH   DFND   0 3,500 0
HEALTH CARE REIT INC COMMON STOCK 42217K106 4,656 88,790 SH   DFND   0 88,790 0
HEARTWARE INTERNATIONAL INC COMMON STOCK 422368100 1,249 14,600 SH   DFND   0 14,600 0
HEINZ H J CO COMMON STOCK 423074103 2,246 46,000 SH   DFND   0 46,000 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK 42330P107 30 1,744 SH   DFND   0 1,744 0
HELMERICH & PAYNE INC COMMON STOCK 423452101 1,580 23,000 SH   DFND   0 23,000 0
HERSHEY CO COMMON STOCK 427866108 625 11,500 SH   DFND   0 11,500 0
HEWLETT PACKARD CO COMMON STOCK 428236103 1,166 28,457 SH   DFND   0 28,457 0
HOME DEPOT INC COMMON STOCK 437076102 3,526 95,151 SH   DFND   0 95,151 0
HOME PROPERTIES INC COMMON STOCK 437306103 2,116 35,900 SH   DFND   0 35,900 0
HONDA MOTOR COMMON STOCK-FO 438128308 1,816 48,410 SH   DFND   0 48,410 0
HOST HOTELS & RESORTS COMMON STOCK 44107P104 1,347 76,495 SH   DFND   0 76,495 0
HUGOTON ROYALTY TRUST COMMON STOCK 444717102 1,286 54,100 SH   DFND   0 54,100 0
HUTCHINSON TECH INC COMMON STOCK 448407106 8 3,000 SH   DFND   0 3,000 0
ITT EDUCATION SERVICES COMMON STOCK 45068B109 1,010 13,997 SH   DFND   0 13,997 0
ICICI BANK LTD COMMON STOCK-FO 45104G104 997 20,000 SH   DFND   0 20,000 0
ICONIX BRAND GROUP INC COMMON STOCK 451055107 389 18,100 SH   DFND   0 18,100 0
ILLINOIS TOOL WORKS COMMON STOCK 452308109 494 9,200 SH   DFND   0 9,200 0
IMATION CORP COMMON STOCK 45245A107 67 6,000 SH   DFND   0 6,000 0
INDIA FD INC COMMON STOCK 454089103 237 7,200 SH   DFND   0 7,200 0
INFOSYS LIMITED COMMON STOCK-FO 456788108 1,291 18,000 SH   DFND   0 18,000 0
INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 729 15,800 SH   DFND   0 15,800 0
INTEGRA LIFESCIENCES HLDGS CORP COMMON STOCK 457985208 958 20,200 SH   DFND   0 20,200 0
INTEL CORP COMMON STOCK 458140100 4,932 244,381 SH   DFND   0 244,381 0
INTEGRYS ENERGY GROUP INC COMMON STOCK 45822P105 1,798 35,600 SH   DFND   0 35,600 0
INTL BANCSHARES CORP COMMON STOCK 459044103 2,017 110,000 SH   DFND   0 110,000 0
IBM CORP COMMON STOCK 459200101 7,542 46,248 SH   DFND   0 46,248 0
INTUIT INC COMMON STOCK 461202103 558 10,500 SH   DFND   0 10,500 0
ISHARES COMMON STOCK-FO 464286202 112 4,780 SH   DFND   0 4,780 0
ISHARES EXCHANGE TRADED 464286715 894 14,000 PRN   DFND   0 14,000 0
ISHARES EXCHANGE TRADED 464286731 2,538 170,791 PRN   DFND   0 170,791 0
ISHARES EXCHANGE TRADED 464286772 4,614 71,700 PRN   DFND   0 71,700 0
ISHARES EXCHANGE TRADED 464286830 3,357 227,000 PRN   DFND   0 227,000 0
ISHARES EXCHANGE TRADED 464287184 2,403 53,500 PRN   DFND   0 53,500 0
ISHARES EXCHANGE TRADED 464287408 2,786 44,000 PRN   DFND   0 44,000 0
ISHARES EXCHANGE TRADED 464287705 1,042 12,085 PRN   DFND   0 12,085 0
ISHARES EXCHANGE TRADED 464287804 618 8,400 PRN   DFND   0 8,400 0
ITAU UNIBANCO HOLDING SA COMMON STOCK-FO 465562106 842 35,000 SH   DFND   0 35,000 0
JDS UNIPHASE CORP COMMON STOCK 46612J507 2,517 120,780 SH   DFND   0 120,780 0
JDA SOFTWARE GROUP COMMON STOCK 46612K108 990 32,700 SH   DFND   0 32,700 0
JP MORGAN CHASE & CO COMMON STOCK 46625H100 6,556 142,222 SH   DFND   0 142,222 0
JABIL CIRCUIT INC COMMON STOCK 466313103 7,298 357,200 SH   DFND   0 357,200 0
JACOBS ENG GROUP COMMON STOCK 469814107 3,348 65,100 SH   DFND   0 65,100 0
JAKKS PACIFIC INC COMMON STOCK 47012E106 1,026 53,000 SH   DFND   0 53,000 0
JOHN BEAN TECHNOLOGIES CORP COMMON STOCK 477839104 1,160 60,300 SH   DFND   0 60,300 0
JOHNSON & JOHNSON COMMON STOCK 478160104 2,136 36,044 SH   DFND   0 36,044 0
JOHNSON CTLS INC COMMON STOCK 478366107 445 10,700 SH   DFND   0 10,700 0
JONES LANG LASALLE INC COMMON STOCK 48020Q107 1,107 11,100 SH   DFND   0 11,100 0
JOY GLOBAL INC COMMON STOCK 481165108 4,724 47,810 SH   DFND   0 47,810 0
KELLOGG CO COMMON STOCK 487836108 820 15,200 SH   DFND   0 15,200 0
KENNAMETAL INC COMMON STOCK 489170100 2,377 60,938 SH   DFND   0 60,938 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 1,749 26,800 SH   DFND   0 26,800 0
KIMCO REALTY CORP COMMON STOCK 49446R109 196 10,700 SH   DFND   0 10,700 0
KINDER MORGAN INC COMMON STOCK 49456B101 990 33,387 SH   DFND   0 33,387 0
KINDRED HEALTHCARE INC COMMON STOCK 494580103 1,822 76,300 SH   DFND   0 76,300 0
KINETIC CONCEPTS COMMON STOCK 49460W208 5,388 99,000 SH   DFND   0 99,000 0
KITE REALTY GROUP TRUST COMMON STOCK 49803T102 61 11,500 SH   DFND   0 11,500 0
KOHLS CORP COMMON STOCK 500255104 1,246 23,500 SH   DFND   0 23,500 0
PHILIPS ELECTRONICS NV COMMON STOCK-FO 500472303 3,411 106,025 SH   DFND   0 106,025 0
KRAFT FOODS INC COMMON STOCK 50075N104 1,225 39,076 SH   DFND   0 39,076 0
LSB INDS INC COMMON STOCK 502160104 868 21,900 SH   DFND   0 21,900 0
L-3 COMMUNICATIONS HLDGS INC COMMON STOCK 502424104 3,466 44,259 SH   DFND   0 44,259 0
LADISH INC COMMON STOCK 505754200 967 17,700 SH   DFND   0 17,700 0
LAS VEGAS SANDS CORP COMMON STOCK 517834107 874 20,700 SH   DFND   0 20,700 0
LASALLE HOTEL PROPERTIES COMMON STOCK 517942108 446 16,500 SH   DFND   0 16,500 0
LEGG MASON INC COMMON STOCK 524901105 814 22,567 SH   DFND   0 22,567 0
LIBERTY PROPERTY TRUST COMMON STOCK 531172104 454 13,810 SH   DFND   0 13,810 0
LIFE TECHNOLOGIES CORP COMMON STOCK 53217V109 3,578 68,256 SH   DFND   0 68,256 0
ELI LILLY & CO COMMON STOCK 532457108 5,567 158,300 SH   DFND   0 158,300 0
LIMITED BRANDS INC COMMON STOCK 532716107 1,101 33,500 SH   DFND   0 33,500 0
LINCARE HOLDINGS INC COMMON STOCK 532791100 4,996 168,449 SH   DFND   0 168,449 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 427 14,200 SH   DFND   0 14,200 0
LINDSAY CORPORATION COMMON STOCK 535555106 2,861 36,200 SH   DFND   0 36,200 0
LINN ENERGEY LLC COMMON STOCK 536020100 1,736 44,600 SH   DFND   0 44,600 0
LOCKHEED MARTIN CORPORATION COMMON STOCK 539830109 4,398 54,700 SH   DFND   0 54,700 0
LOWES COMPANIES INC COMMON STOCK 548661107 1,076 40,700 SH   DFND   0 40,700 0
LUFKIN INDUSTRIES INC COMMON STOCK 549764108 7,010 75,000 SH   DFND   0 75,000 0
LULULEMON ATHLETICA INC COMMON STOCK-FO 550021109 1,922 21,580 SH   DFND   0 21,580 0
M & T BANK CORP COMMON STOCK 55261F104 4,866 55,000 SH   DFND   0 55,000 0
MDU RES GROUP COMMON STOCK 552690109 1,576 68,631 SH   DFND   0 68,631 0
MEMC ELECTR MATLS INC COMMON STOCK 552715104 2,510 193,700 SH   DFND   0 193,700 0
MSCI INC COMMON STOCK 55354G100 1,178 32,000 SH   DFND   0 32,000 0
MACERICH COMPANY COMMON STOCK 554382101 625 12,628 SH   DFND   0 12,628 0
MACK-CALI REALTY CORP COMMON STOCK 554489104 5,306 156,530 SH   DFND   0 156,530 0
MANITOWOC COMPANY INC COMMON STOCK 563571108 3,138 143,400 SH   DFND   0 143,400 0
MARATHON OIL CORP COMMON STOCK 565849106 469 8,800 SH   DFND   0 8,800 0
MARSH & MCLENNAN COS INC COMMON STOCK 571748102 2,507 84,100 SH   DFND   0 84,100 0
MATTEL INC COMMON STOCK 577081102 2,057 82,500 SH   DFND   0 82,500 0
MCCORMICK & CO INC COMMON STOCK 579780206 3,339 69,800 SH   DFND   0 69,800 0
MCDONALDS CORP COMMON STOCK 580135101 6,896 90,625 SH   DFND   0 90,625 0
MCKESSON CORP COMMON STOCK 58155Q103 767 9,700 SH   DFND   0 9,700 0
MEADWESTVACO CORP COMMON STOCK 583334107 1,714 56,500 SH   DFND   0 56,500 0
MEDTRONIC INC COMMON STOCK 585055106 384 9,750 SH   DFND   0 9,750 0
MERCK & CO INC COMMON STOCK 58933Y105 3,135 94,983 SH   DFND   0 94,983 0
METHODE ELECTRS INC COMMON STOCK 591520200 974 80,600 SH   DFND   0 80,600 0
METLIFE INC COMMON STOCK 59156R108 877 19,600 SH   DFND   0 19,600 0
MICROSOFT CORP COMMON STOCK 594918104 6,004 236,467 SH   DFND   0 236,467 0
MID AMERICA APARTMENTS COMMON STOCK 59522J103 3,048 47,480 SH   DFND   0 47,480 0
MINE SAFETY APPLIANCES CO COMMON STOCK 602720104 440 12,000 SH   DFND   0 12,000 0
MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 233 3,400 SH   DFND   0 3,400 0
MOHAWK INDUSTRIES INC COMMON STOCK 608190104 1,345 22,000 SH   DFND   0 22,000 0
MOLEX INC COMMON STOCK 608554101 765 30,450 SH   DFND   0 30,450 0
MOLYCORP INC COMMON STOCK 608753109 654 10,900 SH   DFND   0 10,900 0
MORGAN STANLEY EXCHANGE TRADED 61745C105 3,563 147,966 PRN   DFND   0 147,966 0
MOSAIC CO COMMON STOCK 61945A107 3,733 47,400 SH   DFND   0 47,400 0
MULTI-FINELINE ELECTRONIX COMMON STOCK 62541B101 488 17,300 SH   DFND   0 17,300 0
MURPHY OIL CORP COMMON STOCK 626717102 1,388 18,910 SH   DFND   0 18,910 0
MYLAN INC COMMON STOCK 628530107 605 26,700 SH   DFND   0 26,700 0
MYRIAD GENETICS, INC COMMON STOCK 62855J104 262 13,000 SH   DFND   0 13,000 0
NCR CORP COMMON STOCK 62886E108 655 34,748 SH   DFND   0 34,748 0
NTT DOCOMO INC COMMON STOCK-FO 62942M201 161 9,150 SH   DFND   0 9,150 0
NATIONAL FUEL GAS CO NJ COMMON STOCK 636180101 1,661 22,450 SH   DFND   0 22,450 0
NATIONAL HEALTH INVESTORS INC COMMON STOCK 63633D104 623 13,000 SH   DFND   0 13,000 0
NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 2,093 26,400 SH   DFND   0 26,400 0
NATIONAL RETAIL PROPERTIES INC COMMON STOCK 637417106 206 7,900 SH   DFND   0 7,900 0
NATIONWIDE HEALTH PPTYS INC COMMON STOCK 638620104 43 1,000 SH   DFND   0 1,000 0
NATURAL RESOURCE PARTNERS LP COMMON STOCK 63900P103 2,209 62,975 SH   DFND   0 62,975 0
NETFLIX INC COMMON STOCK 64110L106 3,234 13,600 SH   DFND   0 13,600 0
NETLOGIC MICROSYSTEMS INC COMMON STOCK 64118B100 2,156 51,300 SH   DFND   0 51,300 0
NEW GERMANY FUND EXCHANGE TRADED 644465106 338 19,465 PRN   DFND   0 19,465 0
NEW JERSEY RESOURCES COMMON STOCK 646025106 689 16,050 SH   DFND   0 16,050 0
NEWELL RUBBERMAID INC COMMON STOCK 651229106 528 27,600 SH   DFND   0 27,600 0
NEWFIELD EXPLORATION COMPANY COMMON STOCK 651290108 3,116 41,000 SH   DFND   0 41,000 0
NICE SYSTEMS LTD COMMON STOCK-FO 653656108 118 3,200 SH   DFND   0 3,200 0
NOKIA CORP COMMON STOCK-FO 654902204 1,823 214,200 SH   DFND   0 214,200 0
NOBLE ENERGY INC COMMON STOCK 655044105 3,414 35,324 SH   DFND   0 35,324 0
NORDSTROM INC COMMON STOCK 655664100 2,027 45,158 SH   DFND   0 45,158 0
NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 604 13,100 SH   DFND   0 13,100 0
NOVARTIS AG COMMON STOCK-FO 66987V109 451 8,290 SH   DFND   0 8,290 0
NOVO NORDISK COMMON STOCK-FO 670100205 3,204 25,582 SH   DFND   0 25,582 0
NVIDIA CORP COMMON STOCK 67066G104 1,916 103,800 SH   DFND   0 103,800 0
OYO GEOSPACE CORP COMMON STOCK 671074102 6,901 70,000 SH   DFND   0 70,000 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 1,912 18,300 SH   DFND   0 18,300 0
OCEANEERING INTL INC COMMON STOCK 675232102 2,886 32,260 SH   DFND   0 32,260 0
OIL SERVICE HOLDERS TRUST COMMON STOCK 678002106 2,022 12,300 SH   DFND   0 12,300 0
OLIN CORP COMMON STOCK 680665205 2,301 100,400 SH   DFND   0 100,400 0
OMNICOM GROUP COMMON STOCK 681919106 289 5,885 SH   DFND   0 5,885 0
OMNIVISION TECHNOLOGIES COMMON STOCK 682128103 661 18,600 SH   DFND   0 18,600 0
ON SEMICONDUCTOR CORP COMMON STOCK 682189105 1,248 126,620 SH   DFND   0 126,620 0
ORACLE CORPORATION COMMON STOCK 68389X105 3,484 104,210 SH   DFND   0 104,210 0
OSIRIS THERAPEUTICS INC COMMON STOCK 68827R108 595 82,000 SH   DFND   0 82,000 0
OVERSEAS SHIPHOLDING GROUP COMMON STOCK 690368105 482 15,000 SH   DFND   0 15,000 0
OWENS & MINOR INC COMMON STOCK 690732102 1,221 37,580 SH   DFND   0 37,580 0
OWENS ILLINOIS INC COMMON STOCK 690768403 3,321 110,000 SH   DFND   0 110,000 0
PDL BIOPHARMA COMMON STOCK 69329Y104 251 43,200 SH   DFND   0 43,200 0
POSCO COMMON STOCK-FO 693483109 2,686 23,500 SH   DFND   0 23,500 0
PPG INDUSTRIES INC COMMON STOCK 693506107 3,621 38,030 SH   DFND   0 38,030 0
PS BUSINESS PARKS INC COMMON STOCK 69360J107 1,728 29,830 SH   DFND   0 29,830 0
PALL CORP COMMON STOCK 696429307 1,958 33,979 SH   DFND   0 33,979 0
PANASONIC CORP COMMON STOCK-FO 69832A205 131 10,390 SH   DFND   0 10,390 0
PAPA JOHN'S INTL INC COMMON STOCK 698813102 950 30,000 SH   DFND   0 30,000 0
PARKER HANNIFIN CORP COMMON STOCK 701094104 4,400 46,474 SH   DFND   0 46,474 0
PATRIOT COAL CORP COMMON STOCK 70336T104 966 37,400 SH   DFND   0 37,400 0
PATTERSON CO INC COMMON STOCK 703395103 386 12,000 SH   DFND   0 12,000 0
PEABODY ENERGY CORP COMMON STOCK 704549104 4,879 67,800 SH   DFND   0 67,800 0
PEARSON PLC COMMON STOCK-FO 705015105 441 24,750 SH   DFND   0 24,750 0
PENN VIRGINIA RESOURCE PARTNER COMMON STOCK 707884102 1,676 60,500 SH   DFND   0 60,500 0
PENNSYLVANIA REAL ESTATE COMMON STOCK 709102107 59 4,100 SH   DFND   0 4,100 0
PEPCO HOLDINGS INC COMMON STOCK 713291102 1,589 85,200 SH   DFND   0 85,200 0
PEPSICO INC COMMON STOCK 713448108 1,961 30,440 SH   DFND   0 30,440 0
PERRIGO COMPANY COMMON STOCK 714290103 986 12,400 SH   DFND   0 12,400 0
PETROCHINA CO LTD COMMON STOCK-FO 71646E100 3,129 20,550 SH   DFND   0 20,550 0
PETROHAWK ENERGY CORP COMMON STOCK 716495106 1,735 70,700 SH   DFND   0 70,700 0
PETROLEO BRASILEIRO S.A. COMMON STOCK-FO 71654V408 3,378 83,550 SH   DFND   0 83,550 0
PETSMART COMMON STOCK 716768106 1,141 27,870 SH   DFND   0 27,870 0
PFIZER INC COMMON STOCK 717081103 3,787 186,446 SH   DFND   0 186,446 0
PHARMERICA CORP COMMON STOCK 71714F104 0 1 SH   DFND   0 1 0
PHILIP MORRIS INTL INC COMMON STOCK 718172109 5,281 80,470 SH   DFND   0 80,470 0
PINNACLE WEST CAPITAL COMMON STOCK 723484101 2,328 54,400 SH   DFND   0 54,400 0
PLUM CREEK TIMBER CO INC COMMON STOCK 729251108 2,024 46,400 SH   DFND   0 46,400 0
POLARIS INDS INC COMMON STOCK 731068102 1,740 20,000 SH   DFND   0 20,000 0
POLO RALPH LAUREN CORP COMMON STOCK 731572103 2,660 21,510 SH   DFND   0 21,510 0
PORTLAND GENERAL ELEC CORP COMMON STOCK 736508847 2,479 104,300 SH   DFND   0 104,300 0
POST PROPERTIES COMMON STOCK 737464107 43 1,100 SH   DFND   0 1,100 0
POTASH CORP OF SASKATCHEWAN COMMON STOCK-FO 73755L107 6,624 112,400 SH   DFND   0 112,400 0
POWERSHARES EXCHANGE TRADED 73935A104 586 10,210 PRN   DFND   0 10,210 0
POWERSHARES EXCHANGE TRADED 73936B408 1,753 51,200 PRN   DFND   0 51,200 0
PRAXAIR INC COMMON STOCK 74005P104 1,433 14,100 SH   DFND   0 14,100 0
PRECISION CASTPARTS CORP COMMON STOCK 740189105 1,693 11,500 SH   DFND   0 11,500 0
PRICE T ROWE GROUP INC COMMON STOCK 74144T108 1,670 25,140 SH   DFND   0 25,140 0
PRICELINE GROUP INC COMMON STOCK 741503403 2,507 4,950 SH   DFND   0 4,950 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 1,645 51,240 SH   DFND   0 51,240 0
PROCTER & GAMBLE CO COMMON STOCK 742718109 3,824 62,083 SH   DFND   0 62,083 0
PROGRESS ENERGY INC COMMON STOCK 743263105 1,970 42,700 SH   DFND   0 42,700 0
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 848 29,160 SH   DFND   0 29,160 0
PROLOGIS COMMON STOCK 743410102 150 9,386 SH   DFND   0 9,386 0
PROSHARES EXCHANGE TRADED 74347R297 1,367 36,500 PRN   DFND   0 36,500 0
PROSHARES COMMON STOCK 74347R503 325 7,900 SH   DFND   0 7,900 0
PROSHARES EXCHANGE TRADED 74347W858 1,058 65,000 PRN   DFND   0 65,000 0
PROSPERITY BANCSHARES INC COMMON STOCK 743606105 1,053 24,630 SH   DFND   0 24,630 0
PROTECTIVE LIFE CORP COMMON STOCK 743674103 398 15,000 SH   DFND   0 15,000 0
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 1,663 27,000 SH   DFND   0 27,000 0
PUBLIC STORAGE COMMON STOCK 74460D109 632 5,700 SH   DFND   0 5,700 0
QUAKER CHEMICAL CORP COMMON STOCK 747316107 4,138 103,000 SH   DFND   0 103,000 0
QEP RESOURCES INC COMMON STOCK 74733V100 20 500 SH   DFND   0 500 0
QUALCOMM INC COMMON STOCK 747525103 3,050 55,630 SH   DFND   0 55,630 0
QUANEX BUILDING PRODUCTS COMMON STOCK 747619104 444 22,600 SH   DFND   0 22,600 0
QUANTA SERVICES INC COMMON STOCK 74762E102 2,916 130,000 SH   DFND   0 130,000 0
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 1,045 18,100 SH   DFND   0 18,100 0
QUESTAR CORP COMMON STOCK 748356102 2,656 152,228 SH   DFND   0 152,228 0
RTI INTERNATIONAL METALS INC COMMON STOCK 74973W107 1,371 44,000 SH   DFND   0 44,000 0
RACKSPACE HOSTING INC COMMON STOCK 750086100 5,510 128,590 SH   DFND   0 128,590 0
RALCORP HOLDINGS INC COMMON STOCK 751028101 1,602 23,411 SH   DFND   0 23,411 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 6,692 175,000 SH   DFND   0 175,000 0
RAYONIER INC COMMON STOCK 754907103 4,050 65,000 SH   DFND   0 65,000 0
REALD INC COMMON STOCK 75604L105 1,089 39,800 SH   DFND   0 39,800 0
REALTY INCOME CORP COMMON STOCK 756109104 70 2,000 SH   DFND   0 2,000 0
RED HAT, INC COMMON STOCK 756577102 5,901 130,000 SH   DFND   0 130,000 0
REGENCY CENTERS CORP COMMON STOCK 758849103 313 7,200 SH   DFND   0 7,200 0
REGIONS FINANCIAL COMMON STOCK 7591EP100 290 40,000 SH   DFND   0 40,000 0
RENT A CENTER INC COMMON STOCK 76009N100 902 25,850 SH   DFND   0 25,850 0
REPSOL SA COMMON STOCK-FO 76026T205 1,980 57,700 SH   DFND   0 57,700 0
RIO TINTO PLC COMMON STOCK-FO 767204100 5,673 79,770 SH   DFND   0 79,770 0
RIVERBED TECHNOLOGY INC COMMON STOCK 768573107 2,048 54,400 SH   DFND   0 54,400 0
ROBBINS & MYERS INC COMMON STOCK 770196103 1,651 35,900 SH   DFND   0 35,900 0
ROCKWELL AUTOMATION, INC COMMON STOCK 773903109 322 3,400 SH   DFND   0 3,400 0
ROSS STORES INC COMMON STOCK 778296103 1,434 20,160 SH   DFND   0 20,160 0
ROWAN COMPANIES INC COMMON STOCK 779382100 1,127 25,500 SH   DFND   0 25,500 0
ROYAL BANK OF CANADA COMMON STOCK-FO 780087102 1,906 30,750 SH   DFND   0 30,750 0
ROYAL DUTCH SHELL PLC COMMON STOCK-FO 780259206 7,534 103,400 SH   DFND   0 103,400 0
RUDDICK CORP COMMON STOCK 781258108 3,336 86,450 SH   DFND   0 86,450 0
RYDER SYSTEM INC COMMON STOCK 783549108 4,716 93,200 SH   DFND   0 93,200 0
SCBT FINANCIAL CORP COMMON STOCK 78401V102 2,442 73,383 SH   DFND   0 73,383 0
SL GREEN REALTY CORP COMMON STOCK 78440X101 173 2,303 SH   DFND   0 2,303 0
SM ENERGY CO COMMON STOCK 78454L100 1,632 22,000 SH   DFND   0 22,000 0
SPX CORP COMMON STOCK 784635104 365 4,600 SH   DFND   0 4,600 0
SPDR EXCHANGE TRADED 78463X756 2,938 54,555 PRN   DFND   0 54,555 0
SPDR EXCHANGE TRADED 78467X109 2,120 17,232 PRN   DFND   0 17,232 0
SPDR EXCHANGE TRADED 78467Y107 557 3,100 PRN   DFND   0 3,100 0
ST JOE COMPANY COMMON STOCK 790148100 1,798 71,700 SH   DFND   0 71,700 0
ST JUDE MEDICAL INC COMMON STOCK 790849103 1,883 36,730 SH   DFND   0 36,730 0
SALESFORCE.COM INC COMMON STOCK 79466L302 2,920 21,860 SH   DFND   0 21,860 0
SANDERSON FARMS INC COMMON STOCK 800013104 758 16,500 SH   DFND   0 16,500 0
SANDISK CORP COMMON STOCK 80004C101 4,360 94,600 SH   DFND   0 94,600 0
SANOFI COMMON STOCK-FO 80105N105 3,085 87,600 SH   DFND   0 87,600 0
SASOL LTD SPONSORED ADR COMMON STOCK-FO 803866300 3,158 54,500 SH   DFND   0 54,500 0
SCANSOURCE INC COMMON STOCK 806037107 1,254 33,000 SH   DFND   0 33,000 0
SCHLUMBERGER LTD COMMON STOCK 806857108 11,465 122,932 SH   DFND   0 122,932 0
SCHNITZER STEEL INDS INC COMMON STOCK 806882106 442 6,800 SH   DFND   0 6,800 0
THE SCOTTS MIRACLE-GRO COMPANY COMMON STOCK 810186106 2,013 34,800 SH   DFND   0 34,800 0
SCRIPPS NETWORKS INTER COMMON STOCK 811065101 346 6,900 SH   DFND   0 6,900 0
TECHNOLOGY SELECT SECTOR SPDR COMMON STOCK 81369Y803 1,981 76,000 SH   DFND   0 76,000 0
SHANDA INTERACTIVE ENTERTAINMENT COMMON STOCK-FO 81941Q203 735 17,500 SH   DFND   0 17,500 0
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 109 1,300 SH   DFND   0 1,300 0
SIEMENS AG COMMON STOCK-FO 826197501 499 3,636 SH   DFND   0 3,636 0
SIGMA DESIGNS INC COMMON STOCK 826565103 2,668 206,000 SH   DFND   0 206,000 0
SILVER WHEATON CORP COMMON STOCK 828336107 468 10,800 SH   DFND   0 10,800 0
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 3,754 35,028 SH   DFND   0 35,028 0
SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 1,292 39,890 SH   DFND   0 39,890 0
SOCIEDAD QUIMICA Y MINERA COMMON STOCK-FO 833635105 3,260 59,000 SH   DFND   0 59,000 0
SONIC CORP COMMON STOCK 835451105 3,032 335,000 SH   DFND   0 335,000 0
SONOCO PRODUCTS COMMON STOCK 835495102 1,366 37,700 SH   DFND   0 37,700 0
SONY CORP COMMON STOCK-FO 835699307 3,107 97,600 SH   DFND   0 97,600 0
SOUTHERN COPPER CORP COMMON STOCK 84265V105 1,782 44,250 SH   DFND   0 44,250 0
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 2,046 162,000 SH   DFND   0 162,000 0
SOVRAN SELF STORAGE INC COMMON STOCK 84610H108 1,653 41,800 SH   DFND   0 41,800 0
SPECTRA ENERGY CORP COMMON STOCK 847560109 4,419 162,600 SH   DFND   0 162,600 0
STANDARD MICROSYSTEMS CORP COMMON STOCK 853626109 2,242 90,900 SH   DFND   0 90,900 0
STANLEY BLACK & DECKER INC COMMON STOCK 854502101 1,391 18,163 SH   DFND   0 18,163 0
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 384 6,600 SH   DFND   0 6,600 0
STATE STREET CORP COMMON STOCK 857477103 472 10,500 SH   DFND   0 10,500 0
STATOIL ASA COMMON STOCK-FO 85771P102 1,151 41,632 SH   DFND   0 41,632 0
STERICYCLE INC COMMON STOCK 858912108 257 2,900 SH   DFND   0 2,900 0
STILLWATER MINING COMPANY COMMON STOCK 86074Q102 166 7,250 SH   DFND   0 7,250 0
STRAYER EDUCATION INC COMMON STOCK 863236105 1,083 8,300 SH   DFND   0 8,300 0
STRYKER CORP COMMON STOCK 863667101 2,923 48,070 SH   DFND   0 48,070 0
STURM RUGER & CO INC COMMON STOCK 864159108 459 20,000 SH   DFND   0 20,000 0
SUN LIFE FINANCIAL INC COMMON STOCK 866796105 2,316 73,700 SH   DFND   0 73,700 0
SUPERIOR ENERGY SERVICES INC COMMON STOCK 868157108 836 20,400 SH   DFND   0 20,400 0
SWIFT ENERGY CO COMMON STOCK 870738101 982 23,000 SH   DFND   0 23,000 0
SYNOPSYS INC COMMON STOCK 871607107 987 35,700 SH   DFND   0 35,700 0
SYNGENTA AG COMMON STOCK-FO 87160A100 6,506 99,830 SH   DFND   0 99,830 0
SYNTEL INC COMMON STOCK 87162H103 1,217 23,300 SH   DFND   0 23,300 0
TJX COMPANIES INC COMMON STOCK 872540109 328 6,600 SH   DFND   0 6,600 0
TAIWAN SEMICONDUCTOR MFG LTD COMMON STOCK-FO 874039100 6,963 571,654 SH   DFND   0 571,654 0
TANGER FACTORY OUTLET COMMON STOCK 875465106 520 19,800 SH   DFND   0 19,800 0
TARGET CORP COMMON STOCK 87612E106 400 8,000 SH   DFND   0 8,000 0
TASER INTERNATIONAL INC COMMON STOCK 87651B104 203 50,000 SH   DFND   0 50,000 0
TATA MOTORS LTD COMMON STOCK-FO 876568502 228 8,200 SH   DFND   0 8,200 0
TELEFLEX INC COMMON STOCK 879369106 1,410 24,321 SH   DFND   0 24,321 0
TELUS CORP COMMON STOCK-FO 87971M202 495 10,200 SH   DFND   0 10,200 0
TENARIS SA COMMON STOCK-FO 88031M109 166 3,350 SH   DFND   0 3,350 0
TERADATA CORP COMMON STOCK 88076W103 2,877 56,748 SH   DFND   0 56,748 0
TERRA NITROGEN CO COMMON STOCK 881005201 2,959 25,315 SH   DFND   0 25,315 0
TERRENO REALTY CORP COMMON STOCK 88146M101 22 1,300 SH   DFND   0 1,300 0
TESORO CORPORATION COMMON STOCK 881609101 1,301 48,500 SH   DFND   0 48,500 0
TEVA PHARMACEUTICAL COMMON STOCK-FO 881624209 4,485 89,400 SH   DFND   0 89,400 0
TEXAS INDS INC COMMON STOCK 882491103 3,166 70,000 SH   DFND   0 70,000 0
THAI FUND INC EXCHANGE TRADED 882904105 239 17,940 PRN   DFND   0 17,940 0
TEXTRON INC COMMON STOCK 883203101 274 10,000 SH   DFND   0 10,000 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 4,720 84,969 SH   DFND   0 84,969 0
THOMAS & BETTS CORP COMMON STOCK 884315102 2,046 34,400 SH   DFND   0 34,400 0
3M COMPANY COMMON STOCK 88579Y101 4,707 50,347 SH   DFND   0 50,347 0
TIME WARNER INC COMMON STOCK 887317303 1,607 45,000 SH   DFND   0 45,000 0
TIME WARNER CABLE INC COMMON STOCK 88732J207 2,882 40,400 SH   DFND   0 40,400 0
TITANIUM METALS CORP COMMON STOCK 888339207 344 18,500 SH   DFND   0 18,500 0
TORCHMARK CORP COMMON STOCK 891027104 2,739 41,197 SH   DFND   0 41,197 0
TOTAL FINA ELF S A COMMON STOCK-FO 89151E109 6,780 111,200 SH   DFND   0 111,200 0
TRACTOR SUPPLY COMPANY COMMON STOCK 892356106 1,748 29,200 SH   DFND   0 29,200 0
TRAVELERS COS INC COMMON STOCK 89417E109 6,330 106,417 SH   DFND   0 106,417 0
TRIMBLE NAVIGATION COMMON STOCK 896239100 7,530 149,000 SH   DFND   0 149,000 0
TRINITY INDS INC COMMON STOCK 896522109 6,784 185,000 SH   DFND   0 185,000 0
TRUSTMARK CORP COMMON STOCK 898402102 724 30,900 SH   DFND   0 30,900 0
UDR INC COMMON STOCK 902653104 175 7,192 SH   DFND   0 7,192 0
UGI CORP NEW COMMON STOCK 902681105 428 13,000 SH   DFND   0 13,000 0
U S BANCORP COMMON STOCK 902973304 1,625 61,500 SH   DFND   0 61,500 0
ULTRATECH STEPPER INC COMMON STOCK 904034105 1,802 61,300 SH   DFND   0 61,300 0
UNIFIRST CORPORATION COMMON STOCK 904708104 599 11,300 SH   DFND   0 11,300 0
UNION PACIFIC CORP COMMON STOCK 907818108 7,456 75,830 SH   DFND   0 75,830 0
UNIT CORP COMMON STOCK 909218109 1,657 26,743 SH   DFND   0 26,743 0
UNITED PARCEL SERVICE COMMON STOCK 911312106 2,806 37,750 SH   DFND   0 37,750 0
UNITED STATES LIME & MINERAL COMMON STOCK 911922102 2,046 50,500 SH   DFND   0 50,500 0
US NATURAL GAS FUND LP EXCHANGE TRADED 912318110 604 52,500 PRN   DFND   0 52,500 0
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 3,258 38,488 SH   DFND   0 38,488 0
UNITRIN INC COMMON STOCK 913275103 2,424 78,500 SH   DFND   0 78,500 0
UNIVERSAL CORP COMMON STOCK 913456109 3,505 80,500 SH   DFND   0 80,500 0
UNIVERSAL FOREST PRODUCTS INC COMMON STOCK 913543104 1,833 50,000 SH   DFND   0 50,000 0
UNUM GROUP COMMON STOCK 91529Y106 477 18,170 SH   DFND   0 18,170 0
URBAN OUTFITTERS COMMON STOCK 917047102 3,341 112,000 SH   DFND   0 112,000 0
V F CORP COMMON STOCK 918204108 2,210 22,430 SH   DFND   0 22,430 0
VALE SA-SP COMMON STOCK-FO 91912E105 2,311 69,300 SH   DFND   0 69,300 0
VALMONT INDUSTRIES INC COMMON STOCK 920253101 2,568 24,600 SH   DFND   0 24,600 0
VARIAN SEMICONDUCTOR EQUIP ASSOC COMMON STOCK 922207105 2,848 58,512 SH   DFND   0 58,512 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 3,711 54,870 SH   DFND   0 54,870 0
VENTAS INC COMMON STOCK 92276F100 2,562 47,190 SH   DFND   0 47,190 0
VERISIGN INC COMMON STOCK 92343E102 445 12,300 SH   DFND   0 12,300 0
VERIZON COMMUNICATIONS COMMON STOCK 92343V104 1,831 47,497 SH   DFND   0 47,497 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 1,187 66,920 SH   DFND   0 66,920 0
VIVO PARTICIPACOES SA COMMON STOCK-FO 92855S200 1,010 25,000 SH   DFND   0 25,000 0
VODAFONE GROUP PLC COMMON STOCK-FO 92857W209 1,926 67,000 SH   DFND   0 67,000 0
VORNADO REALTY TRUST COMMON STOCK 929042109 2,088 23,861 SH   DFND   0 23,861 0
WSFS FINANICAL CORP COMMON STOCK 929328102 721 15,300 SH   DFND   0 15,300 0
WAL-MART STORES INC COMMON STOCK 931142103 5,733 110,153 SH   DFND   0 110,153 0
WALGREEN CO COMMON STOCK 931422109 1,806 45,000 SH   DFND   0 45,000 0
WALTER ENERGY INC. COMMON STOCK 93317Q105 1,923 14,200 SH   DFND   0 14,200 0
WASHINGTON REAL ESTATE INVT TR COMMON STOCK 939653101 155 5,000 SH   DFND   0 5,000 0
WASTE MANAGEMENT INC COMMON STOCK 94106L109 4,141 110,900 SH   DFND   0 110,900 0
WATSCO INC COMMON STOCK 942622200 1,990 28,540 SH   DFND   0 28,540 0
WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 6,993 124,850 SH   DFND   0 124,850 0
WATTS WATER TECHNOLIGIES COMMON STOCK 942749102 3,132 82,000 SH   DFND   0 82,000 0
WEINGARTEN REALTY INVEST COMMON STOCK 948741103 1,298 51,800 SH   DFND   0 51,800 0
WELLS FARGO & CO COMMON STOCK 949746101 1,266 39,918 SH   DFND   0 39,918 0
WENDY'S/ARBY'S GROUP, INC. COMMON STOCK 950587105 1,158 230,300 SH   DFND   0 230,300 0
WERNER ENTERPRISE COMMON STOCK 950755108 99 3,750 SH   DFND   0 3,750 0
WESTPORT INNOVATIONS INC COMMON STOCK-FO 960908309 1,492 67,900 SH   DFND   0 67,900 0
WEYERHAEUSER CO COMMON STOCK 962166104 2,101 85,400 SH   DFND   0 85,400 0
WHIRLPOOL CORP COMMON STOCK 963320106 395 4,630 SH   DFND   0 4,630 0
WINDSTREAM CORP COMMON STOCK 97381W104 3,641 282,660 SH   DFND   0 282,660 0
WISCONSIN ENERGY CORP COMMON STOCK 976657106 195 6,400 SH   DFND   0 6,400 0
WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 336 9,000 SH   DFND   0 9,000 0
XCEL ENERGY INC COMMON STOCK 98389B100 342 14,310 SH   DFND   0 14,310 0
XEROX CORP COMMON STOCK 984121103 500 46,940 SH   DFND   0 46,940 0
YPF SOCIEDAD ANONIMA COMMON STOCK-FO 984245100 1,888 42,400 SH   DFND   0 42,400 0
ZIMMER HOLDINGS INC COMMON STOCK 98956P102 436 7,200 SH   DFND   0 7,200 0
AMDOCS LIMITED COMMON STOCK-FO G02602103 358 12,400 SH   DFND   0 12,400 0
ARCH CAPITAL GROUP COMMON STOCK-FO G0450A105 3,496 35,250 SH   DFND   0 35,250 0
COOPER INDUSTRIES PLC COMMON STOCK-FO G24140108 3,460 53,312 SH   DFND   0 53,312 0
EVEREST RE GROUP LTD COMMON STOCK G3223R108 2,063 23,390 SH   DFND   0 23,390 0
FRESH DELMONTE PRODUCE COMMON STOCK G36738105 2,274 87,100 SH   DFND   0 87,100 0
INVESCO LTD COMMON STOCK G491BT108 629 24,600 SH   DFND   0 24,600 0
MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 1,877 106,200 SH   DFND   0 106,200 0
TSAKOS ENERGY NAVIGATION LTD COMMON STOCK G9108L108 670 61,000 SH   DFND   0 61,000 0
GOLAR LNG LTD COMMON STOCK G9456A100 1,018 39,800 SH   DFND   0 39,800 0
ACE LIMITED COMMON STOCK H0023R105 9,763 150,900 SH   DFND   0 150,900 0
ALLIED WORLD ASSURANCE CO COMMON STOCK-FO H01531104 708 11,300 SH   DFND   0 11,300 0
WEATHERFORD INTL LTD COMMON STOCK-FO H27013103 936 41,438 SH   DFND   0 41,438 0
GARMIN LTD COMMON STOCK-FO H2906T109 1,354 40,000 SH   DFND   0 40,000 0
NOBLE CORP COMMON STOCK-FO H5833N103 1,309 28,700 SH   DFND   0 28,700 0
TRANSOCEAN LTD COMMON STOCK H8817H100 1,535 19,698 SH   DFND   0 19,698 0
TYCO INTERNATIONAL LTD COMMON STOCK-FO H89128104 269 6,000 SH   DFND   0 6,000 0
ALLOT COMMUNICATIONS LTD COMMON STOCK-FO M0854Q105 658 42,000 SH   DFND   0 42,000 0
ELBIT SYSTEMS LTD COMMON STOCK-FO M3760D101 999 18,100 SH   DFND   0 18,100 0
CNH GLOBAL NV COMMON STOCK N20935206 1,656 34,100 SH   DFND   0 34,100 0
DIAMOND OFFSHORE DRILLING OPTIONS PDO99A009 1,943 25,000 SH Call DFND   0 25,000 0
THE MARKET VECTORS OPTIONS PGDX9A019 2,104 35,000 SH Call DFND   0 35,000 0
IPATH S&P 500 OPTIONS PVXZ9A019 2,477 45,000 SH Call DFND   0 45,000 0
IPATH S&P 500 OPTIONS PVXZ9M005 2,477 45,000 SH Put DFND   0 45,000 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 1,732 41,982 SH   DFND   0 41,982 0
TEEKAY CORP COMMON STOCK Y8564W103 1,688 45,700 SH   DFND   0 45,700 0