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 1,208 25,870 SH   DFND   0 25,870 0
AGCO CORP COMMON STOCK 001084102 2,295 46,500 SH   DFND   0 46,500 0
AGL RESOURCES INC COMMON STOCK 001204106 2,003 49,200 SH   DFND   0 49,200 0
AT&T INC COMMON STOCK 00206R102 3,617 115,150 SH   DFND   0 115,150 0
ABBOTT LABORATORIES COMMON STOCK 002824100 4,964 94,340 SH   DFND   0 94,340 0
ACADIA REALTY TRUST COMMON STOCK 004239109 887 43,627 SH   DFND   0 43,627 0
ACI WORLDWIDE INC COMMON STOCK 004498101 2,057 60,900 SH   DFND   0 60,900 0
ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 470 8,030 SH   DFND   0 8,030 0
AGRIUM INC COMMON STOCK-FO 008916108 1,906 21,720 SH   DFND   0 21,720 0
AKAMAI TECHNOLOGIES COMMON STOCK 00971T101 963 30,600 SH   DFND   0 30,600 0
ALBANY MOLECULAR RESH COMMON STOCK 012423109 818 170,000 SH   DFND   0 170,000 0
ALBERMARLE CORP COMMON STOCK 012653101 2,000 28,900 SH   DFND   0 28,900 0
ALCOA INC COMMON STOCK 013817101 449 28,335 SH   DFND   0 28,335 0
ALEXANDRIA REAL ESTATE EQUITIES COMMON STOCK 015271109 1,936 25,010 SH   DFND   0 25,010 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK 01741R102 1,985 31,273 SH   DFND   0 31,273 0
ALLIANCE RESOURCE PARTNERS COMMON STOCK 01877R108 4,647 60,000 SH   DFND   0 60,000 0
ALLIANT ENERGY CORP COMMON STOCK 018802108 512 12,600 SH   DFND   0 12,600 0
ALLIANT TECHSYSTEM INC COMMON STOCK 018804104 819 11,475 SH   DFND   0 11,475 0
ALLIANCEBERNSTEIN HOLDING LP COMMON STOCK 01881G106 122 6,300 SH   DFND   0 6,300 0
ALLSTATE CORP COMMON STOCK 020002101 1,194 39,100 SH   DFND   0 39,100 0
ALTRIA GROUP INC COMMON STOCK 02209S103 5,043 190,960 SH   DFND   0 190,960 0
AMAZON.COM INC COMMON STOCK 023135106 1,935 9,465 SH   DFND   0 9,465 0
AMEREN CORPORATION COMMON STOCK 023608102 1,791 62,100 SH   DFND   0 62,100 0
AMERICA MOVIL SAB DE CV COMMON STOCK-FO 02364W105 3,702 68,700 SH   DFND   0 68,700 0
AMERICAN CAMPUS COMMUNITIES COMMON STOCK 024835100 515 14,500 SH   DFND   0 14,500 0
AMERICAN EXPRESS COMMON STOCK 025816109 1,460 28,245 SH   DFND   0 28,245 0
AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 1,829 51,250 SH   DFND   0 51,250 0
AMERICAN SOFTWARE COMMON STOCK 029683109 141 17,000 SH   DFND   0 17,000 0
AMERICAN SUPERCONDUCTOR CORP COMMON STOCK 030111108 280 31,000 SH   DFND   0 31,000 0
AMERICAN VANGUARD CORP COMMON STOCK 030371108 1,336 103,000 SH   DFND   0 103,000 0
AMERISOURCE BERGEN CORP COMMON STOCK 03073E105 2,799 67,600 SH   DFND   0 67,600 0
AMERIGAS PARTNERS LP COMMON STOCK 030975106 95 2,100 SH   DFND   0 2,100 0
AMKOR TECHNOLOGY INC COMMON STOCK 031652100 776 125,820 SH   DFND   0 125,820 0
AMSURG CORP COMMON STOCK 03232P405 274 10,500 SH   DFND   0 10,500 0
AMYRIS INC COMMON STOCK 03236M101 562 20,000 SH   DFND   0 20,000 0
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 1,561 20,330 SH   DFND   0 20,330 0
ANIXTER INTERNATIONAL INC. COMMON STOCK 035290105 5,489 84,000 SH   DFND   0 84,000 0
ANNALY MORTGAGE MANAGEMENT COMMON STOCK 035710409 162 9,000 SH   DFND   0 9,000 0
APACHE CORP COMMON STOCK 037411105 950 7,700 SH   DFND   0 7,700 0
APPLE INC COMMON STOCK 037833100 8,659 25,795 SH   DFND   0 25,795 0
APPLIED MATERIALS INC COMMON STOCK 038222105 2,024 155,600 SH   DFND   0 155,600 0
APTARGROUP INC COMMON STOCK 038336103 1,068 20,400 SH   DFND   0 20,400 0
ARCH COAL INC COMMON STOCK 039380100 827 31,020 SH   DFND   0 31,020 0
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 2,563 85,000 SH   DFND   0 85,000 0
ARES CAPITAL CORP COMMON STOCK 04010L103 193 12,000 SH   DFND   0 12,000 0
ARM HOLDINGS PLC COMMON STOCK-FO 042068106 3,211 112,940 SH   DFND   0 112,940 0
ARUBA NETWORKS INC COMMON STOCK 043176106 2,729 92,360 SH   DFND   0 92,360 0
ASCENA RETAIL GROUP INC COMMON STOCK 04351G101 1,059 31,100 SH   DFND   0 31,100 0
ASSOCIATED ESTATES REALTY CP COMMON STOCK 045604105 24 1,500 SH   DFND   0 1,500 0
ASSURANT INC COMMON STOCK 04621X108 1,523 42,000 SH   DFND   0 42,000 0
ASTRAZENECA PLC COMMON STOCK-FO 046353108 5,332 106,500 SH   DFND   0 106,500 0
ATWOOD OCEANICS INC COMMON STOCK 050095108 1,059 24,000 SH   DFND   0 24,000 0
AUTOZONE INC COMMON STOCK 053332102 531 1,800 SH   DFND   0 1,800 0
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 1,782 13,881 SH   DFND   0 13,881 0
AVON PRODUCTS INC COMMON STOCK 054303102 370 13,200 SH   DFND   0 13,200 0
BCE INC COMMON STOCK-FO 05534B760 6,357 161,800 SH   DFND   0 161,800 0
BP PLC COMMON STOCK-FO 055622104 2,604 58,800 SH   DFND   0 58,800 0
BP PRUDHOE BAY ROYALTY TRUST COMMON STOCK 055630107 112 1,000 SH   DFND   0 1,000 0
BMC SOFTWARE INC COMMON STOCK 055921100 3,211 58,700 SH   DFND   0 58,700 0
BAIDU INC COMMON STOCK-FO 056752108 8,560 61,085 SH   DFND   0 61,085 0
BAKER HUGHES INC COMMON STOCK 057224107 498 6,869 SH   DFND   0 6,869 0
BALL CORP COMMON STOCK 058498106 1,765 45,900 SH   DFND   0 45,900 0
BALLY TECHNOLOGIES COMMON STOCK 05874B107 1,440 35,400 SH   DFND   0 35,400 0
BANCO BRADESCO COMMON STOCK-FO 059460303 512 25,000 SH   DFND   0 25,000 0
BANCO BILBAO VIZCAYA COMMON STOCK-FO 05946K101 6,560 558,774 SH   DFND   0 558,774 0
BANCO SANTANDER SA COMMON STOCK-FO 05964H105 3,315 288,000 SH   DFND   0 288,000 0
BANK OF AMERICA CORP COMMON STOCK 060505104 614 56,047 SH   DFND   0 56,047 0
BANK OF MONTREAL COMMON STOCK-FO 063671101 4,137 65,100 SH   DFND   0 65,100 0
CR BARD INC COMMON STOCK 067383109 483 4,400 SH   DFND   0 4,400 0
BARCLAYS BANK PLC PREFERRED STOCK 06739F390 190 7,900 SH   DFND   0 7,900 0
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 2,680 44,900 SH   DFND   0 44,900 0
BAYTEX ENERGY CORP COMMON STOCK-FO 07317Q105 185 3,400 SH   DFND   0 3,400 0
B/E AEROSPACE INC COMMON STOCK 073302101 2,245 55,000 SH   DFND   0 55,000 0
BECTON DICKINSON COMMON STOCK 075887109 948 11,000 SH   DFND   0 11,000 0
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 411 24,930 SH   DFND   0 24,930 0
BEST BUY COMPANY INC COMMON STOCK 086516101 1,074 34,200 SH   DFND   0 34,200 0
BHP BILLITON LTD-SPON ADR COMMON STOCK-FO 088606108 1,448 15,300 SH   DFND   0 15,300 0
BIO-RAD LABS INC COMMON STOCK 090572207 1,868 15,650 SH   DFND   0 15,650 0
BIOGEN IDEC INC COMMON STOCK 09062X103 1,498 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 125 4,000 SH   DFND   0 4,000 0
BLACKROCK KELSO CAPITAL CORP COMMON STOCK 092533108 135 15,000 SH   DFND   0 15,000 0
BLOCK H & R INC COMMON STOCK 093671105 1,813 113,000 SH   DFND   0 113,000 0
BOB EVANS FARMS COMMON STOCK 096761101 999 28,560 SH   DFND   0 28,560 0
BOEING CO COMMON STOCK 097023105 2,086 28,218 SH   DFND   0 28,218 0
BORG-WARNER INC COMMON STOCK 099724106 2,036 25,200 SH   DFND   0 25,200 0
BOSTON PROPERTIES INC COMMON STOCK 101121101 701 6,600 SH   DFND   0 6,600 0
BRADY CORPORATION COMMON STOCK 104674106 2,581 80,500 SH   DFND   0 80,500 0
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 256 22,100 SH   DFND   0 22,100 0
BRF S.A. COMMON STOCK-FO 10552T107 225 13,000 SH   DFND   0 13,000 0
BROADCOM CORP COMMON STOCK 111320107 918 27,300 SH   DFND   0 27,300 0
BRUNSWICK CORP COMMON STOCK 117043109 118 5,800 SH   DFND   0 5,800 0
BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 286 10,600 SH   DFND   0 10,600 0
THE BUCKLE INC COMMON STOCK 118440106 2,344 54,900 SH   DFND   0 54,900 0
CBL & ASSOCIATES PROPERTIES COMMON STOCK 124830100 19 1,064 SH   DFND   0 1,064 0
CMS ENERGY CORP COMMON STOCK 125896100 2,698 137,030 SH   DFND   0 137,030 0
CSX CORP COMMON STOCK 126408103 5,093 194,250 SH   DFND   0 194,250 0
CTS CORP COMMON STOCK 126501105 582 60,200 SH   DFND   0 60,200 0
CABELA'S INC-CL A COMMON STOCK 126804301 6,516 240,000 SH   DFND   0 240,000 0
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 2,290 36,000 SH   DFND   0 36,000 0
CAMECO CORP COMMON STOCK-FO 13321L108 1,684 63,900 SH   DFND   0 63,900 0
CANADIAN IMPERIAL BANK COMMON STOCK-FO 136069101 2,740 34,700 SH   DFND   0 34,700 0
CANADIAN NATL RAILWAY COMMON STOCK-FO 136375102 24 300 SH   DFND   0 300 0
CANADIAN NATURAL RESOURCES COMMON STOCK-FO 136385101 1,896 45,300 SH   DFND   0 45,300 0
CANON INC COMMON STOCK-FO 138006309 478 10,051 SH   DFND   0 10,051 0
CAPSTONE TURBINE CORP COMMON STOCK 14067D102 718 469,600 SH   DFND   0 469,600 0
CARBO CERAMICS INC COMMON STOCK 140781105 9,766 59,930 SH   DFND   0 59,930 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 1,294 28,500 SH   DFND   0 28,500 0
CARDTRONICS INC COMMON STOCK 14161H108 129 5,500 SH   DFND   0 5,500 0
CARPENTER TECHNOLOGY COMMON STOCK 144285103 151 2,620 SH   DFND   0 2,620 0
CASEYS GENERAL STORES INC COMMON STOCK 147528103 209 4,750 SH   DFND   0 4,750 0
CATERPILLAR INC COMMON STOCK 149123101 9,327 87,610 SH   DFND   0 87,610 0
CELEGENE CORP COMMON STOCK 151020104 1,104 18,300 SH   DFND   0 18,300 0
CENOVUS ENERGY INC COMMON STOCK-FO 15135U109 5,761 152,970 SH   DFND   0 152,970 0
CENTRAL EXCHANGE TRADED 153501101 2,901 142,391 PRN   DFND   0 142,391 0
CENTURYLINK INC COMMON STOCK 156700106 493 12,200 SH   DFND   0 12,200 0
CEPHEID INC COMMON STOCK 15670R107 953 27,500 SH   DFND   0 27,500 0
CERNER CORP COMMON STOCK 156782104 6,029 98,660 SH   DFND   0 98,660 0
CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 3,431 115,558 SH   DFND   0 115,558 0
CHEVRON CORPORATION COMMON STOCK 166764100 8,515 82,794 SH   DFND   0 82,794 0
CHICAGO BRIDGE & IRON-NY SHR COMMON STOCK 167250109 1,996 51,300 SH   DFND   0 51,300 0
CHIMERA INVESTMENT CORP COMMON STOCK 16934Q109 208 60,000 SH   DFND   0 60,000 0
CHIPOTLE MEXICAN GRILL COMMON STOCK 169656105 2,788 9,045 SH   DFND   0 9,045 0
CHUNGHWA TELECOM LTD COMMON STOCK-FO 17133Q502 543 15,708 SH   DFND   0 15,708 0
CHURCH & DWIGHT CO INC COMMON STOCK 171340102 2,921 72,060 SH   DFND   0 72,060 0
CINCINNATI FINL CORP COMMON STOCK 172062101 925 31,700 SH   DFND   0 31,700 0
CISCO SYSTEMS COMMON STOCK 17275R102 3,088 197,814 SH   DFND   0 197,814 0
CITRIX SYSTEMS INC COMMON STOCK 177376100 3,655 45,690 SH   DFND   0 45,690 0
CITY NATL CORP COMMON STOCK 178566105 1,647 30,359 SH   DFND   0 30,359 0
CLIFFS NATURAL RESOURCES COMMON STOCK 18683K101 446 4,825 SH   DFND   0 4,825 0
CLOROX CO COMMON STOCK 189054109 452 6,700 SH   DFND   0 6,700 0
COCA COLA CO COMMON STOCK 191216100 4,712 70,026 SH   DFND   0 70,026 0
CODEXIS INC COMMON STOCK 192005106 193 20,000 SH   DFND   0 20,000 0
COGDELL SPENCER INC COMMON STOCK 19238U107 42 7,000 SH   DFND   0 7,000 0
COGNEX CORP COMMON STOCK 192422103 1,251 35,300 SH   DFND   0 35,300 0
COGNIZANT TECH SOLUTIONS CRP COMMON STOCK 192446102 587 8,000 SH   DFND   0 8,000 0
COINSTAR INC COMMON STOCK 19259P300 981 17,980 SH   DFND   0 17,980 0
COLGATE PALMOLIVE COMMON STOCK 194162103 2,447 28,000 SH   DFND   0 28,000 0
COLONIAL PPTYS TR COMMON STOCK 195872106 51 2,500 SH   DFND   0 2,500 0
COLUMBIA SPORTSWEAR COMPANY COMMON STOCK 198516106 856 13,500 SH   DFND   0 13,500 0
COMCAST CORP COMMON STOCK 20030N101 1,419 56,000 SH   DFND   0 56,000 0
COMMERCIAL METALS CO COMMON STOCK 201723103 43 3,000 SH   DFND   0 3,000 0
COMPANHIA BRASILERIA DE DISTR COMMON STOCK-FO 20440T201 2,592 55,200 SH   DFND   0 55,200 0
COMPANHIA DE BEBIDAS DAS AMERS COMMON STOCK-FO 20441W203 759 22,500 SH   DFND   0 22,500 0
CIA DE MINAS BUENAVENTUR ADR COMMON STOCK-FO 204448104 2,637 69,430 SH   DFND   0 69,430 0
CONOCOPHILLIPS COMMON STOCK 20825C104 7,594 101,000 SH   DFND   0 101,000 0
CONSOL ENERGY INC COMMON STOCK 20854P109 3,665 75,600 SH   DFND   0 75,600 0
CONSOLIDATED EDISON INC COMMON STOCK 209115104 272 5,100 SH   DFND   0 5,100 0
CONSTELLATION BRANDS INC COMMON STOCK 21036P108 1,073 51,520 SH   DFND   0 51,520 0
CORESITE REALTY CORP COMMON STOCK 21870Q105 44 2,700 SH   DFND   0 2,700 0
CORN PRODUCTS INTL INC COMMON STOCK 219023108 1,480 26,780 SH   DFND   0 26,780 0
CORNING INC COMMON STOCK 219350105 1,134 62,500 SH   DFND   0 62,500 0
CONVENTRY HEALTH CARE INC COMMON STOCK 222862104 772 21,175 SH   DFND   0 21,175 0
CREE INC COMMON STOCK 225447101 1,149 34,200 SH   DFND   0 34,200 0
CTRIP.COM INTL-ADR COMMON STOCK-FO 22943F100 1,354 31,420 SH   DFND   0 31,420 0
CULLEN/FROST BANKERS INC COMMON STOCK 229899109 4,224 74,300 SH   DFND   0 74,300 0
CUMMINS INC COMMON STOCK 231021106 2,204 21,300 SH   DFND   0 21,300 0
CYMER INC COMMON STOCK 232572107 446 9,000 SH   DFND   0 9,000 0
CYTEC INDUSTRIES INC COMMON STOCK 232820100 1,887 33,000 SH   DFND   0 33,000 0
DCP MIDSTREAM PARTNERS LP COMMON STOCK 23311P100 90 2,200 SH   DFND   0 2,200 0
DTE ENERGY CO COMMON STOCK 233331107 391 7,820 SH   DFND   0 7,820 0
DARLING INGREDIENTS INC COMMON STOCK 237266101 225 12,700 SH   DFND   0 12,700 0
DEERE & CO COMMON STOCK 244199105 7,411 89,890 SH   DFND   0 89,890 0
DENBURY RESOURCES INC COMMON STOCK 247916208 3,250 162,500 SH   DFND   0 162,500 0
DENISON MINES CORP COMMON STOCK 248356107 67 35,000 SH   DFND   0 35,000 0
DESARROLLADORA HOMEX-ADR COMMON STOCK-FO 25030W100 691 27,400 SH   DFND   0 27,400 0
DEVELOPERS DIVERS REALTY CRP COMMON STOCK 251591103 16 1,100 SH   DFND   0 1,100 0
DEVON ENERGY CORPORATION COMMON STOCK 25179M103 528 6,700 SH   DFND   0 6,700 0
DIAMOND FOODS INC COMMON STOCK 252603105 1,244 16,300 SH   DFND   0 16,300 0
DIAMONDROCK HOSPITALITY CO COMMON STOCK 252784301 14 1,300 SH   DFND   0 1,300 0
DIGITAL REALTY COMMON STOCK 253868103 618 10,000 SH   DFND   0 10,000 0
DIODES INC COMMON STOCK 254543101 1,566 60,000 SH   DFND   0 60,000 0
WALT DISNEY CO COMMON STOCK 254687106 1,425 36,500 SH   DFND   0 36,500 0
DISCOVER FINANCIAL SVS COMMON STOCK 254709108 901 33,700 SH   DFND   0 33,700 0
DIRECTV COMMON STOCK 25490A101 1,848 36,360 SH   DFND   0 36,360 0
DOCTOR REDDY'S LAB COMMON STOCK-FO 256135203 687 20,000 SH   DFND   0 20,000 0
DOLLAR TREE INC COMMON STOCK 256746108 1,106 16,600 SH   DFND   0 16,600 0
DOMINION RESOURCES INC COMMON STOCK 25746U109 2,124 44,000 SH   DFND   0 44,000 0
DONNELLEY (R.R.) & SONS CO COMMON STOCK 257867101 2,545 129,800 SH   DFND   0 129,800 0
DOUGLAS EMMETT INC COMMON STOCK 25960P109 358 18,000 SH   DFND   0 18,000 0
DOW CHEMICAL COMMON STOCK 260543103 2,740 76,100 SH   DFND   0 76,100 0
DR PEPPER SNAPPLE GROUP COMMON STOCK 26138E109 1,367 32,600 SH   DFND   0 32,600 0
DRIL-QUIP COMMON STOCK 262037104 1,085 16,000 SH   DFND   0 16,000 0
DU PONT E I DE NEMOURS & CO COMMON STOCK 263534109 3,883 71,850 SH   DFND   0 71,850 0
DUKE REALTY CORP COMMON STOCK 264411505 2,109 150,500 SH   DFND   0 150,500 0
DUPONT FABROS TECHNOLOGY COMMON STOCK 26613Q106 144 5,700 SH   DFND   0 5,700 0
EMC CORP/MASS COMMON STOCK 268648102 6,105 221,590 SH   DFND   0 221,590 0
ENI SPA COMMON STOCK-FO 26874R108 2,325 48,900 SH   DFND   0 48,900 0
EOG RESOURCES INC COMMON STOCK 26875P101 193 1,850 SH   DFND   0 1,850 0
EAGLE MATERIALS INC COMMON STOCK 26969P108 1,446 51,900 SH   DFND   0 51,900 0
EAGLE ROCK ENERGY PARTNERS COMMON STOCK 26985R104 111 10,000 SH   DFND   0 10,000 0
EASTGROUP PROPERTIES COMMON STOCK 277276101 969 22,800 SH   DFND   0 22,800 0
EASTMAN CHEMICAL CO COMMON STOCK 277432100 316 3,100 SH   DFND   0 3,100 0
EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 9,470 108,630 SH   DFND   0 108,630 0
EL PASO CORPORATION COMMON STOCK 28336L109 1,833 90,740 SH   DFND   0 90,740 0
EMCOR GROUP INC COMMON STOCK 29084Q100 756 25,800 SH   DFND   0 25,800 0
ENCANA CORP COMMON STOCK-FO 292505104 5,123 166,370 SH   DFND   0 166,370 0
ENDO HEALTH SOLUTIONS INC COMMON STOCK 29264F205 1,458 36,300 SH   DFND   0 36,300 0
ENERGY TRANSFER PARTNERS COMMON STOCK 29273R109 147 3,000 SH   DFND   0 3,000 0
ENERPLUS CORP COMMON STOCK-FO 292766102 2,857 90,400 SH   DFND   0 90,400 0
ENPRO INDUSTRIES INC-W/I COMMON STOCK 29355X107 5,528 115,000 SH   DFND   0 115,000 0
ENSCO PLC ADR COMMON STOCK-FO 29358Q109 163 3,065 SH   DFND   0 3,065 0
ENTERGY CORP COMMON STOCK 29364G103 1,837 26,900 SH   DFND   0 26,900 0
ENTERPRISE PRODUCTS PRTNS LP COMMON STOCK 293792107 4,242 98,170 SH   DFND   0 98,170 0
ENTERTAINMENT PROPERTIES TR COMMON STOCK 29380T105 1,622 34,730 SH   DFND   0 34,730 0
EQUITY LIFESTYLE PROPERTIES COMMON STOCK 29472R108 612 9,800 SH   DFND   0 9,800 0
EQUITY ONE INC COMMON STOCK 294752100 1,836 98,500 SH   DFND   0 98,500 0
EQUITY RESIDENTIAL PROPS COMMON STOCK 29476L107 936 15,600 SH   DFND   0 15,600 0
ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 704 5,200 SH   DFND   0 5,200 0
EXCEL TRUST INC COMMON STOCK 30068C109 19 1,700 SH   DFND   0 1,700 0
EXELON CORP COMMON STOCK 30161N101 3,513 82,000 SH   DFND   0 82,000 0
EXLSERVICE HOLDINGS INC COMMON STOCK 302081104 1,224 53,000 SH   DFND   0 53,000 0
EXPRESS SCRIPTS INC COMMON STOCK 302182100 151 2,800 SH   DFND   0 2,800 0
EXTERRAN PARTNERS LP COMMON STOCK 30225N105 90 3,500 SH   DFND   0 3,500 0
EXTRA SPACE STORAGE INC COMMON STOCK 30225T102 6 300 SH   DFND   0 300 0
EZCORP INCORPORATED COMMON STOCK 302301106 292 8,200 SH   DFND   0 8,200 0
EXXON MOBIL CORP COMMON STOCK 30231G102 10,078 123,840 SH   DFND   0 123,840 0
FLIR SYSTEMS INC COMMON STOCK 302445101 1,081 32,062 SH   DFND   0 32,062 0
FMC CORP COMMON STOCK 302491303 2,615 30,400 SH   DFND   0 30,400 0
FEDERAL REALTY INVS TR COMMON STOCK 313747206 1,048 12,300 SH   DFND   0 12,300 0
FEDERATED INVESTORS COMMON STOCK 314211103 1,931 81,000 SH   DFND   0 81,000 0
F5 NETWORKS INC COMMON STOCK 315616102 1,103 10,000 SH   DFND   0 10,000 0
FIDELITY NATIONAL INFORMATION COMMON STOCK 31620M106 1,141 37,071 SH   DFND   0 37,071 0
FIRST AMERICAN FINANCIAL COMMON STOCK 31847R102 608 38,840 SH   DFND   0 38,840 0
FIRST NIAGARA FIN GRP COMMON STOCK 33582V108 891 67,500 SH   DFND   0 67,500 0
FIRST SOLAR INC COMMON STOCK 336433107 1,190 9,000 SH   DFND   0 9,000 0
FISERV INC COMMON STOCK 337738108 1,477 23,575 SH   DFND   0 23,575 0
FLOWSERVE CORP COMMON STOCK 34354P105 5,920 53,870 SH   DFND   0 53,870 0
FOREST OIL CORP COMMON STOCK 346091705 621 23,260 SH   DFND   0 23,260 0
FORRESTER RESEARCH INC COMMON STOCK 346563109 1,487 45,110 SH   DFND   0 45,110 0
FOSSIL INC COMMON STOCK 349882100 1,371 11,650 SH   DFND   0 11,650 0
FRANCE TELECOM COMMON STOCK-FO 35177Q105 149 7,000 SH   DFND   0 7,000 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 758 14,330 SH   DFND   0 14,330 0
FRESH MARKET INC/THE COMMON STOCK 35804H106 881 22,780 SH   DFND   0 22,780 0
FRONTIER COMMUNICATIONS COMMON STOCK 35906A108 833 103,240 SH   DFND   0 103,240 0
FRONTIER OIL CORP COMMON STOCK 35914P105 1,086 33,600 SH   DFND   0 33,600 0
GT SOLAR INTERNATIONAL INC COMMON STOCK 3623E0209 1,672 103,200 SH   DFND   0 103,200 0
GENERAL CABLE CORP COMMON STOCK 369300108 1,375 32,300 SH   DFND   0 32,300 0
GENERAL COMMUNICATION INC COMMON STOCK 369385109 619 51,300 SH   DFND   0 51,300 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 3,048 40,900 SH   DFND   0 40,900 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 4,714 249,949 SH   DFND   0 249,949 0
GENTEX CORP COMMON STOCK 371901109 2,297 76,000 SH   DFND   0 76,000 0
GEORESOURCES INC COMMON STOCK 372476101 225 10,000 SH   DFND   0 10,000 0
GENTIUM SPA COMMON STOCK-FO 37250B104 163 16,500 SH   DFND   0 16,500 0
GLAXO SMITHKLINE PLC COMMON STOCK-FO 37733W105 4,963 115,695 SH   DFND   0 115,695 0
GOOGLE INC COMMON STOCK 38259P508 620 1,225 SH   DFND   0 1,225 0
GRAINGER W W INC COMMON STOCK 384802104 457 2,975 SH   DFND   0 2,975 0
GREEN MOUNTAIN COFFEE ROASTE INC COMMON STOCK 393122106 1,160 13,000 SH   DFND   0 13,000 0
GREENBRIER COS INC COMMON STOCK 393657101 1,029 52,100 SH   DFND   0 52,100 0
GUESS INC COMMON STOCK 401617105 979 23,270 SH   DFND   0 23,270 0
HCP INC COMMON STOCK 40414L109 4,208 114,700 SH   DFND   0 114,700 0
HSBC HLDGS PLC COMMON STOCK-FO 404280406 2,387 48,100 SH   DFND   0 48,100 0
HALCON RESOURCES CORP COMMON STOCK 40537Q209 128 19,320 SH   DFND   0 19,320 0
HANSEN NATURAL CORP COMMON STOCK 411310105 1,109 13,700 SH   DFND   0 13,700 0
HARMONY GOLD MINING CO LTD COMMON STOCK-FO 413216300 1,322 100,032 SH   DFND   0 100,032 0
HARRIS CORP COMMON STOCK 413875105 1,676 37,200 SH   DFND   0 37,200 0
HARSCO CORP COMMON STOCK 415864107 5,705 175,000 SH   DFND   0 175,000 0
HATTERAS FINANCIAL CORP COMMON STOCK 41902R103 198 7,000 SH   DFND   0 7,000 0
HAWAIIAN ELEC COMMON STOCK 419870100 1,080 44,900 SH   DFND   0 44,900 0
HEALTHCARE REALTY TRUST COMMON STOCK 421946104 72 3,500 SH   DFND   0 3,500 0
HEALTH CARE REIT INC COMMON STOCK 42217K106 5,426 103,490 SH   DFND   0 103,490 0
HEALTHWAYS INC COMMON STOCK 422245100 161 10,600 SH   DFND   0 10,600 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK 42330P107 29 1,744 SH   DFND   0 1,744 0
HELMERICH & PAYNE INC COMMON STOCK 423452101 1,514 22,900 SH   DFND   0 22,900 0
HERSHEY CO COMMON STOCK 427866108 654 11,500 SH   DFND   0 11,500 0
HEWLETT PACKARD CO COMMON STOCK 428236103 1,036 28,457 SH   DFND   0 28,457 0
HIGHWOODS PPTYS INC COMMON STOCK 431284108 1,966 59,340 SH   DFND   0 59,340 0
HILLENBRAND INC COMMON STOCK 431571108 1,218 51,500 SH   DFND   0 51,500 0
HOLOGIC INC COMMON STOCK 436440101 950 47,100 SH   DFND   0 47,100 0
HOME DEPOT INC COMMON STOCK 437076102 3,446 95,151 SH   DFND   0 95,151 0
HOME PROPERTIES INC COMMON STOCK 437306103 1,936 31,800 SH   DFND   0 31,800 0
HONDA MOTOR COMMON STOCK-FO 438128308 1,869 48,410 SH   DFND   0 48,410 0
HOST HOTELS & RESORTS COMMON STOCK 44107P104 1,390 81,995 SH   DFND   0 81,995 0
HUGOTON ROYALTY TRUST COMMON STOCK 444717102 1,230 54,100 SH   DFND   0 54,100 0
HUTCHINSON TECH INC COMMON STOCK 448407106 7 3,000 SH   DFND   0 3,000 0
ILLINOIS TOOL WORKS COMMON STOCK 452308109 520 9,200 SH   DFND   0 9,200 0
IMATION CORP COMMON STOCK 45245A107 57 6,000 SH   DFND   0 6,000 0
INERGY LP COMMON STOCK 456615103 85 2,400 SH   DFND   0 2,400 0
INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 771 15,800 SH   DFND   0 15,800 0
INTEGRA LIFESCIENCES HLDGS CORP COMMON STOCK 457985208 966 20,200 SH   DFND   0 20,200 0
INTEL CORP COMMON STOCK 458140100 5,400 243,681 SH   DFND   0 243,681 0
INTEGRYS ENERGY GROUP INC COMMON STOCK 45822P105 2,074 40,000 SH   DFND   0 40,000 0
INTERDIGITAL INC COMMON STOCK 45867G101 810 19,830 SH   DFND   0 19,830 0
INTL BANCSHARES CORP COMMON STOCK 459044103 1,890 113,000 SH   DFND   0 113,000 0
IBM CORP COMMON STOCK 459200101 9,191 53,578 SH   DFND   0 53,578 0
INTERNATIONAL PAPER CO COMMON STOCK 460146103 2,204 73,900 SH   DFND   0 73,900 0
INTUIT INC COMMON STOCK 461202103 545 10,500 SH   DFND   0 10,500 0
INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 93 4,400 SH   DFND   0 4,400 0
ISHARES COMMON STOCK-FO 464286202 109 4,780 SH   DFND   0 4,780 0
ISHARES EXCHANGE TRADED 464286640 490 6,500 PRN   DFND   0 6,500 0
ISHARES EXCHANGE TRADED 464286731 2,593 170,791 PRN   DFND   0 170,791 0
ISHARES EXCHANGE TRADED 464286772 4,661 71,700 PRN   DFND   0 71,700 0
ISHARES EXCHANGE TRADED 464286830 5,302 347,000 PRN   DFND   0 347,000 0
ISHARES EXCHANGE TRADED 464286871 926 50,000 PRN   DFND   0 50,000 0
ISHARES EXCHANGE TRADED 464287184 2,083 48,500 PRN   DFND   0 48,500 0
ISHARES EXCHANGE TRADED 464287408 2,108 34,000 PRN   DFND   0 34,000 0
ISHARES EXCHANGE TRADED 464287705 504 6,000 PRN   DFND   0 6,000 0
ISHARES EXCHANGE TRADED 464287804 616 8,400 PRN   DFND   0 8,400 0
ISHARES EXCHANGE TRADED 464288513 183 2,000 PRN   DFND   0 2,000 0
ISHARES EXCHANGE TRADED 464288539 96 6,500 PRN   DFND   0 6,500 0
ISHARES EXCHANGE TRADED 464288687 262 6,600 PRN   DFND   0 6,600 0
ISHARES EXCHANGE TRADED 464288745 348 6,130 PRN   DFND   0 6,130 0
ISHARES EXCHANGE TRADED 464289842 658 17,500 PRN   DFND   0 17,500 0
ITAU UNIBANCO HOLDING SA COMMON STOCK-FO 465562106 824 35,000 SH   DFND   0 35,000 0
JDA SOFTWARE GROUP COMMON STOCK 46612K108 1,010 32,700 SH   DFND   0 32,700 0
JP MORGAN CHASE & CO COMMON STOCK 46625H100 4,598 112,312 SH   DFND   0 112,312 0
J2 GLOBAL COMMUNICATIONS INC COMMON STOCK 46626E205 878 31,090 SH   DFND   0 31,090 0
JABIL CIRCUIT INC COMMON STOCK 466313103 7,215 357,200 SH   DFND   0 357,200 0
JACOBS ENG GROUP COMMON STOCK 469814107 350 8,100 SH   DFND   0 8,100 0
JAKKS PACIFIC INC COMMON STOCK 47012E106 976 53,000 SH   DFND   0 53,000 0
JOHN BEAN TECHNOLOGIES CORP COMMON STOCK 477839104 1,163 60,200 SH   DFND   0 60,200 0
JOHNSON & JOHNSON COMMON STOCK 478160104 2,398 36,044 SH   DFND   0 36,044 0
JOHNSON CTLS INC COMMON STOCK 478366107 446 10,700 SH   DFND   0 10,700 0
JONES LANG LASALLE INC COMMON STOCK 48020Q107 1,037 11,000 SH   DFND   0 11,000 0
JOY GLOBAL INC COMMON STOCK 481165108 3,887 40,810 SH   DFND   0 40,810 0
KELLOGG CO COMMON STOCK 487836108 2,937 53,100 SH   DFND   0 53,100 0
KENNAMETAL INC COMMON STOCK 489170100 2,568 60,838 SH   DFND   0 60,838 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 1,757 26,400 SH   DFND   0 26,400 0
KIMCO REALTY CORP COMMON STOCK 49446R109 179 9,600 SH   DFND   0 9,600 0
KINDER MORGAN ENERGY PARTNERS LP COMMON STOCK 494550106 102 1,400 SH   DFND   0 1,400 0
KINDER MORGAN INC COMMON STOCK 49456B101 1,087 37,825 SH   DFND   0 37,825 0
KINDRED HEALTHCARE INC COMMON STOCK 494580103 923 43,000 SH   DFND   0 43,000 0
KINETIC CONCEPTS COMMON STOCK 49460W208 5,821 101,000 SH   DFND   0 101,000 0
KITE REALTY GROUP TRUST COMMON STOCK 49803T102 57 11,500 SH   DFND   0 11,500 0
KOHLBERG CAPITAL CORP COMMON STOCK 500233101 143 18,000 SH   DFND   0 18,000 0
KOHLS CORP COMMON STOCK 500255104 1,170 23,400 SH   DFND   0 23,400 0
PHILIPS ELECTRONICS NV COMMON STOCK-FO 500472303 2,723 106,025 SH   DFND   0 106,025 0
KRAFT FOODS INC COMMON STOCK 50075N104 1,377 39,076 SH   DFND   0 39,076 0
LSB INDS INC COMMON STOCK 502160104 858 20,000 SH   DFND   0 20,000 0
L-3 COMMUNICATIONS HLDGS INC COMMON STOCK 502424104 3,844 43,959 SH   DFND   0 43,959 0
LASALLE HOTEL PROPERTIES COMMON STOCK 517942108 435 16,500 SH   DFND   0 16,500 0
LEGACY RESERVES LP COMMON STOCK 524707304 95 3,200 SH   DFND   0 3,200 0
LEGG MASON INC COMMON STOCK 524901105 739 22,567 SH   DFND   0 22,567 0
LIBERTY PROPERTY TRUST COMMON STOCK 531172104 450 13,810 SH   DFND   0 13,810 0
LIFE TECHNOLOGIES CORP COMMON STOCK 53217V109 2,908 55,856 SH   DFND   0 55,856 0
ELI LILLY & CO COMMON STOCK 532457108 6,316 168,300 SH   DFND   0 168,300 0
LINCARE HOLDINGS INC COMMON STOCK 532791100 4,928 168,349 SH   DFND   0 168,349 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 464 16,300 SH   DFND   0 16,300 0
LINDSAY CORPORATION COMMON STOCK 535555106 3,158 45,900 SH   DFND   0 45,900 0
LINN ENERGEY LLC COMMON STOCK 536020100 1,743 44,600 SH   DFND   0 44,600 0
LOCKHEED MARTIN CORPORATION COMMON STOCK 539830109 5,777 71,350 SH   DFND   0 71,350 0
LUFKIN INDUSTRIES INC COMMON STOCK 549764108 5,593 65,000 SH   DFND   0 65,000 0
LULULEMON ATHLETICA INC COMMON STOCK-FO 550021109 2,596 23,220 SH   DFND   0 23,220 0
M & T BANK CORP COMMON STOCK 55261F104 4,820 54,800 SH   DFND   0 54,800 0
MDU RES GROUP COMMON STOCK 552690109 1,540 68,431 SH   DFND   0 68,431 0
MEMC ELECTR MATLS INC COMMON STOCK 552715104 805 94,400 SH   DFND   0 94,400 0
MSCI INC COMMON STOCK 55354G100 1,206 32,000 SH   DFND   0 32,000 0
MACERICH COMPANY COMMON STOCK 554382101 676 12,628 SH   DFND   0 12,628 0
MACK-CALI REALTY CORP COMMON STOCK 554489104 3,190 96,830 SH   DFND   0 96,830 0
MANITOWOC COMPANY INC COMMON STOCK 563571108 2,415 143,400 SH   DFND   0 143,400 0
MARATHON OIL CORP COMMON STOCK 565849106 464 8,800 SH   DFND   0 8,800 0
MCCORMICK & CO INC COMMON STOCK 579780206 3,460 69,800 SH   DFND   0 69,800 0
MCDONALDS CORP COMMON STOCK 580135101 4,614 54,725 SH   DFND   0 54,725 0
MCKESSON CORP COMMON STOCK 58155Q103 811 9,700 SH   DFND   0 9,700 0
MEDICAL PROPERITIES TRUST INC COMMON STOCK 58463J304 196 17,000 SH   DFND   0 17,000 0
MEDTRONIC INC COMMON STOCK 585055106 376 9,750 SH   DFND   0 9,750 0
MERCK & CO INC COMMON STOCK 58933Y105 8,530 241,723 SH   DFND   0 241,723 0
METHODE ELECTRS INC COMMON STOCK 591520200 936 80,600 SH   DFND   0 80,600 0
METLIFE INC COMMON STOCK 59156R108 860 19,600 SH   DFND   0 19,600 0
MICROSOFT CORP COMMON STOCK 594918104 4,479 172,267 SH   DFND   0 172,267 0
MID AMERICA APARTMENTS COMMON STOCK 59522J103 3,710 54,980 SH   DFND   0 54,980 0
MINE SAFETY APPLIANCES CO COMMON STOCK 602720104 448 12,000 SH   DFND   0 12,000 0
MOHAWK INDUSTRIES INC COMMON STOCK 608190104 1,320 22,000 SH   DFND   0 22,000 0
MOLEX INC COMMON STOCK 608554101 746 28,950 SH   DFND   0 28,950 0
MORGAN STANLEY EXCHANGE TRADED 61745C105 3,246 147,966 PRN   DFND   0 147,966 0
MULTI-FINELINE ELECTRONIX COMMON STOCK 62541B101 372 17,200 SH   DFND   0 17,200 0
MURPHY OIL CORP COMMON STOCK 626717102 3,927 59,810 SH   DFND   0 59,810 0
MYLAN INC COMMON STOCK 628530107 1,732 70,200 SH   DFND   0 70,200 0
MYRIAD GENETICS, INC COMMON STOCK 62855J104 636 28,000 SH   DFND   0 28,000 0
NCR CORP COMMON STOCK 62886E108 656 34,748 SH   DFND   0 34,748 0
NTT DOCOMO INC COMMON STOCK-FO 62942M201 164 9,150 SH   DFND   0 9,150 0
NYSE EURONEXT COMMON STOCK 629491101 4,280 124,900 SH   DFND   0 124,900 0
NATIONAL FUEL GAS CO NJ COMMON STOCK 636180101 1,634 22,450 SH   DFND   0 22,450 0
NATIONAL HEALTH INVESTORS INC COMMON STOCK 63633D104 578 13,000 SH   DFND   0 13,000 0
NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 1,979 25,300 SH   DFND   0 25,300 0
NATIONAL RETAIL PROPERTIES INC COMMON STOCK 637417106 194 7,900 SH   DFND   0 7,900 0
NATIONWIDE HEALTH PPTYS INC COMMON STOCK 638620104 41 1,000 SH   DFND   0 1,000 0
NATURAL RESOURCE PARTNERS LP COMMON STOCK 63900P103 2,421 72,975 SH   DFND   0 72,975 0
NETAPP INC COMMON STOCK 64110D104 1,156 21,900 SH   DFND   0 21,900 0
NETFLIX INC COMMON STOCK 64110L106 3,573 13,600 SH   DFND   0 13,600 0
NETEASE INC COMMON STOCK-FO 64110W102 2,044 45,330 SH   DFND   0 45,330 0
NEW GERMANY FUND EXCHANGE TRADED 644465106 352 19,465 PRN   DFND   0 19,465 0
NEW JERSEY RESOURCES COMMON STOCK 646025106 716 16,050 SH   DFND   0 16,050 0
NEWELL RUBBERMAID INC COMMON STOCK 651229106 436 27,600 SH   DFND   0 27,600 0
NEWFIELD EXPLORATION COMPANY COMMON STOCK 651290108 2,789 41,000 SH   DFND   0 41,000 0
NICE SYSTEMS LTD COMMON STOCK-FO 653656108 116 3,200 SH   DFND   0 3,200 0
NOBLE ENERGY INC COMMON STOCK 655044105 3,148 35,124 SH   DFND   0 35,124 0
NORDSON CORP COMMON STOCK 655663102 779 14,200 SH   DFND   0 14,200 0
NORDSTROM INC COMMON STOCK 655664100 2,115 45,058 SH   DFND   0 45,058 0
NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 591 13,100 SH   DFND   0 13,100 0
NOVARTIS AG COMMON STOCK-FO 66987V109 507 8,290 SH   DFND   0 8,290 0
NOVO NORDISK COMMON STOCK-FO 670100205 3,374 26,932 SH   DFND   0 26,932 0
NVIDIA CORP COMMON STOCK 67066G104 1,652 103,700 SH   DFND   0 103,700 0
OYO GEOSPACE CORP COMMON STOCK 671074102 7,100 71,000 SH   DFND   0 71,000 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 551 5,300 SH   DFND   0 5,300 0
OCEANEERING INTL INC COMMON STOCK 675232102 3,327 82,150 SH   DFND   0 82,150 0
OIL SERVICE HOLDERS TRUST COMMON STOCK 678002106 1,915 12,600 SH   DFND   0 12,600 0
OLIN CORP COMMON STOCK 680665205 2,289 101,000 SH   DFND   0 101,000 0
OMNICOM GROUP COMMON STOCK 681919106 404 8,385 SH   DFND   0 8,385 0
ON SEMICONDUCTOR CORP COMMON STOCK 682189105 1,323 126,320 SH   DFND   0 126,320 0
ORACLE CORPORATION COMMON STOCK 68389X105 3,430 104,210 SH   DFND   0 104,210 0
OSIRIS THERAPEUTICS INC COMMON STOCK 68827R108 635 82,000 SH   DFND   0 82,000 0
OVERSEAS SHIPHOLDING GROUP COMMON STOCK 690368105 404 15,000 SH   DFND   0 15,000 0
OWENS & MINOR INC COMMON STOCK 690732102 1,296 37,580 SH   DFND   0 37,580 0
OWENS ILLINOIS INC COMMON STOCK 690768403 2,839 110,000 SH   DFND   0 110,000 0
PDL BIOPHARMA COMMON STOCK 69329Y104 123 21,000 SH   DFND   0 21,000 0
PNC FINANCIAL SERVICES COMMON STOCK 693475105 2,420 40,600 SH   DFND   0 40,600 0
POSCO COMMON STOCK-FO 693483109 2,987 27,500 SH   DFND   0 27,500 0
PPG INDUSTRIES INC COMMON STOCK 693506107 1,256 13,830 SH   DFND   0 13,830 0
PPL CORPORATION COMMON STOCK 69351T106 1,856 66,700 SH   DFND   0 66,700 0
PS BUSINESS PARKS INC COMMON STOCK 69360J107 1,809 32,830 SH   DFND   0 32,830 0
PSS WORLD MEDICAL INC COMMON STOCK 69366A100 322 11,500 SH   DFND   0 11,500 0
PALL CORP COMMON STOCK 696429307 1,905 33,879 SH   DFND   0 33,879 0
PAN AMERICAN SILVER CORP COMMON STOCK 697900108 1,850 59,900 SH   DFND   0 59,900 0
PANASONIC CORP COMMON STOCK-FO 69832A205 262 21,390 SH   DFND   0 21,390 0
PAPA JOHN'S INTL INC COMMON STOCK 698813102 1,380 41,500 SH   DFND   0 41,500 0
PARKER HANNIFIN CORP COMMON STOCK 701094104 2,632 29,334 SH   DFND   0 29,334 0
PARTNER COMMUNICATIONS COMMON STOCK-FO 70211M109 209 14,000 SH   DFND   0 14,000 0
PATTERSON CO INC COMMON STOCK 703395103 395 12,000 SH   DFND   0 12,000 0
PEABODY ENERGY CORP COMMON STOCK 704549104 3,353 56,910 SH   DFND   0 56,910 0
PEARSON PLC COMMON STOCK-FO 705015105 470 24,750 SH   DFND   0 24,750 0
PENGROWTH ENERGY CORP COMMON STOCK-FO 70706P104 201 16,000 SH   DFND   0 16,000 0
PENN VIRGINIA RESOURCE PARTNER COMMON STOCK 707884102 1,727 64,100 SH   DFND   0 64,100 0
PENNSYLVANIA REAL ESTATE COMMON STOCK 709102107 77 4,900 SH   DFND   0 4,900 0
PEPSICO INC COMMON STOCK 713448108 3,346 47,510 SH   DFND   0 47,510 0
PERRIGO COMPANY COMMON STOCK 714290103 1,090 12,400 SH   DFND   0 12,400 0
PETROCHINA CO LTD COMMON STOCK-FO 71646E100 3,278 22,450 SH   DFND   0 22,450 0
PETROHAWK ENERGY CORP COMMON STOCK 716495106 1,744 70,700 SH   DFND   0 70,700 0
PETROLEO BRASILEIRO S.A. COMMON STOCK-FO 71654V408 2,502 73,900 SH   DFND   0 73,900 0
PETSMART COMMON STOCK 716768106 1,260 27,770 SH   DFND   0 27,770 0
PFIZER INC COMMON STOCK 717081103 4,848 235,316 SH   DFND   0 235,316 0
PHARMERICA CORP COMMON STOCK 71714F104 0 1 SH   DFND   0 1 0
PHILIP MORRIS INTL INC COMMON STOCK 718172109 5,360 80,270 SH   DFND   0 80,270 0
PINNACLE WEST CAPITAL COMMON STOCK 723484101 343 7,700 SH   DFND   0 7,700 0
PITNEY BOWES INC COMMON STOCK 724479100 92 4,000 SH   DFND   0 4,000 0
PLAINS ALL AMER PIPELINE LP COMMON STOCK 726503105 134 2,100 SH   DFND   0 2,100 0
PLUM CREEK TIMBER CO INC COMMON STOCK 729251108 1,881 46,400 SH   DFND   0 46,400 0
POLO RALPH LAUREN CORP COMMON STOCK 731572103 2,852 21,510 SH   DFND   0 21,510 0
PORTLAND GENERAL ELEC CORP COMMON STOCK 736508847 2,629 104,000 SH   DFND   0 104,000 0
POST PROPERTIES COMMON STOCK 737464107 45 1,100 SH   DFND   0 1,100 0
POTASH CORP OF SASKATCHEWAN COMMON STOCK-FO 73755L107 2,740 48,070 SH   DFND   0 48,070 0
POWERSHARES EXCHANGE TRADED 73936B408 1,793 56,500 PRN   DFND   0 56,500 0
POWERSHARES EXCHANGE TRADED 73936D107 3,068 144,600 PRN   DFND   0 144,600 0
POWERSHARES EXCHANGE TRADED 73936T573 176 6,500 PRN   DFND   0 6,500 0
PRAXAIR INC COMMON STOCK 74005P104 1,528 14,100 SH   DFND   0 14,100 0
PRECISION CASTPARTS CORP COMMON STOCK 740189105 1,877 11,400 SH   DFND   0 11,400 0
PRICE T ROWE GROUP INC COMMON STOCK 74144T108 1,511 25,040 SH   DFND   0 25,040 0
PRICELINE GROUP INC COMMON STOCK 741503403 2,237 4,370 SH   DFND   0 4,370 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 1,556 51,140 SH   DFND   0 51,140 0
PROCTER & GAMBLE CO COMMON STOCK 742718109 5,084 79,973 SH   DFND   0 79,973 0
PROGRESS ENERGY INC COMMON STOCK 743263105 2,396 49,900 SH   DFND   0 49,900 0
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 701 29,060 SH   DFND   0 29,060 0
PROLOGIS INC COMMON STOCK 74340W103 240 6,689 SH   DFND   0 6,689 0
PROSHARES EXCHANGE TRADED 74347R297 148 4,300 PRN   DFND   0 4,300 0
PROSHARES EXCHANGE TRADED 74347R313 148 3,800 PRN   DFND   0 3,800 0
PROSHARES COMMON STOCK 74347R503 323 7,900 SH   DFND   0 7,900 0
PROSHARES EXCHANGE TRADED 74347W858 983 65,000 PRN   DFND   0 65,000 0
PROSPERITY BANCSHARES INC COMMON STOCK 743606105 1,075 24,530 SH   DFND   0 24,530 0
PROTECTIVE LIFE CORP COMMON STOCK 743674103 347 15,000 SH   DFND   0 15,000 0
PUBLIC STORAGE COMMON STOCK 74460D109 650 5,700 SH   DFND   0 5,700 0
QUAKER CHEMICAL CORP COMMON STOCK 747316107 4,645 108,000 SH   DFND   0 108,000 0
QEP RESOURCES INC COMMON STOCK 74733V100 21 500 SH   DFND   0 500 0
QUALCOMM INC COMMON STOCK 747525103 3,159 55,630 SH   DFND   0 55,630 0
QUANEX BUILDING PRODUCTS COMMON STOCK 747619104 369 22,500 SH   DFND   0 22,500 0
QUANTA SERVICES INC COMMON STOCK 74762E102 2,626 130,000 SH   DFND   0 130,000 0
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 1,064 18,000 SH   DFND   0 18,000 0
QUESTAR CORP COMMON STOCK 748356102 1,258 71,028 SH   DFND   0 71,028 0
RTI INTERNATIONAL METALS INC COMMON STOCK 74973W107 1,688 44,000 SH   DFND   0 44,000 0
RACKSPACE HOSTING INC COMMON STOCK 750086100 4,128 96,590 SH   DFND   0 96,590 0
RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 5,787 180,000 SH   DFND   0 180,000 0
RAYONIER INC COMMON STOCK 754907103 2,993 45,800 SH   DFND   0 45,800 0
REALD INC COMMON STOCK 75604L105 931 39,800 SH   DFND   0 39,800 0
REALTY INCOME CORP COMMON STOCK 756109104 1,708 51,000 SH   DFND   0 51,000 0
RED HAT, INC COMMON STOCK 756577102 5,508 120,000 SH   DFND   0 120,000 0
REGENCY CENTERS CORP COMMON STOCK 758849103 171 3,900 SH   DFND   0 3,900 0
REGENCY ENERGY PARTNERS LP COMMON STOCK 75885Y107 91 3,500 SH   DFND   0 3,500 0
REGIONS FINANCIAL COMMON STOCK 7591EP100 248 40,000 SH   DFND   0 40,000 0
RENT A CENTER INC COMMON STOCK 76009N100 790 25,850 SH   DFND   0 25,850 0
REPSOL SA COMMON STOCK-FO 76026T205 2,003 57,700 SH   DFND   0 57,700 0
RESMED INC COMMON STOCK 761152107 1,346 43,500 SH   DFND   0 43,500 0
REYNOLDS AMERICAN INC COMMON STOCK 761713106 156 4,200 SH   DFND   0 4,200 0
RIO TINTO PLC COMMON STOCK-FO 767204100 4,780 66,100 SH   DFND   0 66,100 0
RIVERBED TECHNOLOGY INC COMMON STOCK 768573107 1,227 31,000 SH   DFND   0 31,000 0
ROBBINS & MYERS INC COMMON STOCK 770196103 3,240 61,300 SH   DFND   0 61,300 0
ROCKWELL AUTOMATION, INC COMMON STOCK 773903109 1,432 16,500 SH   DFND   0 16,500 0
ROSS STORES INC COMMON STOCK 778296103 1,607 20,060 SH   DFND   0 20,060 0
ROWAN COMPANIES INC COMMON STOCK 779382100 990 25,500 SH   DFND   0 25,500 0
ROYAL DUTCH SHELL PLC COMMON STOCK-FO 780259206 6,003 84,400 SH   DFND   0 84,400 0
RUDDICK CORP COMMON STOCK 781258108 2,105 48,350 SH   DFND   0 48,350 0
RYDER SYSTEM INC COMMON STOCK 783549108 3,678 64,700 SH   DFND   0 64,700 0
SCBT FINANCIAL CORP COMMON STOCK 78401V102 2,105 73,383 SH   DFND   0 73,383 0
SL GREEN REALTY CORP COMMON STOCK 78440X101 207 2,503 SH   DFND   0 2,503 0
SM ENERGY CO COMMON STOCK 78454L100 1,617 22,000 SH   DFND   0 22,000 0
SPDR EXCHANGE TRADED 78463X756 2,965 54,555 PRN   DFND   0 54,555 0
SPDR EXCHANGE TRADED 78467X109 1,935 15,623 PRN   DFND   0 15,623 0
SPDR EXCHANGE TRADED 78467Y107 1,645 9,272 PRN   DFND   0 9,272 0
ST JUDE MEDICAL INC COMMON STOCK 790849103 1,747 36,630 SH   DFND   0 36,630 0
SALESFORCE.COM INC COMMON STOCK 79466L302 4,329 29,060 SH   DFND   0 29,060 0
SANDERSON FARMS INC COMMON STOCK 800013104 788 16,500 SH   DFND   0 16,500 0
SANDISK CORP COMMON STOCK 80004C101 4,029 97,080 SH   DFND   0 97,080 0
SANOFI COMMON STOCK-FO 80105N105 2,583 64,300 SH   DFND   0 64,300 0
SANOFI COMMON STOCK-FO 80105N113 10 4,000 SH   DFND   0 4,000 0
SASOL LTD SPONSORED ADR COMMON STOCK-FO 803866300 3,041 57,500 SH   DFND   0 57,500 0
SCANSOURCE INC COMMON STOCK 806037107 1,237 33,000 SH   DFND   0 33,000 0
SCHLUMBERGER LTD COMMON STOCK 806857108 7,559 87,492 SH   DFND   0 87,492 0
SCHNITZER STEEL INDS INC COMMON STOCK 806882106 392 6,800 SH   DFND   0 6,800 0
THE SCOTTS MIRACLE-GRO COMPANY COMMON STOCK 810186106 1,786 34,800 SH   DFND   0 34,800 0
SCRIPPS NETWORKS INTER COMMON STOCK 811065101 337 6,900 SH   DFND   0 6,900 0
TECHNOLOGY SELECT SECTOR SPDR COMMON STOCK 81369Y803 1,259 49,000 SH   DFND   0 49,000 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK 81725T100 741 20,000 SH   DFND   0 20,000 0
SHANDA INTERACTIVE ENTERTAINMENT COMMON STOCK-FO 81941Q203 679 17,500 SH   DFND   0 17,500 0
SHANDA GAMES LTD COMMON STOCK-FO 81941U105 587 90,000 SH   DFND   0 90,000 0
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 109 1,300 SH   DFND   0 1,300 0
SIEMENS AG COMMON STOCK-FO 826197501 500 3,636 SH   DFND   0 3,636 0
SIGMA DESIGNS INC COMMON STOCK 826565103 1,604 210,000 SH   DFND   0 210,000 0
SILVER WHEATON CORP COMMON STOCK 828336107 353 10,700 SH   DFND   0 10,700 0
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 4,158 35,774 SH   DFND   0 35,774 0
SOCIEDAD QUIMICA Y MINERA COMMON STOCK-FO 833635105 5,003 77,300 SH   DFND   0 77,300 0
SOLAR CAPITAL LTD COMMON STOCK 83413U100 185 7,500 SH   DFND   0 7,500 0
SONIC CORP COMMON STOCK 835451105 3,561 335,000 SH   DFND   0 335,000 0
SONOCO PRODUCTS COMMON STOCK 835495102 2,168 61,000 SH   DFND   0 61,000 0
SONY CORP COMMON STOCK-FO 835699307 2,576 97,600 SH   DFND   0 97,600 0
SOUTHERN COPPER CORP COMMON STOCK 84265V105 3,831 116,550 SH   DFND   0 116,550 0
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 1,850 162,000 SH   DFND   0 162,000 0
SOVRAN SELF STORAGE INC COMMON STOCK 84610H108 1,714 41,800 SH   DFND   0 41,800 0
SPECTRA ENERGY CORP COMMON STOCK 847560109 1,823 66,500 SH   DFND   0 66,500 0
STANDARD MICROSYSTEMS CORP COMMON STOCK 853626109 2,507 92,900 SH   DFND   0 92,900 0
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 370 6,600 SH   DFND   0 6,600 0
STATE STREET CORP COMMON STOCK 857477103 473 10,500 SH   DFND   0 10,500 0
STATOIL ASA COMMON STOCK-FO 85771P102 1,060 41,632 SH   DFND   0 41,632 0
STERICYCLE INC COMMON STOCK 858912108 749 8,400 SH   DFND   0 8,400 0
STRYKER CORP COMMON STOCK 863667101 376 6,400 SH   DFND   0 6,400 0
STURM RUGER & CO INC COMMON STOCK 864159108 680 31,000 SH   DFND   0 31,000 0
SUN LIFE FINANCIAL INC COMMON STOCK 866796105 2,115 70,300 SH   DFND   0 70,300 0
SWIFT ENERGY CO COMMON STOCK 870738101 857 23,000 SH   DFND   0 23,000 0
SYNOPSYS INC COMMON STOCK 871607107 915 35,600 SH   DFND   0 35,600 0
SYNGENTA AG COMMON STOCK-FO 87160A100 6,745 99,830 SH   DFND   0 99,830 0
SYNTEL INC COMMON STOCK 87162H103 1,372 23,200 SH   DFND   0 23,200 0
SYSCO CORP COMMON STOCK 871829107 2,285 73,300 SH   DFND   0 73,300 0
TJX COMPANIES INC COMMON STOCK 872540109 347 6,600 SH   DFND   0 6,600 0
TAIWAN SEMICONDUCTOR MFG LTD COMMON STOCK-FO 874039100 7,108 563,654 SH   DFND   0 563,654 0
TAL INTERNATIONAL GROUP INC COMMON STOCK 874083108 138 4,000 SH   DFND   0 4,000 0
TANGER FACTORY OUTLET COMMON STOCK 875465106 503 18,800 SH   DFND   0 18,800 0
TARGET CORP COMMON STOCK 87612E106 375 8,000 SH   DFND   0 8,000 0
TASER INTERNATIONAL INC COMMON STOCK 87651B104 228 50,000 SH   DFND   0 50,000 0
TELECOM CORP NEW ZEALAND LTD COMMON STOCK-FO 879278208 182 18,000 SH   DFND   0 18,000 0
TELECOM ITALIA SPA COMMON STOCK-FO 87927Y102 115 8,300 SH   DFND   0 8,300 0
TELEFLEX INC COMMON STOCK 879369106 1,479 24,221 SH   DFND   0 24,221 0
TELEFONOS DE MEXICO COMMON STOCK-FO 879403780 194 11,750 SH   DFND   0 11,750 0
TELUS CORP COMMON STOCK-FO 87971M202 531 10,100 SH   DFND   0 10,100 0
TENARIS SA COMMON STOCK-FO 88031M109 153 3,350 SH   DFND   0 3,350 0
TERADATA CORP COMMON STOCK 88076W103 3,410 56,648 SH   DFND   0 56,648 0
TERRA NITROGEN CO COMMON STOCK 881005201 3,619 26,315 SH   DFND   0 26,315 0
TEVA PHARMACEUTICAL COMMON STOCK-FO 881624209 5,097 105,700 SH   DFND   0 105,700 0
TEXAS INDS INC COMMON STOCK 882491103 2,914 70,000 SH   DFND   0 70,000 0
TEXTRON INC COMMON STOCK 883203101 236 10,000 SH   DFND   0 10,000 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 5,439 84,469 SH   DFND   0 84,469 0
THOMAS & BETTS CORP COMMON STOCK 884315102 1,852 34,400 SH   DFND   0 34,400 0
3M COMPANY COMMON STOCK 88579Y101 4,775 50,347 SH   DFND   0 50,347 0
TIBCO SOFTWARE INC COMMON STOCK 88632Q103 932 32,100 SH   DFND   0 32,100 0
TIME WARNER INC COMMON STOCK 887317303 2,513 69,100 SH   DFND   0 69,100 0
TIME WARNER CABLE INC COMMON STOCK 88732J207 2,302 29,500 SH   DFND   0 29,500 0
TITANIUM METALS CORP COMMON STOCK 888339207 1,543 84,200 SH   DFND   0 84,200 0
TORCHMARK CORP COMMON STOCK 891027104 2,642 41,197 SH   DFND   0 41,197 0
TOTAL FINA ELF S A COMMON STOCK-FO 89151E109 6,414 110,900 SH   DFND   0 110,900 0
TRACTOR SUPPLY COMPANY COMMON STOCK 892356106 562 8,400 SH   DFND   0 8,400 0
TRAVELERS COS INC COMMON STOCK 89417E109 5,722 98,017 SH   DFND   0 98,017 0
TRIMBLE NAVIGATION COMMON STOCK 896239100 5,748 145,000 SH   DFND   0 145,000 0
TRINITY BIOTECH PLC COMMON STOCK-FO 896438306 157 15,800 SH   DFND   0 15,800 0
TRINITY INDS INC COMMON STOCK 896522109 6,278 180,000 SH   DFND   0 180,000 0
TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 214 21,000 SH   DFND   0 21,000 0
TRUSTMARK CORP COMMON STOCK 898402102 723 30,900 SH   DFND   0 30,900 0
TYLER TECHNOLOGIES INC COMMON STOCK 902252105 281 10,500 SH   DFND   0 10,500 0
UDR INC COMMON STOCK 902653104 177 7,192 SH   DFND   0 7,192 0
UGI CORP NEW COMMON STOCK 902681105 415 13,000 SH   DFND   0 13,000 0
U S BANCORP COMMON STOCK 902973304 1,633 64,000 SH   DFND   0 64,000 0
UNIFIRST CORPORATION COMMON STOCK 904708104 635 11,300 SH   DFND   0 11,300 0
UNILEVER N V NY SHS COMMON STOCK-FO 904784709 2,273 69,200 SH   DFND   0 69,200 0
UNION PACIFIC CORP COMMON STOCK 907818108 4,007 38,380 SH   DFND   0 38,380 0
UNIT CORP COMMON STOCK 909218109 770 12,643 SH   DFND   0 12,643 0
UNITED PARCEL SERVICE COMMON STOCK 911312106 529 7,250 SH   DFND   0 7,250 0
UNITED STATES LIME & MINERAL COMMON STOCK 911922102 2,071 50,500 SH   DFND   0 50,500 0
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 3,407 38,488 SH   DFND   0 38,488 0
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 2,548 49,400 SH   DFND   0 49,400 0
UNITRIN INC COMMON STOCK 913275103 2,329 78,500 SH   DFND   0 78,500 0
UNIVERSAL CORP COMMON STOCK 913456109 2,844 75,500 SH   DFND   0 75,500 0
UNIVERSAL FOREST PRODUCTS INC COMMON STOCK 913543104 1,198 50,000 SH   DFND   0 50,000 0
UNUM GROUP COMMON STOCK 91529Y106 460 18,070 SH   DFND   0 18,070 0
URANIUM ENERGY CORP COMMON STOCK 916896103 1,772 579,100 SH   DFND   0 579,100 0
URBAN OUTFITTERS COMMON STOCK 917047102 3,153 112,000 SH   DFND   0 112,000 0
V F CORP COMMON STOCK 918204108 2,435 22,430 SH   DFND   0 22,430 0
VALEANT PHARMACEUTICALS INTL COMMON STOCK-FO 91911K102 982 18,900 SH   DFND   0 18,900 0
VALE SA-SP COMMON STOCK-FO 91912E105 2,853 89,300 SH   DFND   0 89,300 0
VALERO ENERGY CORP COMMON STOCK 91913Y100 2,350 91,900 SH   DFND   0 91,900 0
VALMONT INDUSTRIES INC COMMON STOCK 920253101 1,937 20,100 SH   DFND   0 20,100 0
VANGUARD NATURAL RESOURCES COMMON STOCK 92205F106 141 5,000 SH   DFND   0 5,000 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 3,842 54,870 SH   DFND   0 54,870 0
VECTOR GROUP LTD COMMON STOCK 92240M108 160 9,000 SH   DFND   0 9,000 0
VEECO INSTRUMENTS INC COMMON STOCK 922417100 934 19,290 SH   DFND   0 19,290 0
VENTAS INC COMMON STOCK 92276F100 3,194 60,590 SH   DFND   0 60,590 0
VERISIGN INC COMMON STOCK 92343E102 278 8,300 SH   DFND   0 8,300 0
VERIZON COMMUNICATIONS COMMON STOCK 92343V104 8,177 219,637 SH   DFND   0 219,637 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 1,868 124,180 SH   DFND   0 124,180 0
VORNADO REALTY TRUST COMMON STOCK 929042109 2,438 26,161 SH   DFND   0 26,161 0
WSFS FINANICAL CORP COMMON STOCK 929328102 607 15,300 SH   DFND   0 15,300 0
WADDELL & REED FINANCIAL COMMON STOCK 930059100 3,819 105,060 SH   DFND   0 105,060 0
WAL-MART STORES INC COMMON STOCK 931142103 8,163 153,613 SH   DFND   0 153,613 0
WALGREEN CO COMMON STOCK 931422109 1,911 45,000 SH   DFND   0 45,000 0
WALTER ENERGY INC. COMMON STOCK 93317Q105 1,644 14,200 SH   DFND   0 14,200 0
WASHINGTON REAL ESTATE INVT TR COMMON STOCK 939653101 65 2,000 SH   DFND   0 2,000 0
WASTE MANAGEMENT INC COMMON STOCK 94106L109 4,133 110,900 SH   DFND   0 110,900 0
WATSCO INC COMMON STOCK 942622200 1,927 28,340 SH   DFND   0 28,340 0
WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 8,918 129,750 SH   DFND   0 129,750 0
WATTS WATER TECHNOLIGIES COMMON STOCK 942749102 3,010 85,000 SH   DFND   0 85,000 0
WEINGARTEN REALTY INVEST COMMON STOCK 948741103 813 32,300 SH   DFND   0 32,300 0
WELLPOINT INC COMMON STOCK 94973V107 2,484 31,530 SH   DFND   0 31,530 0
WELLS FARGO & CO COMMON STOCK 949746101 783 27,918 SH   DFND   0 27,918 0
WERNER ENTERPRISE COMMON STOCK 950755108 94 3,750 SH   DFND   0 3,750 0
WESTERN DIGITAL CORP COMMON STOCK 958102105 1,150 31,600 SH   DFND   0 31,600 0
WESTPORT INNOVATIONS INC COMMON STOCK-FO 960908309 1,002 41,700 SH   DFND   0 41,700 0
WEYERHAEUSER CO COMMON STOCK 962166104 1,867 85,400 SH   DFND   0 85,400 0
WHIRLPOOL CORP COMMON STOCK 963320106 2,938 36,130 SH   DFND   0 36,130 0
WINDSTREAM CORP COMMON STOCK 97381W104 1,753 135,260 SH   DFND   0 135,260 0
WISCONSIN ENERGY CORP COMMON STOCK 976657106 270 8,600 SH   DFND   0 8,600 0
WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 376 9,000 SH   DFND   0 9,000 0
WYNN RESORTS LTD COMMON STOCK 983134107 144 1,000 SH   DFND   0 1,000 0
XCEL ENERGY INC COMMON STOCK 98389B100 345 14,210 SH   DFND   0 14,210 0
XEROX CORP COMMON STOCK 984121103 489 46,940 SH   DFND   0 46,940 0
YPF SOCIEDAD ANONIMA COMMON STOCK-FO 984245100 1,897 42,100 SH   DFND   0 42,100 0
ZIMMER HOLDINGS INC COMMON STOCK 98956P102 455 7,200 SH   DFND   0 7,200 0
AMDOCS LIMITED COMMON STOCK-FO G02602103 377 12,400 SH   DFND   0 12,400 0
ARCH CAPITAL GROUP COMMON STOCK-FO G0450A105 3,376 105,750 SH   DFND   0 105,750 0
BUNGE LIMITED COMMON STOCK G16962105 2,275 33,000 SH   DFND   0 33,000 0
COOPER INDUSTRIES PLC COMMON STOCK-FO G24140108 3,175 53,212 SH   DFND   0 53,212 0
EVEREST RE GROUP LTD COMMON STOCK G3223R108 400 4,890 SH   DFND   0 4,890 0
FRESH DELMONTE PRODUCE COMMON STOCK G36738105 2,323 87,100 SH   DFND   0 87,100 0
INVESCO LTD COMMON STOCK G491BT108 576 24,600 SH   DFND   0 24,600 0
MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 697 38,700 SH   DFND   0 38,700 0
SEADRILL LIMITED COMMON STOCK-FO G7945E105 176 5,000 SH   DFND   0 5,000 0
SINA CORPORATION COMMON STOCK G81477104 906 8,700 SH   DFND   0 8,700 0
ACE LIMITED COMMON STOCK H0023R105 7,201 109,400 SH   DFND   0 109,400 0
ALLIED WORLD ASSURANCE CO COMMON STOCK-FO H01531104 651 11,300 SH   DFND   0 11,300 0
WEATHERFORD INTL LTD COMMON STOCK-FO H27013103 773 41,238 SH   DFND   0 41,238 0
GARMIN LTD COMMON STOCK-FO H2906T109 1,321 40,000 SH   DFND   0 40,000 0
NOBLE CORP COMMON STOCK-FO H5833N103 1,131 28,700 SH   DFND   0 28,700 0
TYCO INTERNATIONAL LTD COMMON STOCK-FO H89128104 383 7,750 SH   DFND   0 7,750 0
CELLCOM ISRAEL LTD COMMON STOCK-FO M2196U109 236 8,500 SH   DFND   0 8,500 0
ELBIT SYSTEMS LTD COMMON STOCK-FO M3760D101 862 18,000 SH   DFND   0 18,000 0
CNH GLOBAL NV COMMON STOCK N20935206 1,314 34,000 SH   DFND   0 34,000 0
DIAMOND OFFSHORE DRILLING, INC OPTIONS PDO99A017 1,760 25,000 SH Call DFND   0 25,000 0
THE MARKET VECTORS OPTIONS PGDX9A019 1,911 35,000 SH Call DFND   0 35,000 0
IPATH S&P 500 OPTIONS PVXZ9A019 2,267 45,000 SH Call DFND   0 45,000 0
IPATH S&P 500 OPTIONS PVXZ9M005 2,267 45,000 SH Put DFND   0 45,000 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 1,576 41,882 SH   DFND   0 41,882 0
NAVIOS MARITIME PARTNERS LP COMMON STOCK-FO Y62267102 119 6,500 SH   DFND   0 6,500 0
TEEKAY CORP COMMON STOCK Y8564W103 1,411 45,700 SH   DFND   0 45,700 0
TEEKAY TANKERS LTD COMMON STOCK-FO Y8565N102 188 20,000 SH   DFND   0 20,000 0