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
1 800 FLOWERS COM INC CL A COMMON 68243Q106 397 64,200 SH   DFND 2 64,200 0 0
3M CO COMMON 88579Y101 1,520 13,900 SH   DFND 2 13,900 0 0
AARON'S INC COMMON 002535300 2,358 84,200 SH   DFND 2 5,000 0 79,200
ABBOTT LABORATORIES COMMON 002824100 459 13,168 SH   DFND 2 13,168 0 0
ABBVIE INC COMMON 00287Y109 5,072 122,700 SH   DFND 2 13,100 0 109,600
ACCESS NATIONAL CORP COMMON 004337101 57 4,400 SH   DFND 2 4,400 0 0
ACTAVIS INC COMMON 00507K103 9,013 71,404 SH   DFND 2 71,404 0 0
ACTIVISION BLIZZARD INC COMMON 00507V109 14,877 1,043,300 SH   DFND 2 205,200 0 838,100
ACUITY BRANDS INC COMMON 00508Y102 588 7,787 SH   DFND 2 7,787 0 0
ACXIOM CORP COMMON 005125109 122 5,400 SH   DFND 2 5,400 0 0
ADAMS RESOURCES & ENERGY INC COMMON 006351308 37 543 SH   DFND 2 543 0 0
ADOBE SYSTEMS INC COMMON 00724F101 64 1,400 SH   DFND 2 1,400 0 0
ADT CORP/THE COMMON 00101J106 440 11,050 SH   DFND 2 11,050 0 0
ADVANCE AUTO PARTS INC COMMON 00751Y106 1,916 23,600 SH   DFND 2 23,600 0 0
ADVANCED MICRO DEVICES COMMON 007903107 274 67,200 SH   DFND 2 67,200 0 0
AEP INDUSTRIES INC COMMON 001031103 312 4,200 SH   DFND 2 4,200 0 0
AEROFLEX HOLDING CORP COMMON 007767106 45 5,700 SH   DFND 2 5,700 0 0
AES CORP COMMON 00130H105 530 44,200 SH   DFND 2 44,200 0 0
AETNA INC COMMON 00817Y108 3,892 61,259 SH   DFND 2 61,259 0 0
AFLAC INC COMMON 001055102 10,682 183,799 SH   DFND 2 47,599 0 136,200
AG MORTGAGE INVESTMENT TRUST REIT 001228105 34 1,800 SH   DFND 2 1,800 0 0
AGCO CORP COMMON 001084102 2,067 41,188 SH   DFND 2 41,188 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 167 3,900 SH   DFND 2 3,900 0 0
AKAMAI TECHNOLOGIES INC COMMON 00971T101 230 5,400 SH   DFND 2 5,400 0 0
ALASKA AIR GROUP INC COMMON 011659109 8,658 166,504 SH   DFND 2 166,504 0 0
ALEXANDER'S INC REIT 014752109 218 741 SH   DFND 2 741 0 0
ALIMERA SCIENCES INC COMMON 016259103 22 4,500 SH   DFND 2 4,500 0 0
ALLEGIANT TRAVEL CO COMMON 01748X102 908 8,570 SH   DFND 2 8,570 0 0
ALLERGAN INC COMMON 018490102 9,233 109,600 SH   DFND 2 4,100 0 105,500
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 1,285 7,100 SH   DFND 2 7,100 0 0
ALLIANT ENERGY CORP COMMON 018802108 15 300 SH   DFND 2 300 0 0
ALLIANT TECHSYSTEMS INC COMMON 018804104 3,318 40,300 SH   DFND 2 12,000 0 28,300
ALLSTATE CORP COMMON 020002101 16,067 333,900 SH   DFND 2 52,100 0 281,800
ALON USA ENERGY INC COMMON 020520102 748 51,700 SH   DFND 2 51,700 0 0
ALTRIA GROUP INC COMMON 02209S103 122 3,500 SH   DFND 2 3,500 0 0
AMAG PHARMACEUTICALS INC COMMON 00163U106 156 7,000 SH   DFND 2 7,000 0 0
AMAZON COM INC COMMON 023135106 1,374 4,947 SH   DFND 2 4,947 0 0
AMC NETWORKS INC A COMMON 00164V103 938 14,359 SH   DFND 2 14,359 0 0
AMDOCS LTD COMMON G02602103 8,253 222,500 SH   DFND 2 6,000 0 216,500
AMERCO COMMON 023586100 4,575 28,259 SH   DFND 2 28,259 0 0
AMERICAN CAPITAL AGENCY CORP REIT 02503X105 198 8,601 SH   DFND 2 8,601 0 0
AMERICAN CAPITAL LTD COMMON 02503Y103 8,643 682,131 SH   DFND 2 42,931 0 639,200
AMERICAN ELECTRIC POWER COMMON 025537101 11,795 263,400 SH   DFND 2 17,300 0 246,100
AMERICAN EXPRESS CO COMMON 025816109 33,205 444,151 SH   DFND 2 105,351 0 338,800
AMERICAN FINANCIAL GROUP INC COMMON 025932104 4,436 90,700 SH   DFND 2 4,900 0 85,800
AMERICAN INTERNATIONAL GROUP COMMON 026874784 17,794 398,076 SH   DFND 2 54,376 0 343,700
AMERICAN RAILCAR INDUSTRIES COMMON 02916P103 13 400 SH   DFND 2 400 0 0
AMERICAN TOWER CORP REIT 03027X100 2,934 40,100 SH   DFND 2 40,100 0 0
AMERICAN WATER WORKS CO INC COMMON 030420103 10,522 255,200 SH   DFND 2 0 0 255,200
AMERIPRISE FINANCIAL INC COMMON 03076C106 243 3,000 SH   DFND 2 3,000 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 20,748 371,637 SH   DFND 2 218,437 0 153,200
AMERISTAR CASINOS INC COMMON 03070Q101 1,680 63,900 SH   DFND 2 63,900 0 0
AMETEK INC COMMON 031100100 7,248 171,350 SH   DFND 2 5,100 0 166,250
AMGEN INC COMMON 031162100 29,113 295,083 SH   DFND 2 90,483 0 204,600
AMN HEALTHCARE SERVICES INC COMMON 001744101 44 3,100 SH   DFND 2 3,100 0 0
AMPHENOL CORP CL A COMMON 032095101 4,178 53,600 SH   DFND 2 0 0 53,600
AMTRUST FINANCIAL SERVICES COMMON 032359309 750 21,000 SH   DFND 2 21,000 0 0
ANADARKO PETROLEUM CORP COMMON 032511107 7,252 84,400 SH   DFND 2 1,200 0 83,200
ANALOGIC CORP COMMON 032657207 775 10,639 SH   DFND 2 10,639 0 0
ANAREN INC COMMON 032744104 2 66 SH   DFND 2 66 0 0
ANIKA THERAPEUTICS INC COMMON 035255108 298 17,500 SH   DFND 2 17,500 0 0
ANIXTER INTERNATIONAL INC COMMON 035290105 3,618 47,724 SH   DFND 2 47,724 0 0
ANN INC COMMON 035623107 442 13,300 SH   DFND 2 13,300 0 0
ANNALY CAPITAL MANAGEMENT IN REIT 035710409 2 176 SH   DFND 2 176 0 0
AOL INC COMMON 00184X105 16,746 459,034 SH   DFND 2 15,134 0 443,900
AON PLC COMMON G0408V102 64 1,000 SH   DFND 2 1,000 0 0
APACHE CORP COMMON 037411105 3,723 44,407 SH   DFND 2 44,407 0 0
APCO OIL AND GAS INTL INC COMMON G0471F109 5 400 SH   DFND 2 400 0 0
APOLLO GROUP INC CL A COMMON 037604105 44 2,500 SH   DFND 2 2,500 0 0
APPLE INC COMMON 037833100 65,389 164,902 SH   DFND 2 54,302 0 110,600
ARCH CAPITAL GROUP LTD COMMON G0450A105 956 18,600 SH   DFND 2 18,600 0 0
ARCHER DANIELS MIDLAND CO COMMON 039483102 12,559 370,352 SH   DFND 2 22,152 0 348,200
ARENA PHARMACEUTICALS INC COMMON 040047102 35 4,600 SH   DFND 2 4,600 0 0
ARGAN INC COMMON 04010E109 72 4,600 SH   DFND 2 4,600 0 0
ARIAD PHARMACEUTICALS INC COMMON 04033A100 59 3,400 SH   DFND 2 3,400 0 0
ARKANSAS BEST CORP COMMON 040790107 90 3,900 SH   DFND 2 3,900 0 0
ARLINGTON ASSET INVESTMENT A COMMON 041356205 286 10,700 SH   DFND 2 10,700 0 0
ARROW ELECTRONICS INC COMMON 042735100 3,997 100,300 SH   DFND 2 30,500 0 69,800
ARTHROCARE CORP COMMON 043136100 808 23,400 SH   DFND 2 23,400 0 0
ARUBA NETWORKS INC COMMON 043176106 8 500 SH   DFND 2 500 0 0
ASBURY AUTOMOTIVE GROUP COMMON 043436104 662 16,500 SH   DFND 2 16,500 0 0
ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 67 1,810 SH   DFND 2 1,810 0 0
ASPEN TECHNOLOGY INC COMMON 045327103 121 4,200 SH   DFND 2 4,200 0 0
ASSOCIATED BANC CORP COMMON 045487105 6,197 398,500 SH   DFND 2 0 0 398,500
ASSURANT INC COMMON 04621X108 1,638 32,183 SH   DFND 2 32,183 0 0
ASSURED GUARANTY LTD COMMON G0585R106 649 29,400 SH   DFND 2 29,400 0 0
AT&T INC COMMON 00206R102 48,845 1,379,805 SH   DFND 2 164,305 0 1,215,500
ATLANTIC TELE NETWORK INC COMMON 049079205 834 16,800 SH   DFND 2 16,800 0 0
ATRION CORPORATION COMMON 049904105 114 520 SH   DFND 2 520 0 0
AUTONATION INC COMMON 05329W102 4,790 110,400 SH   DFND 2 19,000 0 91,400
AUTOZONE INC COMMON 053332102 4,872 11,500 SH   DFND 2 11,500 0 0
AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 60 3,600 SH   DFND 2 3,600 0 0
AVAGO TECHNOLOGIES LTD COMMON Y0486S104 6,257 167,400 SH   DFND 2 0 0 167,400
AVALONBAY COMMUNITIES INC REIT 053484101 54 400 SH   DFND 2 400 0 0
AVERY DENNISON CORP COMMON 053611109 18,365 429,500 SH   DFND 2 0 0 429,500
AVIS BUDGET GROUP INC COMMON 053774105 40 1,400 SH   DFND 2 1,400 0 0
AVNET INC COMMON 053807103 9,188 273,453 SH   DFND 2 66,753 0 206,700
AXIALL CORP COMMON 05463D100 43 1,000 SH   DFND 2 1,000 0 0
AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 18,660 407,600 SH   DFND 2 7,600 0 400,000
BABCOCK & WILCOX CO/THE COMMON 05615F102 1,402 46,700 SH   DFND 2 0 0 46,700
BALL CORP COMMON 058498106 6,689 161,014 SH   DFND 2 161,014 0 0
BALLY TECHNOLOGIES INC COMMON 05874B107 10,556 187,100 SH   DFND 2 0 0 187,100
BANK OF AMERICA CORP COMMON 060505104 19,169 1,490,604 SH   DFND 2 603,504 0 887,100
BANK OF KENTUCKY FINL CORP COMMON 062896105 88 3,100 SH   DFND 2 3,100 0 0
BANK OF MONTREAL COMMON 063671101 6 100 SH   DFND 2 100 0 0
BANK OF NEW YORK MELLON CORP COMMON 064058100 351 12,501 SH   DFND 2 12,501 0 0
BANNER CORPORATION COMMON 06652V208 201 5,953 SH   DFND 2 5,953 0 0
BASSETT FURNITURE INDS COMMON 070203104 138 8,900 SH   DFND 2 8,900 0 0
BAXTER INTERNATIONAL INC COMMON 071813109 19,853 286,600 SH   DFND 2 5,400 0 281,200
BBCN BANCORP INC COMMON 073295107 131 9,200 SH   DFND 2 9,200 0 0
BCE INC COMMON 05534B760 13 327 SH   DFND 2 327 0 0
BECTON DICKINSON AND CO COMMON 075887109 3,439 34,800 SH   DFND 2 0 0 34,800
BED BATH & BEYOND INC COMMON 075896100 8,138 114,700 SH   DFND 2 88,800 0 25,900
BENCHMARK ELECTRONICS INC COMMON 08160H101 2,703 134,500 SH   DFND 2 134,500 0 0
BERKSHIRE HATHAWAY INC CL A COMMON 084670108 1,180 7 SH   DFND 2 7 0 0
BERKSHIRE HATHAWAY INC CL B COMMON 084670702 53,413 477,246 SH   DFND 2 110,046 0 367,200
BEST BUY CO INC COMMON 086516101 11,282 412,800 SH   DFND 2 19,300 0 393,500
BHP BILLITON LTD SPON ADR ADR 088606108 40 700 SH   DFND 2 700 0 0
BIG 5 SPORTING GOODS CORP COMMON 08915P101 531 24,200 SH   DFND 2 24,200 0 0
BIODELIVERY SCIENCES INTL COMMON 09060J106 39 9,700 SH   DFND 2 9,700 0 0
BIOGEN IDEC INC COMMON 09062X103 20,493 95,230 SH   DFND 2 58,630 0 36,600
BMC SOFTWARE INC COMMON 055921100 99 2,200 SH   DFND 2 2,200 0 0
BOEING CO/THE COMMON 097023105 1,987 19,400 SH   DFND 2 0 0 19,400
BOK FINANCIAL CORPORATION COMMON 05561Q201 26 400 SH   DFND 2 400 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON 099502106 69 3,962 SH   DFND 2 3,962 0 0
BP PLC SPONS ADR ADR 055622104 96 2,300 SH   DFND 2 2,300 0 0
BRINKER INTERNATIONAL INC COMMON 109641100 8,824 223,800 SH   DFND 2 0 0 223,800
BRITISH AMERICAN TOB SP ADR ADR 110448107 824 8,000 SH   DFND 2 8,000 0 0
BROADCOM CORP CL A COMMON 111320107 3,521 104,200 SH   DFND 2 14,800 0 89,400
BROCADE COMMUNICATIONS SYS COMMON 111621306 13,081 2,271,000 SH   DFND 2 109,000 0 2,162,000
BROWN FORMAN CORP CLASS B COMMON 115637209 105 1,550 SH   DFND 2 1,550 0 0
BRUNSWICK CORP COMMON 117043109 42 1,300 SH   DFND 2 1,300 0 0
BUCKEYE TECHNOLOGIES INC COMMON 118255108 822 22,200 SH   DFND 2 22,200 0 0
BUNGE LTD COMMON G16962105 7 104 SH   DFND 2 104 0 0
CA INC COMMON 12673P105 23,005 803,800 SH   DFND 2 50,300 0 753,500
CABOT CORP COMMON 127055101 303 8,100 SH   DFND 2 8,100 0 0
CABOT MICROELECTRONICS CORP COMMON 12709P103 231 7,000 SH   DFND 2 7,000 0 0
CACI INTERNATIONAL INC CL A COMMON 127190304 950 14,959 SH   DFND 2 14,959 0 0
CADENCE DESIGN SYS INC COMMON 127387108 3,988 275,400 SH   DFND 2 0 0 275,400
CALAMOS ASSET MANAGEMENT A COMMON 12811R104 108 10,300 SH   DFND 2 10,300 0 0
CAMBREX CORP COMMON 132011107 1,676 120,000 SH   DFND 2 120,000 0 0
CAMERON INTERNATIONAL CORP COMMON 13342B105 550 9,000 SH   DFND 2 9,000 0 0
CAMPBELL SOUP CO COMMON 134429109 882 19,700 SH   DFND 2 19,700 0 0
CANTEL MEDICAL CORP COMMON 138098108 51 1,500 SH   DFND 2 1,500 0 0
CAPELLA EDUCATION CO COMMON 139594105 117 2,800 SH   DFND 2 2,800 0 0
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1,206 19,200 SH   DFND 2 19,200 0 0
CAPITALSOURCE INC COMMON 14055X102 22,374 2,385,319 SH   DFND 2 483,819 0 1,901,500
CAPSTEAD MORTGAGE CORP REIT 14067E506 303 25,000 SH   DFND 2 25,000 0 0
CARDINAL HEALTH INC COMMON 14149Y108 12,492 264,669 SH   DFND 2 6,769 0 257,900
CAREFUSION CORP COMMON 14170T101 26,224 711,650 SH   DFND 2 144,950 0 566,700
CARLISLE COS INC COMMON 142339100 5,733 92,000 SH   DFND 2 0 0 92,000
CASCADE BANCORP COMMON 147154207 2 300 SH   DFND 2 300 0 0
CASEY'S GENERAL STORES INC COMMON 147528103 212 3,517 SH   DFND 2 3,517 0 0
CASH AMERICA INTL INC COMMON 14754D100 18 400 SH   DFND 2 400 0 0
CATAMARAN CORP COMMON 148887102 44 900 SH   DFND 2 900 0 0
CATHAY GENERAL BANCORP COMMON 149150104 1,744 85,700 SH   DFND 2 85,700 0 0
CBEYOND INC COMMON 149847105 10 1,300 SH   DFND 2 1,300 0 0
CBL & ASSOCIATES PROPERTIES REIT 124830100 71 3,300 SH   DFND 2 3,300 0 0
CBOE HOLDINGS INC COMMON 12503M108 3,824 82,000 SH   DFND 2 0 0 82,000
CBS CORP CLASS B NON VOTING COMMON 124857202 22,485 460,100 SH   DFND 2 17,200 0 442,900
CELANESE CORP SERIES A COMMON 150870103 125 2,800 SH   DFND 2 2,800 0 0
CELGENE CORP COMMON 151020104 8,189 70,000 SH   DFND 2 26,300 0 43,700
CENTENE CORP COMMON 15135B101 90 1,717 SH   DFND 2 1,717 0 0
CENTERPOINT ENERGY INC COMMON 15189T107 7,862 334,700 SH   DFND 2 2,000 0 332,700
CENTRAL GARDEN AND PET CO A COMMON 153527205 316 45,800 SH   DFND 2 45,800 0 0
CENTRAL PACIFIC FINANCIAL CO COMMON 154760409 144 7,991 SH   DFND 2 7,991 0 0
CENVEO INC COMMON 15670S105 63 29,400 SH   DFND 2 29,400 0 0
CERNER CORP COMMON 156782104 1,345 14,000 SH   DFND 2 14,000 0 0
CF INDUSTRIES HOLDINGS INC COMMON 125269100 26,936 157,064 SH   DFND 2 51,664 0 105,400
CHARLES RIVER LABORATORIES COMMON 159864107 7,775 189,500 SH   DFND 2 0 0 189,500
CHEESECAKE FACTORY INC/THE COMMON 163072101 817 19,500 SH   DFND 2 19,500 0 0
CHEMED CORP COMMON 16359R103 1,969 27,190 SH   DFND 2 27,190 0 0
CHEVRON CORP COMMON 166764100 70,512 595,844 SH   DFND 2 185,944 0 409,900
CHICAGO BRIDGE & IRON CO NV COMMON 167250109 203 3,400 SH   DFND 2 3,400 0 0
CHICO'S FAS INC COMMON 168615102 3,439 201,600 SH   DFND 2 14,800 0 186,800
CHIMERA INVESTMENT CORP REIT 16934Q109 9,142 3,047,200 SH   DFND 2 0 0 3,047,200
CHIPOTLE MEXICAN GRILL INC COMMON 169656105 583 1,600 SH   DFND 2 1,600 0 0
CHUBB CORP COMMON 171232101 14,793 174,757 SH   DFND 2 141,057 0 33,700
CHURCH & DWIGHT CO INC COMMON 171340102 37 600 SH   DFND 2 600 0 0
CIGNA CORP COMMON 125509109 4,990 68,839 SH   DFND 2 68,839 0 0
CIMAREX ENERGY CO COMMON 171798101 371 5,703 SH   DFND 2 5,703 0 0
CIRRUS LOGIC INC COMMON 172755100 101 5,800 SH   DFND 2 5,800 0 0
CISCO SYSTEMS INC COMMON 17275R102 47,942 1,970,100 SH   DFND 2 449,200 0 1,520,900
CITIGROUP INC COMMON 172967424 7,196 150,010 SH   DFND 2 73,710 0 76,300
CLARCOR INC COMMON 179895107 10 200 SH   DFND 2 200 0 0
CLECO CORPORATION COMMON 12561W105 181 3,900 SH   DFND 2 3,900 0 0
CLOROX COMPANY COMMON 189054109 5,612 67,500 SH   DFND 2 19,200 0 48,300
CMS ENERGY CORP COMMON 125896100 92 3,400 SH   DFND 2 3,400 0 0
CNO FINANCIAL GROUP INC COMMON 12621E103 113 8,700 SH   DFND 2 8,700 0 0
COACH INC COMMON 189754104 735 12,877 SH   DFND 2 12,877 0 0
COCA COLA CO/THE COMMON 191216100 5,182 129,200 SH   DFND 2 18,200 0 111,000
COCA COLA ENTERPRISES COMMON 19122T109 2,384 67,800 SH   DFND 2 0 0 67,800
COGNEX CORP COMMON 192422103 158 3,500 SH   DFND 2 3,500 0 0
COGNIZANT TECH SOLUTIONS A COMMON 192446102 226 3,600 SH   DFND 2 3,600 0 0
COINSTAR INC COMMON 19259P300 475 8,100 SH   DFND 2 8,100 0 0
COLEMAN CABLE INC COMMON 193459302 45 2,500 SH   DFND 2 2,500 0 0
COLGATE PALMOLIVE CO COMMON 194162103 676 11,800 SH   DFND 2 11,800 0 0
COLUMBIA BANKING SYSTEM INC COMMON 197236102 217 9,100 SH   DFND 2 9,100 0 0
COMCAST CORP CLASS A COMMON 20030N101 39,565 947,666 SH   DFND 2 238,066 0 709,600
COMMERCE BANCSHARES INC COMMON 200525103 18 418 SH   DFND 2 418 0 0
COMPUTER SCIENCES CORP COMMON 205363104 8,252 188,523 SH   DFND 2 223 0 188,300
CONAGRA FOODS INC COMMON 205887102 24 700 SH   DFND 2 700 0 0
CONN'S INC COMMON 208242107 57 1,100 SH   DFND 2 1,100 0 0
CONOCOPHILLIPS COMMON 20825C104 20,220 334,214 SH   DFND 2 75,514 0 258,700
CONSOLIDATED GRAPHICS INC COMMON 209341106 282 6,007 SH   DFND 2 6,007 0 0
CONSTELLATION BRANDS INC A COMMON 21036P108 2,209 42,392 SH   DFND 2 42,392 0 0
COOPER COS INC/THE COMMON 216648402 500 4,200 SH   DFND 2 4,200 0 0
COPA HOLDINGS SA CLASS A COMMON P31076105 7,710 58,800 SH   DFND 2 0 0 58,800
COPART INC COMMON 217204106 1,786 58,000 SH   DFND 2 58,000 0 0
CORELOGIC INC COMMON 21871D103 4,448 191,962 SH   DFND 2 62 0 191,900
COSTCO WHOLESALE CORP COMMON 22160K105 3,326 30,077 SH   DFND 2 30,077 0 0
COVIDIEN PLC COMMON G2554F113 322 5,125 SH   DFND 2 5,125 0 0
CR BARD INC COMMON 067383109 1,022 9,400 SH   DFND 2 9,400 0 0
CRANE CO COMMON 224399105 10,019 167,200 SH   DFND 2 0 0 167,200
CRAWFORD & CO CL B COMMON 224633107 84 15,000 SH   DFND 2 15,000 0 0
CREDIT ACCEPTANCE CORP COMMON 225310101 357 3,400 SH   DFND 2 3,400 0 0
CROWN HOLDINGS INC COMMON 228368106 1,929 46,895 SH   DFND 2 46,895 0 0
CSG SYSTEMS INTL INC COMMON 126349109 612 28,100 SH   DFND 2 28,100 0 0
CST BRANDS INC COMMON 12646R105 329 10,692 SH   DFND 2 10,692 0 0
CSX CORP COMMON 126408103 9,195 396,500 SH   DFND 2 167,300 0 229,200
CUMMINS INC COMMON 231021106 4,796 44,219 SH   DFND 2 44,219 0 0
CVR ENERGY INC COMMON 12662P108 2,702 57,000 SH   DFND 2 57,000 0 0
CVS CAREMARK CORP COMMON 126650100 33,480 585,512 SH   DFND 2 110,812 0 474,700
CYNOSURE INC A COMMON 232577205 83 3,200 SH   DFND 2 3,200 0 0
DAIRY FARM INTL HLDGS LTD COMMON G2624N153 11 900 SH   DFND 2 900 0 0
DAKTRONICS INC COMMON 234264109 72 7,000 SH   DFND 2 7,000 0 0
DANA HOLDING CORP COMMON 235825205 92 4,800 SH   DFND 2 4,800 0 0
DANAHER CORP COMMON 235851102 3,463 54,700 SH   DFND 2 3,200 0 51,500
DAVITA HEALTHCARE PARTNERS I COMMON 23918K108 596 4,933 SH   DFND 2 4,933 0 0
DELEK US HOLDINGS INC COMMON 246647101 2,840 98,672 SH   DFND 2 98,672 0 0
DELL INC COMMON 24702R101 308 23,100 SH   DFND 2 23,100 0 0
DELTA AIR LINES INC COMMON 247361702 26,548 1,418,902 SH   DFND 2 180,102 0 1,238,800
DELUXE CORP COMMON 248019101 2,809 81,078 SH   DFND 2 81,078 0 0
DEVON ENERGY CORPORATION COMMON 25179M103 67 1,300 SH   DFND 2 1,300 0 0
DIAGEO PLC SPONSORED ADR ADR 25243Q205 2,323 20,207 SH   DFND 2 20,207 0 0
DIAMOND OFFSHORE DRILLING COMMON 25271C102 69 1,000 SH   DFND 2 1,000 0 0
DILLARDS INC CL A COMMON 254067101 12,520 152,735 SH   DFND 2 69,535 0 83,200
DIODES INC COMMON 254543101 16 600 SH   DFND 2 600 0 0
DIRECTV COMMON 25490A309 14,701 238,502 SH   DFND 2 107,302 0 131,200
DISCOVER FINANCIAL SERVICES COMMON 254709108 14,692 308,387 SH   DFND 2 203,687 0 104,700
DISCOVERY COMMUNICATIONS A COMMON 25470F104 10,265 132,900 SH   DFND 2 54,100 0 78,800
DISH NETWORK CORP A COMMON 25470M109 799 18,786 SH   DFND 2 18,786 0 0
DOLBY LABORATORIES INC CL A COMMON 25659T107 1,422 42,500 SH   DFND 2 42,500 0 0
DOLLAR GENERAL CORP COMMON 256677105 2,844 56,400 SH   DFND 2 0 0 56,400
DOLLAR TREE INC COMMON 256746108 2,303 45,300 SH   DFND 2 45,300 0 0
DOMINION RESOURCES INC/VA COMMON 25746U109 17 300 SH   DFND 2 300 0 0
DOMINO'S PIZZA INC COMMON 25754A201 110 1,900 SH   DFND 2 1,900 0 0
DOMTAR CORP COMMON 257559203 3,607 54,235 SH   DFND 2 12,535 0 41,700
DOVER CORP COMMON 260003108 676 8,700 SH   DFND 2 8,700 0 0
DRIL QUIP INC COMMON 262037104 72 800 SH   DFND 2 800 0 0
DST SYSTEMS INC COMMON 233326107 3,256 49,833 SH   DFND 2 33 0 49,800
DSW INC CLASS A COMMON 23334L102 1,119 15,227 SH   DFND 2 15,227 0 0
DTE ENERGY COMPANY COMMON 233331107 16,696 249,151 SH   DFND 2 28,251 0 220,900
DU PONT (E I ) DE NEMOURS COMMON 263534109 305 5,800 SH   DFND 2 5,800 0 0
DUKE ENERGY CORP COMMON 26441C204 540 8,000 SH   DFND 2 8,000 0 0
DUN & BRADSTREET CORP COMMON 26483E100 877 9,000 SH   DFND 2 9,000 0 0
DYCOM INDUSTRIES INC COMMON 267475101 14 600 SH   DFND 2 600 0 0
DYNEX CAPITAL INC REIT 26817Q506 132 13,000 SH   DFND 2 13,000 0 0
EAST WEST BANCORP INC COMMON 27579R104 11 396 SH   DFND 2 396 0 0
EATON CORP PLC COMMON G29183103 1,231 18,700 SH   DFND 2 18,700 0 0
EBAY INC COMMON 278642103 1,160 22,419 SH   DFND 2 22,419 0 0
ECHOSTAR CORP A COMMON 278768106 16 400 SH   DFND 2 400 0 0
EDISON INTERNATIONAL COMMON 281020107 21,855 453,800 SH   DFND 2 27,200 0 426,600
EDWARDS LIFESCIENCES CORP COMMON 28176E108 3,001 44,664 SH   DFND 2 19,564 0 25,100
EL PASO ELECTRIC CO COMMON 283677854 49 1,400 SH   DFND 2 1,400 0 0
ELECTRONICS FOR IMAGING COMMON 286082102 620 21,900 SH   DFND 2 21,900 0 0
ELI LILLY & CO COMMON 532457108 260 5,300 SH   DFND 2 5,300 0 0
ELIZABETH ARDEN INC COMMON 28660G106 416 9,231 SH   DFND 2 9,231 0 0
ELLIE MAE INC COMMON 28849P100 44 1,900 SH   DFND 2 1,900 0 0
EMC CORP/MA COMMON 268648102 4,504 190,700 SH   DFND 2 190,700 0 0
EMCOR GROUP INC COMMON 29084Q100 304 7,486 SH   DFND 2 7,486 0 0
EMERSON ELECTRIC CO COMMON 291011104 3,256 59,700 SH   DFND 2 1,100 0 58,600
ENCORE WIRE CORP COMMON 292562105 402 11,800 SH   DFND 2 11,800 0 0
ENDOCYTE INC COMMON 29269A102 39 3,000 SH   DFND 2 3,000 0 0
ENERGEN CORP COMMON 29265N108 6,313 120,800 SH   DFND 2 120,800 0 0
ENERGIZER HOLDINGS INC COMMON 29266R108 19,931 198,301 SH   DFND 2 50,101 0 148,200
ENERGY RECOVERY INC COMMON 29270J100 40 9,600 SH   DFND 2 9,600 0 0
ENERSYS COMMON 29275Y102 142 2,896 SH   DFND 2 2,896 0 0
ENPRO INDUSTRIES INC COMMON 29355X107 467 9,200 SH   DFND 2 9,200 0 0
ENSCO PLC CL A COMMON G3517S106 1,362 23,438 SH   DFND 2 23,438 0 0
ENTEGRIS INC COMMON 29362U104 847 90,300 SH   DFND 2 90,300 0 0
ENTERGY CORP COMMON 29364G103 42 600 SH   DFND 2 600 0 0
ENTERPRISE FINANCIAL SERVICE COMMON 293712105 102 6,400 SH   DFND 2 6,400 0 0
ENTRAVISION COMMUNICATIONS A COMMON 29382R107 167 27,100 SH   DFND 2 27,100 0 0
ENZON PHARMACEUTICALS INC COMMON 293904108 119 59,600 SH   DFND 2 59,600 0 0
ERA GROUP INC COMMON 26885G109 826 31,600 SH   DFND 2 31,600 0 0
ESTERLINE TECHNOLOGIES CORP COMMON 297425100 14 200 SH   DFND 2 200 0 0
EVEREST RE GROUP LTD COMMON G3223R108 7,134 55,625 SH   DFND 2 5,325 0 50,300
EW SCRIPPS CO/THE A COMMON 811054402 26 1,700 SH   DFND 2 1,700 0 0
EXELIS INC COMMON 30162A108 2,711 196,600 SH   DFND 2 0 0 196,600
EXPEDIA INC COMMON 30212P303 814 13,529 SH   DFND 2 13,529 0 0
EXPONENT INC COMMON 30214U102 1,300 22,000 SH   DFND 2 22,000 0 0
EXPRESS SCRIPTS HOLDING CO COMMON 30219G108 4,926 79,788 SH   DFND 2 79,788 0 0
EXXON MOBIL CORP COMMON 30231G102 94,764 1,048,855 SH   DFND 2 280,355 0 768,500
F5 NETWORKS INC COMMON 315616102 550 8,000 SH   DFND 2 8,000 0 0
FABRINET COMMON G3323L100 1,428 102,000 SH   DFND 2 102,000 0 0
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1,550 15,208 SH   DFND 2 15,208 0 0
FBL FINANCIAL GROUP INC CL A COMMON 30239F106 9 200 SH   DFND 2 200 0 0
FEDERATED INVESTORS INC CL B COMMON 314211103 4,364 159,200 SH   DFND 2 0 0 159,200
FEDEX CORP COMMON 31428X106 8,981 91,100 SH   DFND 2 91,100 0 0
FEI COMPANY COMMON 30241L109 738 10,100 SH   DFND 2 10,100 0 0
FELCOR LODGING TRUST INC REIT 31430F101 43 7,300 SH   DFND 2 7,300 0 0
FIFTH THIRD BANCORP COMMON 316773100 10,706 593,111 SH   DFND 2 100,811 0 492,300
FINISH LINE/THE CL A COMMON 317923100 173 7,900 SH   DFND 2 7,900 0 0
FIRST AMERICAN FINANCIAL COMMON 31847R102 1,721 78,100 SH   DFND 2 78,100 0 0
FIRST CITIZENS BCSHS CL A COMMON 31946M103 365 1,900 SH   DFND 2 1,900 0 0
FIRST DEFIANCE FINL CORP COMMON 32006W106 6 262 SH   DFND 2 262 0 0
FIRST FINANCIAL HOLDINGS INC COMMON 320239106 261 12,300 SH   DFND 2 12,300 0 0
FIRST INTERSTATE BANCSYS/MT COMMON 32055Y201 91 4,400 SH   DFND 2 4,400 0 0
FIRST MERCHANTS CORP COMMON 320817109 233 13,600 SH   DFND 2 13,600 0 0
FIRST MIDWEST BANCORP INC/IL COMMON 320867104 565 41,200 SH   DFND 2 41,200 0 0
FIRST REPUBLIC BANK/CA COMMON 33616C100 115 3,000 SH   DFND 2 3,000 0 0
FIRST SOLAR INC COMMON 336433107 13,335 297,600 SH   DFND 2 47,700 0 249,900
FIRSTHAND TECHNOLOGY VALUE COMMON 33766Y100 2 88 SH   DFND 2 88 0 0
FIRSTMERIT CORP COMMON 337915102 1,572 78,466 SH   DFND 2 78,466 0 0
FIVE STAR QUALITY CARE COMMON 33832D106 502 89,500 SH   DFND 2 89,500 0 0
FLIR SYSTEMS INC COMMON 302445101 4,903 181,800 SH   DFND 2 0 0 181,800
FOOT LOCKER INC COMMON 344849104 5,245 149,300 SH   DFND 2 0 0 149,300
FORD MOTOR CO COMMON 345370860 2,472 159,787 SH   DFND 2 159,787 0 0
FRANKLIN RESOURCES INC COMMON 354613101 11,125 81,789 SH   DFND 2 21,889 0 59,900
FREEPORT MCMORAN COPPER COMMON 35671D857 116 4,200 SH   DFND 2 4,200 0 0
FRESH DEL MONTE PRODUCE INC COMMON G36738105 78 2,800 SH   DFND 2 2,800 0 0
FUTUREFUEL CORP COMMON 36116M106 309 21,800 SH   DFND 2 21,800 0 0
FXCM INC A COMMON 302693106 51 3,100 SH   DFND 2 3,100 0 0
GAMCO INVESTORS INC A COMMON 361438104 399 7,200 SH   DFND 2 7,200 0 0
GAMESTOP CORP CLASS A COMMON 36467W109 9 217 SH   DFND 2 217 0 0
GAP INC/THE COMMON 364760108 31,682 759,225 SH   DFND 2 216,225 0 543,000
GARDNER DENVER INC COMMON 365558105 165 2,200 SH   DFND 2 2,200 0 0
GENERAL ELECTRIC CO COMMON 369604103 29,551 1,274,309 SH   DFND 2 463,809 0 810,500
GENERAL GROWTH PROPERTIES REIT 370023103 40 2,000 SH   DFND 2 2,000 0 0
GENERAL MILLS INC COMMON 370334104 189 3,900 SH   DFND 2 3,900 0 0
GENERAL MOTORS CO COMMON 37045V100 36 1,091 SH   DFND 2 1,091 0 0
GENESEE & WYOMING INC CL A COMMON 371559105 494 5,825 SH   DFND 2 5,825 0 0
GENTING HONG KONG LTD COMMON G3924T106 1 3,000 SH   DFND 2 3,000 0 0
GENTIVA HEALTH SERVICES COMMON 37247A102 549 55,100 SH   DFND 2 55,100 0 0
GENUINE PARTS CO COMMON 372460105 4,833 61,900 SH   DFND 2 0 0 61,900
GENWORTH FINANCIAL INC CL A COMMON 37247D106 264 23,100 SH   DFND 2 23,100 0 0
GEO GROUP INC/THE REIT 36159R103 177 5,200 SH   DFND 2 5,200 0 0
GILEAD SCIENCES INC COMMON 375558103 9,145 178,362 SH   DFND 2 79,562 0 98,800
GLAXOSMITHKLINE PLC SPON ADR ADR 37733W105 475 9,500 SH   DFND 2 9,500 0 0
GLOBAL SOURCES LTD COMMON G39300101 48 7,200 SH   DFND 2 7,200 0 0
GNC HOLDINGS INC CL A COMMON 36191G107 4,872 110,200 SH   DFND 2 0 0 110,200
GOLDMAN SACHS GROUP INC COMMON 38141G104 23,374 154,536 SH   DFND 2 36,036 0 118,500
GOODYEAR TIRE & RUBBER CO COMMON 382550101 7 465 SH   DFND 2 465 0 0
GOOGLE INC CL A COMMON 38259P508 28,948 32,882 SH   DFND 2 16,682 0 16,200
GRAPHIC PACKAGING HOLDING CO COMMON 388689101 1,839 237,600 SH   DFND 2 237,600 0 0
GREEN MOUNTAIN COFFEE ROASTE COMMON 393122106 3,686 49,000 SH   DFND 2 0 0 49,000
GREEN PLAINS RENEWABLE ENERG COMMON 393222104 11 800 SH   DFND 2 800 0 0
GROUP 1 AUTOMOTIVE INC COMMON 398905109 109 1,700 SH   DFND 2 1,700 0 0
GSI GROUP INC COMMON 36191C205 85 10,600 SH   DFND 2 10,600 0 0
GT ADVANCED TECHNOLOGIES INC COMMON 36191U106 5 1,200 SH   DFND 2 1,200 0 0
GYRODYNE CO OF AMERICA INC REIT 403820103 129 1,800 SH   DFND 2 1,800 0 0
HALLIBURTON CO COMMON 406216101 1,001 24,000 SH   DFND 2 24,000 0 0
HANESBRANDS INC COMMON 410345102 3,209 62,400 SH   DFND 2 1,600 0 60,800
HANMI FINANCIAL CORPORATION COMMON 410495204 1,175 66,500 SH   DFND 2 66,500 0 0
HARMAN INTERNATIONAL COMMON 413086109 293 5,400 SH   DFND 2 5,400 0 0
HARRIS CORP COMMON 413875105 8,668 176,000 SH   DFND 2 22,200 0 153,800
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 2 69 SH   DFND 2 69 0 0
HAWAIIAN TELCOM HOLDCO INC COMMON 420031106 25 1,000 SH   DFND 2 1,000 0 0
HCA HOLDINGS INC COMMON 40412C101 573 15,901 SH   DFND 2 15,901 0 0
HCC INSURANCE HOLDINGS INC COMMON 404132102 216 5,000 SH   DFND 2 5,000 0 0
HEALTH CARE REIT INC REIT 42217K106 47 700 SH   DFND 2 700 0 0
HEALTH NET INC COMMON 42222G108 1,725 54,200 SH   DFND 2 0 0 54,200
HEALTHSOUTH CORP COMMON 421924309 755 26,200 SH   DFND 2 26,200 0 0
HELEN OF TROY LTD COMMON G4388N106 146 3,800 SH   DFND 2 3,800 0 0
HELIX ENERGY SOLUTIONS GROUP COMMON 42330P107 357 15,500 SH   DFND 2 15,500 0 0
HELMERICH & PAYNE COMMON 423452101 15,088 241,600 SH   DFND 2 42,200 0 199,400
HENRY SCHEIN INC COMMON 806407102 527 5,500 SH   DFND 2 5,500 0 0
HERBALIFE LTD COMMON G4412G101 9 200 SH   DFND 2 200 0 0
HERITAGE FINANCIAL GROUP INC COMMON 42726X102 34 2,300 SH   DFND 2 2,300 0 0
HERSHEY CO/THE COMMON 427866108 22,543 252,500 SH   DFND 2 18,300 0 234,200
HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 704 28,400 SH   DFND 2 28,400 0 0
HESS CORP COMMON 42809H107 11,133 167,434 SH   DFND 2 28,834 0 138,600
HEWLETT PACKARD CO COMMON 428236103 23,951 965,764 SH   DFND 2 82,664 0 883,100
HHGREGG INC COMMON 42833L108 10 600 SH   DFND 2 600 0 0
HILL ROM HOLDINGS INC COMMON 431475102 414 12,300 SH   DFND 2 12,300 0 0
HOLLYFRONTIER CORP COMMON 436106108 3,305 77,261 SH   DFND 2 34,561 0 42,700
HOME DEPOT INC COMMON 437076102 39,068 504,300 SH   DFND 2 86,600 0 417,700
HORACE MANN EDUCATORS COMMON 440327104 378 15,500 SH   DFND 2 15,500 0 0
HORIZON BANCORP INDIANA COMMON 440407104 87 4,250 SH   DFND 2 4,250 0 0
HOSPITALITY PROPERTIES TRUST REIT 44106M102 6,044 230,000 SH   DFND 2 400 0 229,600
HOST HOTELS & RESORTS INC REIT 44107P104 71 4,200 SH   DFND 2 4,200 0 0
HUBBELL INC CL B COMMON 443510201 8,989 90,800 SH   DFND 2 1,000 0 89,800
HUMANA INC COMMON 444859102 5,209 61,727 SH   DFND 2 40,927 0 20,800
HUNTINGTON BANCSHARES INC COMMON 446150104 823 104,600 SH   DFND 2 104,600 0 0
HUNTINGTON INGALLS INDUSTRIE COMMON 446413106 912 16,150 SH   DFND 2 16,150 0 0
HUNTSMAN CORP COMMON 447011107 104 6,300 SH   DFND 2 6,300 0 0
HYSTER YALE MATERIALS COMMON 449172105 38 600 SH   DFND 2 600 0 0
IMPAX LABORATORIES INC COMMON 45256B101 1,864 93,500 SH   DFND 2 93,500 0 0
IMPERIAL TOBACCO GROUP ADR ADR 453142101 8 112 SH   DFND 2 112 0 0
INFINITY PROPERTY & CASUALTY COMMON 45665Q103 699 11,700 SH   DFND 2 11,700 0 0
INGERSOLL RAND PLC COMMON G47791101 155 2,800 SH   DFND 2 2,800 0 0
INGREDION INC COMMON 457187102 12,014 183,079 SH   DFND 2 22,979 0 160,100
INNOSPEC INC COMMON 45768S105 979 24,363 SH   DFND 2 24,363 0 0
INSIGHT ENTERPRISES INC COMMON 45765U103 1,235 69,600 SH   DFND 2 69,600 0 0
INTEL CORP COMMON 458140100 8,994 371,200 SH   DFND 2 125,600 0 245,600
INTERACTIVE BROKERS GRO CL A COMMON 45841N107 9 554 SH   DFND 2 554 0 0
INTERCONTINENTAL HOTELS ADR ADR 45857P400 41 1,493 SH   DFND 2 1,493 0 0
INTERCONTINENTALEXCHANGE INC COMMON 45865V100 107 600 SH   DFND 2 600 0 0
INTERNATIONAL PAPER CO COMMON 460146103 3,226 72,800 SH   DFND 2 72,800 0 0
INTL BUSINESS MACHINES CORP COMMON 459200101 46,744 244,593 SH   DFND 2 84,493 0 160,100
INTL GAME TECHNOLOGY COMMON 459902102 9,906 592,800 SH   DFND 2 0 0 592,800
INTUIT INC COMMON 461202103 3,455 56,600 SH   DFND 2 25,800 0 30,800
INTUITIVE SURGICAL INC COMMON 46120E602 1,472 2,909 SH   DFND 2 2,909 0 0
INVESCO LTD COMMON G491BT108 3,369 105,939 SH   DFND 2 939 0 105,000
INVESCO MORTGAGE CAPITAL REIT 46131B100 43 2,600 SH   DFND 2 2,600 0 0
INVESTORS BANCORP INC COMMON 46146P102 91 4,318 SH   DFND 2 4,318 0 0
IRWIN FINANCIAL CORP COMMON 464119106 0 5,800 SH   DFND 2 5,800 0 0
ISRAMCO INC COMMON 465141406 8 82 SH   DFND 2 82 0 0
ITRON INC COMMON 465741106 21 500 SH   DFND 2 500 0 0
J2 GLOBAL INC COMMON 48123V102 111 2,600 SH   DFND 2 2,600 0 0
JACK HENRY & ASSOCIATES INC COMMON 426281101 33 700 SH   DFND 2 700 0 0
JACK IN THE BOX INC COMMON 466367109 1,147 29,200 SH   DFND 2 29,200 0 0
JARDEN CORP COMMON 471109108 533 12,190 SH   DFND 2 12,190 0 0
JAVELIN MORTGAGE INVESTMENT COMMON 47200B104 85 6,000 SH   DFND 2 6,000 0 0
JAZZ PHARMACEUTICALS PLC COMMON G50871105 380 5,525 SH   DFND 2 5,525 0 0
JETBLUE AIRWAYS CORP COMMON 477143101 33 5,300 SH   DFND 2 5,300 0 0
JM SMUCKER CO/THE COMMON 832696405 4,270 41,394 SH   DFND 2 4,294 0 37,100
JOHN B SANFILIPPO & SON INC COMMON 800422107 210 10,400 SH   DFND 2 10,400 0 0
JOHNSON & JOHNSON COMMON 478160104 19,573 227,964 SH   DFND 2 53,664 0 174,300
JPMORGAN CHASE & CO COMMON 46625H100 53,557 1,014,534 SH   DFND 2 244,634 0 769,900
KADANT INC COMMON 48282T104 72 2,400 SH   DFND 2 2,400 0 0
KAPSTONE PAPER AND PACKAGING COMMON 48562P103 406 10,100 SH   DFND 2 10,100 0 0
KEYCORP COMMON 493267108 5,985 542,100 SH   DFND 2 41,900 0 500,200
KIMBALL INTERNATIONAL B COMMON 494274103 96 9,900 SH   DFND 2 9,900 0 0
KIMBERLY CLARK CORP COMMON 494368103 1,943 20,000 SH   DFND 2 0 0 20,000
KIMCO REALTY CORP REIT 49446R109 154 7,200 SH   DFND 2 7,200 0 0
KINDER MORGAN INC COMMON 49456B101 5 125 SH   DFND 2 125 0 0
KINDER MORGAN INC CW17 WARRANT 49456B119 121 23,552 SH   DFND 2 23,552 0 0
KIOR INC CL A COMMON 497217109 53 9,200 SH   DFND 2 9,200 0 0
KIRKLAND'S INC COMMON 497498105 88 5,100 SH   DFND 2 5,100 0 0
KRATON PERFORMANCE POLYMERS COMMON 50077C106 61 2,900 SH   DFND 2 2,900 0 0
KRISPY KREME DOUGHNUTS INC COMMON 501014104 1,735 99,438 SH   DFND 2 99,438 0 0
KROGER CO COMMON 501044101 34,398 995,899 SH   DFND 2 404,199 0 591,700
KRONOS WORLDWIDE INC COMMON 50105F105 39 2,400 SH   DFND 2 2,400 0 0
LABORATORY CRP OF AMER HLDGS COMMON 50540R409 1,740 17,387 SH   DFND 2 17,387 0 0
LAM RESEARCH CORP COMMON 512807108 231 5,200 SH   DFND 2 5,200 0 0
LANDSTAR SYSTEM INC COMMON 515098101 1,284 24,932 SH   DFND 2 24,932 0 0
LANNETT CO INC COMMON 516012101 766 64,300 SH   DFND 2 64,300 0 0
LAS VEGAS SANDS CORP ADR 517834107 390 7,373 SH   DFND 2 7,373 0 0
LEAPFROG ENTERPRISES INC COMMON 52186N106 535 54,400 SH   DFND 2 54,400 0 0
LEAR CORP COMMON 521865204 14,305 236,600 SH   DFND 2 7,800 0 228,800
LEGG MASON INC COMMON 524901105 6 206 SH   DFND 2 206 0 0
LEXMARK INTERNATIONAL INC A COMMON 529771107 5,725 187,263 SH   DFND 2 63 0 187,200
LIBBEY INC COMMON 529898108 105 4,400 SH   DFND 2 4,400 0 0
LIBERTY GLOBAL PLC A COMMON 530555101 884 12,035 SH   DFND 2 12,035 0 0
LIBERTY INTERACTIVE CORP A COMMON 53071M104 3,233 140,500 SH   DFND 2 140,500 0 0
LIBERTY VENTURES SER A COMMON 53071M880 597 7,025 SH   DFND 2 7,025 0 0
LIFE TECHNOLOGIES CORP COMMON 53217V109 38 519 SH   DFND 2 519 0 0
LIFEPOINT HOSPITALS INC COMMON 53219L109 1,973 40,400 SH   DFND 2 800 0 39,600
LIN TV CORP CL A COMMON 532774106 2,857 186,750 SH   DFND 2 186,750 0 0
LINCOLN ELECTRIC HOLDINGS COMMON 533900106 52 900 SH   DFND 2 900 0 0
LITTELFUSE INC COMMON 537008104 1,097 14,700 SH   DFND 2 14,700 0 0
LOCKHEED MARTIN CORP COMMON 539830109 26,085 240,501 SH   DFND 2 21,001 0 219,500
LOEWS CORP COMMON 540424108 617 13,900 SH   DFND 2 13,900 0 0
LORAL SPACE & COMMUNICATIONS COMMON 543881106 42 700 SH   DFND 2 700 0 0
LORILLARD INC COMMON 544147101 52 1,200 SH   DFND 2 1,200 0 0
LOWE'S COS INC COMMON 548661107 851 20,800 SH   DFND 2 20,800 0 0
LSI CORP COMMON 502161102 9,354 1,310,131 SH   DFND 2 385,631 0 924,500
LYONDELLBASELL INDU CL A COMMON N53745100 25,437 383,900 SH   DFND 2 45,400 0 338,500
MACY'S INC COMMON 55616P104 23,688 493,500 SH   DFND 2 56,600 0 436,900
MADISON SQUARE GARDEN CO A COMMON 55826P100 18 300 SH   DFND 2 300 0 0
MAGELLAN HEALTH SERVICES INC COMMON 559079207 3,668 65,400 SH   DFND 2 65,400 0 0
MAGICJACK VOCALTEC LTD COMMON M6787E101 251 17,700 SH   DFND 2 17,700 0 0
MARATHON OIL CORP COMMON 565849106 9,167 265,100 SH   DFND 2 24,900 0 240,200
MARATHON PETROLEUM CORP COMMON 56585A102 12,907 181,642 SH   DFND 2 63,842 0 117,800
MARCUS CORPORATION COMMON 566330106 42 3,300 SH   DFND 2 3,300 0 0
MARKEL CORP COMMON 570535104 1,317 2,500 SH   DFND 2 2,500 0 0
MARRIOTT INTERNATIONAL CL A COMMON 571903202 48 1,200 SH   DFND 2 1,200 0 0
MARTEN TRANSPORT LTD COMMON 573075108 89 5,700 SH   DFND 2 5,700 0 0
MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 10,737 916,900 SH   DFND 2 98,400 0 818,500
MASTERCARD INC CLASS A COMMON 57636Q104 25,262 43,973 SH   DFND 2 12,973 0 31,000
MATSON INC COMMON 57686G105 8 336 SH   DFND 2 336 0 0
MATTEL INC COMMON 577081102 612 13,500 SH   DFND 2 13,500 0 0
MCCLATCHY CO CLASS A COMMON 579489105 36 15,600 SH   DFND 2 15,600 0 0
MCDONALD'S CORP COMMON 580135101 4,469 45,144 SH   DFND 2 13,244 0 31,900
MCGRAW HILL FINANCIAL INC COMMON 580645109 5,112 96,100 SH   DFND 2 0 0 96,100
MCKESSON CORP COMMON 58155Q103 5,875 51,308 SH   DFND 2 51,308 0 0
MEAD JOHNSON NUTRITION CO COMMON 582839106 254 3,200 SH   DFND 2 3,200 0 0
MEADWESTVACO CORP COMMON 583334107 338 9,900 SH   DFND 2 9,900 0 0
MEDICINES COMPANY COMMON 584688105 1,230 40,000 SH   DFND 2 40,000 0 0
MEDTRONIC INC COMMON 585055106 32,178 625,184 SH   DFND 2 83,084 0 542,100
MEN'S WEARHOUSE INC/THE COMMON 587118100 83 2,200 SH   DFND 2 2,200 0 0
MERCK & CO INC COMMON 58933Y105 20,619 443,901 SH   DFND 2 105,101 0 338,800
METLIFE INC COMMON 59156R108 59 1,300 SH   DFND 2 1,300 0 0
METRO BANCORP INC COMMON 59161R101 54 2,700 SH   DFND 2 2,700 0 0
MICROSOFT CORP COMMON 594918104 65,621 1,899,579 SH   DFND 2 480,279 0 1,419,300
MINERALS TECHNOLOGIES INC COMMON 603158106 1,058 25,600 SH   DFND 2 25,600 0 0
MOLEX INC COMMON 608554101 5,607 191,100 SH   DFND 2 32,000 0 159,100
MOLYCORP INC COMMON 608753109 43 6,900 SH   DFND 2 6,900 0 0
MONARCH CASINO & RESORT INC COMMON 609027107 88 5,200 SH   DFND 2 5,200 0 0
MONDELEZ INTERNATIONAL INC A COMMON 609207105 10 342 SH   DFND 2 342 0 0
MONSANTO CO COMMON 61166W101 7,578 76,700 SH   DFND 2 20,400 0 56,300
MOODY'S CORP COMMON 615369105 134 2,200 SH   DFND 2 2,200 0 0
MOOG INC CLASS A COMMON 615394202 1,046 20,300 SH   DFND 2 20,300 0 0
MORGAN STANLEY COMMON 617446448 447 18,300 SH   DFND 2 18,300 0 0
MOSAIC CO/THE COMMON 61945C103 387 7,200 SH   DFND 2 7,200 0 0
MOTOROLA SOLUTIONS INC COMMON 620076307 1,705 29,526 SH   DFND 2 29,526 0 0
MURPHY OIL CORP COMMON 626717102 8,372 137,500 SH   DFND 2 1,300 0 136,200
MYLAN INC COMMON 628530107 7,337 236,442 SH   DFND 2 88,142 0 148,300
MYRIAD GENETICS INC COMMON 62855J104 2,332 86,800 SH   DFND 2 0 0 86,800
NABORS INDUSTRIES LTD COMMON G6359F103 622 40,600 SH   DFND 2 40,600 0 0
NASB FINANCIAL INC COMMON 628968109 46 1,762 SH   DFND 2 1,762 0 0
NASDAQ OMX GROUP/THE COMMON 631103108 14,428 440,000 SH   DFND 2 42,600 0 397,400
NATIONAL FINANCIAL PARTNERS COMMON 63607P208 261 10,300 SH   DFND 2 10,300 0 0
NATIONAL FUEL GAS CO COMMON 636180101 6 100 SH   DFND 2 100 0 0
NATIONAL OILWELL VARCO INC COMMON 637071101 2,312 33,555 SH   DFND 2 33,555 0 0
NAVIGATORS GROUP INC COMMON 638904102 23 400 SH   DFND 2 400 0 0
NCR CORPORATION COMMON 62886E108 689 20,899 SH   DFND 2 20,899 0 0
NEUSTAR INC CLASS A COMMON 64126X201 5,595 114,936 SH   DFND 2 73,436 0 41,500
NEUTRAL TANDEM INC COMMON 64128B108 625 108,700 SH   DFND 2 108,700 0 0
NEW RESIDENTIAL INVESTMENT REIT 64828T102 65 9,600 SH   DFND 2 9,600 0 0
NEWCASTLE INVESTMENT CORP REIT 65105M108 13 2,500 SH   DFND 2 2,500 0 0
NEWFIELD EXPLORATION CO COMMON 651290108 177 7,400 SH   DFND 2 7,400 0 0
NEWMARKET CORP COMMON 651587107 2,232 8,500 SH   DFND 2 0 0 8,500
NEWMONT MINING CORP COMMON 651639106 3 88 SH   DFND 2 88 0 0
NEWS CORP CL A COMMON 65248E104 11,874 364,449 SH   DFND 2 124,449 0 240,000
NEXSTAR BROADCASTING GROUP A COMMON 65336K103 448 12,636 SH   DFND 2 12,636 0 0
NEXTERA ENERGY INC COMMON 65339F101 65 800 SH   DFND 2 800 0 0
NIKE INC CL B COMMON 654106103 5,387 84,600 SH   DFND 2 84,600 0 0
NN INC COMMON 629337106 89 7,800 SH   DFND 2 7,800 0 0
NORDSTROM INC COMMON 655664100 3,255 54,300 SH   DFND 2 1,900 0 52,400
NORFOLK SOUTHERN CORP COMMON 655844108 9,052 124,600 SH   DFND 2 124,600 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 28,988 350,100 SH   DFND 2 76,800 0 273,300
NRG ENERGY INC COMMON 629377508 88 3,300 SH   DFND 2 3,300 0 0
NU SKIN ENTERPRISES INC A COMMON 67018T105 7,257 118,737 SH   DFND 2 75,437 0 43,300
NUTRACEUTICAL INTL CORP COMMON 67060Y101 86 4,200 SH   DFND 2 4,200 0 0
NUVASIVE INC COMMON 670704105 226 9,100 SH   DFND 2 9,100 0 0
NV ENERGY INC COMMON 67073Y106 378 16,100 SH   DFND 2 16,100 0 0
NVIDIA CORP COMMON 67066G104 11,535 821,600 SH   DFND 2 14,400 0 807,200
OCCIDENTAL PETROLEUM CORP COMMON 674599105 27,188 304,692 SH   DFND 2 74,692 0 230,000
OCEANEERING INTL INC COMMON 675232102 7,491 103,747 SH   DFND 2 31,447 0 72,300
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OMEROS CORP COMMON 682143102 37 7,300 SH   DFND 2 7,300 0 0
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ONEOK INC COMMON 682680103 1,789 43,300 SH   DFND 2 43,300 0 0
ORACLE CORP COMMON 68389X105 41,334 1,345,943 SH   DFND 2 412,043 0 933,900
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OWENS ILLINOIS INC COMMON 690768403 2,918 105,000 SH   DFND 2 30,800 0 74,200
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PHILLIPS 66 COMMON 718546104 14,905 253,017 SH   DFND 2 46,417 0 206,600
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PUBLIC STORAGE REIT 74460D109 9,736 63,500 SH   DFND 2 5,900 0 57,600
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SMITH & WESSON HOLDING CORP COMMON 831756101 762 76,400 SH   DFND 2 76,400 0 0
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