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
AARON'S INC COM 002535300 13,068 444,500 SH   SOLE 1 0 0 444,500
AARON'S INC COM 002535300 14,909 507,100 SH   DFND 1 0 420,000 87,100
ACCENTURE PLC CL A COM G1151C101 11,213 136,375 SH   SOLE 1 0 0 136,375
ACCENTURE PLC CL A COM G1151C101 173 2,100 SH   DFND 1 0 2,100 0
ALCOA INC COM 013817101 203,830 19,175,000 SH   SOLE 1 0 0 19,175,000
ALCOA INC COM 013817101 27,786 2,613,900 SH   DFND 1 0 2,574,000 39,900
ALLEGHANY CORPORATION COM 017175100 99,204 248,034 SH   SOLE 1 0 0 248,034
ALLEGHANY CORPORATION COM 017175100 4,156 10,391 SH   DFND 1 0 9,825 566
AMERICAN INTL GROUP INC COM 026874784 280,775 5,500,000 SH   SOLE 1 0 0 5,500,000
AMERICAN INTL GROUP INC COM 026874784 32,289 632,500 SH   DFND 1 0 621,700 10,800
AMETEK INC. COM 031100100 317 6,025 SH   DFND 1 0 0 6,025
ANALOG DEVICES INC COM 032654105 179,375 3,522,000 SH   SOLE 1 0 0 3,522,000
ANALOG DEVICES INC COM 032654105 9,972 195,800 SH   DFND 1 0 190,100 5,700
ANHEUSER-BUSCH INBEV SPN ADR COM 03524A108 211,855 1,990,000 SH   SOLE 1 0 0 1,990,000
ANHEUSER-BUSCH INBEV SPN ADR COM 03524A108 6,313 59,300 SH   DFND 1 0 59,300 0
AON PLC COM G0408V102 482,787 5,755,000 SH   SOLE 1 0 0 5,755,000
AON PLC COM G0408V102 49,260 587,200 SH   DFND 1 0 575,300 11,900
APOLLO EDUCATION GRP CL A COM 037604105 48,649 1,780,700 SH   SOLE 1 0 0 1,780,700
APOLLO EDUCATION GRP CL A COM 037604105 55,055 2,015,200 SH   DFND 1 0 1,666,500 348,700
ARES COML REAL ESTATE CORP COM 04013V108 5,494 419,412 SH   DFND 1 0 419,412 0
ARRIS GROUP INC COM 04270V106 208,145 8,542,800 SH   SOLE 1 0 0 8,542,800
ARRIS GROUP INC COM 04270V106 50,131 2,057,500 SH   DFND 1 0 1,757,800 299,700
ARROW ELECTRONICS INC. COM 042735100 82,216 1,515,500 SH   SOLE 1 0 0 1,515,500
ARROW ELECTRONICS INC. COM 042735100 76,438 1,409,000 SH   DFND 1 0 1,112,200 296,800
ATWOOD OCEANICS INC. COM 050095108 38,420 719,606 SH   SOLE 1 0 0 719,606
ATWOOD OCEANICS INC. COM 050095108 43,406 813,000 SH   DFND 1 0 672,100 140,900
AVNET INC COM 053807103 78,181 1,772,400 SH   SOLE 1 0 0 1,772,400
AVNET INC COM 053807103 84,093 1,906,442 SH   DFND 1 0 1,559,300 347,142
AZZ INC COM 002474104 73 1,500 SH   DFND 1 0 0 1,500
BAKER HUGHES INC COM 057224107 23,694 428,772 SH   SOLE 1 0 0 428,772
BAKER HUGHES INC COM 057224107 19,627 355,167 SH   DFND 1 0 271,154 84,013
BANK OF NEW YORK MELLON COM 064058100 129,914 3,718,200 SH   SOLE 1 0 0 3,718,200
BANK OF NEW YORK MELLON COM 064058100 7,327 209,700 SH   DFND 1 0 202,200 7,500
BANK OF AMERICA CORP COM 060505104 59,185 3,801,200 SH   SOLE 1 0 0 3,801,200
BANK OF AMERICA CORP COM 060505104 3,410 219,000 SH   DFND 1 0 208,500 10,500
BIO-RAD LABORATORIES, INC. COM 090572207 27,676 223,900 SH   SOLE 1 0 0 223,900
BIO-RAD LABORATORIES, INC. COM 090572207 544 4,400 SH   DFND 1 0 0 4,400
CABOT OIL & GAS CORP COM 127097103 3,132 80,800 SH   SOLE 1 0 0 80,800
CABOT OIL & GAS CORP COM 127097103 2,752 71,000 SH   DFND 1 0 57,600 13,400
CANADIAN NATURAL RESOURCES COM 136385101 175,173 5,176,500 SH   SOLE 1 0 0 5,176,500
CANADIAN NATURAL RESOURCES COM 136385101 18,345 542,100 SH   DFND 1 0 533,300 8,800
CAREFUSION CORP COM 14170T101 172,221 4,325,000 SH   SOLE 1 0 0 4,325,000
CAREFUSION CORP COM 14170T101 9,031 226,800 SH   DFND 1 0 219,600 7,200
CARMAX INC COM 143130102 56,372 1,198,900 SH   SOLE 1 0 0 1,198,900
CARMAX INC COM 143130102 1,180 25,100 SH   DFND 1 0 0 25,100
CASTLE A M & CO COM 148411101 2,765 187,200 SH   DFND 1 0 187,200 0
CEC ENTERTAINMENT INC COM 125137109 40 900 SH   DFND 1 0 0 900
CENTENE CORPORATION COM 15135B101 8,147 138,200 SH   SOLE 1 0 0 138,200
CENTENE CORPORATION COM 15135B101 8,306 140,900 SH   DFND 1 0 113,800 27,100
CHECK POINT SOFTWARE TECH. COM M22465104 172,914 2,680,000 SH   SOLE 1 0 0 2,680,000
CHECK POINT SOFTWARE TECH. COM M22465104 10,143 157,200 SH   DFND 1 0 150,600 6,600
CIMAREX ENERGY CO COM 171798101 19,314 184,100 SH   SOLE 1 0 0 184,100
CIMAREX ENERGY CO COM 171798101 20,111 191,700 SH   DFND 1 0 151,400 40,300
CISCO SYSTEMS INC COM 17275R102 242,554 10,804,200 SH   SOLE 1 0 0 10,804,200
CISCO SYSTEMS INC COM 17275R102 12,487 556,200 SH   DFND 1 0 537,600 18,600
CIT GROUP INC. COM 125581801 111,756 2,143,800 SH   SOLE 1 0 0 2,143,800
CIT GROUP INC. COM 125581801 11,088 212,700 SH   DFND 1 0 207,700 5,000
CITIGROUP INC COM 172967424 92,824 1,781,300 SH   SOLE 1 0 0 1,781,300
CITIGROUP INC COM 172967424 5,900 113,213 SH   DFND 1 0 110,313 2,900
CITIGROUP INC COM 172967424 406 7,800 SH Call DFND 1 0 7,800 0
CITIZENS CMNTY BANCORP INC COM 174903104 810 108,909 SH   DFND 1 0 108,909 0
CLARCOR INC COM 179895107 25,090 389,900 SH   SOLE 1 0 0 389,900
CLARCOR INC COM 179895107 547 8,500 SH   DFND 1 0 0 8,500
COPART INC. COM 217204106 39,890 1,088,400 SH   SOLE 1 0 0 1,088,400
COPART INC. COM 217204106 854 23,300 SH   DFND 1 0 0 23,300
COVIDIEN PLC COM G2554F113 330,401 4,851,700 SH   SOLE 1 0 0 4,851,700
COVIDIEN PLC COM G2554F113 33,716 495,100 SH   DFND 1 0 487,000 8,100
CVS CAREMARK CORP COM 126650100 491,779 6,871,300 SH   SOLE 1 0 0 6,871,300
CVS CAREMARK CORP COM 126650100 41,489 579,700 SH   DFND 1 0 567,700 12,000
DEVRY EDUCATION GROUP INC. COM 251893103 38,713 1,090,508 SH   SOLE 1 0 0 1,090,508
DEVRY EDUCATION GROUP INC. COM 251893103 44,311 1,248,200 SH   DFND 1 0 1,034,600 213,600
DOLBY LABORATORIES INC COM 25659T107 66 1,700 SH   DFND 1 0 0 1,700
DONALDSON CO INC COM 257651109 56 1,300 SH   DFND 1 0 0 1,300
EBAY INC COM 278642103 4,364 79,500 SH   SOLE 1 0 0 79,500
ECHOSTAR CORP CL A COM 278768106 4,987 100,300 SH   DFND 1 0 100,300 0
ENSCO PLC CL A COM G3157S106 41,776 730,600 SH   SOLE 1 0 0 730,600
ENSCO PLC CL A COM G3157S106 44,137 771,900 SH   DFND 1 0 628,800 143,100
ENZON PHARMACEUTICALS INC COM 293904108 403 347,035 SH   DFND 1 0 347,035 0
FEDERATED INVESTORS INC-CL B COM 314211103 15,982 554,943 SH   SOLE 1 0 0 554,943
FEDERATED INVESTORS INC-CL B COM 314211103 15,736 546,400 SH   DFND 1 0 437,700 108,700
FIRST ADVANTAGE BANCORP COM 31848L104 1,147 89,600 SH   DFND 1 0 89,600 0
FLIR SYSTEMS INC. COM 302445101 99 3,300 SH   DFND 1 0 0 3,300
FMC TECHNOLOGIES INC COM 30249U101 26,476 507,100 SH   SOLE 1 0 0 507,100
FMC TECHNOLOGIES INC COM 30249U101 486 9,300 SH   DFND 1 0 0 9,300
FOOT LOCKER INC COM 344849104 26,866 648,300 SH   SOLE 1 0 0 648,300
FOOT LOCKER INC COM 344849104 26,086 629,500 SH   DFND 1 0 502,500 127,000
FRANKLIN ELECTRIC CO INC COM 353514102 31,498 705,600 SH   SOLE 1 0 0 705,600
FRANKLIN ELECTRIC CO INC COM 353514102 598 13,400 SH   DFND 1 0 0 13,400
FRANKLIN FINANCIAL CORP. COM 35353C102 1,218 61,598 SH   DFND 1 0 61,598 0
FTD COMPANIES, INC COM 30281V108 1,108 34,000 SH   DFND 1 0 34,000 0
GOOGLE INC. COM 38259P508 286,902 256,000 SH   SOLE 1 0 0 256,000
GOOGLE INC. COM 38259P508 16,925 15,102 SH   DFND 1 0 14,627 475
GRACO INC COM 384109104 44,247 566,400 SH   SOLE 1 0 0 566,400
GRACO INC COM 384109104 875 11,200 SH   DFND 1 0 0 11,200
HEARTLAND EXPRESS, INC COM 422347104 33,943 1,730,000 SH   SOLE 1 0 0 1,730,000
HEARTLAND EXPRESS, INC COM 422347104 522 26,600 SH   DFND 1 0 0 26,600
HELIX ENERGY SOLUTIONS GRP COM 42330P107 141 6,100 SH   DFND 1 0 0 6,100
HELMERICH & PAYNE INC COM 423452101 16,597 197,400 SH   SOLE 1 0 0 197,400
HELMERICH & PAYNE INC COM 423452101 17,934 213,300 SH   DFND 1 0 174,600 38,700
HERITAGE FINANCIAL CORP COM 42722X106 4,705 275,000 SH   DFND 1 0 275,000 0
HEWLETT PACKARD COMPANY COM 428236103 311 11,100 SH   DFND 1 0 11,100 0
HNI CORPORATION COM 404251100 30,925 796,433 SH   SOLE 1 0 0 796,433
HNI CORPORATION COM 404251100 544 14,000 SH   DFND 1 0 0 14,000
HOME FEDERAL BANCORP INC COM 43710G105 2,254 151,290 SH   DFND 1 0 151,290 0
IDEX CORP. COM 45167R104 43,324 586,650 SH   SOLE 1 0 0 586,650
IDEX CORP. COM 45167R104 879 11,900 SH   DFND 1 0 0 11,900
INTEL CORPORATION COM 458140100 148,696 5,727,900 SH   SOLE 1 0 0 5,727,900
INTEL CORPORATION COM 458140100 8,601 331,300 SH   DFND 1 0 317,800 13,500
INTERDIGITAL INC COM 45867G101 31,283 1,060,800 SH   SOLE 1 0 0 1,060,800
INTERDIGITAL INC COM 45867G101 35,574 1,206,300 SH   DFND 1 0 998,500 207,800
INTERPUBLIC GROUP COS INC COM 460690100 182,618 10,317,400 SH   SOLE 1 0 0 10,317,400
INTERPUBLIC GROUP COS INC COM 460690100 10,328 583,500 SH   DFND 1 0 560,500 23,000
JOHNSON & JOHNSON COM 478160104 130,516 1,425,000 SH   SOLE 1 0 0 1,425,000
JOHNSON & JOHNSON COM 478160104 7,034 76,800 SH   DFND 1 0 73,600 3,200
JOY GLOBAL INC COM 481165108 77,727 1,328,900 SH   SOLE 1 0 0 1,328,900
JOY GLOBAL INC COM 481165108 3,761 64,300 SH   DFND 1 0 61,800 2,500
KNIGHT TRANSPORTATION, INC COM 499064103 28,792 1,569,900 SH   SOLE 1 0 0 1,569,900
KNIGHT TRANSPORTATION, INC COM 499064103 409 22,300 SH   DFND 1 0 0 22,300
LABORATORY CORP AMER HLDGS COM 50540R409 7,721 84,500 SH   SOLE 1 0 0 84,500
LANDAUER INC COM 51476K103 479 9,100 SH   SOLE 1 0 0 9,100
LIFE TECHNOLOGIES CORP. COM 53217V109 21,163 279,198 SH   SOLE 1 0 0 279,198
LIFE TECHNOLOGIES CORP. COM 53217V109 682 9,000 SH   DFND 1 0 0 9,000
MAXIM INTEGRATED PRODUCTS COM 57772K101 18,225 653,000 SH   SOLE 1 0 0 653,000
MAXIM INTEGRATED PRODUCTS COM 57772K101 220 7,900 SH   DFND 1 0 0 7,900
MCDONALDS CORP COM 580135101 4,221 43,500 SH   SOLE 1 0 0 43,500
MICROCHIP TECHNOLOGY INC COM 595017104 26,539 593,051 SH   SOLE 1 0 0 593,051
MICROCHIP TECHNOLOGY INC COM 595017104 425 9,500 SH   DFND 1 0 0 9,500
MICROSOFT CORP COM 594918104 569,572 15,217,000 SH   SOLE 1 0 0 15,217,000
MICROSOFT CORP COM 594918104 61,542 1,644,200 SH   DFND 1 0 1,611,700 32,500
MYRIAD GENETICS INC COM 62855J104 5,268 251,100 SH   DFND 1 0 251,100 0
NAUGATUCK VALLEY FINL CORP COM 63906P107 171 24,012 SH   DFND 1 0 24,012 0
NEWFIELD EXPLORATION CO COM 651290108 18,662 757,700 SH   SOLE 1 0 0 757,700
NEWFIELD EXPLORATION CO COM 651290108 22,098 897,200 SH   DFND 1 0 748,800 148,400
NOBLE CORPORATION PLC COM G65431101 29,137 777,600 SH   SOLE 1 0 0 777,600
NOBLE CORPORATION PLC COM G65431101 3,114 83,100 SH   DFND 1 0 69,700 13,400
NORDSON CORPORATION COM 655663102 10,372 139,600 SH   SOLE 1 0 0 139,600
NORDSON CORPORATION COM 655663102 201 2,700 SH   DFND 1 0 0 2,700
O'REILLY AUTOMOTIVE, INC. COM 67103H107 78,307 608,400 SH   SOLE 1 0 0 608,400
O'REILLY AUTOMOTIVE, INC. COM 67103H107 1,261 9,800 SH   DFND 1 0 0 9,800
OCCIDENTAL PETROLEUM CORP COM 674599105 343,929 3,616,500 SH   SOLE 1 0 0 3,616,500
OCCIDENTAL PETROLEUM CORP COM 674599105 46,323 487,100 SH   DFND 1 0 479,100 8,000
OMNICARE INC COM 681904108 66 1,100 SH   DFND 1 0 1,100 0
ORACLE CORPORATION COM 68389X105 516,644 13,503,500 SH   SOLE 1 0 0 13,503,500
ORACLE CORPORATION COM 68389X105 42,040 1,098,800 SH   DFND 1 0 1,070,900 27,900
OSHKOSH CORP COM 688239201 35,039 695,500 SH   SOLE 1 0 0 695,500
OSHKOSH CORP COM 688239201 37,014 734,700 SH   DFND 1 0 598,500 136,200
OWENS ILLINOIS INC COM 690768403 208,064 5,815,100 SH   SOLE 1 0 0 5,815,100
OWENS ILLINOIS INC COM 690768403 12,380 346,007 SH   DFND 1 0 336,707 9,300
PARKWAY PROPERTIES INC COM 70159Q104 5,640 292,400 SH   DFND 1 0 292,400 0
PATTERSON-UTI ENERGY INC COM 703481101 20,347 803,600 SH   SOLE 1 0 0 803,600
PATTERSON-UTI ENERGY INC COM 703481101 22,074 871,818 SH   DFND 1 0 714,418 157,400
PATTERSON COMPANIES INC COM 703395103 5,603 136,000 SH   SOLE 1 0 0 136,000
POAGE BANKSHARES INC COM 730206109 1,668 118,917 SH   DFND 1 0 118,917 0
QUALCOMM INC COM 747525103 155,925 2,100,000 SH   SOLE 1 0 0 2,100,000
QUALCOMM INC COM 747525103 8,903 119,900 SH   DFND 1 0 115,000 4,900
REGIS CORP COM 758932107 5,994 413,100 SH   SOLE 1 0 0 413,100
REGIS CORP COM 758932107 344 23,700 SH   DFND 1 0 23,300 400
RELIANCE STEEL & ALUMINUM COM 759509102 15,919 209,908 SH   SOLE 1 0 0 209,908
RELIANCE STEEL & ALUMINUM COM 759509102 15,782 208,100 SH   DFND 1 0 167,000 41,100
ROSETTA RESOURCES INC REG COM 777779307 3,060 63,700 SH   SOLE 1 0 0 63,700
ROSETTA RESOURCES INC REG COM 777779307 34,228 712,500 SH   DFND 1 0 505,100 207,400
ROSETTA RESOURCES INC. COM 777779109 47,800 995,002 SH   SOLE 1 0 0 995,002
ROSETTA RESOURCES INC. COM 777779109 21,998 457,900 SH   DFND 1 0 457,900 0
ROSS STORES INC COM 778296103 4,721 63,000 SH   SOLE 1 0 0 63,000
ROWAN COMPANIES PLC COM G7665A101 73,043 2,065,700 SH   SOLE 1 0 0 2,065,700
ROWAN COMPANIES PLC COM G7665A101 75,451 2,133,800 SH   DFND 1 0 1,729,200 404,600
SCANSOURCE, INC. COM 806037107 49,485 1,166,264 SH   SOLE 1 0 0 1,166,264
SCANSOURCE, INC. COM 806037107 972 22,900 SH   DFND 1 0 0 22,900
SEARS HMTWN & OUTLET STORES COM 812362101 6,372 249,900 SH   DFND 1 0 249,900 0
SIGMA-ALDRICH CORPORATION COM 826552101 273 2,900 SH   DFND 1 0 0 2,900
SIGNET JEWELERS LIMITED COM G81276100 73,608 935,300 SH   SOLE 1 0 0 935,300
SIGNET JEWELERS LIMITED COM G81276100 15,228 193,500 SH   DFND 1 0 145,700 47,800
SM ENERGY COMPANY COM 78454L100 25,315 304,600 SH   SOLE 1 0 0 304,600
SM ENERGY COMPANY COM 78454L100 25,423 305,900 SH   DFND 1 0 246,200 59,700
STAPLES INC COM 855030102 5,989 376,900 SH   SOLE 1 0 0 376,900
STEWART INFORMATION SVCS COM 860372101 3,976 123,200 SH   DFND 1 0 123,200 0
SUNCOKE ENERGY PARTNERS L P COM 86722Y101 4,325 159,600 SH   DFND 1 0 159,600 0
TE CONNECTIVITY LTD COM H84989104 72,745 1,320,000 SH   SOLE 1 0 0 1,320,000
TE CONNECTIVITY LTD COM H84989104 2,893 52,500 SH   DFND 1 0 51,100 1,400
THE TORO COMPANY COM 891092108 229 3,600 SH   DFND 1 0 0 3,600
THERMO FISHER SCIENTIFIC INC COM 883556102 411,438 3,695,000 SH   SOLE 1 0 0 3,695,000
THERMO FISHER SCIENTIFIC INC COM 883556102 24,152 216,900 SH   DFND 1 0 207,200 9,700
TIDEWATER INC COM 886423102 95 1,600 SH   DFND 1 0 0 1,600
TITAN INTL INC COM 88830M102 7,336 408,000 SH   SOLE 1 0 0 408,000
TITAN INTL INC COM 88830M102 7,913 440,100 SH   DFND 1 0 370,800 69,300
TRACTOR SUPPLY COMPANY COM 892356106 78 1,000 SH   DFND 1 0 0 1,000
TRINITY INDUSTRIES INC COM 896522109 15,647 287,000 SH   SOLE 1 0 0 287,000
TRINITY INDUSTRIES INC COM 896522109 16,991 311,650 SH   DFND 1 0 255,450 56,200
UNILEVER N V N Y SHS NEW COM 904784709 52 1,300 SH   DFND 1 0 1,300 0
UNITED ONLINE INC COM 911268209 611 44,401 SH   DFND 1 0 44,401 0
US ECOLOGY INC COM 91732J102 19 500 SH   DFND 1 0 0 500
VARIAN MEDICAL SYSTEM INC COM 92220P105 9,913 127,600 SH   SOLE 1 0 0 127,600
VARIAN MEDICAL SYSTEM INC COM 92220P105 163 2,100 SH   DFND 1 0 0 2,100
VEECO INSTRS INC DEL COM COM 922417100 10,449 317,500 SH   SOLE 1 0 0 317,500
VEECO INSTRS INC DEL COM COM 922417100 10,906 331,400 SH   DFND 1 0 269,200 62,200
VODAFONE GROUP PLC-SP ADR COM 92857W209 161,057 4,097,100 SH   SOLE 1 0 0 4,097,100
VODAFONE GROUP PLC-SP ADR COM 92857W209 18,531 471,400 SH   DFND 1 0 471,400 0
WABCO HOLDINGS INC COM 92927K102 59,782 640,000 SH   SOLE 1 0 0 640,000
WABCO HOLDINGS INC COM 92927K102 1,317 14,100 SH   DFND 1 0 0 14,100
WABTEC CORP COM 929740108 208 2,800 SH   DFND 1 0 0 2,800
WAL-MART STORES INC COM 931142103 96,033 1,220,400 SH   SOLE 1 0 0 1,220,400
WAL-MART STORES INC COM 931142103 5,217 66,300 SH   DFND 1 0 64,100 2,200
WALGREEN CO COM 931422109 124,932 2,175,000 SH   SOLE 1 0 0 2,175,000
WALGREEN CO COM 931422109 6,904 120,200 SH   DFND 1 0 115,900 4,300
WELLPOINT INC COM 94973V107 187,090 2,025,000 SH   SOLE 1 0 0 2,025,000
WELLPOINT INC COM 94973V107 23,615 255,600 SH   DFND 1 0 252,300 3,300
WESTERN DIGITAL CORP. COM 958102105 54,334 647,600 SH   SOLE 1 0 0 647,600
WESTERN DIGITAL CORP. COM 958102105 60,819 724,900 SH   DFND 1 0 598,100 126,800
WW GRAINGER, INC. COM 384802104 230 900 SH   DFND 1 0 0 900
ZEBRA TECHNOLOGIES CL A COM 989207105 37,932 701,400 SH   SOLE 1 0 0 701,400
ZEBRA TECHNOLOGIES CL A COM 989207105 503 9,300 SH   DFND 1 0 0 9,300
FEDERAL HOME LN MTG H 5.10% PFD 313400301 26 1,925 SH   DFND 1 0 1,925 0
FEDERAL NATL MTG ASSN H 5.81% PFD 313586885 86 6,300 SH   DFND 1 0 6,300 0
FEDERAL NATL MTG ASSN I 5.375% PFD 313586877 185 13,200 SH   DFND 1 0 13,200 0
FEDERAL NATL MTG ASSN M 4.75% PFD 313586836 221 16,363 SH   DFND 1 0 16,363 0
TAIWAN SEMICONDUCTOR MFG ADR 874039100 22,986 1,318,000 SH   SOLE 1 0 0 1,318,000
TAIWAN SEMICONDUCTOR MFG ADR 874039100 323 18,500 SH   DFND 1 0 18,500 0
INTERDIGITAL INC CV CV 458660AB3 18,731 18,500,000 PRN   DFND 1 0 18,500,000 0
NAVISTAR INTL CORP CV 63934EAL2 9,502 9,259,000 PRN   SOLE 1 0 0 9,259,000
NAVISTAR INTL CORP CV 63934EAL2 2,813 2,741,000 PRN   DFND 1 0 2,741,000 0
BANK OF AMERICA CORP WT WT 060505146 334 51,677 SH   DFND 1 0 51,677 0
JPMORGAN CHASE & CO WT 46634E114 194 10,000 SH   DFND 1 0 10,000 0