0001014736-13-000004.txt : 20130717 0001014736-13-000004.hdr.sgml : 20130717 20130717170745 ACCESSION NUMBER: 0001014736-13-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130717 DATE AS OF CHANGE: 20130717 EFFECTIVENESS DATE: 20130717 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST QUADRANT L P/CA CENTRAL INDEX KEY: 0001014736 IRS NUMBER: 954562891 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05582 FILM NUMBER: 13973119 BUSINESS ADDRESS: STREET 1: 800 E COLORADO BLVD STREET 2: SUIT 900 CITY: PASADENA STATE: CA ZIP: 91101 BUSINESS PHONE: 8187958220 MAIL ADDRESS: STREET 1: 800 EAST COLORADO BLVD SUITE 900 CITY: PASADENA STATE: CA ZIP: 91101 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001014736 XXXXXXXX 06-30-2013 06-30-2013 FIRST QUADRANT L P/CA
800 EAST COLORADO BLVD SUITE 900 PASADENA CA 91101
13F HOLDINGS REPORT 028-05582 N
Joel Brouwer Chief Financial Officer 626-683-4123 Joel Brouwer Pasadena CA 07-16-2013 2 800 3739054 false 1 0001004434 028-04975 AFFILIATED MANAGERS GROUP INC 2 0001115419 028-11395 Managers Investment Group LLC
INFORMATION TABLE 2 f13-063013.xml INFORMATION TABLE 1 800 FLOWERS COM INC CL A COMMON 68243Q106 397 64200 SH DFND 02 64200 0 0 3M CO COMMON 88579Y101 1520 13900 SH DFND 02 13900 0 0 AARON'S INC COMMON 002535300 2358 84200 SH DFND 02 5000 0 79200 ABBOTT LABORATORIES COMMON 002824100 459 13168 SH DFND 02 13168 0 0 ABBVIE INC COMMON 00287Y109 5072 122700 SH DFND 02 13100 0 109600 ACCESS NATIONAL CORP COMMON 004337101 57 4400 SH DFND 02 4400 0 0 ACTAVIS INC COMMON 00507K103 9013 71404 SH DFND 02 71404 0 0 ACTIVISION BLIZZARD INC COMMON 00507V109 14877 1043300 SH DFND 02 205200 0 838100 ACUITY BRANDS INC COMMON 00508Y102 588 7787 SH DFND 02 7787 0 0 ACXIOM CORP COMMON 005125109 122 5400 SH DFND 02 5400 0 0 ADAMS RESOURCES & ENERGY INC COMMON 006351308 37 543 SH DFND 02 543 0 0 ADOBE SYSTEMS INC COMMON 00724F101 64 1400 SH DFND 02 1400 0 0 ADT CORP/THE COMMON 00101J106 440 11050 SH DFND 02 11050 0 0 ADVANCE AUTO PARTS INC COMMON 00751Y106 1916 23600 SH DFND 02 23600 0 0 ADVANCED MICRO DEVICES COMMON 007903107 274 67200 SH DFND 02 67200 0 0 AEP INDUSTRIES INC COMMON 001031103 312 4200 SH DFND 02 4200 0 0 AEROFLEX HOLDING CORP COMMON 007767106 45 5700 SH DFND 02 5700 0 0 AES CORP COMMON 00130H105 530 44200 SH DFND 02 44200 0 0 AETNA INC COMMON 00817Y108 3892 61259 SH DFND 02 61259 0 0 AFLAC INC COMMON 001055102 10682 183799 SH DFND 02 47599 0 136200 AG MORTGAGE INVESTMENT TRUST REIT 001228105 34 1800 SH DFND 02 1800 0 0 AGCO CORP COMMON 001084102 2067 41188 SH DFND 02 41188 0 0 AGILENT TECHNOLOGIES INC COMMON 00846U101 167 3900 SH DFND 02 3900 0 0 AKAMAI TECHNOLOGIES INC COMMON 00971T101 230 5400 SH DFND 02 5400 0 0 ALASKA AIR GROUP INC COMMON 011659109 8658 166504 SH DFND 02 166504 0 0 ALEXANDER'S INC REIT 014752109 218 741 SH DFND 02 741 0 0 ALIMERA SCIENCES INC COMMON 016259103 22 4500 SH DFND 02 4500 0 0 ALLEGIANT TRAVEL CO COMMON 01748X102 908 8570 SH DFND 02 8570 0 0 ALLERGAN INC COMMON 018490102 9233 109600 SH DFND 02 4100 0 105500 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 1285 7100 SH DFND 02 7100 0 0 ALLIANT ENERGY CORP COMMON 018802108 15 300 SH DFND 02 300 0 0 ALLIANT TECHSYSTEMS INC COMMON 018804104 3318 40300 SH DFND 02 12000 0 28300 ALLSTATE CORP COMMON 020002101 16067 333900 SH DFND 02 52100 0 281800 ALON USA ENERGY INC COMMON 020520102 748 51700 SH DFND 02 51700 0 0 ALTRIA GROUP INC COMMON 02209S103 122 3500 SH DFND 02 3500 0 0 AMAG PHARMACEUTICALS INC COMMON 00163U106 156 7000 SH DFND 02 7000 0 0 AMAZON COM INC COMMON 023135106 1374 4947 SH DFND 02 4947 0 0 AMC NETWORKS INC A COMMON 00164V103 938 14359 SH DFND 02 14359 0 0 AMDOCS LTD COMMON G02602103 8253 222500 SH DFND 02 6000 0 216500 AMERCO COMMON 023586100 4575 28259 SH DFND 02 28259 0 0 AMERICAN CAPITAL AGENCY CORP REIT 02503X105 198 8601 SH DFND 02 8601 0 0 AMERICAN CAPITAL LTD COMMON 02503Y103 8643 682131 SH DFND 02 42931 0 639200 AMERICAN ELECTRIC POWER COMMON 025537101 11795 263400 SH DFND 02 17300 0 246100 AMERICAN EXPRESS CO COMMON 025816109 33205 444151 SH DFND 02 105351 0 338800 AMERICAN FINANCIAL GROUP INC COMMON 025932104 4436 90700 SH DFND 02 4900 0 85800 AMERICAN INTERNATIONAL GROUP COMMON 026874784 17794 398076 SH DFND 02 54376 0 343700 AMERICAN RAILCAR INDUSTRIES COMMON 02916P103 13 400 SH DFND 02 400 0 0 AMERICAN TOWER CORP REIT 03027X100 2934 40100 SH DFND 02 40100 0 0 AMERICAN WATER WORKS CO INC COMMON 030420103 10522 255200 SH DFND 02 0 0 255200 AMERIPRISE FINANCIAL INC COMMON 03076C106 243 3000 SH DFND 02 3000 0 0 AMERISOURCEBERGEN CORP COMMON 03073E105 20748 371637 SH DFND 02 218437 0 153200 AMERISTAR CASINOS INC COMMON 03070Q101 1680 63900 SH DFND 02 63900 0 0 AMETEK INC COMMON 031100100 7248 171350 SH DFND 02 5100 0 166250 AMGEN INC COMMON 031162100 29113 295083 SH DFND 02 90483 0 204600 AMN HEALTHCARE SERVICES INC COMMON 001744101 44 3100 SH DFND 02 3100 0 0 AMPHENOL CORP CL A COMMON 032095101 4178 53600 SH DFND 02 0 0 53600 AMTRUST FINANCIAL SERVICES COMMON 032359309 750 21000 SH DFND 02 21000 0 0 ANADARKO PETROLEUM CORP COMMON 032511107 7252 84400 SH DFND 02 1200 0 83200 ANALOGIC CORP COMMON 032657207 775 10639 SH DFND 02 10639 0 0 ANAREN INC COMMON 032744104 2 66 SH DFND 02 66 0 0 ANIKA THERAPEUTICS INC COMMON 035255108 298 17500 SH DFND 02 17500 0 0 ANIXTER INTERNATIONAL INC COMMON 035290105 3618 47724 SH DFND 02 47724 0 0 ANN INC COMMON 035623107 442 13300 SH DFND 02 13300 0 0 ANNALY CAPITAL MANAGEMENT IN REIT 035710409 2 176 SH DFND 02 176 0 0 AOL INC COMMON 00184X105 16746 459034 SH DFND 02 15134 0 443900 AON PLC COMMON G0408V102 64 1000 SH DFND 02 1000 0 0 APACHE CORP COMMON 037411105 3723 44407 SH DFND 02 44407 0 0 APCO OIL AND GAS INTL INC COMMON G0471F109 5 400 SH DFND 02 400 0 0 APOLLO GROUP INC CL A COMMON 037604105 44 2500 SH DFND 02 2500 0 0 APPLE INC COMMON 037833100 65389 164902 SH DFND 02 54302 0 110600 ARCH CAPITAL GROUP LTD COMMON G0450A105 956 18600 SH DFND 02 18600 0 0 ARCHER DANIELS MIDLAND CO COMMON 039483102 12559 370352 SH DFND 02 22152 0 348200 ARENA PHARMACEUTICALS INC COMMON 040047102 35 4600 SH DFND 02 4600 0 0 ARGAN INC COMMON 04010E109 72 4600 SH DFND 02 4600 0 0 ARIAD PHARMACEUTICALS INC COMMON 04033A100 59 3400 SH DFND 02 3400 0 0 ARKANSAS BEST CORP COMMON 040790107 90 3900 SH DFND 02 3900 0 0 ARLINGTON ASSET INVESTMENT A COMMON 041356205 286 10700 SH DFND 02 10700 0 0 ARROW ELECTRONICS INC COMMON 042735100 3997 100300 SH DFND 02 30500 0 69800 ARTHROCARE CORP COMMON 043136100 808 23400 SH DFND 02 23400 0 0 ARUBA NETWORKS INC COMMON 043176106 8 500 SH DFND 02 500 0 0 ASBURY AUTOMOTIVE GROUP COMMON 043436104 662 16500 SH DFND 02 16500 0 0 ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 67 1810 SH DFND 02 1810 0 0 ASPEN TECHNOLOGY INC COMMON 045327103 121 4200 SH DFND 02 4200 0 0 ASSOCIATED BANC CORP COMMON 045487105 6197 398500 SH DFND 02 0 0 398500 ASSURANT INC COMMON 04621X108 1638 32183 SH DFND 02 32183 0 0 ASSURED GUARANTY LTD COMMON G0585R106 649 29400 SH DFND 02 29400 0 0 AT&T INC COMMON 00206R102 48845 1379805 SH DFND 02 164305 0 1215500 ATLANTIC TELE NETWORK INC COMMON 049079205 834 16800 SH DFND 02 16800 0 0 ATRION CORPORATION COMMON 049904105 114 520 SH DFND 02 520 0 0 AUTONATION INC COMMON 05329W102 4790 110400 SH DFND 02 19000 0 91400 AUTOZONE INC COMMON 053332102 4872 11500 SH DFND 02 11500 0 0 AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 60 3600 SH DFND 02 3600 0 0 AVAGO TECHNOLOGIES LTD COMMON Y0486S104 6257 167400 SH DFND 02 0 0 167400 AVALONBAY COMMUNITIES INC REIT 053484101 54 400 SH DFND 02 400 0 0 AVERY DENNISON CORP COMMON 053611109 18365 429500 SH DFND 02 0 0 429500 AVIS BUDGET GROUP INC COMMON 053774105 40 1400 SH DFND 02 1400 0 0 AVNET INC COMMON 053807103 9188 273453 SH DFND 02 66753 0 206700 AXIALL CORP COMMON 05463D100 43 1000 SH DFND 02 1000 0 0 AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 18660 407600 SH DFND 02 7600 0 400000 BABCOCK & WILCOX CO/THE COMMON 05615F102 1402 46700 SH DFND 02 0 0 46700 BALL CORP COMMON 058498106 6689 161014 SH DFND 02 161014 0 0 BALLY TECHNOLOGIES INC COMMON 05874B107 10556 187100 SH DFND 02 0 0 187100 BANK OF AMERICA CORP COMMON 060505104 19169 1490604 SH DFND 02 603504 0 887100 BANK OF KENTUCKY FINL CORP COMMON 062896105 88 3100 SH DFND 02 3100 0 0 BANK OF MONTREAL COMMON 063671101 6 100 SH DFND 02 100 0 0 BANK OF NEW YORK MELLON CORP COMMON 064058100 351 12501 SH DFND 02 12501 0 0 BANNER CORPORATION COMMON 06652V208 201 5953 SH DFND 02 5953 0 0 BASSETT FURNITURE INDS COMMON 070203104 138 8900 SH DFND 02 8900 0 0 BAXTER INTERNATIONAL INC COMMON 071813109 19853 286600 SH DFND 02 5400 0 281200 BBCN BANCORP INC COMMON 073295107 131 9200 SH DFND 02 9200 0 0 BCE INC COMMON 05534B760 13 327 SH DFND 02 327 0 0 BECTON DICKINSON AND CO COMMON 075887109 3439 34800 SH DFND 02 0 0 34800 BED BATH & BEYOND INC COMMON 075896100 8138 114700 SH DFND 02 88800 0 25900 BENCHMARK ELECTRONICS INC COMMON 08160H101 2703 134500 SH DFND 02 134500 0 0 BERKSHIRE HATHAWAY INC CL A COMMON 084670108 1180 7 SH DFND 02 7 0 0 BERKSHIRE HATHAWAY INC CL B COMMON 084670702 53413 477246 SH DFND 02 110046 0 367200 BEST BUY CO INC COMMON 086516101 11282 412800 SH DFND 02 19300 0 393500 BHP BILLITON LTD SPON ADR ADR 088606108 40 700 SH DFND 02 700 0 0 BIG 5 SPORTING GOODS CORP COMMON 08915P101 531 24200 SH DFND 02 24200 0 0 BIODELIVERY SCIENCES INTL COMMON 09060J106 39 9700 SH DFND 02 9700 0 0 BIOGEN IDEC INC COMMON 09062X103 20493 95230 SH DFND 02 58630 0 36600 BMC SOFTWARE INC COMMON 055921100 99 2200 SH DFND 02 2200 0 0 BOEING CO/THE COMMON 097023105 1987 19400 SH DFND 02 0 0 19400 BOK FINANCIAL CORPORATION COMMON 05561Q201 26 400 SH DFND 02 400 0 0 BOOZ ALLEN HAMILTON HOLDINGS COMMON 099502106 69 3962 SH DFND 02 3962 0 0 BP PLC SPONS ADR ADR 055622104 96 2300 SH DFND 02 2300 0 0 BRINKER INTERNATIONAL INC COMMON 109641100 8824 223800 SH DFND 02 0 0 223800 BRITISH AMERICAN TOB SP ADR ADR 110448107 824 8000 SH DFND 02 8000 0 0 BROADCOM CORP CL A COMMON 111320107 3521 104200 SH DFND 02 14800 0 89400 BROCADE COMMUNICATIONS SYS COMMON 111621306 13081 2271000 SH DFND 02 109000 0 2162000 BROWN FORMAN CORP CLASS B COMMON 115637209 105 1550 SH DFND 02 1550 0 0 BRUNSWICK CORP COMMON 117043109 42 1300 SH DFND 02 1300 0 0 BUCKEYE TECHNOLOGIES INC COMMON 118255108 822 22200 SH DFND 02 22200 0 0 BUNGE LTD COMMON G16962105 7 104 SH DFND 02 104 0 0 CA INC COMMON 12673P105 23005 803800 SH DFND 02 50300 0 753500 CABOT CORP COMMON 127055101 303 8100 SH DFND 02 8100 0 0 CABOT MICROELECTRONICS CORP COMMON 12709P103 231 7000 SH DFND 02 7000 0 0 CACI INTERNATIONAL INC CL A COMMON 127190304 950 14959 SH DFND 02 14959 0 0 CADENCE DESIGN SYS INC COMMON 127387108 3988 275400 SH DFND 02 0 0 275400 CALAMOS ASSET MANAGEMENT A COMMON 12811R104 108 10300 SH DFND 02 10300 0 0 CAMBREX CORP COMMON 132011107 1676 120000 SH DFND 02 120000 0 0 CAMERON INTERNATIONAL CORP COMMON 13342B105 550 9000 SH DFND 02 9000 0 0 CAMPBELL SOUP CO COMMON 134429109 882 19700 SH DFND 02 19700 0 0 CANTEL MEDICAL CORP COMMON 138098108 51 1500 SH DFND 02 1500 0 0 CAPELLA EDUCATION CO COMMON 139594105 117 2800 SH DFND 02 2800 0 0 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1206 19200 SH DFND 02 19200 0 0 CAPITALSOURCE INC COMMON 14055X102 22374 2385319 SH DFND 02 483819 0 1901500 CAPSTEAD MORTGAGE CORP REIT 14067E506 303 25000 SH DFND 02 25000 0 0 CARDINAL HEALTH INC COMMON 14149Y108 12492 264669 SH DFND 02 6769 0 257900 CAREFUSION CORP COMMON 14170T101 26224 711650 SH DFND 02 144950 0 566700 CARLISLE COS INC COMMON 142339100 5733 92000 SH DFND 02 0 0 92000 CASCADE BANCORP COMMON 147154207 2 300 SH DFND 02 300 0 0 CASEY'S GENERAL STORES INC COMMON 147528103 212 3517 SH DFND 02 3517 0 0 CASH AMERICA INTL INC COMMON 14754D100 18 400 SH DFND 02 400 0 0 CATAMARAN CORP COMMON 148887102 44 900 SH DFND 02 900 0 0 CATHAY GENERAL BANCORP COMMON 149150104 1744 85700 SH DFND 02 85700 0 0 CBEYOND INC COMMON 149847105 10 1300 SH DFND 02 1300 0 0 CBL & ASSOCIATES PROPERTIES REIT 124830100 71 3300 SH DFND 02 3300 0 0 CBOE HOLDINGS INC COMMON 12503M108 3824 82000 SH DFND 02 0 0 82000 CBS CORP CLASS B NON VOTING COMMON 124857202 22485 460100 SH DFND 02 17200 0 442900 CELANESE CORP SERIES A COMMON 150870103 125 2800 SH DFND 02 2800 0 0 CELGENE CORP COMMON 151020104 8189 70000 SH DFND 02 26300 0 43700 CENTENE CORP COMMON 15135B101 90 1717 SH DFND 02 1717 0 0 CENTERPOINT ENERGY INC COMMON 15189T107 7862 334700 SH DFND 02 2000 0 332700 CENTRAL GARDEN AND PET CO A COMMON 153527205 316 45800 SH DFND 02 45800 0 0 CENTRAL PACIFIC FINANCIAL CO COMMON 154760409 144 7991 SH DFND 02 7991 0 0 CENVEO INC COMMON 15670S105 63 29400 SH DFND 02 29400 0 0 CERNER CORP COMMON 156782104 1345 14000 SH DFND 02 14000 0 0 CF INDUSTRIES HOLDINGS INC COMMON 125269100 26936 157064 SH DFND 02 51664 0 105400 CHARLES RIVER LABORATORIES COMMON 159864107 7775 189500 SH DFND 02 0 0 189500 CHEESECAKE FACTORY INC/THE COMMON 163072101 817 19500 SH DFND 02 19500 0 0 CHEMED CORP COMMON 16359R103 1969 27190 SH DFND 02 27190 0 0 CHEVRON CORP COMMON 166764100 70512 595844 SH DFND 02 185944 0 409900 CHICAGO BRIDGE & IRON CO NV COMMON 167250109 203 3400 SH DFND 02 3400 0 0 CHICO'S FAS INC COMMON 168615102 3439 201600 SH DFND 02 14800 0 186800 CHIMERA INVESTMENT CORP REIT 16934Q109 9142 3047200 SH DFND 02 0 0 3047200 CHIPOTLE MEXICAN GRILL INC COMMON 169656105 583 1600 SH DFND 02 1600 0 0 CHUBB CORP COMMON 171232101 14793 174757 SH DFND 02 141057 0 33700 CHURCH & DWIGHT CO INC COMMON 171340102 37 600 SH DFND 02 600 0 0 CIGNA CORP COMMON 125509109 4990 68839 SH DFND 02 68839 0 0 CIMAREX ENERGY CO COMMON 171798101 371 5703 SH DFND 02 5703 0 0 CIRRUS LOGIC INC COMMON 172755100 101 5800 SH DFND 02 5800 0 0 CISCO SYSTEMS INC COMMON 17275R102 47942 1970100 SH DFND 02 449200 0 1520900 CITIGROUP INC COMMON 172967424 7196 150010 SH DFND 02 73710 0 76300 CLARCOR INC COMMON 179895107 10 200 SH DFND 02 200 0 0 CLECO CORPORATION COMMON 12561W105 181 3900 SH DFND 02 3900 0 0 CLOROX COMPANY COMMON 189054109 5612 67500 SH DFND 02 19200 0 48300 CMS ENERGY CORP COMMON 125896100 92 3400 SH DFND 02 3400 0 0 CNO FINANCIAL GROUP INC COMMON 12621E103 113 8700 SH DFND 02 8700 0 0 COACH INC COMMON 189754104 735 12877 SH DFND 02 12877 0 0 COCA COLA CO/THE COMMON 191216100 5182 129200 SH DFND 02 18200 0 111000 COCA COLA ENTERPRISES COMMON 19122T109 2384 67800 SH DFND 02 0 0 67800 COGNEX CORP COMMON 192422103 158 3500 SH DFND 02 3500 0 0 COGNIZANT TECH SOLUTIONS A COMMON 192446102 226 3600 SH DFND 02 3600 0 0 COINSTAR INC COMMON 19259P300 475 8100 SH DFND 02 8100 0 0 COLEMAN CABLE INC COMMON 193459302 45 2500 SH DFND 02 2500 0 0 COLGATE PALMOLIVE CO COMMON 194162103 676 11800 SH DFND 02 11800 0 0 COLUMBIA BANKING SYSTEM INC COMMON 197236102 217 9100 SH DFND 02 9100 0 0 COMCAST CORP CLASS A COMMON 20030N101 39565 947666 SH DFND 02 238066 0 709600 COMMERCE BANCSHARES INC COMMON 200525103 18 418 SH DFND 02 418 0 0 COMPUTER SCIENCES CORP COMMON 205363104 8252 188523 SH DFND 02 223 0 188300 CONAGRA FOODS INC COMMON 205887102 24 700 SH DFND 02 700 0 0 CONN'S INC COMMON 208242107 57 1100 SH DFND 02 1100 0 0 CONOCOPHILLIPS COMMON 20825C104 20220 334214 SH DFND 02 75514 0 258700 CONSOLIDATED GRAPHICS INC COMMON 209341106 282 6007 SH DFND 02 6007 0 0 CONSTELLATION BRANDS INC A COMMON 21036P108 2209 42392 SH DFND 02 42392 0 0 COOPER COS INC/THE COMMON 216648402 500 4200 SH DFND 02 4200 0 0 COPA HOLDINGS SA CLASS A COMMON P31076105 7710 58800 SH DFND 02 0 0 58800 COPART INC COMMON 217204106 1786 58000 SH DFND 02 58000 0 0 CORELOGIC INC COMMON 21871D103 4448 191962 SH DFND 02 62 0 191900 COSTCO WHOLESALE CORP COMMON 22160K105 3326 30077 SH DFND 02 30077 0 0 COVIDIEN PLC COMMON G2554F113 322 5125 SH DFND 02 5125 0 0 CR BARD INC COMMON 067383109 1022 9400 SH DFND 02 9400 0 0 CRANE CO COMMON 224399105 10019 167200 SH DFND 02 0 0 167200 CRAWFORD & CO CL B COMMON 224633107 84 15000 SH DFND 02 15000 0 0 CREDIT ACCEPTANCE CORP COMMON 225310101 357 3400 SH DFND 02 3400 0 0 CROWN HOLDINGS INC COMMON 228368106 1929 46895 SH DFND 02 46895 0 0 CSG SYSTEMS INTL INC COMMON 126349109 612 28100 SH DFND 02 28100 0 0 CST BRANDS INC COMMON 12646R105 329 10692 SH DFND 02 10692 0 0 CSX CORP COMMON 126408103 9195 396500 SH DFND 02 167300 0 229200 CUMMINS INC COMMON 231021106 4796 44219 SH DFND 02 44219 0 0 CVR ENERGY INC COMMON 12662P108 2702 57000 SH DFND 02 57000 0 0 CVS CAREMARK CORP COMMON 126650100 33480 585512 SH DFND 02 110812 0 474700 CYNOSURE INC A COMMON 232577205 83 3200 SH DFND 02 3200 0 0 DAIRY FARM INTL HLDGS LTD COMMON G2624N153 11 900 SH DFND 02 900 0 0 DAKTRONICS INC COMMON 234264109 72 7000 SH DFND 02 7000 0 0 DANA HOLDING CORP COMMON 235825205 92 4800 SH DFND 02 4800 0 0 DANAHER CORP COMMON 235851102 3463 54700 SH DFND 02 3200 0 51500 DAVITA HEALTHCARE PARTNERS I COMMON 23918K108 596 4933 SH DFND 02 4933 0 0 DELEK US HOLDINGS INC COMMON 246647101 2840 98672 SH DFND 02 98672 0 0 DELL INC COMMON 24702R101 308 23100 SH DFND 02 23100 0 0 DELTA AIR LINES INC COMMON 247361702 26548 1418902 SH DFND 02 180102 0 1238800 DELUXE CORP COMMON 248019101 2809 81078 SH DFND 02 81078 0 0 DEVON ENERGY CORPORATION COMMON 25179M103 67 1300 SH DFND 02 1300 0 0 DIAGEO PLC SPONSORED ADR ADR 25243Q205 2323 20207 SH DFND 02 20207 0 0 DIAMOND OFFSHORE DRILLING COMMON 25271C102 69 1000 SH DFND 02 1000 0 0 DILLARDS INC CL A COMMON 254067101 12520 152735 SH DFND 02 69535 0 83200 DIODES INC COMMON 254543101 16 600 SH DFND 02 600 0 0 DIRECTV COMMON 25490A309 14701 238502 SH DFND 02 107302 0 131200 DISCOVER FINANCIAL SERVICES COMMON 254709108 14692 308387 SH DFND 02 203687 0 104700 DISCOVERY COMMUNICATIONS A COMMON 25470F104 10265 132900 SH DFND 02 54100 0 78800 DISH NETWORK CORP A COMMON 25470M109 799 18786 SH DFND 02 18786 0 0 DOLBY LABORATORIES INC CL A COMMON 25659T107 1422 42500 SH DFND 02 42500 0 0 DOLLAR GENERAL CORP COMMON 256677105 2844 56400 SH DFND 02 0 0 56400 DOLLAR TREE INC COMMON 256746108 2303 45300 SH DFND 02 45300 0 0 DOMINION RESOURCES INC/VA COMMON 25746U109 17 300 SH DFND 02 300 0 0 DOMINO'S PIZZA INC COMMON 25754A201 110 1900 SH DFND 02 1900 0 0 DOMTAR CORP COMMON 257559203 3607 54235 SH DFND 02 12535 0 41700 DOVER CORP COMMON 260003108 676 8700 SH DFND 02 8700 0 0 DRIL QUIP INC COMMON 262037104 72 800 SH DFND 02 800 0 0 DST SYSTEMS INC COMMON 233326107 3256 49833 SH DFND 02 33 0 49800 DSW INC CLASS A COMMON 23334L102 1119 15227 SH DFND 02 15227 0 0 DTE ENERGY COMPANY COMMON 233331107 16696 249151 SH DFND 02 28251 0 220900 DU PONT (E I ) DE NEMOURS COMMON 263534109 305 5800 SH DFND 02 5800 0 0 DUKE ENERGY CORP COMMON 26441C204 540 8000 SH DFND 02 8000 0 0 DUN & BRADSTREET CORP COMMON 26483E100 877 9000 SH DFND 02 9000 0 0 DYCOM INDUSTRIES INC COMMON 267475101 14 600 SH DFND 02 600 0 0 DYNEX CAPITAL INC REIT 26817Q506 132 13000 SH DFND 02 13000 0 0 EAST WEST BANCORP INC COMMON 27579R104 11 396 SH DFND 02 396 0 0 EATON CORP PLC COMMON G29183103 1231 18700 SH DFND 02 18700 0 0 EBAY INC COMMON 278642103 1160 22419 SH DFND 02 22419 0 0 ECHOSTAR CORP A COMMON 278768106 16 400 SH DFND 02 400 0 0 EDISON INTERNATIONAL COMMON 281020107 21855 453800 SH DFND 02 27200 0 426600 EDWARDS LIFESCIENCES CORP COMMON 28176E108 3001 44664 SH DFND 02 19564 0 25100 EL PASO ELECTRIC CO COMMON 283677854 49 1400 SH DFND 02 1400 0 0 ELECTRONICS FOR IMAGING COMMON 286082102 620 21900 SH DFND 02 21900 0 0 ELI LILLY & CO COMMON 532457108 260 5300 SH DFND 02 5300 0 0 ELIZABETH ARDEN INC COMMON 28660G106 416 9231 SH DFND 02 9231 0 0 ELLIE MAE INC COMMON 28849P100 44 1900 SH DFND 02 1900 0 0 EMC CORP/MA COMMON 268648102 4504 190700 SH DFND 02 190700 0 0 EMCOR GROUP INC COMMON 29084Q100 304 7486 SH DFND 02 7486 0 0 EMERSON ELECTRIC CO COMMON 291011104 3256 59700 SH DFND 02 1100 0 58600 ENCORE WIRE CORP COMMON 292562105 402 11800 SH DFND 02 11800 0 0 ENDOCYTE INC COMMON 29269A102 39 3000 SH DFND 02 3000 0 0 ENERGEN CORP COMMON 29265N108 6313 120800 SH DFND 02 120800 0 0 ENERGIZER HOLDINGS INC COMMON 29266R108 19931 198301 SH DFND 02 50101 0 148200 ENERGY RECOVERY INC COMMON 29270J100 40 9600 SH DFND 02 9600 0 0 ENERSYS COMMON 29275Y102 142 2896 SH DFND 02 2896 0 0 ENPRO INDUSTRIES INC COMMON 29355X107 467 9200 SH DFND 02 9200 0 0 ENSCO PLC CL A COMMON G3517S106 1362 23438 SH DFND 02 23438 0 0 ENTEGRIS INC COMMON 29362U104 847 90300 SH DFND 02 90300 0 0 ENTERGY CORP COMMON 29364G103 42 600 SH DFND 02 600 0 0 ENTERPRISE FINANCIAL SERVICE COMMON 293712105 102 6400 SH DFND 02 6400 0 0 ENTRAVISION COMMUNICATIONS A COMMON 29382R107 167 27100 SH DFND 02 27100 0 0 ENZON PHARMACEUTICALS INC COMMON 293904108 119 59600 SH DFND 02 59600 0 0 ERA GROUP INC COMMON 26885G109 826 31600 SH DFND 02 31600 0 0 ESTERLINE TECHNOLOGIES CORP COMMON 297425100 14 200 SH DFND 02 200 0 0 EVEREST RE GROUP LTD COMMON G3223R108 7134 55625 SH DFND 02 5325 0 50300 EW SCRIPPS CO/THE A COMMON 811054402 26 1700 SH DFND 02 1700 0 0 EXELIS INC COMMON 30162A108 2711 196600 SH DFND 02 0 0 196600 EXPEDIA INC COMMON 30212P303 814 13529 SH DFND 02 13529 0 0 EXPONENT INC COMMON 30214U102 1300 22000 SH DFND 02 22000 0 0 EXPRESS SCRIPTS HOLDING CO COMMON 30219G108 4926 79788 SH DFND 02 79788 0 0 EXXON MOBIL CORP COMMON 30231G102 94764 1048855 SH DFND 02 280355 0 768500 F5 NETWORKS INC COMMON 315616102 550 8000 SH DFND 02 8000 0 0 FABRINET COMMON G3323L100 1428 102000 SH DFND 02 102000 0 0 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1550 15208 SH DFND 02 15208 0 0 FBL FINANCIAL GROUP INC CL A COMMON 30239F106 9 200 SH DFND 02 200 0 0 FEDERATED INVESTORS INC CL B COMMON 314211103 4364 159200 SH DFND 02 0 0 159200 FEDEX CORP COMMON 31428X106 8981 91100 SH DFND 02 91100 0 0 FEI COMPANY COMMON 30241L109 738 10100 SH DFND 02 10100 0 0 FELCOR LODGING TRUST INC REIT 31430F101 43 7300 SH DFND 02 7300 0 0 FIFTH THIRD BANCORP COMMON 316773100 10706 593111 SH DFND 02 100811 0 492300 FINISH LINE/THE CL A COMMON 317923100 173 7900 SH DFND 02 7900 0 0 FIRST AMERICAN FINANCIAL COMMON 31847R102 1721 78100 SH DFND 02 78100 0 0 FIRST CITIZENS BCSHS CL A COMMON 31946M103 365 1900 SH DFND 02 1900 0 0 FIRST DEFIANCE FINL CORP COMMON 32006W106 6 262 SH DFND 02 262 0 0 FIRST FINANCIAL HOLDINGS INC COMMON 320239106 261 12300 SH DFND 02 12300 0 0 FIRST INTERSTATE BANCSYS/MT COMMON 32055Y201 91 4400 SH DFND 02 4400 0 0 FIRST MERCHANTS CORP COMMON 320817109 233 13600 SH DFND 02 13600 0 0 FIRST MIDWEST BANCORP INC/IL COMMON 320867104 565 41200 SH DFND 02 41200 0 0 FIRST REPUBLIC BANK/CA COMMON 33616C100 115 3000 SH DFND 02 3000 0 0 FIRST SOLAR INC COMMON 336433107 13335 297600 SH DFND 02 47700 0 249900 FIRSTHAND TECHNOLOGY VALUE COMMON 33766Y100 2 88 SH DFND 02 88 0 0 FIRSTMERIT CORP COMMON 337915102 1572 78466 SH DFND 02 78466 0 0 FIVE STAR QUALITY CARE COMMON 33832D106 502 89500 SH DFND 02 89500 0 0 FLIR SYSTEMS INC COMMON 302445101 4903 181800 SH DFND 02 0 0 181800 FOOT LOCKER INC COMMON 344849104 5245 149300 SH DFND 02 0 0 149300 FORD MOTOR CO COMMON 345370860 2472 159787 SH DFND 02 159787 0 0 FRANKLIN RESOURCES INC COMMON 354613101 11125 81789 SH DFND 02 21889 0 59900 FREEPORT MCMORAN COPPER COMMON 35671D857 116 4200 SH DFND 02 4200 0 0 FRESH DEL MONTE PRODUCE INC COMMON G36738105 78 2800 SH DFND 02 2800 0 0 FUTUREFUEL CORP COMMON 36116M106 309 21800 SH DFND 02 21800 0 0 FXCM INC A COMMON 302693106 51 3100 SH DFND 02 3100 0 0 GAMCO INVESTORS INC A COMMON 361438104 399 7200 SH DFND 02 7200 0 0 GAMESTOP CORP CLASS A COMMON 36467W109 9 217 SH DFND 02 217 0 0 GAP INC/THE COMMON 364760108 31682 759225 SH DFND 02 216225 0 543000 GARDNER DENVER INC COMMON 365558105 165 2200 SH DFND 02 2200 0 0 GENERAL ELECTRIC CO COMMON 369604103 29551 1274309 SH DFND 02 463809 0 810500 GENERAL GROWTH PROPERTIES REIT 370023103 40 2000 SH DFND 02 2000 0 0 GENERAL MILLS INC COMMON 370334104 189 3900 SH DFND 02 3900 0 0 GENERAL MOTORS CO COMMON 37045V100 36 1091 SH DFND 02 1091 0 0 GENESEE & WYOMING INC CL A COMMON 371559105 494 5825 SH DFND 02 5825 0 0 GENTING HONG KONG LTD COMMON G3924T106 1 3000 SH DFND 02 3000 0 0 GENTIVA HEALTH SERVICES COMMON 37247A102 549 55100 SH DFND 02 55100 0 0 GENUINE PARTS CO COMMON 372460105 4833 61900 SH DFND 02 0 0 61900 GENWORTH FINANCIAL INC CL A COMMON 37247D106 264 23100 SH DFND 02 23100 0 0 GEO GROUP INC/THE REIT 36159R103 177 5200 SH DFND 02 5200 0 0 GILEAD SCIENCES INC COMMON 375558103 9145 178362 SH DFND 02 79562 0 98800 GLAXOSMITHKLINE PLC SPON ADR ADR 37733W105 475 9500 SH DFND 02 9500 0 0 GLOBAL SOURCES LTD COMMON G39300101 48 7200 SH DFND 02 7200 0 0 GNC HOLDINGS INC CL A COMMON 36191G107 4872 110200 SH DFND 02 0 0 110200 GOLDMAN SACHS GROUP INC COMMON 38141G104 23374 154536 SH DFND 02 36036 0 118500 GOODYEAR TIRE & RUBBER CO COMMON 382550101 7 465 SH DFND 02 465 0 0 GOOGLE INC CL A COMMON 38259P508 28948 32882 SH DFND 02 16682 0 16200 GRAPHIC PACKAGING HOLDING CO COMMON 388689101 1839 237600 SH DFND 02 237600 0 0 GREEN MOUNTAIN COFFEE ROASTE COMMON 393122106 3686 49000 SH DFND 02 0 0 49000 GREEN PLAINS RENEWABLE ENERG COMMON 393222104 11 800 SH DFND 02 800 0 0 GROUP 1 AUTOMOTIVE INC COMMON 398905109 109 1700 SH DFND 02 1700 0 0 GSI GROUP INC COMMON 36191C205 85 10600 SH DFND 02 10600 0 0 GT ADVANCED TECHNOLOGIES INC COMMON 36191U106 5 1200 SH DFND 02 1200 0 0 GYRODYNE CO OF AMERICA INC REIT 403820103 129 1800 SH DFND 02 1800 0 0 HALLIBURTON CO COMMON 406216101 1001 24000 SH DFND 02 24000 0 0 HANESBRANDS INC COMMON 410345102 3209 62400 SH DFND 02 1600 0 60800 HANMI FINANCIAL CORPORATION COMMON 410495204 1175 66500 SH DFND 02 66500 0 0 HARMAN INTERNATIONAL COMMON 413086109 293 5400 SH DFND 02 5400 0 0 HARRIS CORP COMMON 413875105 8668 176000 SH DFND 02 22200 0 153800 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 2 69 SH DFND 02 69 0 0 HAWAIIAN TELCOM HOLDCO INC COMMON 420031106 25 1000 SH DFND 02 1000 0 0 HCA HOLDINGS INC COMMON 40412C101 573 15901 SH DFND 02 15901 0 0 HCC INSURANCE HOLDINGS INC COMMON 404132102 216 5000 SH DFND 02 5000 0 0 HEALTH CARE REIT INC REIT 42217K106 47 700 SH DFND 02 700 0 0 HEALTH NET INC COMMON 42222G108 1725 54200 SH DFND 02 0 0 54200 HEALTHSOUTH CORP COMMON 421924309 755 26200 SH DFND 02 26200 0 0 HELEN OF TROY LTD COMMON G4388N106 146 3800 SH DFND 02 3800 0 0 HELIX ENERGY SOLUTIONS GROUP COMMON 42330P107 357 15500 SH DFND 02 15500 0 0 HELMERICH & PAYNE COMMON 423452101 15088 241600 SH DFND 02 42200 0 199400 HENRY SCHEIN INC COMMON 806407102 527 5500 SH DFND 02 5500 0 0 HERBALIFE LTD COMMON G4412G101 9 200 SH DFND 02 200 0 0 HERITAGE FINANCIAL GROUP INC COMMON 42726X102 34 2300 SH DFND 02 2300 0 0 HERSHEY CO/THE COMMON 427866108 22543 252500 SH DFND 02 18300 0 234200 HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 704 28400 SH DFND 02 28400 0 0 HESS CORP COMMON 42809H107 11133 167434 SH DFND 02 28834 0 138600 HEWLETT PACKARD CO COMMON 428236103 23951 965764 SH DFND 02 82664 0 883100 HHGREGG INC COMMON 42833L108 10 600 SH DFND 02 600 0 0 HILL ROM HOLDINGS INC COMMON 431475102 414 12300 SH DFND 02 12300 0 0 HOLLYFRONTIER CORP COMMON 436106108 3305 77261 SH DFND 02 34561 0 42700 HOME DEPOT INC COMMON 437076102 39068 504300 SH DFND 02 86600 0 417700 HORACE MANN EDUCATORS COMMON 440327104 378 15500 SH DFND 02 15500 0 0 HORIZON BANCORP INDIANA COMMON 440407104 87 4250 SH DFND 02 4250 0 0 HOSPITALITY PROPERTIES TRUST REIT 44106M102 6044 230000 SH DFND 02 400 0 229600 HOST HOTELS & RESORTS INC REIT 44107P104 71 4200 SH DFND 02 4200 0 0 HUBBELL INC CL B COMMON 443510201 8989 90800 SH DFND 02 1000 0 89800 HUMANA INC COMMON 444859102 5209 61727 SH DFND 02 40927 0 20800 HUNTINGTON BANCSHARES INC COMMON 446150104 823 104600 SH DFND 02 104600 0 0 HUNTINGTON INGALLS INDUSTRIE COMMON 446413106 912 16150 SH DFND 02 16150 0 0 HUNTSMAN CORP COMMON 447011107 104 6300 SH DFND 02 6300 0 0 HYSTER YALE MATERIALS COMMON 449172105 38 600 SH DFND 02 600 0 0 IMPAX LABORATORIES INC COMMON 45256B101 1864 93500 SH DFND 02 93500 0 0 IMPERIAL TOBACCO GROUP ADR ADR 453142101 8 112 SH DFND 02 112 0 0 INFINITY PROPERTY & CASUALTY COMMON 45665Q103 699 11700 SH DFND 02 11700 0 0 INGERSOLL RAND PLC COMMON G47791101 155 2800 SH DFND 02 2800 0 0 INGREDION INC COMMON 457187102 12014 183079 SH DFND 02 22979 0 160100 INNOSPEC INC COMMON 45768S105 979 24363 SH DFND 02 24363 0 0 INSIGHT ENTERPRISES INC COMMON 45765U103 1235 69600 SH DFND 02 69600 0 0 INTEL CORP COMMON 458140100 8994 371200 SH DFND 02 125600 0 245600 INTERACTIVE BROKERS GRO CL A COMMON 45841N107 9 554 SH DFND 02 554 0 0 INTERCONTINENTAL HOTELS ADR ADR 45857P400 41 1493 SH DFND 02 1493 0 0 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 107 600 SH DFND 02 600 0 0 INTERNATIONAL PAPER CO COMMON 460146103 3226 72800 SH DFND 02 72800 0 0 INTL BUSINESS MACHINES CORP COMMON 459200101 46744 244593 SH DFND 02 84493 0 160100 INTL GAME TECHNOLOGY COMMON 459902102 9906 592800 SH DFND 02 0 0 592800 INTUIT INC COMMON 461202103 3455 56600 SH DFND 02 25800 0 30800 INTUITIVE SURGICAL INC COMMON 46120E602 1472 2909 SH DFND 02 2909 0 0 INVESCO LTD COMMON G491BT108 3369 105939 SH DFND 02 939 0 105000 INVESCO MORTGAGE CAPITAL REIT 46131B100 43 2600 SH DFND 02 2600 0 0 INVESTORS BANCORP INC COMMON 46146P102 91 4318 SH DFND 02 4318 0 0 IRWIN FINANCIAL CORP COMMON 464119106 0 5800 SH DFND 02 5800 0 0 ISRAMCO INC COMMON 465141406 8 82 SH DFND 02 82 0 0 ITRON INC COMMON 465741106 21 500 SH DFND 02 500 0 0 J2 GLOBAL INC COMMON 48123V102 111 2600 SH DFND 02 2600 0 0 JACK HENRY & ASSOCIATES INC COMMON 426281101 33 700 SH DFND 02 700 0 0 JACK IN THE BOX INC COMMON 466367109 1147 29200 SH DFND 02 29200 0 0 JARDEN CORP COMMON 471109108 533 12190 SH DFND 02 12190 0 0 JAVELIN MORTGAGE INVESTMENT COMMON 47200B104 85 6000 SH DFND 02 6000 0 0 JAZZ PHARMACEUTICALS PLC COMMON G50871105 380 5525 SH DFND 02 5525 0 0 JETBLUE AIRWAYS CORP COMMON 477143101 33 5300 SH DFND 02 5300 0 0 JM SMUCKER CO/THE COMMON 832696405 4270 41394 SH DFND 02 4294 0 37100 JOHN B SANFILIPPO & SON INC COMMON 800422107 210 10400 SH DFND 02 10400 0 0 JOHNSON & JOHNSON COMMON 478160104 19573 227964 SH DFND 02 53664 0 174300 JPMORGAN CHASE & CO COMMON 46625H100 53557 1014534 SH DFND 02 244634 0 769900 KADANT INC COMMON 48282T104 72 2400 SH DFND 02 2400 0 0 KAPSTONE PAPER AND PACKAGING COMMON 48562P103 406 10100 SH DFND 02 10100 0 0 KEYCORP COMMON 493267108 5985 542100 SH DFND 02 41900 0 500200 KIMBALL INTERNATIONAL B COMMON 494274103 96 9900 SH DFND 02 9900 0 0 KIMBERLY CLARK CORP COMMON 494368103 1943 20000 SH DFND 02 0 0 20000 KIMCO REALTY CORP REIT 49446R109 154 7200 SH DFND 02 7200 0 0 KINDER MORGAN INC COMMON 49456B101 5 125 SH DFND 02 125 0 0 KINDER MORGAN INC CW17 WARRANT 49456B119 121 23552 SH DFND 02 23552 0 0 KIOR INC CL A COMMON 497217109 53 9200 SH DFND 02 9200 0 0 KIRKLAND'S INC COMMON 497498105 88 5100 SH DFND 02 5100 0 0 KRATON PERFORMANCE POLYMERS COMMON 50077C106 61 2900 SH DFND 02 2900 0 0 KRISPY KREME DOUGHNUTS INC COMMON 501014104 1735 99438 SH DFND 02 99438 0 0 KROGER CO COMMON 501044101 34398 995899 SH DFND 02 404199 0 591700 KRONOS WORLDWIDE INC COMMON 50105F105 39 2400 SH DFND 02 2400 0 0 LABORATORY CRP OF AMER HLDGS COMMON 50540R409 1740 17387 SH DFND 02 17387 0 0 LAM RESEARCH CORP COMMON 512807108 231 5200 SH DFND 02 5200 0 0 LANDSTAR SYSTEM INC COMMON 515098101 1284 24932 SH DFND 02 24932 0 0 LANNETT CO INC COMMON 516012101 766 64300 SH DFND 02 64300 0 0 LAS VEGAS SANDS CORP ADR 517834107 390 7373 SH DFND 02 7373 0 0 LEAPFROG ENTERPRISES INC COMMON 52186N106 535 54400 SH DFND 02 54400 0 0 LEAR CORP COMMON 521865204 14305 236600 SH DFND 02 7800 0 228800 LEGG MASON INC COMMON 524901105 6 206 SH DFND 02 206 0 0 LEXMARK INTERNATIONAL INC A COMMON 529771107 5725 187263 SH DFND 02 63 0 187200 LIBBEY INC COMMON 529898108 105 4400 SH DFND 02 4400 0 0 LIBERTY GLOBAL PLC A COMMON 530555101 884 12035 SH DFND 02 12035 0 0 LIBERTY INTERACTIVE CORP A COMMON 53071M104 3233 140500 SH DFND 02 140500 0 0 LIBERTY VENTURES SER A COMMON 53071M880 597 7025 SH DFND 02 7025 0 0 LIFE TECHNOLOGIES CORP COMMON 53217V109 38 519 SH DFND 02 519 0 0 LIFEPOINT HOSPITALS INC COMMON 53219L109 1973 40400 SH DFND 02 800 0 39600 LIN TV CORP CL A COMMON 532774106 2857 186750 SH DFND 02 186750 0 0 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 52 900 SH DFND 02 900 0 0 LITTELFUSE INC COMMON 537008104 1097 14700 SH DFND 02 14700 0 0 LOCKHEED MARTIN CORP COMMON 539830109 26085 240501 SH DFND 02 21001 0 219500 LOEWS CORP COMMON 540424108 617 13900 SH DFND 02 13900 0 0 LORAL SPACE & COMMUNICATIONS COMMON 543881106 42 700 SH DFND 02 700 0 0 LORILLARD INC COMMON 544147101 52 1200 SH DFND 02 1200 0 0 LOWE'S COS INC COMMON 548661107 851 20800 SH DFND 02 20800 0 0 LSI CORP COMMON 502161102 9354 1310131 SH DFND 02 385631 0 924500 LYONDELLBASELL INDU CL A COMMON N53745100 25437 383900 SH DFND 02 45400 0 338500 MACY'S INC COMMON 55616P104 23688 493500 SH DFND 02 56600 0 436900 MADISON SQUARE GARDEN CO A COMMON 55826P100 18 300 SH DFND 02 300 0 0 MAGELLAN HEALTH SERVICES INC COMMON 559079207 3668 65400 SH DFND 02 65400 0 0 MAGICJACK VOCALTEC LTD COMMON M6787E101 251 17700 SH DFND 02 17700 0 0 MARATHON OIL CORP COMMON 565849106 9167 265100 SH DFND 02 24900 0 240200 MARATHON PETROLEUM CORP COMMON 56585A102 12907 181642 SH DFND 02 63842 0 117800 MARCUS CORPORATION COMMON 566330106 42 3300 SH DFND 02 3300 0 0 MARKEL CORP COMMON 570535104 1317 2500 SH DFND 02 2500 0 0 MARRIOTT INTERNATIONAL CL A COMMON 571903202 48 1200 SH DFND 02 1200 0 0 MARTEN TRANSPORT LTD COMMON 573075108 89 5700 SH DFND 02 5700 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 10737 916900 SH DFND 02 98400 0 818500 MASTERCARD INC CLASS A COMMON 57636Q104 25262 43973 SH DFND 02 12973 0 31000 MATSON INC COMMON 57686G105 8 336 SH DFND 02 336 0 0 MATTEL INC COMMON 577081102 612 13500 SH DFND 02 13500 0 0 MCCLATCHY CO CLASS A COMMON 579489105 36 15600 SH DFND 02 15600 0 0 MCDONALD'S CORP COMMON 580135101 4469 45144 SH DFND 02 13244 0 31900 MCGRAW HILL FINANCIAL INC COMMON 580645109 5112 96100 SH DFND 02 0 0 96100 MCKESSON CORP COMMON 58155Q103 5875 51308 SH DFND 02 51308 0 0 MEAD JOHNSON NUTRITION CO COMMON 582839106 254 3200 SH DFND 02 3200 0 0 MEADWESTVACO CORP COMMON 583334107 338 9900 SH DFND 02 9900 0 0 MEDICINES COMPANY COMMON 584688105 1230 40000 SH DFND 02 40000 0 0 MEDTRONIC INC COMMON 585055106 32178 625184 SH DFND 02 83084 0 542100 MEN'S WEARHOUSE INC/THE COMMON 587118100 83 2200 SH DFND 02 2200 0 0 MERCK & CO INC COMMON 58933Y105 20619 443901 SH DFND 02 105101 0 338800 METLIFE INC COMMON 59156R108 59 1300 SH DFND 02 1300 0 0 METRO BANCORP INC COMMON 59161R101 54 2700 SH DFND 02 2700 0 0 MICROSOFT CORP COMMON 594918104 65621 1899579 SH DFND 02 480279 0 1419300 MINERALS TECHNOLOGIES INC COMMON 603158106 1058 25600 SH DFND 02 25600 0 0 MOLEX INC COMMON 608554101 5607 191100 SH DFND 02 32000 0 159100 MOLYCORP INC COMMON 608753109 43 6900 SH DFND 02 6900 0 0 MONARCH CASINO & RESORT INC COMMON 609027107 88 5200 SH DFND 02 5200 0 0 MONDELEZ INTERNATIONAL INC A COMMON 609207105 10 342 SH DFND 02 342 0 0 MONSANTO CO COMMON 61166W101 7578 76700 SH DFND 02 20400 0 56300 MOODY'S CORP COMMON 615369105 134 2200 SH DFND 02 2200 0 0 MOOG INC CLASS A COMMON 615394202 1046 20300 SH DFND 02 20300 0 0 MORGAN STANLEY COMMON 617446448 447 18300 SH DFND 02 18300 0 0 MOSAIC CO/THE COMMON 61945C103 387 7200 SH DFND 02 7200 0 0 MOTOROLA SOLUTIONS INC COMMON 620076307 1705 29526 SH DFND 02 29526 0 0 MURPHY OIL CORP COMMON 626717102 8372 137500 SH DFND 02 1300 0 136200 MYLAN INC COMMON 628530107 7337 236442 SH DFND 02 88142 0 148300 MYRIAD GENETICS INC COMMON 62855J104 2332 86800 SH DFND 02 0 0 86800 NABORS INDUSTRIES LTD COMMON G6359F103 622 40600 SH DFND 02 40600 0 0 NASB FINANCIAL INC COMMON 628968109 46 1762 SH DFND 02 1762 0 0 NASDAQ OMX GROUP/THE COMMON 631103108 14428 440000 SH DFND 02 42600 0 397400 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 261 10300 SH DFND 02 10300 0 0 NATIONAL FUEL GAS CO COMMON 636180101 6 100 SH DFND 02 100 0 0 NATIONAL OILWELL VARCO INC COMMON 637071101 2312 33555 SH DFND 02 33555 0 0 NAVIGATORS GROUP INC COMMON 638904102 23 400 SH DFND 02 400 0 0 NCR CORPORATION COMMON 62886E108 689 20899 SH DFND 02 20899 0 0 NEUSTAR INC CLASS A COMMON 64126X201 5595 114936 SH DFND 02 73436 0 41500 NEUTRAL TANDEM INC COMMON 64128B108 625 108700 SH DFND 02 108700 0 0 NEW RESIDENTIAL INVESTMENT REIT 64828T102 65 9600 SH DFND 02 9600 0 0 NEWCASTLE INVESTMENT CORP REIT 65105M108 13 2500 SH DFND 02 2500 0 0 NEWFIELD EXPLORATION CO COMMON 651290108 177 7400 SH DFND 02 7400 0 0 NEWMARKET CORP COMMON 651587107 2232 8500 SH DFND 02 0 0 8500 NEWMONT MINING CORP COMMON 651639106 3 88 SH DFND 02 88 0 0 NEWS CORP CL A COMMON 65248E104 11874 364449 SH DFND 02 124449 0 240000 NEXSTAR BROADCASTING GROUP A COMMON 65336K103 448 12636 SH DFND 02 12636 0 0 NEXTERA ENERGY INC COMMON 65339F101 65 800 SH DFND 02 800 0 0 NIKE INC CL B COMMON 654106103 5387 84600 SH DFND 02 84600 0 0 NN INC COMMON 629337106 89 7800 SH DFND 02 7800 0 0 NORDSTROM INC COMMON 655664100 3255 54300 SH DFND 02 1900 0 52400 NORFOLK SOUTHERN CORP COMMON 655844108 9052 124600 SH DFND 02 124600 0 0 NORTHROP GRUMMAN CORP COMMON 666807102 28988 350100 SH DFND 02 76800 0 273300 NRG ENERGY INC COMMON 629377508 88 3300 SH DFND 02 3300 0 0 NU SKIN ENTERPRISES INC A COMMON 67018T105 7257 118737 SH DFND 02 75437 0 43300 NUTRACEUTICAL INTL CORP COMMON 67060Y101 86 4200 SH DFND 02 4200 0 0 NUVASIVE INC COMMON 670704105 226 9100 SH DFND 02 9100 0 0 NV ENERGY INC COMMON 67073Y106 378 16100 SH DFND 02 16100 0 0 NVIDIA CORP COMMON 67066G104 11535 821600 SH DFND 02 14400 0 807200 OCCIDENTAL PETROLEUM CORP COMMON 674599105 27188 304692 SH DFND 02 74692 0 230000 OCEANEERING INTL INC COMMON 675232102 7491 103747 SH DFND 02 31447 0 72300 OCWEN FINANCIAL CORP COMMON 675746309 2594 62941 SH DFND 02 62941 0 0 OFFICEMAX INC COMMON 67622P101 3842 375600 SH DFND 02 375600 0 0 OIL STATES INTERNATIONAL INC COMMON 678026105 3242 35000 SH DFND 02 10400 0 24600 OLD DOMINION FREIGHT LINE COMMON 679580100 968 23250 SH DFND 02 23250 0 0 OLD NATIONAL BANCORP COMMON 680033107 51 3700 SH DFND 02 3700 0 0 OMEROS CORP COMMON 682143102 37 7300 SH DFND 02 7300 0 0 OMNICARE INC COMMON 681904108 468 9800 SH DFND 02 9800 0 0 ONEBEACON INSURANCE GROUP A COMMON G67742109 52 3600 SH DFND 02 3600 0 0 ONEOK INC COMMON 682680103 1789 43300 SH DFND 02 43300 0 0 ORACLE CORP COMMON 68389X105 41334 1345943 SH DFND 02 412043 0 933900 OSHKOSH CORP COMMON 688239201 8543 225000 SH DFND 02 28900 0 196100 OWENS ILLINOIS INC COMMON 690768403 2918 105000 SH DFND 02 30800 0 74200 P G & E CORP COMMON 69331C108 869 19000 SH DFND 02 19000 0 0 PACKAGING CORP OF AMERICA COMMON 695156109 17944 366500 SH DFND 02 8600 0 357900 PACWEST BANCORP COMMON 695263103 346 11300 SH DFND 02 11300 0 0 PANTRY INC COMMON 698657103 207 17000 SH DFND 02 17000 0 0 PAPA JOHN'S INTL INC COMMON 698813102 301 4600 SH DFND 02 4600 0 0 PARKER DRILLING CO COMMON 701081101 84 16900 SH DFND 02 16900 0 0 PARKER HANNIFIN CORP COMMON 701094104 2994 31382 SH DFND 02 31382 0 0 PARTNERRE LTD COMMON G6852T105 11365 125500 SH DFND 02 21600 0 103900 PATTERSON UTI ENERGY INC COMMON 703481101 2 109 SH DFND 02 109 0 0 PC CONNECTION INC COMMON 69318J100 488 31562 SH DFND 02 31562 0 0 PDL BIOPHARMA INC COMMON 69329Y104 1886 244300 SH DFND 02 244300 0 0 PEGASYSTEMS INC COMMON 705573103 169 5100 SH DFND 02 5100 0 0 PENSKE AUTOMOTIVE GROUP INC COMMON 70959W103 275 9000 SH DFND 02 9000 0 0 PEPSICO INC COMMON 713448108 1947 23800 SH DFND 02 0 0 23800 PERRIGO CO COMMON 714290103 3086 25500 SH DFND 02 25500 0 0 PETSMART INC COMMON 716768106 5379 80300 SH DFND 02 2700 0 77600 PFIZER INC COMMON 717081103 49746 1776026 SH DFND 02 189726 0 1586300 PHILIP MORRIS INTERNATIONAL COMMON 718172109 11269 130100 SH DFND 02 130100 0 0 PHILLIPS 66 COMMON 718546104 14905 253017 SH DFND 02 46417 0 206600 PHOTRONICS INC COMMON 719405102 1378 171000 SH DFND 02 171000 0 0 PILGRIM'S PRIDE CORP COMMON 72147K108 1452 97200 SH DFND 02 97200 0 0 PITNEY BOWES INC COMMON 724479100 7319 498600 SH DFND 02 0 0 498600 PLANTRONICS INC COMMON 727493108 2591 59000 SH DFND 02 59000 0 0 PLEXUS CORP COMMON 729132100 664 22200 SH DFND 02 22200 0 0 PNC FINANCIAL SERVICES GROUP COMMON 693475105 3521 48290 SH DFND 02 48290 0 0 POLYONE CORPORATION COMMON 73179P106 10 400 SH DFND 02 400 0 0 POOL CORP COMMON 73278L105 26 500 SH DFND 02 500 0 0 POST HOLDINGS INC COMMON 737446104 727 16650 SH DFND 02 16650 0 0 POWER ONE INC COMMON 73930R102 1081 171100 SH DFND 02 171100 0 0 PPG INDUSTRIES INC COMMON 693506107 2870 19600 SH DFND 02 0 0 19600 PPL CORPORATION COMMON 69351T106 27 900 SH DFND 02 900 0 0 PRAXAIR INC COMMON 74005P104 46 400 SH DFND 02 400 0 0 PRECISION CASTPARTS CORP COMMON 740189105 2848 12600 SH DFND 02 12600 0 0 PRESTIGE BRANDS HOLDINGS INC COMMON 74112D101 405 13900 SH DFND 02 13900 0 0 PRICELINE COM INC COMMON 741503403 496 600 SH DFND 02 600 0 0 PRIMUS TELECOMMUNICATIONS GR COMMON 741929301 76 6400 SH DFND 02 6400 0 0 PRIVATEBANCORP INC COMMON 742962103 441 20794 SH DFND 02 20794 0 0 PROASSURANCE CORP COMMON 74267C106 306 5876 SH DFND 02 5876 0 0 PROCTER & GAMBLE CO/THE COMMON 742718109 21362 277469 SH DFND 02 63769 0 213700 PROSPERITY BANCSHARES INC COMMON 743606105 16 300 SH DFND 02 300 0 0 PROTECTIVE LIFE CORP COMMON 743674103 3 73 SH DFND 02 73 0 0 PROVIDENCE SERVICE CORP COMMON 743815102 79 2700 SH DFND 02 2700 0 0 PROVIDENT FINANCIAL HLDGS COMMON 743868101 202 12700 SH DFND 02 12700 0 0 PRUDENTIAL FINANCIAL INC COMMON 744320102 738 10100 SH DFND 02 10100 0 0 PRUDENTIAL PLC ADR ADR 74435K204 535 16336 SH DFND 02 16336 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON 744573106 11375 348300 SH DFND 02 7200 0 341100 PUBLIC STORAGE REIT 74460D109 9736 63500 SH DFND 02 5900 0 57600 PULTEGROUP INC COMMON 745867101 6289 331500 SH DFND 02 0 0 331500 QLOGIC CORP COMMON 747277101 58 6100 SH DFND 02 6100 0 0 QUAD GRAPHICS INC COMMON 747301109 200 8300 SH DFND 02 8300 0 0 QUALCOMM INC COMMON 747525103 6251 102318 SH DFND 02 59318 0 43000 QUEST DIAGNOSTICS INC COMMON 74834L100 558 9200 SH DFND 02 9200 0 0 QUESTCOR PHARMACEUTICALS COMMON 74835Y101 650 14300 SH DFND 02 14300 0 0 RAIT FINANCIAL TRUST REIT 749227609 3 400 SH DFND 02 400 0 0 RALPH LAUREN CORP COMMON 751212101 17116 98516 SH DFND 02 17716 0 80800 RAYONIER INC REIT 754907103 122 2200 SH DFND 02 2200 0 0 RAYTHEON COMPANY COMMON 755111507 9052 136900 SH DFND 02 100 0 136800 RED HAT INC COMMON 756577102 44 913 SH DFND 02 913 0 0 RED ROBIN GOURMET BURGERS COMMON 75689M101 491 8900 SH DFND 02 8900 0 0 REGAL ENTERTAINMENT GROUP A COMMON 758766109 5460 305000 SH DFND 02 0 0 305000 REGIONS FINANCIAL CORP COMMON 7591EP100 9307 976600 SH DFND 02 61700 0 914900 REINSURANCE GROUP OF AMERICA COMMON 759351604 1467 21229 SH DFND 02 21229 0 0 RELIANCE STEEL & ALUMINUM COMMON 759509102 8236 125627 SH DFND 02 5527 0 120100 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 12376 142600 SH DFND 02 48500 0 94100 RENT A CENTER INC COMMON 76009N100 26 700 SH DFND 02 700 0 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON 760276105 186 16400 SH DFND 02 16400 0 0 REPUBLIC BANCORP INC CLASS A COMMON 760281204 765 34900 SH DFND 02 34900 0 0 RESMED INC COMMON 761152107 18 400 SH DFND 02 400 0 0 RESOLUTE FOREST PRODUCTS COMMON 76117W109 187 14200 SH DFND 02 14200 0 0 REVLON INC CLASS A COMMON 761525609 57 2600 SH DFND 02 2600 0 0 REX AMERICAN RESOURCES CORP COMMON 761624105 9 300 SH DFND 02 300 0 0 RITE AID CORP COMMON 767754104 661 231200 SH DFND 02 231200 0 0 RIVERBED TECHNOLOGY INC COMMON 768573107 173 11100 SH DFND 02 11100 0 0 ROCK TENN COMPANY CL A COMMON 772739207 1818 18200 SH DFND 02 0 0 18200 ROCKWELL AUTOMATION INC COMMON 773903109 10575 127200 SH DFND 02 1100 0 126100 ROSS STORES INC COMMON 778296103 3915 60400 SH DFND 02 21400 0 39000 ROYAL DUTCH SHELL PLC ADR ADR 780259107 282 4253 SH DFND 02 4253 0 0 RPC INC COMMON 749660106 6118 443000 SH DFND 02 12300 0 430700 RPX CORP COMMON 74972G103 914 54400 SH DFND 02 54400 0 0 RR DONNELLEY & SONS CO COMMON 257867101 9 647 SH DFND 02 647 0 0 RTI BIOLOGICS INC COMMON 74975N105 94 24900 SH DFND 02 24900 0 0 RYDER SYSTEM INC COMMON 783549108 6602 108600 SH DFND 02 18600 0 90000 SAFEWAY INC COMMON 786514208 12800 540992 SH DFND 02 69892 0 471100 SAIA INC COMMON 78709Y105 81 2700 SH DFND 02 2700 0 0 SAIC INC COMMON 78390X101 2 160 SH DFND 02 160 0 0 SALIX PHARMACEUTICALS LTD COMMON 795435106 46 700 SH DFND 02 700 0 0 SALLY BEAUTY HOLDINGS INC COMMON 79546E104 292 9400 SH DFND 02 9400 0 0 SANDISK CORP COMMON 80004C101 3295 53935 SH DFND 02 8535 0 45400 SANMINA CORP COMMON 801056102 670 46700 SH DFND 02 46700 0 0 SCANSOURCE INC COMMON 806037107 234 7300 SH DFND 02 7300 0 0 SCHLUMBERGER LTD COMMON 806857108 22259 310614 SH DFND 02 70414 0 240200 SCHOLASTIC CORP COMMON 807066105 6 200 SH DFND 02 200 0 0 SCHULMAN (A ) INC COMMON 808194104 80 3000 SH DFND 02 3000 0 0 SCHWEITZER MAUDUIT INTL INC COMMON 808541106 2522 50556 SH DFND 02 50556 0 0 SCICLONE PHARMACEUTICALS INC COMMON 80862K104 635 128100 SH DFND 02 128100 0 0 SEABOARD CORP COMMON 811543107 542 200 SH DFND 02 200 0 0 SEACOR HOLDINGS INC COMMON 811904101 573 6900 SH DFND 02 6900 0 0 SELECT MEDICAL HOLDINGS CORP COMMON 81619Q105 49 6000 SH DFND 02 6000 0 0 SEMPRA ENERGY COMMON 816851109 164 2000 SH DFND 02 2000 0 0 SENECA FOODS CORP CL A COMMON 817070501 251 8170 SH DFND 02 8170 0 0 SERVICE CORP INTERNATIONAL COMMON 817565104 2257 125200 SH DFND 02 0 0 125200 SHERWIN WILLIAMS CO/THE COMMON 824348106 9 52 SH DFND 02 52 0 0 SIGNATURE BANK COMMON 82669G104 50 600 SH DFND 02 600 0 0 SILGAN HOLDINGS INC COMMON 827048109 2094 44600 SH DFND 02 24800 0 19800 SIMON PROPERTY GROUP INC REIT 828806109 9396 59500 SH DFND 02 4500 0 55000 SIRIUS XM RADIO INC COMMON 82967N108 47 14000 SH DFND 02 14000 0 0 SIX FLAGS ENTERTAINMENT CORP COMMON 83001A102 1392 39600 SH DFND 02 39600 0 0 SKYWORKS SOLUTIONS INC COMMON 83088M102 22 1000 SH DFND 02 1000 0 0 SL GREEN REALTY CORP REIT 78440X101 35 400 SH DFND 02 400 0 0 SMITH & WESSON HOLDING CORP COMMON 831756101 762 76400 SH DFND 02 76400 0 0 SMITHFIELD FOODS INC COMMON 832248108 1323 40400 SH DFND 02 40400 0 0 SONIC AUTOMOTIVE INC CLASS A COMMON 83545G102 260 12300 SH DFND 02 12300 0 0 SONIC CORP COMMON 835451105 292 20100 SH DFND 02 20100 0 0 SOUTHWEST AIRLINES CO COMMON 844741108 22257 1726700 SH DFND 02 298100 0 1428600 SOUTHWEST GAS CORP COMMON 844895102 197 4200 SH DFND 02 4200 0 0 SPECTRUM BRANDS HOLDINGS INC COMMON 84763R101 660 11603 SH DFND 02 11603 0 0 SPRINT NEXTEL CORP COMMON 852061100 3 365 SH DFND 02 365 0 0 ST JUDE MEDICAL INC COMMON 790849103 6571 144000 SH DFND 02 6300 0 137700 STAPLES INC COMMON 855030102 557 35100 SH DFND 02 35100 0 0 STARBUCKS CORP COMMON 855244109 4561 69619 SH DFND 02 39819 0 29800 STARWOOD HOTELS & RESORTS COMMON 85590A401 3602 57000 SH DFND 02 0 0 57000 STARZ A COMMON 85571Q102 5925 268100 SH DFND 02 0 0 268100 STATE BANK FINANCIAL CORP COMMON 856190103 93 6200 SH DFND 02 6200 0 0 STATE STREET CORP COMMON 857477103 893 13700 SH DFND 02 13700 0 0 STEELCASE INC CL A COMMON 858155203 1242 85200 SH DFND 02 85200 0 0 STEIN MART INC COMMON 858375108 94 6900 SH DFND 02 6900 0 0 STELLARONE CORP COMMON 85856G100 88 4500 SH DFND 02 4500 0 0 STERIS CORP COMMON 859152100 3885 90600 SH DFND 02 90600 0 0 STERLING FINL CORP/SPOKANE COMMON 859319303 1244 52300 SH DFND 02 52300 0 0 STEWART INFORMATION SERVICES COMMON 860372101 330 12600 SH DFND 02 12600 0 0 STONE ENERGY CORP COMMON 861642106 97 4400 SH DFND 02 4400 0 0 STRYKER CORP COMMON 863667101 10051 155400 SH DFND 02 11200 0 144200 SUNTRUST BANKS INC COMMON 867914103 18806 595700 SH DFND 02 66100 0 529600 SUPERIOR ENERGY SERVICES INC COMMON 868157108 5279 203500 SH DFND 02 17200 0 186300 SURMODICS INC COMMON 868873100 870 43500 SH DFND 02 43500 0 0 SUSQUEHANNA BANCSHARES INC COMMON 869099101 310 24156 SH DFND 02 24156 0 0 SUSSER HOLDINGS CORP COMMON 869233106 419 8746 SH DFND 02 8746 0 0 SWIFT TRANSPORTATION CO COMMON 87074U101 8351 504900 SH DFND 02 504900 0 0 SYMANTEC CORP COMMON 871503108 9554 425000 SH DFND 02 101700 0 323300 SYMMETRICOM INC COMMON 871543104 67 15000 SH DFND 02 15000 0 0 SYNAPTICS INC COMMON 87157D109 69 1800 SH DFND 02 1800 0 0 SYNNEX CORP COMMON 87162W100 440 10400 SH DFND 02 10400 0 0 SYNOPSYS INC COMMON 871607107 1748 48900 SH DFND 02 48900 0 0 SYSTEMAX INC COMMON 871851101 37 3900 SH DFND 02 3900 0 0 T ROWE PRICE GROUP INC COMMON 74144T108 51 700 SH DFND 02 700 0 0 TARGET CORP COMMON 87612E106 1586 23033 SH DFND 02 23033 0 0 TD AMERITRADE HOLDING CORP COMMON 87236Y108 306 12600 SH DFND 02 12600 0 0 TECH DATA CORP COMMON 878237106 742 15750 SH DFND 02 15750 0 0 TELEPHONE AND DATA SYSTEMS COMMON 879433829 225 9131 SH DFND 02 9131 0 0 TELETECH HOLDINGS INC COMMON 879939106 237 10100 SH DFND 02 10100 0 0 TERADATA CORP COMMON 88076W103 3807 75800 SH DFND 02 75800 0 0 TESORO CORP COMMON 881609101 20714 395911 SH DFND 02 106411 0 289500 TEVA PHARMACEUTICAL SP ADR ADR 881624209 17 425 SH DFND 02 425 0 0 TEXAS INSTRUMENTS INC COMMON 882508104 460 13200 SH DFND 02 13200 0 0 THERMO FISHER SCIENTIFIC INC COMMON 883556102 32054 378759 SH DFND 02 147859 0 230900 TIBCO SOFTWARE INC COMMON 88632Q103 11 500 SH DFND 02 500 0 0 TIME WARNER CABLE COMMON 88732J207 1884 16754 SH DFND 02 16754 0 0 TIME WARNER INC COMMON 887317303 2166 37466 SH DFND 02 37466 0 0 TIMKEN CO COMMON 887389104 12241 217500 SH DFND 02 20900 0 196600 TJX COMPANIES INC COMMON 872540109 24950 498400 SH DFND 02 86600 0 411800 T MOBILE US INC COMMON 872590104 10430 420400 SH DFND 02 36200 0 384200 TORCHMARK CORP COMMON 891027104 9898 151950 SH DFND 02 55650 0 96300 TORO CO COMMON 891092108 2770 61000 SH DFND 02 4200 0 56800 TOTAL SYSTEM SERVICES INC COMMON 891906109 176 7200 SH DFND 02 7200 0 0 TOWERS WATSON & CO CL A COMMON 891894107 5195 63400 SH DFND 02 200 0 63200 TOWN SPORTS INTERNATIONAL COMMON 89214A102 300 27900 SH DFND 02 27900 0 0 TRAVELERS COS INC/THE COMMON 89417E109 1974 24700 SH DFND 02 24700 0 0 TRINITY INDUSTRIES INC COMMON 896522109 7976 207500 SH DFND 02 6400 0 201100 TRIPLE S MANAGEMENT CORP B COMMON 896749108 56 2600 SH DFND 02 2600 0 0 TW TELECOM INC COMMON 87311L104 6 199 SH DFND 02 199 0 0 TWO HARBORS INVESTMENT CORP REIT 90187B101 259 25300 SH DFND 02 25300 0 0 TYCO INTERNATIONAL LTD COMMON H89128104 989 30000 SH DFND 02 30000 0 0 TYLER TECHNOLOGIES INC COMMON 902252105 3647 53200 SH DFND 02 53200 0 0 TYSON FOODS INC CL A COMMON 902494103 6415 249820 SH DFND 02 24320 0 225500 UNIFIRST CORP/MA COMMON 904708104 5567 61010 SH DFND 02 61010 0 0 UNILEVER PLC SPONSORED ADR ADR 904767704 35 863 SH DFND 02 863 0 0 UNION PACIFIC CORP COMMON 907818108 44784 290280 SH DFND 02 114780 0 175500 UNISYS CORP COMMON 909214306 916 41500 SH DFND 02 41500 0 0 UNITED COMMUNITY BANKS/GA COMMON 90984P303 501 40300 SH DFND 02 40300 0 0 UNITED CONTINENTAL HOLDINGS COMMON 910047109 773 24709 SH DFND 02 24709 0 0 UNITED FIRE GROUP INC COMMON 910340108 209 8400 SH DFND 02 8400 0 0 UNITED PARCEL SERVICE CL B COMMON 911312106 25382 293500 SH DFND 02 22900 0 270600 UNITED TECHNOLOGIES CORP COMMON 913017109 1854 19950 SH DFND 02 19950 0 0 UNITED THERAPEUTICS CORP COMMON 91307C102 11209 170300 SH DFND 02 5700 0 164600 UNITEDHEALTH GROUP INC COMMON 91324P102 12604 192491 SH DFND 02 124891 0 67600 UNIVERSAL HEALTH SERVICES B COMMON 913903100 4343 64855 SH DFND 02 64855 0 0 UNIVERSAL INSURANCE HOLDINGS COMMON 91359V107 206 29100 SH DFND 02 29100 0 0 UNIVERSAL TRUCKLOAD SERVICES COMMON 91388P105 145 6000 SH DFND 02 6000 0 0 UNS ENERGY CORP COMMON 903119105 163 3647 SH DFND 02 3647 0 0 UNUM GROUP COMMON 91529Y106 599 20400 SH DFND 02 20400 0 0 US AIRWAYS GROUP INC COMMON 90341W108 2291 139500 SH DFND 02 139500 0 0 US BANCORP COMMON 902973304 2885 79799 SH DFND 02 79799 0 0 US CELLULAR CORP COMMON 911684108 1228 33482 SH DFND 02 33482 0 0 USANA HEALTH SCIENCES INC COMMON 90328M107 1679 23200 SH DFND 02 23200 0 0 VAALCO ENERGY INC COMMON 91851C201 273 47800 SH DFND 02 47800 0 0 VALEANT PHARMACEUTICALS INTE COMMON 91911K102 51 590 SH DFND 02 590 0 0 VALERO ENERGY CORP COMMON 91913Y100 21033 604921 SH DFND 02 96521 0 508400 VALMONT INDUSTRIES COMMON 920253101 7312 51100 SH DFND 02 0 0 51100 VALSPAR CORP COMMON 920355104 2522 39000 SH DFND 02 1000 0 38000 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1838 27249 SH DFND 02 27249 0 0 VASCULAR SOLUTIONS INC COMMON 92231M109 146 9900 SH DFND 02 9900 0 0 VERIFONE SYSTEMS INC COMMON 92342Y109 193 11500 SH DFND 02 11500 0 0 VERISIGN INC COMMON 92343E102 1117 25000 SH DFND 02 25000 0 0 VERIZON COMMUNICATIONS INC COMMON 92343V104 42720 848623 SH DFND 02 361023 0 487600 VF CORP COMMON 918204108 19 100 SH DFND 02 100 0 0 VIACOM INC CLASS B COMMON 92553P201 803 11800 SH DFND 02 11800 0 0 VILLAGE SUPER MARKET CLASS A COMMON 927107409 185 5600 SH DFND 02 5600 0 0 VIROPHARMA INC COMMON 928241108 1630 56905 SH DFND 02 56905 0 0 VISA INC CLASS A SHARES COMMON 92826C839 11729 64181 SH DFND 02 64181 0 0 VISHAY INTERTECHNOLOGY INC COMMON 928298108 7571 545100 SH DFND 02 112100 0 433000 VISTEON CORP COMMON 92839U206 15451 244791 SH DFND 02 71091 0 173700 VMWARE INC CLASS A COMMON 928563402 7047 105200 SH DFND 02 2000 0 103200 VONAGE HOLDINGS CORP COMMON 92886T201 600 212100 SH DFND 02 212100 0 0 W&T OFFSHORE INC COMMON 92922P106 14 1000 SH DFND 02 1000 0 0 WABCO HOLDINGS INC COMMON 92927K102 112 1500 SH DFND 02 1500 0 0 WADDELL & REED FINANCIAL A COMMON 930059100 3219 74000 SH DFND 02 0 0 74000 WALGREEN CO COMMON 931422109 2307 52200 SH DFND 02 52200 0 0 WAL MART STORES INC COMMON 931142103 44540 597938 SH DFND 02 185938 0 412000 WALT DISNEY CO/THE COMMON 254687106 3445 54558 SH DFND 02 54558 0 0 WARNER CHILCOTT PLC CLASS A COMMON G94368100 697 35000 SH DFND 02 35000 0 0 WARREN RESOURCES INC COMMON 93564A100 7 2900 SH DFND 02 2900 0 0 WASHINGTON FEDERAL INC COMMON 938824109 2186 115800 SH DFND 02 0 0 115800 WEB COM GROUP INC COMMON 94733A104 6 247 SH DFND 02 247 0 0 WEBSENSE INC COMMON 947684106 104 4200 SH DFND 02 4200 0 0 WEBSTER FINANCIAL CORP COMMON 947890109 380 14800 SH DFND 02 14800 0 0 WELLPOINT INC COMMON 94973V107 2964 36222 SH DFND 02 36222 0 0 WELLS FARGO & CO COMMON 949746101 47224 1144268 SH DFND 02 297068 0 847200 WERNER ENTERPRISES INC COMMON 950755108 111 4600 SH DFND 02 4600 0 0 WEST BANCORPORATION COMMON 95123P106 81 6900 SH DFND 02 6900 0 0 WEST MARINE INC COMMON 954235107 50 4500 SH DFND 02 4500 0 0 WESTERN ALLIANCE BANCORP COMMON 957638109 1103 69700 SH DFND 02 69700 0 0 WESTERN ASSET MORTGAGE CAPIT REIT 95790D105 361 20700 SH DFND 02 20700 0 0 WESTERN DIGITAL CORP COMMON 958102105 13157 211895 SH DFND 02 74895 0 137000 WESTERN REFINING INC COMMON 959319104 1131 40306 SH DFND 02 40306 0 0 WESTERN UNION CO COMMON 959802109 2029 118600 SH DFND 02 10400 0 108200 WESTLAKE CHEMICAL CORP COMMON 960413102 19084 197951 SH DFND 02 15751 0 182200 WEYERHAEUSER CO REIT 962166104 4262 149600 SH DFND 02 5400 0 144200 WHIRLPOOL CORP COMMON 963320106 1 9 SH DFND 02 9 0 0 WHITEWAVE FOODS CO CL B COMMON 966244204 0 31 SH DFND 02 31 0 0 WILLIAMS COS INC COMMON 969457100 430 13258 SH DFND 02 13258 0 0 WILSHIRE BANCORP INC COMMON 97186T108 75 11400 SH DFND 02 11400 0 0 WISCONSIN ENERGY CORP COMMON 976657106 5714 139400 SH DFND 02 139400 0 0 WORLD ACCEPTANCE CORP COMMON 981419104 542 6239 SH DFND 02 6239 0 0 WORLD FUEL SERVICES CORP COMMON 981475106 80 2000 SH DFND 02 2000 0 0 WPX ENERGY INC COMMON 98212B103 55 2899 SH DFND 02 2899 0 0 WR BERKLEY CORP COMMON 084423102 3806 93150 SH DFND 02 93150 0 0 WR GRACE & CO COMMON 38388F108 92 1100 SH DFND 02 1100 0 0 WSFS FINANCIAL CORP COMMON 929328102 126 2400 SH DFND 02 2400 0 0 WYNDHAM WORLDWIDE CORP COMMON 98310W108 5082 88802 SH DFND 02 3902 0 84900 WYNN RESORTS LTD COMMON 983134107 192 1500 SH DFND 02 1500 0 0 XEROX CORP COMMON 984121103 20912 2305600 SH DFND 02 168900 0 2136700 XL GROUP PLC COMMON G98290102 9284 306200 SH DFND 02 36400 0 269800 YAHOO! INC COMMON 984332106 1 24 SH DFND 02 24 0 0 YUM! BRANDS INC COMMON 988498101 69 1000 SH DFND 02 1000 0 0 ZEBRA TECHNOLOGIES CORP CL A COMMON 989207105 1164 26800 SH DFND 02 26800 0 0 ZIMMER HOLDINGS INC COMMON 98956P102 11885 158600 SH DFND 02 8600 0 150000