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
ABBOTT LABS Common Stock 002824100 54,330 1,306,320 SH   SOLE   1,306,320 0 0
ADOBE SYS INC Common Stock 00724F101 41,580 600,945 SH   SOLE   600,945 0 0
AFFILIATED MANAGERS GROUP Common Stock 008252108 38,746 193,380 SH   SOLE   193,380 0 0
AIR PRODS & CHEMS INC Common Stock 009158106 94,594 726,634 SH   SOLE   726,634 0 0
ALCOA INC PUBLIC 013817309 138 2,762 SH   SOLE   2,762 0 0
ALEXION PHARMACEUTICALS INC Common Stock 015351109 30,181 182,005 SH   SOLE   182,005 0 0
ALLIANCE DATA SYSTEMS CORP Common Stock 018581108 35,692 143,760 SH   SOLE   143,760 0 0
ALTERA CORP Common Stock 021441100 83,790 2,341,784 SH   SOLE   2,341,784 0 0
AMAZON COM INC Common Stock 023135106 39,727 123,207 SH   SOLE   123,207 0 0
ANADARKO PETE CORP Common Stock 032511107 57,226 564,130 SH   SOLE   564,130 0 0
ANHEUSER BUSCH INBEV SA/NV ADR 03524A108 47,024 424,205 SH   SOLE   424,205 0 0
APPLE INC Common Stock 037833100 159,955 1,587,633 SH   SOLE   1,587,633 0 0
APPLIED MATLS INC Common Stock 038222105 141,693 6,556,787 SH   SOLE   6,556,787 0 0
BP PLC ADR 055622104 115,910 2,637,293 SH   SOLE   2,637,293 0 0
BAKER HUGHES INC Common Stock 057224107 2,714 41,710 SH   SOLE   41,710 0 0
BANK AMER CORP Common Stock 060505104 143,316 8,405,591 SH   SOLE   8,405,591 0 0
BANK NEW YORK MELLON CORP Common Stock 064058100 64,148 1,656,286 SH   SOLE   1,656,286 0 0
BAXTER INTL INC Common Stock 071813109 79,105 1,102,192 SH   SOLE   1,102,192 0 0
BIOGEN IDEC INC Common Stock 09062X103 44,111 133,340 SH   SOLE   133,340 0 0
BLACKROCK INC Common Stock 09247X101 4,311 13,130 SH   SOLE   13,130 0 0
BLOCK H & R INC Common Stock 093671105 87,707 2,828,326 SH   SOLE   2,828,326 0 0
CBS CORP NEW Common Stock 124857202 2,587 48,350 SH   SOLE   48,350 0 0
CME GROUP INC Common Stock 12572Q105 3,259 40,750 SH   SOLE   40,750 0 0
CVS HEALTH CORP Common Stock 126650100 80,120 1,006,648 SH   SOLE   1,006,648 0 0
CABOT CORP Common Stock 127055101 23,920 471,125 SH   SOLE   471,125 0 0
CANADIAN PAC RY LTD Common Stock 13645T100 55,617 268,072 SH   SOLE   268,072 0 0
CAPITAL ONE FINL CORP Common Stock 14040H105 60,380 739,760 SH   SOLE   739,760 0 0
CATAMARAN CORP Common Stock 148887102 23,234 551,210 SH   SOLE   551,210 0 0
CELGENE CORP Common Stock 151020104 58,546 617,699 SH   SOLE   617,699 0 0
CERNER CORP Common Stock 156782104 33,722 566,076 SH   SOLE   566,076 0 0
CHESAPEAKE ENERGY CORP Common Stock 165167107 53,061 2,307,968 SH   SOLE   2,307,968 0 0
CHESAPEAKE ENERGY CORP US DOMESTIC 165167BZ9 733 726,746 SH   SOLE   726,746 0 0
CISCO SYS INC Common Stock 17275R102 128,650 5,111,220 SH   SOLE   5,111,220 0 0
CITIGROUP INC Common Stock 172967424 149,232 2,879,802 SH   SOLE   2,879,802 0 0
COMCAST CORP NEW Common Stock 20030N101 151,883 2,824,139 SH   SOLE   2,824,139 0 0
CUMMINS INC Common Stock 231021106 23,495 178,017 SH   SOLE   178,017 0 0
DANAHER CORP DEL Common Stock 235851102 101,504 1,335,921 SH   SOLE   1,335,921 0 0
DANAHER CORP DEL US DOMESTIC 235851AF9 6,649 3,016,001 SH   SOLE   3,016,001 0 0
DIAGEO P L C ADR 25243Q205 47,975 415,721 SH   SOLE   415,721 0 0
DISNEY WALT CO Common Stock 254687106 3,538 39,730 SH   SOLE   39,730 0 0
DOMINION RES INC VA NEW PUBLIC 25746U703 2,854 50,895 SH   SOLE   50,895 0 0
E M C CORP MASS Common Stock 268648102 138,507 4,733,660 SH   SOLE   4,733,660 0 0
ECOLAB INC Common Stock 278865100 38,787 337,775 SH   SOLE   337,775 0 0
EXELON CORP PUBLIC 30161N127 1,124 22,115 SH   SOLE   22,115 0 0
FMC TECHNOLOGIES INC Common Stock 30249U101 36,611 674,105 SH   SOLE   674,105 0 0
FACEBOOK INC Common Stock 30303M102 53,385 675,405 SH   SOLE   675,405 0 0
FORD MTR CO DEL US DOMESTIC 345370CN8 6,518 3,803,302 SH   SOLE   3,803,302 0 0
GILEAD SCIENCES INC Common Stock 375558103 69,338 651,365 SH   SOLE   651,365 0 0
GILEAD SCIENCES INC US DOMESTIC 375558AP8 21,300 4,561,605 SH   SOLE   4,561,605 0 0
GOOGLE INC Common Stock 38259P508 29,426 50,009 SH   SOLE   50,009 0 0
GOOGLE INC Common Stock 38259P706 155,475 269,285 SH   SOLE   269,285 0 0
GRAINGER W W INC Common Stock 384802104 41,528 165,022 SH   SOLE   165,022 0 0
HALLIBURTON CO Common Stock 406216101 47,554 737,147 SH   SOLE   737,147 0 0
HEALTH CARE REIT INC PUBLIC 42217K601 2,922 51,091 SH   SOLE   51,091 0 0
HOME DEPOT INC Common Stock 437076102 3,487 38,009 SH   SOLE   38,009 0 0
HONEYWELL INTL INC Common Stock 438516106 1,566 16,810 SH   SOLE   16,810 0 0
INTEL CORP Common Stock 458140100 122,082 3,506,085 SH   SOLE   3,506,085 0 0
INTEL CORP US DOMESTIC 458140AF7 17,574 10,479,743 SH   SOLE   10,479,743 0 0
JPMORGAN CHASE & CO Common Stock 46625H100 111,031 1,843,134 SH   SOLE   1,843,134 0 0
JEFFERIES GROUP INC NEW US DOMESTIC 472319AG7 5,396 5,101,722 SH   SOLE   5,101,722 0 0
JOHNSON & JOHNSON Common Stock 478160104 3,271 30,680 SH   SOLE   30,680 0 0
JOHNSON CTLS INC Common Stock 478366107 69,132 1,571,160 SH   SOLE   1,571,160 0 0
KONINKLIJKE PHILIPS N V NY Reg Shrs 500472303 2,222 70,070 SH   SOLE   70,070 0 0
LAM RESEARCH CORP US DOMESTIC 512807AL2 6,337 4,706,452 SH   SOLE   4,706,452 0 0
LILLY ELI & CO Common Stock 532457108 64,809 999,360 SH   SOLE   999,360 0 0
MCGRAW HILL FINL INC Common Stock 580645109 3,958 46,860 SH   SOLE   46,860 0 0
MEDTRONIC INC Common Stock 585055106 42,315 683,040 SH   SOLE   683,040 0 0
MERCK & CO INC NEW Common Stock 58933Y105 119,694 2,019,121 SH   SOLE   2,019,121 0 0
METLIFE INC Common Stock 59156R108 60,941 1,134,418 SH   SOLE   1,134,418 0 0
METLIFE INC PUBLIC 59156R116 10,022 325,476 SH   SOLE   325,476 0 0
MICROSOFT CORP Common Stock 594918104 4,063 87,640 SH   SOLE   87,640 0 0
MONDELEZ INTL INC Common Stock 609207105 2,053 59,900 SH   SOLE   59,900 0 0
MONSANTO CO NEW Common Stock 61166W101 39,772 353,495 SH   SOLE   353,495 0 0
MONSTER BEVERAGE CORP Common Stock 611740101 40,281 439,410 SH   SOLE   439,410 0 0
MYLAN INC US DOMESTIC 628530AJ6 3,299 965,471 SH   SOLE   965,471 0 0
NEW YORK CMNTY CAP TR V PUBLIC 64944P307 5,722 113,674 SH   SOLE   113,674 0 0
NEWELL RUBBERMAID INC Common Stock 651229106 67,741 1,968,630 SH   SOLE   1,968,630 0 0
NEWMONT MINING CORP US DOMESTIC 651639AJ5 6,311 6,167,612 SH   SOLE   6,167,612 0 0
NEWS CORP NEW Common Stock 65249B109 48,344 2,956,779 SH   SOLE   2,956,779 0 0
NEXTERA ENERGY INC PUBLIC 65339F887 2,292 38,250 SH   SOLE   38,250 0 0
NOVELLUS SYS INC US DOMESTIC 670008AD3 6,137 2,815,755 SH   SOLE   2,815,755 0 0
NUCOR CORP Common Stock 670346105 48,679 896,800 SH   SOLE   896,800 0 0
OCCIDENTAL PETE CORP DEL Common Stock 674599105 127,656 1,327,671 SH   SOLE   1,327,671 0 0
PPG INDS INC Common Stock 693506107 2,710 13,770 SH   SOLE   13,770 0 0
PVH CORP Common Stock 693656100 85,472 705,503 SH   SOLE   705,503 0 0
PEPSICO INC Common Stock 713448108 1,771 19,020 SH   SOLE   19,020 0 0
PFIZER INC Common Stock 717081103 97,878 3,310,043 SH   SOLE   3,310,043 0 0
PRECISION CASTPARTS CORP Common Stock 740189105 34,913 147,385 SH   SOLE   147,385 0 0
PRICELINE GRP INC Common Stock 741503403 53,113 45,843 SH   SOLE   45,843 0 0
PRICELINE GRP INC US DOMESTIC 741503AN6 8,324 2,183,319 SH   SOLE   2,183,319 0 0
PRICELINE GRP INC US DOMESTIC 741503AQ9 6,305 4,685,549 SH   SOLE   4,685,549 0 0
PROCTER & GAMBLE CO Common Stock 742718109 87,506 1,044,967 SH   SOLE   1,044,967 0 0
PROLOGIS US DOMESTIC 74340XAT8 3,879 3,689,062 SH   SOLE   3,689,062 0 0
QUALCOMM INC Common Stock 747525103 3,937 52,650 SH   SOLE   52,650 0 0
RPM INTL INC US DOMESTIC 749685AT0 1,690 1,504,830 SH   SOLE   1,504,830 0 0
Roche Holding AG ADR 771195104 66,982 1,810,806 SH   SOLE   1,810,806 0 0
ST JUDE MED INC Common Stock 790849103 3,438 57,160 SH   SOLE   57,160 0 0
SANDISK CORP Common Stock 80004C101 26,369 269,206 SH   SOLE   269,206 0 0
SCHWAB CHARLES CORP NEW Common Stock 808513105 41,172 1,400,860 SH   SOLE   1,400,860 0 0
Siemens AG ADR 826197501 85,094 714,654 SH   SOLE   714,654 0 0
SKYWORKS SOLUTIONS INC Common Stock 83088M102 28,423 489,622 SH   SOLE   489,622 0 0
STANLEY BLACK & DECKER INC Common Stock 854502101 37,694 424,520 SH   SOLE   424,520 0 0
STANLEY BLACK & DECKER INC PUBLIC 854502309 4,575 34,919 SH   SOLE   34,919 0 0
STANLEY BLACK & DECKER INC PUBLIC 854502804 1,996 17,761 SH   SOLE   17,761 0 0
STARBUCKS CORP Common Stock 855244109 100,122 1,326,815 SH   SOLE   1,326,815 0 0
TJX COS INC NEW Common Stock 872540109 3,829 64,710 SH   SOLE   64,710 0 0
TEVA PHARMACEUTICAL FIN LLC US DOMESTIC 88163VAE9 4,965 3,867,255 SH   SOLE   3,867,255 0 0
THERMO FISHER SCIENTIFIC INC Common Stock 883556102 3,733 30,670 SH   SOLE   30,670 0 0
TOLL BROS FIN CORP US DOMESTIC 88947EAM2 3,251 3,226,712 SH   SOLE   3,226,712 0 0
TRACTOR SUPPLY CO Common Stock 892356106 68,846 1,119,260 SH   SOLE   1,119,260 0 0
TYSON FOODS INC PUBLIC 902494301 327 6,493 SH   SOLE   6,493 0 0
UNION PAC CORP Common Stock 907818108 3,385 31,220 SH   SOLE   31,220 0 0
UNITED PARCEL SERVICE INC Common Stock 911312106 88,193 897,268 SH   SOLE   897,268 0 0
UNITED TECHNOLOGIES CORP PUBLIC 913017117 8,604 146,092 SH   SOLE   146,092 0 0
UNITEDHEALTH GROUP INC Common Stock 91324P102 1,720 19,940 SH   SOLE   19,940 0 0
VISA INC Common Stock 92826C839 50,851 238,322 SH   SOLE   238,322 0 0
VMWARE INC Common Stock 928563402 28,196 300,465 SH   SOLE   300,465 0 0
WAL-MART STORES INC Common Stock 931142103 105,357 1,377,743 SH   SOLE   1,377,743 0 0
WALGREEN CO Common Stock 931422109 3,501 59,060 SH   SOLE   59,060 0 0
WELLPOINT INC US DOMESTIC 94973VBG1 13,144 7,980,983 SH   SOLE   7,980,983 0 0
WELLS FARGO & CO NEW PUBLIC 949746804 12,395 10,307 SH   SOLE   10,307 0 0
XILINX INC US DOMESTIC 983919AF8 4,981 3,363,467 SH   SOLE   3,363,467 0 0
ZIMMER HLDGS INC Common Stock 98956P102 2,770 27,540 SH   SOLE   27,540 0 0
ACCENTURE PLC IRELAND Common Stock G1151C101 1,898 23,330 SH   SOLE   23,330 0 0
WEATHERFORD INTL PLC Common Stock G48833100 38,915 1,870,891 SH   SOLE   1,870,891 0 0
MICHAEL KORS HLDGS LTD Common Stock G60754101 33,079 463,350 SH   SOLE   463,350 0 0
TYCO INTERNATIONAL LTD Common Stock H89128104 3,574 80,170 SH   SOLE   80,170 0 0
NIELSEN N V Common Stock N63218106 65,158 1,469,830 SH   SOLE   1,469,830 0 0
AMG Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 495 7,897 SH   SOLE   7,897 0 0
ABM INDS INC Common Stock 000957100 33,151 1,290,421 SH   SOLE   1,290,421 0 0
ACTUANT CORP Common Stock 00508X203 22,662 742,500 SH   SOLE   742,500 0 0
AIRTRAN HLDGS INC US DOMESTIC 00949PAD0 8,629 3,477,390 SH   SOLE   3,477,390 0 0
ALASKA AIR GROUP INC Common Stock 011659109 100 2,288 SH   SOLE   2,288 0 0
ALEXANDRIA REAL ESTATE EQ IN REIT 015271109 37,996 515,200 SH   SOLE   515,200 0 0
ALIBABA GROUP HLDG LTD ADR 01609W102 45 500 SH   SOLE   500 0 0
ALLEGHANY CORP DEL Common Stock 017175100 45,629 109,120 SH   SOLE   109,120 0 0
ALLETE INC Common Stock 018522300 26,823 604,256 SH   SOLE   604,256 0 0
ALLIANT ENERGY CORP Common Stock 018802108 33,623 606,800 SH   SOLE   606,800 0 0
ALLISON TRANSMISSION HLDGS I Common Stock 01973R101 26,892 943,900 SH   SOLE   943,900 0 0
ALTRA INDL MOTION CORP Common Stock 02208R106 19,404 665,400 SH   SOLE   665,400 0 0
ALZA CORP US DOMESTIC 02261WAB5 9,004 6,156,000 SH   SOLE   6,156,000 0 0
AMERICAN FINL GROUP INC OHIO Common Stock 025932104 29,967 517,644 SH   SOLE   517,644 0 0
AMERISAFE INC Common Stock 03071H100 9,633 246,288 SH   SOLE   246,288 0 0
ANALOG DEVICES INC Common Stock 032654105 32,204 650,700 SH   SOLE   650,700 0 0
ANALOGIC CORP Common Stock 032657207 20,950 327,542 SH   SOLE   327,542 0 0
ANIXTER INTL INC Common Stock 035290105 33,869 399,201 SH   SOLE   399,201 0 0
ANN INC Common Stock 035623107 17,383 422,615 SH   SOLE   422,615 0 0
ARES CAP CORP GLOBAL 04010LAD5 5,641 5,404,025 SH   SOLE   5,404,025 0 0
ARGO GROUP INTL HLDGS LTD Common Stock G0464B107 26,620 529,100 SH   SOLE   529,100 0 0
ASSOCIATED BANC CORP Common Stock 045487105 38,945 2,235,616 SH   SOLE   2,235,616 0 0
ASTEC INDS INC Common Stock 046224101 23,596 646,987 SH   SOLE   646,987 0 0
ATMOS ENERGY CORP Common Stock 049560105 36,534 765,900 SH   SOLE   765,900 0 0
Aurelius AG Common Stock D04986101 1,767 49,400 SH   SOLE   49,400 0 0
AUTOLIV INC Common Stock 052800109 20,057 218,200 SH   SOLE   218,200 0 0
AVERY DENNISON CORP Common Stock 053611109 23,443 525,031 SH   SOLE   525,031 0 0
AVNET INC Common Stock 053807103 31,896 768,572 SH   SOLE   768,572 0 0
BARNES GROUP INC Common Stock 067806109 17,983 592,495 SH   SOLE   592,495 0 0
BEACON ROOFING SUPPLY INC Common Stock 073685109 16,787 658,800 SH   SOLE   658,800 0 0
BECTON DICKINSON & CO Common Stock 075887109 31,594 277,600 SH   SOLE   277,600 0 0
BEMIS INC Common Stock 081437105 42,233 1,110,800 SH   SOLE   1,110,800 0 0
BERKSHIRE HATHAWAY INC DEL Common Stock 084670702 178 1,287 SH   SOLE   1,287 0 0
Blackrock 5.50% 2/15/18 US DOMESTIC 092533AB4 1,852 1,800,215 SH   SOLE   1,800,215 0 0
BRIGGS & STRATTON CORP Common Stock 109043109 16,036 889,875 SH   SOLE   889,875 0 0
BRISTOL MYERS SQUIBB CO US DOMESTIC 110122AN8 3,883 3,024,000 SH   SOLE   3,024,000 0 0
BROADRIDGE FINL SOLUTIONS IN Common Stock 11133T103 33,205 797,600 SH   SOLE   797,600 0 0
BROWN & BROWN INC Common Stock 115236101 36,525 1,136,075 SH   SOLE   1,136,075 0 0
BROWN SHOE INC NEW Common Stock 115736100 28,010 1,032,400 SH   SOLE   1,032,400 0 0
BRUNSWICK CORP Common Stock 117043109 16,530 392,248 SH   SOLE   392,248 0 0
CAESARSTONE SDOT-YAM LTD Common Stock M20598104 920 17,799 SH   SOLE   17,799 0 0
CALGON CARBON CORP Common Stock 129603106 23,180 1,196,054 SH   SOLE   1,196,054 0 0
CALLAWAY GOLF CO Common Stock 131193104 13,210 1,824,575 SH   SOLE   1,824,575 0 0
CAREFUSION CORP Common Stock 14170T101 49,531 1,094,600 SH   SOLE   1,094,600 0 0
CARLISLE COS INC Common Stock 142339100 25,160 313,013 SH   SOLE   313,013 0 0
CASEYS GEN STORES INC Common Stock 147528103 56,783 791,950 SH   SOLE   791,950 0 0
CELADON GROUP INC Common Stock 150838100 8,347 429,127 SH   SOLE   429,127 0 0
CHARLES RIV LABS INTL INC Common Stock 159864107 18,164 304,044 SH   SOLE   304,044 0 0
CHEESECAKE FACTORY INC Common Stock 163072101 14,314 314,580 SH   SOLE   314,580 0 0
Chesapeake Energy Corp Preferred 5.75% Perpetual PUBLIC 165167768 392 347 SH   SOLE   347 0 0
CHEVRON CORP NEW Common Stock 166764100 274 2,290 SH   SOLE   2,290 0 0
CHUBB CORP Common Stock 171232101 31,897 350,200 SH   SOLE   350,200 0 0
CIGNA CORPORATION Common Stock 125509109 24,795 273,400 SH   SOLE   273,400 0 0
CINTAS CORP Common Stock 172908105 31,060 440,000 SH   SOLE   440,000 0 0
Citrix Systems Inc 0.50% 4/15/19 PRIV PLACEMENT 177376AC4 5,503 5,042,673 SH   SOLE   5,042,673 0 0
CITY NATL CORP Common Stock 178566105 21,271 281,100 SH   SOLE   281,100 0 0
CLEAN HARBORS INC Common Stock 184496107 16,484 305,700 SH   SOLE   305,700 0 0
CLOUD PEAK ENERGY INC Common Stock 18911Q102 4,868 385,728 SH   SOLE   385,728 0 0
COLUMBIA BKG SYS INC Common Stock 197236102 31,769 1,280,476 SH   SOLE   1,280,476 0 0
COMFORT SYS USA INC Common Stock 199908104 11,751 867,175 SH   SOLE   867,175 0 0
CONSTELLIUM NV Common Stock N22035104 1,671 67,889 SH   SOLE   67,889 0 0
CORE MARK HOLDING CO INC Common Stock 218681104 15,928 300,300 SH   SOLE   300,300 0 0
COSTCO WHSL CORP NEW Common Stock 22160K105 162 1,289 SH   SOLE   1,289 0 0
CROWN HOLDINGS INC Common Stock 228368106 240 5,383 SH   SOLE   5,383 0 0
CULLEN FROST BANKERS INC Common Stock 229899109 34,254 447,700 SH   SOLE   447,700 0 0
DANA HLDG CORP Common Stock 235825205 13,994 729,958 SH   SOLE   729,958 0 0
DDR CORP REIT 23317H102 33,189 1,983,800 SH   SOLE   1,983,800 0 0
DEAN FOODS CO NEW Common Stock 242370203 23,746 1,792,100 SH   SOLE   1,792,100 0 0
DELEK US HLDGS INC Common Stock 246647101 27,099 818,200 SH   SOLE   818,200 0 0
DENBURY RES INC Common Stock 247916208 25,669 1,707,800 SH   SOLE   1,707,800 0 0
DEVON ENERGY CORP NEW Common Stock 25179M103 50,945 747,200 SH   SOLE   747,200 0 0
DEVRY ED GROUP INC Common Stock 251893103 20,182 471,425 SH   SOLE   471,425 0 0
DIEBOLD INC Common Stock 253651103 16,613 470,345 SH   SOLE   470,345 0 0
DIGITAL RLTY TR INC REIT 253868103 1,611 25,811 SH   SOLE   25,811 0 0
DISCOVER FINL SVCS Common Stock 254709108 204 3,165 SH   SOLE   3,165 0 0
DOMINION RES INC VA NEW PUBLIC 25746U885 2,815 50,038 SH   SOLE   50,038 0 0
DOMINION RES INC VA NEW US DOMESTIC 25746UAT6 2,520 1,214,653 SH   SOLE   1,214,653 0 0
DOMINION RES INC VA NEW PUBLIC 25746U869 1,285 25,741 SH   SOLE   25,741 0 0
DOVER CORP Common Stock 260003108 19,794 246,400 SH   SOLE   246,400 0 0
DREW INDS INC Common Stock 26168L205 10,305 244,239 SH   SOLE   244,239 0 0
DTE ENERGY CO Common Stock 233331107 33,285 437,500 SH   SOLE   437,500 0 0
EL PASO ELEC CO Common Stock 283677854 28,949 792,021 SH   SOLE   792,021 0 0
EMCOR GROUP INC Common Stock 29084Q100 38,372 960,254 SH   SOLE   960,254 0 0
ENCORE WIRE CORP Common Stock 292562105 12,729 343,181 SH   SOLE   343,181 0 0
ENDURANCE SPECIALTY HLDGS LT Common Stock G30397106 28,504 516,546 SH   SOLE   516,546 0 0
ENERGEN CORP Common Stock 29265N108 13,394 185,400 SH   SOLE   185,400 0 0
ENTEGRIS INC Common Stock 29362U104 26,248 2,282,350 SH   SOLE   2,282,350 0 0
Entertainment One Ltd Common Stock 29382B102 131 25,424 SH   SOLE   25,424 0 0
FAIR ISAAC CORP Common Stock 303250104 27,320 495,825 SH   SOLE   495,825 0 0
FAIRCHILD SEMICONDUCTOR INTL Common Stock 303726103 16,327 1,051,260 SH   SOLE   1,051,260 0 0
Federal Home Loan Mortgage Corp 6.50% 11/1/34 MBS 30yr 3128MJAZ3 5 4,193 SH   SOLE   4,193 0 0
Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 3 2,614 SH   SOLE   2,614 0 0
Federal Home Loan Mortgage Corp 7.00% 4/1/32 MBS 30yr 31287RP37 10 7,987 SH   SOLE   7,987 0 0
Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TJL2 1 97 SH   SOLE   97 0 0
Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 1 430 SH   SOLE   430 0 0
Federal National Mortgage Association 6.00% 1/1/37 MBS 30yr 31410XZR0 22 18,529 SH   SOLE   18,529 0 0
Federal National Mortgage Association 6.00% 10/1/29 MBS 30yr 31374T3C1 6 4,631 SH   SOLE   4,631 0 0
Federal National Mortgage Association 6.00% 11/1/36 MBS 30yr 31411AWL5 3 1,926 SH   SOLE   1,926 0 0
Federal National Mortgage Association 6.00% 12/1/33 MBS 30yr 31403MUX5 3 2,311 SH   SOLE   2,311 0 0
Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 2 1,600 SH   SOLE   1,600 0 0
Federal National Mortgage Association 6.50% 3/1/29 MBS 30yr 31382NCE0 2 1,585 SH   SOLE   1,585 0 0
Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31390NQU9 5 4,154 SH   SOLE   4,154 0 0
Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31402AQK5 5 4,031 SH   SOLE   4,031 0 0
Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 1 717 SH   SOLE   717 0 0
Federal National Mortgage Association 7.50% 11/1/29 MBS 30yr 31371H2F4 4 2,804 SH   SOLE   2,804 0 0
Federal National Mortgage Association 8.00% 11/1/28 MBS 30yr 31385H2P6 6 4,636 SH   SOLE   4,636 0 0
Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 1 239 SH   SOLE   239 0 0
FIDELITY NATL INFORMATION SV Common Stock 31620M106 44,416 788,900 SH   SOLE   788,900 0 0
FIFTH THIRD BANCORP Common Stock 316773100 21,656 1,081,685 SH   SOLE   1,081,685 0 0
FLUOR CORP NEW US DOMESTIC 343412AA0 4,404 1,817,437 SH   SOLE   1,817,437 0 0
FNB CORP PA Common Stock 302520101 31,875 2,658,400 SH   SOLE   2,658,400 0 0
FORWARD AIR CORP Common Stock 349853101 21,818 486,664 SH   SOLE   486,664 0 0
GANNETT INC Common Stock 364730101 16,809 566,500 SH   SOLE   566,500 0 0
GATX CORP Common Stock 361448103 12,410 212,603 SH   SOLE   212,603 0 0
GENERAL DYNAMICS CORP Common Stock 369550108 177 1,392 SH   SOLE   1,392 0 0
GENESCO INC Common Stock 371532102 17,681 236,525 SH   SOLE   236,525 0 0
GOLDMAN SACHS GROUP INC Common Stock 38141G104 1,084 5,900 SH   SOLE   5,900 0 0
Government National Mortgage Association 1.29325% 1/1/55 Agncy CMBS 38378KRL5 62 61,960 SH   SOLE   61,960 0 0
Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KVE5 2,872 2,522,651 SH   SOLE   2,522,651 0 0
Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KZJ0 3,932 3,436,845 SH   SOLE   3,436,845 0 0
Government National Mortgage Association 10.00% 4/15/25 MBS 30yr 36241LL53 4,186 3,652,965 SH   SOLE   3,652,965 0 0
Government National Mortgage Association 11.50% 11/16/17 Agncy CMO Other 38374L7N5 22 19,534 SH   SOLE   19,534 0 0
Government National Mortgage Association 5.00% 11/15/39 MBS 30yr 3620A9VL2 414 372,291 SH   SOLE   372,291 0 0
Government National Mortgage Association 5.00% 5/15/39 MBS 30yr 36296UX21 11,035 9,933,395 SH   SOLE   9,933,395 0 0
Government National Mortgage Association 5.00% 9/15/33 MBS 30yr 36290SHN4 1,085 979,521 SH   SOLE   979,521 0 0
Government National Mortgage Association 5.50% 1/15/39 MBS 30yr 3622A2C42 4,865 4,243,378 SH   SOLE   4,243,378 0 0
Government National Mortgage Association 6.00% 1/15/22 MBS 15yr 36241KLN6 188 172,874 SH   SOLE   172,874 0 0
Government National Mortgage Association 6.00% 1/15/24 MBS 30yr 36203EPD4 114 99,938 SH   SOLE   99,938 0 0
Government National Mortgage Association 6.00% 10/15/33 MBS 30yr 36225BZ43 68 58,430 SH   SOLE   58,430 0 0
Government National Mortgage Association 6.00% 11/15/23 MBS 15yr 36241KWU8 72 65,101 SH   SOLE   65,101 0 0
Government National Mortgage Association 6.00% 11/15/39 MBS 30yr 36241LE69 5,353 4,527,763 SH   SOLE   4,527,763 0 0
Government National Mortgage Association 6.00% 12/15/23 MBS 30yr 36203STX5 57 50,365 SH   SOLE   50,365 0 0
Government National Mortgage Association 6.00% 12/15/23 MBS 15yr 36296UKB5 280 255,186 SH   SOLE   255,186 0 0
Government National Mortgage Association 6.00% 12/15/28 MBS 30yr 36210AWU7 39 33,428 SH   SOLE   33,428 0 0
Government National Mortgage Association 6.00% 2/15/33 MBS 30yr 36225BWZ7 179 153,656 SH   SOLE   153,656 0 0
Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 92 79,265 SH   SOLE   79,265 0 0
Government National Mortgage Association 6.00% 2/20/29 Agncy CMO Z 3837H1U90 412 367,027 SH   SOLE   367,027 0 0
Government National Mortgage Association 6.00% 3/15/29 MBS 30yr 36209FGU7 52 44,857 SH   SOLE   44,857 0 0
Government National Mortgage Association 6.00% 3/15/33 MBS 30yr 36225BXB9 376 324,072 SH   SOLE   324,072 0 0
Government National Mortgage Association 6.00% 4/15/28 MBS 30yr 36225A2B5 96 82,248 SH   SOLE   82,248 0 0
Government National Mortgage Association 6.00% 6/15/29 MBS 30yr 36225BET1 41 34,968 SH   SOLE   34,968 0 0
Government National Mortgage Association 6.00% 6/15/40 MBS 30yr 36241L4K9 21,326 18,015,113 SH   SOLE   18,015,113 0 0
Government National Mortgage Association 6.00% 7/15/36 MBS 30yr 36241L5Z5 14,025 12,103,803 SH   SOLE   12,103,803 0 0
Government National Mortgage Association 6.00% 9/15/34 MBS 30yr 36241LX92 279 240,518 SH   SOLE   240,518 0 0
Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36225B2G2 283 241,179 SH   SOLE   241,179 0 0
Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36241LCP9 6,317 5,385,196 SH   SOLE   5,385,196 0 0
Government National Mortgage Association 6.50% 1/15/35 MBS 30yr 36241LTK2 33,860 29,011,888 SH   SOLE   29,011,888 0 0
Government National Mortgage Association 6.50% 1/15/39 MBS 30yr 3622A2B68 8,843 7,585,771 SH   SOLE   7,585,771 0 0
Government National Mortgage Association 6.50% 10/15/38 MBS 30yr 36241LMC7 1,263 1,085,244 SH   SOLE   1,085,244 0 0
Government National Mortgage Association 6.50% 10/16/24 Agncy CMO Other 3837H0GK3 605 530,295 SH   SOLE   530,295 0 0
Government National Mortgage Association 6.50% 11/20/27 MBS 30yr 36202CYD9 6 5,163 SH   SOLE   5,163 0 0
Government National Mortgage Association 6.50% 11/20/31 MBS 30yr 36202DQN4 16 13,120 SH   SOLE   13,120 0 0
Government National Mortgage Association 6.50% 12/15/25 MBS 30yr 36241LE51 33,194 29,279,806 SH   SOLE   29,279,806 0 0
Government National Mortgage Association 6.50% 12/15/32 MBS 30yr 36241LE44 35,643 30,625,009 SH   SOLE   30,625,009 0 0
Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 3622A2FK3 9,181 7,869,319 SH   SOLE   7,869,319 0 0
Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 36241KBP2 64 54,583 SH   SOLE   54,583 0 0
Government National Mortgage Association 6.50% 2/15/36 MBS 30yr 3622A2E57 10,989 9,468,387 SH   SOLE   9,468,387 0 0
Government National Mortgage Association 6.50% 2/20/28 MBS 30yr 36202CZL0 784 684,659 SH   SOLE   684,659 0 0
Government National Mortgage Association 6.50% 3/15/29 MBS 30yr 36210VVK4 9 7,906 SH   SOLE   7,906 0 0
Government National Mortgage Association 6.50% 3/15/34 MBS 30yr 36225B5K0 281 239,985 SH   SOLE   239,985 0 0
Government National Mortgage Association 6.50% 3/16/31 Agncy CMO Other 383739LD9 559 493,736 SH   SOLE   493,736 0 0
Government National Mortgage Association 6.50% 4/15/36 MBS 30yr 36241KKD9 42,940 36,864,156 SH   SOLE   36,864,156 0 0
Government National Mortgage Association 6.50% 4/20/28 Agncy CMO Z 3837H1UD1 278 240,125 SH   SOLE   240,125 0 0
Government National Mortgage Association 6.50% 5/15/29 MBS 30yr 36225BEL8 3,692 3,180,828 SH   SOLE   3,180,828 0 0
Government National Mortgage Association 6.50% 5/16/31 Agncy CMO Other 3837394D8 482 424,754 SH   SOLE   424,754 0 0
Government National Mortgage Association 6.50% 5/20/27 MBS 30yr 36202CVT7 11 9,086 SH   SOLE   9,086 0 0
Government National Mortgage Association 6.50% 6/20/28 Agncy CMO Z 3837H1XU0 167 143,845 SH   SOLE   143,845 0 0
Government National Mortgage Association 6.50% 6/20/32 Agncy CMO Other 38373MDN7 424 373,026 SH   SOLE   373,026 0 0
Government National Mortgage Association 6.50% 7/15/32 MBS 30yr 36200RG48 45 39,188 SH   SOLE   39,188 0 0
Government National Mortgage Association 6.50% 7/15/34 MBS 30yr 36241LK62 5,269 4,550,880 SH   SOLE   4,550,880 0 0
Government National Mortgage Association 6.50% 7/15/39 MBS 30yr 3622A2D66 8,549 7,322,618 SH   SOLE   7,322,618 0 0
Government National Mortgage Association 6.50% 7/16/32 Agncy CMO Other 38373X6T8 68 58,906 SH   SOLE   58,906 0 0
Government National Mortgage Association 6.50% 7/20/32 Agncy CMO Z 38373X4R4 470 413,247 SH   SOLE   413,247 0 0
Government National Mortgage Association 6.50% 8/15/34 MBS 30yr 36241LNK8 2,429 2,109,274 SH   SOLE   2,109,274 0 0
Government National Mortgage Association 6.50% 8/15/37 MBS 30yr 36241L5D4 12,994 11,089,062 SH   SOLE   11,089,062 0 0
Government National Mortgage Association 6.50% 8/20/27 MBS 30yr 36202CW74 39 33,295 SH   SOLE   33,295 0 0
Government National Mortgage Association 6.50% 8/20/31 Agncy CMO Other 38373RWF2 326 317,703 SH   SOLE   317,703 0 0
Government National Mortgage Association 6.50% 9/15/32 MBS 30yr 36225BUV8 12,843 11,007,674 SH   SOLE   11,007,674 0 0
Government National Mortgage Association 7.00% 1/15/33 MBS 30yr 36241KJT6 64 53,890 SH   SOLE   53,890 0 0
Government National Mortgage Association 7.00% 1/15/39 MBS 30yr 3622A2AC6 1,185 993,040 SH   SOLE   993,040 0 0
Government National Mortgage Association 7.00% 1/20/26 MBS 30yr 36202CMA8 418 360,319 SH   SOLE   360,319 0 0
Government National Mortgage Association 7.00% 10/15/23 MBS 30yr 36203EHB7 145 132,637 SH   SOLE   132,637 0 0
Government National Mortgage Association 7.00% 10/16/33 Agncy CMBS 38376GE55 10,828 10,054,166 SH   SOLE   10,054,166 0 0
Government National Mortgage Association 7.00% 10/20/27 MBS 30yr 36202CXZ1 2,517 2,147,800 SH   SOLE   2,147,800 0 0
Government National Mortgage Association 7.00% 11/15/23 MBS 30yr 36204H6Q8 772 697,972 SH   SOLE   697,972 0 0
Government National Mortgage Association 7.00% 11/15/29 MBS 30yr 36225BGW2 23 19,479 SH   SOLE   19,479 0 0
Government National Mortgage Association 7.00% 11/15/32 MBS 30yr 36225BV21 5,701 4,806,502 SH   SOLE   4,806,502 0 0
Government National Mortgage Association 7.00% 11/16/40 Agncy CMBS 38376GWT3 6,149 5,538,973 SH   SOLE   5,538,973 0 0
Government National Mortgage Association 7.00% 11/20/28 MBS 30yr 36202C6L2 152 128,310 SH   SOLE   128,310 0 0
Government National Mortgage Association 7.00% 12/15/32 MBS 30yr 36241LFA9 44,443 37,579,321 SH   SOLE   37,579,321 0 0
Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241KFV5 1,744 1,473,406 SH   SOLE   1,473,406 0 0
Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241LFB7 43,534 36,943,321 SH   SOLE   36,943,321 0 0
Government National Mortgage Association 7.00% 12/16/37 Agncy CMBS 38376GXJ4 10,723 10,054,702 SH   SOLE   10,054,702 0 0
Government National Mortgage Association 7.00% 12/20/32 MBS 30yr 36241KLW6 3,586 3,015,004 SH   SOLE   3,015,004 0 0
Government National Mortgage Association 7.00% 2/16/40 Agncy CMBS 38376GVW7 6,558 6,183,645 SH   SOLE   6,183,645 0 0
Government National Mortgage Association 7.00% 2/20/26 MBS 30yr 36202CMR1 529 454,694 SH   SOLE   454,694 0 0
Government National Mortgage Association 7.00% 3/15/35 MBS 30yr 36241KHC5 2,188 1,837,856 SH   SOLE   1,837,856 0 0
Government National Mortgage Association 7.00% 3/15/36 MBS 30yr 36241LN69 66 55,382 SH   SOLE   55,382 0 0
Government National Mortgage Association 7.00% 3/16/46 Agncy CMBS 38378BQR3 10,130 8,999,516 SH   SOLE   8,999,516 0 0
Government National Mortgage Association 7.00% 3/20/23 MBS 30yr 36202BA88 1 250 SH   SOLE   250 0 0
Government National Mortgage Association 7.00% 3/20/26 MBS 30yr 36202CM91 217 185,904 SH   SOLE   185,904 0 0
Government National Mortgage Association 7.00% 4/15/16 MBS 15yr 36212G5W8 31 29,917 SH   SOLE   29,917 0 0
Government National Mortgage Association 7.00% 4/15/31 MBS 30yr 36225BQK7 110 92,760 SH   SOLE   92,760 0 0
Government National Mortgage Association 7.00% 4/15/33 MBS 30yr 36241LQD1 10,283 8,846,049 SH   SOLE   8,846,049 0 0
Government National Mortgage Association 7.00% 4/15/35 MBS 30yr 36241KMF2 857 719,686 SH   SOLE   719,686 0 0
Government National Mortgage Association 7.00% 4/16/44 Agncy CMBS 38378BTZ2 8,335 7,603,317 SH   SOLE   7,603,317 0 0
Government National Mortgage Association 7.00% 4/20/28 MBS 30yr 36202C2K8 1 647 SH   SOLE   647 0 0
Government National Mortgage Association 7.00% 5/15/33 MBS 30yr 36241LKR6 6,546 5,524,196 SH   SOLE   5,524,196 0 0
Government National Mortgage Association 7.00% 5/16/37 Agncy CMBS 38376GVC1 10,508 10,055,824 SH   SOLE   10,055,824 0 0
Government National Mortgage Association 7.00% 5/20/17 MBS 30yr 36202AZ26 1 315 SH   SOLE   315 0 0
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2AQ5 19,950 16,879,984 SH   SOLE   16,879,984 0 0
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 9,813 8,334,541 SH   SOLE   8,334,541 0 0
Government National Mortgage Association 7.00% 6/16/39 Agncy CMBS 38376GYE4 7,855 7,484,070 SH   SOLE   7,484,070 0 0
Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPC6 101 85,585 SH   SOLE   85,585 0 0
Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPH5 1,303 1,110,299 SH   SOLE   1,110,299 0 0
Government National Mortgage Association 7.00% 8/15/27 MBS 30yr 36225AVT4 21 17,959 SH   SOLE   17,959 0 0
Government National Mortgage Association 7.00% 8/15/29 MBS 30yr 36225BFR4 1,151 1,003,874 SH   SOLE   1,003,874 0 0
Government National Mortgage Association 7.00% 8/15/31 MBS 30yr 36241KUN6 7,340 6,241,999 SH   SOLE   6,241,999 0 0
Government National Mortgage Association 7.00% 8/15/34 MBS 30yr 36241LC95 237 200,647 SH   SOLE   200,647 0 0
Government National Mortgage Association 7.00% 8/15/35 MBS 30yr 36241LWC6 7,422 6,235,048 SH   SOLE   6,235,048 0 0
Government National Mortgage Association 7.00% 8/20/37 MBS 30yr 36202EPC7 89 76,515 SH   SOLE   76,515 0 0
Government National Mortgage Association 7.00% 9/15/31 MBS 30yr 36225BPM4 199 168,279 SH   SOLE   168,279 0 0
Government National Mortgage Association 7.125% 3/15/23 MBS 30yr 36290NKE1 4,241 3,732,399 SH   SOLE   3,732,399 0 0
Government National Mortgage Association 7.125% 7/15/25 MBS 30yr 36290NM74 212 194,301 SH   SOLE   194,301 0 0
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014A0 28 26,729 SH   SOLE   26,729 0 0
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014B8 33 32,396 SH   SOLE   32,396 0 0
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014F9 22 21,056 SH   SOLE   21,056 0 0
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014L6 33 31,991 SH   SOLE   31,991 0 0
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012P9 18 17,109 SH   SOLE   17,109 0 0
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012Q7 49 46,992 SH   SOLE   46,992 0 0
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012X2 24 23,202 SH   SOLE   23,202 0 0
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622013B9 17 16,532 SH   SOLE   16,532 0 0
Government National Mortgage Association 7.49% 9/15/20 MBS 30yr 3622013E3 131 117,605 SH   SOLE   117,605 0 0
Government National Mortgage Association 7.50% 1/15/37 MBS 30yr 36241LXJ0 14,435 11,848,124 SH   SOLE   11,848,124 0 0
Government National Mortgage Association 7.50% 10/15/35 MBS 30yr 36241KKZ0 2,083 1,744,151 SH   SOLE   1,744,151 0 0
Government National Mortgage Association 7.50% 11/15/37 MBS 30yr 3622A2EN8 9,227 7,720,906 SH   SOLE   7,720,906 0 0
Government National Mortgage Association 7.50% 12/15/27 MBS 30yr 36208UYA9 1 1 SH   SOLE   1 0 0
Government National Mortgage Association 7.50% 12/15/34 MBS 30yr 3622A2A85 7,963 6,681,373 SH   SOLE   6,681,373 0 0
Government National Mortgage Association 7.50% 2/15/35 MBS 30yr 36241KZL5 3,410 2,806,236 SH   SOLE   2,806,236 0 0
Government National Mortgage Association 7.50% 3/15/32 MBS 30yr 36225BUB2 2,898 2,396,030 SH   SOLE   2,396,030 0 0
Government National Mortgage Association 7.50% 4/15/34 MBS 30yr 36241KHY7 23,374 19,348,652 SH   SOLE   19,348,652 0 0
Government National Mortgage Association 7.50% 5/16/27 Agncy CMO Other 3837H0S79 91 79,059 SH   SOLE   79,059 0 0
Government National Mortgage Association 7.50% 6/15/35 MBS 30yr 36241LQ90 8,215 6,832,551 SH   SOLE   6,832,551 0 0
Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K75 102 93,622 SH   SOLE   93,622 0 0
Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K83 68 62,101 SH   SOLE   62,101 0 0
Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 3622A2EU2 9,814 8,176,640 SH   SOLE   8,176,640 0 0
Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 36241LGC4 877 727,448 SH   SOLE   727,448 0 0
Government National Mortgage Association 7.50% 8/15/34 MBS 30yr 36241KZK7 5,853 4,818,743 SH   SOLE   4,818,743 0 0
Government National Mortgage Association 7.50% 8/20/25 MBS 30yr 36202CH97 39 33,296 SH   SOLE   33,296 0 0
Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Y3 52 44,793 SH   SOLE   44,793 0 0
Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Z0 195 168,781 SH   SOLE   168,781 0 0
Government National Mortgage Association 7.75% 11/15/20 MBS 30yr 36290NFM9 1,291 1,134,683 SH   SOLE   1,134,683 0 0
Government National Mortgage Association 7.75% 6/15/30 MBS Other 36212YTT0 307 305,314 SH   SOLE   305,314 0 0
Government National Mortgage Association 7.75% 9/15/33 MBS Other 36213NGH3 515 484,273 SH   SOLE   484,273 0 0
Government National Mortgage Association 7.92% 7/15/23 MBS Other 36213BSQ6 524 497,932 SH   SOLE   497,932 0 0
Government National Mortgage Association 8.00% 1/15/31 MBS Other 36213BJW3 1,044 985,539 SH   SOLE   985,539 0 0
Government National Mortgage Association 8.00% 1/15/32 MBS 30yr 36241KMZ8 10,633 8,708,831 SH   SOLE   8,708,831 0 0
Government National Mortgage Association 8.00% 1/20/22 MBS 30yr 36202B5R2 1 50 SH   SOLE   50 0 0
Government National Mortgage Association 8.00% 1/20/25 MBS 30yr 36202CEJ8 9 7,907 SH   SOLE   7,907 0 0
Government National Mortgage Association 8.00% 1/20/28 MBS 30yr 36202CZB2 28 24,268 SH   SOLE   24,268 0 0
Government National Mortgage Association 8.00% 1/20/29 MBS 30yr 36202DAE1 27 24,773 SH   SOLE   24,773 0 0
Government National Mortgage Association 8.00% 1/20/30 MBS 30yr 36202DFH9 1,476 1,211,579 SH   SOLE   1,211,579 0 0
Government National Mortgage Association 8.00% 1/20/31 MBS 30yr 36179NGF9 668 558,227 SH   SOLE   558,227 0 0
Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36208E7A5 1 103 SH   SOLE   103 0 0
Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36225BFG8 2,653 2,231,313 SH   SOLE   2,231,313 0 0
Government National Mortgage Association 8.00% 10/20/22 MBS 30yr 36202AN37 1 123 SH   SOLE   123 0 0
Government National Mortgage Association 8.00% 10/20/29 MBS 30yr 36202DD73 526 437,507 SH   SOLE   437,507 0 0
Government National Mortgage Association 8.00% 11/15/27 MBS 30yr 36225A7B0 2,441 1,999,808 SH   SOLE   1,999,808 0 0
Government National Mortgage Association 8.00% 11/15/33 MBS Other 36200TNP9 234 219,981 SH   SOLE   219,981 0 0
Government National Mortgage Association 8.00% 11/16/29 Agncy CMO Z 3837H3LY1 295 249,833 SH   SOLE   249,833 0 0
Government National Mortgage Association 8.00% 11/20/24 MBS 30yr 36202CDE0 78 68,366 SH   SOLE   68,366 0 0
Government National Mortgage Association 8.00% 11/20/25 MBS 30yr 36202CLB7 9 6,975 SH   SOLE   6,975 0 0
Government National Mortgage Association 8.00% 11/20/27 MBS 30yr 36202CYH0 22 17,927 SH   SOLE   17,927 0 0
Government National Mortgage Association 8.00% 11/20/29 MBS 30yr 36202DEM9 875 702,742 SH   SOLE   702,742 0 0
Government National Mortgage Association 8.00% 12/15/25 MBS 30yr 36225BQB7 224 195,573 SH   SOLE   195,573 0 0
Government National Mortgage Association 8.00% 12/15/30 MBS 30yr 3622A2CK6 9,265 7,609,583 SH   SOLE   7,609,583 0 0
Government National Mortgage Association 8.00% 12/15/35 MBS 30yr 36241KJA7 15,814 12,638,233 SH   SOLE   12,638,233 0 0
Government National Mortgage Association 8.00% 12/20/24 MBS 30yr 36202CD34 1 237 SH   SOLE   237 0 0
Government National Mortgage Association 8.00% 12/20/25 MBS 30yr 36202CLW1 22 18,885 SH   SOLE   18,885 0 0
Government National Mortgage Association 8.00% 12/20/27 MBS 30yr 36202CYW7 27 22,951 SH   SOLE   22,951 0 0
Government National Mortgage Association 8.00% 12/20/29 MBS 30yr 36202DE31 678 546,935 SH   SOLE   546,935 0 0
Government National Mortgage Association 8.00% 2/20/23 MBS 30yr 36202A3U9 1 615 SH   SOLE   615 0 0
Government National Mortgage Association 8.00% 2/20/26 MBS 30yr 36202CMU4 59 51,261 SH   SOLE   51,261 0 0
Government National Mortgage Association 8.00% 2/20/28 MBS 30yr 36202CZP1 26 22,332 SH   SOLE   22,332 0 0
Government National Mortgage Association 8.00% 3/20/26 MBS 30yr 36202CNC3 6 4,632 SH   SOLE   4,632 0 0
Government National Mortgage Association 8.00% 3/20/29 MBS 30yr 36202DA92 38 35,226 SH   SOLE   35,226 0 0
Government National Mortgage Association 8.00% 4/15/38 MBS 30yr 36241LNH5 6,819 5,601,127 SH   SOLE   5,601,127 0 0
Government National Mortgage Association 8.00% 4/20/25 MBS 30yr 36202CF57 2 1,010 SH   SOLE   1,010 0 0
Government National Mortgage Association 8.00% 4/20/29 MBS 30yr 36202DBM2 7 6,251 SH   SOLE   6,251 0 0
Government National Mortgage Association 8.00% 6/20/22 MBS 30yr 36202CBM4 1 281 SH   SOLE   281 0 0
Government National Mortgage Association 8.00% 6/20/23 MBS 30yr 36202BLD5 10 8,362 SH   SOLE   8,362 0 0
Government National Mortgage Association 8.00% 6/20/24 MBS 30yr 36202B5W1 1 102 SH   SOLE   102 0 0
Government National Mortgage Association 8.00% 6/20/28 MBS 30yr 36202C3P6 7 6,106 SH   SOLE   6,106 0 0
Government National Mortgage Association 8.00% 7/15/24 MBS Other 36212YTX1 94 93,562 SH   SOLE   93,562 0 0
Government National Mortgage Association 8.00% 7/15/29 MBS 30yr 36225BFK9 20 15,637 SH   SOLE   15,637 0 0
Government National Mortgage Association 8.00% 7/20/17 MBS 30yr 36202A3E5 1 47 SH   SOLE   47 0 0
Government National Mortgage Association 8.00% 7/20/22 MBS 30yr 36202AAH0 1 194 SH   SOLE   194 0 0
Government National Mortgage Association 8.00% 7/20/24 MBS 30yr 36202B7B5 1 142 SH   SOLE   142 0 0
Government National Mortgage Association 8.00% 7/20/25 MBS 30yr 36202CHM8 50 41,940 SH   SOLE   41,940 0 0
Government National Mortgage Association 8.00% 7/20/29 MBS 30yr 36202DCW9 1 387 SH   SOLE   387 0 0
Government National Mortgage Association 8.00% 8/15/26 MBS 30yr 36207H4R5 1 89 SH   SOLE   89 0 0
Government National Mortgage Association 8.00% 8/15/31 MBS Other 36213NH25 220 206,758 SH   SOLE   206,758 0 0
Government National Mortgage Association 8.00% 8/20/24 MBS 30yr 36202CBJ1 9 7,161 SH   SOLE   7,161 0 0
Government National Mortgage Association 8.00% 8/20/25 MBS 30yr 36202CJC8 9 6,905 SH   SOLE   6,905 0 0
Government National Mortgage Association 8.00% 8/20/28 MBS 30yr 36202C4S9 2 1,077 SH   SOLE   1,077 0 0
Government National Mortgage Association 8.00% 8/20/29 MBS 30yr 36202DDC2 50 42,458 SH   SOLE   42,458 0 0
Government National Mortgage Association 8.00% 9/15/27 MBS 30yr 3622A2C67 9,499 7,744,219 SH   SOLE   7,744,219 0 0
Government National Mortgage Association 8.00% 9/15/32 MBS 30yr 3622A2FH0 11,456 9,415,101 SH   SOLE   9,415,101 0 0
Government National Mortgage Association 8.00% 9/20/22 MBS 30yr 36202AFM4 1 108 SH   SOLE   108 0 0
Government National Mortgage Association 8.00% 9/20/23 MBS 30yr 36202BQ57 1 44 SH   SOLE   44 0 0
Government National Mortgage Association 8.00% 9/20/24 MBS 30yr 36202CCE1 3 2,615 SH   SOLE   2,615 0 0
Government National Mortgage Association 8.00% 9/20/28 MBS 30yr 36202C5G4 5 4,565 SH   SOLE   4,565 0 0
Government National Mortgage Association 8.25% 4/15/20 MBS 30yr 36225A4V9 135 120,247 SH   SOLE   120,247 0 0
Government National Mortgage Association 8.25% 9/15/30 MBS Other 36210KPU3 250 237,190 SH   SOLE   237,190 0 0
Government National Mortgage Association 8.50% 2/15/32 MBS 30yr 36241LNJ1 5,813 4,926,580 SH   SOLE   4,926,580 0 0
Government National Mortgage Association 8.50% 7/15/32 MBS 30yr 36225BUX4 269 210,991 SH   SOLE   210,991 0 0
Government National Mortgage Association 8.60% 5/15/27 MBS Other 36213BSG8 446 450,615 SH   SOLE   450,615 0 0
Government National Mortgage Association 9.00% 10/15/29 MBS 30yr 36225BGZ5 381 305,469 SH   SOLE   305,469 0 0
Government National Mortgage Association 9.00% 12/15/17 MBS 30yr 36225ABQ2 751 702,339 SH   SOLE   702,339 0 0
Government National Mortgage Association 9.50% 7/15/25 MBS 30yr 36225BF78 6 4,707 SH   SOLE   4,707 0 0
Government National Mortgage Association II 6.00% 1/20/29 MBS 30yr 36202C7L1 773 664,417 SH   SOLE   664,417 0 0
Government National Mortgage Association II 6.00% 1/20/32 MBS 30yr 36202DRG8 304 262,730 SH   SOLE   262,730 0 0
Government National Mortgage Association II 6.00% 1/20/34 MBS 30yr 36202D3J8 247 214,205 SH   SOLE   214,205 0 0
Government National Mortgage Association II 6.00% 11/20/31 MBS 30yr 36202DQM6 396 343,560 SH   SOLE   343,560 0 0
Government National Mortgage Association II 6.00% 12/20/31 MBS 30yr 36202DQZ7 319 276,883 SH   SOLE   276,883 0 0
Government National Mortgage Association II 6.00% 2/20/29 MBS 30yr 36202DAN1 187 160,904 SH   SOLE   160,904 0 0
Government National Mortgage Association II 6.00% 2/20/34 MBS 30yr 36202D4A6 176 152,510 SH   SOLE   152,510 0 0
Government National Mortgage Association II 6.00% 2/20/35 MBS 30yr 36202ECQ0 724 628,104 SH   SOLE   628,104 0 0
Government National Mortgage Association II 6.00% 3/20/33 MBS 30yr 36202DWX5 1,756 1,526,047 SH   SOLE   1,526,047 0 0
Government National Mortgage Association II 6.00% 4/20/31 Agncy CMO Z 383739R76 653 585,164 SH   SOLE   585,164 0 0
Government National Mortgage Association II 6.00% 4/20/33 MBS 30yr 36202DXD8 24 19,739 SH   SOLE   19,739 0 0
Government National Mortgage Association II 6.00% 7/20/34 MBS 30yr 36202D6V8 62 53,056 SH   SOLE   53,056 0 0
Government National Mortgage Association II 6.00% 9/20/23 MBS 15yr 36202EVX4 194 178,664 SH   SOLE   178,664 0 0
Government National Mortgage Association II 6.50% 1/20/28 MBS 30yr 36202CY72 2,675 2,315,681 SH   SOLE   2,315,681 0 0
Government National Mortgage Association II 6.50% 1/20/29 MBS 30yr 36202DAA9 1,613 1,380,935 SH   SOLE   1,380,935 0 0
Government National Mortgage Association II 6.50% 1/20/32 MBS 30yr 36225BRH3 195 165,274 SH   SOLE   165,274 0 0
Government National Mortgage Association II 6.50% 10/20/28 MBS 30yr 36202C5T6 695 600,536 SH   SOLE   600,536 0 0
Government National Mortgage Association II 6.50% 10/20/34 MBS 30yr 36202EC64 420 363,097 SH   SOLE   363,097 0 0
Government National Mortgage Association II 6.50% 12/20/27 MBS 30yr 36202CYS6 110 94,847 SH   SOLE   94,847 0 0
Government National Mortgage Association II 6.50% 12/20/28 MBS 30yr 36202C7A5 9 6,905 SH   SOLE   6,905 0 0
Government National Mortgage Association II 6.50% 12/20/32 MBS 30yr 36202DVP3 212 187,259 SH   SOLE   187,259 0 0
Government National Mortgage Association II 6.50% 2/20/31 MBS 30yr 36202DLU3 116 99,257 SH   SOLE   99,257 0 0
Government National Mortgage Association II 6.50% 3/20/26 MBS 30yr 36202CM83 179 156,272 SH   SOLE   156,272 0 0
Government National Mortgage Association II 6.50% 3/20/28 MBS 30yr 36202CZ48 14 11,340 SH   SOLE   11,340 0 0
Government National Mortgage Association II 6.50% 3/20/31 MBS 30yr 36202DMA6 111 94,565 SH   SOLE   94,565 0 0
Government National Mortgage Association II 6.50% 3/20/32 Agncy CMO Other 38373WJW9 97 85,307 SH   SOLE   85,307 0 0
Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36202C2J1 915 785,880 SH   SOLE   785,880 0 0
Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36209ERU8 263 239,185 SH   SOLE   239,185 0 0
Government National Mortgage Association II 6.50% 4/20/33 MBS 30yr 36202DXE6 22 18,989 SH   SOLE   18,989 0 0
Government National Mortgage Association II 6.50% 5/20/28 MBS 30yr 36202C2X0 2,562 2,254,536 SH   SOLE   2,254,536 0 0
Government National Mortgage Association II 6.50% 5/20/31 MBS 30yr 36202DM57 224 191,228 SH   SOLE   191,228 0 0
Government National Mortgage Association II 6.50% 5/20/32 MBS 30yr 36202DS44 25 20,579 SH   SOLE   20,579 0 0
Government National Mortgage Association II 6.50% 5/20/32 Agncy CMO Z 38373W4S4 278 242,524 SH   SOLE   242,524 0 0
Government National Mortgage Association II 6.50% 5/20/33 MBS 30yr 36202DXV8 264 225,129 SH   SOLE   225,129 0 0
Government National Mortgage Association II 6.50% 6/20/26 MBS 30yr 36202CPP2 512 435,080 SH   SOLE   435,080 0 0
Government National Mortgage Association II 6.50% 6/20/28 MBS 30yr 36202C3L5 139 119,702 SH   SOLE   119,702 0 0
Government National Mortgage Association II 6.50% 6/20/28 Agncy CMO Other 3837H1PL9 326 283,922 SH   SOLE   283,922 0 0
Government National Mortgage Association II 6.50% 6/20/31 MBS 30yr 36202DNL1 148 126,715 SH   SOLE   126,715 0 0
Government National Mortgage Association II 6.50% 7/20/31 MBS 30yr 36202DNY3 73 62,310 SH   SOLE   62,310 0 0
Government National Mortgage Association II 6.50% 8/16/29 Agncy CMO Other 38373XDM5 175 154,202 SH   SOLE   154,202 0 0
Government National Mortgage Association II 6.50% 8/20/31 MBS 30yr 36202DPD7 1,584 1,348,380 SH   SOLE   1,348,380 0 0
Government National Mortgage Association II 6.50% 8/20/32 MBS 30yr 36225BYE2 195 166,374 SH   SOLE   166,374 0 0
Government National Mortgage Association II 6.50% 8/20/33 MBS 30yr 36202DY54 248 210,473 SH   SOLE   210,473 0 0
Government National Mortgage Association II 7.00% 1/20/29 MBS 30yr 36202DAB7 341 290,323 SH   SOLE   290,323 0 0
Government National Mortgage Association II 7.00% 10/20/25 MBS 30yr 36202CKJ1 1,910 1,640,009 SH   SOLE   1,640,009 0 0
Government National Mortgage Association II 7.00% 10/20/26 MBS 30yr 36202CRW5 7 6,019 SH   SOLE   6,019 0 0
Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DQC8 122 101,931 SH   SOLE   101,931 0 0
Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DSS1 51 42,650 SH   SOLE   42,650 0 0
Government National Mortgage Association II 7.00% 10/20/37 MBS 30yr 36202EP29 683 587,985 SH   SOLE   587,985 0 0
Government National Mortgage Association II 7.00% 10/20/38 MBS 30yr 36202EW70 452 392,314 SH   SOLE   392,314 0 0
Government National Mortgage Association II 7.00% 11/20/27 MBS 30yr 36202CYF4 1,357 1,150,359 SH   SOLE   1,150,359 0 0
Government National Mortgage Association II 7.00% 11/20/31 MBS 30yr 36202DQP9 157 131,329 SH   SOLE   131,329 0 0
Government National Mortgage Association II 7.00% 11/20/34 MBS 30yr 36202EBH1 18 15,522 SH   SOLE   15,522 0 0
Government National Mortgage Association II 7.00% 12/20/25 MBS 30yr 36202CLR2 74 64,255 SH   SOLE   64,255 0 0
Government National Mortgage Association II 7.00% 12/20/27 MBS 30yr 36202CYT4 876 751,166 SH   SOLE   751,166 0 0
Government National Mortgage Association II 7.00% 12/20/28 MBS 30yr 36202C7B3 135 113,576 SH   SOLE   113,576 0 0
Government National Mortgage Association II 7.00% 12/20/32 MBS 30yr 36241LFF8 36,129 30,349,443 SH   SOLE   30,349,443 0 0
Government National Mortgage Association II 7.00% 12/20/34 MBS 30yr 36202EBY4 53 46,349 SH   SOLE   46,349 0 0
Government National Mortgage Association II 7.00% 12/20/37 MBS 30yr 36202EQP7 197 175,054 SH   SOLE   175,054 0 0
Government National Mortgage Association II 7.00% 2/20/28 MBS 30yr 36202CZM8 242 208,811 SH   SOLE   208,811 0 0
Government National Mortgage Association II 7.00% 2/20/31 MBS 30yr 36202DLV1 115 98,081 SH   SOLE   98,081 0 0
Government National Mortgage Association II 7.00% 2/20/32 MBS 30yr 36202DRX1 4 2,584 SH   SOLE   2,584 0 0
Government National Mortgage Association II 7.00% 3/20/28 MBS 30yr 36202CZ55 178 150,427 SH   SOLE   150,427 0 0
Government National Mortgage Association II 7.00% 3/20/29 MBS 30yr 36202DA76 83 69,403 SH   SOLE   69,403 0 0
Government National Mortgage Association II 7.00% 3/20/32 MBS 30yr 36202DSD4 281 234,872 SH   SOLE   234,872 0 0
Government National Mortgage Association II 7.00% 3/20/38 MBS 30yr 36202ERW1 460 397,461 SH   SOLE   397,461 0 0
Government National Mortgage Association II 7.00% 4/20/26 MBS 30yr 36202CNT6 7 5,247 SH   SOLE   5,247 0 0
Government National Mortgage Association II 7.00% 4/20/29 MBS 30yr 36202DBK6 48 40,428 SH   SOLE   40,428 0 0
Government National Mortgage Association II 7.00% 4/20/32 MBS 30yr 36225BSV1 2,121 1,777,390 SH   SOLE   1,777,390 0 0
Government National Mortgage Association II 7.00% 5/20/26 MBS 30yr 36202CPA5 5 3,476 SH   SOLE   3,476 0 0
Government National Mortgage Association II 7.00% 5/20/28 MBS 30yr 36202C2Y8 1,341 1,136,131 SH   SOLE   1,136,131 0 0
Government National Mortgage Association II 7.00% 5/20/29 MBS 30yr 36202DBY6 103 87,961 SH   SOLE   87,961 0 0
Government National Mortgage Association II 7.00% 5/20/31 MBS 30yr 36202DM65 62 51,584 SH   SOLE   51,584 0 0
Government National Mortgage Association II 7.00% 5/20/32 MBS 30yr 36202DS51 40 33,519 SH   SOLE   33,519 0 0
Government National Mortgage Association II 7.00% 6/20/28 MBS 30yr 36202C3M3 120 102,120 SH   SOLE   102,120 0 0
Government National Mortgage Association II 7.00% 7/20/28 MBS 30yr 36202C3Z4 166 141,247 SH   SOLE   141,247 0 0
Government National Mortgage Association II 7.00% 7/20/29 MBS 30yr 36202DCU3 114 95,894 SH   SOLE   95,894 0 0
Government National Mortgage Association II 7.00% 8/20/25 MBS 30yr 36202CH71 48 42,820 SH   SOLE   42,820 0 0
Government National Mortgage Association II 7.00% 8/20/27 MBS 30yr 36202CW82 154 130,632 SH   SOLE   130,632 0 0
Government National Mortgage Association II 7.00% 8/20/28 MBS 30yr 36202C4Q3 119 101,907 SH   SOLE   101,907 0 0
Government National Mortgage Association II 7.00% 8/20/31 MBS 30yr 36202DPE5 338 283,960 SH   SOLE   283,960 0 0
Government National Mortgage Association II 7.00% 9/20/27 MBS 30yr 36202CXL2 488 415,452 SH   SOLE   415,452 0 0
Government National Mortgage Association II 7.00% 9/20/29 MBS 30yr 36202DDN8 3 1,755 SH   SOLE   1,755 0 0
Government National Mortgage Association II 7.00% 9/20/31 MBS 30yr 36202DPT2 88 73,553 SH   SOLE   73,553 0 0
Government National Mortgage Association II 7.00% 9/20/37 MBS 30yr 36202EPP8 8 6,309 SH   SOLE   6,309 0 0
Government National Mortgage Association II 7.00% 9/20/38 MBS 30yr 36202EWG0 251 221,270 SH   SOLE   221,270 0 0
Government National Mortgage Association II 7.50% 1/20/28 MBS 30yr 36202CY98 19 15,272 SH   SOLE   15,272 0 0
Government National Mortgage Association II 7.50% 1/20/30 MBS 30yr 36202DFG1 248 203,114 SH   SOLE   203,114 0 0
Government National Mortgage Association II 7.50% 10/20/28 MBS 30yr 36202C5V1 162 139,620 SH   SOLE   139,620 0 0
Government National Mortgage Association II 7.50% 10/20/29 MBS 30yr 36202DD65 1,514 1,243,974 SH   SOLE   1,243,974 0 0
Government National Mortgage Association II 7.50% 11/20/25 MBS 30yr 36202CK77 67 55,970 SH   SOLE   55,970 0 0
Government National Mortgage Association II 7.50% 11/20/26 MBS 30yr 36202CSK0 48 40,165 SH   SOLE   40,165 0 0
Government National Mortgage Association II 7.50% 11/20/27 MBS 30yr 36202CYG2 176 145,375 SH   SOLE   145,375 0 0
Government National Mortgage Association II 7.50% 11/20/29 MBS 30yr 36202DEL1 2,475 2,025,833 SH   SOLE   2,025,833 0 0
Government National Mortgage Association II 7.50% 11/20/29 Agncy CMO Z 3837H3FY8 303 261,471 SH   SOLE   261,471 0 0
Government National Mortgage Association II 7.50% 11/20/32 MBS 30yr 36241KHU5 9,649 7,940,775 SH   SOLE   7,940,775 0 0
Government National Mortgage Association II 7.50% 12/20/22 MBS 30yr 36202ATA5 1 296 SH   SOLE   296 0 0
Government National Mortgage Association II 7.50% 12/20/25 MBS 30yr 36202CLU5 1 188 SH   SOLE   188 0 0
Government National Mortgage Association II 7.50% 12/20/26 MBS 30yr 36202CS61 36 30,013 SH   SOLE   30,013 0 0
Government National Mortgage Association II 7.50% 12/20/27 MBS 30yr 36202CYV9 15 11,870 SH   SOLE   11,870 0 0
Government National Mortgage Association II 7.50% 12/20/29 MBS 30yr 36202DE23 997 833,454 SH   SOLE   833,454 0 0
Government National Mortgage Association II 7.50% 2/20/29 MBS 30yr 36202DAS0 131 108,813 SH   SOLE   108,813 0 0
Government National Mortgage Association II 7.50% 2/20/30 MBS 30yr 36202DFY2 671 548,023 SH   SOLE   548,023 0 0
Government National Mortgage Association II 7.50% 3/20/28 MBS 30yr 36202CZ63 41 33,805 SH   SOLE   33,805 0 0
Government National Mortgage Association II 7.50% 3/20/29 MBS 30yr 36202DA84 1 291 SH   SOLE   291 0 0
Government National Mortgage Association II 7.50% 3/20/30 MBS 30yr 36202DGD7 373 307,920 SH   SOLE   307,920 0 0
Government National Mortgage Association II 7.50% 3/20/32 MBS 30yr 3622A2DB5 9,158 7,614,548 SH   SOLE   7,614,548 0 0
Government National Mortgage Association II 7.50% 4/20/26 MBS 30yr 36202CNV1 3 2,004 SH   SOLE   2,004 0 0
Government National Mortgage Association II 7.50% 4/20/28 MBS 30yr 36202C2M4 3 2,082 SH   SOLE   2,082 0 0
Government National Mortgage Association II 7.50% 4/20/30 MBS 30yr 36202DGR6 287 243,859 SH   SOLE   243,859 0 0
Government National Mortgage Association II 7.50% 5/20/24 MBS 30yr 36202B4A0 1 335 SH   SOLE   335 0 0
Government National Mortgage Association II 7.50% 5/20/30 MBS 30yr 36202DG62 8 5,779 SH   SOLE   5,779 0 0
Government National Mortgage Association II 7.50% 6/20/26 MBS 30yr 36202CPS6 1 177 SH   SOLE   177 0 0
Government National Mortgage Association II 7.50% 6/20/30 MBS 30yr 36202DHK0 32 25,563 SH   SOLE   25,563 0 0
Government National Mortgage Association II 7.50% 7/20/28 MBS 30yr 36202C4A8 4 2,861 SH   SOLE   2,861 0 0
Government National Mortgage Association II 7.50% 7/20/29 MBS 30yr 36202DCV1 30 25,480 SH   SOLE   25,480 0 0
Government National Mortgage Association II 7.50% 7/20/30 MBS 30yr 36202DHW4 83 68,253 SH   SOLE   68,253 0 0
Government National Mortgage Association II 7.50% 8/20/29 MBS 30yr 36202DDB4 74 60,142 SH   SOLE   60,142 0 0
Government National Mortgage Association II 7.50% 8/20/30 MBS 30yr 36202DJA0 516 422,948 SH   SOLE   422,948 0 0
Government National Mortgage Association II 7.50% 9/20/27 MBS 30yr 36202CXN8 18 14,951 SH   SOLE   14,951 0 0
Government National Mortgage Association II 7.50% 9/20/28 MBS 30yr 36202C5F6 248 204,573 SH   SOLE   204,573 0 0
Government National Mortgage Association II 7.50% 9/20/29 MBS 30yr 36202DDP3 1,875 1,540,565 SH   SOLE   1,540,565 0 0
Government National Mortgage Association II 8.00% 1/20/26 MBS 30yr 36202CMD2 107 92,959 SH   SOLE   92,959 0 0
Government National Mortgage Association II 8.00% 1/20/27 MBS 30yr 36202CTT0 12 9,194 SH   SOLE   9,194 0 0
Government National Mortgage Association II 8.00% 1/20/31 MBS 30yr 36202DLH2 16 13,009 SH   SOLE   13,009 0 0
Government National Mortgage Association II 8.00% 10/20/25 MBS 30yr 36202CKP7 2 1,370 SH   SOLE   1,370 0 0
Government National Mortgage Association II 8.00% 10/20/26 MBS 30yr 36202CR21 141 114,951 SH   SOLE   114,951 0 0
Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36202CX40 525 439,992 SH   SOLE   439,992 0 0
Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36225BZ76 3,877 3,200,314 SH   SOLE   3,200,314 0 0
Government National Mortgage Association II 8.00% 10/20/30 MBS 30yr 36202DJ93 1,165 956,050 SH   SOLE   956,050 0 0
Government National Mortgage Association II 8.00% 11/20/26 MBS 30yr 36202CSM6 122 101,327 SH   SOLE   101,327 0 0
Government National Mortgage Association II 8.00% 11/20/31 MBS 30yr 36225BSP4 3,491 2,895,143 SH   SOLE   2,895,143 0 0
Government National Mortgage Association II 8.00% 12/20/26 MBS 30yr 36202CS95 79 65,499 SH   SOLE   65,499 0 0
Government National Mortgage Association II 8.00% 12/20/30 MBS 30yr 36202DKZ3 1,765 1,411,581 SH   SOLE   1,411,581 0 0
Government National Mortgage Association II 8.00% 2/20/24 MBS 30yr 36202BXU4 3 2,980 SH   SOLE   2,980 0 0
Government National Mortgage Association II 8.00% 2/20/27 MBS 30yr 36202CUC5 48 41,111 SH   SOLE   41,111 0 0
Government National Mortgage Association II 8.00% 2/20/29 MBS 30yr 36202DAT8 45 41,171 SH   SOLE   41,171 0 0
Government National Mortgage Association II 8.00% 3/20/27 MBS 30yr 36202CUW1 6 4,771 SH   SOLE   4,771 0 0
Government National Mortgage Association II 8.00% 3/20/30 MBS 30yr 36202DGE5 536 435,973 SH   SOLE   435,973 0 0
Government National Mortgage Association II 8.00% 4/20/26 MBS 30yr 36202CNW9 12 10,416 SH   SOLE   10,416 0 0
Government National Mortgage Association II 8.00% 4/20/27 MBS 30yr 36202CVF7 21 17,863 SH   SOLE   17,863 0 0
Government National Mortgage Association II 8.00% 4/20/30 MBS 30yr 36202DGS4 997 829,886 SH   SOLE   829,886 0 0
Government National Mortgage Association II 8.00% 5/20/25 MBS 30yr 36202CGN7 11 9,492 SH   SOLE   9,492 0 0
Government National Mortgage Association II 8.00% 5/20/27 MBS 30yr 36202CV26 142 119,130 SH   SOLE   119,130 0 0
Government National Mortgage Association II 8.00% 5/20/29 MBS 30yr 36202DB26 4 3,011 SH   SOLE   3,011 0 0
Government National Mortgage Association II 8.00% 5/20/30 MBS 30yr 36202DG70 342 280,297 SH   SOLE   280,297 0 0
Government National Mortgage Association II 8.00% 6/20/26 MBS 30yr 36202CPT4 14 12,100 SH   SOLE   12,100 0 0
Government National Mortgage Association II 8.00% 6/20/27 MBS 30yr 36202CWE9 88 73,834 SH   SOLE   73,834 0 0
Government National Mortgage Association II 8.00% 6/20/30 Agncy CMO Z 3837H4ND3 147 123,504 SH   SOLE   123,504 0 0
Government National Mortgage Association II 8.00% 6/20/31 MBS 30yr 36202DNP2 8 6,642 SH   SOLE   6,642 0 0
Government National Mortgage Association II 8.00% 7/20/26 MBS 30yr 36202CQA4 22 17,693 SH   SOLE   17,693 0 0
Government National Mortgage Association II 8.00% 7/20/27 MBS 30yr 36202CWU3 146 118,772 SH   SOLE   118,772 0 0
Government National Mortgage Association II 8.00% 7/20/30 MBS 30yr 36202DHX2 31 23,999 SH   SOLE   23,999 0 0
Government National Mortgage Association II 8.00% 8/20/26 MBS 30yr 36202CQX4 317 259,454 SH   SOLE   259,454 0 0
Government National Mortgage Association II 8.00% 8/20/27 MBS 30yr 36202CXB4 327 265,432 SH   SOLE   265,432 0 0
Government National Mortgage Association II 8.00% 8/20/31 MBS 30yr 36202FLW4 173 141,245 SH   SOLE   141,245 0 0
Government National Mortgage Association II 8.00% 9/20/18 MBS 30yr 36202BF34 4 3,104 SH   SOLE   3,104 0 0
Government National Mortgage Association II 8.00% 9/20/25 MBS 30yr 36202CJ38 4 3,369 SH   SOLE   3,369 0 0
Government National Mortgage Association II 8.00% 9/20/26 MBS 30yr 36202CRE5 86 69,895 SH   SOLE   69,895 0 0
Government National Mortgage Association II 8.00% 9/20/27 MBS 30yr 36202CXP3 281 251,835 SH   SOLE   251,835 0 0
Government National Mortgage Association II 8.00% 9/20/29 MBS 30yr 36202DDQ1 326 270,323 SH   SOLE   270,323 0 0
Government National Mortgage Association II 8.00% 9/20/30 MBS 30yr 36202DJS1 53 42,973 SH   SOLE   42,973 0 0
Government National Mortgage Association II 8.00% 9/20/32 MBS 30yr 36241LL61 6,944 5,573,907 SH   SOLE   5,573,907 0 0
Government National Mortgage Association II 8.50% 11/20/31 MBS 30yr 36225BYL6 598 474,287 SH   SOLE   474,287 0 0
Government National Mortgage Association II 8.75% 3/20/17 MBS 30yr 36202LHR7 9 8,677 SH   SOLE   8,677 0 0
Government National Mortgage Association II VRN 11/20/39 Agncy CMO Other 38378DU29 12,460 10,632,963 SH   SOLE   10,632,963 0 0
Government National Mortgage Association II VRN 2/20/39 Agncy CMO Other 38378TLP3 4,840 4,119,994 SH   SOLE   4,119,994 0 0
Government National Mortgage Association II VRN 4/20/34 Agncy CMO Other 38378MSU0 7,050 6,276,812 SH   SOLE   6,276,812 0 0
Government National Mortgage Association VRN 10/20/34 Agncy CMO Other 38378HJB3 2,538 2,137,641 SH   SOLE   2,137,641 0 0
Government National Mortgage Association VRN 12/16/50 Agncy CMBS 38376GXR6 6,521 5,663,345 SH   SOLE   5,663,345 0 0
Government National Mortgage Association VRN 12/20/38 Agncy CMO Other 38378MH99 4,980 4,355,126 SH   SOLE   4,355,126 0 0
Government National Mortgage Association VRN 2/16/44 Agncy CMBS 38373MSR2 185 182,466 SH   SOLE   182,466 0 0
Government National Mortgage Association VRN 5/16/44 Agncy CMO Other 38379BXD5 2,186 1,857,215 SH   SOLE   1,857,215 0 0
Government National Mortgage Association VRN 5/16/46 Agncy CMBS 38373MH60 2,730 2,699,813 SH   SOLE   2,699,813 0 0
Government National Mortgage Association VRN 6/16/32 Agncy CMBS 38373MZ45 13 12,150 SH   SOLE   12,150 0 0
Government National Mortgage Association VRN 8/16/46 Agncy CMBS 38374NJX6 2,446 2,434,904 SH   SOLE   2,434,904 0 0
Government National Mortgage Association VRN 9/16/41 Agncy CMBS 38373MWJ5 1,134 1,121,949 SH   SOLE   1,121,949 0 0
Government National Mortgage Association VRN 9/20/30 Agncy CMO Other 38378PQJ0 10,176 9,003,739 SH   SOLE   9,003,739 0 0
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HARLEY DAVIDSON INC Common Stock 412822108 21,361 367,013 SH   SOLE   367,013 0 0
FULLER H B CO Common Stock 359694106 25,209 634,987 SH   SOLE   634,987 0 0
HCC INS HLDGS INC Common Stock 404132102 40,161 831,650 SH   SOLE   831,650 0 0
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HOSPIRA INC Common Stock 441060100 10,282 197,600 SH   SOLE   197,600 0 0
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INFINITY PPTY & CAS CORP Common Stock 45665Q103 18,762 293,102 SH   SOLE   293,102 0 0
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INGRAM MICRO INC Common Stock 457153104 20,943 811,400 SH   SOLE   811,400 0 0
INGREDION INC Common Stock 457187102 26,845 354,200 SH   SOLE   354,200 0 0
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INTEGRATED DEVICE TECHNOLOGY Common Stock 458118106 13,710 859,550 SH   SOLE   859,550 0 0
INTERNATIONAL FLAVORS&FRAGRA Common Stock 459506101 21,583 225,100 SH   SOLE   225,100 0 0
INVESCO LTD Common Stock G491BT108 32,027 811,200 SH   SOLE   811,200 0 0
ISHARES TR ETP 464287630 23,660 252,885 SH   SOLE   252,885 0 0
ISHARES TR ETP 464287473 26,649 380,700 SH   SOLE   380,700 0 0
ITAU UNIBANCO HLDG SA ADR 465562106 564 40,565 SH   SOLE   40,565 0 0
JANUS CAP GROUP INC US DOMESTIC 47102XAH8 3,665 2,598,909 SH   SOLE   2,598,909 0 0
SMUCKER J M CO Common Stock 832696405 34,706 350,600 SH   SOLE   350,600 0 0
JONES LANG LASALLE INC Common Stock 48020Q107 30,992 245,300 SH   SOLE   245,300 0 0
JUNIPER NETWORKS INC Common Stock 48203R104 35,877 1,619,700 SH   SOLE   1,619,700 0 0
KAISER ALUMINUM CORP Common Stock 483007704 26,199 343,725 SH   SOLE   343,725 0 0
Kaiser Aluminum Corp 4.50% 4/1/15 US DOMESTIC 483007AB6 289 181,530 SH   SOLE   181,530 0 0
KENNAMETAL INC Common Stock 489170100 40,769 986,883 SH   SOLE   986,883 0 0
KEYCORP NEW PUBLIC 493267405 1,652 12,610 SH   SOLE   12,610 0 0
KLA-TENCOR CORP Common Stock 482480100 49,931 633,800 SH   SOLE   633,800 0 0
KORN FERRY INTL Common Stock 500643200 17,981 722,103 SH   SOLE   722,103 0 0
LAKELAND FINL CORP Common Stock 511656100 17,343 462,475 SH   SOLE   462,475 0 0
LANCASTER COLONY CORP Common Stock 513847103 18,474 216,620 SH   SOLE   216,620 0 0
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LA Z BOY INC Common Stock 505336107 20,834 1,052,724 SH   SOLE   1,052,724 0 0
LEAR CORP Common Stock 521865204 93 1,072 SH   SOLE   1,072 0 0
LITTELFUSE INC Common Stock 537008104 26,760 314,149 SH   SOLE   314,149 0 0
LYONDELLBASELL INDUSTRIES N Common Stock N53745100 3,142 28,911 SH   SOLE   28,911 0 0
MACQUARIE INFRASTR CO LLC US DOMESTIC 55608BAA3 1,048 945,146 SH   SOLE   945,146 0 0
MARATHON PETE CORP Common Stock 56585A102 67 789 SH   SOLE   789 0 0
MARKEL CORP Common Stock 570535104 43,259 68,000 SH   SOLE   68,000 0 0
MARRIOTT INTL INC NEW Common Stock 571903202 10,129 144,900 SH   SOLE   144,900 0 0
MARSH & MCLENNAN COS INC Common Stock 571748102 28,892 552,000 SH   SOLE   552,000 0 0
MASCO CORP Common Stock 574599106 31,795 1,329,200 SH   SOLE   1,329,200 0 0
MASTEC INC Common Stock 576323109 25,513 833,200 SH   SOLE   833,200 0 0
MCGRATH RENTCORP Common Stock 580589109 7,710 225,429 SH   SOLE   225,429 0 0
MCKESSON CORP Common Stock 58155Q103 117 597 SH   SOLE   597 0 0
MEAD JOHNSON NUTRITION CO Common Stock 582839106 1,877 19,500 SH   SOLE   19,500 0 0
METHANEX CORP Common Stock 59151K108 17,976 269,100 SH   SOLE   269,100 0 0
MICRON TECHNOLOGY INC GLOBAL 595112AY9 677 514,408 SH   SOLE   514,408 0 0
MICROSEMI CORP Common Stock 595137100 19,769 777,962 SH   SOLE   777,962 0 0
MICROSTRATEGY INC Common Stock 594972408 25,256 193,025 SH   SOLE   193,025 0 0
MKS INSTRUMENT INC Common Stock 55306N104 35,722 1,070,153 SH   SOLE   1,070,153 0 0
MODINE MFG CO Common Stock 607828100 16,116 1,357,638 SH   SOLE   1,357,638 0 0
MUELLER INDS INC Common Stock 624756102 36,107 1,265,110 SH   SOLE   1,265,110 0 0
MULTI COLOR CORP Common Stock 625383104 13,190 290,000 SH   SOLE   290,000 0 0
NORDSTROM INC Common Stock 655664100 38,418 561,900 SH   SOLE   561,900 0 0
NORTHWESTERN CORP Common Stock 668074305 21,985 484,670 SH   SOLE   484,670 0 0
NRG YIELD INC Common Stock 62942X108 131 2,783 SH   SOLE   2,783 0 0
OLD NATL BANCORP IND Common Stock 680033107 26,107 2,012,820 SH   SOLE   2,012,820 0 0
OLIN CORP Common Stock 680665205 31,053 1,229,814 SH   SOLE   1,229,814 0 0
ON SEMICONDUCTOR CORP Common Stock 682189105 28,636 3,203,100 SH   SOLE   3,203,100 0 0
OWENS & MINOR INC NEW Common Stock 690732102 35,291 1,077,904 SH   SOLE   1,077,904 0 0
OXFORD INDS INC Common Stock 691497309 16,153 264,840 SH   SOLE   264,840 0 0
PACWEST BANCORP DEL Common Stock 695263103 27,440 665,524 SH   SOLE   665,524 0 0
PTC INC Common Stock 69370C100 26,410 715,698 SH   SOLE   715,698 0 0
PARKER HANNIFIN CORP Common Stock 701094104 21,803 191,000 SH   SOLE   191,000 0 0
PATTERSON COMPANIES INC Common Stock 703395103 47,198 1,139,200 SH   SOLE   1,139,200 0 0
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PLEXUS CORP Common Stock 729132100 33,836 916,200 SH   SOLE   916,200 0 0
POTLATCH CORP NEW REIT 737630103 35,630 886,075 SH   SOLE   886,075 0 0
PREMIER INC Common Stock 74051N102 56 1,687 SH   SOLE   1,687 0 0
PRIMERICA INC Common Stock 74164M108 16,839 349,205 SH   SOLE   349,205 0 0
PRIMORIS SVCS CORP Common Stock 74164F103 16,818 626,583 SH   SOLE   626,583 0 0
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PROGRESSIVE WASTE SOLUTIONS Common Stock 74339G101 20,962 813,400 SH   SOLE   813,400 0 0
PROSPECT CAPITAL CORPORATION GLOBAL 74348TAM4 3,034 2,956,302 SH   SOLE   2,956,302 0 0
QUANEX BUILDING PRODUCTS COR Common Stock 747619104 19,904 1,100,275 SH   SOLE   1,100,275 0 0
RAYONIER TRS HLDGS INC US DOMESTIC 75508AAC0 952 713,059 SH   SOLE   713,059 0 0
REGAL BELOIT CORP Common Stock 758750103 21,601 336,200 SH   SOLE   336,200 0 0
RELIANCE STEEL & ALUMINUM CO Common Stock 759509102 43,216 631,800 SH   SOLE   631,800 0 0
REPUBLIC SVCS INC Common Stock 760759100 36,625 938,600 SH   SOLE   938,600 0 0
ROBERT HALF INTL INC Common Stock 770323103 17,013 347,200 SH   SOLE   347,200 0 0
ROCKWELL AUTOMATION INC Common Stock 773903109 15,812 143,900 SH   SOLE   143,900 0 0
ROPER INDS INC NEW US DOMESTIC 776696AA4 2,768 1,507,000 SH   SOLE   1,507,000 0 0
ROSETTA RESOURCES INC Common Stock 777779307 31,213 700,459 SH   SOLE   700,459 0 0
RPM INTL INC Common Stock 749685103 22,854 499,212 SH   SOLE   499,212 0 0
RUDOLPH TECHNOLOGIES INC Common Stock 781270103 9,853 1,088,681 SH   SOLE   1,088,681 0 0
RUSH ENTERPRISES INC Common Stock 781846209 12,916 386,123 SH   SOLE   386,123 0 0
SEABOARD CORP Common Stock 811543107 13,967 5,221 SH   SOLE   5,221 0 0
SELECTIVE INS GROUP INC Common Stock 816300107 11,165 504,288 SH   SOLE   504,288 0 0
SEMPRA ENERGY Common Stock 816851109 4,890 46,400 SH   SOLE   46,400 0 0
SENSIENT TECHNOLOGIES CORP Common Stock 81725T100 21,995 420,135 SH   SOLE   420,135 0 0
SILGAN HOLDINGS INC Common Stock 827048109 27,202 578,761 SH   SOLE   578,761 0 0
SOUTH JERSEY INDS INC Common Stock 838518108 7,205 135,015 SH   SOLE   135,015 0 0
SOUTHWEST AIRLS CO Common Stock 844741108 289 8,532 SH   SOLE   8,532 0 0
STANCORP FINL GROUP INC Common Stock 852891100 35,398 560,260 SH   SOLE   560,260 0 0
STERIS CORP Common Stock 859152100 32,495 602,187 SH   SOLE   602,187 0 0
STERLING BANCORP DEL Common Stock 85917A100 32,281 2,523,900 SH   SOLE   2,523,900 0 0
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SYKES ENTERPRISES INC Common Stock 871237103 32,762 1,639,712 SH   SOLE   1,639,712 0 0
SYNERON MEDICAL LTD Common Stock M87245102 317 31,576 SH   SOLE   31,576 0 0
SYNOPSYS INC Common Stock 871607107 33,793 851,300 SH   SOLE   851,300 0 0
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 2,198 108,880 SH   SOLE   108,880 0 0
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TERADATA CORP DEL Common Stock 88076W103 21,795 519,900 SH   SOLE   519,900 0 0
TRINITY INDS INC Common Stock 896522109 140 2,980 SH   SOLE   2,980 0 0
TYSON FOODS INC Common Stock 902494103 68 1,711 SH   SOLE   1,711 0 0
UNIT CORP Common Stock 909218109 37,083 632,269 SH   SOLE   632,269 0 0
US Treasury Bill 0.00% 3/19/15 US GOVERNMENT 912796EZ8 6,846 6,847,001 SH   SOLE   6,847,001 0 0
US Treasury Bond 8.875% 8/15/17 US GOVERNMENT 912810DZ8 55,787 45,656,649 SH   SOLE   45,656,649 0 0
US Treasury Bond 9.125% 5/15/18 US GOVERNMENT 912810EA2 1,428 1,118,416 SH   SOLE   1,118,416 0 0
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VIACOM INC NEW Common Stock 92553P201 92 1,193 SH   SOLE   1,193 0 0
WATTS WATER TECHNOLOGIES INC Common Stock 942749102 21,857 375,225 SH   SOLE   375,225 0 0
WELLPOINT INC Common Stock 94973V107 23,302 194,800 SH   SOLE   194,800 0 0
WERNER ENTERPRISES INC Common Stock 950755108 33,382 1,324,648 SH   SOLE   1,324,648 0 0
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WILLIS GROUP HOLDINGS PUBLIC Common Stock G96666105 38,531 930,700 SH   SOLE   930,700 0 0
WISDOMTREE TR ETP 97717W422 439 20,028 SH   SOLE   20,028 0 0
WOODWARD INC Common Stock 980745103 22,819 479,173 SH   SOLE   479,173 0 0
BERKLEY W R CORP Common Stock 084423102 20,846 436,100 SH   SOLE   436,100 0 0
XCEL ENERGY INC Common Stock 98389B100 34,620 1,138,800 SH   SOLE   1,138,800 0 0
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ABBOTT LABS Common Stock 002824100 9,027 217,040 SH   SOLE   0 0 217,040
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CAPITAL ONE FINL CORP Common Stock 14040H105 9,505 116,450 SH   SOLE   0 0 116,450
CHESAPEAKE ENERGY CORP Common Stock 165167107 8,866 385,613 SH   SOLE   0 0 385,613
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COMCAST CORP NEW Common Stock 20030N101 24,344 452,658 SH   SOLE   0 0 452,658
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DIAGEO P L C ADR 25243Q205 9,538 82,650 SH   SOLE   0 0 82,650
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GOOGLE INC Common Stock 38259P508 2,295 3,900 SH   SOLE   0 0 3,900
GOOGLE INC Common Stock 38259P706 22,674 39,271 SH   SOLE   0 0 39,271
GRAINGER W W INC Common Stock 384802104 6,770 26,900 SH   SOLE   0 0 26,900
INTEL CORP Common Stock 458140100 19,760 567,478 SH   SOLE   0 0 567,478
JPMORGAN CHASE & CO Common Stock 46625H100 18,180 301,782 SH   SOLE   0 0 301,782
JOHNSON CTLS INC Common Stock 478366107 19,692 447,530 SH   SOLE   0 0 447,530
LILLY ELI & CO Common Stock 532457108 10,976 169,240 SH   SOLE   0 0 169,240
MEDTRONIC INC Common Stock 585055106 6,161 99,440 SH   SOLE   0 0 99,440
MERCK & CO INC NEW Common Stock 58933Y105 19,720 332,642 SH   SOLE   0 0 332,642
METLIFE INC Common Stock 59156R108 9,636 179,373 SH   SOLE   0 0 179,373
NEWELL RUBBERMAID INC Common Stock 651229106 11,463 333,120 SH   SOLE   0 0 333,120
NEWS CORP NEW Common Stock 65249B109 8,160 499,060 SH   SOLE   0 0 499,060
NUCOR CORP Common Stock 670346105 8,096 149,140 SH   SOLE   0 0 149,140
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PVH CORP Common Stock 693656100 14,392 118,788 SH   SOLE   0 0 118,788
PFIZER INC Common Stock 717081103 16,011 541,439 SH   SOLE   0 0 541,439
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Roche Holding AG ADR 771195104 10,832 292,818 SH   SOLE   0 0 292,818
Siemens AG ADR 826197501 14,299 120,084 SH   SOLE   0 0 120,084
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UNITED PARCEL SERVICE INC Common Stock 911312106 14,401 146,509 SH   SOLE   0 0 146,509
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ACTUANT CORP Common Stock 00508X203 1,354 44,364 SH   SOLE   0 0 44,364
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ALEXANDRIA REAL ESTATE EQ IN REIT 015271109 14,701 199,323 SH   SOLE   0 0 199,323
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ALLEGHANY CORP DEL Common Stock 017175100 19,068 45,600 SH   SOLE   0 0 45,600
ALLETE INC Common Stock 018522300 1,571 35,390 SH   SOLE   0 0 35,390
ALLIANCE DATA SYSTEMS CORP Common Stock 018581108 2,775 11,175 SH   SOLE   0 0 11,175
ALLIANT ENERGY CORP Common Stock 018802108 15,169 273,750 SH   SOLE   0 0 273,750
ALLISON TRANSMISSION HLDGS I Common Stock 01973R101 11,859 416,250 SH   SOLE   0 0 416,250
ALTRA INDL MOTION CORP Common Stock 02208R106 1,160 39,756 SH   SOLE   0 0 39,756
ALZA CORP US DOMESTIC 02261WAB5 21,935 14,998,000 SH   SOLE   0 0 14,998,000
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AMERICAN FINL GROUP INC OHIO Common Stock 025932104 1,800 31,088 SH   SOLE   0 0 31,088
AMERISAFE INC Common Stock 03071H100 561 14,326 SH   SOLE   0 0 14,326
AMG Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 7,601 121,499 SH   SOLE   0 0 121,499
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ANALOGIC CORP Common Stock 032657207 1,219 19,045 SH   SOLE   0 0 19,045
ANIXTER INTL INC Common Stock 035290105 2,042 24,060 SH   SOLE   0 0 24,060
ANN INC Common Stock 035623107 1,032 25,083 SH   SOLE   0 0 25,083
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ASSOCIATED BANC CORP Common Stock 045487105 2,312 132,669 SH   SOLE   0 0 132,669
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ATMOS ENERGY CORP Common Stock 049560105 16,660 349,250 SH   SOLE   0 0 349,250
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AUTOLIV INC Common Stock 052800109 8,255 89,800 SH   SOLE   0 0 89,800
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BARNES GROUP INC Common Stock 067806109 1,078 35,491 SH   SOLE   0 0 35,491
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BIOGEN IDEC INC Common Stock 09062X103 3,433 10,375 SH   SOLE   0 0 10,375
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BRISTOL MYERS SQUIBB CO US DOMESTIC 110122AN8 10,503 8,181,000 SH   SOLE   0 0 8,181,000
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BROWN SHOE INC NEW Common Stock 115736100 1,632 60,154 SH   SOLE   0 0 60,154
BRUNSWICK CORP Common Stock 117043109 992 23,539 SH   SOLE   0 0 23,539
CABOT CORP Common Stock 127055101 1,190 23,425 SH   SOLE   0 0 23,425
CAESARSTONE SDOT-YAM LTD Common Stock M20598104 135 2,603 SH   SOLE   0 0 2,603
CALGON CARBON CORP Common Stock 129603106 1,358 70,032 SH   SOLE   0 0 70,032
CALLAWAY GOLF CO Common Stock 131193104 778 107,387 SH   SOLE   0 0 107,387
CANADIAN PAC RY LTD Common Stock 13645T100 4,269 20,575 SH   SOLE   0 0 20,575
CAREFUSION CORP Common Stock 14170T101 20,696 457,350 SH   SOLE   0 0 457,350
CARLISLE COS INC Common Stock 142339100 1,573 19,569 SH   SOLE   0 0 19,569
CASEYS GEN STORES INC Common Stock 147528103 16,574 231,150 SH   SOLE   0 0 231,150
CATAMARAN CORP Common Stock 148887102 1,831 43,425 SH   SOLE   0 0 43,425
CELADON GROUP INC Common Stock 150838100 520 26,687 SH   SOLE   0 0 26,687
CELGENE CORP Common Stock 151020104 4,242 44,750 SH   SOLE   0 0 44,750
CERNER CORP Common Stock 156782104 2,608 43,775 SH   SOLE   0 0 43,775
CHARLES RIV LABS INTL INC Common Stock 159864107 1,151 19,254 SH   SOLE   0 0 19,254
SCHWAB CHARLES CORP NEW Common Stock 808513105 3,197 108,775 SH   SOLE   0 0 108,775
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CHESAPEAKE ENERGY CORP US DOMESTIC 165167BZ9 10,633 10,546,890 SH   SOLE   0 0 10,546,890
Chesapeake Energy Corp Preferred 5.75% Perpetual PUBLIC 165167768 5,632 4,989 SH   SOLE   0 0 4,989
CHUBB CORP Common Stock 171232101 14,236 156,300 SH   SOLE   0 0 156,300
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CINTAS CORP Common Stock 172908105 13,148 186,250 SH   SOLE   0 0 186,250
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CLEAN HARBORS INC Common Stock 184496107 7,641 141,700 SH   SOLE   0 0 141,700
CLOUD PEAK ENERGY INC Common Stock 18911Q102 286 22,591 SH   SOLE   0 0 22,591
COLUMBIA BKG SYS INC Common Stock 197236102 2,009 80,964 SH   SOLE   0 0 80,964
COMFORT SYS USA INC Common Stock 199908104 749 55,204 SH   SOLE   0 0 55,204
CORE MARK HOLDING CO INC Common Stock 218681104 983 18,518 SH   SOLE   0 0 18,518
CULLEN FROST BANKERS INC Common Stock 229899109 15,100 197,350 SH   SOLE   0 0 197,350
CUMMINS INC Common Stock 231021106 1,842 13,950 SH   SOLE   0 0 13,950
DANA HLDG CORP Common Stock 235825205 818 42,623 SH   SOLE   0 0 42,623
DANAHER CORP DEL US DOMESTIC 235851AF9 15,502 7,032,001 SH   SOLE   0 0 7,032,001
DDR CORP REIT 23317H102 12,996 776,800 SH   SOLE   0 0 776,800
DEAN FOODS CO NEW Common Stock 242370203 1,462 110,315 SH   SOLE   0 0 110,315
DELEK US HLDGS INC Common Stock 246647101 1,586 47,874 SH   SOLE   0 0 47,874
DENBURY RES INC Common Stock 247916208 10,302 685,400 SH   SOLE   0 0 685,400
DEVON ENERGY CORP NEW Common Stock 25179M103 22,633 331,950 SH   SOLE   0 0 331,950
DEVRY ED GROUP INC Common Stock 251893103 1,165 27,200 SH   SOLE   0 0 27,200
DIEBOLD INC Common Stock 253651103 986 27,903 SH   SOLE   0 0 27,903
DIGITAL RLTY TR INC REIT 253868103 4,001 64,133 SH   SOLE   0 0 64,133
DOMINION RES INC VA NEW PUBLIC 25746U703 7,515 134,049 SH   SOLE   0 0 134,049
DOMINION RES INC VA NEW PUBLIC 25746U885 7,560 134,399 SH   SOLE   0 0 134,399
DOMINION RES INC VA NEW US DOMESTIC 25746UAT6 6,798 3,276,855 SH   SOLE   0 0 3,276,855
DOMINION RES INC VA NEW PUBLIC 25746U869 3,332 66,757 SH   SOLE   0 0 66,757
DOVER CORP Common Stock 260003108 8,447 105,150 SH   SOLE   0 0 105,150
DREW INDS INC Common Stock 26168L205 591 13,991 SH   SOLE   0 0 13,991
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ECOLAB INC Common Stock 278865100 2,794 24,325 SH   SOLE   0 0 24,325
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EMCOR GROUP INC Common Stock 29084Q100 2,424 60,659 SH   SOLE   0 0 60,659
ENCORE WIRE CORP Common Stock 292562105 751 20,233 SH   SOLE   0 0 20,233
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ENERGEN CORP Common Stock 29265N108 5,451 75,450 SH   SOLE   0 0 75,450
ENTEGRIS INC Common Stock 29362U104 1,534 133,358 SH   SOLE   0 0 133,358
Entertainment One Ltd Common Stock 29382B102 2,595 506,469 SH   SOLE   0 0 506,469
EXELON CORP PUBLIC 30161N127 374 7,360 SH   SOLE   0 0 7,360
FACEBOOK INC Common Stock 30303M102 4,203 53,175 SH   SOLE   0 0 53,175
FAIR ISAAC CORP Common Stock 303250104 1,599 29,018 SH   SOLE   0 0 29,018
FAIRCHILD SEMICONDUCTOR INTL Common Stock 303726103 960 61,784 SH   SOLE   0 0 61,784
Fannie Mae Grantor Trust 7.50% 7/25/41 Agncy CMO Other 31359SR69 500 421,459 SH   SOLE   0 0 421,459
Federal Home Loan Mortgage Corp 4.00% 2/1/41 MBS 30yr 3128M8H49 407 383,248 SH   SOLE   0 0 383,248
Federal Home Loan Mortgage Corp 4.50% 12/1/39 MBS 30yr 312938KQ5 1,242 1,138,834 SH   SOLE   0 0 1,138,834
Federal Home Loan Mortgage Corp 5.00% 8/1/33 MBS 30yr 31296MGB9 382 341,023 SH   SOLE   0 0 341,023
Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWCK2 6 5,252 SH   SOLE   0 0 5,252
Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWEE4 7 6,437 SH   SOLE   0 0 6,437
Federal Home Loan Mortgage Corp 5.50% 10/1/36 MBS 30yr 3128LXTD2 9 7,432 SH   SOLE   0 0 7,432
Federal Home Loan Mortgage Corp 5.50% 7/1/20 MBS 15yr 31283K4G0 130 119,558 SH   SOLE   0 0 119,558
Federal Home Loan Mortgage Corp 6.00% 12/1/31 MBS 30yr 31287L4D1 26 22,514 SH   SOLE   0 0 22,514
Federal Home Loan Mortgage Corp 6.00% 2/1/32 MBS 30yr 31287PC84 38 33,321 SH   SOLE   0 0 33,321
Federal Home Loan Mortgage Corp 6.00% 4/1/26 MBS 30yr 3128FBJ63 11 9,256 SH   SOLE   0 0 9,256
Federal Home Loan Mortgage Corp 6.00% 4/1/28 MBS 30yr 31292GU53 12 10,293 SH   SOLE   0 0 10,293
Federal Home Loan Mortgage Corp 6.00% 4/1/37 MBS 30yr 3128M4RD7 250 218,345 SH   SOLE   0 0 218,345
Federal Home Loan Mortgage Corp 6.00% 5/1/29 MBS 30yr 31283HEG6 21 17,549 SH   SOLE   0 0 17,549
Federal Home Loan Mortgage Corp 6.00% 5/1/33 MBS 30yr 31288JT71 964 834,718 SH   SOLE   0 0 834,718
Federal Home Loan Mortgage Corp 6.00% 6/1/34 MBS 30yr 31297A3B8 404 350,322 SH   SOLE   0 0 350,322
Federal Home Loan Mortgage Corp 6.00% 8/1/32 MBS Other 31281AD74 60 53,547 SH   SOLE   0 0 53,547
Federal Home Loan Mortgage Corp 6.50% 1/1/29 MBS 30yr 31292GX68 27 22,909 SH   SOLE   0 0 22,909
Federal Home Loan Mortgage Corp 6.50% 12/1/32 MBS 30yr 31283H6C4 101 86,985 SH   SOLE   0 0 86,985
Federal Home Loan Mortgage Corp 6.50% 12/1/33 MBS 30yr 3128M5CD0 341 286,596 SH   SOLE   0 0 286,596
Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 21 18,017 SH   SOLE   0 0 18,017
Federal Home Loan Mortgage Corp 6.50% 7/1/28 MBS 30yr 31292GWN2 13 11,087 SH   SOLE   0 0 11,087
Federal Home Loan Mortgage Corp 6.50% 7/1/32 MBS 30yr 31287U4M1 218 192,074 SH   SOLE   0 0 192,074
Federal Home Loan Mortgage Corp 7.00% 1/1/33 MBS 30yr 3128K6NM8 95 81,136 SH   SOLE   0 0 81,136
Federal Home Loan Mortgage Corp 7.00% 10/1/29 MBS 30yr 31293XP51 3 2,529 SH   SOLE   0 0 2,529
Federal Home Loan Mortgage Corp 7.00% 10/17/34 MBS Other 31335PMB8 273 231,276 SH   SOLE   0 0 231,276
Federal Home Loan Mortgage Corp 7.00% 11/1/28 MBS 30yr 31292GXF8 6 4,533 SH   SOLE   0 0 4,533
Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TFE2 12 10,468 SH   SOLE   0 0 10,468
Federal Home Loan Mortgage Corp 7.00% 9/1/30 MBS 30yr 31298EYZ2 28 23,588 SH   SOLE   0 0 23,588
Federal Home Loan Mortgage Corp 7.50% 12/15/36 Agncy CMO Other 3137A0YK5 780 648,503 SH   SOLE   0 0 648,503
Federal Home Loan Mortgage Corp 7.50% 4/25/24 Agncy CMO Other 3133T46G6 1,319 1,163,716 SH   SOLE   0 0 1,163,716
Federal Home Loan Mortgage Corp 8.00% 10/17/29 MBS Other 31335PNL5 1,075 867,889 SH   SOLE   0 0 867,889
Federal Home Loan Mortgage Corp 8.00% 2/1/34 MBS 30yr 3128M85V2 1,381 1,149,968 SH   SOLE   0 0 1,149,968
Federal Home Loan Mortgage Corp 8.00% 3/1/17 MBS 30yr 313401XK2 9 8,033 SH   SOLE   0 0 8,033
Federal Home Loan Mortgage Corp 8.00% 4/1/17 MBS 30yr 313401XQ9 10 8,708 SH   SOLE   0 0 8,708
Federal Home Loan Mortgage Corp 8.00% 6/1/17 MBS 30yr 31290LDA2 59 55,316 SH   SOLE   0 0 55,316
Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 19 18,269 SH   SOLE   0 0 18,269
Federal Home Loan Mortgage Corp 8.00% 7/1/29 MBS 30yr 31283HJE6 248 204,406 SH   SOLE   0 0 204,406
Federal Home Loan Mortgage Corp 9.00% 12/25/18 MBS Other 31335PNA9 1,900 1,820,160 SH   SOLE   0 0 1,820,160
Federal Home Loan Mortgage Corp 9.00% 5/1/32 MBS 30yr 3128LXBD1 64 53,938 SH   SOLE   0 0 53,938
Federal Home Loan Mortgage Corp 9.50% 8/1/21 MBS 30yr 313960XS0 3 2,150 SH   SOLE   0 0 2,150
Federal National Mortgage Association 7.00% 2/1/24 MBS 30yr 313615US3 403 351,279 SH   SOLE   0 0 351,279
Federal National Mortgage Association 10.00% 10/1/17 MBS 30yr 313614SD2 1 27 SH   SOLE   0 0 27
Federal National Mortgage Association 10.00% 8/1/17 MBS 30yr 313614RX9 1 18 SH   SOLE   0 0 18
Federal National Mortgage Association 3.50% 10/1/42 MBS 30yr 3138MBXL5 1,076 1,049,977 SH   SOLE   0 0 1,049,977
Federal National Mortgage Association 5.00% 11/1/33 MBS 30yr 31403BQJ5 613 545,968 SH   SOLE   0 0 545,968
Federal National Mortgage Association 5.00% 9/1/24 MBS 15yr 31412QJZ3 914 847,643 SH   SOLE   0 0 847,643
Federal National Mortgage Association 5.50% 4/1/33 MBS 30yr 31385W4Z9 1,477 1,300,161 SH   SOLE   0 0 1,300,161
Federal National Mortgage Association 5.50% 7/1/33 MBS 30yr 31402ACV6 157 137,817 SH   SOLE   0 0 137,817
Federal National Mortgage Association 6.00% 2/1/33 MBS 30yr 31400A2X5 205 179,938 SH   SOLE   0 0 179,938
Federal National Mortgage Association 6.00% 5/1/29 MBS 30yr 31382YR83 103 90,623 SH   SOLE   0 0 90,623
Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 76 67,389 SH   SOLE   0 0 67,389
Federal National Mortgage Association 6.00% 9/1/29 MBS 30yr 31374TYW3 30 25,592 SH   SOLE   0 0 25,592
Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31376JZ44 127 110,655 SH   SOLE   0 0 110,655
Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31390MHY3 212 183,045 SH   SOLE   0 0 183,045
Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31376KTH9 447 392,976 SH   SOLE   0 0 392,976
Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31402RRR2 367 324,854 SH   SOLE   0 0 324,854
Federal National Mortgage Association 6.50% 1/1/32 MBS 30yr 31389BAB7 5 3,594 SH   SOLE   0 0 3,594
Federal National Mortgage Association 6.50% 10/1/32 MBS 30yr 31390HRT4 12 10,220 SH   SOLE   0 0 10,220
Federal National Mortgage Association 6.50% 10/1/36 MBS 30yr 31410QBK6 64 55,054 SH   SOLE   0 0 55,054
Federal National Mortgage Association 6.50% 11/1/36 MBS 30yr 31411CD40 14 11,917 SH   SOLE   0 0 11,917
Federal National Mortgage Association 6.50% 4/1/32 MBS 30yr 31385JEL8 422 361,270 SH   SOLE   0 0 361,270
Federal National Mortgage Association 6.50% 4/1/32 MBS 30yr 31388XTE4 8 6,590 SH   SOLE   0 0 6,590
Federal National Mortgage Association 6.50% 4/1/37 MBS 30yr 31411UPM7 12 10,103 SH   SOLE   0 0 10,103
Federal National Mortgage Association 6.50% 7/1/17 MBS 15yr 31371KQ20 30 28,455 SH   SOLE   0 0 28,455
Federal National Mortgage Association 6.50% 7/18/28 Agncy CMO Other 31359T3Y2 290 255,100 SH   SOLE   0 0 255,100
Federal National Mortgage Association 6.50% 8/1/36 MBS 30yr 31403DRY7 101 88,542 SH   SOLE   0 0 88,542
Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31371GZ86 11 9,389 SH   SOLE   0 0 9,389
Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31380PJE0 27 22,391 SH   SOLE   0 0 22,391
Federal National Mortgage Association 7.00% 10/1/26 MBS 30yr 31374TVC0 19 16,735 SH   SOLE   0 0 16,735
Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 4 3,308 SH   SOLE   0 0 3,308
Federal National Mortgage Association 7.00% 12/1/37 MBS 30yr 31412MBE7 11 9,602 SH   SOLE   0 0 9,602
Federal National Mortgage Association 7.00% 2/1/25 MBS 30yr 31373T3L2 420 371,994 SH   SOLE   0 0 371,994
Federal National Mortgage Association 7.00% 5/1/22 MBS 20yr 31371KQF1 47 41,779 SH   SOLE   0 0 41,779
Federal National Mortgage Association 7.50% 10/1/32 MBS 30yr 31410LHZ8 1,515 1,302,181 SH   SOLE   0 0 1,302,181
Federal National Mortgage Association 7.50% 12/1/28 MBS 30yr 31374TKE8 94 82,799 SH   SOLE   0 0 82,799
Federal National Mortgage Association 7.50% 2/20/30 Agncy CMO Z 31359XYK9 115 96,292 SH   SOLE   0 0 96,292
Federal National Mortgage Association 7.50% 4/1/20 MBS 20yr 31384VTA0 339 312,350 SH   SOLE   0 0 312,350
Federal National Mortgage Association 7.50% 5/1/29 MBS 30yr 31382ULZ7 3 2,142 SH   SOLE   0 0 2,142
Federal National Mortgage Association 7.50% 5/20/27 Agncy CMO Other 31359PSF4 104 88,633 SH   SOLE   0 0 88,633
Federal National Mortgage Association 7.50% 8/1/29 MBS 30yr 31383PLM6 116 99,820 SH   SOLE   0 0 99,820
Federal National Mortgage Association 7.50% 8/1/37 MBS 30yr 31418MJP8 888 735,589 SH   SOLE   0 0 735,589
Federal National Mortgage Association 8.00% 11/1/19 MBS 20yr 31384G4N2 28 24,466 SH   SOLE   0 0 24,466
Federal National Mortgage Association 8.00% 12/1/36 MBS 30yr 3138EGM50 528 434,681 SH   SOLE   0 0 434,681
Federal National Mortgage Association 8.00% 3/1/30 MBS 30yr 31384VZE5 6 4,558 SH   SOLE   0 0 4,558
Federal National Mortgage Association 8.00% 4/1/27 MBS 30yr 31384AB64 47 45,365 SH   SOLE   0 0 45,365
Federal National Mortgage Association 8.00% 5/1/32 MBS 30yr 31410LH39 1,109 920,412 SH   SOLE   0 0 920,412
Federal National Mortgage Association 8.00% 9/1/30 MBS 30yr 31384WMW7 512 437,630 SH   SOLE   0 0 437,630
Federal National Mortgage Association 8.50% 10/1/32 MBS 30yr 31418MJT0 714 583,021 SH   SOLE   0 0 583,021
Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 1 346 SH   SOLE   0 0 346
Federal National Mortgage Association 8.50% 12/1/24 MBS 30yr 31373TUF5 415 361,371 SH   SOLE   0 0 361,371
Federal National Mortgage Association 9.25% 3/25/18 Agncy CMO Z 313602BE3 7 6,423 SH   SOLE   0 0 6,423
Federal National Mortgage Association 9.50% 4/1/30 MBS 30yr 31384WAH3 613 516,723 SH   SOLE   0 0 516,723
Federal National Mortgage Associaton VRN 8/25/33 Agncy CMO Other 31393UAN3 463 393,525 SH   SOLE   0 0 393,525
FIDELITY NATL INFORMATION SV Common Stock 31620M106 18,332 325,600 SH   SOLE   0 0 325,600
FIFTH THIRD BANCORP Common Stock 316773100 8,750 437,050 SH   SOLE   0 0 437,050
FLUOR CORP NEW US DOMESTIC 343412AA0 11,313 4,668,690 SH   SOLE   0 0 4,668,690
FMC TECHNOLOGIES INC Common Stock 30249U101 2,865 52,750 SH   SOLE   0 0 52,750
FNB CORP PA Common Stock 302520101 1,871 155,969 SH   SOLE   0 0 155,969
FORD MTR CO DEL US DOMESTIC 345370CN8 15,683 9,150,937 SH   SOLE   0 0 9,150,937
FORWARD AIR CORP Common Stock 349853101 1,338 29,842 SH   SOLE   0 0 29,842
GANNETT INC Common Stock 364730101 6,820 229,850 SH   SOLE   0 0 229,850
GATX CORP Common Stock 361448103 759 12,991 SH   SOLE   0 0 12,991
GENESCO INC Common Stock 371532102 1,032 13,801 SH   SOLE   0 0 13,801
GILEAD SCIENCES INC Common Stock 375558103 5,443 51,125 SH   SOLE   0 0 51,125
GILEAD SCIENCES INC US DOMESTIC 375558AP8 60,080 12,866,631 SH   SOLE   0 0 12,866,631
Government National Mortgage Association 5.00% 10/15/34 MBS 30yr 36241KMA3 269 242,051 SH   SOLE   0 0 242,051
Government National Mortgage Association 5.00% 11/15/39 MBS 30yr 3620A9VL2 639 574,211 SH   SOLE   0 0 574,211
Government National Mortgage Association 5.00% 7/15/33 MBS 30yr 36213FWS8 607 545,475 SH   SOLE   0 0 545,475
Government National Mortgage Association 5.50% 1/15/35 MBS 30yr 36241KB72 575 512,821 SH   SOLE   0 0 512,821
Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 962 829,349 SH   SOLE   0 0 829,349
Government National Mortgage Association 6.00% 3/15/33 MBS 30yr 36225BXB9 728 627,009 SH   SOLE   0 0 627,009
Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 36241KYF9 162 142,878 SH   SOLE   0 0 142,878
Government National Mortgage Association 6.50% 9/15/29 MBS 30yr 36225BKX5 21 17,475 SH   SOLE   0 0 17,475
Government National Mortgage Association 7.00% 1/15/39 MBS 30yr 3622A2AC6 811 679,220 SH   SOLE   0 0 679,220
Government National Mortgage Association 7.00% 10/20/27 MBS 30yr 36202CXZ1 162 138,253 SH   SOLE   0 0 138,253
Government National Mortgage Association 7.00% 12/15/32 MBS 30yr 36241LFA9 1,219 1,030,444 SH   SOLE   0 0 1,030,444
Government National Mortgage Association 7.00% 2/20/26 MBS 30yr 36202CMR1 245 209,807 SH   SOLE   0 0 209,807
Government National Mortgage Association 7.00% 3/15/32 MBS 30yr 36241KJG4 768 657,681 SH   SOLE   0 0 657,681
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 24 20,285 SH   SOLE   0 0 20,285
Government National Mortgage Association 7.00% 7/15/35 MBS 30yr 36241LMJ2 74 61,599 SH   SOLE   0 0 61,599
Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36225BFG8 1,652 1,388,864 SH   SOLE   0 0 1,388,864
Government National Mortgage Association II 5.50% 2/20/40 MBS 30yr 36202FEK8 519 456,302 SH   SOLE   0 0 456,302
Government National Mortgage Association II 6.50% 1/20/29 MBS 30yr 36202DAA9 426 364,424 SH   SOLE   0 0 364,424
Government National Mortgage Association II 6.50% 10/20/28 MBS 30yr 36202C5T6 583 503,684 SH   SOLE   0 0 503,684
Government National Mortgage Association II 7.00% 11/20/31 MBS 30yr 36202DQP9 18 14,902 SH   SOLE   0 0 14,902
Government National Mortgage Association II 7.00% 12/20/27 MBS 30yr 36202CYT4 680 583,214 SH   SOLE   0 0 583,214
Government National Mortgage Association II 7.00% 4/20/32 MBS 30yr 36225BSV1 721 604,279 SH   SOLE   0 0 604,279
Government National Mortgage Association II 7.00% 9/20/27 MBS 30yr 36202CXL2 499 425,070 SH   SOLE   0 0 425,070
Government National Mortgage Association II 8.00% 7/20/30 MBS 30yr 36202DHX2 293 233,650 SH   SOLE   0 0 233,650
Government National Mortgage Association VRN 5/16/44 Agncy CMO Other 38379BXD5 859 729,480 SH   SOLE   0 0 729,480
Government National Mortgage Association VRN 9/20/30 Agncy CMO Other 38378PQJ0 567 500,993 SH   SOLE   0 0 500,993
Governmet National Mortgage Association 5.00% 4/15/33 MBS 30yr 36200KR41 182 163,636 SH   SOLE   0 0 163,636
GRANITE CONSTR INC Common Stock 387328107 1,470 46,187 SH   SOLE   0 0 46,187
HALLIBURTON CO Common Stock 406216101 3,260 50,525 SH   SOLE   0 0 50,525
HARLEY DAVIDSON INC Common Stock 412822108 8,602 147,800 SH   SOLE   0 0 147,800
FULLER H B CO Common Stock 359694106 1,493 37,605 SH   SOLE   0 0 37,605
HCC INS HLDGS INC Common Stock 404132102 2,374 49,151 SH   SOLE   0 0 49,151
HEALTH CARE REIT INC PUBLIC 42217K601 7,344 128,429 SH   SOLE   0 0 128,429
HEALTH CARE REIT INC US DOMESTIC 42217KAR7 5,004 4,067,805 SH   SOLE   0 0 4,067,805
HELIX ENERGY SOLUTIONS GRP I Common Stock 42330P107 1,915 86,780 SH   SOLE   0 0 86,780
HILL ROM HLDGS INC Common Stock 431475102 829 20,000 SH   SOLE   0 0 20,000
HOSPIRA INC Common Stock 441060100 4,792 92,100 SH   SOLE   0 0 92,100
Host Hotels & Resorts Lp 2.50% 10/15/2029 PRIV PLACEMENT 44107TAG1 1,523 922,944 SH   SOLE   0 0 922,944
HUBBELL INC Common Stock 443510201 6,081 50,450 SH   SOLE   0 0 50,450
IBERIABANK CORP Common Stock 450828108 1,617 25,863 SH   SOLE   0 0 25,863
ICU MED INC Common Stock 44930G107 1,531 23,845 SH   SOLE   0 0 23,845
Illumina Inc 0.50% 6/15/21 PRIV PLACEMENT 452327AG4 2,331 2,178,247 SH   SOLE   0 0 2,178,247
INDEPENDENT BANK CORP MASS Common Stock 453836108 1,843 51,579 SH   SOLE   0 0 51,579
INFINITY PPTY & CAS CORP Common Stock 45665Q103 1,380 21,551 SH   SOLE   0 0 21,551
INGERSOLL-RAND PLC Common Stock G47791101 9,300 165,000 SH   SOLE   0 0 165,000
INGRAM MICRO INC Common Stock 457153104 1,229 47,580 SH   SOLE   0 0 47,580
INGREDION INC Common Stock 457187102 10,967 144,700 SH   SOLE   0 0 144,700
INTEGRA LIFESCIENCES HLDGS C Common Stock 457985208 2,417 48,674 SH   SOLE   0 0 48,674
INTEGRATED DEVICE TECHNOLOGY Common Stock 458118106 814 51,011 SH   SOLE   0 0 51,011
INTEL CORP US DOMESTIC 458140AF7 40,481 24,140,729 SH   SOLE   0 0 24,140,729
INTERNATIONAL FLAVORS&FRAGRA Common Stock 459506101 9,991 104,200 SH   SOLE   0 0 104,200
Intertain Group Ltd Common Stock 46111Q101 1,143 117,502 SH   SOLE   0 0 117,502
INVESCO LTD Common Stock G491BT108 14,452 366,050 SH   SOLE   0 0 366,050
ISHARES TR ETP 464287630 73 777 SH   SOLE   0 0 777
JANUS CAP GROUP INC US DOMESTIC 47102XAH8 9,584 6,796,606 SH   SOLE   0 0 6,796,606
JEFFERIES GROUP INC NEW US DOMESTIC 472319AG7 10,823 10,233,901 SH   SOLE   0 0 10,233,901
SMUCKER J M CO Common Stock 832696405 14,265 144,100 SH   SOLE   0 0 144,100
JONES LANG LASALLE INC Common Stock 48020Q107 12,780 101,150 SH   SOLE   0 0 101,150
JUNIPER NETWORKS INC Common Stock 48203R104 15,877 716,763 SH   SOLE   0 0 716,763
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Kaiser Aluminum Corp 4.50% 4/1/15 US DOMESTIC 483007AB6 4,382 2,752,360 SH   SOLE   0 0 2,752,360
KENNAMETAL INC Common Stock 489170100 10,180 246,418 SH   SOLE   0 0 246,418
KEYCORP NEW PUBLIC 493267405 4,498 34,330 SH   SOLE   0 0 34,330
KLA-TENCOR CORP Common Stock 482480100 22,839 289,900 SH   SOLE   0 0 289,900
KORN FERRY INTL Common Stock 500643200 1,149 46,112 SH   SOLE   0 0 46,112
LAKELAND FINL CORP Common Stock 511656100 1,162 30,980 SH   SOLE   0 0 30,980
LAM RESEARCH CORP US DOMESTIC 512807AL2 16,050 11,921,672 SH   SOLE   0 0 11,921,672
LANCASTER COLONY CORP Common Stock 513847103 1,100 12,895 SH   SOLE   0 0 12,895
LASALLE HOTEL PPTYS REIT 517942108 1,852 54,072 SH   SOLE   0 0 54,072
LA Z BOY INC Common Stock 505336107 1,345 67,960 SH   SOLE   0 0 67,960
LITTELFUSE INC Common Stock 537008104 1,571 18,442 SH   SOLE   0 0 18,442
MACQUARIE INFRASTR CO LLC US DOMESTIC 55608BAA3 2,604 2,347,783 SH   SOLE   0 0 2,347,783
MARKEL CORP Common Stock 570535104 19,403 30,500 SH   SOLE   0 0 30,500
MARRIOTT INTL INC NEW Common Stock 571903202 4,142 59,250 SH   SOLE   0 0 59,250
MARSH & MCLENNAN COS INC Common Stock 571748102 12,515 239,100 SH   SOLE   0 0 239,100
MASCO CORP Common Stock 574599106 14,111 589,900 SH   SOLE   0 0 589,900
MASTEC INC Common Stock 576323109 11,330 370,000 SH   SOLE   0 0 370,000
MCGRATH RENTCORP Common Stock 580589109 451 13,176 SH   SOLE   0 0 13,176
METHANEX CORP Common Stock 59151K108 7,228 108,200 SH   SOLE   0 0 108,200
METLIFE INC PUBLIC 59156R116 26,532 861,683 SH   SOLE   0 0 861,683
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MICRON TECHNOLOGY INC GLOBAL 595112AY9 9,595 7,296,360 SH   SOLE   0 0 7,296,360
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MICROSTRATEGY INC Common Stock 594972408 1,559 11,912 SH   SOLE   0 0 11,912
MKS INSTRUMENT INC Common Stock 55306N104 2,092 62,655 SH   SOLE   0 0 62,655
MODINE MFG CO Common Stock 607828100 994 83,666 SH   SOLE   0 0 83,666
MONSANTO CO NEW Common Stock 61166W101 2,886 25,650 SH   SOLE   0 0 25,650
MONSTER BEVERAGE CORP Common Stock 611740101 3,142 34,275 SH   SOLE   0 0 34,275
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MULTI COLOR CORP Common Stock 625383104 787 17,288 SH   SOLE   0 0 17,288
MYLAN INC US DOMESTIC 628530AJ6 8,504 2,489,214 SH   SOLE   0 0 2,489,214
NEW YORK CMNTY CAP TR V PUBLIC 64944P307 13,144 261,153 SH   SOLE   0 0 261,153
NEWMONT MINING CORP US DOMESTIC 651639AJ5 13,900 13,585,400 SH   SOLE   0 0 13,585,400
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NUANCE COMMUNICATIONS INC US DOMESTIC 67020YAF7 4,036 4,091,996 SH   SOLE   0 0 4,091,996
OLD NATL BANCORP IND Common Stock 680033107 1,948 150,188 SH   SOLE   0 0 150,188
OLIN CORP Common Stock 680665205 1,851 73,286 SH   SOLE   0 0 73,286
ON SEMICONDUCTOR CORP Common Stock 682189105 12,974 1,451,200 SH   SOLE   0 0 1,451,200
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Owens-Brockway 3.00% 6/1/15 PRIV PLACEMENT 69073TAQ6 2,572 2,555,143 SH   SOLE   0 0 2,555,143
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PACWEST BANCORP DEL Common Stock 695263103 1,756 42,572 SH   SOLE   0 0 42,572
PTC INC Common Stock 69370C100 1,548 41,930 SH   SOLE   0 0 41,930
PARKER HANNIFIN CORP Common Stock 701094104 8,757 76,710 SH   SOLE   0 0 76,710
PATTERSON COMPANIES INC Common Stock 703395103 21,257 513,072 SH   SOLE   0 0 513,072
PENSKE AUTOMOTIVE GRP INC Common Stock 70959W103 3,875 95,450 SH   SOLE   0 0 95,450
PLEXUS CORP Common Stock 729132100 2,080 56,296 SH   SOLE   0 0 56,296
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PRECISION CASTPARTS CORP Common Stock 740189105 2,719 11,475 SH   SOLE   0 0 11,475
PRICELINE GRP INC US DOMESTIC 741503AQ9 12,865 9,560,157 SH   SOLE   0 0 9,560,157
PRICELINE GRP INC US DOMESTIC 741503AN6 23,512 6,166,899 SH   SOLE   0 0 6,166,899
PRIMERICA INC Common Stock 74164M108 990 20,521 SH   SOLE   0 0 20,521
PRIMORIS SVCS CORP Common Stock 74164F103 1,053 39,226 SH   SOLE   0 0 39,226
PROGRESSIVE CORP OHIO Common Stock 743315103 13,280 525,300 SH   SOLE   0 0 525,300
PROGRESSIVE WASTE SOLUTIONS Common Stock 74339G101 1,227 47,575 SH   SOLE   0 0 47,575
PROLOGIS US DOMESTIC 74340XAT8 9,296 8,842,133 SH   SOLE   0 0 8,842,133
PROSPECT CAPITAL CORPORATION GLOBAL 74348TAM4 7,565 7,371,019 SH   SOLE   0 0 7,371,019
QUANEX BUILDING PRODUCTS COR Common Stock 747619104 1,182 65,287 SH   SOLE   0 0 65,287
RAYONIER TRS HLDGS INC US DOMESTIC 75508AAC0 3,728 2,791,974 SH   SOLE   0 0 2,791,974
REGAL BELOIT CORP Common Stock 758750103 8,893 138,400 SH   SOLE   0 0 138,400
RELIANCE STEEL & ALUMINUM CO Common Stock 759509102 18,498 270,432 SH   SOLE   0 0 270,432
REPUBLIC SVCS INC Common Stock 760759100 15,054 385,800 SH   SOLE   0 0 385,800
ROBERT HALF INTL INC Common Stock 770323103 7,279 148,550 SH   SOLE   0 0 148,550
ROCKWELL AUTOMATION INC Common Stock 773903109 6,629 60,325 SH   SOLE   0 0 60,325
ROPER INDS INC NEW US DOMESTIC 776696AA4 6,718 3,658,000 SH   SOLE   0 0 3,658,000
ROSETTA RESOURCES INC Common Stock 777779307 340 7,615 SH   SOLE   0 0 7,615
RPM INTL INC Common Stock 749685103 9,530 208,150 SH   SOLE   0 0 208,150
RPM INTL INC US DOMESTIC 749685AT0 4,415 3,933,077 SH   SOLE   0 0 3,933,077
RUDOLPH TECHNOLOGIES INC Common Stock 781270103 578 63,777 SH   SOLE   0 0 63,777
RUSH ENTERPRISES INC Common Stock 781846209 765 22,841 SH   SOLE   0 0 22,841
SANDISK CORP Common Stock 80004C101 2,057 21,000 SH   SOLE   0 0 21,000
SEABOARD CORP Common Stock 811543107 763 285 SH   SOLE   0 0 285
SELECTIVE INS GROUP INC Common Stock 816300107 704 31,794 SH   SOLE   0 0 31,794
SEMPRA ENERGY Common Stock 816851109 1,966 18,650 SH   SOLE   0 0 18,650
SENSIENT TECHNOLOGIES CORP Common Stock 81725T100 1,288 24,594 SH   SOLE   0 0 24,594
SILGAN HOLDINGS INC Common Stock 827048109 1,635 34,767 SH   SOLE   0 0 34,767
SKYWORKS SOLUTIONS INC Common Stock 83088M102 2,215 38,150 SH   SOLE   0 0 38,150
SOUTH JERSEY INDS INC Common Stock 838518108 419 7,839 SH   SOLE   0 0 7,839
STANCORP FINL GROUP INC Common Stock 852891100 2,101 33,240 SH   SOLE   0 0 33,240
STANLEY BLACK & DECKER INC PUBLIC 854502309 11,821 90,230 SH   SOLE   0 0 90,230
STANLEY BLACK & DECKER INC PUBLIC 854502804 4,870 43,336 SH   SOLE   0 0 43,336
STERIS CORP Common Stock 859152100 2,018 37,388 SH   SOLE   0 0 37,388
STERLING BANCORP DEL Common Stock 85917A100 1,911 149,409 SH   SOLE   0 0 149,409
SUNTRUST BKS INC Common Stock 867914103 11,900 312,909 SH   SOLE   0 0 312,909
SYKES ENTERPRISES INC Common Stock 871237103 1,955 97,828 SH   SOLE   0 0 97,828
SYNERON MEDICAL LTD Common Stock M87245102 991 98,821 SH   SOLE   0 0 98,821
SYNOPSYS INC Common Stock 871607107 13,945 351,300 SH   SOLE   0 0 351,300
TE CONNECTIVITY LTD Common Stock H84989104 12,499 226,050 SH   SOLE   0 0 226,050
TERADATA CORP DEL Common Stock 88076W103 10,145 242,000 SH   SOLE   0 0 242,000
TEVA PHARMACEUTICAL FIN LLC US DOMESTIC 88163VAE9 12,990 10,118,284 SH   SOLE   0 0 10,118,284
PRICELINE GRP INC Common Stock 741503403 4,154 3,585 SH   SOLE   0 0 3,585
TOLL BROS FIN CORP US DOMESTIC 88947EAM2 8,270 8,207,810 SH   SOLE   0 0 8,207,810
TYSON FOODS INC PUBLIC 902494301 4,835 95,995 SH   SOLE   0 0 95,995
UNIT CORP Common Stock 909218109 2,182 37,188 SH   SOLE   0 0 37,188
UNITED TECHNOLOGIES CORP PUBLIC 913017117 21,341 362,375 SH   SOLE   0 0 362,375
VISA INC Common Stock 92826C839 3,985 18,675 SH   SOLE   0 0 18,675
VMWARE INC Common Stock 928563402 2,206 23,500 SH   SOLE   0 0 23,500
WATTS WATER TECHNOLOGIES INC Common Stock 942749102 1,297 22,258 SH   SOLE   0 0 22,258
WELLPOINT INC Common Stock 94973V107 10,001 83,600 SH   SOLE   0 0 83,600
WELLPOINT INC US DOMESTIC 94973VBG1 32,931 19,995,787 SH   SOLE   0 0 19,995,787
WELLS FARGO & CO NEW PUBLIC 949746804 32,353 26,904 SH   SOLE   0 0 26,904
WERNER ENTERPRISES INC Common Stock 950755108 2,042 81,013 SH   SOLE   0 0 81,013
WILLIS GROUP HOLDINGS PUBLIC Common Stock G96666105 16,296 393,619 SH   SOLE   0 0 393,619
WOODWARD INC Common Stock 980745103 1,447 30,373 SH   SOLE   0 0 30,373
BERKLEY W R CORP Common Stock 084423102 9,317 194,913 SH   SOLE   0 0 194,913
XCEL ENERGY INC Common Stock 98389B100 15,622 513,852 SH   SOLE   0 0 513,852
XILINX INC US DOMESTIC 983919AF8 13,044 8,809,750 SH   SOLE   0 0 8,809,750
XYLEM INC Common Stock 98419M100 7,235 203,850 SH   SOLE   0 0 203,850
AIR LEASE CORP Corporate Bonds 00912XAK0 7 5,000 SH   SOLE   0 0 5,000
ARES CAP CORP Corporate Bonds 04010LAB9 6,552 6,284,000 SH   SOLE   0 0 6,284,000
ARES CAP CORP Corporate Bonds 04010LAG8 19 18,000 SH   SOLE   0 0 18,000
BANK AMER CORP Preferred Stocks 060505682 4 3 SH   SOLE   0 0 3
BIOMARIN PHARMACEUTICAL INC Corporate Bonds 09061GAF8 5 4,000 SH   SOLE   0 0 4,000
C H ROBINSON WORLDWIDE INC Common Stocks 12541W209 2 30 SH   SOLE   0 0 30
CENTERPOINT ENERGY INC Preferred Stocks 15189T206 12 186 SH   SOLE   0 0 186
CHART INDS INC Corporate Bonds 16115QAC4 13 11,000 SH   SOLE   0 0 11,000
CHESAPEAKE ENERGY CORP Corporate Bonds 165167BW6 5 4,000 SH   SOLE   0 0 4,000
CIENA CORP Corporate Bonds 171779AE1 2,826 2,881,000 SH   SOLE   0 0 2,881,000
CITRIX SYS INC Common Stocks 177376100 2 23 SH   SOLE   0 0 23
DEVELOPERS DIVERSIFIED RLTY Corporate Bonds 251591AX1 5 4,000 SH   SOLE   0 0 4,000
COBALT INTL ENERGY INC Corporate Bonds 19075FAA4 5 6,000 SH   SOLE   0 0 6,000
CONTINENTAL AIRLS INC Corporate Bonds 210795PU8 15 6,000 SH   SOLE   0 0 6,000
CROWN CASTLE INTL CORP Preferred Stocks 228227500 4 32 SH   SOLE   0 0 32
CUBIST PHARMACEUTICALS INC Corporate Bonds 229678AD9 12 5,000 SH   SOLE   0 0 5,000
DOW CHEM CO Common Stocks 260543103 1 12 SH   SOLE   0 0 12
ELECTRONIC ARTS INC Corporate Bonds 285512AA7 1,390 1,127,000 SH   SOLE   0 0 1,127,000
FLUIDIGM CORP DEL Corporate Bonds 34385PAA6 10 11,000 SH   SOLE   0 0 11,000
GENERAL MTRS CO Common Stocks 37045V100 1 8 SH   SOLE   0 0 8
HORNBECK OFFSHORE SVCS INC N Corporate Bonds 440543AN6 4 4,000 SH   SOLE   0 0 4,000
INTERNATIONAL GAME TECHNOLOG Common Stocks 459902102 1 44 SH   SOLE   0 0 44
ISIS PHARMACEUTICALS INC DEL Corporate Bonds 464337AG9 10 4,000 SH   SOLE   0 0 4,000
JARDEN CORP Corporate Bonds 471109AH1 6 4,000 SH   SOLE   0 0 4,000
MEDIVATION INC Corporate Bonds 58501NAA9 10 5,000 SH   SOLE   0 0 5,000
MGIC INVT CORP WIS Corporate Bonds 552848AD5 5 4,000 SH   SOLE   0 0 4,000
MGIC INVT CORP WIS Corporate Bonds 552848AE3 6 4,000 SH   SOLE   0 0 4,000
MGM RESORTS INTERNATIONAL Corporate Bonds 55303QAE0 6 4,000 SH   SOLE   0 0 4,000
MICRON TECHNOLOGY INC Corporate Bonds 595112AW3 15 4,000 SH   SOLE   0 0 4,000
NAVISTAR INTL CORP NEW Corporate Bonds 63934EAL2 4 4,000 SH   SOLE   0 0 4,000
NETSUITE INC Corporate Bonds 64118QAB3 6 5,000 SH   SOLE   0 0 5,000
OMNICARE INC Corporate Bonds 681904AQ1 11 10,000 SH   SOLE   0 0 10,000
PEABODY ENERGY CORP Corporate Bonds 704549AG9 7 10,000 SH   SOLE   0 0 10,000
RTI INTL METALS INC Corporate Bonds 74973WAB3 4 4,000 SH   SOLE   0 0 4,000
SALESFORCE COM INC Corporate Bonds 79466LAB0 11 4,000 SH   SOLE   0 0 4,000
SALESFORCE COM INC Corporate Bonds 79466LAD6 1,498 1,343,000 SH   SOLE   0 0 1,343,000
SALIX PHARMACEUTICALS INC Corporate Bonds 795435AC0 14 4,000 SH   SOLE   0 0 4,000
SEVENTY SEVEN ENERGY INC Common Stocks 818097107 1 2 SH   SOLE   0 0 2
SUNPOWER CORP Corporate Bonds 867652AE9 7 4,000 SH   SOLE   0 0 4,000
TESLA MTRS INC Corporate Bonds 88160RAC5 14 14,000 SH   SOLE   0 0 14,000
UNITED STATES STL CORP NEW Corporate Bonds 912909AH1 7 4,000 SH   SOLE   0 0 4,000
WORKDAY INC Corporate Bonds 98138HAD3 13 10,000 SH   SOLE   0 0 10,000