The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 Laboratories | Common Stock | 002824100 | 10,700 | 277,834 | SH | SOLE | 0 | 0 | 277,834 | ||
Air Products & Chemicals Inc | Common Stock | 009158106 | 19,715 | 165,618 | SH | SOLE | 0 | 0 | 165,618 | ||
Altera Corp | Common Stock | 021441100 | 13,691 | 377,806 | SH | SOLE | 0 | 0 | 377,806 | ||
Anadarko Petroleum Corp | Common Stock | 032511107 | 23,716 | 279,804 | SH | SOLE | 0 | 0 | 279,804 | ||
Anheuser-Busch InBev NV | ADR | 03524A108 | 12,394 | 117,696 | SH | SOLE | 0 | 0 | 117,696 | ||
Apple Inc | Common Stock | 037833100 | 28,907 | 53,858 | SH | SOLE | 0 | 0 | 53,858 | ||
Applied Materials Inc | Common Stock | 038222105 | 14,240 | 697,408 | SH | SOLE | 0 | 0 | 697,408 | ||
Bank of America Corp | Common Stock | 060505104 | 19,131 | 1,112,301 | SH | SOLE | 0 | 0 | 1,112,301 | ||
Bank of New York Mellon Corp/The | Common Stock | 064058100 | 14,538 | 411,960 | SH | SOLE | 0 | 0 | 411,960 | ||
Baxter International Inc | Common Stock | 071813109 | 13,665 | 185,722 | SH | SOLE | 0 | 0 | 185,722 | ||
BP Plc | ADR | 055622104 | 11,892 | 247,220 | SH | SOLE | 0 | 0 | 247,220 | ||
Capital One Financial Corp | Common Stock | 14040H105 | 20,033 | 259,639 | SH | SOLE | 0 | 0 | 259,639 | ||
CH Robinson Worldwide Inc | Common Stock | 12541W209 | 12,005 | 229,131 | SH | SOLE | 0 | 0 | 229,131 | ||
Chesapeake Energy Corp | Common Stock | 165167107 | 7,353 | 287,004 | SH | SOLE | 0 | 0 | 287,004 | ||
Cisco Systems Inc | Common Stock | 17275R102 | 18,530 | 826,900 | SH | SOLE | 0 | 0 | 826,900 | ||
Citigroup Inc | Common Stock | 172967424 | 22,299 | 468,480 | SH | SOLE | 0 | 0 | 468,480 | ||
Comcast Corp | Common Stock | 20030N101 | 23,712 | 474,047 | SH | SOLE | 0 | 0 | 474,047 | ||
CVS Caremark Corp | Common Stock | 126650100 | 6,815 | 91,041 | SH | SOLE | 0 | 0 | 91,041 | ||
Danaher Corp | Common Stock | 235851102 | 11,385 | 151,792 | SH | SOLE | 0 | 0 | 151,792 | ||
Dick's Sporting Goods Inc | Common Stock | 253393102 | 5,733 | 104,973 | SH | SOLE | 0 | 0 | 104,973 | ||
Dow Chemical Co/The | Common Stock | 260543103 | 8,457 | 174,028 | SH | SOLE | 0 | 0 | 174,028 | ||
Eaton Corp Plc | Common Stock | G29183103 | 6,830 | 90,920 | SH | SOLE | 0 | 0 | 90,920 | ||
EMC Corp/Massachusetts | Common Stock | 268648102 | 35,769 | 1,304,960 | SH | SOLE | 0 | 0 | 1,304,960 | ||
General Dynamics Corp | Common Stock | 369550108 | 17,984 | 165,113 | SH | SOLE | 0 | 0 | 165,113 | ||
Google Inc | Common Stock | 38259P508 | 26,949 | 24,180 | SH | SOLE | 0 | 0 | 24,180 | ||
Intel Corp | Common Stock | 458140100 | 27,948 | 1,082,818 | SH | SOLE | 0 | 0 | 1,082,818 | ||
Johnson & Johnson | Common Stock | 478160104 | 10,544 | 107,334 | SH | SOLE | 0 | 0 | 107,334 | ||
JPMorgan Chase & Co | Common Stock | 46625H100 | 19,515 | 321,447 | SH | SOLE | 0 | 0 | 321,447 | ||
Koninklijke Philips Electronics NV | NY Reg Shrs | 500472303 | 14,346 | 408,039 | SH | SOLE | 0 | 0 | 408,039 | ||
Merck & Co Inc | Common Stock | 58933Y105 | 24,855 | 437,822 | SH | SOLE | 0 | 0 | 437,822 | ||
MetLife Inc | Common Stock | 59156R108 | 14,088 | 266,826 | SH | SOLE | 0 | 0 | 266,826 | ||
News Corp - Class A | Common Stock | 65249B109 | 12,342 | 716,715 | SH | SOLE | 0 | 0 | 716,715 | ||
Nielsen Holdings N.V. | Common Stock | N63218106 | 13,573 | 304,105 | SH | SOLE | 0 | 0 | 304,105 | ||
Nucor Corp | Common Stock | 670346105 | 11,639 | 230,292 | SH | SOLE | 0 | 0 | 230,292 | ||
Occidental Petroleum Corp | Common Stock | 674599105 | 18,583 | 195,015 | SH | SOLE | 0 | 0 | 195,015 | ||
Pfizer Inc | Common Stock | 717081103 | 17,708 | 551,293 | SH | SOLE | 0 | 0 | 551,293 | ||
Procter & Gamble Co/The | Common Stock | 742718109 | 19,988 | 247,998 | SH | SOLE | 0 | 0 | 247,998 | ||
PVH CORP | Common Stock | 693656100 | 15,639 | 125,344 | SH | SOLE | 0 | 0 | 125,344 | ||
Roche Holding AG | ADR | 771195104 | 13,505 | 358,020 | SH | SOLE | 0 | 0 | 358,020 | ||
Siemens AG | ADR | 826197501 | 19,935 | 147,504 | SH | SOLE | 0 | 0 | 147,504 | ||
Starbucks Corp | Common Stock | 855244109 | 8,606 | 117,279 | SH | SOLE | 0 | 0 | 117,279 | ||
United Parcel Service Inc | Common Stock | 911312106 | 16,957 | 174,128 | SH | SOLE | 0 | 0 | 174,128 | ||
Wal-Mart Stores Inc | Common Stock | 931142103 | 19,072 | 249,538 | SH | SOLE | 0 | 0 | 249,538 | ||
Canadian Pacific Railway Ltd | Common Stock | 13645T100 | 2,905 | 19,310 | SH | SOLE | 0 | 0 | 19,310 | ||
Bristol-Myers Squibb Co 0.00% 9/15/23 | US DOMESTIC | 110122AN8 | 3,280 | 2,362,000 | SH | SOLE | 0 | 0 | 2,362,000 | ||
Catamaran Corp | Common Stock | 148887102 | 2,724 | 60,850 | SH | SOLE | 0 | 0 | 60,850 | ||
Celgene Corp | Common Stock | 151020104 | 3,274 | 23,450 | SH | SOLE | 0 | 0 | 23,450 | ||
Cerner Corp | Common Stock | 156782104 | 2,578 | 45,825 | SH | SOLE | 0 | 0 | 45,825 | ||
Chesapeake Energy Corp 2.50% 5/15/37 | US DOMESTIC | 165167BZ9 | 9,975 | 9,803,156 | SH | SOLE | 0 | 0 | 9,803,156 | ||
Chipotle Mexican Grill Inc | Common Stock | 169656105 | 2,036 | 3,585 | SH | SOLE | 0 | 0 | 3,585 | ||
CME Group Inc | Common Stock | 12572Q105 | 2,415 | 32,625 | SH | SOLE | 0 | 0 | 32,625 | ||
Cummins Inc | Common Stock | 231021106 | 2,827 | 18,975 | SH | SOLE | 0 | 0 | 18,975 | ||
Danaher Corp 0.00% 1/22/21 | US DOMESTIC | 235851AF9 | 14,105 | 6,470,000 | SH | SOLE | 0 | 0 | 6,470,000 | ||
Dominion Resources Inc | PUBLIC | 25746U885 | 7,213 | 124,862 | SH | SOLE | 0 | 0 | 124,862 | ||
Ecolab Inc | Common Stock | 278865100 | 2,748 | 25,450 | SH | SOLE | 0 | 0 | 25,450 | ||
Facebook Inc | Common Stock | 30303M102 | 3,331 | 55,300 | SH | SOLE | 0 | 0 | 55,300 | ||
FMC Technologies Inc | Common Stock | 30249U101 | 2,381 | 45,525 | SH | SOLE | 0 | 0 | 45,525 | ||
Ford Motor Co 4.25% 11/15/16 | US DOMESTIC | 345370CN8 | 12,761 | 7,047,948 | SH | SOLE | 0 | 0 | 7,047,948 | ||
Gilead Sciences Inc | Common Stock | 375558103 | 4,305 | 60,750 | SH | SOLE | 0 | 0 | 60,750 | ||
Gilead Sciences Inc 1.625% 5/1/16 | US DOMESTIC | 375558AP8 | 41,820 | 13,444,200 | SH | SOLE | 0 | 0 | 13,444,200 | ||
Health Care REIT Inc | PUBLIC | 42217K601 | 6,899 | 124,245 | SH | SOLE | 0 | 0 | 124,245 | ||
Intel Corp 3.25% 8/1/39 | US DOMESTIC | 458140AF7 | 30,760 | 22,000,908 | SH | SOLE | 0 | 0 | 22,000,908 | ||
International Game Technology | Common Stock | 459902102 | 8,546 | 607,800 | SH | SOLE | 0 | 0 | 607,800 | ||
International Game Technology 3.25% 5/1/14 | US DOMESTIC | 459902AQ5 | 8,951 | 8,940,302 | SH | SOLE | 0 | 0 | 8,940,302 | ||
Jefferies Group Inc 3.875% 11/1/29 | US DOMESTIC | 472319AG7 | 10,378 | 9,750,701 | SH | SOLE | 0 | 0 | 9,750,701 | ||
Lam Research Corp 1.25% 5/15/18 | US DOMESTIC | 512807AL2 | 12,376 | 9,975,827 | SH | SOLE | 0 | 0 | 9,975,827 | ||
Metlife Inc Pfd 9/11/13 | PUBLIC | 59156R116 | 24,537 | 796,659 | SH | SOLE | 0 | 0 | 796,659 | ||
Michael Kors Holdings Limited | Common Stock | G60754101 | 3,570 | 38,275 | SH | SOLE | 0 | 0 | 38,275 | ||
Mohawk Industries Inc | Common Stock | 608190104 | 2,519 | 18,525 | SH | SOLE | 0 | 0 | 18,525 | ||
Monsanto Co | Common Stock | 61166W101 | 3,843 | 33,775 | SH | SOLE | 0 | 0 | 33,775 | ||
Monster Beverage Corp. | Common Stock | 611740101 | 1,986 | 28,600 | SH | SOLE | 0 | 0 | 28,600 | ||
New York Community Capital Trust V | PUBLIC | 64944P307 | 12,152 | 249,525 | SH | SOLE | 0 | 0 | 249,525 | ||
Newmont Mining Corp 1.625% 7/15/17 | US DOMESTIC | 651639AJ5 | 13,264 | 12,535,510 | SH | SOLE | 0 | 0 | 12,535,510 | ||
Nextera Energy | PUBLIC | 65339F887 | 7,476 | 121,905 | SH | SOLE | 0 | 0 | 121,905 | ||
Novellus Systems 2.625% 5/15/41 | US DOMESTIC | 670008AD3 | 11,779 | 6,900,861 | SH | SOLE | 0 | 0 | 6,900,861 | ||
Priceline.com Inc | Common Stock | 741503403 | 3,987 | 3,345 | SH | SOLE | 0 | 0 | 3,345 | ||
Priceline.com Inc 1.25% 3/15/15 | US DOMESTIC | 741503AN6 | 22,496 | 5,749,816 | SH | SOLE | 0 | 0 | 5,749,816 | ||
Priceline.Com Inc 1.00% 3/15/18 | US DOMESTIC | 741503AQ9 | 12,600 | 8,900,794 | SH | SOLE | 0 | 0 | 8,900,794 | ||
Prologis LP 3.25% 3/15/15 | US DOMESTIC | 74340XAT8 | 10,344 | 8,840,901 | SH | SOLE | 0 | 0 | 8,840,901 | ||
RPM International Inc 2.25% 12/15/20 | US DOMESTIC | 749685AT0 | 4,166 | 3,595,591 | SH | SOLE | 0 | 0 | 3,595,591 | ||
Charles Schwab Corp/The | Common Stock | 808513105 | 3,112 | 113,875 | SH | SOLE | 0 | 0 | 113,875 | ||
Splunk Inc | Common Stock | 848637104 | 1,809 | 25,300 | SH | SOLE | 0 | 0 | 25,300 | ||
Stanley Black & Decker I Pfd 4.75% 11/17/15 | PUBLIC | 854502309 | 8,915 | 69,935 | SH | SOLE | 0 | 0 | 69,935 | ||
Stanley Black And Decker Preferred | PUBLIC | 854502804 | 4,290 | 39,745 | SH | SOLE | 0 | 0 | 39,745 | ||
TE Connectivity Ltd | Common Stock | H84989104 | 22,106 | 367,150 | SH | SOLE | 0 | 0 | 367,150 | ||
Teva Pharm Finance Co LLC 0.25% 2/1/26 | US DOMESTIC | 88163VAE9 | 15,095 | 11,891,902 | SH | SOLE | 0 | 0 | 11,891,902 | ||
Tractor Supply Co | Common Stock | 892356106 | 2,687 | 38,050 | SH | SOLE | 0 | 0 | 38,050 | ||
Twenty-First Century Fox A | Common Stock | 90130A101 | 2,474 | 77,375 | SH | SOLE | 0 | 0 | 77,375 | ||
United Technologies Corp Pfd 8/1/15 | PUBLIC | 913017117 | 18,807 | 282,520 | SH | SOLE | 0 | 0 | 282,520 | ||
Visa Inc | Common Stock | 92826C839 | 3,670 | 17,000 | SH | SOLE | 0 | 0 | 17,000 | ||
VMware Inc | Common Stock | 928563402 | 2,198 | 20,350 | SH | SOLE | 0 | 0 | 20,350 | ||
Wellpoint Inc 2.75% 10/15/42 | US DOMESTIC | 94973VBG1 | 25,777 | 17,632,633 | SH | SOLE | 0 | 0 | 17,632,633 | ||
Wells Fargo & Co | PUBLIC | 949746804 | 28,190 | 24,032 | SH | SOLE | 0 | 0 | 24,032 | ||
Xilinx Inc 2.625% 6/15/17 | US DOMESTIC | 983919AF8 | 21,712 | 11,579,537 | SH | SOLE | 0 | 0 | 11,579,537 | ||
Adobe Systems Inc | Common Stock | 00724F101 | 3,208 | 48,800 | SH | SOLE | 0 | 0 | 48,800 | ||
Affiliated Managers Group Inc | Common Stock | 008252108 | 3,143 | 15,710 | SH | SOLE | 0 | 0 | 15,710 | ||
Alexion Pharmaceuticals Inc | Common Stock | 015351109 | 2,255 | 14,825 | SH | SOLE | 0 | 0 | 14,825 | ||
Allegheny Technologies 4.25% 6/1/14 | US DOMESTIC | 01741RAD4 | 5,356 | 5,247,845 | SH | SOLE | 0 | 0 | 5,247,845 | ||
Alliance Data Systems Corp | Common Stock | 018581108 | 3,188 | 11,700 | SH | SOLE | 0 | 0 | 11,700 | ||
Amazon.com Inc | Common Stock | 023135106 | 3,973 | 11,805 | SH | SOLE | 0 | 0 | 11,805 | ||
Amg Capital Trust II Pfd 5.15% 10/15/37 | PUBLIC | 00170F209 | 7,122 | 112,374 | SH | SOLE | 0 | 0 | 112,374 | ||
Biogen Idec Inc | Common Stock | 09062X103 | 3,322 | 10,860 | SH | SOLE | 0 | 0 | 10,860 | ||
ABM Industries Inc | Common Stock | 000957100 | 2,233 | 77,700 | SH | SOLE | 0 | 0 | 77,700 | ||
Airtran Holdings Inc 5.25% 11/1/16 | US DOMESTIC | 00949PAD0 | 19,494 | 10,041,896 | SH | SOLE | 0 | 0 | 10,041,896 | ||
Alere Inc | Common Stock | 01449J105 | 1,175 | 34,200 | SH | SOLE | 0 | 0 | 34,200 | ||
Alexandria Real Estate Equities Inc | REIT | 015271109 | 18,330 | 252,623 | SH | SOLE | 0 | 0 | 252,623 | ||
Alleghany Corp | Common Stock | 017175100 | 16,377 | 40,200 | SH | SOLE | 0 | 0 | 40,200 | ||
Allete Inc | Common Stock | 018522300 | 1,599 | 30,500 | SH | SOLE | 0 | 0 | 30,500 | ||
Alliant Energy Corp | Common Stock | 018802108 | 16,552 | 291,350 | SH | SOLE | 0 | 0 | 291,350 | ||
Allison Transmission Holdings Inc | Common Stock | 01973R101 | 22,340 | 746,150 | SH | SOLE | 0 | 0 | 746,150 | ||
Altra Industrial Motion Corp | Common Stock | 02208R106 | 1,078 | 30,200 | SH | SOLE | 0 | 0 | 30,200 | ||
Alza Corp 0.00% 7/28/20 | US DOMESTIC | 02261WAB5 | 18,760 | 13,896,000 | SH | SOLE | 0 | 0 | 13,896,000 | ||
American Financial Group Inc/OH | Common Stock | 025932104 | 1,414 | 24,500 | SH | SOLE | 0 | 0 | 24,500 | ||
Amerisafe Inc | Common Stock | 03071H100 | 1,120 | 25,500 | SH | SOLE | 0 | 0 | 25,500 | ||
Analog Devices Inc | Common Stock | 032654105 | 20,645 | 388,500 | SH | SOLE | 0 | 0 | 388,500 | ||
Analogic Corp | Common Stock | 032657207 | 1,330 | 16,200 | SH | SOLE | 0 | 0 | 16,200 | ||
Anixter International Inc | Common Stock | 035290105 | 2,061 | 20,300 | SH | SOLE | 0 | 0 | 20,300 | ||
Ann Inc | Common Stock | 035623107 | 1,365 | 32,900 | SH | SOLE | 0 | 0 | 32,900 | ||
Ares Capital Corp 5.125% 6/1/16 | GLOBAL | 04010LAD5 | 12,871 | 11,986,722 | SH | SOLE | 0 | 0 | 11,986,722 | ||
Argo Group International Holdings Ltd | Common Stock | G0464B107 | 1,230 | 26,800 | SH | SOLE | 0 | 0 | 26,800 | ||
Associated Banc-Corp | Common Stock | 045487105 | 2,711 | 150,100 | SH | SOLE | 0 | 0 | 150,100 | ||
Astec Industries Inc | Common Stock | 046224101 | 1,734 | 39,500 | SH | SOLE | 0 | 0 | 39,500 | ||
Atmos Energy Corp | Common Stock | 049560105 | 18,256 | 387,350 | SH | SOLE | 0 | 0 | 387,350 | ||
Autoliv Inc | Common Stock | 052800109 | 16,548 | 164,900 | SH | SOLE | 0 | 0 | 164,900 | ||
Avery Dennison Corp | Common Stock | 053611109 | 20,668 | 407,900 | SH | SOLE | 0 | 0 | 407,900 | ||
Avnet Inc | Common Stock | 053807103 | 17,798 | 382,500 | SH | SOLE | 0 | 0 | 382,500 | ||
Bank Of America Corp Pfd 7.25% 12/31/49 | PUBLIC | 060505682 | 8,774 | 7,668 | SH | SOLE | 0 | 0 | 7,668 | ||
Barnes Group Inc | Common Stock | 067806109 | 1,446 | 37,600 | SH | SOLE | 0 | 0 | 37,600 | ||
Becton Dickinson and Co | Common Stock | 075887109 | 19,734 | 168,550 | SH | SOLE | 0 | 0 | 168,550 | ||
Bemis Co Inc | Common Stock | 081437105 | 18,925 | 482,300 | SH | SOLE | 0 | 0 | 482,300 | ||
Blackrock 5.50% 2/15/18 | US DOMESTIC | 092533AB4 | 4,172 | 4,011,929 | SH | SOLE | 0 | 0 | 4,011,929 | ||
Broadridge Financial Solutions Inc | Common Stock | 11133T103 | 17,857 | 480,800 | SH | SOLE | 0 | 0 | 480,800 | ||
Brown Shoe Co Inc | Common Stock | 115736100 | 791 | 29,800 | SH | SOLE | 0 | 0 | 29,800 | ||
Brunswick Corp/DE | Common Stock | 117043109 | 1,155 | 25,500 | SH | SOLE | 0 | 0 | 25,500 | ||
C&J Energy Services Inc | Common Stock | 12467B304 | 1,289 | 44,200 | SH | SOLE | 0 | 0 | 44,200 | ||
Cabot Corp | Common Stock | 127055101 | 2,268 | 38,400 | SH | SOLE | 0 | 0 | 38,400 | ||
Calgon Carbon Corp | Common Stock | 129603106 | 1,220 | 55,900 | SH | SOLE | 0 | 0 | 55,900 | ||
Callaway Golf Co | Common Stock | 131193104 | 1,135 | 111,100 | SH | SOLE | 0 | 0 | 111,100 | ||
Carefusion Corp | Common Stock | 14170T101 | 21,484 | 534,150 | SH | SOLE | 0 | 0 | 534,150 | ||
Carlisle Cos Inc | Common Stock | 142339100 | 2,182 | 27,500 | SH | SOLE | 0 | 0 | 27,500 | ||
Casey's General Stores Inc | Common Stock | 147528103 | 13,707 | 202,800 | SH | SOLE | 0 | 0 | 202,800 | ||
Celadon Group Inc | Common Stock | 150838100 | 515 | 21,431 | SH | SOLE | 0 | 0 | 21,431 | ||
Charles River Laboratories International Inc | Common Stock | 159864107 | 1,708 | 28,300 | SH | SOLE | 0 | 0 | 28,300 | ||
Cheesecake Factory Inc/The | Common Stock | 163072101 | 1,186 | 24,900 | SH | SOLE | 0 | 0 | 24,900 | ||
Chico's FAS Inc | Common Stock | 168615102 | 16,555 | 1,032,750 | SH | SOLE | 0 | 0 | 1,032,750 | ||
Chubb Corp | Common Stock | 171232101 | 14,949 | 167,400 | SH | SOLE | 0 | 0 | 167,400 | ||
Cimarex Energy Co | Common Stock | 171798101 | 11,458 | 96,200 | SH | SOLE | 0 | 0 | 96,200 | ||
Cintas Corp | Common Stock | 172908105 | 18,428 | 309,150 | SH | SOLE | 0 | 0 | 309,150 | ||
City National Corp/CA | Common Stock | 178566105 | 11,257 | 143,000 | SH | SOLE | 0 | 0 | 143,000 | ||
Clean Harbors Inc | Common Stock | 184496107 | 10,416 | 190,100 | SH | SOLE | 0 | 0 | 190,100 | ||
Cloud Peak Energy Inc | Common Stock | 18911Q102 | 858 | 40,600 | SH | SOLE | 0 | 0 | 40,600 | ||
Columbia Banking System Inc | Common Stock | 197236102 | 2,207 | 77,400 | SH | SOLE | 0 | 0 | 77,400 | ||
Comfort Systems USA Inc | Common Stock | 199908104 | 747 | 49,000 | SH | SOLE | 0 | 0 | 49,000 | ||
Conmed Corp | Common Stock | 207410101 | 878 | 20,200 | SH | SOLE | 0 | 0 | 20,200 | ||
Cullen/Frost Bankers Inc | Common Stock | 229899109 | 17,301 | 223,150 | SH | SOLE | 0 | 0 | 223,150 | ||
Dana Holding Corp | Common Stock | 235825205 | 2,171 | 93,300 | SH | SOLE | 0 | 0 | 93,300 | ||
Devon Energy Corp | Common Stock | 25179M103 | 25,102 | 375,050 | SH | SOLE | 0 | 0 | 375,050 | ||
Devry Education Group Inc | Common Stock | 251893103 | 1,365 | 32,200 | SH | SOLE | 0 | 0 | 32,200 | ||
Diebold Inc | Common Stock | 253651103 | 2,250 | 56,400 | SH | SOLE | 0 | 0 | 56,400 | ||
Digital Realty 5.50% 4/15/29 | PRIV PLACEMENT | 25389JAC0 | 3,459 | 2,533,186 | SH | SOLE | 0 | 0 | 2,533,186 | ||
Dominion Resources Inc | PUBLIC | 25746U703 | 7,128 | 123,963 | SH | SOLE | 0 | 0 | 123,963 | ||
Dominion Resources Inc 2.125% 12/15/23 | US DOMESTIC | 25746UAT6 | 7,651 | 3,635,778 | SH | SOLE | 0 | 0 | 3,635,778 | ||
Dover Corp | Common Stock | 260003108 | 11,674 | 142,801 | SH | SOLE | 0 | 0 | 142,801 | ||
Drew Industries Inc | Common Stock | 26168L205 | 287 | 5,300 | SH | SOLE | 0 | 0 | 5,300 | ||
El Paso Electric Co | Common Stock | 283677854 | 1,644 | 46,000 | SH | SOLE | 0 | 0 | 46,000 | ||
EMCOR Group Inc | Common Stock | 29084Q100 | 2,718 | 58,100 | SH | SOLE | 0 | 0 | 58,100 | ||
Encore Wire Corp | Common Stock | 292562105 | 1,596 | 32,900 | SH | SOLE | 0 | 0 | 32,900 | ||
Endurance Specialty Holdings Ltd | Common Stock | G30397106 | 1,879 | 34,900 | SH | SOLE | 0 | 0 | 34,900 | ||
Energen Corp | Common Stock | 29265N108 | 14,355 | 177,634 | SH | SOLE | 0 | 0 | 177,634 | ||
Entegris Inc | Common Stock | 29362U104 | 1,911 | 157,800 | SH | SOLE | 0 | 0 | 157,800 | ||
Entertainment One | Common Stock | 29382B102 | 2,786 | 506,468 | SH | SOLE | 0 | 0 | 506,468 | ||
Esterline Technologies Corp | Common Stock | 297425100 | 1,492 | 14,000 | SH | SOLE | 0 | 0 | 14,000 | ||
Fairchild Semiconductor International Inc | Common Stock | 303726103 | 1,656 | 120,065 | SH | SOLE | 0 | 0 | 120,065 | ||
Fannie Mae Grantor Trust 7.50% 7/25/41 | Agncy CMO Other | 31359SR69 | 528 | 444,308 | SH | SOLE | 0 | 0 | 444,308 | ||
Federal Home Loan Mortgage Corp 4.50% 10/1/33 | MBS 30yr | 31296N6S1 | 438 | 409,692 | SH | SOLE | 0 | 0 | 409,692 | ||
Federal Home Loan Mortgage Corp 4.50% 12/1/39 | MBS 30yr | 312938KQ5 | 1,310 | 1,225,593 | SH | SOLE | 0 | 0 | 1,225,593 | ||
Federal Home Loan Mortgage Corp 5.00% 5/1/34 | MBS 30yr | 31292JBG4 | 150 | 137,318 | SH | SOLE | 0 | 0 | 137,318 | ||
Federal Home Loan Mortgage Corp 5.00% 8/1/33 | MBS 30yr | 31296MGB9 | 404 | 365,342 | SH | SOLE | 0 | 0 | 365,342 | ||
Federal Home Loan Mortgage Corp 5.50% 10/1/17 | MBS 15yr | 3128GWCK2 | 7 | 6,235 | SH | SOLE | 0 | 0 | 6,235 | ||
Federal Home Loan Mortgage Corp 5.50% 10/1/17 | MBS 15yr | 3128GWEE4 | 8 | 7,626 | SH | SOLE | 0 | 0 | 7,626 | ||
Federal Home Loan Mortgage Corp 5.50% 10/1/35 | MBS 30yr | 3128MJCY4 | 140 | 126,420 | SH | SOLE | 0 | 0 | 126,420 | ||
Federal Home Loan Mortgage Corp 5.50% 10/1/36 | MBS 30yr | 3128LXTD2 | 10 | 8,851 | SH | SOLE | 0 | 0 | 8,851 | ||
Federal Home Loan Mortgage Corp 5.50% 7/1/20 | MBS 15yr | 31283K4G0 | 155 | 142,272 | SH | SOLE | 0 | 0 | 142,272 | ||
Federal Home Loan Mortgage Corp 6.00% 12/1/31 | MBS 30yr | 31287L4D1 | 28 | 25,303 | SH | SOLE | 0 | 0 | 25,303 | ||
Federal Home Loan Mortgage Corp 6.00% 2/1/32 | MBS 30yr | 31287PC84 | 46 | 41,219 | SH | SOLE | 0 | 0 | 41,219 | ||
Federal Home Loan Mortgage Corp 6.00% 4/1/26 | MBS 30yr | 3128FBJ63 | 15 | 13,086 | SH | SOLE | 0 | 0 | 13,086 | ||
Federal Home Loan Mortgage Corp 6.00% 4/1/28 | MBS 30yr | 31292GU53 | 14 | 12,522 | SH | SOLE | 0 | 0 | 12,522 | ||
Federal Home Loan Mortgage Corp 6.00% 4/1/37 | MBS 30yr | 3128M4RD7 | 287 | 256,777 | SH | SOLE | 0 | 0 | 256,777 | ||
Federal Home Loan Mortgage Corp 6.00% 5/1/29 | MBS 30yr | 31283HEG6 | 23 | 20,123 | SH | SOLE | 0 | 0 | 20,123 | ||
Federal Home Loan Mortgage Corp 6.00% 5/1/33 | MBS 30yr | 31288JT71 | 958 | 848,730 | SH | SOLE | 0 | 0 | 848,730 | ||
Federal Home Loan Mortgage Corp 6.00% 6/1/34 | MBS 30yr | 31297A3B8 | 423 | 373,551 | SH | SOLE | 0 | 0 | 373,551 | ||
Federal Home Loan Mortgage Corp 6.00% 8/1/32 | MBS Other | 31281AD74 | 70 | 62,995 | SH | SOLE | 0 | 0 | 62,995 | ||
Federal Home Loan Mortgage Corp 6.50% 1/1/29 | MBS 30yr | 31292GX68 | 29 | 25,655 | SH | SOLE | 0 | 0 | 25,655 | ||
Federal Home Loan Mortgage Corp 6.50% 12/1/32 | MBS 30yr | 31283H6C4 | 111 | 98,074 | SH | SOLE | 0 | 0 | 98,074 | ||
Federal Home Loan Mortgage Corp 6.50% 12/1/33 | MBS 30yr | 3128M5CD0 | 357 | 314,244 | SH | SOLE | 0 | 0 | 314,244 | ||
Federal Home Loan Mortgage Corp 6.50% 5/1/26 | MBS 30yr | 31335GNP6 | 23 | 20,233 | SH | SOLE | 0 | 0 | 20,233 | ||
Federal Home Loan Mortgage Corp 6.50% 7/1/28 | MBS 30yr | 31292GWN2 | 13 | 11,427 | SH | SOLE | 0 | 0 | 11,427 | ||
Federal Home Loan Mortgage Corp 6.50% 7/1/32 | MBS 30yr | 31287U4M1 | 251 | 223,360 | SH | SOLE | 0 | 0 | 223,360 | ||
Federal Home Loan Mortgage Corp 7.00% 1/1/33 | MBS 30yr | 3128K6NM8 | 102 | 89,066 | SH | SOLE | 0 | 0 | 89,066 | ||
Federal Home Loan Mortgage Corp 7.00% 10/1/29 | MBS 30yr | 31293XP51 | 3 | 2,572 | SH | SOLE | 0 | 0 | 2,572 | ||
Federal Home Loan Mortgage Corp 7.00% 11/1/28 | MBS 30yr | 31292GXF8 | 6 | 5,114 | SH | SOLE | 0 | 0 | 5,114 | ||
Federal Home Loan Mortgage Corp 7.00% 7/1/29 | MBS 30yr | 31293TFE2 | 18 | 15,752 | SH | SOLE | 0 | 0 | 15,752 | ||
Federal Home Loan Mortgage Corp 7.00% 9/1/30 | MBS 30yr | 31298EYZ2 | 27 | 24,108 | SH | SOLE | 0 | 0 | 24,108 | ||
Federal Home Loan Mortgage Corp 7.50% 12/15/36 | Agncy CMO Other | 3137A0YK5 | 909 | 750,044 | SH | SOLE | 0 | 0 | 750,044 | ||
Federal Home Loan Mortgage Corp 7.50% 4/25/24 | Agncy CMO Other | 3133T46G6 | 1,480 | 1,299,052 | SH | SOLE | 0 | 0 | 1,299,052 | ||
Federal Home Loan Mortgage Corp 8.00% 10/17/29 | MBS Other | 31335PNL5 | 2,269 | 1,843,119 | SH | SOLE | 0 | 0 | 1,843,119 | ||
Federal Home Loan Mortgage Corp 8.00% 2/1/34 | MBS 30yr | 3128M85V2 | 1,551 | 1,283,596 | SH | SOLE | 0 | 0 | 1,283,596 | ||
Federal Home Loan Mortgage Corp 8.00% 3/1/17 | MBS 30yr | 313401XK2 | 12 | 11,224 | SH | SOLE | 0 | 0 | 11,224 | ||
Federal Home Loan Mortgage Corp 8.00% 4/1/17 | MBS 30yr | 313401XQ9 | 12 | 11,381 | SH | SOLE | 0 | 0 | 11,381 | ||
Federal Home Loan Mortgage Corp 8.00% 6/1/17 | MBS 30yr | 31290LDA2 | 69 | 65,193 | SH | SOLE | 0 | 0 | 65,193 | ||
Federal Home Loan Mortgage Corp 8.00% 6/1/30 | MBS 30yr | 31288GY89 | 19 | 18,663 | SH | SOLE | 0 | 0 | 18,663 | ||
Federal Home Loan Mortgage Corp 8.00% 7/1/29 | MBS 30yr | 31283HJE6 | 315 | 252,974 | SH | SOLE | 0 | 0 | 252,974 | ||
Federal Home Loan Mortgage Corp 9.00% 12/25/18 | MBS Other | 31335PNA9 | 2,555 | 2,414,721 | SH | SOLE | 0 | 0 | 2,414,721 | ||
Federal Home Loan Mortgage Corp 9.50% 8/1/21 | MBS 30yr | 313960XS0 | 2 | 2,390 | SH | SOLE | 0 | 0 | 2,390 | ||
Federal National Mortgage Association 10.00% 10/1/17 | MBS 30yr | 313614SD2 | 0 | 32 | SH | SOLE | 0 | 0 | 32 | ||
Federal National Mortgage Association 10.00% 8/1/17 | MBS 30yr | 313614RX9 | 0 | 35 | SH | SOLE | 0 | 0 | 35 | ||
Federal National Mortgage Association 5.00% 11/1/33 | MBS 30yr | 31403BQJ5 | 694 | 627,043 | SH | SOLE | 0 | 0 | 627,043 | ||
Federal National Mortgage Association 5.00% 6/1/34 | MBS 30yr | 31403CXJ5 | 233 | 213,795 | SH | SOLE | 0 | 0 | 213,795 | ||
Federal National Mortgage Association 5.00% 9/1/24 | MBS 15yr | 31412QJZ3 | 1,196 | 1,104,813 | SH | SOLE | 0 | 0 | 1,104,813 | ||
Federal National Mortgage Association 5.50% 4/1/33 | MBS 30yr | 31385W4Z9 | 1,648 | 1,465,864 | SH | SOLE | 0 | 0 | 1,465,864 | ||
Federal National Mortgage Association 5.50% 7/1/33 | MBS 30yr | 31385XJW8 | 591 | 531,902 | SH | SOLE | 0 | 0 | 531,902 | ||
Federal National Mortgage Association 5.50% 7/1/33 | MBS 30yr | 31402ACV6 | 180 | 160,241 | SH | SOLE | 0 | 0 | 160,241 | ||
Federal National Mortgage Association 6.00% 2/1/33 | MBS 30yr | 31400A2X5 | 203 | 182,764 | SH | SOLE | 0 | 0 | 182,764 | ||
Federal National Mortgage Association 6.00% 5/1/29 | MBS 30yr | 31382YR83 | 105 | 92,613 | SH | SOLE | 0 | 0 | 92,613 | ||
Federal National Mortgage Association 6.00% 5/1/37 | MBS 30yr | 31411X4G7 | 149 | 133,718 | SH | SOLE | 0 | 0 | 133,718 | ||
Federal National Mortgage Association 6.00% 7/1/31 | MBS Other | 31376JV97 | 76 | 68,721 | SH | SOLE | 0 | 0 | 68,721 | ||
Federal National Mortgage Association 6.00% 9/1/29 | MBS 30yr | 31374TYW3 | 31 | 27,430 | SH | SOLE | 0 | 0 | 27,430 | ||
Federal National Mortgage Association 6.00% 9/1/32 | MBS 30yr | 31376JZ44 | 127 | 112,854 | SH | SOLE | 0 | 0 | 112,854 | ||
Federal National Mortgage Association 6.00% 9/1/32 | MBS 30yr | 31390MHY3 | 239 | 211,777 | SH | SOLE | 0 | 0 | 211,777 | ||
Federal National Mortgage Association 6.00% 9/1/35 | MBS 30yr | 31376KTH9 | 489 | 436,793 | SH | SOLE | 0 | 0 | 436,793 | ||
Federal National Mortgage Association 6.00% 9/1/35 | MBS 30yr | 31402RRR2 | 457 | 406,918 | SH | SOLE | 0 | 0 | 406,918 | ||
Federal National Mortgage Association 6.00% 9/1/36 | MBS 30yr | 31407JBG6 | 690 | 617,780 | SH | SOLE | 0 | 0 | 617,780 | ||
Federal National Mortgage Association 6.5% 4/1/32 | MBS 30yr | 31385JEL8 | 451 | 396,129 | SH | SOLE | 0 | 0 | 396,129 | ||
Federal National Mortgage Association 6.50% 1/1/32 | MBS 30yr | 31389BAB7 | 7 | 6,012 | SH | SOLE | 0 | 0 | 6,012 | ||
Federal National Mortgage Association 6.50% 10/1/32 | MBS 30yr | 31390HRT4 | 12 | 10,362 | SH | SOLE | 0 | 0 | 10,362 | ||
Federal National Mortgage Association 6.50% 10/1/36 | MBS 30yr | 31410QBK6 | 71 | 62,760 | SH | SOLE | 0 | 0 | 62,760 | ||
Federal National Mortgage Association 6.50% 11/1/36 | MBS 30yr | 31411CD40 | 20 | 17,444 | SH | SOLE | 0 | 0 | 17,444 | ||
Federal National Mortgage Association 6.50% 4/1/32 | MBS 30yr | 31388XTE4 | 8 | 6,725 | SH | SOLE | 0 | 0 | 6,725 | ||
Federal National Mortgage Association 6.50% 4/1/37 | MBS 30yr | 31411UPM7 | 13 | 11,702 | SH | SOLE | 0 | 0 | 11,702 | ||
Federal National Mortgage Association 6.50% 7/1/17 | MBS 15yr | 31371KQ20 | 39 | 36,384 | SH | SOLE | 0 | 0 | 36,384 | ||
Federal National Mortgage Association 6.50% 7/18/28 | Agncy CMO Other | 31359T3Y2 | 319 | 279,818 | SH | SOLE | 0 | 0 | 279,818 | ||
Federal National Mortgage Association 6.50% 8/1/36 | MBS 30yr | 31403DRY7 | 131 | 116,117 | SH | SOLE | 0 | 0 | 116,117 | ||
Federal National Mortgage Association 6.50% 9/1/28 | MBS 30yr | 31371GZ86 | 11 | 10,014 | SH | SOLE | 0 | 0 | 10,014 | ||
Federal National Mortgage Association 6.50% 9/1/28 | MBS 30yr | 31380PJE0 | 27 | 23,851 | SH | SOLE | 0 | 0 | 23,851 | ||
Federal National Mortgage Association 7.00% 10/1/26 | MBS 30yr | 31374TVC0 | 25 | 22,399 | SH | SOLE | 0 | 0 | 22,399 | ||
Federal National Mortgage Association 7.00% 12/1/27 | MBS 30yr | 31378JGT8 | 4 | 3,900 | SH | SOLE | 0 | 0 | 3,900 | ||
Federal National Mortgage Association 7.00% 12/1/37 | MBS 30yr | 31412MBE7 | 12 | 11,486 | SH | SOLE | 0 | 0 | 11,486 | ||
Federal National Mortgage Association 7.00% 2/1/25 | MBS 30yr | 31373T3L2 | 452 | 402,111 | SH | SOLE | 0 | 0 | 402,111 | ||
Federal National Mortgage Association 7.00% 5/1/22 | MBS 20yr | 31371KQF1 | 54 | 48,502 | SH | SOLE | 0 | 0 | 48,502 | ||
Federal National Mortgage Association 7.50% 10/1/32 | MBS 30yr | 31410LHZ8 | 1,747 | 1,458,628 | SH | SOLE | 0 | 0 | 1,458,628 | ||
Federal National Mortgage Association 7.50% 12/1/28 | MBS 30yr | 31374TKE8 | 129 | 114,110 | SH | SOLE | 0 | 0 | 114,110 | ||
Federal National Mortgage Association 7.50% 2/20/30 | Agncy CMO Z | 31359XYK9 | 123 | 103,892 | SH | SOLE | 0 | 0 | 103,892 | ||
Federal National Mortgage Association 7.50% 4/1/20 | MBS 20yr | 31384VTA0 | 419 | 377,201 | SH | SOLE | 0 | 0 | 377,201 | ||
Federal National Mortgage Association 7.50% 5/1/29 | MBS 30yr | 31382ULZ7 | 2 | 2,180 | SH | SOLE | 0 | 0 | 2,180 | ||
Federal National Mortgage Association 7.50% 8/1/29 | MBS 30yr | 31383PLM6 | 133 | 114,527 | SH | SOLE | 0 | 0 | 114,527 | ||
Federal National Mortgage Association 7.50% 8/1/37 | MBS 30yr | 31418MJP8 | 947 | 800,616 | SH | SOLE | 0 | 0 | 800,616 | ||
Federal National Mortgage Association 8.00% 11/1/19 | MBS 20yr | 31384G4N2 | 31 | 28,134 | SH | SOLE | 0 | 0 | 28,134 | ||
Federal National Mortgage Association 8.00% 12/1/36 | MBS 30yr | 3138EGM50 | 573 | 472,932 | SH | SOLE | 0 | 0 | 472,932 | ||
Federal National Mortgage Association 8.00% 3/1/30 | MBS 30yr | 31384VZE5 | 6 | 4,898 | SH | SOLE | 0 | 0 | 4,898 | ||
Federal National Mortgage Association 8.00% 4/1/27 | MBS 30yr | 31384AB64 | 54 | 51,803 | SH | SOLE | 0 | 0 | 51,803 | ||
Federal National Mortgage Association 8.00% 5/1/32 | MBS 30yr | 31410LH39 | 1,200 | 1,002,206 | SH | SOLE | 0 | 0 | 1,002,206 | ||
Federal National Mortgage Association 8.00% 9/1/30 | MBS 30yr | 31384WMW7 | 542 | 458,639 | SH | SOLE | 0 | 0 | 458,639 | ||
Federal National Mortgage Association 8.50% 10/1/32 | MBS 30yr | 31418MJT0 | 789 | 641,923 | SH | SOLE | 0 | 0 | 641,923 | ||
Federal National Mortgage Association 8.50% 11/1/17 | MBS 30yr | 31379RFA1 | 0 | 432 | SH | SOLE | 0 | 0 | 432 | ||
Federal National Mortgage Association 8.50% 12/1/24 | MBS 30yr | 31373TUF5 | 443 | 384,501 | SH | SOLE | 0 | 0 | 384,501 | ||
Federal National Mortgage Association 9.25% 3/25/18 | Agncy CMO Z | 313602BE3 | 9 | 7,988 | SH | SOLE | 0 | 0 | 7,988 | ||
Federal National Mortgage Association 9.50% 4/1/30 | MBS 30yr | 31384WAH3 | 690 | 588,702 | SH | SOLE | 0 | 0 | 588,702 | ||
Federal National Mortgage Associaton VRN 8/25/33 | Agncy CMO Other | 31393UAN3 | 497 | 415,545 | SH | SOLE | 0 | 0 | 415,545 | ||
Fidelity National Information Services Inc | Common Stock | 31620M106 | 17,879 | 334,500 | SH | SOLE | 0 | 0 | 334,500 | ||
Fifth Third Bancorp | Common Stock | 316773100 | 18,891 | 823,150 | SH | SOLE | 0 | 0 | 823,150 | ||
Fluor Corp 1.50% 2/15/24 | US DOMESTIC | 343412AA0 | 12,177 | 4,317,933 | SH | SOLE | 0 | 0 | 4,317,933 | ||
FNB Corp/PA | Common Stock | 302520101 | 1,131 | 84,400 | SH | SOLE | 0 | 0 | 84,400 | ||
Forward Air Corp | Common Stock | 349853101 | 1,236 | 26,800 | SH | SOLE | 0 | 0 | 26,800 | ||
Gannett Co Inc | Common Stock | 364730101 | 12,982 | 470,350 | SH | SOLE | 0 | 0 | 470,350 | ||
GATX Corp | Common Stock | 361448103 | 1,602 | 23,600 | SH | SOLE | 0 | 0 | 23,600 | ||
Government National Mortgage Association 5.00% 10/15/34 | MBS 30yr | 36241KMA3 | 299 | 270,563 | SH | SOLE | 0 | 0 | 270,563 | ||
Government National Mortgage Association 5.00% 7/15/33 | MBS 30yr | 36213FWS8 | 623 | 564,580 | SH | SOLE | 0 | 0 | 564,580 | ||
Government National Mortgage Association 5.20% 10/15/29 | MBS 30yr | 36241LK70 | 324 | 295,606 | SH | SOLE | 0 | 0 | 295,606 | ||
Government National Mortgage Association 5.50% 1/15/35 | MBS 30yr | 36241KB72 | 641 | 572,014 | SH | SOLE | 0 | 0 | 572,014 | ||
Government National Mortgage Association 6.00% 2/15/37 | MBS 30yr | 3622A2C91 | 1,091 | 947,513 | SH | SOLE | 0 | 0 | 947,513 | ||
Government National Mortgage Association 6.50% 12/15/38 | MBS 30yr | 36241KYF9 | 205 | 179,844 | SH | SOLE | 0 | 0 | 179,844 | ||
Government National Mortgage Association 6.50% 9/15/29 | MBS 30yr | 36225BKX5 | 22 | 19,090 | SH | SOLE | 0 | 0 | 19,090 | ||
Government National Mortgage Association 7.00% 1/15/39 | MBS 30yr | 3622A2AC6 | 874 | 738,538 | SH | SOLE | 0 | 0 | 738,538 | ||
Government National Mortgage Association 7.00% 12/15/32 | MBS 30yr | 36241LFA9 | 1,331 | 1,128,478 | SH | SOLE | 0 | 0 | 1,128,478 | ||
Government National Mortgage Association 7.00% 3/15/32 | MBS 30yr | 36241KJG4 | 877 | 742,120 | SH | SOLE | 0 | 0 | 742,120 | ||
Government National Mortgage Association 7.00% 6/15/36 | MBS 30yr | 3622A2ET5 | 26 | 22,233 | SH | SOLE | 0 | 0 | 22,233 | ||
Government National Mortgage Association 7.00% 7/15/35 | MBS 30yr | 36241LMJ2 | 78 | 66,574 | SH | SOLE | 0 | 0 | 66,574 | ||
Government National Mortgage Association 8.00% 10/15/27 | MBS 30yr | 36225BFG8 | 1,848 | 1,528,643 | SH | SOLE | 0 | 0 | 1,528,643 | ||
Government National Mortgage Association II 5.50% 2/20/40 | MBS 30yr | 36202FEK8 | 570 | 509,529 | SH | SOLE | 0 | 0 | 509,529 | ||
Government National Mortgage Association II 7.00% 11/20/31 | MBS 30yr | 36202DQP9 | 19 | 15,649 | SH | SOLE | 0 | 0 | 15,649 | ||
Government National Mortgage Association II 7.00% 12/20/27 | MBS 30yr | 36202CYT4 | 764 | 646,116 | SH | SOLE | 0 | 0 | 646,116 | ||
Government National Mortgage Association II 7.00% 4/20/32 | MBS 30yr | 36225BSV1 | 770 | 649,689 | SH | SOLE | 0 | 0 | 649,689 | ||
Government National Mortgage Association II 7.00% 9/20/27 | MBS 30yr | 36202CXL2 | 526 | 464,444 | SH | SOLE | 0 | 0 | 464,444 | ||
Government National Mortgage Association VRN 9/20/30 | Agncy CMO Other | 38378PQJ0 | 670 | 588,631 | SH | SOLE | 0 | 0 | 588,631 | ||
Granite Construction Inc | Common Stock | 387328107 | 1,398 | 35,000 | SH | SOLE | 0 | 0 | 35,000 | ||
Hanover Insurance Group Inc/The | Common Stock | 410867105 | 1,401 | 22,800 | SH | SOLE | 0 | 0 | 22,800 | ||
Harley-Davidson Inc | Common Stock | 412822108 | 15,860 | 238,100 | SH | SOLE | 0 | 0 | 238,100 | ||
HB Fuller Co | Common Stock | 359694106 | 2,132 | 44,150 | SH | SOLE | 0 | 0 | 44,150 | ||
Health Care REIT Inc 3.00% 12/1/29 | US DOMESTIC | 42217KAR7 | 5,399 | 4,558,164 | SH | SOLE | 0 | 0 | 4,558,164 | ||
Helen of Troy Ltd | Common Stock | G4388N106 | 1,758 | 25,400 | SH | SOLE | 0 | 0 | 25,400 | ||
Helix Energy Solutions Group Inc | Common Stock | 42330P107 | 1,832 | 79,700 | SH | SOLE | 0 | 0 | 79,700 | ||
Helmerich & Payne Inc | Common Stock | 423452101 | 11,783 | 109,550 | SH | SOLE | 0 | 0 | 109,550 | ||
Hubbell Inc | Common Stock | 443510201 | 9,871 | 82,350 | SH | SOLE | 0 | 0 | 82,350 | ||
IBERIABANK Corp | Common Stock | 450828108 | 2,133 | 30,400 | SH | SOLE | 0 | 0 | 30,400 | ||
ICU Medical Inc | Common Stock | 44930G107 | 1,084 | 18,100 | SH | SOLE | 0 | 0 | 18,100 | ||
Independent Bank Corp | Common Stock | 453836108 | 1,957 | 49,700 | SH | SOLE | 0 | 0 | 49,700 | ||
Infinity Property & Casualty Corp | Common Stock | 45665Q103 | 1,407 | 20,800 | SH | SOLE | 0 | 0 | 20,800 | ||
Ingersoll-Rand PLC | Common Stock | G47791101 | 9,622 | 168,100 | SH | SOLE | 0 | 0 | 168,100 | ||
Ingredion Inc | Common Stock | 457187102 | 8,224 | 120,800 | SH | SOLE | 0 | 0 | 120,800 | ||
Innophos Holdings Inc | Common Stock | 45774N108 | 329 | 5,800 | SH | SOLE | 0 | 0 | 5,800 | ||
Integra LifeSciences Holdings Corp | Common Stock | 457985208 | 1,991 | 43,300 | SH | SOLE | 0 | 0 | 43,300 | ||
Integrated Device Technology Inc | Common Stock | 458118106 | 812 | 66,400 | SH | SOLE | 0 | 0 | 66,400 | ||
International Flavors & Fragrances Inc | Common Stock | 459506101 | 11,442 | 119,600 | SH | SOLE | 0 | 0 | 119,600 | ||
Invesco Ltd | Common Stock | G491BT108 | 15,309 | 413,750 | SH | SOLE | 0 | 0 | 413,750 | ||
Janus Capital Group Inc 0.75% 7/15/18 | US DOMESTIC | 47102XAH8 | 9,231 | 7,704,168 | SH | SOLE | 0 | 0 | 7,704,168 | ||
John Bean Technologies Corp | Common Stock | 477839104 | 1,264 | 40,900 | SH | SOLE | 0 | 0 | 40,900 | ||
Johnson Controls Inc | Common Stock | 478366107 | 15,329 | 323,950 | SH | SOLE | 0 | 0 | 323,950 | ||
Jones Lang LaSalle Inc | Common Stock | 48020Q107 | 25,341 | 213,850 | SH | SOLE | 0 | 0 | 213,850 | ||
Juniper Networks Inc | Common Stock | 48203R104 | 20,751 | 805,563 | SH | SOLE | 0 | 0 | 805,563 | ||
Kaiser Aluminum Corp | Common Stock | 483007704 | 1,057 | 14,800 | SH | SOLE | 0 | 0 | 14,800 | ||
Kaiser Aluminum Corp 4.50% 4/1/15 | US DOMESTIC | 483007AB6 | 5,472 | 3,628,336 | SH | SOLE | 0 | 0 | 3,628,336 | ||
Kennametal Inc | Common Stock | 489170100 | 16,553 | 373,650 | SH | SOLE | 0 | 0 | 373,650 | ||
Kla-Tencor Corp | Common Stock | 482480100 | 22,657 | 327,700 | SH | SOLE | 0 | 0 | 327,700 | ||
Korn/Ferry International | Common Stock | 500643200 | 1,530 | 51,400 | SH | SOLE | 0 | 0 | 51,400 | ||
Lakeland Financial Corp | Common Stock | 511656100 | 1,203 | 29,900 | SH | SOLE | 0 | 0 | 29,900 | ||
Lam Research Corp | Common Stock | 512807108 | 110 | 1,991 | SH | SOLE | 0 | 0 | 1,991 | ||
Lancaster Colony Corp | Common Stock | 513847103 | 1,660 | 16,700 | SH | SOLE | 0 | 0 | 16,700 | ||
LaSalle Hotel Properties | REIT | 517942108 | 2,423 | 77,400 | SH | SOLE | 0 | 0 | 77,400 | ||
La-Z-Boy Inc | Common Stock | 505336107 | 1,702 | 62,800 | SH | SOLE | 0 | 0 | 62,800 | ||
Littelfuse Inc | Common Stock | 537008104 | 1,639 | 17,500 | SH | SOLE | 0 | 0 | 17,500 | ||
MA COM Technology Solutions Holdings Inc | Common Stock | 55405Y100 | 635 | 30,900 | SH | SOLE | 0 | 0 | 30,900 | ||
Markel Corp | Common Stock | 570535104 | 20,506 | 34,400 | SH | SOLE | 0 | 0 | 34,400 | ||
Marriott International Inc/DE | Common Stock | 571903202 | 22,870 | 408,250 | SH | SOLE | 0 | 0 | 408,250 | ||
Marsh & McLennan Cos Inc | Common Stock | 571748102 | 17,832 | 361,700 | SH | SOLE | 0 | 0 | 361,700 | ||
MasTec Inc | Common Stock | 576323109 | 14,379 | 331,000 | SH | SOLE | 0 | 0 | 331,000 | ||
Mcgrath Rentcorp | Common Stock | 580589109 | 1,206 | 34,500 | SH | SOLE | 0 | 0 | 34,500 | ||
Micron Technology Inc 3.00% 11/15/43 | US DOMESTIC | 595112AY9 | 7,523 | 6,866,839 | SH | SOLE | 0 | 0 | 6,866,839 | ||
Microsemi Corp | Common Stock | 595137100 | 2,133 | 85,200 | SH | SOLE | 0 | 0 | 85,200 | ||
MicroStrategy Inc | Common Stock | 594972408 | 1,050 | 9,100 | SH | SOLE | 0 | 0 | 9,100 | ||
MKS Instruments Inc | Common Stock | 55306N104 | 2,194 | 73,400 | SH | SOLE | 0 | 0 | 73,400 | ||
Modine Manufacturing Co | Common Stock | 607828100 | 1,027 | 70,100 | SH | SOLE | 0 | 0 | 70,100 | ||
MTS Systems Corp | Common Stock | 553777103 | 486 | 7,095 | SH | SOLE | 0 | 0 | 7,095 | ||
Mueller Industries Inc | Common Stock | 624756102 | 1,931 | 64,400 | SH | SOLE | 0 | 0 | 64,400 | ||
Multi-Color Corp | Common Stock | 625383104 | 1,292 | 36,900 | SH | SOLE | 0 | 0 | 36,900 | ||
Mylan 3.75% 9/15/15 | US DOMESTIC | 628530AJ6 | 2,765 | 752,341 | SH | SOLE | 0 | 0 | 752,341 | ||
Newell Rubbermaid Inc | Common Stock | 651229106 | 1,530 | 51,180 | SH | SOLE | 0 | 0 | 51,180 | ||
Nordstrom Inc | Common Stock | 655664100 | 13,951 | 223,400 | SH | SOLE | 0 | 0 | 223,400 | ||
NorthWestern Corp | Common Stock | 668074305 | 1,319 | 27,800 | SH | SOLE | 0 | 0 | 27,800 | ||
Nova Measuring Instruments | Common Stock | M7516K103 | 1,091 | 97,371 | SH | SOLE | 0 | 0 | 97,371 | ||
Nuance Communications Inc 2.75% 11/1/31 | US DOMESTIC | 67020YAF7 | 4,099 | 4,091,262 | SH | SOLE | 0 | 0 | 4,091,262 | ||
Old National Bancorp/IN | Common Stock | 680033107 | 2,157 | 144,700 | SH | SOLE | 0 | 0 | 144,700 | ||
Olin Corp | Common Stock | 680665205 | 2,162 | 78,300 | SH | SOLE | 0 | 0 | 78,300 | ||
Omnicom Group Inc | Common Stock | 681919106 | 16,745 | 230,650 | SH | SOLE | 0 | 0 | 230,650 | ||
Omnicom Group Inc 0.00% 7/31/32 | US DOMESTIC | 681919AV8 | 4,221 | 3,172,000 | SH | SOLE | 0 | 0 | 3,172,000 | ||
ON Semiconductor Corp | Common Stock | 682189105 | 15,141 | 1,610,700 | SH | SOLE | 0 | 0 | 1,610,700 | ||
Owens & Minor Inc | Common Stock | 690732102 | 1,899 | 54,200 | SH | SOLE | 0 | 0 | 54,200 | ||
Owens-Brockway 3.00% 6/1/15 | PRIV PLACEMENT | 69073TAQ6 | 2,622 | 2,554,653 | SH | SOLE | 0 | 0 | 2,554,653 | ||
Oxford Industries Inc | Common Stock | 691497309 | 352 | 4,500 | SH | SOLE | 0 | 0 | 4,500 | ||
Pacwest Bancorp | Common Stock | 695263103 | 1,991 | 46,300 | SH | SOLE | 0 | 0 | 46,300 | ||
Parametric Technology Corp | Common Stock | 69370C100 | 1,927 | 54,400 | SH | SOLE | 0 | 0 | 54,400 | ||
Parker Hannifin Corp | Common Stock | 701094104 | 12,619 | 105,410 | SH | SOLE | 0 | 0 | 105,410 | ||
Patterson Cos Inc | Common Stock | 703395103 | 24,220 | 579,972 | SH | SOLE | 0 | 0 | 579,972 | ||
Penske Automotive Group Inc | Common Stock | 70959W103 | 4,637 | 108,450 | SH | SOLE | 0 | 0 | 108,450 | ||
Pike Corp | Common Stock | 721283109 | 1,238 | 115,100 | SH | SOLE | 0 | 0 | 115,100 | ||
Plexus Corp | Common Stock | 729132100 | 2,084 | 52,000 | SH | SOLE | 0 | 0 | 52,000 | ||
Primerica Inc | Common Stock | 74164M108 | 1,668 | 35,400 | SH | SOLE | 0 | 0 | 35,400 | ||
Primoris Services Corp | Common Stock | 74164F103 | 1,235 | 41,200 | SH | SOLE | 0 | 0 | 41,200 | ||
Prospect Capital Corp 5.875% 1/15/19 | GLOBAL | 74348TAM4 | 5,960 | 5,669,105 | SH | SOLE | 0 | 0 | 5,669,105 | ||
Prosperity Bancshares Inc | Common Stock | 743606105 | 635 | 9,600 | SH | SOLE | 0 | 0 | 9,600 | ||
PS Business Parks Inc | REIT | 69360J107 | 1,029 | 12,300 | SH | SOLE | 0 | 0 | 12,300 | ||
Rayonier Trs Holdings Inc 4.50% 8/15/15 | US DOMESTIC | 75508AAC0 | 4,010 | 2,760,886 | SH | SOLE | 0 | 0 | 2,760,886 | ||
Rayonier Trs Holdings Inc 4.50% 8/15/15 | PRIV PLACEMENT | 75508AAD8 | 3,478 | 2,394,441 | SH | SOLE | 0 | 0 | 2,394,441 | ||
Reliance Steel & Aluminum Co | Common Stock | 759509102 | 17,088 | 241,832 | SH | SOLE | 0 | 0 | 241,832 | ||
Republic Services Inc | Common Stock | 760759100 | 18,665 | 546,400 | SH | SOLE | 0 | 0 | 546,400 | ||
Robert Half International Inc | Common Stock | 770323103 | 15,922 | 379,550 | SH | SOLE | 0 | 0 | 379,550 | ||
Rockwell Automation Inc | Common Stock | 773903109 | 14,625 | 117,425 | SH | SOLE | 0 | 0 | 117,425 | ||
Roper Industries Inc 0.00% 01/15/34 | US DOMESTIC | 776696AA4 | 5,617 | 3,352,000 | SH | SOLE | 0 | 0 | 3,352,000 | ||
Rosetta Resources Inc | Common Stock | 777779307 | 238 | 5,100 | SH | SOLE | 0 | 0 | 5,100 | ||
RPM International Inc | Common Stock | 749685103 | 14,575 | 348,350 | SH | SOLE | 0 | 0 | 348,350 | ||
Rudolph Technologies Inc | Common Stock | 781270103 | 1,001 | 87,700 | SH | SOLE | 0 | 0 | 87,700 | ||
Rush Enterprises Inc | Common Stock | 781846209 | 1,903 | 58,600 | SH | SOLE | 0 | 0 | 58,600 | ||
Sally Beauty Holdings Inc | Common Stock | 79546E104 | 13,001 | 474,500 | SH | SOLE | 0 | 0 | 474,500 | ||
Selective Insurance Group Inc | Common Stock | 816300107 | 1,238 | 53,100 | SH | SOLE | 0 | 0 | 53,100 | ||
Sempra Energy | Common Stock | 816851109 | 9,641 | 99,636 | SH | SOLE | 0 | 0 | 99,636 | ||
Sensient Technologies Corp | Common Stock | 81725T100 | 1,698 | 30,100 | SH | SOLE | 0 | 0 | 30,100 | ||
Shoe Carnival Inc | Common Stock | 824889109 | 329 | 14,300 | SH | SOLE | 0 | 0 | 14,300 | ||
Silgan Holdings Inc | Common Stock | 827048109 | 1,790 | 36,149 | SH | SOLE | 0 | 0 | 36,149 | ||
Skyworks Solutions Inc | Common Stock | 83088M102 | 5,352 | 142,650 | SH | SOLE | 0 | 0 | 142,650 | ||
Snyders-Lance Inc | Common Stock | 833551104 | 572 | 20,300 | SH | SOLE | 0 | 0 | 20,300 | ||
South Jersey Industries Inc | Common Stock | 838518108 | 1,565 | 27,900 | SH | SOLE | 0 | 0 | 27,900 | ||
Southwest Airlines Co | Common Stock | 844741108 | 18,520 | 784,400 | SH | SOLE | 0 | 0 | 784,400 | ||
Stancorp Financial Group Inc | Common Stock | 852891100 | 1,630 | 24,400 | SH | SOLE | 0 | 0 | 24,400 | ||
Steris Corp | Common Stock | 859152100 | 2,235 | 46,800 | SH | SOLE | 0 | 0 | 46,800 | ||
Sterling Bancorp | Common Stock | 85917A100 | 1,591 | 125,700 | SH | SOLE | 0 | 0 | 125,700 | ||
Summerset Group Holdings | Common Stock | Q8794G109 | 1,321 | 424,090 | SH | SOLE | 0 | 0 | 424,090 | ||
SunTrust Banks Inc | Common Stock | 867914103 | 14,070 | 353,609 | SH | SOLE | 0 | 0 | 353,609 | ||
SYKES Enterprises Inc | Common Stock | 871237103 | 1,727 | 86,900 | SH | SOLE | 0 | 0 | 86,900 | ||
Syneron Medical Ltd | Common Stock | M87245102 | 1,619 | 130,002 | SH | SOLE | 0 | 0 | 130,002 | ||
Synopsys Inc | Common Stock | 871607107 | 15,157 | 394,600 | SH | SOLE | 0 | 0 | 394,600 | ||
TRIMAS CORP | Common Stock | 896215209 | 1,587 | 47,800 | SH | SOLE | 0 | 0 | 47,800 | ||
Werner Enterprises Inc | Common Stock | 950755108 | 1,783 | 69,900 | SH | SOLE | 0 | 0 | 69,900 | ||
Willis Group Holdings Plc | Common Stock | G96666105 | 17,291 | 391,819 | SH | SOLE | 0 | 0 | 391,819 | ||
Woodward Inc | Common Stock | 980745103 | 1,591 | 38,300 | SH | SOLE | 0 | 0 | 38,300 | ||
WR Berkley Corp | Common Stock | 084423102 | 9,178 | 220,513 | SH | SOLE | 0 | 0 | 220,513 | ||
Xcel Energy Inc | Common Stock | 98389B100 | 16,372 | 539,252 | SH | SOLE | 0 | 0 | 539,252 | ||
Xylem Inc | Common Stock | 98419M100 | 15,819 | 434,350 | SH | SOLE | 0 | 0 | 434,350 | ||
Zebra Technologies Corp | Common Stock | 989207105 | 1,874 | 27,000 | SH | SOLE | 0 | 0 | 27,000 | ||
Core-Mark Holding Co Inc | Common Stock | 218681104 | 581 | 8,000 | SH | SOLE | 0 | 0 | 8,000 | ||
Quanex Building Products Corp | Common Stock | 747619104 | 651 | 31,500 | SH | SOLE | 0 | 0 | 31,500 | ||
Unit Corp | Common Stock | 909218109 | 2,759 | 42,200 | SH | SOLE | 0 | 0 | 42,200 | ||
Watts Water Technologies Inc | Common Stock | 942749102 | 1,532 | 26,100 | SH | SOLE | 0 | 0 | 26,100 | ||
ABBVIE INC COM | Common Stocks | 00287Y109 | 30 | 584 | SH | SOLE | 584 | 0 | 0 | ||
Abbott Laboratories | Common Stock | 002824100 | 63,761 | 1,655,708 | SH | SOLE | 1,655,708 | 0 | 0 | ||
Air Products & Chemicals Inc | Common Stock | 009158106 | 117,739 | 989,063 | SH | SOLE | 989,063 | 0 | 0 | ||
Altera Corp | Common Stock | 021441100 | 83,345 | 2,299,829 | SH | SOLE | 2,299,829 | 0 | 0 | ||
Anadarko Petroleum Corp | Common Stock | 032511107 | 138,762 | 1,637,121 | SH | SOLE | 1,637,121 | 0 | 0 | ||
Anheuser-Busch InBev NV | ADR | 03524A108 | 63,852 | 606,382 | SH | SOLE | 606,382 | 0 | 0 | ||
Apple Inc | Common Stock | 037833100 | 213,559 | 397,881 | SH | SOLE | 397,881 | 0 | 0 | ||
Applied Materials Inc | Common Stock | 038222105 | 87,206 | 4,270,700 | SH | SOLE | 4,270,700 | 0 | 0 | ||
Bank of America Corp | Common Stock | 060505104 | 112,792 | 6,557,678 | SH | SOLE | 6,557,678 | 0 | 0 | ||
Bank of New York Mellon Corp/The | Common Stock | 064058100 | 85,498 | 2,422,710 | SH | SOLE | 2,422,710 | 0 | 0 | ||
Baxter International Inc | Common Stock | 071813109 | 80,719 | 1,097,022 | SH | SOLE | 1,097,022 | 0 | 0 | ||
BP Plc | ADR | 055622104 | 70,447 | 1,464,592 | SH | SOLE | 1,464,592 | 0 | 0 | ||
Capital One Financial Corp | Common Stock | 14040H105 | 118,091 | 1,530,458 | SH | SOLE | 1,530,458 | 0 | 0 | ||
CH Robinson Worldwide Inc | Common Stock | 12541W209 | 70,426 | 1,344,260 | SH | SOLE | 1,344,260 | 0 | 0 | ||
Chesapeake Energy Corp | Common Stock | 165167107 | 43,287 | 1,689,587 | SH | SOLE | 1,689,587 | 0 | 0 | ||
Cisco Systems Inc | Common Stock | 17275R102 | 109,084 | 4,867,577 | SH | SOLE | 4,867,577 | 0 | 0 | ||
Citigroup Inc | Common Stock | 172967424 | 131,693 | 2,766,671 | SH | SOLE | 2,766,671 | 0 | 0 | ||
Comcast Corp | Common Stock | 20030N101 | 139,950 | 2,797,830 | SH | SOLE | 2,797,830 | 0 | 0 | ||
CVS Caremark Corp | Common Stock | 126650100 | 40,358 | 539,117 | SH | SOLE | 539,117 | 0 | 0 | ||
Danaher Corp | Common Stock | 235851102 | 67,048 | 893,969 | SH | SOLE | 893,969 | 0 | 0 | ||
Dick's Sporting Goods Inc | Common Stock | 253393102 | 36,174 | 662,395 | SH | SOLE | 662,395 | 0 | 0 | ||
Dow Chemical Co/The | Common Stock | 260543103 | 49,909 | 1,027,148 | SH | SOLE | 1,027,148 | 0 | 0 | ||
Eaton Corp Plc | Common Stock | G29183103 | 41,503 | 552,497 | SH | SOLE | 552,497 | 0 | 0 | ||
EMC Corp/Massachusetts | Common Stock | 268648102 | 173,973 | 6,347,066 | SH | SOLE | 6,347,066 | 0 | 0 | ||
General Dynamics Corp | Common Stock | 369550108 | 105,695 | 970,391 | SH | SOLE | 970,391 | 0 | 0 | ||
Google Inc | Common Stock | 38259P508 | 219,163 | 196,645 | SH | SOLE | 196,645 | 0 | 0 | ||
Intel Corp | Common Stock | 458140100 | 164,110 | 6,358,324 | SH | SOLE | 6,358,324 | 0 | 0 | ||
Johnson & Johnson | Common Stock | 478160104 | 62,167 | 632,863 | SH | SOLE | 632,863 | 0 | 0 | ||
JPMorgan Chase & Co | Common Stock | 46625H100 | 114,056 | 1,878,698 | SH | SOLE | 1,878,698 | 0 | 0 | ||
Koninklijke Philips Electronics NV | NY Reg Shrs | 500472303 | 84,926 | 2,415,403 | SH | SOLE | 2,415,403 | 0 | 0 | ||
Merck & Co Inc | Common Stock | 58933Y105 | 145,517 | 2,563,279 | SH | SOLE | 2,563,279 | 0 | 0 | ||
MetLife Inc | Common Stock | 59156R108 | 83,282 | 1,577,319 | SH | SOLE | 1,577,319 | 0 | 0 | ||
News Corp - Class A | Common Stock | 65249B109 | 72,769 | 4,225,870 | SH | SOLE | 4,225,870 | 0 | 0 | ||
Nielsen Holdings N.V. | Common Stock | N63218106 | 83,008 | 1,859,913 | SH | SOLE | 1,859,913 | 0 | 0 | ||
Nucor Corp | Common Stock | 670346105 | 67,734 | 1,340,197 | SH | SOLE | 1,340,197 | 0 | 0 | ||
Occidental Petroleum Corp | Common Stock | 674599105 | 110,101 | 1,155,430 | SH | SOLE | 1,155,430 | 0 | 0 | ||
Pfizer Inc | Common Stock | 717081103 | 107,286 | 3,340,167 | SH | SOLE | 3,340,167 | 0 | 0 | ||
Procter & Gamble Co/The | Common Stock | 742718109 | 117,232 | 1,454,487 | SH | SOLE | 1,454,487 | 0 | 0 | ||
PVH CORP | Common Stock | 693656100 | 94,737 | 759,295 | SH | SOLE | 759,295 | 0 | 0 | ||
Roche Holding AG | ADR | 771195104 | 76,804 | 2,036,156 | SH | SOLE | 2,036,156 | 0 | 0 | ||
Siemens AG | ADR | 826197501 | 118,577 | 877,373 | SH | SOLE | 877,373 | 0 | 0 | ||
Starbucks Corp | Common Stock | 855244109 | 96,521 | 1,315,348 | SH | SOLE | 1,315,348 | 0 | 0 | ||
United Parcel Service Inc | Common Stock | 911312106 | 99,971 | 1,026,604 | SH | SOLE | 1,026,604 | 0 | 0 | ||
Wal-Mart Stores Inc | Common Stock | 931142103 | 113,145 | 1,480,367 | SH | SOLE | 1,480,367 | 0 | 0 | ||
Canadian Pacific Railway Ltd | Common Stock | 13645T100 | 55,107 | 366,330 | SH | SOLE | 366,330 | 0 | 0 | ||
Bristol-Myers Squibb Co 0.00% 9/15/23 | US DOMESTIC | 110122AN8 | 6,874 | 4,950,000 | SH | SOLE | 4,950,000 | 0 | 0 | ||
Catamaran Corp | Common Stock | 148887102 | 51,775 | 1,156,714 | SH | SOLE | 1,156,714 | 0 | 0 | ||
Celgene Corp | Common Stock | 151020104 | 67,613 | 484,334 | SH | SOLE | 484,334 | 0 | 0 | ||
Cerner Corp | Common Stock | 156782104 | 49,715 | 883,825 | SH | SOLE | 883,825 | 0 | 0 | ||
Chesapeake Energy Corp 2.50% 5/15/37 | US DOMESTIC | 165167BZ9 | 3,972 | 3,903,023 | SH | SOLE | 3,903,023 | 0 | 0 | ||
Chipotle Mexican Grill Inc | Common Stock | 169656105 | 39,230 | 69,061 | SH | SOLE | 69,061 | 0 | 0 | ||
CME Group Inc | Common Stock | 12572Q105 | 45,786 | 618,626 | SH | SOLE | 618,626 | 0 | 0 | ||
Cummins Inc | Common Stock | 231021106 | 54,030 | 362,640 | SH | SOLE | 362,640 | 0 | 0 | ||
Continental Resources Inc/OK | Common Stock | 212015101 | 1,086 | 8,745 | SH | SOLE | 8,745 | 0 | 0 | ||
Danaher Corp 0.00% 1/22/21 | US DOMESTIC | 235851AF9 | 19,999 | 9,174,000 | SH | SOLE | 9,174,000 | 0 | 0 | ||
Dominion Resources Inc | PUBLIC | 25746U885 | 6,035 | 104,669 | SH | SOLE | 104,669 | 0 | 0 | ||
Ecolab Inc | Common Stock | 278865100 | 52,152 | 482,942 | SH | SOLE | 482,942 | 0 | 0 | ||
Facebook Inc | Common Stock | 30303M102 | 63,725 | 1,057,852 | SH | SOLE | 1,057,852 | 0 | 0 | ||
FMC Technologies Inc | Common Stock | 30249U101 | 45,171 | 863,851 | SH | SOLE | 863,851 | 0 | 0 | ||
Ford Motor Co 4.25% 11/15/16 | US DOMESTIC | 345370CN8 | 16,424 | 9,070,997 | SH | SOLE | 9,070,997 | 0 | 0 | ||
Gilead Sciences Inc | Common Stock | 375558103 | 81,731 | 1,153,424 | SH | SOLE | 1,153,424 | 0 | 0 | ||
Gilead Sciences Inc 1.625% 5/1/16 | US DOMESTIC | 375558AP8 | 32,713 | 10,516,465 | SH | SOLE | 10,516,465 | 0 | 0 | ||
Health Care REIT Inc | PUBLIC | 42217K601 | 5,562 | 100,170 | SH | SOLE | 100,170 | 0 | 0 | ||
Intel Corp 3.25% 8/1/39 | US DOMESTIC | 458140AF7 | 29,521 | 21,114,828 | SH | SOLE | 21,114,828 | 0 | 0 | ||
International Game Technology | Common Stock | 459902102 | 17,068 | 1,213,965 | SH | SOLE | 1,213,965 | 0 | 0 | ||
International Game Technology 3.25% 5/1/14 | US DOMESTIC | 459902AQ5 | 8,327 | 8,316,109 | SH | SOLE | 8,316,109 | 0 | 0 | ||
Jefferies Group Inc 3.875% 11/1/29 | US DOMESTIC | 472319AG7 | 15,763 | 14,810,173 | SH | SOLE | 14,810,173 | 0 | 0 | ||
Lam Research Corp 1.25% 5/15/18 | US DOMESTIC | 512807AL2 | 14,717 | 11,861,918 | SH | SOLE | 11,861,918 | 0 | 0 | ||
Metlife Inc Pfd 9/11/13 | PUBLIC | 59156R116 | 18,601 | 604,774 | SH | SOLE | 604,774 | 0 | 0 | ||
Michael Kors Holdings Limited | Common Stock | G60754101 | 68,218 | 731,412 | SH | SOLE | 731,412 | 0 | 0 | ||
Mohawk Industries Inc | Common Stock | 608190104 | 50,143 | 368,753 | SH | SOLE | 368,753 | 0 | 0 | ||
Monsanto Co | Common Stock | 61166W101 | 73,393 | 645,093 | SH | SOLE | 645,093 | 0 | 0 | ||
Monster Beverage Corp. | Common Stock | 611740101 | 37,346 | 537,735 | SH | SOLE | 537,735 | 0 | 0 | ||
New York Community Capital Trust V | PUBLIC | 64944P307 | 12,009 | 246,596 | SH | SOLE | 246,596 | 0 | 0 | ||
Newmont Mining Corp 1.625% 7/15/17 | US DOMESTIC | 651639AJ5 | 11,301 | 10,679,575 | SH | SOLE | 10,679,575 | 0 | 0 | ||
Nextera Energy | PUBLIC | 65339F887 | 5,642 | 91,983 | SH | SOLE | 91,983 | 0 | 0 | ||
Novellus Systems 2.625% 5/15/41 | US DOMESTIC | 670008AD3 | 10,972 | 6,428,123 | SH | SOLE | 6,428,123 | 0 | 0 | ||
Priceline.com Inc | Common Stock | 741503403 | 76,254 | 63,977 | SH | SOLE | 63,977 | 0 | 0 | ||
Priceline.com Inc 1.25% 3/15/15 | US DOMESTIC | 741503AN6 | 16,978 | 4,339,446 | SH | SOLE | 4,339,446 | 0 | 0 | ||
Priceline.Com Inc 1.00% 3/15/18 | US DOMESTIC | 741503AQ9 | 10,287 | 7,266,601 | SH | SOLE | 7,266,601 | 0 | 0 | ||
Prologis LP 3.25% 3/15/15 | US DOMESTIC | 74340XAT8 | 12,661 | 10,820,989 | SH | SOLE | 10,820,989 | 0 | 0 | ||
RPM International Inc 2.25% 12/15/20 | US DOMESTIC | 749685AT0 | 6,088 | 5,253,484 | SH | SOLE | 5,253,484 | 0 | 0 | ||
Charles Schwab Corp/The | Common Stock | 808513105 | 59,399 | 2,173,396 | SH | SOLE | 2,173,396 | 0 | 0 | ||
Splunk Inc | Common Stock | 848637104 | 34,260 | 479,225 | SH | SOLE | 479,225 | 0 | 0 | ||
Stanley Black & Decker I Pfd 4.75% 11/17/15 | PUBLIC | 854502309 | 8,804 | 69,062 | SH | SOLE | 69,062 | 0 | 0 | ||
Stanley Black And Decker Preferred | PUBLIC | 854502804 | 3,266 | 30,254 | SH | SOLE | 30,254 | 0 | 0 | ||
TE Connectivity Ltd | Common Stock | H84989104 | 45,179 | 750,362 | SH | SOLE | 750,362 | 0 | 0 | ||
Teva Pharm Finance Co LLC 0.25% 2/1/26 | US DOMESTIC | 88163VAE9 | 11,763 | 9,266,923 | SH | SOLE | 9,266,923 | 0 | 0 | ||
Tractor Supply Co | Common Stock | 892356106 | 51,298 | 726,286 | SH | SOLE | 726,286 | 0 | 0 | ||
Twenty-First Century Fox A | Common Stock | 90130A101 | 46,738 | 1,461,924 | SH | SOLE | 1,461,924 | 0 | 0 | ||
United Technologies Corp Pfd 8/1/15 | PUBLIC | 913017117 | 13,965 | 209,774 | SH | SOLE | 209,774 | 0 | 0 | ||
Visa Inc | Common Stock | 92826C839 | 69,993 | 324,254 | SH | SOLE | 324,254 | 0 | 0 | ||
VMware Inc | Common Stock | 928563402 | 41,326 | 382,577 | SH | SOLE | 382,577 | 0 | 0 | ||
Wellpoint Inc 2.75% 10/15/42 | US DOMESTIC | 94973VBG1 | 24,847 | 16,996,495 | SH | SOLE | 16,996,495 | 0 | 0 | ||
Wells Fargo & Co | PUBLIC | 949746804 | 20,298 | 17,304 | SH | SOLE | 17,304 | 0 | 0 | ||
Xilinx Inc 2.625% 6/15/17 | US DOMESTIC | 983919AF8 | 16,243 | 8,663,276 | SH | SOLE | 8,663,276 | 0 | 0 | ||
Adobe Systems Inc | Common Stock | 00724F101 | 60,832 | 925,342 | SH | SOLE | 925,342 | 0 | 0 | ||
Affiliated Managers Group Inc | Common Stock | 008252108 | 62,731 | 313,578 | SH | SOLE | 313,578 | 0 | 0 | ||
Alexion Pharmaceuticals Inc | Common Stock | 015351109 | 43,284 | 284,520 | SH | SOLE | 284,520 | 0 | 0 | ||
Allegheny Technologies 4.25% 6/1/14 | US DOMESTIC | 01741RAD4 | 2,666 | 2,612,102 | SH | SOLE | 2,612,102 | 0 | 0 | ||
Alliance Data Systems Corp | Common Stock | 018581108 | 60,854 | 223,357 | SH | SOLE | 223,357 | 0 | 0 | ||
Amazon.com Inc | Common Stock | 023135106 | 76,188 | 226,433 | SH | SOLE | 226,433 | 0 | 0 | ||
Amg Capital Trust II Pfd 5.15% 10/15/37 | PUBLIC | 00170F209 | 1,181 | 18,612 | SH | SOLE | 18,612 | 0 | 0 | ||
Biogen Idec Inc | Common Stock | 09062X103 | 63,798 | 208,580 | SH | SOLE | 208,580 | 0 | 0 | ||
Boeing Co/The | Common Stock | 097023105 | 166 | 1,324 | SH | SOLE | 1,324 | 0 | 0 | ||
CBS Corp | Common Stock | 124857202 | 141 | 2,282 | SH | SOLE | 2,282 | 0 | 0 | ||
Walt Disney Co/The | Common Stock | 254687106 | 344 | 4,293 | SH | SOLE | 4,293 | 0 | 0 | ||
Home Depot Inc | Common Stock | 437076102 | 353 | 4,458 | SH | SOLE | 4,458 | 0 | 0 | ||
JB Hunt Transport Services Inc | Common Stock | 445658107 | 1,713 | 23,809 | SH | SOLE | 23,809 | 0 | 0 | ||
Qualcomm Inc | Common Stock | 747525103 | 775 | 9,825 | SH | SOLE | 9,825 | 0 | 0 | ||
TJX Cos Inc | Common Stock | 872540109 | 109 | 1,796 | SH | SOLE | 1,796 | 0 | 0 | ||
Tyco International LTD | Common Stock | H89128104 | 160 | 3,754 | SH | SOLE | 3,754 | 0 | 0 | ||
Union Pacific Corp | Common Stock | 907818108 | 223 | 1,189 | SH | SOLE | 1,189 | 0 | 0 | ||
Zimmer Holdings Inc | Common Stock | 98956P102 | 164 | 1,732 | SH | SOLE | 1,732 | 0 | 0 | ||
ABM Industries Inc | Common Stock | 000957100 | 35,090 | 1,220,940 | SH | SOLE | 1,220,940 | 0 | 0 | ||
Accenture Plc | Common Stock | G1151C101 | 84 | 1,050 | SH | SOLE | 1,050 | 0 | 0 | ||
Advance Auto Parts Inc | Common Stock | 00751Y106 | 2,185 | 17,275 | SH | SOLE | 17,275 | 0 | 0 | ||
Airtran Holdings Inc 5.25% 11/1/16 | US DOMESTIC | 00949PAD0 | 10,020 | 5,161,515 | SH | SOLE | 5,161,515 | 0 | 0 | ||
Alaska Air Group Inc | Common Stock | 011659109 | 123 | 1,314 | SH | SOLE | 1,314 | 0 | 0 | ||
Alere Inc | Common Stock | 01449J105 | 18,777 | 546,627 | SH | SOLE | 546,627 | 0 | 0 | ||
Alexandria Real Estate Equities Inc | REIT | 015271109 | 34,734 | 478,700 | SH | SOLE | 478,700 | 0 | 0 | ||
Alleghany Corp | Common Stock | 017175100 | 33,087 | 81,220 | SH | SOLE | 81,220 | 0 | 0 | ||
Allete Inc | Common Stock | 018522300 | 25,880 | 493,700 | SH | SOLE | 493,700 | 0 | 0 | ||
Alliant Energy Corp | Common Stock | 018802108 | 32,706 | 575,700 | SH | SOLE | 575,700 | 0 | 0 | ||
Allied World Assurance Co Holdings Ltd | Common Stock | H01531104 | 1,202 | 11,650 | SH | SOLE | 11,650 | 0 | 0 | ||
Allison Transmission Holdings Inc | Common Stock | 01973R101 | 44,676 | 1,492,200 | SH | SOLE | 1,492,200 | 0 | 0 | ||
Altra Industrial Motion Corp | Common Stock | 02208R106 | 17,297 | 484,499 | SH | SOLE | 484,499 | 0 | 0 | ||
Alza Corp 0.00% 7/28/20 | US DOMESTIC | 02261WAB5 | 15,950 | 11,815,000 | SH | SOLE | 11,815,000 | 0 | 0 | ||
American Financial Group Inc/OH | Common Stock | 025932104 | 22,049 | 382,066 | SH | SOLE | 382,066 | 0 | 0 | ||
American Water Works Co Inc | Common Stock | 030420103 | 3,026 | 66,650 | SH | SOLE | 66,650 | 0 | 0 | ||
Amerisafe Inc | Common Stock | 03071H100 | 17,927 | 408,272 | SH | SOLE | 408,272 | 0 | 0 | ||
Amerisourcebergen Corp | Common Stock | 03073E105 | 3,970 | 60,525 | SH | SOLE | 60,525 | 0 | 0 | ||
Ametek Inc | Common Stock | 031100100 | 2,618 | 50,850 | SH | SOLE | 50,850 | 0 | 0 | ||
Analog Devices Inc | Common Stock | 032654105 | 40,296 | 758,300 | SH | SOLE | 758,300 | 0 | 0 | ||
Analogic Corp | Common Stock | 032657207 | 20,490 | 249,549 | SH | SOLE | 249,549 | 0 | 0 | ||
Anixter International Inc | Common Stock | 035290105 | 32,873 | 323,813 | SH | SOLE | 323,813 | 0 | 0 | ||
Ann Inc | Common Stock | 035623107 | 21,811 | 525,823 | SH | SOLE | 525,823 | 0 | 0 | ||
Ares Capital Corp 5.125% 6/1/16 | GLOBAL | 04010LAD5 | 6,727 | 6,265,117 | SH | SOLE | 6,265,117 | 0 | 0 | ||
Argo Group International Holdings Ltd | Common Stock | G0464B107 | 19,634 | 427,766 | SH | SOLE | 427,766 | 0 | 0 | ||
Associated Banc-Corp | Common Stock | 045487105 | 43,044 | 2,383,384 | SH | SOLE | 2,383,384 | 0 | 0 | ||
Astec Industries Inc | Common Stock | 046224101 | 27,322 | 622,235 | SH | SOLE | 622,235 | 0 | 0 | ||
Atmos Energy Corp | Common Stock | 049560105 | 36,097 | 765,900 | SH | SOLE | 765,900 | 0 | 0 | ||
Autoliv Inc | Common Stock | 052800109 | 31,992 | 318,800 | SH | SOLE | 318,800 | 0 | 0 | ||
Avery Dennison Corp | Common Stock | 053611109 | 38,935 | 768,400 | SH | SOLE | 768,400 | 0 | 0 | ||
Avnet Inc | Common Stock | 053807103 | 32,965 | 708,472 | SH | SOLE | 708,472 | 0 | 0 | ||
Baker Hughes Inc | Common Stock | 057224107 | 122 | 1,870 | SH | SOLE | 1,870 | 0 | 0 | ||
Barnes Group Inc | Common Stock | 067806109 | 22,856 | 594,138 | SH | SOLE | 594,138 | 0 | 0 | ||
Becton Dickinson and Co | Common Stock | 075887109 | 38,601 | 329,700 | SH | SOLE | 329,700 | 0 | 0 | ||
Bemis Co Inc | Common Stock | 081437105 | 36,450 | 928,900 | SH | SOLE | 928,900 | 0 | 0 | ||
Berkshire Hathaway Inc | Common Stock | 084670702 | 134 | 1,072 | SH | SOLE | 1,072 | 0 | 0 | ||
Blackrock 5.50% 2/15/18 | US DOMESTIC | 092533AB4 | 7,293 | 7,012,066 | SH | SOLE | 7,012,066 | 0 | 0 | ||
BlackRock Inc | Common Stock | 09247X101 | 182 | 580 | SH | SOLE | 580 | 0 | 0 | ||
Broadridge Financial Solutions Inc | Common Stock | 11133T103 | 33,664 | 906,400 | SH | SOLE | 906,400 | 0 | 0 | ||
Brown Shoe Co Inc | Common Stock | 115736100 | 12,736 | 479,879 | SH | SOLE | 479,879 | 0 | 0 | ||
Brunswick Corp/DE | Common Stock | 117043109 | 18,353 | 405,232 | SH | SOLE | 405,232 | 0 | 0 | ||
C&J Energy Services Inc | Common Stock | 12467B304 | 20,816 | 713,856 | SH | SOLE | 713,856 | 0 | 0 | ||
Cabot Corp | Common Stock | 127055101 | 37,397 | 633,205 | SH | SOLE | 633,205 | 0 | 0 | ||
Cabot Oil & Gas Corp | Common Stock | 127097103 | 2,681 | 79,125 | SH | SOLE | 79,125 | 0 | 0 | ||
Cadence Design Systems Inc | Common Stock | 127387108 | 2,334 | 150,200 | SH | SOLE | 150,200 | 0 | 0 | ||
Calgon Carbon Corp | Common Stock | 129603106 | 19,322 | 885,120 | SH | SOLE | 885,120 | 0 | 0 | ||
Callaway Golf Co | Common Stock | 131193104 | 18,122 | 1,773,143 | SH | SOLE | 1,773,143 | 0 | 0 | ||
Carefusion Corp | Common Stock | 14170T101 | 45,671 | 1,135,525 | SH | SOLE | 1,135,525 | 0 | 0 | ||
Carlisle Cos Inc | Common Stock | 142339100 | 34,742 | 437,884 | SH | SOLE | 437,884 | 0 | 0 | ||
Casey's General Stores Inc | Common Stock | 147528103 | 27,379 | 405,076 | SH | SOLE | 405,076 | 0 | 0 | ||
Celadon Group Inc | Common Stock | 150838100 | 6,896 | 286,840 | SH | SOLE | 286,840 | 0 | 0 | ||
Charles River Laboratories International Inc | Common Stock | 159864107 | 27,154 | 450,012 | SH | SOLE | 450,012 | 0 | 0 | ||
Cheesecake Factory Inc/The | Common Stock | 163072101 | 18,933 | 397,502 | SH | SOLE | 397,502 | 0 | 0 | ||
Chevron Corp | Common Stock | 166764100 | 170 | 1,429 | SH | SOLE | 1,429 | 0 | 0 | ||
Chico's FAS Inc | Common Stock | 168615102 | 32,329 | 2,016,800 | SH | SOLE | 2,016,800 | 0 | 0 | ||
Chubb Corp | Common Stock | 171232101 | 29,389 | 329,100 | SH | SOLE | 329,100 | 0 | 0 | ||
Church & Dwight Co Inc | Common Stock | 171340102 | 2,721 | 39,400 | SH | SOLE | 39,400 | 0 | 0 | ||
Cigna Corp | Common Stock | 125509109 | 2,868 | 34,250 | SH | SOLE | 34,250 | 0 | 0 | ||
Cimarex Energy Co | Common Stock | 171798101 | 24,745 | 207,750 | SH | SOLE | 207,750 | 0 | 0 | ||
Cintas Corp | Common Stock | 172908105 | 33,304 | 558,700 | SH | SOLE | 558,700 | 0 | 0 | ||
City National Corp/CA | Common Stock | 178566105 | 22,128 | 281,100 | SH | SOLE | 281,100 | 0 | 0 | ||
Clean Harbors Inc | Common Stock | 184496107 | 20,475 | 373,700 | SH | SOLE | 373,700 | 0 | 0 | ||
Cloud Peak Energy Inc | Common Stock | 18911Q102 | 13,704 | 648,239 | SH | SOLE | 648,239 | 0 | 0 | ||
Coach Inc | Common Stock | 189754104 | 70 | 1,417 | SH | SOLE | 1,417 | 0 | 0 | ||
Cognizant Technology Solutions Corp | Common Stock | 192446102 | 1,439 | 28,425 | SH | SOLE | 28,425 | 0 | 0 | ||
Columbia Banking System Inc | Common Stock | 197236102 | 32,203 | 1,129,125 | SH | SOLE | 1,129,125 | 0 | 0 | ||
Comfort Systems USA Inc | Common Stock | 199908104 | 11,893 | 780,354 | SH | SOLE | 780,354 | 0 | 0 | ||
Concho Resources Inc/Midland TX | Common Stock | 20605P101 | 1,201 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
Conmed Corp | Common Stock | 207410101 | 14,083 | 324,114 | SH | SOLE | 324,114 | 0 | 0 | ||
Constellation Brands Inc | Common Stock | 21036P108 | 2,199 | 25,875 | SH | SOLE | 25,875 | 0 | 0 | ||
Constellium NV | Common Stock | N22035104 | 3,235 | 110,212 | SH | SOLE | 110,212 | 0 | 0 | ||
Core-Mark Holding Co Inc | Common Stock | 218681104 | 9,324 | 128,433 | SH | SOLE | 128,433 | 0 | 0 | ||
Costco Wholesale Corp | Common Stock | 22160K105 | 144 | 1,289 | SH | SOLE | 1,289 | 0 | 0 | ||
Covidien Plc | Common Stock | G2554F113 | 93 | 1,260 | SH | SOLE | 1,260 | 0 | 0 | ||
Crown Castle International Corp | REIT | 228227104 | 2,217 | 30,050 | SH | SOLE | 30,050 | 0 | 0 | ||
Crown Holdings Inc | Common Stock | 228368106 | 2,358 | 52,700 | SH | SOLE | 52,700 | 0 | 0 | ||
Cullen/Frost Bankers Inc | Common Stock | 229899109 | 34,710 | 447,700 | SH | SOLE | 447,700 | 0 | 0 | ||
Dana Holding Corp | Common Stock | 235825205 | 32,530 | 1,397,956 | SH | SOLE | 1,397,956 | 0 | 0 | ||
Delphi Automotive PLC | Common Stock | G27823106 | 72 | 1,068 | SH | SOLE | 1,068 | 0 | 0 | ||
Devon Energy Corp | Common Stock | 25179M103 | 50,010 | 747,200 | SH | SOLE | 747,200 | 0 | 0 | ||
Devry Education Group Inc | Common Stock | 251893103 | 21,076 | 497,200 | SH | SOLE | 497,200 | 0 | 0 | ||
Diebold Inc | Common Stock | 253651103 | 34,010 | 852,600 | SH | SOLE | 852,600 | 0 | 0 | ||
Digital Realty 5.50% 4/15/29 | PRIV PLACEMENT | 25389JAC0 | 1,392 | 1,019,590 | SH | SOLE | 1,019,590 | 0 | 0 | ||
Discover Financial Services | Common Stock | 254709108 | 3,184 | 54,715 | SH | SOLE | 54,715 | 0 | 0 | ||
Dominion Resources Inc | PUBLIC | 25746U703 | 3,506 | 60,973 | SH | SOLE | 60,973 | 0 | 0 | ||
Dominion Resources Inc 2.125% 12/15/23 | US DOMESTIC | 25746UAT6 | 9,800 | 4,656,805 | SH | SOLE | 4,656,805 | 0 | 0 | ||
Dover Corp | Common Stock | 260003108 | 22,874 | 279,800 | SH | SOLE | 279,800 | 0 | 0 | ||
Drew Industries Inc | Common Stock | 26168L205 | 4,592 | 84,727 | SH | SOLE | 84,727 | 0 | 0 | ||
DST Systems Inc | Common Stock | 233326107 | 2,547 | 26,875 | SH | SOLE | 26,875 | 0 | 0 | ||
El Paso Electric Co | Common Stock | 283677854 | 26,262 | 735,019 | SH | SOLE | 735,019 | 0 | 0 | ||
EMCOR Group Inc | Common Stock | 29084Q100 | 40,388 | 863,169 | SH | SOLE | 863,169 | 0 | 0 | ||
Encore Wire Corp | Common Stock | 292562105 | 25,579 | 527,289 | SH | SOLE | 527,289 | 0 | 0 | ||
Endurance Specialty Holdings Ltd | Common Stock | G30397106 | 29,913 | 555,700 | SH | SOLE | 555,700 | 0 | 0 | ||
Energen Corp | Common Stock | 29265N108 | 27,508 | 340,400 | SH | SOLE | 340,400 | 0 | 0 | ||
EnerSys | Common Stock | 29275Y102 | 68 | 979 | SH | SOLE | 979 | 0 | 0 | ||
Entegris Inc | Common Stock | 29362U104 | 28,898 | 2,386,266 | SH | SOLE | 2,386,266 | 0 | 0 | ||
Entertainment One | Common Stock | 29382B102 | 140 | 25,423 | SH | SOLE | 25,423 | 0 | 0 | ||
Envision Healthcare Holdings Inc | Common Stock | 29413U103 | 1,098 | 32,450 | SH | SOLE | 32,450 | 0 | 0 | ||
Essex Property Trust Inc | REIT | 297178105 | 1,539 | 9,050 | SH | SOLE | 9,050 | 0 | 0 | ||
Esterline Technologies Corp | Common Stock | 297425100 | 22,968 | 215,582 | SH | SOLE | 215,582 | 0 | 0 | ||
F5 Networks Inc | Common Stock | 315616102 | 1,831 | 17,175 | SH | SOLE | 17,175 | 0 | 0 | ||
Fairchild Semiconductor International Inc | Common Stock | 303726103 | 26,340 | 1,910,084 | SH | SOLE | 1,910,084 | 0 | 0 | ||
Federal Home Loan Mortgage Corp 6.50% 11/1/34 | MBS 30yr | 3128MJAZ3 | 6 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
Federal Home Loan Mortgage Corp 6.50% 5/1/26 | MBS 30yr | 31335GNP6 | 3 | 2,935 | SH | SOLE | 2,935 | 0 | 0 | ||
Federal Home Loan Mortgage Corp 7.00% 4/1/32 | MBS 30yr | 31287RP37 | 9 | 8,125 | SH | SOLE | 8,125 | 0 | 0 | ||
Federal Home Loan Mortgage Corp 7.00% 7/1/29 | MBS 30yr | 31293TJL2 | 0 | 99 | SH | SOLE | 99 | 0 | 0 | ||
Federal Home Loan Mortgage Corp 8.00% 6/1/30 | MBS 30yr | 31288GY89 | 0 | 439 | SH | SOLE | 439 | 0 | 0 | ||
Federal National Mortgage Association 6.00% 1/1/37 | MBS 30yr | 31410XZR0 | 22 | 19,260 | SH | SOLE | 19,260 | 0 | 0 | ||
Federal National Mortgage Association 6.00% 10/1/29 | MBS 30yr | 31374T3C1 | 6 | 5,109 | SH | SOLE | 5,109 | 0 | 0 | ||
Federal National Mortgage Association 6.00% 11/1/36 | MBS 30yr | 31411AWL5 | 2 | 2,218 | SH | SOLE | 2,218 | 0 | 0 | ||
Federal National Mortgage Association 6.00% 12/1/33 | MBS 30yr | 31403MUX5 | 3 | 2,448 | SH | SOLE | 2,448 | 0 | 0 | ||
Federal National Mortgage Association 6.00% 7/1/31 | MBS Other | 31376JV97 | 2 | 1,631 | SH | SOLE | 1,631 | 0 | 0 | ||
Federal National Mortgage Association 6.50% 3/1/29 | MBS 30yr | 31382NCE0 | 3 | 2,285 | SH | SOLE | 2,285 | 0 | 0 | ||
Federal National Mortgage Association 6.50% 7/1/32 | MBS 30yr | 31390NQU9 | 5 | 4,646 | SH | SOLE | 4,646 | 0 | 0 | ||
Federal National Mortgage Association 6.50% 7/1/32 | MBS 30yr | 31402AQK5 | 5 | 4,190 | SH | SOLE | 4,190 | 0 | 0 | ||
Federal National Mortgage Association 7.00% 12/1/27 | MBS 30yr | 31378JGT8 | 1 | 845 | SH | SOLE | 845 | 0 | 0 | ||
Federal National Mortgage Association 7.50% 11/1/29 | MBS 30yr | 31371H2F4 | 4 | 3,117 | SH | SOLE | 3,117 | 0 | 0 | ||
Federal National Mortgage Association 8.00% 11/1/28 | MBS 30yr | 31385H2P6 | 6 | 5,437 | SH | SOLE | 5,437 | 0 | 0 | ||
Federal National Mortgage Association 8.50% 11/1/17 | MBS 30yr | 31379RFA1 | 0 | 298 | SH | SOLE | 298 | 0 | 0 | ||
Fidelity National Information Services Inc | Common Stock | 31620M106 | 33,182 | 620,800 | SH | SOLE | 620,800 | 0 | 0 | ||
Fifth Third Bancorp | Common Stock | 316773100 | 36,502 | 1,590,485 | SH | SOLE | 1,590,485 | 0 | 0 | ||
Fluor Corp 1.50% 2/15/24 | US DOMESTIC | 343412AA0 | 11,372 | 4,032,739 | SH | SOLE | 4,032,739 | 0 | 0 | ||
FMC Corp | Common Stock | 302491303 | 2,042 | 26,675 | SH | SOLE | 26,675 | 0 | 0 | ||
FNB Corp/PA | Common Stock | 302520101 | 18,189 | 1,357,425 | SH | SOLE | 1,357,425 | 0 | 0 | ||
Forward Air Corp | Common Stock | 349853101 | 20,124 | 436,427 | SH | SOLE | 436,427 | 0 | 0 | ||
Gannett Co Inc | Common Stock | 364730101 | 25,726 | 932,100 | SH | SOLE | 932,100 | 0 | 0 | ||
GATX Corp | Common Stock | 361448103 | 25,841 | 380,689 | SH | SOLE | 380,689 | 0 | 0 | ||
Government National Mortgage Association 1.29325% 1/1/55 | Agncy CMBS | 38378KRL5 | 63 | 63,155 | SH | SOLE | 63,155 | 0 | 0 | ||
Government National Mortgage Association 10.00% 2/15/26 | MBS 30yr | 36241KVE5 | 3,446 | 3,010,897 | SH | SOLE | 3,010,897 | 0 | 0 | ||
Government National Mortgage Association 10.00% 2/15/26 | MBS 30yr | 36241KZJ0 | 4,668 | 4,070,185 | SH | SOLE | 4,070,185 | 0 | 0 | ||
Government National Mortgage Association 10.00% 4/15/25 | MBS 30yr | 36241LL53 | 4,963 | 4,329,203 | SH | SOLE | 4,329,203 | 0 | 0 | ||
Government National Mortgage Association 11.50% 11/16/17 | Agncy CMO Other | 38374L7N5 | 31 | 28,806 | SH | SOLE | 28,806 | 0 | 0 | ||
Government National Mortgage Association 5.00% 5/15/39 | MBS 30yr | 36296UX21 | 12,909 | 11,373,200 | SH | SOLE | 11,373,200 | 0 | 0 | ||
Government National Mortgage Association 5.00% 9/15/33 | MBS 30yr | 36290SHN4 | 1,191 | 1,035,507 | SH | SOLE | 1,035,507 | 0 | 0 | ||
Government National Mortgage Association 5.00% 9/15/39 | MBS 30yr | 3620A9S44 | 59 | 54,003 | SH | SOLE | 54,003 | 0 | 0 | ||
Government National Mortgage Association 5.00% 9/15/39 | MBS 30yr | 36297FWP3 | 691 | 631,579 | SH | SOLE | 631,579 | 0 | 0 | ||
Government National Mortgage Association 5.50% 1/15/39 | MBS 30yr | 3622A2C42 | 5,257 | 4,600,985 | SH | SOLE | 4,600,985 | 0 | 0 | ||
Government National Mortgage Association 6.00% 1/15/22 | MBS 15yr | 36241KLN6 | 222 | 202,023 | SH | SOLE | 202,023 | 0 | 0 | ||
Government National Mortgage Association 6.00% 1/15/24 | MBS 30yr | 36203EPD4 | 129 | 114,717 | SH | SOLE | 114,717 | 0 | 0 | ||
Government National Mortgage Association 6.00% 1/15/33 | MBS 30yr | 36225BWL8 | 162 | 140,907 | SH | SOLE | 140,907 | 0 | 0 | ||
Government National Mortgage Association 6.00% 10/15/33 | MBS 30yr | 36225BZ43 | 74 | 63,889 | SH | SOLE | 63,889 | 0 | 0 | ||
Government National Mortgage Association 6.00% 11/15/23 | MBS 15yr | 36241KWU8 | 80 | 73,526 | SH | SOLE | 73,526 | 0 | 0 | ||
Government National Mortgage Association 6.00% 11/15/39 | MBS 30yr | 36241LE69 | 5,896 | 5,000,796 | SH | SOLE | 5,000,796 | 0 | 0 | ||
Government National Mortgage Association 6.00% 12/15/23 | MBS 30yr | 36203STX5 | 136 | 121,891 | SH | SOLE | 121,891 | 0 | 0 | ||
Government National Mortgage Association 6.00% 12/15/23 | MBS 15yr | 36296UKB5 | 331 | 297,826 | SH | SOLE | 297,826 | 0 | 0 | ||
Government National Mortgage Association 6.00% 12/15/28 | MBS 30yr | 36210AWU7 | 45 | 38,910 | SH | SOLE | 38,910 | 0 | 0 | ||
Government National Mortgage Association 6.00% 2/15/33 | MBS 30yr | 36225BWZ7 | 195 | 169,238 | SH | SOLE | 169,238 | 0 | 0 | ||
Government National Mortgage Association 6.00% 2/15/37 | MBS 30yr | 3622A2C91 | 104 | 90,558 | SH | SOLE | 90,558 | 0 | 0 | ||
Government National Mortgage Association 6.00% 2/20/29 | Agncy CMO Z | 3837H1U90 | 451 | 403,287 | SH | SOLE | 403,287 | 0 | 0 | ||
Government National Mortgage Association 6.00% 3/15/29 | MBS 30yr | 36209FGU7 | 52 | 45,935 | SH | SOLE | 45,935 | 0 | 0 | ||
Government National Mortgage Association 6.00% 4/15/28 | MBS 30yr | 36225A2B5 | 106 | 92,782 | SH | SOLE | 92,782 | 0 | 0 | ||
Government National Mortgage Association 6.00% 4/15/29 | MBS 30yr | 36225BDT2 | 72 | 62,614 | SH | SOLE | 62,614 | 0 | 0 | ||
Government National Mortgage Association 6.00% 6/15/29 | MBS 30yr | 36225BET1 | 44 | 38,101 | SH | SOLE | 38,101 | 0 | 0 | ||
Government National Mortgage Association 6.00% 6/15/40 | MBS 30yr | 36241L4K9 | 23,161 | 19,691,209 | SH | SOLE | 19,691,209 | 0 | 0 | ||
Government National Mortgage Association 6.00% 7/15/36 | MBS 30yr | 36241L5Z5 | 15,149 | 13,161,125 | SH | SOLE | 13,161,125 | 0 | 0 | ||
Government National Mortgage Association 6.00% 9/15/34 | MBS 30yr | 36241LX92 | 306 | 265,360 | SH | SOLE | 265,360 | 0 | 0 | ||
Government National Mortgage Association 6.50% 1/15/33 | MBS 30yr | 36225B2G2 | 300 | 262,720 | SH | SOLE | 262,720 | 0 | 0 | ||
Government National Mortgage Association 6.50% 1/15/33 | MBS 30yr | 36241LCP9 | 6,701 | 5,859,657 | SH | SOLE | 5,859,657 | 0 | 0 | ||
Government National Mortgage Association 6.50% 1/15/35 | MBS 30yr | 36241LTK2 | 37,161 | 31,806,507 | SH | SOLE | 31,806,507 | 0 | 0 | ||
Government National Mortgage Association 6.50% 1/15/39 | MBS 30yr | 3622A2B68 | 9,500 | 8,285,514 | SH | SOLE | 8,285,514 | 0 | 0 | ||
Government National Mortgage Association 6.50% 10/15/38 | MBS 30yr | 36241LMC7 | 1,898 | 1,632,819 | SH | SOLE | 1,632,819 | 0 | 0 | ||
Government National Mortgage Association 6.50% 10/16/24 | Agncy CMO Other | 3837H0GK3 | 679 | 591,256 | SH | SOLE | 591,256 | 0 | 0 | ||
Government National Mortgage Association 6.50% 11/20/27 | MBS 30yr | 36202CYD9 | 7 | 5,699 | SH | SOLE | 5,699 | 0 | 0 | ||
Government National Mortgage Association 6.50% 11/20/31 | MBS 30yr | 36202DQN4 | 17 | 14,673 | SH | SOLE | 14,673 | 0 | 0 | ||
Government National Mortgage Association 6.50% 12/15/25 | MBS 30yr | 36241LE51 | 37,571 | 32,959,278 | SH | SOLE | 32,959,278 | 0 | 0 | ||
Government National Mortgage Association 6.50% 12/15/32 | MBS 30yr | 36241LE44 | 38,837 | 33,668,895 | SH | SOLE | 33,668,895 | 0 | 0 | ||
Government National Mortgage Association 6.50% 12/15/38 | MBS 30yr | 3622A2FK3 | 10,993 | 9,457,954 | SH | SOLE | 9,457,954 | 0 | 0 | ||
Government National Mortgage Association 6.50% 2/15/36 | MBS 30yr | 3622A2E57 | 12,127 | 10,504,673 | SH | SOLE | 10,504,673 | 0 | 0 | ||
Government National Mortgage Association 6.50% 2/20/28 | MBS 30yr | 36202CZL0 | 898 | 760,057 | SH | SOLE | 760,057 | 0 | 0 | ||
Government National Mortgage Association 6.50% 3/15/29 | MBS 30yr | 36210VVK4 | 9 | 8,173 | SH | SOLE | 8,173 | 0 | 0 | ||
Government National Mortgage Association 6.50% 3/15/34 | MBS 30yr | 36225B5K0 | 304 | 263,896 | SH | SOLE | 263,896 | 0 | 0 | ||
Government National Mortgage Association 6.50% 3/16/31 | Agncy CMO Other | 383739LD9 | 632 | 556,784 | SH | SOLE | 556,784 | 0 | 0 | ||
Government National Mortgage Association 6.50% 4/15/36 | MBS 30yr | 36241KKD9 | 47,122 | 40,724,264 | SH | SOLE | 40,724,264 | 0 | 0 | ||
Government National Mortgage Association 6.50% 4/20/28 | Agncy CMO Z | 3837H1UD1 | 299 | 257,814 | SH | SOLE | 257,814 | 0 | 0 | ||
Government National Mortgage Association 6.50% 5/15/29 | MBS 30yr | 36225BEL8 | 3,971 | 3,489,051 | SH | SOLE | 3,489,051 | 0 | 0 | ||
Government National Mortgage Association 6.50% 5/16/31 | Agncy CMO Other | 3837394D8 | 533 | 468,434 | SH | SOLE | 468,434 | 0 | 0 | ||
Government National Mortgage Association 6.50% 5/20/27 | MBS 30yr | 36202CVT7 | 11 | 10,093 | SH | SOLE | 10,093 | 0 | 0 | ||
Government National Mortgage Association 6.50% 6/20/28 | Agncy CMO Z | 3837H1XU0 | 179 | 159,493 | SH | SOLE | 159,493 | 0 | 0 | ||
Government National Mortgage Association 6.50% 6/20/32 | Agncy CMO Other | 38373MDN7 | 468 | 411,278 | SH | SOLE | 411,278 | 0 | 0 | ||
Government National Mortgage Association 6.50% 7/15/24 | MBS 30yr | 36225AAB6 | 52 | 45,806 | SH | SOLE | 45,806 | 0 | 0 | ||
Government National Mortgage Association 6.50% 7/15/32 | MBS 30yr | 36200RG48 | 56 | 48,313 | SH | SOLE | 48,313 | 0 | 0 | ||
Government National Mortgage Association 6.50% 7/15/34 | MBS 30yr | 36241LK62 | 5,641 | 4,996,739 | SH | SOLE | 4,996,739 | 0 | 0 | ||
Government National Mortgage Association 6.50% 7/15/39 | MBS 30yr | 3622A2D66 | 9,353 | 8,051,620 | SH | SOLE | 8,051,620 | 0 | 0 | ||
Government National Mortgage Association 6.50% 7/16/32 | Agncy CMO Other | 38373X6T8 | 73 | 63,822 | SH | SOLE | 63,822 | 0 | 0 | ||
Government National Mortgage Association 6.50% 7/20/32 | Agncy CMO Z | 38373X4R4 | 516 | 453,722 | SH | SOLE | 453,722 | 0 | 0 | ||
Government National Mortgage Association 6.50% 8/15/34 | MBS 30yr | 36241LNK8 | 2,713 | 2,353,790 | SH | SOLE | 2,353,790 | 0 | 0 | ||
Government National Mortgage Association 6.50% 8/15/37 | MBS 30yr | 36241L5D4 | 14,009 | 12,072,294 | SH | SOLE | 12,072,294 | 0 | 0 | ||
Government National Mortgage Association 6.50% 8/20/27 | MBS 30yr | 36202CW74 | 40 | 34,623 | SH | SOLE | 34,623 | 0 | 0 | ||
Government National Mortgage Association 6.50% 8/20/31 | Agncy CMO Other | 38373RWF2 | 448 | 434,468 | SH | SOLE | 434,468 | 0 | 0 | ||
Government National Mortgage Association 6.50% 9/15/32 | MBS 30yr | 36225BUV8 | 14,034 | 12,098,431 | SH | SOLE | 12,098,431 | 0 | 0 | ||
Government National Mortgage Association 7.00% 1/15/33 | MBS 30yr | 36241KJT6 | 68 | 58,224 | SH | SOLE | 58,224 | 0 | 0 | ||
Government National Mortgage Association 7.00% 1/15/39 | MBS 30yr | 3622A2AC6 | 1,526 | 1,288,556 | SH | SOLE | 1,288,556 | 0 | 0 | ||
Government National Mortgage Association 7.00% 1/20/26 | MBS 30yr | 36202CMA8 | 318 | 269,021 | SH | SOLE | 269,021 | 0 | 0 | ||
Government National Mortgage Association 7.00% 10/15/23 | MBS 30yr | 36203EHB7 | 165 | 150,894 | SH | SOLE | 150,894 | 0 | 0 | ||
Government National Mortgage Association 7.00% 10/16/33 | Agncy CMBS | 38376GE55 | 10,954 | 10,053,537 | SH | SOLE | 10,053,537 | 0 | 0 | ||
Government National Mortgage Association 7.00% 10/20/27 | MBS 30yr | 36202CXZ1 | 6 | 5,295 | SH | SOLE | 5,295 | 0 | 0 | ||
Government National Mortgage Association 7.00% 11/15/23 | MBS 30yr | 36204H6Q8 | 826 | 748,824 | SH | SOLE | 748,824 | 0 | 0 | ||
Government National Mortgage Association 7.00% 11/15/29 | MBS 30yr | 36225BGW2 | 25 | 21,228 | SH | SOLE | 21,228 | 0 | 0 | ||
Government National Mortgage Association 7.00% 11/15/32 | MBS 30yr | 36225BV21 | 6,341 | 5,356,958 | SH | SOLE | 5,356,958 | 0 | 0 | ||
Government National Mortgage Association 7.00% 11/16/40 | Agncy CMBS | 38376GWT3 | 6,914 | 6,184,913 | SH | SOLE | 6,184,913 | 0 | 0 | ||
Government National Mortgage Association 7.00% 11/20/28 | MBS 30yr | 36202C6L2 | 165 | 140,879 | SH | SOLE | 140,879 | 0 | 0 | ||
Government National Mortgage Association 7.00% 12/15/30 | MBS 30yr | 36225BLL0 | 23 | 19,846 | SH | SOLE | 19,846 | 0 | 0 | ||
Government National Mortgage Association 7.00% 12/15/32 | MBS 30yr | 36241LFA9 | 48,758 | 41,326,218 | SH | SOLE | 41,326,218 | 0 | 0 | ||
Government National Mortgage Association 7.00% 12/15/34 | MBS 30yr | 36241KFV5 | 1,916 | 1,621,353 | SH | SOLE | 1,621,353 | 0 | 0 | ||
Government National Mortgage Association 7.00% 12/15/34 | MBS 30yr | 36241LFB7 | 47,802 | 40,524,456 | SH | SOLE | 40,524,456 | 0 | 0 | ||
Government National Mortgage Association 7.00% 12/16/37 | Agncy CMBS | 38376GXJ4 | 10,891 | 10,053,852 | SH | SOLE | 10,053,852 | 0 | 0 | ||
Government National Mortgage Association 7.00% 12/20/32 | MBS 30yr | 36241KLW6 | 3,811 | 3,224,808 | SH | SOLE | 3,224,808 | 0 | 0 | ||
Government National Mortgage Association 7.00% 2/16/40 | Agncy CMBS | 38376GVW7 | 9,271 | 8,085,915 | SH | SOLE | 8,085,915 | 0 | 0 | ||
Government National Mortgage Association 7.00% 2/20/26 | MBS 30yr | 36202CMR1 | 779 | 668,377 | SH | SOLE | 668,377 | 0 | 0 | ||
Government National Mortgage Association 7.00% 3/15/35 | MBS 30yr | 36241KHC5 | 2,341 | 1,981,035 | SH | SOLE | 1,981,035 | 0 | 0 | ||
Government National Mortgage Association 7.00% 3/15/36 | MBS 30yr | 36241LN69 | 424 | 364,642 | SH | SOLE | 364,642 | 0 | 0 | ||
Government National Mortgage Association 7.00% 3/16/46 | Agncy CMBS | 38378BQR3 | 10,966 | 9,696,153 | SH | SOLE | 9,696,153 | 0 | 0 | ||
Government National Mortgage Association 7.00% 3/20/23 | MBS 30yr | 36202BA88 | 0 | 260 | SH | SOLE | 260 | 0 | 0 | ||
Government National Mortgage Association 7.00% 3/20/26 | MBS 30yr | 36202CM91 | 707 | 609,474 | SH | SOLE | 609,474 | 0 | 0 | ||
Government National Mortgage Association 7.00% 4/15/16 | MBS 15yr | 36212G5W8 | 40 | 39,177 | SH | SOLE | 39,177 | 0 | 0 | ||
Government National Mortgage Association 7.00% 4/15/31 | MBS 30yr | 36225BQK7 | 118 | 100,138 | SH | SOLE | 100,138 | 0 | 0 | ||
Government National Mortgage Association 7.00% 4/15/33 | MBS 30yr | 36241LQD1 | 11,645 | 9,919,862 | SH | SOLE | 9,919,862 | 0 | 0 | ||
Government National Mortgage Association 7.00% 4/15/35 | MBS 30yr | 36241KMF2 | 901 | 765,706 | SH | SOLE | 765,706 | 0 | 0 | ||
Government National Mortgage Association 7.00% 4/16/44 | Agncy CMBS | 38378BTZ2 | 9,389 | 8,471,749 | SH | SOLE | 8,471,749 | 0 | 0 | ||
Government National Mortgage Association 7.00% 4/20/28 | MBS 30yr | 36202C2K8 | 1 | 701 | SH | SOLE | 701 | 0 | 0 | ||
Government National Mortgage Association 7.00% 5/15/33 | MBS 30yr | 36241LKR6 | 7,066 | 5,988,623 | SH | SOLE | 5,988,623 | 0 | 0 | ||
Government National Mortgage Association 7.00% 5/16/37 | Agncy CMBS | 38376GVC1 | 10,635 | 10,055,154 | SH | SOLE | 10,055,154 | 0 | 0 | ||
Government National Mortgage Association 7.00% 5/20/17 | MBS 30yr | 36202AZ26 | 0 | 387 | SH | SOLE | 387 | 0 | 0 | ||
Government National Mortgage Association 7.00% 6/15/36 | MBS 30yr | 3622A2AQ5 | 21,770 | 18,383,350 | SH | SOLE | 18,383,350 | 0 | 0 | ||
Government National Mortgage Association 7.00% 6/15/36 | MBS 30yr | 3622A2ET5 | 10,748 | 9,134,969 | SH | SOLE | 9,134,969 | 0 | 0 | ||
Government National Mortgage Association 7.00% 6/16/39 | Agncy CMBS | 38376GYE4 | 9,044 | 8,155,817 | SH | SOLE | 8,155,817 | 0 | 0 | ||
Government National Mortgage Association 7.00% 7/15/31 | MBS 30yr | 36225BPC6 | 113 | 95,565 | SH | SOLE | 95,565 | 0 | 0 | ||
Government National Mortgage Association 7.00% 7/15/31 | MBS 30yr | 36225BPH5 | 1,462 | 1,237,046 | SH | SOLE | 1,237,046 | 0 | 0 | ||
Government National Mortgage Association 7.00% 7/15/35 | MBS 30yr | 36241LMJ2 | 110 | 93,203 | SH | SOLE | 93,203 | 0 | 0 | ||
Government National Mortgage Association 7.00% 8/15/27 | MBS 30yr | 36225AVT4 | 23 | 19,525 | SH | SOLE | 19,525 | 0 | 0 | ||
Government National Mortgage Association 7.00% 8/15/29 | MBS 30yr | 36225BFR4 | 1,368 | 1,159,094 | SH | SOLE | 1,159,094 | 0 | 0 | ||
Government National Mortgage Association 7.00% 8/15/31 | MBS 30yr | 36241KUN6 | 7,964 | 6,868,114 | SH | SOLE | 6,868,114 | 0 | 0 | ||
Government National Mortgage Association 7.00% 8/15/34 | MBS 30yr | 36241LC95 | 262 | 221,397 | SH | SOLE | 221,397 | 0 | 0 | ||
Government National Mortgage Association 7.00% 8/15/35 | MBS 30yr | 36241LWC6 | 7,781 | 6,695,956 | SH | SOLE | 6,695,956 | 0 | 0 | ||
Government National Mortgage Association 7.00% 8/20/37 | MBS 30yr | 36202EPC7 | 103 | 87,497 | SH | SOLE | 87,497 | 0 | 0 | ||
Government National Mortgage Association 7.00% 9/15/31 | MBS 30yr | 36225BPM4 | 284 | 240,829 | SH | SOLE | 240,829 | 0 | 0 | ||
Government National Mortgage Association 7.125% 3/15/23 | MBS 30yr | 36290NKE1 | 4,752 | 4,175,704 | SH | SOLE | 4,175,704 | 0 | 0 | ||
Government National Mortgage Association 7.125% 7/15/25 | MBS 30yr | 36290NM74 | 291 | 262,737 | SH | SOLE | 262,737 | 0 | 0 | ||
Government National Mortgage Association 7.49% 10/15/20 | MBS 30yr | 3622013F0 | 1 | 1,260 | SH | SOLE | 1,260 | 0 | 0 | ||
Government National Mortgage Association 7.49% 11/15/20 | MBS 30yr | 3622014A0 | 38 | 33,142 | SH | SOLE | 33,142 | 0 | 0 | ||
Government National Mortgage Association 7.49% 11/15/20 | MBS 30yr | 3622014B8 | 40 | 35,500 | SH | SOLE | 35,500 | 0 | 0 | ||
Government National Mortgage Association 7.49% 11/15/20 | MBS 30yr | 3622014F9 | 28 | 24,817 | SH | SOLE | 24,817 | 0 | 0 | ||
Government National Mortgage Association 7.49% 11/15/20 | MBS 30yr | 3622014L6 | 40 | 35,557 | SH | SOLE | 35,557 | 0 | 0 | ||
Government National Mortgage Association 7.49% 8/15/20 | MBS 30yr | 3622012P9 | 23 | 19,805 | SH | SOLE | 19,805 | 0 | 0 | ||
Government National Mortgage Association 7.49% 8/15/20 | MBS 30yr | 3622012Q7 | 57 | 50,223 | SH | SOLE | 50,223 | 0 | 0 | ||
Government National Mortgage Association 7.49% 8/15/20 | MBS 30yr | 3622012X2 | 28 | 24,688 | SH | SOLE | 24,688 | 0 | 0 | ||
Government National Mortgage Association 7.49% 8/15/20 | MBS 30yr | 3622013B9 | 20 | 17,653 | SH | SOLE | 17,653 | 0 | 0 | ||
Government National Mortgage Association 7.49% 9/15/20 | MBS 30yr | 3622013E3 | 143 | 126,847 | SH | SOLE | 126,847 | 0 | 0 | ||
Government National Mortgage Association 7.50% 1/15/37 | MBS 30yr | 36241LXJ0 | 15,375 | 12,710,280 | SH | SOLE | 12,710,280 | 0 | 0 | ||
Government National Mortgage Association 7.50% 10/15/35 | MBS 30yr | 36241KKZ0 | 2,677 | 2,274,723 | SH | SOLE | 2,274,723 | 0 | 0 | ||
Government National Mortgage Association 7.50% 11/15/37 | MBS 30yr | 3622A2EN8 | 10,233 | 8,469,432 | SH | SOLE | 8,469,432 | 0 | 0 | ||
Government National Mortgage Association 7.50% 12/15/27 | MBS 30yr | 36208UYA9 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
Government National Mortgage Association 7.50% 12/15/34 | MBS 30yr | 3622A2A85 | 8,836 | 7,349,255 | SH | SOLE | 7,349,255 | 0 | 0 | ||
Government National Mortgage Association 7.50% 2/15/35 | MBS 30yr | 36241KZL5 | 3,638 | 3,034,533 | SH | SOLE | 3,034,533 | 0 | 0 | ||
Government National Mortgage Association 7.50% 3/15/32 | MBS 30yr | 36225BUB2 | 3,276 | 2,716,161 | SH | SOLE | 2,716,161 | 0 | 0 | ||
Government National Mortgage Association 7.50% 4/15/34 | MBS 30yr | 36241KHY7 | 24,951 | 20,979,296 | SH | SOLE | 20,979,296 | 0 | 0 | ||
Government National Mortgage Association 7.50% 5/16/27 | Agncy CMO Other | 3837H0S79 | 100 | 87,149 | SH | SOLE | 87,149 | 0 | 0 | ||
Government National Mortgage Association 7.50% 6/15/35 | MBS 30yr | 36241LQ90 | 8,952 | 7,450,695 | SH | SOLE | 7,450,695 | 0 | 0 | ||
Government National Mortgage Association 7.50% 8/15/21 | MBS 30yr | 362203K75 | 110 | 101,079 | SH | SOLE | 101,079 | 0 | 0 | ||
Government National Mortgage Association 7.50% 8/15/21 | MBS 30yr | 362203K83 | 74 | 67,581 | SH | SOLE | 67,581 | 0 | 0 | ||
Government National Mortgage Association 7.50% 8/15/33 | MBS 30yr | 3622A2EU2 | 10,871 | 9,054,607 | SH | SOLE | 9,054,607 | 0 | 0 | ||
Government National Mortgage Association 7.50% 8/15/33 | MBS 30yr | 36241LGC4 | 941 | 787,955 | SH | SOLE | 787,955 | 0 | 0 | ||
Government National Mortgage Association 7.50% 8/15/34 | MBS 30yr | 36241KZK7 | 6,211 | 5,181,290 | SH | SOLE | 5,181,290 | 0 | 0 | ||
Government National Mortgage Association 7.50% 8/20/25 | MBS 30yr | 36202CH97 | 42 | 36,499 | SH | SOLE | 36,499 | 0 | 0 | ||
Government National Mortgage Association 7.50% 9/16/35 | Agncy CMO Other | 38374L5Y3 | 56 | 49,025 | SH | SOLE | 49,025 | 0 | 0 | ||
Government National Mortgage Association 7.50% 9/16/35 | Agncy CMO Other | 38374L5Z0 | 215 | 185,326 | SH | SOLE | 185,326 | 0 | 0 | ||
Government National Mortgage Association 7.50% 9/20/26 | Agncy CMO Other | 3837H0XC2 | 181 | 156,300 | SH | SOLE | 156,300 | 0 | 0 | ||
Government National Mortgage Association 7.75% 11/15/20 | MBS 30yr | 36290NFM9 | 1,377 | 1,244,186 | SH | SOLE | 1,244,186 | 0 | 0 | ||
Government National Mortgage Association 7.75% 6/15/30 | MBS Other | 36212YTT0 | 311 | 309,949 | SH | SOLE | 309,949 | 0 | 0 | ||
Government National Mortgage Association 7.75% 9/15/33 | MBS Other | 36213NGH3 | 522 | 489,434 | SH | SOLE | 489,434 | 0 | 0 | ||
Government National Mortgage Association 7.92% 7/15/23 | MBS Other | 36213BSQ6 | 546 | 516,707 | SH | SOLE | 516,707 | 0 | 0 | ||
Government National Mortgage Association 8.00% 1/15/31 | MBS Other | 36213BJW3 | 1,068 | 999,156 | SH | SOLE | 999,156 | 0 | 0 | ||
Government National Mortgage Association 8.00% 1/15/32 | MBS 30yr | 36241KMZ8 | 11,399 | 9,397,298 | SH | SOLE | 9,397,298 | 0 | 0 | ||
Government National Mortgage Association 8.00% 1/20/22 | MBS 30yr | 36202B5R2 | 0 | 53 | SH | SOLE | 53 | 0 | 0 | ||
Government National Mortgage Association 8.00% 1/20/25 | MBS 30yr | 36202CEJ8 | 9 | 8,211 | SH | SOLE | 8,211 | 0 | 0 | ||
Government National Mortgage Association 8.00% 1/20/28 | MBS 30yr | 36202CZB2 | 34 | 29,842 | SH | SOLE | 29,842 | 0 | 0 | ||
Government National Mortgage Association 8.00% 1/20/29 | MBS 30yr | 36202DAE1 | 28 | 25,239 | SH | SOLE | 25,239 | 0 | 0 | ||
Government National Mortgage Association 8.00% 1/20/30 | MBS 30yr | 36202DFH9 | 1,497 | 1,262,334 | SH | SOLE | 1,262,334 | 0 | 0 | ||
Government National Mortgage Association 8.00% 1/20/31 | MBS 30yr | 36179NGF9 | 703 | 604,688 | SH | SOLE | 604,688 | 0 | 0 | ||
Government National Mortgage Association 8.00% 10/15/27 | MBS 30yr | 36208E7A5 | 0 | 106 | SH | SOLE | 106 | 0 | 0 | ||
Government National Mortgage Association 8.00% 10/15/27 | MBS 30yr | 36225BFG8 | 2,969 | 2,455,878 | SH | SOLE | 2,455,878 | 0 | 0 | ||
Government National Mortgage Association 8.00% 10/20/22 | MBS 30yr | 36202AN37 | 0 | 142 | SH | SOLE | 142 | 0 | 0 | ||
Government National Mortgage Association 8.00% 10/20/29 | MBS 30yr | 36202DD73 | 584 | 481,190 | SH | SOLE | 481,190 | 0 | 0 | ||
Government National Mortgage Association 8.00% 11/15/27 | MBS 30yr | 36225A7B0 | 2,612 | 2,139,810 | SH | SOLE | 2,139,810 | 0 | 0 | ||
Government National Mortgage Association 8.00% 11/15/33 | MBS Other | 36200TNP9 | 238 | 222,209 | SH | SOLE | 222,209 | 0 | 0 | ||
Government National Mortgage Association 8.00% 11/16/29 | Agncy CMO Z | 3837H3LY1 | 307 | 259,545 | SH | SOLE | 259,545 | 0 | 0 | ||
Government National Mortgage Association 8.00% 11/20/24 | MBS 30yr | 36202CDE0 | 81 | 71,514 | SH | SOLE | 71,514 | 0 | 0 | ||
Government National Mortgage Association 8.00% 11/20/25 | MBS 30yr | 36202CLB7 | 9 | 7,504 | SH | SOLE | 7,504 | 0 | 0 | ||
Government National Mortgage Association 8.00% 11/20/27 | MBS 30yr | 36202CYH0 | 24 | 20,305 | SH | SOLE | 20,305 | 0 | 0 | ||
Government National Mortgage Association 8.00% 11/20/29 | MBS 30yr | 36202DEM9 | 892 | 737,234 | SH | SOLE | 737,234 | 0 | 0 | ||
Government National Mortgage Association 8.00% 12/15/25 | MBS 30yr | 36225BQB7 | 258 | 227,092 | SH | SOLE | 227,092 | 0 | 0 | ||
Government National Mortgage Association 8.00% 12/15/30 | MBS 30yr | 3622A2CK6 | 10,151 | 8,287,468 | SH | SOLE | 8,287,468 | 0 | 0 | ||
Government National Mortgage Association 8.00% 12/15/35 | MBS 30yr | 36241KJA7 | 16,802 | 13,497,981 | SH | SOLE | 13,497,981 | 0 | 0 | ||
Government National Mortgage Association 8.00% 12/20/24 | MBS 30yr | 36202CD34 | 0 | 264 | SH | SOLE | 264 | 0 | 0 | ||
Government National Mortgage Association 8.00% 12/20/25 | MBS 30yr | 36202CLW1 | 23 | 19,741 | SH | SOLE | 19,741 | 0 | 0 | ||
Government National Mortgage Association 8.00% 12/20/27 | MBS 30yr | 36202CYW7 | 27 | 23,629 | SH | SOLE | 23,629 | 0 | 0 | ||
Government National Mortgage Association 8.00% 12/20/29 | MBS 30yr | 36202DE31 | 707 | 577,813 | SH | SOLE | 577,813 | 0 | 0 | ||
Government National Mortgage Association 8.00% 2/20/23 | MBS 30yr | 36202A3U9 | 1 | 715 | SH | SOLE | 715 | 0 | 0 | ||
Government National Mortgage Association 8.00% 2/20/26 | MBS 30yr | 36202CMU4 | 68 | 59,694 | SH | SOLE | 59,694 | 0 | 0 | ||
Government National Mortgage Association 8.00% 2/20/28 | MBS 30yr | 36202CZP1 | 26 | 22,825 | SH | SOLE | 22,825 | 0 | 0 | ||
Government National Mortgage Association 8.00% 3/20/26 | MBS 30yr | 36202CNC3 | 6 | 4,871 | SH | SOLE | 4,871 | 0 | 0 | ||
Government National Mortgage Association 8.00% 3/20/29 | MBS 30yr | 36202DA92 | 38 | 35,887 | SH | SOLE | 35,887 | 0 | 0 | ||
Government National Mortgage Association 8.00% 4/15/38 | MBS 30yr | 36241LNH5 | 7,302 | 6,082,300 | SH | SOLE | 6,082,300 | 0 | 0 | ||
Government National Mortgage Association 8.00% 4/20/25 | MBS 30yr | 36202CF57 | 1 | 1,039 | SH | SOLE | 1,039 | 0 | 0 | ||
Government National Mortgage Association 8.00% 4/20/29 | MBS 30yr | 36202DBM2 | 6 | 6,379 | SH | SOLE | 6,379 | 0 | 0 | ||
Government National Mortgage Association 8.00% 6/20/22 | MBS 30yr | 36202CBM4 | 0 | 294 | SH | SOLE | 294 | 0 | 0 | ||
Government National Mortgage Association 8.00% 6/20/23 | MBS 30yr | 36202BLD5 | 11 | 9,611 | SH | SOLE | 9,611 | 0 | 0 | ||
Government National Mortgage Association 8.00% 6/20/24 | MBS 30yr | 36202B5W1 | 0 | 141 | SH | SOLE | 141 | 0 | 0 | ||
Government National Mortgage Association 8.00% 6/20/28 | MBS 30yr | 36202C3P6 | 7 | 6,336 | SH | SOLE | 6,336 | 0 | 0 | ||
Government National Mortgage Association 8.00% 7/15/24 | MBS Other | 36212YTX1 | 102 | 101,588 | SH | SOLE | 101,588 | 0 | 0 | ||
Government National Mortgage Association 8.00% 7/15/29 | MBS 30yr | 36225BFK9 | 20 | 16,947 | SH | SOLE | 16,947 | 0 | 0 | ||
Government National Mortgage Association 8.00% 7/20/17 | MBS 30yr | 36202A3E5 | 0 | 54 | SH | SOLE | 54 | 0 | 0 | ||
Government National Mortgage Association 8.00% 7/20/22 | MBS 30yr | 36202AAH0 | 0 | 231 | SH | SOLE | 231 | 0 | 0 | ||
Government National Mortgage Association 8.00% 7/20/24 | MBS 30yr | 36202B7B5 | 0 | 150 | SH | SOLE | 150 | 0 | 0 | ||
Government National Mortgage Association 8.00% 7/20/25 | MBS 30yr | 36202CHM8 | 55 | 46,401 | SH | SOLE | 46,401 | 0 | 0 | ||
Government National Mortgage Association 8.00% 7/20/29 | MBS 30yr | 36202DCW9 | 0 | 394 | SH | SOLE | 394 | 0 | 0 | ||
Government National Mortgage Association 8.00% 8/15/26 | MBS 30yr | 36207H4R5 | 0 | 99 | SH | SOLE | 99 | 0 | 0 | ||
Government National Mortgage Association 8.00% 8/15/31 | MBS Other | 36213NH25 | 224 | 209,433 | SH | SOLE | 209,433 | 0 | 0 | ||
Government National Mortgage Association 8.00% 8/20/24 | MBS 30yr | 36202CBJ1 | 8 | 7,436 | SH | SOLE | 7,436 | 0 | 0 | ||
Government National Mortgage Association 8.00% 8/20/25 | MBS 30yr | 36202CJC8 | 9 | 7,808 | SH | SOLE | 7,808 | 0 | 0 | ||
Government National Mortgage Association 8.00% 8/20/28 | MBS 30yr | 36202C4S9 | 1 | 1,103 | SH | SOLE | 1,103 | 0 | 0 | ||
Government National Mortgage Association 8.00% 8/20/29 | MBS 30yr | 36202DDC2 | 53 | 45,722 | SH | SOLE | 45,722 | 0 | 0 | ||
Government National Mortgage Association 8.00% 9/15/27 | MBS 30yr | 3622A2C67 | 9,910 | 8,218,216 | SH | SOLE | 8,218,216 | 0 | 0 | ||
Government National Mortgage Association 8.00% 9/15/32 | MBS 30yr | 3622A2FH0 | 12,411 | 10,259,973 | SH | SOLE | 10,259,973 | 0 | 0 | ||
Government National Mortgage Association 8.00% 9/20/22 | MBS 30yr | 36202AFM4 | 0 | 112 | SH | SOLE | 112 | 0 | 0 | ||
Government National Mortgage Association 8.00% 9/20/23 | MBS 30yr | 36202BQ57 | 0 | 47 | SH | SOLE | 47 | 0 | 0 | ||
Government National Mortgage Association 8.00% 9/20/24 | MBS 30yr | 36202CCE1 | 4 | 3,853 | SH | SOLE | 3,853 | 0 | 0 | ||
Government National Mortgage Association 8.00% 9/20/28 | MBS 30yr | 36202C5G4 | 11 | 9,480 | SH | SOLE | 9,480 | 0 | 0 | ||
Government National Mortgage Association 8.25% 4/15/20 | MBS 30yr | 36225A4V9 | 157 | 139,077 | SH | SOLE | 139,077 | 0 | 0 | ||
Government National Mortgage Association 8.25% 9/15/30 | MBS Other | 36210KPU3 | 256 | 240,593 | SH | SOLE | 240,593 | 0 | 0 | ||
Government National Mortgage Association 8.50% 2/15/32 | MBS 30yr | 36241LNJ1 | 6,574 | 5,571,918 | SH | SOLE | 5,571,918 | 0 | 0 | ||
Government National Mortgage Association 8.50% 7/15/32 | MBS 30yr | 36225BUX4 | 279 | 222,977 | SH | SOLE | 222,977 | 0 | 0 | ||
Government National Mortgage Association 8.60% 5/15/27 | MBS Other | 36213BSG8 | 457 | 459,940 | SH | SOLE | 459,940 | 0 | 0 | ||
Government National Mortgage Association 9.00% 10/15/29 | MBS 30yr | 36225BGZ5 | 396 | 324,697 | SH | SOLE | 324,697 | 0 | 0 | ||
Government National Mortgage Association 9.00% 12/15/17 | MBS 30yr | 36225ABQ2 | 1,010 | 936,958 | SH | SOLE | 936,958 | 0 | 0 | ||
Government National Mortgage Association 9.00% 9/15/17 | MBS 30yr | 36218UHK4 | 0 | 9 | SH | SOLE | 9 | 0 | 0 | ||
Government National Mortgage Association 9.50% 7/15/25 | MBS 30yr | 36225BF78 | 7 | 5,571 | SH | SOLE | 5,571 | 0 | 0 | ||
Government National Mortgage Association II 6.00% 1/20/29 | MBS 30yr | 36202C7L1 | 687 | 596,298 | SH | SOLE | 596,298 | 0 | 0 | ||
Government National Mortgage Association II 6.00% 1/20/32 | MBS 30yr | 36202DRG8 | 338 | 297,787 | SH | SOLE | 297,787 | 0 | 0 | ||
Government National Mortgage Association II 6.00% 1/20/34 | MBS 30yr | 36202D3J8 | 275 | 239,118 | SH | SOLE | 239,118 | 0 | 0 | ||
Government National Mortgage Association II 6.00% 11/20/31 | MBS 30yr | 36202DQM6 | 75 | 65,155 | SH | SOLE | 65,155 | 0 | 0 | ||
Government National Mortgage Association II 6.00% 2/20/29 | MBS 30yr | 36202DAN1 | 204 | 176,802 | SH | SOLE | 176,802 | 0 | 0 | ||
Government National Mortgage Association II 6.00% 2/20/34 | MBS 30yr | 36202D4A6 | 195 | 168,902 | SH | SOLE | 168,902 | 0 | 0 | ||
Government National Mortgage Association II 6.00% 2/20/35 | MBS 30yr | 36202ECQ0 | 821 | 704,782 | SH | SOLE | 704,782 | 0 | 0 | ||
Government National Mortgage Association II 6.00% 3/20/33 | MBS 30yr | 36202DWX5 | 1,960 | 1,702,956 | SH | SOLE | 1,702,956 | 0 | 0 | ||
Government National Mortgage Association II 6.00% 4/20/31 | Agncy CMO Z | 383739R76 | 726 | 649,007 | SH | SOLE | 649,007 | 0 | 0 | ||
Government National Mortgage Association II 6.00% 4/20/33 | MBS 30yr | 36202DXD8 | 25 | 21,657 | SH | SOLE | 21,657 | 0 | 0 | ||
Government National Mortgage Association II 6.00% 7/20/34 | MBS 30yr | 36202D6V8 | 69 | 59,754 | SH | SOLE | 59,754 | 0 | 0 | ||
Government National Mortgage Association II 6.00% 9/20/23 | MBS 15yr | 36202EVX4 | 237 | 215,507 | SH | SOLE | 215,507 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 1/20/28 | MBS 30yr | 36202CY72 | 3,048 | 2,561,273 | SH | SOLE | 2,561,273 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 1/20/29 | MBS 30yr | 36202DAA9 | 231 | 200,239 | SH | SOLE | 200,239 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 1/20/32 | MBS 30yr | 36225BRH3 | 207 | 178,163 | SH | SOLE | 178,163 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 10/20/28 | MBS 30yr | 36202C5T6 | 423 | 365,648 | SH | SOLE | 365,648 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 10/20/34 | MBS 30yr | 36202EC64 | 475 | 406,441 | SH | SOLE | 406,441 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 12/20/27 | MBS 30yr | 36202CYS6 | 124 | 103,923 | SH | SOLE | 103,923 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 12/20/28 | MBS 30yr | 36202C7A5 | 9 | 7,466 | SH | SOLE | 7,466 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 12/20/32 | MBS 30yr | 36202DVP3 | 246 | 213,233 | SH | SOLE | 213,233 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 2/20/31 | MBS 30yr | 36202DLU3 | 124 | 108,322 | SH | SOLE | 108,322 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 3/20/26 | MBS 30yr | 36202CM83 | 202 | 177,137 | SH | SOLE | 177,137 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 3/20/28 | MBS 30yr | 36202CZ48 | 14 | 12,056 | SH | SOLE | 12,056 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 3/20/29 | MBS 30yr | 36202DA68 | 118 | 100,931 | SH | SOLE | 100,931 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 3/20/31 | MBS 30yr | 36202DMA6 | 120 | 103,313 | SH | SOLE | 103,313 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 3/20/32 | Agncy CMO Other | 38373WJW9 | 108 | 94,702 | SH | SOLE | 94,702 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 4/20/28 | MBS 30yr | 36202C2J1 | 990 | 848,703 | SH | SOLE | 848,703 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 4/20/28 | MBS 30yr | 36209ERU8 | 270 | 245,891 | SH | SOLE | 245,891 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 4/20/33 | MBS 30yr | 36202DXE6 | 25 | 21,419 | SH | SOLE | 21,419 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 5/20/28 | MBS 30yr | 36202C2X0 | 3,045 | 2,558,969 | SH | SOLE | 2,558,969 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 5/20/31 | MBS 30yr | 36202DM57 | 243 | 210,009 | SH | SOLE | 210,009 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 5/20/32 | MBS 30yr | 36202DS44 | 26 | 22,293 | SH | SOLE | 22,293 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 5/20/32 | Agncy CMO Z | 38373W4S4 | 304 | 267,141 | SH | SOLE | 267,141 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 5/20/33 | MBS 30yr | 36202DXV8 | 277 | 236,188 | SH | SOLE | 236,188 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 6/20/26 | MBS 30yr | 36202CPP2 | 567 | 485,126 | SH | SOLE | 485,126 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 6/20/28 | MBS 30yr | 36202C3L5 | 152 | 132,312 | SH | SOLE | 132,312 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 6/20/28 | Agncy CMO Other | 3837H1PL9 | 356 | 314,318 | SH | SOLE | 314,318 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 6/20/29 | MBS 30yr | 36202DCC3 | 33 | 28,316 | SH | SOLE | 28,316 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 6/20/31 | MBS 30yr | 36202DNL1 | 73 | 63,343 | SH | SOLE | 63,343 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 7/20/28 | MBS 30yr | 36202C3Y7 | 92 | 79,878 | SH | SOLE | 79,878 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 7/20/31 | MBS 30yr | 36202DNY3 | 80 | 69,845 | SH | SOLE | 69,845 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 8/16/29 | Agncy CMO Other | 38373XDM5 | 194 | 170,194 | SH | SOLE | 170,194 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 8/20/28 | MBS 30yr | 36202C4P5 | 72 | 62,639 | SH | SOLE | 62,639 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 8/20/31 | MBS 30yr | 36202DPD7 | 1,686 | 1,454,400 | SH | SOLE | 1,454,400 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 8/20/32 | MBS 30yr | 36225BYE2 | 210 | 181,652 | SH | SOLE | 181,652 | 0 | 0 | ||
Government National Mortgage Association II 6.50% 8/20/33 | MBS 30yr | 36202DY54 | 266 | 231,241 | SH | SOLE | 231,241 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 1/20/29 | MBS 30yr | 36202DAB7 | 363 | 314,391 | SH | SOLE | 314,391 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 10/20/25 | MBS 30yr | 36202CKJ1 | 2,044 | 1,748,246 | SH | SOLE | 1,748,246 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 10/20/26 | MBS 30yr | 36202CRW5 | 8 | 7,248 | SH | SOLE | 7,248 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 10/20/31 | MBS 30yr | 36202DQC8 | 123 | 107,440 | SH | SOLE | 107,440 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 10/20/31 | MBS 30yr | 36202DSS1 | 56 | 46,869 | SH | SOLE | 46,869 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 10/20/37 | MBS 30yr | 36202EP29 | 772 | 666,563 | SH | SOLE | 666,563 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 10/20/38 | MBS 30yr | 36202EW70 | 507 | 452,261 | SH | SOLE | 452,261 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 11/20/27 | MBS 30yr | 36202CYF4 | 1,963 | 1,671,279 | SH | SOLE | 1,671,279 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 11/20/31 | MBS 30yr | 36202DQP9 | 163 | 137,910 | SH | SOLE | 137,910 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 11/20/34 | MBS 30yr | 36202EBH1 | 20 | 17,670 | SH | SOLE | 17,670 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 12/20/25 | MBS 30yr | 36202CLR2 | 79 | 69,559 | SH | SOLE | 69,559 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 12/20/27 | MBS 30yr | 36202CYT4 | 984 | 832,181 | SH | SOLE | 832,181 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 12/20/28 | MBS 30yr | 36202C7B3 | 140 | 123,131 | SH | SOLE | 123,131 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 12/20/32 | MBS 30yr | 36241LFF8 | 38,855 | 32,806,414 | SH | SOLE | 32,806,414 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 12/20/34 | MBS 30yr | 36202EBY4 | 53 | 47,257 | SH | SOLE | 47,257 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 12/20/37 | MBS 30yr | 36202EQP7 | 231 | 209,235 | SH | SOLE | 209,235 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 2/20/28 | MBS 30yr | 36202CZM8 | 271 | 232,987 | SH | SOLE | 232,987 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 2/20/31 | MBS 30yr | 36202DLV1 | 128 | 110,080 | SH | SOLE | 110,080 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 2/20/32 | MBS 30yr | 36202DRX1 | 3 | 2,703 | SH | SOLE | 2,703 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 3/20/28 | MBS 30yr | 36202CZ55 | 192 | 162,737 | SH | SOLE | 162,737 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 3/20/29 | MBS 30yr | 36202DA76 | 85 | 75,031 | SH | SOLE | 75,031 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 3/20/32 | MBS 30yr | 36202DSD4 | 296 | 249,460 | SH | SOLE | 249,460 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 3/20/38 | MBS 30yr | 36202ERW1 | 526 | 453,678 | SH | SOLE | 453,678 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 4/20/26 | MBS 30yr | 36202CNT6 | 7 | 5,927 | SH | SOLE | 5,927 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 4/20/29 | MBS 30yr | 36202DBK6 | 51 | 43,891 | SH | SOLE | 43,891 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 4/20/32 | MBS 30yr | 36225BSV1 | 2,692 | 2,270,213 | SH | SOLE | 2,270,213 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 5/20/26 | MBS 30yr | 36202CPA5 | 4 | 3,811 | SH | SOLE | 3,811 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 5/20/28 | MBS 30yr | 36202C2Y8 | 1,431 | 1,209,057 | SH | SOLE | 1,209,057 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 5/20/29 | MBS 30yr | 36202DBY6 | 116 | 98,029 | SH | SOLE | 98,029 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 5/20/31 | MBS 30yr | 36202DM65 | 65 | 54,877 | SH | SOLE | 54,877 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 5/20/32 | MBS 30yr | 36202DS51 | 43 | 36,806 | SH | SOLE | 36,806 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 6/20/28 | MBS 30yr | 36202C3M3 | 135 | 114,422 | SH | SOLE | 114,422 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 7/20/28 | MBS 30yr | 36202C3Z4 | 182 | 154,445 | SH | SOLE | 154,445 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 7/20/29 | MBS 30yr | 36202DCU3 | 121 | 103,315 | SH | SOLE | 103,315 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 8/20/25 | MBS 30yr | 36202CH71 | 59 | 51,273 | SH | SOLE | 51,273 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 8/20/27 | MBS 30yr | 36202CW82 | 162 | 138,763 | SH | SOLE | 138,763 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 8/20/28 | MBS 30yr | 36202C4Q3 | 126 | 108,744 | SH | SOLE | 108,744 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 8/20/31 | MBS 30yr | 36202DPE5 | 367 | 309,235 | SH | SOLE | 309,235 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 9/20/27 | MBS 30yr | 36202CXL2 | 514 | 453,935 | SH | SOLE | 453,935 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 9/20/29 | MBS 30yr | 36202DDN8 | 2 | 1,893 | SH | SOLE | 1,893 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 9/20/31 | MBS 30yr | 36202DPT2 | 94 | 79,319 | SH | SOLE | 79,319 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 9/20/37 | MBS 30yr | 36202EPP8 | 8 | 7,049 | SH | SOLE | 7,049 | 0 | 0 | ||
Government National Mortgage Association II 7.00% 9/20/38 | MBS 30yr | 36202EWG0 | 290 | 257,536 | SH | SOLE | 257,536 | 0 | 0 | ||
Government National Mortgage Association II 7.5% 1/20/30 | MBS 30yr | 36202DFG1 | 257 | 219,542 | SH | SOLE | 219,542 | 0 | 0 | ||
Government National Mortgage Association II 7.5% 2/20/30 | MBS 30yr | 36202DFY2 | 724 | 599,215 | SH | SOLE | 599,215 | 0 | 0 | ||
Government National Mortgage Association II 7.5% 3/20/29 | MBS 30yr | 36202DA84 | 0 | 297 | SH | SOLE | 297 | 0 | 0 | ||
Government National Mortgage Association II 7.5% 4/20/26 | MBS 30yr | 36202CNV1 | 2 | 2,076 | SH | SOLE | 2,076 | 0 | 0 | ||
Government National Mortgage Association II 7.5% 4/20/30 | MBS 30yr | 36202DGR6 | 329 | 274,609 | SH | SOLE | 274,609 | 0 | 0 | ||
Government National Mortgage Association II 7.5% 7/20/30 | MBS 30yr | 36202DHW4 | 89 | 74,472 | SH | SOLE | 74,472 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 1/20/28 | MBS 30yr | 36202CY98 | 20 | 16,778 | SH | SOLE | 16,778 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 10/20/28 | MBS 30yr | 36202C5V1 | 180 | 151,897 | SH | SOLE | 151,897 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 10/20/29 | MBS 30yr | 36202DD65 | 1,624 | 1,340,836 | SH | SOLE | 1,340,836 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 11/20/25 | MBS 30yr | 36202CK77 | 69 | 59,509 | SH | SOLE | 59,509 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 11/20/26 | MBS 30yr | 36202CSK0 | 51 | 44,081 | SH | SOLE | 44,081 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 11/20/27 | MBS 30yr | 36202CYG2 | 181 | 154,437 | SH | SOLE | 154,437 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 11/20/29 | MBS 30yr | 36202DEL1 | 2,523 | 2,099,205 | SH | SOLE | 2,099,205 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 11/20/29 | Agncy CMO Z | 3837H3FY8 | 323 | 279,052 | SH | SOLE | 279,052 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 11/20/32 | MBS 30yr | 36241KHU5 | 10,435 | 8,570,346 | SH | SOLE | 8,570,346 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 12/20/22 | MBS 30yr | 36202ATA5 | 0 | 309 | SH | SOLE | 309 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 12/20/25 | MBS 30yr | 36202CLU5 | 0 | 203 | SH | SOLE | 203 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 12/20/26 | MBS 30yr | 36202CS61 | 39 | 33,075 | SH | SOLE | 33,075 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 12/20/27 | MBS 30yr | 36202CYV9 | 15 | 12,790 | SH | SOLE | 12,790 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 12/20/29 | MBS 30yr | 36202DE23 | 1,097 | 923,501 | SH | SOLE | 923,501 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 2/20/29 | MBS 30yr | 36202DAS0 | 133 | 111,917 | SH | SOLE | 111,917 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 3/20/28 | MBS 30yr | 36202CZ63 | 45 | 38,391 | SH | SOLE | 38,391 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 3/20/30 | MBS 30yr | 36202DGD7 | 398 | 333,635 | SH | SOLE | 333,635 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 3/20/32 | MBS 30yr | 3622A2DB5 | 9,798 | 8,265,459 | SH | SOLE | 8,265,459 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 4/20/28 | MBS 30yr | 36202C2M4 | 2 | 2,138 | SH | SOLE | 2,138 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 5/20/24 | MBS 30yr | 36202B4A0 | 0 | 347 | SH | SOLE | 347 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 5/20/30 | MBS 30yr | 36202DG62 | 7 | 6,232 | SH | SOLE | 6,232 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 6/20/26 | MBS 30yr | 36202CPS6 | 0 | 189 | SH | SOLE | 189 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 6/20/30 | MBS 30yr | 36202DHK0 | 32 | 27,562 | SH | SOLE | 27,562 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 7/20/28 | MBS 30yr | 36202C4A8 | 4 | 3,457 | SH | SOLE | 3,457 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 7/20/29 | MBS 30yr | 36202DCV1 | 37 | 32,275 | SH | SOLE | 32,275 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 8/20/29 | MBS 30yr | 36202DDB4 | 76 | 64,264 | SH | SOLE | 64,264 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 8/20/30 | MBS 30yr | 36202DJA0 | 552 | 457,763 | SH | SOLE | 457,763 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 9/20/27 | MBS 30yr | 36202CXN8 | 18 | 15,751 | SH | SOLE | 15,751 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 9/20/28 | MBS 30yr | 36202C5F6 | 254 | 215,112 | SH | SOLE | 215,112 | 0 | 0 | ||
Government National Mortgage Association II 7.50% 9/20/29 | MBS 30yr | 36202DDP3 | 1,979 | 1,648,918 | SH | SOLE | 1,648,918 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 1/20/26 | MBS 30yr | 36202CMD2 | 128 | 111,967 | SH | SOLE | 111,967 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 1/20/27 | MBS 30yr | 36202CTT0 | 12 | 10,192 | SH | SOLE | 10,192 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 10/20/25 | MBS 30yr | 36202CKP7 | 2 | 1,560 | SH | SOLE | 1,560 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 10/20/26 | MBS 30yr | 36202CR21 | 109 | 91,372 | SH | SOLE | 91,372 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 10/20/27 | MBS 30yr | 36202CX40 | 542 | 455,952 | SH | SOLE | 455,952 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 10/20/27 | MBS 30yr | 36225BZ76 | 3,822 | 3,130,701 | SH | SOLE | 3,130,701 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 10/20/30 | MBS 30yr | 36202DJ93 | 761 | 620,716 | SH | SOLE | 620,716 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 11/20/26 | MBS 30yr | 36202CSM6 | 132 | 111,325 | SH | SOLE | 111,325 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 11/20/31 | MBS 30yr | 36225BSP4 | 3,850 | 3,167,250 | SH | SOLE | 3,167,250 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 12/20/26 | MBS 30yr | 36202CS95 | 87 | 72,092 | SH | SOLE | 72,092 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 12/20/30 | MBS 30yr | 36202DKZ3 | 1,859 | 1,514,904 | SH | SOLE | 1,514,904 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 2/20/27 | MBS 30yr | 36202CUC5 | 51 | 44,568 | SH | SOLE | 44,568 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 2/20/29 | MBS 30yr | 36202DAT8 | 46 | 41,986 | SH | SOLE | 41,986 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 3/20/27 | MBS 30yr | 36202CUW1 | 6 | 5,407 | SH | SOLE | 5,407 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 3/20/30 | MBS 30yr | 36202DGE5 | 518 | 426,977 | SH | SOLE | 426,977 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 4/20/26 | MBS 30yr | 36202CNW9 | 12 | 10,809 | SH | SOLE | 10,809 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 4/20/27 | MBS 30yr | 36202CVF7 | 21 | 18,387 | SH | SOLE | 18,387 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 4/20/30 | MBS 30yr | 36202DGS4 | 729 | 598,714 | SH | SOLE | 598,714 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 5/20/25 | MBS 30yr | 36202CGN7 | 11 | 10,083 | SH | SOLE | 10,083 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 5/20/27 | MBS 30yr | 36202CV26 | 145 | 124,353 | SH | SOLE | 124,353 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 5/20/29 | MBS 30yr | 36202DB26 | 3 | 3,065 | SH | SOLE | 3,065 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 5/20/30 | MBS 30yr | 36202DG70 | 373 | 306,730 | SH | SOLE | 306,730 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 6/20/26 | MBS 30yr | 36202CPT4 | 18 | 14,999 | SH | SOLE | 14,999 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 6/20/27 | MBS 30yr | 36202CWE9 | 90 | 77,875 | SH | SOLE | 77,875 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 6/20/30 | Agncy CMO Z | 3837H4ND3 | 156 | 130,417 | SH | SOLE | 130,417 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 7/20/26 | MBS 30yr | 36202CQA4 | 11 | 8,987 | SH | SOLE | 8,987 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 7/20/27 | MBS 30yr | 36202CWU3 | 143 | 122,102 | SH | SOLE | 122,102 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 7/20/30 | MBS 30yr | 36202DHX2 | 30 | 25,232 | SH | SOLE | 25,232 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 8/20/26 | MBS 30yr | 36202CQX4 | 129 | 108,617 | SH | SOLE | 108,617 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 8/20/27 | MBS 30yr | 36202CXB4 | 334 | 279,564 | SH | SOLE | 279,564 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 9/20/18 | MBS 30yr | 36202BF34 | 4 | 3,470 | SH | SOLE | 3,470 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 9/20/25 | MBS 30yr | 36202CJ38 | 4 | 3,479 | SH | SOLE | 3,479 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 9/20/26 | MBS 30yr | 36202CRE5 | 88 | 74,116 | SH | SOLE | 74,116 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 9/20/27 | MBS 30yr | 36202CXP3 | 370 | 309,326 | SH | SOLE | 309,326 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 9/20/29 | MBS 30yr | 36202DDQ1 | 333 | 275,047 | SH | SOLE | 275,047 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 9/20/30 | MBS 30yr | 36202DJS1 | 57 | 46,830 | SH | SOLE | 46,830 | 0 | 0 | ||
Government National Mortgage Association II 8.00% 9/20/32 | MBS 30yr | 36241LL61 | 7,353 | 5,977,964 | SH | SOLE | 5,977,964 | 0 | 0 | ||
Government National Mortgage Association II 8.50% 11/20/31 | MBS 30yr | 36225BYL6 | 595 | 503,670 | SH | SOLE | 503,670 | 0 | 0 | ||
Government National Mortgage Association II 8.75% 3/20/17 | MBS 30yr | 36202LHR7 | 11 | 10,411 | SH | SOLE | 10,411 | 0 | 0 | ||
Government National Mortgage Association II VRN 11/20/39 | Agncy CMO Other | 38378DU29 | 13,883 | 11,791,849 | SH | SOLE | 11,791,849 | 0 | 0 | ||
Government National Mortgage Association II VRN 2/20/39 | Agncy CMO Other | 38378TLP3 | 5,277 | 4,473,338 | SH | SOLE | 4,473,338 | 0 | 0 | ||
Government National Mortgage Association II VRN 4/20/34 | Agncy CMO Other | 38378MSU0 | 7,809 | 6,940,594 | SH | SOLE | 6,940,594 | 0 | 0 | ||
Government National Mortgage Association VRN 1/16/34 | Agncy CMBS | 38373MKJ8 | 672 | 664,315 | SH | SOLE | 664,315 | 0 | 0 | ||
Government National Mortgage Association VRN 10/20/34 | Agncy CMO Other | 38378HJB3 | 2,765 | 2,322,836 | SH | SOLE | 2,322,836 | 0 | 0 | ||
Government National Mortgage Association VRN 12/16/50 | Agncy CMBS | 38376GXR6 | 7,613 | 6,882,925 | SH | SOLE | 6,882,925 | 0 | 0 | ||
Government National Mortgage Association VRN 12/20/38 | Agncy CMO Other | 38378MH99 | 5,649 | 4,920,417 | SH | SOLE | 4,920,417 | 0 | 0 | ||
Government National Mortgage Association VRN 2/16/44 | Agncy CMBS | 38373MSR2 | 233 | 229,437 | SH | SOLE | 229,437 | 0 | 0 | ||
Government National Mortgage Association VRN 5/16/46 | Agncy CMBS | 38373MH60 | 6,716 | 6,338,427 | SH | SOLE | 6,338,427 | 0 | 0 | ||
Government National Mortgage Association VRN 6/16/32 | Agncy CMBS | 38373MZ45 | 830 | 803,352 | SH | SOLE | 803,352 | 0 | 0 | ||
Government National Mortgage Association VRN 8/16/46 | Agncy CMBS | 38374NJX6 | 3,510 | 3,479,962 | SH | SOLE | 3,479,962 | 0 | 0 | ||
Government National Mortgage Association VRN 9/16/41 | Agncy CMBS | 38373MWJ5 | 4,415 | 4,164,637 | SH | SOLE | 4,164,637 | 0 | 0 | ||
Government National Mortgage Association VRN 9/20/30 | Agncy CMO Other | 38378PQJ0 | 12,039 | 10,578,762 | SH | SOLE | 10,578,762 | 0 | 0 | ||
Granite Construction Inc | Common Stock | 387328107 | 22,355 | 559,858 | SH | SOLE | 559,858 | 0 | 0 | ||
Halliburton Co | Common Stock | 406216101 | 241 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
Hanesbrands Inc | Common Stock | 410345102 | 4,021 | 52,578 | SH | SOLE | 52,578 | 0 | 0 | ||
Hanover Insurance Group Inc/The | Common Stock | 410867105 | 21,539 | 350,570 | SH | SOLE | 350,570 | 0 | 0 | ||
Harley-Davidson Inc | Common Stock | 412822108 | 29,429 | 441,813 | SH | SOLE | 441,813 | 0 | 0 | ||
Harris Corp | Common Stock | 413875105 | 123 | 1,688 | SH | SOLE | 1,688 | 0 | 0 | ||
Hartford Financial Services Group Inc | Common Stock | 416515104 | 3,469 | 98,350 | SH | SOLE | 98,350 | 0 | 0 | ||
HB Fuller Co | Common Stock | 359694106 | 34,103 | 706,367 | SH | SOLE | 706,367 | 0 | 0 | ||
HCA Holdings Inc | Common Stock | 40412C101 | 3,675 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
Health Care REIT Inc 3.00% 12/1/29 | US DOMESTIC | 42217KAR7 | 7,738 | 6,533,704 | SH | SOLE | 6,533,704 | 0 | 0 | ||
Helen of Troy Ltd | Common Stock | G4388N106 | 27,990 | 404,308 | SH | SOLE | 404,308 | 0 | 0 | ||
Helix Energy Solutions Group Inc | Common Stock | 42330P107 | 31,183 | 1,356,975 | SH | SOLE | 1,356,975 | 0 | 0 | ||
Helmerich & Payne Inc | Common Stock | 423452101 | 26,013 | 241,850 | SH | SOLE | 241,850 | 0 | 0 | ||
Hormel Foods Corp | Common Stock | 440452100 | 2,874 | 58,325 | SH | SOLE | 58,325 | 0 | 0 | ||
Hospitality Properties Trust 3.80% 3/15/27 | US DOMESTIC | 44106MAK8 | 1,109 | 1,108,870 | SH | SOLE | 1,108,870 | 0 | 0 | ||
Hubbell Inc | Common Stock | 443510201 | 18,999 | 158,500 | SH | SOLE | 158,500 | 0 | 0 | ||
Huntington Ingalls Industries Inc | Common Stock | 446413106 | 2,135 | 20,875 | SH | SOLE | 20,875 | 0 | 0 | ||
IBERIABANK Corp | Common Stock | 450828108 | 33,567 | 478,500 | SH | SOLE | 478,500 | 0 | 0 | ||
ICU Medical Inc | Common Stock | 44930G107 | 17,376 | 290,187 | SH | SOLE | 290,187 | 0 | 0 | ||
IDEX Corp | Common Stock | 45167R104 | 85 | 1,164 | SH | SOLE | 1,164 | 0 | 0 | ||
Independent Bank Corp | Common Stock | 453836108 | 28,100 | 713,734 | SH | SOLE | 713,734 | 0 | 0 | ||
Infinity Property & Casualty Corp | Common Stock | 45665Q103 | 19,124 | 282,775 | SH | SOLE | 282,775 | 0 | 0 | ||
ING US Inc | Common Stock | 45685E106 | 1,014 | 27,950 | SH | SOLE | 27,950 | 0 | 0 | ||
Ingersoll-Rand PLC | Common Stock | G47791101 | 16,388 | 286,300 | SH | SOLE | 286,300 | 0 | 0 | ||
Ingredion Inc | Common Stock | 457187102 | 16,383 | 240,644 | SH | SOLE | 240,644 | 0 | 0 | ||
Innophos Holdings Inc | Common Stock | 45774N108 | 5,160 | 90,997 | SH | SOLE | 90,997 | 0 | 0 | ||
Integra LifeSciences Holdings Corp | Common Stock | 457985208 | 31,916 | 693,974 | SH | SOLE | 693,974 | 0 | 0 | ||
Integrated Device Technology Inc | Common Stock | 458118106 | 9,736 | 796,061 | SH | SOLE | 796,061 | 0 | 0 | ||
IntercontinentalExchange Group Inc | Common Stock | 45866F104 | 2,557 | 12,925 | SH | SOLE | 12,925 | 0 | 0 | ||
International Flavors & Fragrances Inc | Common Stock | 459506101 | 21,535 | 225,100 | SH | SOLE | 225,100 | 0 | 0 | ||
Invesco Ltd | Common Stock | G491BT108 | 33,156 | 896,100 | SH | SOLE | 896,100 | 0 | 0 | ||
iShares Russell 2000 Value ETF | ETP | 464287630 | 17,065 | 169,225 | SH | SOLE | 169,225 | 0 | 0 | ||
iShares Russell Mid-cap Value ETF | ETP | 464287473 | 21,073 | 306,600 | SH | SOLE | 306,600 | 0 | 0 | ||
Itau Unibanco Holding SA | ADR | 465562106 | 506 | 34,048 | SH | SOLE | 34,048 | 0 | 0 | ||
Janus Capital Group Inc 0.75% 7/15/18 | US DOMESTIC | 47102XAH8 | 10,837 | 9,044,955 | SH | SOLE | 9,044,955 | 0 | 0 | ||
Jarden Corp | Common Stock | 471109108 | 3,837 | 64,125 | SH | SOLE | 64,125 | 0 | 0 | ||
JM Smucker Co/The | Common Stock | 832696405 | 2,370 | 24,375 | SH | SOLE | 24,375 | 0 | 0 | ||
John Bean Technologies Corp | Common Stock | 477839104 | 20,078 | 649,774 | SH | SOLE | 649,774 | 0 | 0 | ||
Johnson Controls Inc | Common Stock | 478366107 | 30,048 | 635,000 | SH | SOLE | 635,000 | 0 | 0 | ||
Jones Lang LaSalle Inc | Common Stock | 48020Q107 | 47,661 | 402,200 | SH | SOLE | 402,200 | 0 | 0 | ||
Juniper Networks Inc | Common Stock | 48203R104 | 34,892 | 1,354,500 | SH | SOLE | 1,354,500 | 0 | 0 | ||
Kaiser Aluminum Corp | Common Stock | 483007704 | 16,861 | 236,081 | SH | SOLE | 236,081 | 0 | 0 | ||
Kaiser Aluminum Corp 4.50% 4/1/15 | US DOMESTIC | 483007AB6 | 773 | 512,534 | SH | SOLE | 512,534 | 0 | 0 | ||
Kansas City Southern | Common Stock | 485170302 | 1,521 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
Kennametal Inc | Common Stock | 489170100 | 55,604 | 1,255,163 | SH | SOLE | 1,255,163 | 0 | 0 | ||
Kirby Corp | Common Stock | 497266106 | 2,648 | 26,150 | SH | SOLE | 26,150 | 0 | 0 | ||
Kla-Tencor Corp | Common Stock | 482480100 | 46,106 | 666,850 | SH | SOLE | 666,850 | 0 | 0 | ||
Korn/Ferry International | Common Stock | 500643200 | 24,312 | 816,650 | SH | SOLE | 816,650 | 0 | 0 | ||
Kroger Co/The | Common Stock | 501044101 | 3,909 | 89,550 | SH | SOLE | 89,550 | 0 | 0 | ||
Lakeland Financial Corp | Common Stock | 511656100 | 17,719 | 440,548 | SH | SOLE | 440,548 | 0 | 0 | ||
Lam Research Corp | Common Stock | 512807108 | 209 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
Lancaster Colony Corp | Common Stock | 513847103 | 25,377 | 255,250 | SH | SOLE | 255,250 | 0 | 0 | ||
LaSalle Hotel Properties | REIT | 517942108 | 38,405 | 1,226,600 | SH | SOLE | 1,226,600 | 0 | 0 | ||
La-Z-Boy Inc | Common Stock | 505336107 | 27,146 | 1,001,680 | SH | SOLE | 1,001,680 | 0 | 0 | ||
Lear Corp | Common Stock | 521865204 | 90 | 1,072 | SH | SOLE | 1,072 | 0 | 0 | ||
Liberty Media Corp | Common Stock | 531229102 | 2,837 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
Lincoln National Corp | Common Stock | 534187109 | 1,941 | 38,300 | SH | SOLE | 38,300 | 0 | 0 | ||
Littelfuse Inc | Common Stock | 537008104 | 26,444 | 282,403 | SH | SOLE | 282,403 | 0 | 0 | ||
LKQ Corp | Common Stock | 501889208 | 2,854 | 108,325 | SH | SOLE | 108,325 | 0 | 0 | ||
LyondellBasell Industries NV | Common Stock | N53745100 | 4,400 | 49,469 | SH | SOLE | 49,469 | 0 | 0 | ||
MA COM Technology Solutions Holdings Inc | Common Stock | 55405Y100 | 10,230 | 497,800 | SH | SOLE | 497,800 | 0 | 0 | ||
Macy's Inc | Common Stock | 55616P104 | 3,971 | 66,975 | SH | SOLE | 66,975 | 0 | 0 | ||
Marathon Petroleum Corp | Common Stock | 56585A102 | 69 | 789 | SH | SOLE | 789 | 0 | 0 | ||
Markel Corp | Common Stock | 570535104 | 40,535 | 68,000 | SH | SOLE | 68,000 | 0 | 0 | ||
Marriott International Inc/DE | Common Stock | 571903202 | 41,158 | 734,700 | SH | SOLE | 734,700 | 0 | 0 | ||
Marsh & McLennan Cos Inc | Common Stock | 571748102 | 34,683 | 703,500 | SH | SOLE | 703,500 | 0 | 0 | ||
MasTec Inc | Common Stock | 576323109 | 30,016 | 690,975 | SH | SOLE | 690,975 | 0 | 0 | ||
Mastercard Inc | Common Stock | 57636Q104 | 171 | 2,283 | SH | SOLE | 2,283 | 0 | 0 | ||
McCraw Hill Financial Inc | Common Stock | 580645109 | 160 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
Mcgrath Rentcorp | Common Stock | 580589109 | 19,243 | 550,425 | SH | SOLE | 550,425 | 0 | 0 | ||
McKesson Corp | Common Stock | 58155Q103 | 84 | 473 | SH | SOLE | 473 | 0 | 0 | ||
Mead Johnson Nutrition Co | Common Stock | 582839106 | 113 | 1,359 | SH | SOLE | 1,359 | 0 | 0 | ||
Medtronic Inc | Common Stock | 585055106 | 92 | 1,490 | SH | SOLE | 1,490 | 0 | 0 | ||
Micron Technology Inc 3.00% 11/15/43 | US DOMESTIC | 595112AY9 | 1,094 | 998,445 | SH | SOLE | 998,445 | 0 | 0 | ||
Microsemi Corp | Common Stock | 595137100 | 33,415 | 1,335,010 | SH | SOLE | 1,335,010 | 0 | 0 | ||
Microsoft Corp | Common Stock | 594918104 | 162 | 3,940 | SH | SOLE | 3,940 | 0 | 0 | ||
MicroStrategy Inc | Common Stock | 594972408 | 16,768 | 145,313 | SH | SOLE | 145,313 | 0 | 0 | ||
MKS Instruments Inc | Common Stock | 55306N104 | 34,816 | 1,164,817 | SH | SOLE | 1,164,817 | 0 | 0 | ||
Modine Manufacturing Co | Common Stock | 607828100 | 16,452 | 1,122,996 | SH | SOLE | 1,122,996 | 0 | 0 | ||
Mondelez International | Common Stock | 609207105 | 93 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
MTS Systems Corp | Common Stock | 553777103 | 8,279 | 120,879 | SH | SOLE | 120,879 | 0 | 0 | ||
Mueller Industries Inc | Common Stock | 624756102 | 30,779 | 1,026,300 | SH | SOLE | 1,026,300 | 0 | 0 | ||
Multi-Color Corp | Common Stock | 625383104 | 20,312 | 580,354 | SH | SOLE | 580,354 | 0 | 0 | ||
Mylan 3.75% 9/15/15 | US DOMESTIC | 628530AJ6 | 1,280 | 348,158 | SH | SOLE | 348,158 | 0 | 0 | ||
Newell Rubbermaid Inc | Common Stock | 651229106 | 11,819 | 395,295 | SH | SOLE | 395,295 | 0 | 0 | ||
Nordstrom Inc | Common Stock | 655664100 | 27,103 | 434,000 | SH | SOLE | 434,000 | 0 | 0 | ||
Norfolk Southern Corp | Common Stock | 655844108 | 109 | 1,120 | SH | SOLE | 1,120 | 0 | 0 | ||
Northern Trust Corp | Common Stock | 665859104 | 1,964 | 29,950 | SH | SOLE | 29,950 | 0 | 0 | ||
NorthWestern Corp | Common Stock | 668074305 | 20,344 | 428,925 | SH | SOLE | 428,925 | 0 | 0 | ||
Nova Measuring Instruments | Common Stock | M7516K103 | 289 | 25,762 | SH | SOLE | 25,762 | 0 | 0 | ||
Nu Skin Enterprises Inc | Common Stock | 67018T105 | 1,486 | 17,940 | SH | SOLE | 17,940 | 0 | 0 | ||
Oceaneering International Inc | Common Stock | 675232102 | 3,079 | 42,850 | SH | SOLE | 42,850 | 0 | 0 | ||
Old National Bancorp/IN | Common Stock | 680033107 | 30,321 | 2,033,626 | SH | SOLE | 2,033,626 | 0 | 0 | ||
Olin Corp | Common Stock | 680665205 | 34,441 | 1,247,424 | SH | SOLE | 1,247,424 | 0 | 0 | ||
Omnicom Group Inc | Common Stock | 681919106 | 33,084 | 455,700 | SH | SOLE | 455,700 | 0 | 0 | ||
Omnicom Group Inc 0.00% 7/31/32 | US DOMESTIC | 681919AV8 | 7,835 | 5,888,000 | SH | SOLE | 5,888,000 | 0 | 0 | ||
ON Semiconductor Corp | Common Stock | 682189105 | 31,097 | 3,308,150 | SH | SOLE | 3,308,150 | 0 | 0 | ||
Owens & Minor Inc | Common Stock | 690732102 | 30,427 | 868,589 | SH | SOLE | 868,589 | 0 | 0 | ||
Oxford Industries Inc | Common Stock | 691497309 | 5,530 | 70,717 | SH | SOLE | 70,717 | 0 | 0 | ||
Paccar Inc | Common Stock | 693718108 | 1,497 | 22,200 | SH | SOLE | 22,200 | 0 | 0 | ||
Packaging Corp of America | Common Stock | 695156109 | 111 | 1,583 | SH | SOLE | 1,583 | 0 | 0 | ||
Pacwest Bancorp | Common Stock | 695263103 | 31,436 | 730,901 | SH | SOLE | 730,901 | 0 | 0 | ||
Parametric Technology Corp | Common Stock | 69370C100 | 30,723 | 867,155 | SH | SOLE | 867,155 | 0 | 0 | ||
Parker Hannifin Corp | Common Stock | 701094104 | 24,193 | 202,100 | SH | SOLE | 202,100 | 0 | 0 | ||
Patterson Cos Inc | Common Stock | 703395103 | 47,573 | 1,139,200 | SH | SOLE | 1,139,200 | 0 | 0 | ||
Penske Automotive Group Inc | Common Stock | 70959W103 | 9,112 | 213,099 | SH | SOLE | 213,099 | 0 | 0 | ||
Pentair Ltd | Common Stock | H6169Q108 | 4,403 | 55,500 | SH | SOLE | 55,500 | 0 | 0 | ||
PepsiCo Inc/NC | Common Stock | 713448108 | 72 | 860 | SH | SOLE | 860 | 0 | 0 | ||
Perrigo Co PLC | Common Stock | G97822103 | 2,741 | 17,725 | SH | SOLE | 17,725 | 0 | 0 | ||
Philip Morris International Inc | Common Stock | 718172109 | 131 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
Pike Corp | Common Stock | 721283109 | 19,606 | 1,822,133 | SH | SOLE | 1,822,133 | 0 | 0 | ||
Pilgrim's Pride Corp | Common Stock | 72147K108 | 65 | 3,099 | SH | SOLE | 3,099 | 0 | 0 | ||
Plexus Corp | Common Stock | 729132100 | 33,505 | 836,152 | SH | SOLE | 836,152 | 0 | 0 | ||
PPG Industries Inc | Common Stock | 693506107 | 120 | 620 | SH | SOLE | 620 | 0 | 0 | ||
Premier Inc Class A | Common Stock | 74051N102 | 119 | 3,619 | SH | SOLE | 3,619 | 0 | 0 | ||
Primerica Inc | Common Stock | 74164M108 | 26,695 | 566,662 | SH | SOLE | 566,662 | 0 | 0 | ||
Primoris Services Corp | Common Stock | 74164F103 | 19,555 | 652,284 | SH | SOLE | 652,284 | 0 | 0 | ||
Prospect Capital Corp 5.875% 1/15/19 | GLOBAL | 74348TAM4 | 1,872 | 1,780,765 | SH | SOLE | 1,780,765 | 0 | 0 | ||
Prosperity Bancshares Inc | Common Stock | 743606105 | 10,203 | 154,241 | SH | SOLE | 154,241 | 0 | 0 | ||
PS Business Parks Inc | REIT | 69360J107 | 16,282 | 194,716 | SH | SOLE | 194,716 | 0 | 0 | ||
Quanex Building Products Corp | Common Stock | 747619104 | 10,439 | 504,800 | SH | SOLE | 504,800 | 0 | 0 | ||
Quanta Svcs Inc | Common Stock | 74762E102 | 4,023 | 109,025 | SH | SOLE | 109,025 | 0 | 0 | ||
Rayonier Trs Holdings Inc 4.50% 8/15/15 | US DOMESTIC | 75508AAC0 | 787 | 542,138 | SH | SOLE | 542,138 | 0 | 0 | ||
Rayonier Trs Holdings Inc 4.50% 8/15/15 | PRIV PLACEMENT | 75508AAD8 | 3,420 | 2,354,283 | SH | SOLE | 2,354,283 | 0 | 0 | ||
Reliance Steel & Aluminum Co | Common Stock | 759509102 | 34,009 | 481,300 | SH | SOLE | 481,300 | 0 | 0 | ||
Republic Services Inc | Common Stock | 760759100 | 36,104 | 1,056,900 | SH | SOLE | 1,056,900 | 0 | 0 | ||
Reserve Primary Fund | Open-End Fund | 761056407 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
Robert Half International Inc | Common Stock | 770323103 | 31,714 | 756,000 | SH | SOLE | 756,000 | 0 | 0 | ||
Rock-Tenn Co | Common Stock | 772739207 | 2,618 | 24,800 | SH | SOLE | 24,800 | 0 | 0 | ||
Rockwell Automation Inc | Common Stock | 773903109 | 29,058 | 233,300 | SH | SOLE | 233,300 | 0 | 0 | ||
Roper Industries Inc 0.00% 01/15/34 | US DOMESTIC | 776696AA4 | 5,769 | 3,443,000 | SH | SOLE | 3,443,000 | 0 | 0 | ||
Rosetta Resources Inc | Common Stock | 777779307 | 29,204 | 626,975 | SH | SOLE | 626,975 | 0 | 0 | ||
Ross Stores Inc | Common Stock | 778296103 | 2,993 | 41,825 | SH | SOLE | 41,825 | 0 | 0 | ||
RPM International Inc | Common Stock | 749685103 | 27,807 | 664,600 | SH | SOLE | 664,600 | 0 | 0 | ||
Rudolph Technologies Inc | Common Stock | 781270103 | 15,653 | 1,371,880 | SH | SOLE | 1,371,880 | 0 | 0 | ||
Rush Enterprises Inc | Common Stock | 781846209 | 28,513 | 877,866 | SH | SOLE | 877,866 | 0 | 0 | ||
Sally Beauty Holdings Inc | Common Stock | 79546E104 | 25,329 | 924,400 | SH | SOLE | 924,400 | 0 | 0 | ||
Seadrill LTD | Common Stock | G7945E105 | 128 | 3,640 | SH | SOLE | 3,640 | 0 | 0 | ||
Selective Insurance Group Inc | Common Stock | 816300107 | 19,712 | 845,300 | SH | SOLE | 845,300 | 0 | 0 | ||
Sempra Energy | Common Stock | 816851109 | 17,823 | 184,200 | SH | SOLE | 184,200 | 0 | 0 | ||
Sensient Technologies Corp | Common Stock | 81725T100 | 27,075 | 479,974 | SH | SOLE | 479,974 | 0 | 0 | ||
Shoe Carnival Inc | Common Stock | 824889109 | 5,294 | 229,769 | SH | SOLE | 229,769 | 0 | 0 | ||
Silgan Holdings Inc | Common Stock | 827048109 | 28,524 | 576,013 | SH | SOLE | 576,013 | 0 | 0 | ||
Skyworks Solutions Inc | Common Stock | 83088M102 | 10,659 | 284,100 | SH | SOLE | 284,100 | 0 | 0 | ||
Snyders-Lance Inc | Common Stock | 833551104 | 9,518 | 337,643 | SH | SOLE | 337,643 | 0 | 0 | ||
Solera Holdings Inc | Common Stock | 83421A104 | 1,857 | 29,325 | SH | SOLE | 29,325 | 0 | 0 | ||
South Jersey Industries Inc | Common Stock | 838518108 | 24,940 | 444,641 | SH | SOLE | 444,641 | 0 | 0 | ||
Southwest Airlines Co | Common Stock | 844741108 | 36,386 | 1,541,125 | SH | SOLE | 1,541,125 | 0 | 0 | ||
SPDR S&P Biotech ETF | ETP | 78464A870 | 1,920 | 13,475 | SH | SOLE | 13,475 | 0 | 0 | ||
St Jude Medical Inc | Common Stock | 790849103 | 87 | 1,330 | SH | SOLE | 1,330 | 0 | 0 | ||
Stancorp Financial Group Inc | Common Stock | 852891100 | 25,862 | 387,157 | SH | SOLE | 387,157 | 0 | 0 | ||
Steris Corp | Common Stock | 859152100 | 35,697 | 747,578 | SH | SOLE | 747,578 | 0 | 0 | ||
Sterling Bancorp | Common Stock | 85917A100 | 25,396 | 2,006,023 | SH | SOLE | 2,006,023 | 0 | 0 | ||
Summerset Group Holdings | Common Stock | Q8794G109 | 372 | 119,514 | SH | SOLE | 119,514 | 0 | 0 | ||
SunTrust Banks Inc | Common Stock | 867914103 | 24,996 | 628,200 | SH | SOLE | 628,200 | 0 | 0 | ||
SVB Financial Group | Common Stock | 78486Q101 | 1,825 | 14,175 | SH | SOLE | 14,175 | 0 | 0 | ||
SYKES Enterprises Inc | Common Stock | 871237103 | 27,421 | 1,380,008 | SH | SOLE | 1,380,008 | 0 | 0 | ||
Syneron Medical Ltd | Common Stock | M87245102 | 506 | 40,665 | SH | SOLE | 40,665 | 0 | 0 | ||
Synopsys Inc | Common Stock | 871607107 | 26,922 | 700,900 | SH | SOLE | 700,900 | 0 | 0 | ||
Taiwan Semiconductor Manufacturing Co Ltd | ADR | 874039100 | 778 | 38,871 | SH | SOLE | 38,871 | 0 | 0 | ||
Terex Corp | Common Stock | 880779103 | 944 | 21,300 | SH | SOLE | 21,300 | 0 | 0 | ||
Thermo Fisher Scientific Inc | Common Stock | 883556102 | 164 | 1,360 | SH | SOLE | 1,360 | 0 | 0 | ||
TRIMAS CORP | Common Stock | 896215209 | 25,219 | 759,607 | SH | SOLE | 759,607 | 0 | 0 | ||
Trinity Industries Inc | Common Stock | 896522109 | 155 | 2,155 | SH | SOLE | 2,155 | 0 | 0 | ||
Unit Corp | Common Stock | 909218109 | 43,997 | 672,950 | SH | SOLE | 672,950 | 0 | 0 | ||
US Treasury Bill 0.00% 7/10/14 | US GOVERNMENT | 912796DH9 | 16,367 | 16,369,000 | SH | SOLE | 16,369,000 | 0 | 0 | ||
US Treasury Bond 8.875% 8/15/17 | US GOVERNMENT | 912810DZ8 | 48,711 | 38,719,600 | SH | SOLE | 38,719,600 | 0 | 0 | ||
US Treasury Note 1.25% 9/30/15 | US GOVERNMENT | 912828NZ9 | 75 | 74,002 | SH | SOLE | 74,002 | 0 | 0 | ||
US Treasury Note 1.75% 7/31/15 | US GOVERNMENT | 912828NP1 | 333 | 325,923 | SH | SOLE | 325,923 | 0 | 0 | ||
Valero Energy Corp | Common Stock | 91913Y100 | 147 | 2,760 | SH | SOLE | 2,760 | 0 | 0 | ||
Validus Holdings LTD | Common Stock | G9319H102 | 2,397 | 63,575 | SH | SOLE | 63,575 | 0 | 0 | ||
Vantiv Inc | Common Stock | 92210H105 | 1,605 | 53,125 | SH | SOLE | 53,125 | 0 | 0 | ||
Viacom Inc | Common Stock | 92553P201 | 101 | 1,193 | SH | SOLE | 1,193 | 0 | 0 | ||
WABCO Holdings Inc | Common Stock | 92927K102 | 2,193 | 20,775 | SH | SOLE | 20,775 | 0 | 0 | ||
Wabtec Corp/DE | Common Stock | 929740108 | 1,893 | 24,425 | SH | SOLE | 24,425 | 0 | 0 | ||
Walgreen Co | Common Stock | 931422109 | 164 | 2,490 | SH | SOLE | 2,490 | 0 | 0 | ||
Watts Water Technologies Inc | Common Stock | 942749102 | 24,479 | 417,094 | SH | SOLE | 417,094 | 0 | 0 | ||
Werner Enterprises Inc | Common Stock | 950755108 | 28,270 | 1,108,188 | SH | SOLE | 1,108,188 | 0 | 0 | ||
Westar Energy Inc | Common Stock | 95709T100 | 1,188 | 33,800 | SH | SOLE | 33,800 | 0 | 0 | ||
Westlake Chemical Corp | Common Stock | 960413102 | 120 | 1,808 | SH | SOLE | 1,808 | 0 | 0 | ||
Whirlpool Corp | Common Stock | 963320106 | 2,403 | 16,075 | SH | SOLE | 16,075 | 0 | 0 | ||
Whole Foods Market Inc | Common Stock | 966837106 | 82 | 1,610 | SH | SOLE | 1,610 | 0 | 0 | ||
Willis Group Holdings Plc | Common Stock | G96666105 | 33,724 | 764,200 | SH | SOLE | 764,200 | 0 | 0 | ||
Wisdomtree India Earnings | ETP | 97717W422 | 380 | 20,028 | SH | SOLE | 20,028 | 0 | 0 | ||
Woodward Inc | Common Stock | 980745103 | 25,185 | 606,433 | SH | SOLE | 606,433 | 0 | 0 | ||
WR Berkley Corp | Common Stock | 084423102 | 18,150 | 436,100 | SH | SOLE | 436,100 | 0 | 0 | ||
WR Grace & Co | Common Stock | 38388F108 | 2,001 | 20,175 | SH | SOLE | 20,175 | 0 | 0 | ||
Xcel Energy Inc | Common Stock | 98389B100 | 32,616 | 1,074,300 | SH | SOLE | 1,074,300 | 0 | 0 | ||
Xylem Inc | Common Stock | 98419M100 | 26,685 | 732,700 | SH | SOLE | 732,700 | 0 | 0 | ||
Zebra Technologies Corp | Common Stock | 989207105 | 30,209 | 435,224 | SH | SOLE | 435,224 | 0 | 0 | ||
BorgWarner Inc | Common Stock | 099724106 | 1,481 | 24,100 | SH | SOLE | 24,100 | 0 | 0 | ||
CDW Corp Of Delaware | Common Stock | 12514G108 | 1,808 | 65,875 | SH | SOLE | 65,875 | 0 | 0 | ||
Honeywell International Inc | Common Stock | 438516106 | 70 | 750 | SH | SOLE | 750 | 0 | 0 | ||
UGI Corp | Common Stock | 902681105 | 1,824 | 40,000 | SH | SOLE | 40,000 | 0 | 0 |