The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
Amg Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 1,214 19,259 SH   SOLE   0 0 19,259
Abbott Laboratories Common Stock 002824100 63,612 1,555,276 SH   SOLE   0 0 1,555,276
Adobe Systems Inc Common Stock 00724F101 64,521 891,653 SH   SOLE   0 0 891,653
Affiliated Managers Group Inc Common Stock 008252108 59,289 288,647 SH   SOLE   0 0 288,647
Air Products & Chemicals Inc Common Stock 009158106 114,019 886,472 SH   SOLE   0 0 886,472
Alexion Pharmaceuticals Inc Common Stock 015351109 42,334 270,931 SH   SOLE   0 0 270,931
Alliance Data Systems Corp Common Stock 018581108 60,181 213,973 SH   SOLE   0 0 213,973
Altera Corp Common Stock 021441100 85,112 2,448,548 SH   SOLE   0 0 2,448,548
Amazon.com Inc Common Stock 023135106 70,400 216,761 SH   SOLE   0 0 216,761
Anadarko Petroleum Corp Common Stock 032511107 115,819 1,057,990 SH   SOLE   0 0 1,057,990
Anheuser-Busch InBev NV ADR 03524A108 40,418 351,637 SH   SOLE   0 0 351,637
Apple Inc Common Stock 037833100 210,298 2,262,961 SH   SOLE   0 0 2,262,961
Applied Materials Inc Common Stock 038222105 136,038 6,032,671 SH   SOLE   0 0 6,032,671
BP Plc ADR 055622104 135,613 2,570,831 SH   SOLE   0 0 2,570,831
Baker Hughes Inc Common Stock 057224107 3,513 47,168 SH   SOLE   0 0 47,168
Bank of America Corp Common Stock 060505104 125,318 8,153,334 SH   SOLE   0 0 8,153,334
Bank of New York Mellon Corp/The Common Stock 064058100 68,417 1,825,384 SH   SOLE   0 0 1,825,384
Baxter International Inc Common Stock 071813109 82,129 1,135,937 SH   SOLE   0 0 1,135,937
Biogen Idec Inc Common Stock 09062X103 62,735 198,960 SH   SOLE   0 0 198,960
BlackRock Inc Common Stock 09247X101 4,681 14,642 SH   SOLE   0 0 14,642
H&R Block Inc Common Stock 093671105 57,969 1,729,356 SH   SOLE   0 0 1,729,356
CBS Corp Common Stock 124857202 3,406 54,800 SH   SOLE   0 0 54,800
CH Robinson Worldwide Inc Common Stock 12541W209 64,236 1,006,981 SH   SOLE   0 0 1,006,981
CME Group Inc Common Stock 12572Q105 3,259 45,912 SH   SOLE   0 0 45,912
CVS Caremark Corp Common Stock 126650100 75,383 1,000,153 SH   SOLE   0 0 1,000,153
Cabot Corp Common Stock 127055101 29,964 516,703 SH   SOLE   0 0 516,703
Canadian Pacific Railway Ltd Common Stock 13645T100 70,616 389,839 SH   SOLE   0 0 389,839
Capital One Financial Corp Common Stock 14040H105 69,617 842,804 SH   SOLE   0 0 842,804
Catamaran Corp Common Stock 148887102 36,475 825,949 SH   SOLE   0 0 825,949
Celgene Corp Common Stock 151020104 79,598 926,840 SH   SOLE   0 0 926,840
Cerner Corp Common Stock 156782104 43,609 845,447 SH   SOLE   0 0 845,447
Chesapeake Energy Corp Common Stock 165167107 54,203 1,743,948 SH   SOLE   0 0 1,743,948
Chesapeake Energy Corp 2.50% 5/15/37 US DOMESTIC 165167BZ9 4,167 3,889,148 SH   SOLE   0 0 3,889,148
Cisco Systems Inc Common Stock 17275R102 145,406 5,851,327 SH   SOLE   0 0 5,851,327
Citigroup Inc Common Stock 172967424 143,070 3,037,556 SH   SOLE   0 0 3,037,556
Comcast Corp Common Stock 20030N101 161,291 3,004,646 SH   SOLE   0 0 3,004,646
Cummins Inc Common Stock 231021106 61,644 399,526 SH   SOLE   0 0 399,526
Danaher Corp Common Stock 235851102 111,775 1,419,712 SH   SOLE   0 0 1,419,712
Danaher Corp 0.00% 1/22/21 US DOMESTIC 235851AF9 15,091 6,593,000 SH   SOLE   0 0 6,593,000
Walt Disney Co/The Common Stock 254687106 3,832 44,682 SH   SOLE   0 0 44,682
Dominion Resources Inc PUBLIC 25746U703 6,540 113,435 SH   SOLE   0 0 113,435
Dow Chemical Co/The Common Stock 260543103 38,775 753,464 SH   SOLE   0 0 753,464
EMC Corp/Massachusetts Common Stock 268648102 150,768 5,723,862 SH   SOLE   0 0 5,723,862
Ecolab Inc Common Stock 278865100 54,742 491,649 SH   SOLE   0 0 491,649
Exelon Corp PFD 6.50% 6/1/17 PUBLIC 30161N127 1,710 31,685 SH   SOLE   0 0 31,685
FMC Technologies Inc Common Stock 30249U101 61,369 1,004,887 SH   SOLE   0 0 1,004,887
Facebook Inc Common Stock 30303M102 76,370 1,134,913 SH   SOLE   0 0 1,134,913
Ford Motor Co 4.25% 11/15/16 US DOMESTIC 345370CN8 13,104 6,557,714 SH   SOLE   0 0 6,557,714
General Dynamics Corp Common Stock 369550108 53,250 456,881 SH   SOLE   0 0 456,881
Gilead Sciences Inc Common Stock 375558103 80,696 973,286 SH   SOLE   0 0 973,286
Gilead Sciences Inc 1.625% 5/1/16 US DOMESTIC 375558AP8 35,167 9,647,654 SH   SOLE   0 0 9,647,654
Google Inc Class A Common Stock 38259P508 47,131 80,611 SH   SOLE   0 0 80,611
Google Inc Class C Common Stock 38259P706 182,320 316,921 SH   SOLE   0 0 316,921
Halliburton Co Common Stock 406216101 62,732 883,411 SH   SOLE   0 0 883,411
Health Care REIT Inc PUBLIC 42217K601 5,369 92,978 SH   SOLE   0 0 92,978
Home Depot Inc Common Stock 437076102 3,438 42,453 SH   SOLE   0 0 42,453
Honeywell International Inc Common Stock 438516106 1,780 19,136 SH   SOLE   0 0 19,136
Intel Corp Common Stock 458140100 137,378 4,445,852 SH   SOLE   0 0 4,445,852
Intel Corp 3.25% 8/1/39 US DOMESTIC 458140AF7 26,077 16,904,897 SH   SOLE   0 0 16,904,897
JPMorgan Chase & Co Common Stock 46625H100 106,447 1,847,370 SH   SOLE   0 0 1,847,370
Jefferies Group Inc 3.875% 11/1/29 US DOMESTIC 472319AG7 10,055 9,402,009 SH   SOLE   0 0 9,402,009
Johnson & Johnson Common Stock 478160104 3,633 34,722 SH   SOLE   0 0 34,722
Koninklijke Philips Electronics NV NY Reg Shrs 500472303 81,435 2,564,048 SH   SOLE   0 0 2,564,048
Lam Research Corp 1.25% 5/15/18 US DOMESTIC 512807AL2 9,911 7,254,000 SH   SOLE   0 0 7,254,000
Eli Lilly & Co Common Stock 532457108 62,992 1,013,208 SH   SOLE   0 0 1,013,208
McCraw Hill Financial Inc Common Stock 580645109 4,386 52,811 SH   SOLE   0 0 52,811
Merck & Co Inc Common Stock 58933Y105 131,079 2,265,831 SH   SOLE   0 0 2,265,831
MetLife Inc Common Stock 59156R108 96,173 1,730,956 SH   SOLE   0 0 1,730,956
Metlife Inc Pfd 9/11/13 PUBLIC 59156R116 19,053 596,145 SH   SOLE   0 0 596,145
Microsoft Corp Common Stock 594918104 4,140 99,250 SH   SOLE   0 0 99,250
Mohawk Industries Inc Common Stock 608190104 46,782 338,163 SH   SOLE   0 0 338,163
Mondelez International Common Stock 609207105 2,558 67,976 SH   SOLE   0 0 67,976
Monsanto Co Common Stock 61166W101 64,751 519,079 SH   SOLE   0 0 519,079
Monster Beverage Corp. Common Stock 611740101 46,433 653,689 SH   SOLE   0 0 653,689
Mylan 3.75% 9/15/15 US DOMESTIC 628530AJ6 9,334 2,407,148 SH   SOLE   0 0 2,407,148
New York Community Capital Trust V PUBLIC 64944P307 12,064 245,332 SH   SOLE   0 0 245,332
Newell Rubbermaid Inc Common Stock 651229106 59,994 1,935,887 SH   SOLE   0 0 1,935,887
Newmont Mining Corp 1.625% 7/15/17 US DOMESTIC 651639AJ5 11,263 10,669,241 SH   SOLE   0 0 10,669,241
News Corp - Class A Common Stock 65249B109 71,005 3,957,903 SH   SOLE   0 0 3,957,903
Nextera Energy PUBLIC 65339F887 4,637 71,342 SH   SOLE   0 0 71,342
Norfolk Southern Corp Common Stock 655844108 2,889 28,032 SH   SOLE   0 0 28,032
Novellus Systems 2.625% 5/15/41 US DOMESTIC 670008AD3 12,981 6,413,614 SH   SOLE   0 0 6,413,614
Nu Skin Enterprises Inc Common Stock 67018T105 5,937 80,250 SH   SOLE   0 0 80,250
Nucor Corp Common Stock 670346105 51,183 1,039,237 SH   SOLE   0 0 1,039,237
Occidental Petroleum Corp Common Stock 674599105 148,013 1,442,186 SH   SOLE   0 0 1,442,186
PPG Industries Inc Common Stock 693506107 3,297 15,686 SH   SOLE   0 0 15,686
PVH Corp Common Stock 693656100 84,954 728,585 SH   SOLE   0 0 728,585
PepsiCo Inc/NC Common Stock 713448108 1,944 21,752 SH   SOLE   0 0 21,752
Pfizer Inc Common Stock 717081103 113,889 3,837,216 SH   SOLE   0 0 3,837,216
Philip Morris International Inc Common Stock 718172109 3,404 40,366 SH   SOLE   0 0 40,366
Precision Castparts Corp Common Stock 740189105 42,984 170,297 SH   SOLE   0 0 170,297
The Priceline Group Inc Common Stock 741503403 82,385 68,482 SH   SOLE   0 0 68,482
Priceline.com Inc 1.25% 3/15/15 US DOMESTIC 741503AN6 15,930 4,037,648 SH   SOLE   0 0 4,037,648
Priceline.Com Inc 1.00% 3/15/18 US DOMESTIC 741503AQ9 10,359 7,310,668 SH   SOLE   0 0 7,310,668
Procter & Gamble Co/The Common Stock 742718109 91,718 1,167,039 SH   SOLE   0 0 1,167,039
Prologis LP 3.25% 3/15/15 US DOMESTIC 74340XAT8 6,149 5,492,426 SH   SOLE   0 0 5,492,426
Qualcomm Inc Common Stock 747525103 4,722 59,612 SH   SOLE   0 0 59,612
RPM International Inc 2.25% 12/15/20 US DOMESTIC 749685AT0 3,568 2,869,354 SH   SOLE   0 0 2,869,354
Roche Holding AG ADR 771195104 74,904 2,008,117 SH   SOLE   0 0 2,008,117
St Jude Medical Inc Common Stock 790849103 4,492 64,838 SH   SOLE   0 0 64,838
Charles Schwab Corp/The Common Stock 808513105 56,028 2,080,477 SH   SOLE   0 0 2,080,477
Siemens AG ADR 826197501 94,953 718,301 SH   SOLE   0 0 718,301
Splunk Inc Common Stock 848637104 35,968 650,039 SH   SOLE   0 0 650,039
Stanley Black & Decker I Pfd 4.75% 11/17/15 PUBLIC 854502309 8,598 65,218 SH   SOLE   0 0 65,218
Stanley Black And Decker Preferred PUBLIC 854502804 3,758 32,950 SH   SOLE   0 0 32,950
Starbucks Corp Common Stock 855244109 133,547 1,725,846 SH   SOLE   0 0 1,725,846
TJX Cos Inc Common Stock 872540109 2,297 43,196 SH   SOLE   0 0 43,196
Teva Pharm Finance Co LLC 0.25% 2/1/26 US DOMESTIC 88163VAE9 10,405 8,139,873 SH   SOLE   0 0 8,139,873
Thermo Fisher Scientific Inc Common Stock 883556102 4,073 34,510 SH   SOLE   0 0 34,510
Toll Bros Finance Corp 0.50% 9/15/32 US DOMESTIC 88947EAM2 5,640 5,313,754 SH   SOLE   0 0 5,313,754
Tractor Supply Co Common Stock 892356106 41,887 693,482 SH   SOLE   0 0 693,482
Twenty-First Century Fox A Common Stock 90130A101 49,398 1,405,308 SH   SOLE   0 0 1,405,308
United Parcel Service Inc Common Stock 911312106 100,982 983,645 SH   SOLE   0 0 983,645
United Technologies Corp Pfd 8/1/15 PUBLIC 913017117 13,619 208,894 SH   SOLE   0 0 208,894
Visa Inc Common Stock 92826C839 65,408 310,414 SH   SOLE   0 0 310,414
VMware Inc Common Stock 928563402 43,424 448,543 SH   SOLE   0 0 448,543
Wal-Mart Stores Inc Common Stock 931142103 112,946 1,504,538 SH   SOLE   0 0 1,504,538
Walgreen Co Common Stock 931422109 4,963 66,934 SH   SOLE   0 0 66,934
Wellpoint Inc 2.75% 10/15/42 US DOMESTIC 94973VBG1 20,106 13,124,685 SH   SOLE   0 0 13,124,685
Wells Fargo & Co PUBLIC 949746804 21,023 17,307 SH   SOLE   0 0 17,307
Xilinx Inc 2.625% 6/15/17 US DOMESTIC 983919AF8 14,004 8,451,677 SH   SOLE   0 0 8,451,677
Zimmer Holdings Inc Common Stock 98956P102 3,249 31,270 SH   SOLE   0 0 31,270
Accenture Plc Common Stock G1151C101 2,140 26,456 SH   SOLE   0 0 26,456
Covidien Plc Common Stock G2554F113 2,868 31,792 SH   SOLE   0 0 31,792
Weatherford International PLC Common Stock G48833100 33,133 1,440,509 SH   SOLE   0 0 1,440,509
Michael Kors Holdings Limited Common Stock G60754101 51,170 577,202 SH   SOLE   0 0 577,202
Tyco International LTD Common Stock H89128104 4,135 90,672 SH   SOLE   0 0 90,672
Nielsen NV Common Stock N63218106 81,957 1,692,962 SH   SOLE   0 0 1,692,962
ABM Industries Inc Common Stock 000957100 38,075 1,411,194 SH   SOLE   0 0 1,411,194
Actuant Corp Common Stock 00508X203 22,961 664,175 SH   SOLE   0 0 664,175
Airtran Holdings Inc 5.25% 11/1/16 US DOMESTIC 00949PAD0 9,922 4,685,281 SH   SOLE   0 0 4,685,281
Alaska Air Group Inc Common Stock 011659109 109 1,144 SH   SOLE   0 0 1,144
Alexandria Real Estate Equities Inc REIT 015271109 37,167 478,700 SH   SOLE   0 0 478,700
Alleghany Corp Common Stock 017175100 46,143 105,320 SH   SOLE   0 0 105,320
Allete Inc Common Stock 018522300 25,800 502,425 SH   SOLE   0 0 502,425
Alliant Energy Corp Common Stock 018802108 36,930 606,800 SH   SOLE   0 0 606,800
Allison Transmission Holdings Inc Common Stock 01973R101 29,356 943,900 SH   SOLE   0 0 943,900
Altra Industrial Motion Corp Common Stock 02208R106 21,778 598,456 SH   SOLE   0 0 598,456
Alza Corp 0.00% 7/28/20 US DOMESTIC 02261WAB5 10,142 7,052,001 SH   SOLE   0 0 7,052,001
American Financial Group Inc Common Stock 025932104 29,056 487,832 SH   SOLE   0 0 487,832
Amerisafe Inc Common Stock 03071H100 17,965 441,717 SH   SOLE   0 0 441,717
Analog Devices Inc Common Stock 032654105 35,184 650,700 SH   SOLE   0 0 650,700
Analogic Corp Common Stock 032657207 24,404 311,909 SH   SOLE   0 0 311,909
Anixter International Inc Common Stock 035290105 35,309 352,838 SH   SOLE   0 0 352,838
Ann Inc Common Stock 035623107 18,177 441,816 SH   SOLE   0 0 441,816
Ares Capital Corp 5.125% 6/1/16 GLOBAL 04010LAD5 6,548 6,101,186 SH   SOLE   0 0 6,101,186
Argo Group International Holdings Ltd Common Stock G0464B107 28,968 566,776 SH   SOLE   0 0 566,776
Associated Banc-Corp Common Stock 045487105 42,869 2,371,060 SH   SOLE   0 0 2,371,060
Astec Industries Inc Common Stock 046224101 27,143 618,568 SH   SOLE   0 0 618,568
Atmos Energy Corp Common Stock 049560105 40,900 765,900 SH   SOLE   0 0 765,900
Aurelius AG Common Stock D04986101 2,139 58,539 SH   SOLE   0 0 58,539
Autoliv Inc Common Stock 052800109 21,551 202,200 SH   SOLE   0 0 202,200
Avery Dennison Corp Common Stock 053611109 41,431 808,400 SH   SOLE   0 0 808,400
Avnet Inc Common Stock 053807103 34,056 768,572 SH   SOLE   0 0 768,572
Barnes Group Inc Common Stock 067806109 19,265 499,861 SH   SOLE   0 0 499,861
Becton Dickinson and Co Common Stock 075887109 32,841 277,600 SH   SOLE   0 0 277,600
Bemis Co Inc Common Stock 081437105 37,770 928,900 SH   SOLE   0 0 928,900
Berkshire Hathaway Inc Common Stock 084670702 163 1,287 SH   SOLE   0 0 1,287
Blackrock 5.50% 2/15/18 US DOMESTIC 092533AB4 1,702 1,606,929 SH   SOLE   0 0 1,606,929
Briggs & Stratton Corp Common Stock 109043109 17,228 842,010 SH   SOLE   0 0 842,010
Bristol-Myers Squibb Co 0.00% 9/15/23 US DOMESTIC 110122AN8 2,869 2,361,000 SH   SOLE   0 0 2,361,000
Broadridge Financial Solutions Inc Common Stock 11133T103 37,743 906,400 SH   SOLE   0 0 906,400
Brown Shoe Co Inc Common Stock 115736100 24,308 849,627 SH   SOLE   0 0 849,627
Brunswick Corp/DE Common Stock 117043109 12,829 304,498 SH   SOLE   0 0 304,498
Calgon Carbon Corp Common Stock 129603106 20,001 895,661 SH   SOLE   0 0 895,661
Callaway Golf Co Common Stock 131193104 17,232 2,071,085 SH   SOLE   0 0 2,071,085
Carefusion Corp Common Stock 14170T101 53,389 1,203,800 SH   SOLE   0 0 1,203,800
Carlisle Cos Inc Common Stock 142339100 32,449 374,605 SH   SOLE   0 0 374,605
Casey's General Stores Inc Common Stock 147528103 30,723 437,076 SH   SOLE   0 0 437,076
Celadon Group Inc Common Stock 150838100 8,662 406,283 SH   SOLE   0 0 406,283
Charles River Laboratories International Inc Common Stock 159864107 20,926 390,982 SH   SOLE   0 0 390,982
Cheesecake Factory Inc/The Common Stock 163072101 18,348 395,251 SH   SOLE   0 0 395,251
Chesapeake Energy Corp Preferred 5.75% Perpetual PUBLIC 165167768 883 666 SH   SOLE   0 0 666
Chevron Corp Common Stock 166764100 299 2,290 SH   SOLE   0 0 2,290
Chico's FAS Inc Common Stock 168615102 14,472 853,300 SH   SOLE   0 0 853,300
Chubb Corp Common Stock 171232101 32,278 350,200 SH   SOLE   0 0 350,200
Cimarex Energy Co Common Stock 171798101 14,490 101,000 SH   SOLE   0 0 101,000
Cintas Corp Common Stock 172908105 27,958 440,000 SH   SOLE   0 0 440,000
Citrix Systems Inc 0.50% 4/15/19 PRIV PLACEMENT 177376AC4 1,391 1,313,050 SH   SOLE   0 0 1,313,050
City National Corp/CA Common Stock 178566105 21,297 281,100 SH   SOLE   0 0 281,100
Clean Harbors Inc Common Stock 184496107 19,642 305,700 SH   SOLE   0 0 305,700
Cloud Peak Energy Inc Common Stock 18911Q102 11,873 644,569 SH   SOLE   0 0 644,569
Coach Inc Common Stock 189754104 49 1,417 SH   SOLE   0 0 1,417
Cognizant Technology Solutions Corp Common Stock 192446102 1,368 27,950 SH   SOLE   0 0 27,950
Columbia Banking System Inc Common Stock 197236102 29,550 1,123,115 SH   SOLE   0 0 1,123,115
Comfort Systems USA Inc Common Stock 199908104 13,620 861,979 SH   SOLE   0 0 861,979
Constellium NV Common Stock N22035104 3,534 110,212 SH   SOLE   0 0 110,212
Core-Mark Holding Co Inc Common Stock 218681104 12,997 284,818 SH   SOLE   0 0 284,818
Costco Wholesale Corp Common Stock 22160K105 149 1,289 SH   SOLE   0 0 1,289
Cullen/Frost Bankers Inc Common Stock 229899109 35,557 447,700 SH   SOLE   0 0 447,700
Dana Holding Corp Common Stock 235825205 27,229 1,115,027 SH   SOLE   0 0 1,115,027
DDR Corp REIT 23317H102 30,262 1,716,500 SH   SOLE   0 0 1,716,500
Dean Foods Co Common Stock 242370203 34,904 1,984,274 SH   SOLE   0 0 1,984,274
Delek US Holdings Inc Common Stock 246647101 16,126 571,209 SH   SOLE   0 0 571,209
Delphi Automotive PLC Common Stock G27823106 74 1,068 SH   SOLE   0 0 1,068
Devon Energy Corp Common Stock 25179M103 59,328 747,200 SH   SOLE   0 0 747,200
Devry Education Group Inc Common Stock 251893103 18,860 445,425 SH   SOLE   0 0 445,425
Diebold Inc Common Stock 253651103 23,207 577,698 SH   SOLE   0 0 577,698
Digital Realty Trust Inc REIT 253868103 1,506 25,811 SH   SOLE   0 0 25,811
DIRECTV Common Stock 25490A309 84 987 SH   SOLE   0 0 987
Discover Financial Services Common Stock 254709108 197 3,165 SH   SOLE   0 0 3,165
Dominion Resources Inc PUBLIC 25746U885 3,428 59,075 SH   SOLE   0 0 59,075
Dominion Resources Inc 2.125% 12/15/23 US DOMESTIC 25746UAT6 4,072 1,890,830 SH   SOLE   0 0 1,890,830
Dominion Resources Inc PFD 6.375% 7/1/17 PUBLIC 25746U869 511 9,696 SH   SOLE   0 0 9,696
Dover Corp Common Stock 260003108 22,411 246,400 SH   SOLE   0 0 246,400
Drew Industries Inc Common Stock 26168L205 6,829 136,542 SH   SOLE   0 0 136,542
DTE Energy Co Common Stock 233331107 27,862 357,800 SH   SOLE   0 0 357,800
El Paso Electric Co Common Stock 283677854 29,503 733,719 SH   SOLE   0 0 733,719
EMCOR Group Inc Common Stock 29084Q100 38,247 858,888 SH   SOLE   0 0 858,888
Encore Wire Corp Common Stock 292562105 23,696 483,189 SH   SOLE   0 0 483,189
Endurance Specialty Holdings Ltd Common Stock G30397106 21,749 421,571 SH   SOLE   0 0 421,571
Energen Corp Common Stock 29265N108 23,625 265,800 SH   SOLE   0 0 265,800
EnerSys Common Stock 29275Y102 68 979 SH   SOLE   0 0 979
Entegris Inc Common Stock 29362U104 31,712 2,307,133 SH   SOLE   0 0 2,307,133
Entertainment One Common Stock 29382B102 135 25,424 SH   SOLE   0 0 25,424
Esterline Technologies Corp Common Stock 297425100 15,987 138,870 SH   SOLE   0 0 138,870
Fair Isaac Corp Common Stock 303250104 25,762 404,044 SH   SOLE   0 0 404,044
Fairchild Semiconductor International Inc Common Stock 303726103 27,028 1,732,504 SH   SOLE   0 0 1,732,504
Federal Home Loan Mortgage Corp 6.50% 11/1/34 MBS 30yr 3128MJAZ3 6 4,541 SH   SOLE   0 0 4,541
Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 4 2,808 SH   SOLE   0 0 2,808
Federal Home Loan Mortgage Corp 7.00% 4/1/32 MBS 30yr 31287RP37 10 8,057 SH   SOLE   0 0 8,057
Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TJL2 1 98 SH   SOLE   0 0 98
Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 1 435 SH   SOLE   0 0 435
Federal National Mortgage Association 6.00% 1/1/37 MBS 30yr 31410XZR0 22 18,656 SH   SOLE   0 0 18,656
Federal National Mortgage Association 6.00% 10/1/29 MBS 30yr 31374T3C1 6 4,920 SH   SOLE   0 0 4,920
Federal National Mortgage Association 6.00% 11/1/36 MBS 30yr 31411AWL5 3 2,134 SH   SOLE   0 0 2,134
Federal National Mortgage Association 6.00% 12/1/33 MBS 30yr 31403MUX5 3 2,429 SH   SOLE   0 0 2,429
Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 2 1,615 SH   SOLE   0 0 1,615
Federal National Mortgage Association 6.50% 3/1/29 MBS 30yr 31382NCE0 3 1,812 SH   SOLE   0 0 1,812
Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31390NQU9 5 4,350 SH   SOLE   0 0 4,350
Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31402AQK5 5 4,155 SH   SOLE   0 0 4,155
Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 1 725 SH   SOLE   0 0 725
Federal National Mortgage Association 7.50% 11/1/29 MBS 30yr 31371H2F4 4 2,964 SH   SOLE   0 0 2,964
Federal National Mortgage Association 8.00% 11/1/28 MBS 30yr 31385H2P6 6 5,061 SH   SOLE   0 0 5,061
Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 1 269 SH   SOLE   0 0 269
Fidelity National Information Services Inc Common Stock 31620M106 33,983 620,800 SH   SOLE   0 0 620,800
Fifth Third Bancorp Common Stock 316773100 29,779 1,394,785 SH   SOLE   0 0 1,394,785
Fluor Corp 1.50% 2/15/24 US DOMESTIC 343412AA0 6,260 2,243,548 SH   SOLE   0 0 2,243,548
FNB Corp/PA Common Stock 302520101 27,325 2,131,375 SH   SOLE   0 0 2,131,375
Forward Air Corp Common Stock 349853101 20,774 434,131 SH   SOLE   0 0 434,131
Gannett Co Inc Common Stock 364730101 29,185 932,100 SH   SOLE   0 0 932,100
GATX Corp Common Stock 361448103 13,698 204,618 SH   SOLE   0 0 204,618
Government National Mortgage Association 1.29325% 1/1/55 Agncy CMBS 38378KRL5 63 62,564 SH   SOLE   0 0 62,564
Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KVE5 3,167 2,768,333 SH   SOLE   0 0 2,768,333
Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KZJ0 4,317 3,757,968 SH   SOLE   0 0 3,757,968
Government National Mortgage Association 10.00% 4/15/25 MBS 30yr 36241LL53 4,574 3,982,267 SH   SOLE   0 0 3,982,267
Government National Mortgage Association 11.50% 11/16/17 Agncy CMO Other 38374L7N5 26 23,788 SH   SOLE   0 0 23,788
Government National Mortgage Association 5.00% 5/15/39 MBS 30yr 36296UX21 12,340 10,814,746 SH   SOLE   0 0 10,814,746
Government National Mortgage Association 5.00% 9/15/33 MBS 30yr 36290SHN4 1,111 1,000,753 SH   SOLE   0 0 1,000,753
Government National Mortgage Association 5.50% 1/15/39 MBS 30yr 3622A2C42 5,102 4,428,056 SH   SOLE   0 0 4,428,056
Government National Mortgage Association 6.00% 1/15/22 MBS 15yr 36241KLN6 200 183,127 SH   SOLE   0 0 183,127
Government National Mortgage Association 6.00% 1/15/24 MBS 30yr 36203EPD4 122 107,755 SH   SOLE   0 0 107,755
Government National Mortgage Association 6.00% 10/15/33 MBS 30yr 36225BZ43 71 61,096 SH   SOLE   0 0 61,096
Government National Mortgage Association 6.00% 11/15/23 MBS 15yr 36241KWU8 75 68,188 SH   SOLE   0 0 68,188
Government National Mortgage Association 6.00% 11/15/39 MBS 30yr 36241LE69 5,629 4,759,687 SH   SOLE   0 0 4,759,687
Government National Mortgage Association 6.00% 12/15/23 MBS 30yr 36203STX5 59 51,861 SH   SOLE   0 0 51,861
Government National Mortgage Association 6.00% 12/15/23 MBS 15yr 36296UKB5 287 261,381 SH   SOLE   0 0 261,381
Government National Mortgage Association 6.00% 12/15/28 MBS 30yr 36210AWU7 41 35,450 SH   SOLE   0 0 35,450
Government National Mortgage Association 6.00% 2/15/33 MBS 30yr 36225BWZ7 185 159,787 SH   SOLE   0 0 159,787
Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 98 84,349 SH   SOLE   0 0 84,349
Government National Mortgage Association 6.00% 2/20/29 Agncy CMO Z 3837H1U90 430 383,026 SH   SOLE   0 0 383,026
Government National Mortgage Association 6.00% 3/15/29 MBS 30yr 36209FGU7 52 45,400 SH   SOLE   0 0 45,400
Government National Mortgage Association 6.00% 3/15/33 MBS 30yr 36225BXB9 382 330,119 SH   SOLE   0 0 330,119
Government National Mortgage Association 6.00% 4/15/28 MBS 30yr 36225A2B5 100 86,504 SH   SOLE   0 0 86,504
Government National Mortgage Association 6.00% 6/15/29 MBS 30yr 36225BET1 43 36,791 SH   SOLE   0 0 36,791
Government National Mortgage Association 6.00% 6/15/40 MBS 30yr 36241L4K9 22,090 18,718,541 SH   SOLE   0 0 18,718,541
Government National Mortgage Association 6.00% 7/15/36 MBS 30yr 36241L5Z5 14,471 12,527,749 SH   SOLE   0 0 12,527,749
Government National Mortgage Association 6.00% 9/15/34 MBS 30yr 36241LX92 292 252,551 SH   SOLE   0 0 252,551
Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36225B2G2 293 251,930 SH   SOLE   0 0 251,930
Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36241LCP9 6,380 5,543,972 SH   SOLE   0 0 5,543,972
Government National Mortgage Association 6.50% 1/15/35 MBS 30yr 36241LTK2 35,477 30,373,487 SH   SOLE   0 0 30,373,487
Government National Mortgage Association 6.50% 1/15/39 MBS 30yr 3622A2B68 9,278 7,981,197 SH   SOLE   0 0 7,981,197
Government National Mortgage Association 6.50% 10/15/38 MBS 30yr 36241LMC7 1,336 1,140,987 SH   SOLE   0 0 1,140,987
Government National Mortgage Association 6.50% 10/16/24 Agncy CMO Other 3837H0GK3 643 559,822 SH   SOLE   0 0 559,822
Government National Mortgage Association 6.50% 11/20/27 MBS 30yr 36202CYD9 6 5,251 SH   SOLE   0 0 5,251
Government National Mortgage Association 6.50% 11/20/31 MBS 30yr 36202DQN4 17 13,923 SH   SOLE   0 0 13,923
Government National Mortgage Association 6.50% 12/15/25 MBS 30yr 36241LE51 35,437 31,144,985 SH   SOLE   0 0 31,144,985
Government National Mortgage Association 6.50% 12/15/32 MBS 30yr 36241LE44 37,277 32,090,452 SH   SOLE   0 0 32,090,452
Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 3622A2FK3 9,722 8,309,934 SH   SOLE   0 0 8,309,934
Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 36241KBP2 67 57,135 SH   SOLE   0 0 57,135
Government National Mortgage Association 6.50% 2/15/36 MBS 30yr 3622A2E57 11,500 9,926,630 SH   SOLE   0 0 9,926,630
Government National Mortgage Association 6.50% 2/20/28 MBS 30yr 36202CZL0 838 730,904 SH   SOLE   0 0 730,904
Government National Mortgage Association 6.50% 3/15/29 MBS 30yr 36210VVK4 10 8,067 SH   SOLE   0 0 8,067
Government National Mortgage Association 6.50% 3/15/34 MBS 30yr 36225B5K0 290 249,957 SH   SOLE   0 0 249,957
Government National Mortgage Association 6.50% 3/16/31 Agncy CMO Other 383739LD9 588 516,592 SH   SOLE   0 0 516,592
Government National Mortgage Association 6.50% 4/15/36 MBS 30yr 36241KKD9 45,063 38,725,995 SH   SOLE   0 0 38,725,995
Government National Mortgage Association 6.50% 4/20/28 Agncy CMO Z 3837H1UD1 290 249,613 SH   SOLE   0 0 249,613
Government National Mortgage Association 6.50% 5/15/29 MBS 30yr 36225BEL8 3,879 3,350,309 SH   SOLE   0 0 3,350,309
Government National Mortgage Association 6.50% 5/16/31 Agncy CMO Other 3837394D8 504 440,748 SH   SOLE   0 0 440,748
Government National Mortgage Association 6.50% 5/20/27 MBS 30yr 36202CVT7 12 9,907 SH   SOLE   0 0 9,907
Government National Mortgage Association 6.50% 6/20/28 Agncy CMO Z 3837H1XU0 176 150,531 SH   SOLE   0 0 150,531
Government National Mortgage Association 6.50% 6/20/32 Agncy CMO Other 38373MDN7 448 392,091 SH   SOLE   0 0 392,091
Government National Mortgage Association 6.50% 7/15/32 MBS 30yr 36200RG48 53 45,120 SH   SOLE   0 0 45,120
Government National Mortgage Association 6.50% 7/15/34 MBS 30yr 36241LK62 5,494 4,780,046 SH   SOLE   0 0 4,780,046
Government National Mortgage Association 6.50% 7/15/39 MBS 30yr 3622A2D66 8,924 7,640,283 SH   SOLE   0 0 7,640,283
Government National Mortgage Association 6.50% 7/16/32 Agncy CMO Other 38373X6T8 71 61,241 SH   SOLE   0 0 61,241
Government National Mortgage Association 6.50% 7/20/32 Agncy CMO Z 38373X4R4 498 435,364 SH   SOLE   0 0 435,364
Government National Mortgage Association 6.50% 8/15/34 MBS 30yr 36241LNK8 2,582 2,232,298 SH   SOLE   0 0 2,232,298
Government National Mortgage Association 6.50% 8/15/37 MBS 30yr 36241L5D4 13,501 11,545,036 SH   SOLE   0 0 11,545,036
Government National Mortgage Association 6.50% 8/20/27 MBS 30yr 36202CW74 40 33,955 SH   SOLE   0 0 33,955
Government National Mortgage Association 6.50% 8/20/31 Agncy CMO Other 38373RWF2 374 362,900 SH   SOLE   0 0 362,900
Government National Mortgage Association 6.50% 9/15/32 MBS 30yr 36225BUV8 13,476 11,541,034 SH   SOLE   0 0 11,541,034
Government National Mortgage Association 7.00% 1/15/33 MBS 30yr 36241KJT6 67 56,170 SH   SOLE   0 0 56,170
Government National Mortgage Association 7.00% 1/15/39 MBS 30yr 3622A2AC6 1,220 1,028,512 SH   SOLE   0 0 1,028,512
Government National Mortgage Association 7.00% 1/20/26 MBS 30yr 36202CMA8 443 380,367 SH   SOLE   0 0 380,367
Government National Mortgage Association 7.00% 10/15/23 MBS 30yr 36203EHB7 150 136,798 SH   SOLE   0 0 136,798
Government National Mortgage Association 7.00% 10/16/33 Agncy CMBS 38376GE55 10,932 10,053,651 SH   SOLE   0 0 10,053,651
Government National Mortgage Association 7.00% 10/20/27 MBS 30yr 36202CXZ1 2,651 2,256,637 SH   SOLE   0 0 2,256,637
Government National Mortgage Association 7.00% 11/15/23 MBS 30yr 36204H6Q8 790 717,048 SH   SOLE   0 0 717,048
Government National Mortgage Association 7.00% 11/15/29 MBS 30yr 36225BGW2 25 20,447 SH   SOLE   0 0 20,447
Government National Mortgage Association 7.00% 11/15/32 MBS 30yr 36225BV21 5,955 5,019,387 SH   SOLE   0 0 5,019,387
Government National Mortgage Association 7.00% 11/16/40 Agncy CMBS 38376GWT3 6,539 5,840,636 SH   SOLE   0 0 5,840,636
Government National Mortgage Association 7.00% 11/20/28 MBS 30yr 36202C6L2 154 131,902 SH   SOLE   0 0 131,902
Government National Mortgage Association 7.00% 12/15/32 MBS 30yr 36241LFA9 46,299 39,233,732 SH   SOLE   0 0 39,233,732
Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241KFV5 1,822 1,540,447 SH   SOLE   0 0 1,540,447
Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241LFB7 45,627 38,726,245 SH   SOLE   0 0 38,726,245
Government National Mortgage Association 7.00% 12/16/37 Agncy CMBS 38376GXJ4 10,786 10,054,378 SH   SOLE   0 0 10,054,378
Government National Mortgage Association 7.00% 12/20/32 MBS 30yr 36241KLW6 3,677 3,099,106 SH   SOLE   0 0 3,099,106
Government National Mortgage Association 7.00% 2/16/40 Agncy CMBS 38376GVW7 9,358 8,059,763 SH   SOLE   0 0 8,059,763
Government National Mortgage Association 7.00% 2/20/26 MBS 30yr 36202CMR1 554 475,313 SH   SOLE   0 0 475,313
Government National Mortgage Association 7.00% 3/15/35 MBS 30yr 36241KHC5 2,260 1,900,741 SH   SOLE   0 0 1,900,741
Government National Mortgage Association 7.00% 3/15/36 MBS 30yr 36241LN69 68 57,900 SH   SOLE   0 0 57,900
Government National Mortgage Association 7.00% 3/16/46 Agncy CMBS 38378BQR3 10,984 9,648,454 SH   SOLE   0 0 9,648,454
Government National Mortgage Association 7.00% 3/20/23 MBS 30yr 36202BA88 1 255 SH   SOLE   0 0 255
Government National Mortgage Association 7.00% 3/20/26 MBS 30yr 36202CM91 230 196,753 SH   SOLE   0 0 196,753
Government National Mortgage Association 7.00% 4/15/16 MBS 15yr 36212G5W8 36 34,591 SH   SOLE   0 0 34,591
Government National Mortgage Association 7.00% 4/15/31 MBS 30yr 36225BQK7 115 96,516 SH   SOLE   0 0 96,516
Government National Mortgage Association 7.00% 4/15/33 MBS 30yr 36241LQD1 11,085 9,432,309 SH   SOLE   0 0 9,432,309
Government National Mortgage Association 7.00% 4/15/35 MBS 30yr 36241KMF2 890 748,049 SH   SOLE   0 0 748,049
Government National Mortgage Association 7.00% 4/16/44 Agncy CMBS 38378BTZ2 8,769 7,929,399 SH   SOLE   0 0 7,929,399
Government National Mortgage Association 7.00% 4/20/28 MBS 30yr 36202C2K8 1 676 SH   SOLE   0 0 676
Government National Mortgage Association 7.00% 5/15/33 MBS 30yr 36241LKR6 6,853 5,767,322 SH   SOLE   0 0 5,767,322
Government National Mortgage Association 7.00% 5/16/37 Agncy CMBS 38376GVC1 10,632 10,055,171 SH   SOLE   0 0 10,055,171
Government National Mortgage Association 7.00% 5/20/17 MBS 30yr 36202AZ26 1 352 SH   SOLE   0 0 352
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2AQ5 20,872 17,639,743 SH   SOLE   0 0 17,639,743
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 10,332 8,754,818 SH   SOLE   0 0 8,754,818
Government National Mortgage Association 7.00% 6/16/39 Agncy CMBS 38376GYE4 8,690 7,863,972 SH   SOLE   0 0 7,863,972
Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPC6 107 90,139 SH   SOLE   0 0 90,139
Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPH5 1,383 1,171,250 SH   SOLE   0 0 1,171,250
Government National Mortgage Association 7.00% 8/15/27 MBS 30yr 36225AVT4 23 19,035 SH   SOLE   0 0 19,035
Government National Mortgage Association 7.00% 8/15/29 MBS 30yr 36225BFR4 1,232 1,056,497 SH   SOLE   0 0 1,056,497
Government National Mortgage Association 7.00% 8/15/31 MBS 30yr 36241KUN6 7,562 6,494,478 SH   SOLE   0 0 6,494,478
Government National Mortgage Association 7.00% 8/15/34 MBS 30yr 36241LC95 246 208,613 SH   SOLE   0 0 208,613
Government National Mortgage Association 7.00% 8/15/35 MBS 30yr 36241LWC6 7,560 6,473,088 SH   SOLE   0 0 6,473,088
Government National Mortgage Association 7.00% 8/20/37 MBS 30yr 36202EPC7 97 81,927 SH   SOLE   0 0 81,927
Government National Mortgage Association 7.00% 9/15/31 MBS 30yr 36225BPM4 209 176,040 SH   SOLE   0 0 176,040
Government National Mortgage Association 7.125% 3/15/23 MBS 30yr 36290NKE1 4,594 4,015,061 SH   SOLE   0 0 4,015,061
Government National Mortgage Association 7.125% 7/15/25 MBS 30yr 36290NM74 246 222,011 SH   SOLE   0 0 222,011
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014A0 31 29,979 SH   SOLE   0 0 29,979
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014B8 35 33,975 SH   SOLE   0 0 33,975
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014F9 24 22,964 SH   SOLE   0 0 22,964
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014L6 35 33,803 SH   SOLE   0 0 33,803
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012P9 19 18,465 SH   SOLE   0 0 18,465
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012Q7 51 48,618 SH   SOLE   0 0 48,618
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012X2 25 23,962 SH   SOLE   0 0 23,962
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622013B9 18 17,105 SH   SOLE   0 0 17,105
Government National Mortgage Association 7.49% 9/15/20 MBS 30yr 3622013E3 138 122,332 SH   SOLE   0 0 122,332
Government National Mortgage Association 7.50% 1/15/37 MBS 30yr 36241LXJ0 14,890 12,305,880 SH   SOLE   0 0 12,305,880
Government National Mortgage Association 7.50% 10/15/35 MBS 30yr 36241KKZ0 2,142 1,793,678 SH   SOLE   0 0 1,793,678
Government National Mortgage Association 7.50% 11/15/37 MBS 30yr 3622A2EN8 9,774 8,134,187 SH   SOLE   0 0 8,134,187
Government National Mortgage Association 7.50% 12/15/27 MBS 30yr 36208UYA9 1 1 SH   SOLE   0 0 1
Government National Mortgage Association 7.50% 12/15/34 MBS 30yr 3622A2A85 8,403 7,015,968 SH   SOLE   0 0 7,015,968
Government National Mortgage Association 7.50% 2/15/35 MBS 30yr 36241KZL5 3,573 2,928,731 SH   SOLE   0 0 2,928,731
Government National Mortgage Association 7.50% 3/15/32 MBS 30yr 36225BUB2 3,004 2,486,130 SH   SOLE   0 0 2,486,130
Government National Mortgage Association 7.50% 4/15/34 MBS 30yr 36241KHY7 24,177 20,091,663 SH   SOLE   0 0 20,091,663
Government National Mortgage Association 7.50% 5/16/27 Agncy CMO Other 3837H0S79 95 82,022 SH   SOLE   0 0 82,022
Government National Mortgage Association 7.50% 6/15/35 MBS 30yr 36241LQ90 8,616 7,154,235 SH   SOLE   0 0 7,154,235
Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K75 107 97,386 SH   SOLE   0 0 97,386
Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K83 72 64,960 SH   SOLE   0 0 64,960
Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 3622A2EU2 10,328 8,610,921 SH   SOLE   0 0 8,610,921
Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 36241LGC4 903 754,936 SH   SOLE   0 0 754,936
Government National Mortgage Association 7.50% 8/15/34 MBS 30yr 36241KZK7 6,115 5,028,784 SH   SOLE   0 0 5,028,784
Government National Mortgage Association 7.50% 8/20/25 MBS 30yr 36202CH97 40 33,872 SH   SOLE   0 0 33,872
Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Y3 54 46,877 SH   SOLE   0 0 46,877
Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Z0 205 176,136 SH   SOLE   0 0 176,136
Government National Mortgage Association 7.50% 9/20/26 Agncy CMO Other 3837H0XC2 175 150,361 SH   SOLE   0 0 150,361
Government National Mortgage Association 7.75% 11/15/20 MBS 30yr 36290NFM9 1,355 1,192,387 SH   SOLE   0 0 1,192,387
Government National Mortgage Association 7.75% 6/15/30 MBS Other 36212YTT0 310 307,652 SH   SOLE   0 0 307,652
Government National Mortgage Association 7.75% 9/15/33 MBS Other 36213NGH3 520 486,874 SH   SOLE   0 0 486,874
Government National Mortgage Association 7.92% 7/15/23 MBS Other 36213BSQ6 537 507,410 SH   SOLE   0 0 507,410
Government National Mortgage Association 8.00% 1/15/31 MBS Other 36213BJW3 1,061 992,394 SH   SOLE   0 0 992,394
Government National Mortgage Association 8.00% 1/15/32 MBS 30yr 36241KMZ8 10,924 8,955,256 SH   SOLE   0 0 8,955,256
Government National Mortgage Association 8.00% 1/20/22 MBS 30yr 36202B5R2 1 52 SH   SOLE   0 0 52
Government National Mortgage Association 8.00% 1/20/25 MBS 30yr 36202CEJ8 10 8,069 SH   SOLE   0 0 8,069
Government National Mortgage Association 8.00% 1/20/28 MBS 30yr 36202CZB2 34 29,009 SH   SOLE   0 0 29,009
Government National Mortgage Association 8.00% 1/20/29 MBS 30yr 36202DAE1 28 25,010 SH   SOLE   0 0 25,010
Government National Mortgage Association 8.00% 1/20/30 MBS 30yr 36202DFH9 1,490 1,225,678 SH   SOLE   0 0 1,225,678
Government National Mortgage Association 8.00% 1/20/31 MBS 30yr 36179NGF9 690 581,903 SH   SOLE   0 0 581,903
Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36208E7A5 1 105 SH   SOLE   0 0 105
Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36225BFG8 2,744 2,304,846 SH   SOLE   0 0 2,304,846
Government National Mortgage Association 8.00% 10/20/22 MBS 30yr 36202AN37 1 139 SH   SOLE   0 0 139
Government National Mortgage Association 8.00% 10/20/29 MBS 30yr 36202DD73 532 442,969 SH   SOLE   0 0 442,969
Government National Mortgage Association 8.00% 11/15/27 MBS 30yr 36225A7B0 2,513 2,058,057 SH   SOLE   0 0 2,058,057
Government National Mortgage Association 8.00% 11/15/33 MBS Other 36200TNP9 237 221,101 SH   SOLE   0 0 221,101
Government National Mortgage Association 8.00% 11/16/29 Agncy CMO Z 3837H3LY1 301 253,311 SH   SOLE   0 0 253,311
Government National Mortgage Association 8.00% 11/20/24 MBS 30yr 36202CDE0 80 70,003 SH   SOLE   0 0 70,003
Government National Mortgage Association 8.00% 11/20/25 MBS 30yr 36202CLB7 9 7,080 SH   SOLE   0 0 7,080
Government National Mortgage Association 8.00% 11/20/27 MBS 30yr 36202CYH0 23 19,177 SH   SOLE   0 0 19,177
Government National Mortgage Association 8.00% 11/20/29 MBS 30yr 36202DEM9 904 728,502 SH   SOLE   0 0 728,502
Government National Mortgage Association 8.00% 12/15/25 MBS 30yr 36225BQB7 241 212,299 SH   SOLE   0 0 212,299
Government National Mortgage Association 8.00% 12/15/30 MBS 30yr 3622A2CK6 9,783 7,976,060 SH   SOLE   0 0 7,976,060
Government National Mortgage Association 8.00% 12/15/35 MBS 30yr 36241KJA7 16,164 12,990,232 SH   SOLE   0 0 12,990,232
Government National Mortgage Association 8.00% 12/20/24 MBS 30yr 36202CD34 1 249 SH   SOLE   0 0 249
Government National Mortgage Association 8.00% 12/20/25 MBS 30yr 36202CLW1 22 19,191 SH   SOLE   0 0 19,191
Government National Mortgage Association 8.00% 12/20/27 MBS 30yr 36202CYW7 27 23,266 SH   SOLE   0 0 23,266
Government National Mortgage Association 8.00% 12/20/29 MBS 30yr 36202DE31 707 570,472 SH   SOLE   0 0 570,472
Government National Mortgage Association 8.00% 2/20/23 MBS 30yr 36202A3U9 1 631 SH   SOLE   0 0 631
Government National Mortgage Association 8.00% 2/20/26 MBS 30yr 36202CMU4 67 58,541 SH   SOLE   0 0 58,541
Government National Mortgage Association 8.00% 2/20/28 MBS 30yr 36202CZP1 26 22,583 SH   SOLE   0 0 22,583
Government National Mortgage Association 8.00% 3/20/26 MBS 30yr 36202CNC3 6 4,755 SH   SOLE   0 0 4,755
Government National Mortgage Association 8.00% 3/20/29 MBS 30yr 36202DA92 38 35,561 SH   SOLE   0 0 35,561
Government National Mortgage Association 8.00% 4/15/38 MBS 30yr 36241LNH5 7,104 5,852,846 SH   SOLE   0 0 5,852,846
Government National Mortgage Association 8.00% 4/20/25 MBS 30yr 36202CF57 2 1,025 SH   SOLE   0 0 1,025
Government National Mortgage Association 8.00% 4/20/29 MBS 30yr 36202DBM2 7 6,316 SH   SOLE   0 0 6,316
Government National Mortgage Association 8.00% 6/20/22 MBS 30yr 36202CBM4 1 288 SH   SOLE   0 0 288
Government National Mortgage Association 8.00% 6/20/23 MBS 30yr 36202BLD5 11 9,390 SH   SOLE   0 0 9,390
Government National Mortgage Association 8.00% 6/20/24 MBS 30yr 36202B5W1 1 123 SH   SOLE   0 0 123
Government National Mortgage Association 8.00% 6/20/28 MBS 30yr 36202C3P6 7 6,222 SH   SOLE   0 0 6,222
Government National Mortgage Association 8.00% 7/15/24 MBS Other 36212YTX1 96 95,069 SH   SOLE   0 0 95,069
Government National Mortgage Association 8.00% 7/15/29 MBS 30yr 36225BFK9 21 16,445 SH   SOLE   0 0 16,445
Government National Mortgage Association 8.00% 7/20/17 MBS 30yr 36202A3E5 1 51 SH   SOLE   0 0 51
Government National Mortgage Association 8.00% 7/20/22 MBS 30yr 36202AAH0 1 200 SH   SOLE   0 0 200
Government National Mortgage Association 8.00% 7/20/24 MBS 30yr 36202B7B5 1 146 SH   SOLE   0 0 146
Government National Mortgage Association 8.00% 7/20/25 MBS 30yr 36202CHM8 52 43,225 SH   SOLE   0 0 43,225
Government National Mortgage Association 8.00% 7/20/29 MBS 30yr 36202DCW9 1 391 SH   SOLE   0 0 391
Government National Mortgage Association 8.00% 8/15/26 MBS 30yr 36207H4R5 1 94 SH   SOLE   0 0 94
Government National Mortgage Association 8.00% 8/15/31 MBS Other 36213NH25 223 208,104 SH   SOLE   0 0 208,104
Government National Mortgage Association 8.00% 8/20/24 MBS 30yr 36202CBJ1 9 7,301 SH   SOLE   0 0 7,301
Government National Mortgage Association 8.00% 8/20/25 MBS 30yr 36202CJC8 9 7,411 SH   SOLE   0 0 7,411
Government National Mortgage Association 8.00% 8/20/28 MBS 30yr 36202C4S9 2 1,091 SH   SOLE   0 0 1,091
Government National Mortgage Association 8.00% 8/20/29 MBS 30yr 36202DDC2 51 44,389 SH   SOLE   0 0 44,389
Government National Mortgage Association 8.00% 9/15/27 MBS 30yr 3622A2C67 9,781 7,974,100 SH   SOLE   0 0 7,974,100
Government National Mortgage Association 8.00% 9/15/32 MBS 30yr 3622A2FH0 12,059 9,867,150 SH   SOLE   0 0 9,867,150
Government National Mortgage Association 8.00% 9/20/22 MBS 30yr 36202AFM4 1 110 SH   SOLE   0 0 110
Government National Mortgage Association 8.00% 9/20/23 MBS 30yr 36202BQ57 1 46 SH   SOLE   0 0 46
Government National Mortgage Association 8.00% 9/20/24 MBS 30yr 36202CCE1 4 2,679 SH   SOLE   0 0 2,679
Government National Mortgage Association 8.00% 9/20/28 MBS 30yr 36202C5G4 10 8,796 SH   SOLE   0 0 8,796
Government National Mortgage Association 8.25% 4/15/20 MBS 30yr 36225A4V9 150 132,414 SH   SOLE   0 0 132,414
Government National Mortgage Association 8.25% 9/15/30 MBS Other 36210KPU3 253 238,910 SH   SOLE   0 0 238,910
Government National Mortgage Association 8.50% 2/15/32 MBS 30yr 36241LNJ1 6,097 5,205,374 SH   SOLE   0 0 5,205,374
Government National Mortgage Association 8.50% 7/15/32 MBS 30yr 36225BUX4 272 215,684 SH   SOLE   0 0 215,684
Government National Mortgage Association 8.60% 5/15/27 MBS Other 36213BSG8 451 455,333 SH   SOLE   0 0 455,333
Government National Mortgage Association 9.00% 10/15/29 MBS 30yr 36225BGZ5 394 315,717 SH   SOLE   0 0 315,717
Government National Mortgage Association 9.00% 12/15/17 MBS 30yr 36225ABQ2 879 818,217 SH   SOLE   0 0 818,217
Government National Mortgage Association 9.50% 7/15/25 MBS 30yr 36225BF78 6 5,012 SH   SOLE   0 0 5,012
Government National Mortgage Association II 6.00% 1/20/29 MBS 30yr 36202C7L1 796 687,086 SH   SOLE   0 0 687,086
Government National Mortgage Association II 6.00% 1/20/32 MBS 30yr 36202DRG8 319 280,012 SH   SOLE   0 0 280,012
Government National Mortgage Association II 6.00% 1/20/34 MBS 30yr 36202D3J8 260 224,382 SH   SOLE   0 0 224,382
Government National Mortgage Association II 6.00% 11/20/31 MBS 30yr 36202DQM6 417 360,531 SH   SOLE   0 0 360,531
Government National Mortgage Association II 6.00% 12/20/31 MBS 30yr 36202DQZ7 332 290,651 SH   SOLE   0 0 290,651
Government National Mortgage Association II 6.00% 2/20/29 MBS 30yr 36202DAN1 195 167,882 SH   SOLE   0 0 167,882
Government National Mortgage Association II 6.00% 2/20/34 MBS 30yr 36202D4A6 186 160,184 SH   SOLE   0 0 160,184
Government National Mortgage Association II 6.00% 2/20/35 MBS 30yr 36202ECQ0 772 659,561 SH   SOLE   0 0 659,561
Government National Mortgage Association II 6.00% 3/20/33 MBS 30yr 36202DWX5 1,881 1,627,683 SH   SOLE   0 0 1,627,683
Government National Mortgage Association II 6.00% 4/20/31 Agncy CMO Z 383739R76 699 622,654 SH   SOLE   0 0 622,654
Government National Mortgage Association II 6.00% 4/20/33 MBS 30yr 36202DXD8 24 20,499 SH   SOLE   0 0 20,499
Government National Mortgage Association II 6.00% 7/20/34 MBS 30yr 36202D6V8 65 55,718 SH   SOLE   0 0 55,718
Government National Mortgage Association II 6.00% 9/20/23 MBS 15yr 36202EVX4 215 195,521 SH   SOLE   0 0 195,521
Government National Mortgage Association II 6.50% 1/20/28 MBS 30yr 36202CY72 2,827 2,439,718 SH   SOLE   0 0 2,439,718
Government National Mortgage Association II 6.50% 1/20/29 MBS 30yr 36202DAA9 1,654 1,425,405 SH   SOLE   0 0 1,425,405
Government National Mortgage Association II 6.50% 1/20/32 MBS 30yr 36225BRH3 201 171,157 SH   SOLE   0 0 171,157
Government National Mortgage Association II 6.50% 10/20/28 MBS 30yr 36202C5T6 716 623,319 SH   SOLE   0 0 623,319
Government National Mortgage Association II 6.50% 10/20/34 MBS 30yr 36202EC64 462 389,998 SH   SOLE   0 0 389,998
Government National Mortgage Association II 6.50% 12/20/27 MBS 30yr 36202CYS6 119 101,983 SH   SOLE   0 0 101,983
Government National Mortgage Association II 6.50% 12/20/28 MBS 30yr 36202C7A5 9 7,123 SH   SOLE   0 0 7,123
Government National Mortgage Association II 6.50% 12/20/32 MBS 30yr 36202DVP3 243 206,735 SH   SOLE   0 0 206,735
Government National Mortgage Association II 6.50% 2/20/31 MBS 30yr 36202DLU3 124 105,588 SH   SOLE   0 0 105,588
Government National Mortgage Association II 6.50% 3/20/26 MBS 30yr 36202CM83 187 164,517 SH   SOLE   0 0 164,517
Government National Mortgage Association II 6.50% 3/20/28 MBS 30yr 36202CZ48 14 11,669 SH   SOLE   0 0 11,669
Government National Mortgage Association II 6.50% 3/20/31 MBS 30yr 36202DMA6 118 100,067 SH   SOLE   0 0 100,067
Government National Mortgage Association II 6.50% 3/20/32 Agncy CMO Other 38373WJW9 103 89,883 SH   SOLE   0 0 89,883
Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36202C2J1 952 820,840 SH   SOLE   0 0 820,840
Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36209ERU8 267 242,356 SH   SOLE   0 0 242,356
Government National Mortgage Association II 6.50% 4/20/33 MBS 30yr 36202DXE6 24 20,321 SH   SOLE   0 0 20,321
Government National Mortgage Association II 6.50% 5/20/28 MBS 30yr 36202C2X0 2,710 2,382,948 SH   SOLE   0 0 2,382,948
Government National Mortgage Association II 6.50% 5/20/31 MBS 30yr 36202DM57 227 198,523 SH   SOLE   0 0 198,523
Government National Mortgage Association II 6.50% 5/20/32 Agncy CMO Z 38373W4S4 292 253,055 SH   SOLE   0 0 253,055
Government National Mortgage Association II 6.50% 5/20/32 MBS 30yr 36202DS44 25 21,293 SH   SOLE   0 0 21,293
Government National Mortgage Association II 6.50% 5/20/33 MBS 30yr 36202DXV8 266 227,017 SH   SOLE   0 0 227,017
Government National Mortgage Association II 6.50% 6/20/26 MBS 30yr 36202CPP2 519 443,354 SH   SOLE   0 0 443,354
Government National Mortgage Association II 6.50% 6/20/28 Agncy CMO Other 3837H1PL9 336 295,531 SH   SOLE   0 0 295,531
Government National Mortgage Association II 6.50% 6/20/28 MBS 30yr 36202C3L5 143 124,135 SH   SOLE   0 0 124,135
Government National Mortgage Association II 6.50% 6/20/31 MBS 30yr 36202DNL1 156 133,494 SH   SOLE   0 0 133,494
Government National Mortgage Association II 6.50% 7/20/31 MBS 30yr 36202DNY3 76 65,737 SH   SOLE   0 0 65,737
Government National Mortgage Association II 6.50% 8/16/29 Agncy CMO Other 38373XDM5 186 162,174 SH   SOLE   0 0 162,174
Government National Mortgage Association II 6.50% 8/20/31 MBS 30yr 36202DPD7 1,634 1,397,331 SH   SOLE   0 0 1,397,331
Government National Mortgage Association II 6.50% 8/20/32 MBS 30yr 36225BYE2 203 173,267 SH   SOLE   0 0 173,267
Government National Mortgage Association II 6.50% 8/20/33 MBS 30yr 36202DY54 240 212,104 SH   SOLE   0 0 212,104
Government National Mortgage Association II 7.00% 1/20/29 MBS 30yr 36202DAB7 349 299,867 SH   SOLE   0 0 299,867
Government National Mortgage Association II 7.00% 10/20/25 MBS 30yr 36202CKJ1 1,988 1,707,986 SH   SOLE   0 0 1,707,986
Government National Mortgage Association II 7.00% 10/20/26 MBS 30yr 36202CRW5 8 7,146 SH   SOLE   0 0 7,146
Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DQC8 124 104,708 SH   SOLE   0 0 104,708
Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DSS1 52 43,696 SH   SOLE   0 0 43,696
Government National Mortgage Association II 7.00% 10/20/37 MBS 30yr 36202EP29 718 620,493 SH   SOLE   0 0 620,493
Government National Mortgage Association II 7.00% 10/20/38 MBS 30yr 36202EW70 472 415,769 SH   SOLE   0 0 415,769
Government National Mortgage Association II 7.00% 11/20/27 MBS 30yr 36202CYF4 1,387 1,181,819 SH   SOLE   0 0 1,181,819
Government National Mortgage Association II 7.00% 11/20/31 MBS 30yr 36202DQP9 159 133,111 SH   SOLE   0 0 133,111
Government National Mortgage Association II 7.00% 11/20/34 MBS 30yr 36202EBH1 18 15,643 SH   SOLE   0 0 15,643
Government National Mortgage Association II 7.00% 12/20/25 MBS 30yr 36202CLR2 76 65,916 SH   SOLE   0 0 65,916
Government National Mortgage Association II 7.00% 12/20/27 MBS 30yr 36202CYT4 942 799,732 SH   SOLE   0 0 799,732
Government National Mortgage Association II 7.00% 12/20/28 MBS 30yr 36202C7B3 135 117,059 SH   SOLE   0 0 117,059
Government National Mortgage Association II 7.00% 12/20/32 MBS 30yr 36241LFF8 37,299 31,413,994 SH   SOLE   0 0 31,413,994
Government National Mortgage Association II 7.00% 12/20/34 MBS 30yr 36202EBY4 53 46,816 SH   SOLE   0 0 46,816
Government National Mortgage Association II 7.00% 12/20/37 MBS 30yr 36202EQP7 218 194,449 SH   SOLE   0 0 194,449
Government National Mortgage Association II 7.00% 2/20/28 MBS 30yr 36202CZM8 255 218,453 SH   SOLE   0 0 218,453
Government National Mortgage Association II 7.00% 2/20/31 MBS 30yr 36202DLV1 120 103,277 SH   SOLE   0 0 103,277
Government National Mortgage Association II 7.00% 2/20/32 MBS 30yr 36202DRX1 4 2,677 SH   SOLE   0 0 2,677
Government National Mortgage Association II 7.00% 3/20/28 MBS 30yr 36202CZ55 181 154,042 SH   SOLE   0 0 154,042
Government National Mortgage Association II 7.00% 3/20/29 MBS 30yr 36202DA76 81 70,390 SH   SOLE   0 0 70,390
Government National Mortgage Association II 7.00% 3/20/32 MBS 30yr 36202DSD4 287 240,631 SH   SOLE   0 0 240,631
Government National Mortgage Association II 7.00% 3/20/38 MBS 30yr 36202ERW1 494 422,828 SH   SOLE   0 0 422,828
Government National Mortgage Association II 7.00% 4/20/26 MBS 30yr 36202CNT6 7 5,545 SH   SOLE   0 0 5,545
Government National Mortgage Association II 7.00% 4/20/29 MBS 30yr 36202DBK6 49 41,982 SH   SOLE   0 0 41,982
Government National Mortgage Association II 7.00% 4/20/32 MBS 30yr 36225BSV1 2,176 1,829,485 SH   SOLE   0 0 1,829,485
Government National Mortgage Association II 7.00% 5/20/26 MBS 30yr 36202CPA5 5 3,630 SH   SOLE   0 0 3,630
Government National Mortgage Association II 7.00% 5/20/28 MBS 30yr 36202C2Y8 1,350 1,154,290 SH   SOLE   0 0 1,154,290
Government National Mortgage Association II 7.00% 5/20/29 MBS 30yr 36202DBY6 111 93,278 SH   SOLE   0 0 93,278
Government National Mortgage Association II 7.00% 5/20/31 MBS 30yr 36202DM65 64 53,531 SH   SOLE   0 0 53,531
Government National Mortgage Association II 7.00% 5/20/32 MBS 30yr 36202DS51 42 34,933 SH   SOLE   0 0 34,933
Government National Mortgage Association II 7.00% 6/20/28 MBS 30yr 36202C3M3 126 107,322 SH   SOLE   0 0 107,322
Government National Mortgage Association II 7.00% 7/20/28 MBS 30yr 36202C3Z4 176 149,018 SH   SOLE   0 0 149,018
Government National Mortgage Association II 7.00% 7/20/29 MBS 30yr 36202DCU3 119 100,258 SH   SOLE   0 0 100,258
Government National Mortgage Association II 7.00% 8/20/25 MBS 30yr 36202CH71 54 46,845 SH   SOLE   0 0 46,845
Government National Mortgage Association II 7.00% 8/20/27 MBS 30yr 36202CW82 161 136,607 SH   SOLE   0 0 136,607
Government National Mortgage Association II 7.00% 8/20/28 MBS 30yr 36202C4Q3 124 106,258 SH   SOLE   0 0 106,258
Government National Mortgage Association II 7.00% 8/20/31 MBS 30yr 36202DPE5 350 293,956 SH   SOLE   0 0 293,956
Government National Mortgage Association II 7.00% 9/20/27 MBS 30yr 36202CXL2 502 434,423 SH   SOLE   0 0 434,423
Government National Mortgage Association II 7.00% 9/20/29 MBS 30yr 36202DDN8 3 1,828 SH   SOLE   0 0 1,828
Government National Mortgage Association II 7.00% 9/20/31 MBS 30yr 36202DPT2 90 75,719 SH   SOLE   0 0 75,719
Government National Mortgage Association II 7.00% 9/20/37 MBS 30yr 36202EPP8 8 6,688 SH   SOLE   0 0 6,688
Government National Mortgage Association II 7.00% 9/20/38 MBS 30yr 36202EWG0 268 236,944 SH   SOLE   0 0 236,944
Government National Mortgage Association II 7.50% 1/20/28 MBS 30yr 36202CY98 20 16,523 SH   SOLE   0 0 16,523
Government National Mortgage Association II 7.50% 1/20/30 MBS 30yr 36202DFG1 244 206,962 SH   SOLE   0 0 206,962
Government National Mortgage Association II 7.50% 10/20/28 MBS 30yr 36202C5V1 168 141,736 SH   SOLE   0 0 141,736
Government National Mortgage Association II 7.50% 10/20/29 MBS 30yr 36202DD65 1,535 1,271,651 SH   SOLE   0 0 1,271,651
Government National Mortgage Association II 7.50% 11/20/25 MBS 30yr 36202CK77 71 58,598 SH   SOLE   0 0 58,598
Government National Mortgage Association II 7.50% 11/20/26 MBS 30yr 36202CSK0 52 43,317 SH   SOLE   0 0 43,317
Government National Mortgage Association II 7.50% 11/20/27 MBS 30yr 36202CYG2 182 150,883 SH   SOLE   0 0 150,883
Government National Mortgage Association II 7.50% 11/20/29 Agncy CMO Z 3837H3FY8 314 270,200 SH   SOLE   0 0 270,200
Government National Mortgage Association II 7.50% 11/20/29 MBS 30yr 36202DEL1 2,541 2,086,903 SH   SOLE   0 0 2,086,903
Government National Mortgage Association II 7.50% 11/20/32 MBS 30yr 36241KHU5 10,098 8,274,113 SH   SOLE   0 0 8,274,113
Government National Mortgage Association II 7.50% 12/20/22 MBS 30yr 36202ATA5 1 303 SH   SOLE   0 0 303
Government National Mortgage Association II 7.50% 12/20/25 MBS 30yr 36202CLU5 1 198 SH   SOLE   0 0 198
Government National Mortgage Association II 7.50% 12/20/26 MBS 30yr 36202CS61 39 32,337 SH   SOLE   0 0 32,337
Government National Mortgage Association II 7.50% 12/20/27 MBS 30yr 36202CYV9 15 12,268 SH   SOLE   0 0 12,268
Government National Mortgage Association II 7.50% 12/20/29 MBS 30yr 36202DE23 1,040 870,788 SH   SOLE   0 0 870,788
Government National Mortgage Association II 7.50% 2/20/29 MBS 30yr 36202DAS0 131 110,367 SH   SOLE   0 0 110,367
Government National Mortgage Association II 7.50% 2/20/30 MBS 30yr 36202DFY2 707 582,057 SH   SOLE   0 0 582,057
Government National Mortgage Association II 7.50% 3/20/28 MBS 30yr 36202CZ63 43 35,748 SH   SOLE   0 0 35,748
Government National Mortgage Association II 7.50% 3/20/29 MBS 30yr 36202DA84 1 294 SH   SOLE   0 0 294
Government National Mortgage Association II 7.50% 3/20/30 MBS 30yr 36202DGD7 396 324,231 SH   SOLE   0 0 324,231
Government National Mortgage Association II 7.50% 3/20/32 MBS 30yr 3622A2DB5 9,559 7,950,755 SH   SOLE   0 0 7,950,755
Government National Mortgage Association II 7.50% 4/20/26 MBS 30yr 36202CNV1 3 2,040 SH   SOLE   0 0 2,040
Government National Mortgage Association II 7.50% 4/20/28 MBS 30yr 36202C2M4 3 2,112 SH   SOLE   0 0 2,112
Government National Mortgage Association II 7.50% 4/20/30 MBS 30yr 36202DGR6 322 263,789 SH   SOLE   0 0 263,789
Government National Mortgage Association II 7.50% 5/20/24 MBS 30yr 36202B4A0 1 342 SH   SOLE   0 0 342
Government National Mortgage Association II 7.50% 5/20/30 MBS 30yr 36202DG62 8 6,081 SH   SOLE   0 0 6,081
Government National Mortgage Association II 7.50% 6/20/26 MBS 30yr 36202CPS6 1 184 SH   SOLE   0 0 184
Government National Mortgage Association II 7.50% 6/20/30 MBS 30yr 36202DHK0 33 26,895 SH   SOLE   0 0 26,895
Government National Mortgage Association II 7.50% 7/20/28 MBS 30yr 36202C4A8 5 3,416 SH   SOLE   0 0 3,416
Government National Mortgage Association II 7.50% 7/20/29 MBS 30yr 36202DCV1 36 31,213 SH   SOLE   0 0 31,213
Government National Mortgage Association II 7.50% 7/20/30 MBS 30yr 36202DHW4 88 71,889 SH   SOLE   0 0 71,889
Government National Mortgage Association II 7.50% 8/20/29 MBS 30yr 36202DDB4 75 61,148 SH   SOLE   0 0 61,148
Government National Mortgage Association II 7.50% 8/20/30 MBS 30yr 36202DJA0 526 432,420 SH   SOLE   0 0 432,420
Government National Mortgage Association II 7.50% 9/20/27 MBS 30yr 36202CXN8 19 15,168 SH   SOLE   0 0 15,168
Government National Mortgage Association II 7.50% 9/20/28 MBS 30yr 36202C5F6 251 207,534 SH   SOLE   0 0 207,534
Government National Mortgage Association II 7.50% 9/20/29 MBS 30yr 36202DDP3 1,951 1,604,423 SH   SOLE   0 0 1,604,423
Government National Mortgage Association II 8.00% 1/20/26 MBS 30yr 36202CMD2 119 103,758 SH   SOLE   0 0 103,758
Government National Mortgage Association II 8.00% 1/20/27 MBS 30yr 36202CTT0 13 10,040 SH   SOLE   0 0 10,040
Government National Mortgage Association II 8.00% 1/20/31 MBS 30yr 36202DLH2 17 13,633 SH   SOLE   0 0 13,633
Government National Mortgage Association II 8.00% 10/20/25 MBS 30yr 36202CKP7 2 1,407 SH   SOLE   0 0 1,407
Government National Mortgage Association II 8.00% 10/20/26 MBS 30yr 36202CR21 140 116,653 SH   SOLE   0 0 116,653
Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36202CX40 533 448,172 SH   SOLE   0 0 448,172
Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36225BZ76 4,117 3,368,208 SH   SOLE   0 0 3,368,208
Government National Mortgage Association II 8.00% 10/20/30 MBS 30yr 36202DJ93 1,178 966,915 SH   SOLE   0 0 966,915
Government National Mortgage Association II 8.00% 11/20/26 MBS 30yr 36202CSM6 126 104,879 SH   SOLE   0 0 104,879
Government National Mortgage Association II 8.00% 11/20/31 MBS 30yr 36225BSP4 3,633 3,013,233 SH   SOLE   0 0 3,013,233
Government National Mortgage Association II 8.00% 12/20/26 MBS 30yr 36202CS95 87 70,899 SH   SOLE   0 0 70,899
Government National Mortgage Association II 8.00% 12/20/30 MBS 30yr 36202DKZ3 1,816 1,458,386 SH   SOLE   0 0 1,458,386
Government National Mortgage Association II 8.00% 2/20/24 MBS 30yr 36202BXU4 4 3,046 SH   SOLE   0 0 3,046
Government National Mortgage Association II 8.00% 2/20/27 MBS 30yr 36202CUC5 49 41,789 SH   SOLE   0 0 41,789
Government National Mortgage Association II 8.00% 2/20/29 MBS 30yr 36202DAT8 46 41,584 SH   SOLE   0 0 41,584
Government National Mortgage Association II 8.00% 3/20/27 MBS 30yr 36202CUW1 6 5,007 SH   SOLE   0 0 5,007
Government National Mortgage Association II 8.00% 3/20/30 MBS 30yr 36202DGE5 572 459,916 SH   SOLE   0 0 459,916
Government National Mortgage Association II 8.00% 4/20/26 MBS 30yr 36202CNW9 12 10,614 SH   SOLE   0 0 10,614
Government National Mortgage Association II 8.00% 4/20/27 MBS 30yr 36202CVF7 21 18,129 SH   SOLE   0 0 18,129
Government National Mortgage Association II 8.00% 4/20/30 MBS 30yr 36202DGS4 1,090 895,424 SH   SOLE   0 0 895,424
Government National Mortgage Association II 8.00% 5/20/25 MBS 30yr 36202CGN7 11 9,774 SH   SOLE   0 0 9,774
Government National Mortgage Association II 8.00% 5/20/27 MBS 30yr 36202CV26 145 122,044 SH   SOLE   0 0 122,044
Government National Mortgage Association II 8.00% 5/20/29 MBS 30yr 36202DB26 4 3,038 SH   SOLE   0 0 3,038
Government National Mortgage Association II 8.00% 5/20/30 MBS 30yr 36202DG70 368 296,314 SH   SOLE   0 0 296,314
Government National Mortgage Association II 8.00% 6/20/26 MBS 30yr 36202CPT4 18 14,757 SH   SOLE   0 0 14,757
Government National Mortgage Association II 8.00% 6/20/27 MBS 30yr 36202CWE9 98 81,235 SH   SOLE   0 0 81,235
Government National Mortgage Association II 8.00% 6/20/30 Agncy CMO Z 3837H4ND3 154 128,057 SH   SOLE   0 0 128,057
Government National Mortgage Association II 8.00% 6/20/31 MBS 30yr 36202DNP2 8 6,731 SH   SOLE   0 0 6,731
Government National Mortgage Association II 8.00% 7/20/26 MBS 30yr 36202CQA4 22 17,984 SH   SOLE   0 0 17,984
Government National Mortgage Association II 8.00% 7/20/27 MBS 30yr 36202CWU3 148 120,440 SH   SOLE   0 0 120,440
Government National Mortgage Association II 8.00% 7/20/30 MBS 30yr 36202DHX2 31 24,758 SH   SOLE   0 0 24,758
Government National Mortgage Association II 8.00% 8/20/26 MBS 30yr 36202CQX4 333 272,251 SH   SOLE   0 0 272,251
Government National Mortgage Association II 8.00% 8/20/27 MBS 30yr 36202CXB4 339 275,604 SH   SOLE   0 0 275,604
Government National Mortgage Association II 8.00% 8/20/31 MBS 30yr 36202FLW4 179 146,920 SH   SOLE   0 0 146,920
Government National Mortgage Association II 8.00% 9/20/18 MBS 30yr 36202BF34 4 3,289 SH   SOLE   0 0 3,289
Government National Mortgage Association II 8.00% 9/20/25 MBS 30yr 36202CJ38 4 3,425 SH   SOLE   0 0 3,425
Government National Mortgage Association II 8.00% 9/20/26 MBS 30yr 36202CRE5 87 70,960 SH   SOLE   0 0 70,960
Government National Mortgage Association II 8.00% 9/20/27 MBS 30yr 36202CXP3 363 295,240 SH   SOLE   0 0 295,240
Government National Mortgage Association II 8.00% 9/20/29 MBS 30yr 36202DDQ1 331 272,706 SH   SOLE   0 0 272,706
Government National Mortgage Association II 8.00% 9/20/30 MBS 30yr 36202DJS1 56 45,154 SH   SOLE   0 0 45,154
Government National Mortgage Association II 8.00% 9/20/32 MBS 30yr 36241LL61 7,188 5,793,277 SH   SOLE   0 0 5,793,277
Government National Mortgage Association II 8.50% 11/20/31 MBS 30yr 36225BYL6 576 480,539 SH   SOLE   0 0 480,539
Government National Mortgage Association II 8.75% 3/20/17 MBS 30yr 36202LHR7 10 9,535 SH   SOLE   0 0 9,535
Government National Mortgage Association II VRN 11/20/39 Agncy CMO Other 38378DU29 13,168 11,164,802 SH   SOLE   0 0 11,164,802
Government National Mortgage Association II VRN 2/20/39 Agncy CMO Other 38378TLP3 4,982 4,215,793 SH   SOLE   0 0 4,215,793
Government National Mortgage Association II VRN 4/20/34 Agncy CMO Other 38378MSU0 7,412 6,560,010 SH   SOLE   0 0 6,560,010
Government National Mortgage Association VRN 1/16/34 Agncy CMBS 38373MKJ8 185 183,666 SH   SOLE   0 0 183,666
Government National Mortgage Association VRN 10/20/34 Agncy CMO Other 38378HJB3 2,658 2,226,229 SH   SOLE   0 0 2,226,229
Government National Mortgage Association VRN 12/16/50 Agncy CMBS 38376GXR6 6,805 5,844,096 SH   SOLE   0 0 5,844,096
Government National Mortgage Association VRN 12/20/38 Agncy CMO Other 38378MH99 5,298 4,606,486 SH   SOLE   0 0 4,606,486
Government National Mortgage Association VRN 2/16/44 Agncy CMBS 38373MSR2 198 194,785 SH   SOLE   0 0 194,785
Government National Mortgage Association VRN 5/16/44 Agncy CMO Other 38379BXD5 2,331 1,967,182 SH   SOLE   0 0 1,967,182
Government National Mortgage Association VRN 5/16/46 Agncy CMBS 38373MH60 5,729 5,419,467 SH   SOLE   0 0 5,419,467
Government National Mortgage Association VRN 6/16/32 Agncy CMBS 38373MZ45 460 455,437 SH   SOLE   0 0 455,437
Government National Mortgage Association VRN 8/16/46 Agncy CMBS 38374NJX6 2,876 2,849,589 SH   SOLE   0 0 2,849,589
Government National Mortgage Association VRN 9/16/41 Agncy CMBS 38373MWJ5 1,638 1,583,410 SH   SOLE   0 0 1,583,410
Government National Mortgage Association VRN 9/20/30 Agncy CMO Other 38378PQJ0 11,066 9,743,354 SH   SOLE   0 0 9,743,354
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Invesco Ltd Common Stock G491BT108 30,623 811,200 SH   SOLE   0 0 811,200
iShares Russell 2000 Value ETF ETP 464287630 11,799 114,262 SH   SOLE   0 0 114,262
iShares Russell Mid-cap Value ETF ETP 464287473 22,263 306,600 SH   SOLE   0 0 306,600
Itau Unibanco Holding SA ADR 465562106 584 40,565 SH   SOLE   0 0 40,565
Janus Capital Group Inc 0.75% 7/15/18 US DOMESTIC 47102XAH8 5,662 4,350,532 SH   SOLE   0 0 4,350,532
JM Smucker Co/The Common Stock 832696405 29,925 280,800 SH   SOLE   0 0 280,800
John Bean Technologies Corp Common Stock 477839104 6,216 200,578 SH   SOLE   0 0 200,578
Johnson Controls Inc Common Stock 478366107 31,706 635,000 SH   SOLE   0 0 635,000
Jones Lang LaSalle Inc Common Stock 48020Q107 38,954 308,200 SH   SOLE   0 0 308,200
Juniper Networks Inc Common Stock 48203R104 38,315 1,561,300 SH   SOLE   0 0 1,561,300
Kaiser Aluminum Corp Common Stock 483007704 22,880 313,971 SH   SOLE   0 0 313,971
Kaiser Aluminum Corp 4.50% 4/1/15 US DOMESTIC 483007AB6 894 581,224 SH   SOLE   0 0 581,224
Kennametal Inc Common Stock 489170100 51,700 1,117,097 SH   SOLE   0 0 1,117,097
Kla-Tencor Corp Common Stock 482480100 46,040 633,800 SH   SOLE   0 0 633,800
Korn/Ferry International Common Stock 500643200 21,259 723,815 SH   SOLE   0 0 723,815
Lakeland Financial Corp Common Stock 511656100 16,717 438,055 SH   SOLE   0 0 438,055
Lancaster Colony Corp Common Stock 513847103 17,756 186,588 SH   SOLE   0 0 186,588
LaSalle Hotel Properties REIT 517942108 43,062 1,220,221 SH   SOLE   0 0 1,220,221
La-Z-Boy Inc Common Stock 505336107 24,451 1,055,284 SH   SOLE   0 0 1,055,284
Lear Corp Common Stock 521865204 96 1,072 SH   SOLE   0 0 1,072
Littelfuse Inc Common Stock 537008104 27,931 300,491 SH   SOLE   0 0 300,491
LyondellBasell Industries NV Common Stock N53745100 4,591 47,007 SH   SOLE   0 0 47,007
Marathon Petroleum Corp Common Stock 56585A102 62 789 SH   SOLE   0 0 789
Markel Corp Common Stock 570535104 44,584 68,000 SH   SOLE   0 0 68,000
Marriott International Inc/DE Common Stock 571903202 29,166 455,000 SH   SOLE   0 0 455,000
Marsh & McLennan Cos Inc Common Stock 571748102 29,149 562,500 SH   SOLE   0 0 562,500
Masco Corp Common Stock 574599106 29,509 1,329,200 SH   SOLE   0 0 1,329,200
MasTec Inc Common Stock 576323109 25,680 833,200 SH   SOLE   0 0 833,200
Mastercard Inc Common Stock 57636Q104 168 2,283 SH   SOLE   0 0 2,283
Mcgrath Rentcorp Common Stock 580589109 16,442 447,380 SH   SOLE   0 0 447,380
McKesson Corp Common Stock 58155Q103 112 597 SH   SOLE   0 0 597
Mead Johnson Nutrition Co Common Stock 582839106 127 1,359 SH   SOLE   0 0 1,359
Micron Technology Inc 3.00% 11/15/43 GLOBAL 595112AY9 1,233 956,840 SH   SOLE   0 0 956,840
Microsemi Corp Common Stock 595137100 25,782 963,449 SH   SOLE   0 0 963,449
MicroStrategy Inc Common Stock 594972408 25,514 181,437 SH   SOLE   0 0 181,437
MKS Instruments Inc Common Stock 55306N104 36,202 1,158,833 SH   SOLE   0 0 1,158,833
Modine Manufacturing Co Common Stock 607828100 18,992 1,206,583 SH   SOLE   0 0 1,206,583
MTS Systems Corp Common Stock 553777103 6,022 88,860 SH   SOLE   0 0 88,860
Mueller Industries Inc Common Stock 624756102 32,779 1,114,541 SH   SOLE   0 0 1,114,541
Multi-Color Corp Common Stock 625383104 23,075 576,713 SH   SOLE   0 0 576,713
Nord Anglia Education Inc Common Stock G6583A102 52 2,792 SH   SOLE   0 0 2,792
Nordstrom Inc Common Stock 655664100 31,839 468,700 SH   SOLE   0 0 468,700
NorthWestern Corp Common Stock 668074305 22,303 427,331 SH   SOLE   0 0 427,331
NRG Yield Inc Class A Common Stock 62942X108 145 2,783 SH   SOLE   0 0 2,783
Old National Bancorp/IN Common Stock 680033107 28,878 2,022,208 SH   SOLE   0 0 2,022,208
Olin Corp Common Stock 680665205 30,284 1,124,941 SH   SOLE   0 0 1,124,941
Omnicom Group Inc 0.00% 7/31/32 US DOMESTIC 681919AV8 2,150 1,626,001 SH   SOLE   0 0 1,626,001
ON Semiconductor Corp Common Stock 682189105 29,277 3,203,100 SH   SOLE   0 0 3,203,100
Owens & Minor Inc Common Stock 690732102 34,655 1,019,856 SH   SOLE   0 0 1,019,856
Oxford Industries Inc Common Stock 691497309 10,653 159,781 SH   SOLE   0 0 159,781
Pacwest Bancorp Common Stock 695263103 28,505 660,296 SH   SOLE   0 0 660,296
Parametric Technology Corp Common Stock 69370C100 34,310 884,253 SH   SOLE   0 0 884,253
Parker Hannifin Corp Common Stock 701094104 25,411 202,100 SH   SOLE   0 0 202,100
Patterson Cos Inc Common Stock 703395103 45,010 1,139,200 SH   SOLE   0 0 1,139,200
Penske Automotive Group Inc Common Stock 70959W103 15,974 322,699 SH   SOLE   0 0 322,699
Pike Corp Common Stock 721283109 14,866 1,659,133 SH   SOLE   0 0 1,659,133
Plexus Corp Common Stock 729132100 37,489 865,996 SH   SOLE   0 0 865,996
Premier Inc Class A Common Stock 74051N102 49 1,687 SH   SOLE   0 0 1,687
Primerica Inc Common Stock 74164M108 26,383 551,351 SH   SOLE   0 0 551,351
Primoris Services Corp Common Stock 74164F103 22,448 778,334 SH   SOLE   0 0 778,334
Prospect Capital Corp 5.875% 1/15/19 GLOBAL 74348TAM4 1,834 1,744,861 SH   SOLE   0 0 1,744,861
Quanex Building Products Corp Common Stock 747619104 18,223 1,019,712 SH   SOLE   0 0 1,019,712
Rayonier Trs Holdings Inc 4.50% 8/15/15 US DOMESTIC 75508AAC0 1,257 824,086 SH   SOLE   0 0 824,086
Rayonier Trs Holdings Inc 4.50% 8/15/15 PRIV PLACEMENT 75508AAD8 3,524 2,310,473 SH   SOLE   0 0 2,310,473
Regal-Beloit Corp Common Stock 758750103 27,921 355,400 SH   SOLE   0 0 355,400
Reliance Steel & Aluminum Co Common Stock 759509102 44,617 605,300 SH   SOLE   0 0 605,300
Republic Services Inc Common Stock 760759100 40,131 1,056,900 SH   SOLE   0 0 1,056,900
Reserve Primary Fund Open-End Fund 761056407 0 0 SH   SOLE   0 0 0
Robert Half International Inc Common Stock 770323103 16,576 347,200 SH   SOLE   0 0 347,200
Rockwell Automation Inc Common Stock 773903109 16,309 130,300 SH   SOLE   0 0 130,300
Roper Industries Inc 0.00% 1/15/34 US DOMESTIC 776696AA4 3,365 1,836,000 SH   SOLE   0 0 1,836,000
Rosetta Resources Inc Common Stock 777779307 34,212 623,724 SH   SOLE   0 0 623,724
RPM International Inc Common Stock 749685103 28,974 627,400 SH   SOLE   0 0 627,400
Rudolph Technologies Inc Common Stock 781270103 13,483 1,364,658 SH   SOLE   0 0 1,364,658
Rush Enterprises Inc Common Stock 781846209 20,168 581,700 SH   SOLE   0 0 581,700
Sally Beauty Holdings Inc Common Stock 79546E104 6,657 265,400 SH   SOLE   0 0 265,400
SanDisk Corp Common Stock 80004C101 77 736 SH   SOLE   0 0 736
Seaboard Corp Common Stock 811543107 4,887 1,618 SH   SOLE   0 0 1,618
Selective Insurance Group Inc Common Stock 816300107 20,774 840,351 SH   SOLE   0 0 840,351
Sempra Energy Common Stock 816851109 12,178 116,300 SH   SOLE   0 0 116,300
Sensient Technologies Corp Common Stock 81725T100 25,897 464,754 SH   SOLE   0 0 464,754
Silgan Holdings Inc Common Stock 827048109 27,869 548,379 SH   SOLE   0 0 548,379
Silicom Ltd Common Stock M84116108 307 7,300 SH   SOLE   0 0 7,300
South Jersey Industries Inc Common Stock 838518108 26,814 443,851 SH   SOLE   0 0 443,851
Southwest Airlines Co Common Stock 844741108 19,344 720,156 SH   SOLE   0 0 720,156
Stancorp Financial Group Inc Common Stock 852891100 34,253 535,200 SH   SOLE   0 0 535,200
Steris Corp Common Stock 859152100 31,788 594,375 SH   SOLE   0 0 594,375
Sterling Bancorp Common Stock 85917A100 26,525 2,210,414 SH   SOLE   0 0 2,210,414
Summerset Group Holdings Common Stock Q8794G109 418 138,259 SH   SOLE   0 0 138,259
SunTrust Banks Inc Common Stock 867914103 23,119 577,100 SH   SOLE   0 0 577,100
Swift Transportation Co Common Stock 87074U101 60 2,344 SH   SOLE   0 0 2,344
SYKES Enterprises Inc Common Stock 871237103 30,858 1,420,053 SH   SOLE   0 0 1,420,053
Syneron Medical Ltd Common Stock M87245102 326 31,576 SH   SOLE   0 0 31,576
Synopsys Inc Common Stock 871607107 27,209 700,900 SH   SOLE   0 0 700,900
Taiwan Semiconductor Manufacturing Co Ltd ADR 874039100 3,593 167,957 SH   SOLE   0 0 167,957
TE Connectivity Ltd Common Stock H84989104 35,935 581,083 SH   SOLE   0 0 581,083
Teradata Corp Common Stock 88076W103 20,900 519,900 SH   SOLE   0 0 519,900
TRIMAS CORP Common Stock 896215209 27,286 715,584 SH   SOLE   0 0 715,584
Trinity Industries Inc Common Stock 896522109 131 2,980 SH   SOLE   0 0 2,980
Union Pacific Corp Common Stock 907818108 230 2,296 SH   SOLE   0 0 2,296
Unit Corp Common Stock 909218109 41,599 604,367 SH   SOLE   0 0 604,367
US Treasury Bill 0.00% 10/9/14 US GOVERNMENT 912796DZ9 9,072 9,072,001 SH   SOLE   0 0 9,072,001
US Treasury Bond 8.875% 8/15/17 US GOVERNMENT 912810DZ8 63,777 51,238,769 SH   SOLE   0 0 51,238,769
Valero Energy Corp Common Stock 91913Y100 88 1,743 SH   SOLE   0 0 1,743
Viacom Inc Common Stock 92553P201 104 1,193 SH   SOLE   0 0 1,193
Watts Water Technologies Inc Common Stock 942749102 30,376 492,065 SH   SOLE   0 0 492,065
Werner Enterprises Inc Common Stock 950755108 31,504 1,188,361 SH   SOLE   0 0 1,188,361
Westlake Chemical Corp Common Stock 960413102 135 1,606 SH   SOLE   0 0 1,606
Willis Group Holdings Plc Common Stock G96666105 38,169 881,500 SH   SOLE   0 0 881,500
Wisdomtree India Earnings ETP 97717W422 451 20,028 SH   SOLE   0 0 20,028
Woodward Inc Common Stock 980745103 27,249 543,021 SH   SOLE   0 0 543,021
WR Berkley Corp Common Stock 084423102 20,196 436,100 SH   SOLE   0 0 436,100
Xcel Energy Inc Common Stock 98389B100 36,704 1,138,800 SH   SOLE   0 0 1,138,800
Xylem Inc Common Stock 98419M100 18,665 477,600 SH   SOLE   0 0 477,600
ARES CAP CORP SR Corporate Bonds 04010LAB9 6,551 6,165,000 SH   SOLE   0 0 6,165,000
ELECTRONIC ARTS INC Corporate Bonds 285512AA7 1,389 1,098,000 SH   SOLE   0 0 1,098,000
NUANCE COMMUNICATIONS INC Corporate Bonds 67020YAB6 1,145 1,080,000 SH   SOLE   0 0 1,080,000
SALESFORCE COM INC Corporate Bonds 79466LAD6 1,510 1,315,000 SH   SOLE   0 0 1,315,000
Abbott Laboratories Common Stock 002824100 10,501 257,453 SH   SOLE   257,453 0 0
Air Products & Chemicals Inc Common Stock 009158106 19,303 149,249 SH   SOLE   149,249 0 0
Altera Corp Common Stock 021441100 14,275 410,223 SH   SOLE   410,223 0 0
Anadarko Petroleum Corp Common Stock 032511107 18,794 171,879 SH   SOLE   171,879 0 0
Anheuser-Busch InBev NV ADR 03524A108 7,410 61,930 SH   SOLE   61,930 0 0
Apple Inc Common Stock 037833100 26,829 288,260 SH   SOLE   288,260 0 0
Applied Materials Inc Common Stock 038222105 22,468 1,008,267 SH   SOLE   1,008,267 0 0
BP Plc ADR 055622104 21,886 423,875 SH   SOLE   423,875 0 0
Bank of America Corp Common Stock 060505104 20,573 1,344,411 SH   SOLE   1,344,411 0 0
Bank of New York Mellon Corp/The Common Stock 064058100 11,648 307,096 SH   SOLE   307,096 0 0
Baxter International Inc Common Stock 071813109 13,804 190,720 SH   SOLE   190,720 0 0
H&R Block Inc Common Stock 093671105 9,277 288,274 SH   SOLE   288,274 0 0
CH Robinson Worldwide Inc Common Stock 12541W209 10,810 169,012 SH   SOLE   169,012 0 0
CVS Caremark Corp Common Stock 126650100 12,290 167,488 SH   SOLE   167,488 0 0
Capital One Financial Corp Common Stock 14040H105 11,284 131,616 SH   SOLE   131,616 0 0
Chesapeake Energy Corp Common Stock 165167107 8,994 291,148 SH   SOLE   291,148 0 0
Cisco Systems Inc Common Stock 17275R102 23,531 961,873 SH   SOLE   961,873 0 0
Citigroup Inc Common Stock 172967424 23,215 495,353 SH   SOLE   495,353 0 0
Comcast Corp Common Stock 20030N101 25,524 479,659 SH   SOLE   479,659 0 0
Danaher Corp Common Stock 235851102 18,493 238,502 SH   SOLE   238,502 0 0
Dow Chemical Co/The Common Stock 260543103 6,632 126,542 SH   SOLE   126,542 0 0
EMC Corp/Massachusetts Common Stock 268648102 25,335 959,208 SH   SOLE   959,208 0 0
General Dynamics Corp Common Stock 369550108 9,522 76,690 SH   SOLE   76,690 0 0
Google Inc Class A Common Stock 38259P508 3,565 5,287 SH   SOLE   5,287 0 0
Google Inc Class C Common Stock 38259P706 23,482 41,719 SH   SOLE   41,719 0 0
Intel Corp Common Stock 458140100 22,281 719,998 SH   SOLE   719,998 0 0
JPMorgan Chase & Co Common Stock 46625H100 17,183 297,877 SH   SOLE   297,877 0 0
Koninklijke Philips Electronics NV NY Reg Shrs 500472303 13,189 412,738 SH   SOLE   412,738 0 0
Eli Lilly & Co Common Stock 532457108 9,968 168,979 SH   SOLE   168,979 0 0
Merck & Co Inc Common Stock 58933Y105 21,579 373,155 SH   SOLE   373,155 0 0
MetLife Inc Common Stock 59156R108 15,430 276,805 SH   SOLE   276,805 0 0
Newell Rubbermaid Inc Common Stock 651229106 9,561 322,932 SH   SOLE   322,932 0 0
News Corp - Class A Common Stock 65249B109 11,917 665,523 SH   SOLE   665,523 0 0
Nucor Corp Common Stock 670346105 8,608 174,774 SH   SOLE   174,774 0 0
Occidental Petroleum Corp Common Stock 674599105 23,728 235,010 SH   SOLE   235,010 0 0
PVH Corp Common Stock 693656100 14,320 122,305 SH   SOLE   122,305 0 0
Pfizer Inc Common Stock 717081103 18,469 624,422 SH   SOLE   624,422 0 0
Procter & Gamble Co/The Common Stock 742718109 15,549 194,838 SH   SOLE   194,838 0 0
Roche Holding AG ADR 771195104 12,056 322,844 SH   SOLE   322,844 0 0
Siemens AG ADR 826197501 14,541 117,247 SH   SOLE   117,247 0 0
Starbucks Corp Common Stock 855244109 14,192 186,312 SH   SOLE   186,312 0 0
United Parcel Service Inc Common Stock 911312106 16,415 160,395 SH   SOLE   160,395 0 0
Wal-Mart Stores Inc Common Stock 931142103 18,867 250,679 SH   SOLE   250,679 0 0
Weatherford International PLC Common Stock G48833100 5,346 240,371 SH   SOLE   240,371 0 0
Nielsen NV Common Stock N63218106 13,589 283,676 SH   SOLE   283,676 0 0
ABM Industries Inc Common Stock 000957100 2,340 86,700 SH   SOLE   86,700 0 0
Actuant Corp Common Stock 00508X203 1,394 40,300 SH   SOLE   40,300 0 0
Adobe Systems Inc Common Stock 00724F101 3,374 46,625 SH   SOLE   46,625 0 0
Affiliated Managers Group Inc Common Stock 008252108 3,083 15,005 SH   SOLE   15,005 0 0
Airtran Holdings Inc 5.25% 11/1/16 US DOMESTIC 00949PAD0 20,910 9,874,637 SH   SOLE   9,874,637 0 0
Alexandria Real Estate Equities Inc REIT 015271109 19,001 244,723 SH   SOLE   244,723 0 0
Alexion Pharmaceuticals Inc Common Stock 015351109 2,215 14,175 SH   SOLE   14,175 0 0
Alleghany Corp Common Stock 017175100 21,863 49,900 SH   SOLE   49,900 0 0
Allete Inc Common Stock 018522300 1,613 31,400 SH   SOLE   31,400 0 0
Alliance Data Systems Corp Common Stock 018581108 3,143 11,175 SH   SOLE   11,175 0 0
Alliant Energy Corp Common Stock 018802108 18,243 299,750 SH   SOLE   299,750 0 0
Allison Transmission Holdings Inc Common Stock 01973R101 14,171 455,650 SH   SOLE   455,650 0 0
Altra Industrial Motion Corp Common Stock 02208R106 1,325 36,400 SH   SOLE   36,400 0 0
Alza Corp 0.00% 7/28/20 US DOMESTIC 02261WAB5 19,940 13,865,001 SH   SOLE   13,865,001 0 0
Amazon.com Inc Common Stock 023135106 3,662 11,275 SH   SOLE   11,275 0 0
American Financial Group Inc Common Stock 025932104 1,769 29,700 SH   SOLE   29,700 0 0
Amerisafe Inc Common Stock 03071H100 1,107 27,200 SH   SOLE   27,200 0 0
Amg Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 7,080 112,374 SH   SOLE   112,374 0 0
Analog Devices Inc Common Stock 032654105 16,805 310,800 SH   SOLE   310,800 0 0
Analogic Corp Common Stock 032657207 1,479 18,900 SH   SOLE   18,900 0 0
Anixter International Inc Common Stock 035290105 2,192 21,900 SH   SOLE   21,900 0 0
Ann Inc Common Stock 035623107 1,103 26,800 SH   SOLE   26,800 0 0
Ares Capital Corp 5.125% 6/1/16 GLOBAL 04010LAD5 12,917 12,036,714 SH   SOLE   12,036,714 0 0
Argo Group International Holdings Ltd Common Stock G0464B107 1,784 34,900 SH   SOLE   34,900 0 0
Associated Banc-Corp Common Stock 045487105 2,709 149,800 SH   SOLE   149,800 0 0
Astec Industries Inc Common Stock 046224101 1,729 39,400 SH   SOLE   39,400 0 0
Atmos Energy Corp Common Stock 049560105 20,423 382,450 SH   SOLE   382,450 0 0
Aurelius AG Common Stock D04986101 2,907 79,565 SH   SOLE   79,565 0 0
Autoliv Inc Common Stock 052800109 10,371 97,300 SH   SOLE   97,300 0 0
Avery Dennison Corp Common Stock 053611109 20,275 395,600 SH   SOLE   395,600 0 0
Avnet Inc Common Stock 053807103 16,484 372,000 SH   SOLE   372,000 0 0
Bank Of America Corp Pfd 7.25% 12/31/49 PUBLIC 060505682 3,364 2,868 SH   SOLE   2,868 0 0
Barnes Group Inc Common Stock 067806109 1,184 30,700 SH   SOLE   30,700 0 0
Becton Dickinson and Co Common Stock 075887109 15,882 134,250 SH   SOLE   134,250 0 0
Bemis Co Inc Common Stock 081437105 18,704 460,000 SH   SOLE   460,000 0 0
Biogen Idec Inc Common Stock 09062X103 3,272 10,375 SH   SOLE   10,375 0 0
Blackrock 5.50% 2/15/18 US DOMESTIC 092533AB4 4,302 4,063,205 SH   SOLE   4,063,205 0 0
Briggs & Stratton Corp Common Stock 109043109 1,048 51,200 SH   SOLE   51,200 0 0
Bristol-Myers Squibb Co 0.00% 9/15/23 US DOMESTIC 110122AN8 6,015 4,950,000 SH   SOLE   4,950,000 0 0
Broadridge Financial Solutions Inc Common Stock 11133T103 19,405 466,000 SH   SOLE   466,000 0 0
Brown Shoe Co Inc Common Stock 115736100 1,480 51,700 SH   SOLE   51,700 0 0
Brunswick Corp/DE Common Stock 117043109 784 18,600 SH   SOLE   18,600 0 0
Cabot Corp Common Stock 127055101 1,537 26,500 SH   SOLE   26,500 0 0
Calgon Carbon Corp Common Stock 129603106 1,264 56,600 SH   SOLE   56,600 0 0
Callaway Golf Co Common Stock 131193104 1,063 127,700 SH   SOLE   127,700 0 0
Canadian Pacific Railway Ltd Common Stock 13645T100 3,727 20,575 SH   SOLE   20,575 0 0
Carefusion Corp Common Stock 14170T101 26,076 587,950 SH   SOLE   587,950 0 0
Carlisle Cos Inc Common Stock 142339100 2,001 23,100 SH   SOLE   23,100 0 0
Casey's General Stores Inc Common Stock 147528103 14,895 211,900 SH   SOLE   211,900 0 0
Catamaran Corp Common Stock 148887102 1,918 43,425 SH   SOLE   43,425 0 0
Celadon Group Inc Common Stock 150838100 534 25,031 SH   SOLE   25,031 0 0
Celgene Corp Common Stock 151020104 3,844 44,750 SH   SOLE   44,750 0 0
Cerner Corp Common Stock 156782104 2,258 43,775 SH   SOLE   43,775 0 0
Charles River Laboratories International Inc Common Stock 159864107 1,274 23,800 SH   SOLE   23,800 0 0
Charles Schwab Corp/The Common Stock 808513105 2,930 108,775 SH   SOLE   108,775 0 0
Cheesecake Factory Inc/The Common Stock 163072101 1,152 24,800 SH   SOLE   24,800 0 0
Chesapeake Energy Corp 2.50% 5/15/37 US DOMESTIC 165167BZ9 10,399 9,706,860 SH   SOLE   9,706,860 0 0
Chesapeake Energy Corp Preferred 5.75% Perpetual PUBLIC 165167768 6,123 4,620 SH   SOLE   4,620 0 0
Chico's FAS Inc Common Stock 168615102 6,697 394,850 SH   SOLE   394,850 0 0
Chubb Corp Common Stock 171232101 15,780 171,200 SH   SOLE   171,200 0 0
Cimarex Energy Co Common Stock 171798101 6,714 46,800 SH   SOLE   46,800 0 0
Cintas Corp Common Stock 172908105 12,953 203,850 SH   SOLE   203,850 0 0
Citrix Systems Inc 0.50% 4/15/19 PRIV PLACEMENT 177376AC4 2,849 2,690,151 SH   SOLE   2,690,151 0 0
City National Corp/CA Common Stock 178566105 10,486 138,400 SH   SOLE   138,400 0 0
Clean Harbors Inc Common Stock 184496107 9,516 148,100 SH   SOLE   148,100 0 0
Cloud Peak Energy Inc Common Stock 18911Q102 748 40,600 SH   SOLE   40,600 0 0
Columbia Banking System Inc Common Stock 197236102 2,034 77,300 SH   SOLE   77,300 0 0
Comfort Systems USA Inc Common Stock 199908104 839 53,100 SH   SOLE   53,100 0 0
Core-Mark Holding Co Inc Common Stock 218681104 804 17,600 SH   SOLE   17,600 0 0
Cullen/Frost Bankers Inc Common Stock 229899109 17,167 216,150 SH   SOLE   216,150 0 0
Cummins Inc Common Stock 231021106 3,241 21,000 SH   SOLE   21,000 0 0
Dana Holding Corp Common Stock 235825205 1,654 67,700 SH   SOLE   67,700 0 0
Danaher Corp 0.00% 1/22/21 US DOMESTIC 235851AF9 14,809 6,470,000 SH   SOLE   6,470,000 0 0
DDR Corp REIT 23317H102 14,067 797,900 SH   SOLE   797,900 0 0
Dean Foods Co Common Stock 242370203 2,117 120,300 SH   SOLE   120,300 0 0
Delek US Holdings Inc Common Stock 246647101 974 34,500 SH   SOLE   34,500 0 0
Devon Energy Corp Common Stock 25179M103 28,850 363,350 SH   SOLE   363,350 0 0
Devry Education Group Inc Common Stock 251893103 1,161 27,400 SH   SOLE   27,400 0 0
Diebold Inc Common Stock 253651103 1,402 34,900 SH   SOLE   34,900 0 0
Digital Realty Trust Inc REIT 253868103 3,741 64,133 SH   SOLE   64,133 0 0
Dominion Resources Inc PUBLIC 25746U703 7,147 123,963 SH   SOLE   123,963 0 0
Dominion Resources Inc PUBLIC 25746U885 7,216 124,362 SH   SOLE   124,362 0 0
Dominion Resources Inc 2.125% 12/15/23 US DOMESTIC 25746UAT6 7,809 3,626,591 SH   SOLE   3,626,591 0 0
Dominion Resources Inc PFD 6.375% 7/1/17 PUBLIC 25746U869 1,069 20,305 SH   SOLE   20,305 0 0
Dover Corp Common Stock 260003108 10,464 115,050 SH   SOLE   115,050 0 0
Drew Industries Inc Common Stock 26168L205 506 10,100 SH   SOLE   10,100 0 0
DTE Energy Co Common Stock 233331107 13,527 173,700 SH   SOLE   173,700 0 0
Ecolab Inc Common Stock 278865100 2,709 24,325 SH   SOLE   24,325 0 0
El Paso Electric Co Common Stock 283677854 1,854 46,100 SH   SOLE   46,100 0 0
EMCOR Group Inc Common Stock 29084Q100 2,583 58,000 SH   SOLE   58,000 0 0
Encore Wire Corp Common Stock 292562105 1,432 29,200 SH   SOLE   29,200 0 0
Endurance Specialty Holdings Ltd Common Stock G30397106 1,347 26,100 SH   SOLE   26,100 0 0
Energen Corp Common Stock 29265N108 11,053 124,350 SH   SOLE   124,350 0 0
Entegris Inc Common Stock 29362U104 1,923 139,900 SH   SOLE   139,900 0 0
Entertainment One Common Stock 29382B102 2,685 506,469 SH   SOLE   506,469 0 0
Esterline Technologies Corp Common Stock 297425100 968 8,400 SH   SOLE   8,400 0 0
Exelon Corp PFD 6.50% 6/1/17 PUBLIC 30161N127 1,580 29,285 SH   SOLE   29,285 0 0
Facebook Inc Common Stock 30303M102 4,021 59,750 SH   SOLE   59,750 0 0
Fair Isaac Corp Common Stock 303250104 1,575 24,700 SH   SOLE   24,700 0 0
Fairchild Semiconductor International Inc Common Stock 303726103 1,585 101,565 SH   SOLE   101,565 0 0
Fannie Mae Grantor Trust 7.50% 7/25/41 Agncy CMO Other 31359SR69 516 431,806 SH   SOLE   431,806 0 0
Federal Home Loan Mortgage Corp 4.50% 12/1/39 MBS 30yr 312938KQ5 1,284 1,175,149 SH   SOLE   1,175,149 0 0
Federal Home Loan Mortgage Corp 5.00% 8/1/33 MBS 30yr 31296MGB9 397 350,436 SH   SOLE   350,436 0 0
Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWCK2 7 5,750 SH   SOLE   5,750 0 0
Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWEE4 8 7,037 SH   SOLE   7,037 0 0
Federal Home Loan Mortgage Corp 5.50% 10/1/36 MBS 30yr 3128LXTD2 10 8,078 SH   SOLE   8,078 0 0
Federal Home Loan Mortgage Corp 5.50% 7/1/20 MBS 15yr 31283K4G0 142 130,597 SH   SOLE   130,597 0 0
Federal Home Loan Mortgage Corp 6.00% 12/1/31 MBS 30yr 31287L4D1 28 24,260 SH   SOLE   24,260 0 0
Federal Home Loan Mortgage Corp 6.00% 2/1/32 MBS 30yr 31287PC84 47 40,747 SH   SOLE   40,747 0 0
Federal Home Loan Mortgage Corp 6.00% 4/1/26 MBS 30yr 3128FBJ63 11 9,625 SH   SOLE   9,625 0 0
Federal Home Loan Mortgage Corp 6.00% 4/1/28 MBS 30yr 31292GU53 13 11,398 SH   SOLE   11,398 0 0
Federal Home Loan Mortgage Corp 6.00% 4/1/37 MBS 30yr 3128M4RD7 259 229,718 SH   SOLE   229,718 0 0
Federal Home Loan Mortgage Corp 6.00% 5/1/29 MBS 30yr 31283HEG6 22 18,525 SH   SOLE   18,525 0 0
Federal Home Loan Mortgage Corp 6.00% 5/1/33 MBS 30yr 31288JT71 963 841,769 SH   SOLE   841,769 0 0
Federal Home Loan Mortgage Corp 6.00% 6/1/34 MBS 30yr 31297A3B8 404 353,377 SH   SOLE   353,377 0 0
Federal Home Loan Mortgage Corp 6.00% 8/1/32 MBS Other 31281AD74 61 53,979 SH   SOLE   53,979 0 0
Federal Home Loan Mortgage Corp 6.50% 1/1/29 MBS 30yr 31292GX68 28 24,368 SH   SOLE   24,368 0 0
Federal Home Loan Mortgage Corp 6.50% 12/1/32 MBS 30yr 31283H6C4 105 92,149 SH   SOLE   92,149 0 0
Federal Home Loan Mortgage Corp 6.50% 12/1/33 MBS 30yr 3128M5CD0 343 298,671 SH   SOLE   298,671 0 0
Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 22 19,357 SH   SOLE   19,357 0 0
Federal Home Loan Mortgage Corp 6.50% 7/1/28 MBS 30yr 31292GWN2 13 11,259 SH   SOLE   11,259 0 0
Federal Home Loan Mortgage Corp 6.50% 7/1/32 MBS 30yr 31287U4M1 219 193,816 SH   SOLE   193,816 0 0
Federal Home Loan Mortgage Corp 7.00% 1/1/33 MBS 30yr 3128K6NM8 100 85,688 SH   SOLE   85,688 0 0
Federal Home Loan Mortgage Corp 7.00% 10/1/29 MBS 30yr 31293XP51 3 2,551 SH   SOLE   2,551 0 0
Federal Home Loan Mortgage Corp 7.00% 10/17/34 MBS Other 31335PMB8 279 242,003 SH   SOLE   242,003 0 0
Federal Home Loan Mortgage Corp 7.00% 11/1/28 MBS 30yr 31292GXF8 6 4,707 SH   SOLE   4,707 0 0
Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TFE2 12 10,586 SH   SOLE   10,586 0 0
Federal Home Loan Mortgage Corp 7.00% 9/1/30 MBS 30yr 31298EYZ2 27 23,855 SH   SOLE   23,855 0 0
Federal Home Loan Mortgage Corp 7.50% 12/15/36 Agncy CMO Other 3137A0YK5 826 682,422 SH   SOLE   682,422 0 0
Federal Home Loan Mortgage Corp 7.50% 4/25/24 Agncy CMO Other 3133T46G6 1,419 1,244,750 SH   SOLE   1,244,750 0 0
Federal Home Loan Mortgage Corp 8.00% 10/17/29 MBS Other 31335PNL5 2,177 1,775,178 SH   SOLE   1,775,178 0 0
Federal Home Loan Mortgage Corp 8.00% 2/1/34 MBS 30yr 3128M85V2 1,466 1,220,004 SH   SOLE   1,220,004 0 0
Federal Home Loan Mortgage Corp 8.00% 3/1/17 MBS 30yr 313401XK2 11 9,713 SH   SOLE   9,713 0 0
Federal Home Loan Mortgage Corp 8.00% 4/1/17 MBS 30yr 313401XQ9 11 10,270 SH   SOLE   10,270 0 0
Federal Home Loan Mortgage Corp 8.00% 6/1/17 MBS 30yr 31290LDA2 64 60,419 SH   SOLE   60,419 0 0
Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 19 18,469 SH   SOLE   18,469 0 0
Federal Home Loan Mortgage Corp 8.00% 7/1/29 MBS 30yr 31283HJE6 295 238,824 SH   SOLE   238,824 0 0
Federal Home Loan Mortgage Corp 9.00% 12/25/18 MBS Other 31335PNA9 2,209 2,101,857 SH   SOLE   2,101,857 0 0
Federal Home Loan Mortgage Corp 9.00% 5/1/32 MBS 30yr 3128LXBD1 68 57,456 SH   SOLE   57,456 0 0
Federal Home Loan Mortgage Corp 9.50% 8/1/21 MBS 30yr 313960XS0 3 2,272 SH   SOLE   2,272 0 0
Federal National Mortgage Association 7.00% 2/1/24 MBS 30yr 313615US3 423 369,957 SH   SOLE   369,957 0 0
Federal National Mortgage Association 10.00% 10/1/17 MBS 30yr 313614SD2 1 30 SH   SOLE   30 0 0
Federal National Mortgage Association 10.00% 8/1/17 MBS 30yr 313614RX9 1 27 SH   SOLE   27 0 0
Federal National Mortgage Association 5.00% 11/1/33 MBS 30yr 31403BQJ5 656 580,574 SH   SOLE   580,574 0 0
Federal National Mortgage Association 5.00% 9/1/24 MBS 15yr 31412QJZ3 974 916,740 SH   SOLE   916,740 0 0
Federal National Mortgage Association 5.50% 4/1/33 MBS 30yr 31385W4Z9 1,563 1,371,791 SH   SOLE   1,371,791 0 0
Federal National Mortgage Association 5.50% 7/1/33 MBS 30yr 31402ACV6 156 139,223 SH   SOLE   139,223 0 0
Federal National Mortgage Association 6.00% 2/1/33 MBS 30yr 31400A2X5 206 181,342 SH   SOLE   181,342 0 0
Federal National Mortgage Association 6.00% 5/1/29 MBS 30yr 31382YR83 104 91,625 SH   SOLE   91,625 0 0
Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 76 68,058 SH   SOLE   68,058 0 0
Federal National Mortgage Association 6.00% 9/1/29 MBS 30yr 31374TYW3 30 26,316 SH   SOLE   26,316 0 0
Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31376JZ44 128 111,740 SH   SOLE   111,740 0 0
Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31390MHY3 209 184,902 SH   SOLE   184,902 0 0
Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31376KTH9 482 425,764 SH   SOLE   425,764 0 0
Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31402RRR2 432 380,982 SH   SOLE   380,982 0 0
Federal National Mortgage Association 6.50% 1/1/32 MBS 30yr 31389BAB7 5 3,624 SH   SOLE   3,624 0 0
Federal National Mortgage Association 6.50% 10/1/32 MBS 30yr 31390HRT4 12 10,292 SH   SOLE   10,292 0 0
Federal National Mortgage Association 6.50% 10/1/36 MBS 30yr 31410QBK6 66 57,405 SH   SOLE   57,405 0 0
Federal National Mortgage Association 6.50% 11/1/36 MBS 30yr 31411CD40 19 16,003 SH   SOLE   16,003 0 0
Federal National Mortgage Association 6.50% 4/1/32 MBS 30yr 31385JEL8 439 380,565 SH   SOLE   380,565 0 0
Federal National Mortgage Association 6.50% 4/1/32 MBS 30yr 31388XTE4 8 6,661 SH   SOLE   6,661 0 0
Federal National Mortgage Association 6.50% 4/1/37 MBS 30yr 31411UPM7 12 10,150 SH   SOLE   10,150 0 0
Federal National Mortgage Association 6.50% 7/1/17 MBS 15yr 31371KQ20 35 32,268 SH   SOLE   32,268 0 0
Federal National Mortgage Association 6.50% 7/18/28 Agncy CMO Other 31359T3Y2 300 262,696 SH   SOLE   262,696 0 0
Federal National Mortgage Association 6.50% 8/1/36 MBS 30yr 31403DRY7 113 99,585 SH   SOLE   99,585 0 0
Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31371GZ86 12 9,692 SH   SOLE   9,692 0 0
Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31380PJE0 26 22,726 SH   SOLE   22,726 0 0
Federal National Mortgage Association 7.00% 10/1/26 MBS 30yr 31374TVC0 25 21,688 SH   SOLE   21,688 0 0
Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 4 3,347 SH   SOLE   3,347 0 0
Federal National Mortgage Association 7.00% 12/1/37 MBS 30yr 31412MBE7 13 11,391 SH   SOLE   11,391 0 0
Federal National Mortgage Association 7.00% 2/1/25 MBS 30yr 31373T3L2 434 385,830 SH   SOLE   385,830 0 0
Federal National Mortgage Association 7.00% 5/1/22 MBS 20yr 31371KQF1 49 43,717 SH   SOLE   43,717 0 0
Federal National Mortgage Association 7.50% 10/1/32 MBS 30yr 31410LHZ8 1,691 1,407,302 SH   SOLE   1,407,302 0 0
Federal National Mortgage Association 7.50% 12/1/28 MBS 30yr 31374TKE8 114 100,911 SH   SOLE   100,911 0 0
Federal National Mortgage Association 7.50% 2/20/30 Agncy CMO Z 31359XYK9 119 99,787 SH   SOLE   99,787 0 0
Federal National Mortgage Association 7.50% 4/1/20 MBS 20yr 31384VTA0 367 330,778 SH   SOLE   330,778 0 0
Federal National Mortgage Association 7.50% 5/1/29 MBS 30yr 31382ULZ7 3 2,162 SH   SOLE   2,162 0 0
Federal National Mortgage Association 7.50% 5/20/27 Agncy CMO Other 31359PSF4 106 90,389 SH   SOLE   90,389 0 0
Federal National Mortgage Association 7.50% 8/1/29 MBS 30yr 31383PLM6 129 113,040 SH   SOLE   113,040 0 0
Federal National Mortgage Association 7.50% 8/1/37 MBS 30yr 31418MJP8 902 761,408 SH   SOLE   761,408 0 0
Federal National Mortgage Association 8.00% 11/1/19 MBS 20yr 31384G4N2 29 25,498 SH   SOLE   25,498 0 0
Federal National Mortgage Association 8.00% 12/1/36 MBS 30yr 3138EGM50 545 452,195 SH   SOLE   452,195 0 0
Federal National Mortgage Association 8.00% 3/1/30 MBS 30yr 31384VZE5 6 4,762 SH   SOLE   4,762 0 0
Federal National Mortgage Association 8.00% 4/1/27 MBS 30yr 31384AB64 51 48,620 SH   SOLE   48,620 0 0
Federal National Mortgage Association 8.00% 5/1/32 MBS 30yr 31410LH39 1,143 954,682 SH   SOLE   954,682 0 0
Federal National Mortgage Association 8.00% 9/1/30 MBS 30yr 31384WMW7 529 447,856 SH   SOLE   447,856 0 0
Federal National Mortgage Association 8.50% 10/1/32 MBS 30yr 31418MJT0 736 607,354 SH   SOLE   607,354 0 0
Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 1 390 SH   SOLE   390 0 0
Federal National Mortgage Association 8.50% 12/1/24 MBS 30yr 31373TUF5 429 372,924 SH   SOLE   372,924 0 0
Federal National Mortgage Association 9.25% 3/25/18 Agncy CMO Z 313602BE3 8 7,047 SH   SOLE   7,047 0 0
Federal National Mortgage Association 9.50% 4/1/30 MBS 30yr 31384WAH3 651 551,118 SH   SOLE   551,118 0 0
Federal National Mortgage Associaton VRN 8/25/33 Agncy CMO Other 31393UAN3 490 405,922 SH   SOLE   405,922 0 0
Fidelity National Information Services Inc Common Stock 31620M106 17,742 324,100 SH   SOLE   324,100 0 0
Fifth Third Bancorp Common Stock 316773100 16,815 787,550 SH   SOLE   787,550 0 0
Fluor Corp 1.50% 2/15/24 US DOMESTIC 343412AA0 11,860 4,250,616 SH   SOLE   4,250,616 0 0
FMC Technologies Inc Common Stock 30249U101 3,222 52,750 SH   SOLE   52,750 0 0
FNB Corp/PA Common Stock 302520101 1,690 131,800 SH   SOLE   131,800 0 0
Ford Motor Co 4.25% 11/15/16 US DOMESTIC 345370CN8 16,828 8,421,828 SH   SOLE   8,421,828 0 0
Forward Air Corp Common Stock 349853101 1,278 26,700 SH   SOLE   26,700 0 0
Gannett Co Inc Common Stock 364730101 14,267 455,650 SH   SOLE   455,650 0 0
GATX Corp Common Stock 361448103 837 12,500 SH   SOLE   12,500 0 0
Gilead Sciences Inc Common Stock 375558103 4,239 51,125 SH   SOLE   51,125 0 0
Gilead Sciences Inc 1.625% 5/1/16 US DOMESTIC 375558AP8 48,632 13,341,907 SH   SOLE   13,341,907 0 0
Government National Mortgage Association 5.00% 10/15/34 MBS 30yr 36241KMA3 284 255,690 SH   SOLE   255,690 0 0
Government National Mortgage Association 5.00% 7/15/33 MBS 30yr 36213FWS8 620 558,418 SH   SOLE   558,418 0 0
Government National Mortgage Association 5.50% 1/15/35 MBS 30yr 36241KB72 613 543,956 SH   SOLE   543,956 0 0
Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 1,018 882,543 SH   SOLE   882,543 0 0
Government National Mortgage Association 6.00% 3/15/33 MBS 30yr 36225BXB9 739 638,708 SH   SOLE   638,708 0 0
Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 36241KYF9 180 158,390 SH   SOLE   158,390 0 0
Government National Mortgage Association 6.50% 9/15/29 MBS 30yr 36225BKX5 22 18,334 SH   SOLE   18,334 0 0
Government National Mortgage Association 7.00% 1/15/39 MBS 30yr 3622A2AC6 834 703,482 SH   SOLE   703,482 0 0
Government National Mortgage Association 7.00% 10/20/27 MBS 30yr 36202CXZ1 171 145,259 SH   SOLE   145,259 0 0
Government National Mortgage Association 7.00% 12/15/32 MBS 30yr 36241LFA9 1,270 1,075,808 SH   SOLE   1,075,808 0 0
Government National Mortgage Association 7.00% 2/20/26 MBS 30yr 36202CMR1 256 219,321 SH   SOLE   219,321 0 0
Government National Mortgage Association 7.00% 3/15/32 MBS 30yr 36241KJG4 810 687,656 SH   SOLE   687,656 0 0
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 26 21,308 SH   SOLE   21,308 0 0
Government National Mortgage Association 7.00% 7/15/35 MBS 30yr 36241LMJ2 76 64,065 SH   SOLE   64,065 0 0
Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36225BFG8 1,708 1,434,634 SH   SOLE   1,434,634 0 0
Government National Mortgage Association II 5.50% 2/20/40 MBS 30yr 36202FEK8 544 480,908 SH   SOLE   480,908 0 0
Government National Mortgage Association II 6.50% 1/20/29 MBS 30yr 36202DAA9 437 376,160 SH   SOLE   376,160 0 0
Government National Mortgage Association II 6.50% 10/20/28 MBS 30yr 36202C5T6 601 522,794 SH   SOLE   522,794 0 0
Government National Mortgage Association II 7.00% 11/20/31 MBS 30yr 36202DQP9 18 15,105 SH   SOLE   15,105 0 0
Government National Mortgage Association II 7.00% 12/20/27 MBS 30yr 36202CYT4 732 620,921 SH   SOLE   620,921 0 0
Government National Mortgage Association II 7.00% 4/20/32 MBS 30yr 36225BSV1 740 621,990 SH   SOLE   621,990 0 0
Government National Mortgage Association II 7.00% 9/20/27 MBS 30yr 36202CXL2 514 444,481 SH   SOLE   444,481 0 0
Government National Mortgage Association II 8.00% 7/20/30 MBS 30yr 36202DHX2 300 241,036 SH   SOLE   241,036 0 0
Government National Mortgage Association VRN 5/16/44 Agncy CMO Other 38379BXD5 916 772,673 SH   SOLE   772,673 0 0
Government National Mortgage Association VRN 9/20/30 Agncy CMO Other 38378PQJ0 616 542,147 SH   SOLE   542,147 0 0
Governmet National Mortgage Association 5.00% 4/15/33 MBS 30yr 36200KR41 189 170,208 SH   SOLE   170,208 0 0
Granite Construction Inc Common Stock 387328107 1,296 36,000 SH   SOLE   36,000 0 0
Halliburton Co Common Stock 406216101 2,907 40,925 SH   SOLE   40,925 0 0
Harley-Davidson Inc Common Stock 412822108 11,582 165,800 SH   SOLE   165,800 0 0
HB Fuller Co Common Stock 359694106 1,739 36,150 SH   SOLE   36,150 0 0
HCC Insurance Holdings Inc Common Stock 404132102 2,154 44,000 SH   SOLE   44,000 0 0
Health Care REIT Inc PUBLIC 42217K601 6,869 118,949 SH   SOLE   118,949 0 0
Health Care REIT Inc 3.00% 12/1/29 US DOMESTIC 42217KAR7 4,602 3,727,535 SH   SOLE   3,727,535 0 0
Helen of Troy Ltd Common Stock G4388N106 1,092 18,000 SH   SOLE   18,000 0 0
Helix Energy Solutions Group Inc Common Stock 42330P107 2,234 84,900 SH   SOLE   84,900 0 0
Helmerich & Payne Inc Common Stock 423452101 7,228 62,250 SH   SOLE   62,250 0 0
Hospira Inc Common Stock 441060100 4,947 96,300 SH   SOLE   96,300 0 0
Host Hotels & Resorts Lp 2.50% 10/15/2029 PRIV PLACEMENT 44107TAG1 1,442 851,647 SH   SOLE   851,647 0 0
Hubbell Inc Common Stock 443510201 7,617 61,850 SH   SOLE   61,850 0 0
IBERIABANK Corp Common Stock 450828108 2,111 30,500 SH   SOLE   30,500 0 0
ICU Medical Inc Common Stock 44930G107 1,357 22,300 SH   SOLE   22,300 0 0
Independent Bank Corp Common Stock 453836108 1,904 49,600 SH   SOLE   49,600 0 0
Infinity Property & Casualty Corp Common Stock 45665Q103 1,399 20,800 SH   SOLE   20,800 0 0
Ingersoll-Rand PLC Common Stock G47791101 11,296 180,700 SH   SOLE   180,700 0 0
Ingram Micro Inc Common Stock 457153104 924 31,600 SH   SOLE   31,600 0 0
Ingredion Inc Common Stock 457187102 13,688 182,400 SH   SOLE   182,400 0 0
Integra LifeSciences Holdings Corp Common Stock 457985208 2,193 46,600 SH   SOLE   46,600 0 0
Integrated Device Technology Inc Common Stock 458118106 1,209 78,200 SH   SOLE   78,200 0 0
Intel Corp 3.25% 8/1/39 US DOMESTIC 458140AF7 34,103 22,108,402 SH   SOLE   22,108,402 0 0
International Flavors & Fragrances Inc Common Stock 459506101 11,888 114,000 SH   SOLE   114,000 0 0
Invesco Ltd Common Stock G491BT108 15,129 400,750 SH   SOLE   400,750 0 0
Janus Capital Group Inc 0.75% 7/15/18 US DOMESTIC 47102XAH8 11,098 8,528,607 SH   SOLE   8,528,607 0 0
Jefferies Group Inc 3.875% 11/1/29 US DOMESTIC 472319AG7 10,334 9,663,009 SH   SOLE   9,663,009 0 0
JM Smucker Co/The Common Stock 832696405 13,908 130,500 SH   SOLE   130,500 0 0
John Bean Technologies Corp Common Stock 477839104 372 12,000 SH   SOLE   12,000 0 0
Johnson Controls Inc Common Stock 478366107 15,666 313,750 SH   SOLE   313,750 0 0
Jones Lang LaSalle Inc Common Stock 48020Q107 19,029 150,550 SH   SOLE   150,550 0 0
Juniper Networks Inc Common Stock 48203R104 19,259 784,763 SH   SOLE   784,763 0 0
Kaiser Aluminum Corp Common Stock 483007704 1,378 18,900 SH   SOLE   18,900 0 0
Kaiser Aluminum Corp 4.50% 4/1/15 US DOMESTIC 483007AB6 6,017 3,914,446 SH   SOLE   3,914,446 0 0
Kennametal Inc Common Stock 489170100 14,465 312,550 SH   SOLE   312,550 0 0
Kla-Tencor Corp Common Stock 482480100 23,064 317,500 SH   SOLE   317,500 0 0
Korn/Ferry International Common Stock 500643200 1,302 44,300 SH   SOLE   44,300 0 0
Lakeland Financial Corp Common Stock 511656100 1,138 29,800 SH   SOLE   29,800 0 0
Lam Research Corp 1.25% 5/15/18 US DOMESTIC 512807AL2 13,594 9,949,619 SH   SOLE   9,949,619 0 0
Lancaster Colony Corp Common Stock 513847103 1,076 11,300 SH   SOLE   11,300 0 0
LaSalle Hotel Properties REIT 517942108 2,718 77,000 SH   SOLE   77,000 0 0
La-Z-Boy Inc Common Stock 505336107 1,514 65,300 SH   SOLE   65,300 0 0
Littelfuse Inc Common Stock 537008104 1,664 17,900 SH   SOLE   17,900 0 0
Markel Corp Common Stock 570535104 21,899 33,400 SH   SOLE   33,400 0 0
Marriott International Inc/DE Common Stock 571903202 14,054 219,250 SH   SOLE   219,250 0 0
Marsh & McLennan Cos Inc Common Stock 571748102 14,127 272,600 SH   SOLE   272,600 0 0
Masco Corp Common Stock 574599106 14,339 645,900 SH   SOLE   645,900 0 0
MasTec Inc Common Stock 576323109 12,480 404,900 SH   SOLE   404,900 0 0
Mcgrath Rentcorp Common Stock 580589109 1,000 27,200 SH   SOLE   27,200 0 0
Metlife Inc Pfd 9/11/13 PUBLIC 59156R116 25,462 796,659 SH   SOLE   796,659 0 0
Michael Kors Holdings Limited Common Stock G60754101 2,678 30,200 SH   SOLE   30,200 0 0
Micron Technology Inc 3.00% 11/15/43 GLOBAL 595112AY9 8,779 6,815,222 SH   SOLE   6,815,222 0 0
Microsemi Corp Common Stock 595137100 1,555 58,100 SH   SOLE   58,100 0 0
MicroStrategy Inc Common Stock 594972408 1,561 11,100 SH   SOLE   11,100 0 0
MKS Instruments Inc Common Stock 55306N104 2,290 73,300 SH   SOLE   73,300 0 0
Modine Manufacturing Co Common Stock 607828100 1,159 73,600 SH   SOLE   73,600 0 0
Mohawk Industries Inc Common Stock 608190104 2,449 17,700 SH   SOLE   17,700 0 0
Monsanto Co Common Stock 61166W101 3,200 25,650 SH   SOLE   25,650 0 0
Monster Beverage Corp. Common Stock 611740101 2,435 34,275 SH   SOLE   34,275 0 0
MTS Systems Corp Common Stock 553777103 366 5,395 SH   SOLE   5,395 0 0
Mueller Industries Inc Common Stock 624756102 1,992 67,700 SH   SOLE   67,700 0 0
Multi-Color Corp Common Stock 625383104 1,473 36,800 SH   SOLE   36,800 0 0
Mylan 3.75% 9/15/15 US DOMESTIC 628530AJ6 8,915 2,299,531 SH   SOLE   2,299,531 0 0
New York Community Capital Trust V PUBLIC 64944P307 12,296 250,064 SH   SOLE   250,064 0 0
Newmont Mining Corp 1.625% 7/15/17 US DOMESTIC 651639AJ5 13,284 12,583,693 SH   SOLE   12,583,693 0 0
Nextera Energy PUBLIC 65339F887 6,252 96,195 SH   SOLE   96,195 0 0
Nordstrom Inc Common Stock 655664100 14,836 218,400 SH   SOLE   218,400 0 0
NorthWestern Corp Common Stock 668074305 1,451 27,800 SH   SOLE   27,800 0 0
Novellus Systems 2.625% 5/15/41 US DOMESTIC 670008AD3 13,706 6,772,206 SH   SOLE   6,772,206 0 0
Nuance Communications Inc 2.75% 11/1/31 US DOMESTIC 67020YAF7 4,059 4,063,563 SH   SOLE   4,063,563 0 0
Old National Bancorp/IN Common Stock 680033107 2,063 144,400 SH   SOLE   144,400 0 0
Olin Corp Common Stock 680665205 1,869 69,400 SH   SOLE   69,400 0 0
Omnicom Group Inc 0.00% 7/31/32 US DOMESTIC 681919AV8 4,193 3,172,001 SH   SOLE   3,172,001 0 0
ON Semiconductor Corp Common Stock 682189105 14,529 1,589,600 SH   SOLE   1,589,600 0 0
Owens & Minor Inc Common Stock 690732102 2,100 61,800 SH   SOLE   61,800 0 0
Owens-Brockway 3.00% 6/1/15 PRIV PLACEMENT 69073TAQ6 2,594 2,536,186 SH   SOLE   2,536,186 0 0
Oxford Industries Inc Common Stock 691497309 667 10,000 SH   SOLE   10,000 0 0
Pacwest Bancorp Common Stock 695263103 1,766 40,900 SH   SOLE   40,900 0 0
Parametric Technology Corp Common Stock 69370C100 2,127 54,800 SH   SOLE   54,800 0 0
Parker Hannifin Corp Common Stock 701094104 12,826 102,010 SH   SOLE   102,010 0 0
Patterson Cos Inc Common Stock 703395103 22,192 561,672 SH   SOLE   561,672 0 0
Penske Automotive Group Inc Common Stock 70959W103 7,690 155,350 SH   SOLE   155,350 0 0
Pike Corp Common Stock 721283109 897 100,100 SH   SOLE   100,100 0 0
Plexus Corp Common Stock 729132100 2,325 53,700 SH   SOLE   53,700 0 0
Precision Castparts Corp Common Stock 740189105 2,259 8,950 SH   SOLE   8,950 0 0
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Priceline.com Inc 1.25% 3/15/15 US DOMESTIC 741503AN6 22,551 5,716,329 SH   SOLE   5,716,329 0 0
Primerica Inc Common Stock 74164M108 1,642 34,300 SH   SOLE   34,300 0 0
Primoris Services Corp Common Stock 74164F103 1,356 47,000 SH   SOLE   47,000 0 0
Prologis LP 3.25% 3/15/15 US DOMESTIC 74340XAT8 9,969 8,905,487 SH   SOLE   8,905,487 0 0
Prospect Capital Corp 5.875% 1/15/19 GLOBAL 74348TAM4 6,039 5,747,473 SH   SOLE   5,747,473 0 0
Quanex Building Products Corp Common Stock 747619104 1,101 61,600 SH   SOLE   61,600 0 0
Rayonier Trs Holdings Inc 4.50% 8/15/15 US DOMESTIC 75508AAC0 5,475 3,589,574 SH   SOLE   3,589,574 0 0
Rayonier Trs Holdings Inc 4.50% 8/15/15 PRIV PLACEMENT 75508AAD8 3,678 2,411,587 SH   SOLE   2,411,587 0 0
Regal-Beloit Corp Common Stock 758750103 13,026 165,800 SH   SOLE   165,800 0 0
Reliance Steel & Aluminum Co Common Stock 759509102 21,814 295,932 SH   SOLE   295,932 0 0
Republic Services Inc Common Stock 760759100 20,098 529,300 SH   SOLE   529,300 0 0
Robert Half International Inc Common Stock 770323103 7,756 162,450 SH   SOLE   162,450 0 0
Rockwell Automation Inc Common Stock 773903109 7,613 60,825 SH   SOLE   60,825 0 0
Roper Industries Inc 0.00% 1/15/34 US DOMESTIC 776696AA4 6,101 3,329,000 SH   SOLE   3,329,000 0 0
Rosetta Resources Inc Common Stock 777779307 286 5,200 SH   SOLE   5,200 0 0
RPM International Inc Common Stock 749685103 14,143 306,250 SH   SOLE   306,250 0 0
RPM International Inc 2.25% 12/15/20 US DOMESTIC 749685AT0 4,447 3,576,876 SH   SOLE   3,576,876 0 0
Rudolph Technologies Inc Common Stock 781270103 865 87,500 SH   SOLE   87,500 0 0
Rush Enterprises Inc Common Stock 781846209 1,228 35,400 SH   SOLE   35,400 0 0
Sally Beauty Holdings Inc Common Stock 79546E104 3,080 122,800 SH   SOLE   122,800 0 0
Seaboard Corp Common Stock 811543107 318 105 SH   SOLE   105 0 0
Selective Insurance Group Inc Common Stock 816300107 1,313 53,100 SH   SOLE   53,100 0 0
Sempra Energy Common Stock 816851109 5,681 54,250 SH   SOLE   54,250 0 0
Sensient Technologies Corp Common Stock 81725T100 1,589 28,500 SH   SOLE   28,500 0 0
Silgan Holdings Inc Common Stock 827048109 1,705 33,549 SH   SOLE   33,549 0 0
Silicom Ltd Common Stock M84116108 215 5,120 SH   SOLE   5,120 0 0
South Jersey Industries Inc Common Stock 838518108 1,698 28,100 SH   SOLE   28,100 0 0
Southwest Airlines Co Common Stock 844741108 8,942 332,900 SH   SOLE   332,900 0 0
Splunk Inc Common Stock 848637104 1,904 34,400 SH   SOLE   34,400 0 0
Stancorp Financial Group Inc Common Stock 852891100 2,068 32,300 SH   SOLE   32,300 0 0
Stanley Black & Decker I Pfd 4.75% 11/17/15 PUBLIC 854502309 9,174 69,485 SH   SOLE   69,485 0 0
Stanley Black And Decker Preferred PUBLIC 854502804 4,533 39,745 SH   SOLE   39,745 0 0
Steris Corp Common Stock 859152100 1,931 36,100 SH   SOLE   36,100 0 0
Sterling Bancorp Common Stock 85917A100 1,636 136,300 SH   SOLE   136,300 0 0
Summerset Group Holdings Common Stock Q8794G109 1,282 424,091 SH   SOLE   424,091 0 0
SunTrust Banks Inc Common Stock 867914103 13,733 342,809 SH   SOLE   342,809 0 0
SYKES Enterprises Inc Common Stock 871237103 1,915 88,100 SH   SOLE   88,100 0 0
Syneron Medical Ltd Common Stock M87245102 1,020 98,821 SH   SOLE   98,821 0 0
Synopsys Inc Common Stock 871607107 14,841 382,300 SH   SOLE   382,300 0 0
TE Connectivity Ltd Common Stock H84989104 17,300 279,750 SH   SOLE   279,750 0 0
Teradata Corp Common Stock 88076W103 10,167 252,900 SH   SOLE   252,900 0 0
Teva Pharm Finance Co LLC 0.25% 2/1/26 US DOMESTIC 88163VAE9 12,549 9,817,996 SH   SOLE   9,817,996 0 0
The Priceline Group Inc Common Stock 741503403 4,313 3,585 SH   SOLE   3,585 0 0
Toll Bros Finance Corp 0.50% 9/15/32 US DOMESTIC 88947EAM2 6,086 5,733,944 SH   SOLE   5,733,944 0 0
Tractor Supply Co Common Stock 892356106 2,196 36,350 SH   SOLE   36,350 0 0
TRIMAS CORP Common Stock 896215209 1,686 44,200 SH   SOLE   44,200 0 0
Twenty-First Century Fox A Common Stock 90130A101 2,599 73,925 SH   SOLE   73,925 0 0
Unit Corp Common Stock 909218109 2,554 37,100 SH   SOLE   37,100 0 0
United Technologies Corp Pfd 8/1/15 PUBLIC 913017117 18,418 282,520 SH   SOLE   282,520 0 0
Visa Inc Common Stock 92826C839 3,425 16,250 SH   SOLE   16,250 0 0
VMware Inc Common Stock 928563402 2,276 23,500 SH   SOLE   23,500 0 0
Watts Water Technologies Inc Common Stock 942749102 1,871 30,300 SH   SOLE   30,300 0 0
Wellpoint Inc 2.75% 10/15/42 US DOMESTIC 94973VBG1 27,834 18,169,600 SH   SOLE   18,169,600 0 0
Wells Fargo & Co PUBLIC 949746804 30,262 24,914 SH   SOLE   24,914 0 0
Werner Enterprises Inc Common Stock 950755108 2,042 77,000 SH   SOLE   77,000 0 0
Willis Group Holdings Plc Common Stock G96666105 18,642 430,519 SH   SOLE   430,519 0 0
Woodward Inc Common Stock 980745103 1,661 33,100 SH   SOLE   33,100 0 0
WR Berkley Corp Common Stock 084423102 9,893 213,613 SH   SOLE   213,613 0 0
Xcel Energy Inc Common Stock 98389B100 18,135 562,652 SH   SOLE   562,652 0 0
Xilinx Inc 2.625% 6/15/17 US DOMESTIC 983919AF8 18,377 11,090,804 SH   SOLE   11,090,804 0 0
Xylem Inc Common Stock 98419M100 8,721 223,150 SH   SOLE   223,150 0 0
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LINEAR TECHNOLOGY CORP Common Stocks 535678106 1 3 SH   SOLE   0 0 3