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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
Abbott Laboratories Common Stock 002824100 10,700 277,834 SH   SOLE   0 0 277,834
Air Products & Chemicals Inc Common Stock 009158106 19,715 165,618 SH   SOLE   0 0 165,618
Altera Corp Common Stock 021441100 13,691 377,806 SH   SOLE   0 0 377,806
Anadarko Petroleum Corp Common Stock 032511107 23,716 279,804 SH   SOLE   0 0 279,804
Anheuser-Busch InBev NV ADR 03524A108 12,394 117,696 SH   SOLE   0 0 117,696
Apple Inc Common Stock 037833100 28,907 53,858 SH   SOLE   0 0 53,858
Applied Materials Inc Common Stock 038222105 14,240 697,408 SH   SOLE   0 0 697,408
Bank of America Corp Common Stock 060505104 19,131 1,112,301 SH   SOLE   0 0 1,112,301
Bank of New York Mellon Corp/The Common Stock 064058100 14,538 411,960 SH   SOLE   0 0 411,960
Baxter International Inc Common Stock 071813109 13,665 185,722 SH   SOLE   0 0 185,722
BP Plc ADR 055622104 11,892 247,220 SH   SOLE   0 0 247,220
Capital One Financial Corp Common Stock 14040H105 20,033 259,639 SH   SOLE   0 0 259,639
CH Robinson Worldwide Inc Common Stock 12541W209 12,005 229,131 SH   SOLE   0 0 229,131
Chesapeake Energy Corp Common Stock 165167107 7,353 287,004 SH   SOLE   0 0 287,004
Cisco Systems Inc Common Stock 17275R102 18,530 826,900 SH   SOLE   0 0 826,900
Citigroup Inc Common Stock 172967424 22,299 468,480 SH   SOLE   0 0 468,480
Comcast Corp Common Stock 20030N101 23,712 474,047 SH   SOLE   0 0 474,047
CVS Caremark Corp Common Stock 126650100 6,815 91,041 SH   SOLE   0 0 91,041
Danaher Corp Common Stock 235851102 11,385 151,792 SH   SOLE   0 0 151,792
Dick's Sporting Goods Inc Common Stock 253393102 5,733 104,973 SH   SOLE   0 0 104,973
Dow Chemical Co/The Common Stock 260543103 8,457 174,028 SH   SOLE   0 0 174,028
Eaton Corp Plc Common Stock G29183103 6,830 90,920 SH   SOLE   0 0 90,920
EMC Corp/Massachusetts Common Stock 268648102 35,769 1,304,960 SH   SOLE   0 0 1,304,960
General Dynamics Corp Common Stock 369550108 17,984 165,113 SH   SOLE   0 0 165,113
Google Inc Common Stock 38259P508 26,949 24,180 SH   SOLE   0 0 24,180
Intel Corp Common Stock 458140100 27,948 1,082,818 SH   SOLE   0 0 1,082,818
Johnson & Johnson Common Stock 478160104 10,544 107,334 SH   SOLE   0 0 107,334
JPMorgan Chase & Co Common Stock 46625H100 19,515 321,447 SH   SOLE   0 0 321,447
Koninklijke Philips Electronics NV NY Reg Shrs 500472303 14,346 408,039 SH   SOLE   0 0 408,039
Merck & Co Inc Common Stock 58933Y105 24,855 437,822 SH   SOLE   0 0 437,822
MetLife Inc Common Stock 59156R108 14,088 266,826 SH   SOLE   0 0 266,826
News Corp - Class A Common Stock 65249B109 12,342 716,715 SH   SOLE   0 0 716,715
Nielsen Holdings N.V. Common Stock N63218106 13,573 304,105 SH   SOLE   0 0 304,105
Nucor Corp Common Stock 670346105 11,639 230,292 SH   SOLE   0 0 230,292
Occidental Petroleum Corp Common Stock 674599105 18,583 195,015 SH   SOLE   0 0 195,015
Pfizer Inc Common Stock 717081103 17,708 551,293 SH   SOLE   0 0 551,293
Procter & Gamble Co/The Common Stock 742718109 19,988 247,998 SH   SOLE   0 0 247,998
PVH CORP Common Stock 693656100 15,639 125,344 SH   SOLE   0 0 125,344
Roche Holding AG ADR 771195104 13,505 358,020 SH   SOLE   0 0 358,020
Siemens AG ADR 826197501 19,935 147,504 SH   SOLE   0 0 147,504
Starbucks Corp Common Stock 855244109 8,606 117,279 SH   SOLE   0 0 117,279
United Parcel Service Inc Common Stock 911312106 16,957 174,128 SH   SOLE   0 0 174,128
Wal-Mart Stores Inc Common Stock 931142103 19,072 249,538 SH   SOLE   0 0 249,538
Canadian Pacific Railway Ltd Common Stock 13645T100 2,905 19,310 SH   SOLE   0 0 19,310
Bristol-Myers Squibb Co 0.00% 9/15/23 US DOMESTIC 110122AN8 3,280 2,362,000 SH   SOLE   0 0 2,362,000
Catamaran Corp Common Stock 148887102 2,724 60,850 SH   SOLE   0 0 60,850
Celgene Corp Common Stock 151020104 3,274 23,450 SH   SOLE   0 0 23,450
Cerner Corp Common Stock 156782104 2,578 45,825 SH   SOLE   0 0 45,825
Chesapeake Energy Corp 2.50% 5/15/37 US DOMESTIC 165167BZ9 9,975 9,803,156 SH   SOLE   0 0 9,803,156
Chipotle Mexican Grill Inc Common Stock 169656105 2,036 3,585 SH   SOLE   0 0 3,585
CME Group Inc Common Stock 12572Q105 2,415 32,625 SH   SOLE   0 0 32,625
Cummins Inc Common Stock 231021106 2,827 18,975 SH   SOLE   0 0 18,975
Danaher Corp 0.00% 1/22/21 US DOMESTIC 235851AF9 14,105 6,470,000 SH   SOLE   0 0 6,470,000
Dominion Resources Inc PUBLIC 25746U885 7,213 124,862 SH   SOLE   0 0 124,862
Ecolab Inc Common Stock 278865100 2,748 25,450 SH   SOLE   0 0 25,450
Facebook Inc Common Stock 30303M102 3,331 55,300 SH   SOLE   0 0 55,300
FMC Technologies Inc Common Stock 30249U101 2,381 45,525 SH   SOLE   0 0 45,525
Ford Motor Co 4.25% 11/15/16 US DOMESTIC 345370CN8 12,761 7,047,948 SH   SOLE   0 0 7,047,948
Gilead Sciences Inc Common Stock 375558103 4,305 60,750 SH   SOLE   0 0 60,750
Gilead Sciences Inc 1.625% 5/1/16 US DOMESTIC 375558AP8 41,820 13,444,200 SH   SOLE   0 0 13,444,200
Health Care REIT Inc PUBLIC 42217K601 6,899 124,245 SH   SOLE   0 0 124,245
Intel Corp 3.25% 8/1/39 US DOMESTIC 458140AF7 30,760 22,000,908 SH   SOLE   0 0 22,000,908
International Game Technology Common Stock 459902102 8,546 607,800 SH   SOLE   0 0 607,800
International Game Technology 3.25% 5/1/14 US DOMESTIC 459902AQ5 8,951 8,940,302 SH   SOLE   0 0 8,940,302
Jefferies Group Inc 3.875% 11/1/29 US DOMESTIC 472319AG7 10,378 9,750,701 SH   SOLE   0 0 9,750,701
Lam Research Corp 1.25% 5/15/18 US DOMESTIC 512807AL2 12,376 9,975,827 SH   SOLE   0 0 9,975,827
Metlife Inc Pfd 9/11/13 PUBLIC 59156R116 24,537 796,659 SH   SOLE   0 0 796,659
Michael Kors Holdings Limited Common Stock G60754101 3,570 38,275 SH   SOLE   0 0 38,275
Mohawk Industries Inc Common Stock 608190104 2,519 18,525 SH   SOLE   0 0 18,525
Monsanto Co Common Stock 61166W101 3,843 33,775 SH   SOLE   0 0 33,775
Monster Beverage Corp. Common Stock 611740101 1,986 28,600 SH   SOLE   0 0 28,600
New York Community Capital Trust V PUBLIC 64944P307 12,152 249,525 SH   SOLE   0 0 249,525
Newmont Mining Corp 1.625% 7/15/17 US DOMESTIC 651639AJ5 13,264 12,535,510 SH   SOLE   0 0 12,535,510
Nextera Energy PUBLIC 65339F887 7,476 121,905 SH   SOLE   0 0 121,905
Novellus Systems 2.625% 5/15/41 US DOMESTIC 670008AD3 11,779 6,900,861 SH   SOLE   0 0 6,900,861
Priceline.com Inc Common Stock 741503403 3,987 3,345 SH   SOLE   0 0 3,345
Priceline.com Inc 1.25% 3/15/15 US DOMESTIC 741503AN6 22,496 5,749,816 SH   SOLE   0 0 5,749,816
Priceline.Com Inc 1.00% 3/15/18 US DOMESTIC 741503AQ9 12,600 8,900,794 SH   SOLE   0 0 8,900,794
Prologis LP 3.25% 3/15/15 US DOMESTIC 74340XAT8 10,344 8,840,901 SH   SOLE   0 0 8,840,901
RPM International Inc 2.25% 12/15/20 US DOMESTIC 749685AT0 4,166 3,595,591 SH   SOLE   0 0 3,595,591
Charles Schwab Corp/The Common Stock 808513105 3,112 113,875 SH   SOLE   0 0 113,875
Splunk Inc Common Stock 848637104 1,809 25,300 SH   SOLE   0 0 25,300
Stanley Black & Decker I Pfd 4.75% 11/17/15 PUBLIC 854502309 8,915 69,935 SH   SOLE   0 0 69,935
Stanley Black And Decker Preferred PUBLIC 854502804 4,290 39,745 SH   SOLE   0 0 39,745
TE Connectivity Ltd Common Stock H84989104 22,106 367,150 SH   SOLE   0 0 367,150
Teva Pharm Finance Co LLC 0.25% 2/1/26 US DOMESTIC 88163VAE9 15,095 11,891,902 SH   SOLE   0 0 11,891,902
Tractor Supply Co Common Stock 892356106 2,687 38,050 SH   SOLE   0 0 38,050
Twenty-First Century Fox A Common Stock 90130A101 2,474 77,375 SH   SOLE   0 0 77,375
United Technologies Corp Pfd 8/1/15 PUBLIC 913017117 18,807 282,520 SH   SOLE   0 0 282,520
Visa Inc Common Stock 92826C839 3,670 17,000 SH   SOLE   0 0 17,000
VMware Inc Common Stock 928563402 2,198 20,350 SH   SOLE   0 0 20,350
Wellpoint Inc 2.75% 10/15/42 US DOMESTIC 94973VBG1 25,777 17,632,633 SH   SOLE   0 0 17,632,633
Wells Fargo & Co PUBLIC 949746804 28,190 24,032 SH   SOLE   0 0 24,032
Xilinx Inc 2.625% 6/15/17 US DOMESTIC 983919AF8 21,712 11,579,537 SH   SOLE   0 0 11,579,537
Adobe Systems Inc Common Stock 00724F101 3,208 48,800 SH   SOLE   0 0 48,800
Affiliated Managers Group Inc Common Stock 008252108 3,143 15,710 SH   SOLE   0 0 15,710
Alexion Pharmaceuticals Inc Common Stock 015351109 2,255 14,825 SH   SOLE   0 0 14,825
Allegheny Technologies 4.25% 6/1/14 US DOMESTIC 01741RAD4 5,356 5,247,845 SH   SOLE   0 0 5,247,845
Alliance Data Systems Corp Common Stock 018581108 3,188 11,700 SH   SOLE   0 0 11,700
Amazon.com Inc Common Stock 023135106 3,973 11,805 SH   SOLE   0 0 11,805
Amg Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 7,122 112,374 SH   SOLE   0 0 112,374
Biogen Idec Inc Common Stock 09062X103 3,322 10,860 SH   SOLE   0 0 10,860
ABM Industries Inc Common Stock 000957100 2,233 77,700 SH   SOLE   0 0 77,700
Airtran Holdings Inc 5.25% 11/1/16 US DOMESTIC 00949PAD0 19,494 10,041,896 SH   SOLE   0 0 10,041,896
Alere Inc Common Stock 01449J105 1,175 34,200 SH   SOLE   0 0 34,200
Alexandria Real Estate Equities Inc REIT 015271109 18,330 252,623 SH   SOLE   0 0 252,623
Alleghany Corp Common Stock 017175100 16,377 40,200 SH   SOLE   0 0 40,200
Allete Inc Common Stock 018522300 1,599 30,500 SH   SOLE   0 0 30,500
Alliant Energy Corp Common Stock 018802108 16,552 291,350 SH   SOLE   0 0 291,350
Allison Transmission Holdings Inc Common Stock 01973R101 22,340 746,150 SH   SOLE   0 0 746,150
Altra Industrial Motion Corp Common Stock 02208R106 1,078 30,200 SH   SOLE   0 0 30,200
Alza Corp 0.00% 7/28/20 US DOMESTIC 02261WAB5 18,760 13,896,000 SH   SOLE   0 0 13,896,000
American Financial Group Inc/OH Common Stock 025932104 1,414 24,500 SH   SOLE   0 0 24,500
Amerisafe Inc Common Stock 03071H100 1,120 25,500 SH   SOLE   0 0 25,500
Analog Devices Inc Common Stock 032654105 20,645 388,500 SH   SOLE   0 0 388,500
Analogic Corp Common Stock 032657207 1,330 16,200 SH   SOLE   0 0 16,200
Anixter International Inc Common Stock 035290105 2,061 20,300 SH   SOLE   0 0 20,300
Ann Inc Common Stock 035623107 1,365 32,900 SH   SOLE   0 0 32,900
Ares Capital Corp 5.125% 6/1/16 GLOBAL 04010LAD5 12,871 11,986,722 SH   SOLE   0 0 11,986,722
Argo Group International Holdings Ltd Common Stock G0464B107 1,230 26,800 SH   SOLE   0 0 26,800
Associated Banc-Corp Common Stock 045487105 2,711 150,100 SH   SOLE   0 0 150,100
Astec Industries Inc Common Stock 046224101 1,734 39,500 SH   SOLE   0 0 39,500
Atmos Energy Corp Common Stock 049560105 18,256 387,350 SH   SOLE   0 0 387,350
Autoliv Inc Common Stock 052800109 16,548 164,900 SH   SOLE   0 0 164,900
Avery Dennison Corp Common Stock 053611109 20,668 407,900 SH   SOLE   0 0 407,900
Avnet Inc Common Stock 053807103 17,798 382,500 SH   SOLE   0 0 382,500
Bank Of America Corp Pfd 7.25% 12/31/49 PUBLIC 060505682 8,774 7,668 SH   SOLE   0 0 7,668
Barnes Group Inc Common Stock 067806109 1,446 37,600 SH   SOLE   0 0 37,600
Becton Dickinson and Co Common Stock 075887109 19,734 168,550 SH   SOLE   0 0 168,550
Bemis Co Inc Common Stock 081437105 18,925 482,300 SH   SOLE   0 0 482,300
Blackrock 5.50% 2/15/18 US DOMESTIC 092533AB4 4,172 4,011,929 SH   SOLE   0 0 4,011,929
Broadridge Financial Solutions Inc Common Stock 11133T103 17,857 480,800 SH   SOLE   0 0 480,800
Brown Shoe Co Inc Common Stock 115736100 791 29,800 SH   SOLE   0 0 29,800
Brunswick Corp/DE Common Stock 117043109 1,155 25,500 SH   SOLE   0 0 25,500
C&J Energy Services Inc Common Stock 12467B304 1,289 44,200 SH   SOLE   0 0 44,200
Cabot Corp Common Stock 127055101 2,268 38,400 SH   SOLE   0 0 38,400
Calgon Carbon Corp Common Stock 129603106 1,220 55,900 SH   SOLE   0 0 55,900
Callaway Golf Co Common Stock 131193104 1,135 111,100 SH   SOLE   0 0 111,100
Carefusion Corp Common Stock 14170T101 21,484 534,150 SH   SOLE   0 0 534,150
Carlisle Cos Inc Common Stock 142339100 2,182 27,500 SH   SOLE   0 0 27,500
Casey's General Stores Inc Common Stock 147528103 13,707 202,800 SH   SOLE   0 0 202,800
Celadon Group Inc Common Stock 150838100 515 21,431 SH   SOLE   0 0 21,431
Charles River Laboratories International Inc Common Stock 159864107 1,708 28,300 SH   SOLE   0 0 28,300
Cheesecake Factory Inc/The Common Stock 163072101 1,186 24,900 SH   SOLE   0 0 24,900
Chico's FAS Inc Common Stock 168615102 16,555 1,032,750 SH   SOLE   0 0 1,032,750
Chubb Corp Common Stock 171232101 14,949 167,400 SH   SOLE   0 0 167,400
Cimarex Energy Co Common Stock 171798101 11,458 96,200 SH   SOLE   0 0 96,200
Cintas Corp Common Stock 172908105 18,428 309,150 SH   SOLE   0 0 309,150
City National Corp/CA Common Stock 178566105 11,257 143,000 SH   SOLE   0 0 143,000
Clean Harbors Inc Common Stock 184496107 10,416 190,100 SH   SOLE   0 0 190,100
Cloud Peak Energy Inc Common Stock 18911Q102 858 40,600 SH   SOLE   0 0 40,600
Columbia Banking System Inc Common Stock 197236102 2,207 77,400 SH   SOLE   0 0 77,400
Comfort Systems USA Inc Common Stock 199908104 747 49,000 SH   SOLE   0 0 49,000
Conmed Corp Common Stock 207410101 878 20,200 SH   SOLE   0 0 20,200
Cullen/Frost Bankers Inc Common Stock 229899109 17,301 223,150 SH   SOLE   0 0 223,150
Dana Holding Corp Common Stock 235825205 2,171 93,300 SH   SOLE   0 0 93,300
Devon Energy Corp Common Stock 25179M103 25,102 375,050 SH   SOLE   0 0 375,050
Devry Education Group Inc Common Stock 251893103 1,365 32,200 SH   SOLE   0 0 32,200
Diebold Inc Common Stock 253651103 2,250 56,400 SH   SOLE   0 0 56,400
Digital Realty 5.50% 4/15/29 PRIV PLACEMENT 25389JAC0 3,459 2,533,186 SH   SOLE   0 0 2,533,186
Dominion Resources Inc PUBLIC 25746U703 7,128 123,963 SH   SOLE   0 0 123,963
Dominion Resources Inc 2.125% 12/15/23 US DOMESTIC 25746UAT6 7,651 3,635,778 SH   SOLE   0 0 3,635,778
Dover Corp Common Stock 260003108 11,674 142,801 SH   SOLE   0 0 142,801
Drew Industries Inc Common Stock 26168L205 287 5,300 SH   SOLE   0 0 5,300
El Paso Electric Co Common Stock 283677854 1,644 46,000 SH   SOLE   0 0 46,000
EMCOR Group Inc Common Stock 29084Q100 2,718 58,100 SH   SOLE   0 0 58,100
Encore Wire Corp Common Stock 292562105 1,596 32,900 SH   SOLE   0 0 32,900
Endurance Specialty Holdings Ltd Common Stock G30397106 1,879 34,900 SH   SOLE   0 0 34,900
Energen Corp Common Stock 29265N108 14,355 177,634 SH   SOLE   0 0 177,634
Entegris Inc Common Stock 29362U104 1,911 157,800 SH   SOLE   0 0 157,800
Entertainment One Common Stock 29382B102 2,786 506,468 SH   SOLE   0 0 506,468
Esterline Technologies Corp Common Stock 297425100 1,492 14,000 SH   SOLE   0 0 14,000
Fairchild Semiconductor International Inc Common Stock 303726103 1,656 120,065 SH   SOLE   0 0 120,065
Fannie Mae Grantor Trust 7.50% 7/25/41 Agncy CMO Other 31359SR69 528 444,308 SH   SOLE   0 0 444,308
Federal Home Loan Mortgage Corp 4.50% 10/1/33 MBS 30yr 31296N6S1 438 409,692 SH   SOLE   0 0 409,692
Federal Home Loan Mortgage Corp 4.50% 12/1/39 MBS 30yr 312938KQ5 1,310 1,225,593 SH   SOLE   0 0 1,225,593
Federal Home Loan Mortgage Corp 5.00% 5/1/34 MBS 30yr 31292JBG4 150 137,318 SH   SOLE   0 0 137,318
Federal Home Loan Mortgage Corp 5.00% 8/1/33 MBS 30yr 31296MGB9 404 365,342 SH   SOLE   0 0 365,342
Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWCK2 7 6,235 SH   SOLE   0 0 6,235
Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWEE4 8 7,626 SH   SOLE   0 0 7,626
Federal Home Loan Mortgage Corp 5.50% 10/1/35 MBS 30yr 3128MJCY4 140 126,420 SH   SOLE   0 0 126,420
Federal Home Loan Mortgage Corp 5.50% 10/1/36 MBS 30yr 3128LXTD2 10 8,851 SH   SOLE   0 0 8,851
Federal Home Loan Mortgage Corp 5.50% 7/1/20 MBS 15yr 31283K4G0 155 142,272 SH   SOLE   0 0 142,272
Federal Home Loan Mortgage Corp 6.00% 12/1/31 MBS 30yr 31287L4D1 28 25,303 SH   SOLE   0 0 25,303
Federal Home Loan Mortgage Corp 6.00% 2/1/32 MBS 30yr 31287PC84 46 41,219 SH   SOLE   0 0 41,219
Federal Home Loan Mortgage Corp 6.00% 4/1/26 MBS 30yr 3128FBJ63 15 13,086 SH   SOLE   0 0 13,086
Federal Home Loan Mortgage Corp 6.00% 4/1/28 MBS 30yr 31292GU53 14 12,522 SH   SOLE   0 0 12,522
Federal Home Loan Mortgage Corp 6.00% 4/1/37 MBS 30yr 3128M4RD7 287 256,777 SH   SOLE   0 0 256,777
Federal Home Loan Mortgage Corp 6.00% 5/1/29 MBS 30yr 31283HEG6 23 20,123 SH   SOLE   0 0 20,123
Federal Home Loan Mortgage Corp 6.00% 5/1/33 MBS 30yr 31288JT71 958 848,730 SH   SOLE   0 0 848,730
Federal Home Loan Mortgage Corp 6.00% 6/1/34 MBS 30yr 31297A3B8 423 373,551 SH   SOLE   0 0 373,551
Federal Home Loan Mortgage Corp 6.00% 8/1/32 MBS Other 31281AD74 70 62,995 SH   SOLE   0 0 62,995
Federal Home Loan Mortgage Corp 6.50% 1/1/29 MBS 30yr 31292GX68 29 25,655 SH   SOLE   0 0 25,655
Federal Home Loan Mortgage Corp 6.50% 12/1/32 MBS 30yr 31283H6C4 111 98,074 SH   SOLE   0 0 98,074
Federal Home Loan Mortgage Corp 6.50% 12/1/33 MBS 30yr 3128M5CD0 357 314,244 SH   SOLE   0 0 314,244
Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 23 20,233 SH   SOLE   0 0 20,233
Federal Home Loan Mortgage Corp 6.50% 7/1/28 MBS 30yr 31292GWN2 13 11,427 SH   SOLE   0 0 11,427
Federal Home Loan Mortgage Corp 6.50% 7/1/32 MBS 30yr 31287U4M1 251 223,360 SH   SOLE   0 0 223,360
Federal Home Loan Mortgage Corp 7.00% 1/1/33 MBS 30yr 3128K6NM8 102 89,066 SH   SOLE   0 0 89,066
Federal Home Loan Mortgage Corp 7.00% 10/1/29 MBS 30yr 31293XP51 3 2,572 SH   SOLE   0 0 2,572
Federal Home Loan Mortgage Corp 7.00% 11/1/28 MBS 30yr 31292GXF8 6 5,114 SH   SOLE   0 0 5,114
Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TFE2 18 15,752 SH   SOLE   0 0 15,752
Federal Home Loan Mortgage Corp 7.00% 9/1/30 MBS 30yr 31298EYZ2 27 24,108 SH   SOLE   0 0 24,108
Federal Home Loan Mortgage Corp 7.50% 12/15/36 Agncy CMO Other 3137A0YK5 909 750,044 SH   SOLE   0 0 750,044
Federal Home Loan Mortgage Corp 7.50% 4/25/24 Agncy CMO Other 3133T46G6 1,480 1,299,052 SH   SOLE   0 0 1,299,052
Federal Home Loan Mortgage Corp 8.00% 10/17/29 MBS Other 31335PNL5 2,269 1,843,119 SH   SOLE   0 0 1,843,119
Federal Home Loan Mortgage Corp 8.00% 2/1/34 MBS 30yr 3128M85V2 1,551 1,283,596 SH   SOLE   0 0 1,283,596
Federal Home Loan Mortgage Corp 8.00% 3/1/17 MBS 30yr 313401XK2 12 11,224 SH   SOLE   0 0 11,224
Federal Home Loan Mortgage Corp 8.00% 4/1/17 MBS 30yr 313401XQ9 12 11,381 SH   SOLE   0 0 11,381
Federal Home Loan Mortgage Corp 8.00% 6/1/17 MBS 30yr 31290LDA2 69 65,193 SH   SOLE   0 0 65,193
Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 19 18,663 SH   SOLE   0 0 18,663
Federal Home Loan Mortgage Corp 8.00% 7/1/29 MBS 30yr 31283HJE6 315 252,974 SH   SOLE   0 0 252,974
Federal Home Loan Mortgage Corp 9.00% 12/25/18 MBS Other 31335PNA9 2,555 2,414,721 SH   SOLE   0 0 2,414,721
Federal Home Loan Mortgage Corp 9.50% 8/1/21 MBS 30yr 313960XS0 2 2,390 SH   SOLE   0 0 2,390
Federal National Mortgage Association 10.00% 10/1/17 MBS 30yr 313614SD2 0 32 SH   SOLE   0 0 32
Federal National Mortgage Association 10.00% 8/1/17 MBS 30yr 313614RX9 0 35 SH   SOLE   0 0 35
Federal National Mortgage Association 5.00% 11/1/33 MBS 30yr 31403BQJ5 694 627,043 SH   SOLE   0 0 627,043
Federal National Mortgage Association 5.00% 6/1/34 MBS 30yr 31403CXJ5 233 213,795 SH   SOLE   0 0 213,795
Federal National Mortgage Association 5.00% 9/1/24 MBS 15yr 31412QJZ3 1,196 1,104,813 SH   SOLE   0 0 1,104,813
Federal National Mortgage Association 5.50% 4/1/33 MBS 30yr 31385W4Z9 1,648 1,465,864 SH   SOLE   0 0 1,465,864
Federal National Mortgage Association 5.50% 7/1/33 MBS 30yr 31385XJW8 591 531,902 SH   SOLE   0 0 531,902
Federal National Mortgage Association 5.50% 7/1/33 MBS 30yr 31402ACV6 180 160,241 SH   SOLE   0 0 160,241
Federal National Mortgage Association 6.00% 2/1/33 MBS 30yr 31400A2X5 203 182,764 SH   SOLE   0 0 182,764
Federal National Mortgage Association 6.00% 5/1/29 MBS 30yr 31382YR83 105 92,613 SH   SOLE   0 0 92,613
Federal National Mortgage Association 6.00% 5/1/37 MBS 30yr 31411X4G7 149 133,718 SH   SOLE   0 0 133,718
Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 76 68,721 SH   SOLE   0 0 68,721
Federal National Mortgage Association 6.00% 9/1/29 MBS 30yr 31374TYW3 31 27,430 SH   SOLE   0 0 27,430
Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31376JZ44 127 112,854 SH   SOLE   0 0 112,854
Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31390MHY3 239 211,777 SH   SOLE   0 0 211,777
Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31376KTH9 489 436,793 SH   SOLE   0 0 436,793
Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31402RRR2 457 406,918 SH   SOLE   0 0 406,918
Federal National Mortgage Association 6.00% 9/1/36 MBS 30yr 31407JBG6 690 617,780 SH   SOLE   0 0 617,780
Federal National Mortgage Association 6.5% 4/1/32 MBS 30yr 31385JEL8 451 396,129 SH   SOLE   0 0 396,129
Federal National Mortgage Association 6.50% 1/1/32 MBS 30yr 31389BAB7 7 6,012 SH   SOLE   0 0 6,012
Federal National Mortgage Association 6.50% 10/1/32 MBS 30yr 31390HRT4 12 10,362 SH   SOLE   0 0 10,362
Federal National Mortgage Association 6.50% 10/1/36 MBS 30yr 31410QBK6 71 62,760 SH   SOLE   0 0 62,760
Federal National Mortgage Association 6.50% 11/1/36 MBS 30yr 31411CD40 20 17,444 SH   SOLE   0 0 17,444
Federal National Mortgage Association 6.50% 4/1/32 MBS 30yr 31388XTE4 8 6,725 SH   SOLE   0 0 6,725
Federal National Mortgage Association 6.50% 4/1/37 MBS 30yr 31411UPM7 13 11,702 SH   SOLE   0 0 11,702
Federal National Mortgage Association 6.50% 7/1/17 MBS 15yr 31371KQ20 39 36,384 SH   SOLE   0 0 36,384
Federal National Mortgage Association 6.50% 7/18/28 Agncy CMO Other 31359T3Y2 319 279,818 SH   SOLE   0 0 279,818
Federal National Mortgage Association 6.50% 8/1/36 MBS 30yr 31403DRY7 131 116,117 SH   SOLE   0 0 116,117
Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31371GZ86 11 10,014 SH   SOLE   0 0 10,014
Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31380PJE0 27 23,851 SH   SOLE   0 0 23,851
Federal National Mortgage Association 7.00% 10/1/26 MBS 30yr 31374TVC0 25 22,399 SH   SOLE   0 0 22,399
Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 4 3,900 SH   SOLE   0 0 3,900
Federal National Mortgage Association 7.00% 12/1/37 MBS 30yr 31412MBE7 12 11,486 SH   SOLE   0 0 11,486
Federal National Mortgage Association 7.00% 2/1/25 MBS 30yr 31373T3L2 452 402,111 SH   SOLE   0 0 402,111
Federal National Mortgage Association 7.00% 5/1/22 MBS 20yr 31371KQF1 54 48,502 SH   SOLE   0 0 48,502
Federal National Mortgage Association 7.50% 10/1/32 MBS 30yr 31410LHZ8 1,747 1,458,628 SH   SOLE   0 0 1,458,628
Federal National Mortgage Association 7.50% 12/1/28 MBS 30yr 31374TKE8 129 114,110 SH   SOLE   0 0 114,110
Federal National Mortgage Association 7.50% 2/20/30 Agncy CMO Z 31359XYK9 123 103,892 SH   SOLE   0 0 103,892
Federal National Mortgage Association 7.50% 4/1/20 MBS 20yr 31384VTA0 419 377,201 SH   SOLE   0 0 377,201
Federal National Mortgage Association 7.50% 5/1/29 MBS 30yr 31382ULZ7 2 2,180 SH   SOLE   0 0 2,180
Federal National Mortgage Association 7.50% 8/1/29 MBS 30yr 31383PLM6 133 114,527 SH   SOLE   0 0 114,527
Federal National Mortgage Association 7.50% 8/1/37 MBS 30yr 31418MJP8 947 800,616 SH   SOLE   0 0 800,616
Federal National Mortgage Association 8.00% 11/1/19 MBS 20yr 31384G4N2 31 28,134 SH   SOLE   0 0 28,134
Federal National Mortgage Association 8.00% 12/1/36 MBS 30yr 3138EGM50 573 472,932 SH   SOLE   0 0 472,932
Federal National Mortgage Association 8.00% 3/1/30 MBS 30yr 31384VZE5 6 4,898 SH   SOLE   0 0 4,898
Federal National Mortgage Association 8.00% 4/1/27 MBS 30yr 31384AB64 54 51,803 SH   SOLE   0 0 51,803
Federal National Mortgage Association 8.00% 5/1/32 MBS 30yr 31410LH39 1,200 1,002,206 SH   SOLE   0 0 1,002,206
Federal National Mortgage Association 8.00% 9/1/30 MBS 30yr 31384WMW7 542 458,639 SH   SOLE   0 0 458,639
Federal National Mortgage Association 8.50% 10/1/32 MBS 30yr 31418MJT0 789 641,923 SH   SOLE   0 0 641,923
Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 0 432 SH   SOLE   0 0 432
Federal National Mortgage Association 8.50% 12/1/24 MBS 30yr 31373TUF5 443 384,501 SH   SOLE   0 0 384,501
Federal National Mortgage Association 9.25% 3/25/18 Agncy CMO Z 313602BE3 9 7,988 SH   SOLE   0 0 7,988
Federal National Mortgage Association 9.50% 4/1/30 MBS 30yr 31384WAH3 690 588,702 SH   SOLE   0 0 588,702
Federal National Mortgage Associaton VRN 8/25/33 Agncy CMO Other 31393UAN3 497 415,545 SH   SOLE   0 0 415,545
Fidelity National Information Services Inc Common Stock 31620M106 17,879 334,500 SH   SOLE   0 0 334,500
Fifth Third Bancorp Common Stock 316773100 18,891 823,150 SH   SOLE   0 0 823,150
Fluor Corp 1.50% 2/15/24 US DOMESTIC 343412AA0 12,177 4,317,933 SH   SOLE   0 0 4,317,933
FNB Corp/PA Common Stock 302520101 1,131 84,400 SH   SOLE   0 0 84,400
Forward Air Corp Common Stock 349853101 1,236 26,800 SH   SOLE   0 0 26,800
Gannett Co Inc Common Stock 364730101 12,982 470,350 SH   SOLE   0 0 470,350
GATX Corp Common Stock 361448103 1,602 23,600 SH   SOLE   0 0 23,600
Government National Mortgage Association 5.00% 10/15/34 MBS 30yr 36241KMA3 299 270,563 SH   SOLE   0 0 270,563
Government National Mortgage Association 5.00% 7/15/33 MBS 30yr 36213FWS8 623 564,580 SH   SOLE   0 0 564,580
Government National Mortgage Association 5.20% 10/15/29 MBS 30yr 36241LK70 324 295,606 SH   SOLE   0 0 295,606
Government National Mortgage Association 5.50% 1/15/35 MBS 30yr 36241KB72 641 572,014 SH   SOLE   0 0 572,014
Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 1,091 947,513 SH   SOLE   0 0 947,513
Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 36241KYF9 205 179,844 SH   SOLE   0 0 179,844
Government National Mortgage Association 6.50% 9/15/29 MBS 30yr 36225BKX5 22 19,090 SH   SOLE   0 0 19,090
Government National Mortgage Association 7.00% 1/15/39 MBS 30yr 3622A2AC6 874 738,538 SH   SOLE   0 0 738,538
Government National Mortgage Association 7.00% 12/15/32 MBS 30yr 36241LFA9 1,331 1,128,478 SH   SOLE   0 0 1,128,478
Government National Mortgage Association 7.00% 3/15/32 MBS 30yr 36241KJG4 877 742,120 SH   SOLE   0 0 742,120
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 26 22,233 SH   SOLE   0 0 22,233
Government National Mortgage Association 7.00% 7/15/35 MBS 30yr 36241LMJ2 78 66,574 SH   SOLE   0 0 66,574
Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36225BFG8 1,848 1,528,643 SH   SOLE   0 0 1,528,643
Government National Mortgage Association II 5.50% 2/20/40 MBS 30yr 36202FEK8 570 509,529 SH   SOLE   0 0 509,529
Government National Mortgage Association II 7.00% 11/20/31 MBS 30yr 36202DQP9 19 15,649 SH   SOLE   0 0 15,649
Government National Mortgage Association II 7.00% 12/20/27 MBS 30yr 36202CYT4 764 646,116 SH   SOLE   0 0 646,116
Government National Mortgage Association II 7.00% 4/20/32 MBS 30yr 36225BSV1 770 649,689 SH   SOLE   0 0 649,689
Government National Mortgage Association II 7.00% 9/20/27 MBS 30yr 36202CXL2 526 464,444 SH   SOLE   0 0 464,444
Government National Mortgage Association VRN 9/20/30 Agncy CMO Other 38378PQJ0 670 588,631 SH   SOLE   0 0 588,631
Granite Construction Inc Common Stock 387328107 1,398 35,000 SH   SOLE   0 0 35,000
Hanover Insurance Group Inc/The Common Stock 410867105 1,401 22,800 SH   SOLE   0 0 22,800
Harley-Davidson Inc Common Stock 412822108 15,860 238,100 SH   SOLE   0 0 238,100
HB Fuller Co Common Stock 359694106 2,132 44,150 SH   SOLE   0 0 44,150
Health Care REIT Inc 3.00% 12/1/29 US DOMESTIC 42217KAR7 5,399 4,558,164 SH   SOLE   0 0 4,558,164
Helen of Troy Ltd Common Stock G4388N106 1,758 25,400 SH   SOLE   0 0 25,400
Helix Energy Solutions Group Inc Common Stock 42330P107 1,832 79,700 SH   SOLE   0 0 79,700
Helmerich & Payne Inc Common Stock 423452101 11,783 109,550 SH   SOLE   0 0 109,550
Hubbell Inc Common Stock 443510201 9,871 82,350 SH   SOLE   0 0 82,350
IBERIABANK Corp Common Stock 450828108 2,133 30,400 SH   SOLE   0 0 30,400
ICU Medical Inc Common Stock 44930G107 1,084 18,100 SH   SOLE   0 0 18,100
Independent Bank Corp Common Stock 453836108 1,957 49,700 SH   SOLE   0 0 49,700
Infinity Property & Casualty Corp Common Stock 45665Q103 1,407 20,800 SH   SOLE   0 0 20,800
Ingersoll-Rand PLC Common Stock G47791101 9,622 168,100 SH   SOLE   0 0 168,100
Ingredion Inc Common Stock 457187102 8,224 120,800 SH   SOLE   0 0 120,800
Innophos Holdings Inc Common Stock 45774N108 329 5,800 SH   SOLE   0 0 5,800
Integra LifeSciences Holdings Corp Common Stock 457985208 1,991 43,300 SH   SOLE   0 0 43,300
Integrated Device Technology Inc Common Stock 458118106 812 66,400 SH   SOLE   0 0 66,400
International Flavors & Fragrances Inc Common Stock 459506101 11,442 119,600 SH   SOLE   0 0 119,600
Invesco Ltd Common Stock G491BT108 15,309 413,750 SH   SOLE   0 0 413,750
Janus Capital Group Inc 0.75% 7/15/18 US DOMESTIC 47102XAH8 9,231 7,704,168 SH   SOLE   0 0 7,704,168
John Bean Technologies Corp Common Stock 477839104 1,264 40,900 SH   SOLE   0 0 40,900
Johnson Controls Inc Common Stock 478366107 15,329 323,950 SH   SOLE   0 0 323,950
Jones Lang LaSalle Inc Common Stock 48020Q107 25,341 213,850 SH   SOLE   0 0 213,850
Juniper Networks Inc Common Stock 48203R104 20,751 805,563 SH   SOLE   0 0 805,563
Kaiser Aluminum Corp Common Stock 483007704 1,057 14,800 SH   SOLE   0 0 14,800
Kaiser Aluminum Corp 4.50% 4/1/15 US DOMESTIC 483007AB6 5,472 3,628,336 SH   SOLE   0 0 3,628,336
Kennametal Inc Common Stock 489170100 16,553 373,650 SH   SOLE   0 0 373,650
Kla-Tencor Corp Common Stock 482480100 22,657 327,700 SH   SOLE   0 0 327,700
Korn/Ferry International Common Stock 500643200 1,530 51,400 SH   SOLE   0 0 51,400
Lakeland Financial Corp Common Stock 511656100 1,203 29,900 SH   SOLE   0 0 29,900
Lam Research Corp Common Stock 512807108 110 1,991 SH   SOLE   0 0 1,991
Lancaster Colony Corp Common Stock 513847103 1,660 16,700 SH   SOLE   0 0 16,700
LaSalle Hotel Properties REIT 517942108 2,423 77,400 SH   SOLE   0 0 77,400
La-Z-Boy Inc Common Stock 505336107 1,702 62,800 SH   SOLE   0 0 62,800
Littelfuse Inc Common Stock 537008104 1,639 17,500 SH   SOLE   0 0 17,500
MA COM Technology Solutions Holdings Inc Common Stock 55405Y100 635 30,900 SH   SOLE   0 0 30,900
Markel Corp Common Stock 570535104 20,506 34,400 SH   SOLE   0 0 34,400
Marriott International Inc/DE Common Stock 571903202 22,870 408,250 SH   SOLE   0 0 408,250
Marsh & McLennan Cos Inc Common Stock 571748102 17,832 361,700 SH   SOLE   0 0 361,700
MasTec Inc Common Stock 576323109 14,379 331,000 SH   SOLE   0 0 331,000
Mcgrath Rentcorp Common Stock 580589109 1,206 34,500 SH   SOLE   0 0 34,500
Micron Technology Inc 3.00% 11/15/43 US DOMESTIC 595112AY9 7,523 6,866,839 SH   SOLE   0 0 6,866,839
Microsemi Corp Common Stock 595137100 2,133 85,200 SH   SOLE   0 0 85,200
MicroStrategy Inc Common Stock 594972408 1,050 9,100 SH   SOLE   0 0 9,100
MKS Instruments Inc Common Stock 55306N104 2,194 73,400 SH   SOLE   0 0 73,400
Modine Manufacturing Co Common Stock 607828100 1,027 70,100 SH   SOLE   0 0 70,100
MTS Systems Corp Common Stock 553777103 486 7,095 SH   SOLE   0 0 7,095
Mueller Industries Inc Common Stock 624756102 1,931 64,400 SH   SOLE   0 0 64,400
Multi-Color Corp Common Stock 625383104 1,292 36,900 SH   SOLE   0 0 36,900
Mylan 3.75% 9/15/15 US DOMESTIC 628530AJ6 2,765 752,341 SH   SOLE   0 0 752,341
Newell Rubbermaid Inc Common Stock 651229106 1,530 51,180 SH   SOLE   0 0 51,180
Nordstrom Inc Common Stock 655664100 13,951 223,400 SH   SOLE   0 0 223,400
NorthWestern Corp Common Stock 668074305 1,319 27,800 SH   SOLE   0 0 27,800
Nova Measuring Instruments Common Stock M7516K103 1,091 97,371 SH   SOLE   0 0 97,371
Nuance Communications Inc 2.75% 11/1/31 US DOMESTIC 67020YAF7 4,099 4,091,262 SH   SOLE   0 0 4,091,262
Old National Bancorp/IN Common Stock 680033107 2,157 144,700 SH   SOLE   0 0 144,700
Olin Corp Common Stock 680665205 2,162 78,300 SH   SOLE   0 0 78,300
Omnicom Group Inc Common Stock 681919106 16,745 230,650 SH   SOLE   0 0 230,650
Omnicom Group Inc 0.00% 7/31/32 US DOMESTIC 681919AV8 4,221 3,172,000 SH   SOLE   0 0 3,172,000
ON Semiconductor Corp Common Stock 682189105 15,141 1,610,700 SH   SOLE   0 0 1,610,700
Owens & Minor Inc Common Stock 690732102 1,899 54,200 SH   SOLE   0 0 54,200
Owens-Brockway 3.00% 6/1/15 PRIV PLACEMENT 69073TAQ6 2,622 2,554,653 SH   SOLE   0 0 2,554,653
Oxford Industries Inc Common Stock 691497309 352 4,500 SH   SOLE   0 0 4,500
Pacwest Bancorp Common Stock 695263103 1,991 46,300 SH   SOLE   0 0 46,300
Parametric Technology Corp Common Stock 69370C100 1,927 54,400 SH   SOLE   0 0 54,400
Parker Hannifin Corp Common Stock 701094104 12,619 105,410 SH   SOLE   0 0 105,410
Patterson Cos Inc Common Stock 703395103 24,220 579,972 SH   SOLE   0 0 579,972
Penske Automotive Group Inc Common Stock 70959W103 4,637 108,450 SH   SOLE   0 0 108,450
Pike Corp Common Stock 721283109 1,238 115,100 SH   SOLE   0 0 115,100
Plexus Corp Common Stock 729132100 2,084 52,000 SH   SOLE   0 0 52,000
Primerica Inc Common Stock 74164M108 1,668 35,400 SH   SOLE   0 0 35,400
Primoris Services Corp Common Stock 74164F103 1,235 41,200 SH   SOLE   0 0 41,200
Prospect Capital Corp 5.875% 1/15/19 GLOBAL 74348TAM4 5,960 5,669,105 SH   SOLE   0 0 5,669,105
Prosperity Bancshares Inc Common Stock 743606105 635 9,600 SH   SOLE   0 0 9,600
PS Business Parks Inc REIT 69360J107 1,029 12,300 SH   SOLE   0 0 12,300
Rayonier Trs Holdings Inc 4.50% 8/15/15 US DOMESTIC 75508AAC0 4,010 2,760,886 SH   SOLE   0 0 2,760,886
Rayonier Trs Holdings Inc 4.50% 8/15/15 PRIV PLACEMENT 75508AAD8 3,478 2,394,441 SH   SOLE   0 0 2,394,441
Reliance Steel & Aluminum Co Common Stock 759509102 17,088 241,832 SH   SOLE   0 0 241,832
Republic Services Inc Common Stock 760759100 18,665 546,400 SH   SOLE   0 0 546,400
Robert Half International Inc Common Stock 770323103 15,922 379,550 SH   SOLE   0 0 379,550
Rockwell Automation Inc Common Stock 773903109 14,625 117,425 SH   SOLE   0 0 117,425
Roper Industries Inc 0.00% 01/15/34 US DOMESTIC 776696AA4 5,617 3,352,000 SH   SOLE   0 0 3,352,000
Rosetta Resources Inc Common Stock 777779307 238 5,100 SH   SOLE   0 0 5,100
RPM International Inc Common Stock 749685103 14,575 348,350 SH   SOLE   0 0 348,350
Rudolph Technologies Inc Common Stock 781270103 1,001 87,700 SH   SOLE   0 0 87,700
Rush Enterprises Inc Common Stock 781846209 1,903 58,600 SH   SOLE   0 0 58,600
Sally Beauty Holdings Inc Common Stock 79546E104 13,001 474,500 SH   SOLE   0 0 474,500
Selective Insurance Group Inc Common Stock 816300107 1,238 53,100 SH   SOLE   0 0 53,100
Sempra Energy Common Stock 816851109 9,641 99,636 SH   SOLE   0 0 99,636
Sensient Technologies Corp Common Stock 81725T100 1,698 30,100 SH   SOLE   0 0 30,100
Shoe Carnival Inc Common Stock 824889109 329 14,300 SH   SOLE   0 0 14,300
Silgan Holdings Inc Common Stock 827048109 1,790 36,149 SH   SOLE   0 0 36,149
Skyworks Solutions Inc Common Stock 83088M102 5,352 142,650 SH   SOLE   0 0 142,650
Snyders-Lance Inc Common Stock 833551104 572 20,300 SH   SOLE   0 0 20,300
South Jersey Industries Inc Common Stock 838518108 1,565 27,900 SH   SOLE   0 0 27,900
Southwest Airlines Co Common Stock 844741108 18,520 784,400 SH   SOLE   0 0 784,400
Stancorp Financial Group Inc Common Stock 852891100 1,630 24,400 SH   SOLE   0 0 24,400
Steris Corp Common Stock 859152100 2,235 46,800 SH   SOLE   0 0 46,800
Sterling Bancorp Common Stock 85917A100 1,591 125,700 SH   SOLE   0 0 125,700
Summerset Group Holdings Common Stock Q8794G109 1,321 424,090 SH   SOLE   0 0 424,090
SunTrust Banks Inc Common Stock 867914103 14,070 353,609 SH   SOLE   0 0 353,609
SYKES Enterprises Inc Common Stock 871237103 1,727 86,900 SH   SOLE   0 0 86,900
Syneron Medical Ltd Common Stock M87245102 1,619 130,002 SH   SOLE   0 0 130,002
Synopsys Inc Common Stock 871607107 15,157 394,600 SH   SOLE   0 0 394,600
TRIMAS CORP Common Stock 896215209 1,587 47,800 SH   SOLE   0 0 47,800
Werner Enterprises Inc Common Stock 950755108 1,783 69,900 SH   SOLE   0 0 69,900
Willis Group Holdings Plc Common Stock G96666105 17,291 391,819 SH   SOLE   0 0 391,819
Woodward Inc Common Stock 980745103 1,591 38,300 SH   SOLE   0 0 38,300
WR Berkley Corp Common Stock 084423102 9,178 220,513 SH   SOLE   0 0 220,513
Xcel Energy Inc Common Stock 98389B100 16,372 539,252 SH   SOLE   0 0 539,252
Xylem Inc Common Stock 98419M100 15,819 434,350 SH   SOLE   0 0 434,350
Zebra Technologies Corp Common Stock 989207105 1,874 27,000 SH   SOLE   0 0 27,000
Core-Mark Holding Co Inc Common Stock 218681104 581 8,000 SH   SOLE   0 0 8,000
Quanex Building Products Corp Common Stock 747619104 651 31,500 SH   SOLE   0 0 31,500
Unit Corp Common Stock 909218109 2,759 42,200 SH   SOLE   0 0 42,200
Watts Water Technologies Inc Common Stock 942749102 1,532 26,100 SH   SOLE   0 0 26,100
ABBVIE INC COM Common Stocks 00287Y109 30 584 SH   SOLE   584 0 0
Abbott Laboratories Common Stock 002824100 63,761 1,655,708 SH   SOLE   1,655,708 0 0
Air Products & Chemicals Inc Common Stock 009158106 117,739 989,063 SH   SOLE   989,063 0 0
Altera Corp Common Stock 021441100 83,345 2,299,829 SH   SOLE   2,299,829 0 0
Anadarko Petroleum Corp Common Stock 032511107 138,762 1,637,121 SH   SOLE   1,637,121 0 0
Anheuser-Busch InBev NV ADR 03524A108 63,852 606,382 SH   SOLE   606,382 0 0
Apple Inc Common Stock 037833100 213,559 397,881 SH   SOLE   397,881 0 0
Applied Materials Inc Common Stock 038222105 87,206 4,270,700 SH   SOLE   4,270,700 0 0
Bank of America Corp Common Stock 060505104 112,792 6,557,678 SH   SOLE   6,557,678 0 0
Bank of New York Mellon Corp/The Common Stock 064058100 85,498 2,422,710 SH   SOLE   2,422,710 0 0
Baxter International Inc Common Stock 071813109 80,719 1,097,022 SH   SOLE   1,097,022 0 0
BP Plc ADR 055622104 70,447 1,464,592 SH   SOLE   1,464,592 0 0
Capital One Financial Corp Common Stock 14040H105 118,091 1,530,458 SH   SOLE   1,530,458 0 0
CH Robinson Worldwide Inc Common Stock 12541W209 70,426 1,344,260 SH   SOLE   1,344,260 0 0
Chesapeake Energy Corp Common Stock 165167107 43,287 1,689,587 SH   SOLE   1,689,587 0 0
Cisco Systems Inc Common Stock 17275R102 109,084 4,867,577 SH   SOLE   4,867,577 0 0
Citigroup Inc Common Stock 172967424 131,693 2,766,671 SH   SOLE   2,766,671 0 0
Comcast Corp Common Stock 20030N101 139,950 2,797,830 SH   SOLE   2,797,830 0 0
CVS Caremark Corp Common Stock 126650100 40,358 539,117 SH   SOLE   539,117 0 0
Danaher Corp Common Stock 235851102 67,048 893,969 SH   SOLE   893,969 0 0
Dick's Sporting Goods Inc Common Stock 253393102 36,174 662,395 SH   SOLE   662,395 0 0
Dow Chemical Co/The Common Stock 260543103 49,909 1,027,148 SH   SOLE   1,027,148 0 0
Eaton Corp Plc Common Stock G29183103 41,503 552,497 SH   SOLE   552,497 0 0
EMC Corp/Massachusetts Common Stock 268648102 173,973 6,347,066 SH   SOLE   6,347,066 0 0
General Dynamics Corp Common Stock 369550108 105,695 970,391 SH   SOLE   970,391 0 0
Google Inc Common Stock 38259P508 219,163 196,645 SH   SOLE   196,645 0 0
Intel Corp Common Stock 458140100 164,110 6,358,324 SH   SOLE   6,358,324 0 0
Johnson & Johnson Common Stock 478160104 62,167 632,863 SH   SOLE   632,863 0 0
JPMorgan Chase & Co Common Stock 46625H100 114,056 1,878,698 SH   SOLE   1,878,698 0 0
Koninklijke Philips Electronics NV NY Reg Shrs 500472303 84,926 2,415,403 SH   SOLE   2,415,403 0 0
Merck & Co Inc Common Stock 58933Y105 145,517 2,563,279 SH   SOLE   2,563,279 0 0
MetLife Inc Common Stock 59156R108 83,282 1,577,319 SH   SOLE   1,577,319 0 0
News Corp - Class A Common Stock 65249B109 72,769 4,225,870 SH   SOLE   4,225,870 0 0
Nielsen Holdings N.V. Common Stock N63218106 83,008 1,859,913 SH   SOLE   1,859,913 0 0
Nucor Corp Common Stock 670346105 67,734 1,340,197 SH   SOLE   1,340,197 0 0
Occidental Petroleum Corp Common Stock 674599105 110,101 1,155,430 SH   SOLE   1,155,430 0 0
Pfizer Inc Common Stock 717081103 107,286 3,340,167 SH   SOLE   3,340,167 0 0
Procter & Gamble Co/The Common Stock 742718109 117,232 1,454,487 SH   SOLE   1,454,487 0 0
PVH CORP Common Stock 693656100 94,737 759,295 SH   SOLE   759,295 0 0
Roche Holding AG ADR 771195104 76,804 2,036,156 SH   SOLE   2,036,156 0 0
Siemens AG ADR 826197501 118,577 877,373 SH   SOLE   877,373 0 0
Starbucks Corp Common Stock 855244109 96,521 1,315,348 SH   SOLE   1,315,348 0 0
United Parcel Service Inc Common Stock 911312106 99,971 1,026,604 SH   SOLE   1,026,604 0 0
Wal-Mart Stores Inc Common Stock 931142103 113,145 1,480,367 SH   SOLE   1,480,367 0 0
Canadian Pacific Railway Ltd Common Stock 13645T100 55,107 366,330 SH   SOLE   366,330 0 0
Bristol-Myers Squibb Co 0.00% 9/15/23 US DOMESTIC 110122AN8 6,874 4,950,000 SH   SOLE   4,950,000 0 0
Catamaran Corp Common Stock 148887102 51,775 1,156,714 SH   SOLE   1,156,714 0 0
Celgene Corp Common Stock 151020104 67,613 484,334 SH   SOLE   484,334 0 0
Cerner Corp Common Stock 156782104 49,715 883,825 SH   SOLE   883,825 0 0
Chesapeake Energy Corp 2.50% 5/15/37 US DOMESTIC 165167BZ9 3,972 3,903,023 SH   SOLE   3,903,023 0 0
Chipotle Mexican Grill Inc Common Stock 169656105 39,230 69,061 SH   SOLE   69,061 0 0
CME Group Inc Common Stock 12572Q105 45,786 618,626 SH   SOLE   618,626 0 0
Cummins Inc Common Stock 231021106 54,030 362,640 SH   SOLE   362,640 0 0
Continental Resources Inc/OK Common Stock 212015101 1,086 8,745 SH   SOLE   8,745 0 0
Danaher Corp 0.00% 1/22/21 US DOMESTIC 235851AF9 19,999 9,174,000 SH   SOLE   9,174,000 0 0
Dominion Resources Inc PUBLIC 25746U885 6,035 104,669 SH   SOLE   104,669 0 0
Ecolab Inc Common Stock 278865100 52,152 482,942 SH   SOLE   482,942 0 0
Facebook Inc Common Stock 30303M102 63,725 1,057,852 SH   SOLE   1,057,852 0 0
FMC Technologies Inc Common Stock 30249U101 45,171 863,851 SH   SOLE   863,851 0 0
Ford Motor Co 4.25% 11/15/16 US DOMESTIC 345370CN8 16,424 9,070,997 SH   SOLE   9,070,997 0 0
Gilead Sciences Inc Common Stock 375558103 81,731 1,153,424 SH   SOLE   1,153,424 0 0
Gilead Sciences Inc 1.625% 5/1/16 US DOMESTIC 375558AP8 32,713 10,516,465 SH   SOLE   10,516,465 0 0
Health Care REIT Inc PUBLIC 42217K601 5,562 100,170 SH   SOLE   100,170 0 0
Intel Corp 3.25% 8/1/39 US DOMESTIC 458140AF7 29,521 21,114,828 SH   SOLE   21,114,828 0 0
International Game Technology Common Stock 459902102 17,068 1,213,965 SH   SOLE   1,213,965 0 0
International Game Technology 3.25% 5/1/14 US DOMESTIC 459902AQ5 8,327 8,316,109 SH   SOLE   8,316,109 0 0
Jefferies Group Inc 3.875% 11/1/29 US DOMESTIC 472319AG7 15,763 14,810,173 SH   SOLE   14,810,173 0 0
Lam Research Corp 1.25% 5/15/18 US DOMESTIC 512807AL2 14,717 11,861,918 SH   SOLE   11,861,918 0 0
Metlife Inc Pfd 9/11/13 PUBLIC 59156R116 18,601 604,774 SH   SOLE   604,774 0 0
Michael Kors Holdings Limited Common Stock G60754101 68,218 731,412 SH   SOLE   731,412 0 0
Mohawk Industries Inc Common Stock 608190104 50,143 368,753 SH   SOLE   368,753 0 0
Monsanto Co Common Stock 61166W101 73,393 645,093 SH   SOLE   645,093 0 0
Monster Beverage Corp. Common Stock 611740101 37,346 537,735 SH   SOLE   537,735 0 0
New York Community Capital Trust V PUBLIC 64944P307 12,009 246,596 SH   SOLE   246,596 0 0
Newmont Mining Corp 1.625% 7/15/17 US DOMESTIC 651639AJ5 11,301 10,679,575 SH   SOLE   10,679,575 0 0
Nextera Energy PUBLIC 65339F887 5,642 91,983 SH   SOLE   91,983 0 0
Novellus Systems 2.625% 5/15/41 US DOMESTIC 670008AD3 10,972 6,428,123 SH   SOLE   6,428,123 0 0
Priceline.com Inc Common Stock 741503403 76,254 63,977 SH   SOLE   63,977 0 0
Priceline.com Inc 1.25% 3/15/15 US DOMESTIC 741503AN6 16,978 4,339,446 SH   SOLE   4,339,446 0 0
Priceline.Com Inc 1.00% 3/15/18 US DOMESTIC 741503AQ9 10,287 7,266,601 SH   SOLE   7,266,601 0 0
Prologis LP 3.25% 3/15/15 US DOMESTIC 74340XAT8 12,661 10,820,989 SH   SOLE   10,820,989 0 0
RPM International Inc 2.25% 12/15/20 US DOMESTIC 749685AT0 6,088 5,253,484 SH   SOLE   5,253,484 0 0
Charles Schwab Corp/The Common Stock 808513105 59,399 2,173,396 SH   SOLE   2,173,396 0 0
Splunk Inc Common Stock 848637104 34,260 479,225 SH   SOLE   479,225 0 0
Stanley Black & Decker I Pfd 4.75% 11/17/15 PUBLIC 854502309 8,804 69,062 SH   SOLE   69,062 0 0
Stanley Black And Decker Preferred PUBLIC 854502804 3,266 30,254 SH   SOLE   30,254 0 0
TE Connectivity Ltd Common Stock H84989104 45,179 750,362 SH   SOLE   750,362 0 0
Teva Pharm Finance Co LLC 0.25% 2/1/26 US DOMESTIC 88163VAE9 11,763 9,266,923 SH   SOLE   9,266,923 0 0
Tractor Supply Co Common Stock 892356106 51,298 726,286 SH   SOLE   726,286 0 0
Twenty-First Century Fox A Common Stock 90130A101 46,738 1,461,924 SH   SOLE   1,461,924 0 0
United Technologies Corp Pfd 8/1/15 PUBLIC 913017117 13,965 209,774 SH   SOLE   209,774 0 0
Visa Inc Common Stock 92826C839 69,993 324,254 SH   SOLE   324,254 0 0
VMware Inc Common Stock 928563402 41,326 382,577 SH   SOLE   382,577 0 0
Wellpoint Inc 2.75% 10/15/42 US DOMESTIC 94973VBG1 24,847 16,996,495 SH   SOLE   16,996,495 0 0
Wells Fargo & Co PUBLIC 949746804 20,298 17,304 SH   SOLE   17,304 0 0
Xilinx Inc 2.625% 6/15/17 US DOMESTIC 983919AF8 16,243 8,663,276 SH   SOLE   8,663,276 0 0
Adobe Systems Inc Common Stock 00724F101 60,832 925,342 SH   SOLE   925,342 0 0
Affiliated Managers Group Inc Common Stock 008252108 62,731 313,578 SH   SOLE   313,578 0 0
Alexion Pharmaceuticals Inc Common Stock 015351109 43,284 284,520 SH   SOLE   284,520 0 0
Allegheny Technologies 4.25% 6/1/14 US DOMESTIC 01741RAD4 2,666 2,612,102 SH   SOLE   2,612,102 0 0
Alliance Data Systems Corp Common Stock 018581108 60,854 223,357 SH   SOLE   223,357 0 0
Amazon.com Inc Common Stock 023135106 76,188 226,433 SH   SOLE   226,433 0 0
Amg Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 1,181 18,612 SH   SOLE   18,612 0 0
Biogen Idec Inc Common Stock 09062X103 63,798 208,580 SH   SOLE   208,580 0 0
Boeing Co/The Common Stock 097023105 166 1,324 SH   SOLE   1,324 0 0
CBS Corp Common Stock 124857202 141 2,282 SH   SOLE   2,282 0 0
Walt Disney Co/The Common Stock 254687106 344 4,293 SH   SOLE   4,293 0 0
Home Depot Inc Common Stock 437076102 353 4,458 SH   SOLE   4,458 0 0
JB Hunt Transport Services Inc Common Stock 445658107 1,713 23,809 SH   SOLE   23,809 0 0
Qualcomm Inc Common Stock 747525103 775 9,825 SH   SOLE   9,825 0 0
TJX Cos Inc Common Stock 872540109 109 1,796 SH   SOLE   1,796 0 0
Tyco International LTD Common Stock H89128104 160 3,754 SH   SOLE   3,754 0 0
Union Pacific Corp Common Stock 907818108 223 1,189 SH   SOLE   1,189 0 0
Zimmer Holdings Inc Common Stock 98956P102 164 1,732 SH   SOLE   1,732 0 0
ABM Industries Inc Common Stock 000957100 35,090 1,220,940 SH   SOLE   1,220,940 0 0
Accenture Plc Common Stock G1151C101 84 1,050 SH   SOLE   1,050 0 0
Advance Auto Parts Inc Common Stock 00751Y106 2,185 17,275 SH   SOLE   17,275 0 0
Airtran Holdings Inc 5.25% 11/1/16 US DOMESTIC 00949PAD0 10,020 5,161,515 SH   SOLE   5,161,515 0 0
Alaska Air Group Inc Common Stock 011659109 123 1,314 SH   SOLE   1,314 0 0
Alere Inc Common Stock 01449J105 18,777 546,627 SH   SOLE   546,627 0 0
Alexandria Real Estate Equities Inc REIT 015271109 34,734 478,700 SH   SOLE   478,700 0 0
Alleghany Corp Common Stock 017175100 33,087 81,220 SH   SOLE   81,220 0 0
Allete Inc Common Stock 018522300 25,880 493,700 SH   SOLE   493,700 0 0
Alliant Energy Corp Common Stock 018802108 32,706 575,700 SH   SOLE   575,700 0 0
Allied World Assurance Co Holdings Ltd Common Stock H01531104 1,202 11,650 SH   SOLE   11,650 0 0
Allison Transmission Holdings Inc Common Stock 01973R101 44,676 1,492,200 SH   SOLE   1,492,200 0 0
Altra Industrial Motion Corp Common Stock 02208R106 17,297 484,499 SH   SOLE   484,499 0 0
Alza Corp 0.00% 7/28/20 US DOMESTIC 02261WAB5 15,950 11,815,000 SH   SOLE   11,815,000 0 0
American Financial Group Inc/OH Common Stock 025932104 22,049 382,066 SH   SOLE   382,066 0 0
American Water Works Co Inc Common Stock 030420103 3,026 66,650 SH   SOLE   66,650 0 0
Amerisafe Inc Common Stock 03071H100 17,927 408,272 SH   SOLE   408,272 0 0
Amerisourcebergen Corp Common Stock 03073E105 3,970 60,525 SH   SOLE   60,525 0 0
Ametek Inc Common Stock 031100100 2,618 50,850 SH   SOLE   50,850 0 0
Analog Devices Inc Common Stock 032654105 40,296 758,300 SH   SOLE   758,300 0 0
Analogic Corp Common Stock 032657207 20,490 249,549 SH   SOLE   249,549 0 0
Anixter International Inc Common Stock 035290105 32,873 323,813 SH   SOLE   323,813 0 0
Ann Inc Common Stock 035623107 21,811 525,823 SH   SOLE   525,823 0 0
Ares Capital Corp 5.125% 6/1/16 GLOBAL 04010LAD5 6,727 6,265,117 SH   SOLE   6,265,117 0 0
Argo Group International Holdings Ltd Common Stock G0464B107 19,634 427,766 SH   SOLE   427,766 0 0
Associated Banc-Corp Common Stock 045487105 43,044 2,383,384 SH   SOLE   2,383,384 0 0
Astec Industries Inc Common Stock 046224101 27,322 622,235 SH   SOLE   622,235 0 0
Atmos Energy Corp Common Stock 049560105 36,097 765,900 SH   SOLE   765,900 0 0
Autoliv Inc Common Stock 052800109 31,992 318,800 SH   SOLE   318,800 0 0
Avery Dennison Corp Common Stock 053611109 38,935 768,400 SH   SOLE   768,400 0 0
Avnet Inc Common Stock 053807103 32,965 708,472 SH   SOLE   708,472 0 0
Baker Hughes Inc Common Stock 057224107 122 1,870 SH   SOLE   1,870 0 0
Barnes Group Inc Common Stock 067806109 22,856 594,138 SH   SOLE   594,138 0 0
Becton Dickinson and Co Common Stock 075887109 38,601 329,700 SH   SOLE   329,700 0 0
Bemis Co Inc Common Stock 081437105 36,450 928,900 SH   SOLE   928,900 0 0
Berkshire Hathaway Inc Common Stock 084670702 134 1,072 SH   SOLE   1,072 0 0
Blackrock 5.50% 2/15/18 US DOMESTIC 092533AB4 7,293 7,012,066 SH   SOLE   7,012,066 0 0
BlackRock Inc Common Stock 09247X101 182 580 SH   SOLE   580 0 0
Broadridge Financial Solutions Inc Common Stock 11133T103 33,664 906,400 SH   SOLE   906,400 0 0
Brown Shoe Co Inc Common Stock 115736100 12,736 479,879 SH   SOLE   479,879 0 0
Brunswick Corp/DE Common Stock 117043109 18,353 405,232 SH   SOLE   405,232 0 0
C&J Energy Services Inc Common Stock 12467B304 20,816 713,856 SH   SOLE   713,856 0 0
Cabot Corp Common Stock 127055101 37,397 633,205 SH   SOLE   633,205 0 0
Cabot Oil & Gas Corp Common Stock 127097103 2,681 79,125 SH   SOLE   79,125 0 0
Cadence Design Systems Inc Common Stock 127387108 2,334 150,200 SH   SOLE   150,200 0 0
Calgon Carbon Corp Common Stock 129603106 19,322 885,120 SH   SOLE   885,120 0 0
Callaway Golf Co Common Stock 131193104 18,122 1,773,143 SH   SOLE   1,773,143 0 0
Carefusion Corp Common Stock 14170T101 45,671 1,135,525 SH   SOLE   1,135,525 0 0
Carlisle Cos Inc Common Stock 142339100 34,742 437,884 SH   SOLE   437,884 0 0
Casey's General Stores Inc Common Stock 147528103 27,379 405,076 SH   SOLE   405,076 0 0
Celadon Group Inc Common Stock 150838100 6,896 286,840 SH   SOLE   286,840 0 0
Charles River Laboratories International Inc Common Stock 159864107 27,154 450,012 SH   SOLE   450,012 0 0
Cheesecake Factory Inc/The Common Stock 163072101 18,933 397,502 SH   SOLE   397,502 0 0
Chevron Corp Common Stock 166764100 170 1,429 SH   SOLE   1,429 0 0
Chico's FAS Inc Common Stock 168615102 32,329 2,016,800 SH   SOLE   2,016,800 0 0
Chubb Corp Common Stock 171232101 29,389 329,100 SH   SOLE   329,100 0 0
Church & Dwight Co Inc Common Stock 171340102 2,721 39,400 SH   SOLE   39,400 0 0
Cigna Corp Common Stock 125509109 2,868 34,250 SH   SOLE   34,250 0 0
Cimarex Energy Co Common Stock 171798101 24,745 207,750 SH   SOLE   207,750 0 0
Cintas Corp Common Stock 172908105 33,304 558,700 SH   SOLE   558,700 0 0
City National Corp/CA Common Stock 178566105 22,128 281,100 SH   SOLE   281,100 0 0
Clean Harbors Inc Common Stock 184496107 20,475 373,700 SH   SOLE   373,700 0 0
Cloud Peak Energy Inc Common Stock 18911Q102 13,704 648,239 SH   SOLE   648,239 0 0
Coach Inc Common Stock 189754104 70 1,417 SH   SOLE   1,417 0 0
Cognizant Technology Solutions Corp Common Stock 192446102 1,439 28,425 SH   SOLE   28,425 0 0
Columbia Banking System Inc Common Stock 197236102 32,203 1,129,125 SH   SOLE   1,129,125 0 0
Comfort Systems USA Inc Common Stock 199908104 11,893 780,354 SH   SOLE   780,354 0 0
Concho Resources Inc/Midland TX Common Stock 20605P101 1,201 9,800 SH   SOLE   9,800 0 0
Conmed Corp Common Stock 207410101 14,083 324,114 SH   SOLE   324,114 0 0
Constellation Brands Inc Common Stock 21036P108 2,199 25,875 SH   SOLE   25,875 0 0
Constellium NV Common Stock N22035104 3,235 110,212 SH   SOLE   110,212 0 0
Core-Mark Holding Co Inc Common Stock 218681104 9,324 128,433 SH   SOLE   128,433 0 0
Costco Wholesale Corp Common Stock 22160K105 144 1,289 SH   SOLE   1,289 0 0
Covidien Plc Common Stock G2554F113 93 1,260 SH   SOLE   1,260 0 0
Crown Castle International Corp REIT 228227104 2,217 30,050 SH   SOLE   30,050 0 0
Crown Holdings Inc Common Stock 228368106 2,358 52,700 SH   SOLE   52,700 0 0
Cullen/Frost Bankers Inc Common Stock 229899109 34,710 447,700 SH   SOLE   447,700 0 0
Dana Holding Corp Common Stock 235825205 32,530 1,397,956 SH   SOLE   1,397,956 0 0
Delphi Automotive PLC Common Stock G27823106 72 1,068 SH   SOLE   1,068 0 0
Devon Energy Corp Common Stock 25179M103 50,010 747,200 SH   SOLE   747,200 0 0
Devry Education Group Inc Common Stock 251893103 21,076 497,200 SH   SOLE   497,200 0 0
Diebold Inc Common Stock 253651103 34,010 852,600 SH   SOLE   852,600 0 0
Digital Realty 5.50% 4/15/29 PRIV PLACEMENT 25389JAC0 1,392 1,019,590 SH   SOLE   1,019,590 0 0
Discover Financial Services Common Stock 254709108 3,184 54,715 SH   SOLE   54,715 0 0
Dominion Resources Inc PUBLIC 25746U703 3,506 60,973 SH   SOLE   60,973 0 0
Dominion Resources Inc 2.125% 12/15/23 US DOMESTIC 25746UAT6 9,800 4,656,805 SH   SOLE   4,656,805 0 0
Dover Corp Common Stock 260003108 22,874 279,800 SH   SOLE   279,800 0 0
Drew Industries Inc Common Stock 26168L205 4,592 84,727 SH   SOLE   84,727 0 0
DST Systems Inc Common Stock 233326107 2,547 26,875 SH   SOLE   26,875 0 0
El Paso Electric Co Common Stock 283677854 26,262 735,019 SH   SOLE   735,019 0 0
EMCOR Group Inc Common Stock 29084Q100 40,388 863,169 SH   SOLE   863,169 0 0
Encore Wire Corp Common Stock 292562105 25,579 527,289 SH   SOLE   527,289 0 0
Endurance Specialty Holdings Ltd Common Stock G30397106 29,913 555,700 SH   SOLE   555,700 0 0
Energen Corp Common Stock 29265N108 27,508 340,400 SH   SOLE   340,400 0 0
EnerSys Common Stock 29275Y102 68 979 SH   SOLE   979 0 0
Entegris Inc Common Stock 29362U104 28,898 2,386,266 SH   SOLE   2,386,266 0 0
Entertainment One Common Stock 29382B102 140 25,423 SH   SOLE   25,423 0 0
Envision Healthcare Holdings Inc Common Stock 29413U103 1,098 32,450 SH   SOLE   32,450 0 0
Essex Property Trust Inc REIT 297178105 1,539 9,050 SH   SOLE   9,050 0 0
Esterline Technologies Corp Common Stock 297425100 22,968 215,582 SH   SOLE   215,582 0 0
F5 Networks Inc Common Stock 315616102 1,831 17,175 SH   SOLE   17,175 0 0
Fairchild Semiconductor International Inc Common Stock 303726103 26,340 1,910,084 SH   SOLE   1,910,084 0 0
Federal Home Loan Mortgage Corp 6.50% 11/1/34 MBS 30yr 3128MJAZ3 6 5,000 SH   SOLE   5,000 0 0
Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 3 2,935 SH   SOLE   2,935 0 0
Federal Home Loan Mortgage Corp 7.00% 4/1/32 MBS 30yr 31287RP37 9 8,125 SH   SOLE   8,125 0 0
Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TJL2 0 99 SH   SOLE   99 0 0
Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 0 439 SH   SOLE   439 0 0
Federal National Mortgage Association 6.00% 1/1/37 MBS 30yr 31410XZR0 22 19,260 SH   SOLE   19,260 0 0
Federal National Mortgage Association 6.00% 10/1/29 MBS 30yr 31374T3C1 6 5,109 SH   SOLE   5,109 0 0
Federal National Mortgage Association 6.00% 11/1/36 MBS 30yr 31411AWL5 2 2,218 SH   SOLE   2,218 0 0
Federal National Mortgage Association 6.00% 12/1/33 MBS 30yr 31403MUX5 3 2,448 SH   SOLE   2,448 0 0
Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 2 1,631 SH   SOLE   1,631 0 0
Federal National Mortgage Association 6.50% 3/1/29 MBS 30yr 31382NCE0 3 2,285 SH   SOLE   2,285 0 0
Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31390NQU9 5 4,646 SH   SOLE   4,646 0 0
Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31402AQK5 5 4,190 SH   SOLE   4,190 0 0
Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 1 845 SH   SOLE   845 0 0
Federal National Mortgage Association 7.50% 11/1/29 MBS 30yr 31371H2F4 4 3,117 SH   SOLE   3,117 0 0
Federal National Mortgage Association 8.00% 11/1/28 MBS 30yr 31385H2P6 6 5,437 SH   SOLE   5,437 0 0
Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 0 298 SH   SOLE   298 0 0
Fidelity National Information Services Inc Common Stock 31620M106 33,182 620,800 SH   SOLE   620,800 0 0
Fifth Third Bancorp Common Stock 316773100 36,502 1,590,485 SH   SOLE   1,590,485 0 0
Fluor Corp 1.50% 2/15/24 US DOMESTIC 343412AA0 11,372 4,032,739 SH   SOLE   4,032,739 0 0
FMC Corp Common Stock 302491303 2,042 26,675 SH   SOLE   26,675 0 0
FNB Corp/PA Common Stock 302520101 18,189 1,357,425 SH   SOLE   1,357,425 0 0
Forward Air Corp Common Stock 349853101 20,124 436,427 SH   SOLE   436,427 0 0
Gannett Co Inc Common Stock 364730101 25,726 932,100 SH   SOLE   932,100 0 0
GATX Corp Common Stock 361448103 25,841 380,689 SH   SOLE   380,689 0 0
Government National Mortgage Association 1.29325% 1/1/55 Agncy CMBS 38378KRL5 63 63,155 SH   SOLE   63,155 0 0
Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KVE5 3,446 3,010,897 SH   SOLE   3,010,897 0 0
Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KZJ0 4,668 4,070,185 SH   SOLE   4,070,185 0 0
Government National Mortgage Association 10.00% 4/15/25 MBS 30yr 36241LL53 4,963 4,329,203 SH   SOLE   4,329,203 0 0
Government National Mortgage Association 11.50% 11/16/17 Agncy CMO Other 38374L7N5 31 28,806 SH   SOLE   28,806 0 0
Government National Mortgage Association 5.00% 5/15/39 MBS 30yr 36296UX21 12,909 11,373,200 SH   SOLE   11,373,200 0 0
Government National Mortgage Association 5.00% 9/15/33 MBS 30yr 36290SHN4 1,191 1,035,507 SH   SOLE   1,035,507 0 0
Government National Mortgage Association 5.00% 9/15/39 MBS 30yr 3620A9S44 59 54,003 SH   SOLE   54,003 0 0
Government National Mortgage Association 5.00% 9/15/39 MBS 30yr 36297FWP3 691 631,579 SH   SOLE   631,579 0 0
Government National Mortgage Association 5.50% 1/15/39 MBS 30yr 3622A2C42 5,257 4,600,985 SH   SOLE   4,600,985 0 0
Government National Mortgage Association 6.00% 1/15/22 MBS 15yr 36241KLN6 222 202,023 SH   SOLE   202,023 0 0
Government National Mortgage Association 6.00% 1/15/24 MBS 30yr 36203EPD4 129 114,717 SH   SOLE   114,717 0 0
Government National Mortgage Association 6.00% 1/15/33 MBS 30yr 36225BWL8 162 140,907 SH   SOLE   140,907 0 0
Government National Mortgage Association 6.00% 10/15/33 MBS 30yr 36225BZ43 74 63,889 SH   SOLE   63,889 0 0
Government National Mortgage Association 6.00% 11/15/23 MBS 15yr 36241KWU8 80 73,526 SH   SOLE   73,526 0 0
Government National Mortgage Association 6.00% 11/15/39 MBS 30yr 36241LE69 5,896 5,000,796 SH   SOLE   5,000,796 0 0
Government National Mortgage Association 6.00% 12/15/23 MBS 30yr 36203STX5 136 121,891 SH   SOLE   121,891 0 0
Government National Mortgage Association 6.00% 12/15/23 MBS 15yr 36296UKB5 331 297,826 SH   SOLE   297,826 0 0
Government National Mortgage Association 6.00% 12/15/28 MBS 30yr 36210AWU7 45 38,910 SH   SOLE   38,910 0 0
Government National Mortgage Association 6.00% 2/15/33 MBS 30yr 36225BWZ7 195 169,238 SH   SOLE   169,238 0 0
Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 104 90,558 SH   SOLE   90,558 0 0
Government National Mortgage Association 6.00% 2/20/29 Agncy CMO Z 3837H1U90 451 403,287 SH   SOLE   403,287 0 0
Government National Mortgage Association 6.00% 3/15/29 MBS 30yr 36209FGU7 52 45,935 SH   SOLE   45,935 0 0
Government National Mortgage Association 6.00% 4/15/28 MBS 30yr 36225A2B5 106 92,782 SH   SOLE   92,782 0 0
Government National Mortgage Association 6.00% 4/15/29 MBS 30yr 36225BDT2 72 62,614 SH   SOLE   62,614 0 0
Government National Mortgage Association 6.00% 6/15/29 MBS 30yr 36225BET1 44 38,101 SH   SOLE   38,101 0 0
Government National Mortgage Association 6.00% 6/15/40 MBS 30yr 36241L4K9 23,161 19,691,209 SH   SOLE   19,691,209 0 0
Government National Mortgage Association 6.00% 7/15/36 MBS 30yr 36241L5Z5 15,149 13,161,125 SH   SOLE   13,161,125 0 0
Government National Mortgage Association 6.00% 9/15/34 MBS 30yr 36241LX92 306 265,360 SH   SOLE   265,360 0 0
Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36225B2G2 300 262,720 SH   SOLE   262,720 0 0
Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36241LCP9 6,701 5,859,657 SH   SOLE   5,859,657 0 0
Government National Mortgage Association 6.50% 1/15/35 MBS 30yr 36241LTK2 37,161 31,806,507 SH   SOLE   31,806,507 0 0
Government National Mortgage Association 6.50% 1/15/39 MBS 30yr 3622A2B68 9,500 8,285,514 SH   SOLE   8,285,514 0 0
Government National Mortgage Association 6.50% 10/15/38 MBS 30yr 36241LMC7 1,898 1,632,819 SH   SOLE   1,632,819 0 0
Government National Mortgage Association 6.50% 10/16/24 Agncy CMO Other 3837H0GK3 679 591,256 SH   SOLE   591,256 0 0
Government National Mortgage Association 6.50% 11/20/27 MBS 30yr 36202CYD9 7 5,699 SH   SOLE   5,699 0 0
Government National Mortgage Association 6.50% 11/20/31 MBS 30yr 36202DQN4 17 14,673 SH   SOLE   14,673 0 0
Government National Mortgage Association 6.50% 12/15/25 MBS 30yr 36241LE51 37,571 32,959,278 SH   SOLE   32,959,278 0 0
Government National Mortgage Association 6.50% 12/15/32 MBS 30yr 36241LE44 38,837 33,668,895 SH   SOLE   33,668,895 0 0
Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 3622A2FK3 10,993 9,457,954 SH   SOLE   9,457,954 0 0
Government National Mortgage Association 6.50% 2/15/36 MBS 30yr 3622A2E57 12,127 10,504,673 SH   SOLE   10,504,673 0 0
Government National Mortgage Association 6.50% 2/20/28 MBS 30yr 36202CZL0 898 760,057 SH   SOLE   760,057 0 0
Government National Mortgage Association 6.50% 3/15/29 MBS 30yr 36210VVK4 9 8,173 SH   SOLE   8,173 0 0
Government National Mortgage Association 6.50% 3/15/34 MBS 30yr 36225B5K0 304 263,896 SH   SOLE   263,896 0 0
Government National Mortgage Association 6.50% 3/16/31 Agncy CMO Other 383739LD9 632 556,784 SH   SOLE   556,784 0 0
Government National Mortgage Association 6.50% 4/15/36 MBS 30yr 36241KKD9 47,122 40,724,264 SH   SOLE   40,724,264 0 0
Government National Mortgage Association 6.50% 4/20/28 Agncy CMO Z 3837H1UD1 299 257,814 SH   SOLE   257,814 0 0
Government National Mortgage Association 6.50% 5/15/29 MBS 30yr 36225BEL8 3,971 3,489,051 SH   SOLE   3,489,051 0 0
Government National Mortgage Association 6.50% 5/16/31 Agncy CMO Other 3837394D8 533 468,434 SH   SOLE   468,434 0 0
Government National Mortgage Association 6.50% 5/20/27 MBS 30yr 36202CVT7 11 10,093 SH   SOLE   10,093 0 0
Government National Mortgage Association 6.50% 6/20/28 Agncy CMO Z 3837H1XU0 179 159,493 SH   SOLE   159,493 0 0
Government National Mortgage Association 6.50% 6/20/32 Agncy CMO Other 38373MDN7 468 411,278 SH   SOLE   411,278 0 0
Government National Mortgage Association 6.50% 7/15/24 MBS 30yr 36225AAB6 52 45,806 SH   SOLE   45,806 0 0
Government National Mortgage Association 6.50% 7/15/32 MBS 30yr 36200RG48 56 48,313 SH   SOLE   48,313 0 0
Government National Mortgage Association 6.50% 7/15/34 MBS 30yr 36241LK62 5,641 4,996,739 SH   SOLE   4,996,739 0 0
Government National Mortgage Association 6.50% 7/15/39 MBS 30yr 3622A2D66 9,353 8,051,620 SH   SOLE   8,051,620 0 0
Government National Mortgage Association 6.50% 7/16/32 Agncy CMO Other 38373X6T8 73 63,822 SH   SOLE   63,822 0 0
Government National Mortgage Association 6.50% 7/20/32 Agncy CMO Z 38373X4R4 516 453,722 SH   SOLE   453,722 0 0
Government National Mortgage Association 6.50% 8/15/34 MBS 30yr 36241LNK8 2,713 2,353,790 SH   SOLE   2,353,790 0 0
Government National Mortgage Association 6.50% 8/15/37 MBS 30yr 36241L5D4 14,009 12,072,294 SH   SOLE   12,072,294 0 0
Government National Mortgage Association 6.50% 8/20/27 MBS 30yr 36202CW74 40 34,623 SH   SOLE   34,623 0 0
Government National Mortgage Association 6.50% 8/20/31 Agncy CMO Other 38373RWF2 448 434,468 SH   SOLE   434,468 0 0
Government National Mortgage Association 6.50% 9/15/32 MBS 30yr 36225BUV8 14,034 12,098,431 SH   SOLE   12,098,431 0 0
Government National Mortgage Association 7.00% 1/15/33 MBS 30yr 36241KJT6 68 58,224 SH   SOLE   58,224 0 0
Government National Mortgage Association 7.00% 1/15/39 MBS 30yr 3622A2AC6 1,526 1,288,556 SH   SOLE   1,288,556 0 0
Government National Mortgage Association 7.00% 1/20/26 MBS 30yr 36202CMA8 318 269,021 SH   SOLE   269,021 0 0
Government National Mortgage Association 7.00% 10/15/23 MBS 30yr 36203EHB7 165 150,894 SH   SOLE   150,894 0 0
Government National Mortgage Association 7.00% 10/16/33 Agncy CMBS 38376GE55 10,954 10,053,537 SH   SOLE   10,053,537 0 0
Government National Mortgage Association 7.00% 10/20/27 MBS 30yr 36202CXZ1 6 5,295 SH   SOLE   5,295 0 0
Government National Mortgage Association 7.00% 11/15/23 MBS 30yr 36204H6Q8 826 748,824 SH   SOLE   748,824 0 0
Government National Mortgage Association 7.00% 11/15/29 MBS 30yr 36225BGW2 25 21,228 SH   SOLE   21,228 0 0
Government National Mortgage Association 7.00% 11/15/32 MBS 30yr 36225BV21 6,341 5,356,958 SH   SOLE   5,356,958 0 0
Government National Mortgage Association 7.00% 11/16/40 Agncy CMBS 38376GWT3 6,914 6,184,913 SH   SOLE   6,184,913 0 0
Government National Mortgage Association 7.00% 11/20/28 MBS 30yr 36202C6L2 165 140,879 SH   SOLE   140,879 0 0
Government National Mortgage Association 7.00% 12/15/30 MBS 30yr 36225BLL0 23 19,846 SH   SOLE   19,846 0 0
Government National Mortgage Association 7.00% 12/15/32 MBS 30yr 36241LFA9 48,758 41,326,218 SH   SOLE   41,326,218 0 0
Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241KFV5 1,916 1,621,353 SH   SOLE   1,621,353 0 0
Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241LFB7 47,802 40,524,456 SH   SOLE   40,524,456 0 0
Government National Mortgage Association 7.00% 12/16/37 Agncy CMBS 38376GXJ4 10,891 10,053,852 SH   SOLE   10,053,852 0 0
Government National Mortgage Association 7.00% 12/20/32 MBS 30yr 36241KLW6 3,811 3,224,808 SH   SOLE   3,224,808 0 0
Government National Mortgage Association 7.00% 2/16/40 Agncy CMBS 38376GVW7 9,271 8,085,915 SH   SOLE   8,085,915 0 0
Government National Mortgage Association 7.00% 2/20/26 MBS 30yr 36202CMR1 779 668,377 SH   SOLE   668,377 0 0
Government National Mortgage Association 7.00% 3/15/35 MBS 30yr 36241KHC5 2,341 1,981,035 SH   SOLE   1,981,035 0 0
Government National Mortgage Association 7.00% 3/15/36 MBS 30yr 36241LN69 424 364,642 SH   SOLE   364,642 0 0
Government National Mortgage Association 7.00% 3/16/46 Agncy CMBS 38378BQR3 10,966 9,696,153 SH   SOLE   9,696,153 0 0
Government National Mortgage Association 7.00% 3/20/23 MBS 30yr 36202BA88 0 260 SH   SOLE   260 0 0
Government National Mortgage Association 7.00% 3/20/26 MBS 30yr 36202CM91 707 609,474 SH   SOLE   609,474 0 0
Government National Mortgage Association 7.00% 4/15/16 MBS 15yr 36212G5W8 40 39,177 SH   SOLE   39,177 0 0
Government National Mortgage Association 7.00% 4/15/31 MBS 30yr 36225BQK7 118 100,138 SH   SOLE   100,138 0 0
Government National Mortgage Association 7.00% 4/15/33 MBS 30yr 36241LQD1 11,645 9,919,862 SH   SOLE   9,919,862 0 0
Government National Mortgage Association 7.00% 4/15/35 MBS 30yr 36241KMF2 901 765,706 SH   SOLE   765,706 0 0
Government National Mortgage Association 7.00% 4/16/44 Agncy CMBS 38378BTZ2 9,389 8,471,749 SH   SOLE   8,471,749 0 0
Government National Mortgage Association 7.00% 4/20/28 MBS 30yr 36202C2K8 1 701 SH   SOLE   701 0 0
Government National Mortgage Association 7.00% 5/15/33 MBS 30yr 36241LKR6 7,066 5,988,623 SH   SOLE   5,988,623 0 0
Government National Mortgage Association 7.00% 5/16/37 Agncy CMBS 38376GVC1 10,635 10,055,154 SH   SOLE   10,055,154 0 0
Government National Mortgage Association 7.00% 5/20/17 MBS 30yr 36202AZ26 0 387 SH   SOLE   387 0 0
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2AQ5 21,770 18,383,350 SH   SOLE   18,383,350 0 0
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 10,748 9,134,969 SH   SOLE   9,134,969 0 0
Government National Mortgage Association 7.00% 6/16/39 Agncy CMBS 38376GYE4 9,044 8,155,817 SH   SOLE   8,155,817 0 0
Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPC6 113 95,565 SH   SOLE   95,565 0 0
Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPH5 1,462 1,237,046 SH   SOLE   1,237,046 0 0
Government National Mortgage Association 7.00% 7/15/35 MBS 30yr 36241LMJ2 110 93,203 SH   SOLE   93,203 0 0
Government National Mortgage Association 7.00% 8/15/27 MBS 30yr 36225AVT4 23 19,525 SH   SOLE   19,525 0 0
Government National Mortgage Association 7.00% 8/15/29 MBS 30yr 36225BFR4 1,368 1,159,094 SH   SOLE   1,159,094 0 0
Government National Mortgage Association 7.00% 8/15/31 MBS 30yr 36241KUN6 7,964 6,868,114 SH   SOLE   6,868,114 0 0
Government National Mortgage Association 7.00% 8/15/34 MBS 30yr 36241LC95 262 221,397 SH   SOLE   221,397 0 0
Government National Mortgage Association 7.00% 8/15/35 MBS 30yr 36241LWC6 7,781 6,695,956 SH   SOLE   6,695,956 0 0
Government National Mortgage Association 7.00% 8/20/37 MBS 30yr 36202EPC7 103 87,497 SH   SOLE   87,497 0 0
Government National Mortgage Association 7.00% 9/15/31 MBS 30yr 36225BPM4 284 240,829 SH   SOLE   240,829 0 0
Government National Mortgage Association 7.125% 3/15/23 MBS 30yr 36290NKE1 4,752 4,175,704 SH   SOLE   4,175,704 0 0
Government National Mortgage Association 7.125% 7/15/25 MBS 30yr 36290NM74 291 262,737 SH   SOLE   262,737 0 0
Government National Mortgage Association 7.49% 10/15/20 MBS 30yr 3622013F0 1 1,260 SH   SOLE   1,260 0 0
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014A0 38 33,142 SH   SOLE   33,142 0 0
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014B8 40 35,500 SH   SOLE   35,500 0 0
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014F9 28 24,817 SH   SOLE   24,817 0 0
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014L6 40 35,557 SH   SOLE   35,557 0 0
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012P9 23 19,805 SH   SOLE   19,805 0 0
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012Q7 57 50,223 SH   SOLE   50,223 0 0
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012X2 28 24,688 SH   SOLE   24,688 0 0
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622013B9 20 17,653 SH   SOLE   17,653 0 0
Government National Mortgage Association 7.49% 9/15/20 MBS 30yr 3622013E3 143 126,847 SH   SOLE   126,847 0 0
Government National Mortgage Association 7.50% 1/15/37 MBS 30yr 36241LXJ0 15,375 12,710,280 SH   SOLE   12,710,280 0 0
Government National Mortgage Association 7.50% 10/15/35 MBS 30yr 36241KKZ0 2,677 2,274,723 SH   SOLE   2,274,723 0 0
Government National Mortgage Association 7.50% 11/15/37 MBS 30yr 3622A2EN8 10,233 8,469,432 SH   SOLE   8,469,432 0 0
Government National Mortgage Association 7.50% 12/15/27 MBS 30yr 36208UYA9 0 0 SH   SOLE   0 0 0
Government National Mortgage Association 7.50% 12/15/34 MBS 30yr 3622A2A85 8,836 7,349,255 SH   SOLE   7,349,255 0 0
Government National Mortgage Association 7.50% 2/15/35 MBS 30yr 36241KZL5 3,638 3,034,533 SH   SOLE   3,034,533 0 0
Government National Mortgage Association 7.50% 3/15/32 MBS 30yr 36225BUB2 3,276 2,716,161 SH   SOLE   2,716,161 0 0
Government National Mortgage Association 7.50% 4/15/34 MBS 30yr 36241KHY7 24,951 20,979,296 SH   SOLE   20,979,296 0 0
Government National Mortgage Association 7.50% 5/16/27 Agncy CMO Other 3837H0S79 100 87,149 SH   SOLE   87,149 0 0
Government National Mortgage Association 7.50% 6/15/35 MBS 30yr 36241LQ90 8,952 7,450,695 SH   SOLE   7,450,695 0 0
Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K75 110 101,079 SH   SOLE   101,079 0 0
Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K83 74 67,581 SH   SOLE   67,581 0 0
Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 3622A2EU2 10,871 9,054,607 SH   SOLE   9,054,607 0 0
Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 36241LGC4 941 787,955 SH   SOLE   787,955 0 0
Government National Mortgage Association 7.50% 8/15/34 MBS 30yr 36241KZK7 6,211 5,181,290 SH   SOLE   5,181,290 0 0
Government National Mortgage Association 7.50% 8/20/25 MBS 30yr 36202CH97 42 36,499 SH   SOLE   36,499 0 0
Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Y3 56 49,025 SH   SOLE   49,025 0 0
Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Z0 215 185,326 SH   SOLE   185,326 0 0
Government National Mortgage Association 7.50% 9/20/26 Agncy CMO Other 3837H0XC2 181 156,300 SH   SOLE   156,300 0 0
Government National Mortgage Association 7.75% 11/15/20 MBS 30yr 36290NFM9 1,377 1,244,186 SH   SOLE   1,244,186 0 0
Government National Mortgage Association 7.75% 6/15/30 MBS Other 36212YTT0 311 309,949 SH   SOLE   309,949 0 0
Government National Mortgage Association 7.75% 9/15/33 MBS Other 36213NGH3 522 489,434 SH   SOLE   489,434 0 0
Government National Mortgage Association 7.92% 7/15/23 MBS Other 36213BSQ6 546 516,707 SH   SOLE   516,707 0 0
Government National Mortgage Association 8.00% 1/15/31 MBS Other 36213BJW3 1,068 999,156 SH   SOLE   999,156 0 0
Government National Mortgage Association 8.00% 1/15/32 MBS 30yr 36241KMZ8 11,399 9,397,298 SH   SOLE   9,397,298 0 0
Government National Mortgage Association 8.00% 1/20/22 MBS 30yr 36202B5R2 0 53 SH   SOLE   53 0 0
Government National Mortgage Association 8.00% 1/20/25 MBS 30yr 36202CEJ8 9 8,211 SH   SOLE   8,211 0 0
Government National Mortgage Association 8.00% 1/20/28 MBS 30yr 36202CZB2 34 29,842 SH   SOLE   29,842 0 0
Government National Mortgage Association 8.00% 1/20/29 MBS 30yr 36202DAE1 28 25,239 SH   SOLE   25,239 0 0
Government National Mortgage Association 8.00% 1/20/30 MBS 30yr 36202DFH9 1,497 1,262,334 SH   SOLE   1,262,334 0 0
Government National Mortgage Association 8.00% 1/20/31 MBS 30yr 36179NGF9 703 604,688 SH   SOLE   604,688 0 0
Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36208E7A5 0 106 SH   SOLE   106 0 0
Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36225BFG8 2,969 2,455,878 SH   SOLE   2,455,878 0 0
Government National Mortgage Association 8.00% 10/20/22 MBS 30yr 36202AN37 0 142 SH   SOLE   142 0 0
Government National Mortgage Association 8.00% 10/20/29 MBS 30yr 36202DD73 584 481,190 SH   SOLE   481,190 0 0
Government National Mortgage Association 8.00% 11/15/27 MBS 30yr 36225A7B0 2,612 2,139,810 SH   SOLE   2,139,810 0 0
Government National Mortgage Association 8.00% 11/15/33 MBS Other 36200TNP9 238 222,209 SH   SOLE   222,209 0 0
Government National Mortgage Association 8.00% 11/16/29 Agncy CMO Z 3837H3LY1 307 259,545 SH   SOLE   259,545 0 0
Government National Mortgage Association 8.00% 11/20/24 MBS 30yr 36202CDE0 81 71,514 SH   SOLE   71,514 0 0
Government National Mortgage Association 8.00% 11/20/25 MBS 30yr 36202CLB7 9 7,504 SH   SOLE   7,504 0 0
Government National Mortgage Association 8.00% 11/20/27 MBS 30yr 36202CYH0 24 20,305 SH   SOLE   20,305 0 0
Government National Mortgage Association 8.00% 11/20/29 MBS 30yr 36202DEM9 892 737,234 SH   SOLE   737,234 0 0
Government National Mortgage Association 8.00% 12/15/25 MBS 30yr 36225BQB7 258 227,092 SH   SOLE   227,092 0 0
Government National Mortgage Association 8.00% 12/15/30 MBS 30yr 3622A2CK6 10,151 8,287,468 SH   SOLE   8,287,468 0 0
Government National Mortgage Association 8.00% 12/15/35 MBS 30yr 36241KJA7 16,802 13,497,981 SH   SOLE   13,497,981 0 0
Government National Mortgage Association 8.00% 12/20/24 MBS 30yr 36202CD34 0 264 SH   SOLE   264 0 0
Government National Mortgage Association 8.00% 12/20/25 MBS 30yr 36202CLW1 23 19,741 SH   SOLE   19,741 0 0
Government National Mortgage Association 8.00% 12/20/27 MBS 30yr 36202CYW7 27 23,629 SH   SOLE   23,629 0 0
Government National Mortgage Association 8.00% 12/20/29 MBS 30yr 36202DE31 707 577,813 SH   SOLE   577,813 0 0
Government National Mortgage Association 8.00% 2/20/23 MBS 30yr 36202A3U9 1 715 SH   SOLE   715 0 0
Government National Mortgage Association 8.00% 2/20/26 MBS 30yr 36202CMU4 68 59,694 SH   SOLE   59,694 0 0
Government National Mortgage Association 8.00% 2/20/28 MBS 30yr 36202CZP1 26 22,825 SH   SOLE   22,825 0 0
Government National Mortgage Association 8.00% 3/20/26 MBS 30yr 36202CNC3 6 4,871 SH   SOLE   4,871 0 0
Government National Mortgage Association 8.00% 3/20/29 MBS 30yr 36202DA92 38 35,887 SH   SOLE   35,887 0 0
Government National Mortgage Association 8.00% 4/15/38 MBS 30yr 36241LNH5 7,302 6,082,300 SH   SOLE   6,082,300 0 0
Government National Mortgage Association 8.00% 4/20/25 MBS 30yr 36202CF57 1 1,039 SH   SOLE   1,039 0 0
Government National Mortgage Association 8.00% 4/20/29 MBS 30yr 36202DBM2 6 6,379 SH   SOLE   6,379 0 0
Government National Mortgage Association 8.00% 6/20/22 MBS 30yr 36202CBM4 0 294 SH   SOLE   294 0 0
Government National Mortgage Association 8.00% 6/20/23 MBS 30yr 36202BLD5 11 9,611 SH   SOLE   9,611 0 0
Government National Mortgage Association 8.00% 6/20/24 MBS 30yr 36202B5W1 0 141 SH   SOLE   141 0 0
Government National Mortgage Association 8.00% 6/20/28 MBS 30yr 36202C3P6 7 6,336 SH   SOLE   6,336 0 0
Government National Mortgage Association 8.00% 7/15/24 MBS Other 36212YTX1 102 101,588 SH   SOLE   101,588 0 0
Government National Mortgage Association 8.00% 7/15/29 MBS 30yr 36225BFK9 20 16,947 SH   SOLE   16,947 0 0
Government National Mortgage Association 8.00% 7/20/17 MBS 30yr 36202A3E5 0 54 SH   SOLE   54 0 0
Government National Mortgage Association 8.00% 7/20/22 MBS 30yr 36202AAH0 0 231 SH   SOLE   231 0 0
Government National Mortgage Association 8.00% 7/20/24 MBS 30yr 36202B7B5 0 150 SH   SOLE   150 0 0
Government National Mortgage Association 8.00% 7/20/25 MBS 30yr 36202CHM8 55 46,401 SH   SOLE   46,401 0 0
Government National Mortgage Association 8.00% 7/20/29 MBS 30yr 36202DCW9 0 394 SH   SOLE   394 0 0
Government National Mortgage Association 8.00% 8/15/26 MBS 30yr 36207H4R5 0 99 SH   SOLE   99 0 0
Government National Mortgage Association 8.00% 8/15/31 MBS Other 36213NH25 224 209,433 SH   SOLE   209,433 0 0
Government National Mortgage Association 8.00% 8/20/24 MBS 30yr 36202CBJ1 8 7,436 SH   SOLE   7,436 0 0
Government National Mortgage Association 8.00% 8/20/25 MBS 30yr 36202CJC8 9 7,808 SH   SOLE   7,808 0 0
Government National Mortgage Association 8.00% 8/20/28 MBS 30yr 36202C4S9 1 1,103 SH   SOLE   1,103 0 0
Government National Mortgage Association 8.00% 8/20/29 MBS 30yr 36202DDC2 53 45,722 SH   SOLE   45,722 0 0
Government National Mortgage Association 8.00% 9/15/27 MBS 30yr 3622A2C67 9,910 8,218,216 SH   SOLE   8,218,216 0 0
Government National Mortgage Association 8.00% 9/15/32 MBS 30yr 3622A2FH0 12,411 10,259,973 SH   SOLE   10,259,973 0 0
Government National Mortgage Association 8.00% 9/20/22 MBS 30yr 36202AFM4 0 112 SH   SOLE   112 0 0
Government National Mortgage Association 8.00% 9/20/23 MBS 30yr 36202BQ57 0 47 SH   SOLE   47 0 0
Government National Mortgage Association 8.00% 9/20/24 MBS 30yr 36202CCE1 4 3,853 SH   SOLE   3,853 0 0
Government National Mortgage Association 8.00% 9/20/28 MBS 30yr 36202C5G4 11 9,480 SH   SOLE   9,480 0 0
Government National Mortgage Association 8.25% 4/15/20 MBS 30yr 36225A4V9 157 139,077 SH   SOLE   139,077 0 0
Government National Mortgage Association 8.25% 9/15/30 MBS Other 36210KPU3 256 240,593 SH   SOLE   240,593 0 0
Government National Mortgage Association 8.50% 2/15/32 MBS 30yr 36241LNJ1 6,574 5,571,918 SH   SOLE   5,571,918 0 0
Government National Mortgage Association 8.50% 7/15/32 MBS 30yr 36225BUX4 279 222,977 SH   SOLE   222,977 0 0
Government National Mortgage Association 8.60% 5/15/27 MBS Other 36213BSG8 457 459,940 SH   SOLE   459,940 0 0
Government National Mortgage Association 9.00% 10/15/29 MBS 30yr 36225BGZ5 396 324,697 SH   SOLE   324,697 0 0
Government National Mortgage Association 9.00% 12/15/17 MBS 30yr 36225ABQ2 1,010 936,958 SH   SOLE   936,958 0 0
Government National Mortgage Association 9.00% 9/15/17 MBS 30yr 36218UHK4 0 9 SH   SOLE   9 0 0
Government National Mortgage Association 9.50% 7/15/25 MBS 30yr 36225BF78 7 5,571 SH   SOLE   5,571 0 0
Government National Mortgage Association II 6.00% 1/20/29 MBS 30yr 36202C7L1 687 596,298 SH   SOLE   596,298 0 0
Government National Mortgage Association II 6.00% 1/20/32 MBS 30yr 36202DRG8 338 297,787 SH   SOLE   297,787 0 0
Government National Mortgage Association II 6.00% 1/20/34 MBS 30yr 36202D3J8 275 239,118 SH   SOLE   239,118 0 0
Government National Mortgage Association II 6.00% 11/20/31 MBS 30yr 36202DQM6 75 65,155 SH   SOLE   65,155 0 0
Government National Mortgage Association II 6.00% 2/20/29 MBS 30yr 36202DAN1 204 176,802 SH   SOLE   176,802 0 0
Government National Mortgage Association II 6.00% 2/20/34 MBS 30yr 36202D4A6 195 168,902 SH   SOLE   168,902 0 0
Government National Mortgage Association II 6.00% 2/20/35 MBS 30yr 36202ECQ0 821 704,782 SH   SOLE   704,782 0 0
Government National Mortgage Association II 6.00% 3/20/33 MBS 30yr 36202DWX5 1,960 1,702,956 SH   SOLE   1,702,956 0 0
Government National Mortgage Association II 6.00% 4/20/31 Agncy CMO Z 383739R76 726 649,007 SH   SOLE   649,007 0 0
Government National Mortgage Association II 6.00% 4/20/33 MBS 30yr 36202DXD8 25 21,657 SH   SOLE   21,657 0 0
Government National Mortgage Association II 6.00% 7/20/34 MBS 30yr 36202D6V8 69 59,754 SH   SOLE   59,754 0 0
Government National Mortgage Association II 6.00% 9/20/23 MBS 15yr 36202EVX4 237 215,507 SH   SOLE   215,507 0 0
Government National Mortgage Association II 6.50% 1/20/28 MBS 30yr 36202CY72 3,048 2,561,273 SH   SOLE   2,561,273 0 0
Government National Mortgage Association II 6.50% 1/20/29 MBS 30yr 36202DAA9 231 200,239 SH   SOLE   200,239 0 0
Government National Mortgage Association II 6.50% 1/20/32 MBS 30yr 36225BRH3 207 178,163 SH   SOLE   178,163 0 0
Government National Mortgage Association II 6.50% 10/20/28 MBS 30yr 36202C5T6 423 365,648 SH   SOLE   365,648 0 0
Government National Mortgage Association II 6.50% 10/20/34 MBS 30yr 36202EC64 475 406,441 SH   SOLE   406,441 0 0
Government National Mortgage Association II 6.50% 12/20/27 MBS 30yr 36202CYS6 124 103,923 SH   SOLE   103,923 0 0
Government National Mortgage Association II 6.50% 12/20/28 MBS 30yr 36202C7A5 9 7,466 SH   SOLE   7,466 0 0
Government National Mortgage Association II 6.50% 12/20/32 MBS 30yr 36202DVP3 246 213,233 SH   SOLE   213,233 0 0
Government National Mortgage Association II 6.50% 2/20/31 MBS 30yr 36202DLU3 124 108,322 SH   SOLE   108,322 0 0
Government National Mortgage Association II 6.50% 3/20/26 MBS 30yr 36202CM83 202 177,137 SH   SOLE   177,137 0 0
Government National Mortgage Association II 6.50% 3/20/28 MBS 30yr 36202CZ48 14 12,056 SH   SOLE   12,056 0 0
Government National Mortgage Association II 6.50% 3/20/29 MBS 30yr 36202DA68 118 100,931 SH   SOLE   100,931 0 0
Government National Mortgage Association II 6.50% 3/20/31 MBS 30yr 36202DMA6 120 103,313 SH   SOLE   103,313 0 0
Government National Mortgage Association II 6.50% 3/20/32 Agncy CMO Other 38373WJW9 108 94,702 SH   SOLE   94,702 0 0
Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36202C2J1 990 848,703 SH   SOLE   848,703 0 0
Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36209ERU8 270 245,891 SH   SOLE   245,891 0 0
Government National Mortgage Association II 6.50% 4/20/33 MBS 30yr 36202DXE6 25 21,419 SH   SOLE   21,419 0 0
Government National Mortgage Association II 6.50% 5/20/28 MBS 30yr 36202C2X0 3,045 2,558,969 SH   SOLE   2,558,969 0 0
Government National Mortgage Association II 6.50% 5/20/31 MBS 30yr 36202DM57 243 210,009 SH   SOLE   210,009 0 0
Government National Mortgage Association II 6.50% 5/20/32 MBS 30yr 36202DS44 26 22,293 SH   SOLE   22,293 0 0
Government National Mortgage Association II 6.50% 5/20/32 Agncy CMO Z 38373W4S4 304 267,141 SH   SOLE   267,141 0 0
Government National Mortgage Association II 6.50% 5/20/33 MBS 30yr 36202DXV8 277 236,188 SH   SOLE   236,188 0 0
Government National Mortgage Association II 6.50% 6/20/26 MBS 30yr 36202CPP2 567 485,126 SH   SOLE   485,126 0 0
Government National Mortgage Association II 6.50% 6/20/28 MBS 30yr 36202C3L5 152 132,312 SH   SOLE   132,312 0 0
Government National Mortgage Association II 6.50% 6/20/28 Agncy CMO Other 3837H1PL9 356 314,318 SH   SOLE   314,318 0 0
Government National Mortgage Association II 6.50% 6/20/29 MBS 30yr 36202DCC3 33 28,316 SH   SOLE   28,316 0 0
Government National Mortgage Association II 6.50% 6/20/31 MBS 30yr 36202DNL1 73 63,343 SH   SOLE   63,343 0 0
Government National Mortgage Association II 6.50% 7/20/28 MBS 30yr 36202C3Y7 92 79,878 SH   SOLE   79,878 0 0
Government National Mortgage Association II 6.50% 7/20/31 MBS 30yr 36202DNY3 80 69,845 SH   SOLE   69,845 0 0
Government National Mortgage Association II 6.50% 8/16/29 Agncy CMO Other 38373XDM5 194 170,194 SH   SOLE   170,194 0 0
Government National Mortgage Association II 6.50% 8/20/28 MBS 30yr 36202C4P5 72 62,639 SH   SOLE   62,639 0 0
Government National Mortgage Association II 6.50% 8/20/31 MBS 30yr 36202DPD7 1,686 1,454,400 SH   SOLE   1,454,400 0 0
Government National Mortgage Association II 6.50% 8/20/32 MBS 30yr 36225BYE2 210 181,652 SH   SOLE   181,652 0 0
Government National Mortgage Association II 6.50% 8/20/33 MBS 30yr 36202DY54 266 231,241 SH   SOLE   231,241 0 0
Government National Mortgage Association II 7.00% 1/20/29 MBS 30yr 36202DAB7 363 314,391 SH   SOLE   314,391 0 0
Government National Mortgage Association II 7.00% 10/20/25 MBS 30yr 36202CKJ1 2,044 1,748,246 SH   SOLE   1,748,246 0 0
Government National Mortgage Association II 7.00% 10/20/26 MBS 30yr 36202CRW5 8 7,248 SH   SOLE   7,248 0 0
Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DQC8 123 107,440 SH   SOLE   107,440 0 0
Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DSS1 56 46,869 SH   SOLE   46,869 0 0
Government National Mortgage Association II 7.00% 10/20/37 MBS 30yr 36202EP29 772 666,563 SH   SOLE   666,563 0 0
Government National Mortgage Association II 7.00% 10/20/38 MBS 30yr 36202EW70 507 452,261 SH   SOLE   452,261 0 0
Government National Mortgage Association II 7.00% 11/20/27 MBS 30yr 36202CYF4 1,963 1,671,279 SH   SOLE   1,671,279 0 0
Government National Mortgage Association II 7.00% 11/20/31 MBS 30yr 36202DQP9 163 137,910 SH   SOLE   137,910 0 0
Government National Mortgage Association II 7.00% 11/20/34 MBS 30yr 36202EBH1 20 17,670 SH   SOLE   17,670 0 0
Government National Mortgage Association II 7.00% 12/20/25 MBS 30yr 36202CLR2 79 69,559 SH   SOLE   69,559 0 0
Government National Mortgage Association II 7.00% 12/20/27 MBS 30yr 36202CYT4 984 832,181 SH   SOLE   832,181 0 0
Government National Mortgage Association II 7.00% 12/20/28 MBS 30yr 36202C7B3 140 123,131 SH   SOLE   123,131 0 0
Government National Mortgage Association II 7.00% 12/20/32 MBS 30yr 36241LFF8 38,855 32,806,414 SH   SOLE   32,806,414 0 0
Government National Mortgage Association II 7.00% 12/20/34 MBS 30yr 36202EBY4 53 47,257 SH   SOLE   47,257 0 0
Government National Mortgage Association II 7.00% 12/20/37 MBS 30yr 36202EQP7 231 209,235 SH   SOLE   209,235 0 0
Government National Mortgage Association II 7.00% 2/20/28 MBS 30yr 36202CZM8 271 232,987 SH   SOLE   232,987 0 0
Government National Mortgage Association II 7.00% 2/20/31 MBS 30yr 36202DLV1 128 110,080 SH   SOLE   110,080 0 0
Government National Mortgage Association II 7.00% 2/20/32 MBS 30yr 36202DRX1 3 2,703 SH   SOLE   2,703 0 0
Government National Mortgage Association II 7.00% 3/20/28 MBS 30yr 36202CZ55 192 162,737 SH   SOLE   162,737 0 0
Government National Mortgage Association II 7.00% 3/20/29 MBS 30yr 36202DA76 85 75,031 SH   SOLE   75,031 0 0
Government National Mortgage Association II 7.00% 3/20/32 MBS 30yr 36202DSD4 296 249,460 SH   SOLE   249,460 0 0
Government National Mortgage Association II 7.00% 3/20/38 MBS 30yr 36202ERW1 526 453,678 SH   SOLE   453,678 0 0
Government National Mortgage Association II 7.00% 4/20/26 MBS 30yr 36202CNT6 7 5,927 SH   SOLE   5,927 0 0
Government National Mortgage Association II 7.00% 4/20/29 MBS 30yr 36202DBK6 51 43,891 SH   SOLE   43,891 0 0
Government National Mortgage Association II 7.00% 4/20/32 MBS 30yr 36225BSV1 2,692 2,270,213 SH   SOLE   2,270,213 0 0
Government National Mortgage Association II 7.00% 5/20/26 MBS 30yr 36202CPA5 4 3,811 SH   SOLE   3,811 0 0
Government National Mortgage Association II 7.00% 5/20/28 MBS 30yr 36202C2Y8 1,431 1,209,057 SH   SOLE   1,209,057 0 0
Government National Mortgage Association II 7.00% 5/20/29 MBS 30yr 36202DBY6 116 98,029 SH   SOLE   98,029 0 0
Government National Mortgage Association II 7.00% 5/20/31 MBS 30yr 36202DM65 65 54,877 SH   SOLE   54,877 0 0
Government National Mortgage Association II 7.00% 5/20/32 MBS 30yr 36202DS51 43 36,806 SH   SOLE   36,806 0 0
Government National Mortgage Association II 7.00% 6/20/28 MBS 30yr 36202C3M3 135 114,422 SH   SOLE   114,422 0 0
Government National Mortgage Association II 7.00% 7/20/28 MBS 30yr 36202C3Z4 182 154,445 SH   SOLE   154,445 0 0
Government National Mortgage Association II 7.00% 7/20/29 MBS 30yr 36202DCU3 121 103,315 SH   SOLE   103,315 0 0
Government National Mortgage Association II 7.00% 8/20/25 MBS 30yr 36202CH71 59 51,273 SH   SOLE   51,273 0 0
Government National Mortgage Association II 7.00% 8/20/27 MBS 30yr 36202CW82 162 138,763 SH   SOLE   138,763 0 0
Government National Mortgage Association II 7.00% 8/20/28 MBS 30yr 36202C4Q3 126 108,744 SH   SOLE   108,744 0 0
Government National Mortgage Association II 7.00% 8/20/31 MBS 30yr 36202DPE5 367 309,235 SH   SOLE   309,235 0 0
Government National Mortgage Association II 7.00% 9/20/27 MBS 30yr 36202CXL2 514 453,935 SH   SOLE   453,935 0 0
Government National Mortgage Association II 7.00% 9/20/29 MBS 30yr 36202DDN8 2 1,893 SH   SOLE   1,893 0 0
Government National Mortgage Association II 7.00% 9/20/31 MBS 30yr 36202DPT2 94 79,319 SH   SOLE   79,319 0 0
Government National Mortgage Association II 7.00% 9/20/37 MBS 30yr 36202EPP8 8 7,049 SH   SOLE   7,049 0 0
Government National Mortgage Association II 7.00% 9/20/38 MBS 30yr 36202EWG0 290 257,536 SH   SOLE   257,536 0 0
Government National Mortgage Association II 7.5% 1/20/30 MBS 30yr 36202DFG1 257 219,542 SH   SOLE   219,542 0 0
Government National Mortgage Association II 7.5% 2/20/30 MBS 30yr 36202DFY2 724 599,215 SH   SOLE   599,215 0 0
Government National Mortgage Association II 7.5% 3/20/29 MBS 30yr 36202DA84 0 297 SH   SOLE   297 0 0
Government National Mortgage Association II 7.5% 4/20/26 MBS 30yr 36202CNV1 2 2,076 SH   SOLE   2,076 0 0
Government National Mortgage Association II 7.5% 4/20/30 MBS 30yr 36202DGR6 329 274,609 SH   SOLE   274,609 0 0
Government National Mortgage Association II 7.5% 7/20/30 MBS 30yr 36202DHW4 89 74,472 SH   SOLE   74,472 0 0
Government National Mortgage Association II 7.50% 1/20/28 MBS 30yr 36202CY98 20 16,778 SH   SOLE   16,778 0 0
Government National Mortgage Association II 7.50% 10/20/28 MBS 30yr 36202C5V1 180 151,897 SH   SOLE   151,897 0 0
Government National Mortgage Association II 7.50% 10/20/29 MBS 30yr 36202DD65 1,624 1,340,836 SH   SOLE   1,340,836 0 0
Government National Mortgage Association II 7.50% 11/20/25 MBS 30yr 36202CK77 69 59,509 SH   SOLE   59,509 0 0
Government National Mortgage Association II 7.50% 11/20/26 MBS 30yr 36202CSK0 51 44,081 SH   SOLE   44,081 0 0
Government National Mortgage Association II 7.50% 11/20/27 MBS 30yr 36202CYG2 181 154,437 SH   SOLE   154,437 0 0
Government National Mortgage Association II 7.50% 11/20/29 MBS 30yr 36202DEL1 2,523 2,099,205 SH   SOLE   2,099,205 0 0
Government National Mortgage Association II 7.50% 11/20/29 Agncy CMO Z 3837H3FY8 323 279,052 SH   SOLE   279,052 0 0
Government National Mortgage Association II 7.50% 11/20/32 MBS 30yr 36241KHU5 10,435 8,570,346 SH   SOLE   8,570,346 0 0
Government National Mortgage Association II 7.50% 12/20/22 MBS 30yr 36202ATA5 0 309 SH   SOLE   309 0 0
Government National Mortgage Association II 7.50% 12/20/25 MBS 30yr 36202CLU5 0 203 SH   SOLE   203 0 0
Government National Mortgage Association II 7.50% 12/20/26 MBS 30yr 36202CS61 39 33,075 SH   SOLE   33,075 0 0
Government National Mortgage Association II 7.50% 12/20/27 MBS 30yr 36202CYV9 15 12,790 SH   SOLE   12,790 0 0
Government National Mortgage Association II 7.50% 12/20/29 MBS 30yr 36202DE23 1,097 923,501 SH   SOLE   923,501 0 0
Government National Mortgage Association II 7.50% 2/20/29 MBS 30yr 36202DAS0 133 111,917 SH   SOLE   111,917 0 0
Government National Mortgage Association II 7.50% 3/20/28 MBS 30yr 36202CZ63 45 38,391 SH   SOLE   38,391 0 0
Government National Mortgage Association II 7.50% 3/20/30 MBS 30yr 36202DGD7 398 333,635 SH   SOLE   333,635 0 0
Government National Mortgage Association II 7.50% 3/20/32 MBS 30yr 3622A2DB5 9,798 8,265,459 SH   SOLE   8,265,459 0 0
Government National Mortgage Association II 7.50% 4/20/28 MBS 30yr 36202C2M4 2 2,138 SH   SOLE   2,138 0 0
Government National Mortgage Association II 7.50% 5/20/24 MBS 30yr 36202B4A0 0 347 SH   SOLE   347 0 0
Government National Mortgage Association II 7.50% 5/20/30 MBS 30yr 36202DG62 7 6,232 SH   SOLE   6,232 0 0
Government National Mortgage Association II 7.50% 6/20/26 MBS 30yr 36202CPS6 0 189 SH   SOLE   189 0 0
Government National Mortgage Association II 7.50% 6/20/30 MBS 30yr 36202DHK0 32 27,562 SH   SOLE   27,562 0 0
Government National Mortgage Association II 7.50% 7/20/28 MBS 30yr 36202C4A8 4 3,457 SH   SOLE   3,457 0 0
Government National Mortgage Association II 7.50% 7/20/29 MBS 30yr 36202DCV1 37 32,275 SH   SOLE   32,275 0 0
Government National Mortgage Association II 7.50% 8/20/29 MBS 30yr 36202DDB4 76 64,264 SH   SOLE   64,264 0 0
Government National Mortgage Association II 7.50% 8/20/30 MBS 30yr 36202DJA0 552 457,763 SH   SOLE   457,763 0 0
Government National Mortgage Association II 7.50% 9/20/27 MBS 30yr 36202CXN8 18 15,751 SH   SOLE   15,751 0 0
Government National Mortgage Association II 7.50% 9/20/28 MBS 30yr 36202C5F6 254 215,112 SH   SOLE   215,112 0 0
Government National Mortgage Association II 7.50% 9/20/29 MBS 30yr 36202DDP3 1,979 1,648,918 SH   SOLE   1,648,918 0 0
Government National Mortgage Association II 8.00% 1/20/26 MBS 30yr 36202CMD2 128 111,967 SH   SOLE   111,967 0 0
Government National Mortgage Association II 8.00% 1/20/27 MBS 30yr 36202CTT0 12 10,192 SH   SOLE   10,192 0 0
Government National Mortgage Association II 8.00% 10/20/25 MBS 30yr 36202CKP7 2 1,560 SH   SOLE   1,560 0 0
Government National Mortgage Association II 8.00% 10/20/26 MBS 30yr 36202CR21 109 91,372 SH   SOLE   91,372 0 0
Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36202CX40 542 455,952 SH   SOLE   455,952 0 0
Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36225BZ76 3,822 3,130,701 SH   SOLE   3,130,701 0 0
Government National Mortgage Association II 8.00% 10/20/30 MBS 30yr 36202DJ93 761 620,716 SH   SOLE   620,716 0 0
Government National Mortgage Association II 8.00% 11/20/26 MBS 30yr 36202CSM6 132 111,325 SH   SOLE   111,325 0 0
Government National Mortgage Association II 8.00% 11/20/31 MBS 30yr 36225BSP4 3,850 3,167,250 SH   SOLE   3,167,250 0 0
Government National Mortgage Association II 8.00% 12/20/26 MBS 30yr 36202CS95 87 72,092 SH   SOLE   72,092 0 0
Government National Mortgage Association II 8.00% 12/20/30 MBS 30yr 36202DKZ3 1,859 1,514,904 SH   SOLE   1,514,904 0 0
Government National Mortgage Association II 8.00% 2/20/27 MBS 30yr 36202CUC5 51 44,568 SH   SOLE   44,568 0 0
Government National Mortgage Association II 8.00% 2/20/29 MBS 30yr 36202DAT8 46 41,986 SH   SOLE   41,986 0 0
Government National Mortgage Association II 8.00% 3/20/27 MBS 30yr 36202CUW1 6 5,407 SH   SOLE   5,407 0 0
Government National Mortgage Association II 8.00% 3/20/30 MBS 30yr 36202DGE5 518 426,977 SH   SOLE   426,977 0 0
Government National Mortgage Association II 8.00% 4/20/26 MBS 30yr 36202CNW9 12 10,809 SH   SOLE   10,809 0 0
Government National Mortgage Association II 8.00% 4/20/27 MBS 30yr 36202CVF7 21 18,387 SH   SOLE   18,387 0 0
Government National Mortgage Association II 8.00% 4/20/30 MBS 30yr 36202DGS4 729 598,714 SH   SOLE   598,714 0 0
Government National Mortgage Association II 8.00% 5/20/25 MBS 30yr 36202CGN7 11 10,083 SH   SOLE   10,083 0 0
Government National Mortgage Association II 8.00% 5/20/27 MBS 30yr 36202CV26 145 124,353 SH   SOLE   124,353 0 0
Government National Mortgage Association II 8.00% 5/20/29 MBS 30yr 36202DB26 3 3,065 SH   SOLE   3,065 0 0
Government National Mortgage Association II 8.00% 5/20/30 MBS 30yr 36202DG70 373 306,730 SH   SOLE   306,730 0 0
Government National Mortgage Association II 8.00% 6/20/26 MBS 30yr 36202CPT4 18 14,999 SH   SOLE   14,999 0 0
Government National Mortgage Association II 8.00% 6/20/27 MBS 30yr 36202CWE9 90 77,875 SH   SOLE   77,875 0 0
Government National Mortgage Association II 8.00% 6/20/30 Agncy CMO Z 3837H4ND3 156 130,417 SH   SOLE   130,417 0 0
Government National Mortgage Association II 8.00% 7/20/26 MBS 30yr 36202CQA4 11 8,987 SH   SOLE   8,987 0 0
Government National Mortgage Association II 8.00% 7/20/27 MBS 30yr 36202CWU3 143 122,102 SH   SOLE   122,102 0 0
Government National Mortgage Association II 8.00% 7/20/30 MBS 30yr 36202DHX2 30 25,232 SH   SOLE   25,232 0 0
Government National Mortgage Association II 8.00% 8/20/26 MBS 30yr 36202CQX4 129 108,617 SH   SOLE   108,617 0 0
Government National Mortgage Association II 8.00% 8/20/27 MBS 30yr 36202CXB4 334 279,564 SH   SOLE   279,564 0 0
Government National Mortgage Association II 8.00% 9/20/18 MBS 30yr 36202BF34 4 3,470 SH   SOLE   3,470 0 0
Government National Mortgage Association II 8.00% 9/20/25 MBS 30yr 36202CJ38 4 3,479 SH   SOLE   3,479 0 0
Government National Mortgage Association II 8.00% 9/20/26 MBS 30yr 36202CRE5 88 74,116 SH   SOLE   74,116 0 0
Government National Mortgage Association II 8.00% 9/20/27 MBS 30yr 36202CXP3 370 309,326 SH   SOLE   309,326 0 0
Government National Mortgage Association II 8.00% 9/20/29 MBS 30yr 36202DDQ1 333 275,047 SH   SOLE   275,047 0 0
Government National Mortgage Association II 8.00% 9/20/30 MBS 30yr 36202DJS1 57 46,830 SH   SOLE   46,830 0 0
Government National Mortgage Association II 8.00% 9/20/32 MBS 30yr 36241LL61 7,353 5,977,964 SH   SOLE   5,977,964 0 0
Government National Mortgage Association II 8.50% 11/20/31 MBS 30yr 36225BYL6 595 503,670 SH   SOLE   503,670 0 0
Government National Mortgage Association II 8.75% 3/20/17 MBS 30yr 36202LHR7 11 10,411 SH   SOLE   10,411 0 0
Government National Mortgage Association II VRN 11/20/39 Agncy CMO Other 38378DU29 13,883 11,791,849 SH   SOLE   11,791,849 0 0
Government National Mortgage Association II VRN 2/20/39 Agncy CMO Other 38378TLP3 5,277 4,473,338 SH   SOLE   4,473,338 0 0
Government National Mortgage Association II VRN 4/20/34 Agncy CMO Other 38378MSU0 7,809 6,940,594 SH   SOLE   6,940,594 0 0
Government National Mortgage Association VRN 1/16/34 Agncy CMBS 38373MKJ8 672 664,315 SH   SOLE   664,315 0 0
Government National Mortgage Association VRN 10/20/34 Agncy CMO Other 38378HJB3 2,765 2,322,836 SH   SOLE   2,322,836 0 0
Government National Mortgage Association VRN 12/16/50 Agncy CMBS 38376GXR6 7,613 6,882,925 SH   SOLE   6,882,925 0 0
Government National Mortgage Association VRN 12/20/38 Agncy CMO Other 38378MH99 5,649 4,920,417 SH   SOLE   4,920,417 0 0
Government National Mortgage Association VRN 2/16/44 Agncy CMBS 38373MSR2 233 229,437 SH   SOLE   229,437 0 0
Government National Mortgage Association VRN 5/16/46 Agncy CMBS 38373MH60 6,716 6,338,427 SH   SOLE   6,338,427 0 0
Government National Mortgage Association VRN 6/16/32 Agncy CMBS 38373MZ45 830 803,352 SH   SOLE   803,352 0 0
Government National Mortgage Association VRN 8/16/46 Agncy CMBS 38374NJX6 3,510 3,479,962 SH   SOLE   3,479,962 0 0
Government National Mortgage Association VRN 9/16/41 Agncy CMBS 38373MWJ5 4,415 4,164,637 SH   SOLE   4,164,637 0 0
Government National Mortgage Association VRN 9/20/30 Agncy CMO Other 38378PQJ0 12,039 10,578,762 SH   SOLE   10,578,762 0 0
Granite Construction Inc Common Stock 387328107 22,355 559,858 SH   SOLE   559,858 0 0
Halliburton Co Common Stock 406216101 241 4,100 SH   SOLE   4,100 0 0
Hanesbrands Inc Common Stock 410345102 4,021 52,578 SH   SOLE   52,578 0 0
Hanover Insurance Group Inc/The Common Stock 410867105 21,539 350,570 SH   SOLE   350,570 0 0
Harley-Davidson Inc Common Stock 412822108 29,429 441,813 SH   SOLE   441,813 0 0
Harris Corp Common Stock 413875105 123 1,688 SH   SOLE   1,688 0 0
Hartford Financial Services Group Inc Common Stock 416515104 3,469 98,350 SH   SOLE   98,350 0 0
HB Fuller Co Common Stock 359694106 34,103 706,367 SH   SOLE   706,367 0 0
HCA Holdings Inc Common Stock 40412C101 3,675 70,000 SH   SOLE   70,000 0 0
Health Care REIT Inc 3.00% 12/1/29 US DOMESTIC 42217KAR7 7,738 6,533,704 SH   SOLE   6,533,704 0 0
Helen of Troy Ltd Common Stock G4388N106 27,990 404,308 SH   SOLE   404,308 0 0
Helix Energy Solutions Group Inc Common Stock 42330P107 31,183 1,356,975 SH   SOLE   1,356,975 0 0
Helmerich & Payne Inc Common Stock 423452101 26,013 241,850 SH   SOLE   241,850 0 0
Hormel Foods Corp Common Stock 440452100 2,874 58,325 SH   SOLE   58,325 0 0
Hospitality Properties Trust 3.80% 3/15/27 US DOMESTIC 44106MAK8 1,109 1,108,870 SH   SOLE   1,108,870 0 0
Hubbell Inc Common Stock 443510201 18,999 158,500 SH   SOLE   158,500 0 0
Huntington Ingalls Industries Inc Common Stock 446413106 2,135 20,875 SH   SOLE   20,875 0 0
IBERIABANK Corp Common Stock 450828108 33,567 478,500 SH   SOLE   478,500 0 0
ICU Medical Inc Common Stock 44930G107 17,376 290,187 SH   SOLE   290,187 0 0
IDEX Corp Common Stock 45167R104 85 1,164 SH   SOLE   1,164 0 0
Independent Bank Corp Common Stock 453836108 28,100 713,734 SH   SOLE   713,734 0 0
Infinity Property & Casualty Corp Common Stock 45665Q103 19,124 282,775 SH   SOLE   282,775 0 0
ING US Inc Common Stock 45685E106 1,014 27,950 SH   SOLE   27,950 0 0
Ingersoll-Rand PLC Common Stock G47791101 16,388 286,300 SH   SOLE   286,300 0 0
Ingredion Inc Common Stock 457187102 16,383 240,644 SH   SOLE   240,644 0 0
Innophos Holdings Inc Common Stock 45774N108 5,160 90,997 SH   SOLE   90,997 0 0
Integra LifeSciences Holdings Corp Common Stock 457985208 31,916 693,974 SH   SOLE   693,974 0 0
Integrated Device Technology Inc Common Stock 458118106 9,736 796,061 SH   SOLE   796,061 0 0
IntercontinentalExchange Group Inc Common Stock 45866F104 2,557 12,925 SH   SOLE   12,925 0 0
International Flavors & Fragrances Inc Common Stock 459506101 21,535 225,100 SH   SOLE   225,100 0 0
Invesco Ltd Common Stock G491BT108 33,156 896,100 SH   SOLE   896,100 0 0
iShares Russell 2000 Value ETF ETP 464287630 17,065 169,225 SH   SOLE   169,225 0 0
iShares Russell Mid-cap Value ETF ETP 464287473 21,073 306,600 SH   SOLE   306,600 0 0
Itau Unibanco Holding SA ADR 465562106 506 34,048 SH   SOLE   34,048 0 0
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Jarden Corp Common Stock 471109108 3,837 64,125 SH   SOLE   64,125 0 0
JM Smucker Co/The Common Stock 832696405 2,370 24,375 SH   SOLE   24,375 0 0
John Bean Technologies Corp Common Stock 477839104 20,078 649,774 SH   SOLE   649,774 0 0
Johnson Controls Inc Common Stock 478366107 30,048 635,000 SH   SOLE   635,000 0 0
Jones Lang LaSalle Inc Common Stock 48020Q107 47,661 402,200 SH   SOLE   402,200 0 0
Juniper Networks Inc Common Stock 48203R104 34,892 1,354,500 SH   SOLE   1,354,500 0 0
Kaiser Aluminum Corp Common Stock 483007704 16,861 236,081 SH   SOLE   236,081 0 0
Kaiser Aluminum Corp 4.50% 4/1/15 US DOMESTIC 483007AB6 773 512,534 SH   SOLE   512,534 0 0
Kansas City Southern Common Stock 485170302 1,521 14,900 SH   SOLE   14,900 0 0
Kennametal Inc Common Stock 489170100 55,604 1,255,163 SH   SOLE   1,255,163 0 0
Kirby Corp Common Stock 497266106 2,648 26,150 SH   SOLE   26,150 0 0
Kla-Tencor Corp Common Stock 482480100 46,106 666,850 SH   SOLE   666,850 0 0
Korn/Ferry International Common Stock 500643200 24,312 816,650 SH   SOLE   816,650 0 0
Kroger Co/The Common Stock 501044101 3,909 89,550 SH   SOLE   89,550 0 0
Lakeland Financial Corp Common Stock 511656100 17,719 440,548 SH   SOLE   440,548 0 0
Lam Research Corp Common Stock 512807108 209 3,800 SH   SOLE   3,800 0 0
Lancaster Colony Corp Common Stock 513847103 25,377 255,250 SH   SOLE   255,250 0 0
LaSalle Hotel Properties REIT 517942108 38,405 1,226,600 SH   SOLE   1,226,600 0 0
La-Z-Boy Inc Common Stock 505336107 27,146 1,001,680 SH   SOLE   1,001,680 0 0
Lear Corp Common Stock 521865204 90 1,072 SH   SOLE   1,072 0 0
Liberty Media Corp Common Stock 531229102 2,837 21,700 SH   SOLE   21,700 0 0
Lincoln National Corp Common Stock 534187109 1,941 38,300 SH   SOLE   38,300 0 0
Littelfuse Inc Common Stock 537008104 26,444 282,403 SH   SOLE   282,403 0 0
LKQ Corp Common Stock 501889208 2,854 108,325 SH   SOLE   108,325 0 0
LyondellBasell Industries NV Common Stock N53745100 4,400 49,469 SH   SOLE   49,469 0 0
MA COM Technology Solutions Holdings Inc Common Stock 55405Y100 10,230 497,800 SH   SOLE   497,800 0 0
Macy's Inc Common Stock 55616P104 3,971 66,975 SH   SOLE   66,975 0 0
Marathon Petroleum Corp Common Stock 56585A102 69 789 SH   SOLE   789 0 0
Markel Corp Common Stock 570535104 40,535 68,000 SH   SOLE   68,000 0 0
Marriott International Inc/DE Common Stock 571903202 41,158 734,700 SH   SOLE   734,700 0 0
Marsh & McLennan Cos Inc Common Stock 571748102 34,683 703,500 SH   SOLE   703,500 0 0
MasTec Inc Common Stock 576323109 30,016 690,975 SH   SOLE   690,975 0 0
Mastercard Inc Common Stock 57636Q104 171 2,283 SH   SOLE   2,283 0 0
McCraw Hill Financial Inc Common Stock 580645109 160 2,100 SH   SOLE   2,100 0 0
Mcgrath Rentcorp Common Stock 580589109 19,243 550,425 SH   SOLE   550,425 0 0
McKesson Corp Common Stock 58155Q103 84 473 SH   SOLE   473 0 0
Mead Johnson Nutrition Co Common Stock 582839106 113 1,359 SH   SOLE   1,359 0 0
Medtronic Inc Common Stock 585055106 92 1,490 SH   SOLE   1,490 0 0
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Microsemi Corp Common Stock 595137100 33,415 1,335,010 SH   SOLE   1,335,010 0 0
Microsoft Corp Common Stock 594918104 162 3,940 SH   SOLE   3,940 0 0
MicroStrategy Inc Common Stock 594972408 16,768 145,313 SH   SOLE   145,313 0 0
MKS Instruments Inc Common Stock 55306N104 34,816 1,164,817 SH   SOLE   1,164,817 0 0
Modine Manufacturing Co Common Stock 607828100 16,452 1,122,996 SH   SOLE   1,122,996 0 0
Mondelez International Common Stock 609207105 93 2,700 SH   SOLE   2,700 0 0
MTS Systems Corp Common Stock 553777103 8,279 120,879 SH   SOLE   120,879 0 0
Mueller Industries Inc Common Stock 624756102 30,779 1,026,300 SH   SOLE   1,026,300 0 0
Multi-Color Corp Common Stock 625383104 20,312 580,354 SH   SOLE   580,354 0 0
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Newell Rubbermaid Inc Common Stock 651229106 11,819 395,295 SH   SOLE   395,295 0 0
Nordstrom Inc Common Stock 655664100 27,103 434,000 SH   SOLE   434,000 0 0
Norfolk Southern Corp Common Stock 655844108 109 1,120 SH   SOLE   1,120 0 0
Northern Trust Corp Common Stock 665859104 1,964 29,950 SH   SOLE   29,950 0 0
NorthWestern Corp Common Stock 668074305 20,344 428,925 SH   SOLE   428,925 0 0
Nova Measuring Instruments Common Stock M7516K103 289 25,762 SH   SOLE   25,762 0 0
Nu Skin Enterprises Inc Common Stock 67018T105 1,486 17,940 SH   SOLE   17,940 0 0
Oceaneering International Inc Common Stock 675232102 3,079 42,850 SH   SOLE   42,850 0 0
Old National Bancorp/IN Common Stock 680033107 30,321 2,033,626 SH   SOLE   2,033,626 0 0
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Omnicom Group Inc Common Stock 681919106 33,084 455,700 SH   SOLE   455,700 0 0
Omnicom Group Inc 0.00% 7/31/32 US DOMESTIC 681919AV8 7,835 5,888,000 SH   SOLE   5,888,000 0 0
ON Semiconductor Corp Common Stock 682189105 31,097 3,308,150 SH   SOLE   3,308,150 0 0
Owens & Minor Inc Common Stock 690732102 30,427 868,589 SH   SOLE   868,589 0 0
Oxford Industries Inc Common Stock 691497309 5,530 70,717 SH   SOLE   70,717 0 0
Paccar Inc Common Stock 693718108 1,497 22,200 SH   SOLE   22,200 0 0
Packaging Corp of America Common Stock 695156109 111 1,583 SH   SOLE   1,583 0 0
Pacwest Bancorp Common Stock 695263103 31,436 730,901 SH   SOLE   730,901 0 0
Parametric Technology Corp Common Stock 69370C100 30,723 867,155 SH   SOLE   867,155 0 0
Parker Hannifin Corp Common Stock 701094104 24,193 202,100 SH   SOLE   202,100 0 0
Patterson Cos Inc Common Stock 703395103 47,573 1,139,200 SH   SOLE   1,139,200 0 0
Penske Automotive Group Inc Common Stock 70959W103 9,112 213,099 SH   SOLE   213,099 0 0
Pentair Ltd Common Stock H6169Q108 4,403 55,500 SH   SOLE   55,500 0 0
PepsiCo Inc/NC Common Stock 713448108 72 860 SH   SOLE   860 0 0
Perrigo Co PLC Common Stock G97822103 2,741 17,725 SH   SOLE   17,725 0 0
Philip Morris International Inc Common Stock 718172109 131 1,600 SH   SOLE   1,600 0 0
Pike Corp Common Stock 721283109 19,606 1,822,133 SH   SOLE   1,822,133 0 0
Pilgrim's Pride Corp Common Stock 72147K108 65 3,099 SH   SOLE   3,099 0 0
Plexus Corp Common Stock 729132100 33,505 836,152 SH   SOLE   836,152 0 0
PPG Industries Inc Common Stock 693506107 120 620 SH   SOLE   620 0 0
Premier Inc Class A Common Stock 74051N102 119 3,619 SH   SOLE   3,619 0 0
Primerica Inc Common Stock 74164M108 26,695 566,662 SH   SOLE   566,662 0 0
Primoris Services Corp Common Stock 74164F103 19,555 652,284 SH   SOLE   652,284 0 0
Prospect Capital Corp 5.875% 1/15/19 GLOBAL 74348TAM4 1,872 1,780,765 SH   SOLE   1,780,765 0 0
Prosperity Bancshares Inc Common Stock 743606105 10,203 154,241 SH   SOLE   154,241 0 0
PS Business Parks Inc REIT 69360J107 16,282 194,716 SH   SOLE   194,716 0 0
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Quanta Svcs Inc Common Stock 74762E102 4,023 109,025 SH   SOLE   109,025 0 0
Rayonier Trs Holdings Inc 4.50% 8/15/15 US DOMESTIC 75508AAC0 787 542,138 SH   SOLE   542,138 0 0
Rayonier Trs Holdings Inc 4.50% 8/15/15 PRIV PLACEMENT 75508AAD8 3,420 2,354,283 SH   SOLE   2,354,283 0 0
Reliance Steel & Aluminum Co Common Stock 759509102 34,009 481,300 SH   SOLE   481,300 0 0
Republic Services Inc Common Stock 760759100 36,104 1,056,900 SH   SOLE   1,056,900 0 0
Reserve Primary Fund Open-End Fund 761056407 0 0 SH   SOLE   0 0 0
Robert Half International Inc Common Stock 770323103 31,714 756,000 SH   SOLE   756,000 0 0
Rock-Tenn Co Common Stock 772739207 2,618 24,800 SH   SOLE   24,800 0 0
Rockwell Automation Inc Common Stock 773903109 29,058 233,300 SH   SOLE   233,300 0 0
Roper Industries Inc 0.00% 01/15/34 US DOMESTIC 776696AA4 5,769 3,443,000 SH   SOLE   3,443,000 0 0
Rosetta Resources Inc Common Stock 777779307 29,204 626,975 SH   SOLE   626,975 0 0
Ross Stores Inc Common Stock 778296103 2,993 41,825 SH   SOLE   41,825 0 0
RPM International Inc Common Stock 749685103 27,807 664,600 SH   SOLE   664,600 0 0
Rudolph Technologies Inc Common Stock 781270103 15,653 1,371,880 SH   SOLE   1,371,880 0 0
Rush Enterprises Inc Common Stock 781846209 28,513 877,866 SH   SOLE   877,866 0 0
Sally Beauty Holdings Inc Common Stock 79546E104 25,329 924,400 SH   SOLE   924,400 0 0
Seadrill LTD Common Stock G7945E105 128 3,640 SH   SOLE   3,640 0 0
Selective Insurance Group Inc Common Stock 816300107 19,712 845,300 SH   SOLE   845,300 0 0
Sempra Energy Common Stock 816851109 17,823 184,200 SH   SOLE   184,200 0 0
Sensient Technologies Corp Common Stock 81725T100 27,075 479,974 SH   SOLE   479,974 0 0
Shoe Carnival Inc Common Stock 824889109 5,294 229,769 SH   SOLE   229,769 0 0
Silgan Holdings Inc Common Stock 827048109 28,524 576,013 SH   SOLE   576,013 0 0
Skyworks Solutions Inc Common Stock 83088M102 10,659 284,100 SH   SOLE   284,100 0 0
Snyders-Lance Inc Common Stock 833551104 9,518 337,643 SH   SOLE   337,643 0 0
Solera Holdings Inc Common Stock 83421A104 1,857 29,325 SH   SOLE   29,325 0 0
South Jersey Industries Inc Common Stock 838518108 24,940 444,641 SH   SOLE   444,641 0 0
Southwest Airlines Co Common Stock 844741108 36,386 1,541,125 SH   SOLE   1,541,125 0 0
SPDR S&P Biotech ETF ETP 78464A870 1,920 13,475 SH   SOLE   13,475 0 0
St Jude Medical Inc Common Stock 790849103 87 1,330 SH   SOLE   1,330 0 0
Stancorp Financial Group Inc Common Stock 852891100 25,862 387,157 SH   SOLE   387,157 0 0
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Sterling Bancorp Common Stock 85917A100 25,396 2,006,023 SH   SOLE   2,006,023 0 0
Summerset Group Holdings Common Stock Q8794G109 372 119,514 SH   SOLE   119,514 0 0
SunTrust Banks Inc Common Stock 867914103 24,996 628,200 SH   SOLE   628,200 0 0
SVB Financial Group Common Stock 78486Q101 1,825 14,175 SH   SOLE   14,175 0 0
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Syneron Medical Ltd Common Stock M87245102 506 40,665 SH   SOLE   40,665 0 0
Synopsys Inc Common Stock 871607107 26,922 700,900 SH   SOLE   700,900 0 0
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Terex Corp Common Stock 880779103 944 21,300 SH   SOLE   21,300 0 0
Thermo Fisher Scientific Inc Common Stock 883556102 164 1,360 SH   SOLE   1,360 0 0
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Trinity Industries Inc Common Stock 896522109 155 2,155 SH   SOLE   2,155 0 0
Unit Corp Common Stock 909218109 43,997 672,950 SH   SOLE   672,950 0 0
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US Treasury Bond 8.875% 8/15/17 US GOVERNMENT 912810DZ8 48,711 38,719,600 SH   SOLE   38,719,600 0 0
US Treasury Note 1.25% 9/30/15 US GOVERNMENT 912828NZ9 75 74,002 SH   SOLE   74,002 0 0
US Treasury Note 1.75% 7/31/15 US GOVERNMENT 912828NP1 333 325,923 SH   SOLE   325,923 0 0
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Viacom Inc Common Stock 92553P201 101 1,193 SH   SOLE   1,193 0 0
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Honeywell International Inc Common Stock 438516106 70 750 SH   SOLE   750 0 0
UGI Corp Common Stock 902681105 1,824 40,000 SH   SOLE   40,000 0 0