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
Aaron's Inc Common Stock 002535300 14,581 526,400 SH   SOLE   0 0 0
ABM Industries Inc Common Stock 000957100 1,341 50,400 SH   SOLE   0 0 0
Affiliated Managers Group Inc Common Stock 008252108 12,281 67,242 SH   SOLE   0 0 0
Agilent Technologies Inc Common Stock 00846U101 5,622 109,700 SH   SOLE   0 0 0
Air Products & Chemicals Inc Common Stock 009158106 25,653 240,720 SH   SOLE   0 0 0
Airtran Holdings Inc 5.25% 11/16 US DOMESTIC 00949PAD0 11,392 7,668,272 SH   SOLE   0 0 0
Alcoa Inc 5.25% 3/15/14 US DOMESTIC 013817AT8 8,675 6,735,178 SH   SOLE   0 0 0
ALERE INC Common Stock 01449J105 1,510 49,400 SH   SOLE   0 0 0
Alexandria Real Estate Equities Inc REIT 015271109 15,242 238,723 SH   SOLE   0 0 0
Alexion Pharmaceuticals Inc Common Stock 015351109 2,180 18,775 SH   SOLE   0 0 0
Alleghany Corp Common Stock 017175100 17,419 42,524 SH   SOLE   0 0 0
Allegheny Technologies 4.25% 6/1/14 US DOMESTIC 01741RAD4 5,453 5,256,812 SH   SOLE   0 0 0
Allete Inc Common Stock 018522300 1,197 24,800 SH   SOLE   0 0 0
Alliance Data Systems Corp Common Stock 018581108 2,447 11,575 SH   SOLE   0 0 0
Alliant Energy Corp Common Stock 018802108 13,987 282,300 SH   SOLE   0 0 0
Allison Transmission Holdings Inc Common Stock 01973R101 16,633 664,000 SH   SOLE   0 0 0
Altera Corp Common Stock 021441100 10,164 273,540 SH   SOLE   0 0 0
Alza Corp 0.00% 7/28/20 US DOMESTIC 02261WAB5 14,133 11,858,000 SH   SOLE   0 0 0
Amazon.Com Inc Common Stock 023135106 3,659 11,705 SH   SOLE   0 0 0
American Financial Group Inc/OH Common Stock 025932104 1,567 29,000 SH   SOLE   0 0 0
Amerisafe Inc Common Stock 03071H100 759 21,400 SH   SOLE   0 0 0
Amg Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 3,281 55,355 SH   SOLE   0 0 0
Anadarko Petroleum Corp Common Stock 032511107 13,593 146,178 SH   SOLE   0 0 0
Analog Devices Inc Common Stock 032654105 17,069 362,800 SH   SOLE   0 0 0
Analogic Corp Common Stock 032657207 487 5,900 SH   SOLE   0 0 0
Anheuser-Busch InBev NV ADR 03524A108 13,824 139,360 SH   SOLE   0 0 0
Anixter International Inc Common Stock 035290105 2,060 23,500 SH   SOLE   0 0 0
ANN INC Common Stock 035623107 1,782 49,200 SH   SOLE   0 0 0
Apple Inc Common Stock 037833100 32,411 67,985 SH   SOLE   0 0 0
Applied Materials Inc Common Stock 038222105 19,534 1,113,730 SH   SOLE   0 0 0
Archer Daniels .875% 2/15/14 US DOMESTIC 039483AW2 12,033 11,826,981 SH   SOLE   0 0 0
Ares Capital Corp 5.125% 6/1/16 GLOBAL 04010LAD5 10,948 10,389,750 SH   SOLE   0 0 0
Associated Banc-Corp Common Stock 045487105 1,841 118,900 SH   SOLE   0 0 0
Astec Industries Inc Common Stock 046224101 1,416 39,400 SH   SOLE   0 0 0
Atmos Energy Corp Common Stock 049560105 16,810 394,700 SH   SOLE   0 0 0
Autoliv Inc Common Stock 052800109 17,076 195,400 SH   SOLE   0 0 0
Avery Dennison Corp Common Stock 053611109 16,768 385,300 SH   SOLE   0 0 0
Avnet Inc Common Stock 053807103 16,709 400,600 SH   SOLE   0 0 0
Bank Of America Corp Pfd 7.25% 12/31/49 PUBLIC 060505682 8,565 7,922 SH   SOLE   0 0 0
Bank of New York Mellon Corp/The Common Stock 064058100 15,643 518,180 SH   SOLE   0 0 0
Barnes Group Inc Common Stock 067806109 1,442 41,300 SH   SOLE   0 0 0
Baxter International Inc Common Stock 071813109 14,514 220,950 SH   SOLE   0 0 0
Becton Dickinson and Co Common Stock 075887109 19,603 196,000 SH   SOLE   0 0 0
Bemis Co Inc Common Stock 081437105 13,568 347,900 SH   SOLE   0 0 0
Benchmark Electronics Inc Common Stock 08160H101 661 28,900 SH   SOLE   0 0 0
Biogen Idec Inc Common Stock 09062X103 2,590 10,760 SH   SOLE   0 0 0
Black Diamond Group Ltd Common Stock 09202D207 3,383 141,270 SH   SOLE   0 0 0
Boeing Co/The Common Stock 097023105 12,255 104,300 SH   SOLE   0 0 0
Boise Inc Common Stock 09746Y105 1,383 109,800 SH   SOLE   0 0 0
Boston Properties LP 3.625% 2/15/14 PRIV PLACEMENT 10112RAM6 7,451 7,256,585 SH   SOLE   0 0 0
BP Plc ADR 055622104 14,476 344,440 SH   SOLE   0 0 0
Broadcom Corp Common Stock 111320107 11,232 431,850 SH   SOLE   0 0 0
Broadridge Financial Solutions Inc Common Stock 11133T103 20,434 643,600 SH   SOLE   0 0 0
Brown & Brown Inc Common Stock 115236101 860 26,800 SH   SOLE   0 0 0
Brunswick Corp/DE Common Stock 117043109 1,193 29,900 SH   SOLE   0 0 0
C&J Energy Services Inc Common Stock 12467B304 927 46,200 SH   SOLE   0 0 0
Cabot Corp Common Stock 127055101 1,550 36,300 SH   SOLE   0 0 0
Cameron International Corp Common Stock 13342B105 2,454 42,050 SH   SOLE   0 0 0
Canadian Pacific Railway Ltd Common Stock 13645T100 2,359 19,135 SH   SOLE   0 0 0
Capital One Financial Corp Common Stock 14040H105 20,949 304,760 SH   SOLE   0 0 0
Carefusion Corp Common Stock 14170T101 18,062 489,500 SH   SOLE   0 0 0
Carlisle Cos Inc Common Stock 142339100 1,455 20,700 SH   SOLE   0 0 0
Catamaran Corp Common Stock 148887102 2,390 52,025 SH   SOLE   0 0 0
Celadon Group Inc Common Stock 150838100 308 16,531 SH   SOLE   0 0 0
Celgene Corp Common Stock 151020104 2,990 19,425 SH   SOLE   0 0 0
Cerner Corp Common Stock 156782104 2,388 45,450 SH   SOLE   0 0 0
Charles River Laboratories International Inc Common Stock 159864107 1,572 34,000 SH   SOLE   0 0 0
Charles Schwab Corp/The Common Stock 808513105 2,385 112,850 SH   SOLE   0 0 0
Cheesecake Factory Inc/The Common Stock 163072101 1,511 34,400 SH   SOLE   0 0 0
Chesapeake Energy Corp Common Stock 165167107 16,252 628,000 SH   SOLE   0 0 0
Chesapeake Energy Corp 2.50% 5/15/37 US DOMESTIC 165167BZ9 8,314 8,462,573 SH   SOLE   0 0 0
Chico's FAS Inc Common Stock 168615102 15,865 952,300 SH   SOLE   0 0 0
Chipotle Mexican Grill Inc Common Stock 169656105 1,806 4,215 SH   SOLE   0 0 0
Chubb Corp Common Stock 171232101 12,746 142,800 SH   SOLE   0 0 0
Cimarex Energy Co Common Stock 171798101 16,686 173,100 SH   SOLE   0 0 0
Cintas Corp Common Stock 172908105 18,001 351,600 SH   SOLE   0 0 0
CITIGROUP INC Common Stock 172967424 15,904 327,850 SH   SOLE   0 0 0
Citrix Systems Inc Common Stock 177376100 17,895 253,440 SH   SOLE   0 0 0
City National Corp/CA Common Stock 178566105 10,019 150,300 SH   SOLE   0 0 0
Cloud Peak Energy Inc Common Stock 18911Q102 959 65,400 SH   SOLE   0 0 0
CME Group Inc Common Stock 12572Q105 1,743 23,600 SH   SOLE   0 0 0
Columbia Banking System Inc Common Stock 197236102 1,669 67,600 SH   SOLE   0 0 0
Comcast Corp Common Stock 20030N101 12,697 281,230 SH   SOLE   0 0 0
Computer Modelling Group Ltd Common Stock 205249105 3,106 132,477 SH   SOLE   0 0 0
Conmed Corp Common Stock 207410101 1,672 49,200 SH   SOLE   0 0 0
Crown Holdings Inc Common Stock 228368106 18,755 443,600 SH   SOLE   0 0 0
Cullen/Frost Bankers Inc Common Stock 229899109 19,316 273,800 SH   SOLE   0 0 0
Cummins Inc Common Stock 231021106 2,800 21,075 SH   SOLE   0 0 0
Dana Holding Corp Common Stock 235825205 1,715 75,100 SH   SOLE   0 0 0
Danaher Corp Common Stock 235851102 11,272 162,610 SH   SOLE   0 0 0
Danaher Corp 0.00% 1/22/21 US DOMESTIC 235851AF9 13,288 6,595,000 SH   SOLE   0 0 0
Devon Energy Corp Common Stock 25179M103 15,589 269,900 SH   SOLE   0 0 0
Dick's Sporting Goods Inc Common Stock 253393102 7,909 148,180 SH   SOLE   0 0 0
Diebold Inc Common Stock 253651103 1,385 47,200 SH   SOLE   0 0 0
DIRECTV Common Stock 25490A309 11,220 187,790 SH   SOLE   0 0 0
Dominion Resources Inc PUBLIC 25746U703 6,740 126,233 SH   SOLE   0 0 0
Dominion Resources Inc PUBLIC 25746U885 6,741 126,131 SH   SOLE   0 0 0
Dominion Resources Inc 2.125% 12/15/23 US DOMESTIC 25746UAT6 6,960 3,758,656 SH   SOLE   0 0 0
Dover Corp Common Stock 260003108 19,371 215,651 SH   SOLE   0 0 0
Dow Chemical Co/The Common Stock 260543103 15,833 412,320 SH   SOLE   0 0 0
Drew Industries Inc Common Stock 26168L205 1,092 24,000 SH   SOLE   0 0 0
Ecolab Inc Common Stock 278865100 1,814 18,375 SH   SOLE   0 0 0
El Paso Electric Co Common Stock 283677854 1,132 33,900 SH   SOLE   0 0 0
EMC Corp 1.75% 12/1/13 US DOMESTIC 268648AM4 26,725 16,722,818 SH   SOLE   0 0 0
EMC Corp/Massachusetts Common Stock 268648102 19,707 771,010 SH   SOLE   0 0 0
EMCOR Group Inc Common Stock 29084Q100 2,179 55,700 SH   SOLE   0 0 0
Encore Wire Corp Common Stock 292562105 997 25,300 SH   SOLE   0 0 0
Energen Corp Common Stock 29265N108 17,117 224,084 SH   SOLE   0 0 0
Entegris Inc Common Stock 29362U104 899 88,600 SH   SOLE   0 0 0
Esterline Technologies Corp Common Stock 297425100 1,821 22,800 SH   SOLE   0 0 0
Facebook Inc Common Stock 30303M102 2,204 43,875 SH   SOLE   0 0 0
Fairchild Semiconductor International Inc Common Stock 303726103 1,271 91,565 SH   SOLE   0 0 0
Fannie Mae Grantor Trust 7.50% 7/25/41 Agncy CMO Other 31359SR69 562 466,324 SH   SOLE   0 0 0
Fastenal Co Common Stock 311900104 2,189 43,575 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 4.50% 10/1/33 MBS 30yr 31296N6S1 524 491,489 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 4.50% 12/1/39 MBS 30yr 312938KQ5 1,319 1,238,755 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 5.00% 11/1/33 MBS 30yr 31283HYW9 675 623,200 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 5.00% 5/1/34 MBS 30yr 31292JBG4 170 157,688 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 5.00% 6/1/33 MBS 30yr 31292HXB5 245 226,869 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 5.00% 8/1/33 MBS 30yr 31296MGB9 445 410,199 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWCK2 7 7,187 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWEE4 9 8,732 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 5.50% 10/1/35 MBS 30yr 3128MJCY4 161 148,570 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 5.50% 10/1/36 MBS 30yr 3128LXTD2 12 11,244 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 5.50% 7/1/20 MBS 15yr 31283K4G0 178 166,265 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.00% 12/1/31 MBS 30yr 31287L4D1 29 26,713 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.00% 2/1/32 MBS 30yr 31287PC84 46 42,152 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.00% 4/1/26 MBS 30yr 3128FBJ63 15 13,880 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.00% 4/1/28 MBS 30yr 31292GU53 15 14,136 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.00% 4/1/37 MBS 30yr 3128M4RD7 333 305,199 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.00% 5/1/29 MBS 30yr 31283HEG6 25 23,266 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.00% 5/1/33 MBS 30yr 31288JT71 1,018 917,273 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.00% 6/1/34 MBS 30yr 31297A3B8 497 447,087 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.00% 8/1/32 MBS Other 31281AD74 70 65,260 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.50% 1/1/29 MBS 30yr 31292GX68 32 29,606 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.50% 12/1/32 MBS 30yr 31283H6C4 124 112,389 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.50% 12/1/33 MBS 30yr 3128M5CD0 390 350,682 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 25 23,371 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.50% 7/1/28 MBS 30yr 31292GWN2 15 14,182 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 6.50% 7/1/32 MBS 30yr 31287U4M1 294 263,265 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 7.00% 1/1/33 MBS 30yr 3128K6NM8 112 102,556 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 7.00% 10/1/29 MBS 30yr 31293XP51 2 2,614 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 7.00% 11/1/28 MBS 30yr 31292GXF8 6 5,597 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TFE2 18 16,076 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 7.00% 9/1/30 MBS 30yr 31298EYZ2 28 24,991 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 7.50% 12/15/36 Agncy CMO Other 3137A0YK5 1,108 904,441 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 7.50% 4/25/24 Agncy CMO Other 3133T46G6 1,652 1,439,465 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 8.00% 2/1/34 MBS 30yr 3128M85V2 1,699 1,417,983 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 8.00% 3/1/17 MBS 30yr 313401XK2 15 14,391 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 8.00% 4/1/17 MBS 30yr 313401XQ9 16 14,928 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 8.00% 6/1/17 MBS 30yr 31290LDA2 117 109,201 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 19 19,040 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 8.00% 7/1/29 MBS 30yr 31283HJE6 397 314,246 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 9.00% 12/25/18 MBS Other 31335PNA9 3,324 3,075,228 SH   SOLE   0 0 0
Federal Home Loan Mortgage Corp 9.50% 8/1/21 MBS 30yr 313960XS0 2 2,617 SH   SOLE   0 0 0
Federal National Mortgage Association 10.00% 10/1/17 MBS 30yr 313614SD2 0 36 SH   SOLE   0 0 0
Federal National Mortgage Association 10.00% 11/1/13 MBS Other 31384G5J0 0 314 SH   SOLE   0 0 0
Federal National Mortgage Association 10.00% 8/1/17 MBS 30yr 313614RX9 0 47 SH   SOLE   0 0 0
Federal National Mortgage Association 10.00% 8/1/17 MBS 30yr 31362B3W0 0 261 SH   SOLE   0 0 0
Federal National Mortgage Association 10.50% 11/1/13 MBS Other 31384G5L5 0 585 SH   SOLE   0 0 0
Federal National Mortgage Association 11.00% 11/1/13 MBS Other 31384G5N1 0 103 SH   SOLE   0 0 0
Federal National Mortgage Association 5.00% 11/1/33 MBS 30yr 31403BQJ5 743 674,485 SH   SOLE   0 0 0
Federal National Mortgage Association 5.00% 2/1/36 MBS 30yr 31410FSK2 396 365,769 SH   SOLE   0 0 0
Federal National Mortgage Association 5.00% 3/1/34 MBS 30yr 31402CU67 306 282,103 SH   SOLE   0 0 0
Federal National Mortgage Association 5.00% 6/1/34 MBS 30yr 31403CXJ5 269 248,450 SH   SOLE   0 0 0
Federal National Mortgage Association 5.00% 9/1/24 MBS 15yr 31412QJZ3 1,287 1,191,198 SH   SOLE   0 0 0
Federal National Mortgage Association 5.50% 7/1/33 MBS 30yr 31385XJW8 679 622,361 SH   SOLE   0 0 0
Federal National Mortgage Association 5.50% 7/1/33 MBS 30yr 31402ACV6 206 188,292 SH   SOLE   0 0 0
Federal National Mortgage Association 6.00% 2/1/33 MBS 30yr 31400A2X5 202 185,469 SH   SOLE   0 0 0
Federal National Mortgage Association 6.00% 5/1/29 MBS 30yr 31382YR83 103 94,565 SH   SOLE   0 0 0
Federal National Mortgage Association 6.00% 5/1/37 MBS 30yr 31411X4G7 186 169,744 SH   SOLE   0 0 0
Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 103 95,551 SH   SOLE   0 0 0
Federal National Mortgage Association 6.00% 9/1/29 MBS 30yr 31374TYW3 35 32,158 SH   SOLE   0 0 0
Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31376JZ44 142 128,525 SH   SOLE   0 0 0
Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31390MHY3 258 235,092 SH   SOLE   0 0 0
Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31376KTH9 652 591,632 SH   SOLE   0 0 0
Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31402RRR2 551 498,508 SH   SOLE   0 0 0
Federal National Mortgage Association 6.00% 9/1/36 MBS 30yr 31407JBG6 702 643,920 SH   SOLE   0 0 0
Federal National Mortgage Association 6.50% 1/1/32 MBS 30yr 31389BAB7 7 6,885 SH   SOLE   0 0 0
Federal National Mortgage Association 6.50% 10/1/32 MBS 30yr 31390HRT4 11 10,500 SH   SOLE   0 0 0
Federal National Mortgage Association 6.50% 10/1/36 MBS 30yr 31410QBK6 82 74,068 SH   SOLE   0 0 0
Federal National Mortgage Association 6.50% 11/1/36 MBS 30yr 31411CD40 21 18,903 SH   SOLE   0 0 0
Federal National Mortgage Association 6.50% 4/1/32 MBS 30yr 31388XTE4 7 7,004 SH   SOLE   0 0 0
Federal National Mortgage Association 6.50% 4/1/37 MBS 30yr 31411UPM7 22 20,178 SH   SOLE   0 0 0
Federal National Mortgage Association 6.50% 7/1/17 MBS 15yr 31371KQ20 48 45,546 SH   SOLE   0 0 0
Federal National Mortgage Association 6.50% 7/18/28 Agncy CMO Other 31359T3Y2 350 304,865 SH   SOLE   0 0 0
Federal National Mortgage Association 6.50% 8/1/36 MBS 30yr 31403DRY7 180 160,795 SH   SOLE   0 0 0
Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31371GZ86 13 11,518 SH   SOLE   0 0 0
Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31380PJE0 35 32,244 SH   SOLE   0 0 0
Federal National Mortgage Association 7.00% 10/1/26 MBS 30yr 31374TVC0 28 25,301 SH   SOLE   0 0 0
Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 4 3,984 SH   SOLE   0 0 0
Federal National Mortgage Association 7.00% 12/1/37 MBS 30yr 31412MBE7 22 18,311 SH   SOLE   0 0 0
Federal National Mortgage Association 7.00% 5/1/22 MBS 20yr 31371KQF1 62 55,408 SH   SOLE   0 0 0
Federal National Mortgage Association 7.50% 12/1/28 MBS 30yr 31374TKE8 150 131,166 SH   SOLE   0 0 0
Federal National Mortgage Association 7.50% 5/1/29 MBS 30yr 31382ULZ7 2 2,217 SH   SOLE   0 0 0
Federal National Mortgage Association 7.50% 8/1/37 MBS 30yr 31418MJP8 1,031 877,079 SH   SOLE   0 0 0
Federal National Mortgage Association 8.00% 11/1/19 MBS 20yr 31384G4N2 35 31,151 SH   SOLE   0 0 0
Federal National Mortgage Association 8.00% 12/1/36 MBS 30yr 3138EGM50 622 516,065 SH   SOLE   0 0 0
Federal National Mortgage Association 8.00% 3/1/30 MBS 30yr 31384VZE5 5 5,158 SH   SOLE   0 0 0
Federal National Mortgage Association 8.00% 4/1/27 MBS 30yr 31384AB64 60 57,961 SH   SOLE   0 0 0
Federal National Mortgage Association 8.00% 9/1/30 MBS 30yr 31384WMW7 603 477,782 SH   SOLE   0 0 0
Federal National Mortgage Association 8.50% 10/1/32 MBS 30yr 31418MJT0 856 705,601 SH   SOLE   0 0 0
Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 0 516 SH   SOLE   0 0 0
Federal National Mortgage Association 8.50% 12/1/24 MBS 30yr 31373TUF5 550 467,912 SH   SOLE   0 0 0
Federal National Mortgage Association 9.25% 3/25/18 Agncy CMO Z 313602BE3 10 9,757 SH   SOLE   0 0 0
Federal National Mortgage Association 9.50% 4/1/30 MBS 30yr 31384WAH3 753 626,041 SH   SOLE   0 0 0
Fidelity National Information Services Inc Common Stock 31620M106 18,120 390,200 SH   SOLE   0 0 0
Fifth Third Bancorp Common Stock 316773100 18,218 1,009,900 SH   SOLE   0 0 0
Fluor Corp 1.50% 2/15/24 US DOMESTIC 343412AA0 10,719 4,164,097 SH   SOLE   0 0 0
FNMA TBA 3.00% OCT 42 MBS 30yr 01F0306A1 4,289 4,391,000 SH   SOLE   0 0 0
FNMA TBA 3.50% 10/25/43 MBS 30yr 01F0326A7 2,996 2,943,999 SH   SOLE   0 0 0
FNMA TBA 4.00% 10/25/42 MBS 30yr 01F0406A0 6,289 5,996,001 SH   SOLE   0 0 0
FNMA TBA 4.50% 10/25/42 MBS 30yr 01F0426A6 955 894,999 SH   SOLE   0 0 0
Ford Motor Co 4.25% 11/15/16 US DOMESTIC 345370CN8 11,278 5,709,059 SH   SOLE   0 0 0
Forward Air Corp Common Stock 349853101 1,190 29,500 SH   SOLE   0 0 0
GATX Corp Common Stock 361448103 1,278 26,900 SH   SOLE   0 0 0
General Dynamics Corp Common Stock 369550108 17,800 203,390 SH   SOLE   0 0 0
GENERAL MOTORS CO Common Stock 37045V100 24,071 669,210 SH   SOLE   0 0 0
Gilead Sciences Inc Common Stock 375558103 2,893 46,050 SH   SOLE   0 0 0
Gilead Sciences Inc 1.625% 5/1/16 US DOMESTIC 375558AP8 38,030 13,735,507 SH   SOLE   0 0 0
Google Inc Common Stock 38259P508 23,509 26,840 SH   SOLE   0 0 0
Government National Mortgage Association 5.00% 10/15/34 MBS 30yr 36241KMA3 328 299,585 SH   SOLE   0 0 0
Government National Mortgage Association 5.00% 7/15/33 MBS 30yr 36213FWS8 674 614,828 SH   SOLE   0 0 0
Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 1,213 1,046,458 SH   SOLE   0 0 0
Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 36241KYF9 247 217,349 SH   SOLE   0 0 0
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 29 24,364 SH   SOLE   0 0 0
Government National Mortgage Association 7.09% 7/15/33 MBS Other 36297HGJ1 953 945,081 SH   SOLE   0 0 0
Government National Mortgage Association 9.00% 3/15/20 MBS 30yr 36220SBA3 0 956 SH   SOLE   0 0 0
Government National Mortgage Association 9.50% 2/15/19 MBS 30yr 3621965Z6 3 3,797 SH   SOLE   0 0 0
Government National Mortgage Association 9.50% 3/15/23 MBS 30yr 36225AAK6 9 8,989 SH   SOLE   0 0 0
Government National Mortgage Association 9.50% 9/15/20 MBS 30yr 36220WST5 14 14,369 SH   SOLE   0 0 0
Government National Mortgage Association II 5.50% 2/20/40 MBS 30yr 36202FEK8 627 567,262 SH   SOLE   0 0 0
Granite Construction Inc Common Stock 387328107 1,542 50,400 SH   SOLE   0 0 0
Group 1 Automotive Inc Common Stock 398905109 893 11,500 SH   SOLE   0 0 0
Hanover Insurance Group Inc/The Common Stock 410867105 1,427 25,800 SH   SOLE   0 0 0
Harley-Davidson Inc Common Stock 412822108 16,657 259,300 SH   SOLE   0 0 0
Harman International Industries Inc Common Stock 413086109 1,311 19,800 SH   SOLE   0 0 0
Harris Teeter Supermarkets Inc Common Stock 414585109 1,136 23,100 SH   SOLE   0 0 0
Hasbro Inc Common Stock 418056107 11,742 249,100 SH   SOLE   0 0 0
HB Fuller Co Common Stock 359694106 1,606 35,550 SH   SOLE   0 0 0
Health Care REIT Inc PUBLIC 42217K601 6,012 104,482 SH   SOLE   0 0 0
Health Care REIT Inc 3.00% 12/1/29 US DOMESTIC 42217KAR7 4,463 3,608,943 SH   SOLE   0 0 0
Helix Energy Solutions Group Inc Common Stock 42330P107 1,126 44,400 SH   SOLE   0 0 0
Helmerich & Payne Inc Common Stock 423452101 17,602 255,300 SH   SOLE   0 0 0
Hertz Global Holdings Inc Common Stock 42805T105 1,829 82,550 SH   SOLE   0 0 0
Hubbell Inc Common Stock 443510201 9,405 89,800 SH   SOLE   0 0 0
IBERIABANK Corp Common Stock 450828108 1,250 24,100 SH   SOLE   0 0 0
ICU Medical Inc Common Stock 44930G107 794 11,700 SH   SOLE   0 0 0
Independent Bank Corp Common Stock 453836108 1,545 43,300 SH   SOLE   0 0 0
Infinity Property & Casualty Corp Common Stock 45665Q103 1,188 18,400 SH   SOLE   0 0 0
Innophos Holdings Inc Common Stock 45774N108 1,187 22,500 SH   SOLE   0 0 0
Integra LifeSciences Holdings Corp Common Stock 457985208 1,038 25,800 SH   SOLE   0 0 0
Intel Corp Common Stock 458140100 16,482 719,130 SH   SOLE   0 0 0
Intel Corp 3.25% 8/1/39 US DOMESTIC 458140AF7 27,502 22,212,755 SH   SOLE   0 0 0
International Flavors & Fragrances Inc Common Stock 459506101 12,534 152,300 SH   SOLE   0 0 0
International Game Technology Common Stock 459902102 16,283 860,200 SH   SOLE   0 0 0
International Game Technology 3.25% 5/1/14 US DOMESTIC 459902AQ5 10,869 9,825,823 SH   SOLE   0 0 0
Janus Capital Group Inc 0.75% 7/15/18 US DOMESTIC 47102XAH8 7,693 7,366,959 SH   SOLE   0 0 0
JB Hunt Transport Services Inc Common Stock 445658107 2,424 33,250 SH   SOLE   0 0 0
Jefferies Group Inc 3.875% 11/1/29 US DOMESTIC 472319AG7 10,058 9,596,587 SH   SOLE   0 0 0
John Bean Technologies Corp Common Stock 477839104 868 34,900 SH   SOLE   0 0 0
Johnson & Johnson Common Stock 478160104 14,163 163,380 SH   SOLE   0 0 0
Johnson Controls Inc Common Stock 478366107 24,875 599,400 SH   SOLE   0 0 0
JPMorgan Chase & Co Common Stock 46625H100 18,827 364,240 SH   SOLE   0 0 0
Juniper Networks Inc Common Stock 48203R104 17,413 876,813 SH   SOLE   0 0 0
Kaiser Aluminum Corp Common Stock 483007704 904 12,700 SH   SOLE   0 0 0
Kennametal Inc Common Stock 489170100 21,144 463,700 SH   SOLE   0 0 0
Koninklijke Philips Electronics NV NY Reg Shrs 500472303 20,284 628,990 SH   SOLE   0 0 0
Korn/Ferry International Common Stock 500643200 1,033 48,300 SH   SOLE   0 0 0
Lakeland Financial Corp Common Stock 511656100 845 25,900 SH   SOLE   0 0 0
Lam Research Corp Common Stock 512807108 18,360 358,668 SH   SOLE   0 0 0
Lam Research Corp 1.25% 5/15/18 US DOMESTIC 512807AL2 12,275 10,202,889 SH   SOLE   0 0 0
Lancaster Colony Corp Common Stock 513847103 1,056 13,500 SH   SOLE   0 0 0
LaSalle Hotel Properties REIT 517942108 1,876 65,800 SH   SOLE   0 0 0
La-Z-Boy Inc Common Stock 505336107 1,651 72,700 SH   SOLE   0 0 0
Linamar Corp Common Stock 53278L107 2,057 61,271 SH   SOLE   0 0 0
Linkedin Corporation Common Stock 53578A108 1,975 8,030 SH   SOLE   0 0 0
Littelfuse Inc Common Stock 537008104 946 12,100 SH   SOLE   0 0 0
MA COM Technology Solutions Holdings Inc Common Stock 55405Y100 428 25,200 SH   SOLE   0 0 0
Markel Corp Common Stock 570535104 18,121 35,000 SH   SOLE   0 0 0
Marriott International Inc/DE Common Stock 571903202 18,699 444,600 SH   SOLE   0 0 0
Marsh & McLennan Cos Inc Common Stock 571748102 18,160 417,000 SH   SOLE   0 0 0
Mcgrath Rentcorp Common Stock 580589109 906 25,400 SH   SOLE   0 0 0
Measurement Specialties Inc Common Stock 583421102 265 4,900 SH   SOLE   0 0 0
Men's Wearhouse Inc/The Common Stock 587118100 1,314 38,600 SH   SOLE   0 0 0
Merck & Co Inc Common Stock 58933Y105 23,350 490,450 SH   SOLE   0 0 0
MetLife Inc Common Stock 59156R108 26,734 569,421 SH   SOLE   0 0 0
Metlife Inc Pfd 9/11/13 PUBLIC 59156R116 13,339 465,454 SH   SOLE   0 0 0
Micron Technology Inc 3.125% 5/1/32 US DOMESTIC 595112AX1 6,319 3,332,728 SH   SOLE   0 0 0
Microsemi Corp Common Stock 595137100 1,719 70,900 SH   SOLE   0 0 0
MKS Instruments Inc Common Stock 55306N104 1,691 63,600 SH   SOLE   0 0 0
Modine Manufacturing Co Common Stock 607828100 430 29,400 SH   SOLE   0 0 0
Mohawk Industries Inc Common Stock 608190104 10,068 77,300 SH   SOLE   0 0 0
Monsanto Co Common Stock 61166W101 4,005 38,375 SH   SOLE   0 0 0
MTS Systems Corp Common Stock 553777103 849 13,195 SH   SOLE   0 0 0
Mueller Industries Inc Common Stock 624756102 1,002 18,000 SH   SOLE   0 0 0
New York Community Capital Trust V PUBLIC 64944P307 11,201 230,725 SH   SOLE   0 0 0
Newmont Mining Corp 1.625% 7/15/17 US DOMESTIC 651639AJ5 12,574 11,405,379 SH   SOLE   0 0 0
News Corp - Class A Common Stock 65249B109 12,893 802,850 SH   SOLE   0 0 0
Nextera Energy PUBLIC 65339F887 6,708 122,770 SH   SOLE   0 0 0
Nordstrom Inc Common Stock 655664100 16,140 287,200 SH   SOLE   0 0 0
NorthWestern Corp Common Stock 668074305 1,069 23,800 SH   SOLE   0 0 0
Novellus Systems 2.625% 5/15/41 US DOMESTIC 670008AD3 10,929 6,903,977 SH   SOLE   0 0 0
Nuance Communications Inc 2.75% 11/1/31 US DOMESTIC 67020YAF7 4,134 4,090,861 SH   SOLE   0 0 0
Occidental Petroleum Corp Common Stock 674599105 16,771 179,300 SH   SOLE   0 0 0
Old National Bancorp/IN Common Stock 680033107 1,736 122,300 SH   SOLE   0 0 0
Olin Corp Common Stock 680665205 1,693 73,400 SH   SOLE   0 0 0
Omnicom Group Inc Common Stock 681919106 15,929 251,100 SH   SOLE   0 0 0
Omnicom Group Inc 0.00% 7/31/32 US DOMESTIC 681919AV8 2,986 2,477,000 SH   SOLE   0 0 0
Owens & Minor Inc Common Stock 690732102 1,601 46,300 SH   SOLE   0 0 0
Owens-Brockway 3.00% 6/1/15 PRIV PLACEMENT 69073TAQ6 2,642 2,554,459 SH   SOLE   0 0 0
Oxford Industries Inc Common Stock 691497309 795 11,700 SH   SOLE   0 0 0
Pacwest Bancorp Common Stock 695263103 1,807 52,600 SH   SOLE   0 0 0
Paladin Labs Inc Common Stock 695942102 2,443 40,516 SH   SOLE   0 0 0
Parametric Technology Corp Common Stock 69370C100 1,984 69,800 SH   SOLE   0 0 0
Parker Hannifin Corp Common Stock 701094104 17,401 160,060 SH   SOLE   0 0 0
Patterson Cos Inc Common Stock 703395103 21,501 534,872 SH   SOLE   0 0 0
Penske Automotive Group Inc Common Stock 70959W103 10,592 247,900 SH   SOLE   0 0 0
PetSmart Inc Common Stock 716768106 14,701 192,780 SH   SOLE   0 0 0
Pfizer Inc Common Stock 717081103 17,794 619,790 SH   SOLE   0 0 0
Platinum Group Metals Ltd Common Stock 72765Q205 1,455 1,438,770 SH   SOLE   0 0 0
Plexus Corp Common Stock 729132100 680 18,300 SH   SOLE   0 0 0
Priceline.com Inc Common Stock 741503403 4,786 4,735 SH   SOLE   0 0 0
Priceline.Com Inc 1.00% 3/15/18 US DOMESTIC 741503AQ9 11,540 8,981,105 SH   SOLE   0 0 0
Priceline.com Inc 1.25% 3/15/15 US DOMESTIC 741503AN6 19,241 5,799,971 SH   SOLE   0 0 0
Primerica Inc Common Stock 74164M108 681 16,900 SH   SOLE   0 0 0
PRIMORIS SERVICES CORP Common Stock 74164F103 1,546 60,700 SH   SOLE   0 0 0
Procter & Gamble Co/The Common Stock 742718109 23,499 310,880 SH   SOLE   0 0 0
Prologis LP 3.25% 3/15/15 US DOMESTIC 74340XAT8 10,228 9,036,517 SH   SOLE   0 0 0
Prosperity Bancshares Inc Common Stock 743606105 1,459 23,600 SH   SOLE   0 0 0
PS Business Parks Inc REIT 69360J107 992 13,300 SH   SOLE   0 0 0
PVH CORP Common Stock 693656100 15,252 128,510 SH   SOLE   0 0 0
Qualcomm Inc Common Stock 747525103 3,017 44,800 SH   SOLE   0 0 0
Rayonier Trs Holdings Inc 4.50% 8/15/15 US DOMESTIC 75508AAC0 1,543 913,095 SH   SOLE   0 0 0
Rayonier Trs Holdings Inc 4.50% 8/15/15 PRIV PLACEMENT 75508AAD8 4,045 2,393,111 SH   SOLE   0 0 0
Regency Centers Corp REIT 758849103 9,800 202,700 SH   SOLE   0 0 0
Reinsurance Group of America Inc Common Stock 759351604 13,223 197,400 SH   SOLE   0 0 0
Reliance Steel & Aluminum Co Common Stock 759509102 20,041 273,532 SH   SOLE   0 0 0
Rent-A-Center Inc/TX Common Stock 76009N100 815 21,400 SH   SOLE   0 0 0
Republic Services Inc Common Stock 760759100 16,429 492,500 SH   SOLE   0 0 0
RLI Corp Common Stock 749607107 856 9,800 SH   SOLE   0 0 0
Robert Half International Inc Common Stock 770323103 18,632 477,400 SH   SOLE   0 0 0
Roche Holding AG ADR 771195104 14,722 218,010 SH   SOLE   0 0 0
Rockwell Automation Inc Common Stock 773903109 18,268 170,825 SH   SOLE   0 0 0
Rocky Mountain Dealerships Inc Common Stock 77467Q106 1,709 149,571 SH   SOLE   0 0 0
Roper Industries Inc 0.00% 01/15/34 US DOMESTIC 776696AA4 6,001 3,599,000 SH   SOLE   0 0 0
RPM International Inc Common Stock 749685103 18,440 509,400 SH   SOLE   0 0 0
Rudolph Technologies Inc Common Stock 781270103 809 71,000 SH   SOLE   0 0 0
Rush Enterprises Inc Common Stock 781846209 1,648 62,200 SH   SOLE   0 0 0
Selective Insurance Group Inc Common Stock 816300107 1,555 63,500 SH   SOLE   0 0 0
Sempra Energy Common Stock 816851109 9,294 108,586 SH   SOLE   0 0 0
Sensient Technologies Corp Common Stock 81725T100 2,040 42,600 SH   SOLE   0 0 0
Shoe Carnival Inc Common Stock 824889109 707 26,200 SH   SOLE   0 0 0
Siemens AG ADR 826197501 19,667 163,200 SH   SOLE   0 0 0
Silgan Holdings Inc Common Stock 827048109 1,624 34,564 SH   SOLE   0 0 0
Skyworks Solutions Inc Common Stock 83088M102 15,683 631,400 SH   SOLE   0 0 0
Snyders-Lance Inc Common Stock 833551104 877 30,400 SH   SOLE   0 0 0
South Jersey Industries Inc Common Stock 838518108 1,013 17,300 SH   SOLE   0 0 0
Southwest Airlines Co Common Stock 844741108 18,479 1,269,200 SH   SOLE   0 0 0
Stancorp Financial Group Inc Common Stock 852891100 1,782 32,400 SH   SOLE   0 0 0
Stanley Black & Decker I Pfd 4.75% 11/17/15 PUBLIC 854502309 9,672 70,600 SH   SOLE   0 0 0
Starbucks Corp Common Stock 855244109 3,586 46,600 SH   SOLE   0 0 0
Stella-Jones Inc Common Stock 85853F105 2,653 26,352 SH   SOLE   0 0 0
Steris Corp Common Stock 859152100 1,696 39,500 SH   SOLE   0 0 0
SunTrust Banks Inc Common Stock 867914103 12,478 384,909 SH   SOLE   0 0 0
SYKES Enterprises Inc Common Stock 871237103 911 50,900 SH   SOLE   0 0 0
Synopsys Inc Common Stock 871607107 16,207 429,900 SH   SOLE   0 0 0
Teva Pharm Finance Co LLC 0.25% 2/1/26 US DOMESTIC 88163VAE9 12,598 12,150,880 SH   SOLE   0 0 0
Titan Machinery Inc Common Stock 88830R101 763 47,500 SH   SOLE   0 0 0
Tractor Supply Co Common Stock 892356106 2,908 43,300 SH   SOLE   0 0 0
TRIMAS CORP Common Stock 896215209 1,641 44,000 SH   SOLE   0 0 0
Trinidad Drilling Ltd Common Stock 896356102 2,487 257,001 SH   SOLE   0 0 0
Tyson Foods Inc Common Stock 902494103 6,555 231,800 SH   SOLE   0 0 0
Tyson Foods Inc 3.25% 10/15/13 US DOMESTIC 902494AP8 7,259 4,240,802 SH   SOLE   0 0 0
Unit Corp Common Stock 909218109 1,803 38,800 SH   SOLE   0 0 0
United Parcel Service Inc Common Stock 911312106 13,166 144,102 SH   SOLE   0 0 0
United Technologies Corp Pfd 8/1/15 PUBLIC 913017117 13,647 210,641 SH   SOLE   0 0 0
Visa Inc Common Stock 92826C839 3,220 16,850 SH   SOLE   0 0 0
Watts Water Technologies Inc Common Stock 942749102 738 13,100 SH   SOLE   0 0 0
Wellpoint Inc 2.75% 10/15/42 PRIV PLACEMENT 94973VBD8 18,428 14,474,749 SH   SOLE   0 0 0
Wells Fargo & Co Common Stock 949746101 12,836 310,670 SH   SOLE   0 0 0
Wells Fargo & Co PUBLIC 949746804 26,620 23,402 SH   SOLE   0 0 0
Werner Enterprises Inc Common Stock 950755108 1,474 63,200 SH   SOLE   0 0 0
West Pharmaceutical Services Inc Common Stock 955306105 477 11,600 SH   SOLE   0 0 0
Woodward Inc Common Stock 980745103 1,090 26,700 SH   SOLE   0 0 0
WR Berkley Corp Common Stock 084423102 16,381 382,213 SH   SOLE   0 0 0
Xcel Energy Inc Common Stock 98389B100 12,326 446,452 SH   SOLE   0 0 0
Xilinx Inc 2.625% 6/15/17 US DOMESTIC 983919AF8 9,846 6,068,772 SH   SOLE   0 0 0
Xilinx Inc 3.125% 3/15/37 US DOMESTIC 983919AD3 7,095 4,386,763 SH   SOLE   0 0 0
Xylem Inc Common Stock 98419M100 13,213 473,100 SH   SOLE   0 0 0
Zebra Technologies Corp Common Stock 989207105 1,343 29,500 SH   SOLE   0 0 0
WISDOMTREE INDIA EARNINGS ETP 97717W422 15,043 981,937 SH   SOLE 1 0 0 0
3M Co Common Stock 88579Y101 25 215 SH   SOLE   215 0 0
Aaron's Inc Common Stock 002535300 23,226 838,500 SH   SOLE   838,500 0 0
Abbott Laboratories Common Stock 002824100 31 939 SH   SOLE   939 0 0
AbbVie Inc Common Stock 00287Y109 19 426 SH   SOLE   426 0 0
ABM Industries Inc Common Stock 000957100 24,492 920,097 SH   SOLE   920,097 0 0
Advanced Micro Devices Inc Common Stock 007903107 1 523 SH   SOLE   523 0 0
AES Corp/The Common Stock 00130H105 5 403 SH   SOLE   403 0 0
Aetna Inc Common Stock 00817Y108 18 293 SH   SOLE   293 0 0
Affiliated Managers Group Inc Common Stock 008252108 61,083 334,446 SH   SOLE   334,446 0 0
Aflac Inc Common Stock 001055102 11 185 SH   SOLE   185 0 0
AGCO Corp Common Stock 001084102 6 101 SH   SOLE   101 0 0
Agilent Technologies Inc Common Stock 00846U101 35,322 689,228 SH   SOLE   689,228 0 0
Air Products & Chemicals Inc Common Stock 009158106 150,867 1,415,666 SH   SOLE   1,415,666 0 0
Airtran Holdings Inc 5.25% 11/16 US DOMESTIC 00949PAD0 6,566 4,420,139 SH   SOLE   4,420,139 0 0
Alaska Air Group Inc Common Stock 011659109 82 1,314 SH   SOLE   1,314 0 0
Albemarle Corp Common Stock 012653101 4 70 SH   SOLE   70 0 0
Alcoa Inc 5.25% 3/15/14 US DOMESTIC 013817AT8 10,015 7,775,058 SH   SOLE   7,775,058 0 0
ALERE INC Common Stock 01449J105 24,357 796,765 SH   SOLE   796,765 0 0
Alexandria Real Estate Equities Inc REIT 015271109 27,303 427,625 SH   SOLE   427,625 0 0
Alexion Pharmaceuticals Inc Common Stock 015351109 31,736 273,214 SH   SOLE   273,214 0 0
Alleghany Corp Common Stock 017175100 28,519 69,620 SH   SOLE   69,620 0 0
Allegheny Technologies 4.25% 6/1/14 US DOMESTIC 01741RAD4 3,318 3,198,080 SH   SOLE   3,198,080 0 0
Allete Inc Common Stock 018522300 18,461 382,225 SH   SOLE   382,225 0 0
Alliance Data Systems Corp Common Stock 018581108 35,365 167,235 SH   SOLE   167,235 0 0
Alliant Energy Corp Common Stock 018802108 22,485 453,800 SH   SOLE   453,800 0 0
Allison Transmission Holdings Inc Common Stock 01973R101 28,153 1,123,900 SH   SOLE   1,123,900 0 0
Allstate Corp/The Common Stock 020002101 9 185 SH   SOLE   185 0 0
Altera Corp Common Stock 021441100 61,020 1,642,101 SH   SOLE   1,642,101 0 0
Altria Group Inc Common Stock 02209S103 20 599 SH   SOLE   599 0 0
Alza Corp 0.00% 7/28/20 US DOMESTIC 02261WAB5 13,370 11,218,000 SH   SOLE   11,218,000 0 0
Amazon.Com Inc Common Stock 023135106 52,847 169,035 SH   SOLE   169,035 0 0
Ameren Corp Common Stock 023608102 6 188 SH   SOLE   188 0 0
American Capital Agency Corp REIT 02503X105 1 66 SH   SOLE   66 0 0
American Capital LTD Common Stock 02503Y103 3 243 SH   SOLE   243 0 0
American Electric Power Co Inc Common Stock 025537101 3 84 SH   SOLE   84 0 0
American Express Co Common Stock 025816109 1 22 SH   SOLE   22 0 0
American Financial Group Inc/OH Common Stock 025932104 26,554 491,201 SH   SOLE   491,201 0 0
American International Group Inc Common Stock 026874784 76 1,565 SH   SOLE   1,565 0 0
American National Insurance Co Common Stock 028591105 5 54 SH   SOLE   54 0 0
American Tower Corp Class A REIT 03027X100 3 48 SH   SOLE   48 0 0
American Water Works Co Inc Common Stock 030420103 3,537 85,700 SH   SOLE   85,700 0 0
Amerisafe Inc Common Stock 03071H100 12,620 355,400 SH   SOLE   355,400 0 0
Amerisourcebergen Corp Common Stock 03073E105 4,371 71,545 SH   SOLE   71,545 0 0
Ametek Inc Common Stock 031100100 3,560 77,358 SH   SOLE   77,358 0 0
Amg Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 465 7,860 SH   SOLE   7,860 0 0
Amgen Inc Common Stock 031162100 21 192 SH   SOLE   192 0 0
Amphenol Corp Common Stock 032095101 3 47 SH   SOLE   47 0 0
Anadarko Petroleum Corp Common Stock 032511107 79,026 849,835 SH   SOLE   849,835 0 0
Analog Devices Inc Common Stock 032654105 34,682 737,139 SH   SOLE   737,139 0 0
Analogic Corp Common Stock 032657207 8,294 100,375 SH   SOLE   100,375 0 0
Anheuser-Busch InBev NV ADR 03524A108 70,403 709,709 SH   SOLE   709,709 0 0
Anixter International Inc Common Stock 035290105 32,982 376,254 SH   SOLE   376,254 0 0
ANN INC Common Stock 035623107 28,036 774,067 SH   SOLE   774,067 0 0
Annaly Capital Management Inc REIT 035710409 7 685 SH   SOLE   685 0 0
AOL Inc Common Stock 00184X105 3 91 SH   SOLE   91 0 0
Apache Corp Common Stock 037411105 11 130 SH   SOLE   130 0 0
Apollo Group Inc Common Stock 037604105 2 122 SH   SOLE   122 0 0
Apple Inc Common Stock 037833100 220,565 462,644 SH   SOLE   462,644 0 0
Applied Materials Inc Common Stock 038222105 117,106 6,676,551 SH   SOLE   6,676,551 0 0
Archer Daniels .875% 2/15/14 US DOMESTIC 039483AW2 10,373 10,195,190 SH   SOLE   10,195,190 0 0
Archer-Daniels-Midland Co Common Stock 039483102 10 283 SH   SOLE   283 0 0
Ares Capital Corp 5.125% 6/1/16 GLOBAL 04010LAD5 6,384 6,058,655 SH   SOLE   6,058,655 0 0
Arrow Electronics Inc Common Stock 042735100 1,621 33,410 SH   SOLE   33,410 0 0
Associated Banc-Corp Common Stock 045487105 30,791 1,987,834 SH   SOLE   1,987,834 0 0
Astec Industries Inc Common Stock 046224101 23,588 655,975 SH   SOLE   655,975 0 0
AT&T Inc Common Stock 00206R102 82 2,435 SH   SOLE   2,435 0 0
Atmel Corp Common Stock 049513104 2 341 SH   SOLE   341 0 0
Atmos Energy Corp Common Stock 049560105 27,449 644,500 SH   SOLE   644,500 0 0
Autodesk Inc Common Stock 052769106 6 162 SH   SOLE   162 0 0
Autoliv Inc Common Stock 052800109 24,163 276,500 SH   SOLE   276,500 0 0
Automatic Data Processing Inc Common Stock 053015103 19 268 SH   SOLE   268 0 0
Autozone Inc Common Stock 053332102 7 17 SH   SOLE   17 0 0
Avery Dennison Corp Common Stock 053611109 28,200 648,000 SH   SOLE   648,000 0 0
Avnet Inc Common Stock 053807103 28,425 681,501 SH   SOLE   681,501 0 0
Avon Products Inc Common Stock 054303102 4 240 SH   SOLE   240 0 0
Baker Hughes Inc Common Stock 057224107 3 81 SH   SOLE   81 0 0
Ball Corp Common Stock 058498106 3 76 SH   SOLE   76 0 0
Bally Technologies Inc Common Stock 05874B107 6 88 SH   SOLE   88 0 0
Bank of America Corp Common Stock 060505104 27 1,988 SH   SOLE   1,988 0 0
Bank Of America Corp Pfd 7.25% 12/31/49 PUBLIC 060505682 903 836 SH   SOLE   836 0 0
Bank of Hawaii Corp Common Stock 062540109 16 305 SH   SOLE   305 0 0
Bank of New York Mellon Corp/The Common Stock 064058100 90,649 3,002,631 SH   SOLE   3,002,631 0 0
Barnes Group Inc Common Stock 067806109 23,254 665,925 SH   SOLE   665,925 0 0
Baxter International Inc Common Stock 071813109 83,674 1,273,775 SH   SOLE   1,273,775 0 0
BB&T Corp Common Stock 054937107 5 173 SH   SOLE   173 0 0
Becton Dickinson and Co Common Stock 075887109 32,970 329,636 SH   SOLE   329,636 0 0
Bemis Co Inc Common Stock 081437105 23,347 598,648 SH   SOLE   598,648 0 0
Benchmark Electronics Inc Common Stock 08160H101 11,238 491,197 SH   SOLE   491,197 0 0
Berkshire Hathaway Inc Common Stock 084670702 197 1,736 SH   SOLE   1,736 0 0
Best Buy Co Inc Common Stock 086516101 5 159 SH   SOLE   159 0 0
Biogen Idec Inc Common Stock 09062X103 37,534 155,899 SH   SOLE   155,899 0 0
BlackRock Inc Common Stock 09247X101 154 571 SH   SOLE   571 0 0
Boeing Co/The Common Stock 097023105 71,151 605,543 SH   SOLE   605,543 0 0
Boise Inc Common Stock 09746Y105 22,298 1,769,690 SH   SOLE   1,769,690 0 0
BorgWarner Inc Common Stock 099724106 2,623 25,875 SH   SOLE   25,875 0 0
Boston Properties LP 3.625% 2/15/14 PRIV PLACEMENT 10112RAM6 1,691 1,647,397 SH   SOLE   1,647,397 0 0
Boston Scientific Corp Common Stock 101137107 8 689 SH   SOLE   689 0 0
BP Plc ADR 055622104 83,505 1,986,809 SH   SOLE   1,986,809 0 0
Brinker International Inc Common Stock 109641100 3 86 SH   SOLE   86 0 0
Bristol-Myers Squibb Co Common Stock 110122108 13 289 SH   SOLE   289 0 0
Bristol-Myers Squibb Co 0.00% 9/15/23 US DOMESTIC 110122AN8 3,737 3,311,000 SH   SOLE   3,311,000 0 0
Broadcom Corp Common Stock 111320107 64,363 2,474,567 SH   SOLE   2,474,567 0 0
Broadridge Financial Solutions Inc Common Stock 11133T103 32,245 1,015,600 SH   SOLE   1,015,600 0 0
Brocade Communications Systems Inc Common Stock 111621306 4 502 SH   SOLE   502 0 0
Brown & Brown Inc Common Stock 115236101 16,548 515,531 SH   SOLE   515,531 0 0
Brown-Forman Corp Common Stock 115637209 5 79 SH   SOLE   79 0 0
Brunswick Corp/DE Common Stock 117043109 20,155 505,027 SH   SOLE   505,027 0 0
C&J Energy Services Inc Common Stock 12467B304 15,043 749,200 SH   SOLE   749,200 0 0
CA Inc Common Stock 12673P105 6 229 SH   SOLE   229 0 0
Cabot Corp Common Stock 127055101 26,474 619,875 SH   SOLE   619,875 0 0
Cabot Oil & Gas Corp Common Stock 127097103 5 152 SH   SOLE   152 0 0
Cadence Design Systems Inc Common Stock 127387108 2,078 153,958 SH   SOLE   153,958 0 0
Calpine Corp Common Stock 131347304 6 318 SH   SOLE   318 0 0
Cameron International Corp Common Stock 13342B105 38,233 655,021 SH   SOLE   655,021 0 0
Canadian Pacific Railway Ltd Common Stock 13645T100 33,877 274,754 SH   SOLE   274,754 0 0
Capital One Financial Corp Common Stock 14040H105 121,972 1,774,403 SH   SOLE   1,774,403 0 0
Cardinal Health Inc Common Stock 14149Y108 6 127 SH   SOLE   127 0 0
Carefusion Corp Common Stock 14170T101 34,355 931,048 SH   SOLE   931,048 0 0
Carlisle Cos Inc Common Stock 142339100 25,111 357,259 SH   SOLE   357,259 0 0
Carpenter Technology Corp Common Stock 144285103 1,170 20,141 SH   SOLE   20,141 0 0
Casey's General Stores Inc Common Stock 147528103 71 966 SH   SOLE   966 0 0
Catamaran Corp Common Stock 148887102 34,545 751,811 SH   SOLE   751,811 0 0
Caterpillar Inc Common Stock 149123101 13 165 SH   SOLE   165 0 0
CBS Corp Common Stock 124857202 128 2,329 SH   SOLE   2,329 0 0
Celadon Group Inc Common Stock 150838100 5,006 268,173 SH   SOLE   268,173 0 0
Celanese Corp Common Stock 150870103 2 40 SH   SOLE   40 0 0
Celgene Corp Common Stock 151020104 45,810 297,605 SH   SOLE   297,605 0 0
Centurylink Inc Common Stock 156700106 3 103 SH   SOLE   103 0 0
Cerner Corp Common Stock 156782104 37,607 715,659 SH   SOLE   715,659 0 0
CF Industries Holdings Inc Common Stock 125269100 4 20 SH   SOLE   20 0 0
Charles River Laboratories International Inc Common Stock 159864107 24,310 525,525 SH   SOLE   525,525 0 0
Charles Schwab Corp/The Common Stock 808513105 34,468 1,630,485 SH   SOLE   1,630,485 0 0
Cheesecake Factory Inc/The Common Stock 163072101 23,050 524,475 SH   SOLE   524,475 0 0
Cheniere Energy Inc Common Stock 16411R208 4 125 SH   SOLE   125 0 0
Chesapeake Energy Corp Common Stock 165167107 96,682 3,735,801 SH   SOLE   3,735,801 0 0
Chesapeake Energy Corp 2.50% 5/15/37 US DOMESTIC 165167BZ9 1,194 1,215,573 SH   SOLE   1,215,573 0 0
Chevron Corp Common Stock 166764100 312 2,576 SH   SOLE   2,576 0 0
Chicago Bridge & Iron Co NV Common Stock 167250109 1 16 SH   SOLE   16 0 0
Chico's FAS Inc Common Stock 168615102 27,159 1,630,200 SH   SOLE   1,630,200 0 0
Chipotle Mexican Grill Inc Common Stock 169656105 26,293 61,332 SH   SOLE   61,332 0 0
Chubb Corp Common Stock 171232101 23,424 262,435 SH   SOLE   262,435 0 0
Church & Dwight Co Inc Common Stock 171340102 2,988 49,773 SH   SOLE   49,773 0 0
Cigna Corp Common Stock 125509109 3,033 39,468 SH   SOLE   39,468 0 0
Cimarex Energy Co Common Stock 171798101 30,770 319,200 SH   SOLE   319,200 0 0
Cinemark Holdings Inc Common Stock 17243V102 1,733 54,600 SH   SOLE   54,600 0 0
Cintas Corp Common Stock 172908105 28,598 558,562 SH   SOLE   558,562 0 0
Cisco Systems Inc Common Stock 17275R102 138 5,897 SH   SOLE   5,897 0 0
Cit Group Inc Common Stock 125581801 9 203 SH   SOLE   203 0 0
CITIGROUP INC Common Stock 172967424 92,440 1,905,606 SH   SOLE   1,905,606 0 0
Citrix Systems Inc Common Stock 177376100 132,734 1,879,832 SH   SOLE   1,879,832 0 0
City National Corp/CA Common Stock 178566105 12,545 188,200 SH   SOLE   188,200 0 0
Cloud Peak Energy Inc Common Stock 18911Q102 14,735 1,004,475 SH   SOLE   1,004,475 0 0
CME Group Inc Common Stock 12572Q105 25,217 341,327 SH   SOLE   341,327 0 0
Coach Inc Common Stock 189754104 5 104 SH   SOLE   104 0 0
Coca-Cola Co/The Common Stock 191216100 0 13 SH   SOLE   13 0 0
Coca-Cola Enterprises Inc Common Stock 19122T109 9 229 SH   SOLE   229 0 0
Cognizant Technology Solutions Corp Common Stock 192446102 3 46 SH   SOLE   46 0 0
Colgate-Palmolive Co Common Stock 194162103 14 252 SH   SOLE   252 0 0
Columbia Banking System Inc Common Stock 197236102 27,202 1,101,300 SH   SOLE   1,101,300 0 0
Comcast Corp Common Stock 20030N101 72,807 1,612,572 SH   SOLE   1,612,572 0 0
Computer Sciences Corp Common Stock 205363104 7 137 SH   SOLE   137 0 0
Concho Resources Inc/Midland TX Common Stock 20605P101 1,846 16,968 SH   SOLE   16,968 0 0
Conmed Corp Common Stock 207410101 28,288 832,255 SH   SOLE   832,255 0 0
ConocoPhillips Common Stock 20825C104 114 1,642 SH   SOLE   1,642 0 0
Consolidated Edison Inc Common Stock 209115104 2 46 SH   SOLE   46 0 0
Constellation Brands Inc Common Stock 21036P108 2,291 39,930 SH   SOLE   39,930 0 0
Continental Resources Inc/OK Common Stock 212015101 2,003 18,675 SH   SOLE   18,675 0 0
Cooper Cos Inc/The Common Stock 216648402 4 36 SH   SOLE   36 0 0
CORELOGIC INC Common Stock 21871D103 3 126 SH   SOLE   126 0 0
Corning Inc Common Stock 219350105 15 1,040 SH   SOLE   1,040 0 0
Corrections Corp of America REIT 22025Y407 2,877 83,292 SH   SOLE   83,292 0 0
Costco Wholesale Corp Common Stock 22160K105 148 1,289 SH   SOLE   1,289 0 0
Cree Inc Common Stock 225447101 5 95 SH   SOLE   95 0 0
Crown Castle International Corp Common Stock 228227104 2,800 38,350 SH   SOLE   38,350 0 0
Crown Holdings Inc Common Stock 228368106 33,107 783,050 SH   SOLE   783,050 0 0
CSX Corp Common Stock 126408103 8 343 SH   SOLE   343 0 0
Cullen/Frost Bankers Inc Common Stock 229899109 31,571 447,500 SH   SOLE   447,500 0 0
Cummins Inc Common Stock 231021106 40,799 307,065 SH   SOLE   307,065 0 0
CVS Caremark Corp Common Stock 126650100 19 349 SH   SOLE   349 0 0
Cytec Industries Inc Common Stock 232820100 2 36 SH   SOLE   36 0 0
Dana Holding Corp Common Stock 235825205 26,848 1,175,506 SH   SOLE   1,175,506 0 0
Danaher Corp Common Stock 235851102 65,397 943,409 SH   SOLE   943,409 0 0
Danaher Corp 0.00% 1/22/21 US DOMESTIC 235851AF9 12,216 6,063,000 SH   SOLE   6,063,000 0 0
DaVita Inc Common Stock 23918K108 4 82 SH   SOLE   82 0 0
Dean Foods Co Common Stock 242370203 4 215 SH   SOLE   215 0 0
Deere & Co Common Stock 244199105 4 53 SH   SOLE   53 0 0
Dell Inc Common Stock 24702R101 7 551 SH   SOLE   551 0 0
Delta Air Lines Inc Common Stock 247361702 8 341 SH   SOLE   341 0 0
Devon Energy Corp Common Stock 25179M103 25,749 445,809 SH   SOLE   445,809 0 0
Diamond Offshore Drilling Inc Common Stock 25271C102 3 56 SH   SOLE   56 0 0
Dick's Sporting Goods Inc Common Stock 253393102 47,277 885,680 SH   SOLE   885,680 0 0
Diebold Inc Common Stock 253651103 22,977 782,600 SH   SOLE   782,600 0 0
Digital Realty Trust Inc REIT 253868103 3 57 SH   SOLE   57 0 0
DIRECTV Common Stock 25490A309 64,852 1,085,393 SH   SOLE   1,085,393 0 0
Discover Financial Services Common Stock 254709108 4,339 85,854 SH   SOLE   85,854 0 0
Discovery Communications Inc Common Stock 25470F104 5 61 SH   SOLE   61 0 0
DISH Network Corp Common Stock 25470M109 4 108 SH   SOLE   108 0 0
DOLLAR GENERAL CORP Common Stock 256677105 5 94 SH   SOLE   94 0 0
Dollar Tree Inc Common Stock 256746108 5 91 SH   SOLE   91 0 0
Dominion Resources Inc PUBLIC 25746U703 3,817 71,498 SH   SOLE   71,498 0 0
Dominion Resources Inc PUBLIC 25746U885 3,817 71,425 SH   SOLE   71,425 0 0
Dominion Resources Inc 2.125% 12/15/23 US DOMESTIC 25746UAT6 9,833 5,309,880 SH   SOLE   5,309,880 0 0
Dominion Resources Inc/VA Common Stock 25746U109 5 84 SH   SOLE   84 0 0
Dover Corp Common Stock 260003108 26,571 295,800 SH   SOLE   295,800 0 0
Dow Chemical Co/The Common Stock 260543103 91,730 2,388,804 SH   SOLE   2,388,804 0 0
Dr Pepper Snapple Group Inc Common Stock 26138E109 2 58 SH   SOLE   58 0 0
Drew Industries Inc Common Stock 26168L205 18,143 398,414 SH   SOLE   398,414 0 0
Duke Energy Corp Common Stock 26441C204 4 63 SH   SOLE   63 0 0
Dunkin Brands Group Inc Common Stock 265504100 1,287 28,444 SH   SOLE   28,444 0 0
Eastman Chemical Co Common Stock 277432100 6 78 SH   SOLE   78 0 0
Ecolab Inc Common Stock 278865100 26,295 266,256 SH   SOLE   266,256 0 0
Edwards Lifesciences Corp Common Stock 28176E108 3 57 SH   SOLE   57 0 0
EI Du Pont de Nemours & Co Common Stock 263534109 5 97 SH   SOLE   97 0 0
El Paso Electric Co Common Stock 283677854 20,375 610,044 SH   SOLE   610,044 0 0
Electronic Arts Inc Common Stock 285512109 6 241 SH   SOLE   241 0 0
Eli Lilly & Co Common Stock 532457108 13 271 SH   SOLE   271 0 0
EMC Corp 1.75% 12/1/13 US DOMESTIC 268648AM4 14,924 9,338,958 SH   SOLE   9,338,958 0 0
EMC Corp/Massachusetts Common Stock 268648102 114,659 4,485,891 SH   SOLE   4,485,891 0 0
EMCOR Group Inc Common Stock 29084Q100 36,030 920,800 SH   SOLE   920,800 0 0
Emerson Electric Co Common Stock 291011104 11 184 SH   SOLE   184 0 0
Encore Wire Corp Common Stock 292562105 17,150 434,850 SH   SOLE   434,850 0 0
Energen Corp Common Stock 29265N108 29,333 384,000 SH   SOLE   384,000 0 0
Entegris Inc Common Stock 29362U104 14,890 1,467,019 SH   SOLE   1,467,019 0 0
Envision Healthcare Holdings Inc Common Stock 29413U103 110 4,257 SH   SOLE   4,257 0 0
EOG Resources Inc Common Stock 26875P101 23 138 SH   SOLE   138 0 0
Essex Property Trust Inc REIT 297178105 2,215 15,000 SH   SOLE   15,000 0 0
Estee Lauder Cos Inc/The Common Stock 518439104 4 63 SH   SOLE   63 0 0
Esterline Technologies Corp Common Stock 297425100 31,848 398,650 SH   SOLE   398,650 0 0
Exelon Corp Common Stock 30161N101 16 567 SH   SOLE   567 0 0
Expedia Inc. Common Stock 30212P303 3 60 SH   SOLE   60 0 0
Expeditors International of Washington Inc Common Stock 302130109 6 153 SH   SOLE   153 0 0
Express Scripts Holdings Inc Common Stock 30219G108 516 8,367 SH   SOLE   8,367 0 0
Exxon Mobil Corp Common Stock 30231G102 140 1,628 SH   SOLE   1,628 0 0
Facebook Inc Common Stock 30303M102 32,119 639,318 SH   SOLE   639,318 0 0
Fairchild Semiconductor International Inc Common Stock 303726103 21,579 1,553,634 SH   SOLE   1,553,634 0 0
Fastenal Co Common Stock 311900104 31,543 627,740 SH   SOLE   627,740 0 0
Federal Home Loan Mortgage Corp 6.50% 11/1/34 MBS 30yr 3128MJAZ3 6 5,689 SH   SOLE   5,689 0 0
Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 3 3,390 SH   SOLE   3,390 0 0
Federal Home Loan Mortgage Corp 7.00% 4/1/32 MBS 30yr 31287RP37 9 8,257 SH   SOLE   8,257 0 0
Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TJL2 0 100 SH   SOLE   100 0 0
Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 0 448 SH   SOLE   448 0 0
Federal National Mortgage Association 6.00% 1/1/37 MBS 30yr 31410XZR0 26 24,299 SH   SOLE   24,299 0 0
Federal National Mortgage Association 6.00% 10/1/29 MBS 30yr 31374T3C1 6 5,810 SH   SOLE   5,810 0 0
Federal National Mortgage Association 6.00% 11/1/36 MBS 30yr 31411AWL5 2 2,442 SH   SOLE   2,442 0 0
Federal National Mortgage Association 6.00% 12/1/33 MBS 30yr 31403MUX5 3 2,833 SH   SOLE   2,833 0 0
Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 2 2,267 SH   SOLE   2,267 0 0
Federal National Mortgage Association 6.50% 3/1/29 MBS 30yr 31382NCE0 3 3,027 SH   SOLE   3,027 0 0
Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31390NQU9 5 5,272 SH   SOLE   5,272 0 0
Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31402AQK5 5 4,486 SH   SOLE   4,486 0 0
Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 0 863 SH   SOLE   863 0 0
Federal National Mortgage Association 7.50% 11/1/29 MBS 30yr 31371H2F4 3 3,482 SH   SOLE   3,482 0 0
Federal National Mortgage Association 8.00% 11/1/28 MBS 30yr 31385H2P6 6 5,693 SH   SOLE   5,693 0 0
Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 0 356 SH   SOLE   356 0 0
FedEx Corp Common Stock 31428X106 4 37 SH   SOLE   37 0 0
Fidelity National Information Services Inc Common Stock 31620M106 28,820 620,600 SH   SOLE   620,600 0 0
Fifth Third Bancorp Common Stock 316773100 27,990 1,551,583 SH   SOLE   1,551,583 0 0
First Solar Inc Common Stock 336433107 2 50 SH   SOLE   50 0 0
FirstEnergy Corp Common Stock 337932107 3 108 SH   SOLE   108 0 0
Fiserv Inc Common Stock 337738108 1,688 16,714 SH   SOLE   16,714 0 0
Flir Systems Inc Common Stock 302445101 2,314 73,700 SH   SOLE   73,700 0 0
Flowserve Corp Common Stock 34354P105 6 102 SH   SOLE   102 0 0
Fluor Corp Common Stock 343412102 7 107 SH   SOLE   107 0 0
Fluor Corp 1.50% 2/15/24 US DOMESTIC 343412AA0 10,779 4,187,115 SH   SOLE   4,187,115 0 0
FMC Corp Common Stock 302491303 719 10,026 SH   SOLE   10,026 0 0
FMC Technologies Inc Common Stock 30249U101 6 115 SH   SOLE   115 0 0
Foot Locker Inc Common Stock 344849104 3 91 SH   SOLE   91 0 0
Ford Motor Co Common Stock 345370860 84 5,028 SH   SOLE   5,028 0 0
Ford Motor Co 4.25% 11/15/16 US DOMESTIC 345370CN8 8,353 4,228,106 SH   SOLE   4,228,106 0 0
Forest City Enterprises Inc Common Stock 345550107 3 188 SH   SOLE   188 0 0
Forest Laboratories Inc Common Stock 345838106 5 121 SH   SOLE   121 0 0
Forward Air Corp Common Stock 349853101 19,494 483,125 SH   SOLE   483,125 0 0
Franklin Resources Inc Common Stock 354613101 10 204 SH   SOLE   204 0 0
Freeport-McMoRan Copper & Gold Inc Common Stock 35671D857 18 557 SH   SOLE   557 0 0
GameStop Corp Common Stock 36467W109 4 97 SH   SOLE   97 0 0
Gannett Co Inc Common Stock 364730101 4 175 SH   SOLE   175 0 0
Gap Inc/The Common Stock 364760108 4 120 SH   SOLE   120 0 0
GATX Corp Common Stock 361448103 21,045 442,872 SH   SOLE   442,872 0 0
General Dynamics Corp Common Stock 369550108 103,018 1,177,090 SH   SOLE   1,177,090 0 0
General Electric Co Common Stock 369604103 288 12,070 SH   SOLE   12,070 0 0
General Growth Properties Inc REIT 370023103 2,849 147,725 SH   SOLE   147,725 0 0
General Mills Inc Common Stock 370334104 9 193 SH   SOLE   193 0 0
GENERAL MOTORS CO Common Stock 37045V100 138,922 3,862,185 SH   SOLE   3,862,185 0 0
Gilead Sciences Inc Common Stock 375558103 42,042 669,042 SH   SOLE   669,042 0 0
Gilead Sciences Inc 1.625% 5/1/16 US DOMESTIC 375558AP8 21,149 7,638,631 SH   SOLE   7,638,631 0 0
Goldman Sachs Group Inc/The Common Stock 38141G104 78 499 SH   SOLE   499 0 0
Goodyear Tire & Rubber Co/The Common Stock 382550101 8 357 SH   SOLE   357 0 0
Google Inc Common Stock 38259P508 166,059 189,585 SH   SOLE   189,585 0 0
Govenment National Mortgage Association 6.00% 4/15/28 MBS 30yr 36225A2B5 116 104,921 SH   SOLE   104,921 0 0
Government National Mortgage Assoc 1.29325% 1/1/55 Agncy CMBS 38378KRL5 63 64,313 SH   SOLE   64,313 0 0
Government National Mortgage Assoc 5.00% 9/15/39 MBS 30yr 3620A9S44 65 59,237 SH   SOLE   59,237 0 0
Government National Mortgage Assoc 8.00% 1/20/22 MBS 30yr 36202B5R2 0 54 SH   SOLE   54 0 0
Government National Mortgage Assoc 8.00% 1/20/25 MBS 30yr 36202CEJ8 9 8,502 SH   SOLE   8,502 0 0
Government National Mortgage Assoc 8.00% 1/20/28 MBS 30yr 36202CZB2 41 35,236 SH   SOLE   35,236 0 0
Government National Mortgage Assoc 8.00% 1/20/29 MBS 30yr 36202DAE1 28 26,010 SH   SOLE   26,010 0 0
Government National Mortgage Assoc 8.00% 1/20/30 MBS 30yr 36202DFH9 1,762 1,433,030 SH   SOLE   1,433,030 0 0
Government National Mortgage Assoc 8.00% 10/20/22 MBS 30yr 36202AN37 0 160 SH   SOLE   160 0 0
Government National Mortgage Assoc 8.00% 10/20/29 MBS 30yr 36202DD73 571 492,090 SH   SOLE   492,090 0 0
Government National Mortgage Assoc 8.00% 11/20/24 MBS 30yr 36202CDE0 85 74,391 SH   SOLE   74,391 0 0
Government National Mortgage Assoc 8.00% 11/20/25 MBS 30yr 36202CLB7 9 7,945 SH   SOLE   7,945 0 0
Government National Mortgage Assoc 8.00% 11/20/27 MBS 30yr 36202CYH0 27 22,200 SH   SOLE   22,200 0 0
Government National Mortgage Assoc 8.00% 11/20/29 MBS 30yr 36202DEM9 997 809,926 SH   SOLE   809,926 0 0
Government National Mortgage Assoc 8.00% 12/20/24 MBS 30yr 36202CD34 0 303 SH   SOLE   303 0 0
Government National Mortgage Assoc 8.00% 12/20/25 MBS 30yr 36202CLW1 23 20,413 SH   SOLE   20,413 0 0
Government National Mortgage Assoc 8.00% 12/20/27 MBS 30yr 36202CYW7 28 24,244 SH   SOLE   24,244 0 0
Government National Mortgage Assoc 8.00% 12/20/29 MBS 30yr 36202DE31 751 620,988 SH   SOLE   620,988 0 0
Government National Mortgage Assoc 8.00% 2/20/23 MBS 30yr 36202A3U9 0 743 SH   SOLE   743 0 0
Government National Mortgage Assoc 8.00% 2/20/26 MBS 30yr 36202CMU4 84 73,118 SH   SOLE   73,118 0 0
Government National Mortgage Assoc 8.00% 2/20/28 MBS 30yr 36202CZP1 26 23,292 SH   SOLE   23,292 0 0
Government National Mortgage Assoc 8.00% 3/20/26 MBS 30yr 36202CNC3 7 6,723 SH   SOLE   6,723 0 0
Government National Mortgage Assoc 8.00% 3/20/29 MBS 30yr 36202DA92 38 36,550 SH   SOLE   36,550 0 0
Government National Mortgage Assoc 8.00% 4/20/25 MBS 30yr 36202CF57 1 1,067 SH   SOLE   1,067 0 0
Government National Mortgage Assoc 8.00% 4/20/29 MBS 30yr 36202DBM2 6 6,502 SH   SOLE   6,502 0 0
Government National Mortgage Assoc 8.00% 6/20/22 MBS 30yr 36202CBM4 0 306 SH   SOLE   306 0 0
Government National Mortgage Assoc 8.00% 6/20/23 MBS 30yr 36202BLD5 11 10,039 SH   SOLE   10,039 0 0
Government National Mortgage Assoc 8.00% 6/20/24 MBS 30yr 36202B5W1 0 147 SH   SOLE   147 0 0
Government National Mortgage Assoc 8.00% 6/20/28 MBS 30yr 36202C3P6 11 10,011 SH   SOLE   10,011 0 0
Government National Mortgage Assoc 8.00% 7/20/17 MBS 30yr 36202A3E5 0 62 SH   SOLE   62 0 0
Government National Mortgage Assoc 8.00% 7/20/22 MBS 30yr 36202AAH0 0 245 SH   SOLE   245 0 0
Government National Mortgage Assoc 8.00% 7/20/24 MBS 30yr 36202B7B5 0 156 SH   SOLE   156 0 0
Government National Mortgage Assoc 8.00% 7/20/25 MBS 30yr 36202CHM8 59 49,550 SH   SOLE   49,550 0 0
Government National Mortgage Assoc 8.00% 7/20/29 MBS 30yr 36202DCW9 0 401 SH   SOLE   401 0 0
Government National Mortgage Assoc 8.00% 8/20/24 MBS 30yr 36202CBJ1 10 8,793 SH   SOLE   8,793 0 0
Government National Mortgage Assoc 8.00% 8/20/25 MBS 30yr 36202CJC8 11 9,217 SH   SOLE   9,217 0 0
Government National Mortgage Assoc 8.00% 8/20/28 MBS 30yr 36202C4S9 1 1,281 SH   SOLE   1,281 0 0
Government National Mortgage Assoc 8.00% 8/20/29 MBS 30yr 36202DDC2 59 50,775 SH   SOLE   50,775 0 0
Government National Mortgage Assoc 8.00% 9/20/22 MBS 30yr 36202AFM4 0 117 SH   SOLE   117 0 0
Government National Mortgage Assoc 8.00% 9/20/23 MBS 30yr 36202BQ57 0 50 SH   SOLE   50 0 0
Government National Mortgage Assoc 8.00% 9/20/24 MBS 30yr 36202CCE1 4 4,029 SH   SOLE   4,029 0 0
Government National Mortgage Assoc 8.00% 9/20/28 MBS 30yr 36202C5G4 11 9,742 SH   SOLE   9,742 0 0
Government National Mortgage Assoc 8.50% 10/15/27 MBS 30yr 36207E6Y5 7 7,227 SH   SOLE   7,227 0 0
Government National Mortgage Assoc 8.50% 10/15/29 MBS 30yr 36207KWT3 1 1,765 SH   SOLE   1,765 0 0
Government National Mortgage Assoc 8.50% 10/15/29 MBS 30yr 36211EWW4 19 18,800 SH   SOLE   18,800 0 0
Government National Mortgage Assoc 8.50% 10/15/29 MBS 30yr 36211JSN8 1 1,161 SH   SOLE   1,161 0 0
Government National Mortgage Assoc 8.50% 10/15/29 MBS 30yr 36211MQC7 11 11,643 SH   SOLE   11,643 0 0
Government National Mortgage Assoc 8.50% 10/15/29 MBS 30yr 36211NKY3 5 5,170 SH   SOLE   5,170 0 0
Government National Mortgage Assoc 8.50% 10/15/29 MBS 30yr 36211SLH8 17 17,489 SH   SOLE   17,489 0 0
Government National Mortgage Assoc 8.50% 11/15/24 MBS 30yr 36205BH47 1 1,456 SH   SOLE   1,456 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36207TSH5 31 28,364 SH   SOLE   28,364 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36209JP39 21 21,287 SH   SOLE   21,287 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36209RAD5 27 27,472 SH   SOLE   27,472 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36209YAS7 82 70,112 SH   SOLE   70,112 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36210PLV4 35 33,745 SH   SOLE   33,745 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36210RW48 28 26,700 SH   SOLE   26,700 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36211CAK8 16 15,826 SH   SOLE   15,826 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36211EKU1 14 14,196 SH   SOLE   14,196 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36211MMB3 3 3,526 SH   SOLE   3,526 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36211NPP7 0 498 SH   SOLE   498 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36211PCS0 61 59,250 SH   SOLE   59,250 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36211SQU4 16 15,709 SH   SOLE   15,709 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36211SRB5 29 28,635 SH   SOLE   28,635 0 0
Government National Mortgage Assoc 8.50% 11/15/29 MBS 30yr 36211SXP7 33 31,355 SH   SOLE   31,355 0 0
Government National Mortgage Assoc 8.50% 12/15/28 MBS 30yr 36210FBP0 2 2,613 SH   SOLE   2,613 0 0
Government National Mortgage Assoc 8.50% 12/15/29 MBS 30yr 36211SRV1 3 3,587 SH   SOLE   3,587 0 0
Government National Mortgage Assoc 8.50% 3/15/27 MBS 30yr 36207UAK4 0 483 SH   SOLE   483 0 0
Government National Mortgage Assoc 8.50% 3/15/27 MBS 30yr 36207UQ43 2 2,362 SH   SOLE   2,362 0 0
Government National Mortgage Assoc 8.50% 5/15/27 MBS 30yr 36207TYM7 1 1,069 SH   SOLE   1,069 0 0
Government National Mortgage Assoc 8.50% 9/15/29 MBS 30yr 36207KWM8 1 1,029 SH   SOLE   1,029 0 0
Government National Mortgage Assoc II 6.00% 2/20/32 MBS 30yr 36202DRV5 7,687 6,718,903 SH   SOLE   6,718,903 0 0
Government National Mortgage Association 10.00% 12/15/19 MBS 30yr 36225A2N9 53 48,409 SH   SOLE   48,409 0 0
Government National Mortgage Association 10.00% 12/15/20 MBS 30yr 36225A3M0 59 51,945 SH   SOLE   51,945 0 0
Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KVE5 4,091 3,542,530 SH   SOLE   3,542,530 0 0
Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KZJ0 5,527 4,773,496 SH   SOLE   4,773,496 0 0
Government National Mortgage Association 10.00% 4/15/25 MBS 30yr 36225BB98 39 36,332 SH   SOLE   36,332 0 0
Government National Mortgage Association 10.00% 4/15/25 MBS 30yr 36241LL53 5,954 5,108,553 SH   SOLE   5,108,553 0 0
Government National Mortgage Association 10.50% 1/15/17 MBS 30yr 362163ZL4 5 5,222 SH   SOLE   5,222 0 0
Government National Mortgage Association 10.50% 1/15/20 MBS 30yr 36220QXG0 2 2,117 SH   SOLE   2,117 0 0
Government National Mortgage Association 10.50% 1/15/21 MBS 30yr 362207JZ6 4 4,076 SH   SOLE   4,076 0 0
Government National Mortgage Association 10.50% 10/15/15 MBS 30yr 36215JY72 0 45 SH   SOLE   45 0 0
Government National Mortgage Association 10.50% 10/15/15 MBS 30yr 36215MJC1 2 2,945 SH   SOLE   2,945 0 0
Government National Mortgage Association 10.50% 10/15/15 MBS 30yr 36215NV84 0 78 SH   SOLE   78 0 0
Government National Mortgage Association 10.50% 10/15/16 MBS 30yr 362161YZ8 5 5,709 SH   SOLE   5,709 0 0
Government National Mortgage Association 10.50% 10/15/20 MBS 30yr 36220WRG4 16 16,448 SH   SOLE   16,448 0 0
Government National Mortgage Association 10.50% 11/15/17 MBS 30yr 3621804U2 34 33,422 SH   SOLE   33,422 0 0
Government National Mortgage Association 10.50% 11/15/17 MBS 30yr 36218KJ99 7 7,596 SH   SOLE   7,596 0 0
Government National Mortgage Association 10.50% 11/15/18 MBS 30yr 36219GV69 8 8,810 SH   SOLE   8,810 0 0
Government National Mortgage Association 10.50% 11/15/18 MBS 30yr 36219GV93 0 31 SH   SOLE   31 0 0
Government National Mortgage Association 10.50% 11/15/20 MBS 30yr 362207FF4 2 2,498 SH   SOLE   2,498 0 0
Government National Mortgage Association 10.50% 11/15/20 MBS 30yr 362207FJ6 3 3,784 SH   SOLE   3,784 0 0
Government National Mortgage Association 10.50% 11/15/20 MBS 30yr 362207Q96 10 10,062 SH   SOLE   10,062 0 0
Government National Mortgage Association 10.50% 11/15/20 MBS 30yr 3622084T4 2 2,857 SH   SOLE   2,857 0 0
Government National Mortgage Association 10.50% 12/15/15 MBS 30yr 36215VSK3 1 1,675 SH   SOLE   1,675 0 0
Government National Mortgage Association 10.50% 12/15/17 MBS 30yr 36218Q6L3 10 10,640 SH   SOLE   10,640 0 0
Government National Mortgage Association 10.50% 12/15/19 MBS 30yr 36220QXC9 0 375 SH   SOLE   375 0 0
Government National Mortgage Association 10.50% 12/15/20 MBS 30yr 362203FT3 1 999 SH   SOLE   999 0 0
Government National Mortgage Association 10.50% 12/15/20 MBS 30yr 36225ACB4 48 44,169 SH   SOLE   44,169 0 0
Government National Mortgage Association 10.50% 12/15/21 MBS 30yr 36223NMX9 20 20,470 SH   SOLE   20,470 0 0
Government National Mortgage Association 10.50% 2/15/16 MBS 30yr 36215NS88 1 1,509 SH   SOLE   1,509 0 0
Government National Mortgage Association 10.50% 2/15/20 MBS 30yr 36225APJ3 53 46,737 SH   SOLE   46,737 0 0
Government National Mortgage Association 10.50% 3/15/16 MBS 30yr 3621516D9 0 748 SH   SOLE   748 0 0
Government National Mortgage Association 10.50% 3/15/16 MBS 30yr 362152DX5 3 2,986 SH   SOLE   2,986 0 0
Government National Mortgage Association 10.50% 3/15/16 MBS 30yr 36215YPU8 2 2,599 SH   SOLE   2,599 0 0
Government National Mortgage Association 10.50% 3/15/19 MBS 30yr 362192MX1 1 1,941 SH   SOLE   1,941 0 0
Government National Mortgage Association 10.50% 3/15/19 MBS 30yr 36219YD60 11 11,887 SH   SOLE   11,887 0 0
Government National Mortgage Association 10.50% 4/15/18 MBS 30yr 36225AWA4 14 12,943 SH   SOLE   12,943 0 0
Government National Mortgage Association 10.50% 4/15/19 MBS 30yr 36220BB69 15 15,430 SH   SOLE   15,430 0 0
Government National Mortgage Association 10.50% 5/15/18 MBS 30yr 36218MSH7 25 25,525 SH   SOLE   25,525 0 0
Government National Mortgage Association 10.50% 5/15/19 MBS 30yr 362198CV3 8 8,425 SH   SOLE   8,425 0 0
Government National Mortgage Association 10.50% 5/15/20 MBS 30yr 36220VFE4 5 5,758 SH   SOLE   5,758 0 0
Government National Mortgage Association 10.50% 6/15/19 MBS 30yr 362191G28 2 2,429 SH   SOLE   2,429 0 0
Government National Mortgage Association 10.50% 6/15/19 MBS 30yr 36219DF23 4 4,242 SH   SOLE   4,242 0 0
Government National Mortgage Association 10.50% 6/15/19 MBS 30yr 36219QYG2 4 4,480 SH   SOLE   4,480 0 0
Government National Mortgage Association 10.50% 6/15/19 MBS 30yr 36220AL45 15 13,614 SH   SOLE   13,614 0 0
Government National Mortgage Association 10.50% 6/15/19 MBS 30yr 36220B6N8 1 1,731 SH   SOLE   1,731 0 0
Government National Mortgage Association 10.50% 6/15/19 MBS 30yr 36220BRH8 1 1,312 SH   SOLE   1,312 0 0
Government National Mortgage Association 10.50% 6/15/19 MBS 30yr 36225AVN7 10 10,096 SH   SOLE   10,096 0 0
Government National Mortgage Association 10.50% 7/15/16 MBS 30yr 36216KGZ6 4 4,122 SH   SOLE   4,122 0 0
Government National Mortgage Association 10.50% 7/15/17 MBS 30yr 36217YA57 18 18,670 SH   SOLE   18,670 0 0
Government National Mortgage Association 10.50% 7/15/19 MBS 30yr 36217FAM1 1 1,890 SH   SOLE   1,890 0 0
Government National Mortgage Association 10.50% 7/15/19 MBS 30yr 36219XK72 15 14,546 SH   SOLE   14,546 0 0
Government National Mortgage Association 10.50% 7/15/19 MBS 30yr 36220B6V0 1 1,032 SH   SOLE   1,032 0 0
Government National Mortgage Association 10.50% 7/15/19 MBS 30yr 36220BPA5 5 5,875 SH   SOLE   5,875 0 0
Government National Mortgage Association 10.50% 7/15/19 MBS 30yr 36220C5F4 9 9,328 SH   SOLE   9,328 0 0
Government National Mortgage Association 10.50% 7/15/19 MBS 30yr 36220E3K1 0 351 SH   SOLE   351 0 0
Government National Mortgage Association 10.50% 7/15/19 MBS 30yr 36220H4E7 6 6,222 SH   SOLE   6,222 0 0
Government National Mortgage Association 10.50% 7/15/20 MBS 30yr 362200GZ4 4 4,507 SH   SOLE   4,507 0 0
Government National Mortgage Association 10.50% 7/15/20 MBS 30yr 36220QVS6 10 9,946 SH   SOLE   9,946 0 0
Government National Mortgage Association 10.50% 7/15/20 MBS 30yr 36220XB95 1 1,238 SH   SOLE   1,238 0 0
Government National Mortgage Association 10.50% 8/15/19 MBS 30yr 362155MZ3 3 3,003 SH   SOLE   3,003 0 0
Government National Mortgage Association 10.50% 8/15/19 MBS 30yr 36219YAN6 4 4,469 SH   SOLE   4,469 0 0
Government National Mortgage Association 10.50% 8/15/19 MBS 30yr 36220EEL7 0 937 SH   SOLE   937 0 0
Government National Mortgage Association 10.50% 8/15/19 MBS 30yr 36220GHW5 7 7,077 SH   SOLE   7,077 0 0
Government National Mortgage Association 10.50% 8/15/19 MBS 30yr 36220HLL2 2 2,390 SH   SOLE   2,390 0 0
Government National Mortgage Association 10.50% 8/15/19 MBS 30yr 36220HSG6 1 1,065 SH   SOLE   1,065 0 0
Government National Mortgage Association 10.50% 8/15/20 MBS 30yr 36217GQN0 14 13,900 SH   SOLE   13,900 0 0
Government National Mortgage Association 10.50% 8/15/20 MBS 30yr 362200JD0 1 1,822 SH   SOLE   1,822 0 0
Government National Mortgage Association 10.50% 8/15/20 MBS 30yr 3622044N6 6 6,180 SH   SOLE   6,180 0 0
Government National Mortgage Association 10.50% 8/15/20 MBS 30yr 36220CJN2 4 4,564 SH   SOLE   4,564 0 0
Government National Mortgage Association 10.50% 8/15/20 MBS 30yr 36220XT39 7 6,974 SH   SOLE   6,974 0 0
Government National Mortgage Association 10.50% 8/15/21 MBS 30yr 36223SLX9 24 22,009 SH   SOLE   22,009 0 0
Government National Mortgage Association 10.50% 9/15/15 MBS 30yr 36215PZS1 4 4,583 SH   SOLE   4,583 0 0
Government National Mortgage Association 10.50% 9/15/18 MBS 30yr 362191YG7 0 277 SH   SOLE   277 0 0
Government National Mortgage Association 10.50% 9/15/18 MBS 30yr 36219F4R5 1 1,283 SH   SOLE   1,283 0 0
Government National Mortgage Association 10.50% 9/15/21 MBS 30yr 36223HWR4 16 16,301 SH   SOLE   16,301 0 0
Government National Mortgage Association 11.00% 12/15/18 MBS 30yr 36225AH86 36 35,328 SH   SOLE   35,328 0 0
Government National Mortgage Association 11.50% 11/16/17 Agncy CMO Other 38374L7N5 42 38,724 SH   SOLE   38,724 0 0
Government National Mortgage Association 11.50% 4/15/16 MBS 30yr 36225AMM9 7 7,111 SH   SOLE   7,111 0 0
Government National Mortgage Association 11.50% 4/15/19 MBS 30yr 36225BBV9 12 12,189 SH   SOLE   12,189 0 0
Government National Mortgage Association 11.50% 9/15/20 MBS 30yr 36225ABP4 54 52,499 SH   SOLE   52,499 0 0
Government National Mortgage Association 4.50% 8/15/24 MBS 15yr 36297FSV5 407 381,317 SH   SOLE   381,317 0 0
Government National Mortgage Association 5.00% 5/15/39 MBS 30yr 36296UX21 13,920 12,293,068 SH   SOLE   12,293,068 0 0
Government National Mortgage Association 5.00% 6/15/33 MBS 30yr 36290NJS2 482 437,832 SH   SOLE   437,832 0 0
Government National Mortgage Association 5.00% 7/15/18 MBS 15yr 36290RTD5 907 853,680 SH   SOLE   853,680 0 0
Government National Mortgage Association 5.00% 9/15/24 MBS 15yr 3620A9QK0 834 784,949 SH   SOLE   784,949 0 0
Government National Mortgage Association 5.00% 9/15/33 MBS 30yr 36290SHN4 1,729 1,505,779 SH   SOLE   1,505,779 0 0
Government National Mortgage Association 5.00% 9/15/39 MBS 30yr 36297FWP3 984 898,228 SH   SOLE   898,228 0 0
Government National Mortgage Association 5.50% 1/15/39 MBS 30yr 3622A2C42 5,801 5,130,027 SH   SOLE   5,130,027 0 0
Government National Mortgage Association 5.50% 10/15/33 MBS 30yr 36200MYD9 333 295,273 SH   SOLE   295,273 0 0
Government National Mortgage Association 5.50% 2/15/18 MBS 15yr 36200FTF5 514 483,771 SH   SOLE   483,771 0 0
Government National Mortgage Association 6.00% 1/15/22 MBS 15yr 36241KLN6 258 235,807 SH   SOLE   235,807 0 0
Government National Mortgage Association 6.00% 1/15/24 MBS 30yr 36203EPD4 149 135,167 SH   SOLE   135,167 0 0
Government National Mortgage Association 6.00% 1/15/33 MBS 30yr 36225BWL8 175 157,005 SH   SOLE   157,005 0 0
Government National Mortgage Association 6.00% 10/15/23 MBS 15yr 36296TQ55 166 150,463 SH   SOLE   150,463 0 0
Government National Mortgage Association 6.00% 10/15/33 MBS 30yr 36225BZ43 806 720,467 SH   SOLE   720,467 0 0
Government National Mortgage Association 6.00% 11/15/39 MBS 30yr 36241LE69 6,366 5,475,956 SH   SOLE   5,475,956 0 0
Government National Mortgage Association 6.00% 12/15/23 MBS 30yr 36203STX5 140 127,400 SH   SOLE   127,400 0 0
Government National Mortgage Association 6.00% 12/15/23 MBS 15yr 36296UKB5 403 368,437 SH   SOLE   368,437 0 0
Government National Mortgage Association 6.00% 12/15/28 MBS 30yr 36210AWU7 47 42,491 SH   SOLE   42,491 0 0
Government National Mortgage Association 6.00% 2/15/33 MBS 30yr 36225BWZ7 210 185,673 SH   SOLE   185,673 0 0
Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 9,348 8,062,448 SH   SOLE   8,062,448 0 0
Government National Mortgage Association 6.00% 3/15/29 MBS 30yr 36209FGU7 57 51,309 SH   SOLE   51,309 0 0
Government National Mortgage Association 6.00% 4/15/29 MBS 30yr 36225BDT2 76 69,292 SH   SOLE   69,292 0 0
Government National Mortgage Association 6.00% 6/15/29 MBS 30yr 36225BET1 47 43,253 SH   SOLE   43,253 0 0
Government National Mortgage Association 6.00% 6/15/40 MBS 30yr 36241L4K9 25,105 21,624,124 SH   SOLE   21,624,124 0 0
Government National Mortgage Association 6.00% 7/15/34 MBS 30yr 36225B7G7 191 171,457 SH   SOLE   171,457 0 0
Government National Mortgage Association 6.00% 7/15/36 MBS 30yr 36241L5Z5 16,946 14,541,775 SH   SOLE   14,541,775 0 0
Government National Mortgage Association 6.00% 9/15/34 MBS 30yr 36241LX92 11,007 9,467,121 SH   SOLE   9,467,121 0 0
Government National Mortgage Association 6.5% 12/15/25 MBS 30yr 36241LE51 41,969 36,484,297 SH   SOLE   36,484,297 0 0
Government National Mortgage Association 6.5% 12/15/32 MBS 30yr 36241LE44 57,218 48,144,653 SH   SOLE   48,144,653 0 0
Government National Mortgage Association 6.50% 02/20/28 MBS 30yr 36202CZL0 997 850,382 SH   SOLE   850,382 0 0
Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36225B2G2 5,260 4,460,448 SH   SOLE   4,460,448 0 0
Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36241LCP9 7,967 6,707,771 SH   SOLE   6,707,771 0 0
Government National Mortgage Association 6.50% 1/15/35 MBS 30yr 36241LTK2 52,246 44,137,378 SH   SOLE   44,137,378 0 0
Government National Mortgage Association 6.50% 1/15/39 MBS 30yr 3622A2B68 10,740 9,228,497 SH   SOLE   9,228,497 0 0
Government National Mortgage Association 6.50% 10/16/24 Agncy CMO Other 3837H0GK3 757 655,126 SH   SOLE   655,126 0 0
Government National Mortgage Association 6.50% 11/20/27 MBS 30yr 36202CYD9 7 6,303 SH   SOLE   6,303 0 0
Government National Mortgage Association 6.50% 11/20/31 MBS 30yr 36202DQN4 18 16,082 SH   SOLE   16,082 0 0
Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 3622A2FK3 12,345 10,500,312 SH   SOLE   10,500,312 0 0
Government National Mortgage Association 6.50% 2/15/36 MBS 30yr 3622A2E57 13,513 11,728,288 SH   SOLE   11,728,288 0 0
Government National Mortgage Association 6.50% 3/15/29 MBS 30yr 36210VVK4 13 11,721 SH   SOLE   11,721 0 0
Government National Mortgage Association 6.50% 3/15/34 MBS 30yr 36225B5K0 8,623 7,391,911 SH   SOLE   7,391,911 0 0
Government National Mortgage Association 6.50% 3/16/31 Agncy CMO Other 383739LD9 705 622,615 SH   SOLE   622,615 0 0
Government National Mortgage Association 6.50% 4/15/36 MBS 30yr 36241KKD9 85,644 73,362,054 SH   SOLE   73,362,054 0 0
Government National Mortgage Association 6.50% 4/20/28 Agncy CMO Z 3837H1UD1 333 284,454 SH   SOLE   284,454 0 0
Government National Mortgage Association 6.50% 5/15/29 MBS 30yr 36225BEL8 4,512 3,968,648 SH   SOLE   3,968,648 0 0
Government National Mortgage Association 6.50% 5/16/31 Agncy CMO Other 3837394D8 594 517,747 SH   SOLE   517,747 0 0
Government National Mortgage Association 6.50% 5/20/27 MBS 30yr 36202CVT7 11 10,460 SH   SOLE   10,460 0 0
Government National Mortgage Association 6.50% 6/20/32 Agncy CMO Other 38373MDN7 520 452,997 SH   SOLE   452,997 0 0
Government National Mortgage Association 6.50% 7/15/24 MBS 30yr 36225AAB6 57 51,047 SH   SOLE   51,047 0 0
Government National Mortgage Association 6.50% 7/15/32 MBS 30yr 36200RG48 60 53,301 SH   SOLE   53,301 0 0
Government National Mortgage Association 6.50% 7/15/34 MBS 30yr 36241LK62 6,462 5,598,517 SH   SOLE   5,598,517 0 0
Government National Mortgage Association 6.50% 7/15/39 MBS 30yr 3622A2D66 17,093 14,485,889 SH   SOLE   14,485,889 0 0
Government National Mortgage Association 6.50% 7/16/32 Agncy CMO Other 38373X6T8 82 71,671 SH   SOLE   71,671 0 0
Government National Mortgage Association 6.50% 8/15/34 MBS 30yr 36241LNK8 3,059 2,612,297 SH   SOLE   2,612,297 0 0
Government National Mortgage Association 6.50% 8/15/37 MBS 30yr 36241L5D4 15,361 13,274,602 SH   SOLE   13,274,602 0 0
Government National Mortgage Association 6.50% 8/20/27 MBS 30yr 36202CW74 41 35,907 SH   SOLE   35,907 0 0
Government National Mortgage Association 6.50% 8/20/31 Agncy CMO Other 38373RWF2 571 551,503 SH   SOLE   551,503 0 0
Government National Mortgage Association 6.50% 9/15/32 MBS 30yr 36225BUV8 15,415 13,403,191 SH   SOLE   13,403,191 0 0
Government National Mortgage Association 6.50% 9/15/32 MBS 30yr 36225BV70 361 303,763 SH   SOLE   303,763 0 0
Government National Mortgage Association 7.00% 1/20/26 MBS 30yr 36202CMA8 8 7,211 SH   SOLE   7,211 0 0
Government National Mortgage Association 7.00% 10/15/23 MBS 30yr 36203EHB7 176 159,130 SH   SOLE   159,130 0 0
Government National Mortgage Association 7.00% 10/16/33 Agncy CMBS 38376GE55 11,101 10,052,822 SH   SOLE   10,052,822 0 0
Government National Mortgage Association 7.00% 11/15/23 MBS 30yr 36204H6Q8 1,005 894,399 SH   SOLE   894,399 0 0
Government National Mortgage Association 7.00% 11/15/32 MBS 30yr 36225BV21 7,062 5,802,758 SH   SOLE   5,802,758 0 0
Government National Mortgage Association 7.00% 11/16/40 Agncy CMBS 38376GWT3 7,391 6,567,707 SH   SOLE   6,567,707 0 0
Government National Mortgage Association 7.00% 11/20/28 MBS 30yr 36202C6L2 185 155,747 SH   SOLE   155,747 0 0
Government National Mortgage Association 7.00% 12/15/30 MBS 30yr 36225BLL0 25 21,442 SH   SOLE   21,442 0 0
Government National Mortgage Association 7.00% 12/15/32 MBS 30yr 36241LFA9 25,541 21,654,235 SH   SOLE   21,654,235 0 0
Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241KFV5 2,187 1,764,870 SH   SOLE   1,764,870 0 0
Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241LFB7 52,255 44,377,772 SH   SOLE   44,377,772 0 0
Government National Mortgage Association 7.00% 12/16/37 Agncy CMBS 38376GXJ4 11,311 10,051,836 SH   SOLE   10,051,836 0 0
Government National Mortgage Association 7.00% 12/20/32 MBS 30yr 36241KLW6 4,075 3,446,560 SH   SOLE   3,446,560 0 0
Government National Mortgage Association 7.00% 2/16/40 Agncy CMBS 38376GVW7 10,124 8,717,854 SH   SOLE   8,717,854 0 0
Government National Mortgage Association 7.00% 2/20/26 MBS 30yr 36202CMR1 840 722,451 SH   SOLE   722,451 0 0
Government National Mortgage Association 7.00% 3/15/35 MBS 30yr 36241KHC5 2,549 2,121,754 SH   SOLE   2,121,754 0 0
Government National Mortgage Association 7.00% 3/15/36 MBS 30yr 36241LN69 486 410,835 SH   SOLE   410,835 0 0
Government National Mortgage Association 7.00% 3/16/46 Agncy CMBS 38378BQR3 11,367 9,788,195 SH   SOLE   9,788,195 0 0
Government National Mortgage Association 7.00% 3/20/23 MBS 30yr 36202BA88 0 271 SH   SOLE   271 0 0
Government National Mortgage Association 7.00% 3/20/26 MBS 30yr 36202CM91 768 662,119 SH   SOLE   662,119 0 0
Government National Mortgage Association 7.00% 4/15/16 MBS 15yr 36212G5W8 49 48,096 SH   SOLE   48,096 0 0
Government National Mortgage Association 7.00% 4/15/16 MBS 15yr 36213LFB1 8 8,186 SH   SOLE   8,186 0 0
Government National Mortgage Association 7.00% 4/15/31 MBS 30yr 36225BQK7 126 109,222 SH   SOLE   109,222 0 0
Government National Mortgage Association 7.00% 4/15/33 MBS 30yr 36241LQD1 12,632 10,767,677 SH   SOLE   10,767,677 0 0
Government National Mortgage Association 7.00% 4/15/35 MBS 30yr 36241KMF2 1,056 865,747 SH   SOLE   865,747 0 0
Government National Mortgage Association 7.00% 4/16/44 Agncy CMBS 38378BTZ2 9,760 8,615,206 SH   SOLE   8,615,206 0 0
Government National Mortgage Association 7.00% 4/20/28 MBS 30yr 36202C2K8 0 767 SH   SOLE   767 0 0
Government National Mortgage Association 7.00% 5/15/33 MBS 30yr 36241LKR6 7,604 6,452,170 SH   SOLE   6,452,170 0 0
Government National Mortgage Association 7.00% 5/16/37 Agncy CMBS 38376GVC1 11,082 10,052,912 SH   SOLE   10,052,912 0 0
Government National Mortgage Association 7.00% 5/20/17 MBS 30yr 36202AZ26 0 455 SH   SOLE   455 0 0
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2AQ5 23,545 20,062,273 SH   SOLE   20,062,273 0 0
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 11,922 10,010,674 SH   SOLE   10,010,674 0 0
Government National Mortgage Association 7.00% 6/16/39 Agncy CMBS 38376GYE4 9,110 8,186,295 SH   SOLE   8,186,295 0 0
Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPC6 125 105,871 SH   SOLE   105,871 0 0
Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPH5 1,663 1,360,350 SH   SOLE   1,360,350 0 0
Government National Mortgage Association 7.00% 7/15/32 MBS 30yr 36200RGT3 1,245 1,058,378 SH   SOLE   1,058,378 0 0
Government National Mortgage Association 7.00% 8/15/27 MBS 30yr 36225AVT4 24 20,841 SH   SOLE   20,841 0 0
Government National Mortgage Association 7.00% 8/15/29 MBS 30yr 36225BFR4 1,648 1,300,087 SH   SOLE   1,300,087 0 0
Government National Mortgage Association 7.00% 8/15/31 MBS 30yr 36241KUN6 8,870 7,605,652 SH   SOLE   7,605,652 0 0
Government National Mortgage Association 7.00% 8/15/34 MBS 30yr 36241LC95 283 243,895 SH   SOLE   243,895 0 0
Government National Mortgage Association 7.00% 8/15/35 MBS 30yr 36241LWC6 8,857 7,617,596 SH   SOLE   7,617,596 0 0
Government National Mortgage Association 7.00% 8/20/37 MBS 30yr 36202EPC7 112 97,180 SH   SOLE   97,180 0 0
Government National Mortgage Association 7.00% 9/15/31 MBS 30yr 36225BPM4 57 48,774 SH   SOLE   48,774 0 0
Government National Mortgage Association 7.09% 7/15/33 MBS Other 36297HGJ1 4,765 4,725,408 SH   SOLE   4,725,408 0 0
Government National Mortgage Association 7.125% 3/15/23 MBS 30yr 36290NKE1 5,326 4,625,347 SH   SOLE   4,625,347 0 0
Government National Mortgage Association 7.125% 7/15/25 MBS 30yr 36290NM74 363 323,449 SH   SOLE   323,449 0 0
Government National Mortgage Association 7.49% 1/15/20 MBS 30yr 36220LVH1 251 228,851 SH   SOLE   228,851 0 0
Government National Mortgage Association 7.49% 1/15/20 MBS 30yr 36220LVK4 49 45,656 SH   SOLE   45,656 0 0
Government National Mortgage Association 7.49% 1/15/20 MBS 30yr 36220LVL2 70 64,278 SH   SOLE   64,278 0 0
Government National Mortgage Association 7.49% 1/15/20 MBS 30yr 36220LVM0 171 156,003 SH   SOLE   156,003 0 0
Government National Mortgage Association 7.49% 10/15/20 MBS 30yr 3622013F0 3 3,916 SH   SOLE   3,916 0 0
Government National Mortgage Association 7.49% 11/15/19 MBS 30yr 36220FR63 219 199,301 SH   SOLE   199,301 0 0
Government National Mortgage Association 7.49% 11/15/19 MBS 30yr 36220LU58 267 244,464 SH   SOLE   244,464 0 0
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622013X1 109 98,793 SH   SOLE   98,793 0 0
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014A0 44 39,321 SH   SOLE   39,321 0 0
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014B8 43 38,503 SH   SOLE   38,503 0 0
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014F9 32 28,446 SH   SOLE   28,446 0 0
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014L6 44 39,049 SH   SOLE   39,049 0 0
Government National Mortgage Association 7.49% 11/15/24 MBS 30yr 36204YLU5 23 23,772 SH   SOLE   23,772 0 0
Government National Mortgage Association 7.49% 12/15/19 MBS 30yr 36220LU90 285 260,068 SH   SOLE   260,068 0 0
Government National Mortgage Association 7.49% 12/15/19 MBS 30yr 36220LVD0 164 150,522 SH   SOLE   150,522 0 0
Government National Mortgage Association 7.49% 12/15/19 MBS 30yr 36220LVE8 154 139,877 SH   SOLE   139,877 0 0
Government National Mortgage Association 7.49% 12/15/19 MBS 30yr 36220LVF5 319 290,066 SH   SOLE   290,066 0 0
Government National Mortgage Association 7.49% 12/15/24 MBS 30yr 36204YL27 76 72,896 SH   SOLE   72,896 0 0
Government National Mortgage Association 7.49% 2/15/20 MBS 30yr 36220LVP3 138 126,178 SH   SOLE   126,178 0 0
Government National Mortgage Association 7.49% 2/15/20 MBS 30yr 36220LVQ1 65 59,650 SH   SOLE   59,650 0 0
Government National Mortgage Association 7.49% 2/15/20 MBS 30yr 36220LVS7 156 142,784 SH   SOLE   142,784 0 0
Government National Mortgage Association 7.49% 2/15/20 MBS 30yr 36220LVU2 57 52,149 SH   SOLE   52,149 0 0
Government National Mortgage Association 7.49% 2/15/25 MBS 30yr 36206GF54 11 11,551 SH   SOLE   11,551 0 0
Government National Mortgage Association 7.49% 3/15/20 MBS 30yr 36220LV24 58 53,387 SH   SOLE   53,387 0 0
Government National Mortgage Association 7.49% 3/15/20 MBS 30yr 36220LVW8 88 80,196 SH   SOLE   80,196 0 0
Government National Mortgage Association 7.49% 3/15/20 MBS 30yr 36220LVY4 56 51,024 SH   SOLE   51,024 0 0
Government National Mortgage Association 7.49% 3/15/20 MBS 30yr 36220TL69 130 118,561 SH   SOLE   118,561 0 0
Government National Mortgage Association 7.49% 3/15/20 MBS 30yr 36220TL85 100 90,969 SH   SOLE   90,969 0 0
Government National Mortgage Association 7.49% 3/15/25 MBS 30yr 36206GGV6 35 34,610 SH   SOLE   34,610 0 0
Government National Mortgage Association 7.49% 3/15/25 MBS 30yr 36206GGX2 20 20,789 SH   SOLE   20,789 0 0
Government National Mortgage Association 7.49% 4/15/20 MBS 30yr 36220LU74 33 32,464 SH   SOLE   32,464 0 0
Government National Mortgage Association 7.49% 4/15/20 MBS 30yr 36220TL93 46 42,962 SH   SOLE   42,962 0 0
Government National Mortgage Association 7.49% 4/15/20 MBS 30yr 36220TMC5 39 38,675 SH   SOLE   38,675 0 0
Government National Mortgage Association 7.49% 5/15/20 MBS 30yr 36220TMH4 12 12,693 SH   SOLE   12,693 0 0
Government National Mortgage Association 7.49% 5/15/20 MBS 30yr 36220TMK7 48 46,960 SH   SOLE   46,960 0 0
Government National Mortgage Association 7.49% 5/15/20 MBS 30yr 36220TML5 81 73,999 SH   SOLE   73,999 0 0
Government National Mortgage Association 7.49% 6/15/20 MBS 30yr 36220TMN1 56 52,299 SH   SOLE   52,299 0 0
Government National Mortgage Association 7.49% 6/15/20 MBS 30yr 36220TMQ4 25 25,537 SH   SOLE   25,537 0 0
Government National Mortgage Association 7.49% 6/15/20 MBS 30yr 36220TMR2 59 53,869 SH   SOLE   53,869 0 0
Government National Mortgage Association 7.49% 6/15/25 MBS 30yr 36206HXT0 19 19,382 SH   SOLE   19,382 0 0
Government National Mortgage Association 7.49% 7/15/20 MBS 30yr 3622012N4 25 25,669 SH   SOLE   25,669 0 0
Government National Mortgage Association 7.49% 7/15/20 MBS 30yr 36220TMU5 117 107,051 SH   SOLE   107,051 0 0
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012P9 25 22,176 SH   SOLE   22,176 0 0
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012Q7 60 53,348 SH   SOLE   53,348 0 0
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012X2 29 26,133 SH   SOLE   26,133 0 0
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622013B9 21 18,741 SH   SOLE   18,741 0 0
Government National Mortgage Association 7.49% 8/15/24 MBS 30yr 36204YK85 27 27,417 SH   SOLE   27,417 0 0
Government National Mortgage Association 7.49% 9/15/20 MBS 30yr 3622013E3 154 135,727 SH   SOLE   135,727 0 0
Government National Mortgage Association 7.49% 9/15/25 MBS 30yr 36206QMC9 62 60,046 SH   SOLE   60,046 0 0
Government National Mortgage Association 7.50% 1/15/37 MBS 30yr 36241LXJ0 16,714 13,799,886 SH   SOLE   13,799,886 0 0
Government National Mortgage Association 7.50% 10/15/35 MBS 30yr 36241KKZ0 3,095 2,599,437 SH   SOLE   2,599,437 0 0
Government National Mortgage Association 7.50% 11/15/37 MBS 30yr 3622A2EN8 11,133 9,321,544 SH   SOLE   9,321,544 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 9,643 8,091,418 SH   SOLE   8,091,418 0 0
Government National Mortgage Association 7.50% 2/15/35 MBS 30yr 36241KZL5 4,006 3,325,142 SH   SOLE   3,325,142 0 0
Government National Mortgage Association 7.50% 3/15/32 MBS 30yr 36225BUB2 3,339 2,791,709 SH   SOLE   2,791,709 0 0
Government National Mortgage Association 7.50% 4/15/34 MBS 30yr 36241KHY7 27,350 22,712,232 SH   SOLE   22,712,232 0 0
Government National Mortgage Association 7.50% 5/16/27 Agncy CMO Other 3837H0S79 107 92,540 SH   SOLE   92,540 0 0
Government National Mortgage Association 7.50% 6/15/35 MBS 30yr 36241LQ90 9,837 8,143,923 SH   SOLE   8,143,923 0 0
Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K75 119 108,229 SH   SOLE   108,229 0 0
Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K83 81 72,926 SH   SOLE   72,926 0 0
Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 3622A2EU2 11,710 9,826,048 SH   SOLE   9,826,048 0 0
Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 36241LGC4 1,034 867,963 SH   SOLE   867,963 0 0
Government National Mortgage Association 7.50% 8/15/34 MBS 30yr 36241KZK7 6,824 5,543,044 SH   SOLE   5,543,044 0 0
Government National Mortgage Association 7.50% 8/20/25 MBS 30yr 36202CH97 49 41,338 SH   SOLE   41,338 0 0
Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Y3 61 52,950 SH   SOLE   52,950 0 0
Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Z0 233 199,775 SH   SOLE   199,775 0 0
Government National Mortgage Association 7.50% 9/20/26 Agncy CMO Other 3837H0XC2 198 169,195 SH   SOLE   169,195 0 0
Government National Mortgage Association 7.75% 1/15/21 MBS 30yr 36290NFN7 878 783,413 SH   SOLE   783,413 0 0
Government National Mortgage Association 7.75% 1/15/21 MBS 30yr 36290NFS6 718 640,566 SH   SOLE   640,566 0 0
Government National Mortgage Association 7.75% 11/15/20 MBS 30yr 36290NFM9 1,650 1,438,628 SH   SOLE   1,438,628 0 0
Government National Mortgage Association 7.75% 6/15/30 MBS Other 36212YTT0 315 314,401 SH   SOLE   314,401 0 0
Government National Mortgage Association 7.75% 9/15/33 MBS Other 36213NGH3 527 494,401 SH   SOLE   494,401 0 0
Government National Mortgage Association 7.875% 7/15/27 MBS Other 36213NHW9 429 402,676 SH   SOLE   402,676 0 0
Government National Mortgage Association 7.92% 7/15/23 MBS Other 36213BSQ6 569 534,711 SH   SOLE   534,711 0 0
Government National Mortgage Association 8.00% 1/15/31 MBS Other 36213BJW3 1,081 1,012,263 SH   SOLE   1,012,263 0 0
Government National Mortgage Association 8.00% 1/15/32 MBS 30yr 36241KMZ8 12,751 10,415,401 SH   SOLE   10,415,401 0 0
Government National Mortgage Association 8.00% 1/20/31 MBS 30yr 36179NGF9 817 691,966 SH   SOLE   691,966 0 0
Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36208E7A5 0 109 SH   SOLE   109 0 0
Government National Mortgage Association 8.00% 10/15/35 MBS Other 36212W5N3 45 42,524 SH   SOLE   42,524 0 0
Government National Mortgage Association 8.00% 11/15/33 MBS Other 36200TNP9 239 224,357 SH   SOLE   224,357 0 0
Government National Mortgage Association 8.00% 11/16/29 Agncy CMO Z 3837H3LY1 349 293,548 SH   SOLE   293,548 0 0
Government National Mortgage Association 8.00% 12/15/25 MBS 30yr 36225BQB7 309 268,598 SH   SOLE   268,598 0 0
Government National Mortgage Association 8.00% 12/15/30 MBS 30yr 3622A2CK6 11,129 9,060,468 SH   SOLE   9,060,468 0 0
Government National Mortgage Association 8.00% 12/15/35 MBS 30yr 36241KJA7 18,359 14,645,089 SH   SOLE   14,645,089 0 0
Government National Mortgage Association 8.00% 4/15/38 MBS 30yr 36241LNH5 8,186 6,679,456 SH   SOLE   6,679,456 0 0
Government National Mortgage Association 8.00% 7/15/24 MBS Other 36212YTX1 119 119,153 SH   SOLE   119,153 0 0
Government National Mortgage Association 8.00% 8/15/26 MBS 30yr 36207H4R5 0 110 SH   SOLE   110 0 0
Government National Mortgage Association 8.00% 8/15/31 MBS Other 36213NH25 226 212,008 SH   SOLE   212,008 0 0
Government National Mortgage Association 8.00% 9/15/27 MBS 30yr 3622A2C67 11,115 9,051,264 SH   SOLE   9,051,264 0 0
Government National Mortgage Association 8.00% 9/15/32 MBS 30yr 3622A2FH0 13,663 11,227,565 SH   SOLE   11,227,565 0 0
Government National Mortgage Association 8.25% 4/15/20 MBS 30yr 36225A4V9 178 154,718 SH   SOLE   154,718 0 0
Government National Mortgage Association 8.25% 9/15/30 MBS Other 36210KPU3 261 243,855 SH   SOLE   243,855 0 0
Government National Mortgage Association 8.375% 10/15/20 MBS 30yr 36225BFX1 574 533,223 SH   SOLE   533,223 0 0
Government National Mortgage Association 8.50% 12/15/29 MBS 30yr 36209RCL5 5 4,522 SH   SOLE   4,522 0 0
Government National Mortgage Association 8.50% 2/15/32 MBS 30yr 36241LNJ1 7,460 6,394,854 SH   SOLE   6,394,854 0 0
Government National Mortgage Association 8.60% 5/15/27 MBS Other 36213BSG8 470 468,845 SH   SOLE   468,845 0 0
Government National Mortgage Association 9.00% 1/15/20 MBS 30yr 36219E3G3 18 16,750 SH   SOLE   16,750 0 0
Government National Mortgage Association 9.00% 10/15/16 MBS 30yr 36216HBZ8 41 39,366 SH   SOLE   39,366 0 0
Government National Mortgage Association 9.00% 10/15/29 MBS 30yr 36225BGZ5 443 359,516 SH   SOLE   359,516 0 0
Government National Mortgage Association 9.00% 11/15/17 MBS 30yr 36225ALV0 104 98,453 SH   SOLE   98,453 0 0
Government National Mortgage Association 9.00% 11/15/17 MBS 30yr 36225AMY3 186 175,375 SH   SOLE   175,375 0 0
Government National Mortgage Association 9.00% 12/15/17 MBS 30yr 36225ABQ2 1,307 1,199,523 SH   SOLE   1,199,523 0 0
Government National Mortgage Association 9.00% 12/15/19 MBS 30yr 36225AQ29 32 30,045 SH   SOLE   30,045 0 0
Government National Mortgage Association 9.00% 4/15/21 MBS 30yr 3622092P2 18 18,579 SH   SOLE   18,579 0 0
Government National Mortgage Association 9.00% 6/15/27 MBS 30yr 36225AUG3 165 149,875 SH   SOLE   149,875 0 0
Government National Mortgage Association 9.00% 6/15/30 MBS 30yr 36225BJ74 67 61,853 SH   SOLE   61,853 0 0
Government National Mortgage Association 9.00% 8/15/25 MBS 30yr 36206AM75 8 7,606 SH   SOLE   7,606 0 0
Government National Mortgage Association 9.00% 9/15/25 MBS 30yr 36225BHB7 52 49,105 SH   SOLE   49,105 0 0
Government National Mortgage Association 9.50% 1/15/21 MBS 30yr 362204LS6 79 68,799 SH   SOLE   68,799 0 0
Government National Mortgage Association 9.50% 10/15/18 MBS 30yr 36225BAU2 681 608,047 SH   SOLE   608,047 0 0
Government National Mortgage Association 9.50% 10/15/19 MBS 30yr 36216H3F1 105 93,075 SH   SOLE   93,075 0 0
Government National Mortgage Association 9.50% 10/15/19 MBS 30yr 36220H5Z9 3 3,303 SH   SOLE   3,303 0 0
Government National Mortgage Association 9.50% 11/15/20 MBS 30yr 362173JM9 26 25,261 SH   SOLE   25,261 0 0
Government National Mortgage Association 9.50% 11/15/21 MBS 30yr 36225A5X4 378 350,483 SH   SOLE   350,483 0 0
Government National Mortgage Association 9.50% 12/15/17 MBS 30yr 36225A2Q2 36 34,072 SH   SOLE   34,072 0 0
Government National Mortgage Association 9.50% 12/15/17 MBS 30yr 36225AK41 122 105,810 SH   SOLE   105,810 0 0
Government National Mortgage Association 9.50% 12/15/17 MBS 30yr 36225AX47 80 75,030 SH   SOLE   75,030 0 0
Government National Mortgage Association 9.50% 12/15/20 MBS 30yr 36225BBL1 365 332,361 SH   SOLE   332,361 0 0
Government National Mortgage Association 9.50% 12/15/21 MBS 30yr 36225ASC5 89 82,016 SH   SOLE   82,016 0 0
Government National Mortgage Association 9.50% 2/15/20 MBS 30yr 36220R6M5 63 55,852 SH   SOLE   55,852 0 0
Government National Mortgage Association 9.50% 3/15/20 MBS 30yr 36220SCL8 56 49,422 SH   SOLE   49,422 0 0
Government National Mortgage Association 9.50% 3/15/23 MBS 30yr 36225AAK6 77 71,509 SH   SOLE   71,509 0 0
Government National Mortgage Association 9.50% 6/15/20 MBS 30yr 36225A2Z2 85 78,220 SH   SOLE   78,220 0 0
Government National Mortgage Association 9.50% 7/15/17 MBS 30yr 36218DSL8 2 2,473 SH   SOLE   2,473 0 0
Government National Mortgage Association 9.50% 7/15/25 MBS 30yr 36225BF78 7 6,342 SH   SOLE   6,342 0 0
Government National Mortgage Association 9.50% 8/15/17 MBS 30yr 36217XB33 0 642 SH   SOLE   642 0 0
Government National Mortgage Association 9.50% 8/15/20 MBS 30yr 36220WJ73 19 19,039 SH   SOLE   19,039 0 0
Government National Mortgage Association 9.50% 9/15/22 MBS 30yr 36225AVA5 35 32,121 SH   SOLE   32,121 0 0
Government National Mortgage Association I 6.50% 10/15/38 MBS 30yr 36241LMC7 2,005 1,749,969 SH   SOLE   1,749,969 0 0
Government National Mortgage Association I 8.50% 7/15/32 MBS 30yr 36225BUX4 301 240,450 SH   SOLE   240,450 0 0
Government National Mortgage Association II 6.00% 1/20/29 MBS 30yr 36202C7L1 761 669,387 SH   SOLE   669,387 0 0
Government National Mortgage Association II 6.00% 1/20/29 MBS 30yr 36202DZZ7 1,742 1,517,236 SH   SOLE   1,517,236 0 0
Government National Mortgage Association II 6.00% 1/20/32 MBS 30yr 36202DRG8 379 329,955 SH   SOLE   329,955 0 0
Government National Mortgage Association II 6.00% 1/20/34 MBS 30yr 36202D3J8 7,045 6,106,079 SH   SOLE   6,106,079 0 0
Government National Mortgage Association II 6.00% 11/20/31 MBS 30yr 36202DQM6 83 73,292 SH   SOLE   73,292 0 0
Government National Mortgage Association II 6.00% 12/20/31 MBS 30yr 36202DQZ7 586 509,450 SH   SOLE   509,450 0 0
Government National Mortgage Association II 6.00% 2/20/29 MBS 30yr 36202DAN1 340 299,216 SH   SOLE   299,216 0 0
Government National Mortgage Association II 6.00% 2/20/34 MBS 30yr 36202D4A6 12,341 10,736,364 SH   SOLE   10,736,364 0 0
Government National Mortgage Association II 6.00% 2/20/35 MBS 30yr 36202ECQ0 911 792,616 SH   SOLE   792,616 0 0
Government National Mortgage Association II 6.00% 3/20/33 MBS 30yr 36202DWX5 2,182 1,893,847 SH   SOLE   1,893,847 0 0
Government National Mortgage Association II 6.00% 4/20/31 Agncy CMO Z 383739R76 810 722,034 SH   SOLE   722,034 0 0
Government National Mortgage Association II 6.00% 4/20/33 MBS 30yr 36202DXD8 26 23,227 SH   SOLE   23,227 0 0
Government National Mortgage Association II 6.00% 6/20/34 MBS 30yr 36202D6F3 1,823 1,605,364 SH   SOLE   1,605,364 0 0
Government National Mortgage Association II 6.00% 7/20/34 MBS 30yr 36202D6V8 74 66,956 SH   SOLE   66,956 0 0
Government National Mortgage Association II 6.00% 8/20/35 MBS 30yr 36202EEW5 93 81,500 SH   SOLE   81,500 0 0
Government National Mortgage Association II 6.00% 9/20/23 MBS 15yr 36202EVX4 274 246,168 SH   SOLE   246,168 0 0
Government National Mortgage Association II 6.50% 1/20/28 MBS 30yr 36202CY72 3,335 2,822,727 SH   SOLE   2,822,727 0 0
Government National Mortgage Association II 6.50% 1/20/29 MBS 30yr 36202DAA9 257 219,606 SH   SOLE   219,606 0 0
Government National Mortgage Association II 6.50% 1/20/32 MBS 30yr 36225BRH3 230 195,376 SH   SOLE   195,376 0 0
Government National Mortgage Association II 6.50% 10/20/28 MBS 30yr 36202C5T6 432 375,359 SH   SOLE   375,359 0 0
Government National Mortgage Association II 6.50% 10/20/34 MBS 30yr 36202EC64 497 428,076 SH   SOLE   428,076 0 0
Government National Mortgage Association II 6.50% 12/20/27 MBS 30yr 36202CYS6 133 112,827 SH   SOLE   112,827 0 0
Government National Mortgage Association II 6.50% 12/20/28 MBS 30yr 36202C7A5 9 8,107 SH   SOLE   8,107 0 0
Government National Mortgage Association II 6.50% 12/20/32 MBS 30yr 36202DVP3 269 230,682 SH   SOLE   230,682 0 0
Government National Mortgage Association II 6.50% 2/20/31 MBS 30yr 36202DLU3 138 121,886 SH   SOLE   121,886 0 0
Government National Mortgage Association II 6.50% 3/20/26 MBS 30yr 36202CM83 1,120 1,005,744 SH   SOLE   1,005,744 0 0
Government National Mortgage Association II 6.50% 3/20/28 MBS 30yr 36202CZ48 15 13,277 SH   SOLE   13,277 0 0
Government National Mortgage Association II 6.50% 3/20/31 MBS 30yr 36202DMA6 125 112,744 SH   SOLE   112,744 0 0
Government National Mortgage Association II 6.50% 3/20/32 Agncy CMO Other 38373WJW9 119 103,939 SH   SOLE   103,939 0 0
Government National Mortgage Association II 6.50% 3/20/36 MBS 30yr 36202EHH5 258 232,111 SH   SOLE   232,111 0 0
Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36202C2J1 1,099 947,357 SH   SOLE   947,357 0 0
Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36209ERU8 279 251,480 SH   SOLE   251,480 0 0
Government National Mortgage Association II 6.50% 4/20/31 MBS 30yr 36202DMR9 847 745,503 SH   SOLE   745,503 0 0
Government National Mortgage Association II 6.50% 4/20/33 MBS 30yr 36202DXE6 25 22,111 SH   SOLE   22,111 0 0
Government National Mortgage Association II 6.50% 5/20/28 MBS 30yr 36202C2X0 3,325 2,814,431 SH   SOLE   2,814,431 0 0
Government National Mortgage Association II 6.50% 5/20/31 MBS 30yr 36202DM57 277 239,879 SH   SOLE   239,879 0 0
Government National Mortgage Association II 6.50% 5/20/32 MBS 30yr 36202DS44 29 25,134 SH   SOLE   25,134 0 0
Government National Mortgage Association II 6.50% 5/20/32 Agncy CMO Z 38373W4S4 343 298,108 SH   SOLE   298,108 0 0
Government National Mortgage Association II 6.50% 5/20/33 MBS 30yr 36202DXV8 280 240,211 SH   SOLE   240,211 0 0
Government National Mortgage Association II 6.50% 6/20/26 MBS 30yr 36202CPP2 644 553,514 SH   SOLE   553,514 0 0
Government National Mortgage Association II 6.50% 6/20/28 MBS 30yr 36202C3L5 172 145,439 SH   SOLE   145,439 0 0
Government National Mortgage Association II 6.50% 6/20/28 Agncy CMO Other 3837H1PL9 396 345,857 SH   SOLE   345,857 0 0
Government National Mortgage Association II 6.50% 6/20/31 MBS 30yr 36202DNL1 80 70,137 SH   SOLE   70,137 0 0
Government National Mortgage Association II 6.50% 7/20/31 MBS 30yr 36202DNY3 85 76,888 SH   SOLE   76,888 0 0
Government National Mortgage Association II 6.50% 7/20/31 Agncy CMO Other 38373RQR3 151 133,734 SH   SOLE   133,734 0 0
Government National Mortgage Association II 6.50% 7/20/34 MBS 30yr 36202D6X4 4,422 3,841,037 SH   SOLE   3,841,037 0 0
Government National Mortgage Association II 6.50% 8/16/29 Agncy CMO Other 38373XDM5 213 185,451 SH   SOLE   185,451 0 0
Government National Mortgage Association II 6.50% 8/20/31 MBS 30yr 36202DPD7 1,847 1,593,218 SH   SOLE   1,593,218 0 0
Government National Mortgage Association II 6.50% 8/20/32 MBS 30yr 36225BYE2 234 199,345 SH   SOLE   199,345 0 0
Government National Mortgage Association II 6.50% 8/20/33 MBS 30yr 36202DY54 293 257,485 SH   SOLE   257,485 0 0
Government National Mortgage Association II 7.00% 1/20/29 MBS 30yr 36202DAB7 389 344,858 SH   SOLE   344,858 0 0
Government National Mortgage Association II 7.00% 10/20/25 MBS 30yr 36202CKJ1 2,243 1,862,638 SH   SOLE   1,862,638 0 0
Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DQC8 144 122,244 SH   SOLE   122,244 0 0
Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DSS1 56 47,928 SH   SOLE   47,928 0 0
Government National Mortgage Association II 7.00% 10/20/37 MBS 30yr 36202EP29 870 764,370 SH   SOLE   764,370 0 0
Government National Mortgage Association II 7.00% 10/20/38 MBS 30yr 36202EW70 597 534,523 SH   SOLE   534,523 0 0
Government National Mortgage Association II 7.00% 11/20/27 MBS 30yr 36202CYF4 2,107 1,816,813 SH   SOLE   1,816,813 0 0
Government National Mortgage Association II 7.00% 11/20/31 MBS 30yr 36202DQP9 172 145,257 SH   SOLE   145,257 0 0
Government National Mortgage Association II 7.00% 11/20/34 MBS 30yr 36202EBH1 26 22,736 SH   SOLE   22,736 0 0
Government National Mortgage Association II 7.00% 11/20/37 MBS 30yr 36202EQC6 1,503 1,293,326 SH   SOLE   1,293,326 0 0
Government National Mortgage Association II 7.00% 12/20/25 MBS 30yr 36202CLR2 90 77,766 SH   SOLE   77,766 0 0
Government National Mortgage Association II 7.00% 12/20/28 MBS 30yr 36202C7B3 165 139,934 SH   SOLE   139,934 0 0
Government National Mortgage Association II 7.00% 12/20/32 MBS 30yr 36241LFF8 41,385 35,176,310 SH   SOLE   35,176,310 0 0
Government National Mortgage Association II 7.00% 12/20/34 MBS 30yr 36202EBY4 54 48,117 SH   SOLE   48,117 0 0
Government National Mortgage Association II 7.00% 12/20/37 MBS 30yr 36202EQP7 297 260,120 SH   SOLE   260,120 0 0
Government National Mortgage Association II 7.00% 12/20/38 MBS 30yr 36202EYP8 1,311 1,156,517 SH   SOLE   1,156,517 0 0
Government National Mortgage Association II 7.00% 2/20/28 MBS 30yr 36202CZM8 281 250,074 SH   SOLE   250,074 0 0
Government National Mortgage Association II 7.00% 2/20/31 MBS 30yr 36202DLV1 141 123,184 SH   SOLE   123,184 0 0
Government National Mortgage Association II 7.00% 3/20/28 MBS 30yr 36202CZ55 189 163,748 SH   SOLE   163,748 0 0
Government National Mortgage Association II 7.00% 3/20/29 MBS 30yr 36202DA76 100 85,401 SH   SOLE   85,401 0 0
Government National Mortgage Association II 7.00% 3/20/32 MBS 30yr 36202DSD4 316 266,361 SH   SOLE   266,361 0 0
Government National Mortgage Association II 7.00% 3/20/38 MBS 30yr 36202ERW1 543 486,163 SH   SOLE   486,163 0 0
Government National Mortgage Association II 7.00% 4/20/26 MBS 30yr 36202CNT6 6 5,585 SH   SOLE   5,585 0 0
Government National Mortgage Association II 7.00% 4/20/29 MBS 30yr 36202DBK6 58 49,239 SH   SOLE   49,239 0 0
Government National Mortgage Association II 7.00% 5/20/28 MBS 30yr 36202C2Y8 1,537 1,314,523 SH   SOLE   1,314,523 0 0
Government National Mortgage Association II 7.00% 5/20/29 MBS 30yr 36202DBY6 123 104,827 SH   SOLE   104,827 0 0
Government National Mortgage Association II 7.00% 5/20/31 MBS 30yr 36202DM65 66 57,450 SH   SOLE   57,450 0 0
Government National Mortgage Association II 7.00% 5/20/32 MBS 30yr 36202DS51 47 40,495 SH   SOLE   40,495 0 0
Government National Mortgage Association II 7.00% 6/20/28 MBS 30yr 36202C3M3 140 119,553 SH   SOLE   119,553 0 0
Government National Mortgage Association II 7.00% 7/20/28 MBS 30yr 36202C3Z4 197 167,557 SH   SOLE   167,557 0 0
Government National Mortgage Association II 7.00% 7/20/29 MBS 30yr 36202DCU3 127 112,091 SH   SOLE   112,091 0 0
Government National Mortgage Association II 7.00% 8/20/25 MBS 30yr 36202CH71 66 57,164 SH   SOLE   57,164 0 0
Government National Mortgage Association II 7.00% 8/20/27 MBS 30yr 36202CW82 176 149,940 SH   SOLE   149,940 0 0
Government National Mortgage Association II 7.00% 8/20/28 MBS 30yr 36202C4Q3 135 118,427 SH   SOLE   118,427 0 0
Government National Mortgage Association II 7.00% 8/20/31 MBS 30yr 36202DPE5 393 331,882 SH   SOLE   331,882 0 0
Government National Mortgage Association II 7.00% 9/20/27 MBS 30yr 36202CXL2 161 142,234 SH   SOLE   142,234 0 0
Government National Mortgage Association II 7.00% 9/20/31 MBS 30yr 36202DPT2 98 85,951 SH   SOLE   85,951 0 0
Government National Mortgage Association II 7.00% 9/20/37 MBS 30yr 36202EPP8 9 8,305 SH   SOLE   8,305 0 0
Government National Mortgage Association II 7.00% 9/20/38 MBS 30yr 36202EWG0 345 304,468 SH   SOLE   304,468 0 0
Government National Mortgage Association II 7.15% 10/20/27 MBS 30yr 36208ESK0 327 291,186 SH   SOLE   291,186 0 0
Government National Mortgage Association II 7.49% 1/20/20 MBS 30yr 36220LVJ7 12 12,364 SH   SOLE   12,364 0 0
Government National Mortgage Association II 7.49% 10/20/20 MBS 30yr 3622013Q6 23 23,904 SH   SOLE   23,904 0 0
Government National Mortgage Association II 7.49% 11/20/19 MBS 30yr 36220FR55 26 26,580 SH   SOLE   26,580 0 0
Government National Mortgage Association II 7.49% 11/20/19 MBS 30yr 36220FRZ9 18 17,988 SH   SOLE   17,988 0 0
Government National Mortgage Association II 7.49% 11/20/19 MBS 30yr 36220LU66 91 84,058 SH   SOLE   84,058 0 0
Government National Mortgage Association II 7.49% 11/20/20 MBS 30yr 362203KC4 36 35,971 SH   SOLE   35,971 0 0
Government National Mortgage Association II 7.49% 12/20/20 MBS 30yr 362203J36 22 22,596 SH   SOLE   22,596 0 0
Government National Mortgage Association II 7.49% 12/20/20 MBS 30yr 362203JU6 19 19,252 SH   SOLE   19,252 0 0
Government National Mortgage Association II 7.49% 12/20/20 MBS 30yr 362203JX0 12 12,720 SH   SOLE   12,720 0 0
Government National Mortgage Association II 7.49% 2/20/20 MBS 30yr 36220LVZ1 42 41,698 SH   SOLE   41,698 0 0
Government National Mortgage Association II 7.49% 4/20/20 MBS 30yr 36220LU82 28 28,299 SH   SOLE   28,299 0 0
Government National Mortgage Association II 7.49% 4/20/20 MBS 30yr 36220TMB7 25 25,844 SH   SOLE   25,844 0 0
Government National Mortgage Association II 7.49% 6/20/20 MBS 30yr 36220TMP6 22 22,752 SH   SOLE   22,752 0 0
Government National Mortgage Association II 7.49% 6/20/20 MBS 30yr 36220TMS0 3 3,282 SH   SOLE   3,282 0 0
Government National Mortgage Association II 7.49% 7/20/20 MBS 30yr 3622012M6 56 54,118 SH   SOLE   54,118 0 0
Government National Mortgage Association II 7.49% 7/20/20 MBS 30yr 3622012R5 4 4,330 SH   SOLE   4,330 0 0
Government National Mortgage Association II 7.49% 7/20/20 MBS 30yr 3622012S3 25 25,339 SH   SOLE   25,339 0 0
Government National Mortgage Association II 7.5% 1/20/30 MBS 30yr 36202DFG1 291 240,599 SH   SOLE   240,599 0 0
Government National Mortgage Association II 7.5% 2/20/30 MBS 30yr 36202DFY2 751 638,184 SH   SOLE   638,184 0 0
Government National Mortgage Association II 7.5% 3/20/29 MBS 30yr 36202DA84 0 376 SH   SOLE   376 0 0
Government National Mortgage Association II 7.5% 4/20/26 MBS 30yr 36202CNV1 2 2,142 SH   SOLE   2,142 0 0
Government National Mortgage Association II 7.5% 4/20/30 MBS 30yr 36202DGR6 349 287,875 SH   SOLE   287,875 0 0
Government National Mortgage Association II 7.5% 7/20/30 MBS 30yr 36202DHW4 95 78,298 SH   SOLE   78,298 0 0
Government National Mortgage Association II 7.50% 1/20/27 MBS 30yr 36207WH80 76 74,045 SH   SOLE   74,045 0 0
Government National Mortgage Association II 7.50% 1/20/28 MBS 30yr 36202CY98 21 18,006 SH   SOLE   18,006 0 0
Government National Mortgage Association II 7.50% 10/20/28 MBS 30yr 36202C5V1 224 186,700 SH   SOLE   186,700 0 0
Government National Mortgage Association II 7.50% 10/20/29 MBS 30yr 36202DD65 1,717 1,416,552 SH   SOLE   1,416,552 0 0
Government National Mortgage Association II 7.50% 11/20/25 MBS 30yr 36202CK77 80 66,966 SH   SOLE   66,966 0 0
Government National Mortgage Association II 7.50% 11/20/26 MBS 30yr 36202CSK0 54 46,220 SH   SOLE   46,220 0 0
Government National Mortgage Association II 7.50% 11/20/27 MBS 30yr 36202CYG2 197 167,755 SH   SOLE   167,755 0 0
Government National Mortgage Association II 7.50% 11/20/29 MBS 30yr 36202DEL1 2,736 2,255,077 SH   SOLE   2,255,077 0 0
Government National Mortgage Association II 7.50% 11/20/29 MBS 30yr 36211TKM6 27 27,146 SH   SOLE   27,146 0 0
Government National Mortgage Association II 7.50% 11/20/29 Agncy CMO Z 3837H3FY8 356 303,869 SH   SOLE   303,869 0 0
Government National Mortgage Association II 7.50% 11/20/32 MBS 30yr 36241KHU5 11,229 9,251,688 SH   SOLE   9,251,688 0 0
Government National Mortgage Association II 7.50% 12/20/22 MBS 30yr 36202ATA5 0 428 SH   SOLE   428 0 0
Government National Mortgage Association II 7.50% 12/20/25 MBS 30yr 36202CLU5 0 216 SH   SOLE   216 0 0
Government National Mortgage Association II 7.50% 12/20/26 MBS 30yr 36202CS61 42 35,402 SH   SOLE   35,402 0 0
Government National Mortgage Association II 7.50% 12/20/27 MBS 30yr 36202CYV9 16 13,562 SH   SOLE   13,562 0 0
Government National Mortgage Association II 7.50% 12/20/29 MBS 30yr 36202DE23 1,229 1,017,010 SH   SOLE   1,017,010 0 0
Government National Mortgage Association II 7.50% 2/20/29 MBS 30yr 36202DAS0 142 114,846 SH   SOLE   114,846 0 0
Government National Mortgage Association II 7.50% 3/20/28 MBS 30yr 36202CZ63 50 42,101 SH   SOLE   42,101 0 0
Government National Mortgage Association II 7.50% 3/20/30 MBS 30yr 36202DGD7 427 355,025 SH   SOLE   355,025 0 0
Government National Mortgage Association II 7.50% 3/20/32 MBS 30yr 3622A2DB5 11,021 9,082,915 SH   SOLE   9,082,915 0 0
Government National Mortgage Association II 7.50% 4/20/28 MBS 30yr 36202C2M4 2 2,377 SH   SOLE   2,377 0 0
Government National Mortgage Association II 7.50% 5/20/24 MBS 30yr 36202B4A0 0 359 SH   SOLE   359 0 0
Government National Mortgage Association II 7.50% 5/20/30 MBS 30yr 36202DG62 8 6,793 SH   SOLE   6,793 0 0
Government National Mortgage Association II 7.50% 6/20/26 MBS 30yr 36202CPS6 0 202 SH   SOLE   202 0 0
Government National Mortgage Association II 7.50% 6/20/30 MBS 30yr 36202DHK0 33 30,034 SH   SOLE   30,034 0 0
Government National Mortgage Association II 7.50% 7/20/28 MBS 30yr 36202C4A8 4 3,535 SH   SOLE   3,535 0 0
Government National Mortgage Association II 7.50% 7/20/29 MBS 30yr 36202DCV1 46 38,793 SH   SOLE   38,793 0 0
Government National Mortgage Association II 7.50% 8/20/29 MBS 30yr 36202DDB4 77 67,577 SH   SOLE   67,577 0 0
Government National Mortgage Association II 7.50% 8/20/30 MBS 30yr 36202DJA0 567 484,451 SH   SOLE   484,451 0 0
Government National Mortgage Association II 7.50% 9/20/27 MBS 30yr 36202CXN8 21 17,731 SH   SOLE   17,731 0 0
Government National Mortgage Association II 7.50% 9/20/28 MBS 30yr 36202C5F6 257 223,054 SH   SOLE   223,054 0 0
Government National Mortgage Association II 7.50% 9/20/29 MBS 30yr 36202DDP3 2,097 1,731,425 SH   SOLE   1,731,425 0 0
Government National Mortgage Association II 7.89% 10/20/22 MBS 30yr 36225BRL4 538 499,169 SH   SOLE   499,169 0 0
Government National Mortgage Association II 8.00% 1/20/26 MBS 30yr 36202CMD2 134 115,932 SH   SOLE   115,932 0 0
Government National Mortgage Association II 8.00% 1/20/27 MBS 30yr 36202CTT0 13 11,798 SH   SOLE   11,798 0 0
Government National Mortgage Association II 8.00% 10/20/25 MBS 30yr 36202CKP7 1 1,651 SH   SOLE   1,651 0 0
Government National Mortgage Association II 8.00% 10/20/26 MBS 30yr 36202CR21 120 98,175 SH   SOLE   98,175 0 0
Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36202CX40 597 490,591 SH   SOLE   490,591 0 0
Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36225BZ76 3,933 3,227,236 SH   SOLE   3,227,236 0 0
Government National Mortgage Association II 8.00% 10/20/30 MBS 30yr 36202DJ93 808 654,084 SH   SOLE   654,084 0 0
Government National Mortgage Association II 8.00% 11/20/26 MBS 30yr 36202CSM6 144 118,637 SH   SOLE   118,637 0 0
Government National Mortgage Association II 8.00% 11/20/31 MBS 30yr 36225BSP4 4,339 3,479,728 SH   SOLE   3,479,728 0 0
Government National Mortgage Association II 8.00% 12/20/26 MBS 30yr 36202CS95 92 76,828 SH   SOLE   76,828 0 0
Government National Mortgage Association II 8.00% 12/20/30 MBS 30yr 36202DKZ3 1,945 1,590,943 SH   SOLE   1,590,943 0 0
Government National Mortgage Association II 8.00% 2/20/27 MBS 30yr 36202CUC5 60 49,893 SH   SOLE   49,893 0 0
Government National Mortgage Association II 8.00% 2/20/29 MBS 30yr 36202DAT8 46 42,768 SH   SOLE   42,768 0 0
Government National Mortgage Association II 8.00% 3/20/27 MBS 30yr 36202CUW1 6 5,800 SH   SOLE   5,800 0 0
Government National Mortgage Association II 8.00% 3/20/30 MBS 30yr 36202DGE5 574 466,909 SH   SOLE   466,909 0 0
Government National Mortgage Association II 8.00% 4/20/26 MBS 30yr 36202CNW9 12 11,184 SH   SOLE   11,184 0 0
Government National Mortgage Association II 8.00% 4/20/27 MBS 30yr 36202CVF7 22 18,890 SH   SOLE   18,890 0 0
Government National Mortgage Association II 8.00% 4/20/30 MBS 30yr 36202DGS4 780 646,441 SH   SOLE   646,441 0 0
Government National Mortgage Association II 8.00% 5/20/25 MBS 30yr 36202CGN7 12 10,706 SH   SOLE   10,706 0 0
Government National Mortgage Association II 8.00% 5/20/27 MBS 30yr 36202CV26 170 142,899 SH   SOLE   142,899 0 0
Government National Mortgage Association II 8.00% 5/20/29 MBS 30yr 36202DB26 3 3,117 SH   SOLE   3,117 0 0
Government National Mortgage Association II 8.00% 5/20/30 MBS 30yr 36202DG70 397 335,742 SH   SOLE   335,742 0 0
Government National Mortgage Association II 8.00% 6/20/26 MBS 30yr 36202CPT4 18 15,485 SH   SOLE   15,485 0 0
Government National Mortgage Association II 8.00% 6/20/27 MBS 30yr 36202CWE9 104 87,650 SH   SOLE   87,650 0 0
Government National Mortgage Association II 8.00% 6/20/30 Agncy CMO Z 3837H4ND3 172 143,200 SH   SOLE   143,200 0 0
Government National Mortgage Association II 8.00% 7/20/26 MBS 30yr 36202CQA4 11 9,258 SH   SOLE   9,258 0 0
Government National Mortgage Association II 8.00% 7/20/27 MBS 30yr 36202CWU3 170 140,639 SH   SOLE   140,639 0 0
Government National Mortgage Association II 8.00% 7/20/30 MBS 30yr 36202DHX2 34 27,502 SH   SOLE   27,502 0 0
Government National Mortgage Association II 8.00% 8/20/26 MBS 30yr 36202CQX4 130 114,233 SH   SOLE   114,233 0 0
Government National Mortgage Association II 8.00% 8/20/27 MBS 30yr 36202CXB4 360 295,026 SH   SOLE   295,026 0 0
Government National Mortgage Association II 8.00% 9/20/18 MBS 30yr 36202BF34 3 3,821 SH   SOLE   3,821 0 0
Government National Mortgage Association II 8.00% 9/20/25 MBS 30yr 36202CJ38 4 3,665 SH   SOLE   3,665 0 0
Government National Mortgage Association II 8.00% 9/20/26 MBS 30yr 36202CRE5 96 79,466 SH   SOLE   79,466 0 0
Government National Mortgage Association II 8.00% 9/20/27 MBS 30yr 36202CXP3 393 322,487 SH   SOLE   322,487 0 0
Government National Mortgage Association II 8.00% 9/20/29 MBS 30yr 36202DDQ1 373 299,579 SH   SOLE   299,579 0 0
Government National Mortgage Association II 8.00% 9/20/30 MBS 30yr 36202DJS1 62 51,339 SH   SOLE   51,339 0 0
Government National Mortgage Association II 8.00% 9/20/32 MBS 30yr 36241LL61 8,175 6,495,555 SH   SOLE   6,495,555 0 0
Government National Mortgage Association II 8.50% 11/20/31 MBS 30yr 36225BYL6 731 585,075 SH   SOLE   585,075 0 0
Government National Mortgage Association II 8.50% 2/20/27 MBS 30yr 36202CUD3 31 26,710 SH   SOLE   26,710 0 0
Government National Mortgage Association II 8.50% 7/20/24 MBS 30yr 36202B7J8 48 41,455 SH   SOLE   41,455 0 0
Government National Mortgage Association II 8.50% 7/20/30 MBS 30yr 36202DHY0 21 17,694 SH   SOLE   17,694 0 0
Government National Mortgage Association II 8.75% 3/20/17 MBS 30yr 36202LHR7 12 12,029 SH   SOLE   12,029 0 0
Government National Mortgage Association II 9.00% 10/20/16 MBS 30yr 36202AWC7 24 23,024 SH   SOLE   23,024 0 0
Government National Mortgage Association II 9.00% 12/20/16 MBS 30yr 36202AXE2 14 13,843 SH   SOLE   13,843 0 0
Government National Mortgage Association II 9.00% 7/20/16 MBS 30yr 36202AUN5 33 31,421 SH   SOLE   31,421 0 0
Government National Mortgage Association II 9.50% 9/20/20 MBS 30yr 36202BT47 4 3,933 SH   SOLE   3,933 0 0
Government National Mortgage Association II VRN 11/20/39 Agncy CMO Other 38378DU29 15,496 13,020,013 SH   SOLE   13,020,013 0 0
Government National Mortgage Association II VRN 2/20/39 Agncy CMO Other 38378TLP3 5,792 4,870,840 SH   SOLE   4,870,840 0 0
Government National Mortgage Association II VRN 4/20/34 Agncy CMO Other 38378MSU0 9,119 7,732,218 SH   SOLE   7,732,218 0 0
Government National Mortgage Association Series 2007-46 Class D VRN 5/16/46 Agncy CMBS 38373MH60 7,495 7,034,739 SH   SOLE   7,034,739 0 0
Government National Mortgage Association VRN 1/16/34 Agncy CMBS 38373MKJ8 1,115 1,093,897 SH   SOLE   1,093,897 0 0
Government National Mortgage Association VRN 10/20/34 Agncy CMO Other 38378HJB3 3,011 2,503,345 SH   SOLE   2,503,345 0 0
Government National Mortgage Association VRN 12/16/50 Agncy CMBS 38376GXR6 8,386 7,501,413 SH   SOLE   7,501,413 0 0
Government National Mortgage Association VRN 12/20/38 Agncy CMO Other 38378MH99 6,523 5,399,963 SH   SOLE   5,399,963 0 0
Government National Mortgage Association VRN 2/16/44 Agncy CMBS 38373MSR2 498 485,161 SH   SOLE   485,161 0 0
Government National Mortgage Association VRN 6/16/32 Agncy CMBS 38373MZ45 909 878,512 SH   SOLE   878,512 0 0
Government National Mortgage Association VRN 8/16/46 Agncy CMBS 38374NJX6 4,551 4,287,009 SH   SOLE   4,287,009 0 0
Government National Mortgage Association VRN 9/16/41 Agncy CMBS 38373MWJ5 4,446 4,245,039 SH   SOLE   4,245,039 0 0
Governmentl National Mortgage Association 6.00% 2/20/29 Agncy CMO Z 3837H1U90 506 450,685 SH   SOLE   450,685 0 0
Governmentl National Mortgage Association 6.50% 6/20/28 Agncy CMO Z 3837H1XU0 199 176,155 SH   SOLE   176,155 0 0
Governmentl National Mortgage Association 6.50% 7/20/32 Agncy CMO Z 38373X4R4 570 495,470 SH   SOLE   495,470 0 0
Governmentl National Mortgage Association 7.00% 11/20/27 Agncy CMO Other 3837H05M1 170 146,986 SH   SOLE   146,986 0 0
Graco Inc Common Stock 384109104 1,210 16,350 SH   SOLE   16,350 0 0
Granite Construction Inc Common Stock 387328107 27,077 884,889 SH   SOLE   884,889 0 0
Green Mountain Coffee Roasters Inc Common Stock 393122106 2 34 SH   SOLE   34 0 0
Group 1 Automotive Inc Common Stock 398905109 15,171 195,308 SH   SOLE   195,308 0 0
H&R Block Inc Common Stock 093671105 4 157 SH   SOLE   157 0 0
Halliburton Co Common Stock 406216101 139 2,907 SH   SOLE   2,907 0 0
Hanesbrands Inc Common Stock 410345102 2,435 39,089 SH   SOLE   39,089 0 0
Hanover Insurance Group Inc/The Common Stock 410867105 23,224 419,898 SH   SOLE   419,898 0 0
Harley-Davidson Inc Common Stock 412822108 28,382 441,813 SH   SOLE   441,813 0 0
Harman International Industries Inc Common Stock 413086109 21,166 319,550 SH   SOLE   319,550 0 0
Harris Corp Common Stock 413875105 4 81 SH   SOLE   81 0 0
Harris Teeter Supermarkets Inc Common Stock 414585109 16,140 328,125 SH   SOLE   328,125 0 0
Hartford Financial Services Group Inc Common Stock 416515104 10 340 SH   SOLE   340 0 0
Hasbro Inc Common Stock 418056107 18,643 395,500 SH   SOLE   395,500 0 0
HB Fuller Co Common Stock 359694106 27,432 607,042 SH   SOLE   607,042 0 0
HCA HOLDINGS INC Common Stock 40412C101 6 152 SH   SOLE   152 0 0
HCP Inc REIT 40414L109 6 157 SH   SOLE   157 0 0
Health Care REIT Inc REIT 42217K106 7 128 SH   SOLE   128 0 0
Health Care REIT Inc PUBLIC 42217K601 3,396 59,022 SH   SOLE   59,022 0 0
Health Care REIT Inc 3.00% 12/1/29 US DOMESTIC 42217KAR7 7,935 6,415,452 SH   SOLE   6,415,452 0 0
Health Net Inc Common Stock 42222G108 2 85 SH   SOLE   85 0 0
Helix Energy Solutions Group Inc Common Stock 42330P107 19,446 766,525 SH   SOLE   766,525 0 0
Helmerich & Payne Inc Common Stock 423452101 29,931 434,100 SH   SOLE   434,100 0 0
Hershey Co/The Common Stock 427866108 6 75 SH   SOLE   75 0 0
Hertz Global Holdings Inc Common Stock 42805T105 26,185 1,181,673 SH   SOLE   1,181,673 0 0
Hess Corp Common Stock 42809H107 5 69 SH   SOLE   69 0 0
Hewlett-Packard Co Common Stock 428236103 22 1,072 SH   SOLE   1,072 0 0
HOLLYFRONTIER CORP Common Stock 436106108 89 2,124 SH   SOLE   2,124 0 0
Hologic Inc Common Stock 436440101 3 153 SH   SOLE   153 0 0
Home Depot Inc Common Stock 437076102 426 5,617 SH   SOLE   5,617 0 0
Honeywell International Inc Common Stock 438516106 72 876 SH   SOLE   876 0 0
Hospira Inc Common Stock 441060100 3 79 SH   SOLE   79 0 0
Hospitality Properties Trust 3.80% 3/15/27 US DOMESTIC 44106MAK8 1,108 1,108,870 SH   SOLE   1,108,870 0 0
Howard Hughes Corp/The Common Stock 44267D107 6 59 SH   SOLE   59 0 0
Hubbell Inc Common Stock 443510201 16,601 158,500 SH   SOLE   158,500 0 0
Hudson City Bancorp Inc Common Stock 443683107 3 383 SH   SOLE   383 0 0
Huntington Bancshares Inc/OH Common Stock 446150104 1,715 207,675 SH   SOLE   207,675 0 0
HUNTINGTON INGALLS INDUST - WI Common Stock 446413106 1,740 25,825 SH   SOLE   25,825 0 0
Huntsman Corp Common Stock 447011107 2 131 SH   SOLE   131 0 0
IBERIABANK Corp Common Stock 450828108 20,921 403,350 SH   SOLE   403,350 0 0
ICU Medical Inc Common Stock 44930G107 13,319 196,074 SH   SOLE   196,074 0 0
IDEX Corp Common Stock 45167R104 75 1,164 SH   SOLE   1,164 0 0
Idexx Laboratories Inc Common Stock 45168D104 3 36 SH   SOLE   36 0 0
Illinois Tool Works Inc Common Stock 452308109 11 153 SH   SOLE   153 0 0
Independent Bank Corp Common Stock 453836108 22,472 629,475 SH   SOLE   629,475 0 0
Infinity Property & Casualty Corp Common Stock 45665Q103 18,278 282,950 SH   SOLE   282,950 0 0
Ingram Micro Inc Common Stock 457153104 5 223 SH   SOLE   223 0 0
Innophos Holdings Inc Common Stock 45774N108 19,240 364,550 SH   SOLE   364,550 0 0
Integra LifeSciences Holdings Corp Common Stock 457985208 17,615 437,647 SH   SOLE   437,647 0 0
Intel Corp Common Stock 458140100 94,557 4,125,552 SH   SOLE   4,125,552 0 0
Intel Corp 3.25% 8/1/39 US DOMESTIC 458140AF7 20,661 16,687,670 SH   SOLE   16,687,670 0 0
Interactive Brokers Group Inc Common Stock 45841N107 7 377 SH   SOLE   377 0 0
IntercontinentalExchange Inc Common Stock 45865V100 3,647 20,108 SH   SOLE   20,108 0 0
International Business Machines Corp Common Stock 459200101 180 974 SH   SOLE   974 0 0
International Flavors & Fragrances Inc Common Stock 459506101 18,529 225,148 SH   SOLE   225,148 0 0
International Game Technology Common Stock 459902102 26,899 1,420,979 SH   SOLE   1,420,979 0 0
International Game Technology 3.25% 5/1/14 US DOMESTIC 459902AQ5 10,911 9,863,244 SH   SOLE   9,863,244 0 0
Intuit Inc Common Stock 461202103 6 98 SH   SOLE   98 0 0
Iron Mountain Inc Common Stock 462846106 4 182 SH   SOLE   182 0 0
iShares Russell 2000 Value ETF ETP 464287630 13,498 147,300 SH   SOLE   147,300 0 0
iShares Russell Mid-cap Value ETF ETP 464287473 26,400 433,500 SH   SOLE   433,500 0 0
Itau Unibanco Holding SA ADR 465562106 480 34,048 SH   SOLE   34,048 0 0
ITC Holdings Corp Common Stock 465685105 6 67 SH   SOLE   67 0 0
ITT Corp Common Stock 450911201 7 207 SH   SOLE   207 0 0
Jabil Circuit Inc Common Stock 466313103 3 167 SH   SOLE   167 0 0
Jacobs Engineering Group Inc Common Stock 469814107 4 69 SH   SOLE   69 0 0
Janus Capital Group Inc 0.75% 7/15/18 US DOMESTIC 47102XAH8 8,764 8,392,040 SH   SOLE   8,392,040 0 0
Jarden Corp Common Stock 471109108 3,891 80,412 SH   SOLE   80,412 0 0
JB Hunt Transport Services Inc Common Stock 445658107 38,967 534,315 SH   SOLE   534,315 0 0
Jefferies Group Inc 3.875% 11/1/29 US DOMESTIC 472319AG7 11,673 11,137,971 SH   SOLE   11,137,971 0 0
JM Smucker Co/The Common Stock 832696405 2,247 21,400 SH   SOLE   21,400 0 0
John Bean Technologies Corp Common Stock 477839104 13,754 552,825 SH   SOLE   552,825 0 0
Johnson & Johnson Common Stock 478160104 81,765 943,189 SH   SOLE   943,189 0 0
Johnson Controls Inc Common Stock 478366107 41,096 990,272 SH   SOLE   990,272 0 0
JPMorgan Chase & Co Common Stock 46625H100 108,983 2,108,411 SH   SOLE   2,108,411 0 0
Juniper Networks Inc Common Stock 48203R104 26,908 1,354,934 SH   SOLE   1,354,934 0 0
Kaiser Aluminum Corp Common Stock 483007704 15,185 213,131 SH   SOLE   213,131 0 0
Kansas City Southern Common Stock 485170302 5 49 SH   SOLE   49 0 0
KBR Inc Common Stock 48242W106 4 129 SH   SOLE   129 0 0
Kennametal Inc Common Stock 489170100 65,454 1,435,400 SH   SOLE   1,435,400 0 0
Kimberly-Clark Corp Common Stock 494368103 10 107 SH   SOLE   107 0 0
Kinder Morgan Inc/Delaware Common Stock 49456B101 3 108 SH   SOLE   108 0 0
Kohl's Corp Common Stock 500255104 7 145 SH   SOLE   145 0 0
Koninklijke Philips Electronics NV NY Reg Shrs 500472303 117,089 3,630,693 SH   SOLE   3,630,693 0 0
Korn/Ferry International Common Stock 500643200 15,525 725,500 SH   SOLE   725,500 0 0
Krat Foods Group Inc Common Stock 50076Q106 76 1,450 SH   SOLE   1,450 0 0
Kroger Co/The Common Stock 501044101 2,986 74,025 SH   SOLE   74,025 0 0
L Brands Inc Common Stock 501797104 9 160 SH   SOLE   160 0 0
Lakeland Financial Corp Common Stock 511656100 14,385 440,598 SH   SOLE   440,598 0 0
Lam Research Corp Common Stock 512807108 30,677 599,296 SH   SOLE   599,296 0 0
Lam Research Corp 1.25% 5/15/18 US DOMESTIC 512807AL2 13,049 10,846,400 SH   SOLE   10,846,400 0 0
Lancaster Colony Corp Common Stock 513847103 17,370 221,875 SH   SOLE   221,875 0 0
Las Vegas Sands Corp Common Stock 517834107 3 60 SH   SOLE   60 0 0
LaSalle Hotel Properties REIT 517942108 32,406 1,136,275 SH   SOLE   1,136,275 0 0
La-Z-Boy Inc Common Stock 505336107 25,009 1,101,255 SH   SOLE   1,101,255 0 0
LEAR CORP Common Stock 521865204 3,670 51,280 SH   SOLE   51,280 0 0
Legg Mason Inc Common Stock 524901105 6 181 SH   SOLE   181 0 0
Leucadia National Corp Common Stock 527288104 9 331 SH   SOLE   331 0 0
Liberty Media Corp Common Stock 531229102 4,844 32,924 SH   SOLE   32,924 0 0
Liberty Property Trust REIT 531172104 3 103 SH   SOLE   103 0 0
Life Technologies Corp Common Stock 53217V109 3 49 SH   SOLE   49 0 0
Lincoln Electric Holdings Inc Common Stock 533900106 567 8,525 SH   SOLE   8,525 0 0
Lincoln National Corp Common Stock 534187109 2,133 50,800 SH   SOLE   50,800 0 0
Linkedin Corporation Common Stock 53578A108 28,836 117,193 SH   SOLE   117,193 0 0
Littelfuse Inc Common Stock 537008104 15,753 201,397 SH   SOLE   201,397 0 0
LKQ Corp Common Stock 501889208 3,238 101,650 SH   SOLE   101,650 0 0
Lockheed Martin Corp Common Stock 539830109 14 110 SH   SOLE   110 0 0
Lorillard Inc Common Stock 544147101 9 203 SH   SOLE   203 0 0
Lowe's Cos Inc Common Stock 548661107 19 407 SH   SOLE   407 0 0
LSI Corp Common Stock 502161102 3 438 SH   SOLE   438 0 0
M&T Bank Corp Common Stock 55261F104 2,919 26,086 SH   SOLE   26,086 0 0
MA COM Technology Solutions Holdings Inc Common Stock 55405Y100 7,271 427,229 SH   SOLE   427,229 0 0
Macy's Inc Common Stock 55616P104 3,417 78,977 SH   SOLE   78,977 0 0
Manpower Inc Common Stock 56418H100 5 79 SH   SOLE   79 0 0
Marathon Oil Corp Common Stock 565849106 89 2,557 SH   SOLE   2,557 0 0
Marathon Petroleum Corp Common Stock 56585A102 5 90 SH   SOLE   90 0 0
Markel Corp Common Stock 570535104 30,134 58,200 SH   SOLE   58,200 0 0
Marriott International Inc/DE Common Stock 571903202 30,895 734,565 SH   SOLE   734,565 0 0
Marsh & McLennan Cos Inc Common Stock 571748102 30,632 703,383 SH   SOLE   703,383 0 0
Masco Corp Common Stock 574599106 3 169 SH   SOLE   169 0 0
MasTec Inc Common Stock 576323109 1,538 50,775 SH   SOLE   50,775 0 0
Mastercard Inc Common Stock 57636Q104 154 230 SH   SOLE   230 0 0
Mattel Inc Common Stock 577081102 3 81 SH   SOLE   81 0 0
McCraw Hill Financial Inc Common Stock 580645109 135 2,069 SH   SOLE   2,069 0 0
McDermott International Inc Common Stock 580037109 2 356 SH   SOLE   356 0 0
McDonald's Corp Common Stock 580135101 16 174 SH   SOLE   174 0 0
Mcgrath Rentcorp Common Stock 580589109 15,159 424,625 SH   SOLE   424,625 0 0
McKesson Corp Common Stock 58155Q103 111 868 SH   SOLE   868 0 0
Mead Johnson Nutrition Co Common Stock 582839106 106 1,429 SH   SOLE   1,429 0 0
Measurement Specialties Inc Common Stock 583421102 4,980 91,825 SH   SOLE   91,825 0 0
Medtronic Inc Common Stock 585055106 13 252 SH   SOLE   252 0 0
Men's Wearhouse Inc/The Common Stock 587118100 22,339 656,083 SH   SOLE   656,083 0 0
Merck & Co Inc Common Stock 58933Y105 135,403 2,844,013 SH   SOLE   2,844,013 0 0
MetLife Inc Common Stock 59156R108 98,014 2,087,638 SH   SOLE   2,087,638 0 0
Metlife Inc Pfd 9/11/13 PUBLIC 59156R116 7,845 273,752 SH   SOLE   273,752 0 0
Micron Technology Inc Common Stock 595112103 7 412 SH   SOLE   412 0 0
Micron Technology Inc 3.125% 5/1/32 US DOMESTIC 595112AX1 906 478,261 SH   SOLE   478,261 0 0
Microsemi Corp Common Stock 595137100 28,974 1,194,810 SH   SOLE   1,194,810 0 0
Microsoft Corp Common Stock 594918104 129 3,899 SH   SOLE   3,899 0 0
Mindray Medical International Ltd ADR 602675100 505 12,996 SH   SOLE   12,996 0 0
MKS Instruments Inc Common Stock 55306N104 30,072 1,130,967 SH   SOLE   1,130,967 0 0
Modine Manufacturing Co Common Stock 607828100 7,146 488,468 SH   SOLE   488,468 0 0
Mohawk Industries Inc Common Stock 608190104 20,538 157,683 SH   SOLE   157,683 0 0
Mondelez International Common Stock 609207105 101 3,234 SH   SOLE   3,234 0 0
Monsanto Co Common Stock 61166W101 58,058 556,280 SH   SOLE   556,280 0 0
Moody's Corp Common Stock 615369105 5 78 SH   SOLE   78 0 0
Morgan Stanley Common Stock 617446448 29 1,103 SH   SOLE   1,103 0 0
MOSAIC CO/THE Common Stock 61945C103 7 175 SH   SOLE   175 0 0
MOTOROLA SOLUTIONS INC Common Stock 620076307 17 294 SH   SOLE   294 0 0
MRC Global Inc Common Stock 55345K103 1,448 54,050 SH   SOLE   54,050 0 0
MTS Systems Corp Common Stock 553777103 15,021 233,430 SH   SOLE   233,430 0 0
Mueller Industries Inc Common Stock 624756102 16,797 301,725 SH   SOLE   301,725 0 0
Murphy Oil Corp Common Stock 626717102 4 75 SH   SOLE   75 0 0
Murphy USA Inc Common Stock 626755102 0 18 SH   SOLE   18 0 0
National Oilwell Varco Inc Common Stock 637071101 8 110 SH   SOLE   110 0 0
NCR Corp Common Stock 62886E108 4 123 SH   SOLE   123 0 0
NetFlix Inc Common Stock 64110L106 11 38 SH   SOLE   38 0 0
New York Community Capital Trust V PUBLIC 64944P307 6,978 143,745 SH   SOLE   143,745 0 0
Newell Rubbermaid Inc Common Stock 651229106 5 184 SH   SOLE   184 0 0
Newmont Mining Corp Common Stock 651639106 5 183 SH   SOLE   183 0 0
Newmont Mining Corp 1.625% 7/15/17 US DOMESTIC 651639AJ5 7,285 6,608,499 SH   SOLE   6,608,499 0 0
News Corp - Class A Common Stock 65249B109 74,166 4,618,059 SH   SOLE   4,618,059 0 0
Nextera Energy PUBLIC 65339F887 4,182 76,550 SH   SOLE   76,550 0 0
NextEra Energy Inc Common Stock 65339F101 5 65 SH   SOLE   65 0 0
Nike Inc Common Stock 654106103 16 221 SH   SOLE   221 0 0
Noble Energy Inc Common Stock 655044105 4 72 SH   SOLE   72 0 0
Nordson Corp Common Stock 655663102 3 47 SH   SOLE   47 0 0
Nordstrom Inc Common Stock 655664100 29,136 518,450 SH   SOLE   518,450 0 0
Norfolk Southern Corp Common Stock 655844108 79 1,030 SH   SOLE   1,030 0 0
Northrop Grumman Corp Common Stock 666807102 24 254 SH   SOLE   254 0 0
NorthWestern Corp Common Stock 668074305 19,249 428,525 SH   SOLE   428,525 0 0
Novellus Systems 2.625% 5/15/41 US DOMESTIC 670008AD3 6,181 3,904,304 SH   SOLE   3,904,304 0 0
NRG Energy Inc Common Stock 629377508 6 222 SH   SOLE   222 0 0
Nuance Communications Inc 2.75% 11/1/31 US DOMESTIC 67020YAF7 432 427,795 SH   SOLE   427,795 0 0
Nucor Corp Common Stock 670346105 2,634 53,734 SH   SOLE   53,734 0 0
Nvidia Corp Common Stock 67066G104 3 214 SH   SOLE   214 0 0
NVR Inc Common Stock 62944T105 3 4 SH   SOLE   4 0 0
Occidental Petroleum Corp Common Stock 674599105 96,700 1,033,792 SH   SOLE   1,033,792 0 0
Oceaneering International Inc Common Stock 675232102 2,167 26,675 SH   SOLE   26,675 0 0
Old National Bancorp/IN Common Stock 680033107 28,752 2,024,826 SH   SOLE   2,024,826 0 0
Olin Corp Common Stock 680665205 28,063 1,216,464 SH   SOLE   1,216,464 0 0
Omnicare Inc Common Stock 681904108 90 1,623 SH   SOLE   1,623 0 0
Omnicom Group Inc Common Stock 681919106 28,896 455,500 SH   SOLE   455,500 0 0
Omnicom Group Inc 0.00% 7/31/32 US DOMESTIC 681919AV8 6,929 5,748,000 SH   SOLE   5,748,000 0 0
Onyx Pharmaceuticals Inc Common Stock 683399109 3 31 SH   SOLE   31 0 0
Oracle Corp Common Stock 68389X105 31 958 SH   SOLE   958 0 0
Oshkosh Corp Common Stock 688239201 1,206 24,641 SH   SOLE   24,641 0 0
Owens & Minor Inc Common Stock 690732102 27,178 785,739 SH   SOLE   785,739 0 0
Owens Corning Common Stock 690742101 5 145 SH   SOLE   145 0 0
Owens-Brockway 3.00% 6/1/15 PRIV PLACEMENT 69073TAQ6 271 262,513 SH   SOLE   262,513 0 0
Oxford Industries Inc Common Stock 691497309 11,568 170,168 SH   SOLE   170,168 0 0
Paccar Inc Common Stock 693718108 5 106 SH   SOLE   106 0 0
Packaging Corp of America Common Stock 695156109 81 1,422 SH   SOLE   1,422 0 0
Pacwest Bancorp Common Stock 695263103 30,694 893,313 SH   SOLE   893,313 0 0
Pall Corp Common Stock 696429307 2,082 27,025 SH   SOLE   27,025 0 0
Parametric Technology Corp Common Stock 69370C100 33,740 1,186,797 SH   SOLE   1,186,797 0 0
Parker Hannifin Corp Common Stock 701094104 24,201 222,600 SH   SOLE   222,600 0 0
Patterson Cos Inc Common Stock 703395103 38,487 957,400 SH   SOLE   957,400 0 0
Paychex Inc Common Stock 704326107 9 231 SH   SOLE   231 0 0
Penske Automotive Group Inc Common Stock 70959W103 18,155 424,899 SH   SOLE   424,899 0 0
PepsiCo Inc/NC Common Stock 713448108 87 1,096 SH   SOLE   1,096 0 0
Perrigo Co Common Stock 714290103 3,917 31,750 SH   SOLE   31,750 0 0
PetSmart Inc Common Stock 716768106 85,217 1,117,458 SH   SOLE   1,117,458 0 0
Pfizer Inc Common Stock 717081103 103,042 3,589,096 SH   SOLE   3,589,096 0 0
PG&E Corp Common Stock 69331C108 7 183 SH   SOLE   183 0 0
Pharmacyclics Inc Common Stock 716933106 1 10 SH   SOLE   10 0 0
Philip Morris International Inc Common Stock 718172109 169 1,954 SH   SOLE   1,954 0 0
Phillips 66 Common Stock 718546104 18 312 SH   SOLE   312 0 0
Pitney Bowes Inc Common Stock 724479100 5 321 SH   SOLE   321 0 0
Plexus Corp Common Stock 729132100 11,563 310,850 SH   SOLE   310,850 0 0
Plum Creek Timber Co Inc REIT 729251108 5 112 SH   SOLE   112 0 0
PNC Financial Services Group Inc Common Stock 693475105 231 3,200 SH   SOLE   3,200 0 0
PPG Industries Inc Common Stock 693506107 102 615 SH   SOLE   615 0 0
Premier Inc Class A Common Stock 74051N102 114 3,619 SH   SOLE   3,619 0 0
Priceline.com Inc Common Stock 741503403 69,288 68,538 SH   SOLE   68,538 0 0
Priceline.Com Inc 1.00% 3/15/18 US DOMESTIC 741503AQ9 6,544 5,092,758 SH   SOLE   5,092,758 0 0
Priceline.com Inc 1.25% 3/15/15 US DOMESTIC 741503AN6 10,856 3,272,546 SH   SOLE   3,272,546 0 0
Primerica Inc Common Stock 74164M108 11,633 288,387 SH   SOLE   288,387 0 0
PRIMORIS SERVICES CORP Common Stock 74164F103 25,482 1,000,495 SH   SOLE   1,000,495 0 0
Procter & Gamble Co/The Common Stock 742718109 138,415 1,831,135 SH   SOLE   1,831,135 0 0
Prologis LP 3.25% 3/15/15 US DOMESTIC 74340XAT8 9,297 8,214,469 SH   SOLE   8,214,469 0 0
Prosperity Bancshares Inc Common Stock 743606105 24,694 399,328 SH   SOLE   399,328 0 0
PS Business Parks Inc REIT 69360J107 15,725 210,741 SH   SOLE   210,741 0 0
Public Service Enterprise Group Inc Common Stock 744573106 4 124 SH   SOLE   124 0 0
Pulte Group Inc Common Stock 745867101 4 262 SH   SOLE   262 0 0
PVH CORP Common Stock 693656100 90,828 765,254 SH   SOLE   765,254 0 0
Qualcomm Inc Common Stock 747525103 44,099 654,678 SH   SOLE   654,678 0 0
Quanta Svcs Inc Common Stock 74762E102 4,188 152,250 SH   SOLE   152,250 0 0
Range Resources Corp Common Stock 75281A109 3 43 SH   SOLE   43 0 0
Rayonier Trs Holdings Inc 4.50% 8/15/15 US DOMESTIC 75508AAC0 152 90,306 SH   SOLE   90,306 0 0
Rayonier Trs Holdings Inc 4.50% 8/15/15 PRIV PLACEMENT 75508AAD8 3,978 2,352,975 SH   SOLE   2,352,975 0 0
Raytheon Co Common Stock 755111507 22 294 SH   SOLE   294 0 0
Regency Centers Corp REIT 758849103 16,862 348,764 SH   SOLE   348,764 0 0
Regeneron Pharmaceuticals Inc Common Stock 75886F107 17 56 SH   SOLE   56 0 0
Regions Financial Corp Common Stock 7591EP100 8 944 SH   SOLE   944 0 0
Reinsurance Group of America Inc Common Stock 759351604 21,001 313,500 SH   SOLE   313,500 0 0
Reliance Steel & Aluminum Co Common Stock 759509102 30,722 419,300 SH   SOLE   419,300 0 0
Rent-A-Center Inc/TX Common Stock 76009N100 13,057 342,709 SH   SOLE   342,709 0 0
Republic Services Inc Common Stock 760759100 27,138 813,500 SH   SOLE   813,500 0 0
RESERVE PRIMARY FUND Open-End Fund 761056407 3 3,330 SH   SOLE   3,330 0 0
Resmed Inc Common Stock 761152107 1,387 26,275 SH   SOLE   26,275 0 0
Reynolds American Inc Common Stock 761713106 11 245 SH   SOLE   245 0 0
RLI Corp Common Stock 749607107 14,462 165,441 SH   SOLE   165,441 0 0
Robert Half International Inc Common Stock 770323103 29,494 755,700 SH   SOLE   755,700 0 0
Roche Holding AG ADR 771195104 85,350 1,263,887 SH   SOLE   1,263,887 0 0
Rock-Tenn Co Common Stock 772739207 3,521 34,775 SH   SOLE   34,775 0 0
Rockwell Automation Inc Common Stock 773903109 28,520 266,700 SH   SOLE   266,700 0 0
Rockwell Collins Inc Common Stock 774341101 6 91 SH   SOLE   91 0 0
Roper Industries Inc Common Stock 776696106 6 46 SH   SOLE   46 0 0
Roper Industries Inc 0.00% 01/15/34 US DOMESTIC 776696AA4 6,571 3,941,000 SH   SOLE   3,941,000 0 0
Rosetta Resources Inc Common Stock 777779307 30,652 562,850 SH   SOLE   562,850 0 0
Ross Stores Inc Common Stock 778296103 2,983 40,976 SH   SOLE   40,976 0 0
RPM International Inc Common Stock 749685103 29,097 803,800 SH   SOLE   803,800 0 0
Rudolph Technologies Inc Common Stock 781270103 13,108 1,149,858 SH   SOLE   1,149,858 0 0
Rush Enterprises Inc Common Stock 781846209 28,241 1,065,320 SH   SOLE   1,065,320 0 0
Safeway Inc Common Stock 786514208 6 194 SH   SOLE   194 0 0
Salesforce.com Inc Common Stock 79466L302 10 200 SH   SOLE   200 0 0
Salix Pharmaceuticals Ltd Common Stock 795435106 5 83 SH   SOLE   83 0 0
Sanofi-Aventis SA ADR 80105N105 65 1,300 SH   SOLE   1,300 0 0
Schlumberger Ltd Common Stock 806857108 11 125 SH   SOLE   125 0 0
Selective Insurance Group Inc Common Stock 816300107 26,393 1,077,296 SH   SOLE   1,077,296 0 0
Sempra Energy Common Stock 816851109 15,773 184,270 SH   SOLE   184,270 0 0
Semtech Corp Common Stock 816850101 1,605 53,528 SH   SOLE   53,528 0 0
Sensient Technologies Corp Common Stock 81725T100 31,174 650,950 SH   SOLE   650,950 0 0
Sherwin-Williams Co/The Common Stock 824348106 9 53 SH   SOLE   53 0 0
Shoe Carnival Inc Common Stock 824889109 12,015 444,859 SH   SOLE   444,859 0 0
Siemens AG ADR 826197501 112,968 937,424 SH   SOLE   937,424 0 0
Silgan Holdings Inc Common Stock 827048109 28,202 600,063 SH   SOLE   600,063 0 0
Simon Property Group Inc REIT 828806109 7 51 SH   SOLE   51 0 0
Sirius XM Radio Inc Common Stock 82967N108 4 1,273 SH   SOLE   1,273 0 0
Skyworks Solutions Inc Common Stock 83088M102 26,315 1,059,400 SH   SOLE   1,059,400 0 0
SL Green Realty Corp REIT 78440X101 2,480 27,920 SH   SOLE   27,920 0 0
Snyders-Lance Inc Common Stock 833551104 14,901 516,520 SH   SOLE   516,520 0 0
Sonoco Products Co Common Stock 835495102 6 177 SH   SOLE   177 0 0
South Jersey Industries Inc Common Stock 838518108 17,682 301,850 SH   SOLE   301,850 0 0
Southwest Airlines Co Common Stock 844741108 31,824 2,185,762 SH   SOLE   2,185,762 0 0
Southwestern Energy Co Common Stock 845467109 3 98 SH   SOLE   98 0 0
SPDR S&P Biotech ETF ETP 78464A870 1,814 14,050 SH   SOLE   14,050 0 0
Spectra Energy Corp Common Stock 847560109 5 171 SH   SOLE   171 0 0
Splunk Inc Common Stock 848637104 926 15,425 SH   SOLE   15,425 0 0
Stancorp Financial Group Inc Common Stock 852891100 30,129 547,611 SH   SOLE   547,611 0 0
Stanley Black & Decker I Pfd 4.75% 11/17/15 PUBLIC 854502309 5,780 42,190 SH   SOLE   42,190 0 0
Staples Inc Common Stock 855030102 7 479 SH   SOLE   479 0 0
Starbucks Corp Common Stock 855244109 51,977 675,298 SH   SOLE   675,298 0 0
Starwood Hotels & Resorts Worldwide Inc Common Stock 85590A401 8 125 SH   SOLE   125 0 0
State Street Corp Common Stock 857477103 102 1,561 SH   SOLE   1,561 0 0
Stericycle Inc Common Stock 858912108 3 28 SH   SOLE   28 0 0
Steris Corp Common Stock 859152100 28,754 669,326 SH   SOLE   669,326 0 0
Stryker Corp Common Stock 863667101 5 86 SH   SOLE   86 0 0
SunTrust Banks Inc Common Stock 867914103 18,703 576,900 SH   SOLE   576,900 0 0
SYKES Enterprises Inc Common Stock 871237103 15,488 864,810 SH   SOLE   864,810 0 0
Symantec Corp Common Stock 871503108 2,768 111,852 SH   SOLE   111,852 0 0
Synopsys Inc Common Stock 871607107 26,412 700,600 SH   SOLE   700,600 0 0
SYSCO Corp Common Stock 871829107 10 342 SH   SOLE   342 0 0
Target Corp Common Stock 87612E106 11 178 SH   SOLE   178 0 0
Techne Corp Common Stock 878377100 8 112 SH   SOLE   112 0 0
Teleflex Inc Common Stock 879369106 1,474 17,925 SH   SOLE   17,925 0 0
Tenet Healthcare Corp Common Stock 88033G407 4 102 SH   SOLE   102 0 0
Teradata Corp Common Stock 88076W103 2,212 39,900 SH   SOLE   39,900 0 0
Terex Corp Common Stock 880779103 1,712 50,975 SH   SOLE   50,975 0 0
Tesla Motors Inc Common Stock 88160R101 6 31 SH   SOLE   31 0 0
Teva Pharm Finance Co LLC 0.25% 2/1/26 US DOMESTIC 88163VAE9 5,814 5,607,252 SH   SOLE   5,607,252 0 0
Textron Inc Common Stock 883203101 4 166 SH   SOLE   166 0 0
Thermo Fisher Scientific Inc Common Stock 883556102 123 1,341 SH   SOLE   1,341 0 0
Time Warner Cable Inc Common Stock 88732J207 15 137 SH   SOLE   137 0 0
Time Warner Inc Common Stock 887317303 46 706 SH   SOLE   706 0 0
Titan Machinery Inc Common Stock 88830R101 11,074 689,150 SH   SOLE   689,150 0 0
TJX Cos Inc Common Stock 872540109 175 3,115 SH   SOLE   3,115 0 0
Toll Brothers Inc Common Stock 889478103 3 108 SH   SOLE   108 0 0
Tractor Supply Co Common Stock 892356106 42,260 629,150 SH   SOLE   629,150 0 0
TransDigm Group Inc Common Stock 893641100 5 42 SH   SOLE   42 0 0
Travelers Companies Inc Common Stock 89417E109 10 123 SH   SOLE   123 0 0
TRIMAS CORP Common Stock 896215209 28,005 750,813 SH   SOLE   750,813 0 0
Trimble Navigation Ltd Common Stock 896239100 1,390 46,800 SH   SOLE   46,800 0 0
Trinity Industries Inc Common Stock 896522109 67 1,488 SH   SOLE   1,488 0 0
TRW Automotive Holdings Corp Common Stock 87264S106 4 69 SH   SOLE   69 0 0
Twenty-First Century Fox A Common Stock 90130A101 105 3,138 SH   SOLE   3,138 0 0
Tyson Foods Inc Common Stock 902494103 11,221 396,800 SH   SOLE   396,800 0 0
Tyson Foods Inc 3.25% 10/15/13 US DOMESTIC 902494AP8 1,866 1,090,463 SH   SOLE   1,090,463 0 0
UGI Corp Common Stock 902681105 2,280 58,275 SH   SOLE   58,275 0 0
Union Pacific Corp Common Stock 907818108 168 1,084 SH   SOLE   1,084 0 0
Unit Corp Common Stock 909218109 29,576 636,200 SH   SOLE   636,200 0 0
United Parcel Service Inc Common Stock 911312106 76,156 833,501 SH   SOLE   833,501 0 0
United Technologies Corp Common Stock 913017109 21 203 SH   SOLE   203 0 0
United Technologies Corp Pfd 8/1/15 PUBLIC 913017117 7,636 117,866 SH   SOLE   117,866 0 0
UnitedHealth Group Inc Common Stock 91324P102 18 253 SH   SOLE   253 0 0
Universal Health Services Inc Common Stock 913903100 62 834 SH   SOLE   834 0 0
US Bancorp Common Stock 902973304 86 2,365 SH   SOLE   2,365 0 0
US Treasury Bill 0.00% 3/20/14 US GOVERNMENT 912796CD9 7,448 7,448,999 SH   SOLE   7,448,999 0 0
US Treasury Bond 8.875% 8/15/17 US GOVERNMENT 912810DZ8 114,610 88,119,323 SH   SOLE   88,119,323 0 0
US Treasury Bond 9.125% 5/15/18 US GOVERNMENT 912810EA2 24,699 18,218,699 SH   SOLE   18,218,699 0 0
US Treasury Note 0.25% 9/15/14 US GOVERNMENT 912828RG7 300 300,033 SH   SOLE   300,033 0 0
US Treasury Note 0.875% 11/30/16 US GOVERNMENT 912828RU6 125 125,365 SH   SOLE   125,365 0 0
US Treasury Note 1.00% 8/31/16 US GOVERNMENT 912828RF9 252 250,211 SH   SOLE   250,211 0 0
US Treasury Note 1.25% 10/31/15 US GOVERNMENT 912828PE4 650 638,261 SH   SOLE   638,261 0 0
US Treasury Note 1.25% 9/30/15 US GOVERNMENT 912828NZ9 152 150,005 SH   SOLE   150,005 0 0
US Treasury Note 1.50% 7/31/16 US GOVERNMENT 912828QX1 565 551,355 SH   SOLE   551,355 0 0
US Treasury Note 1.75% 7/31/15 US GOVERNMENT 912828NP1 334 325,933 SH   SOLE   325,933 0 0
US Treasury Note 2.00% 4/30/16 US GOVERNMENT 912828QF0 608 585,681 SH   SOLE   585,681 0 0
US Treasury Note 2.375% 10/31/14 US GOVERNMENT 912828LS7 155 151,455 SH   SOLE   151,455 0 0
Valero Energy Corp Common Stock 91913Y100 128 3,756 SH   SOLE   3,756 0 0
Valspar Corp Common Stock 920355104 4 64 SH   SOLE   64 0 0
Vantiv Inc Common Stock 92210H105 2,071 74,150 SH   SOLE   74,150 0 0
Varian Medical Systems Inc Common Stock 92220P105 3 41 SH   SOLE   41 0 0
Vectren Corp Common Stock 92240G101 9 289 SH   SOLE   289 0 0
Verisign Inc Common Stock 92343E102 6 125 SH   SOLE   125 0 0
Verisk Analytics Inc Common Stock 92345Y106 5 79 SH   SOLE   79 0 0
Verizon Communications Inc Common Stock 92343V104 57 1,236 SH   SOLE   1,236 0 0
Vertex Pharmaceuticals Inc Common Stock 92532F100 0 4 SH   SOLE   4 0 0
VF Corp Common Stock 918204108 6 32 SH   SOLE   32 0 0
Viacom Inc Common Stock 92553P201 108 1,293 SH   SOLE   1,293 0 0
Visa Inc Common Stock 92826C839 46,578 243,738 SH   SOLE   243,738 0 0
Vishay Intertechnology Inc Common Stock 928298108 4 363 SH   SOLE   363 0 0
WABCO Holdings Inc Common Stock 92927K102 4 56 SH   SOLE   56 0 0
Wabtec Corp/DE Common Stock 929740108 3,334 53,025 SH   SOLE   53,025 0 0
Walgreen Co Common Stock 931422109 134 2,509 SH   SOLE   2,509 0 0
Wal-Mart Stores Inc Common Stock 931142103 62 840 SH   SOLE   840 0 0
Walt Disney Co/The Common Stock 254687106 289 4,489 SH   SOLE   4,489 0 0
Washington Post Co/The Common Stock 939640108 8 14 SH   SOLE   14 0 0
Waste Management Inc Common Stock 94106L109 7 174 SH   SOLE   174 0 0
Waters Corp Common Stock 941848103 8 77 SH   SOLE   77 0 0
Watts Water Technologies Inc Common Stock 942749102 12,447 220,853 SH   SOLE   220,853 0 0
WellPoint Inc Common Stock 94973V107 7 86 SH   SOLE   86 0 0
Wellpoint Inc 2.75% 10/15/42 PRIV PLACEMENT 94973VBD8 16,198 12,723,466 SH   SOLE   12,723,466 0 0
Wells Fargo & Co Common Stock 949746101 74,391 1,800,385 SH   SOLE   1,800,385 0 0
Wells Fargo & Co PUBLIC 949746804 14,419 12,676 SH   SOLE   12,676 0 0
Werner Enterprises Inc Common Stock 950755108 24,747 1,060,763 SH   SOLE   1,060,763 0 0
WESCO International Inc Common Stock 95082P105 6 80 SH   SOLE   80 0 0
West Pharmaceutical Services Inc Common Stock 955306105 8,000 194,418 SH   SOLE   194,418 0 0
Western Digital Corp Common Stock 958102105 3 51 SH   SOLE   51 0 0
Western Union Co/The Common Stock 959802109 10 555 SH   SOLE   555 0 0
Westlake Chemical Corp Common Stock 960413102 109 1,049 SH   SOLE   1,049 0 0
Weyerhaeuser Co REIT 962166104 6 220 SH   SOLE   220 0 0
Whole Foods Market Inc Common Stock 966837106 160 2,745 SH   SOLE   2,745 0 0
Williams Cos Inc/The Common Stock 969457100 8 245 SH   SOLE   245 0 0
Windstream Holdings Inc Common Stock 97382A101 3 475 SH   SOLE   475 0 0
Wisconsin Energy Corp Common Stock 976657106 3,604 89,260 SH   SOLE   89,260 0 0
Woodward Inc Common Stock 980745103 17,900 438,408 SH   SOLE   438,408 0 0
WR Berkley Corp Common Stock 084423102 28,224 658,525 SH   SOLE   658,525 0 0
WR Grace & Co Common Stock 38388F108 2,307 26,400 SH   SOLE   26,400 0 0
Xcel Energy Inc Common Stock 98389B100 20,370 737,800 SH   SOLE   737,800 0 0
Xilinx Inc 2.625% 6/15/17 US DOMESTIC 983919AF8 5,568 3,432,272 SH   SOLE   3,432,272 0 0
Xilinx Inc 3.125% 3/15/37 US DOMESTIC 983919AD3 3,997 2,471,120 SH   SOLE   2,471,120 0 0
Xylem Inc Common Stock 98419M100 20,455 732,400 SH   SOLE   732,400 0 0
Yahoo! Inc Common Stock 984332106 8 251 SH   SOLE   251 0 0
Yum! Brands Inc Common Stock 988498101 7 108 SH   SOLE   108 0 0
Zebra Technologies Corp Common Stock 989207105 22,891 502,775 SH   SOLE   502,775 0 0
Zimmer Holdings Inc Common Stock 98956P102 88 1,081 SH   SOLE   1,081 0 0
Zions Bancorporation Common Stock 989701107 3 139 SH   SOLE   139 0 0
Zoetis Inc Common Stock 98978V103 1 37 SH   SOLE   37 0 0
AFLAC INC SUB Preferred Stocks 001055300 0 21 SH   SOLE   0 0 0
ABBOTT LABS COM Common Stocks 002824100 19 584 SH   SOLE   0 0 0
AEGON N V PFD Preferred Stocks 007924301 1 82 SH   SOLE   0 0 0
AEGON N V PERP Preferred Stocks 007924400 0 11 SH   SOLE   0 0 0
AEGON N V PERP Preferred Stocks 007924509 0 35 SH   SOLE   0 0 0
AEGON N V NON Preferred Stocks 007924608 1 38 SH   SOLE   0 0 0
AFFILIATED MANAGERS GROUP Common Stocks 008252108 15,777 86,385 SH   SOLE   0 0 0
AFFILIATED MANAGERS GROUP Preferred Stocks 008252868 0 7 SH   SOLE   0 0 0
AFFILIATED MANAGERS GROUP Preferred Stocks 008252876 0 9 SH   SOLE   0 0 0
AIR PRODS and CHEMS INC Common Stocks 009158106 7,976 74,847 SH   SOLE   0 0 0
ALEXANDRIA REAL ESTATE EQ Common Stocks 015271703 0 11 SH   SOLE   0 0 0
ALEXION PHARMACEUTICALS INC Common Stocks 015351109 12,068 103,893 SH   SOLE   0 0 0
ALLIANCE DATA SYSTEMS CORP Common Stocks 018581108 13,610 64,362 SH   SOLE   0 0 0
ALLSTATE CORP SUB Preferred Stocks 020002309 0 4 SH   SOLE   0 0 0
ALLSTATE CORP DEP Common Stocks 020002408 0 11 SH   SOLE   0 0 0
ALLSTATE CORP DEP Preferred Stocks 020002606 0 10 SH   SOLE   0 0 0
ALTERA CORP COM Common Stocks 021441100 3,471 93,428 SH   SOLE   0 0 0
AMAZON COM INC Common Stocks 023135106 20,485 65,523 SH   SOLE   0 0 0
AMERICAN FINL GROUP INC Preferred Stocks 025932401 0 11 SH   SOLE   0 0 0
AMERICAN FINL GROUP INC Preferred Stocks 025932500 0 7 SH   SOLE   0 0 0
ANADARKO PETE CORP Common Stocks 032511107 4,541 48,838 SH   SOLE   0 0 0
APACHE CORP COM Common Stocks 037411105 1,243 14,605 SH   SOLE   0 0 0
APPLE INC COM Common Stocks 037833100 30,190 63,325 SH   SOLE   0 0 0
APPLIED MATLS INC Common Stocks 038222105 5,941 338,938 SH   SOLE   0 0 0
BBandT CORP DEP Common Stocks 054937206 0 19 SH   SOLE   0 0 0
BBandT CORP DEP Common Stocks 054937404 1 76 SH   SOLE   0 0 0
BBandT CORP Common Stocks 054937602 0 10 SH   SOLE   0 0 0
BBandT CORP DP Common Stocks 054937800 0 38 SH   SOLE   0 0 0
BP PLC Common Stocks 055622104 4,759 113,233 SH   SOLE   0 0 0
BANK OF AMERICA Preferred Stocks 060505617 0 19 SH   SOLE   0 0 0
BANK OF AMERICA Common Stocks 060505740 0 25 SH   SOLE   0 0 0
BANK OF AMERICA Preferred Stocks 060505831 0 36 SH   SOLE   0 0 0
BANK NEW YORK MELLON CORP Common Stocks 064058100 5,014 166,108 SH   SOLE   0 0 0
BANK NEW YORK MELLON CORP Common Stocks 064058209 1 75 SH   SOLE   0 0 0
BAXTER INTL INC COM Common Stocks 071813109 4,295 65,396 SH   SOLE   0 0 0
BERKLEY W R CORP Preferred Stocks 084423409 0 18 SH   SOLE   0 0 0
BOEING CO COM Common Stocks 097023105 4,181 35,584 SH   SOLE   0 0 0
BROADCOM CORP CL Common Stocks 111320107 2,865 110,134 SH   SOLE   0 0 0
CATAMARAN CORP Common Stocks 148887102 13,305 289,556 SH   SOLE   0 0 0
CATERPILLAR INC DEL Common Stocks 149123101 16 200 SH   SOLE   0 0 0
CELGENE CORP COM Common Stocks 151020104 16,772 108,813 SH   SOLE   0 0 0
CERNER CORP COM Common Stocks 156782104 13,421 255,396 SH   SOLE   0 0 0
CHESAPEAKE ENERGY CORP Common Stocks 165167107 5,558 214,783 SH   SOLE   0 0 0
CHIPOTLE MEXICAN GRILL INC Common Stocks 169656105 10,079 23,506 SH   SOLE   0 0 0
CITIGROUP INC DEP Common Stocks 172967358 0 10 SH   SOLE   0 0 0
CITIGROUP INC DEP Common Stocks 172967366 1 49 SH   SOLE   0 0 0
CITIGROUP INC COM Common Stocks 172967424 5,275 108,759 SH   SOLE   0 0 0
CITIGROUP CAP IX PFD Preferred Stocks 173066200 1 47 SH   SOLE   0 0 0
CITIGROUP CAP XIII TR Common Stocks 173080201 1 40 SH   SOLE   0 0 0
CITRIX SYS INC COM Common Stocks 177376100 20,952 296,731 SH   SOLE   0 0 0
CUMMINS INC COM Common Stocks 231021106 15,702 118,178 SH   SOLE   0 0 0
DTE ENERGY CO JR Preferred Stocks 233331602 0 10 SH   SOLE   0 0 0
DTE ENERGY CO SUB Preferred Stocks 233331701 0 7 SH   SOLE   0 0 0
DANAHER CORP DEL Common Stocks 235851102 3,970 57,275 SH   SOLE   0 0 0
DICKS SPORTING GOODS INC Common Stocks 253393102 2,748 51,484 SH   SOLE   0 0 0
DIGITAL RLTY TR INC Common Stocks 253868707 0 10 SH   SOLE   0 0 0
DIGITAL RLTY TR INC Common Stocks 253868806 0 11 SH   SOLE   0 0 0
DIGITAL RLTY TR INC Common Stocks 253868889 0 12 SH   SOLE   0 0 0
DOW CHEM CO Common Stocks 260543103 5,358 139,543 SH   SOLE   0 0 0
E M C CORP MASS Common Stocks 268648102 5,771 225,808 SH   SOLE   0 0 0
ECOLAB INC COM Common Stocks 278865100 10,068 101,954 SH   SOLE   0 0 0
FASTENAL CO COM Common Stocks 311900104 12,255 243,801 SH   SOLE   0 0 0
GENERAL DYNAMICS CORP Common Stocks 369550108 5,996 68,517 SH   SOLE   0 0 0
GENERAL ELEC CAP CORP Preferred Stocks 369622394 0 46 SH   SOLE   0 0 0
GENERAL ELEC CAP CORP Preferred Stocks 369622410 0 45 SH   SOLE   0 0 0
GENERAL ELEC CAP CORP Preferred Stocks 369622428 1 51 SH   SOLE   0 0 0
GILEAD SCIENCES INC Common Stocks 375558103 16,129 256,557 SH   SOLE   0 0 0
HSBC HLDGS PLC ADR Common Stocks 404280604 0 33 SH   SOLE   0 0 0
HSBC HLDGS PLC Preferred Stocks 404280802 3 135 SH   SOLE   0 0 0
HARTFORD FINL SVCS GROUP Preferred Stocks 416518504 0 19 SH   SOLE   0 0 0
HUNT J B TRANS SVCS INC Common Stocks 445658107 13,650 187,167 SH   SOLE   0 0 0
ING GROEP N V PFD Preferred Stocks 456837202 1 53 SH   SOLE   0 0 0
ING GROEP N V PFD Common Stocks 456837301 1 42 SH   SOLE   0 0 0
ING GROEP N V PERP Preferred Stocks 456837400 0 14 SH   SOLE   0 0 0
ING GROEP N V PERP Preferred Stocks 456837509 0 23 SH   SOLE   0 0 0
ING GROEP N V PERP Preferred Stocks 456837608 0 43 SH   SOLE   0 0 0
INTEL CORP COM Common Stocks 458140100 5,316 231,945 SH   SOLE   0 0 0
INTERNATIONAL BUSINESS Common Stocks 459200101 11 60 SH   SOLE   0 0 0
ISHARES RUS Common Stocks 464287614 13 168 SH   SOLE   0 0 0
JOHNSON and JOHNSON Common Stocks 478160104 4,541 52,386 SH   SOLE   0 0 0
KONINKLIJKE PHILIPS N V Common Stocks 500472303 5,900 182,947 SH   SOLE   0 0 0
LLOYDS BANKING GROUP PLC Preferred Stocks 539439802 2 108 SH   SOLE   0 0 0
MERRILL LYNCH CAP TR I Preferred Stocks 590199204 0 40 SH   SOLE   0 0 0
MORGAN STANLEY CAP TR III Preferred Stocks 617460209 0 23 SH   SOLE   0 0 0
MORGAN STANLEY CAP TR VI Preferred Stocks 617461207 0 18 SH   SOLE   0 0 0
MORGAN STANLEY CAP TR IV Preferred Stocks 617462205 0 18 SH   SOLE   0 0 0
MORGAN STANLEY CAP TR V Preferred Stocks 617466206 0 19 SH   SOLE   0 0 0
NATIONAL RETAIL PPTYS INC Common Stocks 637417601 0 26 SH   SOLE   0 0 0
NATIONAL RETAIL PPTYS INC Common Stocks 637417809 0 23 SH   SOLE   0 0 0
OCCIDENTAL PETE CORP DEL Common Stocks 674599105 4,265 45,601 SH   SOLE   0 0 0
PNC FINL SVCS GROUP INC Common Stocks 693475857 2 115 SH   SOLE   0 0 0
PVH CORP COM Common Stocks 693656100 3,695 31,136 SH   SOLE   0 0 0
PETSMART INC COM Common Stocks 716768106 4,105 53,840 SH   SOLE   0 0 0
PFIZER INC COM Common Stocks 717081103 5,435 189,227 SH   SOLE   0 0 0
PRICELINE COM INC Common Stocks 741503403 26,863 26,573 SH   SOLE   0 0 0
PROCTER and GAMBLE CO Common Stocks 742718109 6,822 90,263 SH   SOLE   0 0 0
PROTECTIVE LIFE CORP Preferred Stocks 743674608 0 18 SH   SOLE   0 0 0
PRUDENTIAL FINL INC JR Preferred Stocks 744320607 0 22 SH   SOLE   0 0 0
PRUDENTIAL FINL INC JR Preferred Stocks 744320706 0 29 SH   SOLE   0 0 0
QUALCOMM INC Common Stocks 747525103 17,001 252,542 SH   SOLE   0 0 0
RAYMOND JAMES FINANCIAL INC Preferred Stocks 754730208 0 13 SH   SOLE   0 0 0
REALTY INCOME CORP Common Stocks 756109807 0 30 SH   SOLE   0 0 0
REGENCY CTRS CORP Common Stocks 758849707 0 20 SH   SOLE   0 0 0
REGENCY CTRS CORP Common Stocks 758849806 0 7 SH   SOLE   0 0 0
ROCHE HLDG LTD Common Stocks 771195104 4,602 68,253 SH   SOLE   0 0 0
ROYAL BK SCOTLAND GROUP Preferred Stocks 780097739 0 26 SH   SOLE   0 0 0
ROYAL BK SCOTLAND GROUP Common Stocks 780097754 0 10 SH   SOLE   0 0 0
ROYAL BK SCOTLAND GROUP Common Stocks 780097770 0 12 SH   SOLE   0 0 0
ROYAL BK SCOTLAND GROUP Preferred Stocks 780097788 1 93 SH   SOLE   0 0 0
ROYAL BK SCOTLAND GROUP Common Stocks 780097796 0 29 SH   SOLE   0 0 0
SCHWAB CHARLES CORP NEW Common Stocks 808513105 13,118 620,554 SH   SOLE   0 0 0
SIEMENS A G Common Stocks 826197501 6,329 52,522 SH   SOLE   0 0 0
STANLEY BLACK and DECKER Preferred Stocks 854502309 3,254 23,752 SH   SOLE   0 0 0
STANLEY BLACK and DECKER Preferred Stocks 854502705 0 34 SH   SOLE   0 0 0
STARBUCKS CORP Common Stocks 855244109 20,041 260,385 SH   SOLE   0 0 0
STATE STR CORP DEP Common Stocks 857477509 0 39 SH   SOLE   0 0 0
SUNTRUST BKS INC Common Stocks 867914889 0 10 SH   SOLE   0 0 0
TCF FINL CORP DEL Common Stocks 872277207 0 16 SH   SOLE   0 0 0
TELEPHONE and DATA SYS INC Common Stocks 879433837 0 19 SH   SOLE   0 0 0
TELEPHONE and DATA SYS INC Preferred Stocks 879433845 0 12 SH   SOLE   0 0 0
TORCHMARK CORP JR Preferred Stocks 891027302 0 7 SH   SOLE   0 0 0
TRACTOR SUPPLY CO Common Stocks 892356106 16,421 244,483 SH   SOLE   0 0 0
US BANCORP DEL PFD Preferred Stocks 902973155 0 10 SH   SOLE   0 0 0
US BANCORP DEL PFD Common Stocks 902973791 0 18 SH   SOLE   0 0 0
US BANCORP DEL DEP Common Stocks 902973817 0 15 SH   SOLE   0 0 0
US BANCORP DEL DEP Preferred Stocks 902973833 0 36 SH   SOLE   0 0 0
UNITED PARCEL SERVICE INC Common Stocks 911312106 4,158 45,513 SH   SOLE   0 0 0
UNITED STATES CELLULAR CORP Preferred Stocks 911684405 0 10 SH   SOLE   0 0 0
UNITED TECHNOLOGIES CORP Preferred Stocks 913017117 3,445 53,178 SH   SOLE   0 0 0
VORNADO RLTY TR Common Stocks 929042844 0 12 SH   SOLE   0 0 0
VORNADO RLTY TR Common Stocks 929042851 0 15 SH   SOLE   0 0 0
VORNADO RLTY TR Common Stocks 929042869 0 14 SH   SOLE   0 0 0
VORNADO RLTY L P Preferred Stocks 929043602 1 60 SH   SOLE   0 0 0
WEINGARTEN RLTY INVS Common Stocks 948741848 0 6 SH   SOLE   0 0 0
WEINGARTEN RLTY INVS Preferred Stocks 948741889 0 11 SH   SOLE   0 0 0
WELLS FARGO and CO NEW Common Stocks 949746101 4,219 102,124 SH   SOLE   0 0 0
WELLS FARGO and CO NEW Common Stocks 949746556 1 68 SH   SOLE   0 0 0
WELLS FARGO and CO NEW Common Stocks 949746655 0 14 SH   SOLE   0 0 0
WELLS FARGO and CO NEW Common Stocks 949746721 0 15 SH   SOLE   0 0 0
WELLS FARGO and CO NEW Common Stocks 949746747 0 10 SH   SOLE   0 0 0
WELLS FARGO and CO NEW Preferred Stocks 949746804 5,017 4,411 SH   SOLE   0 0 0
WELLS FARGO and CO NEW Preferred Stocks 949746879 0 5 SH   SOLE   0 0 0
COUNTRYWIDE CAP IV Preferred Stocks 22238E206 0 26 SH   SOLE   0 0 0
JPMORGAN CHASE CAP XXIX Preferred Stocks 48125E207 0 15 SH   SOLE   0 0 0
AMG CAP TR 1 PFD Preferred Stocks 00169X203 1,883 29,890 SH   SOLE   0 0 0
ABBVIE INC COM Common Stocks 00287Y109 26 584 SH   SOLE   0 0 0
AGILENT TECHNOLOGIES INC Common Stocks 00846U101 2,149 41,945 SH   SOLE   0 0 0
ALCOA INC SR CV Corporate Bonds 013817AT8 1,755 1,363,000 SH   SOLE   0 0 0
ALLEGHENY TECHNOLOGIES INC Corporate Bonds 01741RAD4 1,467 1,414,000 SH   SOLE   0 0 0
AMERIPRISE FINL INC NT Preferred Stocks 03076C205 0 30 SH   SOLE   0 0 0
ANHEUSER BUSCH INBEV SA/NV Common Stocks 03524A108 4,388 44,241 SH   SOLE   0 0 0
ARCHER DANIELS MIDLAND CO Corporate Bonds 039483AW2 1,905 1,873,000 SH   SOLE   0 0 0
ARES CAP CORP SR Corporate Bonds 04010LAB9 3,465 3,224,000 SH   SOLE   0 0 0
BARCLAYS BK PLC ADR Preferred Stocks 06739F390 1 42 SH   SOLE   0 0 0
BARCLAYS BANK PLC Preferred Stocks 06739H362 0 31 SH   SOLE   0 0 0
BARCLAYS BANK PLC Preferred Stocks 06739H511 0 24 SH   SOLE   0 0 0
BARCLAYS BANK PLC SP Preferred Stocks 06739H776 1 62 SH   SOLE   0 0 0
BIOGEN IDEC INC COM Common Stocks 09062X103 14,441 59,982 SH   SOLE   0 0 0
BRISTOL MYERS SQUIBB CO Corporate Bonds 110122AN8 1 1,000 SH   SOLE   0 0 0
CME GROUP INC Common Stocks 12572Q105 9,722 131,604 SH   SOLE   0 0 0
CAMERON INTERNATIONAL CORP Common Stocks 13342B105 13,666 234,141 SH   SOLE   0 0 0
CANADIAN PAC RY LTD Common Stocks 13645T100 13,138 106,560 SH   SOLE   0 0 0
CAPITAL ONE FINL CORP Common Stocks 14040H105 5,810 84,531 SH   SOLE   0 0 0
CAPITAL ONE FINL CORP Preferred Stocks 14040H402 1 68 SH   SOLE   0 0 0
CHESAPEAKE ENERGY CORP Corporate Bonds 165167BZ9 2,129 2,167,000 SH   SOLE   0 0 0
CITIGROUP CAP XI CAP Preferred Stocks 17307Q205 0 26 SH   SOLE   0 0 0
CITIGROUP CAP XVII Preferred Stocks 17311H209 0 13 SH   SOLE   0 0 0
CITY NATL CORP DEP Common Stocks 17800X202 0 9 SH   SOLE   0 0 0
COMCAST CORP NEW Common Stocks 20030N101 3,387 75,081 SH   SOLE   0 0 0
COMCAST CORP NEW Preferred Stocks 20030N606 0 12 SH   SOLE   0 0 0
DANAHER CORP DEL Corporate Bonds 235851AF9 5,615 2,787,000 SH   SOLE   0 0 0
DEUTSCHE BK CONTINGNT CAP Preferred Stocks 25150L108 0 13 SH   SOLE   0 0 0
DEUTSCHE BK CAP FDG TR VIII Preferred Stocks 25153U204 0 9 SH   SOLE   0 0 0
DEUTSCHE BK CONTINGENT CAP Preferred Stocks 25153X208 2 102 SH   SOLE   0 0 0
DEUTSCHE BK CONTGNT CAP TR Preferred Stocks 25154A108 0 35 SH   SOLE   0 0 0
DIRECTV COM Common Stocks 25490A309 3,251 54,390 SH   SOLE   0 0 0
DOMINION RES INC VA NEW Preferred Stocks 25746U604 0 26 SH   SOLE   0 0 0
DOMINION RES INC VA NEW Preferred Stocks 25746U703 2,048 38,370 SH   SOLE   0 0 0
DUKE ENERGY CORP NEW Preferred Stocks 26441C303 0 19 SH   SOLE   0 0 0
E M C CORP MASS SR Corporate Bonds 268648AM4 5,452 3,412,000 SH   SOLE   0 0 0
ENTERGY ARK INC Preferred Stocks 29364D753 0 6 SH   SOLE   0 0 0
ENTERGY ARK INC Common Stocks 29364D761 0 7 SH   SOLE   0 0 0
ENTERGY ARK INC 1ST Preferred Stocks 29364D779 0 10 SH   SOLE   0 0 0
ENTERGY MISS INC 1ST Preferred Stocks 29364N835 0 12 SH   SOLE   0 0 0
ENTERGY LA LLC 1ST Preferred Stocks 29364W306 0 19 SH   SOLE   0 0 0
ENTERGY LA LLC 1ST Preferred Stocks 29364W405 0 6 SH   SOLE   0 0 0
ENTERGY TEXAS INC Preferred Stocks 29365T203 0 8 SH   SOLE   0 0 0
FACEBOOK INC CL A Common Stocks 30303M102 12,249 243,871 SH   SOLE   0 0 0
FIRST NIAGARA FINL GP INC Common Stocks 33582V207 0 20 SH   SOLE   0 0 0
FORD MTR CO DEL SR Corporate Bonds 345370CN8 3,842 1,945,000 SH   SOLE   0 0 0
GENERAL MTRS CO Common Stocks 37045V100 6,857 190,649 SH   SOLE   0 0 0
GILEAD SCIENCES INC SR Corporate Bonds 375558AP8 8,209 2,965,000 SH   SOLE   0 0 0
GOLDMAN SACHS GROUP INC Preferred Stocks 38143Y665 0 9 SH   SOLE   0 0 0
GOLDMAN SACHS GROUP INC Preferred Stocks 38144G184 1 69 SH   SOLE   0 0 0
GOLDMAN SACHS GROUP INC Preferred Stocks 38144G804 0 6 SH   SOLE   0 0 0
GOLDMAN SACHS GROUP INC Common Stocks 38145G209 0 30 SH   SOLE   0 0 0
GOLDMAN SACHS GROUP INC Common Stocks 38145G308 0 13 SH   SOLE   0 0 0
GOLDMAN SACHS GROUP INC Preferred Stocks 38145X111 1 67 SH   SOLE   0 0 0
GOOGLE INC CL A Common Stocks 38259P508 25,561 29,183 SH   SOLE   0 0 0
HEALTH CARE REIT INC Preferred Stocks 42217K601 1,747 30,371 SH   SOLE   0 0 0
HEALTH CARE REIT INC Common Stocks 42217K700 0 20 SH   SOLE   0 0 0
HERTZ GLOBAL HOLDINGS INC Common Stocks 42805T105 10,103 455,927 SH   SOLE   0 0 0
HOSPITALITY PPTYS TR Common Stocks 44106M607 0 27 SH   SOLE   0 0 0
INTEL CORP JR SB Corporate Bonds 458140AF7 4,720 3,813,000 SH   SOLE   0 0 0
INTEGRYS ENERGY GROUP INC Preferred Stocks 45822P204 1 64 SH   SOLE   0 0 0
INTERNATIONAL GAME Corporate Bonds 459902AQ5 2,088 1,888,000 SH   SOLE   0 0 0
JPMORGAN CHASE and CO Common Stocks 46625H100 5,925 114,626 SH   SOLE   0 0 0
JPMORGAN CHASE and CO Common Stocks 46637G124 1 56 SH   SOLE   0 0 0
JEFFERIES GROUP INC NEW Corporate Bonds 472319AG7 3,742 3,571,000 SH   SOLE   0 0 0
JPMORGAN CHASE and CO Common Stocks 48126E750 1 91 SH   SOLE   0 0 0
KIMCO RLTY CORP Common Stocks 49446R745 0 12 SH   SOLE   0 0 0
KIMCO RLTY CORP Common Stocks 49446R778 0 12 SH   SOLE   0 0 0
KIMCO RLTY CORP Common Stocks 49446R794 0 30 SH   SOLE   0 0 0
KIMCO RLTY CORP Common Stocks 49446R828 0 22 SH   SOLE   0 0 0
LAM RESEARCH CORP Corporate Bonds 512807AL2 2,222 1,847,000 SH   SOLE   0 0 0
LINKEDIN CORP COM Common Stocks 53578A108 11,081 45,036 SH   SOLE   0 0 0
MERCK and CO INC NEW Common Stocks 58933Y105 7,052 148,138 SH   SOLE   0 0 0
MERRILL LYNCH CAP TR II Common Stocks 59024T203 0 26 SH   SOLE   0 0 0
METLIFE INC COM Common Stocks 59156R108 6,611 140,822 SH   SOLE   0 0 0
METLIFE INC COM Preferred Stocks 59156R116 2,891 100,892 SH   SOLE   0 0 0
MONSANTO CO NEW Common Stocks 61166W101 22,258 213,265 SH   SOLE   0 0 0
MORGAN STANLEY Preferred Stocks 61747S504 0 23 SH   SOLE   0 0 0
MORGAN STANLEY CAP TR VII Preferred Stocks 61750K208 0 15 SH   SOLE   0 0 0
MORGAN STANLEY CAP TR VIII Common Stocks 61753R200 0 11 SH   SOLE   0 0 0
NEW YORK CMNTY CAP TR V Preferred Stocks 64944P307 4,334 89,271 SH   SOLE   0 0 0
NEWMONT MINING CORP Corporate Bonds 651639AJ5 3,587 3,254,000 SH   SOLE   0 0 0
NEWS CORP NEW CL Common Stocks 65249B109 3,664 228,147 SH   SOLE   0 0 0
NEXTERA ENERGY INC Common Stocks 65339F101 1,584 19,766 SH   SOLE   0 0 0
NEXTERA ENERGY INC Preferred Stocks 65339F887 968 17,729 SH   SOLE   0 0 0
NEXTERA ENERGY CAP HLDGS Preferred Stocks 65339K605 0 11 SH   SOLE   0 0 0
NEXTERA ENERGY CAP HLDGS Preferred Stocks 65339K704 0 11 SH   SOLE   0 0 0
NEXTERA ENERGY CAP HLDGS Preferred Stocks 65339K803 0 22 SH   SOLE   0 0 0
NEXTERA ENERGY CAP HLDGS Preferred Stocks 65339K886 0 9 SH   SOLE   0 0 0
NOVELLUS SYS INC SR Corporate Bonds 670008AD3 3,351 2,117,000 SH   SOLE   0 0 0
NUANCE COMMUNICATIONS INC Corporate Bonds 67020YAB6 1,071 944,000 SH   SOLE   0 0 0
PPL CAP FDG INC JR Preferred Stocks 69352P202 0 7 SH   SOLE   0 0 0
PS BUSINESS PKS INC CALIF S Common Stocks 69360J669 0 7 SH   SOLE   0 0 0
PS BUSINESS PKS INC CALIF Common Stocks 69360J685 0 31 SH   SOLE   0 0 0
PS BUSINESS PKS INC CALIF Common Stocks 69360J719 0 19 SH   SOLE   0 0 0
PRICELINE COM INC SR Corporate Bonds 741503AN6 3,509 1,058,000 SH   SOLE   0 0 0
PRICELINE COM INC SR Corporate Bonds 741503AQ9 2,396 1,865,000 SH   SOLE   0 0 0
PROLOGIS EXCH Corporate Bonds 74340XAT8 1,897 1,676,000 SH   SOLE   0 0 0
PUBLIC STORAGE PFD Common Stocks 74460D125 0 29 SH   SOLE   0 0 0
PUBLIC STORAGE PFD Common Stocks 74460D141 0 19 SH   SOLE   0 0 0
PUBLIC STORAGE DEP Common Stocks 74460D182 0 5 SH   SOLE   0 0 0
PUBLIC STORAGE DEP Common Stocks 74460W107 0 7 SH   SOLE   0 0 0
PUBLIC STORAGE DEP Common Stocks 74460W206 0 28 SH   SOLE   0 0 0
PUBLIC STORAGE PFD Common Stocks 74460W404 0 34 SH   SOLE   0 0 0
PUBLIC STORAGE DEP Common Stocks 74460W602 0 11 SH   SOLE   0 0 0
PUBLIC STORAGE Common Stocks 74460W800 0 11 SH   SOLE   0 0 0
QWEST CORP NT Preferred Stocks 74913G204 0 31 SH   SOLE   0 0 0
QWEST CORP Common Stocks 74913G303 0 33 SH   SOLE   0 0 0
QWEST CORP NT Preferred Stocks 74913G402 0 20 SH   SOLE   0 0 0
QWEST CORP NT Preferred Stocks 74913G501 0 11 SH   SOLE   0 0 0
SCANA CORP NEW JR Preferred Stocks 80589M201 0 4 SH   SOLE   0 0 0
SENIOR HSG PPTYS TR Common Stocks 81721M208 0 22 SH   SOLE   0 0 0
TEVA PHARMACEUTICAL FIN LLC Corporate Bonds 88163VAE9 3,073 2,964,000 SH   SOLE   0 0 0
TYSON FOODS INC SR Corporate Bonds 902494AP8 2,466 1,441,000 SH   SOLE   0 0 0
UBS PFD FDG TR IV PFD Common Stocks 90263W201 0 50 SH   SOLE   0 0 0
VENTAS RLTY LTD PARTNERSHIP Common Stocks 92276M204 0 15 SH   SOLE   0 0 0
VISA INC COM CL Common Stocks 92826C839 17,690 92,570 SH   SOLE   0 0 0
XILINX INC SR NT Corporate Bonds 983919AF8 2,263 1,395,000 SH   SOLE   0 0 0