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 6,024 204,900 SH   SOLE   204,900 0 0
Abbott Laboratories Common Stock 002824100 9,960 260,068 SH   SOLE   260,068 0 0
ABM Industries Inc Common Stock 000957100 2,050 71,700 SH   SOLE   71,700 0 0
Adobe Systems Inc Common Stock 00724F101 2,582 43,125 SH   SOLE   43,125 0 0
Affiliated Managers Group Inc Common Stock 008252108 4,348 20,050 SH   SOLE   20,050 0 0
Air Products & Chemicals Inc Common Stock 009158106 28,366 254,788 SH   SOLE   254,788 0 0
Airtran Holdings Inc 5.25% 11/16 US DOMESTIC 00949PAD0 14,969 8,850,554 SH   SOLE   8,850,554 0 0
Alcoa Inc 5.25% 3/15/14 US DOMESTIC 013817AT8 11,038 6,664,628 SH   SOLE   6,664,628 0 0
ALERE INC Common Stock 01449J105 2,100 58,000 SH   SOLE   58,000 0 0
Alexandria Real Estate Equities Inc REIT 015271109 16,212 254,823 SH   SOLE   254,823 0 0
Alexion Pharmaceuticals Inc Common Stock 015351109 3,227 24,255 SH   SOLE   24,255 0 0
Alleghany Corp Common Stock 017175100 6,969 17,424 SH   SOLE   17,424 0 0
Allegheny Technologies 4.25% 6/1/14 US DOMESTIC 01741RAD4 5,421 5,243,904 SH   SOLE   5,243,904 0 0
ALLEGION PUB LTD Common Stock G0176J109 2,592 58,666 SH   SOLE   58,666 0 0
Allete Inc Common Stock 018522300 1,452 29,100 SH   SOLE   29,100 0 0
Alliance Data Systems Corp Common Stock 018581108 3,914 14,885 SH   SOLE   14,885 0 0
Alliant Energy Corp Common Stock 018802108 13,493 261,500 SH   SOLE   261,500 0 0
Allison Transmission Holdings Inc Common Stock 01973R101 18,891 684,200 SH   SOLE   684,200 0 0
Altera Corp Common Stock 021441100 11,558 356,924 SH   SOLE   356,924 0 0
Altra Industrial Motion Corp Common Stock 02208R106 886 25,900 SH   SOLE   25,900 0 0
Alza Corp 0.00% 7/28/20 US DOMESTIC 02261WAB5 14,599 11,598,000 SH   SOLE   11,598,000 0 0
Amazon.Com Inc Common Stock 023135106 5,980 14,995 SH   SOLE   14,995 0 0
American Financial Group Inc/OH Common Stock 025932104 1,455 25,200 SH   SOLE   25,200 0 0
Amerisafe Inc Common Stock 03071H100 1,293 30,600 SH   SOLE   30,600 0 0
Amg Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 5,068 79,804 SH   SOLE   79,804 0 0
Anadarko Petroleum Corp Common Stock 032511107 18,881 238,006 SH   SOLE   238,006 0 0
Analog Devices Inc Common Stock 032654105 17,112 336,000 SH   SOLE   336,000 0 0
Analogic Corp Common Stock 032657207 1,240 14,000 SH   SOLE   14,000 0 0
Anheuser-Busch InBev NV ADR 03524A108 14,709 138,722 SH   SOLE   138,722 0 0
Anixter International Inc Common Stock 035290105 2,300 25,600 SH   SOLE   25,600 0 0
ANN INC Common Stock 035623107 618 16,900 SH   SOLE   16,900 0 0
Aon Plc Common Stock G0408V102 13,565 161,700 SH   SOLE   161,700 0 0
Apple Inc Common Stock 037833100 44,052 78,717 SH   SOLE   78,717 0 0
Applied Materials Inc Common Stock 038222105 16,594 943,258 SH   SOLE   943,258 0 0
Arch Capital Group Ltd Common Stock G0450A105 11,359 190,300 SH   SOLE   190,300 0 0
Archer Daniels .875% 2/15/14 US DOMESTIC 039483AW2 12,083 11,419,563 SH   SOLE   11,419,563 0 0
Ares Capital Corp 5.125% 6/1/16 GLOBAL 04010LAD5 10,951 10,264,928 SH   SOLE   10,264,928 0 0
Associated Banc-Corp Common Stock 045487105 2,643 151,900 SH   SOLE   151,900 0 0
Astec Industries Inc Common Stock 046224101 1,750 45,300 SH   SOLE   45,300 0 0
Atmos Energy Corp Common Stock 049560105 16,596 365,400 SH   SOLE   365,400 0 0
Autoliv Inc Common Stock 052800109 17,213 187,500 SH   SOLE   187,500 0 0
Avery Dennison Corp Common Stock 053611109 20,648 411,400 SH   SOLE   411,400 0 0
Avnet Inc Common Stock 053807103 17,004 385,500 SH   SOLE   385,500 0 0
Bank Of America Corp Pfd 7.25% 12/31/49 PUBLIC 060505682 8,136 7,668 SH   SOLE   7,668 0 0
Bank of New York Mellon Corp/The Common Stock 064058100 15,772 453,354 SH   SOLE   453,354 0 0
Barnes Group Inc Common Stock 067806109 1,666 43,500 SH   SOLE   43,500 0 0
Baxter International Inc Common Stock 071813109 13,044 188,584 SH   SOLE   188,584 0 0
Becton Dickinson and Co Common Stock 075887109 20,054 181,500 SH   SOLE   181,500 0 0
Bemis Co Inc Common Stock 081437105 13,197 322,200 SH   SOLE   322,200 0 0
Biogen Idec Inc Common Stock 09062X103 3,884 13,885 SH   SOLE   13,885 0 0
Boston Properties LP 3.625% 2/15/14 PRIV PLACEMENT 10112RAM6 7,346 7,322,620 SH   SOLE   7,322,620 0 0
BP Plc ADR 055622104 19,229 397,972 SH   SOLE   397,972 0 0
Broadridge Financial Solutions Inc Common Stock 11133T103 19,163 484,900 SH   SOLE   484,900 0 0
Brunswick Corp/DE Common Stock 117043109 1,345 29,200 SH   SOLE   29,200 0 0
C&J Energy Services Inc Common Stock 12467B304 1,259 54,500 SH   SOLE   54,500 0 0
Cabot Corp Common Stock 127055101 1,804 35,100 SH   SOLE   35,100 0 0
Canadian Pacific Railway Ltd Common Stock 13645T100 3,666 24,230 SH   SOLE   24,230 0 0
Capital One Financial Corp Common Stock 14040H105 20,951 275,204 SH   SOLE   275,204 0 0
Carefusion Corp Common Stock 14170T101 20,989 527,100 SH   SOLE   527,100 0 0
Carlisle Cos Inc Common Stock 142339100 2,112 26,600 SH   SOLE   26,600 0 0
Casey's General Stores Inc Common Stock 147528103 8,001 113,900 SH   SOLE   113,900 0 0
Catamaran Corp Common Stock 148887102 3,683 77,575 SH   SOLE   77,575 0 0
Celadon Group Inc Common Stock 150838100 431 22,131 SH   SOLE   22,131 0 0
Celgene Corp Common Stock 151020104 4,183 24,760 SH   SOLE   24,760 0 0
Cerner Corp Common Stock 156782104 3,265 58,570 SH   SOLE   58,570 0 0
CH Robinson Worldwide Inc Common Stock 12541W209 12,009 206,638 SH   SOLE   206,638 0 0
Charles River Laboratories International Inc Common Stock 159864107 2,148 40,500 SH   SOLE   40,500 0 0
Charles Schwab Corp/The Common Stock 808513105 3,776 145,225 SH   SOLE   145,225 0 0
Cheesecake Factory Inc/The Common Stock 163072101 1,134 23,500 SH   SOLE   23,500 0 0
Chesapeake Energy Corp Common Stock 165167107 14,580 537,502 SH   SOLE   537,502 0 0
Chesapeake Energy Corp 2.50% 5/15/37 US DOMESTIC 165167BZ9 8,535 8,408,380 SH   SOLE   8,408,380 0 0
Chico's FAS Inc Common Stock 168615102 17,612 934,800 SH   SOLE   934,800 0 0
Chipotle Mexican Grill Inc Common Stock 169656105 2,429 4,560 SH   SOLE   4,560 0 0
Chubb Corp Common Stock 171232101 12,774 132,200 SH   SOLE   132,200 0 0
Cimarex Energy Co Common Stock 171798101 14,194 135,300 SH   SOLE   135,300 0 0
Cintas Corp Common Stock 172908105 18,574 311,700 SH   SOLE   311,700 0 0
CITIGROUP INC Common Stock 172967424 22,050 423,446 SH   SOLE   423,446 0 0
Citrix Systems Inc Common Stock 177376100 18,931 301,100 SH   SOLE   301,100 0 0
City National Corp/CA Common Stock 178566105 11,020 139,100 SH   SOLE   139,100 0 0
Clean Harbors Inc Common Stock 184496107 8,646 144,200 SH   SOLE   144,200 0 0
Cloud Peak Energy Inc Common Stock 18911Q102 1,370 76,100 SH   SOLE   76,100 0 0
CME Group Inc Common Stock 12572Q105 2,364 30,125 SH   SOLE   30,125 0 0
Columbia Banking System Inc Common Stock 197236102 2,195 79,800 SH   SOLE   79,800 0 0
Comcast Corp Common Stock 20030N101 14,700 283,970 SH   SOLE   283,970 0 0
Conmed Corp Common Stock 207410101 2,414 56,800 SH   SOLE   56,800 0 0
Core-Mark Holding Co Inc Common Stock 218681104 577 7,600 SH   SOLE   7,600 0 0
Crown Holdings Inc Common Stock 228368106 12,778 286,700 SH   SOLE   286,700 0 0
Cullen/Frost Bankers Inc Common Stock 229899109 17,856 239,900 SH   SOLE   239,900 0 0
Cummins Inc Common Stock 231021106 3,408 24,175 SH   SOLE   24,175 0 0
Dana Holding Corp Common Stock 235825205 1,887 96,200 SH   SOLE   96,200 0 0
Danaher Corp Common Stock 235851102 10,215 132,558 SH   SOLE   132,558 0 0
Danaher Corp 0.00% 1/22/21 US DOMESTIC 235851AF9 14,521 6,470,000 SH   SOLE   6,470,000 0 0
Devon Energy Corp Common Stock 25179M103 19,446 314,300 SH   SOLE   314,300 0 0
Dick's Sporting Goods Inc Common Stock 253393102 10,272 177,500 SH   SOLE   177,500 0 0
Diebold Inc Common Stock 253651103 1,918 58,100 SH   SOLE   58,100 0 0
Digital Realty 5.50% 4/15/29 PRIV PLACEMENT 25389JAC0 2,772 2,178,700 SH   SOLE   2,178,700 0 0
DIRECTV Common Stock 25490A309 8,365 121,726 SH   SOLE   121,726 0 0
Dominion Resources Inc PUBLIC 25746U703 6,772 125,134 SH   SOLE   125,134 0 0
Dominion Resources Inc PUBLIC 25746U885 6,769 124,862 SH   SOLE   124,862 0 0
Dominion Resources Inc 2.125% 12/15/23 US DOMESTIC 25746UAT6 7,031 3,666,805 SH   SOLE   3,666,805 0 0
Dover Corp Common Stock 260003108 13,907 144,051 SH   SOLE   144,051 0 0
Dow Chemical Co/The Common Stock 260543103 12,315 277,446 SH   SOLE   277,446 0 0
Drew Industries Inc Common Stock 26168L205 850 16,600 SH   SOLE   16,600 0 0
Eaton Corp Plc Common Stock G29183103 14,278 188,222 SH   SOLE   188,222 0 0
Ecolab Inc Common Stock 278865100 2,442 23,420 SH   SOLE   23,420 0 0
El Paso Electric Co Common Stock 283677854 1,510 43,000 SH   SOLE   43,000 0 0
EMC Corp 1.75% 12/1/13 US DOMESTIC 268648AM4 26,147 16,582,322 SH   SOLE   16,582,322 0 0
EMC Corp/Massachusetts Common Stock 268648102 25,638 1,026,066 SH   SOLE   1,026,066 0 0
EMCOR Group Inc Common Stock 29084Q100 2,538 59,800 SH   SOLE   59,800 0 0
Encore Wire Corp Common Stock 292562105 1,799 33,200 SH   SOLE   33,200 0 0
Endurance Specialty Holdings Ltd Common Stock G30397106 1,901 32,400 SH   SOLE   32,400 0 0
Energen Corp Common Stock 29265N108 11,566 163,484 SH   SOLE   163,484 0 0
Entegris Inc Common Stock 29362U104 1,891 163,000 SH   SOLE   163,000 0 0
Esterline Technologies Corp Common Stock 297425100 2,559 25,100 SH   SOLE   25,100 0 0
Facebook Inc Common Stock 30303M102 3,824 69,962 SH   SOLE   69,962 0 0
Fairchild Semiconductor International Inc Common Stock 303726103 1,298 97,265 SH   SOLE   97,265 0 0
Fannie Mae Grantor Trust 7.50% 7/25/41 Agncy CMO Other 31359SR69 541 456,563 SH   SOLE   456,563 0 0
Fanniemae Whole Loan VRN 8/25/33 Agncy CMO Other 31393UAN3 516 426,357 SH   SOLE   426,357 0 0
Federal Home Loan Mortgage Corp 4.50% 10/1/33 MBS 30yr 31296N6S1 461 434,343 SH   SOLE   434,343 0 0
Federal Home Loan Mortgage Corp 4.50% 12/1/39 MBS 30yr 312938KQ5 1,304 1,232,264 SH   SOLE   1,232,264 0 0
Federal Home Loan Mortgage Corp 5.00% 5/1/34 MBS 30yr 31292JBG4 158 145,758 SH   SOLE   145,758 0 0
Federal Home Loan Mortgage Corp 5.00% 8/1/33 MBS 30yr 31296MGB9 420 380,804 SH   SOLE   380,804 0 0
Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWCK2 7 6,716 SH   SOLE   6,716 0 0
Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWEE4 9 8,195 SH   SOLE   8,195 0 0
Federal Home Loan Mortgage Corp 5.50% 10/1/35 MBS 30yr 3128MJCY4 150 137,000 SH   SOLE   137,000 0 0
Federal Home Loan Mortgage Corp 5.50% 10/1/36 MBS 30yr 3128LXTD2 11 9,829 SH   SOLE   9,829 0 0
Federal Home Loan Mortgage Corp 5.50% 7/1/20 MBS 15yr 31283K4G0 166 152,952 SH   SOLE   152,952 0 0
Federal Home Loan Mortgage Corp 6.00% 12/1/31 MBS 30yr 31287L4D1 29 25,639 SH   SOLE   25,639 0 0
Federal Home Loan Mortgage Corp 6.00% 2/1/32 MBS 30yr 31287PC84 46 41,695 SH   SOLE   41,695 0 0
Federal Home Loan Mortgage Corp 6.00% 4/1/26 MBS 30yr 3128FBJ63 15 13,477 SH   SOLE   13,477 0 0
Federal Home Loan Mortgage Corp 6.00% 4/1/28 MBS 30yr 31292GU53 15 13,365 SH   SOLE   13,365 0 0
Federal Home Loan Mortgage Corp 6.00% 4/1/37 MBS 30yr 3128M4RD7 317 284,607 SH   SOLE   284,607 0 0
Federal Home Loan Mortgage Corp 6.00% 5/1/29 MBS 30yr 31283HEG6 25 22,267 SH   SOLE   22,267 0 0
Federal Home Loan Mortgage Corp 6.00% 5/1/33 MBS 30yr 31288JT71 1,024 910,256 SH   SOLE   910,256 0 0
Federal Home Loan Mortgage Corp 6.00% 6/1/34 MBS 30yr 31297A3B8 418 376,636 SH   SOLE   376,636 0 0
Federal Home Loan Mortgage Corp 6.00% 8/1/32 MBS Other 31281AD74 70 63,479 SH   SOLE   63,479 0 0
Federal Home Loan Mortgage Corp 6.50% 1/1/29 MBS 30yr 31292GX68 30 27,007 SH   SOLE   27,007 0 0
Federal Home Loan Mortgage Corp 6.50% 12/1/32 MBS 30yr 31283H6C4 117 104,259 SH   SOLE   104,259 0 0
Federal Home Loan Mortgage Corp 6.50% 12/1/33 MBS 30yr 3128M5CD0 374 330,226 SH   SOLE   330,226 0 0
Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 24 21,406 SH   SOLE   21,406 0 0
Federal Home Loan Mortgage Corp 6.50% 7/1/28 MBS 30yr 31292GWN2 15 13,413 SH   SOLE   13,413 0 0
Federal Home Loan Mortgage Corp 6.50% 7/1/32 MBS 30yr 31287U4M1 291 261,016 SH   SOLE   261,016 0 0
Federal Home Loan Mortgage Corp 7.00% 1/1/33 MBS 30yr 3128K6NM8 107 94,571 SH   SOLE   94,571 0 0
Federal Home Loan Mortgage Corp 7.00% 10/1/29 MBS 30yr 31293XP51 3 2,594 SH   SOLE   2,594 0 0
Federal Home Loan Mortgage Corp 7.00% 11/1/28 MBS 30yr 31292GXF8 6 5,407 SH   SOLE   5,407 0 0
Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TFE2 18 15,916 SH   SOLE   15,916 0 0
Federal Home Loan Mortgage Corp 7.00% 9/1/30 MBS 30yr 31298EYZ2 27 24,381 SH   SOLE   24,381 0 0
Federal Home Loan Mortgage Corp 7.50% 12/15/36 Agncy CMO Other 3137A0YK5 1,035 853,487 SH   SOLE   853,487 0 0
Federal Home Loan Mortgage Corp 7.50% 4/25/24 Agncy CMO Other 3133T46G6 1,551 1,354,878 SH   SOLE   1,354,878 0 0
Federal Home Loan Mortgage Corp 8.00% 12/15/43 MBS Other 31335PNL5 2,309 1,872,307 SH   SOLE   1,872,307 0 0
Federal Home Loan Mortgage Corp 8.00% 2/1/34 MBS 30yr 3128M85V2 1,597 1,337,446 SH   SOLE   1,337,446 0 0
Federal Home Loan Mortgage Corp 8.00% 3/1/17 MBS 30yr 313401XK2 13 12,680 SH   SOLE   12,680 0 0
Federal Home Loan Mortgage Corp 8.00% 4/1/17 MBS 30yr 313401XQ9 14 13,573 SH   SOLE   13,573 0 0
Federal Home Loan Mortgage Corp 8.00% 6/1/17 MBS 30yr 31290LDA2 75 70,394 SH   SOLE   70,394 0 0
Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 19 18,854 SH   SOLE   18,854 0 0
Federal Home Loan Mortgage Corp 8.00% 7/1/29 MBS 30yr 31283HJE6 326 260,797 SH   SOLE   260,797 0 0
Federal Home Loan Mortgage Corp 9.00% 12/25/18 MBS Other 31335PNA9 2,975 2,773,573 SH   SOLE   2,773,573 0 0
Federal Home Loan Mortgage Corp 9.50% 8/1/21 MBS 30yr 313960XS0 3 2,505 SH   SOLE   2,505 0 0
Federal National Mortgage Association 10.00% 10/1/17 MBS 30yr 313614SD2 0 34 SH   SOLE   34 0 0
Federal National Mortgage Association 10.00% 8/1/17 MBS 30yr 313614RX9 0 42 SH   SOLE   42 0 0
Federal National Mortgage Association 10.00% 8/1/17 MBS 30yr 31362B3W0 0 240 SH   SOLE   240 0 0
Federal National Mortgage Association 5.00% 11/1/33 MBS 30yr 31403BQJ5 737 667,820 SH   SOLE   667,820 0 0
Federal National Mortgage Association 5.00% 6/1/34 MBS 30yr 31403CXJ5 248 228,364 SH   SOLE   228,364 0 0
Federal National Mortgage Association 5.00% 9/1/24 MBS 15yr 31412QJZ3 1,232 1,136,745 SH   SOLE   1,136,745 0 0
Federal National Mortgage Association 5.50% 4/1/33 MBS 30yr 31385W4Z9 1,769 1,573,498 SH   SOLE   1,573,498 0 0
Federal National Mortgage Association 5.50% 7/1/33 MBS 30yr 31385XJW8 627 568,486 SH   SOLE   568,486 0 0
Federal National Mortgage Association 5.50% 7/1/33 MBS 30yr 31402ACV6 189 169,198 SH   SOLE   169,198 0 0
Federal National Mortgage Association 6.00% 2/1/33 MBS 30yr 31400A2X5 204 184,124 SH   SOLE   184,124 0 0
Federal National Mortgage Association 6.00% 5/1/29 MBS 30yr 31382YR83 105 93,593 SH   SOLE   93,593 0 0
Federal National Mortgage Association 6.00% 5/1/37 MBS 30yr 31411X4G7 163 146,843 SH   SOLE   146,843 0 0
Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 91 82,718 SH   SOLE   82,718 0 0
Federal National Mortgage Association 6.00% 9/1/29 MBS 30yr 31374TYW3 31 28,141 SH   SOLE   28,141 0 0
Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31376JZ44 128 113,911 SH   SOLE   113,911 0 0
Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31390MHY3 254 225,765 SH   SOLE   225,765 0 0
Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31376KTH9 512 462,451 SH   SOLE   462,451 0 0
Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31402RRR2 493 440,436 SH   SOLE   440,436 0 0
Federal National Mortgage Association 6.00% 9/1/36 MBS 30yr 31407JBG6 689 621,229 SH   SOLE   621,229 0 0
Federal National Mortgage Association 6.5% 4/1/32 MBS 30yr 31385JEL8 468 412,636 SH   SOLE   412,636 0 0
Federal National Mortgage Association 6.50% 1/1/32 MBS 30yr 31389BAB7 7 6,057 SH   SOLE   6,057 0 0
Federal National Mortgage Association 6.50% 10/1/32 MBS 30yr 31390HRT4 12 10,432 SH   SOLE   10,432 0 0
Federal National Mortgage Association 6.50% 10/1/36 MBS 30yr 31410QBK6 72 64,646 SH   SOLE   64,646 0 0
Federal National Mortgage Association 6.50% 11/1/36 MBS 30yr 31411CD40 20 17,540 SH   SOLE   17,540 0 0
Federal National Mortgage Association 6.50% 4/1/32 MBS 30yr 31388XTE4 8 6,894 SH   SOLE   6,894 0 0
Federal National Mortgage Association 6.50% 4/1/37 MBS 30yr 31411UPM7 18 15,874 SH   SOLE   15,874 0 0
Federal National Mortgage Association 6.50% 7/1/17 MBS 15yr 31371KQ20 44 40,913 SH   SOLE   40,913 0 0
Federal National Mortgage Association 6.50% 7/18/28 Agncy CMO Other 31359T3Y2 331 289,403 SH   SOLE   289,403 0 0
Federal National Mortgage Association 6.50% 8/1/36 MBS 30yr 31403DRY7 147 132,665 SH   SOLE   132,665 0 0
Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31371GZ86 12 10,617 SH   SOLE   10,617 0 0
Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31380PJE0 32 28,648 SH   SOLE   28,648 0 0
Federal National Mortgage Association 7.00% 10/1/26 MBS 30yr 31374TVC0 27 23,809 SH   SOLE   23,809 0 0
Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 4 3,943 SH   SOLE   3,943 0 0
Federal National Mortgage Association 7.00% 12/1/37 MBS 30yr 31412MBE7 18 16,168 SH   SOLE   16,168 0 0
Federal National Mortgage Association 7.00% 2/1/25 MBS 30yr 31373T3L2 479 423,973 SH   SOLE   423,973 0 0
Federal National Mortgage Association 7.00% 5/1/22 MBS 20yr 31371KQF1 58 51,832 SH   SOLE   51,832 0 0
Federal National Mortgage Association 7.50% 08/01/29 MBS 30yr 31383PLM6 164 140,943 SH   SOLE   140,943 0 0
Federal National Mortgage Association 7.50% 10/1/32 MBS 30yr 31410LHZ8 1,805 1,513,456 SH   SOLE   1,513,456 0 0
Federal National Mortgage Association 7.50% 12/1/28 MBS 30yr 31374TKE8 135 119,132 SH   SOLE   119,132 0 0
Federal National Mortgage Association 7.50% 4/1/20 MBS 20yr 31384VTA0 447 398,841 SH   SOLE   398,841 0 0
Federal National Mortgage Association 7.50% 5/1/29 MBS 30yr 31382ULZ7 2 2,199 SH   SOLE   2,199 0 0
Federal National Mortgage Association 7.50% 8/1/37 MBS 30yr 31418MJP8 982 838,298 SH   SOLE   838,298 0 0
Federal National Mortgage Association 8.00% 11/1/19 MBS 20yr 31384G4N2 34 29,623 SH   SOLE   29,623 0 0
Federal National Mortgage Association 8.00% 12/1/36 MBS 30yr 3138EGM50 597 493,687 SH   SOLE   493,687 0 0
Federal National Mortgage Association 8.00% 3/1/30 MBS 30yr 31384VZE5 6 5,030 SH   SOLE   5,030 0 0
Federal National Mortgage Association 8.00% 4/1/27 MBS 30yr 31384AB64 57 54,920 SH   SOLE   54,920 0 0
Federal National Mortgage Association 8.00% 5/1/32 MBS 30yr 31410LH39 1,258 1,045,363 SH   SOLE   1,045,363 0 0
Federal National Mortgage Association 8.00% 9/1/30 MBS 30yr 31384WMW7 585 465,906 SH   SOLE   465,906 0 0
Federal National Mortgage Association 8.50% 10/1/32 MBS 30yr 31418MJT0 806 670,307 SH   SOLE   670,307 0 0
Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 1 474 SH   SOLE   474 0 0
Federal National Mortgage Association 8.50% 12/1/24 MBS 30yr 31373TUF5 525 452,997 SH   SOLE   452,997 0 0
Federal National Mortgage Association 9.25% 3/25/18 Agncy CMO Z 313602BE3 10 9,134 SH   SOLE   9,134 0 0
Federal National Mortgage Association 9.50% 4/1/30 MBS 30yr 31384WAH3 705 591,439 SH   SOLE   591,439 0 0
Fidelity National Information Services Inc Common Stock 31620M106 19,395 361,300 SH   SOLE   361,300 0 0
Fifth Third Bancorp Common Stock 316773100 17,468 830,600 SH   SOLE   830,600 0 0
Fluor Corp 1.50% 2/15/24 US DOMESTIC 343412AA0 12,145 4,169,094 SH   SOLE   4,169,094 0 0
FMC Technologies Inc Common Stock 30249U101 3,027 57,975 SH   SOLE   57,975 0 0
Ford Motor Co 4.25% 11/15/16 US DOMESTIC 345370CN8 12,437 6,740,807 SH   SOLE   6,740,807 0 0
Forward Air Corp Common Stock 349853101 1,537 35,000 SH   SOLE   35,000 0 0
Gannett Co Inc Common Stock 364730101 5,617 189,900 SH   SOLE   189,900 0 0
GATX Corp Common Stock 361448103 1,649 31,600 SH   SOLE   31,600 0 0
General Dynamics Corp Common Stock 369550108 26,290 276,196 SH   SOLE   276,196 0 0
GENERAL MOTORS CO Common Stock 37045V100 20,489 502,006 SH   SOLE   502,006 0 0
Gilead Sciences Inc Common Stock 375558103 5,202 69,225 SH   SOLE   69,225 0 0
Gilead Sciences Inc 1.625% 5/1/16 US DOMESTIC 375558AP8 44,314 13,436,024 SH   SOLE   13,436,024 0 0
GNMA 2013-190 VRN 9/20/30 Agncy CMO Other 38378PQJ0 742 642,502 SH   SOLE   642,502 0 0
Google Inc Common Stock 38259P508 31,084 27,826 SH   SOLE   27,826 0 0
Government National Mortgage Association 5.00% 10/15/34 MBS 30yr 36241KMA3 310 283,228 SH   SOLE   283,228 0 0
Government National Mortgage Association 5.00% 7/15/33 MBS 30yr 36213FWS8 646 589,644 SH   SOLE   589,644 0 0
Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 1,156 990,393 SH   SOLE   990,393 0 0
Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 36241KYF9 220 194,574 SH   SOLE   194,574 0 0
Government National Mortgage Association 7.00% 1/15/39 MBS 30yr 3622A2AC6 915 770,390 SH   SOLE   770,390 0 0
Government National Mortgage Association 7.00% 3/15/32 MBS 30yr 36241KJG4 1,191 1,019,192 SH   SOLE   1,019,192 0 0
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 27 23,218 SH   SOLE   23,218 0 0
Government National Mortgage Association 7.00% 7/15/35 MBS 30yr 36241LMJ2 82 69,698 SH   SOLE   69,698 0 0
Government National Mortgage Association 7.09% 7/15/33 MBS Other 36297HGJ1 941 939,816 SH   SOLE   939,816 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 8.00% 10/15/27 MBS 30yr 36225BFG8 1,937 1,587,090 SH   SOLE   1,587,090 0 0
Government National Mortgage Association I 5.50% 1/15/35 MBS 30yr 36241KB72 669 602,434 SH   SOLE   602,434 0 0
Government National Mortgage Association II 5.50% 2/20/40 MBS 30yr 36202FEK8 597 537,761 SH   SOLE   537,761 0 0
Government National Mortgage Association II 7.00% 11/20/31 MBS 30yr 36202DQP9 19 16,170 SH   SOLE   16,170 0 0
Government National Mortgage Association II 7.00% 12/20/27 MBS 30yr 36202CYT4 799 668,391 SH   SOLE   668,391 0 0
Government National Mortgage Association II 7.00% 9/20/27 MBS 30yr 36202CXL2 597 502,398 SH   SOLE   502,398 0 0
Granite Construction Inc Common Stock 387328107 1,787 51,100 SH   SOLE   51,100 0 0
Hanover Insurance Group Inc/The Common Stock 410867105 1,672 28,000 SH   SOLE   28,000 0 0
Harley-Davidson Inc Common Stock 412822108 16,625 240,100 SH   SOLE   240,100 0 0
Harman International Industries Inc Common Stock 413086109 868 10,600 SH   SOLE   10,600 0 0
Harris Teeter Supermarkets Inc Common Stock 414585109 859 17,400 SH   SOLE   17,400 0 0
Hasbro Inc Common Stock 418056107 13,120 238,500 SH   SOLE   238,500 0 0
HB Fuller Co Common Stock 359694106 2,324 44,650 SH   SOLE   44,650 0 0
Health Care REIT Inc PUBLIC 42217K601 6,369 124,245 SH   SOLE   124,245 0 0
Health Care REIT Inc 3.00% 12/1/29 US DOMESTIC 42217KAR7 5,048 4,530,140 SH   SOLE   4,530,140 0 0
Helen of Troy Ltd Common Stock G4388N106 1,787 36,100 SH   SOLE   36,100 0 0
Helix Energy Solutions Group Inc Common Stock 42330P107 1,555 67,100 SH   SOLE   67,100 0 0
Helmerich & Payne Inc Common Stock 423452101 19,877 236,400 SH   SOLE   236,400 0 0
Hubbell Inc Common Stock 443510201 9,060 83,200 SH   SOLE   83,200 0 0
IBERIABANK Corp Common Stock 450828108 1,854 29,500 SH   SOLE   29,500 0 0
ICU Medical Inc Common Stock 44930G107 1,051 16,500 SH   SOLE   16,500 0 0
Independent Bank Corp Common Stock 453836108 2,007 51,200 SH   SOLE   51,200 0 0
Infinity Property & Casualty Corp Common Stock 45665Q103 1,535 21,400 SH   SOLE   21,400 0 0
Ingersoll-Rand PLC Common Stock G47791101 10,447 169,600 SH   SOLE   169,600 0 0
Innophos Holdings Inc Common Stock 45774N108 1,264 26,000 SH   SOLE   26,000 0 0
Integra LifeSciences Holdings Corp Common Stock 457985208 1,980 41,500 SH   SOLE   41,500 0 0
Intel Corp Common Stock 458140100 28,485 1,101,804 SH   SOLE   1,101,804 0 0
Intel Corp 3.25% 8/1/39 US DOMESTIC 458140AF7 30,089 22,134,320 SH   SOLE   22,134,320 0 0
International Flavors & Fragrances Inc Common Stock 459506101 10,378 120,700 SH   SOLE   120,700 0 0
International Game Technology Common Stock 459902102 20,556 1,133,316 SH   SOLE   1,133,316 0 0
International Game Technology 3.25% 5/1/14 US DOMESTIC 459902AQ5 9,451 8,916,331 SH   SOLE   8,916,331 0 0
Invesco Ltd Common Stock G491BT108 14,018 385,100 SH   SOLE   385,100 0 0
Janus Capital Group Inc 0.75% 7/15/18 US DOMESTIC 47102XAH8 9,376 7,375,133 SH   SOLE   7,375,133 0 0
JB Hunt Transport Services Inc Common Stock 445658107 3,284 42,485 SH   SOLE   42,485 0 0
Jefferies Group Inc 3.875% 11/1/29 US DOMESTIC 472319AG7 9,658 9,127,372 SH   SOLE   9,127,372 0 0
John Bean Technologies Corp Common Stock 477839104 1,332 45,400 SH   SOLE   45,400 0 0
Johnson & Johnson Common Stock 478160104 13,508 147,442 SH   SOLE   147,442 0 0
Johnson Controls Inc Common Stock 478366107 22,582 440,200 SH   SOLE   440,200 0 0
Jones Lang LaSalle Inc Common Stock 48020Q107 22,086 215,700 SH   SOLE   215,700 0 0
JPMorgan Chase & Co Common Stock 46625H100 28,640 490,952 SH   SOLE   490,952 0 0
Juniper Networks Inc Common Stock 48203R104 18,320 811,713 SH   SOLE   811,713 0 0
Kaiser Aluminum Corp Common Stock 483007704 836 11,900 SH   SOLE   11,900 0 0
Kennametal Inc Common Stock 489170100 19,667 377,700 SH   SOLE   377,700 0 0
Kla-Tencor Corp Common Stock 482480100 16,663 258,500 SH   SOLE   258,500 0 0
Koninklijke Philips Electronics NV NY Reg Shrs 500472303 24,646 669,232 SH   SOLE   669,232 0 0
Korn/Ferry International Common Stock 500643200 1,256 48,100 SH   SOLE   48,100 0 0
Lakeland Financial Corp Common Stock 511656100 1,197 30,700 SH   SOLE   30,700 0 0
Lam Research Corp Common Stock 512807108 7,812 143,468 SH   SOLE   143,468 0 0
Lam Research Corp 1.25% 5/15/18 US DOMESTIC 512807AL2 12,164 10,001,117 SH   SOLE   10,001,117 0 0
Lancaster Colony Corp Common Stock 513847103 1,507 17,100 SH   SOLE   17,100 0 0
LaSalle Hotel Properties REIT 517942108 2,392 77,500 SH   SOLE   77,500 0 0
La-Z-Boy Inc Common Stock 505336107 1,879 60,600 SH   SOLE   60,600 0 0
Linkedin Corporation Common Stock 53578A108 2,264 10,440 SH   SOLE   10,440 0 0
Littelfuse Inc Common Stock 537008104 1,468 15,800 SH   SOLE   15,800 0 0
MA COM Technology Solutions Holdings Inc Common Stock 55405Y100 625 36,800 SH   SOLE   36,800 0 0
Markel Corp Common Stock 570535104 20,080 34,600 SH   SOLE   34,600 0 0
Marriott International Inc/DE Common Stock 571903202 20,317 411,600 SH   SOLE   411,600 0 0
Marsh & McLennan Cos Inc Common Stock 571748102 17,647 364,900 SH   SOLE   364,900 0 0
MasTec Inc Common Stock 576323109 3,341 102,100 SH   SOLE   102,100 0 0
Mcgrath Rentcorp Common Stock 580589109 1,202 30,200 SH   SOLE   30,200 0 0
Measurement Specialties Inc Common Stock 583421102 358 5,900 SH   SOLE   5,900 0 0
Merck & Co Inc Common Stock 58933Y105 23,550 471,958 SH   SOLE   471,958 0 0
MetLife Inc Common Stock 59156R108 20,599 383,729 SH   SOLE   383,729 0 0
Metlife Inc Pfd 9/11/13 PUBLIC 59156R116 14,384 456,062 SH   SOLE   456,062 0 0
Michael Kors Holdings Limited Common Stock G60754101 4,407 54,275 SH   SOLE   54,275 0 0
Micron Technology Inc 3.125% 5/1/32 US DOMESTIC 595112AX1 6,917 3,037,933 SH   SOLE   3,037,933 0 0
Microsemi Corp Common Stock 595137100 2,083 83,500 SH   SOLE   83,500 0 0
MKS Instruments Inc Common Stock 55306N104 2,237 74,700 SH   SOLE   74,700 0 0
Modine Manufacturing Co Common Stock 607828100 647 50,500 SH   SOLE   50,500 0 0
Mohawk Industries Inc Common Stock 608190104 2,695 18,100 SH   SOLE   18,100 0 0
Monsanto Co Common Stock 61166W101 5,766 49,475 SH   SOLE   49,475 0 0
MTS Systems Corp Common Stock 553777103 1,125 15,795 SH   SOLE   15,795 0 0
Mueller Industries Inc Common Stock 624756102 1,827 29,000 SH   SOLE   29,000 0 0
Multi-Color Corp Common Stock 625383104 1,174 31,100 SH   SOLE   31,100 0 0
New York Community Capital Trust V PUBLIC 64944P307 11,306 231,070 SH   SOLE   231,070 0 0
Newmont Mining Corp 1.625% 7/15/17 US DOMESTIC 651639AJ5 11,580 11,352,791 SH   SOLE   11,352,791 0 0
News Corp - Class A Common Stock 65249B109 16,779 935,310 SH   SOLE   935,310 0 0
Nextera Energy PUBLIC 65339F887 6,903 121,905 SH   SOLE   121,905 0 0
Nielsen Holdings N.V. Common Stock N63218106 5,783 126,326 SH   SOLE   126,326 0 0
Nordstrom Inc Common Stock 655664100 16,433 265,900 SH   SOLE   265,900 0 0
NorthWestern Corp Common Stock 668074305 1,213 28,000 SH   SOLE   28,000 0 0
Nova Measuring Instruments Common Stock M7516K103 958 97,371 SH   SOLE   97,371 0 0
Novellus Systems 2.625% 5/15/41 US DOMESTIC 670008AD3 11,489 6,874,770 SH   SOLE   6,874,770 0 0
Nuance Communications Inc 2.75% 11/1/31 US DOMESTIC 67020YAF7 3,970 4,063,978 SH   SOLE   4,063,978 0 0
Nucor Corp Common Stock 670346105 9,903 185,746 SH   SOLE   185,746 0 0
Occidental Petroleum Corp Common Stock 674599105 15,788 166,584 SH   SOLE   166,584 0 0
Old National Bancorp/IN Common Stock 680033107 2,293 149,200 SH   SOLE   149,200 0 0
Olin Corp Common Stock 680665205 2,767 95,900 SH   SOLE   95,900 0 0
Omnicom Group Inc Common Stock 681919106 17,298 232,600 SH   SOLE   232,600 0 0
Omnicom Group Inc 0.00% 7/31/32 US DOMESTIC 681919AV8 3,140 2,387,000 SH   SOLE   2,387,000 0 0
Owens & Minor Inc Common Stock 690732102 1,996 54,600 SH   SOLE   54,600 0 0
Owens-Brockway 3.00% 6/1/15 PRIV PLACEMENT 69073TAQ6 2,642 2,536,071 SH   SOLE   2,536,071 0 0
Oxford Industries Inc Common Stock 691497309 1,041 12,900 SH   SOLE   12,900 0 0
Pacwest Bancorp Common Stock 695263103 2,398 56,800 SH   SOLE   56,800 0 0
Parametric Technology Corp Common Stock 69370C100 2,930 82,800 SH   SOLE   82,800 0 0
Parker Hannifin Corp Common Stock 701094104 17,644 137,160 SH   SOLE   137,160 0 0
Patterson Cos Inc Common Stock 703395103 20,426 495,772 SH   SOLE   495,772 0 0
Penske Automotive Group Inc Common Stock 70959W103 10,276 217,900 SH   SOLE   217,900 0 0
PetSmart Inc Common Stock 716768106 13,521 185,964 SH   SOLE   185,964 0 0
Pfizer Inc Common Stock 717081103 20,579 671,100 SH   SOLE   671,100 0 0
Pike Corp Common Stock 721283109 1,105 104,500 SH   SOLE   104,500 0 0
Plexus Corp Common Stock 729132100 1,866 43,100 SH   SOLE   43,100 0 0
Priceline.com Inc Common Stock 741503403 7,009 6,030 SH   SOLE   6,030 0 0
Priceline.Com Inc 1.00% 3/15/18 US DOMESTIC 741503AQ9 12,294 8,917,002 SH   SOLE   8,917,002 0 0
Priceline.com Inc 1.25% 3/15/15 US DOMESTIC 741503AN6 21,957 5,754,545 SH   SOLE   5,754,545 0 0
Primerica Inc Common Stock 74164M108 1,446 33,700 SH   SOLE   33,700 0 0
PRIMORIS SERVICES CORP Common Stock 74164F103 1,905 61,200 SH   SOLE   61,200 0 0
Procter & Gamble Co/The Common Stock 742718109 25,546 313,622 SH   SOLE   313,622 0 0
Prologis LP 3.25% 3/15/15 US DOMESTIC 74340XAT8 10,014 8,971,256 SH   SOLE   8,971,256 0 0
Prospect Capital Corp 5.875% 1/15/19 GLOBAL 74348TAM4 1,375 1,328,916 SH   SOLE   1,328,916 0 0
Prosperity Bancshares Inc Common Stock 743606105 1,223 19,300 SH   SOLE   19,300 0 0
PS Business Parks Inc REIT 69360J107 1,223 16,000 SH   SOLE   16,000 0 0
PVH CORP Common Stock 693656100 18,480 136,446 SH   SOLE   136,446 0 0
Qualcomm Inc Common Stock 747525103 3,244 43,690 SH   SOLE   43,690 0 0
Rayonier Trs Holdings Inc 4.50% 8/15/15 US DOMESTIC 75508AAC0 1,235 921,539 SH   SOLE   921,539 0 0
Rayonier Trs Holdings Inc 4.50% 8/15/15 PRIV PLACEMENT 75508AAD8 3,238 2,415,243 SH   SOLE   2,415,243 0 0
Reinsurance Group of America Inc Common Stock 759351604 11,310 146,100 SH   SOLE   146,100 0 0
Reliance Steel & Aluminum Co Common Stock 759509102 16,043 211,532 SH   SOLE   211,532 0 0
Republic Services Inc Common Stock 760759100 15,982 481,400 SH   SOLE   481,400 0 0
RLI Corp Common Stock 749607107 896 9,200 SH   SOLE   9,200 0 0
Robert Half International Inc Common Stock 770323103 16,082 383,000 SH   SOLE   383,000 0 0
Roche Holding AG ADR 771195104 14,484 207,474 SH   SOLE   207,474 0 0
Rockwell Automation Inc Common Stock 773903109 16,510 139,725 SH   SOLE   139,725 0 0
Roper Industries Inc 0.00% 01/15/34 US DOMESTIC 776696AA4 5,862 3,352,000 SH   SOLE   3,352,000 0 0
Rosetta Resources Inc Common Stock 777779307 235 4,900 SH   SOLE   4,900 0 0
RPM International Inc Common Stock 749685103 18,082 435,600 SH   SOLE   435,600 0 0
RPM International Inc 2.25% 12/15/20 US DOMESTIC 749685AT0 3,281 2,963,796 SH   SOLE   2,963,796 0 0
Rudolph Technologies Inc Common Stock 781270103 1,048 89,300 SH   SOLE   89,300 0 0
Rush Enterprises Inc Common Stock 781846209 1,788 60,300 SH   SOLE   60,300 0 0
Selective Insurance Group Inc Common Stock 816300107 2,027 74,900 SH   SOLE   74,900 0 0
Sempra Energy Common Stock 816851109 9,020 100,486 SH   SOLE   100,486 0 0
Sensient Technologies Corp Common Stock 81725T100 1,936 39,900 SH   SOLE   39,900 0 0
Shoe Carnival Inc Common Stock 824889109 835 28,800 SH   SOLE   28,800 0 0
Siemens AG ADR 826197501 24,074 174,748 SH   SOLE   174,748 0 0
Silgan Holdings Inc Common Stock 827048109 1,875 39,049 SH   SOLE   39,049 0 0
Skyworks Solutions Inc Common Stock 83088M102 16,693 584,500 SH   SOLE   584,500 0 0
Snyders-Lance Inc Common Stock 833551104 1,031 35,900 SH   SOLE   35,900 0 0
Sodastream International Ltd Common Stock M9068E105 1,832 36,911 SH   SOLE   36,911 0 0
South Jersey Industries Inc Common Stock 838518108 1,265 22,600 SH   SOLE   22,600 0 0
Southwest Airlines Co Common Stock 844741108 19,043 1,010,800 SH   SOLE   1,010,800 0 0
Stancorp Financial Group Inc Common Stock 852891100 1,617 24,400 SH   SOLE   24,400 0 0
Stanley Black & Decker I Pfd 4.75% 11/17/15 PUBLIC 854502309 8,764 70,600 SH   SOLE   70,600 0 0
Starbucks Corp Common Stock 855244109 4,143 52,850 SH   SOLE   52,850 0 0
Steiner Leisure Ltd Common Stock P8744Y102 1,427 29,000 SH   SOLE   29,000 0 0
Steris Corp Common Stock 859152100 2,258 47,000 SH   SOLE   47,000 0 0
Sterling Bancorp Common Stock 85917A100 1,234 92,300 SH   SOLE   92,300 0 0
Summerset Group Holdings Common Stock Q8794G109 1,134 424,090 SH   SOLE   424,090 0 0
SunTrust Banks Inc Common Stock 867914103 13,119 356,409 SH   SOLE   356,409 0 0
SYKES Enterprises Inc Common Stock 871237103 1,867 85,600 SH   SOLE   85,600 0 0
Syneron Medical Ltd Common Stock M87245102 271 22,065 SH   SOLE   22,065 0 0
Synopsys Inc Common Stock 871607107 16,151 398,100 SH   SOLE   398,100 0 0
TE Connectivity Ltd Common Stock H84989104 22,027 399,700 SH   SOLE   399,700 0 0
Teva Pharm Finance Co LLC 0.25% 2/1/26 US DOMESTIC 88163VAE9 12,243 11,529,299 SH   SOLE   11,529,299 0 0
Titan Machinery Inc Common Stock 88830R101 975 54,700 SH   SOLE   54,700 0 0
Tractor Supply Co Common Stock 892356106 3,867 49,840 SH   SOLE   49,840 0 0
TRIMAS CORP Common Stock 896215209 1,791 44,900 SH   SOLE   44,900 0 0
Twenty-First Century Fox A Common Stock 90130A101 2,373 67,450 SH   SOLE   67,450 0 0
Tyson Foods Inc Common Stock 902494103 7,184 214,700 SH   SOLE   214,700 0 0
Unit Corp Common Stock 909218109 2,602 50,400 SH   SOLE   50,400 0 0
United Parcel Service Inc Common Stock 911312106 16,186 154,462 SH   SOLE   154,462 0 0
United Technologies Corp Pfd 8/1/15 PUBLIC 913017117 15,491 236,605 SH   SOLE   236,605 0 0
Visa Inc Common Stock 92826C839 4,827 21,675 SH   SOLE   21,675 0 0
Wal-Mart Stores Inc Common Stock 931142103 20,730 263,954 SH   SOLE   263,954 0 0
Watts Water Technologies Inc Common Stock 942749102 1,324 21,400 SH   SOLE   21,400 0 0
Wellpoint Inc 2.75% 10/15/42 US DOMESTIC 94973VBG1 22,348 16,508,494 SH   SOLE   16,508,494 0 0
Wells Fargo & Co Common Stock 949746101 14,083 310,536 SH   SOLE   310,536 0 0
Wells Fargo & Co PUBLIC 949746804 25,693 23,147 SH   SOLE   23,147 0 0
Werner Enterprises Inc Common Stock 950755108 1,778 71,900 SH   SOLE   71,900 0 0
West Pharmaceutical Services Inc Common Stock 955306105 554 11,300 SH   SOLE   11,300 0 0
Willis Group Holdings Plc Common Stock G96666105 16,843 375,869 SH   SOLE   375,869 0 0
WISDOMTREE INDIA EARNINGS ETP 97717W422 17,125 981,937 SH   SOLE 1 981,937 0 0
Woodward Inc Common Stock 980745103 1,578 34,600 SH   SOLE   34,600 0 0
WR Berkley Corp Common Stock 084423102 15,356 353,913 SH   SOLE   353,913 0 0
Xcel Energy Inc Common Stock 98389B100 11,694 418,552 SH   SOLE   418,552 0 0
Xilinx Inc 2.625% 6/15/17 US DOMESTIC 983919AF8 10,667 6,687,888 SH   SOLE   6,687,888 0 0
Xilinx Inc 3.125% 3/15/37 US DOMESTIC 983919AD3 11,767 7,432,952 SH   SOLE   7,432,952 0 0
Xylem Inc Common Stock 98419M100 15,162 438,200 SH   SOLE   438,200 0 0
Zebra Technologies Corp Common Stock 989207105 1,979 36,600 SH   SOLE   36,600 0 0
Zimmer Holdings Inc Common Stock 98956P102 10,664 114,622 SH   SOLE   114,622 0 0
Aaron's Inc Common Stock 002535300 11,307 384,600 SH   SOLE   0 0 384,600
Abbott Laboratories Common Stock 002824100 48,151 1,256,230 SH   SOLE   0 0 1,256,230
ABM Industries Inc Common Stock 000957100 30,873 1,079,836 SH   SOLE   0 0 1,079,836
Accenture Plc Common Stock G1151C101 86 1,040 SH   SOLE   0 0 1,040
Adobe Systems Inc Common Stock 00724F101 27,465 458,660 SH   SOLE   0 0 458,660
Affiliated Managers Group Inc Common Stock 008252108 48,634 224,245 SH   SOLE   0 0 224,245
Agilent Technologies Inc Common Stock 00846U101 1,659 29,000 SH   SOLE   0 0 29,000
Air Products & Chemicals Inc Common Stock 009158106 139,915 1,251,701 SH   SOLE   0 0 1,251,701
Airtran Holdings Inc 5.25% 11/16 US DOMESTIC 00949PAD0 7,742 4,577,561 SH   SOLE   0 0 4,577,561
Alaska Air Group Inc Common Stock 011659109 96 1,314 SH   SOLE   0 0 1,314
Alcoa Inc 5.25% 3/15/14 US DOMESTIC 013817AT8 12,782 7,717,363 SH   SOLE   0 0 7,717,363
ALERE INC Common Stock 01449J105 29,034 802,040 SH   SOLE   0 0 802,040
Alexandria Real Estate Equities Inc REIT 015271109 31,274 491,575 SH   SOLE   0 0 491,575
Alexion Pharmaceuticals Inc Common Stock 015351109 34,381 258,385 SH   SOLE   0 0 258,385
Alleghany Corp Common Stock 017175100 19,206 48,020 SH   SOLE   0 0 48,020
Allegheny Technologies 4.25% 6/1/14 US DOMESTIC 01741RAD4 3,485 3,371,511 SH   SOLE   0 0 3,371,511
ALLEGION PUB LTD Common Stock G0176J109 4,217 95,433 SH   SOLE   0 0 95,433
Allete Inc Common Stock 018522300 19,178 384,475 SH   SOLE   0 0 384,475
Alliance Data Systems Corp Common Stock 018581108 41,706 158,620 SH   SOLE   0 0 158,620
Alliant Energy Corp Common Stock 018802108 23,416 453,800 SH   SOLE   0 0 453,800
Allied World Assurance Co Holdings Ltd Common Stock H01531104 1,574 13,950 SH   SOLE   0 0 13,950
Allison Transmission Holdings Inc Common Stock 01973R101 35,360 1,280,700 SH   SOLE   0 0 1,280,700
Altera Corp Common Stock 021441100 59,154 1,818,432 SH   SOLE   0 0 1,818,432
Altra Industrial Motion Corp Common Stock 02208R106 13,457 393,260 SH   SOLE   0 0 393,260
Alza Corp 0.00% 7/28/20 US DOMESTIC 02261WAB5 14,011 11,131,000 SH   SOLE   0 0 11,131,000
Amazon.Com Inc Common Stock 023135106 63,735 159,820 SH   SOLE   0 0 159,820
American Financial Group Inc/OH Common Stock 025932104 22,163 383,966 SH   SOLE   0 0 383,966
American Water Works Co Inc Common Stock 030420103 2,155 51,000 SH   SOLE   0 0 51,000
Amerisafe Inc Common Stock 03071H100 18,953 448,707 SH   SOLE   0 0 448,707
Amerisourcebergen Corp Common Stock 03073E105 3,433 48,820 SH   SOLE   0 0 48,820
Ametek Inc Common Stock 031100100 2,946 55,930 SH   SOLE   0 0 55,930
Amg Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 701 11,046 SH   SOLE   0 0 11,046
Anadarko Petroleum Corp Common Stock 032511107 92,686 1,168,510 SH   SOLE   0 0 1,168,510
Analog Devices Inc Common Stock 032654105 36,780 722,175 SH   SOLE   0 0 722,175
Analogic Corp Common Stock 032657207 18,591 209,924 SH   SOLE   0 0 209,924
Anheuser-Busch InBev NV ADR 03524A108 62,404 586,169 SH   SOLE   0 0 586,169
Anixter International Inc Common Stock 035290105 33,960 378,004 SH   SOLE   0 0 378,004
ANN INC Common Stock 035623107 9,017 246,639 SH   SOLE   0 0 246,639
Aon Plc Common Stock G0408V102 25,612 305,300 SH   SOLE   0 0 305,300
Apple Inc Common Stock 037833100 248,509 442,889 SH   SOLE   0 0 442,889
Applied Materials Inc Common Stock 038222105 83,741 4,733,790 SH   SOLE   0 0 4,733,790
Arch Capital Group Ltd Common Stock G0450A105 18,621 311,962 SH   SOLE   0 0 311,962
Archer Daniels .875% 2/15/14 US DOMESTIC 039483AW2 10,067 9,513,628 SH   SOLE   0 0 9,513,628
Ares Capital Corp 5.125% 6/1/16 GLOBAL 04010LAD5 6,386 5,985,867 SH   SOLE   0 0 5,985,867
Arrow Electronics Inc Common Stock 042735100 1,680 30,960 SH   SOLE   0 0 30,960
Associated Banc-Corp Common Stock 045487105 38,222 2,196,684 SH   SOLE   0 0 2,196,684
Astec Industries Inc Common Stock 046224101 26,699 691,153 SH   SOLE   0 0 691,153
Atmos Energy Corp Common Stock 049560105 29,273 644,500 SH   SOLE   0 0 644,500
Autoliv Inc Common Stock 052800109 32,488 353,900 SH   SOLE   0 0 353,900
Avery Dennison Corp Common Stock 053611109 38,551 768,100 SH   SOLE   0 0 768,100
Avnet Inc Common Stock 053807103 31,237 708,172 SH   SOLE   0 0 708,172
Baker Hughes Inc Common Stock 057224107 102 1,850 SH   SOLE   0 0 1,850
Bank Of America Corp Pfd 7.25% 12/31/49 PUBLIC 060505682 887 836 SH   SOLE   0 0 836
Bank of New York Mellon Corp/The Common Stock 064058100 77,512 2,218,439 SH   SOLE   0 0 2,218,439
Barnes Group Inc Common Stock 067806109 23,728 619,359 SH   SOLE   0 0 619,359
Baxter International Inc Common Stock 071813109 63,957 919,583 SH   SOLE   0 0 919,583
Becton Dickinson and Co Common Stock 075887109 36,418 329,600 SH   SOLE   0 0 329,600
Bemis Co Inc Common Stock 081437105 24,510 598,400 SH   SOLE   0 0 598,400
Berkshire Hathaway Inc Common Stock 084670702 179 1,513 SH   SOLE   0 0 1,513
Biogen Idec Inc Common Stock 09062X103 41,161 147,135 SH   SOLE   0 0 147,135
BlackRock Inc Common Stock 09247X101 180 570 SH   SOLE   0 0 570
Blackrock Kelso Capital Corp 5.50% 2/15/18 PRIV PLACEMENT 092533AA6 4,434 4,336,362 SH   SOLE   0 0 4,336,362
Boeing Co/The Common Stock 097023105 161 1,180 SH   SOLE   0 0 1,180
BorgWarner Inc Common Stock 099724106 2,686 48,050 SH   SOLE   0 0 48,050
Boston Properties LP 3.625% 2/15/14 PRIV PLACEMENT 10112RAM6 1,668 1,662,389 SH   SOLE   0 0 1,662,389
BP Plc ADR 055622104 92,319 1,899,179 SH   SOLE   0 0 1,899,179
Bristol-Myers Squibb Co 0.00% 9/15/23 US DOMESTIC 110122AN8 4,404 3,311,000 SH   SOLE   0 0 3,311,000
Broadridge Financial Solutions Inc Common Stock 11133T103 35,821 906,400 SH   SOLE   0 0 906,400
Brown & Brown Inc Common Stock 115236101 1,570 50,025 SH   SOLE   0 0 50,025
Brunswick Corp/DE Common Stock 117043109 21,121 458,560 SH   SOLE   0 0 458,560
C&J Energy Services Inc Common Stock 12467B304 18,532 802,250 SH   SOLE   0 0 802,250
Cabot Corp Common Stock 127055101 27,235 529,860 SH   SOLE   0 0 529,860
Cadence Design Systems Inc Common Stock 127387108 1,885 134,450 SH   SOLE   0 0 134,450
Canadian Pacific Railway Ltd Common Stock 13645T100 39,038 257,985 SH   SOLE   0 0 257,985
Capital One Financial Corp Common Stock 14040H105 102,041 1,331,950 SH   SOLE   0 0 1,331,950
Carefusion Corp Common Stock 14170T101 40,626 1,020,250 SH   SOLE   0 0 1,020,250
Carlisle Cos Inc Common Stock 142339100 29,899 376,559 SH   SOLE   0 0 376,559
Carpenter Technology Corp Common Stock 144285103 866 13,925 SH   SOLE   0 0 13,925
Casey's General Stores Inc Common Stock 147528103 15,032 213,976 SH   SOLE   0 0 213,976
Catamaran Corp Common Stock 148887102 39,020 821,810 SH   SOLE   0 0 821,810
CBS Corp Common Stock 124857202 138 2,160 SH   SOLE   0 0 2,160
Celadon Group Inc Common Stock 150838100 5,626 288,790 SH   SOLE   0 0 288,790
Celgene Corp Common Stock 151020104 48,557 287,387 SH   SOLE   0 0 287,387
Cerner Corp Common Stock 156782104 35,941 644,796 SH   SOLE   0 0 644,796
CH Robinson Worldwide Inc Common Stock 12541W209 60,163 1,031,250 SH   SOLE   0 0 1,031,250
Charles River Laboratories International Inc Common Stock 159864107 32,540 613,500 SH   SOLE   0 0 613,500
Charles Schwab Corp/The Common Stock 808513105 40,098 1,542,235 SH   SOLE   0 0 1,542,235
Cheesecake Factory Inc/The Common Stock 163072101 16,559 343,052 SH   SOLE   0 0 343,052
Chesapeake Energy Corp Common Stock 165167107 73,972 2,725,576 SH   SOLE   0 0 2,725,576
Chesapeake Energy Corp 2.50% 5/15/37 US DOMESTIC 165167BZ9 1,226 1,207,789 SH   SOLE   0 0 1,207,789
Chevron Corp Common Stock 166764100 178 1,429 SH   SOLE   0 0 1,429
Chico's FAS Inc Common Stock 168615102 33,021 1,752,700 SH   SOLE   0 0 1,752,700
Chipotle Mexican Grill Inc Common Stock 169656105 26,068 48,929 SH   SOLE   0 0 48,929
Chubb Corp Common Stock 171232101 25,356 262,400 SH   SOLE   0 0 262,400
Church & Dwight Co Inc Common Stock 171340102 2,186 32,975 SH   SOLE   0 0 32,975
Cigna Corp Common Stock 125509109 4,164 47,600 SH   SOLE   0 0 47,600
Cimarex Energy Co Common Stock 171798101 29,603 282,175 SH   SOLE   0 0 282,175
Cinemark Holdings Inc Common Stock 17243V102 1,072 32,150 SH   SOLE   0 0 32,150
Cintas Corp Common Stock 172908105 33,281 558,500 SH   SOLE   0 0 558,500
Cisco Systems Inc Common Stock 17275R102 95 4,230 SH   SOLE   0 0 4,230
CITIGROUP INC Common Stock 172967424 108,682 2,085,617 SH   SOLE   0 0 2,085,617
Citrix Systems Inc Common Stock 177376100 110,320 1,744,196 SH   SOLE   0 0 1,744,196
City National Corp/CA Common Stock 178566105 14,909 188,200 SH   SOLE   0 0 188,200
Clean Harbors Inc Common Stock 184496107 16,129 269,000 SH   SOLE   0 0 269,000
Cloud Peak Energy Inc Common Stock 18911Q102 21,306 1,183,675 SH   SOLE   0 0 1,183,675
CME Group Inc Common Stock 12572Q105 25,172 320,830 SH   SOLE   0 0 320,830
Columbia Banking System Inc Common Stock 197236102 31,282 1,137,125 SH   SOLE   0 0 1,137,125
Comcast Corp Common Stock 20030N101 71,383 1,373,667 SH   SOLE   0 0 1,373,667
Concho Resources Inc/Midland TX Common Stock 20605P101 1,290 11,940 SH   SOLE   0 0 11,940
Conmed Corp Common Stock 207410101 36,664 862,693 SH   SOLE   0 0 862,693
Constellation Brands Inc Common Stock 21036P108 2,184 31,025 SH   SOLE   0 0 31,025
Continental Resources Inc/OK Common Stock 212015101 1,525 13,550 SH   SOLE   0 0 13,550
Core-Mark Holding Co Inc Common Stock 218681104 8,499 111,933 SH   SOLE   0 0 111,933
Corrections Corp of America REIT 22025Y407 2,309 72,000 SH   SOLE   0 0 72,000
Costco Wholesale Corp Common Stock 22160K105 153 1,289 SH   SOLE   0 0 1,289
Covidien Plc Common Stock G2554F113 85 1,250 SH   SOLE   0 0 1,250
Crown Castle International Corp REIT 228227104 2,357 32,100 SH   SOLE   0 0 32,100
Crown Holdings Inc Common Stock 228368106 26,950 604,675 SH   SOLE   0 0 604,675
Cullen/Frost Bankers Inc Common Stock 229899109 33,307 447,500 SH   SOLE   0 0 447,500
Cummins Inc Common Stock 231021106 36,090 256,010 SH   SOLE   0 0 256,010
Dana Holding Corp Common Stock 235825205 27,624 1,407,956 SH   SOLE   0 0 1,407,956
Danaher Corp Common Stock 235851102 49,475 640,870 SH   SOLE   0 0 640,870
Danaher Corp 0.00% 1/22/21 US DOMESTIC 235851AF9 13,280 5,917,000 SH   SOLE   0 0 5,917,000
Delphi Automotive PLC Common Stock G27823106 64 1,068 SH   SOLE   0 0 1,068
Devon Energy Corp Common Stock 25179M103 36,305 586,800 SH   SOLE   0 0 586,800
Dick's Sporting Goods Inc Common Stock 253393102 51,498 886,365 SH   SOLE   0 0 886,365
Diebold Inc Common Stock 253651103 26,715 809,300 SH   SOLE   0 0 809,300
Digital Realty 5.50% 4/15/29 PRIV PLACEMENT 25389JAC0 1,465 1,151,411 SH   SOLE   0 0 1,151,411
DIRECTV Common Stock 25490A309 40,432 585,214 SH   SOLE   0 0 585,214
Discover Financial Services Common Stock 254709108 3,171 56,674 SH   SOLE   0 0 56,674
Dominion Resources Inc PUBLIC 25746U703 3,550 65,597 SH   SOLE   0 0 65,597
Dominion Resources Inc PUBLIC 25746U885 3,626 66,894 SH   SOLE   0 0 66,894
Dominion Resources Inc 2.125% 12/15/23 US DOMESTIC 25746UAT6 9,358 4,880,403 SH   SOLE   0 0 4,880,403
Dover Corp Common Stock 260003108 27,002 279,700 SH   SOLE   0 0 279,700
Dow Chemical Co/The Common Stock 260543103 59,628 1,342,970 SH   SOLE   0 0 1,342,970
Drew Industries Inc Common Stock 26168L205 12,922 252,392 SH   SOLE   0 0 252,392
DST Systems Inc Common Stock 233326107 2,214 24,400 SH   SOLE   0 0 24,400
Dunkin Brands Group Inc Common Stock 265504100 1,054 21,875 SH   SOLE   0 0 21,875
Eaton Corp Plc Common Stock G29183103 71,016 932,943 SH   SOLE   0 0 932,943
Ecolab Inc Common Stock 278865100 26,085 250,170 SH   SOLE   0 0 250,170
El Paso Electric Co Common Stock 283677854 22,149 630,844 SH   SOLE   0 0 630,844
EMC Corp 1.75% 12/1/13 US DOMESTIC 268648AM4 14,417 9,143,449 SH   SOLE   0 0 9,143,449
EMC Corp/Massachusetts Common Stock 268648102 125,406 4,986,341 SH   SOLE   0 0 4,986,341
EMCOR Group Inc Common Stock 29084Q100 36,896 869,369 SH   SOLE   0 0 869,369
Encore Wire Corp Common Stock 292562105 27,448 506,414 SH   SOLE   0 0 506,414
Endurance Specialty Holdings Ltd Common Stock G30397106 27,639 471,100 SH   SOLE   0 0 471,100
Energen Corp Common Stock 29265N108 22,491 317,900 SH   SOLE   0 0 317,900
Entegris Inc Common Stock 29362U104 27,217 2,346,316 SH   SOLE   0 0 2,346,316
Envision Healthcare Holdings Inc Common Stock 29413U103 123 3,468 SH   SOLE   0 0 3,468
Essex Property Trust Inc REIT 297178105 1,360 9,475 SH   SOLE   0 0 9,475
Esterline Technologies Corp Common Stock 297425100 38,602 378,600 SH   SOLE   0 0 378,600
Express Scripts Holdings Inc Common Stock 30219G108 131 1,868 SH   SOLE   0 0 1,868
F5 Networks Inc Common Stock 315616102 2,269 24,975 SH   SOLE   0 0 24,975
Facebook Inc Common Stock 30303M102 40,953 749,235 SH   SOLE   0 0 749,235
Fairchild Semiconductor International Inc Common Stock 303726103 18,889 1,414,934 SH   SOLE   0 0 1,414,934
Federal Home Loan Mortgage Corp 6.50% 11/1/34 MBS 30yr 3128MJAZ3 6 5,457 SH   SOLE   0 0 5,457
Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 3 3,105 SH   SOLE   0 0 3,105
Federal Home Loan Mortgage Corp 7.00% 4/1/32 MBS 30yr 31287RP37 9 8,192 SH   SOLE   0 0 8,192
Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TJL2 0 100 SH   SOLE   0 0 100
Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 0 444 SH   SOLE   0 0 444
Federal National Mortgage Association 6.00% 1/1/37 MBS 30yr 31410XZR0 22 20,275 SH   SOLE   0 0 20,275
Federal National Mortgage Association 6.00% 10/1/29 MBS 30yr 31374T3C1 6 5,339 SH   SOLE   0 0 5,339
Federal National Mortgage Association 6.00% 11/1/36 MBS 30yr 31411AWL5 3 2,372 SH   SOLE   0 0 2,372
Federal National Mortgage Association 6.00% 12/1/33 MBS 30yr 31403MUX5 3 2,812 SH   SOLE   0 0 2,812
Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 2 1,963 SH   SOLE   0 0 1,963
Federal National Mortgage Association 6.50% 3/1/29 MBS 30yr 31382NCE0 3 2,316 SH   SOLE   0 0 2,316
Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31390NQU9 6 4,949 SH   SOLE   0 0 4,949
Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31402AQK5 5 4,313 SH   SOLE   0 0 4,313
Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 1 854 SH   SOLE   0 0 854
Federal National Mortgage Association 7.50% 11/1/29 MBS 30yr 31371H2F4 4 3,281 SH   SOLE   0 0 3,281
Federal National Mortgage Association 8.00% 11/1/28 MBS 30yr 31385H2P6 6 5,556 SH   SOLE   0 0 5,556
Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 0 328 SH   SOLE   0 0 328
Fidelity National Information Services Inc Common Stock 31620M106 33,314 620,600 SH   SOLE   0 0 620,600
Fifth Third Bancorp Common Stock 316773100 32,639 1,552,010 SH   SOLE   0 0 1,552,010
Flir Systems Inc Common Stock 302445101 1,745 57,975 SH   SOLE   0 0 57,975
Fluor Corp 1.50% 2/15/24 US DOMESTIC 343412AA0 12,212 4,192,139 SH   SOLE   0 0 4,192,139
FMC Technologies Inc Common Stock 30249U101 32,060 614,055 SH   SOLE   0 0 614,055
Ford Motor Co 4.25% 11/15/16 US DOMESTIC 345370CN8 10,411 5,642,579 SH   SOLE   0 0 5,642,579
Forward Air Corp Common Stock 349853101 22,291 507,650 SH   SOLE   0 0 507,650
Gannett Co Inc Common Stock 364730101 10,536 356,200 SH   SOLE   0 0 356,200
Gap Inc/The Common Stock 364760108 1,793 45,875 SH   SOLE   0 0 45,875
GATX Corp Common Stock 361448103 23,251 445,675 SH   SOLE   0 0 445,675
General Dynamics Corp Common Stock 369550108 129,081 1,350,926 SH   SOLE   0 0 1,350,926
General Electric Co Common Stock 369604103 111 3,959 SH   SOLE   0 0 3,959
General Growth Properties Inc REIT 370023103 1,141 56,850 SH   SOLE   0 0 56,850
GENERAL MOTORS CO Common Stock 37045V100 97,977 2,397,285 SH   SOLE   0 0 2,397,285
Gilead Sciences Inc Common Stock 375558103 55,177 734,225 SH   SOLE   0 0 734,225
Gilead Sciences Inc 1.625% 5/1/16 US DOMESTIC 375558AP8 25,086 7,606,241 SH   SOLE   0 0 7,606,241
GNMA 2013-190 VRN 9/20/30 Agncy CMO Other 38378PQJ0 13,334 11,546,921 SH   SOLE   0 0 11,546,921
Google Inc Common Stock 38259P508 185,057 165,125 SH   SOLE   0 0 165,125
Govenment National Mortgage Association 6.00% 4/15/28 MBS 30yr 36225A2B5 111 99,333 SH   SOLE   0 0 99,333
Government National Mortgage Assoc 1.29325% 1/1/55 Agncy CMBS 38378KRL5 63 63,738 SH   SOLE   0 0 63,738
Government National Mortgage Assoc 5.00% 9/15/39 MBS 30yr 3620A9S44 62 56,374 SH   SOLE   0 0 56,374
Government National Mortgage Assoc 8.00% 1/20/22 MBS 30yr 36202B5R2 0 54 SH   SOLE   0 0 54
Government National Mortgage Assoc 8.00% 1/20/25 MBS 30yr 36202CEJ8 9 8,367 SH   SOLE   0 0 8,367
Government National Mortgage Assoc 8.00% 1/20/28 MBS 30yr 36202CZB2 37 31,738 SH   SOLE   0 0 31,738
Government National Mortgage Assoc 8.00% 1/20/29 MBS 30yr 36202DAE1 28 25,466 SH   SOLE   0 0 25,466
Government National Mortgage Assoc 8.00% 1/20/30 MBS 30yr 36202DFH9 1,630 1,367,508 SH   SOLE   0 0 1,367,508
Government National Mortgage Assoc 8.00% 10/20/22 MBS 30yr 36202AN37 0 145 SH   SOLE   0 0 145
Government National Mortgage Assoc 8.00% 10/20/29 MBS 30yr 36202DD73 573 486,701 SH   SOLE   0 0 486,701
Government National Mortgage Assoc 8.00% 11/20/24 MBS 30yr 36202CDE0 83 72,962 SH   SOLE   0 0 72,962
Government National Mortgage Assoc 8.00% 11/20/25 MBS 30yr 36202CLB7 9 7,619 SH   SOLE   0 0 7,619
Government National Mortgage Assoc 8.00% 11/20/27 MBS 30yr 36202CYH0 26 21,871 SH   SOLE   0 0 21,871
Government National Mortgage Assoc 8.00% 11/20/29 MBS 30yr 36202DEM9 916 769,613 SH   SOLE   0 0 769,613
Government National Mortgage Assoc 8.00% 12/20/24 MBS 30yr 36202CD34 0 271 SH   SOLE   0 0 271
Government National Mortgage Assoc 8.00% 12/20/25 MBS 30yr 36202CLW1 23 20,077 SH   SOLE   0 0 20,077
Government National Mortgage Assoc 8.00% 12/20/27 MBS 30yr 36202CYW7 28 23,944 SH   SOLE   0 0 23,944
Government National Mortgage Assoc 8.00% 12/20/29 MBS 30yr 36202DE31 710 600,119 SH   SOLE   0 0 600,119
Government National Mortgage Assoc 8.00% 2/20/23 MBS 30yr 36202A3U9 1 729 SH   SOLE   0 0 729
Government National Mortgage Assoc 8.00% 2/20/26 MBS 30yr 36202CMU4 69 60,708 SH   SOLE   0 0 60,708
Government National Mortgage Assoc 8.00% 2/20/28 MBS 30yr 36202CZP1 27 23,060 SH   SOLE   0 0 23,060
Government National Mortgage Assoc 8.00% 3/20/26 MBS 30yr 36202CNC3 7 5,845 SH   SOLE   0 0 5,845
Government National Mortgage Assoc 8.00% 3/20/29 MBS 30yr 36202DA92 38 36,208 SH   SOLE   0 0 36,208
Government National Mortgage Assoc 8.00% 4/20/25 MBS 30yr 36202CF57 1 1,053 SH   SOLE   0 0 1,053
Government National Mortgage Assoc 8.00% 4/20/29 MBS 30yr 36202DBM2 7 6,442 SH   SOLE   0 0 6,442
Government National Mortgage Assoc 8.00% 6/20/22 MBS 30yr 36202CBM4 0 300 SH   SOLE   0 0 300
Government National Mortgage Assoc 8.00% 6/20/23 MBS 30yr 36202BLD5 11 9,828 SH   SOLE   0 0 9,828
Government National Mortgage Assoc 8.00% 6/20/24 MBS 30yr 36202B5W1 0 144 SH   SOLE   0 0 144
Government National Mortgage Assoc 8.00% 6/20/28 MBS 30yr 36202C3P6 7 6,437 SH   SOLE   0 0 6,437
Government National Mortgage Assoc 8.00% 7/20/17 MBS 30yr 36202A3E5 0 58 SH   SOLE   0 0 58
Government National Mortgage Assoc 8.00% 7/20/22 MBS 30yr 36202AAH0 0 239 SH   SOLE   0 0 239
Government National Mortgage Assoc 8.00% 7/20/24 MBS 30yr 36202B7B5 0 153 SH   SOLE   0 0 153
Government National Mortgage Assoc 8.00% 7/20/25 MBS 30yr 36202CHM8 57 47,913 SH   SOLE   0 0 47,913
Government National Mortgage Assoc 8.00% 7/20/29 MBS 30yr 36202DCW9 0 398 SH   SOLE   0 0 398
Government National Mortgage Assoc 8.00% 8/20/24 MBS 30yr 36202CBJ1 9 7,569 SH   SOLE   0 0 7,569
Government National Mortgage Assoc 8.00% 8/20/25 MBS 30yr 36202CJC8 9 7,929 SH   SOLE   0 0 7,929
Government National Mortgage Assoc 8.00% 8/20/28 MBS 30yr 36202C4S9 1 1,267 SH   SOLE   0 0 1,267
Government National Mortgage Assoc 8.00% 8/20/29 MBS 30yr 36202DDC2 54 46,387 SH   SOLE   0 0 46,387
Government National Mortgage Assoc 8.00% 9/20/22 MBS 30yr 36202AFM4 0 115 SH   SOLE   0 0 115
Government National Mortgage Assoc 8.00% 9/20/23 MBS 30yr 36202BQ57 0 49 SH   SOLE   0 0 49
Government National Mortgage Assoc 8.00% 9/20/24 MBS 30yr 36202CCE1 4 3,942 SH   SOLE   0 0 3,942
Government National Mortgage Assoc 8.00% 9/20/28 MBS 30yr 36202C5G4 11 9,612 SH   SOLE   0 0 9,612
Government National Mortgage Assoc 9.00% 9/15/17 MBS 30yr 36218UHK4 0 94 SH   SOLE   0 0 94
Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KVE5 3,734 3,261,570 SH   SOLE   0 0 3,261,570
Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KZJ0 5,073 4,410,461 SH   SOLE   0 0 4,410,461
Government National Mortgage Association 10.00% 4/15/25 MBS 30yr 36241LL53 5,436 4,717,998 SH   SOLE   0 0 4,717,998
Government National Mortgage Association 10.50% 10/15/15 MBS 30yr 36215JY72 0 11 SH   SOLE   0 0 11
Government National Mortgage Association 11.50% 11/16/17 Agncy CMO Other 38374L7N5 37 33,309 SH   SOLE   0 0 33,309
Government National Mortgage Association 5.00% 5/15/39 MBS 30yr 36296UX21 13,262 11,772,602 SH   SOLE   0 0 11,772,602
Government National Mortgage Association 5.00% 9/15/33 MBS 30yr 36290SHN4 1,690 1,478,890 SH   SOLE   0 0 1,478,890
Government National Mortgage Association 5.00% 9/15/39 MBS 30yr 36297FWP3 932 855,642 SH   SOLE   0 0 855,642
Government National Mortgage Association 5.50% 1/15/39 MBS 30yr 3622A2C42 5,487 4,841,421 SH   SOLE   0 0 4,841,421
Government National Mortgage Association 5.50% 10/15/33 MBS 30yr 36200MYD9 323 284,477 SH   SOLE   0 0 284,477
Government National Mortgage Association 6.00% 1/15/22 MBS 15yr 36241KLN6 231 213,807 SH   SOLE   0 0 213,807
Government National Mortgage Association 6.00% 1/15/24 MBS 30yr 36203EPD4 140 125,822 SH   SOLE   0 0 125,822
Government National Mortgage Association 6.00% 1/15/33 MBS 30yr 36225BWL8 166 147,564 SH   SOLE   0 0 147,564
Government National Mortgage Association 6.00% 10/15/33 MBS 30yr 36225BZ43 76 67,335 SH   SOLE   0 0 67,335
Government National Mortgage Association 6.00% 11/15/23 MBS 15yr 36241KWU8 342 310,924 SH   SOLE   0 0 310,924
Government National Mortgage Association 6.00% 11/15/39 MBS 30yr 36241LE69 6,126 5,231,532 SH   SOLE   0 0 5,231,532
Government National Mortgage Association 6.00% 12/15/23 MBS 30yr 36203STX5 139 124,668 SH   SOLE   0 0 124,668
Government National Mortgage Association 6.00% 12/15/23 MBS 15yr 36296UKB5 340 312,597 SH   SOLE   0 0 312,597
Government National Mortgage Association 6.00% 12/15/28 MBS 30yr 36210AWU7 46 40,920 SH   SOLE   0 0 40,920
Government National Mortgage Association 6.00% 2/15/33 MBS 30yr 36225BWZ7 202 177,383 SH   SOLE   0 0 177,383
Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 8,910 7,630,491 SH   SOLE   0 0 7,630,491
Government National Mortgage Association 6.00% 3/15/29 MBS 30yr 36209FGU7 52 46,461 SH   SOLE   0 0 46,461
Government National Mortgage Association 6.00% 4/15/29 MBS 30yr 36225BDT2 73 65,573 SH   SOLE   0 0 65,573
Government National Mortgage Association 6.00% 6/15/29 MBS 30yr 36225BET1 45 40,245 SH   SOLE   0 0 40,245
Government National Mortgage Association 6.00% 6/15/40 MBS 30yr 36241L4K9 24,167 20,676,618 SH   SOLE   0 0 20,676,618
Government National Mortgage Association 6.00% 7/15/34 MBS 30yr 36225B7G7 183 162,164 SH   SOLE   0 0 162,164
Government National Mortgage Association 6.00% 7/15/36 MBS 30yr 36241L5Z5 16,051 13,677,068 SH   SOLE   0 0 13,677,068
Government National Mortgage Association 6.00% 9/15/34 MBS 30yr 36241LX92 10,552 9,014,400 SH   SOLE   0 0 9,014,400
Government National Mortgage Association 6.5% 12/15/25 MBS 30yr 36241LE51 39,418 34,659,552 SH   SOLE   0 0 34,659,552
Government National Mortgage Association 6.5% 12/15/32 MBS 30yr 36241LE44 51,792 45,392,304 SH   SOLE   0 0 45,392,304
Government National Mortgage Association 6.50% 02/20/28 MBS 30yr 36202CZL0 946 809,992 SH   SOLE   0 0 809,992
Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36225B2G2 469 410,692 SH   SOLE   0 0 410,692
Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36241LCP9 7,205 6,252,112 SH   SOLE   0 0 6,252,112
Government National Mortgage Association 6.50% 1/15/35 MBS 30yr 36241LTK2 47,937 41,854,902 SH   SOLE   0 0 41,854,902
Government National Mortgage Association 6.50% 1/15/39 MBS 30yr 3622A2B68 10,161 8,814,841 SH   SOLE   0 0 8,814,841
Government National Mortgage Association 6.50% 10/16/24 Agncy CMO Other 3837H0GK3 720 621,958 SH   SOLE   0 0 621,958
Government National Mortgage Association 6.50% 11/20/27 MBS 30yr 36202CYD9 7 6,057 SH   SOLE   0 0 6,057
Government National Mortgage Association 6.50% 11/20/31 MBS 30yr 36202DQN4 17 15,309 SH   SOLE   0 0 15,309
Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 3622A2FK3 11,536 9,925,914 SH   SOLE   0 0 9,925,914
Government National Mortgage Association 6.50% 2/15/36 MBS 30yr 3622A2E57 12,752 11,008,001 SH   SOLE   0 0 11,008,001
Government National Mortgage Association 6.50% 3/15/29 MBS 30yr 36210VVK4 9 8,267 SH   SOLE   0 0 8,267
Government National Mortgage Association 6.50% 3/15/34 MBS 30yr 36225B5K0 485 421,278 SH   SOLE   0 0 421,278
Government National Mortgage Association 6.50% 3/16/31 Agncy CMO Other 383739LD9 670 594,604 SH   SOLE   0 0 594,604
Government National Mortgage Association 6.50% 4/15/36 MBS 30yr 36241KKD9 59,312 51,602,773 SH   SOLE   0 0 51,602,773
Government National Mortgage Association 6.50% 4/20/28 Agncy CMO Z 3837H1UD1 318 271,896 SH   SOLE   0 0 271,896
Government National Mortgage Association 6.50% 5/15/29 MBS 30yr 36225BEL8 4,254 3,715,310 SH   SOLE   0 0 3,715,310
Government National Mortgage Association 6.50% 5/16/31 Agncy CMO Other 3837394D8 555 485,177 SH   SOLE   0 0 485,177
Government National Mortgage Association 6.50% 5/20/27 MBS 30yr 36202CVT7 11 10,276 SH   SOLE   0 0 10,276
Government National Mortgage Association 6.50% 6/20/32 Agncy CMO Other 38373MDN7 491 431,181 SH   SOLE   0 0 431,181
Government National Mortgage Association 6.50% 7/15/24 MBS 30yr 36225AAB6 55 48,615 SH   SOLE   0 0 48,615
Government National Mortgage Association 6.50% 7/15/32 MBS 30yr 36200RG48 57 50,208 SH   SOLE   0 0 50,208
Government National Mortgage Association 6.50% 7/15/34 MBS 30yr 36241LK62 6,112 5,353,744 SH   SOLE   0 0 5,353,744
Government National Mortgage Association 6.50% 7/15/39 MBS 30yr 3622A2D66 9,513 8,315,095 SH   SOLE   0 0 8,315,095
Government National Mortgage Association 6.50% 7/16/32 Agncy CMO Other 38373X6T8 78 67,727 SH   SOLE   0 0 67,727
Government National Mortgage Association 6.50% 8/15/34 MBS 30yr 36241LNK8 2,790 2,458,935 SH   SOLE   0 0 2,458,935
Government National Mortgage Association 6.50% 8/15/37 MBS 30yr 36241L5D4 14,454 12,564,451 SH   SOLE   0 0 12,564,451
Government National Mortgage Association 6.50% 8/20/27 MBS 30yr 36202CW74 40 35,239 SH   SOLE   0 0 35,239
Government National Mortgage Association 6.50% 8/20/31 Agncy CMO Other 38373RWF2 493 474,338 SH   SOLE   0 0 474,338
Government National Mortgage Association 6.50% 9/15/32 MBS 30yr 36225BUV8 14,602 12,602,426 SH   SOLE   0 0 12,602,426
Government National Mortgage Association 6.50% 9/15/32 MBS 30yr 36225BV70 327 287,003 SH   SOLE   0 0 287,003
Government National Mortgage Association 7.00% 1/15/33 MBS 30yr 36241KJT6 72 61,483 SH   SOLE   0 0 61,483
Government National Mortgage Association 7.00% 1/15/39 MBS 30yr 3622A2AC6 1,596 1,344,130 SH   SOLE   0 0 1,344,130
Government National Mortgage Association 7.00% 1/20/26 MBS 30yr 36202CMA8 328 280,356 SH   SOLE   0 0 280,356
Government National Mortgage Association 7.00% 10/15/23 MBS 30yr 36203EHB7 170 154,909 SH   SOLE   0 0 154,909
Government National Mortgage Association 7.00% 10/16/33 Agncy CMBS 38376GE55 11,033 10,053,155 SH   SOLE   0 0 10,053,155
Government National Mortgage Association 7.00% 10/20/27 MBS 30yr 36202CXZ1 6 5,511 SH   SOLE   0 0 5,511
Government National Mortgage Association 7.00% 11/15/23 MBS 30yr 36204H6Q8 933 842,102 SH   SOLE   0 0 842,102
Government National Mortgage Association 7.00% 11/15/29 MBS 30yr 36225BGW2 26 22,132 SH   SOLE   0 0 22,132
Government National Mortgage Association 7.00% 11/15/32 MBS 30yr 36225BV21 6,573 5,563,293 SH   SOLE   0 0 5,563,293
Government National Mortgage Association 7.00% 11/16/40 Agncy CMBS 38376GWT3 6,969 6,219,735 SH   SOLE   0 0 6,219,735
Government National Mortgage Association 7.00% 11/20/28 MBS 30yr 36202C6L2 174 148,099 SH   SOLE   0 0 148,099
Government National Mortgage Association 7.00% 12/15/30 MBS 30yr 36225BLL0 24 20,596 SH   SOLE   0 0 20,596
Government National Mortgage Association 7.00% 12/15/32 MBS 30yr 36241LFA9 24,363 20,685,362 SH   SOLE   0 0 20,685,362
Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241KFV5 1,993 1,688,904 SH   SOLE   0 0 1,688,904
Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241LFB7 50,151 42,433,623 SH   SOLE   0 0 42,433,623
Government National Mortgage Association 7.00% 12/16/37 Agncy CMBS 38376GXJ4 11,151 10,052,590 SH   SOLE   0 0 10,052,590
Government National Mortgage Association 7.00% 12/20/32 MBS 30yr 36241KLW6 3,946 3,337,704 SH   SOLE   0 0 3,337,704
Government National Mortgage Association 7.00% 2/16/40 Agncy CMBS 38376GVW7 9,782 8,482,628 SH   SOLE   0 0 8,482,628
Government National Mortgage Association 7.00% 2/20/26 MBS 30yr 36202CMR1 805 690,156 SH   SOLE   0 0 690,156
Government National Mortgage Association 7.00% 3/15/35 MBS 30yr 36241KHC5 2,427 2,042,166 SH   SOLE   0 0 2,042,166
Government National Mortgage Association 7.00% 3/15/36 MBS 30yr 36241LN69 452 387,400 SH   SOLE   0 0 387,400
Government National Mortgage Association 7.00% 3/16/46 Agncy CMBS 38378BQR3 11,075 9,742,810 SH   SOLE   0 0 9,742,810
Government National Mortgage Association 7.00% 3/20/23 MBS 30yr 36202BA88 0 266 SH   SOLE   0 0 266
Government National Mortgage Association 7.00% 3/20/26 MBS 30yr 36202CM91 750 641,510 SH   SOLE   0 0 641,510
Government National Mortgage Association 7.00% 4/15/16 MBS 15yr 36212G5W8 45 43,679 SH   SOLE   0 0 43,679
Government National Mortgage Association 7.00% 4/15/16 MBS 15yr 36213LFB1 7 7,432 SH   SOLE   0 0 7,432
Government National Mortgage Association 7.00% 4/15/31 MBS 30yr 36225BQK7 123 104,102 SH   SOLE   0 0 104,102
Government National Mortgage Association 7.00% 4/15/33 MBS 30yr 36241LQD1 12,233 10,368,036 SH   SOLE   0 0 10,368,036
Government National Mortgage Association 7.00% 4/15/35 MBS 30yr 36241KMF2 922 801,214 SH   SOLE   0 0 801,214
Government National Mortgage Association 7.00% 4/16/44 Agncy CMBS 38378BTZ2 9,515 8,521,220 SH   SOLE   0 0 8,521,220
Government National Mortgage Association 7.00% 4/20/28 MBS 30yr 36202C2K8 1 747 SH   SOLE   0 0 747
Government National Mortgage Association 7.00% 5/15/33 MBS 30yr 36241LKR6 7,316 6,195,634 SH   SOLE   0 0 6,195,634
Government National Mortgage Association 7.00% 5/16/37 Agncy CMBS 38376GVC1 10,820 10,054,207 SH   SOLE   0 0 10,054,207
Government National Mortgage Association 7.00% 5/20/17 MBS 30yr 36202AZ26 0 422 SH   SOLE   0 0 422
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2AQ5 22,488 19,119,067 SH   SOLE   0 0 19,119,067
Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 11,210 9,539,686 SH   SOLE   0 0 9,539,686
Government National Mortgage Association 7.00% 6/16/39 Agncy CMBS 38376GYE4 9,080 8,171,123 SH   SOLE   0 0 8,171,123
Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPC6 116 99,159 SH   SOLE   0 0 99,159
Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPH5 1,541 1,286,588 SH   SOLE   0 0 1,286,588
Government National Mortgage Association 7.00% 7/15/35 MBS 30yr 36241LMJ2 114 97,577 SH   SOLE   0 0 97,577
Government National Mortgage Association 7.00% 8/15/27 MBS 30yr 36225AVT4 24 20,169 SH   SOLE   0 0 20,169
Government National Mortgage Association 7.00% 8/15/29 MBS 30yr 36225BFR4 1,367 1,183,515 SH   SOLE   0 0 1,183,515
Government National Mortgage Association 7.00% 8/15/31 MBS 30yr 36241KUN6 8,481 7,262,360 SH   SOLE   0 0 7,262,360
Government National Mortgage Association 7.00% 8/15/34 MBS 30yr 36241LC95 272 229,298 SH   SOLE   0 0 229,298
Government National Mortgage Association 7.00% 8/15/35 MBS 30yr 36241LWC6 8,389 7,249,585 SH   SOLE   0 0 7,249,585
Government National Mortgage Association 7.00% 8/20/37 MBS 30yr 36202EPC7 108 91,824 SH   SOLE   0 0 91,824
Government National Mortgage Association 7.00% 9/15/31 MBS 30yr 36225BPM4 280 238,202 SH   SOLE   0 0 238,202
Government National Mortgage Association 7.09% 7/15/33 MBS Other 36297HGJ1 4,705 4,699,078 SH   SOLE   0 0 4,699,078
Government National Mortgage Association 7.125% 3/15/23 MBS 30yr 36290NKE1 5,115 4,448,757 SH   SOLE   0 0 4,448,757
Government National Mortgage Association 7.125% 7/15/25 MBS 30yr 36290NM74 354 318,230 SH   SOLE   0 0 318,230
Government National Mortgage Association 7.49% 10/15/20 MBS 30yr 3622013F0 3 2,508 SH   SOLE   0 0 2,508
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014A0 41 36,263 SH   SOLE   0 0 36,263
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014B8 42 37,017 SH   SOLE   0 0 37,017
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014F9 30 26,650 SH   SOLE   0 0 26,650
Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014L6 42 37,292 SH   SOLE   0 0 37,292
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012P9 24 21,131 SH   SOLE   0 0 21,131
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012Q7 59 51,808 SH   SOLE   0 0 51,808
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012X2 29 25,418 SH   SOLE   0 0 25,418
Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622013B9 21 18,203 SH   SOLE   0 0 18,203
Government National Mortgage Association 7.49% 9/15/20 MBS 30yr 3622013E3 148 131,398 SH   SOLE   0 0 131,398
Government National Mortgage Association 7.50% 1/15/37 MBS 30yr 36241LXJ0 16,038 13,342,193 SH   SOLE   0 0 13,342,193
Government National Mortgage Association 7.50% 10/15/35 MBS 30yr 36241KKZ0 2,832 2,398,454 SH   SOLE   0 0 2,398,454
Government National Mortgage Association 7.50% 11/15/37 MBS 30yr 3622A2EN8 10,424 8,870,777 SH   SOLE   0 0 8,870,777
Government National Mortgage Association 7.50% 12/15/27 MBS 30yr 36208UYA9 0 0 SH   SOLE   0 0 0
Government National Mortgage Association 7.50% 12/15/34 MBS 30yr 3622A2A85 8,949 7,660,467 SH   SOLE   0 0 7,660,467
Government National Mortgage Association 7.50% 2/15/35 MBS 30yr 36241KZL5 3,714 3,152,196 SH   SOLE   0 0 3,152,196
Government National Mortgage Association 7.50% 3/15/32 MBS 30yr 36225BUB2 3,370 2,822,794 SH   SOLE   0 0 2,822,794
Government National Mortgage Association 7.50% 4/15/34 MBS 30yr 36241KHY7 26,026 21,845,650 SH   SOLE   0 0 21,845,650
Government National Mortgage Association 7.50% 5/16/27 Agncy CMO Other 3837H0S79 103 89,282 SH   SOLE   0 0 89,282
Government National Mortgage Association 7.50% 6/15/35 MBS 30yr 36241LQ90 9,264 7,783,225 SH   SOLE   0 0 7,783,225
Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K75 114 104,634 SH   SOLE   0 0 104,634
Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K83 77 70,440 SH   SOLE   0 0 70,440
Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 3622A2EU2 11,126 9,406,501 SH   SOLE   0 0 9,406,501
Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 36241LGC4 979 826,253 SH   SOLE   0 0 826,253
Government National Mortgage Association 7.50% 8/15/34 MBS 30yr 36241KZK7 6,423 5,293,889 SH   SOLE   0 0 5,293,889
Government National Mortgage Association 7.50% 8/20/25 MBS 30yr 36202CH97 45 38,905 SH   SOLE   0 0 38,905
Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Y3 59 50,940 SH   SOLE   0 0 50,940
Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Z0 225 192,857 SH   SOLE   0 0 192,857
Government National Mortgage Association 7.50% 9/20/26 Agncy CMO Other 3837H0XC2 189 161,414 SH   SOLE   0 0 161,414
Government National Mortgage Association 7.75% 11/15/20 MBS 30yr 36290NFM9 1,551 1,361,065 SH   SOLE   0 0 1,361,065
Government National Mortgage Association 7.75% 6/15/30 MBS Other 36212YTT0 313 312,198 SH   SOLE   0 0 312,198
Government National Mortgage Association 7.75% 9/15/33 MBS Other 36213NGH3 525 491,943 SH   SOLE   0 0 491,943
Government National Mortgage Association 7.875% 7/15/27 MBS Other 36213NHW9 425 398,769 SH   SOLE   0 0 398,769
Government National Mortgage Association 7.92% 7/15/23 MBS Other 36213BSQ6 560 525,789 SH   SOLE   0 0 525,789
Government National Mortgage Association 8.00% 1/15/31 MBS Other 36213BJW3 1,075 1,005,780 SH   SOLE   0 0 1,005,780
Government National Mortgage Association 8.00% 1/15/32 MBS 30yr 36241KMZ8 11,849 9,854,257 SH   SOLE   0 0 9,854,257
Government National Mortgage Association 8.00% 1/20/31 MBS 30yr 36179NGF9 746 645,958 SH   SOLE   0 0 645,958
Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36208E7A5 0 108 SH   SOLE   0 0 108
Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36225BFG8 3,111 2,549,778 SH   SOLE   0 0 2,549,778
Government National Mortgage Association 8.00% 11/15/27 MBS 30yr 36225A7B0 2,661 2,203,805 SH   SOLE   0 0 2,203,805
Government National Mortgage Association 8.00% 11/15/33 MBS Other 36200TNP9 239 223,295 SH   SOLE   0 0 223,295
Government National Mortgage Association 8.00% 11/16/29 Agncy CMO Z 3837H3LY1 342 287,907 SH   SOLE   0 0 287,907
Government National Mortgage Association 8.00% 12/15/25 MBS 30yr 36225BQB7 281 244,229 SH   SOLE   0 0 244,229
Government National Mortgage Association 8.00% 12/15/30 MBS 30yr 3622A2CK6 10,393 8,611,451 SH   SOLE   0 0 8,611,451
Government National Mortgage Association 8.00% 12/15/35 MBS 30yr 36241KJA7 17,323 13,971,935 SH   SOLE   0 0 13,971,935
Government National Mortgage Association 8.00% 4/15/38 MBS 30yr 36241LNH5 7,717 6,385,245 SH   SOLE   0 0 6,385,245
Government National Mortgage Association 8.00% 7/15/24 MBS Other 36212YTX1 111 110,464 SH   SOLE   0 0 110,464
Government National Mortgage Association 8.00% 7/15/29 MBS 30yr 36225BFK9 21 17,556 SH   SOLE   0 0 17,556
Government National Mortgage Association 8.00% 8/15/26 MBS 30yr 36207H4R5 0 105 SH   SOLE   0 0 105
Government National Mortgage Association 8.00% 8/15/31 MBS Other 36213NH25 225 210,734 SH   SOLE   0 0 210,734
Government National Mortgage Association 8.00% 9/15/27 MBS 30yr 3622A2C67 10,494 8,612,335 SH   SOLE   0 0 8,612,335
Government National Mortgage Association 8.00% 9/15/32 MBS 30yr 3622A2FH0 12,748 10,705,182 SH   SOLE   0 0 10,705,182
Government National Mortgage Association 8.25% 4/15/20 MBS 30yr 36225A4V9 169 147,083 SH   SOLE   0 0 147,083
Government National Mortgage Association 8.25% 9/15/30 MBS Other 36210KPU3 260 242,235 SH   SOLE   0 0 242,235
Government National Mortgage Association 8.50% 2/15/32 MBS 30yr 36241LNJ1 6,999 5,951,630 SH   SOLE   0 0 5,951,630
Government National Mortgage Association 8.60% 5/15/27 MBS Other 36213BSG8 466 464,428 SH   SOLE   0 0 464,428
Government National Mortgage Association 9.00% 10/15/29 MBS 30yr 36225BGZ5 413 338,446 SH   SOLE   0 0 338,446
Government National Mortgage Association 9.00% 12/15/17 MBS 30yr 36225ABQ2 1,156 1,067,747 SH   SOLE   0 0 1,067,747
Government National Mortgage Association 9.50% 7/15/25 MBS 30yr 36225BF78 7 6,028 SH   SOLE   0 0 6,028
Government National Mortgage Association I 6.50% 10/15/38 MBS 30yr 36241LMC7 1,933 1,676,272 SH   SOLE   0 0 1,676,272
Government National Mortgage Association I 8.50% 7/15/32 MBS 30yr 36225BUX4 287 232,952 SH   SOLE   0 0 232,952
Government National Mortgage Association II 6.00% 1/20/29 MBS 30yr 36202C7L1 722 630,390 SH   SOLE   0 0 630,390
Government National Mortgage Association II 6.00% 1/20/29 MBS 30yr 36202DZZ7 1,670 1,444,530 SH   SOLE   0 0 1,444,530
Government National Mortgage Association II 6.00% 1/20/32 MBS 30yr 36202DRG8 351 311,307 SH   SOLE   0 0 311,307
Government National Mortgage Association II 6.00% 1/20/34 MBS 30yr 36202D3J8 294 253,229 SH   SOLE   0 0 253,229
Government National Mortgage Association II 6.00% 11/20/31 MBS 30yr 36202DQM6 79 69,397 SH   SOLE   0 0 69,397
Government National Mortgage Association II 6.00% 12/20/31 MBS 30yr 36202DQZ7 539 478,131 SH   SOLE   0 0 478,131
Government National Mortgage Association II 6.00% 2/20/29 MBS 30yr 36202DAN1 324 283,218 SH   SOLE   0 0 283,218
Government National Mortgage Association II 6.00% 2/20/34 MBS 30yr 36202D4A6 11,660 10,073,447 SH   SOLE   0 0 10,073,447
Government National Mortgage Association II 6.00% 2/20/35 MBS 30yr 36202ECQ0 850 734,430 SH   SOLE   0 0 734,430
Government National Mortgage Association II 6.00% 3/20/33 MBS 30yr 36202DWX5 2,098 1,808,695 SH   SOLE   0 0 1,808,695
Government National Mortgage Association II 6.00% 4/20/31 Agncy CMO Z 383739R76 756 678,736 SH   SOLE   0 0 678,736
Government National Mortgage Association II 6.00% 4/20/33 MBS 30yr 36202DXD8 26 22,311 SH   SOLE   0 0 22,311
Government National Mortgage Association II 6.00% 6/20/34 MBS 30yr 36202D6F3 215 188,056 SH   SOLE   0 0 188,056
Government National Mortgage Association II 6.00% 7/20/34 MBS 30yr 36202D6V8 71 63,427 SH   SOLE   0 0 63,427
Government National Mortgage Association II 6.00% 8/20/35 MBS 30yr 36202EEW5 88 75,987 SH   SOLE   0 0 75,987
Government National Mortgage Association II 6.00% 9/20/23 MBS 15yr 36202EVX4 256 230,751 SH   SOLE   0 0 230,751
Government National Mortgage Association II 6.50% 1/20/28 MBS 30yr 36202CY72 3,128 2,660,166 SH   SOLE   0 0 2,660,166
Government National Mortgage Association II 6.50% 1/20/29 MBS 30yr 36202DAA9 244 210,849 SH   SOLE   0 0 210,849
Government National Mortgage Association II 6.50% 1/20/32 MBS 30yr 36225BRH3 212 185,800 SH   SOLE   0 0 185,800
Government National Mortgage Association II 6.50% 10/20/28 MBS 30yr 36202C5T6 404 353,128 SH   SOLE   0 0 353,128
Government National Mortgage Association II 6.50% 10/20/34 MBS 30yr 36202EC64 479 416,081 SH   SOLE   0 0 416,081
Government National Mortgage Association II 6.50% 12/20/27 MBS 30yr 36202CYS6 128 109,177 SH   SOLE   0 0 109,177
Government National Mortgage Association II 6.50% 12/20/28 MBS 30yr 36202C7A5 9 7,848 SH   SOLE   0 0 7,848
Government National Mortgage Association II 6.50% 12/20/32 MBS 30yr 36202DVP3 258 224,453 SH   SOLE   0 0 224,453
Government National Mortgage Association II 6.50% 2/20/31 MBS 30yr 36202DLU3 130 114,850 SH   SOLE   0 0 114,850
Government National Mortgage Association II 6.50% 3/20/26 MBS 30yr 36202CM83 215 187,380 SH   SOLE   0 0 187,380
Government National Mortgage Association II 6.50% 3/20/28 MBS 30yr 36202CZ48 15 12,750 SH   SOLE   0 0 12,750
Government National Mortgage Association II 6.50% 3/20/29 MBS 30yr 36202DA68 123 105,428 SH   SOLE   0 0 105,428
Government National Mortgage Association II 6.50% 3/20/31 MBS 30yr 36202DMA6 122 106,716 SH   SOLE   0 0 106,716
Government National Mortgage Association II 6.50% 3/20/32 Agncy CMO Other 38373WJW9 113 99,220 SH   SOLE   0 0 99,220
Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36202C2J1 1,044 895,605 SH   SOLE   0 0 895,605
Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36209ERU8 274 248,928 SH   SOLE   0 0 248,928
Government National Mortgage Association II 6.50% 4/20/33 MBS 30yr 36202DXE6 25 21,931 SH   SOLE   0 0 21,931
Government National Mortgage Association II 6.50% 5/20/28 MBS 30yr 36202C2X0 3,153 2,681,634 SH   SOLE   0 0 2,681,634
Government National Mortgage Association II 6.50% 5/20/31 MBS 30yr 36202DM57 259 223,825 SH   SOLE   0 0 223,825
Government National Mortgage Association II 6.50% 5/20/32 MBS 30yr 36202DS44 27 23,596 SH   SOLE   0 0 23,596
Government National Mortgage Association II 6.50% 5/20/32 Agncy CMO Z 38373W4S4 319 279,499 SH   SOLE   0 0 279,499
Government National Mortgage Association II 6.50% 5/20/33 MBS 30yr 36202DXV8 276 238,224 SH   SOLE   0 0 238,224
Government National Mortgage Association II 6.50% 6/20/26 MBS 30yr 36202CPP2 573 495,680 SH   SOLE   0 0 495,680
Government National Mortgage Association II 6.50% 6/20/28 MBS 30yr 36202C3L5 159 139,242 SH   SOLE   0 0 139,242
Government National Mortgage Association II 6.50% 6/20/28 Agncy CMO Other 3837H1PL9 377 330,656 SH   SOLE   0 0 330,656
Government National Mortgage Association II 6.50% 6/20/29 MBS 30yr 36202DCC3 34 29,268 SH   SOLE   0 0 29,268
Government National Mortgage Association II 6.50% 6/20/31 MBS 30yr 36202DNL1 75 66,197 SH   SOLE   0 0 66,197
Government National Mortgage Association II 6.50% 7/20/31 MBS 30yr 36202DNY3 84 73,742 SH   SOLE   0 0 73,742
Government National Mortgage Association II 6.50% 8/16/29 Agncy CMO Other 38373XDM5 202 177,166 SH   SOLE   0 0 177,166
Government National Mortgage Association II 6.50% 8/20/28 MBS 30yr 36202C4P5 73 65,076 SH   SOLE   0 0 65,076
Government National Mortgage Association II 6.50% 8/20/31 MBS 30yr 36202DPD7 1,767 1,515,796 SH   SOLE   0 0 1,515,796
Government National Mortgage Association II 6.50% 8/20/32 MBS 30yr 36225BYE2 217 189,790 SH   SOLE   0 0 189,790
Government National Mortgage Association II 6.50% 8/20/33 MBS 30yr 36202DY54 279 244,564 SH   SOLE   0 0 244,564
Government National Mortgage Association II 7.00% 1/20/29 MBS 30yr 36202DAB7 382 332,446 SH   SOLE   0 0 332,446
Government National Mortgage Association II 7.00% 10/20/25 MBS 30yr 36202CKJ1 2,155 1,804,927 SH   SOLE   0 0 1,804,927
Government National Mortgage Association II 7.00% 10/20/26 MBS 30yr 36202CRW5 8 7,348 SH   SOLE   0 0 7,348
Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DQC8 135 115,361 SH   SOLE   0 0 115,361
Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DSS1 56 47,520 SH   SOLE   0 0 47,520
Government National Mortgage Association II 7.00% 10/20/37 MBS 30yr 36202EP29 824 710,959 SH   SOLE   0 0 710,959
Government National Mortgage Association II 7.00% 10/20/38 MBS 30yr 36202EW70 572 494,340 SH   SOLE   0 0 494,340
Government National Mortgage Association II 7.00% 11/20/27 MBS 30yr 36202CYF4 2,034 1,735,691 SH   SOLE   0 0 1,735,691
Government National Mortgage Association II 7.00% 11/20/31 MBS 30yr 36202DQP9 169 142,501 SH   SOLE   0 0 142,501
Government National Mortgage Association II 7.00% 11/20/34 MBS 30yr 36202EBH1 20 17,792 SH   SOLE   0 0 17,792
Government National Mortgage Association II 7.00% 12/20/25 MBS 30yr 36202CLR2 82 71,896 SH   SOLE   0 0 71,896
Government National Mortgage Association II 7.00% 12/20/27 MBS 30yr 36202CYT4 1,029 860,872 SH   SOLE   0 0 860,872
Government National Mortgage Association II 7.00% 12/20/28 MBS 30yr 36202C7B3 156 133,229 SH   SOLE   0 0 133,229
Government National Mortgage Association II 7.00% 12/20/32 MBS 30yr 36241LFF8 40,167 33,938,173 SH   SOLE   0 0 33,938,173
Government National Mortgage Association II 7.00% 12/20/34 MBS 30yr 36202EBY4 54 47,682 SH   SOLE   0 0 47,682
Government National Mortgage Association II 7.00% 12/20/37 MBS 30yr 36202EQP7 269 236,403 SH   SOLE   0 0 236,403
Government National Mortgage Association II 7.00% 2/20/28 MBS 30yr 36202CZM8 273 237,953 SH   SOLE   0 0 237,953
Government National Mortgage Association II 7.00% 2/20/31 MBS 30yr 36202DLV1 137 116,901 SH   SOLE   0 0 116,901
Government National Mortgage Association II 7.00% 2/20/32 MBS 30yr 36202DRX1 3 2,873 SH   SOLE   0 0 2,873
Government National Mortgage Association II 7.00% 3/20/28 MBS 30yr 36202CZ55 199 168,414 SH   SOLE   0 0 168,414
Government National Mortgage Association II 7.00% 3/20/29 MBS 30yr 36202DA76 96 81,731 SH   SOLE   0 0 81,731
Government National Mortgage Association II 7.00% 3/20/32 MBS 30yr 36202DSD4 304 257,854 SH   SOLE   0 0 257,854
Government National Mortgage Association II 7.00% 3/20/38 MBS 30yr 36202ERW1 560 477,051 SH   SOLE   0 0 477,051
Government National Mortgage Association II 7.00% 4/20/26 MBS 30yr 36202CNT6 7 6,340 SH   SOLE   0 0 6,340
Government National Mortgage Association II 7.00% 4/20/29 MBS 30yr 36202DBK6 55 46,766 SH   SOLE   0 0 46,766
Government National Mortgage Association II 7.00% 5/20/26 MBS 30yr 36202CPA5 5 3,989 SH   SOLE   0 0 3,989
Government National Mortgage Association II 7.00% 5/20/28 MBS 30yr 36202C2Y8 1,499 1,274,014 SH   SOLE   0 0 1,274,014
Government National Mortgage Association II 7.00% 5/20/29 MBS 30yr 36202DBY6 117 99,905 SH   SOLE   0 0 99,905
Government National Mortgage Association II 7.00% 5/20/31 MBS 30yr 36202DM65 65 55,845 SH   SOLE   0 0 55,845
Government National Mortgage Association II 7.00% 5/20/32 MBS 30yr 36202DS51 46 38,689 SH   SOLE   0 0 38,689
Government National Mortgage Association II 7.00% 6/20/28 MBS 30yr 36202C3M3 139 117,693 SH   SOLE   0 0 117,693
Government National Mortgage Association II 7.00% 7/20/28 MBS 30yr 36202C3Z4 184 158,012 SH   SOLE   0 0 158,012
Government National Mortgage Association II 7.00% 7/20/29 MBS 30yr 36202DCU3 126 107,738 SH   SOLE   0 0 107,738
Government National Mortgage Association II 7.00% 8/20/25 MBS 30yr 36202CH71 62 53,822 SH   SOLE   0 0 53,822
Government National Mortgage Association II 7.00% 8/20/27 MBS 30yr 36202CW82 170 144,912 SH   SOLE   0 0 144,912
Government National Mortgage Association II 7.00% 8/20/28 MBS 30yr 36202C4Q3 131 112,971 SH   SOLE   0 0 112,971
Government National Mortgage Association II 7.00% 8/20/31 MBS 30yr 36202DPE5 371 315,635 SH   SOLE   0 0 315,635
Government National Mortgage Association II 7.00% 9/20/27 MBS 30yr 36202CXL2 583 491,029 SH   SOLE   0 0 491,029
Government National Mortgage Association II 7.00% 9/20/29 MBS 30yr 36202DDN8 2 1,942 SH   SOLE   0 0 1,942
Government National Mortgage Association II 7.00% 9/20/31 MBS 30yr 36202DPT2 96 81,999 SH   SOLE   0 0 81,999
Government National Mortgage Association II 7.00% 9/20/37 MBS 30yr 36202EPP8 9 7,689 SH   SOLE   0 0 7,689
Government National Mortgage Association II 7.00% 9/20/38 MBS 30yr 36202EWG0 316 278,269 SH   SOLE   0 0 278,269
Government National Mortgage Association II 7.5% 1/20/30 MBS 30yr 36202DFG1 279 234,126 SH   SOLE   0 0 234,126
Government National Mortgage Association II 7.5% 2/20/30 MBS 30yr 36202DFY2 754 627,627 SH   SOLE   0 0 627,627
Government National Mortgage Association II 7.5% 3/20/29 MBS 30yr 36202DA84 0 373 SH   SOLE   0 0 373
Government National Mortgage Association II 7.5% 4/20/26 MBS 30yr 36202CNV1 2 2,109 SH   SOLE   0 0 2,109
Government National Mortgage Association II 7.5% 4/20/30 MBS 30yr 36202DGR6 338 283,272 SH   SOLE   0 0 283,272
Government National Mortgage Association II 7.5% 7/20/30 MBS 30yr 36202DHW4 89 75,240 SH   SOLE   0 0 75,240
Government National Mortgage Association II 7.50% 1/20/28 MBS 30yr 36202CY98 21 17,522 SH   SOLE   0 0 17,522
Government National Mortgage Association II 7.50% 10/20/28 MBS 30yr 36202C5V1 213 178,022 SH   SOLE   0 0 178,022
Government National Mortgage Association II 7.50% 10/20/29 MBS 30yr 36202DD65 1,653 1,379,302 SH   SOLE   0 0 1,379,302
Government National Mortgage Association II 7.50% 11/20/25 MBS 30yr 36202CK77 73 62,895 SH   SOLE   0 0 62,895
Government National Mortgage Association II 7.50% 11/20/26 MBS 30yr 36202CSK0 54 45,459 SH   SOLE   0 0 45,459
Government National Mortgage Association II 7.50% 11/20/27 MBS 30yr 36202CYG2 181 156,732 SH   SOLE   0 0 156,732
Government National Mortgage Association II 7.50% 11/20/29 MBS 30yr 36202DEL1 2,519 2,142,647 SH   SOLE   0 0 2,142,647
Government National Mortgage Association II 7.50% 11/20/29 Agncy CMO Z 3837H3FY8 337 288,763 SH   SOLE   0 0 288,763
Government National Mortgage Association II 7.50% 11/20/32 MBS 30yr 36241KHU5 10,564 8,878,407 SH   SOLE   0 0 8,878,407
Government National Mortgage Association II 7.50% 12/20/22 MBS 30yr 36202ATA5 0 316 SH   SOLE   0 0 316
Government National Mortgage Association II 7.50% 12/20/25 MBS 30yr 36202CLU5 0 209 SH   SOLE   0 0 209
Government National Mortgage Association II 7.50% 12/20/26 MBS 30yr 36202CS61 41 34,381 SH   SOLE   0 0 34,381
Government National Mortgage Association II 7.50% 12/20/27 MBS 30yr 36202CYV9 15 13,085 SH   SOLE   0 0 13,085
Government National Mortgage Association II 7.50% 12/20/29 MBS 30yr 36202DE23 1,124 961,362 SH   SOLE   0 0 961,362
Government National Mortgage Association II 7.50% 2/20/29 MBS 30yr 36202DAS0 139 113,362 SH   SOLE   0 0 113,362
Government National Mortgage Association II 7.50% 3/20/28 MBS 30yr 36202CZ63 45 39,375 SH   SOLE   0 0 39,375
Government National Mortgage Association II 7.50% 3/20/30 MBS 30yr 36202DGD7 414 347,232 SH   SOLE   0 0 347,232
Government National Mortgage Association II 7.50% 3/20/32 MBS 30yr 3622A2DB5 10,161 8,634,487 SH   SOLE   0 0 8,634,487
Government National Mortgage Association II 7.50% 4/20/28 MBS 30yr 36202C2M4 2 2,235 SH   SOLE   0 0 2,235
Government National Mortgage Association II 7.50% 5/20/24 MBS 30yr 36202B4A0 0 353 SH   SOLE   0 0 353
Government National Mortgage Association II 7.50% 5/20/30 MBS 30yr 36202DG62 7 6,300 SH   SOLE   0 0 6,300
Government National Mortgage Association II 7.50% 6/20/26 MBS 30yr 36202CPS6 0 195 SH   SOLE   0 0 195
Government National Mortgage Association II 7.50% 6/20/30 MBS 30yr 36202DHK0 35 29,428 SH   SOLE   0 0 29,428
Government National Mortgage Association II 7.50% 7/20/28 MBS 30yr 36202C4A8 4 3,497 SH   SOLE   0 0 3,497
Government National Mortgage Association II 7.50% 7/20/29 MBS 30yr 36202DCV1 37 32,689 SH   SOLE   0 0 32,689
Government National Mortgage Association II 7.50% 8/20/29 MBS 30yr 36202DDB4 75 64,976 SH   SOLE   0 0 64,976
Government National Mortgage Association II 7.50% 8/20/30 MBS 30yr 36202DJA0 557 467,806 SH   SOLE   0 0 467,806
Government National Mortgage Association II 7.50% 9/20/27 MBS 30yr 36202CXN8 20 16,796 SH   SOLE   0 0 16,796
Government National Mortgage Association II 7.50% 9/20/28 MBS 30yr 36202C5F6 261 220,249 SH   SOLE   0 0 220,249
Government National Mortgage Association II 7.50% 9/20/29 MBS 30yr 36202DDP3 1,997 1,675,318 SH   SOLE   0 0 1,675,318
Government National Mortgage Association II 8.00% 1/20/26 MBS 30yr 36202CMD2 131 113,984 SH   SOLE   0 0 113,984
Government National Mortgage Association II 8.00% 1/20/27 MBS 30yr 36202CTT0 13 11,050 SH   SOLE   0 0 11,050
Government National Mortgage Association II 8.00% 10/20/25 MBS 30yr 36202CKP7 2 1,606 SH   SOLE   0 0 1,606
Government National Mortgage Association II 8.00% 10/20/26 MBS 30yr 36202CR21 118 96,711 SH   SOLE   0 0 96,711
Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36202CX40 547 463,829 SH   SOLE   0 0 463,829
Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36225BZ76 3,882 3,242,617 SH   SOLE   0 0 3,242,617
Government National Mortgage Association II 8.00% 10/20/30 MBS 30yr 36202DJ93 771 634,325 SH   SOLE   0 0 634,325
Government National Mortgage Association II 8.00% 11/20/26 MBS 30yr 36202CSM6 139 115,499 SH   SOLE   0 0 115,499
Government National Mortgage Association II 8.00% 11/20/31 MBS 30yr 36225BSP4 4,184 3,379,553 SH   SOLE   0 0 3,379,553
Government National Mortgage Association II 8.00% 12/20/26 MBS 30yr 36202CS95 88 74,275 SH   SOLE   0 0 74,275
Government National Mortgage Association II 8.00% 12/20/30 MBS 30yr 36202DKZ3 1,923 1,567,230 SH   SOLE   0 0 1,567,230
Government National Mortgage Association II 8.00% 2/20/27 MBS 30yr 36202CUC5 52 45,280 SH   SOLE   0 0 45,280
Government National Mortgage Association II 8.00% 2/20/29 MBS 30yr 36202DAT8 46 42,382 SH   SOLE   0 0 42,382
Government National Mortgage Association II 8.00% 3/20/27 MBS 30yr 36202CUW1 7 5,710 SH   SOLE   0 0 5,710
Government National Mortgage Association II 8.00% 3/20/30 MBS 30yr 36202DGE5 529 444,037 SH   SOLE   0 0 444,037
Government National Mortgage Association II 8.00% 4/20/26 MBS 30yr 36202CNW9 12 10,999 SH   SOLE   0 0 10,999
Government National Mortgage Association II 8.00% 4/20/27 MBS 30yr 36202CVF7 22 18,640 SH   SOLE   0 0 18,640
Government National Mortgage Association II 8.00% 4/20/30 MBS 30yr 36202DGS4 729 613,485 SH   SOLE   0 0 613,485
Government National Mortgage Association II 8.00% 5/20/25 MBS 30yr 36202CGN7 12 10,377 SH   SOLE   0 0 10,377
Government National Mortgage Association II 8.00% 5/20/27 MBS 30yr 36202CV26 154 132,672 SH   SOLE   0 0 132,672
Government National Mortgage Association II 8.00% 5/20/29 MBS 30yr 36202DB26 3 3,091 SH   SOLE   0 0 3,091
Government National Mortgage Association II 8.00% 5/20/30 MBS 30yr 36202DG70 376 317,517 SH   SOLE   0 0 317,517
Government National Mortgage Association II 8.00% 6/20/26 MBS 30yr 36202CPT4 18 15,261 SH   SOLE   0 0 15,261
Government National Mortgage Association II 8.00% 6/20/27 MBS 30yr 36202CWE9 102 84,524 SH   SOLE   0 0 84,524
Government National Mortgage Association II 8.00% 6/20/30 Agncy CMO Z 3837H4ND3 165 137,538 SH   SOLE   0 0 137,538
Government National Mortgage Association II 8.00% 7/20/26 MBS 30yr 36202CQA4 11 9,124 SH   SOLE   0 0 9,124
Government National Mortgage Association II 8.00% 7/20/27 MBS 30yr 36202CWU3 151 130,376 SH   SOLE   0 0 130,376
Government National Mortgage Association II 8.00% 7/20/30 MBS 30yr 36202DHX2 32 26,611 SH   SOLE   0 0 26,611
Government National Mortgage Association II 8.00% 8/20/26 MBS 30yr 36202CQX4 131 112,650 SH   SOLE   0 0 112,650
Government National Mortgage Association II 8.00% 8/20/27 MBS 30yr 36202CXB4 344 286,290 SH   SOLE   0 0 286,290
Government National Mortgage Association II 8.00% 9/20/18 MBS 30yr 36202BF34 4 3,648 SH   SOLE   0 0 3,648
Government National Mortgage Association II 8.00% 9/20/25 MBS 30yr 36202CJ38 4 3,533 SH   SOLE   0 0 3,533
Government National Mortgage Association II 8.00% 9/20/26 MBS 30yr 36202CRE5 90 75,847 SH   SOLE   0 0 75,847
Government National Mortgage Association II 8.00% 9/20/27 MBS 30yr 36202CXP3 380 315,880 SH   SOLE   0 0 315,880
Government National Mortgage Association II 8.00% 9/20/29 MBS 30yr 36202DDQ1 343 277,397 SH   SOLE   0 0 277,397
Government National Mortgage Association II 8.00% 9/20/30 MBS 30yr 36202DJS1 59 49,152 SH   SOLE   0 0 49,152
Government National Mortgage Association II 8.00% 9/20/32 MBS 30yr 36241LL61 7,709 6,237,871 SH   SOLE   0 0 6,237,871
Government National Mortgage Association II 8.50% 11/20/31 MBS 30yr 36225BYL6 665 532,384 SH   SOLE   0 0 532,384
Government National Mortgage Association II 8.75% 3/20/17 MBS 30yr 36202LHR7 12 11,229 SH   SOLE   0 0 11,229
Government National Mortgage Association II VRN 11/20/39 Agncy CMO Other 38378DU29 14,589 12,265,649 SH   SOLE   0 0 12,265,649
Government National Mortgage Association II VRN 2/20/39 Agncy CMO Other 38378TLP3 5,561 4,676,295 SH   SOLE   0 0 4,676,295
Government National Mortgage Association II VRN 4/20/34 Agncy CMO Other 38378MSU0 8,395 7,194,137 SH   SOLE   0 0 7,194,137
Government National Mortgage Association Series 2007-46 Class D VRN 5/16/46 Agncy CMBS 38373MH60 6,793 6,396,499 SH   SOLE   0 0 6,396,499
Government National Mortgage Association VRN 1/16/34 Agncy CMBS 38373MKJ8 740 730,403 SH   SOLE   0 0 730,403
Government National Mortgage Association VRN 10/20/34 Agncy CMO Other 38378HJB3 2,874 2,393,289 SH   SOLE   0 0 2,393,289
Government National Mortgage Association VRN 12/16/50 Agncy CMBS 38376GXR6 7,999 7,204,032 SH   SOLE   0 0 7,204,032
Government National Mortgage Association VRN 12/20/38 Agncy CMO Other 38378MH99 6,189 5,119,970 SH   SOLE   0 0 5,119,970
Government National Mortgage Association VRN 2/16/44 Agncy CMBS 38373MSR2 467 455,643 SH   SOLE   0 0 455,643
Government National Mortgage Association VRN 6/16/32 Agncy CMBS 38373MZ45 894 864,025 SH   SOLE   0 0 864,025
Government National Mortgage Association VRN 8/16/46 Agncy CMBS 38374NJX6 3,916 3,875,461 SH   SOLE   0 0 3,875,461
Government National Mortgage Association VRN 9/16/41 Agncy CMBS 38373MWJ5 4,400 4,205,236 SH   SOLE   0 0 4,205,236
Governmentl National Mortgage Association 6.00% 2/20/29 Agncy CMO Z 3837H1U90 475 426,501 SH   SOLE   0 0 426,501
Governmentl National Mortgage Association 6.50% 6/20/28 Agncy CMO Z 3837H1XU0 189 167,998 SH   SOLE   0 0 167,998
Governmentl National Mortgage Association 6.50% 7/20/32 Agncy CMO Z 38373X4R4 541 474,716 SH   SOLE   0 0 474,716
Governmentl National Mortgage Association 7.00% 11/20/27 Agncy CMO Other 3837H05M1 163 140,765 SH   SOLE   0 0 140,765
Granite Construction Inc Common Stock 387328107 26,875 768,303 SH   SOLE   0 0 768,303
Halliburton Co Common Stock 406216101 206 4,060 SH   SOLE   0 0 4,060
Hanesbrands Inc Common Stock 410345102 3,787 53,889 SH   SOLE   0 0 53,889
Hanover Insurance Group Inc/The Common Stock 410867105 25,189 421,848 SH   SOLE   0 0 421,848
Harley-Davidson Inc Common Stock 412822108 30,591 441,813 SH   SOLE   0 0 441,813
Harman International Industries Inc Common Stock 413086109 12,778 156,110 SH   SOLE   0 0 156,110
Harris Teeter Supermarkets Inc Common Stock 414585109 16,289 330,075 SH   SOLE   0 0 330,075
Hasbro Inc Common Stock 418056107 24,633 447,800 SH   SOLE   0 0 447,800
HB Fuller Co Common Stock 359694106 33,512 643,967 SH   SOLE   0 0 643,967
Health Care REIT Inc PUBLIC 42217K601 3,257 63,532 SH   SOLE   0 0 63,532
Health Care REIT Inc 3.00% 12/1/29 US DOMESTIC 42217KAR7 7,236 6,493,535 SH   SOLE   0 0 6,493,535
Helen of Troy Ltd Common Stock G4388N106 25,466 514,367 SH   SOLE   0 0 514,367
Helix Energy Solutions Group Inc Common Stock 42330P107 25,030 1,079,825 SH   SOLE   0 0 1,079,825
Helmerich & Payne Inc Common Stock 423452101 38,145 453,675 SH   SOLE   0 0 453,675
Home Depot Inc Common Stock 437076102 477 5,799 SH   SOLE   0 0 5,799
Honeywell International Inc Common Stock 438516106 68 740 SH   SOLE   0 0 740
Hormel Foods Corp Common Stock 440452100 2,719 60,200 SH   SOLE   0 0 60,200
Hospitality Properties Trust 3.80% 3/15/27 US DOMESTIC 44106MAK8 1,139 1,119,173 SH   SOLE   0 0 1,119,173
Hubbell Inc Common Stock 443510201 17,261 158,500 SH   SOLE   0 0 158,500
Huntington Bancshares Inc/OH Common Stock 446150104 1,585 164,225 SH   SOLE   0 0 164,225
HUNTINGTON INGALLS INDUST - WI Common Stock 446413106 1,967 21,850 SH   SOLE   0 0 21,850
IBERIABANK Corp Common Stock 450828108 25,687 408,700 SH   SOLE   0 0 408,700
ICU Medical Inc Common Stock 44930G107 14,480 227,287 SH   SOLE   0 0 227,287
IDEX Corp Common Stock 45167R104 86 1,164 SH   SOLE   0 0 1,164
Independent Bank Corp Common Stock 453836108 28,179 719,034 SH   SOLE   0 0 719,034
Infinity Property & Casualty Corp Common Stock 45665Q103 20,436 284,825 SH   SOLE   0 0 284,825
Ingersoll-Rand PLC Common Stock G47791101 17,636 286,300 SH   SOLE   0 0 286,300
Innophos Holdings Inc Common Stock 45774N108 17,598 362,100 SH   SOLE   0 0 362,100
Integra LifeSciences Holdings Corp Common Stock 457985208 28,964 607,090 SH   SOLE   0 0 607,090
Intel Corp Common Stock 458140100 139,816 5,385,838 SH   SOLE   0 0 5,385,838
Intel Corp 3.25% 8/1/39 US DOMESTIC 458140AF7 22,657 16,667,398 SH   SOLE   0 0 16,667,398
IntercontinentalExchange Group Inc Common Stock 45866F104 3,115 13,850 SH   SOLE   0 0 13,850
International Flavors & Fragrances Inc Common Stock 459506101 19,354 225,100 SH   SOLE   0 0 225,100
International Game Technology Common Stock 459902102 51,264 2,822,930 SH   SOLE   0 0 2,822,930
International Game Technology 3.25% 5/1/14 US DOMESTIC 459902AQ5 10,086 9,515,377 SH   SOLE   0 0 9,515,377
Invesco Ltd Common Stock G491BT108 28,516 783,400 SH   SOLE   0 0 783,400
iShares Russell 2000 Value ETF ETP 464287630 21,266 213,725 SH   SOLE   0 0 213,725
iShares Russell Mid-cap Value ETF ETP 464287473 28,485 433,500 SH   SOLE   0 0 433,500
Itau Unibanco Holding SA ADR 465562106 462 34,048 SH   SOLE   0 0 34,048
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Jarden Corp Common Stock 471109108 4,031 65,700 SH   SOLE   0 0 65,700
JB Hunt Transport Services Inc Common Stock 445658107 38,466 497,615 SH   SOLE   0 0 497,615
Jefferies Group Inc 3.875% 11/1/29 US DOMESTIC 472319AG7 12,284 11,609,429 SH   SOLE   0 0 11,609,429
JM Smucker Co/The Common Stock 832696405 2,311 22,300 SH   SOLE   0 0 22,300
John Bean Technologies Corp Common Stock 477839104 20,219 689,349 SH   SOLE   0 0 689,349
Johnson & Johnson Common Stock 478160104 64,945 709,087 SH   SOLE   0 0 709,087
Johnson Controls Inc Common Stock 478366107 42,394 826,400 SH   SOLE   0 0 826,400
Jones Lang LaSalle Inc Common Stock 48020Q107 41,181 402,200 SH   SOLE   0 0 402,200
JPMorgan Chase & Co Common Stock 46625H100 138,807 2,373,586 SH   SOLE   0 0 2,373,586
Juniper Networks Inc Common Stock 48203R104 30,571 1,354,500 SH   SOLE   0 0 1,354,500
Kaiser Aluminum Corp Common Stock 483007704 12,202 173,725 SH   SOLE   0 0 173,725
Kennametal Inc Common Stock 489170100 65,591 1,259,663 SH   SOLE   0 0 1,259,663
Kirby Corp Common Stock 497266106 3,461 34,875 SH   SOLE   0 0 34,875
Kla-Tencor Corp Common Stock 482480100 30,793 477,700 SH   SOLE   0 0 477,700
Koninklijke Philips Electronics NV NY Reg Shrs 500472303 120,912 3,270,533 SH   SOLE   0 0 3,270,533
Korn/Ferry International Common Stock 500643200 18,921 724,387 SH   SOLE   0 0 724,387
Krat Foods Group Inc Common Stock 50076Q106 85 1,570 SH   SOLE   0 0 1,570
Kroger Co/The Common Stock 501044101 3,210 81,200 SH   SOLE   0 0 81,200
Lakeland Financial Corp Common Stock 511656100 17,291 443,348 SH   SOLE   0 0 443,348
Lam Research Corp Common Stock 512807108 15,698 288,300 SH   SOLE   0 0 288,300
Lam Research Corp 1.25% 5/15/18 US DOMESTIC 512807AL2 13,127 10,793,155 SH   SOLE   0 0 10,793,155
Lancaster Colony Corp Common Stock 513847103 20,966 237,850 SH   SOLE   0 0 237,850
LaSalle Hotel Properties REIT 517942108 35,305 1,144,050 SH   SOLE   0 0 1,144,050
La-Z-Boy Inc Common Stock 505336107 28,366 915,048 SH   SOLE   0 0 915,048
LEAR CORP Common Stock 521865204 1,943 23,997 SH   SOLE   0 0 23,997
Liberty Media Corp Common Stock 531229102 3,507 23,950 SH   SOLE   0 0 23,950
Lincoln National Corp Common Stock 534187109 2,519 48,800 SH   SOLE   0 0 48,800
Linkedin Corporation Common Stock 53578A108 23,947 110,440 SH   SOLE   0 0 110,440
Littelfuse Inc Common Stock 537008104 21,639 232,853 SH   SOLE   0 0 232,853
LKQ Corp Common Stock 501889208 3,844 116,825 SH   SOLE   0 0 116,825
LyondellBasell Industries NV Common Stock N53745100 2,544 31,687 SH   SOLE   0 0 31,687
M&T Bank Corp Common Stock 55261F104 2,128 18,275 SH   SOLE   0 0 18,275
MA COM Technology Solutions Holdings Inc Common Stock 55405Y100 9,084 534,648 SH   SOLE   0 0 534,648
Macy's Inc Common Stock 55616P104 2,950 55,250 SH   SOLE   0 0 55,250
Marathon Oil Corp Common Stock 565849106 88 2,480 SH   SOLE   0 0 2,480
Markel Corp Common Stock 570535104 36,446 62,800 SH   SOLE   0 0 62,800
Marriott International Inc/DE Common Stock 571903202 36,250 734,400 SH   SOLE   0 0 734,400
Marsh & McLennan Cos Inc Common Stock 571748102 34,007 703,200 SH   SOLE   0 0 703,200
MasTec Inc Common Stock 576323109 7,911 241,775 SH   SOLE   0 0 241,775
Mastercard Inc Common Stock 57636Q104 192 230 SH   SOLE   0 0 230
McCraw Hill Financial Inc Common Stock 580645109 163 2,080 SH   SOLE   0 0 2,080
Mcgrath Rentcorp Common Stock 580589109 16,990 426,875 SH   SOLE   0 0 426,875
McKesson Corp Common Stock 58155Q103 76 473 SH   SOLE   0 0 473
Mead Johnson Nutrition Co Common Stock 582839106 114 1,359 SH   SOLE   0 0 1,359
Measurement Specialties Inc Common Stock 583421102 5,609 92,425 SH   SOLE   0 0 92,425
Merck & Co Inc Common Stock 58933Y105 113,855 2,274,823 SH   SOLE   0 0 2,274,823
MetLife Inc Common Stock 59156R108 100,191 1,858,137 SH   SOLE   0 0 1,858,137
Metlife Inc Pfd 9/11/13 PUBLIC 59156R116 8,312 263,547 SH   SOLE   0 0 263,547
Michael Kors Holdings Limited Common Stock G60754101 46,944 578,200 SH   SOLE   0 0 578,200
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Microsemi Corp Common Stock 595137100 30,006 1,202,660 SH   SOLE   0 0 1,202,660
Microsoft Corp Common Stock 594918104 122 3,270 SH   SOLE   0 0 3,270
MKS Instruments Inc Common Stock 55306N104 34,106 1,139,142 SH   SOLE   0 0 1,139,142
Modine Manufacturing Co Common Stock 607828100 9,759 761,205 SH   SOLE   0 0 761,205
Mohawk Industries Inc Common Stock 608190104 31,875 214,070 SH   SOLE   0 0 214,070
Mondelez International Common Stock 609207105 95 2,680 SH   SOLE   0 0 2,680
Monsanto Co Common Stock 61166W101 61,274 525,735 SH   SOLE   0 0 525,735
MRC Global Inc Common Stock 55345K103 1,166 36,150 SH   SOLE   0 0 36,150
MTS Systems Corp Common Stock 553777103 16,773 235,405 SH   SOLE   0 0 235,405
Mueller Industries Inc Common Stock 624756102 27,695 439,533 SH   SOLE   0 0 439,533
Multi-Color Corp Common Stock 625383104 17,714 469,381 SH   SOLE   0 0 469,381
New York Community Capital Trust V PUBLIC 64944P307 7,033 143,745 SH   SOLE   0 0 143,745
Newell Rubbermaid Inc Common Stock 651229106 2,214 68,300 SH   SOLE   0 0 68,300
Newmont Mining Corp 1.625% 7/15/17 US DOMESTIC 651639AJ5 6,769 6,636,396 SH   SOLE   0 0 6,636,396
News Corp - Class A Common Stock 65249B109 81,954 4,547,939 SH   SOLE   0 0 4,547,939
Nextera Energy PUBLIC 65339F887 4,335 76,550 SH   SOLE   0 0 76,550
Nielsen Holdings N.V. Common Stock N63218106 30,744 669,945 SH   SOLE   0 0 669,945
Nordstrom Inc Common Stock 655664100 30,226 489,100 SH   SOLE   0 0 489,100
Norfolk Southern Corp Common Stock 655844108 103 1,110 SH   SOLE   0 0 1,110
Northern Trust Corp Common Stock 665859104 3,036 49,050 SH   SOLE   0 0 49,050
NorthWestern Corp Common Stock 668074305 18,691 431,475 SH   SOLE   0 0 431,475
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Nuance Communications Inc 2.75% 11/1/31 US DOMESTIC 67020YAF7 0 0 SH   SOLE   0 0 0
Nucor Corp Common Stock 670346105 52,720 987,630 SH   SOLE   0 0 987,630
Occidental Petroleum Corp Common Stock 674599105 76,026 799,435 SH   SOLE   0 0 799,435
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Olin Corp Common Stock 680665205 41,709 1,445,711 SH   SOLE   0 0 1,445,711
Omnicom Group Inc Common Stock 681919106 33,876 455,500 SH   SOLE   0 0 455,500
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Owens & Minor Inc Common Stock 690732102 28,920 791,039 SH   SOLE   0 0 791,039
Owens-Brockway 3.00% 6/1/15 PRIV PLACEMENT 69073TAQ6 272 260,624 SH   SOLE   0 0 260,624
Oxford Industries Inc Common Stock 691497309 13,782 170,843 SH   SOLE   0 0 170,843
Packaging Corp of America Common Stock 695156109 90 1,422 SH   SOLE   0 0 1,422
Pacwest Bancorp Common Stock 695263103 37,433 886,613 SH   SOLE   0 0 886,613
Pall Corp Common Stock 696429307 2,001 23,450 SH   SOLE   0 0 23,450
Parametric Technology Corp Common Stock 69370C100 43,914 1,240,872 SH   SOLE   0 0 1,240,872
Parker Hannifin Corp Common Stock 701094104 28,635 222,600 SH   SOLE   0 0 222,600
Patterson Cos Inc Common Stock 703395103 39,445 957,400 SH   SOLE   0 0 957,400
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Pentair Ltd Common Stock H6169Q108 5,210 67,075 SH   SOLE   0 0 67,075
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Perrigo Co PLC Common Stock G97822103 3,127 20,375 SH   SOLE   0 0 20,375
PetSmart Inc Common Stock 716768106 65,026 893,834 SH   SOLE   0 0 893,834
Pfizer Inc Common Stock 717081103 100,278 3,273,852 SH   SOLE   0 0 3,273,852
Philip Morris International Inc Common Stock 718172109 139 1,590 SH   SOLE   0 0 1,590
Pike Corp Common Stock 721283109 16,640 1,574,293 SH   SOLE   0 0 1,574,293
Plexus Corp Common Stock 729132100 27,291 630,421 SH   SOLE   0 0 630,421
PPG Industries Inc Common Stock 693506107 116 610 SH   SOLE   0 0 610
Premier Inc Class A Common Stock 74051N102 133 3,619 SH   SOLE   0 0 3,619
Priceline.com Inc Common Stock 741503403 75,278 64,761 SH   SOLE   0 0 64,761
Priceline.Com Inc 1.00% 3/15/18 US DOMESTIC 741503AQ9 7,034 5,101,872 SH   SOLE   0 0 5,101,872
Priceline.com Inc 1.25% 3/15/15 US DOMESTIC 741503AN6 12,306 3,225,108 SH   SOLE   0 0 3,225,108
Primerica Inc Common Stock 74164M108 21,982 512,287 SH   SOLE   0 0 512,287
PRIMORIS SERVICES CORP Common Stock 74164F103 28,724 922,699 SH   SOLE   0 0 922,699
Procter & Gamble Co/The Common Stock 742718109 123,163 1,512,876 SH   SOLE   0 0 1,512,876
Prologis LP 3.25% 3/15/15 US DOMESTIC 74340XAT8 9,574 8,576,904 SH   SOLE   0 0 8,576,904
Prospect Capital Corp 5.875% 1/15/19 GLOBAL 74348TAM4 642 620,845 SH   SOLE   0 0 620,845
Prosperity Bancshares Inc Common Stock 743606105 18,530 292,319 SH   SOLE   0 0 292,319
PS Business Parks Inc REIT 69360J107 17,051 223,116 SH   SOLE   0 0 223,116
PVH CORP Common Stock 693656100 93,461 687,112 SH   SOLE   0 0 687,112
Qualcomm Inc Common Stock 747525103 34,583 465,760 SH   SOLE   0 0 465,760
Quanta Svcs Inc Common Stock 74762E102 4,077 129,175 SH   SOLE   0 0 129,175
Rayonier Trs Holdings Inc 4.50% 8/15/15 US DOMESTIC 75508AAC0 122 91,141 SH   SOLE   0 0 91,141
Rayonier Trs Holdings Inc 4.50% 8/15/15 PRIV PLACEMENT 75508AAD8 3,184 2,374,736 SH   SOLE   0 0 2,374,736
Reinsurance Group of America Inc Common Stock 759351604 21,357 275,900 SH   SOLE   0 0 275,900
Reliance Steel & Aluminum Co Common Stock 759509102 30,146 397,500 SH   SOLE   0 0 397,500
Republic Services Inc Common Stock 760759100 28,967 872,500 SH   SOLE   0 0 872,500
RESERVE PRIMARY FUND Open-End Fund 761056407 3 3,330 SH   SOLE   0 0 3,330
Resmed Inc Common Stock 761152107 1,478 31,400 SH   SOLE   0 0 31,400
RLI Corp Common Stock 749607107 13,667 140,342 SH   SOLE   0 0 140,342
Robert Half International Inc Common Stock 770323103 31,732 755,700 SH   SOLE   0 0 755,700
Roche Holding AG ADR 771195104 70,407 1,002,947 SH   SOLE   0 0 1,002,947
Rock-Tenn Co Common Stock 772739207 3,770 35,900 SH   SOLE   0 0 35,900
Rockwell Automation Inc Common Stock 773903109 31,513 266,700 SH   SOLE   0 0 266,700
Roper Industries Inc 0.00% 01/15/34 US DOMESTIC 776696AA4 6,021 3,443,000 SH   SOLE   0 0 3,443,000
Rosetta Resources Inc Common Stock 777779307 24,382 507,525 SH   SOLE   0 0 507,525
Ross Stores Inc Common Stock 778296103 2,516 33,575 SH   SOLE   0 0 33,575
RPM International Inc Common Stock 749685103 33,366 803,800 SH   SOLE   0 0 803,800
RPM International Inc 2.25% 12/15/20 US DOMESTIC 749685AT0 2,787 2,518,318 SH   SOLE   0 0 2,518,318
Rudolph Technologies Inc Common Stock 781270103 15,345 1,307,030 SH   SOLE   0 0 1,307,030
Rush Enterprises Inc Common Stock 781846209 26,216 884,166 SH   SOLE   0 0 884,166
Sanofi-Aventis SA ADR 80105N105 76 1,410 SH   SOLE   0 0 1,410
Seadrill LTD Common Stock G7945E105 148 3,610 SH   SOLE   0 0 3,610
Selective Insurance Group Inc Common Stock 816300107 29,319 1,083,471 SH   SOLE   0 0 1,083,471
Sempra Energy Common Stock 816851109 16,534 184,200 SH   SOLE   0 0 184,200
Sensient Technologies Corp Common Stock 81725T100 28,235 581,919 SH   SOLE   0 0 581,919
Shoe Carnival Inc Common Stock 824889109 12,081 416,434 SH   SOLE   0 0 416,434
Siemens AG ADR 826197501 117,542 848,614 SH   SOLE   0 0 848,614
Silgan Holdings Inc Common Stock 827048109 28,981 603,513 SH   SOLE   0 0 603,513
Skyworks Solutions Inc Common Stock 83088M102 30,256 1,059,400 SH   SOLE   0 0 1,059,400
Snyders-Lance Inc Common Stock 833551104 14,928 519,770 SH   SOLE   0 0 519,770
Sodastream International Ltd Common Stock M9068E105 6,162 124,139 SH   SOLE   0 0 124,139
South Jersey Industries Inc Common Stock 838518108 18,601 332,400 SH   SOLE   0 0 332,400
Southwest Airlines Co Common Stock 844741108 36,269 1,925,100 SH   SOLE   0 0 1,925,100
SPDR S&P Biotech ETF ETP 78464A870 1,872 14,375 SH   SOLE   0 0 14,375
Splunk Inc Common Stock 848637104 1,409 20,525 SH   SOLE   0 0 20,525
Stancorp Financial Group Inc Common Stock 852891100 24,467 369,307 SH   SOLE   0 0 369,307
Stanley Black & Decker I Pfd 4.75% 11/17/15 PUBLIC 854502309 5,237 42,190 SH   SOLE   0 0 42,190
Starbucks Corp Common Stock 855244109 44,213 564,014 SH   SOLE   0 0 564,014
Steiner Leisure Ltd Common Stock P8744Y102 21,704 441,228 SH   SOLE   0 0 441,228
Steris Corp Common Stock 859152100 33,222 691,403 SH   SOLE   0 0 691,403
Sterling Bancorp Common Stock 85917A100 18,766 1,403,613 SH   SOLE   0 0 1,403,613
Summerset Group Holdings Common Stock Q8794G109 320 119,514 SH   SOLE   0 0 119,514
SunTrust Banks Inc Common Stock 867914103 21,236 576,900 SH   SOLE   0 0 576,900
SVB Financial Group Common Stock 78486Q101 1,070 10,200 SH   SOLE   0 0 10,200
SYKES Enterprises Inc Common Stock 871237103 27,557 1,263,483 SH   SOLE   0 0 1,263,483
Syneron Medical Ltd Common Stock M87245102 388 31,576 SH   SOLE   0 0 31,576
Synopsys Inc Common Stock 871607107 28,423 700,600 SH   SOLE   0 0 700,600
Taiwan Semiconductor Manufacturing Co Ltd ADR 874039100 308 17,652 SH   SOLE   0 0 17,652
TE Connectivity Ltd Common Stock H84989104 42,295 767,458 SH   SOLE   0 0 767,458
Terex Corp Common Stock 880779103 2,757 65,650 SH   SOLE   0 0 65,650
Teva Pharm Finance Co LLC 0.25% 2/1/26 US DOMESTIC 88163VAE9 6,200 5,838,722 SH   SOLE   0 0 5,838,722
Thermo Fisher Scientific Inc Common Stock 883556102 150 1,350 SH   SOLE   0 0 1,350
Titan Machinery Inc Common Stock 88830R101 14,689 824,271 SH   SOLE   0 0 824,271
TJX Cos Inc Common Stock 872540109 108 1,700 SH   SOLE   0 0 1,700
Tractor Supply Co Common Stock 892356106 40,992 528,390 SH   SOLE   0 0 528,390
TRIMAS CORP Common Stock 896215209 27,024 677,457 SH   SOLE   0 0 677,457
Trinity Industries Inc Common Stock 896522109 98 1,798 SH   SOLE   0 0 1,798
Twenty-First Century Fox A Common Stock 90130A101 25,303 719,255 SH   SOLE   0 0 719,255
Tyco International LTD Common Stock H89128104 147 3,570 SH   SOLE   0 0 3,570
Tyson Foods Inc Common Stock 902494103 13,277 396,800 SH   SOLE   0 0 396,800
UGI Corp Common Stock 902681105 2,086 50,325 SH   SOLE   0 0 50,325
Union Pacific Corp Common Stock 907818108 193 1,148 SH   SOLE   0 0 1,148
Unit Corp Common Stock 909218109 36,872 714,300 SH   SOLE   0 0 714,300
United Parcel Service Inc Common Stock 911312106 78,713 749,081 SH   SOLE   0 0 749,081
United Technologies Corp Pfd 8/1/15 PUBLIC 913017117 8,087 123,515 SH   SOLE   0 0 123,515
US Bancorp Common Stock 902973304 98 2,430 SH   SOLE   0 0 2,430
US Treasury Bill 0.00% 3/20/14 US GOVERNMENT 912796CD9 5,553 5,554,000 SH   SOLE   0 0 5,554,000
US Treasury Bond 8.875% 8/15/17 US GOVERNMENT 912810DZ8 18,927 14,833,747 SH   SOLE   0 0 14,833,747
US Treasury Note 0.25% 9/15/14 US GOVERNMENT 912828RG7 300 300,224 SH   SOLE   0 0 300,224
US Treasury Note 1.25% 9/30/15 US GOVERNMENT 912828NZ9 75 74,233 SH   SOLE   0 0 74,233
US Treasury Note 1.75% 7/31/15 US GOVERNMENT 912828NP1 335 327,326 SH   SOLE   0 0 327,326
US Treasury Note 2.375% 10/31/14 US GOVERNMENT 912828LS7 153 150,599 SH   SOLE   0 0 150,599
Valero Energy Corp Common Stock 91913Y100 128 2,530 SH   SOLE   0 0 2,530
Validus Holdings LTD Common Stock G9319H102 3,330 82,650 SH   SOLE   0 0 82,650
Vantiv Inc Common Stock 92210H105 1,273 39,025 SH   SOLE   0 0 39,025
Viacom Inc Common Stock 92553P201 104 1,193 SH   SOLE   0 0 1,193
Visa Inc Common Stock 92826C839 51,252 230,160 SH   SOLE   0 0 230,160
WABCO Holdings Inc Common Stock 92927K102 1,144 12,250 SH   SOLE   0 0 12,250
Wabtec Corp/DE Common Stock 929740108 2,911 39,200 SH   SOLE   0 0 39,200
Walgreen Co Common Stock 931422109 217 3,774 SH   SOLE   0 0 3,774
Wal-Mart Stores Inc Common Stock 931142103 103,610 1,316,690 SH   SOLE   0 0 1,316,690
Walt Disney Co/The Common Stock 254687106 320 4,190 SH   SOLE   0 0 4,190
Watts Water Technologies Inc Common Stock 942749102 19,116 308,970 SH   SOLE   0 0 308,970
Wellpoint Inc 2.75% 10/15/42 US DOMESTIC 94973VBG1 17,154 12,671,108 SH   SOLE   0 0 12,671,108
Wells Fargo & Co Common Stock 949746101 68,151 1,501,113 SH   SOLE   0 0 1,501,113
Wells Fargo & Co PUBLIC 949746804 13,727 12,367 SH   SOLE   0 0 12,367
Werner Enterprises Inc Common Stock 950755108 26,684 1,079,013 SH   SOLE   0 0 1,079,013
West Pharmaceutical Services Inc Common Stock 955306105 8,021 163,495 SH   SOLE   0 0 163,495
Westlake Chemical Corp Common Stock 960413102 151 1,239 SH   SOLE   0 0 1,239
Whole Foods Market Inc Common Stock 966837106 180 3,110 SH   SOLE   0 0 3,110
Willis Group Holdings Plc Common Stock G96666105 30,901 689,600 SH   SOLE   0 0 689,600
Wisconsin Energy Corp Common Stock 976657106 2,673 64,650 SH   SOLE   0 0 64,650
WISDOMTREE INDIA EARNINGS ETP 97717W422 509 29,195 SH   SOLE   0 0 29,195
Woodward Inc Common Stock 980745103 23,163 507,858 SH   SOLE   0 0 507,858
WR Berkley Corp Common Stock 084423102 27,475 633,200 SH   SOLE   0 0 633,200
WR Grace & Co Common Stock 38388F108 2,373 24,000 SH   SOLE   0 0 24,000
Xcel Energy Inc Common Stock 98389B100 20,614 737,800 SH   SOLE   0 0 737,800
Xilinx Inc 2.625% 6/15/17 US DOMESTIC 983919AF8 5,695 3,570,610 SH   SOLE   0 0 3,570,610
Xilinx Inc 3.125% 3/15/37 US DOMESTIC 983919AD3 6,030 3,809,011 SH   SOLE   0 0 3,809,011
Xylem Inc Common Stock 98419M100 25,341 732,400 SH   SOLE   0 0 732,400
Zebra Technologies Corp Common Stock 989207105 28,783 532,225 SH   SOLE   0 0 532,225
Zimmer Holdings Inc Common Stock 98956P102 51,817 556,040 SH   SOLE   0 0 556,040