Location: San Antonio, TX
CIK: 0001040188 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Oct 16, 2014
Total Value: $13.27B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 1,805,145 | $182M | 1.4% | $17.88 | +20.9% | Common Stock | 037833100 |
| — | GOOGLE INC | 308,556 | $178M | 1.3% | $573.84 | — | Common Stock | 38259P706 |
| CMCSA | COMCAST CORP NEW | 3,276,797 | $176M | 1.3% | $18.32 | +15.6% | Common Stock | 20030N101 |
| C | CITIGROUP INC | 3,354,488 | $174M | 1.3% | $37.32 | +0.3% | Common Stock | 172967424 |
| BAC | BANK AMER CORP | 9,807,771 | $167M | 1.3% | $13.04 | -3.6% | Common Stock | 060505104 |
| AMAT | APPLIED MATLS INC | 7,635,108 | $165M | 1.2% | $15.07 | +27.2% | Common Stock | 038222105 |
| — | E M C CORP MASS | 5,533,519 | $162M | 1.2% | $25.93 | — | Common Stock | 268648102 |
| CSCO | CISCO SYS INC | 5,958,800 | $150M | 1.1% | $15.52 | +14.0% | Common Stock | 17275R102 |
| OXY | OCCIDENTAL PETE CORP DEL | 1,543,595 | $148M | 1.1% | $61.33 | +10.9% | Common Stock | 674599105 |
| INTC | INTEL CORP | 4,073,563 | $142M | 1.1% | $17.33 | +48.6% | Common Stock | 458140100 |
| MRK | MERCK & CO INC NEW | 2,351,763 | $139M | 1.1% | $31.38 | +25.5% | Common Stock | 58933Y105 |
| BP | BP PLC | 3,086,676 | $136M | 1.0% | $46.48 | — | ADR | 055622104 |
| JPM | JPMORGAN CHASE & CO | 2,144,916 | $129M | 1.0% | $38.63 | +11.7% | Common Stock | 46625H100 |
| WMT | WAL-MART STORES INC | 1,608,323 | $123M | 0.9% | $20.31 | -0.0% | Common Stock | 931142103 |
| DHR | DANAHER CORP DEL | 1,562,050 | $119M | 0.9% | $29.32 | +6.3% | Common Stock | 235851102 |
| PFE | PFIZER INC | 3,851,482 | $114M | 0.9% | $16.51 | +5.7% | Common Stock | 717081103 |
| SBUX | STARBUCKS CORP | 1,497,785 | $113M | 0.9% | $28.86 | +6.9% | Common Stock | 855244109 |
| APD | AIR PRODS & CHEMS INC | 849,483 | $111M | 0.8% | $70.09 | +31.9% | Common Stock | 009158106 |
| HRB | BLOCK H & R INC | 3,311,916 | $103M | 0.8% | $20.29 | +6.0% | Common Stock | 093671105 |
| UPS | UNITED PARCEL SERVICE INC | 1,043,777 | $103M | 0.8% | $58.87 | +12.7% | Common Stock | 911312106 |
| PG | PROCTER & GAMBLE CO | 1,221,007 | $102M | 0.8% | $56.23 | +6.2% | Common Stock | 742718109 |
| PVH | PVH CORP | 824,291 | $99.86M | 0.8% | $125.69 | -8.3% | Common Stock | 693656100 |
| SIEGY | Siemens AG | 834,738 | $99.39M | 0.7% | $120.51 | — | ADR | 826197501 |
| — | ALTERA CORP | 2,737,934 | $97.97M | 0.7% | $36.58 | — | Common Stock | 021441100 |
| CVS | CVS HEALTH CORP | 1,176,378 | $93.63M | 0.7% | $52.85 | +8.7% | Common Stock | 126650100 |
| BAX | BAXTER INTL INC | 1,287,903 | $92.43M | 0.7% | $31.01 | +7.8% | Common Stock | 071813109 |
| — | JOHNSON CTLS INC | 2,018,690 | $88.82M | 0.7% | $42.83 | — | Common Stock | 478366107 |
| — | GILEAD SCIENCES INC | 17,428,236 | $81.38M | 0.6% | $2.81 | — | US DOMESTIC | 375558AP8 |
| NWL | NEWELL RUBBERMAID INC | 2,301,750 | $79.2M | 0.6% | $19.45 | +10.3% | Common Stock | 651229106 |
| RHHBY | Roche Holding AG | 2,103,624 | $77.81M | 0.6% | $52.79 | — | ADR | 771195104 |
| TSCO | TRACTOR SUPPLY CO | 1,253,070 | $77.08M | 0.6% | $10.69 | -0.8% | Common Stock | 892356106 |
| — | NIELSEN N V | 1,718,980 | $76.2M | 0.6% | $45.09 | — | Common Stock | N63218106 |
| LLY | LILLY ELI & CO | 1,168,600 | $75.78M | 0.6% | $48.02 | +7.0% | Common Stock | 532457108 |
| BK | BANK NEW YORK MELLON CORP | 1,934,758 | $74.93M | 0.6% | $22.89 | +28.5% | Common Stock | 064058100 |
| GILD | GILEAD SCIENCES INC | 702,490 | $74.78M | 0.6% | $45.91 | +48.2% | Common Stock | 375558103 |
| DVN | DEVON ENERGY CORP NEW | 1,079,150 | $73.58M | 0.6% | $39.29 | +28.0% | Common Stock | 25179M103 |
| CASY | CASEYS GEN STORES INC | 1,023,100 | $73.36M | 0.6% | $64.06 | -0.6% | Common Stock | 147528103 |
| KLAC | KLA-TENCOR CORP | 923,700 | $72.77M | 0.5% | $40.12 | +21.2% | Common Stock | 482480100 |
| MET | METLIFE INC | 1,313,791 | $70.58M | 0.5% | $29.04 | +14.6% | Common Stock | 59156R108 |
| — | CAREFUSION CORP | 1,551,950 | $70.23M | 0.5% | $37.84 | — | Common Stock | 14170T101 |
| COF | CAPITAL ONE FINL CORP | 856,210 | $69.89M | 0.5% | $54.49 | +22.3% | Common Stock | 14040H105 |
| — | PATTERSON COMPANIES INC | 1,652,272 | $68.45M | 0.5% | $40.44 | — | Common Stock | 703395103 |
| — | ANADARKO PETE CORP | 654,601 | $66.4M | 0.5% | $88.22 | — | Common Stock | 032511107 |
| — | ALLEGHANY CORP DEL | 154,720 | $64.7M | 0.5% | $415.03 | — | Common Stock | 017175100 |
| ABT | ABBOTT LABS | 1,523,360 | $63.36M | 0.5% | $29.55 | +15.4% | Common Stock | 002824100 |
| — | CELGENE CORP | 662,449 | $62.79M | 0.5% | $118.58 | — | Common Stock | 151020104 |
| FIS | FIDELITY NATL INFORMATION SV | 1,114,500 | $62.75M | 0.5% | $38.13 | +21.9% | Common Stock | 31620M106 |
| MKL | MARKEL CORP | 98,500 | $62.66M | 0.5% | $528.27 | +22.1% | Common Stock | 570535104 |
| — | CHESAPEAKE ENERGY CORP | 2,693,581 | $61.93M | 0.5% | $25.29 | — | Common Stock | 165167107 |
| RS | RELIANCE STEEL & ALUMINUM CO | 902,232 | $61.71M | 0.5% | $70.40 | +1.0% | Common Stock | 759509102 |
| — | CANADIAN PAC RY LTD | 288,647 | $59.89M | 0.5% | $133.63 | — | Common Stock | 13645T100 |
| — | BEMIS INC | 1,567,500 | $59.6M | 0.4% | $38.96 | — | Common Stock | 081437105 |
| — | INTEL CORP | 34,620,472 | $58.05M | 0.4% | $1.25 | — | US DOMESTIC | 458140AF7 |
| META | FACEBOOK INC | 728,580 | $57.59M | 0.4% | $44.99 | +61.9% | Common Stock | 30303M102 |
| DEO | DIAGEO P L C | 498,371 | $57.51M | 0.4% | $115.40 | — | ADR | 25243Q205 |
| — | PRICELINE GRP INC | 49,428 | $57.27M | 0.4% | $1023.57 | — | Common Stock | 741503403 |
| NUE | NUCOR CORP | 1,045,940 | $56.77M | 0.4% | $37.98 | +5.4% | Common Stock | 670346105 |
| NWSA | NEWS CORP NEW | 3,455,839 | $56.5M | 0.4% | $14.03 | +10.1% | Common Stock | 65249B109 |
| — | US Treasury Bond 8.875% 8/15/17 | 45,656,649 | $55.79M | 0.4% | $1.27 | — | US GOVERNMENT | 912810DZ8 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 499,939 | $55.42M | 0.4% | $101.21 | — | ADR | 03524A108 |
| V | VISA INC | 256,997 | $54.84M | 0.4% | $44.64 | +11.2% | Common Stock | 92826C839 |
| — | WILLIS GROUP HOLDINGS PUBLIC | 1,324,319 | $54.83M | 0.4% | $44.58 | — | Common Stock | G96666105 |
| — | NORDSTROM INC | 794,000 | $54.29M | 0.4% | $58.28 | — | Common Stock | 655664100 |
| ATO | ATMOS ENERGY CORP | 1,115,150 | $53.19M | 0.4% | $31.43 | +20.4% | Common Stock | 049560105 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 714,523 | $52.7M | 0.4% | $42.27 | +23.1% | REIT | 015271109 |
| — | JUNIPER NETWORKS INC | 2,336,463 | $51.75M | 0.4% | $20.23 | — | Common Stock | 48203R104 |
| RSG | REPUBLIC SVCS INC | 1,324,400 | $51.68M | 0.4% | $26.72 | +16.7% | Common Stock | 760759100 |
| KMT | KENNAMETAL INC | 1,233,301 | $50.95M | 0.4% | $31.38 | +2.7% | Common Stock | 489170100 |
| HAL | HALLIBURTON CO | 787,672 | $50.81M | 0.4% | $51.42 | +7.4% | Common Stock | 406216101 |
| XEL | XCEL ENERGY INC | 1,652,652 | $50.24M | 0.4% | $19.43 | +12.0% | Common Stock | 98389B100 |
| CFR | CULLEN FROST BANKERS INC | 645,050 | $49.35M | 0.4% | $49.56 | +13.3% | Common Stock | 229899109 |
| SJM | SMUCKER J M CO | 494,700 | $48.97M | 0.4% | $71.94 | +2.1% | Common Stock | 832696405 |
| LNT | ALLIANT ENERGY CORP | 880,550 | $48.79M | 0.4% | $17.43 | +15.1% | Common Stock | 018802108 |
| — | MEDTRONIC INC | 782,480 | $48.48M | 0.4% | $61.95 | — | Common Stock | 585055106 |
| GWW | GRAINGER W W INC | 191,922 | $48.3M | 0.4% | $203.85 | 0.0% | Common Stock | 384802104 |
| SNPS | SYNOPSYS INC | 1,202,600 | $47.74M | 0.4% | $37.31 | +6.3% | Common Stock | 871607107 |
| BIIB | BIOGEN IDEC INC | 143,715 | $47.54M | 0.4% | $248.73 | +32.6% | Common Stock | 09062X103 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 1,129,800 | $47.03M | 0.4% | $23.68 | +43.1% | Common Stock | 11133T103 |
| DTE | DTE ENERGY CO | 613,900 | $46.71M | 0.4% | $43.89 | +0.6% | Common Stock | 233331107 |
| IVZ | INVESCO LTD | 1,177,250 | $46.48M | 0.4% | $20.36 | +17.9% | Common Stock | G491BT108 |
| ADI | ANALOG DEVICES INC | 934,700 | $46.26M | 0.3% | $36.90 | +9.6% | Common Stock | 032654105 |
| PGR | PROGRESSIVE CORP OHIO | 1,829,100 | $46.24M | 0.3% | $17.67 | 0.0% | Common Stock | 743315103 |
| — | DDR CORP | 2,760,600 | $46.19M | 0.3% | $17.55 | — | REIT | 23317H102 |
| — | CHUBB CORP | 506,500 | $46.13M | 0.3% | $89.40 | — | Common Stock | 171232101 |
| — | WELLPOINT INC | 27,976,770 | $46.08M | 0.3% | $1.37 | — | US DOMESTIC | 94973VBG1 |
| AVT | AVNET INC | 1,108,272 | $45.99M | 0.3% | $29.94 | +13.6% | Common Stock | 053807103 |
| MAS | MASCO CORP | 1,919,100 | $45.91M | 0.3% | $15.87 | +5.2% | Common Stock | 574599106 |
| — | Government National Mortgage Association 7.00% 12/15/32 | 38,609,765 | $45.66M | 0.3% | $1.18 | — | MBS 30yr | 36241LFA9 |
| — | WEATHERFORD INTL PLC | 2,193,111 | $45.62M | 0.3% | $22.40 | — | Common Stock | G48833100 |
| BDX | BECTON DICKINSON & CO | 400,150 | $45.54M | 0.3% | $80.59 | +18.8% | Common Stock | 075887109 |
| ADBE | ADOBE SYS INC | 647,570 | $44.81M | 0.3% | $59.56 | +19.0% | Common Stock | 00724F101 |
| — | WELLS FARGO & CO NEW | 37,211 | $44.75M | 0.3% | $1144.01 | — | PUBLIC | 949746804 |
| SCHW | SCHWAB CHARLES CORP NEW | 1,509,635 | $44.37M | 0.3% | $19.81 | +24.7% | Common Stock | 808513105 |
| CTAS | CINTAS CORP | 626,250 | $44.21M | 0.3% | $10.43 | +36.1% | Common Stock | 172908105 |
| SWK | STANLEY BLACK & DECKER INC | 494,410 | $43.9M | 0.3% | $66.98 | 0.0% | Common Stock | 854502101 |
| JLL | JONES LANG LASALLE INC | 346,450 | $43.77M | 0.3% | $90.73 | +39.3% | Common Stock | 48020Q107 |
| — | Government National Mortgage Association 7.00% 12/15/34 | 36,943,321 | $43.53M | 0.3% | $1.18 | — | MBS 30yr | 36241LFB7 |
| — | MONSTER BEVERAGE CORP | 473,685 | $43.42M | 0.3% | $69.73 | — | Common Stock | 611740101 |
| — | Government National Mortgage Association 6.50% 4/15/36 | 36,864,156 | $42.94M | 0.3% | $1.17 | — | MBS 30yr | 36241KKD9 |
| AMZN | AMAZON COM INC | 132,932 | $42.86M | 0.3% | $15.88 | +4.8% | Common Stock | 023135106 |
| — | MONSANTO CO NEW | 379,145 | $42.66M | 0.3% | $105.80 | — | Common Stock | 61166W101 |
| — | HCC INS HLDGS INC | 880,801 | $42.53M | 0.3% | $48.86 | — | Common Stock | 404132102 |
| — | TE CONNECTIVITY LTD | 767,133 | $42.42M | 0.3% | $55.11 | — | Common Stock | H84989104 |
| IART | INTEGRA LIFESCIENCES HLDGS C | 844,124 | $41.9M | 0.3% | $19.12 | +15.1% | Common Stock | 457985208 |
| AMG | AFFILIATED MANAGERS GROUP | 208,385 | $41.75M | 0.3% | $176.63 | +11.8% | Common Stock | 008252108 |
| ON | ON SEMICONDUCTOR CORP | 4,654,300 | $41.61M | 0.3% | $8.98 | +2.9% | Common Stock | 682189105 |
| ECL | ECOLAB INC | 362,100 | $41.58M | 0.3% | $86.27 | +15.1% | Common Stock | 278865100 |
| MRSH | MARSH & MCLENNAN COS INC | 791,100 | $41.41M | 0.3% | $33.72 | +26.8% | Common Stock | 571748102 |
| ASB | ASSOCIATED BANC CORP | 2,368,285 | $41.26M | 0.3% | $11.15 | +11.7% | Common Stock | 045487105 |
| EME | EMCOR GROUP INC | 1,020,913 | $40.8M | 0.3% | $38.49 | +6.1% | Common Stock | 29084Q100 |
| — | FMC TECHNOLOGIES INC | 726,855 | $39.48M | 0.3% | $53.47 | — | Common Stock | 30249U101 |
| — | UNIT CORP | 669,457 | $39.27M | 0.3% | $47.57 | — | Common Stock | 909218109 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 1,360,150 | $38.75M | 0.3% | $19.90 | +26.0% | Common Stock | 01973R101 |
| BRO | BROWN & BROWN INC | 1,202,894 | $38.67M | 0.3% | $14.20 | 0.0% | Common Stock | 115236101 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 154,935 | $38.47M | 0.3% | $149.62 | +21.2% | Common Stock | 018581108 |
| MLI | MUELLER INDS INC | 1,343,901 | $38.36M | 0.3% | $11.68 | -1.3% | Common Stock | 624756102 |
| MKSI | MKS INSTRUMENT INC | 1,132,808 | $37.81M | 0.3% | $23.38 | +24.9% | Common Stock | 55306N104 |
| INGR | INGREDION INC | 498,900 | $37.81M | 0.3% | $68.24 | +13.9% | Common Stock | 457187102 |
| PCH | POTLATCH CORP NEW | 937,873 | $37.71M | 0.3% | $40.21 | — | REIT | 737630103 |
| — | PRECISION CASTPARTS CORP | 158,860 | $37.63M | 0.3% | $252.41 | — | Common Stock | 740189105 |
| — | STANCORP FINL GROUP INC | 593,500 | $37.5M | 0.3% | $58.09 | — | Common Stock | 852891100 |
| ACH | OWENS & MINOR INC NEW | 1,141,656 | $37.38M | 0.3% | $28.77 | -0.2% | Common Stock | 690732102 |
| MTZ | MASTEC INC | 1,203,200 | $36.84M | 0.3% | $36.21 | -17.9% | Common Stock | 576323109 |
| — | METLIFE INC | 1,187,159 | $36.55M | 0.3% | $29.69 | — | PUBLIC | 59156R116 |
| — | CERNER CORP | 609,851 | $36.33M | 0.3% | $53.45 | — | Common Stock | 156782104 |
| — | Government National Mortgage Association II 7.00% 12/20/32 | 30,349,443 | $36.13M | 0.3% | $1.18 | — | MBS 30yr | 36241LFF8 |
| — | DENBURY RES INC | 2,393,200 | $35.97M | 0.3% | $15.03 | — | Common Stock | 247916208 |
| PLXS | PLEXUS CORP | 972,496 | $35.92M | 0.3% | $38.12 | +6.3% | Common Stock | 729132100 |
| — | ANIXTER INTL INC | 423,261 | $35.91M | 0.3% | $88.23 | — | Common Stock | 035290105 |
| — | MICHAEL KORS HLDGS LTD | 499,525 | $35.66M | 0.3% | $83.34 | — | Common Stock | G60754101 |
| — | Government National Mortgage Association 6.50% 12/15/32 | 30,625,009 | $35.64M | 0.3% | $1.19 | — | MBS 30yr | 36241LE44 |
| WERN | WERNER ENTERPRISES INC | 1,405,661 | $35.42M | 0.3% | $24.20 | +4.5% | Common Stock | 950755108 |
| — | CIGNA CORPORATION | 390,400 | $35.41M | 0.3% | $90.69 | — | Common Stock | 125509109 |
| ABM | ABM INDS INC | 1,366,834 | $35.12M | 0.3% | $20.50 | +1.7% | Common Stock | 000957100 |
| — | SYKES ENTERPRISES INC | 1,737,540 | $34.72M | 0.3% | $19.38 | — | Common Stock | 871237103 |
| — | STERIS CORP | 639,575 | $34.51M | 0.3% | $43.63 | — | Common Stock | 859152100 |
| — | STERLING BANCORP DEL | 2,673,309 | $34.19M | 0.3% | $13.02 | — | Common Stock | 85917A100 |
| HLX | HELIX ENERGY SOLUTIONS GRP I | 1,547,938 | $34.15M | 0.3% | $24.50 | +4.2% | Common Stock | 42330P107 |
| — | Government National Mortgage Association 6.50% 1/15/35 | 29,011,888 | $33.86M | 0.3% | $1.18 | — | MBS 30yr | 36241LTK2 |
| — | SUNTRUST BKS INC | 890,009 | $33.85M | 0.3% | $32.78 | — | Common Stock | 867914103 |
| COLB | COLUMBIA BKG SYS INC | 1,361,440 | $33.78M | 0.3% | $14.77 | +6.9% | Common Stock | 197236102 |
| FNB | FNB CORP PA | 2,814,369 | $33.75M | 0.3% | $7.96 | +0.4% | Common Stock | 302520101 |
| — | WELLPOINT INC | 278,400 | $33.3M | 0.3% | $119.62 | — | Common Stock | 94973V107 |
| — | Government National Mortgage Association 6.50% 12/15/25 | 29,279,806 | $33.19M | 0.3% | $1.15 | — | MBS 30yr | 36241LE51 |
| AVY | AVERY DENNISON CORP | 737,831 | $32.95M | 0.2% | $35.07 | +11.4% | Common Stock | 053611109 |
| OLN | OLIN CORP | 1,303,100 | $32.9M | 0.2% | $16.71 | +13.6% | Common Stock | 680665205 |
| — | ALEXION PHARMACEUTICALS INC | 196,180 | $32.53M | 0.2% | $118.16 | — | Common Stock | 015351109 |
| RPM | RPM INTL INC | 707,362 | $32.38M | 0.2% | $34.85 | +31.6% | Common Stock | 749685103 |
| TDC | TERADATA CORP DEL | 761,900 | $31.94M | 0.2% | $43.65 | -1.4% | Common Stock | 88076W103 |
| — | PRICELINE GRP INC | 8,350,218 | $31.84M | 0.2% | $3.38 | — | US DOMESTIC | 741503AN6 |
| AFG | AMERICAN FINL GROUP INC OHIO | 548,732 | $31.77M | 0.2% | $23.80 | +11.4% | Common Stock | 025932104 |
| — | GOOGLE INC | 53,909 | $31.72M | 0.2% | $906.02 | — | Common Stock | 38259P508 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 329,300 | $31.57M | 0.2% | $60.73 | +27.1% | Common Stock | 459506101 |
| — | ROSETTA RESOURCES INC | 708,074 | $31.55M | 0.2% | $52.03 | — | Common Stock | 777779307 |
| — | LASALLE HOTEL PPTYS | 910,254 | $31.17M | 0.2% | $28.73 | — | REIT | 517942108 |
| — | ALZA CORP | 21,154,000 | $30.94M | 0.2% | $1.21 | — | US DOMESTIC | 02261WAB5 |
| — | CITY NATL CORP | 407,500 | $30.84M | 0.2% | $69.41 | — | Common Stock | 178566105 |
| — | EL PASO ELEC CO | 840,294 | $30.71M | 0.2% | $33.98 | — | Common Stock | 283677854 |
| — | AIRTRAN HLDGS INC | 12,372,122 | $30.7M | 0.2% | $1.56 | — | US DOMESTIC | 00949PAD0 |
| SWKS | SKYWORKS SOLUTIONS INC | 527,772 | $30.64M | 0.2% | $42.77 | 0.0% | Common Stock | 83088M102 |
| PH | PARKER HANNIFIN CORP | 267,710 | $30.56M | 0.2% | $83.77 | +16.4% | Common Stock | 701094104 |
| RRX | REGAL BELOIT CORP | 474,600 | $30.49M | 0.2% | $75.88 | -5.2% | Common Stock | 758750103 |
| FITB | FIFTH THIRD BANCORP | 1,518,735 | $30.41M | 0.2% | $12.50 | +11.5% | Common Stock | 316773100 |
| — | VMWARE INC | 323,965 | $30.4M | 0.2% | $106.38 | — | Common Stock | 928563402 |
| — | ENDURANCE SPECIALTY HLDGS LT | 547,415 | $30.21M | 0.2% | $57.45 | — | Common Stock | G30397106 |
| WRB | BERKLEY W R CORP | 631,013 | $30.16M | 0.2% | $9.57 | +11.7% | Common Stock | 084423102 |
| — | INGERSOLL-RAND PLC | 534,900 | $30.15M | 0.2% | $61.76 | — | Common Stock | G47791101 |
| HOG | HARLEY DAVIDSON INC | 514,813 | $29.96M | 0.2% | $59.16 | +8.1% | Common Stock | 412822108 |
| — | UNITED TECHNOLOGIES CORP | 508,467 | $29.95M | 0.2% | $65.05 | — | PUBLIC | 913017117 |
| — | BROWN SHOE INC NEW | 1,092,554 | $29.64M | 0.2% | $27.39 | — | Common Stock | 115736100 |
| — | PACWEST BANCORP DEL | 708,096 | $29.2M | 0.2% | $34.36 | — | Common Stock | 695263103 |
| — | IBERIABANK CORP | 465,792 | $29.12M | 0.2% | $54.64 | — | Common Stock | 450828108 |
| FICO | FAIR ISAAC CORP | 524,843 | $28.92M | 0.2% | $57.33 | +2.7% | Common Stock | 303250104 |
| SLGN | SILGAN HOLDINGS INC | 613,528 | $28.84M | 0.2% | $24.06 | +3.8% | Common Stock | 827048109 |
| — | DELEK US HLDGS INC | 866,074 | $28.68M | 0.2% | $29.70 | — | Common Stock | 246647101 |
| INDB | INDEPENDENT BANK CORP MASS | 801,897 | $28.64M | 0.2% | $25.96 | +3.3% | Common Stock | 453836108 |
| — | SANDISK CORP | 290,206 | $28.43M | 0.2% | $97.97 | — | Common Stock | 80004C101 |
| — | ALLETE INC | 639,646 | $28.39M | 0.2% | $48.43 | — | Common Stock | 018522300 |
| LFUS | LITTELFUSE INC | 332,591 | $28.33M | 0.2% | $83.00 | +10.1% | Common Stock | 537008104 |
| ALV | AUTOLIV INC | 308,000 | $28.31M | 0.2% | $45.94 | +23.1% | Common Stock | 052800109 |
| DOV | DOVER CORP | 351,550 | $28.24M | 0.2% | $46.22 | +24.2% | Common Stock | 260003108 |
| — | ARGO GROUP INTL HLDGS LTD | 559,742 | $28.16M | 0.2% | $47.17 | — | Common Stock | G0464B107 |
| ONB | OLD NATL BANCORP IND | 2,163,008 | $28.05M | 0.2% | $14.12 | -4.4% | Common Stock | 680033107 |
| PTC | PTC INC | 757,628 | $27.96M | 0.2% | $27.54 | +38.8% | Common Stock | 69370C100 |
| ENTG | ENTEGRIS INC | 2,415,708 | $27.78M | 0.2% | $9.61 | +22.6% | Common Stock | 29362U104 |
| KALU | KAISER ALUMINUM CORP | 364,029 | $27.75M | 0.2% | $48.39 | +12.5% | Common Stock | 483007704 |
| ICUI | ICU MED INC | 425,387 | $27.3M | 0.2% | $66.12 | -7.3% | Common Stock | 44930G107 |
| MSTR | MICROSTRATEGY INC | 204,937 | $26.82M | 0.2% | $12.62 | +10.2% | Common Stock | 594972408 |
| CSL | CARLISLE COS INC | 332,582 | $26.73M | 0.2% | $59.29 | +21.6% | Common Stock | 142339100 |
| FUL | FULLER H B CO | 672,592 | $26.7M | 0.2% | $35.50 | +11.0% | Common Stock | 359694106 |
| IWS | ISHARES TR | 380,700 | $26.65M | 0.2% | $62.67 | — | ETP | 464287473 |
| GVA | GRANITE CONSTR INC | 832,909 | $26.5M | 0.2% | $31.54 | +9.4% | Common Stock | 387328107 |
| CMI | CUMMINS INC | 191,967 | $25.34M | 0.2% | $94.04 | +12.8% | Common Stock | 231021106 |
| — | DEAN FOODS CO NEW | 1,902,415 | $25.21M | 0.2% | $17.59 | — | Common Stock | 242370203 |
| MEOH | METHANEX CORP | 377,300 | $25.2M | 0.2% | $66.15 | 0.0% | Common Stock | 59151K108 |
| CBT | CABOT CORP | 494,550 | $25.11M | 0.2% | $31.71 | +31.7% | Common Stock | 127055101 |
| ASTE | ASTEC INDS INC | 688,068 | $25.09M | 0.2% | $31.43 | +14.4% | Common Stock | 046224101 |
| — | CATAMARAN CORP | 594,635 | $25.07M | 0.2% | $45.64 | — | Common Stock | 148887102 |
| — | CALGON CARBON CORP | 1,266,086 | $24.54M | 0.2% | $21.23 | — | Common Stock | 129603106 |
| RHI | ROBERT HALF INTL INC | 495,750 | $24.29M | 0.2% | $36.84 | +34.5% | Common Stock | 770323103 |
| WWD | WOODWARD INC | 509,546 | $24.27M | 0.2% | $38.12 | +22.9% | Common Stock | 980745103 |
| XYL | XYLEM INC | 681,450 | $24.19M | 0.2% | $22.72 | +41.5% | Common Stock | 98419M100 |
| CLH | CLEAN HARBORS INC | 447,400 | $24.13M | 0.2% | $56.81 | +3.5% | Common Stock | 184496107 |
| — | ACTUANT CORP | 786,864 | $24.02M | 0.2% | $34.15 | — | Common Stock | 00508X203 |
| IWN | ISHARES TR | 253,662 | $23.73M | 0.2% | $93.80 | — | ETP | 464287630 |
| — | GANNETT INC | 796,350 | $23.63M | 0.2% | $28.37 | — | Common Stock | 364730101 |
| — | Government National Mortgage Association 7.50% 4/15/34 | 19,348,652 | $23.37M | 0.2% | $1.20 | — | MBS 30yr | 36241KHY7 |
| NWE | NORTHWESTERN CORP | 514,156 | $23.32M | 0.2% | $26.04 | +16.3% | Common Stock | 668074305 |
| SXT | SENSIENT TECHNOLOGIES CORP | 444,729 | $23.28M | 0.2% | $43.72 | +24.6% | Common Stock | 81725T100 |
| — | FORWARD AIR CORP | 516,506 | $23.16M | 0.2% | $41.01 | — | Common Stock | 349853101 |
| WTS | WATTS WATER TECHNOLOGIES INC | 397,483 | $23.15M | 0.2% | $55.82 | +9.6% | Common Stock | 942749102 |
| ROK | ROCKWELL AUTOMATION INC | 204,225 | $22.44M | 0.2% | $77.56 | +21.0% | Common Stock | 773903109 |
| — | LAM RESEARCH CORP | 16,628,124 | $22.39M | 0.2% | $1.20 | — | US DOMESTIC | 512807AL2 |
| — | FORD MTR CO DEL | 12,954,239 | $22.2M | 0.2% | $1.93 | — | US DOMESTIC | 345370CN8 |
| — | PROGRESSIVE WASTE SOLUTIONS | 860,975 | $22.19M | 0.2% | $25.77 | — | Common Stock | 74339G101 |
| LZB | LA Z BOY INC | 1,120,684 | $22.18M | 0.2% | $22.31 | -2.8% | Common Stock | 505336107 |
| — | INGRAM MICRO INC | 858,980 | $22.17M | 0.2% | $28.01 | — | Common Stock | 457153104 |
| — | ANALOGIC CORP | 346,587 | $22.17M | 0.2% | $82.91 | — | Common Stock | 032657207 |
| — | DANAHER CORP DEL | 10,048,002 | $22.15M | 0.2% | $2.05 | — | US DOMESTIC | 235851AF9 |
| — | NOVELLUS SYS INC | 10,061,576 | $21.93M | 0.2% | $1.61 | — | US DOMESTIC | 670008AD3 |
| — | DEVRY ED GROUP INC | 498,625 | $21.35M | 0.2% | $42.41 | — | Common Stock | 251893103 |
| — | Government National Mortgage Association 6.00% 6/15/40 | 18,015,113 | $21.33M | 0.2% | $1.16 | — | MBS 30yr | 36241L4K9 |
| NX | QUANEX BUILDING PRODUCTS COR | 1,165,562 | $21.09M | 0.2% | $16.38 | -6.0% | Common Stock | 747619104 |
| — | MICROSEMI CORP | 826,599 | $21M | 0.2% | $24.33 | — | Common Stock | 595137100 |
| — | HUBBELL INC | 170,750 | $20.58M | 0.2% | $104.74 | — | Common Stock | 443510201 |
| — | ALTRA INDL MOTION CORP | 705,156 | $20.56M | 0.2% | $34.29 | — | Common Stock | 02208R106 |
| — | NEWMONT MINING CORP | 19,753,012 | $20.21M | 0.2% | $1.09 | — | US DOMESTIC | 651639AJ5 |
| — | INFINITY PPTY & CAS CORP | 314,653 | $20.14M | 0.2% | $64.75 | — | Common Stock | 45665Q103 |
| — | Government National Mortgage Association 7.00% 6/15/36 | 16,879,984 | $19.95M | 0.2% | $1.17 | — | MBS 30yr | 3622A2AQ5 |
| — | Citrix Systems Inc 0.50% 4/15/19 | 18,265,036 | $19.93M | 0.2% | $1.08 | — | PRIV PLACEMENT | 177376AC4 |
| MZTI | LANCASTER COLONY CORP | 229,515 | $19.57M | 0.1% | $82.05 | +9.5% | Common Stock | 513847103 |
| — | ARES CAP CORP | 18,615,784 | $19.43M | 0.1% | $1.06 | — | GLOBAL | 04010LAD5 |
| CRL | CHARLES RIV LABS INTL INC | 323,298 | $19.32M | 0.1% | $46.51 | +23.0% | Common Stock | 159864107 |
| — | PRICELINE GRP INC | 14,245,706 | $19.17M | 0.1% | $1.30 | — | US DOMESTIC | 741503AQ9 |
| KFY | KORN FERRY INTL | 768,215 | $19.13M | 0.1% | $17.50 | +43.9% | Common Stock | 500643200 |
| — | BARNES GROUP INC | 627,986 | $19.06M | 0.1% | $34.21 | — | Common Stock | 067806109 |
| — | NEW YORK CMNTY CAP TR V | 374,827 | $18.87M | 0.1% | $48.58 | — | PUBLIC | 64944P307 |
| — | ENERGEN CORP | 260,850 | $18.84M | 0.1% | $76.70 | — | Common Stock | 29265N108 |
| GCO | GENESCO INC | 250,326 | $18.71M | 0.1% | $79.77 | 0.0% | Common Stock | 371532102 |
| LKFN | LAKELAND FINL CORP | 493,455 | $18.5M | 0.1% | $15.71 | +20.8% | Common Stock | 511656100 |
| — | ANN INC | 447,698 | $18.41M | 0.1% | $39.00 | — | Common Stock | 035623107 |
| — | XILINX INC | 12,173,217 | $18.02M | 0.1% | $1.75 | — | US DOMESTIC | 983919AF8 |
| — | TEVA PHARMACEUTICAL FIN LLC | 13,985,539 | $17.95M | 0.1% | $1.08 | — | US DOMESTIC | 88163VAE9 |
| PRIM | PRIMORIS SVCS CORP | 665,809 | $17.87M | 0.1% | $23.65 | +15.9% | Common Stock | 74164F103 |
| PRI | PRIMERICA INC | 369,726 | $17.83M | 0.1% | $41.17 | +17.4% | Common Stock | 74164M108 |
| — | BEACON ROOFING SUPPLY INC | 697,307 | $17.77M | 0.1% | $25.48 | — | Common Stock | 073685109 |
| — | DIEBOLD INC | 498,248 | $17.6M | 0.1% | $29.99 | — | Common Stock | 253651103 |
| BC | BRUNSWICK CORP | 415,787 | $17.52M | 0.1% | $31.56 | +11.3% | Common Stock | 117043109 |
| — | FAIRCHILD SEMICONDUCTOR INTL | 1,113,044 | $17.29M | 0.1% | $13.86 | — | Common Stock | 303726103 |
| OXM | OXFORD INDS INC | 281,461 | $17.17M | 0.1% | $65.36 | -3.5% | Common Stock | 691497309 |
| MOD | MODINE MFG CO | 1,441,304 | $17.11M | 0.1% | $13.56 | +3.0% | Common Stock | 607828100 |
| — | BRIGGS & STRATTON CORP | 943,110 | $17M | 0.1% | $20.33 | — | Common Stock | 109043109 |
| — | CORE MARK HOLDING CO INC | 318,818 | $16.91M | 0.1% | $58.80 | — | Common Stock | 218681104 |
| — | STANLEY BLACK & DECKER INC | 125,149 | $16.4M | 0.1% | $135.20 | — | PUBLIC | 854502309 |
| — | JEFFERIES GROUP INC NEW | 15,335,623 | $16.22M | 0.1% | $1.05 | — | US DOMESTIC | 472319AG7 |
| — | Government National Mortgage Association 8.00% 12/15/35 | 12,638,233 | $15.81M | 0.1% | $1.25 | — | MBS 30yr | 36241KJA7 |
| — | FLUOR CORP NEW | 6,486,127 | $15.72M | 0.1% | $2.57 | — | US DOMESTIC | 343412AA0 |
| CAKE | CHEESECAKE FACTORY INC | 334,560 | $15.22M | 0.1% | $34.19 | +4.2% | Common Stock | 163072101 |
| — | HOSPIRA INC | 289,700 | $15.07M | 0.1% | $51.37 | — | Common Stock | 441060100 |
| — | HILL ROM HLDGS INC | 362,525 | $15.02M | 0.1% | $41.43 | — | Common Stock | 431475102 |
| DAN | DANA HLDG CORP | 772,581 | $14.81M | 0.1% | $17.01 | +6.8% | Common Stock | 235825205 |
| SEB | SEABOARD CORP | 5,506 | $14.73M | 0.1% | $2747.91 | +2.1% | Common Stock | 811543107 |
| — | INTEGRATED DEVICE TECHNOLOGY | 910,561 | $14.52M | 0.1% | $13.39 | — | Common Stock | 458118106 |
| — | Government National Mortgage Association 7.50% 1/15/37 | 11,848,124 | $14.44M | 0.1% | $1.21 | — | MBS 30yr | 36241LXJ0 |
| — | BRISTOL MYERS SQUIBB CO | 11,205,000 | $14.39M | 0.1% | $1.28 | — | US DOMESTIC | 110122AN8 |
| MAR | MARRIOTT INTL INC NEW | 204,150 | $14.27M | 0.1% | $36.58 | +65.6% | Common Stock | 571903202 |
| — | Government National Mortgage Association 6.00% 7/15/36 | 12,103,803 | $14.03M | 0.1% | $1.17 | — | MBS 30yr | 36241L5Z5 |
| CALY | CALLAWAY GOLF CO | 1,931,962 | $13.99M | 0.1% | $8.51 | -9.3% | Common Stock | 131193104 |
| — | MULTI COLOR CORP | 307,288 | $13.98M | 0.1% | $37.22 | — | Common Stock | 625383104 |
| RUSHA | RUSH ENTERPRISES INC | 408,964 | $13.68M | 0.1% | $11.47 | +36.8% | Common Stock | 781846209 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 333,149 | $13.52M | 0.1% | $40.68 | +15.5% | Common Stock | 70959W103 |
| — | ENCORE WIRE CORP | 363,414 | $13.48M | 0.1% | $41.86 | — | Common Stock | 292562105 |
| — | JANUS CAP GROUP INC | 9,395,515 | $13.25M | 0.1% | $1.05 | — | US DOMESTIC | 47102XAH8 |
| — | PROLOGIS | 12,531,195 | $13.18M | 0.1% | $1.14 | — | US DOMESTIC | 74340XAT8 |
| GATX | GATX CORP | 225,594 | $13.17M | 0.1% | $35.12 | +40.5% | Common Stock | 361448103 |
| — | Government National Mortgage Association 6.50% 8/15/37 | 11,089,062 | $12.99M | 0.1% | $1.16 | — | MBS 30yr | 36241L5D4 |
| — | Government National Mortgage Association 6.50% 9/15/32 | 11,007,674 | $12.84M | 0.1% | $1.15 | — | MBS 30yr | 36225BUV8 |
| FIX | COMFORT SYS USA INC | 922,379 | $12.5M | 0.1% | $15.48 | -10.3% | Common Stock | 199908104 |
| — | Government National Mortgage Association II VRN 11/20/39 | 10,632,963 | $12.46M | 0.1% | $1.19 | — | Agncy CMO Other | 38378DU29 |
| SIGI | SELECTIVE INS GROUP INC | 536,082 | $11.87M | 0.1% | $19.97 | -0.9% | Common Stock | 816300107 |
| — | MYLAN INC | 3,454,685 | $11.8M | 0.1% | $3.83 | — | US DOMESTIC | 628530AJ6 |
| — | TOLL BROS FIN CORP | 11,434,522 | $11.52M | 0.1% | $1.06 | — | US DOMESTIC | 88947EAM2 |
| — | Government National Mortgage Association 8.00% 9/15/32 | 9,415,101 | $11.46M | 0.1% | $1.22 | — | MBS 30yr | 3622A2FH0 |
| — | CHESAPEAKE ENERGY CORP | 11,273,636 | $11.37M | 0.1% | $0.99 | — | US DOMESTIC | 165167BZ9 |
| — | Government National Mortgage Association 5.00% 5/15/39 | 9,933,395 | $11.04M | 0.1% | $1.13 | — | MBS 30yr | 36296UX21 |
| — | Government National Mortgage Association 6.50% 2/15/36 | 9,468,387 | $10.99M | 0.1% | $1.15 | — | MBS 30yr | 3622A2E57 |
| — | DREW INDS INC | 258,230 | $10.9M | 0.1% | $45.08 | — | Common Stock | 26168L205 |
| — | Government National Mortgage Association 7.00% 10/16/33 | 10,054,166 | $10.83M | 0.1% | $1.10 | — | Agncy CMBS | 38376GE55 |
| — | Government National Mortgage Association VRN 9/20/30 | 9,504,732 | $10.74M | 0.1% | $1.15 | — | Agncy CMO Other | 38378PQJ0 |
| — | Government National Mortgage Association 7.00% 12/16/37 | 10,054,702 | $10.72M | 0.1% | $1.13 | — | Agncy CMBS | 38376GXJ4 |
| — | Government National Mortgage Association 8.00% 1/15/32 | 8,708,831 | $10.63M | 0.1% | $1.22 | — | MBS 30yr | 36241KMZ8 |
| — | PROSPECT CAPITAL CORPORATION | 10,327,321 | $10.6M | 0.1% | $1.04 | — | GLOBAL | 74348TAM4 |
| — | Government National Mortgage Association 7.00% 5/16/37 | 10,055,824 | $10.51M | 0.1% | $1.10 | — | Agncy CMBS | 38376GVC1 |
| — | RUDOLPH TECHNOLOGIES INC | 1,152,458 | $10.43M | 0.1% | $11.44 | — | Common Stock | 781270103 |
| — | DOMINION RES INC VA NEW | 184,437 | $10.38M | 0.1% | $54.15 | — | PUBLIC | 25746U885 |
| — | DOMINION RES INC VA NEW | 184,944 | $10.37M | 0.1% | $54.33 | — | PUBLIC | 25746U703 |
| — | Government National Mortgage Association 7.00% 4/15/33 | 8,846,049 | $10.28M | 0.1% | $1.17 | — | MBS 30yr | 36241LQD1 |
| — | MICRON TECHNOLOGY INC | 7,810,768 | $10.27M | 0.1% | $1.10 | — | GLOBAL | 595112AY9 |
| — | HEALTH CARE REIT INC | 179,520 | $10.27M | 0.1% | $57.21 | — | PUBLIC | 42217K601 |
| AMSF | AMERISAFE INC | 260,614 | $10.19M | 0.1% | $14.99 | +8.2% | Common Stock | 03071H100 |
| — | Government National Mortgage Association 7.00% 3/16/46 | 8,999,516 | $10.13M | 0.1% | $1.16 | — | Agncy CMBS | 38378BQR3 |
| — | Government National Mortgage Association 7.00% 6/15/36 | 8,354,826 | $9.837M | 0.1% | $1.19 | — | MBS 30yr | 3622A2ET5 |
| — | Government National Mortgage Association 7.50% 8/15/33 | 8,176,640 | $9.814M | 0.1% | $1.19 | — | MBS 30yr | 3622A2EU2 |
| — | Government National Mortgage Association II 7.50% 11/20/32 | 7,940,775 | $9.649M | 0.1% | $1.21 | — | MBS 30yr | 36241KHU5 |
| — | Government National Mortgage Association 8.00% 9/15/27 | 7,744,219 | $9.499M | 0.1% | $1.23 | — | MBS 30yr | 3622A2C67 |
| — | ROPER INDS INC NEW | 5,165,000 | $9.486M | 0.1% | $1.67 | — | US DOMESTIC | 776696AA4 |
| — | DOMINION RES INC VA NEW | 4,491,508 | $9.318M | 0.1% | $1.85 | — | US DOMESTIC | 25746UAT6 |
| — | Government National Mortgage Association 8.00% 12/15/30 | 7,609,583 | $9.265M | 0.1% | $1.23 | — | MBS 30yr | 3622A2CK6 |
| — | Government National Mortgage Association 7.50% 11/15/37 | 7,720,906 | $9.227M | 0.1% | $1.19 | — | MBS 30yr | 3622A2EN8 |
| — | Government National Mortgage Association 6.50% 12/15/38 | 7,869,319 | $9.181M | 0.1% | $1.18 | — | MBS 30yr | 3622A2FK3 |
| — | Government National Mortgage Association II 7.50% 3/20/32 | 7,614,548 | $9.158M | 0.1% | $1.21 | — | MBS 30yr | 3622A2DB5 |
| CGIP | CELADON GROUP INC | 455,814 | $8.867M | 0.1% | $19.59 | +6.3% | Common Stock | 150838100 |
| — | Government National Mortgage Association 6.50% 1/15/39 | 7,585,771 | $8.843M | 0.1% | $1.16 | — | MBS 30yr | 3622A2B68 |
| — | Government National Mortgage Association 6.50% 7/15/39 | 7,322,618 | $8.549M | 0.1% | $1.18 | — | MBS 30yr | 3622A2D66 |
| — | NEXTERA ENERGY INC | 142,125 | $8.516M | 0.1% | $55.12 | — | PUBLIC | 65339F887 |
| — | Government National Mortgage Association 7.00% 4/16/44 | 7,603,317 | $8.335M | 0.1% | $1.13 | — | Agncy CMBS | 38378BTZ2 |
| — | Government National Mortgage Association 7.50% 6/15/35 | 6,832,551 | $8.215M | 0.1% | $1.21 | — | MBS 30yr | 36241LQ90 |
| MGRC | MCGRATH RENTCORP | 238,605 | $8.161M | 0.1% | $35.05 | +4.2% | Common Stock | 580589109 |
| — | AMG Capital Trust II Pfd 5.15% 10/15/37 | 129,396 | $8.096M | 0.1% | $61.42 | — | PUBLIC | 00170F209 |
| — | Government National Mortgage Association 7.50% 12/15/34 | 6,681,373 | $7.963M | 0.1% | $1.19 | — | MBS 30yr | 3622A2A85 |
| — | Government National Mortgage Association 7.00% 6/16/39 | 7,484,070 | $7.855M | 0.1% | $1.11 | — | Agncy CMBS | 38376GYE4 |
| — | SOUTH JERSEY INDS INC | 142,854 | $7.624M | 0.1% | $57.76 | — | Common Stock | 838518108 |
| — | Government National Mortgage Association 7.00% 8/15/35 | 6,235,048 | $7.422M | 0.1% | $1.16 | — | MBS 30yr | 36241LWC6 |
| — | Government National Mortgage Association 7.00% 8/15/31 | 6,241,999 | $7.34M | 0.1% | $1.17 | — | MBS 30yr | 36241KUN6 |
| — | Government National Mortgage Association II VRN 4/20/34 | 6,276,812 | $7.05M | 0.1% | $1.18 | — | Agncy CMO Other | 38378MSU0 |
| — | HEALTH CARE REIT INC | 5,652,586 | $6.954M | 0.1% | $1.23 | — | US DOMESTIC | 42217KAR7 |
| — | Government National Mortgage Association II 8.00% 9/20/32 | 5,573,907 | $6.944M | 0.1% | $1.26 | — | MBS 30yr | 36241LL61 |
| — | STANLEY BLACK & DECKER INC | 61,097 | $6.866M | 0.1% | $108.17 | — | PUBLIC | 854502804 |
| SRE | SEMPRA ENERGY | 65,050 | $6.856M | 0.1% | $28.99 | +24.7% | Common Stock | 816851109 |
| — | US Treasury Bill 0.00% 3/19/15 | 6,847,001 | $6.846M | 0.1% | $1.00 | — | US GOVERNMENT | 912796EZ8 |
| — | Government National Mortgage Association 8.00% 4/15/38 | 5,601,127 | $6.819M | 0.1% | $1.23 | — | MBS 30yr | 36241LNH5 |
| — | Blackrock 5.50% 2/15/18 | 6,454,797 | $6.641M | 0.1% | $1.04 | — | US DOMESTIC | 092533AB4 |
| — | Government National Mortgage Association 7.00% 2/16/40 | 6,183,645 | $6.558M | 0.0% | $1.16 | — | Agncy CMBS | 38376GVW7 |
| — | ARES CAP CORP | 6,284,000 | $6.552M | 0.0% | $1.06 | — | Corporate Bonds | 04010LAB9 |
| — | Government National Mortgage Association 7.00% 5/15/33 | 5,524,196 | $6.546M | 0.0% | $1.18 | — | MBS 30yr | 36241LKR6 |
| — | Government National Mortgage Association VRN 12/16/50 | 5,663,345 | $6.521M | 0.0% | $1.12 | — | Agncy CMBS | 38376GXR6 |
| — | Government National Mortgage Association 6.50% 1/15/33 | 5,385,196 | $6.317M | 0.0% | $1.19 | — | MBS 30yr | 36241LCP9 |
| — | KEYCORP NEW | 46,940 | $6.15M | 0.0% | $131.02 | — | PUBLIC | 493267405 |
| — | Government National Mortgage Association 7.00% 11/16/40 | 5,538,973 | $6.149M | 0.0% | $1.13 | — | Agncy CMBS | 38376GWT3 |
| — | RPM INTL INC | 5,437,907 | $6.105M | 0.0% | $1.13 | — | US DOMESTIC | 749685AT0 |
| — | Chesapeake Energy Corp Preferred 5.75% Perpetual | 5,336 | $6.024M | 0.0% | $1325.39 | — | PUBLIC | 165167768 |
| — | Government National Mortgage Association 7.50% 8/15/34 | 4,818,743 | $5.853M | 0.0% | $1.23 | — | MBS 30yr | 36241KZK7 |
| — | Government National Mortgage Association 8.50% 2/15/32 | 4,926,580 | $5.813M | 0.0% | $1.17 | — | MBS 30yr | 36241LNJ1 |
| — | Government National Mortgage Association 7.00% 11/15/32 | 4,806,502 | $5.701M | 0.0% | $1.22 | — | MBS 30yr | 36225BV21 |
| DLR | DIGITAL RLTY TR INC | 89,944 | $5.612M | 0.0% | $36.21 | +15.0% | REIT | 253868103 |
| — | Government National Mortgage Association 6.00% 11/15/39 | 4,527,763 | $5.353M | 0.0% | $1.16 | — | MBS 30yr | 36241LE69 |
| — | Government National Mortgage Association 6.50% 7/15/34 | 4,550,880 | $5.269M | 0.0% | $1.15 | — | MBS 30yr | 36241LK62 |
| — | TYSON FOODS INC | 102,488 | $5.162M | 0.0% | $50.37 | — | PUBLIC | 902494301 |
| — | CLOUD PEAK ENERGY INC | 408,319 | $5.154M | 0.0% | $15.17 | — | Common Stock | 18911Q102 |
| — | Government National Mortgage Association VRN 12/20/38 | 4,355,126 | $4.98M | 0.0% | $1.21 | — | Agncy CMO Other | 38378MH99 |
| — | Government National Mortgage Association 5.50% 1/15/39 | 4,243,378 | $4.865M | 0.0% | $1.13 | — | MBS 30yr | 3622A2C42 |
| — | Government National Mortgage Association II VRN 2/20/39 | 4,119,994 | $4.84M | 0.0% | $1.19 | — | Agncy CMO Other | 38378TLP3 |
| — | RAYONIER TRS HLDGS INC | 3,505,033 | $4.68M | 0.0% | $1.53 | — | US DOMESTIC | 75508AAC0 |
| — | Kaiser Aluminum Corp 4.50% 4/1/15 | 2,933,890 | $4.671M | 0.0% | $1.51 | — | US DOMESTIC | 483007AB6 |
| — | DOMINION RES INC VA NEW | 92,498 | $4.617M | 0.0% | $50.81 | — | PUBLIC | 25746U869 |
| — | Aurelius AG | 128,965 | $4.612M | 0.0% | $36.54 | — | Common Stock | D04986101 |
| — | BLACKROCK INC | 13,130 | $4.311M | 0.0% | $317.75 | — | Common Stock | 09247X101 |
| — | Government National Mortgage Association 8.00% 10/15/27 | 3,620,177 | $4.305M | 0.0% | $1.22 | — | MBS 30yr | 36225BFG8 |
| — | Government National Mortgage Association 7.125% 3/15/23 | 3,732,399 | $4.241M | 0.0% | $1.15 | — | MBS 30yr | 36290NKE1 |
| — | Government National Mortgage Association 10.00% 4/15/25 | 3,652,965 | $4.186M | 0.0% | $1.17 | — | MBS 30yr | 36241LL53 |
| MSFT | MICROSOFT CORP | 87,640 | $4.063M | 0.0% | $33.71 | +11.7% | Common Stock | 594918104 |
| — | NUANCE COMMUNICATIONS INC | 4,091,996 | $4.036M | 0.0% | $1.01 | — | US DOMESTIC | 67020YAF7 |
| — | MCGRAW HILL FINL INC | 46,860 | $3.958M | 0.0% | $82.34 | — | Common Stock | 580645109 |
| QCOM | QUALCOMM INC | 52,650 | $3.937M | 0.0% | $55.52 | -0.2% | Common Stock | 747525103 |
| — | Government National Mortgage Association 10.00% 2/15/26 | 3,436,845 | $3.932M | 0.0% | $1.16 | — | MBS 30yr | 36241KZJ0 |
| — | Government National Mortgage Association II 8.00% 10/20/27 | 3,200,314 | $3.877M | 0.0% | $1.22 | — | MBS 30yr | 36225BZ76 |
| TJX | TJX COS INC NEW | 64,710 | $3.829M | 0.0% | $24.21 | -0.4% | Common Stock | 872540109 |
| TMO | THERMO FISHER SCIENTIFIC INC | 30,670 | $3.733M | 0.0% | $112.40 | +4.4% | Common Stock | 883556102 |
| — | Government National Mortgage Association 6.50% 5/15/29 | 3,180,828 | $3.692M | 0.0% | $1.14 | — | MBS 30yr | 36225BEL8 |
| — | MACQUARIE INFRASTR CO LLC | 3,292,929 | $3.652M | 0.0% | $1.11 | — | US DOMESTIC | 55608BAA3 |
| — | Government National Mortgage Association 7.00% 12/20/32 | 3,015,004 | $3.586M | 0.0% | $1.18 | — | MBS 30yr | 36241KLW6 |
| — | TYCO INTERNATIONAL LTD | 80,170 | $3.574M | 0.0% | $45.42 | — | Common Stock | H89128104 |
| DIS | DISNEY WALT CO | 39,730 | $3.538M | 0.0% | $71.88 | +10.3% | Common Stock | 254687106 |
| — | WALGREEN CO | 59,060 | $3.501M | 0.0% | $73.43 | — | Common Stock | 931422109 |
| — | Government National Mortgage Association II 8.00% 11/20/31 | 2,895,143 | $3.491M | 0.0% | $1.25 | — | MBS 30yr | 36225BSP4 |
| HD | HOME DEPOT INC | 38,009 | $3.487M | 0.0% | $59.87 | +9.8% | Common Stock | 437076102 |
| — | ST JUDE MED INC | 57,160 | $3.438M | 0.0% | $69.20 | — | Common Stock | 790849103 |
| — | Government National Mortgage Association 7.50% 2/15/35 | 2,806,236 | $3.41M | 0.0% | $1.20 | — | MBS 30yr | 36241KZL5 |
| UNP | UNION PAC CORP | 31,220 | $3.385M | 0.0% | $79.36 | +1.2% | Common Stock | 907818108 |
| JNJ | JOHNSON & JOHNSON | 30,680 | $3.271M | 0.0% | $63.54 | +19.0% | Common Stock | 478160104 |
| CME | CME GROUP INC | 40,750 | $3.259M | 0.0% | $45.67 | +4.9% | Common Stock | 12572Q105 |
| — | Illumina Inc 0.50% 6/15/21 | 3,004,479 | $3.216M | 0.0% | $1.07 | — | PRIV PLACEMENT | 452327AG4 |
| LYB | LYONDELLBASELL INDUSTRIES N | 28,911 | $3.142M | 0.0% | $42.61 | +39.0% | Common Stock | N53745100 |
| — | Government National Mortgage Association VRN 5/16/44 | 2,586,695 | $3.045M | 0.0% | $1.19 | — | Agncy CMO Other | 38379BXD5 |
| — | Government National Mortgage Association 7.50% 3/15/32 | 2,396,030 | $2.898M | 0.0% | $1.20 | — | MBS 30yr | 36225BUB2 |
| — | Government National Mortgage Association 10.00% 2/15/26 | 2,522,651 | $2.872M | 0.0% | $1.15 | — | MBS 30yr | 36241KVE5 |
| — | Government National Mortgage Association II 7.00% 4/20/32 | 2,381,669 | $2.842M | 0.0% | $1.19 | — | MBS 30yr | 36225BSV1 |
| — | CIENA CORP | 2,881,000 | $2.826M | 0.0% | $0.98 | — | Corporate Bonds | 171779AE1 |
| ZBH | ZIMMER HLDGS INC | 27,540 | $2.77M | 0.0% | $88.09 | +1.7% | Common Stock | 98956P102 |
| — | Government National Mortgage Association VRN 5/16/46 | 2,699,813 | $2.73M | 0.0% | $1.07 | — | Agncy CMBS | 38373MH60 |
| — | Entertainment One Ltd | 531,893 | $2.726M | 0.0% | $5.50 | — | Common Stock | 29382B102 |
| — | BAKER HUGHES INC | 41,710 | $2.714M | 0.0% | $73.68 | — | Common Stock | 057224107 |
| PPG | PPG INDS INC | 13,770 | $2.71M | 0.0% | $80.30 | +3.9% | Common Stock | 693506107 |
| — | Government National Mortgage Association 7.00% 10/20/27 | 2,286,053 | $2.679M | 0.0% | $1.17 | — | MBS 30yr | 36202CXZ1 |
| — | Government National Mortgage Association II 6.50% 1/20/28 | 2,315,681 | $2.675M | 0.0% | $1.18 | — | MBS 30yr | 36202CY72 |
| — | CBS CORP NEW | 48,350 | $2.587M | 0.0% | $61.87 | — | Common Stock | 124857202 |
| — | Owens-Brockway 3.00% 6/1/15 | 2,555,143 | $2.572M | 0.0% | $1.03 | — | PRIV PLACEMENT | 69073TAQ6 |
| — | Government National Mortgage Association II 6.50% 5/20/28 | 2,254,536 | $2.562M | 0.0% | $1.18 | — | MBS 30yr | 36202C2X0 |
| — | Government National Mortgage Association VRN 10/20/34 | 2,137,641 | $2.538M | 0.0% | $1.20 | — | Agncy CMO Other | 38378HJB3 |
| — | Government National Mortgage Association II 7.50% 11/20/29 | 2,025,833 | $2.475M | 0.0% | $1.21 | — | MBS 30yr | 36202DEL1 |
| — | Government National Mortgage Association VRN 8/16/46 | 2,434,904 | $2.446M | 0.0% | $1.06 | — | Agncy CMBS | 38374NJX6 |
| — | Government National Mortgage Association 8.00% 11/15/27 | 1,999,808 | $2.441M | 0.0% | $1.21 | — | MBS 30yr | 36225A7B0 |
| — | Government National Mortgage Association 6.50% 8/15/34 | 2,109,274 | $2.429M | 0.0% | $1.17 | — | MBS 30yr | 36241LNK8 |
| PHG | KONINKLIJKE PHILIPS N V | 70,070 | $2.222M | 0.0% | $32.23 | — | NY Reg Shrs | 500472303 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 108,880 | $2.198M | 0.0% | $20.80 | — | ADR | 874039100 |
| — | Government National Mortgage Association 7.00% 3/15/35 | 1,837,856 | $2.188M | 0.0% | $1.20 | — | MBS 30yr | 36241KHC5 |
| — | ALCOA INC | 43,500 | $2.171M | 0.0% | $49.91 | — | PUBLIC | 013817309 |
| — | Host Hotels & Resorts Lp 2.50% 10/15/2029 | 1,264,032 | $2.086M | 0.0% | $1.69 | — | PRIV PLACEMENT | 44107TAG1 |
| — | Government National Mortgage Association 7.50% 10/15/35 | 1,744,151 | $2.083M | 0.0% | $1.19 | — | MBS 30yr | 36241KKZ0 |
| MDLZ | MONDELEZ INTL INC | 59,900 | $2.053M | 0.0% | $28.12 | +0.7% | Common Stock | 609207105 |
| — | Government National Mortgage Association II 6.50% 1/20/29 | 1,745,359 | $2.039M | 0.0% | $1.16 | — | MBS 30yr | 36202DAA9 |
| — | Government National Mortgage Association 7.00% 1/15/39 | 1,672,260 | $1.996M | 0.0% | $1.19 | — | MBS 30yr | 3622A2AC6 |
| — | Government National Mortgage Association II 7.00% 10/20/25 | 1,640,009 | $1.91M | 0.0% | $1.20 | — | MBS 30yr | 36202CKJ1 |
| — | Federal Home Loan Mortgage Corp 9.00% 12/25/18 | 1,820,160 | $1.9M | 0.0% | $1.08 | — | MBS Other | 31335PNA9 |
| ACN | ACCENTURE PLC IRELAND | 23,330 | $1.898M | 0.0% | $65.95 | +0.3% | Common Stock | G1151C101 |
| — | MEAD JOHNSON NUTRITION CO | 19,500 | $1.877M | 0.0% | $94.72 | — | Common Stock | 582839106 |
| — | Government National Mortgage Association II 7.50% 9/20/29 | 1,540,565 | $1.875M | 0.0% | $1.21 | — | MBS 30yr | 36202DDP3 |
| PEP | PEPSICO INC | 19,020 | $1.771M | 0.0% | $60.75 | +6.8% | Common Stock | 713448108 |
| — | Government National Mortgage Association II 8.00% 12/20/30 | 1,411,581 | $1.765M | 0.0% | $1.22 | — | MBS 30yr | 36202DKZ3 |
| — | Government National Mortgage Association II 6.00% 3/20/33 | 1,526,047 | $1.756M | 0.0% | $1.15 | — | MBS 30yr | 36202DWX5 |
| — | Government National Mortgage Association 7.00% 12/15/34 | 1,473,406 | $1.744M | 0.0% | $1.24 | — | MBS 30yr | 36241KFV5 |
| UNH | UNITEDHEALTH GROUP INC | 19,940 | $1.72M | 0.0% | $70.34 | 0.0% | Common Stock | 91324P102 |
| — | CONSTELLIUM NV | 67,889 | $1.671M | 0.0% | $29.35 | — | Common Stock | N22035104 |
| — | Government National Mortgage Association II 6.50% 8/20/31 | 1,348,380 | $1.584M | 0.0% | $1.16 | — | MBS 30yr | 36202DPD7 |
| HON | HONEYWELL INTL INC | 16,810 | $1.566M | 0.0% | $65.38 | +2.6% | Common Stock | 438516106 |
| — | Government National Mortgage Association II 7.00% 12/20/27 | 1,334,380 | $1.556M | 0.0% | $1.20 | — | MBS 30yr | 36202CYT4 |
| — | Federal National Mortgage Association 7.50% 10/1/32 | 1,302,181 | $1.515M | 0.0% | $1.19 | — | MBS 30yr | 31410LHZ8 |
| — | Government National Mortgage Association II 7.50% 10/20/29 | 1,243,974 | $1.514M | 0.0% | $1.21 | — | MBS 30yr | 36202DD65 |
| — | EXELON CORP | 29,475 | $1.498M | 0.0% | $53.96 | — | PUBLIC | 30161N127 |
| — | SALESFORCE COM INC | 1,343,000 | $1.498M | 0.0% | $1.15 | — | Corporate Bonds | 79466LAD6 |
| — | Federal National Mortgage Association 5.50% 4/1/33 | 1,300,161 | $1.477M | 0.0% | $1.12 | — | MBS 30yr | 31385W4Z9 |
| — | Government National Mortgage Association 8.00% 1/20/30 | 1,211,579 | $1.476M | 0.0% | $1.23 | — | MBS 30yr | 36202DFH9 |
| — | US Treasury Bond 9.125% 5/15/18 | 1,118,416 | $1.428M | 0.0% | $1.28 | — | US GOVERNMENT | 912810EA2 |
| — | ELECTRONIC ARTS INC | 1,127,000 | $1.39M | 0.0% | $1.26 | — | Corporate Bonds | 285512AA7 |
| — | Federal Home Loan Mortgage Corp 8.00% 2/1/34 | 1,149,968 | $1.381M | 0.0% | $1.20 | — | MBS 30yr | 3128M85V2 |
| — | Government National Mortgage Association II 7.00% 11/20/27 | 1,150,359 | $1.357M | 0.0% | $1.16 | — | MBS 30yr | 36202CYF4 |
| — | Government National Mortgage Association II 7.00% 5/20/28 | 1,136,131 | $1.341M | 0.0% | $1.17 | — | MBS 30yr | 36202C2Y8 |
| — | Federal Home Loan Mortgage Corp 7.50% 4/25/24 | 1,163,716 | $1.319M | 0.0% | $1.15 | — | Agncy CMO Other | 3133T46G6 |
| — | SYNERON MEDICAL LTD | 130,397 | $1.308M | 0.0% | $12.40 | — | Common Stock | M87245102 |
| — | Government National Mortgage Association 7.00% 7/15/31 | 1,110,299 | $1.303M | 0.0% | $1.22 | — | MBS 30yr | 36225BPH5 |
| — | Government National Mortgage Association 7.75% 11/15/20 | 1,134,683 | $1.291M | 0.0% | $1.15 | — | MBS 30yr | 36290NFM9 |
| — | Government National Mortgage Association II 6.50% 10/20/28 | 1,104,220 | $1.278M | 0.0% | $1.15 | — | MBS 30yr | 36202C5T6 |
| — | Government National Mortgage Association 6.50% 10/15/38 | 1,085,244 | $1.263M | 0.0% | $1.15 | — | MBS 30yr | 36241LMC7 |
| — | Federal Home Loan Mortgage Corp 4.50% 12/1/39 | 1,138,834 | $1.242M | 0.0% | $1.06 | — | MBS 30yr | 312938KQ5 |
| — | Government National Mortgage Association II 8.00% 10/20/30 | 956,050 | $1.165M | 0.0% | $1.23 | — | MBS 30yr | 36202DJ93 |
| — | Government National Mortgage Association 7.00% 8/15/29 | 1,003,874 | $1.151M | 0.0% | $1.27 | — | MBS 30yr | 36225BFR4 |
| — | Intertain Group Ltd | 117,502 | $1.143M | 0.0% | $9.73 | — | Common Stock | 46111Q101 |
| — | Government National Mortgage Association VRN 9/16/41 | 1,121,949 | $1.134M | 0.0% | $1.05 | — | Agncy CMBS | 38373MWJ5 |
| — | Federal National Mortgage Association 8.00% 5/1/32 | 920,412 | $1.109M | 0.0% | $1.20 | — | MBS 30yr | 31410LH39 |
| — | Government National Mortgage Association 6.00% 3/15/33 | 951,081 | $1.104M | 0.0% | $1.16 | — | MBS 30yr | 36225BXB9 |
| — | Government National Mortgage Association 5.00% 9/15/33 | 979,521 | $1.085M | 0.0% | $1.15 | — | MBS 30yr | 36290SHN4 |
| GS | GOLDMAN SACHS GROUP INC | 5,900 | $1.084M | 0.0% | $140.58 | 0.0% | Common Stock | 38141G104 |
| — | Federal National Mortgage Association 3.50% 10/1/42 | 1,049,977 | $1.076M | 0.0% | $1.02 | — | MBS 30yr | 3138MBXL5 |
| — | Federal Home Loan Mortgage Corp 8.00% 10/17/29 | 867,889 | $1.075M | 0.0% | $1.23 | — | MBS Other | 31335PNL5 |
| CSTE | CAESARSTONE SDOT-YAM LTD | 20,402 | $1.055M | 0.0% | $45.58 | 0.0% | Common Stock | M20598104 |
| — | Government National Mortgage Association 6.00% 2/15/37 | 908,614 | $1.054M | 0.0% | $1.16 | — | MBS 30yr | 3622A2C91 |
| — | Government National Mortgage Association 5.00% 11/15/39 | 946,502 | $1.053M | 0.0% | $1.11 | — | MBS 30yr | 3620A9VL2 |
| — | Government National Mortgage Association 8.00% 1/15/31 | 985,539 | $1.044M | 0.0% | $1.07 | — | MBS Other | 36213BJW3 |
| — | Government National Mortgage Association II 8.00% 4/20/30 | 829,886 | $997K | 0.0% | $1.21 | — | MBS 30yr | 36202DGS4 |
| — | Government National Mortgage Association II 7.50% 12/20/29 | 833,454 | $997K | 0.0% | $1.21 | — | MBS 30yr | 36202DE23 |
| — | Government National Mortgage Association II 7.00% 9/20/27 | 840,522 | $987K | 0.0% | $1.18 | — | MBS 30yr | 36202CXL2 |
| — | Federal Home Loan Mortgage Corp 6.00% 5/1/33 | 834,718 | $964K | 0.0% | $1.11 | — | MBS 30yr | 31288JT71 |
| — | Government National Mortgage Association II 6.50% 4/20/28 | 785,880 | $915K | 0.0% | $1.16 | — | MBS 30yr | 36202C2J1 |
| — | Federal National Mortgage Association 5.00% 9/1/24 | 847,643 | $914K | 0.0% | $1.08 | — | MBS 15yr | 31412QJZ3 |
| — | Federal National Mortgage Association 7.50% 8/1/37 | 735,589 | $888K | 0.0% | $1.18 | — | MBS 30yr | 31418MJP8 |
| — | Government National Mortgage Association 7.50% 8/15/33 | 727,448 | $877K | 0.0% | $1.19 | — | MBS 30yr | 36241LGC4 |
| — | Government National Mortgage Association 8.00% 11/20/29 | 702,742 | $875K | 0.0% | $1.23 | — | MBS 30yr | 36202DEM9 |
| — | Government National Mortgage Association 7.00% 4/15/35 | 719,686 | $857K | 0.0% | $1.22 | — | MBS 30yr | 36241KMF2 |
| — | Government National Mortgage Association 6.50% 2/20/28 | 684,659 | $784K | 0.0% | $1.17 | — | MBS 30yr | 36202CZL0 |
| — | Federal Home Loan Mortgage Corp 7.50% 12/15/36 | 648,503 | $780K | 0.0% | $1.23 | — | Agncy CMO Other | 3137A0YK5 |
| — | Government National Mortgage Association 7.00% 2/20/26 | 664,501 | $774K | 0.0% | $1.16 | — | MBS 30yr | 36202CMR1 |
| — | Government National Mortgage Association II 6.00% 1/20/29 | 664,417 | $773K | 0.0% | $1.14 | — | MBS 30yr | 36202C7L1 |
| — | Government National Mortgage Association 7.00% 11/15/23 | 697,972 | $772K | 0.0% | $1.12 | — | MBS 30yr | 36204H6Q8 |
| — | Government National Mortgage Association 7.00% 3/15/32 | 657,681 | $768K | 0.0% | $1.17 | — | MBS 30yr | 36241KJG4 |
| — | Government National Mortgage Association 9.00% 12/15/17 | 702,339 | $751K | 0.0% | $1.09 | — | MBS 30yr | 36225ABQ2 |
| — | Government National Mortgage Association II 6.00% 2/20/35 | 628,104 | $724K | 0.0% | $1.15 | — | MBS 30yr | 36202ECQ0 |
| — | Federal National Mortgage Association 8.50% 10/1/32 | 583,021 | $714K | 0.0% | $1.21 | — | MBS 30yr | 31418MJT0 |
| — | Government National Mortgage Association II 7.00% 10/20/37 | 587,985 | $683K | 0.0% | $1.14 | — | MBS 30yr | 36202EP29 |
| — | Government National Mortgage Association 8.00% 12/20/29 | 546,935 | $678K | 0.0% | $1.21 | — | MBS 30yr | 36202DE31 |
| — | Government National Mortgage Association II 7.50% 2/20/30 | 548,023 | $671K | 0.0% | $1.18 | — | MBS 30yr | 36202DFY2 |
| — | Government National Mortgage Association 8.00% 1/20/31 | 558,227 | $668K | 0.0% | $1.18 | — | MBS 30yr | 36179NGF9 |
| — | Government National Mortgage Association II 6.00% 4/20/31 | 585,164 | $653K | 0.0% | $1.12 | — | Agncy CMO Z | 383739R76 |
| — | Federal National Mortgage Association 9.50% 4/1/30 | 516,723 | $613K | 0.0% | $1.20 | — | MBS 30yr | 31384WAH3 |
| — | Federal National Mortgage Association 5.00% 11/1/33 | 545,968 | $613K | 0.0% | $1.10 | — | MBS 30yr | 31403BQJ5 |
| — | Government National Mortgage Association 5.00% 7/15/33 | 545,475 | $607K | 0.0% | $1.10 | — | MBS 30yr | 36213FWS8 |
| — | Government National Mortgage Association 6.50% 10/16/24 | 530,295 | $605K | 0.0% | $1.16 | — | Agncy CMO Other | 3837H0GK3 |
| — | Government National Mortgage Association II 8.50% 11/20/31 | 474,287 | $598K | 0.0% | $1.25 | — | MBS 30yr | 36225BYL6 |
| — | Government National Mortgage Association 5.50% 1/15/35 | 512,821 | $575K | 0.0% | $1.11 | — | MBS 30yr | 36241KB72 |
| ITUB | ITAU UNIBANCO HLDG SA | 40,565 | $564K | 0.0% | $14.15 | — | ADR | 465562106 |
| — | Government National Mortgage Association 6.50% 3/16/31 | 493,736 | $559K | 0.0% | $1.13 | — | Agncy CMO Other | 383739LD9 |
| — | Government National Mortgage Association II 8.00% 3/20/30 | 435,973 | $536K | 0.0% | $1.23 | — | MBS 30yr | 36202DGE5 |
| — | Federal National Mortgage Association 8.00% 12/1/36 | 434,681 | $528K | 0.0% | $1.21 | — | MBS 30yr | 3138EGM50 |
| — | Government National Mortgage Association 8.00% 10/20/29 | 437,507 | $526K | 0.0% | $1.16 | — | MBS 30yr | 36202DD73 |
| — | Government National Mortgage Association II 8.00% 10/20/27 | 439,992 | $525K | 0.0% | $1.22 | — | MBS 30yr | 36202CX40 |
| — | Government National Mortgage Association 7.92% 7/15/23 | 497,932 | $524K | 0.0% | $1.06 | — | MBS Other | 36213BSQ6 |
| — | Government National Mortgage Association II 5.50% 2/20/40 | 456,302 | $519K | 0.0% | $1.11 | — | MBS 30yr | 36202FEK8 |
| — | Government National Mortgage Association II 7.50% 8/20/30 | 422,948 | $516K | 0.0% | $1.17 | — | MBS 30yr | 36202DJA0 |
| — | Government National Mortgage Association 7.75% 9/15/33 | 484,273 | $515K | 0.0% | $1.07 | — | MBS Other | 36213NGH3 |
| — | Government National Mortgage Association II 6.50% 6/20/26 | 435,080 | $512K | 0.0% | $1.16 | — | MBS 30yr | 36202CPP2 |
| — | Federal National Mortgage Association 8.00% 9/1/30 | 437,630 | $512K | 0.0% | $1.26 | — | MBS 30yr | 31384WMW7 |
| — | Fannie Mae Grantor Trust 7.50% 7/25/41 | 421,459 | $500K | 0.0% | $1.21 | — | Agncy CMO Other | 31359SR69 |
| — | Government National Mortgage Association 6.50% 5/16/31 | 424,754 | $482K | 0.0% | $1.15 | — | Agncy CMO Other | 3837394D8 |
| — | Government National Mortgage Association 6.50% 7/20/32 | 413,247 | $470K | 0.0% | $1.15 | — | Agncy CMO Z | 38373X4R4 |
| — | Federal National Mortgage Associaton VRN 8/25/33 | 393,525 | $463K | 0.0% | $1.21 | — | Agncy CMO Other | 31393UAN3 |
| — | Government National Mortgage Association II 7.00% 3/20/38 | 397,461 | $460K | 0.0% | $1.12 | — | MBS 30yr | 36202ERW1 |
| — | Government National Mortgage Association II 7.00% 10/20/38 | 392,314 | $452K | 0.0% | $1.12 | — | MBS 30yr | 36202EW70 |
| — | Federal National Mortgage Association 6.00% 9/1/35 | 392,976 | $447K | 0.0% | $1.10 | — | MBS 30yr | 31376KTH9 |
| — | Government National Mortgage Association 8.60% 5/15/27 | 450,615 | $446K | 0.0% | $1.00 | — | MBS Other | 36213BSG8 |
| EPI | WISDOMTREE TR | 20,028 | $439K | 0.0% | $15.38 | — | ETP | 97717W422 |
| — | Government National Mortgage Association 6.50% 6/20/32 | 373,026 | $424K | 0.0% | $1.15 | — | Agncy CMO Other | 38373MDN7 |
| — | Federal National Mortgage Association 6.50% 4/1/32 | 361,270 | $422K | 0.0% | $1.13 | — | MBS 30yr | 31385JEL8 |
| — | Federal National Mortgage Association 7.00% 2/1/25 | 371,994 | $420K | 0.0% | $1.13 | — | MBS 30yr | 31373T3L2 |
| — | Government National Mortgage Association II 6.50% 10/20/34 | 363,097 | $420K | 0.0% | $1.16 | — | MBS 30yr | 36202EC64 |
| — | Government National Mortgage Association 7.00% 1/20/26 | 360,319 | $418K | 0.0% | $1.17 | — | MBS 30yr | 36202CMA8 |
| — | Federal National Mortgage Association 8.50% 12/1/24 | 361,371 | $415K | 0.0% | $1.18 | — | MBS 30yr | 31373TUF5 |
| — | Government National Mortgage Association 6.00% 2/20/29 | 367,027 | $412K | 0.0% | $1.12 | — | Agncy CMO Z | 3837H1U90 |
| — | Federal Home Loan Mortgage Corp 4.00% 2/1/41 | 383,248 | $407K | 0.0% | $1.06 | — | MBS 30yr | 3128M8H49 |
| — | Federal Home Loan Mortgage Corp 6.00% 6/1/34 | 350,322 | $404K | 0.0% | $1.11 | — | MBS 30yr | 31297A3B8 |
| — | Federal National Mortgage Association 7.00% 2/1/24 | 351,279 | $403K | 0.0% | $1.14 | — | MBS 30yr | 313615US3 |
| — | Government National Mortgage Association II 6.00% 11/20/31 | 343,560 | $396K | 0.0% | $1.15 | — | MBS 30yr | 36202DQM6 |
| — | Federal Home Loan Mortgage Corp 5.00% 8/1/33 | 341,023 | $382K | 0.0% | $1.08 | — | MBS 30yr | 31296MGB9 |
| — | Government National Mortgage Association 9.00% 10/15/29 | 305,469 | $381K | 0.0% | $1.23 | — | MBS 30yr | 36225BGZ5 |
| — | Government National Mortgage Association II 7.50% 3/20/30 | 307,920 | $373K | 0.0% | $1.20 | — | MBS 30yr | 36202DGD7 |
| — | Federal National Mortgage Association 6.00% 9/1/35 | 324,854 | $367K | 0.0% | $1.11 | — | MBS 30yr | 31402RRR2 |
| — | Government National Mortgage Association II 8.00% 5/20/30 | 280,297 | $342K | 0.0% | $1.18 | — | MBS 30yr | 36202DG70 |
| — | Government National Mortgage Association II 7.00% 1/20/29 | 290,323 | $341K | 0.0% | $1.13 | — | MBS 30yr | 36202DAB7 |
| — | Federal Home Loan Mortgage Corp 6.50% 12/1/33 | 286,596 | $341K | 0.0% | $1.11 | — | MBS 30yr | 3128M5CD0 |
| — | Federal National Mortgage Association 7.50% 4/1/20 | 312,350 | $339K | 0.0% | $1.12 | — | MBS 20yr | 31384VTA0 |
| — | Government National Mortgage Association II 7.00% 8/20/31 | 283,960 | $338K | 0.0% | $1.18 | — | MBS 30yr | 36202DPE5 |
| — | Government National Mortgage Association II 8.00% 8/20/27 | 265,432 | $327K | 0.0% | $1.22 | — | MBS 30yr | 36202CXB4 |
| — | Government National Mortgage Association II 6.50% 6/20/28 | 283,922 | $326K | 0.0% | $1.14 | — | Agncy CMO Other | 3837H1PL9 |
| — | Government National Mortgage Association 6.50% 8/20/31 | 317,703 | $326K | 0.0% | $1.04 | — | Agncy CMO Other | 38373RWF2 |
| — | Government National Mortgage Association II 8.00% 9/20/29 | 270,323 | $326K | 0.0% | $1.25 | — | MBS 30yr | 36202DDQ1 |
| — | Government National Mortgage Association II 8.00% 7/20/30 | 257,649 | $324K | 0.0% | $1.24 | — | MBS 30yr | 36202DHX2 |
| — | Government National Mortgage Association II 6.00% 12/20/31 | 276,883 | $319K | 0.0% | $1.14 | — | MBS 30yr | 36202DQZ7 |
| — | Government National Mortgage Association II 8.00% 8/20/26 | 259,454 | $317K | 0.0% | $1.19 | — | MBS 30yr | 36202CQX4 |
| — | Government National Mortgage Association 7.75% 6/15/30 | 305,314 | $307K | 0.0% | $1.00 | — | MBS Other | 36212YTT0 |
| — | Government National Mortgage Association II 6.00% 1/20/32 | 262,730 | $304K | 0.0% | $1.15 | — | MBS 30yr | 36202DRG8 |
| — | Government National Mortgage Association II 7.50% 11/20/29 | 261,471 | $303K | 0.0% | $1.17 | — | Agncy CMO Z | 3837H3FY8 |
| — | Government National Mortgage Association 8.00% 11/16/29 | 249,833 | $295K | 0.0% | $1.19 | — | Agncy CMO Z | 3837H3LY1 |
| — | Federal National Mortgage Association 6.50% 7/18/28 | 255,100 | $290K | 0.0% | $1.15 | — | Agncy CMO Other | 31359T3Y2 |
| LUV | SOUTHWEST AIRLS CO | 8,532 | $289K | 0.0% | $11.89 | +126.3% | Common Stock | 844741108 |
| — | Government National Mortgage Association II 7.50% 4/20/30 | 243,859 | $287K | 0.0% | $1.21 | — | MBS 30yr | 36202DGR6 |
| — | Government National Mortgage Association 6.50% 1/15/33 | 241,179 | $283K | 0.0% | $1.18 | — | MBS 30yr | 36225B2G2 |
| — | Government National Mortgage Association II 8.00% 9/20/27 | 251,835 | $281K | 0.0% | $1.22 | — | MBS 30yr | 36202CXP3 |
| — | Government National Mortgage Association II 7.00% 3/20/32 | 234,872 | $281K | 0.0% | $1.19 | — | MBS 30yr | 36202DSD4 |
| — | Government National Mortgage Association 6.50% 3/15/34 | 239,985 | $281K | 0.0% | $1.17 | — | MBS 30yr | 36225B5K0 |
| — | Government National Mortgage Association 6.00% 12/15/23 | 255,186 | $280K | 0.0% | $1.09 | — | MBS 15yr | 36296UKB5 |
| — | Government National Mortgage Association 6.00% 9/15/34 | 240,518 | $279K | 0.0% | $1.16 | — | MBS 30yr | 36241LX92 |
| — | Government National Mortgage Association II 6.50% 5/20/32 | 242,524 | $278K | 0.0% | $1.15 | — | Agncy CMO Z | 38373W4S4 |
| — | Government National Mortgage Association 6.50% 4/20/28 | 240,125 | $278K | 0.0% | $1.17 | — | Agncy CMO Z | 3837H1UD1 |
| CVX | CHEVRON CORP NEW | 2,290 | $274K | 0.0% | $74.16 | +5.9% | Common Stock | 166764100 |
| — | Federal Home Loan Mortgage Corp 7.00% 10/17/34 | 231,276 | $273K | 0.0% | $1.15 | — | MBS Other | 31335PMB8 |
| — | Government National Mortgage Association 8.50% 7/15/32 | 210,991 | $269K | 0.0% | $1.25 | — | MBS 30yr | 36225BUX4 |
| — | Government National Mortgage Association 5.00% 10/15/34 | 242,051 | $269K | 0.0% | $1.09 | — | MBS 30yr | 36241KMA3 |
| — | Government National Mortgage Association II 6.50% 5/20/33 | 225,129 | $264K | 0.0% | $1.17 | — | MBS 30yr | 36202DXV8 |
| — | Government National Mortgage Association II 6.50% 4/20/28 | 239,185 | $263K | 0.0% | $1.11 | — | MBS 30yr | 36209ERU8 |
| — | Government National Mortgage Association II 7.00% 9/20/38 | 221,270 | $251K | 0.0% | $1.13 | — | MBS 30yr | 36202EWG0 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/37 | 218,345 | $250K | 0.0% | $1.09 | — | MBS 30yr | 3128M4RD7 |
| — | Government National Mortgage Association 8.25% 9/15/30 | 237,190 | $250K | 0.0% | $1.07 | — | MBS Other | 36210KPU3 |
| — | Government National Mortgage Association II 7.50% 9/20/28 | 204,573 | $248K | 0.0% | $1.15 | — | MBS 30yr | 36202C5F6 |
| — | Government National Mortgage Association II 7.50% 1/20/30 | 203,114 | $248K | 0.0% | $1.21 | — | MBS 30yr | 36202DFG1 |
| — | Government National Mortgage Association II 6.50% 8/20/33 | 210,473 | $248K | 0.0% | $1.14 | — | MBS 30yr | 36202DY54 |
| — | Federal Home Loan Mortgage Corp 8.00% 7/1/29 | 204,406 | $248K | 0.0% | $1.26 | — | MBS 30yr | 31283HJE6 |
| — | Government National Mortgage Association II 6.00% 1/20/34 | 214,205 | $247K | 0.0% | $1.15 | — | MBS 30yr | 36202D3J8 |
| — | Government National Mortgage Association II 7.00% 2/20/28 | 208,811 | $242K | 0.0% | $1.12 | — | MBS 30yr | 36202CZM8 |
| CCK | CROWN HOLDINGS INC | 5,383 | $240K | 0.0% | $45.73 | 0.0% | Common Stock | 228368106 |
| — | Government National Mortgage Association 7.00% 8/15/34 | 200,647 | $237K | 0.0% | $1.16 | — | MBS 30yr | 36241LC95 |
| — | Government National Mortgage Association 8.00% 11/15/33 | 219,981 | $234K | 0.0% | $1.07 | — | MBS Other | 36200TNP9 |
| — | Government National Mortgage Association 8.00% 12/15/25 | 195,573 | $224K | 0.0% | $1.15 | — | MBS 30yr | 36225BQB7 |
| — | Government National Mortgage Association II 6.50% 5/20/31 | 191,228 | $224K | 0.0% | $1.15 | — | MBS 30yr | 36202DM57 |
| — | Government National Mortgage Association 8.00% 8/15/31 | 206,758 | $220K | 0.0% | $1.07 | — | MBS Other | 36213NH25 |
| — | Federal Home Loan Mortgage Corp 6.50% 7/1/32 | 192,074 | $218K | 0.0% | $1.12 | — | MBS 30yr | 31287U4M1 |
| — | Government National Mortgage Association 7.00% 3/20/26 | 185,904 | $217K | 0.0% | $1.16 | — | MBS 30yr | 36202CM91 |
| — | Government National Mortgage Association II 6.50% 12/20/32 | 187,259 | $212K | 0.0% | $1.17 | — | MBS 30yr | 36202DVP3 |
| — | Government National Mortgage Association 7.125% 7/15/25 | 194,301 | $212K | 0.0% | $1.12 | — | MBS 30yr | 36290NM74 |
| — | Federal National Mortgage Association 6.00% 9/1/32 | 183,045 | $212K | 0.0% | $1.10 | — | MBS 30yr | 31390MHY3 |
| — | Federal National Mortgage Association 6.00% 2/1/33 | 179,938 | $205K | 0.0% | $1.09 | — | MBS 30yr | 31400A2X5 |
| — | DISCOVER FINL SVCS | 3,165 | $204K | 0.0% | $50.54 | — | Common Stock | 254709108 |
| — | Government National Mortgage Association 7.00% 9/15/31 | 168,279 | $199K | 0.0% | $1.17 | — | MBS 30yr | 36225BPM4 |
| — | Government National Mortgage Association II 7.00% 12/20/37 | 175,054 | $197K | 0.0% | $1.14 | — | MBS 30yr | 36202EQP7 |
| — | Government National Mortgage Association 7.50% 9/16/35 | 168,781 | $195K | 0.0% | $1.17 | — | Agncy CMO Other | 38374L5Z0 |
| — | Government National Mortgage Association II 6.50% 8/20/32 | 166,374 | $195K | 0.0% | $1.17 | — | MBS 30yr | 36225BYE2 |
| — | Government National Mortgage Association II 6.50% 1/20/32 | 165,274 | $195K | 0.0% | $1.18 | — | MBS 30yr | 36225BRH3 |
| — | Government National Mortgage Association II 6.00% 9/20/23 | 178,664 | $194K | 0.0% | $1.11 | — | MBS 15yr | 36202EVX4 |
| — | Government National Mortgage Association 6.00% 1/15/22 | 172,874 | $188K | 0.0% | $1.09 | — | MBS 15yr | 36241KLN6 |
| — | Government National Mortgage Association II 6.00% 2/20/29 | 160,904 | $187K | 0.0% | $1.14 | — | MBS 30yr | 36202DAN1 |
| — | Government National Mortgage Association VRN 2/16/44 | 182,466 | $185K | 0.0% | $1.03 | — | Agncy CMBS | 38373MSR2 |
| — | Governmet National Mortgage Association 5.00% 4/15/33 | 163,636 | $182K | 0.0% | $1.11 | — | MBS 30yr | 36200KR41 |
| — | Government National Mortgage Association 6.00% 2/15/33 | 153,656 | $179K | 0.0% | $1.13 | — | MBS 30yr | 36225BWZ7 |
| — | Government National Mortgage Association II 6.50% 3/20/26 | 156,272 | $179K | 0.0% | $1.11 | — | MBS 30yr | 36202CM83 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 1,287 | $178K | 0.0% | $117.23 | +13.6% | Common Stock | 084670702 |
| — | Government National Mortgage Association II 7.00% 3/20/28 | 150,427 | $178K | 0.0% | $1.15 | — | MBS 30yr | 36202CZ55 |
| GD | GENERAL DYNAMICS CORP | 1,392 | $177K | 0.0% | $65.33 | +45.5% | Common Stock | 369550108 |
| — | Government National Mortgage Association II 6.00% 2/20/34 | 152,510 | $176K | 0.0% | $1.15 | — | MBS 30yr | 36202D4A6 |
| — | Government National Mortgage Association II 7.50% 11/20/27 | 145,375 | $176K | 0.0% | $1.17 | — | MBS 30yr | 36202CYG2 |
| — | Government National Mortgage Association II 6.50% 8/16/29 | 154,202 | $175K | 0.0% | $1.15 | — | Agncy CMO Other | 38373XDM5 |
| — | Government National Mortgage Association II 7.00% 11/20/31 | 146,231 | $175K | 0.0% | $1.18 | — | MBS 30yr | 36202DQP9 |
| — | Government National Mortgage Association II 8.00% 8/20/31 | 141,245 | $173K | 0.0% | $1.22 | — | MBS 30yr | 36202FLW4 |
| — | HANESBRANDS INC | 1,580 | $170K | 0.0% | $64.49 | — | Common Stock | 410345102 |
| — | Government National Mortgage Association 6.50% 6/20/28 | 143,845 | $167K | 0.0% | $1.13 | — | Agncy CMO Z | 3837H1XU0 |
| — | Government National Mortgage Association II 7.00% 7/20/28 | 141,247 | $166K | 0.0% | $1.18 | — | MBS 30yr | 36202C3Z4 |
| — | Government National Mortgage Association II 7.50% 10/20/28 | 139,620 | $162K | 0.0% | $1.20 | — | MBS 30yr | 36202C5V1 |
| COST | COSTCO WHSL CORP NEW | 1,289 | $162K | 0.0% | $91.64 | +6.0% | Common Stock | 22160K105 |
| — | Government National Mortgage Association 6.50% 12/15/38 | 142,878 | $162K | 0.0% | $1.14 | — | MBS 30yr | 36241KYF9 |
| — | Federal National Mortgage Association 5.50% 7/1/33 | 137,817 | $157K | 0.0% | $1.09 | — | MBS 30yr | 31402ACV6 |
| — | Government National Mortgage Association II 7.00% 8/20/27 | 130,632 | $154K | 0.0% | $1.17 | — | MBS 30yr | 36202CW82 |
| — | Government National Mortgage Association 7.00% 11/20/28 | 128,310 | $152K | 0.0% | $1.19 | — | MBS 30yr | 36202C6L2 |
| GPK | GRAPHIC PACKAGING HLDG CO | 12,177 | $152K | 0.0% | $11.63 | +5.4% | Common Stock | 388689101 |
| — | Government National Mortgage Association II 6.50% 6/20/31 | 126,715 | $148K | 0.0% | $1.16 | — | MBS 30yr | 36202DNL1 |
| — | Government National Mortgage Association II 8.00% 6/20/30 | 123,504 | $147K | 0.0% | $1.20 | — | Agncy CMO Z | 3837H4ND3 |
| — | Government National Mortgage Association II 8.00% 7/20/27 | 118,772 | $146K | 0.0% | $1.21 | — | MBS 30yr | 36202CWU3 |
| — | Government National Mortgage Association 7.00% 10/15/23 | 132,637 | $145K | 0.0% | $1.11 | — | MBS 30yr | 36203EHB7 |
| — | Government National Mortgage Association II 8.00% 5/20/27 | 119,130 | $142K | 0.0% | $1.19 | — | MBS 30yr | 36202CV26 |
| — | Government National Mortgage Association II 8.00% 10/20/26 | 114,951 | $141K | 0.0% | $1.22 | — | MBS 30yr | 36202CR21 |
| TRN | TRINITY INDS INC | 2,980 | $140K | 0.0% | $14.06 | +67.8% | Common Stock | 896522109 |
| WLK | WESTLAKE CHEM CORP | 1,606 | $140K | 0.0% | $46.76 | +64.0% | Common Stock | 960413102 |
| — | Government National Mortgage Association II 6.50% 6/20/28 | 119,702 | $139K | 0.0% | $1.18 | — | MBS 30yr | 36202C3L5 |
| — | Government National Mortgage Association II 7.00% 12/20/28 | 113,576 | $135K | 0.0% | $1.18 | — | MBS 30yr | 36202C7B3 |
| — | Government National Mortgage Association 8.25% 4/15/20 | 120,247 | $135K | 0.0% | $1.15 | — | MBS 30yr | 36225A4V9 |
| — | NRG YIELD INC | 2,783 | $131K | 0.0% | $52.10 | — | Common Stock | 62942X108 |
| — | Government National Mortgage Association 7.49% 9/15/20 | 117,605 | $131K | 0.0% | $1.13 | — | MBS 30yr | 3622013E3 |
| — | Government National Mortgage Association II 7.50% 2/20/29 | 108,813 | $131K | 0.0% | $1.24 | — | MBS 30yr | 36202DAS0 |
| — | Federal Home Loan Mortgage Corp 5.50% 7/1/20 | 119,558 | $130K | 0.0% | $1.07 | — | MBS 15yr | 31283K4G0 |
| — | Federal National Mortgage Association 6.00% 9/1/32 | 110,655 | $127K | 0.0% | $1.10 | — | MBS 30yr | 31376JZ44 |
| — | Government National Mortgage Association II 7.00% 10/20/31 | 101,931 | $122K | 0.0% | $1.18 | — | MBS 30yr | 36202DQC8 |
| — | Government National Mortgage Association II 8.00% 11/20/26 | 101,327 | $122K | 0.0% | $1.21 | — | MBS 30yr | 36202CSM6 |
| — | Government National Mortgage Association II 7.00% 6/20/28 | 102,120 | $120K | 0.0% | $1.17 | — | MBS 30yr | 36202C3M3 |
| — | Government National Mortgage Association II 7.00% 8/20/28 | 101,907 | $119K | 0.0% | $1.14 | — | MBS 30yr | 36202C4Q3 |
| MCK | MCKESSON CORP | 597 | $117K | 0.0% | $122.80 | +44.0% | Common Stock | 58155Q103 |
| — | Government National Mortgage Association II 6.50% 2/20/31 | 99,257 | $116K | 0.0% | $1.13 | — | MBS 30yr | 36202DLU3 |
| — | Federal National Mortgage Association 7.50% 8/1/29 | 99,820 | $116K | 0.0% | $1.16 | — | MBS 30yr | 31383PLM6 |
| — | Federal National Mortgage Association 7.50% 2/20/30 | 96,292 | $115K | 0.0% | $1.18 | — | Agncy CMO Z | 31359XYK9 |
| — | Government National Mortgage Association II 7.00% 2/20/31 | 98,081 | $115K | 0.0% | $1.14 | — | MBS 30yr | 36202DLV1 |
| — | Government National Mortgage Association II 7.00% 7/20/29 | 95,894 | $114K | 0.0% | $1.13 | — | MBS 30yr | 36202DCU3 |
| — | Government National Mortgage Association 6.00% 1/15/24 | 99,938 | $114K | 0.0% | $1.10 | — | MBS 30yr | 36203EPD4 |
| — | Government National Mortgage Association II 6.50% 3/20/31 | 94,565 | $111K | 0.0% | $1.11 | — | MBS 30yr | 36202DMA6 |
| — | Government National Mortgage Association II 6.50% 12/20/27 | 94,847 | $110K | 0.0% | $1.18 | — | MBS 30yr | 36202CYS6 |
| — | Government National Mortgage Association 7.00% 4/15/31 | 92,760 | $110K | 0.0% | $1.15 | — | MBS 30yr | 36225BQK7 |
| — | Government National Mortgage Association II 8.00% 1/20/26 | 92,959 | $107K | 0.0% | $1.16 | — | MBS 30yr | 36202CMD2 |
| — | Federal National Mortgage Association 7.50% 5/20/27 | 88,633 | $104K | 0.0% | $1.17 | — | Agncy CMO Other | 31359PSF4 |
| — | Government National Mortgage Association II 7.00% 5/20/29 | 87,961 | $103K | 0.0% | $1.17 | — | MBS 30yr | 36202DBY6 |
| — | Federal National Mortgage Association 6.00% 5/1/29 | 90,623 | $103K | 0.0% | $1.09 | — | MBS 30yr | 31382YR83 |
| — | Government National Mortgage Association 7.50% 8/15/21 | 93,622 | $102K | 0.0% | $1.10 | — | MBS 30yr | 362203K75 |
| — | Federal Home Loan Mortgage Corp 6.50% 12/1/32 | 86,985 | $101K | 0.0% | $1.10 | — | MBS 30yr | 31283H6C4 |
| — | Government National Mortgage Association 7.00% 7/15/31 | 85,585 | $101K | 0.0% | $1.18 | — | MBS 30yr | 36225BPC6 |
| — | Federal National Mortgage Association 6.50% 8/1/36 | 88,542 | $101K | 0.0% | $1.12 | — | MBS 30yr | 31403DRY7 |
| ALK | ALASKA AIR GROUP INC | 2,288 | $100K | 0.0% | $34.58 | +22.2% | Common Stock | 011659109 |
| — | Government National Mortgage Association II 6.50% 3/20/32 | 85,307 | $97,000 | 0.0% | $1.14 | — | Agncy CMO Other | 38373WJW9 |
| — | Government National Mortgage Association 6.00% 4/15/28 | 82,248 | $96,000 | 0.0% | $1.11 | — | MBS 30yr | 36225A2B5 |
| — | Federal Home Loan Mortgage Corp 7.00% 1/1/33 | 81,136 | $95,000 | 0.0% | $1.09 | — | MBS 30yr | 3128K6NM8 |
| — | Federal National Mortgage Association 7.50% 12/1/28 | 82,799 | $94,000 | 0.0% | $1.14 | — | MBS 30yr | 31374TKE8 |
| — | Government National Mortgage Association 8.00% 7/15/24 | 93,562 | $94,000 | 0.0% | $1.00 | — | MBS Other | 36212YTX1 |
| LEA | LEAR CORP | 1,072 | $93,000 | 0.0% | $56.05 | +41.6% | Common Stock | 521865204 |
| — | VIACOM INC NEW | 1,193 | $92,000 | 0.0% | $83.53 | — | Common Stock | 92553P201 |
| — | Government National Mortgage Association 7.50% 5/16/27 | 79,059 | $91,000 | 0.0% | $1.16 | — | Agncy CMO Other | 3837H0S79 |
| — | Government National Mortgage Association 7.00% 8/20/37 | 76,515 | $89,000 | 0.0% | $1.15 | — | MBS 30yr | 36202EPC7 |
| — | Government National Mortgage Association II 7.00% 9/20/31 | 73,553 | $88,000 | 0.0% | $1.14 | — | MBS 30yr | 36202DPT2 |
| — | Government National Mortgage Association II 8.00% 6/20/27 | 73,834 | $88,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CWE9 |
| — | Government National Mortgage Association II 8.00% 9/20/26 | 69,895 | $86,000 | 0.0% | $1.21 | — | MBS 30yr | 36202CRE5 |
| — | Government National Mortgage Association II 7.50% 7/20/30 | 68,253 | $83,000 | 0.0% | $1.21 | — | MBS 30yr | 36202DHW4 |
| — | Government National Mortgage Association II 7.00% 3/20/29 | 69,403 | $83,000 | 0.0% | $1.17 | — | MBS 30yr | 36202DA76 |
| VLO | VALERO ENERGY CORP NEW | 1,743 | $81,000 | 0.0% | $23.27 | +40.2% | Common Stock | 91913Y100 |
| — | Government National Mortgage Association II 8.00% 12/20/26 | 65,499 | $79,000 | 0.0% | $1.20 | — | MBS 30yr | 36202CS95 |
| — | Federal National Mortgage Association 6.00% 7/1/31 | 68,989 | $78,000 | 0.0% | $1.07 | — | MBS Other | 31376JV97 |
| — | Government National Mortgage Association 8.00% 11/20/24 | 68,366 | $78,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CDE0 |
| IEX | IDEX CORP | 1,024 | $75,000 | 0.0% | $51.32 | +29.5% | Common Stock | 45167R104 |
| — | Government National Mortgage Association II 7.50% 8/20/29 | 60,142 | $74,000 | 0.0% | $1.14 | — | MBS 30yr | 36202DDB4 |
| — | Government National Mortgage Association 7.00% 7/15/35 | 61,599 | $74,000 | 0.0% | $1.17 | — | MBS 30yr | 36241LMJ2 |
| — | Government National Mortgage Association II 7.00% 12/20/25 | 64,255 | $74,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CLR2 |
| — | Government National Mortgage Association II 6.50% 7/20/31 | 62,310 | $73,000 | 0.0% | $1.11 | — | MBS 30yr | 36202DNY3 |
| — | Government National Mortgage Association 6.00% 11/15/23 | 65,101 | $72,000 | 0.0% | $1.10 | — | MBS 15yr | 36241KWU8 |
| — | Government National Mortgage Association 6.00% 10/15/33 | 58,430 | $68,000 | 0.0% | $1.12 | — | MBS 30yr | 36225BZ43 |
| TSN | TYSON FOODS INC | 1,711 | $68,000 | 0.0% | $29.61 | 0.0% | Common Stock | 902494103 |
| — | Government National Mortgage Association 6.50% 7/16/32 | 58,906 | $68,000 | 0.0% | $1.14 | — | Agncy CMO Other | 38373X6T8 |
| — | Government National Mortgage Association 7.50% 8/15/21 | 62,101 | $68,000 | 0.0% | $1.11 | — | MBS 30yr | 362203K83 |
| — | Government National Mortgage Association II 7.50% 11/20/25 | 55,970 | $67,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CK77 |
| MPC | MARATHON PETE CORP | 789 | $67,000 | 0.0% | $30.73 | -2.2% | Common Stock | 56585A102 |
| — | Government National Mortgage Association 7.00% 3/15/36 | 55,382 | $66,000 | 0.0% | $1.18 | — | MBS 30yr | 36241LN69 |
| — | Government National Mortgage Association 7.00% 1/15/33 | 53,890 | $64,000 | 0.0% | $1.17 | — | MBS 30yr | 36241KJT6 |
| — | Federal National Mortgage Association 6.50% 10/1/36 | 55,054 | $64,000 | 0.0% | $1.11 | — | MBS 30yr | 31410QBK6 |
| — | Government National Mortgage Association 6.50% 12/15/38 | 54,583 | $64,000 | 0.0% | $1.17 | — | MBS 30yr | 36241KBP2 |
| — | Federal Home Loan Mortgage Corp 9.00% 5/1/32 | 53,938 | $64,000 | 0.0% | $1.18 | — | MBS 30yr | 3128LXBD1 |
| — | Government National Mortgage Association II 7.00% 5/20/31 | 51,584 | $62,000 | 0.0% | $1.15 | — | MBS 30yr | 36202DM65 |
| — | Government National Mortgage Association II 6.00% 7/20/34 | 53,056 | $62,000 | 0.0% | $1.11 | — | MBS 30yr | 36202D6V8 |
| — | Government National Mortgage Association 1.29325% 1/1/55 | 61,960 | $62,000 | 0.0% | $0.98 | — | Agncy CMBS | 38378KRL5 |
| — | Federal Home Loan Mortgage Corp 6.00% 8/1/32 | 53,547 | $60,000 | 0.0% | $1.07 | — | MBS Other | 31281AD74 |
| — | Government National Mortgage Association 8.00% 2/20/26 | 51,261 | $59,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CMU4 |
| — | Federal Home Loan Mortgage Corp 8.00% 6/1/17 | 55,316 | $59,000 | 0.0% | $1.07 | — | MBS 30yr | 31290LDA2 |
| — | Government National Mortgage Association 6.00% 12/15/23 | 50,365 | $57,000 | 0.0% | $1.10 | — | MBS 30yr | 36203STX5 |
| — | PREMIER INC | 1,687 | $56,000 | 0.0% | $31.50 | — | Common Stock | 74051N102 |
| — | Government National Mortgage Association II 8.00% 9/20/30 | 42,973 | $53,000 | 0.0% | $1.21 | — | MBS 30yr | 36202DJS1 |
| — | Government National Mortgage Association II 7.00% 12/20/34 | 46,349 | $53,000 | 0.0% | $1.12 | — | MBS 30yr | 36202EBY4 |
| — | Government National Mortgage Association 7.50% 9/16/35 | 44,793 | $52,000 | 0.0% | $1.15 | — | Agncy CMO Other | 38374L5Y3 |
| — | Government National Mortgage Association 6.00% 3/15/29 | 44,857 | $52,000 | 0.0% | $1.11 | — | MBS 30yr | 36209FGU7 |
| — | Government National Mortgage Association II 7.00% 10/20/31 | 42,650 | $51,000 | 0.0% | $1.17 | — | MBS 30yr | 36202DSS1 |
| — | Government National Mortgage Association 8.00% 7/20/25 | 41,940 | $50,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CHM8 |
| — | Government National Mortgage Association 8.00% 8/20/29 | 42,458 | $50,000 | 0.0% | $1.16 | — | MBS 30yr | 36202DDC2 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 46,992 | $49,000 | 0.0% | $1.12 | — | MBS 30yr | 3622012Q7 |
| — | Government National Mortgage Association II 7.50% 11/20/26 | 40,165 | $48,000 | 0.0% | $1.17 | — | MBS 30yr | 36202CSK0 |
| — | Government National Mortgage Association II 8.00% 2/20/27 | 41,111 | $48,000 | 0.0% | $1.20 | — | MBS 30yr | 36202CUC5 |
| — | Government National Mortgage Association II 7.00% 8/20/25 | 42,820 | $48,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CH71 |
| — | Government National Mortgage Association II 7.00% 4/20/29 | 40,428 | $48,000 | 0.0% | $1.18 | — | MBS 30yr | 36202DBK6 |
| — | Federal National Mortgage Association 7.00% 5/1/22 | 41,779 | $47,000 | 0.0% | $1.12 | — | MBS 20yr | 31371KQF1 |
| — | Federal National Mortgage Association 8.00% 4/1/27 | 45,365 | $47,000 | 0.0% | $1.04 | — | MBS 30yr | 31384AB64 |
| BABA | ALIBABA GROUP HLDG LTD | 500 | $45,000 | 0.0% | $90.00 | — | ADR | 01609W102 |
| — | Government National Mortgage Association 6.50% 7/15/32 | 39,188 | $45,000 | 0.0% | $1.13 | — | MBS 30yr | 36200RG48 |
| — | Government National Mortgage Association II 8.00% 2/20/29 | 41,171 | $45,000 | 0.0% | $1.08 | — | MBS 30yr | 36202DAT8 |
| — | Government National Mortgage Association II 7.50% 3/20/28 | 33,805 | $41,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CZ63 |
| — | Government National Mortgage Association 6.00% 6/15/29 | 34,968 | $41,000 | 0.0% | $1.09 | — | MBS 30yr | 36225BET1 |
| — | Government National Mortgage Association II 7.00% 5/20/32 | 33,519 | $40,000 | 0.0% | $1.16 | — | MBS 30yr | 36202DS51 |
| — | Government National Mortgage Association 6.50% 8/20/27 | 33,295 | $39,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CW74 |
| — | Government National Mortgage Association 7.50% 8/20/25 | 33,296 | $39,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CH97 |
| — | Government National Mortgage Association 6.00% 12/15/28 | 33,428 | $39,000 | 0.0% | $1.11 | — | MBS 30yr | 36210AWU7 |
| — | Government National Mortgage Association 8.00% 3/20/29 | 35,226 | $38,000 | 0.0% | $1.04 | — | MBS 30yr | 36202DA92 |
| — | Federal Home Loan Mortgage Corp 6.00% 2/1/32 | 33,321 | $38,000 | 0.0% | $1.09 | — | MBS 30yr | 31287PC84 |
| — | Government National Mortgage Association II 7.50% 12/20/26 | 30,013 | $36,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CS61 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 31,991 | $33,000 | 0.0% | $1.13 | — | MBS 30yr | 3622014L6 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 32,396 | $33,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014B8 |
| — | Government National Mortgage Association II 7.50% 6/20/30 | 25,563 | $32,000 | 0.0% | $1.10 | — | MBS 30yr | 36202DHK0 |
| — | Government National Mortgage Association 7.00% 4/15/16 | 29,917 | $31,000 | 0.0% | $1.02 | — | MBS 15yr | 36212G5W8 |
| — | Federal National Mortgage Association 6.00% 9/1/29 | 25,592 | $30,000 | 0.0% | $1.09 | — | MBS 30yr | 31374TYW3 |
| — | Government National Mortgage Association II 7.50% 7/20/29 | 25,480 | $30,000 | 0.0% | $1.19 | — | MBS 30yr | 36202DCV1 |
| — | Federal National Mortgage Association 6.50% 7/1/17 | 28,455 | $30,000 | 0.0% | $1.05 | — | MBS 15yr | 31371KQ20 |
| — | Federal National Mortgage Association 8.00% 11/1/19 | 24,466 | $28,000 | 0.0% | $1.12 | — | MBS 20yr | 31384G4N2 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 26,729 | $28,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014A0 |
| — | Government National Mortgage Association 8.00% 1/20/28 | 24,268 | $28,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CZB2 |
| — | Federal Home Loan Mortgage Corp 7.00% 9/1/30 | 23,588 | $28,000 | 0.0% | $1.12 | — | MBS 30yr | 31298EYZ2 |
| — | Government National Mortgage Association 8.00% 12/20/27 | 22,951 | $27,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CYW7 |
| — | Federal Home Loan Mortgage Corp 6.50% 1/1/29 | 22,909 | $27,000 | 0.0% | $1.08 | — | MBS 30yr | 31292GX68 |
| — | Government National Mortgage Association 8.00% 1/20/29 | 24,773 | $27,000 | 0.0% | $1.08 | — | MBS 30yr | 36202DAE1 |
| — | Federal National Mortgage Association 6.50% 9/1/28 | 22,391 | $27,000 | 0.0% | $1.09 | — | MBS 30yr | 31380PJE0 |
| — | Government National Mortgage Association 8.00% 2/20/28 | 22,332 | $26,000 | 0.0% | $1.12 | — | MBS 30yr | 36202CZP1 |
| — | Federal Home Loan Mortgage Corp 6.00% 12/1/31 | 22,514 | $26,000 | 0.0% | $1.09 | — | MBS 30yr | 31287L4D1 |
| — | Government National Mortgage Association II 6.50% 5/20/32 | 20,579 | $25,000 | 0.0% | $1.15 | — | MBS 30yr | 36202DS44 |
| — | Federal Home Loan Mortgage Corp 6.50% 5/1/26 | 20,631 | $24,000 | 0.0% | $1.05 | — | MBS 30yr | 31335GNP6 |
| — | Government National Mortgage Association II 6.00% 4/20/33 | 19,739 | $24,000 | 0.0% | $1.12 | — | MBS 30yr | 36202DXD8 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 23,202 | $24,000 | 0.0% | $1.11 | — | MBS 30yr | 3622012X2 |
| — | Government National Mortgage Association 7.00% 11/15/29 | 19,479 | $23,000 | 0.0% | $1.17 | — | MBS 30yr | 36225BGW2 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 21,056 | $22,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014F9 |
| — | Government National Mortgage Association II 8.00% 7/20/26 | 17,693 | $22,000 | 0.0% | $1.21 | — | MBS 30yr | 36202CQA4 |
| — | Government National Mortgage Association 11.50% 11/16/17 | 19,534 | $22,000 | 0.0% | $1.08 | — | Agncy CMO Other | 38374L7N5 |
| — | Government National Mortgage Association II 6.50% 4/20/33 | 18,989 | $22,000 | 0.0% | $1.13 | — | MBS 30yr | 36202DXE6 |
| — | Federal National Mortgage Association 6.00% 1/1/37 | 18,529 | $22,000 | 0.0% | $1.07 | — | MBS 30yr | 31410XZR0 |
| — | Government National Mortgage Association 8.00% 12/20/25 | 18,885 | $22,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CLW1 |
| — | Government National Mortgage Association 8.00% 11/20/27 | 17,927 | $22,000 | 0.0% | $1.22 | — | MBS 30yr | 36202CYH0 |
| — | Federal Home Loan Mortgage Corp 6.00% 5/1/29 | 17,549 | $21,000 | 0.0% | $1.07 | — | MBS 30yr | 31283HEG6 |
| — | Government National Mortgage Association 7.00% 8/15/27 | 17,959 | $21,000 | 0.0% | $1.15 | — | MBS 30yr | 36225AVT4 |
| — | Government National Mortgage Association 6.50% 9/15/29 | 17,475 | $21,000 | 0.0% | $1.15 | — | MBS 30yr | 36225BKX5 |
| — | Government National Mortgage Association II 8.00% 4/20/27 | 17,863 | $21,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CVF7 |
| — | Federal Home Loan Mortgage Corp 8.00% 6/1/30 | 18,699 | $20,000 | 0.0% | $0.97 | — | MBS 30yr | 31288GY89 |
| — | Government National Mortgage Association 8.00% 7/15/29 | 15,637 | $20,000 | 0.0% | $1.20 | — | MBS 30yr | 36225BFK9 |
| — | Federal National Mortgage Association 7.00% 10/1/26 | 16,735 | $19,000 | 0.0% | $1.11 | — | MBS 30yr | 31374TVC0 |
| — | ARES CAP CORP | 18,000 | $19,000 | 0.0% | $1.06 | — | Corporate Bonds | 04010LAG8 |
| — | Government National Mortgage Association II 7.50% 1/20/28 | 15,272 | $19,000 | 0.0% | $1.17 | — | MBS 30yr | 36202CY98 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 17,109 | $18,000 | 0.0% | $1.13 | — | MBS 30yr | 3622012P9 |
| — | Government National Mortgage Association II 7.00% 11/20/34 | 15,522 | $18,000 | 0.0% | $1.14 | — | MBS 30yr | 36202EBH1 |
| — | Government National Mortgage Association II 7.50% 9/20/27 | 14,951 | $18,000 | 0.0% | $1.18 | — | MBS 30yr | 36202CXN8 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 16,532 | $17,000 | 0.0% | $1.12 | — | MBS 30yr | 3622013B9 |
| — | Government National Mortgage Association II 8.00% 1/20/31 | 13,009 | $16,000 | 0.0% | $1.25 | — | MBS 30yr | 36202DLH2 |
| — | Government National Mortgage Association 6.50% 11/20/31 | 13,120 | $16,000 | 0.0% | $1.12 | — | MBS 30yr | 36202DQN4 |
| — | MICRON TECHNOLOGY INC | 4,000 | $15,000 | 0.0% | $3.75 | — | Corporate Bonds | 595112AW3 |
| — | Government National Mortgage Association II 7.50% 12/20/27 | 11,870 | $15,000 | 0.0% | $1.18 | — | MBS 30yr | 36202CYV9 |
| — | CONTINENTAL AIRLS INC | 6,000 | $15,000 | 0.0% | $2.50 | — | Corporate Bonds | 210795PU8 |
| — | Government National Mortgage Association II 6.50% 3/20/28 | 11,340 | $14,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CZ48 |
| — | Government National Mortgage Association II 8.00% 6/20/26 | 12,100 | $14,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CPT4 |
| — | SALIX PHARMACEUTICALS INC | 4,000 | $14,000 | 0.0% | $3.50 | — | Corporate Bonds | 795435AC0 |
| — | Federal National Mortgage Association 6.50% 11/1/36 | 11,917 | $14,000 | 0.0% | $1.11 | — | MBS 30yr | 31411CD40 |
| — | TESLA MTRS INC | 14,000 | $14,000 | 0.0% | $1.00 | — | Corporate Bonds | 88160RAC5 |
| — | WORKDAY INC | 10,000 | $13,000 | 0.0% | $1.30 | — | Corporate Bonds | 98138HAD3 |
| — | Government National Mortgage Association VRN 6/16/32 | 12,150 | $13,000 | 0.0% | $1.03 | — | Agncy CMBS | 38373MZ45 |
| — | CHART INDS INC | 11,000 | $13,000 | 0.0% | $1.18 | — | Corporate Bonds | 16115QAC4 |
| — | Federal Home Loan Mortgage Corp 6.50% 7/1/28 | 11,087 | $13,000 | 0.0% | $1.06 | — | MBS 30yr | 31292GWN2 |
| — | Government National Mortgage Association II 8.00% 4/20/26 | 10,416 | $12,000 | 0.0% | $1.07 | — | MBS 30yr | 36202CNW9 |
| — | CUBIST PHARMACEUTICALS INC | 5,000 | $12,000 | 0.0% | $2.40 | — | Corporate Bonds | 229678AD9 |
| — | CENTERPOINT ENERGY INC | 186 | $12,000 | 0.0% | $64.52 | — | Preferred Stocks | 15189T206 |
| — | Government National Mortgage Association II 8.00% 1/20/27 | 9,194 | $12,000 | 0.0% | $1.10 | — | MBS 30yr | 36202CTT0 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/28 | 10,293 | $12,000 | 0.0% | $1.06 | — | MBS 30yr | 31292GU53 |
| — | Federal National Mortgage Association 6.50% 10/1/32 | 10,220 | $12,000 | 0.0% | $1.05 | — | MBS 30yr | 31390HRT4 |
| — | Federal Home Loan Mortgage Corp 7.00% 7/1/29 | 10,468 | $12,000 | 0.0% | $1.12 | — | MBS 30yr | 31293TFE2 |
| — | Federal National Mortgage Association 6.50% 4/1/37 | 10,103 | $12,000 | 0.0% | $1.09 | — | MBS 30yr | 31411UPM7 |
| — | Federal National Mortgage Association 6.50% 9/1/28 | 9,389 | $11,000 | 0.0% | $1.13 | — | MBS 30yr | 31371GZ86 |
| — | Federal National Mortgage Association 7.00% 12/1/37 | 9,602 | $11,000 | 0.0% | $1.20 | — | MBS 30yr | 31412MBE7 |
| — | Government National Mortgage Association II 8.00% 5/20/25 | 9,492 | $11,000 | 0.0% | $1.12 | — | MBS 30yr | 36202CGN7 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/26 | 9,256 | $11,000 | 0.0% | $1.08 | — | MBS 30yr | 3128FBJ63 |
| — | SALESFORCE COM INC | 4,000 | $11,000 | 0.0% | $2.75 | — | Corporate Bonds | 79466LAB0 |
| — | OMNICARE INC | 10,000 | $11,000 | 0.0% | $1.10 | — | Corporate Bonds | 681904AQ1 |
| — | Government National Mortgage Association 6.50% 5/20/27 | 9,086 | $11,000 | 0.0% | $1.05 | — | MBS 30yr | 36202CVT7 |
| — | MEDIVATION INC | 5,000 | $10,000 | 0.0% | $2.00 | — | Corporate Bonds | 58501NAA9 |
| — | Government National Mortgage Association 8.00% 6/20/23 | 8,362 | $10,000 | 0.0% | $1.10 | — | MBS 30yr | 36202BLD5 |
| — | Federal Home Loan Mortgage Corp 8.00% 4/1/17 | 8,708 | $10,000 | 0.0% | $1.07 | — | MBS 30yr | 313401XQ9 |
| — | Federal Home Loan Mortgage Corp 7.00% 4/1/32 | 7,987 | $10,000 | 0.0% | $1.09 | — | MBS 30yr | 31287RP37 |
| — | FLUIDIGM CORP DEL | 11,000 | $10,000 | 0.0% | $0.91 | — | Corporate Bonds | 34385PAA6 |
| — | ISIS PHARMACEUTICALS INC DEL | 4,000 | $10,000 | 0.0% | $2.50 | — | Corporate Bonds | 464337AG9 |
| — | Government National Mortgage Association II 6.50% 12/20/28 | 6,905 | $9,000 | 0.0% | $1.11 | — | MBS 30yr | 36202C7A5 |
| — | Government National Mortgage Association 8.00% 8/20/24 | 7,161 | $9,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CBJ1 |
| — | Government National Mortgage Association II 8.75% 3/20/17 | 8,677 | $9,000 | 0.0% | $1.00 | — | MBS 30yr | 36202LHR7 |
| — | Government National Mortgage Association 8.00% 8/20/25 | 6,905 | $9,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CJC8 |
| — | Federal Home Loan Mortgage Corp 8.00% 3/1/17 | 8,033 | $9,000 | 0.0% | $1.04 | — | MBS 30yr | 313401XK2 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/36 | 7,432 | $9,000 | 0.0% | $1.07 | — | MBS 30yr | 3128LXTD2 |
| — | Government National Mortgage Association 6.50% 3/15/29 | 7,906 | $9,000 | 0.0% | $1.11 | — | MBS 30yr | 36210VVK4 |
| — | Government National Mortgage Association 8.00% 1/20/25 | 7,907 | $9,000 | 0.0% | $1.06 | — | MBS 30yr | 36202CEJ8 |
| — | Government National Mortgage Association 8.00% 11/20/25 | 6,975 | $9,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CLB7 |
| — | Federal National Mortgage Association 6.50% 4/1/32 | 6,590 | $8,000 | 0.0% | $1.00 | — | MBS 30yr | 31388XTE4 |
| — | Government National Mortgage Association II 7.00% 9/20/37 | 6,309 | $8,000 | 0.0% | $1.08 | — | MBS 30yr | 36202EPP8 |
| — | Government National Mortgage Association II 8.00% 6/20/31 | 6,642 | $8,000 | 0.0% | $1.19 | — | MBS 30yr | 36202DNP2 |
| — | Government National Mortgage Association II 7.50% 5/20/30 | 5,779 | $8,000 | 0.0% | $1.18 | — | MBS 30yr | 36202DG62 |
| — | Federal National Mortgage Association 9.25% 3/25/18 | 6,423 | $7,000 | 0.0% | $1.02 | — | Agncy CMO Z | 313602BE3 |
| — | Government National Mortgage Association 8.00% 6/20/28 | 6,106 | $7,000 | 0.0% | $1.10 | — | MBS 30yr | 36202C3P6 |
| — | Government National Mortgage Association 8.00% 4/20/29 | 6,251 | $7,000 | 0.0% | $0.92 | — | MBS 30yr | 36202DBM2 |
| — | PEABODY ENERGY CORP | 10,000 | $7,000 | 0.0% | $0.70 | — | Corporate Bonds | 704549AG9 |
| — | Government National Mortgage Association II 7.00% 4/20/26 | 5,247 | $7,000 | 0.0% | $1.08 | — | MBS 30yr | 36202CNT6 |
| — | UNITED STATES STL CORP NEW | 4,000 | $7,000 | 0.0% | $1.75 | — | Corporate Bonds | 912909AH1 |
| — | SUNPOWER CORP | 4,000 | $7,000 | 0.0% | $1.75 | — | Corporate Bonds | 867652AE9 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/17 | 6,437 | $7,000 | 0.0% | $1.03 | — | MBS 15yr | 3128GWEE4 |
| — | Government National Mortgage Association II 7.00% 10/20/26 | 6,019 | $7,000 | 0.0% | $1.09 | — | MBS 30yr | 36202CRW5 |
| — | AIR LEASE CORP | 5,000 | $7,000 | 0.0% | $1.40 | — | Corporate Bonds | 00912XAK0 |
| — | Federal Home Loan Mortgage Corp 7.00% 11/1/28 | 4,533 | $6,000 | 0.0% | $1.07 | — | MBS 30yr | 31292GXF8 |
| — | Federal National Mortgage Association 8.00% 11/1/28 | 4,636 | $6,000 | 0.0% | $1.05 | — | MBS 30yr | 31385H2P6 |
| — | Federal National Mortgage Association 6.00% 10/1/29 | 4,631 | $6,000 | 0.0% | $1.03 | — | MBS 30yr | 31374T3C1 |
| — | Government National Mortgage Association II 8.00% 3/20/27 | 4,771 | $6,000 | 0.0% | $1.03 | — | MBS 30yr | 36202CUW1 |
| — | JARDEN CORP | 4,000 | $6,000 | 0.0% | $1.50 | — | Corporate Bonds | 471109AH1 |
| — | Government National Mortgage Association 9.50% 7/15/25 | 4,707 | $6,000 | 0.0% | $1.10 | — | MBS 30yr | 36225BF78 |
| — | Federal National Mortgage Association 8.00% 3/1/30 | 4,558 | $6,000 | 0.0% | $0.97 | — | MBS 30yr | 31384VZE5 |
| — | Government National Mortgage Association 6.50% 11/20/27 | 5,163 | $6,000 | 0.0% | $1.11 | — | MBS 30yr | 36202CYD9 |
| — | MGM RESORTS INTERNATIONAL | 4,000 | $6,000 | 0.0% | $1.50 | — | Corporate Bonds | 55303QAE0 |
| — | MGIC INVT CORP WIS | 4,000 | $6,000 | 0.0% | $1.50 | — | Corporate Bonds | 552848AE3 |
| — | Government National Mortgage Association 8.00% 3/20/26 | 4,632 | $6,000 | 0.0% | $1.04 | — | MBS 30yr | 36202CNC3 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/17 | 5,252 | $6,000 | 0.0% | $0.97 | — | MBS 15yr | 3128GWCK2 |
| — | NETSUITE INC | 5,000 | $6,000 | 0.0% | $1.20 | — | Corporate Bonds | 64118QAB3 |
| — | Government National Mortgage Association II 7.00% 5/20/26 | 3,476 | $5,000 | 0.0% | $1.25 | — | MBS 30yr | 36202CPA5 |
| — | MGIC INVT CORP WIS | 4,000 | $5,000 | 0.0% | $1.25 | — | Corporate Bonds | 552848AD5 |
| — | Federal National Mortgage Association 6.50% 1/1/32 | 3,594 | $5,000 | 0.0% | $1.02 | — | MBS 30yr | 31389BAB7 |
| — | Federal National Mortgage Association 6.50% 7/1/32 | 4,154 | $5,000 | 0.0% | $0.95 | — | MBS 30yr | 31390NQU9 |
| — | Federal Home Loan Mortgage Corp 6.50% 11/1/34 | 4,193 | $5,000 | 0.0% | $1.05 | — | MBS 30yr | 3128MJAZ3 |
| — | Federal National Mortgage Association 6.50% 7/1/32 | 4,031 | $5,000 | 0.0% | $1.11 | — | MBS 30yr | 31402AQK5 |
| — | Federal National Mortgage Association 7.00% 12/1/27 | 4,025 | $5,000 | 0.0% | $0.83 | — | MBS 30yr | 31378JGT8 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,000 | $5,000 | 0.0% | $1.25 | — | Corporate Bonds | 09061GAF8 |
| — | CHESAPEAKE ENERGY CORP | 4,000 | $5,000 | 0.0% | $1.25 | — | Corporate Bonds | 165167BW6 |
| — | DEVELOPERS DIVERSIFIED RLTY | 4,000 | $5,000 | 0.0% | $1.25 | — | Corporate Bonds | 251591AX1 |
| — | COBALT INTL ENERGY INC | 6,000 | $5,000 | 0.0% | $0.83 | — | Corporate Bonds | 19075FAA4 |
| — | Government National Mortgage Association 8.00% 9/20/28 | 4,565 | $5,000 | 0.0% | $1.13 | — | MBS 30yr | 36202C5G4 |
| — | Government National Mortgage Association II 7.50% 7/20/28 | 2,861 | $4,000 | 0.0% | $1.13 | — | MBS 30yr | 36202C4A8 |
| — | NAVISTAR INTL CORP NEW | 4,000 | $4,000 | 0.0% | $1.00 | — | Corporate Bonds | 63934EAL2 |
| — | RTI INTL METALS INC | 4,000 | $4,000 | 0.0% | $1.00 | — | Corporate Bonds | 74973WAB3 |
| — | Government National Mortgage Association II 7.00% 2/20/32 | 2,584 | $4,000 | 0.0% | $1.04 | — | MBS 30yr | 36202DRX1 |
| — | Government National Mortgage Association II 8.00% 9/20/25 | 3,369 | $4,000 | 0.0% | $1.09 | — | MBS 30yr | 36202CJ38 |
| — | Federal National Mortgage Association 7.50% 11/1/29 | 2,804 | $4,000 | 0.0% | $0.86 | — | MBS 30yr | 31371H2F4 |
| — | Government National Mortgage Association II 8.00% 5/20/29 | 3,011 | $4,000 | 0.0% | $0.96 | — | MBS 30yr | 36202DB26 |
| — | BANK AMER CORP | 3 | $4,000 | 0.0% | $1081.07 | — | Preferred Stocks | 060505682 |
| — | Government National Mortgage Association II 8.00% 9/20/18 | 3,104 | $4,000 | 0.0% | $0.79 | — | MBS 30yr | 36202BF34 |
| — | CROWN CASTLE INTL CORP | 32 | $4,000 | 0.0% | $125.00 | — | Preferred Stocks | 228227500 |
| — | HORNBECK OFFSHORE SVCS INC N | 4,000 | $4,000 | 0.0% | $1.00 | — | Corporate Bonds | 440543AN6 |
| — | Federal National Mortgage Association 6.00% 11/1/36 | 1,926 | $3,000 | 0.0% | $0.82 | — | MBS 30yr | 31411AWL5 |
| — | Federal National Mortgage Association 6.00% 12/1/33 | 2,311 | $3,000 | 0.0% | $1.06 | — | MBS 30yr | 31403MUX5 |
| — | Federal Home Loan Mortgage Corp 7.00% 10/1/29 | 2,529 | $3,000 | 0.0% | $0.77 | — | MBS 30yr | 31293XP51 |
| — | Government National Mortgage Association II 8.00% 2/20/24 | 2,980 | $3,000 | 0.0% | $1.31 | — | MBS 30yr | 36202BXU4 |
| — | Government National Mortgage Association II 7.00% 9/20/29 | 1,755 | $3,000 | 0.0% | $1.03 | — | MBS 30yr | 36202DDN8 |
| — | Federal National Mortgage Association 7.50% 5/1/29 | 2,142 | $3,000 | 0.0% | $0.90 | — | MBS 30yr | 31382ULZ7 |
| — | Government National Mortgage Association 8.00% 9/20/24 | 2,615 | $3,000 | 0.0% | $0.99 | — | MBS 30yr | 36202CCE1 |
| — | Government National Mortgage Association II 7.50% 4/20/28 | 2,082 | $3,000 | 0.0% | $0.84 | — | MBS 30yr | 36202C2M4 |
| — | Government National Mortgage Association II 7.50% 4/20/26 | 2,004 | $3,000 | 0.0% | $0.93 | — | MBS 30yr | 36202CNV1 |
| — | Federal Home Loan Mortgage Corp 9.50% 8/1/21 | 2,150 | $3,000 | 0.0% | $0.76 | — | MBS 30yr | 313960XS0 |
| — | Government National Mortgage Association 8.00% 4/20/25 | 1,010 | $2,000 | 0.0% | $0.94 | — | MBS 30yr | 36202CF57 |
| — | Government National Mortgage Association II 8.00% 10/20/25 | 1,370 | $2,000 | 0.0% | $0.61 | — | MBS 30yr | 36202CKP7 |
| CHRW | C H ROBINSON WORLDWIDE INC | 30 | $2,000 | 0.0% | $43.45 | +17.2% | Common Stocks | 12541W209 |
| — | CITRIX SYS INC | 23 | $2,000 | 0.0% | $86.96 | — | Common Stocks | 177376100 |
| — | Federal National Mortgage Association 6.50% 3/1/29 | 1,585 | $2,000 | 0.0% | $0.99 | — | MBS 30yr | 31382NCE0 |
| — | Federal National Mortgage Association 8.50% 11/1/17 | 585 | $2,000 | 0.0% | — | — | MBS 30yr | 31379RFA1 |
| — | Government National Mortgage Association 8.00% 8/20/28 | 1,077 | $2,000 | 0.0% | $0.78 | — | MBS 30yr | 36202C4S9 |
| — | Government National Mortgage Association 8.00% 9/20/22 | 108 | $1,000 | 0.0% | — | — | MBS 30yr | 36202AFM4 |
| — | Government National Mortgage Association 8.00% 7/20/17 | 47 | $1,000 | 0.0% | — | — | MBS 30yr | 36202A3E5 |
| — | Government National Mortgage Association 8.00% 7/20/22 | 194 | $1,000 | 0.0% | — | — | MBS 30yr | 36202AAH0 |
| — | Government National Mortgage Association 8.00% 7/20/24 | 142 | $1,000 | 0.0% | — | — | MBS 30yr | 36202B7B5 |
| — | Government National Mortgage Association II 7.50% 5/20/24 | 335 | $1,000 | 0.0% | — | — | MBS 30yr | 36202B4A0 |
| — | Government National Mortgage Association 8.00% 7/20/29 | 387 | $1,000 | 0.0% | — | — | MBS 30yr | 36202DCW9 |
| — | Government National Mortgage Association 8.00% 8/15/26 | 89 | $1,000 | 0.0% | — | — | MBS 30yr | 36207H4R5 |
| — | Government National Mortgage Association II 7.50% 6/20/26 | 177 | $1,000 | 0.0% | — | — | MBS 30yr | 36202CPS6 |
| — | Government National Mortgage Association 8.00% 6/20/24 | 102 | $1,000 | 0.0% | — | — | MBS 30yr | 36202B5W1 |
| — | Government National Mortgage Association 8.00% 9/20/23 | 44 | $1,000 | 0.0% | — | — | MBS 30yr | 36202BQ57 |
| — | Government National Mortgage Association 7.00% 5/20/17 | 315 | $1,000 | 0.0% | — | — | MBS 30yr | 36202AZ26 |
| — | Government National Mortgage Association 7.00% 4/20/28 | 647 | $1,000 | 0.0% | — | — | MBS 30yr | 36202C2K8 |
| — | Government National Mortgage Association II 7.50% 12/20/22 | 296 | $1,000 | 0.0% | — | — | MBS 30yr | 36202ATA5 |
| GM | GENERAL MTRS CO | 8 | $1,000 | 0.0% | $26.49 | 0.0% | Common Stocks | 37045V100 |
| — | DOW CHEM CO | 12 | $1,000 | 0.0% | $38.40 | — | Common Stocks | 260543103 |
| — | Federal Home Loan Mortgage Corp 7.00% 7/1/29 | 97 | $1,000 | 0.0% | — | — | MBS 30yr | 31293TJL2 |
| — | Government National Mortgage Association II 7.50% 12/20/25 | 188 | $1,000 | 0.0% | — | — | MBS 30yr | 36202CLU5 |
| — | Government National Mortgage Association 7.50% 12/15/27 | 1 | $1,000 | 0.0% | $1000.00 | — | MBS 30yr | 36208UYA9 |
| — | Government National Mortgage Association 7.00% 3/20/23 | 250 | $1,000 | 0.0% | — | — | MBS 30yr | 36202BA88 |
| — | Government National Mortgage Association II 7.50% 3/20/29 | 291 | $1,000 | 0.0% | — | — | MBS 30yr | 36202DA84 |
| — | INTERNATIONAL GAME TECHNOLOG | 44 | $1,000 | 0.0% | $22.73 | — | Common Stocks | 459902102 |
| — | Federal National Mortgage Association 10.00% 10/1/17 | 27 | $1,000 | 0.0% | — | — | MBS 30yr | 313614SD2 |
| — | Federal National Mortgage Association 10.00% 8/1/17 | 18 | $1,000 | 0.0% | — | — | MBS 30yr | 313614RX9 |
| — | Government National Mortgage Association 8.00% 2/20/23 | 615 | $1,000 | 0.0% | — | — | MBS 30yr | 36202A3U9 |
| — | Government National Mortgage Association 8.00% 1/20/22 | 50 | $1,000 | 0.0% | — | — | MBS 30yr | 36202B5R2 |
| — | Government National Mortgage Association 8.00% 10/15/27 | 103 | $1,000 | 0.0% | — | — | MBS 30yr | 36208E7A5 |
| — | Government National Mortgage Association 8.00% 10/20/22 | 123 | $1,000 | 0.0% | — | — | MBS 30yr | 36202AN37 |
| — | Government National Mortgage Association 8.00% 6/20/22 | 281 | $1,000 | 0.0% | — | — | MBS 30yr | 36202CBM4 |
| — | Government National Mortgage Association 8.00% 12/20/24 | 237 | $1,000 | 0.0% | — | — | MBS 30yr | 36202CD34 |
| — | SEVENTY SEVEN ENERGY INC | 2 | $1,000 | 0.0% | $500.00 | — | Common Stocks | 818097107 |