Location: San Antonio, TX
CIK: 0001040188 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 12, 2014
Total Value: $14.18B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | Apple Inc | 521,606 | $293M | 2.1% | $14.28 | +14.6% | Common Stock | 037833100 |
| — | Google Inc | 192,951 | $216M | 1.5% | $875.90 | — | Common Stock | 38259P508 |
| INTC | Intel Corp | 6,487,642 | $168M | 1.2% | $17.13 | +4.7% | Common Stock | 458140100 |
| APD | Air Products & Chemicals Inc | 1,506,489 | $168M | 1.2% | $70.09 | +6.8% | Common Stock | 009158106 |
| JPM | JPMorgan Chase & Co | 2,864,538 | $167M | 1.2% | $38.63 | +2.6% | Common Stock | 46625H100 |
| GD | General Dynamics Corp | 1,627,122 | $155M | 1.1% | $65.33 | +5.1% | Common Stock | 369550108 |
| — | EMC Corp/Massachusetts | 6,012,407 | $151M | 1.1% | $25.52 | — | Common Stock | 268648102 |
| PG | Procter & Gamble Co/The | 1,826,498 | $149M | 1.0% | $56.23 | +3.2% | Common Stock | 742718109 |
| PHG | Koninklijke Philips Electronics NV | 3,939,765 | $146M | 1.0% | $32.25 | — | NY Reg Shrs | 500472303 |
| SIEGY | Siemens AG | 1,023,362 | $142M | 1.0% | $120.51 | — | ADR | 826197501 |
| MRK | Merck & Co Inc | 2,746,781 | $137M | 1.0% | $30.97 | +1.0% | Common Stock | 58933Y105 |
| C | CITIGROUP INC | 2,509,063 | $131M | 0.9% | $37.62 | +0.1% | Common Stock | 172967424 |
| — | Citrix Systems Inc | 2,045,296 | $129M | 0.9% | $70.61 | — | Common Stock | 177376100 |
| WMT | Wal-Mart Stores Inc | 1,580,644 | $124M | 0.9% | $20.35 | +0.0% | Common Stock | 931142103 |
| COF | Capital One Financial Corp | 1,607,154 | $123M | 0.9% | $53.93 | +6.3% | Common Stock | 14040H105 |
| PFE | Pfizer Inc | 3,944,952 | $121M | 0.9% | $16.36 | +7.8% | Common Stock | 717081103 |
| MET | MetLife Inc | 2,241,866 | $121M | 0.9% | $28.79 | +4.6% | Common Stock | 59156R108 |
| GM | GENERAL MOTORS CO | 2,899,291 | $118M | 0.8% | $26.74 | +5.4% | Common Stock | 37045V100 |
| PVH | PVH CORP | 823,558 | $112M | 0.8% | $126.04 | -0.8% | Common Stock | 693656100 |
| — | Anadarko Petroleum Corp | 1,406,516 | $112M | 0.8% | $89.47 | — | Common Stock | 032511107 |
| BP | BP Plc | 2,297,151 | $112M | 0.8% | $42.03 | — | ADR | 055622104 |
| AMAT | Applied Materials Inc | 5,677,048 | $100M | 0.7% | $13.53 | +9.8% | Common Stock | 038222105 |
| NWSA | News Corp - Class A | 5,483,249 | $98.73M | 0.7% | $14.03 | +8.0% | Common Stock | 65249B109 |
| UPS | United Parcel Service Inc | 903,543 | $94.9M | 0.7% | $57.13 | +12.8% | Common Stock | 911312106 |
| BK | Bank of New York Mellon Corp/The | 2,671,793 | $93.28M | 0.7% | $22.78 | +6.7% | Common Stock | 064058100 |
| OXY | Occidental Petroleum Corp | 966,019 | $91.81M | 0.6% | $59.24 | +7.0% | Common Stock | 674599105 |
| — | Chesapeake Energy Corp | 3,263,078 | $88.55M | 0.6% | $25.88 | — | Common Stock | 165167107 |
| CMCSA | Comcast Corp | 1,657,637 | $86.08M | 0.6% | $16.55 | +11.1% | Common Stock | 20030N101 |
| ETN | Eaton Corp Plc | 1,121,165 | $85.29M | 0.6% | $53.24 | 0.0% | Common Stock | G29183103 |
| KMT | Kennametal Inc | 1,637,363 | $85.26M | 0.6% | $31.38 | +9.4% | Common Stock | 489170100 |
| RHHBY | Roche Holding AG | 1,210,421 | $84.89M | 0.6% | $67.53 | — | ADR | 771195104 |
| — | Priceline.com Inc | 70,791 | $82.29M | 0.6% | $1010.93 | — | Common Stock | 741503403 |
| WFC | Wells Fargo & Co | 1,811,649 | $82.23M | 0.6% | $30.19 | +1.9% | Common Stock | 949746101 |
| — | PetSmart Inc | 1,079,798 | $78.55M | 0.6% | $76.26 | — | Common Stock | 716768106 |
| JNJ | Johnson & Johnson | 856,529 | $78.45M | 0.6% | $63.54 | +3.5% | Common Stock | 478160104 |
| BUD | Anheuser-Busch InBev NV | 724,891 | $77.11M | 0.5% | $99.20 | — | ADR | 03524A108 |
| BAX | Baxter International Inc | 1,108,167 | $77M | 0.5% | $31.05 | -5.9% | Common Stock | 071813109 |
| CHRW | CH Robinson Worldwide Inc | 1,237,888 | $72.17M | 0.5% | $44.08 | 0.0% | Common Stock | 12541W209 |
| — | Dow Chemical Co/The | 1,620,416 | $71.94M | 0.5% | $38.40 | — | Common Stock | 260543103 |
| — | International Game Technology | 3,956,246 | $71.82M | 0.5% | $18.60 | — | Common Stock | 459902102 |
| — | Altera Corp | 2,175,356 | $70.71M | 0.5% | $36.80 | — | Common Stock | 021441100 |
| AMZN | Amazon.Com Inc | 174,815 | $69.72M | 0.5% | $14.90 | +20.6% | Common Stock | 023135106 |
| — | Gilead Sciences Inc 1.625% 5/1/16 | 21,042,265 | $69.4M | 0.5% | $2.77 | — | US DOMESTIC | 375558AP8 |
| — | Monsanto Co | 575,210 | $67.04M | 0.5% | $104.37 | — | Common Stock | 61166W101 |
| — | Johnson Controls Inc | 1,266,600 | $64.98M | 0.5% | $41.50 | — | Common Stock | 478366107 |
| — | TE Connectivity Ltd | 1,167,158 | $64.32M | 0.5% | $55.11 | — | Common Stock | H84989104 |
| JLL | Jones Lang LaSalle Inc | 617,900 | $63.27M | 0.4% | $90.73 | 0.0% | Common Stock | 48020Q107 |
| NUE | Nucor Corp | 1,173,376 | $62.62M | 0.4% | $38.14 | +0.5% | Common Stock | 670346105 |
| ZBH | Zimmer Holdings Inc | 670,662 | $62.48M | 0.4% | $78.28 | +0.0% | Common Stock | 98956P102 |
| DKS | Dick's Sporting Goods Inc | 1,063,865 | $61.77M | 0.4% | $37.36 | +8.5% | Common Stock | 253393102 |
| — | Carefusion Corp | 1,547,350 | $61.62M | 0.4% | $37.14 | — | Common Stock | 14170T101 |
| GILD | Gilead Sciences Inc | 803,450 | $60.38M | 0.4% | $41.52 | +16.5% | Common Stock | 375558103 |
| — | Patterson Cos Inc | 1,453,172 | $59.87M | 0.4% | $40.20 | — | Common Stock | 703395103 |
| DHR | Danaher Corp | 773,428 | $59.69M | 0.4% | $27.40 | +8.4% | Common Stock | 235851102 |
| — | Government National Mortgage Association 6.50% 4/15/36 | 51,602,773 | $59.31M | 0.4% | $1.17 | — | MBS 30yr | 36241KKD9 |
| AVY | Avery Dennison Corp | 1,179,500 | $59.2M | 0.4% | $34.97 | +6.1% | Common Stock | 053611109 |
| ABT | Abbott Laboratories | 1,516,298 | $58.11M | 0.4% | $29.23 | +0.0% | Common Stock | 002824100 |
| HP | Helmerich & Payne Inc | 690,075 | $58.02M | 0.4% | $66.00 | +17.9% | Common Stock | 423452101 |
| MAR | Marriott International Inc/DE | 1,146,000 | $56.57M | 0.4% | $36.58 | +10.2% | Common Stock | 571903202 |
| MKL | Markel Corp | 97,400 | $56.53M | 0.4% | $526.15 | +3.1% | Common Stock | 570535104 |
| BDX | Becton Dickinson and Co | 511,100 | $56.47M | 0.4% | $80.59 | +6.4% | Common Stock | 075887109 |
| V | Visa Inc | 251,835 | $56.08M | 0.4% | $42.33 | +9.3% | Common Stock | 92826C839 |
| DVN | Devon Energy Corp | 901,100 | $55.75M | 0.4% | $38.70 | +6.0% | Common Stock | 25179M103 |
| LUV | Southwest Airlines Co | 2,935,900 | $55.31M | 0.4% | $11.89 | +28.4% | Common Stock | 844741108 |
| BR | Broadridge Financial Solutions Inc | 1,391,300 | $54.98M | 0.4% | $23.68 | +22.4% | Common Stock | 11133T103 |
| ALSN | Allison Transmission Holdings Inc | 1,964,900 | $54.25M | 0.4% | $19.37 | +9.0% | Common Stock | 01973R101 |
| ADI | Analog Devices Inc | 1,058,175 | $53.89M | 0.4% | $36.70 | +2.5% | Common Stock | 032654105 |
| AMG | Affiliated Managers Group Inc | 244,295 | $52.98M | 0.4% | $171.93 | +12.3% | Common Stock | 008252108 |
| — | Intel Corp 3.25% 8/1/39 | 38,801,718 | $52.75M | 0.4% | $1.24 | — | US DOMESTIC | 458140AF7 |
| — | Celgene Corp | 312,147 | $52.74M | 0.4% | $153.98 | — | Common Stock | 151020104 |
| FIS | Fidelity National Information Services Inc | 981,900 | $52.71M | 0.4% | $36.63 | +9.3% | Common Stock | 31620M106 |
| CTAS | Cintas Corp | 870,200 | $51.85M | 0.4% | $10.43 | +12.8% | Common Stock | 172908105 |
| — | Government National Mortgage Association 6.5% 12/15/32 | 45,392,304 | $51.79M | 0.4% | $1.19 | — | MBS 30yr | 36241LE44 |
| MRSH | Marsh & McLennan Cos Inc | 1,068,100 | $51.65M | 0.4% | $33.72 | +10.9% | Common Stock | 571748102 |
| RPM | RPM International Inc | 1,239,400 | $51.45M | 0.4% | $34.85 | +11.7% | Common Stock | 749685103 |
| — | Michael Kors Holdings Limited | 632,475 | $51.35M | 0.4% | $81.19 | — | Common Stock | G60754101 |
| OMC | Omnicom Group Inc | 688,100 | $51.17M | 0.4% | $42.52 | +8.7% | Common Stock | 681919106 |
| CFR | Cullen/Frost Bankers Inc | 687,400 | $51.16M | 0.4% | $49.56 | +1.3% | Common Stock | 229899109 |
| — | Chico's FAS Inc | 2,687,500 | $50.63M | 0.4% | $16.75 | — | Common Stock | 168615102 |
| — | Government National Mortgage Association 7.00% 12/15/34 | 42,433,623 | $50.15M | 0.4% | $1.18 | — | MBS 30yr | 36241LFB7 |
| FITB | Fifth Third Bancorp | 2,382,610 | $50.11M | 0.4% | $12.47 | +4.8% | Common Stock | 316773100 |
| ALV | Autoliv Inc | 541,400 | $49.7M | 0.4% | $45.64 | +8.4% | Common Stock | 052800109 |
| — | Juniper Networks Inc | 2,166,213 | $48.89M | 0.3% | $19.86 | — | Common Stock | 48203R104 |
| — | DIRECTV | 706,940 | $48.8M | 0.3% | $59.75 | — | Common Stock | 25490A309 |
| SBUX | Starbucks Corp | 616,864 | $48.36M | 0.3% | $28.27 | +10.4% | Common Stock | 855244109 |
| AVT | Avnet Inc | 1,093,672 | $48.24M | 0.3% | $29.75 | +7.2% | Common Stock | 053807103 |
| ROK | Rockwell Automation Inc | 406,425 | $48.02M | 0.3% | $76.44 | +14.3% | Common Stock | 773903109 |
| — | Government National Mortgage Association 6.50% 1/15/35 | 41,854,902 | $47.94M | 0.3% | $1.18 | — | MBS 30yr | 36241LTK2 |
| RHI | Robert Half International Inc | 1,138,700 | $47.81M | 0.3% | $36.84 | +6.9% | Common Stock | 770323103 |
| — | Willis Group Holdings Plc | 1,065,469 | $47.74M | 0.3% | $44.81 | — | Common Stock | G96666105 |
| ARE | Alexandria Real Estate Equities Inc | 746,398 | $47.49M | 0.3% | $42.27 | -1.4% | REIT | 015271109 |
| KLAC | Kla-Tencor Corp | 736,200 | $47.46M | 0.3% | $39.78 | 0.0% | Common Stock | 482480100 |
| HOG | Harley-Davidson Inc | 681,913 | $47.22M | 0.3% | $59.16 | +12.0% | Common Stock | 412822108 |
| SWKS | Skyworks Solutions Inc | 1,643,900 | $46.95M | 0.3% | $19.41 | +7.8% | Common Stock | 83088M102 |
| PTC | Parametric Technology Corp | 1,323,672 | $46.84M | 0.3% | $27.38 | +12.2% | Common Stock | 69370C100 |
| — | Nordstrom Inc | 755,000 | $46.66M | 0.3% | $56.20 | — | Common Stock | 655664100 |
| PH | Parker Hannifin Corp | 359,760 | $46.28M | 0.3% | $83.77 | +13.4% | Common Stock | 701094104 |
| RS | Reliance Steel & Aluminum Co | 609,032 | $46.19M | 0.3% | $69.79 | +5.9% | Common Stock | 759509102 |
| ATO | Atmos Energy Corp | 1,009,900 | $45.87M | 0.3% | $31.01 | +5.4% | Common Stock | 049560105 |
| BFH | Alliance Data Systems Corp | 173,505 | $45.62M | 0.3% | $136.89 | +20.4% | Common Stock | 018581108 |
| BIIB | Biogen Idec Inc | 161,020 | $45.05M | 0.3% | $223.81 | +15.6% | Common Stock | 09062X103 |
| RSG | Republic Services Inc | 1,353,900 | $44.95M | 0.3% | $26.76 | +0.4% | Common Stock | 760759100 |
| TSCO | Tractor Supply Co | 578,230 | $44.86M | 0.3% | $10.37 | +16.2% | Common Stock | 892356106 |
| META | Facebook Inc | 819,197 | $44.78M | 0.3% | $36.96 | +34.9% | Common Stock | 30303M102 |
| SNPS | Synopsys Inc | 1,098,700 | $44.57M | 0.3% | $37.05 | +1.0% | Common Stock | 871607107 |
| OLN | Olin Corp | 1,541,611 | $44.48M | 0.3% | $16.50 | +4.9% | Common Stock | 680665205 |
| SCHW | Charles Schwab Corp/The | 1,687,460 | $43.87M | 0.3% | $18.79 | +10.0% | Common Stock | 808513105 |
| — | Cimarex Energy Co | 417,475 | $43.8M | 0.3% | $96.40 | — | Common Stock | 171798101 |
| WRB | WR Berkley Corp | 987,113 | $42.83M | 0.3% | $9.57 | +2.6% | Common Stock | 084423102 |
| — | Canadian Pacific Railway Ltd | 282,215 | $42.7M | 0.3% | $123.30 | — | Common Stock | 13645T100 |
| — | Catamaran Corp | 899,385 | $42.7M | 0.3% | $45.95 | — | Common Stock | 148887102 |
| IVZ | Invesco Ltd | 1,168,500 | $42.53M | 0.3% | $20.30 | 0.0% | Common Stock | G491BT108 |
| JBHT | JB Hunt Transport Services Inc | 540,100 | $41.75M | 0.3% | $66.16 | +0.4% | Common Stock | 445658107 |
| — | Esterline Technologies Corp | 403,700 | $41.16M | 0.3% | $79.89 | — | Common Stock | 297425100 |
| DOV | Dover Corp | 423,751 | $40.91M | 0.3% | $46.22 | +6.6% | Common Stock | 260003108 |
| ASB | Associated Banc-Corp | 2,348,584 | $40.87M | 0.3% | $11.12 | +1.5% | Common Stock | 045487105 |
| — | EMC Corp 1.75% 12/1/13 | 25,725,771 | $40.56M | 0.3% | $1.60 | — | US DOMESTIC | 268648AM4 |
| XYL | Xylem Inc | 1,170,600 | $40.5M | 0.3% | $22.72 | +21.4% | Common Stock | 98419M100 |
| — | Government National Mortgage Association II 7.00% 12/20/32 | 33,938,173 | $40.17M | 0.3% | $1.18 | — | MBS 30yr | 36241LFF8 |
| — | Pacwest Bancorp | 943,413 | $39.83M | 0.3% | $34.36 | — | Common Stock | 695263103 |
| CCK | Crown Holdings Inc | 891,375 | $39.73M | 0.3% | $41.56 | -2.2% | Common Stock | 228368106 |
| — | Wellpoint Inc 2.75% 10/15/42 | 29,179,602 | $39.5M | 0.3% | $1.35 | — | US DOMESTIC | 94973VBG1 |
| CMI | Cummins Inc | 280,185 | $39.5M | 0.3% | $89.10 | +8.1% | Common Stock | 231021106 |
| — | Unit Corp | 764,700 | $39.47M | 0.3% | $47.09 | — | Common Stock | 909218109 |
| EME | EMCOR Group Inc | 929,169 | $39.43M | 0.3% | $38.22 | -3.6% | Common Stock | 29084Q100 |
| — | Wells Fargo & Co | 35,514 | $39.42M | 0.3% | $1137.49 | — | PUBLIC | 949746804 |
| — | Government National Mortgage Association 6.5% 12/15/25 | 34,659,552 | $39.42M | 0.3% | $1.15 | — | MBS 30yr | 36241LE51 |
| — | Cerner Corp | 703,366 | $39.21M | 0.3% | $52.55 | — | Common Stock | 156782104 |
| — | Aon Plc | 467,000 | $39.18M | 0.3% | $83.89 | — | Common Stock | G0408V102 |
| CNMD | Conmed Corp | 919,493 | $39.08M | 0.3% | $28.23 | +16.2% | Common Stock | 207410101 |
| — | Chubb Corp | 394,600 | $38.13M | 0.3% | $89.26 | — | Common Stock | 171232101 |
| QCOM | Qualcomm Inc | 509,450 | $37.83M | 0.3% | $46.56 | +8.2% | Common Stock | 747525103 |
| HAS | Hasbro Inc | 686,300 | $37.75M | 0.3% | $31.45 | +9.6% | Common Stock | 418056107 |
| — | Bemis Co Inc | 920,600 | $37.71M | 0.3% | $39.00 | — | Common Stock | 081437105 |
| — | LaSalle Hotel Properties | 1,221,550 | $37.7M | 0.3% | $28.56 | — | REIT | 517942108 |
| — | Alexion Pharmaceuticals Inc | 282,640 | $37.61M | 0.3% | $116.16 | — | Common Stock | 015351109 |
| LNT | Alliant Energy Corp | 715,300 | $36.91M | 0.3% | $17.15 | +1.9% | Common Stock | 018802108 |
| — | Nielsen Holdings N.V. | 796,271 | $36.53M | 0.3% | $45.87 | — | Common Stock | N63218106 |
| MKSI | MKS Instruments Inc | 1,213,842 | $36.34M | 0.3% | $23.31 | +9.4% | Common Stock | 55306N104 |
| — | Anixter International Inc | 403,604 | $36.26M | 0.3% | $87.66 | — | Common Stock | 035290105 |
| FUL | HB Fuller Co | 688,617 | $35.84M | 0.3% | $34.70 | +20.5% | Common Stock | 359694106 |
| — | Steris Corp | 738,403 | $35.48M | 0.3% | $43.16 | — | Common Stock | 859152100 |
| — | FMC Technologies Inc | 672,030 | $35.09M | 0.2% | $52.21 | — | Common Stock | 30249U101 |
| CRL | Charles River Laboratories International Inc | 654,000 | $34.69M | 0.2% | $46.51 | +8.0% | Common Stock | 159864107 |
| MHK | Mohawk Industries Inc | 232,170 | $34.57M | 0.2% | $121.93 | +12.0% | Common Stock | 608190104 |
| — | SunTrust Banks Inc | 933,309 | $34.35M | 0.2% | $32.42 | — | Common Stock | 867914103 |
| — | Priceline.com Inc 1.25% 3/15/15 | 8,979,653 | $34.26M | 0.2% | $3.32 | — | US DOMESTIC | 741503AN6 |
| — | Energen Corp | 481,384 | $34.06M | 0.2% | $76.39 | — | Common Stock | 29265N108 |
| ONB | Old National Bancorp/IN | 2,198,026 | $33.78M | 0.2% | $14.12 | +5.7% | Common Stock | 680033107 |
| COLB | Columbia Banking System Inc | 1,216,925 | $33.48M | 0.2% | $14.63 | +7.0% | Common Stock | 197236102 |
| ABM | ABM Industries Inc | 1,151,536 | $32.92M | 0.2% | $20.16 | +7.1% | Common Stock | 000957100 |
| RGA | Reinsurance Group of America Inc | 422,000 | $32.67M | 0.2% | $67.49 | +7.9% | Common Stock | 759351604 |
| XEL | Xcel Energy Inc | 1,156,352 | $32.31M | 0.2% | $19.11 | -0.3% | Common Stock | 98389B100 |
| — | Microsemi Corp | 1,286,160 | $32.09M | 0.2% | $24.26 | — | Common Stock | 595137100 |
| CSL | Carlisle Cos Inc | 403,159 | $32.01M | 0.2% | $58.11 | +8.6% | Common Stock | 142339100 |
| SIGI | Selective Insurance Group Inc | 1,158,371 | $31.35M | 0.2% | $19.97 | +8.4% | Common Stock | 816300107 |
| — | ALERE INC | 860,040 | $31.13M | 0.2% | $30.66 | — | Common Stock | 01449J105 |
| IART | Integra LifeSciences Holdings Corp | 648,590 | $30.94M | 0.2% | $18.47 | +9.8% | Common Stock | 457985208 |
| ACH | Owens & Minor Inc | 845,639 | $30.92M | 0.2% | $28.74 | +5.5% | Common Stock | 690732102 |
| SLGN | Silgan Holdings Inc | 642,562 | $30.86M | 0.2% | $24.01 | -2.9% | Common Stock | 827048109 |
| ZBRA | Zebra Technologies Corp | 568,825 | $30.76M | 0.2% | $46.39 | +8.1% | Common Stock | 989207105 |
| PRIM | PRIMORIS SERVICES CORP | 983,899 | $30.63M | 0.2% | $22.65 | +21.0% | Common Stock | 74164F103 |
| LZB | La-Z-Boy Inc | 975,648 | $30.25M | 0.2% | $21.72 | +19.1% | Common Stock | 505336107 |
| INDB | Independent Bank Corp | 770,234 | $30.19M | 0.2% | $25.91 | +1.2% | Common Stock | 453836108 |
| SXT | Sensient Technologies Corp | 621,819 | $30.17M | 0.2% | $43.72 | +13.9% | Common Stock | 81725T100 |
| ADBE | Adobe Systems Inc | 501,785 | $30.05M | 0.2% | $55.25 | 0.0% | Common Stock | 00724F101 |
| ACGL | Arch Capital Group Ltd | 502,262 | $29.98M | 0.2% | $18.24 | 0.0% | Common Stock | G0450A105 |
| IFF | International Flavors & Fragrances Inc | 345,800 | $29.73M | 0.2% | $60.73 | +5.3% | Common Stock | 459506101 |
| — | Endurance Specialty Holdings Ltd | 503,500 | $29.54M | 0.2% | $58.67 | — | Common Stock | G30397106 |
| MLI | Mueller Industries Inc | 468,533 | $29.52M | 0.2% | $11.14 | +5.4% | Common Stock | 624756102 |
| DAN | Dana Holding Corp | 1,504,156 | $29.51M | 0.2% | $17.01 | -5.1% | Common Stock | 235825205 |
| PAG | Penske Automotive Group Inc | 625,599 | $29.5M | 0.2% | $38.27 | +11.7% | Common Stock | 70959W103 |
| — | SYKES Enterprises Inc | 1,349,083 | $29.42M | 0.2% | $19.16 | — | Common Stock | 871237103 |
| — | Encore Wire Corp | 539,614 | $29.25M | 0.2% | $41.61 | — | Common Stock | 292562105 |
| PLXS | Plexus Corp | 673,521 | $29.16M | 0.2% | $36.89 | +7.4% | Common Stock | 729132100 |
| ENTG | Entegris Inc | 2,509,316 | $29.11M | 0.2% | $9.58 | +5.5% | Common Stock | 29362U104 |
| CBT | Cabot Corp | 564,960 | $29.04M | 0.2% | $30.22 | +17.7% | Common Stock | 127055101 |
| TRS | TRIMAS CORP | 722,357 | $28.82M | 0.2% | $29.78 | +2.1% | Common Stock | 896215209 |
| GVA | Granite Construction Inc | 819,403 | $28.66M | 0.2% | $30.25 | +3.9% | Common Stock | 387328107 |
| — | Diebold Inc | 867,400 | $28.63M | 0.2% | $29.52 | — | Common Stock | 253651103 |
| — | Alza Corp 0.00% 7/28/20 | 22,729,000 | $28.61M | 0.2% | $1.19 | — | US DOMESTIC | 02261WAB5 |
| ECL | Ecolab Inc | 273,590 | $28.53M | 0.2% | $81.20 | +12.0% | Common Stock | 278865100 |
| CMG | Chipotle Mexican Grill Inc | 53,489 | $28.5M | 0.2% | $8.09 | +25.8% | Common Stock | 169656105 |
| IWS | iShares Russell Mid-cap Value ETF | 433,500 | $28.48M | 0.2% | $60.90 | — | ETP | 464287473 |
| WERN | Werner Enterprises Inc | 1,150,913 | $28.46M | 0.2% | $23.90 | -0.6% | Common Stock | 950755108 |
| ASTE | Astec Industries Inc | 736,453 | $28.45M | 0.2% | $31.23 | -0.1% | Common Stock | 046224101 |
| — | Ingersoll-Rand PLC | 455,900 | $28.08M | 0.2% | $61.60 | — | Common Stock | G47791101 |
| RUSHA | Rush Enterprises Inc | 944,466 | $28M | 0.2% | $11.47 | +10.1% | Common Stock | 781846209 |
| — | Danaher Corp 0.00% 1/22/21 | 12,387,000 | $27.8M | 0.2% | $2.01 | — | US DOMESTIC | 235851AF9 |
| — | Twenty-First Century Fox A | 786,705 | $27.68M | 0.2% | $35.17 | — | Common Stock | 90130A101 |
| — | IBERIABANK Corp | 438,200 | $27.54M | 0.2% | $52.14 | — | Common Stock | 450828108 |
| CME | CME Group Inc | 350,955 | $27.54M | 0.2% | $44.25 | +7.2% | Common Stock | 12572Q105 |
| HELE | Helen of Troy Ltd | 550,467 | $27.25M | 0.2% | $46.88 | 0.0% | Common Stock | G4388N106 |
| THG | Hanover Insurance Group Inc/The | 449,848 | $26.86M | 0.2% | $37.76 | +11.5% | Common Stock | 410867105 |
| HLX | Helix Energy Solutions Group Inc | 1,146,925 | $26.59M | 0.2% | $25.00 | -6.7% | Common Stock | 42330P107 |
| — | Hubbell Inc | 241,700 | $26.32M | 0.2% | $104.74 | — | Common Stock | 443510201 |
| — | Linkedin Corporation | 120,880 | $26.21M | 0.2% | $246.05 | — | Common Stock | 53578A108 |
| — | Alleghany Corp | 65,444 | $26.18M | 0.2% | $409.63 | — | Common Stock | 017175100 |
| — | Stancorp Financial Group Inc | 393,707 | $26.08M | 0.2% | $55.02 | — | Common Stock | 852891100 |
| — | Government National Mortgage Association 7.50% 4/15/34 | 21,845,650 | $26.03M | 0.2% | $1.20 | — | MBS 30yr | 36241KHY7 |
| — | City National Corp/CA | 327,300 | $25.93M | 0.2% | $66.66 | — | Common Stock | 178566105 |
| SRE | Sempra Energy | 284,686 | $25.55M | 0.2% | $28.99 | +5.3% | Common Stock | 816851109 |
| — | Barnes Group Inc | 662,859 | $25.39M | 0.2% | $34.92 | — | Common Stock | 067806109 |
| — | Lam Research Corp 1.25% 5/15/18 | 20,794,272 | $25.29M | 0.2% | $1.20 | — | US DOMESTIC | 512807AL2 |
| GATX | GATX Corp | 477,275 | $24.9M | 0.2% | $34.56 | +9.4% | Common Stock | 361448103 |
| CLH | Clean Harbors Inc | 413,200 | $24.77M | 0.2% | $57.66 | 0.0% | Common Stock | 184496107 |
| WWD | Woodward Inc | 542,458 | $24.74M | 0.2% | $37.82 | +1.7% | Common Stock | 980745103 |
| — | Rosetta Resources Inc | 512,425 | $24.62M | 0.2% | $54.46 | — | Common Stock | 777779307 |
| — | Government National Mortgage Association 7.00% 12/15/32 | 20,685,362 | $24.36M | 0.2% | $1.18 | — | MBS 30yr | 36241LFA9 |
| — | Fluor Corp 1.50% 2/15/24 | 8,361,233 | $24.36M | 0.2% | $2.57 | — | US DOMESTIC | 343412AA0 |
| — | Government National Mortgage Association 6.00% 6/15/40 | 20,676,618 | $24.17M | 0.2% | $1.16 | — | MBS 30yr | 36241L4K9 |
| — | Forward Air Corp | 542,650 | $23.83M | 0.2% | $40.55 | — | Common Stock | 349853101 |
| — | Alcoa Inc 5.25% 3/15/14 | 14,381,991 | $23.82M | 0.2% | $1.29 | — | US DOMESTIC | 013817AT8 |
| — | El Paso Electric Co | 673,844 | $23.66M | 0.2% | $33.47 | — | Common Stock | 283677854 |
| AFG | American Financial Group Inc/OH | 409,166 | $23.62M | 0.2% | $22.91 | +8.1% | Common Stock | 025932104 |
| — | United Technologies Corp Pfd 8/1/15 | 360,120 | $23.58M | 0.2% | $64.79 | — | PUBLIC | 913017117 |
| — | Lam Research Corp | 431,768 | $23.51M | 0.2% | $51.19 | — | Common Stock | 512807108 |
| PRI | Primerica Inc | 545,987 | $23.43M | 0.2% | $40.84 | +3.8% | Common Stock | 74164M108 |
| — | Steiner Leisure Ltd | 470,228 | $23.13M | 0.2% | $49.19 | — | Common Stock | P8744Y102 |
| LFUS | Littelfuse Inc | 248,653 | $23.11M | 0.2% | $79.99 | +5.1% | Common Stock | 537008104 |
| CASY | Casey's General Stores Inc | 327,876 | $23.03M | 0.2% | $66.60 | +0.0% | Common Stock | 147528103 |
| — | Ford Motor Co 4.25% 11/15/16 | 12,383,386 | $22.85M | 0.2% | $1.97 | — | US DOMESTIC | 345370CN8 |
| — | Airtran Holdings Inc 5.25% 11/16 | 13,428,115 | $22.71M | 0.2% | $1.51 | — | US DOMESTIC | 00949PAD0 |
| — | Metlife Inc Pfd 9/11/13 | 719,609 | $22.7M | 0.2% | $28.66 | — | PUBLIC | 59156R116 |
| — | Cloud Peak Energy Inc | 1,259,775 | $22.68M | 0.2% | $15.17 | — | Common Stock | 18911Q102 |
| — | Government National Mortgage Association 7.00% 6/15/36 | 19,119,067 | $22.49M | 0.2% | $1.17 | — | MBS 30yr | 3622A2AQ5 |
| MZTI | Lancaster Colony Corp | 254,950 | $22.47M | 0.2% | $80.19 | +5.1% | Common Stock | 513847103 |
| BC | Brunswick Corp/DE | 487,760 | $22.47M | 0.2% | $30.54 | +19.9% | Common Stock | 117043109 |
| — | Archer Daniels .875% 2/15/14 | 20,933,191 | $22.15M | 0.2% | $1.02 | — | US DOMESTIC | 039483AW2 |
| — | Infinity Property & Casualty Corp | 306,225 | $21.97M | 0.2% | $64.71 | — | Common Stock | 45665Q103 |
| — | Jefferies Group Inc 3.875% 11/1/29 | 20,736,801 | $21.94M | 0.2% | $1.05 | — | US DOMESTIC | 472319AG7 |
| JBTM | John Bean Technologies Corp | 734,749 | $21.55M | 0.2% | $22.65 | +14.9% | Common Stock | 477839104 |
| IWN | iShares Russell 2000 Value ETF | 213,725 | $21.27M | 0.1% | $94.08 | — | ETP | 464287630 |
| — | Allete Inc | 413,575 | $20.63M | 0.1% | $48.32 | — | Common Stock | 018522300 |
| TSN | Tyson Foods Inc | 611,500 | $20.46M | 0.1% | $22.26 | +5.4% | Common Stock | 902494103 |
| WTS | Watts Water Technologies Inc | 330,370 | $20.44M | 0.1% | $54.60 | +6.2% | Common Stock | 942749102 |
| AMSF | Amerisafe Inc | 479,307 | $20.25M | 0.1% | $14.85 | +11.3% | Common Stock | 03071H100 |
| — | Fairchild Semiconductor International Inc | 1,512,199 | $20.19M | 0.1% | $13.89 | — | Common Stock | 303726103 |
| KFY | Korn/Ferry International | 772,487 | $20.18M | 0.1% | $16.95 | +19.9% | Common Stock | 500643200 |
| — | Janus Capital Group Inc 0.75% 7/15/18 | 15,776,485 | $20.06M | 0.1% | $1.04 | — | US DOMESTIC | 47102XAH8 |
| — | Sterling Bancorp | 1,495,913 | $20M | 0.1% | $13.37 | — | Common Stock | 85917A100 |
| NWE | NorthWestern Corp | 459,475 | $19.9M | 0.1% | $25.49 | +7.5% | Common Stock | 668074305 |
| — | South Jersey Industries Inc | 355,000 | $19.87M | 0.1% | $58.31 | — | Common Stock | 838518108 |
| — | Analogic Corp | 223,924 | $19.83M | 0.1% | $85.74 | — | Common Stock | 032657207 |
| — | C&J Energy Services Inc | 856,750 | $19.79M | 0.1% | $20.29 | — | Common Stock | 12467B304 |
| PB | Prosperity Bancshares Inc | 311,619 | $19.75M | 0.1% | $42.75 | +6.7% | Common Stock | 743606105 |
| — | Prologis LP 3.25% 3/15/15 | 17,548,160 | $19.59M | 0.1% | $1.13 | — | US DOMESTIC | 74340XAT8 |
| — | International Game Technology 3.25% 5/1/14 | 18,431,708 | $19.54M | 0.1% | $1.11 | — | US DOMESTIC | 459902AQ5 |
| — | Priceline.Com Inc 1.00% 3/15/18 | 14,018,874 | $19.33M | 0.1% | $1.28 | — | US DOMESTIC | 741503AQ9 |
| — | US Treasury Bond 8.875% 8/15/17 | 14,833,747 | $18.93M | 0.1% | $1.30 | — | US GOVERNMENT | 912810DZ8 |
| — | Multi-Color Corp | 500,481 | $18.89M | 0.1% | $37.74 | — | Common Stock | 625383104 |
| — | Innophos Holdings Inc | 388,100 | $18.86M | 0.1% | $52.78 | — | Common Stock | 45774N108 |
| LKFN | Lakeland Financial Corp | 474,048 | $18.49M | 0.1% | $15.53 | +13.7% | Common Stock | 511656100 |
| — | Teva Pharm Finance Co LLC 0.25% 2/1/26 | 17,368,021 | $18.44M | 0.1% | $1.04 | — | US DOMESTIC | 88163VAE9 |
| — | Newmont Mining Corp 1.625% 7/15/17 | 17,989,187 | $18.35M | 0.1% | $1.10 | — | US DOMESTIC | 651639AJ5 |
| — | New York Community Capital Trust V | 374,815 | $18.34M | 0.1% | $48.55 | — | PUBLIC | 64944P307 |
| — | PS Business Parks Inc | 239,116 | $18.27M | 0.1% | $74.73 | — | REIT | 69360J107 |
| MGRC | Mcgrath Rentcorp | 457,075 | $18.19M | 0.1% | $34.83 | +6.2% | Common Stock | 580589109 |
| — | Novellus Systems 2.625% 5/15/41 | 10,762,557 | $17.99M | 0.1% | $1.58 | — | US DOMESTIC | 670008AD3 |
| — | MTS Systems Corp | 251,200 | $17.9M | 0.1% | $64.47 | — | Common Stock | 553777103 |
| — | Xilinx Inc 3.125% 3/15/37 | 11,241,963 | $17.8M | 0.1% | $1.60 | — | US DOMESTIC | 983919AD3 |
| — | Pike Corp | 1,678,793 | $17.75M | 0.1% | $10.57 | — | Common Stock | 721283109 |
| CAKE | Cheesecake Factory Inc/The | 366,552 | $17.69M | 0.1% | $33.79 | +9.0% | Common Stock | 163072101 |
| EPI | WISDOMTREE INDIA EARNINGS | 1,011,132 | $17.63M | 0.1% | $15.38 | — | ETP | 97717W422 |
| — | Ares Capital Corp 5.125% 6/1/16 | 16,250,795 | $17.34M | 0.1% | $1.05 | — | GLOBAL | 04010LAD5 |
| — | Aaron's Inc | 589,500 | $17.33M | 0.1% | $27.70 | — | Common Stock | 002535300 |
| — | Government National Mortgage Association 8.00% 12/15/35 | 13,971,935 | $17.32M | 0.1% | $1.25 | — | MBS 30yr | 36241KJA7 |
| — | Harris Teeter Supermarkets Inc | 347,475 | $17.15M | 0.1% | $49.19 | — | Common Stock | 414585109 |
| — | Rudolph Technologies Inc | 1,396,330 | $16.39M | 0.1% | $11.44 | — | Common Stock | 781270103 |
| — | Dominion Resources Inc 2.125% 12/15/23 | 8,547,208 | $16.39M | 0.1% | $1.85 | — | US DOMESTIC | 25746UAT6 |
| — | Xilinx Inc 2.625% 6/15/17 | 10,258,498 | $16.36M | 0.1% | $1.62 | — | US DOMESTIC | 983919AF8 |
| — | Gannett Co Inc | 546,100 | $16.15M | 0.1% | $29.58 | — | Common Stock | 364730101 |
| — | Government National Mortgage Association 6.00% 7/15/36 | 13,677,068 | $16.05M | 0.1% | $1.17 | — | MBS 30yr | 36241L5Z5 |
| — | Government National Mortgage Association 7.50% 1/15/37 | 13,342,193 | $16.04M | 0.1% | $1.21 | — | MBS 30yr | 36241LXJ0 |
| — | Snyders-Lance Inc | 555,670 | $15.96M | 0.1% | $28.85 | — | Common Stock | 833551104 |
| TITN | Titan Machinery Inc | 878,971 | $15.66M | 0.1% | $18.05 | -6.6% | Common Stock | 88830R101 |
| ICUI | ICU Medical Inc | 243,787 | $15.53M | 0.1% | $70.35 | -8.5% | Common Stock | 44930G107 |
| OXM | Oxford Industries Inc | 183,743 | $14.82M | 0.1% | $66.16 | +10.1% | Common Stock | 691497309 |
| — | Government National Mortgage Association 6.50% 9/15/32 | 12,602,426 | $14.6M | 0.1% | $1.15 | — | MBS 30yr | 36225BUV8 |
| — | Government National Mortgage Association II VRN 11/20/39 | 12,265,649 | $14.59M | 0.1% | $1.19 | — | Agncy CMO Other | 38378DU29 |
| RLI | RLI Corp | 149,542 | $14.56M | 0.1% | $12.45 | +17.6% | Common Stock | 749607107 |
| — | Government National Mortgage Association 6.50% 8/15/37 | 12,564,451 | $14.45M | 0.1% | $1.16 | — | MBS 30yr | 36241L5D4 |
| — | Altra Industrial Motion Corp | 419,160 | $14.34M | 0.1% | $34.22 | — | Common Stock | 02208R106 |
| — | GNMA 2013-190 VRN 9/20/30 | 12,189,423 | $14.08M | 0.1% | $1.15 | — | Agncy CMO Other | 38378PQJ0 |
| — | Stanley Black & Decker I Pfd 4.75% 11/17/15 | 112,790 | $14M | 0.1% | $137.00 | — | PUBLIC | 854502309 |
| — | Drew Industries Inc | 268,992 | $13.77M | 0.1% | $45.54 | — | Common Stock | 26168L205 |
| — | Harman International Industries Inc | 166,710 | $13.65M | 0.1% | $66.24 | — | Common Stock | 413086109 |
| — | Government National Mortgage Association 5.00% 5/15/39 | 11,772,602 | $13.26M | 0.1% | $1.13 | — | MBS 30yr | 36296UX21 |
| KALU | Kaiser Aluminum Corp | 185,625 | $13.04M | 0.1% | $46.69 | +1.7% | Common Stock | 483007704 |
| SCVL | Shoe Carnival Inc | 445,234 | $12.92M | 0.1% | $13.12 | +3.5% | Common Stock | 824889109 |
| — | Government National Mortgage Association 6.50% 2/15/36 | 11,008,001 | $12.75M | 0.1% | $1.15 | — | MBS 30yr | 3622A2E57 |
| — | Government National Mortgage Association 8.00% 9/15/32 | 10,705,182 | $12.75M | 0.1% | $1.22 | — | MBS 30yr | 3622A2FH0 |
| — | Health Care REIT Inc 3.00% 12/1/29 | 11,023,675 | $12.28M | 0.1% | $1.23 | — | US DOMESTIC | 42217KAR7 |
| — | Government National Mortgage Association 7.00% 4/15/33 | 10,368,036 | $12.23M | 0.1% | $1.17 | — | MBS 30yr | 36241LQD1 |
| — | Roper Industries Inc 0.00% 01/15/34 | 6,795,000 | $11.88M | 0.1% | $1.67 | — | US DOMESTIC | 776696AA4 |
| — | Government National Mortgage Association 8.00% 1/15/32 | 9,854,257 | $11.85M | 0.1% | $1.22 | — | MBS 30yr | 36241KMZ8 |
| — | Government National Mortgage Association II 6.00% 2/20/34 | 10,073,447 | $11.66M | 0.1% | $1.15 | — | MBS 30yr | 36202D4A6 |
| — | Government National Mortgage Association 6.50% 12/15/38 | 9,925,914 | $11.54M | 0.1% | $1.18 | — | MBS 30yr | 3622A2FK3 |
| MTZ | MasTec Inc | 343,875 | $11.25M | 0.1% | $31.83 | -0.6% | Common Stock | 576323109 |
| — | Nextera Energy | 198,455 | $11.24M | 0.1% | $54.63 | — | PUBLIC | 65339F887 |
| — | Government National Mortgage Association 7.00% 6/15/36 | 9,562,904 | $11.24M | 0.1% | $1.19 | — | MBS 30yr | 3622A2ET5 |
| — | Government National Mortgage Association 7.00% 12/16/37 | 10,052,590 | $11.15M | 0.1% | $1.13 | — | Agncy CMBS | 38376GXJ4 |
| — | Government National Mortgage Association 7.50% 8/15/33 | 9,406,501 | $11.13M | 0.1% | $1.19 | — | MBS 30yr | 3622A2EU2 |
| — | Government National Mortgage Association 7.00% 3/16/46 | 9,742,810 | $11.07M | 0.1% | $1.16 | — | Agncy CMBS | 38378BQR3 |
| — | Government National Mortgage Association 7.00% 10/16/33 | 10,053,155 | $11.03M | 0.1% | $1.10 | — | Agncy CMBS | 38376GE55 |
| — | Government National Mortgage Association 7.00% 5/16/37 | 10,054,207 | $10.82M | 0.1% | $1.10 | — | Agncy CMBS | 38376GVC1 |
| — | Omnicom Group Inc 0.00% 7/31/32 | 8,060,000 | $10.6M | 0.1% | $1.21 | — | US DOMESTIC | 681919AV8 |
| — | Government National Mortgage Association II 7.50% 11/20/32 | 8,878,407 | $10.56M | 0.1% | $1.21 | — | MBS 30yr | 36241KHU5 |
| — | Government National Mortgage Association 6.00% 9/15/34 | 9,014,400 | $10.55M | 0.1% | $1.16 | — | MBS 30yr | 36241LX92 |
| — | Government National Mortgage Association 8.00% 9/15/27 | 8,612,335 | $10.49M | 0.1% | $1.23 | — | MBS 30yr | 3622A2C67 |
| — | Government National Mortgage Association 7.50% 11/15/37 | 8,870,777 | $10.42M | 0.1% | $1.19 | — | MBS 30yr | 3622A2EN8 |
| MOD | Modine Manufacturing Co | 811,705 | $10.41M | 0.1% | $13.18 | +1.7% | Common Stock | 607828100 |
| — | Dominion Resources Inc | 191,756 | $10.39M | 0.1% | $53.44 | — | PUBLIC | 25746U885 |
| — | Government National Mortgage Association 8.00% 12/15/30 | 8,611,451 | $10.39M | 0.1% | $1.23 | — | MBS 30yr | 3622A2CK6 |
| — | Dominion Resources Inc | 190,731 | $10.32M | 0.1% | $53.39 | — | PUBLIC | 25746U703 |
| — | Government National Mortgage Association 6.50% 1/15/39 | 8,814,841 | $10.16M | 0.1% | $1.16 | — | MBS 30yr | 3622A2B68 |
| — | Government National Mortgage Association II 7.50% 3/20/32 | 8,634,487 | $10.16M | 0.1% | $1.21 | — | MBS 30yr | 3622A2DB5 |
| — | Government National Mortgage Association 6.00% 2/15/37 | 8,620,884 | $10.07M | 0.1% | $1.16 | — | MBS 30yr | 3622A2C91 |
| — | Government National Mortgage Association 7.00% 2/16/40 | 8,482,628 | $9.782M | 0.1% | $1.16 | — | Agncy CMBS | 38376GVW7 |
| — | Chesapeake Energy Corp 2.50% 5/15/37 | 9,616,169 | $9.761M | 0.1% | $0.98 | — | US DOMESTIC | 165167BZ9 |
| MTSI | MA COM Technology Solutions Holdings Inc | 571,448 | $9.709M | 0.1% | $15.95 | +1.8% | Common Stock | 55405Y100 |
| — | ANN INC | 263,539 | $9.635M | 0.1% | $36.22 | — | Common Stock | 035623107 |
| — | Health Care REIT Inc | 187,777 | $9.626M | 0.1% | $57.54 | — | PUBLIC | 42217K601 |
| — | Government National Mortgage Association 7.00% 4/16/44 | 8,521,220 | $9.515M | 0.1% | $1.13 | — | Agncy CMBS | 38378BTZ2 |
| — | Government National Mortgage Association 6.50% 7/15/39 | 8,315,095 | $9.513M | 0.1% | $1.18 | — | MBS 30yr | 3622A2D66 |
| — | Government National Mortgage Association 7.50% 6/15/35 | 7,783,225 | $9.264M | 0.1% | $1.21 | — | MBS 30yr | 36241LQ90 |
| — | Government National Mortgage Association 7.00% 6/16/39 | 8,171,123 | $9.08M | 0.1% | $1.11 | — | Agncy CMBS | 38376GYE4 |
| — | Core-Mark Holding Co Inc | 119,533 | $9.076M | 0.1% | $75.93 | — | Common Stock | 218681104 |
| — | Bank Of America Corp Pfd 7.25% 12/31/49 | 8,504 | $9.023M | 0.1% | $1081.07 | — | PUBLIC | 060505682 |
| — | Boston Properties LP 3.625% 2/15/14 | 8,985,009 | $9.014M | 0.1% | $1.03 | — | PRIV PLACEMENT | 10112RAM6 |
| — | Government National Mortgage Association 7.50% 12/15/34 | 7,660,467 | $8.949M | 0.1% | $1.19 | — | MBS 30yr | 3622A2A85 |
| — | Allegheny Technologies 4.25% 6/1/14 | 8,615,415 | $8.906M | 0.1% | $1.04 | — | US DOMESTIC | 01741RAD4 |
| WST | West Pharmaceutical Services Inc | 174,795 | $8.575M | 0.1% | $35.94 | +23.0% | Common Stock | 955306105 |
| — | Government National Mortgage Association 7.00% 8/15/31 | 7,262,360 | $8.481M | 0.1% | $1.17 | — | MBS 30yr | 36241KUN6 |
| — | Government National Mortgage Association II VRN 4/20/34 | 7,194,137 | $8.395M | 0.1% | $1.18 | — | Agncy CMO Other | 38378MSU0 |
| — | Government National Mortgage Association 7.00% 8/15/35 | 7,249,585 | $8.389M | 0.1% | $1.16 | — | MBS 30yr | 36241LWC6 |
| — | Government National Mortgage Association VRN 12/16/50 | 7,204,032 | $7.999M | 0.1% | $1.12 | — | Agncy CMBS | 38376GXR6 |
| — | Sodastream International Ltd | 161,050 | $7.994M | 0.1% | $49.64 | — | Common Stock | M9068E105 |
| — | Micron Technology Inc 3.125% 5/1/32 | 3,452,880 | $7.862M | 0.1% | $1.90 | — | US DOMESTIC | 595112AX1 |
| — | Government National Mortgage Association 8.00% 4/15/38 | 6,385,245 | $7.717M | 0.1% | $1.23 | — | MBS 30yr | 36241LNH5 |
| — | Government National Mortgage Association II 8.00% 9/20/32 | 6,237,871 | $7.709M | 0.1% | $1.26 | — | MBS 30yr | 36241LL61 |
| — | Government National Mortgage Association 7.00% 5/15/33 | 6,195,634 | $7.316M | 0.1% | $1.18 | — | MBS 30yr | 36241LKR6 |
| — | Government National Mortgage Association 6.50% 1/15/33 | 6,252,112 | $7.205M | 0.1% | $1.19 | — | MBS 30yr | 36241LCP9 |
| — | Government National Mortgage Association 8.50% 2/15/32 | 5,951,630 | $6.999M | 0.0% | $1.17 | — | MBS 30yr | 36241LNJ1 |
| — | Government National Mortgage Association 7.00% 11/16/40 | 6,219,735 | $6.969M | 0.0% | $1.13 | — | Agncy CMBS | 38376GWT3 |
| ALLE | ALLEGION PUB LTD | 154,099 | $6.809M | 0.0% | $38.52 | 0.0% | Common Stock | G0176J109 |
| — | Government National Mortgage Association Series 2007-46 Class D VRN 5/16/46 | 6,396,499 | $6.793M | 0.0% | $1.07 | — | Agncy CMBS | 38373MH60 |
| — | Government National Mortgage Association 7.00% 11/15/32 | 5,563,293 | $6.573M | 0.0% | $1.22 | — | MBS 30yr | 36225BV21 |
| — | Government National Mortgage Association 7.50% 8/15/34 | 5,293,889 | $6.423M | 0.0% | $1.23 | — | MBS 30yr | 36241KZK7 |
| — | Rayonier Trs Holdings Inc 4.50% 8/15/15 | 4,789,979 | $6.422M | 0.0% | $1.69 | — | PRIV PLACEMENT | 75508AAD8 |
| — | Government National Mortgage Association VRN 12/20/38 | 5,119,970 | $6.189M | 0.0% | $1.21 | — | Agncy CMO Other | 38378MH99 |
| — | Government National Mortgage Association 6.00% 11/15/39 | 5,231,532 | $6.126M | 0.0% | $1.16 | — | MBS 30yr | 36241LE69 |
| — | Government National Mortgage Association 6.50% 7/15/34 | 5,353,744 | $6.112M | 0.0% | $1.15 | — | MBS 30yr | 36241LK62 |
| — | RPM International Inc 2.25% 12/15/20 | 5,482,114 | $6.068M | 0.0% | $1.11 | — | US DOMESTIC | 749685AT0 |
| CGIP | Celadon Group Inc | 310,921 | $6.057M | 0.0% | $18.49 | +0.7% | Common Stock | 150838100 |
| — | Measurement Specialties Inc | 98,325 | $5.967M | 0.0% | $54.33 | — | Common Stock | 583421102 |
| — | Amg Capital Trust II Pfd 5.15% 10/15/37 | 90,850 | $5.769M | 0.0% | $60.55 | — | PUBLIC | 00170F209 |
| — | Government National Mortgage Association 7.09% 7/15/33 | 5,638,894 | $5.646M | 0.0% | $1.01 | — | MBS Other | 36297HGJ1 |
| — | Government National Mortgage Association II VRN 2/20/39 | 4,676,295 | $5.561M | 0.0% | $1.19 | — | Agncy CMO Other | 38378TLP3 |
| — | US Treasury Bill 0.00% 3/20/14 | 5,554,000 | $5.553M | 0.0% | $1.00 | — | US GOVERNMENT | 912796CD9 |
| — | Government National Mortgage Association 5.50% 1/15/39 | 4,841,421 | $5.487M | 0.0% | $1.13 | — | MBS 30yr | 3622A2C42 |
| — | Government National Mortgage Association 10.00% 4/15/25 | 4,717,998 | $5.436M | 0.0% | $1.17 | — | MBS 30yr | 36241LL53 |
| — | Pentair Ltd | 67,075 | $5.21M | 0.0% | $77.67 | — | Common Stock | H6169Q108 |
| — | Government National Mortgage Association 7.125% 3/15/23 | 4,448,757 | $5.115M | 0.0% | $1.15 | — | MBS 30yr | 36290NKE1 |
| — | Government National Mortgage Association 10.00% 2/15/26 | 4,410,461 | $5.073M | 0.0% | $1.16 | — | MBS 30yr | 36241KZJ0 |
| — | Government National Mortgage Association 8.00% 10/15/27 | 4,136,868 | $5.048M | 0.0% | $1.22 | — | MBS 30yr | 36225BFG8 |
| — | Blackrock Kelso Capital Corp 5.50% 2/15/18 | 4,336,362 | $4.434M | 0.0% | $1.02 | — | PRIV PLACEMENT | 092533AA6 |
| — | Bristol-Myers Squibb Co 0.00% 9/15/23 | 3,311,000 | $4.404M | 0.0% | $1.13 | — | US DOMESTIC | 110122AN8 |
| — | Government National Mortgage Association VRN 9/16/41 | 4,205,236 | $4.4M | 0.0% | $1.05 | — | Agncy CMBS | 38373MWJ5 |
| — | Government National Mortgage Association 6.50% 5/15/29 | 3,715,310 | $4.254M | 0.0% | $1.14 | — | MBS 30yr | 36225BEL8 |
| — | Digital Realty 5.50% 4/15/29 | 3,330,111 | $4.237M | 0.0% | $1.27 | — | PRIV PLACEMENT | 25389JAC0 |
| — | Government National Mortgage Association II 8.00% 11/20/31 | 3,379,553 | $4.184M | 0.0% | $1.25 | — | MBS 30yr | 36225BSP4 |
| — | Cigna Corp | 47,600 | $4.164M | 0.0% | $78.66 | — | Common Stock | 125509109 |
| PWR | Quanta Svcs Inc | 129,175 | $4.077M | 0.0% | $26.53 | +8.6% | Common Stock | 74762E102 |
| — | Jarden Corp | 65,700 | $4.031M | 0.0% | $48.39 | — | Common Stock | 471109108 |
| — | Nuance Communications Inc 2.75% 11/1/31 | 4,063,978 | $3.97M | 0.0% | $1.01 | — | US DOMESTIC | 67020YAF7 |
| — | Government National Mortgage Association 7.00% 12/20/32 | 3,337,704 | $3.946M | 0.0% | $1.18 | — | MBS 30yr | 36241KLW6 |
| — | Government National Mortgage Association VRN 8/16/46 | 3,875,461 | $3.916M | 0.0% | $1.06 | — | Agncy CMBS | 38374NJX6 |
| — | Government National Mortgage Association II 8.00% 10/20/27 | 3,242,617 | $3.882M | 0.0% | $1.22 | — | MBS 30yr | 36225BZ76 |
| LKQ | LKQ Corp | 116,825 | $3.844M | 0.0% | $26.36 | +11.2% | Common Stock | 501889208 |
| — | Hanesbrands Inc | 53,889 | $3.787M | 0.0% | $64.49 | — | Common Stock | 410345102 |
| — | Rock-Tenn Co | 35,900 | $3.77M | 0.0% | $101.37 | — | Common Stock | 772739207 |
| — | Government National Mortgage Association 10.00% 2/15/26 | 3,261,570 | $3.734M | 0.0% | $1.15 | — | MBS 30yr | 36241KVE5 |
| — | Government National Mortgage Association 7.50% 2/15/35 | 3,152,196 | $3.714M | 0.0% | $1.20 | — | MBS 30yr | 36241KZL5 |
| — | Liberty Media Corp | 23,950 | $3.507M | 0.0% | $147.13 | — | Common Stock | 531229102 |
| KEX | Kirby Corp | 34,875 | $3.461M | 0.0% | $91.83 | 0.0% | Common Stock | 497266106 |
| COR | Amerisourcebergen Corp | 48,820 | $3.433M | 0.0% | $42.09 | +15.3% | Common Stock | 03073E105 |
| — | Government National Mortgage Association 7.50% 3/15/32 | 2,822,794 | $3.37M | 0.0% | $1.20 | — | MBS 30yr | 36225BUB2 |
| — | Validus Holdings LTD | 82,650 | $3.33M | 0.0% | $40.29 | — | Common Stock | G9319H102 |
| KR | Kroger Co/The | 81,200 | $3.21M | 0.0% | $15.34 | +7.2% | Common Stock | 501044101 |
| — | Discover Financial Services | 56,674 | $3.171M | 0.0% | $50.54 | — | Common Stock | 254709108 |
| — | Government National Mortgage Association II 6.50% 5/20/28 | 2,681,634 | $3.153M | 0.0% | $1.18 | — | MBS 30yr | 36202C2X0 |
| — | Government National Mortgage Association II 6.50% 1/20/28 | 2,660,166 | $3.128M | 0.0% | $1.18 | — | MBS 30yr | 36202CY72 |
| PRGO | Perrigo Co PLC | 20,375 | $3.127M | 0.0% | $144.14 | 0.0% | Common Stock | G97822103 |
| ICE | IntercontinentalExchange Group Inc | 13,850 | $3.115M | 0.0% | $35.28 | 0.0% | Common Stock | 45866F104 |
| NTRS | Northern Trust Corp | 49,050 | $3.036M | 0.0% | $41.82 | 0.0% | Common Stock | 665859104 |
| — | Federal Home Loan Mortgage Corp 9.00% 12/25/18 | 2,773,573 | $2.975M | 0.0% | $1.08 | — | MBS Other | 31335PNA9 |
| M | Macy's Inc | 55,250 | $2.95M | 0.0% | $46.71 | +3.7% | Common Stock | 55616P104 |
| AME | Ametek Inc | 55,930 | $2.946M | 0.0% | $41.48 | +7.4% | Common Stock | 031100100 |
| — | Owens-Brockway 3.00% 6/1/15 | 2,796,695 | $2.914M | 0.0% | $1.03 | — | PRIV PLACEMENT | 69073TAQ6 |
| WAB | Wabtec Corp/DE | 39,200 | $2.911M | 0.0% | $55.02 | +14.6% | Common Stock | 929740108 |
| — | Government National Mortgage Association VRN 10/20/34 | 2,393,289 | $2.874M | 0.0% | $1.20 | — | Agncy CMO Other | 38378HJB3 |
| — | Government National Mortgage Association 7.50% 10/15/35 | 2,398,454 | $2.832M | 0.0% | $1.19 | — | MBS 30yr | 36241KKZ0 |
| — | Government National Mortgage Association 6.50% 8/15/34 | 2,458,935 | $2.79M | 0.0% | $1.17 | — | MBS 30yr | 36241LNK8 |
| TEX | Terex Corp | 65,650 | $2.757M | 0.0% | $31.64 | +14.6% | Common Stock | 880779103 |
| HRL | Hormel Foods Corp | 60,200 | $2.719M | 0.0% | $16.58 | 0.0% | Common Stock | 440452100 |
| BWA | BorgWarner Inc | 48,050 | $2.686M | 0.0% | $36.93 | +5.4% | Common Stock | 099724106 |
| — | Wisconsin Energy Corp | 64,650 | $2.673M | 0.0% | $40.38 | — | Common Stock | 976657106 |
| — | Government National Mortgage Association 8.00% 11/15/27 | 2,203,805 | $2.661M | 0.0% | $1.21 | — | MBS 30yr | 36225A7B0 |
| LYB | LyondellBasell Industries NV | 31,687 | $2.544M | 0.0% | $41.05 | 0.0% | Common Stock | N53745100 |
| LNC | Lincoln National Corp | 48,800 | $2.519M | 0.0% | $27.94 | +13.8% | Common Stock | 534187109 |
| — | Government National Mortgage Association II 7.50% 11/20/29 | 2,142,647 | $2.519M | 0.0% | $1.21 | — | MBS 30yr | 36202DEL1 |
| ROST | Ross Stores Inc | 33,575 | $2.516M | 0.0% | $30.20 | +10.3% | Common Stock | 778296103 |
| — | Government National Mortgage Association 7.00% 1/15/39 | 2,114,520 | $2.511M | 0.0% | $1.19 | — | MBS 30yr | 3622A2AC6 |
| — | Government National Mortgage Association 7.00% 3/15/35 | 2,042,166 | $2.427M | 0.0% | $1.20 | — | MBS 30yr | 36241KHC5 |
| — | WR Grace & Co | 24,000 | $2.373M | 0.0% | $87.39 | — | Common Stock | 38388F108 |
| — | Crown Castle International Corp | 32,100 | $2.357M | 0.0% | $73.01 | — | REIT | 228227104 |
| SJM | JM Smucker Co/The | 22,300 | $2.311M | 0.0% | $75.68 | -1.5% | Common Stock | 832696405 |
| — | Corrections Corp of America | 72,000 | $2.309M | 0.0% | $34.54 | — | REIT | 22025Y407 |
| — | Federal Home Loan Mortgage Corp 8.00% 12/15/43 | 1,872,307 | $2.309M | 0.0% | $1.23 | — | MBS Other | 31335PNL5 |
| FFIV | F5 Networks Inc | 24,975 | $2.269M | 0.0% | $85.18 | 0.0% | Common Stock | 315616102 |
| — | DST Systems Inc | 24,400 | $2.214M | 0.0% | $90.74 | — | Common Stock | 233326107 |
| NWL | Newell Rubbermaid Inc | 68,300 | $2.214M | 0.0% | $19.00 | +0.0% | Common Stock | 651229106 |
| OII | Oceaneering International Inc | 27,775 | $2.191M | 0.0% | $80.40 | +1.0% | Common Stock | 675232102 |
| CHD | Church & Dwight Co Inc | 32,975 | $2.186M | 0.0% | $25.92 | +5.2% | Common Stock | 171340102 |
| STZ | Constellation Brands Inc | 31,025 | $2.184M | 0.0% | $46.60 | +22.8% | Common Stock | 21036P108 |
| — | Government National Mortgage Association II 7.00% 10/20/25 | 1,804,927 | $2.155M | 0.0% | $1.20 | — | MBS 30yr | 36202CKJ1 |
| AWK | American Water Works Co Inc | 51,000 | $2.155M | 0.0% | $32.11 | +2.0% | Common Stock | 030420103 |
| MTB | M&T Bank Corp | 18,275 | $2.128M | 0.0% | $82.37 | -1.2% | Common Stock | 55261F104 |
| — | Government National Mortgage Association II 6.00% 3/20/33 | 1,808,695 | $2.098M | 0.0% | $1.15 | — | MBS 30yr | 36202DWX5 |
| UGI | UGI Corp | 50,325 | $2.086M | 0.0% | $26.81 | +0.5% | Common Stock | 902681105 |
| — | Government National Mortgage Association II 7.00% 11/20/27 | 1,735,691 | $2.034M | 0.0% | $1.16 | — | MBS 30yr | 36202CYF4 |
| — | Prospect Capital Corp 5.875% 1/15/19 | 1,949,761 | $2.017M | 0.0% | $1.03 | — | GLOBAL | 74348TAM4 |
| — | Pall Corp | 23,450 | $2.001M | 0.0% | $77.04 | — | Common Stock | 696429307 |
| — | Government National Mortgage Association II 7.50% 9/20/29 | 1,675,318 | $1.997M | 0.0% | $1.21 | — | MBS 30yr | 36202DDP3 |
| — | Government National Mortgage Association 7.00% 12/15/34 | 1,688,904 | $1.993M | 0.0% | $1.24 | — | MBS 30yr | 36241KFV5 |
| HII | HUNTINGTON INGALLS INDUST - WI | 21,850 | $1.967M | 0.0% | $51.34 | +21.5% | Common Stock | 446413106 |
| LEA | LEAR CORP | 23,997 | $1.943M | 0.0% | $56.05 | +14.0% | Common Stock | 521865204 |
| — | Government National Mortgage Association I 6.50% 10/15/38 | 1,676,272 | $1.933M | 0.0% | $1.15 | — | MBS 30yr | 36241LMC7 |
| — | Government National Mortgage Association II 8.00% 12/20/30 | 1,567,230 | $1.923M | 0.0% | $1.22 | — | MBS 30yr | 36202DKZ3 |
| CDNS | Cadence Design Systems Inc | 134,450 | $1.885M | 0.0% | $14.35 | -6.6% | Common Stock | 127387108 |
| XBI | SPDR S&P Biotech ETF | 14,375 | $1.872M | 0.0% | $129.14 | — | ETP | 78464A870 |
| — | Government National Mortgage Association II 7.00% 12/20/27 | 1,529,263 | $1.828M | 0.0% | $1.20 | — | MBS 30yr | 36202CYT4 |
| — | Federal National Mortgage Association 7.50% 10/1/32 | 1,513,456 | $1.805M | 0.0% | $1.19 | — | MBS 30yr | 31410LHZ8 |
| GAP | Gap Inc/The | 45,875 | $1.793M | 0.0% | $26.07 | -0.0% | Common Stock | 364760108 |
| — | Federal National Mortgage Association 5.50% 4/1/33 | 1,573,498 | $1.769M | 0.0% | $1.12 | — | MBS 30yr | 31385W4Z9 |
| — | Government National Mortgage Association II 6.50% 8/20/31 | 1,515,796 | $1.767M | 0.0% | $1.16 | — | MBS 30yr | 36202DPD7 |
| — | Flir Systems Inc | 57,975 | $1.745M | 0.0% | $31.40 | — | Common Stock | 302445101 |
| — | Government National Mortgage Association 5.00% 9/15/33 | 1,478,890 | $1.69M | 0.0% | $1.15 | — | MBS 30yr | 36290SHN4 |
| ARW | Arrow Electronics Inc | 30,960 | $1.68M | 0.0% | $45.83 | +10.9% | Common Stock | 042735100 |
| — | Government National Mortgage Association II 6.00% 1/20/29 | 1,444,530 | $1.67M | 0.0% | $1.15 | — | MBS 30yr | 36202DZZ7 |
| A | Agilent Technologies Inc | 29,000 | $1.659M | 0.0% | $30.43 | +13.0% | Common Stock | 00846U101 |
| — | Government National Mortgage Association II 7.50% 10/20/29 | 1,379,302 | $1.653M | 0.0% | $1.21 | — | MBS 30yr | 36202DD65 |
| — | Government National Mortgage Assoc 8.00% 1/20/30 | 1,367,508 | $1.63M | 0.0% | $1.23 | — | MBS 30yr | 36202DFH9 |
| — | Federal Home Loan Mortgage Corp 8.00% 2/1/34 | 1,337,446 | $1.597M | 0.0% | $1.20 | — | MBS 30yr | 3128M85V2 |
| HBAN | Huntington Bancshares Inc/OH | 164,225 | $1.585M | 0.0% | $5.31 | +7.0% | Common Stock | 446150104 |
| — | Allied World Assurance Co Holdings Ltd | 13,950 | $1.574M | 0.0% | $112.83 | — | Common Stock | H01531104 |
| BRO | Brown & Brown Inc | 50,025 | $1.57M | 0.0% | $14.46 | -2.6% | Common Stock | 115236101 |
| — | Federal Home Loan Mortgage Corp 7.50% 4/25/24 | 1,354,878 | $1.551M | 0.0% | $1.15 | — | Agncy CMO Other | 3133T46G6 |
| — | Government National Mortgage Association 7.75% 11/15/20 | 1,361,065 | $1.551M | 0.0% | $1.15 | — | MBS 30yr | 36290NFM9 |
| — | Government National Mortgage Association 7.00% 7/15/31 | 1,286,588 | $1.541M | 0.0% | $1.22 | — | MBS 30yr | 36225BPH5 |
| — | Continental Resources Inc/OK | 13,550 | $1.525M | 0.0% | $107.26 | — | Common Stock | 212015101 |
| — | Government National Mortgage Association II 7.00% 5/20/28 | 1,274,014 | $1.499M | 0.0% | $1.17 | — | MBS 30yr | 36202C2Y8 |
| RMD | Resmed Inc | 31,400 | $1.478M | 0.0% | $41.40 | +4.0% | Common Stock | 761152107 |
| SMGRF | Summerset Group Holdings | 543,604 | $1.454M | 0.0% | $2.67 | — | Common Stock | Q8794G109 |
| — | Splunk Inc | 20,525 | $1.409M | 0.0% | $62.17 | — | Common Stock | 848637104 |
| — | Government National Mortgage Association 7.00% 8/15/29 | 1,183,515 | $1.367M | 0.0% | $1.27 | — | MBS 30yr | 36225BFR4 |
| ESS | Essex Property Trust Inc | 9,475 | $1.36M | 0.0% | $104.31 | -0.1% | REIT | 297178105 |
| — | Rayonier Trs Holdings Inc 4.50% 8/15/15 | 1,012,680 | $1.357M | 0.0% | $1.69 | — | US DOMESTIC | 75508AAC0 |
| — | Federal Home Loan Mortgage Corp 4.50% 12/1/39 | 1,232,264 | $1.304M | 0.0% | $1.06 | — | MBS 30yr | 312938KQ5 |
| — | Concho Resources Inc/Midland TX | 11,940 | $1.29M | 0.0% | $108.79 | — | Common Stock | 20605P101 |
| — | Vantiv Inc | 39,025 | $1.273M | 0.0% | $27.93 | — | Common Stock | 92210H105 |
| — | Federal National Mortgage Association 8.00% 5/1/32 | 1,045,363 | $1.258M | 0.0% | $1.20 | — | MBS 30yr | 31410LH39 |
| — | Federal National Mortgage Association 5.00% 9/1/24 | 1,136,745 | $1.232M | 0.0% | $1.08 | — | MBS 15yr | 31412QJZ3 |
| NVMI | Nova Measuring Instruments | 123,133 | $1.211M | 0.0% | $8.99 | 0.0% | Common Stock | M7516K103 |
| — | Government National Mortgage Association 7.00% 3/15/32 | 1,019,192 | $1.191M | 0.0% | $1.17 | — | MBS 30yr | 36241KJG4 |
| — | Government National Mortgage Association II 7.00% 9/20/27 | 993,427 | $1.18M | 0.0% | $1.18 | — | MBS 30yr | 36202CXL2 |
| — | MRC Global Inc | 36,150 | $1.166M | 0.0% | $26.79 | — | Common Stock | 55345K103 |
| — | Government National Mortgage Association 9.00% 12/15/17 | 1,067,747 | $1.156M | 0.0% | $1.09 | — | MBS 30yr | 36225ABQ2 |
| — | WABCO Holdings Inc | 12,250 | $1.144M | 0.0% | $93.29 | — | Common Stock | 92927K102 |
| — | General Growth Properties Inc | 56,850 | $1.141M | 0.0% | $19.29 | — | REIT | 370023103 |
| — | Hospitality Properties Trust 3.80% 3/15/27 | 1,119,173 | $1.139M | 0.0% | $1.00 | — | US DOMESTIC | 44106MAK8 |
| OSK | Oshkosh Corp | 22,400 | $1.129M | 0.0% | $36.85 | +12.2% | Common Stock | 688239201 |
| — | Government National Mortgage Association II 7.50% 12/20/29 | 961,362 | $1.124M | 0.0% | $1.21 | — | MBS 30yr | 36202DE23 |
| — | Government National Mortgage Association 8.00% 1/15/31 | 1,005,780 | $1.075M | 0.0% | $1.07 | — | MBS Other | 36213BJW3 |
| CNK | Cinemark Holdings Inc | 32,150 | $1.072M | 0.0% | $23.96 | +9.8% | Common Stock | 17243V102 |
| — | SVB Financial Group | 10,200 | $1.07M | 0.0% | $104.90 | — | Common Stock | 78486Q101 |
| — | Dunkin Brands Group Inc | 21,875 | $1.054M | 0.0% | $45.25 | — | Common Stock | 265504100 |
| — | Government National Mortgage Association II 6.50% 4/20/28 | 895,605 | $1.044M | 0.0% | $1.16 | — | MBS 30yr | 36202C2J1 |
| — | Federal Home Loan Mortgage Corp 7.50% 12/15/36 | 853,487 | $1.035M | 0.0% | $1.23 | — | Agncy CMO Other | 3137A0YK5 |
| — | Federal Home Loan Mortgage Corp 6.00% 5/1/33 | 910,256 | $1.024M | 0.0% | $1.11 | — | MBS 30yr | 31288JT71 |
| — | Federal National Mortgage Association 7.50% 8/1/37 | 838,298 | $982K | 0.0% | $1.18 | — | MBS 30yr | 31418MJP8 |
| — | Government National Mortgage Association 7.50% 8/15/33 | 826,253 | $979K | 0.0% | $1.19 | — | MBS 30yr | 36241LGC4 |
| — | Government National Mortgage Association 6.50% 02/20/28 | 809,992 | $946K | 0.0% | $1.17 | — | MBS 30yr | 36202CZL0 |
| — | Government National Mortgage Association 7.00% 11/15/23 | 842,102 | $933K | 0.0% | $1.12 | — | MBS 30yr | 36204H6Q8 |
| — | Government National Mortgage Association 5.00% 9/15/39 | 855,642 | $932K | 0.0% | $1.10 | — | MBS 30yr | 36297FWP3 |
| — | Government National Mortgage Association 7.00% 4/15/35 | 801,214 | $922K | 0.0% | $1.22 | — | MBS 30yr | 36241KMF2 |
| — | Government National Mortgage Assoc 8.00% 11/20/29 | 769,613 | $916K | 0.0% | $1.23 | — | MBS 30yr | 36202DEM9 |
| — | Government National Mortgage Association VRN 6/16/32 | 864,025 | $894K | 0.0% | $1.03 | — | Agncy CMBS | 38373MZ45 |
| CRS | Carpenter Technology Corp | 13,925 | $866K | 0.0% | $43.09 | +13.9% | Common Stock | 144285103 |
| — | Government National Mortgage Association II 6.00% 2/20/35 | 734,430 | $850K | 0.0% | $1.15 | — | MBS 30yr | 36202ECQ0 |
| — | Government National Mortgage Association II 7.00% 10/20/37 | 710,959 | $824K | 0.0% | $1.14 | — | MBS 30yr | 36202EP29 |
| — | Federal National Mortgage Association 8.50% 10/1/32 | 670,307 | $806K | 0.0% | $1.21 | — | MBS 30yr | 31418MJT0 |
| — | Government National Mortgage Association 7.00% 2/20/26 | 690,156 | $805K | 0.0% | $1.16 | — | MBS 30yr | 36202CMR1 |
| — | Government National Mortgage Association II 8.00% 10/20/30 | 634,325 | $771K | 0.0% | $1.24 | — | MBS 30yr | 36202DJ93 |
| — | Government National Mortgage Association II 6.00% 4/20/31 | 678,736 | $756K | 0.0% | $1.12 | — | Agncy CMO Z | 383739R76 |
| — | Government National Mortgage Association II 7.5% 2/20/30 | 627,627 | $754K | 0.0% | $1.18 | — | MBS 30yr | 36202DFY2 |
| — | Government National Mortgage Association 7.00% 3/20/26 | 641,510 | $750K | 0.0% | $1.16 | — | MBS 30yr | 36202CM91 |
| — | Government National Mortgage Association 8.00% 1/20/31 | 645,958 | $746K | 0.0% | $1.18 | — | MBS 30yr | 36179NGF9 |
| — | Government National Mortgage Association VRN 1/16/34 | 730,403 | $740K | 0.0% | $1.02 | — | Agncy CMBS | 38373MKJ8 |
| — | Federal National Mortgage Association 5.00% 11/1/33 | 667,820 | $737K | 0.0% | $1.10 | — | MBS 30yr | 31403BQJ5 |
| — | Government National Mortgage Association II 8.00% 4/20/30 | 613,485 | $729K | 0.0% | $1.21 | — | MBS 30yr | 36202DGS4 |
| — | Government National Mortgage Association II 6.00% 1/20/29 | 630,390 | $722K | 0.0% | $1.14 | — | MBS 30yr | 36202C7L1 |
| — | Government National Mortgage Association 6.50% 10/16/24 | 621,958 | $720K | 0.0% | $1.16 | — | Agncy CMO Other | 3837H0GK3 |
| — | Government National Mortgage Assoc 8.00% 12/20/29 | 600,119 | $710K | 0.0% | $1.21 | — | MBS 30yr | 36202DE31 |
| — | Federal National Mortgage Association 9.50% 4/1/30 | 591,439 | $705K | 0.0% | $1.20 | — | MBS 30yr | 31384WAH3 |
| — | Federal National Mortgage Association 6.00% 9/1/36 | 621,229 | $689K | 0.0% | $1.09 | — | MBS 30yr | 31407JBG6 |
| — | Government National Mortgage Association 6.50% 3/16/31 | 594,604 | $670K | 0.0% | $1.13 | — | Agncy CMO Other | 383739LD9 |
| — | Government National Mortgage Association I 5.50% 1/15/35 | 602,434 | $669K | 0.0% | $1.11 | — | MBS 30yr | 36241KB72 |
| — | Government National Mortgage Association II 8.50% 11/20/31 | 532,384 | $665K | 0.0% | $1.25 | — | MBS 30yr | 36225BYL6 |
| — | Syneron Medical Ltd | 53,641 | $659K | 0.0% | $12.29 | — | Common Stock | M87245102 |
| — | Government National Mortgage Association 5.00% 7/15/33 | 589,644 | $646K | 0.0% | $1.10 | — | MBS 30yr | 36213FWS8 |
| — | Federal National Mortgage Association 5.50% 7/1/33 | 568,486 | $627K | 0.0% | $1.09 | — | MBS 30yr | 31385XJW8 |
| — | Government National Mortgage Association II 5.50% 2/20/40 | 537,761 | $597K | 0.0% | $1.11 | — | MBS 30yr | 36202FEK8 |
| — | Federal National Mortgage Association 8.00% 12/1/36 | 493,687 | $597K | 0.0% | $1.21 | — | MBS 30yr | 3138EGM50 |
| — | Federal National Mortgage Association 8.00% 9/1/30 | 465,906 | $585K | 0.0% | $1.26 | — | MBS 30yr | 31384WMW7 |
| — | Government National Mortgage Assoc 8.00% 10/20/29 | 486,701 | $573K | 0.0% | $1.16 | — | MBS 30yr | 36202DD73 |
| — | Government National Mortgage Association II 6.50% 6/20/26 | 495,680 | $573K | 0.0% | $1.16 | — | MBS 30yr | 36202CPP2 |
| — | Government National Mortgage Association II 7.00% 10/20/38 | 494,340 | $572K | 0.0% | $1.12 | — | MBS 30yr | 36202EW70 |
| — | Government National Mortgage Association II 7.00% 3/20/38 | 477,051 | $560K | 0.0% | $1.12 | — | MBS 30yr | 36202ERW1 |
| — | Government National Mortgage Association 7.92% 7/15/23 | 525,789 | $560K | 0.0% | $1.06 | — | MBS Other | 36213BSQ6 |
| — | Government National Mortgage Association II 7.50% 8/20/30 | 467,806 | $557K | 0.0% | $1.17 | — | MBS 30yr | 36202DJA0 |
| — | Government National Mortgage Association 6.50% 5/16/31 | 485,177 | $555K | 0.0% | $1.15 | — | Agncy CMO Other | 3837394D8 |
| — | Government National Mortgage Association II 8.00% 10/20/27 | 463,829 | $547K | 0.0% | $1.22 | — | MBS 30yr | 36202CX40 |
| — | Governmentl National Mortgage Association 6.50% 7/20/32 | 474,716 | $541K | 0.0% | $1.15 | — | Agncy CMO Z | 38373X4R4 |
| — | Fannie Mae Grantor Trust 7.50% 7/25/41 | 456,563 | $541K | 0.0% | $1.21 | — | Agncy CMO Other | 31359SR69 |
| — | Government National Mortgage Association II 6.00% 12/20/31 | 478,131 | $539K | 0.0% | $1.15 | — | MBS 30yr | 36202DQZ7 |
| — | Government National Mortgage Association II 8.00% 3/20/30 | 444,037 | $529K | 0.0% | $1.23 | — | MBS 30yr | 36202DGE5 |
| — | Federal National Mortgage Association 8.50% 12/1/24 | 452,997 | $525K | 0.0% | $1.18 | — | MBS 30yr | 31373TUF5 |
| — | Government National Mortgage Association 7.75% 9/15/33 | 491,943 | $525K | 0.0% | $1.07 | — | MBS Other | 36213NGH3 |
| — | Fanniemae Whole Loan VRN 8/25/33 | 426,357 | $516K | 0.0% | $1.21 | — | Agncy CMO Other | 31393UAN3 |
| — | Federal National Mortgage Association 6.00% 9/1/35 | 462,451 | $512K | 0.0% | $1.10 | — | MBS 30yr | 31376KTH9 |
| — | Federal National Mortgage Association 6.00% 9/1/35 | 440,436 | $493K | 0.0% | $1.11 | — | MBS 30yr | 31402RRR2 |
| — | Government National Mortgage Association 6.50% 8/20/31 | 474,338 | $493K | 0.0% | $1.04 | — | Agncy CMO Other | 38373RWF2 |
| — | Government National Mortgage Association 6.50% 6/20/32 | 431,181 | $491K | 0.0% | $1.15 | — | Agncy CMO Other | 38373MDN7 |
| — | Government National Mortgage Association 6.50% 3/15/34 | 421,278 | $485K | 0.0% | $1.17 | — | MBS 30yr | 36225B5K0 |
| — | Government National Mortgage Association II 6.50% 10/20/34 | 416,081 | $479K | 0.0% | $1.16 | — | MBS 30yr | 36202EC64 |
| — | Federal National Mortgage Association 7.00% 2/1/25 | 423,973 | $479K | 0.0% | $1.13 | — | MBS 30yr | 31373T3L2 |
| HD | Home Depot Inc | 5,799 | $477K | 0.0% | $57.89 | +1.4% | Common Stock | 437076102 |
| — | Governmentl National Mortgage Association 6.00% 2/20/29 | 426,501 | $475K | 0.0% | $1.12 | — | Agncy CMO Z | 3837H1U90 |
| — | Government National Mortgage Association 6.50% 1/15/33 | 410,692 | $469K | 0.0% | $1.18 | — | MBS 30yr | 36225B2G2 |
| — | Federal National Mortgage Association 6.5% 4/1/32 | 412,636 | $468K | 0.0% | $1.13 | — | MBS 30yr | 31385JEL8 |
| — | Government National Mortgage Association VRN 2/16/44 | 455,643 | $467K | 0.0% | $1.03 | — | Agncy CMBS | 38373MSR2 |
| — | Government National Mortgage Association 8.60% 5/15/27 | 464,428 | $466K | 0.0% | $1.00 | — | MBS Other | 36213BSG8 |
| ITUB | Itau Unibanco Holding SA | 34,048 | $462K | 0.0% | $14.10 | — | ADR | 465562106 |
| — | Federal Home Loan Mortgage Corp 4.50% 10/1/33 | 434,343 | $461K | 0.0% | $1.07 | — | MBS 30yr | 31296N6S1 |
| — | Government National Mortgage Association 7.00% 3/15/36 | 387,400 | $452K | 0.0% | $1.18 | — | MBS 30yr | 36241LN69 |
| — | Federal National Mortgage Association 7.50% 4/1/20 | 398,841 | $447K | 0.0% | $1.12 | — | MBS 20yr | 31384VTA0 |
| — | Government National Mortgage Association 7.875% 7/15/27 | 398,769 | $425K | 0.0% | $1.07 | — | MBS Other | 36213NHW9 |
| — | Federal Home Loan Mortgage Corp 5.00% 8/1/33 | 380,804 | $420K | 0.0% | $1.08 | — | MBS 30yr | 31296MGB9 |
| — | Federal Home Loan Mortgage Corp 6.00% 6/1/34 | 376,636 | $418K | 0.0% | $1.11 | — | MBS 30yr | 31297A3B8 |
| — | Government National Mortgage Association II 7.50% 3/20/30 | 347,232 | $414K | 0.0% | $1.20 | — | MBS 30yr | 36202DGD7 |
| — | Government National Mortgage Association 9.00% 10/15/29 | 338,446 | $413K | 0.0% | $1.23 | — | MBS 30yr | 36225BGZ5 |
| — | Government National Mortgage Association II 6.50% 10/20/28 | 353,128 | $404K | 0.0% | $1.15 | — | MBS 30yr | 36202C5T6 |
| — | Government National Mortgage Association II 7.00% 1/20/29 | 332,446 | $382K | 0.0% | $1.13 | — | MBS 30yr | 36202DAB7 |
| — | Government National Mortgage Association II 8.00% 9/20/27 | 315,880 | $380K | 0.0% | $1.22 | — | MBS 30yr | 36202CXP3 |
| — | Government National Mortgage Association II 6.50% 6/20/28 | 330,656 | $377K | 0.0% | $1.14 | — | Agncy CMO Other | 3837H1PL9 |
| — | Government National Mortgage Association II 8.00% 5/20/30 | 317,517 | $376K | 0.0% | $1.18 | — | MBS 30yr | 36202DG70 |
| — | Federal Home Loan Mortgage Corp 6.50% 12/1/33 | 330,226 | $374K | 0.0% | $1.11 | — | MBS 30yr | 3128M5CD0 |
| — | Government National Mortgage Association II 7.00% 8/20/31 | 315,635 | $371K | 0.0% | $1.18 | — | MBS 30yr | 36202DPE5 |
| — | Government National Mortgage Association 7.125% 7/15/25 | 318,230 | $354K | 0.0% | $1.12 | — | MBS 30yr | 36290NM74 |
| — | Government National Mortgage Association II 6.00% 1/20/32 | 311,307 | $351K | 0.0% | $1.15 | — | MBS 30yr | 36202DRG8 |
| — | Government National Mortgage Association II 8.00% 8/20/27 | 286,290 | $344K | 0.0% | $1.22 | — | MBS 30yr | 36202CXB4 |
| — | Government National Mortgage Association II 8.00% 9/20/29 | 277,397 | $343K | 0.0% | $1.25 | — | MBS 30yr | 36202DDQ1 |
| — | Government National Mortgage Association 8.00% 11/16/29 | 287,907 | $342K | 0.0% | $1.19 | — | Agncy CMO Z | 3837H3LY1 |
| — | Government National Mortgage Association 6.00% 11/15/23 | 310,924 | $342K | 0.0% | $1.10 | — | MBS 15yr | 36241KWU8 |
| — | Government National Mortgage Association 6.00% 12/15/23 | 312,597 | $340K | 0.0% | $1.09 | — | MBS 15yr | 36296UKB5 |
| — | Government National Mortgage Association II 7.5% 4/20/30 | 283,272 | $338K | 0.0% | $1.21 | — | MBS 30yr | 36202DGR6 |
| — | Government National Mortgage Association II 7.50% 11/20/29 | 288,763 | $337K | 0.0% | $1.17 | — | Agncy CMO Z | 3837H3FY8 |
| — | US Treasury Note 1.75% 7/31/15 | 327,326 | $335K | 0.0% | $1.02 | — | US GOVERNMENT | 912828NP1 |
| — | Federal National Mortgage Association 6.50% 7/18/28 | 289,403 | $331K | 0.0% | $1.15 | — | Agncy CMO Other | 31359T3Y2 |
| — | Government National Mortgage Association 7.00% 1/20/26 | 280,356 | $328K | 0.0% | $1.17 | — | MBS 30yr | 36202CMA8 |
| — | Government National Mortgage Association 6.50% 9/15/32 | 287,003 | $327K | 0.0% | $1.19 | — | MBS 30yr | 36225BV70 |
| — | Federal Home Loan Mortgage Corp 8.00% 7/1/29 | 260,797 | $326K | 0.0% | $1.26 | — | MBS 30yr | 31283HJE6 |
| — | Government National Mortgage Association II 6.00% 2/20/29 | 283,218 | $324K | 0.0% | $1.14 | — | MBS 30yr | 36202DAN1 |
| — | Government National Mortgage Association 5.50% 10/15/33 | 284,477 | $323K | 0.0% | $1.13 | — | MBS 30yr | 36200MYD9 |
| DIS | Walt Disney Co/The | 4,190 | $320K | 0.0% | $56.94 | +8.3% | Common Stock | 254687106 |
| — | Government National Mortgage Association II 6.50% 5/20/32 | 279,499 | $319K | 0.0% | $1.15 | — | Agncy CMO Z | 38373W4S4 |
| — | Government National Mortgage Association 6.50% 4/20/28 | 271,896 | $318K | 0.0% | $1.17 | — | Agncy CMO Z | 3837H1UD1 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/37 | 284,607 | $317K | 0.0% | $1.09 | — | MBS 30yr | 3128M4RD7 |
| — | Government National Mortgage Association II 7.00% 9/20/38 | 278,269 | $316K | 0.0% | $1.13 | — | MBS 30yr | 36202EWG0 |
| — | Government National Mortgage Association 7.75% 6/15/30 | 312,198 | $313K | 0.0% | $1.00 | — | MBS Other | 36212YTT0 |
| — | Government National Mortgage Association 5.00% 10/15/34 | 283,228 | $310K | 0.0% | $1.09 | — | MBS 30yr | 36241KMA3 |
| TSM | Taiwan Semiconductor Manufacturing Co Ltd | 17,652 | $308K | 0.0% | $17.45 | — | ADR | 874039100 |
| — | Government National Mortgage Association II 7.00% 3/20/32 | 257,854 | $304K | 0.0% | $1.19 | — | MBS 30yr | 36202DSD4 |
| — | US Treasury Note 0.25% 9/15/14 | 300,224 | $300K | 0.0% | $1.00 | — | US GOVERNMENT | 912828RG7 |
| — | Government National Mortgage Association II 6.00% 1/20/34 | 253,229 | $294K | 0.0% | $1.15 | — | MBS 30yr | 36202D3J8 |
| — | Federal Home Loan Mortgage Corp 6.50% 7/1/32 | 261,016 | $291K | 0.0% | $1.12 | — | MBS 30yr | 31287U4M1 |
| — | Government National Mortgage Association I 8.50% 7/15/32 | 232,952 | $287K | 0.0% | $1.25 | — | MBS 30yr | 36225BUX4 |
| — | Government National Mortgage Association 8.00% 12/15/25 | 244,229 | $281K | 0.0% | $1.15 | — | MBS 30yr | 36225BQB7 |
| — | Government National Mortgage Association 7.00% 9/15/31 | 238,202 | $280K | 0.0% | $1.17 | — | MBS 30yr | 36225BPM4 |
| — | Government National Mortgage Association II 6.50% 8/20/33 | 244,564 | $279K | 0.0% | $1.14 | — | MBS 30yr | 36202DY54 |
| — | Government National Mortgage Association II 7.5% 1/20/30 | 234,126 | $279K | 0.0% | $1.21 | — | MBS 30yr | 36202DFG1 |
| — | Government National Mortgage Association II 6.50% 5/20/33 | 238,224 | $276K | 0.0% | $1.17 | — | MBS 30yr | 36202DXV8 |
| — | Government National Mortgage Association II 6.50% 4/20/28 | 248,928 | $274K | 0.0% | $1.11 | — | MBS 30yr | 36209ERU8 |
| — | Government National Mortgage Association II 7.00% 2/20/28 | 237,953 | $273K | 0.0% | $1.12 | — | MBS 30yr | 36202CZM8 |
| — | Government National Mortgage Association 7.00% 8/15/34 | 229,298 | $272K | 0.0% | $1.16 | — | MBS 30yr | 36241LC95 |
| — | Government National Mortgage Association II 7.00% 12/20/37 | 236,403 | $269K | 0.0% | $1.14 | — | MBS 30yr | 36202EQP7 |
| — | Government National Mortgage Association II 7.50% 9/20/28 | 220,249 | $261K | 0.0% | $1.15 | — | MBS 30yr | 36202C5F6 |
| — | Government National Mortgage Association 8.25% 9/15/30 | 242,235 | $260K | 0.0% | $1.07 | — | MBS Other | 36210KPU3 |
| — | Government National Mortgage Association II 6.50% 5/20/31 | 223,825 | $259K | 0.0% | $1.15 | — | MBS 30yr | 36202DM57 |
| — | Government National Mortgage Association II 6.50% 12/20/32 | 224,453 | $258K | 0.0% | $1.17 | — | MBS 30yr | 36202DVP3 |
| — | Government National Mortgage Association II 6.00% 9/20/23 | 230,751 | $256K | 0.0% | $1.11 | — | MBS 15yr | 36202EVX4 |
| — | Federal National Mortgage Association 6.00% 9/1/32 | 225,765 | $254K | 0.0% | $1.10 | — | MBS 30yr | 31390MHY3 |
| — | Federal National Mortgage Association 5.00% 6/1/34 | 228,364 | $248K | 0.0% | $1.08 | — | MBS 30yr | 31403CXJ5 |
| — | Government National Mortgage Association II 6.50% 1/20/29 | 210,849 | $244K | 0.0% | $1.17 | — | MBS 30yr | 36202DAA9 |
| — | Government National Mortgage Association 8.00% 11/15/33 | 223,295 | $239K | 0.0% | $1.07 | — | MBS Other | 36200TNP9 |
| — | Government National Mortgage Association 6.00% 1/15/22 | 213,807 | $231K | 0.0% | $1.09 | — | MBS 15yr | 36241KLN6 |
| — | Government National Mortgage Association 8.00% 8/15/31 | 210,734 | $225K | 0.0% | $1.07 | — | MBS Other | 36213NH25 |
| — | Government National Mortgage Association 7.50% 9/16/35 | 192,857 | $225K | 0.0% | $1.17 | — | Agncy CMO Other | 38374L5Z0 |
| — | Government National Mortgage Association 6.50% 12/15/38 | 194,574 | $220K | 0.0% | $1.14 | — | MBS 30yr | 36241KYF9 |
| — | Walgreen Co | 3,774 | $217K | 0.0% | $54.78 | — | Common Stock | 931422109 |
| — | Government National Mortgage Association II 6.50% 8/20/32 | 189,790 | $217K | 0.0% | $1.17 | — | MBS 30yr | 36225BYE2 |
| — | Government National Mortgage Association II 6.00% 6/20/34 | 188,056 | $215K | 0.0% | $1.14 | — | MBS 30yr | 36202D6F3 |
| — | Government National Mortgage Association II 6.50% 3/20/26 | 187,380 | $215K | 0.0% | $1.11 | — | MBS 30yr | 36202CM83 |
| — | Government National Mortgage Association II 7.50% 10/20/28 | 178,022 | $213K | 0.0% | $1.20 | — | MBS 30yr | 36202C5V1 |
| — | Government National Mortgage Association II 6.50% 1/20/32 | 185,800 | $212K | 0.0% | $1.18 | — | MBS 30yr | 36225BRH3 |
| HAL | Halliburton Co | 4,060 | $206K | 0.0% | $38.45 | +7.4% | Common Stock | 406216101 |
| — | Federal National Mortgage Association 6.00% 2/1/33 | 184,124 | $204K | 0.0% | $1.09 | — | MBS 30yr | 31400A2X5 |
| — | Government National Mortgage Association 6.00% 2/15/33 | 177,383 | $202K | 0.0% | $1.13 | — | MBS 30yr | 36225BWZ7 |
| — | Government National Mortgage Association II 6.50% 8/16/29 | 177,166 | $202K | 0.0% | $1.15 | — | Agncy CMO Other | 38373XDM5 |
| — | Government National Mortgage Association II 7.00% 3/20/28 | 168,414 | $199K | 0.0% | $1.15 | — | MBS 30yr | 36202CZ55 |
| — | Government National Mortgage Association 7.00% 7/15/35 | 167,275 | $196K | 0.0% | $1.17 | — | MBS 30yr | 36241LMJ2 |
| UNP | Union Pacific Corp | 1,148 | $193K | 0.0% | $60.14 | +0.7% | Common Stock | 907818108 |
| MA | Mastercard Inc | 230 | $192K | 0.0% | $58.30 | +18.4% | Common Stock | 57636Q104 |
| — | Federal National Mortgage Association 5.50% 7/1/33 | 169,198 | $189K | 0.0% | $1.09 | — | MBS 30yr | 31402ACV6 |
| — | Governmentl National Mortgage Association 6.50% 6/20/28 | 167,998 | $189K | 0.0% | $1.13 | — | Agncy CMO Z | 3837H1XU0 |
| — | Government National Mortgage Association 7.50% 9/20/26 | 161,414 | $189K | 0.0% | $1.17 | — | Agncy CMO Other | 3837H0XC2 |
| — | Government National Mortgage Association II 7.00% 11/20/31 | 158,671 | $188K | 0.0% | $1.18 | — | MBS 30yr | 36202DQP9 |
| — | Government National Mortgage Association II 7.00% 7/20/28 | 158,012 | $184K | 0.0% | $1.18 | — | MBS 30yr | 36202C3Z4 |
| — | Government National Mortgage Association 6.00% 7/15/34 | 162,164 | $183K | 0.0% | $1.11 | — | MBS 30yr | 36225B7G7 |
| — | Government National Mortgage Association II 7.50% 11/20/27 | 156,732 | $181K | 0.0% | $1.17 | — | MBS 30yr | 36202CYG2 |
| — | Whole Foods Market Inc | 3,110 | $180K | 0.0% | $58.24 | — | Common Stock | 966837106 |
| — | BlackRock Inc | 570 | $180K | 0.0% | $269.70 | — | Common Stock | 09247X101 |
| BRK/B | Berkshire Hathaway Inc | 1,513 | $179K | 0.0% | $115.36 | +0.2% | Common Stock | 084670702 |
| CVX | Chevron Corp | 1,429 | $178K | 0.0% | $73.10 | -0.8% | Common Stock | 166764100 |
| — | Government National Mortgage Association 7.00% 11/20/28 | 148,099 | $174K | 0.0% | $1.19 | — | MBS 30yr | 36202C6L2 |
| — | Government National Mortgage Association 7.00% 10/15/23 | 154,909 | $170K | 0.0% | $1.11 | — | MBS 30yr | 36203EHB7 |
| — | Government National Mortgage Association II 7.00% 8/20/27 | 144,912 | $170K | 0.0% | $1.17 | — | MBS 30yr | 36202CW82 |
| — | Government National Mortgage Association 8.25% 4/15/20 | 147,083 | $169K | 0.0% | $1.15 | — | MBS 30yr | 36225A4V9 |
| — | Government National Mortgage Association 6.00% 1/15/33 | 147,564 | $166K | 0.0% | $1.11 | — | MBS 30yr | 36225BWL8 |
| — | Federal Home Loan Mortgage Corp 5.50% 7/1/20 | 152,952 | $166K | 0.0% | $1.07 | — | MBS 15yr | 31283K4G0 |
| — | Government National Mortgage Association II 8.00% 6/20/30 | 137,538 | $165K | 0.0% | $1.20 | — | Agncy CMO Z | 3837H4ND3 |
| — | Federal National Mortgage Association 7.50% 08/01/29 | 140,943 | $164K | 0.0% | $1.16 | — | MBS 30yr | 31383PLM6 |
| — | Federal National Mortgage Association 6.00% 5/1/37 | 146,843 | $163K | 0.0% | $1.10 | — | MBS 30yr | 31411X4G7 |
| — | McCraw Hill Financial Inc | 2,080 | $163K | 0.0% | $65.25 | — | Common Stock | 580645109 |
| — | Governmentl National Mortgage Association 7.00% 11/20/27 | 140,765 | $163K | 0.0% | $1.16 | — | Agncy CMO Other | 3837H05M1 |
| BA | Boeing Co/The | 1,180 | $161K | 0.0% | $91.56 | +21.2% | Common Stock | 097023105 |
| — | Government National Mortgage Association II 6.50% 6/20/28 | 139,242 | $159K | 0.0% | $1.18 | — | MBS 30yr | 36202C3L5 |
| — | Federal Home Loan Mortgage Corp 5.00% 5/1/34 | 145,758 | $158K | 0.0% | $1.08 | — | MBS 30yr | 31292JBG4 |
| — | Government National Mortgage Association II 7.00% 12/20/28 | 133,229 | $156K | 0.0% | $1.18 | — | MBS 30yr | 36202C7B3 |
| — | Government National Mortgage Association II 8.00% 5/20/27 | 132,672 | $154K | 0.0% | $1.19 | — | MBS 30yr | 36202CV26 |
| COST | Costco Wholesale Corp | 1,289 | $153K | 0.0% | $91.64 | +3.8% | Common Stock | 22160K105 |
| — | US Treasury Note 2.375% 10/31/14 | 150,599 | $153K | 0.0% | $1.02 | — | US GOVERNMENT | 912828LS7 |
| WLK | Westlake Chemical Corp | 1,239 | $151K | 0.0% | $43.58 | +8.6% | Common Stock | 960413102 |
| — | Government National Mortgage Association II 8.00% 7/20/27 | 130,376 | $151K | 0.0% | $1.21 | — | MBS 30yr | 36202CWU3 |
| TMO | Thermo Fisher Scientific Inc | 1,350 | $150K | 0.0% | $86.81 | +10.1% | Common Stock | 883556102 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/35 | 137,000 | $150K | 0.0% | $1.08 | — | MBS 30yr | 3128MJCY4 |
| — | Seadrill LTD | 3,610 | $148K | 0.0% | $41.00 | — | Common Stock | G7945E105 |
| — | Government National Mortgage Association 7.49% 9/15/20 | 131,398 | $148K | 0.0% | $1.13 | — | MBS 30yr | 3622013E3 |
| — | Federal National Mortgage Association 6.50% 8/1/36 | 132,665 | $147K | 0.0% | $1.12 | — | MBS 30yr | 31403DRY7 |
| — | Tyco International LTD | 3,570 | $147K | 0.0% | $41.18 | — | Common Stock | H89128104 |
| — | Government National Mortgage Association 6.00% 1/15/24 | 125,822 | $140K | 0.0% | $1.10 | — | MBS 30yr | 36203EPD4 |
| — | Government National Mortgage Association 6.00% 12/15/23 | 124,668 | $139K | 0.0% | $1.10 | — | MBS 30yr | 36203STX5 |
| — | Government National Mortgage Association II 7.50% 2/20/29 | 113,362 | $139K | 0.0% | $1.24 | — | MBS 30yr | 36202DAS0 |
| — | Government National Mortgage Association II 7.00% 6/20/28 | 117,693 | $139K | 0.0% | $1.17 | — | MBS 30yr | 36202C3M3 |
| PM | Philip Morris International Inc | 1,590 | $139K | 0.0% | $47.38 | +1.0% | Common Stock | 718172109 |
| — | Government National Mortgage Association II 8.00% 11/20/26 | 115,499 | $139K | 0.0% | $1.21 | — | MBS 30yr | 36202CSM6 |
| — | CBS Corp | 2,160 | $138K | 0.0% | $54.96 | — | Common Stock | 124857202 |
| — | Government National Mortgage Association II 7.00% 2/20/31 | 116,901 | $137K | 0.0% | $1.14 | — | MBS 30yr | 36202DLV1 |
| — | Government National Mortgage Association II 7.00% 10/20/31 | 115,361 | $135K | 0.0% | $1.18 | — | MBS 30yr | 36202DQC8 |
| — | Federal National Mortgage Association 7.50% 12/1/28 | 119,132 | $135K | 0.0% | $1.14 | — | MBS 30yr | 31374TKE8 |
| — | Premier Inc Class A | 3,619 | $133K | 0.0% | $31.50 | — | Common Stock | 74051N102 |
| — | Government National Mortgage Association II 7.00% 8/20/28 | 112,971 | $131K | 0.0% | $1.14 | — | MBS 30yr | 36202C4Q3 |
| — | Government National Mortgage Association II 8.00% 8/20/26 | 112,650 | $131K | 0.0% | $1.14 | — | MBS 30yr | 36202CQX4 |
| — | Government National Mortgage Association II 8.00% 1/20/26 | 113,984 | $131K | 0.0% | $1.16 | — | MBS 30yr | 36202CMD2 |
| — | Express Scripts Holdings Inc | 1,868 | $131K | 0.0% | $61.67 | — | Common Stock | 30219G108 |
| — | Government National Mortgage Association II 6.50% 2/20/31 | 114,850 | $130K | 0.0% | $1.13 | — | MBS 30yr | 36202DLU3 |
| — | Government National Mortgage Association II 6.50% 12/20/27 | 109,177 | $128K | 0.0% | $1.18 | — | MBS 30yr | 36202CYS6 |
| — | Federal National Mortgage Association 6.00% 9/1/32 | 113,911 | $128K | 0.0% | $1.10 | — | MBS 30yr | 31376JZ44 |
| VLO | Valero Energy Corp | 2,530 | $128K | 0.0% | $22.41 | +19.8% | Common Stock | 91913Y100 |
| — | Government National Mortgage Association II 7.00% 7/20/29 | 107,738 | $126K | 0.0% | $1.13 | — | MBS 30yr | 36202DCU3 |
| — | Government National Mortgage Association 7.00% 4/15/31 | 104,102 | $123K | 0.0% | $1.15 | — | MBS 30yr | 36225BQK7 |
| — | Government National Mortgage Association II 6.50% 3/20/29 | 105,428 | $123K | 0.0% | $1.17 | — | MBS 30yr | 36202DA68 |
| — | Envision Healthcare Holdings Inc | 3,468 | $123K | 0.0% | $25.84 | — | Common Stock | 29413U103 |
| MSFT | Microsoft Corp | 3,270 | $122K | 0.0% | $27.00 | +11.2% | Common Stock | 594918104 |
| — | Government National Mortgage Association II 6.50% 3/20/31 | 106,716 | $122K | 0.0% | $1.11 | — | MBS 30yr | 36202DMA6 |
| — | Government National Mortgage Association II 8.00% 10/20/26 | 96,711 | $118K | 0.0% | $1.22 | — | MBS 30yr | 36202CR21 |
| — | Federal Home Loan Mortgage Corp 6.50% 12/1/32 | 104,259 | $117K | 0.0% | $1.10 | — | MBS 30yr | 31283H6C4 |
| — | Government National Mortgage Association II 7.00% 5/20/29 | 99,905 | $117K | 0.0% | $1.17 | — | MBS 30yr | 36202DBY6 |
| PPG | PPG Industries Inc | 610 | $116K | 0.0% | $64.61 | +13.0% | Common Stock | 693506107 |
| — | Government National Mortgage Association 7.00% 7/15/31 | 99,159 | $116K | 0.0% | $1.18 | — | MBS 30yr | 36225BPC6 |
| — | Mead Johnson Nutrition Co | 1,359 | $114K | 0.0% | $74.18 | — | Common Stock | 582839106 |
| — | Government National Mortgage Association 7.50% 8/15/21 | 104,634 | $114K | 0.0% | $1.10 | — | MBS 30yr | 362203K75 |
| — | Government National Mortgage Association II 6.50% 3/20/32 | 99,220 | $113K | 0.0% | $1.14 | — | Agncy CMO Other | 38373WJW9 |
| — | Government National Mortgage Association 8.00% 7/15/24 | 110,464 | $111K | 0.0% | $1.00 | — | MBS Other | 36212YTX1 |
| — | Govenment National Mortgage Association 6.00% 4/15/28 | 99,333 | $111K | 0.0% | $1.11 | — | MBS 30yr | 36225A2B5 |
| — | General Electric Co | 3,959 | $111K | 0.0% | $23.86 | — | Common Stock | 369604103 |
| — | Government National Mortgage Association 7.00% 8/20/37 | 91,824 | $108K | 0.0% | $1.15 | — | MBS 30yr | 36202EPC7 |
| TJX | TJX Cos Inc | 1,700 | $108K | 0.0% | $22.53 | +14.1% | Common Stock | 872540109 |
| — | Federal Home Loan Mortgage Corp 7.00% 1/1/33 | 94,571 | $107K | 0.0% | $1.09 | — | MBS 30yr | 3128K6NM8 |
| — | Federal National Mortgage Association 6.00% 5/1/29 | 93,593 | $105K | 0.0% | $1.09 | — | MBS 30yr | 31382YR83 |
| — | Viacom Inc | 1,193 | $104K | 0.0% | $83.53 | — | Common Stock | 92553P201 |
| NSC | Norfolk Southern Corp | 1,110 | $103K | 0.0% | $57.62 | +14.0% | Common Stock | 655844108 |
| — | Government National Mortgage Association 7.50% 5/16/27 | 89,282 | $103K | 0.0% | $1.16 | — | Agncy CMO Other | 3837H0S79 |
| — | Government National Mortgage Association II 8.00% 6/20/27 | 84,524 | $102K | 0.0% | $1.19 | — | MBS 30yr | 36202CWE9 |
| — | Baker Hughes Inc | 1,850 | $102K | 0.0% | $54.34 | — | Common Stock | 057224107 |
| USB | US Bancorp | 2,430 | $98,000 | 0.0% | $24.37 | +4.1% | Common Stock | 902973304 |
| TRN | Trinity Industries Inc | 1,798 | $98,000 | 0.0% | $10.82 | +18.5% | Common Stock | 896522109 |
| — | Government National Mortgage Association II 7.00% 3/20/29 | 81,731 | $96,000 | 0.0% | $1.17 | — | MBS 30yr | 36202DA76 |
| — | Government National Mortgage Association II 7.00% 9/20/31 | 81,999 | $96,000 | 0.0% | $1.14 | — | MBS 30yr | 36202DPT2 |
| ALK | Alaska Air Group Inc | 1,314 | $96,000 | 0.0% | $26.91 | +19.3% | Common Stock | 011659109 |
| CSCO | Cisco Systems Inc | 4,230 | $95,000 | 0.0% | $16.93 | -10.2% | Common Stock | 17275R102 |
| MDLZ | Mondelez International | 2,680 | $95,000 | 0.0% | $23.72 | +7.6% | Common Stock | 609207105 |
| — | Federal National Mortgage Association 6.00% 7/1/31 | 84,681 | $93,000 | 0.0% | $1.07 | — | MBS Other | 31376JV97 |
| — | Government National Mortgage Association II 8.00% 9/20/26 | 75,847 | $90,000 | 0.0% | $1.21 | — | MBS 30yr | 36202CRE5 |
| PKG | Packaging Corp of America | 1,422 | $90,000 | 0.0% | $37.66 | +12.9% | Common Stock | 695156109 |
| — | Government National Mortgage Association II 7.5% 7/20/30 | 75,240 | $89,000 | 0.0% | $1.21 | — | MBS 30yr | 36202DHW4 |
| — | Government National Mortgage Association II 6.00% 8/20/35 | 75,987 | $88,000 | 0.0% | $1.14 | — | MBS 30yr | 36202EEW5 |
| — | Marathon Oil Corp | 2,480 | $88,000 | 0.0% | $34.81 | — | Common Stock | 565849106 |
| — | Government National Mortgage Association II 8.00% 12/20/26 | 74,275 | $88,000 | 0.0% | $1.20 | — | MBS 30yr | 36202CS95 |
| ACN | Accenture Plc | 1,040 | $86,000 | 0.0% | $61.54 | 0.0% | Common Stock | G1151C101 |
| IEX | IDEX Corp | 1,164 | $86,000 | 0.0% | $51.32 | +15.4% | Common Stock | 45167R104 |
| — | Covidien Plc | 1,250 | $85,000 | 0.0% | $68.00 | — | Common Stock | G2554F113 |
| — | Krat Foods Group Inc | 1,570 | $85,000 | 0.0% | $52.55 | — | Common Stock | 50076Q106 |
| — | Government National Mortgage Association II 6.50% 7/20/31 | 73,742 | $84,000 | 0.0% | $1.11 | — | MBS 30yr | 36202DNY3 |
| — | Government National Mortgage Assoc 8.00% 11/20/24 | 72,962 | $83,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CDE0 |
| — | Government National Mortgage Association II 7.00% 12/20/25 | 71,896 | $82,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CLR2 |
| — | Government National Mortgage Association II 6.00% 11/20/31 | 69,397 | $79,000 | 0.0% | $1.13 | — | MBS 30yr | 36202DQM6 |
| — | Government National Mortgage Association 6.50% 7/16/32 | 67,727 | $78,000 | 0.0% | $1.14 | — | Agncy CMO Other | 38373X6T8 |
| — | Government National Mortgage Association 7.50% 8/15/21 | 70,440 | $77,000 | 0.0% | $1.11 | — | MBS 30yr | 362203K83 |
| SNY | Sanofi-Aventis SA | 1,410 | $76,000 | 0.0% | $50.30 | — | ADR | 80105N105 |
| MCK | McKesson Corp | 473 | $76,000 | 0.0% | $112.21 | +25.3% | Common Stock | 58155Q103 |
| — | Government National Mortgage Association 6.00% 10/15/33 | 67,335 | $76,000 | 0.0% | $1.12 | — | MBS 30yr | 36225BZ43 |
| — | US Treasury Note 1.25% 9/30/15 | 74,233 | $75,000 | 0.0% | $1.01 | — | US GOVERNMENT | 912828NZ9 |
| — | Government National Mortgage Association II 7.50% 8/20/29 | 64,976 | $75,000 | 0.0% | $1.14 | — | MBS 30yr | 36202DDB4 |
| — | Federal Home Loan Mortgage Corp 8.00% 6/1/17 | 70,394 | $75,000 | 0.0% | $1.07 | — | MBS 30yr | 31290LDA2 |
| — | Government National Mortgage Association II 6.50% 6/20/31 | 66,197 | $75,000 | 0.0% | $1.14 | — | MBS 30yr | 36202DNL1 |
| — | Government National Mortgage Association II 6.50% 8/20/28 | 65,076 | $73,000 | 0.0% | $1.12 | — | MBS 30yr | 36202C4P5 |
| — | Government National Mortgage Association II 7.50% 11/20/25 | 62,895 | $73,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CK77 |
| — | Government National Mortgage Association 6.00% 4/15/29 | 65,573 | $73,000 | 0.0% | $1.10 | — | MBS 30yr | 36225BDT2 |
| — | Federal National Mortgage Association 6.50% 10/1/36 | 64,646 | $72,000 | 0.0% | $1.11 | — | MBS 30yr | 31410QBK6 |
| — | Government National Mortgage Association 7.00% 1/15/33 | 61,483 | $72,000 | 0.0% | $1.17 | — | MBS 30yr | 36241KJT6 |
| — | Government National Mortgage Association II 6.00% 7/20/34 | 63,427 | $71,000 | 0.0% | $1.11 | — | MBS 30yr | 36202D6V8 |
| PEP | PepsiCo Inc/NC | 850 | $70,000 | 0.0% | $56.75 | +1.8% | Common Stock | 713448108 |
| — | Federal Home Loan Mortgage Corp 6.00% 8/1/32 | 63,479 | $70,000 | 0.0% | $1.07 | — | MBS Other | 31281AD74 |
| — | Government National Mortgage Assoc 8.00% 2/20/26 | 60,708 | $69,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CMU4 |
| HON | Honeywell International Inc | 740 | $68,000 | 0.0% | $57.46 | +5.8% | Common Stock | 438516106 |
| — | Government National Mortgage Association II 7.00% 5/20/31 | 55,845 | $65,000 | 0.0% | $1.15 | — | MBS 30yr | 36202DM65 |
| — | Delphi Automotive PLC | 1,068 | $64,000 | 0.0% | $59.93 | — | Common Stock | G27823106 |
| — | Government National Mortgage Assoc 1.29325% 1/1/55 | 63,738 | $63,000 | 0.0% | $0.98 | — | Agncy CMBS | 38378KRL5 |
| — | Government National Mortgage Assoc 5.00% 9/15/39 | 56,374 | $62,000 | 0.0% | $1.10 | — | MBS 30yr | 3620A9S44 |
| — | Government National Mortgage Association II 7.00% 8/20/25 | 53,822 | $62,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CH71 |
| — | Government National Mortgage Association II 8.00% 9/20/30 | 49,152 | $59,000 | 0.0% | $1.21 | — | MBS 30yr | 36202DJS1 |
| — | Government National Mortgage Association 7.50% 9/16/35 | 50,940 | $59,000 | 0.0% | $1.15 | — | Agncy CMO Other | 38374L5Y3 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 51,808 | $59,000 | 0.0% | $1.12 | — | MBS 30yr | 3622012Q7 |
| — | Federal National Mortgage Association 7.00% 5/1/22 | 51,832 | $58,000 | 0.0% | $1.12 | — | MBS 20yr | 31371KQF1 |
| — | Government National Mortgage Assoc 8.00% 7/20/25 | 47,913 | $57,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CHM8 |
| — | Government National Mortgage Association 6.50% 7/15/32 | 50,208 | $57,000 | 0.0% | $1.13 | — | MBS 30yr | 36200RG48 |
| — | Federal National Mortgage Association 8.00% 4/1/27 | 54,920 | $57,000 | 0.0% | $1.04 | — | MBS 30yr | 31384AB64 |
| — | Government National Mortgage Association II 7.00% 10/20/31 | 47,520 | $56,000 | 0.0% | $1.17 | — | MBS 30yr | 36202DSS1 |
| — | Government National Mortgage Association 6.50% 7/15/24 | 48,615 | $55,000 | 0.0% | $1.12 | — | MBS 30yr | 36225AAB6 |
| — | Government National Mortgage Association II 7.00% 4/20/29 | 46,766 | $55,000 | 0.0% | $1.18 | — | MBS 30yr | 36202DBK6 |
| — | Government National Mortgage Assoc 8.00% 8/20/29 | 46,387 | $54,000 | 0.0% | $1.16 | — | MBS 30yr | 36202DDC2 |
| — | Government National Mortgage Association II 7.00% 12/20/34 | 47,682 | $54,000 | 0.0% | $1.12 | — | MBS 30yr | 36202EBY4 |
| — | Government National Mortgage Association II 7.50% 11/20/26 | 45,459 | $54,000 | 0.0% | $1.17 | — | MBS 30yr | 36202CSK0 |
| — | Government National Mortgage Association 6.00% 3/15/29 | 46,461 | $52,000 | 0.0% | $1.11 | — | MBS 30yr | 36209FGU7 |
| — | Government National Mortgage Association II 8.00% 2/20/27 | 45,280 | $52,000 | 0.0% | $1.20 | — | MBS 30yr | 36202CUC5 |
| — | Government National Mortgage Association 6.00% 12/15/28 | 40,920 | $46,000 | 0.0% | $1.11 | — | MBS 30yr | 36210AWU7 |
| — | Government National Mortgage Association II 8.00% 2/20/29 | 42,382 | $46,000 | 0.0% | $1.08 | — | MBS 30yr | 36202DAT8 |
| — | Government National Mortgage Association II 7.00% 5/20/32 | 38,689 | $46,000 | 0.0% | $1.16 | — | MBS 30yr | 36202DS51 |
| — | Federal Home Loan Mortgage Corp 6.00% 2/1/32 | 41,695 | $46,000 | 0.0% | $1.09 | — | MBS 30yr | 31287PC84 |
| — | Government National Mortgage Association 7.50% 8/20/25 | 38,905 | $45,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CH97 |
| — | Government National Mortgage Association 6.00% 6/15/29 | 40,245 | $45,000 | 0.0% | $1.09 | — | MBS 30yr | 36225BET1 |
| — | Government National Mortgage Association 7.00% 4/15/16 | 43,679 | $45,000 | 0.0% | $1.02 | — | MBS 15yr | 36212G5W8 |
| — | Government National Mortgage Association II 7.50% 3/20/28 | 39,375 | $45,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CZ63 |
| — | Federal National Mortgage Association 6.50% 7/1/17 | 40,913 | $44,000 | 0.0% | $1.05 | — | MBS 15yr | 31371KQ20 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 37,017 | $42,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014B8 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 37,292 | $42,000 | 0.0% | $1.13 | — | MBS 30yr | 3622014L6 |
| — | Government National Mortgage Association II 7.50% 12/20/26 | 34,381 | $41,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CS61 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 36,263 | $41,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014A0 |
| — | Government National Mortgage Association 6.50% 8/20/27 | 35,239 | $40,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CW74 |
| — | Government National Mortgage Assoc 8.00% 3/20/29 | 36,208 | $38,000 | 0.0% | $1.04 | — | MBS 30yr | 36202DA92 |
| — | Government National Mortgage Association II 7.50% 7/20/29 | 32,689 | $37,000 | 0.0% | $1.19 | — | MBS 30yr | 36202DCV1 |
| — | Government National Mortgage Assoc 8.00% 1/20/28 | 31,738 | $37,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CZB2 |
| — | Government National Mortgage Association 11.50% 11/16/17 | 33,309 | $37,000 | 0.0% | $1.08 | — | Agncy CMO Other | 38374L7N5 |
| — | Government National Mortgage Association II 7.50% 6/20/30 | 29,428 | $35,000 | 0.0% | $1.10 | — | MBS 30yr | 36202DHK0 |
| — | Government National Mortgage Association II 6.50% 6/20/29 | 29,268 | $34,000 | 0.0% | $1.16 | — | MBS 30yr | 36202DCC3 |
| — | Federal National Mortgage Association 8.00% 11/1/19 | 29,623 | $34,000 | 0.0% | $1.12 | — | MBS 20yr | 31384G4N2 |
| — | Government National Mortgage Association II 8.00% 7/20/30 | 26,611 | $32,000 | 0.0% | $1.24 | — | MBS 30yr | 36202DHX2 |
| — | Federal National Mortgage Association 6.50% 9/1/28 | 28,648 | $32,000 | 0.0% | $1.09 | — | MBS 30yr | 31380PJE0 |
| — | Federal National Mortgage Association 6.00% 9/1/29 | 28,141 | $31,000 | 0.0% | $1.09 | — | MBS 30yr | 31374TYW3 |
| — | Federal Home Loan Mortgage Corp 6.50% 1/1/29 | 27,007 | $30,000 | 0.0% | $1.08 | — | MBS 30yr | 31292GX68 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 26,650 | $30,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014F9 |
| — | Federal Home Loan Mortgage Corp 6.00% 12/1/31 | 25,639 | $29,000 | 0.0% | $1.09 | — | MBS 30yr | 31287L4D1 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 25,418 | $29,000 | 0.0% | $1.11 | — | MBS 30yr | 3622012X2 |
| — | Government National Mortgage Assoc 8.00% 12/20/27 | 23,944 | $28,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CYW7 |
| — | Government National Mortgage Assoc 8.00% 1/20/29 | 25,466 | $28,000 | 0.0% | $1.08 | — | MBS 30yr | 36202DAE1 |
| — | Federal Home Loan Mortgage Corp 6.50% 5/1/26 | 24,511 | $27,000 | 0.0% | $1.05 | — | MBS 30yr | 31335GNP6 |
| — | Federal Home Loan Mortgage Corp 7.00% 9/1/30 | 24,381 | $27,000 | 0.0% | $1.12 | — | MBS 30yr | 31298EYZ2 |
| — | Government National Mortgage Assoc 8.00% 2/20/28 | 23,060 | $27,000 | 0.0% | $1.12 | — | MBS 30yr | 36202CZP1 |
| — | Federal National Mortgage Association 7.00% 10/1/26 | 23,809 | $27,000 | 0.0% | $1.11 | — | MBS 30yr | 31374TVC0 |
| — | Government National Mortgage Association II 6.50% 5/20/32 | 23,596 | $27,000 | 0.0% | $1.15 | — | MBS 30yr | 36202DS44 |
| — | Government National Mortgage Association 7.00% 11/15/29 | 22,132 | $26,000 | 0.0% | $1.17 | — | MBS 30yr | 36225BGW2 |
| — | Government National Mortgage Assoc 8.00% 11/20/27 | 21,871 | $26,000 | 0.0% | $1.22 | — | MBS 30yr | 36202CYH0 |
| — | Government National Mortgage Association II 6.00% 4/20/33 | 22,311 | $26,000 | 0.0% | $1.12 | — | MBS 30yr | 36202DXD8 |
| — | Government National Mortgage Association II 6.50% 4/20/33 | 21,931 | $25,000 | 0.0% | $1.13 | — | MBS 30yr | 36202DXE6 |
| — | Federal Home Loan Mortgage Corp 6.00% 5/1/29 | 22,267 | $25,000 | 0.0% | $1.07 | — | MBS 30yr | 31283HEG6 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 21,131 | $24,000 | 0.0% | $1.13 | — | MBS 30yr | 3622012P9 |
| — | Government National Mortgage Association 7.00% 12/15/30 | 20,596 | $24,000 | 0.0% | $1.17 | — | MBS 30yr | 36225BLL0 |
| — | Government National Mortgage Association 7.00% 8/15/27 | 20,169 | $24,000 | 0.0% | $1.15 | — | MBS 30yr | 36225AVT4 |
| — | Government National Mortgage Assoc 8.00% 12/20/25 | 20,077 | $23,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CLW1 |
| — | Government National Mortgage Association II 8.00% 4/20/27 | 18,640 | $22,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CVF7 |
| — | Federal National Mortgage Association 6.00% 1/1/37 | 20,275 | $22,000 | 0.0% | $1.07 | — | MBS 30yr | 31410XZR0 |
| — | Government National Mortgage Association 8.00% 7/15/29 | 17,556 | $21,000 | 0.0% | $1.20 | — | MBS 30yr | 36225BFK9 |
| — | Government National Mortgage Association II 7.50% 1/20/28 | 17,522 | $21,000 | 0.0% | $1.17 | — | MBS 30yr | 36202CY98 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 18,203 | $21,000 | 0.0% | $1.12 | — | MBS 30yr | 3622013B9 |
| — | Federal National Mortgage Association 6.50% 11/1/36 | 17,540 | $20,000 | 0.0% | $1.11 | — | MBS 30yr | 31411CD40 |
| — | Government National Mortgage Association II 7.50% 9/20/27 | 16,796 | $20,000 | 0.0% | $1.18 | — | MBS 30yr | 36202CXN8 |
| — | Government National Mortgage Association II 7.00% 11/20/34 | 17,792 | $20,000 | 0.0% | $1.14 | — | MBS 30yr | 36202EBH1 |
| — | Federal Home Loan Mortgage Corp 8.00% 6/1/30 | 19,298 | $19,000 | 0.0% | $0.97 | — | MBS 30yr | 31288GY89 |
| — | Federal Home Loan Mortgage Corp 7.00% 7/1/29 | 15,916 | $18,000 | 0.0% | $1.12 | — | MBS 30yr | 31293TFE2 |
| — | Government National Mortgage Association II 8.00% 6/20/26 | 15,261 | $18,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CPT4 |
| — | Federal National Mortgage Association 7.00% 12/1/37 | 16,168 | $18,000 | 0.0% | $1.20 | — | MBS 30yr | 31412MBE7 |
| — | Federal National Mortgage Association 6.50% 4/1/37 | 15,874 | $18,000 | 0.0% | $1.09 | — | MBS 30yr | 31411UPM7 |
| — | Government National Mortgage Association 6.50% 11/20/31 | 15,309 | $17,000 | 0.0% | $1.12 | — | MBS 30yr | 36202DQN4 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/28 | 13,365 | $15,000 | 0.0% | $1.06 | — | MBS 30yr | 31292GU53 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/26 | 13,477 | $15,000 | 0.0% | $1.08 | — | MBS 30yr | 3128FBJ63 |
| — | Government National Mortgage Association II 6.50% 3/20/28 | 12,750 | $15,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CZ48 |
| — | Federal Home Loan Mortgage Corp 6.50% 7/1/28 | 13,413 | $15,000 | 0.0% | $1.06 | — | MBS 30yr | 31292GWN2 |
| — | Government National Mortgage Association II 7.50% 12/20/27 | 13,085 | $15,000 | 0.0% | $1.18 | — | MBS 30yr | 36202CYV9 |
| — | Federal Home Loan Mortgage Corp 8.00% 4/1/17 | 13,573 | $14,000 | 0.0% | $1.07 | — | MBS 30yr | 313401XQ9 |
| — | Government National Mortgage Association II 8.00% 1/20/27 | 11,050 | $13,000 | 0.0% | $1.10 | — | MBS 30yr | 36202CTT0 |
| — | Federal Home Loan Mortgage Corp 8.00% 3/1/17 | 12,680 | $13,000 | 0.0% | $1.04 | — | MBS 30yr | 313401XK2 |
| — | Government National Mortgage Association II 8.00% 5/20/25 | 10,377 | $12,000 | 0.0% | $1.12 | — | MBS 30yr | 36202CGN7 |
| — | Government National Mortgage Association II 8.00% 4/20/26 | 10,999 | $12,000 | 0.0% | $1.07 | — | MBS 30yr | 36202CNW9 |
| — | Federal National Mortgage Association 6.50% 9/1/28 | 10,617 | $12,000 | 0.0% | $1.13 | — | MBS 30yr | 31371GZ86 |
| — | Government National Mortgage Association II 8.75% 3/20/17 | 11,229 | $12,000 | 0.0% | $1.00 | — | MBS 30yr | 36202LHR7 |
| — | Federal National Mortgage Association 6.50% 10/1/32 | 10,432 | $12,000 | 0.0% | $1.05 | — | MBS 30yr | 31390HRT4 |
| — | Government National Mortgage Association 6.50% 5/20/27 | 10,276 | $11,000 | 0.0% | $1.05 | — | MBS 30yr | 36202CVT7 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/36 | 9,829 | $11,000 | 0.0% | $1.07 | — | MBS 30yr | 3128LXTD2 |
| — | Government National Mortgage Association II 8.00% 7/20/26 | 9,124 | $11,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CQA4 |
| — | Government National Mortgage Assoc 8.00% 9/20/28 | 9,612 | $11,000 | 0.0% | $1.13 | — | MBS 30yr | 36202C5G4 |
| — | Government National Mortgage Assoc 8.00% 6/20/23 | 9,828 | $11,000 | 0.0% | $1.10 | — | MBS 30yr | 36202BLD5 |
| — | Federal National Mortgage Association 9.25% 3/25/18 | 9,134 | $10,000 | 0.0% | $1.02 | — | Agncy CMO Z | 313602BE3 |
| — | Government National Mortgage Assoc 8.00% 11/20/25 | 7,619 | $9,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CLB7 |
| — | Government National Mortgage Assoc 8.00% 8/20/24 | 7,569 | $9,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CBJ1 |
| — | Government National Mortgage Assoc 8.00% 8/20/25 | 7,929 | $9,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CJC8 |
| — | Government National Mortgage Association 6.50% 3/15/29 | 8,267 | $9,000 | 0.0% | $1.11 | — | MBS 30yr | 36210VVK4 |
| — | Government National Mortgage Association II 6.50% 12/20/28 | 7,848 | $9,000 | 0.0% | $1.11 | — | MBS 30yr | 36202C7A5 |
| — | Government National Mortgage Association II 7.00% 9/20/37 | 7,689 | $9,000 | 0.0% | $1.08 | — | MBS 30yr | 36202EPP8 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/17 | 8,195 | $9,000 | 0.0% | $1.03 | — | MBS 15yr | 3128GWEE4 |
| — | Government National Mortgage Assoc 8.00% 1/20/25 | 8,367 | $9,000 | 0.0% | $1.06 | — | MBS 30yr | 36202CEJ8 |
| — | Federal Home Loan Mortgage Corp 7.00% 4/1/32 | 8,192 | $9,000 | 0.0% | $1.09 | — | MBS 30yr | 31287RP37 |
| — | Government National Mortgage Association II 7.00% 10/20/26 | 7,348 | $8,000 | 0.0% | $1.09 | — | MBS 30yr | 36202CRW5 |
| — | Federal National Mortgage Association 6.50% 4/1/32 | 6,894 | $8,000 | 0.0% | $1.00 | — | MBS 30yr | 31388XTE4 |
| — | Government National Mortgage Association 6.50% 11/20/27 | 6,057 | $7,000 | 0.0% | $1.11 | — | MBS 30yr | 36202CYD9 |
| — | Federal National Mortgage Association 6.50% 1/1/32 | 6,057 | $7,000 | 0.0% | $1.02 | — | MBS 30yr | 31389BAB7 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/17 | 6,716 | $7,000 | 0.0% | $0.97 | — | MBS 15yr | 3128GWCK2 |
| — | Government National Mortgage Assoc 8.00% 3/20/26 | 5,845 | $7,000 | 0.0% | $1.04 | — | MBS 30yr | 36202CNC3 |
| — | Government National Mortgage Assoc 8.00% 6/20/28 | 6,437 | $7,000 | 0.0% | $1.10 | — | MBS 30yr | 36202C3P6 |
| — | Government National Mortgage Association 7.00% 4/15/16 | 7,432 | $7,000 | 0.0% | $0.98 | — | MBS 15yr | 36213LFB1 |
| — | Government National Mortgage Assoc 8.00% 4/20/29 | 6,442 | $7,000 | 0.0% | $0.92 | — | MBS 30yr | 36202DBM2 |
| — | Government National Mortgage Association 9.50% 7/15/25 | 6,028 | $7,000 | 0.0% | $1.10 | — | MBS 30yr | 36225BF78 |
| — | Government National Mortgage Association II 7.50% 5/20/30 | 6,300 | $7,000 | 0.0% | $1.18 | — | MBS 30yr | 36202DG62 |
| — | Government National Mortgage Association II 8.00% 3/20/27 | 5,710 | $7,000 | 0.0% | $1.03 | — | MBS 30yr | 36202CUW1 |
| — | Government National Mortgage Association II 7.00% 4/20/26 | 6,340 | $7,000 | 0.0% | $1.08 | — | MBS 30yr | 36202CNT6 |
| — | Federal Home Loan Mortgage Corp 6.50% 11/1/34 | 5,457 | $6,000 | 0.0% | $1.05 | — | MBS 30yr | 3128MJAZ3 |
| — | Federal National Mortgage Association 6.50% 7/1/32 | 4,949 | $6,000 | 0.0% | $0.95 | — | MBS 30yr | 31390NQU9 |
| — | Federal National Mortgage Association 8.00% 11/1/28 | 5,556 | $6,000 | 0.0% | $1.05 | — | MBS 30yr | 31385H2P6 |
| — | Federal National Mortgage Association 6.00% 10/1/29 | 5,339 | $6,000 | 0.0% | $1.03 | — | MBS 30yr | 31374T3C1 |
| — | Federal Home Loan Mortgage Corp 7.00% 11/1/28 | 5,407 | $6,000 | 0.0% | $1.07 | — | MBS 30yr | 31292GXF8 |
| — | Federal National Mortgage Association 8.00% 3/1/30 | 5,030 | $6,000 | 0.0% | $0.97 | — | MBS 30yr | 31384VZE5 |
| — | Government National Mortgage Association 7.00% 10/20/27 | 5,511 | $6,000 | 0.0% | $1.09 | — | MBS 30yr | 36202CXZ1 |
| — | Government National Mortgage Association II 7.00% 5/20/26 | 3,989 | $5,000 | 0.0% | $1.25 | — | MBS 30yr | 36202CPA5 |
| — | Federal National Mortgage Association 7.00% 12/1/27 | 4,797 | $5,000 | 0.0% | $0.83 | — | MBS 30yr | 31378JGT8 |
| — | Federal National Mortgage Association 6.50% 7/1/32 | 4,313 | $5,000 | 0.0% | $1.11 | — | MBS 30yr | 31402AQK5 |
| — | Government National Mortgage Association II 7.50% 7/20/28 | 3,497 | $4,000 | 0.0% | $1.13 | — | MBS 30yr | 36202C4A8 |
| — | Federal National Mortgage Association 7.50% 11/1/29 | 3,281 | $4,000 | 0.0% | $0.86 | — | MBS 30yr | 31371H2F4 |
| — | Government National Mortgage Assoc 8.00% 9/20/24 | 3,942 | $4,000 | 0.0% | $0.99 | — | MBS 30yr | 36202CCE1 |
| — | Government National Mortgage Association II 8.00% 9/20/18 | 3,648 | $4,000 | 0.0% | $0.79 | — | MBS 30yr | 36202BF34 |
| — | Government National Mortgage Association II 8.00% 9/20/25 | 3,533 | $4,000 | 0.0% | $1.09 | — | MBS 30yr | 36202CJ38 |
| — | Federal Home Loan Mortgage Corp 7.00% 10/1/29 | 2,594 | $3,000 | 0.0% | $0.77 | — | MBS 30yr | 31293XP51 |
| — | Federal National Mortgage Association 6.50% 3/1/29 | 2,316 | $3,000 | 0.0% | $0.99 | — | MBS 30yr | 31382NCE0 |
| — | Federal Home Loan Mortgage Corp 9.50% 8/1/21 | 2,505 | $3,000 | 0.0% | $0.76 | — | MBS 30yr | 313960XS0 |
| — | Government National Mortgage Association II 8.00% 5/20/29 | 3,091 | $3,000 | 0.0% | $0.96 | — | MBS 30yr | 36202DB26 |
| — | Government National Mortgage Association II 7.00% 2/20/32 | 2,873 | $3,000 | 0.0% | $1.04 | — | MBS 30yr | 36202DRX1 |
| — | Federal National Mortgage Association 6.00% 11/1/36 | 2,372 | $3,000 | 0.0% | $0.82 | — | MBS 30yr | 31411AWL5 |
| — | Federal National Mortgage Association 6.00% 12/1/33 | 2,812 | $3,000 | 0.0% | $1.06 | — | MBS 30yr | 31403MUX5 |
| — | Government National Mortgage Association 7.49% 10/15/20 | 2,508 | $3,000 | 0.0% | $0.77 | — | MBS 30yr | 3622013F0 |
| — | RESERVE PRIMARY FUND | 3,330 | $3,000 | 0.0% | $0.90 | — | Open-End Fund | 761056407 |
| — | Government National Mortgage Association II 7.50% 4/20/28 | 2,235 | $2,000 | 0.0% | $0.84 | — | MBS 30yr | 36202C2M4 |
| — | Federal National Mortgage Association 7.50% 5/1/29 | 2,199 | $2,000 | 0.0% | $0.90 | — | MBS 30yr | 31382ULZ7 |
| — | Government National Mortgage Association II 7.00% 9/20/29 | 1,942 | $2,000 | 0.0% | $1.03 | — | MBS 30yr | 36202DDN8 |
| — | Government National Mortgage Association II 7.5% 4/20/26 | 2,109 | $2,000 | 0.0% | $0.93 | — | MBS 30yr | 36202CNV1 |
| — | Government National Mortgage Association II 8.00% 10/20/25 | 1,606 | $2,000 | 0.0% | $0.61 | — | MBS 30yr | 36202CKP7 |
| — | Federal National Mortgage Association 8.50% 11/1/17 | 802 | $1,000 | 0.0% | — | — | MBS 30yr | 31379RFA1 |
| — | Government National Mortgage Association 7.00% 4/20/28 | 747 | $1,000 | 0.0% | — | — | MBS 30yr | 36202C2K8 |
| — | Government National Mortgage Assoc 8.00% 8/20/28 | 1,267 | $1,000 | 0.0% | $0.78 | — | MBS 30yr | 36202C4S9 |
| — | Government National Mortgage Assoc 8.00% 2/20/23 | 729 | $1,000 | 0.0% | — | — | MBS 30yr | 36202A3U9 |
| — | Government National Mortgage Assoc 8.00% 4/20/25 | 1,053 | $1,000 | 0.0% | $0.94 | — | MBS 30yr | 36202CF57 |
| — | Government National Mortgage Association 8.00% 10/15/27 | 108 | $0 | 0.0% | — | — | MBS 30yr | 36208E7A5 |
| — | Government National Mortgage Association II 7.5% 3/20/29 | 373 | $0 | 0.0% | — | — | MBS 30yr | 36202DA84 |
| — | Government National Mortgage Assoc 8.00% 7/20/24 | 153 | $0 | 0.0% | — | — | MBS 30yr | 36202B7B5 |
| — | Government National Mortgage Association 8.00% 8/15/26 | 105 | $0 | 0.0% | — | — | MBS 30yr | 36207H4R5 |
| — | Government National Mortgage Assoc 8.00% 7/20/29 | 398 | $0 | 0.0% | — | — | MBS 30yr | 36202DCW9 |
| — | Government National Mortgage Assoc 8.00% 12/20/24 | 271 | $0 | 0.0% | — | — | MBS 30yr | 36202CD34 |
| — | Government National Mortgage Association II 7.50% 6/20/26 | 195 | $0 | 0.0% | — | — | MBS 30yr | 36202CPS6 |
| — | Government National Mortgage Assoc 8.00% 6/20/22 | 300 | $0 | 0.0% | — | — | MBS 30yr | 36202CBM4 |
| — | Government National Mortgage Assoc 8.00% 9/20/22 | 115 | $0 | 0.0% | — | — | MBS 30yr | 36202AFM4 |
| — | Government National Mortgage Association 7.00% 5/20/17 | 422 | $0 | 0.0% | — | — | MBS 30yr | 36202AZ26 |
| — | Government National Mortgage Association 7.00% 3/20/23 | 266 | $0 | 0.0% | — | — | MBS 30yr | 36202BA88 |
| — | Government National Mortgage Association II 7.50% 12/20/25 | 209 | $0 | 0.0% | — | — | MBS 30yr | 36202CLU5 |
| — | Government National Mortgage Assoc 8.00% 9/20/23 | 49 | $0 | 0.0% | — | — | MBS 30yr | 36202BQ57 |
| — | Government National Mortgage Association 10.50% 10/15/15 | 11 | $0 | 0.0% | — | — | MBS 30yr | 36215JY72 |
| — | Government National Mortgage Association II 7.50% 12/20/22 | 316 | $0 | 0.0% | — | — | MBS 30yr | 36202ATA5 |
| — | Government National Mortgage Assoc 8.00% 10/20/22 | 145 | $0 | 0.0% | — | — | MBS 30yr | 36202AN37 |
| — | Government National Mortgage Association II 7.50% 5/20/24 | 353 | $0 | 0.0% | — | — | MBS 30yr | 36202B4A0 |
| — | Government National Mortgage Assoc 8.00% 7/20/17 | 58 | $0 | 0.0% | — | — | MBS 30yr | 36202A3E5 |
| — | Government National Mortgage Assoc 9.00% 9/15/17 | 94 | $0 | 0.0% | — | — | MBS 30yr | 36218UHK4 |
| — | Government National Mortgage Assoc 8.00% 7/20/22 | 239 | $0 | 0.0% | — | — | MBS 30yr | 36202AAH0 |
| — | Government National Mortgage Assoc 8.00% 6/20/24 | 144 | $0 | 0.0% | — | — | MBS 30yr | 36202B5W1 |
| — | Federal National Mortgage Association 10.00% 10/1/17 | 34 | $0 | 0.0% | — | — | MBS 30yr | 313614SD2 |
| — | Federal National Mortgage Association 10.00% 8/1/17 | 240 | $0 | 0.0% | — | — | MBS 30yr | 31362B3W0 |
| — | Federal Home Loan Mortgage Corp 7.00% 7/1/29 | 100 | $0 | 0.0% | — | — | MBS 30yr | 31293TJL2 |
| — | Government National Mortgage Assoc 8.00% 1/20/22 | 54 | $0 | 0.0% | — | — | MBS 30yr | 36202B5R2 |
| — | Federal National Mortgage Association 10.00% 8/1/17 | 42 | $0 | 0.0% | — | — | MBS 30yr | 313614RX9 |