Location: San Antonio, TX
CIK: 0001040188 · Show all filings
Period: Q3 2013 (Next →)
Filing Date: Mar 12, 2014
Total Value: $13.94B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | Apple Inc | 593,954 | $283M | 2.0% | $14.28 | 0.0% | Common Stock | 037833100 |
| — | Google Inc | 245,608 | $215M | 1.5% | $875.90 | — | Common Stock | 38259P508 |
| APD | Air Products & Chemicals Inc | 1,731,233 | $184M | 1.3% | $70.09 | 0.0% | Common Stock | 009158106 |
| — | Citrix Systems Inc | 2,430,003 | $172M | 1.2% | $70.61 | — | Common Stock | 177376100 |
| GM | GENERAL MOTORS CO | 4,722,044 | $170M | 1.2% | $26.74 | 0.0% | Common Stock | 37045V100 |
| PG | Procter & Gamble Co/The | 2,232,278 | $169M | 1.2% | $56.23 | 0.0% | Common Stock | 742718109 |
| MRK | Merck & Co Inc | 3,482,601 | $166M | 1.2% | $30.97 | 0.0% | Common Stock | 58933Y105 |
| COF | Capital One Financial Corp | 2,163,694 | $149M | 1.1% | $53.93 | 0.0% | Common Stock | 14040H105 |
| PHG | Koninklijke Philips Electronics NV | 4,442,630 | $143M | 1.0% | $32.25 | — | NY Reg Shrs | 500472303 |
| AMAT | Applied Materials Inc | 8,129,219 | $143M | 1.0% | $13.53 | 0.0% | Common Stock | 038222105 |
| — | EMC Corp/Massachusetts | 5,482,709 | $140M | 1.0% | $25.56 | — | Common Stock | 268648102 |
| SIEGY | Siemens AG | 1,153,146 | $139M | 1.0% | $120.51 | — | ADR | 826197501 |
| JPM | JPMorgan Chase & Co | 2,587,277 | $134M | 1.0% | $38.52 | 0.0% | Common Stock | 46625H100 |
| MET | MetLife Inc | 2,797,881 | $131M | 0.9% | $28.79 | 0.0% | Common Stock | 59156R108 |
| GD | General Dynamics Corp | 1,448,997 | $127M | 0.9% | $64.92 | 0.0% | Common Stock | 369550108 |
| PFE | Pfizer Inc | 4,398,113 | $126M | 0.9% | $16.36 | 0.0% | Common Stock | 717081103 |
| — | Chesapeake Energy Corp | 4,578,584 | $118M | 0.9% | $25.88 | — | Common Stock | 165167107 |
| OXY | Occidental Petroleum Corp | 1,258,693 | $118M | 0.8% | $59.24 | 0.0% | Common Stock | 674599105 |
| INTC | Intel Corp | 5,076,627 | $116M | 0.8% | $16.91 | 0.0% | Common Stock | 458140100 |
| — | US Treasury Bond 8.875% 8/15/17 | 88,119,323 | $115M | 0.8% | $1.30 | — | US GOVERNMENT | 912810DZ8 |
| C | CITIGROUP INC | 2,342,215 | $114M | 0.8% | $37.61 | 0.0% | Common Stock | 172967424 |
| — | Dow Chemical Co/The | 2,940,667 | $113M | 0.8% | $38.40 | — | Common Stock | 260543103 |
| BK | Bank of New York Mellon Corp/The | 3,686,919 | $111M | 0.8% | $22.78 | 0.0% | Common Stock | 064058100 |
| PVH | PVH CORP | 924,900 | $110M | 0.8% | $126.04 | 0.0% | Common Stock | 693656100 |
| RHHBY | Roche Holding AG | 1,550,150 | $105M | 0.8% | $67.53 | — | ADR | 771195104 |
| — | PetSmart Inc | 1,364,078 | $104M | 0.7% | $76.26 | — | Common Stock | 716768106 |
| BP | BP Plc | 2,444,482 | $103M | 0.7% | $42.03 | — | ADR | 055622104 |
| BAX | Baxter International Inc | 1,560,121 | $102M | 0.7% | $31.05 | 0.0% | Common Stock | 071813109 |
| — | Priceline.com Inc | 99,846 | $101M | 0.7% | $1010.93 | — | Common Stock | 741503403 |
| JNJ | Johnson & Johnson | 1,158,955 | $100M | 0.7% | $63.54 | 0.0% | Common Stock | 478160104 |
| — | Anadarko Petroleum Corp | 1,044,851 | $97.16M | 0.7% | $92.99 | — | Common Stock | 032511107 |
| UPS | UNITED PARCEL SERVICE INC | 1,023,116 | $93.48M | 0.7% | $57.13 | 0.0% | Common Stocks | 911312106 |
| WFC | WELLS FARGO and CO NEW | 2,213,179 | $91.45M | 0.7% | $30.19 | 0.0% | Common Stocks | 949746101 |
| NWSA | News Corp - Class A | 5,649,056 | $90.72M | 0.7% | $14.03 | 0.0% | Common Stock | 65249B109 |
| AMG | Affiliated Managers Group Inc | 488,073 | $89.14M | 0.6% | $171.93 | 0.0% | Common Stock | 008252108 |
| CMCSA | Comcast Corp | 1,968,883 | $88.89M | 0.6% | $16.55 | 0.0% | Common Stock | 20030N101 |
| BUD | Anheuser-Busch InBev NV | 893,310 | $88.61M | 0.6% | $99.20 | — | ADR | 03524A108 |
| BA | Boeing Co/The | 745,427 | $87.59M | 0.6% | $91.56 | 0.0% | Common Stock | 097023105 |
| KMT | Kennametal Inc | 1,899,100 | $86.6M | 0.6% | $31.38 | 0.0% | Common Stock | 489170100 |
| — | Government National Mortgage Association 6.50% 4/15/36 | 73,362,054 | $85.64M | 0.6% | $1.17 | — | MBS 30yr | 36241KKD9 |
| — | Monsanto Co | 807,920 | $84.32M | 0.6% | $104.37 | — | Common Stock | 61166W101 |
| DHR | Danaher Corp | 1,163,294 | $80.64M | 0.6% | $27.40 | 0.0% | Common Stock | 235851102 |
| — | DIRECTV | 1,327,573 | $79.32M | 0.6% | $59.75 | — | Common Stock | 25490A309 |
| — | Broadcom Corp | 3,016,551 | $78.46M | 0.6% | $26.01 | — | Common Stock | 111320107 |
| AMZN | Amazon.Com Inc | 246,263 | $76.99M | 0.6% | $14.90 | 0.0% | Common Stock | 023135106 |
| SBUX | Starbucks Corp | 982,283 | $75.6M | 0.5% | $28.27 | 0.0% | Common Stock | 855244109 |
| — | Altera Corp | 2,009,069 | $74.66M | 0.5% | $37.16 | — | Common Stock | 021441100 |
| V | VISA INC COM CL | 353,158 | $67.49M | 0.5% | $42.33 | 0.0% | Common Stocks | 92826C839 |
| — | Gilead Sciences Inc 1.625% 5/1/16 | 24,339,138 | $67.39M | 0.5% | $2.77 | — | US DOMESTIC | 375558AP8 |
| — | Johnson Controls Inc | 1,589,672 | $65.97M | 0.5% | $41.50 | — | Common Stock | 478366107 |
| — | Celgene Corp | 425,843 | $65.57M | 0.5% | $153.98 | — | Common Stock | 151020104 |
| QCOM | Qualcomm Inc | 952,020 | $64.12M | 0.5% | $46.56 | 0.0% | Common Stock | 747525103 |
| TSCO | TRACTOR SUPPLY CO | 916,933 | $61.59M | 0.4% | $10.37 | 0.0% | Common Stocks | 892356106 |
| GILD | Gilead Sciences Inc | 971,649 | $61.06M | 0.4% | $41.52 | 0.0% | Common Stock | 375558103 |
| — | Patterson Cos Inc | 1,492,272 | $59.99M | 0.4% | $40.20 | — | Common Stock | 703395103 |
| CMI | Cummins Inc | 446,318 | $59.3M | 0.4% | $89.10 | 0.0% | Common Stock | 231021106 |
| DKS | Dick's Sporting Goods Inc | 1,085,344 | $57.93M | 0.4% | $37.36 | 0.0% | Common Stock | 253393102 |
| — | Government National Mortgage Association 6.5% 12/15/32 | 48,144,653 | $57.22M | 0.4% | $1.19 | — | MBS 30yr | 36241LE44 |
| JBHT | JB Hunt Transport Services Inc | 754,732 | $55.04M | 0.4% | $66.16 | 0.0% | Common Stock | 445658107 |
| BIIB | Biogen Idec Inc | 226,641 | $54.56M | 0.4% | $223.81 | 0.0% | Common Stock | 09062X103 |
| — | Cameron International Corp | 931,212 | $54.35M | 0.4% | $58.37 | — | Common Stock | 13342B105 |
| — | Cerner Corp | 1,016,505 | $53.42M | 0.4% | $52.55 | — | Common Stock | 156782104 |
| — | Intel Corp 3.25% 8/1/39 | 42,713,425 | $52.88M | 0.4% | $1.24 | — | US DOMESTIC | 458140AF7 |
| BR | Broadridge Financial Solutions Inc | 1,659,200 | $52.68M | 0.4% | $23.68 | 0.0% | Common Stock | 11133T103 |
| BDX | Becton Dickinson and Co | 525,636 | $52.57M | 0.4% | $80.59 | 0.0% | Common Stock | 075887109 |
| — | Carefusion Corp | 1,420,548 | $52.42M | 0.4% | $36.90 | — | Common Stock | 14170T101 |
| — | Government National Mortgage Association 7.00% 12/15/34 | 44,377,772 | $52.26M | 0.4% | $1.18 | — | MBS 30yr | 36241LFB7 |
| — | Government National Mortgage Association 6.50% 1/15/35 | 44,137,378 | $52.25M | 0.4% | $1.18 | — | MBS 30yr | 36241LTK2 |
| CCK | Crown Holdings Inc | 1,226,650 | $51.86M | 0.4% | $41.56 | 0.0% | Common Stock | 228368106 |
| ADI | Analog Devices Inc | 1,099,939 | $51.75M | 0.4% | $36.70 | 0.0% | Common Stock | 032654105 |
| BFH | Alliance Data Systems Corp | 243,172 | $51.42M | 0.4% | $136.89 | 0.0% | Common Stock | 018581108 |
| CFR | Cullen/Frost Bankers Inc | 721,300 | $50.89M | 0.4% | $49.56 | 0.0% | Common Stock | 229899109 |
| RS | Reliance Steel & Aluminum Co | 692,832 | $50.76M | 0.4% | $69.79 | 0.0% | Common Stock | 759509102 |
| LUV | Southwest Airlines Co | 3,454,962 | $50.3M | 0.4% | $11.89 | 0.0% | Common Stock | 844741108 |
| — | Catamaran Corp | 1,093,392 | $50.24M | 0.4% | $45.95 | — | Common Stock | 148887102 |
| SCHW | Charles Schwab Corp/The | 2,363,889 | $49.97M | 0.4% | $18.79 | 0.0% | Common Stock | 808513105 |
| MAR | Marriott International Inc/DE | 1,179,165 | $49.59M | 0.4% | $36.58 | 0.0% | Common Stock | 571903202 |
| — | Canadian Pacific Railway Ltd | 400,449 | $49.37M | 0.4% | $123.30 | — | Common Stock | 13645T100 |
| — | Lam Research Corp | 957,964 | $49.04M | 0.4% | $51.19 | — | Common Stock | 512807108 |
| MRSH | Marsh & McLennan Cos Inc | 1,120,383 | $48.79M | 0.4% | $33.72 | 0.0% | Common Stock | 571748102 |
| MKL | Markel Corp | 93,200 | $48.26M | 0.3% | $525.40 | 0.0% | Common Stock | 570535104 |
| RHI | Robert Half International Inc | 1,233,100 | $48.13M | 0.3% | $36.84 | 0.0% | Common Stock | 770323103 |
| RPM | RPM International Inc | 1,313,200 | $47.54M | 0.3% | $34.85 | 0.0% | Common Stock | 749685103 |
| HP | Helmerich & Payne Inc | 689,400 | $47.53M | 0.3% | $66.00 | 0.0% | Common Stock | 423452101 |
| — | Cimarex Energy Co | 492,300 | $47.46M | 0.3% | $96.40 | — | Common Stock | 171798101 |
| — | EMC Corp 1.75% 12/1/13 | 29,473,776 | $47.1M | 0.3% | $1.60 | — | US DOMESTIC | 268648AM4 |
| FIS | Fidelity National Information Services Inc | 1,010,800 | $46.94M | 0.3% | $36.63 | 0.0% | Common Stock | 31620M106 |
| ROK | Rockwell Automation Inc | 437,525 | $46.79M | 0.3% | $76.44 | 0.0% | Common Stock | 773903109 |
| CTAS | Cintas Corp | 910,162 | $46.6M | 0.3% | $10.43 | 0.0% | Common Stock | 172908105 |
| META | Facebook Inc | 927,064 | $46.57M | 0.3% | $36.96 | 0.0% | Common Stock | 30303M102 |
| — | Energen Corp | 608,084 | $46.45M | 0.3% | $76.39 | — | Common Stock | 29265N108 |
| FITB | Fifth Third Bancorp | 2,561,483 | $46.21M | 0.3% | $12.47 | 0.0% | Common Stock | 316773100 |
| — | WELLS FARGO and CO NEW | 40,489 | $46.06M | 0.3% | $1137.49 | — | Preferred Stocks | 949746804 |
| FAST | Fastenal Co | 915,116 | $45.99M | 0.3% | $8.59 | 0.0% | Common Stock | 311900104 |
| — | Alexion Pharmaceuticals Inc | 395,882 | $45.98M | 0.3% | $116.16 | — | Common Stock | 015351109 |
| DOV | Dover Corp | 511,451 | $45.94M | 0.3% | $46.22 | 0.0% | Common Stock | 260003108 |
| — | Alleghany Corp | 112,144 | $45.94M | 0.3% | $409.63 | — | Common Stock | 017175100 |
| — | Nordstrom Inc | 805,650 | $45.28M | 0.3% | $56.20 | — | Common Stock | 655664100 |
| AVT | Avnet Inc | 1,082,101 | $45.13M | 0.3% | $29.72 | 0.0% | Common Stock | 053807103 |
| HOG | Harley-Davidson Inc | 701,113 | $45.04M | 0.3% | $59.16 | 0.0% | Common Stock | 412822108 |
| AVY | Avery Dennison Corp | 1,033,300 | $44.97M | 0.3% | $34.67 | 0.0% | Common Stock | 053611109 |
| OMC | Omnicom Group Inc | 706,600 | $44.83M | 0.3% | $42.52 | 0.0% | Common Stock | 681919106 |
| ALSN | Allison Transmission Holdings Inc | 1,787,900 | $44.79M | 0.3% | $19.20 | 0.0% | Common Stock | 01973R101 |
| WRB | WR Berkley Corp | 1,040,738 | $44.6M | 0.3% | $9.57 | 0.0% | Common Stock | 084423102 |
| — | Juniper Networks Inc | 2,231,747 | $44.32M | 0.3% | $19.86 | — | Common Stock | 48203R104 |
| ATO | Atmos Energy Corp | 1,039,200 | $44.26M | 0.3% | $31.01 | 0.0% | Common Stock | 049560105 |
| RSG | Republic Services Inc | 1,306,000 | $43.57M | 0.3% | $26.75 | 0.0% | Common Stock | 760759100 |
| — | International Game Technology | 2,281,179 | $43.18M | 0.3% | $18.93 | — | Common Stock | 459902102 |
| A | Agilent Technologies Inc | 840,873 | $43.09M | 0.3% | $30.43 | 0.0% | Common Stock | 00846U101 |
| — | Chico's FAS Inc | 2,582,500 | $43.02M | 0.3% | $16.66 | — | Common Stock | 168615102 |
| SNPS | Synopsys Inc | 1,130,500 | $42.62M | 0.3% | $37.05 | 0.0% | Common Stock | 871607107 |
| ARE | Alexandria Real Estate Equities Inc | 666,348 | $42.55M | 0.3% | $42.34 | 0.0% | REIT | 015271109 |
| SWKS | Skyworks Solutions Inc | 1,690,800 | $42M | 0.3% | $19.41 | 0.0% | Common Stock | 83088M102 |
| — | Government National Mortgage Association 6.5% 12/15/25 | 36,484,297 | $41.97M | 0.3% | $1.15 | — | MBS 30yr | 36241LE51 |
| — | Linkedin Corporation | 170,259 | $41.89M | 0.3% | $246.05 | — | Common Stock | 53578A108 |
| PH | Parker Hannifin Corp | 382,660 | $41.6M | 0.3% | $83.77 | 0.0% | Common Stock | 701094104 |
| — | Government National Mortgage Association II 7.00% 12/20/32 | 35,176,310 | $41.38M | 0.3% | $1.18 | — | MBS 30yr | 36241LFF8 |
| DVN | Devon Energy Corp | 715,709 | $41.34M | 0.3% | $38.10 | 0.0% | Common Stock | 25179M103 |
| ALV | Autoliv Inc | 471,900 | $41.24M | 0.3% | $45.08 | 0.0% | Common Stock | 052800109 |
| EME | EMCOR Group Inc | 976,500 | $38.21M | 0.3% | $38.22 | 0.0% | Common Stock | 29084Q100 |
| CMG | Chipotle Mexican Grill Inc | 89,053 | $38.18M | 0.3% | $8.09 | 0.0% | Common Stock | 169656105 |
| ECL | Ecolab Inc | 386,585 | $38.18M | 0.3% | $81.20 | 0.0% | Common Stock | 278865100 |
| — | HERTZ GLOBAL HOLDINGS INC | 1,720,150 | $38.12M | 0.3% | $22.16 | — | Common Stocks | 42805T105 |
| — | Aaron's Inc | 1,364,900 | $37.81M | 0.3% | $27.70 | — | Common Stock | 002535300 |
| — | Bemis Co Inc | 946,548 | $36.91M | 0.3% | $39.00 | — | Common Stock | 081437105 |
| CME | CME Group Inc | 496,531 | $36.68M | 0.3% | $44.25 | 0.0% | Common Stock | 12572Q105 |
| LNT | Alliant Energy Corp | 736,100 | $36.47M | 0.3% | $17.15 | 0.0% | Common Stock | 018802108 |
| — | Chubb Corp | 405,235 | $36.17M | 0.3% | $89.26 | — | Common Stock | 171232101 |
| PTC | Parametric Technology Corp | 1,256,597 | $35.72M | 0.3% | $27.20 | 0.0% | Common Stock | 69370C100 |
| — | Anixter International Inc | 399,754 | $35.04M | 0.3% | $87.66 | — | Common Stock | 035290105 |
| — | Wellpoint Inc 2.75% 10/15/42 | 27,198,215 | $34.63M | 0.2% | $1.27 | — | PRIV PLACEMENT | 94973VBD8 |
| — | LaSalle Hotel Properties | 1,202,075 | $34.28M | 0.2% | $28.52 | — | REIT | 517942108 |
| RGA | Reinsurance Group of America Inc | 510,900 | $34.22M | 0.2% | $67.49 | 0.0% | Common Stock | 759351604 |
| — | Esterline Technologies Corp | 421,450 | $33.67M | 0.2% | $79.89 | — | Common Stock | 297425100 |
| XYL | Xylem Inc | 1,205,500 | $33.67M | 0.2% | $22.72 | 0.0% | Common Stock | 98419M100 |
| — | Priceline.com Inc 1.25% 3/15/15 | 10,130,517 | $33.61M | 0.2% | $3.32 | — | US DOMESTIC | 741503AN6 |
| SXT | Sensient Technologies Corp | 693,550 | $33.21M | 0.2% | $43.72 | 0.0% | Common Stock | 81725T100 |
| XEL | Xcel Energy Inc | 1,184,252 | $32.7M | 0.2% | $19.11 | 0.0% | Common Stock | 98389B100 |
| ASB | Associated Banc-Corp | 2,106,734 | $32.63M | 0.2% | $11.10 | 0.0% | Common Stock | 045487105 |
| — | Pacwest Bancorp | 945,913 | $32.5M | 0.2% | $34.36 | — | Common Stock | 695263103 |
| — | Stancorp Financial Group Inc | 580,011 | $31.91M | 0.2% | $55.02 | — | Common Stock | 852891100 |
| MKSI | MKS Instruments Inc | 1,194,567 | $31.76M | 0.2% | $23.28 | 0.0% | Common Stock | 55306N104 |
| — | Unit Corp | 675,000 | $31.38M | 0.2% | $46.49 | — | Common Stock | 909218109 |
| — | SunTrust Banks Inc | 961,809 | $31.18M | 0.2% | $32.42 | — | Common Stock | 867914103 |
| — | Danaher Corp 0.00% 1/22/21 | 15,445,000 | $31.12M | 0.2% | $2.01 | — | US DOMESTIC | 235851AF9 |
| IFF | International Flavors & Fragrances Inc | 377,448 | $31.06M | 0.2% | $60.73 | 0.0% | Common Stock | 459506101 |
| — | Microsemi Corp | 1,265,710 | $30.69M | 0.2% | $24.25 | — | Common Stock | 595137100 |
| — | Rosetta Resources Inc | 562,850 | $30.65M | 0.2% | $54.46 | — | Common Stock | 777779307 |
| MHK | Mohawk Industries Inc | 234,983 | $30.61M | 0.2% | $121.93 | 0.0% | Common Stock | 608190104 |
| ONB | Old National Bancorp/IN | 2,147,126 | $30.49M | 0.2% | $14.10 | 0.0% | Common Stock | 680033107 |
| — | Steris Corp | 708,826 | $30.45M | 0.2% | $42.96 | — | Common Stock | 859152100 |
| HAS | Hasbro Inc | 644,600 | $30.39M | 0.2% | $31.26 | 0.0% | Common Stock | 418056107 |
| CNMD | Conmed Corp | 881,455 | $29.96M | 0.2% | $28.03 | 0.0% | Common Stock | 207410101 |
| RUSHA | Rush Enterprises Inc | 1,127,520 | $29.89M | 0.2% | $11.47 | 0.0% | Common Stock | 781846209 |
| SLGN | Silgan Holdings Inc | 634,627 | $29.83M | 0.2% | $24.02 | 0.0% | Common Stock | 827048109 |
| — | ANN INC | 823,267 | $29.82M | 0.2% | $36.22 | — | Common Stock | 035623107 |
| OLN | Olin Corp | 1,289,864 | $29.76M | 0.2% | $16.35 | 0.0% | Common Stock | 680665205 |
| TRS | TRIMAS CORP | 794,813 | $29.65M | 0.2% | $29.78 | 0.0% | Common Stock | 896215209 |
| FUL | HB Fuller Co | 642,592 | $29.04M | 0.2% | $34.19 | 0.0% | Common Stock | 359694106 |
| COLB | Columbia Banking System Inc | 1,168,900 | $28.87M | 0.2% | $14.59 | 0.0% | Common Stock | 197236102 |
| ACH | Owens & Minor Inc | 832,039 | $28.78M | 0.2% | $28.71 | 0.0% | Common Stock | 690732102 |
| PAG | Penske Automotive Group Inc | 672,799 | $28.75M | 0.2% | $38.27 | 0.0% | Common Stock | 70959W103 |
| GVA | Granite Construction Inc | 935,289 | $28.62M | 0.2% | $30.25 | 0.0% | Common Stock | 387328107 |
| DAN | Dana Holding Corp | 1,250,606 | $28.56M | 0.2% | $17.18 | 0.0% | Common Stock | 235825205 |
| AFG | American Financial Group Inc/OH | 520,201 | $28.12M | 0.2% | $22.91 | 0.0% | Common Stock | 025932104 |
| CBT | Cabot Corp | 656,175 | $28.02M | 0.2% | $30.22 | 0.0% | Common Stock | 127055101 |
| SIGI | Selective Insurance Group Inc | 1,140,796 | $27.95M | 0.2% | $19.95 | 0.0% | Common Stock | 816300107 |
| — | Lam Research Corp 1.25% 5/15/18 | 22,896,289 | $27.55M | 0.2% | $1.20 | — | US DOMESTIC | 512807AL2 |
| — | Alza Corp 0.00% 7/28/20 | 23,076,000 | $27.5M | 0.2% | $1.19 | — | US DOMESTIC | 02261WAB5 |
| — | Government National Mortgage Association 7.50% 4/15/34 | 22,712,232 | $27.35M | 0.2% | $1.20 | — | MBS 30yr | 36241KHY7 |
| PRIM | PRIMORIS SERVICES CORP | 1,061,195 | $27.03M | 0.2% | $22.65 | 0.0% | Common Stock | 74164F103 |
| REG | Regency Centers Corp | 551,464 | $26.66M | 0.2% | $31.77 | 0.0% | REIT | 758849103 |
| LZB | La-Z-Boy Inc | 1,173,955 | $26.66M | 0.2% | $21.72 | 0.0% | Common Stock | 505336107 |
| CSL | Carlisle Cos Inc | 377,959 | $26.57M | 0.2% | $57.77 | 0.0% | Common Stock | 142339100 |
| IWS | iShares Russell Mid-cap Value ETF | 433,500 | $26.4M | 0.2% | $60.90 | — | ETP | 464287473 |
| WERN | Werner Enterprises Inc | 1,123,963 | $26.22M | 0.2% | $23.90 | 0.0% | Common Stock | 950755108 |
| PB | Prosperity Bancshares Inc | 422,928 | $26.15M | 0.2% | $42.75 | 0.0% | Common Stock | 743606105 |
| — | Hubbell Inc | 248,300 | $26.01M | 0.2% | $104.74 | — | Common Stock | 443510201 |
| CRL | Charles River Laboratories International Inc | 559,525 | $25.88M | 0.2% | $45.89 | 0.0% | Common Stock | 159864107 |
| — | ALERE INC | 846,165 | $25.87M | 0.2% | $30.57 | — | Common Stock | 01449J105 |
| ABM | ABM Industries Inc | 970,497 | $25.83M | 0.2% | $19.90 | 0.0% | Common Stock | 000957100 |
| — | Government National Mortgage Association 7.00% 12/15/32 | 21,654,235 | $25.54M | 0.2% | $1.18 | — | MBS 30yr | 36241LFA9 |
| — | Jefferies Group Inc 3.875% 11/1/29 | 24,305,558 | $25.47M | 0.2% | $1.05 | — | US DOMESTIC | 472319AG7 |
| — | Government National Mortgage Association 6.00% 6/15/40 | 21,624,124 | $25.11M | 0.2% | $1.16 | — | MBS 30yr | 36241L4K9 |
| SRE | Sempra Energy | 292,856 | $25.07M | 0.2% | $28.99 | 0.0% | Common Stock | 816851109 |
| ASTE | Astec Industries Inc | 695,375 | $25M | 0.2% | $31.23 | 0.0% | Common Stock | 046224101 |
| — | UNITED TECHNOLOGIES CORP | 381,685 | $24.73M | 0.2% | $64.79 | — | Preferred Stocks | 913017117 |
| — | US Treasury Bond 9.125% 5/15/18 | 18,218,699 | $24.7M | 0.2% | $1.36 | — | US GOVERNMENT | 912810EA2 |
| — | Barnes Group Inc | 707,225 | $24.7M | 0.2% | $34.92 | — | Common Stock | 067806109 |
| THG | Hanover Insurance Group Inc/The | 445,698 | $24.65M | 0.2% | $37.76 | 0.0% | Common Stock | 410867105 |
| CAKE | Cheesecake Factory Inc/The | 558,875 | $24.56M | 0.2% | $33.79 | 0.0% | Common Stock | 163072101 |
| — | Diebold Inc | 829,800 | $24.36M | 0.2% | $29.36 | — | Common Stock | 253651103 |
| — | Archer Daniels .875% 2/15/14 | 23,895,171 | $24.31M | 0.2% | $1.02 | — | US DOMESTIC | 039483AW2 |
| ZBRA | Zebra Technologies Corp | 532,275 | $24.23M | 0.2% | $46.13 | 0.0% | Common Stock | 989207105 |
| — | Metlife Inc Pfd 9/11/13 | 840,098 | $24.07M | 0.2% | $28.66 | — | PUBLIC | 59156R116 |
| INDB | Independent Bank Corp | 672,775 | $24.02M | 0.2% | $25.86 | 0.0% | Common Stock | 453836108 |
| — | International Game Technology 3.25% 5/1/14 | 21,577,067 | $23.87M | 0.2% | $1.11 | — | US DOMESTIC | 459902AQ5 |
| — | Boise Inc | 1,879,490 | $23.68M | 0.2% | $12.60 | — | Common Stock | 09746Y105 |
| — | Men's Wearhouse Inc/The | 694,683 | $23.65M | 0.2% | $34.05 | — | Common Stock | 587118100 |
| — | Government National Mortgage Association 7.00% 6/15/36 | 20,062,273 | $23.55M | 0.2% | $1.17 | — | MBS 30yr | 3622A2AQ5 |
| — | Ford Motor Co 4.25% 11/15/16 | 11,882,165 | $23.47M | 0.2% | $1.98 | — | US DOMESTIC | 345370CN8 |
| — | Newmont Mining Corp 1.625% 7/15/17 | 21,267,878 | $23.45M | 0.2% | $1.10 | — | US DOMESTIC | 651639AJ5 |
| — | Fairchild Semiconductor International Inc | 1,645,199 | $22.85M | 0.2% | $13.89 | — | Common Stock | 303726103 |
| — | City National Corp/CA | 338,500 | $22.56M | 0.2% | $66.66 | — | Common Stock | 178566105 |
| — | New York Community Capital Trust V | 463,741 | $22.51M | 0.2% | $48.55 | — | PUBLIC | 64944P307 |
| — | Harman International Industries Inc | 339,350 | $22.48M | 0.2% | $66.24 | — | Common Stock | 413086109 |
| GATX | GATX Corp | 469,772 | $22.32M | 0.2% | $34.51 | 0.0% | Common Stock | 361448103 |
| — | IBERIABANK Corp | 427,450 | $22.17M | 0.2% | $51.87 | — | Common Stock | 450828108 |
| — | El Paso Electric Co | 643,944 | $21.51M | 0.2% | $33.40 | — | Common Stock | 283677854 |
| — | Fluor Corp 1.50% 2/15/24 | 8,351,212 | $21.5M | 0.2% | $2.57 | — | US DOMESTIC | 343412AA0 |
| — | TEVA PHARMACEUTICAL FIN LLC | 20,722,132 | $21.48M | 0.2% | $1.04 | — | Corporate Bonds | 88163VAE9 |
| — | Prologis LP 3.25% 3/15/15 | 18,926,986 | $21.42M | 0.2% | $1.13 | — | US DOMESTIC | 74340XAT8 |
| BC | Brunswick Corp/DE | 534,927 | $21.35M | 0.2% | $30.54 | 0.0% | Common Stock | 117043109 |
| — | Forward Air Corp | 512,625 | $20.68M | 0.1% | $40.35 | — | Common Stock | 349853101 |
| HLX | Helix Energy Solutions Group Inc | 810,925 | $20.57M | 0.1% | $25.70 | 0.0% | Common Stock | 42330P107 |
| — | Priceline.Com Inc 1.00% 3/15/18 | 15,938,863 | $20.48M | 0.1% | $1.28 | — | US DOMESTIC | 741503AQ9 |
| — | Novellus Systems 2.625% 5/15/41 | 12,925,281 | $20.46M | 0.1% | $1.58 | — | US DOMESTIC | 670008AD3 |
| — | Alcoa Inc 5.25% 3/15/14 | 15,873,236 | $20.45M | 0.1% | $1.29 | — | US DOMESTIC | 013817AT8 |
| — | Innophos Holdings Inc | 387,050 | $20.43M | 0.1% | $52.78 | — | Common Stock | 45774N108 |
| NWE | NorthWestern Corp | 452,325 | $20.32M | 0.1% | $25.46 | 0.0% | Common Stock | 668074305 |
| — | Allete Inc | 407,025 | $19.66M | 0.1% | $48.30 | — | Common Stock | 018522300 |
| — | Infinity Property & Casualty Corp | 301,350 | $19.47M | 0.1% | $64.60 | — | Common Stock | 45665Q103 |
| — | Drew Industries Inc | 422,414 | $19.23M | 0.1% | $45.54 | — | Common Stock | 26168L205 |
| WWD | Woodward Inc | 465,108 | $18.99M | 0.1% | $37.71 | 0.0% | Common Stock | 980745103 |
| — | Stanley Black & Decker I Pfd 4.75% 11/17/15 | 136,542 | $18.71M | 0.1% | $137.00 | — | PUBLIC | 854502309 |
| — | South Jersey Industries Inc | 319,150 | $18.7M | 0.1% | $58.58 | — | Common Stock | 838518108 |
| IART | Integra LifeSciences Holdings Corp | 463,447 | $18.65M | 0.1% | $17.75 | 0.0% | Common Stock | 457985208 |
| MZTI | Lancaster Colony Corp | 235,375 | $18.43M | 0.1% | $79.85 | 0.0% | Common Stock | 513847103 |
| — | Government National Mortgage Association 8.00% 12/15/35 | 14,645,089 | $18.36M | 0.1% | $1.25 | — | MBS 30yr | 36241KJA7 |
| — | Encore Wire Corp | 460,150 | $18.15M | 0.1% | $39.44 | — | Common Stock | 292562105 |
| — | Airtran Holdings Inc 5.25% 11/16 | 12,088,411 | $17.96M | 0.1% | $1.49 | — | US DOMESTIC | 00949PAD0 |
| MLI | Mueller Industries Inc | 319,725 | $17.8M | 0.1% | $10.86 | 0.0% | Common Stock | 624756102 |
| TSN | Tyson Foods Inc | 628,600 | $17.78M | 0.1% | $22.26 | 0.0% | Common Stock | 902494103 |
| — | XILINX INC SR NT | 10,896,044 | $17.68M | 0.1% | $1.62 | — | Corporate Bonds | 983919AF8 |
| BRO | Brown & Brown Inc | 542,331 | $17.41M | 0.1% | $14.46 | 0.0% | Common Stock | 115236101 |
| — | Ares Capital Corp 5.125% 6/1/16 | 16,448,405 | $17.33M | 0.1% | $1.05 | — | GLOBAL | 04010LAD5 |
| — | Harris Teeter Supermarkets Inc | 351,225 | $17.28M | 0.1% | $49.19 | — | Common Stock | 414585109 |
| — | Government National Mortgage Association 6.50% 7/15/39 | 14,485,889 | $17.09M | 0.1% | $1.18 | — | MBS 30yr | 3622A2D66 |
| — | Government National Mortgage Association 6.00% 7/15/36 | 14,541,775 | $16.95M | 0.1% | $1.17 | — | MBS 30yr | 36241L5Z5 |
| — | Dominion Resources Inc 2.125% 12/15/23 | 9,068,536 | $16.79M | 0.1% | $1.85 | — | US DOMESTIC | 25746UAT6 |
| — | PS Business Parks Inc | 224,041 | $16.72M | 0.1% | $74.62 | — | REIT | 69360J107 |
| — | Government National Mortgage Association 7.50% 1/15/37 | 13,799,886 | $16.71M | 0.1% | $1.21 | — | MBS 30yr | 36241LXJ0 |
| LFUS | Littelfuse Inc | 213,497 | $16.7M | 0.1% | $79.31 | 0.0% | Common Stock | 537008104 |
| KFY | Korn/Ferry International | 773,800 | $16.56M | 0.1% | $16.95 | 0.0% | Common Stock | 500643200 |
| — | Janus Capital Group Inc 0.75% 7/15/18 | 15,758,999 | $16.46M | 0.1% | $1.04 | — | US DOMESTIC | 47102XAH8 |
| — | SYKES Enterprises Inc | 915,710 | $16.4M | 0.1% | $17.91 | — | Common Stock | 871237103 |
| KALU | Kaiser Aluminum Corp | 225,831 | $16.09M | 0.1% | $46.69 | 0.0% | Common Stock | 483007704 |
| MGRC | Mcgrath Rentcorp | 450,025 | $16.07M | 0.1% | $34.80 | 0.0% | Common Stock | 580589109 |
| GPI | Group 1 Automotive Inc | 206,808 | $16.06M | 0.1% | $74.56 | 0.0% | Common Stock | 398905109 |
| — | C&J Energy Services Inc | 795,400 | $15.97M | 0.1% | $20.08 | — | Common Stock | 12467B304 |
| — | MTS Systems Corp | 246,625 | $15.87M | 0.1% | $64.35 | — | Common Stock | 553777103 |
| ENTG | Entegris Inc | 1,555,619 | $15.79M | 0.1% | $9.26 | 0.0% | Common Stock | 29362U104 |
| — | Snyders-Lance Inc | 546,920 | $15.78M | 0.1% | $28.85 | — | Common Stock | 833551104 |
| — | Cloud Peak Energy Inc | 1,069,875 | $15.69M | 0.1% | $14.67 | — | Common Stock | 18911Q102 |
| — | Government National Mortgage Association II VRN 11/20/39 | 13,020,013 | $15.5M | 0.1% | $1.19 | — | Agncy CMO Other | 38378DU29 |
| — | Government National Mortgage Association 6.50% 9/15/32 | 13,403,191 | $15.41M | 0.1% | $1.15 | — | MBS 30yr | 36225BUV8 |
| — | Government National Mortgage Association 6.50% 8/15/37 | 13,274,602 | $15.36M | 0.1% | $1.16 | — | MBS 30yr | 36241L5D4 |
| RLI | RLI Corp | 175,241 | $15.32M | 0.1% | $12.45 | 0.0% | Common Stock | 749607107 |
| LKFN | Lakeland Financial Corp | 466,498 | $15.23M | 0.1% | $15.50 | 0.0% | Common Stock | 511656100 |
| EPI | WISDOMTREE INDIA EARNINGS | 981,937 | $15.04M | 0.1% | $15.32 | — | ETP | 97717W422 |
| JBTM | John Bean Technologies Corp | 587,725 | $14.62M | 0.1% | $21.81 | 0.0% | Common Stock | 477839104 |
| ICUI | ICU Medical Inc | 207,774 | $14.11M | 0.1% | $71.39 | 0.0% | Common Stock | 44930G107 |
| — | Government National Mortgage Association 5.00% 5/15/39 | 12,293,068 | $13.92M | 0.1% | $1.13 | — | MBS 30yr | 36296UX21 |
| — | Rudolph Technologies Inc | 1,220,858 | $13.92M | 0.1% | $11.40 | — | Common Stock | 781270103 |
| UPBD | Rent-A-Center Inc/TX | 364,109 | $13.87M | 0.1% | $38.55 | 0.0% | Common Stock | 76009N100 |
| — | Government National Mortgage Association 8.00% 9/15/32 | 11,227,565 | $13.66M | 0.1% | $1.22 | — | MBS 30yr | 3622A2FH0 |
| — | Government National Mortgage Association 6.50% 2/15/36 | 11,728,288 | $13.51M | 0.1% | $1.15 | — | MBS 30yr | 3622A2E57 |
| IWN | iShares Russell 2000 Value ETF | 147,300 | $13.5M | 0.1% | $91.64 | — | ETP | 464287630 |
| AMSF | Amerisafe Inc | 376,800 | $13.38M | 0.1% | $14.39 | 0.0% | Common Stock | 03071H100 |
| WTS | Watts Water Technologies Inc | 233,953 | $13.19M | 0.1% | $53.20 | 0.0% | Common Stock | 942749102 |
| — | Government National Mortgage Association 8.00% 1/15/32 | 10,415,401 | $12.75M | 0.1% | $1.22 | — | MBS 30yr | 36241KMZ8 |
| SCVL | Shoe Carnival Inc | 471,059 | $12.72M | 0.1% | $13.12 | 0.0% | Common Stock | 824889109 |
| — | Government National Mortgage Association 7.00% 4/15/33 | 10,767,677 | $12.63M | 0.1% | $1.17 | — | MBS 30yr | 36241LQD1 |
| — | Dominion Resources Inc | 236,101 | $12.61M | 0.1% | $53.39 | — | PUBLIC | 25746U703 |
| — | Roper Industries Inc 0.00% 01/15/34 | 7,540,000 | $12.57M | 0.1% | $1.67 | — | US DOMESTIC | 776696AA4 |
| — | Health Care REIT Inc 3.00% 12/1/29 | 10,024,395 | $12.4M | 0.1% | $1.24 | — | US DOMESTIC | 42217KAR7 |
| OXM | Oxford Industries Inc | 181,868 | $12.36M | 0.1% | $66.09 | 0.0% | Common Stock | 691497309 |
| — | Government National Mortgage Association 6.50% 12/15/38 | 10,500,312 | $12.35M | 0.1% | $1.18 | — | MBS 30yr | 3622A2FK3 |
| — | Government National Mortgage Association II 6.00% 2/20/34 | 10,736,364 | $12.34M | 0.1% | $1.15 | — | MBS 30yr | 36202D4A6 |
| PRI | Primerica Inc | 305,287 | $12.31M | 0.1% | $39.60 | 0.0% | Common Stock | 74164M108 |
| PLXS | Plexus Corp | 329,150 | $12.24M | 0.1% | $34.02 | 0.0% | Common Stock | 729132100 |
| — | Government National Mortgage Association 7.00% 6/15/36 | 10,035,038 | $11.95M | 0.1% | $1.19 | — | MBS 30yr | 3622A2ET5 |
| BHE | Benchmark Electronics Inc | 520,097 | $11.9M | 0.1% | $18.38 | 0.0% | Common Stock | 08160H101 |
| — | Nextera Energy | 217,049 | $11.86M | 0.1% | $54.63 | — | PUBLIC | 65339F887 |
| TITN | Titan Machinery Inc | 736,650 | $11.84M | 0.1% | $18.28 | 0.0% | Common Stock | 88830R101 |
| — | Government National Mortgage Association 7.50% 8/15/33 | 9,826,048 | $11.71M | 0.1% | $1.19 | — | MBS 30yr | 3622A2EU2 |
| — | Chesapeake Energy Corp 2.50% 5/15/37 | 11,845,146 | $11.64M | 0.1% | $0.98 | — | US DOMESTIC | 165167BZ9 |
| — | TYSON FOODS INC SR | 6,772,265 | $11.59M | 0.1% | $1.71 | — | Corporate Bonds | 902494AP8 |
| — | Government National Mortgage Association 7.00% 3/16/46 | 9,788,195 | $11.37M | 0.1% | $1.16 | — | Agncy CMBS | 38378BQR3 |
| — | Government National Mortgage Association 7.00% 12/16/37 | 10,051,836 | $11.31M | 0.1% | $1.13 | — | Agncy CMBS | 38376GXJ4 |
| — | Government National Mortgage Association II 7.50% 11/20/32 | 9,251,688 | $11.23M | 0.1% | $1.21 | — | MBS 30yr | 36241KHU5 |
| — | Health Care REIT Inc | 193,875 | $11.15M | 0.1% | $57.54 | — | PUBLIC | 42217K601 |
| — | Government National Mortgage Association 7.50% 11/15/37 | 9,321,544 | $11.13M | 0.1% | $1.19 | — | MBS 30yr | 3622A2EN8 |
| — | Government National Mortgage Association 8.00% 12/15/30 | 9,060,468 | $11.13M | 0.1% | $1.23 | — | MBS 30yr | 3622A2CK6 |
| — | Government National Mortgage Association 8.00% 9/15/27 | 9,051,264 | $11.12M | 0.1% | $1.23 | — | MBS 30yr | 3622A2C67 |
| — | Government National Mortgage Association 7.00% 10/16/33 | 10,052,822 | $11.1M | 0.1% | $1.10 | — | Agncy CMBS | 38376GE55 |
| — | Xilinx Inc 3.125% 3/15/37 | 6,857,883 | $11.09M | 0.1% | $1.62 | — | US DOMESTIC | 983919AD3 |
| — | Government National Mortgage Association 7.00% 5/16/37 | 10,052,912 | $11.08M | 0.1% | $1.10 | — | Agncy CMBS | 38376GVC1 |
| — | Government National Mortgage Association II 7.50% 3/20/32 | 9,082,915 | $11.02M | 0.1% | $1.21 | — | MBS 30yr | 3622A2DB5 |
| — | Government National Mortgage Association 6.00% 9/15/34 | 9,467,121 | $11.01M | 0.1% | $1.16 | — | MBS 30yr | 36241LX92 |
| — | Government National Mortgage Association 6.50% 1/15/39 | 9,228,497 | $10.74M | 0.1% | $1.16 | — | MBS 30yr | 3622A2B68 |
| — | Government National Mortgage Association 6.00% 2/15/37 | 9,108,906 | $10.56M | 0.1% | $1.16 | — | MBS 30yr | 3622A2C91 |
| — | Dominion Resources Inc | 197,556 | $10.56M | 0.1% | $53.44 | — | PUBLIC | 25746U885 |
| — | Allegheny Technologies 4.25% 6/1/14 | 9,868,892 | $10.24M | 0.1% | $1.04 | — | US DOMESTIC | 01741RAD4 |
| — | Government National Mortgage Association 7.00% 2/16/40 | 8,717,854 | $10.12M | 0.1% | $1.16 | — | Agncy CMBS | 38376GVW7 |
| — | Omnicom Group Inc 0.00% 7/31/32 | 8,225,000 | $9.915M | 0.1% | $1.21 | — | US DOMESTIC | 681919AV8 |
| — | Government National Mortgage Association 7.50% 6/15/35 | 8,143,923 | $9.837M | 0.1% | $1.21 | — | MBS 30yr | 36241LQ90 |
| — | Government National Mortgage Association 7.00% 4/16/44 | 8,615,206 | $9.76M | 0.1% | $1.13 | — | Agncy CMBS | 38378BTZ2 |
| — | Government National Mortgage Association 7.50% 12/15/34 | 8,091,418 | $9.643M | 0.1% | $1.19 | — | MBS 30yr | 3622A2A85 |
| — | Bank Of America Corp Pfd 7.25% 12/31/49 | 8,758 | $9.468M | 0.1% | $1081.07 | — | PUBLIC | 060505682 |
| — | Boston Properties LP 3.625% 2/15/14 | 8,903,982 | $9.142M | 0.1% | $1.03 | — | PRIV PLACEMENT | 10112RAM6 |
| — | Government National Mortgage Association II VRN 4/20/34 | 7,732,218 | $9.119M | 0.1% | $1.18 | — | Agncy CMO Other | 38378MSU0 |
| — | Government National Mortgage Association 7.00% 6/16/39 | 8,186,295 | $9.11M | 0.1% | $1.11 | — | Agncy CMBS | 38376GYE4 |
| — | Government National Mortgage Association 7.00% 8/15/31 | 7,605,652 | $8.87M | 0.1% | $1.17 | — | MBS 30yr | 36241KUN6 |
| — | Government National Mortgage Association 7.00% 8/15/35 | 7,617,596 | $8.857M | 0.1% | $1.16 | — | MBS 30yr | 36241LWC6 |
| — | Analogic Corp | 106,275 | $8.781M | 0.1% | $82.63 | — | Common Stock | 032657207 |
| — | Government National Mortgage Association 6.50% 3/15/34 | 7,391,911 | $8.623M | 0.1% | $1.17 | — | MBS 30yr | 36225B5K0 |
| WST | West Pharmaceutical Services Inc | 206,018 | $8.477M | 0.1% | $35.94 | 0.0% | Common Stock | 955306105 |
| — | Government National Mortgage Association VRN 12/16/50 | 7,501,413 | $8.386M | 0.1% | $1.12 | — | Agncy CMBS | 38376GXR6 |
| — | Government National Mortgage Association 8.00% 4/15/38 | 6,679,456 | $8.186M | 0.1% | $1.23 | — | MBS 30yr | 36241LNH5 |
| — | Government National Mortgage Association II 8.00% 9/20/32 | 6,495,555 | $8.175M | 0.1% | $1.26 | — | MBS 30yr | 36241LL61 |
| — | Rayonier Trs Holdings Inc 4.50% 8/15/15 | 4,746,086 | $8.023M | 0.1% | $1.69 | — | PRIV PLACEMENT | 75508AAD8 |
| — | Government National Mortgage Association 6.50% 1/15/33 | 6,707,771 | $7.967M | 0.1% | $1.19 | — | MBS 30yr | 36241LCP9 |
| MTSI | MA COM Technology Solutions Holdings Inc | 452,429 | $7.699M | 0.1% | $15.88 | 0.0% | Common Stock | 55405Y100 |
| — | Government National Mortgage Assoc II 6.00% 2/20/32 | 6,718,903 | $7.687M | 0.1% | $1.14 | — | MBS 30yr | 36202DRV5 |
| — | Government National Mortgage Association 7.00% 5/15/33 | 6,452,170 | $7.604M | 0.1% | $1.18 | — | MBS 30yr | 36241LKR6 |
| MOD | Modine Manufacturing Co | 517,868 | $7.576M | 0.1% | $13.06 | 0.0% | Common Stock | 607828100 |
| — | Government National Mortgage Association Series 2007-46 Class D VRN 5/16/46 | 7,034,739 | $7.495M | 0.1% | $1.07 | — | Agncy CMBS | 38373MH60 |
| — | Government National Mortgage Association 8.50% 2/15/32 | 6,394,854 | $7.46M | 0.1% | $1.17 | — | MBS 30yr | 36241LNJ1 |
| — | US Treasury Bill 0.00% 3/20/14 | 7,448,999 | $7.448M | 0.1% | $1.00 | — | US GOVERNMENT | 912796CD9 |
| — | Government National Mortgage Association 7.00% 11/16/40 | 6,567,707 | $7.391M | 0.1% | $1.13 | — | Agncy CMBS | 38376GWT3 |
| — | Micron Technology Inc 3.125% 5/1/32 | 3,810,989 | $7.225M | 0.1% | $1.90 | — | US DOMESTIC | 595112AX1 |
| — | Government National Mortgage Association 7.00% 11/15/32 | 5,802,758 | $7.062M | 0.1% | $1.22 | — | MBS 30yr | 36225BV21 |
| — | Government National Mortgage Association II 6.00% 1/20/34 | 6,106,079 | $7.045M | 0.1% | $1.15 | — | MBS 30yr | 36202D3J8 |
| — | Government National Mortgage Association 7.50% 8/15/34 | 5,543,044 | $6.824M | 0.0% | $1.23 | — | MBS 30yr | 36241KZK7 |
| — | Government National Mortgage Association VRN 12/20/38 | 5,399,963 | $6.523M | 0.0% | $1.21 | — | Agncy CMO Other | 38378MH99 |
| — | Government National Mortgage Association 6.50% 7/15/34 | 5,598,517 | $6.462M | 0.0% | $1.15 | — | MBS 30yr | 36241LK62 |
| — | Government National Mortgage Association 6.00% 11/15/39 | 5,475,956 | $6.366M | 0.0% | $1.16 | — | MBS 30yr | 36241LE69 |
| — | FNMA TBA 4.00% 10/25/42 | 5,996,001 | $6.289M | 0.0% | $1.05 | — | MBS 30yr | 01F0406A0 |
| — | Government National Mortgage Association 10.00% 4/15/25 | 5,108,553 | $5.954M | 0.0% | $1.17 | — | MBS 30yr | 36241LL53 |
| — | Government National Mortgage Association 5.50% 1/15/39 | 5,130,027 | $5.801M | 0.0% | $1.13 | — | MBS 30yr | 3622A2C42 |
| — | Government National Mortgage Association II VRN 2/20/39 | 4,870,840 | $5.792M | 0.0% | $1.19 | — | Agncy CMO Other | 38378TLP3 |
| — | Government National Mortgage Association 7.09% 7/15/33 | 5,670,489 | $5.718M | 0.0% | $1.01 | — | MBS Other | 36297HGJ1 |
| — | Government National Mortgage Association 10.00% 2/15/26 | 4,773,496 | $5.527M | 0.0% | $1.16 | — | MBS 30yr | 36241KZJ0 |
| — | Government National Mortgage Association 7.125% 3/15/23 | 4,625,347 | $5.326M | 0.0% | $1.15 | — | MBS 30yr | 36290NKE1 |
| CGIP | Celadon Group Inc | 284,704 | $5.314M | 0.0% | $18.48 | 0.0% | Common Stock | 150838100 |
| — | Government National Mortgage Association 6.50% 1/15/33 | 4,460,448 | $5.26M | 0.0% | $1.18 | — | MBS 30yr | 36225B2G2 |
| — | Measurement Specialties Inc | 96,725 | $5.245M | 0.0% | $54.23 | — | Common Stock | 583421102 |
| — | Liberty Media Corp | 32,924 | $4.844M | 0.0% | $147.13 | — | Common Stock | 531229102 |
| — | Nuance Communications Inc 2.75% 11/1/31 | 4,518,656 | $4.566M | 0.0% | $1.01 | — | US DOMESTIC | 67020YAF7 |
| — | Government National Mortgage Association VRN 8/16/46 | 4,287,009 | $4.551M | 0.0% | $1.06 | — | Agncy CMBS | 38374NJX6 |
| — | Government National Mortgage Association 6.50% 5/15/29 | 3,968,648 | $4.512M | 0.0% | $1.14 | — | MBS 30yr | 36225BEL8 |
| — | Government National Mortgage Association VRN 9/16/41 | 4,245,039 | $4.446M | 0.0% | $1.05 | — | Agncy CMBS | 38373MWJ5 |
| — | Government National Mortgage Association II 6.50% 7/20/34 | 3,841,037 | $4.422M | 0.0% | $1.15 | — | MBS 30yr | 36202D6X4 |
| COR | Amerisourcebergen Corp | 71,545 | $4.371M | 0.0% | $42.09 | 0.0% | Common Stock | 03073E105 |
| — | Discover Financial Services | 85,854 | $4.339M | 0.0% | $50.54 | — | Common Stock | 254709108 |
| — | Government National Mortgage Association II 8.00% 11/20/31 | 3,479,728 | $4.339M | 0.0% | $1.25 | — | MBS 30yr | 36225BSP4 |
| — | FNMA TBA 3.00% OCT 42 | 4,391,000 | $4.289M | 0.0% | $0.98 | — | MBS 30yr | 01F0306A1 |
| PWR | Quanta Svcs Inc | 152,250 | $4.188M | 0.0% | $26.53 | 0.0% | Common Stock | 74762E102 |
| — | Government National Mortgage Association 10.00% 2/15/26 | 3,542,530 | $4.091M | 0.0% | $1.15 | — | MBS 30yr | 36241KVE5 |
| — | Government National Mortgage Association 7.00% 12/20/32 | 3,446,560 | $4.075M | 0.0% | $1.18 | — | MBS 30yr | 36241KLW6 |
| — | Government National Mortgage Association 7.50% 2/15/35 | 3,325,142 | $4.006M | 0.0% | $1.20 | — | MBS 30yr | 36241KZL5 |
| — | Government National Mortgage Association II 8.00% 10/20/27 | 3,227,236 | $3.933M | 0.0% | $1.22 | — | MBS 30yr | 36225BZ76 |
| — | Perrigo Co | 31,750 | $3.917M | 0.0% | $123.37 | — | Common Stock | 714290103 |
| — | Jarden Corp | 80,412 | $3.891M | 0.0% | $48.39 | — | Common Stock | 471109108 |
| — | Amg Capital Trust II Pfd 5.15% 10/15/37 | 63,215 | $3.746M | 0.0% | $59.26 | — | PUBLIC | 00170F209 |
| — | Bristol-Myers Squibb Co 0.00% 9/15/23 | 3,312,000 | $3.738M | 0.0% | $1.13 | — | US DOMESTIC | 110122AN8 |
| LEA | LEAR CORP | 51,280 | $3.67M | 0.0% | $56.05 | 0.0% | Common Stock | 521865204 |
| — | IntercontinentalExchange Inc | 20,108 | $3.647M | 0.0% | $181.37 | — | Common Stock | 45865V100 |
| — | Wisconsin Energy Corp | 89,260 | $3.604M | 0.0% | $40.38 | — | Common Stock | 976657106 |
| AME | Ametek Inc | 77,358 | $3.56M | 0.0% | $41.48 | 0.0% | Common Stock | 031100100 |
| AWK | American Water Works Co Inc | 85,700 | $3.537M | 0.0% | $32.11 | 0.0% | Common Stock | 030420103 |
| — | Rock-Tenn Co | 34,775 | $3.521M | 0.0% | $101.25 | — | Common Stock | 772739207 |
| — | ARES CAP CORP SR | 3,224,000 | $3.465M | 0.0% | $1.07 | — | Corporate Bonds | 04010LAB9 |
| M | Macy's Inc | 78,977 | $3.417M | 0.0% | $46.71 | 0.0% | Common Stock | 55616P104 |
| BDIMF | Black Diamond Group Ltd | 141,270 | $3.383M | 0.0% | $17.06 | 0.0% | Common Stock | 09202D207 |
| — | Government National Mortgage Association 7.50% 3/15/32 | 2,791,709 | $3.339M | 0.0% | $1.20 | — | MBS 30yr | 36225BUB2 |
| — | Government National Mortgage Association II 6.50% 1/20/28 | 2,822,727 | $3.335M | 0.0% | $1.18 | — | MBS 30yr | 36202CY72 |
| WAB | Wabtec Corp/DE | 53,025 | $3.334M | 0.0% | $55.02 | 0.0% | Common Stock | 929740108 |
| — | Government National Mortgage Association II 6.50% 5/20/28 | 2,814,431 | $3.325M | 0.0% | $1.18 | — | MBS 30yr | 36202C2X0 |
| — | Federal Home Loan Mortgage Corp 9.00% 12/25/18 | 3,075,228 | $3.324M | 0.0% | $1.08 | — | MBS Other | 31335PNA9 |
| LKQ | LKQ Corp | 101,650 | $3.238M | 0.0% | $25.92 | 0.0% | Common Stock | 501889208 |
| CMDXF | Computer Modelling Group Ltd | 132,477 | $3.106M | 0.0% | $23.45 | — | Common Stock | 205249105 |
| — | Government National Mortgage Association 7.50% 10/15/35 | 2,599,437 | $3.095M | 0.0% | $1.19 | — | MBS 30yr | 36241KKZ0 |
| — | Government National Mortgage Association 6.50% 8/15/34 | 2,612,297 | $3.059M | 0.0% | $1.17 | — | MBS 30yr | 36241LNK8 |
| — | Cigna Corp | 39,468 | $3.033M | 0.0% | $76.85 | — | Common Stock | 125509109 |
| — | Government National Mortgage Association VRN 10/20/34 | 2,503,345 | $3.011M | 0.0% | $1.20 | — | Agncy CMO Other | 38378HJB3 |
| — | FNMA TBA 3.50% 10/25/43 | 2,943,999 | $2.996M | 0.0% | $1.02 | — | MBS 30yr | 01F0326A7 |
| CHD | Church & Dwight Co Inc | 49,773 | $2.988M | 0.0% | $25.92 | 0.0% | Common Stock | 171340102 |
| KR | Kroger Co/The | 74,025 | $2.986M | 0.0% | $15.23 | 0.0% | Common Stock | 501044101 |
| ROST | Ross Stores Inc | 40,976 | $2.983M | 0.0% | $30.20 | 0.0% | Common Stock | 778296103 |
| MTB | M&T Bank Corp | 26,086 | $2.919M | 0.0% | $82.37 | 0.0% | Common Stock | 55261F104 |
| — | Owens-Brockway 3.00% 6/1/15 | 2,816,972 | $2.913M | 0.0% | $1.03 | — | PRIV PLACEMENT | 69073TAQ6 |
| — | Corrections Corp of America | 83,292 | $2.877M | 0.0% | $34.54 | — | REIT | 22025Y407 |
| — | General Growth Properties Inc | 147,725 | $2.849M | 0.0% | $19.29 | — | REIT | 370023103 |
| — | Crown Castle International Corp | 38,350 | $2.8M | 0.0% | $73.01 | — | Common Stock | 228227104 |
| — | Symantec Corp | 111,852 | $2.768M | 0.0% | $24.75 | — | Common Stock | 871503108 |
| — | Government National Mortgage Association II 7.50% 11/20/29 | 2,255,077 | $2.736M | 0.0% | $1.21 | — | MBS 30yr | 36202DEL1 |
| STLJF | Stella-Jones Inc | 26,352 | $2.653M | 0.0% | $100.68 | — | Common Stock | 85853F105 |
| NUE | Nucor Corp | 53,734 | $2.634M | 0.0% | $34.54 | 0.0% | Common Stock | 670346105 |
| BWA | BorgWarner Inc | 25,875 | $2.623M | 0.0% | $35.23 | 0.0% | Common Stock | 099724106 |
| — | Government National Mortgage Association 7.00% 3/15/35 | 2,121,754 | $2.549M | 0.0% | $1.20 | — | MBS 30yr | 36241KHC5 |
| — | Trinidad Drilling Ltd | 257,001 | $2.487M | 0.0% | $9.68 | — | Common Stock | 896356102 |
| — | SL Green Realty Corp | 27,920 | $2.48M | 0.0% | $88.83 | — | REIT | 78440X101 |
| — | Paladin Labs Inc | 40,516 | $2.443M | 0.0% | $60.30 | — | Common Stock | 695942102 |
| — | Hanesbrands Inc | 39,089 | $2.435M | 0.0% | $62.29 | — | Common Stock | 410345102 |
| — | Flir Systems Inc | 73,700 | $2.314M | 0.0% | $31.40 | — | Common Stock | 302445101 |
| — | WR Grace & Co | 26,400 | $2.307M | 0.0% | $87.39 | — | Common Stock | 38388F108 |
| STZ | Constellation Brands Inc | 39,930 | $2.291M | 0.0% | $46.60 | 0.0% | Common Stock | 21036P108 |
| UGI | UGI Corp | 58,275 | $2.28M | 0.0% | $26.81 | 0.0% | Common Stock | 902681105 |
| SJM | JM Smucker Co/The | 21,400 | $2.247M | 0.0% | $75.72 | 0.0% | Common Stock | 832696405 |
| — | Government National Mortgage Association II 7.00% 10/20/25 | 1,862,638 | $2.243M | 0.0% | $1.20 | — | MBS 30yr | 36202CKJ1 |
| ESS | Essex Property Trust Inc | 15,000 | $2.215M | 0.0% | $104.31 | 0.0% | REIT | 297178105 |
| TDC | Teradata Corp | 39,900 | $2.212M | 0.0% | $58.72 | 0.0% | Common Stock | 88076W103 |
| — | Government National Mortgage Association 7.00% 12/15/34 | 1,764,870 | $2.187M | 0.0% | $1.24 | — | MBS 30yr | 36241KFV5 |
| — | Government National Mortgage Association II 6.00% 3/20/33 | 1,893,847 | $2.182M | 0.0% | $1.15 | — | MBS 30yr | 36202DWX5 |
| OII | Oceaneering International Inc | 26,675 | $2.167M | 0.0% | $80.37 | 0.0% | Common Stock | 675232102 |
| LNC | Lincoln National Corp | 50,800 | $2.133M | 0.0% | $27.94 | 0.0% | Common Stock | 534187109 |
| — | Government National Mortgage Association II 7.00% 11/20/27 | 1,816,813 | $2.107M | 0.0% | $1.16 | — | MBS 30yr | 36202CYF4 |
| — | Government National Mortgage Association II 7.50% 9/20/29 | 1,731,425 | $2.097M | 0.0% | $1.21 | — | MBS 30yr | 36202DDP3 |
| — | Pall Corp | 27,025 | $2.082M | 0.0% | $77.04 | — | Common Stock | 696429307 |
| CDNS | Cadence Design Systems Inc | 153,958 | $2.078M | 0.0% | $14.35 | 0.0% | Common Stock | 127387108 |
| — | Vantiv Inc | 74,150 | $2.071M | 0.0% | $27.93 | — | Common Stock | 92210H105 |
| LIMAF | Linamar Corp | 61,271 | $2.057M | 0.0% | $28.07 | 0.0% | Common Stock | 53278L107 |
| — | Government National Mortgage Association I 6.50% 10/15/38 | 1,749,969 | $2.005M | 0.0% | $1.15 | — | MBS 30yr | 36241LMC7 |
| — | Continental Resources Inc/OK | 18,675 | $2.003M | 0.0% | $107.26 | — | Common Stock | 212015101 |
| — | Government National Mortgage Association II 8.00% 12/20/30 | 1,590,943 | $1.945M | 0.0% | $1.22 | — | MBS 30yr | 36202DKZ3 |
| — | AMG CAP TR 1 PFD | 29,890 | $1.883M | 0.0% | $63.00 | — | Preferred Stocks | 00169X203 |
| — | Government National Mortgage Association II 6.50% 8/20/31 | 1,593,218 | $1.847M | 0.0% | $1.16 | — | MBS 30yr | 36202DPD7 |
| — | Concho Resources Inc/Midland TX | 16,968 | $1.846M | 0.0% | $108.79 | — | Common Stock | 20605P101 |
| — | Government National Mortgage Association II 6.00% 6/20/34 | 1,605,364 | $1.823M | 0.0% | $1.14 | — | MBS 30yr | 36202D6F3 |
| XBI | SPDR S&P Biotech ETF | 14,050 | $1.814M | 0.0% | $129.11 | — | ETP | 78464A870 |
| — | Government National Mortgage Assoc 8.00% 1/20/30 | 1,433,030 | $1.762M | 0.0% | $1.23 | — | MBS 30yr | 36202DFH9 |
| — | Government National Mortgage Association II 6.00% 1/20/29 | 1,517,236 | $1.742M | 0.0% | $1.15 | — | MBS 30yr | 36202DZZ7 |
| HII | HUNTINGTON INGALLS INDUST - WI | 25,825 | $1.74M | 0.0% | $51.34 | 0.0% | Common Stock | 446413106 |
| CNK | Cinemark Holdings Inc | 54,600 | $1.733M | 0.0% | $23.96 | 0.0% | Common Stock | 17243V102 |
| — | Government National Mortgage Association 5.00% 9/15/33 | 1,505,779 | $1.729M | 0.0% | $1.15 | — | MBS 30yr | 36290SHN4 |
| — | Government National Mortgage Association II 7.50% 10/20/29 | 1,416,552 | $1.717M | 0.0% | $1.21 | — | MBS 30yr | 36202DD65 |
| HBAN | Huntington Bancshares Inc/OH | 207,675 | $1.715M | 0.0% | $5.31 | 0.0% | Common Stock | 446150104 |
| TEX | Terex Corp | 50,975 | $1.712M | 0.0% | $30.31 | 0.0% | Common Stock | 880779103 |
| — | Rocky Mountain Dealerships Inc | 149,571 | $1.709M | 0.0% | $11.43 | — | Common Stock | 77467Q106 |
| — | Federal Home Loan Mortgage Corp 8.00% 2/1/34 | 1,417,983 | $1.699M | 0.0% | $1.20 | — | MBS 30yr | 3128M85V2 |
| — | Rayonier Trs Holdings Inc 4.50% 8/15/15 | 1,003,401 | $1.695M | 0.0% | $1.69 | — | US DOMESTIC | 75508AAC0 |
| FISV | Fiserv Inc | 16,714 | $1.688M | 0.0% | $24.19 | 0.0% | Common Stock | 337738108 |
| — | Government National Mortgage Association 7.00% 7/15/31 | 1,360,350 | $1.663M | 0.0% | $1.22 | — | MBS 30yr | 36225BPH5 |
| — | Federal Home Loan Mortgage Corp 7.50% 4/25/24 | 1,439,465 | $1.652M | 0.0% | $1.15 | — | Agncy CMO Other | 3133T46G6 |
| — | Government National Mortgage Association 7.75% 11/15/20 | 1,438,628 | $1.65M | 0.0% | $1.15 | — | MBS 30yr | 36290NFM9 |
| — | Government National Mortgage Association 7.00% 8/15/29 | 1,300,087 | $1.648M | 0.0% | $1.27 | — | MBS 30yr | 36225BFR4 |
| ARW | Arrow Electronics Inc | 33,410 | $1.621M | 0.0% | $45.83 | 0.0% | Common Stock | 042735100 |
| SMTC | Semtech Corp | 53,528 | $1.605M | 0.0% | $31.51 | 0.0% | Common Stock | 816850101 |
| NEE | NextEra Energy Inc | 19,831 | $1.589M | 0.0% | $14.85 | 0.0% | Common Stock | 65339F101 |
| MTZ | MasTec Inc | 50,775 | $1.538M | 0.0% | $32.84 | 0.0% | Common Stock | 576323109 |
| — | Government National Mortgage Association II 7.00% 5/20/28 | 1,314,523 | $1.537M | 0.0% | $1.17 | — | MBS 30yr | 36202C2Y8 |
| — | Government National Mortgage Association II 7.00% 11/20/37 | 1,293,326 | $1.503M | 0.0% | $1.16 | — | MBS 30yr | 36202EQC6 |
| TFX | Teleflex Inc | 17,925 | $1.474M | 0.0% | $71.81 | 0.0% | Common Stock | 879369106 |
| — | Platinum Group Metals Ltd | 1,438,770 | $1.455M | 0.0% | $1.01 | — | Common Stock | 72765Q205 |
| — | MRC Global Inc | 54,050 | $1.448M | 0.0% | $26.79 | — | Common Stock | 55345K103 |
| TRMB | Trimble Navigation Ltd | 46,800 | $1.39M | 0.0% | $27.35 | 0.0% | Common Stock | 896239100 |
| RMD | Resmed Inc | 26,275 | $1.387M | 0.0% | $41.07 | 0.0% | Common Stock | 761152107 |
| — | Federal Home Loan Mortgage Corp 4.50% 12/1/39 | 1,238,755 | $1.319M | 0.0% | $1.06 | — | MBS 30yr | 312938KQ5 |
| — | Government National Mortgage Association II 7.00% 12/20/38 | 1,156,517 | $1.311M | 0.0% | $1.13 | — | MBS 30yr | 36202EYP8 |
| — | Government National Mortgage Association 9.00% 12/15/17 | 1,199,523 | $1.307M | 0.0% | $1.09 | — | MBS 30yr | 36225ABQ2 |
| — | Federal National Mortgage Association 5.00% 9/1/24 | 1,191,198 | $1.287M | 0.0% | $1.08 | — | MBS 15yr | 31412QJZ3 |
| — | Dunkin Brands Group Inc | 28,444 | $1.287M | 0.0% | $45.25 | — | Common Stock | 265504100 |
| — | APACHE CORP COM | 14,735 | $1.254M | 0.0% | $85.10 | — | Common Stocks | 037411105 |
| — | Government National Mortgage Association 7.00% 7/15/32 | 1,058,378 | $1.245M | 0.0% | $1.18 | — | MBS 30yr | 36200RGT3 |
| — | Government National Mortgage Association II 7.50% 12/20/29 | 1,017,010 | $1.229M | 0.0% | $1.21 | — | MBS 30yr | 36202DE23 |
| GGG | Graco Inc | 16,350 | $1.21M | 0.0% | $19.82 | 0.0% | Common Stock | 384109104 |
| OSK | Oshkosh Corp | 24,641 | $1.206M | 0.0% | $36.85 | 0.0% | Common Stock | 688239201 |
| CRS | Carpenter Technology Corp | 20,141 | $1.17M | 0.0% | $43.09 | 0.0% | Common Stock | 144285103 |
| — | Government National Mortgage Association II 6.50% 3/20/26 | 1,005,744 | $1.12M | 0.0% | $1.11 | — | MBS 30yr | 36202CM83 |
| — | Government National Mortgage Association VRN 1/16/34 | 1,093,897 | $1.115M | 0.0% | $1.02 | — | Agncy CMBS | 38373MKJ8 |
| — | Federal Home Loan Mortgage Corp 7.50% 12/15/36 | 904,441 | $1.108M | 0.0% | $1.23 | — | Agncy CMO Other | 3137A0YK5 |
| — | Hospitality Properties Trust 3.80% 3/15/27 | 1,108,870 | $1.108M | 0.0% | $1.00 | — | US DOMESTIC | 44106MAK8 |
| — | Government National Mortgage Association II 6.50% 4/20/28 | 947,357 | $1.099M | 0.0% | $1.16 | — | MBS 30yr | 36202C2J1 |
| — | Government National Mortgage Association 8.00% 1/15/31 | 1,012,263 | $1.081M | 0.0% | $1.07 | — | MBS Other | 36213BJW3 |
| — | NUANCE COMMUNICATIONS INC | 944,000 | $1.071M | 0.0% | $1.13 | — | Corporate Bonds | 67020YAB6 |
| — | Government National Mortgage Association 7.00% 4/15/35 | 865,747 | $1.056M | 0.0% | $1.22 | — | MBS 30yr | 36241KMF2 |
| — | Government National Mortgage Association 7.50% 8/15/33 | 867,963 | $1.034M | 0.0% | $1.19 | — | MBS 30yr | 36241LGC4 |
| — | Federal National Mortgage Association 7.50% 8/1/37 | 877,079 | $1.031M | 0.0% | $1.18 | — | MBS 30yr | 31418MJP8 |
| — | Federal Home Loan Mortgage Corp 6.00% 5/1/33 | 917,273 | $1.018M | 0.0% | $1.11 | — | MBS 30yr | 31288JT71 |
| — | Government National Mortgage Association 7.00% 11/15/23 | 894,399 | $1.005M | 0.0% | $1.12 | — | MBS 30yr | 36204H6Q8 |
| — | Government National Mortgage Assoc 8.00% 11/20/29 | 809,926 | $997K | 0.0% | $1.23 | — | MBS 30yr | 36202DEM9 |
| — | Government National Mortgage Association 6.50% 02/20/28 | 850,382 | $997K | 0.0% | $1.17 | — | MBS 30yr | 36202CZL0 |
| — | Government National Mortgage Association 5.00% 9/15/39 | 898,228 | $984K | 0.0% | $1.10 | — | MBS 30yr | 36297FWP3 |
| — | FNMA TBA 4.50% 10/25/42 | 894,999 | $955K | 0.0% | $1.07 | — | MBS 30yr | 01F0426A6 |
| — | Splunk Inc | 15,425 | $926K | 0.0% | $60.03 | — | Common Stock | 848637104 |
| — | Government National Mortgage Association II 6.00% 2/20/35 | 792,616 | $911K | 0.0% | $1.15 | — | MBS 30yr | 36202ECQ0 |
| — | Government National Mortgage Association VRN 6/16/32 | 878,512 | $909K | 0.0% | $1.03 | — | Agncy CMBS | 38373MZ45 |
| — | Government National Mortgage Association 5.00% 7/15/18 | 853,680 | $907K | 0.0% | $1.06 | — | MBS 15yr | 36290RTD5 |
| — | Government National Mortgage Association 7.75% 1/15/21 | 783,413 | $878K | 0.0% | $1.12 | — | MBS 30yr | 36290NFN7 |
| — | Government National Mortgage Association II 7.00% 10/20/37 | 764,370 | $870K | 0.0% | $1.14 | — | MBS 30yr | 36202EP29 |
| — | Federal National Mortgage Association 8.50% 10/1/32 | 705,601 | $856K | 0.0% | $1.21 | — | MBS 30yr | 31418MJT0 |
| — | Government National Mortgage Association II 6.50% 4/20/31 | 745,503 | $847K | 0.0% | $1.14 | — | MBS 30yr | 36202DMR9 |
| — | Government National Mortgage Association 7.00% 2/20/26 | 722,451 | $840K | 0.0% | $1.16 | — | MBS 30yr | 36202CMR1 |
| — | Government National Mortgage Association 5.00% 9/15/24 | 784,949 | $834K | 0.0% | $1.06 | — | MBS 15yr | 3620A9QK0 |
| — | Government National Mortgage Association 8.00% 1/20/31 | 691,966 | $817K | 0.0% | $1.18 | — | MBS 30yr | 36179NGF9 |
| — | Government National Mortgage Association II 6.00% 4/20/31 | 722,034 | $810K | 0.0% | $1.12 | — | Agncy CMO Z | 383739R76 |
| — | Government National Mortgage Association II 8.00% 10/20/30 | 654,084 | $808K | 0.0% | $1.24 | — | MBS 30yr | 36202DJ93 |
| — | Government National Mortgage Association 6.00% 10/15/33 | 720,467 | $806K | 0.0% | $1.12 | — | MBS 30yr | 36225BZ43 |
| — | Government National Mortgage Association II 8.00% 4/20/30 | 646,441 | $780K | 0.0% | $1.21 | — | MBS 30yr | 36202DGS4 |
| — | Government National Mortgage Association 7.00% 3/20/26 | 662,119 | $768K | 0.0% | $1.16 | — | MBS 30yr | 36202CM91 |
| — | Government National Mortgage Association II 6.00% 1/20/29 | 669,387 | $761K | 0.0% | $1.14 | — | MBS 30yr | 36202C7L1 |
| — | Government National Mortgage Association 6.50% 10/16/24 | 655,126 | $757K | 0.0% | $1.16 | — | Agncy CMO Other | 3837H0GK3 |
| — | Federal National Mortgage Association 9.50% 4/1/30 | 626,041 | $753K | 0.0% | $1.20 | — | MBS 30yr | 31384WAH3 |
| — | Government National Mortgage Association II 7.5% 2/20/30 | 638,184 | $751K | 0.0% | $1.18 | — | MBS 30yr | 36202DFY2 |
| — | Government National Mortgage Assoc 8.00% 12/20/29 | 620,988 | $751K | 0.0% | $1.21 | — | MBS 30yr | 36202DE31 |
| — | Federal National Mortgage Association 5.00% 11/1/33 | 674,485 | $743K | 0.0% | $1.10 | — | MBS 30yr | 31403BQJ5 |
| — | Government National Mortgage Association II 8.50% 11/20/31 | 585,075 | $731K | 0.0% | $1.25 | — | MBS 30yr | 36225BYL6 |
| FMC | FMC Corp | 10,026 | $719K | 0.0% | $44.43 | 0.0% | Common Stock | 302491303 |
| — | Government National Mortgage Association 7.75% 1/15/21 | 640,566 | $718K | 0.0% | $1.12 | — | MBS 30yr | 36290NFS6 |
| — | Government National Mortgage Association 6.50% 3/16/31 | 622,615 | $705K | 0.0% | $1.13 | — | Agncy CMO Other | 383739LD9 |
| — | Federal National Mortgage Association 6.00% 9/1/36 | 643,920 | $702K | 0.0% | $1.09 | — | MBS 30yr | 31407JBG6 |
| — | Government National Mortgage Association 9.50% 10/15/18 | 608,047 | $681K | 0.0% | $1.12 | — | MBS 30yr | 36225BAU2 |
| — | Federal National Mortgage Association 5.50% 7/1/33 | 622,361 | $679K | 0.0% | $1.09 | — | MBS 30yr | 31385XJW8 |
| — | Federal Home Loan Mortgage Corp 5.00% 11/1/33 | 623,200 | $675K | 0.0% | $1.08 | — | MBS 30yr | 31283HYW9 |
| — | Government National Mortgage Association 5.00% 7/15/33 | 614,828 | $674K | 0.0% | $1.10 | — | MBS 30yr | 36213FWS8 |
| — | Federal National Mortgage Association 6.00% 9/1/35 | 591,632 | $652K | 0.0% | $1.10 | — | MBS 30yr | 31376KTH9 |
| — | US Treasury Note 1.25% 10/31/15 | 638,261 | $650K | 0.0% | $1.02 | — | US GOVERNMENT | 912828PE4 |
| — | Government National Mortgage Association II 6.50% 6/20/26 | 553,514 | $644K | 0.0% | $1.16 | — | MBS 30yr | 36202CPP2 |
| — | Government National Mortgage Association II 5.50% 2/20/40 | 567,262 | $627K | 0.0% | $1.11 | — | MBS 30yr | 36202FEK8 |
| — | Federal National Mortgage Association 8.00% 12/1/36 | 516,065 | $622K | 0.0% | $1.21 | — | MBS 30yr | 3138EGM50 |
| — | US Treasury Note 2.00% 4/30/16 | 585,681 | $608K | 0.0% | $1.04 | — | US GOVERNMENT | 912828QF0 |
| — | Federal National Mortgage Association 8.00% 9/1/30 | 477,782 | $603K | 0.0% | $1.26 | — | MBS 30yr | 31384WMW7 |
| — | Government National Mortgage Association II 7.00% 10/20/38 | 534,523 | $597K | 0.0% | $1.12 | — | MBS 30yr | 36202EW70 |
| — | Government National Mortgage Association II 8.00% 10/20/27 | 490,591 | $597K | 0.0% | $1.22 | — | MBS 30yr | 36202CX40 |
| — | Government National Mortgage Association 6.50% 5/16/31 | 517,747 | $594K | 0.0% | $1.15 | — | Agncy CMO Other | 3837394D8 |
| — | Government National Mortgage Association II 6.00% 12/20/31 | 509,450 | $586K | 0.0% | $1.15 | — | MBS 30yr | 36202DQZ7 |
| — | Government National Mortgage Association 8.375% 10/15/20 | 533,223 | $574K | 0.0% | $1.08 | — | MBS 30yr | 36225BFX1 |
| — | Government National Mortgage Association II 8.00% 3/20/30 | 466,909 | $574K | 0.0% | $1.23 | — | MBS 30yr | 36202DGE5 |
| — | Government National Mortgage Association 6.50% 8/20/31 | 551,503 | $571K | 0.0% | $1.04 | — | Agncy CMO Other | 38373RWF2 |
| — | Government National Mortgage Assoc 8.00% 10/20/29 | 492,090 | $571K | 0.0% | $1.16 | — | MBS 30yr | 36202DD73 |
| — | Governmentl National Mortgage Association 6.50% 7/20/32 | 495,470 | $570K | 0.0% | $1.15 | — | Agncy CMO Z | 38373X4R4 |
| — | Government National Mortgage Association 7.92% 7/15/23 | 534,711 | $569K | 0.0% | $1.06 | — | MBS Other | 36213BSQ6 |
| — | Government National Mortgage Association II 7.50% 8/20/30 | 484,451 | $567K | 0.0% | $1.17 | — | MBS 30yr | 36202DJA0 |
| LECO | Lincoln Electric Holdings Inc | 8,525 | $567K | 0.0% | $62.74 | 0.0% | Common Stock | 533900106 |
| — | US Treasury Note 1.50% 7/31/16 | 551,355 | $565K | 0.0% | $1.02 | — | US GOVERNMENT | 912828QX1 |
| — | Fannie Mae Grantor Trust 7.50% 7/25/41 | 466,324 | $562K | 0.0% | $1.21 | — | Agncy CMO Other | 31359SR69 |
| — | Federal National Mortgage Association 6.00% 9/1/35 | 498,508 | $551K | 0.0% | $1.11 | — | MBS 30yr | 31402RRR2 |
| — | Federal National Mortgage Association 8.50% 12/1/24 | 467,912 | $550K | 0.0% | $1.18 | — | MBS 30yr | 31373TUF5 |
| — | Government National Mortgage Association II 7.00% 3/20/38 | 486,163 | $543K | 0.0% | $1.12 | — | MBS 30yr | 36202ERW1 |
| — | Government National Mortgage Association II 7.89% 10/20/22 | 499,169 | $538K | 0.0% | $1.08 | — | MBS 30yr | 36225BRL4 |
| — | Government National Mortgage Association 7.75% 9/15/33 | 494,401 | $527K | 0.0% | $1.07 | — | MBS Other | 36213NGH3 |
| — | Federal Home Loan Mortgage Corp 4.50% 10/1/33 | 491,489 | $524K | 0.0% | $1.07 | — | MBS 30yr | 31296N6S1 |
| — | Government National Mortgage Association 6.50% 6/20/32 | 452,997 | $520K | 0.0% | $1.15 | — | Agncy CMO Other | 38373MDN7 |
| — | Express Scripts Holdings Inc | 8,367 | $516K | 0.0% | $61.67 | — | Common Stock | 30219G108 |
| — | Government National Mortgage Association 5.50% 2/15/18 | 483,771 | $514K | 0.0% | $1.06 | — | MBS 15yr | 36200FTF5 |
| — | Governmentl National Mortgage Association 6.00% 2/20/29 | 450,685 | $506K | 0.0% | $1.12 | — | Agncy CMO Z | 3837H1U90 |
| — | Mindray Medical International Ltd | 12,996 | $505K | 0.0% | $38.86 | — | ADR | 602675100 |
| — | Government National Mortgage Association VRN 2/16/44 | 485,161 | $498K | 0.0% | $1.03 | — | Agncy CMBS | 38373MSR2 |
| — | Government National Mortgage Association II 6.50% 10/20/34 | 428,076 | $497K | 0.0% | $1.16 | — | MBS 30yr | 36202EC64 |
| — | Federal Home Loan Mortgage Corp 6.00% 6/1/34 | 447,087 | $497K | 0.0% | $1.11 | — | MBS 30yr | 31297A3B8 |
| — | Government National Mortgage Association 7.00% 3/15/36 | 410,835 | $486K | 0.0% | $1.18 | — | MBS 30yr | 36241LN69 |
| — | Government National Mortgage Association 5.00% 6/15/33 | 437,832 | $482K | 0.0% | $1.10 | — | MBS 30yr | 36290NJS2 |
| ITUB | Itau Unibanco Holding SA | 34,048 | $480K | 0.0% | $14.10 | — | ADR | 465562106 |
| — | Government National Mortgage Association 8.60% 5/15/27 | 468,845 | $470K | 0.0% | $1.00 | — | MBS Other | 36213BSG8 |
| — | Federal Home Loan Mortgage Corp 5.00% 8/1/33 | 410,199 | $445K | 0.0% | $1.08 | — | MBS 30yr | 31296MGB9 |
| — | Government National Mortgage Association 9.00% 10/15/29 | 359,516 | $443K | 0.0% | $1.23 | — | MBS 30yr | 36225BGZ5 |
| — | Government National Mortgage Association II 6.50% 10/20/28 | 375,359 | $432K | 0.0% | $1.15 | — | MBS 30yr | 36202C5T6 |
| — | Government National Mortgage Association 7.875% 7/15/27 | 402,676 | $429K | 0.0% | $1.07 | — | MBS Other | 36213NHW9 |
| — | Government National Mortgage Association II 7.50% 3/20/30 | 355,025 | $427K | 0.0% | $1.20 | — | MBS 30yr | 36202DGD7 |
| HD | Home Depot Inc | 5,617 | $426K | 0.0% | $57.87 | 0.0% | Common Stock | 437076102 |
| — | Government National Mortgage Association 4.50% 8/15/24 | 381,317 | $407K | 0.0% | $1.07 | — | MBS 15yr | 36297FSV5 |
| — | Government National Mortgage Association 6.00% 12/15/23 | 368,437 | $403K | 0.0% | $1.09 | — | MBS 15yr | 36296UKB5 |
| — | Federal Home Loan Mortgage Corp 8.00% 7/1/29 | 314,246 | $397K | 0.0% | $1.26 | — | MBS 30yr | 31283HJE6 |
| — | Government National Mortgage Association II 8.00% 5/20/30 | 335,742 | $397K | 0.0% | $1.18 | — | MBS 30yr | 36202DG70 |
| — | Government National Mortgage Association II 6.50% 6/20/28 | 345,857 | $396K | 0.0% | $1.14 | — | Agncy CMO Other | 3837H1PL9 |
| — | Federal National Mortgage Association 5.00% 2/1/36 | 365,769 | $396K | 0.0% | $1.08 | — | MBS 30yr | 31410FSK2 |
| — | Government National Mortgage Association II 7.00% 8/20/31 | 331,882 | $393K | 0.0% | $1.18 | — | MBS 30yr | 36202DPE5 |
| — | Government National Mortgage Association II 8.00% 9/20/27 | 322,487 | $393K | 0.0% | $1.22 | — | MBS 30yr | 36202CXP3 |
| — | Federal Home Loan Mortgage Corp 6.50% 12/1/33 | 350,682 | $390K | 0.0% | $1.11 | — | MBS 30yr | 3128M5CD0 |
| — | Government National Mortgage Association II 7.00% 1/20/29 | 344,858 | $389K | 0.0% | $1.13 | — | MBS 30yr | 36202DAB7 |
| — | Government National Mortgage Association II 6.00% 1/20/32 | 329,955 | $379K | 0.0% | $1.15 | — | MBS 30yr | 36202DRG8 |
| — | Government National Mortgage Association 9.50% 11/15/21 | 350,483 | $378K | 0.0% | $1.08 | — | MBS 30yr | 36225A5X4 |
| — | Government National Mortgage Association II 8.00% 9/20/29 | 299,579 | $373K | 0.0% | $1.25 | — | MBS 30yr | 36202DDQ1 |
| — | Government National Mortgage Association 9.50% 12/15/20 | 332,361 | $365K | 0.0% | $1.10 | — | MBS 30yr | 36225BBL1 |
| — | Government National Mortgage Association 7.125% 7/15/25 | 323,449 | $363K | 0.0% | $1.12 | — | MBS 30yr | 36290NM74 |
| — | Government National Mortgage Association 6.50% 9/15/32 | 303,763 | $361K | 0.0% | $1.19 | — | MBS 30yr | 36225BV70 |
| — | Government National Mortgage Association II 8.00% 8/20/27 | 295,026 | $360K | 0.0% | $1.22 | — | MBS 30yr | 36202CXB4 |
| — | Government National Mortgage Association II 7.50% 11/20/29 | 303,869 | $356K | 0.0% | $1.17 | — | Agncy CMO Z | 3837H3FY8 |
| — | Federal National Mortgage Association 6.50% 7/18/28 | 304,865 | $350K | 0.0% | $1.15 | — | Agncy CMO Other | 31359T3Y2 |
| — | Government National Mortgage Association II 7.5% 4/20/30 | 287,875 | $349K | 0.0% | $1.21 | — | MBS 30yr | 36202DGR6 |
| — | Government National Mortgage Association 8.00% 11/16/29 | 293,548 | $349K | 0.0% | $1.19 | — | Agncy CMO Z | 3837H3LY1 |
| — | Government National Mortgage Association II 7.00% 9/20/38 | 304,468 | $345K | 0.0% | $1.13 | — | MBS 30yr | 36202EWG0 |
| — | Government National Mortgage Association II 6.50% 5/20/32 | 298,108 | $343K | 0.0% | $1.15 | — | Agncy CMO Z | 38373W4S4 |
| — | Government National Mortgage Association II 6.00% 2/20/29 | 299,216 | $340K | 0.0% | $1.14 | — | MBS 30yr | 36202DAN1 |
| — | US Treasury Note 1.75% 7/31/15 | 325,933 | $334K | 0.0% | $1.02 | — | US GOVERNMENT | 912828NP1 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/37 | 305,199 | $333K | 0.0% | $1.09 | — | MBS 30yr | 3128M4RD7 |
| — | Government National Mortgage Association 5.50% 10/15/33 | 295,273 | $333K | 0.0% | $1.13 | — | MBS 30yr | 36200MYD9 |
| — | Government National Mortgage Association 6.50% 4/20/28 | 284,454 | $333K | 0.0% | $1.17 | — | Agncy CMO Z | 3837H1UD1 |
| — | Government National Mortgage Association 5.00% 10/15/34 | 299,585 | $328K | 0.0% | $1.09 | — | MBS 30yr | 36241KMA3 |
| — | Government National Mortgage Association II 7.15% 10/20/27 | 291,186 | $327K | 0.0% | $1.12 | — | MBS 30yr | 36208ESK0 |
| — | Government National Mortgage Association 7.49% 12/15/19 | 290,066 | $319K | 0.0% | $1.10 | — | MBS 30yr | 36220LVF5 |
| — | Government National Mortgage Association II 7.00% 3/20/32 | 266,361 | $316K | 0.0% | $1.19 | — | MBS 30yr | 36202DSD4 |
| — | Government National Mortgage Association 7.75% 6/15/30 | 314,401 | $315K | 0.0% | $1.00 | — | MBS Other | 36212YTT0 |
| CVX | Chevron Corp | 2,576 | $312K | 0.0% | $73.10 | 0.0% | Common Stock | 166764100 |
| — | Government National Mortgage Association 8.00% 12/15/25 | 268,598 | $309K | 0.0% | $1.15 | — | MBS 30yr | 36225BQB7 |
| — | Federal National Mortgage Association 5.00% 3/1/34 | 282,103 | $306K | 0.0% | $1.08 | — | MBS 30yr | 31402CU67 |
| — | Government National Mortgage Association I 8.50% 7/15/32 | 240,450 | $301K | 0.0% | $1.25 | — | MBS 30yr | 36225BUX4 |
| — | US Treasury Note 0.25% 9/15/14 | 300,033 | $300K | 0.0% | $1.00 | — | US GOVERNMENT | 912828RG7 |
| — | Government National Mortgage Association II 7.00% 12/20/37 | 260,120 | $297K | 0.0% | $1.14 | — | MBS 30yr | 36202EQP7 |
| — | Federal Home Loan Mortgage Corp 6.50% 7/1/32 | 263,265 | $294K | 0.0% | $1.12 | — | MBS 30yr | 31287U4M1 |
| — | Government National Mortgage Association II 6.50% 8/20/33 | 257,485 | $293K | 0.0% | $1.14 | — | MBS 30yr | 36202DY54 |
| — | Government National Mortgage Association II 7.5% 1/20/30 | 240,599 | $291K | 0.0% | $1.21 | — | MBS 30yr | 36202DFG1 |
| DIS | Walt Disney Co/The | 4,489 | $289K | 0.0% | $56.94 | 0.0% | Common Stock | 254687106 |
| — | General Electric Co | 12,070 | $288K | 0.0% | $23.86 | — | Common Stock | 369604103 |
| — | Government National Mortgage Association 7.49% 12/15/19 | 260,068 | $285K | 0.0% | $1.10 | — | MBS 30yr | 36220LU90 |
| — | Government National Mortgage Association 7.00% 8/15/34 | 243,895 | $283K | 0.0% | $1.16 | — | MBS 30yr | 36241LC95 |
| — | Government National Mortgage Association II 7.00% 2/20/28 | 250,074 | $281K | 0.0% | $1.12 | — | MBS 30yr | 36202CZM8 |
| — | Government National Mortgage Association II 6.50% 5/20/33 | 240,211 | $280K | 0.0% | $1.17 | — | MBS 30yr | 36202DXV8 |
| — | Government National Mortgage Association II 6.50% 4/20/28 | 251,480 | $279K | 0.0% | $1.11 | — | MBS 30yr | 36209ERU8 |
| — | Government National Mortgage Association II 6.50% 5/20/31 | 239,879 | $277K | 0.0% | $1.15 | — | MBS 30yr | 36202DM57 |
| — | Government National Mortgage Association II 6.00% 9/20/23 | 246,168 | $274K | 0.0% | $1.11 | — | MBS 15yr | 36202EVX4 |
| — | Federal National Mortgage Association 5.00% 6/1/34 | 248,450 | $269K | 0.0% | $1.08 | — | MBS 30yr | 31403CXJ5 |
| — | Government National Mortgage Association II 6.50% 12/20/32 | 230,682 | $269K | 0.0% | $1.17 | — | MBS 30yr | 36202DVP3 |
| — | Government National Mortgage Association 7.49% 11/15/19 | 244,464 | $267K | 0.0% | $1.09 | — | MBS 30yr | 36220LU58 |
| — | Government National Mortgage Association 8.25% 9/15/30 | 243,855 | $261K | 0.0% | $1.07 | — | MBS Other | 36210KPU3 |
| — | Government National Mortgage Association 6.00% 1/15/22 | 235,807 | $258K | 0.0% | $1.09 | — | MBS 15yr | 36241KLN6 |
| — | Federal National Mortgage Association 6.00% 9/1/32 | 235,092 | $258K | 0.0% | $1.10 | — | MBS 30yr | 31390MHY3 |
| — | Government National Mortgage Association II 6.50% 3/20/36 | 232,111 | $258K | 0.0% | $1.11 | — | MBS 30yr | 36202EHH5 |
| — | Government National Mortgage Association II 6.50% 1/20/29 | 219,606 | $257K | 0.0% | $1.17 | — | MBS 30yr | 36202DAA9 |
| — | Government National Mortgage Association II 7.50% 9/20/28 | 223,054 | $257K | 0.0% | $1.15 | — | MBS 30yr | 36202C5F6 |
| — | US Treasury Note 1.00% 8/31/16 | 250,211 | $252K | 0.0% | $1.01 | — | US GOVERNMENT | 912828RF9 |
| — | Government National Mortgage Association 7.49% 1/15/20 | 228,851 | $251K | 0.0% | $1.10 | — | MBS 30yr | 36220LVH1 |
| — | Government National Mortgage Association 6.50% 12/15/38 | 217,349 | $247K | 0.0% | $1.14 | — | MBS 30yr | 36241KYF9 |
| — | Federal Home Loan Mortgage Corp 5.00% 6/1/33 | 226,869 | $245K | 0.0% | $1.08 | — | MBS 30yr | 31292HXB5 |
| — | Government National Mortgage Association 8.00% 11/15/33 | 224,357 | $239K | 0.0% | $1.07 | — | MBS Other | 36200TNP9 |
| — | Government National Mortgage Association II 6.50% 8/20/32 | 199,345 | $234K | 0.0% | $1.17 | — | MBS 30yr | 36225BYE2 |
| — | Government National Mortgage Association 7.50% 9/16/35 | 199,775 | $233K | 0.0% | $1.17 | — | Agncy CMO Other | 38374L5Z0 |
| PNC | PNC Financial Services Group Inc | 3,200 | $231K | 0.0% | $51.33 | 0.0% | Common Stock | 693475105 |
| — | Government National Mortgage Association II 6.50% 1/20/32 | 195,376 | $230K | 0.0% | $1.18 | — | MBS 30yr | 36225BRH3 |
| — | Government National Mortgage Association 8.00% 8/15/31 | 212,008 | $226K | 0.0% | $1.07 | — | MBS Other | 36213NH25 |
| — | Government National Mortgage Association II 7.50% 10/20/28 | 186,700 | $224K | 0.0% | $1.20 | — | MBS 30yr | 36202C5V1 |
| — | Government National Mortgage Association 7.49% 11/15/19 | 199,301 | $219K | 0.0% | $1.10 | — | MBS 30yr | 36220FR63 |
| — | Government National Mortgage Association II 6.50% 8/16/29 | 185,451 | $213K | 0.0% | $1.15 | — | Agncy CMO Other | 38373XDM5 |
| — | Government National Mortgage Association 6.00% 2/15/33 | 185,673 | $210K | 0.0% | $1.13 | — | MBS 30yr | 36225BWZ7 |
| — | Federal National Mortgage Association 5.50% 7/1/33 | 188,292 | $206K | 0.0% | $1.09 | — | MBS 30yr | 31402ACV6 |
| — | Federal National Mortgage Association 6.00% 2/1/33 | 185,469 | $202K | 0.0% | $1.09 | — | MBS 30yr | 31400A2X5 |
| — | Governmentl National Mortgage Association 6.50% 6/20/28 | 176,155 | $199K | 0.0% | $1.13 | — | Agncy CMO Z | 3837H1XU0 |
| — | Government National Mortgage Association 7.50% 9/20/26 | 169,195 | $198K | 0.0% | $1.17 | — | Agncy CMO Other | 3837H0XC2 |
| BRK/B | Berkshire Hathaway Inc | 1,736 | $197K | 0.0% | $115.36 | 0.0% | Common Stock | 084670702 |
| — | Government National Mortgage Association II 7.50% 11/20/27 | 167,755 | $197K | 0.0% | $1.17 | — | MBS 30yr | 36202CYG2 |
| — | Government National Mortgage Association II 7.00% 7/20/28 | 167,557 | $197K | 0.0% | $1.18 | — | MBS 30yr | 36202C3Z4 |
| IBM | International Business Machines Corp | 1,034 | $191K | 0.0% | $111.55 | 0.0% | Common Stock | 459200101 |
| — | Government National Mortgage Association 6.00% 7/15/34 | 171,457 | $191K | 0.0% | $1.11 | — | MBS 30yr | 36225B7G7 |
| — | Government National Mortgage Association II 7.00% 3/20/28 | 163,748 | $189K | 0.0% | $1.15 | — | MBS 30yr | 36202CZ55 |
| — | Government National Mortgage Association 9.00% 11/15/17 | 175,375 | $186K | 0.0% | $1.06 | — | MBS 30yr | 36225AMY3 |
| — | Federal National Mortgage Association 6.00% 5/1/37 | 169,744 | $186K | 0.0% | $1.10 | — | MBS 30yr | 31411X4G7 |
| — | Government National Mortgage Association 7.00% 11/20/28 | 155,747 | $185K | 0.0% | $1.19 | — | MBS 30yr | 36202C6L2 |
| — | Federal National Mortgage Association 6.50% 8/1/36 | 160,795 | $180K | 0.0% | $1.12 | — | MBS 30yr | 31403DRY7 |
| — | Federal Home Loan Mortgage Corp 5.50% 7/1/20 | 166,265 | $178K | 0.0% | $1.07 | — | MBS 15yr | 31283K4G0 |
| — | Government National Mortgage Association 8.25% 4/15/20 | 154,718 | $178K | 0.0% | $1.15 | — | MBS 30yr | 36225A4V9 |
| — | Government National Mortgage Association II 7.00% 8/20/27 | 149,940 | $176K | 0.0% | $1.17 | — | MBS 30yr | 36202CW82 |
| — | Government National Mortgage Association 7.00% 10/15/23 | 159,130 | $176K | 0.0% | $1.11 | — | MBS 30yr | 36203EHB7 |
| — | Government National Mortgage Association 6.00% 1/15/33 | 157,005 | $175K | 0.0% | $1.11 | — | MBS 30yr | 36225BWL8 |
| TJX | TJX Cos Inc | 3,115 | $175K | 0.0% | $22.53 | 0.0% | Common Stock | 872540109 |
| — | Government National Mortgage Association II 6.50% 6/20/28 | 145,439 | $172K | 0.0% | $1.18 | — | MBS 30yr | 36202C3L5 |
| — | Government National Mortgage Association II 7.00% 11/20/31 | 145,257 | $172K | 0.0% | $1.18 | — | MBS 30yr | 36202DQP9 |
| — | Government National Mortgage Association II 8.00% 6/20/30 | 143,200 | $172K | 0.0% | $1.20 | — | Agncy CMO Z | 3837H4ND3 |
| — | Government National Mortgage Association 7.49% 1/15/20 | 156,003 | $171K | 0.0% | $1.10 | — | MBS 30yr | 36220LVM0 |
| — | Government National Mortgage Association II 8.00% 5/20/27 | 142,899 | $170K | 0.0% | $1.19 | — | MBS 30yr | 36202CV26 |
| — | Federal Home Loan Mortgage Corp 5.00% 5/1/34 | 157,688 | $170K | 0.0% | $1.08 | — | MBS 30yr | 31292JBG4 |
| — | Government National Mortgage Association II 8.00% 7/20/27 | 140,639 | $170K | 0.0% | $1.21 | — | MBS 30yr | 36202CWU3 |
| — | Governmentl National Mortgage Association 7.00% 11/20/27 | 146,986 | $170K | 0.0% | $1.16 | — | Agncy CMO Other | 3837H05M1 |
| PM | Philip Morris International Inc | 1,954 | $169K | 0.0% | $47.38 | 0.0% | Common Stock | 718172109 |
| UNP | Union Pacific Corp | 1,084 | $168K | 0.0% | $60.12 | 0.0% | Common Stock | 907818108 |
| — | Government National Mortgage Association 6.00% 10/15/23 | 150,463 | $166K | 0.0% | $1.10 | — | MBS 15yr | 36296TQ55 |
| — | Government National Mortgage Association II 7.00% 12/20/28 | 139,934 | $165K | 0.0% | $1.18 | — | MBS 30yr | 36202C7B3 |
| — | Government National Mortgage Association 9.00% 6/15/27 | 149,875 | $165K | 0.0% | $1.10 | — | MBS 30yr | 36225AUG3 |
| — | Government National Mortgage Association 7.49% 12/15/19 | 150,522 | $164K | 0.0% | $1.09 | — | MBS 30yr | 36220LVD0 |
| — | Government National Mortgage Association II 7.00% 9/20/27 | 142,234 | $161K | 0.0% | $1.13 | — | MBS 30yr | 36202CXL2 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/35 | 148,570 | $161K | 0.0% | $1.08 | — | MBS 30yr | 3128MJCY4 |
| — | Whole Foods Market Inc | 2,745 | $160K | 0.0% | $58.29 | — | Common Stock | 966837106 |
| — | Government National Mortgage Association 7.49% 2/15/20 | 142,784 | $156K | 0.0% | $1.09 | — | MBS 30yr | 36220LVS7 |
| — | US Treasury Note 2.375% 10/31/14 | 151,455 | $155K | 0.0% | $1.02 | — | US GOVERNMENT | 912828LS7 |
| MA | Mastercard Inc | 230 | $154K | 0.0% | $58.30 | 0.0% | Common Stock | 57636Q104 |
| — | Government National Mortgage Association 7.49% 9/15/20 | 135,727 | $154K | 0.0% | $1.13 | — | MBS 30yr | 3622013E3 |
| — | Government National Mortgage Association 7.49% 12/15/19 | 139,877 | $154K | 0.0% | $1.10 | — | MBS 30yr | 36220LVE8 |
| — | BlackRock Inc | 571 | $154K | 0.0% | $269.70 | — | Common Stock | 09247X101 |
| — | US Treasury Note 1.25% 9/30/15 | 150,005 | $152K | 0.0% | $1.01 | — | US GOVERNMENT | 912828NZ9 |
| — | Government National Mortgage Association II 6.50% 7/20/31 | 133,734 | $151K | 0.0% | $1.13 | — | Agncy CMO Other | 38373RQR3 |
| — | Federal National Mortgage Association 7.50% 12/1/28 | 131,166 | $150K | 0.0% | $1.14 | — | MBS 30yr | 31374TKE8 |
| — | Government National Mortgage Association 6.00% 1/15/24 | 135,167 | $149K | 0.0% | $1.10 | — | MBS 30yr | 36203EPD4 |
| COST | Costco Wholesale Corp | 1,289 | $148K | 0.0% | $91.64 | 0.0% | Common Stock | 22160K105 |
| — | Government National Mortgage Association II 7.00% 10/20/31 | 122,244 | $144K | 0.0% | $1.18 | — | MBS 30yr | 36202DQC8 |
| — | Government National Mortgage Association II 8.00% 11/20/26 | 118,637 | $144K | 0.0% | $1.21 | — | MBS 30yr | 36202CSM6 |
| — | Federal National Mortgage Association 6.00% 9/1/32 | 128,525 | $142K | 0.0% | $1.10 | — | MBS 30yr | 31376JZ44 |
| — | Government National Mortgage Association II 7.50% 2/20/29 | 114,846 | $142K | 0.0% | $1.24 | — | MBS 30yr | 36202DAS0 |
| — | Government National Mortgage Association II 7.00% 2/20/31 | 123,184 | $141K | 0.0% | $1.14 | — | MBS 30yr | 36202DLV1 |
| — | Government National Mortgage Association 6.00% 12/15/23 | 127,400 | $140K | 0.0% | $1.10 | — | MBS 30yr | 36203STX5 |
| XOM | Exxon Mobil Corp | 1,628 | $140K | 0.0% | $54.16 | 0.0% | Common Stock | 30231G102 |
| — | Government National Mortgage Association II 7.00% 6/20/28 | 119,553 | $140K | 0.0% | $1.17 | — | MBS 30yr | 36202C3M3 |
| HAL | Halliburton Co | 2,907 | $139K | 0.0% | $37.32 | 0.0% | Common Stock | 406216101 |
| CSCO | Cisco Systems Inc | 5,897 | $138K | 0.0% | $16.93 | 0.0% | Common Stock | 17275R102 |
| — | Government National Mortgage Association II 6.50% 2/20/31 | 121,886 | $138K | 0.0% | $1.13 | — | MBS 30yr | 36202DLU3 |
| — | Government National Mortgage Association 7.49% 2/15/20 | 126,178 | $138K | 0.0% | $1.09 | — | MBS 30yr | 36220LVP3 |
| — | Government National Mortgage Association II 7.00% 8/20/28 | 118,427 | $135K | 0.0% | $1.14 | — | MBS 30yr | 36202C4Q3 |
| — | McCraw Hill Financial Inc | 2,069 | $135K | 0.0% | $65.25 | — | Common Stock | 580645109 |
| — | Government National Mortgage Association II 8.00% 1/20/26 | 115,932 | $134K | 0.0% | $1.16 | — | MBS 30yr | 36202CMD2 |
| — | Walgreen Co | 2,509 | $134K | 0.0% | $53.41 | — | Common Stock | 931422109 |
| — | Government National Mortgage Association II 6.50% 12/20/27 | 112,827 | $133K | 0.0% | $1.18 | — | MBS 30yr | 36202CYS6 |
| — | Government National Mortgage Association 7.49% 3/15/20 | 118,561 | $130K | 0.0% | $1.10 | — | MBS 30yr | 36220TL69 |
| — | Government National Mortgage Association II 8.00% 8/20/26 | 114,233 | $130K | 0.0% | $1.14 | — | MBS 30yr | 36202CQX4 |
| MSFT | Microsoft Corp | 3,899 | $129K | 0.0% | $27.00 | 0.0% | Common Stock | 594918104 |
| VLO | Valero Energy Corp | 3,756 | $128K | 0.0% | $22.41 | 0.0% | Common Stock | 91913Y100 |
| — | CBS Corp | 2,329 | $128K | 0.0% | $54.96 | — | Common Stock | 124857202 |
| — | Government National Mortgage Association II 7.00% 7/20/29 | 112,091 | $127K | 0.0% | $1.13 | — | MBS 30yr | 36202DCU3 |
| — | Government National Mortgage Association 7.00% 4/15/31 | 109,222 | $126K | 0.0% | $1.15 | — | MBS 30yr | 36225BQK7 |
| — | Government National Mortgage Association 7.00% 7/15/31 | 105,871 | $125K | 0.0% | $1.18 | — | MBS 30yr | 36225BPC6 |
| — | Government National Mortgage Association II 6.50% 3/20/31 | 112,744 | $125K | 0.0% | $1.11 | — | MBS 30yr | 36202DMA6 |
| — | US Treasury Note 0.875% 11/30/16 | 125,365 | $125K | 0.0% | $1.00 | — | US GOVERNMENT | 912828RU6 |
| — | Federal Home Loan Mortgage Corp 6.50% 12/1/32 | 112,389 | $124K | 0.0% | $1.10 | — | MBS 30yr | 31283H6C4 |
| TMO | Thermo Fisher Scientific Inc | 1,341 | $123K | 0.0% | $86.81 | 0.0% | Common Stock | 883556102 |
| — | Government National Mortgage Association II 7.00% 5/20/29 | 104,827 | $123K | 0.0% | $1.17 | — | MBS 30yr | 36202DBY6 |
| — | Government National Mortgage Association 9.50% 12/15/17 | 105,810 | $122K | 0.0% | $1.15 | — | MBS 30yr | 36225AK41 |
| — | Government National Mortgage Association II 8.00% 10/20/26 | 98,175 | $120K | 0.0% | $1.22 | — | MBS 30yr | 36202CR21 |
| — | Government National Mortgage Association 7.50% 8/15/21 | 108,229 | $119K | 0.0% | $1.10 | — | MBS 30yr | 362203K75 |
| — | Government National Mortgage Association 8.00% 7/15/24 | 119,153 | $119K | 0.0% | $1.00 | — | MBS Other | 36212YTX1 |
| — | Government National Mortgage Association II 6.50% 3/20/32 | 103,939 | $119K | 0.0% | $1.14 | — | Agncy CMO Other | 38373WJW9 |
| — | Federal Home Loan Mortgage Corp 8.00% 6/1/17 | 109,201 | $117K | 0.0% | $1.07 | — | MBS 30yr | 31290LDA2 |
| — | Government National Mortgage Association 7.49% 7/15/20 | 107,051 | $117K | 0.0% | $1.09 | — | MBS 30yr | 36220TMU5 |
| — | Govenment National Mortgage Association 6.00% 4/15/28 | 104,921 | $116K | 0.0% | $1.11 | — | MBS 30yr | 36225A2B5 |
| — | Premier Inc Class A | 3,619 | $114K | 0.0% | $31.50 | — | Common Stock | 74051N102 |
| COP | ConocoPhillips | 1,642 | $114K | 0.0% | $44.49 | 0.0% | Common Stock | 20825C104 |
| — | Government National Mortgage Association 7.00% 8/20/37 | 97,180 | $112K | 0.0% | $1.15 | — | MBS 30yr | 36202EPC7 |
| — | Federal Home Loan Mortgage Corp 7.00% 1/1/33 | 102,556 | $112K | 0.0% | $1.09 | — | MBS 30yr | 3128K6NM8 |
| MCK | McKesson Corp | 868 | $111K | 0.0% | $112.21 | 0.0% | Common Stock | 58155Q103 |
| — | Envision Healthcare Holdings Inc | 4,257 | $110K | 0.0% | $25.84 | — | Common Stock | 29413U103 |
| WLK | Westlake Chemical Corp | 1,049 | $109K | 0.0% | $42.90 | 0.0% | Common Stock | 960413102 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 98,793 | $109K | 0.0% | $1.10 | — | MBS 30yr | 3622013X1 |
| — | Viacom Inc | 1,293 | $108K | 0.0% | $83.53 | — | Common Stock | 92553P201 |
| — | Government National Mortgage Association 7.50% 5/16/27 | 92,540 | $107K | 0.0% | $1.16 | — | Agncy CMO Other | 3837H0S79 |
| — | Mead Johnson Nutrition Co | 1,429 | $106K | 0.0% | $74.18 | — | Common Stock | 582839106 |
| — | Twenty-First Century Fox A | 3,138 | $105K | 0.0% | $33.46 | — | Common Stock | 90130A101 |
| — | Federal National Mortgage Association 6.00% 7/1/31 | 97,818 | $105K | 0.0% | $1.07 | — | MBS Other | 31376JV97 |
| — | Government National Mortgage Association 9.50% 10/15/19 | 93,075 | $105K | 0.0% | $1.13 | — | MBS 30yr | 36216H3F1 |
| — | Government National Mortgage Association II 8.00% 6/20/27 | 87,650 | $104K | 0.0% | $1.19 | — | MBS 30yr | 36202CWE9 |
| — | Government National Mortgage Association 9.00% 11/15/17 | 98,453 | $104K | 0.0% | $1.06 | — | MBS 30yr | 36225ALV0 |
| — | Federal National Mortgage Association 6.00% 5/1/29 | 94,565 | $103K | 0.0% | $1.09 | — | MBS 30yr | 31382YR83 |
| STT | State Street Corp | 1,561 | $102K | 0.0% | $49.26 | 0.0% | Common Stock | 857477103 |
| PPG | PPG Industries Inc | 615 | $102K | 0.0% | $64.61 | 0.0% | Common Stock | 693506107 |
| MDLZ | Mondelez International | 3,234 | $101K | 0.0% | $23.72 | 0.0% | Common Stock | 609207105 |
| — | Government National Mortgage Association II 7.00% 3/20/29 | 85,401 | $100K | 0.0% | $1.17 | — | MBS 30yr | 36202DA76 |
| — | Government National Mortgage Association 7.49% 3/15/20 | 90,969 | $100K | 0.0% | $1.10 | — | MBS 30yr | 36220TL85 |
| — | Government National Mortgage Association II 7.00% 9/20/31 | 85,951 | $98,000 | 0.0% | $1.14 | — | MBS 30yr | 36202DPT2 |
| — | Government National Mortgage Association II 8.00% 9/20/26 | 79,466 | $96,000 | 0.0% | $1.21 | — | MBS 30yr | 36202CRE5 |
| — | Government National Mortgage Association II 7.5% 7/20/30 | 78,298 | $95,000 | 0.0% | $1.21 | — | MBS 30yr | 36202DHW4 |
| — | Government National Mortgage Association II 6.00% 8/20/35 | 81,500 | $93,000 | 0.0% | $1.14 | — | MBS 30yr | 36202EEW5 |
| — | Government National Mortgage Association II 8.00% 12/20/26 | 76,828 | $92,000 | 0.0% | $1.20 | — | MBS 30yr | 36202CS95 |
| — | Government National Mortgage Association II 7.49% 11/20/19 | 84,058 | $91,000 | 0.0% | $1.08 | — | MBS 30yr | 36220LU66 |
| — | Government National Mortgage Association II 7.00% 12/20/25 | 77,766 | $90,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CLR2 |
| — | Omnicare Inc | 1,623 | $90,000 | 0.0% | $55.45 | — | Common Stock | 681904108 |
| — | Marathon Oil Corp | 2,557 | $89,000 | 0.0% | $34.81 | — | Common Stock | 565849106 |
| — | Government National Mortgage Association 9.50% 12/15/21 | 82,016 | $89,000 | 0.0% | $1.09 | — | MBS 30yr | 36225ASC5 |
| — | HOLLYFRONTIER CORP | 2,124 | $89,000 | 0.0% | $41.90 | — | Common Stock | 436106108 |
| — | Government National Mortgage Association 7.49% 3/15/20 | 80,196 | $88,000 | 0.0% | $1.10 | — | MBS 30yr | 36220LVW8 |
| ZBH | Zimmer Holdings Inc | 1,081 | $88,000 | 0.0% | $71.05 | 0.0% | Common Stock | 98956P102 |
| PEP | PepsiCo Inc/NC | 1,096 | $87,000 | 0.0% | $56.75 | 0.0% | Common Stock | 713448108 |
| — | Government National Mortgage Association 9.50% 3/15/23 | 80,498 | $86,000 | 0.0% | $1.07 | — | MBS 30yr | 36225AAK6 |
| USB | US Bancorp | 2,365 | $86,000 | 0.0% | $24.34 | 0.0% | Common Stock | 902973304 |
| — | Government National Mortgage Association 9.50% 6/15/20 | 78,220 | $85,000 | 0.0% | $1.09 | — | MBS 30yr | 36225A2Z2 |
| — | Government National Mortgage Association II 6.50% 7/20/31 | 76,888 | $85,000 | 0.0% | $1.11 | — | MBS 30yr | 36202DNY3 |
| — | Government National Mortgage Assoc 8.00% 11/20/24 | 74,391 | $85,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CDE0 |
| — | Government National Mortgage Assoc 8.00% 2/20/26 | 73,118 | $84,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CMU4 |
| F | Ford Motor Co | 5,028 | $84,000 | 0.0% | $9.02 | 0.0% | Common Stock | 345370860 |
| — | Government National Mortgage Association II 6.00% 11/20/31 | 73,292 | $83,000 | 0.0% | $1.13 | — | MBS 30yr | 36202DQM6 |
| ALK | Alaska Air Group Inc | 1,314 | $82,000 | 0.0% | $26.91 | 0.0% | Common Stock | 011659109 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 70,112 | $82,000 | 0.0% | $1.17 | — | MBS 30yr | 36209YAS7 |
| — | Federal National Mortgage Association 6.50% 10/1/36 | 74,068 | $82,000 | 0.0% | $1.11 | — | MBS 30yr | 31410QBK6 |
| T | AT&T Inc | 2,435 | $82,000 | 0.0% | $10.96 | 0.0% | Common Stock | 00206R102 |
| — | Government National Mortgage Association 6.50% 7/16/32 | 71,671 | $82,000 | 0.0% | $1.14 | — | Agncy CMO Other | 38373X6T8 |
| — | Government National Mortgage Association 7.50% 8/15/21 | 72,926 | $81,000 | 0.0% | $1.11 | — | MBS 30yr | 362203K83 |
| PKG | Packaging Corp of America | 1,422 | $81,000 | 0.0% | $37.66 | 0.0% | Common Stock | 695156109 |
| — | Government National Mortgage Association 7.49% 5/15/20 | 73,999 | $81,000 | 0.0% | $1.09 | — | MBS 30yr | 36220TML5 |
| — | Government National Mortgage Association II 6.50% 6/20/31 | 70,137 | $80,000 | 0.0% | $1.14 | — | MBS 30yr | 36202DNL1 |
| — | Government National Mortgage Association 9.50% 12/15/17 | 75,030 | $80,000 | 0.0% | $1.07 | — | MBS 30yr | 36225AX47 |
| — | Government National Mortgage Association II 7.50% 11/20/25 | 66,966 | $80,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CK77 |
| NSC | Norfolk Southern Corp | 1,030 | $79,000 | 0.0% | $56.99 | 0.0% | Common Stock | 655844108 |
| — | Government National Mortgage Association 9.50% 1/15/21 | 68,799 | $79,000 | 0.0% | $1.15 | — | MBS 30yr | 362204LS6 |
| GS | Goldman Sachs Group Inc/The | 499 | $78,000 | 0.0% | $127.13 | 0.0% | Common Stock | 38141G104 |
| — | Government National Mortgage Association II 7.50% 8/20/29 | 67,577 | $77,000 | 0.0% | $1.14 | — | MBS 30yr | 36202DDB4 |
| — | Government National Mortgage Association 6.00% 4/15/29 | 69,292 | $76,000 | 0.0% | $1.10 | — | MBS 30yr | 36225BDT2 |
| — | Government National Mortgage Association II 7.50% 1/20/27 | 74,045 | $76,000 | 0.0% | $1.03 | — | MBS 30yr | 36207WH80 |
| — | Krat Foods Group Inc | 1,450 | $76,000 | 0.0% | $52.41 | — | Common Stock | 50076Q106 |
| — | Government National Mortgage Association 7.49% 12/15/24 | 72,896 | $76,000 | 0.0% | $1.04 | — | MBS 30yr | 36204YL27 |
| AIG | American International Group Inc | 1,565 | $76,000 | 0.0% | $36.03 | 0.0% | Common Stock | 026874784 |
| IEX | IDEX Corp | 1,164 | $75,000 | 0.0% | $51.32 | 0.0% | Common Stock | 45167R104 |
| — | Government National Mortgage Association II 6.00% 7/20/34 | 66,956 | $74,000 | 0.0% | $1.11 | — | MBS 30yr | 36202D6V8 |
| HON | Honeywell International Inc | 876 | $72,000 | 0.0% | $57.46 | 0.0% | Common Stock | 438516106 |
| CASY | Casey's General Stores Inc | 966 | $71,000 | 0.0% | $61.62 | 0.0% | Common Stock | 147528103 |
| — | Government National Mortgage Association 7.49% 1/15/20 | 64,278 | $70,000 | 0.0% | $1.09 | — | MBS 30yr | 36220LVL2 |
| — | Federal Home Loan Mortgage Corp 6.00% 8/1/32 | 65,260 | $70,000 | 0.0% | $1.07 | — | MBS Other | 31281AD74 |
| TRN | Trinity Industries Inc | 1,488 | $67,000 | 0.0% | $10.40 | 0.0% | Common Stock | 896522109 |
| — | Government National Mortgage Association 9.00% 6/15/30 | 61,853 | $67,000 | 0.0% | $1.08 | — | MBS 30yr | 36225BJ74 |
| — | Government National Mortgage Association II 7.00% 5/20/31 | 57,450 | $66,000 | 0.0% | $1.15 | — | MBS 30yr | 36202DM65 |
| — | Government National Mortgage Association II 7.00% 8/20/25 | 57,164 | $66,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CH71 |
| — | Government National Mortgage Association 7.49% 2/15/20 | 59,650 | $65,000 | 0.0% | $1.09 | — | MBS 30yr | 36220LVQ1 |
| SNY | Sanofi-Aventis SA | 1,300 | $65,000 | 0.0% | $50.00 | — | ADR | 80105N105 |
| — | Government National Mortgage Assoc 5.00% 9/15/39 | 59,237 | $65,000 | 0.0% | $1.10 | — | MBS 30yr | 3620A9S44 |
| — | Government National Mortgage Assoc 1.29325% 1/1/55 | 64,313 | $63,000 | 0.0% | $0.98 | — | Agncy CMBS | 38378KRL5 |
| — | Government National Mortgage Association 9.50% 2/15/20 | 55,852 | $63,000 | 0.0% | $1.13 | — | MBS 30yr | 36220R6M5 |
| — | Government National Mortgage Association II 8.00% 9/20/30 | 51,339 | $62,000 | 0.0% | $1.21 | — | MBS 30yr | 36202DJS1 |
| — | Federal National Mortgage Association 7.00% 5/1/22 | 55,408 | $62,000 | 0.0% | $1.12 | — | MBS 20yr | 31371KQF1 |
| WMT | Wal-Mart Stores Inc | 840 | $62,000 | 0.0% | $19.78 | 0.0% | Common Stock | 931142103 |
| — | Government National Mortgage Association 7.49% 9/15/25 | 60,046 | $62,000 | 0.0% | $1.03 | — | MBS 30yr | 36206QMC9 |
| UHS | Universal Health Services Inc | 834 | $62,000 | 0.0% | $66.39 | 0.0% | Common Stock | 913903100 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 59,250 | $61,000 | 0.0% | $1.03 | — | MBS 30yr | 36211PCS0 |
| — | Government National Mortgage Association 7.50% 9/16/35 | 52,950 | $61,000 | 0.0% | $1.15 | — | Agncy CMO Other | 38374L5Y3 |
| — | Government National Mortgage Association II 8.00% 2/20/27 | 49,893 | $60,000 | 0.0% | $1.20 | — | MBS 30yr | 36202CUC5 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 53,348 | $60,000 | 0.0% | $1.12 | — | MBS 30yr | 3622012Q7 |
| — | Federal National Mortgage Association 8.00% 4/1/27 | 57,961 | $60,000 | 0.0% | $1.04 | — | MBS 30yr | 31384AB64 |
| — | Government National Mortgage Association 6.50% 7/15/32 | 53,301 | $60,000 | 0.0% | $1.13 | — | MBS 30yr | 36200RG48 |
| — | Government National Mortgage Assoc 8.00% 8/20/29 | 50,775 | $59,000 | 0.0% | $1.16 | — | MBS 30yr | 36202DDC2 |
| — | Government National Mortgage Assoc 8.00% 7/20/25 | 49,550 | $59,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CHM8 |
| — | Government National Mortgage Association 7.49% 6/15/20 | 53,869 | $59,000 | 0.0% | $1.10 | — | MBS 30yr | 36220TMR2 |
| — | Government National Mortgage Association 10.00% 12/15/20 | 51,945 | $59,000 | 0.0% | $1.14 | — | MBS 30yr | 36225A3M0 |
| — | Government National Mortgage Association 7.49% 3/15/20 | 53,387 | $58,000 | 0.0% | $1.09 | — | MBS 30yr | 36220LV24 |
| — | Government National Mortgage Association II 7.00% 4/20/29 | 49,239 | $58,000 | 0.0% | $1.18 | — | MBS 30yr | 36202DBK6 |
| — | Government National Mortgage Association 7.00% 9/15/31 | 48,774 | $57,000 | 0.0% | $1.17 | — | MBS 30yr | 36225BPM4 |
| — | Government National Mortgage Association 6.00% 3/15/29 | 51,309 | $57,000 | 0.0% | $1.11 | — | MBS 30yr | 36209FGU7 |
| VZ | Verizon Communications Inc | 1,236 | $57,000 | 0.0% | $26.13 | 0.0% | Common Stock | 92343V104 |
| — | Government National Mortgage Association 7.49% 2/15/20 | 52,149 | $57,000 | 0.0% | $1.09 | — | MBS 30yr | 36220LVU2 |
| — | Government National Mortgage Association 6.50% 7/15/24 | 51,047 | $57,000 | 0.0% | $1.12 | — | MBS 30yr | 36225AAB6 |
| — | Government National Mortgage Association II 7.00% 10/20/31 | 47,928 | $56,000 | 0.0% | $1.17 | — | MBS 30yr | 36202DSS1 |
| — | Government National Mortgage Association 7.49% 3/15/20 | 51,024 | $56,000 | 0.0% | $1.10 | — | MBS 30yr | 36220LVY4 |
| — | Government National Mortgage Association 7.49% 6/15/20 | 52,299 | $56,000 | 0.0% | $1.07 | — | MBS 30yr | 36220TMN1 |
| — | Government National Mortgage Association II 7.49% 7/20/20 | 54,118 | $56,000 | 0.0% | $1.03 | — | MBS 30yr | 3622012M6 |
| — | Government National Mortgage Association 9.50% 3/15/20 | 49,422 | $56,000 | 0.0% | $1.13 | — | MBS 30yr | 36220SCL8 |
| — | Government National Mortgage Association II 7.50% 11/20/26 | 46,220 | $54,000 | 0.0% | $1.17 | — | MBS 30yr | 36202CSK0 |
| — | Government National Mortgage Association 11.50% 9/15/20 | 52,499 | $54,000 | 0.0% | $1.03 | — | MBS 30yr | 36225ABP4 |
| — | Government National Mortgage Association II 7.00% 12/20/34 | 48,117 | $54,000 | 0.0% | $1.12 | — | MBS 30yr | 36202EBY4 |
| — | Government National Mortgage Association 10.50% 2/15/20 | 46,737 | $53,000 | 0.0% | $1.13 | — | MBS 30yr | 36225APJ3 |
| — | Government National Mortgage Association 10.00% 12/15/19 | 48,409 | $53,000 | 0.0% | $1.09 | — | MBS 30yr | 36225A2N9 |
| — | Government National Mortgage Association 9.00% 9/15/25 | 49,105 | $52,000 | 0.0% | $1.06 | — | MBS 30yr | 36225BHB7 |
| ABT | Abbott Laboratories | 1,523 | $50,000 | 0.0% | $27.71 | 0.0% | Common Stock | 002824100 |
| — | Government National Mortgage Association II 7.50% 3/20/28 | 42,101 | $50,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CZ63 |
| — | Government National Mortgage Association 7.49% 1/15/20 | 45,656 | $49,000 | 0.0% | $1.07 | — | MBS 30yr | 36220LVK4 |
| — | Government National Mortgage Association 7.50% 8/20/25 | 41,338 | $49,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CH97 |
| — | Government National Mortgage Association 7.00% 4/15/16 | 48,096 | $49,000 | 0.0% | $1.02 | — | MBS 15yr | 36212G5W8 |
| — | Government National Mortgage Association 7.49% 5/15/20 | 46,960 | $48,000 | 0.0% | $1.02 | — | MBS 30yr | 36220TMK7 |
| — | Government National Mortgage Association II 8.50% 7/20/24 | 41,455 | $48,000 | 0.0% | $1.16 | — | MBS 30yr | 36202B7J8 |
| — | Government National Mortgage Association 10.50% 12/15/20 | 44,169 | $48,000 | 0.0% | $1.09 | — | MBS 30yr | 36225ACB4 |
| — | Federal National Mortgage Association 6.50% 7/1/17 | 45,546 | $48,000 | 0.0% | $1.05 | — | MBS 15yr | 31371KQ20 |
| — | Government National Mortgage Association 6.00% 12/15/28 | 42,491 | $47,000 | 0.0% | $1.11 | — | MBS 30yr | 36210AWU7 |
| — | Government National Mortgage Association II 7.00% 5/20/32 | 40,495 | $47,000 | 0.0% | $1.16 | — | MBS 30yr | 36202DS51 |
| — | Government National Mortgage Association 6.00% 6/15/29 | 43,253 | $47,000 | 0.0% | $1.09 | — | MBS 30yr | 36225BET1 |
| — | Government National Mortgage Association 7.49% 4/15/20 | 42,962 | $46,000 | 0.0% | $1.07 | — | MBS 30yr | 36220TL93 |
| — | Time Warner Inc | 706 | $46,000 | 0.0% | $65.16 | — | Common Stock | 887317303 |
| — | Federal Home Loan Mortgage Corp 6.00% 2/1/32 | 42,152 | $46,000 | 0.0% | $1.09 | — | MBS 30yr | 31287PC84 |
| — | Government National Mortgage Association II 8.00% 2/20/29 | 42,768 | $46,000 | 0.0% | $1.08 | — | MBS 30yr | 36202DAT8 |
| — | Government National Mortgage Association II 7.50% 7/20/29 | 38,793 | $46,000 | 0.0% | $1.19 | — | MBS 30yr | 36202DCV1 |
| — | Government National Mortgage Association 8.00% 10/15/35 | 42,524 | $45,000 | 0.0% | $1.06 | — | MBS Other | 36212W5N3 |
| ABBV | ABBVIE INC COM | 1,010 | $45,000 | 0.0% | $27.16 | 0.0% | Common Stocks | 00287Y109 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 39,049 | $44,000 | 0.0% | $1.13 | — | MBS 30yr | 3622014L6 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 39,321 | $44,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014A0 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 38,503 | $43,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014B8 |
| — | Government National Mortgage Association II 7.50% 12/20/26 | 35,402 | $42,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CS61 |
| — | Government National Mortgage Association 11.50% 11/16/17 | 38,724 | $42,000 | 0.0% | $1.08 | — | Agncy CMO Other | 38374L7N5 |
| — | Government National Mortgage Association II 7.49% 2/20/20 | 41,698 | $42,000 | 0.0% | $1.01 | — | MBS 30yr | 36220LVZ1 |
| — | Government National Mortgage Association 6.50% 8/20/27 | 35,907 | $41,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CW74 |
| — | Government National Mortgage Association 9.00% 10/15/16 | 39,366 | $41,000 | 0.0% | $1.04 | — | MBS 30yr | 36216HBZ8 |
| — | Government National Mortgage Assoc 8.00% 1/20/28 | 35,236 | $41,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CZB2 |
| — | Government National Mortgage Association 10.00% 4/15/25 | 36,332 | $39,000 | 0.0% | $1.07 | — | MBS 30yr | 36225BB98 |
| — | Government National Mortgage Association 7.49% 4/15/20 | 38,675 | $39,000 | 0.0% | $1.01 | — | MBS 30yr | 36220TMC5 |
| — | Government National Mortgage Assoc 8.00% 3/20/29 | 36,550 | $38,000 | 0.0% | $1.04 | — | MBS 30yr | 36202DA92 |
| — | Government National Mortgage Association 11.00% 12/15/18 | 35,328 | $36,000 | 0.0% | $1.02 | — | MBS 30yr | 36225AH86 |
| — | Government National Mortgage Association 9.50% 12/15/17 | 34,072 | $36,000 | 0.0% | $1.06 | — | MBS 30yr | 36225A2Q2 |
| — | Government National Mortgage Association II 7.49% 11/20/20 | 35,971 | $36,000 | 0.0% | $1.00 | — | MBS 30yr | 362203KC4 |
| — | Government National Mortgage Association 9.50% 9/15/22 | 32,121 | $35,000 | 0.0% | $1.09 | — | MBS 30yr | 36225AVA5 |
| — | Federal National Mortgage Association 6.00% 9/1/29 | 32,158 | $35,000 | 0.0% | $1.09 | — | MBS 30yr | 31374TYW3 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 33,745 | $35,000 | 0.0% | $1.04 | — | MBS 30yr | 36210PLV4 |
| — | Government National Mortgage Association 7.49% 3/15/25 | 34,610 | $35,000 | 0.0% | $1.01 | — | MBS 30yr | 36206GGV6 |
| — | Federal National Mortgage Association 8.00% 11/1/19 | 31,151 | $35,000 | 0.0% | $1.12 | — | MBS 20yr | 31384G4N2 |
| — | Federal National Mortgage Association 6.50% 9/1/28 | 32,244 | $35,000 | 0.0% | $1.09 | — | MBS 30yr | 31380PJE0 |
| — | Government National Mortgage Association 10.50% 11/15/17 | 33,422 | $34,000 | 0.0% | $1.02 | — | MBS 30yr | 3621804U2 |
| — | Government National Mortgage Association II 8.00% 7/20/30 | 27,502 | $34,000 | 0.0% | $1.24 | — | MBS 30yr | 36202DHX2 |
| — | Government National Mortgage Association 7.49% 4/15/20 | 32,464 | $33,000 | 0.0% | $1.02 | — | MBS 30yr | 36220LU74 |
| — | Government National Mortgage Association II 9.00% 7/20/16 | 31,421 | $33,000 | 0.0% | $1.05 | — | MBS 30yr | 36202AUN5 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 31,355 | $33,000 | 0.0% | $1.05 | — | MBS 30yr | 36211SXP7 |
| — | Government National Mortgage Association II 7.50% 6/20/30 | 30,034 | $33,000 | 0.0% | $1.10 | — | MBS 30yr | 36202DHK0 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 28,446 | $32,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014F9 |
| — | Government National Mortgage Association 9.00% 12/15/19 | 30,045 | $32,000 | 0.0% | $1.07 | — | MBS 30yr | 36225AQ29 |
| — | Federal Home Loan Mortgage Corp 6.50% 1/1/29 | 29,606 | $32,000 | 0.0% | $1.08 | — | MBS 30yr | 31292GX68 |
| — | Government National Mortgage Association II 8.50% 2/20/27 | 26,710 | $31,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CUD3 |
| ORCL | Oracle Corp | 958 | $31,000 | 0.0% | $27.07 | 0.0% | Common Stock | 68389X105 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 28,364 | $31,000 | 0.0% | $1.09 | — | MBS 30yr | 36207TSH5 |
| — | Federal Home Loan Mortgage Corp 6.00% 12/1/31 | 26,713 | $29,000 | 0.0% | $1.09 | — | MBS 30yr | 31287L4D1 |
| — | Government National Mortgage Association II 6.50% 5/20/32 | 25,134 | $29,000 | 0.0% | $1.15 | — | MBS 30yr | 36202DS44 |
| CAT | Caterpillar Inc | 365 | $29,000 | 0.0% | $61.64 | 0.0% | Common Stock | 149123101 |
| MS | Morgan Stanley | 1,103 | $29,000 | 0.0% | $19.65 | 0.0% | Common Stock | 617446448 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 26,133 | $29,000 | 0.0% | $1.11 | — | MBS 30yr | 3622012X2 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 28,635 | $29,000 | 0.0% | $1.01 | — | MBS 30yr | 36211SRB5 |
| — | Federal Home Loan Mortgage Corp 6.50% 5/1/26 | 26,761 | $28,000 | 0.0% | $1.05 | — | MBS 30yr | 31335GNP6 |
| — | Federal National Mortgage Association 7.00% 10/1/26 | 25,301 | $28,000 | 0.0% | $1.11 | — | MBS 30yr | 31374TVC0 |
| — | Government National Mortgage Association II 7.49% 4/20/20 | 28,299 | $28,000 | 0.0% | $0.99 | — | MBS 30yr | 36220LU82 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 26,700 | $28,000 | 0.0% | $1.05 | — | MBS 30yr | 36210RW48 |
| — | Federal Home Loan Mortgage Corp 7.00% 9/1/30 | 24,991 | $28,000 | 0.0% | $1.12 | — | MBS 30yr | 31298EYZ2 |
| — | Government National Mortgage Assoc 8.00% 12/20/27 | 24,244 | $28,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CYW7 |
| — | Government National Mortgage Assoc 8.00% 1/20/29 | 26,010 | $28,000 | 0.0% | $1.08 | — | MBS 30yr | 36202DAE1 |
| — | Government National Mortgage Assoc 8.00% 11/20/27 | 22,200 | $27,000 | 0.0% | $1.22 | — | MBS 30yr | 36202CYH0 |
| BAC | Bank of America Corp | 1,988 | $27,000 | 0.0% | $11.23 | 0.0% | Common Stock | 060505104 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 27,472 | $27,000 | 0.0% | $0.98 | — | MBS 30yr | 36209RAD5 |
| — | Government National Mortgage Association II 7.50% 11/20/29 | 27,146 | $27,000 | 0.0% | $0.99 | — | MBS 30yr | 36211TKM6 |
| — | Government National Mortgage Association 7.49% 8/15/24 | 27,417 | $27,000 | 0.0% | $0.98 | — | MBS 30yr | 36204YK85 |
| — | Federal National Mortgage Association 6.00% 1/1/37 | 24,299 | $26,000 | 0.0% | $1.07 | — | MBS 30yr | 31410XZR0 |
| — | Government National Mortgage Association II 6.00% 4/20/33 | 23,227 | $26,000 | 0.0% | $1.12 | — | MBS 30yr | 36202DXD8 |
| — | Government National Mortgage Association II 7.49% 11/20/19 | 26,580 | $26,000 | 0.0% | $0.98 | — | MBS 30yr | 36220FR55 |
| — | Government National Mortgage Association II 7.00% 11/20/34 | 22,736 | $26,000 | 0.0% | $1.14 | — | MBS 30yr | 36202EBH1 |
| — | Government National Mortgage Association 9.50% 11/15/20 | 25,261 | $26,000 | 0.0% | $1.03 | — | MBS 30yr | 362173JM9 |
| — | Government National Mortgage Assoc 8.00% 2/20/28 | 23,292 | $26,000 | 0.0% | $1.12 | — | MBS 30yr | 36202CZP1 |
| — | Government National Mortgage Association 7.49% 7/15/20 | 25,669 | $25,000 | 0.0% | $0.97 | — | MBS 30yr | 3622012N4 |
| — | Government National Mortgage Association II 6.50% 4/20/33 | 22,111 | $25,000 | 0.0% | $1.13 | — | MBS 30yr | 36202DXE6 |
| — | Federal Home Loan Mortgage Corp 6.00% 5/1/29 | 23,266 | $25,000 | 0.0% | $1.07 | — | MBS 30yr | 31283HEG6 |
| — | Government National Mortgage Association II 7.49% 7/20/20 | 25,339 | $25,000 | 0.0% | $0.99 | — | MBS 30yr | 3622012S3 |
| — | Government National Mortgage Association 7.49% 6/15/20 | 25,537 | $25,000 | 0.0% | $0.98 | — | MBS 30yr | 36220TMQ4 |
| — | Government National Mortgage Association 7.00% 12/15/30 | 21,442 | $25,000 | 0.0% | $1.17 | — | MBS 30yr | 36225BLL0 |
| — | Government National Mortgage Association II 7.49% 4/20/20 | 25,844 | $25,000 | 0.0% | $0.97 | — | MBS 30yr | 36220TMB7 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 22,176 | $25,000 | 0.0% | $1.13 | — | MBS 30yr | 3622012P9 |
| — | Government National Mortgage Association 10.50% 5/15/18 | 25,525 | $25,000 | 0.0% | $0.98 | — | MBS 30yr | 36218MSH7 |
| MMM | 3M Co | 215 | $25,000 | 0.0% | $65.98 | 0.0% | Common Stock | 88579Y101 |
| NOC | Northrop Grumman Corp | 254 | $24,000 | 0.0% | $74.87 | 0.0% | Common Stock | 666807102 |
| — | Government National Mortgage Association 7.00% 8/15/27 | 20,841 | $24,000 | 0.0% | $1.15 | — | MBS 30yr | 36225AVT4 |
| — | Government National Mortgage Association II 9.00% 10/20/16 | 23,024 | $24,000 | 0.0% | $1.04 | — | MBS 30yr | 36202AWC7 |
| — | Government National Mortgage Association 10.50% 8/15/21 | 22,009 | $24,000 | 0.0% | $1.09 | — | MBS 30yr | 36223SLX9 |
| — | Government National Mortgage Association 7.49% 11/15/24 | 23,772 | $23,000 | 0.0% | $0.97 | — | MBS 30yr | 36204YLU5 |
| — | Government National Mortgage Association II 7.49% 10/20/20 | 23,904 | $23,000 | 0.0% | $0.96 | — | MBS 30yr | 3622013Q6 |
| EOG | EOG Resources Inc | 138 | $23,000 | 0.0% | $56.38 | 0.0% | Common Stock | 26875P101 |
| — | Government National Mortgage Assoc 8.00% 12/20/25 | 20,413 | $23,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CLW1 |
| — | Hewlett-Packard Co | 1,072 | $22,000 | 0.0% | $20.52 | — | Common Stock | 428236103 |
| — | Federal National Mortgage Association 6.50% 4/1/37 | 20,178 | $22,000 | 0.0% | $1.09 | — | MBS 30yr | 31411UPM7 |
| — | Government National Mortgage Association II 7.49% 6/20/20 | 22,752 | $22,000 | 0.0% | $0.97 | — | MBS 30yr | 36220TMP6 |
| — | Raytheon Co | 294 | $22,000 | 0.0% | $74.83 | — | Common Stock | 755111507 |
| — | Government National Mortgage Association II 7.49% 12/20/20 | 22,596 | $22,000 | 0.0% | $0.97 | — | MBS 30yr | 362203J36 |
| — | Federal National Mortgage Association 7.00% 12/1/37 | 18,311 | $22,000 | 0.0% | $1.20 | — | MBS 30yr | 31412MBE7 |
| — | Government National Mortgage Association II 8.00% 4/20/27 | 18,890 | $22,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CVF7 |
| — | Government National Mortgage Association II 8.50% 7/20/30 | 17,694 | $21,000 | 0.0% | $1.19 | — | MBS 30yr | 36202DHY0 |
| — | Federal National Mortgage Association 6.50% 11/1/36 | 18,903 | $21,000 | 0.0% | $1.11 | — | MBS 30yr | 31411CD40 |
| — | Government National Mortgage Association II 7.50% 9/20/27 | 17,731 | $21,000 | 0.0% | $1.18 | — | MBS 30yr | 36202CXN8 |
| — | Government National Mortgage Association II 7.50% 1/20/28 | 18,006 | $21,000 | 0.0% | $1.17 | — | MBS 30yr | 36202CY98 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 21,287 | $21,000 | 0.0% | $0.99 | — | MBS 30yr | 36209JP39 |
| — | United Technologies Corp | 203 | $21,000 | 0.0% | $103.45 | — | Common Stock | 913017109 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 18,741 | $21,000 | 0.0% | $1.12 | — | MBS 30yr | 3622013B9 |
| AMGN | Amgen Inc | 192 | $21,000 | 0.0% | $76.98 | 0.0% | Common Stock | 031162100 |
| MO | Altria Group Inc | 599 | $20,000 | 0.0% | $16.17 | 0.0% | Common Stock | 02209S103 |
| — | Government National Mortgage Association 7.49% 3/15/25 | 20,789 | $20,000 | 0.0% | $0.96 | — | MBS 30yr | 36206GGX2 |
| — | Government National Mortgage Association 10.50% 12/15/21 | 20,470 | $20,000 | 0.0% | $0.98 | — | MBS 30yr | 36223NMX9 |
| — | Government National Mortgage Association 9.50% 8/15/20 | 19,039 | $19,000 | 0.0% | $1.00 | — | MBS 30yr | 36220WJ73 |
| LOW | Lowe's Cos Inc | 407 | $19,000 | 0.0% | $36.41 | 0.0% | Common Stock | 548661107 |
| — | Federal Home Loan Mortgage Corp 8.00% 6/1/30 | 19,488 | $19,000 | 0.0% | $0.97 | — | MBS 30yr | 31288GY89 |
| — | Government National Mortgage Association 7.49% 6/15/25 | 19,382 | $19,000 | 0.0% | $0.98 | — | MBS 30yr | 36206HXT0 |
| CVS | CVS Caremark Corp | 349 | $19,000 | 0.0% | $42.78 | 0.0% | Common Stock | 126650100 |
| — | Government National Mortgage Association II 7.49% 12/20/20 | 19,252 | $19,000 | 0.0% | $0.99 | — | MBS 30yr | 362203JU6 |
| ADP | Automatic Data Processing Inc | 268 | $19,000 | 0.0% | $48.32 | 0.0% | Common Stock | 053015103 |
| — | Government National Mortgage Assoc 8.50% 10/15/29 | 18,800 | $19,000 | 0.0% | $1.01 | — | MBS 30yr | 36211EWW4 |
| FCX | Freeport-McMoRan Copper & Gold Inc | 557 | $18,000 | 0.0% | $25.67 | 0.0% | Common Stock | 35671D857 |
| — | Government National Mortgage Association 6.50% 11/20/31 | 16,082 | $18,000 | 0.0% | $1.12 | — | MBS 30yr | 36202DQN4 |
| — | Government National Mortgage Association 9.00% 4/15/21 | 18,579 | $18,000 | 0.0% | $0.97 | — | MBS 30yr | 3622092P2 |
| UNH | UnitedHealth Group Inc | 253 | $18,000 | 0.0% | $58.63 | 0.0% | Common Stock | 91324P102 |
| — | Aetna Inc | 293 | $18,000 | 0.0% | $61.43 | — | Common Stock | 00817Y108 |
| — | Federal Home Loan Mortgage Corp 7.00% 7/1/29 | 16,076 | $18,000 | 0.0% | $1.12 | — | MBS 30yr | 31293TFE2 |
| — | Government National Mortgage Association II 7.49% 11/20/19 | 17,988 | $18,000 | 0.0% | $1.00 | — | MBS 30yr | 36220FRZ9 |
| PSX | Phillips 66 | 312 | $18,000 | 0.0% | $37.50 | 0.0% | Common Stock | 718546104 |
| — | Government National Mortgage Association 10.50% 7/15/17 | 18,670 | $18,000 | 0.0% | $0.96 | — | MBS 30yr | 36217YA57 |
| — | Government National Mortgage Association 9.00% 1/15/20 | 16,750 | $18,000 | 0.0% | $1.07 | — | MBS 30yr | 36219E3G3 |
| — | Government National Mortgage Association II 8.00% 6/20/26 | 15,485 | $18,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CPT4 |
| REGN | Regeneron Pharmaceuticals Inc | 56 | $17,000 | 0.0% | $261.58 | 0.0% | Common Stock | 75886F107 |
| MSI | MOTOROLA SOLUTIONS INC | 294 | $17,000 | 0.0% | $46.77 | 0.0% | Common Stock | 620076307 |
| — | Government National Mortgage Assoc 8.50% 10/15/29 | 17,489 | $17,000 | 0.0% | $0.97 | — | MBS 30yr | 36211SLH8 |
| BOH | Bank of Hawaii Corp | 305 | $16,000 | 0.0% | $34.92 | 0.0% | Common Stock | 062540109 |
| — | Federal Home Loan Mortgage Corp 8.00% 4/1/17 | 14,928 | $16,000 | 0.0% | $1.07 | — | MBS 30yr | 313401XQ9 |
| — | Government National Mortgage Association 10.50% 10/15/20 | 16,448 | $16,000 | 0.0% | $0.97 | — | MBS 30yr | 36220WRG4 |
| — | Government National Mortgage Association 10.50% 9/15/21 | 16,301 | $16,000 | 0.0% | $0.98 | — | MBS 30yr | 36223HWR4 |
| NKE | Nike Inc | 221 | $16,000 | 0.0% | $27.95 | 0.0% | Common Stock | 654106103 |
| EXC | Exelon Corp | 567 | $16,000 | 0.0% | $14.03 | 0.0% | Common Stock | 30161N101 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 15,709 | $16,000 | 0.0% | $1.02 | — | MBS 30yr | 36211SQU4 |
| — | Government National Mortgage Association II 7.50% 12/20/27 | 13,562 | $16,000 | 0.0% | $1.18 | — | MBS 30yr | 36202CYV9 |
| MCD | McDonald's Corp | 174 | $16,000 | 0.0% | $70.55 | 0.0% | Common Stock | 580135101 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 15,826 | $16,000 | 0.0% | $1.01 | — | MBS 30yr | 36211CAK8 |
| — | Government National Mortgage Association II 6.50% 3/20/28 | 13,277 | $15,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CZ48 |
| — | Government National Mortgage Association 10.50% 6/15/19 | 13,614 | $15,000 | 0.0% | $1.10 | — | MBS 30yr | 36220AL45 |
| — | Government National Mortgage Association 10.50% 4/15/19 | 15,430 | $15,000 | 0.0% | $0.97 | — | MBS 30yr | 36220BB69 |
| — | Federal Home Loan Mortgage Corp 8.00% 3/1/17 | 14,391 | $15,000 | 0.0% | $1.04 | — | MBS 30yr | 313401XK2 |
| — | Time Warner Cable Inc | 137 | $15,000 | 0.0% | $109.49 | — | Common Stock | 88732J207 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/26 | 13,880 | $15,000 | 0.0% | $1.08 | — | MBS 30yr | 3128FBJ63 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/28 | 14,136 | $15,000 | 0.0% | $1.06 | — | MBS 30yr | 31292GU53 |
| — | Government National Mortgage Association 10.50% 7/15/19 | 14,546 | $15,000 | 0.0% | $1.03 | — | MBS 30yr | 36219XK72 |
| — | Federal Home Loan Mortgage Corp 6.50% 7/1/28 | 14,182 | $15,000 | 0.0% | $1.06 | — | MBS 30yr | 31292GWN2 |
| GLW | Corning Inc | 1,040 | $15,000 | 0.0% | $10.75 | 0.0% | Common Stock | 219350105 |
| CL | Colgate-Palmolive Co | 252 | $14,000 | 0.0% | $44.56 | 0.0% | Common Stock | 194162103 |
| — | Government National Mortgage Association 9.50% 9/15/20 | 14,369 | $14,000 | 0.0% | $0.97 | — | MBS 30yr | 36220WST5 |
| — | Government National Mortgage Association 10.50% 8/15/20 | 13,900 | $14,000 | 0.0% | $1.01 | — | MBS 30yr | 36217GQN0 |
| — | Government National Mortgage Association II 9.00% 12/20/16 | 13,843 | $14,000 | 0.0% | $1.01 | — | MBS 30yr | 36202AXE2 |
| — | Government National Mortgage Association 10.50% 4/15/18 | 12,943 | $14,000 | 0.0% | $1.08 | — | MBS 30yr | 36225AWA4 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 14,196 | $14,000 | 0.0% | $0.99 | — | MBS 30yr | 36211EKU1 |
| LMT | Lockheed Martin Corp | 110 | $14,000 | 0.0% | $86.03 | 0.0% | Common Stock | 539830109 |
| BMY | Bristol-Myers Squibb Co | 289 | $13,000 | 0.0% | $29.22 | 0.0% | Common Stock | 110122108 |
| — | Government National Mortgage Association II 8.00% 1/20/27 | 11,798 | $13,000 | 0.0% | $1.10 | — | MBS 30yr | 36202CTT0 |
| LLY | Eli Lilly & Co | 271 | $13,000 | 0.0% | $40.99 | 0.0% | Common Stock | 532457108 |
| — | Medtronic Inc | 252 | $13,000 | 0.0% | $51.59 | — | Common Stock | 585055106 |
| — | Federal National Mortgage Association 6.50% 9/1/28 | 11,518 | $13,000 | 0.0% | $1.13 | — | MBS 30yr | 31371GZ86 |
| — | Government National Mortgage Association 6.50% 3/15/29 | 11,721 | $13,000 | 0.0% | $1.11 | — | MBS 30yr | 36210VVK4 |
| IWF | ISHARES RUS | 168 | $13,000 | 0.0% | $77.38 | — | Common Stocks | 464287614 |
| — | Government National Mortgage Association II 7.49% 12/20/20 | 12,720 | $12,000 | 0.0% | $0.94 | — | MBS 30yr | 362203JX0 |
| — | Government National Mortgage Association II 7.49% 1/20/20 | 12,364 | $12,000 | 0.0% | $0.97 | — | MBS 30yr | 36220LVJ7 |
| — | Government National Mortgage Association II 8.00% 5/20/25 | 10,706 | $12,000 | 0.0% | $1.12 | — | MBS 30yr | 36202CGN7 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/36 | 11,244 | $12,000 | 0.0% | $1.07 | — | MBS 30yr | 3128LXTD2 |
| — | Government National Mortgage Association II 8.75% 3/20/17 | 12,029 | $12,000 | 0.0% | $1.00 | — | MBS 30yr | 36202LHR7 |
| — | Government National Mortgage Association II 8.00% 4/20/26 | 11,184 | $12,000 | 0.0% | $1.07 | — | MBS 30yr | 36202CNW9 |
| — | Government National Mortgage Association 7.49% 5/15/20 | 12,693 | $12,000 | 0.0% | $0.95 | — | MBS 30yr | 36220TMH4 |
| — | Government National Mortgage Association 11.50% 4/15/19 | 12,189 | $12,000 | 0.0% | $0.98 | — | MBS 30yr | 36225BBV9 |
| — | Government National Mortgage Association 7.49% 2/15/25 | 11,551 | $11,000 | 0.0% | $0.95 | — | MBS 30yr | 36206GF54 |
| — | Federal National Mortgage Association 6.50% 10/1/32 | 10,500 | $11,000 | 0.0% | $1.05 | — | MBS 30yr | 31390HRT4 |
| EMR | Emerson Electric Co | 184 | $11,000 | 0.0% | $43.83 | 0.0% | Common Stock | 291011104 |
| — | Reynolds American Inc | 245 | $11,000 | 0.0% | $44.90 | — | Common Stock | 761713106 |
| — | Government National Mortgage Association 10.50% 3/15/19 | 11,887 | $11,000 | 0.0% | $0.93 | — | MBS 30yr | 36219YD60 |
| SLB | Schlumberger Ltd | 125 | $11,000 | 0.0% | $58.98 | 0.0% | Common Stock | 806857108 |
| AFL | Aflac Inc | 185 | $11,000 | 0.0% | $22.45 | 0.0% | Common Stock | 001055102 |
| TGT | Target Corp | 178 | $11,000 | 0.0% | $47.18 | 0.0% | Common Stock | 87612E106 |
| NFLX | NetFlix Inc | 38 | $11,000 | 0.0% | $3.86 | 0.0% | Common Stock | 64110L106 |
| — | Government National Mortgage Association II 8.00% 7/20/26 | 9,258 | $11,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CQA4 |
| — | Government National Mortgage Assoc 8.00% 9/20/28 | 9,742 | $11,000 | 0.0% | $1.13 | — | MBS 30yr | 36202C5G4 |
| — | Government National Mortgage Association 6.50% 5/20/27 | 10,460 | $11,000 | 0.0% | $1.05 | — | MBS 30yr | 36202CVT7 |
| — | Government National Mortgage Assoc 8.00% 6/20/23 | 10,039 | $11,000 | 0.0% | $1.10 | — | MBS 30yr | 36202BLD5 |
| — | Government National Mortgage Assoc 8.00% 6/20/28 | 10,011 | $11,000 | 0.0% | $1.10 | — | MBS 30yr | 36202C3P6 |
| — | Government National Mortgage Assoc 8.00% 8/20/25 | 9,217 | $11,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CJC8 |
| — | Government National Mortgage Assoc 8.50% 10/15/29 | 11,643 | $11,000 | 0.0% | $0.94 | — | MBS 30yr | 36211MQC7 |
| ITW | Illinois Tool Works Inc | 153 | $11,000 | 0.0% | $54.78 | 0.0% | Common Stock | 452308109 |
| KMB | Kimberly-Clark Corp | 107 | $10,000 | 0.0% | $61.08 | 0.0% | Common Stock | 494368103 |
| — | Federal National Mortgage Association 9.25% 3/25/18 | 9,757 | $10,000 | 0.0% | $1.02 | — | Agncy CMO Z | 313602BE3 |
| — | Government National Mortgage Association 10.50% 12/15/17 | 10,640 | $10,000 | 0.0% | $0.94 | — | MBS 30yr | 36218Q6L3 |
| — | Government National Mortgage Association 10.50% 6/15/19 | 10,096 | $10,000 | 0.0% | $0.99 | — | MBS 30yr | 36225AVN7 |
| — | Government National Mortgage Association 10.50% 7/15/20 | 9,946 | $10,000 | 0.0% | $1.01 | — | MBS 30yr | 36220QVS6 |
| CRM | Salesforce.com Inc | 200 | $10,000 | 0.0% | $44.85 | 0.0% | Common Stock | 79466L302 |
| SYY | SYSCO Corp | 342 | $10,000 | 0.0% | $23.98 | 0.0% | Common Stock | 871829107 |
| — | Government National Mortgage Association 10.50% 11/15/20 | 10,062 | $10,000 | 0.0% | $0.99 | — | MBS 30yr | 362207Q96 |
| TRV | Travelers Companies Inc | 123 | $10,000 | 0.0% | $62.78 | 0.0% | Common Stock | 89417E109 |
| WU | Western Union Co/The | 555 | $10,000 | 0.0% | $18.02 | — | Common Stock | 959802109 |
| — | Government National Mortgage Assoc 8.00% 8/20/24 | 8,793 | $10,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CBJ1 |
| BEN | Franklin Resources Inc | 204 | $10,000 | 0.0% | $28.71 | 0.0% | Common Stock | 354613101 |
| HIG | Hartford Financial Services Group Inc | 340 | $10,000 | 0.0% | $24.13 | 0.0% | Common Stock | 416515104 |
| ADM | Archer-Daniels-Midland Co | 283 | $10,000 | 0.0% | $25.63 | 0.0% | Common Stock | 039483102 |
| ALL | Allstate Corp/The | 185 | $9,000 | 0.0% | $38.56 | 0.0% | Common Stock | 020002101 |
| GIS | General Mills Inc | 193 | $9,000 | 0.0% | $32.89 | 0.0% | Common Stock | 370334104 |
| — | Government National Mortgage Assoc 8.00% 11/20/25 | 7,945 | $9,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CLB7 |
| — | Government National Mortgage Assoc 8.00% 1/20/25 | 8,502 | $9,000 | 0.0% | $1.06 | — | MBS 30yr | 36202CEJ8 |
| — | Cit Group Inc | 203 | $9,000 | 0.0% | $44.33 | — | Common Stock | 125581801 |
| — | Coca-Cola Enterprises Inc | 229 | $9,000 | 0.0% | $39.30 | — | Common Stock | 19122T109 |
| — | Federal Home Loan Mortgage Corp 7.00% 4/1/32 | 8,257 | $9,000 | 0.0% | $1.09 | — | MBS 30yr | 31287RP37 |
| — | Government National Mortgage Association 10.50% 7/15/19 | 9,328 | $9,000 | 0.0% | $0.96 | — | MBS 30yr | 36220C5F4 |
| — | Vectren Corp | 289 | $9,000 | 0.0% | $31.14 | — | Common Stock | 92240G101 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/17 | 8,732 | $9,000 | 0.0% | $1.03 | — | MBS 15yr | 3128GWEE4 |
| SHW | Sherwin-Williams Co/The | 53 | $9,000 | 0.0% | $52.24 | 0.0% | Common Stock | 824348106 |
| — | Government National Mortgage Association II 6.50% 12/20/28 | 8,107 | $9,000 | 0.0% | $1.11 | — | MBS 30yr | 36202C7A5 |
| — | Lorillard Inc | 203 | $9,000 | 0.0% | $44.33 | — | Common Stock | 544147101 |
| — | Government National Mortgage Association II 7.00% 9/20/37 | 8,305 | $9,000 | 0.0% | $1.08 | — | MBS 30yr | 36202EPP8 |
| — | Leucadia National Corp | 331 | $9,000 | 0.0% | $27.19 | — | Common Stock | 527288104 |
| — | L Brands Inc | 160 | $9,000 | 0.0% | $56.25 | — | Common Stock | 501797104 |
| PAYX | Paychex Inc | 231 | $9,000 | 0.0% | $27.01 | 0.0% | Common Stock | 704326107 |
| — | Starwood Hotels & Resorts Worldwide Inc | 125 | $8,000 | 0.0% | $64.00 | — | Common Stock | 85590A401 |
| — | Government National Mortgage Association II 7.50% 5/20/30 | 6,793 | $8,000 | 0.0% | $1.18 | — | MBS 30yr | 36202DG62 |
| — | Government National Mortgage Association 7.00% 1/20/26 | 7,211 | $8,000 | 0.0% | $1.11 | — | MBS 30yr | 36202CMA8 |
| — | Government National Mortgage Association 10.50% 5/15/19 | 8,425 | $8,000 | 0.0% | $0.95 | — | MBS 30yr | 362198CV3 |
| DAL | Delta Air Lines Inc | 341 | $8,000 | 0.0% | $18.04 | 0.0% | Common Stock | 247361702 |
| — | Government National Mortgage Association 10.50% 11/15/18 | 8,810 | $8,000 | 0.0% | $0.91 | — | MBS 30yr | 36219GV69 |
| BSX | Boston Scientific Corp | 689 | $8,000 | 0.0% | $10.82 | 0.0% | Common Stock | 101137107 |
| — | National Oilwell Varco Inc | 110 | $8,000 | 0.0% | $72.73 | — | Common Stock | 637071101 |
| — | Government National Mortgage Association 9.00% 8/15/25 | 7,606 | $8,000 | 0.0% | $1.05 | — | MBS 30yr | 36206AM75 |
| — | Yahoo! Inc | 251 | $8,000 | 0.0% | $31.87 | — | Common Stock | 984332106 |
| RF | Regions Financial Corp | 944 | $8,000 | 0.0% | $6.54 | 0.0% | Common Stock | 7591EP100 |
| — | Government National Mortgage Association 7.00% 4/15/16 | 8,186 | $8,000 | 0.0% | $0.98 | — | MBS 15yr | 36213LFB1 |
| WMB | Williams Cos Inc/The | 245 | $8,000 | 0.0% | $17.72 | 0.0% | Common Stock | 969457100 |
| — | Techne Corp | 112 | $8,000 | 0.0% | $71.43 | — | Common Stock | 878377100 |
| — | Washington Post Co/The | 14 | $8,000 | 0.0% | $571.43 | — | Common Stock | 939640108 |
| WAT | Waters Corp | 77 | $8,000 | 0.0% | $102.55 | 0.0% | Common Stock | 941848103 |
| GT | Goodyear Tire & Rubber Co/The | 357 | $8,000 | 0.0% | $19.14 | 0.0% | Common Stock | 382550101 |
| CSX | CSX Corp | 343 | $8,000 | 0.0% | $6.86 | 0.0% | Common Stock | 126408103 |
| — | Computer Sciences Corp | 137 | $7,000 | 0.0% | $51.09 | — | Common Stock | 205363104 |
| — | ITT Corp | 207 | $7,000 | 0.0% | $33.82 | — | Common Stock | 450911201 |
| IBKR | Interactive Brokers Group Inc | 377 | $7,000 | 0.0% | $3.86 | 0.0% | Common Stock | 45841N107 |
| SPG | Simon Property Group Inc | 51 | $7,000 | 0.0% | $80.96 | 0.0% | REIT | 828806109 |
| — | Government National Mortgage Association 9.50% 7/15/25 | 6,342 | $7,000 | 0.0% | $1.10 | — | MBS 30yr | 36225BF78 |
| — | Federal National Mortgage Association 6.50% 1/1/32 | 6,885 | $7,000 | 0.0% | $1.02 | — | MBS 30yr | 31389BAB7 |
| — | Federal National Mortgage Association 6.50% 4/1/32 | 7,004 | $7,000 | 0.0% | $1.00 | — | MBS 30yr | 31388XTE4 |
| — | Government National Mortgage Association 10.50% 8/15/20 | 6,974 | $7,000 | 0.0% | $1.00 | — | MBS 30yr | 36220XT39 |
| WM | Waste Management Inc | 174 | $7,000 | 0.0% | $32.03 | 0.0% | Common Stock | 94106L109 |
| — | Government National Mortgage Association 11.50% 4/15/16 | 7,111 | $7,000 | 0.0% | $0.98 | — | MBS 30yr | 36225AMM9 |
| MU | Micron Technology Inc | 412 | $7,000 | 0.0% | $14.15 | 0.0% | Common Stock | 595112103 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/17 | 7,187 | $7,000 | 0.0% | $0.97 | — | MBS 15yr | 3128GWCK2 |
| — | Dell Inc | 551 | $7,000 | 0.0% | $12.70 | — | Common Stock | 24702R101 |
| — | WellPoint Inc | 86 | $7,000 | 0.0% | $81.40 | — | Common Stock | 94973V107 |
| — | Government National Mortgage Association 10.50% 8/15/19 | 7,077 | $7,000 | 0.0% | $0.99 | — | MBS 30yr | 36220GHW5 |
| — | Government National Mortgage Association 10.50% 11/15/17 | 7,596 | $7,000 | 0.0% | $0.92 | — | MBS 30yr | 36218KJ99 |
| YUM | Yum! Brands Inc | 108 | $7,000 | 0.0% | $41.01 | 0.0% | Common Stock | 988498101 |
| MOS | MOSAIC CO/THE | 175 | $7,000 | 0.0% | $36.35 | 0.0% | Common Stock | 61945C103 |
| KSS | Kohl's Corp | 145 | $7,000 | 0.0% | $52.24 | 0.0% | Common Stock | 500255104 |
| — | Staples Inc | 479 | $7,000 | 0.0% | $14.61 | — | Common Stock | 855030102 |
| PCG | PG&E Corp | 183 | $7,000 | 0.0% | $36.99 | 0.0% | Common Stock | 69331C108 |
| — | Health Care REIT Inc | 128 | $7,000 | 0.0% | $54.69 | — | REIT | 42217K106 |
| FLR | Fluor Corp | 107 | $7,000 | 0.0% | $57.29 | 0.0% | Common Stock | 343412102 |
| — | Government National Mortgage Association 6.50% 11/20/27 | 6,303 | $7,000 | 0.0% | $1.11 | — | MBS 30yr | 36202CYD9 |
| — | Annaly Capital Management Inc | 685 | $7,000 | 0.0% | $10.22 | — | REIT | 035710409 |
| — | Government National Mortgage Assoc 8.00% 3/20/26 | 6,723 | $7,000 | 0.0% | $1.04 | — | MBS 30yr | 36202CNC3 |
| — | Government National Mortgage Assoc 8.50% 10/15/27 | 7,227 | $7,000 | 0.0% | $0.97 | — | MBS 30yr | 36207E6Y5 |
| AZO | Autozone Inc | 17 | $7,000 | 0.0% | $427.95 | 0.0% | Common Stock | 053332102 |
| AEE | Ameren Corp | 188 | $6,000 | 0.0% | $23.34 | 0.0% | Common Stock | 023608102 |
| — | HCP Inc | 157 | $6,000 | 0.0% | $38.22 | — | REIT | 40414L109 |
| HCA | HCA HOLDINGS INC | 152 | $6,000 | 0.0% | $36.32 | 0.0% | Common Stock | 40412C101 |
| — | Government National Mortgage Assoc 8.00% 4/20/29 | 6,502 | $6,000 | 0.0% | $0.92 | — | MBS 30yr | 36202DBM2 |
| FLS | Flowserve Corp | 102 | $6,000 | 0.0% | $46.10 | 0.0% | Common Stock | 34354P105 |
| ADSK | Autodesk Inc | 162 | $6,000 | 0.0% | $36.93 | 0.0% | Common Stock | 052769106 |
| — | FMC Technologies Inc | 115 | $6,000 | 0.0% | $52.17 | — | Common Stock | 30249U101 |
| HSY | Hershey Co/The | 75 | $6,000 | 0.0% | $69.67 | 0.0% | Common Stock | 427866108 |
| — | Bally Technologies Inc | 88 | $6,000 | 0.0% | $68.18 | — | Common Stock | 05874B107 |
| — | Howard Hughes Corp/The | 59 | $6,000 | 0.0% | $101.69 | — | Common Stock | 44267D107 |
| — | Government National Mortgage Association 10.50% 7/15/19 | 6,222 | $6,000 | 0.0% | $0.96 | — | MBS 30yr | 36220H4E7 |
| — | Federal National Mortgage Association 8.00% 11/1/28 | 5,693 | $6,000 | 0.0% | $1.05 | — | MBS 30yr | 31385H2P6 |
| VFC | VF Corp | 32 | $6,000 | 0.0% | $46.15 | 0.0% | Common Stock | 918204108 |
| WY | Weyerhaeuser Co | 220 | $6,000 | 0.0% | $17.63 | 0.0% | REIT | 962166104 |
| TSLA | Tesla Motors Inc | 31 | $6,000 | 0.0% | $9.89 | 0.0% | Common Stock | 88160R101 |
| — | Legg Mason Inc | 181 | $6,000 | 0.0% | $33.15 | — | Common Stock | 524901105 |
| VRSN | Verisign Inc | 125 | $6,000 | 0.0% | $47.86 | 0.0% | Common Stock | 92343E102 |
| — | Federal Home Loan Mortgage Corp 6.50% 11/1/34 | 5,689 | $6,000 | 0.0% | $1.05 | — | MBS 30yr | 3128MJAZ3 |
| — | Federal National Mortgage Association 6.00% 10/1/29 | 5,810 | $6,000 | 0.0% | $1.03 | — | MBS 30yr | 31374T3C1 |
| — | Calpine Corp | 318 | $6,000 | 0.0% | $18.87 | — | Common Stock | 131347304 |
| INTU | Intuit Inc | 98 | $6,000 | 0.0% | $58.14 | 0.0% | Common Stock | 461202103 |
| — | Government National Mortgage Association II 8.00% 3/20/27 | 5,800 | $6,000 | 0.0% | $1.03 | — | MBS 30yr | 36202CUW1 |
| — | CA Inc | 229 | $6,000 | 0.0% | $26.20 | — | Common Stock | 12673P105 |
| — | ITC Holdings Corp | 67 | $6,000 | 0.0% | $89.55 | — | Common Stock | 465685105 |
| SON | Sonoco Products Co | 177 | $6,000 | 0.0% | $25.25 | 0.0% | Common Stock | 835495102 |
| — | Federal Home Loan Mortgage Corp 7.00% 11/1/28 | 5,597 | $6,000 | 0.0% | $1.07 | — | MBS 30yr | 31292GXF8 |
| NRG | NRG Energy Inc | 222 | $6,000 | 0.0% | $20.64 | 0.0% | Common Stock | 629377508 |
| EA | Electronic Arts Inc | 241 | $6,000 | 0.0% | $25.25 | 0.0% | Common Stock | 285512109 |
| WCC | WESCO International Inc | 80 | $6,000 | 0.0% | $72.11 | 0.0% | Common Stock | 95082P105 |
| EXPD | Expeditors International of Washington Inc | 153 | $6,000 | 0.0% | $35.28 | 0.0% | Common Stock | 302130109 |
| — | Government National Mortgage Association 10.50% 8/15/20 | 6,180 | $6,000 | 0.0% | $0.97 | — | MBS 30yr | 3622044N6 |
| — | Government National Mortgage Association II 7.00% 4/20/26 | 5,585 | $6,000 | 0.0% | $1.07 | — | MBS 30yr | 36202CNT6 |
| — | Rockwell Collins Inc | 91 | $6,000 | 0.0% | $65.93 | — | Common Stock | 774341101 |
| ROP | Roper Industries Inc | 46 | $6,000 | 0.0% | $119.24 | 0.0% | Common Stock | 776696106 |
| AGCO | AGCO Corp | 101 | $6,000 | 0.0% | $44.50 | 0.0% | Common Stock | 001084102 |
| — | Safeway Inc | 194 | $6,000 | 0.0% | $30.93 | — | Common Stock | 786514208 |
| EMN | Eastman Chemical Co | 78 | $6,000 | 0.0% | $53.06 | 0.0% | Common Stock | 277432100 |
| CAH | Cardinal Health Inc | 127 | $6,000 | 0.0% | $36.50 | 0.0% | Common Stock | 14149Y108 |
| — | Federal National Mortgage Association 6.50% 7/1/32 | 5,272 | $5,000 | 0.0% | $0.95 | — | MBS 30yr | 31390NQU9 |
| — | Kansas City Southern | 49 | $5,000 | 0.0% | $102.04 | — | Common Stock | 485170302 |
| TDG | TransDigm Group Inc | 42 | $5,000 | 0.0% | $76.29 | 0.0% | Common Stock | 893641100 |
| — | Government National Mortgage Association 8.50% 12/15/29 | 4,522 | $5,000 | 0.0% | $1.11 | — | MBS 30yr | 36209RCL5 |
| — | Government National Mortgage Association 10.50% 10/15/16 | 5,709 | $5,000 | 0.0% | $0.88 | — | MBS 30yr | 362161YZ8 |
| — | Government National Mortgage Association 10.50% 1/15/17 | 5,222 | $5,000 | 0.0% | $0.96 | — | MBS 30yr | 362163ZL4 |
| NWL | Newell Rubbermaid Inc | 184 | $5,000 | 0.0% | $16.93 | 0.0% | Common Stock | 651229106 |
| NEM | Newmont Mining Corp | 183 | $5,000 | 0.0% | $22.61 | 0.0% | Common Stock | 651639106 |
| BBY | Best Buy Co Inc | 159 | $5,000 | 0.0% | $21.56 | 0.0% | Common Stock | 086516101 |
| — | Government National Mortgage Association 10.50% 7/15/19 | 5,875 | $5,000 | 0.0% | $0.85 | — | MBS 30yr | 36220BPA5 |
| AES | AES Corp/The | 403 | $5,000 | 0.0% | $8.39 | 0.0% | Common Stock | 00130H105 |
| BF/B | Brown-Forman Corp | 79 | $5,000 | 0.0% | $22.81 | 0.0% | Common Stock | 115637209 |
| CTRA | Cabot Oil & Gas Corp | 152 | $5,000 | 0.0% | $27.09 | 0.0% | Common Stock | 127097103 |
| — | EI Du Pont de Nemours & Co | 97 | $5,000 | 0.0% | $51.55 | — | Common Stock | 263534109 |
| D | Dominion Resources Inc/VA | 84 | $5,000 | 0.0% | $35.33 | 0.0% | Common Stock | 25746U109 |
| DLTR | Dollar Tree Inc | 91 | $5,000 | 0.0% | $53.99 | 0.0% | Common Stock | 256746108 |
| DG | DOLLAR GENERAL CORP | 94 | $5,000 | 0.0% | $47.80 | 0.0% | Common Stock | 256677105 |
| — | Discovery Communications Inc | 61 | $5,000 | 0.0% | $81.97 | — | Common Stock | 25470F104 |
| MCO | Moody's Corp | 78 | $5,000 | 0.0% | $57.62 | 0.0% | Common Stock | 615369105 |
| OC | Owens Corning | 145 | $5,000 | 0.0% | $39.00 | 0.0% | Common Stock | 690742101 |
| PCAR | Paccar Inc | 106 | $5,000 | 0.0% | $23.44 | 0.0% | Common Stock | 693718108 |
| — | Federal National Mortgage Association 8.00% 3/1/30 | 5,158 | $5,000 | 0.0% | $0.97 | — | MBS 30yr | 31384VZE5 |
| PBI | Pitney Bowes Inc | 321 | $5,000 | 0.0% | $16.40 | 0.0% | Common Stock | 724479100 |
| — | Plum Creek Timber Co Inc | 112 | $5,000 | 0.0% | $44.64 | — | REIT | 729251108 |
| — | Salix Pharmaceuticals Ltd | 83 | $5,000 | 0.0% | $60.24 | — | Common Stock | 795435106 |
| MPC | Marathon Petroleum Corp | 90 | $5,000 | 0.0% | $24.39 | 0.0% | Common Stock | 56585A102 |
| — | Federal National Mortgage Association 6.50% 7/1/32 | 4,486 | $5,000 | 0.0% | $1.11 | — | MBS 30yr | 31402AQK5 |
| MAN | Manpower Inc | 79 | $5,000 | 0.0% | $66.93 | 0.0% | Common Stock | 56418H100 |
| — | Government National Mortgage Association 10.50% 5/15/20 | 5,758 | $5,000 | 0.0% | $0.87 | — | MBS 30yr | 36220VFE4 |
| — | Spectra Energy Corp | 171 | $5,000 | 0.0% | $29.24 | — | Common Stock | 847560109 |
| SYK | Stryker Corp | 86 | $5,000 | 0.0% | $59.45 | 0.0% | Common Stock | 863667101 |
| VRSK | Verisk Analytics Inc | 79 | $5,000 | 0.0% | $60.28 | 0.0% | Common Stock | 92345Y106 |
| — | American National Insurance Co | 54 | $5,000 | 0.0% | $92.59 | — | Common Stock | 028591105 |
| — | Hess Corp | 69 | $5,000 | 0.0% | $72.46 | — | Common Stock | 42809H107 |
| — | Forest Laboratories Inc | 121 | $5,000 | 0.0% | $41.32 | — | Common Stock | 345838106 |
| — | Government National Mortgage Assoc 8.50% 10/15/29 | 5,170 | $5,000 | 0.0% | $0.97 | — | MBS 30yr | 36211NKY3 |
| — | BB&T Corp | 173 | $5,000 | 0.0% | $28.90 | — | Common Stock | 054937107 |
| — | Coach Inc | 104 | $5,000 | 0.0% | $48.08 | — | Common Stock | 189754104 |
| — | Cree Inc | 95 | $5,000 | 0.0% | $52.63 | — | Common Stock | 225447101 |
| — | Ingram Micro Inc | 223 | $5,000 | 0.0% | $22.42 | — | Common Stock | 457153104 |
| — | Dean Foods Co | 215 | $4,000 | 0.0% | $18.60 | — | Common Stock | 242370203 |
| DVA | DaVita Inc | 82 | $4,000 | 0.0% | $57.29 | 0.0% | Common Stock | 23918K108 |
| CF | CF Industries Holdings Inc | 20 | $4,000 | 0.0% | $27.49 | 0.0% | Common Stock | 125269100 |
| — | Cooper Cos Inc/The | 36 | $4,000 | 0.0% | $111.11 | — | Common Stock | 216648402 |
| LNG | Cheniere Energy Inc | 125 | $4,000 | 0.0% | $29.68 | 0.0% | Common Stock | 16411R208 |
| DE | Deere & Co | 53 | $4,000 | 0.0% | $65.96 | 0.0% | Common Stock | 244199105 |
| — | Government National Mortgage Association 10.50% 8/15/19 | 4,469 | $4,000 | 0.0% | $0.90 | — | MBS 30yr | 36219YAN6 |
| — | Government National Mortgage Association 10.50% 7/15/20 | 4,507 | $4,000 | 0.0% | $0.89 | — | MBS 30yr | 362200GZ4 |
| ALB | Albemarle Corp | 70 | $4,000 | 0.0% | $52.42 | 0.0% | Common Stock | 012653101 |
| EL | Estee Lauder Cos Inc/The | 63 | $4,000 | 0.0% | $57.94 | 0.0% | Common Stock | 518439104 |
| VSH | Vishay Intertechnology Inc | 363 | $4,000 | 0.0% | $10.87 | 0.0% | Common Stock | 928298108 |
| — | Government National Mortgage Association II 9.50% 9/20/20 | 3,933 | $4,000 | 0.0% | $1.02 | — | MBS 30yr | 36202BT47 |
| THC | Tenet Healthcare Corp | 102 | $4,000 | 0.0% | $41.83 | 0.0% | Common Stock | 88033G407 |
| — | Government National Mortgage Association 10.50% 7/15/16 | 4,122 | $4,000 | 0.0% | $0.97 | — | MBS 30yr | 36216KGZ6 |
| — | Sirius XM Radio Inc | 1,273 | $4,000 | 0.0% | $3.14 | — | Common Stock | 82967N108 |
| — | Valspar Corp | 64 | $4,000 | 0.0% | $62.50 | — | Common Stock | 920355104 |
| PEG | Public Service Enterprise Group Inc | 124 | $4,000 | 0.0% | $21.27 | 0.0% | Common Stock | 744573106 |
| PHM | Pulte Group Inc | 262 | $4,000 | 0.0% | $14.59 | 0.0% | Common Stock | 745867101 |
| — | Noble Energy Inc | 72 | $4,000 | 0.0% | $55.56 | — | Common Stock | 655044105 |
| VYX | NCR Corp | 123 | $4,000 | 0.0% | $22.36 | 0.0% | Common Stock | 62886E108 |
| — | WABCO Holdings Inc | 56 | $4,000 | 0.0% | $71.43 | — | Common Stock | 92927K102 |
| — | Government National Mortgage Association II 7.50% 7/20/28 | 3,535 | $4,000 | 0.0% | $1.13 | — | MBS 30yr | 36202C4A8 |
| — | Government National Mortgage Association 10.50% 6/15/19 | 4,242 | $4,000 | 0.0% | $0.94 | — | MBS 30yr | 36219DF23 |
| — | Government National Mortgage Association II 7.49% 7/20/20 | 4,330 | $4,000 | 0.0% | $0.92 | — | MBS 30yr | 3622012R5 |
| — | Government National Mortgage Association 10.50% 6/15/19 | 4,480 | $4,000 | 0.0% | $0.89 | — | MBS 30yr | 36219QYG2 |
| — | Government National Mortgage Association 10.50% 1/15/21 | 4,076 | $4,000 | 0.0% | $0.98 | — | MBS 30yr | 362207JZ6 |
| TXT | Textron Inc | 166 | $4,000 | 0.0% | $27.35 | 0.0% | Common Stock | 883203101 |
| — | TRW Automotive Holdings Corp | 69 | $4,000 | 0.0% | $57.97 | — | Common Stock | 87264S106 |
| — | DISH Network Corp | 108 | $4,000 | 0.0% | $37.04 | — | Common Stock | 25470M109 |
| — | Federal National Mortgage Association 7.00% 12/1/27 | 4,847 | $4,000 | 0.0% | $0.83 | — | MBS 30yr | 31378JGT8 |
| KBR | KBR Inc | 129 | $4,000 | 0.0% | $26.48 | 0.0% | Common Stock | 48242W106 |
| — | Jacobs Engineering Group Inc | 69 | $4,000 | 0.0% | $57.97 | — | Common Stock | 469814107 |
| — | Government National Mortgage Association II 8.00% 9/20/25 | 3,665 | $4,000 | 0.0% | $1.09 | — | MBS 30yr | 36202CJ38 |
| DUK | Duke Energy Corp | 63 | $4,000 | 0.0% | $40.83 | 0.0% | Common Stock | 26441C204 |
| FDX | FedEx Corp | 37 | $4,000 | 0.0% | $91.26 | 0.0% | Common Stock | 31428X106 |
| — | Government National Mortgage Association 10.50% 9/15/15 | 4,583 | $4,000 | 0.0% | $0.87 | — | MBS 30yr | 36215PZS1 |
| — | Government National Mortgage Association 10.50% 8/15/20 | 4,564 | $4,000 | 0.0% | $0.88 | — | MBS 30yr | 36220CJN2 |
| — | Brocade Communications Systems Inc | 502 | $4,000 | 0.0% | $7.97 | — | Common Stock | 111621306 |
| — | Iron Mountain Inc | 182 | $4,000 | 0.0% | $21.98 | — | Common Stock | 462846106 |
| MUR | Murphy Oil Corp | 75 | $4,000 | 0.0% | $37.73 | 0.0% | Common Stock | 626717102 |
| — | Government National Mortgage Assoc 8.00% 9/20/24 | 4,029 | $4,000 | 0.0% | $0.99 | — | MBS 30yr | 36202CCE1 |
| — | Gannett Co Inc | 175 | $4,000 | 0.0% | $22.86 | — | Common Stock | 364730101 |
| GME | GameStop Corp | 97 | $4,000 | 0.0% | $8.53 | 0.0% | Common Stock | 36467W109 |
| — | Avon Products Inc | 240 | $4,000 | 0.0% | $16.67 | — | Common Stock | 054303102 |
| GAP | Gap Inc/The | 120 | $4,000 | 0.0% | $28.58 | 0.0% | Common Stock | 364760108 |
| HRB | H&R Block Inc | 157 | $4,000 | 0.0% | $18.68 | 0.0% | Common Stock | 093671105 |
| — | Harris Corp | 81 | $4,000 | 0.0% | $49.38 | — | Common Stock | 413875105 |
| — | AOL Inc | 91 | $3,000 | 0.0% | $32.97 | — | Common Stock | 00184X105 |
| — | Baker Hughes Inc | 81 | $3,000 | 0.0% | $37.04 | — | Common Stock | 057224107 |
| BALL | Ball Corp | 76 | $3,000 | 0.0% | $19.81 | 0.0% | Common Stock | 058498106 |
| APH | Amphenol Corp | 47 | $3,000 | 0.0% | $8.68 | 0.0% | Common Stock | 032095101 |
| — | Foot Locker Inc | 91 | $3,000 | 0.0% | $32.97 | — | Common Stock | 344849104 |
| AMT | American Tower Corp Class A | 48 | $3,000 | 0.0% | $54.19 | 0.0% | REIT | 03027X100 |
| AEP | American Electric Power Co Inc | 84 | $3,000 | 0.0% | $28.51 | 0.0% | Common Stock | 025537101 |
| — | American Capital LTD | 243 | $3,000 | 0.0% | $12.35 | — | Common Stock | 02503Y103 |
| NVR | NVR Inc | 4 | $3,000 | 0.0% | $904.60 | 0.0% | Common Stock | 62944T105 |
| FE | FirstEnergy Corp | 108 | $3,000 | 0.0% | $22.25 | 0.0% | Common Stock | 337932107 |
| — | Forest City Enterprises Inc | 188 | $3,000 | 0.0% | $15.96 | — | Common Stock | 345550107 |
| — | Hospira Inc | 79 | $3,000 | 0.0% | $37.97 | — | Common Stock | 441060100 |
| IDXX | Idexx Laboratories Inc | 36 | $3,000 | 0.0% | $48.06 | 0.0% | Common Stock | 45168D104 |
| — | Hudson City Bancorp Inc | 383 | $3,000 | 0.0% | $7.83 | — | Common Stock | 443683107 |
| CTSH | Cognizant Technology Solutions Corp | 46 | $3,000 | 0.0% | $32.90 | 0.0% | Common Stock | 192446102 |
| HOLX | Hologic Inc | 153 | $3,000 | 0.0% | $21.29 | 0.0% | Common Stock | 436440101 |
| — | CORELOGIC INC | 126 | $3,000 | 0.0% | $23.81 | — | Common Stock | 21871D103 |
| — | LSI Corp | 438 | $3,000 | 0.0% | $6.85 | — | Common Stock | 502161102 |
| — | Federal National Mortgage Association 7.50% 11/1/29 | 3,482 | $3,000 | 0.0% | $0.86 | — | MBS 30yr | 31371H2F4 |
| — | Federal National Mortgage Association 6.50% 3/1/29 | 3,027 | $3,000 | 0.0% | $0.99 | — | MBS 30yr | 31382NCE0 |
| — | Federal National Mortgage Association 6.00% 12/1/33 | 2,833 | $3,000 | 0.0% | $1.06 | — | MBS 30yr | 31403MUX5 |
| NDSN | Nordson Corp | 47 | $3,000 | 0.0% | $62.90 | 0.0% | Common Stock | 655663102 |
| NVDA | Nvidia Corp | 214 | $3,000 | 0.0% | $0.35 | 0.0% | Common Stock | 67066G104 |
| RRC | Range Resources Corp | 43 | $3,000 | 0.0% | $78.08 | 0.0% | Common Stock | 75281A109 |
| EXPE | Expedia Inc. | 60 | $3,000 | 0.0% | $49.75 | 0.0% | Common Stock | 30212P303 |
| — | RESERVE PRIMARY FUND | 3,330 | $3,000 | 0.0% | $0.90 | — | Open-End Fund | 761056407 |
| — | Government National Mortgage Association 10.50% 8/15/19 | 3,003 | $3,000 | 0.0% | $1.00 | — | MBS 30yr | 362155MZ3 |
| EW | Edwards Lifesciences Corp | 57 | $3,000 | 0.0% | $11.70 | 0.0% | Common Stock | 28176E108 |
| — | Onyx Pharmaceuticals Inc | 31 | $3,000 | 0.0% | $96.77 | — | Common Stock | 683399109 |
| DLR | Digital Realty Trust Inc | 57 | $3,000 | 0.0% | $35.05 | 0.0% | REIT | 253868103 |
| — | Diamond Offshore Drilling Inc | 56 | $3,000 | 0.0% | $53.57 | — | Common Stock | 25271C102 |
| — | Government National Mortgage Association II 8.00% 5/20/29 | 3,117 | $3,000 | 0.0% | $0.96 | — | MBS 30yr | 36202DB26 |
| MAT | Mattel Inc | 81 | $3,000 | 0.0% | $42.78 | 0.0% | Common Stock | 577081102 |
| MAS | Masco Corp | 169 | $3,000 | 0.0% | $14.83 | 0.0% | Common Stock | 574599106 |
| — | Government National Mortgage Association 9.50% 10/15/19 | 3,303 | $3,000 | 0.0% | $0.91 | — | MBS 30yr | 36220H5Z9 |
| — | Government National Mortgage Association II 8.00% 9/20/18 | 3,821 | $3,000 | 0.0% | $0.79 | — | MBS 30yr | 36202BF34 |
| — | Southwestern Energy Co | 98 | $3,000 | 0.0% | $30.61 | — | Common Stock | 845467109 |
| — | Life Technologies Corp | 49 | $3,000 | 0.0% | $61.22 | — | Common Stock | 53217V109 |
| — | Liberty Property Trust | 103 | $3,000 | 0.0% | $29.13 | — | REIT | 531172104 |
| LVS | Las Vegas Sands Corp | 60 | $3,000 | 0.0% | $40.66 | 0.0% | Common Stock | 517834107 |
| — | Stericycle Inc | 28 | $3,000 | 0.0% | $107.14 | — | Common Stock | 858912108 |
| — | Government National Mortgage Association 9.50% 2/15/19 | 3,797 | $3,000 | 0.0% | $0.79 | — | MBS 30yr | 3621965Z6 |
| — | HSBC HLDGS PLC | 135 | $3,000 | 0.0% | $22.22 | — | Preferred Stocks | 404280802 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 3,526 | $3,000 | 0.0% | $0.85 | — | MBS 30yr | 36211MMB3 |
| — | Government National Mortgage Assoc 8.50% 12/15/29 | 3,587 | $3,000 | 0.0% | $0.84 | — | MBS 30yr | 36211SRV1 |
| — | Government National Mortgage Association II 7.49% 6/20/20 | 3,282 | $3,000 | 0.0% | $0.91 | — | MBS 30yr | 36220TMS0 |
| — | Government National Mortgage Association 10.50% 11/15/20 | 3,784 | $3,000 | 0.0% | $0.79 | — | MBS 30yr | 362207FJ6 |
| TOL | Toll Brothers Inc | 108 | $3,000 | 0.0% | $32.34 | 0.0% | Common Stock | 889478103 |
| KMI | Kinder Morgan Inc/Delaware | 108 | $3,000 | 0.0% | $20.18 | 0.0% | Common Stock | 49456B101 |
| JBL | Jabil Circuit Inc | 167 | $3,000 | 0.0% | $20.32 | 0.0% | Common Stock | 466313103 |
| — | Varian Medical Systems Inc | 41 | $3,000 | 0.0% | $73.17 | — | Common Stock | 92220P105 |
| — | Centurylink Inc | 103 | $3,000 | 0.0% | $29.13 | — | Common Stock | 156700106 |
| EAT | Brinker International Inc | 86 | $3,000 | 0.0% | $33.45 | 0.0% | Common Stock | 109641100 |
| WDC | Western Digital Corp | 51 | $3,000 | 0.0% | $40.38 | 0.0% | Common Stock | 958102105 |
| — | Government National Mortgage Association 7.49% 10/15/20 | 3,916 | $3,000 | 0.0% | $0.77 | — | MBS 30yr | 3622013F0 |
| — | Windstream Holdings Inc | 475 | $3,000 | 0.0% | $6.32 | — | Common Stock | 97382A101 |
| ZION | Zions Bancorporation | 139 | $3,000 | 0.0% | $29.19 | 0.0% | Common Stock | 989701107 |
| — | Government National Mortgage Association 10.50% 3/15/16 | 2,986 | $3,000 | 0.0% | $1.00 | — | MBS 30yr | 362152DX5 |
| — | Federal National Mortgage Association 7.50% 5/1/29 | 2,217 | $2,000 | 0.0% | $0.90 | — | MBS 30yr | 31382ULZ7 |
| — | Federal Home Loan Mortgage Corp 7.00% 10/1/29 | 2,614 | $2,000 | 0.0% | $0.77 | — | MBS 30yr | 31293XP51 |
| — | Government National Mortgage Association 10.50% 11/15/20 | 2,498 | $2,000 | 0.0% | $0.80 | — | MBS 30yr | 362207FF4 |
| — | Government National Mortgage Association II 7.5% 4/20/26 | 2,142 | $2,000 | 0.0% | $0.93 | — | MBS 30yr | 36202CNV1 |
| — | Government National Mortgage Association 9.50% 7/15/17 | 2,473 | $2,000 | 0.0% | $0.81 | — | MBS 30yr | 36218DSL8 |
| — | Government National Mortgage Association 10.50% 1/15/20 | 2,117 | $2,000 | 0.0% | $0.94 | — | MBS 30yr | 36220QXG0 |
| — | Federal National Mortgage Association 6.00% 11/1/36 | 2,442 | $2,000 | 0.0% | $0.82 | — | MBS 30yr | 31411AWL5 |
| — | Government National Mortgage Association II 7.50% 4/20/28 | 2,377 | $2,000 | 0.0% | $0.84 | — | MBS 30yr | 36202C2M4 |
| — | Government National Mortgage Association 10.50% 11/15/20 | 2,857 | $2,000 | 0.0% | $0.70 | — | MBS 30yr | 3622084T4 |
| — | Government National Mortgage Association 10.50% 6/15/19 | 2,429 | $2,000 | 0.0% | $0.82 | — | MBS 30yr | 362191G28 |
| — | McDermott International Inc | 356 | $2,000 | 0.0% | $5.62 | — | Common Stock | 580037109 |
| — | Government National Mortgage Association 10.50% 3/15/16 | 2,599 | $2,000 | 0.0% | $0.77 | — | MBS 30yr | 36215YPU8 |
| FSLR | First Solar Inc | 50 | $2,000 | 0.0% | $42.28 | 0.0% | Common Stock | 336433107 |
| — | Federal Home Loan Mortgage Corp 9.50% 8/1/21 | 2,617 | $2,000 | 0.0% | $0.76 | — | MBS 30yr | 313960XS0 |
| CE | Celanese Corp | 40 | $2,000 | 0.0% | $38.84 | 0.0% | Common Stock | 150870103 |
| — | Government National Mortgage Assoc 8.50% 12/15/28 | 2,613 | $2,000 | 0.0% | $0.77 | — | MBS 30yr | 36210FBP0 |
| — | Dr Pepper Snapple Group Inc | 58 | $2,000 | 0.0% | $34.48 | — | Common Stock | 26138E109 |
| — | Government National Mortgage Assoc 8.50% 3/15/27 | 2,362 | $2,000 | 0.0% | $0.85 | — | MBS 30yr | 36207UQ43 |
| — | Government National Mortgage Association 10.50% 10/15/15 | 2,945 | $2,000 | 0.0% | $0.68 | — | MBS 30yr | 36215MJC1 |
| — | Government National Mortgage Association 10.50% 8/15/19 | 2,390 | $2,000 | 0.0% | $0.84 | — | MBS 30yr | 36220HLL2 |
| — | DEUTSCHE BK CONTINGENT CAP | 102 | $2,000 | 0.0% | $19.61 | — | Preferred Stocks | 25153X208 |
| — | PNC FINL SVCS GROUP INC | 115 | $2,000 | 0.0% | $17.39 | — | Common Stocks | 693475857 |
| — | Health Net Inc | 85 | $2,000 | 0.0% | $23.53 | — | Common Stock | 42222G108 |
| — | Atmel Corp | 341 | $2,000 | 0.0% | $5.87 | — | Common Stock | 049513104 |
| — | Apollo Group Inc | 122 | $2,000 | 0.0% | $16.39 | — | Common Stock | 037604105 |
| — | Green Mountain Coffee Roasters Inc | 34 | $2,000 | 0.0% | $58.82 | — | Common Stock | 393122106 |
| — | LLOYDS BANKING GROUP PLC | 108 | $2,000 | 0.0% | $18.52 | — | Preferred Stocks | 539439802 |
| HUN | Huntsman Corp | 131 | $2,000 | 0.0% | $18.24 | 0.0% | Common Stock | 447011107 |
| ED | Consolidated Edison Inc | 46 | $2,000 | 0.0% | $36.36 | 0.0% | Common Stock | 209115104 |
| — | Cytec Industries Inc | 36 | $2,000 | 0.0% | $55.56 | — | Common Stock | 232820100 |
| — | Chicago Bridge & Iron Co NV | 16 | $1,000 | 0.0% | $62.50 | — | Common Stock | 167250109 |
| — | Government National Mortgage Association 10.50% 9/15/18 | 1,283 | $1,000 | 0.0% | $0.78 | — | MBS 30yr | 36219F4R5 |
| — | JPMORGAN CHASE and CO | 56 | $1,000 | 0.0% | $17.86 | — | Common Stocks | 46637G124 |
| — | Government National Mortgage Association 10.50% 12/15/15 | 1,675 | $1,000 | 0.0% | $0.60 | — | MBS 30yr | 36215VSK3 |
| — | Government National Mortgage Association 10.50% 8/15/19 | 1,065 | $1,000 | 0.0% | $0.94 | — | MBS 30yr | 36220HSG6 |
| — | Government National Mortgage Association 10.50% 7/15/19 | 1,890 | $1,000 | 0.0% | $0.53 | — | MBS 30yr | 36217FAM1 |
| — | Government National Mortgage Association 10.50% 8/15/20 | 1,822 | $1,000 | 0.0% | $0.55 | — | MBS 30yr | 362200JD0 |
| — | Government National Mortgage Assoc 8.50% 5/15/27 | 1,069 | $1,000 | 0.0% | $0.94 | — | MBS 30yr | 36207TYM7 |
| — | Government National Mortgage Association 10.50% 7/15/20 | 1,238 | $1,000 | 0.0% | $0.81 | — | MBS 30yr | 36220XB95 |
| — | GOLDMAN SACHS GROUP INC | 69 | $1,000 | 0.0% | $14.49 | — | Preferred Stocks | 38144G184 |
| — | Government National Mortgage Association 10.50% 2/15/16 | 1,509 | $1,000 | 0.0% | $0.66 | — | MBS 30yr | 36215NS88 |
| AMD | Advanced Micro Devices Inc | 523 | $1,000 | 0.0% | $3.81 | 0.0% | Common Stock | 007903107 |
| — | Government National Mortgage Assoc 8.50% 9/15/29 | 1,029 | $1,000 | 0.0% | $0.97 | — | MBS 30yr | 36207KWM8 |
| — | GENERAL ELEC CAP CORP | 51 | $1,000 | 0.0% | $19.61 | — | Preferred Stocks | 369622428 |
| — | Government National Mortgage Association 10.50% 7/15/19 | 1,032 | $1,000 | 0.0% | $0.97 | — | MBS 30yr | 36220B6V0 |
| — | INTEGRYS ENERGY GROUP INC | 64 | $1,000 | 0.0% | $15.63 | — | Preferred Stocks | 45822P204 |
| ZTS | Zoetis Inc | 37 | $1,000 | 0.0% | $27.79 | 0.0% | Common Stock | 98978V103 |
| — | AEGON N V NON | 38 | $1,000 | 0.0% | $26.32 | — | Preferred Stocks | 007924608 |
| — | Government National Mortgage Association II 8.00% 10/20/25 | 1,651 | $1,000 | 0.0% | $0.61 | — | MBS 30yr | 36202CKP7 |
| — | Government National Mortgage Association 10.50% 3/15/19 | 1,941 | $1,000 | 0.0% | $0.52 | — | MBS 30yr | 362192MX1 |
| — | AEGON N V PFD | 82 | $1,000 | 0.0% | $12.20 | — | Preferred Stocks | 007924301 |
| — | Government National Mortgage Association 10.50% 6/15/19 | 1,312 | $1,000 | 0.0% | $0.76 | — | MBS 30yr | 36220BRH8 |
| — | Government National Mortgage Association 10.50% 6/15/19 | 1,731 | $1,000 | 0.0% | $0.58 | — | MBS 30yr | 36220B6N8 |
| — | GOLDMAN SACHS GROUP INC | 67 | $1,000 | 0.0% | $14.93 | — | Preferred Stocks | 38145X111 |
| — | JPMORGAN CHASE and CO | 91 | $1,000 | 0.0% | $10.99 | — | Common Stocks | 48126E750 |
| — | Government National Mortgage Association 10.50% 12/15/20 | 999 | $1,000 | 0.0% | $1.00 | — | MBS 30yr | 362203FT3 |
| — | Pharmacyclics Inc | 10 | $1,000 | 0.0% | $100.00 | — | Common Stock | 716933106 |
| — | CITIGROUP CAP XIII TR | 40 | $1,000 | 0.0% | $25.00 | — | Common Stocks | 173080201 |
| — | ING GROEP N V PFD | 42 | $1,000 | 0.0% | $23.81 | — | Common Stocks | 456837301 |
| — | BBandT CORP DEP | 76 | $1,000 | 0.0% | $13.16 | — | Common Stocks | 054937404 |
| — | BARCLAYS BK PLC ADR | 42 | $1,000 | 0.0% | $23.81 | — | Preferred Stocks | 06739F390 |
| — | American Capital Agency Corp | 66 | $1,000 | 0.0% | $15.15 | — | REIT | 02503X105 |
| — | CAPITAL ONE FINL CORP | 68 | $1,000 | 0.0% | $14.71 | — | Preferred Stocks | 14040H402 |
| — | WELLS FARGO and CO NEW | 68 | $1,000 | 0.0% | $14.71 | — | Common Stocks | 949746556 |
| — | ROYAL BK SCOTLAND GROUP | 93 | $1,000 | 0.0% | $10.75 | — | Preferred Stocks | 780097788 |
| — | Government National Mortgage Assoc 8.00% 8/20/28 | 1,281 | $1,000 | 0.0% | $0.78 | — | MBS 30yr | 36202C4S9 |
| — | BARCLAYS BANK PLC SP | 62 | $1,000 | 0.0% | $16.13 | — | Preferred Stocks | 06739H776 |
| — | Government National Mortgage Assoc 8.00% 4/20/25 | 1,067 | $1,000 | 0.0% | $0.94 | — | MBS 30yr | 36202CF57 |
| — | Government National Mortgage Assoc 8.50% 11/15/24 | 1,456 | $1,000 | 0.0% | $0.69 | — | MBS 30yr | 36205BH47 |
| — | VORNADO RLTY L P | 60 | $1,000 | 0.0% | $16.67 | — | Preferred Stocks | 929043602 |
| — | Government National Mortgage Assoc 8.50% 10/15/29 | 1,161 | $1,000 | 0.0% | $0.86 | — | MBS 30yr | 36211JSN8 |
| AXP | American Express Co | 22 | $1,000 | 0.0% | $63.24 | 0.0% | Common Stock | 025816109 |
| — | BANK NEW YORK MELLON CORP | 75 | $1,000 | 0.0% | $13.33 | — | Common Stocks | 064058209 |
| — | Government National Mortgage Assoc 8.50% 10/15/29 | 1,765 | $1,000 | 0.0% | $0.57 | — | MBS 30yr | 36207KWT3 |
| — | ING GROEP N V PFD | 53 | $1,000 | 0.0% | $18.87 | — | Preferred Stocks | 456837202 |
| — | CITIGROUP INC DEP | 49 | $1,000 | 0.0% | $20.41 | — | Common Stocks | 172967366 |
| — | CITIGROUP CAP IX PFD | 47 | $1,000 | 0.0% | $21.28 | — | Preferred Stocks | 173066200 |
| — | HARTFORD FINL SVCS GROUP | 19 | $0 | 0.0% | — | — | Preferred Stocks | 416518504 |
| — | BBandT CORP DEP | 19 | $0 | 0.0% | — | — | Common Stocks | 054937206 |
| — | BBandT CORP | 10 | $0 | 0.0% | — | — | Common Stocks | 054937602 |
| — | BBandT CORP DP | 38 | $0 | 0.0% | — | — | Common Stocks | 054937800 |
| — | BANK OF AMERICA | 19 | $0 | 0.0% | — | — | Preferred Stocks | 060505617 |
| — | BANK OF AMERICA | 25 | $0 | 0.0% | — | — | Common Stocks | 060505740 |
| — | BANK OF AMERICA | 36 | $0 | 0.0% | — | — | Preferred Stocks | 060505831 |
| — | BERKLEY W R CORP | 18 | $0 | 0.0% | — | — | Preferred Stocks | 084423409 |
| — | CITIGROUP INC DEP | 10 | $0 | 0.0% | — | — | Common Stocks | 172967358 |
| — | DTE ENERGY CO JR | 10 | $0 | 0.0% | — | — | Preferred Stocks | 233331602 |
| — | DTE ENERGY CO SUB | 7 | $0 | 0.0% | — | — | Preferred Stocks | 233331701 |
| — | DIGITAL RLTY TR INC | 10 | $0 | 0.0% | — | — | Common Stocks | 253868707 |
| — | US BANCORP DEL DEP | 15 | $0 | 0.0% | — | — | Common Stocks | 902973817 |
| — | US BANCORP DEL DEP | 36 | $0 | 0.0% | — | — | Preferred Stocks | 902973833 |
| — | US BANCORP DEL PFD | 18 | $0 | 0.0% | — | — | Common Stocks | 902973791 |
| — | UNITED STATES CELLULAR CORP | 10 | $0 | 0.0% | — | — | Preferred Stocks | 911684405 |
| — | ENTERGY ARK INC | 6 | $0 | 0.0% | — | — | Preferred Stocks | 29364D753 |
| — | VORNADO RLTY TR | 12 | $0 | 0.0% | — | — | Common Stocks | 929042844 |
| — | TORCHMARK CORP JR | 7 | $0 | 0.0% | — | — | Preferred Stocks | 891027302 |
| — | TELEPHONE and DATA SYS INC | 12 | $0 | 0.0% | — | — | Preferred Stocks | 879433845 |
| — | TELEPHONE and DATA SYS INC | 19 | $0 | 0.0% | — | — | Common Stocks | 879433837 |
| — | TCF FINL CORP DEL | 16 | $0 | 0.0% | — | — | Common Stocks | 872277207 |
| — | SUNTRUST BKS INC | 10 | $0 | 0.0% | — | — | Common Stocks | 867914889 |
| — | STATE STR CORP DEP | 39 | $0 | 0.0% | — | — | Common Stocks | 857477509 |
| — | Government National Mortgage Assoc 8.00% 1/20/22 | 54 | $0 | 0.0% | — | — | MBS 30yr | 36202B5R2 |
| — | STANLEY BLACK and DECKER | 34 | $0 | 0.0% | — | — | Preferred Stocks | 854502705 |
| — | ROYAL BK SCOTLAND GROUP | 29 | $0 | 0.0% | — | — | Common Stocks | 780097796 |
| — | Government National Mortgage Assoc 8.00% 10/20/22 | 160 | $0 | 0.0% | — | — | MBS 30yr | 36202AN37 |
| — | ROYAL BK SCOTLAND GROUP | 12 | $0 | 0.0% | — | — | Common Stocks | 780097770 |
| — | ROYAL BK SCOTLAND GROUP | 10 | $0 | 0.0% | — | — | Common Stocks | 780097754 |
| — | ROYAL BK SCOTLAND GROUP | 26 | $0 | 0.0% | — | — | Preferred Stocks | 780097739 |
| — | REGENCY CTRS CORP | 7 | $0 | 0.0% | — | — | Common Stocks | 758849806 |
| — | Government National Mortgage Assoc 8.00% 12/20/24 | 303 | $0 | 0.0% | — | — | MBS 30yr | 36202CD34 |
| — | REGENCY CTRS CORP | 20 | $0 | 0.0% | — | — | Common Stocks | 758849707 |
| — | REALTY INCOME CORP | 30 | $0 | 0.0% | — | — | Common Stocks | 756109807 |
| — | RAYMOND JAMES FINANCIAL INC | 13 | $0 | 0.0% | — | — | Preferred Stocks | 754730208 |
| — | Government National Mortgage Assoc 8.00% 2/20/23 | 743 | $0 | 0.0% | — | — | MBS 30yr | 36202A3U9 |
| — | PRUDENTIAL FINL INC JR | 29 | $0 | 0.0% | — | — | Preferred Stocks | 744320706 |
| — | PRUDENTIAL FINL INC JR | 22 | $0 | 0.0% | — | — | Preferred Stocks | 744320607 |
| — | PROTECTIVE LIFE CORP | 18 | $0 | 0.0% | — | — | Preferred Stocks | 743674608 |
| — | Government National Mortgage Assoc 8.00% 6/20/22 | 306 | $0 | 0.0% | — | — | MBS 30yr | 36202CBM4 |
| — | Government National Mortgage Assoc 8.00% 6/20/24 | 147 | $0 | 0.0% | — | — | MBS 30yr | 36202B5W1 |
| — | Government National Mortgage Assoc 8.00% 7/20/17 | 62 | $0 | 0.0% | — | — | MBS 30yr | 36202A3E5 |
| — | Government National Mortgage Assoc 8.00% 7/20/22 | 245 | $0 | 0.0% | — | — | MBS 30yr | 36202AAH0 |
| — | Government National Mortgage Assoc 8.00% 7/20/24 | 156 | $0 | 0.0% | — | — | MBS 30yr | 36202B7B5 |
| — | Government National Mortgage Assoc 8.00% 7/20/29 | 401 | $0 | 0.0% | — | — | MBS 30yr | 36202DCW9 |
| — | NATIONAL RETAIL PPTYS INC | 23 | $0 | 0.0% | — | — | Common Stocks | 637417809 |
| — | Government National Mortgage Assoc 8.00% 9/20/22 | 117 | $0 | 0.0% | — | — | MBS 30yr | 36202AFM4 |
| — | Government National Mortgage Assoc 8.00% 9/20/23 | 50 | $0 | 0.0% | — | — | MBS 30yr | 36202BQ57 |
| — | VORNADO RLTY TR | 15 | $0 | 0.0% | — | — | Common Stocks | 929042851 |
| — | VORNADO RLTY TR | 14 | $0 | 0.0% | — | — | Common Stocks | 929042869 |
| — | WEINGARTEN RLTY INVS | 6 | $0 | 0.0% | — | — | Common Stocks | 948741848 |
| — | WEINGARTEN RLTY INVS | 11 | $0 | 0.0% | — | — | Preferred Stocks | 948741889 |
| — | NATIONAL RETAIL PPTYS INC | 26 | $0 | 0.0% | — | — | Common Stocks | 637417601 |
| — | WELLS FARGO and CO NEW | 14 | $0 | 0.0% | — | — | Common Stocks | 949746655 |
| — | WELLS FARGO and CO NEW | 15 | $0 | 0.0% | — | — | Common Stocks | 949746721 |
| — | WELLS FARGO and CO NEW | 10 | $0 | 0.0% | — | — | Common Stocks | 949746747 |
| — | MORGAN STANLEY CAP TR V | 19 | $0 | 0.0% | — | — | Preferred Stocks | 617466206 |
| — | WELLS FARGO and CO NEW | 5 | $0 | 0.0% | — | — | Preferred Stocks | 949746879 |
| — | COUNTRYWIDE CAP IV | 26 | $0 | 0.0% | — | — | Preferred Stocks | 22238E206 |
| — | JPMORGAN CHASE CAP XXIX | 15 | $0 | 0.0% | — | — | Preferred Stocks | 48125E207 |
| — | MORGAN STANLEY CAP TR IV | 18 | $0 | 0.0% | — | — | Preferred Stocks | 617462205 |
| — | MORGAN STANLEY CAP TR VI | 18 | $0 | 0.0% | — | — | Preferred Stocks | 617461207 |
| — | AMERIPRISE FINL INC NT | 30 | $0 | 0.0% | — | — | Preferred Stocks | 03076C205 |
| — | MORGAN STANLEY CAP TR III | 23 | $0 | 0.0% | — | — | Preferred Stocks | 617460209 |
| — | BARCLAYS BANK PLC | 31 | $0 | 0.0% | — | — | Preferred Stocks | 06739H362 |
| — | BARCLAYS BANK PLC | 24 | $0 | 0.0% | — | — | Preferred Stocks | 06739H511 |
| — | CITIGROUP CAP XI CAP | 26 | $0 | 0.0% | — | — | Preferred Stocks | 17307Q205 |
| — | CITIGROUP CAP XVII | 13 | $0 | 0.0% | — | — | Preferred Stocks | 17311H209 |
| — | CITY NATL CORP DEP | 9 | $0 | 0.0% | — | — | Common Stocks | 17800X202 |
| — | COMCAST CORP NEW | 12 | $0 | 0.0% | — | — | Preferred Stocks | 20030N606 |
| — | DEUTSCHE BK CONTINGNT CAP | 13 | $0 | 0.0% | — | — | Preferred Stocks | 25150L108 |
| — | DEUTSCHE BK CAP FDG TR VIII | 9 | $0 | 0.0% | — | — | Preferred Stocks | 25153U204 |
| — | DEUTSCHE BK CONTGNT CAP TR | 35 | $0 | 0.0% | — | — | Preferred Stocks | 25154A108 |
| — | DOMINION RES INC VA NEW | 26 | $0 | 0.0% | — | — | Preferred Stocks | 25746U604 |
| — | DUKE ENERGY CORP NEW | 19 | $0 | 0.0% | — | — | Preferred Stocks | 26441C303 |
| — | US BANCORP DEL PFD | 10 | $0 | 0.0% | — | — | Preferred Stocks | 902973155 |
| — | ENTERGY ARK INC | 7 | $0 | 0.0% | — | — | Common Stocks | 29364D761 |
| — | ENTERGY ARK INC 1ST | 10 | $0 | 0.0% | — | — | Preferred Stocks | 29364D779 |
| — | ENTERGY MISS INC 1ST | 12 | $0 | 0.0% | — | — | Preferred Stocks | 29364N835 |
| — | ENTERGY LA LLC 1ST | 19 | $0 | 0.0% | — | — | Preferred Stocks | 29364W306 |
| — | ENTERGY LA LLC 1ST | 6 | $0 | 0.0% | — | — | Preferred Stocks | 29364W405 |
| — | ENTERGY TEXAS INC | 8 | $0 | 0.0% | — | — | Preferred Stocks | 29365T203 |
| — | FIRST NIAGARA FINL GP INC | 20 | $0 | 0.0% | — | — | Common Stocks | 33582V207 |
| — | MERRILL LYNCH CAP TR I | 40 | $0 | 0.0% | — | — | Preferred Stocks | 590199204 |
| MUSA | Murphy USA Inc | 18 | $0 | 0.0% | $38.02 | 0.0% | Common Stock | 626755102 |
| — | AMERICAN FINL GROUP INC | 11 | $0 | 0.0% | — | — | Preferred Stocks | 025932401 |
| — | AMERICAN FINL GROUP INC | 7 | $0 | 0.0% | — | — | Preferred Stocks | 025932500 |
| — | ING GROEP N V PERP | 43 | $0 | 0.0% | — | — | Preferred Stocks | 456837608 |
| — | ING GROEP N V PERP | 23 | $0 | 0.0% | — | — | Preferred Stocks | 456837509 |
| — | ING GROEP N V PERP | 14 | $0 | 0.0% | — | — | Preferred Stocks | 456837400 |
| — | Government National Mortgage Association 9.00% 3/15/20 | 956 | $0 | 0.0% | — | — | MBS 30yr | 36220SBA3 |
| — | Government National Mortgage Association 7.00% 5/20/17 | 455 | $0 | 0.0% | — | — | MBS 30yr | 36202AZ26 |
| — | UBS PFD FDG TR IV PFD | 50 | $0 | 0.0% | — | — | Common Stocks | 90263W201 |
| — | ALEXANDRIA REAL ESTATE EQ | 11 | $0 | 0.0% | — | — | Common Stocks | 015271703 |
| — | VENTAS RLTY LTD PARTNERSHIP | 15 | $0 | 0.0% | — | — | Common Stocks | 92276M204 |
| — | AEGON N V PERP | 35 | $0 | 0.0% | — | — | Preferred Stocks | 007924509 |
| — | Government National Mortgage Association II 7.5% 3/20/29 | 376 | $0 | 0.0% | — | — | MBS 30yr | 36202DA84 |
| — | NEXTERA ENERGY CAP HLDGS | 11 | $0 | 0.0% | — | — | Preferred Stocks | 65339K704 |
| VRTX | Vertex Pharmaceuticals Inc | 4 | $0 | 0.0% | $79.58 | 0.0% | Common Stock | 92532F100 |
| — | Government National Mortgage Association 9.50% 8/15/17 | 642 | $0 | 0.0% | — | — | MBS 30yr | 36217XB33 |
| — | AFFILIATED MANAGERS GROUP | 9 | $0 | 0.0% | — | — | Preferred Stocks | 008252876 |
| — | Government National Mortgage Association 10.50% 9/15/18 | 277 | $0 | 0.0% | — | — | MBS 30yr | 362191YG7 |
| — | Government National Mortgage Association 10.50% 8/15/19 | 937 | $0 | 0.0% | — | — | MBS 30yr | 36220EEL7 |
| — | AFFILIATED MANAGERS GROUP | 7 | $0 | 0.0% | — | — | Preferred Stocks | 008252868 |
| — | Government National Mortgage Association 10.50% 7/15/19 | 351 | $0 | 0.0% | — | — | MBS 30yr | 36220E3K1 |
| — | Federal National Mortgage Association 11.00% 11/1/13 | 103 | $0 | 0.0% | — | — | MBS Other | 31384G5N1 |
| — | Federal National Mortgage Association 10.50% 11/1/13 | 585 | $0 | 0.0% | — | — | MBS Other | 31384G5L5 |
| — | Government National Mortgage Association II 7.50% 12/20/22 | 428 | $0 | 0.0% | — | — | MBS 30yr | 36202ATA5 |
| — | Government National Mortgage Association II 7.50% 12/20/25 | 216 | $0 | 0.0% | — | — | MBS 30yr | 36202CLU5 |
| — | Federal National Mortgage Association 10.00% 8/1/17 | 261 | $0 | 0.0% | — | — | MBS 30yr | 31362B3W0 |
| — | Federal National Mortgage Association 10.00% 8/1/17 | 47 | $0 | 0.0% | — | — | MBS 30yr | 313614RX9 |
| — | Government National Mortgage Association II 7.50% 6/20/26 | 202 | $0 | 0.0% | — | — | MBS 30yr | 36202CPS6 |
| — | Federal Home Loan Mortgage Corp 7.00% 7/1/29 | 100 | $0 | 0.0% | — | — | MBS 30yr | 31293TJL2 |
| — | ALLSTATE CORP DEP | 10 | $0 | 0.0% | — | — | Preferred Stocks | 020002606 |
| — | Government National Mortgage Association II 7.50% 5/20/24 | 359 | $0 | 0.0% | — | — | MBS 30yr | 36202B4A0 |
| — | Government National Mortgage Association 10.50% 3/15/16 | 748 | $0 | 0.0% | — | — | MBS 30yr | 3621516D9 |
| — | Federal National Mortgage Association 10.00% 11/1/13 | 314 | $0 | 0.0% | — | — | MBS Other | 31384G5J0 |
| — | Federal National Mortgage Association 10.00% 10/1/17 | 36 | $0 | 0.0% | — | — | MBS 30yr | 313614SD2 |
| — | NEXTERA ENERGY CAP HLDGS | 11 | $0 | 0.0% | — | — | Preferred Stocks | 65339K605 |
| — | NEXTERA ENERGY CAP HLDGS | 22 | $0 | 0.0% | — | — | Preferred Stocks | 65339K803 |
| — | Government National Mortgage Association 10.50% 12/15/19 | 375 | $0 | 0.0% | — | — | MBS 30yr | 36220QXC9 |
| — | Government National Mortgage Assoc 8.50% 3/15/27 | 483 | $0 | 0.0% | — | — | MBS 30yr | 36207UAK4 |
| — | NEXTERA ENERGY CAP HLDGS | 9 | $0 | 0.0% | — | — | Preferred Stocks | 65339K886 |
| — | PPL CAP FDG INC JR | 7 | $0 | 0.0% | — | — | Preferred Stocks | 69352P202 |
| — | PS BUSINESS PKS INC CALIF S | 7 | $0 | 0.0% | — | — | Common Stocks | 69360J669 |
| — | PS BUSINESS PKS INC CALIF | 31 | $0 | 0.0% | — | — | Common Stocks | 69360J685 |
| — | PS BUSINESS PKS INC CALIF | 19 | $0 | 0.0% | — | — | Common Stocks | 69360J719 |
| — | Federal National Mortgage Association 8.50% 11/1/17 | 872 | $0 | 0.0% | — | — | MBS 30yr | 31379RFA1 |
| — | MORGAN STANLEY CAP TR VIII | 11 | $0 | 0.0% | — | — | Common Stocks | 61753R200 |
| — | MORGAN STANLEY CAP TR VII | 15 | $0 | 0.0% | — | — | Preferred Stocks | 61750K208 |
| — | Government National Mortgage Association 10.50% 10/15/15 | 45 | $0 | 0.0% | — | — | MBS 30yr | 36215JY72 |
| — | Government National Mortgage Association 10.50% 10/15/15 | 78 | $0 | 0.0% | — | — | MBS 30yr | 36215NV84 |
| — | Government National Mortgage Assoc 8.50% 11/15/29 | 498 | $0 | 0.0% | — | — | MBS 30yr | 36211NPP7 |
| — | PUBLIC STORAGE PFD | 29 | $0 | 0.0% | — | — | Common Stocks | 74460D125 |
| — | PUBLIC STORAGE PFD | 19 | $0 | 0.0% | — | — | Common Stocks | 74460D141 |
| — | MORGAN STANLEY | 23 | $0 | 0.0% | — | — | Preferred Stocks | 61747S504 |
| — | MERRILL LYNCH CAP TR II | 26 | $0 | 0.0% | — | — | Common Stocks | 59024T203 |
| — | KIMCO RLTY CORP | 22 | $0 | 0.0% | — | — | Common Stocks | 49446R828 |
| — | Government National Mortgage Association 10.50% 11/15/18 | 31 | $0 | 0.0% | — | — | MBS 30yr | 36219GV93 |
| — | ALLSTATE CORP SUB | 4 | $0 | 0.0% | — | — | Preferred Stocks | 020002309 |
| — | GOLDMAN SACHS GROUP INC | 9 | $0 | 0.0% | — | — | Preferred Stocks | 38143Y665 |
| — | GOLDMAN SACHS GROUP INC | 6 | $0 | 0.0% | — | — | Preferred Stocks | 38144G804 |
| — | GOLDMAN SACHS GROUP INC | 30 | $0 | 0.0% | — | — | Common Stocks | 38145G209 |
| — | GOLDMAN SACHS GROUP INC | 13 | $0 | 0.0% | — | — | Common Stocks | 38145G308 |
| — | HEALTH CARE REIT INC | 20 | $0 | 0.0% | — | — | Common Stocks | 42217K700 |
| — | KIMCO RLTY CORP | 30 | $0 | 0.0% | — | — | Common Stocks | 49446R794 |
| — | KIMCO RLTY CORP | 12 | $0 | 0.0% | — | — | Common Stocks | 49446R778 |
| — | PUBLIC STORAGE DEP | 5 | $0 | 0.0% | — | — | Common Stocks | 74460D182 |
| — | PUBLIC STORAGE DEP | 7 | $0 | 0.0% | — | — | Common Stocks | 74460W107 |
| — | PUBLIC STORAGE DEP | 28 | $0 | 0.0% | — | — | Common Stocks | 74460W206 |
| — | PUBLIC STORAGE PFD | 34 | $0 | 0.0% | — | — | Common Stocks | 74460W404 |
| — | PUBLIC STORAGE DEP | 11 | $0 | 0.0% | — | — | Common Stocks | 74460W602 |
| — | AFLAC INC SUB | 21 | $0 | 0.0% | — | — | Preferred Stocks | 001055300 |
| — | KIMCO RLTY CORP | 12 | $0 | 0.0% | — | — | Common Stocks | 49446R745 |
| — | ALLSTATE CORP DEP | 11 | $0 | 0.0% | — | — | Common Stocks | 020002408 |
| — | Government National Mortgage Association 8.00% 8/15/26 | 110 | $0 | 0.0% | — | — | MBS 30yr | 36207H4R5 |
| — | PUBLIC STORAGE | 11 | $0 | 0.0% | — | — | Common Stocks | 74460W800 |
| — | QWEST CORP NT | 31 | $0 | 0.0% | — | — | Preferred Stocks | 74913G204 |
| — | QWEST CORP | 33 | $0 | 0.0% | — | — | Common Stocks | 74913G303 |
| — | QWEST CORP NT | 20 | $0 | 0.0% | — | — | Preferred Stocks | 74913G402 |
| — | QWEST CORP NT | 11 | $0 | 0.0% | — | — | Preferred Stocks | 74913G501 |
| — | SCANA CORP NEW JR | 4 | $0 | 0.0% | — | — | Preferred Stocks | 80589M201 |
| — | Government National Mortgage Association 8.00% 10/15/27 | 109 | $0 | 0.0% | — | — | MBS 30yr | 36208E7A5 |
| — | SENIOR HSG PPTYS TR | 22 | $0 | 0.0% | — | — | Common Stocks | 81721M208 |
| — | Government National Mortgage Association 7.00% 3/20/23 | 271 | $0 | 0.0% | — | — | MBS 30yr | 36202BA88 |
| — | HOSPITALITY PPTYS TR | 27 | $0 | 0.0% | — | — | Common Stocks | 44106M607 |
| — | HSBC HLDGS PLC ADR | 33 | $0 | 0.0% | — | — | Common Stocks | 404280604 |
| — | GENERAL ELEC CAP CORP | 45 | $0 | 0.0% | — | — | Preferred Stocks | 369622410 |
| — | AEGON N V PERP | 11 | $0 | 0.0% | — | — | Preferred Stocks | 007924400 |
| — | GENERAL ELEC CAP CORP | 46 | $0 | 0.0% | — | — | Preferred Stocks | 369622394 |
| — | Government National Mortgage Association 7.00% 4/20/28 | 767 | $0 | 0.0% | — | — | MBS 30yr | 36202C2K8 |
| — | DIGITAL RLTY TR INC | 12 | $0 | 0.0% | — | — | Common Stocks | 253868889 |
| — | DIGITAL RLTY TR INC | 11 | $0 | 0.0% | — | — | Common Stocks | 253868806 |
| KO | Coca-Cola Co/The | 13 | $0 | 0.0% | $26.78 | 0.0% | Common Stock | 191216100 |