Location: San Antonio, TX
CIK: 0001040188 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 6, 2014
Total Value: $14.74B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Google Inc | 220,825 | $246M | 1.7% | $906.02 | — | Common Stock | 38259P508 |
| AAPL | Apple Inc | 451,739 | $242M | 1.6% | $14.28 | +16.1% | Common Stock | 037833100 |
| — | EMC Corp/Massachusetts | 7,652,026 | $210M | 1.4% | $25.93 | — | Common Stock | 268648102 |
| INTC | Intel Corp | 7,441,142 | $192M | 1.3% | $17.33 | +7.8% | Common Stock | 458140100 |
| MRK | Merck & Co Inc | 3,001,101 | $170M | 1.2% | $31.38 | +14.0% | Common Stock | 58933Y105 |
| CMCSA | Comcast Corp | 3,271,877 | $164M | 1.1% | $18.23 | +9.5% | Common Stock | 20030N101 |
| — | Anadarko Petroleum Corp | 1,916,925 | $162M | 1.1% | $88.22 | — | Common Stock | 032511107 |
| C | Citigroup Inc | 3,235,151 | $154M | 1.0% | $37.49 | -1.1% | Common Stock | 172967424 |
| SIEGY | Siemens AG | 1,024,877 | $139M | 0.9% | $120.51 | — | ADR | 826197501 |
| COF | Capital One Financial Corp | 1,790,097 | $138M | 0.9% | $54.49 | +8.9% | Common Stock | 14040H105 |
| APD | Air Products & Chemicals Inc | 1,154,681 | $137M | 0.9% | $70.09 | +13.1% | Common Stock | 009158106 |
| PG | Procter & Gamble Co/The | 1,702,485 | $137M | 0.9% | $56.23 | +0.5% | Common Stock | 742718109 |
| JPM | JPMorgan Chase & Co | 2,200,145 | $134M | 0.9% | $38.63 | +9.0% | Common Stock | 46625H100 |
| WMT | Wal-Mart Stores Inc | 1,729,905 | $132M | 0.9% | $20.31 | -2.0% | Common Stock | 931142103 |
| BAC | Bank of America Corp | 7,669,979 | $132M | 0.9% | $13.25 | 0.0% | Common Stock | 060505104 |
| OXY | Occidental Petroleum Corp | 1,350,445 | $129M | 0.9% | $60.16 | +3.8% | Common Stock | 674599105 |
| CSCO | Cisco Systems Inc | 5,694,477 | $128M | 0.9% | $15.30 | -0.0% | Common Stock | 17275R102 |
| PFE | Pfizer Inc | 3,891,460 | $125M | 0.8% | $16.36 | +11.3% | Common Stock | 717081103 |
| GD | General Dynamics Corp | 1,135,504 | $124M | 0.8% | $65.33 | +22.6% | Common Stock | 369550108 |
| UPS | United Parcel Service Inc | 1,200,732 | $117M | 0.8% | $58.87 | +9.0% | Common Stock | 911312106 |
| PVH | PVH CORP | 884,639 | $110M | 0.7% | $125.69 | -3.7% | Common Stock | 693656100 |
| SBUX | Starbucks Corp | 1,432,627 | $105M | 0.7% | $28.85 | +1.5% | Common Stock | 855244109 |
| AMAT | Applied Materials Inc | 4,968,108 | $101M | 0.7% | $13.53 | +16.4% | Common Stock | 038222105 |
| BK | Bank of New York Mellon Corp/The | 2,834,670 | $100M | 0.7% | $22.89 | +8.1% | Common Stock | 064058100 |
| PHG | Koninklijke Philips Electronics NV | 2,823,442 | $99.27M | 0.7% | $32.25 | — | NY Reg Shrs | 500472303 |
| MET | MetLife Inc | 1,844,145 | $97.37M | 0.7% | $28.79 | +7.9% | Common Stock | 59156R108 |
| — | Altera Corp | 2,677,635 | $97.04M | 0.7% | $36.70 | — | Common Stock | 021441100 |
| — | Nielsen Holdings N.V. | 2,164,018 | $96.58M | 0.7% | $45.09 | — | Common Stock | N63218106 |
| BAX | Baxter International Inc | 1,282,744 | $94.38M | 0.6% | $30.96 | -2.0% | Common Stock | 071813109 |
| RHHBY | Roche Holding AG | 2,394,176 | $90.31M | 0.6% | $52.79 | — | ADR | 771195104 |
| GILD | Gilead Sciences Inc | 1,214,174 | $86.04M | 0.6% | $45.91 | +18.7% | Common Stock | 375558103 |
| NWSA | News Corp - Class A | 4,942,585 | $85.11M | 0.6% | $14.03 | +8.3% | Common Stock | 65249B109 |
| CHRW | CH Robinson Worldwide Inc | 1,573,391 | $82.43M | 0.6% | $43.45 | -5.4% | Common Stock | 12541W209 |
| BP | BP Plc | 1,711,812 | $82.34M | 0.6% | $42.03 | — | ADR | 055622104 |
| — | Priceline.com Inc | 67,322 | $80.24M | 0.5% | $1010.93 | — | Common Stock | 741503403 |
| AMZN | Amazon.com Inc | 238,238 | $80.16M | 0.5% | $15.88 | +16.9% | Common Stock | 023135106 |
| NUE | Nucor Corp | 1,570,489 | $79.37M | 0.5% | $37.98 | -1.3% | Common Stock | 670346105 |
| DHR | Danaher Corp | 1,045,761 | $78.43M | 0.5% | $28.28 | +8.8% | Common Stock | 235851102 |
| — | Monsanto Co | 678,868 | $77.24M | 0.5% | $105.80 | — | Common Stock | 61166W101 |
| BUD | Anheuser-Busch InBev NV | 724,078 | $76.25M | 0.5% | $99.20 | — | ADR | 03524A108 |
| DVN | Devon Energy Corp | 1,122,250 | $75.11M | 0.5% | $39.29 | +6.1% | Common Stock | 25179M103 |
| — | Gilead Sciences Inc 1.625% 5/1/16 | 23,960,665 | $74.53M | 0.5% | $2.81 | — | US DOMESTIC | 375558AP8 |
| ABT | Abbott Laboratories | 1,933,542 | $74.46M | 0.5% | $29.55 | +4.0% | Common Stock | 002824100 |
| V | Visa Inc | 341,254 | $73.66M | 0.5% | $44.64 | +14.5% | Common Stock | 92826C839 |
| JLL | Jones Lang LaSalle Inc | 616,050 | $73M | 0.5% | $90.73 | +22.9% | Common Stock | 48020Q107 |
| JNJ | Johnson & Johnson | 740,197 | $72.71M | 0.5% | $63.54 | +4.9% | Common Stock | 478160104 |
| KMT | Kennametal Inc | 1,628,813 | $72.16M | 0.5% | $31.38 | +6.2% | Common Stock | 489170100 |
| — | Patterson Cos Inc | 1,719,172 | $71.79M | 0.5% | $40.44 | — | Common Stock | 703395103 |
| — | Michael Kors Holdings Limited | 769,687 | $71.79M | 0.5% | $83.34 | — | Common Stock | G60754101 |
| — | Celgene Corp | 507,784 | $70.89M | 0.5% | $148.44 | — | Common Stock | 151020104 |
| KLAC | Kla-Tencor Corp | 994,550 | $68.76M | 0.5% | $40.12 | +2.5% | Common Stock | 482480100 |
| — | TE Connectivity Ltd | 1,117,512 | $67.28M | 0.5% | $55.11 | — | Common Stock | H84989104 |
| — | Carefusion Corp | 1,669,675 | $67.16M | 0.5% | $37.36 | — | Common Stock | 14170T101 |
| BIIB | Biogen Idec Inc | 219,440 | $67.12M | 0.5% | $248.73 | +27.6% | Common Stock | 09062X103 |
| META | Facebook Inc | 1,113,152 | $67.06M | 0.5% | $43.82 | +43.6% | Common Stock | 30303M102 |
| ALSN | Allison Transmission Holdings Inc | 2,238,350 | $67.02M | 0.5% | $19.90 | +19.1% | Common Stock | 01973R101 |
| AMG | Affiliated Managers Group Inc | 329,288 | $65.87M | 0.4% | $176.63 | +7.7% | Common Stock | 008252108 |
| BFH | Alliance Data Systems Corp | 235,057 | $64.04M | 0.4% | $149.62 | +24.0% | Common Stock | 018581108 |
| ADBE | Adobe Systems Inc | 974,142 | $64.04M | 0.4% | $59.56 | +7.7% | Common Stock | 00724F101 |
| MAR | Marriott International Inc/DE | 1,142,950 | $64.03M | 0.4% | $36.58 | +25.5% | Common Stock | 571903202 |
| SCHW | Charles Schwab Corp/The | 2,287,271 | $62.51M | 0.4% | $19.81 | +14.6% | Common Stock | 808513105 |
| MKL | Markel Corp | 102,400 | $61.04M | 0.4% | $528.27 | +7.8% | Common Stock | 570535104 |
| ADI | Analog Devices Inc | 1,146,800 | $60.94M | 0.4% | $36.90 | +6.4% | Common Stock | 032654105 |
| — | Intel Corp 3.25% 8/1/39 | 43,115,736 | $60.28M | 0.4% | $1.25 | — | US DOMESTIC | 458140AF7 |
| AVY | Avery Dennison Corp | 1,176,300 | $59.6M | 0.4% | $34.97 | +13.1% | Common Stock | 053611109 |
| — | Dow Chemical Co/The | 1,201,176 | $58.37M | 0.4% | $38.40 | — | Common Stock | 260543103 |
| BDX | Becton Dickinson and Co | 498,250 | $58.34M | 0.4% | $80.59 | +13.4% | Common Stock | 075887109 |
| — | Canadian Pacific Railway Ltd | 385,640 | $58.01M | 0.4% | $130.57 | — | Common Stock | 13645T100 |
| CMI | Cummins Inc | 381,615 | $56.86M | 0.4% | $92.34 | +9.7% | Common Stock | 231021106 |
| — | Juniper Networks Inc | 2,160,063 | $55.64M | 0.4% | $19.86 | — | Common Stock | 48203R104 |
| FITB | Fifth Third Bancorp | 2,413,635 | $55.39M | 0.4% | $12.50 | +16.9% | Common Stock | 316773100 |
| — | Bemis Co Inc | 1,411,200 | $55.38M | 0.4% | $39.08 | — | Common Stock | 081437105 |
| LUV | Southwest Airlines Co | 2,325,525 | $54.91M | 0.4% | $11.89 | +61.4% | Common Stock | 844741108 |
| ECL | Ecolab Inc | 508,392 | $54.9M | 0.4% | $86.15 | +6.7% | Common Stock | 278865100 |
| RSG | Republic Services Inc | 1,603,300 | $54.77M | 0.4% | $26.72 | -0.8% | Common Stock | 760759100 |
| — | Catamaran Corp | 1,217,564 | $54.5M | 0.4% | $45.64 | — | Common Stock | 148887102 |
| ATO | Atmos Energy Corp | 1,153,250 | $54.35M | 0.4% | $31.43 | +9.4% | Common Stock | 049560105 |
| TSCO | Tractor Supply Co | 764,336 | $53.98M | 0.4% | $10.76 | +11.1% | Common Stock | 892356106 |
| ARE | Alexandria Real Estate Equities Inc | 731,323 | $53.06M | 0.4% | $42.27 | +9.0% | REIT | 015271109 |
| MHK | Mohawk Industries Inc | 387,278 | $52.66M | 0.4% | $130.45 | +9.8% | Common Stock | 608190104 |
| MRSH | Marsh & McLennan Cos Inc | 1,065,200 | $52.52M | 0.4% | $33.72 | +15.1% | Common Stock | 571748102 |
| — | Cerner Corp | 929,650 | $52.29M | 0.4% | $53.45 | — | Common Stock | 156782104 |
| CFR | Cullen/Frost Bankers Inc | 670,850 | $52.01M | 0.4% | $49.56 | +6.5% | Common Stock | 229899109 |
| CTAS | Cintas Corp | 867,850 | $51.73M | 0.4% | $10.43 | +23.5% | Common Stock | 172908105 |
| BR | Broadridge Financial Solutions Inc | 1,387,200 | $51.52M | 0.3% | $23.68 | +27.7% | Common Stock | 11133T103 |
| RS | Reliance Steel & Aluminum Co | 723,132 | $51.1M | 0.3% | $70.03 | +1.9% | Common Stock | 759509102 |
| FIS | Fidelity National Information Services Inc | 955,300 | $51.06M | 0.3% | $36.63 | +18.7% | Common Stock | 31620M106 |
| — | Willis Group Holdings Plc | 1,156,019 | $51.02M | 0.3% | $44.76 | — | Common Stock | G96666105 |
| AVT | Avnet Inc | 1,090,972 | $50.76M | 0.3% | $29.75 | +11.7% | Common Stock | 053807103 |
| — | Chesapeake Energy Corp | 1,976,591 | $50.64M | 0.3% | $25.88 | — | Common Stock | 165167107 |
| — | Wellpoint Inc 2.75% 10/15/42 | 34,629,128 | $50.62M | 0.3% | $1.37 | — | US DOMESTIC | 94973VBG1 |
| — | Government National Mortgage Association 7.00% 12/15/32 | 42,454,696 | $50.09M | 0.3% | $1.18 | — | MBS 30yr | 36241LFA9 |
| OMC | Omnicom Group Inc | 686,350 | $49.83M | 0.3% | $42.52 | +16.9% | Common Stock | 681919106 |
| — | Alleghany Corp | 121,420 | $49.46M | 0.3% | $408.59 | — | Common Stock | 017175100 |
| LNT | Alliant Energy Corp | 867,050 | $49.26M | 0.3% | $17.32 | +4.4% | Common Stock | 018802108 |
| — | Twenty-First Century Fox A | 1,539,299 | $49.21M | 0.3% | $33.61 | — | Common Stock | 90130A101 |
| XEL | Xcel Energy Inc | 1,613,552 | $48.99M | 0.3% | $19.33 | +2.9% | Common Stock | 98389B100 |
| — | Chico's FAS Inc | 3,049,550 | $48.88M | 0.3% | $16.66 | — | Common Stock | 168615102 |
| — | US Treasury Bond 8.875% 8/15/17 | 38,719,600 | $48.71M | 0.3% | $1.27 | — | US GOVERNMENT | 912810DZ8 |
| ALV | Autoliv Inc | 483,700 | $48.54M | 0.3% | $45.64 | +12.8% | Common Stock | 052800109 |
| — | Wells Fargo & Co | 41,336 | $48.49M | 0.3% | $1142.50 | — | PUBLIC | 949746804 |
| IVZ | Invesco Ltd | 1,309,850 | $48.47M | 0.3% | $20.36 | +2.5% | Common Stock | G491BT108 |
| ETN | Eaton Corp Plc | 643,417 | $48.33M | 0.3% | $53.24 | +4.0% | Common Stock | G29183103 |
| CME | CME Group Inc | 651,251 | $48.2M | 0.3% | $45.67 | +3.6% | Common Stock | 12572Q105 |
| — | Government National Mortgage Association 7.00% 12/15/34 | 40,524,456 | $47.8M | 0.3% | $1.18 | — | MBS 30yr | 36241LFB7 |
| RHI | Robert Half International Inc | 1,135,550 | $47.64M | 0.3% | $36.84 | +11.7% | Common Stock | 770323103 |
| — | FMC Technologies Inc | 909,376 | $47.55M | 0.3% | $52.23 | — | Common Stock | 30249U101 |
| CVS | CVS Caremark Corp | 630,158 | $47.17M | 0.3% | $51.11 | 0.0% | Common Stock | 126650100 |
| — | Government National Mortgage Association 6.50% 4/15/36 | 40,724,264 | $47.12M | 0.3% | $1.17 | — | MBS 30yr | 36241KKD9 |
| — | Unit Corp | 715,150 | $46.76M | 0.3% | $47.09 | — | Common Stock | 909218109 |
| ON | ON Semiconductor Corp | 4,918,850 | $46.24M | 0.3% | $8.98 | 0.0% | Common Stock | 682189105 |
| ASB | Associated Banc-Corp | 2,533,484 | $45.76M | 0.3% | $11.15 | +4.2% | Common Stock | 045487105 |
| — | Alexion Pharmaceuticals Inc | 299,345 | $45.54M | 0.3% | $118.16 | — | Common Stock | 015351109 |
| — | Johnson Controls Inc | 958,950 | $45.38M | 0.3% | $41.50 | — | Common Stock | 478366107 |
| HOG | Harley-Davidson Inc | 679,913 | $45.29M | 0.3% | $59.16 | +11.8% | Common Stock | 412822108 |
| MTZ | MasTec Inc | 1,021,975 | $44.4M | 0.3% | $35.90 | +5.7% | Common Stock | 576323109 |
| — | Chubb Corp | 496,500 | $44.34M | 0.3% | $89.27 | — | Common Stock | 171232101 |
| ROK | Rockwell Automation Inc | 350,725 | $43.68M | 0.3% | $76.44 | +22.7% | Common Stock | 773903109 |
| — | VMware Inc | 402,927 | $43.52M | 0.3% | $108.02 | — | Common Stock | 928563402 |
| — | Metlife Inc Pfd 9/11/13 | 1,401,433 | $43.14M | 0.3% | $29.69 | — | PUBLIC | 59156R116 |
| EME | EMCOR Group Inc | 921,269 | $43.11M | 0.3% | $38.22 | +9.0% | Common Stock | 29084Q100 |
| XYL | Xylem Inc | 1,167,050 | $42.5M | 0.3% | $22.72 | +38.0% | Common Stock | 98419M100 |
| RPM | RPM International Inc | 1,012,950 | $42.38M | 0.3% | $34.85 | +18.3% | Common Stock | 749685103 |
| SNPS | Synopsys Inc | 1,095,500 | $42.08M | 0.3% | $37.05 | +8.3% | Common Stock | 871607107 |
| DKS | Dick's Sporting Goods Inc | 767,368 | $41.91M | 0.3% | $37.36 | +7.8% | Common Stock | 253393102 |
| — | Energen Corp | 518,034 | $41.86M | 0.3% | $76.70 | — | Common Stock | 29265N108 |
| CMG | Chipotle Mexican Grill Inc | 72,646 | $41.27M | 0.3% | $8.86 | +24.4% | Common Stock | 169656105 |
| CASY | Casey's General Stores Inc | 607,876 | $41.09M | 0.3% | $64.37 | -4.1% | Common Stock | 147528103 |
| — | Nordstrom Inc | 657,400 | $41.05M | 0.3% | $56.20 | — | Common Stock | 655664100 |
| — | LaSalle Hotel Properties | 1,304,000 | $40.83M | 0.3% | $28.73 | — | REIT | 517942108 |
| CBT | Cabot Corp | 671,605 | $39.66M | 0.3% | $31.71 | +24.9% | Common Stock | 127055101 |
| — | Priceline.com Inc 1.25% 3/15/15 | 10,089,262 | $39.47M | 0.3% | $3.38 | — | US DOMESTIC | 741503AN6 |
| — | Monster Beverage Corp. | 566,335 | $39.33M | 0.3% | $69.45 | — | Common Stock | 611740101 |
| — | SunTrust Banks Inc | 981,809 | $39.07M | 0.3% | $32.78 | — | Common Stock | 867914103 |
| — | Government National Mortgage Association II 7.00% 12/20/32 | 32,806,414 | $38.85M | 0.3% | $1.18 | — | MBS 30yr | 36241LFF8 |
| — | Government National Mortgage Association 6.50% 12/15/32 | 33,668,895 | $38.84M | 0.3% | $1.19 | — | MBS 30yr | 36241LE44 |
| — | Gannett Co Inc | 1,402,450 | $38.71M | 0.3% | $28.37 | — | Common Stock | 364730101 |
| SBH | Sally Beauty Holdings Inc | 1,398,900 | $38.33M | 0.3% | $28.50 | 0.0% | Common Stock | 79546E104 |
| — | Xilinx Inc 2.625% 6/15/17 | 20,242,813 | $37.95M | 0.3% | $1.75 | — | US DOMESTIC | 983919AF8 |
| — | Steris Corp | 794,378 | $37.93M | 0.3% | $43.49 | — | Common Stock | 859152100 |
| HP | Helmerich & Payne Inc | 351,400 | $37.8M | 0.3% | $66.00 | +40.9% | Common Stock | 423452101 |
| — | Government National Mortgage Association 6.50% 12/15/25 | 32,959,278 | $37.57M | 0.3% | $1.15 | — | MBS 30yr | 36241LE51 |
| ABM | ABM Industries Inc | 1,298,640 | $37.32M | 0.3% | $20.36 | +7.5% | Common Stock | 000957100 |
| — | Government National Mortgage Association 6.50% 1/15/35 | 31,806,507 | $37.16M | 0.3% | $1.18 | — | MBS 30yr | 36241LTK2 |
| MKSI | MKS Instruments Inc | 1,238,217 | $37.01M | 0.3% | $23.38 | +13.2% | Common Stock | 55306N104 |
| CSL | Carlisle Cos Inc | 465,384 | $36.92M | 0.3% | $59.29 | +13.0% | Common Stock | 142339100 |
| PH | Parker Hannifin Corp | 307,510 | $36.81M | 0.2% | $83.77 | +17.6% | Common Stock | 701094104 |
| OLN | Olin Corp | 1,325,724 | $36.6M | 0.2% | $16.50 | +14.7% | Common Stock | 680665205 |
| — | Diebold Inc | 909,000 | $36.26M | 0.2% | $29.99 | — | Common Stock | 253651103 |
| FUL | HB Fuller Co | 750,517 | $36.23M | 0.2% | $35.27 | +17.9% | Common Stock | 359694106 |
| — | Cimarex Energy Co | 303,950 | $36.2M | 0.2% | $96.40 | — | Common Stock | 171798101 |
| — | Splunk Inc | 504,525 | $36.07M | 0.2% | $71.11 | — | Common Stock | 848637104 |
| — | IBERIABANK Corp | 508,900 | $35.7M | 0.2% | $54.64 | — | Common Stock | 450828108 |
| PLXS | Plexus Corp | 888,152 | $35.59M | 0.2% | $37.84 | +7.9% | Common Stock | 729132100 |
| — | Microsemi Corp | 1,420,210 | $35.55M | 0.2% | $24.33 | — | Common Stock | 595137100 |
| — | Anixter International Inc | 344,113 | $34.93M | 0.2% | $87.66 | — | Common Stock | 035290105 |
| — | Alza Corp 0.00% 7/28/20 | 25,711,000 | $34.71M | 0.2% | $1.21 | — | US DOMESTIC | 02261WAB5 |
| DAN | Dana Holding Corp | 1,491,256 | $34.7M | 0.2% | $17.01 | -2.9% | Common Stock | 235825205 |
| DOV | Dover Corp | 422,601 | $34.55M | 0.2% | $46.22 | +8.8% | Common Stock | 260003108 |
| COLB | Columbia Banking System Inc | 1,206,525 | $34.41M | 0.2% | $14.63 | +10.8% | Common Stock | 197236102 |
| — | Danaher Corp 0.00% 1/22/21 | 15,644,000 | $34.1M | 0.2% | $2.05 | — | US DOMESTIC | 235851AF9 |
| IART | Integra LifeSciences Holdings Corp | 737,274 | $33.91M | 0.2% | $18.82 | +13.4% | Common Stock | 457985208 |
| — | Pacwest Bancorp | 777,201 | $33.43M | 0.2% | $34.36 | — | Common Stock | 695263103 |
| — | City National Corp/CA | 424,100 | $33.38M | 0.2% | $69.41 | — | Common Stock | 178566105 |
| HLX | Helix Energy Solutions Group Inc | 1,436,675 | $33.02M | 0.2% | $24.45 | -8.9% | Common Stock | 42330P107 |
| IFF | International Flavors & Fragrances Inc | 344,700 | $32.98M | 0.2% | $60.73 | +12.1% | Common Stock | 459506101 |
| — | United Technologies Corp Pfd 8/1/15 | 492,294 | $32.77M | 0.2% | $65.27 | — | PUBLIC | 913017117 |
| MLI | Mueller Industries Inc | 1,090,700 | $32.71M | 0.2% | $11.72 | +3.7% | Common Stock | 624756102 |
| PTC | Parametric Technology Corp | 921,555 | $32.65M | 0.2% | $27.38 | +34.2% | Common Stock | 69370C100 |
| ONB | Old National Bancorp/IN | 2,178,326 | $32.48M | 0.2% | $14.12 | +0.9% | Common Stock | 680033107 |
| ACH | Owens & Minor Inc | 922,789 | $32.33M | 0.2% | $28.79 | +1.9% | Common Stock | 690732102 |
| ZBRA | Zebra Technologies Corp | 462,224 | $32.08M | 0.2% | $46.39 | +32.2% | Common Stock | 989207105 |
| — | Endurance Specialty Holdings Ltd | 590,600 | $31.79M | 0.2% | $57.96 | — | Common Stock | G30397106 |
| CLH | Clean Harbors Inc | 563,800 | $30.89M | 0.2% | $56.81 | -4.1% | Common Stock | 184496107 |
| ENTG | Entegris Inc | 2,544,066 | $30.81M | 0.2% | $9.61 | +16.1% | Common Stock | 29362U104 |
| RUSHA | Rush Enterprises Inc | 936,466 | $30.42M | 0.2% | $11.47 | +12.6% | Common Stock | 781846209 |
| SLGN | Silgan Holdings Inc | 612,162 | $30.31M | 0.2% | $24.01 | -1.1% | Common Stock | 827048109 |
| INDB | Independent Bank Corp | 763,434 | $30.06M | 0.2% | $25.91 | +3.8% | Common Stock | 453836108 |
| WERN | Werner Enterprises Inc | 1,178,088 | $30.05M | 0.2% | $23.94 | +7.0% | Common Stock | 950755108 |
| HELE | Helen of Troy Ltd | 429,708 | $29.75M | 0.2% | $46.88 | +29.7% | Common Stock | G4388N106 |
| — | Airtran Holdings Inc 5.25% 11/1/16 | 15,203,411 | $29.51M | 0.2% | $1.56 | — | US DOMESTIC | 00949PAD0 |
| — | Rosetta Resources Inc | 632,075 | $29.44M | 0.2% | $52.97 | — | Common Stock | 777779307 |
| — | Ford Motor Co 4.25% 11/15/16 | 16,118,945 | $29.18M | 0.2% | $1.93 | — | US DOMESTIC | 345370CN8 |
| — | SYKES Enterprises Inc | 1,466,908 | $29.15M | 0.2% | $19.22 | — | Common Stock | 871237103 |
| ASTE | Astec Industries Inc | 661,735 | $29.06M | 0.2% | $31.23 | +11.4% | Common Stock | 046224101 |
| — | Hubbell Inc | 240,850 | $28.87M | 0.2% | $104.74 | — | Common Stock | 443510201 |
| CRL | Charles River Laboratories International Inc | 478,312 | $28.86M | 0.2% | $46.51 | +25.3% | Common Stock | 159864107 |
| LZB | La-Z-Boy Inc | 1,064,480 | $28.85M | 0.2% | $22.18 | +23.2% | Common Stock | 505336107 |
| SXT | Sensient Technologies Corp | 510,074 | $28.77M | 0.2% | $43.72 | +17.7% | Common Stock | 81725T100 |
| PRI | Primerica Inc | 602,062 | $28.36M | 0.2% | $41.17 | +7.9% | Common Stock | 74164M108 |
| LFUS | Littelfuse Inc | 299,903 | $28.08M | 0.2% | $82.08 | +12.3% | Common Stock | 537008104 |
| — | Fairchild Semiconductor International Inc | 2,030,149 | $28M | 0.2% | $13.86 | — | Common Stock | 303726103 |
| — | El Paso Electric Co | 781,019 | $27.91M | 0.2% | $33.78 | — | Common Stock | 283677854 |
| — | Stancorp Financial Group Inc | 411,557 | $27.49M | 0.2% | $55.53 | — | Common Stock | 852891100 |
| — | Allete Inc | 524,200 | $27.48M | 0.2% | $49.19 | — | Common Stock | 018522300 |
| SRE | Sempra Energy | 283,836 | $27.46M | 0.2% | $28.99 | +11.1% | Common Stock | 816851109 |
| GATX | GATX Corp | 404,289 | $27.44M | 0.2% | $34.56 | +31.7% | Common Stock | 361448103 |
| WRB | WR Berkley Corp | 656,613 | $27.33M | 0.2% | $9.57 | -3.2% | Common Stock | 084423102 |
| — | Encore Wire Corp | 560,189 | $27.18M | 0.2% | $41.86 | — | Common Stock | 292562105 |
| — | Lam Research Corp 1.25% 5/15/18 | 21,837,745 | $27.09M | 0.2% | $1.20 | — | US DOMESTIC | 512807AL2 |
| MZTI | Lancaster Colony Corp | 271,950 | $27.04M | 0.2% | $80.79 | +11.1% | Common Stock | 513847103 |
| — | Sterling Bancorp | 2,131,723 | $26.99M | 0.2% | $13.16 | — | Common Stock | 85917A100 |
| — | Teva Pharm Finance Co LLC 0.25% 2/1/26 | 21,158,825 | $26.86M | 0.2% | $1.08 | — | US DOMESTIC | 88163VAE9 |
| TRS | TRIMAS CORP | 807,407 | $26.81M | 0.2% | $29.62 | -4.7% | Common Stock | 896215209 |
| WWD | Woodward Inc | 644,733 | $26.78M | 0.2% | $38.12 | +4.1% | Common Stock | 980745103 |
| — | South Jersey Industries Inc | 472,541 | $26.5M | 0.2% | $57.76 | — | Common Stock | 838518108 |
| — | Jefferies Group Inc 3.875% 11/1/29 | 24,560,874 | $26.14M | 0.2% | $1.05 | — | US DOMESTIC | 472319AG7 |
| WTS | Watts Water Technologies Inc | 443,194 | $26.01M | 0.2% | $55.53 | +4.9% | Common Stock | 942749102 |
| — | Ingersoll-Rand PLC | 454,400 | $26.01M | 0.2% | $61.60 | — | Common Stock | G47791101 |
| KFY | Korn/Ferry International | 868,050 | $25.84M | 0.2% | $17.50 | +25.8% | Common Stock | 500643200 |
| — | International Game Technology | 1,821,765 | $25.61M | 0.2% | $18.60 | — | Common Stock | 459902102 |
| — | Government National Mortgage Association 7.50% 4/15/34 | 20,979,296 | $24.95M | 0.2% | $1.20 | — | MBS 30yr | 36241KHY7 |
| INGR | Ingredion Inc | 361,444 | $24.61M | 0.2% | $65.61 | 0.0% | Common Stock | 457187102 |
| — | Newmont Mining Corp 1.625% 7/15/17 | 23,215,085 | $24.57M | 0.2% | $1.09 | — | US DOMESTIC | 651639AJ5 |
| — | Esterline Technologies Corp | 229,582 | $24.46M | 0.2% | $79.89 | — | Common Stock | 297425100 |
| — | Barnes Group Inc | 631,738 | $24.3M | 0.2% | $34.92 | — | Common Stock | 067806109 |
| — | New York Community Capital Trust V | 496,121 | $24.16M | 0.2% | $48.58 | — | PUBLIC | 64944P307 |
| GVA | Granite Construction Inc | 594,858 | $23.75M | 0.2% | $30.25 | +18.6% | Common Stock | 387328107 |
| — | Fluor Corp 1.50% 2/15/24 | 8,350,672 | $23.55M | 0.2% | $2.57 | — | US DOMESTIC | 343412AA0 |
| AFG | American Financial Group Inc/OH | 406,566 | $23.46M | 0.2% | $22.91 | +10.7% | Common Stock | 025932104 |
| — | Ann Inc | 558,723 | $23.18M | 0.2% | $39.00 | — | Common Stock | 035623107 |
| — | Government National Mortgage Association 6.00% 6/15/40 | 19,691,209 | $23.16M | 0.2% | $1.16 | — | MBS 30yr | 36241L4K9 |
| — | Prologis LP 3.25% 3/15/15 | 19,661,890 | $23M | 0.2% | $1.14 | — | US DOMESTIC | 74340XAT8 |
| THG | Hanover Insurance Group Inc/The | 373,370 | $22.94M | 0.2% | $37.76 | +11.4% | Common Stock | 410867105 |
| — | Priceline.Com Inc 1.00% 3/15/18 | 16,167,395 | $22.89M | 0.2% | $1.30 | — | US DOMESTIC | 741503AQ9 |
| — | Novellus Systems 2.625% 5/15/41 | 13,328,984 | $22.75M | 0.2% | $1.61 | — | US DOMESTIC | 670008AD3 |
| — | Devry Education Group Inc | 529,400 | $22.44M | 0.2% | $42.39 | — | Common Stock | 251893103 |
| — | C&J Energy Services Inc | 758,056 | $22.11M | 0.1% | $20.29 | — | Common Stock | 12467B304 |
| — | Analogic Corp | 265,749 | $21.82M | 0.1% | $85.17 | — | Common Stock | 032657207 |
| — | Government National Mortgage Association 7.00% 6/15/36 | 18,383,350 | $21.77M | 0.1% | $1.17 | — | MBS 30yr | 3622A2AQ5 |
| NWE | NorthWestern Corp | 456,725 | $21.66M | 0.1% | $25.49 | +9.8% | Common Stock | 668074305 |
| — | Multi-Color Corp | 617,254 | $21.6M | 0.1% | $37.22 | — | Common Stock | 625383104 |
| — | Forward Air Corp | 463,227 | $21.36M | 0.1% | $40.55 | — | Common Stock | 349853101 |
| JBTM | John Bean Technologies Corp | 690,674 | $21.34M | 0.1% | $22.65 | +26.6% | Common Stock | 477839104 |
| IWS | iShares Russell Mid-cap Value ETF | 306,600 | $21.07M | 0.1% | $60.90 | — | ETP | 464287473 |
| SIGI | Selective Insurance Group Inc | 898,400 | $20.95M | 0.1% | $19.97 | -1.3% | Common Stock | 816300107 |
| — | Argo Group International Holdings Ltd | 454,566 | $20.86M | 0.1% | $45.90 | — | Common Stock | G0464B107 |
| — | Pike Corp | 1,937,233 | $20.84M | 0.1% | $10.60 | — | Common Stock | 721283109 |
| PRIM | Primoris Services Corp | 693,484 | $20.79M | 0.1% | $22.65 | +39.6% | Common Stock | 74164F103 |
| — | Calgon Carbon Corp | 941,020 | $20.54M | 0.1% | $21.83 | — | Common Stock | 129603106 |
| — | Infinity Property & Casualty Corp | 303,575 | $20.53M | 0.1% | $64.71 | — | Common Stock | 45665Q103 |
| MGRC | Mcgrath Rentcorp | 584,925 | $20.45M | 0.1% | $35.05 | +2.3% | Common Stock | 580589109 |
| CAKE | Cheesecake Factory Inc/The | 422,402 | $20.12M | 0.1% | $34.19 | +7.6% | Common Stock | 163072101 |
| — | Janus Capital Group Inc 0.75% 7/15/18 | 16,749,123 | $20.07M | 0.1% | $1.05 | — | US DOMESTIC | 47102XAH8 |
| — | Alere Inc | 580,827 | $19.95M | 0.1% | $30.66 | — | Common Stock | 01449J105 |
| — | Ares Capital Corp 5.125% 6/1/16 | 18,251,839 | $19.6M | 0.1% | $1.06 | — | GLOBAL | 04010LAD5 |
| BC | Brunswick Corp/DE | 430,732 | $19.51M | 0.1% | $30.54 | +19.0% | Common Stock | 117043109 |
| FNB | FNB Corp/PA | 1,441,825 | $19.32M | 0.1% | $7.90 | 0.0% | Common Stock | 302520101 |
| CALY | Callaway Golf Co | 1,884,243 | $19.26M | 0.1% | $8.53 | 0.0% | Common Stock | 131193104 |
| AMSF | Amerisafe Inc | 433,772 | $19.05M | 0.1% | $14.85 | +17.3% | Common Stock | 03071H100 |
| LKFN | Lakeland Financial Corp | 470,448 | $18.92M | 0.1% | $15.53 | +21.1% | Common Stock | 511656100 |
| ICUI | ICU Medical Inc | 308,287 | $18.46M | 0.1% | $68.52 | -10.1% | Common Stock | 44930G107 |
| — | Altra Industrial Motion Corp | 514,699 | $18.38M | 0.1% | $34.49 | — | Common Stock | 02208R106 |
| KALU | Kaiser Aluminum Corp | 250,881 | $17.92M | 0.1% | $47.26 | +3.4% | Common Stock | 483007704 |
| MSTR | MicroStrategy Inc | 154,413 | $17.82M | 0.1% | $12.49 | 0.0% | Common Stock | 594972408 |
| — | Stanley Black & Decker I Pfd 4.75% 11/17/15 | 138,997 | $17.72M | 0.1% | $135.20 | — | PUBLIC | 854502309 |
| MOD | Modine Manufacturing Co | 1,193,096 | $17.48M | 0.1% | $13.37 | +3.0% | Common Stock | 607828100 |
| — | Dominion Resources Inc 2.125% 12/15/23 | 8,292,583 | $17.45M | 0.1% | $1.85 | — | US DOMESTIC | 25746UAT6 |
| — | PS Business Parks Inc | 207,016 | $17.31M | 0.1% | $74.73 | — | REIT | 69360J107 |
| — | International Game Technology 3.25% 5/1/14 | 17,256,411 | $17.28M | 0.1% | $1.11 | — | US DOMESTIC | 459902AQ5 |
| IWN | iShares Russell 2000 Value ETF | 169,225 | $17.07M | 0.1% | $94.08 | — | ETP | 464287630 |
| — | Government National Mortgage Association 8.00% 12/15/35 | 13,497,981 | $16.8M | 0.1% | $1.25 | — | MBS 30yr | 36241KJA7 |
| — | Rudolph Technologies Inc | 1,459,580 | $16.65M | 0.1% | $11.44 | — | Common Stock | 781270103 |
| — | US Treasury Bill 0.00% 7/10/14 | 16,369,000 | $16.37M | 0.1% | $1.00 | — | US GOVERNMENT | 912796DH9 |
| SWKS | Skyworks Solutions Inc | 426,750 | $16.01M | 0.1% | $19.41 | +35.3% | Common Stock | 83088M102 |
| — | Government National Mortgage Association 7.50% 1/15/37 | 12,710,280 | $15.38M | 0.1% | $1.21 | — | MBS 30yr | 36241LXJ0 |
| — | Government National Mortgage Association 6.00% 7/15/36 | 13,161,125 | $15.15M | 0.1% | $1.17 | — | MBS 30yr | 36241L5Z5 |
| CNMD | Conmed Corp | 344,314 | $14.96M | 0.1% | $28.23 | +36.9% | Common Stock | 207410101 |
| — | Cloud Peak Energy Inc | 688,839 | $14.56M | 0.1% | $15.17 | — | Common Stock | 18911Q102 |
| — | Government National Mortgage Association 6.50% 9/15/32 | 12,098,431 | $14.03M | 0.1% | $1.15 | — | MBS 30yr | 36225BUV8 |
| — | Government National Mortgage Association 6.50% 8/15/37 | 12,072,294 | $14.01M | 0.1% | $1.16 | — | MBS 30yr | 36241L5D4 |
| — | Chesapeake Energy Corp 2.50% 5/15/37 | 13,706,179 | $13.95M | 0.1% | $0.99 | — | US DOMESTIC | 165167BZ9 |
| — | Government National Mortgage Association II VRN 11/20/39 | 11,791,849 | $13.88M | 0.1% | $1.19 | — | Agncy CMO Other | 38378DU29 |
| PAG | Penske Automotive Group Inc | 321,549 | $13.75M | 0.1% | $38.27 | +13.5% | Common Stock | 70959W103 |
| — | Brown Shoe Co Inc | 509,679 | $13.53M | 0.1% | $26.54 | — | Common Stock | 115736100 |
| NWL | Newell Rubbermaid Inc | 446,475 | $13.35M | 0.1% | $19.79 | +0.7% | Common Stock | 651229106 |
| — | Dominion Resources Inc | 229,531 | $13.25M | 0.1% | $54.15 | — | PUBLIC | 25746U885 |
| — | Health Care REIT Inc 3.00% 12/1/29 | 11,091,868 | $13.14M | 0.1% | $1.23 | — | US DOMESTIC | 42217KAR7 |
| — | Nextera Energy | 213,888 | $13.12M | 0.1% | $55.12 | — | PUBLIC | 65339F887 |
| — | Government National Mortgage Association 5.00% 5/15/39 | 11,373,200 | $12.91M | 0.1% | $1.13 | — | MBS 30yr | 36296UX21 |
| — | Government National Mortgage Association VRN 9/20/30 | 11,167,393 | $12.71M | 0.1% | $1.15 | — | Agncy CMO Other | 38378PQJ0 |
| FIX | Comfort Systems USA Inc | 829,354 | $12.64M | 0.1% | $15.60 | 0.0% | Common Stock | 199908104 |
| — | Health Care REIT Inc | 224,415 | $12.46M | 0.1% | $57.21 | — | PUBLIC | 42217K601 |
| — | Government National Mortgage Association 8.00% 9/15/32 | 10,259,973 | $12.41M | 0.1% | $1.22 | — | MBS 30yr | 3622A2FH0 |
| — | Government National Mortgage Association 6.50% 2/15/36 | 10,504,673 | $12.13M | 0.1% | $1.15 | — | MBS 30yr | 3622A2E57 |
| — | Omnicom Group Inc 0.00% 7/31/32 | 9,060,000 | $12.06M | 0.1% | $1.22 | — | US DOMESTIC | 681919AV8 |
| — | Government National Mortgage Association 7.00% 4/15/33 | 9,919,862 | $11.64M | 0.1% | $1.17 | — | MBS 30yr | 36241LQD1 |
| — | Blackrock 5.50% 2/15/18 | 11,023,995 | $11.46M | 0.1% | $1.04 | — | US DOMESTIC | 092533AB4 |
| — | Government National Mortgage Association 8.00% 1/15/32 | 9,397,298 | $11.4M | 0.1% | $1.22 | — | MBS 30yr | 36241KMZ8 |
| — | Roper Industries Inc 0.00% 01/15/34 | 6,795,000 | $11.39M | 0.1% | $1.67 | — | US DOMESTIC | 776696AA4 |
| NX | Quanex Building Products Corp | 536,300 | $11.09M | 0.1% | $16.86 | 0.0% | Common Stock | 747619104 |
| — | Government National Mortgage Association 6.50% 12/15/38 | 9,457,954 | $10.99M | 0.1% | $1.18 | — | MBS 30yr | 3622A2FK3 |
| — | Government National Mortgage Association 7.00% 3/16/46 | 9,696,153 | $10.97M | 0.1% | $1.16 | — | Agncy CMBS | 38378BQR3 |
| — | Government National Mortgage Association 7.00% 10/16/33 | 10,053,537 | $10.95M | 0.1% | $1.10 | — | Agncy CMBS | 38376GE55 |
| — | Government National Mortgage Association 7.00% 12/16/37 | 10,053,852 | $10.89M | 0.1% | $1.13 | — | Agncy CMBS | 38376GXJ4 |
| — | Government National Mortgage Association 7.50% 8/15/33 | 9,054,607 | $10.87M | 0.1% | $1.19 | — | MBS 30yr | 3622A2EU2 |
| MTSI | MA COM Technology Solutions Holdings Inc | 528,700 | $10.87M | 0.1% | $15.95 | +10.6% | Common Stock | 55405Y100 |
| PB | Prosperity Bancshares Inc | 163,841 | $10.84M | 0.1% | $42.75 | +7.4% | Common Stock | 743606105 |
| — | Government National Mortgage Association 7.00% 6/15/36 | 9,157,202 | $10.77M | 0.1% | $1.19 | — | MBS 30yr | 3622A2ET5 |
| — | Government National Mortgage Association 7.00% 5/16/37 | 10,055,154 | $10.63M | 0.1% | $1.10 | — | Agncy CMBS | 38376GVC1 |
| — | Dominion Resources Inc | 184,936 | $10.63M | 0.1% | $53.39 | — | PUBLIC | 25746U703 |
| — | Integrated Device Technology Inc | 862,461 | $10.55M | 0.1% | $12.23 | — | Common Stock | 458118106 |
| — | Government National Mortgage Association II 7.50% 11/20/32 | 8,570,346 | $10.44M | 0.1% | $1.21 | — | MBS 30yr | 36241KHU5 |
| — | RPM International Inc 2.25% 12/15/20 | 8,849,075 | $10.25M | 0.1% | $1.13 | — | US DOMESTIC | 749685AT0 |
| — | Government National Mortgage Association 7.50% 11/15/37 | 8,469,432 | $10.23M | 0.1% | $1.19 | — | MBS 30yr | 3622A2EN8 |
| — | Bristol-Myers Squibb Co 0.00% 9/15/23 | 7,312,000 | $10.15M | 0.1% | $1.27 | — | US DOMESTIC | 110122AN8 |
| — | Government National Mortgage Association 8.00% 12/15/30 | 8,287,468 | $10.15M | 0.1% | $1.23 | — | MBS 30yr | 3622A2CK6 |
| — | Snyders-Lance Inc | 357,943 | $10.09M | 0.1% | $28.85 | — | Common Stock | 833551104 |
| — | Government National Mortgage Association 8.00% 9/15/27 | 8,218,216 | $9.91M | 0.1% | $1.23 | — | MBS 30yr | 3622A2C67 |
| — | Core-Mark Holding Co Inc | 136,433 | $9.905M | 0.1% | $75.52 | — | Common Stock | 218681104 |
| — | Government National Mortgage Association II 7.50% 3/20/32 | 8,265,459 | $9.798M | 0.1% | $1.21 | — | MBS 30yr | 3622A2DB5 |
| — | Government National Mortgage Association 6.50% 1/15/39 | 8,285,514 | $9.5M | 0.1% | $1.16 | — | MBS 30yr | 3622A2B68 |
| — | Government National Mortgage Association 7.00% 4/16/44 | 8,471,749 | $9.389M | 0.1% | $1.13 | — | Agncy CMBS | 38378BTZ2 |
| — | Government National Mortgage Association 6.50% 7/15/39 | 8,051,620 | $9.353M | 0.1% | $1.18 | — | MBS 30yr | 3622A2D66 |
| — | Government National Mortgage Association 7.00% 2/16/40 | 8,085,915 | $9.271M | 0.1% | $1.16 | — | Agncy CMBS | 38376GVW7 |
| — | Government National Mortgage Association 7.00% 6/16/39 | 8,155,817 | $9.044M | 0.1% | $1.11 | — | Agncy CMBS | 38376GYE4 |
| — | Government National Mortgage Association 7.50% 6/15/35 | 7,450,695 | $8.952M | 0.1% | $1.21 | — | MBS 30yr | 36241LQ90 |
| — | Government National Mortgage Association 7.50% 12/15/34 | 7,349,255 | $8.836M | 0.1% | $1.19 | — | MBS 30yr | 3622A2A85 |
| — | Bank Of America Corp Pfd 7.25% 12/31/49 | 7,668 | $8.774M | 0.1% | $1081.07 | — | PUBLIC | 060505682 |
| — | MTS Systems Corp | 127,974 | $8.765M | 0.1% | $64.47 | — | Common Stock | 553777103 |
| — | Micron Technology Inc 3.00% 11/15/43 | 7,865,284 | $8.617M | 0.1% | $1.10 | — | US DOMESTIC | 595112AY9 |
| — | Amg Capital Trust II Pfd 5.15% 10/15/37 | 130,986 | $8.303M | 0.1% | $61.42 | — | PUBLIC | 00170F209 |
| — | Allegheny Technologies 4.25% 6/1/14 | 7,859,947 | $8.022M | 0.1% | $1.04 | — | US DOMESTIC | 01741RAD4 |
| — | Government National Mortgage Association 7.00% 8/15/31 | 6,868,114 | $7.964M | 0.1% | $1.17 | — | MBS 30yr | 36241KUN6 |
| — | Prospect Capital Corp 5.875% 1/15/19 | 7,449,870 | $7.832M | 0.1% | $1.05 | — | GLOBAL | 74348TAM4 |
| — | Government National Mortgage Association II VRN 4/20/34 | 6,940,594 | $7.809M | 0.1% | $1.18 | — | Agncy CMO Other | 38378MSU0 |
| — | Government National Mortgage Association 7.00% 8/15/35 | 6,695,956 | $7.781M | 0.1% | $1.16 | — | MBS 30yr | 36241LWC6 |
| — | Government National Mortgage Association VRN 12/16/50 | 6,882,925 | $7.613M | 0.1% | $1.12 | — | Agncy CMBS | 38376GXR6 |
| — | Stanley Black And Decker Preferred | 69,999 | $7.556M | 0.1% | $107.94 | — | PUBLIC | 854502804 |
| CGIP | Celadon Group Inc | 308,271 | $7.411M | 0.1% | $18.49 | +15.3% | Common Stock | 150838100 |
| — | Government National Mortgage Association II 8.00% 9/20/32 | 5,977,964 | $7.353M | 0.0% | $1.26 | — | MBS 30yr | 36241LL61 |
| — | Government National Mortgage Association 8.00% 4/15/38 | 6,082,300 | $7.302M | 0.0% | $1.23 | — | MBS 30yr | 36241LNH5 |
| — | Government National Mortgage Association 7.00% 5/15/33 | 5,988,623 | $7.066M | 0.0% | $1.18 | — | MBS 30yr | 36241LKR6 |
| — | Government National Mortgage Association 7.00% 11/16/40 | 6,184,913 | $6.914M | 0.0% | $1.13 | — | Agncy CMBS | 38376GWT3 |
| — | Rayonier Trs Holdings Inc 4.50% 8/15/15 | 4,748,724 | $6.898M | 0.0% | $1.69 | — | PRIV PLACEMENT | 75508AAD8 |
| — | Government National Mortgage Association VRN 5/16/46 | 6,338,427 | $6.716M | 0.0% | $1.07 | — | Agncy CMBS | 38373MH60 |
| — | Government National Mortgage Association 6.50% 1/15/33 | 5,859,657 | $6.701M | 0.0% | $1.19 | — | MBS 30yr | 36241LCP9 |
| — | Government National Mortgage Association 8.50% 2/15/32 | 5,571,918 | $6.574M | 0.0% | $1.17 | — | MBS 30yr | 36241LNJ1 |
| — | Government National Mortgage Association 7.00% 11/15/32 | 5,356,958 | $6.341M | 0.0% | $1.22 | — | MBS 30yr | 36225BV21 |
| — | Kaiser Aluminum Corp 4.50% 4/1/15 | 4,140,870 | $6.245M | 0.0% | $1.51 | — | US DOMESTIC | 483007AB6 |
| — | Government National Mortgage Association 7.50% 8/15/34 | 5,181,290 | $6.211M | 0.0% | $1.23 | — | MBS 30yr | 36241KZK7 |
| — | Government National Mortgage Association 6.00% 11/15/39 | 5,000,796 | $5.896M | 0.0% | $1.16 | — | MBS 30yr | 36241LE69 |
| OXM | Oxford Industries Inc | 75,217 | $5.882M | 0.0% | $66.16 | +16.7% | Common Stock | 691497309 |
| — | Government National Mortgage Association VRN 12/20/38 | 4,920,417 | $5.649M | 0.0% | $1.21 | — | Agncy CMO Other | 38378MH99 |
| — | Government National Mortgage Association 6.50% 7/15/34 | 4,996,739 | $5.641M | 0.0% | $1.15 | — | MBS 30yr | 36241LK62 |
| SCVL | Shoe Carnival Inc | 244,069 | $5.623M | 0.0% | $13.12 | -3.4% | Common Stock | 824889109 |
| — | Innophos Holdings Inc | 96,797 | $5.489M | 0.0% | $52.78 | — | Common Stock | 45774N108 |
| — | Government National Mortgage Association II VRN 2/20/39 | 4,473,338 | $5.277M | 0.0% | $1.19 | — | Agncy CMO Other | 38378TLP3 |
| — | Government National Mortgage Association 5.50% 1/15/39 | 4,600,985 | $5.257M | 0.0% | $1.13 | — | MBS 30yr | 3622A2C42 |
| — | Government National Mortgage Association 10.00% 4/15/25 | 4,329,203 | $4.963M | 0.0% | $1.17 | — | MBS 30yr | 36241LL53 |
| — | Drew Industries Inc | 90,027 | $4.879M | 0.0% | $45.54 | — | Common Stock | 26168L205 |
| — | Digital Realty 5.50% 4/15/29 | 3,552,776 | $4.851M | 0.0% | $1.28 | — | PRIV PLACEMENT | 25389JAC0 |
| — | Government National Mortgage Association 8.00% 10/15/27 | 3,984,521 | $4.817M | 0.0% | $1.22 | — | MBS 30yr | 36225BFG8 |
| — | Rayonier Trs Holdings Inc 4.50% 8/15/15 | 3,303,024 | $4.797M | 0.0% | $1.52 | — | US DOMESTIC | 75508AAC0 |
| — | Government National Mortgage Association 7.125% 3/15/23 | 4,175,704 | $4.752M | 0.0% | $1.15 | — | MBS 30yr | 36290NKE1 |
| — | Government National Mortgage Association 10.00% 2/15/26 | 4,070,185 | $4.668M | 0.0% | $1.16 | — | MBS 30yr | 36241KZJ0 |
| — | Government National Mortgage Association VRN 9/16/41 | 4,164,637 | $4.415M | 0.0% | $1.05 | — | Agncy CMBS | 38373MWJ5 |
| — | Pentair Ltd | 55,500 | $4.403M | 0.0% | $77.67 | — | Common Stock | H6169Q108 |
| LYB | LyondellBasell Industries NV | 49,469 | $4.4M | 0.0% | $42.61 | +6.5% | Common Stock | N53745100 |
| — | Nuance Communications Inc 2.75% 11/1/31 | 4,091,262 | $4.099M | 0.0% | $1.01 | — | US DOMESTIC | 67020YAF7 |
| — | Mylan 3.75% 9/15/15 | 1,100,499 | $4.045M | 0.0% | $3.68 | — | US DOMESTIC | 628530AJ6 |
| PWR | Quanta Svcs Inc | 109,025 | $4.023M | 0.0% | $26.53 | +23.4% | Common Stock | 74762E102 |
| — | Hanesbrands Inc | 52,578 | $4.021M | 0.0% | $64.49 | — | Common Stock | 410345102 |
| — | Government National Mortgage Association 6.50% 5/15/29 | 3,489,051 | $3.971M | 0.0% | $1.14 | — | MBS 30yr | 36225BEL8 |
| M | Macy's Inc | 66,975 | $3.971M | 0.0% | $48.27 | +15.2% | Common Stock | 55616P104 |
| COR | Amerisourcebergen Corp | 60,525 | $3.97M | 0.0% | $43.48 | +13.3% | Common Stock | 03073E105 |
| KR | Kroger Co/The | 89,550 | $3.909M | 0.0% | $15.39 | +3.3% | Common Stock | 501044101 |
| — | Government National Mortgage Association II 8.00% 11/20/31 | 3,167,250 | $3.85M | 0.0% | $1.25 | — | MBS 30yr | 36225BSP4 |
| — | Jarden Corp | 64,125 | $3.837M | 0.0% | $48.39 | — | Common Stock | 471109108 |
| — | Government National Mortgage Association II 8.00% 10/20/27 | 3,130,701 | $3.822M | 0.0% | $1.22 | — | MBS 30yr | 36225BZ76 |
| — | Government National Mortgage Association 7.00% 12/20/32 | 3,224,808 | $3.811M | 0.0% | $1.18 | — | MBS 30yr | 36241KLW6 |
| HCA | HCA Holdings Inc | 70,000 | $3.675M | 0.0% | $46.26 | 0.0% | Common Stock | 40412C101 |
| — | Government National Mortgage Association 7.50% 2/15/35 | 3,034,533 | $3.638M | 0.0% | $1.20 | — | MBS 30yr | 36241KZL5 |
| — | Government National Mortgage Association VRN 8/16/46 | 3,479,962 | $3.51M | 0.0% | $1.06 | — | Agncy CMBS | 38374NJX6 |
| HIG | Hartford Financial Services Group Inc | 98,350 | $3.469M | 0.0% | $27.12 | 0.0% | Common Stock | 416515104 |
| — | Government National Mortgage Association II 7.00% 4/20/32 | 2,919,902 | $3.462M | 0.0% | $1.19 | — | MBS 30yr | 36225BSV1 |
| — | Government National Mortgage Association 10.00% 2/15/26 | 3,010,897 | $3.446M | 0.0% | $1.15 | — | MBS 30yr | 36241KVE5 |
| — | Government National Mortgage Association 7.50% 3/15/32 | 2,716,161 | $3.276M | 0.0% | $1.20 | — | MBS 30yr | 36225BUB2 |
| — | Constellium NV | 110,212 | $3.235M | 0.0% | $29.35 | — | Common Stock | N22035104 |
| — | Discover Financial Services | 54,715 | $3.184M | 0.0% | $50.54 | — | Common Stock | 254709108 |
| OII | Oceaneering International Inc | 42,850 | $3.079M | 0.0% | $77.31 | -7.4% | Common Stock | 675232102 |
| — | Government National Mortgage Association II 6.50% 1/20/28 | 2,561,273 | $3.048M | 0.0% | $1.18 | — | MBS 30yr | 36202CY72 |
| — | Government National Mortgage Association II 6.50% 5/20/28 | 2,558,969 | $3.045M | 0.0% | $1.18 | — | MBS 30yr | 36202C2X0 |
| AWK | American Water Works Co Inc | 66,650 | $3.026M | 0.0% | $32.57 | +4.6% | Common Stock | 030420103 |
| ROST | Ross Stores Inc | 41,825 | $2.993M | 0.0% | $30.47 | +3.6% | Common Stock | 778296103 |
| — | Entertainment One | 531,891 | $2.926M | 0.0% | $5.50 | — | Common Stock | 29382B102 |
| HRL | Hormel Foods Corp | 58,325 | $2.874M | 0.0% | $16.58 | +5.7% | Common Stock | 440452100 |
| — | Cigna Corp | 34,250 | $2.868M | 0.0% | $78.66 | — | Common Stock | 125509109 |
| LKQ | LKQ Corp | 108,325 | $2.854M | 0.0% | $26.36 | -4.7% | Common Stock | 501889208 |
| — | Liberty Media Corp | 21,700 | $2.837M | 0.0% | $147.13 | — | Common Stock | 531229102 |
| — | Government National Mortgage Association VRN 10/20/34 | 2,322,836 | $2.765M | 0.0% | $1.20 | — | Agncy CMO Other | 38378HJB3 |
| PRGO | Perrigo Co PLC | 17,725 | $2.741M | 0.0% | $144.14 | +9.5% | Common Stock | G97822103 |
| CHD | Church & Dwight Co Inc | 39,400 | $2.721M | 0.0% | $26.29 | +7.2% | Common Stock | 171340102 |
| — | Government National Mortgage Association 6.50% 8/15/34 | 2,353,790 | $2.713M | 0.0% | $1.17 | — | MBS 30yr | 36241LNK8 |
| CTRA | Cabot Oil & Gas Corp | 79,125 | $2.681M | 0.0% | $26.72 | 0.0% | Common Stock | 127097103 |
| — | Government National Mortgage Association 7.50% 10/15/35 | 2,274,723 | $2.677M | 0.0% | $1.19 | — | MBS 30yr | 36241KKZ0 |
| KEX | Kirby Corp | 26,150 | $2.648M | 0.0% | $91.83 | +9.7% | Common Stock | 497266106 |
| — | Owens-Brockway 3.00% 6/1/15 | 2,554,653 | $2.622M | 0.0% | $1.03 | — | PRIV PLACEMENT | 69073TAQ6 |
| AME | Ametek Inc | 50,850 | $2.618M | 0.0% | $41.48 | +15.2% | Common Stock | 031100100 |
| — | Rock-Tenn Co | 24,800 | $2.618M | 0.0% | $101.37 | — | Common Stock | 772739207 |
| — | Government National Mortgage Association 8.00% 11/15/27 | 2,139,810 | $2.612M | 0.0% | $1.21 | — | MBS 30yr | 36225A7B0 |
| ICE | IntercontinentalExchange Group Inc | 12,925 | $2.557M | 0.0% | $35.28 | +2.8% | Common Stock | 45866F104 |
| — | Federal Home Loan Mortgage Corp 9.00% 12/25/18 | 2,414,721 | $2.555M | 0.0% | $1.08 | — | MBS Other | 31335PNA9 |
| — | DST Systems Inc | 26,875 | $2.547M | 0.0% | $91.11 | — | Common Stock | 233326107 |
| — | Government National Mortgage Association II 7.50% 11/20/29 | 2,099,205 | $2.523M | 0.0% | $1.21 | — | MBS 30yr | 36202DEL1 |
| WHR | Whirlpool Corp | 16,075 | $2.403M | 0.0% | $144.75 | 0.0% | Common Stock | 963320106 |
| — | Government National Mortgage Association 7.00% 1/15/39 | 2,027,094 | $2.4M | 0.0% | $1.19 | — | MBS 30yr | 3622A2AC6 |
| — | Validus Holdings LTD | 63,575 | $2.397M | 0.0% | $40.29 | — | Common Stock | G9319H102 |
| SJM | JM Smucker Co/The | 24,375 | $2.37M | 0.0% | $75.09 | -8.4% | Common Stock | 832696405 |
| CCK | Crown Holdings Inc | 52,700 | $2.358M | 0.0% | $41.56 | -0.7% | Common Stock | 228368106 |
| — | Government National Mortgage Association 7.00% 3/15/35 | 1,981,035 | $2.341M | 0.0% | $1.20 | — | MBS 30yr | 36241KHC5 |
| CDNS | Cadence Design Systems Inc | 150,200 | $2.334M | 0.0% | $14.40 | +3.0% | Common Stock | 127387108 |
| — | Federal Home Loan Mortgage Corp 8.00% 10/17/29 | 1,843,119 | $2.269M | 0.0% | $1.23 | — | MBS Other | 31335PNL5 |
| — | Crown Castle International Corp | 30,050 | $2.217M | 0.0% | $73.01 | — | REIT | 228227104 |
| STZ | Constellation Brands Inc | 25,875 | $2.199M | 0.0% | $46.60 | +46.1% | Common Stock | 21036P108 |
| — | WABCO Holdings Inc | 20,775 | $2.193M | 0.0% | $98.32 | — | Common Stock | 92927K102 |
| AAP | Advance Auto Parts Inc | 17,275 | $2.185M | 0.0% | $105.89 | 0.0% | Common Stock | 00751Y106 |
| HII | Huntington Ingalls Industries Inc | 20,875 | $2.135M | 0.0% | $51.34 | +52.6% | Common Stock | 446413106 |
| — | Syneron Medical Ltd | 170,667 | $2.125M | 0.0% | $12.40 | — | Common Stock | M87245102 |
| — | Government National Mortgage Association II 7.00% 10/20/25 | 1,748,246 | $2.044M | 0.0% | $1.20 | — | MBS 30yr | 36202CKJ1 |
| FMC | FMC Corp | 26,675 | $2.042M | 0.0% | $50.53 | 0.0% | Common Stock | 302491303 |
| — | WR Grace & Co | 20,175 | $2.001M | 0.0% | $87.39 | — | Common Stock | 38388F108 |
| — | Government National Mortgage Association II 7.50% 9/20/29 | 1,648,918 | $1.979M | 0.0% | $1.21 | — | MBS 30yr | 36202DDP3 |
| NTRS | Northern Trust Corp | 29,950 | $1.964M | 0.0% | $41.82 | +8.9% | Common Stock | 665859104 |
| — | Government National Mortgage Association II 7.00% 11/20/27 | 1,671,279 | $1.963M | 0.0% | $1.16 | — | MBS 30yr | 36202CYF4 |
| — | Government National Mortgage Association II 6.00% 3/20/33 | 1,702,956 | $1.96M | 0.0% | $1.15 | — | MBS 30yr | 36202DWX5 |
| LNC | Lincoln National Corp | 38,300 | $1.941M | 0.0% | $27.94 | +19.8% | Common Stock | 534187109 |
| XBI | SPDR S&P Biotech ETF | 13,475 | $1.92M | 0.0% | $129.14 | — | ETP | 78464A870 |
| — | Government National Mortgage Association 7.00% 12/15/34 | 1,621,353 | $1.916M | 0.0% | $1.24 | — | MBS 30yr | 36241KFV5 |
| — | Government National Mortgage Association 6.50% 10/15/38 | 1,632,819 | $1.898M | 0.0% | $1.15 | — | MBS 30yr | 36241LMC7 |
| WAB | Wabtec Corp/DE | 24,425 | $1.893M | 0.0% | $55.02 | +30.3% | Common Stock | 929740108 |
| — | Government National Mortgage Association II 8.00% 12/20/30 | 1,514,904 | $1.859M | 0.0% | $1.22 | — | MBS 30yr | 36202DKZ3 |
| — | Solera Holdings Inc | 29,325 | $1.857M | 0.0% | $63.32 | — | Common Stock | 83421A104 |
| FFIV | F5 Networks Inc | 17,175 | $1.831M | 0.0% | $85.18 | +24.2% | Common Stock | 315616102 |
| — | SVB Financial Group | 14,175 | $1.825M | 0.0% | $111.59 | — | Common Stock | 78486Q101 |
| UGI | UGI Corp | 40,000 | $1.824M | 0.0% | $26.81 | +7.4% | Common Stock | 902681105 |
| CDW | CDW Corp Of Delaware | 65,875 | $1.808M | 0.0% | $21.69 | 0.0% | Common Stock | 12514G108 |
| — | Government National Mortgage Association II 7.00% 12/20/27 | 1,478,297 | $1.748M | 0.0% | $1.20 | — | MBS 30yr | 36202CYT4 |
| — | Federal National Mortgage Association 7.50% 10/1/32 | 1,458,628 | $1.747M | 0.0% | $1.19 | — | MBS 30yr | 31410LHZ8 |
| JBHT | JB Hunt Transport Services Inc | 23,809 | $1.713M | 0.0% | $66.16 | -0.4% | Common Stock | 445658107 |
| SMGRF | Summerset Group Holdings | 543,604 | $1.693M | 0.0% | $2.67 | — | Common Stock | Q8794G109 |
| — | Government National Mortgage Association II 6.50% 8/20/31 | 1,454,400 | $1.686M | 0.0% | $1.16 | — | MBS 30yr | 36202DPD7 |
| — | Federal National Mortgage Association 5.50% 4/1/33 | 1,465,864 | $1.648M | 0.0% | $1.12 | — | MBS 30yr | 31385W4Z9 |
| — | Government National Mortgage Association II 7.50% 10/20/29 | 1,340,836 | $1.624M | 0.0% | $1.21 | — | MBS 30yr | 36202DD65 |
| — | Vantiv Inc | 53,125 | $1.605M | 0.0% | $28.54 | — | Common Stock | 92210H105 |
| — | Federal Home Loan Mortgage Corp 8.00% 2/1/34 | 1,283,596 | $1.551M | 0.0% | $1.20 | — | MBS 30yr | 3128M85V2 |
| ESS | Essex Property Trust Inc | 9,050 | $1.539M | 0.0% | $104.31 | +5.8% | REIT | 297178105 |
| — | Kansas City Southern | 14,900 | $1.521M | 0.0% | $102.08 | — | Common Stock | 485170302 |
| PCAR | Paccar Inc | 22,200 | $1.497M | 0.0% | $26.58 | 0.0% | Common Stock | 693718108 |
| — | Government National Mortgage Association 8.00% 1/20/30 | 1,262,334 | $1.497M | 0.0% | $1.23 | — | MBS 30yr | 36202DFH9 |
| NUS | Nu Skin Enterprises Inc | 17,940 | $1.486M | 0.0% | $59.94 | 0.0% | Common Stock | 67018T105 |
| BWA | BorgWarner Inc | 24,100 | $1.481M | 0.0% | $36.93 | +16.4% | Common Stock | 099724106 |
| — | Federal Home Loan Mortgage Corp 7.50% 4/25/24 | 1,299,052 | $1.48M | 0.0% | $1.15 | — | Agncy CMO Other | 3133T46G6 |
| — | Government National Mortgage Association 7.00% 7/15/31 | 1,237,046 | $1.462M | 0.0% | $1.22 | — | MBS 30yr | 36225BPH5 |
| CTSH | Cognizant Technology Solutions Corp | 28,425 | $1.439M | 0.0% | $44.31 | 0.0% | Common Stock | 192446102 |
| — | Government National Mortgage Association II 7.00% 5/20/28 | 1,209,057 | $1.431M | 0.0% | $1.17 | — | MBS 30yr | 36202C2Y8 |
| NVMI | Nova Measuring Instruments | 123,133 | $1.38M | 0.0% | $8.99 | +22.6% | Common Stock | M7516K103 |
| — | Government National Mortgage Association 7.75% 11/15/20 | 1,244,186 | $1.377M | 0.0% | $1.15 | — | MBS 30yr | 36290NFM9 |
| — | Government National Mortgage Association 7.00% 8/15/29 | 1,159,094 | $1.368M | 0.0% | $1.27 | — | MBS 30yr | 36225BFR4 |
| — | Federal Home Loan Mortgage Corp 4.50% 12/1/39 | 1,225,593 | $1.31M | 0.0% | $1.06 | — | MBS 30yr | 312938KQ5 |
| — | Allied World Assurance Co Holdings Ltd | 11,650 | $1.202M | 0.0% | $112.83 | — | Common Stock | H01531104 |
| — | Concho Resources Inc/Midland TX | 9,800 | $1.201M | 0.0% | $108.79 | — | Common Stock | 20605P101 |
| — | Federal National Mortgage Association 8.00% 5/1/32 | 1,002,206 | $1.2M | 0.0% | $1.20 | — | MBS 30yr | 31410LH39 |
| — | Federal National Mortgage Association 5.00% 9/1/24 | 1,104,813 | $1.196M | 0.0% | $1.08 | — | MBS 15yr | 31412QJZ3 |
| — | Government National Mortgage Association 6.00% 2/15/37 | 1,038,071 | $1.195M | 0.0% | $1.16 | — | MBS 30yr | 3622A2C91 |
| — | Government National Mortgage Association 5.00% 9/15/33 | 1,035,507 | $1.191M | 0.0% | $1.15 | — | MBS 30yr | 36290SHN4 |
| — | Westar Energy Inc | 33,800 | $1.188M | 0.0% | $35.15 | — | Common Stock | 95709T100 |
| — | Hospitality Properties Trust 3.80% 3/15/27 | 1,108,870 | $1.109M | 0.0% | $1.00 | — | US DOMESTIC | 44106MAK8 |
| — | Envision Healthcare Holdings Inc | 32,450 | $1.098M | 0.0% | $32.98 | — | Common Stock | 29413U103 |
| — | Government National Mortgage Association II 7.50% 12/20/29 | 923,501 | $1.097M | 0.0% | $1.21 | — | MBS 30yr | 36202DE23 |
| — | Continental Resources Inc/OK | 8,745 | $1.086M | 0.0% | $107.26 | — | Common Stock | 212015101 |
| — | Government National Mortgage Association 8.00% 1/15/31 | 999,156 | $1.068M | 0.0% | $1.07 | — | MBS Other | 36213BJW3 |
| — | Government National Mortgage Association II 7.00% 9/20/27 | 918,379 | $1.04M | 0.0% | $1.18 | — | MBS 30yr | 36202CXL2 |
| — | ING US Inc | 27,950 | $1.014M | 0.0% | $36.28 | — | Common Stock | 45685E106 |
| — | Government National Mortgage Association 9.00% 12/15/17 | 936,958 | $1.01M | 0.0% | $1.09 | — | MBS 30yr | 36225ABQ2 |
| — | Government National Mortgage Association II 6.50% 4/20/28 | 848,703 | $990K | 0.0% | $1.16 | — | MBS 30yr | 36202C2J1 |
| — | Federal Home Loan Mortgage Corp 6.00% 5/1/33 | 848,730 | $958K | 0.0% | $1.11 | — | MBS 30yr | 31288JT71 |
| — | Federal National Mortgage Association 7.50% 8/1/37 | 800,616 | $947K | 0.0% | $1.18 | — | MBS 30yr | 31418MJP8 |
| TEX | Terex Corp | 21,300 | $944K | 0.0% | $31.64 | +32.8% | Common Stock | 880779103 |
| — | Government National Mortgage Association 7.50% 8/15/33 | 787,955 | $941K | 0.0% | $1.19 | — | MBS 30yr | 36241LGC4 |
| — | Federal Home Loan Mortgage Corp 7.50% 12/15/36 | 750,044 | $909K | 0.0% | $1.23 | — | Agncy CMO Other | 3137A0YK5 |
| — | Government National Mortgage Association 7.00% 4/15/35 | 765,706 | $901K | 0.0% | $1.22 | — | MBS 30yr | 36241KMF2 |
| — | Government National Mortgage Association 6.50% 2/20/28 | 760,057 | $898K | 0.0% | $1.17 | — | MBS 30yr | 36202CZL0 |
| — | Government National Mortgage Association 8.00% 11/20/29 | 737,234 | $892K | 0.0% | $1.23 | — | MBS 30yr | 36202DEM9 |
| — | Government National Mortgage Association 7.00% 3/15/32 | 742,120 | $877K | 0.0% | $1.17 | — | MBS 30yr | 36241KJG4 |
| — | Government National Mortgage Association VRN 6/16/32 | 803,352 | $830K | 0.0% | $1.03 | — | Agncy CMBS | 38373MZ45 |
| — | Government National Mortgage Association 7.00% 11/15/23 | 748,824 | $826K | 0.0% | $1.12 | — | MBS 30yr | 36204H6Q8 |
| — | Government National Mortgage Association II 6.00% 2/20/35 | 704,782 | $821K | 0.0% | $1.15 | — | MBS 30yr | 36202ECQ0 |
| — | Federal National Mortgage Association 8.50% 10/1/32 | 641,923 | $789K | 0.0% | $1.21 | — | MBS 30yr | 31418MJT0 |
| — | Government National Mortgage Association 7.00% 2/20/26 | 668,377 | $779K | 0.0% | $1.16 | — | MBS 30yr | 36202CMR1 |
| TSM | Taiwan Semiconductor Manufacturing Co Ltd | 38,871 | $778K | 0.0% | $18.85 | — | ADR | 874039100 |
| QCOM | Qualcomm Inc | 9,825 | $775K | 0.0% | $46.56 | +16.0% | Common Stock | 747525103 |
| — | Government National Mortgage Association II 7.00% 10/20/37 | 666,563 | $772K | 0.0% | $1.14 | — | MBS 30yr | 36202EP29 |
| — | Government National Mortgage Association II 8.00% 10/20/30 | 620,716 | $761K | 0.0% | $1.24 | — | MBS 30yr | 36202DJ93 |
| — | Government National Mortgage Association II 8.00% 4/20/30 | 598,714 | $729K | 0.0% | $1.21 | — | MBS 30yr | 36202DGS4 |
| — | Government National Mortgage Association II 6.00% 4/20/31 | 649,007 | $726K | 0.0% | $1.12 | — | Agncy CMO Z | 383739R76 |
| — | Government National Mortgage Association II 7.5% 2/20/30 | 599,215 | $724K | 0.0% | $1.18 | — | MBS 30yr | 36202DFY2 |
| — | Government National Mortgage Association 7.00% 3/20/26 | 609,474 | $707K | 0.0% | $1.16 | — | MBS 30yr | 36202CM91 |
| — | Government National Mortgage Association 8.00% 12/20/29 | 577,813 | $707K | 0.0% | $1.21 | — | MBS 30yr | 36202DE31 |
| — | Government National Mortgage Association 8.00% 1/20/31 | 604,688 | $703K | 0.0% | $1.18 | — | MBS 30yr | 36179NGF9 |
| — | Federal National Mortgage Association 5.00% 11/1/33 | 627,043 | $694K | 0.0% | $1.10 | — | MBS 30yr | 31403BQJ5 |
| — | Government National Mortgage Association 5.00% 9/15/39 | 631,579 | $691K | 0.0% | $1.10 | — | MBS 30yr | 36297FWP3 |
| — | Federal National Mortgage Association 6.00% 9/1/36 | 617,780 | $690K | 0.0% | $1.09 | — | MBS 30yr | 31407JBG6 |
| — | Federal National Mortgage Association 9.50% 4/1/30 | 588,702 | $690K | 0.0% | $1.20 | — | MBS 30yr | 31384WAH3 |
| — | Government National Mortgage Association II 6.00% 1/20/29 | 596,298 | $687K | 0.0% | $1.14 | — | MBS 30yr | 36202C7L1 |
| — | Government National Mortgage Association 6.50% 10/16/24 | 591,256 | $679K | 0.0% | $1.16 | — | Agncy CMO Other | 3837H0GK3 |
| — | Government National Mortgage Association VRN 1/16/34 | 664,315 | $672K | 0.0% | $1.02 | — | Agncy CMBS | 38373MKJ8 |
| — | Government National Mortgage Association 5.50% 1/15/35 | 572,014 | $641K | 0.0% | $1.11 | — | MBS 30yr | 36241KB72 |
| — | Government National Mortgage Association 6.50% 3/16/31 | 556,784 | $632K | 0.0% | $1.13 | — | Agncy CMO Other | 383739LD9 |
| — | Government National Mortgage Association 5.00% 7/15/33 | 564,580 | $623K | 0.0% | $1.10 | — | MBS 30yr | 36213FWS8 |
| — | Government National Mortgage Association II 8.50% 11/20/31 | 503,670 | $595K | 0.0% | $1.25 | — | MBS 30yr | 36225BYL6 |
| — | Federal National Mortgage Association 5.50% 7/1/33 | 531,902 | $591K | 0.0% | $1.09 | — | MBS 30yr | 31385XJW8 |
| — | Government National Mortgage Association 8.00% 10/20/29 | 481,190 | $584K | 0.0% | $1.16 | — | MBS 30yr | 36202DD73 |
| — | Federal National Mortgage Association 8.00% 12/1/36 | 472,932 | $573K | 0.0% | $1.21 | — | MBS 30yr | 3138EGM50 |
| — | Government National Mortgage Association II 5.50% 2/20/40 | 509,529 | $570K | 0.0% | $1.11 | — | MBS 30yr | 36202FEK8 |
| — | Government National Mortgage Association II 6.50% 6/20/26 | 485,126 | $567K | 0.0% | $1.16 | — | MBS 30yr | 36202CPP2 |
| — | Government National Mortgage Association II 7.50% 8/20/30 | 457,763 | $552K | 0.0% | $1.17 | — | MBS 30yr | 36202DJA0 |
| — | Government National Mortgage Association 7.92% 7/15/23 | 516,707 | $546K | 0.0% | $1.06 | — | MBS Other | 36213BSQ6 |
| — | Federal National Mortgage Association 8.00% 9/1/30 | 458,639 | $542K | 0.0% | $1.26 | — | MBS 30yr | 31384WMW7 |
| — | Government National Mortgage Association II 8.00% 10/20/27 | 455,952 | $542K | 0.0% | $1.22 | — | MBS 30yr | 36202CX40 |
| — | Government National Mortgage Association 6.50% 5/16/31 | 468,434 | $533K | 0.0% | $1.15 | — | Agncy CMO Other | 3837394D8 |
| — | Fannie Mae Grantor Trust 7.50% 7/25/41 | 444,308 | $528K | 0.0% | $1.21 | — | Agncy CMO Other | 31359SR69 |
| — | Government National Mortgage Association II 7.00% 3/20/38 | 453,678 | $526K | 0.0% | $1.12 | — | MBS 30yr | 36202ERW1 |
| — | Government National Mortgage Association 7.75% 9/15/33 | 489,434 | $522K | 0.0% | $1.07 | — | MBS Other | 36213NGH3 |
| — | Government National Mortgage Association II 8.00% 3/20/30 | 426,977 | $518K | 0.0% | $1.23 | — | MBS 30yr | 36202DGE5 |
| — | Government National Mortgage Association 6.50% 7/20/32 | 453,722 | $516K | 0.0% | $1.15 | — | Agncy CMO Z | 38373X4R4 |
| — | Government National Mortgage Association II 7.00% 10/20/38 | 452,261 | $507K | 0.0% | $1.12 | — | MBS 30yr | 36202EW70 |
| ITUB | Itau Unibanco Holding SA | 34,048 | $506K | 0.0% | $14.10 | — | ADR | 465562106 |
| — | Federal National Mortgage Associaton VRN 8/25/33 | 415,545 | $497K | 0.0% | $1.21 | — | Agncy CMO Other | 31393UAN3 |
| — | Federal National Mortgage Association 6.00% 9/1/35 | 436,793 | $489K | 0.0% | $1.10 | — | MBS 30yr | 31376KTH9 |
| — | Government National Mortgage Association II 6.50% 10/20/34 | 406,441 | $475K | 0.0% | $1.16 | — | MBS 30yr | 36202EC64 |
| — | Government National Mortgage Association 6.50% 6/20/32 | 411,278 | $468K | 0.0% | $1.15 | — | Agncy CMO Other | 38373MDN7 |
| — | Federal National Mortgage Association 6.00% 9/1/35 | 406,918 | $457K | 0.0% | $1.11 | — | MBS 30yr | 31402RRR2 |
| — | Government National Mortgage Association 8.60% 5/15/27 | 459,940 | $457K | 0.0% | $1.00 | — | MBS Other | 36213BSG8 |
| — | Federal National Mortgage Association 7.00% 2/1/25 | 402,111 | $452K | 0.0% | $1.13 | — | MBS 30yr | 31373T3L2 |
| — | Federal National Mortgage Association 6.5% 4/1/32 | 396,129 | $451K | 0.0% | $1.13 | — | MBS 30yr | 31385JEL8 |
| — | Government National Mortgage Association 6.00% 2/20/29 | 403,287 | $451K | 0.0% | $1.12 | — | Agncy CMO Z | 3837H1U90 |
| — | Government National Mortgage Association 6.50% 8/20/31 | 434,468 | $448K | 0.0% | $1.04 | — | Agncy CMO Other | 38373RWF2 |
| — | Federal National Mortgage Association 8.50% 12/1/24 | 384,501 | $443K | 0.0% | $1.18 | — | MBS 30yr | 31373TUF5 |
| — | Federal Home Loan Mortgage Corp 4.50% 10/1/33 | 409,692 | $438K | 0.0% | $1.07 | — | MBS 30yr | 31296N6S1 |
| — | Government National Mortgage Association 7.00% 3/15/36 | 364,642 | $424K | 0.0% | $1.18 | — | MBS 30yr | 36241LN69 |
| — | Federal Home Loan Mortgage Corp 6.00% 6/1/34 | 373,551 | $423K | 0.0% | $1.11 | — | MBS 30yr | 31297A3B8 |
| — | Government National Mortgage Association II 6.50% 10/20/28 | 365,648 | $423K | 0.0% | $1.15 | — | MBS 30yr | 36202C5T6 |
| — | Federal National Mortgage Association 7.50% 4/1/20 | 377,201 | $419K | 0.0% | $1.12 | — | MBS 20yr | 31384VTA0 |
| — | Federal Home Loan Mortgage Corp 5.00% 8/1/33 | 365,342 | $404K | 0.0% | $1.08 | — | MBS 30yr | 31296MGB9 |
| — | Government National Mortgage Association II 7.50% 3/20/30 | 333,635 | $398K | 0.0% | $1.20 | — | MBS 30yr | 36202DGD7 |
| — | Government National Mortgage Association 9.00% 10/15/29 | 324,697 | $396K | 0.0% | $1.23 | — | MBS 30yr | 36225BGZ5 |
| EPI | Wisdomtree India Earnings | 20,028 | $380K | 0.0% | $15.38 | — | ETP | 97717W422 |
| — | Government National Mortgage Association II 8.00% 5/20/30 | 306,730 | $373K | 0.0% | $1.18 | — | MBS 30yr | 36202DG70 |
| — | Government National Mortgage Association II 8.00% 9/20/27 | 309,326 | $370K | 0.0% | $1.22 | — | MBS 30yr | 36202CXP3 |
| — | Government National Mortgage Association II 7.00% 8/20/31 | 309,235 | $367K | 0.0% | $1.18 | — | MBS 30yr | 36202DPE5 |
| — | Government National Mortgage Association II 7.00% 1/20/29 | 314,391 | $363K | 0.0% | $1.13 | — | MBS 30yr | 36202DAB7 |
| — | Federal Home Loan Mortgage Corp 6.50% 12/1/33 | 314,244 | $357K | 0.0% | $1.11 | — | MBS 30yr | 3128M5CD0 |
| — | Government National Mortgage Association II 6.50% 6/20/28 | 314,318 | $356K | 0.0% | $1.14 | — | Agncy CMO Other | 3837H1PL9 |
| HD | Home Depot Inc | 4,458 | $353K | 0.0% | $57.89 | +4.0% | Common Stock | 437076102 |
| DIS | Walt Disney Co/The | 4,293 | $344K | 0.0% | $57.24 | +21.7% | Common Stock | 254687106 |
| — | Government National Mortgage Association II 6.00% 1/20/32 | 297,787 | $338K | 0.0% | $1.15 | — | MBS 30yr | 36202DRG8 |
| — | Government National Mortgage Association II 8.00% 8/20/27 | 279,564 | $334K | 0.0% | $1.22 | — | MBS 30yr | 36202CXB4 |
| — | Government National Mortgage Association II 8.00% 9/20/29 | 275,047 | $333K | 0.0% | $1.25 | — | MBS 30yr | 36202DDQ1 |
| — | US Treasury Note 1.75% 7/31/15 | 325,923 | $333K | 0.0% | $1.02 | — | US GOVERNMENT | 912828NP1 |
| — | Government National Mortgage Association 6.00% 12/15/23 | 297,826 | $331K | 0.0% | $1.09 | — | MBS 15yr | 36296UKB5 |
| — | Government National Mortgage Association II 7.5% 4/20/30 | 274,609 | $329K | 0.0% | $1.21 | — | MBS 30yr | 36202DGR6 |
| — | Government National Mortgage Association 5.20% 10/15/29 | 295,606 | $324K | 0.0% | $1.10 | — | MBS 30yr | 36241LK70 |
| — | Government National Mortgage Association II 7.50% 11/20/29 | 279,052 | $323K | 0.0% | $1.17 | — | Agncy CMO Z | 3837H3FY8 |
| — | Lam Research Corp | 5,791 | $319K | 0.0% | $51.19 | — | Common Stock | 512807108 |
| — | Federal National Mortgage Association 6.50% 7/18/28 | 279,818 | $319K | 0.0% | $1.15 | — | Agncy CMO Other | 31359T3Y2 |
| — | Government National Mortgage Association 7.00% 1/20/26 | 269,021 | $318K | 0.0% | $1.17 | — | MBS 30yr | 36202CMA8 |
| — | Federal Home Loan Mortgage Corp 8.00% 7/1/29 | 252,974 | $315K | 0.0% | $1.26 | — | MBS 30yr | 31283HJE6 |
| — | Government National Mortgage Association 7.75% 6/15/30 | 309,949 | $311K | 0.0% | $1.00 | — | MBS Other | 36212YTT0 |
| — | Government National Mortgage Association 8.00% 11/16/29 | 259,545 | $307K | 0.0% | $1.19 | — | Agncy CMO Z | 3837H3LY1 |
| — | Government National Mortgage Association 6.00% 9/15/34 | 265,360 | $306K | 0.0% | $1.16 | — | MBS 30yr | 36241LX92 |
| — | Government National Mortgage Association 6.50% 3/15/34 | 263,896 | $304K | 0.0% | $1.17 | — | MBS 30yr | 36225B5K0 |
| — | Government National Mortgage Association II 6.50% 5/20/32 | 267,141 | $304K | 0.0% | $1.15 | — | Agncy CMO Z | 38373W4S4 |
| — | Government National Mortgage Association 6.50% 1/15/33 | 262,720 | $300K | 0.0% | $1.18 | — | MBS 30yr | 36225B2G2 |
| — | Government National Mortgage Association 6.50% 4/20/28 | 257,814 | $299K | 0.0% | $1.17 | — | Agncy CMO Z | 3837H1UD1 |
| — | Government National Mortgage Association 5.00% 10/15/34 | 270,563 | $299K | 0.0% | $1.09 | — | MBS 30yr | 36241KMA3 |
| — | Government National Mortgage Association II 7.00% 3/20/32 | 249,460 | $296K | 0.0% | $1.19 | — | MBS 30yr | 36202DSD4 |
| — | Government National Mortgage Association 7.125% 7/15/25 | 262,737 | $291K | 0.0% | $1.12 | — | MBS 30yr | 36290NM74 |
| — | Government National Mortgage Association II 7.00% 9/20/38 | 257,536 | $290K | 0.0% | $1.13 | — | MBS 30yr | 36202EWG0 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/37 | 256,777 | $287K | 0.0% | $1.09 | — | MBS 30yr | 3128M4RD7 |
| — | Government National Mortgage Association 7.00% 9/15/31 | 240,829 | $284K | 0.0% | $1.17 | — | MBS 30yr | 36225BPM4 |
| — | Government National Mortgage Association 8.50% 7/15/32 | 222,977 | $279K | 0.0% | $1.25 | — | MBS 30yr | 36225BUX4 |
| — | Government National Mortgage Association II 6.50% 5/20/33 | 236,188 | $277K | 0.0% | $1.17 | — | MBS 30yr | 36202DXV8 |
| — | Government National Mortgage Association II 6.00% 1/20/34 | 239,118 | $275K | 0.0% | $1.15 | — | MBS 30yr | 36202D3J8 |
| — | Government National Mortgage Association II 7.00% 2/20/28 | 232,987 | $271K | 0.0% | $1.12 | — | MBS 30yr | 36202CZM8 |
| — | Government National Mortgage Association II 6.50% 4/20/28 | 245,891 | $270K | 0.0% | $1.11 | — | MBS 30yr | 36209ERU8 |
| — | Government National Mortgage Association II 6.50% 8/20/33 | 231,241 | $266K | 0.0% | $1.14 | — | MBS 30yr | 36202DY54 |
| — | Government National Mortgage Association 7.00% 8/15/34 | 221,397 | $262K | 0.0% | $1.16 | — | MBS 30yr | 36241LC95 |
| — | Government National Mortgage Association 8.00% 12/15/25 | 227,092 | $258K | 0.0% | $1.15 | — | MBS 30yr | 36225BQB7 |
| — | Government National Mortgage Association II 7.5% 1/20/30 | 219,542 | $257K | 0.0% | $1.21 | — | MBS 30yr | 36202DFG1 |
| — | Government National Mortgage Association 8.25% 9/15/30 | 240,593 | $256K | 0.0% | $1.07 | — | MBS Other | 36210KPU3 |
| — | Government National Mortgage Association II 7.50% 9/20/28 | 215,112 | $254K | 0.0% | $1.15 | — | MBS 30yr | 36202C5F6 |
| — | Federal Home Loan Mortgage Corp 6.50% 7/1/32 | 223,360 | $251K | 0.0% | $1.12 | — | MBS 30yr | 31287U4M1 |
| — | Government National Mortgage Association II 6.50% 12/20/32 | 213,233 | $246K | 0.0% | $1.17 | — | MBS 30yr | 36202DVP3 |
| — | Government National Mortgage Association II 6.50% 5/20/31 | 210,009 | $243K | 0.0% | $1.15 | — | MBS 30yr | 36202DM57 |
| HAL | Halliburton Co | 4,100 | $241K | 0.0% | $38.45 | +11.3% | Common Stock | 406216101 |
| — | Federal National Mortgage Association 6.00% 9/1/32 | 211,777 | $239K | 0.0% | $1.10 | — | MBS 30yr | 31390MHY3 |
| — | Government National Mortgage Association 8.00% 11/15/33 | 222,209 | $238K | 0.0% | $1.07 | — | MBS Other | 36200TNP9 |
| — | Government National Mortgage Association II 6.00% 9/20/23 | 215,507 | $237K | 0.0% | $1.11 | — | MBS 15yr | 36202EVX4 |
| — | Government National Mortgage Association VRN 2/16/44 | 229,437 | $233K | 0.0% | $1.03 | — | Agncy CMBS | 38373MSR2 |
| — | Federal National Mortgage Association 5.00% 6/1/34 | 213,795 | $233K | 0.0% | $1.08 | — | MBS 30yr | 31403CXJ5 |
| — | Government National Mortgage Association II 7.00% 12/20/37 | 209,235 | $231K | 0.0% | $1.14 | — | MBS 30yr | 36202EQP7 |
| — | Government National Mortgage Association II 6.50% 1/20/29 | 200,239 | $231K | 0.0% | $1.17 | — | MBS 30yr | 36202DAA9 |
| — | Government National Mortgage Association 8.00% 8/15/31 | 209,433 | $224K | 0.0% | $1.07 | — | MBS Other | 36213NH25 |
| UNP | Union Pacific Corp | 1,189 | $223K | 0.0% | $60.42 | +13.0% | Common Stock | 907818108 |
| — | Government National Mortgage Association 6.00% 1/15/22 | 202,023 | $222K | 0.0% | $1.09 | — | MBS 15yr | 36241KLN6 |
| — | Government National Mortgage Association 7.50% 9/16/35 | 185,326 | $215K | 0.0% | $1.17 | — | Agncy CMO Other | 38374L5Z0 |
| — | Government National Mortgage Association II 6.50% 8/20/32 | 181,652 | $210K | 0.0% | $1.17 | — | MBS 30yr | 36225BYE2 |
| — | Government National Mortgage Association II 6.50% 1/20/32 | 178,163 | $207K | 0.0% | $1.18 | — | MBS 30yr | 36225BRH3 |
| — | Government National Mortgage Association 6.50% 12/15/38 | 179,844 | $205K | 0.0% | $1.14 | — | MBS 30yr | 36241KYF9 |
| — | Government National Mortgage Association II 6.00% 2/20/29 | 176,802 | $204K | 0.0% | $1.14 | — | MBS 30yr | 36202DAN1 |
| — | Federal National Mortgage Association 6.00% 2/1/33 | 182,764 | $203K | 0.0% | $1.09 | — | MBS 30yr | 31400A2X5 |
| — | Government National Mortgage Association II 6.50% 3/20/26 | 177,137 | $202K | 0.0% | $1.11 | — | MBS 30yr | 36202CM83 |
| — | Government National Mortgage Association II 6.00% 2/20/34 | 168,902 | $195K | 0.0% | $1.15 | — | MBS 30yr | 36202D4A6 |
| — | Government National Mortgage Association 6.00% 2/15/33 | 169,238 | $195K | 0.0% | $1.13 | — | MBS 30yr | 36225BWZ7 |
| — | Government National Mortgage Association II 6.50% 8/16/29 | 170,194 | $194K | 0.0% | $1.15 | — | Agncy CMO Other | 38373XDM5 |
| — | Government National Mortgage Association II 7.00% 3/20/28 | 162,737 | $192K | 0.0% | $1.15 | — | MBS 30yr | 36202CZ55 |
| — | Government National Mortgage Association 7.00% 7/15/35 | 159,777 | $188K | 0.0% | $1.17 | — | MBS 30yr | 36241LMJ2 |
| — | Government National Mortgage Association II 7.00% 7/20/28 | 154,445 | $182K | 0.0% | $1.18 | — | MBS 30yr | 36202C3Z4 |
| — | BlackRock Inc | 580 | $182K | 0.0% | $270.46 | — | Common Stock | 09247X101 |
| — | Government National Mortgage Association II 7.00% 11/20/31 | 153,559 | $182K | 0.0% | $1.18 | — | MBS 30yr | 36202DQP9 |
| — | Government National Mortgage Association 7.50% 9/20/26 | 156,300 | $181K | 0.0% | $1.17 | — | Agncy CMO Other | 3837H0XC2 |
| — | Government National Mortgage Association II 7.50% 11/20/27 | 154,437 | $181K | 0.0% | $1.17 | — | MBS 30yr | 36202CYG2 |
| — | Government National Mortgage Association II 7.50% 10/20/28 | 151,897 | $180K | 0.0% | $1.20 | — | MBS 30yr | 36202C5V1 |
| — | Federal National Mortgage Association 5.50% 7/1/33 | 160,241 | $180K | 0.0% | $1.09 | — | MBS 30yr | 31402ACV6 |
| — | Government National Mortgage Association 6.50% 6/20/28 | 159,493 | $179K | 0.0% | $1.13 | — | Agncy CMO Z | 3837H1XU0 |
| MA | Mastercard Inc | 2,283 | $171K | 0.0% | $71.26 | +2.0% | Common Stock | 57636Q104 |
| CVX | Chevron Corp | 1,429 | $170K | 0.0% | $73.10 | -3.7% | Common Stock | 166764100 |
| BA | Boeing Co/The | 1,324 | $166K | 0.0% | $93.75 | +19.1% | Common Stock | 097023105 |
| — | Government National Mortgage Association 7.00% 11/20/28 | 140,879 | $165K | 0.0% | $1.19 | — | MBS 30yr | 36202C6L2 |
| — | Government National Mortgage Association 7.00% 10/15/23 | 150,894 | $165K | 0.0% | $1.11 | — | MBS 30yr | 36203EHB7 |
| ZBH | Zimmer Holdings Inc | 1,732 | $164K | 0.0% | $78.28 | +6.7% | Common Stock | 98956P102 |
| TMO | Thermo Fisher Scientific Inc | 1,360 | $164K | 0.0% | $86.81 | +31.9% | Common Stock | 883556102 |
| — | Walgreen Co | 2,490 | $164K | 0.0% | $54.78 | — | Common Stock | 931422109 |
| — | Government National Mortgage Association II 7.00% 8/20/27 | 138,763 | $162K | 0.0% | $1.17 | — | MBS 30yr | 36202CW82 |
| — | Government National Mortgage Association 6.00% 1/15/33 | 140,907 | $162K | 0.0% | $1.11 | — | MBS 30yr | 36225BWL8 |
| MSFT | Microsoft Corp | 3,940 | $162K | 0.0% | $27.72 | +12.8% | Common Stock | 594918104 |
| — | McCraw Hill Financial Inc | 2,100 | $160K | 0.0% | $65.25 | — | Common Stock | 580645109 |
| — | Tyco International LTD | 3,754 | $160K | 0.0% | $41.25 | — | Common Stock | H89128104 |
| — | Government National Mortgage Association 8.25% 4/15/20 | 139,077 | $157K | 0.0% | $1.15 | — | MBS 30yr | 36225A4V9 |
| — | Government National Mortgage Association II 8.00% 6/20/30 | 130,417 | $156K | 0.0% | $1.20 | — | Agncy CMO Z | 3837H4ND3 |
| — | Federal Home Loan Mortgage Corp 5.50% 7/1/20 | 142,272 | $155K | 0.0% | $1.07 | — | MBS 15yr | 31283K4G0 |
| TRN | Trinity Industries Inc | 2,155 | $155K | 0.0% | $11.73 | +39.3% | Common Stock | 896522109 |
| — | Government National Mortgage Association II 6.50% 6/20/28 | 132,312 | $152K | 0.0% | $1.18 | — | MBS 30yr | 36202C3L5 |
| — | Federal Home Loan Mortgage Corp 5.00% 5/1/34 | 137,318 | $150K | 0.0% | $1.08 | — | MBS 30yr | 31292JBG4 |
| — | Federal National Mortgage Association 6.00% 5/1/37 | 133,718 | $149K | 0.0% | $1.10 | — | MBS 30yr | 31411X4G7 |
| VLO | Valero Energy Corp | 2,760 | $147K | 0.0% | $23.27 | +41.0% | Common Stock | 91913Y100 |
| — | Government National Mortgage Association II 8.00% 5/20/27 | 124,353 | $145K | 0.0% | $1.19 | — | MBS 30yr | 36202CV26 |
| COST | Costco Wholesale Corp | 1,289 | $144K | 0.0% | $91.64 | -0.4% | Common Stock | 22160K105 |
| — | Government National Mortgage Association 7.49% 9/15/20 | 126,847 | $143K | 0.0% | $1.13 | — | MBS 30yr | 3622013E3 |
| — | Government National Mortgage Association II 8.00% 7/20/27 | 122,102 | $143K | 0.0% | $1.21 | — | MBS 30yr | 36202CWU3 |
| — | CBS Corp | 2,282 | $141K | 0.0% | $55.32 | — | Common Stock | 124857202 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/35 | 126,420 | $140K | 0.0% | $1.08 | — | MBS 30yr | 3128MJCY4 |
| — | Government National Mortgage Association II 7.00% 12/20/28 | 123,131 | $140K | 0.0% | $1.18 | — | MBS 30yr | 36202C7B3 |
| — | Government National Mortgage Association 6.00% 12/15/23 | 121,891 | $136K | 0.0% | $1.10 | — | MBS 30yr | 36203STX5 |
| — | Government National Mortgage Association II 7.00% 6/20/28 | 114,422 | $135K | 0.0% | $1.17 | — | MBS 30yr | 36202C3M3 |
| BRK/B | Berkshire Hathaway Inc | 1,072 | $134K | 0.0% | $115.36 | +1.3% | Common Stock | 084670702 |
| — | Federal National Mortgage Association 7.50% 8/1/29 | 114,527 | $133K | 0.0% | $1.16 | — | MBS 30yr | 31383PLM6 |
| — | Government National Mortgage Association II 7.50% 2/20/29 | 111,917 | $133K | 0.0% | $1.24 | — | MBS 30yr | 36202DAS0 |
| — | Government National Mortgage Association II 8.00% 11/20/26 | 111,325 | $132K | 0.0% | $1.21 | — | MBS 30yr | 36202CSM6 |
| — | Federal National Mortgage Association 6.50% 8/1/36 | 116,117 | $131K | 0.0% | $1.12 | — | MBS 30yr | 31403DRY7 |
| PM | Philip Morris International Inc | 1,600 | $131K | 0.0% | $47.38 | -5.6% | Common Stock | 718172109 |
| — | Government National Mortgage Association 6.00% 1/15/24 | 114,717 | $129K | 0.0% | $1.10 | — | MBS 30yr | 36203EPD4 |
| — | Government National Mortgage Association II 8.00% 8/20/26 | 108,617 | $129K | 0.0% | $1.14 | — | MBS 30yr | 36202CQX4 |
| — | Federal National Mortgage Association 7.50% 12/1/28 | 114,110 | $129K | 0.0% | $1.14 | — | MBS 30yr | 31374TKE8 |
| — | Government National Mortgage Association II 8.00% 1/20/26 | 111,967 | $128K | 0.0% | $1.16 | — | MBS 30yr | 36202CMD2 |
| — | Government National Mortgage Association II 7.00% 2/20/31 | 110,080 | $128K | 0.0% | $1.14 | — | MBS 30yr | 36202DLV1 |
| — | Seadrill LTD | 3,640 | $128K | 0.0% | $41.00 | — | Common Stock | G7945E105 |
| — | Federal National Mortgage Association 6.00% 9/1/32 | 112,854 | $127K | 0.0% | $1.10 | — | MBS 30yr | 31376JZ44 |
| — | Government National Mortgage Association II 7.00% 8/20/28 | 108,744 | $126K | 0.0% | $1.14 | — | MBS 30yr | 36202C4Q3 |
| — | Government National Mortgage Association II 6.50% 2/20/31 | 108,322 | $124K | 0.0% | $1.13 | — | MBS 30yr | 36202DLU3 |
| — | Government National Mortgage Association II 6.50% 12/20/27 | 103,923 | $124K | 0.0% | $1.18 | — | MBS 30yr | 36202CYS6 |
| ALK | Alaska Air Group Inc | 1,314 | $123K | 0.0% | $26.91 | +39.6% | Common Stock | 011659109 |
| — | Government National Mortgage Association II 7.00% 10/20/31 | 107,440 | $123K | 0.0% | $1.18 | — | MBS 30yr | 36202DQC8 |
| — | Federal National Mortgage Association 7.50% 2/20/30 | 103,892 | $123K | 0.0% | $1.18 | — | Agncy CMO Z | 31359XYK9 |
| — | Harris Corp | 1,688 | $123K | 0.0% | $72.87 | — | Common Stock | 413875105 |
| — | Baker Hughes Inc | 1,870 | $122K | 0.0% | $54.46 | — | Common Stock | 057224107 |
| — | Government National Mortgage Association II 7.00% 7/20/29 | 103,315 | $121K | 0.0% | $1.13 | — | MBS 30yr | 36202DCU3 |
| — | Government National Mortgage Association II 6.50% 3/20/31 | 103,313 | $120K | 0.0% | $1.11 | — | MBS 30yr | 36202DMA6 |
| PPG | PPG Industries Inc | 620 | $120K | 0.0% | $64.81 | +19.1% | Common Stock | 693506107 |
| WLK | Westlake Chemical Corp | 1,808 | $120K | 0.0% | $46.76 | +14.8% | Common Stock | 960413102 |
| — | Premier Inc Class A | 3,619 | $119K | 0.0% | $31.50 | — | Common Stock | 74051N102 |
| — | Government National Mortgage Association 7.00% 4/15/31 | 100,138 | $118K | 0.0% | $1.15 | — | MBS 30yr | 36225BQK7 |
| — | Government National Mortgage Association II 6.50% 3/20/29 | 100,931 | $118K | 0.0% | $1.17 | — | MBS 30yr | 36202DA68 |
| — | Government National Mortgage Association II 7.00% 5/20/29 | 98,029 | $116K | 0.0% | $1.17 | — | MBS 30yr | 36202DBY6 |
| — | Mead Johnson Nutrition Co | 1,359 | $113K | 0.0% | $74.18 | — | Common Stock | 582839106 |
| — | Government National Mortgage Association 7.00% 7/15/31 | 95,565 | $113K | 0.0% | $1.18 | — | MBS 30yr | 36225BPC6 |
| — | Federal Home Loan Mortgage Corp 6.50% 12/1/32 | 98,074 | $111K | 0.0% | $1.10 | — | MBS 30yr | 31283H6C4 |
| PKG | Packaging Corp of America | 1,583 | $111K | 0.0% | $38.73 | +24.3% | Common Stock | 695156109 |
| — | Government National Mortgage Association 7.50% 8/15/21 | 101,079 | $110K | 0.0% | $1.10 | — | MBS 30yr | 362203K75 |
| TJX | TJX Cos Inc | 1,796 | $109K | 0.0% | $22.70 | +13.5% | Common Stock | 872540109 |
| — | Government National Mortgage Association II 8.00% 10/20/26 | 91,372 | $109K | 0.0% | $1.22 | — | MBS 30yr | 36202CR21 |
| NSC | Norfolk Southern Corp | 1,120 | $109K | 0.0% | $57.62 | +23.9% | Common Stock | 655844108 |
| — | Government National Mortgage Association II 6.50% 3/20/32 | 94,702 | $108K | 0.0% | $1.14 | — | Agncy CMO Other | 38373WJW9 |
| — | Government National Mortgage Association 6.00% 4/15/28 | 92,782 | $106K | 0.0% | $1.11 | — | MBS 30yr | 36225A2B5 |
| — | Federal National Mortgage Association 6.00% 5/1/29 | 92,613 | $105K | 0.0% | $1.09 | — | MBS 30yr | 31382YR83 |
| — | Government National Mortgage Association 7.00% 8/20/37 | 87,497 | $103K | 0.0% | $1.15 | — | MBS 30yr | 36202EPC7 |
| — | Government National Mortgage Association 8.00% 7/15/24 | 101,588 | $102K | 0.0% | $1.00 | — | MBS Other | 36212YTX1 |
| — | Federal Home Loan Mortgage Corp 7.00% 1/1/33 | 89,066 | $102K | 0.0% | $1.09 | — | MBS 30yr | 3128K6NM8 |
| — | Viacom Inc | 1,193 | $101K | 0.0% | $83.53 | — | Common Stock | 92553P201 |
| — | Government National Mortgage Association 7.50% 5/16/27 | 87,149 | $100K | 0.0% | $1.16 | — | Agncy CMO Other | 3837H0S79 |
| — | Government National Mortgage Association II 7.00% 9/20/31 | 79,319 | $94,000 | 0.0% | $1.14 | — | MBS 30yr | 36202DPT2 |
| MDLZ | Mondelez International | 2,700 | $93,000 | 0.0% | $23.72 | +11.1% | Common Stock | 609207105 |
| — | Covidien Plc | 1,260 | $93,000 | 0.0% | $68.00 | — | Common Stock | G2554F113 |
| — | Medtronic Inc | 1,490 | $92,000 | 0.0% | $61.74 | — | Common Stock | 585055106 |
| — | Government National Mortgage Association II 6.50% 7/20/28 | 79,878 | $92,000 | 0.0% | $1.15 | — | MBS 30yr | 36202C3Y7 |
| — | Government National Mortgage Association II 8.00% 6/20/27 | 77,875 | $90,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CWE9 |
| LEA | Lear Corp | 1,072 | $90,000 | 0.0% | $56.05 | +16.2% | Common Stock | 521865204 |
| — | Government National Mortgage Association II 7.5% 7/20/30 | 74,472 | $89,000 | 0.0% | $1.21 | — | MBS 30yr | 36202DHW4 |
| — | Government National Mortgage Association II 8.00% 9/20/26 | 74,116 | $88,000 | 0.0% | $1.21 | — | MBS 30yr | 36202CRE5 |
| — | Government National Mortgage Association II 8.00% 12/20/26 | 72,092 | $87,000 | 0.0% | $1.20 | — | MBS 30yr | 36202CS95 |
| — | St Jude Medical Inc | 1,330 | $87,000 | 0.0% | $65.41 | — | Common Stock | 790849103 |
| IEX | IDEX Corp | 1,164 | $85,000 | 0.0% | $51.32 | +21.3% | Common Stock | 45167R104 |
| — | Government National Mortgage Association II 7.00% 3/20/29 | 75,031 | $85,000 | 0.0% | $1.17 | — | MBS 30yr | 36202DA76 |
| ACN | Accenture Plc | 1,050 | $84,000 | 0.0% | $61.54 | +8.7% | Common Stock | G1151C101 |
| MCK | McKesson Corp | 473 | $84,000 | 0.0% | $112.21 | +42.7% | Common Stock | 58155Q103 |
| — | Whole Foods Market Inc | 1,610 | $82,000 | 0.0% | $58.24 | — | Common Stock | 966837106 |
| — | Government National Mortgage Association 8.00% 11/20/24 | 71,514 | $81,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CDE0 |
| — | Government National Mortgage Association II 6.50% 7/20/31 | 69,845 | $80,000 | 0.0% | $1.11 | — | MBS 30yr | 36202DNY3 |
| — | Government National Mortgage Association 6.00% 11/15/23 | 73,526 | $80,000 | 0.0% | $1.10 | — | MBS 15yr | 36241KWU8 |
| — | Government National Mortgage Association II 7.00% 12/20/25 | 69,559 | $79,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CLR2 |
| — | Federal National Mortgage Association 6.00% 7/1/31 | 70,352 | $78,000 | 0.0% | $1.07 | — | MBS Other | 31376JV97 |
| — | Government National Mortgage Association II 7.50% 8/20/29 | 64,264 | $76,000 | 0.0% | $1.14 | — | MBS 30yr | 36202DDB4 |
| — | US Treasury Note 1.25% 9/30/15 | 74,002 | $75,000 | 0.0% | $1.01 | — | US GOVERNMENT | 912828NZ9 |
| — | Government National Mortgage Association II 6.00% 11/20/31 | 65,155 | $75,000 | 0.0% | $1.13 | — | MBS 30yr | 36202DQM6 |
| — | Government National Mortgage Association 6.00% 10/15/33 | 63,889 | $74,000 | 0.0% | $1.12 | — | MBS 30yr | 36225BZ43 |
| — | Government National Mortgage Association 7.50% 8/15/21 | 67,581 | $74,000 | 0.0% | $1.11 | — | MBS 30yr | 362203K83 |
| — | Government National Mortgage Association II 6.50% 6/20/31 | 63,343 | $73,000 | 0.0% | $1.14 | — | MBS 30yr | 36202DNL1 |
| — | Government National Mortgage Association 6.50% 7/16/32 | 63,822 | $73,000 | 0.0% | $1.14 | — | Agncy CMO Other | 38373X6T8 |
| — | Delphi Automotive PLC | 1,068 | $72,000 | 0.0% | $59.93 | — | Common Stock | G27823106 |
| PEP | PepsiCo Inc/NC | 860 | $72,000 | 0.0% | $56.75 | +0.2% | Common Stock | 713448108 |
| — | Government National Mortgage Association 6.00% 4/15/29 | 62,614 | $72,000 | 0.0% | $1.10 | — | MBS 30yr | 36225BDT2 |
| — | Government National Mortgage Association II 6.50% 8/20/28 | 62,639 | $72,000 | 0.0% | $1.12 | — | MBS 30yr | 36202C4P5 |
| — | Federal National Mortgage Association 6.50% 10/1/36 | 62,760 | $71,000 | 0.0% | $1.11 | — | MBS 30yr | 31410QBK6 |
| — | Federal Home Loan Mortgage Corp 6.00% 8/1/32 | 62,995 | $70,000 | 0.0% | $1.07 | — | MBS Other | 31281AD74 |
| — | Coach Inc | 1,417 | $70,000 | 0.0% | $49.40 | — | Common Stock | 189754104 |
| HON | Honeywell International Inc | 750 | $70,000 | 0.0% | $57.56 | +12.4% | Common Stock | 438516106 |
| MPC | Marathon Petroleum Corp | 789 | $69,000 | 0.0% | $30.73 | 0.0% | Common Stock | 56585A102 |
| — | Government National Mortgage Association II 6.00% 7/20/34 | 59,754 | $69,000 | 0.0% | $1.11 | — | MBS 30yr | 36202D6V8 |
| — | Federal Home Loan Mortgage Corp 8.00% 6/1/17 | 65,193 | $69,000 | 0.0% | $1.07 | — | MBS 30yr | 31290LDA2 |
| — | Government National Mortgage Association II 7.50% 11/20/25 | 59,509 | $69,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CK77 |
| — | Government National Mortgage Association 7.00% 1/15/33 | 58,224 | $68,000 | 0.0% | $1.17 | — | MBS 30yr | 36241KJT6 |
| — | Government National Mortgage Association 8.00% 2/20/26 | 59,694 | $68,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CMU4 |
| ENS | EnerSys | 979 | $68,000 | 0.0% | $62.40 | 0.0% | Common Stock | 29275Y102 |
| — | Government National Mortgage Association II 7.00% 5/20/31 | 54,877 | $65,000 | 0.0% | $1.15 | — | MBS 30yr | 36202DM65 |
| PPC | Pilgrim's Pride Corp | 3,099 | $65,000 | 0.0% | $17.22 | 0.0% | Common Stock | 72147K108 |
| — | Government National Mortgage Association 1.29325% 1/1/55 | 63,155 | $63,000 | 0.0% | $0.98 | — | Agncy CMBS | 38378KRL5 |
| — | Government National Mortgage Association 5.00% 9/15/39 | 54,003 | $59,000 | 0.0% | $1.10 | — | MBS 30yr | 3620A9S44 |
| — | Government National Mortgage Association II 7.00% 8/20/25 | 51,273 | $59,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CH71 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 50,223 | $57,000 | 0.0% | $1.12 | — | MBS 30yr | 3622012Q7 |
| — | Government National Mortgage Association II 8.00% 9/20/30 | 46,830 | $57,000 | 0.0% | $1.21 | — | MBS 30yr | 36202DJS1 |
| — | Government National Mortgage Association 7.50% 9/16/35 | 49,025 | $56,000 | 0.0% | $1.15 | — | Agncy CMO Other | 38374L5Y3 |
| — | Government National Mortgage Association II 7.00% 10/20/31 | 46,869 | $56,000 | 0.0% | $1.17 | — | MBS 30yr | 36202DSS1 |
| — | Government National Mortgage Association 6.50% 7/15/32 | 48,313 | $56,000 | 0.0% | $1.13 | — | MBS 30yr | 36200RG48 |
| — | Government National Mortgage Association 8.00% 7/20/25 | 46,401 | $55,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CHM8 |
| — | Federal National Mortgage Association 8.00% 4/1/27 | 51,803 | $54,000 | 0.0% | $1.04 | — | MBS 30yr | 31384AB64 |
| — | Federal National Mortgage Association 7.00% 5/1/22 | 48,502 | $54,000 | 0.0% | $1.12 | — | MBS 20yr | 31371KQF1 |
| — | Government National Mortgage Association II 7.00% 12/20/34 | 47,257 | $53,000 | 0.0% | $1.12 | — | MBS 30yr | 36202EBY4 |
| — | Government National Mortgage Association 8.00% 8/20/29 | 45,722 | $53,000 | 0.0% | $1.16 | — | MBS 30yr | 36202DDC2 |
| — | Government National Mortgage Association 6.50% 7/15/24 | 45,806 | $52,000 | 0.0% | $1.12 | — | MBS 30yr | 36225AAB6 |
| — | Government National Mortgage Association 6.00% 3/15/29 | 45,935 | $52,000 | 0.0% | $1.11 | — | MBS 30yr | 36209FGU7 |
| — | Government National Mortgage Association II 8.00% 2/20/27 | 44,568 | $51,000 | 0.0% | $1.20 | — | MBS 30yr | 36202CUC5 |
| — | Government National Mortgage Association II 7.00% 4/20/29 | 43,891 | $51,000 | 0.0% | $1.18 | — | MBS 30yr | 36202DBK6 |
| — | Government National Mortgage Association II 7.50% 11/20/26 | 44,081 | $51,000 | 0.0% | $1.17 | — | MBS 30yr | 36202CSK0 |
| — | Government National Mortgage Association II 8.00% 2/20/29 | 41,986 | $46,000 | 0.0% | $1.08 | — | MBS 30yr | 36202DAT8 |
| — | Federal Home Loan Mortgage Corp 6.00% 2/1/32 | 41,219 | $46,000 | 0.0% | $1.09 | — | MBS 30yr | 31287PC84 |
| — | Government National Mortgage Association II 7.50% 3/20/28 | 38,391 | $45,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CZ63 |
| — | Government National Mortgage Association 6.00% 12/15/28 | 38,910 | $45,000 | 0.0% | $1.11 | — | MBS 30yr | 36210AWU7 |
| — | Government National Mortgage Association 6.00% 6/15/29 | 38,101 | $44,000 | 0.0% | $1.09 | — | MBS 30yr | 36225BET1 |
| — | Government National Mortgage Association II 7.00% 5/20/32 | 36,806 | $43,000 | 0.0% | $1.16 | — | MBS 30yr | 36202DS51 |
| — | Government National Mortgage Association 7.50% 8/20/25 | 36,499 | $42,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CH97 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 35,557 | $40,000 | 0.0% | $1.13 | — | MBS 30yr | 3622014L6 |
| — | Government National Mortgage Association 7.00% 4/15/16 | 39,177 | $40,000 | 0.0% | $1.02 | — | MBS 15yr | 36212G5W8 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 35,500 | $40,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014B8 |
| — | Government National Mortgage Association 6.50% 8/20/27 | 34,623 | $40,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CW74 |
| — | Federal National Mortgage Association 6.50% 7/1/17 | 36,384 | $39,000 | 0.0% | $1.05 | — | MBS 15yr | 31371KQ20 |
| — | Government National Mortgage Association II 7.50% 12/20/26 | 33,075 | $39,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CS61 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 33,142 | $38,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014A0 |
| — | Government National Mortgage Association 8.00% 3/20/29 | 35,887 | $38,000 | 0.0% | $1.04 | — | MBS 30yr | 36202DA92 |
| — | Government National Mortgage Association II 7.50% 7/20/29 | 32,275 | $37,000 | 0.0% | $1.19 | — | MBS 30yr | 36202DCV1 |
| — | Government National Mortgage Association 8.00% 1/20/28 | 29,842 | $34,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CZB2 |
| — | Government National Mortgage Association II 6.50% 6/20/29 | 28,316 | $33,000 | 0.0% | $1.16 | — | MBS 30yr | 36202DCC3 |
| — | Government National Mortgage Association II 7.50% 6/20/30 | 27,562 | $32,000 | 0.0% | $1.10 | — | MBS 30yr | 36202DHK0 |
| — | Federal National Mortgage Association 6.00% 9/1/29 | 27,430 | $31,000 | 0.0% | $1.09 | — | MBS 30yr | 31374TYW3 |
| — | Federal National Mortgage Association 8.00% 11/1/19 | 28,134 | $31,000 | 0.0% | $1.12 | — | MBS 20yr | 31384G4N2 |
| — | Government National Mortgage Association 11.50% 11/16/17 | 28,806 | $31,000 | 0.0% | $1.08 | — | Agncy CMO Other | 38374L7N5 |
| — | Government National Mortgage Association II 8.00% 7/20/30 | 25,232 | $30,000 | 0.0% | $1.24 | — | MBS 30yr | 36202DHX2 |
| ABBV | ABBVIE INC COM | 584 | $30,000 | 0.0% | $31.49 | 0.0% | Common Stocks | 00287Y109 |
| — | Federal Home Loan Mortgage Corp 6.50% 1/1/29 | 25,655 | $29,000 | 0.0% | $1.08 | — | MBS 30yr | 31292GX68 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 24,688 | $28,000 | 0.0% | $1.11 | — | MBS 30yr | 3622012X2 |
| — | Federal Home Loan Mortgage Corp 6.00% 12/1/31 | 25,303 | $28,000 | 0.0% | $1.09 | — | MBS 30yr | 31287L4D1 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 24,817 | $28,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014F9 |
| — | Government National Mortgage Association 8.00% 1/20/29 | 25,239 | $28,000 | 0.0% | $1.08 | — | MBS 30yr | 36202DAE1 |
| — | Federal National Mortgage Association 6.50% 9/1/28 | 23,851 | $27,000 | 0.0% | $1.09 | — | MBS 30yr | 31380PJE0 |
| — | Government National Mortgage Association 8.00% 12/20/27 | 23,629 | $27,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CYW7 |
| — | Federal Home Loan Mortgage Corp 7.00% 9/1/30 | 24,108 | $27,000 | 0.0% | $1.12 | — | MBS 30yr | 31298EYZ2 |
| — | Federal Home Loan Mortgage Corp 6.50% 5/1/26 | 23,168 | $26,000 | 0.0% | $1.05 | — | MBS 30yr | 31335GNP6 |
| — | Government National Mortgage Association II 6.50% 5/20/32 | 22,293 | $26,000 | 0.0% | $1.15 | — | MBS 30yr | 36202DS44 |
| — | Government National Mortgage Association 8.00% 2/20/28 | 22,825 | $26,000 | 0.0% | $1.12 | — | MBS 30yr | 36202CZP1 |
| — | Federal National Mortgage Association 7.00% 10/1/26 | 22,399 | $25,000 | 0.0% | $1.11 | — | MBS 30yr | 31374TVC0 |
| — | Government National Mortgage Association II 6.00% 4/20/33 | 21,657 | $25,000 | 0.0% | $1.12 | — | MBS 30yr | 36202DXD8 |
| — | Government National Mortgage Association II 6.50% 4/20/33 | 21,419 | $25,000 | 0.0% | $1.13 | — | MBS 30yr | 36202DXE6 |
| — | Government National Mortgage Association 7.00% 11/15/29 | 21,228 | $25,000 | 0.0% | $1.17 | — | MBS 30yr | 36225BGW2 |
| — | Government National Mortgage Association 8.00% 11/20/27 | 20,305 | $24,000 | 0.0% | $1.22 | — | MBS 30yr | 36202CYH0 |
| — | Government National Mortgage Association 7.00% 8/15/27 | 19,525 | $23,000 | 0.0% | $1.15 | — | MBS 30yr | 36225AVT4 |
| — | Government National Mortgage Association 8.00% 12/20/25 | 19,741 | $23,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CLW1 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 19,805 | $23,000 | 0.0% | $1.13 | — | MBS 30yr | 3622012P9 |
| — | Federal Home Loan Mortgage Corp 6.00% 5/1/29 | 20,123 | $23,000 | 0.0% | $1.07 | — | MBS 30yr | 31283HEG6 |
| — | Government National Mortgage Association 7.00% 12/15/30 | 19,846 | $23,000 | 0.0% | $1.17 | — | MBS 30yr | 36225BLL0 |
| — | Federal National Mortgage Association 6.00% 1/1/37 | 19,260 | $22,000 | 0.0% | $1.07 | — | MBS 30yr | 31410XZR0 |
| — | Government National Mortgage Association 6.50% 9/15/29 | 19,090 | $22,000 | 0.0% | $1.15 | — | MBS 30yr | 36225BKX5 |
| — | Government National Mortgage Association II 8.00% 4/20/27 | 18,387 | $21,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CVF7 |
| — | Government National Mortgage Association 8.00% 7/15/29 | 16,947 | $20,000 | 0.0% | $1.20 | — | MBS 30yr | 36225BFK9 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 17,653 | $20,000 | 0.0% | $1.12 | — | MBS 30yr | 3622013B9 |
| — | Government National Mortgage Association II 7.00% 11/20/34 | 17,670 | $20,000 | 0.0% | $1.14 | — | MBS 30yr | 36202EBH1 |
| — | Government National Mortgage Association II 7.50% 1/20/28 | 16,778 | $20,000 | 0.0% | $1.17 | — | MBS 30yr | 36202CY98 |
| — | Federal National Mortgage Association 6.50% 11/1/36 | 17,444 | $20,000 | 0.0% | $1.11 | — | MBS 30yr | 31411CD40 |
| — | Federal Home Loan Mortgage Corp 8.00% 6/1/30 | 19,102 | $19,000 | 0.0% | $0.97 | — | MBS 30yr | 31288GY89 |
| — | Government National Mortgage Association II 8.00% 6/20/26 | 14,999 | $18,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CPT4 |
| — | Federal Home Loan Mortgage Corp 7.00% 7/1/29 | 15,752 | $18,000 | 0.0% | $1.12 | — | MBS 30yr | 31293TFE2 |
| — | Government National Mortgage Association II 7.50% 9/20/27 | 15,751 | $18,000 | 0.0% | $1.18 | — | MBS 30yr | 36202CXN8 |
| — | Government National Mortgage Association 6.50% 11/20/31 | 14,673 | $17,000 | 0.0% | $1.12 | — | MBS 30yr | 36202DQN4 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/26 | 13,086 | $15,000 | 0.0% | $1.08 | — | MBS 30yr | 3128FBJ63 |
| — | Government National Mortgage Association II 7.50% 12/20/27 | 12,790 | $15,000 | 0.0% | $1.18 | — | MBS 30yr | 36202CYV9 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/28 | 12,522 | $14,000 | 0.0% | $1.06 | — | MBS 30yr | 31292GU53 |
| — | Government National Mortgage Association II 6.50% 3/20/28 | 12,056 | $14,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CZ48 |
| — | Federal Home Loan Mortgage Corp 6.50% 7/1/28 | 11,427 | $13,000 | 0.0% | $1.06 | — | MBS 30yr | 31292GWN2 |
| — | Federal National Mortgage Association 6.50% 4/1/37 | 11,702 | $13,000 | 0.0% | $1.09 | — | MBS 30yr | 31411UPM7 |
| — | Federal National Mortgage Association 6.50% 10/1/32 | 10,362 | $12,000 | 0.0% | $1.05 | — | MBS 30yr | 31390HRT4 |
| — | Federal Home Loan Mortgage Corp 8.00% 4/1/17 | 11,381 | $12,000 | 0.0% | $1.07 | — | MBS 30yr | 313401XQ9 |
| — | Government National Mortgage Association II 8.00% 4/20/26 | 10,809 | $12,000 | 0.0% | $1.07 | — | MBS 30yr | 36202CNW9 |
| — | Federal National Mortgage Association 7.00% 12/1/37 | 11,486 | $12,000 | 0.0% | $1.20 | — | MBS 30yr | 31412MBE7 |
| — | Federal Home Loan Mortgage Corp 8.00% 3/1/17 | 11,224 | $12,000 | 0.0% | $1.04 | — | MBS 30yr | 313401XK2 |
| — | Government National Mortgage Association II 8.00% 1/20/27 | 10,192 | $12,000 | 0.0% | $1.10 | — | MBS 30yr | 36202CTT0 |
| — | Government National Mortgage Association 8.00% 9/20/28 | 9,480 | $11,000 | 0.0% | $1.13 | — | MBS 30yr | 36202C5G4 |
| — | Government National Mortgage Association II 8.00% 5/20/25 | 10,083 | $11,000 | 0.0% | $1.12 | — | MBS 30yr | 36202CGN7 |
| — | Government National Mortgage Association II 8.00% 7/20/26 | 8,987 | $11,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CQA4 |
| — | Government National Mortgage Association II 8.75% 3/20/17 | 10,411 | $11,000 | 0.0% | $1.00 | — | MBS 30yr | 36202LHR7 |
| — | Government National Mortgage Association 8.00% 6/20/23 | 9,611 | $11,000 | 0.0% | $1.10 | — | MBS 30yr | 36202BLD5 |
| — | Government National Mortgage Association 6.50% 5/20/27 | 10,093 | $11,000 | 0.0% | $1.05 | — | MBS 30yr | 36202CVT7 |
| — | Federal National Mortgage Association 6.50% 9/1/28 | 10,014 | $11,000 | 0.0% | $1.13 | — | MBS 30yr | 31371GZ86 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/36 | 8,851 | $10,000 | 0.0% | $1.07 | — | MBS 30yr | 3128LXTD2 |
| — | Government National Mortgage Association 8.00% 8/20/25 | 7,808 | $9,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CJC8 |
| — | Federal National Mortgage Association 9.25% 3/25/18 | 7,988 | $9,000 | 0.0% | $1.02 | — | Agncy CMO Z | 313602BE3 |
| — | Government National Mortgage Association 6.50% 3/15/29 | 8,173 | $9,000 | 0.0% | $1.11 | — | MBS 30yr | 36210VVK4 |
| — | Government National Mortgage Association 8.00% 1/20/25 | 8,211 | $9,000 | 0.0% | $1.06 | — | MBS 30yr | 36202CEJ8 |
| — | Federal Home Loan Mortgage Corp 7.00% 4/1/32 | 8,125 | $9,000 | 0.0% | $1.09 | — | MBS 30yr | 31287RP37 |
| — | Government National Mortgage Association 8.00% 11/20/25 | 7,504 | $9,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CLB7 |
| — | Government National Mortgage Association II 6.50% 12/20/28 | 7,466 | $9,000 | 0.0% | $1.11 | — | MBS 30yr | 36202C7A5 |
| — | Government National Mortgage Association II 7.00% 9/20/37 | 7,049 | $8,000 | 0.0% | $1.08 | — | MBS 30yr | 36202EPP8 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/17 | 7,626 | $8,000 | 0.0% | $1.03 | — | MBS 15yr | 3128GWEE4 |
| — | Government National Mortgage Association II 7.00% 10/20/26 | 7,248 | $8,000 | 0.0% | $1.09 | — | MBS 30yr | 36202CRW5 |
| — | Government National Mortgage Association 8.00% 8/20/24 | 7,436 | $8,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CBJ1 |
| — | Federal National Mortgage Association 6.50% 4/1/32 | 6,725 | $8,000 | 0.0% | $1.00 | — | MBS 30yr | 31388XTE4 |
| — | Federal National Mortgage Association 6.50% 1/1/32 | 6,012 | $7,000 | 0.0% | $1.02 | — | MBS 30yr | 31389BAB7 |
| — | Government National Mortgage Association 6.50% 11/20/27 | 5,699 | $7,000 | 0.0% | $1.11 | — | MBS 30yr | 36202CYD9 |
| — | Government National Mortgage Association 9.50% 7/15/25 | 5,571 | $7,000 | 0.0% | $1.10 | — | MBS 30yr | 36225BF78 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/17 | 6,235 | $7,000 | 0.0% | $0.97 | — | MBS 15yr | 3128GWCK2 |
| — | Government National Mortgage Association 8.00% 6/20/28 | 6,336 | $7,000 | 0.0% | $1.10 | — | MBS 30yr | 36202C3P6 |
| — | Government National Mortgage Association II 7.50% 5/20/30 | 6,232 | $7,000 | 0.0% | $1.18 | — | MBS 30yr | 36202DG62 |
| — | Government National Mortgage Association II 7.00% 4/20/26 | 5,927 | $7,000 | 0.0% | $1.08 | — | MBS 30yr | 36202CNT6 |
| — | Government National Mortgage Association 8.00% 4/20/29 | 6,379 | $6,000 | 0.0% | $0.92 | — | MBS 30yr | 36202DBM2 |
| — | Government National Mortgage Association II 8.00% 3/20/27 | 5,407 | $6,000 | 0.0% | $1.03 | — | MBS 30yr | 36202CUW1 |
| — | Federal Home Loan Mortgage Corp 7.00% 11/1/28 | 5,114 | $6,000 | 0.0% | $1.07 | — | MBS 30yr | 31292GXF8 |
| — | Federal National Mortgage Association 8.00% 3/1/30 | 4,898 | $6,000 | 0.0% | $0.97 | — | MBS 30yr | 31384VZE5 |
| — | Government National Mortgage Association 7.00% 10/20/27 | 5,295 | $6,000 | 0.0% | $1.09 | — | MBS 30yr | 36202CXZ1 |
| — | Federal National Mortgage Association 6.00% 10/1/29 | 5,109 | $6,000 | 0.0% | $1.03 | — | MBS 30yr | 31374T3C1 |
| — | Government National Mortgage Association 8.00% 3/20/26 | 4,871 | $6,000 | 0.0% | $1.04 | — | MBS 30yr | 36202CNC3 |
| — | Federal Home Loan Mortgage Corp 6.50% 11/1/34 | 5,000 | $6,000 | 0.0% | $1.05 | — | MBS 30yr | 3128MJAZ3 |
| — | Federal National Mortgage Association 8.00% 11/1/28 | 5,437 | $6,000 | 0.0% | $1.05 | — | MBS 30yr | 31385H2P6 |
| — | Federal National Mortgage Association 6.50% 7/1/32 | 4,190 | $5,000 | 0.0% | $1.11 | — | MBS 30yr | 31402AQK5 |
| — | Federal National Mortgage Association 7.00% 12/1/27 | 4,745 | $5,000 | 0.0% | $0.83 | — | MBS 30yr | 31378JGT8 |
| — | Federal National Mortgage Association 6.50% 7/1/32 | 4,646 | $5,000 | 0.0% | $0.95 | — | MBS 30yr | 31390NQU9 |
| — | Government National Mortgage Association II 7.00% 5/20/26 | 3,811 | $4,000 | 0.0% | $1.25 | — | MBS 30yr | 36202CPA5 |
| — | Government National Mortgage Association II 8.00% 9/20/25 | 3,479 | $4,000 | 0.0% | $1.09 | — | MBS 30yr | 36202CJ38 |
| — | Government National Mortgage Association II 8.00% 9/20/18 | 3,470 | $4,000 | 0.0% | $0.79 | — | MBS 30yr | 36202BF34 |
| — | Government National Mortgage Association II 7.50% 7/20/28 | 3,457 | $4,000 | 0.0% | $1.13 | — | MBS 30yr | 36202C4A8 |
| — | Government National Mortgage Association 8.00% 9/20/24 | 3,853 | $4,000 | 0.0% | $0.99 | — | MBS 30yr | 36202CCE1 |
| — | Federal National Mortgage Association 7.50% 11/1/29 | 3,117 | $4,000 | 0.0% | $0.86 | — | MBS 30yr | 31371H2F4 |
| — | Federal Home Loan Mortgage Corp 7.00% 10/1/29 | 2,572 | $3,000 | 0.0% | $0.77 | — | MBS 30yr | 31293XP51 |
| — | Government National Mortgage Association II 8.00% 5/20/29 | 3,065 | $3,000 | 0.0% | $0.96 | — | MBS 30yr | 36202DB26 |
| — | Federal National Mortgage Association 6.50% 3/1/29 | 2,285 | $3,000 | 0.0% | $0.99 | — | MBS 30yr | 31382NCE0 |
| — | Government National Mortgage Association II 7.00% 2/20/32 | 2,703 | $3,000 | 0.0% | $1.04 | — | MBS 30yr | 36202DRX1 |
| — | Federal National Mortgage Association 6.00% 12/1/33 | 2,448 | $3,000 | 0.0% | $1.06 | — | MBS 30yr | 31403MUX5 |
| — | Federal National Mortgage Association 7.50% 5/1/29 | 2,180 | $2,000 | 0.0% | $0.90 | — | MBS 30yr | 31382ULZ7 |
| — | Government National Mortgage Association II 7.00% 9/20/29 | 1,893 | $2,000 | 0.0% | $1.03 | — | MBS 30yr | 36202DDN8 |
| — | Government National Mortgage Association II 7.5% 4/20/26 | 2,076 | $2,000 | 0.0% | $0.93 | — | MBS 30yr | 36202CNV1 |
| — | Government National Mortgage Association II 7.50% 4/20/28 | 2,138 | $2,000 | 0.0% | $0.84 | — | MBS 30yr | 36202C2M4 |
| — | Government National Mortgage Association II 8.00% 10/20/25 | 1,560 | $2,000 | 0.0% | $0.61 | — | MBS 30yr | 36202CKP7 |
| — | Federal National Mortgage Association 6.00% 11/1/36 | 2,218 | $2,000 | 0.0% | $0.82 | — | MBS 30yr | 31411AWL5 |
| — | Federal Home Loan Mortgage Corp 9.50% 8/1/21 | 2,390 | $2,000 | 0.0% | $0.76 | — | MBS 30yr | 313960XS0 |
| — | Government National Mortgage Association 7.49% 10/15/20 | 1,260 | $1,000 | 0.0% | $0.77 | — | MBS 30yr | 3622013F0 |
| — | Government National Mortgage Association 8.00% 8/20/28 | 1,103 | $1,000 | 0.0% | $0.78 | — | MBS 30yr | 36202C4S9 |
| — | Government National Mortgage Association 7.00% 4/20/28 | 701 | $1,000 | 0.0% | — | — | MBS 30yr | 36202C2K8 |
| — | Government National Mortgage Association 8.00% 4/20/25 | 1,039 | $1,000 | 0.0% | $0.94 | — | MBS 30yr | 36202CF57 |
| — | Government National Mortgage Association 8.00% 2/20/23 | 715 | $1,000 | 0.0% | — | — | MBS 30yr | 36202A3U9 |
| — | Government National Mortgage Association 8.00% 12/20/24 | 264 | $0 | 0.0% | — | — | MBS 30yr | 36202CD34 |
| — | Government National Mortgage Association 7.00% 5/20/17 | 387 | $0 | 0.0% | — | — | MBS 30yr | 36202AZ26 |
| — | Government National Mortgage Association 8.00% 10/15/27 | 106 | $0 | 0.0% | — | — | MBS 30yr | 36208E7A5 |
| — | Government National Mortgage Association 8.00% 1/20/22 | 53 | $0 | 0.0% | — | — | MBS 30yr | 36202B5R2 |
| — | Government National Mortgage Association 8.00% 10/20/22 | 142 | $0 | 0.0% | — | — | MBS 30yr | 36202AN37 |
| — | Federal National Mortgage Association 10.00% 10/1/17 | 32 | $0 | 0.0% | — | — | MBS 30yr | 313614SD2 |
| — | Government National Mortgage Association II 7.5% 3/20/29 | 297 | $0 | 0.0% | — | — | MBS 30yr | 36202DA84 |
| — | Government National Mortgage Association 8.00% 9/20/22 | 112 | $0 | 0.0% | — | — | MBS 30yr | 36202AFM4 |
| — | Government National Mortgage Association 8.00% 8/15/26 | 99 | $0 | 0.0% | — | — | MBS 30yr | 36207H4R5 |
| — | Government National Mortgage Association 8.00% 7/20/29 | 394 | $0 | 0.0% | — | — | MBS 30yr | 36202DCW9 |
| — | Government National Mortgage Association 8.00% 7/20/24 | 150 | $0 | 0.0% | — | — | MBS 30yr | 36202B7B5 |
| — | Government National Mortgage Association 8.00% 7/20/22 | 231 | $0 | 0.0% | — | — | MBS 30yr | 36202AAH0 |
| — | Government National Mortgage Association 8.00% 7/20/17 | 54 | $0 | 0.0% | — | — | MBS 30yr | 36202A3E5 |
| — | Government National Mortgage Association 8.00% 6/20/24 | 141 | $0 | 0.0% | — | — | MBS 30yr | 36202B5W1 |
| — | Government National Mortgage Association 8.00% 6/20/22 | 294 | $0 | 0.0% | — | — | MBS 30yr | 36202CBM4 |
| — | Government National Mortgage Association II 7.50% 6/20/26 | 189 | $0 | 0.0% | — | — | MBS 30yr | 36202CPS6 |
| — | Government National Mortgage Association II 7.50% 5/20/24 | 347 | $0 | 0.0% | — | — | MBS 30yr | 36202B4A0 |
| — | Federal National Mortgage Association 8.50% 11/1/17 | 730 | $0 | 0.0% | — | — | MBS 30yr | 31379RFA1 |
| — | Government National Mortgage Association 7.00% 3/20/23 | 260 | $0 | 0.0% | — | — | MBS 30yr | 36202BA88 |
| — | Government National Mortgage Association II 7.50% 12/20/25 | 203 | $0 | 0.0% | — | — | MBS 30yr | 36202CLU5 |
| — | Federal Home Loan Mortgage Corp 7.00% 7/1/29 | 99 | $0 | 0.0% | — | — | MBS 30yr | 31293TJL2 |
| — | Government National Mortgage Association 8.00% 9/20/23 | 47 | $0 | 0.0% | — | — | MBS 30yr | 36202BQ57 |
| — | Government National Mortgage Association II 7.50% 12/20/22 | 309 | $0 | 0.0% | — | — | MBS 30yr | 36202ATA5 |
| — | Federal National Mortgage Association 10.00% 8/1/17 | 35 | $0 | 0.0% | — | — | MBS 30yr | 313614RX9 |
| — | Government National Mortgage Association 9.00% 9/15/17 | 9 | $0 | 0.0% | — | — | MBS 30yr | 36218UHK4 |