Location: San Antonio, TX
CIK: 0001040188 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 8, 2014
Total Value: $14.75B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | Apple Inc | 2,551,221 | $237M | 1.6% | $17.88 | +4.3% | Common Stock | 037833100 |
| — | Google Inc Class C | 358,640 | $206M | 1.4% | $573.84 | — | Common Stock | 38259P706 |
| CMCSA | Comcast Corp | 3,484,305 | $187M | 1.3% | $18.32 | +8.0% | Common Stock | 20030N101 |
| — | EMC Corp/Massachusetts | 6,683,070 | $176M | 1.2% | $25.93 | — | Common Stock | 268648102 |
| OXY | Occidental Petroleum Corp | 1,677,196 | $172M | 1.2% | $61.33 | +7.9% | Common Stock | 674599105 |
| CSCO | Cisco Systems Inc | 6,813,200 | $169M | 1.1% | $15.52 | +7.2% | Common Stock | 17275R102 |
| C | Citigroup Inc | 3,532,909 | $166M | 1.1% | $37.32 | -5.1% | Common Stock | 172967424 |
| INTC | Intel Corp | 5,165,850 | $160M | 1.1% | $17.33 | +19.4% | Common Stock | 458140100 |
| AMAT | Applied Materials Inc | 7,040,938 | $159M | 1.1% | $14.72 | +19.4% | Common Stock | 038222105 |
| BP | BP Plc | 2,994,706 | $157M | 1.1% | $46.55 | — | ADR | 055622104 |
| MRK | Merck & Co Inc | 2,638,986 | $153M | 1.0% | $31.38 | +21.0% | Common Stock | 58933Y105 |
| SBUX | Starbucks Corp | 1,912,158 | $148M | 1.0% | $28.86 | +0.1% | Common Stock | 855244109 |
| BAC | Bank of America Corp | 9,497,745 | $146M | 1.0% | $13.06 | -6.3% | Common Stock | 060505104 |
| — | Anadarko Petroleum Corp | 1,229,869 | $135M | 0.9% | $88.22 | — | Common Stock | 032511107 |
| APD | Air Products & Chemicals Inc | 1,035,721 | $133M | 0.9% | $70.09 | +19.7% | Common Stock | 009158106 |
| PFE | Pfizer Inc | 4,461,638 | $132M | 0.9% | $16.51 | +6.3% | Common Stock | 717081103 |
| WMT | Wal-Mart Stores Inc | 1,755,217 | $132M | 0.9% | $20.31 | +1.1% | Common Stock | 931142103 |
| DHR | Danaher Corp | 1,658,214 | $130M | 0.9% | $29.32 | +6.1% | Common Stock | 235851102 |
| JPM | JPMorgan Chase & Co | 2,145,247 | $124M | 0.8% | $38.63 | +6.6% | Common Stock | 46625H100 |
| UPS | United Parcel Service Inc | 1,144,040 | $117M | 0.8% | $58.87 | +13.1% | Common Stock | 911312106 |
| MET | MetLife Inc | 2,007,761 | $112M | 0.8% | $29.04 | +9.6% | Common Stock | 59156R108 |
| SIEGY | Siemens AG | 835,548 | $109M | 0.7% | $120.51 | — | ADR | 826197501 |
| PG | Procter & Gamble Co/The | 1,361,877 | $107M | 0.7% | $56.23 | +3.6% | Common Stock | 742718109 |
| — | Altera Corp | 2,858,771 | $99.39M | 0.7% | $36.58 | — | Common Stock | 021441100 |
| PVH | PVH Corp | 850,890 | $99.27M | 0.7% | $125.69 | -2.7% | Common Stock | 693656100 |
| BAX | Baxter International Inc | 1,326,657 | $95.93M | 0.7% | $31.01 | +5.4% | Common Stock | 071813109 |
| — | Nielsen NV | 1,976,638 | $95.55M | 0.6% | $45.09 | — | Common Stock | N63218106 |
| PHG | Koninklijke Philips Electronics NV | 2,976,786 | $94.62M | 0.6% | $32.23 | — | NY Reg Shrs | 500472303 |
| DVN | Devon Energy Corp | 1,110,550 | $88.18M | 0.6% | $39.29 | +24.8% | Common Stock | 25179M103 |
| CVS | CVS Caremark Corp | 1,167,641 | $87.67M | 0.6% | $52.85 | +3.9% | Common Stock | 126650100 |
| RHHBY | Roche Holding AG | 2,330,961 | $86.96M | 0.6% | $52.79 | — | ADR | 771195104 |
| — | The Priceline Group Inc | 72,067 | $86.7M | 0.6% | $1023.57 | — | Common Stock | 741503403 |
| GILD | Gilead Sciences Inc | 1,024,411 | $84.94M | 0.6% | $45.91 | +17.8% | Common Stock | 375558103 |
| — | Gilead Sciences Inc 1.625% 5/1/16 | 22,989,561 | $83.8M | 0.6% | $2.81 | — | US DOMESTIC | 375558AP8 |
| — | Celgene Corp | 971,590 | $83.44M | 0.6% | $118.58 | — | Common Stock | 151020104 |
| NWSA | News Corp - Class A | 4,623,426 | $82.92M | 0.6% | $14.03 | +8.1% | Common Stock | 65249B109 |
| COF | Capital One Financial Corp | 974,420 | $80.9M | 0.5% | $54.49 | +15.7% | Common Stock | 14040H105 |
| META | Facebook Inc | 1,194,663 | $80.39M | 0.5% | $44.99 | +35.8% | Common Stock | 30303M102 |
| BK | Bank of New York Mellon Corp/The | 2,132,480 | $80.06M | 0.5% | $22.89 | +13.9% | Common Stock | 064058100 |
| — | Carefusion Corp | 1,791,750 | $79.47M | 0.5% | $37.84 | — | Common Stock | 14170T101 |
| CHRW | CH Robinson Worldwide Inc | 1,175,993 | $75.05M | 0.5% | $43.45 | +2.8% | Common Stock | 12541W209 |
| — | Canadian Pacific Railway Ltd | 410,414 | $74.34M | 0.5% | $133.63 | — | Common Stock | 13645T100 |
| ABT | Abbott Laboratories | 1,812,729 | $74.11M | 0.5% | $29.55 | +6.6% | Common Stock | 002824100 |
| AMZN | Amazon.com Inc | 228,036 | $74.06M | 0.5% | $15.88 | -0.4% | Common Stock | 023135106 |
| LLY | Eli Lilly & Co | 1,182,187 | $72.96M | 0.5% | $48.02 | 0.0% | Common Stock | 532457108 |
| NWL | Newell Rubbermaid Inc | 2,258,819 | $69.56M | 0.5% | $19.41 | -0.5% | Common Stock | 651229106 |
| KLAC | Kla-Tencor Corp | 951,300 | $69.1M | 0.5% | $40.12 | +5.9% | Common Stock | 482480100 |
| V | Visa Inc | 326,664 | $68.83M | 0.5% | $44.64 | +7.9% | Common Stock | 92826C839 |
| — | Alleghany Corp | 155,220 | $68.01M | 0.5% | $415.03 | — | Common Stock | 017175100 |
| — | Monsanto Co | 544,729 | $67.95M | 0.5% | $105.80 | — | Common Stock | 61166W101 |
| ADBE | Adobe Systems Inc | 938,278 | $67.89M | 0.5% | $59.56 | +8.3% | Common Stock | 00724F101 |
| HRB | H&R Block Inc | 2,017,630 | $67.25M | 0.5% | $19.51 | 0.0% | Common Stock | 093671105 |
| — | Patterson Cos Inc | 1,700,872 | $67.2M | 0.5% | $40.44 | — | Common Stock | 703395103 |
| MKL | Markel Corp | 101,400 | $66.48M | 0.5% | $528.27 | +19.3% | Common Stock | 570535104 |
| RS | Reliance Steel & Aluminum Co | 901,232 | $66.43M | 0.5% | $70.40 | +2.1% | Common Stock | 759509102 |
| KMT | Kennametal Inc | 1,429,647 | $66.17M | 0.4% | $31.38 | +7.7% | Common Stock | 489170100 |
| BIIB | Biogen Idec Inc | 209,335 | $66.01M | 0.4% | $248.73 | +21.0% | Common Stock | 09062X103 |
| HAL | Halliburton Co | 924,336 | $65.64M | 0.4% | $51.42 | +0.1% | Common Stock | 406216101 |
| CMI | Cummins Inc | 420,526 | $64.89M | 0.4% | $94.04 | +17.7% | Common Stock | 231021106 |
| — | FMC Technologies Inc | 1,057,637 | $64.59M | 0.4% | $53.47 | — | Common Stock | 30249U101 |
| — | US Treasury Bond 8.875% 8/15/17 | 51,238,769 | $63.78M | 0.4% | $1.27 | — | US GOVERNMENT | 912810DZ8 |
| BFH | Alliance Data Systems Corp | 225,148 | $63.32M | 0.4% | $149.62 | +17.5% | Common Stock | 018581108 |
| — | Chesapeake Energy Corp | 2,035,096 | $63.2M | 0.4% | $26.03 | — | Common Stock | 165167107 |
| GD | General Dynamics Corp | 533,571 | $62.77M | 0.4% | $65.33 | +35.5% | Common Stock | 369550108 |
| AMG | Affiliated Managers Group Inc | 303,652 | $62.37M | 0.4% | $176.63 | +6.0% | Common Stock | 008252108 |
| AVY | Avery Dennison Corp | 1,204,000 | $61.71M | 0.4% | $35.07 | +12.7% | Common Stock | 053611109 |
| ATO | Atmos Energy Corp | 1,148,350 | $61.32M | 0.4% | $31.43 | +21.0% | Common Stock | 049560105 |
| RSG | Republic Services Inc | 1,586,200 | $60.23M | 0.4% | $26.72 | +6.9% | Common Stock | 760759100 |
| — | Intel Corp 3.25% 8/1/39 | 39,013,299 | $60.18M | 0.4% | $1.25 | — | US DOMESTIC | 458140AF7 |
| NUE | Nucor Corp | 1,214,011 | $59.79M | 0.4% | $37.98 | +1.7% | Common Stock | 670346105 |
| SCHW | Charles Schwab Corp/The | 2,189,252 | $58.96M | 0.4% | $19.81 | +15.3% | Common Stock | 808513105 |
| JLL | Jones Lang LaSalle Inc | 458,750 | $57.98M | 0.4% | $90.73 | +28.8% | Common Stock | 48020Q107 |
| — | Juniper Networks Inc | 2,346,063 | $57.57M | 0.4% | $20.23 | — | Common Stock | 48203R104 |
| ECL | Ecolab Inc | 515,974 | $57.45M | 0.4% | $86.27 | +9.3% | Common Stock | 278865100 |
| BR | Broadridge Financial Solutions Inc | 1,372,400 | $57.15M | 0.4% | $23.68 | +34.0% | Common Stock | 11133T103 |
| — | Willis Group Holdings Plc | 1,312,019 | $56.81M | 0.4% | $44.58 | — | Common Stock | G96666105 |
| — | Bemis Co Inc | 1,388,900 | $56.47M | 0.4% | $39.08 | — | Common Stock | 081437105 |
| ARE | Alexandria Real Estate Equities Inc | 723,423 | $56.17M | 0.4% | $42.27 | +17.6% | REIT | 015271109 |
| LNT | Alliant Energy Corp | 906,550 | $55.17M | 0.4% | $17.43 | +14.6% | Common Stock | 018802108 |
| XEL | Xcel Energy Inc | 1,701,452 | $54.84M | 0.4% | $19.43 | +9.8% | Common Stock | 98389B100 |
| — | Michael Kors Holdings Limited | 607,402 | $53.85M | 0.4% | $83.34 | — | Common Stock | G60754101 |
| — | TE Connectivity Ltd | 860,833 | $53.23M | 0.4% | $55.11 | — | Common Stock | H84989104 |
| CFR | Cullen/Frost Bankers Inc | 663,850 | $52.72M | 0.4% | $49.56 | +10.5% | Common Stock | 229899109 |
| — | Twenty-First Century Fox A | 1,479,233 | $52M | 0.4% | $33.61 | — | Common Stock | 90130A101 |
| ADI | Analog Devices Inc | 961,500 | $51.99M | 0.4% | $36.90 | +12.4% | Common Stock | 032654105 |
| FIS | Fidelity National Information Services Inc | 944,900 | $51.73M | 0.4% | $36.63 | +20.0% | Common Stock | 31620M106 |
| — | Wells Fargo & Co | 42,221 | $51.28M | 0.3% | $1144.01 | — | PUBLIC | 949746804 |
| — | Google Inc Class A | 85,898 | $50.7M | 0.3% | $906.02 | — | Common Stock | 38259P508 |
| AVT | Avnet Inc | 1,140,572 | $50.54M | 0.3% | $29.94 | +14.3% | Common Stock | 053807103 |
| MHK | Mohawk Industries Inc | 355,863 | $49.23M | 0.3% | $130.45 | +3.6% | Common Stock | 608190104 |
| — | Monster Beverage Corp. | 687,964 | $48.87M | 0.3% | $69.73 | — | Common Stock | 611740101 |
| BDX | Becton Dickinson and Co | 411,850 | $48.72M | 0.3% | $80.59 | +17.5% | Common Stock | 075887109 |
| — | Chubb Corp | 521,400 | $48.06M | 0.3% | $89.40 | — | Common Stock | 171232101 |
| — | Wellpoint Inc 2.75% 10/15/42 | 31,294,285 | $47.94M | 0.3% | $1.37 | — | US DOMESTIC | 94973VBG1 |
| BUD | Anheuser-Busch InBev NV | 413,567 | $47.83M | 0.3% | $99.20 | — | ADR | 03524A108 |
| — | Government National Mortgage Association 7.00% 12/15/32 | 40,309,540 | $47.57M | 0.3% | $1.18 | — | MBS 30yr | 36241LFA9 |
| — | Johnson Controls Inc | 948,750 | $47.37M | 0.3% | $41.50 | — | Common Stock | 478366107 |
| — | Nordstrom Inc | 687,100 | $46.67M | 0.3% | $56.71 | — | Common Stock | 655664100 |
| FITB | Fifth Third Bancorp | 2,182,335 | $46.59M | 0.3% | $12.50 | +14.3% | Common Stock | 316773100 |
| — | Cerner Corp | 889,222 | $45.87M | 0.3% | $53.45 | — | Common Stock | 156782104 |
| — | LaSalle Hotel Properties | 1,297,221 | $45.78M | 0.3% | $28.73 | — | REIT | 517942108 |
| IVZ | Invesco Ltd | 1,211,950 | $45.75M | 0.3% | $20.36 | +7.8% | Common Stock | G491BT108 |
| — | VMware Inc | 472,043 | $45.7M | 0.3% | $106.38 | — | Common Stock | 928563402 |
| — | Government National Mortgage Association 7.00% 12/15/34 | 38,726,245 | $45.63M | 0.3% | $1.18 | — | MBS 30yr | 36241LFB7 |
| CASY | Casey's General Stores Inc | 648,976 | $45.62M | 0.3% | $64.29 | -1.7% | Common Stock | 147528103 |
| ASB | Associated Banc-Corp | 2,520,860 | $45.58M | 0.3% | $11.15 | +8.1% | Common Stock | 045487105 |
| — | Dow Chemical Co/The | 880,006 | $45.41M | 0.3% | $38.40 | — | Common Stock | 260543103 |
| — | Precision Castparts Corp | 179,247 | $45.24M | 0.3% | $252.41 | — | Common Stock | 740189105 |
| — | Government National Mortgage Association 6.50% 4/15/36 | 38,725,995 | $45.06M | 0.3% | $1.17 | — | MBS 30yr | 36241KKD9 |
| — | Alexion Pharmaceuticals Inc | 285,106 | $44.55M | 0.3% | $118.16 | — | Common Stock | 015351109 |
| — | Metlife Inc Pfd 9/11/13 | 1,392,804 | $44.52M | 0.3% | $29.69 | — | PUBLIC | 59156R116 |
| — | DDR Corp | 2,514,400 | $44.33M | 0.3% | $17.63 | — | REIT | 23317H102 |
| — | Unit Corp | 641,467 | $44.15M | 0.3% | $47.09 | — | Common Stock | 909218109 |
| TSCO | Tractor Supply Co | 729,832 | $44.08M | 0.3% | $10.76 | +3.2% | Common Stock | 892356106 |
| MAS | Masco Corp | 1,975,100 | $43.85M | 0.3% | $15.87 | 0.0% | Common Stock | 574599106 |
| SJM | JM Smucker Co/The | 411,300 | $43.83M | 0.3% | $71.64 | -0.3% | Common Stock | 832696405 |
| ON | ON Semiconductor Corp | 4,792,700 | $43.81M | 0.3% | $8.98 | +1.4% | Common Stock | 682189105 |
| ALSN | Allison Transmission Holdings Inc | 1,399,550 | $43.53M | 0.3% | $19.90 | +24.8% | Common Stock | 01973R101 |
| — | Gannett Co Inc | 1,387,750 | $43.45M | 0.3% | $28.37 | — | Common Stock | 364730101 |
| MRSH | Marsh & McLennan Cos Inc | 835,100 | $43.28M | 0.3% | $33.72 | +20.1% | Common Stock | 571748102 |
| MAR | Marriott International Inc/DE | 674,250 | $43.22M | 0.3% | $36.58 | +44.6% | Common Stock | 571903202 |
| RPM | RPM International Inc | 933,650 | $43.12M | 0.3% | $34.85 | +24.2% | Common Stock | 749685103 |
| INGR | Ingredion Inc | 573,600 | $43.04M | 0.3% | $68.24 | +6.6% | Common Stock | 457187102 |
| SNPS | Synopsys Inc | 1,083,200 | $42.05M | 0.3% | $37.05 | +3.0% | Common Stock | 871607107 |
| DTE | DTE Energy Co | 531,500 | $41.39M | 0.3% | $43.85 | 0.0% | Common Stock | 233331107 |
| RRX | Regal-Beloit Corp | 521,200 | $40.95M | 0.3% | $75.88 | 0.0% | Common Stock | 758750103 |
| CTAS | Cintas Corp | 643,850 | $40.91M | 0.3% | $10.43 | +26.5% | Common Stock | 172908105 |
| EME | EMCOR Group Inc | 916,888 | $40.83M | 0.3% | $38.22 | +12.6% | Common Stock | 29084Q100 |
| ABM | ABM Industries Inc | 1,497,894 | $40.41M | 0.3% | $20.50 | +4.5% | Common Stock | 000957100 |
| PLXS | Plexus Corp | 919,696 | $39.81M | 0.3% | $37.98 | +10.1% | Common Stock | 729132100 |
| HLX | Helix Energy Solutions Group Inc | 1,465,738 | $38.56M | 0.3% | $24.44 | -2.6% | Common Stock | 42330P107 |
| MKSI | MKS Instruments Inc | 1,232,133 | $38.49M | 0.3% | $23.38 | +9.9% | Common Stock | 55306N104 |
| — | Priceline.com Inc 1.25% 3/15/15 | 9,753,977 | $38.48M | 0.3% | $3.38 | — | US DOMESTIC | 741503AN6 |
| — | Weatherford International PLC | 1,680,880 | $38.48M | 0.3% | $22.89 | — | Common Stock | G48833100 |
| — | Catamaran Corp | 869,374 | $38.39M | 0.3% | $45.64 | — | Common Stock | 148887102 |
| PH | Parker Hannifin Corp | 304,110 | $38.24M | 0.3% | $83.77 | +22.7% | Common Stock | 701094104 |
| MTZ | MasTec Inc | 1,238,100 | $38.16M | 0.3% | $36.21 | +4.1% | Common Stock | 576323109 |
| — | Splunk Inc | 684,439 | $37.87M | 0.3% | $66.96 | — | Common Stock | 848637104 |
| — | HCC Insurance Holdings Inc | 769,650 | $37.67M | 0.3% | $48.94 | — | Common Stock | 404132102 |
| IART | Integra LifeSciences Holdings Corp | 799,324 | $37.62M | 0.3% | $18.96 | +8.7% | Common Stock | 457985208 |
| — | Anixter International Inc | 374,738 | $37.5M | 0.3% | $88.67 | — | Common Stock | 035290105 |
| — | Government National Mortgage Association II 7.00% 12/20/32 | 31,413,994 | $37.3M | 0.3% | $1.18 | — | MBS 30yr | 36241LFF8 |
| — | Government National Mortgage Association 6.50% 12/15/32 | 32,090,452 | $37.28M | 0.3% | $1.19 | — | MBS 30yr | 36241LE44 |
| — | Dean Foods Co | 2,104,574 | $37.02M | 0.3% | $17.59 | — | Common Stock | 242370203 |
| — | SunTrust Banks Inc | 919,909 | $36.85M | 0.2% | $32.78 | — | Common Stock | 867914103 |
| ACH | Owens & Minor Inc | 1,081,656 | $36.76M | 0.2% | $28.78 | -0.3% | Common Stock | 690732102 |
| PTC | Parametric Technology Corp | 939,053 | $36.44M | 0.2% | $27.54 | +30.8% | Common Stock | 69370C100 |
| — | Stancorp Financial Group Inc | 567,500 | $36.32M | 0.2% | $57.86 | — | Common Stock | 852891100 |
| HOG | Harley-Davidson Inc | 515,313 | $36M | 0.2% | $59.16 | +19.1% | Common Stock | 412822108 |
| — | Government National Mortgage Association 6.50% 1/15/35 | 30,373,487 | $35.48M | 0.2% | $1.18 | — | MBS 30yr | 36241LTK2 |
| — | Government National Mortgage Association 6.50% 12/15/25 | 31,144,985 | $35.44M | 0.2% | $1.15 | — | MBS 30yr | 36241LE51 |
| IFF | International Flavors & Fragrances Inc | 339,100 | $35.36M | 0.2% | $60.73 | +23.2% | Common Stock | 459506101 |
| — | IBERIABANK Corp | 506,778 | $35.06M | 0.2% | $54.64 | — | Common Stock | 450828108 |
| MLI | Mueller Industries Inc | 1,182,241 | $34.77M | 0.2% | $11.70 | -1.3% | Common Stock | 624756102 |
| — | Energen Corp | 390,150 | $34.68M | 0.2% | $76.70 | — | Common Stock | 29265N108 |
| — | Rosetta Resources Inc | 628,924 | $34.5M | 0.2% | $52.97 | — | Common Stock | 777779307 |
| CSL | Carlisle Cos Inc | 397,705 | $34.45M | 0.2% | $59.29 | +21.1% | Common Stock | 142339100 |
| — | Ingersoll-Rand PLC | 550,600 | $34.42M | 0.2% | $61.76 | — | Common Stock | G47791101 |
| — | Steris Corp | 630,475 | $33.72M | 0.2% | $43.49 | — | Common Stock | 859152100 |
| ENTG | Entegris Inc | 2,447,033 | $33.63M | 0.2% | $9.61 | +18.3% | Common Stock | 29362U104 |
| WERN | Werner Enterprises Inc | 1,265,361 | $33.55M | 0.2% | $24.08 | +7.6% | Common Stock | 950755108 |
| DOV | Dover Corp | 361,450 | $32.88M | 0.2% | $46.22 | +22.9% | Common Stock | 260003108 |
| — | SYKES Enterprises Inc | 1,508,153 | $32.77M | 0.2% | $19.29 | — | Common Stock | 871237103 |
| — | Xilinx Inc 2.625% 6/15/17 | 19,542,481 | $32.38M | 0.2% | $1.75 | — | US DOMESTIC | 983919AF8 |
| WTS | Watts Water Technologies Inc | 522,365 | $32.25M | 0.2% | $55.82 | +3.0% | Common Stock | 942749102 |
| OLN | Olin Corp | 1,194,341 | $32.15M | 0.2% | $16.50 | +18.6% | Common Stock | 680665205 |
| — | United Technologies Corp Pfd 8/1/15 | 491,414 | $32.04M | 0.2% | $65.27 | — | PUBLIC | 913017117 |
| ALV | Autoliv Inc | 299,500 | $31.92M | 0.2% | $45.64 | +25.4% | Common Stock | 052800109 |
| — | City National Corp/CA | 419,500 | $31.78M | 0.2% | $69.41 | — | Common Stock | 178566105 |
| COLB | Columbia Banking System Inc | 1,200,415 | $31.58M | 0.2% | $14.63 | +7.5% | Common Stock | 197236102 |
| CBT | Cabot Corp | 543,203 | $31.5M | 0.2% | $31.71 | +39.3% | Common Stock | 127055101 |
| — | El Paso Electric Co | 779,819 | $31.36M | 0.2% | $33.78 | — | Common Stock | 283677854 |
| TDC | Teradata Corp | 772,800 | $31.07M | 0.2% | $43.65 | 0.0% | Common Stock | 88076W103 |
| ONB | Old National Bancorp/IN | 2,166,608 | $30.94M | 0.2% | $14.12 | -0.5% | Common Stock | 680033107 |
| — | Airtran Holdings Inc 5.25% 11/1/16 | 14,559,918 | $30.83M | 0.2% | $1.56 | — | US DOMESTIC | 00949PAD0 |
| AFG | American Financial Group Inc | 517,532 | $30.82M | 0.2% | $23.63 | +11.3% | Common Stock | 025932104 |
| — | Argo Group International Holdings Ltd | 601,676 | $30.75M | 0.2% | $47.17 | — | Common Stock | G0464B107 |
| FUL | HB Fuller Co | 635,892 | $30.59M | 0.2% | $35.27 | +17.1% | Common Stock | 359694106 |
| — | Pacwest Bancorp | 701,196 | $30.27M | 0.2% | $34.36 | — | Common Stock | 695263103 |
| WRB | WR Berkley Corp | 649,713 | $30.09M | 0.2% | $9.57 | +4.4% | Common Stock | 084423102 |
| — | Alza Corp 0.00% 7/28/20 | 20,917,002 | $30.08M | 0.2% | $1.21 | — | US DOMESTIC | 02261WAB5 |
| — | Ford Motor Co 4.25% 11/15/16 | 14,979,542 | $29.93M | 0.2% | $1.93 | — | US DOMESTIC | 345370CN8 |
| — | Danaher Corp 0.00% 1/22/21 | 13,063,000 | $29.9M | 0.2% | $2.05 | — | US DOMESTIC | 235851AF9 |
| LFUS | Littelfuse Inc | 318,391 | $29.59M | 0.2% | $82.63 | +10.8% | Common Stock | 537008104 |
| SLGN | Silgan Holdings Inc | 581,928 | $29.57M | 0.2% | $24.01 | +3.3% | Common Stock | 827048109 |
| CLH | Clean Harbors Inc | 453,800 | $29.16M | 0.2% | $56.81 | +4.7% | Common Stock | 184496107 |
| INDB | Independent Bank Corp | 759,397 | $29.15M | 0.2% | $25.91 | +4.5% | Common Stock | 453836108 |
| FNB | FNB Corp/PA | 2,263,175 | $29.02M | 0.2% | $7.95 | +1.3% | Common Stock | 302520101 |
| TRS | TRIMAS CORP | 759,784 | $28.97M | 0.2% | $29.62 | -6.0% | Common Stock | 896215209 |
| WWD | Woodward Inc | 576,121 | $28.91M | 0.2% | $38.12 | +10.5% | Common Stock | 980745103 |
| DAN | Dana Holding Corp | 1,182,727 | $28.88M | 0.2% | $17.01 | +5.2% | Common Stock | 235825205 |
| ASTE | Astec Industries Inc | 657,968 | $28.87M | 0.2% | $31.23 | +16.7% | Common Stock | 046224101 |
| — | Fairchild Semiconductor International Inc | 1,834,069 | $28.61M | 0.2% | $13.86 | — | Common Stock | 303726103 |
| — | South Jersey Industries Inc | 471,951 | $28.51M | 0.2% | $57.76 | — | Common Stock | 838518108 |
| LUV | Southwest Airlines Co | 1,053,056 | $28.29M | 0.2% | $11.89 | +86.3% | Common Stock | 844741108 |
| — | Sterling Bancorp | 2,346,714 | $28.16M | 0.2% | $13.05 | — | Common Stock | 85917A100 |
| PRI | Primerica Inc | 585,651 | $28.02M | 0.2% | $41.17 | +11.5% | Common Stock | 74164M108 |
| SXT | Sensient Technologies Corp | 493,254 | $27.49M | 0.2% | $43.72 | +24.2% | Common Stock | 81725T100 |
| — | Allete Inc | 533,825 | $27.41M | 0.2% | $49.23 | — | Common Stock | 018522300 |
| XYL | Xylem Inc | 700,750 | $27.39M | 0.2% | $22.72 | +41.9% | Common Stock | 98419M100 |
| — | Microsemi Corp | 1,021,549 | $27.34M | 0.2% | $24.33 | — | Common Stock | 595137100 |
| FICO | Fair Isaac Corp | 428,744 | $27.34M | 0.2% | $56.98 | 0.0% | Common Stock | 303250104 |
| MSTR | MicroStrategy Inc | 192,537 | $27.07M | 0.2% | $12.54 | +1.7% | Common Stock | 594972408 |
| — | Novellus Systems 2.625% 5/15/41 | 13,185,820 | $26.69M | 0.2% | $1.61 | — | US DOMESTIC | 670008AD3 |
| LZB | La-Z-Boy Inc | 1,120,584 | $25.96M | 0.2% | $22.31 | +10.9% | Common Stock | 505336107 |
| — | Analogic Corp | 330,809 | $25.88M | 0.2% | $83.81 | — | Common Stock | 032657207 |
| — | Brown Shoe Co Inc | 901,327 | $25.79M | 0.2% | $27.44 | — | Common Stock | 115736100 |
| — | Encore Wire Corp | 512,389 | $25.13M | 0.2% | $41.86 | — | Common Stock | 292562105 |
| — | Diebold Inc | 612,598 | $24.61M | 0.2% | $29.99 | — | Common Stock | 253651103 |
| — | Multi-Color Corp | 613,513 | $24.55M | 0.2% | $37.22 | — | Common Stock | 625383104 |
| — | Newmont Mining Corp 1.625% 7/15/17 | 23,252,934 | $24.55M | 0.2% | $1.09 | — | US DOMESTIC | 651639AJ5 |
| — | New York Community Capital Trust V | 495,396 | $24.36M | 0.2% | $48.58 | — | PUBLIC | 64944P307 |
| — | Actuant Corp | 704,475 | $24.36M | 0.2% | $34.57 | — | Common Stock | 00508X203 |
| RHI | Robert Half International Inc | 509,650 | $24.33M | 0.2% | $36.84 | +21.6% | Common Stock | 770323103 |
| KALU | Kaiser Aluminum Corp | 332,871 | $24.26M | 0.2% | $47.83 | +3.6% | Common Stock | 483007704 |
| — | Government National Mortgage Association 7.50% 4/15/34 | 20,091,663 | $24.18M | 0.2% | $1.20 | — | MBS 30yr | 36241KHY7 |
| ROK | Rockwell Automation Inc | 191,125 | $23.92M | 0.2% | $76.44 | +28.0% | Common Stock | 773903109 |
| — | Hubbell Inc | 194,150 | $23.91M | 0.2% | $104.74 | — | Common Stock | 443510201 |
| PRIM | Primoris Services Corp | 825,334 | $23.8M | 0.2% | $23.65 | +22.3% | Common Stock | 74164F103 |
| NWE | NorthWestern Corp | 455,131 | $23.75M | 0.2% | $25.49 | +17.9% | Common Stock | 668074305 |
| PAG | Penske Automotive Group Inc | 478,049 | $23.66M | 0.2% | $40.68 | +12.2% | Common Stock | 70959W103 |
| — | Lam Research Corp 1.25% 5/15/18 | 17,203,619 | $23.5M | 0.2% | $1.20 | — | US DOMESTIC | 512807AL2 |
| ICUI | ICU Medical Inc | 385,562 | $23.45M | 0.2% | $66.62 | -11.4% | Common Stock | 44930G107 |
| — | Altra Industrial Motion Corp | 634,856 | $23.1M | 0.2% | $34.85 | — | Common Stock | 02208R106 |
| — | Endurance Specialty Holdings Ltd | 447,671 | $23.1M | 0.2% | $57.96 | — | Common Stock | G30397106 |
| — | Teva Pharm Finance Co LLC 0.25% 2/1/26 | 17,957,869 | $22.95M | 0.2% | $1.08 | — | US DOMESTIC | 88163VAE9 |
| — | Priceline.Com Inc 1.00% 3/15/18 | 16,126,952 | $22.85M | 0.2% | $1.30 | — | US DOMESTIC | 741503AQ9 |
| KFY | Korn/Ferry International | 768,115 | $22.56M | 0.2% | $17.50 | +44.6% | Common Stock | 500643200 |
| GVA | Granite Construction Inc | 626,723 | $22.55M | 0.2% | $30.57 | +19.6% | Common Stock | 387328107 |
| HP | Helmerich & Payne Inc | 193,350 | $22.45M | 0.2% | $66.00 | +66.0% | Common Stock | 423452101 |
| IWS | iShares Russell Mid-cap Value ETF | 306,600 | $22.26M | 0.2% | $60.90 | — | ETP | 464287473 |
| CRL | Charles River Laboratories International Inc | 414,782 | $22.2M | 0.2% | $46.51 | +18.0% | Common Stock | 159864107 |
| — | Government National Mortgage Association 6.00% 6/15/40 | 18,718,541 | $22.09M | 0.1% | $1.16 | — | MBS 30yr | 36241L4K9 |
| SIGI | Selective Insurance Group Inc | 893,451 | $22.09M | 0.1% | $19.97 | -1.6% | Common Stock | 816300107 |
| — | Forward Air Corp | 460,831 | $22.05M | 0.1% | $40.55 | — | Common Stock | 349853101 |
| RUSHA | Rush Enterprises Inc | 617,100 | $21.4M | 0.1% | $11.47 | +28.8% | Common Stock | 781846209 |
| — | Calgon Carbon Corp | 952,261 | $21.27M | 0.1% | $21.84 | — | Common Stock | 129603106 |
| — | Cimarex Energy Co | 147,800 | $21.2M | 0.1% | $96.40 | — | Common Stock | 171798101 |
| — | Chico's FAS Inc | 1,248,150 | $21.17M | 0.1% | $16.66 | — | Common Stock | 168615102 |
| — | Government National Mortgage Association 7.00% 6/15/36 | 17,639,743 | $20.87M | 0.1% | $1.17 | — | MBS 30yr | 3622A2AQ5 |
| — | Infinity Property & Casualty Corp | 309,753 | $20.83M | 0.1% | $64.76 | — | Common Stock | 45665Q103 |
| — | Integrated Device Technology Inc | 1,347,086 | $20.83M | 0.1% | $13.39 | — | Common Stock | 458118106 |
| — | Barnes Group Inc | 530,561 | $20.45M | 0.1% | $34.92 | — | Common Stock | 067806109 |
| — | Jefferies Group Inc 3.875% 11/1/29 | 19,065,018 | $20.39M | 0.1% | $1.05 | — | US DOMESTIC | 472319AG7 |
| MOD | Modine Manufacturing Co | 1,280,183 | $20.15M | 0.1% | $13.51 | +13.9% | Common Stock | 607828100 |
| — | Devry Education Group Inc | 472,825 | $20.02M | 0.1% | $42.39 | — | Common Stock | 251893103 |
| CAKE | Cheesecake Factory Inc/The | 420,051 | $19.5M | 0.1% | $34.19 | +6.7% | Common Stock | 163072101 |
| — | Ares Capital Corp 5.125% 6/1/16 | 18,137,900 | $19.46M | 0.1% | $1.06 | — | GLOBAL | 04010LAD5 |
| NX | Quanex Building Products Corp | 1,081,312 | $19.32M | 0.1% | $16.46 | -2.4% | Common Stock | 747619104 |
| — | Ann Inc | 468,616 | $19.28M | 0.1% | $39.00 | — | Common Stock | 035623107 |
| AMSF | Amerisafe Inc | 468,917 | $19.07M | 0.1% | $14.99 | +11.7% | Common Stock | 03071H100 |
| HELE | Helen of Troy Ltd | 313,657 | $19.02M | 0.1% | $46.88 | +32.7% | Common Stock | G4388N106 |
| MZTI | Lancaster Colony Corp | 197,888 | $18.83M | 0.1% | $80.79 | +14.6% | Common Stock | 513847103 |
| CALY | Callaway Golf Co | 2,198,785 | $18.3M | 0.1% | $8.51 | -1.0% | Common Stock | 131193104 |
| — | Briggs & Stratton Corp | 893,210 | $18.28M | 0.1% | $20.46 | — | Common Stock | 109043109 |
| — | Mylan 3.75% 9/15/15 | 4,706,679 | $18.25M | 0.1% | $3.83 | — | US DOMESTIC | 628530AJ6 |
| — | Fluor Corp 1.50% 2/15/24 | 6,494,164 | $18.12M | 0.1% | $2.57 | — | US DOMESTIC | 343412AA0 |
| SRE | Sempra Energy | 170,550 | $17.86M | 0.1% | $28.99 | +19.4% | Common Stock | 816851109 |
| LKFN | Lakeland Financial Corp | 467,855 | $17.86M | 0.1% | $15.53 | +19.3% | Common Stock | 511656100 |
| — | Stanley Black & Decker I Pfd 4.75% 11/17/15 | 134,703 | $17.77M | 0.1% | $135.20 | — | PUBLIC | 854502309 |
| MGRC | Mcgrath Rentcorp | 474,580 | $17.44M | 0.1% | $35.05 | -3.5% | Common Stock | 580589109 |
| — | Delek US Holdings Inc | 605,709 | $17.1M | 0.1% | $28.23 | — | Common Stock | 246647101 |
| — | Esterline Technologies Corp | 147,270 | $16.95M | 0.1% | $79.89 | — | Common Stock | 297425100 |
| — | Janus Capital Group Inc 0.75% 7/15/18 | 12,879,139 | $16.76M | 0.1% | $1.05 | — | US DOMESTIC | 47102XAH8 |
| — | Ingram Micro Inc | 554,000 | $16.18M | 0.1% | $29.21 | — | Common Stock | 457153104 |
| — | Government National Mortgage Association 8.00% 12/15/35 | 12,990,232 | $16.16M | 0.1% | $1.25 | — | MBS 30yr | 36241KJA7 |
| — | Prologis LP 3.25% 3/15/15 | 14,397,913 | $16.12M | 0.1% | $1.14 | — | US DOMESTIC | 74340XAT8 |
| — | Pike Corp | 1,759,233 | $15.76M | 0.1% | $10.60 | — | Common Stock | 721283109 |
| — | Hospira Inc | 293,900 | $15.1M | 0.1% | $51.37 | — | Common Stock | 441060100 |
| — | Government National Mortgage Association 7.50% 1/15/37 | 12,305,880 | $14.89M | 0.1% | $1.21 | — | MBS 30yr | 36241LXJ0 |
| — | Chesapeake Energy Corp 2.50% 5/15/37 | 13,596,008 | $14.57M | 0.1% | $0.99 | — | US DOMESTIC | 165167BZ9 |
| GATX | GATX Corp | 217,118 | $14.54M | 0.1% | $34.56 | +43.9% | Common Stock | 361448103 |
| — | Government National Mortgage Association 6.00% 7/15/36 | 12,527,749 | $14.47M | 0.1% | $1.17 | — | MBS 30yr | 36241L5Z5 |
| FIX | Comfort Systems USA Inc | 915,079 | $14.46M | 0.1% | $15.48 | -7.3% | Common Stock | 199908104 |
| — | Rudolph Technologies Inc | 1,452,158 | $14.35M | 0.1% | $11.44 | — | Common Stock | 781270103 |
| — | Core-Mark Holding Co Inc | 302,418 | $13.8M | 0.1% | $59.12 | — | Common Stock | 218681104 |
| — | Dominion Resources Inc | 237,398 | $13.69M | 0.1% | $54.33 | — | PUBLIC | 25746U703 |
| BC | Brunswick Corp/DE | 323,098 | $13.61M | 0.1% | $30.54 | +14.5% | Common Stock | 117043109 |
| — | Government National Mortgage Association 6.50% 8/15/37 | 11,545,036 | $13.5M | 0.1% | $1.16 | — | MBS 30yr | 36241L5D4 |
| — | Government National Mortgage Association 6.50% 9/15/32 | 11,541,034 | $13.48M | 0.1% | $1.15 | — | MBS 30yr | 36225BUV8 |
| — | Government National Mortgage Association II VRN 11/20/39 | 11,164,802 | $13.17M | 0.1% | $1.19 | — | Agncy CMO Other | 38378DU29 |
| — | Cloud Peak Energy Inc | 685,169 | $12.62M | 0.1% | $15.17 | — | Common Stock | 18911Q102 |
| — | Government National Mortgage Association 5.00% 5/15/39 | 10,814,746 | $12.34M | 0.1% | $1.13 | — | MBS 30yr | 36296UX21 |
| — | Health Care REIT Inc | 211,927 | $12.24M | 0.1% | $57.21 | — | PUBLIC | 42217K601 |
| — | Government National Mortgage Association 8.00% 9/15/32 | 9,867,150 | $12.06M | 0.1% | $1.22 | — | MBS 30yr | 3622A2FH0 |
| — | Dominion Resources Inc 2.125% 12/15/23 | 5,517,421 | $11.88M | 0.1% | $1.85 | — | US DOMESTIC | 25746UAT6 |
| IWN | iShares Russell 2000 Value ETF | 114,262 | $11.8M | 0.1% | $94.08 | — | ETP | 464287630 |
| — | Toll Bros Finance Corp 0.50% 9/15/32 | 11,047,698 | $11.73M | 0.1% | $1.06 | — | US DOMESTIC | 88947EAM2 |
| — | Government National Mortgage Association VRN 9/20/30 | 10,285,501 | $11.68M | 0.1% | $1.15 | — | Agncy CMO Other | 38378PQJ0 |
| — | Government National Mortgage Association 6.50% 2/15/36 | 9,926,630 | $11.5M | 0.1% | $1.15 | — | MBS 30yr | 3622A2E57 |
| OXM | Oxford Industries Inc | 169,781 | $11.32M | 0.1% | $66.85 | +0.8% | Common Stock | 691497309 |
| — | Government National Mortgage Association 7.00% 4/15/33 | 9,432,309 | $11.09M | 0.1% | $1.17 | — | MBS 30yr | 36241LQD1 |
| — | Government National Mortgage Association 7.00% 3/16/46 | 9,648,454 | $10.98M | 0.1% | $1.16 | — | Agncy CMBS | 38378BQR3 |
| — | Government National Mortgage Association 7.00% 10/16/33 | 10,053,651 | $10.93M | 0.1% | $1.10 | — | Agncy CMBS | 38376GE55 |
| — | Government National Mortgage Association 8.00% 1/15/32 | 8,955,256 | $10.92M | 0.1% | $1.22 | — | MBS 30yr | 36241KMZ8 |
| — | Nextera Energy | 167,537 | $10.89M | 0.1% | $55.12 | — | PUBLIC | 65339F887 |
| — | Government National Mortgage Association 7.00% 12/16/37 | 10,054,378 | $10.79M | 0.1% | $1.13 | — | Agncy CMBS | 38376GXJ4 |
| — | Dominion Resources Inc | 183,437 | $10.64M | 0.1% | $54.15 | — | PUBLIC | 25746U885 |
| — | Government National Mortgage Association 7.00% 5/16/37 | 10,055,171 | $10.63M | 0.1% | $1.10 | — | Agncy CMBS | 38376GVC1 |
| — | Government National Mortgage Association 7.00% 6/15/36 | 8,776,126 | $10.36M | 0.1% | $1.19 | — | MBS 30yr | 3622A2ET5 |
| — | Government National Mortgage Association 7.50% 8/15/33 | 8,610,921 | $10.33M | 0.1% | $1.19 | — | MBS 30yr | 3622A2EU2 |
| — | Government National Mortgage Association II 7.50% 11/20/32 | 8,274,113 | $10.1M | 0.1% | $1.21 | — | MBS 30yr | 36241KHU5 |
| — | Micron Technology Inc 3.00% 11/15/43 | 7,772,062 | $10.01M | 0.1% | $1.10 | — | GLOBAL | 595112AY9 |
| — | Government National Mortgage Association 8.00% 12/15/30 | 7,976,060 | $9.783M | 0.1% | $1.23 | — | MBS 30yr | 3622A2CK6 |
| — | Government National Mortgage Association 8.00% 9/15/27 | 7,974,100 | $9.781M | 0.1% | $1.23 | — | MBS 30yr | 3622A2C67 |
| — | Government National Mortgage Association 7.50% 11/15/37 | 8,134,187 | $9.774M | 0.1% | $1.19 | — | MBS 30yr | 3622A2EN8 |
| SBH | Sally Beauty Holdings Inc | 388,200 | $9.737M | 0.1% | $28.50 | -9.4% | Common Stock | 79546E104 |
| — | Government National Mortgage Association 6.50% 12/15/38 | 8,309,934 | $9.722M | 0.1% | $1.18 | — | MBS 30yr | 3622A2FK3 |
| — | Government National Mortgage Association II 7.50% 3/20/32 | 7,950,755 | $9.559M | 0.1% | $1.21 | — | MBS 30yr | 3622A2DB5 |
| — | Roper Industries Inc 0.00% 1/15/34 | 5,165,000 | $9.466M | 0.1% | $1.67 | — | US DOMESTIC | 776696AA4 |
| — | Government National Mortgage Association 7.00% 2/16/40 | 8,059,763 | $9.358M | 0.1% | $1.16 | — | Agncy CMBS | 38376GVW7 |
| — | Government National Mortgage Association 6.50% 1/15/39 | 7,981,197 | $9.278M | 0.1% | $1.16 | — | MBS 30yr | 3622A2B68 |
| CGIP | Celadon Group Inc | 431,314 | $9.196M | 0.1% | $19.52 | +13.2% | Common Stock | 150838100 |
| — | US Treasury Bill 0.00% 10/9/14 | 9,072,001 | $9.072M | 0.1% | $1.00 | — | US GOVERNMENT | 912796DZ9 |
| — | Government National Mortgage Association 6.50% 7/15/39 | 7,640,283 | $8.924M | 0.1% | $1.18 | — | MBS 30yr | 3622A2D66 |
| — | Bristol-Myers Squibb Co 0.00% 9/15/23 | 7,311,000 | $8.884M | 0.1% | $1.27 | — | US DOMESTIC | 110122AN8 |
| — | Government National Mortgage Association 7.00% 4/16/44 | 7,929,399 | $8.769M | 0.1% | $1.13 | — | Agncy CMBS | 38378BTZ2 |
| — | Government National Mortgage Association 7.00% 6/16/39 | 7,863,972 | $8.69M | 0.1% | $1.11 | — | Agncy CMBS | 38376GYE4 |
| — | Government National Mortgage Association 7.50% 6/15/35 | 7,154,235 | $8.616M | 0.1% | $1.21 | — | MBS 30yr | 36241LQ90 |
| — | Government National Mortgage Association 7.50% 12/15/34 | 7,015,968 | $8.403M | 0.1% | $1.19 | — | MBS 30yr | 3622A2A85 |
| — | Amg Capital Trust II Pfd 5.15% 10/15/37 | 131,633 | $8.294M | 0.1% | $61.42 | — | PUBLIC | 00170F209 |
| — | Stanley Black And Decker Preferred | 72,695 | $8.291M | 0.1% | $108.17 | — | PUBLIC | 854502804 |
| — | RPM International Inc 2.25% 12/15/20 | 6,446,230 | $8.015M | 0.1% | $1.13 | — | US DOMESTIC | 749685AT0 |
| — | Prospect Capital Corp 5.875% 1/15/19 | 7,492,334 | $7.873M | 0.1% | $1.05 | — | GLOBAL | 74348TAM4 |
| — | Government National Mortgage Association 7.00% 8/15/31 | 6,494,478 | $7.562M | 0.1% | $1.17 | — | MBS 30yr | 36241KUN6 |
| — | Government National Mortgage Association 7.00% 8/15/35 | 6,473,088 | $7.56M | 0.1% | $1.16 | — | MBS 30yr | 36241LWC6 |
| — | Government National Mortgage Association II VRN 4/20/34 | 6,560,010 | $7.412M | 0.1% | $1.18 | — | Agncy CMO Other | 38378MSU0 |
| — | Drew Industries Inc | 146,642 | $7.335M | 0.0% | $47.27 | — | Common Stock | 26168L205 |
| — | Rayonier Trs Holdings Inc 4.50% 8/15/15 | 4,722,060 | $7.202M | 0.0% | $1.69 | — | PRIV PLACEMENT | 75508AAD8 |
| — | Government National Mortgage Association II 8.00% 9/20/32 | 5,793,277 | $7.188M | 0.0% | $1.26 | — | MBS 30yr | 36241LL61 |
| — | Government National Mortgage Association 8.00% 4/15/38 | 5,852,846 | $7.104M | 0.0% | $1.23 | — | MBS 30yr | 36241LNH5 |
| — | Chesapeake Energy Corp Preferred 5.75% Perpetual | 5,286 | $7.006M | 0.0% | $1325.39 | — | PUBLIC | 165167768 |
| — | Kaiser Aluminum Corp 4.50% 4/1/15 | 4,495,670 | $6.911M | 0.0% | $1.51 | — | US DOMESTIC | 483007AB6 |
| — | Health Care REIT Inc 3.00% 12/1/29 | 5,588,297 | $6.899M | 0.0% | $1.23 | — | US DOMESTIC | 42217KAR7 |
| — | Government National Mortgage Association 7.00% 5/15/33 | 5,767,322 | $6.853M | 0.0% | $1.18 | — | MBS 30yr | 36241LKR6 |
| — | Government National Mortgage Association VRN 12/16/50 | 5,844,096 | $6.805M | 0.0% | $1.12 | — | Agncy CMBS | 38376GXR6 |
| — | Rayonier Trs Holdings Inc 4.50% 8/15/15 | 4,413,660 | $6.732M | 0.0% | $1.53 | — | US DOMESTIC | 75508AAC0 |
| JBTM | John Bean Technologies Corp | 212,578 | $6.588M | 0.0% | $22.65 | +23.9% | Common Stock | 477839104 |
| — | ARES CAP CORP SR | 6,165,000 | $6.551M | 0.0% | $1.06 | — | Corporate Bonds | 04010LAB9 |
| — | Government National Mortgage Association 7.00% 11/16/40 | 5,840,636 | $6.539M | 0.0% | $1.13 | — | Agncy CMBS | 38376GWT3 |
| — | MTS Systems Corp | 94,255 | $6.388M | 0.0% | $64.47 | — | Common Stock | 553777103 |
| — | Government National Mortgage Association 6.50% 1/15/33 | 5,543,972 | $6.38M | 0.0% | $1.19 | — | MBS 30yr | 36241LCP9 |
| — | Omnicom Group Inc 0.00% 7/31/32 | 4,798,002 | $6.343M | 0.0% | $1.22 | — | US DOMESTIC | 681919AV8 |
| — | Government National Mortgage Association 7.50% 8/15/34 | 5,028,784 | $6.115M | 0.0% | $1.23 | — | MBS 30yr | 36241KZK7 |
| — | Government National Mortgage Association 8.50% 2/15/32 | 5,205,374 | $6.097M | 0.0% | $1.17 | — | MBS 30yr | 36241LNJ1 |
| — | Blackrock 5.50% 2/15/18 | 5,670,134 | $6.004M | 0.0% | $1.04 | — | US DOMESTIC | 092533AB4 |
| — | Government National Mortgage Association 7.00% 11/15/32 | 5,019,387 | $5.955M | 0.0% | $1.22 | — | MBS 30yr | 36225BV21 |
| NUS | Nu Skin Enterprises Inc | 80,250 | $5.937M | 0.0% | $55.29 | -2.4% | Common Stock | 67018T105 |
| — | Government National Mortgage Association VRN 5/16/46 | 5,419,467 | $5.729M | 0.0% | $1.07 | — | Agncy CMBS | 38373MH60 |
| — | Government National Mortgage Association 6.00% 11/15/39 | 4,759,687 | $5.629M | 0.0% | $1.16 | — | MBS 30yr | 36241LE69 |
| — | Government National Mortgage Association 6.50% 7/15/34 | 4,780,046 | $5.494M | 0.0% | $1.15 | — | MBS 30yr | 36241LK62 |
| — | Government National Mortgage Association VRN 12/20/38 | 4,606,486 | $5.298M | 0.0% | $1.21 | — | Agncy CMO Other | 38378MH99 |
| DLR | Digital Realty Trust Inc | 89,944 | $5.247M | 0.0% | $36.21 | 0.0% | REIT | 253868103 |
| SEB | Seaboard Corp | 1,723 | $5.205M | 0.0% | $2620.40 | 0.0% | Common Stock | 811543107 |
| — | Government National Mortgage Association 5.50% 1/15/39 | 4,428,056 | $5.102M | 0.0% | $1.13 | — | MBS 30yr | 3622A2C42 |
| — | Aurelius AG | 138,104 | $5.046M | 0.0% | $36.54 | — | Common Stock | D04986101 |
| — | Government National Mortgage Association II VRN 2/20/39 | 4,215,793 | $4.982M | 0.0% | $1.19 | — | Agncy CMO Other | 38378TLP3 |
| — | Walgreen Co | 66,934 | $4.963M | 0.0% | $73.43 | — | Common Stock | 931422109 |
| QCOM | Qualcomm Inc | 59,612 | $4.722M | 0.0% | $55.52 | +3.2% | Common Stock | 747525103 |
| — | BlackRock Inc | 14,642 | $4.681M | 0.0% | $317.75 | — | Common Stock | 09247X101 |
| — | Government National Mortgage Association 7.125% 3/15/23 | 4,015,061 | $4.594M | 0.0% | $1.15 | — | MBS 30yr | 36290NKE1 |
| LYB | LyondellBasell Industries NV | 47,007 | $4.591M | 0.0% | $42.61 | +21.8% | Common Stock | N53745100 |
| — | Government National Mortgage Association 10.00% 4/15/25 | 3,982,267 | $4.574M | 0.0% | $1.17 | — | MBS 30yr | 36241LL53 |
| — | St Jude Medical Inc | 64,838 | $4.492M | 0.0% | $69.20 | — | Common Stock | 790849103 |
| — | Government National Mortgage Association 8.00% 10/15/27 | 3,739,480 | $4.452M | 0.0% | $1.22 | — | MBS 30yr | 36225BFG8 |
| — | McCraw Hill Financial Inc | 52,811 | $4.386M | 0.0% | $82.34 | — | Common Stock | 580645109 |
| — | Government National Mortgage Association 10.00% 2/15/26 | 3,757,968 | $4.317M | 0.0% | $1.16 | — | MBS 30yr | 36241KZJ0 |
| — | Citrix Systems Inc 0.50% 4/15/19 | 4,003,201 | $4.24M | 0.0% | $1.06 | — | PRIV PLACEMENT | 177376AC4 |
| MSFT | Microsoft Corp | 99,250 | $4.14M | 0.0% | $33.71 | +0.7% | Common Stock | 594918104 |
| — | Tyco International LTD | 90,672 | $4.135M | 0.0% | $45.42 | — | Common Stock | H89128104 |
| — | Government National Mortgage Association II 8.00% 10/20/27 | 3,368,208 | $4.117M | 0.0% | $1.22 | — | MBS 30yr | 36225BZ76 |
| TMO | Thermo Fisher Scientific Inc | 34,510 | $4.073M | 0.0% | $112.40 | +0.9% | Common Stock | 883556102 |
| — | Nuance Communications Inc 2.75% 11/1/31 | 4,063,563 | $4.059M | 0.0% | $1.01 | — | US DOMESTIC | 67020YAF7 |
| — | Government National Mortgage Association 6.50% 5/15/29 | 3,350,309 | $3.879M | 0.0% | $1.14 | — | MBS 30yr | 36225BEL8 |
| DIS | Walt Disney Co/The | 44,682 | $3.832M | 0.0% | $71.88 | +2.2% | Common Stock | 254687106 |
| — | Government National Mortgage Association 7.00% 12/20/32 | 3,099,106 | $3.677M | 0.0% | $1.18 | — | MBS 30yr | 36241KLW6 |
| JNJ | Johnson & Johnson | 34,722 | $3.633M | 0.0% | $63.54 | +15.1% | Common Stock | 478160104 |
| — | Government National Mortgage Association II 8.00% 11/20/31 | 3,013,233 | $3.633M | 0.0% | $1.25 | — | MBS 30yr | 36225BSP4 |
| TSM | Taiwan Semiconductor Manufacturing Co Ltd | 167,957 | $3.593M | 0.0% | $20.80 | — | ADR | 874039100 |
| — | Government National Mortgage Association 7.50% 2/15/35 | 2,928,731 | $3.573M | 0.0% | $1.20 | — | MBS 30yr | 36241KZL5 |
| — | Constellium NV | 110,212 | $3.534M | 0.0% | $29.35 | — | Common Stock | N22035104 |
| — | Baker Hughes Inc | 47,168 | $3.513M | 0.0% | $73.68 | — | Common Stock | 057224107 |
| HD | Home Depot Inc | 42,453 | $3.438M | 0.0% | $59.87 | +0.4% | Common Stock | 437076102 |
| — | CBS Corp | 54,800 | $3.406M | 0.0% | $61.87 | — | Common Stock | 124857202 |
| PM | Philip Morris International Inc | 40,366 | $3.404M | 0.0% | $48.20 | +0.1% | Common Stock | 718172109 |
| — | Bank Of America Corp Pfd 7.25% 12/31/49 | 2,868 | $3.364M | 0.0% | $1081.07 | — | PUBLIC | 060505682 |
| PPG | PPG Industries Inc | 15,686 | $3.297M | 0.0% | $80.30 | +0.8% | Common Stock | 693506107 |
| — | Exelon Corp PFD 6.50% 6/1/17 | 60,970 | $3.29M | 0.0% | $53.96 | — | PUBLIC | 30161N127 |
| CME | CME Group Inc | 45,912 | $3.259M | 0.0% | $45.67 | -2.7% | Common Stock | 12572Q105 |
| ZBH | Zimmer Holdings Inc | 31,270 | $3.249M | 0.0% | $88.09 | +0.7% | Common Stock | 98956P102 |
| — | Government National Mortgage Association VRN 5/16/44 | 2,739,855 | $3.247M | 0.0% | $1.19 | — | Agncy CMO Other | 38379BXD5 |
| — | Government National Mortgage Association 10.00% 2/15/26 | 2,768,333 | $3.167M | 0.0% | $1.15 | — | MBS 30yr | 36241KVE5 |
| — | Government National Mortgage Association 7.50% 3/15/32 | 2,486,130 | $3.004M | 0.0% | $1.20 | — | MBS 30yr | 36225BUB2 |
| — | Government National Mortgage Association II 7.00% 4/20/32 | 2,451,475 | $2.916M | 0.0% | $1.19 | — | MBS 30yr | 36225BSV1 |
| NSC | Norfolk Southern Corp | 28,032 | $2.889M | 0.0% | $75.28 | +1.0% | Common Stock | 655844108 |
| — | Government National Mortgage Association VRN 8/16/46 | 2,849,589 | $2.876M | 0.0% | $1.06 | — | Agncy CMBS | 38374NJX6 |
| — | Covidien Plc | 31,792 | $2.868M | 0.0% | $89.33 | — | Common Stock | G2554F113 |
| — | Government National Mortgage Association II 6.50% 1/20/28 | 2,439,718 | $2.827M | 0.0% | $1.18 | — | MBS 30yr | 36202CY72 |
| — | Government National Mortgage Association 7.00% 10/20/27 | 2,401,896 | $2.822M | 0.0% | $1.17 | — | MBS 30yr | 36202CXZ1 |
| — | Entertainment One | 531,893 | $2.82M | 0.0% | $5.50 | — | Common Stock | 29382B102 |
| — | Government National Mortgage Association II 6.50% 5/20/28 | 2,382,948 | $2.71M | 0.0% | $1.18 | — | MBS 30yr | 36202C2X0 |
| — | Government National Mortgage Association VRN 10/20/34 | 2,226,229 | $2.658M | 0.0% | $1.20 | — | Agncy CMO Other | 38378HJB3 |
| — | Owens-Brockway 3.00% 6/1/15 | 2,536,186 | $2.594M | 0.0% | $1.03 | — | PRIV PLACEMENT | 69073TAQ6 |
| — | Government National Mortgage Association 6.50% 8/15/34 | 2,232,298 | $2.582M | 0.0% | $1.17 | — | MBS 30yr | 36241LNK8 |
| MDLZ | Mondelez International | 67,976 | $2.558M | 0.0% | $28.12 | +0.6% | Common Stock | 609207105 |
| — | Government National Mortgage Association II 7.50% 11/20/29 | 2,086,903 | $2.541M | 0.0% | $1.21 | — | MBS 30yr | 36202DEL1 |
| — | Government National Mortgage Association 8.00% 11/15/27 | 2,058,057 | $2.513M | 0.0% | $1.21 | — | MBS 30yr | 36225A7B0 |
| TJX | TJX Cos Inc | 43,196 | $2.297M | 0.0% | $24.26 | +0.3% | Common Stock | 872540109 |
| — | Government National Mortgage Association 7.00% 3/15/35 | 1,900,741 | $2.26M | 0.0% | $1.20 | — | MBS 30yr | 36241KHC5 |
| — | Federal Home Loan Mortgage Corp 9.00% 12/25/18 | 2,101,857 | $2.209M | 0.0% | $1.08 | — | MBS Other | 31335PNA9 |
| — | Federal Home Loan Mortgage Corp 8.00% 10/17/29 | 1,775,178 | $2.177M | 0.0% | $1.23 | — | MBS Other | 31335PNL5 |
| — | Government National Mortgage Association 7.50% 10/15/35 | 1,793,678 | $2.142M | 0.0% | $1.19 | — | MBS 30yr | 36241KKZ0 |
| — | Host Hotels & Resorts Lp 2.50% 10/15/2029 | 1,263,929 | $2.141M | 0.0% | $1.69 | — | PRIV PLACEMENT | 44107TAG1 |
| ACN | Accenture Plc | 26,456 | $2.14M | 0.0% | $65.95 | +0.3% | Common Stock | G1151C101 |
| — | Government National Mortgage Association II 6.50% 1/20/29 | 1,801,565 | $2.091M | 0.0% | $1.16 | — | MBS 30yr | 36202DAA9 |
| — | Government National Mortgage Association 7.00% 1/15/39 | 1,731,994 | $2.054M | 0.0% | $1.19 | — | MBS 30yr | 3622A2AC6 |
| — | Government National Mortgage Association II 7.00% 10/20/25 | 1,707,986 | $1.988M | 0.0% | $1.20 | — | MBS 30yr | 36202CKJ1 |
| — | Government National Mortgage Association II 7.50% 9/20/29 | 1,604,423 | $1.951M | 0.0% | $1.21 | — | MBS 30yr | 36202DDP3 |
| PEP | PepsiCo Inc/NC | 21,752 | $1.944M | 0.0% | $60.75 | +0.3% | Common Stock | 713448108 |
| — | Government National Mortgage Association II 6.00% 3/20/33 | 1,627,683 | $1.881M | 0.0% | $1.15 | — | MBS 30yr | 36202DWX5 |
| — | Government National Mortgage Association 7.00% 12/15/34 | 1,540,447 | $1.822M | 0.0% | $1.24 | — | MBS 30yr | 36241KFV5 |
| — | Government National Mortgage Association II 8.00% 12/20/30 | 1,458,386 | $1.816M | 0.0% | $1.22 | — | MBS 30yr | 36202DKZ3 |
| HON | Honeywell International Inc | 19,136 | $1.78M | 0.0% | $65.38 | +0.5% | Common Stock | 438516106 |
| SMGRF | Summerset Group Holdings | 562,350 | $1.7M | 0.0% | $2.69 | — | Common Stock | Q8794G109 |
| — | Federal National Mortgage Association 7.50% 10/1/32 | 1,407,302 | $1.691M | 0.0% | $1.19 | — | MBS 30yr | 31410LHZ8 |
| — | Government National Mortgage Association II 7.00% 12/20/27 | 1,420,653 | $1.674M | 0.0% | $1.20 | — | MBS 30yr | 36202CYT4 |
| — | Government National Mortgage Association VRN 9/16/41 | 1,583,410 | $1.638M | 0.0% | $1.05 | — | Agncy CMBS | 38373MWJ5 |
| — | Government National Mortgage Association II 6.50% 8/20/31 | 1,397,331 | $1.634M | 0.0% | $1.16 | — | MBS 30yr | 36202DPD7 |
| — | Dominion Resources Inc PFD 6.375% 7/1/17 | 30,001 | $1.58M | 0.0% | $52.66 | — | PUBLIC | 25746U869 |
| — | Federal National Mortgage Association 5.50% 4/1/33 | 1,371,791 | $1.563M | 0.0% | $1.12 | — | MBS 30yr | 31385W4Z9 |
| — | Government National Mortgage Association II 7.50% 10/20/29 | 1,271,651 | $1.535M | 0.0% | $1.21 | — | MBS 30yr | 36202DD65 |
| — | SALESFORCE COM INC | 1,315,000 | $1.51M | 0.0% | $1.15 | — | Corporate Bonds | 79466LAD6 |
| — | Government National Mortgage Association 8.00% 1/20/30 | 1,225,678 | $1.49M | 0.0% | $1.23 | — | MBS 30yr | 36202DFH9 |
| — | Federal Home Loan Mortgage Corp 8.00% 2/1/34 | 1,220,004 | $1.466M | 0.0% | $1.20 | — | MBS 30yr | 3128M85V2 |
| — | Federal Home Loan Mortgage Corp 7.50% 4/25/24 | 1,244,750 | $1.419M | 0.0% | $1.15 | — | Agncy CMO Other | 3133T46G6 |
| — | ELECTRONIC ARTS INC | 1,098,000 | $1.389M | 0.0% | $1.27 | — | Corporate Bonds | 285512AA7 |
| — | Government National Mortgage Association II 7.00% 11/20/27 | 1,181,819 | $1.387M | 0.0% | $1.16 | — | MBS 30yr | 36202CYF4 |
| — | Government National Mortgage Association 7.00% 7/15/31 | 1,171,250 | $1.383M | 0.0% | $1.22 | — | MBS 30yr | 36225BPH5 |
| CTSH | Cognizant Technology Solutions Corp | 27,950 | $1.368M | 0.0% | $44.31 | -2.5% | Common Stock | 192446102 |
| — | Government National Mortgage Association 7.75% 11/15/20 | 1,192,387 | $1.355M | 0.0% | $1.15 | — | MBS 30yr | 36290NFM9 |
| — | Government National Mortgage Association II 7.00% 5/20/28 | 1,154,290 | $1.35M | 0.0% | $1.17 | — | MBS 30yr | 36202C2Y8 |
| — | Syneron Medical Ltd | 130,397 | $1.346M | 0.0% | $12.40 | — | Common Stock | M87245102 |
| — | Government National Mortgage Association 6.50% 10/15/38 | 1,140,987 | $1.336M | 0.0% | $1.15 | — | MBS 30yr | 36241LMC7 |
| — | Government National Mortgage Association II 6.50% 10/20/28 | 1,146,113 | $1.317M | 0.0% | $1.15 | — | MBS 30yr | 36202C5T6 |
| — | Federal Home Loan Mortgage Corp 4.50% 12/1/39 | 1,175,149 | $1.284M | 0.0% | $1.06 | — | MBS 30yr | 312938KQ5 |
| — | Government National Mortgage Association 7.00% 8/15/29 | 1,056,497 | $1.232M | 0.0% | $1.27 | — | MBS 30yr | 36225BFR4 |
| — | Government National Mortgage Association II 8.00% 10/20/30 | 966,915 | $1.178M | 0.0% | $1.23 | — | MBS 30yr | 36202DJ93 |
| — | NUANCE COMMUNICATIONS INC | 1,080,000 | $1.145M | 0.0% | $1.06 | — | Corporate Bonds | 67020YAB6 |
| — | Federal National Mortgage Association 8.00% 5/1/32 | 954,682 | $1.143M | 0.0% | $1.20 | — | MBS 30yr | 31410LH39 |
| — | Government National Mortgage Association 6.00% 3/15/33 | 968,827 | $1.121M | 0.0% | $1.16 | — | MBS 30yr | 36225BXB9 |
| — | Government National Mortgage Association 6.00% 2/15/37 | 966,892 | $1.116M | 0.0% | $1.16 | — | MBS 30yr | 3622A2C91 |
| — | Government National Mortgage Association 5.00% 9/15/33 | 1,000,753 | $1.111M | 0.0% | $1.15 | — | MBS 30yr | 36290SHN4 |
| — | Government National Mortgage Association II 8.00% 4/20/30 | 895,424 | $1.09M | 0.0% | $1.21 | — | MBS 30yr | 36202DGS4 |
| — | Government National Mortgage Association 8.00% 1/15/31 | 992,394 | $1.061M | 0.0% | $1.07 | — | MBS Other | 36213BJW3 |
| — | Government National Mortgage Association II 7.50% 12/20/29 | 870,788 | $1.04M | 0.0% | $1.21 | — | MBS 30yr | 36202DE23 |
| — | Government National Mortgage Association II 7.00% 9/20/27 | 878,904 | $1.016M | 0.0% | $1.18 | — | MBS 30yr | 36202CXL2 |
| — | Federal National Mortgage Association 5.00% 9/1/24 | 916,740 | $974K | 0.0% | $1.08 | — | MBS 15yr | 31412QJZ3 |
| — | Federal Home Loan Mortgage Corp 6.00% 5/1/33 | 841,769 | $963K | 0.0% | $1.11 | — | MBS 30yr | 31288JT71 |
| — | Government National Mortgage Association II 6.50% 4/20/28 | 820,840 | $952K | 0.0% | $1.16 | — | MBS 30yr | 36202C2J1 |
| — | Government National Mortgage Association 8.00% 11/20/29 | 728,502 | $904K | 0.0% | $1.23 | — | MBS 30yr | 36202DEM9 |
| — | Government National Mortgage Association 7.50% 8/15/33 | 754,936 | $903K | 0.0% | $1.19 | — | MBS 30yr | 36241LGC4 |
| — | Federal National Mortgage Association 7.50% 8/1/37 | 761,408 | $902K | 0.0% | $1.18 | — | MBS 30yr | 31418MJP8 |
| — | Government National Mortgage Association 7.00% 4/15/35 | 748,049 | $890K | 0.0% | $1.22 | — | MBS 30yr | 36241KMF2 |
| — | Government National Mortgage Association 9.00% 12/15/17 | 818,217 | $879K | 0.0% | $1.09 | — | MBS 30yr | 36225ABQ2 |
| — | Government National Mortgage Association 6.50% 2/20/28 | 730,904 | $838K | 0.0% | $1.17 | — | MBS 30yr | 36202CZL0 |
| — | Federal Home Loan Mortgage Corp 7.50% 12/15/36 | 682,422 | $826K | 0.0% | $1.23 | — | Agncy CMO Other | 3137A0YK5 |
| — | Government National Mortgage Association 7.00% 2/20/26 | 694,634 | $810K | 0.0% | $1.16 | — | MBS 30yr | 36202CMR1 |
| — | Government National Mortgage Association 7.00% 3/15/32 | 687,656 | $810K | 0.0% | $1.17 | — | MBS 30yr | 36241KJG4 |
| — | Government National Mortgage Association II 6.00% 1/20/29 | 687,086 | $796K | 0.0% | $1.14 | — | MBS 30yr | 36202C7L1 |
| — | Government National Mortgage Association 7.00% 11/15/23 | 717,048 | $790K | 0.0% | $1.12 | — | MBS 30yr | 36204H6Q8 |
| — | Government National Mortgage Association II 6.00% 2/20/35 | 659,561 | $772K | 0.0% | $1.15 | — | MBS 30yr | 36202ECQ0 |
| — | Federal National Mortgage Association 8.50% 10/1/32 | 607,354 | $736K | 0.0% | $1.21 | — | MBS 30yr | 31418MJT0 |
| — | Government National Mortgage Association II 7.00% 10/20/37 | 620,493 | $718K | 0.0% | $1.14 | — | MBS 30yr | 36202EP29 |
| — | Government National Mortgage Association II 7.50% 2/20/30 | 582,057 | $707K | 0.0% | $1.18 | — | MBS 30yr | 36202DFY2 |
| — | Government National Mortgage Association 8.00% 12/20/29 | 570,472 | $707K | 0.0% | $1.21 | — | MBS 30yr | 36202DE31 |
| — | Government National Mortgage Association II 6.00% 4/20/31 | 622,654 | $699K | 0.0% | $1.12 | — | Agncy CMO Z | 383739R76 |
| — | Government National Mortgage Association 8.00% 1/20/31 | 581,903 | $690K | 0.0% | $1.18 | — | MBS 30yr | 36179NGF9 |
| — | Federal National Mortgage Association 5.00% 11/1/33 | 580,574 | $656K | 0.0% | $1.10 | — | MBS 30yr | 31403BQJ5 |
| — | Federal National Mortgage Association 9.50% 4/1/30 | 551,118 | $651K | 0.0% | $1.20 | — | MBS 30yr | 31384WAH3 |
| — | Government National Mortgage Association 6.50% 10/16/24 | 559,822 | $643K | 0.0% | $1.16 | — | Agncy CMO Other | 3837H0GK3 |
| — | Government National Mortgage Association 5.00% 7/15/33 | 558,418 | $620K | 0.0% | $1.10 | — | MBS 30yr | 36213FWS8 |
| — | Government National Mortgage Association 5.50% 1/15/35 | 543,956 | $613K | 0.0% | $1.11 | — | MBS 30yr | 36241KB72 |
| — | Government National Mortgage Association 6.50% 3/16/31 | 516,592 | $588K | 0.0% | $1.13 | — | Agncy CMO Other | 383739LD9 |
| ITUB | Itau Unibanco Holding SA | 40,565 | $584K | 0.0% | $14.15 | — | ADR | 465562106 |
| — | Government National Mortgage Association II 8.50% 11/20/31 | 480,539 | $576K | 0.0% | $1.25 | — | MBS 30yr | 36225BYL6 |
| — | Government National Mortgage Association II 8.00% 3/20/30 | 459,916 | $572K | 0.0% | $1.23 | — | MBS 30yr | 36202DGE5 |
| — | Federal National Mortgage Association 8.00% 12/1/36 | 452,195 | $545K | 0.0% | $1.21 | — | MBS 30yr | 3138EGM50 |
| — | Government National Mortgage Association II 5.50% 2/20/40 | 480,908 | $544K | 0.0% | $1.11 | — | MBS 30yr | 36202FEK8 |
| — | Government National Mortgage Association 7.92% 7/15/23 | 507,410 | $537K | 0.0% | $1.06 | — | MBS Other | 36213BSQ6 |
| — | Government National Mortgage Association II 8.00% 10/20/27 | 448,172 | $533K | 0.0% | $1.22 | — | MBS 30yr | 36202CX40 |
| — | Government National Mortgage Association 8.00% 10/20/29 | 442,969 | $532K | 0.0% | $1.16 | — | MBS 30yr | 36202DD73 |
| — | Federal National Mortgage Association 8.00% 9/1/30 | 447,856 | $529K | 0.0% | $1.26 | — | MBS 30yr | 31384WMW7 |
| — | Government National Mortgage Association II 7.50% 8/20/30 | 432,420 | $526K | 0.0% | $1.17 | — | MBS 30yr | 36202DJA0 |
| SILC | Silicom Ltd | 12,420 | $522K | 0.0% | $44.45 | 0.0% | Common Stock | M84116108 |
| — | Government National Mortgage Association 7.75% 9/15/33 | 486,874 | $520K | 0.0% | $1.07 | — | MBS Other | 36213NGH3 |
| — | Government National Mortgage Association II 6.50% 6/20/26 | 443,354 | $519K | 0.0% | $1.16 | — | MBS 30yr | 36202CPP2 |
| — | Fannie Mae Grantor Trust 7.50% 7/25/41 | 431,806 | $516K | 0.0% | $1.21 | — | Agncy CMO Other | 31359SR69 |
| — | Government National Mortgage Association 6.50% 5/16/31 | 440,748 | $504K | 0.0% | $1.15 | — | Agncy CMO Other | 3837394D8 |
| — | Government National Mortgage Association 6.50% 7/20/32 | 435,364 | $498K | 0.0% | $1.15 | — | Agncy CMO Z | 38373X4R4 |
| — | Government National Mortgage Association II 7.00% 3/20/38 | 422,828 | $494K | 0.0% | $1.12 | — | MBS 30yr | 36202ERW1 |
| — | Federal National Mortgage Associaton VRN 8/25/33 | 405,922 | $490K | 0.0% | $1.21 | — | Agncy CMO Other | 31393UAN3 |
| — | Federal National Mortgage Association 6.00% 9/1/35 | 425,764 | $482K | 0.0% | $1.10 | — | MBS 30yr | 31376KTH9 |
| — | Government National Mortgage Association II 7.00% 10/20/38 | 415,769 | $472K | 0.0% | $1.12 | — | MBS 30yr | 36202EW70 |
| — | Government National Mortgage Association II 6.50% 10/20/34 | 389,998 | $462K | 0.0% | $1.16 | — | MBS 30yr | 36202EC64 |
| — | Government National Mortgage Association VRN 6/16/32 | 455,437 | $460K | 0.0% | $1.03 | — | Agncy CMBS | 38373MZ45 |
| EPI | Wisdomtree India Earnings | 20,028 | $451K | 0.0% | $15.38 | — | ETP | 97717W422 |
| — | Government National Mortgage Association 8.60% 5/15/27 | 455,333 | $451K | 0.0% | $1.00 | — | MBS Other | 36213BSG8 |
| — | Government National Mortgage Association 6.50% 6/20/32 | 392,091 | $448K | 0.0% | $1.15 | — | Agncy CMO Other | 38373MDN7 |
| — | Government National Mortgage Association 7.00% 1/20/26 | 380,367 | $443K | 0.0% | $1.17 | — | MBS 30yr | 36202CMA8 |
| — | Federal National Mortgage Association 6.50% 4/1/32 | 380,565 | $439K | 0.0% | $1.13 | — | MBS 30yr | 31385JEL8 |
| — | Federal National Mortgage Association 7.00% 2/1/25 | 385,830 | $434K | 0.0% | $1.13 | — | MBS 30yr | 31373T3L2 |
| — | Federal National Mortgage Association 6.00% 9/1/35 | 380,982 | $432K | 0.0% | $1.11 | — | MBS 30yr | 31402RRR2 |
| — | Government National Mortgage Association 6.00% 2/20/29 | 383,026 | $430K | 0.0% | $1.12 | — | Agncy CMO Z | 3837H1U90 |
| — | Federal National Mortgage Association 8.50% 12/1/24 | 372,924 | $429K | 0.0% | $1.18 | — | MBS 30yr | 31373TUF5 |
| — | Federal National Mortgage Association 7.00% 2/1/24 | 369,957 | $423K | 0.0% | $1.14 | — | MBS 30yr | 313615US3 |
| — | Government National Mortgage Association II 6.00% 11/20/31 | 360,531 | $417K | 0.0% | $1.15 | — | MBS 30yr | 36202DQM6 |
| — | Federal Home Loan Mortgage Corp 6.00% 6/1/34 | 353,377 | $404K | 0.0% | $1.11 | — | MBS 30yr | 31297A3B8 |
| — | Federal Home Loan Mortgage Corp 5.00% 8/1/33 | 350,436 | $397K | 0.0% | $1.08 | — | MBS 30yr | 31296MGB9 |
| — | Government National Mortgage Association II 7.50% 3/20/30 | 324,231 | $396K | 0.0% | $1.20 | — | MBS 30yr | 36202DGD7 |
| — | Government National Mortgage Association 9.00% 10/15/29 | 315,717 | $394K | 0.0% | $1.23 | — | MBS 30yr | 36225BGZ5 |
| — | Government National Mortgage Association 6.50% 8/20/31 | 362,900 | $374K | 0.0% | $1.04 | — | Agncy CMO Other | 38373RWF2 |
| — | Government National Mortgage Association II 8.00% 5/20/30 | 296,314 | $368K | 0.0% | $1.18 | — | MBS 30yr | 36202DG70 |
| — | Federal National Mortgage Association 7.50% 4/1/20 | 330,778 | $367K | 0.0% | $1.12 | — | MBS 20yr | 31384VTA0 |
| — | Government National Mortgage Association II 8.00% 9/20/27 | 295,240 | $363K | 0.0% | $1.22 | — | MBS 30yr | 36202CXP3 |
| — | Government National Mortgage Association II 7.00% 8/20/31 | 293,956 | $350K | 0.0% | $1.18 | — | MBS 30yr | 36202DPE5 |
| — | Government National Mortgage Association II 7.00% 1/20/29 | 299,867 | $349K | 0.0% | $1.13 | — | MBS 30yr | 36202DAB7 |
| — | Federal Home Loan Mortgage Corp 6.50% 12/1/33 | 298,671 | $343K | 0.0% | $1.11 | — | MBS 30yr | 3128M5CD0 |
| — | Government National Mortgage Association II 8.00% 8/20/27 | 275,604 | $339K | 0.0% | $1.22 | — | MBS 30yr | 36202CXB4 |
| — | Government National Mortgage Association II 6.50% 6/20/28 | 295,531 | $336K | 0.0% | $1.14 | — | Agncy CMO Other | 3837H1PL9 |
| — | Government National Mortgage Association II 8.00% 8/20/26 | 272,251 | $333K | 0.0% | $1.19 | — | MBS 30yr | 36202CQX4 |
| — | Government National Mortgage Association II 6.00% 12/20/31 | 290,651 | $332K | 0.0% | $1.14 | — | MBS 30yr | 36202DQZ7 |
| — | Government National Mortgage Association II 8.00% 7/20/30 | 265,794 | $331K | 0.0% | $1.24 | — | MBS 30yr | 36202DHX2 |
| — | Government National Mortgage Association II 8.00% 9/20/29 | 272,706 | $331K | 0.0% | $1.25 | — | MBS 30yr | 36202DDQ1 |
| — | Government National Mortgage Association II 7.50% 4/20/30 | 263,789 | $322K | 0.0% | $1.21 | — | MBS 30yr | 36202DGR6 |
| — | Government National Mortgage Association II 6.00% 1/20/32 | 280,012 | $319K | 0.0% | $1.15 | — | MBS 30yr | 36202DRG8 |
| — | Government National Mortgage Association II 7.50% 11/20/29 | 270,200 | $314K | 0.0% | $1.17 | — | Agncy CMO Z | 3837H3FY8 |
| — | Government National Mortgage Association 7.75% 6/15/30 | 307,652 | $310K | 0.0% | $1.00 | — | MBS Other | 36212YTT0 |
| — | Government National Mortgage Association 8.00% 11/16/29 | 253,311 | $301K | 0.0% | $1.19 | — | Agncy CMO Z | 3837H3LY1 |
| — | Federal National Mortgage Association 6.50% 7/18/28 | 262,696 | $300K | 0.0% | $1.15 | — | Agncy CMO Other | 31359T3Y2 |
| CVX | Chevron Corp | 2,290 | $299K | 0.0% | $74.16 | +2.4% | Common Stock | 166764100 |
| — | Federal Home Loan Mortgage Corp 8.00% 7/1/29 | 238,824 | $295K | 0.0% | $1.26 | — | MBS 30yr | 31283HJE6 |
| — | Government National Mortgage Association 6.50% 1/15/33 | 251,930 | $293K | 0.0% | $1.18 | — | MBS 30yr | 36225B2G2 |
| — | Government National Mortgage Association 6.00% 9/15/34 | 252,551 | $292K | 0.0% | $1.16 | — | MBS 30yr | 36241LX92 |
| — | Government National Mortgage Association II 6.50% 5/20/32 | 253,055 | $292K | 0.0% | $1.15 | — | Agncy CMO Z | 38373W4S4 |
| — | Government National Mortgage Association 6.50% 4/20/28 | 249,613 | $290K | 0.0% | $1.17 | — | Agncy CMO Z | 3837H1UD1 |
| — | Government National Mortgage Association 6.50% 3/15/34 | 249,957 | $290K | 0.0% | $1.17 | — | MBS 30yr | 36225B5K0 |
| — | Government National Mortgage Association II 7.00% 3/20/32 | 240,631 | $287K | 0.0% | $1.19 | — | MBS 30yr | 36202DSD4 |
| — | Government National Mortgage Association 6.00% 12/15/23 | 261,381 | $287K | 0.0% | $1.09 | — | MBS 15yr | 36296UKB5 |
| — | Government National Mortgage Association 5.00% 10/15/34 | 255,690 | $284K | 0.0% | $1.09 | — | MBS 30yr | 36241KMA3 |
| — | Federal Home Loan Mortgage Corp 7.00% 10/17/34 | 242,003 | $279K | 0.0% | $1.15 | — | MBS Other | 31335PMB8 |
| — | Government National Mortgage Association 8.50% 7/15/32 | 215,684 | $272K | 0.0% | $1.25 | — | MBS 30yr | 36225BUX4 |
| — | Government National Mortgage Association II 7.00% 9/20/38 | 236,944 | $268K | 0.0% | $1.13 | — | MBS 30yr | 36202EWG0 |
| — | Government National Mortgage Association II 6.50% 4/20/28 | 242,356 | $267K | 0.0% | $1.11 | — | MBS 30yr | 36209ERU8 |
| — | Government National Mortgage Association II 6.50% 5/20/33 | 227,017 | $266K | 0.0% | $1.17 | — | MBS 30yr | 36202DXV8 |
| — | Government National Mortgage Association II 6.00% 1/20/34 | 224,382 | $260K | 0.0% | $1.15 | — | MBS 30yr | 36202D3J8 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/37 | 229,718 | $259K | 0.0% | $1.09 | — | MBS 30yr | 3128M4RD7 |
| — | Government National Mortgage Association II 7.00% 2/20/28 | 218,453 | $255K | 0.0% | $1.12 | — | MBS 30yr | 36202CZM8 |
| — | Government National Mortgage Association 8.25% 9/15/30 | 238,910 | $253K | 0.0% | $1.07 | — | MBS Other | 36210KPU3 |
| — | Government National Mortgage Association II 7.50% 9/20/28 | 207,534 | $251K | 0.0% | $1.15 | — | MBS 30yr | 36202C5F6 |
| — | Government National Mortgage Association 7.00% 8/15/34 | 208,613 | $246K | 0.0% | $1.16 | — | MBS 30yr | 36241LC95 |
| — | Government National Mortgage Association 7.125% 7/15/25 | 222,011 | $246K | 0.0% | $1.12 | — | MBS 30yr | 36290NM74 |
| — | Government National Mortgage Association II 7.50% 1/20/30 | 206,962 | $244K | 0.0% | $1.21 | — | MBS 30yr | 36202DFG1 |
| — | Government National Mortgage Association II 6.50% 12/20/32 | 206,735 | $243K | 0.0% | $1.17 | — | MBS 30yr | 36202DVP3 |
| — | Government National Mortgage Association 8.00% 12/15/25 | 212,299 | $241K | 0.0% | $1.15 | — | MBS 30yr | 36225BQB7 |
| — | Government National Mortgage Association II 6.50% 8/20/33 | 212,104 | $240K | 0.0% | $1.14 | — | MBS 30yr | 36202DY54 |
| — | Government National Mortgage Association 8.00% 11/15/33 | 221,101 | $237K | 0.0% | $1.07 | — | MBS Other | 36200TNP9 |
| UNP | Union Pacific Corp | 2,296 | $230K | 0.0% | $67.34 | +11.0% | Common Stock | 907818108 |
| — | Government National Mortgage Association 7.00% 3/20/26 | 196,753 | $230K | 0.0% | $1.16 | — | MBS 30yr | 36202CM91 |
| — | Government National Mortgage Association II 6.50% 5/20/31 | 198,523 | $227K | 0.0% | $1.15 | — | MBS 30yr | 36202DM57 |
| — | Government National Mortgage Association 8.00% 8/15/31 | 208,104 | $223K | 0.0% | $1.07 | — | MBS Other | 36213NH25 |
| — | Federal Home Loan Mortgage Corp 6.50% 7/1/32 | 193,816 | $219K | 0.0% | $1.12 | — | MBS 30yr | 31287U4M1 |
| — | Government National Mortgage Association II 7.00% 12/20/37 | 194,449 | $218K | 0.0% | $1.14 | — | MBS 30yr | 36202EQP7 |
| — | Government National Mortgage Association II 6.00% 9/20/23 | 195,521 | $215K | 0.0% | $1.11 | — | MBS 15yr | 36202EVX4 |
| — | Government National Mortgage Association 7.00% 9/15/31 | 176,040 | $209K | 0.0% | $1.17 | — | MBS 30yr | 36225BPM4 |
| — | Federal National Mortgage Association 6.00% 9/1/32 | 184,902 | $209K | 0.0% | $1.10 | — | MBS 30yr | 31390MHY3 |
| — | Federal National Mortgage Association 6.00% 2/1/33 | 181,342 | $206K | 0.0% | $1.09 | — | MBS 30yr | 31400A2X5 |
| — | Government National Mortgage Association 7.50% 9/16/35 | 176,136 | $205K | 0.0% | $1.17 | — | Agncy CMO Other | 38374L5Z0 |
| — | Government National Mortgage Association II 6.50% 8/20/32 | 173,267 | $203K | 0.0% | $1.17 | — | MBS 30yr | 36225BYE2 |
| — | Government National Mortgage Association II 6.50% 1/20/32 | 171,157 | $201K | 0.0% | $1.18 | — | MBS 30yr | 36225BRH3 |
| — | Government National Mortgage Association 6.00% 1/15/22 | 183,127 | $200K | 0.0% | $1.09 | — | MBS 15yr | 36241KLN6 |
| — | Government National Mortgage Association VRN 2/16/44 | 194,785 | $198K | 0.0% | $1.03 | — | Agncy CMBS | 38373MSR2 |
| — | Discover Financial Services | 3,165 | $197K | 0.0% | $50.54 | — | Common Stock | 254709108 |
| — | Government National Mortgage Association II 6.00% 2/20/29 | 167,882 | $195K | 0.0% | $1.14 | — | MBS 30yr | 36202DAN1 |
| — | Governmet National Mortgage Association 5.00% 4/15/33 | 170,208 | $189K | 0.0% | $1.11 | — | MBS 30yr | 36200KR41 |
| — | Government National Mortgage Association II 6.50% 3/20/26 | 164,517 | $187K | 0.0% | $1.11 | — | MBS 30yr | 36202CM83 |
| — | Government National Mortgage Association II 6.50% 8/16/29 | 162,174 | $186K | 0.0% | $1.15 | — | Agncy CMO Other | 38373XDM5 |
| — | Government National Mortgage Association II 6.00% 2/20/34 | 160,184 | $186K | 0.0% | $1.15 | — | MBS 30yr | 36202D4A6 |
| — | Government National Mortgage Association 6.00% 2/15/33 | 159,787 | $185K | 0.0% | $1.13 | — | MBS 30yr | 36225BWZ7 |
| — | Government National Mortgage Association VRN 1/16/34 | 183,666 | $185K | 0.0% | $1.02 | — | Agncy CMBS | 38373MKJ8 |
| — | Government National Mortgage Association II 7.50% 11/20/27 | 150,883 | $182K | 0.0% | $1.17 | — | MBS 30yr | 36202CYG2 |
| — | Government National Mortgage Association II 7.00% 3/20/28 | 154,042 | $181K | 0.0% | $1.15 | — | MBS 30yr | 36202CZ55 |
| — | Government National Mortgage Association 6.50% 12/15/38 | 158,390 | $180K | 0.0% | $1.14 | — | MBS 30yr | 36241KYF9 |
| — | Government National Mortgage Association II 8.00% 8/20/31 | 146,920 | $179K | 0.0% | $1.22 | — | MBS 30yr | 36202FLW4 |
| — | Government National Mortgage Association II 7.00% 11/20/31 | 148,216 | $177K | 0.0% | $1.18 | — | MBS 30yr | 36202DQP9 |
| — | Government National Mortgage Association 6.50% 6/20/28 | 150,531 | $176K | 0.0% | $1.13 | — | Agncy CMO Z | 3837H1XU0 |
| — | Government National Mortgage Association II 7.00% 7/20/28 | 149,018 | $176K | 0.0% | $1.18 | — | MBS 30yr | 36202C3Z4 |
| — | Government National Mortgage Association 7.50% 9/20/26 | 150,361 | $175K | 0.0% | $1.17 | — | Agncy CMO Other | 3837H0XC2 |
| MA | Mastercard Inc | 2,283 | $168K | 0.0% | $71.26 | -2.8% | Common Stock | 57636Q104 |
| — | Government National Mortgage Association II 7.50% 10/20/28 | 141,736 | $168K | 0.0% | $1.20 | — | MBS 30yr | 36202C5V1 |
| BRK/B | Berkshire Hathaway Inc | 1,287 | $163K | 0.0% | $117.23 | +8.0% | Common Stock | 084670702 |
| — | Government National Mortgage Association II 7.00% 8/20/27 | 136,607 | $161K | 0.0% | $1.17 | — | MBS 30yr | 36202CW82 |
| — | Federal National Mortgage Association 5.50% 7/1/33 | 139,223 | $156K | 0.0% | $1.09 | — | MBS 30yr | 31402ACV6 |
| — | Government National Mortgage Association II 6.50% 6/20/31 | 133,494 | $156K | 0.0% | $1.16 | — | MBS 30yr | 36202DNL1 |
| — | Hanesbrands Inc | 1,580 | $156K | 0.0% | $64.49 | — | Common Stock | 410345102 |
| — | Government National Mortgage Association 7.00% 11/20/28 | 131,902 | $154K | 0.0% | $1.19 | — | MBS 30yr | 36202C6L2 |
| — | Government National Mortgage Association II 8.00% 6/20/30 | 128,057 | $154K | 0.0% | $1.20 | — | Agncy CMO Z | 3837H4ND3 |
| — | Government National Mortgage Association 7.00% 10/15/23 | 136,798 | $150K | 0.0% | $1.11 | — | MBS 30yr | 36203EHB7 |
| — | Government National Mortgage Association 8.25% 4/15/20 | 132,414 | $150K | 0.0% | $1.15 | — | MBS 30yr | 36225A4V9 |
| COST | Costco Wholesale Corp | 1,289 | $149K | 0.0% | $91.64 | +0.2% | Common Stock | 22160K105 |
| — | Government National Mortgage Association II 8.00% 7/20/27 | 120,440 | $148K | 0.0% | $1.21 | — | MBS 30yr | 36202CWU3 |
| — | Government National Mortgage Association II 8.00% 5/20/27 | 122,044 | $145K | 0.0% | $1.19 | — | MBS 30yr | 36202CV26 |
| — | NRG Yield Inc Class A | 2,783 | $145K | 0.0% | $52.10 | — | Common Stock | 62942X108 |
| — | Government National Mortgage Association II 6.50% 6/20/28 | 124,135 | $143K | 0.0% | $1.18 | — | MBS 30yr | 36202C3L5 |
| — | Federal Home Loan Mortgage Corp 5.50% 7/1/20 | 130,597 | $142K | 0.0% | $1.07 | — | MBS 15yr | 31283K4G0 |
| — | Government National Mortgage Association II 8.00% 10/20/26 | 116,653 | $140K | 0.0% | $1.22 | — | MBS 30yr | 36202CR21 |
| — | Government National Mortgage Association 7.49% 9/15/20 | 122,332 | $138K | 0.0% | $1.13 | — | MBS 30yr | 3622013E3 |
| — | Government National Mortgage Association II 7.00% 12/20/28 | 117,059 | $135K | 0.0% | $1.18 | — | MBS 30yr | 36202C7B3 |
| WLK | Westlake Chemical Corp | 1,606 | $135K | 0.0% | $46.76 | +35.5% | Common Stock | 960413102 |
| TRN | Trinity Industries Inc | 2,980 | $131K | 0.0% | $14.06 | +43.2% | Common Stock | 896522109 |
| — | Government National Mortgage Association II 7.50% 2/20/29 | 110,367 | $131K | 0.0% | $1.24 | — | MBS 30yr | 36202DAS0 |
| — | Federal National Mortgage Association 7.50% 8/1/29 | 113,040 | $129K | 0.0% | $1.16 | — | MBS 30yr | 31383PLM6 |
| — | Harris Corp | 1,688 | $128K | 0.0% | $72.87 | — | Common Stock | 413875105 |
| — | Federal National Mortgage Association 6.00% 9/1/32 | 111,740 | $128K | 0.0% | $1.10 | — | MBS 30yr | 31376JZ44 |
| — | Mead Johnson Nutrition Co | 1,359 | $127K | 0.0% | $74.18 | — | Common Stock | 582839106 |
| — | Government National Mortgage Association II 8.00% 11/20/26 | 104,879 | $126K | 0.0% | $1.21 | — | MBS 30yr | 36202CSM6 |
| — | Government National Mortgage Association II 7.00% 6/20/28 | 107,322 | $126K | 0.0% | $1.17 | — | MBS 30yr | 36202C3M3 |
| — | Government National Mortgage Association II 7.00% 8/20/28 | 106,258 | $124K | 0.0% | $1.14 | — | MBS 30yr | 36202C4Q3 |
| — | Government National Mortgage Association II 7.00% 10/20/31 | 104,708 | $124K | 0.0% | $1.18 | — | MBS 30yr | 36202DQC8 |
| — | Government National Mortgage Association II 6.50% 2/20/31 | 105,588 | $124K | 0.0% | $1.13 | — | MBS 30yr | 36202DLU3 |
| — | Government National Mortgage Association 6.00% 1/15/24 | 107,755 | $122K | 0.0% | $1.10 | — | MBS 30yr | 36203EPD4 |
| — | Government National Mortgage Association II 7.00% 2/20/31 | 103,277 | $120K | 0.0% | $1.14 | — | MBS 30yr | 36202DLV1 |
| — | Federal National Mortgage Association 7.50% 2/20/30 | 99,787 | $119K | 0.0% | $1.18 | — | Agncy CMO Z | 31359XYK9 |
| — | Government National Mortgage Association II 8.00% 1/20/26 | 103,758 | $119K | 0.0% | $1.16 | — | MBS 30yr | 36202CMD2 |
| — | Government National Mortgage Association II 6.50% 12/20/27 | 101,983 | $119K | 0.0% | $1.18 | — | MBS 30yr | 36202CYS6 |
| — | Government National Mortgage Association II 7.00% 7/20/29 | 100,258 | $119K | 0.0% | $1.13 | — | MBS 30yr | 36202DCU3 |
| — | Government National Mortgage Association II 6.50% 3/20/31 | 100,067 | $118K | 0.0% | $1.11 | — | MBS 30yr | 36202DMA6 |
| — | Government National Mortgage Association 7.00% 4/15/31 | 96,516 | $115K | 0.0% | $1.15 | — | MBS 30yr | 36225BQK7 |
| — | Federal National Mortgage Association 7.50% 12/1/28 | 100,911 | $114K | 0.0% | $1.14 | — | MBS 30yr | 31374TKE8 |
| — | Federal National Mortgage Association 6.50% 8/1/36 | 99,585 | $113K | 0.0% | $1.12 | — | MBS 30yr | 31403DRY7 |
| MCK | McKesson Corp | 597 | $112K | 0.0% | $122.80 | +32.9% | Common Stock | 58155Q103 |
| — | Government National Mortgage Association II 7.00% 5/20/29 | 93,278 | $111K | 0.0% | $1.17 | — | MBS 30yr | 36202DBY6 |
| ALK | Alaska Air Group Inc | 1,144 | $109K | 0.0% | $26.91 | +60.8% | Common Stock | 011659109 |
| — | Government National Mortgage Association 7.50% 8/15/21 | 97,386 | $107K | 0.0% | $1.10 | — | MBS 30yr | 362203K75 |
| — | Government National Mortgage Association 7.00% 7/15/31 | 90,139 | $107K | 0.0% | $1.18 | — | MBS 30yr | 36225BPC6 |
| — | Federal National Mortgage Association 7.50% 5/20/27 | 90,389 | $106K | 0.0% | $1.17 | — | Agncy CMO Other | 31359PSF4 |
| — | Federal Home Loan Mortgage Corp 6.50% 12/1/32 | 92,149 | $105K | 0.0% | $1.10 | — | MBS 30yr | 31283H6C4 |
| — | Federal National Mortgage Association 6.00% 5/1/29 | 91,625 | $104K | 0.0% | $1.09 | — | MBS 30yr | 31382YR83 |
| — | Viacom Inc | 1,193 | $104K | 0.0% | $83.53 | — | Common Stock | 92553P201 |
| — | Government National Mortgage Association II 6.50% 3/20/32 | 89,883 | $103K | 0.0% | $1.14 | — | Agncy CMO Other | 38373WJW9 |
| XOM | EXXON MOBIL CORP | 1,000 | $101K | 0.0% | $61.87 | 0.0% | Common Stocks | 30231G102 |
| — | Federal Home Loan Mortgage Corp 7.00% 1/1/33 | 85,688 | $100K | 0.0% | $1.09 | — | MBS 30yr | 3128K6NM8 |
| — | Government National Mortgage Association 6.00% 4/15/28 | 86,504 | $100K | 0.0% | $1.11 | — | MBS 30yr | 36225A2B5 |
| — | Government National Mortgage Association II 8.00% 6/20/27 | 81,235 | $98,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CWE9 |
| — | Government National Mortgage Association 7.00% 8/20/37 | 81,927 | $97,000 | 0.0% | $1.15 | — | MBS 30yr | 36202EPC7 |
| LEA | Lear Corp | 1,072 | $96,000 | 0.0% | $56.05 | +25.9% | Common Stock | 521865204 |
| — | Government National Mortgage Association 8.00% 7/15/24 | 95,069 | $96,000 | 0.0% | $1.00 | — | MBS Other | 36212YTX1 |
| — | Government National Mortgage Association 7.50% 5/16/27 | 82,022 | $95,000 | 0.0% | $1.16 | — | Agncy CMO Other | 3837H0S79 |
| — | Government National Mortgage Association II 7.00% 9/20/31 | 75,719 | $90,000 | 0.0% | $1.14 | — | MBS 30yr | 36202DPT2 |
| — | Government National Mortgage Association II 7.50% 7/20/30 | 71,889 | $88,000 | 0.0% | $1.21 | — | MBS 30yr | 36202DHW4 |
| VLO | Valero Energy Corp | 1,743 | $88,000 | 0.0% | $23.27 | +52.4% | Common Stock | 91913Y100 |
| — | Government National Mortgage Association II 8.00% 12/20/26 | 70,899 | $87,000 | 0.0% | $1.20 | — | MBS 30yr | 36202CS95 |
| — | Government National Mortgage Association II 8.00% 9/20/26 | 70,960 | $87,000 | 0.0% | $1.21 | — | MBS 30yr | 36202CRE5 |
| — | DIRECTV | 987 | $84,000 | 0.0% | $85.11 | — | Common Stock | 25490A309 |
| IEX | IDEX Corp | 1,024 | $83,000 | 0.0% | $51.32 | +26.5% | Common Stock | 45167R104 |
| — | Government National Mortgage Association II 7.00% 3/20/29 | 70,390 | $81,000 | 0.0% | $1.17 | — | MBS 30yr | 36202DA76 |
| — | Government National Mortgage Association 8.00% 11/20/24 | 70,003 | $80,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CDE0 |
| — | Federal National Mortgage Association 6.00% 7/1/31 | 69,673 | $78,000 | 0.0% | $1.07 | — | MBS Other | 31376JV97 |
| — | SanDisk Corp | 736 | $77,000 | 0.0% | $104.62 | — | Common Stock | 80004C101 |
| — | Government National Mortgage Association 7.00% 7/15/35 | 64,065 | $76,000 | 0.0% | $1.17 | — | MBS 30yr | 36241LMJ2 |
| — | Government National Mortgage Association II 7.00% 12/20/25 | 65,916 | $76,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CLR2 |
| — | Government National Mortgage Association II 6.50% 7/20/31 | 65,737 | $76,000 | 0.0% | $1.11 | — | MBS 30yr | 36202DNY3 |
| — | Government National Mortgage Association 6.00% 11/15/23 | 68,188 | $75,000 | 0.0% | $1.10 | — | MBS 15yr | 36241KWU8 |
| — | Government National Mortgage Association II 7.50% 8/20/29 | 61,148 | $75,000 | 0.0% | $1.14 | — | MBS 30yr | 36202DDB4 |
| — | Delphi Automotive PLC | 1,068 | $74,000 | 0.0% | $59.93 | — | Common Stock | G27823106 |
| — | Government National Mortgage Association 7.50% 8/15/21 | 64,960 | $72,000 | 0.0% | $1.11 | — | MBS 30yr | 362203K83 |
| — | Government National Mortgage Association 6.00% 10/15/33 | 61,096 | $71,000 | 0.0% | $1.12 | — | MBS 30yr | 36225BZ43 |
| — | Government National Mortgage Association II 7.50% 11/20/25 | 58,598 | $71,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CK77 |
| — | Government National Mortgage Association 6.50% 7/16/32 | 61,241 | $71,000 | 0.0% | $1.14 | — | Agncy CMO Other | 38373X6T8 |
| — | Federal Home Loan Mortgage Corp 9.00% 5/1/32 | 57,456 | $68,000 | 0.0% | $1.18 | — | MBS 30yr | 3128LXBD1 |
| — | Government National Mortgage Association 7.00% 3/15/36 | 57,900 | $68,000 | 0.0% | $1.18 | — | MBS 30yr | 36241LN69 |
| ENS | EnerSys | 979 | $68,000 | 0.0% | $62.40 | -3.0% | Common Stock | 29275Y102 |
| — | Government National Mortgage Association 6.50% 12/15/38 | 57,135 | $67,000 | 0.0% | $1.17 | — | MBS 30yr | 36241KBP2 |
| — | Government National Mortgage Association 8.00% 2/20/26 | 58,541 | $67,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CMU4 |
| — | Government National Mortgage Association 7.00% 1/15/33 | 56,170 | $67,000 | 0.0% | $1.17 | — | MBS 30yr | 36241KJT6 |
| — | Federal National Mortgage Association 6.50% 10/1/36 | 57,405 | $66,000 | 0.0% | $1.11 | — | MBS 30yr | 31410QBK6 |
| — | Government National Mortgage Association II 6.00% 7/20/34 | 55,718 | $65,000 | 0.0% | $1.11 | — | MBS 30yr | 36202D6V8 |
| — | Federal Home Loan Mortgage Corp 8.00% 6/1/17 | 60,419 | $64,000 | 0.0% | $1.07 | — | MBS 30yr | 31290LDA2 |
| — | Government National Mortgage Association II 7.00% 5/20/31 | 53,531 | $64,000 | 0.0% | $1.15 | — | MBS 30yr | 36202DM65 |
| — | Government National Mortgage Association 1.29325% 1/1/55 | 62,564 | $63,000 | 0.0% | $0.98 | — | Agncy CMBS | 38378KRL5 |
| MPC | Marathon Petroleum Corp | 789 | $62,000 | 0.0% | $30.73 | +1.4% | Common Stock | 56585A102 |
| — | Federal Home Loan Mortgage Corp 6.00% 8/1/32 | 53,979 | $61,000 | 0.0% | $1.07 | — | MBS Other | 31281AD74 |
| — | Swift Transportation Co | 2,344 | $60,000 | 0.0% | $25.60 | — | Common Stock | 87074U101 |
| GPK | Graphic Packaging Holding Co | 4,991 | $59,000 | 0.0% | $10.71 | 0.0% | Common Stock | 388689101 |
| — | Government National Mortgage Association 6.00% 12/15/23 | 51,861 | $59,000 | 0.0% | $1.10 | — | MBS 30yr | 36203STX5 |
| — | Government National Mortgage Association II 8.00% 9/20/30 | 45,154 | $56,000 | 0.0% | $1.21 | — | MBS 30yr | 36202DJS1 |
| — | Government National Mortgage Association II 7.00% 8/20/25 | 46,845 | $54,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CH71 |
| — | Government National Mortgage Association 7.50% 9/16/35 | 46,877 | $54,000 | 0.0% | $1.15 | — | Agncy CMO Other | 38374L5Y3 |
| — | Government National Mortgage Association II 7.00% 12/20/34 | 46,816 | $53,000 | 0.0% | $1.12 | — | MBS 30yr | 36202EBY4 |
| — | Government National Mortgage Association 6.50% 7/15/32 | 45,120 | $53,000 | 0.0% | $1.13 | — | MBS 30yr | 36200RG48 |
| — | Government National Mortgage Association 8.00% 7/20/25 | 43,225 | $52,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CHM8 |
| — | Government National Mortgage Association II 7.00% 10/20/31 | 43,696 | $52,000 | 0.0% | $1.17 | — | MBS 30yr | 36202DSS1 |
| — | Government National Mortgage Association II 7.50% 11/20/26 | 43,317 | $52,000 | 0.0% | $1.17 | — | MBS 30yr | 36202CSK0 |
| — | Government National Mortgage Association 6.00% 3/15/29 | 45,400 | $52,000 | 0.0% | $1.11 | — | MBS 30yr | 36209FGU7 |
| — | Nord Anglia Education Inc | 2,792 | $52,000 | 0.0% | $18.62 | — | Common Stock | G6583A102 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 48,618 | $51,000 | 0.0% | $1.12 | — | MBS 30yr | 3622012Q7 |
| — | Government National Mortgage Association 8.00% 8/20/29 | 44,389 | $51,000 | 0.0% | $1.16 | — | MBS 30yr | 36202DDC2 |
| — | Federal National Mortgage Association 8.00% 4/1/27 | 48,620 | $51,000 | 0.0% | $1.04 | — | MBS 30yr | 31384AB64 |
| — | Federal National Mortgage Association 7.00% 5/1/22 | 43,717 | $49,000 | 0.0% | $1.12 | — | MBS 20yr | 31371KQF1 |
| — | Government National Mortgage Association II 8.00% 2/20/27 | 41,789 | $49,000 | 0.0% | $1.20 | — | MBS 30yr | 36202CUC5 |
| — | Coach Inc | 1,417 | $49,000 | 0.0% | $49.40 | — | Common Stock | 189754104 |
| — | Premier Inc Class A | 1,687 | $49,000 | 0.0% | $31.50 | — | Common Stock | 74051N102 |
| — | Government National Mortgage Association II 7.00% 4/20/29 | 41,982 | $49,000 | 0.0% | $1.18 | — | MBS 30yr | 36202DBK6 |
| — | Federal Home Loan Mortgage Corp 6.00% 2/1/32 | 40,747 | $47,000 | 0.0% | $1.09 | — | MBS 30yr | 31287PC84 |
| — | Government National Mortgage Association II 8.00% 2/20/29 | 41,584 | $46,000 | 0.0% | $1.08 | — | MBS 30yr | 36202DAT8 |
| — | Government National Mortgage Association 6.00% 6/15/29 | 36,791 | $43,000 | 0.0% | $1.09 | — | MBS 30yr | 36225BET1 |
| — | Government National Mortgage Association II 7.50% 3/20/28 | 35,748 | $43,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CZ63 |
| — | Government National Mortgage Association II 7.00% 5/20/32 | 34,933 | $42,000 | 0.0% | $1.16 | — | MBS 30yr | 36202DS51 |
| — | Government National Mortgage Association 6.00% 12/15/28 | 35,450 | $41,000 | 0.0% | $1.11 | — | MBS 30yr | 36210AWU7 |
| — | Government National Mortgage Association 7.50% 8/20/25 | 33,872 | $40,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CH97 |
| — | Government National Mortgage Association 6.50% 8/20/27 | 33,955 | $40,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CW74 |
| — | Government National Mortgage Association II 7.50% 12/20/26 | 32,337 | $39,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CS61 |
| — | Government National Mortgage Association 8.00% 3/20/29 | 35,561 | $38,000 | 0.0% | $1.04 | — | MBS 30yr | 36202DA92 |
| — | Government National Mortgage Association II 7.50% 7/20/29 | 31,213 | $36,000 | 0.0% | $1.19 | — | MBS 30yr | 36202DCV1 |
| — | Government National Mortgage Association 7.00% 4/15/16 | 34,591 | $36,000 | 0.0% | $1.02 | — | MBS 15yr | 36212G5W8 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 33,803 | $35,000 | 0.0% | $1.13 | — | MBS 30yr | 3622014L6 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 33,975 | $35,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014B8 |
| — | Federal National Mortgage Association 6.50% 7/1/17 | 32,268 | $35,000 | 0.0% | $1.05 | — | MBS 15yr | 31371KQ20 |
| — | Government National Mortgage Association 8.00% 1/20/28 | 29,009 | $34,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CZB2 |
| — | Government National Mortgage Association II 7.50% 6/20/30 | 26,895 | $33,000 | 0.0% | $1.10 | — | MBS 30yr | 36202DHK0 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 29,979 | $31,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014A0 |
| — | Federal National Mortgage Association 6.00% 9/1/29 | 26,316 | $30,000 | 0.0% | $1.09 | — | MBS 30yr | 31374TYW3 |
| — | Federal National Mortgage Association 8.00% 11/1/19 | 25,498 | $29,000 | 0.0% | $1.12 | — | MBS 20yr | 31384G4N2 |
| — | Federal Home Loan Mortgage Corp 6.50% 1/1/29 | 24,368 | $28,000 | 0.0% | $1.08 | — | MBS 30yr | 31292GX68 |
| — | Federal Home Loan Mortgage Corp 6.00% 12/1/31 | 24,260 | $28,000 | 0.0% | $1.09 | — | MBS 30yr | 31287L4D1 |
| — | Government National Mortgage Association 8.00% 1/20/29 | 25,010 | $28,000 | 0.0% | $1.08 | — | MBS 30yr | 36202DAE1 |
| — | Federal Home Loan Mortgage Corp 7.00% 9/1/30 | 23,855 | $27,000 | 0.0% | $1.12 | — | MBS 30yr | 31298EYZ2 |
| — | Government National Mortgage Association 8.00% 12/20/27 | 23,266 | $27,000 | 0.0% | $1.15 | — | MBS 30yr | 36202CYW7 |
| — | Federal Home Loan Mortgage Corp 6.50% 5/1/26 | 22,165 | $26,000 | 0.0% | $1.05 | — | MBS 30yr | 31335GNP6 |
| — | Federal National Mortgage Association 6.50% 9/1/28 | 22,726 | $26,000 | 0.0% | $1.09 | — | MBS 30yr | 31380PJE0 |
| — | Government National Mortgage Association 8.00% 2/20/28 | 22,583 | $26,000 | 0.0% | $1.12 | — | MBS 30yr | 36202CZP1 |
| — | Government National Mortgage Association 11.50% 11/16/17 | 23,788 | $26,000 | 0.0% | $1.08 | — | Agncy CMO Other | 38374L7N5 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 23,962 | $25,000 | 0.0% | $1.11 | — | MBS 30yr | 3622012X2 |
| — | Federal National Mortgage Association 7.00% 10/1/26 | 21,688 | $25,000 | 0.0% | $1.11 | — | MBS 30yr | 31374TVC0 |
| — | Government National Mortgage Association 7.00% 11/15/29 | 20,447 | $25,000 | 0.0% | $1.17 | — | MBS 30yr | 36225BGW2 |
| — | Government National Mortgage Association II 6.50% 5/20/32 | 21,293 | $25,000 | 0.0% | $1.15 | — | MBS 30yr | 36202DS44 |
| — | Government National Mortgage Association II 6.50% 4/20/33 | 20,321 | $24,000 | 0.0% | $1.13 | — | MBS 30yr | 36202DXE6 |
| — | Government National Mortgage Association 7.49% 11/15/20 | 22,964 | $24,000 | 0.0% | $1.12 | — | MBS 30yr | 3622014F9 |
| — | Government National Mortgage Association II 6.00% 4/20/33 | 20,499 | $24,000 | 0.0% | $1.12 | — | MBS 30yr | 36202DXD8 |
| — | Government National Mortgage Association 7.00% 8/15/27 | 19,035 | $23,000 | 0.0% | $1.15 | — | MBS 30yr | 36225AVT4 |
| — | Government National Mortgage Association 8.00% 11/20/27 | 19,177 | $23,000 | 0.0% | $1.22 | — | MBS 30yr | 36202CYH0 |
| — | Federal Home Loan Mortgage Corp 6.00% 5/1/29 | 18,525 | $22,000 | 0.0% | $1.07 | — | MBS 30yr | 31283HEG6 |
| — | Government National Mortgage Association II 8.00% 7/20/26 | 17,984 | $22,000 | 0.0% | $1.21 | — | MBS 30yr | 36202CQA4 |
| — | Government National Mortgage Association 8.00% 12/20/25 | 19,191 | $22,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CLW1 |
| — | Government National Mortgage Association 6.50% 9/15/29 | 18,334 | $22,000 | 0.0% | $1.15 | — | MBS 30yr | 36225BKX5 |
| — | Federal National Mortgage Association 6.00% 1/1/37 | 18,656 | $22,000 | 0.0% | $1.07 | — | MBS 30yr | 31410XZR0 |
| — | Government National Mortgage Association II 8.00% 4/20/27 | 18,129 | $21,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CVF7 |
| — | Government National Mortgage Association 8.00% 7/15/29 | 16,445 | $21,000 | 0.0% | $1.20 | — | MBS 30yr | 36225BFK9 |
| — | Government National Mortgage Association II 7.50% 1/20/28 | 16,523 | $20,000 | 0.0% | $1.17 | — | MBS 30yr | 36202CY98 |
| — | Federal Home Loan Mortgage Corp 8.00% 6/1/30 | 18,904 | $20,000 | 0.0% | $0.97 | — | MBS 30yr | 31288GY89 |
| — | Government National Mortgage Association II 7.50% 9/20/27 | 15,168 | $19,000 | 0.0% | $1.18 | — | MBS 30yr | 36202CXN8 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 18,465 | $19,000 | 0.0% | $1.13 | — | MBS 30yr | 3622012P9 |
| — | Federal National Mortgage Association 6.50% 11/1/36 | 16,003 | $19,000 | 0.0% | $1.11 | — | MBS 30yr | 31411CD40 |
| — | Government National Mortgage Association II 7.00% 11/20/34 | 15,643 | $18,000 | 0.0% | $1.14 | — | MBS 30yr | 36202EBH1 |
| — | Government National Mortgage Association II 8.00% 6/20/26 | 14,757 | $18,000 | 0.0% | $1.16 | — | MBS 30yr | 36202CPT4 |
| — | Government National Mortgage Association 7.49% 8/15/20 | 17,105 | $18,000 | 0.0% | $1.12 | — | MBS 30yr | 3622013B9 |
| — | Government National Mortgage Association II 8.00% 1/20/31 | 13,633 | $17,000 | 0.0% | $1.25 | — | MBS 30yr | 36202DLH2 |
| — | Government National Mortgage Association 6.50% 11/20/31 | 13,923 | $17,000 | 0.0% | $1.12 | — | MBS 30yr | 36202DQN4 |
| — | Government National Mortgage Association II 7.50% 12/20/27 | 12,268 | $15,000 | 0.0% | $1.18 | — | MBS 30yr | 36202CYV9 |
| — | Government National Mortgage Association II 6.50% 3/20/28 | 11,669 | $14,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CZ48 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/28 | 11,398 | $13,000 | 0.0% | $1.06 | — | MBS 30yr | 31292GU53 |
| — | Federal National Mortgage Association 7.00% 12/1/37 | 11,391 | $13,000 | 0.0% | $1.20 | — | MBS 30yr | 31412MBE7 |
| — | Federal Home Loan Mortgage Corp 6.50% 7/1/28 | 11,259 | $13,000 | 0.0% | $1.06 | — | MBS 30yr | 31292GWN2 |
| — | Government National Mortgage Association II 8.00% 1/20/27 | 10,040 | $13,000 | 0.0% | $1.10 | — | MBS 30yr | 36202CTT0 |
| — | Government National Mortgage Association II 8.00% 4/20/26 | 10,614 | $12,000 | 0.0% | $1.07 | — | MBS 30yr | 36202CNW9 |
| — | Government National Mortgage Association 6.50% 5/20/27 | 9,907 | $12,000 | 0.0% | $1.05 | — | MBS 30yr | 36202CVT7 |
| — | Federal National Mortgage Association 6.50% 9/1/28 | 9,692 | $12,000 | 0.0% | $1.13 | — | MBS 30yr | 31371GZ86 |
| — | Federal Home Loan Mortgage Corp 7.00% 7/1/29 | 10,586 | $12,000 | 0.0% | $1.12 | — | MBS 30yr | 31293TFE2 |
| — | Federal National Mortgage Association 6.50% 4/1/37 | 10,150 | $12,000 | 0.0% | $1.09 | — | MBS 30yr | 31411UPM7 |
| — | Federal National Mortgage Association 6.50% 10/1/32 | 10,292 | $12,000 | 0.0% | $1.05 | — | MBS 30yr | 31390HRT4 |
| — | Federal Home Loan Mortgage Corp 6.00% 4/1/26 | 9,625 | $11,000 | 0.0% | $1.08 | — | MBS 30yr | 3128FBJ63 |
| — | Government National Mortgage Association 8.00% 6/20/23 | 9,390 | $11,000 | 0.0% | $1.10 | — | MBS 30yr | 36202BLD5 |
| — | Government National Mortgage Association II 8.00% 5/20/25 | 9,774 | $11,000 | 0.0% | $1.12 | — | MBS 30yr | 36202CGN7 |
| — | Federal Home Loan Mortgage Corp 8.00% 4/1/17 | 10,270 | $11,000 | 0.0% | $1.07 | — | MBS 30yr | 313401XQ9 |
| — | Federal Home Loan Mortgage Corp 8.00% 3/1/17 | 9,713 | $11,000 | 0.0% | $1.04 | — | MBS 30yr | 313401XK2 |
| — | Federal Home Loan Mortgage Corp 7.00% 4/1/32 | 8,057 | $10,000 | 0.0% | $1.09 | — | MBS 30yr | 31287RP37 |
| — | Government National Mortgage Association 8.00% 9/20/28 | 8,796 | $10,000 | 0.0% | $1.13 | — | MBS 30yr | 36202C5G4 |
| — | Government National Mortgage Association 6.50% 3/15/29 | 8,067 | $10,000 | 0.0% | $1.11 | — | MBS 30yr | 36210VVK4 |
| — | Government National Mortgage Association 8.00% 1/20/25 | 8,069 | $10,000 | 0.0% | $1.06 | — | MBS 30yr | 36202CEJ8 |
| — | Government National Mortgage Association II 8.75% 3/20/17 | 9,535 | $10,000 | 0.0% | $1.00 | — | MBS 30yr | 36202LHR7 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/36 | 8,078 | $10,000 | 0.0% | $1.07 | — | MBS 30yr | 3128LXTD2 |
| — | Government National Mortgage Association 8.00% 8/20/24 | 7,301 | $9,000 | 0.0% | $1.14 | — | MBS 30yr | 36202CBJ1 |
| — | Government National Mortgage Association 8.00% 11/20/25 | 7,080 | $9,000 | 0.0% | $1.13 | — | MBS 30yr | 36202CLB7 |
| — | Government National Mortgage Association 8.00% 8/20/25 | 7,411 | $9,000 | 0.0% | $1.19 | — | MBS 30yr | 36202CJC8 |
| — | Government National Mortgage Association II 6.50% 12/20/28 | 7,123 | $9,000 | 0.0% | $1.11 | — | MBS 30yr | 36202C7A5 |
| — | Government National Mortgage Association II 7.50% 5/20/30 | 6,081 | $8,000 | 0.0% | $1.18 | — | MBS 30yr | 36202DG62 |
| — | Federal National Mortgage Association 9.25% 3/25/18 | 7,047 | $8,000 | 0.0% | $1.02 | — | Agncy CMO Z | 313602BE3 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/17 | 7,037 | $8,000 | 0.0% | $1.03 | — | MBS 15yr | 3128GWEE4 |
| — | Government National Mortgage Association II 7.00% 9/20/37 | 6,688 | $8,000 | 0.0% | $1.08 | — | MBS 30yr | 36202EPP8 |
| — | Federal National Mortgage Association 6.50% 4/1/32 | 6,661 | $8,000 | 0.0% | $1.00 | — | MBS 30yr | 31388XTE4 |
| — | Government National Mortgage Association II 7.00% 10/20/26 | 7,146 | $8,000 | 0.0% | $1.09 | — | MBS 30yr | 36202CRW5 |
| — | Government National Mortgage Association II 8.00% 6/20/31 | 6,731 | $8,000 | 0.0% | $1.19 | — | MBS 30yr | 36202DNP2 |
| — | Federal Home Loan Mortgage Corp 5.50% 10/1/17 | 5,750 | $7,000 | 0.0% | $0.97 | — | MBS 15yr | 3128GWCK2 |
| — | Government National Mortgage Association 8.00% 4/20/29 | 6,316 | $7,000 | 0.0% | $0.92 | — | MBS 30yr | 36202DBM2 |
| — | Government National Mortgage Association 8.00% 6/20/28 | 6,222 | $7,000 | 0.0% | $1.10 | — | MBS 30yr | 36202C3P6 |
| — | Government National Mortgage Association II 7.00% 4/20/26 | 5,545 | $7,000 | 0.0% | $1.08 | — | MBS 30yr | 36202CNT6 |
| — | Government National Mortgage Association II 8.00% 3/20/27 | 5,007 | $6,000 | 0.0% | $1.03 | — | MBS 30yr | 36202CUW1 |
| — | Federal Home Loan Mortgage Corp 6.50% 11/1/34 | 4,541 | $6,000 | 0.0% | $1.05 | — | MBS 30yr | 3128MJAZ3 |
| — | Federal National Mortgage Association 8.00% 11/1/28 | 5,061 | $6,000 | 0.0% | $1.05 | — | MBS 30yr | 31385H2P6 |
| — | Government National Mortgage Association 9.50% 7/15/25 | 5,012 | $6,000 | 0.0% | $1.10 | — | MBS 30yr | 36225BF78 |
| — | Government National Mortgage Association 6.50% 11/20/27 | 5,251 | $6,000 | 0.0% | $1.11 | — | MBS 30yr | 36202CYD9 |
| — | Federal National Mortgage Association 6.00% 10/1/29 | 4,920 | $6,000 | 0.0% | $1.03 | — | MBS 30yr | 31374T3C1 |
| — | Federal National Mortgage Association 8.00% 3/1/30 | 4,762 | $6,000 | 0.0% | $0.97 | — | MBS 30yr | 31384VZE5 |
| IWF | ISHARES RUS | 59 | $6,000 | 0.0% | $101.69 | — | Common Stocks | 464287614 |
| — | Federal Home Loan Mortgage Corp 7.00% 11/1/28 | 4,707 | $6,000 | 0.0% | $1.07 | — | MBS 30yr | 31292GXF8 |
| — | Government National Mortgage Association 8.00% 3/20/26 | 4,755 | $6,000 | 0.0% | $1.04 | — | MBS 30yr | 36202CNC3 |
| — | Federal National Mortgage Association 6.50% 1/1/32 | 3,624 | $5,000 | 0.0% | $1.02 | — | MBS 30yr | 31389BAB7 |
| — | Government National Mortgage Association II 7.00% 5/20/26 | 3,630 | $5,000 | 0.0% | $1.25 | — | MBS 30yr | 36202CPA5 |
| — | Federal National Mortgage Association 7.00% 12/1/27 | 4,072 | $5,000 | 0.0% | $0.83 | — | MBS 30yr | 31378JGT8 |
| — | Government National Mortgage Association II 7.50% 7/20/28 | 3,416 | $5,000 | 0.0% | $1.13 | — | MBS 30yr | 36202C4A8 |
| — | Federal National Mortgage Association 6.50% 7/1/32 | 4,155 | $5,000 | 0.0% | $1.11 | — | MBS 30yr | 31402AQK5 |
| — | Federal National Mortgage Association 6.50% 7/1/32 | 4,350 | $5,000 | 0.0% | $0.95 | — | MBS 30yr | 31390NQU9 |
| — | Government National Mortgage Association 8.00% 9/20/24 | 2,679 | $4,000 | 0.0% | $0.99 | — | MBS 30yr | 36202CCE1 |
| — | Government National Mortgage Association II 8.00% 2/20/24 | 3,046 | $4,000 | 0.0% | $1.31 | — | MBS 30yr | 36202BXU4 |
| — | Federal National Mortgage Association 7.50% 11/1/29 | 2,964 | $4,000 | 0.0% | $0.86 | — | MBS 30yr | 31371H2F4 |
| — | Government National Mortgage Association II 7.00% 2/20/32 | 2,677 | $4,000 | 0.0% | $1.04 | — | MBS 30yr | 36202DRX1 |
| — | Government National Mortgage Association II 8.00% 9/20/25 | 3,425 | $4,000 | 0.0% | $1.09 | — | MBS 30yr | 36202CJ38 |
| — | Government National Mortgage Association II 8.00% 9/20/18 | 3,289 | $4,000 | 0.0% | $0.79 | — | MBS 30yr | 36202BF34 |
| — | Government National Mortgage Association II 8.00% 5/20/29 | 3,038 | $4,000 | 0.0% | $0.96 | — | MBS 30yr | 36202DB26 |
| — | Federal Home Loan Mortgage Corp 9.50% 8/1/21 | 2,272 | $3,000 | 0.0% | $0.76 | — | MBS 30yr | 313960XS0 |
| — | Federal Home Loan Mortgage Corp 7.00% 10/1/29 | 2,551 | $3,000 | 0.0% | $0.77 | — | MBS 30yr | 31293XP51 |
| — | Government National Mortgage Association II 7.00% 9/20/29 | 1,828 | $3,000 | 0.0% | $1.03 | — | MBS 30yr | 36202DDN8 |
| — | Government National Mortgage Association II 7.50% 4/20/26 | 2,040 | $3,000 | 0.0% | $0.93 | — | MBS 30yr | 36202CNV1 |
| — | Federal National Mortgage Association 6.00% 11/1/36 | 2,134 | $3,000 | 0.0% | $0.82 | — | MBS 30yr | 31411AWL5 |
| — | Government National Mortgage Association II 7.50% 4/20/28 | 2,112 | $3,000 | 0.0% | $0.84 | — | MBS 30yr | 36202C2M4 |
| — | Federal National Mortgage Association 7.50% 5/1/29 | 2,162 | $3,000 | 0.0% | $0.90 | — | MBS 30yr | 31382ULZ7 |
| — | Federal National Mortgage Association 6.00% 12/1/33 | 2,429 | $3,000 | 0.0% | $1.06 | — | MBS 30yr | 31403MUX5 |
| — | Federal National Mortgage Association 6.50% 3/1/29 | 1,812 | $3,000 | 0.0% | $0.99 | — | MBS 30yr | 31382NCE0 |
| — | Government National Mortgage Association II 8.00% 10/20/25 | 1,407 | $2,000 | 0.0% | $0.61 | — | MBS 30yr | 36202CKP7 |
| — | Government National Mortgage Association 8.00% 4/20/25 | 1,025 | $2,000 | 0.0% | $0.94 | — | MBS 30yr | 36202CF57 |
| — | Federal National Mortgage Association 8.50% 11/1/17 | 659 | $2,000 | 0.0% | — | — | MBS 30yr | 31379RFA1 |
| — | Government National Mortgage Association 8.00% 8/20/28 | 1,091 | $2,000 | 0.0% | $0.78 | — | MBS 30yr | 36202C4S9 |
| — | Federal National Mortgage Association 10.00% 8/1/17 | 27 | $1,000 | 0.0% | — | — | MBS 30yr | 313614RX9 |
| — | Government National Mortgage Association 8.00% 7/20/24 | 146 | $1,000 | 0.0% | — | — | MBS 30yr | 36202B7B5 |
| — | Government National Mortgage Association 8.00% 7/20/29 | 391 | $1,000 | 0.0% | — | — | MBS 30yr | 36202DCW9 |
| — | Government National Mortgage Association 8.00% 2/20/23 | 631 | $1,000 | 0.0% | — | — | MBS 30yr | 36202A3U9 |
| — | Government National Mortgage Association 8.00% 12/20/24 | 249 | $1,000 | 0.0% | — | — | MBS 30yr | 36202CD34 |
| — | LINEAR TECHNOLOGY CORP | 3 | $1,000 | 0.0% | $333.33 | — | Common Stocks | 535678106 |
| — | Government National Mortgage Association 8.00% 8/15/26 | 94 | $1,000 | 0.0% | — | — | MBS 30yr | 36207H4R5 |
| — | Government National Mortgage Association 8.00% 7/20/17 | 51 | $1,000 | 0.0% | — | — | MBS 30yr | 36202A3E5 |
| — | Government National Mortgage Association II 7.50% 12/20/22 | 303 | $1,000 | 0.0% | — | — | MBS 30yr | 36202ATA5 |
| — | Government National Mortgage Association 8.00% 7/20/22 | 200 | $1,000 | 0.0% | — | — | MBS 30yr | 36202AAH0 |
| — | Government National Mortgage Association II 7.50% 12/20/25 | 198 | $1,000 | 0.0% | — | — | MBS 30yr | 36202CLU5 |
| — | Federal National Mortgage Association 10.00% 10/1/17 | 30 | $1,000 | 0.0% | — | — | MBS 30yr | 313614SD2 |
| — | Government National Mortgage Association 8.00% 6/20/24 | 123 | $1,000 | 0.0% | — | — | MBS 30yr | 36202B5W1 |
| — | Government National Mortgage Association 8.00% 6/20/22 | 288 | $1,000 | 0.0% | — | — | MBS 30yr | 36202CBM4 |
| — | Government National Mortgage Association II 7.50% 6/20/26 | 184 | $1,000 | 0.0% | — | — | MBS 30yr | 36202CPS6 |
| — | Government National Mortgage Association II 7.50% 3/20/29 | 294 | $1,000 | 0.0% | — | — | MBS 30yr | 36202DA84 |
| — | Government National Mortgage Association 7.50% 12/15/27 | 1 | $1,000 | 0.0% | $1000.00 | — | MBS 30yr | 36208UYA9 |
| — | Government National Mortgage Association 8.00% 9/20/23 | 46 | $1,000 | 0.0% | — | — | MBS 30yr | 36202BQ57 |
| — | Government National Mortgage Association 8.00% 9/20/22 | 110 | $1,000 | 0.0% | — | — | MBS 30yr | 36202AFM4 |
| — | Government National Mortgage Association II 7.50% 5/20/24 | 342 | $1,000 | 0.0% | — | — | MBS 30yr | 36202B4A0 |
| — | Government National Mortgage Association 7.00% 5/20/17 | 352 | $1,000 | 0.0% | — | — | MBS 30yr | 36202AZ26 |
| — | Federal Home Loan Mortgage Corp 7.00% 7/1/29 | 98 | $1,000 | 0.0% | — | — | MBS 30yr | 31293TJL2 |
| — | Government National Mortgage Association 8.00% 10/20/22 | 139 | $1,000 | 0.0% | — | — | MBS 30yr | 36202AN37 |
| — | Government National Mortgage Association 8.00% 10/15/27 | 105 | $1,000 | 0.0% | — | — | MBS 30yr | 36208E7A5 |
| — | Government National Mortgage Association 7.00% 4/20/28 | 676 | $1,000 | 0.0% | — | — | MBS 30yr | 36202C2K8 |
| — | Government National Mortgage Association 8.00% 1/20/22 | 52 | $1,000 | 0.0% | — | — | MBS 30yr | 36202B5R2 |
| — | Government National Mortgage Association 7.00% 3/20/23 | 255 | $1,000 | 0.0% | — | — | MBS 30yr | 36202BA88 |