0001140361-14-019054.txt : 20140506 0001140361-14-019054.hdr.sgml : 20140506 20140506161913 ACCESSION NUMBER: 0001140361-14-019054 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140506 DATE AS OF CHANGE: 20140506 EFFECTIVENESS DATE: 20140506 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VICTORY CAPITAL MANAGEMENT INC CENTRAL INDEX KEY: 0001040188 IRS NUMBER: 132700161 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06354 FILM NUMBER: 14817316 BUSINESS ADDRESS: STREET 1: 4900 TIEDEMAN RD CITY: BROOKLYN STATE: OH ZIP: 44144 BUSINESS PHONE: 2168982431 MAIL ADDRESS: STREET 1: 4900 TIEDEMAN RD CITY: BROOKLYN STATE: OH ZIP: 44144 FORMER COMPANY: FORMER CONFORMED NAME: KEY ASSET MANAGEMENT INC/OH DATE OF NAME CHANGE: 19990325 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001040188 XXXXXXXX 03-31-2014 03-31-2014 VICTORY CAPITAL MANAGEMENT INC

4900 TIEDEMAN RD BROOKLYN OH 44144

13F HOLDINGS REPORT 028-06354 N Colin S Kinney 216-898-2431 /s/ Colin S Kinney Brooklyn OH 05-06-2014 0 1233 14737575 false INFORMATION TABLE 2 form13fInfoTable.xml Abbott Laboratories Common Stock 002824100 10700 277834 SH SOLE 0 0 277834 Air Products & Chemicals Inc Common Stock 009158106 19715 165618 SH SOLE 0 0 165618 Altera Corp Common Stock 021441100 13691 377806 SH SOLE 0 0 377806 Anadarko Petroleum Corp Common Stock 032511107 23716 279804 SH SOLE 0 0 279804 Anheuser-Busch InBev NV ADR 03524A108 12394 117696 SH SOLE 0 0 117696 Apple Inc Common Stock 037833100 28907 53858 SH SOLE 0 0 53858 Applied Materials Inc Common Stock 038222105 14240 697408 SH SOLE 0 0 697408 Bank of America Corp Common Stock 060505104 19131 1112301 SH SOLE 0 0 1112301 Bank of New York Mellon Corp/The Common Stock 064058100 14538 411960 SH SOLE 0 0 411960 Baxter International Inc Common Stock 071813109 13665 185722 SH SOLE 0 0 185722 BP Plc ADR 055622104 11892 247220 SH SOLE 0 0 247220 Capital One Financial Corp Common Stock 14040H105 20033 259639 SH SOLE 0 0 259639 CH Robinson Worldwide Inc Common Stock 12541W209 12005 229131 SH SOLE 0 0 229131 Chesapeake Energy Corp Common Stock 165167107 7353 287004 SH SOLE 0 0 287004 Cisco Systems Inc Common Stock 17275R102 18530 826900 SH SOLE 0 0 826900 Citigroup Inc Common Stock 172967424 22299 468480 SH SOLE 0 0 468480 Comcast Corp Common Stock 20030N101 23712 474047 SH SOLE 0 0 474047 CVS Caremark Corp Common Stock 126650100 6815 91041 SH SOLE 0 0 91041 Danaher Corp Common Stock 235851102 11385 151792 SH SOLE 0 0 151792 Dick's Sporting Goods Inc Common Stock 253393102 5733 104973 SH SOLE 0 0 104973 Dow Chemical Co/The Common Stock 260543103 8457 174028 SH SOLE 0 0 174028 Eaton Corp Plc Common Stock G29183103 6830 90920 SH SOLE 0 0 90920 EMC Corp/Massachusetts Common Stock 268648102 35769 1304960 SH SOLE 0 0 1304960 General Dynamics Corp Common Stock 369550108 17984 165113 SH SOLE 0 0 165113 Google Inc Common Stock 38259P508 26949 24180 SH SOLE 0 0 24180 Intel Corp Common Stock 458140100 27948 1082818 SH SOLE 0 0 1082818 Johnson & Johnson Common Stock 478160104 10544 107334 SH SOLE 0 0 107334 JPMorgan Chase & Co Common Stock 46625H100 19515 321447 SH SOLE 0 0 321447 Koninklijke Philips Electronics NV NY Reg Shrs 500472303 14346 408039 SH SOLE 0 0 408039 Merck & Co Inc Common Stock 58933Y105 24855 437822 SH SOLE 0 0 437822 MetLife Inc Common Stock 59156R108 14088 266826 SH SOLE 0 0 266826 News Corp - Class A Common Stock 65249B109 12342 716715 SH SOLE 0 0 716715 Nielsen Holdings N.V. Common Stock N63218106 13573 304105 SH SOLE 0 0 304105 Nucor Corp Common Stock 670346105 11639 230292 SH SOLE 0 0 230292 Occidental Petroleum Corp Common Stock 674599105 18583 195015 SH SOLE 0 0 195015 Pfizer Inc Common Stock 717081103 17708 551293 SH SOLE 0 0 551293 Procter & Gamble Co/The Common Stock 742718109 19988 247998 SH SOLE 0 0 247998 PVH CORP Common Stock 693656100 15639 125344 SH SOLE 0 0 125344 Roche Holding AG ADR 771195104 13505 358020 SH SOLE 0 0 358020 Siemens AG ADR 826197501 19935 147504 SH SOLE 0 0 147504 Starbucks Corp Common Stock 855244109 8606 117279 SH SOLE 0 0 117279 United Parcel Service Inc Common Stock 911312106 16957 174128 SH SOLE 0 0 174128 Wal-Mart Stores Inc Common Stock 931142103 19072 249538 SH SOLE 0 0 249538 Canadian Pacific Railway Ltd Common Stock 13645T100 2905 19310 SH SOLE 0 0 19310 Bristol-Myers Squibb Co 0.00% 9/15/23 US DOMESTIC 110122AN8 3280 2362000 SH SOLE 0 0 2362000 Catamaran Corp Common Stock 148887102 2724 60850 SH SOLE 0 0 60850 Celgene Corp Common Stock 151020104 3274 23450 SH SOLE 0 0 23450 Cerner Corp Common Stock 156782104 2578 45825 SH SOLE 0 0 45825 Chesapeake Energy Corp 2.50% 5/15/37 US DOMESTIC 165167BZ9 9975 9803156 SH SOLE 0 0 9803156 Chipotle Mexican Grill Inc Common Stock 169656105 2036 3585 SH SOLE 0 0 3585 CME Group Inc Common Stock 12572Q105 2415 32625 SH SOLE 0 0 32625 Cummins Inc Common Stock 231021106 2827 18975 SH SOLE 0 0 18975 Danaher Corp 0.00% 1/22/21 US DOMESTIC 235851AF9 14105 6470000 SH SOLE 0 0 6470000 Dominion Resources Inc PUBLIC 25746U885 7213 124862 SH SOLE 0 0 124862 Ecolab Inc Common Stock 278865100 2748 25450 SH SOLE 0 0 25450 Facebook Inc Common Stock 30303M102 3331 55300 SH SOLE 0 0 55300 FMC Technologies Inc Common Stock 30249U101 2381 45525 SH SOLE 0 0 45525 Ford Motor Co 4.25% 11/15/16 US DOMESTIC 345370CN8 12761 7047948 SH SOLE 0 0 7047948 Gilead Sciences Inc Common Stock 375558103 4305 60750 SH SOLE 0 0 60750 Gilead Sciences Inc 1.625% 5/1/16 US DOMESTIC 375558AP8 41820 13444200 SH SOLE 0 0 13444200 Health Care REIT Inc PUBLIC 42217K601 6899 124245 SH SOLE 0 0 124245 Intel Corp 3.25% 8/1/39 US DOMESTIC 458140AF7 30760 22000908 SH SOLE 0 0 22000908 International Game Technology Common Stock 459902102 8546 607800 SH SOLE 0 0 607800 International Game Technology 3.25% 5/1/14 US DOMESTIC 459902AQ5 8951 8940302 SH SOLE 0 0 8940302 Jefferies Group Inc 3.875% 11/1/29 US DOMESTIC 472319AG7 10378 9750701 SH SOLE 0 0 9750701 Lam Research Corp 1.25% 5/15/18 US DOMESTIC 512807AL2 12376 9975827 SH SOLE 0 0 9975827 Metlife Inc Pfd 9/11/13 PUBLIC 59156R116 24537 796659 SH SOLE 0 0 796659 Michael Kors Holdings Limited Common Stock G60754101 3570 38275 SH SOLE 0 0 38275 Mohawk Industries Inc Common Stock 608190104 2519 18525 SH SOLE 0 0 18525 Monsanto Co Common Stock 61166W101 3843 33775 SH SOLE 0 0 33775 Monster Beverage Corp. Common Stock 611740101 1986 28600 SH SOLE 0 0 28600 New York Community Capital Trust V PUBLIC 64944P307 12152 249525 SH SOLE 0 0 249525 Newmont Mining Corp 1.625% 7/15/17 US DOMESTIC 651639AJ5 13264 12535510 SH SOLE 0 0 12535510 Nextera Energy PUBLIC 65339F887 7476 121905 SH SOLE 0 0 121905 Novellus Systems 2.625% 5/15/41 US DOMESTIC 670008AD3 11779 6900861 SH SOLE 0 0 6900861 Priceline.com Inc Common Stock 741503403 3987 3345 SH SOLE 0 0 3345 Priceline.com Inc 1.25% 3/15/15 US DOMESTIC 741503AN6 22496 5749816 SH SOLE 0 0 5749816 Priceline.Com Inc 1.00% 3/15/18 US DOMESTIC 741503AQ9 12600 8900794 SH SOLE 0 0 8900794 Prologis LP 3.25% 3/15/15 US DOMESTIC 74340XAT8 10344 8840901 SH SOLE 0 0 8840901 RPM International Inc 2.25% 12/15/20 US DOMESTIC 749685AT0 4166 3595591 SH SOLE 0 0 3595591 Charles Schwab Corp/The Common Stock 808513105 3112 113875 SH SOLE 0 0 113875 Splunk Inc Common Stock 848637104 1809 25300 SH SOLE 0 0 25300 Stanley Black & Decker I Pfd 4.75% 11/17/15 PUBLIC 854502309 8915 69935 SH SOLE 0 0 69935 Stanley Black And Decker Preferred PUBLIC 854502804 4290 39745 SH SOLE 0 0 39745 TE Connectivity Ltd Common Stock H84989104 22106 367150 SH SOLE 0 0 367150 Teva Pharm Finance Co LLC 0.25% 2/1/26 US DOMESTIC 88163VAE9 15095 11891902 SH SOLE 0 0 11891902 Tractor Supply Co Common Stock 892356106 2687 38050 SH SOLE 0 0 38050 Twenty-First Century Fox A Common Stock 90130A101 2474 77375 SH SOLE 0 0 77375 United Technologies Corp Pfd 8/1/15 PUBLIC 913017117 18807 282520 SH SOLE 0 0 282520 Visa Inc Common Stock 92826C839 3670 17000 SH SOLE 0 0 17000 VMware Inc Common Stock 928563402 2198 20350 SH SOLE 0 0 20350 Wellpoint Inc 2.75% 10/15/42 US DOMESTIC 94973VBG1 25777 17632633 SH SOLE 0 0 17632633 Wells Fargo & Co PUBLIC 949746804 28190 24032 SH SOLE 0 0 24032 Xilinx Inc 2.625% 6/15/17 US DOMESTIC 983919AF8 21712 11579537 SH SOLE 0 0 11579537 Adobe Systems Inc Common Stock 00724F101 3208 48800 SH SOLE 0 0 48800 Affiliated Managers Group Inc Common Stock 008252108 3143 15710 SH SOLE 0 0 15710 Alexion Pharmaceuticals Inc Common Stock 015351109 2255 14825 SH SOLE 0 0 14825 Allegheny Technologies 4.25% 6/1/14 US DOMESTIC 01741RAD4 5356 5247845 SH SOLE 0 0 5247845 Alliance Data Systems Corp Common Stock 018581108 3188 11700 SH SOLE 0 0 11700 Amazon.com Inc Common Stock 023135106 3973 11805 SH SOLE 0 0 11805 Amg Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 7122 112374 SH SOLE 0 0 112374 Biogen Idec Inc Common Stock 09062X103 3322 10860 SH SOLE 0 0 10860 ABM Industries Inc Common Stock 000957100 2233 77700 SH SOLE 0 0 77700 Airtran Holdings Inc 5.25% 11/1/16 US DOMESTIC 00949PAD0 19494 10041896 SH SOLE 0 0 10041896 Alere Inc Common Stock 01449J105 1175 34200 SH SOLE 0 0 34200 Alexandria Real Estate Equities Inc REIT 015271109 18330 252623 SH SOLE 0 0 252623 Alleghany Corp Common Stock 017175100 16377 40200 SH SOLE 0 0 40200 Allete Inc Common Stock 018522300 1599 30500 SH SOLE 0 0 30500 Alliant Energy Corp Common Stock 018802108 16552 291350 SH SOLE 0 0 291350 Allison Transmission Holdings Inc Common Stock 01973R101 22340 746150 SH SOLE 0 0 746150 Altra Industrial Motion Corp Common Stock 02208R106 1078 30200 SH SOLE 0 0 30200 Alza Corp 0.00% 7/28/20 US DOMESTIC 02261WAB5 18760 13896000 SH SOLE 0 0 13896000 American Financial Group Inc/OH Common Stock 025932104 1414 24500 SH SOLE 0 0 24500 Amerisafe Inc Common Stock 03071H100 1120 25500 SH SOLE 0 0 25500 Analog Devices Inc Common Stock 032654105 20645 388500 SH SOLE 0 0 388500 Analogic Corp Common Stock 032657207 1330 16200 SH SOLE 0 0 16200 Anixter International Inc Common Stock 035290105 2061 20300 SH SOLE 0 0 20300 Ann Inc Common Stock 035623107 1365 32900 SH SOLE 0 0 32900 Ares Capital Corp 5.125% 6/1/16 GLOBAL 04010LAD5 12871 11986722 SH SOLE 0 0 11986722 Argo Group International Holdings Ltd Common Stock G0464B107 1230 26800 SH SOLE 0 0 26800 Associated Banc-Corp Common Stock 045487105 2711 150100 SH SOLE 0 0 150100 Astec Industries Inc Common Stock 046224101 1734 39500 SH SOLE 0 0 39500 Atmos Energy Corp Common Stock 049560105 18256 387350 SH SOLE 0 0 387350 Autoliv Inc Common Stock 052800109 16548 164900 SH SOLE 0 0 164900 Avery Dennison Corp Common Stock 053611109 20668 407900 SH SOLE 0 0 407900 Avnet Inc Common Stock 053807103 17798 382500 SH SOLE 0 0 382500 Bank Of America Corp Pfd 7.25% 12/31/49 PUBLIC 060505682 8774 7668 SH SOLE 0 0 7668 Barnes Group Inc Common Stock 067806109 1446 37600 SH SOLE 0 0 37600 Becton Dickinson and Co Common Stock 075887109 19734 168550 SH SOLE 0 0 168550 Bemis Co Inc Common Stock 081437105 18925 482300 SH SOLE 0 0 482300 Blackrock 5.50% 2/15/18 US DOMESTIC 092533AB4 4172 4011929 SH SOLE 0 0 4011929 Broadridge Financial Solutions Inc Common Stock 11133T103 17857 480800 SH SOLE 0 0 480800 Brown Shoe Co Inc Common Stock 115736100 791 29800 SH SOLE 0 0 29800 Brunswick Corp/DE Common Stock 117043109 1155 25500 SH SOLE 0 0 25500 C&J Energy Services Inc Common Stock 12467B304 1289 44200 SH SOLE 0 0 44200 Cabot Corp Common Stock 127055101 2268 38400 SH SOLE 0 0 38400 Calgon Carbon Corp Common Stock 129603106 1220 55900 SH SOLE 0 0 55900 Callaway Golf Co Common Stock 131193104 1135 111100 SH SOLE 0 0 111100 Carefusion Corp Common Stock 14170T101 21484 534150 SH SOLE 0 0 534150 Carlisle Cos Inc Common Stock 142339100 2182 27500 SH SOLE 0 0 27500 Casey's General Stores Inc Common Stock 147528103 13707 202800 SH SOLE 0 0 202800 Celadon Group Inc Common Stock 150838100 515 21431 SH SOLE 0 0 21431 Charles River Laboratories International Inc Common Stock 159864107 1708 28300 SH SOLE 0 0 28300 Cheesecake Factory Inc/The Common Stock 163072101 1186 24900 SH SOLE 0 0 24900 Chico's FAS Inc Common Stock 168615102 16555 1032750 SH SOLE 0 0 1032750 Chubb Corp Common Stock 171232101 14949 167400 SH SOLE 0 0 167400 Cimarex Energy Co Common Stock 171798101 11458 96200 SH SOLE 0 0 96200 Cintas Corp Common Stock 172908105 18428 309150 SH SOLE 0 0 309150 City National Corp/CA Common Stock 178566105 11257 143000 SH SOLE 0 0 143000 Clean Harbors Inc Common Stock 184496107 10416 190100 SH SOLE 0 0 190100 Cloud Peak Energy Inc Common Stock 18911Q102 858 40600 SH SOLE 0 0 40600 Columbia Banking System Inc Common Stock 197236102 2207 77400 SH SOLE 0 0 77400 Comfort Systems USA Inc Common Stock 199908104 747 49000 SH SOLE 0 0 49000 Conmed Corp Common Stock 207410101 878 20200 SH SOLE 0 0 20200 Cullen/Frost Bankers Inc Common Stock 229899109 17301 223150 SH SOLE 0 0 223150 Dana Holding Corp Common Stock 235825205 2171 93300 SH SOLE 0 0 93300 Devon Energy Corp Common Stock 25179M103 25102 375050 SH SOLE 0 0 375050 Devry Education Group Inc Common Stock 251893103 1365 32200 SH SOLE 0 0 32200 Diebold Inc Common Stock 253651103 2250 56400 SH SOLE 0 0 56400 Digital Realty 5.50% 4/15/29 PRIV PLACEMENT 25389JAC0 3459 2533186 SH SOLE 0 0 2533186 Dominion Resources Inc PUBLIC 25746U703 7128 123963 SH SOLE 0 0 123963 Dominion Resources Inc 2.125% 12/15/23 US DOMESTIC 25746UAT6 7651 3635778 SH SOLE 0 0 3635778 Dover Corp Common Stock 260003108 11674 142801 SH SOLE 0 0 142801 Drew Industries Inc Common Stock 26168L205 287 5300 SH SOLE 0 0 5300 El Paso Electric Co Common Stock 283677854 1644 46000 SH SOLE 0 0 46000 EMCOR Group Inc Common Stock 29084Q100 2718 58100 SH SOLE 0 0 58100 Encore Wire Corp Common Stock 292562105 1596 32900 SH SOLE 0 0 32900 Endurance Specialty Holdings Ltd Common Stock G30397106 1879 34900 SH SOLE 0 0 34900 Energen Corp Common Stock 29265N108 14355 177634 SH SOLE 0 0 177634 Entegris Inc Common Stock 29362U104 1911 157800 SH SOLE 0 0 157800 Entertainment One Common Stock 29382B102 2786 506468 SH SOLE 0 0 506468 Esterline Technologies Corp Common Stock 297425100 1492 14000 SH SOLE 0 0 14000 Fairchild Semiconductor International Inc Common Stock 303726103 1656 120065 SH SOLE 0 0 120065 Fannie Mae Grantor Trust 7.50% 7/25/41 Agncy CMO Other 31359SR69 528 444308 SH SOLE 0 0 444308 Federal Home Loan Mortgage Corp 4.50% 10/1/33 MBS 30yr 31296N6S1 438 409692 SH SOLE 0 0 409692 Federal Home Loan Mortgage Corp 4.50% 12/1/39 MBS 30yr 312938KQ5 1310 1225593 SH SOLE 0 0 1225593 Federal Home Loan Mortgage Corp 5.00% 5/1/34 MBS 30yr 31292JBG4 150 137318 SH SOLE 0 0 137318 Federal Home Loan Mortgage Corp 5.00% 8/1/33 MBS 30yr 31296MGB9 404 365342 SH SOLE 0 0 365342 Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWCK2 7 6235 SH SOLE 0 0 6235 Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWEE4 8 7626 SH SOLE 0 0 7626 Federal Home Loan Mortgage Corp 5.50% 10/1/35 MBS 30yr 3128MJCY4 140 126420 SH SOLE 0 0 126420 Federal Home Loan Mortgage Corp 5.50% 10/1/36 MBS 30yr 3128LXTD2 10 8851 SH SOLE 0 0 8851 Federal Home Loan Mortgage Corp 5.50% 7/1/20 MBS 15yr 31283K4G0 155 142272 SH SOLE 0 0 142272 Federal Home Loan Mortgage Corp 6.00% 12/1/31 MBS 30yr 31287L4D1 28 25303 SH SOLE 0 0 25303 Federal Home Loan Mortgage Corp 6.00% 2/1/32 MBS 30yr 31287PC84 46 41219 SH SOLE 0 0 41219 Federal Home Loan Mortgage Corp 6.00% 4/1/26 MBS 30yr 3128FBJ63 15 13086 SH SOLE 0 0 13086 Federal Home Loan Mortgage Corp 6.00% 4/1/28 MBS 30yr 31292GU53 14 12522 SH SOLE 0 0 12522 Federal Home Loan Mortgage Corp 6.00% 4/1/37 MBS 30yr 3128M4RD7 287 256777 SH SOLE 0 0 256777 Federal Home Loan Mortgage Corp 6.00% 5/1/29 MBS 30yr 31283HEG6 23 20123 SH SOLE 0 0 20123 Federal Home Loan Mortgage Corp 6.00% 5/1/33 MBS 30yr 31288JT71 958 848730 SH SOLE 0 0 848730 Federal Home Loan Mortgage Corp 6.00% 6/1/34 MBS 30yr 31297A3B8 423 373551 SH SOLE 0 0 373551 Federal Home Loan Mortgage Corp 6.00% 8/1/32 MBS Other 31281AD74 70 62995 SH SOLE 0 0 62995 Federal Home Loan Mortgage Corp 6.50% 1/1/29 MBS 30yr 31292GX68 29 25655 SH SOLE 0 0 25655 Federal Home Loan Mortgage Corp 6.50% 12/1/32 MBS 30yr 31283H6C4 111 98074 SH SOLE 0 0 98074 Federal Home Loan Mortgage Corp 6.50% 12/1/33 MBS 30yr 3128M5CD0 357 314244 SH SOLE 0 0 314244 Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 23 20233 SH SOLE 0 0 20233 Federal Home Loan Mortgage Corp 6.50% 7/1/28 MBS 30yr 31292GWN2 13 11427 SH SOLE 0 0 11427 Federal Home Loan Mortgage Corp 6.50% 7/1/32 MBS 30yr 31287U4M1 251 223360 SH SOLE 0 0 223360 Federal Home Loan Mortgage Corp 7.00% 1/1/33 MBS 30yr 3128K6NM8 102 89066 SH SOLE 0 0 89066 Federal Home Loan Mortgage Corp 7.00% 10/1/29 MBS 30yr 31293XP51 3 2572 SH SOLE 0 0 2572 Federal Home Loan Mortgage Corp 7.00% 11/1/28 MBS 30yr 31292GXF8 6 5114 SH SOLE 0 0 5114 Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TFE2 18 15752 SH SOLE 0 0 15752 Federal Home Loan Mortgage Corp 7.00% 9/1/30 MBS 30yr 31298EYZ2 27 24108 SH SOLE 0 0 24108 Federal Home Loan Mortgage Corp 7.50% 12/15/36 Agncy CMO Other 3137A0YK5 909 750044 SH SOLE 0 0 750044 Federal Home Loan Mortgage Corp 7.50% 4/25/24 Agncy CMO Other 3133T46G6 1480 1299052 SH SOLE 0 0 1299052 Federal Home Loan Mortgage Corp 8.00% 10/17/29 MBS Other 31335PNL5 2269 1843119 SH SOLE 0 0 1843119 Federal Home Loan Mortgage Corp 8.00% 2/1/34 MBS 30yr 3128M85V2 1551 1283596 SH SOLE 0 0 1283596 Federal Home Loan Mortgage Corp 8.00% 3/1/17 MBS 30yr 313401XK2 12 11224 SH SOLE 0 0 11224 Federal Home Loan Mortgage Corp 8.00% 4/1/17 MBS 30yr 313401XQ9 12 11381 SH SOLE 0 0 11381 Federal Home Loan Mortgage Corp 8.00% 6/1/17 MBS 30yr 31290LDA2 69 65193 SH SOLE 0 0 65193 Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 19 18663 SH SOLE 0 0 18663 Federal Home Loan Mortgage Corp 8.00% 7/1/29 MBS 30yr 31283HJE6 315 252974 SH SOLE 0 0 252974 Federal Home Loan Mortgage Corp 9.00% 12/25/18 MBS Other 31335PNA9 2555 2414721 SH SOLE 0 0 2414721 Federal Home Loan Mortgage Corp 9.50% 8/1/21 MBS 30yr 313960XS0 2 2390 SH SOLE 0 0 2390 Federal National Mortgage Association 10.00% 10/1/17 MBS 30yr 313614SD2 0 32 SH SOLE 0 0 32 Federal National Mortgage Association 10.00% 8/1/17 MBS 30yr 313614RX9 0 35 SH SOLE 0 0 35 Federal National Mortgage Association 5.00% 11/1/33 MBS 30yr 31403BQJ5 694 627043 SH SOLE 0 0 627043 Federal National Mortgage Association 5.00% 6/1/34 MBS 30yr 31403CXJ5 233 213795 SH SOLE 0 0 213795 Federal National Mortgage Association 5.00% 9/1/24 MBS 15yr 31412QJZ3 1196 1104813 SH SOLE 0 0 1104813 Federal National Mortgage Association 5.50% 4/1/33 MBS 30yr 31385W4Z9 1648 1465864 SH SOLE 0 0 1465864 Federal National Mortgage Association 5.50% 7/1/33 MBS 30yr 31385XJW8 591 531902 SH SOLE 0 0 531902 Federal National Mortgage Association 5.50% 7/1/33 MBS 30yr 31402ACV6 180 160241 SH SOLE 0 0 160241 Federal National Mortgage Association 6.00% 2/1/33 MBS 30yr 31400A2X5 203 182764 SH SOLE 0 0 182764 Federal National Mortgage Association 6.00% 5/1/29 MBS 30yr 31382YR83 105 92613 SH SOLE 0 0 92613 Federal National Mortgage Association 6.00% 5/1/37 MBS 30yr 31411X4G7 149 133718 SH SOLE 0 0 133718 Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 76 68721 SH SOLE 0 0 68721 Federal National Mortgage Association 6.00% 9/1/29 MBS 30yr 31374TYW3 31 27430 SH SOLE 0 0 27430 Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31376JZ44 127 112854 SH SOLE 0 0 112854 Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31390MHY3 239 211777 SH SOLE 0 0 211777 Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31376KTH9 489 436793 SH SOLE 0 0 436793 Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31402RRR2 457 406918 SH SOLE 0 0 406918 Federal National Mortgage Association 6.00% 9/1/36 MBS 30yr 31407JBG6 690 617780 SH SOLE 0 0 617780 Federal National Mortgage Association 6.5% 4/1/32 MBS 30yr 31385JEL8 451 396129 SH SOLE 0 0 396129 Federal National Mortgage Association 6.50% 1/1/32 MBS 30yr 31389BAB7 7 6012 SH SOLE 0 0 6012 Federal National Mortgage Association 6.50% 10/1/32 MBS 30yr 31390HRT4 12 10362 SH SOLE 0 0 10362 Federal National Mortgage Association 6.50% 10/1/36 MBS 30yr 31410QBK6 71 62760 SH SOLE 0 0 62760 Federal National Mortgage Association 6.50% 11/1/36 MBS 30yr 31411CD40 20 17444 SH SOLE 0 0 17444 Federal National Mortgage Association 6.50% 4/1/32 MBS 30yr 31388XTE4 8 6725 SH SOLE 0 0 6725 Federal National Mortgage Association 6.50% 4/1/37 MBS 30yr 31411UPM7 13 11702 SH SOLE 0 0 11702 Federal National Mortgage Association 6.50% 7/1/17 MBS 15yr 31371KQ20 39 36384 SH SOLE 0 0 36384 Federal National Mortgage Association 6.50% 7/18/28 Agncy CMO Other 31359T3Y2 319 279818 SH SOLE 0 0 279818 Federal National Mortgage Association 6.50% 8/1/36 MBS 30yr 31403DRY7 131 116117 SH SOLE 0 0 116117 Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31371GZ86 11 10014 SH SOLE 0 0 10014 Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31380PJE0 27 23851 SH SOLE 0 0 23851 Federal National Mortgage Association 7.00% 10/1/26 MBS 30yr 31374TVC0 25 22399 SH SOLE 0 0 22399 Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 4 3900 SH SOLE 0 0 3900 Federal National Mortgage Association 7.00% 12/1/37 MBS 30yr 31412MBE7 12 11486 SH SOLE 0 0 11486 Federal National Mortgage Association 7.00% 2/1/25 MBS 30yr 31373T3L2 452 402111 SH SOLE 0 0 402111 Federal National Mortgage Association 7.00% 5/1/22 MBS 20yr 31371KQF1 54 48502 SH SOLE 0 0 48502 Federal National Mortgage Association 7.50% 10/1/32 MBS 30yr 31410LHZ8 1747 1458628 SH SOLE 0 0 1458628 Federal National Mortgage Association 7.50% 12/1/28 MBS 30yr 31374TKE8 129 114110 SH SOLE 0 0 114110 Federal National Mortgage Association 7.50% 2/20/30 Agncy CMO Z 31359XYK9 123 103892 SH SOLE 0 0 103892 Federal National Mortgage Association 7.50% 4/1/20 MBS 20yr 31384VTA0 419 377201 SH SOLE 0 0 377201 Federal National Mortgage Association 7.50% 5/1/29 MBS 30yr 31382ULZ7 2 2180 SH SOLE 0 0 2180 Federal National Mortgage Association 7.50% 8/1/29 MBS 30yr 31383PLM6 133 114527 SH SOLE 0 0 114527 Federal National Mortgage Association 7.50% 8/1/37 MBS 30yr 31418MJP8 947 800616 SH SOLE 0 0 800616 Federal National Mortgage Association 8.00% 11/1/19 MBS 20yr 31384G4N2 31 28134 SH SOLE 0 0 28134 Federal National Mortgage Association 8.00% 12/1/36 MBS 30yr 3138EGM50 573 472932 SH SOLE 0 0 472932 Federal National Mortgage Association 8.00% 3/1/30 MBS 30yr 31384VZE5 6 4898 SH SOLE 0 0 4898 Federal National Mortgage Association 8.00% 4/1/27 MBS 30yr 31384AB64 54 51803 SH SOLE 0 0 51803 Federal National Mortgage Association 8.00% 5/1/32 MBS 30yr 31410LH39 1200 1002206 SH SOLE 0 0 1002206 Federal National Mortgage Association 8.00% 9/1/30 MBS 30yr 31384WMW7 542 458639 SH SOLE 0 0 458639 Federal National Mortgage Association 8.50% 10/1/32 MBS 30yr 31418MJT0 789 641923 SH SOLE 0 0 641923 Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 0 432 SH SOLE 0 0 432 Federal National Mortgage Association 8.50% 12/1/24 MBS 30yr 31373TUF5 443 384501 SH SOLE 0 0 384501 Federal National Mortgage Association 9.25% 3/25/18 Agncy CMO Z 313602BE3 9 7988 SH SOLE 0 0 7988 Federal National Mortgage Association 9.50% 4/1/30 MBS 30yr 31384WAH3 690 588702 SH SOLE 0 0 588702 Federal National Mortgage Associaton VRN 8/25/33 Agncy CMO Other 31393UAN3 497 415545 SH SOLE 0 0 415545 Fidelity National Information Services Inc Common Stock 31620M106 17879 334500 SH SOLE 0 0 334500 Fifth Third Bancorp Common Stock 316773100 18891 823150 SH SOLE 0 0 823150 Fluor Corp 1.50% 2/15/24 US DOMESTIC 343412AA0 12177 4317933 SH SOLE 0 0 4317933 FNB Corp/PA Common Stock 302520101 1131 84400 SH SOLE 0 0 84400 Forward Air Corp Common Stock 349853101 1236 26800 SH SOLE 0 0 26800 Gannett Co Inc Common Stock 364730101 12982 470350 SH SOLE 0 0 470350 GATX Corp Common Stock 361448103 1602 23600 SH SOLE 0 0 23600 Government National Mortgage Association 5.00% 10/15/34 MBS 30yr 36241KMA3 299 270563 SH SOLE 0 0 270563 Government National Mortgage Association 5.00% 7/15/33 MBS 30yr 36213FWS8 623 564580 SH SOLE 0 0 564580 Government National Mortgage Association 5.20% 10/15/29 MBS 30yr 36241LK70 324 295606 SH SOLE 0 0 295606 Government National Mortgage Association 5.50% 1/15/35 MBS 30yr 36241KB72 641 572014 SH SOLE 0 0 572014 Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 1091 947513 SH SOLE 0 0 947513 Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 36241KYF9 205 179844 SH SOLE 0 0 179844 Government National Mortgage Association 6.50% 9/15/29 MBS 30yr 36225BKX5 22 19090 SH SOLE 0 0 19090 Government National Mortgage Association 7.00% 1/15/39 MBS 30yr 3622A2AC6 874 738538 SH SOLE 0 0 738538 Government National Mortgage Association 7.00% 12/15/32 MBS 30yr 36241LFA9 1331 1128478 SH SOLE 0 0 1128478 Government National Mortgage Association 7.00% 3/15/32 MBS 30yr 36241KJG4 877 742120 SH SOLE 0 0 742120 Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 26 22233 SH SOLE 0 0 22233 Government National Mortgage Association 7.00% 7/15/35 MBS 30yr 36241LMJ2 78 66574 SH SOLE 0 0 66574 Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36225BFG8 1848 1528643 SH SOLE 0 0 1528643 Government National Mortgage Association II 5.50% 2/20/40 MBS 30yr 36202FEK8 570 509529 SH SOLE 0 0 509529 Government National Mortgage Association II 7.00% 11/20/31 MBS 30yr 36202DQP9 19 15649 SH SOLE 0 0 15649 Government National Mortgage Association II 7.00% 12/20/27 MBS 30yr 36202CYT4 764 646116 SH SOLE 0 0 646116 Government National Mortgage Association II 7.00% 4/20/32 MBS 30yr 36225BSV1 770 649689 SH SOLE 0 0 649689 Government National Mortgage Association II 7.00% 9/20/27 MBS 30yr 36202CXL2 526 464444 SH SOLE 0 0 464444 Government National Mortgage Association VRN 9/20/30 Agncy CMO Other 38378PQJ0 670 588631 SH SOLE 0 0 588631 Granite Construction Inc Common Stock 387328107 1398 35000 SH SOLE 0 0 35000 Hanover Insurance Group Inc/The Common Stock 410867105 1401 22800 SH SOLE 0 0 22800 Harley-Davidson Inc Common Stock 412822108 15860 238100 SH SOLE 0 0 238100 HB Fuller Co Common Stock 359694106 2132 44150 SH SOLE 0 0 44150 Health Care REIT Inc 3.00% 12/1/29 US DOMESTIC 42217KAR7 5399 4558164 SH SOLE 0 0 4558164 Helen of Troy Ltd Common Stock G4388N106 1758 25400 SH SOLE 0 0 25400 Helix Energy Solutions Group Inc Common Stock 42330P107 1832 79700 SH SOLE 0 0 79700 Helmerich & Payne Inc Common Stock 423452101 11783 109550 SH SOLE 0 0 109550 Hubbell Inc Common Stock 443510201 9871 82350 SH SOLE 0 0 82350 IBERIABANK Corp Common Stock 450828108 2133 30400 SH SOLE 0 0 30400 ICU Medical Inc Common Stock 44930G107 1084 18100 SH SOLE 0 0 18100 Independent Bank Corp Common Stock 453836108 1957 49700 SH SOLE 0 0 49700 Infinity Property & Casualty Corp Common Stock 45665Q103 1407 20800 SH SOLE 0 0 20800 Ingersoll-Rand PLC Common Stock G47791101 9622 168100 SH SOLE 0 0 168100 Ingredion Inc Common Stock 457187102 8224 120800 SH SOLE 0 0 120800 Innophos Holdings Inc Common Stock 45774N108 329 5800 SH SOLE 0 0 5800 Integra LifeSciences Holdings Corp Common Stock 457985208 1991 43300 SH SOLE 0 0 43300 Integrated Device Technology Inc Common Stock 458118106 812 66400 SH SOLE 0 0 66400 International Flavors & Fragrances Inc Common Stock 459506101 11442 119600 SH SOLE 0 0 119600 Invesco Ltd Common Stock G491BT108 15309 413750 SH SOLE 0 0 413750 Janus Capital Group Inc 0.75% 7/15/18 US DOMESTIC 47102XAH8 9231 7704168 SH SOLE 0 0 7704168 John Bean Technologies Corp Common Stock 477839104 1264 40900 SH SOLE 0 0 40900 Johnson Controls Inc Common Stock 478366107 15329 323950 SH SOLE 0 0 323950 Jones Lang LaSalle Inc Common Stock 48020Q107 25341 213850 SH SOLE 0 0 213850 Juniper Networks Inc Common Stock 48203R104 20751 805563 SH SOLE 0 0 805563 Kaiser Aluminum Corp Common Stock 483007704 1057 14800 SH SOLE 0 0 14800 Kaiser Aluminum Corp 4.50% 4/1/15 US DOMESTIC 483007AB6 5472 3628336 SH SOLE 0 0 3628336 Kennametal Inc Common Stock 489170100 16553 373650 SH SOLE 0 0 373650 Kla-Tencor Corp Common Stock 482480100 22657 327700 SH SOLE 0 0 327700 Korn/Ferry International Common Stock 500643200 1530 51400 SH SOLE 0 0 51400 Lakeland Financial Corp Common Stock 511656100 1203 29900 SH SOLE 0 0 29900 Lam Research Corp Common Stock 512807108 110 1991 SH SOLE 0 0 1991 Lancaster Colony Corp Common Stock 513847103 1660 16700 SH SOLE 0 0 16700 LaSalle Hotel Properties REIT 517942108 2423 77400 SH SOLE 0 0 77400 La-Z-Boy Inc Common Stock 505336107 1702 62800 SH SOLE 0 0 62800 Littelfuse Inc Common Stock 537008104 1639 17500 SH SOLE 0 0 17500 MA COM Technology Solutions Holdings Inc Common Stock 55405Y100 635 30900 SH SOLE 0 0 30900 Markel Corp Common Stock 570535104 20506 34400 SH SOLE 0 0 34400 Marriott International Inc/DE Common Stock 571903202 22870 408250 SH SOLE 0 0 408250 Marsh & McLennan Cos Inc Common Stock 571748102 17832 361700 SH SOLE 0 0 361700 MasTec Inc Common Stock 576323109 14379 331000 SH SOLE 0 0 331000 Mcgrath Rentcorp Common Stock 580589109 1206 34500 SH SOLE 0 0 34500 Micron Technology Inc 3.00% 11/15/43 US DOMESTIC 595112AY9 7523 6866839 SH SOLE 0 0 6866839 Microsemi Corp Common Stock 595137100 2133 85200 SH SOLE 0 0 85200 MicroStrategy Inc Common Stock 594972408 1050 9100 SH SOLE 0 0 9100 MKS Instruments Inc Common Stock 55306N104 2194 73400 SH SOLE 0 0 73400 Modine Manufacturing Co Common Stock 607828100 1027 70100 SH SOLE 0 0 70100 MTS Systems Corp Common Stock 553777103 486 7095 SH SOLE 0 0 7095 Mueller Industries Inc Common Stock 624756102 1931 64400 SH SOLE 0 0 64400 Multi-Color Corp Common Stock 625383104 1292 36900 SH SOLE 0 0 36900 Mylan 3.75% 9/15/15 US DOMESTIC 628530AJ6 2765 752341 SH SOLE 0 0 752341 Newell Rubbermaid Inc Common Stock 651229106 1530 51180 SH SOLE 0 0 51180 Nordstrom Inc Common Stock 655664100 13951 223400 SH SOLE 0 0 223400 NorthWestern Corp Common Stock 668074305 1319 27800 SH SOLE 0 0 27800 Nova Measuring Instruments Common Stock M7516K103 1091 97371 SH SOLE 0 0 97371 Nuance Communications Inc 2.75% 11/1/31 US DOMESTIC 67020YAF7 4099 4091262 SH SOLE 0 0 4091262 Old National Bancorp/IN Common Stock 680033107 2157 144700 SH SOLE 0 0 144700 Olin Corp Common Stock 680665205 2162 78300 SH SOLE 0 0 78300 Omnicom Group Inc Common Stock 681919106 16745 230650 SH SOLE 0 0 230650 Omnicom Group Inc 0.00% 7/31/32 US DOMESTIC 681919AV8 4221 3172000 SH SOLE 0 0 3172000 ON Semiconductor Corp Common Stock 682189105 15141 1610700 SH SOLE 0 0 1610700 Owens & Minor Inc Common Stock 690732102 1899 54200 SH SOLE 0 0 54200 Owens-Brockway 3.00% 6/1/15 PRIV PLACEMENT 69073TAQ6 2622 2554653 SH SOLE 0 0 2554653 Oxford Industries Inc Common Stock 691497309 352 4500 SH SOLE 0 0 4500 Pacwest Bancorp Common Stock 695263103 1991 46300 SH SOLE 0 0 46300 Parametric Technology Corp Common Stock 69370C100 1927 54400 SH SOLE 0 0 54400 Parker Hannifin Corp Common Stock 701094104 12619 105410 SH SOLE 0 0 105410 Patterson Cos Inc Common Stock 703395103 24220 579972 SH SOLE 0 0 579972 Penske Automotive Group Inc Common Stock 70959W103 4637 108450 SH SOLE 0 0 108450 Pike Corp Common Stock 721283109 1238 115100 SH SOLE 0 0 115100 Plexus Corp Common Stock 729132100 2084 52000 SH SOLE 0 0 52000 Primerica Inc Common Stock 74164M108 1668 35400 SH SOLE 0 0 35400 Primoris Services Corp Common Stock 74164F103 1235 41200 SH SOLE 0 0 41200 Prospect Capital Corp 5.875% 1/15/19 GLOBAL 74348TAM4 5960 5669105 SH SOLE 0 0 5669105 Prosperity Bancshares Inc Common Stock 743606105 635 9600 SH SOLE 0 0 9600 PS Business Parks Inc REIT 69360J107 1029 12300 SH SOLE 0 0 12300 Rayonier Trs Holdings Inc 4.50% 8/15/15 US DOMESTIC 75508AAC0 4010 2760886 SH SOLE 0 0 2760886 Rayonier Trs Holdings Inc 4.50% 8/15/15 PRIV PLACEMENT 75508AAD8 3478 2394441 SH SOLE 0 0 2394441 Reliance Steel & Aluminum Co Common Stock 759509102 17088 241832 SH SOLE 0 0 241832 Republic Services Inc Common Stock 760759100 18665 546400 SH SOLE 0 0 546400 Robert Half International Inc Common Stock 770323103 15922 379550 SH SOLE 0 0 379550 Rockwell Automation Inc Common Stock 773903109 14625 117425 SH SOLE 0 0 117425 Roper Industries Inc 0.00% 01/15/34 US DOMESTIC 776696AA4 5617 3352000 SH SOLE 0 0 3352000 Rosetta Resources Inc Common Stock 777779307 238 5100 SH SOLE 0 0 5100 RPM International Inc Common Stock 749685103 14575 348350 SH SOLE 0 0 348350 Rudolph Technologies Inc Common Stock 781270103 1001 87700 SH SOLE 0 0 87700 Rush Enterprises Inc Common Stock 781846209 1903 58600 SH SOLE 0 0 58600 Sally Beauty Holdings Inc Common Stock 79546E104 13001 474500 SH SOLE 0 0 474500 Selective Insurance Group Inc Common Stock 816300107 1238 53100 SH SOLE 0 0 53100 Sempra Energy Common Stock 816851109 9641 99636 SH SOLE 0 0 99636 Sensient Technologies Corp Common Stock 81725T100 1698 30100 SH SOLE 0 0 30100 Shoe Carnival Inc Common Stock 824889109 329 14300 SH SOLE 0 0 14300 Silgan Holdings Inc Common Stock 827048109 1790 36149 SH SOLE 0 0 36149 Skyworks Solutions Inc Common Stock 83088M102 5352 142650 SH SOLE 0 0 142650 Snyders-Lance Inc Common Stock 833551104 572 20300 SH SOLE 0 0 20300 South Jersey Industries Inc Common Stock 838518108 1565 27900 SH SOLE 0 0 27900 Southwest Airlines Co Common Stock 844741108 18520 784400 SH SOLE 0 0 784400 Stancorp Financial Group Inc Common Stock 852891100 1630 24400 SH SOLE 0 0 24400 Steris Corp Common Stock 859152100 2235 46800 SH SOLE 0 0 46800 Sterling Bancorp Common Stock 85917A100 1591 125700 SH SOLE 0 0 125700 Summerset Group Holdings Common Stock Q8794G109 1321 424090 SH SOLE 0 0 424090 SunTrust Banks Inc Common Stock 867914103 14070 353609 SH SOLE 0 0 353609 SYKES Enterprises Inc Common Stock 871237103 1727 86900 SH SOLE 0 0 86900 Syneron Medical Ltd Common Stock M87245102 1619 130002 SH SOLE 0 0 130002 Synopsys Inc Common Stock 871607107 15157 394600 SH SOLE 0 0 394600 TRIMAS CORP Common Stock 896215209 1587 47800 SH SOLE 0 0 47800 Werner Enterprises Inc Common Stock 950755108 1783 69900 SH SOLE 0 0 69900 Willis Group Holdings Plc Common Stock G96666105 17291 391819 SH SOLE 0 0 391819 Woodward Inc Common Stock 980745103 1591 38300 SH SOLE 0 0 38300 WR Berkley Corp Common Stock 084423102 9178 220513 SH SOLE 0 0 220513 Xcel Energy Inc Common Stock 98389B100 16372 539252 SH SOLE 0 0 539252 Xylem Inc Common Stock 98419M100 15819 434350 SH SOLE 0 0 434350 Zebra Technologies Corp Common Stock 989207105 1874 27000 SH SOLE 0 0 27000 Core-Mark Holding Co Inc Common Stock 218681104 581 8000 SH SOLE 0 0 8000 Quanex Building Products Corp Common Stock 747619104 651 31500 SH SOLE 0 0 31500 Unit Corp Common Stock 909218109 2759 42200 SH SOLE 0 0 42200 Watts Water Technologies Inc Common Stock 942749102 1532 26100 SH SOLE 0 0 26100 ABBVIE INC COM Common Stocks 00287Y109 30 584 SH SOLE 584 0 0 Abbott Laboratories Common Stock 002824100 63761 1655708 SH SOLE 1655708 0 0 Air Products & Chemicals Inc Common Stock 009158106 117739 989063 SH SOLE 989063 0 0 Altera Corp Common Stock 021441100 83345 2299829 SH SOLE 2299829 0 0 Anadarko Petroleum Corp Common Stock 032511107 138762 1637121 SH SOLE 1637121 0 0 Anheuser-Busch InBev NV ADR 03524A108 63852 606382 SH SOLE 606382 0 0 Apple Inc Common Stock 037833100 213559 397881 SH SOLE 397881 0 0 Applied Materials Inc Common Stock 038222105 87206 4270700 SH SOLE 4270700 0 0 Bank of America Corp Common Stock 060505104 112792 6557678 SH SOLE 6557678 0 0 Bank of New York Mellon Corp/The Common Stock 064058100 85498 2422710 SH SOLE 2422710 0 0 Baxter International Inc Common Stock 071813109 80719 1097022 SH SOLE 1097022 0 0 BP Plc ADR 055622104 70447 1464592 SH SOLE 1464592 0 0 Capital One Financial Corp Common Stock 14040H105 118091 1530458 SH SOLE 1530458 0 0 CH Robinson Worldwide Inc Common Stock 12541W209 70426 1344260 SH SOLE 1344260 0 0 Chesapeake Energy Corp Common Stock 165167107 43287 1689587 SH SOLE 1689587 0 0 Cisco Systems Inc Common Stock 17275R102 109084 4867577 SH SOLE 4867577 0 0 Citigroup Inc Common Stock 172967424 131693 2766671 SH SOLE 2766671 0 0 Comcast Corp Common Stock 20030N101 139950 2797830 SH SOLE 2797830 0 0 CVS Caremark Corp Common Stock 126650100 40358 539117 SH SOLE 539117 0 0 Danaher Corp Common Stock 235851102 67048 893969 SH SOLE 893969 0 0 Dick's Sporting Goods Inc Common Stock 253393102 36174 662395 SH SOLE 662395 0 0 Dow Chemical Co/The Common Stock 260543103 49909 1027148 SH SOLE 1027148 0 0 Eaton Corp Plc Common Stock G29183103 41503 552497 SH SOLE 552497 0 0 EMC Corp/Massachusetts Common Stock 268648102 173973 6347066 SH SOLE 6347066 0 0 General Dynamics Corp Common Stock 369550108 105695 970391 SH SOLE 970391 0 0 Google Inc Common Stock 38259P508 219163 196645 SH SOLE 196645 0 0 Intel Corp Common Stock 458140100 164110 6358324 SH SOLE 6358324 0 0 Johnson & Johnson Common Stock 478160104 62167 632863 SH SOLE 632863 0 0 JPMorgan Chase & Co Common Stock 46625H100 114056 1878698 SH SOLE 1878698 0 0 Koninklijke Philips Electronics NV NY Reg Shrs 500472303 84926 2415403 SH SOLE 2415403 0 0 Merck & Co Inc Common Stock 58933Y105 145517 2563279 SH SOLE 2563279 0 0 MetLife Inc Common Stock 59156R108 83282 1577319 SH SOLE 1577319 0 0 News Corp - Class A Common Stock 65249B109 72769 4225870 SH SOLE 4225870 0 0 Nielsen Holdings N.V. Common Stock N63218106 83008 1859913 SH SOLE 1859913 0 0 Nucor Corp Common Stock 670346105 67734 1340197 SH SOLE 1340197 0 0 Occidental Petroleum Corp Common Stock 674599105 110101 1155430 SH SOLE 1155430 0 0 Pfizer Inc Common Stock 717081103 107286 3340167 SH SOLE 3340167 0 0 Procter & Gamble Co/The Common Stock 742718109 117232 1454487 SH SOLE 1454487 0 0 PVH CORP Common Stock 693656100 94737 759295 SH SOLE 759295 0 0 Roche Holding AG ADR 771195104 76804 2036156 SH SOLE 2036156 0 0 Siemens AG ADR 826197501 118577 877373 SH SOLE 877373 0 0 Starbucks Corp Common Stock 855244109 96521 1315348 SH SOLE 1315348 0 0 United Parcel Service Inc Common Stock 911312106 99971 1026604 SH SOLE 1026604 0 0 Wal-Mart Stores Inc Common Stock 931142103 113145 1480367 SH SOLE 1480367 0 0 Canadian Pacific Railway Ltd Common Stock 13645T100 55107 366330 SH SOLE 366330 0 0 Bristol-Myers Squibb Co 0.00% 9/15/23 US DOMESTIC 110122AN8 6874 4950000 SH SOLE 4950000 0 0 Catamaran Corp Common Stock 148887102 51775 1156714 SH SOLE 1156714 0 0 Celgene Corp Common Stock 151020104 67613 484334 SH SOLE 484334 0 0 Cerner Corp Common Stock 156782104 49715 883825 SH SOLE 883825 0 0 Chesapeake Energy Corp 2.50% 5/15/37 US DOMESTIC 165167BZ9 3972 3903023 SH SOLE 3903023 0 0 Chipotle Mexican Grill Inc Common Stock 169656105 39230 69061 SH SOLE 69061 0 0 CME Group Inc Common Stock 12572Q105 45786 618626 SH SOLE 618626 0 0 Cummins Inc Common Stock 231021106 54030 362640 SH SOLE 362640 0 0 Continental Resources Inc/OK Common Stock 212015101 1086 8745 SH SOLE 8745 0 0 Danaher Corp 0.00% 1/22/21 US DOMESTIC 235851AF9 19999 9174000 SH SOLE 9174000 0 0 Dominion Resources Inc PUBLIC 25746U885 6035 104669 SH SOLE 104669 0 0 Ecolab Inc Common Stock 278865100 52152 482942 SH SOLE 482942 0 0 Facebook Inc Common Stock 30303M102 63725 1057852 SH SOLE 1057852 0 0 FMC Technologies Inc Common Stock 30249U101 45171 863851 SH SOLE 863851 0 0 Ford Motor Co 4.25% 11/15/16 US DOMESTIC 345370CN8 16424 9070997 SH SOLE 9070997 0 0 Gilead Sciences Inc Common Stock 375558103 81731 1153424 SH SOLE 1153424 0 0 Gilead Sciences Inc 1.625% 5/1/16 US DOMESTIC 375558AP8 32713 10516465 SH SOLE 10516465 0 0 Health Care REIT Inc PUBLIC 42217K601 5562 100170 SH SOLE 100170 0 0 Intel Corp 3.25% 8/1/39 US DOMESTIC 458140AF7 29521 21114828 SH SOLE 21114828 0 0 International Game Technology Common Stock 459902102 17068 1213965 SH SOLE 1213965 0 0 International Game Technology 3.25% 5/1/14 US DOMESTIC 459902AQ5 8327 8316109 SH SOLE 8316109 0 0 Jefferies Group Inc 3.875% 11/1/29 US DOMESTIC 472319AG7 15763 14810173 SH SOLE 14810173 0 0 Lam Research Corp 1.25% 5/15/18 US DOMESTIC 512807AL2 14717 11861918 SH SOLE 11861918 0 0 Metlife Inc Pfd 9/11/13 PUBLIC 59156R116 18601 604774 SH SOLE 604774 0 0 Michael Kors Holdings Limited Common Stock G60754101 68218 731412 SH SOLE 731412 0 0 Mohawk Industries Inc Common Stock 608190104 50143 368753 SH SOLE 368753 0 0 Monsanto Co Common Stock 61166W101 73393 645093 SH SOLE 645093 0 0 Monster Beverage Corp. Common Stock 611740101 37346 537735 SH SOLE 537735 0 0 New York Community Capital Trust V PUBLIC 64944P307 12009 246596 SH SOLE 246596 0 0 Newmont Mining Corp 1.625% 7/15/17 US DOMESTIC 651639AJ5 11301 10679575 SH SOLE 10679575 0 0 Nextera Energy PUBLIC 65339F887 5642 91983 SH SOLE 91983 0 0 Novellus Systems 2.625% 5/15/41 US DOMESTIC 670008AD3 10972 6428123 SH SOLE 6428123 0 0 Priceline.com Inc Common Stock 741503403 76254 63977 SH SOLE 63977 0 0 Priceline.com Inc 1.25% 3/15/15 US DOMESTIC 741503AN6 16978 4339446 SH SOLE 4339446 0 0 Priceline.Com Inc 1.00% 3/15/18 US DOMESTIC 741503AQ9 10287 7266601 SH SOLE 7266601 0 0 Prologis LP 3.25% 3/15/15 US DOMESTIC 74340XAT8 12661 10820989 SH SOLE 10820989 0 0 RPM International Inc 2.25% 12/15/20 US DOMESTIC 749685AT0 6088 5253484 SH SOLE 5253484 0 0 Charles Schwab Corp/The Common Stock 808513105 59399 2173396 SH SOLE 2173396 0 0 Splunk Inc Common Stock 848637104 34260 479225 SH SOLE 479225 0 0 Stanley Black & Decker I Pfd 4.75% 11/17/15 PUBLIC 854502309 8804 69062 SH SOLE 69062 0 0 Stanley Black And Decker Preferred PUBLIC 854502804 3266 30254 SH SOLE 30254 0 0 TE Connectivity Ltd Common Stock H84989104 45179 750362 SH SOLE 750362 0 0 Teva Pharm Finance Co LLC 0.25% 2/1/26 US DOMESTIC 88163VAE9 11763 9266923 SH SOLE 9266923 0 0 Tractor Supply Co Common Stock 892356106 51298 726286 SH SOLE 726286 0 0 Twenty-First Century Fox A Common Stock 90130A101 46738 1461924 SH SOLE 1461924 0 0 United Technologies Corp Pfd 8/1/15 PUBLIC 913017117 13965 209774 SH SOLE 209774 0 0 Visa Inc Common Stock 92826C839 69993 324254 SH SOLE 324254 0 0 VMware Inc Common Stock 928563402 41326 382577 SH SOLE 382577 0 0 Wellpoint Inc 2.75% 10/15/42 US DOMESTIC 94973VBG1 24847 16996495 SH SOLE 16996495 0 0 Wells Fargo & Co PUBLIC 949746804 20298 17304 SH SOLE 17304 0 0 Xilinx Inc 2.625% 6/15/17 US DOMESTIC 983919AF8 16243 8663276 SH SOLE 8663276 0 0 Adobe Systems Inc Common Stock 00724F101 60832 925342 SH SOLE 925342 0 0 Affiliated Managers Group Inc Common Stock 008252108 62731 313578 SH SOLE 313578 0 0 Alexion Pharmaceuticals Inc Common Stock 015351109 43284 284520 SH SOLE 284520 0 0 Allegheny Technologies 4.25% 6/1/14 US DOMESTIC 01741RAD4 2666 2612102 SH SOLE 2612102 0 0 Alliance Data Systems Corp Common Stock 018581108 60854 223357 SH SOLE 223357 0 0 Amazon.com Inc Common Stock 023135106 76188 226433 SH SOLE 226433 0 0 Amg Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 1181 18612 SH SOLE 18612 0 0 Biogen Idec Inc Common Stock 09062X103 63798 208580 SH SOLE 208580 0 0 Boeing Co/The Common Stock 097023105 166 1324 SH SOLE 1324 0 0 CBS Corp Common Stock 124857202 141 2282 SH SOLE 2282 0 0 Walt Disney Co/The Common Stock 254687106 344 4293 SH SOLE 4293 0 0 Home Depot Inc Common Stock 437076102 353 4458 SH SOLE 4458 0 0 JB Hunt Transport Services Inc Common Stock 445658107 1713 23809 SH SOLE 23809 0 0 Qualcomm Inc Common Stock 747525103 775 9825 SH SOLE 9825 0 0 TJX Cos Inc Common Stock 872540109 109 1796 SH SOLE 1796 0 0 Tyco International LTD Common Stock H89128104 160 3754 SH SOLE 3754 0 0 Union Pacific Corp Common Stock 907818108 223 1189 SH SOLE 1189 0 0 Zimmer Holdings Inc Common Stock 98956P102 164 1732 SH SOLE 1732 0 0 ABM Industries Inc Common Stock 000957100 35090 1220940 SH SOLE 1220940 0 0 Accenture Plc Common Stock G1151C101 84 1050 SH SOLE 1050 0 0 Advance Auto Parts Inc Common Stock 00751Y106 2185 17275 SH SOLE 17275 0 0 Airtran Holdings Inc 5.25% 11/1/16 US DOMESTIC 00949PAD0 10020 5161515 SH SOLE 5161515 0 0 Alaska Air Group Inc Common Stock 011659109 123 1314 SH SOLE 1314 0 0 Alere Inc Common Stock 01449J105 18777 546627 SH SOLE 546627 0 0 Alexandria Real Estate Equities Inc REIT 015271109 34734 478700 SH SOLE 478700 0 0 Alleghany Corp Common Stock 017175100 33087 81220 SH SOLE 81220 0 0 Allete Inc Common Stock 018522300 25880 493700 SH SOLE 493700 0 0 Alliant Energy Corp Common Stock 018802108 32706 575700 SH SOLE 575700 0 0 Allied World Assurance Co Holdings Ltd Common Stock H01531104 1202 11650 SH SOLE 11650 0 0 Allison Transmission Holdings Inc Common Stock 01973R101 44676 1492200 SH SOLE 1492200 0 0 Altra Industrial Motion Corp Common Stock 02208R106 17297 484499 SH SOLE 484499 0 0 Alza Corp 0.00% 7/28/20 US DOMESTIC 02261WAB5 15950 11815000 SH SOLE 11815000 0 0 American Financial Group Inc/OH Common Stock 025932104 22049 382066 SH SOLE 382066 0 0 American Water Works Co Inc Common Stock 030420103 3026 66650 SH SOLE 66650 0 0 Amerisafe Inc Common Stock 03071H100 17927 408272 SH SOLE 408272 0 0 Amerisourcebergen Corp Common Stock 03073E105 3970 60525 SH SOLE 60525 0 0 Ametek Inc Common Stock 031100100 2618 50850 SH SOLE 50850 0 0 Analog Devices Inc Common Stock 032654105 40296 758300 SH SOLE 758300 0 0 Analogic Corp Common Stock 032657207 20490 249549 SH SOLE 249549 0 0 Anixter International Inc Common Stock 035290105 32873 323813 SH SOLE 323813 0 0 Ann Inc Common Stock 035623107 21811 525823 SH SOLE 525823 0 0 Ares Capital Corp 5.125% 6/1/16 GLOBAL 04010LAD5 6727 6265117 SH SOLE 6265117 0 0 Argo Group International Holdings Ltd Common Stock G0464B107 19634 427766 SH SOLE 427766 0 0 Associated Banc-Corp Common Stock 045487105 43044 2383384 SH SOLE 2383384 0 0 Astec Industries Inc Common Stock 046224101 27322 622235 SH SOLE 622235 0 0 Atmos Energy Corp Common Stock 049560105 36097 765900 SH SOLE 765900 0 0 Autoliv Inc Common Stock 052800109 31992 318800 SH SOLE 318800 0 0 Avery Dennison Corp Common Stock 053611109 38935 768400 SH SOLE 768400 0 0 Avnet Inc Common Stock 053807103 32965 708472 SH SOLE 708472 0 0 Baker Hughes Inc Common Stock 057224107 122 1870 SH SOLE 1870 0 0 Barnes Group Inc Common Stock 067806109 22856 594138 SH SOLE 594138 0 0 Becton Dickinson and Co Common Stock 075887109 38601 329700 SH SOLE 329700 0 0 Bemis Co Inc Common Stock 081437105 36450 928900 SH SOLE 928900 0 0 Berkshire Hathaway Inc Common Stock 084670702 134 1072 SH SOLE 1072 0 0 Blackrock 5.50% 2/15/18 US DOMESTIC 092533AB4 7293 7012066 SH SOLE 7012066 0 0 BlackRock Inc Common Stock 09247X101 182 580 SH SOLE 580 0 0 Broadridge Financial Solutions Inc Common Stock 11133T103 33664 906400 SH SOLE 906400 0 0 Brown Shoe Co Inc Common Stock 115736100 12736 479879 SH SOLE 479879 0 0 Brunswick Corp/DE Common Stock 117043109 18353 405232 SH SOLE 405232 0 0 C&J Energy Services Inc Common Stock 12467B304 20816 713856 SH SOLE 713856 0 0 Cabot Corp Common Stock 127055101 37397 633205 SH SOLE 633205 0 0 Cabot Oil & Gas Corp Common Stock 127097103 2681 79125 SH SOLE 79125 0 0 Cadence Design Systems Inc Common Stock 127387108 2334 150200 SH SOLE 150200 0 0 Calgon Carbon Corp Common Stock 129603106 19322 885120 SH SOLE 885120 0 0 Callaway Golf Co Common Stock 131193104 18122 1773143 SH SOLE 1773143 0 0 Carefusion Corp Common Stock 14170T101 45671 1135525 SH SOLE 1135525 0 0 Carlisle Cos Inc Common Stock 142339100 34742 437884 SH SOLE 437884 0 0 Casey's General Stores Inc Common Stock 147528103 27379 405076 SH SOLE 405076 0 0 Celadon Group Inc Common Stock 150838100 6896 286840 SH SOLE 286840 0 0 Charles River Laboratories International Inc Common Stock 159864107 27154 450012 SH SOLE 450012 0 0 Cheesecake Factory Inc/The Common Stock 163072101 18933 397502 SH SOLE 397502 0 0 Chevron Corp Common Stock 166764100 170 1429 SH SOLE 1429 0 0 Chico's FAS Inc Common Stock 168615102 32329 2016800 SH SOLE 2016800 0 0 Chubb Corp Common Stock 171232101 29389 329100 SH SOLE 329100 0 0 Church & Dwight Co Inc Common Stock 171340102 2721 39400 SH SOLE 39400 0 0 Cigna Corp Common Stock 125509109 2868 34250 SH SOLE 34250 0 0 Cimarex Energy Co Common Stock 171798101 24745 207750 SH SOLE 207750 0 0 Cintas Corp Common Stock 172908105 33304 558700 SH SOLE 558700 0 0 City National Corp/CA Common Stock 178566105 22128 281100 SH SOLE 281100 0 0 Clean Harbors Inc Common Stock 184496107 20475 373700 SH SOLE 373700 0 0 Cloud Peak Energy Inc Common Stock 18911Q102 13704 648239 SH SOLE 648239 0 0 Coach Inc Common Stock 189754104 70 1417 SH SOLE 1417 0 0 Cognizant Technology Solutions Corp Common Stock 192446102 1439 28425 SH SOLE 28425 0 0 Columbia Banking System Inc Common Stock 197236102 32203 1129125 SH SOLE 1129125 0 0 Comfort Systems USA Inc Common Stock 199908104 11893 780354 SH SOLE 780354 0 0 Concho Resources Inc/Midland TX Common Stock 20605P101 1201 9800 SH SOLE 9800 0 0 Conmed Corp Common Stock 207410101 14083 324114 SH SOLE 324114 0 0 Constellation Brands Inc Common Stock 21036P108 2199 25875 SH SOLE 25875 0 0 Constellium NV Common Stock N22035104 3235 110212 SH SOLE 110212 0 0 Core-Mark Holding Co Inc Common Stock 218681104 9324 128433 SH SOLE 128433 0 0 Costco Wholesale Corp Common Stock 22160K105 144 1289 SH SOLE 1289 0 0 Covidien Plc Common Stock G2554F113 93 1260 SH SOLE 1260 0 0 Crown Castle International Corp REIT 228227104 2217 30050 SH SOLE 30050 0 0 Crown Holdings Inc Common Stock 228368106 2358 52700 SH SOLE 52700 0 0 Cullen/Frost Bankers Inc Common Stock 229899109 34710 447700 SH SOLE 447700 0 0 Dana Holding Corp Common Stock 235825205 32530 1397956 SH SOLE 1397956 0 0 Delphi Automotive PLC Common Stock G27823106 72 1068 SH SOLE 1068 0 0 Devon Energy Corp Common Stock 25179M103 50010 747200 SH SOLE 747200 0 0 Devry Education Group Inc Common Stock 251893103 21076 497200 SH SOLE 497200 0 0 Diebold Inc Common Stock 253651103 34010 852600 SH SOLE 852600 0 0 Digital Realty 5.50% 4/15/29 PRIV PLACEMENT 25389JAC0 1392 1019590 SH SOLE 1019590 0 0 Discover Financial Services Common Stock 254709108 3184 54715 SH SOLE 54715 0 0 Dominion Resources Inc PUBLIC 25746U703 3506 60973 SH SOLE 60973 0 0 Dominion Resources Inc 2.125% 12/15/23 US DOMESTIC 25746UAT6 9800 4656805 SH SOLE 4656805 0 0 Dover Corp Common Stock 260003108 22874 279800 SH SOLE 279800 0 0 Drew Industries Inc Common Stock 26168L205 4592 84727 SH SOLE 84727 0 0 DST Systems Inc Common Stock 233326107 2547 26875 SH SOLE 26875 0 0 El Paso Electric Co Common Stock 283677854 26262 735019 SH SOLE 735019 0 0 EMCOR Group Inc Common Stock 29084Q100 40388 863169 SH SOLE 863169 0 0 Encore Wire Corp Common Stock 292562105 25579 527289 SH SOLE 527289 0 0 Endurance Specialty Holdings Ltd Common Stock G30397106 29913 555700 SH SOLE 555700 0 0 Energen Corp Common Stock 29265N108 27508 340400 SH SOLE 340400 0 0 EnerSys Common Stock 29275Y102 68 979 SH SOLE 979 0 0 Entegris Inc Common Stock 29362U104 28898 2386266 SH SOLE 2386266 0 0 Entertainment One Common Stock 29382B102 140 25423 SH SOLE 25423 0 0 Envision Healthcare Holdings Inc Common Stock 29413U103 1098 32450 SH SOLE 32450 0 0 Essex Property Trust Inc REIT 297178105 1539 9050 SH SOLE 9050 0 0 Esterline Technologies Corp Common Stock 297425100 22968 215582 SH SOLE 215582 0 0 F5 Networks Inc Common Stock 315616102 1831 17175 SH SOLE 17175 0 0 Fairchild Semiconductor International Inc Common Stock 303726103 26340 1910084 SH SOLE 1910084 0 0 Federal Home Loan Mortgage Corp 6.50% 11/1/34 MBS 30yr 3128MJAZ3 6 5000 SH SOLE 5000 0 0 Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 3 2935 SH SOLE 2935 0 0 Federal Home Loan Mortgage Corp 7.00% 4/1/32 MBS 30yr 31287RP37 9 8125 SH SOLE 8125 0 0 Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TJL2 0 99 SH SOLE 99 0 0 Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 0 439 SH SOLE 439 0 0 Federal National Mortgage Association 6.00% 1/1/37 MBS 30yr 31410XZR0 22 19260 SH SOLE 19260 0 0 Federal National Mortgage Association 6.00% 10/1/29 MBS 30yr 31374T3C1 6 5109 SH SOLE 5109 0 0 Federal National Mortgage Association 6.00% 11/1/36 MBS 30yr 31411AWL5 2 2218 SH SOLE 2218 0 0 Federal National Mortgage Association 6.00% 12/1/33 MBS 30yr 31403MUX5 3 2448 SH SOLE 2448 0 0 Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 2 1631 SH SOLE 1631 0 0 Federal National Mortgage Association 6.50% 3/1/29 MBS 30yr 31382NCE0 3 2285 SH SOLE 2285 0 0 Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31390NQU9 5 4646 SH SOLE 4646 0 0 Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31402AQK5 5 4190 SH SOLE 4190 0 0 Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 1 845 SH SOLE 845 0 0 Federal National Mortgage Association 7.50% 11/1/29 MBS 30yr 31371H2F4 4 3117 SH SOLE 3117 0 0 Federal National Mortgage Association 8.00% 11/1/28 MBS 30yr 31385H2P6 6 5437 SH SOLE 5437 0 0 Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 0 298 SH SOLE 298 0 0 Fidelity National Information Services Inc Common Stock 31620M106 33182 620800 SH SOLE 620800 0 0 Fifth Third Bancorp Common Stock 316773100 36502 1590485 SH SOLE 1590485 0 0 Fluor Corp 1.50% 2/15/24 US DOMESTIC 343412AA0 11372 4032739 SH SOLE 4032739 0 0 FMC Corp Common Stock 302491303 2042 26675 SH SOLE 26675 0 0 FNB Corp/PA Common Stock 302520101 18189 1357425 SH SOLE 1357425 0 0 Forward Air Corp Common Stock 349853101 20124 436427 SH SOLE 436427 0 0 Gannett Co Inc Common Stock 364730101 25726 932100 SH SOLE 932100 0 0 GATX Corp Common Stock 361448103 25841 380689 SH SOLE 380689 0 0 Government National Mortgage Association 1.29325% 1/1/55 Agncy CMBS 38378KRL5 63 63155 SH SOLE 63155 0 0 Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KVE5 3446 3010897 SH SOLE 3010897 0 0 Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KZJ0 4668 4070185 SH SOLE 4070185 0 0 Government National Mortgage Association 10.00% 4/15/25 MBS 30yr 36241LL53 4963 4329203 SH SOLE 4329203 0 0 Government National Mortgage Association 11.50% 11/16/17 Agncy CMO Other 38374L7N5 31 28806 SH SOLE 28806 0 0 Government National Mortgage Association 5.00% 5/15/39 MBS 30yr 36296UX21 12909 11373200 SH SOLE 11373200 0 0 Government National Mortgage Association 5.00% 9/15/33 MBS 30yr 36290SHN4 1191 1035507 SH SOLE 1035507 0 0 Government National Mortgage Association 5.00% 9/15/39 MBS 30yr 3620A9S44 59 54003 SH SOLE 54003 0 0 Government National Mortgage Association 5.00% 9/15/39 MBS 30yr 36297FWP3 691 631579 SH SOLE 631579 0 0 Government National Mortgage Association 5.50% 1/15/39 MBS 30yr 3622A2C42 5257 4600985 SH SOLE 4600985 0 0 Government National Mortgage Association 6.00% 1/15/22 MBS 15yr 36241KLN6 222 202023 SH SOLE 202023 0 0 Government National Mortgage Association 6.00% 1/15/24 MBS 30yr 36203EPD4 129 114717 SH SOLE 114717 0 0 Government National Mortgage Association 6.00% 1/15/33 MBS 30yr 36225BWL8 162 140907 SH SOLE 140907 0 0 Government National Mortgage Association 6.00% 10/15/33 MBS 30yr 36225BZ43 74 63889 SH SOLE 63889 0 0 Government National Mortgage Association 6.00% 11/15/23 MBS 15yr 36241KWU8 80 73526 SH SOLE 73526 0 0 Government National Mortgage Association 6.00% 11/15/39 MBS 30yr 36241LE69 5896 5000796 SH SOLE 5000796 0 0 Government National Mortgage Association 6.00% 12/15/23 MBS 30yr 36203STX5 136 121891 SH SOLE 121891 0 0 Government National Mortgage Association 6.00% 12/15/23 MBS 15yr 36296UKB5 331 297826 SH SOLE 297826 0 0 Government National Mortgage Association 6.00% 12/15/28 MBS 30yr 36210AWU7 45 38910 SH SOLE 38910 0 0 Government National Mortgage Association 6.00% 2/15/33 MBS 30yr 36225BWZ7 195 169238 SH SOLE 169238 0 0 Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 104 90558 SH SOLE 90558 0 0 Government National Mortgage Association 6.00% 2/20/29 Agncy CMO Z 3837H1U90 451 403287 SH SOLE 403287 0 0 Government National Mortgage Association 6.00% 3/15/29 MBS 30yr 36209FGU7 52 45935 SH SOLE 45935 0 0 Government National Mortgage Association 6.00% 4/15/28 MBS 30yr 36225A2B5 106 92782 SH SOLE 92782 0 0 Government National Mortgage Association 6.00% 4/15/29 MBS 30yr 36225BDT2 72 62614 SH SOLE 62614 0 0 Government National Mortgage Association 6.00% 6/15/29 MBS 30yr 36225BET1 44 38101 SH SOLE 38101 0 0 Government National Mortgage Association 6.00% 6/15/40 MBS 30yr 36241L4K9 23161 19691209 SH SOLE 19691209 0 0 Government National Mortgage Association 6.00% 7/15/36 MBS 30yr 36241L5Z5 15149 13161125 SH SOLE 13161125 0 0 Government National Mortgage Association 6.00% 9/15/34 MBS 30yr 36241LX92 306 265360 SH SOLE 265360 0 0 Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36225B2G2 300 262720 SH SOLE 262720 0 0 Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36241LCP9 6701 5859657 SH SOLE 5859657 0 0 Government National Mortgage Association 6.50% 1/15/35 MBS 30yr 36241LTK2 37161 31806507 SH SOLE 31806507 0 0 Government National Mortgage Association 6.50% 1/15/39 MBS 30yr 3622A2B68 9500 8285514 SH SOLE 8285514 0 0 Government National Mortgage Association 6.50% 10/15/38 MBS 30yr 36241LMC7 1898 1632819 SH SOLE 1632819 0 0 Government National Mortgage Association 6.50% 10/16/24 Agncy CMO Other 3837H0GK3 679 591256 SH SOLE 591256 0 0 Government National Mortgage Association 6.50% 11/20/27 MBS 30yr 36202CYD9 7 5699 SH SOLE 5699 0 0 Government National Mortgage Association 6.50% 11/20/31 MBS 30yr 36202DQN4 17 14673 SH SOLE 14673 0 0 Government National Mortgage Association 6.50% 12/15/25 MBS 30yr 36241LE51 37571 32959278 SH SOLE 32959278 0 0 Government National Mortgage Association 6.50% 12/15/32 MBS 30yr 36241LE44 38837 33668895 SH SOLE 33668895 0 0 Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 3622A2FK3 10993 9457954 SH SOLE 9457954 0 0 Government National Mortgage Association 6.50% 2/15/36 MBS 30yr 3622A2E57 12127 10504673 SH SOLE 10504673 0 0 Government National Mortgage Association 6.50% 2/20/28 MBS 30yr 36202CZL0 898 760057 SH SOLE 760057 0 0 Government National Mortgage Association 6.50% 3/15/29 MBS 30yr 36210VVK4 9 8173 SH SOLE 8173 0 0 Government National Mortgage Association 6.50% 3/15/34 MBS 30yr 36225B5K0 304 263896 SH SOLE 263896 0 0 Government National Mortgage Association 6.50% 3/16/31 Agncy CMO Other 383739LD9 632 556784 SH SOLE 556784 0 0 Government National Mortgage Association 6.50% 4/15/36 MBS 30yr 36241KKD9 47122 40724264 SH SOLE 40724264 0 0 Government National Mortgage Association 6.50% 4/20/28 Agncy CMO Z 3837H1UD1 299 257814 SH SOLE 257814 0 0 Government National Mortgage Association 6.50% 5/15/29 MBS 30yr 36225BEL8 3971 3489051 SH SOLE 3489051 0 0 Government National Mortgage Association 6.50% 5/16/31 Agncy CMO Other 3837394D8 533 468434 SH SOLE 468434 0 0 Government National Mortgage Association 6.50% 5/20/27 MBS 30yr 36202CVT7 11 10093 SH SOLE 10093 0 0 Government National Mortgage Association 6.50% 6/20/28 Agncy CMO Z 3837H1XU0 179 159493 SH SOLE 159493 0 0 Government National Mortgage Association 6.50% 6/20/32 Agncy CMO Other 38373MDN7 468 411278 SH SOLE 411278 0 0 Government National Mortgage Association 6.50% 7/15/24 MBS 30yr 36225AAB6 52 45806 SH SOLE 45806 0 0 Government National Mortgage Association 6.50% 7/15/32 MBS 30yr 36200RG48 56 48313 SH SOLE 48313 0 0 Government National Mortgage Association 6.50% 7/15/34 MBS 30yr 36241LK62 5641 4996739 SH SOLE 4996739 0 0 Government National Mortgage Association 6.50% 7/15/39 MBS 30yr 3622A2D66 9353 8051620 SH SOLE 8051620 0 0 Government National Mortgage Association 6.50% 7/16/32 Agncy CMO Other 38373X6T8 73 63822 SH SOLE 63822 0 0 Government National Mortgage Association 6.50% 7/20/32 Agncy CMO Z 38373X4R4 516 453722 SH SOLE 453722 0 0 Government National Mortgage Association 6.50% 8/15/34 MBS 30yr 36241LNK8 2713 2353790 SH SOLE 2353790 0 0 Government National Mortgage Association 6.50% 8/15/37 MBS 30yr 36241L5D4 14009 12072294 SH SOLE 12072294 0 0 Government National Mortgage Association 6.50% 8/20/27 MBS 30yr 36202CW74 40 34623 SH SOLE 34623 0 0 Government National Mortgage Association 6.50% 8/20/31 Agncy CMO Other 38373RWF2 448 434468 SH SOLE 434468 0 0 Government National Mortgage Association 6.50% 9/15/32 MBS 30yr 36225BUV8 14034 12098431 SH SOLE 12098431 0 0 Government National Mortgage Association 7.00% 1/15/33 MBS 30yr 36241KJT6 68 58224 SH SOLE 58224 0 0 Government National Mortgage Association 7.00% 1/15/39 MBS 30yr 3622A2AC6 1526 1288556 SH SOLE 1288556 0 0 Government National Mortgage Association 7.00% 1/20/26 MBS 30yr 36202CMA8 318 269021 SH SOLE 269021 0 0 Government National Mortgage Association 7.00% 10/15/23 MBS 30yr 36203EHB7 165 150894 SH SOLE 150894 0 0 Government National Mortgage Association 7.00% 10/16/33 Agncy CMBS 38376GE55 10954 10053537 SH SOLE 10053537 0 0 Government National Mortgage Association 7.00% 10/20/27 MBS 30yr 36202CXZ1 6 5295 SH SOLE 5295 0 0 Government National Mortgage Association 7.00% 11/15/23 MBS 30yr 36204H6Q8 826 748824 SH SOLE 748824 0 0 Government National Mortgage Association 7.00% 11/15/29 MBS 30yr 36225BGW2 25 21228 SH SOLE 21228 0 0 Government National Mortgage Association 7.00% 11/15/32 MBS 30yr 36225BV21 6341 5356958 SH SOLE 5356958 0 0 Government National Mortgage Association 7.00% 11/16/40 Agncy CMBS 38376GWT3 6914 6184913 SH SOLE 6184913 0 0 Government National Mortgage Association 7.00% 11/20/28 MBS 30yr 36202C6L2 165 140879 SH SOLE 140879 0 0 Government National Mortgage Association 7.00% 12/15/30 MBS 30yr 36225BLL0 23 19846 SH SOLE 19846 0 0 Government National Mortgage Association 7.00% 12/15/32 MBS 30yr 36241LFA9 48758 41326218 SH SOLE 41326218 0 0 Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241KFV5 1916 1621353 SH SOLE 1621353 0 0 Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241LFB7 47802 40524456 SH SOLE 40524456 0 0 Government National Mortgage Association 7.00% 12/16/37 Agncy CMBS 38376GXJ4 10891 10053852 SH SOLE 10053852 0 0 Government National Mortgage Association 7.00% 12/20/32 MBS 30yr 36241KLW6 3811 3224808 SH SOLE 3224808 0 0 Government National Mortgage Association 7.00% 2/16/40 Agncy CMBS 38376GVW7 9271 8085915 SH SOLE 8085915 0 0 Government National Mortgage Association 7.00% 2/20/26 MBS 30yr 36202CMR1 779 668377 SH SOLE 668377 0 0 Government National Mortgage Association 7.00% 3/15/35 MBS 30yr 36241KHC5 2341 1981035 SH SOLE 1981035 0 0 Government National Mortgage Association 7.00% 3/15/36 MBS 30yr 36241LN69 424 364642 SH SOLE 364642 0 0 Government National Mortgage Association 7.00% 3/16/46 Agncy CMBS 38378BQR3 10966 9696153 SH SOLE 9696153 0 0 Government National Mortgage Association 7.00% 3/20/23 MBS 30yr 36202BA88 0 260 SH SOLE 260 0 0 Government National Mortgage Association 7.00% 3/20/26 MBS 30yr 36202CM91 707 609474 SH SOLE 609474 0 0 Government National Mortgage Association 7.00% 4/15/16 MBS 15yr 36212G5W8 40 39177 SH SOLE 39177 0 0 Government National Mortgage Association 7.00% 4/15/31 MBS 30yr 36225BQK7 118 100138 SH SOLE 100138 0 0 Government National Mortgage Association 7.00% 4/15/33 MBS 30yr 36241LQD1 11645 9919862 SH SOLE 9919862 0 0 Government National Mortgage Association 7.00% 4/15/35 MBS 30yr 36241KMF2 901 765706 SH SOLE 765706 0 0 Government National Mortgage Association 7.00% 4/16/44 Agncy CMBS 38378BTZ2 9389 8471749 SH SOLE 8471749 0 0 Government National Mortgage Association 7.00% 4/20/28 MBS 30yr 36202C2K8 1 701 SH SOLE 701 0 0 Government National Mortgage Association 7.00% 5/15/33 MBS 30yr 36241LKR6 7066 5988623 SH SOLE 5988623 0 0 Government National Mortgage Association 7.00% 5/16/37 Agncy CMBS 38376GVC1 10635 10055154 SH SOLE 10055154 0 0 Government National Mortgage Association 7.00% 5/20/17 MBS 30yr 36202AZ26 0 387 SH SOLE 387 0 0 Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2AQ5 21770 18383350 SH SOLE 18383350 0 0 Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 10748 9134969 SH SOLE 9134969 0 0 Government National Mortgage Association 7.00% 6/16/39 Agncy CMBS 38376GYE4 9044 8155817 SH SOLE 8155817 0 0 Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPC6 113 95565 SH SOLE 95565 0 0 Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPH5 1462 1237046 SH SOLE 1237046 0 0 Government National Mortgage Association 7.00% 7/15/35 MBS 30yr 36241LMJ2 110 93203 SH SOLE 93203 0 0 Government National Mortgage Association 7.00% 8/15/27 MBS 30yr 36225AVT4 23 19525 SH SOLE 19525 0 0 Government National Mortgage Association 7.00% 8/15/29 MBS 30yr 36225BFR4 1368 1159094 SH SOLE 1159094 0 0 Government National Mortgage Association 7.00% 8/15/31 MBS 30yr 36241KUN6 7964 6868114 SH SOLE 6868114 0 0 Government National Mortgage Association 7.00% 8/15/34 MBS 30yr 36241LC95 262 221397 SH SOLE 221397 0 0 Government National Mortgage Association 7.00% 8/15/35 MBS 30yr 36241LWC6 7781 6695956 SH SOLE 6695956 0 0 Government National Mortgage Association 7.00% 8/20/37 MBS 30yr 36202EPC7 103 87497 SH SOLE 87497 0 0 Government National Mortgage Association 7.00% 9/15/31 MBS 30yr 36225BPM4 284 240829 SH SOLE 240829 0 0 Government National Mortgage Association 7.125% 3/15/23 MBS 30yr 36290NKE1 4752 4175704 SH SOLE 4175704 0 0 Government National Mortgage Association 7.125% 7/15/25 MBS 30yr 36290NM74 291 262737 SH SOLE 262737 0 0 Government National Mortgage Association 7.49% 10/15/20 MBS 30yr 3622013F0 1 1260 SH SOLE 1260 0 0 Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014A0 38 33142 SH SOLE 33142 0 0 Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014B8 40 35500 SH SOLE 35500 0 0 Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014F9 28 24817 SH SOLE 24817 0 0 Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014L6 40 35557 SH SOLE 35557 0 0 Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012P9 23 19805 SH SOLE 19805 0 0 Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012Q7 57 50223 SH SOLE 50223 0 0 Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012X2 28 24688 SH SOLE 24688 0 0 Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622013B9 20 17653 SH SOLE 17653 0 0 Government National Mortgage Association 7.49% 9/15/20 MBS 30yr 3622013E3 143 126847 SH SOLE 126847 0 0 Government National Mortgage Association 7.50% 1/15/37 MBS 30yr 36241LXJ0 15375 12710280 SH SOLE 12710280 0 0 Government National Mortgage Association 7.50% 10/15/35 MBS 30yr 36241KKZ0 2677 2274723 SH SOLE 2274723 0 0 Government National Mortgage Association 7.50% 11/15/37 MBS 30yr 3622A2EN8 10233 8469432 SH SOLE 8469432 0 0 Government National Mortgage Association 7.50% 12/15/27 MBS 30yr 36208UYA9 0 0 SH SOLE 0 0 0 Government National Mortgage Association 7.50% 12/15/34 MBS 30yr 3622A2A85 8836 7349255 SH SOLE 7349255 0 0 Government National Mortgage Association 7.50% 2/15/35 MBS 30yr 36241KZL5 3638 3034533 SH SOLE 3034533 0 0 Government National Mortgage Association 7.50% 3/15/32 MBS 30yr 36225BUB2 3276 2716161 SH SOLE 2716161 0 0 Government National Mortgage Association 7.50% 4/15/34 MBS 30yr 36241KHY7 24951 20979296 SH SOLE 20979296 0 0 Government National Mortgage Association 7.50% 5/16/27 Agncy CMO Other 3837H0S79 100 87149 SH SOLE 87149 0 0 Government National Mortgage Association 7.50% 6/15/35 MBS 30yr 36241LQ90 8952 7450695 SH SOLE 7450695 0 0 Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K75 110 101079 SH SOLE 101079 0 0 Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K83 74 67581 SH SOLE 67581 0 0 Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 3622A2EU2 10871 9054607 SH SOLE 9054607 0 0 Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 36241LGC4 941 787955 SH SOLE 787955 0 0 Government National Mortgage Association 7.50% 8/15/34 MBS 30yr 36241KZK7 6211 5181290 SH SOLE 5181290 0 0 Government National Mortgage Association 7.50% 8/20/25 MBS 30yr 36202CH97 42 36499 SH SOLE 36499 0 0 Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Y3 56 49025 SH SOLE 49025 0 0 Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Z0 215 185326 SH SOLE 185326 0 0 Government National Mortgage Association 7.50% 9/20/26 Agncy CMO Other 3837H0XC2 181 156300 SH SOLE 156300 0 0 Government National Mortgage Association 7.75% 11/15/20 MBS 30yr 36290NFM9 1377 1244186 SH SOLE 1244186 0 0 Government National Mortgage Association 7.75% 6/15/30 MBS Other 36212YTT0 311 309949 SH SOLE 309949 0 0 Government National Mortgage Association 7.75% 9/15/33 MBS Other 36213NGH3 522 489434 SH SOLE 489434 0 0 Government National Mortgage Association 7.92% 7/15/23 MBS Other 36213BSQ6 546 516707 SH SOLE 516707 0 0 Government National Mortgage Association 8.00% 1/15/31 MBS Other 36213BJW3 1068 999156 SH SOLE 999156 0 0 Government National Mortgage Association 8.00% 1/15/32 MBS 30yr 36241KMZ8 11399 9397298 SH SOLE 9397298 0 0 Government National Mortgage Association 8.00% 1/20/22 MBS 30yr 36202B5R2 0 53 SH SOLE 53 0 0 Government National Mortgage Association 8.00% 1/20/25 MBS 30yr 36202CEJ8 9 8211 SH SOLE 8211 0 0 Government National Mortgage Association 8.00% 1/20/28 MBS 30yr 36202CZB2 34 29842 SH SOLE 29842 0 0 Government National Mortgage Association 8.00% 1/20/29 MBS 30yr 36202DAE1 28 25239 SH SOLE 25239 0 0 Government National Mortgage Association 8.00% 1/20/30 MBS 30yr 36202DFH9 1497 1262334 SH SOLE 1262334 0 0 Government National Mortgage Association 8.00% 1/20/31 MBS 30yr 36179NGF9 703 604688 SH SOLE 604688 0 0 Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36208E7A5 0 106 SH SOLE 106 0 0 Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36225BFG8 2969 2455878 SH SOLE 2455878 0 0 Government National Mortgage Association 8.00% 10/20/22 MBS 30yr 36202AN37 0 142 SH SOLE 142 0 0 Government National Mortgage Association 8.00% 10/20/29 MBS 30yr 36202DD73 584 481190 SH SOLE 481190 0 0 Government National Mortgage Association 8.00% 11/15/27 MBS 30yr 36225A7B0 2612 2139810 SH SOLE 2139810 0 0 Government National Mortgage Association 8.00% 11/15/33 MBS Other 36200TNP9 238 222209 SH SOLE 222209 0 0 Government National Mortgage Association 8.00% 11/16/29 Agncy CMO Z 3837H3LY1 307 259545 SH SOLE 259545 0 0 Government National Mortgage Association 8.00% 11/20/24 MBS 30yr 36202CDE0 81 71514 SH SOLE 71514 0 0 Government National Mortgage Association 8.00% 11/20/25 MBS 30yr 36202CLB7 9 7504 SH SOLE 7504 0 0 Government National Mortgage Association 8.00% 11/20/27 MBS 30yr 36202CYH0 24 20305 SH SOLE 20305 0 0 Government National Mortgage Association 8.00% 11/20/29 MBS 30yr 36202DEM9 892 737234 SH SOLE 737234 0 0 Government National Mortgage Association 8.00% 12/15/25 MBS 30yr 36225BQB7 258 227092 SH SOLE 227092 0 0 Government National Mortgage Association 8.00% 12/15/30 MBS 30yr 3622A2CK6 10151 8287468 SH SOLE 8287468 0 0 Government National Mortgage Association 8.00% 12/15/35 MBS 30yr 36241KJA7 16802 13497981 SH SOLE 13497981 0 0 Government National Mortgage Association 8.00% 12/20/24 MBS 30yr 36202CD34 0 264 SH SOLE 264 0 0 Government National Mortgage Association 8.00% 12/20/25 MBS 30yr 36202CLW1 23 19741 SH SOLE 19741 0 0 Government National Mortgage Association 8.00% 12/20/27 MBS 30yr 36202CYW7 27 23629 SH SOLE 23629 0 0 Government National Mortgage Association 8.00% 12/20/29 MBS 30yr 36202DE31 707 577813 SH SOLE 577813 0 0 Government National Mortgage Association 8.00% 2/20/23 MBS 30yr 36202A3U9 1 715 SH SOLE 715 0 0 Government National Mortgage Association 8.00% 2/20/26 MBS 30yr 36202CMU4 68 59694 SH SOLE 59694 0 0 Government National Mortgage Association 8.00% 2/20/28 MBS 30yr 36202CZP1 26 22825 SH SOLE 22825 0 0 Government National Mortgage Association 8.00% 3/20/26 MBS 30yr 36202CNC3 6 4871 SH SOLE 4871 0 0 Government National Mortgage Association 8.00% 3/20/29 MBS 30yr 36202DA92 38 35887 SH SOLE 35887 0 0 Government National Mortgage Association 8.00% 4/15/38 MBS 30yr 36241LNH5 7302 6082300 SH SOLE 6082300 0 0 Government National Mortgage Association 8.00% 4/20/25 MBS 30yr 36202CF57 1 1039 SH SOLE 1039 0 0 Government National Mortgage Association 8.00% 4/20/29 MBS 30yr 36202DBM2 6 6379 SH SOLE 6379 0 0 Government National Mortgage Association 8.00% 6/20/22 MBS 30yr 36202CBM4 0 294 SH SOLE 294 0 0 Government National Mortgage Association 8.00% 6/20/23 MBS 30yr 36202BLD5 11 9611 SH SOLE 9611 0 0 Government National Mortgage Association 8.00% 6/20/24 MBS 30yr 36202B5W1 0 141 SH SOLE 141 0 0 Government National Mortgage Association 8.00% 6/20/28 MBS 30yr 36202C3P6 7 6336 SH SOLE 6336 0 0 Government National Mortgage Association 8.00% 7/15/24 MBS Other 36212YTX1 102 101588 SH SOLE 101588 0 0 Government National Mortgage Association 8.00% 7/15/29 MBS 30yr 36225BFK9 20 16947 SH SOLE 16947 0 0 Government National Mortgage Association 8.00% 7/20/17 MBS 30yr 36202A3E5 0 54 SH SOLE 54 0 0 Government National Mortgage Association 8.00% 7/20/22 MBS 30yr 36202AAH0 0 231 SH SOLE 231 0 0 Government National Mortgage Association 8.00% 7/20/24 MBS 30yr 36202B7B5 0 150 SH SOLE 150 0 0 Government National Mortgage Association 8.00% 7/20/25 MBS 30yr 36202CHM8 55 46401 SH SOLE 46401 0 0 Government National Mortgage Association 8.00% 7/20/29 MBS 30yr 36202DCW9 0 394 SH SOLE 394 0 0 Government National Mortgage Association 8.00% 8/15/26 MBS 30yr 36207H4R5 0 99 SH SOLE 99 0 0 Government National Mortgage Association 8.00% 8/15/31 MBS Other 36213NH25 224 209433 SH SOLE 209433 0 0 Government National Mortgage Association 8.00% 8/20/24 MBS 30yr 36202CBJ1 8 7436 SH SOLE 7436 0 0 Government National Mortgage Association 8.00% 8/20/25 MBS 30yr 36202CJC8 9 7808 SH SOLE 7808 0 0 Government National Mortgage Association 8.00% 8/20/28 MBS 30yr 36202C4S9 1 1103 SH SOLE 1103 0 0 Government National Mortgage Association 8.00% 8/20/29 MBS 30yr 36202DDC2 53 45722 SH SOLE 45722 0 0 Government National Mortgage Association 8.00% 9/15/27 MBS 30yr 3622A2C67 9910 8218216 SH SOLE 8218216 0 0 Government National Mortgage Association 8.00% 9/15/32 MBS 30yr 3622A2FH0 12411 10259973 SH SOLE 10259973 0 0 Government National Mortgage Association 8.00% 9/20/22 MBS 30yr 36202AFM4 0 112 SH SOLE 112 0 0 Government National Mortgage Association 8.00% 9/20/23 MBS 30yr 36202BQ57 0 47 SH SOLE 47 0 0 Government National Mortgage Association 8.00% 9/20/24 MBS 30yr 36202CCE1 4 3853 SH SOLE 3853 0 0 Government National Mortgage Association 8.00% 9/20/28 MBS 30yr 36202C5G4 11 9480 SH SOLE 9480 0 0 Government National Mortgage Association 8.25% 4/15/20 MBS 30yr 36225A4V9 157 139077 SH SOLE 139077 0 0 Government National Mortgage Association 8.25% 9/15/30 MBS Other 36210KPU3 256 240593 SH SOLE 240593 0 0 Government National Mortgage Association 8.50% 2/15/32 MBS 30yr 36241LNJ1 6574 5571918 SH SOLE 5571918 0 0 Government National Mortgage Association 8.50% 7/15/32 MBS 30yr 36225BUX4 279 222977 SH SOLE 222977 0 0 Government National Mortgage Association 8.60% 5/15/27 MBS Other 36213BSG8 457 459940 SH SOLE 459940 0 0 Government National Mortgage Association 9.00% 10/15/29 MBS 30yr 36225BGZ5 396 324697 SH SOLE 324697 0 0 Government National Mortgage Association 9.00% 12/15/17 MBS 30yr 36225ABQ2 1010 936958 SH SOLE 936958 0 0 Government National Mortgage Association 9.00% 9/15/17 MBS 30yr 36218UHK4 0 9 SH SOLE 9 0 0 Government National Mortgage Association 9.50% 7/15/25 MBS 30yr 36225BF78 7 5571 SH SOLE 5571 0 0 Government National Mortgage Association II 6.00% 1/20/29 MBS 30yr 36202C7L1 687 596298 SH SOLE 596298 0 0 Government National Mortgage Association II 6.00% 1/20/32 MBS 30yr 36202DRG8 338 297787 SH SOLE 297787 0 0 Government National Mortgage Association II 6.00% 1/20/34 MBS 30yr 36202D3J8 275 239118 SH SOLE 239118 0 0 Government National Mortgage Association II 6.00% 11/20/31 MBS 30yr 36202DQM6 75 65155 SH SOLE 65155 0 0 Government National Mortgage Association II 6.00% 2/20/29 MBS 30yr 36202DAN1 204 176802 SH SOLE 176802 0 0 Government National Mortgage Association II 6.00% 2/20/34 MBS 30yr 36202D4A6 195 168902 SH SOLE 168902 0 0 Government National Mortgage Association II 6.00% 2/20/35 MBS 30yr 36202ECQ0 821 704782 SH SOLE 704782 0 0 Government National Mortgage Association II 6.00% 3/20/33 MBS 30yr 36202DWX5 1960 1702956 SH SOLE 1702956 0 0 Government National Mortgage Association II 6.00% 4/20/31 Agncy CMO Z 383739R76 726 649007 SH SOLE 649007 0 0 Government National Mortgage Association II 6.00% 4/20/33 MBS 30yr 36202DXD8 25 21657 SH SOLE 21657 0 0 Government National Mortgage Association II 6.00% 7/20/34 MBS 30yr 36202D6V8 69 59754 SH SOLE 59754 0 0 Government National Mortgage Association II 6.00% 9/20/23 MBS 15yr 36202EVX4 237 215507 SH SOLE 215507 0 0 Government National Mortgage Association II 6.50% 1/20/28 MBS 30yr 36202CY72 3048 2561273 SH SOLE 2561273 0 0 Government National Mortgage Association II 6.50% 1/20/29 MBS 30yr 36202DAA9 231 200239 SH SOLE 200239 0 0 Government National Mortgage Association II 6.50% 1/20/32 MBS 30yr 36225BRH3 207 178163 SH SOLE 178163 0 0 Government National Mortgage Association II 6.50% 10/20/28 MBS 30yr 36202C5T6 423 365648 SH SOLE 365648 0 0 Government National Mortgage Association II 6.50% 10/20/34 MBS 30yr 36202EC64 475 406441 SH SOLE 406441 0 0 Government National Mortgage Association II 6.50% 12/20/27 MBS 30yr 36202CYS6 124 103923 SH SOLE 103923 0 0 Government National Mortgage Association II 6.50% 12/20/28 MBS 30yr 36202C7A5 9 7466 SH SOLE 7466 0 0 Government National Mortgage Association II 6.50% 12/20/32 MBS 30yr 36202DVP3 246 213233 SH SOLE 213233 0 0 Government National Mortgage Association II 6.50% 2/20/31 MBS 30yr 36202DLU3 124 108322 SH SOLE 108322 0 0 Government National Mortgage Association II 6.50% 3/20/26 MBS 30yr 36202CM83 202 177137 SH SOLE 177137 0 0 Government National Mortgage Association II 6.50% 3/20/28 MBS 30yr 36202CZ48 14 12056 SH SOLE 12056 0 0 Government National Mortgage Association II 6.50% 3/20/29 MBS 30yr 36202DA68 118 100931 SH SOLE 100931 0 0 Government National Mortgage Association II 6.50% 3/20/31 MBS 30yr 36202DMA6 120 103313 SH SOLE 103313 0 0 Government National Mortgage Association II 6.50% 3/20/32 Agncy CMO Other 38373WJW9 108 94702 SH SOLE 94702 0 0 Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36202C2J1 990 848703 SH SOLE 848703 0 0 Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36209ERU8 270 245891 SH SOLE 245891 0 0 Government National Mortgage Association II 6.50% 4/20/33 MBS 30yr 36202DXE6 25 21419 SH SOLE 21419 0 0 Government National Mortgage Association II 6.50% 5/20/28 MBS 30yr 36202C2X0 3045 2558969 SH SOLE 2558969 0 0 Government National Mortgage Association II 6.50% 5/20/31 MBS 30yr 36202DM57 243 210009 SH SOLE 210009 0 0 Government National Mortgage Association II 6.50% 5/20/32 MBS 30yr 36202DS44 26 22293 SH SOLE 22293 0 0 Government National Mortgage Association II 6.50% 5/20/32 Agncy CMO Z 38373W4S4 304 267141 SH SOLE 267141 0 0 Government National Mortgage Association II 6.50% 5/20/33 MBS 30yr 36202DXV8 277 236188 SH SOLE 236188 0 0 Government National Mortgage Association II 6.50% 6/20/26 MBS 30yr 36202CPP2 567 485126 SH SOLE 485126 0 0 Government National Mortgage Association II 6.50% 6/20/28 MBS 30yr 36202C3L5 152 132312 SH SOLE 132312 0 0 Government National Mortgage Association II 6.50% 6/20/28 Agncy CMO Other 3837H1PL9 356 314318 SH SOLE 314318 0 0 Government National Mortgage Association II 6.50% 6/20/29 MBS 30yr 36202DCC3 33 28316 SH SOLE 28316 0 0 Government National Mortgage Association II 6.50% 6/20/31 MBS 30yr 36202DNL1 73 63343 SH SOLE 63343 0 0 Government National Mortgage Association II 6.50% 7/20/28 MBS 30yr 36202C3Y7 92 79878 SH SOLE 79878 0 0 Government National Mortgage Association II 6.50% 7/20/31 MBS 30yr 36202DNY3 80 69845 SH SOLE 69845 0 0 Government National Mortgage Association II 6.50% 8/16/29 Agncy CMO Other 38373XDM5 194 170194 SH SOLE 170194 0 0 Government National Mortgage Association II 6.50% 8/20/28 MBS 30yr 36202C4P5 72 62639 SH SOLE 62639 0 0 Government National Mortgage Association II 6.50% 8/20/31 MBS 30yr 36202DPD7 1686 1454400 SH SOLE 1454400 0 0 Government National Mortgage Association II 6.50% 8/20/32 MBS 30yr 36225BYE2 210 181652 SH SOLE 181652 0 0 Government National Mortgage Association II 6.50% 8/20/33 MBS 30yr 36202DY54 266 231241 SH SOLE 231241 0 0 Government National Mortgage Association II 7.00% 1/20/29 MBS 30yr 36202DAB7 363 314391 SH SOLE 314391 0 0 Government National Mortgage Association II 7.00% 10/20/25 MBS 30yr 36202CKJ1 2044 1748246 SH SOLE 1748246 0 0 Government National Mortgage Association II 7.00% 10/20/26 MBS 30yr 36202CRW5 8 7248 SH SOLE 7248 0 0 Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DQC8 123 107440 SH SOLE 107440 0 0 Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DSS1 56 46869 SH SOLE 46869 0 0 Government National Mortgage Association II 7.00% 10/20/37 MBS 30yr 36202EP29 772 666563 SH SOLE 666563 0 0 Government National Mortgage Association II 7.00% 10/20/38 MBS 30yr 36202EW70 507 452261 SH SOLE 452261 0 0 Government National Mortgage Association II 7.00% 11/20/27 MBS 30yr 36202CYF4 1963 1671279 SH SOLE 1671279 0 0 Government National Mortgage Association II 7.00% 11/20/31 MBS 30yr 36202DQP9 163 137910 SH SOLE 137910 0 0 Government National Mortgage Association II 7.00% 11/20/34 MBS 30yr 36202EBH1 20 17670 SH SOLE 17670 0 0 Government National Mortgage Association II 7.00% 12/20/25 MBS 30yr 36202CLR2 79 69559 SH SOLE 69559 0 0 Government National Mortgage Association II 7.00% 12/20/27 MBS 30yr 36202CYT4 984 832181 SH SOLE 832181 0 0 Government National Mortgage Association II 7.00% 12/20/28 MBS 30yr 36202C7B3 140 123131 SH SOLE 123131 0 0 Government National Mortgage Association II 7.00% 12/20/32 MBS 30yr 36241LFF8 38855 32806414 SH SOLE 32806414 0 0 Government National Mortgage Association II 7.00% 12/20/34 MBS 30yr 36202EBY4 53 47257 SH SOLE 47257 0 0 Government National Mortgage Association II 7.00% 12/20/37 MBS 30yr 36202EQP7 231 209235 SH SOLE 209235 0 0 Government National Mortgage Association II 7.00% 2/20/28 MBS 30yr 36202CZM8 271 232987 SH SOLE 232987 0 0 Government National Mortgage Association II 7.00% 2/20/31 MBS 30yr 36202DLV1 128 110080 SH SOLE 110080 0 0 Government National Mortgage Association II 7.00% 2/20/32 MBS 30yr 36202DRX1 3 2703 SH SOLE 2703 0 0 Government National Mortgage Association II 7.00% 3/20/28 MBS 30yr 36202CZ55 192 162737 SH SOLE 162737 0 0 Government National Mortgage Association II 7.00% 3/20/29 MBS 30yr 36202DA76 85 75031 SH SOLE 75031 0 0 Government National Mortgage Association II 7.00% 3/20/32 MBS 30yr 36202DSD4 296 249460 SH SOLE 249460 0 0 Government National Mortgage Association II 7.00% 3/20/38 MBS 30yr 36202ERW1 526 453678 SH SOLE 453678 0 0 Government National Mortgage Association II 7.00% 4/20/26 MBS 30yr 36202CNT6 7 5927 SH SOLE 5927 0 0 Government National Mortgage Association II 7.00% 4/20/29 MBS 30yr 36202DBK6 51 43891 SH SOLE 43891 0 0 Government National Mortgage Association II 7.00% 4/20/32 MBS 30yr 36225BSV1 2692 2270213 SH SOLE 2270213 0 0 Government National Mortgage Association II 7.00% 5/20/26 MBS 30yr 36202CPA5 4 3811 SH SOLE 3811 0 0 Government National Mortgage Association II 7.00% 5/20/28 MBS 30yr 36202C2Y8 1431 1209057 SH SOLE 1209057 0 0 Government National Mortgage Association II 7.00% 5/20/29 MBS 30yr 36202DBY6 116 98029 SH SOLE 98029 0 0 Government National Mortgage Association II 7.00% 5/20/31 MBS 30yr 36202DM65 65 54877 SH SOLE 54877 0 0 Government National Mortgage Association II 7.00% 5/20/32 MBS 30yr 36202DS51 43 36806 SH SOLE 36806 0 0 Government National Mortgage Association II 7.00% 6/20/28 MBS 30yr 36202C3M3 135 114422 SH SOLE 114422 0 0 Government National Mortgage Association II 7.00% 7/20/28 MBS 30yr 36202C3Z4 182 154445 SH SOLE 154445 0 0 Government National Mortgage Association II 7.00% 7/20/29 MBS 30yr 36202DCU3 121 103315 SH SOLE 103315 0 0 Government National Mortgage Association II 7.00% 8/20/25 MBS 30yr 36202CH71 59 51273 SH SOLE 51273 0 0 Government National Mortgage Association II 7.00% 8/20/27 MBS 30yr 36202CW82 162 138763 SH SOLE 138763 0 0 Government National Mortgage Association II 7.00% 8/20/28 MBS 30yr 36202C4Q3 126 108744 SH SOLE 108744 0 0 Government National Mortgage Association II 7.00% 8/20/31 MBS 30yr 36202DPE5 367 309235 SH SOLE 309235 0 0 Government National Mortgage Association II 7.00% 9/20/27 MBS 30yr 36202CXL2 514 453935 SH SOLE 453935 0 0 Government National Mortgage Association II 7.00% 9/20/29 MBS 30yr 36202DDN8 2 1893 SH SOLE 1893 0 0 Government National Mortgage Association II 7.00% 9/20/31 MBS 30yr 36202DPT2 94 79319 SH SOLE 79319 0 0 Government National Mortgage Association II 7.00% 9/20/37 MBS 30yr 36202EPP8 8 7049 SH SOLE 7049 0 0 Government National Mortgage Association II 7.00% 9/20/38 MBS 30yr 36202EWG0 290 257536 SH SOLE 257536 0 0 Government National Mortgage Association II 7.5% 1/20/30 MBS 30yr 36202DFG1 257 219542 SH SOLE 219542 0 0 Government National Mortgage Association II 7.5% 2/20/30 MBS 30yr 36202DFY2 724 599215 SH SOLE 599215 0 0 Government National Mortgage Association II 7.5% 3/20/29 MBS 30yr 36202DA84 0 297 SH SOLE 297 0 0 Government National Mortgage Association II 7.5% 4/20/26 MBS 30yr 36202CNV1 2 2076 SH SOLE 2076 0 0 Government National Mortgage Association II 7.5% 4/20/30 MBS 30yr 36202DGR6 329 274609 SH SOLE 274609 0 0 Government National Mortgage Association II 7.5% 7/20/30 MBS 30yr 36202DHW4 89 74472 SH SOLE 74472 0 0 Government National Mortgage Association II 7.50% 1/20/28 MBS 30yr 36202CY98 20 16778 SH SOLE 16778 0 0 Government National Mortgage Association II 7.50% 10/20/28 MBS 30yr 36202C5V1 180 151897 SH SOLE 151897 0 0 Government National Mortgage Association II 7.50% 10/20/29 MBS 30yr 36202DD65 1624 1340836 SH SOLE 1340836 0 0 Government National Mortgage Association II 7.50% 11/20/25 MBS 30yr 36202CK77 69 59509 SH SOLE 59509 0 0 Government National Mortgage Association II 7.50% 11/20/26 MBS 30yr 36202CSK0 51 44081 SH SOLE 44081 0 0 Government National Mortgage Association II 7.50% 11/20/27 MBS 30yr 36202CYG2 181 154437 SH SOLE 154437 0 0 Government National Mortgage Association II 7.50% 11/20/29 MBS 30yr 36202DEL1 2523 2099205 SH SOLE 2099205 0 0 Government National Mortgage Association II 7.50% 11/20/29 Agncy CMO Z 3837H3FY8 323 279052 SH SOLE 279052 0 0 Government National Mortgage Association II 7.50% 11/20/32 MBS 30yr 36241KHU5 10435 8570346 SH SOLE 8570346 0 0 Government National Mortgage Association II 7.50% 12/20/22 MBS 30yr 36202ATA5 0 309 SH SOLE 309 0 0 Government National Mortgage Association II 7.50% 12/20/25 MBS 30yr 36202CLU5 0 203 SH SOLE 203 0 0 Government National Mortgage Association II 7.50% 12/20/26 MBS 30yr 36202CS61 39 33075 SH SOLE 33075 0 0 Government National Mortgage Association II 7.50% 12/20/27 MBS 30yr 36202CYV9 15 12790 SH SOLE 12790 0 0 Government National Mortgage Association II 7.50% 12/20/29 MBS 30yr 36202DE23 1097 923501 SH SOLE 923501 0 0 Government National Mortgage Association II 7.50% 2/20/29 MBS 30yr 36202DAS0 133 111917 SH SOLE 111917 0 0 Government National Mortgage Association II 7.50% 3/20/28 MBS 30yr 36202CZ63 45 38391 SH SOLE 38391 0 0 Government National Mortgage Association II 7.50% 3/20/30 MBS 30yr 36202DGD7 398 333635 SH SOLE 333635 0 0 Government National Mortgage Association II 7.50% 3/20/32 MBS 30yr 3622A2DB5 9798 8265459 SH SOLE 8265459 0 0 Government National Mortgage Association II 7.50% 4/20/28 MBS 30yr 36202C2M4 2 2138 SH SOLE 2138 0 0 Government National Mortgage Association II 7.50% 5/20/24 MBS 30yr 36202B4A0 0 347 SH SOLE 347 0 0 Government National Mortgage Association II 7.50% 5/20/30 MBS 30yr 36202DG62 7 6232 SH SOLE 6232 0 0 Government National Mortgage Association II 7.50% 6/20/26 MBS 30yr 36202CPS6 0 189 SH SOLE 189 0 0 Government National Mortgage Association II 7.50% 6/20/30 MBS 30yr 36202DHK0 32 27562 SH SOLE 27562 0 0 Government National Mortgage Association II 7.50% 7/20/28 MBS 30yr 36202C4A8 4 3457 SH SOLE 3457 0 0 Government National Mortgage Association II 7.50% 7/20/29 MBS 30yr 36202DCV1 37 32275 SH SOLE 32275 0 0 Government National Mortgage Association II 7.50% 8/20/29 MBS 30yr 36202DDB4 76 64264 SH SOLE 64264 0 0 Government National Mortgage Association II 7.50% 8/20/30 MBS 30yr 36202DJA0 552 457763 SH SOLE 457763 0 0 Government National Mortgage Association II 7.50% 9/20/27 MBS 30yr 36202CXN8 18 15751 SH SOLE 15751 0 0 Government National Mortgage Association II 7.50% 9/20/28 MBS 30yr 36202C5F6 254 215112 SH SOLE 215112 0 0 Government National Mortgage Association II 7.50% 9/20/29 MBS 30yr 36202DDP3 1979 1648918 SH SOLE 1648918 0 0 Government National Mortgage Association II 8.00% 1/20/26 MBS 30yr 36202CMD2 128 111967 SH SOLE 111967 0 0 Government National Mortgage Association II 8.00% 1/20/27 MBS 30yr 36202CTT0 12 10192 SH SOLE 10192 0 0 Government National Mortgage Association II 8.00% 10/20/25 MBS 30yr 36202CKP7 2 1560 SH SOLE 1560 0 0 Government National Mortgage Association II 8.00% 10/20/26 MBS 30yr 36202CR21 109 91372 SH SOLE 91372 0 0 Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36202CX40 542 455952 SH SOLE 455952 0 0 Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36225BZ76 3822 3130701 SH SOLE 3130701 0 0 Government National Mortgage Association II 8.00% 10/20/30 MBS 30yr 36202DJ93 761 620716 SH SOLE 620716 0 0 Government National Mortgage Association II 8.00% 11/20/26 MBS 30yr 36202CSM6 132 111325 SH SOLE 111325 0 0 Government National Mortgage Association II 8.00% 11/20/31 MBS 30yr 36225BSP4 3850 3167250 SH SOLE 3167250 0 0 Government National Mortgage Association II 8.00% 12/20/26 MBS 30yr 36202CS95 87 72092 SH SOLE 72092 0 0 Government National Mortgage Association II 8.00% 12/20/30 MBS 30yr 36202DKZ3 1859 1514904 SH SOLE 1514904 0 0 Government National Mortgage Association II 8.00% 2/20/27 MBS 30yr 36202CUC5 51 44568 SH SOLE 44568 0 0 Government National Mortgage Association II 8.00% 2/20/29 MBS 30yr 36202DAT8 46 41986 SH SOLE 41986 0 0 Government National Mortgage Association II 8.00% 3/20/27 MBS 30yr 36202CUW1 6 5407 SH SOLE 5407 0 0 Government National Mortgage Association II 8.00% 3/20/30 MBS 30yr 36202DGE5 518 426977 SH SOLE 426977 0 0 Government National Mortgage Association II 8.00% 4/20/26 MBS 30yr 36202CNW9 12 10809 SH SOLE 10809 0 0 Government National Mortgage Association II 8.00% 4/20/27 MBS 30yr 36202CVF7 21 18387 SH SOLE 18387 0 0 Government National Mortgage Association II 8.00% 4/20/30 MBS 30yr 36202DGS4 729 598714 SH SOLE 598714 0 0 Government National Mortgage Association II 8.00% 5/20/25 MBS 30yr 36202CGN7 11 10083 SH SOLE 10083 0 0 Government National Mortgage Association II 8.00% 5/20/27 MBS 30yr 36202CV26 145 124353 SH SOLE 124353 0 0 Government National Mortgage Association II 8.00% 5/20/29 MBS 30yr 36202DB26 3 3065 SH SOLE 3065 0 0 Government National Mortgage Association II 8.00% 5/20/30 MBS 30yr 36202DG70 373 306730 SH SOLE 306730 0 0 Government National Mortgage Association II 8.00% 6/20/26 MBS 30yr 36202CPT4 18 14999 SH SOLE 14999 0 0 Government National Mortgage Association II 8.00% 6/20/27 MBS 30yr 36202CWE9 90 77875 SH SOLE 77875 0 0 Government National Mortgage Association II 8.00% 6/20/30 Agncy CMO Z 3837H4ND3 156 130417 SH SOLE 130417 0 0 Government National Mortgage Association II 8.00% 7/20/26 MBS 30yr 36202CQA4 11 8987 SH SOLE 8987 0 0 Government National Mortgage Association II 8.00% 7/20/27 MBS 30yr 36202CWU3 143 122102 SH SOLE 122102 0 0 Government National Mortgage Association II 8.00% 7/20/30 MBS 30yr 36202DHX2 30 25232 SH SOLE 25232 0 0 Government National Mortgage Association II 8.00% 8/20/26 MBS 30yr 36202CQX4 129 108617 SH SOLE 108617 0 0 Government National Mortgage Association II 8.00% 8/20/27 MBS 30yr 36202CXB4 334 279564 SH SOLE 279564 0 0 Government National Mortgage Association II 8.00% 9/20/18 MBS 30yr 36202BF34 4 3470 SH SOLE 3470 0 0 Government National Mortgage Association II 8.00% 9/20/25 MBS 30yr 36202CJ38 4 3479 SH SOLE 3479 0 0 Government National Mortgage Association II 8.00% 9/20/26 MBS 30yr 36202CRE5 88 74116 SH SOLE 74116 0 0 Government National Mortgage Association II 8.00% 9/20/27 MBS 30yr 36202CXP3 370 309326 SH SOLE 309326 0 0 Government National Mortgage Association II 8.00% 9/20/29 MBS 30yr 36202DDQ1 333 275047 SH SOLE 275047 0 0 Government National Mortgage Association II 8.00% 9/20/30 MBS 30yr 36202DJS1 57 46830 SH SOLE 46830 0 0 Government National Mortgage Association II 8.00% 9/20/32 MBS 30yr 36241LL61 7353 5977964 SH SOLE 5977964 0 0 Government National Mortgage Association II 8.50% 11/20/31 MBS 30yr 36225BYL6 595 503670 SH SOLE 503670 0 0 Government National Mortgage Association II 8.75% 3/20/17 MBS 30yr 36202LHR7 11 10411 SH SOLE 10411 0 0 Government National Mortgage Association II VRN 11/20/39 Agncy CMO Other 38378DU29 13883 11791849 SH SOLE 11791849 0 0 Government National Mortgage Association II VRN 2/20/39 Agncy CMO Other 38378TLP3 5277 4473338 SH SOLE 4473338 0 0 Government National Mortgage Association II VRN 4/20/34 Agncy CMO Other 38378MSU0 7809 6940594 SH SOLE 6940594 0 0 Government National Mortgage Association VRN 1/16/34 Agncy CMBS 38373MKJ8 672 664315 SH SOLE 664315 0 0 Government National Mortgage Association VRN 10/20/34 Agncy CMO Other 38378HJB3 2765 2322836 SH SOLE 2322836 0 0 Government National Mortgage Association VRN 12/16/50 Agncy CMBS 38376GXR6 7613 6882925 SH SOLE 6882925 0 0 Government National Mortgage Association VRN 12/20/38 Agncy CMO Other 38378MH99 5649 4920417 SH SOLE 4920417 0 0 Government National Mortgage Association VRN 2/16/44 Agncy CMBS 38373MSR2 233 229437 SH SOLE 229437 0 0 Government National Mortgage Association VRN 5/16/46 Agncy CMBS 38373MH60 6716 6338427 SH SOLE 6338427 0 0 Government National Mortgage Association VRN 6/16/32 Agncy CMBS 38373MZ45 830 803352 SH SOLE 803352 0 0 Government National Mortgage Association VRN 8/16/46 Agncy CMBS 38374NJX6 3510 3479962 SH SOLE 3479962 0 0 Government National Mortgage Association VRN 9/16/41 Agncy CMBS 38373MWJ5 4415 4164637 SH SOLE 4164637 0 0 Government National Mortgage Association VRN 9/20/30 Agncy CMO Other 38378PQJ0 12039 10578762 SH SOLE 10578762 0 0 Granite Construction Inc Common Stock 387328107 22355 559858 SH SOLE 559858 0 0 Halliburton Co Common Stock 406216101 241 4100 SH SOLE 4100 0 0 Hanesbrands Inc Common Stock 410345102 4021 52578 SH SOLE 52578 0 0 Hanover Insurance Group Inc/The Common Stock 410867105 21539 350570 SH SOLE 350570 0 0 Harley-Davidson Inc Common Stock 412822108 29429 441813 SH SOLE 441813 0 0 Harris Corp Common Stock 413875105 123 1688 SH SOLE 1688 0 0 Hartford Financial Services Group Inc Common Stock 416515104 3469 98350 SH SOLE 98350 0 0 HB Fuller Co Common Stock 359694106 34103 706367 SH SOLE 706367 0 0 HCA Holdings Inc Common Stock 40412C101 3675 70000 SH SOLE 70000 0 0 Health Care REIT Inc 3.00% 12/1/29 US DOMESTIC 42217KAR7 7738 6533704 SH SOLE 6533704 0 0 Helen of Troy Ltd Common Stock G4388N106 27990 404308 SH SOLE 404308 0 0 Helix Energy Solutions Group Inc Common Stock 42330P107 31183 1356975 SH SOLE 1356975 0 0 Helmerich & Payne Inc Common Stock 423452101 26013 241850 SH SOLE 241850 0 0 Hormel Foods Corp Common Stock 440452100 2874 58325 SH SOLE 58325 0 0 Hospitality Properties Trust 3.80% 3/15/27 US DOMESTIC 44106MAK8 1109 1108870 SH SOLE 1108870 0 0 Hubbell Inc Common Stock 443510201 18999 158500 SH SOLE 158500 0 0 Huntington Ingalls Industries Inc Common Stock 446413106 2135 20875 SH SOLE 20875 0 0 IBERIABANK Corp Common Stock 450828108 33567 478500 SH SOLE 478500 0 0 ICU Medical Inc Common Stock 44930G107 17376 290187 SH SOLE 290187 0 0 IDEX Corp Common Stock 45167R104 85 1164 SH SOLE 1164 0 0 Independent Bank Corp Common Stock 453836108 28100 713734 SH SOLE 713734 0 0 Infinity Property & Casualty Corp Common Stock 45665Q103 19124 282775 SH SOLE 282775 0 0 ING US Inc Common Stock 45685E106 1014 27950 SH SOLE 27950 0 0 Ingersoll-Rand PLC Common Stock G47791101 16388 286300 SH SOLE 286300 0 0 Ingredion Inc Common Stock 457187102 16383 240644 SH SOLE 240644 0 0 Innophos Holdings Inc Common Stock 45774N108 5160 90997 SH SOLE 90997 0 0 Integra LifeSciences Holdings Corp Common Stock 457985208 31916 693974 SH SOLE 693974 0 0 Integrated Device Technology Inc Common Stock 458118106 9736 796061 SH SOLE 796061 0 0 IntercontinentalExchange Group Inc Common Stock 45866F104 2557 12925 SH SOLE 12925 0 0 International Flavors & Fragrances Inc Common Stock 459506101 21535 225100 SH SOLE 225100 0 0 Invesco Ltd Common Stock G491BT108 33156 896100 SH SOLE 896100 0 0 iShares Russell 2000 Value ETF ETP 464287630 17065 169225 SH SOLE 169225 0 0 iShares Russell Mid-cap Value ETF ETP 464287473 21073 306600 SH SOLE 306600 0 0 Itau Unibanco Holding SA ADR 465562106 506 34048 SH SOLE 34048 0 0 Janus Capital Group Inc 0.75% 7/15/18 US DOMESTIC 47102XAH8 10837 9044955 SH SOLE 9044955 0 0 Jarden Corp Common Stock 471109108 3837 64125 SH SOLE 64125 0 0 JM Smucker Co/The Common Stock 832696405 2370 24375 SH SOLE 24375 0 0 John Bean Technologies Corp Common Stock 477839104 20078 649774 SH SOLE 649774 0 0 Johnson Controls Inc Common Stock 478366107 30048 635000 SH SOLE 635000 0 0 Jones Lang LaSalle Inc Common Stock 48020Q107 47661 402200 SH SOLE 402200 0 0 Juniper Networks Inc Common Stock 48203R104 34892 1354500 SH SOLE 1354500 0 0 Kaiser Aluminum Corp Common Stock 483007704 16861 236081 SH SOLE 236081 0 0 Kaiser Aluminum Corp 4.50% 4/1/15 US DOMESTIC 483007AB6 773 512534 SH SOLE 512534 0 0 Kansas City Southern Common Stock 485170302 1521 14900 SH SOLE 14900 0 0 Kennametal Inc Common Stock 489170100 55604 1255163 SH SOLE 1255163 0 0 Kirby Corp Common Stock 497266106 2648 26150 SH SOLE 26150 0 0 Kla-Tencor Corp Common Stock 482480100 46106 666850 SH SOLE 666850 0 0 Korn/Ferry International Common Stock 500643200 24312 816650 SH SOLE 816650 0 0 Kroger Co/The Common Stock 501044101 3909 89550 SH SOLE 89550 0 0 Lakeland Financial Corp Common Stock 511656100 17719 440548 SH SOLE 440548 0 0 Lam Research Corp Common Stock 512807108 209 3800 SH SOLE 3800 0 0 Lancaster Colony Corp Common Stock 513847103 25377 255250 SH SOLE 255250 0 0 LaSalle Hotel Properties REIT 517942108 38405 1226600 SH SOLE 1226600 0 0 La-Z-Boy Inc Common Stock 505336107 27146 1001680 SH SOLE 1001680 0 0 Lear Corp Common Stock 521865204 90 1072 SH SOLE 1072 0 0 Liberty Media Corp Common Stock 531229102 2837 21700 SH SOLE 21700 0 0 Lincoln National Corp Common Stock 534187109 1941 38300 SH SOLE 38300 0 0 Littelfuse Inc Common Stock 537008104 26444 282403 SH SOLE 282403 0 0 LKQ Corp Common Stock 501889208 2854 108325 SH SOLE 108325 0 0 LyondellBasell Industries NV Common Stock N53745100 4400 49469 SH SOLE 49469 0 0 MA COM Technology Solutions Holdings Inc Common Stock 55405Y100 10230 497800 SH SOLE 497800 0 0 Macy's Inc Common Stock 55616P104 3971 66975 SH SOLE 66975 0 0 Marathon Petroleum Corp Common Stock 56585A102 69 789 SH SOLE 789 0 0 Markel Corp Common Stock 570535104 40535 68000 SH SOLE 68000 0 0 Marriott International Inc/DE Common Stock 571903202 41158 734700 SH SOLE 734700 0 0 Marsh & McLennan Cos Inc Common Stock 571748102 34683 703500 SH SOLE 703500 0 0 MasTec Inc Common Stock 576323109 30016 690975 SH SOLE 690975 0 0 Mastercard Inc Common Stock 57636Q104 171 2283 SH SOLE 2283 0 0 McCraw Hill Financial Inc Common Stock 580645109 160 2100 SH SOLE 2100 0 0 Mcgrath Rentcorp Common Stock 580589109 19243 550425 SH SOLE 550425 0 0 McKesson Corp Common Stock 58155Q103 84 473 SH SOLE 473 0 0 Mead Johnson Nutrition Co Common Stock 582839106 113 1359 SH SOLE 1359 0 0 Medtronic Inc Common Stock 585055106 92 1490 SH SOLE 1490 0 0 Micron Technology Inc 3.00% 11/15/43 US DOMESTIC 595112AY9 1094 998445 SH SOLE 998445 0 0 Microsemi Corp Common Stock 595137100 33415 1335010 SH SOLE 1335010 0 0 Microsoft Corp Common Stock 594918104 162 3940 SH SOLE 3940 0 0 MicroStrategy Inc Common Stock 594972408 16768 145313 SH SOLE 145313 0 0 MKS Instruments Inc Common Stock 55306N104 34816 1164817 SH SOLE 1164817 0 0 Modine Manufacturing Co Common Stock 607828100 16452 1122996 SH SOLE 1122996 0 0 Mondelez International Common Stock 609207105 93 2700 SH SOLE 2700 0 0 MTS Systems Corp Common Stock 553777103 8279 120879 SH SOLE 120879 0 0 Mueller Industries Inc Common Stock 624756102 30779 1026300 SH SOLE 1026300 0 0 Multi-Color Corp Common Stock 625383104 20312 580354 SH SOLE 580354 0 0 Mylan 3.75% 9/15/15 US DOMESTIC 628530AJ6 1280 348158 SH SOLE 348158 0 0 Newell Rubbermaid Inc Common Stock 651229106 11819 395295 SH SOLE 395295 0 0 Nordstrom Inc Common Stock 655664100 27103 434000 SH SOLE 434000 0 0 Norfolk Southern Corp Common Stock 655844108 109 1120 SH SOLE 1120 0 0 Northern Trust Corp Common Stock 665859104 1964 29950 SH SOLE 29950 0 0 NorthWestern Corp Common Stock 668074305 20344 428925 SH SOLE 428925 0 0 Nova Measuring Instruments Common Stock M7516K103 289 25762 SH SOLE 25762 0 0 Nu Skin Enterprises Inc Common Stock 67018T105 1486 17940 SH SOLE 17940 0 0 Oceaneering International Inc Common Stock 675232102 3079 42850 SH SOLE 42850 0 0 Old National Bancorp/IN Common Stock 680033107 30321 2033626 SH SOLE 2033626 0 0 Olin Corp Common Stock 680665205 34441 1247424 SH SOLE 1247424 0 0 Omnicom Group Inc Common Stock 681919106 33084 455700 SH SOLE 455700 0 0 Omnicom Group Inc 0.00% 7/31/32 US DOMESTIC 681919AV8 7835 5888000 SH SOLE 5888000 0 0 ON Semiconductor Corp Common Stock 682189105 31097 3308150 SH SOLE 3308150 0 0 Owens & Minor Inc Common Stock 690732102 30427 868589 SH SOLE 868589 0 0 Oxford Industries Inc Common Stock 691497309 5530 70717 SH SOLE 70717 0 0 Paccar Inc Common Stock 693718108 1497 22200 SH SOLE 22200 0 0 Packaging Corp of America Common Stock 695156109 111 1583 SH SOLE 1583 0 0 Pacwest Bancorp Common Stock 695263103 31436 730901 SH SOLE 730901 0 0 Parametric Technology Corp Common Stock 69370C100 30723 867155 SH SOLE 867155 0 0 Parker Hannifin Corp Common Stock 701094104 24193 202100 SH SOLE 202100 0 0 Patterson Cos Inc Common Stock 703395103 47573 1139200 SH SOLE 1139200 0 0 Penske Automotive Group Inc Common Stock 70959W103 9112 213099 SH SOLE 213099 0 0 Pentair Ltd Common Stock H6169Q108 4403 55500 SH SOLE 55500 0 0 PepsiCo Inc/NC Common Stock 713448108 72 860 SH SOLE 860 0 0 Perrigo Co PLC Common Stock G97822103 2741 17725 SH SOLE 17725 0 0 Philip Morris International Inc Common Stock 718172109 131 1600 SH SOLE 1600 0 0 Pike Corp Common Stock 721283109 19606 1822133 SH SOLE 1822133 0 0 Pilgrim's Pride Corp Common Stock 72147K108 65 3099 SH SOLE 3099 0 0 Plexus Corp Common Stock 729132100 33505 836152 SH SOLE 836152 0 0 PPG Industries Inc Common Stock 693506107 120 620 SH SOLE 620 0 0 Premier Inc Class A Common Stock 74051N102 119 3619 SH SOLE 3619 0 0 Primerica Inc Common Stock 74164M108 26695 566662 SH SOLE 566662 0 0 Primoris Services Corp Common Stock 74164F103 19555 652284 SH SOLE 652284 0 0 Prospect Capital Corp 5.875% 1/15/19 GLOBAL 74348TAM4 1872 1780765 SH SOLE 1780765 0 0 Prosperity Bancshares Inc Common Stock 743606105 10203 154241 SH SOLE 154241 0 0 PS Business Parks Inc REIT 69360J107 16282 194716 SH SOLE 194716 0 0 Quanex Building Products Corp Common Stock 747619104 10439 504800 SH SOLE 504800 0 0 Quanta Svcs Inc Common Stock 74762E102 4023 109025 SH SOLE 109025 0 0 Rayonier Trs Holdings Inc 4.50% 8/15/15 US DOMESTIC 75508AAC0 787 542138 SH SOLE 542138 0 0 Rayonier Trs Holdings Inc 4.50% 8/15/15 PRIV PLACEMENT 75508AAD8 3420 2354283 SH SOLE 2354283 0 0 Reliance Steel & Aluminum Co Common Stock 759509102 34009 481300 SH SOLE 481300 0 0 Republic Services Inc Common Stock 760759100 36104 1056900 SH SOLE 1056900 0 0 Reserve Primary Fund Open-End Fund 761056407 0 0 SH SOLE 0 0 0 Robert Half International Inc Common Stock 770323103 31714 756000 SH SOLE 756000 0 0 Rock-Tenn Co Common Stock 772739207 2618 24800 SH SOLE 24800 0 0 Rockwell Automation Inc Common Stock 773903109 29058 233300 SH SOLE 233300 0 0 Roper Industries Inc 0.00% 01/15/34 US DOMESTIC 776696AA4 5769 3443000 SH SOLE 3443000 0 0 Rosetta Resources Inc Common Stock 777779307 29204 626975 SH SOLE 626975 0 0 Ross Stores Inc Common Stock 778296103 2993 41825 SH SOLE 41825 0 0 RPM International Inc Common Stock 749685103 27807 664600 SH SOLE 664600 0 0 Rudolph Technologies Inc Common Stock 781270103 15653 1371880 SH SOLE 1371880 0 0 Rush Enterprises Inc Common Stock 781846209 28513 877866 SH SOLE 877866 0 0 Sally Beauty Holdings Inc Common Stock 79546E104 25329 924400 SH SOLE 924400 0 0 Seadrill LTD Common Stock G7945E105 128 3640 SH SOLE 3640 0 0 Selective Insurance Group Inc Common Stock 816300107 19712 845300 SH SOLE 845300 0 0 Sempra Energy Common Stock 816851109 17823 184200 SH SOLE 184200 0 0 Sensient Technologies Corp Common Stock 81725T100 27075 479974 SH SOLE 479974 0 0 Shoe Carnival Inc Common Stock 824889109 5294 229769 SH SOLE 229769 0 0 Silgan Holdings Inc Common Stock 827048109 28524 576013 SH SOLE 576013 0 0 Skyworks Solutions Inc Common Stock 83088M102 10659 284100 SH SOLE 284100 0 0 Snyders-Lance Inc Common Stock 833551104 9518 337643 SH SOLE 337643 0 0 Solera Holdings Inc Common Stock 83421A104 1857 29325 SH SOLE 29325 0 0 South Jersey Industries Inc Common Stock 838518108 24940 444641 SH SOLE 444641 0 0 Southwest Airlines Co Common Stock 844741108 36386 1541125 SH SOLE 1541125 0 0 SPDR S&P Biotech ETF ETP 78464A870 1920 13475 SH SOLE 13475 0 0 St Jude Medical Inc Common Stock 790849103 87 1330 SH SOLE 1330 0 0 Stancorp Financial Group Inc Common Stock 852891100 25862 387157 SH SOLE 387157 0 0 Steris Corp Common Stock 859152100 35697 747578 SH SOLE 747578 0 0 Sterling Bancorp Common Stock 85917A100 25396 2006023 SH SOLE 2006023 0 0 Summerset Group Holdings Common Stock Q8794G109 372 119514 SH SOLE 119514 0 0 SunTrust Banks Inc Common Stock 867914103 24996 628200 SH SOLE 628200 0 0 SVB Financial Group Common Stock 78486Q101 1825 14175 SH SOLE 14175 0 0 SYKES Enterprises Inc Common Stock 871237103 27421 1380008 SH SOLE 1380008 0 0 Syneron Medical Ltd Common Stock M87245102 506 40665 SH SOLE 40665 0 0 Synopsys Inc Common Stock 871607107 26922 700900 SH SOLE 700900 0 0 Taiwan Semiconductor Manufacturing Co Ltd ADR 874039100 778 38871 SH SOLE 38871 0 0 Terex Corp Common Stock 880779103 944 21300 SH SOLE 21300 0 0 Thermo Fisher Scientific Inc Common Stock 883556102 164 1360 SH SOLE 1360 0 0 TRIMAS CORP Common Stock 896215209 25219 759607 SH SOLE 759607 0 0 Trinity Industries Inc Common Stock 896522109 155 2155 SH SOLE 2155 0 0 Unit Corp Common Stock 909218109 43997 672950 SH SOLE 672950 0 0 US Treasury Bill 0.00% 7/10/14 US GOVERNMENT 912796DH9 16367 16369000 SH SOLE 16369000 0 0 US Treasury Bond 8.875% 8/15/17 US GOVERNMENT 912810DZ8 48711 38719600 SH SOLE 38719600 0 0 US Treasury Note 1.25% 9/30/15 US GOVERNMENT 912828NZ9 75 74002 SH SOLE 74002 0 0 US Treasury Note 1.75% 7/31/15 US GOVERNMENT 912828NP1 333 325923 SH SOLE 325923 0 0 Valero Energy Corp Common Stock 91913Y100 147 2760 SH SOLE 2760 0 0 Validus Holdings LTD Common Stock G9319H102 2397 63575 SH SOLE 63575 0 0 Vantiv Inc Common Stock 92210H105 1605 53125 SH SOLE 53125 0 0 Viacom Inc Common Stock 92553P201 101 1193 SH SOLE 1193 0 0 WABCO Holdings Inc Common Stock 92927K102 2193 20775 SH SOLE 20775 0 0 Wabtec Corp/DE Common Stock 929740108 1893 24425 SH SOLE 24425 0 0 Walgreen Co Common Stock 931422109 164 2490 SH SOLE 2490 0 0 Watts Water Technologies Inc Common Stock 942749102 24479 417094 SH SOLE 417094 0 0 Werner Enterprises Inc Common Stock 950755108 28270 1108188 SH SOLE 1108188 0 0 Westar Energy Inc Common Stock 95709T100 1188 33800 SH SOLE 33800 0 0 Westlake Chemical Corp Common Stock 960413102 120 1808 SH SOLE 1808 0 0 Whirlpool Corp Common Stock 963320106 2403 16075 SH SOLE 16075 0 0 Whole Foods Market Inc Common Stock 966837106 82 1610 SH SOLE 1610 0 0 Willis Group Holdings Plc Common Stock G96666105 33724 764200 SH SOLE 764200 0 0 Wisdomtree India Earnings ETP 97717W422 380 20028 SH SOLE 20028 0 0 Woodward Inc Common Stock 980745103 25185 606433 SH SOLE 606433 0 0 WR Berkley Corp Common Stock 084423102 18150 436100 SH SOLE 436100 0 0 WR Grace & Co Common Stock 38388F108 2001 20175 SH SOLE 20175 0 0 Xcel Energy Inc Common Stock 98389B100 32616 1074300 SH SOLE 1074300 0 0 Xylem Inc Common Stock 98419M100 26685 732700 SH SOLE 732700 0 0 Zebra Technologies Corp Common Stock 989207105 30209 435224 SH SOLE 435224 0 0 BorgWarner Inc Common Stock 099724106 1481 24100 SH SOLE 24100 0 0 CDW Corp Of Delaware Common Stock 12514G108 1808 65875 SH SOLE 65875 0 0 Honeywell International Inc Common Stock 438516106 70 750 SH SOLE 750 0 0 UGI Corp Common Stock 902681105 1824 40000 SH SOLE 40000 0 0