0001140361-14-031394.txt : 20140811 0001140361-14-031394.hdr.sgml : 20140811 20140808084655 ACCESSION NUMBER: 0001140361-14-031394 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140808 DATE AS OF CHANGE: 20140808 EFFECTIVENESS DATE: 20140808 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: 141025704 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 06-30-2014 06-30-2014 VICTORY CAPITAL MANAGEMENT INC

4900 TIEDEMAN RD BROOKLYN OH 44144

13F HOLDINGS REPORT 028-06354 N Colin S Kinney 216-898-2400 /s/ Colin S Kinney Brooklyn OH 08-06-2014 0 1191 14745230 false INFORMATION TABLE 2 form13fInfoTable.xml Amg Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 1214 19259 SH SOLE 0 0 19259 Abbott Laboratories Common Stock 002824100 63612 1555276 SH SOLE 0 0 1555276 Adobe Systems Inc Common Stock 00724F101 64521 891653 SH SOLE 0 0 891653 Affiliated Managers Group Inc Common Stock 008252108 59289 288647 SH SOLE 0 0 288647 Air Products & Chemicals Inc Common Stock 009158106 114019 886472 SH SOLE 0 0 886472 Alexion Pharmaceuticals Inc Common Stock 015351109 42334 270931 SH SOLE 0 0 270931 Alliance Data Systems Corp Common Stock 018581108 60181 213973 SH SOLE 0 0 213973 Altera Corp Common Stock 021441100 85112 2448548 SH SOLE 0 0 2448548 Amazon.com Inc Common Stock 023135106 70400 216761 SH SOLE 0 0 216761 Anadarko Petroleum Corp Common Stock 032511107 115819 1057990 SH SOLE 0 0 1057990 Anheuser-Busch InBev NV ADR 03524A108 40418 351637 SH SOLE 0 0 351637 Apple Inc Common Stock 037833100 210298 2262961 SH SOLE 0 0 2262961 Applied Materials Inc Common Stock 038222105 136038 6032671 SH SOLE 0 0 6032671 BP Plc ADR 055622104 135613 2570831 SH SOLE 0 0 2570831 Baker Hughes Inc Common Stock 057224107 3513 47168 SH SOLE 0 0 47168 Bank of America Corp Common Stock 060505104 125318 8153334 SH SOLE 0 0 8153334 Bank of New York Mellon Corp/The Common Stock 064058100 68417 1825384 SH SOLE 0 0 1825384 Baxter International Inc Common Stock 071813109 82129 1135937 SH SOLE 0 0 1135937 Biogen Idec Inc Common Stock 09062X103 62735 198960 SH SOLE 0 0 198960 BlackRock Inc Common Stock 09247X101 4681 14642 SH SOLE 0 0 14642 H&R Block Inc Common Stock 093671105 57969 1729356 SH SOLE 0 0 1729356 CBS Corp Common Stock 124857202 3406 54800 SH SOLE 0 0 54800 CH Robinson Worldwide Inc Common Stock 12541W209 64236 1006981 SH SOLE 0 0 1006981 CME Group Inc Common Stock 12572Q105 3259 45912 SH SOLE 0 0 45912 CVS Caremark Corp Common Stock 126650100 75383 1000153 SH SOLE 0 0 1000153 Cabot Corp Common Stock 127055101 29964 516703 SH SOLE 0 0 516703 Canadian Pacific Railway Ltd Common Stock 13645T100 70616 389839 SH SOLE 0 0 389839 Capital One Financial Corp Common Stock 14040H105 69617 842804 SH SOLE 0 0 842804 Catamaran Corp Common Stock 148887102 36475 825949 SH SOLE 0 0 825949 Celgene Corp Common Stock 151020104 79598 926840 SH SOLE 0 0 926840 Cerner Corp Common Stock 156782104 43609 845447 SH SOLE 0 0 845447 Chesapeake Energy Corp Common Stock 165167107 54203 1743948 SH SOLE 0 0 1743948 Chesapeake Energy Corp 2.50% 5/15/37 US DOMESTIC 165167BZ9 4167 3889148 SH SOLE 0 0 3889148 Cisco Systems Inc Common Stock 17275R102 145406 5851327 SH SOLE 0 0 5851327 Citigroup Inc Common Stock 172967424 143070 3037556 SH SOLE 0 0 3037556 Comcast Corp Common Stock 20030N101 161291 3004646 SH SOLE 0 0 3004646 Cummins Inc Common Stock 231021106 61644 399526 SH SOLE 0 0 399526 Danaher Corp Common Stock 235851102 111775 1419712 SH SOLE 0 0 1419712 Danaher Corp 0.00% 1/22/21 US DOMESTIC 235851AF9 15091 6593000 SH SOLE 0 0 6593000 Walt Disney Co/The Common Stock 254687106 3832 44682 SH SOLE 0 0 44682 Dominion Resources Inc PUBLIC 25746U703 6540 113435 SH SOLE 0 0 113435 Dow Chemical Co/The Common Stock 260543103 38775 753464 SH SOLE 0 0 753464 EMC Corp/Massachusetts Common Stock 268648102 150768 5723862 SH SOLE 0 0 5723862 Ecolab Inc Common Stock 278865100 54742 491649 SH SOLE 0 0 491649 Exelon Corp PFD 6.50% 6/1/17 PUBLIC 30161N127 1710 31685 SH SOLE 0 0 31685 FMC Technologies Inc Common Stock 30249U101 61369 1004887 SH SOLE 0 0 1004887 Facebook Inc Common Stock 30303M102 76370 1134913 SH SOLE 0 0 1134913 Ford Motor Co 4.25% 11/15/16 US DOMESTIC 345370CN8 13104 6557714 SH SOLE 0 0 6557714 General Dynamics Corp Common Stock 369550108 53250 456881 SH SOLE 0 0 456881 Gilead Sciences Inc Common Stock 375558103 80696 973286 SH SOLE 0 0 973286 Gilead Sciences Inc 1.625% 5/1/16 US DOMESTIC 375558AP8 35167 9647654 SH SOLE 0 0 9647654 Google Inc Class A Common Stock 38259P508 47131 80611 SH SOLE 0 0 80611 Google Inc Class C Common Stock 38259P706 182320 316921 SH SOLE 0 0 316921 Halliburton Co Common Stock 406216101 62732 883411 SH SOLE 0 0 883411 Health Care REIT Inc PUBLIC 42217K601 5369 92978 SH SOLE 0 0 92978 Home Depot Inc Common Stock 437076102 3438 42453 SH SOLE 0 0 42453 Honeywell International Inc Common Stock 438516106 1780 19136 SH SOLE 0 0 19136 Intel Corp Common Stock 458140100 137378 4445852 SH SOLE 0 0 4445852 Intel Corp 3.25% 8/1/39 US DOMESTIC 458140AF7 26077 16904897 SH SOLE 0 0 16904897 JPMorgan Chase & Co Common Stock 46625H100 106447 1847370 SH SOLE 0 0 1847370 Jefferies Group Inc 3.875% 11/1/29 US DOMESTIC 472319AG7 10055 9402009 SH SOLE 0 0 9402009 Johnson & Johnson Common Stock 478160104 3633 34722 SH SOLE 0 0 34722 Koninklijke Philips Electronics NV NY Reg Shrs 500472303 81435 2564048 SH SOLE 0 0 2564048 Lam Research Corp 1.25% 5/15/18 US DOMESTIC 512807AL2 9911 7254000 SH SOLE 0 0 7254000 Eli Lilly & Co Common Stock 532457108 62992 1013208 SH SOLE 0 0 1013208 McCraw Hill Financial Inc Common Stock 580645109 4386 52811 SH SOLE 0 0 52811 Merck & Co Inc Common Stock 58933Y105 131079 2265831 SH SOLE 0 0 2265831 MetLife Inc Common Stock 59156R108 96173 1730956 SH SOLE 0 0 1730956 Metlife Inc Pfd 9/11/13 PUBLIC 59156R116 19053 596145 SH SOLE 0 0 596145 Microsoft Corp Common Stock 594918104 4140 99250 SH SOLE 0 0 99250 Mohawk Industries Inc Common Stock 608190104 46782 338163 SH SOLE 0 0 338163 Mondelez International Common Stock 609207105 2558 67976 SH SOLE 0 0 67976 Monsanto Co Common Stock 61166W101 64751 519079 SH SOLE 0 0 519079 Monster Beverage Corp. Common Stock 611740101 46433 653689 SH SOLE 0 0 653689 Mylan 3.75% 9/15/15 US DOMESTIC 628530AJ6 9334 2407148 SH SOLE 0 0 2407148 New York Community Capital Trust V PUBLIC 64944P307 12064 245332 SH SOLE 0 0 245332 Newell Rubbermaid Inc Common Stock 651229106 59994 1935887 SH SOLE 0 0 1935887 Newmont Mining Corp 1.625% 7/15/17 US DOMESTIC 651639AJ5 11263 10669241 SH SOLE 0 0 10669241 News Corp - Class A Common Stock 65249B109 71005 3957903 SH SOLE 0 0 3957903 Nextera Energy PUBLIC 65339F887 4637 71342 SH SOLE 0 0 71342 Norfolk Southern Corp Common Stock 655844108 2889 28032 SH SOLE 0 0 28032 Novellus Systems 2.625% 5/15/41 US DOMESTIC 670008AD3 12981 6413614 SH SOLE 0 0 6413614 Nu Skin Enterprises Inc Common Stock 67018T105 5937 80250 SH SOLE 0 0 80250 Nucor Corp Common Stock 670346105 51183 1039237 SH SOLE 0 0 1039237 Occidental Petroleum Corp Common Stock 674599105 148013 1442186 SH SOLE 0 0 1442186 PPG Industries Inc Common Stock 693506107 3297 15686 SH SOLE 0 0 15686 PVH Corp Common Stock 693656100 84954 728585 SH SOLE 0 0 728585 PepsiCo Inc/NC Common Stock 713448108 1944 21752 SH SOLE 0 0 21752 Pfizer Inc Common Stock 717081103 113889 3837216 SH SOLE 0 0 3837216 Philip Morris International Inc Common Stock 718172109 3404 40366 SH SOLE 0 0 40366 Precision Castparts Corp Common Stock 740189105 42984 170297 SH SOLE 0 0 170297 The Priceline Group Inc Common Stock 741503403 82385 68482 SH SOLE 0 0 68482 Priceline.com Inc 1.25% 3/15/15 US DOMESTIC 741503AN6 15930 4037648 SH SOLE 0 0 4037648 Priceline.Com Inc 1.00% 3/15/18 US DOMESTIC 741503AQ9 10359 7310668 SH SOLE 0 0 7310668 Procter & Gamble Co/The Common Stock 742718109 91718 1167039 SH SOLE 0 0 1167039 Prologis LP 3.25% 3/15/15 US DOMESTIC 74340XAT8 6149 5492426 SH SOLE 0 0 5492426 Qualcomm Inc Common Stock 747525103 4722 59612 SH SOLE 0 0 59612 RPM International Inc 2.25% 12/15/20 US DOMESTIC 749685AT0 3568 2869354 SH SOLE 0 0 2869354 Roche Holding AG ADR 771195104 74904 2008117 SH SOLE 0 0 2008117 St Jude Medical Inc Common Stock 790849103 4492 64838 SH SOLE 0 0 64838 Charles Schwab Corp/The Common Stock 808513105 56028 2080477 SH SOLE 0 0 2080477 Siemens AG ADR 826197501 94953 718301 SH SOLE 0 0 718301 Splunk Inc Common Stock 848637104 35968 650039 SH SOLE 0 0 650039 Stanley Black & Decker I Pfd 4.75% 11/17/15 PUBLIC 854502309 8598 65218 SH SOLE 0 0 65218 Stanley Black And Decker Preferred PUBLIC 854502804 3758 32950 SH SOLE 0 0 32950 Starbucks Corp Common Stock 855244109 133547 1725846 SH SOLE 0 0 1725846 TJX Cos Inc Common Stock 872540109 2297 43196 SH SOLE 0 0 43196 Teva Pharm Finance Co LLC 0.25% 2/1/26 US DOMESTIC 88163VAE9 10405 8139873 SH SOLE 0 0 8139873 Thermo Fisher Scientific Inc Common Stock 883556102 4073 34510 SH SOLE 0 0 34510 Toll Bros Finance Corp 0.50% 9/15/32 US DOMESTIC 88947EAM2 5640 5313754 SH SOLE 0 0 5313754 Tractor Supply Co Common Stock 892356106 41887 693482 SH SOLE 0 0 693482 Twenty-First Century Fox A Common Stock 90130A101 49398 1405308 SH SOLE 0 0 1405308 United Parcel Service Inc Common Stock 911312106 100982 983645 SH SOLE 0 0 983645 United Technologies Corp Pfd 8/1/15 PUBLIC 913017117 13619 208894 SH SOLE 0 0 208894 Visa Inc Common Stock 92826C839 65408 310414 SH SOLE 0 0 310414 VMware Inc Common Stock 928563402 43424 448543 SH SOLE 0 0 448543 Wal-Mart Stores Inc Common Stock 931142103 112946 1504538 SH SOLE 0 0 1504538 Walgreen Co Common Stock 931422109 4963 66934 SH SOLE 0 0 66934 Wellpoint Inc 2.75% 10/15/42 US DOMESTIC 94973VBG1 20106 13124685 SH SOLE 0 0 13124685 Wells Fargo & Co PUBLIC 949746804 21023 17307 SH SOLE 0 0 17307 Xilinx Inc 2.625% 6/15/17 US DOMESTIC 983919AF8 14004 8451677 SH SOLE 0 0 8451677 Zimmer Holdings Inc Common Stock 98956P102 3249 31270 SH SOLE 0 0 31270 Accenture Plc Common Stock G1151C101 2140 26456 SH SOLE 0 0 26456 Covidien Plc Common Stock G2554F113 2868 31792 SH SOLE 0 0 31792 Weatherford International PLC Common Stock G48833100 33133 1440509 SH SOLE 0 0 1440509 Michael Kors Holdings Limited Common Stock G60754101 51170 577202 SH SOLE 0 0 577202 Tyco International LTD Common Stock H89128104 4135 90672 SH SOLE 0 0 90672 Nielsen NV Common Stock N63218106 81957 1692962 SH SOLE 0 0 1692962 ABM Industries Inc Common Stock 000957100 38075 1411194 SH SOLE 0 0 1411194 Actuant Corp Common Stock 00508X203 22961 664175 SH SOLE 0 0 664175 Airtran Holdings Inc 5.25% 11/1/16 US DOMESTIC 00949PAD0 9922 4685281 SH SOLE 0 0 4685281 Alaska Air Group Inc Common Stock 011659109 109 1144 SH SOLE 0 0 1144 Alexandria Real Estate Equities Inc REIT 015271109 37167 478700 SH SOLE 0 0 478700 Alleghany Corp Common Stock 017175100 46143 105320 SH SOLE 0 0 105320 Allete Inc Common Stock 018522300 25800 502425 SH SOLE 0 0 502425 Alliant Energy Corp Common Stock 018802108 36930 606800 SH SOLE 0 0 606800 Allison Transmission Holdings Inc Common Stock 01973R101 29356 943900 SH SOLE 0 0 943900 Altra Industrial Motion Corp Common Stock 02208R106 21778 598456 SH SOLE 0 0 598456 Alza Corp 0.00% 7/28/20 US DOMESTIC 02261WAB5 10142 7052001 SH SOLE 0 0 7052001 American Financial Group Inc Common Stock 025932104 29056 487832 SH SOLE 0 0 487832 Amerisafe Inc Common Stock 03071H100 17965 441717 SH SOLE 0 0 441717 Analog Devices Inc Common Stock 032654105 35184 650700 SH SOLE 0 0 650700 Analogic Corp Common Stock 032657207 24404 311909 SH SOLE 0 0 311909 Anixter International Inc Common Stock 035290105 35309 352838 SH SOLE 0 0 352838 Ann Inc Common Stock 035623107 18177 441816 SH SOLE 0 0 441816 Ares Capital Corp 5.125% 6/1/16 GLOBAL 04010LAD5 6548 6101186 SH SOLE 0 0 6101186 Argo Group International Holdings Ltd Common Stock G0464B107 28968 566776 SH SOLE 0 0 566776 Associated Banc-Corp Common Stock 045487105 42869 2371060 SH SOLE 0 0 2371060 Astec Industries Inc Common Stock 046224101 27143 618568 SH SOLE 0 0 618568 Atmos Energy Corp Common Stock 049560105 40900 765900 SH SOLE 0 0 765900 Aurelius AG Common Stock D04986101 2139 58539 SH SOLE 0 0 58539 Autoliv Inc Common Stock 052800109 21551 202200 SH SOLE 0 0 202200 Avery Dennison Corp Common Stock 053611109 41431 808400 SH SOLE 0 0 808400 Avnet Inc Common Stock 053807103 34056 768572 SH SOLE 0 0 768572 Barnes Group Inc Common Stock 067806109 19265 499861 SH SOLE 0 0 499861 Becton Dickinson and Co Common Stock 075887109 32841 277600 SH SOLE 0 0 277600 Bemis Co Inc Common Stock 081437105 37770 928900 SH SOLE 0 0 928900 Berkshire Hathaway Inc Common Stock 084670702 163 1287 SH SOLE 0 0 1287 Blackrock 5.50% 2/15/18 US DOMESTIC 092533AB4 1702 1606929 SH SOLE 0 0 1606929 Briggs & Stratton Corp Common Stock 109043109 17228 842010 SH SOLE 0 0 842010 Bristol-Myers Squibb Co 0.00% 9/15/23 US DOMESTIC 110122AN8 2869 2361000 SH SOLE 0 0 2361000 Broadridge Financial Solutions Inc Common Stock 11133T103 37743 906400 SH SOLE 0 0 906400 Brown Shoe Co Inc Common Stock 115736100 24308 849627 SH SOLE 0 0 849627 Brunswick Corp/DE Common Stock 117043109 12829 304498 SH SOLE 0 0 304498 Calgon Carbon Corp Common Stock 129603106 20001 895661 SH SOLE 0 0 895661 Callaway Golf Co Common Stock 131193104 17232 2071085 SH SOLE 0 0 2071085 Carefusion Corp Common Stock 14170T101 53389 1203800 SH SOLE 0 0 1203800 Carlisle Cos Inc Common Stock 142339100 32449 374605 SH SOLE 0 0 374605 Casey's General Stores Inc Common Stock 147528103 30723 437076 SH SOLE 0 0 437076 Celadon Group Inc Common Stock 150838100 8662 406283 SH SOLE 0 0 406283 Charles River Laboratories International Inc Common Stock 159864107 20926 390982 SH SOLE 0 0 390982 Cheesecake Factory Inc/The Common Stock 163072101 18348 395251 SH SOLE 0 0 395251 Chesapeake Energy Corp Preferred 5.75% Perpetual PUBLIC 165167768 883 666 SH SOLE 0 0 666 Chevron Corp Common Stock 166764100 299 2290 SH SOLE 0 0 2290 Chico's FAS Inc Common Stock 168615102 14472 853300 SH SOLE 0 0 853300 Chubb Corp Common Stock 171232101 32278 350200 SH SOLE 0 0 350200 Cimarex Energy Co Common Stock 171798101 14490 101000 SH SOLE 0 0 101000 Cintas Corp Common Stock 172908105 27958 440000 SH SOLE 0 0 440000 Citrix Systems Inc 0.50% 4/15/19 PRIV PLACEMENT 177376AC4 1391 1313050 SH SOLE 0 0 1313050 City National Corp/CA Common Stock 178566105 21297 281100 SH SOLE 0 0 281100 Clean Harbors Inc Common Stock 184496107 19642 305700 SH SOLE 0 0 305700 Cloud Peak Energy Inc Common Stock 18911Q102 11873 644569 SH SOLE 0 0 644569 Coach Inc Common Stock 189754104 49 1417 SH SOLE 0 0 1417 Cognizant Technology Solutions Corp Common Stock 192446102 1368 27950 SH SOLE 0 0 27950 Columbia Banking System Inc Common Stock 197236102 29550 1123115 SH SOLE 0 0 1123115 Comfort Systems USA Inc Common Stock 199908104 13620 861979 SH SOLE 0 0 861979 Constellium NV Common Stock N22035104 3534 110212 SH SOLE 0 0 110212 Core-Mark Holding Co Inc Common Stock 218681104 12997 284818 SH SOLE 0 0 284818 Costco Wholesale Corp Common Stock 22160K105 149 1289 SH SOLE 0 0 1289 Cullen/Frost Bankers Inc Common Stock 229899109 35557 447700 SH SOLE 0 0 447700 Dana Holding Corp Common Stock 235825205 27229 1115027 SH SOLE 0 0 1115027 DDR Corp REIT 23317H102 30262 1716500 SH SOLE 0 0 1716500 Dean Foods Co Common Stock 242370203 34904 1984274 SH SOLE 0 0 1984274 Delek US Holdings Inc Common Stock 246647101 16126 571209 SH SOLE 0 0 571209 Delphi Automotive PLC Common Stock G27823106 74 1068 SH SOLE 0 0 1068 Devon Energy Corp Common Stock 25179M103 59328 747200 SH SOLE 0 0 747200 Devry Education Group Inc Common Stock 251893103 18860 445425 SH SOLE 0 0 445425 Diebold Inc Common Stock 253651103 23207 577698 SH SOLE 0 0 577698 Digital Realty Trust Inc REIT 253868103 1506 25811 SH SOLE 0 0 25811 DIRECTV Common Stock 25490A309 84 987 SH SOLE 0 0 987 Discover Financial Services Common Stock 254709108 197 3165 SH SOLE 0 0 3165 Dominion Resources Inc PUBLIC 25746U885 3428 59075 SH SOLE 0 0 59075 Dominion Resources Inc 2.125% 12/15/23 US DOMESTIC 25746UAT6 4072 1890830 SH SOLE 0 0 1890830 Dominion Resources Inc PFD 6.375% 7/1/17 PUBLIC 25746U869 511 9696 SH SOLE 0 0 9696 Dover Corp Common Stock 260003108 22411 246400 SH SOLE 0 0 246400 Drew Industries Inc Common Stock 26168L205 6829 136542 SH SOLE 0 0 136542 DTE Energy Co Common Stock 233331107 27862 357800 SH SOLE 0 0 357800 El Paso Electric Co Common Stock 283677854 29503 733719 SH SOLE 0 0 733719 EMCOR Group Inc Common Stock 29084Q100 38247 858888 SH SOLE 0 0 858888 Encore Wire Corp Common Stock 292562105 23696 483189 SH SOLE 0 0 483189 Endurance Specialty Holdings Ltd Common Stock G30397106 21749 421571 SH SOLE 0 0 421571 Energen Corp Common Stock 29265N108 23625 265800 SH SOLE 0 0 265800 EnerSys Common Stock 29275Y102 68 979 SH SOLE 0 0 979 Entegris Inc Common Stock 29362U104 31712 2307133 SH SOLE 0 0 2307133 Entertainment One Common Stock 29382B102 135 25424 SH SOLE 0 0 25424 Esterline Technologies Corp Common Stock 297425100 15987 138870 SH SOLE 0 0 138870 Fair Isaac Corp Common Stock 303250104 25762 404044 SH SOLE 0 0 404044 Fairchild Semiconductor International Inc Common Stock 303726103 27028 1732504 SH SOLE 0 0 1732504 Federal Home Loan Mortgage Corp 6.50% 11/1/34 MBS 30yr 3128MJAZ3 6 4541 SH SOLE 0 0 4541 Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 4 2808 SH SOLE 0 0 2808 Federal Home Loan Mortgage Corp 7.00% 4/1/32 MBS 30yr 31287RP37 10 8057 SH SOLE 0 0 8057 Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TJL2 1 98 SH SOLE 0 0 98 Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 1 435 SH SOLE 0 0 435 Federal National Mortgage Association 6.00% 1/1/37 MBS 30yr 31410XZR0 22 18656 SH SOLE 0 0 18656 Federal National Mortgage Association 6.00% 10/1/29 MBS 30yr 31374T3C1 6 4920 SH SOLE 0 0 4920 Federal National Mortgage Association 6.00% 11/1/36 MBS 30yr 31411AWL5 3 2134 SH SOLE 0 0 2134 Federal National Mortgage Association 6.00% 12/1/33 MBS 30yr 31403MUX5 3 2429 SH SOLE 0 0 2429 Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 2 1615 SH SOLE 0 0 1615 Federal National Mortgage Association 6.50% 3/1/29 MBS 30yr 31382NCE0 3 1812 SH SOLE 0 0 1812 Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31390NQU9 5 4350 SH SOLE 0 0 4350 Federal National Mortgage Association 6.50% 7/1/32 MBS 30yr 31402AQK5 5 4155 SH SOLE 0 0 4155 Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 1 725 SH SOLE 0 0 725 Federal National Mortgage Association 7.50% 11/1/29 MBS 30yr 31371H2F4 4 2964 SH SOLE 0 0 2964 Federal National Mortgage Association 8.00% 11/1/28 MBS 30yr 31385H2P6 6 5061 SH SOLE 0 0 5061 Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 1 269 SH SOLE 0 0 269 Fidelity National Information Services Inc Common Stock 31620M106 33983 620800 SH SOLE 0 0 620800 Fifth Third Bancorp Common Stock 316773100 29779 1394785 SH SOLE 0 0 1394785 Fluor Corp 1.50% 2/15/24 US DOMESTIC 343412AA0 6260 2243548 SH SOLE 0 0 2243548 FNB Corp/PA Common Stock 302520101 27325 2131375 SH SOLE 0 0 2131375 Forward Air Corp Common Stock 349853101 20774 434131 SH SOLE 0 0 434131 Gannett Co Inc Common Stock 364730101 29185 932100 SH SOLE 0 0 932100 GATX Corp Common Stock 361448103 13698 204618 SH SOLE 0 0 204618 Government National Mortgage Association 1.29325% 1/1/55 Agncy CMBS 38378KRL5 63 62564 SH SOLE 0 0 62564 Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KVE5 3167 2768333 SH SOLE 0 0 2768333 Government National Mortgage Association 10.00% 2/15/26 MBS 30yr 36241KZJ0 4317 3757968 SH SOLE 0 0 3757968 Government National Mortgage Association 10.00% 4/15/25 MBS 30yr 36241LL53 4574 3982267 SH SOLE 0 0 3982267 Government National Mortgage Association 11.50% 11/16/17 Agncy CMO Other 38374L7N5 26 23788 SH SOLE 0 0 23788 Government National Mortgage Association 5.00% 5/15/39 MBS 30yr 36296UX21 12340 10814746 SH SOLE 0 0 10814746 Government National Mortgage Association 5.00% 9/15/33 MBS 30yr 36290SHN4 1111 1000753 SH SOLE 0 0 1000753 Government National Mortgage Association 5.50% 1/15/39 MBS 30yr 3622A2C42 5102 4428056 SH SOLE 0 0 4428056 Government National Mortgage Association 6.00% 1/15/22 MBS 15yr 36241KLN6 200 183127 SH SOLE 0 0 183127 Government National Mortgage Association 6.00% 1/15/24 MBS 30yr 36203EPD4 122 107755 SH SOLE 0 0 107755 Government National Mortgage Association 6.00% 10/15/33 MBS 30yr 36225BZ43 71 61096 SH SOLE 0 0 61096 Government National Mortgage Association 6.00% 11/15/23 MBS 15yr 36241KWU8 75 68188 SH SOLE 0 0 68188 Government National Mortgage Association 6.00% 11/15/39 MBS 30yr 36241LE69 5629 4759687 SH SOLE 0 0 4759687 Government National Mortgage Association 6.00% 12/15/23 MBS 30yr 36203STX5 59 51861 SH SOLE 0 0 51861 Government National Mortgage Association 6.00% 12/15/23 MBS 15yr 36296UKB5 287 261381 SH SOLE 0 0 261381 Government National Mortgage Association 6.00% 12/15/28 MBS 30yr 36210AWU7 41 35450 SH SOLE 0 0 35450 Government National Mortgage Association 6.00% 2/15/33 MBS 30yr 36225BWZ7 185 159787 SH SOLE 0 0 159787 Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 98 84349 SH SOLE 0 0 84349 Government National Mortgage Association 6.00% 2/20/29 Agncy CMO Z 3837H1U90 430 383026 SH SOLE 0 0 383026 Government National Mortgage Association 6.00% 3/15/29 MBS 30yr 36209FGU7 52 45400 SH SOLE 0 0 45400 Government National Mortgage Association 6.00% 3/15/33 MBS 30yr 36225BXB9 382 330119 SH SOLE 0 0 330119 Government National Mortgage Association 6.00% 4/15/28 MBS 30yr 36225A2B5 100 86504 SH SOLE 0 0 86504 Government National Mortgage Association 6.00% 6/15/29 MBS 30yr 36225BET1 43 36791 SH SOLE 0 0 36791 Government National Mortgage Association 6.00% 6/15/40 MBS 30yr 36241L4K9 22090 18718541 SH SOLE 0 0 18718541 Government National Mortgage Association 6.00% 7/15/36 MBS 30yr 36241L5Z5 14471 12527749 SH SOLE 0 0 12527749 Government National Mortgage Association 6.00% 9/15/34 MBS 30yr 36241LX92 292 252551 SH SOLE 0 0 252551 Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36225B2G2 293 251930 SH SOLE 0 0 251930 Government National Mortgage Association 6.50% 1/15/33 MBS 30yr 36241LCP9 6380 5543972 SH SOLE 0 0 5543972 Government National Mortgage Association 6.50% 1/15/35 MBS 30yr 36241LTK2 35477 30373487 SH SOLE 0 0 30373487 Government National Mortgage Association 6.50% 1/15/39 MBS 30yr 3622A2B68 9278 7981197 SH SOLE 0 0 7981197 Government National Mortgage Association 6.50% 10/15/38 MBS 30yr 36241LMC7 1336 1140987 SH SOLE 0 0 1140987 Government National Mortgage Association 6.50% 10/16/24 Agncy CMO Other 3837H0GK3 643 559822 SH SOLE 0 0 559822 Government National Mortgage Association 6.50% 11/20/27 MBS 30yr 36202CYD9 6 5251 SH SOLE 0 0 5251 Government National Mortgage Association 6.50% 11/20/31 MBS 30yr 36202DQN4 17 13923 SH SOLE 0 0 13923 Government National Mortgage Association 6.50% 12/15/25 MBS 30yr 36241LE51 35437 31144985 SH SOLE 0 0 31144985 Government National Mortgage Association 6.50% 12/15/32 MBS 30yr 36241LE44 37277 32090452 SH SOLE 0 0 32090452 Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 3622A2FK3 9722 8309934 SH SOLE 0 0 8309934 Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 36241KBP2 67 57135 SH SOLE 0 0 57135 Government National Mortgage Association 6.50% 2/15/36 MBS 30yr 3622A2E57 11500 9926630 SH SOLE 0 0 9926630 Government National Mortgage Association 6.50% 2/20/28 MBS 30yr 36202CZL0 838 730904 SH SOLE 0 0 730904 Government National Mortgage Association 6.50% 3/15/29 MBS 30yr 36210VVK4 10 8067 SH SOLE 0 0 8067 Government National Mortgage Association 6.50% 3/15/34 MBS 30yr 36225B5K0 290 249957 SH SOLE 0 0 249957 Government National Mortgage Association 6.50% 3/16/31 Agncy CMO Other 383739LD9 588 516592 SH SOLE 0 0 516592 Government National Mortgage Association 6.50% 4/15/36 MBS 30yr 36241KKD9 45063 38725995 SH SOLE 0 0 38725995 Government National Mortgage Association 6.50% 4/20/28 Agncy CMO Z 3837H1UD1 290 249613 SH SOLE 0 0 249613 Government National Mortgage Association 6.50% 5/15/29 MBS 30yr 36225BEL8 3879 3350309 SH SOLE 0 0 3350309 Government National Mortgage Association 6.50% 5/16/31 Agncy CMO Other 3837394D8 504 440748 SH SOLE 0 0 440748 Government National Mortgage Association 6.50% 5/20/27 MBS 30yr 36202CVT7 12 9907 SH SOLE 0 0 9907 Government National Mortgage Association 6.50% 6/20/28 Agncy CMO Z 3837H1XU0 176 150531 SH SOLE 0 0 150531 Government National Mortgage Association 6.50% 6/20/32 Agncy CMO Other 38373MDN7 448 392091 SH SOLE 0 0 392091 Government National Mortgage Association 6.50% 7/15/32 MBS 30yr 36200RG48 53 45120 SH SOLE 0 0 45120 Government National Mortgage Association 6.50% 7/15/34 MBS 30yr 36241LK62 5494 4780046 SH SOLE 0 0 4780046 Government National Mortgage Association 6.50% 7/15/39 MBS 30yr 3622A2D66 8924 7640283 SH SOLE 0 0 7640283 Government National Mortgage Association 6.50% 7/16/32 Agncy CMO Other 38373X6T8 71 61241 SH SOLE 0 0 61241 Government National Mortgage Association 6.50% 7/20/32 Agncy CMO Z 38373X4R4 498 435364 SH SOLE 0 0 435364 Government National Mortgage Association 6.50% 8/15/34 MBS 30yr 36241LNK8 2582 2232298 SH SOLE 0 0 2232298 Government National Mortgage Association 6.50% 8/15/37 MBS 30yr 36241L5D4 13501 11545036 SH SOLE 0 0 11545036 Government National Mortgage Association 6.50% 8/20/27 MBS 30yr 36202CW74 40 33955 SH SOLE 0 0 33955 Government National Mortgage Association 6.50% 8/20/31 Agncy CMO Other 38373RWF2 374 362900 SH SOLE 0 0 362900 Government National Mortgage Association 6.50% 9/15/32 MBS 30yr 36225BUV8 13476 11541034 SH SOLE 0 0 11541034 Government National Mortgage Association 7.00% 1/15/33 MBS 30yr 36241KJT6 67 56170 SH SOLE 0 0 56170 Government National Mortgage Association 7.00% 1/15/39 MBS 30yr 3622A2AC6 1220 1028512 SH SOLE 0 0 1028512 Government National Mortgage Association 7.00% 1/20/26 MBS 30yr 36202CMA8 443 380367 SH SOLE 0 0 380367 Government National Mortgage Association 7.00% 10/15/23 MBS 30yr 36203EHB7 150 136798 SH SOLE 0 0 136798 Government National Mortgage Association 7.00% 10/16/33 Agncy CMBS 38376GE55 10932 10053651 SH SOLE 0 0 10053651 Government National Mortgage Association 7.00% 10/20/27 MBS 30yr 36202CXZ1 2651 2256637 SH SOLE 0 0 2256637 Government National Mortgage Association 7.00% 11/15/23 MBS 30yr 36204H6Q8 790 717048 SH SOLE 0 0 717048 Government National Mortgage Association 7.00% 11/15/29 MBS 30yr 36225BGW2 25 20447 SH SOLE 0 0 20447 Government National Mortgage Association 7.00% 11/15/32 MBS 30yr 36225BV21 5955 5019387 SH SOLE 0 0 5019387 Government National Mortgage Association 7.00% 11/16/40 Agncy CMBS 38376GWT3 6539 5840636 SH SOLE 0 0 5840636 Government National Mortgage Association 7.00% 11/20/28 MBS 30yr 36202C6L2 154 131902 SH SOLE 0 0 131902 Government National Mortgage Association 7.00% 12/15/32 MBS 30yr 36241LFA9 46299 39233732 SH SOLE 0 0 39233732 Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241KFV5 1822 1540447 SH SOLE 0 0 1540447 Government National Mortgage Association 7.00% 12/15/34 MBS 30yr 36241LFB7 45627 38726245 SH SOLE 0 0 38726245 Government National Mortgage Association 7.00% 12/16/37 Agncy CMBS 38376GXJ4 10786 10054378 SH SOLE 0 0 10054378 Government National Mortgage Association 7.00% 12/20/32 MBS 30yr 36241KLW6 3677 3099106 SH SOLE 0 0 3099106 Government National Mortgage Association 7.00% 2/16/40 Agncy CMBS 38376GVW7 9358 8059763 SH SOLE 0 0 8059763 Government National Mortgage Association 7.00% 2/20/26 MBS 30yr 36202CMR1 554 475313 SH SOLE 0 0 475313 Government National Mortgage Association 7.00% 3/15/35 MBS 30yr 36241KHC5 2260 1900741 SH SOLE 0 0 1900741 Government National Mortgage Association 7.00% 3/15/36 MBS 30yr 36241LN69 68 57900 SH SOLE 0 0 57900 Government National Mortgage Association 7.00% 3/16/46 Agncy CMBS 38378BQR3 10984 9648454 SH SOLE 0 0 9648454 Government National Mortgage Association 7.00% 3/20/23 MBS 30yr 36202BA88 1 255 SH SOLE 0 0 255 Government National Mortgage Association 7.00% 3/20/26 MBS 30yr 36202CM91 230 196753 SH SOLE 0 0 196753 Government National Mortgage Association 7.00% 4/15/16 MBS 15yr 36212G5W8 36 34591 SH SOLE 0 0 34591 Government National Mortgage Association 7.00% 4/15/31 MBS 30yr 36225BQK7 115 96516 SH SOLE 0 0 96516 Government National Mortgage Association 7.00% 4/15/33 MBS 30yr 36241LQD1 11085 9432309 SH SOLE 0 0 9432309 Government National Mortgage Association 7.00% 4/15/35 MBS 30yr 36241KMF2 890 748049 SH SOLE 0 0 748049 Government National Mortgage Association 7.00% 4/16/44 Agncy CMBS 38378BTZ2 8769 7929399 SH SOLE 0 0 7929399 Government National Mortgage Association 7.00% 4/20/28 MBS 30yr 36202C2K8 1 676 SH SOLE 0 0 676 Government National Mortgage Association 7.00% 5/15/33 MBS 30yr 36241LKR6 6853 5767322 SH SOLE 0 0 5767322 Government National Mortgage Association 7.00% 5/16/37 Agncy CMBS 38376GVC1 10632 10055171 SH SOLE 0 0 10055171 Government National Mortgage Association 7.00% 5/20/17 MBS 30yr 36202AZ26 1 352 SH SOLE 0 0 352 Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2AQ5 20872 17639743 SH SOLE 0 0 17639743 Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 10332 8754818 SH SOLE 0 0 8754818 Government National Mortgage Association 7.00% 6/16/39 Agncy CMBS 38376GYE4 8690 7863972 SH SOLE 0 0 7863972 Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPC6 107 90139 SH SOLE 0 0 90139 Government National Mortgage Association 7.00% 7/15/31 MBS 30yr 36225BPH5 1383 1171250 SH SOLE 0 0 1171250 Government National Mortgage Association 7.00% 8/15/27 MBS 30yr 36225AVT4 23 19035 SH SOLE 0 0 19035 Government National Mortgage Association 7.00% 8/15/29 MBS 30yr 36225BFR4 1232 1056497 SH SOLE 0 0 1056497 Government National Mortgage Association 7.00% 8/15/31 MBS 30yr 36241KUN6 7562 6494478 SH SOLE 0 0 6494478 Government National Mortgage Association 7.00% 8/15/34 MBS 30yr 36241LC95 246 208613 SH SOLE 0 0 208613 Government National Mortgage Association 7.00% 8/15/35 MBS 30yr 36241LWC6 7560 6473088 SH SOLE 0 0 6473088 Government National Mortgage Association 7.00% 8/20/37 MBS 30yr 36202EPC7 97 81927 SH SOLE 0 0 81927 Government National Mortgage Association 7.00% 9/15/31 MBS 30yr 36225BPM4 209 176040 SH SOLE 0 0 176040 Government National Mortgage Association 7.125% 3/15/23 MBS 30yr 36290NKE1 4594 4015061 SH SOLE 0 0 4015061 Government National Mortgage Association 7.125% 7/15/25 MBS 30yr 36290NM74 246 222011 SH SOLE 0 0 222011 Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014A0 31 29979 SH SOLE 0 0 29979 Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014B8 35 33975 SH SOLE 0 0 33975 Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014F9 24 22964 SH SOLE 0 0 22964 Government National Mortgage Association 7.49% 11/15/20 MBS 30yr 3622014L6 35 33803 SH SOLE 0 0 33803 Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012P9 19 18465 SH SOLE 0 0 18465 Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012Q7 51 48618 SH SOLE 0 0 48618 Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622012X2 25 23962 SH SOLE 0 0 23962 Government National Mortgage Association 7.49% 8/15/20 MBS 30yr 3622013B9 18 17105 SH SOLE 0 0 17105 Government National Mortgage Association 7.49% 9/15/20 MBS 30yr 3622013E3 138 122332 SH SOLE 0 0 122332 Government National Mortgage Association 7.50% 1/15/37 MBS 30yr 36241LXJ0 14890 12305880 SH SOLE 0 0 12305880 Government National Mortgage Association 7.50% 10/15/35 MBS 30yr 36241KKZ0 2142 1793678 SH SOLE 0 0 1793678 Government National Mortgage Association 7.50% 11/15/37 MBS 30yr 3622A2EN8 9774 8134187 SH SOLE 0 0 8134187 Government National Mortgage Association 7.50% 12/15/27 MBS 30yr 36208UYA9 1 1 SH SOLE 0 0 1 Government National Mortgage Association 7.50% 12/15/34 MBS 30yr 3622A2A85 8403 7015968 SH SOLE 0 0 7015968 Government National Mortgage Association 7.50% 2/15/35 MBS 30yr 36241KZL5 3573 2928731 SH SOLE 0 0 2928731 Government National Mortgage Association 7.50% 3/15/32 MBS 30yr 36225BUB2 3004 2486130 SH SOLE 0 0 2486130 Government National Mortgage Association 7.50% 4/15/34 MBS 30yr 36241KHY7 24177 20091663 SH SOLE 0 0 20091663 Government National Mortgage Association 7.50% 5/16/27 Agncy CMO Other 3837H0S79 95 82022 SH SOLE 0 0 82022 Government National Mortgage Association 7.50% 6/15/35 MBS 30yr 36241LQ90 8616 7154235 SH SOLE 0 0 7154235 Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K75 107 97386 SH SOLE 0 0 97386 Government National Mortgage Association 7.50% 8/15/21 MBS 30yr 362203K83 72 64960 SH SOLE 0 0 64960 Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 3622A2EU2 10328 8610921 SH SOLE 0 0 8610921 Government National Mortgage Association 7.50% 8/15/33 MBS 30yr 36241LGC4 903 754936 SH SOLE 0 0 754936 Government National Mortgage Association 7.50% 8/15/34 MBS 30yr 36241KZK7 6115 5028784 SH SOLE 0 0 5028784 Government National Mortgage Association 7.50% 8/20/25 MBS 30yr 36202CH97 40 33872 SH SOLE 0 0 33872 Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Y3 54 46877 SH SOLE 0 0 46877 Government National Mortgage Association 7.50% 9/16/35 Agncy CMO Other 38374L5Z0 205 176136 SH SOLE 0 0 176136 Government National Mortgage Association 7.50% 9/20/26 Agncy CMO Other 3837H0XC2 175 150361 SH SOLE 0 0 150361 Government National Mortgage Association 7.75% 11/15/20 MBS 30yr 36290NFM9 1355 1192387 SH SOLE 0 0 1192387 Government National Mortgage Association 7.75% 6/15/30 MBS Other 36212YTT0 310 307652 SH SOLE 0 0 307652 Government National Mortgage Association 7.75% 9/15/33 MBS Other 36213NGH3 520 486874 SH SOLE 0 0 486874 Government National Mortgage Association 7.92% 7/15/23 MBS Other 36213BSQ6 537 507410 SH SOLE 0 0 507410 Government National Mortgage Association 8.00% 1/15/31 MBS Other 36213BJW3 1061 992394 SH SOLE 0 0 992394 Government National Mortgage Association 8.00% 1/15/32 MBS 30yr 36241KMZ8 10924 8955256 SH SOLE 0 0 8955256 Government National Mortgage Association 8.00% 1/20/22 MBS 30yr 36202B5R2 1 52 SH SOLE 0 0 52 Government National Mortgage Association 8.00% 1/20/25 MBS 30yr 36202CEJ8 10 8069 SH SOLE 0 0 8069 Government National Mortgage Association 8.00% 1/20/28 MBS 30yr 36202CZB2 34 29009 SH SOLE 0 0 29009 Government National Mortgage Association 8.00% 1/20/29 MBS 30yr 36202DAE1 28 25010 SH SOLE 0 0 25010 Government National Mortgage Association 8.00% 1/20/30 MBS 30yr 36202DFH9 1490 1225678 SH SOLE 0 0 1225678 Government National Mortgage Association 8.00% 1/20/31 MBS 30yr 36179NGF9 690 581903 SH SOLE 0 0 581903 Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36208E7A5 1 105 SH SOLE 0 0 105 Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36225BFG8 2744 2304846 SH SOLE 0 0 2304846 Government National Mortgage Association 8.00% 10/20/22 MBS 30yr 36202AN37 1 139 SH SOLE 0 0 139 Government National Mortgage Association 8.00% 10/20/29 MBS 30yr 36202DD73 532 442969 SH SOLE 0 0 442969 Government National Mortgage Association 8.00% 11/15/27 MBS 30yr 36225A7B0 2513 2058057 SH SOLE 0 0 2058057 Government National Mortgage Association 8.00% 11/15/33 MBS Other 36200TNP9 237 221101 SH SOLE 0 0 221101 Government National Mortgage Association 8.00% 11/16/29 Agncy CMO Z 3837H3LY1 301 253311 SH SOLE 0 0 253311 Government National Mortgage Association 8.00% 11/20/24 MBS 30yr 36202CDE0 80 70003 SH SOLE 0 0 70003 Government National Mortgage Association 8.00% 11/20/25 MBS 30yr 36202CLB7 9 7080 SH SOLE 0 0 7080 Government National Mortgage Association 8.00% 11/20/27 MBS 30yr 36202CYH0 23 19177 SH SOLE 0 0 19177 Government National Mortgage Association 8.00% 11/20/29 MBS 30yr 36202DEM9 904 728502 SH SOLE 0 0 728502 Government National Mortgage Association 8.00% 12/15/25 MBS 30yr 36225BQB7 241 212299 SH SOLE 0 0 212299 Government National Mortgage Association 8.00% 12/15/30 MBS 30yr 3622A2CK6 9783 7976060 SH SOLE 0 0 7976060 Government National Mortgage Association 8.00% 12/15/35 MBS 30yr 36241KJA7 16164 12990232 SH SOLE 0 0 12990232 Government National Mortgage Association 8.00% 12/20/24 MBS 30yr 36202CD34 1 249 SH SOLE 0 0 249 Government National Mortgage Association 8.00% 12/20/25 MBS 30yr 36202CLW1 22 19191 SH SOLE 0 0 19191 Government National Mortgage Association 8.00% 12/20/27 MBS 30yr 36202CYW7 27 23266 SH SOLE 0 0 23266 Government National Mortgage Association 8.00% 12/20/29 MBS 30yr 36202DE31 707 570472 SH SOLE 0 0 570472 Government National Mortgage Association 8.00% 2/20/23 MBS 30yr 36202A3U9 1 631 SH SOLE 0 0 631 Government National Mortgage Association 8.00% 2/20/26 MBS 30yr 36202CMU4 67 58541 SH SOLE 0 0 58541 Government National Mortgage Association 8.00% 2/20/28 MBS 30yr 36202CZP1 26 22583 SH SOLE 0 0 22583 Government National Mortgage Association 8.00% 3/20/26 MBS 30yr 36202CNC3 6 4755 SH SOLE 0 0 4755 Government National Mortgage Association 8.00% 3/20/29 MBS 30yr 36202DA92 38 35561 SH SOLE 0 0 35561 Government National Mortgage Association 8.00% 4/15/38 MBS 30yr 36241LNH5 7104 5852846 SH SOLE 0 0 5852846 Government National Mortgage Association 8.00% 4/20/25 MBS 30yr 36202CF57 2 1025 SH SOLE 0 0 1025 Government National Mortgage Association 8.00% 4/20/29 MBS 30yr 36202DBM2 7 6316 SH SOLE 0 0 6316 Government National Mortgage Association 8.00% 6/20/22 MBS 30yr 36202CBM4 1 288 SH SOLE 0 0 288 Government National Mortgage Association 8.00% 6/20/23 MBS 30yr 36202BLD5 11 9390 SH SOLE 0 0 9390 Government National Mortgage Association 8.00% 6/20/24 MBS 30yr 36202B5W1 1 123 SH SOLE 0 0 123 Government National Mortgage Association 8.00% 6/20/28 MBS 30yr 36202C3P6 7 6222 SH SOLE 0 0 6222 Government National Mortgage Association 8.00% 7/15/24 MBS Other 36212YTX1 96 95069 SH SOLE 0 0 95069 Government National Mortgage Association 8.00% 7/15/29 MBS 30yr 36225BFK9 21 16445 SH SOLE 0 0 16445 Government National Mortgage Association 8.00% 7/20/17 MBS 30yr 36202A3E5 1 51 SH SOLE 0 0 51 Government National Mortgage Association 8.00% 7/20/22 MBS 30yr 36202AAH0 1 200 SH SOLE 0 0 200 Government National Mortgage Association 8.00% 7/20/24 MBS 30yr 36202B7B5 1 146 SH SOLE 0 0 146 Government National Mortgage Association 8.00% 7/20/25 MBS 30yr 36202CHM8 52 43225 SH SOLE 0 0 43225 Government National Mortgage Association 8.00% 7/20/29 MBS 30yr 36202DCW9 1 391 SH SOLE 0 0 391 Government National Mortgage Association 8.00% 8/15/26 MBS 30yr 36207H4R5 1 94 SH SOLE 0 0 94 Government National Mortgage Association 8.00% 8/15/31 MBS Other 36213NH25 223 208104 SH SOLE 0 0 208104 Government National Mortgage Association 8.00% 8/20/24 MBS 30yr 36202CBJ1 9 7301 SH SOLE 0 0 7301 Government National Mortgage Association 8.00% 8/20/25 MBS 30yr 36202CJC8 9 7411 SH SOLE 0 0 7411 Government National Mortgage Association 8.00% 8/20/28 MBS 30yr 36202C4S9 2 1091 SH SOLE 0 0 1091 Government National Mortgage Association 8.00% 8/20/29 MBS 30yr 36202DDC2 51 44389 SH SOLE 0 0 44389 Government National Mortgage Association 8.00% 9/15/27 MBS 30yr 3622A2C67 9781 7974100 SH SOLE 0 0 7974100 Government National Mortgage Association 8.00% 9/15/32 MBS 30yr 3622A2FH0 12059 9867150 SH SOLE 0 0 9867150 Government National Mortgage Association 8.00% 9/20/22 MBS 30yr 36202AFM4 1 110 SH SOLE 0 0 110 Government National Mortgage Association 8.00% 9/20/23 MBS 30yr 36202BQ57 1 46 SH SOLE 0 0 46 Government National Mortgage Association 8.00% 9/20/24 MBS 30yr 36202CCE1 4 2679 SH SOLE 0 0 2679 Government National Mortgage Association 8.00% 9/20/28 MBS 30yr 36202C5G4 10 8796 SH SOLE 0 0 8796 Government National Mortgage Association 8.25% 4/15/20 MBS 30yr 36225A4V9 150 132414 SH SOLE 0 0 132414 Government National Mortgage Association 8.25% 9/15/30 MBS Other 36210KPU3 253 238910 SH SOLE 0 0 238910 Government National Mortgage Association 8.50% 2/15/32 MBS 30yr 36241LNJ1 6097 5205374 SH SOLE 0 0 5205374 Government National Mortgage Association 8.50% 7/15/32 MBS 30yr 36225BUX4 272 215684 SH SOLE 0 0 215684 Government National Mortgage Association 8.60% 5/15/27 MBS Other 36213BSG8 451 455333 SH SOLE 0 0 455333 Government National Mortgage Association 9.00% 10/15/29 MBS 30yr 36225BGZ5 394 315717 SH SOLE 0 0 315717 Government National Mortgage Association 9.00% 12/15/17 MBS 30yr 36225ABQ2 879 818217 SH SOLE 0 0 818217 Government National Mortgage Association 9.50% 7/15/25 MBS 30yr 36225BF78 6 5012 SH SOLE 0 0 5012 Government National Mortgage Association II 6.00% 1/20/29 MBS 30yr 36202C7L1 796 687086 SH SOLE 0 0 687086 Government National Mortgage Association II 6.00% 1/20/32 MBS 30yr 36202DRG8 319 280012 SH SOLE 0 0 280012 Government National Mortgage Association II 6.00% 1/20/34 MBS 30yr 36202D3J8 260 224382 SH SOLE 0 0 224382 Government National Mortgage Association II 6.00% 11/20/31 MBS 30yr 36202DQM6 417 360531 SH SOLE 0 0 360531 Government National Mortgage Association II 6.00% 12/20/31 MBS 30yr 36202DQZ7 332 290651 SH SOLE 0 0 290651 Government National Mortgage Association II 6.00% 2/20/29 MBS 30yr 36202DAN1 195 167882 SH SOLE 0 0 167882 Government National Mortgage Association II 6.00% 2/20/34 MBS 30yr 36202D4A6 186 160184 SH SOLE 0 0 160184 Government National Mortgage Association II 6.00% 2/20/35 MBS 30yr 36202ECQ0 772 659561 SH SOLE 0 0 659561 Government National Mortgage Association II 6.00% 3/20/33 MBS 30yr 36202DWX5 1881 1627683 SH SOLE 0 0 1627683 Government National Mortgage Association II 6.00% 4/20/31 Agncy CMO Z 383739R76 699 622654 SH SOLE 0 0 622654 Government National Mortgage Association II 6.00% 4/20/33 MBS 30yr 36202DXD8 24 20499 SH SOLE 0 0 20499 Government National Mortgage Association II 6.00% 7/20/34 MBS 30yr 36202D6V8 65 55718 SH SOLE 0 0 55718 Government National Mortgage Association II 6.00% 9/20/23 MBS 15yr 36202EVX4 215 195521 SH SOLE 0 0 195521 Government National Mortgage Association II 6.50% 1/20/28 MBS 30yr 36202CY72 2827 2439718 SH SOLE 0 0 2439718 Government National Mortgage Association II 6.50% 1/20/29 MBS 30yr 36202DAA9 1654 1425405 SH SOLE 0 0 1425405 Government National Mortgage Association II 6.50% 1/20/32 MBS 30yr 36225BRH3 201 171157 SH SOLE 0 0 171157 Government National Mortgage Association II 6.50% 10/20/28 MBS 30yr 36202C5T6 716 623319 SH SOLE 0 0 623319 Government National Mortgage Association II 6.50% 10/20/34 MBS 30yr 36202EC64 462 389998 SH SOLE 0 0 389998 Government National Mortgage Association II 6.50% 12/20/27 MBS 30yr 36202CYS6 119 101983 SH SOLE 0 0 101983 Government National Mortgage Association II 6.50% 12/20/28 MBS 30yr 36202C7A5 9 7123 SH SOLE 0 0 7123 Government National Mortgage Association II 6.50% 12/20/32 MBS 30yr 36202DVP3 243 206735 SH SOLE 0 0 206735 Government National Mortgage Association II 6.50% 2/20/31 MBS 30yr 36202DLU3 124 105588 SH SOLE 0 0 105588 Government National Mortgage Association II 6.50% 3/20/26 MBS 30yr 36202CM83 187 164517 SH SOLE 0 0 164517 Government National Mortgage Association II 6.50% 3/20/28 MBS 30yr 36202CZ48 14 11669 SH SOLE 0 0 11669 Government National Mortgage Association II 6.50% 3/20/31 MBS 30yr 36202DMA6 118 100067 SH SOLE 0 0 100067 Government National Mortgage Association II 6.50% 3/20/32 Agncy CMO Other 38373WJW9 103 89883 SH SOLE 0 0 89883 Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36202C2J1 952 820840 SH SOLE 0 0 820840 Government National Mortgage Association II 6.50% 4/20/28 MBS 30yr 36209ERU8 267 242356 SH SOLE 0 0 242356 Government National Mortgage Association II 6.50% 4/20/33 MBS 30yr 36202DXE6 24 20321 SH SOLE 0 0 20321 Government National Mortgage Association II 6.50% 5/20/28 MBS 30yr 36202C2X0 2710 2382948 SH SOLE 0 0 2382948 Government National Mortgage Association II 6.50% 5/20/31 MBS 30yr 36202DM57 227 198523 SH SOLE 0 0 198523 Government National Mortgage Association II 6.50% 5/20/32 Agncy CMO Z 38373W4S4 292 253055 SH SOLE 0 0 253055 Government National Mortgage Association II 6.50% 5/20/32 MBS 30yr 36202DS44 25 21293 SH SOLE 0 0 21293 Government National Mortgage Association II 6.50% 5/20/33 MBS 30yr 36202DXV8 266 227017 SH SOLE 0 0 227017 Government National Mortgage Association II 6.50% 6/20/26 MBS 30yr 36202CPP2 519 443354 SH SOLE 0 0 443354 Government National Mortgage Association II 6.50% 6/20/28 Agncy CMO Other 3837H1PL9 336 295531 SH SOLE 0 0 295531 Government National Mortgage Association II 6.50% 6/20/28 MBS 30yr 36202C3L5 143 124135 SH SOLE 0 0 124135 Government National Mortgage Association II 6.50% 6/20/31 MBS 30yr 36202DNL1 156 133494 SH SOLE 0 0 133494 Government National Mortgage Association II 6.50% 7/20/31 MBS 30yr 36202DNY3 76 65737 SH SOLE 0 0 65737 Government National Mortgage Association II 6.50% 8/16/29 Agncy CMO Other 38373XDM5 186 162174 SH SOLE 0 0 162174 Government National Mortgage Association II 6.50% 8/20/31 MBS 30yr 36202DPD7 1634 1397331 SH SOLE 0 0 1397331 Government National Mortgage Association II 6.50% 8/20/32 MBS 30yr 36225BYE2 203 173267 SH SOLE 0 0 173267 Government National Mortgage Association II 6.50% 8/20/33 MBS 30yr 36202DY54 240 212104 SH SOLE 0 0 212104 Government National Mortgage Association II 7.00% 1/20/29 MBS 30yr 36202DAB7 349 299867 SH SOLE 0 0 299867 Government National Mortgage Association II 7.00% 10/20/25 MBS 30yr 36202CKJ1 1988 1707986 SH SOLE 0 0 1707986 Government National Mortgage Association II 7.00% 10/20/26 MBS 30yr 36202CRW5 8 7146 SH SOLE 0 0 7146 Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DQC8 124 104708 SH SOLE 0 0 104708 Government National Mortgage Association II 7.00% 10/20/31 MBS 30yr 36202DSS1 52 43696 SH SOLE 0 0 43696 Government National Mortgage Association II 7.00% 10/20/37 MBS 30yr 36202EP29 718 620493 SH SOLE 0 0 620493 Government National Mortgage Association II 7.00% 10/20/38 MBS 30yr 36202EW70 472 415769 SH SOLE 0 0 415769 Government National Mortgage Association II 7.00% 11/20/27 MBS 30yr 36202CYF4 1387 1181819 SH SOLE 0 0 1181819 Government National Mortgage Association II 7.00% 11/20/31 MBS 30yr 36202DQP9 159 133111 SH SOLE 0 0 133111 Government National Mortgage Association II 7.00% 11/20/34 MBS 30yr 36202EBH1 18 15643 SH SOLE 0 0 15643 Government National Mortgage Association II 7.00% 12/20/25 MBS 30yr 36202CLR2 76 65916 SH SOLE 0 0 65916 Government National Mortgage Association II 7.00% 12/20/27 MBS 30yr 36202CYT4 942 799732 SH SOLE 0 0 799732 Government National Mortgage Association II 7.00% 12/20/28 MBS 30yr 36202C7B3 135 117059 SH SOLE 0 0 117059 Government National Mortgage Association II 7.00% 12/20/32 MBS 30yr 36241LFF8 37299 31413994 SH SOLE 0 0 31413994 Government National Mortgage Association II 7.00% 12/20/34 MBS 30yr 36202EBY4 53 46816 SH SOLE 0 0 46816 Government National Mortgage Association II 7.00% 12/20/37 MBS 30yr 36202EQP7 218 194449 SH SOLE 0 0 194449 Government National Mortgage Association II 7.00% 2/20/28 MBS 30yr 36202CZM8 255 218453 SH SOLE 0 0 218453 Government National Mortgage Association II 7.00% 2/20/31 MBS 30yr 36202DLV1 120 103277 SH SOLE 0 0 103277 Government National Mortgage Association II 7.00% 2/20/32 MBS 30yr 36202DRX1 4 2677 SH SOLE 0 0 2677 Government National Mortgage Association II 7.00% 3/20/28 MBS 30yr 36202CZ55 181 154042 SH SOLE 0 0 154042 Government National Mortgage Association II 7.00% 3/20/29 MBS 30yr 36202DA76 81 70390 SH SOLE 0 0 70390 Government National Mortgage Association II 7.00% 3/20/32 MBS 30yr 36202DSD4 287 240631 SH SOLE 0 0 240631 Government National Mortgage Association II 7.00% 3/20/38 MBS 30yr 36202ERW1 494 422828 SH SOLE 0 0 422828 Government National Mortgage Association II 7.00% 4/20/26 MBS 30yr 36202CNT6 7 5545 SH SOLE 0 0 5545 Government National Mortgage Association II 7.00% 4/20/29 MBS 30yr 36202DBK6 49 41982 SH SOLE 0 0 41982 Government National Mortgage Association II 7.00% 4/20/32 MBS 30yr 36225BSV1 2176 1829485 SH SOLE 0 0 1829485 Government National Mortgage Association II 7.00% 5/20/26 MBS 30yr 36202CPA5 5 3630 SH SOLE 0 0 3630 Government National Mortgage Association II 7.00% 5/20/28 MBS 30yr 36202C2Y8 1350 1154290 SH SOLE 0 0 1154290 Government National Mortgage Association II 7.00% 5/20/29 MBS 30yr 36202DBY6 111 93278 SH SOLE 0 0 93278 Government National Mortgage Association II 7.00% 5/20/31 MBS 30yr 36202DM65 64 53531 SH SOLE 0 0 53531 Government National Mortgage Association II 7.00% 5/20/32 MBS 30yr 36202DS51 42 34933 SH SOLE 0 0 34933 Government National Mortgage Association II 7.00% 6/20/28 MBS 30yr 36202C3M3 126 107322 SH SOLE 0 0 107322 Government National Mortgage Association II 7.00% 7/20/28 MBS 30yr 36202C3Z4 176 149018 SH SOLE 0 0 149018 Government National Mortgage Association II 7.00% 7/20/29 MBS 30yr 36202DCU3 119 100258 SH SOLE 0 0 100258 Government National Mortgage Association II 7.00% 8/20/25 MBS 30yr 36202CH71 54 46845 SH SOLE 0 0 46845 Government National Mortgage Association II 7.00% 8/20/27 MBS 30yr 36202CW82 161 136607 SH SOLE 0 0 136607 Government National Mortgage Association II 7.00% 8/20/28 MBS 30yr 36202C4Q3 124 106258 SH SOLE 0 0 106258 Government National Mortgage Association II 7.00% 8/20/31 MBS 30yr 36202DPE5 350 293956 SH SOLE 0 0 293956 Government National Mortgage Association II 7.00% 9/20/27 MBS 30yr 36202CXL2 502 434423 SH SOLE 0 0 434423 Government National Mortgage Association II 7.00% 9/20/29 MBS 30yr 36202DDN8 3 1828 SH SOLE 0 0 1828 Government National Mortgage Association II 7.00% 9/20/31 MBS 30yr 36202DPT2 90 75719 SH SOLE 0 0 75719 Government National Mortgage Association II 7.00% 9/20/37 MBS 30yr 36202EPP8 8 6688 SH SOLE 0 0 6688 Government National Mortgage Association II 7.00% 9/20/38 MBS 30yr 36202EWG0 268 236944 SH SOLE 0 0 236944 Government National Mortgage Association II 7.50% 1/20/28 MBS 30yr 36202CY98 20 16523 SH SOLE 0 0 16523 Government National Mortgage Association II 7.50% 1/20/30 MBS 30yr 36202DFG1 244 206962 SH SOLE 0 0 206962 Government National Mortgage Association II 7.50% 10/20/28 MBS 30yr 36202C5V1 168 141736 SH SOLE 0 0 141736 Government National Mortgage Association II 7.50% 10/20/29 MBS 30yr 36202DD65 1535 1271651 SH SOLE 0 0 1271651 Government National Mortgage Association II 7.50% 11/20/25 MBS 30yr 36202CK77 71 58598 SH SOLE 0 0 58598 Government National Mortgage Association II 7.50% 11/20/26 MBS 30yr 36202CSK0 52 43317 SH SOLE 0 0 43317 Government National Mortgage Association II 7.50% 11/20/27 MBS 30yr 36202CYG2 182 150883 SH SOLE 0 0 150883 Government National Mortgage Association II 7.50% 11/20/29 Agncy CMO Z 3837H3FY8 314 270200 SH SOLE 0 0 270200 Government National Mortgage Association II 7.50% 11/20/29 MBS 30yr 36202DEL1 2541 2086903 SH SOLE 0 0 2086903 Government National Mortgage Association II 7.50% 11/20/32 MBS 30yr 36241KHU5 10098 8274113 SH SOLE 0 0 8274113 Government National Mortgage Association II 7.50% 12/20/22 MBS 30yr 36202ATA5 1 303 SH SOLE 0 0 303 Government National Mortgage Association II 7.50% 12/20/25 MBS 30yr 36202CLU5 1 198 SH SOLE 0 0 198 Government National Mortgage Association II 7.50% 12/20/26 MBS 30yr 36202CS61 39 32337 SH SOLE 0 0 32337 Government National Mortgage Association II 7.50% 12/20/27 MBS 30yr 36202CYV9 15 12268 SH SOLE 0 0 12268 Government National Mortgage Association II 7.50% 12/20/29 MBS 30yr 36202DE23 1040 870788 SH SOLE 0 0 870788 Government National Mortgage Association II 7.50% 2/20/29 MBS 30yr 36202DAS0 131 110367 SH SOLE 0 0 110367 Government National Mortgage Association II 7.50% 2/20/30 MBS 30yr 36202DFY2 707 582057 SH SOLE 0 0 582057 Government National Mortgage Association II 7.50% 3/20/28 MBS 30yr 36202CZ63 43 35748 SH SOLE 0 0 35748 Government National Mortgage Association II 7.50% 3/20/29 MBS 30yr 36202DA84 1 294 SH SOLE 0 0 294 Government National Mortgage Association II 7.50% 3/20/30 MBS 30yr 36202DGD7 396 324231 SH SOLE 0 0 324231 Government National Mortgage Association II 7.50% 3/20/32 MBS 30yr 3622A2DB5 9559 7950755 SH SOLE 0 0 7950755 Government National Mortgage Association II 7.50% 4/20/26 MBS 30yr 36202CNV1 3 2040 SH SOLE 0 0 2040 Government National Mortgage Association II 7.50% 4/20/28 MBS 30yr 36202C2M4 3 2112 SH SOLE 0 0 2112 Government National Mortgage Association II 7.50% 4/20/30 MBS 30yr 36202DGR6 322 263789 SH SOLE 0 0 263789 Government National Mortgage Association II 7.50% 5/20/24 MBS 30yr 36202B4A0 1 342 SH SOLE 0 0 342 Government National Mortgage Association II 7.50% 5/20/30 MBS 30yr 36202DG62 8 6081 SH SOLE 0 0 6081 Government National Mortgage Association II 7.50% 6/20/26 MBS 30yr 36202CPS6 1 184 SH SOLE 0 0 184 Government National Mortgage Association II 7.50% 6/20/30 MBS 30yr 36202DHK0 33 26895 SH SOLE 0 0 26895 Government National Mortgage Association II 7.50% 7/20/28 MBS 30yr 36202C4A8 5 3416 SH SOLE 0 0 3416 Government National Mortgage Association II 7.50% 7/20/29 MBS 30yr 36202DCV1 36 31213 SH SOLE 0 0 31213 Government National Mortgage Association II 7.50% 7/20/30 MBS 30yr 36202DHW4 88 71889 SH SOLE 0 0 71889 Government National Mortgage Association II 7.50% 8/20/29 MBS 30yr 36202DDB4 75 61148 SH SOLE 0 0 61148 Government National Mortgage Association II 7.50% 8/20/30 MBS 30yr 36202DJA0 526 432420 SH SOLE 0 0 432420 Government National Mortgage Association II 7.50% 9/20/27 MBS 30yr 36202CXN8 19 15168 SH SOLE 0 0 15168 Government National Mortgage Association II 7.50% 9/20/28 MBS 30yr 36202C5F6 251 207534 SH SOLE 0 0 207534 Government National Mortgage Association II 7.50% 9/20/29 MBS 30yr 36202DDP3 1951 1604423 SH SOLE 0 0 1604423 Government National Mortgage Association II 8.00% 1/20/26 MBS 30yr 36202CMD2 119 103758 SH SOLE 0 0 103758 Government National Mortgage Association II 8.00% 1/20/27 MBS 30yr 36202CTT0 13 10040 SH SOLE 0 0 10040 Government National Mortgage Association II 8.00% 1/20/31 MBS 30yr 36202DLH2 17 13633 SH SOLE 0 0 13633 Government National Mortgage Association II 8.00% 10/20/25 MBS 30yr 36202CKP7 2 1407 SH SOLE 0 0 1407 Government National Mortgage Association II 8.00% 10/20/26 MBS 30yr 36202CR21 140 116653 SH SOLE 0 0 116653 Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36202CX40 533 448172 SH SOLE 0 0 448172 Government National Mortgage Association II 8.00% 10/20/27 MBS 30yr 36225BZ76 4117 3368208 SH SOLE 0 0 3368208 Government National Mortgage Association II 8.00% 10/20/30 MBS 30yr 36202DJ93 1178 966915 SH SOLE 0 0 966915 Government National Mortgage Association II 8.00% 11/20/26 MBS 30yr 36202CSM6 126 104879 SH SOLE 0 0 104879 Government National Mortgage Association II 8.00% 11/20/31 MBS 30yr 36225BSP4 3633 3013233 SH SOLE 0 0 3013233 Government National Mortgage Association II 8.00% 12/20/26 MBS 30yr 36202CS95 87 70899 SH SOLE 0 0 70899 Government National Mortgage Association II 8.00% 12/20/30 MBS 30yr 36202DKZ3 1816 1458386 SH SOLE 0 0 1458386 Government National Mortgage Association II 8.00% 2/20/24 MBS 30yr 36202BXU4 4 3046 SH SOLE 0 0 3046 Government National Mortgage Association II 8.00% 2/20/27 MBS 30yr 36202CUC5 49 41789 SH SOLE 0 0 41789 Government National Mortgage Association II 8.00% 2/20/29 MBS 30yr 36202DAT8 46 41584 SH SOLE 0 0 41584 Government National Mortgage Association II 8.00% 3/20/27 MBS 30yr 36202CUW1 6 5007 SH SOLE 0 0 5007 Government National Mortgage Association II 8.00% 3/20/30 MBS 30yr 36202DGE5 572 459916 SH SOLE 0 0 459916 Government National Mortgage Association II 8.00% 4/20/26 MBS 30yr 36202CNW9 12 10614 SH SOLE 0 0 10614 Government National Mortgage Association II 8.00% 4/20/27 MBS 30yr 36202CVF7 21 18129 SH SOLE 0 0 18129 Government National Mortgage Association II 8.00% 4/20/30 MBS 30yr 36202DGS4 1090 895424 SH SOLE 0 0 895424 Government National Mortgage Association II 8.00% 5/20/25 MBS 30yr 36202CGN7 11 9774 SH SOLE 0 0 9774 Government National Mortgage Association II 8.00% 5/20/27 MBS 30yr 36202CV26 145 122044 SH SOLE 0 0 122044 Government National Mortgage Association II 8.00% 5/20/29 MBS 30yr 36202DB26 4 3038 SH SOLE 0 0 3038 Government National Mortgage Association II 8.00% 5/20/30 MBS 30yr 36202DG70 368 296314 SH SOLE 0 0 296314 Government National Mortgage Association II 8.00% 6/20/26 MBS 30yr 36202CPT4 18 14757 SH SOLE 0 0 14757 Government National Mortgage Association II 8.00% 6/20/27 MBS 30yr 36202CWE9 98 81235 SH SOLE 0 0 81235 Government National Mortgage Association II 8.00% 6/20/30 Agncy CMO Z 3837H4ND3 154 128057 SH SOLE 0 0 128057 Government National Mortgage Association II 8.00% 6/20/31 MBS 30yr 36202DNP2 8 6731 SH SOLE 0 0 6731 Government National Mortgage Association II 8.00% 7/20/26 MBS 30yr 36202CQA4 22 17984 SH SOLE 0 0 17984 Government National Mortgage Association II 8.00% 7/20/27 MBS 30yr 36202CWU3 148 120440 SH SOLE 0 0 120440 Government National Mortgage Association II 8.00% 7/20/30 MBS 30yr 36202DHX2 31 24758 SH SOLE 0 0 24758 Government National Mortgage Association II 8.00% 8/20/26 MBS 30yr 36202CQX4 333 272251 SH SOLE 0 0 272251 Government National Mortgage Association II 8.00% 8/20/27 MBS 30yr 36202CXB4 339 275604 SH SOLE 0 0 275604 Government National Mortgage Association II 8.00% 8/20/31 MBS 30yr 36202FLW4 179 146920 SH SOLE 0 0 146920 Government National Mortgage Association II 8.00% 9/20/18 MBS 30yr 36202BF34 4 3289 SH SOLE 0 0 3289 Government National Mortgage Association II 8.00% 9/20/25 MBS 30yr 36202CJ38 4 3425 SH SOLE 0 0 3425 Government National Mortgage Association II 8.00% 9/20/26 MBS 30yr 36202CRE5 87 70960 SH SOLE 0 0 70960 Government National Mortgage Association II 8.00% 9/20/27 MBS 30yr 36202CXP3 363 295240 SH SOLE 0 0 295240 Government National Mortgage Association II 8.00% 9/20/29 MBS 30yr 36202DDQ1 331 272706 SH SOLE 0 0 272706 Government National Mortgage Association II 8.00% 9/20/30 MBS 30yr 36202DJS1 56 45154 SH SOLE 0 0 45154 Government National Mortgage Association II 8.00% 9/20/32 MBS 30yr 36241LL61 7188 5793277 SH SOLE 0 0 5793277 Government National Mortgage Association II 8.50% 11/20/31 MBS 30yr 36225BYL6 576 480539 SH SOLE 0 0 480539 Government National Mortgage Association II 8.75% 3/20/17 MBS 30yr 36202LHR7 10 9535 SH SOLE 0 0 9535 Government National Mortgage Association II VRN 11/20/39 Agncy CMO Other 38378DU29 13168 11164802 SH SOLE 0 0 11164802 Government National Mortgage Association II VRN 2/20/39 Agncy CMO Other 38378TLP3 4982 4215793 SH SOLE 0 0 4215793 Government National Mortgage Association II VRN 4/20/34 Agncy CMO Other 38378MSU0 7412 6560010 SH SOLE 0 0 6560010 Government National Mortgage Association VRN 1/16/34 Agncy CMBS 38373MKJ8 185 183666 SH SOLE 0 0 183666 Government National Mortgage Association VRN 10/20/34 Agncy CMO Other 38378HJB3 2658 2226229 SH SOLE 0 0 2226229 Government National Mortgage Association VRN 12/16/50 Agncy CMBS 38376GXR6 6805 5844096 SH SOLE 0 0 5844096 Government National Mortgage Association VRN 12/20/38 Agncy CMO Other 38378MH99 5298 4606486 SH SOLE 0 0 4606486 Government National Mortgage Association VRN 2/16/44 Agncy CMBS 38373MSR2 198 194785 SH SOLE 0 0 194785 Government National Mortgage Association VRN 5/16/44 Agncy CMO Other 38379BXD5 2331 1967182 SH SOLE 0 0 1967182 Government National Mortgage Association VRN 5/16/46 Agncy CMBS 38373MH60 5729 5419467 SH SOLE 0 0 5419467 Government National Mortgage Association VRN 6/16/32 Agncy CMBS 38373MZ45 460 455437 SH SOLE 0 0 455437 Government National Mortgage Association VRN 8/16/46 Agncy CMBS 38374NJX6 2876 2849589 SH SOLE 0 0 2849589 Government National Mortgage Association VRN 9/16/41 Agncy CMBS 38373MWJ5 1638 1583410 SH SOLE 0 0 1583410 Government National Mortgage Association VRN 9/20/30 Agncy CMO Other 38378PQJ0 11066 9743354 SH SOLE 0 0 9743354 Granite Construction Inc Common Stock 387328107 21255 590723 SH SOLE 0 0 590723 Graphic Packaging Holding Co Common Stock 388689101 59 4991 SH SOLE 0 0 4991 Hanesbrands Inc Common Stock 410345102 156 1580 SH SOLE 0 0 1580 Harley-Davidson Inc Common Stock 412822108 24414 349513 SH SOLE 0 0 349513 Harris Corp Common Stock 413875105 128 1688 SH SOLE 0 0 1688 HB Fuller Co Common Stock 359694106 28848 599742 SH SOLE 0 0 599742 HCC Insurance Holdings Inc Common Stock 404132102 35514 725650 SH SOLE 0 0 725650 Health Care REIT Inc 3.00% 12/1/29 US DOMESTIC 42217KAR7 2297 1860762 SH SOLE 0 0 1860762 Helen of Troy Ltd Common Stock G4388N106 17926 295657 SH SOLE 0 0 295657 Helix Energy Solutions Group Inc Common Stock 42330P107 36330 1380838 SH SOLE 0 0 1380838 Helmerich & Payne Inc Common Stock 423452101 15223 131100 SH SOLE 0 0 131100 Hospira Inc Common Stock 441060100 10151 197600 SH SOLE 0 0 197600 Host Hotels & Resorts Lp 2.50% 10/15/2029 PRIV PLACEMENT 44107TAG1 699 412282 SH SOLE 0 0 412282 Hubbell Inc Common Stock 443510201 16293 132300 SH SOLE 0 0 132300 IBERIABANK Corp Common Stock 450828108 32954 476278 SH SOLE 0 0 476278 ICU Medical Inc Common Stock 44930G107 22090 363262 SH SOLE 0 0 363262 IDEX Corp Common Stock 45167R104 83 1024 SH SOLE 0 0 1024 Independent Bank Corp Common Stock 453836108 27243 709797 SH SOLE 0 0 709797 Infinity Property & Casualty Corp Common Stock 45665Q103 19427 288953 SH SOLE 0 0 288953 Ingersoll-Rand PLC Common Stock G47791101 23123 369900 SH SOLE 0 0 369900 Ingram Micro Inc Common Stock 457153104 15260 522400 SH SOLE 0 0 522400 Ingredion Inc Common Stock 457187102 29356 391200 SH SOLE 0 0 391200 Integra LifeSciences Holdings Corp Common Stock 457985208 35424 752724 SH SOLE 0 0 752724 Integrated Device Technology Inc Common Stock 458118106 19617 1268886 SH SOLE 0 0 1268886 International Flavors & Fragrances Inc Common Stock 459506101 23474 225100 SH SOLE 0 0 225100 Invesco Ltd Common Stock G491BT108 30623 811200 SH SOLE 0 0 811200 iShares Russell 2000 Value ETF ETP 464287630 11799 114262 SH SOLE 0 0 114262 iShares Russell Mid-cap Value ETF ETP 464287473 22263 306600 SH SOLE 0 0 306600 Itau Unibanco Holding SA ADR 465562106 584 40565 SH SOLE 0 0 40565 Janus Capital Group Inc 0.75% 7/15/18 US DOMESTIC 47102XAH8 5662 4350532 SH SOLE 0 0 4350532 JM Smucker Co/The Common Stock 832696405 29925 280800 SH SOLE 0 0 280800 John Bean Technologies Corp Common Stock 477839104 6216 200578 SH SOLE 0 0 200578 Johnson Controls Inc Common Stock 478366107 31706 635000 SH SOLE 0 0 635000 Jones Lang LaSalle Inc Common Stock 48020Q107 38954 308200 SH SOLE 0 0 308200 Juniper Networks Inc Common Stock 48203R104 38315 1561300 SH SOLE 0 0 1561300 Kaiser Aluminum Corp Common Stock 483007704 22880 313971 SH SOLE 0 0 313971 Kaiser Aluminum Corp 4.50% 4/1/15 US DOMESTIC 483007AB6 894 581224 SH SOLE 0 0 581224 Kennametal Inc Common Stock 489170100 51700 1117097 SH SOLE 0 0 1117097 Kla-Tencor Corp Common Stock 482480100 46040 633800 SH SOLE 0 0 633800 Korn/Ferry International Common Stock 500643200 21259 723815 SH SOLE 0 0 723815 Lakeland Financial Corp Common Stock 511656100 16717 438055 SH SOLE 0 0 438055 Lancaster Colony Corp Common Stock 513847103 17756 186588 SH SOLE 0 0 186588 LaSalle Hotel Properties REIT 517942108 43062 1220221 SH SOLE 0 0 1220221 La-Z-Boy Inc Common Stock 505336107 24451 1055284 SH SOLE 0 0 1055284 Lear Corp Common Stock 521865204 96 1072 SH SOLE 0 0 1072 Littelfuse Inc Common Stock 537008104 27931 300491 SH SOLE 0 0 300491 LyondellBasell Industries NV Common Stock N53745100 4591 47007 SH SOLE 0 0 47007 Marathon Petroleum Corp Common Stock 56585A102 62 789 SH SOLE 0 0 789 Markel Corp Common Stock 570535104 44584 68000 SH SOLE 0 0 68000 Marriott International Inc/DE Common Stock 571903202 29166 455000 SH SOLE 0 0 455000 Marsh & McLennan Cos Inc Common Stock 571748102 29149 562500 SH SOLE 0 0 562500 Masco Corp Common Stock 574599106 29509 1329200 SH SOLE 0 0 1329200 MasTec Inc Common Stock 576323109 25680 833200 SH SOLE 0 0 833200 Mastercard Inc Common Stock 57636Q104 168 2283 SH SOLE 0 0 2283 Mcgrath Rentcorp Common Stock 580589109 16442 447380 SH SOLE 0 0 447380 McKesson Corp Common Stock 58155Q103 112 597 SH SOLE 0 0 597 Mead Johnson Nutrition Co Common Stock 582839106 127 1359 SH SOLE 0 0 1359 Micron Technology Inc 3.00% 11/15/43 GLOBAL 595112AY9 1233 956840 SH SOLE 0 0 956840 Microsemi Corp Common Stock 595137100 25782 963449 SH SOLE 0 0 963449 MicroStrategy Inc Common Stock 594972408 25514 181437 SH SOLE 0 0 181437 MKS Instruments Inc Common Stock 55306N104 36202 1158833 SH SOLE 0 0 1158833 Modine Manufacturing Co Common Stock 607828100 18992 1206583 SH SOLE 0 0 1206583 MTS Systems Corp Common Stock 553777103 6022 88860 SH SOLE 0 0 88860 Mueller Industries Inc Common Stock 624756102 32779 1114541 SH SOLE 0 0 1114541 Multi-Color Corp Common Stock 625383104 23075 576713 SH SOLE 0 0 576713 Nord Anglia Education Inc Common Stock G6583A102 52 2792 SH SOLE 0 0 2792 Nordstrom Inc Common Stock 655664100 31839 468700 SH SOLE 0 0 468700 NorthWestern Corp Common Stock 668074305 22303 427331 SH SOLE 0 0 427331 NRG Yield Inc Class A Common Stock 62942X108 145 2783 SH SOLE 0 0 2783 Old National Bancorp/IN Common Stock 680033107 28878 2022208 SH SOLE 0 0 2022208 Olin Corp Common Stock 680665205 30284 1124941 SH SOLE 0 0 1124941 Omnicom Group Inc 0.00% 7/31/32 US DOMESTIC 681919AV8 2150 1626001 SH SOLE 0 0 1626001 ON Semiconductor Corp Common Stock 682189105 29277 3203100 SH SOLE 0 0 3203100 Owens & Minor Inc Common Stock 690732102 34655 1019856 SH SOLE 0 0 1019856 Oxford Industries Inc Common Stock 691497309 10653 159781 SH SOLE 0 0 159781 Pacwest Bancorp Common Stock 695263103 28505 660296 SH SOLE 0 0 660296 Parametric Technology Corp Common Stock 69370C100 34310 884253 SH SOLE 0 0 884253 Parker Hannifin Corp Common Stock 701094104 25411 202100 SH SOLE 0 0 202100 Patterson Cos Inc Common Stock 703395103 45010 1139200 SH SOLE 0 0 1139200 Penske Automotive Group Inc Common Stock 70959W103 15974 322699 SH SOLE 0 0 322699 Pike Corp Common Stock 721283109 14866 1659133 SH SOLE 0 0 1659133 Plexus Corp Common Stock 729132100 37489 865996 SH SOLE 0 0 865996 Premier Inc Class A Common Stock 74051N102 49 1687 SH SOLE 0 0 1687 Primerica Inc Common Stock 74164M108 26383 551351 SH SOLE 0 0 551351 Primoris Services Corp Common Stock 74164F103 22448 778334 SH SOLE 0 0 778334 Prospect Capital Corp 5.875% 1/15/19 GLOBAL 74348TAM4 1834 1744861 SH SOLE 0 0 1744861 Quanex Building Products Corp Common Stock 747619104 18223 1019712 SH SOLE 0 0 1019712 Rayonier Trs Holdings Inc 4.50% 8/15/15 US DOMESTIC 75508AAC0 1257 824086 SH SOLE 0 0 824086 Rayonier Trs Holdings Inc 4.50% 8/15/15 PRIV PLACEMENT 75508AAD8 3524 2310473 SH SOLE 0 0 2310473 Regal-Beloit Corp Common Stock 758750103 27921 355400 SH SOLE 0 0 355400 Reliance Steel & Aluminum Co Common Stock 759509102 44617 605300 SH SOLE 0 0 605300 Republic Services Inc Common Stock 760759100 40131 1056900 SH SOLE 0 0 1056900 Reserve Primary Fund Open-End Fund 761056407 0 0 SH SOLE 0 0 0 Robert Half International Inc Common Stock 770323103 16576 347200 SH SOLE 0 0 347200 Rockwell Automation Inc Common Stock 773903109 16309 130300 SH SOLE 0 0 130300 Roper Industries Inc 0.00% 1/15/34 US DOMESTIC 776696AA4 3365 1836000 SH SOLE 0 0 1836000 Rosetta Resources Inc Common Stock 777779307 34212 623724 SH SOLE 0 0 623724 RPM International Inc Common Stock 749685103 28974 627400 SH SOLE 0 0 627400 Rudolph Technologies Inc Common Stock 781270103 13483 1364658 SH SOLE 0 0 1364658 Rush Enterprises Inc Common Stock 781846209 20168 581700 SH SOLE 0 0 581700 Sally Beauty Holdings Inc Common Stock 79546E104 6657 265400 SH SOLE 0 0 265400 SanDisk Corp Common Stock 80004C101 77 736 SH SOLE 0 0 736 Seaboard Corp Common Stock 811543107 4887 1618 SH SOLE 0 0 1618 Selective Insurance Group Inc Common Stock 816300107 20774 840351 SH SOLE 0 0 840351 Sempra Energy Common Stock 816851109 12178 116300 SH SOLE 0 0 116300 Sensient Technologies Corp Common Stock 81725T100 25897 464754 SH SOLE 0 0 464754 Silgan Holdings Inc Common Stock 827048109 27869 548379 SH SOLE 0 0 548379 Silicom Ltd Common Stock M84116108 307 7300 SH SOLE 0 0 7300 South Jersey Industries Inc Common Stock 838518108 26814 443851 SH SOLE 0 0 443851 Southwest Airlines Co Common Stock 844741108 19344 720156 SH SOLE 0 0 720156 Stancorp Financial Group Inc Common Stock 852891100 34253 535200 SH SOLE 0 0 535200 Steris Corp Common Stock 859152100 31788 594375 SH SOLE 0 0 594375 Sterling Bancorp Common Stock 85917A100 26525 2210414 SH SOLE 0 0 2210414 Summerset Group Holdings Common Stock Q8794G109 418 138259 SH SOLE 0 0 138259 SunTrust Banks Inc Common Stock 867914103 23119 577100 SH SOLE 0 0 577100 Swift Transportation Co Common Stock 87074U101 60 2344 SH SOLE 0 0 2344 SYKES Enterprises Inc Common Stock 871237103 30858 1420053 SH SOLE 0 0 1420053 Syneron Medical Ltd Common Stock M87245102 326 31576 SH SOLE 0 0 31576 Synopsys Inc Common Stock 871607107 27209 700900 SH SOLE 0 0 700900 Taiwan Semiconductor Manufacturing Co Ltd ADR 874039100 3593 167957 SH SOLE 0 0 167957 TE Connectivity Ltd Common Stock H84989104 35935 581083 SH SOLE 0 0 581083 Teradata Corp Common Stock 88076W103 20900 519900 SH SOLE 0 0 519900 TRIMAS CORP Common Stock 896215209 27286 715584 SH SOLE 0 0 715584 Trinity Industries Inc Common Stock 896522109 131 2980 SH SOLE 0 0 2980 Union Pacific Corp Common Stock 907818108 230 2296 SH SOLE 0 0 2296 Unit Corp Common Stock 909218109 41599 604367 SH SOLE 0 0 604367 US Treasury Bill 0.00% 10/9/14 US GOVERNMENT 912796DZ9 9072 9072001 SH SOLE 0 0 9072001 US Treasury Bond 8.875% 8/15/17 US GOVERNMENT 912810DZ8 63777 51238769 SH SOLE 0 0 51238769 Valero Energy Corp Common Stock 91913Y100 88 1743 SH SOLE 0 0 1743 Viacom Inc Common Stock 92553P201 104 1193 SH SOLE 0 0 1193 Watts Water Technologies Inc Common Stock 942749102 30376 492065 SH SOLE 0 0 492065 Werner Enterprises Inc Common Stock 950755108 31504 1188361 SH SOLE 0 0 1188361 Westlake Chemical Corp Common Stock 960413102 135 1606 SH SOLE 0 0 1606 Willis Group Holdings Plc Common Stock G96666105 38169 881500 SH SOLE 0 0 881500 Wisdomtree India Earnings ETP 97717W422 451 20028 SH SOLE 0 0 20028 Woodward Inc Common Stock 980745103 27249 543021 SH SOLE 0 0 543021 WR Berkley Corp Common Stock 084423102 20196 436100 SH SOLE 0 0 436100 Xcel Energy Inc Common Stock 98389B100 36704 1138800 SH SOLE 0 0 1138800 Xylem Inc Common Stock 98419M100 18665 477600 SH SOLE 0 0 477600 ARES CAP CORP SR Corporate Bonds 04010LAB9 6551 6165000 SH SOLE 0 0 6165000 ELECTRONIC ARTS INC Corporate Bonds 285512AA7 1389 1098000 SH SOLE 0 0 1098000 NUANCE COMMUNICATIONS INC Corporate Bonds 67020YAB6 1145 1080000 SH SOLE 0 0 1080000 SALESFORCE COM INC Corporate Bonds 79466LAD6 1510 1315000 SH SOLE 0 0 1315000 Abbott Laboratories Common Stock 002824100 10501 257453 SH SOLE 257453 0 0 Air Products & Chemicals Inc Common Stock 009158106 19303 149249 SH SOLE 149249 0 0 Altera Corp Common Stock 021441100 14275 410223 SH SOLE 410223 0 0 Anadarko Petroleum Corp Common Stock 032511107 18794 171879 SH SOLE 171879 0 0 Anheuser-Busch InBev NV ADR 03524A108 7410 61930 SH SOLE 61930 0 0 Apple Inc Common Stock 037833100 26829 288260 SH SOLE 288260 0 0 Applied Materials Inc Common Stock 038222105 22468 1008267 SH SOLE 1008267 0 0 BP Plc ADR 055622104 21886 423875 SH SOLE 423875 0 0 Bank of America Corp Common Stock 060505104 20573 1344411 SH SOLE 1344411 0 0 Bank of New York Mellon Corp/The Common Stock 064058100 11648 307096 SH SOLE 307096 0 0 Baxter International Inc Common Stock 071813109 13804 190720 SH SOLE 190720 0 0 H&R Block Inc Common Stock 093671105 9277 288274 SH SOLE 288274 0 0 CH Robinson Worldwide Inc Common Stock 12541W209 10810 169012 SH SOLE 169012 0 0 CVS Caremark Corp Common Stock 126650100 12290 167488 SH SOLE 167488 0 0 Capital One Financial Corp Common Stock 14040H105 11284 131616 SH SOLE 131616 0 0 Chesapeake Energy Corp Common Stock 165167107 8994 291148 SH SOLE 291148 0 0 Cisco Systems Inc Common Stock 17275R102 23531 961873 SH SOLE 961873 0 0 Citigroup Inc Common Stock 172967424 23215 495353 SH SOLE 495353 0 0 Comcast Corp Common Stock 20030N101 25524 479659 SH SOLE 479659 0 0 Danaher Corp Common Stock 235851102 18493 238502 SH SOLE 238502 0 0 Dow Chemical Co/The Common Stock 260543103 6632 126542 SH SOLE 126542 0 0 EMC Corp/Massachusetts Common Stock 268648102 25335 959208 SH SOLE 959208 0 0 General Dynamics Corp Common Stock 369550108 9522 76690 SH SOLE 76690 0 0 Google Inc Class A Common Stock 38259P508 3565 5287 SH SOLE 5287 0 0 Google Inc Class C Common Stock 38259P706 23482 41719 SH SOLE 41719 0 0 Intel Corp Common Stock 458140100 22281 719998 SH SOLE 719998 0 0 JPMorgan Chase & Co Common Stock 46625H100 17183 297877 SH SOLE 297877 0 0 Koninklijke Philips Electronics NV NY Reg Shrs 500472303 13189 412738 SH SOLE 412738 0 0 Eli Lilly & Co Common Stock 532457108 9968 168979 SH SOLE 168979 0 0 Merck & Co Inc Common Stock 58933Y105 21579 373155 SH SOLE 373155 0 0 MetLife Inc Common Stock 59156R108 15430 276805 SH SOLE 276805 0 0 Newell Rubbermaid Inc Common Stock 651229106 9561 322932 SH SOLE 322932 0 0 News Corp - Class A Common Stock 65249B109 11917 665523 SH SOLE 665523 0 0 Nucor Corp Common Stock 670346105 8608 174774 SH SOLE 174774 0 0 Occidental Petroleum Corp Common Stock 674599105 23728 235010 SH SOLE 235010 0 0 PVH Corp Common Stock 693656100 14320 122305 SH SOLE 122305 0 0 Pfizer Inc Common Stock 717081103 18469 624422 SH SOLE 624422 0 0 Procter & Gamble Co/The Common Stock 742718109 15549 194838 SH SOLE 194838 0 0 Roche Holding AG ADR 771195104 12056 322844 SH SOLE 322844 0 0 Siemens AG ADR 826197501 14541 117247 SH SOLE 117247 0 0 Starbucks Corp Common Stock 855244109 14192 186312 SH SOLE 186312 0 0 United Parcel Service Inc Common Stock 911312106 16415 160395 SH SOLE 160395 0 0 Wal-Mart Stores Inc Common Stock 931142103 18867 250679 SH SOLE 250679 0 0 Weatherford International PLC Common Stock G48833100 5346 240371 SH SOLE 240371 0 0 Nielsen NV Common Stock N63218106 13589 283676 SH SOLE 283676 0 0 ABM Industries Inc Common Stock 000957100 2340 86700 SH SOLE 86700 0 0 Actuant Corp Common Stock 00508X203 1394 40300 SH SOLE 40300 0 0 Adobe Systems Inc Common Stock 00724F101 3374 46625 SH SOLE 46625 0 0 Affiliated Managers Group Inc Common Stock 008252108 3083 15005 SH SOLE 15005 0 0 Airtran Holdings Inc 5.25% 11/1/16 US DOMESTIC 00949PAD0 20910 9874637 SH SOLE 9874637 0 0 Alexandria Real Estate Equities Inc REIT 015271109 19001 244723 SH SOLE 244723 0 0 Alexion Pharmaceuticals Inc Common Stock 015351109 2215 14175 SH SOLE 14175 0 0 Alleghany Corp Common Stock 017175100 21863 49900 SH SOLE 49900 0 0 Allete Inc Common Stock 018522300 1613 31400 SH SOLE 31400 0 0 Alliance Data Systems Corp Common Stock 018581108 3143 11175 SH SOLE 11175 0 0 Alliant Energy Corp Common Stock 018802108 18243 299750 SH SOLE 299750 0 0 Allison Transmission Holdings Inc Common Stock 01973R101 14171 455650 SH SOLE 455650 0 0 Altra Industrial Motion Corp Common Stock 02208R106 1325 36400 SH SOLE 36400 0 0 Alza Corp 0.00% 7/28/20 US DOMESTIC 02261WAB5 19940 13865001 SH SOLE 13865001 0 0 Amazon.com Inc Common Stock 023135106 3662 11275 SH SOLE 11275 0 0 American Financial Group Inc Common Stock 025932104 1769 29700 SH SOLE 29700 0 0 Amerisafe Inc Common Stock 03071H100 1107 27200 SH SOLE 27200 0 0 Amg Capital Trust II Pfd 5.15% 10/15/37 PUBLIC 00170F209 7080 112374 SH SOLE 112374 0 0 Analog Devices Inc Common Stock 032654105 16805 310800 SH SOLE 310800 0 0 Analogic Corp Common Stock 032657207 1479 18900 SH SOLE 18900 0 0 Anixter International Inc Common Stock 035290105 2192 21900 SH SOLE 21900 0 0 Ann Inc Common Stock 035623107 1103 26800 SH SOLE 26800 0 0 Ares Capital Corp 5.125% 6/1/16 GLOBAL 04010LAD5 12917 12036714 SH SOLE 12036714 0 0 Argo Group International Holdings Ltd Common Stock G0464B107 1784 34900 SH SOLE 34900 0 0 Associated Banc-Corp Common Stock 045487105 2709 149800 SH SOLE 149800 0 0 Astec Industries Inc Common Stock 046224101 1729 39400 SH SOLE 39400 0 0 Atmos Energy Corp Common Stock 049560105 20423 382450 SH SOLE 382450 0 0 Aurelius AG Common Stock D04986101 2907 79565 SH SOLE 79565 0 0 Autoliv Inc Common Stock 052800109 10371 97300 SH SOLE 97300 0 0 Avery Dennison Corp Common Stock 053611109 20275 395600 SH SOLE 395600 0 0 Avnet Inc Common Stock 053807103 16484 372000 SH SOLE 372000 0 0 Bank Of America Corp Pfd 7.25% 12/31/49 PUBLIC 060505682 3364 2868 SH SOLE 2868 0 0 Barnes Group Inc Common Stock 067806109 1184 30700 SH SOLE 30700 0 0 Becton Dickinson and Co Common Stock 075887109 15882 134250 SH SOLE 134250 0 0 Bemis Co Inc Common Stock 081437105 18704 460000 SH SOLE 460000 0 0 Biogen Idec Inc Common Stock 09062X103 3272 10375 SH SOLE 10375 0 0 Blackrock 5.50% 2/15/18 US DOMESTIC 092533AB4 4302 4063205 SH SOLE 4063205 0 0 Briggs & Stratton Corp Common Stock 109043109 1048 51200 SH SOLE 51200 0 0 Bristol-Myers Squibb Co 0.00% 9/15/23 US DOMESTIC 110122AN8 6015 4950000 SH SOLE 4950000 0 0 Broadridge Financial Solutions Inc Common Stock 11133T103 19405 466000 SH SOLE 466000 0 0 Brown Shoe Co Inc Common Stock 115736100 1480 51700 SH SOLE 51700 0 0 Brunswick Corp/DE Common Stock 117043109 784 18600 SH SOLE 18600 0 0 Cabot Corp Common Stock 127055101 1537 26500 SH SOLE 26500 0 0 Calgon Carbon Corp Common Stock 129603106 1264 56600 SH SOLE 56600 0 0 Callaway Golf Co Common Stock 131193104 1063 127700 SH SOLE 127700 0 0 Canadian Pacific Railway Ltd Common Stock 13645T100 3727 20575 SH SOLE 20575 0 0 Carefusion Corp Common Stock 14170T101 26076 587950 SH SOLE 587950 0 0 Carlisle Cos Inc Common Stock 142339100 2001 23100 SH SOLE 23100 0 0 Casey's General Stores Inc Common Stock 147528103 14895 211900 SH SOLE 211900 0 0 Catamaran Corp Common Stock 148887102 1918 43425 SH SOLE 43425 0 0 Celadon Group Inc Common Stock 150838100 534 25031 SH SOLE 25031 0 0 Celgene Corp Common Stock 151020104 3844 44750 SH SOLE 44750 0 0 Cerner Corp Common Stock 156782104 2258 43775 SH SOLE 43775 0 0 Charles River Laboratories International Inc Common Stock 159864107 1274 23800 SH SOLE 23800 0 0 Charles Schwab Corp/The Common Stock 808513105 2930 108775 SH SOLE 108775 0 0 Cheesecake Factory Inc/The Common Stock 163072101 1152 24800 SH SOLE 24800 0 0 Chesapeake Energy Corp 2.50% 5/15/37 US DOMESTIC 165167BZ9 10399 9706860 SH SOLE 9706860 0 0 Chesapeake Energy Corp Preferred 5.75% Perpetual PUBLIC 165167768 6123 4620 SH SOLE 4620 0 0 Chico's FAS Inc Common Stock 168615102 6697 394850 SH SOLE 394850 0 0 Chubb Corp Common Stock 171232101 15780 171200 SH SOLE 171200 0 0 Cimarex Energy Co Common Stock 171798101 6714 46800 SH SOLE 46800 0 0 Cintas Corp Common Stock 172908105 12953 203850 SH SOLE 203850 0 0 Citrix Systems Inc 0.50% 4/15/19 PRIV PLACEMENT 177376AC4 2849 2690151 SH SOLE 2690151 0 0 City National Corp/CA Common Stock 178566105 10486 138400 SH SOLE 138400 0 0 Clean Harbors Inc Common Stock 184496107 9516 148100 SH SOLE 148100 0 0 Cloud Peak Energy Inc Common Stock 18911Q102 748 40600 SH SOLE 40600 0 0 Columbia Banking System Inc Common Stock 197236102 2034 77300 SH SOLE 77300 0 0 Comfort Systems USA Inc Common Stock 199908104 839 53100 SH SOLE 53100 0 0 Core-Mark Holding Co Inc Common Stock 218681104 804 17600 SH SOLE 17600 0 0 Cullen/Frost Bankers Inc Common Stock 229899109 17167 216150 SH SOLE 216150 0 0 Cummins Inc Common Stock 231021106 3241 21000 SH SOLE 21000 0 0 Dana Holding Corp Common Stock 235825205 1654 67700 SH SOLE 67700 0 0 Danaher Corp 0.00% 1/22/21 US DOMESTIC 235851AF9 14809 6470000 SH SOLE 6470000 0 0 DDR Corp REIT 23317H102 14067 797900 SH SOLE 797900 0 0 Dean Foods Co Common Stock 242370203 2117 120300 SH SOLE 120300 0 0 Delek US Holdings Inc Common Stock 246647101 974 34500 SH SOLE 34500 0 0 Devon Energy Corp Common Stock 25179M103 28850 363350 SH SOLE 363350 0 0 Devry Education Group Inc Common Stock 251893103 1161 27400 SH SOLE 27400 0 0 Diebold Inc Common Stock 253651103 1402 34900 SH SOLE 34900 0 0 Digital Realty Trust Inc REIT 253868103 3741 64133 SH SOLE 64133 0 0 Dominion Resources Inc PUBLIC 25746U703 7147 123963 SH SOLE 123963 0 0 Dominion Resources Inc PUBLIC 25746U885 7216 124362 SH SOLE 124362 0 0 Dominion Resources Inc 2.125% 12/15/23 US DOMESTIC 25746UAT6 7809 3626591 SH SOLE 3626591 0 0 Dominion Resources Inc PFD 6.375% 7/1/17 PUBLIC 25746U869 1069 20305 SH SOLE 20305 0 0 Dover Corp Common Stock 260003108 10464 115050 SH SOLE 115050 0 0 Drew Industries Inc Common Stock 26168L205 506 10100 SH SOLE 10100 0 0 DTE Energy Co Common Stock 233331107 13527 173700 SH SOLE 173700 0 0 Ecolab Inc Common Stock 278865100 2709 24325 SH SOLE 24325 0 0 El Paso Electric Co Common Stock 283677854 1854 46100 SH SOLE 46100 0 0 EMCOR Group Inc Common Stock 29084Q100 2583 58000 SH SOLE 58000 0 0 Encore Wire Corp Common Stock 292562105 1432 29200 SH SOLE 29200 0 0 Endurance Specialty Holdings Ltd Common Stock G30397106 1347 26100 SH SOLE 26100 0 0 Energen Corp Common Stock 29265N108 11053 124350 SH SOLE 124350 0 0 Entegris Inc Common Stock 29362U104 1923 139900 SH SOLE 139900 0 0 Entertainment One Common Stock 29382B102 2685 506469 SH SOLE 506469 0 0 Esterline Technologies Corp Common Stock 297425100 968 8400 SH SOLE 8400 0 0 Exelon Corp PFD 6.50% 6/1/17 PUBLIC 30161N127 1580 29285 SH SOLE 29285 0 0 Facebook Inc Common Stock 30303M102 4021 59750 SH SOLE 59750 0 0 Fair Isaac Corp Common Stock 303250104 1575 24700 SH SOLE 24700 0 0 Fairchild Semiconductor International Inc Common Stock 303726103 1585 101565 SH SOLE 101565 0 0 Fannie Mae Grantor Trust 7.50% 7/25/41 Agncy CMO Other 31359SR69 516 431806 SH SOLE 431806 0 0 Federal Home Loan Mortgage Corp 4.50% 12/1/39 MBS 30yr 312938KQ5 1284 1175149 SH SOLE 1175149 0 0 Federal Home Loan Mortgage Corp 5.00% 8/1/33 MBS 30yr 31296MGB9 397 350436 SH SOLE 350436 0 0 Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWCK2 7 5750 SH SOLE 5750 0 0 Federal Home Loan Mortgage Corp 5.50% 10/1/17 MBS 15yr 3128GWEE4 8 7037 SH SOLE 7037 0 0 Federal Home Loan Mortgage Corp 5.50% 10/1/36 MBS 30yr 3128LXTD2 10 8078 SH SOLE 8078 0 0 Federal Home Loan Mortgage Corp 5.50% 7/1/20 MBS 15yr 31283K4G0 142 130597 SH SOLE 130597 0 0 Federal Home Loan Mortgage Corp 6.00% 12/1/31 MBS 30yr 31287L4D1 28 24260 SH SOLE 24260 0 0 Federal Home Loan Mortgage Corp 6.00% 2/1/32 MBS 30yr 31287PC84 47 40747 SH SOLE 40747 0 0 Federal Home Loan Mortgage Corp 6.00% 4/1/26 MBS 30yr 3128FBJ63 11 9625 SH SOLE 9625 0 0 Federal Home Loan Mortgage Corp 6.00% 4/1/28 MBS 30yr 31292GU53 13 11398 SH SOLE 11398 0 0 Federal Home Loan Mortgage Corp 6.00% 4/1/37 MBS 30yr 3128M4RD7 259 229718 SH SOLE 229718 0 0 Federal Home Loan Mortgage Corp 6.00% 5/1/29 MBS 30yr 31283HEG6 22 18525 SH SOLE 18525 0 0 Federal Home Loan Mortgage Corp 6.00% 5/1/33 MBS 30yr 31288JT71 963 841769 SH SOLE 841769 0 0 Federal Home Loan Mortgage Corp 6.00% 6/1/34 MBS 30yr 31297A3B8 404 353377 SH SOLE 353377 0 0 Federal Home Loan Mortgage Corp 6.00% 8/1/32 MBS Other 31281AD74 61 53979 SH SOLE 53979 0 0 Federal Home Loan Mortgage Corp 6.50% 1/1/29 MBS 30yr 31292GX68 28 24368 SH SOLE 24368 0 0 Federal Home Loan Mortgage Corp 6.50% 12/1/32 MBS 30yr 31283H6C4 105 92149 SH SOLE 92149 0 0 Federal Home Loan Mortgage Corp 6.50% 12/1/33 MBS 30yr 3128M5CD0 343 298671 SH SOLE 298671 0 0 Federal Home Loan Mortgage Corp 6.50% 5/1/26 MBS 30yr 31335GNP6 22 19357 SH SOLE 19357 0 0 Federal Home Loan Mortgage Corp 6.50% 7/1/28 MBS 30yr 31292GWN2 13 11259 SH SOLE 11259 0 0 Federal Home Loan Mortgage Corp 6.50% 7/1/32 MBS 30yr 31287U4M1 219 193816 SH SOLE 193816 0 0 Federal Home Loan Mortgage Corp 7.00% 1/1/33 MBS 30yr 3128K6NM8 100 85688 SH SOLE 85688 0 0 Federal Home Loan Mortgage Corp 7.00% 10/1/29 MBS 30yr 31293XP51 3 2551 SH SOLE 2551 0 0 Federal Home Loan Mortgage Corp 7.00% 10/17/34 MBS Other 31335PMB8 279 242003 SH SOLE 242003 0 0 Federal Home Loan Mortgage Corp 7.00% 11/1/28 MBS 30yr 31292GXF8 6 4707 SH SOLE 4707 0 0 Federal Home Loan Mortgage Corp 7.00% 7/1/29 MBS 30yr 31293TFE2 12 10586 SH SOLE 10586 0 0 Federal Home Loan Mortgage Corp 7.00% 9/1/30 MBS 30yr 31298EYZ2 27 23855 SH SOLE 23855 0 0 Federal Home Loan Mortgage Corp 7.50% 12/15/36 Agncy CMO Other 3137A0YK5 826 682422 SH SOLE 682422 0 0 Federal Home Loan Mortgage Corp 7.50% 4/25/24 Agncy CMO Other 3133T46G6 1419 1244750 SH SOLE 1244750 0 0 Federal Home Loan Mortgage Corp 8.00% 10/17/29 MBS Other 31335PNL5 2177 1775178 SH SOLE 1775178 0 0 Federal Home Loan Mortgage Corp 8.00% 2/1/34 MBS 30yr 3128M85V2 1466 1220004 SH SOLE 1220004 0 0 Federal Home Loan Mortgage Corp 8.00% 3/1/17 MBS 30yr 313401XK2 11 9713 SH SOLE 9713 0 0 Federal Home Loan Mortgage Corp 8.00% 4/1/17 MBS 30yr 313401XQ9 11 10270 SH SOLE 10270 0 0 Federal Home Loan Mortgage Corp 8.00% 6/1/17 MBS 30yr 31290LDA2 64 60419 SH SOLE 60419 0 0 Federal Home Loan Mortgage Corp 8.00% 6/1/30 MBS 30yr 31288GY89 19 18469 SH SOLE 18469 0 0 Federal Home Loan Mortgage Corp 8.00% 7/1/29 MBS 30yr 31283HJE6 295 238824 SH SOLE 238824 0 0 Federal Home Loan Mortgage Corp 9.00% 12/25/18 MBS Other 31335PNA9 2209 2101857 SH SOLE 2101857 0 0 Federal Home Loan Mortgage Corp 9.00% 5/1/32 MBS 30yr 3128LXBD1 68 57456 SH SOLE 57456 0 0 Federal Home Loan Mortgage Corp 9.50% 8/1/21 MBS 30yr 313960XS0 3 2272 SH SOLE 2272 0 0 Federal National Mortgage Association 7.00% 2/1/24 MBS 30yr 313615US3 423 369957 SH SOLE 369957 0 0 Federal National Mortgage Association 10.00% 10/1/17 MBS 30yr 313614SD2 1 30 SH SOLE 30 0 0 Federal National Mortgage Association 10.00% 8/1/17 MBS 30yr 313614RX9 1 27 SH SOLE 27 0 0 Federal National Mortgage Association 5.00% 11/1/33 MBS 30yr 31403BQJ5 656 580574 SH SOLE 580574 0 0 Federal National Mortgage Association 5.00% 9/1/24 MBS 15yr 31412QJZ3 974 916740 SH SOLE 916740 0 0 Federal National Mortgage Association 5.50% 4/1/33 MBS 30yr 31385W4Z9 1563 1371791 SH SOLE 1371791 0 0 Federal National Mortgage Association 5.50% 7/1/33 MBS 30yr 31402ACV6 156 139223 SH SOLE 139223 0 0 Federal National Mortgage Association 6.00% 2/1/33 MBS 30yr 31400A2X5 206 181342 SH SOLE 181342 0 0 Federal National Mortgage Association 6.00% 5/1/29 MBS 30yr 31382YR83 104 91625 SH SOLE 91625 0 0 Federal National Mortgage Association 6.00% 7/1/31 MBS Other 31376JV97 76 68058 SH SOLE 68058 0 0 Federal National Mortgage Association 6.00% 9/1/29 MBS 30yr 31374TYW3 30 26316 SH SOLE 26316 0 0 Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31376JZ44 128 111740 SH SOLE 111740 0 0 Federal National Mortgage Association 6.00% 9/1/32 MBS 30yr 31390MHY3 209 184902 SH SOLE 184902 0 0 Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31376KTH9 482 425764 SH SOLE 425764 0 0 Federal National Mortgage Association 6.00% 9/1/35 MBS 30yr 31402RRR2 432 380982 SH SOLE 380982 0 0 Federal National Mortgage Association 6.50% 1/1/32 MBS 30yr 31389BAB7 5 3624 SH SOLE 3624 0 0 Federal National Mortgage Association 6.50% 10/1/32 MBS 30yr 31390HRT4 12 10292 SH SOLE 10292 0 0 Federal National Mortgage Association 6.50% 10/1/36 MBS 30yr 31410QBK6 66 57405 SH SOLE 57405 0 0 Federal National Mortgage Association 6.50% 11/1/36 MBS 30yr 31411CD40 19 16003 SH SOLE 16003 0 0 Federal National Mortgage Association 6.50% 4/1/32 MBS 30yr 31385JEL8 439 380565 SH SOLE 380565 0 0 Federal National Mortgage Association 6.50% 4/1/32 MBS 30yr 31388XTE4 8 6661 SH SOLE 6661 0 0 Federal National Mortgage Association 6.50% 4/1/37 MBS 30yr 31411UPM7 12 10150 SH SOLE 10150 0 0 Federal National Mortgage Association 6.50% 7/1/17 MBS 15yr 31371KQ20 35 32268 SH SOLE 32268 0 0 Federal National Mortgage Association 6.50% 7/18/28 Agncy CMO Other 31359T3Y2 300 262696 SH SOLE 262696 0 0 Federal National Mortgage Association 6.50% 8/1/36 MBS 30yr 31403DRY7 113 99585 SH SOLE 99585 0 0 Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31371GZ86 12 9692 SH SOLE 9692 0 0 Federal National Mortgage Association 6.50% 9/1/28 MBS 30yr 31380PJE0 26 22726 SH SOLE 22726 0 0 Federal National Mortgage Association 7.00% 10/1/26 MBS 30yr 31374TVC0 25 21688 SH SOLE 21688 0 0 Federal National Mortgage Association 7.00% 12/1/27 MBS 30yr 31378JGT8 4 3347 SH SOLE 3347 0 0 Federal National Mortgage Association 7.00% 12/1/37 MBS 30yr 31412MBE7 13 11391 SH SOLE 11391 0 0 Federal National Mortgage Association 7.00% 2/1/25 MBS 30yr 31373T3L2 434 385830 SH SOLE 385830 0 0 Federal National Mortgage Association 7.00% 5/1/22 MBS 20yr 31371KQF1 49 43717 SH SOLE 43717 0 0 Federal National Mortgage Association 7.50% 10/1/32 MBS 30yr 31410LHZ8 1691 1407302 SH SOLE 1407302 0 0 Federal National Mortgage Association 7.50% 12/1/28 MBS 30yr 31374TKE8 114 100911 SH SOLE 100911 0 0 Federal National Mortgage Association 7.50% 2/20/30 Agncy CMO Z 31359XYK9 119 99787 SH SOLE 99787 0 0 Federal National Mortgage Association 7.50% 4/1/20 MBS 20yr 31384VTA0 367 330778 SH SOLE 330778 0 0 Federal National Mortgage Association 7.50% 5/1/29 MBS 30yr 31382ULZ7 3 2162 SH SOLE 2162 0 0 Federal National Mortgage Association 7.50% 5/20/27 Agncy CMO Other 31359PSF4 106 90389 SH SOLE 90389 0 0 Federal National Mortgage Association 7.50% 8/1/29 MBS 30yr 31383PLM6 129 113040 SH SOLE 113040 0 0 Federal National Mortgage Association 7.50% 8/1/37 MBS 30yr 31418MJP8 902 761408 SH SOLE 761408 0 0 Federal National Mortgage Association 8.00% 11/1/19 MBS 20yr 31384G4N2 29 25498 SH SOLE 25498 0 0 Federal National Mortgage Association 8.00% 12/1/36 MBS 30yr 3138EGM50 545 452195 SH SOLE 452195 0 0 Federal National Mortgage Association 8.00% 3/1/30 MBS 30yr 31384VZE5 6 4762 SH SOLE 4762 0 0 Federal National Mortgage Association 8.00% 4/1/27 MBS 30yr 31384AB64 51 48620 SH SOLE 48620 0 0 Federal National Mortgage Association 8.00% 5/1/32 MBS 30yr 31410LH39 1143 954682 SH SOLE 954682 0 0 Federal National Mortgage Association 8.00% 9/1/30 MBS 30yr 31384WMW7 529 447856 SH SOLE 447856 0 0 Federal National Mortgage Association 8.50% 10/1/32 MBS 30yr 31418MJT0 736 607354 SH SOLE 607354 0 0 Federal National Mortgage Association 8.50% 11/1/17 MBS 30yr 31379RFA1 1 390 SH SOLE 390 0 0 Federal National Mortgage Association 8.50% 12/1/24 MBS 30yr 31373TUF5 429 372924 SH SOLE 372924 0 0 Federal National Mortgage Association 9.25% 3/25/18 Agncy CMO Z 313602BE3 8 7047 SH SOLE 7047 0 0 Federal National Mortgage Association 9.50% 4/1/30 MBS 30yr 31384WAH3 651 551118 SH SOLE 551118 0 0 Federal National Mortgage Associaton VRN 8/25/33 Agncy CMO Other 31393UAN3 490 405922 SH SOLE 405922 0 0 Fidelity National Information Services Inc Common Stock 31620M106 17742 324100 SH SOLE 324100 0 0 Fifth Third Bancorp Common Stock 316773100 16815 787550 SH SOLE 787550 0 0 Fluor Corp 1.50% 2/15/24 US DOMESTIC 343412AA0 11860 4250616 SH SOLE 4250616 0 0 FMC Technologies Inc Common Stock 30249U101 3222 52750 SH SOLE 52750 0 0 FNB Corp/PA Common Stock 302520101 1690 131800 SH SOLE 131800 0 0 Ford Motor Co 4.25% 11/15/16 US DOMESTIC 345370CN8 16828 8421828 SH SOLE 8421828 0 0 Forward Air Corp Common Stock 349853101 1278 26700 SH SOLE 26700 0 0 Gannett Co Inc Common Stock 364730101 14267 455650 SH SOLE 455650 0 0 GATX Corp Common Stock 361448103 837 12500 SH SOLE 12500 0 0 Gilead Sciences Inc Common Stock 375558103 4239 51125 SH SOLE 51125 0 0 Gilead Sciences Inc 1.625% 5/1/16 US DOMESTIC 375558AP8 48632 13341907 SH SOLE 13341907 0 0 Government National Mortgage Association 5.00% 10/15/34 MBS 30yr 36241KMA3 284 255690 SH SOLE 255690 0 0 Government National Mortgage Association 5.00% 7/15/33 MBS 30yr 36213FWS8 620 558418 SH SOLE 558418 0 0 Government National Mortgage Association 5.50% 1/15/35 MBS 30yr 36241KB72 613 543956 SH SOLE 543956 0 0 Government National Mortgage Association 6.00% 2/15/37 MBS 30yr 3622A2C91 1018 882543 SH SOLE 882543 0 0 Government National Mortgage Association 6.00% 3/15/33 MBS 30yr 36225BXB9 739 638708 SH SOLE 638708 0 0 Government National Mortgage Association 6.50% 12/15/38 MBS 30yr 36241KYF9 180 158390 SH SOLE 158390 0 0 Government National Mortgage Association 6.50% 9/15/29 MBS 30yr 36225BKX5 22 18334 SH SOLE 18334 0 0 Government National Mortgage Association 7.00% 1/15/39 MBS 30yr 3622A2AC6 834 703482 SH SOLE 703482 0 0 Government National Mortgage Association 7.00% 10/20/27 MBS 30yr 36202CXZ1 171 145259 SH SOLE 145259 0 0 Government National Mortgage Association 7.00% 12/15/32 MBS 30yr 36241LFA9 1270 1075808 SH SOLE 1075808 0 0 Government National Mortgage Association 7.00% 2/20/26 MBS 30yr 36202CMR1 256 219321 SH SOLE 219321 0 0 Government National Mortgage Association 7.00% 3/15/32 MBS 30yr 36241KJG4 810 687656 SH SOLE 687656 0 0 Government National Mortgage Association 7.00% 6/15/36 MBS 30yr 3622A2ET5 26 21308 SH SOLE 21308 0 0 Government National Mortgage Association 7.00% 7/15/35 MBS 30yr 36241LMJ2 76 64065 SH SOLE 64065 0 0 Government National Mortgage Association 8.00% 10/15/27 MBS 30yr 36225BFG8 1708 1434634 SH SOLE 1434634 0 0 Government National Mortgage Association II 5.50% 2/20/40 MBS 30yr 36202FEK8 544 480908 SH SOLE 480908 0 0 Government National Mortgage Association II 6.50% 1/20/29 MBS 30yr 36202DAA9 437 376160 SH SOLE 376160 0 0 Government National Mortgage Association II 6.50% 10/20/28 MBS 30yr 36202C5T6 601 522794 SH SOLE 522794 0 0 Government National Mortgage Association II 7.00% 11/20/31 MBS 30yr 36202DQP9 18 15105 SH SOLE 15105 0 0 Government National Mortgage Association II 7.00% 12/20/27 MBS 30yr 36202CYT4 732 620921 SH SOLE 620921 0 0 Government National Mortgage Association II 7.00% 4/20/32 MBS 30yr 36225BSV1 740 621990 SH SOLE 621990 0 0 Government National Mortgage Association II 7.00% 9/20/27 MBS 30yr 36202CXL2 514 444481 SH SOLE 444481 0 0 Government National Mortgage Association II 8.00% 7/20/30 MBS 30yr 36202DHX2 300 241036 SH SOLE 241036 0 0 Government National Mortgage Association VRN 5/16/44 Agncy CMO Other 38379BXD5 916 772673 SH SOLE 772673 0 0 Government National Mortgage Association VRN 9/20/30 Agncy CMO Other 38378PQJ0 616 542147 SH SOLE 542147 0 0 Governmet National Mortgage Association 5.00% 4/15/33 MBS 30yr 36200KR41 189 170208 SH SOLE 170208 0 0 Granite Construction Inc Common Stock 387328107 1296 36000 SH SOLE 36000 0 0 Halliburton Co Common Stock 406216101 2907 40925 SH SOLE 40925 0 0 Harley-Davidson Inc Common Stock 412822108 11582 165800 SH SOLE 165800 0 0 HB Fuller Co Common Stock 359694106 1739 36150 SH SOLE 36150 0 0 HCC Insurance Holdings Inc Common Stock 404132102 2154 44000 SH SOLE 44000 0 0 Health Care REIT Inc PUBLIC 42217K601 6869 118949 SH SOLE 118949 0 0 Health Care REIT Inc 3.00% 12/1/29 US DOMESTIC 42217KAR7 4602 3727535 SH SOLE 3727535 0 0 Helen of Troy Ltd Common Stock G4388N106 1092 18000 SH SOLE 18000 0 0 Helix Energy Solutions Group Inc Common Stock 42330P107 2234 84900 SH SOLE 84900 0 0 Helmerich & Payne Inc Common Stock 423452101 7228 62250 SH SOLE 62250 0 0 Hospira Inc Common Stock 441060100 4947 96300 SH SOLE 96300 0 0 Host Hotels & Resorts Lp 2.50% 10/15/2029 PRIV PLACEMENT 44107TAG1 1442 851647 SH SOLE 851647 0 0 Hubbell Inc Common Stock 443510201 7617 61850 SH SOLE 61850 0 0 IBERIABANK Corp Common Stock 450828108 2111 30500 SH SOLE 30500 0 0 ICU Medical Inc Common Stock 44930G107 1357 22300 SH SOLE 22300 0 0 Independent Bank Corp Common Stock 453836108 1904 49600 SH SOLE 49600 0 0 Infinity Property & Casualty Corp Common Stock 45665Q103 1399 20800 SH SOLE 20800 0 0 Ingersoll-Rand PLC Common Stock G47791101 11296 180700 SH SOLE 180700 0 0 Ingram Micro Inc Common Stock 457153104 924 31600 SH SOLE 31600 0 0 Ingredion Inc Common Stock 457187102 13688 182400 SH SOLE 182400 0 0 Integra LifeSciences Holdings Corp Common Stock 457985208 2193 46600 SH SOLE 46600 0 0 Integrated Device Technology Inc Common Stock 458118106 1209 78200 SH SOLE 78200 0 0 Intel Corp 3.25% 8/1/39 US DOMESTIC 458140AF7 34103 22108402 SH SOLE 22108402 0 0 International Flavors & Fragrances Inc Common Stock 459506101 11888 114000 SH SOLE 114000 0 0 Invesco Ltd Common Stock G491BT108 15129 400750 SH SOLE 400750 0 0 Janus Capital Group Inc 0.75% 7/15/18 US DOMESTIC 47102XAH8 11098 8528607 SH SOLE 8528607 0 0 Jefferies Group Inc 3.875% 11/1/29 US DOMESTIC 472319AG7 10334 9663009 SH SOLE 9663009 0 0 JM Smucker Co/The Common Stock 832696405 13908 130500 SH SOLE 130500 0 0 John Bean Technologies Corp Common Stock 477839104 372 12000 SH SOLE 12000 0 0 Johnson Controls Inc Common Stock 478366107 15666 313750 SH SOLE 313750 0 0 Jones Lang LaSalle Inc Common Stock 48020Q107 19029 150550 SH SOLE 150550 0 0 Juniper Networks Inc Common Stock 48203R104 19259 784763 SH SOLE 784763 0 0 Kaiser Aluminum Corp Common Stock 483007704 1378 18900 SH SOLE 18900 0 0 Kaiser Aluminum Corp 4.50% 4/1/15 US DOMESTIC 483007AB6 6017 3914446 SH SOLE 3914446 0 0 Kennametal Inc Common Stock 489170100 14465 312550 SH SOLE 312550 0 0 Kla-Tencor Corp Common Stock 482480100 23064 317500 SH SOLE 317500 0 0 Korn/Ferry International Common Stock 500643200 1302 44300 SH SOLE 44300 0 0 Lakeland Financial Corp Common Stock 511656100 1138 29800 SH SOLE 29800 0 0 Lam Research Corp 1.25% 5/15/18 US DOMESTIC 512807AL2 13594 9949619 SH SOLE 9949619 0 0 Lancaster Colony Corp Common Stock 513847103 1076 11300 SH SOLE 11300 0 0 LaSalle Hotel Properties REIT 517942108 2718 77000 SH SOLE 77000 0 0 La-Z-Boy Inc Common Stock 505336107 1514 65300 SH SOLE 65300 0 0 Littelfuse Inc Common Stock 537008104 1664 17900 SH SOLE 17900 0 0 Markel Corp Common Stock 570535104 21899 33400 SH SOLE 33400 0 0 Marriott International Inc/DE Common Stock 571903202 14054 219250 SH SOLE 219250 0 0 Marsh & McLennan Cos Inc Common Stock 571748102 14127 272600 SH SOLE 272600 0 0 Masco Corp Common Stock 574599106 14339 645900 SH SOLE 645900 0 0 MasTec Inc Common Stock 576323109 12480 404900 SH SOLE 404900 0 0 Mcgrath Rentcorp Common Stock 580589109 1000 27200 SH SOLE 27200 0 0 Metlife Inc Pfd 9/11/13 PUBLIC 59156R116 25462 796659 SH SOLE 796659 0 0 Michael Kors Holdings Limited Common Stock G60754101 2678 30200 SH SOLE 30200 0 0 Micron Technology Inc 3.00% 11/15/43 GLOBAL 595112AY9 8779 6815222 SH SOLE 6815222 0 0 Microsemi Corp Common Stock 595137100 1555 58100 SH SOLE 58100 0 0 MicroStrategy Inc Common Stock 594972408 1561 11100 SH SOLE 11100 0 0 MKS Instruments Inc Common Stock 55306N104 2290 73300 SH SOLE 73300 0 0 Modine Manufacturing Co Common Stock 607828100 1159 73600 SH SOLE 73600 0 0 Mohawk Industries Inc Common Stock 608190104 2449 17700 SH SOLE 17700 0 0 Monsanto Co Common Stock 61166W101 3200 25650 SH SOLE 25650 0 0 Monster Beverage Corp. Common Stock 611740101 2435 34275 SH SOLE 34275 0 0 MTS Systems Corp Common Stock 553777103 366 5395 SH SOLE 5395 0 0 Mueller Industries Inc Common Stock 624756102 1992 67700 SH SOLE 67700 0 0 Multi-Color Corp Common Stock 625383104 1473 36800 SH SOLE 36800 0 0 Mylan 3.75% 9/15/15 US DOMESTIC 628530AJ6 8915 2299531 SH SOLE 2299531 0 0 New York Community Capital Trust V PUBLIC 64944P307 12296 250064 SH SOLE 250064 0 0 Newmont Mining Corp 1.625% 7/15/17 US DOMESTIC 651639AJ5 13284 12583693 SH SOLE 12583693 0 0 Nextera Energy PUBLIC 65339F887 6252 96195 SH SOLE 96195 0 0 Nordstrom Inc Common Stock 655664100 14836 218400 SH SOLE 218400 0 0 NorthWestern Corp Common Stock 668074305 1451 27800 SH SOLE 27800 0 0 Novellus Systems 2.625% 5/15/41 US DOMESTIC 670008AD3 13706 6772206 SH SOLE 6772206 0 0 Nuance Communications Inc 2.75% 11/1/31 US DOMESTIC 67020YAF7 4059 4063563 SH SOLE 4063563 0 0 Old National Bancorp/IN Common Stock 680033107 2063 144400 SH SOLE 144400 0 0 Olin Corp Common Stock 680665205 1869 69400 SH SOLE 69400 0 0 Omnicom Group Inc 0.00% 7/31/32 US DOMESTIC 681919AV8 4193 3172001 SH SOLE 3172001 0 0 ON Semiconductor Corp Common Stock 682189105 14529 1589600 SH SOLE 1589600 0 0 Owens & Minor Inc Common Stock 690732102 2100 61800 SH SOLE 61800 0 0 Owens-Brockway 3.00% 6/1/15 PRIV PLACEMENT 69073TAQ6 2594 2536186 SH SOLE 2536186 0 0 Oxford Industries Inc Common Stock 691497309 667 10000 SH SOLE 10000 0 0 Pacwest Bancorp Common Stock 695263103 1766 40900 SH SOLE 40900 0 0 Parametric Technology Corp Common Stock 69370C100 2127 54800 SH SOLE 54800 0 0 Parker Hannifin Corp Common Stock 701094104 12826 102010 SH SOLE 102010 0 0 Patterson Cos Inc Common Stock 703395103 22192 561672 SH SOLE 561672 0 0 Penske Automotive Group Inc Common Stock 70959W103 7690 155350 SH SOLE 155350 0 0 Pike Corp Common Stock 721283109 897 100100 SH SOLE 100100 0 0 Plexus Corp Common Stock 729132100 2325 53700 SH SOLE 53700 0 0 Precision Castparts Corp Common Stock 740189105 2259 8950 SH SOLE 8950 0 0 Priceline.Com Inc 1.00% 3/15/18 US DOMESTIC 741503AQ9 12492 8816284 SH SOLE 8816284 0 0 Priceline.com Inc 1.25% 3/15/15 US DOMESTIC 741503AN6 22551 5716329 SH SOLE 5716329 0 0 Primerica Inc Common Stock 74164M108 1642 34300 SH SOLE 34300 0 0 Primoris Services Corp Common Stock 74164F103 1356 47000 SH SOLE 47000 0 0 Prologis LP 3.25% 3/15/15 US DOMESTIC 74340XAT8 9969 8905487 SH SOLE 8905487 0 0 Prospect Capital Corp 5.875% 1/15/19 GLOBAL 74348TAM4 6039 5747473 SH SOLE 5747473 0 0 Quanex Building Products Corp Common Stock 747619104 1101 61600 SH SOLE 61600 0 0 Rayonier Trs Holdings Inc 4.50% 8/15/15 US DOMESTIC 75508AAC0 5475 3589574 SH SOLE 3589574 0 0 Rayonier Trs Holdings Inc 4.50% 8/15/15 PRIV PLACEMENT 75508AAD8 3678 2411587 SH SOLE 2411587 0 0 Regal-Beloit Corp Common Stock 758750103 13026 165800 SH SOLE 165800 0 0 Reliance Steel & Aluminum Co Common Stock 759509102 21814 295932 SH SOLE 295932 0 0 Republic Services Inc Common Stock 760759100 20098 529300 SH SOLE 529300 0 0 Robert Half International Inc Common Stock 770323103 7756 162450 SH SOLE 162450 0 0 Rockwell Automation Inc Common Stock 773903109 7613 60825 SH SOLE 60825 0 0 Roper Industries Inc 0.00% 1/15/34 US DOMESTIC 776696AA4 6101 3329000 SH SOLE 3329000 0 0 Rosetta Resources Inc Common Stock 777779307 286 5200 SH SOLE 5200 0 0 RPM International Inc Common Stock 749685103 14143 306250 SH SOLE 306250 0 0 RPM International Inc 2.25% 12/15/20 US DOMESTIC 749685AT0 4447 3576876 SH SOLE 3576876 0 0 Rudolph Technologies Inc Common Stock 781270103 865 87500 SH SOLE 87500 0 0 Rush Enterprises Inc Common Stock 781846209 1228 35400 SH SOLE 35400 0 0 Sally Beauty Holdings Inc Common Stock 79546E104 3080 122800 SH SOLE 122800 0 0 Seaboard Corp Common Stock 811543107 318 105 SH SOLE 105 0 0 Selective Insurance Group Inc Common Stock 816300107 1313 53100 SH SOLE 53100 0 0 Sempra Energy Common Stock 816851109 5681 54250 SH SOLE 54250 0 0 Sensient Technologies Corp Common Stock 81725T100 1589 28500 SH SOLE 28500 0 0 Silgan Holdings Inc Common Stock 827048109 1705 33549 SH SOLE 33549 0 0 Silicom Ltd Common Stock M84116108 215 5120 SH SOLE 5120 0 0 South Jersey Industries Inc Common Stock 838518108 1698 28100 SH SOLE 28100 0 0 Southwest Airlines Co Common Stock 844741108 8942 332900 SH SOLE 332900 0 0 Splunk Inc Common Stock 848637104 1904 34400 SH SOLE 34400 0 0 Stancorp Financial Group Inc Common Stock 852891100 2068 32300 SH SOLE 32300 0 0 Stanley Black & Decker I Pfd 4.75% 11/17/15 PUBLIC 854502309 9174 69485 SH SOLE 69485 0 0 Stanley Black And Decker Preferred PUBLIC 854502804 4533 39745 SH SOLE 39745 0 0 Steris Corp Common Stock 859152100 1931 36100 SH SOLE 36100 0 0 Sterling Bancorp Common Stock 85917A100 1636 136300 SH SOLE 136300 0 0 Summerset Group Holdings Common Stock Q8794G109 1282 424091 SH SOLE 424091 0 0 SunTrust Banks Inc Common Stock 867914103 13733 342809 SH SOLE 342809 0 0 SYKES Enterprises Inc Common Stock 871237103 1915 88100 SH SOLE 88100 0 0 Syneron Medical Ltd Common Stock M87245102 1020 98821 SH SOLE 98821 0 0 Synopsys Inc Common Stock 871607107 14841 382300 SH SOLE 382300 0 0 TE Connectivity Ltd Common Stock H84989104 17300 279750 SH SOLE 279750 0 0 Teradata Corp Common Stock 88076W103 10167 252900 SH SOLE 252900 0 0 Teva Pharm Finance Co LLC 0.25% 2/1/26 US DOMESTIC 88163VAE9 12549 9817996 SH SOLE 9817996 0 0 The Priceline Group Inc Common Stock 741503403 4313 3585 SH SOLE 3585 0 0 Toll Bros Finance Corp 0.50% 9/15/32 US DOMESTIC 88947EAM2 6086 5733944 SH SOLE 5733944 0 0 Tractor Supply Co Common Stock 892356106 2196 36350 SH SOLE 36350 0 0 TRIMAS CORP Common Stock 896215209 1686 44200 SH SOLE 44200 0 0 Twenty-First Century Fox A Common Stock 90130A101 2599 73925 SH SOLE 73925 0 0 Unit Corp Common Stock 909218109 2554 37100 SH SOLE 37100 0 0 United Technologies Corp Pfd 8/1/15 PUBLIC 913017117 18418 282520 SH SOLE 282520 0 0 Visa Inc Common Stock 92826C839 3425 16250 SH SOLE 16250 0 0 VMware Inc Common Stock 928563402 2276 23500 SH SOLE 23500 0 0 Watts Water Technologies Inc Common Stock 942749102 1871 30300 SH SOLE 30300 0 0 Wellpoint Inc 2.75% 10/15/42 US DOMESTIC 94973VBG1 27834 18169600 SH SOLE 18169600 0 0 Wells Fargo & Co PUBLIC 949746804 30262 24914 SH SOLE 24914 0 0 Werner Enterprises Inc Common Stock 950755108 2042 77000 SH SOLE 77000 0 0 Willis Group Holdings Plc Common Stock G96666105 18642 430519 SH SOLE 430519 0 0 Woodward Inc Common Stock 980745103 1661 33100 SH SOLE 33100 0 0 WR Berkley Corp Common Stock 084423102 9893 213613 SH SOLE 213613 0 0 Xcel Energy Inc Common Stock 98389B100 18135 562652 SH SOLE 562652 0 0 Xilinx Inc 2.625% 6/15/17 US DOMESTIC 983919AF8 18377 11090804 SH SOLE 11090804 0 0 Xylem Inc Common Stock 98419M100 8721 223150 SH SOLE 223150 0 0 EXXON MOBIL CORP Common Stocks 30231G102 101 1000 SH SOLE 0 0 1000 ISHARES RUS Common Stocks 464287614 6 59 SH SOLE 0 0 59 LINEAR TECHNOLOGY CORP Common Stocks 535678106 1 3 SH SOLE 0 0 3