2016-11-03T15:00:14-05:00 2015-12-31 475153865 ROSEN SAPPERSTEIN & FRIEDLANDER LLC 300 RED BROOK BOULEVARD SUITE 200 OWINGS MILLS MD 21117 990PF 2015-01-01 521491609 LEONARD AND HELEN R STULMAN CHARITABLE LEON 4105375447 6225 SMITH AVENUE BALTIMORE MD 21209 SHALE D STILLER PRESIDENT 4105375447 2016-10-15 true DAVID S ROSEN ESQ CPA P01071493 4105810800 2016-10-15 2015 2017-02-10 21:41:12Z X 75489293 962088 956936 2547164 27166634 2547164 0 1660544 1651163 5169796 5155263 0 0 0 0 0 0 339448 238735 99858 4011 3875 0 223046 34022 0 0 0 0 0 0 0 203942 193497 770447 470129 0 99858 3888461 3888461 4658908 470129 0 3988319 510888 4685134 0 2929095 4425692 4425692 0 0 0 6461041 3000000 2802822 26067141 24893812 29945860 11867848 13824474 13517950 16017460 17052391 19192917 2450723 2450723 5604052 65793308 65647092 75489293 0 X 65793308 65647092 65793308 65647092 65793308 65647092 65793308 510888 0 66304196 657104 65647092 25. FOSSIL GROUP INC 2012-05-08 2015-01-02 2754 1978 776 776 183. QUALCOMM CORP. 2009-10-09 2015-01-02 13547 7495 6052 6052 350. SUNTRUST BANKS INC. 2013-02-06 2015-01-02 14567 10128 4439 4439 197. QUALCOMM CORP. 2009-10-09 2015-01-05 14592 8069 6523 6523 56. COVANCE INC 2010-09-03 2015-01-06 5861 2199 3662 3662 20. FOSSIL GROUP INC 2012-05-08 2015-01-06 2145 1582 563 563 142. QUALCOMM CORP. 2009-10-09 2015-01-06 10426 5816 4610 4610 28. COSTAR GROUP 2011-08-08 2015-01-07 4954 1497 3457 3457 6. COSTAR GROUP 2014-09-12 2015-01-07 1062 949 113 113 62. COVANCE INC 2010-09-03 2015-01-07 6503 2435 4068 4068 18. FOSSIL GROUP INC 2012-05-08 2015-01-07 1895 1424 471 471 28. INFORMATICA CORP 2014-09-12 2015-01-07 984 923 61 61 95. INFORMATICA CORP 2012-10-09 2015-01-07 3337 2630 707 707 107. QUALCOMM CORP. 2009-10-09 2015-01-07 7920 4382 3538 3538 90000. CAMDEN PROPERTY 3.500% 9/15/24 2014-09-26 2015-01-08 90770 89258 1512 1512 56. COMMVAULT SYSTEMS INC 2014-09-12 2015-01-08 2742 2865 -123 -123 43. COVANCE INC 2010-09-03 2015-01-08 4545 1688 2857 2857 82. DESTINATION MATERNITY CORP COM 2013-09-12 2015-01-08 1312 2376 -1064 -1064 46. DESTINATION MATERNITY CORP COM 2014-03-20 2015-01-08 736 1332 -596 -596 35. FOSSIL GROUP INC 2012-05-08 2015-01-08 3658 2769 889 889 120. GILEAD SCIENCES INC. 2013-12-10 2015-01-08 12220 8786 3434 3434 109. GILEAD SCIENCES INC. 2014-03-21 2015-01-08 11100 7939 3161 3161 60. OWENS CORNING NEW 2014-03-28 2015-01-08 2333 2553 -220 -220 17. PEGASYSTEMS INC 2010-08-23 2015-01-08 343 183 160 160 142. QUALCOMM CORP. 2010-03-02 2015-01-08 10596 5524 5072 5072 86. APPLIED MICRO CIRCUITS CORP 2013-12-10 2015-01-09 561 830 -269 -269 20000. CITIGROUP INC 1.97563% 5/15/18 2013-11-22 2015-01-09 20620 20652 -32 -32 50. COVANCE INC 2010-09-03 2015-01-09 5296 1963 3333 3333 528. E2OPEN INC COM 2013-10-15 2015-01-09 2913 10435 -7522 -7522 9. E2OPEN INC COM 2014-04-22 2015-01-09 50 174 -124 -124 58. FOSSIL GROUP INC 2012-07-02 2015-01-09 5991 4571 1420 1420 348. OWENS CORNING NEW 2014-03-28 2015-01-09 13561 14807 -1246 -1246 32. VISHAY PRECISION GROUP 2011-04-19 2015-01-09 554 491 63 63 626. BEST BUY COMPANY INC 2014-01-14 2015-01-12 24406 23141 1265 1265 380. BEST BUY COMPANY INC 2013-02-22 2015-01-12 14815 6469 8346 8346 204. BEST BUY COMPANY INC 2014-02-03 2015-01-12 7953 4726 3227 3227 11. COSTAR GROUP 2011-08-16 2015-01-12 1951 569 1382 1382 19. COVANCE INC 2010-09-03 2015-01-12 2021 746 1275 1275 14. FOSSIL GROUP INC 2012-07-02 2015-01-12 1442 1056 386 386 1173. M & T BK CORP COM 2011-12-16 2015-01-12 137806 84757 53049 53049 2211. REGIONS FINL CORP NEW 2013-04-23 2015-01-12 21114 17906 3208 3208 22. VISHAY PRECISION GROUP 2011-04-19 2015-01-12 380 338 42 42 74. APPLIED MICRO CIRCUITS CORP 2010-02-05 2015-01-13 479 582 -103 -103 6. COSTAR GROUP 2011-08-16 2015-01-13 1082 310 772 772 17. COVANCE INC 2010-09-03 2015-01-13 1805 668 1137 1137 227. DESTINATION MATERNITY CORP COM 2014-03-18 2015-01-13 3628 6494 -2866 -2866 4. PEGASYSTEMS INC 2010-08-23 2015-01-13 80 43 37 37 1718. REGIONS FINL CORP NEW 2013-02-06 2015-01-13 16396 13778 2618 2618 21. VISHAY PRECISION GROUP 2011-04-19 2015-01-13 366 322 44 44 214. ALBEMARLE CORP COM 2015-01-12 2015-01-14 12714 12779 -65 -65 39. COVANCE INC 2010-09-03 2015-01-14 4132 1531 2601 2601 337. DISCOVERY COMMUNICAIONS-A 2014-04-04 2015-01-14 10084 14183 -4099 -4099 120. DISCOVERY COMMUNICATIONS-C 2014-03-17 2015-01-14 3479 4922 -1443 -1443 42000. HCA INC 5.375% 2/01/25 2015-01-13 2015-01-14 42840 42000 840 840 70. HELIX ENERGY SOLUTIONS GROUP INC 2014-11-20 2015-01-14 1217 1903 -686 -686 30000. JPMORGAN CHASE 0.8631% 1/28/19 2014-01-21 2015-01-14 29953 30000 -47 -47 57. CORE LABORATORIES N V 2011-08-08 2015-01-14 5786 5723 63 63 39. COVANCE INC 2010-09-03 2015-01-15 4130 1531 2599 2599 53. DISCOVERY COMMUNICAIONS-A 2014-03-26 2015-01-15 1568 2229 -661 -661 69. DISCOVERY COMMUNICATIONS-C 2014-04-04 2015-01-15 1982 2828 -846 -846 26. CORE LABORATORIES N V 2011-08-08 2015-01-15 2602 2610 -8 -8 200. ASSURANT INC 2013-02-05 2015-01-16 12996 7751 5245 5245 24. COMMVAULT SYSTEMS INC 2009-07-08 2015-01-16 1143 376 767 767 69. COMMVAULT SYSTEMS INC 2014-11-20 2015-01-16 3286 3404 -118 -118 1435. DISCOVERY COMMUNICAIONS-A 2014-07-01 2015-01-16 41875 57389 -15514 -15514 256. DISCOVERY COMMUNICATIONS-C 2014-03-26 2015-01-16 7308 10488 -3180 -3180 4000. JPMORGAN CHASE 0.8631% 1/28/19 2014-01-21 2015-01-16 3994 4000 -6 -6 16000. JPMORGAN CHASE 0.8631% 1/28/19 2014-01-21 2015-01-16 15943 16000 -57 -57 531. SCHLUMBERGER LTD. 2012-04-02 2015-01-16 42652 37222 5430 5430 114. CORE LABORATORIES N V 2011-08-08 2015-01-16 11406 11440 -34 -34 100. ALBEMARLE CORP COM 2015-01-12 2015-01-20 5896 5972 -76 -76 89. APPLIED MICRO CIRCUITS CORP 2010-02-05 2015-01-20 531 700 -169 -169 55. DISCOVERY COMMUNICATIONS-C 2014-03-31 2015-01-20 1552 2248 -696 -696 25. FOSSIL GROUP INC 2012-07-02 2015-01-20 2450 1885 565 565 18000. JPMORGAN CHASE 0.8631% 1/28/19 2014-01-21 2015-01-20 17936 18000 -64 -64 74. CORE LABORATORIES N V 2011-08-08 2015-01-20 7571 7418 153 153 75. APPLIED MICRO CIRCUITS CORP 2010-02-05 2015-01-21 448 590 -142 -142 30. COSTAR GROUP 2011-08-16 2015-01-21 5305 1551 3754 3754 125. DISCOVERY COMMUNICATIONS-C 2014-03-31 2015-01-21 3562 5087 -1525 -1525 28. FOSSIL GROUP INC 2012-07-02 2015-01-21 2777 2112 665 665 170. INFORMATICA CORP 2012-12-07 2015-01-21 6455 4297 2158 2158 30000. JPMORGAN CHASE 0.8631% 1/28/19 2014-01-21 2015-01-21 29795 30000 -205 -205 32000. JPMORGAN CHASE 0.8631% 1/28/19 2014-01-22 2015-01-21 31835 31990 -155 -155 19. PEGASYSTEMS INC 2010-08-23 2015-01-21 376 205 171 171 62. TRIMAS CORP 2011-04-19 2015-01-21 1759 1283 476 476 106. CORE LABORATORIES N V 2011-08-08 2015-01-21 11224 10626 598 598 27. ALBEMARLE CORP COM 2015-01-12 2015-01-22 1597 1612 -15 -15 186. APPLIED MICRO CIRCUITS CORP 2010-02-05 2015-01-22 1112 1463 -351 -351 769. CITY NATIONAL CORP 2013-08-06 2015-01-22 67776 54166 13610 13610 1214. CITY NATIONAL CORP 2014-10-07 2015-01-22 106996 88624 18372 18372 156. DISCOVERY COMMUNICATIONS-C 2014-03-28 2015-01-22 4501 6300 -1799 -1799 53. FOSSIL GROUP INC 2012-07-02 2015-01-22 5325 3997 1328 1328 138. QUALCOMM CORP. 2010-03-02 2015-01-22 9896 5276 4620 4620 99. TRIMAS CORP 2011-04-19 2015-01-22 2795 2049 746 746 20. CORE LABORATORIES N V 2011-08-08 2015-01-22 2132 2005 127 127 103. DISCOVERY COMMUNICATIONS-C 2014-04-07 2015-01-23 2966 4155 -1189 -1189 380. DISCOVERY COMMUNICATIONS-C 2014-09-19 2015-01-23 10914 15088 -4174 -4174 105. TRIMAS CORP 2011-04-19 2015-01-23 2895 2174 721 721 87. DISCOVERY COMMUNICATIONS-C 2014-09-18 2015-01-26 2534 3431 -897 -897 44. FOSSIL GROUP INC 2012-07-02 2015-01-26 4352 3318 1034 1034 259. QUALCOMM CORP. 2010-04-26 2015-01-26 18766 9899 8867 8867 189. TRIMAS CORP 2011-04-19 2015-01-26 5153 3912 1241 1241 23. CORE LABORATORIES N V 2011-08-08 2015-01-26 2479 2306 173 173 186. APPLIED MICRO CIRCUITS CORP 2010-02-05 2015-01-27 1093 1463 -370 -370 28. COMMVAULT SYSTEMS INC 2009-07-08 2015-01-27 1342 439 903 903 215. CORE-MARK HLDG CO INC 2012-12-03 2015-01-27 14841 4919 9922 9922 721. DISCOVERY COMMUNICATIONS-C 2014-09-16 2015-01-27 20888 27540 -6652 -6652 24. FOSSIL GROUP INC 2012-07-02 2015-01-27 2404 1810 594 594 281. TRIMAS CORP 2011-04-19 2015-01-27 7643 5817 1826 1826 19. CORE LABORATORIES N V 2011-08-08 2015-01-27 2048 1905 143 143 115. APPLE COMPUTER INC. 2008-11-20 2015-01-28 13493 1321 12172 12172 100. APPLIED MICRO CIRCUITS CORP 2010-02-05 2015-01-28 599 787 -188 -188 190. CORE-MARK HLDG CO INC 2012-11-30 2015-01-28 13104 4338 8766 8766 9. FOSSIL GROUP INC 2012-07-02 2015-01-28 905 679 226 226 6. HARMAN INTERNATIONAL 2014-09-12 2015-01-28 614 668 -54 -54 57. HARMAN INTERNATIONAL 2009-04-15 2015-01-28 5829 972 4857 4857 5. IDEX CORP COM 2014-11-20 2015-01-28 364 383 -19 -19 23. IDEX CORP COM 2009-04-15 2015-01-28 1675 525 1150 1150 200. VISHAY PRECISION GROUP 2011-08-04 2015-01-28 3338 3066 272 272 33. CORE LABORATORIES N V 2011-08-08 2015-01-28 3326 3308 18 18 575. BROADRIDGE FINL SOLUTIONS INC 2011-06-02 2015-01-29 27859 13362 14497 14497 35. FOSSIL GROUP INC 2012-07-02 2015-01-29 3522 2640 882 882 14. VISHAY PRECISION GROUP 2011-08-04 2015-01-29 235 214 21 21 189. CORE LABORATORIES N V 2012-10-03 2015-01-29 17028 18935 -1907 -1907 119. COMMVAULT SYSTEMS INC 2009-07-08 2015-01-30 5200 1865 3335 3335 657. DISCOVERY COMMUNICATIONS-C 2014-10-06 2015-01-30 18704 23980 -5276 -5276 21. SHAKE SHACK INC CLASS A 2015-01-29 2015-01-30 986 441 545 545 58. TIME WARNER CABLE INC. 2014-01-14 2015-01-30 8003 7939 64 64 38. VISHAY PRECISION GROUP 2011-08-04 2015-01-30 635 582 53 53 113. CORE LABORATORIES N V 2012-10-03 2015-01-30 10475 11233 -758 -758 100000. DAVITA HEATHCARE 5.125% 7/15/24 2014-12-10 2015-02-02 102625 100497 2128 2128 51. FOSSIL GROUP INC 2012-07-02 2015-02-02 5009 3846 1163 1163 41. KEMPER CORP 2012-07-09 2015-02-02 1462 1260 202 202 31. MAXIMUS INC 2014-09-12 2015-02-02 1737 1280 457 457 8. MAXIMUS INC 2013-12-10 2015-02-02 448 357 91 91 130. PEGASYSTEMS INC 2010-08-23 2015-02-02 2555 1390 1165 1165 41. TIME WARNER CABLE INC. 2014-01-14 2015-02-02 5650 5612 38 38 89. CORE LABORATORIES N V 2011-10-10 2015-02-02 8614 8766 -152 -152 124. COVANCE INC 2010-09-03 2015-02-03 13212 4869 8343 8343 107. EDWARDS LIFESCIENCES CORP 2014-01-14 2015-02-03 13586 7565 6021 6021 249. KEMPER CORP 2013-04-18 2015-02-03 8977 7642 1335 1335 184. PEGASYSTEMS INC 2010-08-19 2015-02-03 3723 1959 1764 1764 244. QUALCOMM CORP. 2010-04-26 2015-02-03 16166 9280 6886 6886 61. TIME WARNER CABLE INC. 2014-03-28 2015-02-03 8609 8282 327 327 54. TIME WARNER CABLE INC. 2014-01-14 2015-02-03 7621 7392 229 229 94. CORE LABORATORIES N V 2011-10-10 2015-02-03 9878 9244 634 634 88. COVANCE INC 2010-09-03 2015-02-04 9387 3456 5931 5931 388. DENNYS CORP 2013-02-05 2015-02-04 4277 2044 2233 2233 25. PEGASYSTEMS INC 2010-08-19 2015-02-04 515 266 249 249 216. STARBUCKS CORP. 2012-11-01 2015-02-04 19245 9999 9246 9246 36. TIME WARNER CABLE INC. 2014-03-28 2015-02-04 5252 4888 364 364 119. TIME WARNER CABLE INC. 2010-11-03 2015-02-04 17360 7011 10349 10349 57. CORE LABORATORIES N V 2011-10-10 2015-02-04 5990 5576 414 414 60000. CITIGROUP INC 1.97563% 5/15/18 2013-11-22 2015-02-05 61958 61913 45 45 70000. CITIGROUP INC 1.97563% 5/15/18 2014-03-28 2015-02-05 72284 72169 115 115 47. COVANCE INC 2010-09-03 2015-02-05 5009 1846 3163 3163 366. DENNYS CORP 2013-02-05 2015-02-05 4021 1928 2093 2093 88. PEGASYSTEMS INC 2010-08-19 2015-02-05 1818 937 881 881 1105. SAPIENT CORP 2014-09-12 2015-02-05 27625 18436 9189 9189 959. SAPIENT CORP 2013-12-10 2015-02-05 23975 9850 14125 14125 72. CORE LABORATORIES N V 2011-10-10 2015-02-05 7771 7039 732 732 36. COVANCE INC 2010-09-03 2015-02-06 3829 1414 2415 2415 139. FMC TECHNOLOGIES INC 2014-09-05 2015-02-06 5355 7914 -2559 -2559 754. INFORMATICA CORP 2014-09-24 2015-02-06 32236 24946 7290 7290 33. PEGASYSTEMS INC 2010-08-19 2015-02-06 685 351 334 334 203. SCHLUMBERGER LTD. 2012-01-18 2015-02-06 17557 14186 3371 3371 21. COVANCE INC 2010-09-03 2015-02-09 2226 825 1401 1401 120. FMC TECHNOLOGIES INC 2014-09-08 2015-02-09 4660 6772 -2112 -2112 88. FMC TECHNOLOGIES INC 2005-11-16 2015-02-09 3418 819 2599 2599 152. HELIX ENERGY SOLUTIONS GROUP INC 2014-11-20 2015-02-09 3036 3725 -689 -689 208. HELIX ENERGY SOLUTIONS GROUP INC 2013-02-13 2015-02-09 4155 5188 -1033 -1033 148. INFORMATICA CORP 2014-09-24 2015-02-09 6294 4793 1501 1501 33. PEGASYSTEMS INC 2010-08-19 2015-02-09 680 351 329 329 67. QUALCOMM CORP. 2010-04-26 2015-02-09 4516 2548 1968 1968 40000. ALLY FINANCIAL INC 3.250% 9/29/17 2014-09-24 2015-02-10 40100 39858 242 242 35. COVANCE INC 2010-09-03 2015-02-10 3720 1372 2348 2348 140. FMC TECHNOLOGIES INC 2005-11-16 2015-02-10 5416 1303 4113 4113 165. FLY LEASING LTD A D R 2011-10-03 2015-02-10 2207 1831 376 376 83. HELIX ENERGY SOLUTIONS GROUP INC 2014-04-25 2015-02-10 1582 1974 -392 -392 243. HELIX ENERGY SOLUTIONS GROUP INC 2013-01-29 2015-02-10 4632 5663 -1031 -1031 424. INFORMATICA CORP 2014-09-24 2015-02-10 18092 13519 4573 4573 300. KEMPER CORP 2012-12-24 2015-02-10 11096 8992 2104 2104 220. OCEANFIRST FINL CORP 2011-08-04 2015-02-10 3645 2937 708 708 15. PEGASYSTEMS INC 2010-08-19 2015-02-10 310 160 150 150 165. QUALCOMM CORP. 2010-04-26 2015-02-10 11521 6276 5245 5245 10000. ALLY FINANCIAL INC 3.250% 9/29/17 2014-09-24 2015-02-11 10048 9965 83 83 10000. ALLY FINANCIAL INC 3.250% 9/29/17 2014-09-24 2015-02-11 10025 9965 60 60 35. COVANCE INC 2010-09-03 2015-02-11 3738 1369 2369 2369 14. DESTINATION MATERNITY CORP COM 2014-03-11 2015-02-11 227 397 -170 -170 115000. FLORIDA ST HURRICANE 1.298% 7/01/16 2013-09-19 2015-02-11 115619 114559 1060 1060 321. HELIX ENERGY SOLUTIONS GROUP INC 2013-01-29 2015-02-11 6040 7481 -1441 -1441 6. PEGASYSTEMS INC 2010-08-19 2015-02-11 124 64 60 60 40000. ALLY FINANCIAL INC 3.250% 9/29/17 2014-09-24 2015-02-12 40150 39858 292 292 236. DESTINATION MATERNITY CORP COM 2014-03-12 2015-02-12 3712 6688 -2976 -2976 2648. EXFO INC 2011-06-30 2015-02-12 9655 21260 -11605 -11605 1525. MONEYGRAM INTERNATIONAL INC COM 2014-05-10 2015-02-12 14318 25366 -11048 -11048 21. PEGASYSTEMS INC 2010-08-19 2015-02-12 438 224 214 214 30000. ALLY FINANCIAL INC 3.250% 9/29/17 2014-09-24 2015-02-13 30075 29894 181 181 140.4 CALIFORNIA RESOURCES CORP 2014-02-12 2015-02-13 937 1113 -176 -176 227.6 CALIFORNIA RESOURCES CORP 2014-03-28 2015-02-13 1518 1854 -336 -336 27. COVANCE INC 2010-09-03 2015-02-13 2888 1056 1832 1832 1163. MONEYGRAM INTERNATIONAL INC COM 2014-03-27 2015-02-13 9935 19190 -9255 -9255 460. NOW INC/DE 2014-05-23 2015-02-13 11639 14814 -3175 -3175 10. PEGASYSTEMS INC 2010-08-19 2015-02-13 210 106 104 104 404. CALIFORNIA RESOURCES CORP 2014-02-05 2015-02-17 2701 2547 154 154 18. COVANCE INC 2010-09-03 2015-02-17 1928 704 1224 1224 576. DENNYS CORP 2013-02-05 2015-02-17 6221 3035 3186 3186 1463. HELIX ENERGY SOLUTIONS GROUP INC 2014-02-03 2015-02-17 23621 31815 -8194 -8194 43. HELIX ENERGY SOLUTIONS GROUP INC 2014-03-28 2015-02-17 694 966 -272 -272 41. KMG-B INC 2011-02-25 2015-02-17 870 777 93 93 47. PEGASYSTEMS INC 2010-08-19 2015-02-17 987 500 487 487 129. QUALCOMM CORP. 2010-04-26 2015-02-17 9119 4906 4213 4213 712. ROCKWOOD HLDGS INC 2009-04-15 2015-02-17 56504 8075 48429 48429 108. SCHLUMBERGER LTD. 2014-11-28 2015-02-17 9534 9201 333 333 123. COVANCE INC 2010-09-03 2015-02-18 13148 4813 8335 8335 139. MONEYGRAM INTERNATIONAL INC COM 2014-03-27 2015-02-18 1188 2294 -1106 -1106 18. PEGASYSTEMS INC 2010-08-19 2015-02-18 376 192 184 184 70. QUALCOMM CORP. 2010-04-26 2015-02-18 4947 2662 2285 2285 120. VISHAY PRECISION GROUP 2011-08-05 2015-02-18 1845 1828 17 17 99. KMG-B INC 2011-02-25 2015-02-19 2094 1876 218 218 53. KEMPER CORP 2012-06-25 2015-02-19 1957 1576 381 381 333. MONEYGRAM INTERNATIONAL INC COM 2014-03-27 2015-02-19 2860 5495 -2635 -2635 63. QUALCOMM CORP. 2010-04-26 2015-02-19 4465 2396 2069 2069 .9736 ALBEMARLE CORP COM 2015-01-12 2015-02-20 53 58 -5 -5 357. CORELOGIC INC-W/I 2012-06-14 2015-02-20 12744 6072 6672 6672 202. CORELOGIC INC-W/I 2012-11-07 2015-02-20 7211 4867 2344 2344 517. COVANCE INC 2009-04-22 2015-02-20 55415 17598 37817 37817 364. INFORMATICA CORP 2014-07-31 2015-02-20 16004 11548 4456 4456 127. KEMPER CORP 2012-06-25 2015-02-20 4697 3776 921 921 465. MONEYGRAM INTERNATIONAL INC COM 2014-03-27 2015-02-20 3962 7673 -3711 -3711 74. CORELOGIC INC-W/I 2012-05-01 2015-02-23 2626 1256 1370 1370 42. CORELOGIC INC-W/I 2012-11-06 2015-02-23 1490 1011 479 479 215. MONEYGRAM INTERNATIONAL INC COM 2014-03-27 2015-02-23 1835 3548 -1713 -1713 529. CORELOGIC INC-W/I 2012-05-01 2015-02-24 18873 8981 9892 9892 298. CORELOGIC INC-W/I 2012-11-13 2015-02-24 10631 7147 3484 3484 54. CULP INC 2014-02-03 2015-02-24 1176 1077 99 99 262. KADANT INC 2014-02-07 2015-02-24 10908 9027 1881 1881 255. KEMPER CORP 2012-12-28 2015-02-24 9432 7514 1918 1918 540. MONEYGRAM INTERNATIONAL INC COM 2014-03-27 2015-02-24 4639 8910 -4271 -4271 967. VISHAY PRECISION GROUP 2013-02-05 2015-02-24 14234 13176 1058 1058 50000. BANK OF AMERICA CORP 2014-03-25 2015-02-25 50575 50523 52 52 93. CULP INC 2014-02-03 2015-02-25 2042 1856 186 186 242. HOMEAWAY INC 2014-04-21 2015-02-25 7979 8335 -356 -356 45000. JPMORGAN CHASE CO 1.2121% 1/23/20 2015-01-21 2015-02-25 45574 45193 381 381 75. KADANT INC 2014-02-10 2015-02-25 3123 2511 612 612 50000. LOWES COS INC 0.6576% 9/10/19 2014-09-05 2015-02-25 50175 50027 148 148 120. MONEYGRAM INTERNATIONAL INC COM 2014-03-27 2015-02-25 1029 1980 -951 -951 50000. WELLS FARGO & CO 2014-03-26 2015-02-25 50192 50128 64 64 92. ASCENT MEDIA CORP-A-W/I 2014-05-21 2015-02-26 4149 5728 -1579 -1579 19. ASCENT MEDIA CORP-A-W/I 2012-02-14 2015-02-26 857 907 -50 -50 133. KADANT INC 2013-06-03 2015-02-26 5536 3980 1556 1556 91. MONEYGRAM INTERNATIONAL INC COM 2014-04-11 2015-02-26 781 1497 -716 -716 53. CULP INC 2014-02-03 2015-02-27 1159 1057 102 102 48. DIGITAL GLOBE INC 2013-04-24 2015-02-27 1572 1356 216 216 100000. H J HEINZ COMPANY 4.250% 10/15/20 2015-01-26 2015-02-27 101480 100607 873 873 227. MONEYGRAM INTERNATIONAL INC COM 2014-06-19 2015-02-27 1923 3557 -1634 -1634 50000. ROYAL BK CAN MTN 0.7641% 3/15/19 2014-04-02 2015-02-27 50280 50144 136 136 350000. U S TREASURY BD 4.500% 2/15/36 2014-12-08 2015-02-27 472117 453456 18661 18661 28. VISHAY PRECISION GROUP 2013-02-05 2015-02-27 420 375 45 45 54. ASCENT MEDIA CORP-A-W/I 2012-02-14 2015-03-02 2400 2401 -1 -1 100000. CALIFORNIA ST 7.500% 4/01/34 2014-06-13 2015-03-02 149624 140139 9485 9485 9. CULP INC 2014-02-03 2015-03-02 198 180 18 18 471. HOMEAWAY INC 2014-09-12 2015-03-02 14564 15573 -1009 -1009 472. MONEYGRAM INTERNATIONAL INC COM 2014-06-20 2015-03-02 4001 6662 -2661 -2661 175000. U S TREASURY BD 3.625% 2/15/44 2014-09-16 2015-03-02 209357 183754 25603 25603 261. VISHAY PRECISION GROUP 2013-02-05 2015-03-02 3945 3494 451 451 3632. ABBVIE INC 2015-02-23 2015-03-03 216046 210810 5236 5236 962. AMERIPRISE FINL INC 2015-02-02 2015-03-03 129085 121533 7552 7552 827. APPLE COMPUTER INC. 2011-06-20 2015-03-03 106512 37421 69091 69091 3275. BAXTER INTL. INC. 2015-02-20 2015-03-03 226489 228288 -1799 -1799 1580. BEST BUY COMPANY INC 2013-03-01 2015-03-03 61650 26269 35381 35381 9612. CISCO SYSTEMS 2013-11-14 2015-03-03 283645 198498 85147 85147 31. CITY NATIONAL CORP 2014-05-19 2015-03-03 2787 2156 631 631 1806. CITY NATIONAL CORP 2013-10-08 2015-03-03 162339 121675 40664 40664 5768. COACH INC 2014-09-04 2015-03-03 245771 215435 30336 30336 6245. COMMSCOPE HOLDING CO INC 2015-01-27 2015-03-03 198243 133327 64916 64916 109. CORELOGIC INC-W/I 2012-11-13 2015-03-03 3660 2604 1056 1056 4131. DISCOVERY COMMUNICAIONS-A 2015-01-28 2015-03-03 138882 128351 10531 10531 771. EBAY INC. 2014-12-03 2015-03-03 44885 41237 3648 3648 3768. FOREST CITY ENTERPRISES INC CL A 2015-01-16 2015-03-03 94698 88512 6186 6186 1550. GAMESTOP CORP NEW 2014-12-23 2015-03-03 59939 55519 4420 4420 4313. GAMESTOP CORP NEW 2014-02-28 2015-03-03 166785 156508 10277 10277 8572. HOLOGIC INC 2013-11-12 2015-03-03 278485 173802 104683 104683 327. HOMEAWAY INC 2014-11-06 2015-03-03 10313 9724 589 589 2280. INFORMATICA CORP 2014-07-31 2015-03-03 97947 72332 25615 25615 1288. J P MORGAN CHASE & CO 2014-10-07 2015-03-03 79579 74334 5245 5245 2152. J P MORGAN CHASE & CO 2014-01-17 2015-03-03 132961 126265 6696 6696 5546. JOY GLOBAL INC 2014-10-10 2015-03-03 238863 316860 -77997 -77997 1461. MERCK & CO INC 2005-11-22 2015-03-03 84784 40877 43907 43907 1345. MICROSOFT CORP. 2009-01-23 2015-03-03 58117 25224 32893 32893 2258. MICROCHIP TECHNOLOGY INC 2012-06-04 2015-03-03 116176 59740 56436 56436 2358. NATIONAL-OILWELL INC 2013-02-22 2015-03-03 129009 126858 2151 2151 4965. NETAPP INC 2013-02-06 2015-03-03 188762 164430 24332 24332 1090. NETAPP INC 2015-02-12 2015-03-03 41440 39330 2110 2110 4152. NORTHERN TR CORP 2014-02-12 2015-03-03 290604 209196 81408 81408 2183. NOVARTIS AG ADR 2012-06-28 2015-03-03 216354 120352 96002 96002 1323. OCCIDENTAL PETROLEUM CORP. 2014-02-04 2015-03-03 103842 100431 3411 3411 3109. OCEANEERING INTERNATIONAL INC 2015-02-12 2015-03-03 168300 191891 -23591 -23591 2485. PACCAR INC 2012-09-11 2015-03-03 160335 97533 62802 62802 5276. PLAINS GP HOLDINGS LP-CL A 2014-12-16 2015-03-03 150415 124947 25468 25468 7523. POTASH CORP SASK INC COM W/RTS ATTACHED 2013-11-07 2015-03-03 264779 233572 31207 31207 53. QUALCOMM CORP. 2010-04-26 2015-03-03 3802 2016 1786 1786 2434. QUALCOMM CORP. 2013-04-25 2015-03-03 174446 104143 70303 70303 16561. REGIONS FINL CORP NEW 2013-04-19 2015-03-03 158337 116067 42270 42270 2601. REGIONS FINL CORP NEW 2015-01-23 2015-03-03 24868 23682 1186 1186 4379. SANOFI-SYNTHELABO 2014-10-28 2015-03-03 210398 229152 -18754 -18754 658. SCHLUMBERGER LTD. 2012-12-14 2015-03-03 56198 42662 13536 13536 1647. CHARLES SCHWAB CORP. 2012-12-31 2015-03-03 49100 23541 25559 25559 5582. SUNCOR ENERGY INC 2014-11-26 2015-03-03 168027 191884 -23857 -23857 7269. SUNTRUST BANKS INC. 2013-04-19 2015-03-03 299529 204660 94869 94869 7854. SYNOVUS FINL CORP 2014-12-19 2015-03-03 215939 184262 31677 31677 3010. TEVA PHARMACEUTICAL INDS 2014-02-07 2015-03-03 169219 128227 40992 40992 5346. UNILEVER N V - NY SHARES 2014-12-23 2015-03-03 233092 205457 27635 27635 33. VISHAY PRECISION GROUP 2013-02-05 2015-03-03 507 442 65 65 2585. ENSCO PLC 2014-02-19 2015-03-03 62481 140711 -78230 -78230 2000. ENSCO PLC 2014-10-09 2015-03-03 48341 86561 -38220 -38220 2890. GARMIN LTD 2013-07-24 2015-03-03 144067 107438 36629 36629 972. GARMIN LTD 2015-02-18 2015-03-03 48454 48999 -545 -545 2065. CHECK POINT SOFTWARE TECHNOLOGIES INC 2013-02-06 2015-03-03 172258 87991 84267 84267 70000. ALLY FINANCIAL 3.250% 2/13/18 2015-02-11 2015-03-04 69707 69656 51 51 30000. BED BATH BEYOND INC 5.165% 8/01/44 2014-07-14 2015-03-04 32186 30284 1902 1902 30000. CIT GROUP INC 3.875% 2/19/19 2014-12-01 2015-03-04 30078 30000 78 78 30000. CELGENE CORP 4.625% 5/15/44 2014-06-13 2015-03-04 32201 29654 2547 2547 40000. FIRST AMERICAN 4.600% 11/15/24 2014-12-15 2015-03-04 41064 40750 314 314 30000. HEALTHCARE TRUST OF AMER 2014-06-25 2015-03-04 30055 30029 26 26 35000. JB HUNT TRANSPRT 2.400% 3/15/19 2014-06-13 2015-03-04 35276 35085 191 191 30000. KINDER MORGAN EN 5.300% 9/15/20 2014-09-10 2015-03-04 33037 32904 133 133 30000. LEGG MASON INC 5.625% 1/15/44 2014-06-13 2015-03-04 35021 32543 2478 2478 35000. METHANEX CORP 4.250% 12/01/24 2014-11-13 2015-03-04 34670 34824 -154 -154 30000. MORGAN STANLEY MTN 4.350% 9/08/26 2014-11-26 2015-03-04 31019 30359 660 660 20000. NEWS AMERICA INC 6.150% 2/15/41 2014-09-26 2015-03-04 25664 23897 1767 1767 267. QUALCOMM CORP. 2010-04-26 2015-03-04 18911 10077 8834 8834 30000. REALTY INCOME CORP 4.125% 10/15/26 2014-09-29 2015-03-04 31454 30125 1329 1329 40000. ROYAL CARIBBEAN CRUIS 5.25% 11/15/22 2014-12-12 2015-03-04 42891 41804 1087 1087 30000. SPECTRA ENERGY PRTNR 5.950% 9/25/43 2014-06-13 2015-03-04 37130 35335 1795 1795 30000. SUNOCO LOGISTICS PARTNER 2014-11-13 2015-03-04 31031 30614 417 417 20000. VALIDUS HLDGS 8.875% 1/26/40 2014-06-25 2015-03-04 27540 28654 -1114 -1114 20000. VERIZON COMM INC 6.550% 9/15/43 2014-06-13 2015-03-04 26007 25090 917 917 52. VISHAY PRECISION GROUP 2013-02-05 2015-03-04 798 696 102 102 30000. ZIONS BANCORPORATION 4.500% 6/13/23 2014-10-29 2015-03-04 31321 31633 -312 -312 151. CULP INC 2014-02-11 2015-03-05 3320 3010 310 310 30000. EDUCATION REALTY 4.600% 12/01/24 2014-11-20 2015-03-05 30981 30264 717 717 184. QUALCOMM CORP. 2010-02-25 2015-03-05 13063 6780 6283 6283 290. BEST BUY COMPANY INC 2014-01-14 2015-03-06 11607 10720 887 887 98425.197 BROWN ADVISORY MORT SEC INS 2013-12-26 2015-03-06 1000000 984252 15748 15748 359. QUALCOMM CORP. 2010-02-25 2015-03-06 25517 13228 12289 12289 27. VISHAY PRECISION GROUP 2013-02-05 2015-03-06 416 361 55 55 20000. PRVDNC HLTH SVC OB 1.18335% 10/01/17 2013-09-12 2015-03-09 20127 20000 127 127 65. WHOLE FOODS MARKET INC 2015-03-03 2015-03-09 3621 3608 13 13 198. BEST BUY COMPANY INC 2014-01-14 2015-03-10 7914 7319 595 595 128. VISHAY PRECISION GROUP 2013-02-05 2015-03-10 1952 1713 239 239 165. WHOLE FOODS MARKET INC 2015-03-03 2015-03-10 8997 9159 -162 -162 1005. BEST BUY COMPANY INC 2014-01-14 2015-03-11 40518 37152 3366 3366 55000. NEWS AMERICA INC 6.150% 2/15/41 2014-09-26 2015-03-11 70507 65713 4794 4794 80000. ROYAL BK CAN MTN 0.7641% 3/15/19 2014-04-02 2015-03-11 80448 80197 251 251 118. WHOLE FOODS MARKET INC 2015-03-03 2015-03-11 6386 6550 -164 -164 275. ANN INC 2010-09-01 2015-03-12 10326 4463 5863 5863 3. EXFO INC 2011-06-29 2015-03-12 11 22 -11 -11 142. GILEAD SCIENCES INC. 2015-03-03 2015-03-12 14150 14623 -473 -473 100000. NEW JERSEY ST TPK 7.102% 1/01/41 2014-06-17 2015-03-12 146155 137795 8360 8360 53. VISHAY PRECISION GROUP 2013-02-05 2015-03-12 816 709 107 107 187. WHOLE FOODS MARKET INC 2015-03-03 2015-03-12 10192 10380 -188 -188 14. EXFO INC 2012-10-10 2015-03-13 50 80 -30 -30 60. VISHAY PRECISION GROUP 2013-02-05 2015-03-13 932 803 129 129 112. WHOLE FOODS MARKET INC 2015-03-03 2015-03-13 6080 6217 -137 -137 35. GILEAD SCIENCES INC. 2015-03-03 2015-03-16 3539 3604 -65 -65 66. VISHAY PRECISION GROUP 2013-02-05 2015-03-16 1031 883 148 148 23. GILEAD SCIENCES INC. 2015-03-03 2015-03-17 2316 2369 -53 -53 362799.25 UNITED STATES TREASURY BOND INFLATION INDEXED 2015-02-27 2015-03-17 520886 535391 -14505 -14505 53. VISHAY PRECISION GROUP 2013-02-05 2015-03-17 824 709 115 115 60000. CELGENE CORP 4.625% 5/15/44 2014-06-13 2015-03-18 64327 59307 5020 5020 100. CVENT INC 2013-12-10 2015-03-18 2832 2139 693 693 23. GILEAD SCIENCES INC. 2015-03-03 2015-03-18 2295 2369 -74 -74 125000. U S TREASURY BD 3.625% 2/15/44 2015-03-17 2015-03-18 153877 150508 3369 3369 60. VISHAY PRECISION GROUP 2013-02-05 2015-03-18 931 803 128 128 83. GENPACT LTD USD 0.001 2015-03-03 2015-03-18 1967 1874 93 93 122. CORELOGIC INC-W/I 2012-11-13 2015-03-19 4148 2912 1236 1236 34. GILEAD SCIENCES INC. 2015-03-03 2015-03-19 3448 3501 -53 -53 110000. INDIANA ST BOND BANK 1.022% 7/15/16 2013-06-05 2015-03-19 110055 110000 55 55 50. SCHLUMBERGER LTD. 2014-11-28 2015-03-19 4053 4260 -207 -207 16. SCHLUMBERGER LTD. 2014-11-28 2015-03-19 1297 1363 -66 -66 204. SCHLUMBERGER LTD. 2012-01-18 2015-03-19 16538 14255 2283 2283 64. VISHAY PRECISION GROUP 2013-02-05 2015-03-19 991 857 134 134 60. GENPACT LTD USD 0.001 2015-03-03 2015-03-19 1423 1355 68 68 50. CVENT INC 2013-08-08 2015-03-20 1413 1050 363 363 57. GILEAD SCIENCES INC. 2015-03-03 2015-03-20 5824 5870 -46 -46 60000. MORGAN STANLEY MTN 4.350% 9/08/26 2014-11-26 2015-03-20 62643 60714 1929 1929 228. SCHLUMBERGER LTD. 2012-01-18 2015-03-20 18755 15933 2822 2822 142. TIME WARNER CABLE INC. 2015-03-03 2015-03-20 22234 22260 -26 -26 228. TIME WARNER CABLE INC. 2010-11-03 2015-03-20 35700 13434 22266 22266 58. VISHAY PRECISION GROUP 2013-02-05 2015-03-20 897 759 138 138 112. GENPACT LTD USD 0.001 2015-03-03 2015-03-20 2655 2529 126 126 . PROCEEDS OF LITIGATION FROM CITIGROUP 2015-03-20 271 271 271 . PROCEEDS OF LITIGATION FROM CITIGROUP 2015-03-20 840 840 840 . PROCEEDS OF LITIGATION FROM CITIGROUP 2015-03-20 12 12 12 8. GOOGLE INC CL A 2015-03-03 2015-03-23 4537 4637 -100 -100 8. GOOGLE INC 2015-03-03 2015-03-23 4480 4593 -113 -113 66. GENPACT LTD USD 0.001 2015-03-03 2015-03-23 1565 1490 75 75 44. GOOGLE INC CL A 2015-03-03 2015-03-24 25397 25502 -105 -105 41. GOOGLE INC 2015-03-03 2015-03-24 23371 23538 -167 -167 30000. ALLEGHANY CORP 4.900% 9/15/44 2014-09-02 2015-03-25 31850 29915 1935 1935 785. E2OPEN INC COM 2014-11-20 2015-03-25 6751 12273 -5522 -5522 139. E2OPEN INC COM 2013-10-11 2015-03-25 1195 2637 -1442 -1442 65. CULP INC 2014-02-11 2015-03-26 1741 1296 445 445 195. FLY LEASING LTD A D R 2011-09-26 2015-03-27 2820 2160 660 660 77. KMG-B INC 2011-02-25 2015-03-27 2002 1450 552 552 315. KADANT INC 2013-05-23 2015-03-27 16419 9125 7294 7294 13. OCEANFIRST FINL CORP 2011-08-04 2015-03-27 225 173 52 52 19. ASCENT MEDIA CORP-A-W/I 2011-03-01 2015-03-30 760 805 -45 -45 5. CULP INC 2014-03-31 2015-03-30 135 99 36 36 190. CULP INC 2014-02-10 2015-03-30 5124 3778 1346 1346 70. ENPRO INDS INC 2014-01-29 2015-03-30 4648 5263 -615 -615 70. KMG-B INC 2011-02-23 2015-03-30 1852 1318 534 534 327. OCEANFIRST FINL CORP 2011-08-04 2015-03-30 5632 4354 1278 1278 305. TFS FINL CORP 2014-02-21 2015-03-30 4490 3563 927 927 46. GENPACT LTD USD 0.001 2015-03-03 2015-03-30 1078 1039 39 39 105. BROADRIDGE FINL SOLUTIONS INC 2011-06-02 2015-03-31 5740 2435 3305 3305 24. CVENT INC 2013-08-08 2015-03-31 668 504 164 164 100. FARMERS CAP BK CORP 2014-07-16 2015-03-31 2322 2248 74 74 95. FOREST CITY ENTERPRISES INC CL A 2013-10-24 2015-03-31 2450 1931 519 519 23. KMG-B INC 2011-02-23 2015-03-31 600 433 167 167 .866 LABORATORY CORP. OF AMER. HLDGS. 2015-02-20 2015-03-31 110 101 9 9 75. FARMERS CAP BK CORP 2014-07-16 2015-04-01 1741 1686 55 55 65. FOREST CITY ENTERPRISES INC CL A 2013-10-24 2015-04-01 1671 1321 350 350 38. KMG-B INC 2011-02-23 2015-04-01 1054 716 338 338 40000. VALIDUS HLDGS 8.875% 1/26/40 2014-06-25 2015-04-01 56940 57281 -341 -341 65. AMERICAN EQUITY INVT LIFE HLDG 2011-11-21 2015-04-02 1890 723 1167 1167 156. ASCENT MEDIA CORP-A-W/I 2011-03-01 2015-04-02 6271 6507 -236 -236 64. DENNYS CORP 2013-02-05 2015-04-02 752 337 415 415 67. DESTINATION MATERNITY CORP COM 2014-03-12 2015-04-02 1005 1882 -877 -877 75. ECHOSTAR HLDG CORP 2011-02-22 2015-04-02 3846 2441 1405 1405 42. STARZ - LIBERTY CAPITAL 2013-01-15 2015-04-02 1473 651 822 822 115. ALBANY INTL CORP NEW CL A 2013-12-18 2015-04-06 4616 4089 527 527 12. ATLANTIC TELE-NETWORK INC 2014-04-08 2015-04-06 883 807 76 76 128. DENNYS CORP 2013-02-05 2015-04-06 1505 674 831 831 65. DIGITAL GLOBE INC 2012-05-04 2015-04-06 2286 1055 1231 1231 53. KMG-B INC 2011-02-23 2015-04-06 1589 998 591 591 115. NORTHSTAR ASSET MANAGEMENT COR 2014-02-28 2015-04-06 2734 1915 819 819 1. ATLANTIC TELE-NETWORK INC 2014-04-08 2015-04-07 74 67 7 7 16. CORE-MARK HLDG CO INC 2012-06-25 2015-04-07 1041 364 677 677 3. KMG-B INC 2011-02-23 2015-04-07 89 56 33 33 55002.12347 U S TREASURY NT 2.000% 2/15/25 2015-03-24 2015-04-07 55412 55499 -87 -87 219997.87653 U S TREASURY NT 2.000% 2/15/25 2015-03-26 2015-04-07 221639 220983 656 656 8000. WEATHERFORD INTL 7.000% 3/15/38 2014-10-04 2015-04-07 7492 9760 -2268 -2268 4000. WEATHERFORD INTL 7.000% 3/15/38 2014-10-08 2015-04-07 3760 4866 -1106 -1106 4000. WEATHERFORD INTL 7.000% 3/15/38 2014-10-08 2015-04-07 3747 4851 -1104 -1104 8000. WEATHERFORD INTL 7.000% 3/15/38 2014-10-08 2015-04-07 7496 9703 -2207 -2207 8000. WEATHERFORD INTL 7.000% 3/15/38 2014-10-08 2015-04-07 7520 9703 -2183 -2183 14000. WEATHERFORD INTL 7.000% 3/15/38 2014-10-08 2015-04-07 13141 16980 -3839 -3839 6. ATLANTIC TELE-NETWORK INC 2014-04-08 2015-04-08 438 403 35 35 11. ATLANTIC TELE-NETWORK INC 2014-04-07 2015-04-08 803 738 65 65 54. CORE-MARK HLDG CO INC 2012-06-25 2015-04-08 3510 1228 2282 2282 118. DENNYS CORP 2013-02-05 2015-04-08 1381 622 759 759 252. DESTINATION MATERNITY CORP COM 2014-01-30 2015-04-08 3801 7001 -3200 -3200 73. KMG-B INC 2011-02-23 2015-04-08 2182 1375 807 807 22. DESTINATION MATERNITY CORP COM 2014-01-30 2015-04-09 332 603 -271 -271 216. EXPRESS SCRIPTS HLDG CO 2015-03-03 2015-04-09 19032 18206 826 826 36. KMG-B INC 2011-02-23 2015-04-09 1075 678 397 397 8000. WEATHERFORD INTL 7.000% 3/15/38 2014-10-08 2015-04-09 7528 9702 -2174 -2174 26000. WEATHERFORD INTL 7.000% 3/15/38 2014-10-08 2015-04-09 24477 31532 -7055 -7055 16. GENPACT LTD USD 0.001 2015-03-03 2015-04-09 363 361 2 2 100000. HCA INC 6.500% 2/15/20 2015-01-14 2015-04-10 114000 111608 2392 2392 22. KMG-B INC 2011-02-23 2015-04-10 657 414 243 243 35. NEENAH PAPER INC 2013-07-30 2015-04-10 2163 1373 790 790 56. GENPACT LTD USD 0.001 2015-03-03 2015-04-10 1265 1265 60000. SPECTRA ENERGY PRTNR 5.950% 9/25/43 2014-06-13 2015-04-13 74010 70652 3358 3358 19. GENPACT LTD USD 0.001 2015-03-03 2015-04-13 435 429 6 6 140000. DENVER CO HLTH HOSP 1.700% 12/01/16 2014-04-24 2015-04-14 139168 140000 -832 -832 78. INCYTE PHARMACEUTICALS INC 2011-12-15 2015-04-14 7709 1048 6661 6661 23. INCYTE PHARMACEUTICALS INC 2014-11-20 2015-04-14 2273 1458 815 815 10. MAXIMUS INC 2014-09-12 2015-04-15 670 413 257 257 25. GENPACT LTD USD 0.001 2015-03-03 2015-04-16 563 565 -2 -2 55000. JPMORGAN CHASE CO 1.2121% 1/23/20 2015-01-15 2015-04-17 55790 55000 790 790 94. APPLIED MICRO CIRCUITS CORP 2014-09-12 2015-04-20 491 685 -194 -194 14. APPLIED MICRO CIRCUITS CORP 2010-02-05 2015-04-20 73 110 -37 -37 200. FAIR ISAAC & CO INC 2014-12-30 2015-04-20 18495 12257 6238 6238 55000. VERIZON COMM INC 6.550% 9/15/43 2014-06-13 2015-04-20 71723 68969 2754 2754 25. GENPACT LTD USD 0.001 2015-03-03 2015-04-20 558 565 -7 -7 65. APPLIED MICRO CIRCUITS CORP 2014-09-12 2015-04-21 341 474 -133 -133 112. DENNYS CORP 2013-02-05 2015-04-21 1301 590 711 711 22. DESTINATION MATERNITY CORP COM 2014-01-30 2015-04-21 308 603 -295 -295 172. HOMEAWAY INC 2012-02-23 2015-04-21 5414 3964 1450 1450 110. HOMEAWAY INC 2014-12-29 2015-04-21 3462 3227 235 235 57. MAXIMUS INC 2011-09-28 2015-04-21 3817 975 2842 2842 41. MAXIMUS INC 2014-09-12 2015-04-21 2746 1693 1053 1053 240. NORTHSTAR ASSET MANAGEMENT COR 2014-02-28 2015-04-21 5044 3996 1048 1048 60000. ALLEGHANY CORP 4.900% 9/15/44 2014-09-02 2015-04-22 61989 59588 2401 2401 178. APPLIED MICRO CIRCUITS CORP 2012-12-06 2015-04-22 929 1277 -348 -348 11. APPLIED MICRO CIRCUITS CORP 2014-09-12 2015-04-22 57 80 -23 -23 120. BROADRIDGE FINL SOLUTIONS INC 2011-06-02 2015-04-22 6423 2783 3640 3640 105. CORE-MARK HLDG CO INC 2012-06-25 2015-04-22 5800 2367 3433 3433 691. DENNYS CORP 2013-02-05 2015-04-22 7927 3640 4287 4287 2. FAIR ISAAC & CO INC 2014-08-27 2015-04-22 184 114 70 70 247. HOMEAWAY INC 2012-12-20 2015-04-22 7995 5577 2418 2418 150. STARZ - LIBERTY CAPITAL 2013-01-15 2015-04-22 5624 2326 3298 3298 73. GENPACT LTD USD 0.001 2015-03-03 2015-04-22 1636 1648 -12 -12 128. BRISTOW GROUP INC 2013-08-06 2015-04-23 7915 8666 -751 -751 24. FAIR ISAAC & CO INC 2014-08-27 2015-04-23 2219 1368 851 851 490. CHARLES SCHWAB CORP. 2013-01-02 2015-04-23 14981 7311 7670 7670 56. GENPACT LTD USD 0.001 2015-03-03 2015-04-23 1259 1265 -6 -6 204. DENNYS CORP 2013-02-05 2015-04-24 2393 1075 1318 1318 65. CAMPUS CREST COMMUNITIES INC 2015-02-17 2015-04-27 424 505 -81 -81 27. CORE-MARK HLDG CO INC 2012-06-21 2015-04-27 1481 594 887 887 55. CORELOGIC INC-W/I 2012-05-01 2015-04-27 2183 934 1249 1249 189. DENNYS CORP 2013-02-05 2015-04-27 2226 993 1233 1233 27. DESTINATION MATERNITY CORP COM 2014-01-30 2015-04-27 362 740 -378 -378 167. FLY LEASING LTD A D R 2011-09-26 2015-04-27 2522 1844 678 678 5. RIVERBED TECHNOLOGY INC 2014-11-20 2015-04-27 105 102 3 3 430. RIVERBED TECHNOLOGY INC 2013-07-31 2015-04-27 9030 6381 2649 2649 198. APPLIED MICRO CIRCUITS CORP 2012-12-04 2015-04-28 1018 1265 -247 -247 265. BROADRIDGE FINL SOLUTIONS INC 2011-02-23 2015-04-28 14358 6035 8323 8323 221. CAMPUS CREST COMMUNITIES INC 2015-02-17 2015-04-28 1434 1718 -284 -284 148. CORE-MARK HLDG CO INC 2012-06-21 2015-04-28 8131 3254 4877 4877 115. CORELOGIC INC-W/I 2012-05-01 2015-04-28 4563 1952 2611 2611 220. DENNYS CORP 2013-01-15 2015-04-28 2573 1153 1420 1420 8. DESTINATION MATERNITY CORP COM 2014-01-30 2015-04-28 106 219 -113 -113 5. ULTIMATE SOFTWARE GROUP INC 2013-12-10 2015-04-28 903 756 147 147 6. ULTIMATE SOFTWARE GROUP INC 2014-09-12 2015-04-28 1083 897 186 186 736. APPLIED MICRO CIRCUITS CORP 2011-08-04 2015-04-29 3929 4243 -314 -314 200. BRISTOW GROUP INC 2014-02-07 2015-04-29 12210 13424 -1214 -1214 259. CAMPUS CREST COMMUNITIES INC 2015-02-17 2015-04-29 1654 2013 -359 -359 85. CORE-MARK HLDG CO INC 2012-06-21 2015-04-29 4592 1863 2729 2729 625. DENNYS CORP 2013-01-15 2015-04-29 6745 3276 3469 3469 275000. U S TREASURY BD 3.625% 2/15/44 2015-03-17 2015-04-29 324425 330963 -6538 -6538 149000. U S TREASURY BD 3.000% 11/15/44 2015-04-22 2015-04-29 157137 161462 -4325 -4325 25. GENPACT LTD USD 0.001 2015-03-03 2015-04-29 554 565 -11 -11 250. APPLIED MICRO CIRCUITS CORP 2012-10-08 2015-04-30 1335 1271 64 64 17. BRISTOW GROUP INC 2014-02-07 2015-04-30 1041 1138 -97 -97 192. HARMAN INTERNATIONAL 2009-04-15 2015-04-30 25222 3274 21948 21948 114. BROADRIDGE FINL SOLUTIONS INC 2014-11-20 2015-05-01 6187 5032 1155 1155 303. DENNYS CORP 2013-01-16 2015-05-01 3193 1588 1605 1605 137. DESTINATION MATERNITY CORP COM 2014-01-30 2015-05-01 1640 3757 -2117 -2117 428. FLY LEASING LTD A D R 2011-09-22 2015-05-01 6369 4702 1667 1667 70. KMG-B INC 2011-02-23 2015-05-01 2086 1318 768 768 62. KADANT INC 2013-04-30 2015-05-01 3171 1706 1465 1465 80. MAXIMUS INC 2011-02-23 2015-05-01 5150 1463 3687 3687 22. PEGASYSTEMS INC 2010-08-19 2015-05-01 472 234 238 238 200. STARZ - LIBERTY CAPITAL 2013-01-15 2015-05-01 7889 3101 4788 4788 45. ASCENT MEDIA CORP-A-W/I 2011-02-25 2015-05-04 1800 1858 -58 -58 29. BROADRIDGE FINL SOLUTIONS INC 2011-02-23 2015-05-04 1576 660 916 916 212. CAMPUS CREST COMMUNITIES INC 2015-02-17 2015-05-04 1335 1648 -313 -313 38. CORELOGIC INC-W/I 2012-05-01 2015-05-04 1494 645 849 849 953. DENNYS CORP 2013-01-16 2015-05-04 10341 4949 5392 5392 172. FLY LEASING LTD A D R 2011-09-22 2015-05-04 2564 1890 674 674 83. KADANT INC 2013-05-13 2015-05-04 4242 2283 1959 1959 95. MAXIMUS INC 2011-02-23 2015-05-04 6163 1737 4426 4426 9. PEGASYSTEMS INC 2010-08-19 2015-05-04 194 96 98 98 116. STARZ - LIBERTY CAPITAL 2013-01-15 2015-05-04 4644 1799 2845 2845 45. CAMPUS CREST COMMUNITIES INC 2015-02-17 2015-05-05 284 350 -66 -66 72. DENNYS CORP 2013-01-07 2015-05-05 800 369 431 431 37. PEGASYSTEMS INC 2010-08-19 2015-05-05 780 394 386 386 206. BROADRIDGE FINL SOLUTIONS INC 2012-04-23 2015-05-06 11119 4691 6428 6428 7. CORELOGIC INC-W/I 2012-05-01 2015-05-06 272 119 153 153 74. DAVITA INC 2015-03-03 2015-05-06 6025 5623 402 402 150. EXPRESS SCRIPTS HLDG CO 2015-03-03 2015-05-06 12605 12643 -38 -38 44. FLY LEASING LTD A D R 2011-09-22 2015-05-06 650 483 167 167 99. GILEAD SCIENCES INC. 2015-03-03 2015-05-06 10155 10195 -40 -40 31. PEGASYSTEMS INC 2010-08-19 2015-05-06 658 330 328 328 88. CAMPUS CREST COMMUNITIES INC 2015-02-17 2015-05-07 554 684 -130 -130 85. CORELOGIC INC-W/I 2012-05-01 2015-05-07 3316 1443 1873 1873 110. DAVITA INC 2015-03-03 2015-05-07 8993 8359 634 634 403. DENNYS CORP 2013-01-07 2015-05-07 4338 2066 2272 2272 165. EXPRESS SCRIPTS HLDG CO 2015-03-03 2015-05-07 13873 13907 -34 -34 74. GILEAD SCIENCES INC. 2015-03-03 2015-05-07 7481 7620 -139 -139 .087 GOOGLE INC 2015-03-03 2015-05-07 46 50 -4 -4 .6533 GOOGLE INC 2015-03-03 2015-05-07 346 375 -29 -29 361. KRISPY KREME DOUGHNUTS 2014-12-30 2015-05-07 6327 7042 -715 -715 136. KRISPY KREME DOUGHNUTS 2014-03-19 2015-05-07 2384 2649 -265 -265 100000. NEW JERSEY ST TPK 7.102% 1/01/41 2014-06-17 2015-05-07 139575 137680 1895 1895 4000. REALTY INCOME CORP 4.125% 10/15/26 2014-09-29 2015-05-07 4140 4017 123 123 221. CAMPUS CREST COMMUNITIES INC 2015-02-17 2015-05-08 1393 1718 -325 -325 55. DAVITA INC 2015-03-03 2015-05-08 4531 4179 352 352 319. FLY LEASING LTD A D R 2011-09-23 2015-05-08 4845 3504 1341 1341 113. GILEAD SCIENCES INC. 2015-03-03 2015-05-08 11681 11637 44 44 7. GILEAD SCIENCES INC. 2014-03-21 2015-05-08 724 510 214 214 6. KRISPY KREME DOUGHNUTS 2014-01-22 2015-05-08 105 114 -9 -9 79. KRISPY KREME DOUGHNUTS 2015-01-05 2015-05-08 1385 1501 -116 -116 16000. REALTY INCOME CORP 4.125% 10/15/26 2014-09-29 2015-05-08 16594 16066 528 528 84. STARZ - LIBERTY CAPITAL 2013-01-15 2015-05-08 3219 1302 1917 1917 50. GENPACT LTD USD 0.001 2015-03-03 2015-05-08 1143 1129 14 14 339. CAMPUS CREST COMMUNITIES INC 2015-02-17 2015-05-11 2125 2635 -510 -510 25. DAVITA INC 2015-03-03 2015-05-11 2047 1900 147 147 214. FLY LEASING LTD A D R 2011-10-04 2015-05-11 3207 2301 906 906 79. KRISPY KREME DOUGHNUTS 2014-01-22 2015-05-11 1381 1499 -118 -118 55. STARZ - LIBERTY CAPITAL 2013-01-15 2015-05-11 2106 853 1253 1253 320000. U S TREASURY NT 0.250% 7/15/15 2014-12-08 2015-05-11 320113 320117 -4 -4 141. BRISTOW GROUP INC 2014-02-07 2015-05-12 8468 9437 -969 -969 152. BRISTOW GROUP INC 2014-02-07 2015-05-13 9159 10138 -979 -979 15. DAVITA INC 2015-03-03 2015-05-13 1219 1140 79 79 80000. ALLY FINANCIAL 3.250% 2/13/18 2015-02-11 2015-05-14 79500 79529 -29 -29 162. BRISTOW GROUP INC 2013-05-28 2015-05-14 9731 10783 -1052 -1052 255. BROADRIDGE FINL SOLUTIONS INC 2012-04-23 2015-05-14 13188 5797 7391 7391 88. CORE-MARK HLDG CO INC 2012-06-20 2015-05-14 4760 1927 2833 2833 140. DAVITA INC 2015-03-03 2015-05-14 11432 10639 793 793 180. MAXIMUS INC 2011-02-23 2015-05-14 11469 3291 8178 8178 43. GENPACT LTD USD 0.001 2015-03-03 2015-05-14 995 971 24 24 37. CORE-MARK HLDG CO INC 2012-06-20 2015-05-15 2009 810 1199 1199 72. KRISPY KREME DOUGHNUTS 2014-01-22 2015-05-15 1258 1366 -108 -108 2837. ARUBA NETWORKS INC 2014-11-20 2015-05-18 69989 51772 18217 18217 235. BRISTOW GROUP INC 2013-05-28 2015-05-18 14151 15642 -1491 -1491 71. CAMPUS CREST COMMUNITIES INC 2015-02-17 2015-05-18 443 552 -109 -109 9. INTUITIVE SURGICAL INC 2015-03-03 2015-05-18 4530 4568 -38 -38 62. KRISPY KREME DOUGHNUTS 2014-01-22 2015-05-18 1083 1177 -94 -94 60000. BED BATH BEYOND INC 5.165% 8/01/44 2014-07-14 2015-05-19 60716 59998 718 718 16. HEICO CORP NEW 2013-12-10 2015-05-19 913 903 10 10 58. HEICO CORP NEW 2014-11-20 2015-05-19 3308 2961 347 347 62. HEICO CORP NEW 2014-07-31 2015-05-19 3601 3057 544 544 91. KRISPY KREME DOUGHNUTS 2014-01-22 2015-05-19 1590 1727 -137 -137 193. CHARLES SCHWAB CORP. 2013-01-02 2015-05-19 6128 2880 3248 3248 57. VISA INC 2015-03-03 2015-05-19 4004 3919 85 85 432. CAMPUS CREST COMMUNITIES INC 2015-02-17 2015-05-20 2615 3356 -741 -741 15. HEICO CORP NEW 2014-07-31 2015-05-20 898 740 158 158 524. KRISPY KREME DOUGHNUTS 2014-04-25 2015-05-20 9154 9148 6 6 76. KRISPY KREME DOUGHNUTS 2015-01-06 2015-05-20 1328 1417 -89 -89 124. CHARLES SCHWAB CORP. 2013-01-02 2015-05-20 3941 1850 2091 2091 75. VISA INC 2015-03-03 2015-05-20 5248 5156 92 92 502. CAMPUS CREST COMMUNITIES INC 2014-11-25 2015-05-21 2994 3896 -902 -902 227. CAMPUS CREST COMMUNITIES INC 2014-11-25 2015-05-22 1365 1754 -389 -389 164. CAMPUS CREST COMMUNITIES INC 2014-11-24 2015-05-26 984 1267 -283 -283 421. CAMPUS CREST COMMUNITIES INC 2014-11-24 2015-05-27 2517 3252 -735 -735 157. CHARLES SCHWAB CORP. 2013-01-02 2015-05-27 4982 2343 2639 2639 22. CAMPUS CREST COMMUNITIES INC 2014-11-24 2015-05-28 129 170 -41 -41 164. CHARLES SCHWAB CORP. 2013-01-02 2015-05-28 5225 2447 2778 2778 183. ANTHEM INC 2015-03-03 2015-05-29 30711 26577 4134 4134 63. CAMPUS CREST COMMUNITIES INC 2014-11-24 2015-05-29 356 487 -131 -131 5. KRISPY KREME DOUGHNUTS 2014-02-03 2015-05-29 87 81 6 6 186. CAMPUS CREST COMMUNITIES INC 2014-11-24 2015-06-01 1039 1423 -384 -384 226. HOMEAWAY INC 2012-06-11 2015-06-01 6830 4989 1841 1841 21. INTUITIVE SURGICAL INC 2015-03-03 2015-06-01 10590 10658 -68 -68 79. STARZ - LIBERTY CAPITAL 2013-01-15 2015-06-01 3317 1225 2092 2092 419. CAMPUS CREST COMMUNITIES INC 2015-02-06 2015-06-02 2329 3147 -818 -818 25. FARMERS CAP BK CORP 2014-07-16 2015-06-02 674 562 112 112 30. KMG-B INC 2011-02-23 2015-06-02 901 565 336 336 95. KADANT INC 2013-05-13 2015-06-02 4470 2570 1900 1900 435. PROS HLDGS INC 2014-11-20 2015-06-02 8606 11290 -2684 -2684 524. CAMPUS CREST COMMUNITIES INC 2015-02-06 2015-06-03 2875 3917 -1042 -1042 51. CULP INC 2014-03-31 2015-06-03 1396 1006 390 390 45. FARMERS CAP BK CORP 2014-07-16 2015-06-03 1213 1012 201 201 119. PROS HLDGS INC 2015-02-26 2015-06-03 2409 2981 -572 -572 246. STARZ - LIBERTY CAPITAL 2013-01-15 2015-06-03 10113 3814 6299 6299 348. CAMPUS CREST COMMUNITIES INC 2015-02-06 2015-06-04 1932 2601 -669 -669 248. CAMPUS CREST COMMUNITIES INC 2015-02-06 2015-06-05 1359 1838 -479 -479 13. MEAD JOHNSON NUTRITION CO-A 2015-03-03 2015-06-05 1234 1348 -114 -114 13. OCEANFIRST FINL CORP 2011-07-27 2015-06-05 225 173 52 52 324. PROS HLDGS INC 2015-02-26 2015-06-05 6541 8061 -1520 -1520 74. CULP INC 2014-03-31 2015-06-08 2012 1427 585 585 487. DENNYS CORP 2013-01-07 2015-06-08 5601 2438 3163 3163 122. OCEANFIRST FINL CORP 2011-08-03 2015-06-08 2107 1623 484 484 930. TRIMAS CORP 2011-09-19 2015-06-08 27407 18736 8671 8671 70. CAMPUS CREST COMMUNITIES INC 2014-11-20 2015-06-09 381 518 -137 -137 111. DENNYS CORP 2012-12-26 2015-06-09 1270 542 728 728 18. MEAD JOHNSON NUTRITION CO-A 2015-03-03 2015-06-09 1674 1867 -193 -193 93. APPLE COMPUTER INC. 2011-06-22 2015-06-10 11983 4326 7657 7657 39. BROADRIDGE FINL SOLUTIONS INC 2012-04-23 2015-06-10 2066 887 1179 1179 253. CAMPUS CREST COMMUNITIES INC 2014-11-20 2015-06-10 1351 1873 -522 -522 163. DENNYS CORP 2012-12-26 2015-06-10 1865 796 1069 1069 129. GILEAD SCIENCES INC. 2013-11-21 2015-06-10 15046 9235 5811 5811 6. KRISPY KREME DOUGHNUTS 2014-02-03 2015-06-10 105 97 8 8 117. VISA INC 2015-03-03 2015-06-10 8134 8043 91 91 236. BROADRIDGE FINL SOLUTIONS INC 2012-04-23 2015-06-11 12493 5364 7129 7129 60000. KINDER MORGAN EN 5.300% 9/15/20 2014-09-10 2015-06-11 65331 65545 -214 -214 24. KRISPY KREME DOUGHNUTS 2014-02-03 2015-06-11 482 388 94 94 41. VISA INC 2015-03-03 2015-06-11 2869 2819 50 50 53. DENNYS CORP 2012-12-26 2015-06-12 606 259 347 347 280. CAMPUS CREST COMMUNITIES INC 2014-12-12 2015-06-15 1490 2072 -582 -582 20. KADANT INC 2013-05-01 2015-06-15 938 538 400 400 8000. REALTY INCOME CORP 4.125% 10/15/26 2014-09-29 2015-06-15 8093 8033 60 60 252. WHOLE FOODS MARKET INC 2015-03-03 2015-06-15 10147 13988 -3841 -3841 206. DENNYS CORP 2012-12-26 2015-06-16 2318 1004 1314 1314 252. WHOLE FOODS MARKET INC 2015-03-03 2015-06-16 10265 13988 -3723 -3723 315. ADDUS HOMECARE CORP 2015-03-10 2015-06-17 9020 6851 2169 2169 270. AIR METHODS CORP PAR $.06 2011-06-15 2015-06-17 11535 6293 5242 5242 735. AIR METHODS CORP PAR $.06 2015-04-17 2015-06-17 31400 33621 -2221 -2221 1630. ALBANY INTL CORP NEW CL A 2014-02-20 2015-06-17 64400 56856 7544 7544 524.99438 AMERICAN CAP LTD 2014-03-26 2015-06-17 7309 7634 -325 -325 670.00562 AMERICAN CAP LTD 2014-03-26 2015-06-17 9328 9742 -414 -414 2580. AMERICAN CAP LTD 2015-06-08 2015-06-17 35920 38091 -2171 -2171 985. AMERICAN EQUITY INVT LIFE HLDG 2011-12-01 2015-06-17 26673 10925 15748 15748 555. ASCENT MEDIA CORP-A-W/I 2011-02-25 2015-06-17 22732 22627 105 105 40. ASSURANT INC 2013-02-05 2015-06-17 2700 1544 1156 1156 510. ASSURANT INC 2015-05-08 2015-06-17 34420 31790 2630 2630 640. ATLANTIC TELE-NETWORK INC 2014-04-07 2015-06-17 42752 42093 659 659 370. BRISTOW GROUP INC 2013-05-29 2015-06-17 20720 24084 -3364 -3364 965. BROADRIDGE FINL SOLUTIONS INC 2013-02-13 2015-06-17 49899 21659 28240 28240 34. BROADRIDGE FINL SOLUTIONS INC 2011-11-09 2015-06-17 1765 744 1021 1021 1730. CTS CORP 2014-07-16 2015-06-17 32608 32189 419 419 2950. CAMPUS CREST COMMUNITIES INC 2015-02-09 2015-06-17 15959 21646 -5687 -5687 1145. CAPITOL FED FINL INC COM 2013-02-05 2015-06-17 13700 13397 303 303 65. CASEYS GEN STORES INC COM 2015-04-27 2015-06-17 6015 5546 469 469 190. CASEYS GEN STORES INC COM 2011-02-25 2015-06-17 17582 8063 9519 9519 1690. CASH AMERICA INTERNATIONAL INC 2014-11-14 2015-06-17 44476 41527 2949 2949 675. CATO CORP NEW CL A 2014-04-14 2015-06-17 25803 16940 8863 8863 564.99992 CLEARWATER PAPER CORP COM 2015-01-30 2015-06-17 32874 40993 -8119 -8119 230.00008 CLEARWATER PAPER CORP COM 2014-09-09 2015-06-17 13382 16507 -3125 -3125 960. CORE-MARK HLDG CO INC 2012-11-08 2015-06-17 54657 20890 33767 33767 665. CORELOGIC INC-W/I 2012-05-01 2015-06-17 24902 11289 13613 13613 665. CULP INC 2014-02-28 2015-06-17 18946 12821 6125 6125 135. DST SYSTEMS INC-DEL 2011-02-23 2015-06-17 16668 6707 9961 9961 560. DELTIC TIMBER CORP 2015-04-16 2015-06-17 37548 36968 580 580 3950. DENNYS CORP 2012-12-31 2015-06-17 44917 19149 25768 25768 920. DENNYS CORP 2012-12-28 2015-06-17 10463 4403 6060 6060 1365. DESTINATION MATERNITY CORP COM 2014-01-30 2015-06-17 17253 34584 -17331 -17331 1485. DIAMOND RESORTS INTERNATIONA 2015-03-05 2015-06-17 49400 50267 -867 -867 1040. DIGITAL GLOBE INC 2012-07-23 2015-06-17 30960 16720 14240 14240 1230. ECHOSTAR HLDG CORP 2011-02-23 2015-06-17 61096 39689 21407 21407 646. ELECTRO RENT CORP 2015-04-16 2015-06-17 7416 7359 57 57 54. ELECTRO RENT CORP 2015-04-13 2015-06-17 620 627 -7 -7 1140. ENPRO INDS INC 2014-03-20 2015-06-17 67520 70612 -3092 -3092 5. EXTERRAN HLDGS INC 2015-06-11 2015-06-17 171 171 340. FARMERS CAP BK CORP 2014-07-16 2015-06-17 9664 7601 2063 2063 1470. FEDERAL SIGNAL CORP 2015-04-30 2015-06-17 22177 24343 -2166 -2166 2020. FOREST CITY ENTERPRISES INC CL A 2013-12-03 2015-06-17 45391 40283 5108 5108 290. INNOPHOS HLDGS INC 2013-05-02 2015-06-17 15464 14855 609 609 355. INNOPHOS HLDGS INC 2015-02-27 2015-06-17 18930 19850 -920 -920 300. KMG-B INC 2011-02-23 2015-06-17 8499 5649 2850 2850 810. KADANT INC 2013-05-02 2015-06-17 37560 21401 16159 16159 6. KRISPY KREME DOUGHNUTS 2014-02-03 2015-06-17 120 97 23 23 2556. MFA MTG INVTS INC 2012-02-17 2015-06-17 19643 18840 803 803 2684. MFA MTG INVTS INC 2015-05-18 2015-06-17 20626 21382 -756 -756 345. MTS SYS CORP 2013-04-18 2015-06-17 24851 18651 6200 6200 445. MAXIMUS INC 2011-02-23 2015-06-17 28517 8137 20380 20380 225. MCGRATH RENTCORP 2014-06-15 2015-06-17 7069 9233 -2164 -2164 955. MCGRATH RENTCORP 2014-08-14 2015-06-17 30003 35710 -5707 -5707 535. MEDLEY MANAGEMENT INC - A 2015-06-09 2015-06-17 6395 6127 268 268 98. NATIONAL GENERAL HLDGS 2014-06-06 2015-06-17 1901 1640 261 261 887. NATIONAL GENERAL HLDGS 2014-09-26 2015-06-17 17207 15717 1490 1490 615. NEENAH PAPER INC 2013-10-02 2015-06-17 36691 24073 12618 12618 1750. NORTHSTAR ASSET MANAGEMENT COR 2014-02-28 2015-06-17 35567 28163 7404 7404 695. OCEANFIRST FINL CORP 2011-08-05 2015-06-17 11954 9217 2737 2737 1067. ORITANI FINL CORP NEW 2015-06-16 2015-06-17 16496 15708 788 788 38. ORITANI FINL CORP NEW 2011-08-04 2015-06-17 587 494 93 93 620. PACIFIC PREMIER BANCORP 2011-02-22 2015-06-17 10379 4339 6040 6040 635. PATRIOT NATIONAL INC 2015-01-16 2015-06-17 10586 8890 1696 1696 540. RENASANT CORP 2011-06-23 2015-06-17 16875 7813 9062 9062 540. RIGNET INC 2011-02-25 2015-06-17 17998 8003 9995 9995 475. RIGNET INC 2014-10-01 2015-06-17 15831 19105 -3274 -3274 550. STARZ - LIBERTY CAPITAL 2013-01-15 2015-06-17 23269 8527 14742 14742 1280. SYNOVUS FINL CORP 2013-04-23 2015-06-17 39225 23518 15707 15707 860. SYNOVUS FINL CORP 2015-05-14 2015-06-17 26355 22830 3525 3525 4175. TFS FINL CORP 2014-02-21 2015-06-17 65114 44057 21057 21057 600. THERMON GROUP HOLDINGS INC 2011-08-04 2015-06-17 13866 8293 5573 5573 180. TRIMAS CORP 2011-09-19 2015-06-17 5448 3056 2392 2392 257. TRIMAS CORP 2011-10-20 2015-06-17 7783 4315 3468 3468 350000. U S TREASURY NT 0.250% 7/15/15 2014-03-24 2015-06-17 350055 350009 46 46 80000. U S TREASURY NT 0.250% 7/15/15 2014-12-08 2015-06-17 80013 80008 5 5 178. WHOLE FOODS MARKET INC 2015-03-03 2015-06-17 7275 9881 -2606 -2606 1320. MAIDEN HOLDINGS, LTD 2011-12-27 2015-06-17 19928 11370 8558 8558 231. BROADRIDGE FINL SOLUTIONS INC 2012-05-25 2015-06-18 12025 4832 7193 7193 188. TRIMAS CORP 2011-10-20 2015-06-18 5701 3108 2593 2593 99. VISA INC 2015-03-03 2015-06-18 6884 6806 78 78 140. WHOLE FOODS MARKET INC 2015-03-03 2015-06-18 5754 7771 -2017 -2017 53. ENPRO INDS INC 2013-07-17 2015-06-19 3160 3033 127 127 2000. REALTY INCOME CORP 4.125% 10/15/26 2014-09-29 2015-06-19 2021 2008 13 13 2000. REALTY INCOME CORP 4.125% 10/15/26 2014-09-29 2015-06-19 2017 2008 9 9 2000. REALTY INCOME CORP 4.125% 10/15/26 2014-09-29 2015-06-19 2018 2008 10 10 2000. REALTY INCOME CORP 4.125% 10/15/26 2014-09-29 2015-06-19 2020 2008 12 12 2000. REALTY INCOME CORP 4.125% 10/15/26 2014-09-29 2015-06-19 2018 2008 10 10 22000. REALTY INCOME CORP 4.125% 10/15/26 2014-09-29 2015-06-19 22200 21908 292 292 45. WHOLE FOODS MARKET INC 2015-03-03 2015-06-19 1846 2498 -652 -652 39. WHOLE FOODS MARKET INC 2014-01-27 2015-06-19 1600 1994 -394 -394 117. CORELOGIC INC-W/I 2012-05-01 2015-06-22 4441 1986 2455 2455 140. MAXIMUS INC 2011-02-23 2015-06-22 9187 2560 6627 6627 276. WHOLE FOODS MARKET INC 2014-02-13 2015-06-22 11426 14102 -2676 -2676 128. CORELOGIC INC-W/I 2012-05-01 2015-06-23 4872 2173 2699 2699 87. WHOLE FOODS MARKET INC 2014-02-13 2015-06-24 3565 4430 -865 -865 93. WHOLE FOODS MARKET INC 2013-05-13 2015-06-25 3808 4730 -922 -922 33. FARMERS CAP BK CORP 2014-07-14 2015-07-01 941 736 205 205 26. TELADOC INC 2015-06-30 2015-07-01 789 494 295 295 379. TRIMAS CORP 2011-10-20 2015-07-01 9445 4827 4618 4618 45. XOOM CORP 2014-09-12 2015-07-02 1147 1056 91 91 144. CAMPUS CREST COMMUNITIES INC 2014-11-14 2015-07-06 802 1047 -245 -245 180. CORELOGIC INC-W/I 2012-05-01 2015-07-06 7272 3056 4216 4216 421. DENNYS CORP 2012-12-27 2015-07-06 4850 2008 2842 2842 7. FARMERS CAP BK CORP 2014-07-14 2015-07-06 197 156 41 41 50. STARZ - LIBERTY CAPITAL 2013-01-15 2015-07-06 2188 775 1413 1413 151. MAIDEN HOLDINGS, LTD 2011-08-05 2015-07-06 2385 1265 1120 1120 161. CAMPUS CREST COMMUNITIES INC 2014-11-14 2015-07-07 899 1170 -271 -271 140. DENNYS CORP 2012-11-06 2015-07-07 1618 668 950 950 279. DENNYS CORP 2012-11-06 2015-07-07 3230 1331 1899 1899 102. ENPRO INDS INC 2013-07-17 2015-07-07 5546 5837 -291 -291 20. FARMERS CAP BK CORP 2014-07-14 2015-07-07 563 445 118 118 181. SALESFORCE COM INC 2015-03-03 2015-07-07 12644 12114 530 530 140. MAIDEN HOLDINGS, LTD 2011-08-05 2015-07-07 2213 1173 1040 1040 4. FARMERS CAP BK CORP 2014-07-07 2015-07-08 113 89 24 24 11. MTS SYS CORP 2013-02-25 2015-07-08 722 594 128 128 55. SALESFORCE COM INC 2015-03-03 2015-07-08 3828 3681 147 147 74. MAIDEN HOLDINGS, LTD 2011-08-05 2015-07-08 1167 620 547 547 7. MTS SYS CORP 2013-02-25 2015-07-09 461 378 83 83 200. ROADRUNNER TRANSPORTATION SY 2010-10-14 2015-07-09 4999 2369 2630 2630 86. LANDSTAR SYS INC. 2014-03-28 2015-07-10 5827 4244 1583 1583 75. LANDSTAR SYS INC. 2014-11-20 2015-07-10 5082 5384 -302 -302 18. MTS SYS CORP 2013-02-25 2015-07-10 1177 972 205 205 2. ROADRUNNER TRANSPORTATION SY 2010-10-14 2015-07-10 50 24 26 26 40. FARMERS CAP BK CORP 2014-07-07 2015-07-13 1137 891 246 246 9. MTS SYS CORP 2013-02-25 2015-07-13 583 486 97 97 185. NATIONAL GENERAL HLDGS 2014-06-09 2015-07-13 4186 3073 1113 1113 12. ROADRUNNER TRANSPORTATION SY 2010-10-14 2015-07-13 305 142 163 163 16. FARMERS CAP BK CORP 2014-07-07 2015-07-14 452 356 96 96 17. MTS SYS CORP 2013-02-25 2015-07-14 1089 918 171 171 80. ESTEE LAUDER COMPANIES CL A 2015-03-03 2015-07-15 7175 6629 546 546 18. MTS SYS CORP 2013-02-25 2015-07-15 1156 972 184 184 83. WHOLE FOODS MARKET INC 2013-05-13 2015-07-15 3434 4221 -787 -787 76. ESTEE LAUDER COMPANIES CL A 2015-03-03 2015-07-16 6815 6298 517 517 350. OWENS CORNING NEW 2014-03-28 2015-07-16 14985 14529 456 456 114. WHOLE FOODS MARKET INC 2013-05-13 2015-07-16 4748 5391 -643 -643 157. SCHLUMBERGER LTD. 2012-05-18 2015-07-17 13193 10945 2248 2248 30. BRISTOW GROUP INC 2013-05-29 2015-07-20 1494 1951 -457 -457 19. CULP INC 2014-02-28 2015-07-20 598 366 232 232 33. DENNYS CORP 2012-11-06 2015-07-20 388 157 231 231 176. LANDSTAR SYS INC. 2012-07-26 2015-07-20 11975 8486 3489 3489 114. MAXIMUS INC 2011-09-28 2015-07-20 7800 1949 5851 5851 403. OWENS CORNING NEW 2014-01-14 2015-07-20 17254 16701 553 553 56. RIGNET INC 2011-02-25 2015-07-20 1498 830 668 668 161. SCHLUMBERGER LTD. 2012-05-18 2015-07-20 13518 8203 5315 5315 11. COSTAR GROUP 2011-08-16 2015-07-21 2402 569 1833 1833 49. CULP INC 2014-02-28 2015-07-21 1542 945 597 597 269. KNIGHT TRANSN INC COM 2012-07-18 2015-07-21 7498 4142 3356 3356 42. LANDSTAR SYS INC. 2012-07-26 2015-07-21 2861 2025 836 836 84. RIGNET INC 2011-02-25 2015-07-21 2263 1245 1018 1018 108. SCHLUMBERGER LTD. 2002-12-09 2015-07-21 9097 2475 6622 6622 29. BRISTOW GROUP INC 2013-05-29 2015-07-22 1363 1886 -523 -523 27. CULP INC 2014-02-26 2015-07-22 847 521 326 326 418. ENDOLOGIX INC 2012-11-09 2015-07-22 6118 5317 801 801 41. GOOGLE INC CL A 2015-03-03 2015-07-22 28987 23667 5320 5320 41. IDEX CORP COM 2009-04-15 2015-07-22 3112 936 2176 2176 132. LANDSTAR SYS INC. 2012-07-26 2015-07-22 9121 6364 2757 2757 544. OWENS CORNING NEW 2014-01-14 2015-07-22 24163 22545 1618 1618 343. SCHLUMBERGER LTD. 2002-12-09 2015-07-22 29228 7860 21368 21368 46. BRISTOW GROUP INC 2013-05-29 2015-07-23 2165 2992 -827 -827 17. ENPRO INDS INC 2013-07-17 2015-07-23 908 973 -65 -65 47. IDEX CORP COM 2009-04-15 2015-07-23 3580 1073 2507 2507 24. PEGASYSTEMS INC 2010-08-19 2015-07-23 577 255 322 322 . PROCEEDS FROM SECURITIES LITIGATION 2015-07-23 37 37 37 . PROCEEDS FROM SECURITIES LITIGATION 2015-07-23 54 54 54 . PROCEEDS FROM SECURITIES LITIGATION 2015-07-23 2006 2006 2006 . PROCEEDS FROM SECURITIES LITIGATION 2015-07-23 604 604 604 . PROCEEDS FROM SECURITIES LITIGATION 2015-07-23 777 777 777 . PROCEEDS FROM SECURITIES LITIGATION 2015-07-23 1855 1855 1855 . PROCEEDS FROM SECURITIES LITIGATION 2015-07-23 194 194 194 173. DENNYS CORP 2012-11-06 2015-07-24 1985 825 1160 1160 280. WALT DISNEY CO. 2015-03-03 2015-07-24 33261 29825 3436 3436 189. EXTERRAN HLDGS INC 2015-06-11 2015-07-24 4709 6452 -1743 -1743 117. LANDSTAR SYS INC. 2012-07-26 2015-07-24 8207 5641 2566 2566 80000. WELLS FARGO & CO 2014-03-28 2015-07-24 80274 80145 129 129 49. AMAZON.COM INC 2015-06-17 2015-07-27 26101 20887 5214 5214 103. ENPRO INDS INC 2013-07-17 2015-07-27 5184 5885 -701 -701 128. EXTERRAN HLDGS INC 2015-06-11 2015-07-27 3126 4369 -1243 -1243 25. RIGNET INC 2011-02-25 2015-07-27 640 371 269 269 500000. U S TREASURY NOTE 2014-11-04 2015-07-27 501523 501509 14 14 63. EXTERRAN HLDGS INC 2015-06-09 2015-07-28 1521 2150 -629 -629 22. PEGASYSTEMS INC 2010-08-19 2015-07-28 522 234 288 288 45. RIGNET INC 2011-02-25 2015-07-28 1124 667 457 457 223. SCHLUMBERGER LTD. 2002-12-09 2015-07-28 18309 5110 13199 13199 174. DENNYS CORP 2012-11-06 2015-07-29 1981 830 1151 1151 .6 HORIZON GLOBAL CORP 2011-10-20 2015-07-29 7 5 2 2 6. KRISPY KREME DOUGHNUTS 2014-02-03 2015-07-29 113 97 16 16 195. PEGASYSTEMS INC 2010-08-19 2015-07-29 4569 2062 2507 2507 105. SCHLUMBERGER LTD. 2002-12-09 2015-07-29 8792 2406 6386 6386 60. AMERICAN EQUITY INVT LIFE HLDG 2011-12-01 2015-07-30 1741 660 1081 1081 473. NATIONAL-OILWELL INC 2014-05-23 2015-07-30 20524 34626 -14102 -14102 37. PEGASYSTEMS INC 2010-08-19 2015-07-30 952 391 561 561 26. INNOPHOS HLDGS INC 2013-02-07 2015-07-31 1346 1326 20 20 44. INNOPHOS HLDGS INC 2013-02-07 2015-08-03 2273 2245 28 28 53. SCHLUMBERGER LTD. 2002-12-09 2015-08-03 4365 1215 3150 3150 32. MAXIMUS INC 2011-09-28 2015-08-04 2191 547 1644 1644 131. SCHLUMBERGER LTD. 2002-12-09 2015-08-04 10787 3002 7785 7785 304. AMERICAN EQUITY INVT LIFE HLDG 2011-12-01 2015-08-05 8550 3343 5207 5207 62. BROADRIDGE FINL SOLUTIONS INC 2014-04-04 2015-08-05 3381 2319 1062 1062 56. BROADRIDGE FINL SOLUTIONS INC 2014-09-12 2015-08-05 3054 2369 685 685 54. INNOPHOS HLDGS INC 2013-02-07 2015-08-05 2829 2755 74 74 145. MAXIMUS INC 2011-09-28 2015-08-05 10060 2479 7581 7581 210. NATIONAL-OILWELL INC 2014-05-02 2015-08-05 8535 15022 -6487 -6487 158. SCHLUMBERGER LTD. 2002-12-09 2015-08-05 13065 3621 9444 9444 306. AMERICAN EQUITY INVT LIFE HLDG 2012-05-16 2015-08-06 8080 3327 4753 4753 136. BROADRIDGE FINL SOLUTIONS INC 2014-04-04 2015-08-06 7343 3370 3973 3973 476. INFORMATICA CORP 2012-10-04 2015-08-06 22356 8981 13375 13375 474. INFORMATICA CORP 2009-07-24 2015-08-06 22582 8314 14268 14268 21. INNOPHOS HLDGS INC 2013-02-06 2015-08-06 1098 1071 27 27 283. NATIONAL-OILWELL INC 2014-05-02 2015-08-06 11502 20245 -8743 -8743 394. SCHLUMBERGER LTD. 2002-12-09 2015-08-06 32808 9029 23779 23779 210000. U S TREASURY BD 2.500% 2/15/45 2015-04-29 2015-08-06 192855 199763 -6908 -6908 254. BROADRIDGE FINL SOLUTIONS INC 2012-07-26 2015-08-07 14108 5355 8753 8753 53. SCHLUMBERGER LTD. 2002-12-09 2015-08-07 4406 1215 3191 3191 325. AMERICAN EQUITY INVT LIFE HLDG 2012-05-16 2015-08-10 8941 3448 5493 5493 18. NATIONAL-OILWELL INC 2014-05-02 2015-08-10 737 1278 -541 -541 391. SCHLUMBERGER LTD. 2002-12-09 2015-08-10 32887 8960 23927 23927 80000. LOWES COS INC 0.6576% 9/10/19 2014-09-03 2015-08-11 79973 80000 -27 -27 215. MAIDEN HOLDINGS, LTD 2011-02-23 2015-08-14 3528 1801 1727 1727 100. CORELOGIC INC-W/I 2012-05-01 2015-08-17 3888 1698 2190 2190 295. DENNYS CORP 2012-11-06 2015-08-17 3683 1402 2281 2281 20. KADANT INC 2013-04-29 2015-08-17 952 517 435 435 60. MAXIMUS INC 2011-02-23 2015-08-17 3700 1097 2603 2603 130. BROADRIDGE FINL SOLUTIONS INC 2012-05-25 2015-08-18 7346 2679 4667 4667 654. CAMPUS CREST COMMUNITIES INC 2014-11-13 2015-08-19 3585 4754 -1169 -1169 85000. PRVDNC HLTH SVC OB 1.18335% 10/01/17 2013-09-12 2015-08-19 85170 85000 170 170 33. AMAZON.COM INC 2015-03-03 2015-08-20 16141 12660 3481 3481 255. BRISTOW GROUP INC 2013-05-29 2015-08-24 8619 16370 -7751 -7751 216. EXPRESS SCRIPTS HLDG CO 2015-03-03 2015-08-24 17788 18206 -418 -418 9. HORIZON GLOBAL CORP 2011-10-20 2015-08-24 99 76 23 23 180. INNOPHOS HLDGS INC 2013-01-16 2015-08-24 8316 9165 -849 -849 52. MTS SYS CORP 2013-02-25 2015-08-24 3097 2808 289 289 1456. NATIONAL-OILWELL INC 2011-09-30 2015-08-24 57327 97025 -39698 -39698 529. NATIONAL-OILWELL INC 2015-02-06 2015-08-24 20525 26372 -5847 -5847 2289. WHOLE FOODS MARKET INC 2013-05-02 2015-08-24 73888 104739 -30851 -30851 65. AMERICAN EQUITY INVT LIFE HLDG 2011-12-22 2015-08-26 1546 686 860 860 90000. ROCKWOOD SPECIALT 4.625% 10/15/20 2014-11-17 2015-08-26 93015 93307 -292 -292 60000. SUNOCO LOGISTICS PARTNER 2014-11-13 2015-08-26 55351 61099 -5748 -5748 170000. U S TREASURY BD 4.500% 2/15/36 2015-08-06 2015-08-26 221106 221440 -334 -334 190000. U S TREASURY BD 2.500% 2/15/45 2015-04-29 2015-08-26 174429 180738 -6309 -6309 55000. U S TREASURY I P S 0.250% 1/15/25 2015-03-26 2015-08-26 54104 55082 -978 -978 55000. U S TREASURY I P S 0.250% 1/15/25 2015-04-07 2015-08-26 53107 56338 -3231 -3231 80000. BANK OF AMERICA CORP 2014-03-25 2015-08-27 80179 80730 -551 -551 55000. BED BATH BEYOND INC 3.749% 8/01/24 2015-05-19 2015-08-27 54333 55447 -1114 -1114 139438.378 BROWN ADVISORY MORT SEC INS 2013-12-26 2015-08-27 1413905 1394384 19521 19521 44. FAIR ISAAC & CO INC 2014-08-01 2015-08-27 3785 2472 1313 1313 38. FAIR ISAAC & CO INC 2015-05-21 2015-08-27 3269 2876 393 393 60000. FIRST AMERICAN 4.600% 11/15/24 2014-12-15 2015-08-27 60589 60350 239 239 108. GILEAD SCIENCES INC. 2013-12-12 2015-08-27 11637 7620 4017 4017 142. HORIZON GLOBAL CORP 2011-10-20 2015-08-27 1457 1074 383 383 55000. JB HUNT TRANSPRT 2.400% 3/15/19 2014-06-13 2015-08-27 55146 55118 28 28 42. MTS SYS CORP 2013-02-25 2015-08-27 2494 2268 226 226 50000. MORGAN STANLEY 3.950% 4/23/27 2015-04-29 2015-08-27 47833 49048 -1215 -1215 500000. U S TREASURY NOTE 2014-10-17 2015-08-27 501055 501000 55 55 85. WEX INC 2015-02-27 2015-08-27 8067 8930 -863 -863 215. WHOLE FOODS MARKET INC 2013-05-02 2015-08-27 7126 9667 -2541 -2541 99. CAMPUS CREST COMMUNITIES INC 2014-11-13 2015-08-28 515 720 -205 -205 244. CAPITOL FED FINL INC COM 2013-02-05 2015-08-28 2924 2830 94 94 56. FAIR ISAAC & CO INC 2014-08-11 2015-08-28 4822 3135 1687 1687 54. GILEAD SCIENCES INC. 2013-11-18 2015-08-28 5792 3784 2008 2008 42. MTS SYS CORP 2013-03-05 2015-08-28 2499 2268 231 231 209. RECEPTOS INC 2014-06-27 2015-08-28 48488 7982 40506 40506 12. RECEPTOS INC 2015-06-30 2015-08-28 2784 2159 625 625 69. WEX INC 2015-02-19 2015-08-28 6596 7088 -492 -492 244. COPA HOLDINGS SA 2014-02-18 2015-08-28 12693 35337 -22644 -22644 466. CAPITOL FED FINL INC COM 2011-05-12 2015-08-31 5600 5356 244 244 54. GILEAD SCIENCES INC. 2013-11-15 2015-08-31 5708 3755 1953 1953 16. MTS SYS CORP 2013-03-05 2015-08-31 960 864 96 96 194. WHOLE FOODS MARKET INC 2013-05-01 2015-08-31 6360 8654 -2294 -2294 103. COPA HOLDINGS SA 2014-07-07 2015-08-31 5358 14843 -9485 -9485 135. GILEAD SCIENCES INC. 2013-11-15 2015-09-01 13894 9388 4506 4506 10000. METHANEX CORP 4.250% 12/01/24 2014-11-13 2015-09-01 9800 9950 -150 -150 4000. METHANEX CORP 4.250% 12/01/24 2014-11-13 2015-09-01 3938 3980 -42 -42 233. WHOLE FOODS MARKET INC 2013-05-01 2015-09-01 7518 10362 -2844 -2844 216. GILEAD SCIENCES INC. 2013-11-15 2015-09-02 22131 14813 7318 7318 157. WHOLE FOODS MARKET INC 2013-04-30 2015-09-02 5056 6923 -1867 -1867 86. WHOLE FOODS MARKET INC 2014-10-31 2015-09-02 2769 3379 -610 -610 65. COPA HOLDINGS SA 2014-07-08 2015-09-02 3248 9282 -6034 -6034 60000. CIT GROUP INC 3.875% 2/19/19 2014-12-01 2015-09-03 60169 60000 169 169 242. CAMPUS CREST COMMUNITIES INC 2014-11-13 2015-09-03 1228 1759 -531 -531 90000. E TRADE FINANCIAL 5.375% 11/15/22 2014-11-13 2015-09-03 94613 90408 4205 4205 60000. EDUCATION REALTY 4.600% 12/01/24 2014-11-20 2015-09-03 59096 60166 -1070 -1070 223. GILEAD SCIENCES INC. 2013-11-13 2015-09-03 23005 15151 7854 7854 24. KRISPY KREME DOUGHNUTS 2014-02-03 2015-09-03 415 388 27 27 60000. LEGG MASON INC 5.625% 1/15/44 2014-06-13 2015-09-03 62506 65051 -2545 -2545 12. MTS SYS CORP 2013-03-05 2015-09-03 702 648 54 54 80000. ROYAL BK CANADA MTN 0.7836% 3/06/20 2015-03-11 2015-09-03 80072 80128 -56 -56 60000. ROYAL CARIBBEAN CRUIS 5.25% 11/15/22 2014-12-12 2015-09-03 62730 62557 173 173 43. WEX INC 2014-12-26 2015-09-03 4130 4383 -253 -253 135. WHOLE FOODS MARKET INC 2014-10-31 2015-09-03 4377 5289 -912 -912 7000. ZIONS BANCORPORATION 4.500% 6/13/23 2014-08-20 2015-09-03 7143 7282 -139 -139 43000. ZIONS BANCORPORATION 4.500% 6/13/23 2014-10-29 2015-09-03 43877 45219 -1342 -1342 284. COPA HOLDINGS SA 2014-08-07 2015-09-03 13981 38722 -24741 -24741 55000. RETAIL PROPERTIES OF 4.000% 3/15/25 2015-03-06 2015-09-04 53496 54596 -1100 -1100 274. CAPITOL FED FINL INC COM 2011-05-12 2015-09-08 3268 3149 119 119 39. DENNYS CORP 2012-11-05 2015-09-08 446 185 261 261 36. MTS SYS CORP 2013-03-05 2015-09-08 2131 1944 187 187 225. WHOLE FOODS MARKET INC 2014-05-07 2015-09-08 7312 8626 -1314 -1314 44. WHOLE FOODS MARKET INC 2014-10-30 2015-09-08 1430 1703 -273 -273 11. CEB INC 2013-12-10 2015-09-09 781 794 -13 -13 40. CEB INC 2014-12-29 2015-09-09 2840 2916 -76 -76 137. CAPITOL FED FINL INC COM 2011-05-12 2015-09-09 1631 1575 56 56 33. CULP INC 2014-02-26 2015-09-09 1102 636 466 466 120. DENNYS CORP 2012-11-05 2015-09-09 1373 568 805 805 33. MTS SYS CORP 2013-04-19 2015-09-09 1961 1782 179 179 6000. METHANEX CORP 4.250% 12/01/24 2014-11-13 2015-09-09 5898 5970 -72 -72 140. WHOLE FOODS MARKET INC 2014-05-07 2015-09-09 4579 5367 -788 -788 218. WHOLE FOODS MARKET INC 2014-05-07 2015-09-09 7042 8357 -1315 -1315 44. CEB INC 2014-04-07 2015-09-10 3124 3108 16 16 683. CAPITOL FED FINL INC COM 2011-05-12 2015-09-10 8182 7692 490 490 55000. COLUMBIA PROPERTY TR 4.150% 4/01/25 2015-03-12 2015-09-10 54695 55376 -681 -681 19. CULP INC 2014-02-26 2015-09-10 638 366 272 272 211. BRISTOW GROUP INC 2013-06-20 2015-09-11 6218 13298 -7080 -7080 519. CAPITOL FED FINL INC COM 2011-08-09 2015-09-11 6220 5779 441 441 99. DENNYS CORP 2012-11-05 2015-09-11 1112 469 643 643 29. FAIR ISAAC & CO INC 2014-08-11 2015-09-11 2437 1620 817 817 10. FAIR ISAAC & CO INC 2014-09-30 2015-09-11 840 552 288 288 235. COPA HOLDINGS SA 2014-08-25 2015-09-11 10559 30153 -19594 -19594 186. BRISTOW GROUP INC 2013-06-20 2015-09-14 5351 11722 -6371 -6371 96. CEB INC 2014-09-12 2015-09-14 6794 6442 352 352 53. CAMPUS CREST COMMUNITIES INC 2014-11-13 2015-09-14 253 385 -132 -132 132. DENNYS CORP 2012-11-05 2015-09-14 1497 625 872 872 14. FAIR ISAAC & CO INC 2014-09-30 2015-09-14 1177 773 404 404 41. CEB INC 2014-07-31 2015-09-15 2913 2586 327 327 156. CAMPUS CREST COMMUNITIES INC 2014-12-16 2015-09-15 744 1134 -390 -390 51. CULP INC 2014-02-27 2015-09-15 1652 983 669 669 83. FAIR ISAAC & CO INC 2014-10-01 2015-09-15 6995 4583 2412 2412 56. MTS SYS CORP 2013-04-19 2015-09-15 3289 3023 266 266 91. COPA HOLDINGS SA 2014-03-10 2015-09-15 4171 11231 -7060 -7060 159. COPA HOLDINGS SA 2015-03-03 2015-09-15 7288 18029 -10741 -10741 55. CEB INC 2014-07-31 2015-09-16 3921 3012 909 909 141. CAMPUS CREST COMMUNITIES INC 2014-12-16 2015-09-16 682 1023 -341 -341 24. CULP INC 2014-02-27 2015-09-16 777 462 315 315 210. STARZ - LIBERTY CAPITAL 2013-01-15 2015-09-16 8542 3256 5286 5286 131. COPA HOLDINGS SA 2015-03-03 2015-09-16 6004 14854 -8850 -8850 69. CAMPUS CREST COMMUNITIES INC 2014-12-16 2015-09-17 345 501 -156 -156 40. CULP INC 2014-02-27 2015-09-17 1299 771 528 528 6. FAIR ISAAC & CO INC 2014-10-01 2015-09-17 504 331 173 173 18. FAIR ISAAC & CO INC 2014-02-28 2015-09-17 1512 969 543 543 97. INNOPHOS HLDGS INC 2013-02-06 2015-09-17 4432 4941 -509 -509 9. MTS SYS CORP 2013-03-06 2015-09-17 535 486 49 49 30. MAXIMUS INC 2011-02-23 2015-09-17 1934 549 1385 1385 575. COPA HOLDINGS SA 2015-03-31 2015-09-17 27126 63867 -36741 -36741 57. CAMPUS CREST COMMUNITIES INC 2014-12-16 2015-09-18 285 414 -129 -129 11. FAIR ISAAC & CO INC 2014-03-11 2015-09-18 924 592 332 332 55. INNOPHOS HLDGS INC 2013-01-16 2015-09-18 2518 2800 -282 -282 190. STARZ - LIBERTY CAPITAL 2013-01-15 2015-09-18 7737 2946 4791 4791 89. COPA HOLDINGS SA 2015-04-01 2015-09-18 4266 8975 -4709 -4709 169. CAMPUS CREST COMMUNITIES INC 2014-12-16 2015-09-21 852 1225 -373 -373 141. CAMPUS CREST COMMUNITIES INC 2014-11-12 2015-09-22 711 1019 -308 -308 12. AMAZON.COM INC 2015-03-03 2015-09-23 6456 4604 1852 1852 23. CULP INC 2014-02-27 2015-09-23 732 443 289 289 63. FAIR ISAAC & CO INC 2014-04-07 2015-09-23 5221 3386 1835 1835 214. HERON THERAPEUTICS INC 2015-09-22 2015-09-23 8741 7214 1527 1527 6. MTS SYS CORP 2013-03-06 2015-09-23 341 324 17 17 231. CHARLES SCHWAB CORP. 2013-01-02 2015-09-23 6583 3447 3136 3136 268. COPA HOLDINGS SA 2015-04-01 2015-09-23 11944 26713 -14769 -14769 14. AMAZON.COM INC 2015-03-03 2015-09-24 7470 5371 2099 2099 90. CULP INC 2014-02-27 2015-09-24 2877 1733 1144 1144 87. MTS SYS CORP 2013-03-06 2015-09-24 4810 4686 124 124 40. COLFAX CORP 2014-09-12 2015-09-25 1214 2298 -1084 -1084 21. MTS SYS CORP 2013-03-01 2015-09-25 1190 1129 61 61 390. CHARLES SCHWAB CORP. 2013-01-02 2015-09-25 11107 5701 5406 5406 51. INNOPHOS HLDGS INC 2013-01-16 2015-09-28 2039 2597 -558 -558 92. MTS SYS CORP 2013-03-01 2015-09-28 5311 4945 366 366 48. CASEYS GEN STORES INC COM 2011-02-25 2015-09-29 4958 2010 2948 2948 18. MTS SYS CORP 2013-03-04 2015-09-29 1044 964 80 80 33. CASEYS GEN STORES INC COM 2011-02-25 2015-09-30 3402 1382 2020 2020 65000. GEORGE WASHINGTON UN 1.827% 9/15/17 2013-03-07 2015-09-30 65146 65658 -512 -512 60000. HEALTHCARE TRUST OF AMER 2014-06-25 2015-09-30 59785 59787 -2 -2 101. MTS SYS CORP 2013-03-04 2015-09-30 5908 5362 546 546 22. COLFAX CORP 2013-02-07 2015-10-01 662 924 -262 -262 54. FAIR ISAAC & CO INC 2014-03-12 2015-10-01 4594 2840 1754 1754 246. CAMPUS CREST COMMUNITIES INC 2014-11-12 2015-10-02 1229 1778 -549 -549 179. COLFAX CORP 2013-02-21 2015-10-02 5228 7517 -2289 -2289 30. FAIR ISAAC & CO INC 2013-08-21 2015-10-02 2512 1552 960 960 136. TREEHOUSE FOODS INC 2015-03-18 2015-10-02 10711 11567 -856 -856 49. CAMPUS CREST COMMUNITIES INC 2014-11-12 2015-10-05 245 354 -109 -109 97. CORELOGIC INC-W/I 2012-05-01 2015-10-05 3726 1647 2079 2079 87. FAIR ISAAC & CO INC 2013-08-27 2015-10-05 7387 4478 2909 2909 28. MAXIMUS INC 2011-02-23 2015-10-05 1679 512 1167 1167 84. 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PROCEEDS FROM SECURITIES LITIGATION 2015-10-09 384 384 384 . PROCEEDS FROM SECURITIES LITIGATION 2015-10-09 3077 3077 3077 . PROCEEDS FROM SECURITIES LITIGATION 2015-10-09 203 203 203 . PROCEEDS FROM SECURITIES LITIGATION 2015-10-09 404 404 404 . PROCEEDS FROM SECURITIES LITIGATION 2015-10-09 331 331 331 80. CORELOGIC INC-W/I 2012-05-01 2015-10-12 3157 1358 1799 1799 40. CORELOGIC INC-W/I 2012-11-05 2015-10-13 1600 954 646 646 199. STARBUCKS CORP. 2015-03-03 2015-10-13 12000 9355 2645 2645 210. NOVADAQ TECHNOLOGIES INC 2015-03-25 2015-10-14 2365 3057 -692 -692 159. STARBUCKS CORP. 2015-03-03 2015-10-14 9417 7475 1942 1942 108. CAMPUS CREST COMMUNITIES INC 2014-12-17 2015-10-15 603 780 -177 -177 198. COLFAX CORP 2013-02-21 2015-10-15 5459 8281 -2822 -2822 56. CORE-MARK HLDG CO INC 2012-05-16 2015-10-15 4154 1209 2945 2945 118. CORELOGIC INC-W/I 2012-11-05 2015-10-15 4714 2813 1901 1901 27. FAIR ISAAC & CO INC 2013-08-27 2015-10-15 2430 1386 1044 1044 107. 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