BETA

CLAYTON BAKER TRUST: Form 990PF, tax year 2013

View the entire original 990 at ProPublica ↗

Organization
CLAYTON BAKER TRUST (EIN 52-6054237)
Tax period
2013-01-01 to 2013-12-31
Filed
2014-11-14
IRS object ID
201443189349101344
Schema version
2013v3.1
Source
Download XML · Original 990 at ProPublica

Every field in the e-filed return. Faint text is the IRS element name, for citing.

Return header ReturnHeader

FieldValueIRS element (for citing)
Return2014-11-14T15:00:21-06:00ReturnTs
Tax Period End2013-12-31TaxPeriodEndDt

Preparer Firm PreparerFirmGrp

FieldValueIRS element (for citing)
Preparer Firm EIN521374503PreparerFirmEIN

Preparer Firm Name PreparerFirmName

FieldValueIRS element (for citing)
Business Name Line1ROSEN SAPPERSTEIN & FRIEDLANDERBusinessNameLine1

Preparer US Address PreparerUSAddress

FieldValueIRS element (for citing)
Address Line1300 RED BROOK BOULEVARD SUITE 200AddressLine1
CityOWINGS MILLSCity
StateMDState
ZIP Code21117ZIPCode
FieldValueIRS element (for citing)
Return Type990PFReturnTypeCd
Tax Period Begin2013-01-01TaxPeriodBeginDt

Filer Filer

FieldValueIRS element (for citing)
EIN526054237EIN

Business Name BusinessName

FieldValueIRS element (for citing)
Business Name Line1CLAYTON BAKER TRUSTBusinessNameLine1
FieldValueIRS element (for citing)
Business Name ControlBAKEBusinessNameControlTxt
Phone4108373555PhoneNum

US Address USAddress

FieldValueIRS element (for citing)
Address Line12 EAST READ STREET - SUITE 100AddressLine1
CityBALTIMORECity
StateMDState
ZIP Code21202ZIPCode

Business Officer BusinessOfficerGrp

FieldValueIRS element (for citing)
PersonJOHN BRENTNALL POWELL JRPersonNm
Person TitleTRUSTEEPersonTitleTxt
Phone4108373555PhoneNum
Signature2014-11-13SignatureDt
Discuss With Paid PreparerYes (true)DiscussWithPaidPreparerInd

Preparer Person PreparerPersonGrp

FieldValueIRS element (for citing)
Preparer PersonDAVID S ROSEN ESQ CPAPreparerPersonNm
PTINP01071493PTIN
Phone4105810800PhoneNum
Preparation2014-11-13PreparationDt
FieldValueIRS element (for citing)
Tax2013TaxYr
Build TS2015-12-30 17:16:21ZBuildTS

Form 990-PF IRS990PF

FieldValueIRS element (for citing)
Organization501c3 Exempt PFYes (X)Organization501c3ExemptPFInd
FMV Assets EOY$37,112,328FMVAssetsEOYAmt

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

FieldValueIRS element (for citing)
Dividends Rev And Expnss$640,538DividendsRevAndExpnssAmt
Dividends Net Invst Incm$613,811DividendsNetInvstIncmAmt
Net Gain Sale Ast Rev And Expnss$2,102,006NetGainSaleAstRevAndExpnssAmt
Gross Sales Price$27,801,837GrossSalesPriceAmt
Cap Gain Net Incm Net Invst Incm$2,102,006CapGainNetIncmNetInvstIncmAmt
Net ST Capital Gain Adj Net Incm$0NetSTCapitalGainAdjNetIncmAmt
Other Income Rev And Expnss$214,110OtherIncomeRevAndExpnssAmt
Other Income Net Invst Incm$198,181OtherIncomeNetInvstIncmAmt
Total Rev And Expnss$2,956,654TotalRevAndExpnssAmt
Total Net Invst Incm$2,913,998TotalNetInvstIncmAmt
Oth Empl Slrs Wgs Net Invst Incm$0OthEmplSlrsWgsNetInvstIncmAmt
Oth Empl Slrs Wgs Adj Net Incm$0OthEmplSlrsWgsAdjNetIncmAmt
Oth Empl Slrs Wgs Dsbrs Chrtbl$0OthEmplSlrsWgsDsbrsChrtblAmt
Pension Empl Bnft Net Invst Incm$0PensionEmplBnftNetInvstIncmAmt
Pension Empl Bnft Adj Net Incm$0PensionEmplBnftAdjNetIncmAmt
Legal Fees Dsbrs Chrtbl$0LegalFeesDsbrsChrtblAmt
Other Prof Fees Rev And Expnss$134,825OtherProfFeesRevAndExpnssAmt
Other Prof Fees Net Invst Incm$133,588OtherProfFeesNetInvstIncmAmt
Other Prof Fees Dsbrs Chrtbl$0OtherProfFeesDsbrsChrtblAmt
Interest Rev And Expnss$770InterestRevAndExpnssAmt
Interest Net Invst Incm$770InterestNetInvstIncmAmt
Interest Dsbrs Chrtbl$0InterestDsbrsChrtblAmt
Taxes Rev And Expnss$62,101TaxesRevAndExpnssAmt
Taxes Net Invst Incm$18,245TaxesNetInvstIncmAmt
Taxes Dsbrs Chrtbl$0TaxesDsbrsChrtblAmt
Deprec And Dpltn Rev And Expnss$0DeprecAndDpltnRevAndExpnssAmt
Deprec And Dpltn Net Invst Incm$0DeprecAndDpltnNetInvstIncmAmt
Occupancy Rev And Expnss$11,658OccupancyRevAndExpnssAmt
Occupancy Dsbrs Chrtbl$11,658OccupancyDsbrsChrtblAmt
Trav Conf Meeting Rev And Expnss$58TravConfMeetingRevAndExpnssAmt
Trav Conf Meeting Net Invst Incm$0TravConfMeetingNetInvstIncmAmt
Trav Conf Meeting Adj Net Incm$0TravConfMeetingAdjNetIncmAmt
Trav Conf Meeting Dsbrs Chrtbl$58TravConfMeetingDsbrsChrtblAmt
Printing And Pub Net Invst Incm$0PrintingAndPubNetInvstIncmAmt
Printing And Pub Adj Net Incm$0PrintingAndPubAdjNetIncmAmt
Other Expenses Rev And Expnss$62,990OtherExpensesRevAndExpnssAmt
Other Expenses Net Invst Incm$44,832OtherExpensesNetInvstIncmAmt
Other Expenses Dsbrs Chrtbl$18,057OtherExpensesDsbrsChrtblAmt
Tot Opr Expenses Rev And Expnss$272,402TotOprExpensesRevAndExpnssAmt
Tot Opr Expenses Net Invst Incm$197,435TotOprExpensesNetInvstIncmAmt
Tot Opr Expenses Adj Net Incm$0TotOprExpensesAdjNetIncmAmt
Tot Opr Expenses Dsbrs Chrtbl$29,773TotOprExpensesDsbrsChrtblAmt
Contri Paid Rev And Expnss$1,731,475ContriPaidRevAndExpnssAmt
Contri Paid Dsbrs Chrtbl$1,731,475ContriPaidDsbrsChrtblAmt
Total Expenses Rev And Expnss$2,003,877TotalExpensesRevAndExpnssAmt
Total Expenses Net Invst Incm$197,435TotalExpensesNetInvstIncmAmt
Total Expenses Adj Net Incm$0TotalExpensesAdjNetIncmAmt
Total Expenses Dsbrs Chrtbl$1,761,248TotalExpensesDsbrsChrtblAmt
Excess Revenue Over Expenses$952,777ExcessRevenueOverExpensesAmt
Net Investment Income$2,716,563NetInvestmentIncomeAmt
Adjusted Net Income$0AdjustedNetIncomeAmt

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

FieldValueIRS element (for citing)
Cash BOY$87,902CashBOYAmt
Sav And Temp Cash Invst BOY$710,652SavAndTempCashInvstBOYAmt
Sav And Temp Cash Invst EOY$1,056,461SavAndTempCashInvstEOYAmt
Sav And Temp Cash Invst EOYFMV$1,056,461SavAndTempCashInvstEOYFMVAmt
Acct Rcvbl EOY$0AcctRcvblEOYAmt
Acct Rcvbl EOYFMV$0AcctRcvblEOYFMVAmt
Other Rcvbl Allwnc Dbtfl Acct$0OtherRcvblAllwncDbtflAcctAmt
US Government Obligations BOY$6,142,681USGovernmentObligationsBOYAmt
US Government Obligations EOY$4,793,440USGovernmentObligationsEOYAmt
US Govt Obligations EOYFMV$4,770,309USGovtObligationsEOYFMVAmt
Corporate Stock BOY$15,371,487CorporateStockBOYAmt
Corporate Stock EOY$13,117,847CorporateStockEOYAmt
Corporate Stock EOYFMV$18,741,714CorporateStockEOYFMVAmt
Corporate Bonds BOY$5,639,466CorporateBondsBOYAmt
Corporate Bonds EOY$7,481,698CorporateBondsEOYAmt
Corporate Bonds EOYFMV$7,420,284CorporateBondsEOYFMVAmt
Other Investments BOY$925,000OtherInvestmentsBOYAmt
Other Investments EOY$3,417,029OtherInvestmentsEOYAmt
Other Investments EOYFMV$5,123,560OtherInvestmentsEOYFMVAmt
Total Assets BOY$28,877,188TotalAssetsBOYAmt
Total Assets EOY$29,866,475TotalAssetsEOYAmt
Total Assets EOYFMV$37,112,328TotalAssetsEOYFMVAmt
Total Liabilities EOY$0TotalLiabilitiesEOYAmt
Org Does Not Follow SFAS117Yes (X)OrgDoesNotFollowSFAS117Ind
Capital Stock BOY$28,877,188CapitalStockBOYAmt
Capital Stock EOY$29,866,475CapitalStockEOYAmt
Tot Net Ast Or Fund Balances BOY$28,877,188TotNetAstOrFundBalancesBOYAmt
Tot Net Ast Or Fund Balances EOY$29,866,475TotNetAstOrFundBalancesEOYAmt
Total Liabilities Net Ast BOY$28,877,188TotalLiabilitiesNetAstBOYAmt
Total Liabilities Net Ast EOY$29,866,475TotalLiabilitiesNetAstEOYAmt

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

FieldValueIRS element (for citing)
Tot Net Ast Or Fund Balances BOY$28,877,188TotNetAstOrFundBalancesBOYAmt
Excess Revenue Over Expenses$952,777ExcessRevenueOverExpensesAmt
Other Increases$60,810OtherIncreasesAmt
Subtotal$29,890,775SubtotalAmt
Other Decreases$24,300OtherDecreasesAmt
Tot Net Ast Or Fund Balances EOY$29,866,475TotNetAstOrFundBalancesEOYAmt

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (1741 entries)

PropertyPropertyDescAcquiredAcquiredDtSoldSoldDtGross Sales PriceGrossSalesPriceAmtCost Or Other BasisCostOrOtherBasisAmtGain Or LossGainOrLossAmtGains Minus Excess Or LossesGainsMinusExcessOrLossesAmtHow AcquiredHowAcquiredCd
31. HARMAN INTERNATIONAL2009-03-242013-01-02$1,415$408$1,007$1,007
25. HARMAN INTERNATIONAL2012-12-042013-01-02$1,141$1,075$66$66
269. HARRIS CORP.2009-07-102013-01-02$13,484$7,354$6,130$6,130
200. JOHNSON & JOHNSON2012-02-102013-01-02$14,100$12,892$1,208$1,208
100. NELNET INC CL A2009-10-232013-01-02$3,010$1,418$1,592$1,592
20. VALMONT INDS INC2011-12-132013-01-02$2,777$1,664$1,113$1,113
5. VALMONT INDS INC2012-10-092013-01-02$694$656$38$38
85. VOLTERRA SEMICONDUCTOR CORP2008-10-222013-01-02$1,514$903$611$611
177. ACME PACKET INC2012-05-082013-01-03$3,835$5,504-$1,669-$1,669
72. FOSSIL INC2011-08-242013-01-03$6,905$6,518$387$387
86. HARMAN INTERNATIONAL2009-03-242013-01-03$3,961$1,084$2,877$2,877
4. HARRIS CORP.2009-07-102013-01-03$202$109$93$93
107.00008 MASIMO CORP2008-03-282013-01-03$2,091$2,803-$712-$712
198.99992 MASIMO CORP2009-11-172013-01-03$3,888$5,350-$1,462-$1,462
105. MASIMO CORP2010-09-092013-01-03$2,060$2,718-$658-$658
23. VALMONT INDS INC2011-12-132013-01-03$3,236$1,908$1,328$1,328
25. VOLTERRA SEMICONDUCTOR CORP2008-10-222013-01-03$410$226$184$184
166. VOLTERRA SEMICONDUCTOR CORP2008-10-222013-01-03$2,832$1,463$1,369$1,369
70. AFFILIATED MANAGERS GROUP INC2008-11-282013-01-04$9,556$1,923$7,633$7,633
100. KRISPY KREME DOUGHNUTS2012-11-062013-01-04$1,092$778$314$314
173. MASIMO CORP2010-09-092013-01-04$3,384$4,629-$1,245-$1,245
49. VOLTERRA SEMICONDUCTOR CORP2008-01-222013-01-04$822$394$428$428
115. CYS INVESTMENTS INC2012-02-092013-01-07$1,443$1,543-$100-$100
10. CATO CORP CL A2012-02-092013-01-07$273$290-$17-$17
15. GAMESTOP CORP CL A2012-02-092013-01-07$371$364$7$7
213. HARRIS CORP.2009-07-102013-01-07$10,663$5,823$4,840$4,840
150. MFA FINANCIAL INC2011-08-312013-01-07$1,279$1,141$138$138
118. MASIMO CORP2009-08-052013-01-07$2,307$2,995-$688-$688
19. MASIMO CORP2012-10-092013-01-07$370$451-$81-$81
122. MASIMO CORP2010-07-122013-01-07$2,376$2,902-$526-$526
45. RIGNET INC2012-07-172013-01-07$927$860$67$67
150000. U S TREASURY NT 1.250% 10/31/152012-09-282013-01-07$153,656$153,860-$204-$204
80. VOLTERRA SEMICONDUCTOR CORP2008-01-222013-01-07$1,272$643$629$629
20. WORLD FUEL SVCS CORP2012-02-092013-01-07$844$940-$96-$96
235. EATON CORP PLC2012-11-302013-01-07$13,072$12,207$865$865
20. EMERSON ELECTRIC CO.2011-11-022013-01-08$1,086$992$94$94
265. EMERSON ELECTRIC CO.2012-02-292013-01-08$14,383$13,355$1,028$1,028
509. LKQ CORP2011-09-212013-01-08$11,498$6,383$5,115$5,115
213. MASIMO CORP2012-09-102013-01-08$4,185$4,362-$177-$177
29. MASIMO CORP2009-03-042013-01-08$570$675-$105-$105
45. RENASANT CORP2011-07-132013-01-08$884$671$213$213
56. VOLTERRA SEMICONDUCTOR CORP2008-01-222013-01-08$890$450$440$440
71. WORLD FUEL SVCS CORP2012-02-092013-01-08$2,992$3,338-$346-$346
210. EATON CORP PLC2012-11-302013-01-08$11,597$10,908$689$689
300. SANDRIDGE ENERGY INC2012-01-172013-01-09$2,090$2,470-$380-$380
40. VOLTERRA SEMICONDUCTOR CORP2008-01-222013-01-09$625$321$304$304
180. ACI WORLDWIDE INC2011-12-232013-01-10$8,267$5,352$2,915$2,915
100. ACI WORLDWIDE INC2012-10-182013-01-10$4,593$4,074$519$519
160. AEGION CORP2012-05-242013-01-10$3,632$2,629$1,003$1,003
100. AMERICAN PUBLIC EDUCATION2010-12-292013-01-10$3,684$3,649$35$35
270. ATLAS AIR WORLDWIDE HOLDINGS2009-08-172013-01-10$12,265$6,867$5,398$5,398
450. BOINGO WIRELESS INC2012-01-092013-01-10$3,575$3,943-$368-$368
270. BONANZA CREEK ENERGY INC2012-11-122013-01-10$8,253$5,836$2,417$2,417
290. BROADRIDGE FINANCIAL SOLUTIONS INC2011-09-282013-01-10$6,728$5,250$1,478$1,478
1260. CBIZ INC2009-12-042013-01-10$7,364$8,822-$1,458-$1,458
100. CYS INVESTMENTS INC2012-11-132013-01-10$1,262$1,220$42$42
200. CYS INVESTMENTS INC2012-12-062013-01-10$2,524$2,646-$122-$122
880. CYS INVESTMENTS INC2011-04-292013-01-10$11,106$10,890$216$216
269.99902 CALAVO GROWERS INC2012-02-222013-01-10$6,723$7,554-$831-$831
100.00098 CALAVO GROWERS INC2012-02-082013-01-10$2,490$2,772-$282-$282
500. CAPITALSOURCE INC2012-12-282013-01-10$3,826$3,844-$18-$18
1100. CAPITALSOURCE INC2011-08-052013-01-10$8,418$7,140$1,278$1,278
100. CASH AMERICA INTL INC2012-11-282013-01-10$4,088$3,677$411$411
160. CASH AMERICA INTL INC2008-11-052013-01-10$6,540$5,081$1,459$1,459
200. CINEMARK HLDGS INC2012-12-112013-01-10$5,479$5,242$237$237
600. CONVERGYS CORP2009-11-162013-01-10$10,163$9,001$1,162$1,162
200. CONVERGYS CORP2012-02-162013-01-10$3,388$2,638$750$750
100. DINEEQUITY INC2012-05-312013-01-10$6,859$4,734$2,125$2,125
750. THE DOLAN COMPANY2009-03-042013-01-10$2,914$4,106-$1,192-$1,192
110. EPR PROPERTIES2009-08-182013-01-10$5,051$3,117$1,934$1,934
170. ELLINGTON FINANCIAL LLC2012-09-202013-01-10$4,009$3,861$148$148
255367.87 F H L M C GD Q08903 3.500% 6/01/422012-08-102013-01-10$270,690$268,390$2,300$2,300
720. GLOBAL CASH ACCESS HLDGS INC2009-06-112013-01-10$5,738$4,726$1,012$1,012
210. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/20112011-12-282013-01-10$10,280$9,858$422$422
150. GRACE WR & COMPANY NEW COMMON2012-01-252013-01-10$10,513$7,472$3,041$3,041
750. HERCULES TECHNOLOGY GROWTH2009-08-282013-01-10$8,694$7,111$1,583$1,583
200. HOMESTREET INC2012-02-102013-01-10$5,164$2,200$2,964$2,964
250. IAC INTERACTIVECORP2011-02-042013-01-10$10,735$7,347$3,388$3,388
100. INTERDIGITAL INC2012-02-012013-01-10$4,312$3,898$414$414
120. INTERDIGITAL INC2010-12-302013-01-10$5,174$4,983$191$191
490. J2 GLOBAL INC2009-06-112013-01-10$15,624$10,923$4,701$4,701
100. KAR AUCTION SERVICES INC2012-12-062013-01-10$2,064$1,750$314$314
560. KAR AUCTION SERVICES INC2010-08-042013-01-10$11,559$7,261$4,298$4,298
300. KAMAN CORP2007-02-142013-01-10$11,158$6,909$4,249$4,249
250. KRISPY KREME DOUGHNUTS2012-11-062013-01-10$2,790$1,940$850$850
260. LORAL SPACE & COMMUNICATIONS INC2012-10-012013-01-10$14,371$18,592-$4,221-$4,221
830. MDC PARTNERS INC CL A2011-07-012013-01-10$9,638$10,262-$624-$624
800. MEDICAL PROPERTIES TRUST INC2010-06-182013-01-10$10,041$7,659$2,382$2,382
180. MEDICAL PROPERTIES TRUST INC2012-03-232013-01-10$2,259$1,724$535$535
410. NELNET INC CL A2009-09-302013-01-10$11,987$5,595$6,392$6,392
150. OASIS PETROLEUM INC2010-12-162013-01-10$5,127$4,075$1,052$1,052
93.33333 ROADRUNNER TRANSPORTATION SY2012-11-262013-01-10$1,692$1,692
106.66667 ROADRUNNER TRANSPORTATION SY2012-11-262013-01-10$1,933$1,933
610. SANDRIDGE ENERGY INC2012-01-312013-01-10$4,117$4,864-$747-$747
360. SILGAN HLDGS INC COM2009-06-112013-01-10$15,107$8,831$6,276$6,276
280. SIX FLAGS ENTERTAINMENT2010-12-072013-01-10$17,674$7,464$10,210$10,210
270. SKYWORKS SOLUTIONS INC2013-01-042013-01-10$5,725$5,651$74$74
320. STARWOOD PROPERTY TRUST INC2011-03-082013-01-10$7,613$7,353$260$260
230. TELEDYNE TECHNOLOGIES INC2009-12-042013-01-10$15,606$7,991$7,615$7,615
90. TELEFLEX INC.2010-08-032013-01-10$6,600$4,893$1,707$1,707
600. UNITED STATES ANTIMONY COM2012-07-252013-01-10$1,314$1,757-$443-$443
1290. UNITED STATES ANTIMONY COM2012-01-092013-01-10$2,825$3,297-$472-$472
400. VALUE CLICK INC2012-10-182013-01-10$7,937$6,903$1,034$1,034
220. VALUE CLICK INC2011-11-032013-01-10$4,365$3,735$630$630
250. WORLD FUEL SVCS CORP2010-09-162013-01-10$9,938$6,481$3,457$3,457
110. HELEN OF TROY CORP LTD2010-11-052013-01-10$3,896$2,803$1,093$1,093
75000. U S TREASURY NT 1.250% 10/31/152012-09-282013-01-11$76,863$76,919-$56-$56
268. EMERSON ELECTRIC CO.2011-11-022013-01-14$14,786$12,903$1,883$1,883
100000. MORGAN STANLEY 3.800% 4/29/162012-03-142013-01-14$105,625$98,182$7,443$7,443
220. EATON CORP PLC2012-11-302013-01-14$12,147$11,428$719$719
192. EMERSON ELECTRIC CO.2011-10-212013-01-15$10,539$8,964$1,575$1,575
232. EMERSON ELECTRIC CO.2011-12-222013-01-15$12,686$10,818$1,868$1,868
1507.95 F H L M C GD G11649 4.500% 2/01/202005-02-152013-01-15$1,508$1,506$2$2
1090.79 F H L M C GD C90993 5.500% 10/01/262007-08-272013-01-15$1,091$1,080$11$11
6633.85 F H L M C GD C03796 3.500% 4/01/422012-07-182013-01-15$6,634$6,985-$351-$351
203170.52 F H L M C GD C03796 3.500% 4/01/422012-07-182013-01-15$215,361$213,910$1,451$1,451
1637.68 F H L M C GD C09015 3.000% 10/01/422012-11-082013-01-15$1,638$1,719-$81-$81
2481.94 F H L M C GD Q08903 3.500% 6/01/422012-08-102013-01-15$2,482$2,608-$126-$126
110. KAMAN CORP2007-02-142013-01-15$3,998$2,533$1,465$1,465
130. LIBERTY MEDIA CORP DELAWARE2010-11-082013-01-15$14,351$8,378$5,973$5,973
55. P S S WORLD MED INC2011-12-272013-01-15$1,587$1,347$240$240
10. ACI WORLDWIDE INC2011-12-232013-01-16$448$295$153$153
10. ATLAS AIR WORLDWIDE HOLDINGS2009-08-172013-01-16$433$248$185$185
10. BOINGO WIRELESS INC2012-01-092013-01-16$78$84-$6-$6
10. BONANZA CREEK ENERGY INC2012-03-292013-01-16$308$209$99$99
20. CBIZ INC2007-04-192013-01-16$113$138-$25-$25
20. CYS INVESTMENTS INC2012-06-062013-01-16$254$261-$7-$7
30. CAPITALSOURCE INC2011-08-052013-01-16$231$175$56$56
10. CASH AMERICA INTL INC2008-01-232013-01-16$414$291$123$123
10. CINEMARK HLDGS INC2012-11-062013-01-16$273$250$23$23
20. CONVERGYS CORP2009-11-162013-01-16$337$238$99$99
100000. DELL INC 5.875% 6/15/192012-07-242013-01-16$100,974$117,900-$16,926-$16,926
10. DINEEQUITY INC2012-07-202013-01-16$684$429$255$255
20. THE DOLAN COMPANY2008-12-012013-01-16$73$85-$12-$12
10. EPR PROPERTIES2009-08-182013-01-16$460$283$177$177
10. ELLINGTON FINANCIAL LLC2012-09-202013-01-16$238$226$12$12
233. EMERSON ELECTRIC CO.2011-12-222013-01-16$12,689$10,563$2,126$2,126
10. GLOBAL CASH ACCESS HLDGS INC2008-01-232013-01-16$79$55$24$24
10. HERCULES TECHNOLOGY GROWTH2009-08-282013-01-16$118$94$24$24
50. INTERDIGITAL INC2010-12-082013-01-16$2,223$1,875$348$348
10. J2 GLOBAL INC2008-04-232013-01-16$320$215$105$105
20. KAR AUCTION SERVICES INC2010-06-102013-01-16$413$256$157$157
165. K M G CHEMICALS INC2013-01-112013-01-16$3,115$3,087$28$28
10. KAMAN CORP2009-06-112013-01-16$365$174$191$191
10. KRISPY KREME DOUGHNUTS2012-11-052013-01-16$115$77$38$38
36. LIBERTY MEDIA CORP DELAWARE2013-01-112013-01-16$3,947$3,240$707$707
28. LIBERTY MEDIA CORP DELAWARE2010-11-082013-01-16$3,070$1,805$1,265$1,265
10. MDC PARTNERS INC CL A2009-09-162013-01-16$118$65$53$53
20. MEDICAL PROPERTIES TRUST INC2012-03-232013-01-16$256$192$64$64
10. NELNET INC CL A2009-09-302013-01-16$294$125$169$169
139. P S S WORLD MED INC2012-02-142013-01-16$4,011$3,338$673$673
70. P S S WORLD MED INC2011-12-282013-01-16$2,020$1,709$311$311
10. SANDRIDGE ENERGY INC2012-01-312013-01-16$67$78-$11-$11
10. SILGAN HLDGS INC COM2009-06-112013-01-16$426$245$181$181
10. SIX FLAGS ENTERTAINMENT2010-11-012013-01-16$624$257$367$367
10. SKYWORKS SOLUTIONS INC2013-01-042013-01-16$214$209$5$5
10. TELEDYNE TECHNOLOGIES INC2009-05-222013-01-16$676$320$356$356
10. VALUE CLICK INC2011-11-032013-01-16$201$169$32$32
10. WORLD FUEL SVCS CORP2010-09-162013-01-16$409$253$156$156
65. AGREE RLTY CORP2013-01-112013-01-17$1,802$1,843-$41-$41
5. AGREE RLTY CORP2011-03-082013-01-17$139$120$19$19
266. DELL INC2010-05-212013-01-17$3,392$3,601-$209-$209
100. KRISPY KREME DOUGHNUTS2012-11-052013-01-17$1,190$761$429$429
65. LIBERTY MEDIA CORP DELAWARE2013-01-112013-01-17$7,149$7,046$103$103
195. NOVARTIS AG ADR2012-09-112013-01-17$12,866$11,612$1,254$1,254
154. P S S WORLD MED INC2012-02-142013-01-17$4,449$3,696$753$753
137. P S S WORLD MED INC2011-11-092013-01-17$3,958$3,043$915$915
100. HOMESTREET INC2012-02-102013-01-18$2,729$1,100$1,629$1,629
60. COGNIZANT TECH SOLUTIONS CRP COM2012-05-072013-01-22$4,671$3,524$1,147$1,147
24. COGNIZANT TECH SOLUTIONS CRP COM2012-05-072013-01-22$1,869$1,409$460$460
329. DELL INC2010-10-072013-01-22$4,272$4,442-$170-$170
200. SANDRIDGE ENERGY INC2012-02-032013-01-22$1,440$1,553-$113-$113
57. COGNIZANT TECH SOLUTIONS CRP COM2012-05-072013-01-23$4,430$3,347$1,083$1,083
5. COGNIZANT TECH SOLUTIONS CRP COM2008-12-052013-01-23$389$82$307$307
24. COGNIZANT TECH SOLUTIONS CRP COM2008-12-052013-01-23$1,866$392$1,474$1,474
140. KRISPY KREME DOUGHNUTS2012-11-142013-01-23$1,813$1,002$811$811
10. ACTUANT CORP CL A NEW2013-01-112013-01-24$297$289$8$8
5. AIR METHODS CORP2013-01-112013-01-24$216$205$11$11
13. AMERICAN EQUITY INVT LIFE HL2013-01-112013-01-24$177$171$6$6
4. ASCENT CAPITAL GROUP INC A2013-01-112013-01-24$252$252
4. ASSURANT INC2012-10-172013-01-24$153$163-$10-$10
13. BROADRIDGE FINANCIAL SOLUTIONS INC2011-07-132013-01-24$304$316-$12-$12
12. CYS INVESTMENTS INC2012-02-132013-01-24$154$164-$10-$10
33. CAPITALSOURCE INC2013-01-112013-01-24$256$255$1$1
5. CORE MARK HLDG CO INC2013-01-112013-01-24$253$255-$2-$2
11. CORELOGIC INC2013-01-112013-01-24$305$298$7$7
42. DENNYS CORP2013-01-152013-01-24$220$220
8. DIGITALGLOBE INC2013-01-112013-01-24$240$223$17$17
13. ECHOSTAR CORPORATION A2013-01-112013-01-24$462$448$14$14
7. GAMESTOP CORP CL A2012-02-092013-01-24$163$170-$7-$7
7. GULF IS FABRICATION INC2012-02-092013-01-24$165$234-$69-$69
190. JOHNSON & JOHNSON2012-02-102013-01-24$13,868$12,247$1,621$1,621
30241.935 LAUDUS MONDRIAN EMG MKT INS2008-07-302013-01-24$300,000$277,016$22,984$22,984
30. MFA FINANCIAL INC2013-01-112013-01-24$266$261$5$5
4. MAXIMUS INC2013-01-112013-01-24$280$261$19$19
6. MEASUREMENT SPECIALTIES INC2013-01-112013-01-24$206$204$2$2
10. PHH CORP2013-01-112013-01-24$235$232$3$3
11. RIGNET INC2013-01-112013-01-24$233$234-$1-$1
9. SUSSER HOLDINGS CORP2012-08-092013-01-24$375$345$30$30
89. SYNOVUS FINANCIAL CORP2013-01-072013-01-24$226$232-$6-$6
15. TFS FINL CORP2013-01-152013-01-24$151$154-$3-$3
9. TOTAL SYSTEM SERVICES INC2013-01-112013-01-24$211$212-$1-$1
12. TRIMAS CORP2013-01-112013-01-24$364$350$14$14
4. WORLD FUEL SVCS CORP2012-02-092013-01-24$171$188-$17-$17
22. MAIDEN HOLDINGS LTD2013-01-112013-01-24$226$214$12$12
49. COACH INC2012-09-212013-01-25$2,492$2,778-$286-$286
2744.87 F N M A #256752 6.000% 6/01/272008-02-072013-01-25$2,745$2,778-$33-$33
5618.31 F N M A #257048 6.000% 1/01/282007-12-182013-01-25$5,618$5,658-$40-$40
2533.19 F N M A #AJ5336 3.000% 11/01/262011-11-102013-01-25$2,533$2,577-$44-$44
4686.41 F N M A #AJ5336 3.000% 11/01/262012-06-062013-01-25$4,686$4,860-$174-$174
730.66 F N M A #AQ4425 2.500% 11/01/272012-12-182013-01-25$731$763-$32-$32
134.19 F N M A #663238 5.500% 9/01/322002-09-192013-01-25$134$135-$1-$1
7358.23 F N M A #744805 1.892% 11/01/332003-12-102013-01-25$7,358$7,393-$35-$35
4627.68 F N M A #AB6278 2.500% 9/01/272012-09-112013-01-25$4,628$4,793-$165-$165
6237.03 F N M A #AC4824 3.581% 10/01/392010-10-012013-01-25$6,237$6,418-$181-$181
124. COACH INC2012-09-212013-01-28$6,342$7,015-$673-$673
8960.573 VANGUARD LTD TERM TE FD ADM2012-08-032013-01-28$100,000$100,269-$269-$269
146. APPLIED MICRO CIRCUITS CORP2010-03-252013-01-29$1,319$1,225$94$94
135000. DALLAS FORT TX 5.000% 11/01/382012-07-252013-01-29$146,652$145,606$1,046$1,046
100000. EASTMAN CHEMICAL CO 3.600% 8/15/222012-06-202013-01-29$103,388$101,512$1,876$1,876
87. HARMAN INTERNATIONAL2009-03-132013-01-29$4,341$1,042$3,299$3,299
100. NELNET INC CL A2009-09-302013-01-29$3,041$1,214$1,827$1,827
405579.15 U S TREASURY I P S 0.125% 7/15/222012-12-242013-01-29$437,645$433,735$3,910$3,910
282. APPLIED MICRO CIRCUITS CORP2010-03-252013-01-30$2,462$2,366$96$96
105000. AVALONBAY CMNTYS IN 2.950% 9/15/222012-09-142013-01-30$102,874$104,028-$1,154-$1,154
81. HARMAN INTERNATIONAL2009-03-132013-01-30$4,011$957$3,054$3,054
254. PACCAR INC2012-03-142013-01-30$12,251$11,938$313$313
131. TIME WARNER CABLE INC2012-05-042013-01-30$13,232$10,435$2,797$2,797
25. TIME WARNER CABLE INC2011-05-052013-01-30$2,525$1,916$609$609
368. ARM HLDGS PLC A D R2011-07-212013-01-31$15,068$10,942$4,126$4,126
147. COACH INC2012-08-152013-01-31$7,511$8,168-$657-$657
100000. DEVON ENERGY CORP 3.250% 5/15/222012-06-152013-01-31$100,428$102,221-$1,793-$1,793
44000. ENTERPRISE PRODUCTS 5.200% 9/01/202011-09-202013-01-31$51,431$48,059$3,372$3,372
24000. KOHLS CORPORATION 4.000% 11/01/212012-02-072013-01-31$24,146$24,896-$750-$750
76000. KOHLS CORPORATION 4.000% 11/01/212012-02-082013-01-31$76,407$78,727-$2,320-$2,320
170. ACME PACKET INC2012-06-072013-02-01$4,073$4,093-$20-$20
22. COACH INC2009-03-112013-02-01$1,113$307$806$806
37. COACH INC2012-08-142013-02-01$1,871$2,023-$152-$152
208. COACH INC2009-03-112013-02-01$10,370$2,901$7,469$7,469
25. GRACE WR & COMPANY NEW COMMON2012-01-172013-02-01$1,818$1,205$613$613
92. MASIMO CORP2012-06-132013-02-01$1,849$1,810$39$39
200. SANDRIDGE ENERGY INC2012-02-032013-02-01$1,319$1,446-$127-$127
159. COACH INC2009-03-112013-02-04$7,744$2,218$5,526$5,526
62. MASIMO CORP2012-06-072013-02-04$1,242$1,211$31$31
200. SANDRIDGE ENERGY INC2012-02-032013-02-04$1,258$1,420-$162-$162
39. WORLD FUEL SVCS CORP2011-01-052013-02-04$1,654$1,432$222$222
25. WORLD FUEL SVCS CORP2012-12-062013-02-04$1,060$958$102$102
41. COACH INC2009-03-112013-02-05$2,008$572$1,436$1,436
56000. ENTERPRISE PRODUCTS 5.200% 9/01/202011-09-142013-02-05$65,290$60,408$4,882$4,882
212. P S S WORLD MED INC2012-08-142013-02-05$6,129$4,447$1,682$1,682
163. P S S WORLD MED INC2011-10-272013-02-05$4,712$3,289$1,423$1,423
165. SANDRIDGE ENERGY INC2012-02-022013-02-05$1,004$1,161-$157-$157
113. TRIMAS CORP2013-01-112013-02-05$3,490$3,297$193$193
85. WORLD FUEL SVCS CORP2010-12-272013-02-05$3,628$3,121$507$507
74. COACH INC2009-03-112013-02-06$3,616$1,032$2,584$2,584
61. TRIMAS CORP2013-01-112013-02-06$1,882$1,780$102$102
63. WORLD FUEL SVCS CORP2010-12-272013-02-06$2,693$2,313$380$380
7. COSTAR GROUP2012-09-102013-02-07$672$576$96$96
31. COSTAR GROUP2011-08-052013-02-07$2,973$1,724$1,249$1,249
8. COSTAR GROUP2012-10-092013-02-07$767$656$111$111
435. DELL INC2012-08-232013-02-07$5,838$4,957$881$881
1815. DELL INC2010-10-072013-02-07$24,357$23,216$1,141$1,141
128. DIAGEO PLC-SPONSORED ADR NEW REPSTG 4 ORD SHS2011-10-122013-02-07$15,099$10,462$4,637$4,637
19. VALMONT INDS INC2011-12-152013-02-07$2,783$1,566$1,217$1,217
19. COSTAR GROUP2011-08-052013-02-08$1,817$1,057$760$760
82. DIAGEO PLC-SPONSORED ADR NEW REPSTG 4 ORD SHS2011-10-122013-02-08$9,780$6,702$3,078$3,078
61. TRIMAS CORP2013-01-112013-02-08$1,889$1,780$109$109
31. VALMONT INDS INC2011-12-152013-02-08$4,562$2,345$2,217$2,217
126. K M G CHEMICALS INC2013-01-112013-02-11$2,517$2,357$160$160
100. NELNET INC CL A2009-06-182013-02-11$3,186$1,051$2,135$2,135
3. COSTAR GROUP2011-08-052013-02-12$289$167$122$122
354051.54 F H L M C GD C09015 3.000% 10/01/422012-11-082013-02-12$363,567$371,276-$7,709-$7,709
23. VALMONT INDS INC2010-10-062013-02-12$3,434$1,665$1,769$1,769
35. COSTAR GROUP2011-08-052013-02-13$3,355$1,946$1,409$1,409
4. VALMONT INDS INC2010-10-062013-02-13$620$290$330$330
662. CENTURYTEL INC2011-01-282013-02-14$22,108$29,312-$7,204-$7,204
135. COACH INC2009-03-112013-02-14$6,507$1,883$4,624$4,624
193. PALL CORP.2011-08-052013-02-14$13,079$10,038$3,041$3,041
1652. WINDSTREAM CORP2011-01-192013-02-14$14,861$21,697-$6,836-$6,836
50. WORLD FUEL SVCS CORP2010-09-162013-02-14$2,203$1,263$940$940
75000. AMERICA MOVIL SAB DE 5.000% 3/30/202011-06-142013-02-15$85,173$78,703$6,470$6,470
990. CA INC2010-06-302013-02-15$24,764$18,538$6,226$6,226
153. CENTURYTEL INC2010-11-082013-02-15$5,046$6,461-$1,415-$1,415
90. COACH INC2009-03-112013-02-15$4,359$1,255$3,104$3,104
40. DINEEQUITY INC2012-07-202013-02-15$3,052$1,715$1,337$1,337
1346.68 F H L M C GD G11649 4.500% 2/01/202005-02-152013-02-15$1,347$1,345$2$2
1264.44 F H L M C GD C90993 5.500% 10/01/262007-08-272013-02-15$1,264$1,252$12$12
2250.44 F H L M C GD C09015 3.000% 10/01/422012-11-082013-02-15$2,250$2,360-$110-$110
90. CENTURYTEL INC2010-11-082013-02-19$3,012$3,801-$789-$789
162. CENTURYTEL INC2010-11-082013-02-19$5,665$6,841-$1,176-$1,176
258. PRUDENTIAL FINANCIAL INC2012-02-162013-02-19$14,950$15,625-$675-$675
120. PRUDENTIAL FINANCIAL INC2012-04-112013-02-19$6,953$7,290-$337-$337
93. CENTURYTEL INC2011-03-142013-02-20$3,206$3,922-$716-$716
12. COVANCE INC2009-05-042013-02-20$819$478$341$341
354. P S S WORLD MED INC2011-07-202013-02-20$10,237$10,390-$153-$153
715. TOTAL SYSTEM SERVICES INC2012-02-092013-02-20$15,813$12,174$3,639$3,639
570. TOTAL SYSTEM SERVICES INC2013-01-112013-02-20$12,606$13,143-$537-$537
250. CINCINNATI FINANCIAL CORP2011-03-142013-02-21$11,115$8,118$2,997$2,997
163. COACH INC2009-03-112013-02-21$7,735$2,273$5,462$5,462
6. COVANCE INC2009-05-042013-02-21$403$239$164$164
5. COVANCE INC2009-05-042013-02-21$334$199$135$135
161. OCCIDENTAL PETROLEUM CORP.2012-05-182013-02-21$13,414$13,561-$147-$147
376. ORACLE SYSTEMS2011-10-212013-02-21$12,854$11,958$896$896
241. P S S WORLD MED INC2011-07-202013-02-21$6,966$6,822$144$144
229. PLUM CREEK TIMBER CO., INC.2011-03-142013-02-21$10,847$9,498$1,349$1,349
121. 3M COMPANY2007-02-282013-02-21$12,426$8,985$3,441$3,441
188. ANSYS INC2011-05-092013-02-22$14,222$10,128$4,094$4,094
70. COACH INC2009-03-112013-02-22$3,271$976$2,295$2,295
6. COVANCE INC2009-05-042013-02-22$401$239$162$162
4. COVANCE INC2009-05-042013-02-22$267$159$108$108
155. OCCIDENTAL PETROLEUM CORP.2012-11-012013-02-22$12,954$12,401$553$553
339. OCCIDENTAL PETROLEUM CORP.2013-02-142013-02-22$28,314$27,925$389$389
45. PRUDENTIAL FINANCIAL INC2012-02-152013-02-22$2,510$2,708-$198-$198
55. PRUDENTIAL FINANCIAL INC2012-04-112013-02-22$3,068$3,327-$259-$259
401. ABBOTT LABORATORIES2011-03-142013-02-25$13,845$9,520$4,325$4,325
35. COACH INC2009-03-112013-02-25$1,646$488$1,158$1,158
167. CONSOLIDATED EDISON INC2011-03-142013-02-25$9,804$8,301$1,503$1,503
19. COVANCE INC2009-05-042013-02-25$1,267$757$510$510
5. COVANCE INC2009-05-042013-02-25$335$199$136$136
2650.47 F N M A #256752 6.000% 6/01/272008-02-072013-02-25$2,650$2,682-$32-$32
3513.81 F N M A #257048 6.000% 1/01/282007-12-182013-02-25$3,514$3,538-$24-$24
2257.97 F N M A #AJ5336 3.000% 11/01/262011-11-102013-02-25$2,258$2,296-$38-$38
4177.25 F N M A #AJ5336 3.000% 11/01/262012-06-062013-02-25$4,177$4,327-$150-$150
570.28 F N M A #AQ4425 2.500% 11/01/272012-12-182013-02-25$570$595-$25-$25
444.95 F N M A #AQ9044 3.500% 12/01/422013-01-242013-02-25$445$473-$28-$28
1235.8 F N M A #AR1150 3.000% 1/01/432013-01-102013-02-25$1,236$1,291-$55-$55
130.14 F N M A #663238 5.500% 9/01/322002-09-192013-02-25$130$131-$1-$1
138.6 F N M A #744805 1.892% 11/01/332003-12-102013-02-25$139$139
8805.89 F N M A #AB6278 2.500% 9/01/272012-09-112013-02-25$8,806$9,112-$306-$306
260.85 F N M A #AC4824 3.581% 10/01/392010-10-012013-02-25$261$268-$7-$7
204. P S S WORLD MED INC2012-10-082013-02-25$5,916$4,265$1,651$1,651
856. P S S WORLD MED INC2011-09-232013-02-25$24,824$19,958$4,866$4,866
59. COACH INC2009-03-112013-02-26$2,738$823$1,915$1,915
12. COVANCE INC2009-05-042013-02-26$788$478$310$310
539. ABBOTT LABORATORIES2011-02-242013-02-27$18,510$12,165$6,345$6,345
285. CENTURYTEL INC2011-05-052013-02-27$9,827$11,363-$1,536-$1,536
110. COACH INC2009-03-112013-02-27$5,293$1,534$3,759$3,759
3. COVANCE INC2009-05-042013-02-27$199$120$79$79
50. DINEEQUITY INC2012-07-202013-02-27$3,762$2,144$1,618$1,618
118. CARBO CERAMICS INC2012-02-232013-02-28$10,778$10,857-$79-$79
4. COVANCE INC2009-05-042013-02-28$267$159$108$108
178. STARZ A2012-02-092013-02-28$3,303$13,200-$9,897-$9,897
242. STARZ A2013-01-162013-02-28$4,491$12,445-$7,954-$7,954
50. TELEFLEX INC.2010-08-092013-02-28$4,009$2,703$1,306$1,306
150. ACE LTD2009-08-182013-02-28$12,865$7,441$5,424$5,424
25. COVANCE INC2009-05-042013-03-01$1,664$996$668$668
53. COVANCE INC2009-05-042013-03-01$3,514$2,112$1,402$1,402
58. KEMPER CORP2012-08-072013-03-01$1,770$1,853-$83-$83
100. AMERICAN PUBLIC EDUCATION2010-12-292013-03-04$3,423$3,649-$226-$226
75000. CONSOLIDATED NAT GAS 5.000% 12/01/142010-02-182013-03-04$80,170$76,830$3,340$3,340
9. COVANCE INC2009-05-042013-03-04$601$359$242$242
7. COVANCE INC2009-05-042013-03-04$468$279$189$189
11. GOOGLE INC CL A2008-12-032013-03-04$8,949$3,049$5,900$5,900
100. MEDICAL PROPERTIES TRUST INC2012-03-222013-03-04$1,501$945$556$556
98. TIFFANY & CO2012-06-272013-03-04$6,869$4,895$1,974$1,974
439980.75 U S TREASURY I P S 0.125% 4/15/172013-01-302013-03-04$474,904$471,964$2,940$2,940
459540. U S TREASURY I P S 0.125% 7/15/222012-08-142013-03-04$501,491$490,304$11,187$11,187
9. COVANCE INC2009-05-042013-03-05$607$359$248$248
7. COVANCE INC2009-05-042013-03-05$473$279$194$194
110. JOHNSON & JOHNSON2012-02-102013-03-05$8,529$7,091$1,438$1,438
40. MEASUREMENT SPECIALTIES INC2013-01-112013-03-05$1,467$1,358$109$109
23. ANN INC2012-12-062013-03-06$660$801-$141-$141
194. ANN INC2010-06-282013-03-06$5,563$3,413$2,150$2,150
19. COVANCE INC2009-05-042013-03-06$1,288$757$531$531
9. COVANCE INC2009-05-042013-03-06$606$359$247$247
49. ANN INC2010-06-282013-03-07$1,420$862$558$558
50. MEASUREMENT SPECIALTIES INC2013-01-112013-03-07$1,849$1,697$152$152
21215.21 F H L M C GD C90993 5.500% 10/01/262007-08-272013-03-08$22,909$21,006$1,903$1,903
100. GRACE WR & COMPANY NEW COMMON2012-01-172013-03-08$7,691$4,583$3,108$3,108
170. TIFFANY & CO2012-07-182013-03-08$11,922$9,319$2,603$2,603
300000. U S TREASURY NT 3.625% 8/15/192009-10-212013-03-08$344,133$303,768$40,365$40,365
4. AGREE RLTY CORP2011-03-082013-03-11$114$96$18$18
8. AGREE RLTY CORP2011-03-082013-03-12$226$193$33$33
28. AGREE RLTY CORP2011-03-082013-03-13$793$668$125$125
385. TIFFANY & CO2012-06-152013-03-13$26,435$20,675$5,760$5,760
55. AGREE RLTY CORP2011-02-142013-03-14$1,568$1,283$285$285
63. MERCURY SYSTEMS INC2011-07-262013-03-14$478$1,108-$630-$630
114. MICROSEMI CORP2011-04-212013-03-14$2,520$2,573-$53-$53
100. NELNET INC CL A2009-06-182013-03-14$3,396$912$2,484$2,484
4. AGREE RLTY CORP2011-09-222013-03-15$115$82$33$33
1302.17 F H L M C GD G11649 4.500% 2/01/202005-02-152013-03-15$1,302$1,301$1$1
1005.61 F H L M C GD C90993 5.500% 10/01/262007-08-272013-03-15$1,006$996$10$10
100. MEDICAL PROPERTIES TRUST INC2012-03-222013-03-15$1,547$945$602$602
48. MERCURY SYSTEMS INC2011-07-262013-03-15$366$842-$476-$476
104. MERCURY SYSTEMS INC2011-07-262013-03-15$770$1,824-$1,054-$1,054
54. MICROSEMI CORP2011-04-282013-03-15$1,186$1,190-$4-$4
12. INCYTE PHARMACEUTICALS INC2012-08-022013-03-18$269$237$32$32
423. INCYTE PHARMACEUTICALS INC2012-12-122013-03-18$9,643$8,033$1,610$1,610
49. MERCURY SYSTEMS INC2011-07-262013-03-18$362$859-$497-$497
100. VALUE CLICK INC2011-11-032013-03-18$3,019$1,684$1,335$1,335
53. CIMAREX ENERGY CO2012-01-042013-03-19$4,090$3,385$705$705
91. K M G CHEMICALS INC2013-01-112013-03-19$1,809$1,702$107$107
54. MERCURY SYSTEMS INC2011-07-262013-03-19$398$947-$549-$549
35. CIMAREX ENERGY CO2012-11-062013-03-20$2,620$2,226$394$394
207. CIMAREX ENERGY CO2012-01-042013-03-20$15,498$13,222$2,276$2,276
103. MERCURY SYSTEMS INC2011-07-252013-03-20$761$1,805-$1,044-$1,044
9. CARBO CERAMICS INC2012-02-082013-03-21$868$826$42$42
45. K M G CHEMICALS INC2013-01-112013-03-21$890$842$48$48
63. MERCURY SYSTEMS INC2011-07-252013-03-21$465$1,104-$639-$639
105. SHFL ENTERTAINMENT INC2012-04-232013-03-21$1,745$1,764-$19-$19
58. MERCURY SYSTEMS INC2011-07-272013-03-22$427$1,005-$578-$578
140. PEPSICO INC.2010-12-232013-03-22$10,997$9,159$1,838$1,838
46. SHFL ENTERTAINMENT INC2012-04-192013-03-22$760$772-$12-$12
100. AEGION CORP2012-05-242013-03-25$2,542$1,639$903$903
46. AGREE RLTY CORP2011-09-222013-03-25$1,289$935$354$354
105. CIMAREX ENERGY CO2012-12-212013-03-25$8,004$6,335$1,669$1,669
63. CIMAREX ENERGY CO2012-01-272013-03-25$4,803$3,743$1,060$1,060
2324.52 F N M A #256752 6.000% 6/01/272008-02-072013-03-25$2,325$2,351-$26-$26
3713.34 F N M A #257048 6.000% 1/01/282007-12-182013-03-25$3,713$3,738-$25-$25
1769.43 F N M A #AJ5336 3.000% 11/01/262011-11-102013-03-25$1,769$1,798-$29-$29
3273.45 F N M A #AJ5336 3.000% 11/01/262012-06-062013-03-25$3,273$3,388-$115-$115
580.94 F N M A #AQ4425 2.500% 11/01/272012-12-182013-03-25$581$605-$24-$24
444.02 F N M A #AQ9044 3.500% 12/01/422013-01-242013-03-25$444$471-$27-$27
1271.59 F N M A #AR1150 3.000% 1/01/432013-01-102013-03-25$1,272$1,327-$55-$55
127.9 F N M A #663238 5.500% 9/01/322002-09-192013-03-25$128$128
2767.86 F N M A #744805 1.892% 11/01/332003-12-102013-03-25$2,768$2,781-$13-$13
6861.46 F N M A #AB6278 2.500% 9/01/272012-09-112013-03-25$6,861$7,094-$233-$233
2263. F N M A #AB6644 2.500% 10/01/272013-02-122013-03-25$2,263$2,354-$91-$91
265.3 F N M A #AC4824 3.581% 10/01/392010-10-012013-03-25$265$273-$8-$8
71. MERCURY SYSTEMS INC2011-07-272013-03-25$523$1,211-$688-$688
53. SHFL ENTERTAINMENT INC2012-04-192013-03-25$875$888-$13-$13
60. TELEFLEX INC.2010-08-092013-03-25$4,917$3,239$1,678$1,678
34285.5 F H L M C GD G11649 4.500% 2/01/202005-02-152013-03-26$36,600$34,243$2,357$2,357
106224.23 F N M A #257048 6.000% 1/01/282007-12-182013-03-26$117,112$106,926$10,186$10,186
65. MERCURY SYSTEMS INC2011-07-272013-03-26$476$1,109-$633-$633
40. MONRO MUFFLER BRAKE INC2012-03-162013-03-26$1,616$1,730-$114-$114
116. SHFL ENTERTAINMENT INC2012-05-112013-03-26$1,908$1,914-$6-$6
135. COCA COLA CO.2010-12-232013-03-27$5,449$4,449$1,000$1,000
53. K M G CHEMICALS INC2013-01-112013-03-27$1,046$992$54$54
42. MERCURY SYSTEMS INC2012-02-282013-03-27$308$657-$349-$349
49. MONRO MUFFLER BRAKE INC2012-03-222013-03-27$1,967$2,072-$105-$105
94. SHFL ENTERTAINMENT INC2012-05-112013-03-27$1,543$1,545-$2-$2
472. ACME PACKET INC2012-06-212013-03-28$13,806$10,306$3,500$3,500
36. ACUITY BRANDS INC2011-07-292013-03-28$2,490$1,739$751$751
289. CENTURYTEL INC2012-01-052013-03-28$10,074$9,748$326$326
60. HMS HLDGS CORP2012-09-202013-03-28$1,632$1,999-$367-$367
33. HMS HLDGS CORP2012-03-012013-03-28$898$1,094-$196-$196
20. MONRO MUFFLER BRAKE INC2012-03-152013-03-28$801$766$35$35
2. MONRO MUFFLER BRAKE INC2012-04-242013-03-28$80$81-$1-$1
115. SHFL ENTERTAINMENT INC2012-05-222013-03-28$1,901$1,829$72$72
37. GULF IS FABRICATION INC2012-02-092013-04-01$781$1,238-$457-$457
203. HMS HLDGS CORP2012-03-052013-04-01$5,495$6,451-$956-$956
100. MEDICAL PROPERTIES TRUST INC2012-03-222013-04-01$1,601$945$656$656
52. SHFL ENTERTAINMENT INC2012-09-102013-04-01$831$808$23$23
292. CONSOLIDATED EDISON INC2011-02-242013-04-02$17,726$14,415$3,311$3,311
10000. DISTRICT COLUMBIA 4.709% 12/01/222010-12-032013-04-02$11,895$10,000$1,895$1,895
25. GRACE WR & COMPANY NEW COMMON2011-12-232013-04-02$1,900$1,126$774$774
150. GULF IS FABRICATION INC2012-02-092013-04-02$3,188$5,005-$1,817-$1,817
32. HMS HLDGS CORP2012-03-052013-04-02$875$963-$88-$88
100. HOMESTREET INC2012-02-102013-04-02$2,255$1,100$1,155$1,155
36. K M G CHEMICALS INC2011-01-142013-04-02$689$588$101$101
30. K M G CHEMICALS INC2013-01-112013-04-02$574$561$13$13
81. MAIDENFORM BRANDS INC2012-02-092013-04-02$1,425$1,735-$310-$310
58. SHFL ENTERTAINMENT INC2012-09-102013-04-02$921$899$22$22
165. COCA COLA CO.2011-02-242013-04-03$6,627$5,323$1,304$1,304
82. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/20112012-12-202013-04-03$3,768$3,715$53$53
28. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/20112011-12-182013-04-03$1,287$1,240$47$47
6. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/20112011-12-152013-04-03$277$265$12$12
14. MAIDENFORM BRANDS INC2012-02-092013-04-03$244$300-$56-$56
96. MAIDENFORM BRANDS INC2013-01-112013-04-03$1,670$1,902-$232-$232
64. PEPSICO INC.2010-11-082013-04-03$5,048$4,165$883$883
26. SHFL ENTERTAINMENT INC2012-09-102013-04-03$399$403-$4-$4
44. MAIDENFORM BRANDS INC2013-01-112013-04-04$769$872-$103-$103
108. MAIDENFORM BRANDS INC2013-01-112013-04-05$1,890$2,086-$196-$196
100. MEDICAL PROPERTIES TRUST INC2010-03-182013-04-05$1,646$933$713$713
71. HMS HLDGS CORP2012-03-052013-04-08$1,862$2,134-$272-$272
100. GULF IS FABRICATION INC2012-02-092013-04-09$1,972$3,232-$1,260-$1,260
7. MAIDENFORM BRANDS INC2012-06-132013-04-09$123$131-$8-$8
110. GULF IS FABRICATION INC2010-11-082013-04-10$2,173$2,865-$692-$692
23. HMS HLDGS CORP2012-03-052013-04-10$638$691-$53-$53
49. HMS HLDGS CORP2012-10-042013-04-10$1,358$1,401-$43-$43
145. MAIDENFORM BRANDS INC2012-06-212013-04-10$2,583$2,703-$120-$120
119. CINCINNATI FINANCIAL CORP2011-01-192013-04-11$5,775$3,830$1,945$1,945
152. GULF IS FABRICATION INC2010-11-082013-04-11$3,025$3,959-$934-$934
29. HMS HLDGS CORP2012-10-042013-04-11$790$812-$22-$22
75000. BERKSHIRE HATHWY 3.200% 2/11/152010-02-042013-04-12$78,709$74,945$3,764$3,764
43. GULF IS FABRICATION INC2013-01-112013-04-12$869$1,038-$169-$169
132. GULF IS FABRICATION INC2010-11-082013-04-12$2,666$3,438-$772-$772
101. TIFFANY & CO2012-06-272013-04-12$7,337$5,045$2,292$2,292
100000. U S TREASURY NT 1.250% 10/31/152012-10-222013-04-12$102,418$102,349$69$69
53. GULF IS FABRICATION INC2013-01-112013-04-15$1,073$1,279-$206-$206
91. ESTEE LAUDER COMPANIES CL A2013-01-282013-04-15$6,135$5,756$379$379
144. PRUDENTIAL FINANCIAL INC2012-02-152013-04-15$8,084$8,666-$582-$582
58. 3M COMPANY2007-02-282013-04-15$6,241$4,305$1,936$1,936
6. CORE LABORATORIES N V2012-10-052013-04-15$760$617$143$143
255. E I DU PONT DE NEMOURS & CO.2012-10-232013-04-16$12,596$11,614$982$982
95. FMC TECHNOLOGIES INC2008-12-182013-04-16$4,720$1,095$3,625$3,625
106. GULF IS FABRICATION INC2013-01-112013-04-16$2,146$2,558-$412-$412
29. MERCURY SYSTEMS INC2012-02-282013-04-16$220$431-$211-$211
26. CORE LABORATORIES N V2012-10-052013-04-16$3,344$2,674$670$670
39. GULF IS FABRICATION INC2013-01-112013-04-17$780$941-$161-$161
17905.103 VANGUARD LTD TERM TE FD ADM2012-08-032013-04-17$200,000$200,358-$358-$358
169. E I DU PONT DE NEMOURS & CO.2011-03-142013-04-18$8,184$8,755-$571-$571
35. K M G CHEMICALS INC2010-12-032013-04-18$632$527$105$105
83. MEASUREMENT SPECIALTIES INC2013-01-112013-04-18$3,346$2,818$528$528
78. MERCURY SYSTEMS INC2012-02-292013-04-18$583$1,149-$566-$566
97. PRUDENTIAL FINANCIAL INC2012-05-032013-04-18$5,333$5,431-$98-$98
3. PRUDENTIAL FINANCIAL INC2012-02-152013-04-18$165$181-$16-$16
80. 3M COMPANY2008-11-052013-04-18$8,380$5,325$3,055$3,055
18. DAVITA INC2013-03-042013-04-19$2,208$2,179$29$29
78. EXPRESS SCRIPTS HLDGS C2011-03-012013-04-19$4,317$4,379-$62-$62
22. GULF IS FABRICATION INC2013-01-112013-04-19$440$531-$91-$91
150. JOHNSON & JOHNSON2012-02-102013-04-19$12,554$9,669$2,885$2,885
160. JOHNSON & JOHNSON2012-02-102013-04-19$13,436$10,314$3,122$3,122
45. MAIDENFORM BRANDS INC2011-11-162013-04-19$809$790$19$19
5. MAIDENFORM BRANDS INC2012-06-212013-04-19$90$93-$3-$3
17. MEASUREMENT SPECIALTIES INC2013-01-112013-04-19$685$577$108$108
60. NOVARTIS AG ADR2012-08-072013-04-19$4,335$3,554$781$781
115. NOVARTIS AG ADR2011-10-212013-04-19$8,309$6,711$1,598$1,598
106. PACCAR INC2012-03-052013-04-19$5,120$4,757$363$363
468. PRUDENTIAL FINANCIAL INC2012-06-152013-04-19$25,868$23,663$2,205$2,205
246. 3M COMPANY2008-11-052013-04-19$25,973$15,065$10,908$10,908
505. ACE LTD2010-01-072013-04-19$44,952$24,247$20,705$20,705
4. CATAMARAN CORPORATION2010-11-032013-04-22$215$81$134$134
47. CATAMARAN CORPORATION2012-12-042013-04-22$2,523$2,263$260$260
20. DAVITA INC2013-03-012013-04-22$2,447$2,396$51$51
1. GULF IS FABRICATION INC2013-01-112013-04-22$20$24-$4-$4
115. HMS HLDGS CORP2012-10-082013-04-22$2,736$3,147-$411-$411
29. MERCURY SYSTEMS INC2012-02-292013-04-22$217$410-$193-$193
70. MICROSEMI CORP2011-04-202013-04-22$1,376$1,524-$148-$148
23. MICROSEMI CORP2011-04-202013-04-22$453$501-$48-$48
164. PACCAR INC2012-03-052013-04-22$7,956$7,359$597$597
100. SIX FLAGS ENTERTAINMENT2010-11-012013-04-22$7,491$2,573$4,918$4,918
83. AIR METHODS CORP2013-01-112013-04-23$3,130$3,410-$280-$280
75000. BARRICK NA FIN 6.800% 9/15/182010-02-082013-04-23$90,140$82,039$8,101$8,101
108. CATAMARAN CORPORATION2010-11-042013-04-23$5,847$2,171$3,676$3,676
324. E I DU PONT DE NEMOURS & CO.2011-01-282013-04-23$16,742$16,135$607$607
19. GULF IS FABRICATION INC2013-01-112013-04-23$363$459-$96-$96
25. GULF IS FABRICATION INC2011-08-232013-04-23$478$561-$83-$83
100. HMS HLDGS CORP2012-06-012013-04-23$2,352$2,647-$295-$295
44. MAIDENFORM BRANDS INC2011-11-162013-04-23$805$772$33$33
55. MAXIMUS INC2013-01-112013-04-23$4,400$3,587$813$813
36. MERCURY SYSTEMS INC2011-10-192013-04-23$274$498-$224-$224
77. MICROSEMI CORP2011-04-202013-04-23$1,535$1,677-$142-$142
28. MICROSEMI CORP2011-04-202013-04-23$560$610-$50-$50
34.99871 AIR METHODS CORP2013-01-112013-04-24$1,307$1,438-$131-$131
27.00129 AIR METHODS CORP2013-01-112013-04-24$1,008$1,109-$101-$101
56. HMS HLDGS CORP2012-10-242013-04-24$1,316$1,482-$166-$166
126. HMS HLDGS CORP2012-12-192013-04-24$2,963$3,176-$213-$213
10. MAXIMUS INC2013-01-112013-04-24$805$652$153$153
75. MEASUREMENT SPECIALTIES INC2013-01-112013-04-24$3,148$2,546$602$602
20. MEASUREMENT SPECIALTIES INC2012-02-092013-04-24$840$665$175$175
100. MERCURY SYSTEMS INC2011-10-212013-04-24$762$1,370-$608-$608
135. MICROSEMI CORP2011-06-012013-04-24$2,685$2,931-$246-$246
40. AEGION CORP2012-05-182013-04-25$864$655$209$209
150. COGNIZANT TECH SOLUTIONS CRP COM2008-12-052013-04-25$9,347$2,451$6,896$6,896
3192.23 F N M A #256752 6.000% 6/01/272008-02-072013-04-25$3,192$3,228-$36-$36
1743.2 F N M A #AJ5336 3.000% 11/01/262011-11-102013-04-25$1,743$1,771-$28-$28
3224.93 F N M A #AJ5336 3.000% 11/01/262012-06-062013-04-25$3,225$3,335-$110-$110
887.87 F N M A #AQ4425 2.500% 11/01/272012-12-182013-04-25$888$924-$36-$36
5611.38 F N M A #AQ9044 3.500% 12/01/422013-01-242013-04-25$5,611$5,948-$337-$337
527.66 F N M A #AR1150 3.000% 1/01/432013-01-102013-04-25$528$550-$22-$22
128.91 F N M A #663238 5.500% 9/01/322002-09-192013-04-25$129$129
4681.65 F N M A #744805 1.892% 11/01/332003-12-102013-04-25$4,682$4,703-$21-$21
7838.64 F N M A #AB6278 2.500% 9/01/272012-09-112013-04-25$7,839$8,097-$258-$258
1581.5 F N M A #AB6644 2.500% 10/01/272013-02-122013-04-25$1,582$1,643-$61-$61
7910.26 F N M A #AC4824 3.581% 10/01/392010-10-012013-04-25$7,910$8,129-$219-$219
165. GAMESTOP CORP CL A2012-02-092013-04-25$5,650$4,008$1,642$1,642
16. HMS HLDGS CORP2012-12-062013-04-25$375$387-$12-$12
270. HMS HLDGS CORP2012-12-122013-04-25$6,365$6,174$191$191
33. MERCURY SYSTEMS INC2011-10-172013-04-25$254$450-$196-$196
225. MICROSOFT CORP.2012-12-052013-04-25$7,230$5,968$1,262$1,262
265. MICROSOFT CORP.2011-03-042013-04-25$8,515$6,969$1,546$1,546
170. MICROSEMI CORP2011-06-012013-04-25$3,389$3,690-$301-$301
3. SHFL ENTERTAINMENT INC2012-05-222013-04-25$48$46$2$2
633. DENBURY RESOURCES INC COM2012-07-182013-04-26$11,013$9,419$1,594$1,594
2928. DENBURY RESOURCES INC COM2011-05-092013-04-26$50,942$52,291-$1,349-$1,349
2. MAXIMUS INC2013-01-112013-04-26$160$130$30$30
27. MERCURY SYSTEMS INC2011-10-202013-04-26$206$367-$161-$161
14. MICROSEMI CORP2011-06-012013-04-26$305$304$1$1
1091. DENBURY RESOURCES INC COM2011-10-142013-04-29$19,186$14,061$5,125$5,125
10. MAIDENFORM BRANDS INC2011-11-162013-04-29$180$175$5$5
47. MERCURY SYSTEMS INC2011-10-202013-04-29$362$624-$262-$262
98. CATAMARAN CORPORATION2010-11-042013-04-30$5,665$1,915$3,750$3,750
12. COVANCE INC2012-12-042013-04-30$894$691$203$203
20. COVANCE INC2010-09-092013-04-30$1,489$773$716$716
7. GOOGLE INC CL A2008-12-032013-04-30$5,764$1,940$3,824$3,824
26. MAIDENFORM BRANDS INC2011-11-162013-04-30$467$456$11$11
6. MEAD JOHNSON NUTRITION CO2012-01-232013-04-30$487$436$51$51
59. MERCURY SYSTEMS INC2011-10-062013-04-30$457$774-$317-$317
12. COVANCE INC2010-07-302013-05-01$894$458$436$436
85. ECOLAB INC2011-05-092013-05-01$7,200$4,429$2,771$2,771
48. ESTEE LAUDER COMPANIES CL A2013-01-282013-05-01$3,345$3,035$310$310
88. MERCURY SYSTEMS INC2011-10-062013-05-01$729$1,078-$349-$349
111. ACCENTURE PLC CL A2011-05-092013-05-01$8,988$6,142$2,846$2,846
28. AMPHENOL CORP - CL A2010-04-162013-05-02$2,125$1,237$888$888
195. KRATON PERFORMANCE POLYMERS2012-02-092013-05-02$3,984$5,733-$1,749-$1,749
83. KRATON PERFORMANCE POLYMERS2013-01-112013-05-02$1,696$2,121-$425-$425
97. ESTEE LAUDER COMPANIES CL A2012-03-162013-05-02$6,802$6,132$670$670
2. ESTEE LAUDER COMPANIES CL A2013-01-282013-05-02$140$126$14$14
72. MERCURY SYSTEMS INC2012-12-062013-05-02$599$647-$48-$48
27. MERCURY SYSTEMS INC2011-09-282013-05-02$225$322-$97-$97
29. ACCENTURE PLC CL A2009-03-272013-05-02$2,316$801$1,515$1,515
77. ACUITY BRANDS INC2013-01-082013-05-03$5,690$4,850$840$840
79. AMPHENOL CORP - CL A2010-04-162013-05-03$6,084$3,489$2,595$2,595
75000. DUKE CAPITAL CORP 6.750% 7/15/182011-09-262013-05-03$90,147$83,285$6,862$6,862
100. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/20112011-12-132013-05-03$4,691$4,577$114$114
13. GOOGLE INC CL A2008-12-032013-05-03$10,986$3,603$7,383$7,383
30. MAIDENFORM BRANDS INC2011-11-162013-05-03$539$526$13$13
40. MEAD JOHNSON NUTRITION CO2012-01-232013-05-03$3,225$2,903$322$322
195. MICROCHIP TECHNOLOGY INC2012-10-162013-05-03$7,296$6,328$968$968
20. MONRO MUFFLER BRAKE INC2011-11-082013-05-03$854$747$107$107
155. PACCAR INC2012-03-062013-05-03$8,171$6,926$1,245$1,245
67. VITAMIN SHOPPE INC2011-02-242013-05-03$3,275$2,314$961$961
6. VITAMIN SHOPPE INC2012-10-092013-05-03$293$343-$50-$50
10. ACCENTURE PLC CL A2009-03-272013-05-03$797$276$521$521
39. AMPHENOL CORP - CL A2010-04-162013-05-06$3,012$1,720$1,292$1,292
100. CALAVO GROWERS INC2012-02-032013-05-06$2,924$2,762$162$162
100. THE DOLAN COMPANY2008-12-012013-05-06$204$423-$219-$219
435. GAMESTOP CORP CL A2012-02-082013-05-06$16,159$10,713$5,446$5,446
59. INTERNATIONAL BUSINESS MACHINES CORP.2013-02-252013-05-06$11,919$11,685$234$234
25. MEAD JOHNSON NUTRITION CO2012-01-112013-05-06$2,003$1,809$194$194
12. MONRO MUFFLER BRAKE INC2011-11-082013-05-06$505$448$57$57
37. MONRO MUFFLER BRAKE INC2011-11-092013-05-06$1,554$1,361$193$193
18. MONRO MUFFLER BRAKE INC2012-09-102013-05-06$756$664$92$92
115. SAPIENT CORP2012-04-242013-05-06$1,351$1,425-$74-$74
135000. U S TREASURY NT 3.625% 8/15/192009-10-212013-05-06$156,758$136,656$20,102$20,102
12. VITAMIN SHOPPE INC2011-02-242013-05-06$588$414$174$174
68. VITAMIN SHOPPE INC2011-02-232013-05-06$3,358$2,345$1,013$1,013
44. ACCENTURE PLC CL A2009-03-272013-05-06$3,476$1,216$2,260$2,260
100. THE DOLAN COMPANY2008-12-012013-05-07$205$423-$218-$218
42. MEAD JOHNSON NUTRITION CO2012-01-112013-05-07$3,364$3,039$325$325
110. SAPIENT CORP2012-04-242013-05-07$1,275$1,362-$87-$87
85. SAPIENT CORP2012-04-162013-05-07$991$1,038-$47-$47
43. VITAMIN SHOPPE INC2011-02-232013-05-07$1,935$1,483$452$452
25. ACCENTURE PLC CL A2009-03-272013-05-07$1,974$691$1,283$1,283
197. SAPIENT CORP2012-04-242013-05-08$2,302$2,401-$99-$99
15. JOHNSON & JOHNSON2012-02-102013-05-09$1,280$967$313$313
290. JOHNSON & JOHNSON2012-06-012013-05-09$24,755$17,935$6,820$6,820
185. NOVARTIS AG ADR2011-10-212013-05-09$13,745$10,747$2,998$2,998
22. COGNIZANT TECH SOLUTIONS CRP COM2008-12-052013-05-10$1,436$359$1,077$1,077
33. MAXIMUS INC2013-01-112013-05-10$2,541$2,152$389$389
53. COGNIZANT TECH SOLUTIONS CRP COM2008-12-052013-05-13$3,355$866$2,489$2,489
211. CHARLES SCHWAB CORP.2010-05-272013-05-13$3,829$3,516$313$313
50000. ALLEGHANY CORP 4.950% 6/27/222013-05-032013-05-14$55,906$57,002-$1,096-$1,096
100000. BOSTON PROP LP 5.625% 11/15/202011-08-242013-05-14$119,227$109,000$10,227$10,227
54. COGNIZANT TECH SOLUTIONS CRP COM2008-12-052013-05-14$3,381$882$2,499$2,499
593. EMC CORP2012-04-262013-05-14$13,622$16,830-$3,208-$3,208
129064.33 F H L M C GD G18441 2.500% 8/01/272013-04-102013-05-14$133,582$134,256-$674-$674
70000. FEDEX CORP 8.000% 1/15/192012-10-012013-05-14$91,631$91,467$164$164
40000. FIRST UN NATL BK MTN 6.180% 2/15/362005-02-162013-05-14$47,524$44,537$2,987$2,987
75000. GTE CORP 6.840% 4/15/182010-02-182013-05-14$92,060$79,790$12,270$12,270
50000. GEN ELEC CAP CRP MTN 5.500% 1/08/202012-02-232013-05-14$59,341$55,462$3,879$3,879
75000. ICI WILMINGTON 5.625% 12/01/132010-03-052013-05-14$76,813$75,812$1,001$1,001
1. INTERNATIONAL BUSINESS MACHINES CORP.2011-05-092013-05-14$203$169$34$34
68. INTERNATIONAL BUSINESS MACHINES CORP.2013-04-262013-05-14$13,787$13,274$513$513
65000. MARKEL CORP 5.350% 6/01/212012-07-232013-05-14$74,149$70,240$3,909$3,909
60000. ONEOK INC 4.250% 2/01/222012-01-252013-05-14$63,838$60,503$3,335$3,335
101. CHARLES SCHWAB CORP.2010-05-272013-05-14$1,873$1,683$190$190
86. STARBUCKS CORP.2013-02-222013-05-14$5,443$4,620$823$823
565000. U S TREASURY NT 2.250% 7/31/182012-12-282013-05-14$604,660$606,058-$1,398-$1,398
107. COGNIZANT TECH SOLUTIONS CRP COM2008-12-052013-05-15$6,819$1,748$5,071$5,071
4057.93 F H L M C GD G18441 2.500% 8/01/272013-04-102013-05-15$4,058$4,221-$163-$163
16. MICROSEMI CORP2012-12-042013-05-16$347$311$36$36
174. MICROSEMI CORP2011-06-012013-05-16$3,771$3,777-$6-$6
42. MONRO MUFFLER BRAKE INC2011-11-092013-05-16$1,878$1,542$336$336
222. PACCAR INC2012-03-222013-05-16$11,784$10,242$1,542$1,542
65. CHARLES SCHWAB CORP.2010-05-272013-05-16$1,228$1,083$145$145
43. MONRO MUFFLER BRAKE INC2011-11-092013-05-17$1,911$1,572$339$339
48. CHARLES SCHWAB CORP.2010-05-272013-05-17$926$800$126$126
100. EPR PROPERTIES2009-08-182013-05-20$5,963$2,825$3,138$3,138
50. GAMESTOP CORP CL A2012-02-092013-05-20$1,965$1,208$757$757
35. GAMESTOP CORP CL A2013-01-112013-05-20$1,376$786$590$590
9. MEASUREMENT SPECIALTIES INC2012-02-092013-05-20$416$299$117$117
43. MONRO MUFFLER BRAKE INC2011-10-082013-05-20$1,902$1,497$405$405
60. MONRO MUFFLER BRAKE INC2012-10-092013-05-20$2,653$2,068$585$585
72. MONRO MUFFLER BRAKE INC2011-10-042013-05-20$3,168$2,359$809$809
198. ARM HLDGS PLC A D R2011-10-072013-05-21$9,348$5,456$3,892$3,892
231. GAMESTOP CORP CL A2012-02-092013-05-21$8,685$5,618$3,067$3,067
5. GOOGLE INC CL A2010-01-202013-05-21$4,521$2,889$1,632$1,632
50. MAXIMUS INC2013-01-112013-05-21$3,737$3,261$476$476
2. MEASUREMENT SPECIALTIES INC2012-02-092013-05-21$91$67$24$24
259. CATAMARAN CORPORATION2010-11-042013-05-22$12,483$5,061$7,422$7,422
200. THE DOLAN COMPANY2008-12-012013-05-22$332$794-$462-$462
103. GAMESTOP CORP CL A2013-01-112013-05-22$3,706$2,313$1,393$1,393
12. MEASUREMENT SPECIALTIES INC2012-02-092013-05-22$525$399$126$126
100. MEDICAL PROPERTIES TRUST INC2012-01-052013-05-22$1,754$926$828$828
55000. AT T INC 0.800% 12/01/152013-02-112013-05-23$55,026$54,985$41$41
38. ACTUANT CORP CL A NEW2013-01-112013-05-23$1,291$1,098$193$193
5000. AMERICAN EXPRESS 7.000% 3/19/182012-03-062013-05-23$6,201$5,949$252$252
30000. BANK OF AMER CORP 7.625% 6/01/192013-01-102013-05-23$38,263$38,114$149$149
15000. BANK OF AMER CORP 7.625% 6/01/192013-01-102013-05-23$19,131$19,057$74$74
5000. CATERPILLAR FINL MTN 2.650% 4/01/162013-02-062013-05-23$5,251$5,263-$12-$12
50000. CELGENE CORP 2.450% 10/15/152013-02-282013-05-23$51,782$51,757$25$25
10000. FMC TECHNOLOGIES INC 2.000% 10/01/172013-04-052013-05-23$10,053$10,166-$113-$113
50000. JPMORGAN CHASE 6.300% 4/23/192012-05-152013-05-23$60,750$57,149$3,601$3,601
15000. JPMORGAN CHASE 6.300% 4/23/192012-05-152013-05-23$18,225$17,145$1,080$1,080
16. MEASUREMENT SPECIALTIES INC2012-02-092013-05-23$695$532$163$163
60000. MEDCO HLTH SOLUTIONS 4.125% 9/15/202012-11-072013-05-23$64,881$66,039-$1,158-$1,158
40000. MORGAN STANLEY 5.625% 9/23/192013-01-142013-05-23$46,084$45,333$751$751
10000. MORGAN STANLEY 5.625% 9/23/192013-01-142013-05-23$11,521$11,333$188$188
75. ACTUANT CORP CL A NEW2013-01-112013-05-24$2,503$2,166$337$337
16. BRADY CORPORATION CL A2012-02-092013-05-24$528$548-$20-$20
43. BRADY CORPORATION CL A2013-01-112013-05-24$1,418$1,474-$56-$56
59. FLUOR CORP NEW COM2013-03-062013-05-24$3,747$3,689$58$58
16. MEASUREMENT SPECIALTIES INC2012-02-092013-05-24$695$532$163$163
2194.94 F N M A #256752 6.000% 6/01/272008-02-072013-05-25$2,195$2,219-$24-$24
2580.66 F N M A #AJ5336 3.000% 11/01/262012-06-062013-05-25$2,581$2,666-$85-$85
1394.97 F N M A #AJ5336 3.000% 11/01/262011-11-102013-05-25$1,395$1,417-$22-$22
908.13 F N M A #AQ4425 2.500% 11/01/272012-12-182013-05-25$908$944-$36-$36
3763.08 F N M A #AQ9044 3.500% 12/01/422013-01-242013-05-25$3,763$3,985-$222-$222
1285.29 F N M A #AR1150 3.000% 1/01/432013-01-102013-05-25$1,285$1,339-$54-$54
132.2 F N M A #663238 5.500% 9/01/322002-09-192013-05-25$132$133-$1-$1
94.71 F N M A #744805 1.892% 11/01/332003-12-102013-05-25$95$95
5993.11 F N M A #AB6278 2.500% 9/01/272012-09-112013-05-25$5,993$6,185-$192-$192
3588.34 F N M A #AB6644 2.500% 10/01/272013-02-122013-05-25$3,588$3,725-$137-$137
6120.08 F N M A #AC4824 3.581% 10/01/392010-10-012013-05-25$6,120$6,286-$166-$166
61. BRADY CORPORATION CL A2013-01-112013-05-28$2,035$2,090-$55-$55
39. FLUOR CORP NEW COM2013-03-052013-05-28$2,511$2,397$114$114
35. MEASUREMENT SPECIALTIES INC2012-02-092013-05-28$1,560$1,164$396$396
25. FLUOR CORP NEW COM2013-03-052013-05-29$1,590$1,511$79$79
55. K M G CHEMICALS INC2010-11-082013-05-29$1,181$808$373$373
175. NOVARTIS AG ADR2011-01-062013-05-29$12,688$10,125$2,563$2,563
55. OCEANFIRST FINL CORP2012-02-092013-05-29$780$780
21. OCEANFIRST FINL CORP2013-01-022013-05-29$298$309-$11-$11
17. FLUOR CORP NEW COM2013-03-042013-05-30$1,082$1,012$70$70
65. FLY LEASING LTD A D R2013-01-112013-05-30$1,048$877$171$171
175. PACCAR INC2012-03-062013-05-30$9,510$7,780$1,730$1,730
75. E I DU PONT DE NEMOURS & CO.2009-11-062013-05-31$4,244$2,512$1,732$1,732
60. E I DU PONT DE NEMOURS & CO.2012-10-232013-05-31$3,395$2,733$662$662
117. KRAFT FOODS GROUP INC2013-02-252013-05-31$6,471$5,517$954$954
86. MICROCHIP TECHNOLOGY INC2012-10-162013-05-31$3,157$2,736$421$421
50. ACTUANT CORP CL A NEW2013-01-112013-06-03$1,664$1,444$220$220
264. AMPHENOL CORP - CL A2010-04-192013-06-03$20,569$11,621$8,948$8,948
201. ANSYS INC2010-10-112013-06-03$14,759$8,533$6,226$6,226
58.99998 APPLE COMPUTER INC.2013-01-312013-06-03$26,287$30,522-$4,235-$4,235
14.00002 APPLE COMPUTER INC.2012-10-152013-06-03$6,238$8,839-$2,601-$2,601
314.91 BROWN ADVISORY INTERMEDIATE INCOME2012-12-122013-06-03$3,480$3,552-$72-$72
17619.975 BROWN ADVISORY INTERMEDIATE INCOME2012-05-082013-06-03$194,701$197,247-$2,546-$2,546
99. CITRIX SYSTEMS INC2008-09-292013-06-03$6,248$2,423$3,825$3,825
149. CITRIX SYSTEMS INC2013-05-302013-06-03$9,404$9,548-$144-$144
171. COGNIZANT TECH SOLUTIONS CRP COM2008-12-052013-06-03$11,028$2,794$8,234$8,234
180. COSTCO WHOLESALE CORPORATION2009-07-022013-06-03$19,776$8,090$11,686$11,686
242. COVANCE INC2010-07-292013-06-03$17,763$9,550$8,213$8,213
408. DANAHER CORP2008-11-052013-06-03$25,267$14,636$10,631$10,631
89. DAVITA INC2008-10-222013-06-03$11,097$4,446$6,651$6,651
79. DAVITA INC2013-03-012013-06-03$9,850$9,297$553$553
254. ECOLAB INC2013-02-062013-06-03$21,228$18,615$2,613$2,613
542. EXPRESS SCRIPTS HLDGS C2011-03-012013-06-03$33,782$30,212$3,570$3,570
459. FMC TECHNOLOGIES INC2008-12-182013-06-03$25,709$4,839$20,870$20,870
435. FLUOR CORP NEW COM2010-11-232013-06-03$26,993$24,971$2,022$2,022
16. FLUOR CORP NEW COM2013-03-042013-06-03$993$953$40$40
184. FOSSIL INC2011-09-062013-06-03$19,144$16,138$3,006$3,006
38. GOOGLE INC CL A2008-12-032013-06-03$32,587$10,532$22,055$22,055
71. IDEXX LABORATORIES CORP2013-03-012013-06-03$5,891$6,531-$640-$640
113. IDEXX LABORATORIES CORP2009-02-272013-06-03$9,376$3,454$5,922$5,922
56. INTUITIVE SURGICAL INC2013-04-192013-06-03$27,777$28,398-$621-$621
347. ESTEE LAUDER COMPANIES CL A2012-03-162013-06-03$23,252$21,886$1,366$1,366
16. MASTERCARD INC2012-09-242013-06-03$9,160$7,280$1,880$1,880
33. MASTERCARD INC2009-01-162013-06-03$18,892$4,324$14,568$14,568
20. MAXIMUS INC2013-01-112013-06-03$1,494$1,304$190$190
135. MEAD JOHNSON NUTRITION CO2012-01-112013-06-03$11,095$9,054$2,041$2,041
187. MEAD JOHNSON NUTRITION CO2013-05-212013-06-03$15,369$14,025$1,344$1,344
35. MEASUREMENT SPECIALTIES INC2012-02-092013-06-03$1,560$1,164$396$396
484. NATIONAL INSTRS CORP2011-05-122013-06-03$13,589$14,332-$743-$743
173. NETAPP INC2012-09-242013-06-03$6,441$6,243$198$198
401. NETAPP INC2012-04-112013-06-03$14,931$11,879$3,052$3,052
109. OCEANFIRST FINL CORP2012-02-092013-06-03$1,548$1,546$2$2
340. QUALCOMM CORP.2013-04-252013-06-03$21,338$21,026$312$312
139. QUALCOMM CORP.2010-01-282013-06-03$8,723$5,704$3,019$3,019
30. QUANEX BLDG PRODS CORP2011-07-272013-06-03$549$466$83$83
131. QUANEX BLDG PRODS CORP2012-12-272013-06-03$2,397$2,544-$147-$147
185. ROPER INDUSTRIES INC NEW2008-10-242013-06-03$23,019$7,206$15,813$15,813
371. SALESFORCE COM INC2009-02-122013-06-03$14,966$2,455$12,511$12,511
117. SCHLUMBERGER LTD.2013-04-162013-06-03$8,549$8,464$85$85
238. SCHLUMBERGER LTD.2011-12-122013-06-03$17,390$7,820$9,570$9,570
1190. CHARLES SCHWAB CORP.2010-10-182013-06-03$23,098$18,814$4,284$4,284
314. CHARLES SCHWAB CORP.2012-12-192013-06-03$6,095$4,569$1,526$1,526
480. STARBUCKS CORP.2013-02-212013-06-03$30,154$22,580$7,574$7,574
227. STERICYCLE INC2010-02-172013-06-03$24,955$12,071$12,884$12,884
235000. U S TREASURY NT 1.250% 2/29/202013-03-042013-06-03$232,191$234,982-$2,791-$2,791
395. WHOLE FOODS MARKET INC2013-05-152013-06-03$20,462$19,266$1,196$1,196
40. WORLD FUEL SVCS CORP2012-02-092013-06-03$1,630$1,881-$251-$251
271. ACCENTURE PLC CL A2009-03-272013-06-03$22,187$7,488$14,699$14,699
623. GENPACT LIMITED2013-03-062013-06-03$12,104$10,919$1,185$1,185
278. GENPACT LIMITED2010-03-292013-06-03$5,401$4,563$838$838
44. CORE LABORATORIES N V2012-10-082013-06-03$5,997$4,474$1,523$1,523
119. CORE LABORATORIES N V2011-08-052013-06-03$16,220$11,971$4,249$4,249
57. KRAFT FOODS GROUP INC2013-02-252013-06-04$3,148$2,686$462$462
180. QUANEX BLDG PRODS CORP2011-09-012013-06-04$3,305$2,427$878$878
83. CHARLES SCHWAB CORP.2012-12-192013-06-04$1,641$1,208$433$433
21. BRADY CORPORATION CL A2013-01-112013-06-05$657$720-$63-$63
12. BRADY CORPORATION CL A2010-11-082013-06-05$375$393-$18-$18
153. QUANEX BLDG PRODS CORP2011-09-012013-06-05$2,804$1,880$924$924
48. CHARLES SCHWAB CORP.2012-12-192013-06-05$915$698$217$217
26. BRADY CORPORATION CL A2010-11-082013-06-06$803$851-$48-$48
135. CHARLES SCHWAB CORP.2012-12-192013-06-06$2,614$1,964$650$650
33. BRADY CORPORATION CL A2010-11-082013-06-07$1,030$1,080-$50-$50
39. CHARLES SCHWAB CORP.2012-12-192013-06-07$772$568$204$204
28. BRADY CORPORATION CL A2010-11-082013-06-10$877$916-$39-$39
3. GAMESTOP CORP CL A2012-02-092013-06-10$111$73$38$38
40000. POTASH CORP 5.250% 5/15/142010-06-072013-06-10$41,614$40,981$633$633
25000. U S TREASURY NT 1.250% 10/31/152012-10-222013-06-10$25,495$25,551-$56-$56
139. COACH INC2012-12-262013-06-11$8,149$7,854$295$295
207. GAMESTOP CORP CL A2012-02-232013-06-11$7,653$4,897$2,756$2,756
83. TIME WARNER CABLE INC2012-01-302013-06-11$7,967$5,978$1,989$1,989
95. ACTUANT CORP CL A NEW2013-01-112013-06-12$3,131$2,744$387$387
2000. COMCAST CORP 6.500% 1/15/172006-07-112013-06-12$2,353$2,000$353$353
5000. COMCAST CORP 6.500% 1/15/172013-02-072013-06-12$5,883$5,881$2$2
33000. COMCAST CORP 6.500% 1/15/172006-07-112013-06-12$38,748$32,997$5,751$5,751
7000. COMCAST CORP 6.500% 1/15/172006-07-112013-06-12$8,237$6,999$1,238$1,238
33000. COMCAST CORP 6.500% 1/15/172006-07-112013-06-12$38,748$32,997$5,751$5,751
85. GAMESTOP CORP CL A2013-01-112013-06-12$3,162$1,909$1,253$1,253
. PROCEEDS OF LITIGATION ON CARDINAL HEALTH2013-06-12$14$14$14
. PROCEEDS OF LITIGATION ON CARDINAL HEALTH2013-06-12$27$27$27
55. BRADY CORPORATION CL A2010-11-082013-06-13$1,690$1,800-$110-$110
71583.35 F N M A #256752 6.000% 6/01/272008-02-072013-06-13$78,339$72,339$6,000$6,000
241565.4 F N M A #AB6278 2.500% 9/01/272012-09-112013-06-13$245,925$249,129-$3,204-$3,204
241565.4 F N M A #AB6278 2.500% 9/01/272012-09-112013-06-13$245,925$249,129-$3,204-$3,204
35000. GEN ELEC CAP CRP MTN 5.500% 1/08/202012-02-212013-06-13$40,352$38,707$1,645$1,645
240000. U S TREASURY NT 2.250% 7/31/182013-03-042013-06-13$253,181$256,853-$3,672-$3,672
240000. U S TREASURY NT 2.250% 7/31/182013-03-042013-06-13$253,181$256,779-$3,598-$3,598
235000. U S TREASURY NT 1.250% 2/29/202013-03-042013-06-13$230,713$234,982-$4,269-$4,269
387.8 F H L M C GD Q12936 3.000% 11/01/422013-05-232013-06-15$388$394-$6-$6
126. BRADY CORPORATION CL A2010-11-082013-06-18$3,904$4,124-$220-$220
12. FLY LEASING LTD A D R2013-01-112013-06-18$198$162$36$36
65. GAMESTOP CORP CL A2013-01-112013-06-18$2,489$1,460$1,029$1,029
245. JOHNSON CONTROLS2011-10-142013-06-18$9,150$7,688$1,462$1,462
17. MAXIMUS INC2010-12-082013-06-18$1,296$557$739$739
18. MAXIMUS INC2013-01-112013-06-18$1,372$1,174$198$198
46. MEASUREMENT SPECIALTIES INC2012-02-092013-06-18$2,165$1,530$635$635
545. MICROSOFT CORP.2013-06-032013-06-18$19,110$19,151-$41-$41
45. WORLD FUEL SVCS CORP2012-02-122013-06-18$1,794$2,030-$236-$236
83. FLY LEASING LTD A D R2013-01-112013-06-19$1,373$1,120$253$253
8. MEASUREMENT SPECIALTIES INC2012-02-092013-06-19$366$266$100$100
84. TIME WARNER CABLE INC2011-02-242013-06-19$8,691$5,801$2,890$2,890
14. VITAMIN SHOPPE INC2011-02-232013-06-19$659$483$176$176
17. MEASUREMENT SPECIALTIES INC2012-02-092013-06-20$754$565$189$189
346. GAMESTOP CORP CL A2012-02-232013-06-21$14,099$8,085$6,014$6,014
14. MEASUREMENT SPECIALTIES INC2012-02-092013-06-21$623$466$157$157
150. PACCAR INC2013-06-032013-06-21$7,841$7,989-$148-$148
72. CUMMINS INC COM2013-03-262013-06-24$7,654$8,185-$531-$531
25. FLY LEASING LTD A D R2013-01-112013-06-24$402$337$65$65
371. JOHNSON CONTROLS2012-07-182013-06-24$12,931$10,514$2,417$2,417
1100. JOHNSON CONTROLS2010-06-112013-06-24$38,339$31,753$6,586$6,586
30. K M G CHEMICALS INC2010-11-082013-06-24$639$441$198$198
10. MEASUREMENT SPECIALTIES INC2012-02-092013-06-24$443$333$110$110
55. OCEANFIRST FINL CORP2012-02-092013-06-24$799$780$19$19
46. RIGNET INC2013-01-112013-06-24$1,147$979$168$168
3343.12 F N M A #256752 6.000% 6/01/272008-02-072013-06-25$3,343$3,377-$34-$34
5453.1 F N M A #AJ5336 3.000% 11/01/262012-06-062013-06-25$5,453$5,596-$143-$143
594.08 F N M A #AQ4425 2.500% 11/01/272012-12-182013-06-25$594$617-$23-$23
1622.18 F N M A #AQ9044 3.500% 12/01/422013-01-242013-06-25$1,622$1,716-$94-$94
1250.95 F N M A #AR1150 3.000% 1/01/432013-01-102013-06-25$1,251$1,302-$51-$51
114.31 F N M A #663238 5.500% 9/01/322002-09-192013-06-25$114$115-$1-$1
124.34 F N M A #744805 1.892% 11/01/332003-12-102013-06-25$124$125-$1-$1
5392.95 F N M A #AB6278 2.500% 9/01/272012-09-112013-06-25$5,393$5,561-$168-$168
5392.95 F N M A #AB6278 2.500% 9/01/272012-09-112013-06-25$5,393$5,556-$163-$163
2304.62 F N M A #AB6644 2.500% 10/01/272013-02-122013-06-25$2,305$2,390-$85-$85
3307.27 F N M A #AC4824 3.581% 10/01/392010-10-012013-06-25$3,307$3,396-$89-$89
38. GAMESTOP CORP CL A2013-01-112013-06-25$1,520$853$667$667
137. GAMESTOP CORP CL A2010-11-082013-06-25$5,482$2,819$2,663$2,663
17. RIGNET INC2013-01-112013-06-25$430$362$68$68
94. VISHAY PRECISION GROUP2011-05-032013-06-25$1,447$1,735-$288-$288
5000. FLORIDA ST HURRICANE 2.107% 7/01/182013-05-152013-06-26$4,831$5,009-$178-$178
24. VISHAY PRECISION GROUP2011-05-052013-06-26$375$438-$63-$63
63. ACUITY BRANDS INC2012-06-152013-06-27$4,748$3,403$1,345$1,345
120. ACUITY BRANDS INC2013-01-082013-06-27$9,044$7,558$1,486$1,486
20000. FLORIDA ST HURRICANE 2.107% 7/01/182013-05-152013-06-27$19,367$20,034-$667-$667
36. FLY LEASING LTD A D R2013-01-112013-06-27$603$486$117$117
190. GAMESTOP CORP CL A2010-11-082013-06-27$7,747$3,910$3,837$3,837
230. ORBCOMM INC2013-01-112013-06-27$1,019$923$96$96
10. CHARLES SCHWAB CORP.2010-10-052013-06-27$210$145$65$65
313. CHARLES SCHWAB CORP.2012-12-192013-06-27$6,566$4,555$2,011$2,011
56. TIME WARNER CABLE INC2011-08-082013-06-27$6,188$3,808$2,380$2,380
54. VISHAY PRECISION GROUP2011-05-052013-06-27$836$981-$145-$145
45. VITAMIN SHOPPE INC2011-02-232013-06-27$2,050$1,552$498$498
530. THE DOLAN COMPANY2008-10-302013-06-28$828$1,852-$1,024-$1,024
14. FLY LEASING LTD A D R2013-01-112013-06-28$235$189$46$46
202. RIGNET INC2013-01-112013-06-28$5,166$4,300$866$866
54. TIME WARNER CABLE INC2011-08-082013-06-28$6,068$3,548$2,520$2,520
25000. U S TREASURY NT 1.250% 10/31/152012-09-282013-06-28$25,456$25,534-$78-$78
11. VITAMIN SHOPPE INC2011-03-082013-06-28$496$378$118$118
33. ACUITY BRANDS INC2011-07-292013-07-01$2,505$1,594$911$911
56561.086 LAUDUS MONDRIAN EMG MKT INS2011-12-152013-07-01$500,000$458,279$41,721$41,721
24000. ONEOK INC 4.250% 2/01/222012-01-242013-07-01$23,513$24,136-$623-$623
16000. ONEOK INC 4.250% 2/01/222012-01-242013-07-01$15,684$16,091-$407-$407
27. ROADRUNNER TRANSPORTATION SY2012-12-042013-07-01$765$497$268$268
100. STEINWAY MUSICAL INSTRS INC2011-07-262013-07-01$3,503$2,885$618$618
97. TIFFANY & CO2012-06-272013-07-01$7,091$4,845$2,246$2,246
28. VISHAY PRECISION GROUP2011-05-252013-07-01$435$506-$71-$71
25000. FLORIDA ST HURRICANE 2.107% 7/01/182013-05-152013-07-02$24,283$25,025-$742-$742
80. K M G CHEMICALS INC2010-11-082013-07-02$1,690$1,175$515$515
360. ORBCOMM INC2013-01-112013-07-02$1,649$1,445$204$204
31. ROADRUNNER TRANSPORTATION SY2012-12-062013-07-02$875$546$329$329
86. TIFFANY & CO2012-06-272013-07-02$6,275$4,296$1,979$1,979
100. STEINWAY MUSICAL INSTRS INC2011-07-062013-07-03$3,526$2,741$785$785
86. TIME WARNER CABLE INC2011-08-082013-07-03$9,626$5,637$3,989$3,989
3. ROADRUNNER TRANSPORTATION SY2012-12-062013-07-05$87$51$36$36
7. HENRY SCHEIN INC2012-10-092013-07-05$686$547$139$139
51. HENRY SCHEIN INC2008-10-222013-07-05$4,999$2,532$2,467$2,467
30000. U S TREASURY NT 1.250% 10/31/152012-09-282013-07-05$30,505$30,636-$131-$131
103386.26 F N M A #AQ4425 2.500% 11/01/272012-12-182013-07-08$102,579$107,314-$4,735-$4,735
249101.17 F N M A #AB6644 2.500% 10/01/272013-02-122013-07-08$247,194$258,155-$10,961-$10,961
222. PUBLIC STORAGE 6.875% PFD2010-11-082013-07-08$5,739$5,837-$98-$98
1. ROADRUNNER TRANSPORTATION SY2012-12-062013-07-08$29$17$12$12
19. ROADRUNNER TRANSPORTATION SY2010-10-132013-07-08$542$227$315$315
1. HENRY SCHEIN INC2008-10-222013-07-08$98$46$52$52
388072.3 U S TREASURY I P S 0.125% 1/15/232013-06-132013-07-08$372,489$388,554-$16,065-$16,065
583775.8 U S TREASURY I P S 0.125% 4/15/182013-06-132013-07-08$598,667$607,359-$8,692-$8,692
186204.35 U S TREASURY I P S 0.125% 4/15/182013-06-132013-07-08$190,954$193,727-$2,773-$2,773
78. EXPRESS SCRIPTS HLDGS C2011-02-282013-07-09$4,989$4,338$651$651
243. QUANEX BLDG PRODS CORP2011-09-282013-07-09$4,049$2,769$1,280$1,280
22. ROADRUNNER TRANSPORTATION SY2010-10-132013-07-09$635$263$372$372
34. STARBUCKS CORP.2012-10-252013-07-09$2,315$1,575$740$740
55. TIME WARNER CABLE INC2011-01-192013-07-09$6,268$3,592$2,676$2,676
3. CORE LABORATORIES N V2011-08-052013-07-09$470$302$168$168
115. ACTUANT CORP CL A NEW2013-01-112013-07-10$4,012$3,317$695$695
418. EXACTTARGET INC2012-06-142013-07-10$14,108$8,812$5,296$5,296
1175. EXACTTARGET INC2013-04-192013-07-10$39,656$24,906$14,750$14,750
189. FLY LEASING LTD A D R2013-01-112013-07-10$3,026$2,551$475$475
85. FLY LEASING LTD A D R2012-02-092013-07-10$1,361$1,134$227$227
275. HARTFORD FINANCIAL SERVICES GROUP INC2013-06-032013-07-10$8,684$8,116$568$568
12. MEASUREMENT SPECIALTIES INC2010-12-222013-07-10$583$356$227$227
580. METLIFE INC COM2013-06-032013-07-10$28,278$25,278$3,000$3,000
373. ORBCOMM INC2013-01-112013-07-10$1,727$1,497$230$230
157. QUANEX BLDG PRODS CORP2011-09-282013-07-10$2,615$1,743$872$872
59. STARBUCKS CORP.2012-10-252013-07-10$3,999$2,732$1,267$1,267
4. CORE LABORATORIES N V2011-08-052013-07-10$624$402$222$222
161. CATAMARAN CORPORATION2010-11-292013-07-11$7,850$3,108$4,742$4,742
48. MEASUREMENT SPECIALTIES INC2011-01-042013-07-11$2,346$1,414$932$932
133. QUANEX BLDG PRODS CORP2011-09-282013-07-11$2,258$1,477$781$781
850. CHARLES SCHWAB CORP.2013-06-032013-07-11$18,258$16,482$1,776$1,776
265. CAPITOL FEDERAL FINANCIAL INC2013-01-112013-07-12$3,238$3,134$104$104
8. COVANCE INC2010-07-292013-07-12$634$315$319$319
63. GAMESTOP CORP CL A2010-11-082013-07-12$2,661$1,297$1,364$1,364
135. GAMESTOP CORP CL A2012-07-132013-07-12$5,701$2,274$3,427$3,427
35. MEASUREMENT SPECIALTIES INC2011-02-072013-07-12$1,717$1,012$705$705
70. RENASANT CORP2013-01-112013-07-12$1,834$1,380$454$454
127. TIFFANY & CO2012-06-272013-07-12$9,779$6,343$3,436$3,436
2. CORE LABORATORIES N V2011-08-052013-07-12$309$201$108$108
10. COVANCE INC2010-07-292013-07-15$794$394$400$400
961.3 F H L M C GD Q12936 3.000% 11/01/422013-05-232013-07-15$961$976-$15-$15
120000. F H L M C MLTCL MTG 3.500% 2/15/262011-08-292013-07-15$125,081$122,295$2,786$2,786
115000. F H L M C MLTCL MTG 3.500% 2/15/262011-08-292013-07-15$119,870$117,200$2,670$2,670
135000. F N M A GTD REMIC 4.000% 10/25/252011-08-192013-07-15$143,754$140,710$3,044$3,044
105000. F H L M C MLTCL MTG 4.000% 2/15/252011-09-142013-07-15$111,382$109,527$1,855$1,855
105000. F H L M C MLTCL MTG 4.000% 2/15/252011-09-142013-07-15$111,382$109,527$1,855$1,855
295. MICROCHIP TECHNOLOGY INC2012-05-092013-07-15$11,613$8,944$2,669$2,669
408. MICROCHIP TECHNOLOGY INC2012-11-022013-07-15$16,062$12,672$3,390$3,390
4. COVANCE INC2010-07-292013-07-16$318$158$160$160
1020. MICROCHIP TECHNOLOGY INC2012-06-042013-07-16$40,248$30,426$9,822$9,822
347. ACUITY BRANDS INC2012-06-152013-07-17$29,398$18,745$10,653$10,653
194. ANSYS INC2011-05-092013-07-17$15,327$10,425$4,902$4,902
5. COVANCE INC2010-07-292013-07-17$394$197$197$197
116. ORBCOMM INC2013-01-112013-07-17$543$466$77$77
7. CORE LABORATORIES N V2011-08-082013-07-17$1,073$704$369$369
295. NORTHERN TR CORP2013-06-032013-07-18$17,416$17,024$392$392
81. PEPSICO INC.2010-11-082013-07-18$6,925$5,271$1,654$1,654
65. RENASANT CORP2013-01-112013-07-18$1,752$1,281$471$471
30. WORLD FUEL SVCS CORP2011-03-082013-07-18$1,237$1,206$31$31
57. WORLD FUEL SVCS CORP2012-02-132013-07-18$2,350$2,549-$199-$199
13. WORLD FUEL SVCS CORP2013-01-112013-07-18$536$519$17$17
215. E I DU PONT DE NEMOURS & CO.2013-06-032013-07-19$12,255$11,950$305$305
31. TIME WARNER CABLE INC2010-12-232013-07-19$3,688$2,024$1,664$1,664
470. EATON CORP PLC2013-06-032013-07-19$32,033$28,114$3,919$3,919
205. ECOLAB INC2011-05-092013-07-22$19,263$10,162$9,101$9,101
90. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/20112011-12-132013-07-22$4,410$4,017$393$393
157. MICROCHIP TECHNOLOGY INC2013-06-032013-07-22$6,248$5,735$513$513
50. ORBCOMM INC2013-01-112013-07-22$234$201$33$33
186. ORBCOMM INC2012-03-122013-07-22$870$701$169$169
39. QUANEX BLDG PRODS CORP2011-09-282013-07-22$660$433$227$227
100. ACI WORLDWIDE INC2013-05-292013-07-23$4,707$4,587$120$120
310. ACI WORLDWIDE INC2011-12-232013-07-23$14,591$9,039$5,552$5,552
320. ATLAS AIR WORLDWIDE HOLDINGS2009-08-172013-07-23$14,503$7,473$7,030$7,030
1000. BGC PARTNERS INC CL A2013-07-022013-07-23$6,413$5,650$763$763
125. BELDEN INC2013-01-242013-07-23$7,157$5,769$1,388$1,388
150. BOB EVANS FARMS INC2013-01-042013-07-23$7,732$6,459$1,273$1,273
300. BOINGO WIRELESS INC2012-11-132013-07-23$2,065$2,288-$223-$223
240. BOINGO WIRELESS INC2012-01-092013-07-23$1,652$1,943-$291-$291
320. BONANZA CREEK ENERGY INC2012-04-132013-07-23$13,280$6,519$6,761$6,761
310. BROADRIDGE FINANCIAL SOLUTIONS INC2008-10-142013-07-23$8,884$3,954$4,930$4,930
100. CBIZ INC2012-09-282013-07-23$733$593$140$140
1370. CBIZ INC2010-08-272013-07-23$10,048$8,978$1,070$1,070
480. CYS INVESTMENTS INC2013-03-262013-07-23$4,147$5,843-$1,696-$1,696
1320. CYS INVESTMENTS INC2012-06-152013-07-23$11,405$15,423-$4,018-$4,018
200. CALAVO GROWERS INC2012-09-282013-07-23$5,588$4,871$717$717
130. CALAVO GROWERS INC2012-02-032013-07-23$3,632$3,513$119$119
1548. CAPITALSOURCE INC2013-01-112013-07-23$18,240$11,954$6,286$6,286
192. CAPITALSOURCE INC2012-02-142013-07-23$2,262$1,384$878$878
1140. CAPITALSOURCE INC2012-05-012013-07-23$13,467$8,012$5,455$5,455
1870. CAPITALSOURCE INC2011-08-052013-07-23$22,280$9,228$13,052$13,052
330. CASH AMERICA INTL INC2009-08-132013-07-23$15,298$8,692$6,606$6,606
190. CINEMARK HLDGS INC2012-11-062013-07-23$5,550$4,751$799$799
350. COLUMBIA BKG SYS INC2013-03-202013-07-23$8,785$7,251$1,534$1,534
970. CONVERGYS CORP2011-11-022013-07-23$18,635$9,514$9,121$9,121
65. E I DU PONT DE NEMOURS & CO.2009-11-062013-07-23$3,717$2,150$1,567$1,567
80. E I DU PONT DE NEMOURS & CO.2013-06-032013-07-23$4,574$4,446$128$128
80. EPR PROPERTIES2009-08-172013-07-23$4,149$2,230$1,919$1,919
220. ELLINGTON FINANCIAL LLC2012-09-202013-07-23$5,077$4,957$120$120
200. GENTHERM INC2013-07-192013-07-23$3,931$4,009-$78-$78
840. GLOBAL CASH ACCESS HLDGS INC2008-01-232013-07-23$6,014$4,444$1,570$1,570
400. GLOBUS MED INCA2013-02-282013-07-23$6,910$5,625$1,285$1,285
840. HERCULES TECHNOLOGY GROWTH2010-02-122013-07-23$11,813$7,731$4,082$4,082
150. HOWARD HUGHES CORP2013-03-062013-07-23$16,682$11,533$5,149$5,149
350. IAC INTERACTIVECORP2011-02-022013-07-23$18,207$10,023$8,184$8,184
250. INNOSPEC INC2013-05-172013-07-23$10,914$10,149$765$765
230. INTERDIGITAL INC2012-03-262013-07-23$8,957$8,522$435$435
100. INTERDIGITAL INC2012-08-012013-07-23$3,894$3,144$750$750
530. J2 GLOBAL INC2008-10-132013-07-23$24,294$10,297$13,997$13,997
820. KAR AUCTION SERVICES INC2010-08-262013-07-23$20,594$10,096$10,498$10,498
490. KAMAN CORP2009-06-112013-07-23$18,664$7,554$11,110$11,110
300. LIBBEY INC2013-05-212013-07-23$7,390$5,894$1,496$1,496
300. LIQUIDITY SERVICES INC2013-05-032013-07-23$8,734$11,289-$2,555-$2,555
240. LORAL SPACE & COMMUNICATIONS INC2012-06-282013-07-23$14,839$15,220-$381-$381
100. LORAL SPACE & COMMUNICATIONS INC2012-12-062013-07-23$6,183$5,376$807$807
1010. MDC PARTNERS INC CL A2009-09-162013-07-23$21,735$6,142$15,593$15,593
100. MDC PARTNERS INC CL A2013-04-262013-07-23$2,152$1,585$567$567
9. MEASUREMENT SPECIALTIES INC2010-12-172013-07-23$450$260$190$190
700. MEDICAL PROPERTIES TRUST INC2012-06-132013-07-23$10,780$6,341$4,439$4,439
283. MICROCHIP TECHNOLOGY INC2013-06-032013-07-23$11,339$9,992$1,347$1,347
35. MICROCHIP TECHNOLOGY INC2011-08-292013-07-23$1,402$1,071$331$331
320. NELNET INC CL A2009-06-112013-07-23$12,783$2,736$10,047$10,047
150. OASIS PETROLEUM INC2010-12-172013-07-23$6,294$4,056$2,238$2,238
100. PINNACLE FOODS INC2013-03-282013-07-23$2,578$2,255$323$323
125. PREMIERE GLOBAL SERVICES INC2013-06-252013-07-23$1,339$1,462-$123-$123
375. PROGRESS SOFTWARE CORP.2013-05-032013-07-23$9,576$8,489$1,087$1,087
84. QUANEX BLDG PRODS CORP2011-09-282013-07-23$1,431$932$499$499
525. ROADRUNNER TRANSPORTATION SY2013-04-222013-07-23$15,597$10,128$5,469$5,469
470. SILGAN HLDGS INC COM2009-06-112013-07-23$23,116$11,377$11,739$11,739
420. SIX FLAGS ENTERTAINMENT2010-11-012013-07-23$15,147$5,138$10,009$10,009
470. SKYWORKS SOLUTIONS INC2013-03-192013-07-23$11,409$9,735$1,674$1,674
380. STARWOOD PROPERTY TRUST INC2011-09-282013-07-23$9,762$7,541$2,221$2,221
100. STEINWAY MUSICAL INSTRS INC2011-07-062013-07-23$3,622$2,741$881$881
260. TELEDYNE TECHNOLOGIES INC2009-05-222013-07-23$21,140$7,431$13,709$13,709
100. TRINITY BIOTECH PLC SPON A D R2013-07-122013-07-23$2,006$1,694$312$312
100. UNITED STATES ANTIMONY COM2012-09-282013-07-23$101$205-$104-$104
800. UNITED STATES ANTIMONY COM2011-12-232013-07-23$807$1,424-$617-$617
1210. UNITED STATES ANTIMONY COM2011-05-112013-07-23$1,218$1,762-$544-$544
100. VALUE CLICK INC2012-08-232013-07-23$2,541$1,560$981$981
570. VALUE CLICK INC2012-05-032013-07-23$14,485$9,505$4,980$4,980
290. WORLD FUEL SVCS CORP2010-09-162013-07-23$12,009$7,274$4,735$4,735
190. HELEN OF TROY CORP LTD2010-11-052013-07-23$8,333$4,761$3,572$3,572
253. KRAFT FOODS GROUP INC2012-10-262013-07-24$14,248$11,521$2,727$2,727
150. PACCAR INC2013-06-032013-07-24$8,400$7,989$411$411
135. EATON CORP PLC2012-11-302013-07-24$9,197$6,976$2,221$2,221
4504.42 F N M A #AJ5336 3.000% 11/01/262012-06-062013-07-25$4,504$4,619-$115-$115
1065.26 F N M A #AQ4425 2.500% 11/01/272012-12-182013-07-25$1,065$1,105-$40-$40
429.91 F N M A #AQ9044 3.500% 12/01/422013-01-242013-07-25$430$454-$24-$24
534.85 F N M A #AR1150 3.000% 1/01/432013-01-102013-07-25$535$556-$21-$21
3684.89 F N M A #663238 5.500% 9/01/322002-09-192013-07-25$3,685$3,700-$15-$15
121.58 F N M A #744805 1.892% 11/01/332003-12-102013-07-25$122$122
4831.03 F N M A #AB6644 2.500% 10/01/272013-02-122013-07-25$4,831$5,004-$173-$173
6400.74 F N M A #AC4824 3.581% 10/01/392010-10-012013-07-25$6,401$6,569-$168-$168
37. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/20112012-04-082013-07-25$1,805$1,627$178$178
53. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/20112012-12-042013-07-25$2,586$2,292$294$294
23. MEASUREMENT SPECIALTIES INC2010-12-172013-07-25$1,147$665$482$482
350. ORBCOMM INC2012-04-052013-07-25$1,708$1,308$400$400
690. CAPITALSOURCE INC2012-05-012013-07-26$8,278$4,685$3,593$3,593
190. GAMESTOP CORP CL A2012-02-232013-07-29$8,550$4,436$4,114$4,114
57. WORLD FUEL SVCS CORP2012-02-242013-07-30$2,111$2,468-$357-$357
64. WORLD FUEL SVCS CORP2013-01-112013-07-30$2,370$2,553-$183-$183
78. WORLD FUEL SVCS CORP2010-12-272013-07-30$2,888$2,860$28$28
95. ACTUANT CORP CL A NEW2013-07-292013-07-31$3,332$3,299$33$33
195. CAPITALSOURCE INC2013-07-292013-07-31$2,356$2,350$6$6
174. CATAMARAN CORPORATION2010-11-292013-07-31$9,167$3,354$5,813$5,813
172. COACH INC2012-12-262013-07-31$9,112$9,570-$458-$458
63. MEASUREMENT SPECIALTIES INC2011-01-112013-07-31$3,141$1,819$1,322$1,322
74. WORLD FUEL SVCS CORP2010-12-272013-07-31$2,891$2,710$181$181
34. TIME WARNER CABLE INC2010-12-232013-08-01$4,023$2,220$1,803$1,803
5. CORE LABORATORIES N V2011-08-082013-08-01$772$502$270$270
177. COACH INC2012-12-262013-08-02$9,476$9,639-$163-$163
45. METLIFE INC COM2013-06-032013-08-02$2,293$1,961$332$332
315. METLIFE INC COM2012-03-142013-08-02$16,050$11,836$4,214$4,214
53. TIME WARNER CABLE INC2010-12-232013-08-02$6,079$3,435$2,644$2,644
5. CORE LABORATORIES N V2011-08-082013-08-02$771$502$269$269
29. ABBVIE INC2013-02-272013-08-05$1,310$1,065$245$245
232. ALTRIA GROUP INC2011-05-052013-08-05$8,245$6,176$2,069$2,069
2. APPLE COMPUTER INC.2013-05-142013-08-05$938$888$50$50
92. AUTOMATIC DATA PROCESSING INC.2011-05-052013-08-05$6,581$4,925$1,656$1,656
43. BEST BUY COMPANY INC2013-05-302013-08-05$1,354$1,200$154$154
247. CAPITALSOURCE INC2013-07-292013-08-05$3,031$2,976$55$55
22. CINCINNATI FINANCIAL CORP2010-12-232013-08-05$1,081$708$373$373
24. COCA COLA CO.2011-02-242013-08-05$965$767$198$198
43. DOMINION RES INC VA NEW2010-11-082013-08-05$2,567$1,856$711$711
6. E I DU PONT DE NEMOURS & CO.2011-01-192013-08-05$358$297$61$61
32. ERIE INDEMNITY CO2012-06-152013-08-05$2,483$2,193$290$290
28. FIRSTMERIT CORP2013-07-232013-08-05$642$625$17$17
6. GAMESTOP CORP CL A2012-02-102013-08-05$304$139$165$165
89. HEALTHCARE SVCS GROUP INC2010-11-082013-08-05$2,230$1,472$758$758
19. J P MORGAN CHASE & CO2013-05-212013-08-05$1,072$1,010$62$62
71. JOHNSON & JOHNSON2011-05-052013-08-05$6,677$4,570$2,107$2,107
38. KINDER MORGAN INC2012-12-112013-08-05$1,425$1,276$149$149
63. KINDER MORGAN INC2012-05-102013-08-05$2,362$2,128$234$234
7. KRAFT FOODS GROUP INC2012-11-262013-08-05$397$317$80$80
11441.648 LAUDUS MONDRIAN EMG MKT INS2008-10-222013-08-05$100,000$53,433$46,567$46,567
11. M & T BK CORP COM2013-04-122013-08-05$1,311$1,102$209$209
25. MCDONALDS CORP.2012-07-102013-08-05$2,475$2,258$217$217
87. MERCK AND CO INC2012-06-062013-08-05$4,226$3,282$944$944
70. MICROSOFT CORP.2012-10-192013-08-05$2,231$2,021$210$210
2. MICROSOFT CORP.2011-01-192013-08-05$64$57$7$7
77. MONDELEZ INTERNATIONAL W I2012-09-122013-08-05$2,432$1,991$441$441
67. NOVARTIS AG ADR2011-10-312013-08-05$4,851$3,839$1,012$1,012
11. OCCIDENTAL PETROLEUM CORP.2013-04-152013-08-05$974$891$83$83
101. PHH CORP2013-01-112013-08-05$2,194$2,339-$145-$145
17. PACCAR INC2012-03-222013-08-05$962$779$183$183
5. PEPSICO INC.2010-11-082013-08-05$420$325$95$95
101. PFIZER INC.2010-12-232013-08-05$2,951$1,783$1,168$1,168
9. PHILIP MORRIS INTL2013-06-112013-08-05$801$824-$23-$23
30. PLUM CREEK TIMBER CO., INC.2011-02-242013-08-05$1,449$1,228$221$221
21. PRAXAIR INC.2012-01-262013-08-05$2,518$2,256$262$262
37. T. ROWE PRICE GROUP INC2012-06-042013-08-05$2,810$2,029$781$781
16. PUBLIC STORAGE 6.875% PFD2010-11-082013-08-05$408$421-$13-$13
26. PUBLIC STORAGE 5.9% PFD2012-02-022013-08-05$614$656-$42-$42
10. QUALCOMM CORP.2013-07-152013-08-05$657$612$45$45
25. REDWOOD TRUST INC2013-06-112013-08-05$419$471-$52-$52
60. TOTAL FINA ELF S.A. ADS REPSTG 1/2 OF A 'B' SH2011-01-282013-08-05$3,203$3,458-$255-$255
71. UNILEVER N V - NY SHARES2012-05-152013-08-05$2,863$2,345$518$518
48. UNITED TECHNOLOGIES CORP.2011-05-052013-08-05$5,133$4,061$1,072$1,072
17. V F CORP.2012-03-122013-08-05$3,429$2,500$929$929
87. VITAMIN SHOPPE INC2011-03-082013-08-05$4,182$2,925$1,257$1,257
18. WAL MART STORES INC.2013-02-222013-08-05$1,417$1,266$151$151
85. WINDSTREAM CORP2010-11-082013-08-05$733$1,062-$329-$329
50. ACCENTURE PLC CL A2012-05-142013-08-05$3,725$2,907$818$818
67. ONEBEACON INSURANCE GROUP LT CL A2012-01-122013-08-05$969$1,081-$112-$112
3. CORE LABORATORIES N V2011-08-082013-08-05$463$301$162$162
3. ANSYS INC2010-10-082013-08-06$268$124$144$144
11. CAPITALSOURCE INC2013-07-292013-08-06$135$133$2$2
34. FOSSIL GROUP INC2011-08-232013-08-06$4,293$2,917$1,376$1,376
30000. GOLDMAN SACHS GP 1.30139% 2/07/142011-02-022013-08-06$30,090$30,004$86$86
32704.462 LAUDUS MONDRIAN EMG MKT INS2008-10-222013-08-06$283,221$152,730$130,491$130,491
53. PHH CORP2013-01-112013-08-06$1,164$1,228-$64-$64
101. PHH CORP2013-01-042013-08-06$2,218$2,421-$203-$203
255. SAPIENT CORP2012-04-242013-08-06$3,496$3,055$441$441
165. AMERICAN EQUITY INVT LIFE HL2013-07-292013-08-07$3,153$3,013$140$140
37. CAPITALSOURCE INC2013-07-292013-08-07$442$446-$4-$4
461. CAPITALSOURCE INC2012-04-022013-08-07$5,504$3,089$2,415$2,415
14. FOSSIL GROUP INC2011-08-232013-08-07$1,710$1,201$509$509
127. SAPIENT CORP2012-05-022013-08-07$1,921$1,508$413$413
117. MAIDEN HOLDINGS LTD2013-07-292013-08-07$1,419$1,493-$74-$74
61. ANSYS INC2011-08-092013-08-08$5,376$3,236$2,140$2,140
16. APPLE COMPUTER INC.2012-12-172013-08-08$7,392$8,671-$1,279-$1,279
332. CAPITALSOURCE INC2012-06-202013-08-08$3,981$2,219$1,762$1,762
200. E I DU PONT DE NEMOURS & CO.2008-10-222013-08-08$11,964$6,477$5,487$5,487
13. FOSSIL GROUP INC2011-08-232013-08-08$1,586$1,115$471$471
330.00096 FREEPORT-MCMORAN COPPER & GOLD B2011-12-222013-08-08$10,184$12,051-$1,867-$1,867
319.99904 FREEPORT-MCMORAN COPPER & GOLD B2011-10-192013-08-08$9,875$11,500-$1,625-$1,625
42. INTERNATIONAL BUSINESS MACHINES CORP.2011-05-092013-08-08$7,926$7,087$839$839
240. EATON CORP PLC2012-11-302013-08-08$15,653$12,359$3,294$3,294
123. MAIDEN HOLDINGS LTD2013-07-292013-08-08$1,494$1,570-$76-$76
117. CAPITALSOURCE INC2012-06-202013-08-09$1,403$780$623$623
40000. U S TREASURY NT 0.375% 6/30/152013-07-082013-08-09$40,059$40,007$52$52
110. CAPITALSOURCE INC2011-12-272013-08-12$1,315$733$582$582
281. LKQ CORP2013-03-272013-08-12$8,549$6,041$2,508$2,508
540. ORBCOMM INC2013-07-292013-08-12$2,700$2,630$70$70
435000. U S TREASURY NT 0.375% 6/30/152013-07-082013-08-12$435,697$435,081$616$616
430000. U S TREASURY NT 0.375% 6/30/152013-07-082013-08-12$430,689$430,080$609$609
318. CAPITALSOURCE INC2012-05-252013-08-13$3,772$2,083$1,689$1,689
1684.97 F H L M C GD Q12936 3.000% 11/01/422013-05-232013-08-15$1,685$1,711-$26-$26
136. METLIFE INC COM2012-09-142013-08-19$6,483$4,966$1,517$1,517
259. METLIFE INC COM2012-02-102013-08-19$12,346$9,479$2,867$2,867
39. MONRO MUFFLER BRAKE INC2011-10-032013-08-19$1,689$1,268$421$421
43. MONRO MUFFLER BRAKE INC2011-10-032013-08-20$1,881$1,398$483$483
187. NETAPP INC2008-10-152013-08-20$7,782$2,359$5,423$5,423
14. MASTERCARD INC2009-01-162013-08-21$8,703$1,737$6,966$6,966
17. MONRO MUFFLER BRAKE INC2012-12-072013-08-21$730$540$190$190
11. MONRO MUFFLER BRAKE INC2011-10-032013-08-21$472$358$114$114
62. NETAPP INC2008-10-152013-08-21$2,582$782$1,800$1,800
35000. AMERICAN EXPRESS 7.000% 3/19/182012-03-052013-08-22$41,827$41,324$503$503
35000. AMERICAN EXPRESS 7.000% 3/19/182012-03-062013-08-22$41,827$41,324$503$503
515. BEST BUY COMPANY INC2013-06-032013-08-22$18,012$14,022$3,990$3,990
12. DECKERS OUTDOOR CORP2013-06-032013-08-22$714$647$67$67
30000. FEDEX CORP 8.000% 1/15/192012-10-012013-08-22$37,244$38,775-$1,531-$1,531
40000. GOLDMAN SACHS GP 1.30139% 2/07/142011-02-022013-08-22$40,131$40,013$118$118
35000. JPMORGAN CHASE 6.300% 4/23/192012-05-152013-08-22$40,389$39,817$572$572
13. MASTERCARD INC2009-01-162013-08-22$8,059$1,613$6,446$6,446
35000. PEPSICO INC 7.900% 11/01/182013-05-242013-08-22$44,186$45,856-$1,670-$1,670
35000. PEPSICO INC 7.900% 11/01/182013-05-242013-08-22$44,186$45,744-$1,558-$1,558
203. DECKERS OUTDOOR CORP2013-06-032013-08-23$12,093$10,938$1,155$1,155
35000. JOHN DEERE CAP MTN 5.750% 9/10/182013-05-312013-08-23$40,501$41,693-$1,192-$1,192
40000. KELLOGG CO 4.150% 11/15/192013-05-032013-08-23$43,023$44,974-$1,951-$1,951
13. MASTERCARD INC2009-01-162013-08-23$8,099$1,613$6,486$6,486
30000. PORT AUTH NY NJ 5.309% 12/01/192011-03-082013-08-23$33,285$31,112$2,173$2,173
3911.23 F N M A #AJ5336 3.000% 11/01/262012-06-062013-08-25$3,911$4,008-$97-$97
1511.27 F N M A #AQ9044 3.500% 12/01/422013-01-242013-08-25$1,511$1,596-$85-$85
1237.99 F N M A #AR1150 3.000% 1/01/432013-01-102013-08-25$1,238$1,287-$49-$49
542.19 F N M A #AR7905 3.000% 3/01/282013-07-082013-08-25$542$554-$12-$12
89.71 F N M A #AT9143 3.500% 7/01/432013-07-152013-08-25$90$91-$1-$1
80.73 F N M A #AT9143 3.500% 7/01/432013-07-152013-08-25$81$82-$1-$1
101.37 F N M A #AT9189 3.500% 7/01/432013-07-152013-08-25$101$102-$1-$1
102.29 F N M A #663238 5.500% 9/01/322002-09-192013-08-25$102$103-$1-$1
121.83 F N M A #744805 1.892% 11/01/332003-12-102013-08-25$122$122
4405.91 F N M A #AC4824 3.581% 10/01/392010-10-012013-08-25$4,406$4,520-$114-$114
12. MASTERCARD INC2009-01-162013-08-26$7,433$1,489$5,944$5,944
14. MASTERCARD INC2009-01-162013-08-27$8,519$1,737$6,782$6,782
5000. TIFT CNTY GA HOSP 4.000% 12/01/422013-01-092013-08-27$3,978$5,000-$1,022-$1,022
20000. JOHNS HOPKINS HEALTH 1.424% 5/15/182013-05-012013-08-28$19,140$20,000-$860-$860
26. MASTERCARD INC2009-01-162013-08-28$15,866$3,225$12,641$12,641
6. CORE LABORATORIES N V2011-08-082013-08-28$928$602$326$326
27. MASTERCARD INC2009-01-162013-08-29$16,594$3,349$13,245$13,245
15. MASTERCARD INC2009-01-162013-08-30$9,117$1,861$7,256$7,256
180. COACH INC2013-01-232013-09-04$9,662$9,610$52$52
593. E I DU PONT DE NEMOURS & CO.2012-07-252013-09-04$33,842$28,644$5,198$5,198
45000. FLORIDA ST HURRICANE 2.107% 7/01/182013-04-102013-09-04$43,065$45,000-$1,935-$1,935
16000. ALLEGHANY CORP 4.950% 6/27/222013-05-032013-09-05$16,542$18,174-$1,632-$1,632
9. CORE LABORATORIES N V2011-08-082013-09-05$1,403$904$499$499
30000. BANK OF AMER CORP 7.625% 6/01/192013-01-102013-09-06$35,764$37,759-$1,995-$1,995
200. DECKERS OUTDOOR CORP2013-06-032013-09-06$12,322$9,152$3,170$3,170
148060.03 F H L M C GD Q12936 3.000% 11/01/422013-05-232013-09-06$139,662$150,298-$10,636-$10,636
35000. GOLDMAN SACHS GR 6.150% 4/01/182013-08-062013-09-06$39,325$39,885-$560-$560
45000. KELLOGG CO 4.150% 11/15/192013-05-032013-09-06$48,264$50,565-$2,301-$2,301
40000. MEDCO HLTH SOLUTIONS 4.125% 9/15/202012-11-072013-09-06$40,710$43,885-$3,175-$3,175
35000. MORGAN STANLEY 5.625% 9/23/192013-01-142013-09-06$38,224$39,479-$1,255-$1,255
1. CORE LABORATORIES N V2011-08-082013-09-06$157$100$57$57
55. SHFL ENTERTAINMENT INC2012-10-082013-09-09$1,249$847$402$402
108. SHFL ENTERTAINMENT INC2012-05-222013-09-09$2,452$1,653$799$799
36496.35 VANGUARD LTD TERM TE FD ADM2012-08-032013-09-09$400,000$408,394-$8,394-$8,394
11. ANSYS INC2010-10-082013-09-10$963$453$510$510
72. SHFL ENTERTAINMENT INC2012-06-112013-09-10$1,637$1,078$559$559
102. SHFL ENTERTAINMENT INC2013-01-072013-09-10$2,319$1,504$815$815
90926.1 U S TREASURY I P S 0.125% 4/15/182013-08-122013-09-10$91,782$94,241-$2,459-$2,459
8. ANSYS INC2010-10-082013-09-11$705$330$375$375
117. SHFL ENTERTAINMENT INC2012-06-112013-09-11$2,665$1,681$984$984
161. WORLD FUEL SVCS CORP2013-07-292013-09-11$6,085$6,598-$513-$513
78. WORLD FUEL SVCS CORP2011-02-092013-09-11$2,948$3,097-$149-$149
12. ANSYS INC2010-10-082013-09-12$1,061$494$567$567
40000. CATERPILLAR FINL MTN 2.650% 4/01/162013-02-062013-09-12$41,483$41,890-$407-$407
40. SHFL ENTERTAINMENT INC2012-06-112013-09-12$909$575$334$334
159. WORLD FUEL SVCS CORP2011-05-032013-09-12$5,937$6,056-$119-$119
. PROCEEDS FROM SECURITIES LITIGATION2013-09-12$17$17$17
. PROCEEDS OF LITIGATION FROM MARSH AND MCLENNAN2013-09-12$61$61$61
. PROCEEDS OF LITIGATION FROM MARSH AND MCLENNAN2013-09-12$291$291$291
261660.73 F N M A #AR1150 3.000% 1/01/432013-01-102013-09-13$247,760$272,035-$24,275-$24,275
136. SHFL ENTERTAINMENT INC2012-12-282013-09-13$3,088$1,937$1,151$1,151
1. SHFL ENTERTAINMENT INC2012-06-112013-09-13$23$14$9$9
10000. TIFT CNTY GA HOSP 4.000% 12/01/422013-01-092013-09-13$7,955$10,000-$2,045-$2,045
25000. U S TREASURY NT 1.250% 10/31/152012-10-222013-09-13$25,391$25,521-$130-$130
40000. VERIZON COMM 2.000% 11/01/162013-07-222013-09-13$40,249$40,968-$719-$719
148. WORLD FUEL SVCS CORP2011-05-052013-09-13$5,583$5,285$298$298
953.16 F H L M C GD Q12936 3.000% 11/01/422013-05-232013-09-15$953$968-$15-$15
2. ANSYS INC2010-10-082013-09-16$176$82$94$94
100. CARBO CERAMICS INC2012-02-082013-09-16$9,938$9,176$762$762
148. SHFL ENTERTAINMENT INC2012-06-072013-09-16$3,348$2,048$1,300$1,300
23. SHFL ENTERTAINMENT INC2012-12-192013-09-16$520$316$204$204
17. WORLD FUEL SVCS CORP2010-12-272013-09-16$637$623$14$14
4. ANSYS INC2010-10-082013-09-17$351$165$186$186
179. KNIGHT TRANSN INC2011-03-132013-09-17$2,877$3,666-$789-$789
165. MICROSOFT CORP.2013-06-032013-09-17$5,438$5,798-$360-$360
155. MICROSOFT CORP.2011-03-042013-09-17$5,108$4,058$1,050$1,050
125000. NEW JERSEY ST TRANSN 6.104% 12/15/282012-02-282013-09-17$134,438$140,088-$5,650-$5,650
21. SHFL ENTERTAINMENT INC2012-12-042013-09-17$474$287$187$187
89. SHFL ENTERTAINMENT INC2012-06-062013-09-17$2,010$1,123$887$887
59. WORLD FUEL SVCS CORP2010-12-272013-09-17$2,200$2,161$39$39
8. ANSYS INC2010-10-082013-09-18$699$330$369$369
112. KNIGHT TRANSN INC2011-03-132013-09-18$1,797$2,212-$415-$415
55. SHFL ENTERTAINMENT INC2012-06-062013-09-18$1,241$694$547$547
65. WORLD FUEL SVCS CORP2010-12-272013-09-18$2,421$2,381$40$40
25000. JOHNS HOPKINS HEALTH 1.424% 5/15/182013-05-012013-09-19$24,050$25,000-$950-$950
64. MCDONALDS CORP.2012-07-102013-09-19$6,250$5,425$825$825
65. MCDONALDS CORP.2012-11-082013-09-19$6,348$5,607$741$741
55. SHFL ENTERTAINMENT INC2012-06-062013-09-19$1,242$694$548$548
45. WORLD FUEL SVCS CORP2010-12-272013-09-19$1,686$1,648$38$38
125. AMERICAN EQUITY INVT LIFE HL2013-07-292013-09-20$2,599$2,283$316$316
285. PHH CORP2013-01-112013-09-20$6,954$6,631$323$323
160. MAIDEN HOLDINGS LTD2013-07-292013-09-20$2,112$2,042$70$70
. PROCEEDS OF LITIGATION FROM RH DONNELLY2013-09-20$12$12$12
20000. SOUTHWEST AIRLINES 5.125% 3/01/172013-04-262013-09-24$22,061$22,158-$97-$97
15000. SOUTHWEST AIRLINES 5.125% 3/01/172013-04-262013-09-24$16,546$16,619-$73-$73
140. MAIDEN HOLDINGS LTD2013-07-292013-09-24$1,844$1,787$57$57
74. BORG WARNER AUTOMOTIVE INC2013-04-262013-09-25$7,519$5,786$1,733$1,733
2. BORG WARNER AUTOMOTIVE INC2011-05-092013-09-25$203$153$50$50
2715.26 F N M A #AJ5336 3.000% 11/01/262012-06-062013-09-25$2,715$2,781-$66-$66
3975.52 F N M A #AQ9044 3.500% 12/01/422013-01-242013-09-25$3,976$4,196-$220-$220
534.77 F N M A #AR1150 3.000% 1/01/432013-01-102013-09-25$535$556-$21-$21
574.3 F N M A #AR7905 3.000% 3/01/282013-07-082013-09-25$574$587-$13-$13
83.82 F N M A #AT9143 3.500% 7/01/432013-07-152013-09-25$84$85-$1-$1
75.44 F N M A #AT9143 3.500% 7/01/432013-07-152013-09-25$75$76-$1-$1
57.59 F N M A #AT9189 3.500% 7/01/432013-07-152013-09-25$58$58
106.03 F N M A #663238 5.500% 9/01/322002-09-192013-09-25$106$106
122.08 F N M A #744805 1.892% 11/01/332003-12-102013-09-25$122$123-$1-$1
5276.98 F N M A #AC4824 3.581% 10/01/392010-10-012013-09-25$5,277$5,411-$134-$134
320. INTERNATIONAL BUSINESS MACHINES CORP.2011-05-092013-09-25$60,414$43,548$16,866$16,866
69. MIDDLEBY CORP2013-05-032013-09-25$14,664$9,081$5,583$5,583
255. PHH CORP2013-07-292013-09-25$6,071$5,901$170$170
123. STARBUCKS CORP.2011-05-092013-09-25$9,368$4,486$4,882$4,882
97. WORLD FUEL SVCS CORP2010-12-272013-09-25$3,566$3,553$13$13
195. ACCENTURE PLC CL A2011-05-092013-09-25$14,625$10,791$3,834$3,834
67. TRIMAS CORP2013-07-292013-09-26$2,534$2,524$10$10
30000. U S TREASURY NT 1.250% 10/31/152012-09-212013-09-26$30,541$30,574-$33-$33
255000. U S TREASURY NT 1.250% 10/31/152013-07-292013-09-26$259,602$259,680-$78-$78
73. WORLD FUEL SVCS CORP2010-12-272013-09-26$2,720$2,674$46$46
280. AMERICAN EQUITY INVT LIFE HL2013-07-292013-09-27$5,924$5,113$811$811
122. PHH CORP2013-07-292013-09-27$2,873$2,749$124$124
20. TRIMAS CORP2013-07-292013-09-27$745$753-$8-$8
50. WORLD FUEL SVCS CORP2011-05-182013-09-27$1,863$1,828$35$35
103. ARM HLDGS PLC A D R2013-08-082013-09-30$4,972$4,263$709$709
32. CARBO CERAMICS INC2012-02-082013-09-30$3,180$2,936$244$244
10. CHIPOTLE MEXICAN GRILL INC2012-07-262013-09-30$4,286$2,921$1,365$1,365
138. PHH CORP2013-07-292013-09-30$3,259$3,109$150$150
46. STARBUCKS CORP.2012-11-012013-09-30$3,535$2,130$1,405$1,405
58. TRIMAS CORP2013-07-292013-09-30$2,154$2,185-$31-$31
115. WABTEC COM2012-01-302013-09-30$7,194$4,130$3,064$3,064
70. WORLD FUEL SVCS CORP2011-05-182013-09-30$2,604$2,532$72$72
16. WORLD FUEL SVCS CORP2012-10-082013-09-30$595$576$19$19
63. CARBO CERAMICS INC2012-02-292013-10-01$6,270$5,778$492$492
324. MERCK AND CO INC2012-06-062013-10-01$15,746$11,959$3,787$3,787
27. STARBUCKS CORP.2012-11-012013-10-01$2,081$1,250$831$831
34. WORLD FUEL SVCS CORP2011-05-052013-10-01$1,292$1,198$94$94
16. STARBUCKS CORP.2012-11-012013-10-02$1,229$741$488$488
22. WORLD FUEL SVCS CORP2011-05-052013-10-02$817$775$42$42
75. ORBCOMM INC2013-07-292013-10-03$396$365$31$31
70. VISHAY PRECISION GROUP2011-07-132013-10-03$1,033$1,257-$224-$224
. PROCEEDS OF LITIGATION FROM TYCO INTL LTD NEW2013-10-03$310$310$310
. PROCEEDS OF LITIGATION FROM TYCO INTL LTD NEW2013-10-03$759$759$759
. PROCEEDS OF LITIGATION FROM TYCO INTL LTD NEW2013-10-03$206$206$206
100. CARBO CERAMICS INC2012-02-292013-10-04$9,950$9,058$892$892
175. OCEANFIRST FINL CORP2013-07-292013-10-04$2,946$3,109-$163-$163
30. VISHAY PRECISION GROUP2011-04-292013-10-04$443$495-$52-$52
10. APPLE COMPUTER INC.2012-11-082013-10-07$4,906$5,812-$906-$906
10. APPLE COMPUTER INC.2013-01-312013-10-08$4,846$5,059-$213-$213
137. APPLIED MICRO CIRCUITS CORP2010-03-252013-10-08$1,716$1,150$566$566
105. INCYTE PHARMACEUTICALS INC2013-06-182013-10-08$3,779$2,259$1,520$1,520
180. MERCK AND CO INC2013-06-032013-10-08$8,579$8,787-$208-$208
147. MERCK AND CO INC2011-05-052013-10-08$7,028$5,306$1,722$1,722
255. PHH CORP2013-07-292013-10-08$6,306$5,745$561$561
203. APPLIED MICRO CIRCUITS CORP2010-03-252013-10-09$2,473$1,622$851$851
1060. A R I A D PHARMACEUTICALS INC2013-08-212013-10-09$5,280$18,827-$13,547-$13,547
117. CITRIX SYSTEMS INC2008-09-292013-10-09$7,820$2,863$4,957$4,957
140. DECKERS OUTDOOR CORP2013-01-152013-10-09$8,702$5,510$3,192$3,192
45000. EASTMAN CHEMICAL CO 2.400% 6/01/172013-02-132013-10-09$45,663$46,346-$683-$683
119. INCYTE PHARMACEUTICALS INC2013-06-192013-10-09$4,064$2,527$1,537$1,537
228. ACTUANT CORP CL A NEW2013-07-292013-10-10$8,488$7,719$769$769
107. ACTUANT CORP CL A NEW2012-02-092013-10-10$3,984$2,917$1,067$1,067
182. APPLIED MICRO CIRCUITS CORP2010-02-042013-10-10$2,320$1,449$871$871
40000. CARNIVAL CORP 1.875% 12/15/172013-07-032013-10-10$38,931$38,861$70$70
246. CITRIX SYSTEMS INC2008-10-222013-10-10$14,478$5,247$9,231$9,231
26. APPLIED MICRO CIRCUITS CORP2010-02-042013-10-11$337$207$130$130
145. APPLIED MICRO CIRCUITS CORP2010-02-042013-10-11$1,876$1,153$723$723
91. CITRIX SYSTEMS INC2008-10-222013-10-11$5,386$1,851$3,535$3,535
58. INCYTE PHARMACEUTICALS INC2013-06-112013-10-11$2,147$1,197$950$950
16000. STARBUCKS CORP 6.250% 8/15/172011-04-262013-10-11$18,658$17,472$1,186$1,186
10000. STARBUCKS CORP 6.250% 8/15/172013-05-132013-10-11$11,661$11,793-$132-$132
6000. STARBUCKS CORP 6.250% 8/15/172011-04-272013-10-11$6,997$6,557$440$440
433. ACCELRYS INC2013-04-302013-10-14$4,151$4,250-$99-$99
31. ACUITY BRANDS INC2011-07-292013-10-14$3,057$1,498$1,559$1,559
75. ADVISORY BOARD CO2013-06-032013-10-14$4,870$3,882$988$988
71. ANN INC2010-06-282013-10-14$2,431$1,249$1,182$1,182
235. APPLIED MICRO CIRCUITS CORP2010-02-042013-10-14$3,190$1,869$1,321$1,321
15. ASCENT CAPITAL GROUP INC A2013-08-212013-10-14$1,314$1,044$270$270
45. ASCENT CAPITAL GROUP INC A2012-10-092013-10-14$3,941$1,930$2,011$2,011
21.9996 BJS RESTAURANTS INC2013-06-112013-10-14$634$837-$203-$203
79.0004 BJS RESTAURANTS INC2013-05-312013-10-14$2,275$3,020-$745-$745
99. BROADSOFT INC2012-10-082013-10-14$3,651$3,417$234$234
78. BROADRIDGE FINANCIAL SOLUTIONS INC2012-10-082013-10-14$2,545$1,781$764$764
132. BROADRIDGE FINANCIAL SOLUTIONS INC2013-03-272013-10-14$4,306$3,147$1,159$1,159
60. CAVIUM INC2011-09-282013-10-14$2,477$1,742$735$735
35. CHARLES RIV LABORATORIES INTL INC2013-04-232013-10-14$1,619$1,491$128$128
118. CITRIX SYSTEMS INC2008-10-222013-10-14$6,918$2,400$4,518$4,518
40. COLFAX CORP2013-02-082013-10-14$2,261$1,689$572$572
7. COMMVAULT SYSTEMS INC2012-12-042013-10-14$614$471$143$143
57. COMMVAULT SYSTEMS INC2012-10-092013-10-14$5,002$1,618$3,384$3,384
6. CONCUR TECHNOLOGIES INC2012-12-072013-10-14$650$381$269$269
27. CONCUR TECHNOLOGIES INC2012-10-092013-10-14$2,923$1,110$1,813$1,813
218. CORELOGIC INC2013-07-302013-10-14$6,029$6,125-$96-$96
38. CORPORATE EXECUTIVE BRD CO2012-10-052013-10-14$2,851$2,048$803$803
30. CORPORATE EXECUTIVE BRD CO2013-02-282013-10-14$2,251$1,626$625$625
35. COSTAR GROUP2011-08-052013-10-14$5,781$1,946$3,835$3,835
87. COVANCE INC2010-07-302013-10-14$7,504$3,264$4,240$4,240
19. CVENT INC2013-08-082013-10-14$639$399$240$240
180. DIGITALGLOBE INC2013-09-172013-10-14$5,438$5,792-$354-$354
161. ENDOLOGIX INC2013-05-012013-10-14$2,686$2,372$314$314
301. EXFO INC2011-06-032013-10-14$1,610$2,835-$1,225-$1,225
51.99531 FAIR ISAAC & CO INC2013-10-082013-10-14$2,857$2,887-$30-$30
19.00469 FAIR ISAAC & CO INC2013-10-082013-10-14$1,044$1,061-$17-$17
72. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/20112012-10-112013-10-14$3,985$2,876$1,109$1,109
55. HARMAN INTERNATIONAL2009-03-132013-10-14$3,748$650$3,098$3,098
80. HEICO CORP2013-06-032013-10-14$5,318$3,746$1,572$1,572
46. HELIX ENERGY SOLUTIONS GROUP INC2013-07-302013-10-14$1,129$1,144-$15-$15
131. HELIX ENERGY SOLUTIONS GROUP INC2013-02-062013-10-14$3,215$3,214$1$1
110. HEXCEL CORP NEW COM2011-09-012013-10-14$4,411$2,547$1,864$1,864
95. HOMEAWAY INC2012-10-082013-10-14$2,741$2,449$292$292
95. HOMEAWAY INC2013-07-302013-10-14$2,741$2,888-$147-$147
73. IDEX CORP2012-10-092013-10-14$4,815$1,758$3,057$3,057
9. IDEX CORP2012-12-042013-10-14$594$402$192$192
34. IDEXX LABORATORIES CORP2012-10-092013-10-14$3,588$2,098$1,490$1,490
163. INCYTE PHARMACEUTICALS INC2013-06-202013-10-14$6,031$2,930$3,101$3,101
59. INCYTE PHARMACEUTICALS INC2011-12-162013-10-14$2,183$813$1,370$1,370
27. INFORMATICA CORP2013-08-272013-10-14$1,042$984$58$58
150. INFORMATICA CORP2012-09-102013-10-14$5,792$5,723$69$69
169. INTERACTIVE INTELLIGENCE GRO2012-03-052013-10-14$10,952$5,004$5,948$5,948
38. INTERACTIVE INTELLIGENCE GRO2013-03-072013-10-14$2,463$1,397$1,066$1,066
319. KNIGHT TRANSN INC2011-03-152013-10-14$5,343$6,279-$936-$936
31. LANDSTAR SYS INC.2012-08-062013-10-14$1,745$1,558$187$187
44. LANDSTAR SYS INC.2013-07-302013-10-14$2,477$2,293$184$184
18. MAXIMUS INC2012-12-042013-10-14$849$568$281$281
151. MAXIMUS INC2012-10-092013-10-14$7,120$3,249$3,871$3,871
174. PEGASYSTEMS INC2012-09-102013-10-14$6,767$5,083$1,684$1,684
9. PRICE SMART INC2012-12-072013-10-14$899$704$195$195
41. PRICE SMART INC2012-04-192013-10-14$4,096$3,193$903$903
107. PROSPERITY BANCSHARES INC2013-07-172013-10-14$6,813$6,091$722$722
805. QUIKSILVER INC2013-07-172013-10-14$5,635$5,388$247$247
251. RIVERBED TECHNOLOGY INC2013-02-202013-10-14$3,619$4,095-$476-$476
162. ROADRUNNER TRANSPORTATION SY2010-10-132013-10-14$4,358$1,938$2,420$2,420
33. ROCKWOOD HLDGS INC2012-12-202013-10-14$2,154$1,533$621$621
35. ROCKWOOD HLDGS INC2012-10-062013-10-14$2,285$1,319$966$966
104. SAPIENT CORP2012-05-022013-10-14$1,606$1,228$378$378
52. HENRY SCHEIN INC2008-10-222013-10-14$5,590$2,388$3,202$3,202
66. SEATTLE GENETICS INC /WA2013-06-202013-10-14$2,597$2,102$495$495
67. SEATTLE GENETICS INC /WA2012-09-072013-10-14$2,636$1,937$699$699
56. SUSSER HOLDINGS CORP2013-08-262013-10-14$2,972$2,676$296$296
28. ULTIMATE SOFTWARE GROUP INC2012-10-092013-10-14$4,028$1,321$2,707$2,707
6. ULTIMATE SOFTWARE GROUP INC2012-12-072013-10-14$863$564$299$299
54. UNITED RENTALS INC2012-01-162013-10-14$3,121$2,095$1,026$1,026
46. UNITED RENTALS INC2012-12-202013-10-14$2,659$2,017$642$642
17. VALMONT INDS INC2010-10-062013-10-14$2,277$1,231$1,046$1,046
118. VOLCANO CORP2012-10-092013-10-14$2,851$3,315-$464-$464
84. WASTE CONNECTIONS INC2012-12-202013-10-14$3,807$2,798$1,009$1,009
107. WASTE CONNECTIONS INC2012-03-102013-10-14$4,850$3,402$1,448$1,448
191. GENPACT LIMITED2012-10-092013-10-14$3,723$3,009$714$714
46. GENPACT LIMITED2012-12-072013-10-14$897$728$169$169
309. U T I WORLDWIDE INC2008-01-052013-10-14$4,598$5,861-$1,263-$1,263
405. BEST BUY COMPANY INC2013-06-032013-10-15$16,622$10,294$6,328$6,328
94. CITRIX SYSTEMS INC2008-10-222013-10-15$5,451$1,912$3,539$3,539
53. SEATTLE GENETICS INC /WA2012-09-202013-10-15$2,106$1,499$607$607
431. BEST BUY COMPANY INC2013-05-312013-10-16$17,998$9,932$8,066$8,066
213. TOTAL FINA ELF S.A. ADS REPSTG 1/2 OF A 'B' SH2011-01-282013-10-16$12,763$12,218$545$545
24000. STARBUCKS CORP 6.250% 8/15/172011-04-262013-10-17$28,041$26,201$1,840$1,840
24000. STARBUCKS CORP 6.250% 8/15/172011-04-272013-10-17$28,041$26,206$1,835$1,835
2192. TMS INTERNATIONAL CORP A2013-08-232013-10-17$38,360$31,481$6,879$6,879
141. TOTAL FINA ELF S.A. ADS REPSTG 1/2 OF A 'B' SH2010-11-082013-10-17$8,506$7,950$556$556
55. VALMONT INDS INC2010-10-062013-10-17$7,247$3,982$3,265$3,265
157. CINCINNATI FINANCIAL CORP2010-12-232013-10-22$7,863$5,051$2,812$2,812
54. MAXIMUS INC2013-07-292013-10-23$2,684$2,037$647$647
352. RIVERBED TECHNOLOGY INC2013-06-112013-10-23$5,001$5,693-$692-$692
115. CIMAREX ENERGY CO2013-06-032013-10-24$11,951$7,986$3,965$3,965
130. DANAHER CORP2011-05-092013-10-24$9,315$7,049$2,266$2,266
25. MAXIMUS INC2013-07-292013-10-24$1,243$943$300$300
117. RIVERBED TECHNOLOGY INC2013-02-212013-10-24$1,653$1,887-$234-$234
215. STARZ A2013-07-292013-10-24$6,564$4,985$1,579$1,579
23. TRIMAS CORP2013-07-292013-10-24$964$866$98$98
340. DECKERS OUTDOOR CORP2013-01-242013-10-25$22,862$13,269$9,593$9,593
2333.89 F N M A #AJ5336 3.000% 11/01/262012-06-062013-10-25$2,334$2,389-$55-$55
3026.36 F N M A #AQ9044 3.500% 12/01/422013-01-242013-10-25$3,026$3,192-$166-$166
551.52 F N M A #AR7905 3.000% 3/01/282013-07-082013-10-25$552$563-$11-$11
318.24 F N M A #AT9143 3.500% 7/01/432013-07-152013-10-25$318$322-$4-$4
286.41 F N M A #AT9143 3.500% 7/01/432013-07-152013-10-25$286$289-$3-$3
53.99 F N M A #AT9189 3.500% 7/01/432013-07-152013-10-25$54$55-$1-$1
101.73 F N M A #663238 5.500% 9/01/322002-09-192013-10-25$102$102
4446.73 F N M A GTD REMIC 5.500% 9/25/322013-09-242013-10-25$4,447$4,580-$133-$133
122.8 F N M A #744805 1.892% 11/01/332003-12-102013-10-25$123$123
187.59 F N M A #AC4824 3.581% 10/01/392010-10-012013-10-25$188$192-$4-$4
1. MAXIMUS INC2013-07-292013-10-25$50$38$12$12
35000. POTASH CORP 5.250% 5/15/142010-06-072013-10-25$35,882$35,506$376$376
117. TRIMAS CORP2013-07-292013-10-25$4,888$4,408$480$480
50. MAXIMUS INC2013-07-292013-10-28$2,457$1,887$570$570
6. ANSYS INC2010-10-082013-10-29$527$247$280$280
8. GOOGLE INC CL A2010-01-202013-10-29$8,124$4,622$3,502$3,502
7. ANSYS INC2010-10-082013-10-30$616$288$328$328
950. MONDELEZ INTERNATIONAL W I2012-09-122013-10-30$32,076$21,034$11,042$11,042
444. PEPSICO INC.2011-10-192013-10-30$37,655$28,430$9,225$9,225
54. TIME WARNER CABLE INC2010-11-082013-10-30$6,349$3,348$3,001$3,001
59. TRIMAS CORP2013-07-292013-10-30$2,222$2,223-$1-$1
12. APPLE COMPUTER INC.2012-12-172013-10-31$6,269$6,154$115$115
6. APPLE COMPUTER INC.2011-05-092013-10-31$3,135$2,091$1,044$1,044
237. CARBO CERAMICS INC2013-06-032013-10-31$28,596$16,309$12,287$12,287
154. CARBO CERAMICS INC2012-03-052013-10-31$18,582$13,498$5,084$5,084
992. CHURCH & DWIGHT CO. INC.2011-05-092013-10-31$64,511$35,622$28,889$28,889
40000. POTASH CORP 3.250% 12/01/172013-05-312013-10-31$42,371$42,554-$183-$183
50. TRIMAS CORP2013-07-292013-10-31$1,881$1,884-$3-$3
40000. AT T INC 0.800% 12/01/152013-02-112013-11-01$39,911$39,989-$78-$78
.25 HEICO CORP2012-11-202013-11-01$13$10$3$3
46. TRIMAS CORP2013-07-292013-11-01$1,702$1,733-$31-$31
24000. VERIZON 1.99285% 9/14/182013-09-132013-11-01$25,333$24,876$457$457
570. ABERCROMBIE & FITCH CO CL A2013-07-192013-11-04$21,855$28,209-$6,354-$6,354
135. ACTUANT CORP CL A NEW2012-02-092013-11-04$5,239$3,619$1,620$1,620
270. AIR METHODS CORP2013-08-052013-11-04$11,740$10,617$1,123$1,123
223. ALBANY INTL CORP CL A2013-10-252013-11-04$8,179$8,073$106$106
127. ALBANY INTL CORP CL A2013-10-302013-11-04$4,658$4,705-$47-$47
545. AMERICAN CAPITAL LTD2013-09-272013-11-04$7,881$7,511$370$370
415. AMERICAN EQUITY INVT LIFE HL2013-07-292013-11-04$8,312$6,113$2,199$2,199
80. APPLE COMPUTER INC.2013-09-172013-11-04$41,832$37,992$3,840$3,840
175. ASCENT CAPITAL GROUP INC A2013-07-292013-11-04$14,646$14,161$485$485
180. ASSURANT INC2013-07-292013-11-04$10,593$9,520$1,073$1,073
840. BEST BUY COMPANY INC2013-02-192013-11-04$36,406$14,662$21,744$21,744
690. BOINGO WIRELESS INC2012-03-012013-11-04$4,760$6,341-$1,581-$1,581
185. BRISTOW GROUP INC2013-10-302013-11-04$14,604$13,830$774$774
565. BROADRIDGE FINANCIAL SOLUTIONS INC2013-07-292013-11-04$19,972$16,128$3,844$3,844
500. CYS INVESTMENTS INC2012-02-252013-11-04$4,252$6,557-$2,305-$2,305
299.99944 CANADIAN NATURAL RESOURCES LTD2013-01-302013-11-04$9,354$9,418-$64-$64
545.00056 CANADIAN NATURAL RESOURCES LTD2013-07-112013-11-04$16,993$17,452-$459-$459
370. CAPITOL FEDERAL FINANCIAL INC2013-07-292013-11-04$4,610$4,699-$89-$89
80. CASEYS GEN STORES INC2013-07-292013-11-04$5,977$5,377$600$600
165. CATO CORP CL A2012-02-092013-11-04$4,984$4,773$211$211
120. CIMAREX ENERGY CO2012-01-272013-11-04$12,695$6,939$5,756$5,756
15. CIMAREX ENERGY CO2013-06-032013-11-04$1,587$1,042$545$545
1325. CISCO SYSTEMS2013-10-082013-11-04$29,905$31,990-$2,085-$2,085
310. CITY NATL CORP2013-08-062013-11-04$22,367$21,848$519$519
305. CORE MARK HLDG CO INC2013-07-292013-11-04$21,209$19,470$1,739$1,739
560. CORELOGIC INC2013-07-292013-11-04$18,737$15,410$3,327$3,327
100. DST SYSTEMS INC-DEL2013-07-292013-11-04$8,560$6,957$1,603$1,603
145. DECKERS OUTDOOR CORP2013-01-242013-11-04$10,023$5,588$4,435$4,435
2485. DENNYS CORP2013-07-292013-11-04$15,701$14,566$1,135$1,135
127. DESTINATION MATERNITY CORP2013-10-232013-11-04$3,916$3,938-$22-$22
248. DESTINATION MATERNITY CORP2013-10-162013-11-04$7,647$7,775-$128-$128
295. DIGITALGLOBE INC2013-07-292013-11-04$10,204$9,619$585$585
235. E I DU PONT DE NEMOURS & CO.2008-11-052013-11-04$14,057$7,521$6,536$6,536
525. ECHOSTAR CORPORATION A2013-07-292013-11-04$24,485$20,880$3,605$3,605
232.99901 ENPRO INDUSTRIES INC2013-10-142013-11-04$13,390$13,924-$534-$534
7.00099 ENPRO INDUSTRIES INC2013-07-192013-11-04$402$413-$11-$11
715. FIRSTMERIT CORP2013-05-312013-11-04$15,816$13,583$2,233$2,233
435. FIRSTMERIT CORP2013-10-212013-11-04$9,626$9,793-$167-$167
145. FLUOR CORP NEW COM2011-06-142013-11-04$10,879$9,239$1,640$1,640
325. FLUOR CORP NEW COM2013-06-032013-11-04$24,383$20,225$4,158$4,158
53. FOREST CITY ENTERPRISES INC CL A2013-10-292013-11-04$1,085$1,082$3$3
202. FOREST CITY ENTERPRISES INC CL A2013-10-252013-11-04$4,135$4,139-$4-$4
770. FREEPORT-MCMORAN COPPER & GOLD B2011-11-212013-11-04$28,475$27,256$1,219$1,219
940. GFI GROUP INC2012-02-092013-11-04$3,131$4,230-$1,099-$1,099
340. GFI GROUP INC2013-07-292013-11-04$1,132$1,397-$265-$265
434.9997 GUESS INC2012-03-152013-11-04$13,678$14,496-$818-$818
295.0003 GUESS INC2013-06-032013-11-04$9,276$9,287-$11-$11
860. HARTFORD FINANCIAL SERVICES GROUP INC2013-06-032013-11-04$28,964$24,023$4,941$4,941
1005. HOLOGIC INC2013-04-192013-11-04$22,482$21,415$1,067$1,067
165. INNOPHOS HOLDINGS2013-03-212013-11-04$8,059$8,724-$665-$665
165. K M G CHEMICALS INC2013-07-292013-11-04$3,303$3,694-$391-$391
250. KADANT INC2013-10-152013-11-04$9,027$8,547$480$480
200. KEMPER CORP2013-08-152013-11-04$7,736$7,009$727$727
660. KENNAMETAL INC2013-06-032013-11-04$30,650$27,825$2,825$2,825
270. M & T BK CORP COM2013-06-032013-11-04$30,036$28,214$1,822$1,822
1235. MFA FINANCIAL INC2013-01-112013-11-04$8,979$10,763-$1,784-$1,784
105. M T S SYS CORP2013-07-292013-11-04$6,870$6,618$252$252
155. MAC GRAY CORP2013-08-192013-11-04$3,275$2,327$948$948
30. MAXIMUS INC2010-12-032013-11-04$1,439$478$961$961
175. MAXIMUS INC2013-07-292013-11-04$8,395$6,603$1,792$1,792
35. MEASUREMENT SPECIALTIES INC2011-01-272013-11-04$1,929$1,000$929$929
180. MERCK AND CO INC2013-06-032013-11-04$8,251$8,787-$536-$536
230. MERCK AND CO INC2010-05-192013-11-04$10,543$7,529$3,014$3,014
465. METLIFE INC COM2012-01-242013-11-04$22,092$16,964$5,128$5,128
685. MICROSOFT CORP.2011-03-302013-11-04$24,468$17,744$6,724$6,724
465. MICROCHIP TECHNOLOGY INC2012-10-232013-11-04$19,721$13,877$5,844$5,844
65. NATIONAL-OILWELL INC2012-05-102013-11-04$5,246$4,476$770$770
295. NATIONAL-OILWELL INC2013-06-032013-11-04$23,809$20,709$3,100$3,100
150. NEENAH PAPER INC2013-07-302013-11-04$6,257$5,894$363$363
140. NETAPP INC2012-05-032013-11-04$5,404$5,318$86$86
520. NETAPP INC2013-06-032013-11-04$20,072$19,386$686$686
85. NORTHERN TR CORP2013-06-032013-11-04$4,807$4,905-$98-$98
290. NORTHERN TR CORP2011-04-122013-11-04$16,399$15,074$1,325$1,325
60. NOVARTIS AG ADR2011-01-052013-11-04$4,635$3,469$1,166$1,166
230. NOVARTIS AG ADR2013-06-032013-11-04$17,767$16,479$1,288$1,288
210. OCCIDENTAL PETROLEUM CORP.2013-06-032013-11-04$20,332$19,593$739$739
55. OCCIDENTAL PETROLEUM CORP.2012-11-012013-11-04$5,325$4,379$946$946
15. OCEANFIRST FINL CORP2012-02-092013-11-04$266$213$53$53
330. OCEANFIRST FINL CORP2013-07-292013-11-04$5,847$5,862-$15-$15
870. ORACLE SYSTEMS2013-07-242013-11-04$29,240$29,021$219$219
295. ORBCOMM INC2012-04-092013-11-04$1,794$1,067$727$727
155. ORBCOMM INC2013-07-292013-11-04$942$755$187$187
350. ORITANI FINL CORP2013-07-292013-11-04$5,726$5,702$24$24
88. PHH CORP2013-07-292013-11-04$2,106$1,983$123$123
237. PHH CORP2012-05-162013-11-04$5,671$3,754$1,917$1,917
90. PACCAR INC2013-06-032013-11-04$5,061$4,793$268$268
330. PACCAR INC2012-03-062013-11-04$18,556$14,671$3,885$3,885
205. PACIFIC PREMIER BANCORP INC2013-07-292013-11-04$2,847$2,681$166$166
790. POTASH CORP SASK INC COM W/RTS ATTACHED2013-10-252013-11-04$25,216$24,759$457$457
530. QUALCOMM CORP.2013-06-182013-11-04$36,815$33,240$3,575$3,575
3390. REGIONS FINL CORP2013-06-032013-11-04$32,035$30,358$1,677$1,677
220. RENASANT CORP2013-07-292013-11-04$6,402$6,090$312$312
425. RIGNET INC2013-08-202013-11-04$16,073$11,769$4,304$4,304
325. SCHLUMBERGER LTD.2012-09-112013-11-04$30,371$23,978$6,393$6,393
160. SCHLUMBERGER LTD.2013-09-162013-11-04$14,952$13,220$1,732$1,732
1560. CHARLES SCHWAB CORP.2013-06-032013-11-04$35,879$27,605$8,274$8,274
360. STARWOOD PROPERTY TRUST INC2013-07-292013-11-04$9,367$9,350$17$17
335. STARZ A2013-07-292013-11-04$10,060$7,394$2,666$2,666
1015. SUNTRUST BANKS INC.2013-06-032013-11-04$34,134$31,857$2,277$2,277
395. SUSSER HOLDINGS CORP2013-07-292013-11-04$21,659$20,307$1,352$1,352
130. SUSSER PETROLEUM PARTNERS LP2013-07-292013-11-04$4,043$3,811$232$232
3655. SYNOVUS FINANCIAL CORP2013-07-292013-11-04$11,999$12,236-$237-$237
965. TFS FINL CORP2013-07-302013-11-04$11,811$11,441$370$370
490. TEREX CORP NEW COM2013-06-032013-11-04$17,586$16,203$1,383$1,383
235. THERMON GROUP HOLDINGS INC2013-01-112013-11-04$5,722$5,342$380$380
140. TIME WARNER CABLE INC2010-11-082013-11-04$17,029$8,680$8,349$8,349
355. TRIMAS CORP2013-07-292013-11-04$13,353$11,590$1,763$1,763
90. US BANCORP DEL COM NEW2010-06-222013-11-04$3,370$2,146$1,224$1,224
320. US BANCORP DEL COM NEW2013-06-032013-11-04$11,981$11,229$752$752
68. VISHAY PRECISION GROUP2013-07-292013-11-04$1,112$1,095$17$17
232. VISHAY PRECISION GROUP2011-08-032013-11-04$3,795$3,828-$33-$33
145. EATON CORP PLC2012-11-302013-11-04$10,208$7,441$2,767$2,767
795. MAIDEN HOLDINGS LTD2013-07-292013-11-04$8,522$9,688-$1,166-$1,166
520. GARMIN LTD2013-08-232013-11-04$24,725$20,815$3,910$3,910
60. CHECK POINT SOFTWARE TECHNOLOGIES INC2012-10-232013-11-04$3,527$2,576$951$951
215. CHECK POINT SOFTWARE TECHNOLOGIES INC2013-06-032013-11-04$12,637$10,681$1,956$1,956
240. AMERICAN EQUITY INVT LIFE HL2013-01-112013-11-05$5,110$3,149$1,961$1,961
30000. BURLINGTON NORTH 5.750% 3/15/182013-07-152013-11-05$34,703$34,469$234$234
385. BEST BUY COMPANY INC2013-02-222013-11-07$15,781$6,686$9,095$9,095
68455.81 F N M A #AC4824 3.581% 10/01/392010-10-012013-11-07$71,879$70,133$1,746$1,746
275. MICROSOFT CORP.2011-03-302013-11-07$10,321$6,949$3,372$3,372
75000. U S TREASURY NT 1.000% 1/15/142013-09-262013-11-08$75,120$75,126-$6-$6
65000. U S TREAS BD STRIP 8/15/432013-09-062013-11-08$19,850$19,278$572$572
180. BEST BUY COMPANY INC2013-02-222013-11-12$7,877$3,064$4,813$4,813
16. IDEXX LABORATORIES CORP2009-02-272013-11-12$1,710$489$1,221$1,221
35000. CATERPILLAR MTN 0.51845% 2/28/162013-09-102013-11-13$35,025$35,058-$33-$33
445. DECKERS OUTDOOR CORP2013-01-222013-11-13$34,137$16,644$17,493$17,493
10. IDEXX LABORATORIES CORP2009-02-272013-11-13$1,058$306$752$752
31. IDEXX LABORATORIES CORP2009-02-272013-11-13$3,275$948$2,327$2,327
20. IDEXX LABORATORIES CORP2009-02-272013-11-14$2,136$611$1,525$1,525
71. CLEAN HBRS INC2012-09-072013-11-15$3,981$3,830$151$151
164. CLEAN HBRS INC2013-08-122013-11-15$9,195$8,864$331$331
43. IDEXX LABORATORIES CORP2009-02-272013-11-15$4,608$1,314$3,294$3,294
35000. MARKEL CORP 5.350% 6/01/212012-07-232013-11-15$38,540$37,670$870$870
35000. APPLE INC 0.48218% 5/03/182013-08-222013-11-18$34,877$34,986-$109-$109
9. IDEXX LABORATORIES CORP2009-02-272013-11-18$958$275$683$683
32. CIMAREX ENERGY CO2012-01-202013-11-19$3,109$1,836$1,273$1,273
99. CIMAREX ENERGY CO2012-12-132013-11-19$9,618$5,624$3,994$3,994
30. INCYTE PHARMACEUTICALS INC2011-12-162013-11-19$1,379$414$965$965
23. INCYTE PHARMACEUTICALS INC2011-12-162013-11-19$1,059$317$742$742
31. CIMAREX ENERGY CO2012-12-132013-11-20$3,022$1,761$1,261$1,261
56. CIMAREX ENERGY CO2012-05-182013-11-20$5,459$3,136$2,323$2,323
19. IDEXX LABORATORIES CORP2009-02-272013-11-20$2,035$581$1,454$1,454
62. INCYTE PHARMACEUTICALS INC2011-12-162013-11-20$2,899$841$2,058$2,058
189. CIMAREX ENERGY CO2012-06-182013-11-21$18,671$9,650$9,021$9,021
17. COVANCE INC2008-11-182013-11-21$1,439$634$805$805
19. IDEXX LABORATORIES CORP2009-02-272013-11-21$2,035$581$1,454$1,454
29. IDEXX LABORATORIES CORP2009-02-272013-11-22$3,078$886$2,192$2,192
20000. AMERICAN EXPRESS 0.83628% 5/22/182013-08-222013-11-25$20,000$19,963$37$37
18. COVANCE INC2009-04-272013-11-25$1,513$669$844$844
528.07 CONNECTICUT AVENUE 2.2382% 10/25/232013-11-142013-11-25$528$530-$2-$2
469.39 CONNECTICUT AVENUE 2.2382% 10/25/232013-11-142013-11-25$469$471-$2-$2
2025.47 F N M A #AJ5336 3.000% 11/01/262012-06-062013-11-25$2,025$2,073-$48-$48
888.37 F N M A #AJ5336 3.000% 11/01/262013-10-022013-11-25$888$919-$31-$31
4310.79 F N M A #AQ9044 3.500% 12/01/422013-01-242013-11-25$4,311$4,545-$234-$234
547.45 F N M A #AR7905 3.000% 3/01/282013-07-082013-11-25$547$559-$12-$12
95.57 F N M A #AT9143 3.500% 7/01/432013-07-152013-11-25$96$97-$1-$1
86.02 F N M A #AT9143 3.500% 7/01/432013-07-152013-11-25$86$87-$1-$1
57.59 F N M A #AT9189 3.500% 7/01/432013-07-152013-11-25$58$58
105.49 F N M A #663238 5.500% 9/01/322002-09-192013-11-25$105$106-$1-$1
3741.77 F N M A GTD REMIC 5.500% 9/25/322013-09-242013-11-25$3,742$3,852-$110-$110
123.71 F N M A #744805 1.892% 11/01/332003-12-102013-11-25$124$124
816.62 F N M A #AC4824 3.581% 10/01/392010-10-012013-11-25$817$837-$20-$20
6. IDEXX LABORATORIES CORP2009-02-272013-11-25$635$183$452$452
15000. AMERICAN EXPRESS 0.83628% 5/22/182013-08-222013-11-26$15,000$14,972$28$28
10. IDEXX LABORATORIES CORP2009-02-272013-11-26$1,047$306$741$741
65000. CHICAGO IL TAXABLE 7.781% 1/01/352012-02-282013-11-27$69,745$83,374-$13,629-$13,629
40. FLUOR CORP NEW COM2013-06-032013-11-27$3,132$2,489$643$643
111. FLUOR CORP NEW COM2011-08-052013-11-27$8,690$6,484$2,206$2,206
5. IDEXX LABORATORIES CORP2009-02-272013-11-27$523$153$370$370
104. FLUOR CORP NEW COM2011-08-232013-11-29$8,127$5,855$2,272$2,272
5. IDEXX LABORATORIES CORP2009-02-272013-12-02$526$153$373$373
65. IDEXX LABORATORIES CORP2009-02-272013-12-02$6,798$1,987$4,811$4,811
44. INCYTE PHARMACEUTICALS INC2011-12-152013-12-03$2,081$591$1,490$1,490
5. VALMONT INDS INC2010-10-062013-12-03$726$362$364$364
24. VALMONT INDS INC2010-10-062013-12-03$3,478$1,735$1,743$1,743
14. U T I WORLDWIDE INC2007-12-182013-12-03$219$254-$35-$35
72. U T I WORLDWIDE INC2009-12-272013-12-03$1,124$1,125-$1-$1
6. APPLE COMPUTER INC.2013-02-012013-12-04$3,388$2,727$661$661
4. APPLE COMPUTER INC.2009-01-162013-12-04$2,259$324$1,935$1,935
43. INCYTE PHARMACEUTICALS INC2011-12-152013-12-04$1,987$578$1,409$1,409
80. SUSSER HOLDINGS CORP2013-07-292013-12-04$5,067$4,113$954$954
40. U T I WORLDWIDE INC2009-12-152013-12-04$622$590$32$32
45. U T I WORLDWIDE INC2009-12-152013-12-04$702$664$38$38
9. BJS RESTAURANTS INC2013-05-092013-12-05$266$346-$80-$80
8. IDEXX LABORATORIES CORP2009-02-272013-12-05$833$245$588$588
8. INCYTE PHARMACEUTICALS INC2011-12-152013-12-05$369$107$262$262
77. SUSSER HOLDINGS CORP2013-07-292013-12-05$4,933$3,930$1,003$1,003
19. BJS RESTAURANTS INC2013-05-092013-12-06$568$731-$163-$163
235533.61 F N M A #AQ9044 3.500% 12/01/422013-01-242013-12-06$235,644$248,258-$12,614-$12,614
49018.39 F N M A #AT9143 3.500% 7/01/432013-07-152013-12-06$49,034$49,534-$500-$500
44116.55 F N M A #AT9143 3.500% 7/01/432013-07-152013-12-06$44,130$44,581-$451-$451
34359.71 F N M A #AT9189 3.500% 7/01/432013-07-152013-12-06$34,376$34,686-$310-$310
14. IDEXX LABORATORIES CORP2009-02-272013-12-06$1,458$428$1,030$1,030
510. METLIFE INC COM2012-09-142013-12-06$26,261$18,540$7,721$7,721
35000. BB&T CORP MTN 1.09335% 6/15/182013-09-172013-12-09$35,447$35,309$138$138
58. BJS RESTAURANTS INC2013-06-112013-12-09$1,745$2,224-$479-$479
8. IDEXX LABORATORIES CORP2009-02-272013-12-09$832$245$587$587
122. INTUIT INC.2013-08-012013-12-09$9,080$7,885$1,195$1,195
114. ACCENTURE PLC CL A2011-05-092013-12-09$8,601$6,308$2,293$2,293
40000. ECOLAB INC 1.450% 12/08/172013-06-072013-12-10$39,496$39,583-$87-$87
12. IDEXX LABORATORIES CORP2009-02-272013-12-10$1,244$367$877$877
5. IDEXX LABORATORIES CORP2009-02-272013-12-11$515$153$362$362
9000. METLIFE INC 1.756% 12/15/172013-07-182013-12-11$8,978$8,954$24$24
31000. METLIFE INC 1.756% 12/15/172013-07-182013-12-11$30,939$30,842$97$97
19. IDEXX LABORATORIES CORP2009-02-272013-12-12$1,938$581$1,357$1,357
70. ACTUANT CORP CL A NEW2010-11-082013-12-13$2,678$1,659$1,019$1,019
13. IDEXX LABORATORIES CORP2009-02-272013-12-13$1,330$397$933$933
34. PHH CORP2012-03-212013-12-13$796$525$271$271
13. THERMON GROUP HOLDINGS INC2013-01-112013-12-13$359$295$64$64
4985.06 F H L M C MLTCL MTG 1.500% 9/15/202013-11-132013-12-15$4,985$5,046-$61-$61
19. IDEXX LABORATORIES CORP2009-02-272013-12-16$1,969$581$1,388$1,388
33. IDEXX LABORATORIES CORP2009-02-272013-12-16$3,415$1,009$2,406$2,406
103. PHH CORP2012-03-302013-12-16$2,409$1,589$820$820
7. SUSSER HOLDINGS CORP2013-03-262013-12-16$449$349$100$100
82. THERMON GROUP HOLDINGS INC2013-07-292013-12-16$2,249$1,720$529$529
1099. CLEAN HBRS INC2012-09-072013-12-17$61,705$56,275$5,430$5,430
77. IDEXX LABORATORIES CORP2009-02-272013-12-17$7,979$2,354$5,625$5,625
26. PHH CORP2012-03-302013-12-17$607$401$206$206
72. PHH CORP2012-03-302013-12-17$1,698$1,110$588$588
31. SUSSER HOLDINGS CORP2013-03-262013-12-17$1,953$1,508$445$445
8. SUSSER HOLDINGS CORP2012-08-092013-12-17$504$306$198$198
54. SUSSER HOLDINGS CORP2012-08-132013-12-18$3,400$2,065$1,335$1,335
24. BJS RESTAURANTS INC2013-05-302013-12-19$707$905-$198-$198
21. BJS RESTAURANTS INC2013-06-042013-12-20$625$790-$165-$165
75000. F N M A DEB 0.500% 7/02/152013-06-282013-12-20$75,218$75,082$136$136
185000. F N M A DEB 0.500% 9/28/152013-09-112013-12-20$185,485$184,945$540$540
25000. U S TREASURY NT 1.250% 10/31/152012-10-222013-12-20$25,424$25,428-$4-$4
430000. U S TREASURY NT 1.250% 10/31/152013-12-132013-12-20$437,290$436,790$500$500
110000. U S TREASURY NT 1.000% 1/15/142013-10-092013-12-20$110,060$110,060
260000. U S TREASURY NT 0.375% 6/30/152013-07-082013-12-20$260,477$260,039$438$438
291226.7 U S TREASURY I P S 0.500% 7/15/232013-09-102013-12-20$282,319$287,665-$5,346-$5,346
115000. U S TREASURY NT 1.250% 10/31/182013-12-172013-12-20$113,248$113,786-$538-$538
. PROCEEDS OF LITIGATION INTERNATIONAL GAME2013-12-23$515$515$515
. PROCEEDS OF LITIGATION FROM LEHMAN BROTHERS2013-12-23$4,667$4,667$4,667
13. APPLE COMPUTER INC.2013-06-032013-12-24$7,370$5,764$1,606$1,606
105. FLUOR CORP NEW COM2011-11-092013-12-24$8,333$5,757$2,576$2,576
589.12 CONNECTICUT AVENUE 2.2382% 10/25/232013-11-142013-12-25$589$592-$3-$3
523.66 CONNECTICUT AVENUE 2.2382% 10/25/232013-11-142013-12-25$524$526-$2-$2
2210.94 F N M A #AJ5336 3.000% 11/01/262012-06-062013-12-25$2,211$2,262-$51-$51
969.71 F N M A #AJ5336 3.000% 11/01/262013-10-022013-12-25$970$1,002-$32-$32
3808.31 F N M A #AQ9044 3.500% 12/01/422013-01-242013-12-25$3,808$4,013-$205-$205
617.13 F N M A #AR7905 3.000% 3/01/282013-07-082013-12-25$617$630-$13-$13
278.21 F N M A #AT9143 3.500% 7/01/432013-07-152013-12-25$278$281-$3-$3
250.39 F N M A #AT9143 3.500% 7/01/432013-07-152013-12-25$250$253-$3-$3
369.75 F N M A #AT9189 3.500% 7/01/432013-07-152013-12-25$370$373-$3-$3
243.2 F N M A #663238 5.500% 9/01/322002-09-192013-12-25$243$244-$1-$1
4720.64 F N M A GTD REMIC 5.500% 9/25/322013-09-242013-12-25$4,721$4,857-$136-$136
123.96 F N M A #744805 1.892% 11/01/332003-12-102013-12-25$124$124
165000. ALLY MASTER OWNER 1.720% 7/15/192013-01-042013-12-26$165,445$165,005$440$440
80000. DELAWARE ST HSG AUTH 2.750% 12/01/412013-02-202013-12-26$75,231$79,975-$4,744-$4,744
43882.81 CONNECTICUT AVENUE 2.2382% 10/25/232013-11-142013-12-26$44,155$44,061$94$94
39006.95 CONNECTICUT AVENUE 2.2382% 10/25/232013-11-142013-12-26$39,249$39,166$83$83
17706.35 F H L M C GD G11778 5.500% 10/01/202005-11-032013-12-26$19,288$17,706$1,582$1,582
15675.93 F H L M C GD G02274 5.000% 7/01/362006-07-202013-12-26$16,905$15,676$1,229$1,229
95355.27 F H L M C MLTCL MTG 1.500% 9/15/202013-11-132013-12-26$96,537$96,497$40$40
179423.87 F N M A #AJ5336 3.000% 11/01/262012-06-062013-12-26$183,333$183,533-$200-$200
78694.67 F N M A #AJ5336 3.000% 11/01/262013-10-022013-12-26$80,409$81,339-$930-$930
81842.47 F N M A #AR7905 3.000% 3/01/282013-07-082013-12-26$83,523$83,510$13$13
21759.78 F N M A #663238 5.500% 9/01/322002-09-192013-12-26$23,959$21,838$2,121$2,121
76689.84 F N M A GTD REMIC 5.500% 9/25/322013-09-242013-12-26$80,068$78,904$1,164$1,164
22992.05 F N M A #725185 5.000% 2/01/192004-03-102013-12-26$24,780$22,992$1,788$1,788
28654.17 F N M A #744805 1.892% 11/01/332003-12-102013-12-26$29,955$28,765$1,190$1,190
100000. FORD CREDIT 1.00467% 1/15/182013-01-152013-12-26$99,837$99,982-$145-$145
100000. G N M A GTD REMIC 2.719% 5/16/372010-09-142013-12-26$102,331$100,858$1,473$1,473
83156.51 ILLINOIS ST HSG 2.750% 6/01/432013-03-072013-12-26$76,462$83,157-$6,695-$6,695
97831.19 ILLINOIS ST HSG 2.750% 6/01/432013-03-072013-12-26$89,956$97,831-$7,875-$7,875
66580.35 MINNESOTA ST HSG 2.700% 9/01/412013-04-102013-12-26$60,888$66,580-$5,692-$5,692
66580.35 MINNESOTA ST HSG 2.700% 9/01/412013-04-102013-12-26$60,888$66,580-$5,692-$5,692
20000. MISSOURI ST HSG DEV 2.650% 11/01/402013-01-182013-12-26$18,696$20,000-$1,304-$1,304
82814.34 VIRGINIA ST HSG DE 3.250% 8/25/422013-03-112013-12-26$79,173$82,814-$3,641-$3,641
97395.04 VIRGINIA ST HSG DE 3.250% 8/25/422013-03-112013-12-26$93,113$97,395-$4,282-$4,282
120000. F N M A DEB 0.500% 7/02/152013-07-222013-12-27$120,313$120,327-$14-$14
520. ABERCROMBIE & FITCH CO CL A2013-02-222013-12-30$17,264$24,592-$7,328-$7,328
43. BJS RESTAURANTS INC2013-06-042013-12-30$1,330$1,615-$285-$285
290. ABERCROMBIE & FITCH CO CL A2013-06-262013-12-31$9,594$13,328-$3,734-$3,734
75. BJS RESTAURANTS INC2013-06-052013-12-31$2,324$2,805-$481-$481
CAPITAL GAIN DIVIDENDS$21,271P
FieldValueIRS element (for citing)
Capital Gain Net Income$2,102,006CapitalGainNetIncomeAmt

Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp

FieldValueIRS element (for citing)
Liable Section4942 TaxfalseLiableSection4942TaxInd
Adjusted Qlfy Distri Yr1$1,635,770AdjustedQlfyDistriYr1Amt
Net Vl Noncharitable Assets Yr1$32,542,899NetVlNoncharitableAssetsYr1Amt
Distribution Yr10.050265DistributionYr1Rt
Adjusted Qlfy Distri Yr2$1,631,585AdjustedQlfyDistriYr2Amt
Net Vl Noncharitable Assets Yr2$32,453,708NetVlNoncharitableAssetsYr2Amt
Distribution Yr20.050274DistributionYr2Rt
Adjusted Qlfy Distri Yr3$1,456,360AdjustedQlfyDistriYr3Amt
Net Vl Noncharitable Assets Yr3$30,185,278NetVlNoncharitableAssetsYr3Amt
Distribution Yr30.048247DistributionYr3Rt
Adjusted Qlfy Distri Yr4$1,265,727AdjustedQlfyDistriYr4Amt
Net Vl Noncharitable Assets Yr4$26,434,018NetVlNoncharitableAssetsYr4Amt
Distribution Yr40.047883DistributionYr4Rt
Adjusted Qlfy Distri Yr5$1,540,471AdjustedQlfyDistriYr5Amt
Net Vl Noncharitable Assets Yr5$32,059,530NetVlNoncharitableAssetsYr5Amt
Distribution Yr50.04805DistributionYr5Rt
Total Distribution0.244719TotalDistributionRt
Average Distribution0.048944AverageDistributionRt
Net Vl Noncharitable Assets$34,674,680NetVlNoncharitableAssetsAmt
Adj Net Vl Noncharitable Assets$1,697,118AdjNetVlNoncharitableAssetsAmt
Net Investment Income Pct$27,166NetInvestmentIncomePctAmt
Adj Nonchrtbl Net Invst Incm Pct$1,724,284AdjNonchrtblNetInvstIncmPctAmt
Qualifying Distributions$1,761,248QualifyingDistributionsAmt

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

FieldValueIRS element (for citing)
Domestic Org Meeting Sect4940eYes (X)DomesticOrgMeetingSect4940eInd
Investment Income Excise Tax$27,166InvestmentIncomeExciseTaxAmt
Tax Under Section511$0TaxUnderSection511Amt
Subtotal$27,166SubtotalAmt
Subtitle A Tax$0SubtitleATaxAmt
Tax Based On Investment Income$27,166TaxBasedOnInvestmentIncomeAmt
Estimated Plus Ovpmt Incm Tx$40,717EstimatedPlusOvpmtIncmTxAmt
Applied To Es Tax$39,935AppliedToEsTaxAmt
Total Payments And Credits$80,652TotalPaymentsAndCreditsAmt
Es Penalty$0EsPenaltyAmt
Overpayment$53,486OverpaymentAmt
Applied To ES Tax$27,168AppliedToESTaxAmt
Refund$26,318RefundAmt

Statements Regarding Acty StatementsRegardingActyGrp

FieldValueIRS element (for citing)
Legislative Political ActyfalseLegislativePoliticalActyInd
More Than100 SpentfalseMoreThan100SpentInd
Form1120 POL FiledfalseForm1120POLFiledInd
Activities Not Previously RptfalseActivitiesNotPreviouslyRptInd
Changes To Articles Or BylawsfalseChangesToArticlesOrBylawsInd
Unrelated Bus Incm Over LimitfalseUnrelatedBusIncmOverLimitInd
Organization Dissolved EtcfalseOrganizationDissolvedEtcInd
Section508e Rqr SatisfiedYes (true)Section508eRqrSatisfiedInd
At Least5000 In AssetsYes (true)AtLeast5000InAssetsInd
Org Report Or Register StateMDOrgReportOrRegisterStateCd
Form990 PF Filed With Atty GenYes (true)Form990PFFiledWithAttyGenInd
Private Operating FoundationfalsePrivateOperatingFoundationInd
New Substantial ContributorsfalseNewSubstantialContributorsInd
Own Controlled EntityfalseOwnControlledEntityInd
Donor Advised FundfalseDonorAdvisedFundInd
Comply With Public Insp RqrYes (true)ComplyWithPublicInspRqrInd
Individual With BooksJOHN B POWELL JRIndividualWithBooksNm
Phone4108373555PhoneNum

Location Of Books US Address LocationOfBooksUSAddress

FieldValueIRS element (for citing)
Address Line12 EAST READ STREET - SUITE 100AddressLine1
CityBALTIMORECity
StateMDState
ZIP Code21202ZIPCode
FieldValueIRS element (for citing)
Foreign Accounts QuestionfalseForeignAccountsQuestionInd

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

FieldValueIRS element (for citing)
Sale Or Exch Disqualified PrsnfalseSaleOrExchDisqualifiedPrsnInd
Brrw Or Lend Disqualified PrsnfalseBrrwOrLendDisqualifiedPrsnInd
Furn Goods Disqualified PrsnfalseFurnGoodsDisqualifiedPrsnInd
Pay Comp Disqualified PrsnYes (true)PayCompDisqualifiedPrsnInd
Transfer Ast Disqualified PrsnfalseTransferAstDisqualifiedPrsnInd
Payment To Government OfficialfalsePaymentToGovernmentOfficialInd
Acts Fail To Qlfy As ExceptionsfalseActsFailToQlfyAsExceptionsInd
Uncorrected Prior ActsfalseUncorrectedPriorActsInd
Undistributed Income PYfalseUndistributedIncomePYInd
Undistr Incm Sect4942a2 Not AppfalseUndistrIncmSect4942a2NotAppInd
Business HoldingsfalseBusinessHoldingsInd
Jeopardy InvestmentsfalseJeopardyInvestmentsInd
Uncorrected PY Jeopardy InvstfalseUncorrectedPYJeopardyInvstInd
Influence LegislationfalseInfluenceLegislationInd
Influence ElectionfalseInfluenceElectionInd
Grants To IndividualsfalseGrantsToIndividualsInd
Grants To OrganizationsfalseGrantsToOrganizationsInd
Noncharitable PurposefalseNoncharitablePurposeInd
Rcv Fnds To Pay Prsnl Bnft CntrctfalseRcvFndsToPayPrsnlBnftCntrctInd
Pay Premiums Prsnl Bnft CntrctfalsePayPremiumsPrsnlBnftCntrctInd
Prohibited Tax Shelter TransfalseProhibitedTaxShelterTransInd

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp (2 entries)

Address Line1USAddress/AddressLine1CityUSAddress/CityStateUSAddress/StateZIP CodeUSAddress/ZIPCodeTitleTitleTxtAverage Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRtCompensationCompensationAmt
JOHN B POWELL JR
2 EAST READ STREET - SUITE 100BALTIMOREMD21202TRUSTEE15$0
WILLIAM C BAKER
2 EAST READ STREET - SUITE 100BALTIMOREMD21202TRUSTEE0$0
FieldValueIRS element (for citing)
Comp Of Hghst Pd Empl Or NONENONECompOfHghstPdEmplOrNONETxt
Other Employee Paid Over50k0OtherEmployeePaidOver50kCnt
Comp Of Hghst Pd Cntrct Or NONENONECompOfHghstPdCntrctOrNONETxt
Contractor Paid Over50k0ContractorPaidOver50kCnt
FieldValueIRS element (for citing)
Summary Of Direct Chrtbl ActySummaryOfDirectChrtblActyGrp
Sum Of Program Related InvstSumOfProgramRelatedInvstGrp

Minimum Investment Return MinimumInvestmentReturnGrp

FieldValueIRS element (for citing)
Average Monthly FMV Of Sec$34,280,605AverageMonthlyFMVOfSecAmt
Average Monthly Cash Balances$922,116AverageMonthlyCashBalancesAmt
FMV All Other Noncharitable Ast$0FMVAllOtherNoncharitableAstAmt
Total FMV Of Unused Assets$35,202,721TotalFMVOfUnusedAssetsAmt
Reduction Claimed$0ReductionClaimedAmt
Acquisition Indebtedness$0AcquisitionIndebtednessAmt
Adjusted Total FMV Of Unused Ast$35,202,721AdjustedTotalFMVOfUnusedAstAmt
Cash Deemed Charitable$528,041CashDeemedCharitableAmt
Net Vl Noncharitable Assets$34,674,680NetVlNoncharitableAssetsAmt
Minimum Investment Return$1,733,734MinimumInvestmentReturnAmt

Distributable Amount DistributableAmountGrp

FieldValueIRS element (for citing)
Minimum Investment Return$1,733,734MinimumInvestmentReturnAmt
Tax Based On Investment Income$27,166TaxBasedOnInvestmentIncomeAmt
Total Tax$27,166TotalTaxAmt
Distributable Before Adj$1,706,568DistributableBeforeAdjAmt
Recoveries Qualfied Distri$0RecoveriesQualfiedDistriAmt
Distributable Before Ded$1,706,568DistributableBeforeDedAmt
Deduction From Distributable$0DeductionFromDistributableAmt
Distributable As Adjusted$1,706,568DistributableAsAdjustedAmt

Qualifying Distri Part XII QualifyingDistriPartXIIGrp

FieldValueIRS element (for citing)
Expenses And Contributions$1,761,248ExpensesAndContributionsAmt
Program Related Invst Total$0ProgramRelatedInvstTotalAmt
Charitable Assets Acquis Paid$0CharitableAssetsAcquisPaidAmt
Set Aside Suitability Test$0SetAsideSuitabilityTestAmt
Set Aside Cash Distri Test$0SetAsideCashDistriTestAmt
Qualifying Distributions$1,761,248QualifyingDistributionsAmt
Pct Sect4940e Org Net Invst Incm$27,166PctSect4940eOrgNetInvstIncmAmt
Adjusted Qualifying Distri$1,734,082AdjustedQualifyingDistriAmt

Undistributed Income UndistributedIncomeGrp

FieldValueIRS element (for citing)
Distributable As Adjusted$1,706,568DistributableAsAdjustedAmt
Undistributed Income PY$522,228UndistributedIncomePYAmt
Prior Year12011PriorYear1Yr
Total For Prior Years$0TotalForPriorYearsAmt
Excess Distribution Cyov Yr5$0ExcessDistributionCyovYr5Amt
Excess Distribution Cyov Yr4$0ExcessDistributionCyovYr4Amt
Excess Distribution Cyov Yr3$0ExcessDistributionCyovYr3Amt
Excess Distribution Cyov Yr2$0ExcessDistributionCyovYr2Amt
Excess Distribution Cyov Yr1$0ExcessDistributionCyovYr1Amt
Total Excess Distribution Cyov$0TotalExcessDistributionCyovAmt
Qualifying Distributions$1,761,248QualifyingDistributionsAmt
Applied To Year1$522,228AppliedToYear1Amt
Applied To Prior Years$0AppliedToPriorYearsAmt
Treated As Distri From Corpus$0TreatedAsDistriFromCorpusAmt
Applied To Current Year$1,239,020AppliedToCurrentYearAmt
Remaining Distri From Corpus$0RemainingDistriFromCorpusAmt
Excess Distri Cyov App CY Corpus$0ExcessDistriCyovAppCYCorpusAmt
Excess Distribution Cyov App CY$0ExcessDistributionCyovAppCYAmt
Total Corpus$0TotalCorpusAmt
Prior Year Undistributed Incm$0PriorYearUndistributedIncmAmt
Prior Year Deficiency Or Tax$0PriorYearDeficiencyOrTaxAmt
Taxable1$0Taxable1Amt
Taxable2$0Taxable2Amt
Undistributed Income CY$467,548UndistributedIncomeCYAmt
Corpus Distri170b1 E Or4942g3$0CorpusDistri170b1EOr4942g3Amt
Excess Distri Cyov From Yr5$0ExcessDistriCyovFromYr5Amt
Excess Distri Cyov To Next Yr$0ExcessDistriCyovToNextYrAmt
Excess From Year4$0ExcessFromYear4Amt
Excess From Year3$0ExcessFromYear3Amt
Excess From Year2$0ExcessFromYear2Amt
Excess From Year1$0ExcessFromYear1Amt
Excess From Current Year$0ExcessFromCurrentYearAmt

Supplementary Information SupplementaryInformationGrp

Application Submission Info ApplicationSubmissionInfoGrp

FieldValueIRS element (for citing)
Recipient PersonJohn B Powell Jr - Executive DirectRecipientPersonNm

Recipient US Address RecipientUSAddress

FieldValueIRS element (for citing)
Address Line12 East Read St 100AddressLine1
CityBaltimoreCity
StateMDState
ZIP Code21202ZIPCode
FieldValueIRS element (for citing)
Recipient Phone4108373555RecipientPhoneNum
Form And Info And MaterialsA cover letter, a proposal narrative and attachments all as outlined in the ABAG Common Grant Application Format. Only one copy is required.FormAndInfoAndMaterialsTxt
Submission DeadlinesApril 5th, August 5th and December 5th by 5:00pm that day. If deadline falls on a weekend or holidaySubmissionDeadlinesTxt
Restrictions On AwardsMust fit within the purposes of the Clayton Baker Trust, which are Education, Environment and Community Development. The Trust must have adequate funds.RestrictionsOnAwardsTxt

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (70 entries)

Business Name Line2RecipientBusinessName/BusinessNameLine2Address Line1RecipientUSAddress/AddressLine1CityRecipientUSAddress/CityStateRecipientUSAddress/StateZIP CodeRecipientUSAddress/ZIPCodeRecipient RelationshipRecipientRelationshipTxtRecipient Foundation StatusRecipientFoundationStatusTxtGrant Or Contribution PurposeGrantOrContributionPurposeTxtAmtAmt
Association of Baltimore Area
Grantmakers2 EAST READ STREET 2ND FLBaltimoreMD21202NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$5,250
1000 Friends of Maryland
1209 NORTH CALVERT STREETBaltimoreMD21202NONEPUBLIC CHARITYENVIRONMENT$7,500
Advocates for Children and Youth
8 MARKET PLACE -5TH FLOORBaltimoreMD21202NONEPUBLIC CHARITYEDUCATION$25,000
Children's Scholarship Fund
2300 NORTH CHARLES STREET 2ND FLBaltimoreMD21218NONEPUBLIC CHARITYEDUCATION$35,000
Dyslexia Tutoring Program
711 W 40TH STREET SUITE 310BaltimoreMD21211NONEPUBLIC CHARITYEDUCATION$10,000
MD League of Conservation Voters
NINE STATE CIRCLE SUITE 202AnnapolisMD21401NONEPUBLIC CHARITYENVIRONMENT$5,000
Maryland Nonprofits
190 WEST OSTEND STREET STE 201BaltimoreMD21230NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$15,000
New Leaders Inc
1 EAST MOUNT ROYAL AVENUEBaltimoreMD21202NONEPUBLIC CHARITYEDUCATION$45,000
South Baltimore Learning Center
28 EAST OSTEND STREETBaltimoreMD21230NONEPUBLIC CHARITYEDUCATION$25,000
Teach for America Inc
2601 N HOWARD ST STE 300BaltimoreMD21218NONEPUBLIC CHARITYEDUCATION$50,000
American Logistics Aid Network
555 THIRTEENTH STREET NWWashingtonDC20004NONEPUBLIC CHARITYMAJOR DISASTER RECOVERY$4,625
St Paul's School
11152 FALLS ROAD-PO BOX 8100BrooklandvilleMD210228100NONEPUBLIC CHARITYEDUCATION$27,000
Arts Education in MD Schools Alliance
175 W OSTEND STREETBaltimoreMD21230NONEPUBLIC CHARITYEDUCATION$13,000
Baltimore Urban Debate League
2601 NORTH HOWARD STREETBaltimoreMD21218NONEPUBLIC CHARITYEDUCATION$30,000
Baltimore Youth Alliance Inc
6101 LOCH RAVEN BOULEVARD STE 408BaltimoreMD21239NONEPUBLIC CHARITYEDUCATION$17,000
Big Brothers Big Sisters
3600 CLIPPER MILL ROAD SUITE 250BaltimoreMD21211NONEPUBLIC CHARITYEDUCATION$25,000
Community Law Center
3355 KESWICK ROAD SUITE 200BaltimoreMD21211NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$20,000
Creative Alliance at the Patterson
3134 EASTERN AVENUEBaltimoreMD21224NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$10,000
Irvine Nature Center
11201 GARRISON FOREST ROADOwings MillsMD21117NONEPUBLIC CHARITYENVIRONMENT$10,000
Open Society Institute-Baltimore
201 NORTH CHARLES STREET STE 1300BaltimoreMD21201NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$25,000
Parks & People Foundation
800 WYMAN PARK DRIVE STE 010BaltimoreMD21211NONEPUBLIC CHARITYEDUCATION$40,000
American Civil Liberties Union -MD
3600 CLIPPER MILL ROAD SUITE 350BaltimoreMD21211NONEPUBLIC CHARITYEDUCATION$25,000
Baltimore Community Foundation
2 EAST READ STREETBaltimoreMD21202NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$20,000
Central MD Transportation Alliance
Baltimore Community Foundation2 EAST READ STREET SUITE 200BaltimoreMD21202NONEPUBLIC CHARITYENVIRONMENT$15,000
Baltimore Symphony Orchestra
1212 CATHEDRAL STREETBaltimoreMD21201NONEPUBLIC CHARITYEDUCATION$20,000
BELL Foundation Inc
60 CLAYTON STREETDorchesterMA02122NONEPUBLIC CHARITYEDUCATION$10,000
Chesapeake Bay Foundation
6 HERNDON AVENUEAnnapolisMD21403NONEPUBLIC CHARITYENVIRONMENT/LEGAL$185,000
CollegeBound Foundation
300 WATER STREET SUITE 300BaltimoreMD21202NONEPUBLIC CHARITYEDUCATION$30,000
Friends of Patterson Park Inc
27 SOUTH PATTERSON PARK AVENUEBaltimoreMD21231NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$20,000
Habitat for Humanity ot Chesapeake
3741 COMMERCE DRIVE SUITE 309BaltimoreMD21227NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$10,000
Hampden Family Center
1104-1108 WEST 36TH STREETBaltimoreMD21211NONEPUBLIC CHARITYEDUCATION$15,000
Baltimore CASH Campaign
111 WATER STREET SUITE 201BaltimoreMD21202NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$18,000
Baltimore School for the Arts
712 CATHEDRAL STREETBaltimoreMD21201NONEPUBLIC CHARITYEDUCATION$80,000
JHU-ChildAdolescent Psychiatry Program Fund
100 NORTH CHARLES STREETBaltimoreMD21201NONEPUBLIC CHARITYGENERAL SUPPORT$65,000
Maryland Food Bank
2200 HALETHORPE FARMS ROADBaltimoreMD21227NONEPUBLIC CHARITYGENERAL SUPPORT$30,000
SEED School of Maryland
200 FONT HILL AVENUEBaltimoreMD21223NONEPUBLIC CHARITYEDUCATION$20,000
Audubon Maryland-DC
Patterson Park Audubon Center2901 EAST BALTIMORE STREETBaltimoreMD21224NONEPUBLIC CHARITYENVIRONMENT$12,500
Blue Water Baltimore Herring Run
Watershed Association3545 BELAIR ROADBaltimoreMD21213NONEPUBLIC CHARITYENVIRONMENT$60,000
Boys Hope Girls Hope of Baltimore
3700 E NORTHERN PKWY 2ND FLOORBaltimoreMD21206NONEPUBLIC CHARITYEDUCATION$60,000
Downtown Baltimore Family Alliance
PO BOX 38917BaltimoreMD21231NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$15,000
Downtown Sailing Center Inc
1425 KEY HIGHWAYBaltimoreMD21230NONEPUBLIC CHARITYEDUCATION$15,000
Enoch Pratt Free Library
400 CATHEDRAL STREETBaltimoreMD21201NONEPUBLIC CHARITYEDUCATION-CAPITAL CAMPAIGN$82,000
Federal Hill Prep PTO
Downtown Baltimore Family Alliance1040 WILLIAM STREETBaltimoreMD21230NONEPUBLIC CHARITYEDUCATION$5,000
Maryland Pesticide Network
Beyond Pesticides544 EPPING FOREST RDAnnapolisMD21401NONEPUBLIC CHARITYENVIRONMENT$2,500
Middle Grades Partnership
Baltimore Community Foundation2 EAST READ ST 9TH FLOORBaltimoreMD21202NONEPUBLIC CHARITYEDUCATION$30,000
Midshore Riverkeeper Conservancy
23 NORTH HARRISON STREETEastonMD21601NONEPUBLIC CHARITYENVIRONMENT$25,000
Playworks Baltimore
2601 NORTH HOWARD STREET 310BaltimoreMD21218NONEPUBLIC CHARITYEDUCATION$40,000
Samaritan Community
1407 BOLTON STREETBaltimoreMD21217NONEPUBLIC CHARITYGENERAL SUPPORT$7,000
Spotlighters Theatre
817 SAINT PAUL STREETBaltimoreMD212022472NONEPUBLIC CHARITYEDUCATION$5,000
St Vincent de Paul of Baltimore
2305 N CHARLES STREET STE 300BaltimoreMD21218NONEPUBLIC CHARITYEDUCATION$15,000
Supporting Public Schools of Choice
ABAG2 EAST READ ST 2ND FLOORBaltimoreMD21202NONEPUBLIC CHARITYEDUCATION$25,000
Village Learning Place
2521 ST PAUL STREETBaltimoreMD21218NONEPUBLIC CHARITYEDUCATION$15,000
V-LINC
2301 ARGONNE DRIVEBaltimoreMD21218NONEPUBLIC CHARITYEDUCATION$10,000
OUTWARD BOUND BALTIMORE
CHESAPEAKE BAY CENTER1900 EAGLE DRIVEBaltimoreMD21207NONEPUBLIC CHARITYEDUCATION - GENERAL SUPPORT$5,000
FUND FOR EDUCATIONAL EXCELLENCE
800 N CHARLES STREETBALTIMOREMD21201NONEPUBLIC CHARITYSUPPORTING PUBLIC SCHOOLS$15,000
YOUR PUBLIC RADIO CORP
2216 NORTH CHARLES STREETBALTIMOREDE21218NONEPUBLIC SUPPORTTHE ENVIRONMENT IN FOCUS$12,000
KIPP BALTIMORE INC
4701 GREENSPRING AVENUEBALTIMOREMD21209NONEPUBLICCAPITAL CAMPAIGN$50,000
BALTIMORE JESUIT EDUCATIONAL
INITIATIVE420 S CHESTER STREETBALTIMOREMD21231NONEPUBLIC CHARITYEDUCATION-CRISTO REY JESUIT$50,000
SUCCESSFUL TEACHING SOLUTIONS
800 N CHARLES STREETBALTIMOREMD21201NONEPUBLIC CHARITYEDUCATION: SHOWING TEACHERS$5,600
CIVIC WORKS
2701 ST LO DRIVEBALTIMOREMD21213NONEPUBLIC CHARITYWORKFORCE DEVELOPMENT$10,000
JOHNS HOPKINS BAYVIEW MEDICAL
CENTER CAMP SUPERKIDSPO BOX 96MARYLAND LINEMD21105NONEPUBLIC CHARITYEDUCATION: SUMMER LEARNING$2,500
BALTIMORE TREE TRUST
PO BOX 26202BALTIMOREMD21210NONEPUBLIC CHARITYENVIRONMENT$15,000
GREATER HOMEWODD COMMUNITY
CORPORATION3503 NORTH CHARLES STREETBALTIMOREMD21218NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$15,000
SKATEPARK OF BALTIMORE INC
1735 GLENRIDGE ROADBALTIMOREMD21234NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$15,000
NO BOUNDARIES COALITION
1221 NORTH CALVERT STREETBALTIMOREMD21202NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$15,000
BALTIMORE GREEN SPACE
800 WYMAN PARK DRIVE SUITE 010BALTIMOREMD21211NONEPUBLIC CHARITYENVIRONMENT$10,000
BIKEMORE
3503 NORTH CHARLES STREETBALTIMOREMD21218NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$10,000
NATIONAL AQUARIUM
501 EAST PRATT STREETBALTIMOREMD21218NONEPUBLIC CHARITYENVIRONMENT$5,000
MOUNT VERNON PLACE CONSERVANCY
PO BOX 168GIBSON ISLANDMD21056NONEPUBLIC CHARITYCOMMUNITY DEVELOPMENT$50,000
SINGLE CARROT THEATER
1727 NORTH CHARLES STREETBALTIMOREMD21201NONEPUBLIC CHARITYCOMMUNITY$15,000
FieldValueIRS element (for citing)
Total Grant Or Contri Pd Dur Yr$1,731,475TotalGrantOrContriPdDurYrAmt

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

FieldValueIRS element (for citing)
Fees Contracts From Govt AgFeesContractsFromGovtAgGrp
Membership Dues And AssmntMembershipDuesAndAssmntGrp
Int On Sav And Temp Cash InvstIntOnSavAndTempCashInvstGrp

Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp

FieldValueIRS element (for citing)
Exclusion14ExclusionCd
Exclusion$613,811ExclusionAmt
Related Or Exempt Function Incm$26,727RelatedOrExemptFunctionIncmAmt
FieldValueIRS element (for citing)
Net Rntl Incm Re Debt Fincd PropNetRntlIncmReDebtFincdPropGrp
Net Rntl Incm Re Not Debt Fincd PropNetRntlIncmReNotDebtFincdProp
Net Rental Income Personal PropNetRentalIncomePersonalPropGrp
Other Investment Incm Part VIIOtherInvestmentIncmPartVIIGrp

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

FieldValueIRS element (for citing)
Exclusion18ExclusionCd
Exclusion$2,102,006ExclusionAmt
FieldValueIRS element (for citing)
Net Income Loss From Special EvtNetIncomeLossFromSpecialEvtGrp
Gross Profit Loss Sls Of InvntryGrossProfitLossSlsOfInvntryGrp

Other Revenue Described OtherRevenueDescribedGrp (5 entries)

DescDescRelated Or Exempt Function IncmRelatedOrExemptFunctionIncmAmtExclusionExclusionCdExclusionExclusionAmtBusinessBusinessCdUnrelated Business Taxbl IncmUnrelatedBusinessTaxblIncmAmt
FEDERAL TAX REFUND$15,659
PASSTHRU ST CAP GN18$13,276
PASSTHRU LT CAP GN18$167,880
PASSTHRU OTHER INC41$17,679523000$270
CUM BASIS ADJ: PTP41-$654

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

FieldValueIRS element (for citing)
Unrelated Business Taxbl Incm$270UnrelatedBusinessTaxblIncmAmt
Exclusion$2,913,998ExclusionAmt
Related Or Exempt Function Incm$42,386RelatedOrExemptFunctionIncmAmt
FieldValueIRS element (for citing)
Total Income Producing Acty$2,956,654TotalIncomeProducingActyAmt
FieldValueIRS element (for citing)
Rln Of Acty To Accom Of Exmpt PrpsRlnOfActyToAccomOfExmptPrpsGrp

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

FieldValueIRS element (for citing)
Trnsfr Of Cash To Nonchrtbl EOfalseTrnsfrOfCashToNonchrtblEOInd
Trnsfr Other Asset Nonchrtbl EOfalseTrnsfrOtherAssetNonchrtblEOInd
Sales Or Exchanges Of AssetsfalseSalesOrExchangesOfAssetsInd
Purchase Of Assets Nonchrtbl EOfalsePurchaseOfAssetsNonchrtblEOInd
Rental Of Facilities Oth AssetsfalseRentalOfFacilitiesOthAssetsInd
Reimbursement ArrangementsfalseReimbursementArrangementsInd
Loans Or Loan GuaranteesfalseLoansOrLoanGuaranteesInd
Performance Of Services EtcfalsePerformanceOfServicesEtcInd
Sharing Of Facilities EtcfalseSharingOfFacilitiesEtcInd
Relationships Nonchrtbl EOfalseRelationshipsNonchrtblEOInd

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corporate Bonds InvestmentsCorporateBondsGrp

FieldValueIRS element (for citing)
BondCORPORATE BONDSBondNm
EOY Book Value$7,481,698EOYBookValueAmt
EOYFMV$7,420,284EOYFMVAmt

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corporate Stock InvestmentsCorporateStockGrp

FieldValueIRS element (for citing)
StockCORPORATE STOCKStockNm
EOY Book Value$13,117,847EOYBookValueAmt
EOYFMV$18,741,714EOYFMVAmt

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

FieldValueIRS element (for citing)
US Govt Obligations Book Vl EOY$4,793,440USGovtObligationsBookVlEOYAmt
US Govt Obligations EOYFMV$4,770,309USGovtObligationsEOYFMVAmt

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (2 entries)

Category Or ItemCategoryOrItemTxtListed At Cost Or FMVListedAtCostOrFMVCdBook ValueBookValueAmtEOYFMVEOYFMVAmt
PASSTHROUGH ENTITIESAT COST$2,492,029$4,083,161
OTHER INVESTMENTSAT COST$925,000$1,040,399

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases Detail OtherDecreasesDetail

FieldValueIRS element (for citing)
DescriptionOTHER AMORTIZATION OF BONDSDescription
Amount$24,300Amount

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (8 entries)

DescDescRevenue And Expenses Per BooksRevenueAndExpensesPerBooksAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
ASSOCIATION DUES$500$0$500
BANK FEES$9$0$9
INSURANCE$424$0$424
MAINTENANCE$106$0$106
OFFICE EXPENSE$15,580$0$15,580
PARKING$1,438$0$1,438
DEDUCTS FROM PASSTHRU ENTITIES$44,856$44,755$0
OTHER NON-ALLOCABLE EXPENSE$77$77$0

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail (5 entries)

DescDescRevenue And Expenses Per BooksRevenueAndExpensesPerBooksAmtNet Investment IncomeNetInvestmentIncomeAmt
FED EXCISE TAX REFUND$15,659$0
ST CAPTL GAINS FROM PASSTHROUGH ENTITIES$13,276$13,276
LT CAPTL GAINS FROM PASSTHROUGH ENTITIES$167,880$167,880
OTHER INCOME FROM PASSTHROUGH ENTITIES$17,949$17,679
CUM BASIS ADJ: SALE OF PTP UNITS-$654-$654

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail (2 entries)

DescriptionDescriptionAmountAmount
ACCRUED INT PAID IN 2012$8,679
ADJ BOOK VALUE ON PASSTHROUGH ENTITIES$52,131

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees Detail OtherProfessionalFeesDetail

FieldValueIRS element (for citing)
CategoryINVESTMENT FEESCategoryTxt
Amt$134,825Amt
Net Investment Income$133,588NetInvestmentIncomeAmt

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (4 entries)

CategoryCategoryTxtAmtAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
FEDERAL TAXES PAID$23,287$0$0
FEDERAL ESTIMATED TAX PAYMENTS$20,569$0$0
FRN TAX FROM PASSTHRU ENTITIES$9,435$9,435$0
OTHER FOREIGN TAXES$8,810$8,810$0

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