2014-11-14T15:00:21-06:00 2013-12-31 521374503 ROSEN SAPPERSTEIN & FRIEDLANDER 300 RED BROOK BOULEVARD SUITE 200 OWINGS MILLS MD 21117 990PF 2013-01-01 526054237 CLAYTON BAKER TRUST BAKE 4108373555 2 EAST READ STREET - SUITE 100 BALTIMORE MD 21202 JOHN BRENTNALL POWELL JR TRUSTEE 4108373555 2014-11-13 true DAVID S ROSEN ESQ CPA P01071493 4105810800 2014-11-13 2013 2015-12-30 17:16:21Z X 37112328 640538 613811 2102006 27801837 2102006 0 214110 198181 2956654 2913998 0 0 0 0 0 0 134825 133588 0 770 770 0 62101 18245 0 0 0 11658 11658 58 0 0 58 0 0 62990 44832 18057 272402 197435 0 29773 1731475 1731475 2003877 197435 0 1761248 952777 2716563 0 87902 710652 1056461 1056461 0 0 0 6142681 4793440 4770309 15371487 13117847 18741714 5639466 7481698 7420284 925000 3417029 5123560 28877188 29866475 37112328 0 X 28877188 29866475 28877188 29866475 28877188 29866475 28877188 952777 60810 29890775 24300 29866475 31. HARMAN INTERNATIONAL 2009-03-24 2013-01-02 1415 408 1007 1007 25. HARMAN INTERNATIONAL 2012-12-04 2013-01-02 1141 1075 66 66 269. HARRIS CORP. 2009-07-10 2013-01-02 13484 7354 6130 6130 200. JOHNSON & JOHNSON 2012-02-10 2013-01-02 14100 12892 1208 1208 100. NELNET INC CL A 2009-10-23 2013-01-02 3010 1418 1592 1592 20. VALMONT INDS INC 2011-12-13 2013-01-02 2777 1664 1113 1113 5. VALMONT INDS INC 2012-10-09 2013-01-02 694 656 38 38 85. VOLTERRA SEMICONDUCTOR CORP 2008-10-22 2013-01-02 1514 903 611 611 177. ACME PACKET INC 2012-05-08 2013-01-03 3835 5504 -1669 -1669 72. FOSSIL INC 2011-08-24 2013-01-03 6905 6518 387 387 86. HARMAN INTERNATIONAL 2009-03-24 2013-01-03 3961 1084 2877 2877 4. HARRIS CORP. 2009-07-10 2013-01-03 202 109 93 93 107.00008 MASIMO CORP 2008-03-28 2013-01-03 2091 2803 -712 -712 198.99992 MASIMO CORP 2009-11-17 2013-01-03 3888 5350 -1462 -1462 105. MASIMO CORP 2010-09-09 2013-01-03 2060 2718 -658 -658 23. VALMONT INDS INC 2011-12-13 2013-01-03 3236 1908 1328 1328 25. VOLTERRA SEMICONDUCTOR CORP 2008-10-22 2013-01-03 410 226 184 184 166. VOLTERRA SEMICONDUCTOR CORP 2008-10-22 2013-01-03 2832 1463 1369 1369 70. AFFILIATED MANAGERS GROUP INC 2008-11-28 2013-01-04 9556 1923 7633 7633 100. KRISPY KREME DOUGHNUTS 2012-11-06 2013-01-04 1092 778 314 314 173. MASIMO CORP 2010-09-09 2013-01-04 3384 4629 -1245 -1245 49. VOLTERRA SEMICONDUCTOR CORP 2008-01-22 2013-01-04 822 394 428 428 115. CYS INVESTMENTS INC 2012-02-09 2013-01-07 1443 1543 -100 -100 10. CATO CORP CL A 2012-02-09 2013-01-07 273 290 -17 -17 15. GAMESTOP CORP CL A 2012-02-09 2013-01-07 371 364 7 7 213. HARRIS CORP. 2009-07-10 2013-01-07 10663 5823 4840 4840 150. MFA FINANCIAL INC 2011-08-31 2013-01-07 1279 1141 138 138 118. MASIMO CORP 2009-08-05 2013-01-07 2307 2995 -688 -688 19. MASIMO CORP 2012-10-09 2013-01-07 370 451 -81 -81 122. MASIMO CORP 2010-07-12 2013-01-07 2376 2902 -526 -526 45. RIGNET INC 2012-07-17 2013-01-07 927 860 67 67 150000. U S TREASURY NT 1.250% 10/31/15 2012-09-28 2013-01-07 153656 153860 -204 -204 80. VOLTERRA SEMICONDUCTOR CORP 2008-01-22 2013-01-07 1272 643 629 629 20. WORLD FUEL SVCS CORP 2012-02-09 2013-01-07 844 940 -96 -96 235. EATON CORP PLC 2012-11-30 2013-01-07 13072 12207 865 865 20. EMERSON ELECTRIC CO. 2011-11-02 2013-01-08 1086 992 94 94 265. EMERSON ELECTRIC CO. 2012-02-29 2013-01-08 14383 13355 1028 1028 509. LKQ CORP 2011-09-21 2013-01-08 11498 6383 5115 5115 213. MASIMO CORP 2012-09-10 2013-01-08 4185 4362 -177 -177 29. MASIMO CORP 2009-03-04 2013-01-08 570 675 -105 -105 45. RENASANT CORP 2011-07-13 2013-01-08 884 671 213 213 56. VOLTERRA SEMICONDUCTOR CORP 2008-01-22 2013-01-08 890 450 440 440 71. WORLD FUEL SVCS CORP 2012-02-09 2013-01-08 2992 3338 -346 -346 210. EATON CORP PLC 2012-11-30 2013-01-08 11597 10908 689 689 300. SANDRIDGE ENERGY INC 2012-01-17 2013-01-09 2090 2470 -380 -380 40. VOLTERRA SEMICONDUCTOR CORP 2008-01-22 2013-01-09 625 321 304 304 180. ACI WORLDWIDE INC 2011-12-23 2013-01-10 8267 5352 2915 2915 100. ACI WORLDWIDE INC 2012-10-18 2013-01-10 4593 4074 519 519 160. AEGION CORP 2012-05-24 2013-01-10 3632 2629 1003 1003 100. AMERICAN PUBLIC EDUCATION 2010-12-29 2013-01-10 3684 3649 35 35 270. ATLAS AIR WORLDWIDE HOLDINGS 2009-08-17 2013-01-10 12265 6867 5398 5398 450. BOINGO WIRELESS INC 2012-01-09 2013-01-10 3575 3943 -368 -368 270. BONANZA CREEK ENERGY INC 2012-11-12 2013-01-10 8253 5836 2417 2417 290. BROADRIDGE FINANCIAL SOLUTIONS INC 2011-09-28 2013-01-10 6728 5250 1478 1478 1260. CBIZ INC 2009-12-04 2013-01-10 7364 8822 -1458 -1458 100. CYS INVESTMENTS INC 2012-11-13 2013-01-10 1262 1220 42 42 200. CYS INVESTMENTS INC 2012-12-06 2013-01-10 2524 2646 -122 -122 880. CYS INVESTMENTS INC 2011-04-29 2013-01-10 11106 10890 216 216 269.99902 CALAVO GROWERS INC 2012-02-22 2013-01-10 6723 7554 -831 -831 100.00098 CALAVO GROWERS INC 2012-02-08 2013-01-10 2490 2772 -282 -282 500. CAPITALSOURCE INC 2012-12-28 2013-01-10 3826 3844 -18 -18 1100. CAPITALSOURCE INC 2011-08-05 2013-01-10 8418 7140 1278 1278 100. CASH AMERICA INTL INC 2012-11-28 2013-01-10 4088 3677 411 411 160. CASH AMERICA INTL INC 2008-11-05 2013-01-10 6540 5081 1459 1459 200. CINEMARK HLDGS INC 2012-12-11 2013-01-10 5479 5242 237 237 600. CONVERGYS CORP 2009-11-16 2013-01-10 10163 9001 1162 1162 200. CONVERGYS CORP 2012-02-16 2013-01-10 3388 2638 750 750 100. DINEEQUITY INC 2012-05-31 2013-01-10 6859 4734 2125 2125 750. THE DOLAN COMPANY 2009-03-04 2013-01-10 2914 4106 -1192 -1192 110. EPR PROPERTIES 2009-08-18 2013-01-10 5051 3117 1934 1934 170. ELLINGTON FINANCIAL LLC 2012-09-20 2013-01-10 4009 3861 148 148 255367.87 F H L M C GD Q08903 3.500% 6/01/42 2012-08-10 2013-01-10 270690 268390 2300 2300 720. GLOBAL CASH ACCESS HLDGS INC 2009-06-11 2013-01-10 5738 4726 1012 1012 210. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011 2011-12-28 2013-01-10 10280 9858 422 422 150. GRACE WR & COMPANY NEW COMMON 2012-01-25 2013-01-10 10513 7472 3041 3041 750. HERCULES TECHNOLOGY GROWTH 2009-08-28 2013-01-10 8694 7111 1583 1583 200. HOMESTREET INC 2012-02-10 2013-01-10 5164 2200 2964 2964 250. IAC INTERACTIVECORP 2011-02-04 2013-01-10 10735 7347 3388 3388 100. INTERDIGITAL INC 2012-02-01 2013-01-10 4312 3898 414 414 120. INTERDIGITAL INC 2010-12-30 2013-01-10 5174 4983 191 191 490. J2 GLOBAL INC 2009-06-11 2013-01-10 15624 10923 4701 4701 100. KAR AUCTION SERVICES INC 2012-12-06 2013-01-10 2064 1750 314 314 560. KAR AUCTION SERVICES INC 2010-08-04 2013-01-10 11559 7261 4298 4298 300. KAMAN CORP 2007-02-14 2013-01-10 11158 6909 4249 4249 250. KRISPY KREME DOUGHNUTS 2012-11-06 2013-01-10 2790 1940 850 850 260. LORAL SPACE & COMMUNICATIONS INC 2012-10-01 2013-01-10 14371 18592 -4221 -4221 830. MDC PARTNERS INC CL A 2011-07-01 2013-01-10 9638 10262 -624 -624 800. MEDICAL PROPERTIES TRUST INC 2010-06-18 2013-01-10 10041 7659 2382 2382 180. MEDICAL PROPERTIES TRUST INC 2012-03-23 2013-01-10 2259 1724 535 535 410. NELNET INC CL A 2009-09-30 2013-01-10 11987 5595 6392 6392 150. OASIS PETROLEUM INC 2010-12-16 2013-01-10 5127 4075 1052 1052 93.33333 ROADRUNNER TRANSPORTATION SY 2012-11-26 2013-01-10 1692 1692 106.66667 ROADRUNNER TRANSPORTATION SY 2012-11-26 2013-01-10 1933 1933 610. SANDRIDGE ENERGY INC 2012-01-31 2013-01-10 4117 4864 -747 -747 360. SILGAN HLDGS INC COM 2009-06-11 2013-01-10 15107 8831 6276 6276 280. SIX FLAGS ENTERTAINMENT 2010-12-07 2013-01-10 17674 7464 10210 10210 270. SKYWORKS SOLUTIONS INC 2013-01-04 2013-01-10 5725 5651 74 74 320. STARWOOD PROPERTY TRUST INC 2011-03-08 2013-01-10 7613 7353 260 260 230. TELEDYNE TECHNOLOGIES INC 2009-12-04 2013-01-10 15606 7991 7615 7615 90. TELEFLEX INC. 2010-08-03 2013-01-10 6600 4893 1707 1707 600. UNITED STATES ANTIMONY COM 2012-07-25 2013-01-10 1314 1757 -443 -443 1290. UNITED STATES ANTIMONY COM 2012-01-09 2013-01-10 2825 3297 -472 -472 400. VALUE CLICK INC 2012-10-18 2013-01-10 7937 6903 1034 1034 220. VALUE CLICK INC 2011-11-03 2013-01-10 4365 3735 630 630 250. WORLD FUEL SVCS CORP 2010-09-16 2013-01-10 9938 6481 3457 3457 110. HELEN OF TROY CORP LTD 2010-11-05 2013-01-10 3896 2803 1093 1093 75000. U S TREASURY NT 1.250% 10/31/15 2012-09-28 2013-01-11 76863 76919 -56 -56 268. EMERSON ELECTRIC CO. 2011-11-02 2013-01-14 14786 12903 1883 1883 100000. MORGAN STANLEY 3.800% 4/29/16 2012-03-14 2013-01-14 105625 98182 7443 7443 220. EATON CORP PLC 2012-11-30 2013-01-14 12147 11428 719 719 192. EMERSON ELECTRIC CO. 2011-10-21 2013-01-15 10539 8964 1575 1575 232. EMERSON ELECTRIC CO. 2011-12-22 2013-01-15 12686 10818 1868 1868 1507.95 F H L M C GD G11649 4.500% 2/01/20 2005-02-15 2013-01-15 1508 1506 2 2 1090.79 F H L M C GD C90993 5.500% 10/01/26 2007-08-27 2013-01-15 1091 1080 11 11 6633.85 F H L M C GD C03796 3.500% 4/01/42 2012-07-18 2013-01-15 6634 6985 -351 -351 203170.52 F H L M C GD C03796 3.500% 4/01/42 2012-07-18 2013-01-15 215361 213910 1451 1451 1637.68 F H L M C GD C09015 3.000% 10/01/42 2012-11-08 2013-01-15 1638 1719 -81 -81 2481.94 F H L M C GD Q08903 3.500% 6/01/42 2012-08-10 2013-01-15 2482 2608 -126 -126 110. KAMAN CORP 2007-02-14 2013-01-15 3998 2533 1465 1465 130. LIBERTY MEDIA CORP DELAWARE 2010-11-08 2013-01-15 14351 8378 5973 5973 55. P S S WORLD MED INC 2011-12-27 2013-01-15 1587 1347 240 240 10. ACI WORLDWIDE INC 2011-12-23 2013-01-16 448 295 153 153 10. ATLAS AIR WORLDWIDE HOLDINGS 2009-08-17 2013-01-16 433 248 185 185 10. BOINGO WIRELESS INC 2012-01-09 2013-01-16 78 84 -6 -6 10. BONANZA CREEK ENERGY INC 2012-03-29 2013-01-16 308 209 99 99 20. CBIZ INC 2007-04-19 2013-01-16 113 138 -25 -25 20. CYS INVESTMENTS INC 2012-06-06 2013-01-16 254 261 -7 -7 30. CAPITALSOURCE INC 2011-08-05 2013-01-16 231 175 56 56 10. CASH AMERICA INTL INC 2008-01-23 2013-01-16 414 291 123 123 10. CINEMARK HLDGS INC 2012-11-06 2013-01-16 273 250 23 23 20. CONVERGYS CORP 2009-11-16 2013-01-16 337 238 99 99 100000. DELL INC 5.875% 6/15/19 2012-07-24 2013-01-16 100974 117900 -16926 -16926 10. DINEEQUITY INC 2012-07-20 2013-01-16 684 429 255 255 20. THE DOLAN COMPANY 2008-12-01 2013-01-16 73 85 -12 -12 10. EPR PROPERTIES 2009-08-18 2013-01-16 460 283 177 177 10. ELLINGTON FINANCIAL LLC 2012-09-20 2013-01-16 238 226 12 12 233. EMERSON ELECTRIC CO. 2011-12-22 2013-01-16 12689 10563 2126 2126 10. GLOBAL CASH ACCESS HLDGS INC 2008-01-23 2013-01-16 79 55 24 24 10. HERCULES TECHNOLOGY GROWTH 2009-08-28 2013-01-16 118 94 24 24 50. INTERDIGITAL INC 2010-12-08 2013-01-16 2223 1875 348 348 10. J2 GLOBAL INC 2008-04-23 2013-01-16 320 215 105 105 20. KAR AUCTION SERVICES INC 2010-06-10 2013-01-16 413 256 157 157 165. K M G CHEMICALS INC 2013-01-11 2013-01-16 3115 3087 28 28 10. KAMAN CORP 2009-06-11 2013-01-16 365 174 191 191 10. KRISPY KREME DOUGHNUTS 2012-11-05 2013-01-16 115 77 38 38 36. LIBERTY MEDIA CORP DELAWARE 2013-01-11 2013-01-16 3947 3240 707 707 28. LIBERTY MEDIA CORP DELAWARE 2010-11-08 2013-01-16 3070 1805 1265 1265 10. MDC PARTNERS INC CL A 2009-09-16 2013-01-16 118 65 53 53 20. MEDICAL PROPERTIES TRUST INC 2012-03-23 2013-01-16 256 192 64 64 10. NELNET INC CL A 2009-09-30 2013-01-16 294 125 169 169 139. P S S WORLD MED INC 2012-02-14 2013-01-16 4011 3338 673 673 70. P S S WORLD MED INC 2011-12-28 2013-01-16 2020 1709 311 311 10. SANDRIDGE ENERGY INC 2012-01-31 2013-01-16 67 78 -11 -11 10. SILGAN HLDGS INC COM 2009-06-11 2013-01-16 426 245 181 181 10. SIX FLAGS ENTERTAINMENT 2010-11-01 2013-01-16 624 257 367 367 10. SKYWORKS SOLUTIONS INC 2013-01-04 2013-01-16 214 209 5 5 10. TELEDYNE TECHNOLOGIES INC 2009-05-22 2013-01-16 676 320 356 356 10. VALUE CLICK INC 2011-11-03 2013-01-16 201 169 32 32 10. WORLD FUEL SVCS CORP 2010-09-16 2013-01-16 409 253 156 156 65. AGREE RLTY CORP 2013-01-11 2013-01-17 1802 1843 -41 -41 5. AGREE RLTY CORP 2011-03-08 2013-01-17 139 120 19 19 266. DELL INC 2010-05-21 2013-01-17 3392 3601 -209 -209 100. KRISPY KREME DOUGHNUTS 2012-11-05 2013-01-17 1190 761 429 429 65. LIBERTY MEDIA CORP DELAWARE 2013-01-11 2013-01-17 7149 7046 103 103 195. NOVARTIS AG ADR 2012-09-11 2013-01-17 12866 11612 1254 1254 154. P S S WORLD MED INC 2012-02-14 2013-01-17 4449 3696 753 753 137. P S S WORLD MED INC 2011-11-09 2013-01-17 3958 3043 915 915 100. HOMESTREET INC 2012-02-10 2013-01-18 2729 1100 1629 1629 60. COGNIZANT TECH SOLUTIONS CRP COM 2012-05-07 2013-01-22 4671 3524 1147 1147 24. COGNIZANT TECH SOLUTIONS CRP COM 2012-05-07 2013-01-22 1869 1409 460 460 329. DELL INC 2010-10-07 2013-01-22 4272 4442 -170 -170 200. SANDRIDGE ENERGY INC 2012-02-03 2013-01-22 1440 1553 -113 -113 57. COGNIZANT TECH SOLUTIONS CRP COM 2012-05-07 2013-01-23 4430 3347 1083 1083 5. COGNIZANT TECH SOLUTIONS CRP COM 2008-12-05 2013-01-23 389 82 307 307 24. COGNIZANT TECH SOLUTIONS CRP COM 2008-12-05 2013-01-23 1866 392 1474 1474 140. KRISPY KREME DOUGHNUTS 2012-11-14 2013-01-23 1813 1002 811 811 10. ACTUANT CORP CL A NEW 2013-01-11 2013-01-24 297 289 8 8 5. AIR METHODS CORP 2013-01-11 2013-01-24 216 205 11 11 13. AMERICAN EQUITY INVT LIFE HL 2013-01-11 2013-01-24 177 171 6 6 4. ASCENT CAPITAL GROUP INC A 2013-01-11 2013-01-24 252 252 4. ASSURANT INC 2012-10-17 2013-01-24 153 163 -10 -10 13. BROADRIDGE FINANCIAL SOLUTIONS INC 2011-07-13 2013-01-24 304 316 -12 -12 12. CYS INVESTMENTS INC 2012-02-13 2013-01-24 154 164 -10 -10 33. CAPITALSOURCE INC 2013-01-11 2013-01-24 256 255 1 1 5. CORE MARK HLDG CO INC 2013-01-11 2013-01-24 253 255 -2 -2 11. CORELOGIC INC 2013-01-11 2013-01-24 305 298 7 7 42. DENNYS CORP 2013-01-15 2013-01-24 220 220 8. DIGITALGLOBE INC 2013-01-11 2013-01-24 240 223 17 17 13. ECHOSTAR CORPORATION A 2013-01-11 2013-01-24 462 448 14 14 7. GAMESTOP CORP CL A 2012-02-09 2013-01-24 163 170 -7 -7 7. GULF IS FABRICATION INC 2012-02-09 2013-01-24 165 234 -69 -69 190. JOHNSON & JOHNSON 2012-02-10 2013-01-24 13868 12247 1621 1621 30241.935 LAUDUS MONDRIAN EMG MKT INS 2008-07-30 2013-01-24 300000 277016 22984 22984 30. MFA FINANCIAL INC 2013-01-11 2013-01-24 266 261 5 5 4. MAXIMUS INC 2013-01-11 2013-01-24 280 261 19 19 6. MEASUREMENT SPECIALTIES INC 2013-01-11 2013-01-24 206 204 2 2 10. PHH CORP 2013-01-11 2013-01-24 235 232 3 3 11. RIGNET INC 2013-01-11 2013-01-24 233 234 -1 -1 9. SUSSER HOLDINGS CORP 2012-08-09 2013-01-24 375 345 30 30 89. SYNOVUS FINANCIAL CORP 2013-01-07 2013-01-24 226 232 -6 -6 15. TFS FINL CORP 2013-01-15 2013-01-24 151 154 -3 -3 9. TOTAL SYSTEM SERVICES INC 2013-01-11 2013-01-24 211 212 -1 -1 12. TRIMAS CORP 2013-01-11 2013-01-24 364 350 14 14 4. WORLD FUEL SVCS CORP 2012-02-09 2013-01-24 171 188 -17 -17 22. MAIDEN HOLDINGS LTD 2013-01-11 2013-01-24 226 214 12 12 49. COACH INC 2012-09-21 2013-01-25 2492 2778 -286 -286 2744.87 F N M A #256752 6.000% 6/01/27 2008-02-07 2013-01-25 2745 2778 -33 -33 5618.31 F N M A #257048 6.000% 1/01/28 2007-12-18 2013-01-25 5618 5658 -40 -40 2533.19 F N M A #AJ5336 3.000% 11/01/26 2011-11-10 2013-01-25 2533 2577 -44 -44 4686.41 F N M A #AJ5336 3.000% 11/01/26 2012-06-06 2013-01-25 4686 4860 -174 -174 730.66 F N M A #AQ4425 2.500% 11/01/27 2012-12-18 2013-01-25 731 763 -32 -32 134.19 F N M A #663238 5.500% 9/01/32 2002-09-19 2013-01-25 134 135 -1 -1 7358.23 F N M A #744805 1.892% 11/01/33 2003-12-10 2013-01-25 7358 7393 -35 -35 4627.68 F N M A #AB6278 2.500% 9/01/27 2012-09-11 2013-01-25 4628 4793 -165 -165 6237.03 F N M A #AC4824 3.581% 10/01/39 2010-10-01 2013-01-25 6237 6418 -181 -181 124. COACH INC 2012-09-21 2013-01-28 6342 7015 -673 -673 8960.573 VANGUARD LTD TERM TE FD ADM 2012-08-03 2013-01-28 100000 100269 -269 -269 146. APPLIED MICRO CIRCUITS CORP 2010-03-25 2013-01-29 1319 1225 94 94 135000. DALLAS FORT TX 5.000% 11/01/38 2012-07-25 2013-01-29 146652 145606 1046 1046 100000. EASTMAN CHEMICAL CO 3.600% 8/15/22 2012-06-20 2013-01-29 103388 101512 1876 1876 87. HARMAN INTERNATIONAL 2009-03-13 2013-01-29 4341 1042 3299 3299 100. NELNET INC CL A 2009-09-30 2013-01-29 3041 1214 1827 1827 405579.15 U S TREASURY I P S 0.125% 7/15/22 2012-12-24 2013-01-29 437645 433735 3910 3910 282. APPLIED MICRO CIRCUITS CORP 2010-03-25 2013-01-30 2462 2366 96 96 105000. AVALONBAY CMNTYS IN 2.950% 9/15/22 2012-09-14 2013-01-30 102874 104028 -1154 -1154 81. HARMAN INTERNATIONAL 2009-03-13 2013-01-30 4011 957 3054 3054 254. PACCAR INC 2012-03-14 2013-01-30 12251 11938 313 313 131. TIME WARNER CABLE INC 2012-05-04 2013-01-30 13232 10435 2797 2797 25. TIME WARNER CABLE INC 2011-05-05 2013-01-30 2525 1916 609 609 368. ARM HLDGS PLC A D R 2011-07-21 2013-01-31 15068 10942 4126 4126 147. COACH INC 2012-08-15 2013-01-31 7511 8168 -657 -657 100000. DEVON ENERGY CORP 3.250% 5/15/22 2012-06-15 2013-01-31 100428 102221 -1793 -1793 44000. ENTERPRISE PRODUCTS 5.200% 9/01/20 2011-09-20 2013-01-31 51431 48059 3372 3372 24000. KOHLS CORPORATION 4.000% 11/01/21 2012-02-07 2013-01-31 24146 24896 -750 -750 76000. KOHLS CORPORATION 4.000% 11/01/21 2012-02-08 2013-01-31 76407 78727 -2320 -2320 170. ACME PACKET INC 2012-06-07 2013-02-01 4073 4093 -20 -20 22. COACH INC 2009-03-11 2013-02-01 1113 307 806 806 37. COACH INC 2012-08-14 2013-02-01 1871 2023 -152 -152 208. COACH INC 2009-03-11 2013-02-01 10370 2901 7469 7469 25. GRACE WR & COMPANY NEW COMMON 2012-01-17 2013-02-01 1818 1205 613 613 92. MASIMO CORP 2012-06-13 2013-02-01 1849 1810 39 39 200. SANDRIDGE ENERGY INC 2012-02-03 2013-02-01 1319 1446 -127 -127 159. COACH INC 2009-03-11 2013-02-04 7744 2218 5526 5526 62. MASIMO CORP 2012-06-07 2013-02-04 1242 1211 31 31 200. SANDRIDGE ENERGY INC 2012-02-03 2013-02-04 1258 1420 -162 -162 39. WORLD FUEL SVCS CORP 2011-01-05 2013-02-04 1654 1432 222 222 25. WORLD FUEL SVCS CORP 2012-12-06 2013-02-04 1060 958 102 102 41. COACH INC 2009-03-11 2013-02-05 2008 572 1436 1436 56000. ENTERPRISE PRODUCTS 5.200% 9/01/20 2011-09-14 2013-02-05 65290 60408 4882 4882 212. P S S WORLD MED INC 2012-08-14 2013-02-05 6129 4447 1682 1682 163. P S S WORLD MED INC 2011-10-27 2013-02-05 4712 3289 1423 1423 165. SANDRIDGE ENERGY INC 2012-02-02 2013-02-05 1004 1161 -157 -157 113. TRIMAS CORP 2013-01-11 2013-02-05 3490 3297 193 193 85. WORLD FUEL SVCS CORP 2010-12-27 2013-02-05 3628 3121 507 507 74. COACH INC 2009-03-11 2013-02-06 3616 1032 2584 2584 61. TRIMAS CORP 2013-01-11 2013-02-06 1882 1780 102 102 63. WORLD FUEL SVCS CORP 2010-12-27 2013-02-06 2693 2313 380 380 7. COSTAR GROUP 2012-09-10 2013-02-07 672 576 96 96 31. COSTAR GROUP 2011-08-05 2013-02-07 2973 1724 1249 1249 8. COSTAR GROUP 2012-10-09 2013-02-07 767 656 111 111 435. DELL INC 2012-08-23 2013-02-07 5838 4957 881 881 1815. DELL INC 2010-10-07 2013-02-07 24357 23216 1141 1141 128. DIAGEO PLC-SPONSORED ADR NEW REPSTG 4 ORD SHS 2011-10-12 2013-02-07 15099 10462 4637 4637 19. VALMONT INDS INC 2011-12-15 2013-02-07 2783 1566 1217 1217 19. COSTAR GROUP 2011-08-05 2013-02-08 1817 1057 760 760 82. DIAGEO PLC-SPONSORED ADR NEW REPSTG 4 ORD SHS 2011-10-12 2013-02-08 9780 6702 3078 3078 61. TRIMAS CORP 2013-01-11 2013-02-08 1889 1780 109 109 31. VALMONT INDS INC 2011-12-15 2013-02-08 4562 2345 2217 2217 126. K M G CHEMICALS INC 2013-01-11 2013-02-11 2517 2357 160 160 100. NELNET INC CL A 2009-06-18 2013-02-11 3186 1051 2135 2135 3. COSTAR GROUP 2011-08-05 2013-02-12 289 167 122 122 354051.54 F H L M C GD C09015 3.000% 10/01/42 2012-11-08 2013-02-12 363567 371276 -7709 -7709 23. VALMONT INDS INC 2010-10-06 2013-02-12 3434 1665 1769 1769 35. COSTAR GROUP 2011-08-05 2013-02-13 3355 1946 1409 1409 4. VALMONT INDS INC 2010-10-06 2013-02-13 620 290 330 330 662. CENTURYTEL INC 2011-01-28 2013-02-14 22108 29312 -7204 -7204 135. COACH INC 2009-03-11 2013-02-14 6507 1883 4624 4624 193. PALL CORP. 2011-08-05 2013-02-14 13079 10038 3041 3041 1652. WINDSTREAM CORP 2011-01-19 2013-02-14 14861 21697 -6836 -6836 50. WORLD FUEL SVCS CORP 2010-09-16 2013-02-14 2203 1263 940 940 75000. AMERICA MOVIL SAB DE 5.000% 3/30/20 2011-06-14 2013-02-15 85173 78703 6470 6470 990. CA INC 2010-06-30 2013-02-15 24764 18538 6226 6226 153. CENTURYTEL INC 2010-11-08 2013-02-15 5046 6461 -1415 -1415 90. COACH INC 2009-03-11 2013-02-15 4359 1255 3104 3104 40. DINEEQUITY INC 2012-07-20 2013-02-15 3052 1715 1337 1337 1346.68 F H L M C GD G11649 4.500% 2/01/20 2005-02-15 2013-02-15 1347 1345 2 2 1264.44 F H L M C GD C90993 5.500% 10/01/26 2007-08-27 2013-02-15 1264 1252 12 12 2250.44 F H L M C GD C09015 3.000% 10/01/42 2012-11-08 2013-02-15 2250 2360 -110 -110 90. CENTURYTEL INC 2010-11-08 2013-02-19 3012 3801 -789 -789 162. CENTURYTEL INC 2010-11-08 2013-02-19 5665 6841 -1176 -1176 258. PRUDENTIAL FINANCIAL INC 2012-02-16 2013-02-19 14950 15625 -675 -675 120. PRUDENTIAL FINANCIAL INC 2012-04-11 2013-02-19 6953 7290 -337 -337 93. CENTURYTEL INC 2011-03-14 2013-02-20 3206 3922 -716 -716 12. COVANCE INC 2009-05-04 2013-02-20 819 478 341 341 354. P S S WORLD MED INC 2011-07-20 2013-02-20 10237 10390 -153 -153 715. TOTAL SYSTEM SERVICES INC 2012-02-09 2013-02-20 15813 12174 3639 3639 570. TOTAL SYSTEM SERVICES INC 2013-01-11 2013-02-20 12606 13143 -537 -537 250. CINCINNATI FINANCIAL CORP 2011-03-14 2013-02-21 11115 8118 2997 2997 163. COACH INC 2009-03-11 2013-02-21 7735 2273 5462 5462 6. COVANCE INC 2009-05-04 2013-02-21 403 239 164 164 5. COVANCE INC 2009-05-04 2013-02-21 334 199 135 135 161. OCCIDENTAL PETROLEUM CORP. 2012-05-18 2013-02-21 13414 13561 -147 -147 376. ORACLE SYSTEMS 2011-10-21 2013-02-21 12854 11958 896 896 241. P S S WORLD MED INC 2011-07-20 2013-02-21 6966 6822 144 144 229. PLUM CREEK TIMBER CO., INC. 2011-03-14 2013-02-21 10847 9498 1349 1349 121. 3M COMPANY 2007-02-28 2013-02-21 12426 8985 3441 3441 188. ANSYS INC 2011-05-09 2013-02-22 14222 10128 4094 4094 70. COACH INC 2009-03-11 2013-02-22 3271 976 2295 2295 6. COVANCE INC 2009-05-04 2013-02-22 401 239 162 162 4. COVANCE INC 2009-05-04 2013-02-22 267 159 108 108 155. OCCIDENTAL PETROLEUM CORP. 2012-11-01 2013-02-22 12954 12401 553 553 339. OCCIDENTAL PETROLEUM CORP. 2013-02-14 2013-02-22 28314 27925 389 389 45. PRUDENTIAL FINANCIAL INC 2012-02-15 2013-02-22 2510 2708 -198 -198 55. PRUDENTIAL FINANCIAL INC 2012-04-11 2013-02-22 3068 3327 -259 -259 401. ABBOTT LABORATORIES 2011-03-14 2013-02-25 13845 9520 4325 4325 35. COACH INC 2009-03-11 2013-02-25 1646 488 1158 1158 167. CONSOLIDATED EDISON INC 2011-03-14 2013-02-25 9804 8301 1503 1503 19. COVANCE INC 2009-05-04 2013-02-25 1267 757 510 510 5. COVANCE INC 2009-05-04 2013-02-25 335 199 136 136 2650.47 F N M A #256752 6.000% 6/01/27 2008-02-07 2013-02-25 2650 2682 -32 -32 3513.81 F N M A #257048 6.000% 1/01/28 2007-12-18 2013-02-25 3514 3538 -24 -24 2257.97 F N M A #AJ5336 3.000% 11/01/26 2011-11-10 2013-02-25 2258 2296 -38 -38 4177.25 F N M A #AJ5336 3.000% 11/01/26 2012-06-06 2013-02-25 4177 4327 -150 -150 570.28 F N M A #AQ4425 2.500% 11/01/27 2012-12-18 2013-02-25 570 595 -25 -25 444.95 F N M A #AQ9044 3.500% 12/01/42 2013-01-24 2013-02-25 445 473 -28 -28 1235.8 F N M A #AR1150 3.000% 1/01/43 2013-01-10 2013-02-25 1236 1291 -55 -55 130.14 F N M A #663238 5.500% 9/01/32 2002-09-19 2013-02-25 130 131 -1 -1 138.6 F N M A #744805 1.892% 11/01/33 2003-12-10 2013-02-25 139 139 8805.89 F N M A #AB6278 2.500% 9/01/27 2012-09-11 2013-02-25 8806 9112 -306 -306 260.85 F N M A #AC4824 3.581% 10/01/39 2010-10-01 2013-02-25 261 268 -7 -7 204. P S S WORLD MED INC 2012-10-08 2013-02-25 5916 4265 1651 1651 856. P S S WORLD MED INC 2011-09-23 2013-02-25 24824 19958 4866 4866 59. COACH INC 2009-03-11 2013-02-26 2738 823 1915 1915 12. COVANCE INC 2009-05-04 2013-02-26 788 478 310 310 539. ABBOTT LABORATORIES 2011-02-24 2013-02-27 18510 12165 6345 6345 285. CENTURYTEL INC 2011-05-05 2013-02-27 9827 11363 -1536 -1536 110. COACH INC 2009-03-11 2013-02-27 5293 1534 3759 3759 3. COVANCE INC 2009-05-04 2013-02-27 199 120 79 79 50. DINEEQUITY INC 2012-07-20 2013-02-27 3762 2144 1618 1618 118. CARBO CERAMICS INC 2012-02-23 2013-02-28 10778 10857 -79 -79 4. COVANCE INC 2009-05-04 2013-02-28 267 159 108 108 178. STARZ A 2012-02-09 2013-02-28 3303 13200 -9897 -9897 242. STARZ A 2013-01-16 2013-02-28 4491 12445 -7954 -7954 50. TELEFLEX INC. 2010-08-09 2013-02-28 4009 2703 1306 1306 150. ACE LTD 2009-08-18 2013-02-28 12865 7441 5424 5424 25. COVANCE INC 2009-05-04 2013-03-01 1664 996 668 668 53. COVANCE INC 2009-05-04 2013-03-01 3514 2112 1402 1402 58. KEMPER CORP 2012-08-07 2013-03-01 1770 1853 -83 -83 100. AMERICAN PUBLIC EDUCATION 2010-12-29 2013-03-04 3423 3649 -226 -226 75000. CONSOLIDATED NAT GAS 5.000% 12/01/14 2010-02-18 2013-03-04 80170 76830 3340 3340 9. COVANCE INC 2009-05-04 2013-03-04 601 359 242 242 7. COVANCE INC 2009-05-04 2013-03-04 468 279 189 189 11. GOOGLE INC CL A 2008-12-03 2013-03-04 8949 3049 5900 5900 100. MEDICAL PROPERTIES TRUST INC 2012-03-22 2013-03-04 1501 945 556 556 98. TIFFANY & CO 2012-06-27 2013-03-04 6869 4895 1974 1974 439980.75 U S TREASURY I P S 0.125% 4/15/17 2013-01-30 2013-03-04 474904 471964 2940 2940 459540. U S TREASURY I P S 0.125% 7/15/22 2012-08-14 2013-03-04 501491 490304 11187 11187 9. COVANCE INC 2009-05-04 2013-03-05 607 359 248 248 7. COVANCE INC 2009-05-04 2013-03-05 473 279 194 194 110. JOHNSON & JOHNSON 2012-02-10 2013-03-05 8529 7091 1438 1438 40. MEASUREMENT SPECIALTIES INC 2013-01-11 2013-03-05 1467 1358 109 109 23. ANN INC 2012-12-06 2013-03-06 660 801 -141 -141 194. ANN INC 2010-06-28 2013-03-06 5563 3413 2150 2150 19. COVANCE INC 2009-05-04 2013-03-06 1288 757 531 531 9. COVANCE INC 2009-05-04 2013-03-06 606 359 247 247 49. ANN INC 2010-06-28 2013-03-07 1420 862 558 558 50. MEASUREMENT SPECIALTIES INC 2013-01-11 2013-03-07 1849 1697 152 152 21215.21 F H L M C GD C90993 5.500% 10/01/26 2007-08-27 2013-03-08 22909 21006 1903 1903 100. GRACE WR & COMPANY NEW COMMON 2012-01-17 2013-03-08 7691 4583 3108 3108 170. TIFFANY & CO 2012-07-18 2013-03-08 11922 9319 2603 2603 300000. U S TREASURY NT 3.625% 8/15/19 2009-10-21 2013-03-08 344133 303768 40365 40365 4. AGREE RLTY CORP 2011-03-08 2013-03-11 114 96 18 18 8. AGREE RLTY CORP 2011-03-08 2013-03-12 226 193 33 33 28. AGREE RLTY CORP 2011-03-08 2013-03-13 793 668 125 125 385. TIFFANY & CO 2012-06-15 2013-03-13 26435 20675 5760 5760 55. AGREE RLTY CORP 2011-02-14 2013-03-14 1568 1283 285 285 63. MERCURY SYSTEMS INC 2011-07-26 2013-03-14 478 1108 -630 -630 114. MICROSEMI CORP 2011-04-21 2013-03-14 2520 2573 -53 -53 100. NELNET INC CL A 2009-06-18 2013-03-14 3396 912 2484 2484 4. AGREE RLTY CORP 2011-09-22 2013-03-15 115 82 33 33 1302.17 F H L M C GD G11649 4.500% 2/01/20 2005-02-15 2013-03-15 1302 1301 1 1 1005.61 F H L M C GD C90993 5.500% 10/01/26 2007-08-27 2013-03-15 1006 996 10 10 100. MEDICAL PROPERTIES TRUST INC 2012-03-22 2013-03-15 1547 945 602 602 48. MERCURY SYSTEMS INC 2011-07-26 2013-03-15 366 842 -476 -476 104. MERCURY SYSTEMS INC 2011-07-26 2013-03-15 770 1824 -1054 -1054 54. MICROSEMI CORP 2011-04-28 2013-03-15 1186 1190 -4 -4 12. INCYTE PHARMACEUTICALS INC 2012-08-02 2013-03-18 269 237 32 32 423. INCYTE PHARMACEUTICALS INC 2012-12-12 2013-03-18 9643 8033 1610 1610 49. MERCURY SYSTEMS INC 2011-07-26 2013-03-18 362 859 -497 -497 100. VALUE CLICK INC 2011-11-03 2013-03-18 3019 1684 1335 1335 53. CIMAREX ENERGY CO 2012-01-04 2013-03-19 4090 3385 705 705 91. K M G CHEMICALS INC 2013-01-11 2013-03-19 1809 1702 107 107 54. MERCURY SYSTEMS INC 2011-07-26 2013-03-19 398 947 -549 -549 35. CIMAREX ENERGY CO 2012-11-06 2013-03-20 2620 2226 394 394 207. CIMAREX ENERGY CO 2012-01-04 2013-03-20 15498 13222 2276 2276 103. MERCURY SYSTEMS INC 2011-07-25 2013-03-20 761 1805 -1044 -1044 9. CARBO CERAMICS INC 2012-02-08 2013-03-21 868 826 42 42 45. K M G CHEMICALS INC 2013-01-11 2013-03-21 890 842 48 48 63. MERCURY SYSTEMS INC 2011-07-25 2013-03-21 465 1104 -639 -639 105. SHFL ENTERTAINMENT INC 2012-04-23 2013-03-21 1745 1764 -19 -19 58. MERCURY SYSTEMS INC 2011-07-27 2013-03-22 427 1005 -578 -578 140. PEPSICO INC. 2010-12-23 2013-03-22 10997 9159 1838 1838 46. SHFL ENTERTAINMENT INC 2012-04-19 2013-03-22 760 772 -12 -12 100. AEGION CORP 2012-05-24 2013-03-25 2542 1639 903 903 46. AGREE RLTY CORP 2011-09-22 2013-03-25 1289 935 354 354 105. CIMAREX ENERGY CO 2012-12-21 2013-03-25 8004 6335 1669 1669 63. CIMAREX ENERGY CO 2012-01-27 2013-03-25 4803 3743 1060 1060 2324.52 F N M A #256752 6.000% 6/01/27 2008-02-07 2013-03-25 2325 2351 -26 -26 3713.34 F N M A #257048 6.000% 1/01/28 2007-12-18 2013-03-25 3713 3738 -25 -25 1769.43 F N M A #AJ5336 3.000% 11/01/26 2011-11-10 2013-03-25 1769 1798 -29 -29 3273.45 F N M A #AJ5336 3.000% 11/01/26 2012-06-06 2013-03-25 3273 3388 -115 -115 580.94 F N M A #AQ4425 2.500% 11/01/27 2012-12-18 2013-03-25 581 605 -24 -24 444.02 F N M A #AQ9044 3.500% 12/01/42 2013-01-24 2013-03-25 444 471 -27 -27 1271.59 F N M A #AR1150 3.000% 1/01/43 2013-01-10 2013-03-25 1272 1327 -55 -55 127.9 F N M A #663238 5.500% 9/01/32 2002-09-19 2013-03-25 128 128 2767.86 F N M A #744805 1.892% 11/01/33 2003-12-10 2013-03-25 2768 2781 -13 -13 6861.46 F N M A #AB6278 2.500% 9/01/27 2012-09-11 2013-03-25 6861 7094 -233 -233 2263. F N M A #AB6644 2.500% 10/01/27 2013-02-12 2013-03-25 2263 2354 -91 -91 265.3 F N M A #AC4824 3.581% 10/01/39 2010-10-01 2013-03-25 265 273 -8 -8 71. MERCURY SYSTEMS INC 2011-07-27 2013-03-25 523 1211 -688 -688 53. SHFL ENTERTAINMENT INC 2012-04-19 2013-03-25 875 888 -13 -13 60. TELEFLEX INC. 2010-08-09 2013-03-25 4917 3239 1678 1678 34285.5 F H L M C GD G11649 4.500% 2/01/20 2005-02-15 2013-03-26 36600 34243 2357 2357 106224.23 F N M A #257048 6.000% 1/01/28 2007-12-18 2013-03-26 117112 106926 10186 10186 65. MERCURY SYSTEMS INC 2011-07-27 2013-03-26 476 1109 -633 -633 40. MONRO MUFFLER BRAKE INC 2012-03-16 2013-03-26 1616 1730 -114 -114 116. SHFL ENTERTAINMENT INC 2012-05-11 2013-03-26 1908 1914 -6 -6 135. COCA COLA CO. 2010-12-23 2013-03-27 5449 4449 1000 1000 53. K M G CHEMICALS INC 2013-01-11 2013-03-27 1046 992 54 54 42. MERCURY SYSTEMS INC 2012-02-28 2013-03-27 308 657 -349 -349 49. MONRO MUFFLER BRAKE INC 2012-03-22 2013-03-27 1967 2072 -105 -105 94. SHFL ENTERTAINMENT INC 2012-05-11 2013-03-27 1543 1545 -2 -2 472. ACME PACKET INC 2012-06-21 2013-03-28 13806 10306 3500 3500 36. ACUITY BRANDS INC 2011-07-29 2013-03-28 2490 1739 751 751 289. CENTURYTEL INC 2012-01-05 2013-03-28 10074 9748 326 326 60. HMS HLDGS CORP 2012-09-20 2013-03-28 1632 1999 -367 -367 33. HMS HLDGS CORP 2012-03-01 2013-03-28 898 1094 -196 -196 20. MONRO MUFFLER BRAKE INC 2012-03-15 2013-03-28 801 766 35 35 2. MONRO MUFFLER BRAKE INC 2012-04-24 2013-03-28 80 81 -1 -1 115. SHFL ENTERTAINMENT INC 2012-05-22 2013-03-28 1901 1829 72 72 37. GULF IS FABRICATION INC 2012-02-09 2013-04-01 781 1238 -457 -457 203. HMS HLDGS CORP 2012-03-05 2013-04-01 5495 6451 -956 -956 100. MEDICAL PROPERTIES TRUST INC 2012-03-22 2013-04-01 1601 945 656 656 52. SHFL ENTERTAINMENT INC 2012-09-10 2013-04-01 831 808 23 23 292. CONSOLIDATED EDISON INC 2011-02-24 2013-04-02 17726 14415 3311 3311 10000. DISTRICT COLUMBIA 4.709% 12/01/22 2010-12-03 2013-04-02 11895 10000 1895 1895 25. GRACE WR & COMPANY NEW COMMON 2011-12-23 2013-04-02 1900 1126 774 774 150. GULF IS FABRICATION INC 2012-02-09 2013-04-02 3188 5005 -1817 -1817 32. HMS HLDGS CORP 2012-03-05 2013-04-02 875 963 -88 -88 100. HOMESTREET INC 2012-02-10 2013-04-02 2255 1100 1155 1155 36. K M G CHEMICALS INC 2011-01-14 2013-04-02 689 588 101 101 30. K M G CHEMICALS INC 2013-01-11 2013-04-02 574 561 13 13 81. MAIDENFORM BRANDS INC 2012-02-09 2013-04-02 1425 1735 -310 -310 58. SHFL ENTERTAINMENT INC 2012-09-10 2013-04-02 921 899 22 22 165. COCA COLA CO. 2011-02-24 2013-04-03 6627 5323 1304 1304 82. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011 2012-12-20 2013-04-03 3768 3715 53 53 28. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011 2011-12-18 2013-04-03 1287 1240 47 47 6. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011 2011-12-15 2013-04-03 277 265 12 12 14. MAIDENFORM BRANDS INC 2012-02-09 2013-04-03 244 300 -56 -56 96. MAIDENFORM BRANDS INC 2013-01-11 2013-04-03 1670 1902 -232 -232 64. PEPSICO INC. 2010-11-08 2013-04-03 5048 4165 883 883 26. SHFL ENTERTAINMENT INC 2012-09-10 2013-04-03 399 403 -4 -4 44. MAIDENFORM BRANDS INC 2013-01-11 2013-04-04 769 872 -103 -103 108. MAIDENFORM BRANDS INC 2013-01-11 2013-04-05 1890 2086 -196 -196 100. MEDICAL PROPERTIES TRUST INC 2010-03-18 2013-04-05 1646 933 713 713 71. HMS HLDGS CORP 2012-03-05 2013-04-08 1862 2134 -272 -272 100. GULF IS FABRICATION INC 2012-02-09 2013-04-09 1972 3232 -1260 -1260 7. MAIDENFORM BRANDS INC 2012-06-13 2013-04-09 123 131 -8 -8 110. GULF IS FABRICATION INC 2010-11-08 2013-04-10 2173 2865 -692 -692 23. HMS HLDGS CORP 2012-03-05 2013-04-10 638 691 -53 -53 49. HMS HLDGS CORP 2012-10-04 2013-04-10 1358 1401 -43 -43 145. MAIDENFORM BRANDS INC 2012-06-21 2013-04-10 2583 2703 -120 -120 119. CINCINNATI FINANCIAL CORP 2011-01-19 2013-04-11 5775 3830 1945 1945 152. GULF IS FABRICATION INC 2010-11-08 2013-04-11 3025 3959 -934 -934 29. HMS HLDGS CORP 2012-10-04 2013-04-11 790 812 -22 -22 75000. BERKSHIRE HATHWY 3.200% 2/11/15 2010-02-04 2013-04-12 78709 74945 3764 3764 43. GULF IS FABRICATION INC 2013-01-11 2013-04-12 869 1038 -169 -169 132. GULF IS FABRICATION INC 2010-11-08 2013-04-12 2666 3438 -772 -772 101. TIFFANY & CO 2012-06-27 2013-04-12 7337 5045 2292 2292 100000. U S TREASURY NT 1.250% 10/31/15 2012-10-22 2013-04-12 102418 102349 69 69 53. GULF IS FABRICATION INC 2013-01-11 2013-04-15 1073 1279 -206 -206 91. ESTEE LAUDER COMPANIES CL A 2013-01-28 2013-04-15 6135 5756 379 379 144. PRUDENTIAL FINANCIAL INC 2012-02-15 2013-04-15 8084 8666 -582 -582 58. 3M COMPANY 2007-02-28 2013-04-15 6241 4305 1936 1936 6. CORE LABORATORIES N V 2012-10-05 2013-04-15 760 617 143 143 255. E I DU PONT DE NEMOURS & CO. 2012-10-23 2013-04-16 12596 11614 982 982 95. FMC TECHNOLOGIES INC 2008-12-18 2013-04-16 4720 1095 3625 3625 106. GULF IS FABRICATION INC 2013-01-11 2013-04-16 2146 2558 -412 -412 29. MERCURY SYSTEMS INC 2012-02-28 2013-04-16 220 431 -211 -211 26. CORE LABORATORIES N V 2012-10-05 2013-04-16 3344 2674 670 670 39. GULF IS FABRICATION INC 2013-01-11 2013-04-17 780 941 -161 -161 17905.103 VANGUARD LTD TERM TE FD ADM 2012-08-03 2013-04-17 200000 200358 -358 -358 169. E I DU PONT DE NEMOURS & CO. 2011-03-14 2013-04-18 8184 8755 -571 -571 35. K M G CHEMICALS INC 2010-12-03 2013-04-18 632 527 105 105 83. MEASUREMENT SPECIALTIES INC 2013-01-11 2013-04-18 3346 2818 528 528 78. MERCURY SYSTEMS INC 2012-02-29 2013-04-18 583 1149 -566 -566 97. PRUDENTIAL FINANCIAL INC 2012-05-03 2013-04-18 5333 5431 -98 -98 3. PRUDENTIAL FINANCIAL INC 2012-02-15 2013-04-18 165 181 -16 -16 80. 3M COMPANY 2008-11-05 2013-04-18 8380 5325 3055 3055 18. DAVITA INC 2013-03-04 2013-04-19 2208 2179 29 29 78. EXPRESS SCRIPTS HLDGS C 2011-03-01 2013-04-19 4317 4379 -62 -62 22. GULF IS FABRICATION INC 2013-01-11 2013-04-19 440 531 -91 -91 150. JOHNSON & JOHNSON 2012-02-10 2013-04-19 12554 9669 2885 2885 160. JOHNSON & JOHNSON 2012-02-10 2013-04-19 13436 10314 3122 3122 45. MAIDENFORM BRANDS INC 2011-11-16 2013-04-19 809 790 19 19 5. MAIDENFORM BRANDS INC 2012-06-21 2013-04-19 90 93 -3 -3 17. MEASUREMENT SPECIALTIES INC 2013-01-11 2013-04-19 685 577 108 108 60. NOVARTIS AG ADR 2012-08-07 2013-04-19 4335 3554 781 781 115. NOVARTIS AG ADR 2011-10-21 2013-04-19 8309 6711 1598 1598 106. PACCAR INC 2012-03-05 2013-04-19 5120 4757 363 363 468. PRUDENTIAL FINANCIAL INC 2012-06-15 2013-04-19 25868 23663 2205 2205 246. 3M COMPANY 2008-11-05 2013-04-19 25973 15065 10908 10908 505. ACE LTD 2010-01-07 2013-04-19 44952 24247 20705 20705 4. CATAMARAN CORPORATION 2010-11-03 2013-04-22 215 81 134 134 47. CATAMARAN CORPORATION 2012-12-04 2013-04-22 2523 2263 260 260 20. DAVITA INC 2013-03-01 2013-04-22 2447 2396 51 51 1. GULF IS FABRICATION INC 2013-01-11 2013-04-22 20 24 -4 -4 115. HMS HLDGS CORP 2012-10-08 2013-04-22 2736 3147 -411 -411 29. MERCURY SYSTEMS INC 2012-02-29 2013-04-22 217 410 -193 -193 70. MICROSEMI CORP 2011-04-20 2013-04-22 1376 1524 -148 -148 23. MICROSEMI CORP 2011-04-20 2013-04-22 453 501 -48 -48 164. PACCAR INC 2012-03-05 2013-04-22 7956 7359 597 597 100. SIX FLAGS ENTERTAINMENT 2010-11-01 2013-04-22 7491 2573 4918 4918 83. AIR METHODS CORP 2013-01-11 2013-04-23 3130 3410 -280 -280 75000. BARRICK NA FIN 6.800% 9/15/18 2010-02-08 2013-04-23 90140 82039 8101 8101 108. CATAMARAN CORPORATION 2010-11-04 2013-04-23 5847 2171 3676 3676 324. E I DU PONT DE NEMOURS & CO. 2011-01-28 2013-04-23 16742 16135 607 607 19. GULF IS FABRICATION INC 2013-01-11 2013-04-23 363 459 -96 -96 25. GULF IS FABRICATION INC 2011-08-23 2013-04-23 478 561 -83 -83 100. HMS HLDGS CORP 2012-06-01 2013-04-23 2352 2647 -295 -295 44. MAIDENFORM BRANDS INC 2011-11-16 2013-04-23 805 772 33 33 55. MAXIMUS INC 2013-01-11 2013-04-23 4400 3587 813 813 36. MERCURY SYSTEMS INC 2011-10-19 2013-04-23 274 498 -224 -224 77. MICROSEMI CORP 2011-04-20 2013-04-23 1535 1677 -142 -142 28. MICROSEMI CORP 2011-04-20 2013-04-23 560 610 -50 -50 34.99871 AIR METHODS CORP 2013-01-11 2013-04-24 1307 1438 -131 -131 27.00129 AIR METHODS CORP 2013-01-11 2013-04-24 1008 1109 -101 -101 56. HMS HLDGS CORP 2012-10-24 2013-04-24 1316 1482 -166 -166 126. HMS HLDGS CORP 2012-12-19 2013-04-24 2963 3176 -213 -213 10. MAXIMUS INC 2013-01-11 2013-04-24 805 652 153 153 75. MEASUREMENT SPECIALTIES INC 2013-01-11 2013-04-24 3148 2546 602 602 20. MEASUREMENT SPECIALTIES INC 2012-02-09 2013-04-24 840 665 175 175 100. MERCURY SYSTEMS INC 2011-10-21 2013-04-24 762 1370 -608 -608 135. MICROSEMI CORP 2011-06-01 2013-04-24 2685 2931 -246 -246 40. AEGION CORP 2012-05-18 2013-04-25 864 655 209 209 150. COGNIZANT TECH SOLUTIONS CRP COM 2008-12-05 2013-04-25 9347 2451 6896 6896 3192.23 F N M A #256752 6.000% 6/01/27 2008-02-07 2013-04-25 3192 3228 -36 -36 1743.2 F N M A #AJ5336 3.000% 11/01/26 2011-11-10 2013-04-25 1743 1771 -28 -28 3224.93 F N M A #AJ5336 3.000% 11/01/26 2012-06-06 2013-04-25 3225 3335 -110 -110 887.87 F N M A #AQ4425 2.500% 11/01/27 2012-12-18 2013-04-25 888 924 -36 -36 5611.38 F N M A #AQ9044 3.500% 12/01/42 2013-01-24 2013-04-25 5611 5948 -337 -337 527.66 F N M A #AR1150 3.000% 1/01/43 2013-01-10 2013-04-25 528 550 -22 -22 128.91 F N M A #663238 5.500% 9/01/32 2002-09-19 2013-04-25 129 129 4681.65 F N M A #744805 1.892% 11/01/33 2003-12-10 2013-04-25 4682 4703 -21 -21 7838.64 F N M A #AB6278 2.500% 9/01/27 2012-09-11 2013-04-25 7839 8097 -258 -258 1581.5 F N M A #AB6644 2.500% 10/01/27 2013-02-12 2013-04-25 1582 1643 -61 -61 7910.26 F N M A #AC4824 3.581% 10/01/39 2010-10-01 2013-04-25 7910 8129 -219 -219 165. GAMESTOP CORP CL A 2012-02-09 2013-04-25 5650 4008 1642 1642 16. HMS HLDGS CORP 2012-12-06 2013-04-25 375 387 -12 -12 270. HMS HLDGS CORP 2012-12-12 2013-04-25 6365 6174 191 191 33. MERCURY SYSTEMS INC 2011-10-17 2013-04-25 254 450 -196 -196 225. MICROSOFT CORP. 2012-12-05 2013-04-25 7230 5968 1262 1262 265. MICROSOFT CORP. 2011-03-04 2013-04-25 8515 6969 1546 1546 170. MICROSEMI CORP 2011-06-01 2013-04-25 3389 3690 -301 -301 3. SHFL ENTERTAINMENT INC 2012-05-22 2013-04-25 48 46 2 2 633. DENBURY RESOURCES INC COM 2012-07-18 2013-04-26 11013 9419 1594 1594 2928. DENBURY RESOURCES INC COM 2011-05-09 2013-04-26 50942 52291 -1349 -1349 2. MAXIMUS INC 2013-01-11 2013-04-26 160 130 30 30 27. MERCURY SYSTEMS INC 2011-10-20 2013-04-26 206 367 -161 -161 14. MICROSEMI CORP 2011-06-01 2013-04-26 305 304 1 1 1091. DENBURY RESOURCES INC COM 2011-10-14 2013-04-29 19186 14061 5125 5125 10. MAIDENFORM BRANDS INC 2011-11-16 2013-04-29 180 175 5 5 47. MERCURY SYSTEMS INC 2011-10-20 2013-04-29 362 624 -262 -262 98. CATAMARAN CORPORATION 2010-11-04 2013-04-30 5665 1915 3750 3750 12. COVANCE INC 2012-12-04 2013-04-30 894 691 203 203 20. COVANCE INC 2010-09-09 2013-04-30 1489 773 716 716 7. GOOGLE INC CL A 2008-12-03 2013-04-30 5764 1940 3824 3824 26. MAIDENFORM BRANDS INC 2011-11-16 2013-04-30 467 456 11 11 6. MEAD JOHNSON NUTRITION CO 2012-01-23 2013-04-30 487 436 51 51 59. MERCURY SYSTEMS INC 2011-10-06 2013-04-30 457 774 -317 -317 12. COVANCE INC 2010-07-30 2013-05-01 894 458 436 436 85. ECOLAB INC 2011-05-09 2013-05-01 7200 4429 2771 2771 48. ESTEE LAUDER COMPANIES CL A 2013-01-28 2013-05-01 3345 3035 310 310 88. MERCURY SYSTEMS INC 2011-10-06 2013-05-01 729 1078 -349 -349 111. ACCENTURE PLC CL A 2011-05-09 2013-05-01 8988 6142 2846 2846 28. AMPHENOL CORP - CL A 2010-04-16 2013-05-02 2125 1237 888 888 195. KRATON PERFORMANCE POLYMERS 2012-02-09 2013-05-02 3984 5733 -1749 -1749 83. KRATON PERFORMANCE POLYMERS 2013-01-11 2013-05-02 1696 2121 -425 -425 97. ESTEE LAUDER COMPANIES CL A 2012-03-16 2013-05-02 6802 6132 670 670 2. ESTEE LAUDER COMPANIES CL A 2013-01-28 2013-05-02 140 126 14 14 72. MERCURY SYSTEMS INC 2012-12-06 2013-05-02 599 647 -48 -48 27. MERCURY SYSTEMS INC 2011-09-28 2013-05-02 225 322 -97 -97 29. ACCENTURE PLC CL A 2009-03-27 2013-05-02 2316 801 1515 1515 77. ACUITY BRANDS INC 2013-01-08 2013-05-03 5690 4850 840 840 79. AMPHENOL CORP - CL A 2010-04-16 2013-05-03 6084 3489 2595 2595 75000. DUKE CAPITAL CORP 6.750% 7/15/18 2011-09-26 2013-05-03 90147 83285 6862 6862 100. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011 2011-12-13 2013-05-03 4691 4577 114 114 13. GOOGLE INC CL A 2008-12-03 2013-05-03 10986 3603 7383 7383 30. MAIDENFORM BRANDS INC 2011-11-16 2013-05-03 539 526 13 13 40. MEAD JOHNSON NUTRITION CO 2012-01-23 2013-05-03 3225 2903 322 322 195. MICROCHIP TECHNOLOGY INC 2012-10-16 2013-05-03 7296 6328 968 968 20. MONRO MUFFLER BRAKE INC 2011-11-08 2013-05-03 854 747 107 107 155. PACCAR INC 2012-03-06 2013-05-03 8171 6926 1245 1245 67. VITAMIN SHOPPE INC 2011-02-24 2013-05-03 3275 2314 961 961 6. VITAMIN SHOPPE INC 2012-10-09 2013-05-03 293 343 -50 -50 10. ACCENTURE PLC CL A 2009-03-27 2013-05-03 797 276 521 521 39. AMPHENOL CORP - CL A 2010-04-16 2013-05-06 3012 1720 1292 1292 100. CALAVO GROWERS INC 2012-02-03 2013-05-06 2924 2762 162 162 100. THE DOLAN COMPANY 2008-12-01 2013-05-06 204 423 -219 -219 435. GAMESTOP CORP CL A 2012-02-08 2013-05-06 16159 10713 5446 5446 59. INTERNATIONAL BUSINESS MACHINES CORP. 2013-02-25 2013-05-06 11919 11685 234 234 25. MEAD JOHNSON NUTRITION CO 2012-01-11 2013-05-06 2003 1809 194 194 12. MONRO MUFFLER BRAKE INC 2011-11-08 2013-05-06 505 448 57 57 37. MONRO MUFFLER BRAKE INC 2011-11-09 2013-05-06 1554 1361 193 193 18. MONRO MUFFLER BRAKE INC 2012-09-10 2013-05-06 756 664 92 92 115. SAPIENT CORP 2012-04-24 2013-05-06 1351 1425 -74 -74 135000. U S TREASURY NT 3.625% 8/15/19 2009-10-21 2013-05-06 156758 136656 20102 20102 12. VITAMIN SHOPPE INC 2011-02-24 2013-05-06 588 414 174 174 68. VITAMIN SHOPPE INC 2011-02-23 2013-05-06 3358 2345 1013 1013 44. ACCENTURE PLC CL A 2009-03-27 2013-05-06 3476 1216 2260 2260 100. THE DOLAN COMPANY 2008-12-01 2013-05-07 205 423 -218 -218 42. MEAD JOHNSON NUTRITION CO 2012-01-11 2013-05-07 3364 3039 325 325 110. SAPIENT CORP 2012-04-24 2013-05-07 1275 1362 -87 -87 85. SAPIENT CORP 2012-04-16 2013-05-07 991 1038 -47 -47 43. VITAMIN SHOPPE INC 2011-02-23 2013-05-07 1935 1483 452 452 25. ACCENTURE PLC CL A 2009-03-27 2013-05-07 1974 691 1283 1283 197. SAPIENT CORP 2012-04-24 2013-05-08 2302 2401 -99 -99 15. JOHNSON & JOHNSON 2012-02-10 2013-05-09 1280 967 313 313 290. JOHNSON & JOHNSON 2012-06-01 2013-05-09 24755 17935 6820 6820 185. NOVARTIS AG ADR 2011-10-21 2013-05-09 13745 10747 2998 2998 22. COGNIZANT TECH SOLUTIONS CRP COM 2008-12-05 2013-05-10 1436 359 1077 1077 33. MAXIMUS INC 2013-01-11 2013-05-10 2541 2152 389 389 53. COGNIZANT TECH SOLUTIONS CRP COM 2008-12-05 2013-05-13 3355 866 2489 2489 211. CHARLES SCHWAB CORP. 2010-05-27 2013-05-13 3829 3516 313 313 50000. ALLEGHANY CORP 4.950% 6/27/22 2013-05-03 2013-05-14 55906 57002 -1096 -1096 100000. BOSTON PROP LP 5.625% 11/15/20 2011-08-24 2013-05-14 119227 109000 10227 10227 54. COGNIZANT TECH SOLUTIONS CRP COM 2008-12-05 2013-05-14 3381 882 2499 2499 593. EMC CORP 2012-04-26 2013-05-14 13622 16830 -3208 -3208 129064.33 F H L M C GD G18441 2.500% 8/01/27 2013-04-10 2013-05-14 133582 134256 -674 -674 70000. FEDEX CORP 8.000% 1/15/19 2012-10-01 2013-05-14 91631 91467 164 164 40000. FIRST UN NATL BK MTN 6.180% 2/15/36 2005-02-16 2013-05-14 47524 44537 2987 2987 75000. GTE CORP 6.840% 4/15/18 2010-02-18 2013-05-14 92060 79790 12270 12270 50000. GEN ELEC CAP CRP MTN 5.500% 1/08/20 2012-02-23 2013-05-14 59341 55462 3879 3879 75000. ICI WILMINGTON 5.625% 12/01/13 2010-03-05 2013-05-14 76813 75812 1001 1001 1. INTERNATIONAL BUSINESS MACHINES CORP. 2011-05-09 2013-05-14 203 169 34 34 68. INTERNATIONAL BUSINESS MACHINES CORP. 2013-04-26 2013-05-14 13787 13274 513 513 65000. MARKEL CORP 5.350% 6/01/21 2012-07-23 2013-05-14 74149 70240 3909 3909 60000. ONEOK INC 4.250% 2/01/22 2012-01-25 2013-05-14 63838 60503 3335 3335 101. CHARLES SCHWAB CORP. 2010-05-27 2013-05-14 1873 1683 190 190 86. STARBUCKS CORP. 2013-02-22 2013-05-14 5443 4620 823 823 565000. U S TREASURY NT 2.250% 7/31/18 2012-12-28 2013-05-14 604660 606058 -1398 -1398 107. COGNIZANT TECH SOLUTIONS CRP COM 2008-12-05 2013-05-15 6819 1748 5071 5071 4057.93 F H L M C GD G18441 2.500% 8/01/27 2013-04-10 2013-05-15 4058 4221 -163 -163 16. MICROSEMI CORP 2012-12-04 2013-05-16 347 311 36 36 174. MICROSEMI CORP 2011-06-01 2013-05-16 3771 3777 -6 -6 42. MONRO MUFFLER BRAKE INC 2011-11-09 2013-05-16 1878 1542 336 336 222. PACCAR INC 2012-03-22 2013-05-16 11784 10242 1542 1542 65. CHARLES SCHWAB CORP. 2010-05-27 2013-05-16 1228 1083 145 145 43. MONRO MUFFLER BRAKE INC 2011-11-09 2013-05-17 1911 1572 339 339 48. CHARLES SCHWAB CORP. 2010-05-27 2013-05-17 926 800 126 126 100. EPR PROPERTIES 2009-08-18 2013-05-20 5963 2825 3138 3138 50. GAMESTOP CORP CL A 2012-02-09 2013-05-20 1965 1208 757 757 35. GAMESTOP CORP CL A 2013-01-11 2013-05-20 1376 786 590 590 9. MEASUREMENT SPECIALTIES INC 2012-02-09 2013-05-20 416 299 117 117 43. MONRO MUFFLER BRAKE INC 2011-10-08 2013-05-20 1902 1497 405 405 60. MONRO MUFFLER BRAKE INC 2012-10-09 2013-05-20 2653 2068 585 585 72. MONRO MUFFLER BRAKE INC 2011-10-04 2013-05-20 3168 2359 809 809 198. ARM HLDGS PLC A D R 2011-10-07 2013-05-21 9348 5456 3892 3892 231. GAMESTOP CORP CL A 2012-02-09 2013-05-21 8685 5618 3067 3067 5. GOOGLE INC CL A 2010-01-20 2013-05-21 4521 2889 1632 1632 50. MAXIMUS INC 2013-01-11 2013-05-21 3737 3261 476 476 2. MEASUREMENT SPECIALTIES INC 2012-02-09 2013-05-21 91 67 24 24 259. CATAMARAN CORPORATION 2010-11-04 2013-05-22 12483 5061 7422 7422 200. THE DOLAN COMPANY 2008-12-01 2013-05-22 332 794 -462 -462 103. GAMESTOP CORP CL A 2013-01-11 2013-05-22 3706 2313 1393 1393 12. MEASUREMENT SPECIALTIES INC 2012-02-09 2013-05-22 525 399 126 126 100. MEDICAL PROPERTIES TRUST INC 2012-01-05 2013-05-22 1754 926 828 828 55000. AT T INC 0.800% 12/01/15 2013-02-11 2013-05-23 55026 54985 41 41 38. ACTUANT CORP CL A NEW 2013-01-11 2013-05-23 1291 1098 193 193 5000. AMERICAN EXPRESS 7.000% 3/19/18 2012-03-06 2013-05-23 6201 5949 252 252 30000. BANK OF AMER CORP 7.625% 6/01/19 2013-01-10 2013-05-23 38263 38114 149 149 15000. BANK OF AMER CORP 7.625% 6/01/19 2013-01-10 2013-05-23 19131 19057 74 74 5000. CATERPILLAR FINL MTN 2.650% 4/01/16 2013-02-06 2013-05-23 5251 5263 -12 -12 50000. CELGENE CORP 2.450% 10/15/15 2013-02-28 2013-05-23 51782 51757 25 25 10000. FMC TECHNOLOGIES INC 2.000% 10/01/17 2013-04-05 2013-05-23 10053 10166 -113 -113 50000. JPMORGAN CHASE 6.300% 4/23/19 2012-05-15 2013-05-23 60750 57149 3601 3601 15000. JPMORGAN CHASE 6.300% 4/23/19 2012-05-15 2013-05-23 18225 17145 1080 1080 16. MEASUREMENT SPECIALTIES INC 2012-02-09 2013-05-23 695 532 163 163 60000. MEDCO HLTH SOLUTIONS 4.125% 9/15/20 2012-11-07 2013-05-23 64881 66039 -1158 -1158 40000. MORGAN STANLEY 5.625% 9/23/19 2013-01-14 2013-05-23 46084 45333 751 751 10000. MORGAN STANLEY 5.625% 9/23/19 2013-01-14 2013-05-23 11521 11333 188 188 75. ACTUANT CORP CL A NEW 2013-01-11 2013-05-24 2503 2166 337 337 16. BRADY CORPORATION CL A 2012-02-09 2013-05-24 528 548 -20 -20 43. BRADY CORPORATION CL A 2013-01-11 2013-05-24 1418 1474 -56 -56 59. FLUOR CORP NEW COM 2013-03-06 2013-05-24 3747 3689 58 58 16. MEASUREMENT SPECIALTIES INC 2012-02-09 2013-05-24 695 532 163 163 2194.94 F N M A #256752 6.000% 6/01/27 2008-02-07 2013-05-25 2195 2219 -24 -24 2580.66 F N M A #AJ5336 3.000% 11/01/26 2012-06-06 2013-05-25 2581 2666 -85 -85 1394.97 F N M A #AJ5336 3.000% 11/01/26 2011-11-10 2013-05-25 1395 1417 -22 -22 908.13 F N M A #AQ4425 2.500% 11/01/27 2012-12-18 2013-05-25 908 944 -36 -36 3763.08 F N M A #AQ9044 3.500% 12/01/42 2013-01-24 2013-05-25 3763 3985 -222 -222 1285.29 F N M A #AR1150 3.000% 1/01/43 2013-01-10 2013-05-25 1285 1339 -54 -54 132.2 F N M A #663238 5.500% 9/01/32 2002-09-19 2013-05-25 132 133 -1 -1 94.71 F N M A #744805 1.892% 11/01/33 2003-12-10 2013-05-25 95 95 5993.11 F N M A #AB6278 2.500% 9/01/27 2012-09-11 2013-05-25 5993 6185 -192 -192 3588.34 F N M A #AB6644 2.500% 10/01/27 2013-02-12 2013-05-25 3588 3725 -137 -137 6120.08 F N M A #AC4824 3.581% 10/01/39 2010-10-01 2013-05-25 6120 6286 -166 -166 61. BRADY CORPORATION CL A 2013-01-11 2013-05-28 2035 2090 -55 -55 39. FLUOR CORP NEW COM 2013-03-05 2013-05-28 2511 2397 114 114 35. MEASUREMENT SPECIALTIES INC 2012-02-09 2013-05-28 1560 1164 396 396 25. FLUOR CORP NEW COM 2013-03-05 2013-05-29 1590 1511 79 79 55. K M G CHEMICALS INC 2010-11-08 2013-05-29 1181 808 373 373 175. NOVARTIS AG ADR 2011-01-06 2013-05-29 12688 10125 2563 2563 55. OCEANFIRST FINL CORP 2012-02-09 2013-05-29 780 780 21. OCEANFIRST FINL CORP 2013-01-02 2013-05-29 298 309 -11 -11 17. FLUOR CORP NEW COM 2013-03-04 2013-05-30 1082 1012 70 70 65. FLY LEASING LTD A D R 2013-01-11 2013-05-30 1048 877 171 171 175. PACCAR INC 2012-03-06 2013-05-30 9510 7780 1730 1730 75. E I DU PONT DE NEMOURS & CO. 2009-11-06 2013-05-31 4244 2512 1732 1732 60. E I DU PONT DE NEMOURS & CO. 2012-10-23 2013-05-31 3395 2733 662 662 117. KRAFT FOODS GROUP INC 2013-02-25 2013-05-31 6471 5517 954 954 86. MICROCHIP TECHNOLOGY INC 2012-10-16 2013-05-31 3157 2736 421 421 50. ACTUANT CORP CL A NEW 2013-01-11 2013-06-03 1664 1444 220 220 264. AMPHENOL CORP - CL A 2010-04-19 2013-06-03 20569 11621 8948 8948 201. ANSYS INC 2010-10-11 2013-06-03 14759 8533 6226 6226 58.99998 APPLE COMPUTER INC. 2013-01-31 2013-06-03 26287 30522 -4235 -4235 14.00002 APPLE COMPUTER INC. 2012-10-15 2013-06-03 6238 8839 -2601 -2601 314.91 BROWN ADVISORY INTERMEDIATE INCOME 2012-12-12 2013-06-03 3480 3552 -72 -72 17619.975 BROWN ADVISORY INTERMEDIATE INCOME 2012-05-08 2013-06-03 194701 197247 -2546 -2546 99. CITRIX SYSTEMS INC 2008-09-29 2013-06-03 6248 2423 3825 3825 149. CITRIX SYSTEMS INC 2013-05-30 2013-06-03 9404 9548 -144 -144 171. COGNIZANT TECH SOLUTIONS CRP COM 2008-12-05 2013-06-03 11028 2794 8234 8234 180. COSTCO WHOLESALE CORPORATION 2009-07-02 2013-06-03 19776 8090 11686 11686 242. COVANCE INC 2010-07-29 2013-06-03 17763 9550 8213 8213 408. DANAHER CORP 2008-11-05 2013-06-03 25267 14636 10631 10631 89. DAVITA INC 2008-10-22 2013-06-03 11097 4446 6651 6651 79. DAVITA INC 2013-03-01 2013-06-03 9850 9297 553 553 254. ECOLAB INC 2013-02-06 2013-06-03 21228 18615 2613 2613 542. EXPRESS SCRIPTS HLDGS C 2011-03-01 2013-06-03 33782 30212 3570 3570 459. FMC TECHNOLOGIES INC 2008-12-18 2013-06-03 25709 4839 20870 20870 435. FLUOR CORP NEW COM 2010-11-23 2013-06-03 26993 24971 2022 2022 16. FLUOR CORP NEW COM 2013-03-04 2013-06-03 993 953 40 40 184. FOSSIL INC 2011-09-06 2013-06-03 19144 16138 3006 3006 38. GOOGLE INC CL A 2008-12-03 2013-06-03 32587 10532 22055 22055 71. IDEXX LABORATORIES CORP 2013-03-01 2013-06-03 5891 6531 -640 -640 113. IDEXX LABORATORIES CORP 2009-02-27 2013-06-03 9376 3454 5922 5922 56. INTUITIVE SURGICAL INC 2013-04-19 2013-06-03 27777 28398 -621 -621 347. ESTEE LAUDER COMPANIES CL A 2012-03-16 2013-06-03 23252 21886 1366 1366 16. MASTERCARD INC 2012-09-24 2013-06-03 9160 7280 1880 1880 33. MASTERCARD INC 2009-01-16 2013-06-03 18892 4324 14568 14568 20. MAXIMUS INC 2013-01-11 2013-06-03 1494 1304 190 190 135. MEAD JOHNSON NUTRITION CO 2012-01-11 2013-06-03 11095 9054 2041 2041 187. MEAD JOHNSON NUTRITION CO 2013-05-21 2013-06-03 15369 14025 1344 1344 35. MEASUREMENT SPECIALTIES INC 2012-02-09 2013-06-03 1560 1164 396 396 484. NATIONAL INSTRS CORP 2011-05-12 2013-06-03 13589 14332 -743 -743 173. NETAPP INC 2012-09-24 2013-06-03 6441 6243 198 198 401. NETAPP INC 2012-04-11 2013-06-03 14931 11879 3052 3052 109. OCEANFIRST FINL CORP 2012-02-09 2013-06-03 1548 1546 2 2 340. QUALCOMM CORP. 2013-04-25 2013-06-03 21338 21026 312 312 139. QUALCOMM CORP. 2010-01-28 2013-06-03 8723 5704 3019 3019 30. QUANEX BLDG PRODS CORP 2011-07-27 2013-06-03 549 466 83 83 131. QUANEX BLDG PRODS CORP 2012-12-27 2013-06-03 2397 2544 -147 -147 185. ROPER INDUSTRIES INC NEW 2008-10-24 2013-06-03 23019 7206 15813 15813 371. SALESFORCE COM INC 2009-02-12 2013-06-03 14966 2455 12511 12511 117. SCHLUMBERGER LTD. 2013-04-16 2013-06-03 8549 8464 85 85 238. SCHLUMBERGER LTD. 2011-12-12 2013-06-03 17390 7820 9570 9570 1190. CHARLES SCHWAB CORP. 2010-10-18 2013-06-03 23098 18814 4284 4284 314. CHARLES SCHWAB CORP. 2012-12-19 2013-06-03 6095 4569 1526 1526 480. STARBUCKS CORP. 2013-02-21 2013-06-03 30154 22580 7574 7574 227. STERICYCLE INC 2010-02-17 2013-06-03 24955 12071 12884 12884 235000. U S TREASURY NT 1.250% 2/29/20 2013-03-04 2013-06-03 232191 234982 -2791 -2791 395. WHOLE FOODS MARKET INC 2013-05-15 2013-06-03 20462 19266 1196 1196 40. WORLD FUEL SVCS CORP 2012-02-09 2013-06-03 1630 1881 -251 -251 271. ACCENTURE PLC CL A 2009-03-27 2013-06-03 22187 7488 14699 14699 623. GENPACT LIMITED 2013-03-06 2013-06-03 12104 10919 1185 1185 278. GENPACT LIMITED 2010-03-29 2013-06-03 5401 4563 838 838 44. CORE LABORATORIES N V 2012-10-08 2013-06-03 5997 4474 1523 1523 119. CORE LABORATORIES N V 2011-08-05 2013-06-03 16220 11971 4249 4249 57. KRAFT FOODS GROUP INC 2013-02-25 2013-06-04 3148 2686 462 462 180. QUANEX BLDG PRODS CORP 2011-09-01 2013-06-04 3305 2427 878 878 83. CHARLES SCHWAB CORP. 2012-12-19 2013-06-04 1641 1208 433 433 21. BRADY CORPORATION CL A 2013-01-11 2013-06-05 657 720 -63 -63 12. BRADY CORPORATION CL A 2010-11-08 2013-06-05 375 393 -18 -18 153. QUANEX BLDG PRODS CORP 2011-09-01 2013-06-05 2804 1880 924 924 48. CHARLES SCHWAB CORP. 2012-12-19 2013-06-05 915 698 217 217 26. BRADY CORPORATION CL A 2010-11-08 2013-06-06 803 851 -48 -48 135. CHARLES SCHWAB CORP. 2012-12-19 2013-06-06 2614 1964 650 650 33. BRADY CORPORATION CL A 2010-11-08 2013-06-07 1030 1080 -50 -50 39. CHARLES SCHWAB CORP. 2012-12-19 2013-06-07 772 568 204 204 28. BRADY CORPORATION CL A 2010-11-08 2013-06-10 877 916 -39 -39 3. GAMESTOP CORP CL A 2012-02-09 2013-06-10 111 73 38 38 40000. POTASH CORP 5.250% 5/15/14 2010-06-07 2013-06-10 41614 40981 633 633 25000. U S TREASURY NT 1.250% 10/31/15 2012-10-22 2013-06-10 25495 25551 -56 -56 139. COACH INC 2012-12-26 2013-06-11 8149 7854 295 295 207. GAMESTOP CORP CL A 2012-02-23 2013-06-11 7653 4897 2756 2756 83. TIME WARNER CABLE INC 2012-01-30 2013-06-11 7967 5978 1989 1989 95. ACTUANT CORP CL A NEW 2013-01-11 2013-06-12 3131 2744 387 387 2000. COMCAST CORP 6.500% 1/15/17 2006-07-11 2013-06-12 2353 2000 353 353 5000. COMCAST CORP 6.500% 1/15/17 2013-02-07 2013-06-12 5883 5881 2 2 33000. COMCAST CORP 6.500% 1/15/17 2006-07-11 2013-06-12 38748 32997 5751 5751 7000. COMCAST CORP 6.500% 1/15/17 2006-07-11 2013-06-12 8237 6999 1238 1238 33000. COMCAST CORP 6.500% 1/15/17 2006-07-11 2013-06-12 38748 32997 5751 5751 85. GAMESTOP CORP CL A 2013-01-11 2013-06-12 3162 1909 1253 1253 . PROCEEDS OF LITIGATION ON CARDINAL HEALTH 2013-06-12 14 14 14 . PROCEEDS OF LITIGATION ON CARDINAL HEALTH 2013-06-12 27 27 27 55. BRADY CORPORATION CL A 2010-11-08 2013-06-13 1690 1800 -110 -110 71583.35 F N M A #256752 6.000% 6/01/27 2008-02-07 2013-06-13 78339 72339 6000 6000 241565.4 F N M A #AB6278 2.500% 9/01/27 2012-09-11 2013-06-13 245925 249129 -3204 -3204 241565.4 F N M A #AB6278 2.500% 9/01/27 2012-09-11 2013-06-13 245925 249129 -3204 -3204 35000. GEN ELEC CAP CRP MTN 5.500% 1/08/20 2012-02-21 2013-06-13 40352 38707 1645 1645 240000. U S TREASURY NT 2.250% 7/31/18 2013-03-04 2013-06-13 253181 256853 -3672 -3672 240000. U S TREASURY NT 2.250% 7/31/18 2013-03-04 2013-06-13 253181 256779 -3598 -3598 235000. U S TREASURY NT 1.250% 2/29/20 2013-03-04 2013-06-13 230713 234982 -4269 -4269 387.8 F H L M C GD Q12936 3.000% 11/01/42 2013-05-23 2013-06-15 388 394 -6 -6 126. BRADY CORPORATION CL A 2010-11-08 2013-06-18 3904 4124 -220 -220 12. FLY LEASING LTD A D R 2013-01-11 2013-06-18 198 162 36 36 65. GAMESTOP CORP CL A 2013-01-11 2013-06-18 2489 1460 1029 1029 245. JOHNSON CONTROLS 2011-10-14 2013-06-18 9150 7688 1462 1462 17. MAXIMUS INC 2010-12-08 2013-06-18 1296 557 739 739 18. MAXIMUS INC 2013-01-11 2013-06-18 1372 1174 198 198 46. MEASUREMENT SPECIALTIES INC 2012-02-09 2013-06-18 2165 1530 635 635 545. MICROSOFT CORP. 2013-06-03 2013-06-18 19110 19151 -41 -41 45. WORLD FUEL SVCS CORP 2012-02-12 2013-06-18 1794 2030 -236 -236 83. FLY LEASING LTD A D R 2013-01-11 2013-06-19 1373 1120 253 253 8. MEASUREMENT SPECIALTIES INC 2012-02-09 2013-06-19 366 266 100 100 84. TIME WARNER CABLE INC 2011-02-24 2013-06-19 8691 5801 2890 2890 14. VITAMIN SHOPPE INC 2011-02-23 2013-06-19 659 483 176 176 17. MEASUREMENT SPECIALTIES INC 2012-02-09 2013-06-20 754 565 189 189 346. GAMESTOP CORP CL A 2012-02-23 2013-06-21 14099 8085 6014 6014 14. MEASUREMENT SPECIALTIES INC 2012-02-09 2013-06-21 623 466 157 157 150. PACCAR INC 2013-06-03 2013-06-21 7841 7989 -148 -148 72. CUMMINS INC COM 2013-03-26 2013-06-24 7654 8185 -531 -531 25. FLY LEASING LTD A D R 2013-01-11 2013-06-24 402 337 65 65 371. JOHNSON CONTROLS 2012-07-18 2013-06-24 12931 10514 2417 2417 1100. JOHNSON CONTROLS 2010-06-11 2013-06-24 38339 31753 6586 6586 30. K M G CHEMICALS INC 2010-11-08 2013-06-24 639 441 198 198 10. MEASUREMENT SPECIALTIES INC 2012-02-09 2013-06-24 443 333 110 110 55. OCEANFIRST FINL CORP 2012-02-09 2013-06-24 799 780 19 19 46. RIGNET INC 2013-01-11 2013-06-24 1147 979 168 168 3343.12 F N M A #256752 6.000% 6/01/27 2008-02-07 2013-06-25 3343 3377 -34 -34 5453.1 F N M A #AJ5336 3.000% 11/01/26 2012-06-06 2013-06-25 5453 5596 -143 -143 594.08 F N M A #AQ4425 2.500% 11/01/27 2012-12-18 2013-06-25 594 617 -23 -23 1622.18 F N M A #AQ9044 3.500% 12/01/42 2013-01-24 2013-06-25 1622 1716 -94 -94 1250.95 F N M A #AR1150 3.000% 1/01/43 2013-01-10 2013-06-25 1251 1302 -51 -51 114.31 F N M A #663238 5.500% 9/01/32 2002-09-19 2013-06-25 114 115 -1 -1 124.34 F N M A #744805 1.892% 11/01/33 2003-12-10 2013-06-25 124 125 -1 -1 5392.95 F N M A #AB6278 2.500% 9/01/27 2012-09-11 2013-06-25 5393 5561 -168 -168 5392.95 F N M A #AB6278 2.500% 9/01/27 2012-09-11 2013-06-25 5393 5556 -163 -163 2304.62 F N M A #AB6644 2.500% 10/01/27 2013-02-12 2013-06-25 2305 2390 -85 -85 3307.27 F N M A #AC4824 3.581% 10/01/39 2010-10-01 2013-06-25 3307 3396 -89 -89 38. GAMESTOP CORP CL A 2013-01-11 2013-06-25 1520 853 667 667 137. GAMESTOP CORP CL A 2010-11-08 2013-06-25 5482 2819 2663 2663 17. RIGNET INC 2013-01-11 2013-06-25 430 362 68 68 94. VISHAY PRECISION GROUP 2011-05-03 2013-06-25 1447 1735 -288 -288 5000. FLORIDA ST HURRICANE 2.107% 7/01/18 2013-05-15 2013-06-26 4831 5009 -178 -178 24. VISHAY PRECISION GROUP 2011-05-05 2013-06-26 375 438 -63 -63 63. ACUITY BRANDS INC 2012-06-15 2013-06-27 4748 3403 1345 1345 120. ACUITY BRANDS INC 2013-01-08 2013-06-27 9044 7558 1486 1486 20000. FLORIDA ST HURRICANE 2.107% 7/01/18 2013-05-15 2013-06-27 19367 20034 -667 -667 36. FLY LEASING LTD A D R 2013-01-11 2013-06-27 603 486 117 117 190. GAMESTOP CORP CL A 2010-11-08 2013-06-27 7747 3910 3837 3837 230. ORBCOMM INC 2013-01-11 2013-06-27 1019 923 96 96 10. CHARLES SCHWAB CORP. 2010-10-05 2013-06-27 210 145 65 65 313. CHARLES SCHWAB CORP. 2012-12-19 2013-06-27 6566 4555 2011 2011 56. TIME WARNER CABLE INC 2011-08-08 2013-06-27 6188 3808 2380 2380 54. VISHAY PRECISION GROUP 2011-05-05 2013-06-27 836 981 -145 -145 45. VITAMIN SHOPPE INC 2011-02-23 2013-06-27 2050 1552 498 498 530. THE DOLAN COMPANY 2008-10-30 2013-06-28 828 1852 -1024 -1024 14. FLY LEASING LTD A D R 2013-01-11 2013-06-28 235 189 46 46 202. RIGNET INC 2013-01-11 2013-06-28 5166 4300 866 866 54. TIME WARNER CABLE INC 2011-08-08 2013-06-28 6068 3548 2520 2520 25000. U S TREASURY NT 1.250% 10/31/15 2012-09-28 2013-06-28 25456 25534 -78 -78 11. VITAMIN SHOPPE INC 2011-03-08 2013-06-28 496 378 118 118 33. ACUITY BRANDS INC 2011-07-29 2013-07-01 2505 1594 911 911 56561.086 LAUDUS MONDRIAN EMG MKT INS 2011-12-15 2013-07-01 500000 458279 41721 41721 24000. ONEOK INC 4.250% 2/01/22 2012-01-24 2013-07-01 23513 24136 -623 -623 16000. ONEOK INC 4.250% 2/01/22 2012-01-24 2013-07-01 15684 16091 -407 -407 27. ROADRUNNER TRANSPORTATION SY 2012-12-04 2013-07-01 765 497 268 268 100. STEINWAY MUSICAL INSTRS INC 2011-07-26 2013-07-01 3503 2885 618 618 97. TIFFANY & CO 2012-06-27 2013-07-01 7091 4845 2246 2246 28. VISHAY PRECISION GROUP 2011-05-25 2013-07-01 435 506 -71 -71 25000. FLORIDA ST HURRICANE 2.107% 7/01/18 2013-05-15 2013-07-02 24283 25025 -742 -742 80. K M G CHEMICALS INC 2010-11-08 2013-07-02 1690 1175 515 515 360. ORBCOMM INC 2013-01-11 2013-07-02 1649 1445 204 204 31. ROADRUNNER TRANSPORTATION SY 2012-12-06 2013-07-02 875 546 329 329 86. TIFFANY & CO 2012-06-27 2013-07-02 6275 4296 1979 1979 100. STEINWAY MUSICAL INSTRS INC 2011-07-06 2013-07-03 3526 2741 785 785 86. TIME WARNER CABLE INC 2011-08-08 2013-07-03 9626 5637 3989 3989 3. ROADRUNNER TRANSPORTATION SY 2012-12-06 2013-07-05 87 51 36 36 7. HENRY SCHEIN INC 2012-10-09 2013-07-05 686 547 139 139 51. HENRY SCHEIN INC 2008-10-22 2013-07-05 4999 2532 2467 2467 30000. U S TREASURY NT 1.250% 10/31/15 2012-09-28 2013-07-05 30505 30636 -131 -131 103386.26 F N M A #AQ4425 2.500% 11/01/27 2012-12-18 2013-07-08 102579 107314 -4735 -4735 249101.17 F N M A #AB6644 2.500% 10/01/27 2013-02-12 2013-07-08 247194 258155 -10961 -10961 222. PUBLIC STORAGE 6.875% PFD 2010-11-08 2013-07-08 5739 5837 -98 -98 1. ROADRUNNER TRANSPORTATION SY 2012-12-06 2013-07-08 29 17 12 12 19. ROADRUNNER TRANSPORTATION SY 2010-10-13 2013-07-08 542 227 315 315 1. HENRY SCHEIN INC 2008-10-22 2013-07-08 98 46 52 52 388072.3 U S TREASURY I P S 0.125% 1/15/23 2013-06-13 2013-07-08 372489 388554 -16065 -16065 583775.8 U S TREASURY I P S 0.125% 4/15/18 2013-06-13 2013-07-08 598667 607359 -8692 -8692 186204.35 U S TREASURY I P S 0.125% 4/15/18 2013-06-13 2013-07-08 190954 193727 -2773 -2773 78. EXPRESS SCRIPTS HLDGS C 2011-02-28 2013-07-09 4989 4338 651 651 243. QUANEX BLDG PRODS CORP 2011-09-28 2013-07-09 4049 2769 1280 1280 22. ROADRUNNER TRANSPORTATION SY 2010-10-13 2013-07-09 635 263 372 372 34. STARBUCKS CORP. 2012-10-25 2013-07-09 2315 1575 740 740 55. TIME WARNER CABLE INC 2011-01-19 2013-07-09 6268 3592 2676 2676 3. CORE LABORATORIES N V 2011-08-05 2013-07-09 470 302 168 168 115. ACTUANT CORP CL A NEW 2013-01-11 2013-07-10 4012 3317 695 695 418. EXACTTARGET INC 2012-06-14 2013-07-10 14108 8812 5296 5296 1175. EXACTTARGET INC 2013-04-19 2013-07-10 39656 24906 14750 14750 189. FLY LEASING LTD A D R 2013-01-11 2013-07-10 3026 2551 475 475 85. FLY LEASING LTD A D R 2012-02-09 2013-07-10 1361 1134 227 227 275. HARTFORD FINANCIAL SERVICES GROUP INC 2013-06-03 2013-07-10 8684 8116 568 568 12. MEASUREMENT SPECIALTIES INC 2010-12-22 2013-07-10 583 356 227 227 580. METLIFE INC COM 2013-06-03 2013-07-10 28278 25278 3000 3000 373. ORBCOMM INC 2013-01-11 2013-07-10 1727 1497 230 230 157. QUANEX BLDG PRODS CORP 2011-09-28 2013-07-10 2615 1743 872 872 59. STARBUCKS CORP. 2012-10-25 2013-07-10 3999 2732 1267 1267 4. CORE LABORATORIES N V 2011-08-05 2013-07-10 624 402 222 222 161. CATAMARAN CORPORATION 2010-11-29 2013-07-11 7850 3108 4742 4742 48. MEASUREMENT SPECIALTIES INC 2011-01-04 2013-07-11 2346 1414 932 932 133. QUANEX BLDG PRODS CORP 2011-09-28 2013-07-11 2258 1477 781 781 850. CHARLES SCHWAB CORP. 2013-06-03 2013-07-11 18258 16482 1776 1776 265. CAPITOL FEDERAL FINANCIAL INC 2013-01-11 2013-07-12 3238 3134 104 104 8. COVANCE INC 2010-07-29 2013-07-12 634 315 319 319 63. GAMESTOP CORP CL A 2010-11-08 2013-07-12 2661 1297 1364 1364 135. GAMESTOP CORP CL A 2012-07-13 2013-07-12 5701 2274 3427 3427 35. MEASUREMENT SPECIALTIES INC 2011-02-07 2013-07-12 1717 1012 705 705 70. RENASANT CORP 2013-01-11 2013-07-12 1834 1380 454 454 127. TIFFANY & CO 2012-06-27 2013-07-12 9779 6343 3436 3436 2. CORE LABORATORIES N V 2011-08-05 2013-07-12 309 201 108 108 10. COVANCE INC 2010-07-29 2013-07-15 794 394 400 400 961.3 F H L M C GD Q12936 3.000% 11/01/42 2013-05-23 2013-07-15 961 976 -15 -15 120000. F H L M C MLTCL MTG 3.500% 2/15/26 2011-08-29 2013-07-15 125081 122295 2786 2786 115000. F H L M C MLTCL MTG 3.500% 2/15/26 2011-08-29 2013-07-15 119870 117200 2670 2670 135000. F N M A GTD REMIC 4.000% 10/25/25 2011-08-19 2013-07-15 143754 140710 3044 3044 105000. F H L M C MLTCL MTG 4.000% 2/15/25 2011-09-14 2013-07-15 111382 109527 1855 1855 105000. F H L M C MLTCL MTG 4.000% 2/15/25 2011-09-14 2013-07-15 111382 109527 1855 1855 295. MICROCHIP TECHNOLOGY INC 2012-05-09 2013-07-15 11613 8944 2669 2669 408. MICROCHIP TECHNOLOGY INC 2012-11-02 2013-07-15 16062 12672 3390 3390 4. COVANCE INC 2010-07-29 2013-07-16 318 158 160 160 1020. MICROCHIP TECHNOLOGY INC 2012-06-04 2013-07-16 40248 30426 9822 9822 347. ACUITY BRANDS INC 2012-06-15 2013-07-17 29398 18745 10653 10653 194. ANSYS INC 2011-05-09 2013-07-17 15327 10425 4902 4902 5. COVANCE INC 2010-07-29 2013-07-17 394 197 197 197 116. ORBCOMM INC 2013-01-11 2013-07-17 543 466 77 77 7. CORE LABORATORIES N V 2011-08-08 2013-07-17 1073 704 369 369 295. NORTHERN TR CORP 2013-06-03 2013-07-18 17416 17024 392 392 81. PEPSICO INC. 2010-11-08 2013-07-18 6925 5271 1654 1654 65. RENASANT CORP 2013-01-11 2013-07-18 1752 1281 471 471 30. WORLD FUEL SVCS CORP 2011-03-08 2013-07-18 1237 1206 31 31 57. WORLD FUEL SVCS CORP 2012-02-13 2013-07-18 2350 2549 -199 -199 13. WORLD FUEL SVCS CORP 2013-01-11 2013-07-18 536 519 17 17 215. E I DU PONT DE NEMOURS & CO. 2013-06-03 2013-07-19 12255 11950 305 305 31. TIME WARNER CABLE INC 2010-12-23 2013-07-19 3688 2024 1664 1664 470. EATON CORP PLC 2013-06-03 2013-07-19 32033 28114 3919 3919 205. ECOLAB INC 2011-05-09 2013-07-22 19263 10162 9101 9101 90. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011 2011-12-13 2013-07-22 4410 4017 393 393 157. MICROCHIP TECHNOLOGY INC 2013-06-03 2013-07-22 6248 5735 513 513 50. ORBCOMM INC 2013-01-11 2013-07-22 234 201 33 33 186. ORBCOMM INC 2012-03-12 2013-07-22 870 701 169 169 39. QUANEX BLDG PRODS CORP 2011-09-28 2013-07-22 660 433 227 227 100. ACI WORLDWIDE INC 2013-05-29 2013-07-23 4707 4587 120 120 310. ACI WORLDWIDE INC 2011-12-23 2013-07-23 14591 9039 5552 5552 320. ATLAS AIR WORLDWIDE HOLDINGS 2009-08-17 2013-07-23 14503 7473 7030 7030 1000. BGC PARTNERS INC CL A 2013-07-02 2013-07-23 6413 5650 763 763 125. BELDEN INC 2013-01-24 2013-07-23 7157 5769 1388 1388 150. BOB EVANS FARMS INC 2013-01-04 2013-07-23 7732 6459 1273 1273 300. BOINGO WIRELESS INC 2012-11-13 2013-07-23 2065 2288 -223 -223 240. BOINGO WIRELESS INC 2012-01-09 2013-07-23 1652 1943 -291 -291 320. BONANZA CREEK ENERGY INC 2012-04-13 2013-07-23 13280 6519 6761 6761 310. BROADRIDGE FINANCIAL SOLUTIONS INC 2008-10-14 2013-07-23 8884 3954 4930 4930 100. CBIZ INC 2012-09-28 2013-07-23 733 593 140 140 1370. CBIZ INC 2010-08-27 2013-07-23 10048 8978 1070 1070 480. CYS INVESTMENTS INC 2013-03-26 2013-07-23 4147 5843 -1696 -1696 1320. CYS INVESTMENTS INC 2012-06-15 2013-07-23 11405 15423 -4018 -4018 200. CALAVO GROWERS INC 2012-09-28 2013-07-23 5588 4871 717 717 130. CALAVO GROWERS INC 2012-02-03 2013-07-23 3632 3513 119 119 1548. CAPITALSOURCE INC 2013-01-11 2013-07-23 18240 11954 6286 6286 192. CAPITALSOURCE INC 2012-02-14 2013-07-23 2262 1384 878 878 1140. CAPITALSOURCE INC 2012-05-01 2013-07-23 13467 8012 5455 5455 1870. CAPITALSOURCE INC 2011-08-05 2013-07-23 22280 9228 13052 13052 330. CASH AMERICA INTL INC 2009-08-13 2013-07-23 15298 8692 6606 6606 190. CINEMARK HLDGS INC 2012-11-06 2013-07-23 5550 4751 799 799 350. COLUMBIA BKG SYS INC 2013-03-20 2013-07-23 8785 7251 1534 1534 970. CONVERGYS CORP 2011-11-02 2013-07-23 18635 9514 9121 9121 65. E I DU PONT DE NEMOURS & CO. 2009-11-06 2013-07-23 3717 2150 1567 1567 80. E I DU PONT DE NEMOURS & CO. 2013-06-03 2013-07-23 4574 4446 128 128 80. EPR PROPERTIES 2009-08-17 2013-07-23 4149 2230 1919 1919 220. ELLINGTON FINANCIAL LLC 2012-09-20 2013-07-23 5077 4957 120 120 200. GENTHERM INC 2013-07-19 2013-07-23 3931 4009 -78 -78 840. GLOBAL CASH ACCESS HLDGS INC 2008-01-23 2013-07-23 6014 4444 1570 1570 400. GLOBUS MED INCA 2013-02-28 2013-07-23 6910 5625 1285 1285 840. HERCULES TECHNOLOGY GROWTH 2010-02-12 2013-07-23 11813 7731 4082 4082 150. HOWARD HUGHES CORP 2013-03-06 2013-07-23 16682 11533 5149 5149 350. IAC INTERACTIVECORP 2011-02-02 2013-07-23 18207 10023 8184 8184 250. INNOSPEC INC 2013-05-17 2013-07-23 10914 10149 765 765 230. INTERDIGITAL INC 2012-03-26 2013-07-23 8957 8522 435 435 100. INTERDIGITAL INC 2012-08-01 2013-07-23 3894 3144 750 750 530. J2 GLOBAL INC 2008-10-13 2013-07-23 24294 10297 13997 13997 820. KAR AUCTION SERVICES INC 2010-08-26 2013-07-23 20594 10096 10498 10498 490. KAMAN CORP 2009-06-11 2013-07-23 18664 7554 11110 11110 300. LIBBEY INC 2013-05-21 2013-07-23 7390 5894 1496 1496 300. LIQUIDITY SERVICES INC 2013-05-03 2013-07-23 8734 11289 -2555 -2555 240. LORAL SPACE & COMMUNICATIONS INC 2012-06-28 2013-07-23 14839 15220 -381 -381 100. LORAL SPACE & COMMUNICATIONS INC 2012-12-06 2013-07-23 6183 5376 807 807 1010. MDC PARTNERS INC CL A 2009-09-16 2013-07-23 21735 6142 15593 15593 100. MDC PARTNERS INC CL A 2013-04-26 2013-07-23 2152 1585 567 567 9. MEASUREMENT SPECIALTIES INC 2010-12-17 2013-07-23 450 260 190 190 700. MEDICAL PROPERTIES TRUST INC 2012-06-13 2013-07-23 10780 6341 4439 4439 283. MICROCHIP TECHNOLOGY INC 2013-06-03 2013-07-23 11339 9992 1347 1347 35. MICROCHIP TECHNOLOGY INC 2011-08-29 2013-07-23 1402 1071 331 331 320. NELNET INC CL A 2009-06-11 2013-07-23 12783 2736 10047 10047 150. OASIS PETROLEUM INC 2010-12-17 2013-07-23 6294 4056 2238 2238 100. PINNACLE FOODS INC 2013-03-28 2013-07-23 2578 2255 323 323 125. PREMIERE GLOBAL SERVICES INC 2013-06-25 2013-07-23 1339 1462 -123 -123 375. PROGRESS SOFTWARE CORP. 2013-05-03 2013-07-23 9576 8489 1087 1087 84. QUANEX BLDG PRODS CORP 2011-09-28 2013-07-23 1431 932 499 499 525. ROADRUNNER TRANSPORTATION SY 2013-04-22 2013-07-23 15597 10128 5469 5469 470. SILGAN HLDGS INC COM 2009-06-11 2013-07-23 23116 11377 11739 11739 420. SIX FLAGS ENTERTAINMENT 2010-11-01 2013-07-23 15147 5138 10009 10009 470. SKYWORKS SOLUTIONS INC 2013-03-19 2013-07-23 11409 9735 1674 1674 380. STARWOOD PROPERTY TRUST INC 2011-09-28 2013-07-23 9762 7541 2221 2221 100. STEINWAY MUSICAL INSTRS INC 2011-07-06 2013-07-23 3622 2741 881 881 260. TELEDYNE TECHNOLOGIES INC 2009-05-22 2013-07-23 21140 7431 13709 13709 100. TRINITY BIOTECH PLC SPON A D R 2013-07-12 2013-07-23 2006 1694 312 312 100. UNITED STATES ANTIMONY COM 2012-09-28 2013-07-23 101 205 -104 -104 800. UNITED STATES ANTIMONY COM 2011-12-23 2013-07-23 807 1424 -617 -617 1210. UNITED STATES ANTIMONY COM 2011-05-11 2013-07-23 1218 1762 -544 -544 100. VALUE CLICK INC 2012-08-23 2013-07-23 2541 1560 981 981 570. VALUE CLICK INC 2012-05-03 2013-07-23 14485 9505 4980 4980 290. WORLD FUEL SVCS CORP 2010-09-16 2013-07-23 12009 7274 4735 4735 190. HELEN OF TROY CORP LTD 2010-11-05 2013-07-23 8333 4761 3572 3572 253. KRAFT FOODS GROUP INC 2012-10-26 2013-07-24 14248 11521 2727 2727 150. PACCAR INC 2013-06-03 2013-07-24 8400 7989 411 411 135. EATON CORP PLC 2012-11-30 2013-07-24 9197 6976 2221 2221 4504.42 F N M A #AJ5336 3.000% 11/01/26 2012-06-06 2013-07-25 4504 4619 -115 -115 1065.26 F N M A #AQ4425 2.500% 11/01/27 2012-12-18 2013-07-25 1065 1105 -40 -40 429.91 F N M A #AQ9044 3.500% 12/01/42 2013-01-24 2013-07-25 430 454 -24 -24 534.85 F N M A #AR1150 3.000% 1/01/43 2013-01-10 2013-07-25 535 556 -21 -21 3684.89 F N M A #663238 5.500% 9/01/32 2002-09-19 2013-07-25 3685 3700 -15 -15 121.58 F N M A #744805 1.892% 11/01/33 2003-12-10 2013-07-25 122 122 4831.03 F N M A #AB6644 2.500% 10/01/27 2013-02-12 2013-07-25 4831 5004 -173 -173 6400.74 F N M A #AC4824 3.581% 10/01/39 2010-10-01 2013-07-25 6401 6569 -168 -168 37. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011 2012-04-08 2013-07-25 1805 1627 178 178 53. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011 2012-12-04 2013-07-25 2586 2292 294 294 23. MEASUREMENT SPECIALTIES INC 2010-12-17 2013-07-25 1147 665 482 482 350. ORBCOMM INC 2012-04-05 2013-07-25 1708 1308 400 400 690. CAPITALSOURCE INC 2012-05-01 2013-07-26 8278 4685 3593 3593 190. GAMESTOP CORP CL A 2012-02-23 2013-07-29 8550 4436 4114 4114 57. WORLD FUEL SVCS CORP 2012-02-24 2013-07-30 2111 2468 -357 -357 64. WORLD FUEL SVCS CORP 2013-01-11 2013-07-30 2370 2553 -183 -183 78. WORLD FUEL SVCS CORP 2010-12-27 2013-07-30 2888 2860 28 28 95. ACTUANT CORP CL A NEW 2013-07-29 2013-07-31 3332 3299 33 33 195. CAPITALSOURCE INC 2013-07-29 2013-07-31 2356 2350 6 6 174. CATAMARAN CORPORATION 2010-11-29 2013-07-31 9167 3354 5813 5813 172. COACH INC 2012-12-26 2013-07-31 9112 9570 -458 -458 63. MEASUREMENT SPECIALTIES INC 2011-01-11 2013-07-31 3141 1819 1322 1322 74. WORLD FUEL SVCS CORP 2010-12-27 2013-07-31 2891 2710 181 181 34. TIME WARNER CABLE INC 2010-12-23 2013-08-01 4023 2220 1803 1803 5. CORE LABORATORIES N V 2011-08-08 2013-08-01 772 502 270 270 177. COACH INC 2012-12-26 2013-08-02 9476 9639 -163 -163 45. METLIFE INC COM 2013-06-03 2013-08-02 2293 1961 332 332 315. METLIFE INC COM 2012-03-14 2013-08-02 16050 11836 4214 4214 53. TIME WARNER CABLE INC 2010-12-23 2013-08-02 6079 3435 2644 2644 5. CORE LABORATORIES N V 2011-08-08 2013-08-02 771 502 269 269 29. ABBVIE INC 2013-02-27 2013-08-05 1310 1065 245 245 232. ALTRIA GROUP INC 2011-05-05 2013-08-05 8245 6176 2069 2069 2. APPLE COMPUTER INC. 2013-05-14 2013-08-05 938 888 50 50 92. AUTOMATIC DATA PROCESSING INC. 2011-05-05 2013-08-05 6581 4925 1656 1656 43. BEST BUY COMPANY INC 2013-05-30 2013-08-05 1354 1200 154 154 247. CAPITALSOURCE INC 2013-07-29 2013-08-05 3031 2976 55 55 22. CINCINNATI FINANCIAL CORP 2010-12-23 2013-08-05 1081 708 373 373 24. COCA COLA CO. 2011-02-24 2013-08-05 965 767 198 198 43. DOMINION RES INC VA NEW 2010-11-08 2013-08-05 2567 1856 711 711 6. E I DU PONT DE NEMOURS & CO. 2011-01-19 2013-08-05 358 297 61 61 32. ERIE INDEMNITY CO 2012-06-15 2013-08-05 2483 2193 290 290 28. FIRSTMERIT CORP 2013-07-23 2013-08-05 642 625 17 17 6. GAMESTOP CORP CL A 2012-02-10 2013-08-05 304 139 165 165 89. HEALTHCARE SVCS GROUP INC 2010-11-08 2013-08-05 2230 1472 758 758 19. J P MORGAN CHASE & CO 2013-05-21 2013-08-05 1072 1010 62 62 71. JOHNSON & JOHNSON 2011-05-05 2013-08-05 6677 4570 2107 2107 38. KINDER MORGAN INC 2012-12-11 2013-08-05 1425 1276 149 149 63. KINDER MORGAN INC 2012-05-10 2013-08-05 2362 2128 234 234 7. KRAFT FOODS GROUP INC 2012-11-26 2013-08-05 397 317 80 80 11441.648 LAUDUS MONDRIAN EMG MKT INS 2008-10-22 2013-08-05 100000 53433 46567 46567 11. M & T BK CORP COM 2013-04-12 2013-08-05 1311 1102 209 209 25. MCDONALDS CORP. 2012-07-10 2013-08-05 2475 2258 217 217 87. MERCK AND CO INC 2012-06-06 2013-08-05 4226 3282 944 944 70. MICROSOFT CORP. 2012-10-19 2013-08-05 2231 2021 210 210 2. MICROSOFT CORP. 2011-01-19 2013-08-05 64 57 7 7 77. MONDELEZ INTERNATIONAL W I 2012-09-12 2013-08-05 2432 1991 441 441 67. NOVARTIS AG ADR 2011-10-31 2013-08-05 4851 3839 1012 1012 11. OCCIDENTAL PETROLEUM CORP. 2013-04-15 2013-08-05 974 891 83 83 101. PHH CORP 2013-01-11 2013-08-05 2194 2339 -145 -145 17. PACCAR INC 2012-03-22 2013-08-05 962 779 183 183 5. PEPSICO INC. 2010-11-08 2013-08-05 420 325 95 95 101. PFIZER INC. 2010-12-23 2013-08-05 2951 1783 1168 1168 9. PHILIP MORRIS INTL 2013-06-11 2013-08-05 801 824 -23 -23 30. PLUM CREEK TIMBER CO., INC. 2011-02-24 2013-08-05 1449 1228 221 221 21. PRAXAIR INC. 2012-01-26 2013-08-05 2518 2256 262 262 37. T. ROWE PRICE GROUP INC 2012-06-04 2013-08-05 2810 2029 781 781 16. PUBLIC STORAGE 6.875% PFD 2010-11-08 2013-08-05 408 421 -13 -13 26. PUBLIC STORAGE 5.9% PFD 2012-02-02 2013-08-05 614 656 -42 -42 10. QUALCOMM CORP. 2013-07-15 2013-08-05 657 612 45 45 25. REDWOOD TRUST INC 2013-06-11 2013-08-05 419 471 -52 -52 60. TOTAL FINA ELF S.A. ADS REPSTG 1/2 OF A 'B' SH 2011-01-28 2013-08-05 3203 3458 -255 -255 71. UNILEVER N V - NY SHARES 2012-05-15 2013-08-05 2863 2345 518 518 48. UNITED TECHNOLOGIES CORP. 2011-05-05 2013-08-05 5133 4061 1072 1072 17. V F CORP. 2012-03-12 2013-08-05 3429 2500 929 929 87. VITAMIN SHOPPE INC 2011-03-08 2013-08-05 4182 2925 1257 1257 18. WAL MART STORES INC. 2013-02-22 2013-08-05 1417 1266 151 151 85. WINDSTREAM CORP 2010-11-08 2013-08-05 733 1062 -329 -329 50. ACCENTURE PLC CL A 2012-05-14 2013-08-05 3725 2907 818 818 67. ONEBEACON INSURANCE GROUP LT CL A 2012-01-12 2013-08-05 969 1081 -112 -112 3. CORE LABORATORIES N V 2011-08-08 2013-08-05 463 301 162 162 3. ANSYS INC 2010-10-08 2013-08-06 268 124 144 144 11. CAPITALSOURCE INC 2013-07-29 2013-08-06 135 133 2 2 34. FOSSIL GROUP INC 2011-08-23 2013-08-06 4293 2917 1376 1376 30000. GOLDMAN SACHS GP 1.30139% 2/07/14 2011-02-02 2013-08-06 30090 30004 86 86 32704.462 LAUDUS MONDRIAN EMG MKT INS 2008-10-22 2013-08-06 283221 152730 130491 130491 53. PHH CORP 2013-01-11 2013-08-06 1164 1228 -64 -64 101. PHH CORP 2013-01-04 2013-08-06 2218 2421 -203 -203 255. SAPIENT CORP 2012-04-24 2013-08-06 3496 3055 441 441 165. AMERICAN EQUITY INVT LIFE HL 2013-07-29 2013-08-07 3153 3013 140 140 37. CAPITALSOURCE INC 2013-07-29 2013-08-07 442 446 -4 -4 461. CAPITALSOURCE INC 2012-04-02 2013-08-07 5504 3089 2415 2415 14. FOSSIL GROUP INC 2011-08-23 2013-08-07 1710 1201 509 509 127. SAPIENT CORP 2012-05-02 2013-08-07 1921 1508 413 413 117. MAIDEN HOLDINGS LTD 2013-07-29 2013-08-07 1419 1493 -74 -74 61. ANSYS INC 2011-08-09 2013-08-08 5376 3236 2140 2140 16. APPLE COMPUTER INC. 2012-12-17 2013-08-08 7392 8671 -1279 -1279 332. CAPITALSOURCE INC 2012-06-20 2013-08-08 3981 2219 1762 1762 200. E I DU PONT DE NEMOURS & CO. 2008-10-22 2013-08-08 11964 6477 5487 5487 13. FOSSIL GROUP INC 2011-08-23 2013-08-08 1586 1115 471 471 330.00096 FREEPORT-MCMORAN COPPER & GOLD B 2011-12-22 2013-08-08 10184 12051 -1867 -1867 319.99904 FREEPORT-MCMORAN COPPER & GOLD B 2011-10-19 2013-08-08 9875 11500 -1625 -1625 42. INTERNATIONAL BUSINESS MACHINES CORP. 2011-05-09 2013-08-08 7926 7087 839 839 240. EATON CORP PLC 2012-11-30 2013-08-08 15653 12359 3294 3294 123. MAIDEN HOLDINGS LTD 2013-07-29 2013-08-08 1494 1570 -76 -76 117. CAPITALSOURCE INC 2012-06-20 2013-08-09 1403 780 623 623 40000. U S TREASURY NT 0.375% 6/30/15 2013-07-08 2013-08-09 40059 40007 52 52 110. CAPITALSOURCE INC 2011-12-27 2013-08-12 1315 733 582 582 281. LKQ CORP 2013-03-27 2013-08-12 8549 6041 2508 2508 540. ORBCOMM INC 2013-07-29 2013-08-12 2700 2630 70 70 435000. U S TREASURY NT 0.375% 6/30/15 2013-07-08 2013-08-12 435697 435081 616 616 430000. U S TREASURY NT 0.375% 6/30/15 2013-07-08 2013-08-12 430689 430080 609 609 318. CAPITALSOURCE INC 2012-05-25 2013-08-13 3772 2083 1689 1689 1684.97 F H L M C GD Q12936 3.000% 11/01/42 2013-05-23 2013-08-15 1685 1711 -26 -26 136. METLIFE INC COM 2012-09-14 2013-08-19 6483 4966 1517 1517 259. METLIFE INC COM 2012-02-10 2013-08-19 12346 9479 2867 2867 39. MONRO MUFFLER BRAKE INC 2011-10-03 2013-08-19 1689 1268 421 421 43. MONRO MUFFLER BRAKE INC 2011-10-03 2013-08-20 1881 1398 483 483 187. NETAPP INC 2008-10-15 2013-08-20 7782 2359 5423 5423 14. MASTERCARD INC 2009-01-16 2013-08-21 8703 1737 6966 6966 17. MONRO MUFFLER BRAKE INC 2012-12-07 2013-08-21 730 540 190 190 11. MONRO MUFFLER BRAKE INC 2011-10-03 2013-08-21 472 358 114 114 62. NETAPP INC 2008-10-15 2013-08-21 2582 782 1800 1800 35000. AMERICAN EXPRESS 7.000% 3/19/18 2012-03-05 2013-08-22 41827 41324 503 503 35000. AMERICAN EXPRESS 7.000% 3/19/18 2012-03-06 2013-08-22 41827 41324 503 503 515. BEST BUY COMPANY INC 2013-06-03 2013-08-22 18012 14022 3990 3990 12. DECKERS OUTDOOR CORP 2013-06-03 2013-08-22 714 647 67 67 30000. FEDEX CORP 8.000% 1/15/19 2012-10-01 2013-08-22 37244 38775 -1531 -1531 40000. GOLDMAN SACHS GP 1.30139% 2/07/14 2011-02-02 2013-08-22 40131 40013 118 118 35000. JPMORGAN CHASE 6.300% 4/23/19 2012-05-15 2013-08-22 40389 39817 572 572 13. MASTERCARD INC 2009-01-16 2013-08-22 8059 1613 6446 6446 35000. PEPSICO INC 7.900% 11/01/18 2013-05-24 2013-08-22 44186 45856 -1670 -1670 35000. PEPSICO INC 7.900% 11/01/18 2013-05-24 2013-08-22 44186 45744 -1558 -1558 203. DECKERS OUTDOOR CORP 2013-06-03 2013-08-23 12093 10938 1155 1155 35000. JOHN DEERE CAP MTN 5.750% 9/10/18 2013-05-31 2013-08-23 40501 41693 -1192 -1192 40000. KELLOGG CO 4.150% 11/15/19 2013-05-03 2013-08-23 43023 44974 -1951 -1951 13. MASTERCARD INC 2009-01-16 2013-08-23 8099 1613 6486 6486 30000. PORT AUTH NY NJ 5.309% 12/01/19 2011-03-08 2013-08-23 33285 31112 2173 2173 3911.23 F N M A #AJ5336 3.000% 11/01/26 2012-06-06 2013-08-25 3911 4008 -97 -97 1511.27 F N M A #AQ9044 3.500% 12/01/42 2013-01-24 2013-08-25 1511 1596 -85 -85 1237.99 F N M A #AR1150 3.000% 1/01/43 2013-01-10 2013-08-25 1238 1287 -49 -49 542.19 F N M A #AR7905 3.000% 3/01/28 2013-07-08 2013-08-25 542 554 -12 -12 89.71 F N M A #AT9143 3.500% 7/01/43 2013-07-15 2013-08-25 90 91 -1 -1 80.73 F N M A #AT9143 3.500% 7/01/43 2013-07-15 2013-08-25 81 82 -1 -1 101.37 F N M A #AT9189 3.500% 7/01/43 2013-07-15 2013-08-25 101 102 -1 -1 102.29 F N M A #663238 5.500% 9/01/32 2002-09-19 2013-08-25 102 103 -1 -1 121.83 F N M A #744805 1.892% 11/01/33 2003-12-10 2013-08-25 122 122 4405.91 F N M A #AC4824 3.581% 10/01/39 2010-10-01 2013-08-25 4406 4520 -114 -114 12. MASTERCARD INC 2009-01-16 2013-08-26 7433 1489 5944 5944 14. MASTERCARD INC 2009-01-16 2013-08-27 8519 1737 6782 6782 5000. TIFT CNTY GA HOSP 4.000% 12/01/42 2013-01-09 2013-08-27 3978 5000 -1022 -1022 20000. JOHNS HOPKINS HEALTH 1.424% 5/15/18 2013-05-01 2013-08-28 19140 20000 -860 -860 26. MASTERCARD INC 2009-01-16 2013-08-28 15866 3225 12641 12641 6. CORE LABORATORIES N V 2011-08-08 2013-08-28 928 602 326 326 27. MASTERCARD INC 2009-01-16 2013-08-29 16594 3349 13245 13245 15. MASTERCARD INC 2009-01-16 2013-08-30 9117 1861 7256 7256 180. COACH INC 2013-01-23 2013-09-04 9662 9610 52 52 593. E I DU PONT DE NEMOURS & CO. 2012-07-25 2013-09-04 33842 28644 5198 5198 45000. FLORIDA ST HURRICANE 2.107% 7/01/18 2013-04-10 2013-09-04 43065 45000 -1935 -1935 16000. ALLEGHANY CORP 4.950% 6/27/22 2013-05-03 2013-09-05 16542 18174 -1632 -1632 9. CORE LABORATORIES N V 2011-08-08 2013-09-05 1403 904 499 499 30000. BANK OF AMER CORP 7.625% 6/01/19 2013-01-10 2013-09-06 35764 37759 -1995 -1995 200. DECKERS OUTDOOR CORP 2013-06-03 2013-09-06 12322 9152 3170 3170 148060.03 F H L M C GD Q12936 3.000% 11/01/42 2013-05-23 2013-09-06 139662 150298 -10636 -10636 35000. GOLDMAN SACHS GR 6.150% 4/01/18 2013-08-06 2013-09-06 39325 39885 -560 -560 45000. KELLOGG CO 4.150% 11/15/19 2013-05-03 2013-09-06 48264 50565 -2301 -2301 40000. MEDCO HLTH SOLUTIONS 4.125% 9/15/20 2012-11-07 2013-09-06 40710 43885 -3175 -3175 35000. MORGAN STANLEY 5.625% 9/23/19 2013-01-14 2013-09-06 38224 39479 -1255 -1255 1. CORE LABORATORIES N V 2011-08-08 2013-09-06 157 100 57 57 55. SHFL ENTERTAINMENT INC 2012-10-08 2013-09-09 1249 847 402 402 108. SHFL ENTERTAINMENT INC 2012-05-22 2013-09-09 2452 1653 799 799 36496.35 VANGUARD LTD TERM TE FD ADM 2012-08-03 2013-09-09 400000 408394 -8394 -8394 11. ANSYS INC 2010-10-08 2013-09-10 963 453 510 510 72. SHFL ENTERTAINMENT INC 2012-06-11 2013-09-10 1637 1078 559 559 102. SHFL ENTERTAINMENT INC 2013-01-07 2013-09-10 2319 1504 815 815 90926.1 U S TREASURY I P S 0.125% 4/15/18 2013-08-12 2013-09-10 91782 94241 -2459 -2459 8. ANSYS INC 2010-10-08 2013-09-11 705 330 375 375 117. SHFL ENTERTAINMENT INC 2012-06-11 2013-09-11 2665 1681 984 984 161. WORLD FUEL SVCS CORP 2013-07-29 2013-09-11 6085 6598 -513 -513 78. WORLD FUEL SVCS CORP 2011-02-09 2013-09-11 2948 3097 -149 -149 12. ANSYS INC 2010-10-08 2013-09-12 1061 494 567 567 40000. CATERPILLAR FINL MTN 2.650% 4/01/16 2013-02-06 2013-09-12 41483 41890 -407 -407 40. SHFL ENTERTAINMENT INC 2012-06-11 2013-09-12 909 575 334 334 159. WORLD FUEL SVCS CORP 2011-05-03 2013-09-12 5937 6056 -119 -119 . PROCEEDS FROM SECURITIES LITIGATION 2013-09-12 17 17 17 . PROCEEDS OF LITIGATION FROM MARSH AND MCLENNAN 2013-09-12 61 61 61 . PROCEEDS OF LITIGATION FROM MARSH AND MCLENNAN 2013-09-12 291 291 291 261660.73 F N M A #AR1150 3.000% 1/01/43 2013-01-10 2013-09-13 247760 272035 -24275 -24275 136. SHFL ENTERTAINMENT INC 2012-12-28 2013-09-13 3088 1937 1151 1151 1. SHFL ENTERTAINMENT INC 2012-06-11 2013-09-13 23 14 9 9 10000. TIFT CNTY GA HOSP 4.000% 12/01/42 2013-01-09 2013-09-13 7955 10000 -2045 -2045 25000. U S TREASURY NT 1.250% 10/31/15 2012-10-22 2013-09-13 25391 25521 -130 -130 40000. VERIZON COMM 2.000% 11/01/16 2013-07-22 2013-09-13 40249 40968 -719 -719 148. WORLD FUEL SVCS CORP 2011-05-05 2013-09-13 5583 5285 298 298 953.16 F H L M C GD Q12936 3.000% 11/01/42 2013-05-23 2013-09-15 953 968 -15 -15 2. ANSYS INC 2010-10-08 2013-09-16 176 82 94 94 100. CARBO CERAMICS INC 2012-02-08 2013-09-16 9938 9176 762 762 148. SHFL ENTERTAINMENT INC 2012-06-07 2013-09-16 3348 2048 1300 1300 23. SHFL ENTERTAINMENT INC 2012-12-19 2013-09-16 520 316 204 204 17. WORLD FUEL SVCS CORP 2010-12-27 2013-09-16 637 623 14 14 4. ANSYS INC 2010-10-08 2013-09-17 351 165 186 186 179. KNIGHT TRANSN INC 2011-03-13 2013-09-17 2877 3666 -789 -789 165. MICROSOFT CORP. 2013-06-03 2013-09-17 5438 5798 -360 -360 155. MICROSOFT CORP. 2011-03-04 2013-09-17 5108 4058 1050 1050 125000. NEW JERSEY ST TRANSN 6.104% 12/15/28 2012-02-28 2013-09-17 134438 140088 -5650 -5650 21. SHFL ENTERTAINMENT INC 2012-12-04 2013-09-17 474 287 187 187 89. SHFL ENTERTAINMENT INC 2012-06-06 2013-09-17 2010 1123 887 887 59. WORLD FUEL SVCS CORP 2010-12-27 2013-09-17 2200 2161 39 39 8. ANSYS INC 2010-10-08 2013-09-18 699 330 369 369 112. KNIGHT TRANSN INC 2011-03-13 2013-09-18 1797 2212 -415 -415 55. SHFL ENTERTAINMENT INC 2012-06-06 2013-09-18 1241 694 547 547 65. WORLD FUEL SVCS CORP 2010-12-27 2013-09-18 2421 2381 40 40 25000. JOHNS HOPKINS HEALTH 1.424% 5/15/18 2013-05-01 2013-09-19 24050 25000 -950 -950 64. MCDONALDS CORP. 2012-07-10 2013-09-19 6250 5425 825 825 65. MCDONALDS CORP. 2012-11-08 2013-09-19 6348 5607 741 741 55. SHFL ENTERTAINMENT INC 2012-06-06 2013-09-19 1242 694 548 548 45. WORLD FUEL SVCS CORP 2010-12-27 2013-09-19 1686 1648 38 38 125. AMERICAN EQUITY INVT LIFE HL 2013-07-29 2013-09-20 2599 2283 316 316 285. PHH CORP 2013-01-11 2013-09-20 6954 6631 323 323 160. MAIDEN HOLDINGS LTD 2013-07-29 2013-09-20 2112 2042 70 70 . PROCEEDS OF LITIGATION FROM RH DONNELLY 2013-09-20 12 12 12 20000. SOUTHWEST AIRLINES 5.125% 3/01/17 2013-04-26 2013-09-24 22061 22158 -97 -97 15000. SOUTHWEST AIRLINES 5.125% 3/01/17 2013-04-26 2013-09-24 16546 16619 -73 -73 140. MAIDEN HOLDINGS LTD 2013-07-29 2013-09-24 1844 1787 57 57 74. BORG WARNER AUTOMOTIVE INC 2013-04-26 2013-09-25 7519 5786 1733 1733 2. BORG WARNER AUTOMOTIVE INC 2011-05-09 2013-09-25 203 153 50 50 2715.26 F N M A #AJ5336 3.000% 11/01/26 2012-06-06 2013-09-25 2715 2781 -66 -66 3975.52 F N M A #AQ9044 3.500% 12/01/42 2013-01-24 2013-09-25 3976 4196 -220 -220 534.77 F N M A #AR1150 3.000% 1/01/43 2013-01-10 2013-09-25 535 556 -21 -21 574.3 F N M A #AR7905 3.000% 3/01/28 2013-07-08 2013-09-25 574 587 -13 -13 83.82 F N M A #AT9143 3.500% 7/01/43 2013-07-15 2013-09-25 84 85 -1 -1 75.44 F N M A #AT9143 3.500% 7/01/43 2013-07-15 2013-09-25 75 76 -1 -1 57.59 F N M A #AT9189 3.500% 7/01/43 2013-07-15 2013-09-25 58 58 106.03 F N M A #663238 5.500% 9/01/32 2002-09-19 2013-09-25 106 106 122.08 F N M A #744805 1.892% 11/01/33 2003-12-10 2013-09-25 122 123 -1 -1 5276.98 F N M A #AC4824 3.581% 10/01/39 2010-10-01 2013-09-25 5277 5411 -134 -134 320. INTERNATIONAL BUSINESS MACHINES CORP. 2011-05-09 2013-09-25 60414 43548 16866 16866 69. MIDDLEBY CORP 2013-05-03 2013-09-25 14664 9081 5583 5583 255. PHH CORP 2013-07-29 2013-09-25 6071 5901 170 170 123. STARBUCKS CORP. 2011-05-09 2013-09-25 9368 4486 4882 4882 97. WORLD FUEL SVCS CORP 2010-12-27 2013-09-25 3566 3553 13 13 195. ACCENTURE PLC CL A 2011-05-09 2013-09-25 14625 10791 3834 3834 67. TRIMAS CORP 2013-07-29 2013-09-26 2534 2524 10 10 30000. U S TREASURY NT 1.250% 10/31/15 2012-09-21 2013-09-26 30541 30574 -33 -33 255000. U S TREASURY NT 1.250% 10/31/15 2013-07-29 2013-09-26 259602 259680 -78 -78 73. WORLD FUEL SVCS CORP 2010-12-27 2013-09-26 2720 2674 46 46 280. AMERICAN EQUITY INVT LIFE HL 2013-07-29 2013-09-27 5924 5113 811 811 122. PHH CORP 2013-07-29 2013-09-27 2873 2749 124 124 20. TRIMAS CORP 2013-07-29 2013-09-27 745 753 -8 -8 50. WORLD FUEL SVCS CORP 2011-05-18 2013-09-27 1863 1828 35 35 103. ARM HLDGS PLC A D R 2013-08-08 2013-09-30 4972 4263 709 709 32. CARBO CERAMICS INC 2012-02-08 2013-09-30 3180 2936 244 244 10. CHIPOTLE MEXICAN GRILL INC 2012-07-26 2013-09-30 4286 2921 1365 1365 138. PHH CORP 2013-07-29 2013-09-30 3259 3109 150 150 46. STARBUCKS CORP. 2012-11-01 2013-09-30 3535 2130 1405 1405 58. TRIMAS CORP 2013-07-29 2013-09-30 2154 2185 -31 -31 115. WABTEC COM 2012-01-30 2013-09-30 7194 4130 3064 3064 70. WORLD FUEL SVCS CORP 2011-05-18 2013-09-30 2604 2532 72 72 16. WORLD FUEL SVCS CORP 2012-10-08 2013-09-30 595 576 19 19 63. CARBO CERAMICS INC 2012-02-29 2013-10-01 6270 5778 492 492 324. MERCK AND CO INC 2012-06-06 2013-10-01 15746 11959 3787 3787 27. STARBUCKS CORP. 2012-11-01 2013-10-01 2081 1250 831 831 34. WORLD FUEL SVCS CORP 2011-05-05 2013-10-01 1292 1198 94 94 16. STARBUCKS CORP. 2012-11-01 2013-10-02 1229 741 488 488 22. WORLD FUEL SVCS CORP 2011-05-05 2013-10-02 817 775 42 42 75. ORBCOMM INC 2013-07-29 2013-10-03 396 365 31 31 70. VISHAY PRECISION GROUP 2011-07-13 2013-10-03 1033 1257 -224 -224 . PROCEEDS OF LITIGATION FROM TYCO INTL LTD NEW 2013-10-03 310 310 310 . PROCEEDS OF LITIGATION FROM TYCO INTL LTD NEW 2013-10-03 759 759 759 . PROCEEDS OF LITIGATION FROM TYCO INTL LTD NEW 2013-10-03 206 206 206 100. CARBO CERAMICS INC 2012-02-29 2013-10-04 9950 9058 892 892 175. OCEANFIRST FINL CORP 2013-07-29 2013-10-04 2946 3109 -163 -163 30. VISHAY PRECISION GROUP 2011-04-29 2013-10-04 443 495 -52 -52 10. APPLE COMPUTER INC. 2012-11-08 2013-10-07 4906 5812 -906 -906 10. APPLE COMPUTER INC. 2013-01-31 2013-10-08 4846 5059 -213 -213 137. APPLIED MICRO CIRCUITS CORP 2010-03-25 2013-10-08 1716 1150 566 566 105. INCYTE PHARMACEUTICALS INC 2013-06-18 2013-10-08 3779 2259 1520 1520 180. MERCK AND CO INC 2013-06-03 2013-10-08 8579 8787 -208 -208 147. MERCK AND CO INC 2011-05-05 2013-10-08 7028 5306 1722 1722 255. PHH CORP 2013-07-29 2013-10-08 6306 5745 561 561 203. APPLIED MICRO CIRCUITS CORP 2010-03-25 2013-10-09 2473 1622 851 851 1060. A R I A D PHARMACEUTICALS INC 2013-08-21 2013-10-09 5280 18827 -13547 -13547 117. CITRIX SYSTEMS INC 2008-09-29 2013-10-09 7820 2863 4957 4957 140. DECKERS OUTDOOR CORP 2013-01-15 2013-10-09 8702 5510 3192 3192 45000. EASTMAN CHEMICAL CO 2.400% 6/01/17 2013-02-13 2013-10-09 45663 46346 -683 -683 119. INCYTE PHARMACEUTICALS INC 2013-06-19 2013-10-09 4064 2527 1537 1537 228. ACTUANT CORP CL A NEW 2013-07-29 2013-10-10 8488 7719 769 769 107. ACTUANT CORP CL A NEW 2012-02-09 2013-10-10 3984 2917 1067 1067 182. APPLIED MICRO CIRCUITS CORP 2010-02-04 2013-10-10 2320 1449 871 871 40000. CARNIVAL CORP 1.875% 12/15/17 2013-07-03 2013-10-10 38931 38861 70 70 246. CITRIX SYSTEMS INC 2008-10-22 2013-10-10 14478 5247 9231 9231 26. APPLIED MICRO CIRCUITS CORP 2010-02-04 2013-10-11 337 207 130 130 145. APPLIED MICRO CIRCUITS CORP 2010-02-04 2013-10-11 1876 1153 723 723 91. CITRIX SYSTEMS INC 2008-10-22 2013-10-11 5386 1851 3535 3535 58. INCYTE PHARMACEUTICALS INC 2013-06-11 2013-10-11 2147 1197 950 950 16000. STARBUCKS CORP 6.250% 8/15/17 2011-04-26 2013-10-11 18658 17472 1186 1186 10000. STARBUCKS CORP 6.250% 8/15/17 2013-05-13 2013-10-11 11661 11793 -132 -132 6000. STARBUCKS CORP 6.250% 8/15/17 2011-04-27 2013-10-11 6997 6557 440 440 433. ACCELRYS INC 2013-04-30 2013-10-14 4151 4250 -99 -99 31. ACUITY BRANDS INC 2011-07-29 2013-10-14 3057 1498 1559 1559 75. ADVISORY BOARD CO 2013-06-03 2013-10-14 4870 3882 988 988 71. ANN INC 2010-06-28 2013-10-14 2431 1249 1182 1182 235. APPLIED MICRO CIRCUITS CORP 2010-02-04 2013-10-14 3190 1869 1321 1321 15. ASCENT CAPITAL GROUP INC A 2013-08-21 2013-10-14 1314 1044 270 270 45. ASCENT CAPITAL GROUP INC A 2012-10-09 2013-10-14 3941 1930 2011 2011 21.9996 BJS RESTAURANTS INC 2013-06-11 2013-10-14 634 837 -203 -203 79.0004 BJS RESTAURANTS INC 2013-05-31 2013-10-14 2275 3020 -745 -745 99. BROADSOFT INC 2012-10-08 2013-10-14 3651 3417 234 234 78. BROADRIDGE FINANCIAL SOLUTIONS INC 2012-10-08 2013-10-14 2545 1781 764 764 132. BROADRIDGE FINANCIAL SOLUTIONS INC 2013-03-27 2013-10-14 4306 3147 1159 1159 60. CAVIUM INC 2011-09-28 2013-10-14 2477 1742 735 735 35. CHARLES RIV LABORATORIES INTL INC 2013-04-23 2013-10-14 1619 1491 128 128 118. CITRIX SYSTEMS INC 2008-10-22 2013-10-14 6918 2400 4518 4518 40. COLFAX CORP 2013-02-08 2013-10-14 2261 1689 572 572 7. COMMVAULT SYSTEMS INC 2012-12-04 2013-10-14 614 471 143 143 57. COMMVAULT SYSTEMS INC 2012-10-09 2013-10-14 5002 1618 3384 3384 6. CONCUR TECHNOLOGIES INC 2012-12-07 2013-10-14 650 381 269 269 27. CONCUR TECHNOLOGIES INC 2012-10-09 2013-10-14 2923 1110 1813 1813 218. CORELOGIC INC 2013-07-30 2013-10-14 6029 6125 -96 -96 38. CORPORATE EXECUTIVE BRD CO 2012-10-05 2013-10-14 2851 2048 803 803 30. CORPORATE EXECUTIVE BRD CO 2013-02-28 2013-10-14 2251 1626 625 625 35. COSTAR GROUP 2011-08-05 2013-10-14 5781 1946 3835 3835 87. COVANCE INC 2010-07-30 2013-10-14 7504 3264 4240 4240 19. CVENT INC 2013-08-08 2013-10-14 639 399 240 240 180. DIGITALGLOBE INC 2013-09-17 2013-10-14 5438 5792 -354 -354 161. ENDOLOGIX INC 2013-05-01 2013-10-14 2686 2372 314 314 301. EXFO INC 2011-06-03 2013-10-14 1610 2835 -1225 -1225 51.99531 FAIR ISAAC & CO INC 2013-10-08 2013-10-14 2857 2887 -30 -30 19.00469 FAIR ISAAC & CO INC 2013-10-08 2013-10-14 1044 1061 -17 -17 72. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011 2012-10-11 2013-10-14 3985 2876 1109 1109 55. HARMAN INTERNATIONAL 2009-03-13 2013-10-14 3748 650 3098 3098 80. HEICO CORP 2013-06-03 2013-10-14 5318 3746 1572 1572 46. HELIX ENERGY SOLUTIONS GROUP INC 2013-07-30 2013-10-14 1129 1144 -15 -15 131. HELIX ENERGY SOLUTIONS GROUP INC 2013-02-06 2013-10-14 3215 3214 1 1 110. HEXCEL CORP NEW COM 2011-09-01 2013-10-14 4411 2547 1864 1864 95. HOMEAWAY INC 2012-10-08 2013-10-14 2741 2449 292 292 95. HOMEAWAY INC 2013-07-30 2013-10-14 2741 2888 -147 -147 73. IDEX CORP 2012-10-09 2013-10-14 4815 1758 3057 3057 9. IDEX CORP 2012-12-04 2013-10-14 594 402 192 192 34. IDEXX LABORATORIES CORP 2012-10-09 2013-10-14 3588 2098 1490 1490 163. INCYTE PHARMACEUTICALS INC 2013-06-20 2013-10-14 6031 2930 3101 3101 59. INCYTE PHARMACEUTICALS INC 2011-12-16 2013-10-14 2183 813 1370 1370 27. INFORMATICA CORP 2013-08-27 2013-10-14 1042 984 58 58 150. INFORMATICA CORP 2012-09-10 2013-10-14 5792 5723 69 69 169. INTERACTIVE INTELLIGENCE GRO 2012-03-05 2013-10-14 10952 5004 5948 5948 38. INTERACTIVE INTELLIGENCE GRO 2013-03-07 2013-10-14 2463 1397 1066 1066 319. KNIGHT TRANSN INC 2011-03-15 2013-10-14 5343 6279 -936 -936 31. LANDSTAR SYS INC. 2012-08-06 2013-10-14 1745 1558 187 187 44. LANDSTAR SYS INC. 2013-07-30 2013-10-14 2477 2293 184 184 18. MAXIMUS INC 2012-12-04 2013-10-14 849 568 281 281 151. MAXIMUS INC 2012-10-09 2013-10-14 7120 3249 3871 3871 174. PEGASYSTEMS INC 2012-09-10 2013-10-14 6767 5083 1684 1684 9. PRICE SMART INC 2012-12-07 2013-10-14 899 704 195 195 41. PRICE SMART INC 2012-04-19 2013-10-14 4096 3193 903 903 107. PROSPERITY BANCSHARES INC 2013-07-17 2013-10-14 6813 6091 722 722 805. QUIKSILVER INC 2013-07-17 2013-10-14 5635 5388 247 247 251. RIVERBED TECHNOLOGY INC 2013-02-20 2013-10-14 3619 4095 -476 -476 162. ROADRUNNER TRANSPORTATION SY 2010-10-13 2013-10-14 4358 1938 2420 2420 33. ROCKWOOD HLDGS INC 2012-12-20 2013-10-14 2154 1533 621 621 35. ROCKWOOD HLDGS INC 2012-10-06 2013-10-14 2285 1319 966 966 104. SAPIENT CORP 2012-05-02 2013-10-14 1606 1228 378 378 52. HENRY SCHEIN INC 2008-10-22 2013-10-14 5590 2388 3202 3202 66. SEATTLE GENETICS INC /WA 2013-06-20 2013-10-14 2597 2102 495 495 67. SEATTLE GENETICS INC /WA 2012-09-07 2013-10-14 2636 1937 699 699 56. SUSSER HOLDINGS CORP 2013-08-26 2013-10-14 2972 2676 296 296 28. ULTIMATE SOFTWARE GROUP INC 2012-10-09 2013-10-14 4028 1321 2707 2707 6. ULTIMATE SOFTWARE GROUP INC 2012-12-07 2013-10-14 863 564 299 299 54. UNITED RENTALS INC 2012-01-16 2013-10-14 3121 2095 1026 1026 46. UNITED RENTALS INC 2012-12-20 2013-10-14 2659 2017 642 642 17. VALMONT INDS INC 2010-10-06 2013-10-14 2277 1231 1046 1046 118. VOLCANO CORP 2012-10-09 2013-10-14 2851 3315 -464 -464 84. WASTE CONNECTIONS INC 2012-12-20 2013-10-14 3807 2798 1009 1009 107. WASTE CONNECTIONS INC 2012-03-10 2013-10-14 4850 3402 1448 1448 191. GENPACT LIMITED 2012-10-09 2013-10-14 3723 3009 714 714 46. GENPACT LIMITED 2012-12-07 2013-10-14 897 728 169 169 309. U T I WORLDWIDE INC 2008-01-05 2013-10-14 4598 5861 -1263 -1263 405. BEST BUY COMPANY INC 2013-06-03 2013-10-15 16622 10294 6328 6328 94. CITRIX SYSTEMS INC 2008-10-22 2013-10-15 5451 1912 3539 3539 53. SEATTLE GENETICS INC /WA 2012-09-20 2013-10-15 2106 1499 607 607 431. BEST BUY COMPANY INC 2013-05-31 2013-10-16 17998 9932 8066 8066 213. TOTAL FINA ELF S.A. ADS REPSTG 1/2 OF A 'B' SH 2011-01-28 2013-10-16 12763 12218 545 545 24000. STARBUCKS CORP 6.250% 8/15/17 2011-04-26 2013-10-17 28041 26201 1840 1840 24000. STARBUCKS CORP 6.250% 8/15/17 2011-04-27 2013-10-17 28041 26206 1835 1835 2192. TMS INTERNATIONAL CORP A 2013-08-23 2013-10-17 38360 31481 6879 6879 141. TOTAL FINA ELF S.A. ADS REPSTG 1/2 OF A 'B' SH 2010-11-08 2013-10-17 8506 7950 556 556 55. VALMONT INDS INC 2010-10-06 2013-10-17 7247 3982 3265 3265 157. CINCINNATI FINANCIAL CORP 2010-12-23 2013-10-22 7863 5051 2812 2812 54. MAXIMUS INC 2013-07-29 2013-10-23 2684 2037 647 647 352. RIVERBED TECHNOLOGY INC 2013-06-11 2013-10-23 5001 5693 -692 -692 115. CIMAREX ENERGY CO 2013-06-03 2013-10-24 11951 7986 3965 3965 130. DANAHER CORP 2011-05-09 2013-10-24 9315 7049 2266 2266 25. MAXIMUS INC 2013-07-29 2013-10-24 1243 943 300 300 117. RIVERBED TECHNOLOGY INC 2013-02-21 2013-10-24 1653 1887 -234 -234 215. STARZ A 2013-07-29 2013-10-24 6564 4985 1579 1579 23. TRIMAS CORP 2013-07-29 2013-10-24 964 866 98 98 340. DECKERS OUTDOOR CORP 2013-01-24 2013-10-25 22862 13269 9593 9593 2333.89 F N M A #AJ5336 3.000% 11/01/26 2012-06-06 2013-10-25 2334 2389 -55 -55 3026.36 F N M A #AQ9044 3.500% 12/01/42 2013-01-24 2013-10-25 3026 3192 -166 -166 551.52 F N M A #AR7905 3.000% 3/01/28 2013-07-08 2013-10-25 552 563 -11 -11 318.24 F N M A #AT9143 3.500% 7/01/43 2013-07-15 2013-10-25 318 322 -4 -4 286.41 F N M A #AT9143 3.500% 7/01/43 2013-07-15 2013-10-25 286 289 -3 -3 53.99 F N M A #AT9189 3.500% 7/01/43 2013-07-15 2013-10-25 54 55 -1 -1 101.73 F N M A #663238 5.500% 9/01/32 2002-09-19 2013-10-25 102 102 4446.73 F N M A GTD REMIC 5.500% 9/25/32 2013-09-24 2013-10-25 4447 4580 -133 -133 122.8 F N M A #744805 1.892% 11/01/33 2003-12-10 2013-10-25 123 123 187.59 F N M A #AC4824 3.581% 10/01/39 2010-10-01 2013-10-25 188 192 -4 -4 1. MAXIMUS INC 2013-07-29 2013-10-25 50 38 12 12 35000. POTASH CORP 5.250% 5/15/14 2010-06-07 2013-10-25 35882 35506 376 376 117. TRIMAS CORP 2013-07-29 2013-10-25 4888 4408 480 480 50. MAXIMUS INC 2013-07-29 2013-10-28 2457 1887 570 570 6. ANSYS INC 2010-10-08 2013-10-29 527 247 280 280 8. GOOGLE INC CL A 2010-01-20 2013-10-29 8124 4622 3502 3502 7. ANSYS INC 2010-10-08 2013-10-30 616 288 328 328 950. MONDELEZ INTERNATIONAL W I 2012-09-12 2013-10-30 32076 21034 11042 11042 444. PEPSICO INC. 2011-10-19 2013-10-30 37655 28430 9225 9225 54. TIME WARNER CABLE INC 2010-11-08 2013-10-30 6349 3348 3001 3001 59. TRIMAS CORP 2013-07-29 2013-10-30 2222 2223 -1 -1 12. APPLE COMPUTER INC. 2012-12-17 2013-10-31 6269 6154 115 115 6. APPLE COMPUTER INC. 2011-05-09 2013-10-31 3135 2091 1044 1044 237. CARBO CERAMICS INC 2013-06-03 2013-10-31 28596 16309 12287 12287 154. CARBO CERAMICS INC 2012-03-05 2013-10-31 18582 13498 5084 5084 992. CHURCH & DWIGHT CO. INC. 2011-05-09 2013-10-31 64511 35622 28889 28889 40000. POTASH CORP 3.250% 12/01/17 2013-05-31 2013-10-31 42371 42554 -183 -183 50. TRIMAS CORP 2013-07-29 2013-10-31 1881 1884 -3 -3 40000. AT T INC 0.800% 12/01/15 2013-02-11 2013-11-01 39911 39989 -78 -78 .25 HEICO CORP 2012-11-20 2013-11-01 13 10 3 3 46. TRIMAS CORP 2013-07-29 2013-11-01 1702 1733 -31 -31 24000. VERIZON 1.99285% 9/14/18 2013-09-13 2013-11-01 25333 24876 457 457 570. ABERCROMBIE & FITCH CO CL A 2013-07-19 2013-11-04 21855 28209 -6354 -6354 135. ACTUANT CORP CL A NEW 2012-02-09 2013-11-04 5239 3619 1620 1620 270. AIR METHODS CORP 2013-08-05 2013-11-04 11740 10617 1123 1123 223. ALBANY INTL CORP CL A 2013-10-25 2013-11-04 8179 8073 106 106 127. ALBANY INTL CORP CL A 2013-10-30 2013-11-04 4658 4705 -47 -47 545. AMERICAN CAPITAL LTD 2013-09-27 2013-11-04 7881 7511 370 370 415. AMERICAN EQUITY INVT LIFE HL 2013-07-29 2013-11-04 8312 6113 2199 2199 80. APPLE COMPUTER INC. 2013-09-17 2013-11-04 41832 37992 3840 3840 175. ASCENT CAPITAL GROUP INC A 2013-07-29 2013-11-04 14646 14161 485 485 180. ASSURANT INC 2013-07-29 2013-11-04 10593 9520 1073 1073 840. BEST BUY COMPANY INC 2013-02-19 2013-11-04 36406 14662 21744 21744 690. BOINGO WIRELESS INC 2012-03-01 2013-11-04 4760 6341 -1581 -1581 185. BRISTOW GROUP INC 2013-10-30 2013-11-04 14604 13830 774 774 565. BROADRIDGE FINANCIAL SOLUTIONS INC 2013-07-29 2013-11-04 19972 16128 3844 3844 500. CYS INVESTMENTS INC 2012-02-25 2013-11-04 4252 6557 -2305 -2305 299.99944 CANADIAN NATURAL RESOURCES LTD 2013-01-30 2013-11-04 9354 9418 -64 -64 545.00056 CANADIAN NATURAL RESOURCES LTD 2013-07-11 2013-11-04 16993 17452 -459 -459 370. CAPITOL FEDERAL FINANCIAL INC 2013-07-29 2013-11-04 4610 4699 -89 -89 80. CASEYS GEN STORES INC 2013-07-29 2013-11-04 5977 5377 600 600 165. CATO CORP CL A 2012-02-09 2013-11-04 4984 4773 211 211 120. CIMAREX ENERGY CO 2012-01-27 2013-11-04 12695 6939 5756 5756 15. CIMAREX ENERGY CO 2013-06-03 2013-11-04 1587 1042 545 545 1325. CISCO SYSTEMS 2013-10-08 2013-11-04 29905 31990 -2085 -2085 310. CITY NATL CORP 2013-08-06 2013-11-04 22367 21848 519 519 305. CORE MARK HLDG CO INC 2013-07-29 2013-11-04 21209 19470 1739 1739 560. CORELOGIC INC 2013-07-29 2013-11-04 18737 15410 3327 3327 100. DST SYSTEMS INC-DEL 2013-07-29 2013-11-04 8560 6957 1603 1603 145. DECKERS OUTDOOR CORP 2013-01-24 2013-11-04 10023 5588 4435 4435 2485. DENNYS CORP 2013-07-29 2013-11-04 15701 14566 1135 1135 127. DESTINATION MATERNITY CORP 2013-10-23 2013-11-04 3916 3938 -22 -22 248. DESTINATION MATERNITY CORP 2013-10-16 2013-11-04 7647 7775 -128 -128 295. DIGITALGLOBE INC 2013-07-29 2013-11-04 10204 9619 585 585 235. E I DU PONT DE NEMOURS & CO. 2008-11-05 2013-11-04 14057 7521 6536 6536 525. ECHOSTAR CORPORATION A 2013-07-29 2013-11-04 24485 20880 3605 3605 232.99901 ENPRO INDUSTRIES INC 2013-10-14 2013-11-04 13390 13924 -534 -534 7.00099 ENPRO INDUSTRIES INC 2013-07-19 2013-11-04 402 413 -11 -11 715. FIRSTMERIT CORP 2013-05-31 2013-11-04 15816 13583 2233 2233 435. FIRSTMERIT CORP 2013-10-21 2013-11-04 9626 9793 -167 -167 145. FLUOR CORP NEW COM 2011-06-14 2013-11-04 10879 9239 1640 1640 325. FLUOR CORP NEW COM 2013-06-03 2013-11-04 24383 20225 4158 4158 53. FOREST CITY ENTERPRISES INC CL A 2013-10-29 2013-11-04 1085 1082 3 3 202. FOREST CITY ENTERPRISES INC CL A 2013-10-25 2013-11-04 4135 4139 -4 -4 770. FREEPORT-MCMORAN COPPER & GOLD B 2011-11-21 2013-11-04 28475 27256 1219 1219 940. GFI GROUP INC 2012-02-09 2013-11-04 3131 4230 -1099 -1099 340. GFI GROUP INC 2013-07-29 2013-11-04 1132 1397 -265 -265 434.9997 GUESS INC 2012-03-15 2013-11-04 13678 14496 -818 -818 295.0003 GUESS INC 2013-06-03 2013-11-04 9276 9287 -11 -11 860. HARTFORD FINANCIAL SERVICES GROUP INC 2013-06-03 2013-11-04 28964 24023 4941 4941 1005. HOLOGIC INC 2013-04-19 2013-11-04 22482 21415 1067 1067 165. INNOPHOS HOLDINGS 2013-03-21 2013-11-04 8059 8724 -665 -665 165. K M G CHEMICALS INC 2013-07-29 2013-11-04 3303 3694 -391 -391 250. KADANT INC 2013-10-15 2013-11-04 9027 8547 480 480 200. KEMPER CORP 2013-08-15 2013-11-04 7736 7009 727 727 660. KENNAMETAL INC 2013-06-03 2013-11-04 30650 27825 2825 2825 270. M & T BK CORP COM 2013-06-03 2013-11-04 30036 28214 1822 1822 1235. MFA FINANCIAL INC 2013-01-11 2013-11-04 8979 10763 -1784 -1784 105. M T S SYS CORP 2013-07-29 2013-11-04 6870 6618 252 252 155. MAC GRAY CORP 2013-08-19 2013-11-04 3275 2327 948 948 30. MAXIMUS INC 2010-12-03 2013-11-04 1439 478 961 961 175. MAXIMUS INC 2013-07-29 2013-11-04 8395 6603 1792 1792 35. MEASUREMENT SPECIALTIES INC 2011-01-27 2013-11-04 1929 1000 929 929 180. MERCK AND CO INC 2013-06-03 2013-11-04 8251 8787 -536 -536 230. MERCK AND CO INC 2010-05-19 2013-11-04 10543 7529 3014 3014 465. METLIFE INC COM 2012-01-24 2013-11-04 22092 16964 5128 5128 685. MICROSOFT CORP. 2011-03-30 2013-11-04 24468 17744 6724 6724 465. MICROCHIP TECHNOLOGY INC 2012-10-23 2013-11-04 19721 13877 5844 5844 65. NATIONAL-OILWELL INC 2012-05-10 2013-11-04 5246 4476 770 770 295. NATIONAL-OILWELL INC 2013-06-03 2013-11-04 23809 20709 3100 3100 150. NEENAH PAPER INC 2013-07-30 2013-11-04 6257 5894 363 363 140. NETAPP INC 2012-05-03 2013-11-04 5404 5318 86 86 520. NETAPP INC 2013-06-03 2013-11-04 20072 19386 686 686 85. NORTHERN TR CORP 2013-06-03 2013-11-04 4807 4905 -98 -98 290. NORTHERN TR CORP 2011-04-12 2013-11-04 16399 15074 1325 1325 60. NOVARTIS AG ADR 2011-01-05 2013-11-04 4635 3469 1166 1166 230. NOVARTIS AG ADR 2013-06-03 2013-11-04 17767 16479 1288 1288 210. OCCIDENTAL PETROLEUM CORP. 2013-06-03 2013-11-04 20332 19593 739 739 55. OCCIDENTAL PETROLEUM CORP. 2012-11-01 2013-11-04 5325 4379 946 946 15. OCEANFIRST FINL CORP 2012-02-09 2013-11-04 266 213 53 53 330. OCEANFIRST FINL CORP 2013-07-29 2013-11-04 5847 5862 -15 -15 870. ORACLE SYSTEMS 2013-07-24 2013-11-04 29240 29021 219 219 295. ORBCOMM INC 2012-04-09 2013-11-04 1794 1067 727 727 155. ORBCOMM INC 2013-07-29 2013-11-04 942 755 187 187 350. ORITANI FINL CORP 2013-07-29 2013-11-04 5726 5702 24 24 88. PHH CORP 2013-07-29 2013-11-04 2106 1983 123 123 237. PHH CORP 2012-05-16 2013-11-04 5671 3754 1917 1917 90. PACCAR INC 2013-06-03 2013-11-04 5061 4793 268 268 330. PACCAR INC 2012-03-06 2013-11-04 18556 14671 3885 3885 205. PACIFIC PREMIER BANCORP INC 2013-07-29 2013-11-04 2847 2681 166 166 790. POTASH CORP SASK INC COM W/RTS ATTACHED 2013-10-25 2013-11-04 25216 24759 457 457 530. QUALCOMM CORP. 2013-06-18 2013-11-04 36815 33240 3575 3575 3390. REGIONS FINL CORP 2013-06-03 2013-11-04 32035 30358 1677 1677 220. RENASANT CORP 2013-07-29 2013-11-04 6402 6090 312 312 425. RIGNET INC 2013-08-20 2013-11-04 16073 11769 4304 4304 325. SCHLUMBERGER LTD. 2012-09-11 2013-11-04 30371 23978 6393 6393 160. SCHLUMBERGER LTD. 2013-09-16 2013-11-04 14952 13220 1732 1732 1560. CHARLES SCHWAB CORP. 2013-06-03 2013-11-04 35879 27605 8274 8274 360. STARWOOD PROPERTY TRUST INC 2013-07-29 2013-11-04 9367 9350 17 17 335. STARZ A 2013-07-29 2013-11-04 10060 7394 2666 2666 1015. SUNTRUST BANKS INC. 2013-06-03 2013-11-04 34134 31857 2277 2277 395. SUSSER HOLDINGS CORP 2013-07-29 2013-11-04 21659 20307 1352 1352 130. SUSSER PETROLEUM PARTNERS LP 2013-07-29 2013-11-04 4043 3811 232 232 3655. SYNOVUS FINANCIAL CORP 2013-07-29 2013-11-04 11999 12236 -237 -237 965. TFS FINL CORP 2013-07-30 2013-11-04 11811 11441 370 370 490. TEREX CORP NEW COM 2013-06-03 2013-11-04 17586 16203 1383 1383 235. THERMON GROUP HOLDINGS INC 2013-01-11 2013-11-04 5722 5342 380 380 140. TIME WARNER CABLE INC 2010-11-08 2013-11-04 17029 8680 8349 8349 355. TRIMAS CORP 2013-07-29 2013-11-04 13353 11590 1763 1763 90. US BANCORP DEL COM NEW 2010-06-22 2013-11-04 3370 2146 1224 1224 320. US BANCORP DEL COM NEW 2013-06-03 2013-11-04 11981 11229 752 752 68. VISHAY PRECISION GROUP 2013-07-29 2013-11-04 1112 1095 17 17 232. VISHAY PRECISION GROUP 2011-08-03 2013-11-04 3795 3828 -33 -33 145. EATON CORP PLC 2012-11-30 2013-11-04 10208 7441 2767 2767 795. MAIDEN HOLDINGS LTD 2013-07-29 2013-11-04 8522 9688 -1166 -1166 520. GARMIN LTD 2013-08-23 2013-11-04 24725 20815 3910 3910 60. CHECK POINT SOFTWARE TECHNOLOGIES INC 2012-10-23 2013-11-04 3527 2576 951 951 215. CHECK POINT SOFTWARE TECHNOLOGIES INC 2013-06-03 2013-11-04 12637 10681 1956 1956 240. AMERICAN EQUITY INVT LIFE HL 2013-01-11 2013-11-05 5110 3149 1961 1961 30000. BURLINGTON NORTH 5.750% 3/15/18 2013-07-15 2013-11-05 34703 34469 234 234 385. BEST BUY COMPANY INC 2013-02-22 2013-11-07 15781 6686 9095 9095 68455.81 F N M A #AC4824 3.581% 10/01/39 2010-10-01 2013-11-07 71879 70133 1746 1746 275. MICROSOFT CORP. 2011-03-30 2013-11-07 10321 6949 3372 3372 75000. U S TREASURY NT 1.000% 1/15/14 2013-09-26 2013-11-08 75120 75126 -6 -6 65000. U S TREAS BD STRIP 8/15/43 2013-09-06 2013-11-08 19850 19278 572 572 180. BEST BUY COMPANY INC 2013-02-22 2013-11-12 7877 3064 4813 4813 16. IDEXX LABORATORIES CORP 2009-02-27 2013-11-12 1710 489 1221 1221 35000. CATERPILLAR MTN 0.51845% 2/28/16 2013-09-10 2013-11-13 35025 35058 -33 -33 445. DECKERS OUTDOOR CORP 2013-01-22 2013-11-13 34137 16644 17493 17493 10. IDEXX LABORATORIES CORP 2009-02-27 2013-11-13 1058 306 752 752 31. IDEXX LABORATORIES CORP 2009-02-27 2013-11-13 3275 948 2327 2327 20. IDEXX LABORATORIES CORP 2009-02-27 2013-11-14 2136 611 1525 1525 71. CLEAN HBRS INC 2012-09-07 2013-11-15 3981 3830 151 151 164. CLEAN HBRS INC 2013-08-12 2013-11-15 9195 8864 331 331 43. IDEXX LABORATORIES CORP 2009-02-27 2013-11-15 4608 1314 3294 3294 35000. MARKEL CORP 5.350% 6/01/21 2012-07-23 2013-11-15 38540 37670 870 870 35000. APPLE INC 0.48218% 5/03/18 2013-08-22 2013-11-18 34877 34986 -109 -109 9. IDEXX LABORATORIES CORP 2009-02-27 2013-11-18 958 275 683 683 32. CIMAREX ENERGY CO 2012-01-20 2013-11-19 3109 1836 1273 1273 99. CIMAREX ENERGY CO 2012-12-13 2013-11-19 9618 5624 3994 3994 30. INCYTE PHARMACEUTICALS INC 2011-12-16 2013-11-19 1379 414 965 965 23. INCYTE PHARMACEUTICALS INC 2011-12-16 2013-11-19 1059 317 742 742 31. CIMAREX ENERGY CO 2012-12-13 2013-11-20 3022 1761 1261 1261 56. CIMAREX ENERGY CO 2012-05-18 2013-11-20 5459 3136 2323 2323 19. IDEXX LABORATORIES CORP 2009-02-27 2013-11-20 2035 581 1454 1454 62. INCYTE PHARMACEUTICALS INC 2011-12-16 2013-11-20 2899 841 2058 2058 189. CIMAREX ENERGY CO 2012-06-18 2013-11-21 18671 9650 9021 9021 17. COVANCE INC 2008-11-18 2013-11-21 1439 634 805 805 19. IDEXX LABORATORIES CORP 2009-02-27 2013-11-21 2035 581 1454 1454 29. IDEXX LABORATORIES CORP 2009-02-27 2013-11-22 3078 886 2192 2192 20000. AMERICAN EXPRESS 0.83628% 5/22/18 2013-08-22 2013-11-25 20000 19963 37 37 18. COVANCE INC 2009-04-27 2013-11-25 1513 669 844 844 528.07 CONNECTICUT AVENUE 2.2382% 10/25/23 2013-11-14 2013-11-25 528 530 -2 -2 469.39 CONNECTICUT AVENUE 2.2382% 10/25/23 2013-11-14 2013-11-25 469 471 -2 -2 2025.47 F N M A #AJ5336 3.000% 11/01/26 2012-06-06 2013-11-25 2025 2073 -48 -48 888.37 F N M A #AJ5336 3.000% 11/01/26 2013-10-02 2013-11-25 888 919 -31 -31 4310.79 F N M A #AQ9044 3.500% 12/01/42 2013-01-24 2013-11-25 4311 4545 -234 -234 547.45 F N M A #AR7905 3.000% 3/01/28 2013-07-08 2013-11-25 547 559 -12 -12 95.57 F N M A #AT9143 3.500% 7/01/43 2013-07-15 2013-11-25 96 97 -1 -1 86.02 F N M A #AT9143 3.500% 7/01/43 2013-07-15 2013-11-25 86 87 -1 -1 57.59 F N M A #AT9189 3.500% 7/01/43 2013-07-15 2013-11-25 58 58 105.49 F N M A #663238 5.500% 9/01/32 2002-09-19 2013-11-25 105 106 -1 -1 3741.77 F N M A GTD REMIC 5.500% 9/25/32 2013-09-24 2013-11-25 3742 3852 -110 -110 123.71 F N M A #744805 1.892% 11/01/33 2003-12-10 2013-11-25 124 124 816.62 F N M A #AC4824 3.581% 10/01/39 2010-10-01 2013-11-25 817 837 -20 -20 6. IDEXX LABORATORIES CORP 2009-02-27 2013-11-25 635 183 452 452 15000. AMERICAN EXPRESS 0.83628% 5/22/18 2013-08-22 2013-11-26 15000 14972 28 28 10. IDEXX LABORATORIES CORP 2009-02-27 2013-11-26 1047 306 741 741 65000. CHICAGO IL TAXABLE 7.781% 1/01/35 2012-02-28 2013-11-27 69745 83374 -13629 -13629 40. FLUOR CORP NEW COM 2013-06-03 2013-11-27 3132 2489 643 643 111. FLUOR CORP NEW COM 2011-08-05 2013-11-27 8690 6484 2206 2206 5. IDEXX LABORATORIES CORP 2009-02-27 2013-11-27 523 153 370 370 104. FLUOR CORP NEW COM 2011-08-23 2013-11-29 8127 5855 2272 2272 5. IDEXX LABORATORIES CORP 2009-02-27 2013-12-02 526 153 373 373 65. IDEXX LABORATORIES CORP 2009-02-27 2013-12-02 6798 1987 4811 4811 44. INCYTE PHARMACEUTICALS INC 2011-12-15 2013-12-03 2081 591 1490 1490 5. VALMONT INDS INC 2010-10-06 2013-12-03 726 362 364 364 24. VALMONT INDS INC 2010-10-06 2013-12-03 3478 1735 1743 1743 14. U T I WORLDWIDE INC 2007-12-18 2013-12-03 219 254 -35 -35 72. U T I WORLDWIDE INC 2009-12-27 2013-12-03 1124 1125 -1 -1 6. APPLE COMPUTER INC. 2013-02-01 2013-12-04 3388 2727 661 661 4. APPLE COMPUTER INC. 2009-01-16 2013-12-04 2259 324 1935 1935 43. INCYTE PHARMACEUTICALS INC 2011-12-15 2013-12-04 1987 578 1409 1409 80. SUSSER HOLDINGS CORP 2013-07-29 2013-12-04 5067 4113 954 954 40. U T I WORLDWIDE INC 2009-12-15 2013-12-04 622 590 32 32 45. U T I WORLDWIDE INC 2009-12-15 2013-12-04 702 664 38 38 9. BJS RESTAURANTS INC 2013-05-09 2013-12-05 266 346 -80 -80 8. IDEXX LABORATORIES CORP 2009-02-27 2013-12-05 833 245 588 588 8. INCYTE PHARMACEUTICALS INC 2011-12-15 2013-12-05 369 107 262 262 77. SUSSER HOLDINGS CORP 2013-07-29 2013-12-05 4933 3930 1003 1003 19. BJS RESTAURANTS INC 2013-05-09 2013-12-06 568 731 -163 -163 235533.61 F N M A #AQ9044 3.500% 12/01/42 2013-01-24 2013-12-06 235644 248258 -12614 -12614 49018.39 F N M A #AT9143 3.500% 7/01/43 2013-07-15 2013-12-06 49034 49534 -500 -500 44116.55 F N M A #AT9143 3.500% 7/01/43 2013-07-15 2013-12-06 44130 44581 -451 -451 34359.71 F N M A #AT9189 3.500% 7/01/43 2013-07-15 2013-12-06 34376 34686 -310 -310 14. IDEXX LABORATORIES CORP 2009-02-27 2013-12-06 1458 428 1030 1030 510. METLIFE INC COM 2012-09-14 2013-12-06 26261 18540 7721 7721 35000. BB&T CORP MTN 1.09335% 6/15/18 2013-09-17 2013-12-09 35447 35309 138 138 58. BJS RESTAURANTS INC 2013-06-11 2013-12-09 1745 2224 -479 -479 8. IDEXX LABORATORIES CORP 2009-02-27 2013-12-09 832 245 587 587 122. INTUIT INC. 2013-08-01 2013-12-09 9080 7885 1195 1195 114. ACCENTURE PLC CL A 2011-05-09 2013-12-09 8601 6308 2293 2293 40000. ECOLAB INC 1.450% 12/08/17 2013-06-07 2013-12-10 39496 39583 -87 -87 12. IDEXX LABORATORIES CORP 2009-02-27 2013-12-10 1244 367 877 877 5. IDEXX LABORATORIES CORP 2009-02-27 2013-12-11 515 153 362 362 9000. METLIFE INC 1.756% 12/15/17 2013-07-18 2013-12-11 8978 8954 24 24 31000. METLIFE INC 1.756% 12/15/17 2013-07-18 2013-12-11 30939 30842 97 97 19. IDEXX LABORATORIES CORP 2009-02-27 2013-12-12 1938 581 1357 1357 70. ACTUANT CORP CL A NEW 2010-11-08 2013-12-13 2678 1659 1019 1019 13. IDEXX LABORATORIES CORP 2009-02-27 2013-12-13 1330 397 933 933 34. PHH CORP 2012-03-21 2013-12-13 796 525 271 271 13. THERMON GROUP HOLDINGS INC 2013-01-11 2013-12-13 359 295 64 64 4985.06 F H L M C MLTCL MTG 1.500% 9/15/20 2013-11-13 2013-12-15 4985 5046 -61 -61 19. IDEXX LABORATORIES CORP 2009-02-27 2013-12-16 1969 581 1388 1388 33. IDEXX LABORATORIES CORP 2009-02-27 2013-12-16 3415 1009 2406 2406 103. PHH CORP 2012-03-30 2013-12-16 2409 1589 820 820 7. SUSSER HOLDINGS CORP 2013-03-26 2013-12-16 449 349 100 100 82. THERMON GROUP HOLDINGS INC 2013-07-29 2013-12-16 2249 1720 529 529 1099. CLEAN HBRS INC 2012-09-07 2013-12-17 61705 56275 5430 5430 77. IDEXX LABORATORIES CORP 2009-02-27 2013-12-17 7979 2354 5625 5625 26. PHH CORP 2012-03-30 2013-12-17 607 401 206 206 72. PHH CORP 2012-03-30 2013-12-17 1698 1110 588 588 31. SUSSER HOLDINGS CORP 2013-03-26 2013-12-17 1953 1508 445 445 8. SUSSER HOLDINGS CORP 2012-08-09 2013-12-17 504 306 198 198 54. SUSSER HOLDINGS CORP 2012-08-13 2013-12-18 3400 2065 1335 1335 24. BJS RESTAURANTS INC 2013-05-30 2013-12-19 707 905 -198 -198 21. BJS RESTAURANTS INC 2013-06-04 2013-12-20 625 790 -165 -165 75000. F N M A DEB 0.500% 7/02/15 2013-06-28 2013-12-20 75218 75082 136 136 185000. F N M A DEB 0.500% 9/28/15 2013-09-11 2013-12-20 185485 184945 540 540 25000. U S TREASURY NT 1.250% 10/31/15 2012-10-22 2013-12-20 25424 25428 -4 -4 430000. U S TREASURY NT 1.250% 10/31/15 2013-12-13 2013-12-20 437290 436790 500 500 110000. U S TREASURY NT 1.000% 1/15/14 2013-10-09 2013-12-20 110060 110060 260000. U S TREASURY NT 0.375% 6/30/15 2013-07-08 2013-12-20 260477 260039 438 438 291226.7 U S TREASURY I P S 0.500% 7/15/23 2013-09-10 2013-12-20 282319 287665 -5346 -5346 115000. U S TREASURY NT 1.250% 10/31/18 2013-12-17 2013-12-20 113248 113786 -538 -538 . PROCEEDS OF LITIGATION INTERNATIONAL GAME 2013-12-23 515 515 515 . PROCEEDS OF LITIGATION FROM LEHMAN BROTHERS 2013-12-23 4667 4667 4667 13. APPLE COMPUTER INC. 2013-06-03 2013-12-24 7370 5764 1606 1606 105. FLUOR CORP NEW COM 2011-11-09 2013-12-24 8333 5757 2576 2576 589.12 CONNECTICUT AVENUE 2.2382% 10/25/23 2013-11-14 2013-12-25 589 592 -3 -3 523.66 CONNECTICUT AVENUE 2.2382% 10/25/23 2013-11-14 2013-12-25 524 526 -2 -2 2210.94 F N M A #AJ5336 3.000% 11/01/26 2012-06-06 2013-12-25 2211 2262 -51 -51 969.71 F N M A #AJ5336 3.000% 11/01/26 2013-10-02 2013-12-25 970 1002 -32 -32 3808.31 F N M A #AQ9044 3.500% 12/01/42 2013-01-24 2013-12-25 3808 4013 -205 -205 617.13 F N M A #AR7905 3.000% 3/01/28 2013-07-08 2013-12-25 617 630 -13 -13 278.21 F N M A #AT9143 3.500% 7/01/43 2013-07-15 2013-12-25 278 281 -3 -3 250.39 F N M A #AT9143 3.500% 7/01/43 2013-07-15 2013-12-25 250 253 -3 -3 369.75 F N M A #AT9189 3.500% 7/01/43 2013-07-15 2013-12-25 370 373 -3 -3 243.2 F N M A #663238 5.500% 9/01/32 2002-09-19 2013-12-25 243 244 -1 -1 4720.64 F N M A GTD REMIC 5.500% 9/25/32 2013-09-24 2013-12-25 4721 4857 -136 -136 123.96 F N M A #744805 1.892% 11/01/33 2003-12-10 2013-12-25 124 124 165000. ALLY MASTER OWNER 1.720% 7/15/19 2013-01-04 2013-12-26 165445 165005 440 440 80000. DELAWARE ST HSG AUTH 2.750% 12/01/41 2013-02-20 2013-12-26 75231 79975 -4744 -4744 43882.81 CONNECTICUT AVENUE 2.2382% 10/25/23 2013-11-14 2013-12-26 44155 44061 94 94 39006.95 CONNECTICUT AVENUE 2.2382% 10/25/23 2013-11-14 2013-12-26 39249 39166 83 83 17706.35 F H L M C GD G11778 5.500% 10/01/20 2005-11-03 2013-12-26 19288 17706 1582 1582 15675.93 F H L M C GD G02274 5.000% 7/01/36 2006-07-20 2013-12-26 16905 15676 1229 1229 95355.27 F H L M C MLTCL MTG 1.500% 9/15/20 2013-11-13 2013-12-26 96537 96497 40 40 179423.87 F N M A #AJ5336 3.000% 11/01/26 2012-06-06 2013-12-26 183333 183533 -200 -200 78694.67 F N M A #AJ5336 3.000% 11/01/26 2013-10-02 2013-12-26 80409 81339 -930 -930 81842.47 F N M A #AR7905 3.000% 3/01/28 2013-07-08 2013-12-26 83523 83510 13 13 21759.78 F N M A #663238 5.500% 9/01/32 2002-09-19 2013-12-26 23959 21838 2121 2121 76689.84 F N M A GTD REMIC 5.500% 9/25/32 2013-09-24 2013-12-26 80068 78904 1164 1164 22992.05 F N M A #725185 5.000% 2/01/19 2004-03-10 2013-12-26 24780 22992 1788 1788 28654.17 F N M A #744805 1.892% 11/01/33 2003-12-10 2013-12-26 29955 28765 1190 1190 100000. FORD CREDIT 1.00467% 1/15/18 2013-01-15 2013-12-26 99837 99982 -145 -145 100000. G N M A GTD REMIC 2.719% 5/16/37 2010-09-14 2013-12-26 102331 100858 1473 1473 83156.51 ILLINOIS ST HSG 2.750% 6/01/43 2013-03-07 2013-12-26 76462 83157 -6695 -6695 97831.19 ILLINOIS ST HSG 2.750% 6/01/43 2013-03-07 2013-12-26 89956 97831 -7875 -7875 66580.35 MINNESOTA ST HSG 2.700% 9/01/41 2013-04-10 2013-12-26 60888 66580 -5692 -5692 66580.35 MINNESOTA ST HSG 2.700% 9/01/41 2013-04-10 2013-12-26 60888 66580 -5692 -5692 20000. MISSOURI ST HSG DEV 2.650% 11/01/40 2013-01-18 2013-12-26 18696 20000 -1304 -1304 82814.34 VIRGINIA ST HSG DE 3.250% 8/25/42 2013-03-11 2013-12-26 79173 82814 -3641 -3641 97395.04 VIRGINIA ST HSG DE 3.250% 8/25/42 2013-03-11 2013-12-26 93113 97395 -4282 -4282 120000. F N M A DEB 0.500% 7/02/15 2013-07-22 2013-12-27 120313 120327 -14 -14 520. ABERCROMBIE & FITCH CO CL A 2013-02-22 2013-12-30 17264 24592 -7328 -7328 43. BJS RESTAURANTS INC 2013-06-04 2013-12-30 1330 1615 -285 -285 290. ABERCROMBIE & FITCH CO CL A 2013-06-26 2013-12-31 9594 13328 -3734 -3734 75. BJS RESTAURANTS INC 2013-06-05 2013-12-31 2324 2805 -481 -481 CAPITAL GAIN DIVIDENDS P 21271 2102006 false 1635770 32542899 0.050265 1631585 32453708 0.050274 1456360 30185278 0.048247 1265727 26434018 0.047883 1540471 32059530 0.04805 0.244719 0.048944 34674680 1697118 27166 1724284 1761248 X 27166 0 27166 0 27166 40717 39935 80652 0 53486 27168 26318 false false false false false false false true true MD true false false false false true JOHN B POWELL JR 4108373555 2 EAST READ STREET - SUITE 100 BALTIMORE MD 21202 false false false false true false false false false false false false false false false false false false false false false false JOHN B POWELL JR 2 EAST READ STREET - SUITE 100 BALTIMORE MD 21202 TRUSTEE 15 0 WILLIAM C BAKER 2 EAST READ STREET - SUITE 100 BALTIMORE MD 21202 TRUSTEE 0 0 NONE 0 NONE 0 34280605 922116 0 35202721 0 0 35202721 528041 34674680 1733734 1733734 27166 27166 1706568 0 1706568 0 1706568 1761248 0 0 0 0 1761248 27166 1734082 1706568 522228 2011 0 0 0 0 0 0 0 1761248 522228 0 0 1239020 0 0 0 0 0 0 0 0 467548 0 0 0 0 0 0 0 0 John B Powell Jr - Executive Direct 2 East Read St 100 Baltimore MD 21202 4108373555 A cover letter, a proposal narrative and attachments all as outlined in the ABAG Common Grant Application Format. Only one copy is required. April 5th, August 5th and December 5th by 5:00pm that day. If deadline falls on a weekend or holiday Must fit within the purposes of the Clayton Baker Trust, which are Education, Environment and Community Development. The Trust must have adequate funds. Association of Baltimore Area Grantmakers 2 EAST READ STREET 2ND FL Baltimore MD 21202 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 5250 1000 Friends of Maryland 1209 NORTH CALVERT STREET Baltimore MD 21202 NONE PUBLIC CHARITY ENVIRONMENT 7500 Advocates for Children and Youth 8 MARKET PLACE -5TH FLOOR Baltimore MD 21202 NONE PUBLIC CHARITY EDUCATION 25000 Children's Scholarship Fund 2300 NORTH CHARLES STREET 2ND FL Baltimore MD 21218 NONE PUBLIC CHARITY EDUCATION 35000 Dyslexia Tutoring Program 711 W 40TH STREET SUITE 310 Baltimore MD 21211 NONE PUBLIC CHARITY EDUCATION 10000 MD League of Conservation Voters NINE STATE CIRCLE SUITE 202 Annapolis MD 21401 NONE PUBLIC CHARITY ENVIRONMENT 5000 Maryland Nonprofits 190 WEST OSTEND STREET STE 201 Baltimore MD 21230 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 15000 New Leaders Inc 1 EAST MOUNT ROYAL AVENUE Baltimore MD 21202 NONE PUBLIC CHARITY EDUCATION 45000 South Baltimore Learning Center 28 EAST OSTEND STREET Baltimore MD 21230 NONE PUBLIC CHARITY EDUCATION 25000 Teach for America Inc 2601 N HOWARD ST STE 300 Baltimore MD 21218 NONE PUBLIC CHARITY EDUCATION 50000 American Logistics Aid Network 555 THIRTEENTH STREET NW Washington DC 20004 NONE PUBLIC CHARITY MAJOR DISASTER RECOVERY 4625 St Paul's School 11152 FALLS ROAD-PO BOX 8100 Brooklandville MD 210228100 NONE PUBLIC CHARITY EDUCATION 27000 Arts Education in MD Schools Alliance 175 W OSTEND STREET Baltimore MD 21230 NONE PUBLIC CHARITY EDUCATION 13000 Baltimore Urban Debate League 2601 NORTH HOWARD STREET Baltimore MD 21218 NONE PUBLIC CHARITY EDUCATION 30000 Baltimore Youth Alliance Inc 6101 LOCH RAVEN BOULEVARD STE 408 Baltimore MD 21239 NONE PUBLIC CHARITY EDUCATION 17000 Big Brothers Big Sisters 3600 CLIPPER MILL ROAD SUITE 250 Baltimore MD 21211 NONE PUBLIC CHARITY EDUCATION 25000 Community Law Center 3355 KESWICK ROAD SUITE 200 Baltimore MD 21211 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 20000 Creative Alliance at the Patterson 3134 EASTERN AVENUE Baltimore MD 21224 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 10000 Irvine Nature Center 11201 GARRISON FOREST ROAD Owings Mills MD 21117 NONE PUBLIC CHARITY ENVIRONMENT 10000 Open Society Institute-Baltimore 201 NORTH CHARLES STREET STE 1300 Baltimore MD 21201 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 25000 Parks & People Foundation 800 WYMAN PARK DRIVE STE 010 Baltimore MD 21211 NONE PUBLIC CHARITY EDUCATION 40000 American Civil Liberties Union -MD 3600 CLIPPER MILL ROAD SUITE 350 Baltimore MD 21211 NONE PUBLIC CHARITY EDUCATION 25000 Baltimore Community Foundation 2 EAST READ STREET Baltimore MD 21202 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 20000 Central MD Transportation Alliance Baltimore Community Foundation 2 EAST READ STREET SUITE 200 Baltimore MD 21202 NONE PUBLIC CHARITY ENVIRONMENT 15000 Baltimore Symphony Orchestra 1212 CATHEDRAL STREET Baltimore MD 21201 NONE PUBLIC CHARITY EDUCATION 20000 BELL Foundation Inc 60 CLAYTON STREET Dorchester MA 02122 NONE PUBLIC CHARITY EDUCATION 10000 Chesapeake Bay Foundation 6 HERNDON AVENUE Annapolis MD 21403 NONE PUBLIC CHARITY ENVIRONMENT/LEGAL 185000 CollegeBound Foundation 300 WATER STREET SUITE 300 Baltimore MD 21202 NONE PUBLIC CHARITY EDUCATION 30000 Friends of Patterson Park Inc 27 SOUTH PATTERSON PARK AVENUE Baltimore MD 21231 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 20000 Habitat for Humanity ot Chesapeake 3741 COMMERCE DRIVE SUITE 309 Baltimore MD 21227 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 10000 Hampden Family Center 1104-1108 WEST 36TH STREET Baltimore MD 21211 NONE PUBLIC CHARITY EDUCATION 15000 Baltimore CASH Campaign 111 WATER STREET SUITE 201 Baltimore MD 21202 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 18000 Baltimore School for the Arts 712 CATHEDRAL STREET Baltimore MD 21201 NONE PUBLIC CHARITY EDUCATION 80000 JHU-ChildAdolescent Psychiatry Program Fund 100 NORTH CHARLES STREET Baltimore MD 21201 NONE PUBLIC CHARITY GENERAL SUPPORT 65000 Maryland Food Bank 2200 HALETHORPE FARMS ROAD Baltimore MD 21227 NONE PUBLIC CHARITY GENERAL SUPPORT 30000 SEED School of Maryland 200 FONT HILL AVENUE Baltimore MD 21223 NONE PUBLIC CHARITY EDUCATION 20000 Audubon Maryland-DC Patterson Park Audubon Center 2901 EAST BALTIMORE STREET Baltimore MD 21224 NONE PUBLIC CHARITY ENVIRONMENT 12500 Blue Water Baltimore Herring Run Watershed Association 3545 BELAIR ROAD Baltimore MD 21213 NONE PUBLIC CHARITY ENVIRONMENT 60000 Boys Hope Girls Hope of Baltimore 3700 E NORTHERN PKWY 2ND FLOOR Baltimore MD 21206 NONE PUBLIC CHARITY EDUCATION 60000 Downtown Baltimore Family Alliance PO BOX 38917 Baltimore MD 21231 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 15000 Downtown Sailing Center Inc 1425 KEY HIGHWAY Baltimore MD 21230 NONE PUBLIC CHARITY EDUCATION 15000 Enoch Pratt Free Library 400 CATHEDRAL STREET Baltimore MD 21201 NONE PUBLIC CHARITY EDUCATION-CAPITAL CAMPAIGN 82000 Federal Hill Prep PTO Downtown Baltimore Family Alliance 1040 WILLIAM STREET Baltimore MD 21230 NONE PUBLIC CHARITY EDUCATION 5000 Maryland Pesticide Network Beyond Pesticides 544 EPPING FOREST RD Annapolis MD 21401 NONE PUBLIC CHARITY ENVIRONMENT 2500 Middle Grades Partnership Baltimore Community Foundation 2 EAST READ ST 9TH FLOOR Baltimore MD 21202 NONE PUBLIC CHARITY EDUCATION 30000 Midshore Riverkeeper Conservancy 23 NORTH HARRISON STREET Easton MD 21601 NONE PUBLIC CHARITY ENVIRONMENT 25000 Playworks Baltimore 2601 NORTH HOWARD STREET 310 Baltimore MD 21218 NONE PUBLIC CHARITY EDUCATION 40000 Samaritan Community 1407 BOLTON STREET Baltimore MD 21217 NONE PUBLIC CHARITY GENERAL SUPPORT 7000 Spotlighters Theatre 817 SAINT PAUL STREET Baltimore MD 212022472 NONE PUBLIC CHARITY EDUCATION 5000 St Vincent de Paul of Baltimore 2305 N CHARLES STREET STE 300 Baltimore MD 21218 NONE PUBLIC CHARITY EDUCATION 15000 Supporting Public Schools of Choice ABAG 2 EAST READ ST 2ND FLOOR Baltimore MD 21202 NONE PUBLIC CHARITY EDUCATION 25000 Village Learning Place 2521 ST PAUL STREET Baltimore MD 21218 NONE PUBLIC CHARITY EDUCATION 15000 V-LINC 2301 ARGONNE DRIVE Baltimore MD 21218 NONE PUBLIC CHARITY EDUCATION 10000 OUTWARD BOUND BALTIMORE CHESAPEAKE BAY CENTER 1900 EAGLE DRIVE Baltimore MD 21207 NONE PUBLIC CHARITY EDUCATION - GENERAL SUPPORT 5000 FUND FOR EDUCATIONAL EXCELLENCE 800 N CHARLES STREET BALTIMORE MD 21201 NONE PUBLIC CHARITY SUPPORTING PUBLIC SCHOOLS 15000 YOUR PUBLIC RADIO CORP 2216 NORTH CHARLES STREET BALTIMORE DE 21218 NONE PUBLIC SUPPORT THE ENVIRONMENT IN FOCUS 12000 KIPP BALTIMORE INC 4701 GREENSPRING AVENUE BALTIMORE MD 21209 NONE PUBLIC CAPITAL CAMPAIGN 50000 BALTIMORE JESUIT EDUCATIONAL INITIATIVE 420 S CHESTER STREET BALTIMORE MD 21231 NONE PUBLIC CHARITY EDUCATION-CRISTO REY JESUIT 50000 SUCCESSFUL TEACHING SOLUTIONS 800 N CHARLES STREET BALTIMORE MD 21201 NONE PUBLIC CHARITY EDUCATION: SHOWING TEACHERS 5600 CIVIC WORKS 2701 ST LO DRIVE BALTIMORE MD 21213 NONE PUBLIC CHARITY WORKFORCE DEVELOPMENT 10000 JOHNS HOPKINS BAYVIEW MEDICAL CENTER CAMP SUPERKIDS PO BOX 96 MARYLAND LINE MD 21105 NONE PUBLIC CHARITY EDUCATION: SUMMER LEARNING 2500 BALTIMORE TREE TRUST PO BOX 26202 BALTIMORE MD 21210 NONE PUBLIC CHARITY ENVIRONMENT 15000 GREATER HOMEWODD COMMUNITY CORPORATION 3503 NORTH CHARLES STREET BALTIMORE MD 21218 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 15000 SKATEPARK OF BALTIMORE INC 1735 GLENRIDGE ROAD BALTIMORE MD 21234 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 15000 NO BOUNDARIES COALITION 1221 NORTH CALVERT STREET BALTIMORE MD 21202 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 15000 BALTIMORE GREEN SPACE 800 WYMAN PARK DRIVE SUITE 010 BALTIMORE MD 21211 NONE PUBLIC CHARITY ENVIRONMENT 10000 BIKEMORE 3503 NORTH CHARLES STREET BALTIMORE MD 21218 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 10000 NATIONAL AQUARIUM 501 EAST PRATT STREET BALTIMORE MD 21218 NONE PUBLIC CHARITY ENVIRONMENT 5000 MOUNT VERNON PLACE CONSERVANCY PO BOX 168 GIBSON ISLAND MD 21056 NONE PUBLIC CHARITY COMMUNITY DEVELOPMENT 50000 SINGLE CARROT THEATER 1727 NORTH CHARLES STREET BALTIMORE MD 21201 NONE PUBLIC CHARITY COMMUNITY 15000 1731475 14 613811 26727 18 2102006 FEDERAL TAX REFUND 15659 PASSTHRU ST CAP GN 18 13276 PASSTHRU LT CAP GN 18 167880 PASSTHRU OTHER INC 523000 270 41 17679 CUM BASIS ADJ: PTP 41 -654 270 2913998 42386 2956654 false false false false false false false false false false CORPORATE BONDS 7481698 7420284 CORPORATE STOCK 13117847 18741714 4793440 4770309 PASSTHROUGH ENTITIES AT COST 2492029 4083161 OTHER INVESTMENTS AT COST 925000 1040399 OTHER AMORTIZATION OF BONDS 24300 ASSOCIATION DUES 500 0 500 BANK FEES 9 0 9 INSURANCE 424 0 424 MAINTENANCE 106 0 106 OFFICE EXPENSE 15580 0 15580 PARKING 1438 0 1438 DEDUCTS FROM PASSTHRU ENTITIES 44856 44755 0 OTHER NON-ALLOCABLE EXPENSE 77 77 0 FED EXCISE TAX REFUND 15659 0 ST CAPTL GAINS FROM PASSTHROUGH ENTITIES 13276 13276 LT CAPTL GAINS FROM PASSTHROUGH ENTITIES 167880 167880 OTHER INCOME FROM PASSTHROUGH ENTITIES 17949 17679 CUM BASIS ADJ: SALE OF PTP UNITS -654 -654 ACCRUED INT PAID IN 2012 8679 ADJ BOOK VALUE ON PASSTHROUGH ENTITIES 52131 INVESTMENT FEES 134825 133588 FEDERAL TAXES PAID 23287 0 0 FEDERAL ESTIMATED TAX PAYMENTS 20569 0 0 FRN TAX FROM PASSTHRU ENTITIES 9435 9435 0 OTHER FOREIGN TAXES 8810 8810 0