LEONARD AND HELEN R STULMAN CHARITABLE FOUNDATION INC: Form 990PF, tax year 2012

View the entire original 990 at ProPublica ↗

Organization: LEONARD AND HELEN R STULMAN CHARITABLE FOUNDATION INC (EIN 52-1491609)
Tax period: 2012-01-01 to 2012-12-31
Filed: 2013-11-13
IRS object ID: 201323179349100792
Schema version: 2012v2.1
Source: Download XML · Original 990 at ProPublica

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

Return header
Form 990-PF
Distribution From Corpus Election
Investments Corp Bonds Schedule
Investments Corp Stock Schedule
Investments Govt Obligations Sch
Investments Other Schedule2
Other Assets Schedule
Other Decreases Schedule
Other Expenses Schedule
Other Income Schedule2
Other Increases Schedule
Other Professional Fees Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Timestamp	2013-11-13T12:26:40-06:00	Timestamp
Tax Period End Date	2012-12-31	TaxPeriodEndDate

Preparer Firm PreparerFirm

Preparer Firm Business Name PreparerFirmBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	BROWN INVESTMENT ADVISORY & TRUST	BusinessNameLine1

Preparer Firm US Address PreparerFirmUSAddress

Field	Value	IRS element (for citing)
Address Line1	901 SOUTH BOND STREET	AddressLine1
City	BALTIMORE	City
State	MD	State
ZIP Code	21231	ZIPCode

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnType
Tax Period Begin Date	2012-01-01	TaxPeriodBeginDate

Filer Filer

Field	Value	IRS element (for citing)
EIN	521491609	EIN

Name Name

Field	Value	IRS element (for citing)
Business Name Line1	LEONARD AND HELEN R STULMAN CHARITABLE	BusinessNameLine1

Field	Value	IRS element (for citing)
Name Control	LEON	NameControl
Phone	4105375447	Phone

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	6225 SMITH AVENUE	AddressLine1
City	BALTIMORE	City
State	MD	State
ZIP Code	21209	ZIPCode

Officer Officer

Field	Value	IRS element (for citing)
Name	FRANK GRAY ESQ	Name
Title	VICE-PRES	Title
Phone	4105375447	Phone
Date Signed	2013-10-14	DateSigned
Authorize Third Party	true	AuthorizeThirdParty

Preparer Preparer

Field	Value	IRS element (for citing)
Name	BROWN INVESTMENT ADVISORY	Name
Phone	4105375484	Phone
Date Prepared	2013-10-14	DatePrepared

Field	Value	IRS element (for citing)
Tax Year	2012	TaxYear
Build TS	2016-02-24 21:20:13Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Exempt PF	X	ExemptPF
FMV Assets EOY	70557014	FMVAssetsEOY

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Dividends Rev And Expnss	1082884	DividendsRevAndExpnss
Dividends Net Invst Incm	1052505	DividendsNetInvstIncm
Net Gain Sale Assets Rev And Expnss	3968764	NetGainSaleAssetsRevAndExpnss
Gross Sales Price	35168293	GrossSalesPrice
Capital Gain Net Incm Net Invst Incm	3968764	CapitalGainNetIncmNetInvstIncm
Net STCG Adj Net Incm	0	NetSTCGAdjNetIncm
Other Income Net Invst Incm	102213	OtherIncomeNetInvstIncm
Total Revenue And Expenses	5051648	TotalRevenueAndExpenses
Total Net Investment Income	5123482	TotalNetInvestmentIncome
Comp Ofcr Dir Trst Rev And Expnss	12600	CompOfcrDirTrstRevAndExpnss
Comp Ofcr Dir Trst Dsbrs Chrtbl Prps	12600	CompOfcrDirTrstDsbrsChrtblPrps
Oth Empl Slrs Wgs Net Invst Incm	0	OthEmplSlrsWgsNetInvstIncm
Oth Empl Slrs Wgs Adj Net Incm	0	OthEmplSlrsWgsAdjNetIncm
Oth Empl Slrs Wgs Dsbrs Chrtbl Prps	0	OthEmplSlrsWgsDsbrsChrtblPrps
Pension Empl Bnft Net Invst Incm	0	PensionEmplBnftNetInvstIncm
Pension Empl Bnft Adj Net Incm	0	PensionEmplBnftAdjNetIncm
Legal Fees Dsbrs Chrtbl Prps	0	LegalFeesDsbrsChrtblPrps
Other Prof Fees Rev And Expnss	285760	OtherProfFeesRevAndExpnss
Other Prof Fees Net Invst Incm	285760	OtherProfFeesNetInvstIncm
Other Prof Fees Dsbrs Chrtbl Prps	0	OtherProfFeesDsbrsChrtblPrps
Interest Dsbrs Chrtbl Prps	0	InterestDsbrsChrtblPrps
Taxes Rev And Expnss	72998	TaxesRevAndExpnss
Taxes Net Invst Incm	13442	TaxesNetInvstIncm
Taxes Dsbrs Chrtbl Prps	0	TaxesDsbrsChrtblPrps
Deprec And Depletion Rev And Expnss	0	DeprecAndDepletionRevAndExpnss
Deprec And Depletion Net Invst Incm	0	DeprecAndDepletionNetInvstIncm
Trav Conf Meeting Net Invst Incm	0	TravConfMeetingNetInvstIncm
Trav Conf Meeting Adj Net Incm	0	TravConfMeetingAdjNetIncm
Printing And Pub Net Invst Incm	0	PrintingAndPubNetInvstIncm
Printing And Pub Adj Net Incm	0	PrintingAndPubAdjNetIncm
Other Expenses Rev And Expnss	174354	OtherExpensesRevAndExpnss
Other Expenses Dsbrs Chrtbl Prps	174354	OtherExpensesDsbrsChrtblPrps
Tot Opr Expenses Rev And Expnss	545712	TotOprExpensesRevAndExpnss
Tot Opr Expenses Net Invst Incm	299202	TotOprExpensesNetInvstIncm
Tot Opr Expenses Adj Net Incm	0	TotOprExpensesAdjNetIncm
Tot Opr Expenses Dsbrs Chrtbl Prps	186954	TotOprExpensesDsbrsChrtblPrps
Contri Gifts Paid Rev And Expnss	1976158	ContriGiftsPaidRevAndExpnss
Contri Gifts Paid Dsbrs Chrtbl Prps	1976158	ContriGiftsPaidDsbrsChrtblPrps
Total Expenses Rev And Expnss	2521870	TotalExpensesRevAndExpnss
Total Expenses Net Invst Incm	299202	TotalExpensesNetInvstIncm
Total Expenses Adj Net Incm	0	TotalExpensesAdjNetIncm
Total Expenses Dsbrs Chrtbl Prps	2163112	TotalExpensesDsbrsChrtblPrps
Excess Of Revenue Over Expenses	2529778	ExcessOfRevenueOverExpenses
Net Investment Income	4824280	NetInvestmentIncome
Adjusted Net Income	0	AdjustedNetIncome

Balance Sheets BalanceSheets

Field	Value	IRS element (for citing)
Savings And Temp Cash Invst BOY	2563577	SavingsAndTempCashInvstBOY
Savings And Temp Cash Invst EOY	3714690	SavingsAndTempCashInvstEOY
Savings And Temp Cash Invst EOYFMV	3714690	SavingsAndTempCashInvstEOYFMV
Accounts Receivable EOY	0	AccountsReceivableEOY
Accounts Receivable EOYFMV	0	AccountsReceivableEOYFMV
Allwnc For Dbtfl Acct Other Rcvbl	0	AllwncForDbtflAcctOtherRcvbl
Investments Govt Oblig BOY	5815351	InvestmentsGovtObligBOY
Investments Govt Oblig EOY	7643730	InvestmentsGovtObligEOY
Investments Govt Oblig EOYFMV	7771383	InvestmentsGovtObligEOYFMV
Investments Corp Stock BOY	36743730	InvestmentsCorpStockBOY
Investments Corp Stock EOY	35529646	InvestmentsCorpStockEOY
Investments Corp Stock EOYFMV	43475996	InvestmentsCorpStockEOYFMV
Investments Corp Bonds BOY	6057211	InvestmentsCorpBondsBOY
Investments Corp Bonds EOY	7802399	InvestmentsCorpBondsEOY
Investments Corp Bonds EOYFMV	7988443	InvestmentsCorpBondsEOYFMV
Investments Other BOY	3000000	InvestmentsOtherBOY
Investments Other EOY	2000000	InvestmentsOtherEOY
Investments Other EOYFMV	2002450	InvestmentsOtherEOYFMV
Other Assets BOY	2450723	OtherAssetsBOY
Other Assets EOY	2450273	OtherAssetsEOY
Other Assets EOYFMV	5604052	OtherAssetsEOYFMV
Total Assets BOY	56630592	TotalAssetsBOY
Total Assets EOY	59140738	TotalAssetsEOY
Total Assets EOYFMV	70557014	TotalAssetsEOYFMV
Total Liabilities EOY	0	TotalLiabilitiesEOY
Org That Do Not Follow SFAS117	X	OrgThatDoNotFollowSFAS117
Capital Stock BOY	56630592	CapitalStockBOY
Capital Stock EOY	59140738	CapitalStockEOY
Total Net Assets BOY	56630592	TotalNetAssetsBOY
Total Net Assets EOY	59140738	TotalNetAssetsEOY
Total Liabilities Net Assets BOY	56630592	TotalLiabilitiesNetAssetsBOY
Total Liabilities Net Assets EOY	59140738	TotalLiabilitiesNetAssetsEOY

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Field	Value	IRS element (for citing)
Total Net Assets Fund Balances BOY	56630592	TotalNetAssetsFundBalancesBOY
Excess Of Revenue Over Expenses	2529778	ExcessOfRevenueOverExpenses
Other Increases	2271	OtherIncreases
Subtotal	59162641	Subtotal
Other Decreases	21903	OtherDecreases
Total Net Assets Fund Balances EOY	59140738	TotalNetAssetsFundBalancesEOY

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (1613 entries)

Description Of AssetDescriptionOfAsset	Date AcquiredDateAcquired	Date SoldDateSold	Gross Sales PriceGrossSalesPrice	Cost Or Other BasisCostOrOtherBasis	Gain Or LossGainOrLoss	Gains Minus Excess Or LossesGainsMinusExcessOrLosses
350. CHUBB CORP.	2009-02-11	2012-01-04	24042	14608	9434	9434
54. COSTAR GROUP	2011-08-05	2012-01-04	3468	3003	465	465
3160. LOEWS CORP.	2011-03-30	2012-01-04	120310	135876	-15566	-15566
77. PEGASYSTEMS INC	2011-10-20	2012-01-04	2188	2644	-456	-456
1449. CONSOLIDATED EDISON INC	2010-11-03	2012-01-05	86446	73463	12983	12983
49. COSTAR GROUP	2011-08-05	2012-01-05	3098	2725	373	373
1027. DOMINION RES INC VA NEW	2010-12-21	2012-01-05	53171	44144	9027	9027
439. DOMINION RES INC VA NEW	2011-07-01	2012-01-05	22728	21394	1334	1334
223. ERIE INDEMNITY CO	2010-12-21	2012-01-05	16702	14198	2504	2504
288. EXXON MOBIL CORP	2010-12-21	2012-01-05	24477	19598	4879	4879
648. KINDER MORGAN INC	2011-02-14	2012-01-05	21051	20113	938	938
160. PEGASYSTEMS INC	2011-10-18	2012-01-05	4480	5346	-866	-866
563. PUBLIC STORAGE 6.35% PFD	2011-07-19	2012-01-05	14784	14075	709	709
137. SHERWIN WILLIAMS CO	2011-08-04	2012-01-05	12482	10199	2283	2283
23. SHERWIN WILLIAMS CO	2010-11-03	2012-01-05	2096	1653	443	443
68. COSTAR GROUP	2011-08-05	2012-01-06	4255	3782	473	473
125000. HOME DEPOT INC 4.400% 4/01/21	2011-03-29	2012-01-06	141211	124980	16231	16231
15. INTUITIVE SURGICAL INC	2007-01-16	2012-01-06	6980	1398	5582	5582
141. PEGASYSTEMS INC	2011-11-16	2012-01-06	3836	4592	-756	-756
59. PEGASYSTEMS INC	2011-11-16	2012-01-06	1609	1755	-146	-146
863. PUBLIC STORAGE 6.35% PFD	2011-07-19	2012-01-06	22652	21575	1077	1077
157. ACUITY BRANDS INC	2011-07-29	2012-01-09	8767	7585	1182	1182
28. INTUITIVE SURGICAL INC	2007-01-16	2012-01-09	12668	2609	10059	10059
49. PEGASYSTEMS INC	2011-11-16	2012-01-09	1321	1458	-137	-137
454. PUBLIC STORAGE 6.35% PFD	2011-07-19	2012-01-09	11931	11350	581	581
81. ACUITY BRANDS INC	2011-07-29	2012-01-10	4612	3913	699	699
25. GOOGLE INC CL A	2011-10-04	2012-01-10	15586	12216	3370	3370
31. INTUITIVE SURGICAL INC	2007-01-16	2012-01-10	13954	2888	11066	11066
93. PUBLIC STORAGE 6.35% PFD	2011-07-19	2012-01-10	2450	2325	125	125
210. WORLD FUEL SVCS CORP	2011-03-08	2012-01-10	9336	8651	685	685
5. GOOGLE INC CL A	2011-10-04	2012-01-11	3132	2434	698	698
26. GOOGLE INC CL A	2009-01-08	2012-01-11	16286	8308	7978	7978
650. PUBLIC STORAGE 6.35% PFD	2011-07-19	2012-01-11	17105	16250	855	855
175000. U S TREASURY NT 3.125% 5/15/21	2011-08-08	2012-01-11	195009	184331	10678	10678
4. COVANCE INC	2009-04-29	2012-01-12	183	161	22	22
122. COVANCE INC	2009-04-29	2012-01-12	5504	4922	582	582
5. COVANCE INC	2010-08-03	2012-01-12	229	200	29	29
160. COVANCE INC	2010-08-03	2012-01-12	7218	6394	824	824
2. WORLD FUEL SVCS CORP	2011-02-02	2012-01-12	88	84	4	4
351. WORLD FUEL SVCS CORP	2011-02-02	2012-01-12	15367	14797	570	570
70. AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2012-01-13	4695	7108	-2413	-2413
6. COVANCE INC	2009-04-29	2012-01-13	267	242	25	25
80. COVANCE INC	2009-04-29	2012-01-13	3526	3228	298	298
153. COVANCE INC	2009-04-29	2012-01-13	6673	6173	500	500
8. COVANCE INC	2010-08-03	2012-01-13	356	320	36	36
105. COVANCE INC	2010-08-03	2012-01-13	4627	4194	433	433
113. INTERLINE BRANDS INC	2011-04-18	2012-01-13	1917	2191	-274	-274
229. WORLD FUEL SVCS CORP	2011-02-02	2012-01-13	9893	9130	763	763
125. SODASTREAM INTERNATIONAL LTD	2011-08-16	2012-01-13	4996	5029	-33	-33
3311.35 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2012-01-15	3311	3300	11	11
29.33 F H L M C #1J0203 2.445% 4/01/35	2005-05-12	2012-01-15	29	30	-1	-1
14007.06 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2012-01-15	14007	14368	-361	-361
1924.14 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2012-01-15	1924	1908	16	16
6170.91 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2012-01-15	6171	6409	-238	-238
1713.38 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2012-01-15	1713	1698	15	15
347.03 G N M A #604002 5.500% 2/15/33	2003-05-28	2012-01-15	347	357	-10	-10
7.57 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2012-01-15	8	8
28. AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2012-01-17	1979	2549	-570	-570
90000. CALIFORNIA ST HLTH 5.000% 8/15/22	2011-12-08	2012-01-17	107789	102545	5244	5244
19. COVANCE INC	2009-04-29	2012-01-17	843	767	76	76
154. COVANCE INC	2009-04-29	2012-01-17	6875	6213	662	662
127. INTERLINE BRANDS INC	2011-04-18	2012-01-17	2159	2429	-270	-270
295. MCCORMICK & CO. INC. (NON-VOTING)	2010-04-15	2012-01-17	15173	11358	3815	3815
640. MICROSOFT CORP.	2010-12-02	2012-01-17	18046	17204	842	842
1065. MICROCHIP TECHNOLOGY INC	2011-08-29	2012-01-17	38439	34311	4128	4128
420. RSC HOLDINGS INC	2011-12-15	2012-01-17	8078	4740	3338	3338
305. WORLD FUEL SVCS CORP	2011-02-02	2012-01-17	13188	11721	1467	1467
195. SODASTREAM INTERNATIONAL LTD	2011-08-16	2012-01-17	7820	7845	-25	-25
77. INTERLINE BRANDS INC	2011-07-27	2012-01-18	1312	1325	-13	-13
124. INTERLINE BRANDS INC	2011-07-27	2012-01-18	2145	2118	27	27
280. MERCK AND CO INC	2010-11-30	2012-01-18	10856	9664	1192	1192
1900. MERCK AND CO INC	2011-01-13	2012-01-18	73663	68245	5418	5418
345. NOVARTIS AG ADR	2011-08-02	2012-01-18	19699	20789	-1090	-1090
435. NOVARTIS AG ADR	2010-12-22	2012-01-18	24837	25705	-868	-868
90. QUANEX BLDG PRODS CORP	2011-07-28	2012-01-18	1566	1426	140	140
584. VOLTERRA SEMICONDUCTOR CORP	2010-10-06	2012-01-18	16263	7795	8468	8468
125. VOLTERRA SEMICONDUCTOR CORP	2009-04-16	2012-01-18	3481	1294	2187	2187
407. WORLD FUEL SVCS CORP	2011-02-01	2012-01-18	17826	15573	2253	2253
135. SODASTREAM INTERNATIONAL LTD	2011-08-16	2012-01-18	5399	5431	-32	-32
310. COACH INC	2011-08-19	2012-01-19	20166	14949	5217	5217
131. INTERLINE BRANDS INC	2011-07-27	2012-01-19	2278	2238	40	40
1400. J CREW GROUP ESC	2011-03-07	2012-01-19	372		372	372
1490. LOWES COS INC	2010-11-18	2012-01-19	40337	32923	7414	7414
575. MICROSOFT CORP.	2010-05-21	2012-01-19	16184	15411	773	773
199. QUANEX BLDG PRODS CORP	2011-07-28	2012-01-19	3405	3153	252	252
230. WORLD FUEL SVCS CORP	2011-05-03	2012-01-19	10130	8856	1274	1274
80000. CALIFORNIA ST HLTH 5.000% 8/15/21	2011-12-02	2012-01-20	95405	89881	5524	5524
165. COACH INC	2011-08-19	2012-01-20	10675	7887	2788	2788
14. COACH INC	2008-10-17	2012-01-20	906	262	644	644
50000. NEW JERSEY ST HLTH 5.000% 7/01/21	2011-12-08	2012-01-20	57546	55303	2243	2243
945. NOVARTIS AG ADR	2010-12-16	2012-01-20	52215	55646	-3431	-3431
130. QUANEX BLDG PRODS CORP	2011-07-28	2012-01-20	2207	2060	147	147
206. HENRY SCHEIN INC	2009-04-27	2012-01-20	14231	8599	5632	5632
225. WORLD FUEL SVCS CORP	2011-05-03	2012-01-20	9831	8406	1425	1425
118. AMERICAN SCIENCE & ENGINEERING INC	2011-04-12	2012-01-23	8533	10731	-2198	-2198
184. COACH INC	2008-10-17	2012-01-23	11790	3444	8346	8346
200. NATIONAL CINEMEDIA INC	2011-05-24	2012-01-23	2665	3423	-758	-758
86. QUANEX BLDG PRODS CORP	2011-07-28	2012-01-23	1452	1363	89	89
160. VOLTERRA SEMICONDUCTOR CORP	2009-04-16	2012-01-23	4655	1656	2999	2999
126. VOLTERRA SEMICONDUCTOR CORP	2009-04-16	2012-01-23	3677	1304	2373	2373
409. VOLTERRA SEMICONDUCTOR CORP	2009-04-16	2012-01-23	11851	4234	7617	7617
38. AMERICAN SCIENCE & ENGINEERING INC	2011-04-12	2012-01-24	2751	3418	-667	-667
190. THE BRINKS CO	2011-02-18	2012-01-24	5306	5972	-666	-666
280. MICROSOFT CORP.	2010-05-21	2012-01-24	8213	7505	708	708
960. MICROSOFT CORP.	2011-03-04	2012-01-24	28160	25196	2964	2964
122. NATIONAL CINEMEDIA INC	2011-05-24	2012-01-24	1636	2088	-452	-452
375. T. ROWE PRICE GROUP INC	2011-08-29	2012-01-24	22543	19681	2862	2862
420. QUALCOMM CORP.	2010-02-16	2012-01-24	24469	16359	8110	8110
118. QUANEX BLDG PRODS CORP	2011-07-28	2012-01-24	1971	1870	101	101
270. 3M COMPANY	2011-01-05	2012-01-24	23084	23556	-472	-472
80. 3M COMPANY	2011-08-02	2012-01-24	6840	6964	-124	-124
56. AMERICAN SCIENCE & ENGINEERING INC	2011-04-14	2012-01-25	3990	4970	-980	-980
1615. E I DU PONT DE NEMOURS & CO.	2011-10-27	2012-01-25	79952	81759	-1807	-1807
144.09 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2012-01-25	144	145	-1	-1
4959.82 F N M A #256752 6.000% 6/01/27	2008-02-07	2012-01-25	4960	5045	-85	-85
4856.96 F N M A #257048 6.000% 1/01/28	2007-12-18	2012-01-25	4857	4905	-48	-48
14.55 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2012-01-25	15	15
15.61 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2012-01-25	16	16
41.91 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2012-01-25	42	42
7655.81 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2012-01-25	7656	7698	-42	-42
6003.18 F N M A #AH6783 4.000% 3/01/41	2011-08-24	2012-01-25	6003	6216	-213	-213
1632.73 F N M A #AJ5336 3.000% 11/01/26	2011-11-10	2012-01-25	1633	1673	-40	-40
11934.49 F N M A #AC4824 3.568% 10/01/39	2010-10-01	2012-01-25	11934	12358	-424	-424
14059.09 F N M A #MA0073 4.500% 5/01/29	2011-03-17	2012-01-25	14059	14582	-523	-523
13669.63 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2012-01-25	13670	14116	-446	-446
128. NATIONAL CINEMEDIA INC	2011-05-24	2012-01-25	1733	2191	-458	-458
100000. ONEOK PARTNERS 6.150% 10/01/16	2008-03-11	2012-01-25	115795	100624	15171	15171
105. QUANEX BLDG PRODS CORP	2011-07-28	2012-01-25	1768	1664	104	104
25. AMERICAN SCIENCE & ENGINEERING INC	2011-04-14	2012-01-26	1741	2200	-459	-459
100. AMERIGROUP CORP	2011-02-25	2012-01-26	6780	5790	990	990
92. INTERLINE BRANDS INC	2011-07-27	2012-01-26	1609	1571	38	38
642. KRAFT FOODS INC	2010-12-21	2012-01-26	24858	20483	4375	4375
79. NATIONAL CINEMEDIA INC	2011-06-02	2012-01-26	1072	1351	-279	-279
10. QUANEX BLDG PRODS CORP	2011-07-28	2012-01-26	171	158	13	13
605. SHERWIN WILLIAMS CO	2010-11-03	2012-01-26	58388	43485	14903	14903
337. 3M COMPANY	2010-12-21	2012-01-26	29456	28740	716	716
515. CHUBB CORP.	2009-02-11	2012-01-27	34580	21495	13085	13085
74. INTERLINE BRANDS INC	2011-07-27	2012-01-27	1286	1264	22	22
64. INTERLINE BRANDS INC	2009-04-16	2012-01-27	1112	735	377	377
175. NATIONAL CINEMEDIA INC	2011-06-02	2012-01-27	2354	2989	-635	-635
34. QUANEX BLDG PRODS CORP	2011-07-28	2012-01-27	572	539	33	33
715. ACE LTD	2009-08-05	2012-01-27	49589	35578	14011	14011
3044. ABB LTD SPON ADR	2009-12-31	2012-01-30	62611	58016	4595	4595
56. INTERLINE BRANDS INC	2009-04-16	2012-01-30	960	643	317	317
125000. JP MORGAN CHASE MTN 1.053% 1/24/14	2011-03-16	2012-01-30	124646	125413	-767	-767
117. NATIONAL CINEMEDIA INC	2011-06-01	2012-01-30	1557	1998	-441	-441
3047. ABB LTD SPON ADR	2010-02-16	2012-01-31	63363	55554	7809	7809
28. AMERICAN SCIENCE & ENGINEERING INC	2011-04-14	2012-01-31	2003	2465	-462	-462
360. THE BRINKS CO	2011-02-25	2012-01-31	10105	10997	-892	-892
144. INTERLINE BRANDS INC	2009-04-16	2012-01-31	2449	1653	796	796
420. T. ROWE PRICE GROUP INC	2011-11-02	2012-01-31	24144	21596	2548	2548
18.40288 AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2012-02-01	1320	2687	-1367	-1367
32.59712 AMERICAN SCIENCE & ENGINEERING INC	2011-04-14	2012-02-01	2338	3020	-682	-682
183. INTERLINE BRANDS INC	2009-04-16	2012-02-01	3181	2100	1081	1081
350000. U S TREASURY NT 2.000% 4/30/16	2011-05-23	2012-02-01	371273	353551	17722	17722
175000. U S TREASURY NT 3.125% 5/15/21	2011-05-23	2012-02-01	195959	175304	20655	20655
5.22066 AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2012-02-02	372	660	-288	-288
24.77934 AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2012-02-02	1767	3134	-1367	-1367
65. THE BRINKS CO	2011-02-23	2012-02-02	1646	1923	-277	-277
1700. THE BRINKS CO	2010-11-05	2012-02-02	43060	40223	2837	2837
144. INTERLINE BRANDS INC	2009-04-16	2012-02-02	2511	1653	858	858
51.74491 AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2012-02-03	3704	5071	-1367	-1367
104.25509 AMERICAN SCIENCE & ENGINEERING INC	2011-08-04	2012-02-03	7462	8422	-960	-960
532. CONCUR TECHNOLOGIES INC	2011-08-26	2012-02-03	29969	20307	9662	9662
401. GEN PROBE INC	2011-12-16	2012-02-03	27180	24365	2815	2815
151. INTERLINE BRANDS INC	2009-04-16	2012-02-03	2691	1733	958	958
480. HENRY SCHEIN INC	2009-04-27	2012-02-03	35164	19804	15360	15360
55. AMERICAN SCIENCE & ENGINEERING INC	2011-08-04	2012-02-06	3847	3918	-71	-71
75. GEN PROBE INC	2009-04-15	2012-02-06	5086	3535	1551	1551
175. GEN PROBE INC	2011-12-16	2012-02-06	11868	9879	1989	1989
76. INTERLINE BRANDS INC	2009-04-16	2012-02-06	1343	872	471	471
1504. ACTUANT CORP CL A NEW	2010-05-28	2012-02-07	41461	30888	10573	10573
70. AMERICAN SCIENCE & ENGINEERING INC	2011-08-04	2012-02-07	4881	4789	92	92
101. INTERLINE BRANDS INC	2009-04-16	2012-02-07	1769	1159	610	610
231. SCHLUMBERGER LTD.	2011-10-31	2012-02-07	18224	17112	1112	1112
823. ACTUANT CORP CL A NEW	2010-07-09	2012-02-08	22481	15782	6699	6699
535. NATIONAL-OILWELL INC	2011-08-23	2012-02-08	43846	33065	10781	10781
455. OCCIDENTAL PETROLEUM CORP.	2011-08-18	2012-02-08	46974	37853	9121	9121
143. MASIMO CORP	2011-07-18	2012-02-09	3122	4361	-1239	-1239
50. MASIMO CORP	2011-07-18	2012-02-09	1090	1523	-433	-433
158. NATIONAL CINEMEDIA INC	2010-09-01	2012-02-09	2206	2251	-45	-45
408. NATIONAL CINEMEDIA INC	2011-07-27	2012-02-09	5698	6397	-699	-699
16. NATIONAL CINEMEDIA INC	2009-06-03	2012-02-09	224	207	17	17
10. SPARTAN STORES INC	2011-02-25	2012-02-09	181	158	23	23
194. VOLCANO CORP	2011-11-04	2012-02-09	5412	4646	766	766
335. BECTON DICKINSON & CO.	2011-11-03	2012-02-10	25564	24241	1323	1323
505. BECTON DICKINSON & CO.	2011-02-08	2012-02-10	38537	40843	-2306	-2306
1920. BECTON DICKINSON & CO.	2010-07-22	2012-02-10	146516	126088	20428	20428
549. MASIMO CORP	2011-07-18	2012-02-10	11654	16712	-5058	-5058
299. VOLCANO CORP	2011-11-07	2012-02-10	8193	7149	1044	1044
349. EXPRESS SCRIPTS INC-CL A	2011-04-05	2012-02-13	17413	19914	-2501	-2501
170. EXPRESS SCRIPTS INC-CL A	2011-04-05	2012-02-13	8465	9700	-1235	-1235
267. FOSSIL INC	2011-09-21	2012-02-13	27350	26267	1083	1083
105. NATIONAL CINEMEDIA INC	2009-06-12	2012-02-13	1468	1358	110	110
100. VOLCANO CORP	2011-11-15	2012-02-13	2816	2353	463	463
6971. DEMANDTEC INC	2011-07-28	2012-02-14	92017	63967	28050	28050
5355. DEMANDTEC INC	2011-01-31	2012-02-14	70686	63854	6832	6832
193. FOSSIL INC	2011-09-21	2012-02-14	22816	18512	4304	4304
1250. M C G CAPITAL CORPORATION	2011-03-08	2012-02-14	5724	8512	-2788	-2788
388. NATIONAL CINEMEDIA INC	2009-06-12	2012-02-14	5429	5014	415	415
3348.22 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2012-02-15	3348	3337	11	11
7650.59 F H L M C #1J0203 2.445% 4/01/35	2005-05-12	2012-02-15	7651	7745	-94	-94
8982.08 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2012-02-15	8982	9206	-224	-224
1526.28 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2012-02-15	1526	1514	12	12
1104.21 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2012-02-15	1104	1145	-41	-41
1721.24 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2012-02-15	1721	1706	15	15
328. G N M A #604002 5.500% 2/15/33	2003-05-28	2012-02-15	328	337	-9	-9
7.62 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2012-02-15	8	8
125000. GEN ELEC CAP CRP MTN 2.500% 8/11/15	2011-04-05	2012-02-15	122706	124688	-1982	-1982
913. LOEWS CORP.	2011-06-28	2012-02-15	34410	38408	-3998	-3998
157. M C G CAPITAL CORPORATION	2011-04-28	2012-02-15	718	1042	-324	-324
363. NATIONAL CINEMEDIA INC	2009-06-12	2012-02-15	5405	4691	714	714
575. T. ROWE PRICE GROUP INC	2011-11-02	2012-02-15	34497	27934	6563	6563
635. DEERE & CO.	2011-08-19	2012-02-16	52726	45200	7526	7526
1207. LOEWS CORP.	2011-08-02	2012-02-16	45766	48546	-2780	-2780
1003. M C G CAPITAL CORPORATION	2011-04-28	2012-02-16	4613	6617	-2004	-2004
302. NATIONAL CINEMEDIA INC	2009-06-15	2012-02-16	4549	3899	650	650
170. SPARTAN STORES INC	2011-02-25	2012-02-16	3057	2694	363	363
255. SPARTAN STORES INC	2011-02-25	2012-02-16	4586	4041	545	545
590. M C G CAPITAL CORPORATION	2011-04-28	2012-02-17	2787	3877	-1090	-1090
212. NATIONAL CINEMEDIA INC	2009-06-15	2012-02-17	3160	2710	450	450
50. NATIONAL CINEMEDIA INC	2009-06-15	2012-02-17	742	637	105	105
174. SPARTAN STORES INC	2011-02-25	2012-02-17	3138	2747	391	391
920. M C G CAPITAL CORPORATION	2011-03-31	2012-02-21	4344	5976	-1632	-1632
161. NATIONAL CINEMEDIA INC	2009-06-15	2012-02-21	2391	2050	341	341
1335. DELL INC	2010-05-20	2012-02-22	22771	19330	3441	3441
791. M C G CAPITAL CORPORATION	2011-03-10	2012-02-22	3707	5091	-1384	-1384
152. NATIONAL CINEMEDIA INC	2009-06-15	2012-02-22	2224	1936	288	288
36. SPARTAN STORES INC	2011-02-18	2012-02-22	648	563	85	85
3619. SUCCESSFACTORS INC	2011-09-06	2012-02-22	144760	93559	51201	51201
254. COVANCE INC	2010-08-03	2012-02-23	12067	10107	1960	1960
276. FACTSET RESEARCH SYSTEMS INC	2009-04-15	2012-02-23	24811	13347	11464	11464
698. KOHLS CORP	2011-04-28	2012-02-23	34794	37491	-2697	-2697
630. M C G CAPITAL CORPORATION	2011-03-07	2012-02-23	2967	4053	-1086	-1086
296. NATIONAL CINEMEDIA INC	2009-06-15	2012-02-23	4309	3770	539	539
35. SPARTAN STORES INC	2011-02-18	2012-02-23	630	547	83	83
200. ACTUANT CORP CL A NEW	2011-02-18	2012-02-24	5750	6047	-297	-297
159. COVANCE INC	2009-04-16	2012-02-24	7609	6246	1363	1363
272. FACTSET RESEARCH SYSTEMS INC	2009-04-15	2012-02-24	24328	13154	11174	11174
484. KOHLS CORP	2011-04-28	2012-02-24	23961	25730	-1769	-1769
377. NATIONAL CINEMEDIA INC	2009-06-15	2012-02-24	5424	4716	708	708
230. SPARTAN STORES INC	2011-02-18	2012-02-24	4153	3597	556	556
164.26 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2012-02-25	164	165	-1	-1
3162.8 F N M A #256752 6.000% 6/01/27	2008-02-07	2012-02-25	3163	3216	-53	-53
2932.4 F N M A #257048 6.000% 1/01/28	2007-12-18	2012-02-25	2932	2961	-29	-29
14.63 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2012-02-25	15	15
15.71 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2012-02-25	16	16
42.14 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2012-02-25	42	42
7528.53 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2012-02-25	7529	7568	-39	-39
6782.53 F N M A #AH6783 4.000% 3/01/41	2011-08-24	2012-02-25	6783	7016	-233	-233
1674.67 F N M A #AJ5336 3.000% 11/01/26	2011-11-10	2012-02-25	1675	1714	-39	-39
2768.57 F N M A #AC4824 3.568% 10/01/39	2010-10-01	2012-02-25	2769	2865	-96	-96
11620.84 F N M A #MA0073 4.500% 5/01/29	2011-03-17	2012-02-25	11621	12037	-416	-416
16091.24 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2012-02-25	16091	16598	-507	-507
2190. AMERICAN EAGLE OUTFITTERS INC NEW COM	2010-07-16	2012-02-27	31371	26063	5308	5308
1670. AMERICAN EAGLE OUTFITTERS INC NEW COM	2012-01-05	2012-02-27	23922	22087	1835	1835
1370. AMERICAN EXPRESS CO.	2008-12-19	2012-02-27	74179	27400	46779	46779
1109. AMPHENOL CORP - CL A	2010-04-20	2012-02-27	62269	49676	12593	12593
985. AMPHENOL CORP - CL A	2011-10-28	2012-02-27	55307	45932	9375	9375
1291. ANSYS INC	2010-10-13	2012-02-27	82566	57642	24924	24924
313. APPLE COMPUTER INC.	2009-01-16	2012-02-27	164469	27855	136614	136614
190. APPLE COMPUTER INC.	2012-01-27	2012-02-27	99794	72665	27129	27129
1350. BMC SOFTWARE	2012-01-31	2012-02-27	52434	46454	5980	5980
655. BECTON DICKINSON & CO.	2009-03-02	2012-02-27	50371	41542	8829	8829
2240. CA INC	2010-06-30	2012-02-27	60647	41944	18703	18703
2073. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2012-02-27	77914	46055	31859	31859
451. CANADIAN NATURAL RESOURCES LTD	2012-02-07	2012-02-27	16951	17444	-493	-493
580. CARBO CERAMICS INC	2012-02-23	2012-02-27	55361	53739	1622	1622
890. CHUBB CORP.	2009-05-11	2012-02-27	61417	36425	24992	24992
940. CIMAREX ENERGY CO	2012-01-04	2012-02-27	80054	60040	20014	20014
1064. CITRIX SYSTEMS INC	2008-09-29	2012-02-27	80179	27542	52637	52637
1622. COACH INC	2009-03-11	2012-02-27	123345	30348	92997	92997
1137. COGNIZANT TECH SOLUTIONS CRP COM	2008-12-05	2012-02-27	82036	18579	63457	63457
142. COGNIZANT TECH SOLUTIONS CRP COM	2012-02-14	2012-02-27	10246	10003	243	243
1236. COSTCO WHOLESALE CORPORATION	2009-06-23	2012-02-27	104620	56101	48519	48519
1541. COVANCE INC	2009-05-04	2012-02-27	74474	61922	12552	12552
550. DANAHER CORP	2008-03-18	2012-02-27	29265	20622	8643	8643
1655. DANAHER CORP	2012-01-31	2012-02-27	88061	82905	5156	5156
566. DAVITA INC	2007-12-13	2012-02-27	48721	32115	16606	16606
740. DAVITA INC	2011-10-21	2012-02-27	63699	49049	14650	14650
355. DEERE & CO.	2011-08-19	2012-02-27	29651	25269	4382	4382
3615. DELL INC	2010-05-21	2012-02-27	63499	49836	13663	13663
875. DIAGEO PLC-SPONSORED ADR NEW REPSTG 4 ORD SHS	2011-10-27	2012-02-27	83094	73711	9383	9383
1795. E I DU PONT DE NEMOURS & CO.	2009-11-10	2012-02-27	91786	60538	31248	31248
165. E I DU PONT DE NEMOURS & CO.	2011-10-27	2012-02-27	8437	7978	459	459
875. EMERSON ELECTRIC CO.	2011-11-02	2012-02-27	44760	42966	1794	1794
395. EMERSON ELECTRIC CO.	2012-02-16	2012-02-27	20206	20304	-98	-98
2717. EXPRESS SCRIPTS INC-CL A	2011-04-05	2012-02-27	144627	153816	-9189	-9189
2114. FMC TECHNOLOGIES INC	2005-11-16	2012-02-27	108952	19672	89280	89280
233. FLUOR CORP NEW COM	2011-03-07	2012-02-27	14636	15617	-981	-981
1876. FLUOR CORP NEW COM	2010-11-23	2012-02-27	117839	108075	9764	9764
1730. FLUOR CORP NEW COM	2011-06-14	2012-02-27	108942	110234	-1292	-1292
982. FOSSIL INC	2011-11-09	2012-02-27	118396	90682	27714	27714
1365. FREEPORT-MCMORAN COPPER & GOLD B	2011-12-22	2012-02-27	59379	52258	7121	7121
765. FREEPORT-MCMORAN COPPER & GOLD B	2012-02-16	2012-02-27	33278	33398	-120	-120
73. GOOGLE INC CL A	2012-02-13	2012-02-27	44666	43380	1286	1286
203. GOOGLE INC CL A	2009-03-11	2012-02-27	124207	61335	62872	62872
2250.00059 GUESS INC	2011-06-02	2012-02-27	77446	96430	-18984	-18984
414.99941 GUESS INC	2011-05-04	2012-02-27	14284	17469	-3185	-3185
2060. HARRIS CORP.	2011-10-27	2012-02-27	89294	87642	1652	1652
1042. IDEXX LABORATORIES CORP	2008-10-24	2012-02-27	91245	33401	57844	57844
1555. ILLINOIS TOOL WORKS	2010-11-30	2012-02-27	87751	74526	13225	13225
765. ILLINOIS TOOL WORKS	2011-07-27	2012-02-27	43170	39674	3496	3496
199. INTUITIVE SURGICAL INC	2007-01-16	2012-02-27	103042	18541	84501	84501
985. JOHNSON & JOHNSON	2012-02-10	2012-02-27	63497	63493	4	4
1140. LOWES COS INC	2010-11-18	2012-02-27	31412	24755	6657	6657
1180. LOWES COS INC	2011-07-29	2012-02-27	32514	25477	7037	7037
880. M & T BK CORP COM	2012-01-19	2012-02-27	72312	68340	3972	3972
299. MASTERCARD INC	2008-11-10	2012-02-27	125381	47034	78347	78347
910. MCCORMICK & CO. INC. (NON-VOTING)	2010-04-15	2012-02-27	45812	35038	10774	10774
1645. MEAD JOHNSON NUTRITION CO	2012-01-31	2012-02-27	128197	120535	7662	7662
3245. MERCK AND CO INC	2010-11-30	2012-02-27	123636	102094	21542	21542
1765. METLIFE INC COM	2012-02-10	2012-02-27	66841	64703	2138	2138
560. METLIFE INC COM	2012-02-15	2012-02-27	21207	21320	-113	-113
1790. MICROSOFT CORP.	2011-03-30	2012-02-27	56294	45920	10374	10374
2460. MICROSOFT CORP.	2010-07-28	2012-02-27	77366	62713	14653	14653
1225. MICROCHIP TECHNOLOGY INC	2011-08-09	2012-02-27	44607	37842	6765	6765
2983. NATIONAL INSTRS CORP	2011-05-06	2012-02-27	80762	89692	-8930	-8930
880. NATIONAL-OILWELL INC	2011-09-21	2012-02-27	74980	54081	20899	20899
603. NETAPP INC	2008-06-30	2012-02-27	26011	13134	12877	12877
1748. NETAPP INC	2011-08-18	2012-02-27	75402	72113	3289	3289
1245. NETAPP INC	2012-01-19	2012-02-27	53845	45031	8814	8814
1920. NORTHERN TR CORP	2011-02-11	2012-02-27	85034	103524	-18490	-18490
70. NORTHERN TR CORP	2011-04-12	2012-02-27	3100	3638	-538	-538
545. NOVARTIS AG ADR	2011-01-06	2012-02-27	29992	31614	-1622	-1622
980. NOVARTIS AG ADR	2010-12-16	2012-02-27	53930	57707	-3777	-3777
685. OCCIDENTAL PETROLEUM CORP.	2010-10-27	2012-02-27	71630	54371	17259	17259
75. OCCIDENTAL PETROLEUM CORP.	2011-08-18	2012-02-27	7843	6172	1671	1671
3135. ORACLE SYSTEMS	2011-06-28	2012-02-27	91322	100293	-8971	-8971
565. PEPSICO INC.	2011-07-21	2012-02-27	35876	36866	-990	-990
790. PEPSICO INC.	2011-01-14	2012-02-27	50163	52820	-2657	-2657
540. T. ROWE PRICE GROUP INC	2011-08-19	2012-02-27	33110	25549	7561	7561
530. PRUDENTIAL FINANCIAL INC	2012-02-16	2012-02-27	32157	32098	59	59
2086. QUALCOMM CORP.	2010-01-28	2012-02-27	132108	86637	45471	45471
1825. QUALCOMM CORP.	2010-03-03	2012-02-27	115509	70861	44648	44648
1172. ROPER INDUSTRIES INC NEW	2008-10-16	2012-02-27	110914	49633	61281	61281
806. SALESFORCE COM INC	2012-01-31	2012-02-27	115295	91160	24135	24135
912. SCHLUMBERGER LTD.	2011-12-12	2012-02-27	72347	65973	6374	6374
744. SCHLUMBERGER LTD.	2002-12-09	2012-02-27	59020	17049	41971	41971
850. SCHLUMBERGER LTD.	2012-01-25	2012-02-27	67410	62355	5055	5055
6070. CHARLES SCHWAB CORP.	2010-05-27	2012-02-27	81128	108962	-27834	-27834
43. CHARLES SCHWAB CORP.	2011-04-05	2012-02-27	575	802	-227	-227
1140. SOUTHWESTERN ENERGY CO	2011-02-24	2012-02-27	40137	43021	-2884	-2884
1500. SOUTHWESTERN ENERGY CO	2010-08-27	2012-02-27	52812	50054	2758	2758
375. SOUTHWESTERN ENERGY CO	2011-04-12	2012-02-27	13203	14293	-1090	-1090
1390. STERICYCLE INC	2012-02-14	2012-02-27	122269	113550	8719	8719
129. STERICYCLE INC	2010-02-03	2012-02-27	11347	6971	4376	4376
585. 3M COMPANY	2011-08-08	2012-02-27	51580	49080	2500	2500
530. 3M COMPANY	2010-12-08	2012-02-27	46731	41208	5523	5523
315. TOTAL FINA ELF S.A. ADS REPSTG 1/2 OF A 'B' SH	2011-01-07	2012-02-27	17750	17078	672	672
1725. TOTAL FINA ELF S.A. ADS REPSTG 1/2 OF A 'B' SH	2009-02-18	2012-02-27	97200	84567	12633	12633
13145. UBS AG JERSEY E TRACS BLOOMBERG CMCI	2011-08-30	2012-02-27	307205	321874	-14669	-14669
1735. US BANCORP DEL COM NEW	2010-06-22	2012-02-27	50544	41371	9173	9173
1165. US BANCORP DEL COM NEW	2011-01-14	2012-02-27	33939	31825	2114	2114
426. ACCENTURE PLC CL A	2012-02-14	2012-02-27	25443	24433	1010	1010
1315. ACCENTURE PLC CL A	2009-03-27	2012-02-27	78539	41475	37064	37064
3751. GENPACT LIMITED	2010-03-31	2012-02-27	60142	62595	-2453	-2453
895. ACE LTD	2009-08-18	2012-02-27	65088	44331	20757	20757
740. CORE LABORATORIES N V	2011-09-16	2012-02-27	91829	75744	16085	16085
237568. F N M A #MA0073 4.500% 5/01/29	2011-03-17	2012-02-28	253530	245914	7616	7616
330120.12 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2012-02-28	349721	340301	9420	9420
330. OCEANEERING INTERNATIONAL INC	2009-04-15	2012-02-28	18110	6861	11249	11249
15345. UBS AG JERSEY E TRACS BLOOMBERG CMCI	2010-11-18	2012-02-28	357372	324854	32518	32518
1355. UBS AG JERSEY E TRACS BLOOMBERG CMCI	2011-08-29	2012-02-28	31557	33090	-1533	-1533
269. SODASTREAM INTERNATIONAL LTD	2011-08-16	2012-02-28	12773	10822	1951	1951
53000. BANK OF AMER MTN 2.209% 3/23/17	2010-03-05	2012-02-29	48124	53000	-4876	-4876
375. CIMAREX ENERGY CO	2012-01-04	2012-02-29	30272	23952	6320	6320
320. COVANCE INC	2009-04-16	2012-02-29	15390	12570	2820	2820
846. KOHLS CORP	2011-03-30	2012-02-29	42242	44960	-2718	-2718
335. NATIONAL-OILWELL INC	2011-09-22	2012-02-29	27717	18839	8878	8878
538. OCCIDENTAL PETROLEUM CORP.	2012-02-27	2012-02-29	56105	56305	-200	-200
270. OCCIDENTAL PETROLEUM CORP.	2010-10-27	2012-02-29	28241	21194	7047	7047
252. COVANCE INC	2009-04-16	2012-03-01	12103	9899	2204	2204
1473. SOTHEBYS HOLDINGS INC-CL A LTD VTG	2010-07-12	2012-03-01	52353	38388	13965	13965
387. SOTHEBYS HOLDINGS INC-CL A LTD VTG	2011-08-08	2012-03-01	13755	14108	-353	-353
5. AGREE RLTY CORP	2011-02-18	2012-03-02	121	129	-8	-8
115000. BANK OF AMER MTN 2.209% 3/23/17	2010-03-05	2012-03-02	104650	115000	-10350	-10350
7000. BANK OF AMER MTN 2.209% 3/23/17	2010-03-05	2012-03-02	6370	7000	-630	-630
110. ACME PACKET INC	2012-02-28	2012-03-05	3153	3604	-451	-451
125. ACUITY BRANDS INC	2011-07-29	2012-03-05	7522	6039	1483	1483
110. AMERIGROUP CORP	2012-02-24	2012-03-05	7346	7774	-428	-428
282. ANN INC	2012-01-20	2012-03-05	7199	6761	438	438
86. ANSYS INC	2010-10-06	2012-03-05	5441	3583	1858	1858
842. APPLIED MICRO CIRCUITS CORP	2011-03-11	2012-03-05	5638	8507	-2869	-2869
48. ASCENT CAPITAL GROUP INC A	2011-01-27	2012-03-05	2286	1921	365	365
93. ASCENT CAPITAL GROUP INC A	2011-08-04	2012-03-05	4429	4012	417	417
146. BROADSOFT INC	2012-02-22	2012-03-05	5407	5276	131	131
162. CARBO CERAMICS INC	2012-01-20	2012-03-05	14199	20575	-6376	-6376
180. CAVIUM INC	2011-10-31	2012-03-05	5949	6064	-115	-115
131. COMMVAULT SYSTEMS INC	2009-06-05	2012-03-05	6633	2073	4560	4560
84. CONCUR TECHNOLOGIES INC	2011-08-23	2012-03-05	4925	3028	1897	1897
109. COSTAR GROUP	2012-03-01	2012-03-05	6449	6549	-100	-100
261. COVANCE INC	2009-04-16	2012-03-05	12325	10252	2073	2073
214. DEERE & CO.	2011-08-23	2012-03-05	17506	15110	2396	2396
119. DRIL QUIP INC	2011-08-11	2012-03-05	7986	6350	1636	1636
248. DRIL QUIP INC	2010-06-04	2012-03-05	16642	10829	5813	5813
657. EXFO INC	2011-05-10	2012-03-05	4671	6451	-1780	-1780
349. GAMESTOP CORP CL A	2011-04-12	2012-03-05	8432	7932	500	500
159.99978 GARDNER DENVER INC	2012-02-06	2012-03-05	10570	12726	-2156	-2156
54.00022 GARDNER DENVER INC	2012-02-06	2012-03-05	3567	4233	-666	-666
218. GEN PROBE INC	2009-04-15	2012-03-05	14860	10275	4585	4585
113. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011	2011-12-15	2012-03-05	5818	4988	830	830
199. HARMAN INTERNATIONAL	2009-04-15	2012-03-05	9307	3393	5914	5914
83. HARMAN INTERNATIONAL	2011-08-04	2012-03-05	3882	2982	900	900
10714.286 OAKMARK INTL SMALL CAP CL I	2011-03-30	2012-03-05	150000	156643	-6643	-6643
444. HEXCEL CORP NEW COM	2011-07-25	2012-03-05	10672	10654	18	18
225. HOMEAWAY INC	2012-02-22	2012-03-05	6038	5796	242	242
370. HORIZON TECHNOLOGY FIN CORP	2011-02-18	2012-03-05	6055	5948	107	107
212. IDEX CORP	2009-04-15	2012-03-05	8587	4842	3745	3745
82. IDEXX LABORATORIES CORP	2009-04-15	2012-03-05	6942	3039	3903	3903
700. ILLINOIS TOOL WORKS	2010-10-25	2012-03-05	38681	33047	5634	5634
327. INCYTE PHARMACEUTICALS INC	2011-12-19	2012-03-05	5624	4539	1085	1085
114. INFORMATICA CORP	2011-12-15	2012-03-05	5422	4624	798	798
418. INTERLINE BRANDS INC	2009-04-16	2012-03-05	8425	4777	3648	3648
305. K12 INC	2012-02-08	2012-03-05	6399	7245	-846	-846
482. KNIGHT TRANSN INC	2011-03-23	2012-03-05	8348	9358	-1010	-1010
763. KNOLOGY INC	2009-09-17	2012-03-05	13755	6135	7620	7620
102. MSC INDL DIRECT CO INC CL A	2010-07-27	2012-03-05	8174	5219	2955	2955
284. MASIMO CORP	2011-07-15	2012-03-05	6199	8593	-2394	-2394
151. MAXIMUS INC	2011-10-17	2012-03-05	6124	5729	395	395
44.99798 MERCURY SYSTEMS INC	2011-07-21	2012-03-05	621	794	-173	-173
425.00202 MERCURY SYSTEMS INC	2011-07-21	2012-03-05	5868	7573	-1705	-1705
344. MICROSEMI CORP	2011-04-21	2012-03-05	7042	7772	-730	-730
95. MONRO MUFFLER BRAKE INC	2011-11-07	2012-03-05	4336	3565	771	771
91. OCEANEERING INTERNATIONAL INC	2009-04-15	2012-03-05	4910	1892	3018	3018
468. P S S WORLD MED INC	2011-07-07	2012-03-05	11061	13464	-2403	-2403
409. PEGASYSTEMS INC	2011-11-16	2012-03-05	14767	12167	2600	2600
486. QUANEX BLDG PRODS CORP	2011-07-29	2012-03-05	7964	7674	290	290
246. ROADRUNNER TRANSPORTATION SY	2011-02-23	2012-03-05	4306	3435	871	871
130. ROADRUNNER TRANSPORTATION SY	2010-11-03	2012-03-05	2276	1631	645	645
169. ROCKWOOD HLDGS INC	2011-09-28	2012-03-05	8442	6786	1656	1656
168. SXC HEALTH SOLUTIONS CORP	2011-11-01	2012-03-05	11981	7729	4252	4252
135. HENRY SCHEIN INC	2009-04-15	2012-03-05	9842	5566	4276	4276
93. ULTIMATE SOFTWARE GROUP INC	2010-10-18	2012-03-05	6475	3760	2715	2715
131. UNITED RENTALS INC	2012-01-20	2012-03-05	5532	4514	1018	1018
90. VALMONT INDS INC	2011-06-01	2012-03-05	9817	8940	877	877
134. VITAMIN SHOPPE INC	2011-02-24	2012-03-05	5789	4628	1161	1161
178. VOLCANO CORP	2011-11-15	2012-03-05	4965	4186	779	779
246. VOLTERRA SEMICONDUCTOR CORP	2009-04-16	2012-03-05	7182	2546	4636	4636
57915.058 WASATCH FDS INC	2011-07-13	2012-03-05	150000	152317	-2317	-2317
226. WASTE CONNECTIONS INC	2012-02-29	2012-03-05	7223	7235	-12	-12
100. WASTE CONNECTIONS INC	2012-02-29	2012-03-05	3196	3202	-6	-6
421. WORLD FUEL SVCS CORP	2011-02-01	2012-03-05	16819	16063	756	756
551. GENPACT LIMITED	2010-05-28	2012-03-05	8621	9333	-712	-712
462. U T I WORLDWIDE INC	2009-04-15	2012-03-05	7354	6118	1236	1236
213. SODASTREAM INTERNATIONAL LTD	2011-08-16	2012-03-05	8034	8569	-535	-535
476. DEERE & CO.	2011-09-30	2012-03-06	37672	32070	5602	5602
162. DRIL QUIP INC	2010-06-04	2012-03-06	10663	7074	3589	3589
133. HORIZON TECHNOLOGY FIN CORP	2011-02-18	2012-03-08	2177	2138	39	39
573. ANN INC	2012-01-24	2012-03-09	15725	13532	2193	2193
121. SPARTAN STORES INC	2011-02-18	2012-03-09	2184	1893	291	291
2. APPLE COMPUTER INC.	2009-01-16	2012-03-12	1102	162	940	940
540. CAPITOL FEDERAL FINANCIAL INC	2011-02-25	2012-03-12	6315	6723	-408	-408
17. COACH INC	2009-03-11	2012-03-12	1311	237	1074	1074
20. FOSSIL INC	2011-08-24	2012-03-12	2556	1820	736	736
284. HORIZON TECHNOLOGY FIN CORP	2011-02-18	2012-03-12	4648	4565	83	83
780. LOWES COS INC	2012-02-27	2012-03-12	23266	21555	1711	1711
4. MASTERCARD INC	2008-10-28	2012-03-12	1678	545	1133	1133
14. MEAD JOHNSON NUTRITION CO	2012-01-10	2012-03-12	1118	1004	114	114
8. SALESFORCE COM INC	2011-12-22	2012-03-12	1178	798	380	380
334. SPARTAN STORES INC	2011-02-22	2012-03-12	6084	5207	877	877
7. APPLE COMPUTER INC.	2009-01-16	2012-03-13	3928	567	3361	3361
65. COACH INC	2009-03-11	2012-03-13	5054	907	4147	4147
51. FOSSIL INC	2011-08-24	2012-03-13	6516	4640	1876	1876
29. FOSSIL INC	2011-08-24	2012-03-13	3756	2638	1118	1118
1627. HORIZON TECHNOLOGY FIN CORP	2011-02-22	2012-03-13	26674	25974	700	700
14. MASTERCARD INC	2008-10-28	2012-03-13	5884	1906	3978	3978
55. MEAD JOHNSON NUTRITION CO	2012-01-10	2012-03-13	4405	3943	462	462
31. SALESFORCE COM INC	2011-12-22	2012-03-13	4650	3093	1557	1557
63. SPARTAN STORES INC	2011-02-22	2012-03-13	1165	980	185	185
7. APPLE COMPUTER INC.	2009-01-16	2012-03-14	4087	567	3520	3520
900. CAPITOL FEDERAL FINANCIAL INC	2011-02-25	2012-03-14	10678	11205	-527	-527
210. CIMAREX ENERGY CO	2012-01-04	2012-03-14	16859	13413	3446	3446
63. COACH INC	2009-03-11	2012-03-14	4955	879	4076	4076
78. FOSSIL INC	2011-08-24	2012-03-14	9978	7097	2881	2881
251. HORIZON TECHNOLOGY FIN CORP	2011-02-22	2012-03-14	4112	4002	110	110
495. ILLINOIS TOOL WORKS	2010-10-25	2012-03-14	28193	23369	4824	4824
990. LOWES COS INC	2010-10-15	2012-03-14	29935	21241	8694	8694
13. MASTERCARD INC	2008-10-28	2012-03-14	5476	1770	3706	3706
430. MCCORMICK & CO. INC. (NON-VOTING)	2010-04-15	2012-03-14	22140	16556	5584	5584
54. MEAD JOHNSON NUTRITION CO	2012-01-10	2012-03-14	4330	3871	459	459
225. QUALCOMM CORP.	2010-03-03	2012-03-14	14616	8686	5930	5930
78. RENTECH NITROGEN PARTNERS LP	2011-12-30	2012-03-14	1987	1293	694	694
31. SALESFORCE COM INC	2011-12-22	2012-03-14	4672	3093	1579	1579
23. SPARTAN STORES INC	2011-02-22	2012-03-14	425	358	67	67
775. AMERICAN EAGLE OUTFITTERS INC NEW COM	2010-07-16	2012-03-15	12891	9223	3668	3668
6. APPLE COMPUTER INC.	2009-01-16	2012-03-15	3531	486	3045	3045
51. COACH INC	2009-03-11	2012-03-15	3968	711	3257	3257
3226.87 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2012-03-15	3227	3216	11	11
55.33 F H L M C #1J0203 2.445% 4/01/35	2005-05-12	2012-03-15	55	56	-1	-1
12157.99 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2012-03-15	12158	12451	-293	-293
4206.06 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2012-03-15	4206	4171	35	35
8335.54 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2012-03-15	8336	8518	-182	-182
1729.13 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2012-03-15	1729	1713	16	16
9. FOSSIL INC	2011-08-24	2012-03-15	1146	819	327	327
44. FOSSIL INC	2011-08-24	2012-03-15	5583	4003	1580	1580
1780.92 G N M A #604002 5.500% 2/15/33	2003-05-28	2012-03-15	1781	1791	-10	-10
7.66 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2012-03-15	8	8
216. INTERLINE BRANDS INC	2009-04-15	2012-03-15	4776	2300	2476	2476
10. MASTERCARD INC	2008-10-28	2012-03-15	4196	1362	2834	2834
45. MEAD JOHNSON NUTRITION CO	2012-01-10	2012-03-15	3581	3225	356	356
543. RENTECH NITROGEN PARTNERS LP	2011-12-30	2012-03-15	13931	9002	4929	4929
25. SALESFORCE COM INC	2011-12-22	2012-03-15	3819	2495	1324	1324
134. SPARTAN STORES INC	2011-02-22	2012-03-15	2432	2085	347	347
327862.4 U S TREASURY I P S 0.125% 4/15/16	2012-02-01	2012-03-15	347252	347354	-102	-102
532776.4 U S TREASURY I P S 0.125% 4/15/16	2012-03-12	2012-03-15	564285	566585	-2300	-2300
319740.8 U S TREASURY I P S 0.125% 1/15/22	2012-02-01	2012-03-15	327047	332610	-5563	-5563
169862.3 U S TREASURY I P S 0.125% 1/15/22	2012-02-01	2012-03-15	173744	176756	-3012	-3012
16. APPLE COMPUTER INC.	2009-01-16	2012-03-16	9361	1297	8064	8064
136. COACH INC	2009-03-11	2012-03-16	10630	1897	8733	8733
177. FOSSIL INC	2011-08-24	2012-03-16	22198	16104	6094	6094
262. INTERLINE BRANDS INC	2009-04-15	2012-03-16	5748	2790	2958	2958
126. MSC INDL DIRECT CO INC CL A	2010-07-27	2012-03-16	10524	6439	4085	4085
28. MASTERCARD INC	2008-10-28	2012-03-16	11763	3813	7950	7950
257. MCCORMICK & CO. INC. (NON-VOTING)	2010-04-15	2012-03-16	13309	9895	3414	3414
127. MCCORMICK & CO. INC. (NON-VOTING)	2010-04-15	2012-03-16	6576	4890	1686	1686
9. MEAD JOHNSON NUTRITION CO	2012-01-10	2012-03-16	718	645	73	73
98. MEAD JOHNSON NUTRITION CO	2010-12-06	2012-03-16	7820	6083	1737	1737
11. MEAD JOHNSON NUTRITION CO	2010-12-06	2012-03-16	878	683	195	195
136. RENTECH NITROGEN PARTNERS LP	2011-12-30	2012-03-16	3535	2255	1280	1280
66. SALESFORCE COM INC	2011-12-22	2012-03-16	9990	6586	3404	3404
345. 3M COMPANY	2007-02-27	2012-03-16	30900	26069	4831	4831
114. INTERLINE BRANDS INC	2009-04-15	2012-03-19	2545	1214	1331	1331
73. MSC INDL DIRECT CO INC CL A	2010-06-24	2012-03-19	6046	3719	2327	2327
706. MCCORMICK & CO. INC. (NON-VOTING)	2010-04-15	2012-03-19	36606	27183	9423	9423
9. SPARTAN STORES INC	2011-02-22	2012-03-19	162	140	22	22
620. HORIZON TECHNOLOGY FIN CORP	2011-02-25	2012-03-20	10550	9810	740	740
24. INTERLINE BRANDS INC	2009-04-15	2012-03-20	527	256	271	271
375. OCEANEERING INTERNATIONAL INC	2011-02-23	2012-03-20	20206	14969	5237	5237
153. RENTECH NITROGEN PARTNERS LP	2011-12-30	2012-03-20	3987	2536	1451	1451
36. SPARTAN STORES INC	2011-02-22	2012-03-20	647	560	87	87
161. SPARTAN STORES INC	2011-02-23	2012-03-21	2898	2497	401	401
394. DRIL QUIP INC	2010-06-04	2012-03-23	25729	17204	8525	8525
266. SPARTAN STORES INC	2011-02-23	2012-03-23	4829	4088	741	741
128.82 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2012-03-25	129	129
4436.37 F N M A #256752 6.000% 6/01/27	2008-02-07	2012-03-25	4436	4466	-30	-30
7033.21 F N M A #257048 6.000% 1/01/28	2007-12-18	2012-03-25	7033	7099	-66	-66
14.73 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2012-03-25	15	15
15.8 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2012-03-25	16	16
42.38 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2012-03-25	42	42
10819.5 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2012-03-25	10820	10859	-39	-39
11126.43 F N M A #AH6783 4.000% 3/01/41	2011-08-24	2012-03-25	11126	11449	-323	-323
2208.81 F N M A #AJ5336 3.000% 11/01/26	2011-11-10	2012-03-25	2209	2260	-51	-51
4648.53 F N M A #AC4824 3.568% 10/01/39	2010-10-01	2012-03-25	4649	4773	-124	-124
10607.82 F N M A #MA0073 4.500% 5/01/29	2011-03-17	2012-03-25	10608	10975	-367	-367
2666.97 F N M A #MA0971 4.000% 2/01/42	2012-01-31	2012-03-25	2667	2811	-144	-144
18393.06 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2012-03-25	18393	18954	-561	-561
258. SPARTAN STORES INC	2011-02-23	2012-03-26	4749	3965	784	784
63. VISHAY PRECISION GROUP	2011-05-03	2012-03-26	944	1163	-219	-219
45000. ATT INC 3.875% 8/15/21	2011-09-13	2012-03-27	47719	45708	2011	2011
45000. AMERICAN EXPRESS 7.000% 3/19/18	2012-03-06	2012-03-27	55181	55444	-263	-263
45000. BOSTON PROP LP 5.625% 11/15/20	2011-08-24	2012-03-27	51041	49339	1702	1702
45000. CONSTELLATION ENERGY 5.150% 12/01/20	2012-01-05	2012-03-27	49523	49139	384	384
45000. ENTERPRISE PRODUCTS 5.200% 9/01/20	2011-09-14	2012-03-27	50289	49111	1178	1178
45000. GEN ELEC CAP CRP MTN 5.500% 1/08/20	2012-02-23	2012-03-27	51404	50663	741	741
45000. KOHLS CORPORATION 4.000% 11/01/21	2012-02-08	2012-03-27	46370	46718	-348	-348
45000. ONEOK INC 4.250% 2/01/22	2012-01-25	2012-03-27	45434	45432	2	2
130000. U S TREASURY NT 2.000% 2/15/22	2012-03-15	2012-03-27	127781	126808	973	973
23. VISHAY PRECISION GROUP	2011-05-03	2012-03-27	345	425	-80	-80
51. VISHAY PRECISION GROUP	2011-05-03	2012-03-28	766	941	-175	-175
48. EXACTTARGET INC	2012-03-22	2012-03-29	1248	912	336	336
648. EXXON MOBIL CORP	2010-11-03	2012-03-29	55321	44044	11277	11277
477. EXXON MOBIL CORP	2012-02-27	2012-03-29	40722	41760	-1038	-1038
190. HORIZON TECHNOLOGY FIN CORP	2011-02-25	2012-03-29	3148	3006	142	142
2. ROPER INDUSTRIES INC NEW	2008-10-16	2012-03-29	198	84	114	114
120. ROPER INDUSTRIES INC NEW	2009-04-20	2012-03-29	11844	4969	6875	6875
50. VISHAY PRECISION GROUP	2011-05-03	2012-03-29	749	923	-174	-174
193. EXACTTARGET INC	2012-03-22	2012-03-30	5067	3667	1400	1400
122. ROPER INDUSTRIES INC NEW	2009-04-20	2012-03-30	12105	5042	7063	7063
1000. LOWES COS INC	2010-10-15	2012-04-02	31197	21455	9742	9742
575. STARWOOD PROPERTY TRUST INC	2011-02-25	2012-04-02	12032	13392	-1360	-1360
74. VISHAY PRECISION GROUP	2011-05-03	2012-04-02	1109	1366	-257	-257
1517. KINDER MORGAN INC	2012-02-27	2012-04-03	60720	52655	8065	8065
27. VISHAY PRECISION GROUP	2011-05-03	2012-04-03	405	498	-93	-93
370. MITEK SYS INC	2012-03-16	2012-04-04	2972	4519	-1547	-1547
91. ANSYS INC	2010-10-06	2012-04-05	5836	3791	2045	2045
99. INTERLINE BRANDS INC	2009-04-15	2012-04-05	2126	1054	1072	1072
468. MITEK SYS INC	2012-03-15	2012-04-05	3473	6917	-3444	-3444
1175. HEALTHCARE SVCS GROUP INC	2012-02-27	2012-04-09	23856	23268	588	588
116. INTERLINE BRANDS INC	2009-04-15	2012-04-09	2436	1235	1201	1201
33. KNOLOGY INC	2011-02-18	2012-04-09	594	531	63	63
257. ANSYS INC	2010-10-06	2012-04-10	16144	10708	5436	5436
481. HEALTHCARE SVCS GROUP INC	2012-02-27	2012-04-10	9615	9525	90	90
84. INTERLINE BRANDS INC	2009-04-15	2012-04-10	1705	895	810	810
376. OCEANEERING INTERNATIONAL INC	2009-04-15	2012-04-10	19597	7817	11780	11780
303. ANSYS INC	2010-10-08	2012-04-11	19011	12585	6426	6426
19. APPLE COMPUTER INC.	2009-01-16	2012-04-11	11901	1540	10361	10361
87. INTERLINE BRANDS INC	2009-04-15	2012-04-11	1784	926	858	858
352. OCEANEERING INTERNATIONAL INC	2009-04-15	2012-04-11	18102	7318	10784	10784
920. T. ROWE PRICE GROUP INC	2011-08-19	2012-04-11	56993	43529	13464	13464
174. QUALCOMM CORP.	2010-01-28	2012-04-11	11553	7140	4413	4413
114. VISHAY PRECISION GROUP	2011-05-03	2012-04-11	1608	2104	-496	-496
288. ANSYS INC	2010-10-08	2012-04-12	18298	11797	6501	6501
261. OCEANEERING INTERNATIONAL INC	2009-04-15	2012-04-12	13650	5426	8224	8224
79. VISHAY PRECISION GROUP	2011-05-03	2012-04-12	1118	1458	-340	-340
726. 3M COMPANY	2012-02-27	2012-04-13	62529	61899	630	630
392. 3M COMPANY	2010-11-03	2012-04-13	33762	33430	332	332
124. VISHAY PRECISION GROUP	2011-05-03	2012-04-13	1744	2289	-545	-545
2843.85 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2012-04-15	2844	2834	10	10
55.4 F H L M C #1J0203 2.445% 4/01/35	2005-05-12	2012-04-15	55	56	-1	-1
14899.58 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2012-04-15	14900	15247	-347	-347
3608.69 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2012-04-15	3609	3579	30	30
11692.74 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2012-04-15	11693	11940	-247	-247
17123.27 F H L M C GD J16447 3.500% 8/01/26	2012-02-28	2012-04-15	17123	17920	-797	-797
11298.02 F H L M C MLTCL MTG 5.500% 7/15/32	2012-03-28	2012-04-15	11298	11742	-444	-444
1737.05 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2012-04-15	1737	1721	16	16
327.33 G N M A #604002 5.500% 2/15/33	2003-05-28	2012-04-15	327	329	-2	-2
7.71 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2012-04-15	8	8
127. KNOLOGY INC	2011-02-18	2012-04-17	2294	2043	251	251
210. GAMESTOP CORP CL A	2011-03-30	2012-04-19	4679	4749	-70	-70
2475. AMERICAN EAGLE OUTFITTERS INC NEW COM	2010-07-16	2012-04-20	43599	29455	14144	14144
210. GAMESTOP CORP CL A	2011-03-30	2012-04-20	4710	4749	-39	-39
25. HARRIS CORP.	2011-08-18	2012-04-20	1103	869	234	234
530. HARRIS CORP.	2009-06-25	2012-04-20	23378	15018	8360	8360
145. HORIZON TECHNOLOGY FIN CORP	2011-02-25	2012-04-20	2424	2294	130	130
280. AMERICAN EXPRESS CO.	2008-12-19	2012-04-23	15924	5493	10431	10431
395. CAPITOL FEDERAL FINANCIAL INC	2011-02-25	2012-04-23	4566	4865	-299	-299
109. HORIZON TECHNOLOGY FIN CORP	2011-02-25	2012-04-23	1791	1724	67	67
6. INTUITIVE SURGICAL INC	2007-01-16	2012-04-23	3405	559	2846	2846
268. TOTAL SYSTEM SERVICES INC	2011-02-18	2012-04-23	6156	4768	1388	1388
35000. AMERICA MOVIL SAB DE 5.000% 3/30/20	2011-06-14	2012-04-24	39515	36896	2619	2619
110. HORIZON TECHNOLOGY FIN CORP	2011-02-25	2012-04-24	1820	1740	80	80
15. INTUITIVE SURGICAL INC	2007-01-16	2012-04-24	8422	1398	7024	7024
252. TOTAL SYSTEM SERVICES INC	2011-02-18	2012-04-24	5823	4483	1340	1340
1196.37 F N M A GTD REMIC 0.760% 2/25/42	2012-03-27	2012-04-25	1196	1198	-2	-2
109.14 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2012-04-25	109	109
3252.73 F N M A #256752 6.000% 6/01/27	2008-02-07	2012-04-25	3253	3274	-21	-21
3955.29 F N M A #257048 6.000% 1/01/28	2007-12-18	2012-04-25	3955	3991	-36	-36
14.82 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2012-04-25	15	15
1924.58 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2012-04-25	1925	1946	-21	-21
43.41 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2012-04-25	43	43
11114.96 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2012-04-25	11115	11155	-40	-40
9639.06 F N M A #AH6783 4.000% 3/01/41	2011-08-24	2012-04-25	9639	9911	-272	-272
3707.33 F N M A #AH6783 4.000% 3/01/41	2012-03-23	2012-04-25	3707	3881	-174	-174
6876.82 F N M A #AJ1441 3.500% 9/01/26	2012-02-28	2012-04-25	6877	7220	-343	-343
2318.45 F N M A #AJ5336 3.000% 11/01/26	2011-11-10	2012-04-25	2318	2370	-52	-52
3341.66 F N M A #AC4824 3.568% 10/01/39	2010-10-01	2012-04-25	3342	3430	-88	-88
3849.12 F N M A #MA0971 4.000% 2/01/42	2012-01-31	2012-04-25	3849	4052	-203	-203
181. HORIZON TECHNOLOGY FIN CORP	2011-02-25	2012-04-25	3022	2863	159	159
700. ILLINOIS TOOL WORKS	2010-10-25	2012-04-25	40319	33047	7272	7272
520. HORIZON TECHNOLOGY FIN CORP	2011-02-25	2012-04-26	8680	8181	499	499
43. VALMONT INDS INC	2011-06-01	2012-04-26	5355	4271	1084	1084
158. HORIZON TECHNOLOGY FIN CORP	2011-02-23	2012-04-27	2667	2477	190	190
45. VALMONT INDS INC	2012-01-04	2012-04-27	5632	4437	1195	1195
307. HORIZON TECHNOLOGY FIN CORP	2011-02-23	2012-04-30	5230	4813	417	417
507. SUNOCO INC	2012-03-26	2012-04-30	24928	19766	5162	5162
524. SUNOCO INC	2012-03-26	2012-04-30	25660	20429	5231	5231
100000. U S TREASURY NT 1.000% 1/15/14	2012-03-19	2012-04-30	101266	101101	165	165
172. HORIZON TECHNOLOGY FIN CORP	2011-02-23	2012-05-01	2927	2697	230	230
246. HORIZON TECHNOLOGY FIN CORP	2011-02-23	2012-05-02	4190	3857	333	333
95. OCEANEERING INTERNATIONAL INC	2011-02-22	2012-05-02	4902	3789	1113	1113
335. OCEANEERING INTERNATIONAL INC	2011-08-11	2012-05-02	17285	11736	5549	5549
541. SUNOCO INC	2012-03-26	2012-05-02	26871	21091	5780	5780
75000. U S TREASURY NT 0.875% 1/31/17	2012-03-15	2012-05-02	75352	74265	1087	1087
3110. AMERICAN EAGLE OUTFITTERS INC NEW COM	2010-07-16	2012-05-03	62470	37012	25458	25458
295. HARRIS CORP.	2009-06-25	2012-05-03	12380	8359	4021	4021
362. HORIZON TECHNOLOGY FIN CORP	2011-02-23	2012-05-03	6176	5676	500	500
20. INTUITIVE SURGICAL INC	2007-01-16	2012-05-03	11567	1863	9704	9704
2366. MITEK SYS INC	2012-03-15	2012-05-03	6538	31100	-24562	-24562
52. SALESFORCE COM INC	2009-02-12	2012-05-03	8236	1376	6860	6860
6. SALESFORCE COM INC	2011-12-22	2012-05-03	950	599	351	351
20. INTUITIVE SURGICAL INC	2007-01-16	2012-05-04	11342	1863	9479	9479
765. MITEK SYS INC	2012-03-05	2012-05-04	2109	8738	-6629	-6629
828. MITEK SYS INC	2012-03-05	2012-05-04	2358	9120	-6762	-6762
58. SALESFORCE COM INC	2009-02-12	2012-05-04	8904	1535	7369	7369
21. AMPHENOL CORP - CL A	2010-04-14	2012-05-07	1156	936	220	220
151. AMPHENOL CORP - CL A	2010-04-14	2012-05-07	8292	6730	1562	1562
43. MASTERCARD INC	2008-10-28	2012-05-07	18866	5855	13011	13011
152. AMPHENOL CORP - CL A	2010-04-14	2012-05-08	8228	6767	1461	1461
1669. WISCONSIN ENERGY CORP.	2012-02-27	2012-05-08	60660	57212	3448	3448
. QWEST SECURITIES LITIGATION		2012-05-09	80		80	80
445. AMERICAN EXPRESS CO.	2008-12-19	2012-05-10	26474	8730	17744	17744
29. AMPHENOL CORP - CL A	2010-04-14	2012-05-10	1582	1291	291	291
14. AMPHENOL CORP - CL A	2010-04-14	2012-05-10	763	623	140	140
148. AMPHENOL CORP - CL A	2010-04-14	2012-05-10	8051	6589	1462	1462
18. DAVITA INC	2007-12-13	2012-05-10	1528	1021	507	507
99. DAVITA INC	2007-12-13	2012-05-10	8352	5617	2735	2735
310. EXPRESS SCRIPTS HLDGS C	2011-03-01	2012-05-10	16704	17405	-701	-701
239. QUANEX BLDG PRODS CORP	2011-07-29	2012-05-10	4329	3763	566	566
122. QUANEX BLDG PRODS CORP	2011-07-29	2012-05-10	2208	1921	287	287
30. SALESFORCE COM INC	2009-02-12	2012-05-10	4318	794	3524	3524
1035. SUNOCO INC	2012-03-26	2012-05-10	50649	40350	10299	10299
975. TOTAL FINA ELF S.A. ADS REPSTG 1/2 OF A 'B' SH	2009-02-25	2012-05-10	44349	47770	-3421	-3421
118. AMPHENOL CORP - CL A	2010-04-14	2012-05-11	6409	5253	1156	1156
68. DAVITA INC	2008-01-07	2012-05-11	5639	3803	1836	1836
419. QUANEX BLDG PRODS CORP	2011-08-01	2012-05-11	7631	6557	1074	1074
9. SALESFORCE COM INC	2009-02-12	2012-05-11	1260	238	1022	1022
60000. U S TREASURY NT 1.000% 1/15/14	2012-03-19	2012-05-11	60741	60647	94	94
325. AMERICAN EXPRESS CO.	2008-12-19	2012-05-14	19167	6376	12791	12791
305. E I DU PONT DE NEMOURS & CO.	2009-11-06	2012-05-14	15556	10216	5340	5340
76. QUANEX BLDG PRODS CORP	2011-08-01	2012-05-14	1339	1189	150	150
50000. U S TREASURY NT 1.000% 1/15/14	2012-03-19	2012-05-14	50605	50538	67	67
787. WISCONSIN ENERGY CORP.	2012-02-27	2012-05-14	29326	26978	2348	2348
460. BMC SOFTWARE	2012-01-17	2012-05-15	20484	15164	5320	5320
3268.12 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2012-05-15	3268	3257	11	11
56.15 F H L M C #1J0203 2.445% 4/01/35	2005-05-12	2012-05-15	56	57	-1	-1
10560.17 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2012-05-15	10560	10799	-239	-239
3592.87 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2012-05-15	3593	3563	30	30
2138.95 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2012-05-15	2139	2183	-44	-44
7950.23 F H L M C GD J16447 3.500% 8/01/26	2012-02-28	2012-05-15	7950	8309	-359	-359
11701.41 F H L M C MLTCL MTG 5.500% 7/15/32	2012-03-28	2012-05-15	11701	12150	-449	-449
1745.01 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2012-05-15	1745	1729	16	16
1287.76 G N M A #604002 5.500% 2/15/33	2003-05-28	2012-05-15	1288	1295	-7	-7
7.76 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2012-05-15	8	8
15. LSB INDS INC	2011-02-22	2012-05-15	427	447	-20	-20
620. LSB INDS INC	2012-01-20	2012-05-15	17653	21099	-3446	-3446
347. LSB INDS INC	2011-02-25	2012-05-15	9142	10283	-1141	-1141
1157. PFIZER INC.	2012-02-27	2012-05-15	26085	24592	1493	1493
70. QUANEX BLDG PRODS CORP	2011-08-01	2012-05-15	1218	1095	123	123
90. QUANEX BLDG PRODS CORP	2011-08-01	2012-05-15	1575	1408	167	167
9. AGREE RLTY CORP	2011-02-18	2012-05-16	199	231	-32	-32
45. BRADY CORPORATION CL A	2011-02-22	2012-05-16	1356	1613	-257	-257
830. CAPITOL FEDERAL FINANCIAL INC	2011-02-18	2012-05-16	9833	10153	-320	-320
263. LSB INDS INC	2011-02-25	2012-05-16	7344	7740	-396	-396
426. PHILIP MORRIS INTL	2012-02-27	2012-05-16	36362	35440	922	922
91. QUANEX BLDG PRODS CORP	2011-08-01	2012-05-16	1570	1423	147	147
185. STARWOOD PROPERTY TRUST INC	2011-02-25	2012-05-16	3701	4309	-608	-608
. PROCEEDS OF LITIGATION FROM BANK OF AMERICA		2012-05-16	549		549	549
16. AGREE RLTY CORP	2011-02-18	2012-05-17	353	410	-57	-57
70. CATO CORP CL A	2011-02-25	2012-05-17	1985	1715	270	270
676. GAMESTOP CORP CL A	2011-03-30	2012-05-17	12904	15286	-2382	-2382
546. GAMESTOP CORP CL A	2011-03-30	2012-05-17	10203	12341	-2138	-2138
68. QUANEX BLDG PRODS CORP	2011-08-01	2012-05-17	1107	1064	43	43
45. QUANEX BLDG PRODS CORP	2011-08-01	2012-05-17	730	704	26	26
. QWEST SECURITIES LITIGATION		2012-05-17	61		61	61
. QWEST SECURITIES LITIGATION		2012-05-17	61		61	61
424. SODASTREAM INTERNATIONAL LTD	2011-08-18	2012-05-17	12855	16824	-3969	-3969
190. CATO CORP CL A	2011-02-25	2012-05-18	5360	4656	704	704
895. DELL INC	2010-05-21	2012-05-18	13335	12123	1212	1212
231. PHILIP MORRIS INTL	2012-02-27	2012-05-18	19604	19217	387	387
32. QUANEX BLDG PRODS CORP	2011-08-01	2012-05-18	515	501	14	14
2345. TOTAL FINA ELF S.A. ADS REPSTG 1/2 OF A 'B' SH	2010-06-03	2012-05-18	103005	110753	-7748	-7748
212. SODASTREAM INTERNATIONAL LTD	2011-09-09	2012-05-18	6413	8322	-1909	-1909
80000. ATT INC 3.875% 8/15/21	2011-09-13	2012-05-21	86506	81707	4799	4799
80000. CITIGROUP INC 4.450% 1/10/17	2012-01-30	2012-05-21	82137	82959	-822	-822
45000. CITIGROUP INC 4.450% 1/10/17	2012-01-31	2012-05-21	46202	46756	-554	-554
1039. PFIZER INC.	2012-02-27	2012-05-21	23346	22084	1262	1262
230. PHILIP MORRIS INTL	2012-02-27	2012-05-22	19543	19134	409	409
642. ABBOTT LABORATORIES	2012-02-27	2012-05-23	39649	36347	3302	3302
215. AMERICAN EXPRESS CO.	2008-12-19	2012-05-23	11856	4218	7638	7638
1172. PANDORA MEDIA INC	2012-04-03	2012-05-23	12028	12338	-310	-310
400. BMC SOFTWARE	2012-01-17	2012-05-24	17092	13186	3906	3906
30. BRADY CORPORATION CL A	2011-02-22	2012-05-25	819	1075	-256	-256
1715.21 F N M A GTD REMIC 0.760% 2/25/42	2012-03-27	2012-05-25	1715	1717	-2	-2
145.71 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2012-05-25	146	146
4911.42 F N M A #256752 6.000% 6/01/27	2008-02-07	2012-05-25	4911	4942	-31	-31
3733.34 F N M A #257048 6.000% 1/01/28	2007-12-18	2012-05-25	3733	3766	-33	-33
14.92 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2012-05-25	15	15
43.65 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2012-05-25	44	44
8807.73 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2012-05-25	8808	8838	-30	-30
6577.91 F N M A #AH6783 4.000% 3/01/41	2011-08-24	2012-05-25	6578	6759	-181	-181
2529.97 F N M A #AH6783 4.000% 3/01/41	2012-03-23	2012-05-25	2530	2645	-115	-115
5640.78 F N M A #AJ1441 3.500% 9/01/26	2012-02-28	2012-05-25	5641	5914	-273	-273
2398.52 F N M A #AJ5336 3.000% 11/01/26	2011-11-10	2012-05-25	2399	2451	-52	-52
7405.78 F N M A #AC4824 3.568% 10/01/39	2010-10-01	2012-05-25	7406	7598	-192	-192
2048.16 F N M A #MA0971 4.000% 2/01/42	2012-01-31	2012-05-25	2048	2153	-105	-105
323. TRIMAS CORP	2011-04-29	2012-05-25	6530	7485	-955	-955
379. GARDNER DENVER INC	2012-02-10	2012-05-29	21863	30169	-8306	-8306
540. GARDNER DENVER INC	2012-02-06	2012-05-29	30936	42938	-12002	-12002
177. GARDNER DENVER INC	2011-12-21	2012-05-29	10140	13754	-3614	-3614
372. TRIMAS CORP	2011-04-29	2012-05-29	7626	8596	-970	-970
104.99927 GARDNER DENVER INC	2012-04-20	2012-05-31	5675	6754	-1079	-1079
435.00073 GARDNER DENVER INC	2012-04-20	2012-05-31	23512	27983	-4471	-4471
202. KRATON PERFORMANCE POLYMERS	2011-02-23	2012-05-31	3916	6532	-2616	-2616
900. AMERICAN EXPRESS CO.	2008-12-19	2012-06-01	48177	17574	30603	30603
151. CARBO CERAMICS INC	2011-12-24	2012-06-01	11468	20444	-8976	-8976
98. KRATON PERFORMANCE POLYMERS	2011-02-23	2012-06-01	1787	3169	-1382	-1382
160000. U S TREASURY NT 2.000% 2/15/22	2012-03-15	2012-06-01	168094	156160	11934	11934
190. BMC SOFTWARE	2012-01-17	2012-06-04	7937	6264	1673	1673
260. GARDNER DENVER INC	2012-03-23	2012-06-04	13424	19007	-5583	-5583
1879. PFIZER INC.	2012-02-27	2012-06-04	40285	39938	347	347
788. WAL MART STORES INC.	2012-02-27	2012-06-04	51675	46154	5521	5521
1094. WISCONSIN ENERGY CORP.	2012-02-27	2012-06-04	41192	37502	3690	3690
1309. PFIZER INC.	2012-02-27	2012-06-06	28407	27823	584	584
61. DAVITA INC	2008-01-07	2012-06-07	5180	3403	1777	1777
1540. GAMESTOP CORP CL A	2011-03-30	2012-06-07	29100	34313	-5213	-5213
77. MEAD JOHNSON NUTRITION CO	2010-12-06	2012-06-07	6256	4780	1476	1476
60. DAVITA INC	2008-01-07	2012-06-08	5102	3347	1755	1755
642. GAMESTOP CORP CL A	2011-03-29	2012-06-08	12114	14272	-2158	-2158
440. ILLINOIS TOOL WORKS	2010-10-25	2012-06-08	24586	20772	3814	3814
76. MEAD JOHNSON NUTRITION CO	2010-12-06	2012-06-08	6131	4718	1413	1413
265. 3M COMPANY	2007-01-30	2012-06-08	22739	19998	2741	2741
503. WISCONSIN ENERGY CORP.	2010-11-03	2012-06-13	19572	15019	4553	4553
751. WISCONSIN ENERGY CORP.	2012-02-27	2012-06-13	29222	23875	5347	5347
1320. K M G CHEMICALS INC	2011-02-22	2012-06-14	22002	25285	-3283	-3283
1175. RIGNET INC	2011-06-01	2012-06-14	19276	19794	-518	-518
234. WORLD FUEL SVCS CORP	2012-05-02	2012-06-14	8775	9199	-424	-424
286. WORLD FUEL SVCS CORP	2011-05-05	2012-06-14	10725	10353	372	372
155. DIAGEO PLC-SPONSORED ADR NEW REPSTG 4 ORD SHS	2011-10-20	2012-06-15	15415	12908	2507	2507
3411.77 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2012-06-15	3412	3400	12	12
71.07 F H L M C #1J0203 2.445% 4/01/35	2005-05-12	2012-06-15	71	72	-1	-1
9728.38 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2012-06-15	9728	9941	-213	-213
3494.5 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2012-06-15	3495	3465	30	30
6114.77 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2012-06-15	6115	6235	-120	-120
10097.23 F H L M C GD J16447 3.500% 8/01/26	2012-02-28	2012-06-15	10097	10539	-442	-442
12894.55 F H L M C MLTCL MTG 5.500% 7/15/32	2012-03-28	2012-06-15	12895	13376	-481	-481
1753.01 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2012-06-15	1753	1737	16	16
3195.24 G N M A #604002 5.500% 2/15/33	2003-05-28	2012-06-15	3195	3212	-17	-17
7.81 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2012-06-15	8	8
945. GARDNER DENVER INC	2012-04-23	2012-06-15	47642	61775	-14133	-14133
425. PEPSICO INC.	2011-03-30	2012-06-15	29521	27381	2140	2140
200. CAPITOL FEDERAL FINANCIAL INC	2011-02-18	2012-06-18	2344	2446	-102	-102
330. WORLD FUEL SVCS CORP	2011-02-01	2012-06-18	12421	12582	-161	-161
22. AGREE RLTY CORP	2011-02-18	2012-06-20	486	564	-78	-78
455. CAPITOL FEDERAL FINANCIAL INC	2011-02-23	2012-06-20	5355	5564	-209	-209
18. SXC HEALTH SOLUTIONS CORP	2011-11-01	2012-06-20	1763	828	935	935
63. SXC HEALTH SOLUTIONS CORP	2010-12-27	2012-06-20	6169	2735	3434	3434
287. SODASTREAM INTERNATIONAL LTD	2011-09-09	2012-06-20	10688	10815	-127	-127
147. MSC INDL DIRECT CO INC CL A	2010-09-09	2012-06-21	9749	7241	2508	2508
918. PANDORA MEDIA INC	2012-04-03	2012-06-21	10033	9423	610	610
28. SXC HEALTH SOLUTIONS CORP	2010-12-27	2012-06-21	2748	1142	1606	1606
323. WORLD FUEL SVCS CORP	2011-05-03	2012-06-21	11624	12271	-647	-647
6. AGREE RLTY CORP	2011-02-18	2012-06-22	132	154	-22	-22
275. CARBO CERAMICS INC	2012-01-19	2012-06-22	20649	32906	-12257	-12257
14. SXC HEALTH SOLUTIONS CORP	2010-11-03	2012-06-22	1324	565	759	759
46. SXC HEALTH SOLUTIONS CORP	2010-11-03	2012-06-22	4381	1855	2526	2526
427. WORLD FUEL SVCS CORP	2011-04-15	2012-06-22	15158	15990	-832	-832
270. CAPITOL FEDERAL FINANCIAL INC	2011-02-23	2012-06-25	3127	3270	-143	-143
110. CARBO CERAMICS INC	2012-01-26	2012-06-25	8006	12021	-4015	-4015
412.93 F N M A GTD REMIC 0.760% 2/25/42	2012-03-27	2012-06-25	413	413
157.7 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2012-06-25	158	158
4666.62 F N M A #256752 6.000% 6/01/27	2008-02-07	2012-06-25	4667	4695	-28	-28
4742.7 F N M A #257048 6.000% 1/01/28	2007-12-18	2012-06-25	4743	4783	-40	-40
15.01 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2012-06-25	15	15
43.9 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2012-06-25	44	44
7543.55 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2012-06-25	7544	7569	-25	-25
2591.36 F N M A #AH6783 4.000% 3/01/41	2012-03-23	2012-06-25	2591	2706	-115	-115
6737.52 F N M A #AH6783 4.000% 3/01/41	2011-08-24	2012-06-25	6738	6918	-180	-180
5254.88 F N M A #AJ1441 3.500% 9/01/26	2012-02-28	2012-06-25	5255	5502	-247	-247
2512.06 F N M A #AJ5336 3.000% 11/01/26	2011-11-10	2012-06-25	2512	2565	-53	-53
2194.91 F N M A #AC4824 3.568% 10/01/39	2010-10-01	2012-06-25	2195	2251	-56	-56
1409.56 F N M A #MA0971 4.000% 2/01/42	2012-01-31	2012-06-25	1410	1480	-70	-70
878. GEOEYE INC	2012-05-04	2012-06-25	12214	22134	-9920	-9920
6. RENASANT CORP	2011-07-15	2012-06-25	93	91	2	2
4. SXC HEALTH SOLUTIONS CORP	2010-11-03	2012-06-25	372	161	211	211
135. STARWOOD PROPERTY TRUST INC	2011-02-25	2012-06-25	2827	3138	-311	-311
621. WAL MART STORES INC.	2012-02-27	2012-06-25	42208	36301	5907	5907
45. RENASANT CORP	2011-07-15	2012-06-26	694	679	15	15
62. SXC HEALTH SOLUTIONS CORP	2010-11-03	2012-06-26	5853	2501	3352	3352
60655. UBS AG JERSEY E TRACS BLOOMBERG CMCI	2010-11-18	2012-06-26	1216712	1284066	-67354	-67354
504. BECTON DICKINSON & CO.	2009-05-05	2012-06-27	37037	31456	5581	5581
506. MSC INDL DIRECT CO INC CL A	2010-09-09	2012-06-27	31836	24487	7349	7349
175. RENASANT CORP	2011-06-21	2012-06-27	2706	2614	92	92
49. RENASANT CORP	2011-07-15	2012-06-27	758	738	20	20
556. BECTON DICKINSON & CO.	2009-05-05	2012-06-28	40449	34066	6383	6383
1022. KNOLOGY INC	2011-02-18	2012-06-28	20039	16444	3595	3595
53. RENASANT CORP	2011-07-13	2012-06-28	817	790	27	27
302. AGREE RLTY CORP	2011-02-18	2012-06-29	6649	7774	-1125	-1125
87. BRADY CORPORATION CL A	2011-02-22	2012-06-29	2436	3119	-683	-683
155. COSTCO WHOLESALE CORPORATION	2009-06-23	2012-06-29	14688	7035	7653	7653
905. KNOLOGY INC	2011-02-18	2012-06-29	17757	14561	3196	3196
67. RENASANT CORP	2011-07-13	2012-06-29	1040	999	41	41
80000. MANUF TRADERS 1.96815% 4/01/13	2011-06-07	2012-07-01	80000	79998	2	2
45000. MANUF TRADERS 1.96815% 4/01/13	2011-05-17	2012-07-01	45000	44978	22	22
37. COSTCO WHOLESALE CORPORATION	2009-06-23	2012-07-02	3504	1679	1825	1825
104. COSTCO WHOLESALE CORPORATION	2009-06-23	2012-07-02	9822	4720	5102	5102
1255. WISCONSIN ENERGY CORP.	2010-12-03	2012-07-02	50188	37473	12715	12715
242. KNOLOGY INC	2011-04-26	2012-07-03	4760	3820	940	940
625. WISCONSIN ENERGY CORP.	2010-12-21	2012-07-03	24975	18643	6332	6332
704. KNOLOGY INC	2011-06-27	2012-07-05	13863	10256	3607	3607
91. COSTAR GROUP	2012-03-01	2012-07-06	7350	5468	1882	1882
322. HARMAN INTERNATIONAL	2009-04-15	2012-07-06	12663	5490	7173	7173
508. KNOLOGY INC	2011-02-23	2012-07-06	10000	7322	2678	2678
649. WISCONSIN ENERGY CORP.	2010-12-21	2012-07-06	25969	19321	6648	6648
130. CASEYS GEN STORES INC	2011-02-22	2012-07-09	8080	5602	2478	2478
80. COSTAR GROUP	2012-03-07	2012-07-09	6449	4799	1650	1650
144. HARMAN INTERNATIONAL	2009-04-15	2012-07-09	5638	2455	3183	3183
1734. KNOLOGY INC	2011-02-23	2012-07-09	34135	24992	9143	9143
2264. KNOLOGY INC	2011-02-25	2012-07-10	44586	32620	11966	11966
281. PEPSICO INC.	2010-12-21	2012-07-10	19606	18370	1236	1236
148. PEPSICO INC.	2011-04-14	2012-07-10	10326	9893	433	433
332. WISCONSIN ENERGY CORP.	2011-08-09	2012-07-10	13286	9163	4123	4123
256. WISCONSIN ENERGY CORP.	2010-12-21	2012-07-10	10245	7621	2624	2624
680. WISCONSIN ENERGY CORP.	2011-04-14	2012-07-10	27212	20231	6981	6981
239. SODASTREAM INTERNATIONAL LTD	2011-08-23	2012-07-10	9098	8712	386	386
486. INCYTE PHARMACEUTICALS INC	2011-12-19	2012-07-11	11767	6742	5025	5025
980. KNOLOGY INC	2009-09-17	2012-07-11	19286	7055	12231	12231
650. KNOLOGY INC	2011-02-25	2012-07-11	12792	9364	3428	3428
42. RENASANT CORP	2011-07-13	2012-07-11	672	626	46	46
5415. KNOLOGY INC	2009-04-29	2012-07-12	106581	33927	72654	72654
1410. KNOLOGY INC	2011-04-05	2012-07-12	27752	20163	7589	7589
135. RENASANT CORP	2011-05-26	2012-07-12	2166	2000	166	166
48. RENASANT CORP	2011-07-13	2012-07-12	770	715	55	55
75. CASEYS GEN STORES INC	2011-02-22	2012-07-13	4609	3232	1377	1377
1850. WET SEAL INC CL A	2011-04-06	2012-07-13	5685	8333	-2648	-2648
3110.29 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2012-07-15	3110	3100	10	10
56.74 F H L M C #1J0203 2.445% 4/01/35	2005-05-12	2012-07-15	57	57
8333.48 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2012-07-15	8333	8510	-177	-177
3253.12 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2012-07-15	3253	3226	27	27
5146.48 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2012-07-15	5146	5244	-98	-98
6046.87 F H L M C GD J16447 3.500% 8/01/26	2012-02-28	2012-07-15	6047	6304	-257	-257
9180.11 F H L M C MLTCL MTG 5.500% 7/15/32	2012-03-28	2012-07-15	9180	9514	-334	-334
1761.04 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2012-07-15	1761	1745	16	16
2633.7 G N M A #604002 5.500% 2/15/33	2003-05-28	2012-07-15	2634	2647	-13	-13
7.86 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2012-07-15	8	8
16. STERICYCLE INC	2010-02-03	2012-07-16	1486	864	622	622
7. STERICYCLE INC	2010-02-03	2012-07-16	652	378	274	274
1961. KNOLOGY INC	2009-04-23	2012-07-17	38730	11761	26969	26969
621. KNOLOGY INC	2011-04-05	2012-07-17	12265	8508	3757	3757
63. STERICYCLE INC	2010-02-03	2012-07-17	5861	3401	2460	2460
31. STERICYCLE INC	2010-02-03	2012-07-17	2880	1673	1207	1207
42. K12 INC	2012-01-10	2012-07-18	874	1115	-241	-241
1790. LOWES COS INC	2010-10-15	2012-07-18	45729	38405	7324	7324
104. RENASANT CORP	2011-05-26	2012-07-18	1704	1541	163	163
142. STERICYCLE INC	2010-02-04	2012-07-18	13225	7651	5574	5574
6. STERICYCLE INC	2010-02-04	2012-07-18	559	323	236	236
488. WET SEAL INC CL A	2011-04-06	2012-07-18	1504	2198	-694	-694
16. APPLE COMPUTER INC.	2009-01-16	2012-07-19	9808	1297	8511	8511
5. COSTAR GROUP	2012-03-07	2012-07-19	400	299	101	101
412. K12 INC	2012-02-08	2012-07-19	8402	9856	-1454	-1454
116. RENASANT CORP	2011-06-09	2012-07-19	1908	1718	190	190
150. WET SEAL INC CL A	2011-04-06	2012-07-19	462	676	-214	-214
19. DAVITA INC	2008-01-07	2012-07-20	1850	1060	790	790
10. DAVITA INC	2008-01-07	2012-07-20	973	558	415	415
197. EXPRESS SCRIPTS HLDGS C	2011-03-01	2012-07-20	11316	11061	255	255
366. K12 INC	2012-02-28	2012-07-20	7378	8314	-936	-936
162. K12 INC	2012-02-28	2012-07-20	3294	3590	-296	-296
42. DAVITA INC	2008-01-07	2012-07-23	3999	2343	1656	1656
4. DAVITA INC	2008-01-07	2012-07-23	382	223	159	159
375. K12 INC	2012-02-15	2012-07-23	7448	8214	-766	-766
2292. WET SEAL INC CL A	2011-04-06	2012-07-23	5749	10324	-4575	-4575
1655. WET SEAL INC CL A	2011-04-06	2012-07-23	4284	7455	-3171	-3171
34. DAVITA INC	2008-01-07	2012-07-24	3218	1897	1321	1321
622. K12 INC	2012-01-25	2012-07-24	11664	13345	-1681	-1681
28. K12 INC	2012-01-19	2012-07-24	539	595	-56	-56
1345. PANDORA MEDIA INC	2012-04-02	2012-07-24	12830	13721	-891	-891
407.19 F N M A GTD REMIC 0.760% 2/25/42	2012-03-27	2012-07-25	407	408	-1	-1
131.73 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2012-07-25	132	132
4537.69 F N M A #256752 6.000% 6/01/27	2008-02-07	2012-07-25	4538	4564	-26	-26
5840.45 F N M A #257048 6.000% 1/01/28	2007-12-18	2012-07-25	5840	5889	-49	-49
15.1 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2012-07-25	15	15
44.15 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2012-07-25	44	44
9596.36 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2012-07-25	9596	9628	-32	-32
8207.23 F N M A #AH6783 4.000% 3/01/41	2011-08-24	2012-07-25	8207	8422	-215	-215
3156.63 F N M A #AH6783 4.000% 3/01/41	2012-03-23	2012-07-25	3157	3293	-136	-136
5451. F N M A #AJ1441 3.500% 9/01/26	2012-02-28	2012-07-25	5451	5700	-249	-249
4749.93 F N M A #AJ5336 3.000% 11/01/26	2011-11-10	2012-07-25	4750	4847	-97	-97
5723.19 F N M A #AC4824 3.568% 10/01/39	2010-10-01	2012-07-25	5723	5867	-144	-144
4397.35 F N M A #MA0971 4.000% 2/01/42	2012-01-31	2012-07-25	4397	4612	-215	-215
427. HEALTHCARE SVCS GROUP INC	2012-02-27	2012-07-25	9413	8456	957	957
34.303 BROWN ADVISORY INTERMED XXX-XX-XXXX	2011-12-08	2012-07-25	393	386	7	7
1494.217 BROWN ADVISORY INTERMED XXX-XX-XXXX	2008-11-26	2012-07-25	17139	15809	1330	1330
145. TOTAL SYSTEM SERVICES INC	2011-02-18	2012-07-25	3313	2580	733	733
1605. WET SEAL INC CL A	2011-04-06	2012-07-25	4266	7229	-2963	-2963
266. CARBO CERAMICS INC	2012-02-03	2012-07-26	22526	27855	-5329	-5329
194. CARBO CERAMICS INC	2012-02-03	2012-07-26	14997	19851	-4854	-4854
130. COSTAR GROUP	2012-03-07	2012-07-26	10456	7756	2700	2700
374. HEALTHCARE SVCS GROUP INC	2012-02-27	2012-07-26	8225	7406	819	819
1029. K12 INC	2012-01-19	2012-07-26	17917	21393	-3476	-3476
100000. U S TREASURY NT 1.000% 1/15/14	2012-03-19	2012-07-26	101145	100948	197	197
749. CARBO CERAMICS INC	2012-02-28	2012-07-27	50393	70816	-20423	-20423
641. HEALTHCARE SVCS GROUP INC	2012-02-27	2012-07-27	14124	12693	1431	1431
259. K12 INC	2012-01-18	2012-07-27	4535	5338	-803	-803
28. HEALTHCARE SVCS GROUP INC	2012-02-27	2012-07-30	618	554	64	64
55000. AMER EXPRESS MTN 1.33952% 6/24/14	2012-03-13	2012-07-31	55431	54746	685	685
35000. POTASH CORP 5.250% 5/15/14	2012-04-27	2012-07-31	37754	37713	41	41
25000. POTASH CORP 5.250% 5/15/14	2009-07-14	2012-07-31	26967	25447	1520	1520
117. ULTIMATE SOFTWARE GROUP INC	2010-10-18	2012-07-31	10525	4729	5796	5796
2350. GEN PROBE INC	2010-07-09	2012-08-01	194463	106247	88216	88216
5000. INDIANA BD BK REV 2.438% 2/01/14	2012-03-27	2012-08-01	5000	5117	-117	-117
43. ULTIMATE SOFTWARE GROUP INC	2010-10-18	2012-08-01	4096	1731	2365	2365
45000. VERIZON COMM 0.920% 3/28/14	2011-03-23	2012-08-01	45360	45000	360	360
458. HEALTHCARE SVCS GROUP INC	2012-02-27	2012-08-03	10085	9069	1016	1016
45. ANSYS INC	2012-05-04	2012-08-06	3044	2794	250	250
30. ANSYS INC	2012-05-04	2012-08-06	2031	1863	168	168
217.99965 BROADSOFT INC	2012-02-22	2012-08-06	6103	7877	-1774	-1774
43.00035 BROADSOFT INC	2012-02-22	2012-08-06	1204	1554	-350	-350
115. BROADSOFT INC	2012-02-22	2012-08-06	3259	4155	-896	-896
28. GOOGLE INC CL A	2008-12-03	2012-08-06	18117	7760	10357	10357
148. ANSYS INC	2012-05-04	2012-08-07	10036	9169	867	867
41. ANSYS INC	2012-05-03	2012-08-07	2789	2529	260	260
142. BRADY CORPORATION CL A	2011-02-22	2012-08-07	3928	5060	-1132	-1132
265. DIAGEO PLC-SPONSORED ADR NEW REPSTG 4 ORD SHS	2011-10-20	2012-08-07	28314	22068	6246	6246
51. MSC INDL DIRECT CO INC CL A	2010-09-01	2012-08-07	3602	2413	1189	1189
160. PEPSICO INC.	2011-02-09	2012-08-07	11595	10288	1307	1307
5307. WET SEAL INC CL A	2011-04-19	2012-08-07	15015	23580	-8565	-8565
17. ANSYS INC	2012-05-03	2012-08-08	1139	1049	90	90
65. ANSYS INC	2012-05-03	2012-08-08	4325	4009	316	316
82. ANSYS INC	2010-10-12	2012-08-08	5456	3531	1925	1925
1028. WET SEAL INC CL A	2011-06-02	2012-08-08	2965	4392	-1427	-1427
1625. WET SEAL INC CL A	2011-11-09	2012-08-08	4687	5146	-459	-459
82. ANSYS INC	2010-10-11	2012-08-09	5490	3515	1975	1975
6. MSC INDL DIRECT CO INC CL A	2010-09-01	2012-08-09	420	284	136	136
23. MSC INDL DIRECT CO INC CL A	2010-09-01	2012-08-09	1611	1088	523	523
175000. F H L B DEB 4.750% 12/16/16	2009-12-15	2012-08-10	205251	184619	20632	20632
553247.32 F N M A #AH6783 4.000% 3/01/41	2011-08-24	2012-08-10	592061	567476	24585	24585
212787.43 F N M A #AH6783 4.000% 3/01/41	2012-03-23	2012-08-10	227716	221854	5862	5862
115. MSC INDL DIRECT CO INC CL A	2010-09-01	2012-08-10	7854	5442	2412	2412
78. MSC INDL DIRECT CO INC CL A	2010-09-01	2012-08-10	5314	3691	1623	1623
69. VITAMIN SHOPPE INC	2011-02-24	2012-08-10	3982	2383	1599	1599
1280. PANDORA MEDIA INC	2012-03-29	2012-08-13	12558	12666	-108	-108
269. PHILIP MORRIS INTL	2012-02-27	2012-08-13	24799	22379	2420	2420
76. CASEYS GEN STORES INC	2011-02-22	2012-08-14	4559	3275	1284	1284
125. DANAHER CORP	2012-03-30	2012-08-14	6686	6953	-267	-267
39. FOSSIL INC	2011-08-24	2012-08-14	3303	3541	-238	-238
3. FOSSIL INC	2011-08-24	2012-08-14	255	272	-17	-17
145. MAXIMUS INC	2011-02-18	2012-08-14	7654	5412	2242	2242
300000. U S TREASURY NT 1.000% 1/15/14	2012-03-19	2012-08-14	303164	302732	432	432
320000. U S TREASURY NT 0.875% 1/31/17	2012-03-15	2012-08-14	323038	316875	6163	6163
320000. U S TREASURY NT 0.875% 1/31/17	2012-07-13	2012-08-14	323038	320253	2785	2785
94. CASEYS GEN STORES INC	2011-02-22	2012-08-15	5639	4051	1588	1588
189. DANAHER CORP	2008-03-18	2012-08-15	10110	7082	3028	3028
119. DANAHER CORP	2012-03-29	2012-08-15	6366	6538	-172	-172
3476.06 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2012-08-15	3476	3464	12	12
62.01 F H L M C #1J0203 2.445% 4/01/35	2005-05-12	2012-08-15	62	63	-1	-1
8546.22 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2012-08-15	8546	8721	-175	-175
712.12 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2012-08-15	712	706	6	6
8149.94 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2012-08-15	8150	8300	-150	-150
10783.39 F H L M C GD J16447 3.500% 8/01/26	2012-02-28	2012-08-15	10783	11227	-444	-444
12611.5 F H L M C MLTCL MTG 5.500% 7/15/32	2012-03-28	2012-08-15	12612	13058	-446	-446
1769.12 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2012-08-15	1769	1753	16	16
167. FOSSIL INC	2011-08-24	2012-08-15	14448	15119	-671	-671
3678.67 G N M A #604002 5.500% 2/15/33	2003-05-28	2012-08-15	3679	3697	-18	-18
7.91 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2012-08-15	8	8
145. MAXIMUS INC	2011-02-18	2012-08-17	7681	5412	2269	2269
159. BROADSOFT INC	2012-02-22	2012-08-21	5871	5730	141	141
60000. SBC COMMUNICATIONS 5.100% 9/15/14	2012-03-27	2012-08-21	65444	65155	289	289
138. VOLTERRA SEMICONDUCTOR CORP	2009-04-16	2012-08-21	3436	1384	2052	2052
2086. LOWES COS INC	2012-02-27	2012-08-22	56408	57645	-1237	-1237
150. LOWES COS INC	2012-02-27	2012-08-22	4092	4145	-53	-53
660. LOWES COS INC	2011-07-08	2012-08-22	18003	15288	2715	2715
121. VOLTERRA SEMICONDUCTOR CORP	2009-04-15	2012-08-22	2950	1206	1744	1744
1075. CA INC	2010-06-30	2012-08-23	27667	20129	7538	7538
230. HARRIS CORP.	2009-06-25	2012-08-23	10668	6517	4151	4151
1185.45 F N M A GTD REMIC 0.760% 2/25/42	2012-03-27	2012-08-25	1185	1187	-2	-2
143.87 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2012-08-25	144	144
4627.61 F N M A #256752 6.000% 6/01/27	2008-02-07	2012-08-25	4628	4654	-26	-26
3672.08 F N M A #257048 6.000% 1/01/28	2007-12-18	2012-08-25	3672	3702	-30	-30
15.2 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2012-08-25	15	15
44.4 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2012-08-25	44	44
11460.05 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2012-08-25	11460	11496	-36	-36
10937.41 F N M A #AH6783 4.000% 3/01/41	2011-08-24	2012-08-25	10937	11216	-279	-279
4206.68 F N M A #AH6783 4.000% 3/01/41	2012-03-23	2012-08-25	4207	4384	-177	-177
8249.48 F N M A #AJ1441 3.500% 9/01/26	2012-02-28	2012-08-25	8249	8615	-366	-366
6318.35 F N M A #AJ5336 3.000% 11/01/26	2011-11-10	2012-08-25	6318	6444	-126	-126
2953.45 F N M A #AC4824 3.568% 10/01/39	2010-10-01	2012-08-25	2953	3026	-73	-73
6480.6 F N M A #MA0971 4.000% 2/01/42	2012-01-31	2012-08-25	6481	6789	-308	-308
229. ACME PACKET INC	2012-02-28	2012-08-30	4395	7912	-3517	-3517
240. ACTUANT CORP CL A NEW	2011-02-18	2012-08-30	6710	7257	-547	-547
89. ACUITY BRANDS INC	2011-07-29	2012-08-30	5644	4300	1344	1344
125. AGREE RLTY CORP	2011-02-22	2012-08-30	3041	3215	-174	-174
75. AIR METHODS CORP	2011-07-20	2012-08-30	8688	5490	3198	3198
560. AMERICAN EQUITY INVT LIFE HL	2011-05-12	2012-08-30	6415	7303	-888	-888
107. AMERIGROUP CORP	2012-02-13	2012-08-30	9712	7818	1894	1894
60. AMERIGROUP CORP	2012-03-23	2012-08-30	5446	3850	1596	1596
188. ANN INC	2012-07-12	2012-08-30	6740	4655	2085	2085
35. ANN INC	2011-02-18	2012-08-30	1256	849	407	407
77.00018 APPLIED MICRO CIRCUITS CORP	2010-03-25	2012-08-30	402	646	-244	-244
151. APPLIED MICRO CIRCUITS CORP	2011-03-09	2012-08-30	789	1525	-736	-736
383.99982 APPLIED MICRO CIRCUITS CORP	2010-03-25	2012-08-30	2006	3222	-1216	-1216
160. ASCENT CAPITAL GROUP INC A	2012-02-14	2012-08-30	8271	7641	630	630
102. ASCENT CAPITAL GROUP INC A	2011-01-27	2012-08-30	5276	4083	1193	1193
400. BOINGO WIRELESS INC	2012-03-01	2012-08-30	2890	3802	-912	-912
145. BRADY CORPORATION CL A	2011-02-18	2012-08-30	4107	5153	-1046	-1046
142. BROADSOFT INC	2012-02-22	2012-08-30	5208	5054	154	154
425. BROADRIDGE FINANCIAL SOLUTIONS INC	2011-07-13	2012-08-30	10170	10085	85	85
324. BROADRIDGE FINANCIAL SOLUTIONS INC	2012-07-19	2012-08-30	7734	7084	650	650
230. CYS INVESTMENTS INC	2010-10-21	2012-08-30	3271	2970	301	301
215.00946 CAPITALSOURCE INC	2012-02-14	2012-08-30	1482	1550	-68	-68
839.99054 CAPITALSOURCE INC	2012-02-14	2012-08-30	5792	6057	-265	-265
415. CAPITOL FEDERAL FINANCIAL INC	2011-02-23	2012-08-30	4902	5027	-125	-125
95. CASEYS GEN STORES INC	2011-02-22	2012-08-30	5396	4094	1302	1302
105. CATAMARAN CORPORATION	2010-11-03	2012-08-30	9083	4235	4848	4848
125. CATO CORP CL A	2011-02-25	2012-08-30	3685	3056	629	629
99.99422 CAVIUM INC	2011-11-09	2012-08-30	3247	3326	-79	-79
71.00578 CAVIUM INC	2011-11-07	2012-08-30	2306	2386	-80	-80
94. COMMVAULT SYSTEMS INC	2009-06-05	2012-08-30	4777	1487	3290	3290
59. CONCUR TECHNOLOGIES INC	2011-08-23	2012-08-30	4239	2127	2112	2112
215. CORE MARK HLDG CO INC	2012-08-07	2012-08-30	10083	10652	-569	-569
450. CORELOGIC INC	2012-07-25	2012-08-30	10975	10330	645	645
83. COSTAR GROUP	2012-03-06	2012-08-30	6649	4903	1746	1746
2. COVANCE INC	2012-07-27	2012-08-30	95	93	2	2
183. COVANCE INC	2009-04-16	2012-08-30	8707	7188	1519	1519
40. DST SYSTEMS INC-DEL	2011-02-18	2012-08-30	2036	2031	5	5
300. DIGITALGLOBE INC	2012-05-04	2012-08-30	6083	4871	1212	1212
465. ECHOSTAR CORPORATION A	2011-02-25	2012-08-30	12615	16787	-4172	-4172
152. EXACTTARGET INC	2012-07-30	2012-08-30	3119	3698	-579	-579
470. EXFO INC	2011-05-06	2012-08-30	2288	4471	-2183	-2183
325000. F H L B DEB 4.750% 12/16/16	2009-12-15	2012-08-30	381508	337577	43931	43931
305. FLY LEASING LTD A D R	2012-05-16	2012-08-30	3994	3941	53	53
164.9992 GFI GROUP INC	2011-02-22	2012-08-30	474	879	-405	-405
730.0008 GFI GROUP INC	2011-02-22	2012-08-30	2095	3888	-1793	-1793
275. GAMESTOP CORP CL A	2011-02-25	2012-08-30	5178	5482	-304	-304
86.9999 GARDNER DENVER INC	2011-12-30	2012-08-30	5202	6746	-1544	-1544
35.0001 GARDNER DENVER INC	2011-12-30	2012-08-30	2093	2711	-618	-618
135. GARDNER DENVER INC	2012-02-03	2012-08-30	8070	10435	-2365	-2365
135. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011	2012-04-02	2012-08-30	5590	6205	-615	-615
45.00006 GULF IS FABRICATION INC	2011-02-25	2012-08-30	1164	1372	-208	-208
144.99994 GULF IS FABRICATION INC	2011-02-25	2012-08-30	3750	4420	-670	-670
191. HMS HLDGS CORP	2012-02-24	2012-08-30	6610	6407	203	203
171. HARMAN INTERNATIONAL	2009-04-15	2012-08-30	7817	2915	4902	4902
43.99892 HEXCEL CORP NEW COM	2011-07-25	2012-08-30	994	1055	-61	-61
102.00108 HEXCEL CORP NEW COM	2011-07-25	2012-08-30	2304	2446	-142	-142
185. HEXCEL CORP NEW COM	2012-06-26	2012-08-30	4178	4507	-329	-329
212.00064 HOMEAWAY INC	2012-02-22	2012-08-30	4979	5461	-482	-482
49.99936 HOMEAWAY INC	2012-02-22	2012-08-30	1174	1288	-114	-114
122. IDEX CORP	2012-07-27	2012-08-30	4821	4670	151	151
39. IDEX CORP	2009-04-15	2012-08-30	1541	891	650	650
59. IDEXX LABORATORIES CORP	2009-04-15	2012-08-30	5548	2187	3361	3361
282. INCYTE PHARMACEUTICALS INC	2012-08-02	2012-08-30	5558	5580	-22	-22
165. INFORMATICA CORP	2011-12-15	2012-08-30	5475	6647	-1172	-1172
226. INTERACTIVE INTELLIGENCE GRO	2011-04-26	2012-08-30	6576	8238	-1662	-1662
90. INTERACTIVE INTELLIGENCE GRO	2011-02-17	2012-08-30	2619	3594	-975	-975
233. INTERLINE BRANDS INC	2009-04-15	2012-08-30	5925	2481	3444	3444
275. K M G CHEMICALS INC	2011-02-22	2012-08-30	5014	5254	-240	-240
115. KEMPER CORP	2012-08-07	2012-08-30	3514	3674	-160	-160
190.99973 KNIGHT TRANSN INC	2011-03-22	2012-08-30	2764	3696	-932	-932
361.00027 KNIGHT TRANSN INC	2011-03-22	2012-08-30	5224	6991	-1767	-1767
60. KRATON PERFORMANCE POLYMERS	2011-02-23	2012-08-30	1250	1932	-682	-682
60. LSB INDS INC	2011-02-25	2012-08-30	2275	1766	509	509
88. LANDSTAR SYS INC.	2012-08-06	2012-08-30	4366	4424	-58	-58
90. LIBERTY MEDIA CORP	2011-02-18	2012-08-30	9347	7347	2000	2000
1040. MFA FINANCIAL INC	2011-08-31	2012-08-30	8481	7914	567	567
145. MAIDENFORM BRANDS INC	2012-06-04	2012-08-30	3120	2734	386	386
281. MASIMO CORP	2011-07-14	2012-08-30	6133	8482	-2349	-2349
245. MAXIMUS INC	2011-02-22	2012-08-30	13346	9116	4230	4230
124. MAXIMUS INC	2012-07-30	2012-08-30	6754	6376	378	378
235. MEASUREMENT SPECIALTIES INC	2012-07-10	2012-08-30	7523	7515	8	8
277.99992 MERCURY SYSTEMS INC	2011-07-16	2012-08-30	2666	5241	-2575	-2575
55.00008 MERCURY SYSTEMS INC	2011-07-12	2012-08-30	528	1043	-515	-515
246. MICROSEMI CORP	2011-04-21	2012-08-30	4916	5558	-642	-642
77.9993 MONRO MUFFLER BRAKE INC	2012-03-15	2012-08-30	2639	3431	-792	-792
58.0007 MONRO MUFFLER BRAKE INC	2012-03-16	2012-08-30	1962	2505	-543	-543
370. OCEANFIRST FINL CORP	2012-02-22	2012-08-30	5177	5129	48	48
1065. ORBCOMM INC	2012-03-12	2012-08-30	3682	4014	-332	-332
160. ORITANI FINL CORP	2011-07-13	2012-08-30	2340	2107	233	233
445. PHH CORP	2012-05-16	2012-08-30	7810	7241	569	569
287.00009 P S S WORLD MED INC	2011-07-07	2012-08-30	6182	8257	-2075	-2075
124.99991 P S S WORLD MED INC	2011-07-07	2012-08-30	2692	3596	-904	-904
380. P S S WORLD MED INC	2011-12-27	2012-08-30	8185	9308	-1123	-1123
1280. PACIFIC PREMIER BANCORP INC	2011-02-23	2012-08-30	11737	9010	2727	2727
353. PANDORA MEDIA INC	2012-03-29	2012-08-30	4208	3493	715	715
80.99902 PEGASYSTEMS INC	2011-11-16	2012-08-30	2170	2410	-240	-240
210.00098 PEGASYSTEMS INC	2011-11-17	2012-08-30	5626	6239	-613	-613
45.00014 PRICE SMART INC	2012-05-02	2012-08-30	3253	3667	-414	-414
31.99986 PRICE SMART INC	2012-05-02	2012-08-30	2313	2638	-325	-325
267. QUANEX BLDG PRODS CORP	2011-08-01	2012-08-30	4686	4175	511	511
350. RENASANT CORP	2011-06-22	2012-08-30	6414	5165	1249	1249
380. RIGNET INC	2011-02-18	2012-08-30	6623	5689	934	934
271. ROADRUNNER TRANSPORTATION SY	2010-10-13	2012-08-30	4652	3251	1401	1401
123. ROCKWOOD HLDGS INC	2011-10-06	2012-08-30	5719	4780	939	939
356. SAPIENT CORP	2012-04-17	2012-08-30	3535	4485	-950	-950
96. HENRY SCHEIN INC	2009-04-15	2012-08-30	7299	3958	3341	3341
54. SEATTLE GENETICS INC /WA	2012-08-21	2012-08-30	1430	1407	23	23
326. SHUFFLE MASTER INC	2012-05-03	2012-08-30	4942	5737	-795	-795
220. STARWOOD PROPERTY TRUST INC	2011-02-18	2012-08-30	5168	5089	79	79
95. SUSSER HOLDINGS CORP	2012-08-09	2012-08-30	3236	3637	-401	-401
115. THERMON GROUP HOLDINGS INC	2011-11-14	2012-08-30	2591	1815	776	776
285. TOTAL SYSTEM SERVICES INC	2011-02-18	2012-08-30	6578	5070	1508	1508
425. TRIMAS CORP	2011-04-20	2012-08-30	9118	9621	-503	-503
56. ULTIMATE SOFTWARE GROUP INC	2010-10-12	2012-08-30	5458	2157	3301	3301
159. UNITED RENTALS INC	2012-05-17	2012-08-30	4959	5577	-618	-618
25259.5 U S TREASURY I P S 0.125% 4/15/17	2012-08-14	2012-08-30	26999	26877	122	122
24948.5 U S TREASURY I P S 0.125% 7/15/22	2012-08-14	2012-08-30	26990	26713	277	277
57. VALMONT INDS INC	2012-01-04	2012-08-30	7227	5187	2040	2040
365. VISHAY PRECISION GROUP	2011-05-05	2012-08-30	4926	6662	-1736	-1736
90. VITAMIN SHOPPE INC	2011-02-24	2012-08-30	4836	3109	1727	1727
143. VOLCANO CORP	2012-06-27	2012-08-30	3996	4040	-44	-44
158. VOLTERRA SEMICONDUCTOR CORP	2009-04-15	2012-08-30	3872	1575	2297	2297
283. WASTE CONNECTIONS INC	2012-02-29	2012-08-30	8207	9065	-858	-858
225. WORLD FUEL SVCS CORP	2011-01-05	2012-08-30	8204	8299	-95	-95
175. WORLD FUEL SVCS CORP	2011-05-05	2012-08-30	6382	6163	219	219
398. GENPACT LIMITED	2010-05-28	2012-08-30	7196	6742	454	454
230.00469 MAIDEN HOLDINGS LTD	2011-07-13	2012-08-30	2069	2200	-131	-131
439.99531 MAIDEN HOLDINGS LTD	2011-07-20	2012-08-30	3959	4199	-240	-240
459. U T I WORLDWIDE INC	2012-04-02	2012-08-30	6203	7951	-1748	-1748
66. SODASTREAM INTERNATIONAL LTD	2011-08-23	2012-08-30	2520	2299	221	221
8. SODASTREAM INTERNATIONAL LTD	2011-10-31	2012-08-30	305	275	30	30
179. AMERICAN EQUITY INVT LIFE HL	2011-04-28	2012-09-04	2080	2330	-250	-250
35000. BERKSHIRE HATHWY 3.200% 2/11/15	2010-02-04	2012-09-04	37213	34974	2239	2239
95. BRADY CORPORATION CL A	2011-02-18	2012-09-04	2618	3376	-758	-758
35000. GTE CORP 6.840% 4/15/18	2010-02-18	2012-09-04	44164	37506	6658	6658
175. MAXIMUS INC	2011-02-22	2012-09-04	9731	6488	3243	3243
651. AMERICAN EQUITY INVT LIFE HL	2011-04-28	2012-09-05	7549	8430	-881	-881
140. BRADY CORPORATION CL A	2011-02-18	2012-09-06	3992	4975	-983	-983
3346. INTERLINE BRANDS INC	2009-04-15	2012-09-07	85323	35632	49691	49691
5056. PANDORA MEDIA INC	2012-04-18	2012-09-07	51890	47772	4118	4118
50000. DEERE COMPANY 6.950% 4/25/14	2012-03-19	2012-09-10	55117	55092	25	25
5. APPLE COMPUTER INC.	2012-05-18	2012-09-11	3328	2704	624	624
34. APPLE COMPUTER INC.	2011-06-28	2012-09-11	22632	11402	11230	11230
261911.82 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2012-09-11	278691	267082	11609	11609
110795.82 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2012-09-11	118863	112752	6111	6111
555. MERCK AND CO INC	2005-11-23	2012-09-11	24652	17008	7644	7644
200. NATIONAL-OILWELL INC	2012-05-10	2012-09-11	16498	13773	2725	2725
35000. COMCAST CORP 6.500% 1/15/15	2009-08-11	2012-09-12	39548	36711	2837	2837
35000. CONSOLIDATED NAT GAS 5.000% 12/01/14	2009-08-18	2012-09-12	37998	35867	2131	2131
170. CASEYS GEN STORES INC	2011-02-23	2012-09-13	10038	7228	2810	2810
91. IDEX CORP	2009-04-15	2012-09-13	3722	2078	1644	1644
315000. U S TREASURY NT 0.875% 1/31/17	2012-03-15	2012-09-13	319491	311912	7579	7579
230. FREEPORT-MCMORAN COPPER & GOLD B	2012-02-23	2012-09-14	9942	9291	651	651
119. IDEX CORP	2009-04-15	2012-09-14	4922	2718	2204	2204
3167.84 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2012-09-15	3168	3157	11	11
11.98 F H L M C #1J0203 2.445% 4/01/35	2005-05-12	2012-09-15	12	12
9967.48 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2012-09-15	9967	10165	-198	-198
4407.93 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2012-09-15	4408	4371	37	37
4804.33 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2012-09-15	4804	4889	-85	-85
15518.69 F H L M C GD J16447 3.500% 8/01/26	2012-02-28	2012-09-15	15519	16138	-619	-619
1351.87 F H L M C GD C03796 3.500% 4/01/42	2012-07-18	2012-09-15	1352	1429	-77	-77
1591.35 F H L M C GD Q08903 3.500% 6/01/42	2012-08-10	2012-09-15	1591	1679	-88	-88
1091.21 F H L M C GD Q08903 3.500% 6/01/42	2012-08-10	2012-09-15	1091	1151	-60	-60
565.69 F H L M C MLTCL MTG 4.000% 5/15/22	2012-08-24	2012-09-15	566	609	-43	-43
10409.32 F H L M C MLTCL MTG 5.500% 7/15/32	2012-03-28	2012-09-15	10409	10768	-359	-359
19321.13 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2012-09-15	19321	19146	175	175
260.81 G N M A #604002 5.500% 2/15/33	2003-05-28	2012-09-15	261	262	-1	-1
7.95 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2012-09-15	8	8
50000. GEORGE WASHINGTON DC 5.095% 9/15/32	2012-03-22	2012-09-15	50000	52062	-2062	-2062
108. IDEX CORP	2009-04-15	2012-09-17	4471	2467	2004	2004
203. VOLTERRA SEMICONDUCTOR CORP	2009-04-15	2012-09-17	4575	2023	2552	2552
275. ANN INC	2011-02-25	2012-09-18	10380	6594	3786	3786
526. BROADSOFT INC	2012-02-21	2012-09-18	20767	18720	2047	2047
170. MAXIMUS INC	2011-02-22	2012-09-18	9874	6302	3572	3572
17. RENASANT CORP	2011-06-22	2012-09-18	336	250	86	86
39. BROADSOFT INC	2012-02-21	2012-09-20	1507	1388	119	119
31. CAVIUM INC	2011-11-11	2012-09-20	1075	1117	-42	-42
23. CONCUR TECHNOLOGIES INC	2011-08-23	2012-09-20	1713	825	888	888
19. ROADRUNNER TRANSPORTATION SY	2012-09-10	2012-09-20	337	346	-9	-9
24. APPLE COMPUTER INC.	2009-01-16	2012-09-21	16839	1945	14894	14894
35. BROADSOFT INC	2012-02-21	2012-09-21	1362	1236	126	126
11.99789 CAVIUM INC	2011-11-11	2012-09-21	420	432	-12	-12
15.00211 CAVIUM INC	2011-11-11	2012-09-21	525	541	-16	-16
21. CONCUR TECHNOLOGIES INC	2011-08-18	2012-09-21	1576	752	824	824
32. GOOGLE INC CL A	2008-12-03	2012-09-21	23438	8869	14569	14569
26. NATIONAL INSTRS CORP	2011-05-04	2012-09-21	691	774	-83	-83
24.00524 ROADRUNNER TRANSPORTATION SY	2012-09-10	2012-09-21	422	438	-16	-16
10.99476 ROADRUNNER TRANSPORTATION SY	2012-09-10	2012-09-21	193	200	-7	-7
58. ANSYS INC	2010-10-11	2012-09-24	4259	2486	1773	1773
3. ANSYS INC	2010-10-11	2012-09-24	221	129	92	92
321840.15 F N M A #MA0971 4.000% 2/01/42	2012-01-31	2012-09-24	347336	336713	10623	10623
69. NATIONAL INSTRS CORP	2011-05-04	2012-09-24	1798	2054	-256	-256
8. NATIONAL INSTRS CORP	2011-05-04	2012-09-24	208	238	-30	-30
112. ANSYS INC	2010-10-11	2012-09-25	8177	4801	3376	3376
2386.01 F N M A GTD REMIC 0.760% 2/25/42	2012-03-27	2012-09-25	2386	2388	-2	-2
124.2 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2012-09-25	124	124
4062.25 F N M A #256752 6.000% 6/01/27	2008-02-07	2012-09-25	4062	4085	-23	-23
2975.93 F N M A #257048 6.000% 1/01/28	2007-12-18	2012-09-25	2976	2999	-23	-23
15.3 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2012-09-25	15	15
44.66 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2012-09-25	45	45
12635.64 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2012-09-25	12636	12674	-38	-38
6825.95 F N M A #AJ1441 3.500% 9/01/26	2012-02-28	2012-09-25	6826	7119	-293	-293
5750.15 F N M A #AJ5336 3.000% 11/01/26	2011-11-10	2012-09-25	5750	5861	-111	-111
14721.79 F N M A #AC4824 3.568% 10/01/39	2010-10-01	2012-09-25	14722	15078	-356	-356
6739.97 F N M A #MA0971 4.000% 2/01/42	2012-01-31	2012-09-25	6740	7052	-312	-312
64. NATIONAL INSTRS CORP	2011-05-04	2012-09-25	1661	1905	-244	-244
36. RENASANT CORP	2011-06-22	2012-09-25	695	529	166	166
250. AGREE RLTY CORP	2011-02-22	2012-09-26	6404	6335	69	69
44. ANSYS INC	2010-10-11	2012-09-26	3159	1886	1273	1273
15. MAXIMUS INC	2011-02-22	2012-09-26	870	556	314	314
59. NATIONAL INSTRS CORP	2011-05-04	2012-09-26	1504	1757	-253	-253
387. RENASANT CORP	2011-06-22	2012-09-26	7376	5686	1690	1690
476. AGREE RLTY CORP	2011-02-23	2012-09-27	12170	12053	117	117
55. ANSYS INC	2010-10-11	2012-09-27	3974	2358	1616	1616
35000. LOS ANGELES CNTY CA 4.280% 6/01/21	2010-11-05	2012-09-27	39725	35000	4725	4725
155. MAXIMUS INC	2011-02-22	2012-09-27	9039	5746	3293	3293
135. NATIONAL INSTRS CORP	2011-05-04	2012-09-27	3442	4019	-577	-577
14. NATIONAL INSTRS CORP	2011-05-04	2012-09-27	357	417	-60	-60
505. PEPSICO INC.	2011-08-08	2012-09-27	35659	32467	3192	3192
110. 3M COMPANY	2007-01-30	2012-09-27	10215	8301	1914	1914
79. AGREE RLTY CORP	2011-02-23	2012-09-28	2024	2000	24	24
119. NATIONAL INSTRS CORP	2011-05-04	2012-09-28	3004	3543	-539	-539
65000. PROTECTIVE LIFE MTN 5.450% 9/28/12	2008-12-23	2012-09-28	65000	65000
35000. PROTECTIVE LIFE MTN 5.450% 9/28/12	2008-12-23	2012-09-28	35000	35000
162.00067 KNIGHT TRANSN INC	2011-04-03	2012-10-01	2276	3193	-917	-917
59.99933 KNIGHT TRANSN INC	2011-04-03	2012-10-01	843	1200	-357	-357
77. NATIONAL INSTRS CORP	2011-05-04	2012-10-01	1926	2292	-366	-366
35000. STAPLES INC 7.375% 10/01/12	2008-12-30	2012-10-01	35000	34892	108	108
65000. STAPLES INC 7.375% 10/01/12	2008-12-30	2012-10-01	65000	64794	206	206
60.00003 ACME PACKET INC	2012-02-03	2012-10-02	1025	1891	-866	-866
246.99997 ACME PACKET INC	2012-02-28	2012-10-02	4221	7949	-3728	-3728
135. BROADSOFT INC	2012-02-17	2012-10-02	5259	4758	501	501
153. CAVIUM INC	2011-12-09	2012-10-02	5023	4825	198	198
103. CONCUR TECHNOLOGIES INC	2011-08-18	2012-10-02	7494	3687	3807	3807
80000. CONSTELLATION ENERGY 5.150% 12/01/20	2012-01-05	2012-10-02	93646	86884	6762	6762
72. KNIGHT TRANSN INC	2011-04-02	2012-10-02	1007	1409	-402	-402
62.9987 MICROSEMI CORP	2011-04-21	2012-10-02	1203	1423	-220	-220
284.0013 MICROSEMI CORP	2011-04-21	2012-10-02	5425	6416	-991	-991
16. NATIONAL INSTRS CORP	2011-05-04	2012-10-02	400	476	-76	-76
205. VOLTERRA SEMICONDUCTOR CORP	2009-04-15	2012-10-02	4389	2043	2346	2346
201. CANADIAN NATURAL RESOURCES LTD	2012-05-03	2012-10-03	6143	6718	-575	-575
110. KNIGHT TRANSN INC	2011-04-02	2012-10-03	1539	2143	-604	-604
30. NATIONAL INSTRS CORP	2011-05-04	2012-10-03	740	892	-152	-152
79. AGREE RLTY CORP	2011-02-25	2012-10-04	2097	1998	99	99
182. CANADIAN NATURAL RESOURCES LTD	2012-05-03	2012-10-04	5643	6027	-384	-384
105. HARRIS CORP.	2009-06-25	2012-10-04	5355	2975	2380	2380
516. HEXCEL CORP NEW COM	2011-08-05	2012-10-04	12649	12377	272	272
85. HEXCEL CORP NEW COM	2011-08-05	2012-10-04	2084	2107	-23	-23
35. NATIONAL INSTRS CORP	2011-05-12	2012-10-04	862	1035	-173	-173
15000. PARTNERS HEALTHCARE 3.443% 7/01/21	2011-12-12	2012-10-04	15876	15033	843	843
35000. PARTNERS HEALTHCARE 3.443% 7/01/21	2011-12-12	2012-10-04	37045	35021	2024	2024
257. CANADIAN NATURAL RESOURCES LTD	2012-05-04	2012-10-05	7947	8365	-418	-418
582. COCA COLA CO.	2012-02-27	2012-10-05	22360	20056	2304	2304
92. NATIONAL INSTRS CORP	2011-05-12	2012-10-05	2272	2717	-445	-445
167. AMERIGROUP CORP	2012-02-24	2012-10-08	15292	11810	3482	3482
360. CA INC	2010-06-30	2012-10-08	9078	6741	2337	2337
167. CANADIAN NATURAL RESOURCES LTD	2012-05-04	2012-10-08	5115	5323	-208	-208
195. CHUBB CORP.	2009-05-11	2012-10-08	15205	7840	7365	7365
22. NATIONAL INSTRS CORP	2011-05-12	2012-10-08	538	650	-112	-112
730. AMERIGROUP CORP	2012-02-24	2012-10-09	66843	51177	15666	15666
2. INTERACTIVE INTELLIGENCE GRO	2011-05-27	2012-10-09	61	71	-10	-10
2. MERCURY SYSTEMS INC	2011-07-23	2012-10-09	17	39	-22	-22
41. NATIONAL INSTRS CORP	2011-05-12	2012-10-09	990	1211	-221	-221
1. SODASTREAM INTERNATIONAL LTD	2011-10-31	2012-10-09	38	34	4	4
47. NATIONAL INSTRS CORP	2011-05-12	2012-10-10	1110	1388	-278	-278
185. CHUBB CORP.	2009-05-11	2012-10-11	14372	7438	6934	6934
75. SODASTREAM INTERNATIONAL LTD	2011-08-25	2012-10-11	2728	2549	179	179
261. SODASTREAM INTERNATIONAL LTD	2011-10-31	2012-10-11	9495	8961	534	534
85. AMERIGROUP CORP	2012-02-23	2012-10-12	7787	5890	1897	1897
97. DAVITA INC	2008-01-07	2012-10-12	10692	5411	5281	5281
103. DAVITA INC	2008-01-07	2012-10-15	11251	5746	5505	5505
2832.42 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2012-10-15	2832	2823	9	9
83.06 F H L M C #1J0203 2.445% 4/01/35	2005-05-12	2012-10-15	83	84	-1	-1
2353.61 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2012-10-15	2354	2334	20	20
11228.33 F H L M C GD J16447 3.500% 8/01/26	2012-02-28	2012-10-15	11228	11664	-436	-436
2384.73 F H L M C GD C03796 3.500% 4/01/42	2012-07-18	2012-10-15	2385	2518	-133	-133
3657.7 F H L M C GD Q08903 3.500% 6/01/42	2012-08-10	2012-10-15	3658	3855	-197	-197
2508.14 F H L M C GD Q08903 3.500% 6/01/42	2012-08-10	2012-10-15	2508	2643	-135	-135
567.57 F H L M C MLTCL MTG 4.000% 5/15/22	2012-08-24	2012-10-15	568	609	-41	-41
10421.39 F H L M C MLTCL MTG 5.500% 7/15/32	2012-03-28	2012-10-15	10421	10771	-350	-350
29218.3 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2012-10-15	29218	28954	264	264
2007.52 G N M A #604002 5.500% 2/15/33	2003-05-28	2012-10-15	2008	2017	-9	-9
8. GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2012-10-15	8	8
290. HARRIS CORP.	2009-06-25	2012-10-16	13627	8217	5410	5410
385. PEPSICO INC.	2011-08-08	2012-10-16	27146	24643	2503	2503
7. MAXIMUS INC	2011-02-22	2012-10-17	406	260	146	146
285. ABBOTT LABORATORIES	2012-02-27	2012-10-18	18978	16135	2843	2843
55. AMERIGROUP CORP	2012-02-23	2012-10-18	5042	3805	1237	1237
36. MAXIMUS INC	2011-02-22	2012-10-18	2094	1335	759	759
1186. VALLEY NATL BANCORP	2011-07-08	2012-10-18	11409	15748	-4339	-4339
158. AMERIGROUP CORP	2012-05-30	2012-10-19	14480	10111	4369	4369
99. GARDNER DENVER INC	2012-02-03	2012-10-19	5653	7609	-1956	-1956
.6667 KRAFT FOODS GROUP INC	2012-10-02	2012-10-19	31	30	1	1
2446. VALLEY NATL BANCORP	2011-06-23	2012-10-19	23482	30767	-7285	-7285
295. ANN INC	2011-02-25	2012-10-22	10419	7042	3377	3377
1165. BMC SOFTWARE	2012-01-17	2012-10-22	47518	38406	9112	9112
125. DIAGEO PLC-SPONSORED ADR NEW REPSTG 4 ORD SHS	2011-10-20	2012-10-22	14126	10294	3832	3832
101. GARDNER DENVER INC	2012-01-31	2012-10-22	5758	7710	-1952	-1952
1147. VALLEY NATL BANCORP	2011-06-23	2012-10-22	10996	14276	-3280	-3280
19. AGREE RLTY CORP	2011-02-25	2012-10-23	494	473	21	21
436. HEXCEL CORP NEW COM	2011-08-10	2012-10-23	11043	10559	484	484
115. ILLINOIS TOOL WORKS	2010-10-25	2012-10-23	7018	5429	1589	1589
1240. ILLINOIS TOOL WORKS	2011-09-15	2012-10-23	75671	56184	19487	19487
55. AGREE RLTY CORP	2011-02-25	2012-10-24	1429	1370	59	59
92. COACH INC	2012-06-08	2012-10-24	5282	5820	-538	-538
117. COSTCO WHOLESALE CORPORATION	2009-06-23	2012-10-24	11202	5310	5892	5892
64. DAVITA INC	2008-01-07	2012-10-24	7105	3570	3535	3535
16. FOSSIL INC	2011-08-24	2012-10-24	1415	1448	-33	-33
17. IDEXX LABORATORIES CORP	2008-10-24	2012-10-24	1639	545	1094	1094
61. ESTEE LAUDER COMPANIES CL A	2012-03-15	2012-10-24	3787	3892	-105	-105
53.00139 ROCKWOOD HLDGS INC	2012-10-09	2012-10-24	2497	2604	-107	-107
32.99861 ROCKWOOD HLDGS INC	2012-09-10	2012-10-24	1555	1636	-81	-81
176. ROCKWOOD HLDGS INC	2011-10-06	2012-10-24	8293	6595	1698	1698
66. ACCENTURE PLC CL A	2009-03-27	2012-10-24	4406	1824	2582	2582
24. AGREE RLTY CORP	2011-02-25	2012-10-25	626	598	28	28
187. COACH INC	2012-06-08	2012-10-25	10643	11769	-1126	-1126
607. CONSOLIDATED EDISON INC	2012-08-23	2012-10-25	36280	35442	838	838
116. COSTCO WHOLESALE CORPORATION	2009-06-23	2012-10-25	11135	5265	5870	5870
55. DAVITA INC	2008-01-07	2012-10-25	6121	3068	3053	3053
1676.45 F N M A GTD REMIC 0.760% 2/25/42	2012-03-27	2012-10-25	1676	1678	-2	-2
95.19 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2012-10-25	95	95
2467.26 F N M A #256752 6.000% 6/01/27	2008-02-07	2012-10-25	2467	2481	-14	-14
4772.2 F N M A #257048 6.000% 1/01/28	2007-12-18	2012-10-25	4772	4809	-37	-37
15.39 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2012-10-25	15	15
44.92 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2012-10-25	45	45
11501.86 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2012-10-25	11502	11536	-34	-34
7695.22 F N M A #AJ1441 3.500% 9/01/26	2012-02-28	2012-10-25	7695	8017	-322	-322
4274.2 F N M A #AJ5336 3.000% 11/01/26	2011-11-10	2012-10-25	4274	4355	-81	-81
689.74 F N M A #AB6278 2.500% 9/01/27	2012-09-11	2012-10-25	690	716	-26	-26
5310.47 F N M A #AC4824 3.568% 10/01/39	2010-10-01	2012-10-25	5310	5437	-127	-127
70. FOSSIL INC	2011-08-24	2012-10-25	6153	6337	-184	-184
18. IDEXX LABORATORIES CORP	2008-10-24	2012-10-25	1738	577	1161	1161
55. ESTEE LAUDER COMPANIES CL A	2012-03-15	2012-10-25	3370	3496	-126	-126
1599. VALLEY NATL BANCORP	2011-08-12	2012-10-25	15655	18160	-2505	-2505
4080. VALLEY NATL BANCORP	2012-02-27	2012-10-25	39946	48538	-8592	-8592
275. ACCENTURE PLC CL A	2009-03-27	2012-10-25	18376	7599	10777	10777
171. COACH INC	2012-06-07	2012-10-26	9591	10629	-1038	-1038
40. DAVITA INC	2008-01-07	2012-10-26	4443	2231	2212	2212
65. FOSSIL INC	2011-08-24	2012-10-26	5679	5884	-205	-205
33. IDEXX LABORATORIES CORP	2008-10-24	2012-10-26	3165	1058	2107	2107
236. ESTEE LAUDER COMPANIES CL A	2012-03-15	2012-10-26	14374	14948	-574	-574
56. ESTEE LAUDER COMPANIES CL A	2012-03-15	2012-10-26	3415	3547	-132	-132
64. COACH INC	2012-08-07	2012-10-31	3571	3669	-98	-98
124. DAVITA INC	2008-01-07	2012-10-31	13916	6917	6999	6999
17. FOSSIL INC	2011-08-24	2012-10-31	1481	1519	-38	-38
85. FOSSIL INC	2011-08-24	2012-10-31	7407	7675	-268	-268
9. IDEXX LABORATORIES CORP	2008-10-24	2012-10-31	869	288	581	581
44. DAVITA INC	2008-01-07	2012-11-01	4941	2455	2486	2486
65. FOSSIL INC	2011-08-24	2012-11-01	5971	5808	163	163
56. IDEXX LABORATORIES CORP	2009-03-17	2012-11-01	5366	1790	3576	3576
425. SOUTHWESTERN ENERGY CO	2010-08-27	2012-11-01	14777	14182	595	595
730. SOUTHWESTERN ENERGY CO	2011-12-16	2012-11-01	25381	24100	1281	1281
86. AMERIGROUP CORP	2012-06-27	2012-11-02	7856	5360	2496	2496
10. IDEXX LABORATORIES CORP	2009-03-17	2012-11-02	954	319	635	635
624. LOWES COS INC	2011-06-13	2012-11-02	20747	13888	6859	6859
6. NATIONAL INSTRS CORP	2011-05-12	2012-11-02	148	177	-29	-29
785. PEPSICO INC.	2011-08-02	2012-11-02	54403	50040	4363	4363
193. SODASTREAM INTERNATIONAL LTD	2011-09-29	2012-11-02	7036	6444	592	592
16. IDEXX LABORATORIES CORP	2009-03-17	2012-11-05	1503	511	992	992
1. IDEXX LABORATORIES CORP	2009-03-17	2012-11-05	94	32	62	62
88. SODASTREAM INTERNATIONAL LTD	2011-11-10	2012-11-05	3136	2906	230	230
36. SODASTREAM INTERNATIONAL LTD	2011-09-29	2012-11-05	1283	1191	92	92
299. SODASTREAM INTERNATIONAL LTD	2011-11-10	2012-11-05	10511	9874	637	637
113. AMPHENOL CORP - CL A	2010-04-14	2012-11-06	7025	5030	1995	1995
83. COVANCE INC	2009-04-16	2012-11-06	4552	3260	1292	1292
52. COVANCE INC	2012-10-09	2012-11-06	2852	2554	298	298
49. IDEXX LABORATORIES CORP	2009-03-17	2012-11-06	4607	1527	3080	3080
11. IDEXX LABORATORIES CORP	2009-02-27	2012-11-06	1034	336	698	698
17. NATIONAL INSTRS CORP	2011-05-12	2012-11-06	422	502	-80	-80
550. SOUTHWESTERN ENERGY CO	2010-09-28	2012-11-06	19932	17741	2191	2191
140. SOUTHWESTERN ENERGY CO	2011-12-16	2012-11-06	5074	4622	452	452
31. STERICYCLE INC	2010-02-04	2012-11-06	2945	1668	1277	1277
1465. US BANCORP DEL COM NEW	2010-10-25	2012-11-06	49122	34754	14368	14368
4. SODASTREAM INTERNATIONAL LTD	2011-11-10	2012-11-06	139	132	7	7
110. SODASTREAM INTERNATIONAL LTD	2011-10-28	2012-11-06	3817	3413	404	404
85. AMPHENOL CORP - CL A	2010-04-14	2012-11-07	5213	3784	1429	1429
213. COVANCE INC	2010-09-09	2012-11-07	11691	8321	3370	3370
18000. EXPRESS SCRIPTS INC 7.250% 6/15/19	2012-08-28	2012-11-07	23302	23078	224	224
27. IDEXX LABORATORIES CORP	2009-02-27	2012-11-07	2504	825	1679	1679
167. MAXIMUS INC	2011-02-22	2012-11-07	9664	6191	3473	3473
60. STERICYCLE INC	2010-02-04	2012-11-07	5629	3229	2400	2400
78. AMPHENOL CORP - CL A	2010-04-14	2012-11-08	4702	3472	1230	1230
332718.71 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2012-11-08	352344	333688	18656	18656
195. HARRIS CORP.	2009-06-25	2012-11-08	9385	5525	3860	3860
46. IDEXX LABORATORIES CORP	2009-02-27	2012-11-08	4172	1406	2766	2766
116. STERICYCLE INC	2010-02-04	2012-11-08	10749	6243	4506	4506
194. THERMON GROUP HOLDINGS INC	2011-11-14	2012-11-08	4301	3062	1239	1239
131. THERMON GROUP HOLDINGS INC	2011-07-22	2012-11-08	2904	1980	924	924
271. TOTAL FINA ELF S.A. ADS REPSTG 1/2 OF A 'B' SH	2012-02-27	2012-11-08	13009	15295	-2286	-2286
308. ANN INC	2011-02-25	2012-11-09	10358	7330	3028	3028
39. IDEXX LABORATORIES CORP	2009-02-27	2012-11-09	3501	1192	2309	2309
108. ANN INC	2011-02-23	2012-11-12	3575	2568	1007	1007
409. ANN INC	2011-02-23	2012-11-13	13528	9724	3804	3804
301. LSB INDS INC	2011-02-25	2012-11-14	9977	8816	1161	1161
3360.5 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2012-11-15	3361	3349	12	12
18.88 F H L M C #1J0203 2.445% 4/01/35	2005-05-12	2012-11-15	19	19
4409.35 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2012-11-15	4409	4373	36	36
15490.69 F H L M C GD J16447 3.500% 8/01/26	2012-02-28	2012-11-15	15491	16074	-583	-583
2948.05 F H L M C GD C03796 3.500% 4/01/42	2012-07-18	2012-11-15	2948	3110	-162	-162
6404.24 F H L M C GD Q08903 3.500% 6/01/42	2012-08-10	2012-11-15	6404	6743	-339	-339
4391.48 F H L M C GD Q08903 3.500% 6/01/42	2012-08-10	2012-11-15	4391	4624	-233	-233
569.46 F H L M C MLTCL MTG 4.000% 5/15/22	2012-08-24	2012-11-15	569	609	-40	-40
11492.17 F H L M C MLTCL MTG 5.500% 7/15/32	2012-03-28	2012-11-15	11492	11867	-375	-375
32958.03 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2012-11-15	32958	32659	299	299
4916.71 G N M A #604002 5.500% 2/15/33	2003-05-28	2012-11-15	4917	4939	-22	-22
8.06 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2012-11-15	8	8
160. LSB INDS INC	2011-02-23	2012-11-15	5279	4634	645	645
119. LSB INDS INC	2011-02-23	2012-11-16	3938	3446	492	492
183. LSB INDS INC	2011-02-23	2012-11-19	6163	5300	863	863
1700. LOWES COS INC	2011-10-28	2012-11-19	57795	37703	20092	20092
400. US BANCORP DEL COM NEW	2010-10-25	2012-11-20	12875	9455	3420	3420
157. LSB INDS INC	2011-02-23	2012-11-21	4967	4547	420	420
288. MERCK AND CO INC	2005-06-27	2012-11-23	12705	8804	3901	3901
9. NATIONAL INSTRS CORP	2011-05-12	2012-11-23	223	266	-43	-43
2216.48 F N M A GTD REMIC 0.760% 2/25/42	2012-03-27	2012-11-25	2216	2218	-2	-2
125.74 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2012-11-25	126	126
3283.35 F N M A #256752 6.000% 6/01/27	2008-02-07	2012-11-25	3283	3300	-17	-17
4540.66 F N M A #257048 6.000% 1/01/28	2007-12-18	2012-11-25	4541	4574	-33	-33
15.49 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2012-11-25	15	16	-1	-1
44.4 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2012-11-25	44	44
11966.24 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2012-11-25	11966	12001	-35	-35
5598.92 F N M A #AJ1441 3.500% 9/01/26	2012-02-28	2012-11-25	5599	5826	-227	-227
5264.02 F N M A #AJ5336 3.000% 11/01/26	2011-11-10	2012-11-25	5264	5360	-96	-96
742.43 F N M A #AB6278 2.500% 9/01/27	2012-09-11	2012-11-25	742	770	-28	-28
2549.45 F N M A #AC4824 3.568% 10/01/39	2010-10-01	2012-11-25	2549	2609	-60	-60
208. AGREE RLTY CORP	2011-02-25	2012-11-26	5404	5181	223	223
40. CANADIAN NATURAL RESOURCES LTD	2012-05-04	2012-11-26	1139	1275	-136	-136
391. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2012-11-26	11130	8687	2443	2443
95. DIAGEO PLC-SPONSORED ADR NEW REPSTG 4 ORD SHS	2011-10-12	2012-11-26	11368	7764	3604	3604
1518. LOWES COS INC	2011-10-28	2012-11-26	53214	31002	22212	22212
647. MERCK AND CO INC	2005-06-27	2012-11-26	28487	19779	8708	8708
30. NATIONAL INSTRS CORP	2011-05-12	2012-11-26	737	886	-149	-149
661. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2012-11-27	18593	14685	3908	3908
54. NATIONAL INSTRS CORP	2011-05-12	2012-11-27	1323	1595	-272	-272
329. PEPSICO INC.	2010-12-21	2012-11-27	23002	21448	1554	1554
109. SALESFORCE COM INC	2012-08-06	2012-11-27	17168	14489	2679	2679
75. SALESFORCE COM INC	2009-02-12	2012-11-27	11813	1985	9828	9828
518. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2012-11-28	14472	11508	2964	2964
48. NATIONAL INSTRS CORP	2011-05-12	2012-11-28	1176	1418	-242	-242
305559. U S TREASURY I P S 0.125% 4/15/17	2012-08-14	2012-11-28	327103	323895	3208	3208
257. AMERIGROUP CORP	2012-06-26	2012-11-29	23577	15426	8151	8151
428. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2012-11-29	12316	9509	2807	2807
105. DIAGEO PLC-SPONSORED ADR NEW REPSTG 4 ORD SHS	2011-10-12	2012-11-29	12610	8582	4028	4028
10. NATIONAL INSTRS CORP	2011-05-12	2012-11-29	245	295	-50	-50
357. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2012-11-30	10220	7931	2289	2289
360000. F N M A M T N 1.150% 11/30/15	2012-03-26	2012-11-30	360000	360000
24. ACUITY BRANDS INC	2012-10-08	2012-12-03	1580	1481	99	99
115. ACUITY BRANDS INC	2011-07-29	2012-12-03	7572	5556	2016	2016
829. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2012-12-03	23537	18418	5119	5119
240. CAVIUM INC	2011-11-29	2012-12-03	8280	7227	1053	1053
128. CAVIUM INC	2011-12-09	2012-12-03	4416	3801	615	615
4405. EATON CORP.	2012-03-16	2012-12-03	229765	209615	20150	20150
348. GARDNER DENVER INC	2012-02-28	2012-12-03	24035	27027	-2992	-2992
557. HEXCEL CORP NEW COM	2011-07-29	2012-12-03	14272	13329	943	943
177. ACUITY BRANDS INC	2011-07-29	2012-12-04	11520	8551	2969	2969
739. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2012-12-04	20526	16297	4229	4229
514. CAVIUM INC	2011-09-23	2012-12-04	17476	15101	2375	2375
54. FLY LEASING LTD A D R	2011-11-01	2012-12-04	651	696	-45	-45
3. FLY LEASING LTD A D R	2012-05-09	2012-12-04	36	39	-3	-3
374. HEXCEL CORP NEW COM	2011-07-29	2012-12-04	9530	8939	591	591
220. LIBERTY MEDIA CORP	2011-02-22	2012-12-04	22855	17688	5167	5167
354. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2012-12-05	9866	7777	2089	2089
99. FLY LEASING LTD A D R	2012-05-09	2012-12-05	1191	1272	-81	-81
680. SOUTHWESTERN ENERGY CO	2010-09-28	2012-12-05	23456	21935	1521	1521
93. FLY LEASING LTD A D R	2012-05-09	2012-12-06	1128	1188	-60	-60
830. SOUTHWESTERN ENERGY CO	2010-09-28	2012-12-06	28749	26690	2059	2059
47. GARDNER DENVER INC	2012-02-03	2012-12-10	3209	3628	-419	-419
69. HEXCEL CORP NEW COM	2011-07-20	2012-12-10	1801	1636	165	165
329. ABBOTT LABORATORIES	2012-02-27	2012-12-11	21758	18626	3132	3132
1294. ALTRIA GROUP INC	2012-02-27	2012-12-11	42939	38933	4006	4006
510. AUTOMATIC DATA PROCESSING INC.	2012-02-27	2012-12-11	29627	28151	1476	1476
620. CENTURYTEL INC	2010-12-21	2012-12-11	23924	28866	-4942	-4942
607. CINCINNATI FINANCIAL CORP	2012-02-27	2012-12-11	24535	21747	2788	2788
132. COACH INC	2012-12-10	2012-12-11	7453	7427	26	26
569. COCA COLA CO.	2012-02-27	2012-12-11	21526	19608	1918	1918
159. CONSOLIDATED EDISON INC	2012-02-27	2012-12-11	8979	9281	-302	-302
261. DOMINION RES INC VA NEW	2012-02-27	2012-12-11	13496	13414	82	82
383. E I DU PONT DE NEMOURS & CO.	2012-02-27	2012-12-11	16777	19615	-2838	-2838
298. ERIE INDEMNITY CO	2012-02-27	2012-12-11	20104	23089	-2985	-2985
717. GAMESTOP CORP CL A	2012-02-08	2012-12-11	19891	17658	2233	2233
359. GARDNER DENVER INC	2012-02-10	2012-12-11	24996	26671	-1675	-1675
66. GARDNER DENVER INC	2012-01-30	2012-12-11	4613	5088	-475	-475
224. GARDNER DENVER INC	2012-01-30	2012-12-11	15597	17068	-1471	-1471
231. GARDNER DENVER INC	2011-12-06	2012-12-11	16084	17206	-1122	-1122
821. HEALTHCARE SVCS GROUP INC	2012-02-27	2012-12-11	19351	16258	3093	3093
261. HEXCEL CORP NEW COM	2011-07-20	2012-12-11	6826	6190	636	636
328. JOHNSON & JOHNSON	2012-02-27	2012-12-11	23355	21167	2188	2188
460. KINDER MORGAN INC	2012-02-27	2012-12-11	15391	15967	-576	-576
400. KRAFT FOODS GROUP INC	2012-10-26	2012-12-11	17885	18218	-333	-333
216. M & T BK CORP COM	2010-12-21	2012-12-11	21139	18559	2580	2580
285. MCDONALDS CORP.	2012-02-27	2012-12-11	25399	28598	-3199	-3199
701. MERCK AND CO INC	2012-02-27	2012-12-11	31618	26750	4868	4868
1090. MICROSOFT CORP.	2012-04-24	2012-12-11	29849	34850	-5001	-5001
614. MICROCHIP TECHNOLOGY INC	2012-11-02	2012-12-11	19358	19504	-146	-146
731. MONDELEZ INTERNATIONAL W I	2012-09-12	2012-12-11	19112	18906	206	206
517. NOVARTIS AG ADR	2011-10-31	2012-12-11	32645	29621	3024	3024
266. OCCIDENTAL PETROLEUM CORP.	2012-09-26	2012-12-11	20274	26116	-5842	-5842
501. PACCAR INC	2012-03-22	2012-12-11	22613	22945	-332	-332
267. PEPSICO INC.	2010-11-03	2012-12-11	18821	17343	1478	1478
249. PFIZER INC.	2010-11-03	2012-12-11	6400	4360	2040	2040
566. PFIZER INC.	2012-02-27	2012-12-11	14549	12030	2519	2519
228. PHILIP MORRIS INTL	2012-11-12	2012-12-11	20277	19336	941	941
578. PLUM CREEK TIMBER CO., INC.	2012-03-12	2012-12-11	24798	23114	1684	1684
121. PRAXAIR INC.	2012-02-27	2012-12-11	13116	13314	-198	-198
301. T. ROWE PRICE GROUP INC	2012-02-27	2012-12-11	19586	18473	1113	1113
651. PUBLIC STORAGE 6.875% PFD	2012-02-27	2012-12-11	17278	18173	-895	-895
734. PUBLIC STORAGE 5.9% PFD	2012-02-27	2012-12-11	19150	18767	383	383
179. TIFFANY & CO	2012-06-27	2012-12-11	10254	8941	1313	1313
335. TIME WARNER CABLE INC	2012-05-04	2012-12-11	31472	26752	4720	4720
713. TOTAL FINA ELF S.A. ADS REPSTG 1/2 OF A 'B' SH	2012-02-27	2012-12-11	36252	40242	-3990	-3990
566. UNILEVER N V - NY SHARES	2012-05-15	2012-12-11	21624	18683	2941	2941
274. UNITED TECHNOLOGIES CORP.	2012-02-27	2012-12-11	22263	23013	-750	-750
150. V F CORP.	2012-02-27	2012-12-11	22587	22299	288	288
265. WAL MART STORES INC.	2012-02-27	2012-12-11	19072	15491	3581	3581
1916. WINDSTREAM CORP	2010-12-21	2012-12-11	16161	27169	-11008	-11008
395. ACCENTURE PLC CL A	2012-02-27	2012-12-11	27916	23632	4284	4284
914. ONEBEACON INSURANCE GROUP LT CL A	2012-02-27	2012-12-11	12250	14193	-1943	-1943
145. CHUBB CORP.	2009-05-11	2012-12-12	11307	5830	5477	5477
133. GARDNER DENVER INC	2012-02-14	2012-12-12	9319	9691	-372	-372
116. HEXCEL CORP NEW COM	2011-07-20	2012-12-12	3033	2751	282	282
89. HEXCEL CORP NEW COM	2011-07-20	2012-12-13	2260	2083	177	177
571. SOUTHWESTERN ENERGY CO	2010-09-22	2012-12-13	18875	18260	615	615
277563.96 F H L M C GD J16447 3.500% 8/01/26	2012-02-28	2012-12-14	291572	287671	3901	3901
181743.04 F N M A #AJ1441 3.500% 9/01/26	2012-02-28	2012-12-14	192804	188949	3855	3855
1009. SOUTHWESTERN ENERGY CO	2010-09-20	2012-12-14	33205	32153	1052	1052
2894.38 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2012-12-15	2894	2884	10	10
54.65 F H L M C #1J0203 2.445% 4/01/35	2005-05-12	2012-12-15	55	55
4290.92 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2012-12-15	4291	4255	36	36
14564.13 F H L M C GD J16447 3.500% 8/01/26	2012-02-28	2012-12-15	14564	15097	-533	-533
4001.23 F H L M C GD C03796 3.500% 4/01/42	2012-07-18	2012-12-15	4001	4217	-216	-216
842.68 F H L M C GD C09015 3.000% 10/01/42	2012-11-08	2012-12-15	843	885	-42	-42
7824.25 F H L M C GD Q08903 3.500% 6/01/42	2012-08-10	2012-12-15	7824	8231	-407	-407
5365.2 F H L M C GD Q08903 3.500% 6/01/42	2012-08-10	2012-12-15	5365	5644	-279	-279
571.36 F H L M C MLTCL MTG 4.000% 5/15/22	2012-08-24	2012-12-15	571	610	-39	-39
10156.13 F H L M C MLTCL MTG 5.500% 7/15/32	2012-03-28	2012-12-15	10156	10479	-323	-323
2172.79 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2012-12-15	2173	2153	20	20
8092.01 G N M A #604002 5.500% 2/15/33	2003-05-28	2012-12-15	8092	8128	-36	-36
8.1 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2012-12-15	8	8
275. CHUBB CORP.	2009-05-11	2012-12-17	21065	11056	10009	10009
155. GARDNER DENVER INC	2012-02-28	2012-12-17	11183	11160	23	23
560. HARRIS CORP.	2009-07-10	2012-12-17	27132	15450	11682	11682
170. SALESFORCE COM INC	2009-02-12	2012-12-17	28649	4500	24149	24149
218. DIAGEO PLC-SPONSORED ADR NEW REPSTG 4 ORD SHS	2011-10-12	2012-12-18	25967	17817	8150	8150
720. CHUBB CORP.	2009-05-11	2012-12-19	54609	28523	26086	26086
670. FREEPORT-MCMORAN COPPER & GOLD B	2011-10-19	2012-12-19	22806	24078	-1272	-1272
550. FREEPORT-MCMORAN COPPER & GOLD B	2012-03-14	2012-12-19	18722	21528	-2806	-2806
27. RENASANT CORP	2011-06-22	2012-12-19	512	397	115	115
133. ROPER INDUSTRIES INC NEW	2009-04-20	2012-12-19	14659	5497	9162	9162
133. STERICYCLE INC	2010-02-17	2012-12-19	12339	7131	5208	5208
148. RENASANT CORP	2011-06-22	2012-12-20	2810	2174	636	636
598. GARDNER DENVER INC	2012-07-20	2012-12-21	40588	36718	3870	3870
219. GARDNER DENVER INC	2012-10-09	2012-12-21	14787	15438	-651	-651
696. GARDNER DENVER INC	2011-10-06	2012-12-21	46993	48009	-1016	-1016
54. HARRIS CORP.	2009-07-10	2012-12-21	2700	1476	1224	1224
530. MERCK AND CO INC	2005-06-27	2012-12-21	22088	16203	5885	5885
19. RENASANT CORP	2011-06-22	2012-12-21	361	279	82	82
65000. CHARLES SCHWAB CORP 4.950% 6/01/14	2009-06-03	2012-12-21	69044	65056	3988	3988
25000. CHARLES SCHWAB CORP 4.950% 6/01/14	2012-03-27	2012-12-21	26555	26433	122	122
35000. CHARLES SCHWAB CORP 4.950% 6/01/14	2009-06-03	2012-12-21	37177	35065	2112	2112
10. AMERIGROUP CORP	2012-03-23	2012-12-24	920	642	278	278
1015. AMERIGROUP CORP	2011-02-25	2012-12-24	93380	58192	35188	35188
2380.75 F N M A GTD REMIC 0.760% 2/25/42	2012-03-27	2012-12-25	2381	2383	-2	-2
82. FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2012-12-25	82	82
3063.13 F N M A #256752 6.000% 6/01/27	2008-02-07	2012-12-25	3063	3079	-16	-16
5902.76 F N M A #257048 6.000% 1/01/28	2007-12-18	2012-12-25	5903	5945	-42	-42
15.59 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2012-12-25	16	16
44.65 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2012-12-25	45	45
5649.72 F N M A #AJ1441 3.500% 9/01/26	2012-02-28	2012-12-25	5650	5872	-222	-222
7548.21 F N M A #AJ5336 3.000% 11/01/26	2011-11-10	2012-12-25	7548	7683	-135	-135
780.72 F N M A #AB6278 2.500% 9/01/27	2012-09-11	2012-12-25	781	809	-28	-28
1092.18 F N M A #AC4824 3.568% 10/01/39	2010-10-01	2012-12-25	1092	1117	-25	-25
20. RENASANT CORP	2011-06-22	2012-12-26	379	294	85	85
225000. F H L M C M T N 0.750% 12/28/12	2012-10-25	2012-12-28	225000	225000
1770. GUESS INC	2011-06-28	2012-12-31	42902	73103	-30201	-30201
420. JOHNSON & JOHNSON	2012-05-03	2012-12-31	29189	27375	1814	1814
370. EATON CORP PLC	2012-11-30	2012-12-31	19690	19220	470	470

Field	Value	IRS element (for citing)
Capital Gain Net Income	3968764	CapitalGainNetIncome

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Field	Value	IRS element (for citing)
Liable For4942 Tax	false	LiableFor4942Tax
Qualifying Distributions Year1	2491761	QualifyingDistributionsYear1
Noncharitable Assets Year1	66231298	NoncharitableAssetsYear1
Distribution Ratio Year1	0.037622	DistributionRatioYear1
Qualifying Distributions Year2	2422779	QualifyingDistributionsYear2
Noncharitable Assets Year2	55007351	NoncharitableAssetsYear2
Distribution Ratio Year2	0.044045	DistributionRatioYear2
Qualifying Distributions Year3	2244537	QualifyingDistributionsYear3
Noncharitable Assets Year3	45679602	NoncharitableAssetsYear3
Distribution Ratio Year3	0.049137	DistributionRatioYear3
Qualifying Distributions Year4	2894924	QualifyingDistributionsYear4
Noncharitable Assets Year4	5796067	NoncharitableAssetsYear4
Distribution Ratio Year4	0.499464	DistributionRatioYear4
Qualifying Distributions Year5	2989184	QualifyingDistributionsYear5
Noncharitable Assets Year5	4132023	NoncharitableAssetsYear5
Distribution Ratio Year5	0.723419	DistributionRatioYear5
Total Distribution Ratio	1.353687	TotalDistributionRatio
Average Distribution Ratio	0.270737	AverageDistributionRatio
Net Noncharitable Assets	68380600	NetNoncharitableAssets
Adjusted Noncharitable Assets	18513159	AdjustedNoncharitableAssets
One Percent Net Investment Income	48243	OnePercentNetInvestmentIncome
Adj Nonchrtbl Assets And One	18561402	AdjNonchrtblAssetsAndOnePct
Qualifying Distributions	2163112	QualifyingDistributions

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Field	Value	IRS element (for citing)
Investment Income Excise Tax	96486	InvestmentIncomeExciseTax
Tax Under Section511	0	TaxUnderSection511
Subtotal	96486	Subtotal
Subtitle A Tax	0	SubtitleATax
Tax Based On Investment Income	96486	TaxBasedOnInvestmentIncome
Est Tax Payments And Overpayment	81288	EstTaxPaymentsAndOverpayment
Tax Paid With Extension	64759	TaxPaidWithExtension
Total Credits And Payments	146047	TotalCreditsAndPayments
Penalty For Underpayment	505	PenaltyForUnderpayment
Overpayment	49056	Overpayment
Amount Credited To Next Year	49056	AmountCreditedToNextYear
Amount To Be Refunded	0	AmountToBeRefunded

Statements Regarding Activities StatementsRegardingActivities

Field	Value	IRS element (for citing)
Legislative Political Activities	false	LegislativePoliticalActivities
More Than100 Spent	false	MoreThan100Spent
Form1120 POL Filed	false	Form1120POLFiled
Activities Not Prev Reported	false	ActivitiesNotPrevReported
Changes To Articles Or Bylaws	false	ChangesToArticlesOrBylaws
Unrelated Bus Income Over1000	true	UnrelatedBusIncomeOver1000
Form990 T Filed	true	Form990TFiled
Termination Etc	false	TerminationEtc
Requirements Of Sect508e	true	RequirementsOfSect508e
At Least5000 In Assets	true	AtLeast5000InAssets
States Filed With	MD	StatesFiledWith
Form990 PF Filed With AG	true	Form990PFFiledWithAG
Private Operating Foundation	false	PrivateOperatingFoundation
New Substantial Contributors	false	NewSubstantialContributors
Interest In Controlled Entity	false	InterestInControlledEntity
Comply With Public Inspection Rqr	true	ComplyWithPublicInspectionRqr

Books In Care Of Business Name BooksInCareOfBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	FRANK GRAY	BusinessNameLine1

Field	Value	IRS element (for citing)
Books In Care Of Phone Number	4105804164	BooksInCareOfPhoneNumber

Books In Care Of US Address BooksInCareOfUSAddress

Field	Value	IRS element (for citing)
Address Line1	6225 SMITH AVENUE	AddressLine1
City	BALTIMORE	City
State	MD	State
ZIP Code	21209	ZIPCode

Field	Value	IRS element (for citing)
Foreign Bank	false	ForeignBank

Statements Regarding Acty4720 StatementsRegardingActy4720

Field	Value	IRS element (for citing)
Sale Or Exchange With Dsqfly Person	false	SaleOrExchangeWithDsqflyPerson
Borrow Or Lend With Dsqfly Person	false	BorrowOrLendWithDsqflyPerson
Furnished Goods With Dsqfly Person	false	FurnishedGoodsWithDsqflyPerson
Pay Compensation To Dsqfly Person	false	PayCompensationToDsqflyPerson
Transfer Assets To Dsqfly Person	false	TransferAssetsToDsqflyPerson
Payment To Government Offical	false	PaymentToGovernmentOffical
Uncorrected Prior Acts	false	UncorrectedPriorActs
Undistributed Income Prior Years	false	UndistributedIncomePriorYears
Undistr Income4942a2 Not Applied	false	UndistrIncome4942a2NotApplied
Business Holdings	false	BusinessHoldings
Jeopardy Investments	false	JeopardyInvestments
Uncorrected Jeopardy Investments	false	UncorrectedJeopardyInvestments
Influence Legislation	false	InfluenceLegislation
Influence Election	false	InfluenceElection
Grants To Individuals	false	GrantsToIndividuals
Grants To Organizations	false	GrantsToOrganizations
Noncharitable Purpose	false	NoncharitablePurpose
Rcv Funds To Pay Prsnl Bnft Contract	false	RcvFundsToPayPrsnlBnftContract
Pay Premiums Prsnl Bnft Contract	false	PayPremiumsPrsnlBnftContract
Prohibited Tax Shelter Transactn	false	ProhibitedTaxShelterTransactn

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (3 entries)

Address Line1USAddress/AddressLine1	CityUSAddress/City	StateUSAddress/State	ZIP CodeUSAddress/ZIPCode	TitleTitle	Avg Hours Per Wk Devoted To PositionAvgHoursPerWkDevotedToPosition	CompensationCompensation
SHALE D STILLER
6225 SMITH AVENUE	BALTIMORE	MD	21209	PRESIDENT	0	4200
FRANK T GRAY
6225 SMITH AVENUE	BALTIMORE	MD	21209	VICE-PRES	0	4200
WALTER D PINKARD JR
100 LIGHT STREET SUITE 1400	BALTIMORE	MD	21202	TREASURER	0	4200

Field	Value	IRS element (for citing)
Comp Of Highest Paid Empl NONE	NONE	CompOfHighestPaidEmplNONE
Tot Number Of Oth Empl Paid Over50k	0	TotNumberOfOthEmplPaidOver50k
Comp Of Hghst Paid Cntrct NONE	NONE	CompOfHghstPaidCntrctNONE
Tot Number Of Cntrct Paid Over50k	0	TotNumberOfCntrctPaidOver50k

Field	Value	IRS element (for citing)
Summary Of Direct Charitable Acty		SummaryOfDirectCharitableActy
Sum Of Program Related Investments		SumOfProgramRelatedInvestments

Minimum Investment Return MinimumInvestmentReturn

Field	Value	IRS element (for citing)
Avg Monthly FMV Of Securities	65459422	AvgMonthlyFMVOfSecurities
Avg Monthly Cash Balances	3962507	AvgMonthlyCashBalances
FMV All Other Noncharitable Assets	0	FMVAllOtherNoncharitableAssets
Total FMV Of Unused Assets	69421929	TotalFMVOfUnusedAssets
Reduction Claimed	0	ReductionClaimed
Acquisition Indebtedness	0	AcquisitionIndebtedness
Adj Total FMV Of Unused Assets	69421929	AdjTotalFMVOfUnusedAssets
Cash Deemed Charitable	1041329	CashDeemedCharitable
Net Noncharitable Assets	68380600	NetNoncharitableAssets
Minimum Investment Return	3419030	MinimumInvestmentReturn

Distributable DistributableAmount

Field	Value	IRS element (for citing)
Minimum Investment Return	3419030	MinimumInvestmentReturn
Tax Based On Investment Income	96486	TaxBasedOnInvestmentIncome
Total Tax	96486	TotalTax
Distributable Amount Before Adj	3322544	DistributableAmountBeforeAdj
Recoveries Qlfy Distributions	0	RecoveriesQlfyDistributions
Distributable Amount Before Ded	3322544	DistributableAmountBeforeDed
Deduction Fr Distributable	$0	DeductionFrDistributableAmount
Distributable Amount As Adjusted	3322544	DistributableAmountAsAdjusted

Qualifying Distributions QualifyingDistributions

Field	Value	IRS element (for citing)
Expenses And Contributions	2163112	ExpensesAndContributions
Program Related Investments Total	0	ProgramRelatedInvestmentsTotal
Amounts Paid Acq Charitable Assets	0	AmountsPaidAcqCharitableAssets
Amounts Set Aside Suitability Test	0	AmountsSetAsideSuitabilityTest
Amounts Set Aside Cash Distri Test	0	AmountsSetAsideCashDistriTest
Qualifying Distributions	2163112	QualifyingDistributions
One Pct Sect4940e Org Net Invst Incm	0	OnePctSect4940eOrgNetInvstIncm
Adj Qualifying Distributions	2163112	AdjQualifyingDistributions

Undistributed Income UndistributedIncome

Field	Value	IRS element (for citing)
Distributable Amount As Adjusted	3322544	DistributableAmountAsAdjusted
Undistributed Income Prior Year	0	UndistributedIncomePriorYear
Prior Year1	2010	PriorYear1
Total For Prior Years	0	TotalForPriorYears
Excess Distri Carryover Year5	2788761	ExcessDistriCarryoverYear5
Excess Distri Carryover Year4	2606649	ExcessDistriCarryoverYear4
Excess Distri Carryover Year3	2202482	ExcessDistriCarryoverYear3
Excess Distri Carryover Year2	0	ExcessDistriCarryoverYear2
Excess Distri Carryover Year1	0	ExcessDistriCarryoverYear1
Total Excess Distri Carryover	7597892	TotalExcessDistriCarryover
Qualifying Distributions	2163112	QualifyingDistributions
Applied To Year1	0	AppliedToYear1
Applied To Prior Years	0	AppliedToPriorYears
Treated As Distri From Corpus	0	TreatedAsDistriFromCorpus
Applied To Current Year	2163112	AppliedToCurrentYear
Remaining Distri From Corpus	0	RemainingDistriFromCorpus
Excess Distri Cyov App CY Corpus	1159432	ExcessDistriCyovAppCYCorpus
Excess Distri Cyov Applied CY	1159432	ExcessDistriCyovAppliedCY
Total Corpus	6438460	TotalCorpus
Prior Year Undistributed Income	0	PriorYearUndistributedIncome
Prior Year Deficiency Or Tax	0	PriorYearDeficiencyOrTax
Taxable Amount1	0	TaxableAmount1
Taxable Amount2	0	TaxableAmount2
Undistributed Income CY	0	UndistributedIncomeCY
Distri From Corpus170b1 E Or4942g3	0	DistriFromCorpus170b1EOr4942g3
Excess Distri Cyov From Year5	1629329	ExcessDistriCyovFromYear5
Excess Distri Cyov To Next Year	4809131	ExcessDistriCyovToNextYear
Excess From Year4	2606649	ExcessFromYear4
Excess From Year3	2202482	ExcessFromYear3
Excess From Year2	0	ExcessFromYear2
Excess From Year1	0	ExcessFromYear1
Excess From Current Year	0	ExcessFromCurrentYear

Supplementary Information SupplementaryInformation

Field	Value	IRS element (for citing)
Only Contributes To Preselected	X	OnlyContributesToPreselected

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (27 entries)

Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient RelationshipRecipientRelationship	Recipient Foundation StatusRecipientFoundationStatus	Purpose Of Grant Or ContributionPurposeOfGrantOrContribution	AmountAmount	Business Name Line2RecipientBusinessName/BusinessNameLine2
Baltimore Medical System Inc
3501 SINCLAIR LANE	BALTIMORE	MD	21213	NONE	PUBLIC CHARITY	GENERAL	$75,000
University of Maryland Baltimore Foundation
620 W LEXINGTON STREET	BALTIMORE	MD	21201	NONE	PUBLIC CHARITY	GENERAL	$50,000
Association of Baltimore Area Grantmakers
2 EAST READ STREET 2ND FLOOR	BALTIMORE	MD	21202	NONE	PUBLIC CHARITY	GENERAL	$5,500
Active Minds Inc
2647 CONNECTICUT AVE NW	Washington	DC	20008	NONE	PUBLIC CHARITY	GENERAL	$50,000
B'More Clubhouse Inc
5 EAST READ STREET	BALTIMORE	MD	21202	NONE	PUBLIC CHARITY	GENERAL	$30,000
Civic Leadership Fund at BCF
2 EAST READ STREET	BALTIMORE	MD	21202	NONE	PUBLIC CHARITY	GENERAL	$90,000
The Associated Jewish Community Federation
101 WEST MOUNT ROYAL AVENUE	BALTIMORE	MD	21201	NONE	PUBLIC CHARITY	GENERAL	$140,000
United Way of Central Maryland Inc
100 S CHARLES ST 5TH FL BOX 1576	BALTIMORE	MD	21203	NONE	PUBLIC CHARITY	GENERAL	$27,500
Historic East Baltimore Community Action C
1212 NORTH WOLFE STREET	BALTIMORE	MD	212133303	NONE	PUBLIC CHARITY	GENERAL	$30,000
National Alliance on Mental Illness
5210 YORK ROAD	BALTIMORE	MD	21212	NONE	PUBLIC CHARITY	GENERAL	$30,000	Metropolitan Baltimore Inc
Civic Works Inc
2701 SAINT LO DRIVE 2	BALTIMORE	MD	21213	NONE	PUBLIC CHARITY	GENERAL	$60,000
Central Scholarship Bureau Inc
1700 REISTERSTOWN RD SUITE 220	BALTIMORE	MD	21208	NONE	PUBLIC CHARITY	GENERAL	$100,000
Mental Health Association of Maryland
711 W 40TH STREET SUITE 460	BALTIMORE	MD	21211	NONE	PUBLIC CHARITY	GENERAL	$84,000
Baltimore Mental Health Systems Inc
201 E BALTIMORE STREET ST 1340	BALTIMORE	MD	212021528	NONE	PUBLIC CHARITY	GENERAL	$9,950
The Family Tree Inc
2108 NORTH CHARLES STREET	BALTIMORE	MD	21218	NONE	PUBLIC CHARITY	GENERAL	$35,000
Sheppard Pratt Health System Inc
6501 NORTH CHARLES STREET	BALTIMORE	MD	21285	NONE	PUBLIC CHARITY	GENERAL	$50,000
Johns Hopkins University
3400 NORTH CHARLES STREET	BALTIMORE	MD	21218	NONE	PUBLIC CHARITY	GENERAL	$547,318
Legal Aid Bureau Inc
500 EAST LEXINGTON STREET	BALTIMORE	MD	21202	NONE	PUBLIC CHARITY	GENERAL	$75,000
Levindale Hebrew Geriatric Center and Hosp
2401 WEST BELVEDERE AVENUE	BALTIMORE	MD	21215	NONE	PUBLIC CHARITY	GENERAL	$90,000
Pastoral Counseling Services of Maryland
10010 FERNWOOD ROAD	BETHESDA	MD	20817	NONE	PUBLIC CHARITY	GENERAL	$32,500
FAMILY LEAGUE OF BALTIMORE CITY
2305 NORTH CHARLES STREET	BALTIMORE	MD	21218	NONE	PUBLIC CHARITY	GENERAL	$89,390
CHARM CITY CLINIC INC
100 N CHARLES ST	BALTIMORE	MD	21201	NONE	PUBLIC CHARITY	GENERAL	$45,000
FOOD RESEARCH AND ACTION CENTER
1875 CONNECTICUT AVE	WASHINGTON	DC	20009	NONE	PUBLIC CHARITY	GENERAL	$25,000
INTERNATIONAL RESCUE COMMITTEE
122 EAST 42ND STREET	NEW YORK	NY	10168	NONE	PUBLIC CHARITY	GENERAL	$20,000
LOYOLA UNIVERSITY MD
4501 N CHARLES STREET	BALTIMORE	MD	21210	NONE	PUBLIC CHARITY	GENERAL	$50,000
ST AGNES HOSPITAL FOUNDATION
900 S CATON AVENUE	BALTIMORE	MD	21229	NONE	PUBLIC CHARITY	GENERAL	$35,000
WAY STATION INC
230 W PATRICK STREET	FREDERICK	MD	21701	NONE	PUBLIC CHARITY	GENERAL	$100,000

Field	Value	IRS element (for citing)
Tot Grant Or Contri Paid During Year	1976158	TotGrantOrContriPaidDuringYear

Analysis Income Producing Acty AnalysisIncomeProducingActy

Field	Value	IRS element (for citing)
Fees Contracts From Govt Agencies		FeesContractsFromGovtAgencies
Membership Dues And Assessments		MembershipDuesAndAssessments
Int On Savings And Temp Cash Invst		IntOnSavingsAndTempCashInvst

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$1,082,884	ExclusionAmount

Field	Value	IRS element (for citing)
Net Rental Incm Re Debt Fincd Prop		NetRentalIncmReDebtFincdProp
Net Rntl Incm Re Not Debt Fincd Prop		NetRntlIncmReNotDebtFincdProp
Net Rental Incm Personal Property		NetRentalIncmPersonalProperty
Other Investment Income Part VII		OtherInvestmentIncomePartVII

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Field	Value	IRS element (for citing)
Exclusion Code	18	ExclusionCode
Exclusion	$3,968,764	ExclusionAmount

Field	Value	IRS element (for citing)
Net Income Loss From Special Events		NetIncomeLossFromSpecialEvents
Gross Profit Loss Sales Of Invntry		GrossProfitLossSalesOfInvntry

Subtotals Part XVIA SubtotalsPartXVIA

Field	Value	IRS element (for citing)
Exclusion	$5,051,648	ExclusionAmount

Field	Value	IRS element (for citing)
Total Part XVIA	5051648	TotalPartXVIA

Field	Value	IRS element (for citing)
Rln Of Acty To Accom Of Exempt Prps		RlnOfActyToAccomOfExemptPrps

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

Field	Value	IRS element (for citing)
Trnsfr Of Cash To Noncharitable EO	false	TrnsfrOfCashToNoncharitableEO
Trnsfr Oth Assets Noncharitable EO	false	TrnsfrOthAssetsNoncharitableEO
Sales Or Exchanges Of Assets	false	SalesOrExchangesOfAssets
Purchase Assets Noncharitable EO	false	PurchaseAssetsNoncharitableEO
Rental Of Facilities Etc	false	RentalOfFacilitiesEtc
Reimbursement Arrangements	false	ReimbursementArrangements
Loans Or Loan Guarantees	false	LoansOrLoanGuarantees
Performance Of Services Etc	false	PerformanceOfServicesEtc
Sharing Of Facilities Etc	false	SharingOfFacilitiesEtc
Relationships Noncharitable E Os	false	RelationshipsNoncharitableEOs

Distribution From Corpus Election DistributionFromCorpusElection

Field	Value	IRS element (for citing)
Election	ELECTION UNDER REGULATION 53.4942(a)-3(d)(2) TO APPLY ALL OR PART OF THE 2009 QUALIFYING DISTRIBUTIONS TO CORPUS	Election

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds (5 entries)

Name Of BondNameOfBond	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
FOREIGN BONDS	249156	260272
FIXED INCOME MUTUAL FUNDS	3209926	1399012
CORPORATE BONDS	2737276	2826557
OTHER BONDS
MUNI BONDS	1606041	3502602

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock (5 entries)

Name Of StockNameOfStock	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
COMMON STOCKS	23604007	28643747
EQUITY MUTUAL FUNDS	3424433	3709250
PRIVATE EQUITY	5290368	7381508
PREFERRED STOCK	343380	351891
FOREIGN STOCK	2867458	3389600

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Securities EOY Book Value	7643730	USGovtSecuritiesEOYBookValue
US Govt Securities EOYFMV	7771383	USGovtSecuritiesEOYFMV

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther

Field	Value	IRS element (for citing)
Category Or Item	BROWN CDK GLOBAL SELECT	CategoryOrItem
Listed At Cost Or FMV	AT COST	ListedAtCostOrFMV
Book Value	2000000	BookValue
EOYFMV	2002450	EOYFMV

Other Assets Schedule OtherAssetsSchedule

Other Assets OtherAssets

Field	Value	IRS element (for citing)
Description	CHARLES TOWSON ASSOCIATES	Description
BOY Book Value	2450723	BOYBookValue
EOY Book Value	2450273	EOYBookValue
EOYFMV	5604052	EOYFMV

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases OtherDecreases (3 entries)

DescriptionDescription	AmountAmount
ADJ BOOK VALUE ON PRIVATE EQUITY	$6,964
ACCRUED INTEREST ATTRIBUTABLE TO 2013	$7,885
OTHER AMORTIZATION OF BONDS	$7,054

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (2 entries)

DescriptionDescription	Revenue And Expenses Per BooksRevenueAndExpensesPerBooks	Net Investment IncomeNetInvestmentIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
GIFT ADMINISTRATION	174050	0	174050
MISCELLANEOUS EXPENSES	304	0	304

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome

Field	Value	IRS element (for citing)
Description	K-1S	Description
Net Investment Income	102213	NetInvestmentIncome

Other Increases Schedule OtherIncreasesSchedule

Other Increases OtherIncreases

Field	Value	IRS element (for citing)
Description	ACCRUED INTEREST PAID IN 2011	Description
Amount	$2,271	Amount

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees OtherProfessionalFees

Field	Value	IRS element (for citing)
Category	INVESTMENT FEES-PRIN	Category
Amount	$285,760	Amount
Net Investment Income	285760	NetInvestmentIncome

Taxes Schedule TaxesSchedule

Taxes Taxes (4 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome
FOREIGN TAXES	$11,330	11330
FEDERAL EXCISE TAX	$17,805	0
QUARTERLY TAX DEPOSIT	$41,751	0
FOREIGN TAXES ON QUALIFIED FOR	$2,112	2112