2013-11-13T12:26:40-06:00 2012-12-31 BROWN INVESTMENT ADVISORY & TRUST 901 SOUTH BOND STREET BALTIMORE MD 21231 990PF 2012-01-01 521491609 LEONARD AND HELEN R STULMAN CHARITABLE LEON 4105375447 6225 SMITH AVENUE BALTIMORE MD 21209 FRANK GRAY ESQ 4105375447 2013-10-14 true BROWN INVESTMENT ADVISORY 4105375484 2013-10-14 2012 2016-02-24 21:20:13Z X 70557014 1082884 1052505 3968764 35168293 3968764 0 102213 5051648 5123482 12600 12600 0 0 0 0 0 0 285760 285760 0 0 72998 13442 0 0 0 0 0 0 0 174354 174354 545712 299202 0 186954 1976158 1976158 2521870 299202 0 2163112 2529778 4824280 0 2563577 3714690 3714690 0 0 0 5815351 7643730 7771383 36743730 35529646 43475996 6057211 7802399 7988443 3000000 2000000 2002450 2450723 2450273 5604052 56630592 59140738 70557014 0 X 56630592 59140738 56630592 59140738 56630592 59140738 56630592 2529778 2271 59162641 21903 59140738 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 3968764 false 2491761 66231298 0.037622 2422779 55007351 0.044045 2244537 45679602 0.049137 2894924 5796067 0.499464 2989184 4132023 0.723419 1.353687 0.270737 68380600 18513159 48243 18561402 2163112 96486 0 96486 0 96486 81288 64759 146047 505 49056 49056 0 false false false false false true true false true true MD true false false false true FRANK GRAY 4105804164 6225 SMITH AVENUE BALTIMORE MD 21209 false false false false false false false false false false false false false false false false false false false false false SHALE D STILLER 6225 SMITH AVENUE BALTIMORE MD 21209 0 4200 FRANK T GRAY 6225 SMITH AVENUE BALTIMORE MD 21209 0 4200 WALTER D PINKARD JR 100 LIGHT STREET SUITE 1400 BALTIMORE MD 21202 0 4200 NONE 0 NONE 0 65459422 3962507 0 69421929 0 0 69421929 1041329 68380600 3419030 3419030 96486 96486 3322544 0 3322544 0 3322544 2163112 0 0 0 0 2163112 0 2163112 3322544 0 2010 0 2788761 2606649 2202482 0 0 7597892 2163112 0 0 0 2163112 0 1159432 1159432 6438460 0 0 0 0 0 0 1629329 4809131 2606649 2202482 0 0 0 X Baltimore Medical System Inc 3501 SINCLAIR LANE BALTIMORE MD 21213 NONE PUBLIC CHARITY GENERAL 75000 University of Maryland Baltimore Foundation 620 W LEXINGTON STREET BALTIMORE MD 21201 NONE PUBLIC CHARITY GENERAL 50000 Association of Baltimore Area Grantmakers 2 EAST READ STREET 2ND FLOOR BALTIMORE MD 21202 NONE PUBLIC CHARITY GENERAL 5500 Active Minds Inc 2647 CONNECTICUT AVE NW Washington DC 20008 NONE PUBLIC CHARITY GENERAL 50000 B'More Clubhouse Inc 5 EAST READ STREET BALTIMORE MD 21202 NONE PUBLIC CHARITY GENERAL 30000 Civic Leadership Fund at BCF 2 EAST READ STREET BALTIMORE MD 21202 NONE PUBLIC CHARITY GENERAL 90000 The Associated Jewish Community Federation 101 WEST MOUNT ROYAL AVENUE BALTIMORE MD 21201 NONE PUBLIC CHARITY GENERAL 140000 United Way of Central Maryland Inc 100 S CHARLES ST 5TH FL BOX 1576 BALTIMORE MD 21203 NONE PUBLIC CHARITY GENERAL 27500 Historic East Baltimore Community Action C 1212 NORTH WOLFE STREET BALTIMORE MD 212133303 NONE PUBLIC CHARITY GENERAL 30000 National Alliance on Mental Illness Metropolitan Baltimore Inc 5210 YORK ROAD BALTIMORE MD 21212 NONE PUBLIC CHARITY GENERAL 30000 Civic Works Inc 2701 SAINT LO DRIVE 2 BALTIMORE MD 21213 NONE PUBLIC CHARITY GENERAL 60000 Central Scholarship Bureau Inc 1700 REISTERSTOWN RD SUITE 220 BALTIMORE MD 21208 NONE PUBLIC CHARITY GENERAL 100000 Mental Health Association of Maryland 711 W 40TH STREET SUITE 460 BALTIMORE MD 21211 NONE PUBLIC CHARITY GENERAL 84000 Baltimore Mental Health Systems Inc 201 E BALTIMORE STREET ST 1340 BALTIMORE MD 212021528 NONE PUBLIC CHARITY GENERAL 9950 The Family Tree Inc 2108 NORTH CHARLES STREET BALTIMORE MD 21218 NONE PUBLIC CHARITY GENERAL 35000 Sheppard Pratt Health System Inc 6501 NORTH CHARLES STREET BALTIMORE MD 21285 NONE PUBLIC CHARITY GENERAL 50000 Johns Hopkins University 3400 NORTH CHARLES STREET BALTIMORE MD 21218 NONE PUBLIC CHARITY GENERAL 547318 Legal Aid Bureau Inc 500 EAST LEXINGTON STREET BALTIMORE MD 21202 NONE PUBLIC CHARITY GENERAL 75000 Levindale Hebrew Geriatric Center and Hosp 2401 WEST BELVEDERE AVENUE BALTIMORE MD 21215 NONE PUBLIC CHARITY GENERAL 90000 Pastoral Counseling Services of Maryland 10010 FERNWOOD ROAD BETHESDA MD 20817 NONE PUBLIC CHARITY GENERAL 32500 FAMILY LEAGUE OF BALTIMORE CITY 2305 NORTH CHARLES STREET BALTIMORE MD 21218 NONE PUBLIC CHARITY GENERAL 89390 CHARM CITY CLINIC INC 100 N CHARLES ST BALTIMORE MD 21201 NONE PUBLIC CHARITY GENERAL 45000 FOOD RESEARCH AND ACTION CENTER 1875 CONNECTICUT AVE WASHINGTON DC 20009 NONE PUBLIC CHARITY GENERAL 25000 INTERNATIONAL RESCUE COMMITTEE 122 EAST 42ND STREET NEW YORK NY 10168 NONE PUBLIC CHARITY GENERAL 20000 LOYOLA UNIVERSITY MD 4501 N CHARLES STREET BALTIMORE MD 21210 NONE PUBLIC CHARITY GENERAL 50000 ST AGNES HOSPITAL FOUNDATION 900 S CATON AVENUE BALTIMORE MD 21229 NONE PUBLIC CHARITY GENERAL 35000 WAY STATION INC 230 W PATRICK STREET FREDERICK MD 21701 NONE PUBLIC CHARITY GENERAL 100000 1976158 14 1082884 18 3968764 5051648 5051648 false false false false false false false false false false ELECTION UNDER REGULATION 53.4942(a)-3(d)(2) TO APPLY ALL OR PART OF THE 2009 QUALIFYING DISTRIBUTIONS TO CORPUS FOREIGN BONDS 249156 260272 FIXED INCOME MUTUAL FUNDS 3209926 1399012 CORPORATE BONDS 2737276 2826557 OTHER BONDS MUNI BONDS 1606041 3502602 COMMON STOCKS 23604007 28643747 EQUITY MUTUAL FUNDS 3424433 3709250 PRIVATE EQUITY 5290368 7381508 PREFERRED STOCK 343380 351891 FOREIGN STOCK 2867458 3389600 7643730 7771383 BROWN CDK GLOBAL SELECT AT COST 2000000 2002450 CHARLES TOWSON ASSOCIATES 2450723 2450273 5604052 ADJ BOOK VALUE ON PRIVATE EQUITY 6964 ACCRUED INTEREST ATTRIBUTABLE TO 2013 7885 OTHER AMORTIZATION OF BONDS 7054 GIFT ADMINISTRATION 174050 0 174050 MISCELLANEOUS EXPENSES 304 0 304 K-1S 102213 ACCRUED INTEREST PAID IN 2011 2271 INVESTMENT FEES-PRIN 285760 285760 FOREIGN TAXES 11330 11330 0 FEDERAL EXCISE TAX 17805 0 0 QUARTERLY TAX DEPOSIT 41751 0 0 FOREIGN TAXES ON QUALIFIED FOR 2112 2112 0