LEONARD AND HELEN R STULMAN CHARITABLE FOUNDATION INC: Form 990PF, tax year 2011

View the entire original 990 at ProPublica ↗

Organization: LEONARD AND HELEN R STULMAN CHARITABLE FOUNDATION INC (EIN 52-1491609)
Tax period: 2011-01-01 to 2011-12-31
Filed: 2012-10-31
IRS object ID: 201213069349100206
Schema version: 2011v1.2
Source: Download XML · Original 990 at ProPublica

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

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

Return header ReturnHeader

Field	Value	IRS element (for citing)
Timestamp	2012-10-31T15:52:31-06:00	Timestamp
Tax Period End Date	2011-12-31	TaxPeriodEndDate

Preparer Firm PreparerFirm

Preparer Firm Business Name PreparerFirmBusinessName

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

Preparer Firm US Address PreparerFirmUSAddress

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

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnType
Tax Period Begin Date	2011-01-01	TaxPeriodBeginDate

Filer Filer

Field	Value	IRS element (for citing)
EIN	521491609	EIN

Name Name

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

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

US Address USAddress

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

Officer Officer

Field	Value	IRS element (for citing)
Name	FRANK GRAY ESQ	Name
Title	VICE-PRES	Title
Phone	4105375447	Phone
Date Signed	2012-10-23	DateSigned
Authorize Third Party	true	AuthorizeThirdParty

Preparer Preparer

Field	Value	IRS element (for citing)
Name	BROWN INVESTMENT ADVISORY	Name
Phone	4105375484	Phone
Date Prepared	2012-10-23	DatePrepared

Field	Value	IRS element (for citing)
Tax Year	2011	TaxYear
Build TS	2016-02-24 21:20:13Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Exempt PF	X	ExemptPF
FMV Assets EOY	65482487	FMVAssetsEOY

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Dividends Rev And Expnss	872264	DividendsRevAndExpnss
Dividends Net Invst Incm	843054	DividendsNetInvstIncm
Net Gain Sale Assets Rev And Expnss	4497700	NetGainSaleAssetsRevAndExpnss
Gross Sales Price	33226870	GrossSalesPrice
Capital Gain Net Incm Net Invst Incm	4497700	CapitalGainNetIncmNetInvstIncm
Net STCG Adj Net Incm	0	NetSTCGAdjNetIncm
Other Income Rev And Expnss	24	OtherIncomeRevAndExpnss
Other Income Net Invst Incm	708021	OtherIncomeNetInvstIncm
Total Revenue And Expenses	5369988	TotalRevenueAndExpenses
Total Net Investment Income	6048775	TotalNetInvestmentIncome
Comp Ofcr Dir Trst Rev And Expnss	16200	CompOfcrDirTrstRevAndExpnss
Oth Empl Slrs Wgs Net Invst Incm	0	OthEmplSlrsWgsNetInvstIncm
Oth Empl Slrs Wgs Adj Net Incm	0	OthEmplSlrsWgsAdjNetIncm
Oth Empl Slrs Wgs Dsbrs Chrtbl Prps	0	OthEmplSlrsWgsDsbrsChrtblPrps
Pension Empl Bnft Net Invst Incm	0	PensionEmplBnftNetInvstIncm
Pension Empl Bnft Adj Net Incm	0	PensionEmplBnftAdjNetIncm
Legal Fees Dsbrs Chrtbl Prps	0	LegalFeesDsbrsChrtblPrps
Other Prof Fees Rev And Expnss	314682	OtherProfFeesRevAndExpnss
Other Prof Fees Net Invst Incm	314682	OtherProfFeesNetInvstIncm
Other Prof Fees Dsbrs Chrtbl Prps	0	OtherProfFeesDsbrsChrtblPrps
Interest Dsbrs Chrtbl Prps	0	InterestDsbrsChrtblPrps
Taxes Rev And Expnss	274992	TaxesRevAndExpnss
Taxes Net Invst Incm	10992	TaxesNetInvstIncm
Taxes Dsbrs Chrtbl Prps	0	TaxesDsbrsChrtblPrps
Deprec And Depletion Rev And Expnss	0	DeprecAndDepletionRevAndExpnss
Deprec And Depletion Net Invst Incm	0	DeprecAndDepletionNetInvstIncm
Trav Conf Meeting Net Invst Incm	0	TravConfMeetingNetInvstIncm
Trav Conf Meeting Adj Net Incm	0	TravConfMeetingAdjNetIncm
Printing And Pub Net Invst Incm	0	PrintingAndPubNetInvstIncm
Printing And Pub Adj Net Incm	0	PrintingAndPubAdjNetIncm
Other Expenses Rev And Expnss	175000	OtherExpensesRevAndExpnss
Other Expenses Dsbrs Chrtbl Prps	175000	OtherExpensesDsbrsChrtblPrps
Tot Opr Expenses Rev And Expnss	780874	TotOprExpensesRevAndExpnss
Tot Opr Expenses Net Invst Incm	325674	TotOprExpensesNetInvstIncm
Tot Opr Expenses Adj Net Incm	0	TotOprExpensesAdjNetIncm
Tot Opr Expenses Dsbrs Chrtbl Prps	175000	TotOprExpensesDsbrsChrtblPrps
Contri Gifts Paid Rev And Expnss	2316761	ContriGiftsPaidRevAndExpnss
Contri Gifts Paid Dsbrs Chrtbl Prps	2316761	ContriGiftsPaidDsbrsChrtblPrps
Total Expenses Rev And Expnss	3097635	TotalExpensesRevAndExpnss
Total Expenses Net Invst Incm	325674	TotalExpensesNetInvstIncm
Total Expenses Adj Net Incm	0	TotalExpensesAdjNetIncm
Total Expenses Dsbrs Chrtbl Prps	2491761	TotalExpensesDsbrsChrtblPrps
Excess Of Revenue Over Expenses	2272353	ExcessOfRevenueOverExpenses
Net Investment Income	5723101	NetInvestmentIncome
Adjusted Net Income	0	AdjustedNetIncome

Balance Sheets BalanceSheets

Field	Value	IRS element (for citing)
Savings And Temp Cash Invst BOY	2900995	SavingsAndTempCashInvstBOY
Savings And Temp Cash Invst EOY	2563577	SavingsAndTempCashInvstEOY
Savings And Temp Cash Invst EOYFMV	2563577	SavingsAndTempCashInvstEOYFMV
Accounts Receivable EOY	0	AccountsReceivableEOY
Accounts Receivable EOYFMV	0	AccountsReceivableEOYFMV
Allwnc For Dbtfl Acct Other Rcvbl	0	AllwncForDbtflAcctOtherRcvbl
Investments Govt Oblig BOY	6343148	InvestmentsGovtObligBOY
Investments Govt Oblig EOY	5815351	InvestmentsGovtObligEOY
Investments Govt Oblig EOYFMV	6062048	InvestmentsGovtObligEOYFMV
Investments Corp Stock BOY	36068838	InvestmentsCorpStockBOY
Investments Corp Stock EOY	36743730	InvestmentsCorpStockEOY
Investments Corp Stock EOYFMV	42159879	InvestmentsCorpStockEOYFMV
Investments Corp Bonds BOY	5812462	InvestmentsCorpBondsBOY
Investments Corp Bonds EOY	6057211	InvestmentsCorpBondsEOY
Investments Corp Bonds EOYFMV	6094445	InvestmentsCorpBondsEOYFMV
Investments Other BOY	3000000	InvestmentsOtherBOY
Investments Other EOY	3000000	InvestmentsOtherEOY
Investments Other EOYFMV	2998486	InvestmentsOtherEOYFMV
Other Assets EOY	2450723	OtherAssetsEOY
Other Assets EOYFMV	5604052	OtherAssetsEOYFMV
Total Assets BOY	54125443	TotalAssetsBOY
Total Assets EOY	56630592	TotalAssetsEOY
Total Assets EOYFMV	65482487	TotalAssetsEOYFMV
Total Liabilities EOY	0	TotalLiabilitiesEOY
Org That Do Not Follow SFAS117	X	OrgThatDoNotFollowSFAS117
Capital Stock BOY	54125443	CapitalStockBOY
Capital Stock EOY	56630592	CapitalStockEOY
Total Net Assets BOY	54125443	TotalNetAssetsBOY
Total Net Assets EOY	56630592	TotalNetAssetsEOY
Total Liabilities Net Assets BOY	54125443	TotalLiabilitiesNetAssetsBOY
Total Liabilities Net Assets EOY	56630592	TotalLiabilitiesNetAssetsEOY

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Field	Value	IRS element (for citing)
Total Net Assets Fund Balances BOY	54125443	TotalNetAssetsFundBalancesBOY
Excess Of Revenue Over Expenses	2272353	ExcessOfRevenueOverExpenses
Other Increases	235068	OtherIncreases
Subtotal	56632864	Subtotal
Other Decreases	2272	OtherDecreases
Total Net Assets Fund Balances EOY	56630592	TotalNetAssetsFundBalancesEOY

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (1484 entries)

Description Of AssetDescriptionOfAsset	Date AcquiredDateAcquired	Date SoldDateSold	Gross Sales PriceGrossSalesPrice	Cost Or Other BasisCostOrOtherBasis	Gain Or LossGainOrLoss	Gains Minus Excess Or LossesGainsMinusExcessOrLosses	How AcquiredHowAcquired
275. IMMUCOR INC	2010-06-18	2011-01-03	5510	5628	-118	-118
700. STAGE STORES INC	2005-06-10	2011-01-03	12304	13228	-924	-924
524. IMMUCOR INC	2010-06-18	2011-01-04	10171	10659	-488	-488
2075. DOVER CORP.	2009-03-10	2011-01-05	120975	51416	69559	69559
687. DRESSER RAND GROUP INC	2010-07-26	2011-01-05	28401	24135	4266	4266
761. IDEX CORP	2009-04-16	2011-01-05	29335	17973	11362	11362
123. OCEANEERING INTERNATIONAL INC	2009-04-15	2011-01-05	8801	5114	3687	3687
277. OCEANEERING INTERNATIONAL INC	2009-04-15	2011-01-05	19866	11518	8348	8348
892. SENSATA TECHNOLOGIES HOLDING	2010-10-18	2011-01-05	27042	18751	8291	8291
745. CANADIAN NATURAL RESOURCES LTD	2009-04-23	2011-01-06	32095	17858	14237	14237
14285.714 FEDERATED A R MS FUND #96 INSTL CL	2010-08-03	2011-01-06	140000	140857	-857	-857
240. SNAP-ON INC	2009-04-06	2011-01-06	13368	6678	6690	6690
252. U T I WORLDWIDE INC	2009-04-16	2011-01-06	5262	3359	1903	1903
480. CANADIAN NATURAL RESOURCES LTD	2009-04-23	2011-01-07	19770	11479	8291	8291
334. IMMUCOR INC	2010-06-24	2011-01-07	6907	6702	205	205
200. MDC PARTNERS INC CL A	2005-06-16	2011-01-07	3484	1596	1888	1888
340. SNAP-ON INC	2009-04-06	2011-01-07	18715	9460	9255	9255
124. STERICYCLE INC	2010-02-04	2011-01-07	9646	6724	2922	2922
306. STERICYCLE INC	2010-02-04	2011-01-07	23790	16593	7197	7197
1. STERICYCLE INC	2010-02-04	2011-01-07	78	54	24	24
183. AMERICAN PUBLIC EDUCATION	2009-05-05	2011-01-10	6404	6326	78	78
30. STERICYCLE INC	2010-02-04	2011-01-10	2306	1627	679	679
100. FULLER H B CO	2010-02-02	2011-01-11	1995	2070	-75	-75
200. FULLER H B CO	2009-09-17	2011-01-11	3989	4201	-212	-212
112. AMERICAN PUBLIC EDUCATION	2009-05-05	2011-01-13	4021	3871	150	150
312. JOHNSON & JOHNSON	2010-11-03	2011-01-13	19537	19918	-381	-381
725. TIDEWATER INC	2009-10-08	2011-01-13	40076	33333	6743	6743
235. U T I WORLDWIDE INC	2009-04-15	2011-01-13	5121	3112	2009	2009
99. AMERICAN PUBLIC EDUCATION	2009-05-05	2011-01-14	3589	3421	168	168
2390. CANADIAN NATURAL RESOURCES LTD	2009-04-23	2011-01-14	99652	57126	42526	42526
200. MDC PARTNERS INC CL A	2005-06-16	2011-01-14	3690	1596	2094	2094
600. TIDEWATER INC	2009-11-19	2011-01-14	33169	27014	6155	6155
1495. TIDEWATER INC	2009-11-19	2011-01-14	82932	64698	18234	18234
6412.55 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2011-01-15	6413	6391	22	22
56.07 F H L M C #1J0203 2.780% 4/01/35	2005-05-12	2011-01-15	56	57	-1	-1
19674.54 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2011-01-15	19675	20361	-686	-686
2709.11 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2011-01-15	2709	2685	24	24
19082.82 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2011-01-15	19083	20117	-1034	-1034
1621.9 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2011-01-15	1622	1607	15	15
6814.13 G N M A #604002 5.500% 2/15/33	2003-05-28	2011-01-15	6814	7087	-273	-273
6.99 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2011-01-15	7	7
697. TRIMBLE NAV LTD	2008-11-21	2011-01-18	30783	10470	20313	20313
8970.21 F H L B MLTCL MTG 5.065% 10/20/15	2010-11-30	2011-01-20	8970	9660	-690	-690
500000. F H L B DEB 1.375% 6/08/12	2010-08-03	2011-01-20	506025	505186	839	839
831. IMMUCOR INC	2010-06-24	2011-01-21	17075	16458	617	617
151.05 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2011-01-25	151	152	-1	-1
7004.47 F N M A #256752 6.000% 6/01/27	2008-02-07	2011-01-25	7004	7177	-173	-173
7708.07 F N M A #257048 6.000% 1/01/28	2007-12-18	2011-01-25	7708	7817	-109	-109
47.93 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2011-01-25	48	49	-1	-1
14.52 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2011-01-25	15	15
39.13 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2011-01-25	39	39
6836.95 F N M A #831413 5.500% 4/01/36	2006-04-06	2011-01-25	6837	6704	133	133
9754.49 F N M A #909932 6.000% 3/01/37	2007-02-05	2011-01-25	9754	9807	-53	-53
7187.06 F N M A #AA8753 5.000% 6/01/39	2009-09-18	2011-01-25	7187	7398	-211	-211
11942.06 F N M A #AC4824 3.583% 10/01/39	2010-10-01	2011-01-25	11942	12459	-517	-517
17247.47 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2011-01-25	17247	18020	-773	-773
600. B & G FOODS INC NEW	2009-10-22	2011-01-26	8405	4833	3572	3572
200. CHEMED CORP	2009-12-31	2011-01-26	12939	9287	3652	3652
100. OCEANEERING INTERNATIONAL INC	2009-01-08	2011-01-26	7390	3164	4226	4226
287. AMERICAN PUBLIC EDUCATION	2009-05-05	2011-01-27	10360	9862	498	498
184. AMERICAN PUBLIC EDUCATION	2009-11-17	2011-01-27	6632	6292	340	340
473. DIAMOND OFFSHORE DRILLING	2010-09-28	2011-01-27	34070	30315	3755	3755
515. E I DU PONT DE NEMOURS & CO.	2009-11-10	2011-01-27	25872	17667	8205	8205
258. SNAP-ON INC	2009-04-06	2011-01-27	14857	7179	7678	7678
262. TITAN MACHY INC	2009-07-28	2011-01-27	6286	3186	3100	3100
310. TITAN MACHY INC	2009-07-28	2011-01-27	7463	3747	3716	3716
154. AMERICAN PUBLIC EDUCATION	2009-11-18	2011-01-28	5328	5261	67	67
105. DIAMOND OFFSHORE DRILLING	2008-12-26	2011-01-28	7522	5987	1535	1535
192. DIAMOND OFFSHORE DRILLING	2010-07-29	2011-01-28	13755	11460	2295	2295
358. NUVASIVE INC	2010-02-23	2011-01-28	9873	10512	-639	-639
34. NUVASIVE INC	2009-12-15	2011-01-28	938	1020	-82	-82
263. SNAP-ON INC	2009-04-06	2011-01-28	14969	7318	7651	7651
500. SPEEDWAY MOTORSPORTS INC.	2005-10-13	2011-01-28	7380	17851	-10471	-10471
181. AMERICAN PUBLIC EDUCATION	2009-11-18	2011-01-31	6098	6004	94	94
744. DAVITA INC	2008-01-14	2011-01-31	54987	43644	11343	11343
244. SNAP-ON INC	2009-04-06	2011-01-31	13856	6749	7107	7107
200. ACI WORLDWIDE INC	2010-08-23	2011-02-01	5519	3855	1664	1664
175. AMERICAN PUBLIC EDUCATION	2009-08-05	2011-02-01	5951	5745	206	206
716. ANSYS INC	2010-10-11	2011-02-01	38363	30264	8099	8099
1047. DRESSER RAND GROUP INC	2010-10-29	2011-02-01	47632	36204	11428	11428
210. FACTSET RESEARCH SYSTEMS INC	2009-04-16	2011-02-01	21241	10308	10933	10933
623. INFORMATICA CORP	2010-06-29	2011-02-01	28947	15402	13545	13545
408. OCEANEERING INTERNATIONAL INC	2009-04-15	2011-02-01	31905	16965	14940	14940
428. SBA COMMUNICATIONS CORP	2009-04-16	2011-02-01	17811	11484	6327	6327
1194. SENSATA TECHNOLOGIES HOLDING	2010-10-08	2011-02-01	38335	24194	14141	14141
100000. GOLDMAN SACHS GP MTN 3.625% 8/01/12	2009-08-27	2011-02-03	103423	100797	2626	2626
100.526 BROWN ADVISORY INTERMED INCOME FUND	2010-12-09	2011-02-03	1116	1123	-7	-7
2151.726 BROWN ADVISORY INTERMED INCOME FUND	2008-11-26	2011-02-03	23884	22765	1119	1119
600. SPEEDWAY MOTORSPORTS INC.	2005-06-10	2011-02-03	8704	21198	-12494	-12494
300. RALCORP HOLDINGS INC	2009-06-19	2011-02-04	18039	18582	-543	-543
20. AFFILIATED MANAGERS GROUP INC	2005-06-10	2011-02-07	2042	1347	695	695
180. AFFILIATED MANAGERS GROUP INC	2010-06-10	2011-02-07	18374	12068	6306	6306
229319.66 F H L B MLTCL MTG 5.065% 10/20/15	2010-11-30	2011-02-08	247952	246380	1572	1572
500. INSITUFORM TECHNOLOGIES INC CL A	2010-04-29	2011-02-08	14485	12425	2060	2060
1135. NATIONAL-OILWELL INC	2010-07-29	2011-02-08	87123	42988	44135	44135
200. PROGRESS SOFTWARE CORP.	2006-05-01	2011-02-08	6099	3662	2437	2437
600. SPEEDWAY MOTORSPORTS INC.	2005-06-10	2011-02-08	8859	21198	-12339	-12339
100000. GENERAL ELECTRIC CO 5.000% 2/01/13	2010-02-16	2011-02-09	106871	104731	2140	2140
545. NATIONAL-OILWELL INC	2010-06-30	2011-02-09	41698	18170	23528	23528
200. PROGRESS SOFTWARE CORP.	2006-12-20	2011-02-09	6196	3653	2543	2543
180. AFFILIATED MANAGERS GROUP INC	2009-09-14	2011-02-10	18731	11887	6844	6844
20. AFFILIATED MANAGERS GROUP INC	2010-06-10	2011-02-10	2081	1341	740	740
10879.42 BROWN ADVISORY INTERMED INCOME FUND	2008-11-26	2011-02-10	120000	115104	4896	4896
300. AFFILIATED MANAGERS GROUP INC	2009-09-25	2011-02-11	32111	14252	17859	17859
445. DEERE & CO.	2009-03-19	2011-02-11	42358	14319	28039	28039
2747. EXELON CORP	2010-12-21	2011-02-11	116830	112702	4128	4128
84. CITI TRENDS INC	2010-02-04	2011-02-14	1848	2345	-497	-497
94. CITI TRENDS INC	2010-02-04	2011-02-14	2081	2588	-507	-507
44. TITAN MACHY INC	2009-07-27	2011-02-14	1169	531	638	638
511. TITAN MACHY INC	2009-07-27	2011-02-14	13473	6161	7312	7312
753. CISCO SYSTEMS	2010-11-12	2011-02-15	14026	15354	-1328	-1328
1224. CISCO SYSTEMS	2002-02-08	2011-02-15	22799	20538	2261	2261
50. CITI TRENDS INC	2010-02-04	2011-02-15	1084	1377	-293	-293
44. CITI TRENDS INC	2010-02-04	2011-02-15	952	1211	-259	-259
4745.75 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2011-02-15	4746	4729	17	17
39.43 F H L M C #1J0203 2.780% 4/01/35	2005-05-12	2011-02-15	39	40	-1	-1
12541.03 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2011-02-15	12541	12969	-428	-428
4615.46 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2011-02-15	4615	4575	40	40
6992.3 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2011-02-15	6992	7362	-370	-370
1629.33 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2011-02-15	1629	1615	14	14
2144.41 G N M A #604002 5.500% 2/15/33	2003-05-28	2011-02-15	2144	2228	-84	-84
8.45 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2011-02-15	8	9	-1	-1
395. NORTHROP GRUMMAN CORP	2010-02-05	2011-02-15	27202	22822	4380	4380
105. NORTHROP GRUMMAN CORP	2010-07-29	2011-02-15	7231	6188	1043	1043
244. CITI TRENDS INC	2010-02-04	2011-02-16	5290	6718	-1428	-1428
1867. CISCO SYSTEMS	2008-10-24	2011-02-17	34854	31211	3643	3643
177. CITI TRENDS INC	2009-11-24	2011-02-17	3812	4872	-1060	-1060
505. A F C ENTERPRISES INC	2005-12-07	2011-02-18	7617	6550	1067	1067
705. ACI WORLDWIDE INC	2010-08-24	2011-02-18	21118	13453	7665	7665
785. ACXIOM CORP	2010-08-11	2011-02-18	13875	12155	1720	1720
265. AFFILIATED MANAGERS GROUP INC	2008-11-28	2011-02-18	29726	7281	22445	22445
870. AMERICAN EAGLE OUTFITTERS INC NEW COM	2010-03-04	2011-02-18	13791	15040	-1249	-1249
140. AMERICAN PUBLIC EDUCATION	2010-12-28	2011-02-18	5948	5095	853	853
300. ASCENA RETAIL GROUP INC	2010-03-05	2011-02-18	9412	8105	1307	1307
205. ASCENA RETAIL GROUP INC	2011-01-04	2011-02-18	6432	5441	991	991
590. ATLAS AIR WORLDWIDE HOLDINGS	2009-11-19	2011-02-18	42938	17203	25735	25735
1155. B & G FOODS INC NEW	2009-10-22	2011-02-18	16518	9303	7215	7215
2675. CBIZ INC	2009-12-31	2011-02-18	18751	18944	-193	-193
500. CBIZ INC	2010-08-26	2011-02-18	3505	3033	472	472
1545. CAPITALSOURCE INC	2010-11-05	2011-02-18	12128	9259	2869	2869
560. CASH AMERICA INTL INC	2009-08-14	2011-02-18	23363	14848	8515	8515
505. CHEMED CORP	2009-09-11	2011-02-18	32944	19681	13263	13263
110. COHERENT INC	2011-01-18	2011-02-18	6742	5363	1379	1379
1745. CONVERGYS CORP	2009-11-16	2011-02-18	25721	16507	9214	9214
365. DG FASTCHANNEL INC	2010-12-07	2011-02-18	12542	10227	2315	2315
1130. THE DOLAN COMPANY	2009-03-04	2011-02-18	15639	7467	8172	8172
500. THE DOLAN COMPANY	2010-09-09	2011-02-18	6920	4823	2097	2097
445. R R DONNELLEY & SONS CO.	2010-06-10	2011-02-18	8611	8421	190	190
1100. R R DONNELLEY & SONS CO.	2010-02-12	2011-02-18	21285	20553	732	732
95. ENTERTAINMENT PPTYS TR	2009-11-10	2011-02-18	4443	2982	1461	1461
300. ENTERTAINMENT PPTYS TR	2010-05-25	2011-02-18	14031	11623	2408	2408
200. FULLER H B CO	2010-06-10	2011-02-18	4508	4137	371	371
195. FULLER H B CO	2010-02-02	2011-02-18	4395	4033	362	362
2810. GLOBAL CASH ACCESS HLDGS INC	2008-05-14	2011-02-18	10088	23417	-13329	-13329
650. GOVERNMENT PROPERTIES INCOME	2010-08-05	2011-02-18	17233	16127	1106	1106
1125. GRAFTECH INTL LTD	2010-05-20	2011-02-18	26733	17574	9159	9159
200. HATTERAS FINANCIAL CORP	2011-01-05	2011-02-18	5834	5750	84	84
165. HATTERAS FINANCIAL CORP	2009-07-20	2011-02-18	4813	4740	73	73
400. HERCULES TECHNOLOGY GROWTH	2009-12-02	2011-02-18	4364	4010	354	354
1540. HERCULES TECHNOLOGY GROWTH	2010-11-10	2011-02-18	16801	15247	1554	1554
400. IAC INTERACTIVECORP	2010-12-07	2011-02-18	12798	12318	480	480
385. IAC INTERACTIVECORP	2011-02-14	2011-02-18	12318	11930	388	388
365. INSITUFORM TECHNOLOGIES INC CL A	2010-05-04	2011-02-18	9884	8774	1110	1110
300. INTERDIGITAL INC	2011-01-14	2011-02-18	17451	14650	2801	2801
35. INTERDIGITAL INC	2010-12-30	2011-02-18	2036	1481	555	555
1195. J2 GLOBAL COMMUNICATONS INC	2008-03-26	2011-02-18	35841	28387	7454	7454
575. KAR AUCTION SERVICES INC	2010-06-07	2011-02-18	8677	7978	699	699
1000. KAR AUCTION SERVICES INC	2010-01-25	2011-02-18	15091	14435	656	656
1125. KAMAN CORP	2008-05-15	2011-02-18	36084	26854	9230	9230
255. KENEXA CORP	2010-12-07	2011-02-18	6365	5329	1036	1036
215. LIQUIDITY SERVICES INC	2008-08-19	2011-02-18	3461	2373	1088	1088
300. LIQUIDITY SERVICES INC	2011-01-20	2011-02-18	4830	3924	906	906
1125. MDC PARTNERS INC CL A	2008-03-26	2011-02-18	20220	8354	11866	11866
1050. MEDICAL PROPERTIES TRUST INC	2010-04-30	2011-02-18	11970	10602	1368	1368
1745. NELNET INC CL A	2006-11-16	2011-02-18	39683	55729	-16046	-16046
1630. NORTHWEST BANCSHARES INC MD	2010-08-10	2011-02-18	20114	19360	754	754
395. OASIS PETROLEUM INC	2010-12-22	2011-02-18	12631	11098	1533	1533
1025. PROGRESS SOFTWARE CORP.	2006-12-20	2011-02-18	31482	18585	12897	12897
140. RALCORP HOLDINGS INC	2009-06-18	2011-02-18	9080	8665	415	415
1010. RESOLUTE ENERGY CORP	2010-11-05	2011-02-18	17985	12792	5193	5193
705. S R S LABS INC	2008-11-17	2011-02-18	7131	4099	3032	3032
1205. SILGAN HLDGS INC COM	2009-04-30	2011-02-18	46163	25355	20808	20808
255. SIX FLAGS ENTERTAINMENT	2010-12-07	2011-02-18	15514	13641	1873	1873
740. SPEEDWAY MOTORSPORTS INC.	2005-10-28	2011-02-18	10904	26077	-15173	-15173
750. STAGE STORES INC	2007-07-26	2011-02-18	13013	13403	-390	-390
500. TELEDYNE TECHNOLOGIES INC	2008-10-13	2011-02-18	26373	23258	3115	3115
90. TELEDYNE TECHNOLOGIES INC	2010-12-22	2011-02-18	4747	4013	734	734
265. TELEFLEX INC.	2010-01-29	2011-02-18	16297	15436	861	861
100. TELEFLEX INC.	2010-03-05	2011-02-18	6150	6340	-190	-190
170. VALASSIS COMMUNICATIONS INC	2011-02-08	2011-02-18	5280	5597	-317	-317
255. VENOCO INC	2009-10-16	2011-02-18	4588	4032	556	556
1415. WENDYS ARBYS GROUP INCCL A DELAWARE	2008-05-23	2011-02-18	6923	9549	-2626	-2626
310. WEST PHARMACEUTICAL SVCS INC	2009-01-08	2011-02-18	12855	11319	1536	1536
415. WORLD FUEL SVCS CORP	2009-10-19	2011-02-18	16773	11353	5420	5420
400. WORLD FUEL SVCS CORP	2010-04-12	2011-02-18	16167	11211	4956	4956
460. A F C ENTERPRISES INC	2005-12-07	2011-02-22	6757	5763	994	994
395. ACI WORLDWIDE INC	2010-06-09	2011-02-22	11625	7204	4421	4421
240. ACI WORLDWIDE INC	2009-10-23	2011-02-22	7063	4086	2977	2977
715. ACXIOM CORP	2010-09-09	2011-02-22	12301	10878	1423	1423
240. AFFILIATED MANAGERS GROUP INC	2008-11-28	2011-02-22	25914	6594	19320	19320
790. AMERICAN EAGLE OUTFITTERS INC NEW COM	2010-12-21	2011-02-22	12150	12523	-373	-373
125. AMERICAN PUBLIC EDUCATION	2010-12-28	2011-02-22	5281	4549	732	732
365. ASCENA RETAIL GROUP INC	2010-11-04	2011-02-22	11329	8918	2411	2411
95. ASCENA RETAIL GROUP INC	2011-01-04	2011-02-22	2949	2522	427	427
935. ASSURANT INC	2009-08-05	2011-02-22	38211	23366	14845	14845
535. ATLAS AIR WORLDWIDE HOLDINGS	2009-10-29	2011-02-22	37374	14063	23311	23311
1040. B & G FOODS INC NEW	2009-10-22	2011-02-22	14726	8333	6393	6393
2875. CBIZ INC	2005-06-10	2011-02-22	19890	11874	8016	8016
1055. CAPITALSOURCE INC	2010-10-05	2011-02-22	7817	5722	2095	2095
345. CAPITALSOURCE INC	2009-07-31	2011-02-22	2556	1621	935	935
505. CASH AMERICA INTL INC	2009-07-27	2011-02-22	20969	9094	11875	11875
460. CHEMED CORP	2008-05-20	2011-02-22	29935	16141	13794	13794
105. COHERENT INC	2011-01-18	2011-02-22	6189	5119	1070	1070
1575. CONVERGYS CORP	2009-01-08	2011-02-22	22270	11907	10363	10363
330. DG FASTCHANNEL INC	2010-12-07	2011-02-22	10566	8076	2490	2490
1475. THE DOLAN COMPANY	2009-03-04	2011-02-22	19813	5771	14042	14042
1045. R R DONNELLEY & SONS CO.	2009-06-10	2011-02-22	19316	14748	4568	4568
355. R R DONNELLEY & SONS CO.	2010-08-05	2011-02-22	6562	6248	314	314
355. ENTERTAINMENT PPTYS TR	2009-11-10	2011-02-22	16532	10973	5559	5559
355. FULLER H B CO	2009-09-16	2011-02-22	7742	7337	405	405
2545. GLOBAL CASH ACCESS HLDGS INC	2007-12-10	2011-02-22	8860	13293	-4433	-4433
1015. GRAFTECH INTL LTD	2010-04-23	2011-02-22	23710	14376	9334	9334
330. HATTERAS FINANCIAL CORP	2009-07-23	2011-02-22	9543	9468	75	75
360. HERCULES TECHNOLOGY GROWTH	2010-08-13	2011-02-22	3884	3492	392	392
1395. HERCULES TECHNOLOGY GROWTH	2009-09-30	2011-02-22	15050	13560	1490	1490
715. IAC INTERACTIVECORP	2011-02-04	2011-02-22	22272	21657	615	615
330. INSITUFORM TECHNOLOGIES INC CL A	2010-05-10	2011-02-22	8420	7822	598	598
305. INTERDIGITAL INC	2010-12-30	2011-02-22	17127	12422	4705	4705
1080. J2 GLOBAL COMMUNICATONS INC	2008-05-07	2011-02-22	32066	24717	7349	7349
1425. KAR AUCTION SERVICES INC	2010-06-10	2011-02-22	21371	18857	2514	2514
1015. KAMAN CORP	2006-06-02	2011-02-22	32094	19889	12205	12205
230. KENEXA CORP	2010-12-07	2011-02-22	5688	4807	881	881
470. LIQUIDITY SERVICES INC	2008-08-19	2011-02-22	7168	5188	1980	1980
1015. MDC PARTNERS INC CL A	2005-10-28	2011-02-22	17985	6667	11318	11318
1575. NELNET INC CL A	2010-02-12	2011-02-22	35105	28763	6342	6342
370. NORTHWEST BANCSHARES INC MD	2010-08-11	2011-02-22	4455	4170	285	285
1105. NORTHWEST BANCSHARES INC MD	2009-12-18	2011-02-22	13304	12247	1057	1057
355. OASIS PETROLEUM INC	2010-12-22	2011-02-22	11079	9827	1252	1252
930. PROGRESS SOFTWARE CORP.	2006-12-05	2011-02-22	27401	16565	10836	10836
495. QUALCOMM CORP.	2010-02-16	2011-02-22	28704	19281	9423	9423
125. RALCORP HOLDINGS INC	2009-06-23	2011-02-22	8113	7653	460	460
915. RESOLUTE ENERGY CORP	2010-07-15	2011-02-22	16251	11302	4949	4949
635. S R S LABS INC	2008-11-17	2011-02-22	6206	3048	3158	3158
1085. SILGAN HLDGS INC COM	2005-10-28	2011-02-22	40372	16691	23681	23681
230. SIX FLAGS ENTERTAINMENT	2010-11-01	2011-02-22	14322	11834	2488	2488
375. SNAP-ON INC	2009-04-06	2011-02-22	22016	10304	11712	11712
670. SPEEDWAY MOTORSPORTS INC.	2005-10-28	2011-02-22	9718	23484	-13766	-13766
680. STAGE STORES INC	2005-10-28	2011-02-22	11306	11790	-484	-484
325. TELEDYNE TECHNOLOGIES INC	2009-12-04	2011-02-22	16666	11972	4694	4694
210. TELEDYNE TECHNOLOGIES INC	2010-12-22	2011-02-22	10769	9363	1406	1406
295. TELEFLEX INC.	2010-11-05	2011-02-22	17798	16294	1504	1504
35. TELEFLEX INC.	2010-01-29	2011-02-22	2112	2037	75	75
150. VALASSIS COMMUNICATIONS INC	2011-02-08	2011-02-22	4359	4939	-580	-580
230. VENOCO INC	2009-10-16	2011-02-22	4181	3598	583	583
1280. WENDYS ARBYS GROUP INCCL A DELAWARE	2008-05-02	2011-02-22	6195	8606	-2411	-2411
180. WEST PHARMACEUTICAL SVCS INC	2009-01-08	2011-02-22	7436	5290	2146	2146
100. WEST PHARMACEUTICAL SVCS INC	2010-08-17	2011-02-22	4131	3502	629	629
480. A F C ENTERPRISES INC	2005-10-13	2011-02-23	6799	5633	1166	1166
670. ACI WORLDWIDE INC	2009-10-23	2011-02-23	19270	11139	8131	8131
550. ACXIOM CORP	2009-12-31	2011-02-23	9166	6908	2258	2258
200. ACXIOM CORP	2010-09-09	2011-02-23	3333	2835	498	498
250. AFFILIATED MANAGERS GROUP INC	2008-11-28	2011-02-23	25907	6869	19038	19038
790. AMERICAN EAGLE OUTFITTERS INC NEW COM	2009-02-11	2011-02-23	11755	7183	4572	4572
40. AMERICAN EAGLE OUTFITTERS INC NEW COM	2010-12-20	2011-02-23	595	587	8	8
135. AMERICAN PUBLIC EDUCATION	2010-12-28	2011-02-23	5596	4913	683	683
135. ASCENA RETAIL GROUP INC	2010-11-04	2011-02-23	4113	3217	896	896
345. ASCENA RETAIL GROUP INC	2009-12-24	2011-02-23	10512	8001	2511	2511
1440. ASSURANT INC	2009-05-12	2011-02-23	58336	34009	24327	24327
565. ATLAS AIR WORLDWIDE HOLDINGS	2009-08-17	2011-02-23	37060	13685	23375	23375
1100. B & G FOODS INC NEW	2009-09-14	2011-02-23	15396	8496	6900	6900
3030. CBIZ INC	2005-06-10	2011-02-23	20735	12514	8221	8221
1475. CAPITALSOURCE INC	2009-08-03	2011-02-23	11240	6919	4321	4321
535. CASH AMERICA INTL INC	2005-06-10	2011-02-23	21912	9269	12643	12643
480. CHEMED CORP	2008-04-25	2011-02-23	31103	15984	15119	15119
105. COHERENT INC	2011-01-18	2011-02-23	6105	5119	986	986
3679. COMPELLENT TECHNOLOGIES INC	2010-07-12	2011-02-23	102092	51553	50539	50539
1665. CONVERGYS CORP	2009-01-08	2011-02-23	22989	12588	10401	10401
350. DG FASTCHANNEL INC	2010-10-13	2011-02-23	11031	7707	3324	3324
1555. THE DOLAN COMPANY	2008-11-07	2011-02-23	19235	5833	13402	13402
1475. R R DONNELLEY & SONS CO.	2009-06-18	2011-02-23	26752	18786	7966	7966
375. ENTERTAINMENT PPTYS TR	2009-08-19	2011-02-23	17317	11201	6116	6116
375. FULLER H B CO	2009-09-24	2011-02-23	7977	7674	303	303
2685. GLOBAL CASH ACCESS HLDGS INC	2007-12-07	2011-02-23	9290	13994	-4704	-4704
1075. GRAFTECH INTL LTD	2010-04-23	2011-02-23	24499	14940	9559	9559
305. HATTERAS FINANCIAL CORP	2009-07-31	2011-02-23	8805	8684	121	121
45. HATTERAS FINANCIAL CORP	2010-05-26	2011-02-23	1299	1216	83	83
1850. HERCULES TECHNOLOGY GROWTH	2009-08-28	2011-02-23	19841	17540	2301	2301
100. IAC INTERACTIVECORP	2011-02-02	2011-02-23	3081	2879	202	202
650. IAC INTERACTIVECORP	2010-12-31	2011-02-23	20025	18808	1217	1217
350. INSITUFORM TECHNOLOGIES INC CL A	2010-05-20	2011-02-23	8739	7940	799	799
325. INTERDIGITAL INC	2010-12-10	2011-02-23	17498	12269	5229	5229
1140. J2 GLOBAL COMMUNICATONS INC	2009-05-06	2011-02-23	32946	24792	8154	8154
1500. KAR AUCTION SERVICES INC	2010-08-05	2011-02-23	21831	18918	2913	2913
1075. KAMAN CORP	2006-06-02	2011-02-23	32639	20008	12631	12631
15. KENEXA CORP	2010-12-07	2011-02-23	364	313	51	51
225. KENEXA CORP	2011-01-28	2011-02-23	5456	4615	841	841
495. LIQUIDITY SERVICES INC	2009-01-08	2011-02-23	7339	4503	2836	2836
1075. MDC PARTNERS INC CL A	2008-09-25	2011-02-23	18316	6954	11362	11362
1665. NELNET INC CL A	2010-02-12	2011-02-23	36796	23788	13008	13008
1555. NORTHWEST BANCSHARES INC MD	2009-12-16	2011-02-23	18807	16580	2227	2227
375. OASIS PETROLEUM INC	2010-12-17	2011-02-23	12099	10154	1945	1945
980. PROGRESS SOFTWARE CORP.	2009-01-08	2011-02-23	28704	15879	12825	12825
135. RALCORP HOLDINGS INC	2009-06-24	2011-02-23	8802	8169	633	633
965. RESOLUTE ENERGY CORP	2010-07-28	2011-02-23	17199	11790	5409	5409
670. S R S LABS INC	2009-01-08	2011-02-23	5997	3180	2817	2817
1150. SILGAN HLDGS INC COM	2005-06-10	2011-02-23	41390	16669	24721	24721
240. SIX FLAGS ENTERTAINMENT	2010-11-01	2011-02-23	14483	11754	2729	2729
373. SNAP-ON INC	2009-04-06	2011-02-23	21486	10249	11237	11237
705. SPEEDWAY MOTORSPORTS INC.	2008-08-06	2011-02-23	10061	19009	-8948	-8948
545. STAGE STORES INC	2005-10-28	2011-02-23	8766	9295	-529	-529
175. STAGE STORES INC	2010-05-06	2011-02-23	2815	2520	295	295
565. TELEDYNE TECHNOLOGIES INC	2009-12-04	2011-02-23	28832	18271	10561	10561
350. TELEFLEX INC.	2010-08-09	2011-02-23	20763	19074	1689	1689
160. VALASSIS COMMUNICATIONS INC	2011-02-08	2011-02-23	4643	5268	-625	-625
240. VENOCO INC	2009-10-14	2011-02-23	4344	3619	725	725
1350. WENDYS ARBYS GROUP INCCL A DELAWARE	2008-04-28	2011-02-23	6439	9007	-2568	-2568
295. WEST PHARMACEUTICAL SVCS INC	2005-10-28	2011-02-23	11903	6899	5004	5004
372. SNAP-ON INC	2009-04-06	2011-02-24	20851	10222	10629	10629
355. A F C ENTERPRISES INC	2005-10-03	2011-02-25	5225	4153	1072	1072
490. ACI WORLDWIDE INC	2009-11-05	2011-02-25	15007	8025	6982	6982
550. ACXIOM CORP	2009-02-09	2011-02-25	9377	5814	3563	3563
185. AFFILIATED MANAGERS GROUP INC	2008-11-28	2011-02-25	19758	5083	14675	14675
610. AMERICAN EAGLE OUTFITTERS INC NEW COM	2009-02-11	2011-02-25	9302	5510	3792	3792
100. AMERICAN PUBLIC EDUCATION	2010-12-28	2011-02-25	4288	3639	649	649
355. ASCENA RETAIL GROUP INC	2009-12-24	2011-02-25	11037	8233	2804	2804
410. ATLAS AIR WORLDWIDE HOLDINGS	2009-06-16	2011-02-25	27961	8938	19023	19023
805. B & G FOODS INC NEW	2009-05-07	2011-02-25	11479	5183	6296	6296
2220. CBIZ INC	2005-06-10	2011-02-25	15584	9169	6415	6415
1080. CAPITALSOURCE INC	2009-08-03	2011-02-25	8143	5048	3095	3095
390. CASH AMERICA INTL INC	2005-06-10	2011-02-25	16524	6757	9767	9767
355. CHEMED CORP	2008-04-25	2011-02-25	23096	11586	11510	11510
80. COHERENT INC	2011-01-18	2011-02-25	4863	3900	963	963
190. COINSTAR INC	2011-02-18	2011-02-25	8409	8848	-439	-439
1215. CONVERGYS CORP	2009-01-08	2011-02-25	16973	9186	7787	7787
500.00216 CYPRESS SHARPRIDGE INVESTMENTS INC	2009-08-25	2011-02-25	6160	6924	-764	-764
509.99784 CYPRESS SHARPRIDGE INVESTMENTS INC	2009-10-12	2011-02-25	6283	7040	-757	-757
600. CYPRESS SHARPRIDGE INVESTMENTS INC	2010-07-27	2011-02-25	7392	8075	-683	-683
255. DG FASTCHANNEL INC	2010-10-13	2011-02-25	8356	5615	2741	2741
1140. THE DOLAN COMPANY	2008-10-30	2011-02-25	14247	3984	10263	10263
1080. R R DONNELLEY & SONS CO.	2009-06-24	2011-02-25	19818	13024	6794	6794
275. ENTERTAINMENT PPTYS TR	2009-08-17	2011-02-25	12818	8107	4711	4711
193.77 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2011-02-25	194	196	-2	-2
6100.55 F N M A #256752 6.000% 6/01/27	2008-02-07	2011-02-25	6101	6246	-145	-145
4634.17 F N M A #257048 6.000% 1/01/28	2007-12-18	2011-02-25	4634	4698	-64	-64
36.34 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2011-02-25	36	37	-1	-1
14.62 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2011-02-25	15	15
39.35 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2011-02-25	39	40	-1	-1
2683.33 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2011-02-25	2683	2702	-19	-19
9437.99 F N M A #831413 5.500% 4/01/36	2006-04-06	2011-02-25	9438	9259	179	179
262.82 F N M A #909932 6.000% 3/01/37	2007-02-05	2011-02-25	263	264	-1	-1
7198.61 F N M A #AA8753 5.000% 6/01/39	2009-09-18	2011-02-25	7199	7406	-207	-207
2260.14 F N M A #AC4824 3.583% 10/01/39	2010-10-01	2011-02-25	2260	2356	-96	-96
9165.29 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2011-02-25	9165	9567	-402	-402
75. FULLER H B CO	2009-09-24	2011-02-25	1588	1532	56	56
200. FULLER H B CO	2010-07-06	2011-02-25	4234	3805	429	429
1960. GLOBAL CASH ACCESS HLDGS INC	2009-01-08	2011-02-25	6664	7084	-420	-420
250. GOVERNMENT PROPERTIES INCOME	2010-03-17	2011-02-25	6648	6046	602	602
1700. GOVERNMENT PROPERTIES INCOME	2010-02-22	2011-02-25	45205	39562	5643	5643
785. GRAFTECH INTL LTD	2010-04-28	2011-02-25	15841	10742	5099	5099
155. HATTERAS FINANCIAL CORP	2010-05-26	2011-02-25	4572	4188	384	384
100. HATTERAS FINANCIAL CORP	2010-02-17	2011-02-25	2950	2606	344	344
1355. HERCULES TECHNOLOGY GROWTH	2010-02-12	2011-02-25	14764	12393	2371	2371
550. IAC INTERACTIVECORP	2010-11-05	2011-02-25	17221	15738	1483	1483
255. INSITUFORM TECHNOLOGIES INC CL A	2010-05-20	2011-02-25	6421	5456	965	965
235. INTERDIGITAL INC	2010-12-08	2011-02-25	11357	8813	2544	2544
835. J2 GLOBAL COMMUNICATONS INC	2008-10-13	2011-02-25	24173	15803	8370	8370
1100. KAR AUCTION SERVICES INC	2010-08-27	2011-02-25	15856	13300	2556	2556
785. KAMAN CORP	2009-03-31	2011-02-25	24876	11947	12929	12929
175. KENEXA CORP	2011-01-28	2011-02-25	4153	3590	563	563
360. LIQUIDITY SERVICES INC	2009-01-08	2011-02-25	5748	3095	2653	2653
785. MDC PARTNERS INC CL A	2008-09-25	2011-02-25	13600	4626	8974	8974
3150. MEDICAL PROPERTIES TRUST INC	2010-06-18	2011-02-25	36067	30641	5426	5426
1215. NELNET INC CL A	2009-09-30	2011-02-25	26912	14011	12901	12901
1140. NORTHWEST BANCSHARES INC MD	2009-12-15	2011-02-25	13794	11782	2012	2012
275. OASIS PETROLEUM INC	2010-12-17	2011-02-25	9094	7427	1667	1667
715. PROGRESS SOFTWARE CORP.	2009-03-31	2011-02-25	21149	8087	13062	13062
100. RALCORP HOLDINGS INC	2009-06-30	2011-02-25	6524	6019	505	505
710. RESOLUTE ENERGY CORP	2010-08-26	2011-02-25	12744	7867	4877	4877
490. S R S LABS INC	2009-01-08	2011-02-25	4403	2318	2085	2085
840. SILGAN HLDGS INC COM	2005-06-10	2011-02-25	30730	12175	18555	18555
175. SIX FLAGS ENTERTAINMENT	2010-10-21	2011-02-25	10650	8542	2108	2108
215. SPEEDWAY MOTORSPORTS INC.	2008-11-17	2011-02-25	3093	3631	-538	-538
300. SPEEDWAY MOTORSPORTS INC.	2010-03-11	2011-02-25	4316	4502	-186	-186
325. STAGE STORES INC	2010-05-07	2011-02-25	5672	4572	1100	1100
200. STAGE STORES INC	2009-11-19	2011-02-25	3491	2373	1118	1118
410. TELEDYNE TECHNOLOGIES INC	2009-02-05	2011-02-25	21477	11292	10185	10185
255. TELEFLEX INC.	2010-08-09	2011-02-25	14919	13531	1388	1388
120. VALASSIS COMMUNICATIONS INC	2011-02-08	2011-02-25	3540	3951	-411	-411
175. VENOCO INC	2009-10-13	2011-02-25	3286	2594	692	692
991. WENDYS ARBYS GROUP INCCL A DELAWARE	2008-04-28	2011-02-25	4757	6612	-1855	-1855
215. WEST PHARMACEUTICAL SVCS INC	2005-10-28	2011-02-25	8828	4738	4090	4090
20. ASSURED GUARANTY LTD	2011-02-18	2011-02-25	288	329	-41	-41
223. ALLERGAN INC	2006-06-14	2011-02-28	16493	11222	5271	5271
1062. ALLERGAN INC	2006-06-14	2011-02-28	78375	53445	24930	24930
184.99968 COINSTAR INC	2011-02-18	2011-02-28	7928	8846	-918	-918
20.00032 COINSTAR INC	2011-02-22	2011-02-28	857	934	-77	-77
1513. PROCTER & GAMBLE CO.	2010-12-21	2011-02-28	95369	97341	-1972	-1972
240. ASSURED GUARANTY LTD	2011-02-18	2011-02-28	3474	3943	-469	-469
448. ALLERGAN INC	2006-06-14	2011-03-01	32961	22535	10426	10426
639. ALLERGAN INC	2006-06-14	2011-03-01	47020	32141	14879	14879
1510. TNS INC	2011-02-25	2011-03-01	23395	28351	-4956	-4956
1057. ALLERGAN INC	2009-07-16	2011-03-02	75256	51762	23494	23494
1493. ALLERGAN INC	2009-07-16	2011-03-02	106637	64035	42602	42602
539. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2011-03-04	27250	11975	15275	15275
185. COINSTAR INC	2011-02-18	2011-03-04	8186	9118	-932	-932
332. FMC TECHNOLOGIES INC	2011-02-15	2011-03-04	31715	29212	2503	2503
350. NATIONAL-OILWELL INC	2010-06-30	2011-03-04	28387	11669	16718	16718
417. ANNTAYLOR STORES CORP	2010-12-09	2011-03-07	9813	10974	-1161	-1161
1083. ANNTAYLOR STORES CORP	2011-01-27	2011-03-07	25680	24608	1072	1072
1032. ANNTAYLOR STORES CORP	2010-12-09	2011-03-07	24471	23798	673	673
500. ARES CAP CORP	2011-02-18	2011-03-07	8789	8846	-57	-57
92. FMC TECHNOLOGIES INC	2011-02-15	2011-03-07	8794	8089	705	705
78. FMC TECHNOLOGIES INC	2008-12-18	2011-03-07	7456	1798	5658	5658
54. GOLUB CAPITAL BDC INC	2011-02-23	2011-03-07	901	936	-35	-35
465. ANNTAYLOR STORES CORP	2011-02-22	2011-03-08	10903	11397	-494	-494
250. ARES CAP CORP	2011-02-18	2011-03-08	4425	4423	2	2
90. ASSURANT INC	2011-02-18	2011-03-08	3404	3767	-363	-363
2277. CISCO SYSTEMS	2008-10-24	2011-03-08	41373	32971	8402	8402
135. DRESSER RAND GROUP INC	2011-02-25	2011-03-08	7032	6721	311	311
101. GOLUB CAPITAL BDC INC	2011-02-23	2011-03-08	1701	1784	-83	-83
109. GOLUB CAPITAL BDC INC	2011-02-23	2011-03-08	1854	1890	-36	-36
325. HCC INS HLDGS INC COM	2011-02-18	2011-03-08	10060	10384	-324	-324
1400. J CREW GROUP INC	2010-09-01	2011-03-08	60914	44523	16391	16391
25. GOLUB CAPITAL BDC INC	2011-02-23	2011-03-09	425	461	-36	-36
65. DRESSER RAND GROUP INC	2011-02-25	2011-03-10	3191	3236	-45	-45
4. GOLUB CAPITAL BDC INC	2011-02-23	2011-03-10	65	75	-10	-10
276. GOLUB CAPITAL BDC INC	2011-02-23	2011-03-10	4500	4899	-399	-399
280. HCC INS HLDGS INC COM	2011-02-18	2011-03-10	8481	9148	-667	-667
385. AIR PRODUCTS & CHEMICALS INC.	2010-05-25	2011-03-15	32975	25283	7692	7692
190. AIR PRODUCTS & CHEMICALS INC.	2010-02-05	2011-03-15	16274	12940	3334	3334
1594. CISCO SYSTEMS	2002-07-29	2011-03-15	27655	20488	7167	7167
4354.23 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2011-03-15	4354	4339	15	15
56.9 F H L M C #1J0203 2.780% 4/01/35	2005-05-12	2011-03-15	57	58	-1	-1
7157.96 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2011-03-15	7158	7398	-240	-240
7215.59 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2011-03-15	7216	7153	63	63
5272.94 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2011-03-15	5273	5545	-272	-272
1636.8 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2011-03-15	1637	1622	15	15
3033.2 G N M A #604002 5.500% 2/15/33	2003-05-28	2011-03-15	3033	3149	-116	-116
7.08 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2011-03-15	7	7
1730. CISCO SYSTEMS	2002-10-09	2011-03-16	29893	20728	9165	9165
. COMPELLENT TECHNOLOGIES INC		2011-03-17	4		4	4
85000. KRAFT FOODS INC 6.000% 2/11/13	2008-10-23	2011-03-17	92466	85569	6897	6897
100000. NORFOLK SOUTHERN COR 5.900% 6/15/19	2009-06-01	2011-03-17	115060	100977	14083	14083
77. NUVASIVE INC	2010-02-23	2011-03-21	1965	2261	-296	-296
453. NUVASIVE INC	2010-02-23	2011-03-21	11551	12975	-1424	-1424
34. RIGHT NOW TECHNOLOGIES INC	2010-08-26	2011-03-21	1072	567	505	505
146. RIGHT NOW TECHNOLOGIES INC	2010-02-08	2011-03-21	4594	2254	2340	2340
62. RIGHT NOW TECHNOLOGIES INC	2010-08-26	2011-03-21	1951	1035	916	916
59. DRIL QUIP INC	2010-06-29	2011-03-22	4513	2651	1862	1862
243. DRIL QUIP INC	2010-06-29	2011-03-22	18576	10892	7684	7684
255. NATIONAL-OILWELL INC	2010-06-30	2011-03-22	20090	8502	11588	11588
453. NUVASIVE INC	2010-01-29	2011-03-22	11596	12685	-1089	-1089
416. NUVASIVE INC	2010-01-29	2011-03-22	10531	11531	-1000	-1000
227. RIGHT NOW TECHNOLOGIES INC	2010-02-08	2011-03-22	7016	3504	3512	3512
377. SBA COMMUNICATIONS CORP	2009-04-15	2011-03-22	13961	9649	4312	4312
139. DRIL QUIP INC	2010-06-29	2011-03-23	10535	6230	4305	4305
412. NIELSEN HOLDINGS 6.25% CV PFD	2011-01-26	2011-03-23	23121	20600	2521	2521
618. NUVASIVE INC	2010-12-09	2011-03-23	15423	14001	1422	1422
133. NUVASIVE INC	2010-01-29	2011-03-23	3319	3687	-368	-368
470. RIGHT NOW TECHNOLOGIES INC	2010-02-08	2011-03-23	14292	7129	7163	7163
1058. SBA COMMUNICATIONS CORP	2009-04-15	2011-03-24	40120	27080	13040	13040
270. DRESSER RAND GROUP INC	2011-02-25	2011-03-25	14077	13405	672	672
194.48 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2011-03-25	194	196	-2	-2
4434.06 F N M A #256752 6.000% 6/01/27	2008-02-07	2011-03-25	4434	4537	-103	-103
6824.43 F N M A #257048 6.000% 1/01/28	2007-12-18	2011-03-25	6824	6916	-92	-92
50.39 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2011-03-25	50	51	-1	-1
14.7 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2011-03-25	15	15
39.57 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2011-03-25	40	40
2850.08 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2011-03-25	2850	2869	-19	-19
4080.14 F N M A #831413 5.500% 4/01/36	2006-04-06	2011-03-25	4080	4005	75	75
22306. F N M A #909932 6.000% 3/01/37	2007-02-05	2011-03-25	22306	22420	-114	-114
7153.88 F N M A #AA8753 5.000% 6/01/39	2009-09-18	2011-03-25	7154	7355	-201	-201
9683.96 F N M A #AC4824 3.583% 10/01/39	2010-10-01	2011-03-25	9684	10090	-406	-406
5842.96 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2011-03-25	5843	6094	-251	-251
110. INTERACTIVE INTELLIGENCE INC	2011-02-18	2011-03-25	4166	4144	22	22
148. ABB LTD SPON ADR	2009-09-25	2011-03-28	3507	2987	520	520
1549. ABB LTD SPON ADR	2010-12-31	2011-03-28	36703	34932	1771	1771
625. AMPHENOL CORP - CL A	2010-04-20	2011-03-28	33937	29343	4594	4594
28. ANSYS INC	2010-12-31	2011-03-28	1511	1481	30	30
75.99726 ANSYS INC	2011-01-18	2011-03-28	4100	4162	-62	-62
444.00274 ANSYS INC	2011-01-18	2011-03-28	23956	24511	-555	-555
162. APPLE COMPUTER INC.	2008-10-07	2011-03-28	57265	15290	41975	41975
938. BANK OF NEW YORK MELLON CORP	2001-10-08	2011-03-28	27544	28843	-1299	-1299
824. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2011-03-28	39915	18307	21608	21608
510. CISCO SYSTEMS	2002-10-09	2011-03-28	8813	4817	3996	3996
453. CITRIX SYSTEMS INC	2008-07-24	2011-03-28	31741	11976	19765	19765
558. COACH INC	2011-03-15	2011-03-28	28805	28888	-83	-83
127. COACH INC	2008-09-11	2011-03-28	6556	3629	2927	2927
451. COGNIZANT TECH SOLUTIONS CRP COM	2008-12-05	2011-03-28	36060	7370	28690	28690
472. COSTCO WHOLESALE CORPORATION	2009-05-29	2011-03-28	33560	22547	11013	11013
778. COVANCE INC	2009-07-16	2011-03-28	43197	37128	6069	6069
624. DANAHER CORP	2008-03-18	2011-03-28	32254	23398	8856	8856
415. DAVITA INC	2011-03-02	2011-03-28	34546	33404	1142	1142
580. EXPRESS SCRIPTS INC-CL A	2011-03-02	2011-03-28	31989	32838	-849	-849
442. FMC TECHNOLOGIES INC	2008-12-18	2011-03-28	41828	8386	33442	33442
639. FLUOR CORP NEW COM	2011-03-07	2011-03-28	46832	45320	1512	1512
69. GOOGLE INC CL A	2009-01-08	2011-03-28	40139	22049	18090	18090
12. GOOGLE INC CL A	2010-05-24	2011-03-28	6981	5800	1181	1181
419. IDEXX LABORATORIES CORP	2009-03-17	2011-03-28	32139	13641	18498	18498
66. INTUITIVE SURGICAL INC	2011-01-07	2011-03-28	22006	17584	4422	4422
63. INTUITIVE SURGICAL INC	2010-10-20	2011-03-28	21006	16596	4410	4410
153. MASTERCARD INC	2008-09-25	2011-03-28	38570	30060	8510	8510
143.9958 MEAD JOHNSON NUTRITION CO	2010-12-07	2011-03-28	8441	9048	-607	-607
1.0042 MEAD JOHNSON NUTRITION CO	2010-12-07	2011-03-28	59	63	-4	-4
290. MEAD JOHNSON NUTRITION CO	2011-01-18	2011-03-28	17000	18294	-1294	-1294
593. NETAPP INC	2011-02-17	2011-03-28	28425	31510	-3085	-3085
23. NETAPP INC	2008-06-30	2011-03-28	1102	501	601	601
836. QUALCOMM CORP.	2009-09-23	2011-03-28	44210	37469	6741	6741
460. ROPER INDUSTRIES INC NEW	2008-10-20	2011-03-28	39319	20394	18925	18925
161. SALESFORCE COM INC	2009-02-12	2011-03-28	20678	4262	16416	16416
467. SCHLUMBERGER LTD.	2002-12-09	2011-03-28	42480	10702	31778	31778
1792. CHARLES SCHWAB CORP.	2008-07-01	2011-03-28	32444	36175	-3731	-3731
399. STERICYCLE INC	2010-02-04	2011-03-28	35151	21631	13520	13520
399. TRIMBLE NAV LTD	2008-11-21	2011-03-28	19193	5979	13214	13214
994. URBAN OUTFITTERS INC	2010-05-25	2011-03-28	29546	35700	-6154	-6154
726. ACCENTURE PLC CL A	2007-11-29	2011-03-28	39025	25085	13940	13940
1552. GENPACT LIMITED	2010-10-19	2011-03-28	22082	26624	-4542	-4542
4372. CISCO SYSTEMS	2002-10-09	2011-03-29	75625	41294	34331	34331
155. INTERACTIVE INTELLIGENCE INC	2011-02-18	2011-03-29	5846	5839	7	7
68. ORBITZ WORLDWIDE INC	2009-04-15	2011-03-29	245	106	139	139
185. ORBITZ WORLDWIDE INC	2009-04-15	2011-03-29	666	287	379	379
638. SOTHEBYS HOLDINGS INC-CL A LTD VTG	2010-06-04	2011-03-29	31031	20238	10793	10793
551. SENSATA TECHNOLOGIES HOLDING	2010-09-17	2011-03-29	18456	11000	7456	7456
80. SENSATA TECHNOLOGIES HOLDING	2010-09-17	2011-03-29	2685	1597	1088	1088
73. SENSATA TECHNOLOGIES HOLDING	2010-09-17	2011-03-29	2450	1457	993	993
3475. ACXIOM CORP	2011-02-15	2011-03-30	46270	61947	-15677	-15677
1335. DEERE & CO.	2009-03-19	2011-03-30	125848	42957	82891	82891
980. MCCORMICK & CO. INC. (NON-VOTING)	2010-05-28	2011-03-30	46632	38000	8632	8632
1055. NATIONAL-OILWELL INC	2010-06-30	2011-03-30	85445	35174	50271	50271
83. ORBITZ WORLDWIDE INC	2009-04-15	2011-03-30	297	129	168	168
206. ORBITZ WORLDWIDE INC	2009-04-15	2011-03-30	737	320	417	417
555. PHILIP MORRIS INTL	2010-11-03	2011-03-30	36460	32628	3832	3832
268. SENSATA TECHNOLOGIES HOLDING	2010-09-17	2011-03-30	9043	5350	3693	3693
433. GOLUB CAPITAL BDC INC	2011-02-23	2011-03-31	6934	7912	-978	-978
44. ORBITZ WORLDWIDE INC	2009-04-15	2011-03-31	155	68	87	87
11210.762 BROWN ADVISORY INTERMED INCOME FUND	2008-11-26	2011-03-31	125000	118610	6390	6390
1280. ARES CAP CORP	2011-02-25	2011-04-01	21774	22460	-686	-686
960. ARES CAP CORP	2011-02-23	2011-04-04	16542	16568	-26	-26
264. HUNTINGTON INGALLS INDUSTRIE	2010-12-21	2011-04-04	10594	9832	762	762
411. HUNTINGTON INGALLS INDUSTRIE	2010-02-05	2011-04-04	16586	13544	3042	3042
169. INTERACTIVE INTELLIGENCE INC	2011-02-22	2011-04-04	6597	6108	489	489
155. MAXIMUS INC	2011-02-18	2011-04-04	12474	11571	903	903
153. CITI TRENDS INC	2009-11-24	2011-04-05	3546	4212	-666	-666
193. COVANCE INC	2009-04-29	2011-04-05	11386	7787	3599	3599
519. COVANCE INC	2009-04-29	2011-04-05	30637	20940	9697	9697
125000. GEN ELEC CAP CRP MTN 3.750% 11/14/14	2011-02-09	2011-04-05	130288	129921	367	367
46. INTERACTIVE INTELLIGENCE INC	2011-02-22	2011-04-05	1792	1606	186	186
155. INTUITIVE SURGICAL INC	2010-11-30	2011-04-05	55103	39736	15367	15367
168. MASTERCARD INC	2008-09-25	2011-04-05	44175	33007	11168	11168
13. ORBITZ WORLDWIDE INC	2009-04-15	2011-04-05	47	20	27	27
220. ORBITZ WORLDWIDE INC	2009-04-15	2011-04-05	803	342	461	461
157. CITI TRENDS INC	2009-11-24	2011-04-06	3692	4322	-630	-630
118. CITI TRENDS INC	2010-02-04	2011-04-06	2796	3229	-433	-433
1058. GOLUB CAPITAL BDC INC	2011-02-25	2011-04-06	16949	18292	-1343	-1343
570. HUGHES COMMUNICATIONS INC	2011-02-22	2011-04-06	33925	34155	-230	-230
563. INTERACTIVE INTELLIGENCE INC	2011-02-25	2011-04-06	21938	19398	2540	2540
38. ORBITZ WORLDWIDE INC	2009-04-15	2011-04-06	132	59	73	73
47. ORBITZ WORLDWIDE INC	2009-04-15	2011-04-06	164	73	91	91
95. DST SYSTEMS INC-DEL	2011-02-25	2011-04-07	5145	4855	290	290
27. ORBITZ WORLDWIDE INC	2009-04-15	2011-04-07	94	42	52	52
14. ORBITZ WORLDWIDE INC	2009-04-15	2011-04-07	49	22	27	27
107. CITI TRENDS INC	2010-12-10	2011-04-12	2453	2778	-325	-325
164. CITI TRENDS INC	2010-02-04	2011-04-12	3759	4270	-511	-511
54. CITI TRENDS INC	2009-09-29	2011-04-12	1221	1399	-178	-178
680. DIAMOND OFFSHORE DRILLING	2009-01-15	2011-04-12	51755	38508	13247	13247
81. DRIL QUIP INC	2010-06-29	2011-04-12	5857	3631	2226	2226
500. EXXON MOBIL CORP	2010-05-19	2011-04-12	41617	31733	9884	9884
325. V F CORP.	2010-12-21	2011-04-12	32235	28894	3341	3341
164. BLUE NILE INC	2010-06-18	2011-04-13	8728	8893	-165	-165
5. CITI TRENDS INC	2009-09-29	2011-04-13	112	130	-18	-18
163. CITI TRENDS INC	2009-09-29	2011-04-13	3663	4224	-561	-561
232. DRIL QUIP INC	2010-06-29	2011-04-13	16753	10398	6355	6355
.6667 HUNTINGTON INGALLS INDUSTRIE	2010-11-03	2011-04-13	25	25
.6667 HUNTINGTON INGALLS INDUSTRIE	2010-01-29	2011-04-13	25	22	3	3
24. ORBITZ WORLDWIDE INC	2009-04-15	2011-04-13	83	37	46	46
614. ORBITZ WORLDWIDE INC	2009-04-15	2011-04-13	2085	954	1131	1131
497. TOTAL FINA ELF S.A. ADS REPSTG 1/2 OF A 'B' SH	2010-11-03	2011-04-13	30343	27573	2770	2770
100000. AMERICAN EXPRESS 7.000% 3/19/18	2010-05-19	2011-04-14	117195	112706	4489	4489
108. CITI TRENDS INC	2009-09-29	2011-04-14	2380	2799	-419	-419
120. ORBITZ WORLDWIDE INC	2009-04-15	2011-04-14	406	186	220	220
469. CORE LABORATORIES N V	2010-11-18	2011-04-14	43541	39484	4057	4057
186. BLUE NILE INC	2010-06-18	2011-04-15	9639	9702	-63	-63
179. CITI TRENDS INC	2009-09-29	2011-04-15	3956	4639	-683	-683
373. FMC TECHNOLOGIES INC	2005-11-16	2011-04-15	16978	3471	13507	13507
3695.76 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2011-04-15	3696	3683	13	13
64.52 F H L M C #1J0203 2.780% 4/01/35	2005-05-12	2011-04-15	65	65
5718.37 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2011-04-15	5718	5906	-188	-188
4752.71 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2011-04-15	4753	4713	40	40
4306.51 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2011-04-15	4307	4523	-216	-216
1644.3 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2011-04-15	1644	1629	15	15
341.86 G N M A #604002 5.500% 2/15/33	2003-05-28	2011-04-15	342	354	-12	-12
7.13 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2011-04-15	7	7
190. INFORMATICA CORP	2010-06-29	2011-04-15	10031	4671	5360	5360
630. INFORMATICA CORP	2009-11-17	2011-04-15	33260	13628	19632	19632
277. INTERACTIVE INTELLIGENCE INC	2011-02-23	2011-04-15	10793	9070	1723	1723
198. ORBITZ WORLDWIDE INC	2009-04-15	2011-04-15	658	308	350	350
194. SCHLUMBERGER LTD.	2002-12-09	2011-04-15	16886	4446	12440	12440
500. ASSURED GUARANTY LTD	2011-02-22	2011-04-15	8590	8475	115	115
131. BLUE NILE INC	2010-06-18	2011-04-18	6643	6792	-149	-149
161. CITI TRENDS INC	2010-12-09	2011-04-18	3518	3871	-353	-353
132. CITI TRENDS INC	2009-09-29	2011-04-18	2884	3421	-537	-537
170. ORBITZ WORLDWIDE INC	2009-04-15	2011-04-18	552	264	288	288
300. DRESSER RAND GROUP INC	2011-02-22	2011-04-19	15459	14430	1029	1029
125. LIBERTY MEDIA STARZ SR A	2011-02-18	2011-04-19	9385	8993	392	392
110. MAXIMUS INC	2011-02-18	2011-04-19	8459	8212	247	247
190. OCEANEERING INTERNATIONAL INC	2011-02-25	2011-04-19	16210	15675	535	535
547. ORBITZ WORLDWIDE INC	2009-04-15	2011-04-19	1597	850	747	747
590. ASSURED GUARANTY LTD	2011-02-23	2011-04-19	10133	9170	963	963
585. SENSATA TECHNOLOGIES HOLDING	2011-02-22	2011-04-19	19447	19665	-218	-218
400. DST SYSTEMS INC-DEL	2011-02-25	2011-04-20	19713	20412	-699	-699
175.86 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2011-04-25	176	177	-1	-1
4240.1 F N M A #256752 6.000% 6/01/27	2008-02-07	2011-04-25	4240	4336	-96	-96
5238.88 F N M A #257048 6.000% 1/01/28	2007-12-18	2011-04-25	5239	5307	-68	-68
48.78 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2011-04-25	49	49
14.8 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2011-04-25	15	15
39.8 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2011-04-25	40	40
2985.7 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2011-04-25	2986	3006	-20	-20
1799.53 F N M A #831413 5.500% 4/01/36	2006-04-06	2011-04-25	1800	1767	33	33
238.42 F N M A #909932 6.000% 3/01/37	2007-02-05	2011-04-25	238	240	-2	-2
7246.08 F N M A #AA8753 5.000% 6/01/39	2009-09-18	2011-04-25	7246	7446	-200	-200
1057.19 F N M A #AC4824 3.583% 10/01/39	2010-10-01	2011-04-25	1057	1101	-44	-44
5721.02 F N M A #MA0073 4.500% 5/01/29	2011-03-17	2011-04-25	5721	5989	-268	-268
4706.08 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2011-04-25	4706	4904	-198	-198
474. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2011-04-26	21850	10531	11319	11319
395. DRESSER RAND GROUP INC	2011-02-23	2011-04-26	21273	18489	2784	2784
395. GAMESTOP CORP CL A	2011-02-18	2011-04-26	10465	7904	2561	2561
4500. SUSQUEHANNA BANCSHARES INC PA	2011-02-25	2011-04-28	41772	44669	-2897	-2897
302. V F CORP.	2010-12-21	2011-04-28	32270	26118	6152	6152
1176. TRIMBLE NAV LTD	2009-03-17	2011-04-29	54923	17248	37675	37675
262. TRIMBLE NAV LTD	2009-03-17	2011-05-02	12194	3701	8493	8493
357875. U S TREASURY I P 0.500% 4/15/15	2010-09-08	2011-05-02	377894	362738	15156	15156
894. DIAMOND OFFSHORE DRILLING	2010-11-03	2011-05-03	65225	60356	4869	4869
447. EXXON MOBIL CORP	2010-12-21	2011-05-03	38624	32447	6177	6177
130. OCEANEERING INTERNATIONAL INC	2011-02-18	2011-05-03	10558	10622	-64	-64
485. TRIMBLE NAV LTD	2009-03-17	2011-05-03	21535	6850	14685	14685
355733. U S TREASURY I P 1.250% 7/15/20	2010-09-09	2011-05-03	375687	363449	12238	12238
80. AMERICAN EXPRESS CO.	2010-10-15	2011-05-04	3967	3139	828	828
330. AMERICAN EXPRESS CO.	2008-11-24	2011-05-04	16366	6630	9736	9736
460. EXXON MOBIL CORP	2010-05-28	2011-05-04	39118	28589	10529	10529
100000. PPL ENERGY SUPPLY 6.500% 5/01/18	2008-04-08	2011-05-04	113650	99542	14108	14108
350. SNAP-ON INC	2009-04-06	2011-05-04	21191	9617	11574	11574
665. TRIMBLE NAV LTD	2009-03-17	2011-05-04	27224	9354	17870	17870
229. BLUE NILE INC	2010-05-27	2011-05-05	12702	11133	1569	1569
240. BRADY CORPORATION CL A	2011-02-22	2011-05-05	8935	8603	332	332
185. COACH INC	2008-03-18	2011-05-05	10971	5243	5728	5728
424. COACH INC	2008-03-18	2011-05-05	25116	12016	13100	13100
218. COSTCO WHOLESALE CORPORATION	2009-05-29	2011-05-05	17574	10413	7161	7161
828. TRIMBLE NAV LTD	2009-03-17	2011-05-05	35851	11494	24357	24357
120. HELEN OF TROY CORP LTD	2011-02-18	2011-05-05	3557	3544	13	13
200. HELEN OF TROY CORP LTD	2010-12-28	2011-05-05	5929	5958	-29	-29
345. LSB INDS INC	2011-02-18	2011-05-06	14989	10906	4083	4083
322. SNAP-ON INC	2009-04-06	2011-05-06	19392	8844	10548	10548
1123. SNAP-ON INC	2009-04-06	2011-05-09	67645	30779	36866	36866
264. CITRIX SYSTEMS INC	2008-07-24	2011-05-11	21733	6979	14754	14754
191. ORBITZ WORLDWIDE INC	2009-04-15	2011-05-11	598	297	301	301
96. ORBITZ WORLDWIDE INC	2009-04-15	2011-05-11	303	149	154	154
1255. ASSURANT INC	2011-02-25	2011-05-12	48325	51748	-3423	-3423
225. LSB INDS INC	2011-02-18	2011-05-12	10247	7112	3135	3135
346. ORBITZ WORLDWIDE INC	2009-04-15	2011-05-12	1040	538	502	502
163. ORBITZ WORLDWIDE INC	2009-04-15	2011-05-13	471	253	218	218
3647.7 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2011-05-15	3648	3635	13	13
60.4 F H L M C #1J0203 2.780% 4/01/35	2005-05-12	2011-05-15	60	61	-1	-1
6284.1 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2011-05-15	6284	6486	-202	-202
2502.22 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2011-05-15	2502	2481	21	21
4728.1 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2011-05-15	4728	4961	-233	-233
1651.84 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2011-05-15	1652	1637	15	15
351.9 G N M A #604002 5.500% 2/15/33	2003-05-28	2011-05-15	352	365	-13	-13
7.18 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2011-05-15	7	7
136. ORBITZ WORLDWIDE INC	2009-04-15	2011-05-16	384	211	173	173
340. ANN INC	2011-02-22	2011-05-17	10278	8613	1665	1665
415. HCC INS HLDGS INC COM	2011-02-22	2011-05-17	13472	13936	-464	-464
327. ORBITZ WORLDWIDE INC	2009-04-15	2011-05-17	905	508	397	397
1775. NORTH AMERICAN ENERGY PARTNERS INC	2011-02-23	2011-05-18	14042	23874	-9832	-9832
1235. NORTH AMERICAN ENERGY PARTNERS INC	2011-02-25	2011-05-18	9446	16566	-7120	-7120
464. ORBITZ WORLDWIDE INC	2009-04-15	2011-05-18	1250	721	529	529
503. ABB LTD SPON ADR	2009-09-25	2011-05-20	13317	10153	3164	3164
268. ACTUANT CORP CL A NEW	2010-04-13	2011-05-20	6685	5512	1173	1173
40. AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2011-05-20	3565	3654	-89	-89
185. AMPHENOL CORP - CL A	2010-04-20	2011-05-20	10100	8686	1414	1414
80. ANN INC	2010-05-28	2011-05-20	2320	1765	555	555
219. ANN INC	2010-05-07	2011-05-20	6352	4907	1445	1445
61. ANSYS INC	2010-10-06	2011-05-20	3473	2543	930	930
162. ANSYS INC	2011-01-18	2011-05-20	9223	8614	609	609
49. APPLE COMPUTER INC.	2008-10-08	2011-05-20	16638	4610	12028	12028
542. APPLIED MICRO CIRCUITS CORP	2011-03-11	2011-05-20	5433	5531	-98	-98
99. ASCENT CAPITAL GROUP INC A	2011-03-08	2011-05-20	4731	4255	476	476
278. BANK OF NEW YORK MELLON CORP	2001-10-08	2011-05-20	7974	8548	-574	-574
33. BLUE NILE INC	2010-05-27	2011-05-20	1591	1599	-8	-8
228. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2011-05-20	9463	5065	4398	4398
125. CITRIX SYSTEMS INC	2008-07-24	2011-05-20	10612	3305	7307	7307
182. COACH INC	2008-03-18	2011-05-20	10875	5158	5717	5717
133. COGNIZANT TECH SOLUTIONS CRP COM	2008-12-05	2011-05-20	9845	2173	7672	7672
167. COMMVAULT SYSTEMS INC	2011-01-06	2011-05-20	6430	5145	1285	1285
132. COSTCO WHOLESALE CORPORATION	2009-05-29	2011-05-20	10960	6305	4655	4655
280. COVANCE INC	2010-12-09	2011-05-20	16881	13385	3496	3496
206. COVANCE INC	2009-04-29	2011-05-20	12419	8312	4107	4107
185. DANAHER CORP	2008-03-18	2011-05-20	10146	6937	3209	3209
123. DAVITA INC	2011-03-01	2011-05-20	10589	9801	788	788
465. DEMANDTEC INC	2011-03-16	2011-05-20	4631	5834	-1203	-1203
244. DEXCOM INC	2009-06-17	2011-05-20	3729	1624	2105	2105
71. DRESSER RAND GROUP INC	2010-10-29	2011-05-20	3354	2370	984	984
48. DRIL QUIP INC	2010-06-29	2011-05-20	3275	2121	1154	1154
345. EXFO INC	2011-05-10	2011-05-20	3077	3398	-321	-321
223. EXPRESS SCRIPTS INC-CL A	2011-04-05	2011-05-20	13428	12740	688	688
249. FMC TECHNOLOGIES INC	2005-11-16	2011-05-20	10397	2317	8080	8080
33. FACTSET RESEARCH SYSTEMS INC	2009-04-15	2011-05-20	3554	1596	1958	1958
190. FLUOR CORP NEW COM	2011-03-07	2011-05-20	12876	13387	-511	-511
253. GAMESTOP CORP CL A	2011-04-12	2011-05-20	6999	6011	988	988
183. GEN PROBE INC	2011-03-22	2011-05-20	15087	11718	3369	3369
182. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011	2011-03-08	2011-05-20	9645	8836	809	809
30. GOOGLE INC CL A	2011-05-05	2011-05-20	15870	16133	-263	-263
163. GRACO INC	2010-08-04	2011-05-20	8197	5268	2929	2929
185. HARMAN INTERNATIONAL	2009-04-15	2011-05-20	8794	3154	5640	5640
68. HUGHES COMMUNICATIONS INC	2011-01-24	2011-05-20	4071	4147	-76	-76
183. IDEX CORP	2009-04-16	2011-05-20	8153	4322	3831	3831
124. IDEXX LABORATORIES CORP	2009-03-17	2011-05-20	10045	4000	6045	6045
79. IDEXX LABORATORIES CORP	2009-04-15	2011-05-20	6394	2928	3466	3466
134. INFORMATICA CORP	2009-07-29	2011-05-20	7330	2463	4867	4867
90. INTERACTIVE INTELLIGENCE INC	2011-02-17	2011-05-20	3013	3315	-302	-302
374. INTERLINE BRANDS INC	2011-04-19	2011-05-20	6911	7313	-402	-402
213. INTRALINKS HOLDINGS INC	2011-05-13	2011-05-20	4353	4841	-488	-488
32. INTUITIVE SURGICAL INC	2010-11-30	2011-05-20	11210	8177	3033	3033
404. KNIGHT TRANSN INC	2011-03-23	2011-05-20	7013	7863	-850	-850
42. KNOLOGY INC	2009-09-17	2011-05-20	624	338	286	286
495. KNOLOGY INC	2011-03-08	2011-05-20	7353	6935	418	418
133. MSC INDL DIRECT CO INC CL A	2010-05-28	2011-05-20	9200	6883	2317	2317
140. MASIMO CORP	2009-11-17	2011-05-20	4195	3777	418	418
39. MASTERCARD INC	2008-09-25	2011-05-20	11016	7662	3354	3354
165. MEAD JOHNSON NUTRITION CO	2010-12-07	2011-05-20	11103	10346	757	757
161. MICROSEMI CORP	2011-04-21	2011-05-20	3548	3637	-89	-89
237. MOMENTA PHARMACEUTICALS INC	2011-03-09	2011-05-20	4403	3396	1007	1007
146. NATIONAL CINEMEDIA INC	2010-09-09	2011-05-20	2477	2438	39	39
199. NATIONAL INSTRS CORP	2011-05-03	2011-05-20	5836	6016	-180	-180
183. NETAPP INC	2008-06-30	2011-05-20	9917	3986	5931	5931
41. OCEANEERING INTERNATIONAL INC	2009-04-15	2011-05-20	3259	1705	1554	1554
168. ORBITZ WORLDWIDE INC	2009-04-15	2011-05-20	449	261	188	188
280. PEGASYSTEMS INC	2010-08-11	2011-05-20	10264	6265	3999	3999
97. POLYCOM INC	2009-10-27	2011-05-20	5196	2123	3073	3073
248. QUALCOMM CORP.	2009-09-23	2011-05-20	14194	11073	3121	3121
158. RIGHT NOW TECHNOLOGIES INC	2010-02-05	2011-05-20	5115	2341	2774	2774
264. ROADRUNNER TRANSPORTATION SY	2011-02-18	2011-05-20	3948	3717	231	231
95. ROCKWOOD HLDGS INC	2009-04-15	2011-05-20	4842	986	3856	3856
136. ROPER INDUSTRIES INC NEW	2008-10-15	2011-05-20	11303	6018	5285	5285
115. SXC HEALTH SOLUTIONS CORP	2010-12-27	2011-05-20	6846	4992	1854	1854
48. SALESFORCE COM INC	2009-02-12	2011-05-20	7112	1271	5841	5841
174. HENRY SCHEIN INC	2009-04-16	2011-05-20	12597	7305	5292	5292
132. SCHLUMBERGER LTD.	2002-12-09	2011-05-20	10951	3025	7926	7926
595. CHARLES SCHWAB CORP.	2008-07-01	2011-05-20	10362	12640	-2278	-2278
222. SEATTLE GENETICS INC /WA	2010-08-19	2011-05-20	4243	2615	1628	1628
86. SOTHEBYS HOLDINGS INC-CL A LTD VTG	2010-06-04	2011-05-20	3588	2628	960	960
118. STERICYCLE INC	2010-02-03	2011-05-20	10887	6392	4495	4495
102. TITAN MACHY INC	2009-07-27	2011-05-20	2560	1230	1330	1330
67. ULTIMATE SOFTWARE GROUP INC	2010-10-13	2011-05-20	3621	2709	912	912
153. UNITED THERAPEUTICS CORP	2011-03-24	2011-05-20	10004	10115	-111	-111
324. URBAN OUTFITTERS INC	2010-05-24	2011-05-20	10201	12435	-2234	-2234
23. VALMONT INDS INC	2010-10-08	2011-05-20	2244	1673	571	571
111. VITAMIN SHOPPE INC	2011-02-17	2011-05-20	4150	3856	294	294
134. VOLCANO CORP	2010-05-04	2011-05-20	3983	3110	873	873
305. VOLTERRA SEMICONDUCTOR CORP	2010-09-09	2011-05-20	7717	6314	1403	1403
226. WASTE CONNECTIONS INC	2009-04-16	2011-05-20	7253	4114	3139	3139
369. WORLD FUEL SVCS CORP	2011-02-02	2011-05-20	13035	14648	-1613	-1613
215. ACCENTURE PLC CL A	2007-11-29	2011-05-20	12296	7429	4867	4867
388. GENPACT LIMITED	2010-05-28	2011-05-20	6447	6572	-125	-125
194. GENPACT LIMITED	2010-04-06	2011-05-20	3224	3307	-83	-83
266. GENPACT LIMITED	2010-06-02	2011-05-20	4420	4552	-132	-132
366. U T I WORLDWIDE INC	2009-04-15	2011-05-20	8134	4847	3287	3287
100. SENSATA TECHNOLOGIES HOLDING	2010-09-17	2011-05-20	3588	1996	1592	1592
1205. NORTH AMERICAN ENERGY PARTNERS INC	2011-02-25	2011-05-23	9582	16136	-6554	-6554
356874. U S TREASURY I P S 1.125% 1/15/21	2011-05-03	2011-05-23	367580	370484	-2904	-2904
353458. U S TREASURY I P S 0.125% 4/15/16	2011-05-02	2011-05-23	360748	363929	-3181	-3181
124. BLUE NILE INC	2010-05-27	2011-05-24	5892	6008	-116	-116
490. NORTH AMERICAN ENERGY PARTNERS INC	2011-02-25	2011-05-24	4073	6549	-2476	-2476
996. ORBITZ WORLDWIDE INC	2009-04-15	2011-05-24	2504	1547	957	957
340. BLUE NILE INC	2010-07-09	2011-05-25	15813	16431	-618	-618
159.9 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2011-05-25	160	161	-1	-1
6007.96 F N M A #256752 6.000% 6/01/27	2008-02-07	2011-05-25	6008	6140	-132	-132
2754.92 F N M A #257048 6.000% 1/01/28	2007-12-18	2011-05-25	2755	2790	-35	-35
49.08 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2011-05-25	49	50	-1	-1
14.88 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2011-05-25	15	15
40.03 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2011-05-25	40	40
2868.22 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2011-05-25	2868	2887	-19	-19
4121.04 F N M A #831413 5.500% 4/01/36	2006-04-06	2011-05-25	4121	4048	73	73
245.28 F N M A #909932 6.000% 3/01/37	2007-02-05	2011-05-25	245	246	-1	-1
815.53 F N M A #AA8753 5.000% 6/01/39	2009-09-18	2011-05-25	816	838	-22	-22
3779.31 F N M A #AC4824 3.583% 10/01/39	2010-10-01	2011-05-25	3779	3933	-154	-154
4686.05 F N M A #MA0073 4.500% 5/01/29	2011-03-17	2011-05-25	4686	4902	-216	-216
5570.31 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2011-05-25	5570	5800	-230	-230
131. NORTH AMERICAN ENERGY PARTNERS INC	2011-02-22	2011-05-25	1149	1747	-598	-598
975. ORBITZ WORLDWIDE INC	2009-04-15	2011-05-25	2238	1515	723	723
97. BLUE NILE INC	2010-07-09	2011-05-26	4526	4667	-141	-141
870. MCCORMICK & CO. INC. (NON-VOTING)	2010-04-16	2011-05-26	42854	33580	9274	9274
878. ORBITZ WORLDWIDE INC	2009-04-15	2011-05-26	1860	1364	496	496
250. HUGHES COMMUNICATIONS INC	2011-01-24	2011-06-01	14983	15213	-230	-230
883. HUGHES COMMUNICATIONS INC	2011-01-21	2011-06-01	52858	53642	-784	-784
280. ANN INC	2011-02-22	2011-06-02	7591	6966	625	625
2000. NORTH AMERICAN ENERGY PARTNERS INC	2011-02-22	2011-06-02	17048	26674	-9626	-9626
320. NORTHROP GRUMMAN CORP	2010-02-05	2011-06-02	20331	16570	3761	3761
375. ACCENTURE PLC CL A	2009-03-09	2011-06-02	21281	10413	10868	10868
659. NORTH AMERICAN ENERGY PARTNERS INC	2011-02-22	2011-06-03	5278	8754	-3476	-3476
1745. NORTH AMERICAN ENERGY PARTNERS INC	2011-02-18	2011-06-06	13111	23178	-10067	-10067
4. GEN PROBE INC	2011-03-22	2011-06-08	293	256	37	37
43. GEN PROBE INC	2011-03-22	2011-06-08	3140	2753	387	387
765. HUGHES COMMUNICATIONS INC	2011-02-25	2011-06-08	46436	45797	639	639
80. GEN PROBE INC	2011-03-22	2011-06-09	5818	5123	695	695
373. GRACO INC	2010-08-04	2011-06-09	18277	11969	6308	6308
156. MOMENTA PHARMACEUTICALS INC	2011-03-09	2011-06-09	3011	2232	779	779
465. THE BRINKS CO	2011-02-18	2011-06-10	12916	14617	-1701	-1701
95. DST SYSTEMS INC-DEL	2011-02-18	2011-06-10	4548	4824	-276	-276
124. GEN PROBE INC	2011-03-22	2011-06-10	8816	7940	876	876
227. GRACO INC	2010-07-27	2011-06-10	10919	7282	3637	3637
968. MOMENTA PHARMACEUTICALS INC	2011-03-09	2011-06-10	18320	13845	4475	4475
185. SENSATA TECHNOLOGIES HOLDING	2011-02-22	2011-06-10	6272	6205	67	67
1238. ABB LTD SPON ADR	2009-09-25	2011-06-13	31081	24969	6112	6112
475. AIR PRODUCTS & CHEMICALS INC.	2010-05-25	2011-06-13	43632	27469	16163	16163
397. DANAHER CORP	2008-03-18	2011-06-13	20387	14886	5501	5501
112. MASTERCARD INC	2008-09-25	2011-06-13	29896	22005	7891	7891
668. QUALCOMM CORP.	2009-10-02	2011-06-13	36310	28846	7464	7464
142. V F CORP.	2010-11-03	2011-06-13	14444	11793	2651	2651
1269. AIR PRODUCTS & CHEMICALS INC.	2009-01-15	2011-06-14	118224	71434	46790	46790
100000. AMERICA MOVIL SA DE 5.500% 3/01/14	2005-06-30	2011-06-14	110194	100031	10163	10163
1045. EXXON MOBIL CORP	2010-05-28	2011-06-14	84277	63003	21274	21274
500000. F H L B DEB 3.125% 12/13/13	2009-12-30	2011-06-14	529425	508741	20684	20684
179998.79 F N M A #909932 6.000% 3/01/37	2007-02-05	2011-06-14	198421	180863	17558	17558
625. HORIZON TECHNOLOGY FIN CORP	2011-02-18	2011-06-14	9519	10047	-528	-528
100000. ICI WILMINGTON 5.625% 12/01/13	2010-03-05	2011-06-14	108230	104773	3457	3457
225. IMMUCOR INC	2011-02-18	2011-06-14	4543	4611	-68	-68
255. LSB INDS INC	2011-02-22	2011-06-14	11294	7918	3376	3376
580. U T I WORLDWIDE INC	2011-02-18	2011-06-14	11145	13003	-1858	-1858
526. AIR PRODUCTS & CHEMICALS INC.	2009-02-25	2011-06-15	48318	29024	19294	19294
3360.32 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2011-06-15	3360	3349	11	11
61.87 F H L M C #1J0203 2.780% 4/01/35	2005-05-12	2011-06-15	62	63	-1	-1
4908.44 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2011-06-15	4908	5063	-155	-155
2077.6 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2011-06-15	2078	2060	18	18
1345.24 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2011-06-15	1345	1410	-65	-65
1659.41 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2011-06-15	1659	1644	15	15
3193.89 G N M A #604002 5.500% 2/15/33	2003-05-28	2011-06-15	3194	3306	-112	-112
8.63 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2011-06-15	9	9
570. AIR PRODUCTS & CHEMICALS INC.	2009-02-25	2011-06-16	51412	27154	24258	24258
244. SEATTLE GENETICS INC /WA	2010-08-19	2011-06-16	4632	2874	1758	1758
833. SEATTLE GENETICS INC /WA	2009-05-21	2011-06-16	15812	7502	8310	8310
540. AMERICAN EQUITY INVT LIFE HL	2011-05-12	2011-06-17	6580	7139	-559	-559
1005. AMERICAN EQUITY INVT LIFE HL	2011-05-12	2011-06-20	12194	13286	-1092	-1092
750. ACCENTURE PLC CL A	2009-03-09	2011-06-20	40364	20807	19557	19557
1177. AIR PRODUCTS & CHEMICALS INC.	2010-12-21	2011-06-21	108969	102689	6280	6280
212. INFORMATICA CORP	2009-07-29	2011-06-21	11957	3897	8060	8060
290. POLYCOM INC	2009-10-27	2011-06-21	17035	6347	10688	10688
318. TITAN MACHY INC	2009-09-01	2011-06-21	9377	3828	5549	5549
1875. TOWER BANCORP INC	2011-04-01	2011-06-21	49802	42846	6956	6956
415. ACCENTURE PLC CL A	2009-03-09	2011-06-21	22810	11512	11298	11298
635. NORTHROP GRUMMAN CORP	2010-02-05	2011-06-22	42420	32721	9699	9699
1040. WALGREEN CO.	2011-03-22	2011-06-22	44546	40546	4000	4000
70. WALGREEN CO.	2010-11-30	2011-06-22	2998	2441	557	557
435. AMERICAN EXPRESS CO.	2008-11-24	2011-06-23	21203	8739	12464	12464
15. DAVITA INC	2008-01-14	2011-06-23	1266	880	386	386
149. DAVITA INC	2011-02-28	2011-06-23	12571	11798	773	773
285. ROPER INDUSTRIES INC NEW	2008-10-15	2011-06-23	23231	12568	10663	10663
162. STERICYCLE INC	2010-02-03	2011-06-23	14101	8775	5326	5326
78. DAVITA INC	2008-01-14	2011-06-24	6510	4436	2074	2074
102. DAVITA INC	2007-12-13	2011-06-24	8500	5794	2706	2706
17. ROPER INDUSTRIES INC NEW	2008-10-15	2011-06-24	1390	748	642	642
137. STERICYCLE INC	2010-02-03	2011-06-24	11704	7421	4283	4283
275. ACCENTURE PLC CL A	2009-03-09	2011-06-24	15604	7629	7975	7975
165.31 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2011-06-25	165	167	-2	-2
4533.31 F N M A #256752 6.000% 6/01/27	2008-02-07	2011-06-25	4533	4631	-98	-98
3576.56 F N M A #257048 6.000% 1/01/28	2007-12-18	2011-06-25	3577	3621	-44	-44
49.4 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2011-06-25	49	50	-1	-1
14.97 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2011-06-25	15	15
40.26 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2011-06-25	40	41	-1	-1
3045.55 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2011-06-25	3046	3065	-19	-19
4289.24 F N M A #831413 5.500% 4/01/36	2006-04-06	2011-06-25	4289	4215	74	74
241.99 F N M A #909932 6.000% 3/01/37	2007-02-05	2011-06-25	242	243	-1	-1
981.95 F N M A #AA8753 5.000% 6/01/39	2009-09-18	2011-06-25	982	1008	-26	-26
5208.52 F N M A #AC4824 3.583% 10/01/39	2010-10-01	2011-06-25	5209	5416	-207	-207
4845.22 F N M A #MA0073 4.500% 5/01/29	2011-03-17	2011-06-25	4845	5064	-219	-219
5389.22 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2011-06-25	5389	5606	-217	-217
220. ANN INC	2011-02-22	2011-06-27	5702	5383	319	319
205. LSB INDS INC	2011-02-22	2011-06-27	8535	6114	2421	2421
595. TOWER BANCORP INC	2011-04-01	2011-06-27	16090	13354	2736	2736
550. U T I WORLDWIDE INC	2011-02-22	2011-06-27	10558	12094	-1536	-1536
20. TITAN MACHY INC	2009-09-01	2011-06-28	597	236	361	361
45. TITAN MACHY INC	2009-09-01	2011-06-28	1329	532	797	797
2190. ACCENTURE PLC CL A	2009-04-21	2011-06-28	130829	59019	71810	71810
811. ACCENTURE PLC CL A	2008-02-20	2011-06-28	48342	27872	20470	20470
202. TITAN MACHY INC	2009-09-01	2011-06-29	6003	2386	3617	3617
125.00357 GFI GROUP INC	2011-02-18	2011-06-30	582	679	-97	-97
324.99643 GFI GROUP INC	2011-02-18	2011-06-30	1512	1765	-253	-253
420. U T I WORLDWIDE INC	2011-02-23	2011-06-30	8269	8841	-572	-572
283. COVANCE INC	2010-12-09	2011-07-05	17038	11664	5374	5374
459. POLYCOM INC	2009-10-27	2011-07-05	14812	5023	9789	9789
213. HENRY SCHEIN INC	2009-04-16	2011-07-05	15488	8942	6546	6546
59. TITAN MACHY INC	2009-07-24	2011-07-05	1770	685	1085	1085
143. TITAN MACHY INC	2009-07-24	2011-07-05	4288	1659	2629	2629
178. UNITED THERAPEUTICS CORP	2010-04-22	2011-07-05	9613	10082	-469	-469
285. UNITED THERAPEUTICS CORP	2011-03-24	2011-07-05	15392	18839	-3447	-3447
128. VITAMIN SHOPPE INC	2011-02-24	2011-07-05	6030	4442	1588	1588
182. VITAMIN SHOPPE INC	2011-02-24	2011-07-05	8366	6286	2080	2080
127. TITAN MACHY INC	2009-11-17	2011-07-06	3730	1441	2289	2289
89. TITAN MACHY INC	2009-11-17	2011-07-07	2612	975	1637	1637
312. NORDSTROM INC.	2010-12-21	2011-07-08	15498	13450	2048	2048
325. NORTHROP GRUMMAN CORP	2010-01-29	2011-07-08	21863	16674	5189	5189
90. TITAN MACHY INC	2009-11-17	2011-07-08	2604	986	1618	1618
159. V F CORP.	2010-11-03	2011-07-08	17848	13205	4643	4643
1265. ABB LTD SPON ADR	2009-09-25	2011-07-11	32162	25428	6734	6734
512. AMPHENOL CORP - CL A	2010-04-20	2011-07-11	27038	24038	3000	3000
175. ANSYS INC	2011-01-18	2011-07-11	9688	9248	440	440
273. ANSYS INC	2010-12-31	2011-07-11	15114	14444	670	670
85. APPLE COMPUTER INC.	2008-10-08	2011-07-11	30210	7916	22294	22294
53. APPLE COMPUTER INC.	2011-06-13	2011-07-11	18837	17329	1508	1508
767. BANK OF NEW YORK MELLON CORP	2010-03-02	2011-07-11	19224	23139	-3915	-3915
688. CANADIAN NATURAL RESOURCES LTD	2011-06-23	2011-07-11	27894	27271	623	623
9. CANADIAN NATURAL RESOURCES LTD	2009-04-21	2011-07-11	365	200	165	165
345. CITRIX SYSTEMS INC	2008-07-24	2011-07-11	27664	9120	18544	18544
501. COACH INC	2008-10-17	2011-07-11	33322	14025	19297	19297
298. COGNIZANT TECH SOLUTIONS CRP COM	2011-06-28	2011-07-11	22288	21729	559	559
100. COGNIZANT TECH SOLUTIONS CRP COM	2008-12-05	2011-07-11	7479	1634	5845	5845
366. COSTCO WHOLESALE CORPORATION	2009-06-23	2011-07-11	29559	16653	12906	12906
568. COVANCE INC	2009-04-29	2011-07-11	33950	22917	11033	11033
471. DANAHER CORP	2008-03-18	2011-07-11	25214	17661	7553	7553
305. DAVITA INC	2007-12-13	2011-07-11	26578	17311	9267	9267
534.0004 EXPRESS SCRIPTS INC-CL A	2011-03-02	2011-07-11	28689	30489	-1800	-1800
80.9996 EXPRESS SCRIPTS INC-CL A	2011-04-05	2011-07-11	4352	4622	-270	-270
781. FMC TECHNOLOGIES INC	2011-06-23	2011-07-11	34248	31427	2821	2821
337.99937 FLUOR CORP NEW COM	2011-06-13	2011-07-11	22025	22101	-76	-76
233.00063 FLUOR CORP NEW COM	2011-03-07	2011-07-11	15183	16416	-1233	-1233
82. GOOGLE INC CL A	2011-05-05	2011-07-11	43430	43989	-559	-559
285. GRACO INC	2010-07-27	2011-07-11	14861	9143	5718	5718
343. IDEXX LABORATORIES CORP	2009-03-17	2011-07-11	26891	11036	15855	15855
218. INFORMATICA CORP	2009-09-01	2011-07-11	12921	3989	8932	8932
91. INTUITIVE SURGICAL INC	2010-11-30	2011-07-11	33183	23253	9930	9930
97. MASTERCARD INC	2008-09-29	2011-07-11	29945	18667	11278	11278
452. MEAD JOHNSON NUTRITION CO	2010-12-07	2011-07-11	31009	28343	2666	2666
172.00088 NATIONAL INSTRS CORP	2011-05-03	2011-07-11	5140	5337	-197	-197
561.99912 NATIONAL INSTRS CORP	2011-05-03	2011-07-11	16795	17006	-211	-211
503. NETAPP INC	2008-06-30	2011-07-11	26313	10956	15357	15357
227. PEGASYSTEMS INC	2010-08-13	2011-07-11	10402	4989	5413	5413
616. QUALCOMM CORP.	2009-10-02	2011-07-11	35897	25784	10113	10113
346. ROPER INDUSTRIES INC NEW	2008-10-15	2011-07-11	28418	15216	13202	13202
132. SALESFORCE COM INC	2009-02-12	2011-07-11	20196	3494	16702	16702
267. SCHLUMBERGER LTD.	2011-06-23	2011-07-11	23500	22113	1387	1387
123. SCHLUMBERGER LTD.	2002-12-09	2011-07-11	10826	2819	8007	8007
1640. CHARLES SCHWAB CORP.	2008-04-17	2011-07-11	25133	33350	-8217	-8217
297. STERICYCLE INC	2010-02-03	2011-07-11	27132	16088	11044	11044
893. URBAN OUTFITTERS INC	2010-05-25	2011-07-11	28095	33696	-5601	-5601
513. ACCENTURE PLC CL A	2008-02-20	2011-07-11	31587	17537	14050	14050
1269. GENPACT LIMITED	2010-04-01	2011-07-11	22080	21605	475	475
65. PEGASYSTEMS INC	2010-08-13	2011-07-12	2907	1422	1485	1485
95. CASEYS GEN STORES INC	2011-02-18	2011-07-13	4381	4124	257	257
690. CYPRESS SHARPRIDGE INVESTMENTS INC	2009-10-12	2011-07-13	9024	9700	-676	-676
180. CYPRESS SHARPRIDGE INVESTMENTS INC	2010-10-21	2011-07-13	2354	2396	-42	-42
365. IMMUCOR INC	2011-02-22	2011-07-13	9802	7460	2342	2342
177. TITAN MACHY INC	2009-11-17	2011-07-13	4758	1939	2819	2819
235. HELEN OF TROY CORP LTD	2011-02-18	2011-07-13	7955	6941	1014	1014
303. U T I WORLDWIDE INC	2011-02-23	2011-07-13	5443	6130	-687	-687
64. APPLE COMPUTER INC.	2008-10-08	2011-07-14	22914	5960	16954	16954
157. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011	2010-12-09	2011-07-14	8037	6864	1173	1173
145. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011	2011-03-08	2011-07-14	7423	7040	383	383
246. INFORMATICA CORP	2009-09-01	2011-07-14	14117	4338	9779	9779
213. MSC INDL DIRECT CO INC CL A	2010-05-28	2011-07-14	14605	11024	3581	3581
203. HENRY SCHEIN INC	2009-04-16	2011-07-14	15013	8522	6491	6491
200. TITAN MACHY INC	2009-11-17	2011-07-14	5223	2191	3032	3032
435. WASTE CONNECTIONS INC	2009-04-16	2011-07-14	14271	7918	6353	6353
4271.32 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2011-07-15	4271	4257	14	14
67.9 F H L M C #1J0203 2.780% 4/01/35	2005-05-12	2011-07-15	68	69	-1	-1
8530.4 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2011-07-15	8530	8792	-262	-262
2334.31 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2011-07-15	2334	2315	19	19
8279.49 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2011-07-15	8279	8666	-387	-387
1667.01 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2011-07-15	1667	1652	15	15
326.08 G N M A #604002 5.500% 2/15/33	2003-05-28	2011-07-15	326	337	-11	-11
7.27 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2011-07-15	7	7
258. TITAN MACHY INC	2009-11-17	2011-07-15	6607	2826	3781	3781
732. U T I WORLDWIDE INC	2011-02-25	2011-07-15	12372	14691	-2319	-2319
75000. ARROW ELEC INC 6.875% 7/01/13	2010-05-17	2011-07-18	81550	79941	1609	1609
921. ANN INC	2011-06-03	2011-07-20	25412	24773	639	639
287. ANN INC	2010-05-28	2011-07-20	7919	6330	1589	1589
38. GFI GROUP INC	2011-02-18	2011-07-20	176	206	-30	-30
380. IMMUCOR INC	2011-02-22	2011-07-20	10201	7590	2611	2611
1233. GFI GROUP INC	2011-02-18	2011-07-21	5705	6695	-990	-990
753. POLYCOM INC	2009-10-27	2011-07-21	21807	8241	13566	13566
1045. WALGREEN CO.	2010-11-30	2011-07-21	42731	36437	6294	6294
405. GFI GROUP INC	2011-02-18	2011-07-22	1871	2199	-328	-328
106. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011	2010-12-09	2011-07-22	5227	4634	593	593
68. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011	2010-12-09	2011-07-22	3291	2973	318	318
76. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011	2009-04-16	2011-07-22	3679	2557	1122	1122
301. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011	2009-04-16	2011-07-22	14300	9978	4322	4322
640. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011	2009-04-15	2011-07-22	30279	20849	9430	9430
367. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011	2009-04-15	2011-07-22	17642	11956	5686	5686
1638. POLYCOM INC	2009-10-27	2011-07-22	49862	17926	31936	31936
250. TOWER BANCORP INC	2011-02-23	2011-07-22	6823	5606	1217	1217
167. DRESSER RAND GROUP INC	2010-10-29	2011-07-25	9378	5575	3803	3803
136.34 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2011-07-25	136	137	-1	-1
4099.14 F N M A #256752 6.000% 6/01/27	2008-02-07	2011-07-25	4099	4185	-86	-86
2355.74 F N M A #257048 6.000% 1/01/28	2007-12-18	2011-07-25	2356	2384	-28	-28
49.71 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2011-07-25	50	50
15.06 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2011-07-25	15	15
40.49 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2011-07-25	40	41	-1	-1
3663.77 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2011-07-25	3664	3687	-23	-23
8242. F N M A #AI1170 5.000% 4/01/41	2011-06-07	2011-07-25	8242	8822	-580	-580
2498.96 F N M A #831413 5.500% 4/01/36	2006-04-06	2011-07-25	2499	2457	42	42
684.24 F N M A #AA8753 5.000% 6/01/39	2009-09-18	2011-07-25	684	702	-18	-18
5519.61 F N M A #AC4824 3.583% 10/01/39	2010-10-01	2011-07-25	5520	5736	-216	-216
8352.36 F N M A #MA0073 4.500% 5/01/29	2011-03-17	2011-07-25	8352	8723	-371	-371
9555.81 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2011-07-25	9556	9930	-374	-374
439. GFI GROUP INC	2011-02-18	2011-07-25	2029	2384	-355	-355
128. SXC HEALTH SOLUTIONS CORP	2010-12-27	2011-07-25	8246	5556	2690	2690
487. VOLCANO CORP	2010-05-04	2011-07-25	15868	9951	5917	5917
3. GFI GROUP INC	2011-02-18	2011-07-26	14	16	-2	-2
1190. NORTHROP GRUMMAN CORP	2010-01-29	2011-07-26	77739	61052	16687	16687
17445.388 SCOUT INTERNATIONAL FUND	2011-03-28	2011-07-26	587735	575000	12735	12735
5558.471 SCOUT INTERNATIONAL FUND	2010-06-15	2011-07-26	187265	153970	33295	33295
156. TOWER BANCORP INC	2011-02-22	2011-07-26	4158	3497	661	661
180. ANN INC	2011-02-18	2011-07-27	4626	4369	257	257
345. CATO CORP CL A	2011-02-25	2011-07-27	9738	8454	1284	1284
1041. DRESSER RAND GROUP INC	2010-10-29	2011-07-27	56280	34750	21530	21530
317. GFI GROUP INC	2011-02-18	2011-07-27	1465	1721	-256	-256
75. IDEXX LABORATORIES CORP	2009-04-15	2011-07-27	6226	2780	3446	3446
152. IDEXX LABORATORIES CORP	2009-04-15	2011-07-27	12622	5633	6989	6989
1165. IMMUCOR INC	2011-02-25	2011-07-27	31194	22788	8406	8406
101. MSC INDL DIRECT CO INC CL A	2010-05-28	2011-07-27	6412	5227	1185	1185
3410. OWENS ILLINOIS INC NEW	2011-06-15	2011-07-29	79648	105807	-26159	-26159
. PROCEEDS OF LITIGATION FROM QWEST COMMUNICATIONS		2011-07-29	813		813	813
. PROCEEDS OF LITIGATION FROM QWEST COMMUNICATIONS		2011-07-29	331		331	331
1165. SENSATA TECHNOLOGIES HOLDING	2010-09-17	2011-07-29	41782	23257	18525	18525
403. ANN INC	2010-05-28	2011-08-01	10289	8889	1400	1400
80. ANN INC	2011-01-28	2011-08-01	2043	1763	280	280
233. MSC INDL DIRECT CO INC CL A	2010-05-28	2011-08-01	14160	12059	2101	2101
157. TOWER BANCORP INC	2011-02-22	2011-08-01	4146	3519	627	627
455. VOLTERRA SEMICONDUCTOR CORP	2010-10-08	2011-08-01	11396	9201	2195	2195
79. SENSATA TECHNOLOGIES HOLDING	2010-09-17	2011-08-01	2827	1577	1250	1250
129. SENSATA TECHNOLOGIES HOLDING	2010-09-17	2011-08-01	4551	2575	1976	1976
328. SENSATA TECHNOLOGIES HOLDING	2010-09-17	2011-08-01	11425	6528	4897	4897
291. ACTUANT CORP CL A NEW	2010-04-13	2011-08-02	6825	5985	840	840
101. COVANCE INC	2010-08-03	2011-08-02	5527	4039	1488	1488
116. GRACO INC	2010-07-27	2011-08-02	4893	3721	1172	1172
124. IDEX CORP	2009-04-16	2011-08-02	5093	2921	2172	2172
93. MSC INDL DIRECT CO INC CL A	2010-05-28	2011-08-02	5561	4813	748	748
435. MEDTRONIC INC.	2010-12-21	2011-08-02	14976	16069	-1093	-1093
60. MEDTRONIC INC.	2010-12-17	2011-08-02	2068	2235	-167	-167
2335. MEDTRONIC INC.	2009-07-29	2011-08-02	80479	81615	-1136	-1136
101. ROCKWOOD HLDGS INC	2009-04-15	2011-08-02	6012	1049	4963	4963
1566. ABB LTD SPON ADR	2009-09-25	2011-08-03	35663	31453	4210	4210
368. ABB LTD SPON ADR	2009-09-25	2011-08-03	8387	7390	997	997
67. APPLE COMPUTER INC.	2008-10-08	2011-08-03	25896	6239	19657	19657
48. APPLE COMPUTER INC.	2008-10-08	2011-08-03	18748	4470	14278	14278
952. BANK OF NEW YORK MELLON CORP	2010-03-02	2011-08-03	23027	27609	-4582	-4582
26. GOOGLE INC CL A	2011-04-15	2011-08-03	15294	13860	1434	1434
24. GOOGLE INC CL A	2011-04-15	2011-08-03	14259	12794	1465	1465
1050. KRATON PERFORMANCE POLYMERS	2011-02-25	2011-08-03	24317	34995	-10678	-10678
485. LENNOX INTL INC	2011-06-14	2011-08-03	16792	21335	-4543	-4543
618. ROCKWOOD HLDGS INC	2009-04-15	2011-08-03	34629	6416	28213	28213
993. KRAFT FOODS INC	2010-12-21	2011-08-04	34969	31682	3287	3287
415. KRATON PERFORMANCE POLYMERS	2011-02-18	2011-08-04	9659	13813	-4154	-4154
275. KRATON PERFORMANCE POLYMERS	2011-02-23	2011-08-04	6131	9111	-2980	-2980
14.99983 LENNOX INTL INC	2011-06-14	2011-08-04	510	733	-223	-223
280.00017 LENNOX INTL INC	2011-06-14	2011-08-04	9519	13643	-4124	-4124
410. M C G CAPITAL CORPORATION	2011-02-18	2011-08-04	2043	3085	-1042	-1042
1180. MEDTRONIC INC.	2009-06-05	2011-08-04	39533	40316	-783	-783
156. TOWER BANCORP INC	2011-02-22	2011-08-04	3913	3497	416	416
175000. U S TREASURY NT 3.125% 5/15/21	2011-05-23	2011-08-04	184707	175319	9388	9388
67.00008 AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2011-08-05	4038	6099	-2061	-2061
90.99992 AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2011-08-05	5485	9630	-4145	-4145
206. ANN INC	2011-01-28	2011-08-05	4627	4536	91	91
1848. ANN INC	2010-07-09	2011-08-05	41508	33954	7554	7554
2459. BANK OF NEW YORK MELLON CORP	2010-06-03	2011-08-05	56598	68896	-12298	-12298
558. BANK OF NEW YORK MELLON CORP	2010-10-18	2011-08-05	12843	14820	-1977	-1977
3139. BROADRIDGE FINANCIAL SOLUTIONS INC	2010-12-21	2011-08-05	67722	68402	-680	-680
34.9998 LENNOX INTL INC	2011-06-10	2011-08-05	1164	1767	-603	-603
225.0002 LENNOX INTL INC	2011-06-14	2011-08-05	7483	11529	-4046	-4046
1419. M C G CAPITAL CORPORATION	2011-02-18	2011-08-05	6609	10675	-4066	-4066
579. MEDTRONIC INC.	2009-06-05	2011-08-05	18872	19782	-910	-910
260. NEWSTAR FINANCIAL INC	2011-04-25	2011-08-05	2766	2932	-166	-166
710. NORTHROP GRUMMAN CORP	2010-12-21	2011-08-05	39615	41411	-1796	-1796
225. BANK OF NEW YORK MELLON CORP	2010-10-18	2011-08-08	5045	5976	-931	-931
2067. BANK OF NEW YORK MELLON CORP	2010-10-18	2011-08-08	43816	54865	-11049	-11049
725. BANK OF NEW YORK MELLON CORP	2002-07-22	2011-08-08	15368	17255	-1887	-1887
265. LSB INDS INC	2011-02-22	2011-08-08	8777	7904	873	873
290. LENNOX INTL INC	2011-06-10	2011-08-08	9414	14067	-4653	-4653
2115. MEDTRONIC INC.	2009-06-10	2011-08-08	68184	72183	-3999	-3999
563. TOWER BANCORP INC	2011-03-10	2011-08-08	13212	12569	643	643
812. LENNOX INTL INC	2011-06-15	2011-08-09	25439	35186	-9747	-9747
1351. MEDTRONIC INC.	2009-06-10	2011-08-09	42108	45798	-3690	-3690
765. MEDTRONIC INC.	2010-08-24	2011-08-09	23844	24363	-519	-519
1360. REDWOOD TR INC	2010-12-21	2011-08-09	16451	20813	-4362	-4362
. PROCEEDS OF LITIGATION FROM QWEST COMMUNICATIONS		2011-08-09	561		561	561
. PROCEEDS OF LITIGATION FROM QWEST COMMUNICATIONS		2011-08-09	561		561	561
239. GRACO INC	2010-07-27	2011-08-10	8788	7667	1121	1121
335. IDEX CORP	2009-04-15	2011-08-10	11894	7651	4243	4243
34. INTRALINKS HOLDINGS INC	2011-05-13	2011-08-10	273	773	-500	-500
306.99997 INTRALINKS HOLDINGS INC	2011-01-21	2011-08-10	2122	6312	-4190	-4190
1066.00003 INTRALINKS HOLDINGS INC	2011-05-13	2011-08-10	7368	23679	-16311	-16311
805. INTRALINKS HOLDINGS INC	2011-01-31	2011-08-10	5363	16309	-10946	-10946
161. MSC INDL DIRECT CO INC CL A	2010-07-27	2011-08-10	8575	8303	272	272
1158. REDWOOD TR INC	2010-12-21	2011-08-10	13971	17251	-3280	-3280
250000. U S TREAS BD STRIP 11/15/39	2011-03-21	2011-08-10	81900	64516	17384	17384
546. INTRALINKS HOLDINGS INC	2011-05-13	2011-08-11	4543	14441	-9898	-9898
1. INTRALINKS HOLDINGS INC	2010-12-30	2011-08-11	8	19	-11	-11
570. INTRALINKS HOLDINGS INC	2011-01-05	2011-08-11	4645	11118	-6473	-6473
878. NORTHROP GRUMMAN CORP	2010-11-03	2011-08-11	45642	50871	-5229	-5229
98. PEGASYSTEMS INC	2010-08-13	2011-08-11	4211	2144	2067	2067
191. PEGASYSTEMS INC	2010-08-13	2011-08-11	8229	4179	4050	4050
250. INTRALINKS HOLDINGS INC	2011-06-21	2011-08-12	1962	4338	-2376	-2376
620. INTRALINKS HOLDINGS INC	2010-12-31	2011-08-12	4866	11609	-6743	-6743
1972. REDWOOD TR INC	2010-11-03	2011-08-12	24177	27917	-3740	-3740
3178.02 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2011-08-15	3178	3167	11	11
62.37 F H L M C #1J0203 2.780% 4/01/35	2005-05-12	2011-08-15	62	63	-1	-1
10850.47 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2011-08-15	10850	11175	-325	-325
3301.77 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2011-08-15	3302	3274	28	28
3783.18 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2011-08-15	3783	3955	-172	-172
1674.65 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2011-08-15	1675	1659	16	16
315.29 G N M A #604002 5.500% 2/15/33	2003-05-28	2011-08-15	315	326	-11	-11
8.73 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2011-08-15	9	9
1937. REDWOOD TR INC	2010-11-03	2011-08-15	24294	27422	-3128	-3128
2210. GFI GROUP INC	2011-02-22	2011-08-17	9584	11889	-2305	-2305
1930. BANK OF NEW YORK MELLON CORP	2009-10-23	2011-08-18	37781	57386	-19605	-19605
3485. CISCO SYSTEMS	2010-06-30	2011-08-18	52540	78517	-25977	-25977
475. DELL INC	2009-09-25	2011-08-18	6309	7306	-997	-997
1280. DELL INC	2011-03-30	2011-08-18	17001	18646	-1645	-1645
739. LENNOX INTL INC	2011-06-14	2011-08-18	21164	32810	-11646	-11646
83. MASTERCARD INC	2008-09-29	2011-08-18	25730	13989	11741	11741
265. CA INC	2010-09-28	2011-08-19	5030	5589	-559	-559
915. CA INC	2011-01-26	2011-08-19	17368	21397	-4029	-4029
775. CA INC	2010-06-30	2011-08-19	14710	14512	198	198
589. COMMVAULT SYSTEMS INC	2011-01-05	2011-08-19	18866	17867	999	999
664. INFORMATICA CORP	2009-07-24	2011-08-19	27341	11647	15694	15694
3836. LENNOX INTL INC	2011-07-29	2011-08-19	108283	166829	-58546	-58546
314. MEAD JOHNSON NUTRITION CO	2010-12-07	2011-08-19	21326	19689	1637	1637
130. PEGASYSTEMS INC	2010-08-13	2011-08-19	4827	2844	1983	1983
379. PEGASYSTEMS INC	2010-08-20	2011-08-19	14071	8259	5812	5812
991. RIGHT NOW TECHNOLOGIES INC	2010-02-05	2011-08-19	27658	14683	12975	12975
100000. U S TREASURY NOTE 4.250% 8/15/15	2010-11-05	2011-08-19	114281	112732	1549	1549
60. PEGASYSTEMS INC	2010-08-20	2011-08-22	2146	1308	838	838
6140. BANK OF NEW YORK MELLON CORP	2009-10-28	2011-08-23	116420	162324	-45904	-45904
1575. BANK OF NEW YORK MELLON CORP	2010-09-28	2011-08-23	29863	40377	-10514	-10514
1825. URBAN OUTFITTERS INC	2010-05-25	2011-08-23	48252	65433	-17181	-17181
626186.02 F N M A #AI1170 5.000% 4/01/41	2011-06-07	2011-08-24	673297	668991	4306	4306
865. NEWSTAR FINANCIAL INC	2011-04-21	2011-08-24	8415	9534	-1119	-1119
1571. URBAN OUTFITTERS INC	2010-05-25	2011-08-24	40219	56326	-16107	-16107
181. URBAN OUTFITTERS INC	2010-05-25	2011-08-24	4680	6490	-1810	-1810
1665. URBAN OUTFITTERS INC	2010-08-05	2011-08-24	42853	57199	-14346	-14346
635. URBAN OUTFITTERS INC	2010-09-29	2011-08-24	16343	20969	-4626	-4626
181.44 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2011-08-25	181	183	-2	-2
3624.52 F N M A #256752 6.000% 6/01/27	2008-02-07	2011-08-25	3625	3698	-73	-73
4257.59 F N M A #257048 6.000% 1/01/28	2007-12-18	2011-08-25	4258	4307	-49	-49
63.33 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2011-08-25	63	64	-1	-1
15.16 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2011-08-25	15	15
40.72 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2011-08-25	41	41
3457.74 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2011-08-25	3458	3479	-21	-21
9036.08 F N M A #AI1170 5.000% 4/01/41	2011-06-07	2011-08-25	9036	9656	-620	-620
2914.59 F N M A #831413 5.500% 4/01/36	2006-04-06	2011-08-25	2915	2867	48	48
6851.13 F N M A #AA8753 5.000% 6/01/39	2009-09-18	2011-08-25	6851	7024	-173	-173
12150.83 F N M A #AC4824 3.583% 10/01/39	2010-10-01	2011-08-25	12151	12619	-468	-468
11484.85 F N M A #MA0073 4.500% 5/01/29	2011-03-17	2011-08-25	11485	11983	-498	-498
7889. F N M A #AD3772 4.000% 3/01/25	2010-10-26	2011-08-25	7889	8190	-301	-301
1096. URBAN OUTFITTERS INC	2010-08-05	2011-08-25	26602	35651	-9049	-9049
5. URBAN OUTFITTERS INC	2011-03-08	2011-08-25	121	161	-40	-40
1156. URBAN OUTFITTERS INC	2011-03-29	2011-08-25	28225	35169	-6944	-6944
946. KNIGHT TRANSN INC	2011-03-23	2011-08-26	13646	18906	-5260	-5260
332. MSC INDL DIRECT CO INC CL A	2010-07-27	2011-08-26	19496	16987	2509	2509
80. MOMENTA PHARMACEUTICALS INC	2011-03-08	2011-08-26	1313	1144	169	169
204. MOMENTA PHARMACEUTICALS INC	2011-03-08	2011-08-26	3339	2917	422	422
152. MOMENTA PHARMACEUTICALS INC	2011-03-08	2011-08-26	2491	2169	322	322
143. NEWSTAR FINANCIAL INC	2011-04-01	2011-08-26	1395	1524	-129	-129
612. SEATTLE GENETICS INC /WA	2009-05-21	2011-08-26	9914	5425	4489	4489
497. SEATTLE GENETICS INC /WA	2009-05-21	2011-08-26	7949	4386	3563	3563
709.99938 TOWER GROUP INC	2011-02-22	2011-08-26	15531	19611	-4080	-4080
240.00062 TOWER GROUP INC	2011-02-23	2011-08-26	5250	6588	-1338	-1338
170. U T I WORLDWIDE INC	2011-08-04	2011-08-26	2169	2357	-188	-188
41350.433 IVY GLBL NATURAL RESOURCE I	2010-03-24	2011-08-29	809228	750000	59228	59228
945. KNIGHT TRANSN INC	2011-03-23	2011-08-29	13961	18392	-4431	-4431
1020. MOMENTA PHARMACEUTICALS INC	2011-03-08	2011-08-29	17120	14555	2565	2565
217. NEWSTAR FINANCIAL INC	2011-03-09	2011-08-29	2146	2272	-126	-126
281. SEATTLE GENETICS INC /WA	2009-04-15	2011-08-29	4736	2464	2272	2272
565. TOWER GROUP INC	2011-03-08	2011-08-29	12587	15173	-2586	-2586
314. V F CORP.	2011-02-24	2011-08-29	36041	29346	6695	6695
287. U T I WORLDWIDE INC	2011-08-04	2011-08-29	3824	3979	-155	-155
49. U T I WORLDWIDE INC	2009-04-15	2011-08-29	653	649	4	4
525. ACE LTD	2009-08-05	2011-08-29	33639	26128	7511	7511
216. NEWSTAR FINANCIAL INC	2011-02-28	2011-08-30	2149	2259	-110	-110
259. U T I WORLDWIDE INC	2009-04-15	2011-08-30	3478	3430	48	48
2. IDEXX LABORATORIES CORP	2009-03-17	2011-08-31	163	64	99	99
161. IDEXX LABORATORIES CORP	2009-03-17	2011-08-31	12893	5178	7715	7715
179. NEWSTAR FINANCIAL INC	2011-02-28	2011-08-31	1784	1872	-88	-88
180. U T I WORLDWIDE INC	2009-04-15	2011-08-31	2443	2384	59	59
149. IDEXX LABORATORIES CORP	2008-10-24	2011-09-01	11673	4776	6897	6897
97. NEWSTAR FINANCIAL INC	2011-02-28	2011-09-01	991	1014	-23	-23
16102.179 SCOUT INTERNATIONAL FUND	2010-06-15	2011-09-02	470184	446030	24154	24154
5. NEWSTAR FINANCIAL INC	2011-02-28	2011-09-08	50	52	-2	-2
173. V F CORP.	2011-01-27	2011-09-08	20518	14324	6194	6194
125000. HSBC HOLDINGS PLC 5.100% 4/05/21	2011-04-13	2011-09-12	131355	126902	4453	4453
125000. MORGAN STANLEY 6.625% 4/01/18	2011-01-05	2011-09-12	132333	136139	-3806	-3806
258. NEWSTAR FINANCIAL INC	2011-02-28	2011-09-14	2596	2698	-102	-102
3847.06 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2011-09-15	3847	3834	13	13
61.98 F H L M C #1J0203 2.780% 4/01/35	2005-05-12	2011-09-15	62	63	-1	-1
10060.88 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2011-09-15	10061	10354	-293	-293
3840.54 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2011-09-15	3841	3808	33	33
3635.2 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2011-09-15	3635	3795	-160	-160
1682.33 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2011-09-15	1682	1667	15	15
306.05 G N M A #604002 5.500% 2/15/33	2003-05-28	2011-09-15	306	316	-10	-10
8.79 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2011-09-15	9	9
375. NEWSTAR FINANCIAL INC	2011-03-01	2011-09-15	3783	3921	-138	-138
330. V F CORP.	2011-01-27	2011-09-15	40899	27324	13575	13575
123. FMC TECHNOLOGIES INC	2005-11-16	2011-09-16	5315	1145	4170	4170
173. FMC TECHNOLOGIES INC	2011-06-23	2011-09-16	7476	6961	515	515
121. FMC TECHNOLOGIES INC	2005-11-16	2011-09-16	5217	1126	4091	4091
210. FMC TECHNOLOGIES INC	2005-11-16	2011-09-16	9059	1954	7105	7105
519. NEWSTAR FINANCIAL INC	2011-05-05	2011-09-16	5267	5385	-118	-118
78. NEWSTAR FINANCIAL INC	2011-05-05	2011-09-19	781	809	-28	-28
6. NEWSTAR FINANCIAL INC	2011-05-05	2011-09-20	61	62	-1	-1
82. APPLE COMPUTER INC.	2008-10-08	2011-09-21	34332	7636	26696	26696
305088.898 FEDERATED A R MS FUND #96 INSTL CL	2010-08-03	2011-09-21	2999024	3008177	-9153	-9153
65. NEWSTAR FINANCIAL INC	2011-05-05	2011-09-21	659	674	-15	-15
623. ABB LTD SPON ADR	2009-10-02	2011-09-22	10381	12218	-1837	-1837
78. ABB LTD SPON ADR	2009-10-02	2011-09-22	1301	1516	-215	-215
721. ABB LTD SPON ADR	2009-10-02	2011-09-22	12025	14010	-1985	-1985
5. INTUITIVE SURGICAL INC	2010-11-30	2011-09-22	1816	1278	538	538
54. INTUITIVE SURGICAL INC	2009-02-27	2011-09-22	19608	5038	14570	14570
125. STERICYCLE INC	2011-08-03	2011-09-22	9817	10172	-355	-355
255. TOWER BANCORP INC	2011-04-28	2011-09-22	5305	5605	-300	-300
1013. GENPACT LIMITED	2010-04-01	2011-09-22	15153	17247	-2094	-2094
687. DEXCOM INC	2009-06-17	2011-09-23	8177	4573	3604	3604
143. IDEXX LABORATORIES CORP	2009-04-15	2011-09-23	10356	5300	5056	5056
387. HENRY SCHEIN INC	2009-04-16	2011-09-23	23920	16247	7673	7673
509. SEATTLE GENETICS INC /WA	2009-04-15	2011-09-23	10057	4464	5593	5593
374. SEATTLE GENETICS INC /WA	2009-04-15	2011-09-23	7299	3280	4019	4019
37. STERICYCLE INC	2011-08-03	2011-09-23	2928	3011	-83	-83
83. TOWER BANCORP INC	2011-04-28	2011-09-23	1749	1821	-72	-72
441. GENPACT LIMITED	2010-04-01	2011-09-23	6503	7451	-948	-948
150. HELEN OF TROY CORP LTD	2011-02-18	2011-09-23	3747	4430	-683	-683
229.39 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2011-09-25	229	231	-2	-2
5464.4 F N M A #256752 6.000% 6/01/27	2008-02-07	2011-09-25	5464	5572	-108	-108
3271.68 F N M A #257048 6.000% 1/01/28	2007-12-18	2011-09-25	3272	3309	-37	-37
41.76 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2011-09-25	42	42
15.24 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2011-09-25	15	15
40.96 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2011-09-25	41	41
4505.58 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2011-09-25	4506	4533	-27	-27
2519.59 F N M A #AH6783 4.000% 3/01/41	2011-08-24	2011-09-25	2520	2617	-97	-97
4457.91 F N M A #831413 5.500% 4/01/36	2006-04-06	2011-09-25	4458	4387	71	71
6681.72 F N M A #AA8753 5.000% 6/01/39	2009-09-18	2011-09-25	6682	6846	-164	-164
7776.78 F N M A #AC4824 3.583% 10/01/39	2010-10-01	2011-09-25	7777	8072	-295	-295
12745.78 F N M A #MA0073 4.500% 5/01/29	2011-03-17	2011-09-25	12746	13285	-539	-539
10712.69 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2011-09-25	10713	11109	-396	-396
262. DEXCOM INC	2009-06-17	2011-09-26	3097	1738	1359	1359
164. SEATTLE GENETICS INC /WA	2009-04-15	2011-09-26	3192	1438	1754	1754
292. TOWER BANCORP INC	2011-05-20	2011-09-26	6162	6138	24	24
599. UNITED THERAPEUTICS CORP	2010-10-27	2011-09-26	23132	33379	-10247	-10247
1547. UNITED THERAPEUTICS CORP	2010-09-09	2011-09-26	59742	85983	-26241	-26241
485.00069 AMERICAN GREETINGS CORP CL A	2011-07-13	2011-09-27	9319	10794	-1475	-1475
174.99931 AMERICAN GREETINGS CORP CL A	2011-02-18	2011-09-27	3362	3875	-513	-513
407. DEXCOM INC	2009-06-17	2011-09-27	5094	2645	2449	2449
404. NEWSTAR FINANCIAL INC	2011-05-12	2011-09-27	4039	4185	-146	-146
425. SEATTLE GENETICS INC /WA	2009-04-15	2011-09-27	8345	3727	4618	4618
365. AMERICAN GREETINGS CORP CL A	2011-02-18	2011-09-28	6795	8115	-1320	-1320
158. TOWER BANCORP INC	2011-05-17	2011-09-29	3369	3265	104	104
938. V F CORP.	2011-01-28	2011-09-30	115913	77194	38719	38719
1105. DIAMOND OFFSHORE DRILLING	2010-12-21	2011-10-03	59648	72628	-12980	-12980
1334. MOMENTA PHARMACEUTICALS INC	2011-03-08	2011-10-03	14981	18831	-3850	-3850
38. APPLE COMPUTER INC.	2008-10-08	2011-10-04	13607	3539	10068	10068
111. MOMENTA PHARMACEUTICALS INC	2011-03-07	2011-10-04	1216	1550	-334	-334
328. NEWSTAR FINANCIAL INC	2011-05-12	2011-10-04	2853	3386	-533	-533
268. NEWSTAR FINANCIAL INC	2011-02-25	2011-10-05	2474	2760	-286	-286
1416. ACTUANT CORP CL A NEW	2010-04-13	2011-10-06	29457	29125	332	332
410. AMERIGROUP CORP	2011-03-08	2011-10-06	16689	23802	-7113	-7113
30. APPLE COMPUTER INC.	2008-10-08	2011-10-06	11478	2794	8684	8684
31. APPLE COMPUTER INC.	2008-10-08	2011-10-06	11603	2887	8716	8716
15. LINDSAY CORPORATION	2011-06-16	2011-10-06	819	900	-81	-81
185. LINDSAY CORPORATION	2011-06-16	2011-10-06	10091	11102	-1011	-1011
322. NEWSTAR FINANCIAL INC	2011-03-10	2011-10-06	3109	3300	-191	-191
293. RIGHT NOW TECHNOLOGIES INC	2010-02-05	2011-10-06	10006	4341	5665	5665
762. WASTE CONNECTIONS INC	2009-04-16	2011-10-06	25785	13870	11915	11915
590. HELEN OF TROY CORP LTD	2011-02-25	2011-10-06	14974	16958	-1984	-1984
192. LINDSAY CORPORATION	2011-06-16	2011-10-07	10413	11522	-1109	-1109
179. HELEN OF TROY CORP LTD	2010-10-12	2011-10-07	4647	4631	16	16
295. HELEN OF TROY CORP LTD	2011-02-23	2011-10-07	7659	8354	-695	-695
57. APPLE COMPUTER INC.	2008-10-08	2011-10-10	21917	5308	16609	16609
315. LINDSAY CORPORATION	2011-06-20	2011-10-10	17442	18772	-1330	-1330
21. HELEN OF TROY CORP LTD	2010-10-12	2011-10-10	546	543	3	3
170. HELEN OF TROY CORP LTD	2010-10-08	2011-10-10	4418	4339	79	79
2300. CISCO SYSTEMS	2010-08-13	2011-10-12	39636	49550	-9914	-9914
184. NEWSTAR FINANCIAL INC	2011-03-10	2011-10-12	1842	1881	-39	-39
219. V F CORP.	2010-11-03	2011-10-12	29243	18188	11055	11055
425. WALGREEN CO.	2011-08-29	2011-10-12	14198	14825	-627	-627
135. WALGREEN CO.	2010-10-07	2011-10-12	4510	4601	-91	-91
171. NEWSTAR FINANCIAL INC	2011-03-02	2011-10-13	1713	1727	-14	-14
3922.11 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2011-10-15	3922	3909	13	13
60.08 F H L M C #1J0203 2.780% 4/01/35	2005-05-12	2011-10-15	60	61	-1	-1
16465.48 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2011-10-15	16465	16931	-466	-466
5039.91 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2011-10-15	5040	4998	42	42
7578.15 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2011-10-15	7578	7901	-323	-323
1690.04 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2011-10-15	1690	1675	15	15
1970.35 G N M A #604002 5.500% 2/15/33	2003-05-28	2011-10-15	1970	2030	-60	-60
7.42 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2011-10-15	7	8	-1	-1
4643. M C G CAPITAL CORPORATION	2011-02-25	2011-10-18	21003	33821	-12818	-12818
2280. CISCO SYSTEMS	2010-08-13	2011-10-19	39471	48665	-9194	-9194
365. DIAMOND OFFSHORE DRILLING	2009-01-15	2011-10-19	21821	20552	1269	1269
206. HARMAN INTERNATIONAL	2011-07-29	2011-10-19	7418	8618	-1200	-1200
765. MCCORMICK & CO. INC. (NON-VOTING)	2010-04-16	2011-10-19	37217	29500	7717	7717
2092. M C G CAPITAL CORPORATION	2011-02-23	2011-10-19	9340	14793	-5453	-5453
590. WALGREEN CO.	2010-10-07	2011-10-19	19876	20058	-182	-182
380. ACTUANT CORP CL A NEW	2011-02-18	2011-10-20	7929	11490	-3561	-3561
905. CISCO SYSTEMS	2008-07-15	2011-10-20	15431	19263	-3832	-3832
339. HARMAN INTERNATIONAL	2011-08-04	2011-10-20	11976	13212	-1236	-1236
1089. NORDSTROM INC.	2010-12-21	2011-10-20	54648	43027	11621	11621
1400. PEPSICO INC.	2011-06-22	2011-10-20	86822	94437	-7615	-7615
1780. WALGREEN CO.	2010-10-07	2011-10-20	59896	60514	-618	-618
1135. CISCO SYSTEMS	2008-07-15	2011-10-21	19801	24159	-4358	-4358
99. INTUITIVE SURGICAL INC	2009-02-27	2011-10-21	41037	9226	31811	31811
408. ACCENTURE PLC CL A	2008-02-20	2011-10-21	23550	13757	9793	9793
468. NEWSTAR FINANCIAL INC	2011-05-13	2011-10-24	4650	4722	-72	-72
119.39 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2011-10-25	119	120	-1	-1
3315.38 F N M A #256752 6.000% 6/01/27	2008-02-07	2011-10-25	3315	3379	-64	-64
3582.61 F N M A #257048 6.000% 1/01/28	2007-12-18	2011-10-25	3583	3622	-39	-39
5370.51 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2011-10-25	5371	5425	-54	-54
15.34 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2011-10-25	15	16	-1	-1
41.19 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2011-10-25	41	41
8499.37 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2011-10-25	8499	8549	-50	-50
4458.29 F N M A #AH6783 4.000% 3/01/41	2011-08-24	2011-10-25	4458	4628	-170	-170
4910.11 F N M A #831413 5.500% 4/01/36	2006-04-06	2011-10-25	4910	4834	76	76
678.01 F N M A #AA8753 5.000% 6/01/39	2009-09-18	2011-10-25	678	694	-16	-16
7270.51 F N M A #AC4824 3.583% 10/01/39	2010-10-01	2011-10-25	7271	7542	-271	-271
15139.08 F N M A #MA0073 4.500% 5/01/29	2011-03-17	2011-10-25	15139	15762	-623	-623
16040.29 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2011-10-25	16040	16617	-577	-577
71. NEWSTAR FINANCIAL INC	2011-06-09	2011-10-25	699	662	37	37
17. DEXCOM INC	2009-06-17	2011-10-26	175	110	65	65
1903. DEXCOM INC	2009-06-17	2011-10-26	19468	12344	7124	7124
180. DELL INC	2011-03-30	2011-10-27	2892	2622	270	270
1445. DELL INC	2009-10-30	2011-10-27	23218	20944	2274	2274
1028. DEXCOM INC	2009-07-24	2011-10-27	9804	6108	3696	3696
1156. NEWSTAR FINANCIAL INC	2011-06-09	2011-10-27	11723	10331	1392	1392
2315. WALGREEN CO.	2010-10-07	2011-10-27	78195	76939	1256	1256
2073. ABB LTD SPON ADR	2009-12-31	2011-10-28	41271	40256	1015	1015
175. CITRIX SYSTEMS INC	2011-08-03	2011-10-28	12903	12267	636	636
211. CITRIX SYSTEMS INC	2011-08-03	2011-10-28	15382	14666	716	716
276. CITRIX SYSTEMS INC	2008-07-24	2011-10-28	20120	7296	12824	12824
325. COGNIZANT TECH SOLUTIONS CRP COM	2008-12-05	2011-10-28	24511	5311	19200	19200
55. INTUITIVE SURGICAL INC	2007-01-16	2011-10-28	24098	5125	18973	18973
440. KRATON PERFORMANCE POLYMERS	2011-02-23	2011-10-31	8652	14229	-5577	-5577
3022. MEDTRONIC INC.	2010-12-21	2011-10-31	105293	108191	-2898	-2898
1685. CISCO SYSTEMS	2011-06-23	2011-11-02	29780	25586	4194	4194
1045. CISCO SYSTEMS	2009-03-30	2011-11-02	18469	17099	1370	1370
1825. CISCO SYSTEMS	2010-11-18	2011-11-02	32255	37321	-5066	-5066
319. GRACO INC	2010-07-27	2011-11-02	13545	10232	3313	3313
70. AMERICAN EAGLE OUTFITTERS INC NEW COM	2011-05-26	2011-11-03	980	923	57	57
1635. AMERICAN EAGLE OUTFITTERS INC NEW COM	2010-12-22	2011-11-03	22882	23920	-1038	-1038
131. GRACO INC	2010-07-27	2011-11-03	5754	4202	1552	1552
18000. UBS AG JERSEY E TRACS BLOOMBERG CMCI	2011-08-30	2011-11-07	403698	442352	-38654	-38654
18692.019 VAN ECK GLOBAL HARD ASSETS I	2010-03-24	2011-11-07	931797	750000	181797	181797
76. COMMVAULT SYSTEMS INC	2011-01-05	2011-11-08	3621	2305	1316	1316
395. TOWER GROUP INC	2011-02-22	2011-11-08	8681	11373	-2692	-2692
106. VOLTERRA SEMICONDUCTOR CORP	2010-10-06	2011-11-08	2631	2121	510	510
1535. AMERICAN EAGLE OUTFITTERS INC NEW COM	2011-05-26	2011-11-09	20853	20231	622	622
55. COMMVAULT SYSTEMS INC	2011-01-05	2011-11-09	2582	1668	914	914
125000. OHIO ST MAJOR NEW ST 4.844% 12/15/19	2010-12-09	2011-11-09	144088	125000	19088	19088
100000. PENNSYLVANIA ST 4.050% 7/15/19	2011-02-09	2011-11-09	109536	98163	11373	11373
1955. TOWER GROUP INC	2011-04-28	2011-11-09	43463	47993	-4530	-4530
43. VOLTERRA SEMICONDUCTOR CORP	2010-10-06	2011-11-09	1044	860	184	184
518. ACTUANT CORP CL A NEW	2010-04-13	2011-11-10	11642	10654	988	988
1030. CHUBB CORP.	2009-02-11	2011-11-10	68925	48359	20566	20566
49. COMMVAULT SYSTEMS INC	2011-01-05	2011-11-10	2259	1482	777	777
142320.97 F N M A #831413 5.500% 4/01/36	2006-04-06	2011-11-10	154418	140165	14253	14253
384928.84 F N M A #AA8753 5.000% 6/01/39	2009-09-18	2011-11-10	414761	393934	20827	20827
208. GRACO INC	2010-09-09	2011-11-10	8909	6569	2340	2340
149. VOLTERRA SEMICONDUCTOR CORP	2010-10-06	2011-11-10	3513	2981	532	532
545. ACE LTD	2009-08-05	2011-11-10	38294	27122	11172	11172
182. ACTUANT CORP CL A NEW	2010-04-13	2011-11-11	4177	3743	434	434
141. GRACO INC	2010-09-09	2011-11-11	6207	4189	2018	2018
171. SHERWIN WILLIAMS CO	2010-12-21	2011-11-11	14802	14252	550	550
307. VOLTERRA SEMICONDUCTOR CORP	2010-10-06	2011-11-11	7519	6143	1376	1376
62. SHERWIN WILLIAMS CO	2010-12-21	2011-11-14	5335	5168	167	167
195. BRADY CORPORATION CL A	2011-02-22	2011-11-15	5599	6990	-1391	-1391
345. CONCUR TECHNOLOGIES INC	2011-08-17	2011-11-15	16501	13559	2942	2942
3125.39 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2011-11-15	3125	3115	10	10
5553.08 F H L M C #1J0203 2.780% 4/01/35	2005-05-12	2011-11-15	5553	5625	-72	-72
16540.28 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2011-11-15	16540	16994	-454	-454
3362.38 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2011-11-15	3362	3334	28	28
7381.57 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2011-11-15	7382	7687	-305	-305
1697.79 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2011-11-15	1698	1682	16	16
292.69 G N M A #604002 5.500% 2/15/33	2003-05-28	2011-11-15	293	301	-8	-8
7.47 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2011-11-15	7	8	-1	-1
42. SHERWIN WILLIAMS CO	2011-08-04	2011-11-15	3613	3127	486	486
73. SHERWIN WILLIAMS CO	2010-12-21	2011-11-15	6279	6084	195	195
38. CASEYS GEN STORES INC	2011-02-18	2011-11-16	1984	1650	334	334
425. GAMESTOP CORP CL A	2011-02-18	2011-11-16	9659	8504	1155	1155
415. GRACO INC	2010-09-09	2011-11-16	17993	12013	5980	5980
36. CASEYS GEN STORES INC	2011-02-18	2011-11-17	1860	1563	297	297
129. GRACO INC	2010-08-27	2011-11-17	5366	3682	1684	1684
96. CASEYS GEN STORES INC	2011-02-18	2011-11-18	4877	4168	709	709
51. COMMVAULT SYSTEMS INC	2011-01-05	2011-11-18	2323	1529	794	794
168. COMMVAULT SYSTEMS INC	2009-06-05	2011-11-18	7653	2658	4995	4995
233. GRACO INC	2010-08-27	2011-11-18	9647	6650	2997	2997
327. ANSYS INC	2011-03-16	2011-11-21	18843	17021	1822	1822
224. ANSYS INC	2010-10-13	2011-11-21	12908	10151	2757	2757
51. ANSYS INC	2010-11-30	2011-11-21	2939	2457	482	482
103. COMMVAULT SYSTEMS INC	2009-06-05	2011-11-21	4654	1630	3024	3024
77. GRACO INC	2010-08-27	2011-11-21	3092	2198	894	894
485. KOHLS CORP	2011-03-30	2011-11-21	25989	25632	357	357
730. HELEN OF TROY CORP LTD	2010-11-09	2011-11-21	19492	18335	1157	1157
175.44 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2011-11-25	175	177	-2	-2
2482.06 F N M A #256752 6.000% 6/01/27	2008-02-07	2011-11-25	2482	2528	-46	-46
3947.44 F N M A #257048 6.000% 1/01/28	2007-12-18	2011-11-25	3947	3990	-43	-43
14.36 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2011-11-25	14	15	-1	-1
15.42 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2011-11-25	15	16	-1	-1
41.42 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2011-11-25	41	42	-1	-1
13009.44 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2011-11-25	13009	13084	-75	-75
6594.4 F N M A #AH6783 4.000% 3/01/41	2011-08-24	2011-11-25	6594	6840	-246	-246
3182.4 F N M A #831413 5.500% 4/01/36	2006-04-06	2011-11-25	3182	3135	47	47
6622.05 F N M A #AA8753 5.000% 6/01/39	2009-09-18	2011-11-25	6622	6775	-153	-153
7605.62 F N M A #AC4824 3.583% 10/01/39	2010-10-01	2011-11-25	7606	7885	-279	-279
15451.58 F N M A #MA0073 4.500% 5/01/29	2011-03-17	2011-11-25	15452	16068	-616	-616
18744.1 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2011-11-25	18744	19397	-653	-653
665. KOHLS CORP	2011-03-30	2011-11-29	35041	35144	-103	-103
915. LOWES COS INC	2011-07-21	2011-11-29	22186	21187	999	999
715. LOWES COS INC	2010-10-21	2011-11-29	17337	15894	1443	1443
1190. AMERICAN EAGLE OUTFITTERS INC NEW COM	2010-07-16	2011-11-30	16621	14162	2459	2459
230. AMERICAN EAGLE OUTFITTERS INC NEW COM	2011-05-26	2011-11-30	3212	3031	181	181
6. COVANCE INC	2009-04-29	2011-11-30	276	242	34	34
156. COVANCE INC	2009-04-29	2011-11-30	7150	6294	856	856
65. AMERIGROUP CORP	2011-02-25	2011-12-01	3712	3765	-53	-53
65. CASEYS GEN STORES INC	2011-02-18	2011-12-01	3485	2822	663	663
201. COVANCE INC	2009-04-29	2011-12-01	9145	8110	1035	1035
150. RENASANT CORP	2011-07-26	2011-12-01	2173	2311	-138	-138
180. CASEYS GEN STORES INC	2011-02-22	2011-12-02	9563	7809	1754	1754
121. COVANCE INC	2009-04-29	2011-12-02	5493	4882	611	611
170. OCEANEERING INTERNATIONAL INC	2011-02-23	2011-12-02	8176	6850	1326	1326
185. RENASANT CORP	2011-07-27	2011-12-02	2714	2839	-125	-125
34. SXC HEALTH SOLUTIONS CORP	2011-08-04	2011-12-02	1982	1858	124	124
112. COMMVAULT SYSTEMS INC	2009-06-05	2011-12-05	5636	1772	3864	3864
112. CONCUR TECHNOLOGIES INC	2011-08-17	2011-12-05	5787	4402	1385	1385
99. SXC HEALTH SOLUTIONS CORP	2011-08-04	2011-12-05	5674	5393	281	281
65. ULTIMATE SOFTWARE GROUP INC	2010-10-13	2011-12-05	4410	2628	1782	1782
74. SXC HEALTH SOLUTIONS CORP	2011-11-01	2011-12-06	4128	3901	227	227
75. SXC HEALTH SOLUTIONS CORP	2011-11-01	2011-12-07	4166	3450	716	716
355. 3M COMPANY	2010-12-21	2011-12-09	28862	30704	-1842	-1842
795. FMC TECHNOLOGIES INC	2005-11-16	2011-12-12	39507	7398	32109	32109
.393 LIBERTY MEDIA CORP	2011-02-18	2011-12-13	30	32	-2	-2
120. OCEANEERING INTERNATIONAL INC	2011-02-23	2011-12-13	5507	4799	708	708
135. SENSATA TECHNOLOGIES HOLDING	2011-02-22	2011-12-13	3859	4528	-669	-669
3602.56 F H L M C GD G11649 4.500% 2/01/20	2005-02-23	2011-12-15	3603	3590	13	13
55.39 F H L M C #1J0203 2.780% 4/01/35	2005-05-12	2011-12-15	55	56	-1	-1
15432.68 F H L M C GD G13876 4.000% 7/01/25	2010-12-07	2011-12-15	15433	15844	-411	-411
2546.26 F H L M C GD C90993 5.500% 10/01/26	2007-08-27	2011-12-15	2546	2525	21	21
4692.54 F H L M C GD J09470 4.500% 4/01/24	2010-08-13	2011-12-15	4693	4880	-187	-187
1705.57 F H L M C MLTCL MTG 5.500% 3/15/16	2006-05-08	2011-12-15	1706	1690	16	16
334.41 G N M A #604002 5.500% 2/15/33	2003-05-28	2011-12-15	334	344	-10	-10
7.52 GNMA POOL #571166 DTD 08/01/01 7.000% DUE 08/15/31	2001-08-28	2011-12-15	8	8
1405. RIGHT NOW TECHNOLOGIES INC	2010-02-05	2011-12-15	59866	20817	39049	39049
1820. DIAMOND OFFSHORE DRILLING	2010-06-08	2011-12-16	98238	101050	-2812	-2812
295. SOTHEBYS HOLDINGS INC-CL A LTD VTG	2011-06-28	2011-12-16	8343	12438	-4095	-4095
6. AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2011-12-19	402	803	-401	-401
89. SOTHEBYS HOLDINGS INC-CL A LTD VTG	2011-06-28	2011-12-19	2463	3718	-1255	-1255
200. SENSATA TECHNOLOGIES HOLDING	2011-02-25	2011-12-19	5235	6679	-1444	-1444
13. AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2011-12-20	879	1740	-861	-861
75. RENASANT CORP	2011-07-27	2011-12-20	1110	1141	-31	-31
210. SOTHEBYS HOLDINGS INC-CL A LTD VTG	2011-08-04	2011-12-20	5829	8512	-2683	-2683
21. AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2011-12-21	1417	2810	-1393	-1393
1760. CA INC	2010-06-30	2011-12-21	34938	32956	1982	1982
296. SOTHEBYS HOLDINGS INC-CL A LTD VTG	2011-08-04	2011-12-21	8297	11652	-3355	-3355
35. AIR METHODS CORP	2011-07-13	2011-12-22	3074	2628	446	446
14. AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2011-12-22	955	1870	-915	-915
1460. KOHLS CORP	2011-08-19	2011-12-22	72099	75159	-3060	-3060
345.0042 MEAD JOHNSON NUTRITION CO	2010-12-31	2011-12-22	21928	21490	438	438
559.9958 MEAD JOHNSON NUTRITION CO	2010-12-07	2011-12-22	35593	34919	674	674
290. MEAD JOHNSON NUTRITION CO	2011-01-18	2011-12-22	18432	18160	272	272
110. AIR METHODS CORP	2011-07-13	2011-12-23	9680	8114	1566	1566
271. AMERICAN GREETINGS CORP CL A	2011-02-25	2011-12-23	3530	5970	-2440	-2440
5. AMERICAN SCIENCE & ENGINEERING INC	2011-04-08	2011-12-23	339	668	-329	-329
132.45 FNMA POOL #254089 6.000% DUE 11/01/16	2001-11-20	2011-12-25	132	133	-1	-1
2416.68 F N M A #256752 6.000% 6/01/27	2008-02-07	2011-12-25	2417	2460	-43	-43
3604.06 F N M A #257048 6.000% 1/01/28	2007-12-18	2011-12-25	3604	3641	-37	-37
14.44 FNMA POOL 539082 7.000% DUE 08/01/28	2001-05-11	2011-12-25	14	15	-1	-1
15.53 FNMA POOL #580952 DTD 05/01/01 7.000% DUE 05/01/31	2001-07-27	2011-12-25	16	16
41.66 FNMA POOL #628837 6.500% DUE 03/01/32	2002-03-05	2011-12-25	42	42
9082.28 F N M A #AH3431 3.500% 1/01/26	2011-01-20	2011-12-25	9082	9133	-51	-51
7430.55 F N M A #AH6783 4.000% 3/01/41	2011-08-24	2011-12-25	7431	7701	-270	-270
1402.86 F N M A #AJ5336 3.000% 11/01/26	2011-11-10	2011-12-25	1403	1438	-35	-35
8231.01 F N M A #AC4824 3.583% 10/01/39	2010-10-01	2011-12-25	8231	8528	-297	-297
15147.65 F N M A #MA0073 4.500% 5/01/29	2011-03-17	2011-12-25	15148	15733	-585	-585
17390.72 F N M A #AD3772 4.000% 3/01/25	2010-10-26	2011-12-25	17391	17978	-587	-587
269. AMERICAN GREETINGS CORP CL A	2011-02-25	2011-12-27	3407	5855	-2448	-2448
531. HCC INS HLDGS INC COM	2011-02-23	2011-12-27	14865	16772	-1907	-1907
351. SENSATA TECHNOLOGIES HOLDING	2011-02-25	2011-12-27	9402	11681	-2279	-2279
730. AMERICAN GREETINGS CORP CL A	2011-02-25	2011-12-28	9194	15879	-6685	-6685
824. HCC INS HLDGS INC COM	2011-02-25	2011-12-28	22518	25827	-3309	-3309
464. SENSATA TECHNOLOGIES HOLDING	2011-02-23	2011-12-29	12196	15405	-3209	-3209
1880. AMERICAN GREETINGS CORP CL A	2011-08-09	2011-12-30	23747	40003	-16256	-16256
CAPITAL GAIN DIVIDENDS					44		P

Field	Value	IRS element (for citing)
Capital Gain Net Income	4497700	CapitalGainNetIncome

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Field	Value	IRS element (for citing)
Liable For4942 Tax	false	LiableFor4942Tax
Qualifying Distributions Year1	2422779	QualifyingDistributionsYear1
Noncharitable Assets Year1	55007351	NoncharitableAssetsYear1
Distribution Ratio Year1	0.044045	DistributionRatioYear1
Qualifying Distributions Year2	2244537	QualifyingDistributionsYear2
Noncharitable Assets Year2	45679602	NoncharitableAssetsYear2
Distribution Ratio Year2	0.049137	DistributionRatioYear2
Qualifying Distributions Year3	2894924	QualifyingDistributionsYear3
Noncharitable Assets Year3	5796067	NoncharitableAssetsYear3
Distribution Ratio Year3	0.499464	DistributionRatioYear3
Qualifying Distributions Year4	2989184	QualifyingDistributionsYear4
Noncharitable Assets Year4	4132023	NoncharitableAssetsYear4
Distribution Ratio Year4	0.723419	DistributionRatioYear4
Qualifying Distributions Year5	1559235	QualifyingDistributionsYear5
Noncharitable Assets Year5	3678248	NoncharitableAssetsYear5
Distribution Ratio Year5	0.423907	DistributionRatioYear5
Total Distribution Ratio	1.739972	TotalDistributionRatio
Average Distribution Ratio	0.347994	AverageDistributionRatio
Net Noncharitable Assets	66231298	NetNoncharitableAssets
Adjusted Noncharitable Assets	23048094	AdjustedNoncharitableAssets
One Percent Net Investment Income	57231	OnePercentNetInvestmentIncome
Adj Nonchrtbl Assets And One	23105325	AdjNonchrtblAssetsAndOnePct
Qualifying Distributions	2491761	QualifyingDistributions

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Field	Value	IRS element (for citing)
Investment Income Excise Tax	114462	InvestmentIncomeExciseTax
Tax Under Section511	0	TaxUnderSection511
Subtotal	114462	Subtotal
Subtitle A Tax	0	SubtitleATax
Tax Based On Investment Income	114462	TaxBasedOnInvestmentIncome
Est Tax Payments And Overpayment	136194	EstTaxPaymentsAndOverpayment
Tax Paid With Extension	17805	TaxPaidWithExtension
Total Credits And Payments	153999	TotalCreditsAndPayments
Penalty For Underpayment	0	PenaltyForUnderpayment
Overpayment	39537	Overpayment
Amount Credited To Next Year	39537	AmountCreditedToNextYear
Amount To Be Refunded	0	AmountToBeRefunded

Statements Regarding Activities StatementsRegardingActivities

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

Books In Care Of Business Name BooksInCareOfBusinessName

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

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

Books In Care Of US Address BooksInCareOfUSAddress

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

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

Statements Regarding Acty4720 StatementsRegardingActy4720

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

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (3 entries)

Address Line1USAddress/AddressLine1	CityUSAddress/City	StateUSAddress/State	ZIP CodeUSAddress/ZIPCode	TitleTitle	Avg Hours Per Wk Devoted To PositionAvgHoursPerWkDevotedToPosition	CompensationCompensation
SHALE D STILLER
6225 SMITH AVENUE	BALTIMORE	MD	21209	PRESIDENT	0	5400
FRANK T GRAY
6225 SMITH AVENUE	BALTIMORE	MD	21209	VICE-PRES	0	5400
WALTER D PINKARD JR
100 LIGHT STREET SUITE 1400	BALTIMORE	MD	21202	TREASURER	0	5400

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

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

Minimum Investment Return MinimumInvestmentReturn

Field	Value	IRS element (for citing)
Avg Monthly FMV Of Securities	65155828	AvgMonthlyFMVOfSecurities
Avg Monthly Cash Balances	2084068	AvgMonthlyCashBalances
FMV All Other Noncharitable Assets	0	FMVAllOtherNoncharitableAssets
Total FMV Of Unused Assets	67239896	TotalFMVOfUnusedAssets
Reduction Claimed	0	ReductionClaimed
Acquisition Indebtedness	0	AcquisitionIndebtedness
Adj Total FMV Of Unused Assets	67239896	AdjTotalFMVOfUnusedAssets
Cash Deemed Charitable	1008598	CashDeemedCharitable
Net Noncharitable Assets	66231298	NetNoncharitableAssets
Minimum Investment Return	3311565	MinimumInvestmentReturn

Distributable DistributableAmount

Field	Value	IRS element (for citing)
Minimum Investment Return	3311565	MinimumInvestmentReturn
Tax Based On Investment Income	114462	TaxBasedOnInvestmentIncome
Total Tax	114462	TotalTax
Distributable Amount Before Adj	3197103	DistributableAmountBeforeAdj
Recoveries Qlfy Distributions	0	RecoveriesQlfyDistributions
Distributable Amount Before Ded	3197103	DistributableAmountBeforeDed
Deduction Fr Distributable	$0	DeductionFrDistributableAmount
Distributable Amount As Adjusted	3197103	DistributableAmountAsAdjusted

Qualifying Distributions QualifyingDistributions

Field	Value	IRS element (for citing)
Expenses And Contributions	2491761	ExpensesAndContributions
Program Related Investments Total	0	ProgramRelatedInvestmentsTotal
Amounts Paid Acq Charitable Assets	0	AmountsPaidAcqCharitableAssets
Amounts Set Aside Suitability Test	0	AmountsSetAsideSuitabilityTest
Amounts Set Aside Cash Distri Test	0	AmountsSetAsideCashDistriTest
Qualifying Distributions	2491761	QualifyingDistributions
One Pct Sect4940e Org Net Invst Incm	0	OnePctSect4940eOrgNetInvstIncm
Adj Qualifying Distributions	2491761	AdjQualifyingDistributions

Undistributed Income UndistributedIncome

Field	Value	IRS element (for citing)
Distributable Amount As Adjusted	3197103	DistributableAmountAsAdjusted
Undistributed Income Prior Year	0	UndistributedIncomePriorYear
Prior Year1	2009	PriorYear1
Total For Prior Years	0	TotalForPriorYears
Excess Distri Carryover Year5	1378842	ExcessDistriCarryoverYear5
Excess Distri Carryover Year4	2788761	ExcessDistriCarryoverYear4
Excess Distri Carryover Year3	2606649	ExcessDistriCarryoverYear3
Excess Distri Carryover Year2	2202482	ExcessDistriCarryoverYear2
Excess Distri Carryover Year1	0	ExcessDistriCarryoverYear1
Total Excess Distri Carryover	8976734	TotalExcessDistriCarryover
Qualifying Distributions	2491761	QualifyingDistributions
Applied To Year1	0	AppliedToYear1
Applied To Prior Years	0	AppliedToPriorYears
Treated As Distri From Corpus	0	TreatedAsDistriFromCorpus
Applied To Current Year	2491761	AppliedToCurrentYear
Remaining Distri From Corpus	0	RemainingDistriFromCorpus
Excess Distri Cyov App CY Corpus	705342	ExcessDistriCyovAppCYCorpus
Excess Distri Cyov Applied CY	705342	ExcessDistriCyovAppliedCY
Total Corpus	8271392	TotalCorpus
Prior Year Undistributed Income	0	PriorYearUndistributedIncome
Prior Year Deficiency Or Tax	0	PriorYearDeficiencyOrTax
Taxable Amount1	0	TaxableAmount1
Taxable Amount2	0	TaxableAmount2
Undistributed Income CY	0	UndistributedIncomeCY
Distri From Corpus170b1 E Or4942g3	0	DistriFromCorpus170b1EOr4942g3
Excess Distri Cyov From Year5	673500	ExcessDistriCyovFromYear5
Excess Distri Cyov To Next Year	7597892	ExcessDistriCyovToNextYear
Excess From Year4	2788761	ExcessFromYear4
Excess From Year3	2606649	ExcessFromYear3
Excess From Year2	2202482	ExcessFromYear2
Excess From Year1	0	ExcessFromYear1
Excess From Current Year	0	ExcessFromCurrentYear

Supplementary Information SupplementaryInformation

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

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (31 entries)

Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient RelationshipRecipientRelationship	Recipient Foundation StatusRecipientFoundationStatus	Purpose Of Grant Or ContributionPurposeOfGrantOrContribution	AmountAmount
Baltimore Medical System Inc
3501 SINCLAIR LANE	BALTIMORE	MD	21213	NONE	PUBLIC CHARITY	GENERAL	$80,000
Alzheimer's Disease and Related Disorders
209 MILFORD STREET C	SALISBURY	MD	218047099	NONE	PUBLIC CHARITY	GENERAL	$50,000
University of Maryland Baltimore Foundation
620 W LEXINGTON STREET	BALTIMORE	MD	21201	NONE	PUBLIC CHARITY	GENERAL	$50,000
Maryland Hospital Research and Education Fdn
6820 DEERPATH ROAD	ELKRIDGE	MD	21075	NONE	PUBLIC CHARITY	GENERAL	$100,000
Association of Baltimore Area Grantmakers
2 EAST READ STREET 2ND FLOOR	BALTIMORE	MD	21202	NONE	PUBLIC CHARITY	GENERAL	$4,500
Civic Leadership Fund at BCF
2 EAST READ STREET	BALTIMORE	MD	21202	NONE	PUBLIC CHARITY	GENERAL	$90,000
The Associated Jewish Community Federation
101 WEST MOUNT ROYAL AVENUE	BALTIMORE	MD	21201	NONE	PUBLIC CHARITY	GENERAL	$180,065
United Way of Central Maryland Inc
100 S CHARLES ST 5TH FL BOX 1576	BALTIMORE	MD	21203	NONE	PUBLIC CHARITY	GENERAL	$27,500
Historic East Baltimore Community Action C
1212 NORTH WOLFE STREET	BALTIMORE	MD	212133303	NONE	PUBLIC CHARITY	GENERAL	$30,000
Central Scholarship Bureau Inc
1700 REISTERSTOWN RD SUITE 220	BALTIMORE	MD	21208	NONE	PUBLIC CHARITY	GENERAL	$100,000
Johns Hopkins University School of Nursing
525 NORTH WOLFE STREET	BALTIMORE	MD	21205	NONE	PUBLIC CHARITY	GENERAL	$150,000
Art With A Heart
3355 KESWICK ROAD 104	BALTIMORE	MD	212112657	NONE	PUBLIC CHARITY	GENERAL	$12,500
B'More Clubhouse Inc
5 EAST READ STREET	BALTIMORE	MD	21202	NONE	PUBLIC CHARITY	GENERAL	$50,000
Healthcare for the Homeless Inc
421 FALLSWAY	BALTIMORE	MD	21202	NONE	PUBLIC CHARITY	GENERAL	$75,000
Mental Health Association of Maryland
711 W 40TH STREET SUITE 460	BALTIMORE	MD	21211	NONE	PUBLIC CHARITY	GENERAL	$84,000
Mosaic Community Services Inc
5438 YORK ROAD	BALTIMORE	MD	212123842	NONE	PUBLIC CHARITY	GENERAL	$67,500
The Jewish Museum of Maryland Inc
15 LLOYD STREET	BALTIMORE	MD	21201	NONE	PUBLIC CHARITY	GENERAL	$50,000
THE BEACON INSTITUTE
10280 OLD COLUMBIA ROAD 220	COLUMBIA	MD	21046	NONE	PUBLIC CHARITY	GENERAL	$97,000
Carroll County Youth Service Bureau
59 KATE WAGNER ROAD	WESTMINSTER	MD	21157	NONE	PUBLIC CHARITY	GENERAL	$84,376
The Family Tree Inc
2108 NORTH CHARLES STREET	BALTIMORE	MD	21218	NONE	PUBLIC CHARITY	GENERAL	$35,000
Helping Up Mission of Baltimore City Inc
1029 EAST BALTIMORE STREET	BALTIMORE	MD	21202	NONE	PUBLIC CHARITY	GENERAL	$80,000
Marian House
949 GORSUCH AVENUE	BALTIMORE	MD	21218	NONE	PUBLIC CHARITY	GENERAL	$27,430
Sheppard Pratt Health System Inc
6501 NORTH CHARLES STREET	BALTIMORE	MD	21285	NONE	PUBLIC CHARITY	GENERAL	$50,000
Johns Hopkins University
3400 NORTH CHARLES STREET	BALTIMORE	MD	21218	NONE	PUBLIC CHARITY	GENERAL	$400,000
Daughter For The Day Inc
10903 INDIAN HEAD HIGHWAY SUITE 50	FORT WASHINGTON	MD	20744	NONE	PUBLIC CHARITY	GENERAL	$25,000
Legal Aid Bureau Inc
500 EAST LEXINGTON STREET	BALTIMORE	MD	21202	NONE	PUBLIC CHARITY	GENERAL	$75,000
Levindale Hebrew Geriatric Center and Hosp
2401 WEST BELVEDERE AVENUE	BALTIMORE	MD	21215	NONE	PUBLIC CHARITY	GENERAL	$70,000
Pastoral Counseling Services of Maryland
10010 FERNWOOD ROAD	BETHESDA	MD	20817	NONE	PUBLIC CHARITY	GENERAL	$32,500
MEDICARE RIGHTS CENTER
520 8TH AVENUE 3	NEW YORK	NY	10018	NONE	PUBLIC CHARITY	GENERAL	$20,000
FAMILY LEAGUE OF BALTIMORE CITY
2305 NORTH CHARLES STREET	BALTIMORE	MD	21218	NONE	PUBLIC CHARITY	GENERAL	$89,390
On Our Own of Maryland Inc
1521 EDGEWOOD STREET	BALTIMORE	MD	21227	NONE	PUBLIC CHARITY	GENERAL	$30,000

Field	Value	IRS element (for citing)
Tot Grant Or Contri Paid During Year	2316761	TotGrantOrContriPaidDuringYear

Analysis Income Producing Acty AnalysisIncomeProducingActy

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

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$872,264	ExclusionAmount

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

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Field	Value	IRS element (for citing)
Exclusion Code	18	ExclusionCode
Exclusion	$4,497,700	ExclusionAmount

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

Other Revenue Described OtherRevenueDescribed

Field	Value	IRS element (for citing)
Description	EXCISE TAX REFUND	Description
Exclusion Code	14	ExclusionCode
Exclusion	$24	ExclusionAmount

Subtotals Part XVIA SubtotalsPartXVIA

Field	Value	IRS element (for citing)
Exclusion	$5,369,988	ExclusionAmount

Field	Value	IRS element (for citing)
Total Part XVIA	5369988	TotalPartXVIA

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

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

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

Distribution From Corpus Election DistributionFromCorpusElection

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

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds (5 entries)

Name Of BondNameOfBond	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
FOREIGN BONDS	182363	192790
FIXED INCOME MUTUAL FUNDS	2858852	2788844
CORPORATE BONDS	2436728	2502103
OTHER BONDS
MUNI BONDS	579268	610708

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock (5 entries)

Name Of StockNameOfStock	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
COMMON STOCKS	24759807	28989516
EQUITY MUTUAL FUNDS	4789276	4532946
PRIVATE EQUITY	4246347	5214625
PREFERRED STOCK	173675	189409
FOREIGN STOCK	2774625	3233383

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Securities EOY Book Value	5815351	USGovtSecuritiesEOYBookValue
US Govt Securities EOYFMV	6062048	USGovtSecuritiesEOYFMV

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther

Field	Value	IRS element (for citing)
Category Or Item	BROWN CDK GLOBAL SELECT	CategoryOrItem
Listed At Cost Or FMV	AT COST	ListedAtCostOrFMV
Book Value	3000000	BookValue
EOYFMV	2998486	EOYFMV

Other Assets Schedule OtherAssetsSchedule

Other Assets OtherAssets

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

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases OtherDecreases

Field	Value	IRS element (for citing)
Description	ACCRUED INTEREST ATTRIBUTABLE TO 2012	Description
Amount	$2,272	Amount

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses

Field	Value	IRS element (for citing)
Description	GIFT ADMINISTRATION	Description
Revenue And Expenses Per Books	175000	RevenueAndExpensesPerBooks
Net Investment Income	0	NetInvestmentIncome
Disbursements Charitable Prps	175000	DisbursementsCharitablePrps

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome (2 entries)

DescriptionDescription	Revenue And Expenses Per BooksRevenueAndExpensesPerBooks	Net Investment IncomeNetInvestmentIncome
FED REFUND	24	0
PARTNERSHIP K-1S		708021

Other Increases Schedule OtherIncreasesSchedule

Other Increases OtherIncreases (3 entries)

DescriptionDescription	AmountAmount
ADJ BOOK VALUE ON PRIVATE EQUITY	$114,246
ACCRUED INTEREST PAID IN 2010	$822
GIFT CHECKS CLEARED IN 2012	$120,000

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees OtherProfessionalFees (2 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome
INVESTMENT FEES-PRIN	$314,513	314513
OTHER NONALLOCABLE EXPENSES -	$169	169

Taxes Schedule TaxesSchedule

Taxes Taxes (4 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome
FOREIGN TAXES	$8,266	8266
FEDERAL EXCISE TAX	$198,000	0
QUARTERLY TAX DEPOSIT	$66,000	0
FOREIGN TAXES ON QUALIFIED FOR	$2,726	2726