2012-10-31T15:52:31-06:00 2011-12-31 BROWN INVESTMENT ADVISORY & TRUST 901 SOUTH BOND STREET BALTIMORE MD 21231 990PF 2011-01-01 521491609 LEONARD AND HELEN R STULMAN CHARITABLE LEON 4105375447 6225 SMITH AVENUE BALTIMORE MD 21209 FRANK GRAY ESQ 4105375447 2012-10-23 true BROWN INVESTMENT ADVISORY 4105375484 2012-10-23 2011 2016-02-24 21:20:13Z X 65482487 872264 843054 4497700 33226870 4497700 0 24 708021 5369988 6048775 16200 0 0 0 0 0 0 314682 314682 0 0 274992 10992 0 0 0 0 0 0 0 175000 175000 780874 325674 0 175000 2316761 2316761 3097635 325674 0 2491761 2272353 5723101 0 2900995 2563577 2563577 0 0 0 6343148 5815351 6062048 36068838 36743730 42159879 5812462 6057211 6094445 3000000 3000000 2998486 2450723 5604052 54125443 56630592 65482487 0 X 54125443 56630592 54125443 56630592 54125443 56630592 54125443 2272353 235068 56632864 2272 56630592 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. 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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. 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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. 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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. 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