BETA

GAR FOUNDATION: Form 990PF, tax year 2022

View the entire original 990 at ProPublica ↗

Organization
GAR FOUNDATION (EIN 34-6577710)
Tax period
2022-01-01 to 2022-12-31
Filed
2023-11-15
IRS object ID
202323199349101197
Schema version
2022v5.0
Source
Download XML · Original 990 at ProPublica

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

Return header ReturnHeader

FieldValueIRS element (for citing)
Return2023-11-15T09:00:52-06:00ReturnTs
Tax Period End2022-12-31TaxPeriodEndDt

Preparer Firm PreparerFirmGrp

FieldValueIRS element (for citing)
Preparer Firm EIN346565596PreparerFirmEIN

Preparer Firm Name PreparerFirmName

FieldValueIRS element (for citing)
Business Name Line1ERNST & YOUNG US LLPBusinessNameLine1Txt

Preparer US Address PreparerUSAddress

FieldValueIRS element (for citing)
Address Line12100 ONE PPG PLACEAddressLine1Txt
CityPITTSBURGHCityNm
State AbbreviationPAStateAbbreviationCd
ZIP15222ZIPCd
FieldValueIRS element (for citing)
Return Type990PFReturnTypeCd
Tax Period Begin2022-01-01TaxPeriodBeginDt

Filer Filer

FieldValueIRS element (for citing)
EIN346577710EIN

Business Name BusinessName

FieldValueIRS element (for citing)
Business Name Line1GAR FOUNDATIONBusinessNameLine1Txt
FieldValueIRS element (for citing)
Business Name ControlGARFBusinessNameControlTxt
Phone4128076123PhoneNum

US Address USAddress

FieldValueIRS element (for citing)
Address Line1116 ALLEGHENY CENTER MALL P8YB3502LAddressLine1Txt
CityPITTSBURGHCityNm
State AbbreviationPAStateAbbreviationCd
ZIP15212ZIPCd

Business Officer BusinessOfficerGrp

FieldValueIRS element (for citing)
PersonPNC BANK N APersonNm
Person TitleTAX MANAGERPersonTitleTxt
Phone4128076123PhoneNum
Signature2023-11-15SignatureDt
Discuss With Paid PreparerYes (true)DiscussWithPaidPreparerInd
FieldValueIRS element (for citing)
IRS Responsible Prty Info CurrYes (true)IRSResponsiblePrtyInfoCurrInd

Preparer Person PreparerPersonGrp

FieldValueIRS element (for citing)
Preparer PersonJASON BELOTPreparerPersonNm
PTINP00183464PTIN
Phone3302555814PhoneNum
Preparation2023-11-15PreparationDt

Additional Filer Information AdditionalFilerInformation

FieldValueIRS element (for citing)
Trusted CustomerTrustedCustomerGrp
FieldValueIRS element (for citing)
Tax2022TaxYr
Build TS2023-04-26 12:10:37ZBuildTS

Form 990-PF IRS990PF

FieldValueIRS element (for citing)
Organization501c3 Exempt PFYes (X)Organization501c3ExemptPFInd
FMV Assets EOY$176,593,045FMVAssetsEOYAmt
Method Of Accounting AccrualYes (X)MethodOfAccountingAccrualInd

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

FieldValueIRS element (for citing)
Schedule B Not RequiredYes (X)ScheduleBNotRequiredInd
Dividends Rev And Expnss$2,772,187DividendsRevAndExpnssAmt
Dividends Net Invst Incm$2,675,662DividendsNetInvstIncmAmt
Net Gain Sale Ast Rev And Expnss$3,049,545NetGainSaleAstRevAndExpnssAmt
Gross Sales Price$46,635,371GrossSalesPriceAmt
Cap Gain Net Incm Net Invst Incm$3,049,545CapGainNetIncmNetInvstIncmAmt
Net ST Capital Gain Adj Net Incm$0NetSTCapitalGainAdjNetIncmAmt
Other Income Rev And Expnss$4,148,060OtherIncomeRevAndExpnssAmt
Other Income Net Invst Incm$4,012,275OtherIncomeNetInvstIncmAmt
Total Rev And Expnss$9,969,792TotalRevAndExpnssAmt
Total Net Invst Incm$9,737,482TotalNetInvstIncmAmt
Comp Ofcr Dir Trst Rev And Expnss$385,634CompOfcrDirTrstRevAndExpnssAmt
Comp Ofcr Dir Trst Net Invst Incm$189,455CompOfcrDirTrstNetInvstIncmAmt
Comp Ofcr Dir Trst Dsbrs Chrtbl$196,179CompOfcrDirTrstDsbrsChrtblAmt
Oth Empl Slrs Wgs Rev And Expnss$1,079,500OthEmplSlrsWgsRevAndExpnssAmt
Oth Empl Slrs Wgs Net Invst Incm$0OthEmplSlrsWgsNetInvstIncmAmt
Oth Empl Slrs Wgs Adj Net Incm$0OthEmplSlrsWgsAdjNetIncmAmt
Oth Empl Slrs Wgs Dsbrs Chrtbl$1,079,500OthEmplSlrsWgsDsbrsChrtblAmt
Pension Empl Bnft Rev And Expnss$3,536PensionEmplBnftRevAndExpnssAmt
Pension Empl Bnft Net Invst Incm$0PensionEmplBnftNetInvstIncmAmt
Pension Empl Bnft Adj Net Incm$0PensionEmplBnftAdjNetIncmAmt
Pension Empl Bnft Dsbrs Chrtbl$3,536PensionEmplBnftDsbrsChrtblAmt
Legal Fees Rev And Expnss$2,463LegalFeesRevAndExpnssAmt
Legal Fees Net Invst Incm$0LegalFeesNetInvstIncmAmt
Legal Fees Adj Net Incm$0LegalFeesAdjNetIncmAmt
Legal Fees Dsbrs Chrtbl$2,463LegalFeesDsbrsChrtblAmt
Accounting Fees Rev And Expnss$23,000AccountingFeesRevAndExpnssAmt
Accounting Fees Net Invst Incm$0AccountingFeesNetInvstIncmAmt
Accounting Fees Adj Net Incm$0AccountingFeesAdjNetIncmAmt
Accounting Fees Chrtbl Prps$23,000AccountingFeesChrtblPrpsAmt
Other Prof Fees Rev And Expnss$745,474OtherProfFeesRevAndExpnssAmt
Other Prof Fees Net Invst Incm$686,554OtherProfFeesNetInvstIncmAmt
Other Prof Fees Dsbrs Chrtbl$58,920OtherProfFeesDsbrsChrtblAmt
Interest Dsbrs Chrtbl$0InterestDsbrsChrtblAmt
Taxes Rev And Expnss$250,023TaxesRevAndExpnssAmt
Taxes Net Invst Incm$57,098TaxesNetInvstIncmAmt
Taxes Dsbrs Chrtbl$1,357TaxesDsbrsChrtblAmt
Deprec And Dpltn Rev And Expnss$97,650DeprecAndDpltnRevAndExpnssAmt
Deprec And Dpltn Net Invst Incm$0DeprecAndDpltnNetInvstIncmAmt
Trav Conf Meeting Rev And Expnss$20,871TravConfMeetingRevAndExpnssAmt
Trav Conf Meeting Net Invst Incm$0TravConfMeetingNetInvstIncmAmt
Trav Conf Meeting Adj Net Incm$0TravConfMeetingAdjNetIncmAmt
Trav Conf Meeting Dsbrs Chrtbl$20,871TravConfMeetingDsbrsChrtblAmt
Printing And Pub Net Invst Incm$0PrintingAndPubNetInvstIncmAmt
Printing And Pub Adj Net Incm$0PrintingAndPubAdjNetIncmAmt
Other Expenses Rev And Expnss$1,194,721OtherExpensesRevAndExpnssAmt
Other Expenses Net Invst Incm$677,944OtherExpensesNetInvstIncmAmt
Other Expenses Dsbrs Chrtbl$422,122OtherExpensesDsbrsChrtblAmt
Tot Opr Expenses Rev And Expnss$3,802,872TotOprExpensesRevAndExpnssAmt
Tot Opr Expenses Net Invst Incm$1,611,051TotOprExpensesNetInvstIncmAmt
Tot Opr Expenses Adj Net Incm$0TotOprExpensesAdjNetIncmAmt
Tot Opr Expenses Dsbrs Chrtbl$1,807,948TotOprExpensesDsbrsChrtblAmt
Contri Paid Rev And Expnss$7,367,501ContriPaidRevAndExpnssAmt
Contri Paid Dsbrs Chrtbl$7,367,501ContriPaidDsbrsChrtblAmt
Total Expenses Rev And Expnss$11,170,373TotalExpensesRevAndExpnssAmt
Total Expenses Net Invst Incm$1,611,051TotalExpensesNetInvstIncmAmt
Total Expenses Adj Net Incm$0TotalExpensesAdjNetIncmAmt
Total Expenses Dsbrs Chrtbl$9,175,449TotalExpensesDsbrsChrtblAmt
Excess Revenue Over Expenses-$1,200,581ExcessRevenueOverExpensesAmt
Net Investment Income$8,126,431NetInvestmentIncomeAmt
Adjusted Net Income$0AdjustedNetIncomeAmt

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

FieldValueIRS element (for citing)
Cash BOY-$7,404CashBOYAmt
Cash EOY$3,000CashEOYAmt
Cash EOYFMV$3,000CashEOYFMVAmt
Sav And Temp Cash Invst BOY$8,196,003SavAndTempCashInvstBOYAmt
Sav And Temp Cash Invst EOY$6,468,586SavAndTempCashInvstEOYAmt
Sav And Temp Cash Invst EOYFMV$6,468,586SavAndTempCashInvstEOYFMVAmt
Acct Rcvbl EOY$0AcctRcvblEOYAmt
Acct Rcvbl EOYFMV$0AcctRcvblEOYFMVAmt
Other Rcvbl Allwnc Dbtfl Acct$0OtherRcvblAllwncDbtflAcctAmt
US Government Obligations BOY$12,898,809USGovernmentObligationsBOYAmt
US Government Obligations EOY$11,061,735USGovernmentObligationsEOYAmt
US Govt Obligations EOYFMV$9,966,933USGovtObligationsEOYFMVAmt
Corporate Stock BOY$46,015,466CorporateStockBOYAmt
Corporate Stock EOY$43,001,394CorporateStockEOYAmt
Corporate Stock EOYFMV$58,695,929CorporateStockEOYFMVAmt
Corporate Bonds BOY$11,040,536CorporateBondsBOYAmt
Corporate Bonds EOY$10,389,962CorporateBondsEOYAmt
Corporate Bonds EOYFMV$9,503,402CorporateBondsEOYFMVAmt
Invst Land Cost Or Other Basis$4,113,220InvstLandCostOrOtherBasisAmt
Invst Land Accum Depreciation$953,421InvstLandAccumDepreciationAmt
Land Bldg Investments BOY$3,257,449LandBldgInvestmentsBOYAmt
Land Bldg Investments EOY$3,159,799LandBldgInvestmentsEOYAmt
Land Bldg Investments EOYFMV$3,000,000LandBldgInvestmentsEOYFMVAmt
Other Investments BOY$37,448,624OtherInvestmentsBOYAmt
Other Investments EOY$41,995,597OtherInvestmentsEOYAmt
Other Investments EOYFMV$43,806,683OtherInvestmentsEOYFMVAmt
Other Assets BOY$35,301,759OtherAssetsBOYAmt
Other Assets EOY$35,864,204OtherAssetsEOYAmt
Other Assets EOYFMV$45,148,512OtherAssetsEOYFMVAmt
Total Assets BOY$154,151,242TotalAssetsBOYAmt
Total Assets EOY$151,944,277TotalAssetsEOYAmt
Total Assets EOYFMV$176,593,045TotalAssetsEOYFMVAmt
Total Liabilities EOY$0TotalLiabilitiesEOYAmt
Org Does Not Follow FASB117Yes (X)OrgDoesNotFollowFASB117Ind
Capital Stock BOY$154,151,242CapitalStockBOYAmt
Capital Stock EOY$151,944,277CapitalStockEOYAmt
Tot Net Ast Or Fund Balances BOY$154,151,242TotNetAstOrFundBalancesBOYAmt
Tot Net Ast Or Fund Balances EOY$151,944,277TotNetAstOrFundBalancesEOYAmt
Total Liabilities Net Ast BOY$154,151,242TotalLiabilitiesNetAstBOYAmt
Total Liabilities Net Ast EOY$151,944,277TotalLiabilitiesNetAstEOYAmt

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

FieldValueIRS element (for citing)
Tot Net Ast Or Fund Balances BOY$154,151,242TotNetAstOrFundBalancesBOYAmt
Excess Revenue Over Expenses-$1,200,581ExcessRevenueOverExpensesAmt
Other Increases$597,589OtherIncreasesAmt
Subtotal$153,548,250SubtotalAmt
Other Decreases$1,603,973OtherDecreasesAmt
Tot Net Ast Or Fund Balances EOY$151,944,277TotNetAstOrFundBalancesEOYAmt

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (2567 entries)

PropertyPropertyDescAcquiredAcquiredDtSoldSoldDtGross Sales PriceGrossSalesPriceAmtCost Or Other BasisCostOrOtherBasisAmtGain Or LossGainOrLossAmtGains Minus Excess Or LossesGainsMinusExcessOrLossesAmt
5909.63 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222022-01-01$5,910$5,988-$78-$78
150. COHU INC2015-11-192022-01-03$5,905$1,887$4,018$4,018
15. ONTO INNOVATION INC2020-05-052022-01-03$1,549$473$1,076$1,076
50. SILICON MOTION TECHNOL ADR2020-03-182022-01-03$4,759$1,386$3,373$3,373
50. ONTO INNOVATION INC2020-03-032022-01-04$5,135$1,576$3,559$3,559
10. PRIMERICA INC2020-03-312022-01-04$1,573$902$671$671
150. TIMKENSTEEL CORP2021-05-102022-01-04$2,640$2,269$371$371
35000. AEP TRANSMISSION CO LLC SER N CALL 02/15/20512021-08-022022-01-05$32,496$34,865-$2,369-$2,369
20. PRIMERICA INC2020-03-312022-01-05$3,136$1,805$1,331$1,331
150. PHYSICIANS REALTY TRUST2021-01-112022-01-06$2,843$2,507$336$336
50. PHYSICIANS REALTY TRUST2020-10-282022-01-06$948$814$134$134
100. PRIMERICA INC2020-03-312022-01-06$15,422$9,025$6,397$6,397
30. PRIMERICA INC2020-03-312022-01-06$4,613$2,707$1,906$1,906
40000. USA TREASURY NOTES 01.500% DUE 10/31/20242021-11-102022-01-06$40,436$40,777-$341-$341
140. PRIMERICA INC2020-03-312022-01-07$21,599$12,635$8,964$8,964
50. PRIMERICA INC2020-03-302022-01-07$7,693$4,486$3,207$3,207
25000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-01-07$25,255$25,468-$213-$213
190. PRIMERICA INC2020-03-302022-01-10$29,287$17,046$12,241$12,241
30. PRIMERICA INC2020-03-302022-01-10$4,609$2,691$1,918$1,918
5000. USA TREASURY NOTES 01.500% DUE 10/31/20242021-11-152022-01-10$5,048$5,091-$43-$43
1. TRINITY INDUSTRIES INC XXX-XX-XXXX CLASS ACTION2001-01-012022-01-11$426$25$401$401
2810. PACIFIC BIOSCIENCES OF CALIF2022-01-11$40,925$99,416-$58,491-$58,491
80. PACIFIC BIOSCIENCES OF CALIF2021-03-022022-01-11$1,185$2,763-$1,578-$1,578
60. PACIFIC BIOSCIENCES OF CALIF2021-03-022022-01-11$872$2,072-$1,200-$1,200
90. PACIFIC BIOSCIENCES OF CALIF2021-03-022022-01-11$1,290$3,108-$1,818-$1,818
1630. PACIFIC BIOSCIENCES OF CALIF2022-01-11$23,438$46,771-$23,333-$23,333
240. PRIMERICA INC2022-01-11$37,159$20,569$16,590$16,590
210. PRIMERICA INC2022-01-11$32,471$17,213$15,258$15,258
75000. AMGEN INC CALL 11/21/2029 UNSC2021-08-062022-01-12$75,032$77,551-$2,519-$2,519
90000. USA TREASURY NOTES 01.125% DUE 02/15/20312021-08-262022-01-12$85,595$88,478-$2,883-$2,883
210. WESTERN ALLIANCE BANCORP2022-01-12$25,516$25,711-$195-$195
20000. CCO HLDGS LLC/CAP CORP SER 144A CALL 06/01/20242021-01-262022-01-13$21,200$21,332-$132-$132
30000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-10-132022-01-13$27,596$27,925-$329-$329
1365. AFTERPAY LTD - UNSP ADR SEDOL BLD7GR32022-01-14$69,656$112,548-$42,892-$42,892
370. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-10-172022-01-14$3,302$2,301$1,001$1,001
1090. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2022-01-14$9,741$6,633$3,108$3,108
1630. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2022-01-14$14,566$10,059$4,507$4,507
3730. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2022-01-14$33,346$22,391$10,955$10,955
1230. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-14$10,996$7,191$3,805$3,805
580. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2022-01-14$5,188$3,382$1,806$1,806
1220. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-14$10,930$7,107$3,823$3,823
65000. ABBVIE INC SER WI CALL 01/15/20222015-03-172022-01-15$65,000$65,000
3606.99 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212022-01-15$3,607$3,606$1$1
5058.95 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302022-01-15$5,059$5,058$1$1
4342.34 GM FINANCIAL SECURITIZED TERM SERIES 2012019-04-092022-01-16$4,342$4,342
50. METHODE ELECTRONICS INC2021-10-282022-01-18$2,428$2,103$325$325
100. METHODE ELECTRONICS INC2018-11-012022-01-18$4,855$3,015$1,840$1,840
370. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2022-01-18$3,340$2,152$1,188$1,188
500. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2022-01-18$4,447$2,905$1,542$1,542
500. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-18$4,518$2,899$1,619$1,619
370. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-18$3,345$2,145$1,200$1,200
500. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-18$4,453$2,899$1,554$1,554
370. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-18$3,337$2,145$1,192$1,192
300. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-18$2,703$1,739$964$964
750. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2022-01-18$6,756$4,348$2,408$2,408
70. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-18$633$406$227$227
70000. USA TREASURY NOTES 03.125% DUE 05/15/20482022-01-19$83,018$85,206-$2,188-$2,188
75000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-08-302022-01-19$77,657$80,828-$3,171-$3,171
115000. BANK OF AMERICA CORP SER MTN SUB2021-11-232022-01-20$122,018$122,730-$712-$712
754. CF INDUSTRIES HOLDINGS INC2021-10-182022-01-20$49,905$45,731$4,174$4,174
615. CONOCOPHILLIPS2021-10-182022-01-20$54,059$46,129$7,930$7,930
181. GOLDMAN SACHS GROUP INC2021-07-162022-01-20$64,308$66,508-$2,200-$2,200
285. SUN CMNTYS INC2021-09-302022-01-20$55,576$52,886$2,690$2,690
9655.77 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052022-01-20$9,656$9,654$2$2
550. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/222015-11-192022-01-21$10,185$8,567$1,618$1,618
444. NETFLIX INC2022-01-24$161,631$244,966-$83,335-$83,335
30. PACIRA BIOSCIENCES INC2021-03-102022-01-24$1,829$2,145-$316-$316
450. PACIRA BIOSCIENCES INC2022-01-24$27,458$31,749-$4,291-$4,291
400. PACIRA BIOSCIENCES INC2021-04-072022-01-24$24,513$27,981-$3,468-$3,468
773. PAYPAL HOLDINGS INC-W/I2021-07-162022-01-24$120,767$229,080-$108,313-$108,313
395. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/222022-01-24$7,304$6,042$1,262$1,262
800. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/222022-01-24$14,618$10,507$4,111$4,111
155. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/222010-05-032022-01-24$2,846$1,832$1,014$1,014
250. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-24$2,215$1,449$766$766
1020. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-24$8,900$5,912$2,988$2,988
500. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-24$4,393$2,898$1,495$1,495
1000. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-24$8,705$5,796$2,909$2,909
210. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-24$1,840$1,217$623$623
250. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-24$2,212$1,449$763$763
1000. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-24$8,709$5,796$2,913$2,913
200. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-01-24$1,762$1,159$603$603
650. DELEK HOLDCO INC2022-01-25$10,585$23,388-$12,803-$12,803
50000. USA TREASURY NTS 02.375% DUE 05/15/20292022-01-25$52,299$52,793-$494-$494
150. MKS INSTRS INC2022-01-26$23,980$3,832$20,148$20,148
70. PDC ENERGY INC MERGED 08/08/20232022-01-26$4,210$3,450$760$760
440. PDC ENERGY INC MERGED 08/08/20232022-01-26$26,455$21,486$4,969$4,969
50. PDC ENERGY INC MERGED 08/08/20232021-06-252022-01-26$3,007$2,426$581$581
12.458 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2011-10-182022-01-26$29,469$10,955$18,514$18,514
40. FIRST CITIZENS BANCSHARES INC2022-01-032022-01-28$29,719$34,421-$4,702-$4,702
50000. USA TREASURY NOTES 01.625% DUE 05/15/20262021-09-242022-01-28$50,070$51,492-$1,422-$1,422
20000. USA TREASURY NOTES 01.625% DUE 05/15/20262021-04-292022-01-28$20,028$20,623-$595-$595
60000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-03-302022-01-28$61,371$62,130-$759-$759
5000. USA TREASURY NOTES 02.500% DUE 05/15/20242021-09-202022-01-28$5,143$5,244-$101-$101
70. WESTERN ALLIANCE BANCORP2021-10-222022-01-28$6,927$8,559-$1,632-$1,632
50. WESTERN ALLIANCE BANCORP2021-10-222022-01-28$4,988$6,114-$1,126-$1,126
1569.38 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182022-01-31$1,569$1,663-$94-$94
142.32 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022022-01-31$142$152-$10-$10
508.86 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142022-01-31$509$529-$20-$20
1159.82 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112022-01-31$1,160$1,198-$38-$38
1441.15 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072022-01-31$1,441$1,507-$66-$66
2216.84 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112022-01-31$2,217$2,290-$73-$73
1483.67 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192022-01-31$1,484$1,568-$84-$84
1949.25 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292022-01-31$1,949$2,031-$82-$82
872.52 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182022-01-31$873$905-$32-$32
682.75 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122022-01-31$683$700-$17-$17
462.28 FEDERAL NATL MTG ASSN POOL AL19482014-01-212022-01-31$462$479-$17-$17
885.18 FEDERAL NATL MTG ASSN POOL AL22422015-05-112022-01-31$885$938-$53-$53
901.43 FEDERAL NATL MTG ASSN POOL AL31912015-04-282022-01-31$901$932-$31-$31
967.17 FEDERAL NATL MTG ASSN POOL AO59402012-06-182022-01-31$967$1,008-$41-$41
247.13 FEDERAL NATL MTG ASSN POOL AP04952015-05-122022-01-31$247$257-$10-$10
903.05 FEDERAL NATL MTG ASSN POOL AP21332014-11-192022-01-31$903$930-$27-$27
2672.27 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202022-01-31$2,672$2,775-$103-$103
363.44 FEDERAL NATL MTG ASSN POOL AS38412015-05-202022-01-31$363$373-$10-$10
778.36 FEDERAL NATL MTG ASSN POOL AS53852015-09-112022-01-31$778$824-$46-$46
1723.01 FEDERAL NATL MTG ASSN POOL AS61112016-04-152022-01-31$1,723$1,831-$108-$108
2659.46 FEDERAL NATL MTG ASSN POOL AS71552016-06-172022-01-31$2,659$2,737-$78-$78
1039.66 FEDERAL NATL MTG ASSN POOL AS73432017-06-282022-01-31$1,040$1,045-$5-$5
3040.06 FEDERAL NATL MTG ASSN POOL AT21272014-11-142022-01-31$3,040$3,048-$8-$8
344.72 FEDERAL NATL MTG ASSN POOL AT78992015-09-152022-01-31$345$356-$11-$11
51.89 FEDERAL NATL MTG ASSN POOL 7250422005-05-122022-01-31$52$52
18.95 FEDERAL NATL MTG ASSN POOL 7287092003-12-182022-01-31$19$19
23.98 FEDERAL NATL MTG ASSN POOL 7351412005-04-292022-01-31$24$24
82.18 FEDERAL NATL MTG ASSN POOL 7391872003-09-102022-01-31$82$83-$1-$1
33.54 FEDERAL NATL MTG ASSN POOL 7450872006-06-082022-01-31$34$33$1$1
12.23 FEDERAL NATL MTG ASSN POOL 8142602005-03-102022-01-31$12$12
84.71 FEDERAL NATL MTG ASSN POOL BC44422018-09-142022-01-31$85$81$4$4
2319.96 FEDERAL NATL MTG ASSN POOL BM32602018-10-042022-01-31$2,320$2,268$52$52
1086.39 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122022-01-31$1,086$1,110-$24-$24
2583.06 FEDERAL NATL MTG ASSN POOL BR26192021-01-252022-01-31$2,583$2,674-$91-$91
1464.88 FEDERAL NATL MTG ASSN POOL CA53852020-10-092022-01-31$1,465$1,596-$131-$131
1551.86 FEDERAL NATL MTG ASSN POOL CA48602019-12-062022-01-31$1,552$1,581-$29-$29
3909.82 FEDERAL NATL MTG ASSN POOL CA66382020-12-102022-01-31$3,910$4,113-$203-$203
1335.86 FEDERAL NATL MTG ASSN POOL CA69432020-08-252022-01-31$1,336$1,383-$47-$47
767.09 FEDERAL NATL MTG ASSN POOL CA77342020-11-202022-01-31$767$807-$40-$40
86.88 FEDERAL NATL MTG ASSN POOL FM12212019-09-192022-01-31$87$90-$3-$3
2699.54 FEDERAL NATL MTG ASSN POOL FM35222020-07-242022-01-31$2,700$2,857-$157-$157
1341.15 FEDERAL NATL MTG ASSN POOL FM41382020-09-172022-01-31$1,341$1,413-$72-$72
3220.36 FEDERAL NATL MTG ASSN POOL FM53282021-01-122022-01-31$3,220$3,296-$76-$76
546.72 FEDERAL NATL MTG ASSN POOL FM74112021-10-152022-01-31$547$549-$2-$2
2859.7 FEDERAL NATL MTG ASSN POOL FM82482021-07-232022-01-31$2,860$2,992-$132-$132
1132.32 FEDERAL NATL MTG ASSN POOL AB18452011-08-162022-01-31$1,132$1,170-$38-$38
682.83 FEDERAL NATL MTG ASSN POOL AB20772011-04-152022-01-31$683$674$9$9
1327.59 FEDERAL NATL MTG ASSN POOL AB45252012-05-162022-01-31$1,328$1,396-$68-$68
1989.11 FEDERAL NATL MTG ASSN POOL AB78592013-07-112022-01-31$1,989$1,994-$5-$5
702.55 FEDERAL NATL MTG ASSN POOL AC36682010-10-052022-01-31$703$726-$23-$23
605.45 FEDERAL NATL MTG ASSN POOL MA05622014-02-102022-01-31$605$644-$39-$39
1431.05 FEDERAL NATL MTG ASSN POOL MA12362014-09-042022-01-31$1,431$1,464-$33-$33
874.3 FEDERAL NATL MTG ASSN POOL MA14302015-05-122022-01-31$874$882-$8-$8
1062.26 FEDERAL NATL MTG ASSN POOL MA15252016-03-092022-01-31$1,062$1,103-$41-$41
2947.92 FEDERAL NATL MTG ASSN POOL MA28032017-10-192022-01-31$2,948$2,960-$12-$12
762.31 FEDERAL NATL MTG ASSN POOL MA41572020-10-092022-01-31$762$767-$5-$5
2324.7 FEDERAL NATL MTG ASSN POOL MA42612021-01-272022-01-31$2,325$2,426-$101-$101
934.16 FEDERAL NATL MTG ASSN POOL AD71342010-07-212022-01-31$934$981-$47-$47
230.88 FEDERAL NATL MTG ASSN POOL AD63692010-06-222022-01-31$231$237-$6-$6
548.64 FEDERAL NATL MTG ASSN POOL AE09812011-10-172022-01-31$549$555-$6-$6
3. FIRST CITIZENS BANCSHARES INC2021-12-232022-01-31$2,218$2,576-$358-$358
20. FIRST CITIZENS BANCSHARES INC2021-12-232022-01-31$15,590$17,175-$1,585-$1,585
318.12 GOVT NATL MTG ASSN POOL AA82732012-08-282022-01-31$318$341-$23-$23
2305.31 GOVT NATL MTG ASSN II POOL MA76502021-10-272022-01-31$2,305$2,411-$106-$106
899.2 GOVT NATL MTG ASSN POOL 7443712012-02-162022-01-31$899$964-$65-$65
100. INVITAE CORP2021-02-182022-01-31$1,094$4,821-$3,727-$3,727
5160. INVITAE CORP2022-01-31$56,336$176,991-$120,655-$120,655
110. INVITAE CORP2021-08-192022-01-31$1,211$2,680-$1,469-$1,469
1180. IRONWOOD PHARMACEUTICALS INC2022-01-31$13,030$15,500-$2,470-$2,470
170. IRONWOOD PHARMACEUTICALS INC2021-07-222022-01-31$1,867$2,228-$361-$361
61. LAM RESEARCH CORP2019-06-062022-01-31$34,913$11,158$23,755$23,755
50. NEOPHONICS CORP2021-08-132022-01-31$762$428$334$334
100. NEOPHONICS CORP2020-05-202022-01-31$1,524$825$699$699
120. WESTERN ALLIANCE BANCORP2021-10-222022-01-31$11,592$14,662-$3,070-$3,070
320. WESTERN ALLIANCE BANCORP2022-01-31$31,127$36,938-$5,811-$5,811
5422.07 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222022-02-01$5,422$5,494-$72-$72
137. FIRST CITIZENS BANCSHARES INC2022-02-01$106,739$113,727-$6,988-$6,988
250. LA Z BOY INC2021-02-172022-02-01$9,311$9,135$176$176
200. NEOPHONICS CORP2020-05-192022-02-01$3,080$1,596$1,484$1,484
20000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-03-302022-02-02$20,455$20,704-$249-$249
80000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-03-302022-02-02$81,819$82,815-$996-$996
4940. DANONE SPONS ADR2022-02-04$61,601$38,751$22,850$22,850
472. NOVO NORDISK A S ADR2011-02-172022-02-04$48,070$11,542$36,528$36,528
200. SPECTRUM BRANDS HLDGS INC2022-02-04$17,659$15,939$1,720$1,720
150. SPECTRUM BRANDS HLDGS INC2018-04-262022-02-04$13,244$9,283$3,961$3,961
.9 WEBSTER FINANCIAL CORP2008-11-072022-02-04$55$15$40$40
290. XP INC - CLASS A SEDOL BK4Y0522021-10-082022-02-04$9,145$11,939-$2,794-$2,794
150. ABERCROMBIE & FITCH CO CL A2021-07-272022-02-07$5,910$5,760$150$150
400. NEOPHONICS CORP2022-02-07$6,142$3,175$2,967$2,967
115000. NETFLIX INC UNSC2022-02-07$126,069$129,689-$3,620-$3,620
125000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-02-07$132,480$133,932-$1,452-$1,452
50. HAEMONETICS CORP2019-03-262022-02-08$2,766$4,277-$1,511-$1,511
140. HAEMONETICS CORP2022-02-08$7,634$11,970-$4,336-$4,336
400. HAEMONETICS CORP2022-02-08$21,745$33,487-$11,742-$11,742
150. MERIDIAN BIOSCIENCE INC MERGED 2/01/2023 @ $34.00 P/S2017-12-192022-02-08$4,007$2,125$1,882$1,882
126. META PLATFORMS INC2021-11-052022-02-09$28,526$43,062-$14,536-$14,536
170. META PLATFORMS INC2016-02-192022-02-09$38,487$17,743$20,744$20,744
150. HAEMONETICS CORP2022-02-09$8,348$11,988-$3,640-$3,640
150. HAEMONETICS CORP2020-08-042022-02-09$8,542$11,982-$3,440-$3,440
290. HAEMONETICS CORP2022-02-09$16,141$22,991-$6,850-$6,850
215. HAEMONETICS CORP2021-04-192022-02-09$12,311$16,480-$4,169-$4,169
145. HAEMONETICS CORP2020-08-042022-02-09$8,303$11,438-$3,135-$3,135
150. MASTERCRAFT BOAT HOLDINGS IN2022-02-09$4,413$3,405$1,008$1,008
200. NEOPHONICS CORP2022-02-09$3,075$1,580$1,495$1,495
30000. UNION PACIFIC CORP SER MTN CALL 02/15/20392020-03-052022-02-09$30,816$33,144-$2,328-$2,328
45000. USA TREASURY NOTES 03.125% DUE 05/15/20482022-02-09$52,502$54,488-$1,986-$1,986
10000. USA TREASURY NOTES 03.125% DUE 05/15/20482021-06-292022-02-09$11,667$12,092-$425-$425
20000. USA TREASURY NOTES 03.125% DUE 05/15/20482019-10-312022-02-09$23,334$23,662-$328-$328
50000. USA TREASURY NOTES 01.625% DUE 05/15/20262022-02-09$49,697$51,458-$1,761-$1,761
299. DANAHER CORP2021-07-162022-02-10$85,403$85,222$181$181
325. NEOPHONICS CORP2022-02-10$5,021$2,544$2,477$2,477
75. NEOPHONICS CORP2020-08-112022-02-10$1,162$585$577$577
200. TURTLE BEACH CORP2020-03-182022-02-10$4,496$865$3,631$3,631
600. NEOPHONICS CORP2022-02-11$9,279$4,642$4,637$4,637
480. PURE STORAGE INC - CLASS A2022-01-242022-02-11$13,055$11,403$1,652$1,652
45000. UNION PACIFIC CORP CALL 08/14/2071 UNSC2022-02-092022-02-11$45,219$44,881$338$338
130000. USA TREASURY NOTES 03.75% DUE 08/15/20412022-02-11$157,833$170,721-$12,888-$12,888
20000. USA TREASURY NOTES 03.75% DUE 08/15/20412021-09-222022-02-11$24,282$26,749-$2,467-$2,467
150. ABERCROMBIE & FITCH CO CL A2022-02-14$6,039$5,634$405$405
30. ATKORE INC2021-07-282022-02-14$3,322$2,191$1,131$1,131
1810. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-02-14$10,021$10,529-$508-$508
1090. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-02-14$6,040$5,942$98$98
550. NEOPHONICS CORP2020-05-152022-02-14$8,499$4,236$4,263$4,263
800. PURE STORAGE INC - CLASS A2022-02-14$20,945$18,738$2,207$2,207
170. PURE STORAGE INC - CLASS A2021-03-102022-02-14$4,441$3,675$766$766
20000. ABBVIE INC CALL 11/15/2044 @ 100.000 UNS2020-05-052022-02-15$22,195$23,402-$1,207-$1,207
2140. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-02-15$11,802$9,968$1,834$1,834
1065. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-02-15$5,884$4,767$1,117$1,117
2295. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-02-15$12,711$10,081$2,630$2,630
3399.24 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212022-02-15$3,399$3,399
4571.4 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302022-02-15$4,571$4,570$1$1
250. HUNTSMAN CORP2022-02-15$10,022$7,049$2,973$2,973
200. INNOVIVA INC2022-02-15$3,974$3,707$267$267
350. NEOPHONICS CORP2022-02-15$5,413$2,681$2,732$2,732
490. PURE STORAGE INC - CLASS A2022-02-15$13,160$10,144$3,016$3,016
35000. USA TREASURY NOTES 02.000% DUE 02/15/20502021-12-302022-02-15$32,207$35,237-$3,030-$3,030
90000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-03-302022-02-15$91,406$93,094-$1,688-$1,688
1115. TOWER SEMICONDUCTOR SEDOL 28981732022-02-15$52,180$24,391$27,789$27,789
485. TOWER SEMICONDUCTOR SEDOL 28981732022-02-15$22,806$10,226$12,580$12,580
1880. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-02-16$10,397$7,979$2,418$2,418
1020. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-02-16$5,635$4,225$1,410$1,410
4005.35 GM FINANCIAL SECURITIZED TERM SERIES 2012019-04-092022-02-16$4,005$4,005
560. INNOVIVA INC2022-02-16$11,304$10,360$944$944
200. NEOPHONICS CORP2020-05-182022-02-16$3,101$1,526$1,575$1,575
20000. ABBVIE INC CALL 11/15/2044 @ 100.000 UNS2020-05-052022-02-17$21,903$23,402-$1,499-$1,499
1125. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-02-17$6,221$4,507$1,714$1,714
1075. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-02-17$5,962$4,093$1,869$1,869
230. INNOVIVA INC2021-11-082022-02-17$4,608$4,250$358$358
70. INNOVIVA INC2021-11-082022-02-17$1,392$1,294$98$98
25000. USA TREASURY NTS 02.375% DUE 05/15/20292022-01-122022-02-17$25,735$26,207-$472-$472
65000. USA TREASURY NOTES 01.125% DUE 02/15/20312021-08-262022-02-17$60,552$63,901-$3,349-$3,349
50. AMN HEALTHCARE SERVICES2013-06-052022-02-18$5,301$697$4,604$4,604
263. COINBASE GLOBAL INC -CLASS A2022-02-18$48,314$70,855-$22,541-$22,541
50. HIBBETT INC2021-10-062022-02-18$2,542$3,591-$1,049-$1,049
50. HIBBETT INC2020-07-222022-02-18$2,542$1,250$1,292$1,292
280. INNOVIVA INC2022-02-18$5,621$5,159$462$462
1580. INNOVIVA INC2022-02-18$31,012$24,958$6,054$6,054
270. PURE STORAGE INC - CLASS A2022-02-18$6,944$5,525$1,419$1,419
758. ROBLOX CORP -CLASS A2022-02-18$37,390$66,875-$29,485-$29,485
320. WESTERN ALLIANCE BANCORP2022-02-18$30,047$35,675-$5,628-$5,628
140. WESTERN ALLIANCE BANCORP2022-02-18$13,171$15,415-$2,244-$2,244
8314.09 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052022-02-20$8,314$8,312$2$2
500. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2020-04-032022-02-22$2,766$1,892$874$874
150000. DAIMLER FINANCE NA LLC SER 144A UNSC2019-02-192022-02-22$150,000$150,000
50. INNOVIVA INC2021-09-032022-02-22$992$768$224$224
55000. USA TREASURY NOTES 02.375% DUE 05/15/20272022-02-22$56,379$58,820-$2,441-$2,441
45000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-08-302022-02-22$46,129$48,436-$2,307-$2,307
60. WESTERN ALLIANCE BANCORP2021-10-012022-02-22$5,578$6,591-$1,013-$1,013
40. WESTERN ALLIANCE BANCORP2021-10-012022-02-22$3,673$4,394-$721-$721
50. WESTERN ALLIANCE BANCORP2022-02-22$4,619$5,482-$863-$863
60000. AFLAC INC CALL 01/01/2030 UNSC2020-10-272022-02-23$63,289$69,093-$5,804-$5,804
530. FIVE9 INC2022-02-23$47,200$85,962-$38,762-$38,762
60. INNOVIVA INC2022-02-23$1,165$918$247$247
110. PURE STORAGE INC - CLASS A2021-03-052022-02-23$2,841$2,250$591$591
140. PURE STORAGE INC - CLASS A2021-03-052022-02-23$3,628$2,864$764$764
590. PURE STORAGE INC - CLASS A2021-03-052022-02-23$15,172$12,070$3,102$3,102
300. TURTLE BEACH CORP2020-03-182022-02-23$6,633$1,298$5,335$5,335
40. WESTERN ALLIANCE BANCORP2021-10-052022-02-23$3,625$4,383-$758-$758
30. WESTERN ALLIANCE BANCORP2021-10-052022-02-23$2,789$3,287-$498-$498
20. WESTERN ALLIANCE BANCORP2021-10-052022-02-23$1,791$2,192-$401-$401
60. WESTERN ALLIANCE BANCORP2022-02-23$5,412$6,565-$1,153-$1,153
130. WESTERN ALLIANCE BANCORP2021-10-042022-02-23$11,713$14,115-$2,402-$2,402
3170. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-02-23$27,789$18,373$9,416$9,416
600. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-02-24$3,314$2,262$1,052$1,052
240. FIVE9 INC2021-10-012022-02-24$23,426$38,602-$15,176-$15,176
50. KAISER ALUMINUM CORP2022-02-24$4,724$5,646-$922-$922
350. TURTLE BEACH CORP2020-03-182022-02-24$8,139$1,514$6,625$6,625
65000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-03-302022-02-24$66,084$67,198-$1,114-$1,114
65000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-03-302022-02-24$66,084$67,198-$1,114-$1,114
210. WESTERN ALLIANCE BANCORP2022-02-24$18,225$22,017-$3,792-$3,792
70. WESTERN ALLIANCE BANCORP2022-02-24$6,102$7,135-$1,033-$1,033
200. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-02-25$1,108$719$389$389
40000. CONOCOPHILLIPS NOTES2014-12-172022-02-25$54,953$50,148$4,805$4,805
1400. FOOT LOCKER INC2022-02-25$38,494$30,251$8,243$8,243
30. INNOVIVA INC2021-09-012022-02-25$588$458$130$130
150. NEOPHONICS CORP2020-05-182022-02-25$2,293$1,144$1,149$1,149
1617.9 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182022-02-28$1,618$1,714-$96-$96
326.02 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022022-02-28$326$348-$22-$22
2544.75 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142022-02-28$2,545$2,643-$98-$98
831.95 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112022-02-28$832$859-$27-$27
1182.97 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072022-02-28$1,183$1,237-$54-$54
1046.6 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112022-02-28$1,047$1,081-$34-$34
1002.4 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192022-02-28$1,002$1,059-$57-$57
1710.75 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292022-02-28$1,711$1,782-$71-$71
1192.63 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182022-02-28$1,193$1,237-$44-$44
449.94 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122022-02-28$450$462-$12-$12
848.42 FEDERAL NATL MTG ASSN POOL AL19482014-01-212022-02-28$848$878-$30-$30
1272.09 FEDERAL NATL MTG ASSN POOL AL22422015-05-112022-02-28$1,272$1,348-$76-$76
841.69 FEDERAL NATL MTG ASSN POOL AL31912015-04-282022-02-28$842$870-$28-$28
1315.93 FEDERAL NATL MTG ASSN POOL AO59402012-06-182022-02-28$1,316$1,371-$55-$55
268.11 FEDERAL NATL MTG ASSN POOL AP04952015-05-122022-02-28$268$278-$10-$10
1018.56 FEDERAL NATL MTG ASSN POOL AP21332014-11-192022-02-28$1,019$1,049-$30-$30
2294.38 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202022-02-28$2,294$2,382-$88-$88
167.31 FEDERAL NATL MTG ASSN POOL AS38412015-05-202022-02-28$167$172-$5-$5
557.67 FEDERAL NATL MTG ASSN POOL AS53852015-09-112022-02-28$558$590-$32-$32
848.69 FEDERAL NATL MTG ASSN POOL AS61112016-04-152022-02-28$849$902-$53-$53
2043.26 FEDERAL NATL MTG ASSN POOL AS71552016-06-172022-02-28$2,043$2,103-$60-$60
795.4 FEDERAL NATL MTG ASSN POOL AS73432017-06-282022-02-28$795$799-$4-$4
2039.64 FEDERAL NATL MTG ASSN POOL AT21272014-11-142022-02-28$2,040$2,045-$5-$5
139.96 FEDERAL NATL MTG ASSN POOL AT78992015-09-152022-02-28$140$144-$4-$4
44.06 FEDERAL NATL MTG ASSN POOL 7250422005-05-122022-02-28$44$44
82.33 FEDERAL NATL MTG ASSN POOL 7287092003-12-182022-02-28$82$83-$1-$1
19.13 FEDERAL NATL MTG ASSN POOL 7351412005-04-292022-02-28$19$19
82.57 FEDERAL NATL MTG ASSN POOL 7391872003-09-102022-02-28$83$83
44.67 FEDERAL NATL MTG ASSN POOL 7450872006-06-082022-02-28$45$43$2$2
11.62 FEDERAL NATL MTG ASSN POOL 8142602005-03-102022-02-28$12$12
653.15 FEDERAL NATL MTG ASSN POOL BC44422018-09-142022-02-28$653$627$26$26
1286.55 FEDERAL NATL MTG ASSN POOL BM32602018-10-042022-02-28$1,287$1,258$29$29
1945.04 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122022-02-28$1,945$1,986-$41-$41
3498.65 FEDERAL NATL MTG ASSN POOL BR26192021-01-252022-02-28$3,499$3,622-$123-$123
53.87 FEDERAL NATL MTG ASSN POOL CA53852020-10-092022-02-28$54$59-$5-$5
1681.42 FEDERAL NATL MTG ASSN POOL CA48602019-12-062022-02-28$1,681$1,712-$31-$31
1645.96 FEDERAL NATL MTG ASSN POOL CA66382020-12-102022-02-28$1,646$1,731-$85-$85
847.58 FEDERAL NATL MTG ASSN POOL CA69432020-08-252022-02-28$848$878-$30-$30
626.47 FEDERAL NATL MTG ASSN POOL CA77342020-11-202022-02-28$626$659-$33-$33
86.39 FEDERAL NATL MTG ASSN POOL FM12212019-09-192022-02-28$86$89-$3-$3
2107.96 FEDERAL NATL MTG ASSN POOL FM35222020-07-242022-02-28$2,108$2,230-$122-$122
2152.42 FEDERAL NATL MTG ASSN POOL FM41382020-09-172022-02-28$2,152$2,268-$116-$116
2343.94 FEDERAL NATL MTG ASSN POOL FM53282021-01-122022-02-28$2,344$2,398-$54-$54
596.23 FEDERAL NATL MTG ASSN POOL FM74112021-10-152022-02-28$596$599-$3-$3
6611.75 FEDERAL NATL MTG ASSN POOL FM82482021-07-232022-02-28$6,612$6,916-$304-$304
1258.41 FEDERAL NATL MTG ASSN POOL AB18452011-08-162022-02-28$1,258$1,300-$42-$42
338.86 FEDERAL NATL MTG ASSN POOL AB20772011-04-152022-02-28$339$335$4$4
1123.99 FEDERAL NATL MTG ASSN POOL AB45252012-05-162022-02-28$1,124$1,182-$58-$58
1818.6 FEDERAL NATL MTG ASSN POOL AB78592013-07-112022-02-28$1,819$1,823-$4-$4
934.92 FEDERAL NATL MTG ASSN POOL AC36682010-10-052022-02-28$935$966-$31-$31
1184.52 FEDERAL NATL MTG ASSN POOL MA05622014-02-102022-02-28$1,185$1,259-$74-$74
1895.2 FEDERAL NATL MTG ASSN POOL MA12362014-09-042022-02-28$1,895$1,939-$44-$44
948.95 FEDERAL NATL MTG ASSN POOL MA14302015-05-122022-02-28$949$957-$8-$8
1645.13 FEDERAL NATL MTG ASSN POOL MA15252016-03-092022-02-28$1,645$1,707-$62-$62
2800.4 FEDERAL NATL MTG ASSN POOL MA28032017-10-192022-02-28$2,800$2,812-$12-$12
750.99 FEDERAL NATL MTG ASSN POOL MA41572020-10-092022-02-28$751$756-$5-$5
1823.41 FEDERAL NATL MTG ASSN POOL MA42612021-01-272022-02-28$1,823$1,902-$79-$79
858.42 FEDERAL NATL MTG ASSN POOL AD71342010-07-212022-02-28$858$901-$43-$43
219.21 FEDERAL NATL MTG ASSN POOL AD63692010-06-222022-02-28$219$225-$6-$6
532.78 FEDERAL NATL MTG ASSN POOL AE09812011-10-172022-02-28$533$539-$6-$6
549.45 GOVT NATL MTG ASSN POOL AA82732012-08-282022-02-28$549$589-$40-$40
1913.59 GOVT NATL MTG ASSN II POOL MA76502021-10-272022-02-28$1,914$2,001-$87-$87
1141.89 GOVT NATL MTG ASSN POOL 7443712012-02-162022-02-28$1,142$1,224-$82-$82
60. INNOVIVA INC2021-09-012022-02-28$1,160$917$243$243
500. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-03-01$2,773$1,715$1,058$1,058
862. META PLATFORMS INC2021-07-162022-03-01$177,942$295,231-$117,289-$117,289
3524.03 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222022-03-01$3,524$3,571-$47-$47
70000. GENUINE PARTS CO CALL 02/01/2024 UNSC2022-03-01$69,119$69,848-$729-$729
600. INNOVIVA INC2022-03-01$11,205$9,150$2,055$2,055
80. 3D SYSTEMS CORP2021-11-082022-03-01$1,474$2,714-$1,240-$1,240
610. 3D SYSTEMS CORP2022-03-01$11,690$19,985-$8,295-$8,295
30. 3D SYSTEMS CORP2021-11-042022-03-01$560$961-$401-$401
490. 3D SYSTEMS CORP2022-03-01$9,276$15,686-$6,410-$6,410
30000. USA TREASURY NOTES 02.375% DUE 08/15/20242021-06-012022-03-01$30,662$31,486-$824-$824
50000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-03-01$50,027$50,751-$724-$724
500. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-03-02$2,773$1,628$1,145$1,145
850. INNOVIVA INC2022-03-02$16,713$11,404$5,309$5,309
180. INNOVIVA INC2022-03-02$3,495$2,279$1,216$1,216
200. NEOPHONICS CORP2020-05-182022-03-02$3,052$1,526$1,526$1,526
140. 3D SYSTEMS CORP2021-11-042022-03-02$2,292$4,473-$2,181-$2,181
20. 3D SYSTEMS CORP2021-11-042022-03-02$332$639-$307-$307
60. 3D SYSTEMS CORP2022-03-02$991$1,916-$925-$925
140. 3D SYSTEMS CORP2021-11-042022-03-02$2,292$4,463-$2,171-$2,171
230. 3D SYSTEMS CORP2021-11-042022-03-02$3,778$7,332-$3,554-$3,554
300. TREX COMPANY INC2022-03-02$24,812$27,337-$2,525-$2,525
40. TREX COMPANY INC2018-11-012022-03-02$3,308$1,290$2,018$2,018
75000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-10-132022-03-02$68,153$69,812-$1,659-$1,659
60000. BELO CORPORATION SR UNSECD2013-06-122022-03-03$67,920$62,084$5,836$5,836
300. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2021-12-312022-03-03$1,664$939$725$725
500. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-03-03$2,774$1,583$1,191$1,191
40000. MORGAN STANLEY SUB CALL 09/16/2031 @ 1002022-03-03$36,095$40,067-$3,972-$3,972
200. NEOPHONICS CORP2020-05-182022-03-03$3,056$1,526$1,530$1,530
60. PURE STORAGE INC - CLASS A2021-03-052022-03-03$1,773$1,227$546$546
390. PURE STORAGE INC - CLASS A2021-03-052022-03-03$11,817$7,978$3,839$3,839
480. PURE STORAGE INC - CLASS A2021-03-052022-03-03$14,852$9,819$5,033$5,033
160. 3D SYSTEMS CORP2022-03-03$2,577$5,054-$2,477-$2,477
400. 3D SYSTEMS CORP2021-11-092022-03-03$6,441$11,847-$5,406-$5,406
440. TREX COMPANY INC2018-11-012022-03-03$34,187$14,191$19,996$19,996
10. TREX COMPANY INC2018-11-012022-03-03$784$323$461$461
20000. USA TREASURY NOTE 04.500% DUE 02/15/20362022-03-03$26,366$26,423-$57-$57
10000. USA TREASURY NOTE 04.500% DUE 02/15/20362020-10-162022-03-03$13,183$14,590-$1,407-$1,407
55000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-01-272022-03-03$58,296$58,553-$257-$257
60000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-11-302022-03-03$61,751$63,427-$1,676-$1,676
95000. USA TREASURY NOTES 01.125% DUE 02/15/20312022-03-03$89,608$92,693-$3,085-$3,085
45000. VERIZON COMMUNICATIONS SER WI CALL 09/03/20292021-11-092022-03-03$48,080$50,782-$2,702-$2,702
75000. AMERICAN EXPRESS CO CALL 08/04/2022 UNSC2022-03-012022-03-04$74,918$74,924-$6-$6
180. BERRY GLOBAL GROUP INC2021-06-022022-03-04$10,229$12,327-$2,098-$2,098
685. BERRY GLOBAL GROUP INC2021-06-022022-03-04$38,992$46,909-$7,917-$7,917
1900. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2022-03-04$10,586$5,269$5,317$5,317
200. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2020-11-022022-03-04$1,114$623$491$491
110. PACIRA BIOSCIENCES INC2022-03-04$7,872$7,483$389$389
230. PACIRA BIOSCIENCES INC2022-03-04$16,344$14,857$1,487$1,487
60. PACIRA BIOSCIENCES INC2021-04-272022-03-04$4,278$3,873$405$405
200. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/222022-03-04$3,992$2,292$1,700$1,700
70000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-01-202022-03-04$69,765$70,401-$636-$636
30. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-01-052022-03-04$809$930-$121-$121
310. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-03-04$8,273$9,583-$1,310-$1,310
90. BRP INC/CA- SUB VOTING SEDOL B9B3FG12021-11-042022-03-07$5,473$8,414-$2,941-$2,941
85. BERRY GLOBAL GROUP INC2021-06-022022-03-07$4,609$5,821-$1,212-$1,212
210. TREX COMPANY INC2018-11-012022-03-07$14,727$6,773$7,954$7,954
140. TREX COMPANY INC2022-03-07$9,749$4,432$5,317$5,317
50. TREX COMPANY INC2020-03-182022-03-07$3,554$1,575$1,979$1,979
170. TREX COMPANY INC2020-03-182022-03-07$11,871$5,355$6,516$6,516
90. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-01-052022-03-07$2,334$2,774-$440-$440
70. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-01-052022-03-07$1,831$2,157-$326-$326
120. BRP INC/CA- SUB VOTING SEDOL B9B3FG12022-03-08$7,097$11,049-$3,952-$3,952
40. BRP INC/CA- SUB VOTING SEDOL B9B3FG12021-11-022022-03-08$2,386$3,639-$1,253-$1,253
200. NEOPHONICS CORP2020-05-182022-03-08$3,058$1,526$1,532$1,532
150. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/222010-04-062022-03-08$3,042$1,718$1,324$1,324
410. TREX COMPANY INC2020-03-182022-03-08$28,384$12,914$15,470$15,470
40. TREX COMPANY INC2020-03-182022-03-08$2,826$1,260$1,566$1,566
30. TREX COMPANY INC2020-03-182022-03-08$2,069$945$1,124$1,124
120. BRP INC/CA- SUB VOTING SEDOL B9B3FG12022-03-09$7,310$10,902-$3,592-$3,592
20. BRP INC/CA- SUB VOTING SEDOL B9B3FG12020-05-282022-03-09$1,218$705$513$513
40. BRP INC/CA- SUB VOTING SEDOL B9B3FG12020-05-282022-03-09$2,427$1,410$1,017$1,017
200. NEOPHONICS CORP2020-05-182022-03-09$3,053$1,526$1,527$1,527
250. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/222022-03-09$5,095$2,821$2,274$2,274
45000. TARGET CORP CALL 07/15/2051 UNSC2022-01-192022-03-09$40,547$44,575-$4,028-$4,028
320. TREX COMPANY INC2022-03-09$23,549$10,074$13,475$13,475
100. TREX COMPANY INC2022-03-09$7,436$3,119$4,317$4,317
50. TREX COMPANY INC2018-11-122022-03-09$3,646$1,556$2,090$2,090
100000. USA TREASURY NOTES 03.125% DUE 05/15/20482019-10-312022-03-09$114,848$118,269-$3,421-$3,421
85000. CITIGROUP INC SR UNSEC CALL 7/24/22 @ 102022-03-10$85,280$81,802$3,478$3,478
80000. FIDELITY NATL INFO SERV UNSC2021-02-232022-03-10$76,866$79,953-$3,087-$3,087
150. NEOPHONICS CORP2020-05-182022-03-10$2,288$1,144$1,144$1,144
230. PURE STORAGE INC - CLASS A2021-03-052022-03-10$7,322$4,705$2,617$2,617
150. PURE STORAGE INC - CLASS A2021-03-052022-03-10$4,815$3,069$1,746$1,746
250. PURE STORAGE INC - CLASS A2022-03-10$8,013$5,106$2,907$2,907
420. PURE STORAGE INC - CLASS A2021-03-052022-03-10$13,314$8,573$4,741$4,741
75000. USA TREASURY NTS 02.375% DUE 05/15/20292022-03-10$76,980$77,641-$661-$661
55000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-02-082022-03-10$55,606$58,633-$3,027-$3,027
20000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-07-282022-03-10$20,277$20,657-$380-$380
60000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-03-302022-03-10$60,832$61,976-$1,144-$1,144
258. ADOBE INC2021-07-162022-03-11$108,957$156,817-$47,860-$47,860
19. ALPHABET INC/CA-CL C2021-07-162022-03-11$50,042$49,997$45$45
562. CF INDUSTRIES HOLDINGS INC2022-03-11$54,873$29,242$25,631$25,631
751. TRADE DESK INC/THE -CLASS A2022-01-202022-03-11$43,025$53,561-$10,536-$10,536
70. EAST WEST BANCORP INC2022-02-042022-03-14$5,409$6,111-$702-$702
200. EAST WEST BANCORP INC2022-03-14$15,302$17,393-$2,091-$2,091
150. EAST WEST BANCORP INC2022-03-14$11,621$12,844-$1,223-$1,223
170. EAST WEST BANCORP INC2022-03-14$13,186$14,487-$1,301-$1,301
30000. BRISTOL-MYERS SQUIBB CO CALL 09/15/2051 UNSC2022-02-152022-03-15$29,000$29,870-$870-$870
3244.77 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212022-03-15$3,245$3,244$1$1
4389.67 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302022-03-15$4,390$4,389$1$1
3797.12 GM FINANCIAL SECURITIZED TERM SERIES 2012019-04-092022-03-16$3,797$3,797
150. TIMKENSTEEL CORP2021-05-102022-03-16$3,359$2,269$1,090$1,090
75000. USA TREASURY NOTES 02.375% DUE 08/15/20242022-03-16$75,636$78,652-$3,016-$3,016
50. PGT INNOVATIONS INC2021-05-172022-03-17$1,093$1,269-$176-$176
100. PGT INNOVATIONS INC2018-12-202022-03-17$2,186$1,587$599$599
60000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-08-102022-03-17$60,101$63,366-$3,265-$3,265
65000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-03-17$65,109$68,711-$3,602-$3,602
60000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-03-17$60,101$63,933-$3,832-$3,832
180000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-03-17$177,272$180,196-$2,924-$2,924
80000. GOLDMAN SACHS GROUP INC UNSC2022-03-102022-03-18$80,455$79,929$526$526
180000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-08-102022-03-18$180,295$190,089-$9,794-$9,794
7030.3 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052022-03-20$7,030$7,029$1$1
45. APPLE INC2021-06-242022-03-21$7,354$6,047$1,307$1,307
50000. EVERSOURCE ENERGY CALL 02/01/2027 UNSC2022-02-222022-03-21$49,115$49,951-$836-$836
50. PACIRA BIOSCIENCES INC2021-04-272022-03-21$3,633$3,227$406$406
40. PACIRA BIOSCIENCES INC2021-04-272022-03-21$2,958$2,582$376$376
80. PACIRA BIOSCIENCES INC2022-03-21$5,891$5,159$732$732
150. TIMKENSTEEL CORP2022-03-21$3,508$2,249$1,259$1,259
5000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-01-272022-03-21$5,146$5,321-$175-$175
40000. USA TREASURY NTS 02.375% DUE 05/15/20292022-02-232022-03-21$40,108$41,098-$990-$990
170. PACIRA BIOSCIENCES INC2022-03-22$12,744$10,708$2,036$2,036
40. SITIME CORP2022-01-142022-03-22$9,782$9,289$493$493
20. SITIME CORP2022-01-142022-03-22$4,933$4,644$289$289
30. SITIME CORP2022-03-22$7,348$6,952$396$396
20. SITIME CORP2022-01-182022-03-22$4,939$4,615$324$324
10000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-01-272022-03-22$10,241$10,641-$400-$400
30000. USA TREASURY NOTES 00.625% DUE 05/15/20302022-03-22$26,089$27,889-$1,800-$1,800
25000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-03-032022-03-22$21,741$23,235-$1,494-$1,494
80000. AMGEN INC CALL 11/22/2031 UNSC2022-03-23$78,770$79,907-$1,137-$1,137
115000. CAMPBELL SOUP CO CALL 01/15/2025 UNSC2022-03-23$117,516$123,588-$6,072-$6,072
130000. CONOCOPHILLIPS COMPANY CALL 09/08/2022 C2022-02-242022-03-23$128,839$130,050-$1,211-$1,211
90000. FLORIDA POWER & LIGHT CO CALL 11/03/2031 MORT2022-01-122022-03-23$84,025$89,856-$5,831-$5,831
60. PACIRA BIOSCIENCES INC2021-05-042022-03-23$4,484$3,703$781$781
25000. UNION PACIFIC CORP CALL 08/14/2071 UNSC2022-02-092022-03-23$24,223$24,934-$711-$711
40000. USA TREASURY NOTES 02.500% DUE 08/15/20232022-03-23$40,323$41,275-$952-$952
75000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-03-172022-03-23$75,606$77,384-$1,778-$1,778
20000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-05-262022-03-24$17,409$18,545-$1,136-$1,136
70000. BANK OF AMERICA CORP UNSC2022-03-162022-03-25$71,093$71,246-$153-$153
80. PACIRA BIOSCIENCES INC2021-05-042022-03-25$6,156$4,938$1,218$1,218
30. PACIRA BIOSCIENCES INC2021-05-042022-03-25$2,309$1,852$457$457
270. PACIRA BIOSCIENCES INC2022-03-25$20,752$16,640$4,112$4,112
130. TOPBUILD CORP2019-02-012022-03-25$24,837$7,024$17,813$17,813
20. TOPBUILD CORP2019-02-012022-03-25$3,844$1,081$2,763$2,763
15000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-05-262022-03-25$13,069$13,909-$840-$840
77. TESLA INC2022-03-28$83,395$63,849$19,546$19,546
64. AIRBNB INC-CLASS A2022-01-262022-03-29$11,217$9,552$1,665$1,665
150. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/222022-03-29$3,200$1,660$1,540$1,540
10000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-11-302022-03-29$9,930$10,563-$633-$633
45000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-11-302022-03-29$44,684$47,536-$2,852-$2,852
50. AMN HEALTHCARE SERVICES2014-02-262022-03-30$5,326$695$4,631$4,631
25. BRP INC/CA- SUB VOTING SEDOL B9B3FG12022-02-152022-03-30$2,113$1,971$142$142
85000. MPLX LP CALL 11/15/2028 UNSC2021-02-122022-03-30$90,483$98,670-$8,187-$8,187
50. OWENS CORNING INC2021-11-112022-03-30$4,814$4,644$170$170
130000. USA TREASURY NOTES 01.125% DUE 02/15/20312022-03-30$117,229$126,106-$8,877-$8,877
115000. BP CAP MARKETS AMERICA CALL 03/06/2025 C2021-02-252022-03-31$115,788$121,561-$5,773-$5,773
190.3 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182022-03-31$190$202-$12-$12
688.77 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022022-03-31$689$735-$46-$46
200.27 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142022-03-31$200$208-$8-$8
1111.01 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112022-03-31$1,111$1,147-$36-$36
1814.07 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072022-03-31$1,814$1,896-$82-$82
339.01 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112022-03-31$339$350-$11-$11
783.58 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192022-03-31$784$828-$44-$44
1820.57 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292022-03-31$1,821$1,897-$76-$76
1955.86 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182022-03-31$1,956$2,028-$72-$72
1307.56 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122022-03-31$1,308$1,341-$33-$33
444.76 FEDERAL NATL MTG ASSN POOL AL19482014-01-212022-03-31$445$460-$15-$15
1421.54 FEDERAL NATL MTG ASSN POOL AL22422015-05-112022-03-31$1,422$1,506-$84-$84
612.32 FEDERAL NATL MTG ASSN POOL AL31912015-04-282022-03-31$612$633-$21-$21
1156.98 FEDERAL NATL MTG ASSN POOL AO59402012-06-182022-03-31$1,157$1,205-$48-$48
313.88 FEDERAL NATL MTG ASSN POOL AP04952015-05-122022-03-31$314$326-$12-$12
1135.91 FEDERAL NATL MTG ASSN POOL AP21332014-11-192022-03-31$1,136$1,170-$34-$34
2677.5 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202022-03-31$2,678$2,780-$102-$102
272.54 FEDERAL NATL MTG ASSN POOL AS38412015-05-202022-03-31$273$279-$6-$6
562.63 FEDERAL NATL MTG ASSN POOL AS53852015-09-112022-03-31$563$595-$32-$32
566.13 FEDERAL NATL MTG ASSN POOL AS61112016-04-152022-03-31$566$602-$36-$36
995.26 FEDERAL NATL MTG ASSN POOL AS71552016-06-172022-03-31$995$1,024-$29-$29
883.21 FEDERAL NATL MTG ASSN POOL AS73432017-06-282022-03-31$883$888-$5-$5
2345.09 FEDERAL NATL MTG ASSN POOL AT21272014-11-142022-03-31$2,345$2,351-$6-$6
1008.03 FEDERAL NATL MTG ASSN POOL AT78992015-09-152022-03-31$1,008$1,040-$32-$32
76.79 FEDERAL NATL MTG ASSN POOL 7250422005-05-122022-03-31$77$77
88.27 FEDERAL NATL MTG ASSN POOL 7287092003-12-182022-03-31$88$89-$1-$1
29.92 FEDERAL NATL MTG ASSN POOL 7351412005-04-292022-03-31$30$30
82.99 FEDERAL NATL MTG ASSN POOL 7391872003-09-102022-03-31$83$83
60.85 FEDERAL NATL MTG ASSN POOL 7450872006-06-082022-03-31$61$59$2$2
13.69 FEDERAL NATL MTG ASSN POOL 8142602005-03-102022-03-31$14$14
1267.7 FEDERAL NATL MTG ASSN POOL BC44422018-09-142022-03-31$1,268$1,218$50$50
1828.05 FEDERAL NATL MTG ASSN POOL BM32602018-10-042022-03-31$1,828$1,787$41$41
1955.65 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122022-03-31$1,956$1,997-$41-$41
1534.64 FEDERAL NATL MTG ASSN POOL BR26192021-01-252022-03-31$1,535$1,589-$54-$54
2752.4 FEDERAL NATL MTG ASSN POOL CA53852020-10-092022-03-31$2,752$2,998-$246-$246
1668.92 FEDERAL NATL MTG ASSN POOL CA48602019-12-062022-03-31$1,669$1,700-$31-$31
1834.46 FEDERAL NATL MTG ASSN POOL CA66382020-12-102022-03-31$1,834$1,929-$95-$95
1188.46 FEDERAL NATL MTG ASSN POOL CA69432020-08-252022-03-31$1,188$1,230-$42-$42
1801.65 FEDERAL NATL MTG ASSN POOL CA77342020-11-202022-03-31$1,802$1,895-$93-$93
1336.95 FEDERAL NATL MTG ASSN POOL FM12212019-09-192022-03-31$1,337$1,382-$45-$45
1895.54 FEDERAL NATL MTG ASSN POOL FM35222020-07-242022-03-31$1,896$2,005-$109-$109
1498.21 FEDERAL NATL MTG ASSN POOL FM41382020-09-172022-03-31$1,498$1,578-$80-$80
2807.66 FEDERAL NATL MTG ASSN POOL FM53282021-01-122022-03-31$2,808$2,872-$64-$64
466.5 FEDERAL NATL MTG ASSN POOL FM74112021-10-152022-03-31$467$468-$1-$1
6416.5 FEDERAL NATL MTG ASSN POOL FM82482021-07-232022-03-31$6,417$6,711-$294-$294
2793.16 FEDERAL NATL MTG ASSN POOL FS08932022-03-172022-03-31$2,793$2,761$32$32
1963.1 FEDERAL NATL MTG ASSN POOL AB18452011-08-162022-03-31$1,963$2,028-$65-$65
795.06 FEDERAL NATL MTG ASSN POOL AB20772011-04-152022-03-31$795$785$10$10
743.19 FEDERAL NATL MTG ASSN POOL AB45252012-05-162022-03-31$743$781-$38-$38
321.79 FEDERAL NATL MTG ASSN POOL AB78592013-07-112022-03-31$322$323-$1-$1
469.37 FEDERAL NATL MTG ASSN POOL AC36682010-10-052022-03-31$469$485-$16-$16
782.87 FEDERAL NATL MTG ASSN POOL MA05622014-02-102022-03-31$783$832-$49-$49
848.62 FEDERAL NATL MTG ASSN POOL MA12362014-09-042022-03-31$849$868-$19-$19
1273.3 FEDERAL NATL MTG ASSN POOL MA14302015-05-122022-03-31$1,273$1,284-$11-$11
1185.09 FEDERAL NATL MTG ASSN POOL MA15252016-03-092022-03-31$1,185$1,230-$45-$45
2822.3 FEDERAL NATL MTG ASSN POOL MA28032017-10-192022-03-31$2,822$2,833-$11-$11
846.42 FEDERAL NATL MTG ASSN POOL MA41572020-10-092022-03-31$846$852-$6-$6
1995.35 FEDERAL NATL MTG ASSN POOL MA42612021-01-272022-03-31$1,995$2,081-$86-$86
879.83 FEDERAL NATL MTG ASSN POOL MA45652022-03-182022-03-31$880$892-$12-$12
1190.82 FEDERAL NATL MTG ASSN POOL AD71342010-07-212022-03-31$1,191$1,250-$59-$59
1932.91 FEDERAL NATL MTG ASSN POOL AD63692010-06-222022-03-31$1,933$1,985-$52-$52
563.17 FEDERAL NATL MTG ASSN POOL AE09812011-10-172022-03-31$563$570-$7-$7
551.27 GOVT NATL MTG ASSN POOL AA82732012-08-282022-03-31$551$591-$40-$40
2690.16 GOVT NATL MTG ASSN II POOL MA76502021-10-272022-03-31$2,690$2,813-$123-$123
797.51 GOVT NATL MTG ASSN POOL 7443712012-02-162022-03-31$798$855-$57-$57
240. PURE STORAGE INC - CLASS A2021-03-052022-03-31$8,559$4,899$3,660$3,660
50. PURE STORAGE INC - CLASS A2021-03-052022-03-31$1,791$1,021$770$770
270. PURE STORAGE INC - CLASS A2021-03-052022-03-31$9,605$5,511$4,094$4,094
110. SITIME CORP2022-01-182022-03-31$28,026$25,379$2,647$2,647
35000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-03-302022-03-31$35,863$35,799$64$64
90000. USA TREASURY NOTES 02.500% DUE 05/15/20242022-03-31$90,200$90,779-$579-$579
65000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-03-31$63,408$64,595-$1,187-$1,187
180000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-03-31$175,655$176,011-$356-$356
5037.09 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222022-04-01$5,037$5,104-$67-$67
450. OPTION CARE HEALTH INC2022-04-01$12,904$11,723$1,181$1,181
50. FTI CONSULTING INC2021-02-172022-04-04$7,835$5,392$2,443$2,443
60. OPTION CARE HEALTH INC2021-12-142022-04-04$1,703$1,561$142$142
40. OPTION CARE HEALTH INC2021-12-142022-04-04$1,110$1,041$69$69
100. OPTION CARE HEALTH INC2022-04-04$2,759$2,596$163$163
400. PURE STORAGE INC - CLASS A2022-04-04$14,057$8,157$5,900$5,900
360. PURE STORAGE INC - CLASS A2022-04-04$12,653$7,311$5,342$5,342
70. PURE STORAGE INC - CLASS A2021-03-052022-04-04$2,460$1,427$1,033$1,033
90. SITIME CORP2022-04-04$22,132$20,390$1,742$1,742
30. SITIME CORP2022-01-192022-04-04$7,433$6,601$832$832
60000. WILLIAM CARTER SER 144A CALL 05/15/20222020-05-062022-04-04$61,881$60,000$1,881$1,881
880. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-04-04$8,110$5,100$3,010$3,010
1430. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2021-12-032022-04-04$13,189$8,285$4,904$4,904
1780. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2022-04-04$16,417$10,307$6,110$6,110
2040. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2022-04-04$18,829$11,743$7,086$7,086
930. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2022-04-04$8,561$5,338$3,223$3,223
1690. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2019-08-202022-04-04$15,556$9,715$5,841$5,841
730. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2021-12-032022-04-04$6,732$4,164$2,568$2,568
75000. CNH INDUSTRIAL CAP LLC COGT2018-04-302022-04-05$75,000$75,000
130000. CANADIAN PACIFIC RAILWAY SEDOL BP39M68 ISIN US13645RBD522021-11-222022-04-05$124,296$129,767-$5,471-$5,471
50. FTI CONSULTING INC2021-02-172022-04-05$7,968$5,392$2,576$2,576
20. OPTION CARE HEALTH INC2021-12-142022-04-05$549$519$30$30
150. OPTION CARE HEALTH INC2021-12-142022-04-05$4,148$3,894$254$254
15000. VF CORP CALL 03/23/2025 UNSC2021-07-202022-04-05$14,670$15,631-$961-$961
105000. VF CORP CALL 03/23/2025 UNSC2020-04-212022-04-05$102,688$104,818-$2,130-$2,130
50. ASGN INC2011-03-072022-04-06$5,635$509$5,126$5,126
150. METHODE ELECTRONICS INC2022-04-06$6,394$4,517$1,877$1,877
120. OPTION CARE HEALTH INC2021-12-142022-04-06$3,258$3,115$143$143
1030. OPTION CARE HEALTH INC2022-04-06$28,101$23,926$4,175$4,175
30. OPTION CARE HEALTH INC2021-06-292022-04-06$815$666$149$149
70000. USA TREASURY NOTES 02.500% DUE 08/15/20232022-04-06$70,301$72,121-$1,820-$1,820
700. INVESTORS BANCORP INC NEW MERGED 04/06/2022 @ $1.46 P/S &2020-11-302022-04-07$1,022$1,022$1,022
3800. INVESTORS BANCORP INC NEW MERGED 04/06/2022 @ $1.46 P/S &2022-04-07$5,548$5,548$5,548
.59 M&T BK CORP2009-09-292022-04-07$94$48$46$46
130000. USA TREASURY NOTES 00.625% DUE 05/15/20302022-04-07$110,668$120,158-$9,490-$9,490
1. SIGNET JEWELERS LIMITED G81276100 CLASS ACTION2001-01-012022-04-08$623$25$598$598
100000. AMAZON.COM INC CALL 12/03/2049 UNSC2020-06-012022-04-11$77,561$98,977-$21,416-$21,416
80000. CYRUSONE LP/CYRUSONE FIN CALL 08/15/2029 COGT2022-04-11$83,111$79,813$3,298$3,298
50. FTI CONSULTING INC2021-02-172022-04-11$8,062$5,392$2,670$2,670
1. HD SUPPLY HOLDINGS INC. 40416M105 CLASS ACTION2001-01-012022-04-11$594$25$569$569
95000. USA TREASURY NOTES 02.000% DUE 02/15/20502022-04-11$79,410$93,715-$14,305-$14,305
40000. WORKDAY INC CALL 02/01/2029 UNSC2022-03-302022-04-11$39,098$39,998-$900-$900
150. BRP INC/CA- SUB VOTING SEDOL B9B3FG12020-05-282022-04-12$11,926$5,286$6,640$6,640
20. BRP INC/CA- SUB VOTING SEDOL B9B3FG12020-05-282022-04-12$1,591$705$886$886
80. BRP INC/CA- SUB VOTING SEDOL B9B3FG12020-05-282022-04-12$6,370$2,819$3,551$3,551
.65 CITIZENS FINANCIAL GROUP2020-11-302022-04-12$26$21$5$5
50. BRP INC/CA- SUB VOTING SEDOL B9B3FG12020-05-282022-04-13$4,045$1,762$2,283$2,283
50000. EVERSOURCE ENERGY CALL 02/01/2027 UNSC2022-02-222022-04-13$48,592$49,951-$1,359-$1,359
50. SILICON MOTION TECHNOL ADR2020-03-182022-04-13$3,806$1,386$2,420$2,420
40. BRP INC/CA- SUB VOTING SEDOL B9B3FG12020-05-282022-04-14$3,226$1,410$1,816$1,816
3478.76 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212022-04-15$3,479$3,478$1$1
4845.98 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302022-04-15$4,846$4,845$1$1
4379.16 GM FINANCIAL SECURITIZED TERM SERIES 2012019-04-092022-04-16$4,379$4,379
150. ABERCROMBIE & FITCH CO CL A2022-04-18$5,272$5,446-$174-$174
65. ALLEGHANY CORP DEL2022-04-18$54,612$39,585$15,027$15,027
150. TURTLE BEACH CORP2020-03-182022-04-18$2,845$649$2,196$2,196
500. HOPE BANCORP INC2022-04-19$8,062$7,456$606$606
50. SPECTRUM BRANDS HLDGS INC2018-04-262022-04-19$4,583$3,094$1,489$1,489
50. FTI CONSULTING INC2016-04-282022-04-20$8,324$1,973$6,351$6,351
225. M&T BK CORP2022-04-20$39,772$19,331$20,441$20,441
88. NETFLIX INC2022-01-312022-04-20$19,670$36,717-$17,047-$17,047
149. NETFLIX INC2020-03-192022-04-20$33,304$47,528-$14,224-$14,224
26. NETFLIX INC2020-03-192022-04-20$5,778$8,293-$2,515-$2,515
7265.38 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052022-04-20$7,265$7,264$1$1
32. AMAZON COM INC2021-07-162022-04-21$96,979$114,575-$17,596-$17,596
150. HIBBETT INC2020-07-222022-04-21$7,089$3,751$3,338$3,338
150. LA Z BOY INC2020-03-192022-04-21$4,197$2,526$1,671$1,671
300. NEOPHONICS CORP2022-04-21$4,610$2,200$2,410$2,410
90000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-04-21$89,466$91,185-$1,719-$1,719
85000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-11-302022-04-21$82,696$89,732-$7,036-$7,036
10000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-04-292022-04-21$8,365$9,179-$814-$814
2350. ALTRIA GROUP INC2019-02-042022-04-22$131,894$114,849$17,045$17,045
387. BERKSHIRE HATHAWAY INC CLASS B2016-05-042022-04-22$131,393$55,772$75,621$75,621
150. LA Z BOY INC2022-04-22$4,124$2,522$1,602$1,602
200. MASTERCRAFT BOAT HOLDINGS IN2022-04-22$4,885$4,535$350$350
150. TURTLE BEACH CORP2020-03-182022-04-22$2,670$649$2,021$2,021
161. ALPHABET INC/CA-CL C2005-12-212022-04-25$392,029$34,237$357,792$357,792
70. ALPHABET INC/CA-CL A2005-12-212022-04-25$170,198$14,887$155,311$155,311
143. AMAZON COM INC2022-04-25$412,525$6,973$405,552$405,552
245. AMGEN INC2021-06-182022-04-25$61,505$58,157$3,348$3,348
605. AMGEN INC2022-04-25$151,879$113,607$38,272$38,272
238. ASSURANT INC2021-06-182022-04-25$44,347$36,131$8,216$8,216
900. ASSURANT INC2015-12-292022-04-25$167,700$73,843$93,857$93,857
5394. BANK NEW YORK MELLON CORP COM2022-04-25$236,498$220,843$15,655$15,655
545. DRAFTKINGS INC - CL A2021-06-182022-04-25$7,823$26,240-$18,417-$18,417
3350. DRAFTKINGS INC - CL A2020-08-262022-04-25$48,088$128,591-$80,503-$80,503
3415. EBAY INC2022-04-25$182,301$80,619$101,682$101,682
6424. GENTEX CORP2016-06-162022-04-25$194,784$101,747$93,037$93,037
1890. GILEAD SCIENCES INC2022-04-25$117,583$124,085-$6,502-$6,502
522. ILLUMINA INC2021-03-262022-04-25$164,018$205,863-$41,845-$41,845
714. INTUITIVE SURGICAL INC2021-03-262022-04-25$180,965$170,887$10,078$10,078
602. KLA CORP2008-10-272022-04-25$195,977$12,069$183,908$183,908
3043. M / I HOMES INC2021-03-262022-04-25$135,579$177,152-$41,573-$41,573
995. MCKESSON CORPORATION2022-04-25$314,650$135,529$179,121$179,121
50. MUELLER INDUSTRIES INC2022-03-042022-04-25$2,814$2,785$29$29
50. MUELLER INDUSTRIES INC2020-01-092022-04-25$2,814$1,552$1,262$1,262
10. PS BUSINESS PKS INC CALIF2021-09-232022-04-25$1,883$1,584$299$299
60. PS BUSINESS PKS INC CALIF2021-09-232022-04-25$11,287$9,504$1,783$1,783
100. PS BUSINESS PKS INC CALIF2022-04-25$18,828$15,754$3,074$3,074
2960. PAYCHEX INC2022-04-25$387,038$158,711$228,327$228,327
750. PAYPAL HOLDINGS INC-W/I2020-08-262022-04-25$65,552$151,886-$86,334-$86,334
3811. SCHWAB CHARLES CORP NEW2022-04-25$264,420$31,379$233,041$233,041
1384. TAYLOR MORRISON HOME CORP2021-06-182022-04-25$38,859$37,232$1,627$1,627
4000. TAYLOR MORRISON HOME CORP2021-03-262022-04-25$112,308$122,463-$10,155-$10,155
1533. THE TRAVELERS COS INC2022-04-25$266,170$175,056$91,114$91,114
2577. TRUIST FINANCIAL CORP2022-04-25$129,743$80,244$49,499$49,499
1210. VISA INC CLASS A SHARES2020-03-192022-04-25$253,155$186,127$67,028$67,028
2640. AMDOCS LIMITED ISIN BG00225690802015-12-292022-04-25$214,909$146,749$68,160$68,160
115000. DT MIDSTREAM INC SER 144A CALL 01/15/20322022-03-302022-04-26$110,400$114,841-$4,441-$4,441
85000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-11-302022-04-26$83,317$89,720-$6,403-$6,403
5000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-11-302022-04-26$4,901$5,278-$377-$377
50. ALLEGHANY CORP DEL2020-09-112022-04-27$41,998$27,442$14,556$14,556
550. PURE STORAGE INC - CLASS A2021-08-032022-04-27$16,478$11,111$5,367$5,367
330. PURE STORAGE INC - CLASS A2021-08-032022-04-27$9,869$6,666$3,203$3,203
490. PURE STORAGE INC - CLASS A2022-04-27$14,634$9,731$4,903$4,903
1150. PURE STORAGE INC - CLASS A2021-03-052022-04-27$34,345$23,131$11,214$11,214
750. PURE STORAGE INC - CLASS A2022-04-27$22,361$14,644$7,717$7,717
860. PURE STORAGE INC - CLASS A2022-04-27$25,720$16,604$9,116$9,116
30000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-09-282022-04-27$30,090$30,868-$778-$778
50. ALLEGHANY CORP DEL2020-09-112022-04-28$41,970$27,442$14,528$14,528
150. COHU INC2015-11-192022-04-28$4,032$1,887$2,145$2,145
50. MUELLER INDUSTRIES INC2020-01-092022-04-28$2,793$1,552$1,241$1,241
50. SPECTRUM BRANDS HLDGS INC2018-04-262022-04-28$4,399$3,095$1,304$1,304
12.447 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2000-12-312022-04-28$29,687$10,946$18,741$18,741
180. PLAYA HOTELS & RESORTS NV SEDOL2022-04-29$1,720$1,614$106$106
520. PLAYA HOTELS & RESORTS NV SEDOL2022-04-29$4,968$4,657$311$311
590. PLAYA HOTELS & RESORTS NV SEDOL2022-04-29$5,673$4,968$705$705
323.1 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182022-04-30$323$342-$19-$19
392.37 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022022-04-30$392$418-$26-$26
1191.79 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142022-04-30$1,192$1,237-$45-$45
657.07 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112022-04-30$657$678-$21-$21
1274.73 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072022-04-30$1,275$1,332-$57-$57
2128.98 FEDERAL HOME LOAN MTG CORP POOL SD81862022-04-212022-04-30$2,129$2,073$56$56
1034.88 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112022-04-30$1,035$1,069-$34-$34
743.7 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192022-04-30$744$785-$41-$41
3113.13 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292022-04-30$3,113$3,243-$130-$130
702.52 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182022-04-30$703$729-$26-$26
1953.68 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122022-04-30$1,954$2,004-$50-$50
302.66 FEDERAL NATL MTG ASSN POOL AL19482014-01-212022-04-30$303$313-$10-$10
647.44 FEDERAL NATL MTG ASSN POOL AL22422015-05-112022-04-30$647$686-$39-$39
488.36 FEDERAL NATL MTG ASSN POOL AL31912015-04-282022-04-30$488$504-$16-$16
97.82 FEDERAL NATL MTG ASSN POOL AO59402012-06-182022-04-30$98$102-$4-$4
1306.41 FEDERAL NATL MTG ASSN POOL AP04952015-05-122022-04-30$1,306$1,356-$50-$50
1035.98 FEDERAL NATL MTG ASSN POOL AP21332014-11-192022-04-30$1,036$1,067-$31-$31
203.16 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202022-04-30$203$211-$8-$8
407.33 FEDERAL NATL MTG ASSN POOL AS38412015-05-202022-04-30$407$417-$10-$10
311.88 FEDERAL NATL MTG ASSN POOL AS53852015-09-112022-04-30$312$330-$18-$18
1257.84 FEDERAL NATL MTG ASSN POOL AS61112016-04-152022-04-30$1,258$1,336-$78-$78
897.92 FEDERAL NATL MTG ASSN POOL AS71552016-06-172022-04-30$898$924-$26-$26
687.97 FEDERAL NATL MTG ASSN POOL AS73432017-06-282022-04-30$688$691-$3-$3
1519.17 FEDERAL NATL MTG ASSN POOL AT21272014-11-142022-04-30$1,519$1,523-$4-$4
140.3 FEDERAL NATL MTG ASSN POOL AT78992015-09-152022-04-30$140$145-$5-$5
54.9 FEDERAL NATL MTG ASSN POOL 7250422005-05-122022-04-30$55$55
76.54 FEDERAL NATL MTG ASSN POOL 7287092003-12-182022-04-30$77$78-$1-$1
25.32 FEDERAL NATL MTG ASSN POOL 7351412005-04-292022-04-30$25$25
83.4 FEDERAL NATL MTG ASSN POOL 7391872003-09-102022-04-30$83$84-$1-$1
71.35 FEDERAL NATL MTG ASSN POOL 7450872006-06-082022-04-30$71$69$2$2
11.79 FEDERAL NATL MTG ASSN POOL 8142602005-03-102022-04-30$12$12
893.73 FEDERAL NATL MTG ASSN POOL BC44422018-09-142022-04-30$894$858$36$36
996.6 FEDERAL NATL MTG ASSN POOL BM32602018-10-042022-04-30$997$974$23$23
3618.53 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122022-04-30$3,619$3,695-$76-$76
1241.44 FEDERAL NATL MTG ASSN POOL BR26192021-01-252022-04-30$1,241$1,285-$44-$44
2037.53 FEDERAL NATL MTG ASSN POOL CA53852020-10-092022-04-30$2,038$2,219-$181-$181
1368.76 FEDERAL NATL MTG ASSN POOL CA48602019-12-062022-04-30$1,369$1,394-$25-$25
1969.68 FEDERAL NATL MTG ASSN POOL CA66382020-12-102022-04-30$1,970$2,071-$101-$101
609.59 FEDERAL NATL MTG ASSN POOL CA69432020-08-252022-04-30$610$631-$21-$21
1148.56 FEDERAL NATL MTG ASSN POOL CA77342020-11-202022-04-30$1,149$1,208-$59-$59
857.92 FEDERAL NATL MTG ASSN POOL FM12212019-09-192022-04-30$858$887-$29-$29
2381.51 FEDERAL NATL MTG ASSN POOL FM35222020-07-242022-04-30$2,382$2,518-$136-$136
753.78 FEDERAL NATL MTG ASSN POOL FM41382020-09-172022-04-30$754$794-$40-$40
2764.41 FEDERAL NATL MTG ASSN POOL FM53282021-01-122022-04-30$2,764$2,827-$63-$63
928.28 FEDERAL NATL MTG ASSN POOL FM74112021-10-152022-04-30$928$932-$4-$4
3762.1 FEDERAL NATL MTG ASSN POOL FM82482021-07-232022-04-30$3,762$3,935-$173-$173
2954.72 FEDERAL NATL MTG ASSN POOL FS08932022-03-172022-04-30$2,955$2,921$34$34
1225.6 FEDERAL NATL MTG ASSN POOL AB18452011-08-162022-04-30$1,226$1,266-$40-$40
641.26 FEDERAL NATL MTG ASSN POOL AB20772011-04-152022-04-30$641$633$8$8
130.07 FEDERAL NATL MTG ASSN POOL AB45252012-05-162022-04-30$130$137-$7-$7
1266.15 FEDERAL NATL MTG ASSN POOL AB78592013-07-112022-04-30$1,266$1,269-$3-$3
1441.93 FEDERAL NATL MTG ASSN POOL AC36682010-10-052022-04-30$1,442$1,490-$48-$48
89.33 FEDERAL NATL MTG ASSN POOL MA05622014-02-102022-04-30$89$95-$6-$6
1182.43 FEDERAL NATL MTG ASSN POOL MA12362014-09-042022-04-30$1,182$1,209-$27-$27
661.81 FEDERAL NATL MTG ASSN POOL MA14302015-05-122022-04-30$662$668-$6-$6
532.62 FEDERAL NATL MTG ASSN POOL MA15252016-03-092022-04-30$533$553-$20-$20
2614.23 FEDERAL NATL MTG ASSN POOL MA28032017-10-192022-04-30$2,614$2,625-$11-$11
796.51 FEDERAL NATL MTG ASSN POOL MA41572020-10-092022-04-30$797$801-$4-$4
1811.25 FEDERAL NATL MTG ASSN POOL MA42612021-01-272022-04-30$1,811$1,889-$78-$78
1222.52 FEDERAL NATL MTG ASSN POOL MA45652022-03-182022-04-30$1,223$1,239-$16-$16
904.51 FEDERAL NATL MTG ASSN POOL AD71342010-07-212022-04-30$905$950-$45-$45
221.6 FEDERAL NATL MTG ASSN POOL AD63692010-06-222022-04-30$222$228-$6-$6
440.13 FEDERAL NATL MTG ASSN POOL AE09812011-10-172022-04-30$440$445-$5-$5
744.87 GOVT NATL MTG ASSN POOL AA82732012-08-282022-04-30$745$798-$53-$53
2549.55 GOVT NATL MTG ASSN II POOL MA76502021-10-272022-04-30$2,550$2,665-$115-$115
155.93 GOVT NATL MTG ASSN POOL 7443712012-02-162022-04-30$156$167-$11-$11
3667.55 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222022-05-01$3,668$3,716-$48-$48
60. SILICON MOTION TECHNOL ADR2022-03-072022-05-02$4,739$4,153$586$586
150. SILICON MOTION TECHNOL ADR2022-05-02$11,583$10,373$1,210$1,210
130. SILICON MOTION TECHNOL ADR2022-05-02$9,961$8,918$1,043$1,043
150. PLAYA HOTELS & RESORTS NV SEDOL2022-05-02$1,383$1,212$171$171
320. PLAYA HOTELS & RESORTS NV SEDOL2022-05-02$2,958$2,567$391$391
50. GLATFELTER CORP2021-08-052022-05-03$464$769-$305-$305
550. GLATFELTER CORP2022-05-03$5,101$8,133-$3,032-$3,032
150. LA Z BOY INC2020-03-182022-05-03$4,063$2,513$1,550$1,550
170. PLAYA HOTELS & RESORTS NV SEDOL2021-11-152022-05-03$1,501$1,362$139$139
430. PLAYA HOTELS & RESORTS NV SEDOL2022-05-03$3,783$3,375$408$408
150. COHU INC2015-11-192022-05-04$4,172$1,887$2,285$2,285
200. GLATFELTER CORP2022-05-04$1,806$2,853-$1,047-$1,047
150. HIBBETT INC2020-07-232022-05-04$6,749$3,659$3,090$3,090
60000. MICRON TECHNOLOGY INC CALL 11/06/2028 UNSC2022-05-04$61,367$70,004-$8,637-$8,637
50. MUELLER INDUSTRIES INC2020-08-192022-05-04$2,765$1,527$1,238$1,238
80. SHIFT4 PAYMENTS INC-CLASS A2021-12-102022-05-04$4,006$4,381-$375-$375
90. SHIFT4 PAYMENTS INC-CLASS A2022-03-012022-05-04$4,545$4,520$25$25
300. SHIFT4 PAYMENTS INC-CLASS A2022-05-04$15,149$16,376-$1,227-$1,227
60. SHIFT4 PAYMENTS INC-CLASS A2022-05-04$3,023$3,007$16$16
200. TURTLE BEACH CORP2020-03-182022-05-04$3,426$865$2,561$2,561
1580. PLAYA HOTELS & RESORTS NV SEDOL2022-05-04$13,633$11,584$2,049$2,049
170. PLAYA HOTELS & RESORTS NV SEDOL2021-05-122022-05-04$1,467$1,231$236$236
150. GLATFELTER CORP2022-05-05$1,325$2,127-$802-$802
350. PHYSICIANS REALTY TRUST2022-05-05$6,228$5,210$1,018$1,018
510. PLAYA HOTELS & RESORTS NV SEDOL2021-05-122022-05-05$4,307$3,693$614$614
70. PLAYA HOTELS & RESORTS NV SEDOL2021-02-222022-05-05$591$505$86$86
920. PLAYA HOTELS & RESORTS NV SEDOL2021-02-222022-05-05$7,686$6,632$1,054$1,054
60. SILICON MOTION TECHNOL ADR2022-03-042022-05-06$5,585$4,097$1,488$1,488
100. SILICON MOTION TECHNOL ADR2022-05-06$9,309$4,747$4,562$4,562
80. SILICON MOTION TECHNOL ADR2022-05-06$7,476$3,785$3,691$3,691
340. PLAYA HOTELS & RESORTS NV SEDOL2021-02-222022-05-06$2,906$2,451$455$455
60. PLAYA HOTELS & RESORTS NV SEDOL2022-05-06$526$431$95$95
280. PLAYA HOTELS & RESORTS NV SEDOL2022-05-06$2,453$2,013$440$440
110. PLAYA HOTELS & RESORTS NV SEDOL2021-02-232022-05-06$974$786$188$188
60. PLAYA HOTELS & RESORTS NV SEDOL2021-05-062022-05-06$531$428$103$103
980. PLAYA HOTELS & RESORTS NV SEDOL2022-05-06$8,667$6,980$1,687$1,687
580. PLAYA HOTELS & RESORTS NV SEDOL2021-02-192022-05-06$5,000$4,112$888$888
600. PLAYA HOTELS & RESORTS NV SEDOL2022-05-06$5,102$4,240$862$862
777. ENTEGRIS, INC2020-08-202022-05-09$83,133$54,015$29,118$29,118
40000. HCA INC COGT2020-09-172022-05-09$41,264$40,000$1,264$1,264
230. IRONWOOD PHARMACEUTICALS INC2022-05-09$2,792$3,444-$652-$652
820. IRONWOOD PHARMACEUTICALS INC2022-05-09$9,878$11,647-$1,769-$1,769
40. IRONWOOD PHARMACEUTICALS INC2018-06-042022-05-09$486$550-$64-$64
30. IRONWOOD PHARMACEUTICALS INC2021-07-222022-05-09$360$393-$33-$33
30. IRONWOOD PHARMACEUTICALS INC2018-06-042022-05-09$360$412-$52-$52
50. MUELLER INDUSTRIES INC2020-08-192022-05-09$2,686$1,527$1,159$1,159
110. SILICON MOTION TECHNOL ADR2020-06-082022-05-09$10,209$5,202$5,007$5,007
30. SILICON MOTION TECHNOL ADR2022-05-09$2,729$1,418$1,311$1,311
70. SILICON MOTION TECHNOL ADR2022-05-09$6,337$3,305$3,032$3,032
50. WINGSTOP INC2022-05-09$3,980$8,677-$4,697-$4,697
760. WINGSTOP INC2022-05-09$60,974$123,690-$62,716-$62,716
110. WINGSTOP INC2022-05-09$8,760$17,485-$8,725-$8,725
160. PLAYA HOTELS & RESORTS NV SEDOL2021-02-172022-05-09$1,472$1,128$344$344
280. PLAYA HOTELS & RESORTS NV SEDOL2021-02-172022-05-09$2,373$1,974$399$399
240. IRONWOOD PHARMACEUTICALS INC2021-07-222022-05-10$2,803$3,146-$343-$343
40. SILICON MOTION TECHNOL ADR2020-06-092022-05-10$3,736$1,877$1,859$1,859
150. SILICON MOTION TECHNOL ADR2022-05-10$14,031$6,100$7,931$7,931
100. SILVERGATE CAPITAL CORP-CL A2021-12-072022-05-10$8,491$16,529-$8,038-$8,038
40000. USA TREASURY NOTES 03.125% DUE 05/15/20482022-05-10$39,017$52,613-$13,596-$13,596
10000. USA TREASURY NOTES 03.125% DUE 05/15/20482020-03-032022-05-10$9,754$13,227-$3,473-$3,473
70000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-04-052022-05-10$67,889$67,971-$82-$82
770. PLAYA HOTELS & RESORTS NV SEDOL2022-05-10$6,669$5,423$1,246$1,246
70. PLAYA HOTELS & RESORTS NV SEDOL2021-02-192022-05-10$608$492$116$116
110000. CONTINENTAL RESOURCES SER 144A CALL 11/15/20232021-11-092022-05-11$100,597$110,000-$9,403-$9,403
800. IRONWOOD PHARMACEUTICALS INC2022-05-11$9,281$10,479-$1,198-$1,198
330. IRONWOOD PHARMACEUTICALS INC2021-09-032022-05-11$3,765$4,312-$547-$547
40. SILICON MOTION TECHNOL ADR2022-05-11$3,739$1,588$2,151$2,151
30. SILICON MOTION TECHNOL ADR2020-11-242022-05-11$2,805$1,190$1,615$1,615
90000. USA TREASURY NOTES 01.625% DUE 05/15/20262022-05-11$85,729$92,403-$6,674-$6,674
160. WORKIVA INC2022-05-11$10,995$22,912-$11,917-$11,917
460. WORKIVA INC2022-05-11$31,875$65,078-$33,203-$33,203
30. WORKIVA INC2021-12-072022-05-11$2,081$4,205-$2,124-$2,124
180. WORKIVA INC2022-05-11$12,467$25,026-$12,559-$12,559
1850. CORECIVIC INC2022-05-12$18,978$25,565-$6,587-$6,587
550. CORECIVIC INC2022-05-12$5,574$7,223-$1,649-$1,649
65000. USA TREASURY NOTES 02.375% DUE 08/15/20242021-05-262022-05-12$64,561$67,959-$3,398-$3,398
205000. USA TREASURY NOTES 02.375% DUE 05/15/20272022-05-12$200,756$215,900-$15,144-$15,144
45000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-10-282022-05-12$44,068$47,429-$3,361-$3,361
55000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-04-292022-05-12$46,353$50,484-$4,131-$4,131
70000. USA TREASURY NOTES 01.125% DUE 02/15/20312021-09-292022-05-12$60,706$67,728-$7,022-$7,022
130. WORKIVA INC2021-12-062022-05-12$8,889$16,757-$7,868-$7,868
260. WORKIVA INC2022-05-12$17,664$33,500-$15,836-$15,836
160. WORKIVA INC2021-12-062022-05-12$10,700$20,601-$9,901-$9,901
50000. BRISTOL-MYERS SQUIBB CO CALL 12/15/2038 UNSC2019-05-072022-05-13$47,746$49,829-$2,083-$2,083
440. CORECIVIC INC2022-04-142022-05-13$4,697$5,751-$1,054-$1,054
150. CORECIVIC INC2022-04-132022-05-13$1,590$1,759-$169-$169
70. CORECIVIC INC2022-04-132022-05-13$756$821-$65-$65
1670. CORECIVIC INC2022-05-13$17,734$19,171-$1,437-$1,437
40. PS BUSINESS PKS INC CALIF2021-09-222022-05-13$7,435$6,296$1,139$1,139
110. PS BUSINESS PKS INC CALIF2022-05-13$20,466$15,375$5,091$5,091
60. PS BUSINESS PKS INC CALIF2022-05-13$11,159$8,327$2,832$2,832
559. QUANTA SVCS INC2022-05-13$62,959$53,449$9,510$9,510
35000. TARGET CORP CALL 07/15/2051 UNSC2022-01-192022-05-13$27,423$34,670-$7,247-$7,247
3082.88 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212022-05-15$3,083$3,082$1$1
4231.86 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302022-05-15$4,232$4,231$1$1
570. CORECIVIC INC2022-04-132022-05-16$6,537$6,530$7$7
310. CORECIVIC INC2022-04-132022-05-16$3,538$3,552-$14-$14
3759.35 GM FINANCIAL SECURITIZED TERM SERIES 2012019-04-092022-05-16$3,759$3,759
70000. USA TREASURY NOTES 01.125% DUE 02/15/20312022-05-16$60,591$66,931-$6,340-$6,340
150. COHU INC2015-11-192022-05-17$4,418$1,887$2,531$2,531
360. CORECIVIC INC2022-04-132022-05-17$4,144$4,125$19$19
150. CORECIVIC INC2022-05-17$1,731$1,718$13$13
150. OLD REPUBLIC INTERNATIONAL CORP2021-09-302022-05-17$3,487$3,534-$47-$47
282. PAYLOCITY HOLDING CORP2021-07-162022-05-17$46,678$54,734-$8,056-$8,056
50000. USA TREASURY NOTES 03.125% DUE 05/15/20482022-05-17$48,307$65,389-$17,082-$17,082
130000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-05-17$127,024$138,024-$11,000-$11,000
105000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-05-17$101,711$101,948-$237-$237
45000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-04-292022-05-17$37,492$41,305-$3,813-$3,813
10000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-04-292022-05-17$8,332$9,179-$847-$847
251. PAYLOCITY HOLDING CORP2021-07-162022-05-18$40,559$48,717-$8,158-$8,158
150. HIBBETT INC2020-08-032022-05-19$6,380$3,425$2,955$2,955
870. OPTION CARE HEALTH INC2022-05-19$25,490$19,193$6,297$6,297
120. OPTION CARE HEALTH INC2021-06-292022-05-19$3,522$2,640$882$882
130. PS BUSINESS PKS INC CALIF2022-05-20$24,281$17,942$6,339$6,339
5972.42 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052022-05-20$5,972$5,971$1$1
75000. USA TREASURY NOTE 04.500% DUE 02/15/20362022-05-24$89,771$96,555-$6,784-$6,784
15000. USA TREASURY NOTE 04.500% DUE 02/15/20362021-05-112022-05-24$17,954$19,732-$1,778-$1,778
200. ABERCROMBIE & FITCH CO CL A2022-05-25$4,282$6,861-$2,579-$2,579
560. ABERCROMBIE & FITCH CO CL A2015-11-192022-05-25$11,990$10,920$1,070$1,070
190. ABERCROMBIE & FITCH CO CL A2022-05-25$4,220$3,599$621$621
290. EAST WEST BANCORP INC2022-05-25$20,172$24,387-$4,215-$4,215
65000. INTERCONTINENTALEXCHANGE CALL 04/23/2025 UNSC2022-05-122022-05-25$65,626$64,929$697$697
130. PS BUSINESS PKS INC CALIF2022-05-25$24,362$17,836$6,526$6,526
40000. AT&T INC CALL 08/01/2042 UNSC2020-07-272022-05-26$31,704$39,981-$8,277-$8,277
198. DEXCOM INC2022-03-232022-05-26$54,989$89,805-$34,816-$34,816
60. EAST WEST BANCORP INC2022-05-26$4,354$5,043-$689-$689
115. TIMKENSTEEL CORP2021-06-022022-05-26$2,759$1,723$1,036$1,036
35. TIMKENSTEEL CORP2021-05-142022-05-26$840$502$338$338
25000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-03-172022-05-26$24,636$26,307-$1,671-$1,671
75000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-05-26$73,907$78,998-$5,091-$5,091
140000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-12-302022-05-26$137,610$147,046-$9,436-$9,436
40000. AT&T INC CALL 09/01/2036 UNSC2018-04-052022-05-27$43,487$41,747$1,740$1,740
160. EAST WEST BANCORP INC2022-05-27$11,545$13,414-$1,869-$1,869
1. REVOLUTION LIGHTING TECHNOLOGIES INC.2001-01-012022-05-27$393$25$368$368
95000. USA TREASURY NOTES 02.500% DUE 08/15/20232022-05-27$95,408$97,490-$2,082-$2,082
15000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-05-262022-05-27$15,064$15,391-$327-$327
923. CF INDUSTRIES HOLDINGS INC2021-07-162022-05-31$92,740$43,765$48,975$48,975
100000. CANADIAN IMPERIAL BANK SEDOL BPZKDL1 ISIN US13607HR4692022-03-312022-05-31$99,334$99,949-$615-$615
250. EAST WEST BANCORP INC2022-01-282022-05-31$18,234$20,903-$2,669-$2,669
602.97 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182022-05-31$603$639-$36-$36
114. FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022022-05-31$114$122-$8-$8
2542.49 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142022-05-31$2,542$2,639-$97-$97
481.58 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112022-05-31$482$497-$15-$15
1074.71 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072022-05-31$1,075$1,122-$47-$47
574.32 FEDERAL HOME LOAN MTG CORP POOL SD81862022-04-212022-05-31$574$559$15$15
1017.76 FEDERAL HOME LOAN MTG CORP POOL SD82222022-05-262022-05-31$1,018$1,023-$5-$5
832.3 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112022-05-31$832$860-$28-$28
2698.21 FEDERAL HOME LOAN MTG CORP POOL QE23632022-05-122022-05-31$2,698$2,641$57$57
561.32 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192022-05-31$561$593-$32-$32
1471.3 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292022-05-31$1,471$1,533-$62-$62
749.99 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182022-05-31$750$778-$28-$28
1325.58 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122022-05-31$1,326$1,360-$34-$34
674.77 FEDERAL NATL MTG ASSN POOL AL19482014-01-212022-05-31$675$698-$23-$23
536.4 FEDERAL NATL MTG ASSN POOL AL22422015-05-112022-05-31$536$568-$32-$32
812.16 FEDERAL NATL MTG ASSN POOL AL31912015-04-282022-05-31$812$838-$26-$26
102.08 FEDERAL NATL MTG ASSN POOL AO59402012-06-182022-05-31$102$106-$4-$4
813.21 FEDERAL NATL MTG ASSN POOL AP04952015-05-122022-05-31$813$844-$31-$31
671.4 FEDERAL NATL MTG ASSN POOL AP21332014-11-192022-05-31$671$691-$20-$20
2177.15 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202022-05-31$2,177$2,260-$83-$83
265.55 FEDERAL NATL MTG ASSN POOL AS38412015-05-202022-05-31$266$272-$6-$6
414.05 FEDERAL NATL MTG ASSN POOL AS53852015-09-112022-05-31$414$438-$24-$24
581.53 FEDERAL NATL MTG ASSN POOL AS61112016-04-152022-05-31$582$618-$36-$36
478.02 FEDERAL NATL MTG ASSN POOL AS71552016-06-172022-05-31$478$492-$14-$14
513.26 FEDERAL NATL MTG ASSN POOL AS73432017-06-282022-05-31$513$516-$3-$3
1873.98 FEDERAL NATL MTG ASSN POOL AT21272014-11-142022-05-31$1,874$1,879-$5-$5
624.03 FEDERAL NATL MTG ASSN POOL AT78992015-09-152022-05-31$624$644-$20-$20
50.99 FEDERAL NATL MTG ASSN POOL 7250422005-05-122022-05-31$51$51
15.46 FEDERAL NATL MTG ASSN POOL 7287092003-12-182022-05-31$15$16-$1-$1
17.89 FEDERAL NATL MTG ASSN POOL 7351412005-04-292022-05-31$18$18
87.27 FEDERAL NATL MTG ASSN POOL 7391872003-09-102022-05-31$87$88-$1-$1
52.33 FEDERAL NATL MTG ASSN POOL 7450872006-06-082022-05-31$52$51$1$1
133.21 FEDERAL NATL MTG ASSN POOL 8142602005-03-102022-05-31$133$133
958.61 FEDERAL NATL MTG ASSN POOL BC44422018-09-142022-05-31$959$921$38$38
808.48 FEDERAL NATL MTG ASSN POOL BM32602018-10-042022-05-31$808$790$18$18
2680.33 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122022-05-31$2,680$2,736-$56-$56
1894.77 FEDERAL NATL MTG ASSN POOL BR26192021-01-252022-05-31$1,895$1,961-$66-$66
1344.97 FEDERAL NATL MTG ASSN POOL CA53852020-10-092022-05-31$1,345$1,465-$120-$120
1039.92 FEDERAL NATL MTG ASSN POOL CA48602019-12-062022-05-31$1,040$1,059-$19-$19
2851.56 FEDERAL NATL MTG ASSN POOL CA66382020-12-102022-05-31$2,852$2,999-$147-$147
993.18 FEDERAL NATL MTG ASSN POOL CA69432020-08-252022-05-31$993$1,028-$35-$35
390.33 FEDERAL NATL MTG ASSN POOL CA77342020-11-202022-05-31$390$411-$21-$21
1325.8 FEDERAL NATL MTG ASSN POOL FM12212019-09-192022-05-31$1,326$1,370-$44-$44
2035.13 FEDERAL NATL MTG ASSN POOL FM35222020-07-242022-05-31$2,035$2,151-$116-$116
725.63 FEDERAL NATL MTG ASSN POOL FM41382020-09-172022-05-31$726$764-$38-$38
2014.31 FEDERAL NATL MTG ASSN POOL FM53282021-01-122022-05-31$2,014$2,060-$46-$46
589.74 FEDERAL NATL MTG ASSN POOL FM74112021-10-152022-05-31$590$592-$2-$2
3038.86 FEDERAL NATL MTG ASSN POOL FM82482021-07-232022-05-31$3,039$3,178-$139-$139
3241.32 FEDERAL NATL MTG ASSN POOL FS08932022-03-172022-05-31$3,241$3,204$37$37
2010.7 FEDERAL NATL MTG ASSN POOL AB18452011-08-162022-05-31$2,011$2,077-$66-$66
732.93 FEDERAL NATL MTG ASSN POOL AB20772011-04-152022-05-31$733$724$9$9
135.25 FEDERAL NATL MTG ASSN POOL AB45252012-05-162022-05-31$135$142-$7-$7
1839.63 FEDERAL NATL MTG ASSN POOL AB78592013-07-112022-05-31$1,840$1,844-$4-$4
1874.11 FEDERAL NATL MTG ASSN POOL AC36682010-10-052022-05-31$1,874$1,937-$63-$63
350.66 FEDERAL NATL MTG ASSN POOL MA05622014-02-102022-05-31$351$373-$22-$22
363.93 FEDERAL NATL MTG ASSN POOL MA12362014-09-042022-05-31$364$372-$8-$8
774.12 FEDERAL NATL MTG ASSN POOL MA14302015-05-122022-05-31$774$781-$7-$7
627.42 FEDERAL NATL MTG ASSN POOL MA15252016-03-092022-05-31$627$651-$24-$24
2453.3 FEDERAL NATL MTG ASSN POOL MA28032017-10-192022-05-31$2,453$2,463-$10-$10
684.51 FEDERAL NATL MTG ASSN POOL MA41572020-10-092022-05-31$685$689-$4-$4
1671.05 FEDERAL NATL MTG ASSN POOL MA42612021-01-272022-05-31$1,671$1,742-$71-$71
1316.29 FEDERAL NATL MTG ASSN POOL MA45652022-03-182022-05-31$1,316$1,335-$19-$19
152.33 FEDERAL NATL MTG ASSN POOL AD71342010-07-212022-05-31$152$160-$8-$8
231.61 FEDERAL NATL MTG ASSN POOL AD63692010-06-222022-05-31$232$238-$6-$6
349.55 FEDERAL NATL MTG ASSN POOL AE09812011-10-172022-05-31$350$354-$4-$4
318.18 GOVT NATL MTG ASSN POOL AA82732012-08-282022-05-31$318$341-$23-$23
3145.34 GOVT NATL MTG ASSN II POOL MA76502021-10-272022-05-31$3,145$3,288-$143-$143
529.07 GOVT NATL MTG ASSN POOL 7443712012-02-162022-05-31$529$567-$38-$38
20000. USA TREASURY NOTES 02.375% DUE 08/15/20242022-05-312022-05-31$19,896$19,901-$5-$5
5000. USA TREASURY NOTES 02.375% DUE 08/15/20242021-05-262022-05-31$4,974$5,222-$248-$248
65000. USA TREASURY NOTES 02.375% DUE 08/15/20242022-05-312022-05-31$64,672$64,678-$6-$6
20. ATKORE INC2021-07-282022-06-01$2,132$1,460$672$672
60. ATKORE INC2021-02-252022-06-01$6,397$4,199$2,198$2,198
20. ATKORE INC2021-02-252022-06-01$2,137$1,400$737$737
10. ATKORE INC2021-02-252022-06-01$1,056$700$356$356
2726.17 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222022-06-01$2,726$2,762-$36-$36
4000. SHERWIN-WILLIAMS CO CALL 05/01/2022 UNSC2017-08-242022-06-01$4,000$4,000
150. TOPBUILD CORP2022-06-01$29,043$8,090$20,953$20,953
140. ATKORE INC2021-02-252022-06-02$15,414$9,798$5,616$5,616
60. ATKORE INC2021-02-252022-06-02$6,499$4,199$2,300$2,300
30. ATKORE INC2021-02-252022-06-02$3,226$2,100$1,126$1,126
50. TOPBUILD CORP2019-01-312022-06-02$9,842$2,629$7,213$7,213
60. TOPBUILD CORP2019-01-312022-06-02$11,749$3,154$8,595$8,595
5000. USA TREASURY NOTES 02.375% DUE 08/15/20242022-05-312022-06-02$4,964$4,975-$11-$11
75000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-04-052022-06-02$72,812$72,814-$2-$2
30. ATKORE INC2021-02-252022-06-03$3,442$2,100$1,342$1,342
90. ATKORE INC2021-02-252022-06-03$10,092$6,299$3,793$3,793
10. ATKORE INC2021-02-252022-06-03$1,151$700$451$451
230. EAST WEST BANCORP INC2022-01-282022-06-03$16,750$19,231-$2,481-$2,481
5000. GOLDMAN SACHS GROUP INC SR UNSEC CALL 6/2021-07-122022-06-05$5,000$5,000
140000. GOLDMAN SACHS GROUP INC SR UNSEC CALL 6/2022-06-05$140,000$140,000
50000. AMERICAN TOWER CORP CALL 02/15/2027 UNSC2022-03-292022-06-06$48,224$49,759-$1,535-$1,535
45000. CITIGROUP INC CALL 05/24/2032 UNSC2022-05-172022-06-06$45,459$45,000$459$459
570. IRONWOOD PHARMACEUTICALS INC2022-06-06$6,837$7,387-$550-$550
1550. IRONWOOD PHARMACEUTICALS INC2022-06-06$18,830$19,617-$787-$787
140. PS BUSINESS PKS INC CALIF2022-06-06$26,173$19,093$7,080$7,080
670. PS BUSINESS PKS INC CALIF2022-06-06$125,189$89,161$36,028$36,028
270. TURNING POINT THERAPEUTICS I2020-10-272022-06-06$20,080$23,490-$3,410-$3,410
320. TURNING POINT THERAPEUTICS I2022-06-06$23,805$24,692-$887-$887
490. TURNING POINT THERAPEUTICS I2022-06-06$36,452$37,846-$1,394-$1,394
540. TURNING POINT THERAPEUTICS I2022-06-06$40,190$40,241-$51-$51
730. TURNING POINT THERAPEUTICS I2022-06-06$54,286$49,212$5,074$5,074
540. TURNING POINT THERAPEUTICS I2022-06-06$40,197$29,185$11,012$11,012
55000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-12-302022-06-06$53,258$57,752-$4,494-$4,494
1342. ALLY FINANCIAL INC2021-02-242022-06-07$57,266$57,103$163$163
89. ALLY FINANCIAL INC2021-02-242022-06-07$3,757$3,787-$30-$30
173. CATERPILLAR INC2021-06-242022-06-07$38,510$37,580$930$930
269. CATERPILLAR INC2021-06-022022-06-07$59,880$65,472-$5,592-$5,592
120. EAST WEST BANCORP INC2022-01-282022-06-07$8,870$10,034-$1,164-$1,164
849. EMERSON ELECTRIC CO2021-02-232022-06-07$76,594$73,377$3,217$3,217
1560. IRONWOOD PHARMACEUTICALS INC2022-06-07$18,837$18,534$303$303
70. IRONWOOD PHARMACEUTICALS INC2019-06-102022-06-07$845$796$49$49
70. IRONWOOD PHARMACEUTICALS INC2022-03-072022-06-07$845$796$49$49
450. IRONWOOD PHARMACEUTICALS INC2019-06-102022-06-07$5,432$5,087$345$345
60. IRONWOOD PHARMACEUTICALS INC2019-06-102022-06-07$720$678$42$42
160000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-12-302022-06-07$155,406$168,002-$12,596-$12,596
35000. USA TREASURY NOTES 01.125% DUE 02/15/20312022-06-07$30,105$31,577-$1,472-$1,472
150000. USA TREASURY NOTES 01.125% DUE 02/15/20312022-06-07$129,023$139,495-$10,472-$10,472
.784 WOODSIDE ENERGY GROUP LTD2022-06-022022-06-07$19$17$2$2
886. CONOCOPHILLIPS2022-06-08$108,006$54,240$53,766$53,766
140. EAST WEST BANCORP INC2022-01-282022-06-08$10,197$11,706-$1,509-$1,509
1. DFC GLOBAL CORP 23324T1072001-01-012022-06-08$143$143$143
50000. PULTE HOMES INC COMPANY GUARNT2022-06-08$58,641$51,269$7,372$7,372
25000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-05-272022-06-08$24,703$25,111-$408-$408
35000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-05-272022-06-08$34,602$35,155-$553-$553
140. EAST WEST BANCORP INC2022-01-282022-06-09$10,078$11,706-$1,628-$1,628
350. HELMERICH & PAYNE INC2017-05-252022-06-09$17,978$18,803-$825-$825
150. OVINTIV INC SEDOL BJ01KB62021-11-042022-06-09$9,049$5,477$3,572$3,572
10. PALOMAR HOLDINGS INC2021-03-242022-06-09$655$653$2$2
190000. USA TREASURY NOTES 02.500% DUE 08/15/20232022-06-09$189,963$194,611-$4,648-$4,648
45000. USA TREASURY NOTES 02.500% DUE 08/15/20232022-06-09$44,991$46,024-$1,033-$1,033
10. PALOMAR HOLDINGS INC2021-03-242022-06-10$630$653-$23-$23
90000. BANK OF MONTREAL SER MTN SEDOL ISIN US06368D3S132022-06-13$88,520$90,085-$1,565-$1,565
110000. KEURIG DR PEPPER INC CALL 02/15/2029 COGT2022-04-072022-06-13$103,319$109,794-$6,475-$6,475
10. PALOMAR HOLDINGS INC2021-12-162022-06-13$619$645-$26-$26
90. PALOMAR HOLDINGS INC2021-03-242022-06-13$5,571$5,874-$303-$303
30. PALOMAR HOLDINGS INC2021-12-162022-06-13$1,844$1,934-$90-$90
75000. TORONTO-DOMINION BANK SEDOL BNM7PH1 ISIN US89115A2A982022-06-012022-06-13$73,898$75,000-$1,102-$1,102
440. TURNING POINT THERAPEUTICS I2022-06-13$32,707$17,193$15,514$15,514
680. TURNING POINT THERAPEUTICS I2022-06-13$50,548$34,811$15,737$15,737
60. TURNING POINT THERAPEUTICS I2022-06-13$4,455$2,042$2,413$2,413
220. TURNING POINT THERAPEUTICS I2020-03-182022-06-13$16,334$7,518$8,816$8,816
185000. USA TREASURY NOTES 01.625% DUE 05/15/20262022-06-13$172,469$185,061-$12,592-$12,592
10000. USA TREASURY NOTES 02.375% DUE 05/15/20272022-06-13$9,500$10,262-$762-$762
80000. USA TREASURY NOTES 00.625% DUE 05/15/20302022-06-13$64,816$73,341-$8,525-$8,525
370. BRP GROUP INC-A2022-06-14$9,851$13,848-$3,997-$3,997
250. BRP GROUP INC-A2022-06-14$6,656$8,986-$2,330-$2,330
9000. EQM MIDSTREAM PARTNERS L SER 144A UNSC2020-06-162022-06-14$9,270$9,000$270$270
100. OVINTIV INC SEDOL BJ01KB62021-10-052022-06-14$5,712$3,564$2,148$2,148
40. PALOMAR HOLDINGS INC2021-12-162022-06-14$2,555$2,578-$23-$23
640. TURNING POINT THERAPEUTICS I2022-06-14$47,541$20,088$27,453$27,453
860. TURNING POINT THERAPEUTICS I2022-06-14$63,870$23,399$40,471$40,471
60. BRP GROUP INC-A2021-11-262022-06-15$1,614$2,133-$519-$519
60. BRP GROUP INC-A2021-11-262022-06-15$1,629$2,133-$504-$504
50. BRP GROUP INC-A2020-12-092022-06-15$1,358$1,563-$205-$205
2937.89 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212022-06-15$2,938$2,937$1$1
3994.95 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302022-06-15$3,995$3,994$1$1
120. MASTERCRAFT BOAT HOLDINGS IN2019-03-082022-06-15$2,721$2,718$3$3
20. PALOMAR HOLDINGS INC2022-06-15$1,280$1,286-$6-$6
70. BRP GROUP INC-A2022-06-16$1,694$2,188-$494-$494
3438.55 GM FINANCIAL SECURITIZED TERM SERIES 2012019-04-092022-06-16$3,439$3,438$1$1
60. LINCOLN ELEC HLDGS INC2022-06-132022-06-16$7,356$7,848-$492-$492
80. LINCOLN ELEC HLDGS INC2018-10-022022-06-16$9,808$7,527$2,281$2,281
110. LINCOLN ELEC HLDGS INC2018-10-022022-06-16$13,519$10,349$3,170$3,170
140. LINCOLN ELEC HLDGS INC2022-06-16$17,110$12,824$4,286$4,286
30. MASTERCRAFT BOAT HOLDINGS IN2019-03-082022-06-16$627$679-$52-$52
50. MUELLER INDUSTRIES INC2020-08-192022-06-16$2,573$1,527$1,046$1,046
80. NCR VOYIX CORPORATION2022-02-182022-06-16$2,414$3,389-$975-$975
40. NCR VOYIX CORPORATION2022-02-182022-06-16$1,233$1,694-$461-$461
30. NCR VOYIX CORPORATION2022-02-182022-06-16$910$1,271-$361-$361
70. PALOMAR HOLDINGS INC2022-06-16$3,982$4,484-$502-$502
150. SILICON MOTION TECHNOL ADR2020-03-182022-06-16$12,820$4,159$8,661$8,661
230. TOPBUILD CORP2019-01-312022-06-16$38,142$12,092$26,050$26,050
20. NCR VOYIX CORPORATION2022-02-182022-06-17$610$847-$237-$237
230. NCR VOYIX CORPORATION2022-06-17$7,010$9,711-$2,701-$2,701
100. NCR VOYIX CORPORATION2022-02-182022-06-17$3,064$4,217-$1,153-$1,153
1030. NCR VOYIX CORPORATION2022-06-17$31,385$43,415-$12,030-$12,030
40. PALOMAR HOLDINGS INC2021-12-102022-06-17$2,205$2,560-$355-$355
10. PALOMAR HOLDINGS INC2021-03-252022-06-17$551$637-$86-$86
320. TOPBUILD CORP2022-06-17$51,989$16,817$35,172$35,172
5616.9 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052022-06-20$5,617$5,616$1$1
110. TOPBUILD CORP2019-01-312022-06-21$17,413$5,778$11,635$11,635
95000. USA TREASURY NOTES 02.500% DUE 05/15/20242022-03-232022-06-21$93,779$95,428-$1,649-$1,649
860. HAEMONETICS CORP2022-06-23$52,582$90,049-$37,467-$37,467
30. HAEMONETICS CORP2022-06-23$1,836$2,285-$449-$449
255. HAEMONETICS CORP2022-06-23$15,685$16,360-$675-$675
375. HAEMONETICS CORP2022-06-23$23,066$28,442-$5,376-$5,376
1. DAVITA INC. 23918K108 CLASS ACTION2001-01-012022-06-23$2,133$25$2,108$2,108
150. MERIDIAN BIOSCIENCE INC MERGED 2/01/2023 @ $34.00 P/S2022-06-23$4,458$2,120$2,338$2,338
200. MUELLER INDUSTRIES INC2022-06-23$10,373$5,945$4,428$4,428
520. REPAY HOLDINGS CORP2022-06-23$6,770$9,333-$2,563-$2,563
440. REPAY HOLDINGS CORP2022-06-23$5,728$7,860-$2,132-$2,132
280. REPAY HOLDINGS CORP2022-06-23$3,569$4,961-$1,392-$1,392
120. REPAY HOLDINGS CORP2022-06-23$1,548$2,125-$577-$577
25. COHERENT INC2021-07-142022-06-24$6,669$6,514$155$155
150. COHU INC2016-03-292022-06-24$4,163$1,807$2,356$2,356
50. MUELLER INDUSTRIES INC2020-09-142022-06-24$2,660$1,453$1,207$1,207
50. REPAY HOLDINGS CORP2022-02-082022-06-24$658$884-$226-$226
30. REPAY HOLDINGS CORP2022-02-082022-06-24$404$530-$126-$126
50. COHERENT INC2021-07-142022-06-27$13,434$13,027$407$407
740. IRONWOOD PHARMACEUTICALS INC2022-03-042022-06-27$8,565$8,336$229$229
300. IRONWOOD PHARMACEUTICALS INC2019-06-102022-06-27$3,472$3,391$81$81
420. IRONWOOD PHARMACEUTICALS INC2022-03-042022-06-27$4,853$4,731$122$122
5000. USA TREASURY NOTES 02.375% DUE 08/15/20242022-05-312022-06-27$4,919$4,975-$56-$56
100000. USA TREASURY NOTES 02.500% DUE 08/15/20232022-06-27$99,430$101,755-$2,325-$2,325
10000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-02-222022-06-27$9,943$10,217-$274-$274
5000. USA TREASURY NOTES 02.500% DUE 05/15/20242022-03-232022-06-27$4,942$5,022-$80-$80
50. COHERENT INC2021-07-142022-06-28$13,575$13,027$548$548
240. IRONWOOD PHARMACEUTICALS INC2022-03-042022-06-28$2,786$2,703$83$83
440. IRONWOOD PHARMACEUTICALS INC2018-11-012022-06-28$5,107$4,947$160$160
90000. AT&T INC CALL 12/01/2040 UNSC2022-05-242022-06-29$71,827$74,872-$3,045-$3,045
1505. AIRBNB INC-CLASS A2022-06-29$139,247$241,227-$101,980-$101,980
112. APPLE INC2021-06-242022-06-29$15,623$15,050$573$573
162. CDW CORP/DE2014-09-302022-06-29$25,483$5,036$20,447$20,447
372. META PLATFORMS INC2022-06-29$60,804$38,409$22,395$22,395
104. MOTOROLA SOLUTIONS INC2018-03-122022-06-29$21,713$11,346$10,367$10,367
300. STRIDE INC2022-06-29$12,574$10,156$2,418$2,418
160. TELEDYNE TECHNOLOGIES INC2019-10-032022-06-29$59,260$50,135$9,125$9,125
95000. XLIT LTD SEDOL ISIN US98420EAC932022-06-29$97,220$94,835$2,385$2,385
1031.92 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182022-06-30$1,032$1,093-$61-$61
197.43 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022022-06-30$197$210-$13-$13
218.03 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142022-06-30$218$226-$8-$8
473.28 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112022-06-30$473$489-$16-$16
1159.39 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072022-06-30$1,159$1,210-$51-$51
3325.02 FEDERAL HOME LOAN MTG CORP POOL SD81862022-04-212022-06-30$3,325$3,238$87$87
1526.41 FEDERAL HOME LOAN MTG CORP POOL SD82222022-05-262022-06-30$1,526$1,534-$8-$8
684.3 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112022-06-30$684$707-$23-$23
1805.6 FEDERAL HOME LOAN MTG CORP POOL QE23632022-05-122022-06-30$1,806$1,768$38$38
478.11 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192022-06-30$478$505-$27-$27
1086.78 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292022-06-30$1,087$1,132-$45-$45
1028.72 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182022-06-30$1,029$1,067-$38-$38
1402.02 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122022-06-30$1,402$1,438-$36-$36
294.51 FEDERAL NATL MTG ASSN POOL AL19482014-01-212022-06-30$295$305-$10-$10
445.72 FEDERAL NATL MTG ASSN POOL AL22422015-05-112022-06-30$446$472-$26-$26
536.73 FEDERAL NATL MTG ASSN POOL AL31912015-04-282022-06-30$537$554-$17-$17
936.25 FEDERAL NATL MTG ASSN POOL AO59402012-06-182022-06-30$936$975-$39-$39
1263.38 FEDERAL NATL MTG ASSN POOL AP04952015-05-122022-06-30$1,263$1,311-$48-$48
540.54 FEDERAL NATL MTG ASSN POOL AP21332014-11-192022-06-30$541$556-$15-$15
198.14 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202022-06-30$198$206-$8-$8
199.74 FEDERAL NATL MTG ASSN POOL AS38412015-05-202022-06-30$200$205-$5-$5
206.28 FEDERAL NATL MTG ASSN POOL AS53852015-09-112022-06-30$206$218-$12-$12
278.62 FEDERAL NATL MTG ASSN POOL AS61112016-04-152022-06-30$279$296-$17-$17
465.1 FEDERAL NATL MTG ASSN POOL AS71552016-06-172022-06-30$465$479-$14-$14
415.11 FEDERAL NATL MTG ASSN POOL AS73432017-06-282022-06-30$415$417-$2-$2
4878.76 FEDERAL NATL MTG ASSN POOL AT21272014-11-142022-06-30$4,879$4,891-$12-$12
454.76 FEDERAL NATL MTG ASSN POOL AT78992015-09-152022-06-30$455$469-$14-$14
33.04 FEDERAL NATL MTG ASSN POOL 7250422005-05-122022-06-30$33$33
17.27 FEDERAL NATL MTG ASSN POOL 7287092003-12-182022-06-30$17$17
20.28 FEDERAL NATL MTG ASSN POOL 7351412005-04-292022-06-30$20$20
85.62 FEDERAL NATL MTG ASSN POOL 7391872003-09-102022-06-30$86$86
36.93 FEDERAL NATL MTG ASSN POOL 7450872006-06-082022-06-30$37$36$1$1
12.86 FEDERAL NATL MTG ASSN POOL 8142602005-03-102022-06-30$13$13
80.92 FEDERAL NATL MTG ASSN POOL BC44422018-09-142022-06-30$81$78$3$3
949.02 FEDERAL NATL MTG ASSN POOL BM32602018-10-042022-06-30$949$928$21$21
1463.65 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122022-06-30$1,464$1,494-$30-$30
1454.47 FEDERAL NATL MTG ASSN POOL BR26192021-01-252022-06-30$1,454$1,505-$51-$51
1344.17 FEDERAL NATL MTG ASSN POOL BU87392022-06-132022-06-30$1,344$1,310$34$34
49.24 FEDERAL NATL MTG ASSN POOL CA53852020-10-092022-06-30$49$54-$5-$5
982.44 FEDERAL NATL MTG ASSN POOL CA48602019-12-062022-06-30$982$1,000-$18-$18
902.3 FEDERAL NATL MTG ASSN POOL CA66382020-12-102022-06-30$902$949-$47-$47
1140.33 FEDERAL NATL MTG ASSN POOL CA69432020-08-252022-06-30$1,140$1,180-$40-$40
771.77 FEDERAL NATL MTG ASSN POOL CA77342020-11-202022-06-30$772$812-$40-$40
1420.67 FEDERAL NATL MTG ASSN POOL CB32332022-06-072022-06-30$1,421$1,351$70$70
751.22 FEDERAL NATL MTG ASSN POOL FM12212019-09-192022-06-30$751$776-$25-$25
2124.33 FEDERAL NATL MTG ASSN POOL FM35222020-07-242022-06-30$2,124$2,245-$121-$121
926.41 FEDERAL NATL MTG ASSN POOL FM41382020-09-172022-06-30$926$976-$50-$50
2435.25 FEDERAL NATL MTG ASSN POOL FM53282021-01-122022-06-30$2,435$2,490-$55-$55
990.95 FEDERAL NATL MTG ASSN POOL FM74112021-10-152022-06-30$991$995-$4-$4
4368.22 FEDERAL NATL MTG ASSN POOL FM82482021-07-232022-06-30$4,368$4,568-$200-$200
1879.03 FEDERAL NATL MTG ASSN POOL FS08932022-03-172022-06-30$1,879$1,858$21$21
970.45 FEDERAL NATL MTG ASSN POOL AB18452011-08-162022-06-30$970$1,002-$32-$32
333.16 FEDERAL NATL MTG ASSN POOL AB20772011-04-152022-06-30$333$329$4$4
133.26 FEDERAL NATL MTG ASSN POOL AB45252012-05-162022-06-30$133$140-$7-$7
1071.64 FEDERAL NATL MTG ASSN POOL AB78592013-07-112022-06-30$1,072$1,074-$2-$2
799.9 FEDERAL NATL MTG ASSN POOL AC36682010-10-052022-06-30$800$826-$26-$26
87.67 FEDERAL NATL MTG ASSN POOL MA05622014-02-102022-06-30$88$93-$5-$5
829.74 FEDERAL NATL MTG ASSN POOL MA12362014-09-042022-06-30$830$849-$19-$19
653.49 FEDERAL NATL MTG ASSN POOL MA14302015-05-122022-06-30$653$659-$6-$6
969.6 FEDERAL NATL MTG ASSN POOL MA15252016-03-092022-06-30$970$1,006-$36-$36
1870.68 FEDERAL NATL MTG ASSN POOL MA28032017-10-192022-06-30$1,871$1,878-$7-$7
777.25 FEDERAL NATL MTG ASSN POOL MA41572020-10-092022-06-30$777$782-$5-$5
1693.24 FEDERAL NATL MTG ASSN POOL MA42612021-01-272022-06-30$1,693$1,765-$72-$72
1333.37 FEDERAL NATL MTG ASSN POOL MA45652022-03-182022-06-30$1,333$1,352-$19-$19
868.8 FEDERAL NATL MTG ASSN POOL AD71342010-07-212022-06-30$869$912-$43-$43
1465.21 FEDERAL NATL MTG ASSN POOL AD63692010-06-222022-06-30$1,465$1,504-$39-$39
375.33 FEDERAL NATL MTG ASSN POOL AE09812011-10-172022-06-30$375$380-$5-$5
202.27 GOVT NATL MTG ASSN POOL AA82732012-08-282022-06-30$202$217-$15-$15
3166.62 GOVT NATL MTG ASSN II POOL MA76502021-10-272022-06-30$3,167$3,310-$143-$143
1134.39 GOVT NATL MTG ASSN POOL 7443712012-02-162022-06-30$1,134$1,215-$81-$81
120. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-01-052022-06-30$1,861$3,698-$1,837-$1,837
90. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-06-30$1,581$2,740-$1,159-$1,159
90. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-01-052022-06-30$1,519$2,730-$1,211-$1,211
270. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-01-052022-06-30$4,343$8,189-$3,846-$3,846
3508.34 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222022-07-01$3,508$3,555-$47-$47
10000. USA TREASURY NOTES 01.125% DUE 02/15/20312022-03-302022-07-01$8,671$9,019-$348-$348
190. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-07-01$3,089$4,287-$1,198-$1,198
160. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-07-01$2,601$3,174-$573-$573
110. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-07-01$1,778$2,172-$394-$394
225. COHERENT INC2021-07-142022-07-05$59,703$58,624$1,079$1,079
50. COHERENT INC2021-08-032022-07-05$13,267$11,711$1,556$1,556
700. FIRST INTERSTATE BANCSYS/MT2022-07-05$26,914$26,815$99$99
350. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-07-05$5,896$6,904-$1,008-$1,008
280. FIRST INTERSTATE BANCSYS/MT2022-07-06$10,858$10,672$186$186
.25 II-VI INC NAME CHANGE 9/08/20222022-07-052022-07-06$12$12
35000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-08-102022-07-06$34,132$36,555-$2,423-$2,423
90000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-07-06$87,768$94,553-$6,785-$6,785
290. BRAZE INC-A2022-07-07$12,954$11,992$962$962
510. BRAZE INC-A2022-04-042022-07-07$22,877$21,014$1,863$1,863
70. BRAZE INC-A2022-04-042022-07-07$3,148$2,884$264$264
55000. GOLDMAN SACHS GROUP INC CALL 03/01/2025 UNSC2020-12-042022-07-08$54,209$58,644-$4,435-$4,435
50. KAISER ALUMINUM CORP2021-03-312022-07-08$3,717$5,539-$1,822-$1,822
60000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-08-102022-07-08$58,226$62,662-$4,436-$4,436
55000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-08-102022-07-08$53,374$57,440-$4,066-$4,066
85000. USA TREASURY NOTES 02.375% DUE 05/15/20272022-07-08$81,965$84,458-$2,493-$2,493
10000. USA TREASURY NOTES 02.375% DUE 05/15/20272019-02-072022-07-08$9,643$9,829-$186-$186
75000. USA TREASURY NOTES 02.375% DUE 05/15/20272022-05-112022-07-08$72,346$73,175-$829-$829
15000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-07-082022-07-08$14,463$14,465-$2-$2
60000. USA TREASURY NOTES 01.125% DUE 02/15/20312022-03-302022-07-08$51,323$54,112-$2,789-$2,789
130. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-07-08$2,261$2,558-$297-$297
90. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-02-022022-07-08$1,560$1,769-$209-$209
40. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-152022-07-08$696$781-$85-$85
50000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-05-272022-07-12$49,643$50,218-$575-$575
30000. USA TREASURY NOTES 02.375% DUE 05/15/20272022-07-12$29,149$29,164-$15-$15
140. NCR VOYIX CORPORATION2022-07-13$4,035$5,800-$1,765-$1,765
180. NCR VOYIX CORPORATION2022-02-252022-07-13$5,208$7,456-$2,248-$2,248
250. NCR VOYIX CORPORATION2022-07-13$7,297$10,354-$3,057-$3,057
340. NCR VOYIX CORPORATION2022-07-13$9,928$14,055-$4,127-$4,127
50. AMN HEALTHCARE SERVICES2014-02-262022-07-14$5,884$695$5,189$5,189
300. NCR VOYIX CORPORATION2022-02-232022-07-14$8,316$12,230-$3,914-$3,914
450. NCR VOYIX CORPORATION2022-02-232022-07-14$12,430$18,345-$5,915-$5,915
640. NCR VOYIX CORPORATION2022-07-14$17,476$21,068-$3,592-$3,592
50000. PEPSICO INC CALL 04/06/2046 @ 100.000 UN2020-10-142022-07-14$44,465$59,292-$14,827-$14,827
100. SILICON MOTION TECHNOL ADR2020-03-182022-07-14$8,588$2,773$5,815$5,815
120000. TOYOTA MOTOR CREDIT CORP UNSC2022-06-272022-07-14$120,157$119,886$271$271
35000. USA TREASURY NOTES 03.125% DUE 05/15/20482022-07-14$34,159$45,339-$11,180-$11,180
2851.53 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212022-07-15$2,852$2,851$1$1
150. COHU INC2016-03-292022-07-15$4,074$1,807$2,267$2,267
65000. COMCAST CORP CALL 09/01/2037 UNSC2022-07-15$60,490$75,821-$15,331-$15,331
10000. COMCAST CORP CALL 09/01/2037 UNSC2018-10-022022-07-15$9,306$9,240$66$66
150. CROSS COUNTRY HEALTHCARE INC2022-01-212022-07-15$4,018$2,697$1,321$1,321
3772.71 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302022-07-15$3,773$3,772$1$1
320. IRONWOOD PHARMACEUTICALS INC2018-11-012022-07-15$3,751$3,598$153$153
100. IRONWOOD PHARMACEUTICALS INC2018-11-012022-07-15$1,160$1,124$36$36
100. KAISER ALUMINUM CORP2022-07-15$7,519$10,836-$3,317-$3,317
140. NCR VOYIX CORPORATION2022-04-272022-07-15$3,973$4,076-$103-$103
90. NCR VOYIX CORPORATION2022-04-272022-07-15$2,577$2,621-$44-$44
10. NCR VOYIX CORPORATION2022-04-272022-07-15$284$291-$7-$7
140. NCR VOYIX CORPORATION2022-04-272022-07-15$3,883$4,076-$193-$193
130. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-152022-07-15$2,239$2,540-$301-$301
3384.63 GM FINANCIAL SECURITIZED TERM SERIES 2012019-04-092022-07-16$3,385$3,384$1$1
1198. BP PLC SPONSORED ADR2018-08-162022-07-18$33,382$50,250-$16,868-$16,868
150. COHU INC2019-08-282022-07-18$4,014$1,747$2,267$2,267
1200. ENI S P A SPONSORED ADR2018-10-192022-07-18$27,075$42,772-$15,697-$15,697
50. FTI CONSULTING INC2016-04-282022-07-18$9,361$1,973$7,388$7,388
130. IRONWOOD PHARMACEUTICALS INC2018-11-012022-07-18$1,532$1,462$70$70
50. KAISER ALUMINUM CORP2022-06-152022-07-18$3,659$4,277-$618-$618
130000. MORGAN STANLEY NTS2022-07-18$130,412$132,181-$1,769-$1,769
110. NCR VOYIX CORPORATION2022-04-272022-07-18$3,237$3,123$114$114
170. NCR VOYIX CORPORATION2022-04-272022-07-18$5,101$4,826$275$275
600. SHELL PLC-W/I-ADR SEDOL BPK3CG32022-07-18$29,583$40,100-$10,517-$10,517
50. STRIDE INC2022-02-242022-07-18$2,108$1,660$448$448
100. STRIDE INC2021-01-042022-07-18$4,216$2,108$2,108$2,108
741. TOTALENERGIES SE2018-03-132022-07-18$36,886$43,212-$6,326-$6,326
105000. USA TREASURY NOTES 02.375% DUE 05/15/20272022-07-18$101,403$101,264$139$139
20000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-10-132022-07-18$16,730$19,192-$2,462-$2,462
45000. USA TREASURY NOTES 00.625% DUE 05/15/20302022-07-18$37,644$43,068-$5,424-$5,424
5000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-05-262022-07-18$4,180$4,776-$596-$596
50. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 23116142018-07-202022-07-18$11,470$5,955$5,515$5,515
5. U-HAUL HOLDING COMPANY2013-02-142022-07-19$2,462$735$1,727$1,727
150. DANA INCORPORATED2021-03-312022-07-19$2,270$3,663-$1,393-$1,393
90. IRONWOOD PHARMACEUTICALS INC2022-03-042022-07-19$1,049$1,011$38$38
730. IRONWOOD PHARMACEUTICALS INC2022-07-19$8,510$8,205$305$305
30. IRONWOOD PHARMACEUTICALS INC2022-03-042022-07-19$348$337$11$11
150. MASTERCRAFT BOAT HOLDINGS IN2019-03-082022-07-19$3,363$3,397-$34-$34
50. MUELLER INDUSTRIES INC2020-09-142022-07-19$3,038$1,453$1,585$1,585
100. QORVO INC2013-03-152022-07-19$10,187$1,989$8,198$8,198
70000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-10-132022-07-19$58,259$64,438-$6,179-$6,179
20000. USA TREASURY NOTES 00.625% DUE 05/15/20302022-07-19$16,645$19,093-$2,448-$2,448
30. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-152022-07-19$554$586-$32-$32
210. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-07-19$3,825$4,097-$272-$272
10. U-HAUL HOLDING COMPANY2013-02-142022-07-20$4,966$1,471$3,495$3,495
220. IRONWOOD PHARMACEUTICALS INC2022-07-20$2,544$2,304$240$240
34. M&T BK CORP2009-09-292022-07-20$5,621$2,793$2,828$2,828
. VERIZON OWNER TRUST SERIES 2019 A CLASS A12000-12-312022-07-20
884.18 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052022-07-20$884$884
100. BRP GROUP INC-A2020-12-092022-07-21$2,589$3,126-$537-$537
60. PALOMAR HOLDINGS INC2021-03-252022-07-21$3,611$3,824-$213-$213
50. REPAY HOLDINGS CORP2022-07-21$713$883-$170-$170
50. REPAY HOLDINGS CORP2022-07-21$713$882-$169-$169
270. REPAY HOLDINGS CORP2022-07-21$3,873$4,734-$861-$861
40. SITIME CORP2022-07-21$7,375$8,037-$662-$662
30. SITIME CORP2022-07-21$5,577$5,959-$382-$382
80. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-07-21$1,508$1,545-$37-$37
100. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-07-21$1,878$1,920-$42-$42
50. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-07-21$939$951-$12-$12
150. BRP GROUP INC-A2022-07-22$3,806$4,648-$842-$842
110. BRP GROUP INC-A2020-12-092022-07-22$2,776$3,389-$613-$613
20. BLUEPRINT MEDICINES CORP2019-05-132022-07-22$1,100$1,555-$455-$455
40. BLUEPRINT MEDICINES CORP2022-07-22$2,086$3,105-$1,019-$1,019
40. PALOMAR HOLDINGS INC2021-03-252022-07-22$2,353$2,550-$197-$197
50. POLARIS INC2021-04-072022-07-22$5,754$6,886-$1,132-$1,132
90. REPAY HOLDINGS CORP2022-07-22$1,250$1,569-$319-$319
60. REPAY HOLDINGS CORP2022-02-072022-07-22$842$1,045-$203-$203
50. REPAY HOLDINGS CORP2022-07-22$699$864-$165-$165
70000. CITIGROUP INC SR UNSEC CALL 7/24/22 @ 102018-05-162022-07-24$70,000$67,342$2,658$2,658
170. BRP GROUP INC-A2020-12-092022-07-25$4,213$5,237-$1,024-$1,024
60. BRP GROUP INC-A2022-07-25$1,467$1,840-$373-$373
110. PALOMAR HOLDINGS INC2021-12-222022-07-25$6,416$6,917-$501-$501
170. REPAY HOLDINGS CORP2022-07-25$2,216$2,932-$716-$716
90. REPAY HOLDINGS CORP2022-07-25$1,177$1,550-$373-$373
60000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-07-25$58,638$63,355-$4,717-$4,717
65000. VERIZON COMMUNICATIONS SER WI CALL 09/03/20292021-11-092022-07-25$64,556$72,945-$8,389-$8,389
13.325 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2020-05-262022-07-25$29,126$17,782$11,344$11,344
80. BLUEPRINT MEDICINES CORP2022-07-26$4,095$6,133-$2,038-$2,038
20. BLUEPRINT MEDICINES CORP2019-05-132022-07-26$1,015$1,533-$518-$518
110. BLUEPRINT MEDICINES CORP2022-07-26$5,616$8,345-$2,729-$2,729
50. PALOMAR HOLDINGS INC2022-07-26$2,917$3,134-$217-$217
40. REPAY HOLDINGS CORP2022-02-232022-07-26$505$687-$182-$182
90. REPAY HOLDINGS CORP2022-02-232022-07-26$1,142$1,547-$405-$405
50. SILICON MOTION TECHNOL ADR2022-06-132022-07-26$4,271$4,465-$194-$194
50. SILICON MOTION TECHNOL ADR2020-11-242022-07-26$4,271$1,983$2,288$2,288
10. SILICON MOTION TECHNOL ADR2020-11-242022-07-26$855$397$458$458
60. SILICON MOTION TECHNOL ADR2020-11-242022-07-26$5,124$2,380$2,744$2,744
120. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-07-26$2,159$2,275-$116-$116
10. BLUEPRINT MEDICINES CORP2019-12-092022-07-27$516$720-$204-$204
30. BLUEPRINT MEDICINES CORP2022-07-27$1,548$2,158-$610-$610
80. BLUEPRINT MEDICINES CORP2022-07-27$4,067$5,668-$1,601-$1,601
1640. IRONWOOD PHARMACEUTICALS INC2020-09-182022-07-27$20,065$16,322$3,743$3,743
60000. NEXTERA ENERGY CAPITAL COGT2021-03-152022-07-27$59,041$59,994-$953-$953
160. OPTION CARE HEALTH INC2022-06-132022-07-27$5,137$4,301$836$836
190. OPTION CARE HEALTH INC2022-06-132022-07-27$6,155$5,107$1,048$1,048
50. OPTION CARE HEALTH INC2022-06-132022-07-27$1,653$1,344$309$309
50. OPTION CARE HEALTH INC2021-06-292022-07-27$1,653$1,100$553$553
160. OPTION CARE HEALTH INC2022-07-27$5,079$3,515$1,564$1,564
110. REPAY HOLDINGS CORP2022-07-27$1,418$1,888-$470-$470
10. SILICON MOTION TECHNOL ADR2020-11-242022-07-27$856$397$459$459
320. SILICON MOTION TECHNOL ADR2022-07-27$27,385$12,561$14,824$14,824
240. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-07-27$4,391$4,537-$146-$146
30. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-282022-07-27$547$565-$18-$18
5. U-HAUL HOLDING COMPANY2013-02-142022-07-28$2,601$735$1,866$1,866
200. COMMERCIAL METALS CO2017-11-222022-07-28$7,528$3,821$3,707$3,707
150. DANA INCORPORATED2022-07-28$2,396$3,535-$1,139-$1,139
150. M D C HLDGS INC COM2022-02-242022-07-28$5,416$6,193-$777-$777
200. MILLERKNOLL INC2022-07-28$5,810$7,496-$1,686-$1,686
50. REGAL REXNORD CORPORATION2021-10-052022-07-28$6,397$7,244-$847-$847
210. SILICON MOTION TECHNOL ADR2022-07-28$18,187$7,902$10,285$10,285
20. SILICON MOTION TECHNOL ADR2020-09-162022-07-28$1,739$750$989$989
15000. SPIRIT REALTY LP CALL 11/15/2026 COGT2020-07-202022-07-28$14,133$15,046-$913-$913
240. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-07-28$4,484$4,517-$33-$33
130. COMMERCIAL METALS CO2017-11-222022-07-29$5,122$2,483$2,639$2,639
1. UNIVERSAL HEALTH SERVICES INC. XXX-XX-XXXX CLASS ACTION2001-01-012022-07-29$54$25$29$29
190. SILICON MOTION TECHNOL ADR2022-07-29$16,334$7,100$9,234$9,234
30. SITIME CORP2022-07-29$5,512$5,802-$290-$290
40. SITIME CORP2022-02-042022-07-29$7,386$7,708-$322-$322
630. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-07-29$12,271$11,826$445$445
40. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-122022-07-29$781$746$35$35
1473.69 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182022-07-31$1,474$1,560-$86-$86
594.08 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022022-07-31$594$633-$39-$39
170.88 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142022-07-31$171$177-$6-$6
442.67 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112022-07-31$443$457-$14-$14
1020.53 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072022-07-31$1,021$1,065-$44-$44
2520.89 FEDERAL HOME LOAN MTG CORP POOL SD81862022-04-212022-07-31$2,521$2,455$66$66
1381.04 FEDERAL HOME LOAN MTG CORP POOL SD82222022-05-262022-07-31$1,381$1,388-$7-$7
1168.42 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112022-07-31$1,168$1,207-$39-$39
1215.62 FEDERAL HOME LOAN MTG CORP POOL QE23632022-05-122022-07-31$1,216$1,190$26$26
288.66 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192022-07-31$289$305-$16-$16
1480.34 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292022-07-31$1,480$1,542-$62-$62
1698.27 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182022-07-31$1,698$1,761-$63-$63
1089.21 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122022-07-31$1,089$1,117-$28-$28
688.09 FEDERAL NATL MTG ASSN POOL AL19482014-01-212022-07-31$688$712-$24-$24
2259.78 FEDERAL NATL MTG ASSN POOL AL22422015-05-112022-07-31$2,260$2,393-$133-$133
349.59 FEDERAL NATL MTG ASSN POOL AL31912015-04-282022-07-31$350$361-$11-$11
1507.76 FEDERAL NATL MTG ASSN POOL AO59402012-06-182022-07-31$1,508$1,570-$62-$62
1181.09 FEDERAL NATL MTG ASSN POOL AP04952015-05-122022-07-31$1,181$1,225-$44-$44
535.92 FEDERAL NATL MTG ASSN POOL AP21332014-11-192022-07-31$536$552-$16-$16
202.63 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202022-07-31$203$210-$7-$7
230.59 FEDERAL NATL MTG ASSN POOL AS38412015-05-202022-07-31$231$236-$5-$5
560.72 FEDERAL NATL MTG ASSN POOL AS53852015-09-112022-07-31$561$593-$32-$32
402.81 FEDERAL NATL MTG ASSN POOL AS61112016-04-152022-07-31$403$428-$25-$25
126. FEDERAL NATL MTG ASSN POOL AS71552016-06-172022-07-31$126$130-$4-$4
345. FEDERAL NATL MTG ASSN POOL AS73432017-06-282022-07-31$345$347-$2-$2
1559.24 FEDERAL NATL MTG ASSN POOL AT21272014-11-142022-07-31$1,559$1,563-$4-$4
272.74 FEDERAL NATL MTG ASSN POOL AT78992015-09-152022-07-31$273$281-$8-$8
35.07 FEDERAL NATL MTG ASSN POOL 7250422005-05-122022-07-31$35$35
16.25 FEDERAL NATL MTG ASSN POOL 7287092003-12-182022-07-31$16$16
13.02 FEDERAL NATL MTG ASSN POOL 7351412005-04-292022-07-31$13$13
85.48 FEDERAL NATL MTG ASSN POOL 7391872003-09-102022-07-31$85$86-$1-$1
94.72 FEDERAL NATL MTG ASSN POOL 7450872006-06-082022-07-31$95$92$3$3
12.92 FEDERAL NATL MTG ASSN POOL 8142602005-03-102022-07-31$13$13
80.15 FEDERAL NATL MTG ASSN POOL BC44422018-09-142022-07-31$80$77$3$3
993.82 FEDERAL NATL MTG ASSN POOL BM32602018-10-042022-07-31$994$972$22$22
1793.34 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122022-07-31$1,793$1,830-$37-$37
934.31 FEDERAL NATL MTG ASSN POOL BR26192021-01-252022-07-31$934$967-$33-$33
1629.67 FEDERAL NATL MTG ASSN POOL BU87392022-06-132022-07-31$1,630$1,588$42$42
44.39 FEDERAL NATL MTG ASSN POOL CA53852020-10-092022-07-31$44$48-$4-$4
1456.95 FEDERAL NATL MTG ASSN POOL CA48602019-12-062022-07-31$1,457$1,484-$27-$27
919.43 FEDERAL NATL MTG ASSN POOL CA66382020-12-102022-07-31$919$967-$48-$48
730.4 FEDERAL NATL MTG ASSN POOL CA69432020-08-252022-07-31$730$756-$26-$26
637.6 FEDERAL NATL MTG ASSN POOL CA77342020-11-202022-07-31$638$670-$32-$32
1843.27 FEDERAL NATL MTG ASSN POOL CB32332022-06-072022-07-31$1,843$1,753$90$90
749.61 FEDERAL NATL MTG ASSN POOL FM12212019-09-192022-07-31$750$775-$25-$25
1771.08 FEDERAL NATL MTG ASSN POOL FM35222020-07-242022-07-31$1,771$1,871-$100-$100
1207.9 FEDERAL NATL MTG ASSN POOL FM41382020-09-172022-07-31$1,208$1,272-$64-$64
2205.16 FEDERAL NATL MTG ASSN POOL FM53282021-01-122022-07-31$2,205$2,254-$49-$49
968.64 FEDERAL NATL MTG ASSN POOL FM74112021-10-152022-07-31$969$972-$3-$3
2771.76 FEDERAL NATL MTG ASSN POOL FM82482021-07-232022-07-31$2,772$2,898-$126-$126
2226.66 FEDERAL NATL MTG ASSN POOL FS08932022-03-172022-07-31$2,227$2,201$26$26
1022.65 FEDERAL NATL MTG ASSN POOL AB18452011-08-162022-07-31$1,023$1,056-$33-$33
431.03 FEDERAL NATL MTG ASSN POOL AB20772011-04-152022-07-31$431$426$5$5
135.05 FEDERAL NATL MTG ASSN POOL AB45252012-05-162022-07-31$135$142-$7-$7
329.95 FEDERAL NATL MTG ASSN POOL AB78592013-07-112022-07-31$330$331-$1-$1
542.31 FEDERAL NATL MTG ASSN POOL AC36682010-10-052022-07-31$542$560-$18-$18
321.86 FEDERAL NATL MTG ASSN POOL MA05622014-02-102022-07-31$322$342-$20-$20
354.51 FEDERAL NATL MTG ASSN POOL MA12362014-09-042022-07-31$355$363-$8-$8
556.78 FEDERAL NATL MTG ASSN POOL MA14302015-05-122022-07-31$557$562-$5-$5
629.86 FEDERAL NATL MTG ASSN POOL MA15252016-03-092022-07-31$630$653-$23-$23
1967.21 FEDERAL NATL MTG ASSN POOL MA28032017-10-192022-07-31$1,967$1,975-$8-$8
571.32 FEDERAL NATL MTG ASSN POOL MA41572020-10-092022-07-31$571$575-$4-$4
1643.55 FEDERAL NATL MTG ASSN POOL MA42612021-01-272022-07-31$1,644$1,713-$69-$69
2764.57 FEDERAL NATL MTG ASSN POOL MA45652022-03-182022-07-31$2,765$2,803-$38-$38
1540.49 FEDERAL NATL MTG ASSN POOL MA46562022-07-082022-07-31$1,540$1,541-$1-$1
841.02 FEDERAL NATL MTG ASSN POOL AD71342010-07-212022-07-31$841$883-$42-$42
247.14 FEDERAL NATL MTG ASSN POOL AD63692010-06-222022-07-31$247$254-$7-$7
353.72 FEDERAL NATL MTG ASSN POOL AE09812011-10-172022-07-31$354$358-$4-$4
430.26 GOVT NATL MTG ASSN POOL AA82732012-08-282022-07-31$430$461-$31-$31
2519.23 GOVT NATL MTG ASSN II POOL MA76502021-10-272022-07-31$2,519$2,633-$114-$114
167.18 GOVT NATL MTG ASSN POOL 7443712012-02-162022-07-31$167$179-$12-$12
40000. APPLE INC UNSC2014-04-292022-08-01$39,119$36,063$3,056$3,056
20. COMMERCIAL METALS CO2017-11-222022-08-01$795$382$413$413
1707.13 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222022-08-01$1,707$1,730-$23-$23
270. SILICON MOTION TECHNOL ADR2022-08-01$23,234$9,898$13,336$13,336
5000. USA TREASURY NOTES 03.125% DUE 05/15/20482021-06-292022-08-01$5,052$5,922-$870-$870
55000. USA TREASURY NOTES 03.125% DUE 05/15/20482022-08-01$55,576$67,258-$11,682-$11,682
55000. USA TREASURY NOTES 02.375% DUE 05/15/20272022-08-022022-08-01$54,209$53,687$522$522
30. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-122022-08-01$589$560$29$29
210. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-122022-08-01$4,134$3,917$217$217
65000. GOLDMAN SACHS GROUP INC CALL 02/24/2027 UNSC2022-01-192022-08-02$60,140$65,000-$4,860-$4,860
60000. MORGAN STANLEY CALL 07/20/2032 UNSC2022-07-182022-08-02$62,036$60,000$2,036$2,036
90000. NEXTERA ENERGY CAPITAL COGT2022-06-212022-08-02$91,364$89,998$1,366$1,366
30. SEMTECH CORP2021-09-142022-08-02$1,681$2,297-$616-$616
60. SEMTECH CORP2021-09-012022-08-02$3,401$4,285-$884-$884
150. SEMTECH CORP2022-08-02$8,555$10,621-$2,066-$2,066
100000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-05-272022-08-02$99,961$100,431-$470-$470
100000. USA TREASURY NOTES 02.375% DUE 05/15/20272022-08-02$97,672$96,340$1,332$1,332
40. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-122022-08-02$775$746$29$29
20. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-292022-08-02$388$372$16$16
75000. BANK OF AMERICA CORP CALL 07/22/2032 UNSC2022-07-192022-08-03$77,349$75,000$2,349$2,349
200000. BARCLAYS PLC SEDOL BQT49W9 ISIN US06738E2021-02-252022-08-03$198,246$212,122-$13,876-$13,876
45000. INTEL CORP CALL 05/15/2049 UNSC2019-11-182022-08-03$35,193$44,974-$9,781-$9,781
310. SEMTECH CORP2022-08-03$17,432$21,765-$4,333-$4,333
110. SEMTECH CORP2022-08-03$6,174$7,700-$1,526-$1,526
210. SEMTECH CORP2022-08-03$11,777$14,657-$2,880-$2,880
250. SEMTECH CORP2022-08-03$14,046$17,237-$3,191-$3,191
80. SILICON MOTION TECHNOL ADR2020-09-152022-08-03$6,651$2,932$3,719$3,719
90. SILICON MOTION TECHNOL ADR2020-09-152022-08-03$7,413$3,299$4,114$4,114
35000. USA TREASURY NOTES 02.500% DUE 02/15/20452022-08-03$30,316$42,215-$11,899-$11,899
70000. USA TREASURY NOTES 02.375% DUE 08/15/20242022-08-022022-08-03$69,035$69,330-$295-$295
100. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-292022-08-03$1,991$1,858$133$133
190. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-292022-08-03$3,704$3,530$174$174
1006.234 CALAMOS MARKET NEUTRAL INCOME FUND CL I2022-08-04$13,967$14,468-$501-$501
53028.348 CALAMOS MARKET NEUTRAL INCOME FUND CL I2021-06-082022-08-04$736,033$754,593-$18,560-$18,560
19402.4 DIAMOND HILL LONG-SHORT FUND CL I2021-12-152022-08-04$526,969$546,372-$19,403-$19,403
8211.738 DIAMOND HILL LONG-SHORT FUND CL I2019-12-132022-08-04$223,031$222,128$903$903
66548.358 PRINCIPAL GL MULT STRAT-INST2021-06-082022-08-04$750,000$791,260-$41,260-$41,260
70. SEMTECH CORP2022-08-04$3,945$4,762-$817-$817
80. SEMTECH CORP2021-08-262022-08-04$4,478$5,434-$956-$956
310. SEMTECH CORP2022-08-04$17,377$20,883-$3,506-$3,506
100. SEMTECH CORP2021-08-252022-08-04$5,617$6,708-$1,091-$1,091
60000. USA TREASURY NOTES 03.125% DUE 05/15/20482019-10-312022-08-04$59,998$70,835-$10,837-$10,837
150. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42022-08-04$2,981$2,787$194$194
60000. APPLE INC CALL 02/08/2052 UNSC2022-08-012022-08-05$58,515$59,603-$1,088-$1,088
220. SEMTECH CORP2022-08-05$12,182$14,677-$2,495-$2,495
50. SEMTECH CORP2021-08-242022-08-05$2,773$3,308-$535-$535
40. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-292022-08-05$784$743$41$41
150. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-122022-08-05$2,956$2,783$173$173
70. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-122022-08-05$1,372$1,299$73$73
623. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD12022-08-08$56,958$57,107-$149-$149
390. BLUEPRINT MEDICINES CORP2022-08-08$27,227$25,324$1,903$1,903
244. EQUINOR ASA SPONSORED ADR SEDOL BF4K3J02021-10-082022-08-08$8,933$6,377$2,556$2,556
2056. EQUINOR ASA SPONSORED ADR SEDOL BF4K3J02018-03-132022-08-08$75,274$47,650$27,624$27,624
20000. FISERV INC CALL 07/01/2028 UNSC2021-01-132022-08-08$19,848$22,871-$3,023-$3,023
251. NETEASE INC SPON ADR2017-10-242022-08-08$22,398$14,125$8,273$8,273
430. SEMTECH CORP2022-08-08$23,477$27,657-$4,180-$4,180
562. TEMENOS AG ADR SEDOL B96QTM92022-08-08$46,083$69,812-$23,729-$23,729
799. TEMENOS AG ADR SEDOL B96QTM92022-08-08$65,517$102,084-$36,567-$36,567
6868. TENCENT HOLDINGS LTD UNSPON ADR2022-08-08$261,277$40,381$220,896$220,896
50. TURTLE BEACH CORP2020-03-182022-08-08$699$216$483$483
65000. USA TREASURY NTS 02.375% DUE 05/15/20292022-07-252022-08-08$63,086$62,971$115$115
35000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-07-292022-08-08$33,745$33,973-$228-$228
45000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-08-08$43,386$43,427-$41-$41
45000. CITIGROUP INC SUB2019-12-122022-08-09$44,708$46,208-$1,500-$1,500
50. FATE THERAPEUTICS INC2021-03-242022-08-09$1,641$4,299-$2,658-$2,658
70. FATE THERAPEUTICS INC2022-08-09$2,297$6,101-$3,804-$3,804
210. FATE THERAPEUTICS INC2022-08-09$6,740$16,091-$9,351-$9,351
2240. JD.COM INC-ADR ADR SEDOL BMM27D92022-08-09$128,490$61,691$66,799$66,799
40. SEMTECH CORP2022-05-062022-08-09$2,087$2,434-$347-$347
250. TURTLE BEACH CORP2020-03-182022-08-09$2,374$1,082$1,292$1,292
5000. WELLS FARGO & COMPANY SER MTN SUB2021-10-012022-08-09$4,975$5,481-$506-$506
40000. WELLS FARGO & COMPANY SER MTN SUB2022-08-09$39,800$40,850-$1,050-$1,050
30. FATE THERAPEUTICS INC2021-04-122022-08-10$964$2,259-$1,295-$1,295
50. FATE THERAPEUTICS INC2021-04-122022-08-10$1,625$3,765-$2,140-$2,140
30. FATE THERAPEUTICS INC2021-11-082022-08-10$962$1,863-$901-$901
390. FATE THERAPEUTICS INC2022-08-10$12,507$29,057-$16,550-$16,550
20. FATE THERAPEUTICS INC2021-11-082022-08-10$647$1,242-$595-$595
210. FIVE BELOW2022-08-10$29,071$26,812$2,259$2,259
10. FIVE BELOW2018-11-082022-08-10$1,384$1,248$136$136
230. FIVE BELOW2018-11-082022-08-10$31,745$28,703$3,042$3,042
20. FIVE BELOW2022-08-10$2,727$2,484$243$243
95. ORASURE TECHNOLOGIES INC2018-08-022022-08-10$404$1,314-$910-$910
320. REPAY HOLDINGS CORP2022-08-10$3,618$5,474-$1,856-$1,856
130. REPAY HOLDINGS CORP2022-02-182022-08-10$1,340$2,220-$880-$880
420. REPAY HOLDINGS CORP2022-08-10$4,257$7,102-$2,845-$2,845
270. REPAY HOLDINGS CORP2022-08-10$2,721$4,550-$1,829-$1,829
60. SEMTECH CORP2022-05-062022-08-10$3,165$3,651-$486-$486
290. SEMTECH CORP2022-08-10$15,241$17,062-$1,821-$1,821
220000. USA TREASURY NOTES 02.375% DUE 08/15/20242022-08-10$216,451$216,980-$529-$529
25000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-08-102022-08-10$24,309$26,080-$1,771-$1,771
140000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-08-10$136,128$145,537-$9,409-$9,409
125000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-07-142022-08-10$120,498$120,234$264$264
50. FIVE BELOW2022-06-132022-08-11$6,933$6,164$769$769
300. FIVE BELOW2022-08-11$41,597$36,408$5,189$5,189
70. FIVE BELOW2019-02-262022-08-11$9,655$8,458$1,197$1,197
105. ORASURE TECHNOLOGIES INC2022-08-11$443$1,424-$981-$981
1090. REPAY HOLDINGS CORP2022-08-11$11,601$18,243-$6,642-$6,642
770. REPAY HOLDINGS CORP2022-08-11$8,189$12,491-$4,302-$4,302
40. BLUEPRINT MEDICINES CORP2020-02-112022-08-12$2,886$2,529$357$357
110. BLUEPRINT MEDICINES CORP2022-08-12$7,906$6,916$990$990
30. BLUEPRINT MEDICINES CORP2020-02-112022-08-12$2,165$1,885$280$280
130. BLUEPRINT MEDICINES CORP2020-02-112022-08-12$9,328$8,169$1,159$1,159
400. AZENTA INC2021-12-022022-08-12$25,047$44,469-$19,422-$19,422
50. AZENTA INC2021-12-022022-08-12$3,131$5,559-$2,428-$2,428
220. FIVE BELOW2022-08-12$30,532$17,718$12,814$12,814
130. FIVE BELOW2020-03-182022-08-12$18,061$7,704$10,357$10,357
390. REPAY HOLDINGS CORP2022-01-242022-08-12$4,335$5,981-$1,646-$1,646
400. REPAY HOLDINGS CORP2022-08-12$4,411$6,124-$1,713-$1,713
320. REPAY HOLDINGS CORP2022-08-12$3,553$4,757-$1,204-$1,204
85000. AT&T INC CALL 03/25/2023 UNSC2021-03-192022-08-15$79,149$84,858-$5,709-$5,709
2608.09 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212022-08-15$2,608$2,608
938.48 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302022-08-15$938$938
70. FIVE BELOW2020-03-182022-08-15$9,706$4,148$5,558$5,558
85000. GOLDMAN SACHS GROUP INC CALL 10/21/2026 UNSC2022-08-15$77,299$76,449$850$850
25000. LAMAR MEDIA CORP SER WI CALL 02/15/20232022-08-15$23,450$25,003-$1,553-$1,553
160. REPAY HOLDINGS CORP2022-03-112022-08-15$1,716$2,274-$558-$558
150. REPAY HOLDINGS CORP2022-03-112022-08-15$1,613$2,132-$519-$519
55000. TRUIST FINANCIAL CORP SER MTN CALL 07/28/20252022-08-15$55,291$55,082$209$209
500. BRP GROUP INC-A2022-08-16$16,189$14,255$1,934$1,934
200. BRP GROUP INC-A2022-08-16$6,523$5,195$1,328$1,328
3272.12 GM FINANCIAL SECURITIZED TERM SERIES 2012019-04-092022-08-16$3,272$93$3,179$3,179
150. MASTERCRAFT BOAT HOLDINGS IN2022-08-16$3,998$3,273$725$725
150. REPAY HOLDINGS CORP2022-03-112022-08-16$1,614$2,132-$518-$518
220. REPAY HOLDINGS CORP2022-08-16$2,365$3,122-$757-$757
110. REPAY HOLDINGS CORP2022-03-112022-08-17$1,074$1,557-$483-$483
860. REPAY HOLDINGS CORP2022-03-112022-08-17$8,430$12,173-$3,743-$3,743
290. REPAY HOLDINGS CORP2022-08-17$2,819$3,860-$1,041-$1,041
20000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-08-082022-08-17$19,794$19,929-$135-$135
110000. USA TREASURY NOTES 00.625% DUE 05/15/20302022-08-17$92,800$98,743-$5,943-$5,943
657. BAIDU, INC. ADR2022-08-18$84,647$106,320-$21,673-$21,673
2203. NASPERS LTD ADR2022-08-18$65,846$115,361-$49,515-$49,515
2625. PROSUS NV -SPON ADR SEDOL BKT6LC72019-09-182022-08-18$33,520$41,961-$8,441-$8,441
60. REPAY HOLDINGS CORP2022-06-132022-08-18$585$686-$101-$101
970. REPAY HOLDINGS CORP2022-08-18$9,471$10,372-$901-$901
40. REPAY HOLDINGS CORP2022-05-122022-08-18$386$399-$13-$13
125000. ROYAL BANK OF CANADA SEDOL 2J43HN8 ISIN US78016EZ5982022-04-072022-08-18$123,839$124,954-$1,115-$1,115
290. PALOMAR HOLDINGS INC2022-08-19$22,493$17,175$5,318$5,318
60000. PHILLIPS 66 CALL 09/15/2051 COGT2021-11-102022-08-19$45,644$59,558-$13,914-$13,914
35000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-06-092022-08-19$34,526$34,530-$4-$4
60000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-08-19$58,113$62,316-$4,203-$4,203
25000. USA TREASURY NOTES 02.375% DUE 05/15/20272022-08-152022-08-19$24,158$24,360-$202-$202
5. U-HAUL HOLDING COMPANY2013-02-112022-08-23$2,830$706$2,124$2,124
135000. USA TREASURY NOTES 02.500% DUE 08/15/20232022-08-23$134,098$136,981-$2,883-$2,883
50. WILLIAMS SONOMA INC2022-02-162022-08-23$8,219$7,506$713$713
105000. AMERICAN CAMPUS CMNTYS CALL 04/01/2024 @2018-04-172022-08-24$106,149$105,000$1,149$1,149
45000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-06-092022-08-24$44,095$44,395-$300-$300
35000. USA TREASURY NOTES 00.625% DUE 05/15/20302022-07-292022-08-24$29,050$30,078-$1,028-$1,028
200. URBAN OUTFITTERS INC2022-08-24$4,406$5,901-$1,495-$1,495
50. WESTERN ALLIANCE BANCORP2022-08-24$4,037$2,441$1,596$1,596
505. ABERCROMBIE & FITCH CO CL A2022-08-25$8,940$6,275$2,665$2,665
45. ABERCROMBIE & FITCH CO CL A2017-08-242022-08-25$819$492$327$327
10. FIRST CITIZENS BANCSHARES INC2022-01-032022-08-25$8,308$9,521-$1,213-$1,213
150. URBAN OUTFITTERS INC2022-08-25$3,440$3,491-$51-$51
50. WESTERN ALLIANCE BANCORP2019-07-252022-08-25$4,108$2,427$1,681$1,681
60. IRONWOOD PHARMACEUTICALS INC2020-09-182022-08-26$676$597$79$79
240. IRONWOOD PHARMACEUTICALS INC2020-09-182022-08-26$2,699$2,389$310$310
360. IRONWOOD PHARMACEUTICALS INC2022-08-26$4,039$3,573$466$466
370. IRONWOOD PHARMACEUTICALS INC2020-09-172022-08-26$4,138$3,660$478$478
50. COMFORT SYS USA INC2012-12-182022-08-29$5,148$589$4,559$4,559
150. COMMERCIAL METALS CO2017-11-222022-08-29$6,422$2,865$3,557$3,557
490. IRONWOOD PHARMACEUTICALS INC2022-08-29$5,413$4,823$590$590
80. IRONWOOD PHARMACEUTICALS INC2019-05-152022-08-29$875$787$88$88
30. IRONWOOD PHARMACEUTICALS INC2019-05-152022-08-29$332$295$37$37
50. MUELLER INDUSTRIES INC2019-09-272022-08-29$3,267$1,440$1,827$1,827
205000. USA TREASURY NOTES TREASURY INFLATION PROTECT SECS2022-08-102022-08-29$254,404$254,581-$177-$177
195000. USA TREASURY NOTES TREASURY INFLATION PROTECT SECS2022-08-102022-08-29$242,061$242,159-$98-$98
120. PARKER HANNIFIN CORP2021-03-032022-08-30$32,424$35,874-$3,450-$3,450
75000. SHERWIN-WILLIAMS CO UNSC2022-08-30$75,002$75,051-$49-$49
35000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-06-292022-08-30$34,727$35,501-$774-$774
70000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-06-292022-08-30$69,453$71,001-$1,548-$1,548
669.88 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182022-08-31$670$709-$39-$39
403.84 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022022-08-31$404$430-$26-$26
186.83 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142022-08-31$187$194-$7-$7
398.64 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112022-08-31$399$411-$12-$12
1102.21 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072022-08-31$1,102$1,150-$48-$48
3105.29 FEDERAL HOME LOAN MTG CORP POOL SD81862022-04-212022-08-31$3,105$3,024$81$81
1344.81 FEDERAL HOME LOAN MTG CORP POOL SD82222022-05-262022-08-31$1,345$1,352-$7-$7
1489.93 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112022-08-31$1,490$1,538-$48-$48
1655.48 FEDERAL HOME LOAN MTG CORP POOL QE23632022-05-122022-08-31$1,655$1,621$34$34
780.91 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192022-08-31$781$824-$43-$43
1694.88 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292022-08-31$1,695$1,765-$70-$70
806. FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182022-08-31$806$836-$30-$30
830.91 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122022-08-31$831$852-$21-$21
428.67 FEDERAL NATL MTG ASSN POOL AL19482014-01-212022-08-31$429$444-$15-$15
575.95 FEDERAL NATL MTG ASSN POOL AL22422015-05-112022-08-31$576$610-$34-$34
420.64 FEDERAL NATL MTG ASSN POOL AL31912015-04-282022-08-31$421$434-$13-$13
98.54 FEDERAL NATL MTG ASSN POOL AO59402012-06-182022-08-31$99$103-$4-$4
225.97 FEDERAL NATL MTG ASSN POOL AP04952015-05-122022-08-31$226$234-$8-$8
660.66 FEDERAL NATL MTG ASSN POOL AP21332014-11-192022-08-31$661$680-$19-$19
1499.71 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202022-08-31$1,500$1,556-$56-$56
198.42 FEDERAL NATL MTG ASSN POOL AS38412015-05-202022-08-31$198$203-$5-$5
85.95 FEDERAL NATL MTG ASSN POOL AS53852015-09-112022-08-31$86$91-$5-$5
462.29 FEDERAL NATL MTG ASSN POOL AS61112016-04-152022-08-31$462$491-$29-$29
523.07 FEDERAL NATL MTG ASSN POOL AS71552016-06-172022-08-31$523$538-$15-$15
393.38 FEDERAL NATL MTG ASSN POOL AS73432017-06-282022-08-31$393$395-$2-$2
1235.07 FEDERAL NATL MTG ASSN POOL AT21272014-11-142022-08-31$1,235$1,238-$3-$3
712.18 FEDERAL NATL MTG ASSN POOL AT78992015-09-152022-08-31$712$735-$23-$23
27.57 FEDERAL NATL MTG ASSN POOL 7250422005-05-122022-08-31$28$28
41.05 FEDERAL NATL MTG ASSN POOL 7287092003-12-182022-08-31$41$42-$1-$1
12.71 FEDERAL NATL MTG ASSN POOL 7351412005-04-292022-08-31$13$13
85.99 FEDERAL NATL MTG ASSN POOL 7391872003-09-102022-08-31$86$86
44.49 FEDERAL NATL MTG ASSN POOL 7450872006-06-082022-08-31$44$43$1$1
12.99 FEDERAL NATL MTG ASSN POOL 8142602005-03-102022-08-31$13$13
533.1 FEDERAL NATL MTG ASSN POOL BC44422018-09-142022-08-31$533$512$21$21
834.02 FEDERAL NATL MTG ASSN POOL BM32602018-10-042022-08-31$834$815$19$19
2595.61 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122022-08-31$2,596$2,649-$53-$53
935.36 FEDERAL NATL MTG ASSN POOL BR26192021-01-252022-08-31$935$968-$33-$33
2375.93 FEDERAL NATL MTG ASSN POOL BU87392022-06-132022-08-31$2,376$2,315$61$61
45.88 FEDERAL NATL MTG ASSN POOL CA53852020-10-092022-08-31$46$50-$4-$4
1279.41 FEDERAL NATL MTG ASSN POOL CA48602019-12-062022-08-31$1,279$1,303-$24-$24
1338.43 FEDERAL NATL MTG ASSN POOL CA66382020-12-102022-08-31$1,338$1,407-$69-$69
970.42 FEDERAL NATL MTG ASSN POOL CA69432020-08-252022-08-31$970$1,004-$34-$34
304.26 FEDERAL NATL MTG ASSN POOL CA77342020-11-202022-08-31$304$320-$16-$16
929.98 FEDERAL NATL MTG ASSN POOL CB30132022-08-172022-08-31$930$824$106$106
1507.95 FEDERAL NATL MTG ASSN POOL CB32332022-06-072022-08-31$1,508$1,434$74$74
75.61 FEDERAL NATL MTG ASSN POOL FM12212019-09-192022-08-31$76$78-$2-$2
1576.59 FEDERAL NATL MTG ASSN POOL FM35222020-07-242022-08-31$1,577$1,665-$88-$88
628.45 FEDERAL NATL MTG ASSN POOL FM41382020-09-172022-08-31$628$662-$34-$34
1973.04 FEDERAL NATL MTG ASSN POOL FM53282021-01-122022-08-31$1,973$2,016-$43-$43
634.99 FEDERAL NATL MTG ASSN POOL FM74112021-10-152022-08-31$635$637-$2-$2
2826.45 FEDERAL NATL MTG ASSN POOL FM82482021-07-232022-08-31$2,826$2,955-$129-$129
1608.75 FEDERAL NATL MTG ASSN POOL FS08932022-03-172022-08-31$1,609$1,590$19$19
871.86 FEDERAL NATL MTG ASSN POOL AB18452011-08-162022-08-31$872$900-$28-$28
572.93 FEDERAL NATL MTG ASSN POOL AB20772011-04-152022-08-31$573$566$7$7
133.44 FEDERAL NATL MTG ASSN POOL AB45252012-05-162022-08-31$133$140-$7-$7
319.56 FEDERAL NATL MTG ASSN POOL AB78592013-07-112022-08-31$320$320
1468.1 FEDERAL NATL MTG ASSN POOL AC36682010-10-052022-08-31$1,468$1,517-$49-$49
87.2 FEDERAL NATL MTG ASSN POOL MA05622014-02-102022-08-31$87$93-$6-$6
796.87 FEDERAL NATL MTG ASSN POOL MA12362014-09-042022-08-31$797$815-$18-$18
481.07 FEDERAL NATL MTG ASSN POOL MA14302015-05-122022-08-31$481$485-$4-$4
610.5 FEDERAL NATL MTG ASSN POOL MA15252016-03-092022-08-31$611$633-$22-$22
2151.7 FEDERAL NATL MTG ASSN POOL MA28032017-10-192022-08-31$2,152$2,160-$8-$8
2072.88 FEDERAL NATL MTG ASSN POOL MA36642022-08-192022-08-31$2,073$2,069$4$4
621.28 FEDERAL NATL MTG ASSN POOL MA41572020-10-092022-08-31$621$625-$4-$4
1455.87 FEDERAL NATL MTG ASSN POOL MA42612021-01-272022-08-31$1,456$1,517-$61-$61
1481.7 FEDERAL NATL MTG ASSN POOL MA45652022-03-182022-08-31$1,482$1,502-$20-$20
1636.78 FEDERAL NATL MTG ASSN POOL MA46562022-07-082022-08-31$1,637$1,638-$1-$1
140.37 FEDERAL NATL MTG ASSN POOL AD71342010-07-212022-08-31$140$147-$7-$7
271.7 FEDERAL NATL MTG ASSN POOL AD63692010-06-222022-08-31$272$279-$7-$7
283.63 FEDERAL NATL MTG ASSN POOL AE09812011-10-172022-08-31$284$287-$3-$3
604.5 GOVT NATL MTG ASSN POOL AA82732012-08-282022-08-31$605$647-$42-$42
2115.76 GOVT NATL MTG ASSN II POOL MA76502021-10-272022-08-31$2,116$2,211-$95-$95
392.4 GOVT NATL MTG ASSN POOL 7443712012-02-162022-08-31$392$420-$28-$28
150. HARMONIC INC2019-07-102022-08-31$1,684$1,119$565$565
100. MUELLER INDUSTRIES INC2019-09-272022-08-31$6,372$2,880$3,492$3,492
126. PARKER HANNIFIN CORP2022-08-31$33,516$37,514-$3,998-$3,998
50. SITIME CORP2022-08-31$5,332$9,631-$4,299-$4,299
180. SITIME CORP2022-08-31$19,143$33,351-$14,208-$14,208
10. SITIME CORP2022-06-132022-08-31$1,078$1,802-$724-$724
2012.28 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222022-09-01$2,012$2,039-$27-$27
150. MUELLER INDUSTRIES INC2022-09-01$9,328$4,260$5,068$5,068
14. PARKER HANNIFIN CORP2021-06-242022-09-01$3,688$4,134-$446-$446
50. SCIENCE APPLICATIONS INTE-WI2022-09-01$4,623$4,663-$40-$40
30. SITIME CORP2022-05-112022-09-01$2,996$5,212-$2,216-$2,216
30. SITIME CORP2022-05-112022-09-01$2,996$5,099-$2,103-$2,103
40. SITIME CORP2022-05-112022-09-01$3,891$6,798-$2,907-$2,907
80. SITIME CORP2022-09-01$8,033$13,554-$5,521-$5,521
60. IRONWOOD PHARMACEUTICALS INC2019-05-152022-09-02$660$590$70$70
1364. OPEN TEXT CORP SEDOL 26556572020-05-262022-09-02$40,867$55,268-$14,401-$14,401
70. SITIME CORP2022-09-02$7,108$11,378-$4,270-$4,270
490. IRONWOOD PHARMACEUTICALS INC2019-05-152022-09-07$5,245$4,821$424$424
50. IRONWOOD PHARMACEUTICALS INC2019-05-152022-09-07$534$492$42$42
20. ATKORE INC2022-08-052022-09-08$1,694$1,796-$102-$102
10. ATKORE INC2021-02-252022-09-08$847$700$147$147
80. ATKORE INC2021-02-252022-09-08$6,779$5,599$1,180$1,180
140. IRONWOOD PHARMACEUTICALS INC2019-05-152022-09-08$1,492$1,377$115$115
1130. IRONWOOD PHARMACEUTICALS INC2022-09-08$12,186$11,092$1,094$1,094
60. IRONWOOD PHARMACEUTICALS INC2020-09-212022-09-08$648$585$63$63
90. ATKORE INC2021-02-252022-09-09$7,886$6,299$1,587$1,587
70. ATKORE INC2021-02-252022-09-12$6,191$4,899$1,292$1,292
100. COMFORT SYS USA INC2022-09-13$10,225$1,177$9,048$9,048
19000. VALERO ENERGY CORP CALL 03/01/2028 UNSC2019-03-212022-09-13$18,864$19,350-$486-$486
10. ATKORE INC2021-02-252022-09-14$806$700$106$106
20. ATKORE INC2021-02-252022-09-14$1,617$1,400$217$217
601. AVANTOR INC2022-05-132022-09-14$14,226$18,498-$4,272-$4,272
2100. AVANTOR INC2022-09-14$49,709$63,603-$13,894-$13,894
961.47 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212022-09-15$961$961
1. PETROBRAS 71654V4082001-01-012022-09-15$142$142$142
50. SPECTRUM BRANDS HLDGS INC2018-04-262022-09-15$2,555$3,094-$539-$539
100000. USA TREASURY NOTES 01.625% DUE 05/15/20262022-09-15$92,574$95,065-$2,491-$2,491
55000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-08-182022-09-15$52,336$53,036-$700-$700
125000. 7-ELEVEN INC SER 144A CALL 02/10/20222021-01-282022-09-20$118,528$125,000-$6,472-$6,472
35000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-11-152022-09-22$33,074$36,237-$3,163-$3,163
110000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-09-22$103,946$114,436-$10,490-$10,490
20000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-11-152022-09-22$18,895$20,707-$1,812-$1,812
50000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-09-22$47,236$51,667-$4,431-$4,431
70. FIRST CITIZENS BANCSHARES INC2022-09-23$55,830$59,712-$3,882-$3,882
5. FIRST CITIZENS BANCSHARES INC2021-08-062022-09-23$3,988$4,405-$417-$417
80000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-06-092022-09-23$75,541$78,925-$3,384-$3,384
55000. USA TREASURY NOTES 00.625% DUE 05/15/20302022-07-292022-09-23$43,661$47,266-$3,605-$3,605
65000. USA TREASURY NOTES 00.625% DUE 05/15/20302022-09-23$51,599$59,043-$7,444-$7,444
55000. USA TREASURY NOTES 01.125% DUE 02/15/20312022-09-23$44,883$53,580-$8,697-$8,697
50. WESTERN ALLIANCE BANCORP2019-07-252022-09-23$3,432$2,427$1,005$1,005
60. ATKORE INC2021-02-252022-09-26$4,281$4,199$82$82
40. HEXCEL CORP2022-08-052022-09-26$2,106$2,462-$356-$356
30. HEXCEL CORP2020-11-242022-09-26$1,580$1,601-$21-$21
60. HEXCEL CORP2022-09-26$3,163$3,178-$15-$15
75000. WELLS FARGO & COMPANY SER MTN CALL 06/02/2023 @ 1002022-09-26$73,265$75,013-$1,748-$1,748
50. WESTERN ALLIANCE BANCORP2019-09-182022-09-26$3,442$2,324$1,118$1,118
170. ATKORE INC2022-09-27$12,216$11,794$422$422
30. ATKORE INC2021-03-052022-09-27$2,170$2,065$105$105
80. ATKORE INC2021-03-052022-09-27$5,691$5,506$185$185
130. HEXCEL CORP2020-12-022022-09-27$6,877$6,881-$4-$4
30. HEXCEL CORP2022-09-27$1,592$1,584$8$8
100. HEXCEL CORP2022-09-27$5,342$5,253$89$89
10. SPHERE ENTERTAINMENT CO2022-02-172022-09-27$486$801-$315-$315
40. SPHERE ENTERTAINMENT CO2022-02-172022-09-27$1,893$3,202-$1,309-$1,309
40. SPHERE ENTERTAINMENT CO2022-02-172022-09-27$1,892$3,202-$1,310-$1,310
50. SPHERE ENTERTAINMENT CO2022-02-172022-09-27$2,426$4,003-$1,577-$1,577
45000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-06-292022-09-27$44,339$45,593-$1,254-$1,254
45000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-06-292022-09-27$44,341$45,593-$1,252-$1,252
25000. USA TREASURY NOTES 02.500% DUE 08/15/20232022-01-272022-09-27$24,634$25,328-$694-$694
45000. USA TREASURY NOTES 02.500% DUE 08/15/20232022-09-27$44,341$45,551-$1,210-$1,210
50. ATKORE INC2021-03-052022-09-28$3,666$3,441$225$225
70. DICK'S SPORTING GOODS, INC.2021-12-152022-09-28$7,825$7,312$513$513
89. DICK'S SPORTING GOODS, INC.2021-12-152022-09-28$9,940$9,297$643$643
140. HEXCEL CORP2022-09-28$7,415$7,353$62$62
94. HOME DEPOT INC2021-12-152022-09-28$25,850$37,769-$11,919-$11,919
81. HOME DEPOT INC2021-06-242022-09-28$22,275$25,397-$3,122-$3,122
290. SPHERE ENTERTAINMENT CO2022-09-28$13,744$23,198-$9,454-$9,454
10. SPHERE ENTERTAINMENT CO2022-02-172022-09-28$478$799-$321-$321
100. SPHERE ENTERTAINMENT CO2022-09-28$4,755$7,985-$3,230-$3,230
25000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-06-092022-09-28$23,622$24,664-$1,042-$1,042
40000. USA TREASURY NOTES 01.625% DUE 05/15/20262022-08-092022-09-28$36,694$37,901-$1,207-$1,207
484. WILLIAMS SONOMA INC2021-02-102022-09-28$60,331$61,397-$1,066-$1,066
110. SPHERE ENTERTAINMENT CO2022-09-29$5,046$8,758-$3,712-$3,712
40. SPHERE ENTERTAINMENT CO2022-02-222022-09-29$1,805$3,175-$1,370-$1,370
10. SPHERE ENTERTAINMENT CO2022-02-222022-09-29$453$794-$341-$341
60. NEWMARK GROUP INC-CLASS A2018-01-112022-09-29$476$958-$482-$482
140. NEWMARK GROUP INC-CLASS A2018-01-112022-09-29$1,105$2,236-$1,131-$1,131
164.88 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182022-09-30$165$175-$10-$10
401.29 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022022-09-30$401$427-$26-$26
183.54 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142022-09-30$184$190-$6-$6
295.41 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112022-09-30$295$305-$10-$10
863.96 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072022-09-30$864$901-$37-$37
2726.22 FEDERAL HOME LOAN MTG CORP POOL SD81862022-04-212022-09-30$2,726$2,655$71$71
948.84 FEDERAL HOME LOAN MTG CORP POOL SD82222022-05-262022-09-30$949$954-$5-$5
1109.53 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112022-09-30$1,110$1,146-$36-$36
1561.76 FEDERAL HOME LOAN MTG CORP POOL QE23632022-05-122022-09-30$1,562$1,529$33$33
479.28 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192022-09-30$479$506-$27-$27
711.38 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292022-09-30$711$741-$30-$30
652.09 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182022-09-30$652$676-$24-$24
1550.46 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122022-09-30$1,550$1,590-$40-$40
441.81 FEDERAL NATL MTG ASSN POOL AL19482014-01-212022-09-30$442$457-$15-$15
220.37 FEDERAL NATL MTG ASSN POOL AL22422015-05-112022-09-30$220$233-$13-$13
330.71 FEDERAL NATL MTG ASSN POOL AL31912015-04-282022-09-30$331$341-$10-$10
1366.32 FEDERAL NATL MTG ASSN POOL AO59402012-06-182022-09-30$1,366$1,422-$56-$56
1533.6 FEDERAL NATL MTG ASSN POOL AP04952015-05-122022-09-30$1,534$1,590-$56-$56
658.68 FEDERAL NATL MTG ASSN POOL AP21332014-11-192022-09-30$659$678-$19-$19
1034.85 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202022-09-30$1,035$1,074-$39-$39
171.09 FEDERAL NATL MTG ASSN POOL AS38412015-05-202022-09-30$171$175-$4-$4
415.39 FEDERAL NATL MTG ASSN POOL AS53852015-09-112022-09-30$415$439-$24-$24
324.61 FEDERAL NATL MTG ASSN POOL AS61112016-04-152022-09-30$325$345-$20-$20
314.44 FEDERAL NATL MTG ASSN POOL AS71552016-06-172022-09-30$314$323-$9-$9
285.48 FEDERAL NATL MTG ASSN POOL AS73432017-06-282022-09-30$285$287-$2-$2
395.39 FEDERAL NATL MTG ASSN POOL AT21272014-11-142022-09-30$395$396-$1-$1
750.2 FEDERAL NATL MTG ASSN POOL AT78992015-09-152022-09-30$750$774-$24-$24
26.87 FEDERAL NATL MTG ASSN POOL 7250422005-05-122022-09-30$27$27
15.94 FEDERAL NATL MTG ASSN POOL 7287092003-12-182022-09-30$16$16
9.86 FEDERAL NATL MTG ASSN POOL 7351412005-04-292022-09-30$10$10
85.48 FEDERAL NATL MTG ASSN POOL 7391872003-09-102022-09-30$85$86-$1-$1
25.98 FEDERAL NATL MTG ASSN POOL 7450872006-06-082022-09-30$26$25$1$1
13.06 FEDERAL NATL MTG ASSN POOL 8142602005-03-102022-09-30$13$13
76.45 FEDERAL NATL MTG ASSN POOL BC44422018-09-142022-09-30$76$73$3$3
622.26 FEDERAL NATL MTG ASSN POOL BM32602018-10-042022-09-30$622$608$14$14
974.63 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122022-09-30$975$995-$20-$20
1219.15 FEDERAL NATL MTG ASSN POOL BR26192021-01-252022-09-30$1,219$1,261-$42-$42
1339.28 FEDERAL NATL MTG ASSN POOL BU87392022-06-132022-09-30$1,339$1,305$34$34
44.79 FEDERAL NATL MTG ASSN POOL CA53852020-10-092022-09-30$45$49-$4-$4
1155.43 FEDERAL NATL MTG ASSN POOL CA48602019-12-062022-09-30$1,155$1,176-$21-$21
1284.07 FEDERAL NATL MTG ASSN POOL CA66382020-12-102022-09-30$1,284$1,350-$66-$66
594.68 FEDERAL NATL MTG ASSN POOL CA69432020-08-252022-09-30$595$615-$20-$20
2162.88 FEDERAL NATL MTG ASSN POOL CA77342020-11-202022-09-30$2,163$2,274-$111-$111
237.26 FEDERAL NATL MTG ASSN POOL CB30132022-08-172022-09-30$237$210$27$27
2662.67 FEDERAL NATL MTG ASSN POOL CB32332022-06-072022-09-30$2,663$2,532$131$131
79.04 FEDERAL NATL MTG ASSN POOL FM12212019-09-192022-09-30$79$82-$3-$3
1835.59 FEDERAL NATL MTG ASSN POOL FM35222020-07-242022-09-30$1,836$1,938-$102-$102
1030.75 FEDERAL NATL MTG ASSN POOL FM41382020-09-172022-09-30$1,031$1,085-$54-$54
2408.13 FEDERAL NATL MTG ASSN POOL FM53282021-01-122022-09-30$2,408$2,461-$53-$53
639.59 FEDERAL NATL MTG ASSN POOL FM74112021-10-152022-09-30$640$642-$2-$2
1927.82 FEDERAL NATL MTG ASSN POOL FM82482021-07-232022-09-30$1,928$2,015-$87-$87
1139.37 FEDERAL NATL MTG ASSN POOL FS08932022-03-172022-09-30$1,139$1,126$13$13
2296.17 FEDERAL NATL MTG ASSN POOL FS15522022-09-232022-09-30$2,296$1,953$343$343
288.74 FEDERAL NATL MTG ASSN POOL AB18452011-08-162022-09-30$289$298-$9-$9
427.79 FEDERAL NATL MTG ASSN POOL AB20772011-04-152022-09-30$428$422$6$6
133.78 FEDERAL NATL MTG ASSN POOL AB45252012-05-162022-09-30$134$140-$6-$6
321.66 FEDERAL NATL MTG ASSN POOL AB78592013-07-112022-09-30$322$322
1529.37 FEDERAL NATL MTG ASSN POOL AC36682010-10-052022-09-30$1,529$1,580-$51-$51
93.83 FEDERAL NATL MTG ASSN POOL MA05622014-02-102022-09-30$94$100-$6-$6
177.87 FEDERAL NATL MTG ASSN POOL MA12362014-09-042022-09-30$178$182-$4-$4
542.11 FEDERAL NATL MTG ASSN POOL MA14302015-05-122022-09-30$542$547-$5-$5
340.77 FEDERAL NATL MTG ASSN POOL MA15252016-03-092022-09-30$341$353-$12-$12
1981.02 FEDERAL NATL MTG ASSN POOL MA28032017-10-192022-09-30$1,981$1,989-$8-$8
1176.03 FEDERAL NATL MTG ASSN POOL MA36642022-08-192022-09-30$1,176$1,174$2$2
619.19 FEDERAL NATL MTG ASSN POOL MA41572020-10-092022-09-30$619$623-$4-$4
1444.86 FEDERAL NATL MTG ASSN POOL MA42612021-01-272022-09-30$1,445$1,505-$60-$60
1021.44 FEDERAL NATL MTG ASSN POOL MA45652022-03-182022-09-30$1,021$1,036-$15-$15
1337.97 FEDERAL NATL MTG ASSN POOL MA46562022-07-082022-09-30$1,338$1,339-$1-$1
702.05 FEDERAL NATL MTG ASSN POOL MA47852022-09-152022-09-30$702$701$1$1
559.81 FEDERAL NATL MTG ASSN POOL AD71342010-07-212022-09-30$560$587-$27-$27
407.96 FEDERAL NATL MTG ASSN POOL AD63692010-06-222022-09-30$408$419-$11-$11
293.54 FEDERAL NATL MTG ASSN POOL AE09812011-10-172022-09-30$294$297-$3-$3
236.6 GOVT NATL MTG ASSN POOL AA82732012-08-282022-09-30$237$253-$16-$16
2005.5 GOVT NATL MTG ASSN II POOL MA76502021-10-272022-09-30$2,006$2,096-$90-$90
172.3 GOVT NATL MTG ASSN POOL 7443712012-02-162022-09-30$172$184-$12-$12
70. IRONWOOD PHARMACEUTICALS INC2020-09-212022-09-30$726$683$43$43
620. IRONWOOD PHARMACEUTICALS INC2022-09-30$6,508$5,963$545$545
240. IRONWOOD PHARMACEUTICALS INC2020-03-182022-09-30$2,491$2,254$237$237
10. SPHERE ENTERTAINMENT CO2022-02-222022-09-30$444$794-$350-$350
70. SPHERE ENTERTAINMENT CO2022-09-30$3,188$5,517-$2,329-$2,329
1219.48 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222022-10-01$1,219$1,235-$16-$16
150. CROSS COUNTRY HEALTHCARE INC2022-05-032022-10-03$4,761$2,615$2,146$2,146
700. GLATFELTER CORP2022-10-03$2,189$9,868-$7,679-$7,679
270. IRONWOOD PHARMACEUTICALS INC2020-03-182022-10-03$2,802$2,536$266$266
380. IRONWOOD PHARMACEUTICALS INC2020-03-182022-10-03$3,961$3,569$392$392
70. SPHERE ENTERTAINMENT CO2022-02-182022-10-03$3,213$5,510-$2,297-$2,297
460. SPHERE ENTERTAINMENT CO2022-10-03$20,827$35,594-$14,767-$14,767
100. SPHERE ENTERTAINMENT CO2022-10-03$4,575$7,451-$2,876-$2,876
30. SPHERE ENTERTAINMENT CO2022-02-232022-10-03$1,370$2,229-$859-$859
270. NEWMARK GROUP INC-CLASS A2022-10-03$2,250$4,292-$2,042-$2,042
130. NEWMARK GROUP INC-CLASS A2022-10-03$1,082$2,049-$967-$967
150. TRINSEO PLC SEDOL BP482972022-10-03$2,874$10,000-$7,126-$7,126
900. PLAYA HOTELS & RESORTS NV SEDOL2022-10-03$5,215$6,703-$1,488-$1,488
120. PLAYA HOTELS & RESORTS NV SEDOL2021-02-192022-10-03$695$843-$148-$148
580. PLAYA HOTELS & RESORTS NV SEDOL2022-10-03$3,355$4,062-$707-$707
200. CROSS COUNTRY HEALTHCARE INC2020-01-142022-10-04$6,841$1,946$4,895$4,895
1290. GLATFELTER CORP2022-10-04$4,292$17,077-$12,785-$12,785
120. IRONWOOD PHARMACEUTICALS INC2020-03-182022-10-04$1,258$1,127$131$131
620. IRONWOOD PHARMACEUTICALS INC2020-03-182022-10-04$6,500$5,823$677$677
310. IRONWOOD PHARMACEUTICALS INC2020-03-182022-10-04$3,257$2,911$346$346
310. IRONWOOD PHARMACEUTICALS INC2020-03-182022-10-04$3,264$2,911$353$353
30. SPHERE ENTERTAINMENT CO2022-02-232022-10-04$1,416$2,229-$813-$813
50. SPHERE ENTERTAINMENT CO2022-06-132022-10-04$2,357$2,974-$617-$617
60. SPHERE ENTERTAINMENT CO2022-10-04$2,818$3,567-$749-$749
150. OLD REPUBLIC INTERNATIONAL CORP2021-09-302022-10-04$3,329$3,534-$205-$205
150. PGT INNOVATIONS INC2022-10-04$3,420$2,316$1,104$1,104
50. TRINSEO PLC SEDOL BP482972022-01-122022-10-04$988$2,902-$1,914-$1,914
100. TRINSEO PLC SEDOL BP482972021-09-292022-10-04$1,976$5,563-$3,587-$3,587
30. PLAYA HOTELS & RESORTS NV SEDOL2021-02-172022-10-04$179$210-$31-$31
2750. PLAYA HOTELS & RESORTS NV SEDOL2022-10-04$16,305$19,243-$2,938-$2,938
310. GLATFELTER CORP2022-10-05$983$3,425-$2,442-$2,442
160. IRONWOOD PHARMACEUTICALS INC2020-03-182022-10-05$1,663$1,503$160$160
280. IRONWOOD PHARMACEUTICALS INC2020-03-182022-10-05$2,911$2,630$281$281
1360. IRONWOOD PHARMACEUTICALS INC2022-10-05$14,151$12,655$1,496$1,496
70. IRONWOOD PHARMACEUTICALS INC2019-08-142022-10-05$728$643$85$85
50. REGAL REXNORD CORPORATION2021-10-052022-10-05$7,584$7,244$340$340
370. WNS HOLDINGS LTD ADR2022-10-05$30,917$26,879$4,038$4,038
40. WNS HOLDINGS LTD ADR2021-02-012022-10-05$3,342$2,802$540$540
130. WNS HOLDINGS LTD ADR2022-10-05$10,907$8,850$2,057$2,057
10. WNS HOLDINGS LTD ADR2020-04-302022-10-05$839$484$355$355
50. WNS HOLDINGS LTD ADR2020-04-302022-10-05$4,232$2,419$1,813$1,813
30. PLAYA HOTELS & RESORTS NV SEDOL2021-03-042022-10-05$176$209-$33-$33
2240. PLAYA HOTELS & RESORTS NV SEDOL2022-10-05$12,985$15,520-$2,535-$2,535
114. INTUIT SOFTWARE2021-10-182022-10-06$47,179$63,667-$16,488-$16,488
6. INTUIT SOFTWARE2021-07-162022-10-06$2,483$3,020-$537-$537
208. MICROSOFT CORP2021-07-162022-10-06$51,641$58,483-$6,842-$6,842
150. PGT INNOVATIONS INC2019-11-152022-10-06$3,470$2,188$1,282$1,282
119. SERVICE NOW INC2021-07-162022-10-06$50,075$66,708-$16,633-$16,633
40. PLAYA HOTELS & RESORTS NV SEDOL2021-02-162022-10-06$229$276-$47-$47
840. PLAYA HOTELS & RESORTS NV SEDOL2021-02-162022-10-06$4,723$5,804-$1,081-$1,081
250. PLAYA HOTELS & RESORTS NV SEDOL2021-02-162022-10-06$1,406$1,728-$322-$322
25. DECKERS OUTDOOR CORP2022-10-07$8,326$7,108$1,218$1,218
200. GLATFELTER CORP2000-09-082022-10-07$537$2,200-$1,663-$1,663
150. TRINSEO PLC SEDOL BP482972022-10-07$2,769$8,156-$5,387-$5,387
800. PLAYA HOTELS & RESORTS NV SEDOL2021-02-162022-10-07$4,418$5,528-$1,110-$1,110
250. COMMERCIAL METALS CO2022-10-10$9,921$4,774$5,147$5,147
100. TRINSEO PLC SEDOL BP482972022-10-10$1,876$5,293-$3,417-$3,417
15. TRINSEO PLC SEDOL BP482972021-08-052022-10-10$281$767-$486-$486
330. PLAYA HOTELS & RESORTS NV SEDOL2021-02-162022-10-10$1,814$2,280-$466-$466
140. PLAYA HOTELS & RESORTS NV SEDOL2021-02-162022-10-10$772$967-$195-$195
620. PLAYA HOTELS & RESORTS NV SEDOL2021-02-162022-10-10$3,356$4,284-$928-$928
900. GLATFELTER CORP2022-10-11$2,419$9,881-$7,462-$7,462
200. TIMKENSTEEL CORP2021-05-142022-10-11$3,322$2,866$456$456
150. WNS HOLDINGS LTD ADR2020-04-302022-10-11$12,363$7,256$5,107$5,107
50. TRINSEO PLC SEDOL BP482972022-03-302022-10-11$928$2,506-$1,578-$1,578
385. TRINSEO PLC SEDOL BP482972022-10-11$7,148$14,676-$7,528-$7,528
550. PLAYA HOTELS & RESORTS NV SEDOL2021-02-162022-10-11$2,990$3,801-$811-$811
240. PLAYA HOTELS & RESORTS NV SEDOL2021-02-162022-10-11$1,309$1,658-$349-$349
80. PLAYA HOTELS & RESORTS NV SEDOL2021-02-162022-10-11$440$553-$113-$113
70. PLAYA HOTELS & RESORTS NV SEDOL2022-07-012022-10-11$382$482-$100-$100
210. PLAYA HOTELS & RESORTS NV SEDOL2021-02-162022-10-11$1,145$1,451-$306-$306
20. MAXLINEAR INC COMMON STOCK2022-05-032022-10-12$624$1,012-$388-$388
30. MAXLINEAR INC COMMON STOCK2022-05-032022-10-12$936$1,517-$581-$581
90. MAXLINEAR INC COMMON STOCK2022-05-032022-10-12$2,834$4,552-$1,718-$1,718
50. MUELLER INDUSTRIES INC2020-07-282022-10-12$3,086$1,410$1,676$1,676
150. STRIDE INC2022-10-12$6,744$3,148$3,596$3,596
45000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-06-092022-10-12$42,145$44,395-$2,250-$2,250
15000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-06-072022-10-12$14,108$15,490-$1,382-$1,382
60000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-10-12$56,433$61,692-$5,259-$5,259
80000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-08-152022-10-12$75,259$77,894-$2,635-$2,635
10000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-03-172022-10-12$9,407$10,193-$786-$786
70000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-10-12$65,852$71,411-$5,559-$5,559
140. WNS HOLDINGS LTD ADR2022-10-12$11,409$6,725$4,684$4,684
500. PLAYA HOTELS & RESORTS NV SEDOL2022-10-12$2,755$3,445-$690-$690
460. PLAYA HOTELS & RESORTS NV SEDOL2022-10-12$2,532$3,165-$633-$633
20. U-HAUL HOLDING COMPANY2013-02-112022-10-13$10,499$2,825$7,674$7,674
500. GLATFELTER CORP2022-10-13$1,117$5,400-$4,283-$4,283
200. NEWMARK GROUP INC-CLASS A2018-01-112022-10-13$1,719$3,147-$1,428-$1,428
400. SUMMIT HOTEL PROPERTIES INC REITS2022-10-13$2,829$3,876-$1,047-$1,047
100. SUMMIT HOTEL PROPERTIES INC REITS2021-04-162022-10-13$707$998-$291-$291
200. TRINSEO PLC SEDOL BP482972022-10-13$3,722$5,977-$2,255-$2,255
840. PLAYA HOTELS & RESORTS NV SEDOL2022-10-13$4,649$5,769-$1,120-$1,120
690. PLAYA HOTELS & RESORTS NV SEDOL2022-10-13$3,819$4,734-$915-$915
90. PLAYA HOTELS & RESORTS NV SEDOL2021-02-182022-10-13$485$616-$131-$131
90. PLAYA HOTELS & RESORTS NV SEDOL2022-10-13$494$614-$120-$120
50. PLAYA HOTELS & RESORTS NV SEDOL2021-02-182022-10-13$275$342-$67-$67
65000. WEC ENERGY GROUP INC CALL 08/27/2025 UNSC2022-09-222022-10-14$64,539$64,953-$414-$414
170. PLAYA HOTELS & RESORTS NV SEDOL2022-06-302022-10-14$972$1,157-$185-$185
260. PLAYA HOTELS & RESORTS NV SEDOL2022-10-14$1,487$1,737-$250-$250
300. PLAYA HOTELS & RESORTS NV SEDOL2021-02-122022-10-14$1,720$1,973-$253-$253
50. PLAYA HOTELS & RESORTS NV SEDOL2021-02-122022-10-17$287$329-$42-$42
260. PLAYA HOTELS & RESORTS NV SEDOL2021-02-122022-10-17$1,495$1,710-$215-$215
240. PLAYA HOTELS & RESORTS NV SEDOL2021-02-122022-10-17$1,374$1,578-$204-$204
190. ENCORE WIRE CORP2022-10-18$24,168$26,034-$1,866-$1,866
150. OLD REPUBLIC INTERNATIONAL CORP2022-10-18$3,483$2,786$697$697
80. PLAYA HOTELS & RESORTS NV SEDOL2021-02-122022-10-18$468$526-$58-$58
450. PLAYA HOTELS & RESORTS NV SEDOL2022-10-18$2,599$2,946-$347-$347
360. PLAYA HOTELS & RESORTS NV SEDOL2021-02-122022-10-18$2,095$2,342-$247-$247
150. COMMERCIAL METALS CO2017-11-282022-10-19$6,439$2,864$3,575$3,575
50000. JPMORGAN CHASE & CO SR UNSEC2018-11-282022-10-19$49,049$50,000-$951-$951
310. OPTION CARE HEALTH INC2021-06-282022-10-19$10,389$6,803$3,586$3,586
40. OPTION CARE HEALTH INC2021-06-282022-10-19$1,341$878$463$463
200. SUMMIT HOTEL PROPERTIES INC REITS2022-02-242022-10-19$1,583$1,934-$351-$351
95000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-10-19$87,971$93,059-$5,088-$5,088
40000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-08-152022-10-19$37,359$38,942-$1,583-$1,583
420. PLAYA HOTELS & RESORTS NV SEDOL2021-02-122022-10-19$2,382$2,732-$350-$350
90. OPTION CARE HEALTH INC2021-06-282022-10-20$2,951$1,975$976$976
430. OPTION CARE HEALTH INC2021-06-282022-10-20$14,341$9,436$4,905$4,905
140. OPTION CARE HEALTH INC2021-06-282022-10-20$4,621$3,072$1,549$1,549
55000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-08-302022-10-20$50,699$53,855-$3,156-$3,156
80000. USA TREASURY NOTES 02.375% DUE 08/15/20242022-09-202022-10-20$76,791$77,619-$828-$828
30000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-10-20$27,945$29,176-$1,231-$1,231
70000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-08-182022-10-20$65,795$67,501-$1,706-$1,706
280. PLAYA HOTELS & RESORTS NV SEDOL2021-02-122022-10-20$1,606$1,821-$215-$215
550. PLAYA HOTELS & RESORTS NV SEDOL2022-10-20$3,118$3,574-$456-$456
100. ATKORE INC2022-10-21$9,040$6,866$2,174$2,174
90. ATKORE INC2022-10-21$8,140$6,128$2,012$2,012
40. ENCORE WIRE CORP2022-01-062022-10-21$5,169$5,434-$265-$265
40. ENCORE WIRE CORP2022-10-21$5,169$5,374-$205-$205
90. ENCORE WIRE CORP2021-10-292022-10-21$11,597$12,091-$494-$494
20. ENCORE WIRE CORP2021-10-292022-10-21$2,577$2,687-$110-$110
110. MAXLINEAR INC COMMON STOCK2022-05-032022-10-21$3,455$5,564-$2,109-$2,109
640. MAXLINEAR INC COMMON STOCK2022-10-21$20,131$31,843-$11,712-$11,712
650. OPTION CARE HEALTH INC2021-06-282022-10-21$21,658$14,264$7,394$7,394
290. PLAYA HOTELS & RESORTS NV SEDOL2021-02-122022-10-21$1,644$1,881-$237-$237
610. PLAYA HOTELS & RESORTS NV SEDOL2021-02-122022-10-21$3,485$3,901-$416-$416
560. PLAYA HOTELS & RESORTS NV SEDOL2022-10-21$3,178$3,581-$403-$403
20. ATKORE INC2021-02-262022-10-24$1,871$1,360$511$511
300. CROSS COUNTRY HEALTHCARE INC2020-01-142022-10-24$11,331$2,920$8,411$8,411
250. HARMONIC INC2019-07-102022-10-24$3,740$1,865$1,875$1,875
430. MAXLINEAR INC COMMON STOCK2022-10-24$13,411$19,619-$6,208-$6,208
200. NEWMARK GROUP INC-CLASS A2018-01-112022-10-24$1,782$3,147-$1,365-$1,365
60. OPTION CARE HEALTH INC2021-06-282022-10-24$2,037$1,317$720$720
100. OPTION CARE HEALTH INC2021-06-282022-10-24$3,377$2,194$1,183$1,183
120. OPTION CARE HEALTH INC2021-06-282022-10-24$4,067$2,633$1,434$1,434
150. PULTE GROUP INC2020-12-142022-10-24$5,684$6,406-$722-$722
50000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-08-302022-10-24$46,268$48,959-$2,691-$2,691
15000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-08-092022-10-24$14,033$14,573-$540-$540
300. ATLASSIAN CORP CL A SEDOL BQ1PC762020-05-142022-10-25$59,863$52,999$6,864$6,864
1733. DASSAULT SYSTEMS SA SPON ADR2004-08-092022-10-25$62,140$7,362$54,778$54,778
200. HOPE BANCORP INC2022-10-25$2,668$2,082$586$586
570. MAXLINEAR INC COMMON STOCK2022-10-25$18,531$23,647-$5,116-$5,116
250. OPTION CARE HEALTH INC2021-06-282022-10-25$8,644$5,486$3,158$3,158
1118. TAIWAN SEMICONDUCTOR MTG CO ADR2012-04-132022-10-25$67,242$16,925$50,317$50,317
65000. USA TREASURY NOTES 03.125% DUE 05/15/20482022-10-25$52,203$76,991-$24,788-$24,788
45000. UNITEDHEALTH GROUP INC CALL 11/15/2049 UNSC2020-05-132022-10-25$27,878$43,731-$15,853-$15,853
13.491 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2020-05-262022-10-25$27,529$27,529
261. ASML HOLDING NV-NY SEDOL B908F012009-06-242022-10-25$125,715$7,076$118,639$118,639
485. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN72022-10-25$71,297$39,734$31,563$31,563
60000. KEYCORP SER MTN CALL 06/01/20322022-05-162022-10-26$54,498$60,000-$5,502-$5,502
5000. USA TREASURY NOTES 01.125% DUE 02/15/20312021-11-302022-10-26$4,020$4,866-$846-$846
25000. USA TREASURY NOTES 01.125% DUE 02/15/20312021-11-302022-10-26$20,098$24,329-$4,231-$4,231
40000. USA TREASURY NOTES 01.125% DUE 02/15/20312021-09-292022-10-26$32,156$38,938-$6,782-$6,782
50. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S2021-12-232022-10-27$2,983$2,577$406$406
450. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S2022-10-27$26,847$4,087$22,760$22,760
150. M D C HLDGS INC COM2022-10-27$4,749$3,854$895$895
60. MAXLINEAR INC COMMON STOCK2022-07-292022-10-27$1,853$2,434-$581-$581
40000. USA TREASURY NOTES 02.375% DUE 08/15/20242022-09-202022-10-27$38,613$38,809-$196-$196
20000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-08-092022-10-27$18,778$19,430-$652-$652
50000. USA TREASURY NOTES 02.125% DUE 11/30/20232021-12-102022-10-27$48,754$50,802-$2,048-$2,048
25000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-03-302022-10-27$24,619$25,243-$624-$624
215. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S2022-10-28$12,848$1,176$11,672$11,672
35. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S2009-04-292022-10-28$2,091$179$1,912$1,912
220. BLACKLINE INC2022-10-28$12,572$21,461-$8,889-$8,889
520. BLACKLINE INC2022-10-28$29,768$46,682-$16,914-$16,914
190. BLACKLINE INC2022-10-28$10,868$16,799-$5,931-$5,931
682. META PLATFORMS INC2021-11-052022-10-28$67,073$232,761-$165,688-$165,688
1315. META PLATFORMS INC2021-02-162022-10-28$129,328$360,935-$231,607-$231,607
1. WELLS FARGO & CO XXX-XX-XXXX CLASS ACTION2001-01-012022-10-28$533$25$508$508
60. MAXLINEAR INC COMMON STOCK2022-10-28$1,911$2,427-$516-$516
160. MAXLINEAR INC COMMON STOCK2022-07-292022-10-28$5,078$6,435-$1,357-$1,357
100000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-08-092022-10-28$93,996$97,152-$3,156-$3,156
130000. USA TREASURY NOTES 02.500% DUE 08/15/20232022-10-28$127,959$131,373-$3,414-$3,414
25000. USA TREASURY NOTES 01.125% DUE 02/15/20312022-10-28$20,087$24,273-$4,186-$4,186
50. AMN HEALTHCARE SERVICES2014-02-262022-10-31$6,308$695$5,613$5,613
400. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S2009-04-292022-10-31$24,031$2,040$21,991$21,991
140. BLACKLINE INC2020-09-252022-10-31$7,882$12,363-$4,481-$4,481
60. BLACKLINE INC2020-09-252022-10-31$3,382$5,298-$1,916-$1,916
161.07 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182022-10-31$161$170-$9-$9
103.86 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022022-10-31$104$111-$7-$7
199.08 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142022-10-31$199$207-$8-$8
454.64 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112022-10-31$455$469-$14-$14
813.49 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072022-10-31$813$848-$35-$35
1626.94 FEDERAL HOME LOAN MTG CORP POOL SD81862022-04-212022-10-31$1,627$1,584$43$43
915.54 FEDERAL HOME LOAN MTG CORP POOL SD82222022-05-262022-10-31$916$920-$4-$4
556.26 FEDERAL HOME LOAN MTG CORP POOL SD82682022-10-282022-10-31$556$552$4$4
1347.64 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112022-10-31$1,348$1,391-$43-$43
1038.75 FEDERAL HOME LOAN MTG CORP POOL QE23632022-05-122022-10-31$1,039$1,017$22$22
244.53 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192022-10-31$245$258-$13-$13
504.4 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292022-10-31$504$525-$21-$21
742.97 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182022-10-31$743$770-$27-$27
510.02 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122022-10-31$510$523-$13-$13
389.41 FEDERAL NATL MTG ASSN POOL AL19482014-01-212022-10-31$389$403-$14-$14
378.63 FEDERAL NATL MTG ASSN POOL AL22422015-05-112022-10-31$379$401-$22-$22
548.67 FEDERAL NATL MTG ASSN POOL AL31912015-04-282022-10-31$549$565-$16-$16
90.1 FEDERAL NATL MTG ASSN POOL AO59402012-06-182022-10-31$90$94-$4-$4
734.69 FEDERAL NATL MTG ASSN POOL AP04952015-05-122022-10-31$735$762-$27-$27
479.65 FEDERAL NATL MTG ASSN POOL AP21332014-11-192022-10-31$480$494-$14-$14
197.46 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202022-10-31$197$205-$8-$8
284.11 FEDERAL NATL MTG ASSN POOL AS38412015-05-202022-10-31$284$291-$7-$7
348.01 FEDERAL NATL MTG ASSN POOL AS53852015-09-112022-10-31$348$368-$20-$20
731.33 FEDERAL NATL MTG ASSN POOL AS61112016-04-152022-10-31$731$776-$45-$45
107.24 FEDERAL NATL MTG ASSN POOL AS71552016-06-172022-10-31$107$110-$3-$3
352.35 FEDERAL NATL MTG ASSN POOL AS73432017-06-282022-10-31$352$354-$2-$2
394.1 FEDERAL NATL MTG ASSN POOL AT21272014-11-142022-10-31$394$395-$1-$1
296.55 FEDERAL NATL MTG ASSN POOL AT78992015-09-152022-10-31$297$306-$9-$9
22.32 FEDERAL NATL MTG ASSN POOL 7250422005-05-122022-10-31$22$22
83.06 FEDERAL NATL MTG ASSN POOL 7287092003-12-182022-10-31$83$84-$1-$1
15.1 FEDERAL NATL MTG ASSN POOL 7351412005-04-292022-10-31$15$15
85.91 FEDERAL NATL MTG ASSN POOL 7391872003-09-102022-10-31$86$86
25.06 FEDERAL NATL MTG ASSN POOL 7450872006-06-082022-10-31$25$24$1$1
78.16 FEDERAL NATL MTG ASSN POOL 8142602005-03-102022-10-31$78$78
82.51 FEDERAL NATL MTG ASSN POOL BC44422018-09-142022-10-31$83$79$4$4
2920.91 FEDERAL NATL MTG ASSN POOL BK09222022-10-192022-10-31$2,921$2,783$138$138
463.39 FEDERAL NATL MTG ASSN POOL BM32602018-10-042022-10-31$463$453$10$10
1861.91 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122022-10-31$1,862$1,900-$38-$38
602.55 FEDERAL NATL MTG ASSN POOL BR26192021-01-252022-10-31$603$623-$20-$20
1762.96 FEDERAL NATL MTG ASSN POOL BU87392022-06-132022-10-31$1,763$1,718$45$45
1411.55 FEDERAL NATL MTG ASSN POOL CA53852020-10-092022-10-31$1,412$1,536-$124-$124
519.48 FEDERAL NATL MTG ASSN POOL CA48602019-12-062022-10-31$519$529-$10-$10
211.68 FEDERAL NATL MTG ASSN POOL CA66382020-12-102022-10-31$212$222-$10-$10
611.54 FEDERAL NATL MTG ASSN POOL CA69432020-08-252022-10-31$612$633-$21-$21
303.61 FEDERAL NATL MTG ASSN POOL CA77342020-11-202022-10-31$304$319-$15-$15
290.17 FEDERAL NATL MTG ASSN POOL CB30132022-08-172022-10-31$290$257$33$33
1521.06 FEDERAL NATL MTG ASSN POOL CB32332022-06-072022-10-31$1,521$1,446$75$75
2144.28 FEDERAL NATL MTG ASSN POOL CB48472022-10-122022-10-31$2,144$2,131$13$13
201.29 FEDERAL NATL MTG ASSN POOL FM12212019-09-192022-10-31$201$208-$7-$7
1593.63 FEDERAL NATL MTG ASSN POOL FM35222020-07-242022-10-31$1,594$1,682-$88-$88
710.48 FEDERAL NATL MTG ASSN POOL FM41382020-09-172022-10-31$710$748-$38-$38
1868.37 FEDERAL NATL MTG ASSN POOL FM53282021-01-122022-10-31$1,868$1,909-$41-$41
792.67 FEDERAL NATL MTG ASSN POOL FM74112021-10-152022-10-31$793$796-$3-$3
1987.3 FEDERAL NATL MTG ASSN POOL FM82482021-07-232022-10-31$1,987$2,077-$90-$90
1994.55 FEDERAL NATL MTG ASSN POOL FS08932022-03-172022-10-31$1,995$1,972$23$23
2545.5 FEDERAL NATL MTG ASSN POOL FS15522022-09-232022-10-31$2,546$2,165$381$381
692.93 FEDERAL NATL MTG ASSN POOL AB18452011-08-162022-10-31$693$715-$22-$22
364.29 FEDERAL NATL MTG ASSN POOL AB20772011-04-152022-10-31$364$360$4$4
133.2 FEDERAL NATL MTG ASSN POOL AB45252012-05-162022-10-31$133$140-$7-$7
326.89 FEDERAL NATL MTG ASSN POOL AB78592013-07-112022-10-31$327$328-$1-$1
596.91 FEDERAL NATL MTG ASSN POOL AC36682010-10-052022-10-31$597$616-$19-$19
381.69 FEDERAL NATL MTG ASSN POOL MA05622014-02-102022-10-31$382$405-$23-$23
173.63 FEDERAL NATL MTG ASSN POOL MA12362014-09-042022-10-31$174$178-$4-$4
495.08 FEDERAL NATL MTG ASSN POOL MA14302015-05-122022-10-31$495$499-$4-$4
896.48 FEDERAL NATL MTG ASSN POOL MA15252016-03-092022-10-31$896$930-$34-$34
1774.18 FEDERAL NATL MTG ASSN POOL MA28032017-10-192022-10-31$1,774$1,781-$7-$7
3165.58 FEDERAL NATL MTG ASSN POOL MA36642022-08-192022-10-31$3,166$3,160$6$6
494.21 FEDERAL NATL MTG ASSN POOL MA41572020-10-092022-10-31$494$497-$3-$3
1204.03 FEDERAL NATL MTG ASSN POOL MA42612021-01-272022-10-31$1,204$1,254-$50-$50
1146.79 FEDERAL NATL MTG ASSN POOL MA45652022-03-182022-10-31$1,147$1,163-$16-$16
901.93 FEDERAL NATL MTG ASSN POOL MA46562022-07-082022-10-31$902$902
1519.01 FEDERAL NATL MTG ASSN POOL MA47852022-09-152022-10-31$1,519$1,517$2$2
139.33 FEDERAL NATL MTG ASSN POOL AD71342010-07-212022-10-31$139$146-$7-$7
420.29 FEDERAL NATL MTG ASSN POOL AD63692010-06-222022-10-31$420$431-$11-$11
238.32 FEDERAL NATL MTG ASSN POOL AE09812011-10-172022-10-31$238$241-$3-$3
394.1 GOVT NATL MTG ASSN POOL AA82732012-08-282022-10-31$394$422-$28-$28
1840.31 GOVT NATL MTG ASSN II POOL MA76502021-10-272022-10-31$1,840$1,923-$83-$83
613.38 GOVT NATL MTG ASSN POOL 7443712012-02-162022-10-31$613$656-$43-$43
70000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-10-31$65,218$68,288-$3,070-$3,070
100. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S2009-04-292022-11-01$5,997$510$5,487$5,487
170. BLACKLINE INC2022-01-142022-11-01$9,355$14,986-$5,631-$5,631
60. BLACKLINE INC2020-09-252022-11-01$3,302$5,298-$1,996-$1,996
170. BLACKLINE INC2022-01-142022-11-01$9,256$14,986-$5,730-$5,730
30. BLACKLINE INC2020-09-252022-11-01$1,633$2,633-$1,000-$1,000
10000. ENBRIDGE INC SEDOL BMVF8F8 ISIN US29250NBK002022-02-152022-11-01$9,615$9,992-$377-$377
15000. ENBRIDGE INC SEDOL BMVF8F8 ISIN US29250NBK002022-02-152022-11-01$14,417$14,987-$570-$570
65000. ENBRIDGE INC SEDOL BMVF8F8 ISIN US29250NBK002022-02-152022-11-01$62,427$64,945-$2,518-$2,518
984.46 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222022-11-01$984$997-$13-$13
50000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-06-132022-11-01$46,510$48,449-$1,939-$1,939
10000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-11-01$9,369$9,714-$345-$345
75000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-08-092022-11-01$70,269$72,864-$2,595-$2,595
530. BLACKLINE INC2022-11-02$27,842$29,972-$2,130-$2,130
30. BLACKLINE INC2022-05-122022-11-02$1,568$1,584-$16-$16
30. BRAZE INC-A2022-04-042022-11-02$840$1,236-$396-$396
1130. BRAZE INC-A2022-04-042022-11-02$30,189$46,560-$16,371-$16,371
720. BRAZE INC-A2022-11-02$19,311$29,398-$10,087-$10,087
65000. DOLLAR TREE INC CALL 03/15/2025 UNSC2022-03-032022-11-02$63,001$67,118-$4,117-$4,117
20000. SYSCO CORPORATION CALL 01/01/2030 COGT2020-03-302022-11-02$20,501$19,958$543$543
65000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-11-02$60,536$61,943-$1,407-$1,407
50. ATKORE INC2021-02-262022-11-03$4,643$3,401$1,242$1,242
490. BRAZE INC-A2022-11-03$12,251$19,686-$7,435-$7,435
30. BRAZE INC-A2022-04-042022-11-03$765$1,199-$434-$434
250. BRAZE INC-A2022-11-03$6,355$9,855-$3,500-$3,500
110. BRAZE INC-A2022-11-03$2,811$4,285-$1,474-$1,474
200. CROSS COUNTRY HEALTHCARE INC2022-11-03$7,713$1,902$5,811$5,811
50. QORVO INC2013-03-152022-11-03$4,094$995$3,099$3,099
40. ATKORE INC2021-02-262022-11-04$3,738$2,721$1,017$1,017
80. ATKORE INC2021-02-262022-11-04$7,459$5,442$2,017$2,017
330. AVIENT CORPORATION2021-03-192022-11-04$9,450$16,958-$7,508-$7,508
90. AVIENT CORPORATION2021-03-192022-11-04$2,577$4,625-$2,048-$2,048
60. AVIENT CORPORATION2022-11-04$1,715$3,083-$1,368-$1,368
630. BLUEPRINT MEDICINES CORP2022-11-04$26,140$38,991-$12,851-$12,851
540. BLUEPRINT MEDICINES CORP2020-03-182022-11-04$22,630$29,672-$7,042-$7,042
40. BLUEPRINT MEDICINES CORP2020-03-182022-11-04$1,689$2,198-$509-$509
550. BRAZE INC-A2022-11-04$12,891$18,838-$5,947-$5,947
110. MKS INSTRS INC2022-11-04$7,400$18,539-$11,139-$11,139
360. MKS INSTRS INC2022-11-04$24,217$59,399-$35,182-$35,182
250. MKS INSTRS INC2022-11-04$16,756$39,765-$23,009-$23,009
410. MKS INSTRS INC2022-11-04$27,479$65,674-$38,195-$38,195
410. TANDEM DIABETES CARE INC2022-11-04$14,433$37,011-$22,578-$22,578
1410. TANDEM DIABETES CARE INC2022-11-04$49,637$115,770-$66,133-$66,133
150. TANDEM DIABETES CARE INC2022-11-04$5,258$8,649-$3,391-$3,391
20. TANDEM DIABETES CARE INC2022-11-04$701$1,190-$489-$489
140. TANDEM DIABETES CARE INC2020-03-182022-11-04$4,735$6,688-$1,953-$1,953
210. TANDEM DIABETES CARE INC2020-03-182022-11-04$7,302$10,032-$2,730-$2,730
55000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-10-282022-11-04$50,987$51,386-$399-$399
150. ADVANCED DRAINAGE SYSTEMS IN2022-11-07$12,300$15,969-$3,669-$3,669
150. ADVANCED DRAINAGE SYSTEMS IN2022-11-07$12,300$7,480$4,820$4,820
40. ADVANCED DRAINAGE SYSTEMS IN2020-02-192022-11-07$3,318$1,983$1,335$1,335
240. ADVANCED DRAINAGE SYSTEMS IN2022-11-07$19,729$11,349$8,380$8,380
10. ATKORE INC2021-02-262022-11-07$927$680$247$247
80. ATKORE INC2021-02-262022-11-07$7,403$5,442$1,961$1,961
400. AVIENT CORPORATION2022-11-07$11,478$20,493-$9,015-$9,015
740. AVIENT CORPORATION2022-11-07$21,247$37,797-$16,550-$16,550
350. BLUEPRINT MEDICINES CORP2022-11-07$14,757$17,531-$2,774-$2,774
100. BLUEPRINT MEDICINES CORP2022-06-132022-11-07$4,345$4,519-$174-$174
110. BLUEPRINT MEDICINES CORP2022-11-07$4,779$5,129-$350-$350
40000. KRAFT HEINZ FOODS CO SER WI CALL 02/15/20272020-05-042022-11-07$37,448$40,000-$2,552-$2,552
60. MKS INSTRS INC2022-11-07$3,976$7,609-$3,633-$3,633
250. MKS INSTRS INC2022-11-07$16,567$38,385-$21,818-$21,818
180. MKS INSTRS INC2022-11-07$11,800$20,451-$8,651-$8,651
20000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-10-282022-11-07$18,502$18,686-$184-$184
55000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-10-282022-11-07$50,851$51,386-$535-$535
40000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-08-092022-11-07$37,325$38,855-$1,530-$1,530
10000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-06-292022-11-07$9,331$9,704-$373-$373
35000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-06-292022-11-07$32,654$33,965-$1,311-$1,311
45000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-06-292022-11-07$41,984$43,669-$1,685-$1,685
65000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-11-07$60,661$62,717-$2,056-$2,056
20. ATKORE INC2021-02-262022-11-08$1,846$1,360$486$486
100. ATKORE INC2021-02-262022-11-08$9,231$6,802$2,429$2,429
340. LUMENTUM HOLDINGS INC -W/I2022-11-08$20,718$25,023-$4,305-$4,305
170. LUMENTUM HOLDINGS INC -W/I2022-09-282022-11-08$10,740$12,024-$1,284-$1,284
230. LUMENTUM HOLDINGS INC -W/I2022-11-08$14,090$16,207-$2,117-$2,117
420. LUMENTUM HOLDINGS INC -W/I2022-11-08$25,441$29,345-$3,904-$3,904
440. LUMENTUM HOLDINGS INC -W/I2022-11-08$26,805$30,246-$3,441-$3,441
240. MAXLINEAR INC COMMON STOCK2022-07-292022-11-08$7,891$9,653-$1,762-$1,762
500. MAXLINEAR INC COMMON STOCK2022-11-08$16,496$19,257-$2,761-$2,761
420. MAXLINEAR INC COMMON STOCK2022-11-08$13,844$15,764-$1,920-$1,920
240. SILVERGATE CAPITAL CORP-CL A2022-11-08$10,811$36,772-$25,961-$25,961
260. SILVERGATE CAPITAL CORP-CL A2022-11-08$11,711$30,107-$18,396-$18,396
80000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-06-292022-11-08$74,831$77,634-$2,803-$2,803
40000. USA TREASURY NOTES 01.625% DUE 05/15/20262022-11-072022-11-08$36,313$36,214$99$99
270. ATKORE INC2022-11-09$25,174$18,336$6,838$6,838
330. ATKORE INC2021-02-252022-11-09$30,856$22,405$8,451$8,451
20. ATKORE INC2021-02-252022-11-09$1,872$1,358$514$514
120. CHART INDUSTRIES INC2022-11-09$18,561$23,073-$4,512-$4,512
70. CHART INDUSTRIES INC2022-11-09$10,767$13,145-$2,378-$2,378
130. MAXLINEAR INC COMMON STOCK2022-09-072022-11-09$4,160$4,751-$591-$591
165000. NETFLIX INC SER 144A UNSC2022-11-09$162,428$189,585-$27,157-$27,157
385. ORASURE TECHNOLOGIES INC2022-11-09$1,745$4,999-$3,254-$3,254
40. SILVERGATE CAPITAL CORP-CL A2022-11-09$1,454$2,937-$1,483-$1,483
320. SILVERGATE CAPITAL CORP-CL A2022-11-09$11,632$35,351-$23,719-$23,719
300. WHOLE EARTH BRANDS INC2022-11-09$1,037$2,348-$1,311-$1,311
25000. AT&T INC CALL 11/15/2034 @ 100.000 UNSC2022-11-10$22,196$23,956-$1,760-$1,760
20000. ACTIVISION BLIZZARD CALL 03/15/2027 UNSC2022-11-022022-11-10$18,845$18,545$300$300
20000. AMAZON.COM INC CALL 10/13/2051 UNSC2022-04-112022-11-10$16,029$19,916-$3,887-$3,887
25000. AMERICAN TOWER CORP CALL 03/15/2030 UNSC2020-06-012022-11-10$19,632$24,856-$5,224-$5,224
20000. BANK OF AMERICA CORP SER MTN CALL 06/14/2028 @ 1002021-06-072022-11-10$16,624$20,000-$3,376-$3,376
20000. CANADIAN IMPERIAL BANK SEDOL BPZKDL1 ISIN US13607HR4692022-03-312022-11-10$19,196$19,990-$794-$794
30000. CAPITAL ONE FINANCIAL CO CALL 11/02/2026 UNSC2021-10-282022-11-10$25,354$30,000-$4,646-$4,646
115000. CENTENE CORP SER WI CALL 12/15/20222022-11-10$106,928$115,045-$8,117-$8,117
60. CHART INDUSTRIES INC2022-11-10$8,409$10,574-$2,165-$2,165
300. CHART INDUSTRIES INC2022-03-282022-11-10$42,717$52,151-$9,434-$9,434
30. CHART INDUSTRIES INC2022-03-282022-11-10$4,411$5,215-$804-$804
200. CHART INDUSTRIES INC2022-03-282022-11-10$27,761$34,767-$7,006-$7,006
190. CHART INDUSTRIES INC2022-11-10$26,961$31,838-$4,877-$4,877
20000. CITIGROUP INC CALL 09/29/2025 UNSC2022-09-222022-11-10$20,011$20,000$11$11
20000. CROWN CASTLE INTL CORP CALL 04/01/2030 UNSC2022-03-022022-11-10$17,223$19,822-$2,599-$2,599
55000. META PLATFORMS INC SER 144A CALL 02/15/20522022-08-042022-11-10$42,732$54,909-$12,177-$12,177
72673.566 FEDERAL HOME LOAN MTG CORP POOL SD82222022-05-262022-11-10$67,927$73,051-$5,124-$5,124
144840.299 FEDERAL HOME LOAN MTG CORP POOL QE23632022-05-122022-11-10$130,667$141,785-$11,118-$11,118
113639.244 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292022-11-10$96,025$118,313-$22,288-$22,288
165555.094 FEDERAL NATL MTG ASSN POOL FS08932022-03-172022-11-10$144,033$163,667-$19,634-$19,634
72629.182 FEDERAL NATL MTG ASSN POOL MA46562022-07-082022-11-10$69,928$72,663-$2,735-$2,735
25000. FIDELITY NATL INFO SERV UNSC2022-07-062022-11-10$24,493$24,991-$498-$498
35000. GLOBAL PAYMENTS INC CALL 01/15/2025 UNSC2021-11-162022-11-10$32,804$35,727-$2,923-$2,923
30000. GOLDMAN SACHS GROUP INC UNSC2022-10-272022-11-10$30,228$29,983$245$245
30000. JPMORGAN CHASE & CO SR UNSEC CALL 06/01/2028 @ 1002021-05-242022-11-10$25,020$30,000-$4,980-$4,980
25000. JOHNSON & JOHNSON CALL 09/01/2035 @ 100.000 UNSC2016-02-262022-11-10$21,965$24,954-$2,989-$2,989
45000. KRAFT HEINZ FOODS CO CALL 01/15/2045 @ 12020-09-152022-11-10$40,836$50,118-$9,282-$9,282
35000. MPLX LP CALL 12/01/2026 UNSC2020-08-192022-11-10$33,087$37,451-$4,364-$4,364
210. MAXLINEAR INC COMMON STOCK2022-11-10$7,212$7,586-$374-$374
20000. MICROSOFT CORP CALL 02/08/2036 @ 100.000 UNSC2016-08-012022-11-10$17,636$19,923-$2,287-$2,287
25000. MORGAN STANLEY SER GMTN CALL 1/24/28 @ 1002021-01-152022-11-10$22,828$27,716-$4,888-$4,888
20000. NUTRIEN LTD SEDOL ISIN US67077MAY492022-11-072022-11-10$20,326$20,011$315$315
215. ORASURE TECHNOLOGIES INC2022-11-10$984$2,744-$1,760-$1,760
20000. T-MOBILE USA INC CALL 04/15/2026 COGT2021-03-162022-11-10$17,334$20,000-$2,666-$2,666
105000. USA TREASURY NOTES 02.500% DUE 02/15/20452022-11-10$77,716$121,778-$44,062-$44,062
45000. USA TREASURY NOTES 02.500% DUE 02/15/20452022-11-10$33,307$53,515-$20,208-$20,208
125000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-11-10$118,208$116,693$1,515$1,515
120000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-09-272022-11-10$113,287$111,928$1,359$1,359
200000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-08-292022-11-10$189,156$192,773-$3,617-$3,617
20000. UNITEDHEALTH GROUP INC CALL 08/15/2052 UNSC2022-10-252022-11-10$21,012$19,848$1,164$1,164
20000. VERIZON COMMUNICATIONS UNSC2022-07-152022-11-10$19,332$21,249-$1,917-$1,917
170. NATIONAL VISION HOLDINGS INC2022-11-11$6,873$6,424$449$449
540. NATIONAL VISION HOLDINGS INC2022-11-11$21,706$20,009$1,697$1,697
50. NATIONAL VISION HOLDINGS INC2020-08-212022-11-11$2,000$1,850$150$150
200. ORASURE TECHNOLOGIES INC2022-11-11$1,048$2,546-$1,498-$1,498
40000. KB HOME CALL 11/15/2022 COGT2020-09-252022-11-15$40,000$40,000
2300. AMAZON COM INC2021-07-162022-11-16$224,458$411,755-$187,297-$187,297
55000. GENERAL MOTORS FINL CO CALL 03/09/2027 UNSC2022-06-062022-11-16$53,767$54,938-$1,171-$1,171
50000. JPMORGAN CHASE & CO CALL 07/25/2027 UNSC2022-10-192022-11-16$48,897$47,022$1,875$1,875
200. KVH INDS INC2015-11-192022-11-16$2,215$1,878$337$337
30. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2022-08-242022-11-16$2,077$1,799$278$278
10. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2022-08-242022-11-16$695$598$97$97
20. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2022-08-242022-11-16$1,389$1,196$193$193
270. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2022-11-16$18,609$15,853$2,756$2,756
420. OLLIE'S BARGAIN OUTLET HOLDI2022-11-16$21,806$27,491-$5,685-$5,685
700. OLLIE'S BARGAIN OUTLET HOLDI2022-11-16$36,514$45,699-$9,185-$9,185
90. OLLIE'S BARGAIN OUTLET HOLDI2022-08-112022-11-16$4,699$5,858-$1,159-$1,159
80. OLLIE'S BARGAIN OUTLET HOLDI2022-08-112022-11-16$4,233$5,207-$974-$974
230. OLLIE'S BARGAIN OUTLET HOLDI2022-08-112022-11-16$12,060$14,969-$2,909-$2,909
100000. T-MOBILE USA INC CALL 02/01/2023 COGT2021-01-112022-11-16$97,038$100,716-$3,678-$3,678
80000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-09-272022-11-16$75,975$74,619$1,356$1,356
65000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-08-292022-11-16$61,565$62,651-$1,086-$1,086
50000. USA TREASURY NOTES 02.375% DUE 05/15/20272022-11-162022-11-16$46,869$46,854$15$15
80000. VERIZON COMMUNICATIONS SER WI CALL 09/03/20292022-11-16$75,215$76,611-$1,396-$1,396
100000. WELLS FARGO & COMPANY SER MTN CALL 07/25/20272022-07-182022-11-16$97,405$100,000-$2,595-$2,595
50. WESTERN ALLIANCE BANCORP2019-09-182022-11-16$3,635$2,324$1,311$1,311
200. WHOLE EARTH BRANDS INC2020-07-152022-11-16$679$1,561-$882-$882
135. COHU INC2022-11-17$4,825$1,566$3,259$3,259
30. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2022-08-292022-11-17$2,093$1,711$382$382
570. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2022-11-17$39,535$31,367$8,168$8,168
450. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2022-11-17$31,023$24,148$6,875$6,875
320. OLLIE'S BARGAIN OUTLET HOLDI2022-11-17$17,303$20,731-$3,428-$3,428
560. OLLIE'S BARGAIN OUTLET HOLDI2022-11-17$29,016$35,798-$6,782-$6,782
250. OLLIE'S BARGAIN OUTLET HOLDI2022-11-17$13,165$15,055-$1,890-$1,890
280. OLLIE'S BARGAIN OUTLET HOLDI2022-09-012022-11-17$14,951$15,091-$140-$140
100000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-08-292022-11-17$94,508$96,387-$1,879-$1,879
40000. USA TREASURY NOTES 02.500% DUE 08/15/20232022-11-17$39,375$40,359-$984-$984
15. COHU INC2016-04-272022-11-18$545$174$371$371
55000. CROWN CASTLE INTL CORP CALL 04/01/2030 UNSC2022-11-18$47,750$54,505-$6,755-$6,755
100. OLLIE'S BARGAIN OUTLET HOLDI2022-09-012022-11-18$5,568$5,390$178$178
290. OLLIE'S BARGAIN OUTLET HOLDI2022-11-18$16,668$15,522$1,146$1,146
55000. USA TREASURY NOTES 03.125% DUE 05/15/20482022-11-18$46,254$61,540-$15,286-$15,286
60000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-03-302022-11-18$59,053$60,530-$1,477-$1,477
40000. USA TREASURY NOTES 02.875% DUE 05/15/20322022-08-232022-11-18$37,055$39,375-$2,320-$2,320
783. ALPHABET INC/CA-CL C2021-07-162022-11-21$75,523$103,021-$27,498-$27,498
14. AUTOZONE INC2018-09-212022-11-21$34,695$10,742$23,953$23,953
50. CURTISS WRIGHT CORP2022-05-052022-11-21$8,827$7,025$1,802$1,802
45000. DCP MIDSTREAM OPERATING CALL 04/15/2027 COGT2022-11-21$44,628$47,881-$3,253-$3,253
30000. PEPSICO INC CALL 01/18/2052 UNSC2022-07-142022-11-21$27,643$29,964-$2,321-$2,321
73. TARGET CORP2022-09-282022-11-21$11,545$10,919$626$626
372. TARGET CORP2019-08-262022-11-21$58,833$38,894$19,939$19,939
35. TARGET CORP2019-08-262022-11-21$5,502$3,659$1,843$1,843
120000. USA TREASURY NOTES 02.375% DUE 05/15/20272022-11-21$111,619$112,362-$743-$743
50000. HF SINCLAIR CORP SER WI UNSC2022-11-22$48,939$50,000-$1,061-$1,061
110. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2022-09-022022-11-22$7,534$5,875$1,659$1,659
50. OVINTIV INC SEDOL BJ01KB62021-10-052022-11-22$2,779$1,782$997$997
150. HUNTSMAN CORP2022-11-23$4,281$4,129$152$152
130. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2022-11-23$8,939$6,865$2,074$2,074
190. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2022-11-23$13,100$9,897$3,203$3,203
30. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2022-09-012022-11-23$2,061$1,559$502$502
65000. GOLDMAN SACHS GROUP INC CALL 10/21/2026 UNSC2022-11-28$56,721$57,594-$873-$873
80000. GOLDMAN SACHS GROUP INC UNSC2022-10-272022-11-28$80,788$79,955$833$833
70000. REALTY INCOME CORP CALL 03/01/2026 UNSC2022-11-28$70,300$68,156$2,144$2,144
105000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-11-28$99,307$101,195-$1,888-$1,888
10000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-11-012022-11-28$9,455$9,423$32$32
320. COUPA SOFTWARE INC MERGED 2/28/2023 @ $81.00 P/S2022-11-29$19,500$22,074-$2,574-$2,574
80. COUPA SOFTWARE INC MERGED 2/28/2023 @ $81.00 P/S2022-05-112022-11-29$4,875$5,531-$656-$656
100000. BERKSHIRE HATHAWAY ENERG SER WI CALL 01/2018-01-022022-11-30$77,828$99,177-$21,349-$21,349
272. CROWDSTRIKE HOLDINGS INC - A2022-07-202022-11-30$31,201$50,505-$19,304-$19,304
644.27 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182022-11-30$644$682-$38-$38
301.75 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022022-11-30$302$321-$19-$19
322.24 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142022-11-30$322$334-$12-$12
323.04 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112022-11-30$323$333-$10-$10
698.97 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072022-11-30$699$728-$29-$29
640.12 FEDERAL HOME LOAN MTG CORP POOL SD81862022-04-212022-11-30$640$623$17$17
773.51 FEDERAL HOME LOAN MTG CORP POOL SD82222022-05-262022-11-30$774$778-$4-$4
1014.15 FEDERAL HOME LOAN MTG CORP POOL SD82682022-10-282022-11-30$1,014$1,006$8$8
1025.47 FEDERAL HOME LOAN MTG CORP POOL SD82792022-12-022022-11-30$1,025$1,056-$31-$31
381.94 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112022-11-30$382$394-$12-$12
555.45 FEDERAL HOME LOAN MTG CORP POOL QE23632022-05-122022-11-30$555$544$11$11
1013.95 FEDERAL HOME LOAN MTG CORP POOL QF23892022-11-282022-11-30$1,014$1,024-$10-$10
403.21 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192022-11-30$403$426-$23-$23
647.78 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182022-11-30$648$671-$23-$23
432.21 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122022-11-30$432$443-$11-$11
482.47 FEDERAL NATL MTG ASSN POOL AL19482014-01-212022-11-30$482$499-$17-$17
230.64 FEDERAL NATL MTG ASSN POOL AL22422015-05-112022-11-30$231$244-$13-$13
468.62 FEDERAL NATL MTG ASSN POOL AL31912015-04-282022-11-30$469$483-$14-$14
89.52 FEDERAL NATL MTG ASSN POOL AO59402012-06-182022-11-30$90$93-$3-$3
737.42 FEDERAL NATL MTG ASSN POOL AP04952015-05-122022-11-30$737$765-$28-$28
561.95 FEDERAL NATL MTG ASSN POOL AP21332014-11-192022-11-30$562$578-$16-$16
196.51 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202022-11-30$197$204-$7-$7
197.44 FEDERAL NATL MTG ASSN POOL AS38412015-05-202022-11-30$197$202-$5-$5
613.16 FEDERAL NATL MTG ASSN POOL AS53852015-09-112022-11-30$613$648-$35-$35
490.29 FEDERAL NATL MTG ASSN POOL AS61112016-04-152022-11-30$490$520-$30-$30
666.94 FEDERAL NATL MTG ASSN POOL AS71552016-06-172022-11-30$667$686-$19-$19
246.27 FEDERAL NATL MTG ASSN POOL AS73432017-06-282022-11-30$246$247-$1-$1
399.77 FEDERAL NATL MTG ASSN POOL AT21272014-11-142022-11-30$400$401-$1-$1
128.07 FEDERAL NATL MTG ASSN POOL AT78992015-09-152022-11-30$128$132-$4-$4
30.38 FEDERAL NATL MTG ASSN POOL 7250422005-05-122022-11-30$30$31-$1-$1
15.56 FEDERAL NATL MTG ASSN POOL 7287092003-12-182022-11-30$16$16
9.73 FEDERAL NATL MTG ASSN POOL 7351412005-04-292022-11-30$10$10
86.32 FEDERAL NATL MTG ASSN POOL 7391872003-09-102022-11-30$86$87-$1-$1
17.92 FEDERAL NATL MTG ASSN POOL 7450872006-06-082022-11-30$18$17$1$1
15.8 FEDERAL NATL MTG ASSN POOL 8142602005-03-102022-11-30$16$16
81.93 FEDERAL NATL MTG ASSN POOL BC44422018-09-142022-11-30$82$79$3$3
1964.13 FEDERAL NATL MTG ASSN POOL BK09222022-10-192022-11-30$1,964$1,871$93$93
626.09 FEDERAL NATL MTG ASSN POOL BM32602018-10-042022-11-30$626$612$14$14
1809.26 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122022-11-30$1,809$1,846-$37-$37
920.16 FEDERAL NATL MTG ASSN POOL BR26192021-01-252022-11-30$920$952-$32-$32
1052.16 FEDERAL NATL MTG ASSN POOL BU87392022-06-132022-11-30$1,052$1,025$27$27
876.63 FEDERAL NATL MTG ASSN POOL CA53852020-10-092022-11-30$877$954-$77-$77
684.65 FEDERAL NATL MTG ASSN POOL CA48602019-12-062022-11-30$685$697-$12-$12
213.31 FEDERAL NATL MTG ASSN POOL CA66382020-12-102022-11-30$213$224-$11-$11
316.76 FEDERAL NATL MTG ASSN POOL CA69432020-08-252022-11-30$317$328-$11-$11
1679.63 FEDERAL NATL MTG ASSN POOL CA77342020-11-202022-11-30$1,680$1,766-$86-$86
241.89 FEDERAL NATL MTG ASSN POOL CB30132022-08-172022-11-30$242$214$28$28
1472.92 FEDERAL NATL MTG ASSN POOL CB32332022-06-072022-11-30$1,473$1,400$73$73
1907.76 FEDERAL NATL MTG ASSN POOL CB48472022-10-122022-11-30$1,908$1,896$12$12
84.12 FEDERAL NATL MTG ASSN POOL FM12212019-09-192022-11-30$84$87-$3-$3
1366.97 FEDERAL NATL MTG ASSN POOL FM35222020-07-242022-11-30$1,367$1,442-$75-$75
717.14 FEDERAL NATL MTG ASSN POOL FM41382020-09-172022-11-30$717$755-$38-$38
1774.7 FEDERAL NATL MTG ASSN POOL FM53282021-01-122022-11-30$1,775$1,813-$38-$38
732.16 FEDERAL NATL MTG ASSN POOL FM74112021-10-152022-11-30$732$735-$3-$3
2007.58 FEDERAL NATL MTG ASSN POOL FM82482021-07-232022-11-30$2,008$2,098-$90-$90
615.56 FEDERAL NATL MTG ASSN POOL FS08932022-03-172022-11-30$616$609$7$7
1349.04 FEDERAL NATL MTG ASSN POOL FS15522022-09-232022-11-30$1,349$1,147$202$202
289.03 FEDERAL NATL MTG ASSN POOL AB18452011-08-162022-11-30$289$298-$9-$9
229.27 FEDERAL NATL MTG ASSN POOL AB20772011-04-152022-11-30$229$226$3$3
421.84 FEDERAL NATL MTG ASSN POOL AB45252012-05-162022-11-30$422$443-$21-$21
331.96 FEDERAL NATL MTG ASSN POOL AB78592013-07-112022-11-30$332$333-$1-$1
521.52 FEDERAL NATL MTG ASSN POOL AC36682010-10-052022-11-30$522$539-$17-$17
368.02 FEDERAL NATL MTG ASSN POOL MA05622014-02-102022-11-30$368$391-$23-$23
176.87 FEDERAL NATL MTG ASSN POOL MA12362014-09-042022-11-30$177$181-$4-$4
598.92 FEDERAL NATL MTG ASSN POOL MA14302015-05-122022-11-30$599$604-$5-$5
321.61 FEDERAL NATL MTG ASSN POOL MA15252016-03-092022-11-30$322$333-$11-$11
1711.1 FEDERAL NATL MTG ASSN POOL MA28032017-10-192022-11-30$1,711$1,717-$6-$6
2594.13 FEDERAL NATL MTG ASSN POOL MA36642022-08-192022-11-30$2,594$2,590$4$4
516.64 FEDERAL NATL MTG ASSN POOL MA41572020-10-092022-11-30$517$520-$3-$3
1265.67 FEDERAL NATL MTG ASSN POOL MA42612021-01-272022-11-30$1,266$1,318-$52-$52
885.05 FEDERAL NATL MTG ASSN POOL MA45652022-03-182022-11-30$885$897-$12-$12
389.04 FEDERAL NATL MTG ASSN POOL MA46562022-07-082022-11-30$389$389
1294.33 FEDERAL NATL MTG ASSN POOL MA47852022-09-152022-11-30$1,294$1,292$2$2
140.73 FEDERAL NATL MTG ASSN POOL AD71342010-07-212022-11-30$141$148-$7-$7
412.78 FEDERAL NATL MTG ASSN POOL AD63692010-06-222022-11-30$413$424-$11-$11
242.84 FEDERAL NATL MTG ASSN POOL AE09812011-10-172022-11-30$243$246-$3-$3
200.54 GOVT NATL MTG ASSN POOL AA82732012-08-282022-11-30$201$215-$14-$14
1422.84 GOVT NATL MTG ASSN II POOL MA76502021-10-272022-11-30$1,423$1,487-$64-$64
166.51 GOVT NATL MTG ASSN POOL 7443712012-02-162022-11-30$167$178-$11-$11
70000. PARKER-HANNIFIN CORP UNSC2022-06-062022-11-30$68,276$69,952-$1,676-$1,676
140000. ROYAL BANK OF CANADA SEDOL 2KKDTK0 ISIN US78016FZR802022-10-202022-11-30$141,282$140,000$1,282$1,282
140000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-11-30$132,754$132,205$549$549
50. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S2009-06-022022-12-01$2,939$350$2,589$2,589
1166.67 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222022-12-01$1,167$1,182-$15-$15
50. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S2009-06-022022-12-02$2,950$350$2,600$2,600
118. CITIZENS FINANCIAL GROUP2022-12-02$4,906$5,396-$490-$490
150. KBR INC2022-12-02$8,045$2,273$5,772$5,772
15000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-08-302022-12-02$14,280$14,447-$167-$167
70000. USA TREASURY NOTES 01.500% DUE 10/31/20242022-11-282022-12-02$66,423$66,186$237$237
50. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S2009-06-022022-12-05$2,948$350$2,598$2,598
200. AMERICAN PUBLIC EDUCATION2022-12-05$2,770$6,129-$3,359-$3,359
50000. ENERGY TRANSFER OPERATNG COGT2022-12-05$50,097$52,607-$2,510-$2,510
370. LATTICE SEMICONDUCTOR CORP2022-12-05$26,264$20,590$5,674$5,674
50. LATTICE SEMICONDUCTOR CORP2022-12-05$3,518$2,572$946$946
20. LATTICE SEMICONDUCTOR CORP2022-10-252022-12-05$1,414$1,028$386$386
150. LATTICE SEMICONDUCTOR CORP2022-12-05$10,492$7,664$2,828$2,828
40000. USA TREASURY NOTES 02.375% DUE 05/15/20272022-12-052022-12-05$37,528$37,588-$60-$60
100. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S2009-04-302022-12-06$5,935$583$5,352$5,352
55000. CANADIAN IMPERIAL BANK SEDOL BPZKDL1 ISIN US13607HR4692022-03-312022-12-06$52,997$54,972-$1,975-$1,975
89. COSTCO WHOLESALE CORP2018-07-252022-12-06$42,781$19,497$23,284$23,284
50. SCIENCE APPLICATIONS INTE-WI2021-02-242022-12-06$5,728$4,568$1,160$1,160
10000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-11-292022-12-06$9,550$9,469$81$81
45000. ENERGY TRANSFER OPERATNG COGT2018-09-282022-12-07$45,210$46,034-$824-$824
300. WILLSCOT MOBILE MINI HLDGS CORP CLASS A2022-12-07$14,153$13,573$580$580
1030. WILLSCOT MOBILE MINI HLDGS CORP CLASS A2021-11-222022-12-07$48,592$40,839$7,753$7,753
190. PDC ENERGY INC MERGED 08/08/20232022-12-08$12,238$13,247-$1,009-$1,009
880. PDC ENERGY INC MERGED 08/08/20232022-12-08$56,679$42,543$14,136$14,136
340. WILLSCOT MOBILE MINI HLDGS CORP CLASS A2021-11-222022-12-08$16,021$13,481$2,540$2,540
170. COUPA SOFTWARE INC MERGED 2/28/2023 @ $81.00 P/S2022-05-112022-12-09$10,594$11,554-$960-$960
630. COUPA SOFTWARE INC MERGED 2/28/2023 @ $81.00 P/S2022-12-09$40,037$42,263-$2,226-$2,226
150. PACIRA BIOSCIENCES INC2022-05-112022-12-09$6,899$9,278-$2,379-$2,379
500. PACIRA BIOSCIENCES INC2022-12-09$22,896$28,561-$5,665-$5,665
130. PACIRA BIOSCIENCES INC2022-12-09$5,953$7,271-$1,318-$1,318
40. WILLSCOT MOBILE MINI HLDGS CORP CLASS A2021-11-222022-12-09$1,863$1,586$277$277
400. WILLSCOT MOBILE MINI HLDGS CORP CLASS A2021-11-222022-12-12$18,479$15,860$2,619$2,619
480. PACIRA BIOSCIENCES INC2022-12-13$18,699$18,061$638$638
560. PACIRA BIOSCIENCES INC2022-12-13$22,323$19,514$2,809$2,809
420. PACIRA BIOSCIENCES INC2020-03-182022-12-13$16,497$13,005$3,492$3,492
270. PACIRA BIOSCIENCES INC2020-03-182022-12-13$10,488$8,360$2,128$2,128
300. PACIRA BIOSCIENCES INC2020-03-182022-12-13$12,149$9,289$2,860$2,860
115000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-12-13$109,632$110,171-$539-$539
110. PALOMAR HOLDINGS INC2022-12-14$5,605$7,302-$1,697-$1,697
460. TESLA INC2022-12-14$72,819$97,644-$24,825-$24,825
516. TESLA INC2021-07-162022-12-14$81,684$111,614-$29,930-$29,930
200000. USA TREASURY NOTES 02.500% DUE 08/15/20232022-12-14$197,242$198,133-$891-$891
60000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-03-302022-12-14$59,173$60,435-$1,262-$1,262
50000. USA TREASURY NOTES 02.500% DUE 05/15/20242022-11-222022-12-14$48,654$48,420$234$234
50. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S2009-04-302022-12-15$2,976$291$2,685$2,685
2118. BP PLC SPONSORED ADR2018-08-162022-12-15$72,921$88,839-$15,918-$15,918
40000. DOW CHEMICAL CO/THE CALL 04/01/2044 @ 100.000 UNSC2020-08-172022-12-15$35,293$46,150-$10,857-$10,857
1100. ENI S P A SPONSORED ADR2022-12-15$31,150$34,959-$3,809-$3,809
2799. EQUINOR ASA SPONSORED ADR SEDOL BF4K3J02022-12-15$103,574$64,864$38,710$38,710
852. LVMH MOET HENNESSY LOUIS ADR2008-12-092022-12-15$127,409$10,645$116,764$116,764
20. PALOMAR HOLDINGS INC2022-11-042022-12-15$1,013$1,307-$294-$294
80. PALOMAR HOLDINGS INC2022-11-042022-12-15$4,037$5,229-$1,192-$1,192
1397. SUNCOR ENERGY INC SEDOL B3NB1P22018-10-192022-12-15$42,761$49,921-$7,160-$7,160
891. TOTALENERGIES SE2018-03-132022-12-15$54,029$51,960$2,069$2,069
75000. USA TREASURY NOTES 02.875% DUE 05/15/20322022-08-232022-12-15$71,569$73,828-$2,259-$2,259
60. LATTICE SEMICONDUCTOR CORP2022-10-282022-12-16$4,173$3,053$1,120$1,120
300. LATTICE SEMICONDUCTOR CORP2022-12-16$20,777$15,050$5,727$5,727
55000. TRUIST FINANCIAL CORP SER MTN CALL 10/28/20322022-10-262022-12-16$59,658$55,084$4,574$4,574
200. AEROJET ROCKETDYNE HLDGS INC MERGED 07/28/23 @ $58.00 P/S2022-12-19$11,146$8,498$2,648$2,648
550. AEROJET ROCKETDYNE HLDGS INC MERGED 07/28/23 @ $58.00 P/S2022-04-072022-12-19$30,674$23,355$7,319$7,319
510. LATTICE SEMICONDUCTOR CORP2022-12-19$34,348$25,195$9,153$9,153
100. AEROJET ROCKETDYNE HLDGS INC MERGED 07/28/23 @ $58.00 P/S2022-04-072022-12-20$5,563$4,246$1,317$1,317
190. LATTICE SEMICONDUCTOR CORP2022-10-242022-12-20$12,780$9,300$3,480$3,480
65000. USA TREASURY NOTES 02.875% DUE 05/15/20282022-11-292022-12-20$61,968$61,547$421$421
50000. USA TREASURY NOTES 02.250% DUE 11/15/20252022-12-142022-12-20$47,543$47,736-$193-$193
150. AEROJET ROCKETDYNE HLDGS INC MERGED 07/28/23 @ $58.00 P/S2022-04-072022-12-21$8,350$6,370$1,980$1,980
280. INNOVATIVE INDUSTRIAL PROPER2022-12-21$29,143$31,781-$2,638-$2,638
150. INNOVATIVE INDUSTRIAL PROPER2022-12-21$15,617$15,679-$62-$62
120. INNOVATIVE INDUSTRIAL PROPER2022-12-21$12,582$12,353$229$229
10. INNOVATIVE INDUSTRIAL PROPER2022-08-172022-12-21$1,047$1,029$18$18
15. EVEREST GROUP LTD2022-05-192022-12-21$5,012$4,140$872$872
70. INNOVATIVE INDUSTRIAL PROPER2022-08-172022-12-22$7,153$7,200-$47-$47
140. LATTICE SEMICONDUCTOR CORP2022-12-22$9,217$6,839$2,378$2,378
50. MEDIFAST INC2022-01-202022-12-22$5,892$10,042-$4,150-$4,150
210. INNOVATIVE INDUSTRIAL PROPER2022-08-172022-12-23$21,559$21,599-$40-$40
140. LATTICE SEMICONDUCTOR CORP2022-10-212022-12-23$9,135$6,824$2,311$2,311
10. PALOMAR HOLDINGS INC2022-11-042022-12-23$462$654-$192-$192
140. LATTICE SEMICONDUCTOR CORP2022-10-312022-12-27$8,962$6,792$2,170$2,170
150. PULTE GROUP INC2020-12-162022-12-30$6,820$6,347$473$473
152.94 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182022-12-31$153$162-$9-$9
120.63 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022022-12-31$121$128-$7-$7
185.63 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142022-12-31$186$193-$7-$7
304.5 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112022-12-31$305$314-$9-$9
857.03 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072022-12-31$857$893-$36-$36
821.41 FEDERAL HOME LOAN MTG CORP POOL SD81862022-04-212022-12-31$821$800$21$21
565.19 FEDERAL HOME LOAN MTG CORP POOL SD82222022-05-262022-12-31$565$568-$3-$3
706.93 FEDERAL HOME LOAN MTG CORP POOL SD82682022-10-282022-12-31$707$701$6$6
1269.81 FEDERAL HOME LOAN MTG CORP POOL SD82792022-12-022022-12-31$1,270$1,307-$37-$37
380.33 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112022-12-31$380$393-$13-$13
507.24 FEDERAL HOME LOAN MTG CORP POOL QE23632022-05-122022-12-31$507$497$10$10
1136.63 FEDERAL HOME LOAN MTG CORP POOL QF23892022-11-282022-12-31$1,137$1,148-$11-$11
358.33 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192022-12-31$358$378-$20-$20
334.27 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182022-12-31$334$346-$12-$12
423.13 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122022-12-31$423$434-$11-$11
459.94 FEDERAL NATL MTG ASSN POOL AL19482014-01-212022-12-31$460$476-$16-$16
390.37 FEDERAL NATL MTG ASSN POOL AL22422015-05-112022-12-31$390$413-$23-$23
430.13 FEDERAL NATL MTG ASSN POOL AL31912015-04-282022-12-31$430$443-$13-$13
94.46 FEDERAL NATL MTG ASSN POOL AO59402012-06-182022-12-31$94$98-$4-$4
717.69 FEDERAL NATL MTG ASSN POOL AP04952015-05-122022-12-31$718$744-$26-$26
347.94 FEDERAL NATL MTG ASSN POOL AP21332014-11-192022-12-31$348$358-$10-$10
198.08 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202022-12-31$198$205-$7-$7
265.5 FEDERAL NATL MTG ASSN POOL AS38412015-05-202022-12-31$266$272-$6-$6
47.08 FEDERAL NATL MTG ASSN POOL AS53852015-09-112022-12-31$47$50-$3-$3
359.69 FEDERAL NATL MTG ASSN POOL AS61112016-04-152022-12-31$360$382-$22-$22
278.38 FEDERAL NATL MTG ASSN POOL AS71552016-06-172022-12-31$278$286-$8-$8
250.31 FEDERAL NATL MTG ASSN POOL AS73432017-06-282022-12-31$250$252-$2-$2
421.3 FEDERAL NATL MTG ASSN POOL AT21272014-11-142022-12-31$421$422-$1-$1
544.45 FEDERAL NATL MTG ASSN POOL AT78992015-09-152022-12-31$544$562-$18-$18
24.51 FEDERAL NATL MTG ASSN POOL 7250422005-05-122022-12-31$25$25
71.43 FEDERAL NATL MTG ASSN POOL 7287092003-12-182022-12-31$71$72-$1-$1
11.54 FEDERAL NATL MTG ASSN POOL 7351412005-04-292022-12-31$12$12
86.75 FEDERAL NATL MTG ASSN POOL 7391872003-09-102022-12-31$87$87
28.54 FEDERAL NATL MTG ASSN POOL 7450872006-06-082022-12-31$29$28$1$1
10.76 FEDERAL NATL MTG ASSN POOL 8142602005-03-102022-12-31$11$11
86.72 FEDERAL NATL MTG ASSN POOL BC44422018-09-142022-12-31$87$83$4$4
1930.06 FEDERAL NATL MTG ASSN POOL BK09222022-10-192022-12-31$1,930$1,839$91$91
119.32 FEDERAL NATL MTG ASSN POOL BM32602018-10-042022-12-31$119$117$2$2
2485.55 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122022-12-31$2,486$2,536-$50-$50
577.77 FEDERAL NATL MTG ASSN POOL BR26192021-01-252022-12-31$578$598-$20-$20
1102.05 FEDERAL NATL MTG ASSN POOL BU87392022-06-132022-12-31$1,102$1,074$28$28
640.24 FEDERAL NATL MTG ASSN POOL BV79282022-12-202022-12-31$640$625$15$15
1668.8 FEDERAL NATL MTG ASSN POOL CA53852020-10-092022-12-31$1,669$1,815-$146-$146
378.33 FEDERAL NATL MTG ASSN POOL CA48602019-12-062022-12-31$378$385-$7-$7
559.12 FEDERAL NATL MTG ASSN POOL CA66382020-12-102022-12-31$559$588-$29-$29
244.33 FEDERAL NATL MTG ASSN POOL CA69432020-08-252022-12-31$244$253-$9-$9
1187.85 FEDERAL NATL MTG ASSN POOL CA77342020-11-202022-12-31$1,188$1,248-$60-$60
533.29 FEDERAL NATL MTG ASSN POOL CB30132022-08-172022-12-31$533$472$61$61
1494.24 FEDERAL NATL MTG ASSN POOL CB32332022-06-072022-12-31$1,494$1,421$73$73
787.33 FEDERAL NATL MTG ASSN POOL CB48472022-10-122022-12-31$787$782$5$5
78.52 FEDERAL NATL MTG ASSN POOL FM12212019-09-192022-12-31$79$81-$2-$2
1855.01 FEDERAL NATL MTG ASSN POOL FM35222020-07-242022-12-31$1,855$1,957-$102-$102
595.97 FEDERAL NATL MTG ASSN POOL FM41382020-09-172022-12-31$596$627-$31-$31
1680.8 FEDERAL NATL MTG ASSN POOL FM53282021-01-122022-12-31$1,681$1,716-$35-$35
636.93 FEDERAL NATL MTG ASSN POOL FM74112021-10-152022-12-31$637$639-$2-$2
1613.74 FEDERAL NATL MTG ASSN POOL FM82482021-07-232022-12-31$1,614$1,687-$73-$73
316.09 FEDERAL NATL MTG ASSN POOL FS08932022-03-172022-12-31$316$312$4$4
1173.79 FEDERAL NATL MTG ASSN POOL FS15522022-09-232022-12-31$1,174$998$176$176
266.79 FEDERAL NATL MTG ASSN POOL AB18452011-08-162022-12-31$267$275-$8-$8
149.56 FEDERAL NATL MTG ASSN POOL AB20772011-04-152022-12-31$150$148$2$2
139.41 FEDERAL NATL MTG ASSN POOL AB45252012-05-162022-12-31$139$146-$7-$7
1872.83 FEDERAL NATL MTG ASSN POOL AB78592013-07-112022-12-31$1,873$1,877-$4-$4
1174.49 FEDERAL NATL MTG ASSN POOL AC36682010-10-052022-12-31$1,174$1,213-$39-$39
90.05 FEDERAL NATL MTG ASSN POOL MA05622014-02-102022-12-31$90$96-$6-$6
1064.89 FEDERAL NATL MTG ASSN POOL MA12362014-09-042022-12-31$1,065$1,089-$24-$24
465.89 FEDERAL NATL MTG ASSN POOL MA14302015-05-122022-12-31$466$470-$4-$4
215.67 FEDERAL NATL MTG ASSN POOL MA15252016-03-092022-12-31$216$224-$8-$8
1673.91 FEDERAL NATL MTG ASSN POOL MA28032017-10-192022-12-31$1,674$1,680-$6-$6
1258.57 FEDERAL NATL MTG ASSN POOL MA36642022-08-192022-12-31$1,259$1,256$3$3
415.94 FEDERAL NATL MTG ASSN POOL MA41572020-10-092022-12-31$416$418-$2-$2
1140.47 FEDERAL NATL MTG ASSN POOL MA42612021-01-272022-12-31$1,140$1,187-$47-$47
591.86 FEDERAL NATL MTG ASSN POOL MA45652022-03-182022-12-31$592$600-$8-$8
522.66 FEDERAL NATL MTG ASSN POOL MA46562022-07-082022-12-31$523$523
1204.12 FEDERAL NATL MTG ASSN POOL MA47852022-09-152022-12-31$1,204$1,202$2$2
303.53 FEDERAL NATL MTG ASSN POOL AD71342010-07-212022-12-31$304$318-$14-$14
413.19 FEDERAL NATL MTG ASSN POOL AD63692010-06-222022-12-31$413$424-$11-$11
225.07 FEDERAL NATL MTG ASSN POOL AE09812011-10-172022-12-31$225$228-$3-$3
113.74 GOVT NATL MTG ASSN POOL AA82732012-08-282022-12-31$114$122-$8-$8
1374.16 GOVT NATL MTG ASSN II POOL MA76502021-10-272022-12-31$1,374$1,436-$62-$62
328.96 GOVT NATL MTG ASSN POOL 7443712012-02-162022-12-31$329$352-$23-$23
1. OTHER ASSETS2000-01-012022-12-31$2,194,633$1$2,194,632$2,194,632
FieldValueIRS element (for citing)
Capital Gain Net Income$3,049,545CapitalGainNetIncomeAmt

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

FieldValueIRS element (for citing)
Investment Income Excise Tax$112,957InvestmentIncomeExciseTaxAmt
Tax Under Section511$0TaxUnderSection511Amt
Subtotal$112,957SubtotalAmt
Subtitle A Tax$0SubtitleATaxAmt
Tax Based On Investment Income$112,957TaxBasedOnInvestmentIncomeAmt
Estimated Plus Ovpmt Incm Tx$118,010EstimatedPlusOvpmtIncmTxAmt
Exempt Frgn Org Tax Wthld At Srce$0ExemptFrgnOrgTaxWthldAtSrceAmt
Extsn Request Income Tax Paid$128,235ExtsnRequestIncomeTaxPaidAmt
Total Payments And Credits$246,245TotalPaymentsAndCreditsAmt
Form2220 AttachedYes (X)Form2220AttachedInd
Es Penalty$0EsPenaltyAmt
Overpayment$133,288OverpaymentAmt
Applied To ES Tax$112,960AppliedToESTaxAmt
Refund$20,328RefundAmt

Statements Regarding Acty StatementsRegardingActyGrp

FieldValueIRS element (for citing)
Legislative Political ActyfalseLegislativePoliticalActyInd
More Than100 SpentfalseMoreThan100SpentInd
Form1120 POL FiledfalseForm1120POLFiledInd
Activities Not Previously RptfalseActivitiesNotPreviouslyRptInd
Changes To Articles Or BylawsfalseChangesToArticlesOrBylawsInd
Unrelated Bus Incm Over LimitYes (true)UnrelatedBusIncmOverLimitInd
Form990 T FiledYes (true)Form990TFiledInd
Organization Dissolved EtcfalseOrganizationDissolvedEtcInd
Section508e Rqr SatisfiedYes (true)Section508eRqrSatisfiedInd
At Least5000 In AssetsYes (true)AtLeast5000InAssetsInd
Org Report Or Register StateOHOrgReportOrRegisterStateCd
Form990 PF Filed With Atty GenfalseForm990PFFiledWithAttyGenInd
Private Operating FoundationfalsePrivateOperatingFoundationInd
New Substantial ContributorsfalseNewSubstantialContributorsInd
Own Controlled EntityfalseOwnControlledEntityInd
Donor Advised FundfalseDonorAdvisedFundInd
Comply With Public Insp RqrYes (true)ComplyWithPublicInspRqrInd
Website Addresswww.garfoundation.comWebsiteAddressTxt
Individual With BooksPNC BANK N AIndividualWithBooksNm
Phone4128076123PhoneNum

Location Of Books US Address LocationOfBooksUSAddress

FieldValueIRS element (for citing)
Address Line1116 ALLEGHENY CENTER MALLAddressLine1Txt
CityPITTSBURGHCityNm
State AbbreviationPAStateAbbreviationCd
ZIP15212ZIPCd
FieldValueIRS element (for citing)
Foreign Accounts QuestionfalseForeignAccountsQuestionInd

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

FieldValueIRS element (for citing)
Sale Or Exch Disqualified PrsnfalseSaleOrExchDisqualifiedPrsnInd
Brrw Or Lend Disqualified PrsnfalseBrrwOrLendDisqualifiedPrsnInd
Furn Goods Disqualified PrsnfalseFurnGoodsDisqualifiedPrsnInd
Pay Comp Disqualified PrsnYes (true)PayCompDisqualifiedPrsnInd
Transfer Ast Disqualified PrsnfalseTransferAstDisqualifiedPrsnInd
Payment To Government OfficialfalsePaymentToGovernmentOfficialInd
Acts Fail To Qlfy As ExceptionsfalseActsFailToQlfyAsExceptionsInd
Uncorrected Prior ActsfalseUncorrectedPriorActsInd
Undistributed Income PYfalseUndistributedIncomePYInd
Business HoldingsfalseBusinessHoldingsInd
Jeopardy InvestmentsfalseJeopardyInvestmentsInd
Uncorrected PY Jeopardy InvstfalseUncorrectedPYJeopardyInvstInd
Influence LegislationfalseInfluenceLegislationInd
Influence ElectionfalseInfluenceElectionInd
Grants To IndividualsfalseGrantsToIndividualsInd
Grants To OrganizationsfalseGrantsToOrganizationsInd
Noncharitable PurposefalseNoncharitablePurposeInd
Rcv Fnds To Pay Prsnl Bnft CntrctfalseRcvFndsToPayPrsnlBnftCntrctInd
Pay Premiums Prsnl Bnft CntrctfalsePayPremiumsPrsnlBnftCntrctInd
Prohibited Tax Shelter TransfalseProhibitedTaxShelterTransInd
Subj To Tax Rmnrtn Ex Prcht PymtfalseSubjToTaxRmnrtnExPrchtPymtInd

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp (3 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdTitleTitleTxtAverage Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRtCompensationCompensationAmt
PNC BANK N A
116 ALLEGHENY CENTER MALLPITTSBURGHPA15212CO-TRUSTEE50$378,909
THOMAS G KNOLL
277 E MILL STREETAKRONOH44308CO-TRUSTEE1$2,950
LAURA CULP
277 E MILL STREETAKRONOH44308CO-TRUSTEE1$3,775

Compensation Highest Paid Empl CompensationHighestPaidEmplGrp (5 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdTitleTitleTxtAverage Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRtCompensationCompensationAmtEmployee BenefitsEmployeeBenefitsAmt
CHRISTINE A MAYER
227 E MILL STREETAKRONOH44308PRESIDENT40$317,436$34,625
KIRSTIN S TOTH
227 E MILL STREETAKRONOH44308SENIOR VICE PRESIDEN40$255,068$19,999
ROBERT LEHR
227 E MILL STREETAKRONOH44308SR PROGRAM OFFICER40$101,379$10,507
BRONLYNN THURMAN
227 E MILL STREETAKRONOH44308PROGRAM OFFICER40$78,375$13,182
JESSICA A CHEROK
227 E MILL STREETAKRONOH44308GRANTS MANAGER40$74,719$12,875

Compensation Of Hghst Pd Cntrct CompensationOfHghstPdCntrctGrp (5 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdService TypeServiceTypeTxtCompensationCompensationAmt
ACADIAN ASSET MANAGEMENT LLC
260 FRANKLIN STBOSTONMA02110INVESTMENT MANAGEMEN$147,890
WESTFIELD CAPITAL MANAGEMENT LP
ONE FINANCIAL CENTER 23 FLOORBOSTONMA02111INVESTMENT MANAGEMEN$109,402
FISHER ASSET MANAGEMENT LLC
5525 NW FISHER CREEK DRCAMASWA98607INVESTMENT MANAGEMEN$106,479
THE LONDON COMPANY OF VIRGINIA LLC
1800 BAYBERRY COURT STE 301RICHMONDVA23226INVESTMENT MANAGEMEN$89,749
SYSTEMATIC FINANCIAL MANAGEMENT LP
300 FRANK W BURR BLVD 7TH FLTEANECKNJ07666INVESTMENT MANAGEMET$81,281
FieldValueIRS element (for citing)
Contractor Paid Over50k2ContractorPaidOver50kCnt
FieldValueIRS element (for citing)
Summary Of Direct Chrtbl ActySummaryOfDirectChrtblActyGrp
Sum Of Program Related InvstSumOfProgramRelatedInvstGrp

Minimum Investment Return MinimumInvestmentReturnGrp

FieldValueIRS element (for citing)
Average Monthly FMV Of Sec$182,987,849AverageMonthlyFMVOfSecAmt
Average Monthly Cash Balances$0AverageMonthlyCashBalancesAmt
FMV All Other Noncharitable Ast$0FMVAllOtherNoncharitableAstAmt
Total FMV Of Unused Assets$182,987,849TotalFMVOfUnusedAssetsAmt
Reduction Claimed$0ReductionClaimedAmt
Acquisition Indebtedness$0AcquisitionIndebtednessAmt
Adjusted Total FMV Of Unused Ast$182,987,849AdjustedTotalFMVOfUnusedAstAmt
Cash Deemed Charitable$2,744,818CashDeemedCharitableAmt
Net Vl Noncharitable Assets$180,243,031NetVlNoncharitableAssetsAmt
Minimum Investment Return$9,012,152MinimumInvestmentReturnAmt

Distributable Amount DistributableAmountGrp

FieldValueIRS element (for citing)
Minimum Investment Return$9,012,152MinimumInvestmentReturnAmt
Tax Based On Investment Income$112,957TaxBasedOnInvestmentIncomeAmt
Total Tax$112,957TotalTaxAmt
Distributable Before Adj$8,899,195DistributableBeforeAdjAmt
Recoveries Qualfied Distri$501,038RecoveriesQualfiedDistriAmt
Distributable Before Ded$9,400,233DistributableBeforeDedAmt
Deduction From Distributable$0DeductionFromDistributableAmt
Distributable As Adjusted$9,400,233DistributableAsAdjustedAmt

PF Qualifying Distributions PFQualifyingDistributionsGrp

FieldValueIRS element (for citing)
Expenses And Contributions$9,175,449ExpensesAndContributionsAmt
Program Related Invst Total$0ProgramRelatedInvstTotalAmt
Charitable Assets Acquis Paid$0CharitableAssetsAcquisPaidAmt
Set Aside Suitability Test$0SetAsideSuitabilityTestAmt
Set Aside Cash Distri Test$0SetAsideCashDistriTestAmt
Qualifying Distributions$9,175,449QualifyingDistributionsAmt

Undistributed Income UndistributedIncomeGrp

FieldValueIRS element (for citing)
Distributable As Adjusted$9,400,233DistributableAsAdjustedAmt
Undistributed Income PY$0UndistributedIncomePYAmt
Total For Prior Years$0TotalForPriorYearsAmt
Excess Distribution Cyov Yr5$266,622ExcessDistributionCyovYr5Amt
Excess Distribution Cyov Yr4$691,676ExcessDistributionCyovYr4Amt
Excess Distribution Cyov Yr3$354,627ExcessDistributionCyovYr3Amt
Excess Distribution Cyov Yr2$510,687ExcessDistributionCyovYr2Amt
Excess Distribution Cyov Yr1$268,371ExcessDistributionCyovYr1Amt
Total Excess Distribution Cyov$2,091,983TotalExcessDistributionCyovAmt
Qualifying Distributions$9,175,449QualifyingDistributionsAmt
Applied To Year1$0AppliedToYear1Amt
Applied To Prior Years$0AppliedToPriorYearsAmt
Treated As Distri From Corpus$0TreatedAsDistriFromCorpusAmt
Applied To Current Year$9,175,449AppliedToCurrentYearAmt
Remaining Distri From Corpus$0RemainingDistriFromCorpusAmt
Excess Distri Cyov App CY Corpus$224,784ExcessDistriCyovAppCYCorpusAmt
Excess Distribution Cyov App CY$224,784ExcessDistributionCyovAppCYAmt
Total Corpus$1,867,199TotalCorpusAmt
Prior Year Undistributed Incm$0PriorYearUndistributedIncmAmt
Prior Year Deficiency Or Tax$0PriorYearDeficiencyOrTaxAmt
Taxable1$0Taxable1Amt
Taxable2$0Taxable2Amt
Undistributed Income CY$0UndistributedIncomeCYAmt
Corpus Distri170b1 E Or4942g3$0CorpusDistri170b1EOr4942g3Amt
Excess Distri Cyov From Yr5$41,838ExcessDistriCyovFromYr5Amt
Excess Distri Cyov To Next Yr$1,825,361ExcessDistriCyovToNextYrAmt
Excess From Year4$691,676ExcessFromYear4Amt
Excess From Year3$354,627ExcessFromYear3Amt
Excess From Year2$510,687ExcessFromYear2Amt
Excess From Year1$268,371ExcessFromYear1Amt

Supplementary Information SupplementaryInformationGrp

Application Submission Info ApplicationSubmissionInfoGrp

FieldValueIRS element (for citing)
Recipient PersonSEE WEBSITE WWW GARFOUNDATION ORGRecipientPersonNm

Recipient US Address RecipientUSAddress

FieldValueIRS element (for citing)
Address Line1277 EAST MILL STREETAddressLine1Txt
CityAKRONCityNm
State AbbreviationOHStateAbbreviationCd
ZIP44308ZIPCd
FieldValueIRS element (for citing)
Recipient Phone3305762926RecipientPhoneNum
Form And Info And MaterialsSEE THE FOUNDATION'S WEBSITE: WWW.GARFOUNDATION.ORGFormAndInfoAndMaterialsTxt
Submission DeadlinesSEE THE FOUNDATION'S WEBSITE: WWW.GARFOUNDATION.ORGSubmissionDeadlinesTxt
Restrictions On AwardsSEE THE FOUNDATION'S WEBSITE: WWW.GARFOUNDATION.ORGRestrictionsOnAwardsTxt

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp

Recipient Business Name RecipientBusinessName

FieldValueIRS element (for citing)
Business Name Line1RECIPIENT STATEMENT ATTACHEDBusinessNameLine1Txt

Recipient US Address RecipientUSAddress

FieldValueIRS element (for citing)
Address Line1116 ALLEGHENY CENTER MALLAddressLine1Txt
CityPITTSBURGHCityNm
State AbbreviationPAStateAbbreviationCd
ZIP15212ZIPCd
FieldValueIRS element (for citing)
Recipient RelationshipNONERecipientRelationshipTxt
Recipient Foundation StatusPCRecipientFoundationStatusTxt
Grant Or Contribution PurposeGENERAL SUPPORTGrantOrContributionPurposeTxt
Amt$7,367,501Amt
FieldValueIRS element (for citing)
Total Grant Or Contri Pd Dur Yr$7,367,501TotalGrantOrContriPdDurYrAmt

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

FieldValueIRS element (for citing)
Fees Contracts From Govt AgFeesContractsFromGovtAgGrp
Membership Dues And AssmntMembershipDuesAndAssmntGrp
Int On Sav And Temp Cash InvstIntOnSavAndTempCashInvstGrp

Dividends And Interest From Sec Dtl DividendsAndInterestFromSecDtl

FieldValueIRS element (for citing)
Exclusion14ExclusionCd
Exclusion$2,772,187ExclusionAmt
FieldValueIRS element (for citing)
Net Rntl Incm Re Debt Fincd PropNetRntlIncmReDebtFincdPropGrp
Net Rntl Incm Re Not Debt Fincd PropNetRntlIncmReNotDebtFincdProp
Net Rental Income Personal PropNetRentalIncomePersonalPropGrp
Other Investment IncomeOtherInvestmentIncomeGrp

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

FieldValueIRS element (for citing)
Exclusion18ExclusionCd
Exclusion$3,049,545ExclusionAmt
FieldValueIRS element (for citing)
Net Income Loss From Special EvtNetIncomeLossFromSpecialEvtGrp
Gross Profit Loss Sls Of InvntryGrossProfitLossSlsOfInvntryGrp

Other Revenue Described OtherRevenueDescribedGrp (4 entries)

DescDescBusinessBusinessCdUnrelated Business Taxbl IncmUnrelatedBusinessTaxblIncmAmtExclusionExclusionCdExclusionExclusionAmt
PARTNERSHIP K-1S525920$135,78411$3,971,178
PRIVATE EQUITY PAR11$28,414
FOREIGN TAX REFUND11$6,914
STORE CAPITAL CORP11$5,770

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

FieldValueIRS element (for citing)
Unrelated Business Taxbl Incm$135,784UnrelatedBusinessTaxblIncmAmt
Exclusion$9,834,008ExclusionAmt
FieldValueIRS element (for citing)
Total Income Producing Acty$9,969,792TotalIncomeProducingActyAmt
FieldValueIRS element (for citing)
Rln Of Acty To Accom Of Exmpt PrpsRlnOfActyToAccomOfExmptPrpsGrp

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

FieldValueIRS element (for citing)
Trnsfr Of Cash To Nonchrtbl EOfalseTrnsfrOfCashToNonchrtblEOInd
Trnsfr Other Asset Nonchrtbl EOfalseTrnsfrOtherAssetNonchrtblEOInd
Sales Or Exchanges Of AssetsfalseSalesOrExchangesOfAssetsInd
Purchase Of Assets Nonchrtbl EOfalsePurchaseOfAssetsNonchrtblEOInd
Rental Of Facilities Oth AssetsfalseRentalOfFacilitiesOthAssetsInd
Reimbursement ArrangementsfalseReimbursementArrangementsInd
Loans Or Loan GuaranteesfalseLoansOrLoanGuaranteesInd
Performance Of Services EtcfalsePerformanceOfServicesEtcInd
Sharing Of Facilities EtcfalseSharingOfFacilitiesEtcInd
Relationships Nonchrtbl EOfalseRelationshipsNonchrtblEOInd

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees Detail AccountingFeesDetail

FieldValueIRS element (for citing)
CategoryAUDIT & ACCOUNTING FEES (ALLOCCategoryTxt
Amt$23,000Amt
Disbursements Charitable Prps$23,000DisbursementsCharitablePrpsAmt

Depreciation Schedule DepreciationSchedule

Depreciation Property DepreciationPropertyGrp (9 entries)

PropertyPropertyDescAcquiredAcquiredDtCost Or Other BasisCostOrOtherBasisAmtPrior Year DepreciationPriorYearDepreciationAmtComputation MethodComputationMethodTxtLifeLifeRtCurrent Year ExpenseCurrentYearExpenseAmt
FILING SYSTEM2006-09-01$5,599$5,506M1010
FURNITURE2009-09-01$149,599$79,787M1010
RUGS2009-09-01$6,668$3,557M1010
AV EQUIPMENT2009-09-01$122,881$65,536M1010
A/C UNIT FOR AV CL2009-11-14$6,420$3,281M1010
FURNITURE2010-08-18$2,783$1,391M1010
LOFT2011-01-12$11,250$4,482M2727$409
15 LAP TOP COMPUTE2012-01-01$15,450$15,450M33
277 EAST MILL STRE2015-01-09$3,792,570$676,781M3939$97,241

Expln Of Non Filing With AG Stmt ExplnOfNonFilingWithAGStmt

FieldValueIRS element (for citing)
ExplanationThe Ohio Attorney General requires that charitable organizations operating or organized within the State submit an annual registration through an online portal that highlights key information from the Form 990-PF for public disclosure purposes. The Trust completes this registration as required in lieu of furnishing a copy of its Form 990-PF to comply with the specific reporting instructions of the State of Ohio.ExplanationTxt

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corporate Bonds InvestmentsCorporateBondsGrp (207 entries)

BondBondNmEOY Book ValueEOYBookValueAmtEOYFMVEOYFMVAmt
001055BJ0 AFLAC INC CALL 01/01
00206RDR0 AT&T INC CALL 09/01/
00206RKD3 AT&T INC CALL 08/01/
00287YAR0 ABBVIE INC CALL 11/1$42,273$37,052
00287YAS8 ABBVIE INC CALL 11/1
00287YCS6 ABBVIE INC SER WI CA
023135AP1 AMAZON.COM INC CALL$23,999$19,951
023135BT2 AMAZON.COM INC CALL
024836AB4 AMERICAN CAMPUS CMNT
03027XAJ9 AMERICAN TOWER CORP$168,682$151,037
03027XBC3 AMERICAN TOWER CORP
03522AAH3 ANHEUSER-BUSCH CO/IN$127,865$118,055
037833AL4 APPLE INC UNSC
06051GFH7 BANK OF AMERICA CORP
080555AE5 BELO CORPORATION SR
084659AP6 BERKSHIRE HATHAWAY E
084664CQ2 BERKSHIRE HATHAWAY F$49,747$43,992
110122CQ9 BRISTOL-MYERS SQUIBB
12189LAS0 BURLINGTN NORTH SANT$50,447$37,757
12513GBF5 CDW LLC/CDW FINANCE$50,012$42,585
12592BAH7 CNH INDUSTRIAL CAP L
126650CY4 CVS HEALTH CORP CALL$74,674$59,210
15135BAR2 CENTENE CORP SER WI
161175AZ7 CHARTER COMM OPT LLC$100,000$97,479
172967JL6 CITIGROUP INC SUB
172967LM1 CITIGROUP INC SR UNS
172967MG3 CITIGROUP INC SER U$25,000$22,250
172967MK4 CITIGROUP INC SERIES$25,000$20,780
20030NBP5 COMCAST CORP CALL 02$5,216$4,654
20030NCJ8 COMCAST CORP CALL 09
20825CAQ7 CONOCOPHILLIPS NOTES$66,547$61,629
209115AE4 CONSOLIDATED EDISON$129,977$124,835
22822VAB7 CROWN CASTLE INTL CO$59,683$53,749
23283PAR5 CYRUSONE LP/CYRUSONE
233851DR2 DAIMLER FINANCE NA L
247361ZU5 DELTA AIR LINES INC$39,841$37,895
254687EH5 WALT DISNEY COMPANY/$64,332$50,963
260543CL5 DOW CHEMICAL CO/THE
26885BAF7 EQM MIDSTREAM PARTNE$20,474$20,265
29278NAN3 ENERGY TRANSFER OPER
29379VAY9 ENTERPRISE PRODUCTS$46,326$33,683
3137F4VQ2 FEDERAL HOME LOAN MT$63,878$60,368
38141GWJ9 GOLDMAN SACHS GROUP
38141GXJ8 GOLDMAN SACHS GROUP
404030AJ7 H&E EQUIPMENT SERVIC$25,112$21,295
404121AG0 HCA INC COGT
436106AA6 HOLLYFRONTIER CORP C
436106AB4 HOLLYFRONTIER CORP U
44891ABN6 HYUNDAI CAPITAL AMER$74,858$67,457
458140BJ8 INTEL CORP CALL 05/1
46284VAE1 IRON MOUNTAIN INC SE$60,000$55,192
46647PAJ5 JP MORGAN CHASE & CO$55,000$45,650
46647PAY2 JPMORGAN CHASE & CO
46647PBP0 JP MORGAN CHASE & CO$75,000$61,797
478160BU7 JOHNSON & JOHNSON CA$84,758$75,313
48126HAC4 JP MORGAN CHASE & CO$70,955$68,129
48666KAV1 KB HOME CALL 11/15/2
494550AW6 KINDER MORGAN ENER P$72,429$74,061
50077LAM8 KRAFT HEINZ FOODS CO
501044DG3 KROGER CO CALL 08/01$40,427$33,588
513075BR1 LAMAR MEDIA CORP SER
538034AR0 LIVE NATION ENTERTAI$54,998$48,968
55336VAK6 MPLX LP CALL 12/01/2$93,498$85,006
57636QAL8 MASTERCARD INC CALL$43,649$28,333
59156RAP3 METLIFE INC JR SUB$89,484$91,875
594918BS2 MICROSOFT CORP CALL$83,460$75,198
61747YDU6 MORGAN STANLEY NTS
62886EAY4 NCR CORP SER 144A CA$50,061$42,627
637417AG1 NATIONAL RETAIL PROP$113,335$107,380
654106AL7 NIKE INC CALL 09/27/$24,844$20,309
67059TAE5 NUSTAR LOGISTICS LP$51,122$51,428
67066GAH7 NVIDIA CORP CALL 10/$44,884$33,964
68389XBW4 ORACLE CORP CALL 10/$24,933$18,340
713448DP0 PEPSICO INC CALL 04/
745867AM3 PULTE HOMES INC COMP
817565CF9 SERVICE CORP INTL CA$60,324$48,775
824348AU0 SHERWIN-WILLIAMS CO
830867AB3 DELTA AIR LINES/SKYM$76,270$70,498
845467AL3 SOUTHWESTERN ENERGY$6,860$6,878
84861TAE8 SPIRIT REALTY LP CAL$75,210$66,495
871829BL0 SYSCO CORPORATION CA
871829BN6 SYSCO CORPORATION CA$19,953$21,798
88732JBD9 TIME WARNER CABLE IN$34,128$25,624
89352HAD1 TRANS CANADA PIPELIN$28,140$25,490
907818FD5 UNION PACIFIC CORP S
91324PDZ2 UNITEDHEALTH GROUP I
918204BA5 VF CORP CALL 03/23/2
91913YAV2 VALERO ENERGY CORP C$41,720$39,502
92343VDU5 VERIZON COMMUNICATIO$131,881$123,435
92826CAE2 VISA INC CALL 06/14/$59,919$56,672
94974BFY1 WELLS FARGO & COMPAN
95000U2F9 WELLS FARGO & CO MED$74,255$64,931
95000U2R3 WELLS FARGO & COMPAN
961214DF7 WESTPAC BKG CORP SED$114,343$103,528
96926JAE7 WILLIAM CARTER SER 1
98420EAC9 XLIT LTD SEDOL ISIN
00115AAN9 AEP TRANSMISSION CO
00206RML3 AT&T INC CALL 03/25/
031162CU2 AMGEN INC CALL 11/21
06051GJZ3 BANK OF AMERICA CORP$95,000$79,942
06738EAC9 BARCLAYS PLC SEDOL B
097023CD5 BOEING CO CALL 12/01$123,795$105,227
097023DG7 BOEING CO CALL 02/04$45,000$40,885
10373QBJ8 BP CAP MARKETS AMERI
117043AS8 BRUNSWICK CORP CALL$49,941$46,195
1248EPCB7 CCO HLDGS LLC/CAP CO$36,405$31,649
134429BF5 CAMPBELL SOUP CO CAL
13645RBD5 CANADIAN PACIFIC RAI
14040HCH6 CAPITAL ONE FINANCIA$160,000$139,342
16411QAG6 CHENIERE ENERGY PART$71,922$62,945
172967LD1 CITIGROUP INC SR UNS$60,710$51,396
184496AN7 CLEAN HARBORS INC SE$39,999$37,900
18538RAH6 CLEARWATER PAPER COR$42,117$38,866
212015AU5 CONTINENTAL RESOURCE
26884UAG4 EPR PROPERTIES CALL$44,628$32,603
26885BAK6 EQM MIDSTREAM PARTNE$25,125$20,998
29273RAR0 ENERGY TRANSFER PART$60,807$49,419
31620MBQ8 FIDELITY NATL INFO S
337738AR9 FISERV INC CALL 07/0$96,421$80,406
344849AA2 FOOT LOCKER INC SER$65,110$50,637
37940XAA0 GLOBAL PAYMENTS INC$91,724$84,676
432891AK5 HILTON WORLDWIDE FIN$34,997$33,314
444859BP6 HUMANA INC CALL 01/2$69,966$68,195
460690BL3 INTERPUBLIC GROUP CO$93,875$88,321
46647PCJ3 JPMORGAN CHASE & CO$75,000$62,639
50050NAA1 KONTOOR BRANDS INC S$75,249$61,208
50077LBC9 KRAFT HEINZ FOODS CO
513272AD6 LAMB WESTON HLD SER$64,931$57,408
546347AM7 LOUISIANA-PACIFIC CO$75,000$64,789
55336VAS9 MPLX LP CALL 11/15/2$93,108$81,340
571903BE2 MARRIOTT INTERNATION$61,171$51,321
595112BN2 MICRON TECHNOLOGY IN$60,851$52,796
61744YAP3 MORGAN STANLEY SER G$94,000$77,839
61747YEA9 MORGAN STANLEY SR UN$85,000$79,024
61747YEF8 MORGAN STANLEY SUB C$65,000$47,133
64110LAL0 NETFLIX INC UNSC
64110LAT3 NETFLIX INC SER 144A
65339KBU3 NEXTERA ENERGY CAPIT
68389XCA1 ORACLE CORP CALL 09/$94,834$67,682
718546BA1 PHILLIPS 66 CALL 09/
817826AB6 7-ELEVEN INC SER 144
82967NBC1 SIRIUS XM RADIO INC$57,153$50,203
842587CV7 SOUTHERN CO CALL 04/$58,348$51,717
845467AT6 SOUTHWESTERN ENERGY$15,000$12,819
87264AAV7 T-MOBILE USA INC CAL
87264ABW4 T-MOBILE USA INC CAL$100,000$86,380
872898AA9 TSMC ARIZONA CORP CA$199,952$178,424
910047AK5 UNITED CONTINENTAL H$75,478$71,625
91913YAL4 VALERO ENERGY CORP B$64,890$53,207
92343VEU4 VERIZON COMMUNICATIO
931142EV1 WALMART INC CALL 03/$99,969$67,610
00206RCP5 AT&T INC CALL 11/15/$128,330$122,722
00507VAM1 ACTIVISION BLIZZARD$50,998$52,015
023135CJ3 AMAZON.COM INC CALL$74,687$62,076
02343JAA8 AMCOR FLEXIBLES NORT$64,984$63,274
025816DB2 AMERICAN EXPRESS CO$69,950$72,872
02666TAA5 AMERICAN HOMES 4 REN$35,551$32,363
03938LBE3 ARCELORMITTAL SA SED$109,899$110,518
053773BG1 AVIS BUDGET CAR/FINA$57,838$50,553
06051GKL2 BANK OF AMERICA CORP$85,000$70,385
06051GLC1 BANK OF AMERICA CORP$106,480$108,409
06417XAL5 BANK OF NOVA SCOTIA$144,867$145,268
06738EBY0 BARCLAYS PLC SEDOL I$201,036$193,708
1248EPCQ4 CCO HLDGS LLC/CAP CO$20,000$16,214
134429BE8 CAMPBELL SOUP CO CAL$110,189$109,700
172967MP3 CITIGROUP INC SR UNS$68,048$59,690
172967NX5 CITIGROUP INC CALL 0$115,000$115,492
22966RAH9 CUBESMART LP CALL 10$89,619$90,658
233331BD8 DTE ENERGY CO UNSC$69,998$68,807
233853AL4 DAIMLER TRUCKS FINAN$149,835$143,892
25746UDR7 DOMINION ENERGY INC$74,124$74,339
260543DG5 DOW CHEMICAL CO/THE$70,072$68,379
26444HAN1 DUKE ENERGY FLORIDA$89,832$90,466
278642BC6 EBAY INC CALL 10/22/$59,930$61,267
29273VAP5 ENERGY TRANSFER LP C$95,348$94,233
30225VAH0 EXTRA SPACE STORAGE$59,931$53,744
31620MBV7 FIDELITY NATL INFO S$94,966$93,153
345370CR9 FORD MOTOR COMPANY C$61,679$56,900
35137LAH8 FOX CORP SER WI CALL$108,866$111,122
370334CS1 GENERAL MILLS INC CA$60,014$60,149
37940XAN2 GLOBAL PAYMENTS INC$75,011$72,508
38141GXZ2 GOLDMAN SACHS GROUP$112,581$113,761
38141GYM0 GOLDMAN SACHS GROUP$51,643$52,463
403949AB6 HF SINCLAIR CORP SER$104,848$105,088
410345AJ1 HANESBRANDS INC SER$60,848$58,112
446150BB9 HUNTINGTON BANCSHARE$55,000$52,389
458140CB4 INTEL CORP CALL 02/0$69,913$61,926
45866FAW4 INTERCONTINENTAL EXC$59,968$57,514
48666KBA6 KB HOME CALL 07/15/2$60,102$58,301
55342UAJ3 MPT OPER PARTNERSP/F$44,750$38,130
55903VAE3 MAGALLANES INC SER 1$55,009$52,303
55903VAQ6 MAGALLANES INC SER 1$115,000$83,602
61747YEV3 MORGAN STANLEY CALL$51,601$51,616
67077MAY4 NUTRIEN LTD SEDOL IS$104,971$107,135
674599DZ5 OCCIDENTAL PETROLEUM$83,295$80,761
695114CZ9 PACIFICORP CALL 06/0$84,618$84,125
70959WAK9 PENSKE AUTOMOTIVE GR$48,024$40,582
744448CX7 PUBLIC SERVICE COLOR$44,509$40,385
744573AV8 PUBLIC SERVICE ENTER$74,952$77,179
816851BP3 SEMPRA ENERGY CALL 0$44,832$41,017
857477BY8 STATE STREET CORP CA$50,000$51,634
88947EAN0 TOLL BROS FINANCE CO$110,074$109,517
89352HAT6 TRANSCANADA PIPELINE$104,796$104,337
911365BQ6 UNITED RENTALS NORTH$75,000$74,531
91324PEK4 UNITEDHEALTH GROUP I$54,505$50,764
91324PES7 UNITEDHEALTH GROUP I$29,772$32,393
988498AR2 YUM BRANDS INC CALL$25,010$23,156

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corporate Stock InvestmentsCorporateStockGrp (464 entries)

StockStockNmEOY Book ValueEOYBookValueAmtEOYFMVEOYFMVAmt
105368203 BRANDYWINE RLTY TR S$94,223$58,733
114340102 AZENTA INC$282,750$238,702
143130102 CARMAX INC$165,638$196,309
155685100 CENTRAL VALLEY COMM$13,463$20,121
171484108 CHURCHILL DOWNS INC$195,966$340,402
172908105 CINTAS CORP$51,735$93,937
192479103 COHERENT INC
192576106 COHU INC$40,224$118,585
199333105 COLUMBUS MCKINNON CO$70,988$94,163
199908104 COMFORT SYS USA INC$16,781$166,866
201723103 COMMERCIAL METALS CO$50,392$130,410
204280309 COMPAGNIE DE SAINT-U$216,752$253,350
225313105 CREDIT AGRICOLE SA U$82,650$70,924
227483104 CROSS COUNTRY HEALTH$67,172$223,188
231561101 CURTISS WRIGHT CORP$67,321$166,990
235825205 DANA INCORPORATED$50,059$39,338
237545108 DASSAULT SYSTEMS SA$24,386$205,205
243537107 DECKERS OUTDOOR CORP$17,132$89,811
251542106 DEUTSCHE BOERSE AG U$184,066$226,426
256677105 DOLLAR GENERAL CORP$64,004$66,488
278642103 EBAY INC
282579309 EISAI LTD SPONSORED$70,564$49,666
302941109 FTI CONSULTING INC$13,728$55,580
307305102 FANUC CORP ADR$283,270$271,883
320817109 FIRST MERCHANTS CORP$76,840$117,164
344849104 FOOT LOCKER INC
368678108 GENCOR INDUSTRIES IN$100,552$69,185
371901109 GENTEX CORP$18,986$31,361
374689107 GIBRALTAR INDUSTRIES$25,473$22,940
375558103 GILEAD SCIENCES INC
377320106 GLATFELTER CORP
387328107 GRANITE CONSTRUCTION$47,658$49,098
404251100 HNI CORP$53,299$54,017
405024100 HAEMONETICS CORP$106,991$139,604
413160102 HARMONIC INC$28,769$53,710
422819102 HEIDRICK & STRUGGLES$51,976$72,722
423452101 HELMERICH & PAYNE IN$73,459$101,619
428291108 HEXCEL CORP$168,506$194,794
428567101 HIBBETT INC
437076102 HOME DEPOT INC$298,224$612,453
443251103 HOYA CORP SPONSORED$242,244$239,931
447011107 HUNTSMAN CORP$59,814$70,074
456837103 ING GROEP N V SPONSO$59,865$82,074
461202103 INTUIT SOFTWARE$163,587$175,927
478160104 JOHNSON & JOHNSON$313,555$375,381
482480100 KLA CORP
482738101 KVH INDS INC$83,539$95,046
483007704 KAISER ALUMINUM CORP$63,129$75,960
492089107 KERING S A ADR$96,951$101,827
502117203 L OREAL CO UNSPONSOR$90,270$266,314
502441306 LVMH MOET HENNESSY L$42,679$494,876
505336107 LA Z BOY INC$39,884$59,332
511637100 LAKELAND BANCORP INC$64,810$134,717
512807108 LAM RESEARCH CORP$38,048$87,422
525327102 LEIDOS HOLDINGS INC-$47,725$105,190
529043101 LXP INDUSTRIAL TRUST$92,219$97,194
532457108 ELI LILLY & CO$231,899$342,426
533900106 LINCOLN ELEC HLDGS I$114,833$200,841
539830109 LOCKHEED MARTIN CORP$264,859$288,002
548661107 LOWES COMPANIES INC$99,772$262,001
552676108 MDC HOLDINGS INC$30,075$41,080
556269108 MADDEN STEVEN LTD$37,137$83,096
559663109 MAGNOLIA OIL & GAS C$141,294$279,055
573284106 MARTIN MARIETTA MATL$276,968$451,190
575385109 MASONITE INTERNATION$64,671$84,641
589584101 MERIDIAN BIOSCIENCE$34,299$106,272
591520200 METHODE ELECTRONICS$65,474$110,925
594918104 MICROSOFT CORP$366,912$973,190
600551204 MILLER INDUSTRIES IN$39,989$35,991
620076307 MOTOROLA SOLUTIONS I$29,189$70,870
624756102 MUELLER INDUSTRIES I$48,491$153,400
631512209 NASPERS LTD ADR
641069406 NESTLE S.A. SPONSORE$287,933$396,885
651587107 NEW MARKET CORPORATI$370,676$288,088
653656108 NICE LTD$83,220$78,651
655844108 NORFOLK SOUTHERN COR$161,327$448,977
668074305 NORTHWESTERN CORPORA$145,353$222,525
670100205 NOVO NORDISK A S ADR$74,901$414,546
671044105 OSI SYS INC$63,001$63,616
675234108 OCEANFIRST FINANCIAL$74,227$79,688
680223104 OLD REPUBLIC INTERNA$73,207$112,298
683344105 ONTO INNOVATION INC$32,169$88,517
683715106 OPEN TEXT CORP SEDOL
690742101 OWENS CORNING INC$62,154$115,155
695127100 PACIRA BIOSCIENCES I
704326107 PAYCHEX INC
712704105 PEOPLE'S UNITED FINA
717081103 PFIZER INC$272,375$334,546
720190206 PIEDMONT OFFICE REAL$70,265$44,016
724078100 PIPER SANDLER COMPAN$52,959$143,209
731068102 POLARIS INC$75,690$90,900
736508847 PORTLAND GENERAL ELE$45,227$51,450
742718109 PROCTER & GAMBLE CO$85,353$127,007
743312100 PROGRESS SOFTWARE CO$81,909$108,468
743315103 PROGRESSIVE CORP OHI$114,556$452,169
745867101 PULTE GROUP INC$27,906$47,807
747619104 QUANEX BUILDING PROD$59,578$112,480
756255204 RECKITT BENCKISER-SP$150,383$146,156
758750103 REGAL REXNORD CORPOR$72,493$137,977
761624105 REX AMERICAN RESOURC$68,659$124,254
767204100 RIO TINTO PLC SPONSO$182,640$240,514
780259206 ROYAL DUTCH SHELL PL
786584102 SAFRAN SA UNSPON ADR$204,759$333,362
800363103 SANDY SPRING BANCORP$62,603$119,782
803054204 SAP SE SPONSORED ADR$47,157$128,472
806882106 SCHNITZER STL INDS C$47,251$62,833
808513105 SCHWAB CHARLES CORP$316,455$628,446
808625107 SCIENCE APPLICATIONS$86,009$116,477
816300107 SELECTIVE INSURANCE$16,362$150,637
826197501 SIEMENS AG SPON ADR$163,699$291,945
860630102 STIFEL FINL CORP$32,274$105,066
862121100 STORE CAPITAL CORP$362,069$451,180
863667101 STRYKER CORP$67,972$73,591
866082100 SUMMIT HOTEL PROPERT$32,892$27,797
867224107 SUNCOR ENERGY INC IS$128,097$170,358
874039100 TAIWAN SEMICONDUCTOR$187,776$772,387
875372203 TANDEM DIABETES CARE
879360105 TELEDYNE TECHNOLOGIE
882508104 TEXAS INSTRUMENTS IN$305,938$456,833
900450206 TURTLE BEACH CORP
904214103 UMPQUA HLDGS C$92,825$126,735
909907107 UNITED BANKSHARES IN$24,536$40,490
910340108 UNITED FIRE GROUP IN$41,033$39,672
917047102 URBAN OUTFITTERS INC$60,923$81,090
927107409 VILLAGE SUPER MKT IN$51,964$53,567
928298108 VISHAY INTERTECHNOLO$47,933$104,615
938824109 WASHINGTON FEDERAL I$120,916$197,945
940610108 WASHINGTON TRUST BAN$15,881$40,103
947890109 WEBSTER FINANCIAL CO$74,837$188,887
957638109 WESTERN ALLIANCE BAN$38,458$53,604
969904101 WILLIAMS SONOMA INC$35,182$97,682
977874205 WOLTERS KLUWER N V S$66,345$96,999
02553E106 AMERICAN EAGLE OUTFI$70,308$91,438
87612E106 TARGET CORP
34959E109 FORTINET INC$30,985$70,157
89151E109 TOTALENERGIES SE$97,979$147,440
89417E109 THE TRAVELERS COS IN
00191U102 ASGN INC$10,079$89,628
00246W103 AXT INC$3,851$5,694
00287Y109 ABBVIE INC$92,095$146,419
00508Y102 ACUITY BRANDS INC$16,811$33,122
00790R104 ADVANCED DRAINAGE SY$79,108$172,957
01609W102 ALIBABA GROUP HOLDIN$109,872$123,238
02079K107 ALPHABET INC/CA-CL C$493,776$707,799
02079K305 ALPHABET INC/CA-CL A$24,444$305,276
02208R106 ALTRA INDUSTRIAL MOT$1,136$11,950
02209S103 ALTRIA GROUP INC$496,769$422,498
02913V103 AMERICAN PUBLIC EDUC$112,692$54,076
03475V101 ANGIODYNAMICS INC$57,934$70,916
03485P300 ANGLO AMERICAN PLC-S$155,117$266,265
03524A108 ANHEUSER BUSCH INBEV$113,174$103,569
03784Y200 APPLE HOSPITALITY RE$94,218$118,350
04351P101 ASCENDIS PHARMA A/S$204,632$310,210
04621X108 ASSURANT INC
04911A107 ATLANTIC UNION BANKS$18,189$26,355
05565A202 BNP PARIBAS SPONSORE$101,319$93,752
05577W200 BRP INC/CA- SUB VOTI$153,194$225,233
05589G102 BRP GROUP INC-A$115,322$120,672
05964H105 BANCO SANTANDER S A$76,709$48,516
08579W103 BERRY GLOBAL GROUP I
09060J106 BIODELIVERY SCIENCES
09239B109 BLACKLINE INC
09247X101 BLACKROCK INC$485,204$660,443
09627Y109 BLUEPRINT MEDICINES
11135F101 BROADCOM INC$38,288$97,848
12514G108 CDW CORP/DE$15,667$90,004
12637N204 CSL LTD-SPONSORED AD$61,184$183,863
16150R104 CHASE CORP$85,979$90,573
17275R102 CISCO SYSTEMS INC$150,130$287,079
19624Y200 COLOPLAST A/S-SPONSO$62,071$45,834
20369C106 COMMUNITY HEALTHCARE$61,297$62,650
22160K105 COSTCO WHOLESALE COR$191,001$253,814
23636T100 DANONE SPONS ADR
24665A103 DELEK HOLDCO INC$72,467$82,350
25157Y202 DEUTSCHE POST AG SPO$161,812$206,325
25243Q205 DIAGEO PLC SPONSORED$135,008$201,889
25960R105 DOUGLAS DYNAMICS INC$33,891$57,856
26142R104 DRAFTKINGS INC - CL
26874R108 ENI S P A SPONSORED$37,799$58,868
29084Q100 EMCOR GROUP INC$72,646$229,571
29261A100 ENCOMPASS HEALTH COR$54,562$116,630
29362U104 ENTEGRIS, INC
29414B104 EPAM SYSTEMS INC$31,056$58,993
29446M102 EQUINOR ASA SPONSORE$73,511$172,174
30161Q104 EXELIXIS INC$113,070$87,418
30215C101 EXPERIAN PLC SPON AD$138,363$241,128
30303M102 META PLATFORMS INC$32,203$37,907
31189P102 FATE THERAPEUTICS IN$115,873$34,911
31428X106 FEDEX CORPORATION$331,394$315,744
31946M103 FIRST CITIZENS BANCS$108,500$398,139
31983A103 FIRST COMMUNITY BANK$40,603$101,700
33829M101 FIVE BELOW
35137L105 FOX CORP - CLASS A -$71,800$55,638
37827X100 GLENCORE PLC -UNSP A$142,567$208,724
40415F101 HDFC BANK LTD SPON -$104,939$218,091
42330P107 HELIX ENERGY SOLUTIO$50,401$87,822
43940T109 HOPE BANCORP INC$27,201$37,790
44925C103 ICF INTERNATIONAL IN$89,115$168,385
45073V108 ITT INC$174,197$223,025
45781M101 INNOVIVA INC$384,493$394,585
46115H107 INTESA SAN PAOLO SPA$51,653$55,457
46146L101 INVESTORS BANCORP IN
46333X108 IRONWOOD PHARMACEUTI
47215P106 JD.COM INC-ADR ADR S$50,526$123,711
48242W106 KBR INC$57,132$208,560
48666K109 KB HOME$73,334$82,810
50216C108 LSI INDUSTRIES INC$72,680$124,848
54211N101 LONDON STOCK EXCHG-U$97,344$87,418
55306N104 MKS INSTRS INC$28,348$72,021
55825T103 MADISON SQUARE GARDE$47,617$54,999
55826T102 MADISON SQUARE GARDE$129,429$76,449
55933J203 MAGNACHIP SEMICONDUC$94,779$88,736
57636Q104 MASTERCARD INC CL A$276,761$349,816
57637H103 MASTERCRAFT BOAT HOL$68,457$119,002
57776J100 MAXLINEAR INC COMMON$5,783$23,765
58155Q103 MCKESSON CORPORATION
63845R107 NATIONAL VISION HOLD$186,719$203,490
64051T100 NEOPHONICS CORP
64110L106 NETFLIX INC
64110W102 NETEASE INC SPON ADR$78,216$107,710
65158N102 NEWMARK GROUP INC-CL$35,709$25,504
66987V109 NOVARTIS AG SPONSORE$63,551$111,495
67103H107 O REILLY AUTOMOTIVE$219,654$690,417
68554V108 ORASURE TECHNOLOGIES$65,737$32,294
69336V101 PGT INNOVATIONS INC$51,524$77,228
69360J107 PS BUSINESS PKS INC
69366X100 BANK RAKYA INDONESIA$71,558$141,318
69367U105 BANK MANDIRI TBK-UNS$57,311$104,291
69753M105 PALOMAR HOLDINGS INC$55,914$74,514
70450Y103 PAYPAL HOLDINGS INC-
71375U101 PERFICIENT INC$13,527$38,407
71943U104 PHYSICIANS REALTY TR$97,803$109,972
74164M108 PRIMERICA INC$128,490$141,820
74365P108 PROSUS NV -SPON ADR
74386T105 PROVIDENT FINANCIAL$43,607$77,964
74736K101 QORVO INC$11,808$54,384
75629J101 RECRUIT HOLDINGS CO$266,765$278,760
77313F106 ROCKET PHARMACEUTICA$116,406$131,510
78409V104 S&P GLOBAL INC$16,004$43,877
78573L106 SABRA HEALTH CARE RE$71,183$82,038
78709Y105 SAIA INC$141,112$236,938
80105N105 SANOFI SPONSORED ADR$58,036$82,622
82452J109 SHIFT4 PAYMENTS INC-$218,391$266,227
82706C108 SILICON MOTION TECHN$29,128$142,978
82982T106 SITIME CORP$93,351$103,652
84790A105 SPECTRUM BRANDS HLDG$64,245$97,472
84860W300 SPIRIT REALTY CAPITA$224,166$249,563
85917A100 STERLING BANCORP
86183P102 STONERIDGE INC$15,456$20,482
86333M108 STRIDE INC$45,348$75,072
87946F100 TELEPERFORMANCE-UNSP$99,799$85,199
87974R208 TEMENOS AG ADR SEDOL
88032Q109 TENCENT HOLDINGS LTD$19,336$147,201
88156J105 TERUMO CORP-UNSPON A$101,867$73,225
88162G103 TETRA TECH INC NEW$7,387$43,557
89055F103 TOPBUILD CORP
89531P105 TREX COMPANY INC
89832Q109 TRUIST FINANCIAL COR
90041T108 TURNING POINT THERAP
90984P303 UNITED COMMUNITY BAN$71,111$135,200
91324P102 UNITEDHEALTH GROUP I$172,929$286,297
91347P105 UNIVERSAL DISPLAY CO$24,508$54,020
92343V104 VERIZON COMMUNICATIO$308,375$228,205
92826C839 VISA INC CLASS A SHA$370,219$665,871
92839U206 VISTEON CORP$43,139$111,206
92932M101 WNS HOLDINGS LTD ADR$83,774$139,183
96208T104 WEX INC$48,220$49,095
96684W100 WHOLE EARTH BRANDS I$34,164$18,315
98986T108 ZYNGA INC
G02602103 AMDOCS LIMITED ISIN
G06242104 ATLASSIAN CORP PLC-C
G1151C101 ACCENTURE PLC CLASS$59,875$92,060
G3223R108 EVEREST RE GROUP LTD$109,302$160,666
G4388N106 HELEN OF TROY LIMITE$27,988$61,001
G50871105 JAZZ PHARMACEUTICALS$100,482$135,414
G6564A105 NOMAD FOODS LTD-WHEN$98,634$83,614
M3760D101 ELBIT SYSTEMS LTD IS$41,229$57,414
M84116108 SILICOM LTD SEDOL 25$73,089$111,698
M87915274 TOWER SEMICONDUCTOR$29,272$88,560
M98068105 WIX.COM LTD SEDOL BF$248,109$105,718
N07059210 ASML HOLDING NV-NY S$40,774$821,786
N6596X109 NXP SEMICONDUCTORS I$138,351$285,244
001744101 AMN HEALTHCARE SERVI$11,051$82,256
002896207 ABERCROMBIE & FITCH$18,757$49,257
00402L107 ACADEMY SPORTS & OUT$28,058$52,540
00783V104 ADYEN NV-UNSPON ADR$237,089$140,636
00832J102 AFTERPAY LTD - UNSP
009158106 AIR PRODUCTS & CHEMI$310,640$409,678
009279100 AIRBUS SE ADR$128,416$158,503
017175100 ALLEGHANY CORP DEL
02005N100 ALLY FINANCIAL INC
023135106 AMAZON COM INC$310,958$298,032
023436108 AMEDISYS INC$294,100$156,220
023586100 U-HAUL HOLDING COMPA$1,617$7,524
024013104 AMERICAN ASSETS TRUS$260,718$187,885
030506109 AMERICAN WOODMARK CO$80,618$70,847
031162100 AMGEN INC
037833100 APPLE INC$581,338$1,825,906
046353108 ASTRAZENECA PLC SPON$106,717$183,535
047649108 ATKORE INC$121,512$180,338
053332102 AUTOZONE INC$34,529$110,978
05352A100 AVANTOR INC
05368V106 AVIENT CORPORATION$141,652$97,566
055622104 BP PLC SPONSORED ADR$77,067$97,944
056752108 BAIDU INC
064058100 BANK NEW YORK MELLON
064520109 THE BANK OF PRINCETO$49,254$50,752
084670702 BERKSHIRE HATHAWAY I$405,967$870,171
084680107 BERKSHIRE HILLS BANC$65,603$109,135
088606108 BHP GROUP LTD SPONSO$173,928$227,972
090572207 BIO RAD LABORATORIES$125,372$180,811
149123101 CATERPILLAR INC
171340102 CHURCH & DWIGHT INC$376,068$345,172
233802107 DAIFUKU CO LTD - UNS$115,103$61,210
253393102 DICK'S SPORTING GOOD$59,752$68,806
25432X102 DIME CMNTY BANCSHARE$73,190$103,448
291011104 EMERSON ELECTRIC CO
292562105 ENCORE WIRE CORP$192,092$244,857
29260Y109 ENDEAVOR GROUP HOLD-$208,965$162,739
302492103 FLYWIRE CORP-VOTING$259,534$198,696
337738108 FISERV INC$403,937$376,789
338307101 FIVE9 INC
38141G104 GOLDMAN SACHS GROUP$185,574$178,558
452327109 ILLUMINA INC
46120E602 INTUITIVE SURGICAL I$214,547$184,684
46185L103 INVITAE CORP
55305B101 M / I HOMES INC
55379N106 M3 INC - UNSP ADR SE$246,758$78,800
58533E103 MEITUAN UNSP ADR$106,652$61,140
58733R102 MERCADOLIBRE INC$200,169$142,168
600544100 MILLERKNOLL INC
635906100 NATIONAL HEALTHCARE$35,187$29,750
679580100 OLD DOMINION FGHT LI$244,391$305,631
68404L201 OPTION CARE HEALTH I$176,068$243,127
688239201 OSHKOSH CORPORATION$74,742$66,143
69047Q102 OVINTIV INC SEDOL BJ$76,260$126,775
69327R101 PDC ENERGY INC$114,493$180,283
69404D108 PACIFIC BIOSCIENCES
701094104 PARKER HANNIFIN CORP
74624M102 PURE STORAGE INC - C
74762E102 QUANTA SVCS INC$45,574$70,110
75321W103 RANPAK HOLDINGS CORP$134,905$38,024
79589L106 SAMSARA INC-CL A$260,172$165,568
816850101 SEMTECH CORP
82509L107 SHOPIFY INC - A W/I$321,509$100,312
82837P408 SILVERGATE CAPITAL C
83200N103 SMARTSHEET INC$358,628$247,181
85914M107 STEPSTONE GROUP INC-$182,333$111,547
87724P106 TAYLOR MORRISON HOME
88554D205 3D SYS CORP DEL NEW
887399103 TIMKENSTEEL CORP$61,533$83,582
898349204 TRUSTCO BK CORP NY$108,652$137,204
907818108 UNION PACIFIC CORP$304,687$277,474
971378104 WILLSCOT MOBILE MINI$166,616$197,393
974155103 WINGSTOP INC$150,587$194,044
98139A105 WORKIVA INC
98978V103 ZOETIS INC$128,334$87,637
G0750C108 AXALTA COATING SYSTE$174,588$147,726
G1890L107 CAPRI HLDGS LTD SEDO$70,234$69,357
G8232Y101 SMART GLOBAL HOLDING
G9059U107 TRINSEO PLC SEDOL BP
G98239109 XP INC - CLASS A SED
N70544106 PLAYA HOTELS & RESOR
00724F101 ADOBE INC
009066101 AIRBNB INC-CLASS A
02079K107 ALPHABET INC/CA-CL C
023135106 AMAZON COM INC
037833100 APPLE INC
040413106 ARISTA NETWORKS INC$155,317$185,666
125269100 CF INDUSTRIES HOLDIN$82,456$148,163
19260Q107 COINBASE GLOBAL INC
20825C104 CONOCOPHILLIPS$70,713$148,208
22160K105 COSTCO WHOLESALE COR
235851102 DANAHER CORP$183,995$172,523
30303M102 META PLATFORMS INC
38141G104 GOLDMAN SACHS GROUP
45866F104 INTERCONTINENTAL EXC$125,537$103,821
461202103 INTUIT SOFTWARE
46120E602 INTUITIVE SURGICAL I
57636Q104 MASTERCARD INC CL A
594918104 MICROSOFT CORP
64110L106 NETFLIX INC
70438V106 PAYLOCITY HOLDING CO
70450Y103 PAYPAL HOLDINGS INC
771049103 ROBLOX CORP - CLASS
81762P102 SERVICE NOW INC$137,894$97,068
824348106 SHERWIN-WILLIAMS CO$161,787$139,550
866674104 SUN CMNTYS INC$126,044$97,383
88160R101 TESLA INC
88339J105 TRADE DESK INC/THE -$214,614$147,715
90384S303 ULTA BEAUTY INC$184,968$242,040
907818108 UNION PACIFIC CORP
91324P102 UNITEDHEALTH GROUP I
000360206 AAON INC COM PAR $0.$74,734$73,814
00215W100 ASE TECHNOLOGY HLDS$179,754$179,516
002824100 ABBOTT LABORATORIES$90,508$91,675
023586506 U-HAUL HOLDING COMPA$15,738$61,853
032654105 ANALOG DEVICES INC$137,412$145,003
03753U106 APELLIS PHARMACEUTIC$88,950$82,736
03969K108 ARCUTIS BIOTHERAPEUT$76,921$55,796
049468101 ATLASSIAN CORP CL A$149,130$109,507
06738E204 BARCLAYS PLC ADR$109,958$105,417
126650100 CVS HEALTH CORPORATI$59,405$54,703
147448104 CASELLA WASTE SYS IN$102,416$95,965
169495108 CHINA MENGNIU-UNSPON$107,093$106,927
169656105 CHIPOTLE MEXICAN GRI$167,814$151,236
174610105 CITIZENS FINANCIAL G$53,733$59,055
191216100 COCA COLA CO$145,195$146,430
19247G107 COHERENT CORP$12,458$8,775
22266L106 COUPA SOFTWARE INC$51,603$65,711
252784301 DIAMONDROCK HOSPITAL$50,342$47,093
268150109 DYNATRACE INC$131,806$148,987
29332G102 ENHABIT INC$109,860$89,488
29355A107 ENPHASE ENERGY INC$52,755$42,129
315616102 F5 INC$134,216$124,854
32055Y201 FIRST INTERSTATE BAN$172,703$172,379
36847Q103 GEELY AUTOMOBILE UNS$105,785$98,755
40523H106 HAIER SMART HOME CO$108,397$108,477
421298100 HAYWARD HOLDINGS INC$53,473$54,050
425883105 HENNES & MAURITZ UNS$134,826$137,852
42809H107 HESS CORPORATION$58,584$74,739
455793109 INDUSTRIA DE DISENO$138,637$157,340
456788108 INFOSYS LTD SPONSORE$205,875$183,288
457730109 INSPIRE MEDICAL SYST$203,858$231,730
465741106 ITRON, INC.$24,586$27,858
46625H100 JPMORGAN CHASE & CO$103,728$103,928
48241A105 KB FINANCIAL GROUP I$216,701$215,723
48576A100 KARUNA THERAPEUTICS$83,661$76,635
49714P108 KINSALE CAPITAL GROU$120,582$104,608
501173207 KUBOTA CORP SPON ADR$43,707$38,584
502160104 LSB INDUSTRIES INC$69,830$67,165
516544103 LANTHEUS HOLDINGS IN$189,619$152,880
56600D107 MARAVAI LIFESCIENCES$42,993$42,215
580135101 MCDONALD'S CORP$76,964$74,052
58470H101 MEDIFAST INC$46,528$28,838
59410T106 MICHELIN (CGDE) UNSP$141,269$154,776
65290C105 NEXTIER OILFIELD SOL$155,907$152,090
665531307 NORTHERN OIL AND GAS$175,207$174,133
682189105 ON SEMICONDUCTOR COR$61,699$71,975
723787107 PIONEER NAT RES CO$75,598$72,400
72703H101 PLANET FITNESS INC -$74,232$78,012
74349U108 PROMETHEUS BIOSCIENC$69,139$70,400
780259305 SHELL PLC-W/I-ADR SE$117,891$144,539
806857108 SCHLUMBERGER LTD SED$166,925$229,985
83364L109 SOCIETE GENERALE FRA$48,309$58,588
83570H108 SONOS INC$64,500$48,165
855244109 STARBUCKS CORP$410,841$465,050
87157D109 SYNAPTICS INC$101,440$99,918
876030107 TAPESTRY INC$69,883$74,256
88025T102 TENABLE HOLDINGS INC$99,864$105,676
891092108 TORO CO$125,835$159,159
911363109 UNITED RENTALS INC$165,446$177,710
91913Y100 VALERO ENERGY CORP$100,378$99,331
928662501 VOLKSWAGEN AG-UNSP A$49,600$44,382
92937A102 WPP PLC ADR$96,730$98,320
94106L109 WASTE MANAGEMENT INC$84,988$77,812
980228308 WOODSIDE ENERGY GROU$28,557$32,127
98260N108 WUXI BIOLOGICS CAYMA$104,179$122,655
G01767105 ALKERMES PLC SEDOL B$305,362$297,359
G46188101 HORIZON THERAPEUTICS$60,009$82,960
G8060N102 SENSATA TECHNOLOGIES$153,407$140,119
G97822103 PERRIGO CO LTD SEDOL$139,094$138,065
M78673114 PERION NETWORK LTD S$39,273$43,010
N82405106 STELLANTIS NV SEDOL$109,889$105,549

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

FieldValueIRS element (for citing)
US Govt Obligations Book Vl EOY$11,061,735USGovtObligationsBookVlEOYAmt
US Govt Obligations EOYFMV$9,966,933USGovtObligationsEOYFMVAmt

Investments Land Schedule2 InvestmentsLandSchedule2

Investment Land InvestmentLandGrp (9 entries)

Category Or ItemCategoryOrItemTxtCost Or Other BasisCostOrOtherBasisAmtAccumulated DepreciationAccumulatedDepreciationAmtBook ValueBookValueAmt
FILING SYSTEM$5,599$5,506$93
FURNITURE$149,599$79,787$69,812
RUGS$6,668$3,557$3,111
AV EQUIPMENT$122,881$65,536$57,345
A/C UNIT FOR AV CL$6,420$3,281$3,139
FURNITURE$2,783$1,391$1,392
LOFT$11,250$4,891$6,359
15 LAP TOP COMPUTE$15,450$15,450
277 EAST MILL STRE$3,792,570$774,022$3,018,548

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (18 entries)

Category Or ItemCategoryOrItemTxtListed At Cost Or FMVListedAtCostOrFMVCdBook ValueBookValueAmtEOYFMVEOYFMVAmt
128119880 CALAMOS MARKET NEUTRAT COST$5,839,271$5,986,459
00143W859 INVESCO DEVELOPING MAT COST$4,668,401$4,685,636
00143W875 INVESCO DEVELOPING MAT COST$735,048$671,269
09260B382 BLACKROCK STRATEGICAT COST$7,768,388$7,073,009
14042WAC4 CAPITAL ONE PRIME AU
25264S833 DIAMOND HILL LONG-SHAT COST$4,695,750$4,563,419
31680YAD9 FIFTH THIRD AUTO TRU
36257FAD2 GM FINANCIAL SECURIT
46137V357 INVESCO S&P 500 EQUAAT COST$2,227,464$4,823,546
74255L696 PRINCIPAL GL MULT STAT COST$5,228,074$4,717,456
74439A509 PGIM GLOBAL TOTAL REAT COST$3,464,241$2,498,267
78462F103 SPDR S&P 500 ETF TRUAT COST$1,609,730$3,742,078
92347YAA2 VERIZON OWNER TRUST
02582JJT8 AMERICAN EXPRESS CREAT COST$234,948$228,115
345295AD1 FORD CREDIT AUTO OWNAT COST$185,015$186,835
47800BAC2 JOHN DEERE OWNER TRUAT COST$149,988$150,464
74676P839 PUTNAM MULTI-CAP CORAT COST$5,050,000$4,376,768
903002103 UMH PROPERTIES INC RAT COST$139,279$103,362

Legal Fees Schedule LegalFeesSchedule

Legal Fees LegalFeesGrp

FieldValueIRS element (for citing)
CategoryLEGAL FEES - PRINCIPAL (ALLOCACategoryTxt
Legal Fees$2,463LegalFeesAmt
Disbursements Charitable Prps$2,463DisbursementsCharitablePrpsAmt

Other Assets Schedule OtherAssetsSchedule

Other Assets Schedule OtherAssetsScheduleGrp (21 entries)

DescDescBOY Book ValueBOYBookValueAmtEOY Book ValueEOYBookValueAmtEOYFMVEOYFMVAmt
XXX-XX-XXXX BPEA IV,LP 1 UNIT =$1,467,698$1,292,581$2,303,127
XXX-XX-XXXX TOWNSEND REAL ESTATE$1,145,368$1,075,481$1,602,115
XXX-XX-XXXX HARBOURVEST 2014 GLO$517,996$371,984$780,545
XXX-XX-XXXX PERENNIAL REAL ESTAT$1,151,274$1,301,489$1,577,160
XXX-XX-XXXX COMMONFUND CAPITAL S$1,245,411$1,195,681$1,953,113
XXX-XX-XXXX EARLY STAGE PARTNERS$166,496$169,782$165,377
XXX-XX-XXXX ACADIAN NON-US FOCUS$16,185,871$16,096,215$15,163,379
XXX-XX-XXXX BROOKE PRIVATE EQUIT$182,617$117,163$207,074
XXX-XX-XXXX EARLY STAGE PARTNERS$531,176$428,464$413,337
XXX-XX-XXXX PRIVATE EQUITY PARTN$1,725,994$1,737,846$219,402
XXX-XX-XXXX NEO CAPITAL FUND, LP$253,976$216,674$287,129
XXX-XX-XXXX PERENNIAL REAL ESTAT$23,789$18,066$53,346
XXX-XX-XXXX DRAPER TRIANGLE VENT$41,133$22,524$3,024
XXX-XX-XXXX PERENNIAL REAL ESTAT$508,164$444,156$367,444
XXX-XX-XXXX BPEA SMALL BUYOUT AN$299,687$167,599$435,630
XXX-XX-XXXX BPEA III, LP 1 UNIT$989,011$679,408$1,701,256
XXX-XX-XXXX PERENNIAL REAL ESTAT$1,049,064$882,630$1,047,625
XXX-XX-XXXX MAI MANAGED VOLATILI$6,251,327$489,703$7,053,361
XXX-XX-XXXX BPEA V LP 1 UNIT = 1$892,846$1,116,320$1,557,176
XXX-XX-XXXX COMMONFUND CAPITAL S$672,861$971,438$1,188,892
MAI MANAGED VOLATILITY FUND LP$7,069,000$7,069,000

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases Detail OtherDecreasesDetail (6 entries)

DescDescAmtAmt
PARTNERSHIP DISTRIBUTION TIMING ADJS'$1,200,312
WASH SALES ADJUSTMENT$293,350
COST BASIS ADJUSTMENT - SALES$244
2022 TRANSACTION POSTED IN 2023$104,409
ROUNDING ADJUSTMENTS$8
ADJUSTMENT FOR ACCRUED INTEREST$5,650

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (9 entries)

DescDescRevenue And Expenses Per BooksRevenueAndExpensesPerBooksAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
OTHER NON-ALLOCABLE EXPENSE -$5,850$0$5,850
OTHER NON-ALLOCABLE EXPENSE -$15,223$0$15,223
STATE FILING FEES$200$0$200
MEMBERSHIP RENEWAL FEES$3,235$0$3,235
OFFICE EXPENSES$367,977$0$367,977
LIABILITY INSURANCE FEES$29,637$0$29,637
NON-DEDUCTIBLE MISC EXPENSES$94,655$0$0
ADR SERVICE FEES$16,619$16,619$0
PARTNERSHIP - EXPENSE$661,325$661,325$0

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail (4 entries)

DescDescRevenue And Expenses Per BooksRevenueAndExpensesPerBooksAmtNet Investment IncomeNetInvestmentIncomeAmt
PARTNERSHIP K-1 INCOME$4,106,962$3,971,177
PRIVATE EQUITY PARTNERSHIP OFFSHORE$28,414$28,414
FOREIGN TAX REFUNDS$6,914$6,914
STORE CAPITAL CORP MERGER LIQ DISTR$5,770$5,770

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail (7 entries)

DescDescAmtAmt
RECOVERY OF PRIOR YEAR GRANTS$501,038
ADJUSTMENT TO INCOME$5,152
2021 TRANSACTION POSTED IN 2022$50,412
2022 SALES POSTED IN 2023$207
COST BASIS ADJUSTMENT$12,413
2021 SALES POSTED IN 2022$7,435
PERENNIAL REAL ESTATE PRIOR BASIS ADJ$20,932

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees Detail OtherProfessionalFeesDetail (2 entries)

CategoryCategoryTxtAmtAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
NON PNC INVESTMENT MANAGEMENT$686,554$686,554
NON-PNC CONSULTING FEES$58,920$58,920

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (5 entries)

CategoryCategoryTxtAmtAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
FOREIGN TAXES$42,182$42,182$0
FOREIGN TAXES ON QUAL DIV$10,294$10,294$0
FOREIGN TAXES ON NON-QUAL DIV$4,622$4,622$0
REAL ESTATE TAXES$1,357$0$1,357
FEDERAL TAX PAYMENTS - PY$191,568$0$0

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