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COHU INC 2015-11-19 2022-01-03 5905 1887 4018 4018 15. ONTO INNOVATION INC 2020-05-05 2022-01-03 1549 473 1076 1076 50. SILICON MOTION TECHNOL ADR 2020-03-18 2022-01-03 4759 1386 3373 3373 50. ONTO INNOVATION INC 2020-03-03 2022-01-04 5135 1576 3559 3559 10. PRIMERICA INC 2020-03-31 2022-01-04 1573 902 671 671 150. TIMKENSTEEL CORP 2021-05-10 2022-01-04 2640 2269 371 371 35000. AEP TRANSMISSION CO LLC SER N CALL 02/15/2051 2021-08-02 2022-01-05 32496 34865 -2369 -2369 20. PRIMERICA INC 2020-03-31 2022-01-05 3136 1805 1331 1331 150. PHYSICIANS REALTY TRUST 2021-01-11 2022-01-06 2843 2507 336 336 50. PHYSICIANS REALTY TRUST 2020-10-28 2022-01-06 948 814 134 134 100. PRIMERICA INC 2020-03-31 2022-01-06 15422 9025 6397 6397 30. PRIMERICA INC 2020-03-31 2022-01-06 4613 2707 1906 1906 40000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2021-11-10 2022-01-06 40436 40777 -341 -341 140. PRIMERICA INC 2020-03-31 2022-01-07 21599 12635 8964 8964 50. 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AMGEN INC CALL 11/21/2029 UNSC 2021-08-06 2022-01-12 75032 77551 -2519 -2519 90000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-08-26 2022-01-12 85595 88478 -2883 -2883 210. WESTERN ALLIANCE BANCORP 2022-01-12 25516 25711 -195 -195 20000. CCO HLDGS LLC/CAP CORP SER 144A CALL 06/01/2024 2021-01-26 2022-01-13 21200 21332 -132 -132 30000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-10-13 2022-01-13 27596 27925 -329 -329 1365. AFTERPAY LTD - UNSP ADR SEDOL BLD7GR3 2022-01-14 69656 112548 -42892 -42892 370. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-10-17 2022-01-14 3302 2301 1001 1001 1090. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2022-01-14 9741 6633 3108 3108 1630. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2022-01-14 14566 10059 4507 4507 3730. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2022-01-14 33346 22391 10955 10955 1230. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-01-14 10996 7191 3805 3805 580. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2022-01-14 5188 3382 1806 1806 1220. 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ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-01-18 3337 2145 1192 1192 300. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-01-18 2703 1739 964 964 750. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2022-01-18 6756 4348 2408 2408 70. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-01-18 633 406 227 227 70000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2022-01-19 83018 85206 -2188 -2188 75000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-08-30 2022-01-19 77657 80828 -3171 -3171 115000. BANK OF AMERICA CORP SER MTN SUB 2021-11-23 2022-01-20 122018 122730 -712 -712 754. CF INDUSTRIES HOLDINGS INC 2021-10-18 2022-01-20 49905 45731 4174 4174 615. CONOCOPHILLIPS 2021-10-18 2022-01-20 54059 46129 7930 7930 181. GOLDMAN SACHS GROUP INC 2021-07-16 2022-01-20 64308 66508 -2200 -2200 285. SUN CMNTYS INC 2021-09-30 2022-01-20 55576 52886 2690 2690 9655.77 VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2019-03-05 2022-01-20 9656 9654 2 2 550. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/22 2015-11-19 2022-01-21 10185 8567 1618 1618 444. NETFLIX INC 2022-01-24 161631 244966 -83335 -83335 30. PACIRA BIOSCIENCES INC 2021-03-10 2022-01-24 1829 2145 -316 -316 450. PACIRA BIOSCIENCES INC 2022-01-24 27458 31749 -4291 -4291 400. PACIRA BIOSCIENCES INC 2021-04-07 2022-01-24 24513 27981 -3468 -3468 773. PAYPAL HOLDINGS INC-W/I 2021-07-16 2022-01-24 120767 229080 -108313 -108313 395. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/22 2022-01-24 7304 6042 1262 1262 800. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/22 2022-01-24 14618 10507 4111 4111 155. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/22 2010-05-03 2022-01-24 2846 1832 1014 1014 250. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-01-24 2215 1449 766 766 1020. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-01-24 8900 5912 2988 2988 500. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-01-24 4393 2898 1495 1495 1000. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-01-24 8705 5796 2909 2909 210. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-01-24 1840 1217 623 623 250. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-01-24 2212 1449 763 763 1000. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-01-24 8709 5796 2913 2913 200. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-01-24 1762 1159 603 603 650. DELEK HOLDCO INC 2022-01-25 10585 23388 -12803 -12803 50000. USA TREASURY NTS 02.375% DUE 05/15/2029 2022-01-25 52299 52793 -494 -494 150. MKS INSTRS INC 2022-01-26 23980 3832 20148 20148 70. PDC ENERGY INC MERGED 08/08/2023 2022-01-26 4210 3450 760 760 440. PDC ENERGY INC MERGED 08/08/2023 2022-01-26 26455 21486 4969 4969 50. PDC ENERGY INC MERGED 08/08/2023 2021-06-25 2022-01-26 3007 2426 581 581 12.458 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND 2011-10-18 2022-01-26 29469 10955 18514 18514 40. FIRST CITIZENS BANCSHARES INC 2022-01-03 2022-01-28 29719 34421 -4702 -4702 50000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2021-09-24 2022-01-28 50070 51492 -1422 -1422 20000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2021-04-29 2022-01-28 20028 20623 -595 -595 60000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-03-30 2022-01-28 61371 62130 -759 -759 5000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2021-09-20 2022-01-28 5143 5244 -101 -101 70. WESTERN ALLIANCE BANCORP 2021-10-22 2022-01-28 6927 8559 -1632 -1632 50. WESTERN ALLIANCE BANCORP 2021-10-22 2022-01-28 4988 6114 -1126 -1126 1569.38 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2022-01-31 1569 1663 -94 -94 142.32 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-01-31 142 152 -10 -10 508.86 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-01-31 509 529 -20 -20 1159.82 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2022-01-31 1160 1198 -38 -38 1441.15 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-01-31 1441 1507 -66 -66 2216.84 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2022-01-31 2217 2290 -73 -73 1483.67 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2022-01-31 1484 1568 -84 -84 1949.25 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-01-31 1949 2031 -82 -82 872.52 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2022-01-31 873 905 -32 -32 682.75 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-01-31 683 700 -17 -17 462.28 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2022-01-31 462 479 -17 -17 885.18 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2022-01-31 885 938 -53 -53 901.43 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2022-01-31 901 932 -31 -31 967.17 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-01-31 967 1008 -41 -41 247.13 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2022-01-31 247 257 -10 -10 903.05 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-01-31 903 930 -27 -27 2672.27 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-01-31 2672 2775 -103 -103 363.44 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2022-01-31 363 373 -10 -10 778.36 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-01-31 778 824 -46 -46 1723.01 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2022-01-31 1723 1831 -108 -108 2659.46 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2022-01-31 2659 2737 -78 -78 1039.66 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2022-01-31 1040 1045 -5 -5 3040.06 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-01-31 3040 3048 -8 -8 344.72 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2022-01-31 345 356 -11 -11 51.89 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2022-01-31 52 52 18.95 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2022-01-31 19 19 23.98 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2022-01-31 24 24 82.18 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2022-01-31 82 83 -1 -1 33.54 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2022-01-31 34 33 1 1 12.23 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2022-01-31 12 12 84.71 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2022-01-31 85 81 4 4 2319.96 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2022-01-31 2320 2268 52 52 1086.39 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-01-31 1086 1110 -24 -24 2583.06 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-01-31 2583 2674 -91 -91 1464.88 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-01-31 1465 1596 -131 -131 1551.86 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-01-31 1552 1581 -29 -29 3909.82 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-01-31 3910 4113 -203 -203 1335.86 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-01-31 1336 1383 -47 -47 767.09 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2022-01-31 767 807 -40 -40 86.88 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2022-01-31 87 90 -3 -3 2699.54 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-01-31 2700 2857 -157 -157 1341.15 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-01-31 1341 1413 -72 -72 3220.36 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-01-31 3220 3296 -76 -76 546.72 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-01-31 547 549 -2 -2 2859.7 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-01-31 2860 2992 -132 -132 1132.32 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-01-31 1132 1170 -38 -38 682.83 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-01-31 683 674 9 9 1327.59 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2022-01-31 1328 1396 -68 -68 1989.11 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2022-01-31 1989 1994 -5 -5 702.55 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2022-01-31 703 726 -23 -23 605.45 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2022-01-31 605 644 -39 -39 1431.05 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2022-01-31 1431 1464 -33 -33 874.3 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2022-01-31 874 882 -8 -8 1062.26 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2022-01-31 1062 1103 -41 -41 2947.92 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-01-31 2948 2960 -12 -12 762.31 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-01-31 762 767 -5 -5 2324.7 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-01-31 2325 2426 -101 -101 934.16 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2022-01-31 934 981 -47 -47 230.88 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2022-01-31 231 237 -6 -6 548.64 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-01-31 549 555 -6 -6 3. FIRST CITIZENS BANCSHARES INC 2021-12-23 2022-01-31 2218 2576 -358 -358 20. FIRST CITIZENS BANCSHARES INC 2021-12-23 2022-01-31 15590 17175 -1585 -1585 318.12 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-01-31 318 341 -23 -23 2305.31 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-01-31 2305 2411 -106 -106 899.2 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2022-01-31 899 964 -65 -65 100. INVITAE CORP 2021-02-18 2022-01-31 1094 4821 -3727 -3727 5160. INVITAE CORP 2022-01-31 56336 176991 -120655 -120655 110. INVITAE CORP 2021-08-19 2022-01-31 1211 2680 -1469 -1469 1180. IRONWOOD PHARMACEUTICALS INC 2022-01-31 13030 15500 -2470 -2470 170. IRONWOOD PHARMACEUTICALS INC 2021-07-22 2022-01-31 1867 2228 -361 -361 61. LAM RESEARCH CORP 2019-06-06 2022-01-31 34913 11158 23755 23755 50. NEOPHONICS CORP 2021-08-13 2022-01-31 762 428 334 334 100. NEOPHONICS CORP 2020-05-20 2022-01-31 1524 825 699 699 120. WESTERN ALLIANCE BANCORP 2021-10-22 2022-01-31 11592 14662 -3070 -3070 320. WESTERN ALLIANCE BANCORP 2022-01-31 31127 36938 -5811 -5811 5422.07 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2022-02-01 5422 5494 -72 -72 137. FIRST CITIZENS BANCSHARES INC 2022-02-01 106739 113727 -6988 -6988 250. LA Z BOY INC 2021-02-17 2022-02-01 9311 9135 176 176 200. NEOPHONICS CORP 2020-05-19 2022-02-01 3080 1596 1484 1484 20000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-03-30 2022-02-02 20455 20704 -249 -249 80000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-03-30 2022-02-02 81819 82815 -996 -996 4940. DANONE SPONS ADR 2022-02-04 61601 38751 22850 22850 472. NOVO NORDISK A S ADR 2011-02-17 2022-02-04 48070 11542 36528 36528 200. SPECTRUM BRANDS HLDGS INC 2022-02-04 17659 15939 1720 1720 150. SPECTRUM BRANDS HLDGS INC 2018-04-26 2022-02-04 13244 9283 3961 3961 .9 WEBSTER FINANCIAL CORP 2008-11-07 2022-02-04 55 15 40 40 290. XP INC - CLASS A SEDOL BK4Y052 2021-10-08 2022-02-04 9145 11939 -2794 -2794 150. ABERCROMBIE & FITCH CO CL A 2021-07-27 2022-02-07 5910 5760 150 150 400. NEOPHONICS CORP 2022-02-07 6142 3175 2967 2967 115000. NETFLIX INC UNSC 2022-02-07 126069 129689 -3620 -3620 125000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-02-07 132480 133932 -1452 -1452 50. HAEMONETICS CORP 2019-03-26 2022-02-08 2766 4277 -1511 -1511 140. HAEMONETICS CORP 2022-02-08 7634 11970 -4336 -4336 400. HAEMONETICS CORP 2022-02-08 21745 33487 -11742 -11742 150. MERIDIAN BIOSCIENCE INC MERGED 2/01/2023 @ $34.00 P/S 2017-12-19 2022-02-08 4007 2125 1882 1882 126. META PLATFORMS INC 2021-11-05 2022-02-09 28526 43062 -14536 -14536 170. META PLATFORMS INC 2016-02-19 2022-02-09 38487 17743 20744 20744 150. HAEMONETICS CORP 2022-02-09 8348 11988 -3640 -3640 150. HAEMONETICS CORP 2020-08-04 2022-02-09 8542 11982 -3440 -3440 290. HAEMONETICS CORP 2022-02-09 16141 22991 -6850 -6850 215. HAEMONETICS CORP 2021-04-19 2022-02-09 12311 16480 -4169 -4169 145. HAEMONETICS CORP 2020-08-04 2022-02-09 8303 11438 -3135 -3135 150. MASTERCRAFT BOAT HOLDINGS IN 2022-02-09 4413 3405 1008 1008 200. NEOPHONICS CORP 2022-02-09 3075 1580 1495 1495 30000. UNION PACIFIC CORP SER MTN CALL 02/15/2039 2020-03-05 2022-02-09 30816 33144 -2328 -2328 45000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2022-02-09 52502 54488 -1986 -1986 10000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2021-06-29 2022-02-09 11667 12092 -425 -425 20000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2019-10-31 2022-02-09 23334 23662 -328 -328 50000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2022-02-09 49697 51458 -1761 -1761 299. DANAHER CORP 2021-07-16 2022-02-10 85403 85222 181 181 325. NEOPHONICS CORP 2022-02-10 5021 2544 2477 2477 75. NEOPHONICS CORP 2020-08-11 2022-02-10 1162 585 577 577 200. TURTLE BEACH CORP 2020-03-18 2022-02-10 4496 865 3631 3631 600. NEOPHONICS CORP 2022-02-11 9279 4642 4637 4637 480. PURE STORAGE INC - CLASS A 2022-01-24 2022-02-11 13055 11403 1652 1652 45000. UNION PACIFIC CORP CALL 08/14/2071 UNSC 2022-02-09 2022-02-11 45219 44881 338 338 130000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2022-02-11 157833 170721 -12888 -12888 20000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2021-09-22 2022-02-11 24282 26749 -2467 -2467 150. ABERCROMBIE & FITCH CO CL A 2022-02-14 6039 5634 405 405 30. ATKORE INC 2021-07-28 2022-02-14 3322 2191 1131 1131 1810. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-02-14 10021 10529 -508 -508 1090. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-02-14 6040 5942 98 98 550. NEOPHONICS CORP 2020-05-15 2022-02-14 8499 4236 4263 4263 800. PURE STORAGE INC - CLASS A 2022-02-14 20945 18738 2207 2207 170. PURE STORAGE INC - CLASS A 2021-03-10 2022-02-14 4441 3675 766 766 20000. ABBVIE INC CALL 11/15/2044 @ 100.000 UNS 2020-05-05 2022-02-15 22195 23402 -1207 -1207 2140. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-02-15 11802 9968 1834 1834 1065. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-02-15 5884 4767 1117 1117 2295. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-02-15 12711 10081 2630 2630 3399.24 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2022-02-15 3399 3399 4571.4 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2022-02-15 4571 4570 1 1 250. HUNTSMAN CORP 2022-02-15 10022 7049 2973 2973 200. INNOVIVA INC 2022-02-15 3974 3707 267 267 350. NEOPHONICS CORP 2022-02-15 5413 2681 2732 2732 490. PURE STORAGE INC - CLASS A 2022-02-15 13160 10144 3016 3016 35000. USA TREASURY NOTES 02.000% DUE 02/15/2050 2021-12-30 2022-02-15 32207 35237 -3030 -3030 90000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-03-30 2022-02-15 91406 93094 -1688 -1688 1115. TOWER SEMICONDUCTOR SEDOL 2898173 2022-02-15 52180 24391 27789 27789 485. TOWER SEMICONDUCTOR SEDOL 2898173 2022-02-15 22806 10226 12580 12580 1880. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-02-16 10397 7979 2418 2418 1020. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-02-16 5635 4225 1410 1410 4005.35 GM FINANCIAL SECURITIZED TERM SERIES 201 2019-04-09 2022-02-16 4005 4005 560. INNOVIVA INC 2022-02-16 11304 10360 944 944 200. NEOPHONICS CORP 2020-05-18 2022-02-16 3101 1526 1575 1575 20000. ABBVIE INC CALL 11/15/2044 @ 100.000 UNS 2020-05-05 2022-02-17 21903 23402 -1499 -1499 1125. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-02-17 6221 4507 1714 1714 1075. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-02-17 5962 4093 1869 1869 230. INNOVIVA INC 2021-11-08 2022-02-17 4608 4250 358 358 70. INNOVIVA INC 2021-11-08 2022-02-17 1392 1294 98 98 25000. USA TREASURY NTS 02.375% DUE 05/15/2029 2022-01-12 2022-02-17 25735 26207 -472 -472 65000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-08-26 2022-02-17 60552 63901 -3349 -3349 50. AMN HEALTHCARE SERVICES 2013-06-05 2022-02-18 5301 697 4604 4604 263. COINBASE GLOBAL INC -CLASS A 2022-02-18 48314 70855 -22541 -22541 50. HIBBETT INC 2021-10-06 2022-02-18 2542 3591 -1049 -1049 50. HIBBETT INC 2020-07-22 2022-02-18 2542 1250 1292 1292 280. INNOVIVA INC 2022-02-18 5621 5159 462 462 1580. INNOVIVA INC 2022-02-18 31012 24958 6054 6054 270. PURE STORAGE INC - CLASS A 2022-02-18 6944 5525 1419 1419 758. ROBLOX CORP -CLASS A 2022-02-18 37390 66875 -29485 -29485 320. WESTERN ALLIANCE BANCORP 2022-02-18 30047 35675 -5628 -5628 140. WESTERN ALLIANCE BANCORP 2022-02-18 13171 15415 -2244 -2244 8314.09 VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2019-03-05 2022-02-20 8314 8312 2 2 500. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2020-04-03 2022-02-22 2766 1892 874 874 150000. DAIMLER FINANCE NA LLC SER 144A UNSC 2019-02-19 2022-02-22 150000 150000 50. INNOVIVA INC 2021-09-03 2022-02-22 992 768 224 224 55000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-02-22 56379 58820 -2441 -2441 45000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-08-30 2022-02-22 46129 48436 -2307 -2307 60. WESTERN ALLIANCE BANCORP 2021-10-01 2022-02-22 5578 6591 -1013 -1013 40. WESTERN ALLIANCE BANCORP 2021-10-01 2022-02-22 3673 4394 -721 -721 50. WESTERN ALLIANCE BANCORP 2022-02-22 4619 5482 -863 -863 60000. AFLAC INC CALL 01/01/2030 UNSC 2020-10-27 2022-02-23 63289 69093 -5804 -5804 530. FIVE9 INC 2022-02-23 47200 85962 -38762 -38762 60. INNOVIVA INC 2022-02-23 1165 918 247 247 110. PURE STORAGE INC - CLASS A 2021-03-05 2022-02-23 2841 2250 591 591 140. PURE STORAGE INC - CLASS A 2021-03-05 2022-02-23 3628 2864 764 764 590. PURE STORAGE INC - CLASS A 2021-03-05 2022-02-23 15172 12070 3102 3102 300. TURTLE BEACH CORP 2020-03-18 2022-02-23 6633 1298 5335 5335 40. WESTERN ALLIANCE BANCORP 2021-10-05 2022-02-23 3625 4383 -758 -758 30. WESTERN ALLIANCE BANCORP 2021-10-05 2022-02-23 2789 3287 -498 -498 20. WESTERN ALLIANCE BANCORP 2021-10-05 2022-02-23 1791 2192 -401 -401 60. WESTERN ALLIANCE BANCORP 2022-02-23 5412 6565 -1153 -1153 130. WESTERN ALLIANCE BANCORP 2021-10-04 2022-02-23 11713 14115 -2402 -2402 3170. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-02-23 27789 18373 9416 9416 600. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-02-24 3314 2262 1052 1052 240. FIVE9 INC 2021-10-01 2022-02-24 23426 38602 -15176 -15176 50. KAISER ALUMINUM CORP 2022-02-24 4724 5646 -922 -922 350. TURTLE BEACH CORP 2020-03-18 2022-02-24 8139 1514 6625 6625 65000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-03-30 2022-02-24 66084 67198 -1114 -1114 65000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-03-30 2022-02-24 66084 67198 -1114 -1114 210. WESTERN ALLIANCE BANCORP 2022-02-24 18225 22017 -3792 -3792 70. WESTERN ALLIANCE BANCORP 2022-02-24 6102 7135 -1033 -1033 200. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-02-25 1108 719 389 389 40000. CONOCOPHILLIPS NOTES 2014-12-17 2022-02-25 54953 50148 4805 4805 1400. FOOT LOCKER INC 2022-02-25 38494 30251 8243 8243 30. INNOVIVA INC 2021-09-01 2022-02-25 588 458 130 130 150. NEOPHONICS CORP 2020-05-18 2022-02-25 2293 1144 1149 1149 1617.9 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2022-02-28 1618 1714 -96 -96 326.02 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-02-28 326 348 -22 -22 2544.75 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-02-28 2545 2643 -98 -98 831.95 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2022-02-28 832 859 -27 -27 1182.97 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-02-28 1183 1237 -54 -54 1046.6 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2022-02-28 1047 1081 -34 -34 1002.4 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2022-02-28 1002 1059 -57 -57 1710.75 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-02-28 1711 1782 -71 -71 1192.63 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2022-02-28 1193 1237 -44 -44 449.94 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-02-28 450 462 -12 -12 848.42 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2022-02-28 848 878 -30 -30 1272.09 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2022-02-28 1272 1348 -76 -76 841.69 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2022-02-28 842 870 -28 -28 1315.93 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-02-28 1316 1371 -55 -55 268.11 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2022-02-28 268 278 -10 -10 1018.56 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-02-28 1019 1049 -30 -30 2294.38 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-02-28 2294 2382 -88 -88 167.31 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2022-02-28 167 172 -5 -5 557.67 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-02-28 558 590 -32 -32 848.69 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2022-02-28 849 902 -53 -53 2043.26 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2022-02-28 2043 2103 -60 -60 795.4 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2022-02-28 795 799 -4 -4 2039.64 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-02-28 2040 2045 -5 -5 139.96 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2022-02-28 140 144 -4 -4 44.06 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2022-02-28 44 44 82.33 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2022-02-28 82 83 -1 -1 19.13 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2022-02-28 19 19 82.57 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2022-02-28 83 83 44.67 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2022-02-28 45 43 2 2 11.62 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2022-02-28 12 12 653.15 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2022-02-28 653 627 26 26 1286.55 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2022-02-28 1287 1258 29 29 1945.04 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-02-28 1945 1986 -41 -41 3498.65 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-02-28 3499 3622 -123 -123 53.87 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-02-28 54 59 -5 -5 1681.42 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-02-28 1681 1712 -31 -31 1645.96 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-02-28 1646 1731 -85 -85 847.58 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-02-28 848 878 -30 -30 626.47 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2022-02-28 626 659 -33 -33 86.39 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2022-02-28 86 89 -3 -3 2107.96 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-02-28 2108 2230 -122 -122 2152.42 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-02-28 2152 2268 -116 -116 2343.94 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-02-28 2344 2398 -54 -54 596.23 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-02-28 596 599 -3 -3 6611.75 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-02-28 6612 6916 -304 -304 1258.41 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-02-28 1258 1300 -42 -42 338.86 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-02-28 339 335 4 4 1123.99 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2022-02-28 1124 1182 -58 -58 1818.6 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2022-02-28 1819 1823 -4 -4 934.92 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2022-02-28 935 966 -31 -31 1184.52 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2022-02-28 1185 1259 -74 -74 1895.2 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2022-02-28 1895 1939 -44 -44 948.95 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2022-02-28 949 957 -8 -8 1645.13 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2022-02-28 1645 1707 -62 -62 2800.4 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-02-28 2800 2812 -12 -12 750.99 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-02-28 751 756 -5 -5 1823.41 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-02-28 1823 1902 -79 -79 858.42 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2022-02-28 858 901 -43 -43 219.21 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2022-02-28 219 225 -6 -6 532.78 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-02-28 533 539 -6 -6 549.45 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-02-28 549 589 -40 -40 1913.59 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-02-28 1914 2001 -87 -87 1141.89 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2022-02-28 1142 1224 -82 -82 60. INNOVIVA INC 2021-09-01 2022-02-28 1160 917 243 243 500. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-03-01 2773 1715 1058 1058 862. META PLATFORMS INC 2021-07-16 2022-03-01 177942 295231 -117289 -117289 3524.03 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2022-03-01 3524 3571 -47 -47 70000. GENUINE PARTS CO CALL 02/01/2024 UNSC 2022-03-01 69119 69848 -729 -729 600. INNOVIVA INC 2022-03-01 11205 9150 2055 2055 80. 3D SYSTEMS CORP 2021-11-08 2022-03-01 1474 2714 -1240 -1240 610. 3D SYSTEMS CORP 2022-03-01 11690 19985 -8295 -8295 30. 3D SYSTEMS CORP 2021-11-04 2022-03-01 560 961 -401 -401 490. 3D SYSTEMS CORP 2022-03-01 9276 15686 -6410 -6410 30000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2021-06-01 2022-03-01 30662 31486 -824 -824 50000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-03-01 50027 50751 -724 -724 500. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-03-02 2773 1628 1145 1145 850. INNOVIVA INC 2022-03-02 16713 11404 5309 5309 180. INNOVIVA INC 2022-03-02 3495 2279 1216 1216 200. NEOPHONICS CORP 2020-05-18 2022-03-02 3052 1526 1526 1526 140. 3D SYSTEMS CORP 2021-11-04 2022-03-02 2292 4473 -2181 -2181 20. 3D SYSTEMS CORP 2021-11-04 2022-03-02 332 639 -307 -307 60. 3D SYSTEMS CORP 2022-03-02 991 1916 -925 -925 140. 3D SYSTEMS CORP 2021-11-04 2022-03-02 2292 4463 -2171 -2171 230. 3D SYSTEMS CORP 2021-11-04 2022-03-02 3778 7332 -3554 -3554 300. TREX COMPANY INC 2022-03-02 24812 27337 -2525 -2525 40. TREX COMPANY INC 2018-11-01 2022-03-02 3308 1290 2018 2018 75000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-10-13 2022-03-02 68153 69812 -1659 -1659 60000. BELO CORPORATION SR UNSECD 2013-06-12 2022-03-03 67920 62084 5836 5836 300. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2021-12-31 2022-03-03 1664 939 725 725 500. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-03-03 2774 1583 1191 1191 40000. MORGAN STANLEY SUB CALL 09/16/2031 @ 100 2022-03-03 36095 40067 -3972 -3972 200. NEOPHONICS CORP 2020-05-18 2022-03-03 3056 1526 1530 1530 60. PURE STORAGE INC - CLASS A 2021-03-05 2022-03-03 1773 1227 546 546 390. PURE STORAGE INC - CLASS A 2021-03-05 2022-03-03 11817 7978 3839 3839 480. PURE STORAGE INC - CLASS A 2021-03-05 2022-03-03 14852 9819 5033 5033 160. 3D SYSTEMS CORP 2022-03-03 2577 5054 -2477 -2477 400. 3D SYSTEMS CORP 2021-11-09 2022-03-03 6441 11847 -5406 -5406 440. TREX COMPANY INC 2018-11-01 2022-03-03 34187 14191 19996 19996 10. TREX COMPANY INC 2018-11-01 2022-03-03 784 323 461 461 20000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2022-03-03 26366 26423 -57 -57 10000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2020-10-16 2022-03-03 13183 14590 -1407 -1407 55000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-01-27 2022-03-03 58296 58553 -257 -257 60000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-11-30 2022-03-03 61751 63427 -1676 -1676 95000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-03-03 89608 92693 -3085 -3085 45000. VERIZON COMMUNICATIONS SER WI CALL 09/03/2029 2021-11-09 2022-03-03 48080 50782 -2702 -2702 75000. AMERICAN EXPRESS CO CALL 08/04/2022 UNSC 2022-03-01 2022-03-04 74918 74924 -6 -6 180. BERRY GLOBAL GROUP INC 2021-06-02 2022-03-04 10229 12327 -2098 -2098 685. BERRY GLOBAL GROUP INC 2021-06-02 2022-03-04 38992 46909 -7917 -7917 1900. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2022-03-04 10586 5269 5317 5317 200. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S 2020-11-02 2022-03-04 1114 623 491 491 110. PACIRA BIOSCIENCES INC 2022-03-04 7872 7483 389 389 230. PACIRA BIOSCIENCES INC 2022-03-04 16344 14857 1487 1487 60. PACIRA BIOSCIENCES INC 2021-04-27 2022-03-04 4278 3873 405 405 200. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/22 2022-03-04 3992 2292 1700 1700 70000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-01-20 2022-03-04 69765 70401 -636 -636 30. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-01-05 2022-03-04 809 930 -121 -121 310. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-03-04 8273 9583 -1310 -1310 90. BRP INC/CA- SUB VOTING SEDOL B9B3FG1 2021-11-04 2022-03-07 5473 8414 -2941 -2941 85. BERRY GLOBAL GROUP INC 2021-06-02 2022-03-07 4609 5821 -1212 -1212 210. TREX COMPANY INC 2018-11-01 2022-03-07 14727 6773 7954 7954 140. TREX COMPANY INC 2022-03-07 9749 4432 5317 5317 50. TREX COMPANY INC 2020-03-18 2022-03-07 3554 1575 1979 1979 170. TREX COMPANY INC 2020-03-18 2022-03-07 11871 5355 6516 6516 90. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-01-05 2022-03-07 2334 2774 -440 -440 70. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-01-05 2022-03-07 1831 2157 -326 -326 120. BRP INC/CA- SUB VOTING SEDOL B9B3FG1 2022-03-08 7097 11049 -3952 -3952 40. BRP INC/CA- SUB VOTING SEDOL B9B3FG1 2021-11-02 2022-03-08 2386 3639 -1253 -1253 200. NEOPHONICS CORP 2020-05-18 2022-03-08 3058 1526 1532 1532 150. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/22 2010-04-06 2022-03-08 3042 1718 1324 1324 410. TREX COMPANY INC 2020-03-18 2022-03-08 28384 12914 15470 15470 40. TREX COMPANY INC 2020-03-18 2022-03-08 2826 1260 1566 1566 30. TREX COMPANY INC 2020-03-18 2022-03-08 2069 945 1124 1124 120. BRP INC/CA- SUB VOTING SEDOL B9B3FG1 2022-03-09 7310 10902 -3592 -3592 20. BRP INC/CA- SUB VOTING SEDOL B9B3FG1 2020-05-28 2022-03-09 1218 705 513 513 40. BRP INC/CA- SUB VOTING SEDOL B9B3FG1 2020-05-28 2022-03-09 2427 1410 1017 1017 200. NEOPHONICS CORP 2020-05-18 2022-03-09 3053 1526 1527 1527 250. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/22 2022-03-09 5095 2821 2274 2274 45000. TARGET CORP CALL 07/15/2051 UNSC 2022-01-19 2022-03-09 40547 44575 -4028 -4028 320. TREX COMPANY INC 2022-03-09 23549 10074 13475 13475 100. TREX COMPANY INC 2022-03-09 7436 3119 4317 4317 50. TREX COMPANY INC 2018-11-12 2022-03-09 3646 1556 2090 2090 100000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2019-10-31 2022-03-09 114848 118269 -3421 -3421 85000. CITIGROUP INC SR UNSEC CALL 7/24/22 @ 10 2022-03-10 85280 81802 3478 3478 80000. FIDELITY NATL INFO SERV UNSC 2021-02-23 2022-03-10 76866 79953 -3087 -3087 150. NEOPHONICS CORP 2020-05-18 2022-03-10 2288 1144 1144 1144 230. PURE STORAGE INC - CLASS A 2021-03-05 2022-03-10 7322 4705 2617 2617 150. PURE STORAGE INC - CLASS A 2021-03-05 2022-03-10 4815 3069 1746 1746 250. PURE STORAGE INC - CLASS A 2022-03-10 8013 5106 2907 2907 420. PURE STORAGE INC - CLASS A 2021-03-05 2022-03-10 13314 8573 4741 4741 75000. USA TREASURY NTS 02.375% DUE 05/15/2029 2022-03-10 76980 77641 -661 -661 55000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-02-08 2022-03-10 55606 58633 -3027 -3027 20000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-07-28 2022-03-10 20277 20657 -380 -380 60000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-03-30 2022-03-10 60832 61976 -1144 -1144 258. ADOBE INC 2021-07-16 2022-03-11 108957 156817 -47860 -47860 19. ALPHABET INC/CA-CL C 2021-07-16 2022-03-11 50042 49997 45 45 562. CF INDUSTRIES HOLDINGS INC 2022-03-11 54873 29242 25631 25631 751. TRADE DESK INC/THE -CLASS A 2022-01-20 2022-03-11 43025 53561 -10536 -10536 70. EAST WEST BANCORP INC 2022-02-04 2022-03-14 5409 6111 -702 -702 200. EAST WEST BANCORP INC 2022-03-14 15302 17393 -2091 -2091 150. EAST WEST BANCORP INC 2022-03-14 11621 12844 -1223 -1223 170. EAST WEST BANCORP INC 2022-03-14 13186 14487 -1301 -1301 30000. BRISTOL-MYERS SQUIBB CO CALL 09/15/2051 UNSC 2022-02-15 2022-03-15 29000 29870 -870 -870 3244.77 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2022-03-15 3245 3244 1 1 4389.67 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2022-03-15 4390 4389 1 1 3797.12 GM FINANCIAL SECURITIZED TERM SERIES 201 2019-04-09 2022-03-16 3797 3797 150. TIMKENSTEEL CORP 2021-05-10 2022-03-16 3359 2269 1090 1090 75000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2022-03-16 75636 78652 -3016 -3016 50. PGT INNOVATIONS INC 2021-05-17 2022-03-17 1093 1269 -176 -176 100. PGT INNOVATIONS INC 2018-12-20 2022-03-17 2186 1587 599 599 60000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-08-10 2022-03-17 60101 63366 -3265 -3265 65000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-03-17 65109 68711 -3602 -3602 60000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-03-17 60101 63933 -3832 -3832 180000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-03-17 177272 180196 -2924 -2924 80000. GOLDMAN SACHS GROUP INC UNSC 2022-03-10 2022-03-18 80455 79929 526 526 180000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-08-10 2022-03-18 180295 190089 -9794 -9794 7030.3 VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2019-03-05 2022-03-20 7030 7029 1 1 45. APPLE INC 2021-06-24 2022-03-21 7354 6047 1307 1307 50000. EVERSOURCE ENERGY CALL 02/01/2027 UNSC 2022-02-22 2022-03-21 49115 49951 -836 -836 50. PACIRA BIOSCIENCES INC 2021-04-27 2022-03-21 3633 3227 406 406 40. PACIRA BIOSCIENCES INC 2021-04-27 2022-03-21 2958 2582 376 376 80. PACIRA BIOSCIENCES INC 2022-03-21 5891 5159 732 732 150. TIMKENSTEEL CORP 2022-03-21 3508 2249 1259 1259 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-01-27 2022-03-21 5146 5321 -175 -175 40000. USA TREASURY NTS 02.375% DUE 05/15/2029 2022-02-23 2022-03-21 40108 41098 -990 -990 170. PACIRA BIOSCIENCES INC 2022-03-22 12744 10708 2036 2036 40. SITIME CORP 2022-01-14 2022-03-22 9782 9289 493 493 20. SITIME CORP 2022-01-14 2022-03-22 4933 4644 289 289 30. SITIME CORP 2022-03-22 7348 6952 396 396 20. SITIME CORP 2022-01-18 2022-03-22 4939 4615 324 324 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-01-27 2022-03-22 10241 10641 -400 -400 30000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2022-03-22 26089 27889 -1800 -1800 25000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-03-03 2022-03-22 21741 23235 -1494 -1494 80000. AMGEN INC CALL 11/22/2031 UNSC 2022-03-23 78770 79907 -1137 -1137 115000. CAMPBELL SOUP CO CALL 01/15/2025 UNSC 2022-03-23 117516 123588 -6072 -6072 130000. CONOCOPHILLIPS COMPANY CALL 09/08/2022 C 2022-02-24 2022-03-23 128839 130050 -1211 -1211 90000. FLORIDA POWER & LIGHT CO CALL 11/03/2031 MORT 2022-01-12 2022-03-23 84025 89856 -5831 -5831 60. PACIRA BIOSCIENCES INC 2021-05-04 2022-03-23 4484 3703 781 781 25000. UNION PACIFIC CORP CALL 08/14/2071 UNSC 2022-02-09 2022-03-23 24223 24934 -711 -711 40000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2022-03-23 40323 41275 -952 -952 75000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-03-17 2022-03-23 75606 77384 -1778 -1778 20000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-05-26 2022-03-24 17409 18545 -1136 -1136 70000. BANK OF AMERICA CORP UNSC 2022-03-16 2022-03-25 71093 71246 -153 -153 80. PACIRA BIOSCIENCES INC 2021-05-04 2022-03-25 6156 4938 1218 1218 30. PACIRA BIOSCIENCES INC 2021-05-04 2022-03-25 2309 1852 457 457 270. PACIRA BIOSCIENCES INC 2022-03-25 20752 16640 4112 4112 130. TOPBUILD CORP 2019-02-01 2022-03-25 24837 7024 17813 17813 20. TOPBUILD CORP 2019-02-01 2022-03-25 3844 1081 2763 2763 15000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-05-26 2022-03-25 13069 13909 -840 -840 77. TESLA INC 2022-03-28 83395 63849 19546 19546 64. AIRBNB INC-CLASS A 2022-01-26 2022-03-29 11217 9552 1665 1665 150. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/22 2022-03-29 3200 1660 1540 1540 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-11-30 2022-03-29 9930 10563 -633 -633 45000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-11-30 2022-03-29 44684 47536 -2852 -2852 50. AMN HEALTHCARE SERVICES 2014-02-26 2022-03-30 5326 695 4631 4631 25. BRP INC/CA- SUB VOTING SEDOL B9B3FG1 2022-02-15 2022-03-30 2113 1971 142 142 85000. MPLX LP CALL 11/15/2028 UNSC 2021-02-12 2022-03-30 90483 98670 -8187 -8187 50. OWENS CORNING INC 2021-11-11 2022-03-30 4814 4644 170 170 130000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-03-30 117229 126106 -8877 -8877 115000. BP CAP MARKETS AMERICA CALL 03/06/2025 C 2021-02-25 2022-03-31 115788 121561 -5773 -5773 190.3 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2022-03-31 190 202 -12 -12 688.77 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-03-31 689 735 -46 -46 200.27 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-03-31 200 208 -8 -8 1111.01 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2022-03-31 1111 1147 -36 -36 1814.07 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-03-31 1814 1896 -82 -82 339.01 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2022-03-31 339 350 -11 -11 783.58 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2022-03-31 784 828 -44 -44 1820.57 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-03-31 1821 1897 -76 -76 1955.86 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2022-03-31 1956 2028 -72 -72 1307.56 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-03-31 1308 1341 -33 -33 444.76 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2022-03-31 445 460 -15 -15 1421.54 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2022-03-31 1422 1506 -84 -84 612.32 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2022-03-31 612 633 -21 -21 1156.98 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-03-31 1157 1205 -48 -48 313.88 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2022-03-31 314 326 -12 -12 1135.91 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-03-31 1136 1170 -34 -34 2677.5 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-03-31 2678 2780 -102 -102 272.54 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2022-03-31 273 279 -6 -6 562.63 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-03-31 563 595 -32 -32 566.13 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2022-03-31 566 602 -36 -36 995.26 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2022-03-31 995 1024 -29 -29 883.21 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2022-03-31 883 888 -5 -5 2345.09 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-03-31 2345 2351 -6 -6 1008.03 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2022-03-31 1008 1040 -32 -32 76.79 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2022-03-31 77 77 88.27 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2022-03-31 88 89 -1 -1 29.92 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2022-03-31 30 30 82.99 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2022-03-31 83 83 60.85 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2022-03-31 61 59 2 2 13.69 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2022-03-31 14 14 1267.7 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2022-03-31 1268 1218 50 50 1828.05 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2022-03-31 1828 1787 41 41 1955.65 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-03-31 1956 1997 -41 -41 1534.64 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-03-31 1535 1589 -54 -54 2752.4 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-03-31 2752 2998 -246 -246 1668.92 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-03-31 1669 1700 -31 -31 1834.46 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-03-31 1834 1929 -95 -95 1188.46 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-03-31 1188 1230 -42 -42 1801.65 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2022-03-31 1802 1895 -93 -93 1336.95 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2022-03-31 1337 1382 -45 -45 1895.54 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-03-31 1896 2005 -109 -109 1498.21 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-03-31 1498 1578 -80 -80 2807.66 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-03-31 2808 2872 -64 -64 466.5 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-03-31 467 468 -1 -1 6416.5 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-03-31 6417 6711 -294 -294 2793.16 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-03-31 2793 2761 32 32 1963.1 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-03-31 1963 2028 -65 -65 795.06 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-03-31 795 785 10 10 743.19 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2022-03-31 743 781 -38 -38 321.79 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2022-03-31 322 323 -1 -1 469.37 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2022-03-31 469 485 -16 -16 782.87 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2022-03-31 783 832 -49 -49 848.62 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2022-03-31 849 868 -19 -19 1273.3 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2022-03-31 1273 1284 -11 -11 1185.09 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2022-03-31 1185 1230 -45 -45 2822.3 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-03-31 2822 2833 -11 -11 846.42 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-03-31 846 852 -6 -6 1995.35 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-03-31 1995 2081 -86 -86 879.83 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2022-03-31 880 892 -12 -12 1190.82 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2022-03-31 1191 1250 -59 -59 1932.91 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2022-03-31 1933 1985 -52 -52 563.17 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-03-31 563 570 -7 -7 551.27 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-03-31 551 591 -40 -40 2690.16 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-03-31 2690 2813 -123 -123 797.51 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2022-03-31 798 855 -57 -57 240. PURE STORAGE INC - CLASS A 2021-03-05 2022-03-31 8559 4899 3660 3660 50. PURE STORAGE INC - CLASS A 2021-03-05 2022-03-31 1791 1021 770 770 270. PURE STORAGE INC - CLASS A 2021-03-05 2022-03-31 9605 5511 4094 4094 110. SITIME CORP 2022-01-18 2022-03-31 28026 25379 2647 2647 35000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-03-30 2022-03-31 35863 35799 64 64 90000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2022-03-31 90200 90779 -579 -579 65000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-03-31 63408 64595 -1187 -1187 180000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-03-31 175655 176011 -356 -356 5037.09 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2022-04-01 5037 5104 -67 -67 450. OPTION CARE HEALTH INC 2022-04-01 12904 11723 1181 1181 50. FTI CONSULTING INC 2021-02-17 2022-04-04 7835 5392 2443 2443 60. OPTION CARE HEALTH INC 2021-12-14 2022-04-04 1703 1561 142 142 40. OPTION CARE HEALTH INC 2021-12-14 2022-04-04 1110 1041 69 69 100. OPTION CARE HEALTH INC 2022-04-04 2759 2596 163 163 400. PURE STORAGE INC - CLASS A 2022-04-04 14057 8157 5900 5900 360. PURE STORAGE INC - CLASS A 2022-04-04 12653 7311 5342 5342 70. PURE STORAGE INC - CLASS A 2021-03-05 2022-04-04 2460 1427 1033 1033 90. SITIME CORP 2022-04-04 22132 20390 1742 1742 30. SITIME CORP 2022-01-19 2022-04-04 7433 6601 832 832 60000. WILLIAM CARTER SER 144A CALL 05/15/2022 2020-05-06 2022-04-04 61881 60000 1881 1881 880. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-04-04 8110 5100 3010 3010 1430. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2021-12-03 2022-04-04 13189 8285 4904 4904 1780. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2022-04-04 16417 10307 6110 6110 2040. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2022-04-04 18829 11743 7086 7086 930. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2022-04-04 8561 5338 3223 3223 1690. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2019-08-20 2022-04-04 15556 9715 5841 5841 730. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S 2021-12-03 2022-04-04 6732 4164 2568 2568 75000. CNH INDUSTRIAL CAP LLC COGT 2018-04-30 2022-04-05 75000 75000 130000. CANADIAN PACIFIC RAILWAY SEDOL BP39M68 ISIN US13645RBD52 2021-11-22 2022-04-05 124296 129767 -5471 -5471 50. FTI CONSULTING INC 2021-02-17 2022-04-05 7968 5392 2576 2576 20. OPTION CARE HEALTH INC 2021-12-14 2022-04-05 549 519 30 30 150. OPTION CARE HEALTH INC 2021-12-14 2022-04-05 4148 3894 254 254 15000. VF CORP CALL 03/23/2025 UNSC 2021-07-20 2022-04-05 14670 15631 -961 -961 105000. VF CORP CALL 03/23/2025 UNSC 2020-04-21 2022-04-05 102688 104818 -2130 -2130 50. ASGN INC 2011-03-07 2022-04-06 5635 509 5126 5126 150. METHODE ELECTRONICS INC 2022-04-06 6394 4517 1877 1877 120. OPTION CARE HEALTH INC 2021-12-14 2022-04-06 3258 3115 143 143 1030. OPTION CARE HEALTH INC 2022-04-06 28101 23926 4175 4175 30. OPTION CARE HEALTH INC 2021-06-29 2022-04-06 815 666 149 149 70000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2022-04-06 70301 72121 -1820 -1820 700. INVESTORS BANCORP INC NEW MERGED 04/06/2022 @ $1.46 P/S & 2020-11-30 2022-04-07 1022 1022 1022 3800. INVESTORS BANCORP INC NEW MERGED 04/06/2022 @ $1.46 P/S & 2022-04-07 5548 5548 5548 .59 M&T BK CORP 2009-09-29 2022-04-07 94 48 46 46 130000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2022-04-07 110668 120158 -9490 -9490 1. SIGNET JEWELERS LIMITED G81276100 CLASS ACTION 2001-01-01 2022-04-08 623 25 598 598 100000. AMAZON.COM INC CALL 12/03/2049 UNSC 2020-06-01 2022-04-11 77561 98977 -21416 -21416 80000. CYRUSONE LP/CYRUSONE FIN CALL 08/15/2029 COGT 2022-04-11 83111 79813 3298 3298 50. FTI CONSULTING INC 2021-02-17 2022-04-11 8062 5392 2670 2670 1. HD SUPPLY HOLDINGS INC. 40416M105 CLASS ACTION 2001-01-01 2022-04-11 594 25 569 569 95000. USA TREASURY NOTES 02.000% DUE 02/15/2050 2022-04-11 79410 93715 -14305 -14305 40000. WORKDAY INC CALL 02/01/2029 UNSC 2022-03-30 2022-04-11 39098 39998 -900 -900 150. BRP INC/CA- SUB VOTING SEDOL B9B3FG1 2020-05-28 2022-04-12 11926 5286 6640 6640 20. BRP INC/CA- SUB VOTING SEDOL B9B3FG1 2020-05-28 2022-04-12 1591 705 886 886 80. BRP INC/CA- SUB VOTING SEDOL B9B3FG1 2020-05-28 2022-04-12 6370 2819 3551 3551 .65 CITIZENS FINANCIAL GROUP 2020-11-30 2022-04-12 26 21 5 5 50. BRP INC/CA- SUB VOTING SEDOL B9B3FG1 2020-05-28 2022-04-13 4045 1762 2283 2283 50000. EVERSOURCE ENERGY CALL 02/01/2027 UNSC 2022-02-22 2022-04-13 48592 49951 -1359 -1359 50. SILICON MOTION TECHNOL ADR 2020-03-18 2022-04-13 3806 1386 2420 2420 40. BRP INC/CA- SUB VOTING SEDOL B9B3FG1 2020-05-28 2022-04-14 3226 1410 1816 1816 3478.76 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2022-04-15 3479 3478 1 1 4845.98 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2022-04-15 4846 4845 1 1 4379.16 GM FINANCIAL SECURITIZED TERM SERIES 201 2019-04-09 2022-04-16 4379 4379 150. ABERCROMBIE & FITCH CO CL A 2022-04-18 5272 5446 -174 -174 65. ALLEGHANY CORP DEL 2022-04-18 54612 39585 15027 15027 150. TURTLE BEACH CORP 2020-03-18 2022-04-18 2845 649 2196 2196 500. HOPE BANCORP INC 2022-04-19 8062 7456 606 606 50. SPECTRUM BRANDS HLDGS INC 2018-04-26 2022-04-19 4583 3094 1489 1489 50. FTI CONSULTING INC 2016-04-28 2022-04-20 8324 1973 6351 6351 225. M&T BK CORP 2022-04-20 39772 19331 20441 20441 88. NETFLIX INC 2022-01-31 2022-04-20 19670 36717 -17047 -17047 149. NETFLIX INC 2020-03-19 2022-04-20 33304 47528 -14224 -14224 26. NETFLIX INC 2020-03-19 2022-04-20 5778 8293 -2515 -2515 7265.38 VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2019-03-05 2022-04-20 7265 7264 1 1 32. AMAZON COM INC 2021-07-16 2022-04-21 96979 114575 -17596 -17596 150. HIBBETT INC 2020-07-22 2022-04-21 7089 3751 3338 3338 150. LA Z BOY INC 2020-03-19 2022-04-21 4197 2526 1671 1671 300. NEOPHONICS CORP 2022-04-21 4610 2200 2410 2410 90000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-04-21 89466 91185 -1719 -1719 85000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-11-30 2022-04-21 82696 89732 -7036 -7036 10000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-04-29 2022-04-21 8365 9179 -814 -814 2350. ALTRIA GROUP INC 2019-02-04 2022-04-22 131894 114849 17045 17045 387. BERKSHIRE HATHAWAY INC CLASS B 2016-05-04 2022-04-22 131393 55772 75621 75621 150. LA Z BOY INC 2022-04-22 4124 2522 1602 1602 200. MASTERCRAFT BOAT HOLDINGS IN 2022-04-22 4885 4535 350 350 150. TURTLE BEACH CORP 2020-03-18 2022-04-22 2670 649 2021 2021 161. ALPHABET INC/CA-CL C 2005-12-21 2022-04-25 392029 34237 357792 357792 70. ALPHABET INC/CA-CL A 2005-12-21 2022-04-25 170198 14887 155311 155311 143. AMAZON COM INC 2022-04-25 412525 6973 405552 405552 245. AMGEN INC 2021-06-18 2022-04-25 61505 58157 3348 3348 605. AMGEN INC 2022-04-25 151879 113607 38272 38272 238. ASSURANT INC 2021-06-18 2022-04-25 44347 36131 8216 8216 900. ASSURANT INC 2015-12-29 2022-04-25 167700 73843 93857 93857 5394. BANK NEW YORK MELLON CORP COM 2022-04-25 236498 220843 15655 15655 545. DRAFTKINGS INC - CL A 2021-06-18 2022-04-25 7823 26240 -18417 -18417 3350. DRAFTKINGS INC - CL A 2020-08-26 2022-04-25 48088 128591 -80503 -80503 3415. EBAY INC 2022-04-25 182301 80619 101682 101682 6424. GENTEX CORP 2016-06-16 2022-04-25 194784 101747 93037 93037 1890. GILEAD SCIENCES INC 2022-04-25 117583 124085 -6502 -6502 522. ILLUMINA INC 2021-03-26 2022-04-25 164018 205863 -41845 -41845 714. INTUITIVE SURGICAL INC 2021-03-26 2022-04-25 180965 170887 10078 10078 602. KLA CORP 2008-10-27 2022-04-25 195977 12069 183908 183908 3043. M / I HOMES INC 2021-03-26 2022-04-25 135579 177152 -41573 -41573 995. MCKESSON CORPORATION 2022-04-25 314650 135529 179121 179121 50. MUELLER INDUSTRIES INC 2022-03-04 2022-04-25 2814 2785 29 29 50. MUELLER INDUSTRIES INC 2020-01-09 2022-04-25 2814 1552 1262 1262 10. PS BUSINESS PKS INC CALIF 2021-09-23 2022-04-25 1883 1584 299 299 60. PS BUSINESS PKS INC CALIF 2021-09-23 2022-04-25 11287 9504 1783 1783 100. PS BUSINESS PKS INC CALIF 2022-04-25 18828 15754 3074 3074 2960. PAYCHEX INC 2022-04-25 387038 158711 228327 228327 750. PAYPAL HOLDINGS INC-W/I 2020-08-26 2022-04-25 65552 151886 -86334 -86334 3811. SCHWAB CHARLES CORP NEW 2022-04-25 264420 31379 233041 233041 1384. TAYLOR MORRISON HOME CORP 2021-06-18 2022-04-25 38859 37232 1627 1627 4000. TAYLOR MORRISON HOME CORP 2021-03-26 2022-04-25 112308 122463 -10155 -10155 1533. THE TRAVELERS COS INC 2022-04-25 266170 175056 91114 91114 2577. TRUIST FINANCIAL CORP 2022-04-25 129743 80244 49499 49499 1210. VISA INC CLASS A SHARES 2020-03-19 2022-04-25 253155 186127 67028 67028 2640. AMDOCS LIMITED ISIN BG0022569080 2015-12-29 2022-04-25 214909 146749 68160 68160 115000. DT MIDSTREAM INC SER 144A CALL 01/15/2032 2022-03-30 2022-04-26 110400 114841 -4441 -4441 85000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-11-30 2022-04-26 83317 89720 -6403 -6403 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-11-30 2022-04-26 4901 5278 -377 -377 50. ALLEGHANY CORP DEL 2020-09-11 2022-04-27 41998 27442 14556 14556 550. PURE STORAGE INC - CLASS A 2021-08-03 2022-04-27 16478 11111 5367 5367 330. PURE STORAGE INC - CLASS A 2021-08-03 2022-04-27 9869 6666 3203 3203 490. PURE STORAGE INC - CLASS A 2022-04-27 14634 9731 4903 4903 1150. PURE STORAGE INC - CLASS A 2021-03-05 2022-04-27 34345 23131 11214 11214 750. PURE STORAGE INC - CLASS A 2022-04-27 22361 14644 7717 7717 860. PURE STORAGE INC - CLASS A 2022-04-27 25720 16604 9116 9116 30000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-09-28 2022-04-27 30090 30868 -778 -778 50. ALLEGHANY CORP DEL 2020-09-11 2022-04-28 41970 27442 14528 14528 150. COHU INC 2015-11-19 2022-04-28 4032 1887 2145 2145 50. MUELLER INDUSTRIES INC 2020-01-09 2022-04-28 2793 1552 1241 1241 50. SPECTRUM BRANDS HLDGS INC 2018-04-26 2022-04-28 4399 3095 1304 1304 12.447 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND 2000-12-31 2022-04-28 29687 10946 18741 18741 180. PLAYA HOTELS & RESORTS NV SEDOL 2022-04-29 1720 1614 106 106 520. PLAYA HOTELS & RESORTS NV SEDOL 2022-04-29 4968 4657 311 311 590. PLAYA HOTELS & RESORTS NV SEDOL 2022-04-29 5673 4968 705 705 323.1 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2022-04-30 323 342 -19 -19 392.37 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-04-30 392 418 -26 -26 1191.79 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-04-30 1192 1237 -45 -45 657.07 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2022-04-30 657 678 -21 -21 1274.73 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-04-30 1275 1332 -57 -57 2128.98 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2022-04-30 2129 2073 56 56 1034.88 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2022-04-30 1035 1069 -34 -34 743.7 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2022-04-30 744 785 -41 -41 3113.13 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-04-30 3113 3243 -130 -130 702.52 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2022-04-30 703 729 -26 -26 1953.68 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-04-30 1954 2004 -50 -50 302.66 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2022-04-30 303 313 -10 -10 647.44 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2022-04-30 647 686 -39 -39 488.36 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2022-04-30 488 504 -16 -16 97.82 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-04-30 98 102 -4 -4 1306.41 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2022-04-30 1306 1356 -50 -50 1035.98 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-04-30 1036 1067 -31 -31 203.16 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-04-30 203 211 -8 -8 407.33 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2022-04-30 407 417 -10 -10 311.88 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-04-30 312 330 -18 -18 1257.84 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2022-04-30 1258 1336 -78 -78 897.92 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2022-04-30 898 924 -26 -26 687.97 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2022-04-30 688 691 -3 -3 1519.17 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-04-30 1519 1523 -4 -4 140.3 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2022-04-30 140 145 -5 -5 54.9 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2022-04-30 55 55 76.54 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2022-04-30 77 78 -1 -1 25.32 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2022-04-30 25 25 83.4 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2022-04-30 83 84 -1 -1 71.35 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2022-04-30 71 69 2 2 11.79 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2022-04-30 12 12 893.73 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2022-04-30 894 858 36 36 996.6 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2022-04-30 997 974 23 23 3618.53 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-04-30 3619 3695 -76 -76 1241.44 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-04-30 1241 1285 -44 -44 2037.53 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-04-30 2038 2219 -181 -181 1368.76 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-04-30 1369 1394 -25 -25 1969.68 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-04-30 1970 2071 -101 -101 609.59 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-04-30 610 631 -21 -21 1148.56 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2022-04-30 1149 1208 -59 -59 857.92 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2022-04-30 858 887 -29 -29 2381.51 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-04-30 2382 2518 -136 -136 753.78 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-04-30 754 794 -40 -40 2764.41 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-04-30 2764 2827 -63 -63 928.28 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-04-30 928 932 -4 -4 3762.1 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-04-30 3762 3935 -173 -173 2954.72 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-04-30 2955 2921 34 34 1225.6 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-04-30 1226 1266 -40 -40 641.26 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-04-30 641 633 8 8 130.07 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2022-04-30 130 137 -7 -7 1266.15 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2022-04-30 1266 1269 -3 -3 1441.93 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2022-04-30 1442 1490 -48 -48 89.33 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2022-04-30 89 95 -6 -6 1182.43 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2022-04-30 1182 1209 -27 -27 661.81 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2022-04-30 662 668 -6 -6 532.62 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2022-04-30 533 553 -20 -20 2614.23 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-04-30 2614 2625 -11 -11 796.51 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-04-30 797 801 -4 -4 1811.25 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-04-30 1811 1889 -78 -78 1222.52 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2022-04-30 1223 1239 -16 -16 904.51 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2022-04-30 905 950 -45 -45 221.6 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2022-04-30 222 228 -6 -6 440.13 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-04-30 440 445 -5 -5 744.87 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-04-30 745 798 -53 -53 2549.55 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-04-30 2550 2665 -115 -115 155.93 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2022-04-30 156 167 -11 -11 3667.55 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2022-05-01 3668 3716 -48 -48 60. SILICON MOTION TECHNOL ADR 2022-03-07 2022-05-02 4739 4153 586 586 150. SILICON MOTION TECHNOL ADR 2022-05-02 11583 10373 1210 1210 130. SILICON MOTION TECHNOL ADR 2022-05-02 9961 8918 1043 1043 150. PLAYA HOTELS & RESORTS NV SEDOL 2022-05-02 1383 1212 171 171 320. PLAYA HOTELS & RESORTS NV SEDOL 2022-05-02 2958 2567 391 391 50. GLATFELTER CORP 2021-08-05 2022-05-03 464 769 -305 -305 550. GLATFELTER CORP 2022-05-03 5101 8133 -3032 -3032 150. LA Z BOY INC 2020-03-18 2022-05-03 4063 2513 1550 1550 170. PLAYA HOTELS & RESORTS NV SEDOL 2021-11-15 2022-05-03 1501 1362 139 139 430. PLAYA HOTELS & RESORTS NV SEDOL 2022-05-03 3783 3375 408 408 150. COHU INC 2015-11-19 2022-05-04 4172 1887 2285 2285 200. GLATFELTER CORP 2022-05-04 1806 2853 -1047 -1047 150. HIBBETT INC 2020-07-23 2022-05-04 6749 3659 3090 3090 60000. MICRON TECHNOLOGY INC CALL 11/06/2028 UNSC 2022-05-04 61367 70004 -8637 -8637 50. MUELLER INDUSTRIES INC 2020-08-19 2022-05-04 2765 1527 1238 1238 80. SHIFT4 PAYMENTS INC-CLASS A 2021-12-10 2022-05-04 4006 4381 -375 -375 90. SHIFT4 PAYMENTS INC-CLASS A 2022-03-01 2022-05-04 4545 4520 25 25 300. SHIFT4 PAYMENTS INC-CLASS A 2022-05-04 15149 16376 -1227 -1227 60. SHIFT4 PAYMENTS INC-CLASS A 2022-05-04 3023 3007 16 16 200. TURTLE BEACH CORP 2020-03-18 2022-05-04 3426 865 2561 2561 1580. PLAYA HOTELS & RESORTS NV SEDOL 2022-05-04 13633 11584 2049 2049 170. PLAYA HOTELS & RESORTS NV SEDOL 2021-05-12 2022-05-04 1467 1231 236 236 150. GLATFELTER CORP 2022-05-05 1325 2127 -802 -802 350. PHYSICIANS REALTY TRUST 2022-05-05 6228 5210 1018 1018 510. PLAYA HOTELS & RESORTS NV SEDOL 2021-05-12 2022-05-05 4307 3693 614 614 70. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-22 2022-05-05 591 505 86 86 920. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-22 2022-05-05 7686 6632 1054 1054 60. SILICON MOTION TECHNOL ADR 2022-03-04 2022-05-06 5585 4097 1488 1488 100. SILICON MOTION TECHNOL ADR 2022-05-06 9309 4747 4562 4562 80. SILICON MOTION TECHNOL ADR 2022-05-06 7476 3785 3691 3691 340. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-22 2022-05-06 2906 2451 455 455 60. PLAYA HOTELS & RESORTS NV SEDOL 2022-05-06 526 431 95 95 280. PLAYA HOTELS & RESORTS NV SEDOL 2022-05-06 2453 2013 440 440 110. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-23 2022-05-06 974 786 188 188 60. PLAYA HOTELS & RESORTS NV SEDOL 2021-05-06 2022-05-06 531 428 103 103 980. PLAYA HOTELS & RESORTS NV SEDOL 2022-05-06 8667 6980 1687 1687 580. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-19 2022-05-06 5000 4112 888 888 600. PLAYA HOTELS & RESORTS NV SEDOL 2022-05-06 5102 4240 862 862 777. ENTEGRIS, INC 2020-08-20 2022-05-09 83133 54015 29118 29118 40000. HCA INC COGT 2020-09-17 2022-05-09 41264 40000 1264 1264 230. IRONWOOD PHARMACEUTICALS INC 2022-05-09 2792 3444 -652 -652 820. IRONWOOD PHARMACEUTICALS INC 2022-05-09 9878 11647 -1769 -1769 40. IRONWOOD PHARMACEUTICALS INC 2018-06-04 2022-05-09 486 550 -64 -64 30. IRONWOOD PHARMACEUTICALS INC 2021-07-22 2022-05-09 360 393 -33 -33 30. IRONWOOD PHARMACEUTICALS INC 2018-06-04 2022-05-09 360 412 -52 -52 50. MUELLER INDUSTRIES INC 2020-08-19 2022-05-09 2686 1527 1159 1159 110. SILICON MOTION TECHNOL ADR 2020-06-08 2022-05-09 10209 5202 5007 5007 30. SILICON MOTION TECHNOL ADR 2022-05-09 2729 1418 1311 1311 70. SILICON MOTION TECHNOL ADR 2022-05-09 6337 3305 3032 3032 50. WINGSTOP INC 2022-05-09 3980 8677 -4697 -4697 760. WINGSTOP INC 2022-05-09 60974 123690 -62716 -62716 110. WINGSTOP INC 2022-05-09 8760 17485 -8725 -8725 160. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-17 2022-05-09 1472 1128 344 344 280. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-17 2022-05-09 2373 1974 399 399 240. IRONWOOD PHARMACEUTICALS INC 2021-07-22 2022-05-10 2803 3146 -343 -343 40. SILICON MOTION TECHNOL ADR 2020-06-09 2022-05-10 3736 1877 1859 1859 150. SILICON MOTION TECHNOL ADR 2022-05-10 14031 6100 7931 7931 100. SILVERGATE CAPITAL CORP-CL A 2021-12-07 2022-05-10 8491 16529 -8038 -8038 40000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2022-05-10 39017 52613 -13596 -13596 10000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2020-03-03 2022-05-10 9754 13227 -3473 -3473 70000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-04-05 2022-05-10 67889 67971 -82 -82 770. PLAYA HOTELS & RESORTS NV SEDOL 2022-05-10 6669 5423 1246 1246 70. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-19 2022-05-10 608 492 116 116 110000. CONTINENTAL RESOURCES SER 144A CALL 11/15/2023 2021-11-09 2022-05-11 100597 110000 -9403 -9403 800. IRONWOOD PHARMACEUTICALS INC 2022-05-11 9281 10479 -1198 -1198 330. IRONWOOD PHARMACEUTICALS INC 2021-09-03 2022-05-11 3765 4312 -547 -547 40. SILICON MOTION TECHNOL ADR 2022-05-11 3739 1588 2151 2151 30. SILICON MOTION TECHNOL ADR 2020-11-24 2022-05-11 2805 1190 1615 1615 90000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2022-05-11 85729 92403 -6674 -6674 160. WORKIVA INC 2022-05-11 10995 22912 -11917 -11917 460. WORKIVA INC 2022-05-11 31875 65078 -33203 -33203 30. WORKIVA INC 2021-12-07 2022-05-11 2081 4205 -2124 -2124 180. WORKIVA INC 2022-05-11 12467 25026 -12559 -12559 1850. CORECIVIC INC 2022-05-12 18978 25565 -6587 -6587 550. CORECIVIC INC 2022-05-12 5574 7223 -1649 -1649 65000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2021-05-26 2022-05-12 64561 67959 -3398 -3398 205000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-05-12 200756 215900 -15144 -15144 45000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-10-28 2022-05-12 44068 47429 -3361 -3361 55000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-04-29 2022-05-12 46353 50484 -4131 -4131 70000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-09-29 2022-05-12 60706 67728 -7022 -7022 130. WORKIVA INC 2021-12-06 2022-05-12 8889 16757 -7868 -7868 260. WORKIVA INC 2022-05-12 17664 33500 -15836 -15836 160. WORKIVA INC 2021-12-06 2022-05-12 10700 20601 -9901 -9901 50000. BRISTOL-MYERS SQUIBB CO CALL 12/15/2038 UNSC 2019-05-07 2022-05-13 47746 49829 -2083 -2083 440. CORECIVIC INC 2022-04-14 2022-05-13 4697 5751 -1054 -1054 150. CORECIVIC INC 2022-04-13 2022-05-13 1590 1759 -169 -169 70. CORECIVIC INC 2022-04-13 2022-05-13 756 821 -65 -65 1670. CORECIVIC INC 2022-05-13 17734 19171 -1437 -1437 40. PS BUSINESS PKS INC CALIF 2021-09-22 2022-05-13 7435 6296 1139 1139 110. PS BUSINESS PKS INC CALIF 2022-05-13 20466 15375 5091 5091 60. PS BUSINESS PKS INC CALIF 2022-05-13 11159 8327 2832 2832 559. QUANTA SVCS INC 2022-05-13 62959 53449 9510 9510 35000. TARGET CORP CALL 07/15/2051 UNSC 2022-01-19 2022-05-13 27423 34670 -7247 -7247 3082.88 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2022-05-15 3083 3082 1 1 4231.86 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2022-05-15 4232 4231 1 1 570. CORECIVIC INC 2022-04-13 2022-05-16 6537 6530 7 7 310. CORECIVIC INC 2022-04-13 2022-05-16 3538 3552 -14 -14 3759.35 GM FINANCIAL SECURITIZED TERM SERIES 201 2019-04-09 2022-05-16 3759 3759 70000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-05-16 60591 66931 -6340 -6340 150. COHU INC 2015-11-19 2022-05-17 4418 1887 2531 2531 360. CORECIVIC INC 2022-04-13 2022-05-17 4144 4125 19 19 150. CORECIVIC INC 2022-05-17 1731 1718 13 13 150. OLD REPUBLIC INTERNATIONAL CORP 2021-09-30 2022-05-17 3487 3534 -47 -47 282. PAYLOCITY HOLDING CORP 2021-07-16 2022-05-17 46678 54734 -8056 -8056 50000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2022-05-17 48307 65389 -17082 -17082 130000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-05-17 127024 138024 -11000 -11000 105000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-05-17 101711 101948 -237 -237 45000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-04-29 2022-05-17 37492 41305 -3813 -3813 10000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-04-29 2022-05-17 8332 9179 -847 -847 251. PAYLOCITY HOLDING CORP 2021-07-16 2022-05-18 40559 48717 -8158 -8158 150. HIBBETT INC 2020-08-03 2022-05-19 6380 3425 2955 2955 870. OPTION CARE HEALTH INC 2022-05-19 25490 19193 6297 6297 120. OPTION CARE HEALTH INC 2021-06-29 2022-05-19 3522 2640 882 882 130. PS BUSINESS PKS INC CALIF 2022-05-20 24281 17942 6339 6339 5972.42 VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2019-03-05 2022-05-20 5972 5971 1 1 75000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2022-05-24 89771 96555 -6784 -6784 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2021-05-11 2022-05-24 17954 19732 -1778 -1778 200. ABERCROMBIE & FITCH CO CL A 2022-05-25 4282 6861 -2579 -2579 560. ABERCROMBIE & FITCH CO CL A 2015-11-19 2022-05-25 11990 10920 1070 1070 190. ABERCROMBIE & FITCH CO CL A 2022-05-25 4220 3599 621 621 290. EAST WEST BANCORP INC 2022-05-25 20172 24387 -4215 -4215 65000. INTERCONTINENTALEXCHANGE CALL 04/23/2025 UNSC 2022-05-12 2022-05-25 65626 64929 697 697 130. PS BUSINESS PKS INC CALIF 2022-05-25 24362 17836 6526 6526 40000. AT&T INC CALL 08/01/2042 UNSC 2020-07-27 2022-05-26 31704 39981 -8277 -8277 198. DEXCOM INC 2022-03-23 2022-05-26 54989 89805 -34816 -34816 60. EAST WEST BANCORP INC 2022-05-26 4354 5043 -689 -689 115. TIMKENSTEEL CORP 2021-06-02 2022-05-26 2759 1723 1036 1036 35. TIMKENSTEEL CORP 2021-05-14 2022-05-26 840 502 338 338 25000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-03-17 2022-05-26 24636 26307 -1671 -1671 75000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-05-26 73907 78998 -5091 -5091 140000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-12-30 2022-05-26 137610 147046 -9436 -9436 40000. AT&T INC CALL 09/01/2036 UNSC 2018-04-05 2022-05-27 43487 41747 1740 1740 160. EAST WEST BANCORP INC 2022-05-27 11545 13414 -1869 -1869 1. REVOLUTION LIGHTING TECHNOLOGIES INC. 2001-01-01 2022-05-27 393 25 368 368 95000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2022-05-27 95408 97490 -2082 -2082 15000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-05-26 2022-05-27 15064 15391 -327 -327 923. CF INDUSTRIES HOLDINGS INC 2021-07-16 2022-05-31 92740 43765 48975 48975 100000. CANADIAN IMPERIAL BANK SEDOL BPZKDL1 ISIN US13607HR469 2022-03-31 2022-05-31 99334 99949 -615 -615 250. EAST WEST BANCORP INC 2022-01-28 2022-05-31 18234 20903 -2669 -2669 602.97 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2022-05-31 603 639 -36 -36 114. FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-05-31 114 122 -8 -8 2542.49 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-05-31 2542 2639 -97 -97 481.58 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2022-05-31 482 497 -15 -15 1074.71 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-05-31 1075 1122 -47 -47 574.32 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2022-05-31 574 559 15 15 1017.76 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2022-05-31 1018 1023 -5 -5 832.3 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2022-05-31 832 860 -28 -28 2698.21 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2022-05-31 2698 2641 57 57 561.32 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2022-05-31 561 593 -32 -32 1471.3 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-05-31 1471 1533 -62 -62 749.99 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2022-05-31 750 778 -28 -28 1325.58 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-05-31 1326 1360 -34 -34 674.77 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2022-05-31 675 698 -23 -23 536.4 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2022-05-31 536 568 -32 -32 812.16 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2022-05-31 812 838 -26 -26 102.08 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-05-31 102 106 -4 -4 813.21 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2022-05-31 813 844 -31 -31 671.4 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-05-31 671 691 -20 -20 2177.15 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-05-31 2177 2260 -83 -83 265.55 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2022-05-31 266 272 -6 -6 414.05 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-05-31 414 438 -24 -24 581.53 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2022-05-31 582 618 -36 -36 478.02 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2022-05-31 478 492 -14 -14 513.26 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2022-05-31 513 516 -3 -3 1873.98 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-05-31 1874 1879 -5 -5 624.03 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2022-05-31 624 644 -20 -20 50.99 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2022-05-31 51 51 15.46 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2022-05-31 15 16 -1 -1 17.89 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2022-05-31 18 18 87.27 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2022-05-31 87 88 -1 -1 52.33 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2022-05-31 52 51 1 1 133.21 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2022-05-31 133 133 958.61 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2022-05-31 959 921 38 38 808.48 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2022-05-31 808 790 18 18 2680.33 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-05-31 2680 2736 -56 -56 1894.77 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-05-31 1895 1961 -66 -66 1344.97 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-05-31 1345 1465 -120 -120 1039.92 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-05-31 1040 1059 -19 -19 2851.56 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-05-31 2852 2999 -147 -147 993.18 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-05-31 993 1028 -35 -35 390.33 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2022-05-31 390 411 -21 -21 1325.8 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2022-05-31 1326 1370 -44 -44 2035.13 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-05-31 2035 2151 -116 -116 725.63 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-05-31 726 764 -38 -38 2014.31 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-05-31 2014 2060 -46 -46 589.74 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-05-31 590 592 -2 -2 3038.86 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-05-31 3039 3178 -139 -139 3241.32 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-05-31 3241 3204 37 37 2010.7 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-05-31 2011 2077 -66 -66 732.93 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-05-31 733 724 9 9 135.25 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2022-05-31 135 142 -7 -7 1839.63 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2022-05-31 1840 1844 -4 -4 1874.11 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2022-05-31 1874 1937 -63 -63 350.66 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2022-05-31 351 373 -22 -22 363.93 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2022-05-31 364 372 -8 -8 774.12 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2022-05-31 774 781 -7 -7 627.42 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2022-05-31 627 651 -24 -24 2453.3 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-05-31 2453 2463 -10 -10 684.51 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-05-31 685 689 -4 -4 1671.05 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-05-31 1671 1742 -71 -71 1316.29 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2022-05-31 1316 1335 -19 -19 152.33 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2022-05-31 152 160 -8 -8 231.61 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2022-05-31 232 238 -6 -6 349.55 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-05-31 350 354 -4 -4 318.18 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-05-31 318 341 -23 -23 3145.34 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-05-31 3145 3288 -143 -143 529.07 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2022-05-31 529 567 -38 -38 20000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2022-05-31 2022-05-31 19896 19901 -5 -5 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2021-05-26 2022-05-31 4974 5222 -248 -248 65000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2022-05-31 2022-05-31 64672 64678 -6 -6 20. ATKORE INC 2021-07-28 2022-06-01 2132 1460 672 672 60. ATKORE INC 2021-02-25 2022-06-01 6397 4199 2198 2198 20. ATKORE INC 2021-02-25 2022-06-01 2137 1400 737 737 10. ATKORE INC 2021-02-25 2022-06-01 1056 700 356 356 2726.17 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2022-06-01 2726 2762 -36 -36 4000. SHERWIN-WILLIAMS CO CALL 05/01/2022 UNSC 2017-08-24 2022-06-01 4000 4000 150. TOPBUILD CORP 2022-06-01 29043 8090 20953 20953 140. ATKORE INC 2021-02-25 2022-06-02 15414 9798 5616 5616 60. ATKORE INC 2021-02-25 2022-06-02 6499 4199 2300 2300 30. ATKORE INC 2021-02-25 2022-06-02 3226 2100 1126 1126 50. TOPBUILD CORP 2019-01-31 2022-06-02 9842 2629 7213 7213 60. TOPBUILD CORP 2019-01-31 2022-06-02 11749 3154 8595 8595 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2022-05-31 2022-06-02 4964 4975 -11 -11 75000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-04-05 2022-06-02 72812 72814 -2 -2 30. ATKORE INC 2021-02-25 2022-06-03 3442 2100 1342 1342 90. ATKORE INC 2021-02-25 2022-06-03 10092 6299 3793 3793 10. ATKORE INC 2021-02-25 2022-06-03 1151 700 451 451 230. EAST WEST BANCORP INC 2022-01-28 2022-06-03 16750 19231 -2481 -2481 5000. GOLDMAN SACHS GROUP INC SR UNSEC CALL 6/ 2021-07-12 2022-06-05 5000 5000 140000. GOLDMAN SACHS GROUP INC SR UNSEC CALL 6/ 2022-06-05 140000 140000 50000. AMERICAN TOWER CORP CALL 02/15/2027 UNSC 2022-03-29 2022-06-06 48224 49759 -1535 -1535 45000. CITIGROUP INC CALL 05/24/2032 UNSC 2022-05-17 2022-06-06 45459 45000 459 459 570. IRONWOOD PHARMACEUTICALS INC 2022-06-06 6837 7387 -550 -550 1550. IRONWOOD PHARMACEUTICALS INC 2022-06-06 18830 19617 -787 -787 140. PS BUSINESS PKS INC CALIF 2022-06-06 26173 19093 7080 7080 670. PS BUSINESS PKS INC CALIF 2022-06-06 125189 89161 36028 36028 270. TURNING POINT THERAPEUTICS I 2020-10-27 2022-06-06 20080 23490 -3410 -3410 320. TURNING POINT THERAPEUTICS I 2022-06-06 23805 24692 -887 -887 490. TURNING POINT THERAPEUTICS I 2022-06-06 36452 37846 -1394 -1394 540. TURNING POINT THERAPEUTICS I 2022-06-06 40190 40241 -51 -51 730. TURNING POINT THERAPEUTICS I 2022-06-06 54286 49212 5074 5074 540. TURNING POINT THERAPEUTICS I 2022-06-06 40197 29185 11012 11012 55000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-12-30 2022-06-06 53258 57752 -4494 -4494 1342. ALLY FINANCIAL INC 2021-02-24 2022-06-07 57266 57103 163 163 89. ALLY FINANCIAL INC 2021-02-24 2022-06-07 3757 3787 -30 -30 173. CATERPILLAR INC 2021-06-24 2022-06-07 38510 37580 930 930 269. CATERPILLAR INC 2021-06-02 2022-06-07 59880 65472 -5592 -5592 120. EAST WEST BANCORP INC 2022-01-28 2022-06-07 8870 10034 -1164 -1164 849. EMERSON ELECTRIC CO 2021-02-23 2022-06-07 76594 73377 3217 3217 1560. IRONWOOD PHARMACEUTICALS INC 2022-06-07 18837 18534 303 303 70. IRONWOOD PHARMACEUTICALS INC 2019-06-10 2022-06-07 845 796 49 49 70. IRONWOOD PHARMACEUTICALS INC 2022-03-07 2022-06-07 845 796 49 49 450. IRONWOOD PHARMACEUTICALS INC 2019-06-10 2022-06-07 5432 5087 345 345 60. IRONWOOD PHARMACEUTICALS INC 2019-06-10 2022-06-07 720 678 42 42 160000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-12-30 2022-06-07 155406 168002 -12596 -12596 35000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-06-07 30105 31577 -1472 -1472 150000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-06-07 129023 139495 -10472 -10472 .784 WOODSIDE ENERGY GROUP LTD 2022-06-02 2022-06-07 19 17 2 2 886. CONOCOPHILLIPS 2022-06-08 108006 54240 53766 53766 140. EAST WEST BANCORP INC 2022-01-28 2022-06-08 10197 11706 -1509 -1509 1. DFC GLOBAL CORP 23324T107 2001-01-01 2022-06-08 143 143 143 50000. PULTE HOMES INC COMPANY GUARNT 2022-06-08 58641 51269 7372 7372 25000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-05-27 2022-06-08 24703 25111 -408 -408 35000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-05-27 2022-06-08 34602 35155 -553 -553 140. EAST WEST BANCORP INC 2022-01-28 2022-06-09 10078 11706 -1628 -1628 350. HELMERICH & PAYNE INC 2017-05-25 2022-06-09 17978 18803 -825 -825 150. OVINTIV INC SEDOL BJ01KB6 2021-11-04 2022-06-09 9049 5477 3572 3572 10. PALOMAR HOLDINGS INC 2021-03-24 2022-06-09 655 653 2 2 190000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2022-06-09 189963 194611 -4648 -4648 45000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2022-06-09 44991 46024 -1033 -1033 10. PALOMAR HOLDINGS INC 2021-03-24 2022-06-10 630 653 -23 -23 90000. BANK OF MONTREAL SER MTN SEDOL ISIN US06368D3S13 2022-06-13 88520 90085 -1565 -1565 110000. KEURIG DR PEPPER INC CALL 02/15/2029 COGT 2022-04-07 2022-06-13 103319 109794 -6475 -6475 10. PALOMAR HOLDINGS INC 2021-12-16 2022-06-13 619 645 -26 -26 90. PALOMAR HOLDINGS INC 2021-03-24 2022-06-13 5571 5874 -303 -303 30. PALOMAR HOLDINGS INC 2021-12-16 2022-06-13 1844 1934 -90 -90 75000. TORONTO-DOMINION BANK SEDOL BNM7PH1 ISIN US89115A2A98 2022-06-01 2022-06-13 73898 75000 -1102 -1102 440. TURNING POINT THERAPEUTICS I 2022-06-13 32707 17193 15514 15514 680. TURNING POINT THERAPEUTICS I 2022-06-13 50548 34811 15737 15737 60. TURNING POINT THERAPEUTICS I 2022-06-13 4455 2042 2413 2413 220. TURNING POINT THERAPEUTICS I 2020-03-18 2022-06-13 16334 7518 8816 8816 185000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2022-06-13 172469 185061 -12592 -12592 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-06-13 9500 10262 -762 -762 80000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2022-06-13 64816 73341 -8525 -8525 370. BRP GROUP INC-A 2022-06-14 9851 13848 -3997 -3997 250. BRP GROUP INC-A 2022-06-14 6656 8986 -2330 -2330 9000. EQM MIDSTREAM PARTNERS L SER 144A UNSC 2020-06-16 2022-06-14 9270 9000 270 270 100. OVINTIV INC SEDOL BJ01KB6 2021-10-05 2022-06-14 5712 3564 2148 2148 40. PALOMAR HOLDINGS INC 2021-12-16 2022-06-14 2555 2578 -23 -23 640. TURNING POINT THERAPEUTICS I 2022-06-14 47541 20088 27453 27453 860. TURNING POINT THERAPEUTICS I 2022-06-14 63870 23399 40471 40471 60. BRP GROUP INC-A 2021-11-26 2022-06-15 1614 2133 -519 -519 60. BRP GROUP INC-A 2021-11-26 2022-06-15 1629 2133 -504 -504 50. BRP GROUP INC-A 2020-12-09 2022-06-15 1358 1563 -205 -205 2937.89 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2022-06-15 2938 2937 1 1 3994.95 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2022-06-15 3995 3994 1 1 120. MASTERCRAFT BOAT HOLDINGS IN 2019-03-08 2022-06-15 2721 2718 3 3 20. PALOMAR HOLDINGS INC 2022-06-15 1280 1286 -6 -6 70. BRP GROUP INC-A 2022-06-16 1694 2188 -494 -494 3438.55 GM FINANCIAL SECURITIZED TERM SERIES 201 2019-04-09 2022-06-16 3439 3438 1 1 60. LINCOLN ELEC HLDGS INC 2022-06-13 2022-06-16 7356 7848 -492 -492 80. LINCOLN ELEC HLDGS INC 2018-10-02 2022-06-16 9808 7527 2281 2281 110. LINCOLN ELEC HLDGS INC 2018-10-02 2022-06-16 13519 10349 3170 3170 140. LINCOLN ELEC HLDGS INC 2022-06-16 17110 12824 4286 4286 30. MASTERCRAFT BOAT HOLDINGS IN 2019-03-08 2022-06-16 627 679 -52 -52 50. MUELLER INDUSTRIES INC 2020-08-19 2022-06-16 2573 1527 1046 1046 80. NCR VOYIX CORPORATION 2022-02-18 2022-06-16 2414 3389 -975 -975 40. NCR VOYIX CORPORATION 2022-02-18 2022-06-16 1233 1694 -461 -461 30. NCR VOYIX CORPORATION 2022-02-18 2022-06-16 910 1271 -361 -361 70. PALOMAR HOLDINGS INC 2022-06-16 3982 4484 -502 -502 150. SILICON MOTION TECHNOL ADR 2020-03-18 2022-06-16 12820 4159 8661 8661 230. TOPBUILD CORP 2019-01-31 2022-06-16 38142 12092 26050 26050 20. NCR VOYIX CORPORATION 2022-02-18 2022-06-17 610 847 -237 -237 230. NCR VOYIX CORPORATION 2022-06-17 7010 9711 -2701 -2701 100. NCR VOYIX CORPORATION 2022-02-18 2022-06-17 3064 4217 -1153 -1153 1030. NCR VOYIX CORPORATION 2022-06-17 31385 43415 -12030 -12030 40. PALOMAR HOLDINGS INC 2021-12-10 2022-06-17 2205 2560 -355 -355 10. PALOMAR HOLDINGS INC 2021-03-25 2022-06-17 551 637 -86 -86 320. TOPBUILD CORP 2022-06-17 51989 16817 35172 35172 5616.9 VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2019-03-05 2022-06-20 5617 5616 1 1 110. TOPBUILD CORP 2019-01-31 2022-06-21 17413 5778 11635 11635 95000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2022-03-23 2022-06-21 93779 95428 -1649 -1649 860. HAEMONETICS CORP 2022-06-23 52582 90049 -37467 -37467 30. HAEMONETICS CORP 2022-06-23 1836 2285 -449 -449 255. HAEMONETICS CORP 2022-06-23 15685 16360 -675 -675 375. HAEMONETICS CORP 2022-06-23 23066 28442 -5376 -5376 1. DAVITA INC. 23918K108 CLASS ACTION 2001-01-01 2022-06-23 2133 25 2108 2108 150. MERIDIAN BIOSCIENCE INC MERGED 2/01/2023 @ $34.00 P/S 2022-06-23 4458 2120 2338 2338 200. MUELLER INDUSTRIES INC 2022-06-23 10373 5945 4428 4428 520. REPAY HOLDINGS CORP 2022-06-23 6770 9333 -2563 -2563 440. REPAY HOLDINGS CORP 2022-06-23 5728 7860 -2132 -2132 280. REPAY HOLDINGS CORP 2022-06-23 3569 4961 -1392 -1392 120. REPAY HOLDINGS CORP 2022-06-23 1548 2125 -577 -577 25. COHERENT INC 2021-07-14 2022-06-24 6669 6514 155 155 150. COHU INC 2016-03-29 2022-06-24 4163 1807 2356 2356 50. MUELLER INDUSTRIES INC 2020-09-14 2022-06-24 2660 1453 1207 1207 50. REPAY HOLDINGS CORP 2022-02-08 2022-06-24 658 884 -226 -226 30. REPAY HOLDINGS CORP 2022-02-08 2022-06-24 404 530 -126 -126 50. COHERENT INC 2021-07-14 2022-06-27 13434 13027 407 407 740. IRONWOOD PHARMACEUTICALS INC 2022-03-04 2022-06-27 8565 8336 229 229 300. IRONWOOD PHARMACEUTICALS INC 2019-06-10 2022-06-27 3472 3391 81 81 420. IRONWOOD PHARMACEUTICALS INC 2022-03-04 2022-06-27 4853 4731 122 122 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2022-05-31 2022-06-27 4919 4975 -56 -56 100000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2022-06-27 99430 101755 -2325 -2325 10000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-02-22 2022-06-27 9943 10217 -274 -274 5000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2022-03-23 2022-06-27 4942 5022 -80 -80 50. COHERENT INC 2021-07-14 2022-06-28 13575 13027 548 548 240. IRONWOOD PHARMACEUTICALS INC 2022-03-04 2022-06-28 2786 2703 83 83 440. IRONWOOD PHARMACEUTICALS INC 2018-11-01 2022-06-28 5107 4947 160 160 90000. AT&T INC CALL 12/01/2040 UNSC 2022-05-24 2022-06-29 71827 74872 -3045 -3045 1505. AIRBNB INC-CLASS A 2022-06-29 139247 241227 -101980 -101980 112. APPLE INC 2021-06-24 2022-06-29 15623 15050 573 573 162. CDW CORP/DE 2014-09-30 2022-06-29 25483 5036 20447 20447 372. META PLATFORMS INC 2022-06-29 60804 38409 22395 22395 104. MOTOROLA SOLUTIONS INC 2018-03-12 2022-06-29 21713 11346 10367 10367 300. STRIDE INC 2022-06-29 12574 10156 2418 2418 160. TELEDYNE TECHNOLOGIES INC 2019-10-03 2022-06-29 59260 50135 9125 9125 95000. XLIT LTD SEDOL ISIN US98420EAC93 2022-06-29 97220 94835 2385 2385 1031.92 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2022-06-30 1032 1093 -61 -61 197.43 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-06-30 197 210 -13 -13 218.03 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-06-30 218 226 -8 -8 473.28 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2022-06-30 473 489 -16 -16 1159.39 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-06-30 1159 1210 -51 -51 3325.02 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2022-06-30 3325 3238 87 87 1526.41 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2022-06-30 1526 1534 -8 -8 684.3 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2022-06-30 684 707 -23 -23 1805.6 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2022-06-30 1806 1768 38 38 478.11 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2022-06-30 478 505 -27 -27 1086.78 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-06-30 1087 1132 -45 -45 1028.72 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2022-06-30 1029 1067 -38 -38 1402.02 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-06-30 1402 1438 -36 -36 294.51 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2022-06-30 295 305 -10 -10 445.72 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2022-06-30 446 472 -26 -26 536.73 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2022-06-30 537 554 -17 -17 936.25 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-06-30 936 975 -39 -39 1263.38 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2022-06-30 1263 1311 -48 -48 540.54 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-06-30 541 556 -15 -15 198.14 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-06-30 198 206 -8 -8 199.74 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2022-06-30 200 205 -5 -5 206.28 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-06-30 206 218 -12 -12 278.62 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2022-06-30 279 296 -17 -17 465.1 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2022-06-30 465 479 -14 -14 415.11 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2022-06-30 415 417 -2 -2 4878.76 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-06-30 4879 4891 -12 -12 454.76 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2022-06-30 455 469 -14 -14 33.04 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2022-06-30 33 33 17.27 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2022-06-30 17 17 20.28 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2022-06-30 20 20 85.62 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2022-06-30 86 86 36.93 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2022-06-30 37 36 1 1 12.86 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2022-06-30 13 13 80.92 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2022-06-30 81 78 3 3 949.02 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2022-06-30 949 928 21 21 1463.65 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-06-30 1464 1494 -30 -30 1454.47 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-06-30 1454 1505 -51 -51 1344.17 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2022-06-30 1344 1310 34 34 49.24 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-06-30 49 54 -5 -5 982.44 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-06-30 982 1000 -18 -18 902.3 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-06-30 902 949 -47 -47 1140.33 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-06-30 1140 1180 -40 -40 771.77 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2022-06-30 772 812 -40 -40 1420.67 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2022-06-30 1421 1351 70 70 751.22 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2022-06-30 751 776 -25 -25 2124.33 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-06-30 2124 2245 -121 -121 926.41 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-06-30 926 976 -50 -50 2435.25 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-06-30 2435 2490 -55 -55 990.95 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-06-30 991 995 -4 -4 4368.22 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-06-30 4368 4568 -200 -200 1879.03 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-06-30 1879 1858 21 21 970.45 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-06-30 970 1002 -32 -32 333.16 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-06-30 333 329 4 4 133.26 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2022-06-30 133 140 -7 -7 1071.64 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2022-06-30 1072 1074 -2 -2 799.9 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2022-06-30 800 826 -26 -26 87.67 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2022-06-30 88 93 -5 -5 829.74 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2022-06-30 830 849 -19 -19 653.49 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2022-06-30 653 659 -6 -6 969.6 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2022-06-30 970 1006 -36 -36 1870.68 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-06-30 1871 1878 -7 -7 777.25 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-06-30 777 782 -5 -5 1693.24 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-06-30 1693 1765 -72 -72 1333.37 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2022-06-30 1333 1352 -19 -19 868.8 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2022-06-30 869 912 -43 -43 1465.21 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2022-06-30 1465 1504 -39 -39 375.33 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-06-30 375 380 -5 -5 202.27 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-06-30 202 217 -15 -15 3166.62 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-06-30 3167 3310 -143 -143 1134.39 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2022-06-30 1134 1215 -81 -81 120. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-01-05 2022-06-30 1861 3698 -1837 -1837 90. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-06-30 1581 2740 -1159 -1159 90. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-01-05 2022-06-30 1519 2730 -1211 -1211 270. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-01-05 2022-06-30 4343 8189 -3846 -3846 3508.34 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2022-07-01 3508 3555 -47 -47 10000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-03-30 2022-07-01 8671 9019 -348 -348 190. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-07-01 3089 4287 -1198 -1198 160. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-07-01 2601 3174 -573 -573 110. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-07-01 1778 2172 -394 -394 225. COHERENT INC 2021-07-14 2022-07-05 59703 58624 1079 1079 50. COHERENT INC 2021-08-03 2022-07-05 13267 11711 1556 1556 700. FIRST INTERSTATE BANCSYS/MT 2022-07-05 26914 26815 99 99 350. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-07-05 5896 6904 -1008 -1008 280. FIRST INTERSTATE BANCSYS/MT 2022-07-06 10858 10672 186 186 .25 II-VI INC NAME CHANGE 9/08/2022 2022-07-05 2022-07-06 12 12 35000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-08-10 2022-07-06 34132 36555 -2423 -2423 90000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-07-06 87768 94553 -6785 -6785 290. BRAZE INC-A 2022-07-07 12954 11992 962 962 510. BRAZE INC-A 2022-04-04 2022-07-07 22877 21014 1863 1863 70. BRAZE INC-A 2022-04-04 2022-07-07 3148 2884 264 264 55000. GOLDMAN SACHS GROUP INC CALL 03/01/2025 UNSC 2020-12-04 2022-07-08 54209 58644 -4435 -4435 50. KAISER ALUMINUM CORP 2021-03-31 2022-07-08 3717 5539 -1822 -1822 60000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-08-10 2022-07-08 58226 62662 -4436 -4436 55000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-08-10 2022-07-08 53374 57440 -4066 -4066 85000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-07-08 81965 84458 -2493 -2493 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2019-02-07 2022-07-08 9643 9829 -186 -186 75000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-05-11 2022-07-08 72346 73175 -829 -829 15000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-07-08 2022-07-08 14463 14465 -2 -2 60000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-03-30 2022-07-08 51323 54112 -2789 -2789 130. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-07-08 2261 2558 -297 -297 90. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-02-02 2022-07-08 1560 1769 -209 -209 40. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-15 2022-07-08 696 781 -85 -85 50000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-05-27 2022-07-12 49643 50218 -575 -575 30000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-07-12 29149 29164 -15 -15 140. NCR VOYIX CORPORATION 2022-07-13 4035 5800 -1765 -1765 180. NCR VOYIX CORPORATION 2022-02-25 2022-07-13 5208 7456 -2248 -2248 250. NCR VOYIX CORPORATION 2022-07-13 7297 10354 -3057 -3057 340. NCR VOYIX CORPORATION 2022-07-13 9928 14055 -4127 -4127 50. AMN HEALTHCARE SERVICES 2014-02-26 2022-07-14 5884 695 5189 5189 300. NCR VOYIX CORPORATION 2022-02-23 2022-07-14 8316 12230 -3914 -3914 450. NCR VOYIX CORPORATION 2022-02-23 2022-07-14 12430 18345 -5915 -5915 640. NCR VOYIX CORPORATION 2022-07-14 17476 21068 -3592 -3592 50000. PEPSICO INC CALL 04/06/2046 @ 100.000 UN 2020-10-14 2022-07-14 44465 59292 -14827 -14827 100. SILICON MOTION TECHNOL ADR 2020-03-18 2022-07-14 8588 2773 5815 5815 120000. TOYOTA MOTOR CREDIT CORP UNSC 2022-06-27 2022-07-14 120157 119886 271 271 35000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2022-07-14 34159 45339 -11180 -11180 2851.53 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2022-07-15 2852 2851 1 1 150. COHU INC 2016-03-29 2022-07-15 4074 1807 2267 2267 65000. COMCAST CORP CALL 09/01/2037 UNSC 2022-07-15 60490 75821 -15331 -15331 10000. COMCAST CORP CALL 09/01/2037 UNSC 2018-10-02 2022-07-15 9306 9240 66 66 150. CROSS COUNTRY HEALTHCARE INC 2022-01-21 2022-07-15 4018 2697 1321 1321 3772.71 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2022-07-15 3773 3772 1 1 320. IRONWOOD PHARMACEUTICALS INC 2018-11-01 2022-07-15 3751 3598 153 153 100. IRONWOOD PHARMACEUTICALS INC 2018-11-01 2022-07-15 1160 1124 36 36 100. KAISER ALUMINUM CORP 2022-07-15 7519 10836 -3317 -3317 140. NCR VOYIX CORPORATION 2022-04-27 2022-07-15 3973 4076 -103 -103 90. NCR VOYIX CORPORATION 2022-04-27 2022-07-15 2577 2621 -44 -44 10. NCR VOYIX CORPORATION 2022-04-27 2022-07-15 284 291 -7 -7 140. NCR VOYIX CORPORATION 2022-04-27 2022-07-15 3883 4076 -193 -193 130. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-15 2022-07-15 2239 2540 -301 -301 3384.63 GM FINANCIAL SECURITIZED TERM SERIES 201 2019-04-09 2022-07-16 3385 3384 1 1 1198. BP PLC SPONSORED ADR 2018-08-16 2022-07-18 33382 50250 -16868 -16868 150. COHU INC 2019-08-28 2022-07-18 4014 1747 2267 2267 1200. ENI S P A SPONSORED ADR 2018-10-19 2022-07-18 27075 42772 -15697 -15697 50. FTI CONSULTING INC 2016-04-28 2022-07-18 9361 1973 7388 7388 130. IRONWOOD PHARMACEUTICALS INC 2018-11-01 2022-07-18 1532 1462 70 70 50. KAISER ALUMINUM CORP 2022-06-15 2022-07-18 3659 4277 -618 -618 130000. MORGAN STANLEY NTS 2022-07-18 130412 132181 -1769 -1769 110. NCR VOYIX CORPORATION 2022-04-27 2022-07-18 3237 3123 114 114 170. NCR VOYIX CORPORATION 2022-04-27 2022-07-18 5101 4826 275 275 600. SHELL PLC-W/I-ADR SEDOL BPK3CG3 2022-07-18 29583 40100 -10517 -10517 50. STRIDE INC 2022-02-24 2022-07-18 2108 1660 448 448 100. STRIDE INC 2021-01-04 2022-07-18 4216 2108 2108 2108 741. TOTALENERGIES SE 2018-03-13 2022-07-18 36886 43212 -6326 -6326 105000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-07-18 101403 101264 139 139 20000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-10-13 2022-07-18 16730 19192 -2462 -2462 45000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2022-07-18 37644 43068 -5424 -5424 5000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-05-26 2022-07-18 4180 4776 -596 -596 50. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 2311614 2018-07-20 2022-07-18 11470 5955 5515 5515 5. U-HAUL HOLDING COMPANY 2013-02-14 2022-07-19 2462 735 1727 1727 150. DANA INCORPORATED 2021-03-31 2022-07-19 2270 3663 -1393 -1393 90. IRONWOOD PHARMACEUTICALS INC 2022-03-04 2022-07-19 1049 1011 38 38 730. IRONWOOD PHARMACEUTICALS INC 2022-07-19 8510 8205 305 305 30. IRONWOOD PHARMACEUTICALS INC 2022-03-04 2022-07-19 348 337 11 11 150. MASTERCRAFT BOAT HOLDINGS IN 2019-03-08 2022-07-19 3363 3397 -34 -34 50. MUELLER INDUSTRIES INC 2020-09-14 2022-07-19 3038 1453 1585 1585 100. QORVO INC 2013-03-15 2022-07-19 10187 1989 8198 8198 70000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-10-13 2022-07-19 58259 64438 -6179 -6179 20000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2022-07-19 16645 19093 -2448 -2448 30. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-15 2022-07-19 554 586 -32 -32 210. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-07-19 3825 4097 -272 -272 10. U-HAUL HOLDING COMPANY 2013-02-14 2022-07-20 4966 1471 3495 3495 220. IRONWOOD PHARMACEUTICALS INC 2022-07-20 2544 2304 240 240 34. M&T BK CORP 2009-09-29 2022-07-20 5621 2793 2828 2828 . VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2000-12-31 2022-07-20 884.18 VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2019-03-05 2022-07-20 884 884 100. BRP GROUP INC-A 2020-12-09 2022-07-21 2589 3126 -537 -537 60. PALOMAR HOLDINGS INC 2021-03-25 2022-07-21 3611 3824 -213 -213 50. REPAY HOLDINGS CORP 2022-07-21 713 883 -170 -170 50. REPAY HOLDINGS CORP 2022-07-21 713 882 -169 -169 270. REPAY HOLDINGS CORP 2022-07-21 3873 4734 -861 -861 40. SITIME CORP 2022-07-21 7375 8037 -662 -662 30. SITIME CORP 2022-07-21 5577 5959 -382 -382 80. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-07-21 1508 1545 -37 -37 100. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-07-21 1878 1920 -42 -42 50. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-07-21 939 951 -12 -12 150. BRP GROUP INC-A 2022-07-22 3806 4648 -842 -842 110. BRP GROUP INC-A 2020-12-09 2022-07-22 2776 3389 -613 -613 20. BLUEPRINT MEDICINES CORP 2019-05-13 2022-07-22 1100 1555 -455 -455 40. BLUEPRINT MEDICINES CORP 2022-07-22 2086 3105 -1019 -1019 40. PALOMAR HOLDINGS INC 2021-03-25 2022-07-22 2353 2550 -197 -197 50. POLARIS INC 2021-04-07 2022-07-22 5754 6886 -1132 -1132 90. REPAY HOLDINGS CORP 2022-07-22 1250 1569 -319 -319 60. REPAY HOLDINGS CORP 2022-02-07 2022-07-22 842 1045 -203 -203 50. REPAY HOLDINGS CORP 2022-07-22 699 864 -165 -165 70000. CITIGROUP INC SR UNSEC CALL 7/24/22 @ 10 2018-05-16 2022-07-24 70000 67342 2658 2658 170. BRP GROUP INC-A 2020-12-09 2022-07-25 4213 5237 -1024 -1024 60. BRP GROUP INC-A 2022-07-25 1467 1840 -373 -373 110. PALOMAR HOLDINGS INC 2021-12-22 2022-07-25 6416 6917 -501 -501 170. REPAY HOLDINGS CORP 2022-07-25 2216 2932 -716 -716 90. REPAY HOLDINGS CORP 2022-07-25 1177 1550 -373 -373 60000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-07-25 58638 63355 -4717 -4717 65000. VERIZON COMMUNICATIONS SER WI CALL 09/03/2029 2021-11-09 2022-07-25 64556 72945 -8389 -8389 13.325 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND 2020-05-26 2022-07-25 29126 17782 11344 11344 80. BLUEPRINT MEDICINES CORP 2022-07-26 4095 6133 -2038 -2038 20. BLUEPRINT MEDICINES CORP 2019-05-13 2022-07-26 1015 1533 -518 -518 110. BLUEPRINT MEDICINES CORP 2022-07-26 5616 8345 -2729 -2729 50. PALOMAR HOLDINGS INC 2022-07-26 2917 3134 -217 -217 40. REPAY HOLDINGS CORP 2022-02-23 2022-07-26 505 687 -182 -182 90. REPAY HOLDINGS CORP 2022-02-23 2022-07-26 1142 1547 -405 -405 50. SILICON MOTION TECHNOL ADR 2022-06-13 2022-07-26 4271 4465 -194 -194 50. SILICON MOTION TECHNOL ADR 2020-11-24 2022-07-26 4271 1983 2288 2288 10. SILICON MOTION TECHNOL ADR 2020-11-24 2022-07-26 855 397 458 458 60. SILICON MOTION TECHNOL ADR 2020-11-24 2022-07-26 5124 2380 2744 2744 120. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-07-26 2159 2275 -116 -116 10. BLUEPRINT MEDICINES CORP 2019-12-09 2022-07-27 516 720 -204 -204 30. BLUEPRINT MEDICINES CORP 2022-07-27 1548 2158 -610 -610 80. BLUEPRINT MEDICINES CORP 2022-07-27 4067 5668 -1601 -1601 1640. IRONWOOD PHARMACEUTICALS INC 2020-09-18 2022-07-27 20065 16322 3743 3743 60000. NEXTERA ENERGY CAPITAL COGT 2021-03-15 2022-07-27 59041 59994 -953 -953 160. OPTION CARE HEALTH INC 2022-06-13 2022-07-27 5137 4301 836 836 190. OPTION CARE HEALTH INC 2022-06-13 2022-07-27 6155 5107 1048 1048 50. OPTION CARE HEALTH INC 2022-06-13 2022-07-27 1653 1344 309 309 50. OPTION CARE HEALTH INC 2021-06-29 2022-07-27 1653 1100 553 553 160. OPTION CARE HEALTH INC 2022-07-27 5079 3515 1564 1564 110. REPAY HOLDINGS CORP 2022-07-27 1418 1888 -470 -470 10. SILICON MOTION TECHNOL ADR 2020-11-24 2022-07-27 856 397 459 459 320. SILICON MOTION TECHNOL ADR 2022-07-27 27385 12561 14824 14824 240. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-07-27 4391 4537 -146 -146 30. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-28 2022-07-27 547 565 -18 -18 5. U-HAUL HOLDING COMPANY 2013-02-14 2022-07-28 2601 735 1866 1866 200. COMMERCIAL METALS CO 2017-11-22 2022-07-28 7528 3821 3707 3707 150. DANA INCORPORATED 2022-07-28 2396 3535 -1139 -1139 150. M D C HLDGS INC COM 2022-02-24 2022-07-28 5416 6193 -777 -777 200. MILLERKNOLL INC 2022-07-28 5810 7496 -1686 -1686 50. REGAL REXNORD CORPORATION 2021-10-05 2022-07-28 6397 7244 -847 -847 210. SILICON MOTION TECHNOL ADR 2022-07-28 18187 7902 10285 10285 20. SILICON MOTION TECHNOL ADR 2020-09-16 2022-07-28 1739 750 989 989 15000. SPIRIT REALTY LP CALL 11/15/2026 COGT 2020-07-20 2022-07-28 14133 15046 -913 -913 240. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-07-28 4484 4517 -33 -33 130. COMMERCIAL METALS CO 2017-11-22 2022-07-29 5122 2483 2639 2639 1. UNIVERSAL HEALTH SERVICES INC. XXX-XX-XXXX CLASS ACTION 2001-01-01 2022-07-29 54 25 29 29 190. SILICON MOTION TECHNOL ADR 2022-07-29 16334 7100 9234 9234 30. SITIME CORP 2022-07-29 5512 5802 -290 -290 40. SITIME CORP 2022-02-04 2022-07-29 7386 7708 -322 -322 630. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-07-29 12271 11826 445 445 40. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-12 2022-07-29 781 746 35 35 1473.69 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2022-07-31 1474 1560 -86 -86 594.08 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-07-31 594 633 -39 -39 170.88 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-07-31 171 177 -6 -6 442.67 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2022-07-31 443 457 -14 -14 1020.53 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-07-31 1021 1065 -44 -44 2520.89 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2022-07-31 2521 2455 66 66 1381.04 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2022-07-31 1381 1388 -7 -7 1168.42 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2022-07-31 1168 1207 -39 -39 1215.62 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2022-07-31 1216 1190 26 26 288.66 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2022-07-31 289 305 -16 -16 1480.34 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-07-31 1480 1542 -62 -62 1698.27 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2022-07-31 1698 1761 -63 -63 1089.21 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-07-31 1089 1117 -28 -28 688.09 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2022-07-31 688 712 -24 -24 2259.78 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2022-07-31 2260 2393 -133 -133 349.59 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2022-07-31 350 361 -11 -11 1507.76 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-07-31 1508 1570 -62 -62 1181.09 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2022-07-31 1181 1225 -44 -44 535.92 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-07-31 536 552 -16 -16 202.63 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-07-31 203 210 -7 -7 230.59 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2022-07-31 231 236 -5 -5 560.72 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-07-31 561 593 -32 -32 402.81 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2022-07-31 403 428 -25 -25 126. FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2022-07-31 126 130 -4 -4 345. FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2022-07-31 345 347 -2 -2 1559.24 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-07-31 1559 1563 -4 -4 272.74 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2022-07-31 273 281 -8 -8 35.07 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2022-07-31 35 35 16.25 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2022-07-31 16 16 13.02 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2022-07-31 13 13 85.48 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2022-07-31 85 86 -1 -1 94.72 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2022-07-31 95 92 3 3 12.92 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2022-07-31 13 13 80.15 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2022-07-31 80 77 3 3 993.82 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2022-07-31 994 972 22 22 1793.34 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-07-31 1793 1830 -37 -37 934.31 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-07-31 934 967 -33 -33 1629.67 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2022-07-31 1630 1588 42 42 44.39 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-07-31 44 48 -4 -4 1456.95 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-07-31 1457 1484 -27 -27 919.43 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-07-31 919 967 -48 -48 730.4 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-07-31 730 756 -26 -26 637.6 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2022-07-31 638 670 -32 -32 1843.27 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2022-07-31 1843 1753 90 90 749.61 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2022-07-31 750 775 -25 -25 1771.08 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-07-31 1771 1871 -100 -100 1207.9 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-07-31 1208 1272 -64 -64 2205.16 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-07-31 2205 2254 -49 -49 968.64 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-07-31 969 972 -3 -3 2771.76 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-07-31 2772 2898 -126 -126 2226.66 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-07-31 2227 2201 26 26 1022.65 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-07-31 1023 1056 -33 -33 431.03 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-07-31 431 426 5 5 135.05 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2022-07-31 135 142 -7 -7 329.95 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2022-07-31 330 331 -1 -1 542.31 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2022-07-31 542 560 -18 -18 321.86 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2022-07-31 322 342 -20 -20 354.51 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2022-07-31 355 363 -8 -8 556.78 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2022-07-31 557 562 -5 -5 629.86 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2022-07-31 630 653 -23 -23 1967.21 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-07-31 1967 1975 -8 -8 571.32 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-07-31 571 575 -4 -4 1643.55 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-07-31 1644 1713 -69 -69 2764.57 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2022-07-31 2765 2803 -38 -38 1540.49 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2022-07-31 1540 1541 -1 -1 841.02 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2022-07-31 841 883 -42 -42 247.14 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2022-07-31 247 254 -7 -7 353.72 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-07-31 354 358 -4 -4 430.26 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-07-31 430 461 -31 -31 2519.23 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-07-31 2519 2633 -114 -114 167.18 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2022-07-31 167 179 -12 -12 40000. APPLE INC UNSC 2014-04-29 2022-08-01 39119 36063 3056 3056 20. COMMERCIAL METALS CO 2017-11-22 2022-08-01 795 382 413 413 1707.13 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2022-08-01 1707 1730 -23 -23 270. SILICON MOTION TECHNOL ADR 2022-08-01 23234 9898 13336 13336 5000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2021-06-29 2022-08-01 5052 5922 -870 -870 55000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2022-08-01 55576 67258 -11682 -11682 55000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-08-02 2022-08-01 54209 53687 522 522 30. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-12 2022-08-01 589 560 29 29 210. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-12 2022-08-01 4134 3917 217 217 65000. GOLDMAN SACHS GROUP INC CALL 02/24/2027 UNSC 2022-01-19 2022-08-02 60140 65000 -4860 -4860 60000. MORGAN STANLEY CALL 07/20/2032 UNSC 2022-07-18 2022-08-02 62036 60000 2036 2036 90000. NEXTERA ENERGY CAPITAL COGT 2022-06-21 2022-08-02 91364 89998 1366 1366 30. SEMTECH CORP 2021-09-14 2022-08-02 1681 2297 -616 -616 60. SEMTECH CORP 2021-09-01 2022-08-02 3401 4285 -884 -884 150. SEMTECH CORP 2022-08-02 8555 10621 -2066 -2066 100000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-05-27 2022-08-02 99961 100431 -470 -470 100000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-08-02 97672 96340 1332 1332 40. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-12 2022-08-02 775 746 29 29 20. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-29 2022-08-02 388 372 16 16 75000. BANK OF AMERICA CORP CALL 07/22/2032 UNSC 2022-07-19 2022-08-03 77349 75000 2349 2349 200000. BARCLAYS PLC SEDOL BQT49W9 ISIN US06738E 2021-02-25 2022-08-03 198246 212122 -13876 -13876 45000. INTEL CORP CALL 05/15/2049 UNSC 2019-11-18 2022-08-03 35193 44974 -9781 -9781 310. SEMTECH CORP 2022-08-03 17432 21765 -4333 -4333 110. SEMTECH CORP 2022-08-03 6174 7700 -1526 -1526 210. SEMTECH CORP 2022-08-03 11777 14657 -2880 -2880 250. SEMTECH CORP 2022-08-03 14046 17237 -3191 -3191 80. SILICON MOTION TECHNOL ADR 2020-09-15 2022-08-03 6651 2932 3719 3719 90. SILICON MOTION TECHNOL ADR 2020-09-15 2022-08-03 7413 3299 4114 4114 35000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2022-08-03 30316 42215 -11899 -11899 70000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2022-08-02 2022-08-03 69035 69330 -295 -295 100. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-29 2022-08-03 1991 1858 133 133 190. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-29 2022-08-03 3704 3530 174 174 1006.234 CALAMOS MARKET NEUTRAL INCOME FUND CL I 2022-08-04 13967 14468 -501 -501 53028.348 CALAMOS MARKET NEUTRAL INCOME FUND CL I 2021-06-08 2022-08-04 736033 754593 -18560 -18560 19402.4 DIAMOND HILL LONG-SHORT FUND CL I 2021-12-15 2022-08-04 526969 546372 -19403 -19403 8211.738 DIAMOND HILL LONG-SHORT FUND CL I 2019-12-13 2022-08-04 223031 222128 903 903 66548.358 PRINCIPAL GL MULT STRAT-INST 2021-06-08 2022-08-04 750000 791260 -41260 -41260 70. SEMTECH CORP 2022-08-04 3945 4762 -817 -817 80. SEMTECH CORP 2021-08-26 2022-08-04 4478 5434 -956 -956 310. SEMTECH CORP 2022-08-04 17377 20883 -3506 -3506 100. SEMTECH CORP 2021-08-25 2022-08-04 5617 6708 -1091 -1091 60000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2019-10-31 2022-08-04 59998 70835 -10837 -10837 150. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2022-08-04 2981 2787 194 194 60000. APPLE INC CALL 02/08/2052 UNSC 2022-08-01 2022-08-05 58515 59603 -1088 -1088 220. SEMTECH CORP 2022-08-05 12182 14677 -2495 -2495 50. SEMTECH CORP 2021-08-24 2022-08-05 2773 3308 -535 -535 40. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-29 2022-08-05 784 743 41 41 150. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-12 2022-08-05 2956 2783 173 173 70. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-12 2022-08-05 1372 1299 73 73 623. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD1 2022-08-08 56958 57107 -149 -149 390. BLUEPRINT MEDICINES CORP 2022-08-08 27227 25324 1903 1903 244. EQUINOR ASA SPONSORED ADR SEDOL BF4K3J0 2021-10-08 2022-08-08 8933 6377 2556 2556 2056. EQUINOR ASA SPONSORED ADR SEDOL BF4K3J0 2018-03-13 2022-08-08 75274 47650 27624 27624 20000. FISERV INC CALL 07/01/2028 UNSC 2021-01-13 2022-08-08 19848 22871 -3023 -3023 251. NETEASE INC SPON ADR 2017-10-24 2022-08-08 22398 14125 8273 8273 430. SEMTECH CORP 2022-08-08 23477 27657 -4180 -4180 562. TEMENOS AG ADR SEDOL B96QTM9 2022-08-08 46083 69812 -23729 -23729 799. TEMENOS AG ADR SEDOL B96QTM9 2022-08-08 65517 102084 -36567 -36567 6868. TENCENT HOLDINGS LTD UNSPON ADR 2022-08-08 261277 40381 220896 220896 50. TURTLE BEACH CORP 2020-03-18 2022-08-08 699 216 483 483 65000. USA TREASURY NTS 02.375% DUE 05/15/2029 2022-07-25 2022-08-08 63086 62971 115 115 35000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-07-29 2022-08-08 33745 33973 -228 -228 45000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-08-08 43386 43427 -41 -41 45000. CITIGROUP INC SUB 2019-12-12 2022-08-09 44708 46208 -1500 -1500 50. FATE THERAPEUTICS INC 2021-03-24 2022-08-09 1641 4299 -2658 -2658 70. FATE THERAPEUTICS INC 2022-08-09 2297 6101 -3804 -3804 210. FATE THERAPEUTICS INC 2022-08-09 6740 16091 -9351 -9351 2240. JD.COM INC-ADR ADR SEDOL BMM27D9 2022-08-09 128490 61691 66799 66799 40. SEMTECH CORP 2022-05-06 2022-08-09 2087 2434 -347 -347 250. TURTLE BEACH CORP 2020-03-18 2022-08-09 2374 1082 1292 1292 5000. WELLS FARGO & COMPANY SER MTN SUB 2021-10-01 2022-08-09 4975 5481 -506 -506 40000. WELLS FARGO & COMPANY SER MTN SUB 2022-08-09 39800 40850 -1050 -1050 30. FATE THERAPEUTICS INC 2021-04-12 2022-08-10 964 2259 -1295 -1295 50. FATE THERAPEUTICS INC 2021-04-12 2022-08-10 1625 3765 -2140 -2140 30. FATE THERAPEUTICS INC 2021-11-08 2022-08-10 962 1863 -901 -901 390. FATE THERAPEUTICS INC 2022-08-10 12507 29057 -16550 -16550 20. FATE THERAPEUTICS INC 2021-11-08 2022-08-10 647 1242 -595 -595 210. FIVE BELOW 2022-08-10 29071 26812 2259 2259 10. FIVE BELOW 2018-11-08 2022-08-10 1384 1248 136 136 230. FIVE BELOW 2018-11-08 2022-08-10 31745 28703 3042 3042 20. FIVE BELOW 2022-08-10 2727 2484 243 243 95. ORASURE TECHNOLOGIES INC 2018-08-02 2022-08-10 404 1314 -910 -910 320. REPAY HOLDINGS CORP 2022-08-10 3618 5474 -1856 -1856 130. REPAY HOLDINGS CORP 2022-02-18 2022-08-10 1340 2220 -880 -880 420. REPAY HOLDINGS CORP 2022-08-10 4257 7102 -2845 -2845 270. REPAY HOLDINGS CORP 2022-08-10 2721 4550 -1829 -1829 60. SEMTECH CORP 2022-05-06 2022-08-10 3165 3651 -486 -486 290. SEMTECH CORP 2022-08-10 15241 17062 -1821 -1821 220000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2022-08-10 216451 216980 -529 -529 25000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-08-10 2022-08-10 24309 26080 -1771 -1771 140000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-10 136128 145537 -9409 -9409 125000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-07-14 2022-08-10 120498 120234 264 264 50. FIVE BELOW 2022-06-13 2022-08-11 6933 6164 769 769 300. FIVE BELOW 2022-08-11 41597 36408 5189 5189 70. FIVE BELOW 2019-02-26 2022-08-11 9655 8458 1197 1197 105. ORASURE TECHNOLOGIES INC 2022-08-11 443 1424 -981 -981 1090. REPAY HOLDINGS CORP 2022-08-11 11601 18243 -6642 -6642 770. REPAY HOLDINGS CORP 2022-08-11 8189 12491 -4302 -4302 40. BLUEPRINT MEDICINES CORP 2020-02-11 2022-08-12 2886 2529 357 357 110. BLUEPRINT MEDICINES CORP 2022-08-12 7906 6916 990 990 30. BLUEPRINT MEDICINES CORP 2020-02-11 2022-08-12 2165 1885 280 280 130. BLUEPRINT MEDICINES CORP 2020-02-11 2022-08-12 9328 8169 1159 1159 400. AZENTA INC 2021-12-02 2022-08-12 25047 44469 -19422 -19422 50. AZENTA INC 2021-12-02 2022-08-12 3131 5559 -2428 -2428 220. FIVE BELOW 2022-08-12 30532 17718 12814 12814 130. FIVE BELOW 2020-03-18 2022-08-12 18061 7704 10357 10357 390. REPAY HOLDINGS CORP 2022-01-24 2022-08-12 4335 5981 -1646 -1646 400. REPAY HOLDINGS CORP 2022-08-12 4411 6124 -1713 -1713 320. REPAY HOLDINGS CORP 2022-08-12 3553 4757 -1204 -1204 85000. AT&T INC CALL 03/25/2023 UNSC 2021-03-19 2022-08-15 79149 84858 -5709 -5709 2608.09 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2022-08-15 2608 2608 938.48 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2022-08-15 938 938 70. FIVE BELOW 2020-03-18 2022-08-15 9706 4148 5558 5558 85000. GOLDMAN SACHS GROUP INC CALL 10/21/2026 UNSC 2022-08-15 77299 76449 850 850 25000. LAMAR MEDIA CORP SER WI CALL 02/15/2023 2022-08-15 23450 25003 -1553 -1553 160. REPAY HOLDINGS CORP 2022-03-11 2022-08-15 1716 2274 -558 -558 150. REPAY HOLDINGS CORP 2022-03-11 2022-08-15 1613 2132 -519 -519 55000. TRUIST FINANCIAL CORP SER MTN CALL 07/28/2025 2022-08-15 55291 55082 209 209 500. BRP GROUP INC-A 2022-08-16 16189 14255 1934 1934 200. BRP GROUP INC-A 2022-08-16 6523 5195 1328 1328 3272.12 GM FINANCIAL SECURITIZED TERM SERIES 201 2019-04-09 2022-08-16 3272 93 3179 3179 150. MASTERCRAFT BOAT HOLDINGS IN 2022-08-16 3998 3273 725 725 150. REPAY HOLDINGS CORP 2022-03-11 2022-08-16 1614 2132 -518 -518 220. REPAY HOLDINGS CORP 2022-08-16 2365 3122 -757 -757 110. REPAY HOLDINGS CORP 2022-03-11 2022-08-17 1074 1557 -483 -483 860. REPAY HOLDINGS CORP 2022-03-11 2022-08-17 8430 12173 -3743 -3743 290. REPAY HOLDINGS CORP 2022-08-17 2819 3860 -1041 -1041 20000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-08 2022-08-17 19794 19929 -135 -135 110000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2022-08-17 92800 98743 -5943 -5943 657. BAIDU, INC. ADR 2022-08-18 84647 106320 -21673 -21673 2203. NASPERS LTD ADR 2022-08-18 65846 115361 -49515 -49515 2625. PROSUS NV -SPON ADR SEDOL BKT6LC7 2019-09-18 2022-08-18 33520 41961 -8441 -8441 60. REPAY HOLDINGS CORP 2022-06-13 2022-08-18 585 686 -101 -101 970. REPAY HOLDINGS CORP 2022-08-18 9471 10372 -901 -901 40. REPAY HOLDINGS CORP 2022-05-12 2022-08-18 386 399 -13 -13 125000. ROYAL BANK OF CANADA SEDOL 2J43HN8 ISIN US78016EZ598 2022-04-07 2022-08-18 123839 124954 -1115 -1115 290. PALOMAR HOLDINGS INC 2022-08-19 22493 17175 5318 5318 60000. PHILLIPS 66 CALL 09/15/2051 COGT 2021-11-10 2022-08-19 45644 59558 -13914 -13914 35000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2022-08-19 34526 34530 -4 -4 60000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-19 58113 62316 -4203 -4203 25000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-08-15 2022-08-19 24158 24360 -202 -202 5. U-HAUL HOLDING COMPANY 2013-02-11 2022-08-23 2830 706 2124 2124 135000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2022-08-23 134098 136981 -2883 -2883 50. WILLIAMS SONOMA INC 2022-02-16 2022-08-23 8219 7506 713 713 105000. AMERICAN CAMPUS CMNTYS CALL 04/01/2024 @ 2018-04-17 2022-08-24 106149 105000 1149 1149 45000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2022-08-24 44095 44395 -300 -300 35000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2022-07-29 2022-08-24 29050 30078 -1028 -1028 200. URBAN OUTFITTERS INC 2022-08-24 4406 5901 -1495 -1495 50. WESTERN ALLIANCE BANCORP 2022-08-24 4037 2441 1596 1596 505. ABERCROMBIE & FITCH CO CL A 2022-08-25 8940 6275 2665 2665 45. ABERCROMBIE & FITCH CO CL A 2017-08-24 2022-08-25 819 492 327 327 10. FIRST CITIZENS BANCSHARES INC 2022-01-03 2022-08-25 8308 9521 -1213 -1213 150. URBAN OUTFITTERS INC 2022-08-25 3440 3491 -51 -51 50. WESTERN ALLIANCE BANCORP 2019-07-25 2022-08-25 4108 2427 1681 1681 60. IRONWOOD PHARMACEUTICALS INC 2020-09-18 2022-08-26 676 597 79 79 240. IRONWOOD PHARMACEUTICALS INC 2020-09-18 2022-08-26 2699 2389 310 310 360. IRONWOOD PHARMACEUTICALS INC 2022-08-26 4039 3573 466 466 370. IRONWOOD PHARMACEUTICALS INC 2020-09-17 2022-08-26 4138 3660 478 478 50. COMFORT SYS USA INC 2012-12-18 2022-08-29 5148 589 4559 4559 150. COMMERCIAL METALS CO 2017-11-22 2022-08-29 6422 2865 3557 3557 490. IRONWOOD PHARMACEUTICALS INC 2022-08-29 5413 4823 590 590 80. IRONWOOD PHARMACEUTICALS INC 2019-05-15 2022-08-29 875 787 88 88 30. IRONWOOD PHARMACEUTICALS INC 2019-05-15 2022-08-29 332 295 37 37 50. MUELLER INDUSTRIES INC 2019-09-27 2022-08-29 3267 1440 1827 1827 205000. USA TREASURY NOTES TREASURY INFLATION PROTECT SECS 2022-08-10 2022-08-29 254404 254581 -177 -177 195000. USA TREASURY NOTES TREASURY INFLATION PROTECT SECS 2022-08-10 2022-08-29 242061 242159 -98 -98 120. PARKER HANNIFIN CORP 2021-03-03 2022-08-30 32424 35874 -3450 -3450 75000. SHERWIN-WILLIAMS CO UNSC 2022-08-30 75002 75051 -49 -49 35000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-06-29 2022-08-30 34727 35501 -774 -774 70000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-06-29 2022-08-30 69453 71001 -1548 -1548 669.88 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2022-08-31 670 709 -39 -39 403.84 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-08-31 404 430 -26 -26 186.83 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-08-31 187 194 -7 -7 398.64 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2022-08-31 399 411 -12 -12 1102.21 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-08-31 1102 1150 -48 -48 3105.29 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2022-08-31 3105 3024 81 81 1344.81 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2022-08-31 1345 1352 -7 -7 1489.93 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2022-08-31 1490 1538 -48 -48 1655.48 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2022-08-31 1655 1621 34 34 780.91 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2022-08-31 781 824 -43 -43 1694.88 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-08-31 1695 1765 -70 -70 806. FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2022-08-31 806 836 -30 -30 830.91 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-08-31 831 852 -21 -21 428.67 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2022-08-31 429 444 -15 -15 575.95 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2022-08-31 576 610 -34 -34 420.64 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2022-08-31 421 434 -13 -13 98.54 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-08-31 99 103 -4 -4 225.97 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2022-08-31 226 234 -8 -8 660.66 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-08-31 661 680 -19 -19 1499.71 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-08-31 1500 1556 -56 -56 198.42 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2022-08-31 198 203 -5 -5 85.95 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-08-31 86 91 -5 -5 462.29 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2022-08-31 462 491 -29 -29 523.07 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2022-08-31 523 538 -15 -15 393.38 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2022-08-31 393 395 -2 -2 1235.07 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-08-31 1235 1238 -3 -3 712.18 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2022-08-31 712 735 -23 -23 27.57 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2022-08-31 28 28 41.05 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2022-08-31 41 42 -1 -1 12.71 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2022-08-31 13 13 85.99 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2022-08-31 86 86 44.49 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2022-08-31 44 43 1 1 12.99 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2022-08-31 13 13 533.1 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2022-08-31 533 512 21 21 834.02 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2022-08-31 834 815 19 19 2595.61 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-08-31 2596 2649 -53 -53 935.36 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-08-31 935 968 -33 -33 2375.93 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2022-08-31 2376 2315 61 61 45.88 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-08-31 46 50 -4 -4 1279.41 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-08-31 1279 1303 -24 -24 1338.43 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-08-31 1338 1407 -69 -69 970.42 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-08-31 970 1004 -34 -34 304.26 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2022-08-31 304 320 -16 -16 929.98 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2022-08-31 930 824 106 106 1507.95 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2022-08-31 1508 1434 74 74 75.61 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2022-08-31 76 78 -2 -2 1576.59 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-08-31 1577 1665 -88 -88 628.45 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-08-31 628 662 -34 -34 1973.04 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-08-31 1973 2016 -43 -43 634.99 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-08-31 635 637 -2 -2 2826.45 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-08-31 2826 2955 -129 -129 1608.75 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-08-31 1609 1590 19 19 871.86 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-08-31 872 900 -28 -28 572.93 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-08-31 573 566 7 7 133.44 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2022-08-31 133 140 -7 -7 319.56 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2022-08-31 320 320 1468.1 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2022-08-31 1468 1517 -49 -49 87.2 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2022-08-31 87 93 -6 -6 796.87 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2022-08-31 797 815 -18 -18 481.07 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2022-08-31 481 485 -4 -4 610.5 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2022-08-31 611 633 -22 -22 2151.7 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-08-31 2152 2160 -8 -8 2072.88 FEDERAL NATL MTG ASSN POOL MA3664 2022-08-19 2022-08-31 2073 2069 4 4 621.28 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-08-31 621 625 -4 -4 1455.87 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-08-31 1456 1517 -61 -61 1481.7 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2022-08-31 1482 1502 -20 -20 1636.78 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2022-08-31 1637 1638 -1 -1 140.37 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2022-08-31 140 147 -7 -7 271.7 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2022-08-31 272 279 -7 -7 283.63 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-08-31 284 287 -3 -3 604.5 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-08-31 605 647 -42 -42 2115.76 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-08-31 2116 2211 -95 -95 392.4 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2022-08-31 392 420 -28 -28 150. HARMONIC INC 2019-07-10 2022-08-31 1684 1119 565 565 100. MUELLER INDUSTRIES INC 2019-09-27 2022-08-31 6372 2880 3492 3492 126. PARKER HANNIFIN CORP 2022-08-31 33516 37514 -3998 -3998 50. SITIME CORP 2022-08-31 5332 9631 -4299 -4299 180. SITIME CORP 2022-08-31 19143 33351 -14208 -14208 10. SITIME CORP 2022-06-13 2022-08-31 1078 1802 -724 -724 2012.28 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2022-09-01 2012 2039 -27 -27 150. MUELLER INDUSTRIES INC 2022-09-01 9328 4260 5068 5068 14. PARKER HANNIFIN CORP 2021-06-24 2022-09-01 3688 4134 -446 -446 50. SCIENCE APPLICATIONS INTE-WI 2022-09-01 4623 4663 -40 -40 30. SITIME CORP 2022-05-11 2022-09-01 2996 5212 -2216 -2216 30. SITIME CORP 2022-05-11 2022-09-01 2996 5099 -2103 -2103 40. SITIME CORP 2022-05-11 2022-09-01 3891 6798 -2907 -2907 80. SITIME CORP 2022-09-01 8033 13554 -5521 -5521 60. IRONWOOD PHARMACEUTICALS INC 2019-05-15 2022-09-02 660 590 70 70 1364. OPEN TEXT CORP SEDOL 2655657 2020-05-26 2022-09-02 40867 55268 -14401 -14401 70. SITIME CORP 2022-09-02 7108 11378 -4270 -4270 490. IRONWOOD PHARMACEUTICALS INC 2019-05-15 2022-09-07 5245 4821 424 424 50. IRONWOOD PHARMACEUTICALS INC 2019-05-15 2022-09-07 534 492 42 42 20. ATKORE INC 2022-08-05 2022-09-08 1694 1796 -102 -102 10. ATKORE INC 2021-02-25 2022-09-08 847 700 147 147 80. ATKORE INC 2021-02-25 2022-09-08 6779 5599 1180 1180 140. IRONWOOD PHARMACEUTICALS INC 2019-05-15 2022-09-08 1492 1377 115 115 1130. IRONWOOD PHARMACEUTICALS INC 2022-09-08 12186 11092 1094 1094 60. IRONWOOD PHARMACEUTICALS INC 2020-09-21 2022-09-08 648 585 63 63 90. ATKORE INC 2021-02-25 2022-09-09 7886 6299 1587 1587 70. ATKORE INC 2021-02-25 2022-09-12 6191 4899 1292 1292 100. COMFORT SYS USA INC 2022-09-13 10225 1177 9048 9048 19000. VALERO ENERGY CORP CALL 03/01/2028 UNSC 2019-03-21 2022-09-13 18864 19350 -486 -486 10. ATKORE INC 2021-02-25 2022-09-14 806 700 106 106 20. ATKORE INC 2021-02-25 2022-09-14 1617 1400 217 217 601. AVANTOR INC 2022-05-13 2022-09-14 14226 18498 -4272 -4272 2100. AVANTOR INC 2022-09-14 49709 63603 -13894 -13894 961.47 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2022-09-15 961 961 1. PETROBRAS 71654V408 2001-01-01 2022-09-15 142 142 142 50. SPECTRUM BRANDS HLDGS INC 2018-04-26 2022-09-15 2555 3094 -539 -539 100000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2022-09-15 92574 95065 -2491 -2491 55000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-08-18 2022-09-15 52336 53036 -700 -700 125000. 7-ELEVEN INC SER 144A CALL 02/10/2022 2021-01-28 2022-09-20 118528 125000 -6472 -6472 35000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-11-15 2022-09-22 33074 36237 -3163 -3163 110000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-09-22 103946 114436 -10490 -10490 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-11-15 2022-09-22 18895 20707 -1812 -1812 50000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-09-22 47236 51667 -4431 -4431 70. FIRST CITIZENS BANCSHARES INC 2022-09-23 55830 59712 -3882 -3882 5. FIRST CITIZENS BANCSHARES INC 2021-08-06 2022-09-23 3988 4405 -417 -417 80000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2022-09-23 75541 78925 -3384 -3384 55000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2022-07-29 2022-09-23 43661 47266 -3605 -3605 65000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2022-09-23 51599 59043 -7444 -7444 55000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-09-23 44883 53580 -8697 -8697 50. WESTERN ALLIANCE BANCORP 2019-07-25 2022-09-23 3432 2427 1005 1005 60. ATKORE INC 2021-02-25 2022-09-26 4281 4199 82 82 40. HEXCEL CORP 2022-08-05 2022-09-26 2106 2462 -356 -356 30. HEXCEL CORP 2020-11-24 2022-09-26 1580 1601 -21 -21 60. HEXCEL CORP 2022-09-26 3163 3178 -15 -15 75000. WELLS FARGO & COMPANY SER MTN CALL 06/02/2023 @ 100 2022-09-26 73265 75013 -1748 -1748 50. WESTERN ALLIANCE BANCORP 2019-09-18 2022-09-26 3442 2324 1118 1118 170. ATKORE INC 2022-09-27 12216 11794 422 422 30. ATKORE INC 2021-03-05 2022-09-27 2170 2065 105 105 80. ATKORE INC 2021-03-05 2022-09-27 5691 5506 185 185 130. HEXCEL CORP 2020-12-02 2022-09-27 6877 6881 -4 -4 30. HEXCEL CORP 2022-09-27 1592 1584 8 8 100. HEXCEL CORP 2022-09-27 5342 5253 89 89 10. SPHERE ENTERTAINMENT CO 2022-02-17 2022-09-27 486 801 -315 -315 40. SPHERE ENTERTAINMENT CO 2022-02-17 2022-09-27 1893 3202 -1309 -1309 40. SPHERE ENTERTAINMENT CO 2022-02-17 2022-09-27 1892 3202 -1310 -1310 50. SPHERE ENTERTAINMENT CO 2022-02-17 2022-09-27 2426 4003 -1577 -1577 45000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-06-29 2022-09-27 44339 45593 -1254 -1254 45000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-06-29 2022-09-27 44341 45593 -1252 -1252 25000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2022-01-27 2022-09-27 24634 25328 -694 -694 45000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2022-09-27 44341 45551 -1210 -1210 50. ATKORE INC 2021-03-05 2022-09-28 3666 3441 225 225 70. DICK'S SPORTING GOODS, INC. 2021-12-15 2022-09-28 7825 7312 513 513 89. DICK'S SPORTING GOODS, INC. 2021-12-15 2022-09-28 9940 9297 643 643 140. HEXCEL CORP 2022-09-28 7415 7353 62 62 94. HOME DEPOT INC 2021-12-15 2022-09-28 25850 37769 -11919 -11919 81. HOME DEPOT INC 2021-06-24 2022-09-28 22275 25397 -3122 -3122 290. SPHERE ENTERTAINMENT CO 2022-09-28 13744 23198 -9454 -9454 10. SPHERE ENTERTAINMENT CO 2022-02-17 2022-09-28 478 799 -321 -321 100. SPHERE ENTERTAINMENT CO 2022-09-28 4755 7985 -3230 -3230 25000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2022-09-28 23622 24664 -1042 -1042 40000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2022-08-09 2022-09-28 36694 37901 -1207 -1207 484. WILLIAMS SONOMA INC 2021-02-10 2022-09-28 60331 61397 -1066 -1066 110. SPHERE ENTERTAINMENT CO 2022-09-29 5046 8758 -3712 -3712 40. SPHERE ENTERTAINMENT CO 2022-02-22 2022-09-29 1805 3175 -1370 -1370 10. SPHERE ENTERTAINMENT CO 2022-02-22 2022-09-29 453 794 -341 -341 60. NEWMARK GROUP INC-CLASS A 2018-01-11 2022-09-29 476 958 -482 -482 140. NEWMARK GROUP INC-CLASS A 2018-01-11 2022-09-29 1105 2236 -1131 -1131 164.88 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2022-09-30 165 175 -10 -10 401.29 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-09-30 401 427 -26 -26 183.54 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-09-30 184 190 -6 -6 295.41 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2022-09-30 295 305 -10 -10 863.96 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-09-30 864 901 -37 -37 2726.22 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2022-09-30 2726 2655 71 71 948.84 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2022-09-30 949 954 -5 -5 1109.53 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2022-09-30 1110 1146 -36 -36 1561.76 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2022-09-30 1562 1529 33 33 479.28 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2022-09-30 479 506 -27 -27 711.38 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-09-30 711 741 -30 -30 652.09 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2022-09-30 652 676 -24 -24 1550.46 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-09-30 1550 1590 -40 -40 441.81 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2022-09-30 442 457 -15 -15 220.37 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2022-09-30 220 233 -13 -13 330.71 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2022-09-30 331 341 -10 -10 1366.32 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-09-30 1366 1422 -56 -56 1533.6 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2022-09-30 1534 1590 -56 -56 658.68 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-09-30 659 678 -19 -19 1034.85 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-09-30 1035 1074 -39 -39 171.09 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2022-09-30 171 175 -4 -4 415.39 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-09-30 415 439 -24 -24 324.61 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2022-09-30 325 345 -20 -20 314.44 FEDERAL NATL 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1219 1261 -42 -42 1339.28 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2022-09-30 1339 1305 34 34 44.79 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-09-30 45 49 -4 -4 1155.43 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-09-30 1155 1176 -21 -21 1284.07 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-09-30 1284 1350 -66 -66 594.68 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-09-30 595 615 -20 -20 2162.88 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2022-09-30 2163 2274 -111 -111 237.26 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2022-09-30 237 210 27 27 2662.67 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2022-09-30 2663 2532 131 131 79.04 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2022-09-30 79 82 -3 -3 1835.59 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-09-30 1836 1938 -102 -102 1030.75 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-09-30 1031 1085 -54 -54 2408.13 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-09-30 2408 2461 -53 -53 639.59 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-09-30 640 642 -2 -2 1927.82 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-09-30 1928 2015 -87 -87 1139.37 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-09-30 1139 1126 13 13 2296.17 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2022-09-30 2296 1953 343 343 288.74 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-09-30 289 298 -9 -9 427.79 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-09-30 428 422 6 6 133.78 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2022-09-30 134 140 -6 -6 321.66 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2022-09-30 322 322 1529.37 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2022-09-30 1529 1580 -51 -51 93.83 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2022-09-30 94 100 -6 -6 177.87 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2022-09-30 178 182 -4 -4 542.11 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2022-09-30 542 547 -5 -5 340.77 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2022-09-30 341 353 -12 -12 1981.02 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-09-30 1981 1989 -8 -8 1176.03 FEDERAL NATL MTG ASSN POOL MA3664 2022-08-19 2022-09-30 1176 1174 2 2 619.19 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-09-30 619 623 -4 -4 1444.86 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-09-30 1445 1505 -60 -60 1021.44 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2022-09-30 1021 1036 -15 -15 1337.97 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2022-09-30 1338 1339 -1 -1 702.05 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2022-09-30 702 701 1 1 559.81 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2022-09-30 560 587 -27 -27 407.96 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2022-09-30 408 419 -11 -11 293.54 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-09-30 294 297 -3 -3 236.6 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-09-30 237 253 -16 -16 2005.5 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-09-30 2006 2096 -90 -90 172.3 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2022-09-30 172 184 -12 -12 70. IRONWOOD PHARMACEUTICALS INC 2020-09-21 2022-09-30 726 683 43 43 620. IRONWOOD PHARMACEUTICALS INC 2022-09-30 6508 5963 545 545 240. IRONWOOD PHARMACEUTICALS INC 2020-03-18 2022-09-30 2491 2254 237 237 10. SPHERE ENTERTAINMENT CO 2022-02-22 2022-09-30 444 794 -350 -350 70. SPHERE ENTERTAINMENT CO 2022-09-30 3188 5517 -2329 -2329 1219.48 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2022-10-01 1219 1235 -16 -16 150. CROSS COUNTRY HEALTHCARE INC 2022-05-03 2022-10-03 4761 2615 2146 2146 700. GLATFELTER CORP 2022-10-03 2189 9868 -7679 -7679 270. IRONWOOD PHARMACEUTICALS INC 2020-03-18 2022-10-03 2802 2536 266 266 380. IRONWOOD PHARMACEUTICALS INC 2020-03-18 2022-10-03 3961 3569 392 392 70. SPHERE ENTERTAINMENT CO 2022-02-18 2022-10-03 3213 5510 -2297 -2297 460. SPHERE ENTERTAINMENT CO 2022-10-03 20827 35594 -14767 -14767 100. SPHERE ENTERTAINMENT CO 2022-10-03 4575 7451 -2876 -2876 30. SPHERE ENTERTAINMENT CO 2022-02-23 2022-10-03 1370 2229 -859 -859 270. NEWMARK GROUP INC-CLASS A 2022-10-03 2250 4292 -2042 -2042 130. NEWMARK GROUP INC-CLASS A 2022-10-03 1082 2049 -967 -967 150. TRINSEO PLC SEDOL BP48297 2022-10-03 2874 10000 -7126 -7126 900. PLAYA HOTELS & RESORTS NV SEDOL 2022-10-03 5215 6703 -1488 -1488 120. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-19 2022-10-03 695 843 -148 -148 580. PLAYA HOTELS & RESORTS NV SEDOL 2022-10-03 3355 4062 -707 -707 200. CROSS COUNTRY HEALTHCARE INC 2020-01-14 2022-10-04 6841 1946 4895 4895 1290. GLATFELTER CORP 2022-10-04 4292 17077 -12785 -12785 120. IRONWOOD PHARMACEUTICALS INC 2020-03-18 2022-10-04 1258 1127 131 131 620. IRONWOOD PHARMACEUTICALS INC 2020-03-18 2022-10-04 6500 5823 677 677 310. IRONWOOD PHARMACEUTICALS INC 2020-03-18 2022-10-04 3257 2911 346 346 310. IRONWOOD PHARMACEUTICALS INC 2020-03-18 2022-10-04 3264 2911 353 353 30. SPHERE ENTERTAINMENT CO 2022-02-23 2022-10-04 1416 2229 -813 -813 50. SPHERE ENTERTAINMENT CO 2022-06-13 2022-10-04 2357 2974 -617 -617 60. SPHERE ENTERTAINMENT CO 2022-10-04 2818 3567 -749 -749 150. OLD REPUBLIC INTERNATIONAL CORP 2021-09-30 2022-10-04 3329 3534 -205 -205 150. PGT INNOVATIONS INC 2022-10-04 3420 2316 1104 1104 50. TRINSEO PLC SEDOL BP48297 2022-01-12 2022-10-04 988 2902 -1914 -1914 100. TRINSEO PLC SEDOL BP48297 2021-09-29 2022-10-04 1976 5563 -3587 -3587 30. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-17 2022-10-04 179 210 -31 -31 2750. PLAYA HOTELS & RESORTS NV SEDOL 2022-10-04 16305 19243 -2938 -2938 310. GLATFELTER CORP 2022-10-05 983 3425 -2442 -2442 160. IRONWOOD PHARMACEUTICALS INC 2020-03-18 2022-10-05 1663 1503 160 160 280. IRONWOOD PHARMACEUTICALS INC 2020-03-18 2022-10-05 2911 2630 281 281 1360. IRONWOOD PHARMACEUTICALS INC 2022-10-05 14151 12655 1496 1496 70. IRONWOOD PHARMACEUTICALS INC 2019-08-14 2022-10-05 728 643 85 85 50. REGAL REXNORD CORPORATION 2021-10-05 2022-10-05 7584 7244 340 340 370. WNS HOLDINGS LTD ADR 2022-10-05 30917 26879 4038 4038 40. WNS HOLDINGS LTD ADR 2021-02-01 2022-10-05 3342 2802 540 540 130. WNS HOLDINGS LTD ADR 2022-10-05 10907 8850 2057 2057 10. WNS HOLDINGS LTD ADR 2020-04-30 2022-10-05 839 484 355 355 50. WNS HOLDINGS LTD ADR 2020-04-30 2022-10-05 4232 2419 1813 1813 30. PLAYA HOTELS & RESORTS NV SEDOL 2021-03-04 2022-10-05 176 209 -33 -33 2240. PLAYA HOTELS & RESORTS NV SEDOL 2022-10-05 12985 15520 -2535 -2535 114. INTUIT SOFTWARE 2021-10-18 2022-10-06 47179 63667 -16488 -16488 6. INTUIT SOFTWARE 2021-07-16 2022-10-06 2483 3020 -537 -537 208. MICROSOFT CORP 2021-07-16 2022-10-06 51641 58483 -6842 -6842 150. PGT INNOVATIONS INC 2019-11-15 2022-10-06 3470 2188 1282 1282 119. SERVICE NOW INC 2021-07-16 2022-10-06 50075 66708 -16633 -16633 40. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-16 2022-10-06 229 276 -47 -47 840. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-16 2022-10-06 4723 5804 -1081 -1081 250. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-16 2022-10-06 1406 1728 -322 -322 25. DECKERS OUTDOOR CORP 2022-10-07 8326 7108 1218 1218 200. GLATFELTER CORP 2000-09-08 2022-10-07 537 2200 -1663 -1663 150. TRINSEO PLC SEDOL BP48297 2022-10-07 2769 8156 -5387 -5387 800. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-16 2022-10-07 4418 5528 -1110 -1110 250. COMMERCIAL METALS CO 2022-10-10 9921 4774 5147 5147 100. TRINSEO PLC SEDOL BP48297 2022-10-10 1876 5293 -3417 -3417 15. TRINSEO PLC SEDOL BP48297 2021-08-05 2022-10-10 281 767 -486 -486 330. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-16 2022-10-10 1814 2280 -466 -466 140. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-16 2022-10-10 772 967 -195 -195 620. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-16 2022-10-10 3356 4284 -928 -928 900. GLATFELTER CORP 2022-10-11 2419 9881 -7462 -7462 200. TIMKENSTEEL CORP 2021-05-14 2022-10-11 3322 2866 456 456 150. WNS HOLDINGS LTD ADR 2020-04-30 2022-10-11 12363 7256 5107 5107 50. TRINSEO PLC SEDOL BP48297 2022-03-30 2022-10-11 928 2506 -1578 -1578 385. TRINSEO PLC SEDOL BP48297 2022-10-11 7148 14676 -7528 -7528 550. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-16 2022-10-11 2990 3801 -811 -811 240. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-16 2022-10-11 1309 1658 -349 -349 80. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-16 2022-10-11 440 553 -113 -113 70. PLAYA HOTELS & RESORTS NV SEDOL 2022-07-01 2022-10-11 382 482 -100 -100 210. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-16 2022-10-11 1145 1451 -306 -306 20. MAXLINEAR INC COMMON STOCK 2022-05-03 2022-10-12 624 1012 -388 -388 30. MAXLINEAR INC COMMON STOCK 2022-05-03 2022-10-12 936 1517 -581 -581 90. MAXLINEAR INC COMMON STOCK 2022-05-03 2022-10-12 2834 4552 -1718 -1718 50. MUELLER INDUSTRIES INC 2020-07-28 2022-10-12 3086 1410 1676 1676 150. STRIDE INC 2022-10-12 6744 3148 3596 3596 45000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2022-10-12 42145 44395 -2250 -2250 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-06-07 2022-10-12 14108 15490 -1382 -1382 60000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-10-12 56433 61692 -5259 -5259 80000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-15 2022-10-12 75259 77894 -2635 -2635 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-03-17 2022-10-12 9407 10193 -786 -786 70000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-10-12 65852 71411 -5559 -5559 140. WNS HOLDINGS LTD ADR 2022-10-12 11409 6725 4684 4684 500. PLAYA HOTELS & RESORTS NV SEDOL 2022-10-12 2755 3445 -690 -690 460. PLAYA HOTELS & RESORTS NV SEDOL 2022-10-12 2532 3165 -633 -633 20. U-HAUL HOLDING COMPANY 2013-02-11 2022-10-13 10499 2825 7674 7674 500. GLATFELTER CORP 2022-10-13 1117 5400 -4283 -4283 200. NEWMARK GROUP INC-CLASS A 2018-01-11 2022-10-13 1719 3147 -1428 -1428 400. SUMMIT HOTEL PROPERTIES INC REITS 2022-10-13 2829 3876 -1047 -1047 100. SUMMIT HOTEL PROPERTIES INC REITS 2021-04-16 2022-10-13 707 998 -291 -291 200. TRINSEO PLC SEDOL BP48297 2022-10-13 3722 5977 -2255 -2255 840. PLAYA HOTELS & RESORTS NV SEDOL 2022-10-13 4649 5769 -1120 -1120 690. PLAYA HOTELS & RESORTS NV SEDOL 2022-10-13 3819 4734 -915 -915 90. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-18 2022-10-13 485 616 -131 -131 90. PLAYA HOTELS & RESORTS NV SEDOL 2022-10-13 494 614 -120 -120 50. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-18 2022-10-13 275 342 -67 -67 65000. WEC ENERGY GROUP INC CALL 08/27/2025 UNSC 2022-09-22 2022-10-14 64539 64953 -414 -414 170. PLAYA HOTELS & RESORTS NV SEDOL 2022-06-30 2022-10-14 972 1157 -185 -185 260. PLAYA HOTELS & RESORTS NV SEDOL 2022-10-14 1487 1737 -250 -250 300. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-12 2022-10-14 1720 1973 -253 -253 50. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-12 2022-10-17 287 329 -42 -42 260. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-12 2022-10-17 1495 1710 -215 -215 240. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-12 2022-10-17 1374 1578 -204 -204 190. ENCORE WIRE CORP 2022-10-18 24168 26034 -1866 -1866 150. OLD REPUBLIC INTERNATIONAL CORP 2022-10-18 3483 2786 697 697 80. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-12 2022-10-18 468 526 -58 -58 450. PLAYA HOTELS & RESORTS NV SEDOL 2022-10-18 2599 2946 -347 -347 360. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-12 2022-10-18 2095 2342 -247 -247 150. COMMERCIAL METALS CO 2017-11-28 2022-10-19 6439 2864 3575 3575 50000. JPMORGAN CHASE & CO SR UNSEC 2018-11-28 2022-10-19 49049 50000 -951 -951 310. OPTION CARE HEALTH INC 2021-06-28 2022-10-19 10389 6803 3586 3586 40. OPTION CARE HEALTH INC 2021-06-28 2022-10-19 1341 878 463 463 200. SUMMIT HOTEL PROPERTIES INC REITS 2022-02-24 2022-10-19 1583 1934 -351 -351 95000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-10-19 87971 93059 -5088 -5088 40000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-15 2022-10-19 37359 38942 -1583 -1583 420. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-12 2022-10-19 2382 2732 -350 -350 90. OPTION CARE HEALTH INC 2021-06-28 2022-10-20 2951 1975 976 976 430. OPTION CARE HEALTH INC 2021-06-28 2022-10-20 14341 9436 4905 4905 140. OPTION CARE HEALTH INC 2021-06-28 2022-10-20 4621 3072 1549 1549 55000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-30 2022-10-20 50699 53855 -3156 -3156 80000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2022-09-20 2022-10-20 76791 77619 -828 -828 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-10-20 27945 29176 -1231 -1231 70000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-08-18 2022-10-20 65795 67501 -1706 -1706 280. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-12 2022-10-20 1606 1821 -215 -215 550. PLAYA HOTELS & RESORTS NV SEDOL 2022-10-20 3118 3574 -456 -456 100. ATKORE INC 2022-10-21 9040 6866 2174 2174 90. ATKORE INC 2022-10-21 8140 6128 2012 2012 40. ENCORE WIRE CORP 2022-01-06 2022-10-21 5169 5434 -265 -265 40. ENCORE WIRE CORP 2022-10-21 5169 5374 -205 -205 90. ENCORE WIRE CORP 2021-10-29 2022-10-21 11597 12091 -494 -494 20. ENCORE WIRE CORP 2021-10-29 2022-10-21 2577 2687 -110 -110 110. MAXLINEAR INC COMMON STOCK 2022-05-03 2022-10-21 3455 5564 -2109 -2109 640. MAXLINEAR INC COMMON STOCK 2022-10-21 20131 31843 -11712 -11712 650. OPTION CARE HEALTH INC 2021-06-28 2022-10-21 21658 14264 7394 7394 290. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-12 2022-10-21 1644 1881 -237 -237 610. PLAYA HOTELS & RESORTS NV SEDOL 2021-02-12 2022-10-21 3485 3901 -416 -416 560. PLAYA HOTELS & RESORTS NV SEDOL 2022-10-21 3178 3581 -403 -403 20. ATKORE INC 2021-02-26 2022-10-24 1871 1360 511 511 300. CROSS COUNTRY HEALTHCARE INC 2020-01-14 2022-10-24 11331 2920 8411 8411 250. HARMONIC INC 2019-07-10 2022-10-24 3740 1865 1875 1875 430. MAXLINEAR INC COMMON STOCK 2022-10-24 13411 19619 -6208 -6208 200. NEWMARK GROUP INC-CLASS A 2018-01-11 2022-10-24 1782 3147 -1365 -1365 60. OPTION CARE HEALTH INC 2021-06-28 2022-10-24 2037 1317 720 720 100. OPTION CARE HEALTH INC 2021-06-28 2022-10-24 3377 2194 1183 1183 120. OPTION CARE HEALTH INC 2021-06-28 2022-10-24 4067 2633 1434 1434 150. PULTE GROUP INC 2020-12-14 2022-10-24 5684 6406 -722 -722 50000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-30 2022-10-24 46268 48959 -2691 -2691 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-09 2022-10-24 14033 14573 -540 -540 300. ATLASSIAN CORP CL A SEDOL BQ1PC76 2020-05-14 2022-10-25 59863 52999 6864 6864 1733. DASSAULT SYSTEMS SA SPON ADR 2004-08-09 2022-10-25 62140 7362 54778 54778 200. HOPE BANCORP INC 2022-10-25 2668 2082 586 586 570. MAXLINEAR INC COMMON STOCK 2022-10-25 18531 23647 -5116 -5116 250. OPTION CARE HEALTH INC 2021-06-28 2022-10-25 8644 5486 3158 3158 1118. TAIWAN SEMICONDUCTOR MTG CO ADR 2012-04-13 2022-10-25 67242 16925 50317 50317 65000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2022-10-25 52203 76991 -24788 -24788 45000. UNITEDHEALTH GROUP INC CALL 11/15/2049 UNSC 2020-05-13 2022-10-25 27878 43731 -15853 -15853 13.491 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND 2020-05-26 2022-10-25 27529 27529 261. ASML HOLDING NV-NY SEDOL B908F01 2009-06-24 2022-10-25 125715 7076 118639 118639 485. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN7 2022-10-25 71297 39734 31563 31563 60000. KEYCORP SER MTN CALL 06/01/2032 2022-05-16 2022-10-26 54498 60000 -5502 -5502 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-11-30 2022-10-26 4020 4866 -846 -846 25000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-11-30 2022-10-26 20098 24329 -4231 -4231 40000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-09-29 2022-10-26 32156 38938 -6782 -6782 50. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S 2021-12-23 2022-10-27 2983 2577 406 406 450. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S 2022-10-27 26847 4087 22760 22760 150. M D C HLDGS INC COM 2022-10-27 4749 3854 895 895 60. MAXLINEAR INC COMMON STOCK 2022-07-29 2022-10-27 1853 2434 -581 -581 40000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2022-09-20 2022-10-27 38613 38809 -196 -196 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-09 2022-10-27 18778 19430 -652 -652 50000. USA TREASURY NOTES 02.125% DUE 11/30/2023 2021-12-10 2022-10-27 48754 50802 -2048 -2048 25000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-03-30 2022-10-27 24619 25243 -624 -624 215. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S 2022-10-28 12848 1176 11672 11672 35. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S 2009-04-29 2022-10-28 2091 179 1912 1912 220. BLACKLINE INC 2022-10-28 12572 21461 -8889 -8889 520. BLACKLINE INC 2022-10-28 29768 46682 -16914 -16914 190. BLACKLINE INC 2022-10-28 10868 16799 -5931 -5931 682. META PLATFORMS INC 2021-11-05 2022-10-28 67073 232761 -165688 -165688 1315. META PLATFORMS INC 2021-02-16 2022-10-28 129328 360935 -231607 -231607 1. WELLS FARGO & CO XXX-XX-XXXX CLASS ACTION 2001-01-01 2022-10-28 533 25 508 508 60. MAXLINEAR INC COMMON STOCK 2022-10-28 1911 2427 -516 -516 160. MAXLINEAR INC COMMON STOCK 2022-07-29 2022-10-28 5078 6435 -1357 -1357 100000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-09 2022-10-28 93996 97152 -3156 -3156 130000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2022-10-28 127959 131373 -3414 -3414 25000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-10-28 20087 24273 -4186 -4186 50. AMN HEALTHCARE SERVICES 2014-02-26 2022-10-31 6308 695 5613 5613 400. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S 2009-04-29 2022-10-31 24031 2040 21991 21991 140. BLACKLINE INC 2020-09-25 2022-10-31 7882 12363 -4481 -4481 60. BLACKLINE INC 2020-09-25 2022-10-31 3382 5298 -1916 -1916 161.07 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2022-10-31 161 170 -9 -9 103.86 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-10-31 104 111 -7 -7 199.08 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-10-31 199 207 -8 -8 454.64 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2022-10-31 455 469 -14 -14 813.49 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-10-31 813 848 -35 -35 1626.94 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2022-10-31 1627 1584 43 43 915.54 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2022-10-31 916 920 -4 -4 556.26 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2022-10-31 556 552 4 4 1347.64 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2022-10-31 1348 1391 -43 -43 1038.75 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2022-10-31 1039 1017 22 22 244.53 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2022-10-31 245 258 -13 -13 504.4 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-10-31 504 525 -21 -21 742.97 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2022-10-31 743 770 -27 -27 510.02 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-10-31 510 523 -13 -13 389.41 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2022-10-31 389 403 -14 -14 378.63 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2022-10-31 379 401 -22 -22 548.67 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2022-10-31 549 565 -16 -16 90.1 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-10-31 90 94 -4 -4 734.69 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2022-10-31 735 762 -27 -27 479.65 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-10-31 480 494 -14 -14 197.46 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-10-31 197 205 -8 -8 284.11 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2022-10-31 284 291 -7 -7 348.01 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-10-31 348 368 -20 -20 731.33 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2022-10-31 731 776 -45 -45 107.24 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2022-10-31 107 110 -3 -3 352.35 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2022-10-31 352 354 -2 -2 394.1 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-10-31 394 395 -1 -1 296.55 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2022-10-31 297 306 -9 -9 22.32 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2022-10-31 22 22 83.06 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2022-10-31 83 84 -1 -1 15.1 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2022-10-31 15 15 85.91 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2022-10-31 86 86 25.06 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2022-10-31 25 24 1 1 78.16 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2022-10-31 78 78 82.51 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2022-10-31 83 79 4 4 2920.91 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2022-10-31 2921 2783 138 138 463.39 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2022-10-31 463 453 10 10 1861.91 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-10-31 1862 1900 -38 -38 602.55 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-10-31 603 623 -20 -20 1762.96 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2022-10-31 1763 1718 45 45 1411.55 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-10-31 1412 1536 -124 -124 519.48 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-10-31 519 529 -10 -10 211.68 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-10-31 212 222 -10 -10 611.54 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-10-31 612 633 -21 -21 303.61 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2022-10-31 304 319 -15 -15 290.17 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2022-10-31 290 257 33 33 1521.06 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2022-10-31 1521 1446 75 75 2144.28 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2022-10-31 2144 2131 13 13 201.29 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2022-10-31 201 208 -7 -7 1593.63 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-10-31 1594 1682 -88 -88 710.48 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-10-31 710 748 -38 -38 1868.37 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-10-31 1868 1909 -41 -41 792.67 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-10-31 793 796 -3 -3 1987.3 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-10-31 1987 2077 -90 -90 1994.55 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-10-31 1995 1972 23 23 2545.5 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2022-10-31 2546 2165 381 381 692.93 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-10-31 693 715 -22 -22 364.29 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-10-31 364 360 4 4 133.2 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2022-10-31 133 140 -7 -7 326.89 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2022-10-31 327 328 -1 -1 596.91 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2022-10-31 597 616 -19 -19 381.69 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2022-10-31 382 405 -23 -23 173.63 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2022-10-31 174 178 -4 -4 495.08 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2022-10-31 495 499 -4 -4 896.48 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2022-10-31 896 930 -34 -34 1774.18 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-10-31 1774 1781 -7 -7 3165.58 FEDERAL NATL MTG ASSN POOL MA3664 2022-08-19 2022-10-31 3166 3160 6 6 494.21 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-10-31 494 497 -3 -3 1204.03 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-10-31 1204 1254 -50 -50 1146.79 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2022-10-31 1147 1163 -16 -16 901.93 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2022-10-31 902 902 1519.01 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2022-10-31 1519 1517 2 2 139.33 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2022-10-31 139 146 -7 -7 420.29 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2022-10-31 420 431 -11 -11 238.32 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-10-31 238 241 -3 -3 394.1 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-10-31 394 422 -28 -28 1840.31 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-10-31 1840 1923 -83 -83 613.38 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2022-10-31 613 656 -43 -43 70000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-10-31 65218 68288 -3070 -3070 100. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S 2009-04-29 2022-11-01 5997 510 5487 5487 170. BLACKLINE INC 2022-01-14 2022-11-01 9355 14986 -5631 -5631 60. BLACKLINE INC 2020-09-25 2022-11-01 3302 5298 -1996 -1996 170. BLACKLINE INC 2022-01-14 2022-11-01 9256 14986 -5730 -5730 30. BLACKLINE INC 2020-09-25 2022-11-01 1633 2633 -1000 -1000 10000. ENBRIDGE INC SEDOL BMVF8F8 ISIN US29250NBK00 2022-02-15 2022-11-01 9615 9992 -377 -377 15000. ENBRIDGE INC SEDOL BMVF8F8 ISIN US29250NBK00 2022-02-15 2022-11-01 14417 14987 -570 -570 65000. ENBRIDGE INC SEDOL BMVF8F8 ISIN US29250NBK00 2022-02-15 2022-11-01 62427 64945 -2518 -2518 984.46 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2022-11-01 984 997 -13 -13 50000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-13 2022-11-01 46510 48449 -1939 -1939 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-11-01 9369 9714 -345 -345 75000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-09 2022-11-01 70269 72864 -2595 -2595 530. BLACKLINE INC 2022-11-02 27842 29972 -2130 -2130 30. BLACKLINE INC 2022-05-12 2022-11-02 1568 1584 -16 -16 30. BRAZE INC-A 2022-04-04 2022-11-02 840 1236 -396 -396 1130. BRAZE INC-A 2022-04-04 2022-11-02 30189 46560 -16371 -16371 720. BRAZE INC-A 2022-11-02 19311 29398 -10087 -10087 65000. DOLLAR TREE INC CALL 03/15/2025 UNSC 2022-03-03 2022-11-02 63001 67118 -4117 -4117 20000. SYSCO CORPORATION CALL 01/01/2030 COGT 2020-03-30 2022-11-02 20501 19958 543 543 65000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-11-02 60536 61943 -1407 -1407 50. ATKORE INC 2021-02-26 2022-11-03 4643 3401 1242 1242 490. BRAZE INC-A 2022-11-03 12251 19686 -7435 -7435 30. BRAZE INC-A 2022-04-04 2022-11-03 765 1199 -434 -434 250. BRAZE INC-A 2022-11-03 6355 9855 -3500 -3500 110. BRAZE INC-A 2022-11-03 2811 4285 -1474 -1474 200. CROSS COUNTRY HEALTHCARE INC 2022-11-03 7713 1902 5811 5811 50. QORVO INC 2013-03-15 2022-11-03 4094 995 3099 3099 40. ATKORE INC 2021-02-26 2022-11-04 3738 2721 1017 1017 80. ATKORE INC 2021-02-26 2022-11-04 7459 5442 2017 2017 330. AVIENT CORPORATION 2021-03-19 2022-11-04 9450 16958 -7508 -7508 90. AVIENT CORPORATION 2021-03-19 2022-11-04 2577 4625 -2048 -2048 60. AVIENT CORPORATION 2022-11-04 1715 3083 -1368 -1368 630. BLUEPRINT MEDICINES CORP 2022-11-04 26140 38991 -12851 -12851 540. BLUEPRINT MEDICINES CORP 2020-03-18 2022-11-04 22630 29672 -7042 -7042 40. BLUEPRINT MEDICINES CORP 2020-03-18 2022-11-04 1689 2198 -509 -509 550. BRAZE INC-A 2022-11-04 12891 18838 -5947 -5947 110. MKS INSTRS INC 2022-11-04 7400 18539 -11139 -11139 360. MKS INSTRS INC 2022-11-04 24217 59399 -35182 -35182 250. MKS INSTRS INC 2022-11-04 16756 39765 -23009 -23009 410. MKS INSTRS INC 2022-11-04 27479 65674 -38195 -38195 410. TANDEM DIABETES CARE INC 2022-11-04 14433 37011 -22578 -22578 1410. TANDEM DIABETES CARE INC 2022-11-04 49637 115770 -66133 -66133 150. TANDEM DIABETES CARE INC 2022-11-04 5258 8649 -3391 -3391 20. TANDEM DIABETES CARE INC 2022-11-04 701 1190 -489 -489 140. TANDEM DIABETES CARE INC 2020-03-18 2022-11-04 4735 6688 -1953 -1953 210. TANDEM DIABETES CARE INC 2020-03-18 2022-11-04 7302 10032 -2730 -2730 55000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-10-28 2022-11-04 50987 51386 -399 -399 150. ADVANCED DRAINAGE SYSTEMS IN 2022-11-07 12300 15969 -3669 -3669 150. ADVANCED DRAINAGE SYSTEMS IN 2022-11-07 12300 7480 4820 4820 40. ADVANCED DRAINAGE SYSTEMS IN 2020-02-19 2022-11-07 3318 1983 1335 1335 240. ADVANCED DRAINAGE SYSTEMS IN 2022-11-07 19729 11349 8380 8380 10. ATKORE INC 2021-02-26 2022-11-07 927 680 247 247 80. ATKORE INC 2021-02-26 2022-11-07 7403 5442 1961 1961 400. AVIENT CORPORATION 2022-11-07 11478 20493 -9015 -9015 740. AVIENT CORPORATION 2022-11-07 21247 37797 -16550 -16550 350. BLUEPRINT MEDICINES CORP 2022-11-07 14757 17531 -2774 -2774 100. BLUEPRINT MEDICINES CORP 2022-06-13 2022-11-07 4345 4519 -174 -174 110. BLUEPRINT MEDICINES CORP 2022-11-07 4779 5129 -350 -350 40000. KRAFT HEINZ FOODS CO SER WI CALL 02/15/2027 2020-05-04 2022-11-07 37448 40000 -2552 -2552 60. MKS INSTRS INC 2022-11-07 3976 7609 -3633 -3633 250. MKS INSTRS INC 2022-11-07 16567 38385 -21818 -21818 180. MKS INSTRS INC 2022-11-07 11800 20451 -8651 -8651 20000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-10-28 2022-11-07 18502 18686 -184 -184 55000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-10-28 2022-11-07 50851 51386 -535 -535 40000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-09 2022-11-07 37325 38855 -1530 -1530 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-06-29 2022-11-07 9331 9704 -373 -373 35000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-06-29 2022-11-07 32654 33965 -1311 -1311 45000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-06-29 2022-11-07 41984 43669 -1685 -1685 65000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-11-07 60661 62717 -2056 -2056 20. ATKORE INC 2021-02-26 2022-11-08 1846 1360 486 486 100. ATKORE INC 2021-02-26 2022-11-08 9231 6802 2429 2429 340. LUMENTUM HOLDINGS INC -W/I 2022-11-08 20718 25023 -4305 -4305 170. LUMENTUM HOLDINGS INC -W/I 2022-09-28 2022-11-08 10740 12024 -1284 -1284 230. LUMENTUM HOLDINGS INC -W/I 2022-11-08 14090 16207 -2117 -2117 420. LUMENTUM HOLDINGS INC -W/I 2022-11-08 25441 29345 -3904 -3904 440. LUMENTUM HOLDINGS INC -W/I 2022-11-08 26805 30246 -3441 -3441 240. MAXLINEAR INC COMMON STOCK 2022-07-29 2022-11-08 7891 9653 -1762 -1762 500. MAXLINEAR INC COMMON STOCK 2022-11-08 16496 19257 -2761 -2761 420. MAXLINEAR INC COMMON STOCK 2022-11-08 13844 15764 -1920 -1920 240. SILVERGATE CAPITAL CORP-CL A 2022-11-08 10811 36772 -25961 -25961 260. SILVERGATE CAPITAL CORP-CL A 2022-11-08 11711 30107 -18396 -18396 80000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-06-29 2022-11-08 74831 77634 -2803 -2803 40000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2022-11-07 2022-11-08 36313 36214 99 99 270. ATKORE INC 2022-11-09 25174 18336 6838 6838 330. ATKORE INC 2021-02-25 2022-11-09 30856 22405 8451 8451 20. ATKORE INC 2021-02-25 2022-11-09 1872 1358 514 514 120. CHART INDUSTRIES INC 2022-11-09 18561 23073 -4512 -4512 70. CHART INDUSTRIES INC 2022-11-09 10767 13145 -2378 -2378 130. MAXLINEAR INC COMMON STOCK 2022-09-07 2022-11-09 4160 4751 -591 -591 165000. NETFLIX INC SER 144A UNSC 2022-11-09 162428 189585 -27157 -27157 385. ORASURE TECHNOLOGIES INC 2022-11-09 1745 4999 -3254 -3254 40. SILVERGATE CAPITAL CORP-CL A 2022-11-09 1454 2937 -1483 -1483 320. SILVERGATE CAPITAL CORP-CL A 2022-11-09 11632 35351 -23719 -23719 300. WHOLE EARTH BRANDS INC 2022-11-09 1037 2348 -1311 -1311 25000. AT&T INC CALL 11/15/2034 @ 100.000 UNSC 2022-11-10 22196 23956 -1760 -1760 20000. ACTIVISION BLIZZARD CALL 03/15/2027 UNSC 2022-11-02 2022-11-10 18845 18545 300 300 20000. AMAZON.COM INC CALL 10/13/2051 UNSC 2022-04-11 2022-11-10 16029 19916 -3887 -3887 25000. AMERICAN TOWER CORP CALL 03/15/2030 UNSC 2020-06-01 2022-11-10 19632 24856 -5224 -5224 20000. BANK OF AMERICA CORP SER MTN CALL 06/14/2028 @ 100 2021-06-07 2022-11-10 16624 20000 -3376 -3376 20000. CANADIAN IMPERIAL BANK SEDOL BPZKDL1 ISIN US13607HR469 2022-03-31 2022-11-10 19196 19990 -794 -794 30000. CAPITAL ONE FINANCIAL CO CALL 11/02/2026 UNSC 2021-10-28 2022-11-10 25354 30000 -4646 -4646 115000. CENTENE CORP SER WI CALL 12/15/2022 2022-11-10 106928 115045 -8117 -8117 60. CHART INDUSTRIES INC 2022-11-10 8409 10574 -2165 -2165 300. CHART INDUSTRIES INC 2022-03-28 2022-11-10 42717 52151 -9434 -9434 30. CHART INDUSTRIES INC 2022-03-28 2022-11-10 4411 5215 -804 -804 200. CHART INDUSTRIES INC 2022-03-28 2022-11-10 27761 34767 -7006 -7006 190. CHART INDUSTRIES INC 2022-11-10 26961 31838 -4877 -4877 20000. CITIGROUP INC CALL 09/29/2025 UNSC 2022-09-22 2022-11-10 20011 20000 11 11 20000. CROWN CASTLE INTL CORP CALL 04/01/2030 UNSC 2022-03-02 2022-11-10 17223 19822 -2599 -2599 55000. META PLATFORMS INC SER 144A CALL 02/15/2052 2022-08-04 2022-11-10 42732 54909 -12177 -12177 72673.566 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2022-11-10 67927 73051 -5124 -5124 144840.299 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2022-11-10 130667 141785 -11118 -11118 113639.244 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2022-11-10 96025 118313 -22288 -22288 165555.094 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-11-10 144033 163667 -19634 -19634 72629.182 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2022-11-10 69928 72663 -2735 -2735 25000. FIDELITY NATL INFO SERV UNSC 2022-07-06 2022-11-10 24493 24991 -498 -498 35000. GLOBAL PAYMENTS INC CALL 01/15/2025 UNSC 2021-11-16 2022-11-10 32804 35727 -2923 -2923 30000. GOLDMAN SACHS GROUP INC UNSC 2022-10-27 2022-11-10 30228 29983 245 245 30000. JPMORGAN CHASE & CO SR UNSEC CALL 06/01/2028 @ 100 2021-05-24 2022-11-10 25020 30000 -4980 -4980 25000. JOHNSON & JOHNSON CALL 09/01/2035 @ 100.000 UNSC 2016-02-26 2022-11-10 21965 24954 -2989 -2989 45000. KRAFT HEINZ FOODS CO CALL 01/15/2045 @ 1 2020-09-15 2022-11-10 40836 50118 -9282 -9282 35000. MPLX LP CALL 12/01/2026 UNSC 2020-08-19 2022-11-10 33087 37451 -4364 -4364 210. MAXLINEAR INC COMMON STOCK 2022-11-10 7212 7586 -374 -374 20000. MICROSOFT CORP CALL 02/08/2036 @ 100.000 UNSC 2016-08-01 2022-11-10 17636 19923 -2287 -2287 25000. MORGAN STANLEY SER GMTN CALL 1/24/28 @ 100 2021-01-15 2022-11-10 22828 27716 -4888 -4888 20000. NUTRIEN LTD SEDOL ISIN US67077MAY49 2022-11-07 2022-11-10 20326 20011 315 315 215. ORASURE TECHNOLOGIES INC 2022-11-10 984 2744 -1760 -1760 20000. T-MOBILE USA INC CALL 04/15/2026 COGT 2021-03-16 2022-11-10 17334 20000 -2666 -2666 105000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2022-11-10 77716 121778 -44062 -44062 45000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2022-11-10 33307 53515 -20208 -20208 125000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-11-10 118208 116693 1515 1515 120000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-09-27 2022-11-10 113287 111928 1359 1359 200000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-29 2022-11-10 189156 192773 -3617 -3617 20000. UNITEDHEALTH GROUP INC CALL 08/15/2052 UNSC 2022-10-25 2022-11-10 21012 19848 1164 1164 20000. VERIZON COMMUNICATIONS UNSC 2022-07-15 2022-11-10 19332 21249 -1917 -1917 170. NATIONAL VISION HOLDINGS INC 2022-11-11 6873 6424 449 449 540. NATIONAL VISION HOLDINGS INC 2022-11-11 21706 20009 1697 1697 50. NATIONAL VISION HOLDINGS INC 2020-08-21 2022-11-11 2000 1850 150 150 200. ORASURE TECHNOLOGIES INC 2022-11-11 1048 2546 -1498 -1498 40000. KB HOME CALL 11/15/2022 COGT 2020-09-25 2022-11-15 40000 40000 2300. AMAZON COM INC 2021-07-16 2022-11-16 224458 411755 -187297 -187297 55000. GENERAL MOTORS FINL CO CALL 03/09/2027 UNSC 2022-06-06 2022-11-16 53767 54938 -1171 -1171 50000. JPMORGAN CHASE & CO CALL 07/25/2027 UNSC 2022-10-19 2022-11-16 48897 47022 1875 1875 200. KVH INDS INC 2015-11-19 2022-11-16 2215 1878 337 337 30. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2022-08-24 2022-11-16 2077 1799 278 278 10. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2022-08-24 2022-11-16 695 598 97 97 20. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2022-08-24 2022-11-16 1389 1196 193 193 270. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2022-11-16 18609 15853 2756 2756 420. OLLIE'S BARGAIN OUTLET HOLDI 2022-11-16 21806 27491 -5685 -5685 700. OLLIE'S BARGAIN OUTLET HOLDI 2022-11-16 36514 45699 -9185 -9185 90. OLLIE'S BARGAIN OUTLET HOLDI 2022-08-11 2022-11-16 4699 5858 -1159 -1159 80. OLLIE'S BARGAIN OUTLET HOLDI 2022-08-11 2022-11-16 4233 5207 -974 -974 230. OLLIE'S BARGAIN OUTLET HOLDI 2022-08-11 2022-11-16 12060 14969 -2909 -2909 100000. T-MOBILE USA INC CALL 02/01/2023 COGT 2021-01-11 2022-11-16 97038 100716 -3678 -3678 80000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-09-27 2022-11-16 75975 74619 1356 1356 65000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-29 2022-11-16 61565 62651 -1086 -1086 50000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-11-16 2022-11-16 46869 46854 15 15 80000. VERIZON COMMUNICATIONS SER WI CALL 09/03/2029 2022-11-16 75215 76611 -1396 -1396 100000. WELLS FARGO & COMPANY SER MTN CALL 07/25/2027 2022-07-18 2022-11-16 97405 100000 -2595 -2595 50. WESTERN ALLIANCE BANCORP 2019-09-18 2022-11-16 3635 2324 1311 1311 200. WHOLE EARTH BRANDS INC 2020-07-15 2022-11-16 679 1561 -882 -882 135. COHU INC 2022-11-17 4825 1566 3259 3259 30. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2022-08-29 2022-11-17 2093 1711 382 382 570. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2022-11-17 39535 31367 8168 8168 450. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2022-11-17 31023 24148 6875 6875 320. OLLIE'S BARGAIN OUTLET HOLDI 2022-11-17 17303 20731 -3428 -3428 560. OLLIE'S BARGAIN OUTLET HOLDI 2022-11-17 29016 35798 -6782 -6782 250. OLLIE'S BARGAIN OUTLET HOLDI 2022-11-17 13165 15055 -1890 -1890 280. OLLIE'S BARGAIN OUTLET HOLDI 2022-09-01 2022-11-17 14951 15091 -140 -140 100000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-29 2022-11-17 94508 96387 -1879 -1879 40000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2022-11-17 39375 40359 -984 -984 15. COHU INC 2016-04-27 2022-11-18 545 174 371 371 55000. CROWN CASTLE INTL CORP CALL 04/01/2030 UNSC 2022-11-18 47750 54505 -6755 -6755 100. OLLIE'S BARGAIN OUTLET HOLDI 2022-09-01 2022-11-18 5568 5390 178 178 290. OLLIE'S BARGAIN OUTLET HOLDI 2022-11-18 16668 15522 1146 1146 55000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2022-11-18 46254 61540 -15286 -15286 60000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-03-30 2022-11-18 59053 60530 -1477 -1477 40000. USA TREASURY NOTES 02.875% DUE 05/15/2032 2022-08-23 2022-11-18 37055 39375 -2320 -2320 783. ALPHABET INC/CA-CL C 2021-07-16 2022-11-21 75523 103021 -27498 -27498 14. AUTOZONE INC 2018-09-21 2022-11-21 34695 10742 23953 23953 50. CURTISS WRIGHT CORP 2022-05-05 2022-11-21 8827 7025 1802 1802 45000. DCP MIDSTREAM OPERATING CALL 04/15/2027 COGT 2022-11-21 44628 47881 -3253 -3253 30000. PEPSICO INC CALL 01/18/2052 UNSC 2022-07-14 2022-11-21 27643 29964 -2321 -2321 73. TARGET CORP 2022-09-28 2022-11-21 11545 10919 626 626 372. TARGET CORP 2019-08-26 2022-11-21 58833 38894 19939 19939 35. TARGET CORP 2019-08-26 2022-11-21 5502 3659 1843 1843 120000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-11-21 111619 112362 -743 -743 50000. HF SINCLAIR CORP SER WI UNSC 2022-11-22 48939 50000 -1061 -1061 110. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2022-09-02 2022-11-22 7534 5875 1659 1659 50. OVINTIV INC SEDOL BJ01KB6 2021-10-05 2022-11-22 2779 1782 997 997 150. HUNTSMAN CORP 2022-11-23 4281 4129 152 152 130. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2022-11-23 8939 6865 2074 2074 190. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2022-11-23 13100 9897 3203 3203 30. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2022-09-01 2022-11-23 2061 1559 502 502 65000. GOLDMAN SACHS GROUP INC CALL 10/21/2026 UNSC 2022-11-28 56721 57594 -873 -873 80000. GOLDMAN SACHS GROUP INC UNSC 2022-10-27 2022-11-28 80788 79955 833 833 70000. REALTY INCOME CORP CALL 03/01/2026 UNSC 2022-11-28 70300 68156 2144 2144 105000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-11-28 99307 101195 -1888 -1888 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-11-01 2022-11-28 9455 9423 32 32 320. COUPA SOFTWARE INC MERGED 2/28/2023 @ $81.00 P/S 2022-11-29 19500 22074 -2574 -2574 80. COUPA SOFTWARE INC MERGED 2/28/2023 @ $81.00 P/S 2022-05-11 2022-11-29 4875 5531 -656 -656 100000. BERKSHIRE HATHAWAY ENERG SER WI CALL 01/ 2018-01-02 2022-11-30 77828 99177 -21349 -21349 272. CROWDSTRIKE HOLDINGS INC - A 2022-07-20 2022-11-30 31201 50505 -19304 -19304 644.27 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2022-11-30 644 682 -38 -38 301.75 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-11-30 302 321 -19 -19 322.24 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-11-30 322 334 -12 -12 323.04 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2022-11-30 323 333 -10 -10 698.97 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-11-30 699 728 -29 -29 640.12 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2022-11-30 640 623 17 17 773.51 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2022-11-30 774 778 -4 -4 1014.15 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2022-11-30 1014 1006 8 8 1025.47 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2022-11-30 1025 1056 -31 -31 381.94 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2022-11-30 382 394 -12 -12 555.45 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2022-11-30 555 544 11 11 1013.95 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2022-11-30 1014 1024 -10 -10 403.21 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2022-11-30 403 426 -23 -23 647.78 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2022-11-30 648 671 -23 -23 432.21 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-11-30 432 443 -11 -11 482.47 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2022-11-30 482 499 -17 -17 230.64 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2022-11-30 231 244 -13 -13 468.62 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2022-11-30 469 483 -14 -14 89.52 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-11-30 90 93 -3 -3 737.42 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2022-11-30 737 765 -28 -28 561.95 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-11-30 562 578 -16 -16 196.51 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-11-30 197 204 -7 -7 197.44 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2022-11-30 197 202 -5 -5 613.16 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-11-30 613 648 -35 -35 490.29 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2022-11-30 490 520 -30 -30 666.94 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2022-11-30 667 686 -19 -19 246.27 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2022-11-30 246 247 -1 -1 399.77 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-11-30 400 401 -1 -1 128.07 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2022-11-30 128 132 -4 -4 30.38 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2022-11-30 30 31 -1 -1 15.56 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2022-11-30 16 16 9.73 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2022-11-30 10 10 86.32 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2022-11-30 86 87 -1 -1 17.92 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2022-11-30 18 17 1 1 15.8 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2022-11-30 16 16 81.93 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2022-11-30 82 79 3 3 1964.13 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2022-11-30 1964 1871 93 93 626.09 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2022-11-30 626 612 14 14 1809.26 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-11-30 1809 1846 -37 -37 920.16 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-11-30 920 952 -32 -32 1052.16 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2022-11-30 1052 1025 27 27 876.63 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-11-30 877 954 -77 -77 684.65 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-11-30 685 697 -12 -12 213.31 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-11-30 213 224 -11 -11 316.76 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-11-30 317 328 -11 -11 1679.63 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2022-11-30 1680 1766 -86 -86 241.89 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2022-11-30 242 214 28 28 1472.92 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2022-11-30 1473 1400 73 73 1907.76 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2022-11-30 1908 1896 12 12 84.12 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2022-11-30 84 87 -3 -3 1366.97 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-11-30 1367 1442 -75 -75 717.14 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-11-30 717 755 -38 -38 1774.7 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-11-30 1775 1813 -38 -38 732.16 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-11-30 732 735 -3 -3 2007.58 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-11-30 2008 2098 -90 -90 615.56 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-11-30 616 609 7 7 1349.04 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2022-11-30 1349 1147 202 202 289.03 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-11-30 289 298 -9 -9 229.27 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-11-30 229 226 3 3 421.84 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2022-11-30 422 443 -21 -21 331.96 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2022-11-30 332 333 -1 -1 521.52 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2022-11-30 522 539 -17 -17 368.02 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2022-11-30 368 391 -23 -23 176.87 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2022-11-30 177 181 -4 -4 598.92 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2022-11-30 599 604 -5 -5 321.61 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2022-11-30 322 333 -11 -11 1711.1 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-11-30 1711 1717 -6 -6 2594.13 FEDERAL NATL MTG ASSN POOL MA3664 2022-08-19 2022-11-30 2594 2590 4 4 516.64 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-11-30 517 520 -3 -3 1265.67 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-11-30 1266 1318 -52 -52 885.05 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2022-11-30 885 897 -12 -12 389.04 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2022-11-30 389 389 1294.33 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2022-11-30 1294 1292 2 2 140.73 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2022-11-30 141 148 -7 -7 412.78 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2022-11-30 413 424 -11 -11 242.84 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2022-11-30 243 246 -3 -3 200.54 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2022-11-30 201 215 -14 -14 1422.84 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2022-11-30 1423 1487 -64 -64 166.51 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2022-11-30 167 178 -11 -11 70000. PARKER-HANNIFIN CORP UNSC 2022-06-06 2022-11-30 68276 69952 -1676 -1676 140000. ROYAL BANK OF CANADA SEDOL 2KKDTK0 ISIN US78016FZR80 2022-10-20 2022-11-30 141282 140000 1282 1282 140000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-11-30 132754 132205 549 549 50. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S 2009-06-02 2022-12-01 2939 350 2589 2589 1166.67 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2022-12-01 1167 1182 -15 -15 50. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S 2009-06-02 2022-12-02 2950 350 2600 2600 118. CITIZENS FINANCIAL GROUP 2022-12-02 4906 5396 -490 -490 150. KBR INC 2022-12-02 8045 2273 5772 5772 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-30 2022-12-02 14280 14447 -167 -167 70000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-11-28 2022-12-02 66423 66186 237 237 50. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S 2009-06-02 2022-12-05 2948 350 2598 2598 200. AMERICAN PUBLIC EDUCATION 2022-12-05 2770 6129 -3359 -3359 50000. ENERGY TRANSFER OPERATNG COGT 2022-12-05 50097 52607 -2510 -2510 370. LATTICE SEMICONDUCTOR CORP 2022-12-05 26264 20590 5674 5674 50. LATTICE SEMICONDUCTOR CORP 2022-12-05 3518 2572 946 946 20. LATTICE SEMICONDUCTOR CORP 2022-10-25 2022-12-05 1414 1028 386 386 150. LATTICE SEMICONDUCTOR CORP 2022-12-05 10492 7664 2828 2828 40000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-12-05 2022-12-05 37528 37588 -60 -60 100. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S 2009-04-30 2022-12-06 5935 583 5352 5352 55000. CANADIAN IMPERIAL BANK SEDOL BPZKDL1 ISIN US13607HR469 2022-03-31 2022-12-06 52997 54972 -1975 -1975 89. COSTCO WHOLESALE CORP 2018-07-25 2022-12-06 42781 19497 23284 23284 50. SCIENCE APPLICATIONS INTE-WI 2021-02-24 2022-12-06 5728 4568 1160 1160 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-11-29 2022-12-06 9550 9469 81 81 45000. ENERGY TRANSFER OPERATNG COGT 2018-09-28 2022-12-07 45210 46034 -824 -824 300. WILLSCOT MOBILE MINI HLDGS CORP CLASS A 2022-12-07 14153 13573 580 580 1030. WILLSCOT MOBILE MINI HLDGS CORP CLASS A 2021-11-22 2022-12-07 48592 40839 7753 7753 190. PDC ENERGY INC MERGED 08/08/2023 2022-12-08 12238 13247 -1009 -1009 880. PDC ENERGY INC MERGED 08/08/2023 2022-12-08 56679 42543 14136 14136 340. WILLSCOT MOBILE MINI HLDGS CORP CLASS A 2021-11-22 2022-12-08 16021 13481 2540 2540 170. COUPA SOFTWARE INC MERGED 2/28/2023 @ $81.00 P/S 2022-05-11 2022-12-09 10594 11554 -960 -960 630. COUPA SOFTWARE INC MERGED 2/28/2023 @ $81.00 P/S 2022-12-09 40037 42263 -2226 -2226 150. PACIRA BIOSCIENCES INC 2022-05-11 2022-12-09 6899 9278 -2379 -2379 500. PACIRA BIOSCIENCES INC 2022-12-09 22896 28561 -5665 -5665 130. PACIRA BIOSCIENCES INC 2022-12-09 5953 7271 -1318 -1318 40. WILLSCOT MOBILE MINI HLDGS CORP CLASS A 2021-11-22 2022-12-09 1863 1586 277 277 400. WILLSCOT MOBILE MINI HLDGS CORP CLASS A 2021-11-22 2022-12-12 18479 15860 2619 2619 480. PACIRA BIOSCIENCES INC 2022-12-13 18699 18061 638 638 560. PACIRA BIOSCIENCES INC 2022-12-13 22323 19514 2809 2809 420. PACIRA BIOSCIENCES INC 2020-03-18 2022-12-13 16497 13005 3492 3492 270. PACIRA BIOSCIENCES INC 2020-03-18 2022-12-13 10488 8360 2128 2128 300. PACIRA BIOSCIENCES INC 2020-03-18 2022-12-13 12149 9289 2860 2860 115000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-12-13 109632 110171 -539 -539 110. PALOMAR HOLDINGS INC 2022-12-14 5605 7302 -1697 -1697 460. TESLA INC 2022-12-14 72819 97644 -24825 -24825 516. TESLA INC 2021-07-16 2022-12-14 81684 111614 -29930 -29930 200000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2022-12-14 197242 198133 -891 -891 60000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-03-30 2022-12-14 59173 60435 -1262 -1262 50000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2022-11-22 2022-12-14 48654 48420 234 234 50. ALTRA INDUSTRIAL MOTION CORP MERGED 03/27/23 @ $62.00 P/S 2009-04-30 2022-12-15 2976 291 2685 2685 2118. BP PLC SPONSORED ADR 2018-08-16 2022-12-15 72921 88839 -15918 -15918 40000. DOW CHEMICAL CO/THE CALL 04/01/2044 @ 100.000 UNSC 2020-08-17 2022-12-15 35293 46150 -10857 -10857 1100. ENI S P A SPONSORED ADR 2022-12-15 31150 34959 -3809 -3809 2799. EQUINOR ASA SPONSORED ADR SEDOL BF4K3J0 2022-12-15 103574 64864 38710 38710 852. LVMH MOET HENNESSY LOUIS ADR 2008-12-09 2022-12-15 127409 10645 116764 116764 20. PALOMAR HOLDINGS INC 2022-11-04 2022-12-15 1013 1307 -294 -294 80. PALOMAR HOLDINGS INC 2022-11-04 2022-12-15 4037 5229 -1192 -1192 1397. SUNCOR ENERGY INC SEDOL B3NB1P2 2018-10-19 2022-12-15 42761 49921 -7160 -7160 891. TOTALENERGIES SE 2018-03-13 2022-12-15 54029 51960 2069 2069 75000. USA TREASURY NOTES 02.875% DUE 05/15/2032 2022-08-23 2022-12-15 71569 73828 -2259 -2259 60. LATTICE SEMICONDUCTOR CORP 2022-10-28 2022-12-16 4173 3053 1120 1120 300. LATTICE SEMICONDUCTOR CORP 2022-12-16 20777 15050 5727 5727 55000. TRUIST FINANCIAL CORP SER MTN CALL 10/28/2032 2022-10-26 2022-12-16 59658 55084 4574 4574 200. AEROJET ROCKETDYNE HLDGS INC MERGED 07/28/23 @ $58.00 P/S 2022-12-19 11146 8498 2648 2648 550. AEROJET ROCKETDYNE HLDGS INC MERGED 07/28/23 @ $58.00 P/S 2022-04-07 2022-12-19 30674 23355 7319 7319 510. LATTICE SEMICONDUCTOR CORP 2022-12-19 34348 25195 9153 9153 100. AEROJET ROCKETDYNE HLDGS INC MERGED 07/28/23 @ $58.00 P/S 2022-04-07 2022-12-20 5563 4246 1317 1317 190. LATTICE SEMICONDUCTOR CORP 2022-10-24 2022-12-20 12780 9300 3480 3480 65000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-11-29 2022-12-20 61968 61547 421 421 50000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-12-14 2022-12-20 47543 47736 -193 -193 150. AEROJET ROCKETDYNE HLDGS INC MERGED 07/28/23 @ $58.00 P/S 2022-04-07 2022-12-21 8350 6370 1980 1980 280. INNOVATIVE INDUSTRIAL PROPER 2022-12-21 29143 31781 -2638 -2638 150. INNOVATIVE INDUSTRIAL PROPER 2022-12-21 15617 15679 -62 -62 120. INNOVATIVE INDUSTRIAL PROPER 2022-12-21 12582 12353 229 229 10. INNOVATIVE INDUSTRIAL PROPER 2022-08-17 2022-12-21 1047 1029 18 18 15. EVEREST GROUP LTD 2022-05-19 2022-12-21 5012 4140 872 872 70. INNOVATIVE INDUSTRIAL PROPER 2022-08-17 2022-12-22 7153 7200 -47 -47 140. LATTICE SEMICONDUCTOR CORP 2022-12-22 9217 6839 2378 2378 50. MEDIFAST INC 2022-01-20 2022-12-22 5892 10042 -4150 -4150 210. INNOVATIVE INDUSTRIAL PROPER 2022-08-17 2022-12-23 21559 21599 -40 -40 140. LATTICE SEMICONDUCTOR CORP 2022-10-21 2022-12-23 9135 6824 2311 2311 10. PALOMAR HOLDINGS INC 2022-11-04 2022-12-23 462 654 -192 -192 140. LATTICE SEMICONDUCTOR CORP 2022-10-31 2022-12-27 8962 6792 2170 2170 150. PULTE GROUP INC 2020-12-16 2022-12-30 6820 6347 473 473 152.94 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2022-12-31 153 162 -9 -9 120.63 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2022-12-31 121 128 -7 -7 185.63 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2022-12-31 186 193 -7 -7 304.5 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2022-12-31 305 314 -9 -9 857.03 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2022-12-31 857 893 -36 -36 821.41 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2022-12-31 821 800 21 21 565.19 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2022-12-31 565 568 -3 -3 706.93 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2022-12-31 707 701 6 6 1269.81 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2022-12-31 1270 1307 -37 -37 380.33 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2022-12-31 380 393 -13 -13 507.24 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2022-12-31 507 497 10 10 1136.63 FEDERAL HOME LOAN MTG CORP POOL QF2389 2022-11-28 2022-12-31 1137 1148 -11 -11 358.33 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2022-12-31 358 378 -20 -20 334.27 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2022-12-31 334 346 -12 -12 423.13 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2022-12-31 423 434 -11 -11 459.94 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2022-12-31 460 476 -16 -16 390.37 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2022-12-31 390 413 -23 -23 430.13 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2022-12-31 430 443 -13 -13 94.46 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2022-12-31 94 98 -4 -4 717.69 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2022-12-31 718 744 -26 -26 347.94 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2022-12-31 348 358 -10 -10 198.08 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2022-12-31 198 205 -7 -7 265.5 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2022-12-31 266 272 -6 -6 47.08 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2022-12-31 47 50 -3 -3 359.69 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2022-12-31 360 382 -22 -22 278.38 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2022-12-31 278 286 -8 -8 250.31 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2022-12-31 250 252 -2 -2 421.3 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2022-12-31 421 422 -1 -1 544.45 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2022-12-31 544 562 -18 -18 24.51 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2022-12-31 25 25 71.43 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2022-12-31 71 72 -1 -1 11.54 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2022-12-31 12 12 86.75 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2022-12-31 87 87 28.54 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2022-12-31 29 28 1 1 10.76 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2022-12-31 11 11 86.72 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2022-12-31 87 83 4 4 1930.06 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2022-12-31 1930 1839 91 91 119.32 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2022-12-31 119 117 2 2 2485.55 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2022-12-31 2486 2536 -50 -50 577.77 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2022-12-31 578 598 -20 -20 1102.05 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2022-12-31 1102 1074 28 28 640.24 FEDERAL NATL MTG ASSN POOL BV7928 2022-12-20 2022-12-31 640 625 15 15 1668.8 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2022-12-31 1669 1815 -146 -146 378.33 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2022-12-31 378 385 -7 -7 559.12 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2022-12-31 559 588 -29 -29 244.33 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2022-12-31 244 253 -9 -9 1187.85 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2022-12-31 1188 1248 -60 -60 533.29 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2022-12-31 533 472 61 61 1494.24 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2022-12-31 1494 1421 73 73 787.33 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2022-12-31 787 782 5 5 78.52 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2022-12-31 79 81 -2 -2 1855.01 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2022-12-31 1855 1957 -102 -102 595.97 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2022-12-31 596 627 -31 -31 1680.8 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2022-12-31 1681 1716 -35 -35 636.93 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2022-12-31 637 639 -2 -2 1613.74 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2022-12-31 1614 1687 -73 -73 316.09 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2022-12-31 316 312 4 4 1173.79 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2022-12-31 1174 998 176 176 266.79 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2022-12-31 267 275 -8 -8 149.56 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2022-12-31 150 148 2 2 139.41 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2022-12-31 139 146 -7 -7 1872.83 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2022-12-31 1873 1877 -4 -4 1174.49 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2022-12-31 1174 1213 -39 -39 90.05 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2022-12-31 90 96 -6 -6 1064.89 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2022-12-31 1065 1089 -24 -24 465.89 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2022-12-31 466 470 -4 -4 215.67 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2022-12-31 216 224 -8 -8 1673.91 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2022-12-31 1674 1680 -6 -6 1258.57 FEDERAL NATL MTG ASSN POOL MA3664 2022-08-19 2022-12-31 1259 1256 3 3 415.94 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2022-12-31 416 418 -2 -2 1140.47 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2022-12-31 1140 1187 -47 -47 591.86 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2022-12-31 592 600 -8 -8 522.66 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2022-12-31 523 523 1204.12 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2022-12-31 1204 1202 2 2 303.53 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2022-12-31 304 318 -14 -14 413.19 FEDERAL NATL MTG ASSN POOL 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74232 78012 74349U108 PROMETHEUS BIOSCIENC 69139 70400 780259305 SHELL PLC-W/I-ADR SE 117891 144539 806857108 SCHLUMBERGER LTD SED 166925 229985 83364L109 SOCIETE GENERALE FRA 48309 58588 83570H108 SONOS INC 64500 48165 855244109 STARBUCKS CORP 410841 465050 87157D109 SYNAPTICS INC 101440 99918 876030107 TAPESTRY INC 69883 74256 88025T102 TENABLE HOLDINGS INC 99864 105676 891092108 TORO CO 125835 159159 911363109 UNITED RENTALS INC 165446 177710 91913Y100 VALERO ENERGY CORP 100378 99331 928662501 VOLKSWAGEN AG-UNSP A 49600 44382 92937A102 WPP PLC ADR 96730 98320 94106L109 WASTE MANAGEMENT INC 84988 77812 980228308 WOODSIDE ENERGY GROU 28557 32127 98260N108 WUXI BIOLOGICS CAYMA 104179 122655 G01767105 ALKERMES PLC SEDOL B 305362 297359 G46188101 HORIZON THERAPEUTICS 60009 82960 G8060N102 SENSATA TECHNOLOGIES 153407 140119 G97822103 PERRIGO CO LTD SEDOL 139094 138065 M78673114 PERION NETWORK LTD S 39273 43010 N82405106 STELLANTIS NV SEDOL 109889 105549 11061735 9966933 FILING SYSTEM 5599 5506 93 FURNITURE 149599 79787 69812 RUGS 6668 3557 3111 AV EQUIPMENT 122881 65536 57345 A/C UNIT FOR AV CL 6420 3281 3139 FURNITURE 2783 1391 1392 LOFT 11250 4891 6359 15 LAP TOP COMPUTE 15450 15450 277 EAST MILL STRE 3792570 774022 3018548 128119880 CALAMOS MARKET NEUTR AT COST 5839271 5986459 00143W859 INVESCO DEVELOPING M AT COST 4668401 4685636 00143W875 INVESCO DEVELOPING M AT COST 735048 671269 09260B382 BLACKROCK STRATEGIC AT COST 7768388 7073009 14042WAC4 CAPITAL ONE PRIME AU 25264S833 DIAMOND HILL LONG-SH AT COST 4695750 4563419 31680YAD9 FIFTH THIRD AUTO TRU 36257FAD2 GM FINANCIAL SECURIT 46137V357 INVESCO S&P 500 EQUA AT COST 2227464 4823546 74255L696 PRINCIPAL GL MULT ST AT COST 5228074 4717456 74439A509 PGIM GLOBAL TOTAL RE AT COST 3464241 2498267 78462F103 SPDR S&P 500 ETF TRU AT COST 1609730 3742078 92347YAA2 VERIZON OWNER TRUST 02582JJT8 AMERICAN EXPRESS CRE AT COST 234948 228115 345295AD1 FORD CREDIT AUTO OWN AT COST 185015 186835 47800BAC2 JOHN DEERE OWNER TRU AT COST 149988 150464 74676P839 PUTNAM MULTI-CAP COR AT COST 5050000 4376768 903002103 UMH PROPERTIES INC R AT COST 139279 103362 LEGAL FEES - PRINCIPAL (ALLOCA 2463 2463 XXX-XX-XXXX BPEA IV,LP 1 UNIT = 1467698 1292581 2303127 XXX-XX-XXXX TOWNSEND REAL ESTATE 1145368 1075481 1602115 XXX-XX-XXXX HARBOURVEST 2014 GLO 517996 371984 780545 XXX-XX-XXXX PERENNIAL REAL ESTAT 1151274 1301489 1577160 XXX-XX-XXXX COMMONFUND CAPITAL S 1245411 1195681 1953113 XXX-XX-XXXX EARLY STAGE PARTNERS 166496 169782 165377 XXX-XX-XXXX ACADIAN NON-US FOCUS 16185871 16096215 15163379 XXX-XX-XXXX BROOKE PRIVATE EQUIT 182617 117163 207074 XXX-XX-XXXX EARLY STAGE PARTNERS 531176 428464 413337 XXX-XX-XXXX PRIVATE EQUITY PARTN 1725994 1737846 219402 XXX-XX-XXXX NEO CAPITAL FUND, LP 253976 216674 287129 XXX-XX-XXXX PERENNIAL REAL ESTAT 23789 18066 53346 XXX-XX-XXXX DRAPER TRIANGLE VENT 41133 22524 3024 XXX-XX-XXXX PERENNIAL REAL ESTAT 508164 444156 367444 XXX-XX-XXXX BPEA SMALL BUYOUT AN 299687 167599 435630 XXX-XX-XXXX BPEA III, LP 1 UNIT 989011 679408 1701256 XXX-XX-XXXX PERENNIAL REAL ESTAT 1049064 882630 1047625 XXX-XX-XXXX MAI MANAGED VOLATILI 6251327 489703 7053361 XXX-XX-XXXX BPEA V LP 1 UNIT = 1 892846 1116320 1557176 XXX-XX-XXXX COMMONFUND CAPITAL S 672861 971438 1188892 MAI MANAGED VOLATILITY FUND LP 7069000 7069000 PARTNERSHIP DISTRIBUTION TIMING ADJS' 1200312 WASH SALES ADJUSTMENT 293350 COST BASIS ADJUSTMENT - SALES 244 2022 TRANSACTION POSTED IN 2023 104409 ROUNDING ADJUSTMENTS 8 ADJUSTMENT FOR ACCRUED INTEREST 5650 OTHER NON-ALLOCABLE EXPENSE - 5850 0 5850 OTHER NON-ALLOCABLE EXPENSE - 15223 0 15223 STATE FILING FEES 200 0 200 MEMBERSHIP RENEWAL FEES 3235 0 3235 OFFICE EXPENSES 367977 0 367977 LIABILITY INSURANCE FEES 29637 0 29637 NON-DEDUCTIBLE MISC EXPENSES 94655 0 0 ADR SERVICE FEES 16619 16619 0 PARTNERSHIP - EXPENSE 661325 661325 0 PARTNERSHIP K-1 INCOME 4106962 3971177 PRIVATE EQUITY PARTNERSHIP OFFSHORE 28414 28414 FOREIGN TAX REFUNDS 6914 6914 STORE CAPITAL CORP MERGER LIQ DISTR 5770 5770 RECOVERY OF PRIOR YEAR GRANTS 501038 ADJUSTMENT TO INCOME 5152 2021 TRANSACTION POSTED IN 2022 50412 2022 SALES POSTED IN 2023 207 COST BASIS ADJUSTMENT 12413 2021 SALES POSTED IN 2022 7435 PERENNIAL REAL ESTATE PRIOR BASIS ADJ 20932 NON PNC INVESTMENT MANAGEMENT 686554 686554 NON-PNC CONSULTING FEES 58920 58920 FOREIGN TAXES 42182 42182 0 FOREIGN TAXES ON QUAL DIV 10294 10294 0 FOREIGN TAXES ON NON-QUAL DIV 4622 4622 0 REAL ESTATE TAXES 1357 0 1357 FEDERAL TAX PAYMENTS - PY 191568 0 0