GAR FOUNDATION: Form 990PF, tax year 2021

View the entire original 990 at ProPublica ↗

Organization
GAR FOUNDATION (EIN 34-6577710)
Tax period
2021-01-01 to 2021-12-31
Filed
2022-11-14
IRS object ID
202243189349104159
Schema version
2021v4.1
Source
Download XML · Original 990 at ProPublica

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

Return header ReturnHeader

FieldValueIRS element (for citing)
Return2022-11-14T13:00:31-06:00ReturnTs
Tax Period End2021-12-31TaxPeriodEndDt

Preparer Firm PreparerFirmGrp

FieldValueIRS element (for citing)
Preparer Firm EIN346565596PreparerFirmEIN

Preparer Firm Name PreparerFirmName

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

Preparer US Address PreparerUSAddress

FieldValueIRS element (for citing)
Address Line12100 ONE PPG PLACEAddressLine1Txt
CityPITTSBURGHCityNm
State AbbreviationPAStateAbbreviationCd
ZIP15222ZIPCd
FieldValueIRS element (for citing)
Return Type990PFReturnTypeCd
Tax Period Begin2021-01-01TaxPeriodBeginDt

Filer Filer

FieldValueIRS element (for citing)
EIN346577710EIN

Business Name BusinessName

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

US Address USAddress

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

Business Officer BusinessOfficerGrp

FieldValueIRS element (for citing)
PersonPNC BANK N APersonNm
Person TitleVICE PRESIDENTPersonTitleTxt
Phone4128076123PhoneNum
Signature2022-11-13SignatureDt
Discuss With Paid PreparerYes (true)DiscussWithPaidPreparerInd

Signing Officer SigningOfficerGrp

Person Full Name PersonFullName

FieldValueIRS element (for citing)
Person FirstPHYLPersonFirstNm
Person LastDIVINEPersonLastNm

Preparer Person PreparerPersonGrp

FieldValueIRS element (for citing)
Preparer PersonJASON BELOTPreparerPersonNm
PTINP00183464PTIN
Phone3302555814PhoneNum
Preparation2022-11-13PreparationDt

Additional Filer Information AdditionalFilerInformation

FieldValueIRS element (for citing)
Trusted CustomerTrustedCustomerGrp
FieldValueIRS element (for citing)
Tax2021TaxYr
Build TS2022-09-23 18:48:47ZBuildTS

Form 990-PF IRS990PF

FieldValueIRS element (for citing)
Organization501c3 Exempt PFYes (X)Organization501c3ExemptPFInd
FMV Assets EOY$203,328,770FMVAssetsEOYAmt
Method Of Accounting AccrualYes (X)MethodOfAccountingAccrualInd

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

FieldValueIRS element (for citing)
Schedule B Not RequiredYes (X)ScheduleBNotRequiredInd
Dividends Rev And Expnss$2,267,940DividendsRevAndExpnssAmt
Dividends Net Invst Incm$2,245,819DividendsNetInvstIncmAmt
Net Gain Sale Ast Rev And Expnss$17,300,533NetGainSaleAstRevAndExpnssAmt
Gross Sales Price$64,143,034GrossSalesPriceAmt
Cap Gain Net Incm Net Invst Incm$17,300,533CapGainNetIncmNetInvstIncmAmt
Net ST Capital Gain Adj Net Incm$0NetSTCapitalGainAdjNetIncmAmt
Other Income Rev And Expnss$7,710,175OtherIncomeRevAndExpnssAmt
Other Income Net Invst Incm$7,451,572OtherIncomeNetInvstIncmAmt
Total Rev And Expnss$27,278,648TotalRevAndExpnssAmt
Total Net Invst Incm$26,997,924TotalNetInvstIncmAmt
Comp Ofcr Dir Trst Rev And Expnss$971,638CompOfcrDirTrstRevAndExpnssAmt
Comp Ofcr Dir Trst Net Invst Incm$481,207CompOfcrDirTrstNetInvstIncmAmt
Comp Ofcr Dir Trst Dsbrs Chrtbl$490,431CompOfcrDirTrstDsbrsChrtblAmt
Oth Empl Slrs Wgs Rev And Expnss$1,017,547OthEmplSlrsWgsRevAndExpnssAmt
Oth Empl Slrs Wgs Net Invst Incm$0OthEmplSlrsWgsNetInvstIncmAmt
Oth Empl Slrs Wgs Adj Net Incm$0OthEmplSlrsWgsAdjNetIncmAmt
Oth Empl Slrs Wgs Dsbrs Chrtbl$1,017,547OthEmplSlrsWgsDsbrsChrtblAmt
Pension Empl Bnft Rev And Expnss$3,203PensionEmplBnftRevAndExpnssAmt
Pension Empl Bnft Net Invst Incm$0PensionEmplBnftNetInvstIncmAmt
Pension Empl Bnft Adj Net Incm$0PensionEmplBnftAdjNetIncmAmt
Pension Empl Bnft Dsbrs Chrtbl$3,203PensionEmplBnftDsbrsChrtblAmt
Legal Fees Rev And Expnss$7,701LegalFeesRevAndExpnssAmt
Legal Fees Net Invst Incm$0LegalFeesNetInvstIncmAmt
Legal Fees Adj Net Incm$0LegalFeesAdjNetIncmAmt
Legal Fees Dsbrs Chrtbl$7,701LegalFeesDsbrsChrtblAmt
Accounting Fees Rev And Expnss$83,500AccountingFeesRevAndExpnssAmt
Accounting Fees Net Invst Incm$0AccountingFeesNetInvstIncmAmt
Accounting Fees Adj Net Incm$0AccountingFeesAdjNetIncmAmt
Accounting Fees Chrtbl Prps$83,500AccountingFeesChrtblPrpsAmt
Other Prof Fees Rev And Expnss$102,345OtherProfFeesRevAndExpnssAmt
Other Prof Fees Dsbrs Chrtbl$102,345OtherProfFeesDsbrsChrtblAmt
Interest Dsbrs Chrtbl$0InterestDsbrsChrtblAmt
Taxes Rev And Expnss$306,897TaxesRevAndExpnssAmt
Taxes Net Invst Incm$43,832TaxesNetInvstIncmAmt
Taxes Dsbrs Chrtbl$1,357TaxesDsbrsChrtblAmt
Deprec And Dpltn Rev And Expnss$97,650DeprecAndDpltnRevAndExpnssAmt
Deprec And Dpltn Net Invst Incm$0DeprecAndDpltnNetInvstIncmAmt
Trav Conf Meeting Rev And Expnss$11,328TravConfMeetingRevAndExpnssAmt
Trav Conf Meeting Net Invst Incm$0TravConfMeetingNetInvstIncmAmt
Trav Conf Meeting Adj Net Incm$0TravConfMeetingAdjNetIncmAmt
Trav Conf Meeting Dsbrs Chrtbl$11,328TravConfMeetingDsbrsChrtblAmt
Printing And Pub Net Invst Incm$0PrintingAndPubNetInvstIncmAmt
Printing And Pub Adj Net Incm$0PrintingAndPubAdjNetIncmAmt
Other Expenses Rev And Expnss$1,247,773OtherExpensesRevAndExpnssAmt
Other Expenses Net Invst Incm$599,416OtherExpensesNetInvstIncmAmt
Other Expenses Dsbrs Chrtbl$648,357OtherExpensesDsbrsChrtblAmt
Tot Opr Expenses Rev And Expnss$3,849,582TotOprExpensesRevAndExpnssAmt
Tot Opr Expenses Net Invst Incm$1,124,455TotOprExpensesNetInvstIncmAmt
Tot Opr Expenses Adj Net Incm$0TotOprExpensesAdjNetIncmAmt
Tot Opr Expenses Dsbrs Chrtbl$2,365,769TotOprExpensesDsbrsChrtblAmt
Contri Paid Rev And Expnss$7,174,986ContriPaidRevAndExpnssAmt
Contri Paid Dsbrs Chrtbl$7,174,986ContriPaidDsbrsChrtblAmt
Total Expenses Rev And Expnss$11,024,568TotalExpensesRevAndExpnssAmt
Total Expenses Net Invst Incm$1,124,455TotalExpensesNetInvstIncmAmt
Total Expenses Adj Net Incm$0TotalExpensesAdjNetIncmAmt
Total Expenses Dsbrs Chrtbl$9,540,755TotalExpensesDsbrsChrtblAmt
Excess Revenue Over Expenses$16,254,080ExcessRevenueOverExpensesAmt
Net Investment Income$25,873,469NetInvestmentIncomeAmt
Adjusted Net Income$0AdjustedNetIncomeAmt

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

FieldValueIRS element (for citing)
Cash BOY-$113CashBOYAmt
Cash EOY-$7,404CashEOYAmt
Cash EOYFMV-$7,404CashEOYFMVAmt
Sav And Temp Cash Invst BOY$7,427,958SavAndTempCashInvstBOYAmt
Sav And Temp Cash Invst EOY$8,196,003SavAndTempCashInvstEOYAmt
Sav And Temp Cash Invst EOYFMV$8,196,003SavAndTempCashInvstEOYFMVAmt
Acct Rcvbl EOY$0AcctRcvblEOYAmt
Acct Rcvbl EOYFMV$0AcctRcvblEOYFMVAmt
Other Rcvbl Allwnc Dbtfl Acct$0OtherRcvblAllwncDbtflAcctAmt
US Government Obligations BOY$11,059,420USGovernmentObligationsBOYAmt
US Government Obligations EOY$12,898,809USGovernmentObligationsEOYAmt
US Govt Obligations EOYFMV$13,161,595USGovtObligationsEOYFMVAmt
Corporate Stock BOY$44,253,334CorporateStockBOYAmt
Corporate Stock EOY$46,015,466CorporateStockEOYAmt
Corporate Stock EOYFMV$78,661,330CorporateStockEOYFMVAmt
Corporate Bonds BOY$11,901,532CorporateBondsBOYAmt
Corporate Bonds EOY$11,040,536CorporateBondsEOYAmt
Corporate Bonds EOYFMV$11,438,506CorporateBondsEOYFMVAmt
Invst Land Cost Or Other Basis$4,113,220InvstLandCostOrOtherBasisAmt
Invst Land Accum Depreciation$855,771InvstLandAccumDepreciationAmt
Land Bldg Investments BOY$3,355,099LandBldgInvestmentsBOYAmt
Land Bldg Investments EOY$3,257,449LandBldgInvestmentsEOYAmt
Land Bldg Investments EOYFMV$3,300,000LandBldgInvestmentsEOYFMVAmt
Other Investments BOY$29,465,120OtherInvestmentsBOYAmt
Other Investments EOY$37,448,624OtherInvestmentsEOYAmt
Other Investments EOYFMV$46,562,184OtherInvestmentsEOYFMVAmt
Other Assets BOY$26,265,962OtherAssetsBOYAmt
Other Assets EOY$35,301,759OtherAssetsEOYAmt
Other Assets EOYFMV$42,016,556OtherAssetsEOYFMVAmt
Total Assets BOY$133,728,312TotalAssetsBOYAmt
Total Assets EOY$154,151,242TotalAssetsEOYAmt
Total Assets EOYFMV$203,328,770TotalAssetsEOYFMVAmt
Total Liabilities EOY$0TotalLiabilitiesEOYAmt
Org Does Not Follow FASB117Yes (X)OrgDoesNotFollowFASB117Ind
Capital Stock BOY$133,728,312CapitalStockBOYAmt
Capital Stock EOY$154,151,242CapitalStockEOYAmt
Tot Net Ast Or Fund Balances BOY$133,728,312TotNetAstOrFundBalancesBOYAmt
Tot Net Ast Or Fund Balances EOY$154,151,242TotNetAstOrFundBalancesEOYAmt
Total Liabilities Net Ast BOY$133,728,312TotalLiabilitiesNetAstBOYAmt
Total Liabilities Net Ast EOY$154,151,242TotalLiabilitiesNetAstEOYAmt

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

FieldValueIRS element (for citing)
Tot Net Ast Or Fund Balances BOY$133,728,312TotNetAstOrFundBalancesBOYAmt
Excess Revenue Over Expenses$16,254,080ExcessRevenueOverExpensesAmt
Other Increases$6,447,706OtherIncreasesAmt
Subtotal$156,430,098SubtotalAmt
Other Decreases$2,278,856OtherDecreasesAmt
Tot Net Ast Or Fund Balances EOY$154,151,242TotNetAstOrFundBalancesEOYAmt

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (3170 entries)

PropertyPropertyDescAcquiredAcquiredDtSoldSoldDtGross Sales PriceGrossSalesPriceAmtCost Or Other BasisCostOrOtherBasisAmtGain Or LossGainOrLossAmtGains Minus Excess Or LossesGainsMinusExcessOrLossesAmt
10235.33 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222021-01-01$10,235$10,375-$140-$140
40000. AMPHENOL CORP CALL 02/01/2025 UNSC2020-02-132021-01-04$42,202$39,932$2,270$2,270
20. HAMILTON LANE INC-CLASS A2018-03-012021-01-04$1,560$706$854$854
330. NCR CORP2021-01-04$11,855$7,083$4,772$4,772
120. NCR CORP2021-01-04$4,392$2,570$1,822$1,822
30. NCR CORP2020-08-102021-01-04$1,086$642$444$444
350. NCR CORP2021-01-04$12,686$7,490$5,196$5,196
30. NCR CORP2020-08-122021-01-04$1,079$641$438$438
20. SITIME CORP2019-11-212021-01-04$2,269$260$2,009$2,009
100. ENTEGRIS, INC2009-07-082021-01-05$9,568$261$9,307$9,307
150. HAMILTON LANE INC-CLASS A2018-03-012021-01-05$11,439$5,293$6,146$6,146
160. NCR CORP2021-01-05$5,841$3,416$2,425$2,425
160. NCR CORP2021-01-05$5,891$3,373$2,518$2,518
50. OMNICELL INC2010-08-122021-01-05$5,970$578$5,392$5,392
30. SITIME CORP2019-11-212021-01-05$3,376$390$2,986$2,986
25000. USA TREASURY NOTES 02.875% DUE 05/15/20282020-09-302021-01-05$28,909$29,252-$343-$343
20000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-01-05$23,152$23,303-$151-$151
60000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-01-05$65,487$65,625-$138-$138
40000. USA TREASURY NOTES 00.625% DUE 05/15/20302020-11-242021-01-05$38,952$39,173-$221-$221
150. AMERICAN EAGLE OUTFITTERS INC2014-01-222021-01-06$3,274$2,152$1,122$1,122
150. AZENTA INC2010-12-012021-01-06$10,199$1,137$9,062$9,062
330. LPL FINANCIAL HOLDINGS INC2021-01-06$35,982$20,425$15,557$15,557
100. OMNICELL INC2010-08-122021-01-06$12,014$1,156$10,858$10,858
60. PALOMAR HOLDINGS INC2020-03-162021-01-06$5,458$2,429$3,029$3,029
50. PALOMAR HOLDINGS INC2019-09-262021-01-06$4,549$1,825$2,724$2,724
50. SITIME CORP2019-11-212021-01-06$5,567$650$4,917$4,917
40. SITIME CORP2019-11-212021-01-06$4,453$520$3,933$3,933
100. ENTEGRIS, INC2009-07-082021-01-07$9,829$261$9,568$9,568
1. PFIZER INC XXX-XX-XXXX2001-01-012021-01-07$112$112$112
1. PFIZER INC XXX-XX-XXXX2001-01-012021-01-07$223$223$223
160. PACIRA BIOSCIENCES INC2021-01-07$10,859$6,873$3,986$3,986
370. PACIRA BIOSCIENCES INC2021-01-07$25,500$15,881$9,619$9,619
80. SITIME CORP2019-11-212021-01-07$9,572$1,040$8,532$8,532
90. SITIME CORP2019-11-212021-01-07$10,825$1,170$9,655$9,655
210. SITIME CORP2019-11-212021-01-07$25,448$2,730$22,718$22,718
75000. USA TREASURY NOTES 03.125% DUE 05/15/20482021-01-07$96,445$102,621-$6,176-$6,176
150. AMERICAN EAGLE OUTFITTERS INC2021-01-08$3,423$2,140$1,283$1,283
50. OMNICELL INC2010-08-122021-01-08$6,074$578$5,496$5,496
430. PACIRA BIOSCIENCES INC2020-01-082021-01-08$30,473$18,448$12,025$12,025
30. PACIRA BIOSCIENCES INC2019-07-112021-01-08$2,126$1,287$839$839
20. PACIRA BIOSCIENCES INC2020-01-082021-01-08$1,387$858$529$529
40. PACIRA BIOSCIENCES INC2019-07-112021-01-08$2,773$1,712$1,061$1,061
150. QUANEX BUILDING PRODUCTS2020-02-242021-01-08$3,833$2,858$975$975
105000. SANTANDER UK GROUP HLDGS SEDOL I2021-01-08$105,000$105,000
40. SITIME CORP2019-11-212021-01-08$5,080$520$4,560$4,560
10. SITIME CORP2019-11-212021-01-08$1,244$130$1,114$1,114
100. SITIME CORP2019-11-212021-01-08$12,055$1,300$10,755$10,755
50. TETRA TECH INC NEW COM2015-06-242021-01-08$6,603$1,304$5,299$5,299
786. CNOOC LTD SPON ADR2019-02-112021-01-11$70,573$129,064-$58,491-$58,491
25000. CARGILL INC SER 144A UNSC2020-04-202021-01-11$25,632$24,974$658$658
15000. ONEOK INC CALL 12/15/2025 COGT2020-05-042021-01-11$17,967$14,991$2,976$2,976
50000. T-MOBILE USA INC CALL 02/01/2021 COGT2021-01-11$51,173$50,140$1,033$1,033
55000. T-MOBILE USA INC SER 144A CALL 02/15/2022020-04-032021-01-11$62,066$55,190$6,876$6,876
5000. USA TREASURY NOTES 02.125% DUE 09/30/2022020-09-082021-01-11$5,072$5,071$1$1
60000. USA TREASURY NOTES 02.500% DUE 08/15/20232020-12-042021-01-11$63,591$63,573$18$18
50. ASGN INC2019-02-222021-01-12$4,520$3,354$1,166$1,166
30. ADVANCED ENERGY INDS INC2020-09-142021-01-12$3,418$1,839$1,579$1,579
180. ADVANCED ENERGY INDS INC2021-01-12$20,506$11,118$9,388$9,388
50000. BRISTOL-MYERS SQUIBB CO CALL 05/13/2050 UNSC2020-11-092021-01-12$48,882$49,854-$972-$972
50. ENTEGRIS, INC2009-07-082021-01-12$5,191$130$5,061$5,061
114153.748 FEDERAL NATL MTG ASSN POOL BP58042020-07-102021-01-12$119,594$119,529$65$65
30000. MORGAN STANLEY SER GMTN CALL 12/20/22 @2020-01-162021-01-12$30,125$30,000$125$125
70000. PROLOGIS LP CALL 01/15/2030 UNSC2021-01-12$73,777$71,186$2,591$2,591
180000. USA TREASURY NOTES 02.375% DUE 08/15/20242021-01-12$193,317$193,691-$374-$374
35000. USA TREASURY NOTE 01.875% DUE 01/31/20222020-12-082021-01-12$35,648$35,642$6$6
25000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-01-112021-01-12$26,494$26,496-$2-$2
70. ADVANCED ENERGY INDS INC2019-11-012021-01-13$7,918$4,290$3,628$3,628
50. ENTEGRIS, INC2009-07-082021-01-13$5,258$130$5,128$5,128
113740.362 FEDERAL NATL MTG ASSN POOL AL26102014-03-142021-01-13$119,165$114,273$4,892$4,892
65000. O&;REILLY AUTOMOTIVE INC CALL 12/15/2030 UNSC2021-01-13$64,262$64,719-$457-$457
30. PACIRA BIOSCIENCES INC2019-07-112021-01-13$2,176$1,284$892$892
390. PACIRA BIOSCIENCES INC2019-07-112021-01-13$28,185$16,688$11,497$11,497
65000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-01-122021-01-13$74,389$74,282$107$107
5000. USA TREASURY NOTES 02.375% DUE 05/15/20272020-12-042021-01-13$5,524$5,547-$23-$23
35000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-01-13$38,667$35,951$2,716$2,716
300. URBAN OUTFITTERS INC2021-01-13$8,718$11,638-$2,920-$2,920
150. AEROJET ROCKETDYNE HLDGS INC2020-09-092021-01-14$8,007$6,079$1,928$1,928
50. ADVANCED ENERGY INDS INC2021-01-14$5,856$3,048$2,808$2,808
120000. BOEING CO CALL 04/01/2023 UNSC2020-05-042021-01-14$129,184$120,699$8,485$8,485
30000. ENERGY TRANSFER PARTNERS CALL 12/15/20242021-01-14$32,863$29,239$3,624$3,624
150. GIBRALTAR INDUSTRIES INC2020-03-182021-01-14$14,150$5,044$9,106$9,106
70. PACIRA BIOSCIENCES INC2019-07-112021-01-14$5,393$2,995$2,398$2,398
10. PACIRA BIOSCIENCES INC2019-07-112021-01-14$770$428$342$342
340. PACIRA BIOSCIENCES INC2021-01-14$26,177$14,545$11,632$11,632
70. PACIRA BIOSCIENCES INC2021-01-14$5,356$2,992$2,364$2,364
130. REPLIGEN CORP2019-12-092021-01-14$27,906$11,773$16,133$16,133
327. TEMENOS AG ADR SEDOL B96QTM92020-05-262021-01-14$41,813$50,106-$8,293-$8,293
258. TEMENOS AG ADR SEDOL B96QTM92021-01-14$32,990$35,989-$2,999-$2,999
220. TEXAS ROADHOUSE INC2020-06-182021-01-14$17,761$11,654$6,107$6,107
310. TEXAS ROADHOUSE INC2020-06-182021-01-14$25,038$16,421$8,617$8,617
45000. USA TREASURY NOTE 04.500% DUE 02/15/20362021-01-14$64,513$67,674-$3,161-$3,161
85000. USA TREASURY NTS 02.375% DUE 05/15/20292021-01-14$94,516$97,197-$2,681-$2,681
50. ADVANCED ENERGY INDS INC2020-02-252021-01-15$5,743$3,030$2,713$2,713
10. ADVANCED ENERGY INDS INC2019-11-212021-01-15$1,149$609$540$540
2107.45 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212021-01-15$2,107$2,107
6840.91 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302021-01-15$6,841$6,839$2$2
105000. MORGAN STANLEY SER GMTN UNSC2017-12-182021-01-15$119,375$108,213$11,162$11,162
5000. MORGAN STANLEY SER GMTN UNSC2018-10-042021-01-15$5,690$4,953$737$737
440. TEXAS ROADHOUSE INC2021-01-15$35,075$22,469$12,606$12,606
30. TEXAS ROADHOUSE INC2020-07-132021-01-15$2,375$1,511$864$864
370. TEXAS ROADHOUSE INC2021-01-15$29,337$18,579$10,758$10,758
30000. USA TREASURY NTS 02.375% DUE 05/15/20292021-01-15$33,448$34,245-$797-$797
115000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-01-15$127,241$114,284$12,957$12,957
7003.84 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A32019-04-092021-01-16$7,004$7,003$1$1
320. TEXAS ROADHOUSE INC2021-01-19$25,720$15,828$9,892$9,892
220. TEXAS ROADHOUSE INC2020-07-102021-01-19$17,723$10,880$6,843$6,843
110000. USA TREASURY NOTES TREASURY INFLATION PR2020-12-162021-01-20$132,339$130,667$1,672$1,672
6933.57 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 2012018-06-272021-01-20$6,934$6,933$1$1
75000. CITIGROUP INC SR UNSEC CALL 01/22/22 @ 12019-04-152021-01-21$77,023$75,065$1,958$1,958
50. ENTEGRIS, INC2009-07-082021-01-21$5,602$130$5,472$5,472
85000. FHLMC MULTIFAMILY STRUCTURED P SERIES K067 CLASS A22020-03-102021-01-21$96,545$94,355$2,190$2,190
70000. FHLMC MULTIFAMILY STRUCTURED P SERIES K067 CLASS A22017-11-172021-01-21$79,507$71,336$8,171$8,171
55000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-01-21$60,820$54,065$6,755$6,755
150. MSG NETWORKS INC MERGED 07/09/20212017-09-282021-01-22$2,235$3,183-$948-$948
330. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2021-01-22$15,992$4,429$11,563$11,563
300. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2018-07-272021-01-22$14,571$4,026$10,545$10,545
500. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2018-07-272021-01-22$24,224$6,709$17,515$17,515
430. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2018-07-272021-01-22$20,840$5,770$15,070$15,070
50. TETRA TECH INC NEW COM2015-06-242021-01-22$7,020$1,304$5,716$5,716
70. TIMKEN COMPANY2019-04-022021-01-22$5,848$3,186$2,662$2,662
270. TIMKEN COMPANY2019-04-022021-01-22$22,555$12,290$10,265$10,265
70. TIMKEN COMPANY2019-04-022021-01-22$5,859$3,186$2,673$2,673
30. ADVANCED ENERGY INDS INC2020-02-252021-01-25$3,551$1,818$1,733$1,733
170. FIBROGEN INC2021-01-25$8,280$7,340$940$940
110. FIBROGEN INC2020-09-282021-01-25$5,339$4,740$599$599
320. FIBROGEN INC2021-01-25$15,481$13,789$1,692$1,692
340. TIMKEN COMPANY2021-01-25$26,880$15,421$11,459$11,459
50. TIMKEN COMPANY2019-10-212021-01-25$4,120$2,251$1,869$1,869
90000. USA TREASURY NOTES 02.250% DUE 11/15/20252020-06-292021-01-25$97,998$98,247-$249-$249
50000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-01-212021-01-25$55,479$55,292$187$187
13.371 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2020-05-262021-01-25$28,463$17,843$10,620$10,620
400. MSG NETWORKS INC MERGED 07/09/20212021-01-26$6,521$8,428-$1,907-$1,907
25000. TIME WARNER ENTMT CO SR DEB2019-06-252021-01-26$29,092$27,749$1,343$1,343
210. TIMKEN COMPANY2019-10-212021-01-26$16,811$9,453$7,358$7,358
200. TIMKEN COMPANY2019-10-212021-01-26$15,823$9,002$6,821$6,821
30. TIMKEN COMPANY2019-10-212021-01-26$2,383$1,350$1,033$1,033
200. TURTLE BEACH CORP2021-01-26$5,573$1,719$3,854$3,854
55000. USA TREASURY NOTES 02.375% DUE 08/15/20242020-11-242021-01-26$59,187$59,094$93$93
140. CHEESECAKE FACTORY INC2021-01-152021-01-27$7,093$5,835$1,258$1,258
580. CHEESECAKE FACTORY INC2021-01-27$28,975$23,895$5,080$5,080
110317. FEDERAL NATL MTG ASSN POOL MA40952020-07-142021-01-27$115,255$114,408$847$847
150. MSG NETWORKS INC MERGED 07/09/20212017-09-272021-01-27$2,537$3,158-$621-$621
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210. ADVANCED ENERGY INDS INC2021-01-28$22,560$12,703$9,857$9,857
80. ADVANCED ENERGY INDS INC2021-01-28$8,594$4,818$3,776$3,776
380. CHEESECAKE FACTORY INC2021-01-28$18,994$15,155$3,839$3,839
75000. JPMORGAN CHASE & CO SR UNSEC CALL 04/23/2023 @ 1002019-01-232021-01-28$80,057$74,623$5,434$5,434
500. MSG NETWORKS INC MERGED 07/09/20212021-01-28$8,858$10,402-$1,544-$1,544
150. TURTLE BEACH CORP2019-11-252021-01-28$4,350$1,234$3,116$3,116
90000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-01-202021-01-28$103,430$103,233$197$197
125000. USA TREASURY NOTE 01.875% DUE 01/31/20222021-01-28$127,251$127,196$55$55
200000. USA TREASURY NOTE 01.875% DUE 01/31/20222021-01-28$203,594$203,527$67$67
50. WILLIAMS SONOMA INC2017-07-122021-01-28$7,299$2,280$5,019$5,019
350. HOPE BANCORP INC2021-01-29$3,954$6,275-$2,321-$2,321
190. KULICKE & SOFFA INDUSTRIES INC2020-12-072021-01-29$6,870$6,284$586$586
40. KULICKE & SOFFA INDUSTRIES INC2020-12-072021-01-29$1,468$1,323$145$145
190. KULICKE & SOFFA INDUSTRIES INC2021-01-29$6,864$6,261$603$603
350. MSG NETWORKS INC MERGED 07/09/20212021-01-29$6,103$7,064-$961-$961
30. SCIENCE APPLICATIONS INTE-WI2020-12-042021-01-29$2,911$2,922-$11-$11
20. SCIENCE APPLICATIONS INTE-WI2020-12-042021-01-29$1,923$1,948-$25-$25
200. TURTLE BEACH CORP2020-03-192021-01-29$5,865$882$4,983$4,983
75000. USA TREASURY NOTE 01.875% DUE 01/31/20222021-01-212021-01-29$76,330$76,325$5$5
784.52 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182021-01-31$785$833-$48-$48
1031.74 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022021-01-31$1,032$1,103-$71-$71
1408.76 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142021-01-31$1,409$1,465-$56-$56
2057.29 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112021-01-31$2,057$2,127-$70-$70
2934.42 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072021-01-31$2,934$3,081-$147-$147
2394.36 FEDERAL HOME LOAN MTG CORP POOL SD01642020-08-252021-01-31$2,394$2,548-$154-$154
912.32 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112021-01-31$912$943-$31-$31
4410.66 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192021-01-31$4,411$4,666-$255-$255
3216.79 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292021-01-31$3,217$3,355-$138-$138
1311.93 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182021-01-31$1,312$1,362-$50-$50
540.72 FEDERAL NATL MTG ASSN POOL AL19482014-01-212021-01-31$541$561-$20-$20
870.85 FEDERAL NATL MTG ASSN POOL AL22422015-05-112021-01-31$871$925-$54-$54
1201.57 FEDERAL NATL MTG ASSN POOL AL31912015-04-282021-01-31$1,202$1,249-$47-$47
3581.85 FEDERAL NATL MTG ASSN POOL AO59402012-06-182021-01-31$3,582$3,738-$156-$156
1219.42 FEDERAL NATL MTG ASSN POOL AO76272012-11-052021-01-31$1,219$1,254-$35-$35
881.7 FEDERAL NATL MTG ASSN POOL AP04952015-05-122021-01-31$882$916-$34-$34
4504.37 FEDERAL NATL MTG ASSN POOL AP21332014-11-192021-01-31$4,504$4,643-$139-$139
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1043.87 FEDERAL NATL MTG ASSN POOL AS38412015-05-202021-01-31$1,044$1,074-$30-$30
2486.47 FEDERAL NATL MTG ASSN POOL AS53852015-09-112021-01-31$2,486$2,635-$149-$149
1711.02 FEDERAL NATL MTG ASSN POOL AS61112016-04-152021-01-31$1,711$1,821-$110-$110
4312.49 FEDERAL NATL MTG ASSN POOL AS71552016-06-172021-01-31$4,312$4,442-$130-$130
3170.58 FEDERAL NATL MTG ASSN POOL AS73432017-06-282021-01-31$3,171$3,187-$16-$16
7993.33 FEDERAL NATL MTG ASSN POOL AT21272014-11-142021-01-31$7,993$8,014-$21-$21
1937.89 FEDERAL NATL MTG ASSN POOL AT78992015-09-152021-01-31$1,938$2,002-$64-$64
55.66 FEDERAL NATL MTG ASSN POOL 7250422005-05-122021-01-31$56$56
22.19 FEDERAL NATL MTG ASSN POOL 7287092003-12-182021-01-31$22$23-$1-$1
27.61 FEDERAL NATL MTG ASSN POOL 7351412005-04-292021-01-31$28$28
180.73 FEDERAL NATL MTG ASSN POOL 7391872003-09-102021-01-31$181$182-$1-$1
91.7 FEDERAL NATL MTG ASSN POOL 7450872006-06-082021-01-31$92$89$3$3
16.6 FEDERAL NATL MTG ASSN POOL 8142602005-03-102021-01-31$17$17
4720.76 FEDERAL NATL MTG ASSN POOL BC44422018-09-142021-01-31$4,721$4,534$187$187
3573.63 FEDERAL NATL MTG ASSN POOL BM32602018-10-042021-01-31$3,574$3,494$80$80
224.27 FEDERAL NATL MTG ASSN POOL BM39542018-06-062021-01-31$224$220$4$4
2286.28 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122021-01-31$2,286$2,338-$52-$52
90.39 FEDERAL NATL MTG ASSN POOL BR26192021-01-252021-01-31$90$94-$4-$4
10260.05 FEDERAL NATL MTG ASSN POOL CA44272019-11-082021-01-31$10,260$10,382-$122-$122
6663.73 FEDERAL NATL MTG ASSN POOL CA53852020-10-092021-01-31$6,664$7,272-$608-$608
5550.69 FEDERAL NATL MTG ASSN POOL CA48602019-12-062021-01-31$5,551$5,656-$105-$105
1479.34 FEDERAL NATL MTG ASSN POOL CA66382020-12-102021-01-31$1,479$1,558-$79-$79
468.18 FEDERAL NATL MTG ASSN POOL CA69432020-08-252021-01-31$468$485-$17-$17
218.86 FEDERAL NATL MTG ASSN POOL CA77342020-11-202021-01-31$219$231-$12-$12
3953.83 FEDERAL NATL MTG ASSN POOL FM00082019-09-192021-01-31$3,954$4,098-$144-$144
3338.67 FEDERAL NATL MTG ASSN POOL FM12212019-09-192021-01-31$3,339$3,454-$115-$115
3337.25 FEDERAL NATL MTG ASSN POOL FM35222020-07-242021-01-31$3,337$3,544-$207-$207
806.78 FEDERAL NATL MTG ASSN POOL FM33282020-09-182021-01-31$807$849-$42-$42
5150.87 FEDERAL NATL MTG ASSN POOL FM40842020-09-102021-01-31$5,151$5,425-$274-$274
1334.67 FEDERAL NATL MTG ASSN POOL FM41382020-09-172021-01-31$1,335$1,408-$73-$73
1961.58 FEDERAL NATL MTG ASSN POOL FM53282021-01-122021-01-31$1,962$2,012-$50-$50
2638.33 FEDERAL NATL MTG ASSN POOL AB18452019-12-272021-01-31$2,638$2,816-$178-$178
951.18 FEDERAL NATL MTG ASSN POOL AB20772011-04-152021-01-31$951$939$12$12
2873.5 FEDERAL NATL MTG ASSN POOL AB45252012-05-162021-01-31$2,874$3,026-$152-$152
4465.45 FEDERAL NATL MTG ASSN POOL AB78592013-07-112021-01-31$4,465$4,476-$11-$11
1276.34 FEDERAL NATL MTG ASSN POOL AC36682010-10-052021-01-31$1,276$1,321-$45-$45
849.35 FEDERAL NATL MTG ASSN POOL MA05622014-02-102021-01-31$849$905-$56-$56
1592.15 FEDERAL NATL MTG ASSN POOL MA12362014-09-042021-01-31$1,592$1,630-$38-$38
2634.91 FEDERAL NATL MTG ASSN POOL MA14302015-05-122021-01-31$2,635$2,659-$24-$24
2087.61 FEDERAL NATL MTG ASSN POOL MA15252016-03-092021-01-31$2,088$2,169-$81-$81
2377.23 FEDERAL NATL MTG ASSN POOL MA26712016-10-282021-01-31$2,377$2,490-$113-$113
5883.74 FEDERAL NATL MTG ASSN POOL MA28032017-10-192021-01-31$5,884$5,910-$26-$26
654.06 FEDERAL NATL MTG ASSN POOL MA41572020-10-092021-01-31$654$658-$4-$4
841.31 FEDERAL NATL MTG ASSN POOL MA42102020-11-202021-01-31$841$883-$42-$42
1038.27 FEDERAL NATL MTG ASSN POOL MA42612021-01-272021-01-31$1,038$1,086-$48-$48
1310.86 FEDERAL NATL MTG ASSN POOL AD71342010-07-212021-01-31$1,311$1,379-$68-$68
266.88 FEDERAL NATL MTG ASSN POOL AD63692010-06-222021-01-31$267$274-$7-$7
1868.87 FEDERAL NATL MTG ASSN POOL AE09812011-10-172021-01-31$1,869$1,892-$23-$23
1047.62 GOVT NATL MTG ASSN POOL AA82732012-08-282021-01-31$1,048$1,126-$78-$78
1938.42 GOVT NATL MTG ASSN POOL 7443712012-02-162021-01-31$1,938$2,083-$145-$145
390. ADTRAN INC2021-02-01$6,717$4,979$1,738$1,738
30. BLACK DIAMOND THERAPEUTICS I2020-11-242021-02-01$715$997-$282-$282
660. BLACK DIAMOND THERAPEUTICS I2021-02-01$15,902$21,847-$5,945-$5,945
8720.19 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222021-02-01$8,720$8,839-$119-$119
170. HAMILTON LANE INC-CLASS A2018-03-012021-02-01$13,202$5,999$7,203$7,203
150. KULICKE & SOFFA INDUSTRIES INC2021-02-01$5,657$4,918$739$739
420. KULICKE & SOFFA INDUSTRIES INC2021-02-01$15,347$13,495$1,852$1,852
60. KULICKE & SOFFA INDUSTRIES INC2020-12-042021-02-01$2,198$1,893$305$305
130. KULICKE & SOFFA INDUSTRIES INC2021-02-01$4,873$3,968$905$905
10. SCIENCE APPLICATIONS INTE-WI2020-12-042021-02-01$953$974-$21-$21
10. SCIENCE APPLICATIONS INTE-WI2020-12-042021-02-01$951$974-$23-$23
160. SCIENCE APPLICATIONS INTE-WI2020-12-042021-02-01$15,139$15,584-$445-$445
200. ADTRAN INC2021-02-02$3,362$2,446$916$916
480. BLACK DIAMOND THERAPEUTICS I2020-11-192021-02-02$11,582$15,855-$4,273-$4,273
110000. FHLMC MULTIFAMILY STRUCTURED P SERIES K067 CLASS A22021-02-02$125,237$108,216$17,021$17,021
40. HAMILTON LANE INC-CLASS A2018-03-012021-02-02$3,111$1,412$1,699$1,699
130. HAMILTON LANE INC-CLASS A2018-03-012021-02-02$10,197$4,587$5,610$5,610
90. HAMILTON LANE INC-CLASS A2018-03-012021-02-02$6,991$3,176$3,815$3,815
150. MSG NETWORKS INC MERGED 07/09/20212021-02-02$2,518$2,971-$453-$453
70. SCIENCE APPLICATIONS INTE-WI2021-02-02$6,589$6,789-$200-$200
50. SCIENCE APPLICATIONS INTE-WI2020-12-072021-02-02$4,708$4,832-$124-$124
115000. USA TREASURY NTS 02.375% DUE 05/15/20292021-02-02$128,180$130,884-$2,704-$2,704
35000. USA TREASURY NOTES 02.375% DUE 08/15/20242020-11-242021-02-02$37,640$37,592$48$48
40000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-02-02$43,500$43,643-$143-$143
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490. ADTRAN INC2021-02-03$8,272$5,760$2,512$2,512
60. ADTRAN INC2021-02-03$1,011$694$317$317
140. ADTRAN INC2021-02-03$2,348$1,612$736$736
360. BLACK DIAMOND THERAPEUTICS I2020-11-192021-02-03$9,657$11,891-$2,234-$2,234
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200. BLACK DIAMOND THERAPEUTICS I2020-11-182021-02-03$5,222$6,507-$1,285-$1,285
370. HAMILTON LANE INC-CLASS A2021-02-03$28,852$12,867$15,985$15,985
390. HAMILTON LANE INC-CLASS A2018-03-012021-02-03$30,159$13,358$16,801$16,801
190. HAMILTON LANE INC-CLASS A2018-03-012021-02-03$14,786$6,508$8,278$8,278
150. HOPE BANCORP INC2015-11-202021-02-03$1,725$2,428-$703-$703
50. SCIENCE APPLICATIONS INTE-WI2020-02-042021-02-03$4,656$4,563$93$93
50. SCIENCE APPLICATIONS INTE-WI2020-02-042021-02-03$4,657$4,563$94$94
50. VISTEON CORP2016-10-122021-02-03$6,845$3,483$3,362$3,362
320. ADTRAN INC2021-02-04$5,257$3,631$1,626$1,626
230. ADTRAN INC2021-02-04$3,786$2,502$1,284$1,284
30. ADTRAN INC2020-09-152021-02-04$477$324$153$153
20. ADTRAN INC2020-09-152021-02-04$331$216$115$115
30. ADTRAN INC2020-09-152021-02-04$469$324$145$145
200. BERKSHIRE HILLS BANCORP INC2015-11-192021-02-04$3,645$5,948-$2,303-$2,303
1. CITIGROUP INC2001-01-012021-02-04$69$69$69
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150. HOPE BANCORP INC2021-02-04$1,774$2,422-$648-$648
150. MSG NETWORKS INC MERGED 07/09/20212021-02-04$2,434$2,948-$514-$514
1. RAYONIER INC XXX-XX-XXXX2001-01-012021-02-04$42$42$42
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10. PALOMAR HOLDINGS INC2019-08-142021-02-04$1,100$340$760$760
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20. SCIENCE APPLICATIONS INTE-WI2020-02-042021-02-04$1,900$1,818$82$82
40000. USA TREASURY NOTES 02.375% DUE 08/15/20242020-11-242021-02-04$42,997$42,957$40$40
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20. ADTRAN INC2021-02-05$328$216$112$112
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20. SCIENCE APPLICATIONS INTE-WI2020-02-042021-02-05$1,909$1,818$91$91
30. SCIENCE APPLICATIONS INTE-WI2020-02-042021-02-05$2,877$2,726$151$151
40. SCIENCE APPLICATIONS INTE-WI2020-02-042021-02-05$3,810$3,635$175$175
160. ADTRAN INC2021-02-08$2,650$1,709$941$941
130. ADTRAN INC2021-02-08$2,164$1,375$789$789
30. ADTRAN INC2020-09-142021-02-08$500$315$185$185
100. ADVANCED ENERGY INDS INC2020-02-272021-02-08$11,522$5,990$5,532$5,532
100. ADVANCED ENERGY INDS INC2021-02-08$11,531$5,969$5,562$5,562
40. ADVANCED ENERGY INDS INC2019-10-312021-02-08$4,612$2,365$2,247$2,247
60. ADVANCED ENERGY INDS INC2019-10-312021-02-08$6,876$3,548$3,328$3,328
10. CHANGE HEALTHCARE INC2020-11-102021-02-08$238$168$70$70
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50. COMFORT SYS USA INC COM2021-02-08$3,153$2,210$943$943
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20000. USA TREASURY NOTES 02.250% DUE 11/15/20252020-08-272021-02-08$21,705$21,795-$90-$90
80. ADTRAN INC2021-02-09$1,359$840$519$519
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1340. CHANGE HEALTHCARE INC2021-02-09$31,793$22,423$9,370$9,370
50. COMFORT SYS USA INC COM2021-02-09$3,256$2,113$1,143$1,143
40. SCIENCE APPLICATIONS INTE-WI2020-02-042021-02-09$3,878$3,635$243$243
160. SCIENCE APPLICATIONS INTE-WI2021-02-09$15,625$14,464$1,161$1,161
50000. USA TREASURY NOTES 01.625% DUE 05/15/20262021-01-282021-02-09$52,867$52,970-$103-$103
490. ADTRAN INC2021-02-10$7,983$5,113$2,870$2,870
50. ADTRAN INC2021-02-10$821$520$301$301
487. AMERISOURCEBERGEN CORP2020-04-302021-02-10$51,952$43,713$8,239$8,239
100000. BANK OF AMERICA SER MTN CALL 10/24/2023 @ 1002020-10-162021-02-10$100,981$100,000$981$981
2220. CHANGE HEALTHCARE INC2021-02-10$52,676$37,142$15,534$15,534
1132. EDWARDS LIFESCIENCES CORP2019-09-042021-02-10$97,292$83,047$14,245$14,245
18. EDWARDS LIFESCIENCES CORP2019-09-042021-02-10$1,548$1,321$227$227
10. SCIENCE APPLICATIONS INTE-WI2020-02-032021-02-10$969$898$71$71
440. VERTEX PHARMACEUTICALS INC2020-06-112021-02-10$93,715$120,943-$27,228-$27,228
308. AMERISOURCEBERGEN CORP2021-02-11$32,363$26,630$5,733$5,733
12. AMERISOURCEBERGEN CORP2020-05-012021-02-11$1,271$1,032$239$239
50. COHERENT INC MERGED 07/05/22 @ $220.00 P/S2020-06-302021-02-11$11,299$6,527$4,772$4,772
284. ESSILOR INTL ADR2020-03-182021-02-11$22,713$15,484$7,229$7,229
1595. ESSILOR INTL ADR2021-02-11$127,563$108,279$19,284$19,284
301. EXPERIAN PLC SPON ADR2020-03-182021-02-11$10,695$7,282$3,413$3,413
2900. EXPERIAN PLC SPON ADR2021-02-11$103,038$61,233$41,805$41,805
230. HOWARD HUGHES CORP THE-W I2020-06-102021-02-11$23,061$13,813$9,248$9,248
90. HOWARD HUGHES CORP THE-W I2020-06-102021-02-11$9,091$5,405$3,686$3,686
40. SCIENCE APPLICATIONS INTE-WI2021-02-11$3,915$3,588$327$327
50. SCIENCE APPLICATIONS INTE-WI2020-02-032021-02-11$4,874$4,473$401$401
150. STRIDE INC2020-10-302021-02-11$4,222$3,629$593$593
55000. USA TREASURY NOTE 01.875% DUE 01/31/20222021-01-132021-02-11$55,952$55,926$26$26
25000. USA TREASURY NOTES 00.625% DUE 05/15/20302020-11-242021-02-11$23,971$24,483-$512-$512
330. ADTRAN INC2021-02-12$5,432$3,413$2,019$2,019
10. ADTRAN INC2020-09-282021-02-12$165$103$62$62
280. AMERISOURCEBERGEN CORP2020-05-012021-02-12$29,323$24,071$5,252$5,252
1110. CHANGE HEALTHCARE INC2021-02-12$26,320$18,530$7,790$7,790
75. COHERENT INC MERGED 07/05/22 @ $220.00 P/S2021-02-12$19,362$9,587$9,775$9,775
60000. EXXON MOBIL CORPORATION CALL 07/15/2030 UNSC2020-04-132021-02-12$64,045$60,000$4,045$4,045
20. HOWARD HUGHES CORP THE-W I2020-06-102021-02-12$2,012$1,201$811$811
440. HOWARD HUGHES CORP THE-W I2021-02-12$44,330$26,155$18,175$18,175
20000. MASTERCARD INC CALL 09/26/2049 UNSC2021-02-12$24,315$20,581$3,734$3,734
120000. SUMITOMO MITSUI FINL GRP SEDOL I2018-01-092021-02-12$126,314$120,000$6,314$6,314
630. 2U INC2021-02-12$34,521$16,009$18,512$18,512
180. 2U INC2020-05-042021-02-12$9,914$4,465$5,449$5,449
30. 2U INC2020-05-042021-02-12$1,632$744$888$888
90. 2U INC2020-05-042021-02-12$4,896$2,232$2,664$2,664
150. UNITED FIRE GROUP INC2021-02-12$4,611$4,081$530$530
20000. USA TREASURY NOTE 04.500% DUE 02/15/20362020-04-092021-02-12$28,115$29,978-$1,863-$1,863
25000. USA TREASURY NOTE 04.500% DUE 02/15/20362021-02-12$35,161$37,317-$2,156-$2,156
15000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-01-202021-02-12$17,116$17,193-$77-$77
60000. VALERO ENERGY CORP CALL 03/15/2025 UNSC2021-02-12$63,805$63,110$695$695
5507.82 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212021-02-15$5,508$5,507$1$1
7454.23 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302021-02-15$7,454$7,453$1$1
200. AXT INC2017-09-132021-02-16$2,523$1,697$826$826
70. ACCELERON PHARMA INC MERGED 11/19/2021 @ $180.00 P/S2020-11-062021-02-16$8,998$7,852$1,146$1,146
100. ACI WORLDWIDE INC2019-11-192021-02-16$4,100$3,586$514$514
60. ADTRAN INC2021-02-16$992$617$375$375
30. ADTRAN INC2020-10-012021-02-16$486$308$178$178
150. ADVANCED DRAINAGE SYSTEMS IN2020-02-192021-02-16$15,127$7,641$7,486$7,486
20. ADVANCED ENERGY INDS INC2020-09-112021-02-16$2,203$1,181$1,022$1,022
40. ADVANCED ENERGY INDS INC2019-10-312021-02-16$4,406$2,362$2,044$2,044
85. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD12020-03-182021-02-16$23,107$15,224$7,883$7,883
59. ALPHABET INC/CA-CL C2021-02-16$125,791$63,677$62,114$62,114
40. AMEDISYS INC2020-11-112021-02-16$12,222$9,747$2,475$2,475
900. APPLE INC2016-06-162021-02-16$120,039$21,812$98,227$98,227
60. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82021-02-16$9,629$3,999$5,630$5,630
888. BP PLC SPONSORED ADR2018-05-302021-02-16$20,533$40,385-$19,852-$19,852
685. BNP PARIBAS SPONSORED ADR2015-07-142021-02-16$19,644$21,109-$1,465-$1,465
130. BRP INC/CA- SUB VOTING SEDOL BCBR9732020-07-232021-02-16$9,902$5,701$4,201$4,201
180. BRP GROUP INC-A2021-02-16$5,166$5,317-$151-$151
71. BAIDU, INC. ADR2021-02-16$22,762$14,118$8,644$8,644
140. BERRY GLOBAL GROUP INC2016-01-132021-02-16$8,257$4,563$3,694$3,694
15. BIO RAD LABORATORIES INC CLASS A2021-02-16$9,871$3,725$6,146$6,146
40. BLACKLINE INC2020-09-282021-02-16$5,369$3,610$1,759$1,759
110. BLUEPRINT MEDICINES CORP2021-01-072021-02-16$10,479$11,532-$1,053-$1,053
130. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-02-16$5,886$6,882-$996-$996
50. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2019-12-162021-02-16$2,264$2,635-$371-$371
120. BRIDGEBIO PHARMA INC2020-10-092021-02-16$8,189$4,742$3,447$3,447
150. CHEESECAKE FACTORY INC2021-02-16$7,494$5,806$1,688$1,688
50. CHURCHILL DOWNS INC COM2020-09-242021-02-16$10,862$8,139$2,723$2,723
1434. DANONE SPONS ADR2021-02-16$19,093$21,720-$2,627-$2,627
2. DASSAULT SYSTEMS SA SPON ADR2020-03-182021-02-16$458$249$209$209
81. DASSAULT SYSTEMS SA SPON ADR2021-02-16$18,560$3,442$15,118$15,118
1157. DEUTSCHE BOERSE AG UNSPN ADR2020-05-062021-02-16$19,305$18,291$1,014$1,014
1062. EQUINOR ASA SPONSORED ADR SEDOL BF4K3J02021-02-16$19,425$26,312-$6,887-$6,887
691. FANUC CORP ADR2021-02-16$18,953$12,294$6,659$6,659
40. FATE THERAPEUTICS INC2018-04-262021-02-16$4,120$480$3,640$3,640
110. FIBROGEN INC2020-10-232021-02-16$5,960$4,740$1,220$1,220
360. FIRST HORIZON CORPORATION2021-01-142021-02-16$5,704$5,559$145$145
40. FIVE BELOW2019-01-182021-02-16$7,633$4,884$2,749$2,749
7817. FOX CORP - CLASS A - W/I2021-02-16$248,133$291,785-$43,652-$43,652
6580.74 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A32019-04-092021-02-16$6,581$6,580$1$1
2547. GLENCORE PLC -UNSP ADR SEDOL B99L4152018-07-022021-02-16$20,334$23,361-$3,027-$3,027
100. HAEMONETICS CORP2021-02-16$13,331$10,934$2,397$2,397
130. HEXCEL CORP2020-11-242021-02-16$6,713$6,936-$223-$223
30. HOWARD HUGHES CORP THE-W I2020-06-122021-02-16$3,053$1,769$1,284$1,284
80. ITT INC2021-02-16$6,377$5,031$1,346$1,346
250. INSMED INC2021-02-16$10,328$7,004$3,324$3,324
70. INVITAE CORP2021-02-082021-02-16$3,608$3,582$26$26
670. IRONWOOD PHARMACEUTICALS INC2021-02-16$6,638$9,728-$3,090-$3,090
192. JD.COM INC-ADR ADR SEDOL BMM27D92017-10-242021-02-16$19,825$7,423$12,402$12,402
140. KULICKE & SOFFA INDUSTRIES INC2021-02-16$7,029$4,231$2,798$2,798
260. KULICKE & SOFFA INDUSTRIES INC2020-11-192021-02-16$13,182$7,856$5,326$5,326
186. L OREAL CO UNSPONSORED ADR2020-03-182021-02-16$14,007$8,895$5,112$5,112
68. L OREAL CO UNSPONSORED ADR2018-11-262021-02-16$5,121$3,166$1,955$1,955
40. LPL FINANCIAL HOLDINGS INC2018-04-202021-02-16$5,254$2,457$2,797$2,797
192. LVMH MOET HENNESSY LOUIS ADR2008-12-092021-02-16$24,961$2,399$22,562$22,562
70. LINCOLN ELECTRIC2018-09-242021-02-16$8,193$6,731$1,462$1,462
30. MSA SAFETY INC2018-06-012021-02-16$5,128$2,866$2,262$2,262
20. MADISON SQUARE GARDEN SPORTS CORP2020-12-042021-02-16$3,574$3,638-$64-$64
260. MERSANA THERAPEUTICS INC2020-12-312021-02-16$5,833$6,891-$1,058-$1,058
85000. MORGAN STANLEY SER GMTN CALL 12/20/22 @2020-01-162021-02-16$85,338$85,000$338$338
180. NCR CORP2020-08-272021-02-16$6,255$3,791$2,464$2,464
210. NATIONAL VISION HOLDINGS INC2021-02-16$10,659$8,221$2,438$2,438
50. NKARTA INC2021-02-102021-02-16$2,617$2,770-$153-$153
10. NOVAVAX INC2021-02-012021-02-16$2,859$2,682$177$177
257. NOVO NORDISK A S ADR2021-02-16$19,136$6,305$12,831$12,831
220. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2018-07-272021-02-16$10,893$2,952$7,941$7,941
230. ORBCOMM INC2021-02-16$2,010$1,649$361$361
110. PACIRA BIOSCIENCES INC2019-08-092021-02-16$8,345$4,701$3,644$3,644
60. PALOMAR HOLDINGS INC2019-08-142021-02-16$6,651$2,043$4,608$4,608
50. PRIMERICA INC2021-02-16$7,109$5,290$1,819$1,819
1948. RECRUIT HOLDINGS CO LTD-ADR ADR SEDOL BF43JH92020-03-062021-02-16$19,383$13,809$5,574$5,574
10. REPLIGEN CORP2019-12-092021-02-16$2,247$906$1,341$1,341
300. REPAY HOLDINGS CORP2021-01-142021-02-16$7,474$7,499-$25-$25
110. ROCKET PHARMACEUTICALS INC2021-02-16$6,151$5,778$373$373
572. SAFRAN SA UNSPON ADR2021-02-16$18,808$15,622$3,186$3,186
50. SAIA INC2021-02-16$10,345$5,811$4,534$4,534
144. SAP SE SPONSORED ADR2020-03-182021-02-16$18,869$13,840$5,029$5,029
50. SCIENCE APPLICATIONS INTE-WI2020-02-032021-02-16$4,773$4,473$300$300
10. SCIENCE APPLICATIONS INTE-WI2020-02-032021-02-16$941$895$46$46
90. SHIFT4 PAYMENTS INC-CLASS A2020-12-032021-02-16$7,428$4,995$2,433$2,433
237. SIEMENS AG SPONSORED ADR2016-06-062021-02-16$18,822$12,920$5,902$5,902
180. SILICON MOTION TECHNOL ADR2021-02-16$11,307$8,375$2,932$2,932
200. SPIRIT REALTY CAPITAL INC2021-02-16$8,274$7,880$394$394
50. SYNAPTICS INC2021-02-052021-02-16$6,678$5,996$682$682
400. TAIWAN SEMICONDUCTOR MTG CO ADR2020-03-182021-02-16$56,158$17,778$38,380$38,380
90. TANDEM DIABETES CARE INC2020-11-062021-02-16$9,369$10,008-$639-$639
353. TENCENT HOLDINGS LTD UNSPON ADR2020-03-182021-02-16$34,159$15,148$19,011$19,011
130. TIMKEN COMPANY2021-02-16$9,655$5,850$3,805$3,805
80. TOPBUILD CORP2019-02-052021-02-16$17,450$4,365$13,085$13,085
100. TREX INC COM2018-11-012021-02-16$10,644$3,243$7,401$7,401
80. TURNING POINT THERAPEUTICS I2020-11-162021-02-16$10,398$8,261$2,137$2,137
100. 2U INC2020-05-042021-02-16$5,870$2,480$3,390$3,390
1093. VALE S.A. COMMON NEW ADR2018-10-192021-02-16$19,503$16,805$2,698$2,698
320. VIAVI SOLUTIONS INC -W/I2021-02-16$5,420$3,623$1,797$1,797
80. WNS HOLDINGS LTD ADR2021-02-112021-02-16$6,113$6,058$55$55
30. WEX INC2017-12-192021-02-16$6,836$4,142$2,694$2,694
820. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2021-02-122021-02-16$9,528$9,603-$75-$75
140. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2021-02-16$6,004$6,486-$482-$482
60. ICON PLC SEDOL B94G4712020-03-182021-02-16$12,753$6,434$6,319$6,319
200. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-042021-02-16$6,036$6,434-$398-$398
40. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-02-16$6,219$5,756$463$463
77. ASML HOLDING NV-NY SEDOL B908F012021-02-16$46,641$2,915$43,726$43,726
98. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN72019-01-242021-02-16$19,207$8,252$10,955$10,955
150. AXT INC2021-02-17$1,870$1,272$598$598
200. ABERCROMBIE & FITCH CO CL A2015-11-192021-02-17$5,224$3,900$1,324$1,324
150. AEROJET ROCKETDYNE HLDGS INC2020-03-192021-02-17$7,833$5,683$2,150$2,150
10. KULICKE & SOFFA INDUSTRIES INC2020-11-192021-02-17$505$302$203$203
430. KULICKE & SOFFA INDUSTRIES INC2021-02-17$21,659$12,988$8,671$8,671
60. KULICKE & SOFFA INDUSTRIES INC2021-02-17$3,044$1,801$1,243$1,243
200. MAGNACHIP SEMICONDUCT2020-05-072021-02-17$3,981$2,383$1,598$1,598
50. ONTO INNOVATION INC2020-02-142021-02-17$3,219$1,970$1,249$1,249
10. SCIENCE APPLICATIONS INTE-WI2020-02-032021-02-17$949$895$54$54
10. SCIENCE APPLICATIONS INTE-WI2020-02-032021-02-17$949$895$54$54
180. ADTRAN INC2021-02-18$2,812$1,848$964$964
820. ADTRAN INC2021-02-18$12,837$8,331$4,506$4,506
60. FIBROGEN INC2020-10-232021-02-18$3,180$2,585$595$595
120. HOWARD HUGHES CORP THE-W I2021-02-18$11,764$6,987$4,777$4,777
20. PACIRA BIOSCIENCES INC2020-03-032021-02-18$1,480$826$654$654
200. PACIRA BIOSCIENCES INC2021-02-18$14,798$8,511$6,287$6,287
20. PACIRA BIOSCIENCES INC2020-03-032021-02-18$1,482$826$656$656
60. PACIRA BIOSCIENCES INC2020-03-032021-02-18$4,465$2,479$1,986$1,986
20. SCIENCE APPLICATIONS INTE-WI2020-02-032021-02-18$1,876$1,789$87$87
10. SCIENCE APPLICATIONS INTE-WI2020-02-032021-02-18$940$895$45$45
40. SCIENCE APPLICATIONS INTE-WI2020-02-032021-02-18$3,735$3,578$157$157
10. SCIENCE APPLICATIONS INTE-WI2020-02-032021-02-18$935$895$40$40
70000. USA TREASURY NTS 02.375% DUE 05/15/20292021-02-18$77,090$79,258-$2,168-$2,168
40000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-02-022021-02-18$43,891$44,225-$334-$334
150. AXT INC2017-12-062021-02-19$2,215$1,269$946$946
20. FIBROGEN INC2020-10-232021-02-19$1,059$862$197$197
90. FIBROGEN INC2021-02-19$4,759$3,875$884$884
210. HOWARD HUGHES CORP THE-W I2020-06-122021-02-19$20,860$12,196$8,664$8,664
50. LEIDOS HOLDINGS INC-W/I2020-03-192021-02-19$5,159$3,779$1,380$1,380
50. PALOMAR HOLDINGS INC2019-08-142021-02-19$5,110$1,702$3,408$3,408
240. PALOMAR HOLDINGS INC2021-02-19$24,466$7,574$16,892$16,892
30. SCIENCE APPLICATIONS INTE-WI2021-02-19$2,786$2,681$105$105
10. SCIENCE APPLICATIONS INTE-WI2020-02-032021-02-19$931$892$39$39
50. UNIVERSAL DISPLAY CORP2020-03-192021-02-19$11,134$5,352$5,782$5,782
6297.46 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 2012018-06-272021-02-20$6,297$6,297
150. ABERCROMBIE & FITCH CO CL A2015-11-192021-02-22$4,193$2,925$1,268$1,268
707. AKAMAI TECHNOLOGIES2020-06-112021-02-22$69,275$73,235-$3,960-$3,960
92. AKAMAI TECHNOLOGIES2020-06-112021-02-22$9,115$9,530-$415-$415
540. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-02-22$26,624$28,233-$1,609-$1,609
110. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2019-12-132021-02-22$5,330$5,680-$350-$350
35000. DOWDUPONT INC CALL 10/15/2023 UNSC2021-02-22$38,433$37,588$845$845
35000. DOWDUPONT INC CALL 10/15/2023 UNSC2020-06-042021-02-22$38,431$37,579$852$852
160. HOWARD HUGHES CORP THE-W I2021-02-22$15,999$9,261$6,738$6,738
150. LEIDOS HOLDINGS INC-W/I2020-03-192021-02-22$15,608$11,338$4,270$4,270
20. SCIENCE APPLICATIONS INTE-WI2020-02-032021-02-22$1,874$1,784$90$90
60. SCIENCE APPLICATIONS INTE-WI2020-02-032021-02-22$5,623$5,351$272$272
150. UNITED FIRE GROUP INC2020-09-042021-02-22$4,426$3,589$837$837
25000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-02-022021-02-22$27,315$27,636-$321-$321
244. UNITEDHEALTH GROUP INC COM2021-02-22$78,763$34,760$44,003$44,003
148. VEEVA SYSTEMS INC-CLASS A2019-01-302021-02-22$44,712$15,866$28,846$28,846
228.825 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2011-10-182021-02-22$500,000$202,407$297,593$297,593
125. AKAMAI TECHNOLOGIES2020-06-112021-02-23$12,130$12,948-$818-$818
146. AKAMAI TECHNOLOGIES2020-06-112021-02-23$14,157$15,123-$966-$966
810. BOOZ ALLEN HAMILTON HOLDING2018-12-112021-02-23$61,635$39,782$21,853$21,853
70. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2019-12-132021-02-23$3,283$3,615-$332-$332
130. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-02-23$6,065$6,649-$584-$584
932. DANONE SPONS ADR2020-03-182021-02-23$13,067$11,874$1,193$1,193
2919. DANONE SPONS ADR2021-02-23$40,924$36,489$4,435$4,435
50. ENTEGRIS, INC2009-07-082021-02-23$4,994$130$4,864$4,864
250. FIBROGEN INC2021-02-23$12,621$10,698$1,923$1,923
60. FIBROGEN INC2020-09-252021-02-23$3,013$2,536$477$477
1643. GLAXO WELLCOME PLC SPONSORED ADR2021-02-23$56,890$67,590-$10,700-$10,700
390. L3 HARRIS TECHNOLOGIES INC2019-08-272021-02-23$73,263$82,332-$9,069-$9,069
220. LOCKHEED MARTIN CORP2019-06-172021-02-23$75,201$76,602-$1,401-$1,401
200. MSG NETWORKS INC MERGED 07/09/20212021-02-23$3,563$3,847-$284-$284
220. PACIRA BIOSCIENCES INC2021-02-23$16,685$9,087$7,598$7,598
160. PACIRA BIOSCIENCES INC2021-02-23$12,146$6,606$5,540$5,540
20. PACIRA BIOSCIENCES INC2020-03-032021-02-23$1,494$825$669$669
70. PACIRA BIOSCIENCES INC2019-08-142021-02-23$5,228$2,738$2,490$2,490
30. PACIRA BIOSCIENCES INC2019-08-142021-02-23$2,274$1,173$1,101$1,101
30. SCIENCE APPLICATIONS INTE-WI2020-06-252021-02-23$2,716$2,261$455$455
30. SCIENCE APPLICATIONS INTE-WI2020-06-252021-02-23$2,749$2,261$488$488
20. SCIENCE APPLICATIONS INTE-WI2020-06-252021-02-23$1,838$1,508$330$330
10. SCIENCE APPLICATIONS INTE-WI2020-06-252021-02-23$896$754$142$142
75000. USA TREASURY NOTES 01.500% DUE 10/31/20242021-02-23$78,196$78,354-$158-$158
760. ALLSTATE CORP2019-10-032021-02-24$82,538$80,043$2,495$2,495
390. AMERICAN TOWER CORP-CL A - REIT2020-05-012021-02-24$87,812$91,316-$3,504-$3,504
300. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-02-24$13,853$15,176-$1,323-$1,323
60. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-02-24$2,771$3,038-$267-$267
350. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-02-24$16,097$17,644-$1,547-$1,547
88. CACI INTL INC CL A2020-04-142021-02-24$20,200$20,712-$512-$512
1363. COMCAST CORPORATION CL A2012-07-232021-02-24$72,752$21,444$51,308$51,308
638. COMCAST CORPORATION CL A2012-07-232021-02-24$33,949$10,037$23,912$23,912
200. COMCAST CORPORATION CL A2012-07-232021-02-24$10,642$3,147$7,495$7,495
100. FIBROGEN INC2020-09-252021-02-24$5,112$4,226$886$886
100000. MORGAN STANLEY SER GMTN CALL 12/20/22 @2020-01-162021-02-24$100,424$100,000$424$424
90. REPAY HOLDINGS CORP2021-01-142021-02-24$2,051$2,250-$199-$199
370. REPAY HOLDINGS CORP2021-01-142021-02-24$8,462$9,249-$787-$787
20. SCIENCE APPLICATIONS INTE-WI2020-06-252021-02-24$1,829$1,508$321$321
220. TOPBUILD CORP2021-02-24$44,270$11,998$32,272$32,272
55000. USA TREASURY NOTES 02.250% DUE 11/15/20252020-08-272021-02-24$59,353$59,891-$538-$538
15. AXT INC2017-12-062021-02-25$198$127$71$71
135. AXT INC2021-02-25$1,793$1,141$652$652
630. ACI WORLDWIDE INC2021-02-25$24,629$22,092$2,537$2,537
160. ACI WORLDWIDE INC2019-11-192021-02-25$6,168$5,578$590$590
60. ACI WORLDWIDE INC2019-11-192021-02-25$2,292$2,092$200$200
750. ACI WORLDWIDE INC2021-02-25$28,881$26,065$2,816$2,816
400. AEROJET ROCKETDYNE HLDGS INC2021-02-25$20,617$11,572$9,045$9,045
200000. BARCLAYS PLC SR UNSEC CALL 05/16/23 @ 102020-12-032021-02-25$215,346$214,690$656$656
5000. BP CAP MARKETS AMERICA SER * CALL 02/14/2020-12-162021-02-25$5,352$5,367-$15-$15
135000. BP CAP MARKETS AMERICA SER * CALL 02/14/2018-12-142021-02-25$144,511$132,390$12,121$12,121
302. CACI INTL INC CL A2021-02-25$68,446$70,422-$1,976-$1,976
70000. CHENIERE ENERGY PARTNERS SER WI CALL 10/2021-02-25$72,940$70,024$2,916$2,916
250. HAEMONETICS CORP2018-10-102021-02-25$32,310$26,913$5,397$5,397
50. HAEMONETICS CORP2021-02-25$6,468$5,278$1,190$1,190
15. HAEMONETICS CORP2020-11-042021-02-25$1,934$1,500$434$434
95. HAEMONETICS CORP2018-11-122021-02-25$12,250$10,014$2,236$2,236
50. HIBBETT INC2020-07-212021-02-25$3,450$1,379$2,071$2,071
100. HOWARD HUGHES CORP THE-W I2021-02-25$9,849$5,763$4,086$4,086
10. HOWARD HUGHES CORP THE-W I2020-06-122021-02-25$991$576$415$415
130. HOWARD HUGHES CORP THE-W I2021-02-25$12,636$7,440$5,196$5,196
400. PACIRA BIOSCIENCES INC2021-02-25$29,558$15,431$14,127$14,127
230. REPAY HOLDINGS CORP2021-02-25$5,089$5,703-$614-$614
20. REPAY HOLDINGS CORP2021-01-222021-02-25$445$493-$48-$48
520. REPAY HOLDINGS CORP2021-01-222021-02-25$11,465$12,813-$1,348-$1,348
560. REPAY HOLDINGS CORP2021-02-25$12,272$13,681-$1,409-$1,409
20. SCIENCE APPLICATIONS INTE-WI2020-06-252021-02-25$1,776$1,488$288$288
20. SCIENCE APPLICATIONS INTE-WI2020-06-252021-02-25$1,778$1,488$290$290
210. SCIENCE APPLICATIONS INTE-WI2021-02-25$18,700$15,422$3,278$3,278
190. TOPBUILD CORP2021-02-25$36,037$10,312$25,725$25,725
130000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-02-25$140,364$143,620-$3,256-$3,256
310. ACI WORLDWIDE INC2021-02-26$11,924$10,497$1,427$1,427
720. ACI WORLDWIDE INC2020-03-182021-02-26$27,544$17,064$10,480$10,480
630. ACI WORLDWIDE INC2019-11-182021-02-26$24,101$21,215$2,886$2,886
250. AEROJET ROCKETDYNE HLDGS INC2021-02-26$12,936$7,117$5,819$5,819
50. COMFORT SYS USA INC COM2020-04-292021-02-26$3,089$1,795$1,294$1,294
50. COMFORT SYS USA INC COM2019-07-262021-02-26$3,089$2,097$992$992
60000. HORMEL FOODS CORP CALL 03/11/2030 UNSC2021-02-26$58,858$60,079-$1,221-$1,221
30. HOWARD HUGHES CORP THE-W I2021-02-26$2,894$1,713$1,181$1,181
680. REPAY HOLDINGS CORP2021-02-26$14,871$16,409-$1,538-$1,538
930. REPAY HOLDINGS CORP2021-02-26$19,979$22,202-$2,223-$2,223
770. REPAY HOLDINGS CORP2021-02-26$16,643$16,140$503$503
50. REPAY HOLDINGS CORP2020-03-182021-02-26$1,097$770$327$327
170. SCIENCE APPLICATIONS INTE-WI2021-02-26$14,921$10,046$4,875$4,875
40. SCIENCE APPLICATIONS INTE-WI2020-03-182021-02-26$3,497$2,145$1,352$1,352
90. SCIENCE APPLICATIONS INTE-WI2020-03-182021-02-26$7,793$4,825$2,968$2,968
70. SCIENCE APPLICATIONS INTE-WI2020-03-182021-02-26$6,082$3,753$2,329$2,329
320. VIAVI SOLUTIONS INC -W/I2021-02-26$5,210$3,622$1,588$1,588
310. VIAVI SOLUTIONS INC -W/I2018-09-272021-02-26$5,119$3,508$1,611$1,611
870. VIAVI SOLUTIONS INC -W/I2021-02-26$14,114$9,835$4,279$4,279
110. VIAVI SOLUTIONS INC -W/I2018-09-112021-02-26$1,803$1,243$560$560
440. VIAVI SOLUTIONS INC -W/I2018-09-112021-02-26$7,186$4,971$2,215$2,215
1470. VIAVI SOLUTIONS INC -W/I2021-02-26$24,092$16,431$7,661$7,661
1802.21 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182021-02-28$1,802$1,913-$111-$111
2003.43 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022021-02-28$2,003$2,141-$138-$138
2739.93 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142021-02-28$2,740$2,849-$109-$109
2277.82 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112021-02-28$2,278$2,355-$77-$77
3404.53 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072021-02-28$3,405$3,573-$168-$168
4691.69 FEDERAL HOME LOAN MTG CORP POOL SD01642020-08-252021-02-28$4,692$4,992-$300-$300
1909.38 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112021-02-28$1,909$1,974-$65-$65
3967.61 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192021-02-28$3,968$4,197-$229-$229
3136.64 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292021-02-28$3,137$3,271-$134-$134
2374.88 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182021-02-28$2,375$2,466-$91-$91
573.47 FEDERAL NATL MTG ASSN POOL AL19482014-01-212021-02-28$573$594-$21-$21
4043.68 FEDERAL NATL MTG ASSN POOL AL22422015-05-112021-02-28$4,044$4,294-$250-$250
910.12 FEDERAL NATL MTG ASSN POOL AL31912015-04-282021-02-28$910$945-$35-$35
2889.74 FEDERAL NATL MTG ASSN POOL AO59402012-06-182021-02-28$2,890$3,015-$125-$125
1329.97 FEDERAL NATL MTG ASSN POOL AO76272012-11-052021-02-28$1,330$1,368-$38-$38
1838.16 FEDERAL NATL MTG ASSN POOL AP04952015-05-122021-02-28$1,838$1,910-$72-$72
5385.7 FEDERAL NATL MTG ASSN POOL AP21332014-11-192021-02-28$5,386$5,551-$165-$165
3955.33 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202021-02-28$3,955$4,112-$157-$157
719.25 FEDERAL NATL MTG ASSN POOL AS38412015-05-202021-02-28$719$740-$21-$21
1756.22 FEDERAL NATL MTG ASSN POOL AS53852015-09-112021-02-28$1,756$1,861-$105-$105
3568.44 FEDERAL NATL MTG ASSN POOL AS61112016-04-152021-02-28$3,568$3,798-$230-$230
2069.34 FEDERAL NATL MTG ASSN POOL AS71552016-06-172021-02-28$2,069$2,131-$62-$62
3476.8 FEDERAL NATL MTG ASSN POOL AS73432017-06-282021-02-28$3,477$3,495-$18-$18
9031.04 FEDERAL NATL MTG ASSN POOL AT21272014-11-142021-02-28$9,031$9,055-$24-$24
3349.65 FEDERAL NATL MTG ASSN POOL AT78992015-09-152021-02-28$3,350$3,461-$111-$111
54.61 FEDERAL NATL MTG ASSN POOL 7250422005-05-122021-02-28$55$55
154.56 FEDERAL NATL MTG ASSN POOL 7287092003-12-182021-02-28$155$157-$2-$2
26.16 FEDERAL NATL MTG ASSN POOL 7351412005-04-292021-02-28$26$26
314.65 FEDERAL NATL MTG ASSN POOL 7391872003-09-102021-02-28$315$316-$1-$1
55.27 FEDERAL NATL MTG ASSN POOL 7450872006-06-082021-02-28$55$54$1$1
124.41 FEDERAL NATL MTG ASSN POOL 8142602005-03-102021-02-28$124$125-$1-$1
8563.73 FEDERAL NATL MTG ASSN POOL BC44422018-09-142021-02-28$8,564$8,225$339$339
6007.16 FEDERAL NATL MTG ASSN POOL BM32602018-10-042021-02-28$6,007$5,872$135$135
216.32 FEDERAL NATL MTG ASSN POOL BM39542018-06-062021-02-28$216$212$4$4
1162.4 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122021-02-28$1,162$1,189-$27-$27
481.55 FEDERAL NATL MTG ASSN POOL BR26192021-01-252021-02-28$482$499-$17-$17
12545.81 FEDERAL NATL MTG ASSN POOL CA44272019-11-082021-02-28$12,546$12,694-$148-$148
4809.35 FEDERAL NATL MTG ASSN POOL CA53852020-10-092021-02-28$4,809$5,247-$438-$438
7143.37 FEDERAL NATL MTG ASSN POOL CA48602019-12-062021-02-28$7,143$7,278-$135-$135
6536.57 FEDERAL NATL MTG ASSN POOL CA66382020-12-102021-02-28$6,537$6,884-$347-$347
262.84 FEDERAL NATL MTG ASSN POOL CA69432020-08-252021-02-28$263$272-$9-$9
751.6 FEDERAL NATL MTG ASSN POOL CA77342020-11-202021-02-28$752$792-$40-$40
4591.56 FEDERAL NATL MTG ASSN POOL FM00082019-09-192021-02-28$4,592$4,759-$167-$167
5891.01 FEDERAL NATL MTG ASSN POOL FM12212019-09-192021-02-28$5,891$6,094-$203-$203
3876.96 FEDERAL NATL MTG ASSN POOL FM35222020-07-242021-02-28$3,877$4,116-$239-$239
2927.85 FEDERAL NATL MTG ASSN POOL FM33282020-09-182021-02-28$2,928$3,080-$152-$152
5071.73 FEDERAL NATL MTG ASSN POOL FM40842020-09-102021-02-28$5,072$5,341-$269-$269
1517.72 FEDERAL NATL MTG ASSN POOL FM41382020-09-172021-02-28$1,518$1,601-$83-$83
2291.5 FEDERAL NATL MTG ASSN POOL FM53282021-01-122021-02-28$2,292$2,350-$58-$58
1615.426 FEDERAL NATL MTG ASSN POOL FM56392021-02-182021-02-28$1,615$1,602$13$13
6236.43 FEDERAL NATL MTG ASSN POOL AB18452019-12-272021-02-28$6,236$6,656-$420-$420
1070.96 FEDERAL NATL MTG ASSN POOL AB20772011-04-152021-02-28$1,071$1,057$14$14
1765.98 FEDERAL NATL MTG ASSN POOL AB45252012-05-162021-02-28$1,766$1,859-$93-$93
1966.49 FEDERAL NATL MTG ASSN POOL AB78592013-07-112021-02-28$1,966$1,971-$5-$5
1470.13 FEDERAL NATL MTG ASSN POOL AC36682010-10-052021-02-28$1,470$1,521-$51-$51
1367.01 FEDERAL NATL MTG ASSN POOL MA05622014-02-102021-02-28$1,367$1,456-$89-$89
3514.57 FEDERAL NATL MTG ASSN POOL MA12362014-09-042021-02-28$3,515$3,598-$83-$83
2545.22 FEDERAL NATL MTG ASSN POOL MA14302015-05-122021-02-28$2,545$2,568-$23-$23
3656.7 FEDERAL NATL MTG ASSN POOL MA15252016-03-092021-02-28$3,657$3,800-$143-$143
2415.51 FEDERAL NATL MTG ASSN POOL MA26712016-10-282021-02-28$2,416$2,530-$114-$114
5693.93 FEDERAL NATL MTG ASSN POOL MA28032017-10-192021-02-28$5,694$5,719-$25-$25
702.33 FEDERAL NATL MTG ASSN POOL MA41572020-10-092021-02-28$702$707-$5-$5
1065.56 FEDERAL NATL MTG ASSN POOL MA42102020-11-202021-02-28$1,066$1,118-$52-$52
1413.79 FEDERAL NATL MTG ASSN POOL MA42612021-01-272021-02-28$1,414$1,479-$65-$65
1266.64 FEDERAL NATL MTG ASSN POOL AD71342010-07-212021-02-28$1,267$1,332-$65-$65
2095.58 FEDERAL NATL MTG ASSN POOL AD63692010-06-222021-02-28$2,096$2,154-$58-$58
1803.15 FEDERAL NATL MTG ASSN POOL AE09812011-10-172021-02-28$1,803$1,825-$22-$22
756.69 GOVT NATL MTG ASSN POOL AA82732012-08-282021-02-28$757$813-$56-$56
2036.56 GOVT NATL MTG ASSN POOL 7443712012-02-162021-02-28$2,037$2,188-$151-$151
45000. AMERICAN EXPRESS CO CALL 09/29/2024 UNSC2017-10-232021-03-01$48,713$44,972$3,741$3,741
7415.04 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222021-03-01$7,415$7,516-$101-$101
150. MSG NETWORKS INC MERGED 07/09/20212021-03-01$2,803$2,723$80$80
400. REPAY HOLDINGS CORP2020-03-182021-03-01$8,997$6,161$2,836$2,836
890. REPAY HOLDINGS CORP2021-03-01$20,019$10,745$9,274$9,274
55000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-03-01$59,656$60,339-$683-$683
300. VIAVI SOLUTIONS INC -W/I2018-11-072021-03-01$4,908$3,320$1,588$1,588
610. VIAVI SOLUTIONS INC -W/I2021-03-01$9,989$6,712$3,277$3,277
310. VIAVI SOLUTIONS INC -W/I2018-11-072021-03-01$5,058$3,388$1,670$1,670
187570.574 FEDERAL NATL MTG ASSN POOL FM56392021-02-182021-03-02$185,072$185,981-$909-$909
1320. FIBROGEN INC2021-03-02$46,922$54,975-$8,053-$8,053
320. FIBROGEN INC2021-03-02$11,160$13,091-$1,931-$1,931
590. FIBROGEN INC2021-03-02$20,619$23,981-$3,362-$3,362
90. REPAY HOLDINGS CORP2019-08-262021-03-02$2,170$1,081$1,089$1,089
2570. REPAY HOLDINGS CORP2021-03-02$63,637$30,639$32,998$32,998
90. REPAY HOLDINGS CORP2019-08-152021-03-02$2,244$1,056$1,188$1,188
310. REPAY HOLDINGS CORP2021-03-02$7,707$3,635$4,072$4,072
125. UNITED FIRE GROUP INC2021-03-02$3,876$2,567$1,309$1,309
1540. VIAVI SOLUTIONS INC -W/I2021-03-02$25,373$16,327$9,046$9,046
70. VIAVI SOLUTIONS INC -W/I2018-12-112021-03-02$1,155$717$438$438
100. AEROJET ROCKETDYNE HLDGS INC2018-03-292021-03-03$5,197$2,798$2,399$2,399
150. AMERICAN EAGLE OUTFITTERS INC2014-10-092021-03-03$3,852$2,133$1,719$1,719
25000. E.I. DU PONT DE NEMOURS CALL 05/15/2030 UNSC2020-05-132021-03-03$25,415$24,909$506$506
50. HOWARD HUGHES CORP THE-W I2020-06-112021-03-03$4,712$2,849$1,863$1,863
40. HOWARD HUGHES CORP THE-W I2020-06-112021-03-03$3,750$2,279$1,471$1,471
65000. LOUISIANA-PACIFIC CORP SER 144A CALL 03/15/20242021-02-252021-03-03$64,893$65,000-$107-$107
150. MSG NETWORKS INC MERGED 07/09/20212017-11-292021-03-03$2,862$2,713$149$149
623. TRANSUNION2019-10-032021-03-03$54,575$48,731$5,844$5,844
42. TRANSUNION2019-10-032021-03-03$3,698$3,285$413$413
55. UNITED FIRE GROUP INC2021-03-03$1,755$1,119$636$636
35000. USA TREASURY NTS 02.375% DUE 05/15/20292021-03-022021-03-03$37,927$38,167-$240-$240
25000. USA TREASURY NTS 02.375% DUE 05/15/20292021-03-022021-03-03$27,091$27,262-$171-$171
550. VIAVI SOLUTIONS INC -W/I2020-03-182021-03-03$8,860$5,422$3,438$3,438
990. VIAVI SOLUTIONS INC -W/I2021-03-03$15,949$10,020$5,929$5,929
40. VIAVI SOLUTIONS INC -W/I2020-03-182021-03-03$647$394$253$253
60. HOWARD HUGHES CORP THE-W I2020-06-112021-03-04$5,632$3,419$2,213$2,213
48000. LEVI STRAUSS & CO CALL 05/01/2020 UNSC2021-03-04$49,200$48,104$1,096$1,096
210. MARKETAXESS HLDGS INC2020-05-012021-03-04$106,471$95,429$11,042$11,042
515. TRANSUNION2019-10-032021-03-04$44,348$40,283$4,065$4,065
20. UNITED FIRE GROUP INC2011-02-032021-03-04$642$405$237$237
310. VIAVI SOLUTIONS INC -W/I2020-03-182021-03-04$4,909$3,056$1,853$1,853
80. VIAVI SOLUTIONS INC -W/I2020-03-182021-03-04$1,233$789$444$444
630. VIAVI SOLUTIONS INC -W/I2020-03-182021-03-04$9,974$6,210$3,764$3,764
170. VIAVI SOLUTIONS INC -W/I2020-03-182021-03-04$2,649$1,676$973$973
80. CHEESECAKE FACTORY INC2020-12-182021-03-05$4,483$3,016$1,467$1,467
380. CHEESECAKE FACTORY INC2021-03-05$20,687$14,306$6,381$6,381
50. CHEESECAKE FACTORY INC2020-12-182021-03-05$2,785$1,879$906$906
150. HOWARD HUGHES CORP THE-W I2021-03-05$13,618$8,538$5,080$5,080
70. HOWARD HUGHES CORP THE-W I2020-06-112021-03-05$6,276$3,958$2,318$2,318
10. HOWARD HUGHES CORP THE-W I2020-06-112021-03-05$908$565$343$343
30. HOWARD HUGHES CORP THE-W I2020-06-112021-03-05$2,714$1,689$1,025$1,025
120. HOWARD HUGHES CORP THE-W I2020-06-112021-03-05$10,798$6,756$4,042$4,042
200. UNITED FIRE GROUP INC2021-03-05$6,665$4,040$2,625$2,625
10. VIAVI SOLUTIONS INC -W/I2020-03-182021-03-05$156$99$57$57
160. VIAVI SOLUTIONS INC -W/I2020-03-182021-03-05$2,477$1,577$900$900
150. VIAVI SOLUTIONS INC -W/I2020-03-182021-03-05$2,295$1,479$816$816
200000. FORD MOTOR CREDIT CO LLC SR UNSEC2020-07-172021-03-08$203,040$201,736$1,304$1,304
25000. SPIRIT REALTY LP CALL 01/15/2028 COGT2021-02-222021-03-08$24,362$24,841-$479-$479
45000. USA TREASURY NOTES 03.125% DUE 05/15/20482021-03-08$52,590$61,133-$8,543-$8,543
30000. USA TREASURY NOTES 03.125% DUE 05/15/20482020-03-032021-03-08$35,060$39,680-$4,620-$4,620
100000. USA TREASURY NOTES 02.375% DUE 08/15/20242021-03-08$106,523$107,187-$664-$664
55000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-03-08$50,652$53,695-$3,043-$3,043
350. AMERICAN EAGLE OUTFITTERS INC2021-03-09$10,498$4,968$5,530$5,530
13. AIR PRODUCTS & CHEMICALS INC2019-12-162021-03-10$3,502$3,039$463$463
50. BERKSHIRE HATHAWAY INC CLASS B2016-05-042021-03-10$13,125$7,206$5,919$5,919
4. BLACKROCK INC2016-05-042021-03-10$2,927$1,413$1,514$1,514
45. BRISTOL MYERS SQUIBB CO2016-05-042021-03-10$2,725$3,172-$447-$447
51. CARMAX INC2016-05-042021-03-10$6,742$2,620$4,122$4,122
92. CISCO SYS INC COM2016-05-042021-03-10$4,465$2,430$2,035$2,035
32. DOLLAR TREE INC2016-05-042021-03-10$3,462$2,576$886$886
27. FEDEX CORPORATION2018-08-152021-03-10$7,001$6,539$462$462
10. HOME DEPOT INC COM2018-04-022021-03-10$2,646$1,729$917$917
20. LOWES COMPANIES INC2016-05-042021-03-10$3,353$1,517$1,836$1,836
20. MARTIN MARIETTA MATLS INC2018-08-072021-03-10$6,625$4,181$2,444$2,444
56. NESTLE S A SPONSORED ADR REPSTG REG SH2018-10-032021-03-10$6,057$4,693$1,364$1,364
13. NEW MARKET CORPORATION2020-12-092021-03-10$5,135$5,098$37$37
13. NORFOLK SOUTHN CORP COM2016-05-042021-03-10$3,367$1,151$2,216$2,216
11. O REILLY AUTOMOTIVE INC2016-05-042021-03-10$5,100$2,954$2,146$2,146
84. PFIZER INC COM2019-07-022021-03-10$2,903$3,504-$601-$601
5000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-03-022021-03-10$5,398$5,441-$43-$43
20000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-03-022021-03-10$21,592$21,763-$171-$171
30. VISA INC CLASS A SHARES2016-05-042021-03-10$6,612$2,305$4,307$4,307
50. AMN HEALTHCARE SERVICES2020-03-192021-03-11$3,804$3,479$325$325
25000. AMERICAN AIRLINES/AADVAN SEDOL BM8H783 ISIN US00253XAB732021-03-102021-03-11$26,406$25,000$1,406$1,406
200. GLATFELTER CORP2018-11-022021-03-11$3,638$3,709-$71-$71
260939.18 TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSI2020-03-112021-03-11$260,939$260,939
50. AMN HEALTHCARE SERVICES2020-03-232021-03-12$3,952$3,197$755$755
150. AXT INC2017-07-272021-03-12$2,049$1,263$786$786
200. STRIDE INC2021-03-12$5,784$4,521$1,263$1,263
110. UNITED FIRE GROUP INC2021-03-12$3,912$2,219$1,693$1,693
55000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-03-12$59,170$59,635-$465-$465
15000. USA TREASURY NOTES 02.375% DUE 05/15/20272019-02-072021-03-12$16,137$14,743$1,394$1,394
4919.81 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212021-03-15$4,920$4,919$1$1
6638.09 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302021-03-15$6,638$6,637$1$1
450. INSMED INC2020-08-062021-03-15$17,040$12,600$4,440$4,440
560. INSMED INC2021-03-15$20,937$15,560$5,377$5,377
890. IRONWOOD PHARMACEUTICALS INC2021-03-15$9,932$12,859-$2,927-$2,927
770. IRONWOOD PHARMACEUTICALS INC2021-03-15$8,629$11,027-$2,398-$2,398
580. IRONWOOD PHARMACEUTICALS INC2021-03-15$6,531$7,750-$1,219-$1,219
1130. IRONWOOD PHARMACEUTICALS INC2021-03-15$12,640$14,932-$2,292-$2,292
75000. TOLL BROS FINANCE CORP CALL 10/15/2023 C2019-08-212021-03-15$85,103$75,000$10,103$10,103
90. UNITED FIRE GROUP INC2021-03-15$3,167$1,811$1,356$1,356
150. AXT INC2017-07-272021-03-16$2,066$1,263$803$803
5826.11 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A32019-04-092021-03-16$5,826$5,826
50. HIBBETT INC2020-07-212021-03-16$3,674$1,379$2,295$2,295
50. ONTO INNOVATION INC2020-02-142021-03-16$3,371$1,970$1,401$1,401
100. SILICON MOTION TECHNOL ADR2020-07-162021-03-16$6,680$4,381$2,299$2,299
150. TURTLE BEACH CORP2020-03-192021-03-16$4,340$662$3,678$3,678
60000. USA TREASURY NOTE 01.875% DUE 01/31/20222021-02-242021-03-16$60,942$60,944-$2-$2
400. AMGEN INC2021-03-17$96,726$48,791$47,935$47,935
50000. ANTHEM INC CALL 12/15/2030 UNSC2021-03-082021-03-17$49,725$49,808-$83-$83
105000. BORGWARNER INC SER 144A UNSC2020-12-092021-03-17$121,863$122,130-$267-$267
95000. T-MOBILE USA INC CALL 02/01/2021 COGT2021-03-17$97,148$94,995$2,153$2,153
30000. USA TREASURY NTS 02.375% DUE 05/15/20292021-03-022021-03-17$32,075$32,702-$627-$627
80000. USA TREASURY NOTE 01.875% DUE 01/31/20222021-03-17$81,256$81,250$6$6
70000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-02-102021-03-17$73,883$73,984-$101-$101
75000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-03-17$68,707$72,787-$4,080-$4,080
10. ALPHABET INC/CA-CL A2021-02-222021-03-19$20,302$20,621-$319-$319
10. AMAZON.COM INC2018-02-022021-03-19$30,556$14,626$15,930$15,930
1560. FIRST HORIZON CORPORATION2021-03-19$27,256$23,869$3,387$3,387
640. FIRST HORIZON CORPORATION2021-01-072021-03-19$11,152$9,620$1,532$1,532
630. FIRST HORIZON CORPORATION2021-01-072021-03-19$10,991$9,470$1,521$1,521
310. KULICKE & SOFFA INDUSTRIES INC2021-03-19$15,142$8,564$6,578$6,578
140. KULICKE & SOFFA INDUSTRIES INC2021-03-19$6,958$3,756$3,202$3,202
180. KULICKE & SOFFA INDUSTRIES INC2021-03-19$8,935$4,813$4,122$4,122
170. KULICKE & SOFFA INDUSTRIES INC2021-03-19$8,331$4,477$3,854$3,854
140. SILICON MOTION TECHNOL ADR2020-06-082021-03-19$9,026$6,512$2,514$2,514
160. SILICON MOTION TECHNOL ADR2021-03-19$10,120$7,442$2,678$2,678
20. SILICON MOTION TECHNOL ADR2020-06-092021-03-19$1,271$926$345$345
110. SILICON MOTION TECHNOL ADR2021-03-19$6,991$5,076$1,915$1,915
150. SILICON MOTION TECHNOL ADR2020-06-102021-03-19$9,701$6,916$2,785$2,785
80000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-03-19$85,294$87,012-$1,718-$1,718
50. WILLIAMS SONOMA INC2017-07-122021-03-19$8,804$2,280$6,524$6,524
5971.86 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 2012018-06-272021-03-20$5,972$5,971$1$1
100. KULICKE & SOFFA INDUSTRIES INC2020-10-132021-03-22$4,970$2,618$2,352$2,352
120. KULICKE & SOFFA INDUSTRIES INC2021-03-22$5,938$3,063$2,875$2,875
15000. USA TREASURY NOTES 02.500% DUE 02/15/20452020-11-242021-03-22$15,337$17,995-$2,658-$2,658
100000. USA TREASURY NOTES 02.500% DUE 02/15/20452021-03-22$102,246$120,422-$18,176-$18,176
25000. VISA INC CALL 10/15/2039 UNSC2020-03-312021-03-22$24,412$24,816-$404-$404
50000. CHEVRON CORP CALL 11/11/2039 UNSC2020-05-072021-03-23$49,445$50,000-$555-$555
30. KULICKE & SOFFA INDUSTRIES INC2020-10-092021-03-23$1,427$759$668$668
10. KULICKE & SOFFA INDUSTRIES INC2020-10-092021-03-23$495$253$242$242
60. KULICKE & SOFFA INDUSTRIES INC2021-03-23$2,968$1,516$1,452$1,452
30. KULICKE & SOFFA INDUSTRIES INC2020-10-092021-03-23$1,449$758$691$691
200. ADVANCED DRAINAGE SYSTEMS IN2020-02-192021-03-24$19,648$10,188$9,460$9,460
160. ADVANCED DRAINAGE SYSTEMS IN2020-02-192021-03-24$15,972$8,150$7,822$7,822
450. BRP INC/CA- SUB VOTING SEDOL BCBR9732021-03-24$36,053$18,855$17,198$17,198
25000. BANK OF AMERICA CORPORATION SR UNSEC CALL 03/11/2051 @ 1002021-03-082021-03-24$25,535$25,000$535$535
125000. DIAMONDBACK ENERGY INC CALL 05/31/2020 C2019-11-202021-03-24$129,219$124,990$4,229$4,229
140. KULICKE & SOFFA INDUSTRIES INC2020-10-092021-03-24$6,412$3,536$2,876$2,876
400. KULICKE & SOFFA INDUSTRIES INC2021-03-24$18,661$9,969$8,692$8,692
35000. USA TREASURY NOTES 02.250% DUE 11/15/20252020-10-082021-03-25$37,446$38,047-$601-$601
10000. USA TREASURY NOTES 02.500% DUE 05/15/20242020-12-172021-03-25$10,678$10,716-$38-$38
30000. USA TREASURY NOTES 01.500% DUE 10/31/20242021-02-122021-03-25$31,117$31,296-$179-$179
100. ALPHABET INC/CA-CL A2005-12-212021-03-26$200,709$21,268$179,441$179,441
136. BLACKROCK INC2016-05-042021-03-26$101,271$48,039$53,232$53,232
2406. DOLLAR TREE INC2016-05-042021-03-26$270,920$193,711$77,209$77,209
25000. GLOBAL PAYMENTS INC CALL 05/15/2029 UNSC2019-08-072021-03-26$26,348$24,922$1,426$1,426
25000. ORACLE CORP CALL 09/25/2050 UNSC2021-03-222021-03-26$25,761$24,956$805$805
3710. XILINX INC COM2015-02-272021-03-26$440,635$156,744$283,891$283,891
70000. INTERPUBLIC GROUP COS SR UNSECD2021-01-292021-03-27$74,271$70,000$4,271$4,271
55000. LOWES COS INC CALL 04/15/2050 UNSC2020-10-072021-03-29$50,323$54,946-$4,623-$4,623
70. KULICKE & SOFFA INDUSTRIES INC2020-10-082021-03-30$3,168$1,697$1,471$1,471
110. KULICKE & SOFFA INDUSTRIES INC2020-10-082021-03-30$4,953$2,667$2,286$2,286
60000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-03-30$54,652$57,850-$3,198-$3,198
1818.62 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182021-03-31$1,819$1,930-$111-$111
1718.9 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022021-03-31$1,719$1,837-$118-$118
1621.31 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142021-03-31$1,621$1,686-$65-$65
2734.02 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112021-03-31$2,734$2,826-$92-$92
2874.36 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072021-03-31$2,874$3,016-$142-$142
4349.76 FEDERAL HOME LOAN MTG CORP POOL SD01642020-08-252021-03-31$4,350$4,628-$278-$278
1864.54 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112021-03-31$1,865$1,928-$63-$63
4478.95 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192021-03-31$4,479$4,737-$258-$258
2765.4 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292021-03-31$2,765$2,884-$119-$119
3153.57 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182021-03-31$3,154$3,274-$120-$120
677.66 FEDERAL NATL MTG ASSN POOL AL19482014-01-212021-03-31$678$702-$24-$24
2843.67 FEDERAL NATL MTG ASSN POOL AL22422015-05-112021-03-31$2,844$3,019-$175-$175
658.8 FEDERAL NATL MTG ASSN POOL AL31912015-04-282021-03-31$659$684-$25-$25
3647.48 FEDERAL NATL MTG ASSN POOL AO59402012-06-182021-03-31$3,647$3,805-$158-$158
1166.98 FEDERAL NATL MTG ASSN POOL AO76272012-11-052021-03-31$1,167$1,200-$33-$33
3637.97 FEDERAL NATL MTG ASSN POOL AP04952015-05-122021-03-31$3,638$3,780-$142-$142
3508.37 FEDERAL NATL MTG ASSN POOL AP21332014-11-192021-03-31$3,508$3,616-$108-$108
6647.44 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202021-03-31$6,647$6,910-$263-$263
906.27 FEDERAL NATL MTG ASSN POOL AS38412015-05-202021-03-31$906$932-$26-$26
2005.15 FEDERAL NATL MTG ASSN POOL AS53852015-09-112021-03-31$2,005$2,124-$119-$119
4924.76 FEDERAL NATL MTG ASSN POOL AS61112016-04-152021-03-31$4,925$5,241-$316-$316
4524.73 FEDERAL NATL MTG ASSN POOL AS71552016-06-172021-03-31$4,525$4,660-$135-$135
4012.35 FEDERAL NATL MTG ASSN POOL AS73432017-06-282021-03-31$4,012$4,033-$21-$21
9056.02 FEDERAL NATL MTG ASSN POOL AT21272014-11-142021-03-31$9,056$9,080-$24-$24
1070.93 FEDERAL NATL MTG ASSN POOL AT78992015-09-152021-03-31$1,071$1,106-$35-$35
53.11 FEDERAL NATL MTG ASSN POOL 7250422005-05-122021-03-31$53$53
24.12 FEDERAL NATL MTG ASSN POOL 7287092003-12-182021-03-31$24$24
28.79 FEDERAL NATL MTG ASSN POOL 7351412005-04-292021-03-31$29$29
2674.98 FEDERAL NATL MTG ASSN POOL 7391872003-09-102021-03-31$2,675$2,687-$12-$12
127.03 FEDERAL NATL MTG ASSN POOL 7450872006-06-082021-03-31$127$123$4$4
360.99 FEDERAL NATL MTG ASSN POOL 8142602005-03-102021-03-31$361$362-$1-$1
2815.55 FEDERAL NATL MTG ASSN POOL BC44422018-09-142021-03-31$2,816$2,704$112$112
5842.27 FEDERAL NATL MTG ASSN POOL BM32602018-10-042021-03-31$5,842$5,711$131$131
192.1 FEDERAL NATL MTG ASSN POOL BM39542018-06-062021-03-31$192$188$4$4
1159.34 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122021-03-31$1,159$1,186-$27-$27
1163.29 FEDERAL NATL MTG ASSN POOL BR26192021-01-252021-03-31$1,163$1,205-$42-$42
12656.76 FEDERAL NATL MTG ASSN POOL CA44272019-11-082021-03-31$12,657$12,806-$149-$149
5100.08 FEDERAL NATL MTG ASSN POOL CA53852020-10-092021-03-31$5,100$5,564-$464-$464
6581.85 FEDERAL NATL MTG ASSN POOL CA48602019-12-062021-03-31$6,582$6,706-$124-$124
3455.78 FEDERAL NATL MTG ASSN POOL CA66382020-12-102021-03-31$3,456$3,639-$183-$183
988.98 FEDERAL NATL MTG ASSN POOL CA69432020-08-252021-03-31$989$1,025-$36-$36
493.55 FEDERAL NATL MTG ASSN POOL CA77342020-11-202021-03-31$494$520-$26-$26
8030.7 FEDERAL NATL MTG ASSN POOL FM00082019-09-192021-03-31$8,031$8,323-$292-$292
7244.95 FEDERAL NATL MTG ASSN POOL FM12212019-09-192021-03-31$7,245$7,494-$249-$249
3865.68 FEDERAL NATL MTG ASSN POOL FM35222020-07-242021-03-31$3,866$4,103-$237-$237
1500.9 FEDERAL NATL MTG ASSN POOL FM33282020-09-182021-03-31$1,501$1,579-$78-$78
5766.66 FEDERAL NATL MTG ASSN POOL FM40842020-09-102021-03-31$5,767$6,073-$306-$306
3410.15 FEDERAL NATL MTG ASSN POOL FM41382020-09-172021-03-31$3,410$3,597-$187-$187
2367.39 FEDERAL NATL MTG ASSN POOL FM53282021-01-122021-03-31$2,367$2,428-$61-$61
7710.76 FEDERAL NATL MTG ASSN POOL AB18452019-12-272021-03-31$7,711$8,228-$517-$517
1647.05 FEDERAL NATL MTG ASSN POOL AB20772011-04-152021-03-31$1,647$1,626$21$21
707.41 FEDERAL NATL MTG ASSN POOL AB45252012-05-162021-03-31$707$745-$38-$38
2735.49 FEDERAL NATL MTG ASSN POOL AB78592013-07-112021-03-31$2,735$2,742-$7-$7
2327.51 FEDERAL NATL MTG ASSN POOL AC36682010-10-052021-03-31$2,328$2,409-$81-$81
705.1 FEDERAL NATL MTG ASSN POOL MA05622014-02-102021-03-31$705$751-$46-$46
3114.91 FEDERAL NATL MTG ASSN POOL MA12362014-09-042021-03-31$3,115$3,188-$73-$73
2331.65 FEDERAL NATL MTG ASSN POOL MA14302015-05-122021-03-31$2,332$2,352-$20-$20
3096.3 FEDERAL NATL MTG ASSN POOL MA15252016-03-092021-03-31$3,096$3,217-$121-$121
2396.4 FEDERAL NATL MTG ASSN POOL MA26712016-10-282021-03-31$2,396$2,509-$113-$113
5832.15 FEDERAL NATL MTG ASSN POOL MA28032017-10-192021-03-31$5,832$5,857-$25-$25
895.93 FEDERAL NATL MTG ASSN POOL MA41572020-10-092021-03-31$896$902-$6-$6
2545.37 FEDERAL NATL MTG ASSN POOL MA42102020-11-202021-03-31$2,545$2,670-$125-$125
1809.65 FEDERAL NATL MTG ASSN POOL MA42612021-01-272021-03-31$1,810$1,892-$82-$82
1337.11 FEDERAL NATL MTG ASSN POOL AD71342010-07-212021-03-31$1,337$1,406-$69-$69
2173.68 FEDERAL NATL MTG ASSN POOL AD63692010-06-222021-03-31$2,174$2,234-$60-$60
2123.29 FEDERAL NATL MTG ASSN POOL AE09812011-10-172021-03-31$2,123$2,149-$26-$26
1330.26 GOVT NATL MTG ASSN POOL AA82732012-08-282021-03-31$1,330$1,429-$99-$99
469.69 GOVT NATL MTG ASSN POOL 7443712012-02-162021-03-31$470$505-$35-$35
190. KULICKE & SOFFA INDUSTRIES INC2020-10-082021-03-31$9,128$4,606$4,522$4,522
50. MKS INSTRS INC2020-03-182021-03-31$9,243$3,526$5,717$5,717
50. NORTHWESTERN CORPORATION2019-11-132021-03-31$3,247$3,430-$183-$183
40000. ROYAL BK SCOTLND GRP PLC SEDOL BHB92X1 I2021-03-31$45,294$41,049$4,245$4,245
150. COMMUNITY HEALTHCARE TRUST I2016-04-072021-04-01$7,041$2,593$4,448$4,448
13116.1 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222021-04-01$13,116$13,294-$178-$178
230. KULICKE & SOFFA INDUSTRIES INC2021-04-01$11,666$5,526$6,140$6,140
160. KULICKE & SOFFA INDUSTRIES INC2021-04-01$8,083$3,816$4,267$4,267
150. MERIDIAN BIOSCIENCE INC2017-12-182021-04-01$4,252$2,140$2,112$2,112
150. STRIDE INC2020-12-072021-04-01$4,760$3,340$1,420$1,420
40. UNITED FIRE GROUP INC2011-02-142021-04-01$1,403$803$600$600
50. COMFORT SYS USA INC COM2020-04-292021-04-05$3,790$1,795$1,995$1,995
250. KULICKE & SOFFA INDUSTRIES INC2021-04-05$13,627$5,937$7,690$7,690
50. MKS INSTRS INC2012-05-042021-04-05$9,843$1,321$8,522$8,522
50. ONTO INNOVATION INC2020-02-142021-04-05$3,556$1,970$1,586$1,586
150. QORVO INC2021-04-05$29,620$10,804$18,816$18,816
50. SILICON MOTION TECHNOL ADR2020-07-162021-04-05$3,251$2,190$1,061$1,061
40. UNITED FIRE GROUP INC2011-02-142021-04-05$1,382$803$579$579
70. UNITED FIRE GROUP INC2011-02-142021-04-05$2,433$1,406$1,027$1,027
100. COMFORT SYS USA INC COM2021-04-06$7,631$3,478$4,153$4,153
545. DOLLAR GENERAL CORP2018-09-212021-04-06$112,644$59,454$53,190$53,190
90. KULICKE & SOFFA INDUSTRIES INC2021-04-06$5,019$2,093$2,926$2,926
50. ONTO INNOVATION INC2021-04-06$3,600$1,969$1,631$1,631
150. TURTLE BEACH CORP2020-03-192021-04-06$4,214$662$3,552$3,552
60. KULICKE & SOFFA INDUSTRIES INC2020-10-052021-04-07$3,347$1,370$1,977$1,977
1101. TAIWAN SEMICONDUCTOR MTG CO ADR2021-04-07$133,408$27,251$106,157$106,157
288. ASML HOLDING NV-NY SEDOL B908F012009-11-042021-04-07$180,405$10,650$169,755$169,755
50. ASGN INC2019-02-192021-04-08$5,119$3,280$1,839$1,839
150. AEROJET ROCKETDYNE HLDGS INC2018-02-012021-04-08$7,143$4,148$2,995$2,995
150. AMERICAN EAGLE OUTFITTERS INC2021-04-08$4,718$2,121$2,597$2,597
300. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2019-12-172021-04-08$1,089$1,940-$851-$851
50. NORTHWESTERN CORPORATION2019-11-122021-04-08$3,320$3,414-$94-$94
200. STRIDE INC2020-12-232021-04-08$6,674$4,444$2,230$2,230
50. ASGN INC2019-02-192021-04-09$5,248$3,280$1,968$1,968
150. ABERCROMBIE & FITCH CO CL A2015-11-192021-04-09$5,883$2,925$2,958$2,958
205. AMERICAN EAGLE OUTFITTERS INC2014-10-132021-04-09$6,644$2,876$3,768$3,768
45. AMERICAN EAGLE OUTFITTERS INC2014-10-132021-04-09$1,439$631$808$808
100. COMFORT SYS USA INC COM2021-04-09$7,842$3,354$4,488$4,488
150. STRIDE INC2020-12-232021-04-09$5,261$3,333$1,928$1,928
150. AMERICAN EAGLE OUTFITTERS INC2014-10-132021-04-12$4,953$2,105$2,848$2,848
380. BRP INC/CA- SUB VOTING SEDOL BCBR9732020-05-272021-04-12$34,495$14,094$20,401$20,401
30. BRP INC/CA- SUB VOTING SEDOL BCBR9732020-05-272021-04-12$2,736$1,113$1,623$1,623
150. GLATFELTER CORP2018-11-012021-04-12$2,560$2,729-$169-$169
80. KULICKE & SOFFA INDUSTRIES INC2020-10-052021-04-12$4,268$1,827$2,441$2,441
200. KULICKE & SOFFA INDUSTRIES INC2021-04-12$10,686$4,555$6,131$6,131
770. ORBCOMM INC2021-04-12$8,809$5,298$3,511$3,511
919. ORBCOMM INC2021-04-12$10,514$6,190$4,324$4,324
2070. ORBCOMM INC2021-04-12$23,690$12,954$10,736$10,736
140. ORBCOMM INC2020-11-192021-04-12$1,604$866$738$738
200. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-04-12$11,059$8,943$2,116$2,116
150. KULICKE & SOFFA INDUSTRIES INC2021-04-13$7,936$3,414$4,522$4,522
90000. UNITED CONTINENTAL HLDGS COGT2021-04-13$91,619$87,627$3,992$3,992
70. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-04-13$3,817$3,044$773$773
150. ABERCROMBIE & FITCH CO CL A2015-11-192021-04-14$5,889$2,925$2,964$2,964
150. AMERICAN EAGLE OUTFITTERS INC2014-10-132021-04-14$4,983$2,105$2,878$2,878
65000. CVS HEALTH CORP CALL 12/25/2027 UNSC2021-03-122021-04-14$74,111$73,467$644$644
6009.65 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212021-04-15$6,010$6,008$2$2
8400.02 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302021-04-15$8,400$8,398$2$2
10000. USA TREASURY NOTES 03.75% DUE 08/15/20412021-03-232021-04-15$12,713$12,532$181$181
50000. USA TREASURY NOTES 03.75% DUE 08/15/20412021-04-15$63,566$72,465-$8,899-$8,899
50. ASGN INC2019-02-192021-04-16$5,465$3,280$2,185$2,185
410. BRP INC/CA- SUB VOTING SEDOL BCBR9732020-05-272021-04-16$37,745$15,207$22,538$22,538
7286.53 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A32019-04-092021-04-16$7,287$7,286$1$1
680. JOHNSON & JOHNSON COM2020-06-292021-04-16$109,993$94,158$15,835$15,835
200. AMERICAN EAGLE OUTFITTERS INC2021-04-19$7,101$2,797$4,304$4,304
5000. ANHEUSER-BUSCH CO/INBEV SER * CALL 08/01/20352017-08-102021-04-19$5,932$5,448$484$484
95. UNITED FIRE GROUP INC2008-10-292021-04-19$3,172$1,871$1,301$1,301
25. UNITED FIRE GROUP INC2021-04-20$817$470$347$347
30. UNITED FIRE GROUP INC2012-05-072021-04-20$970$558$412$412
21999.4 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052021-04-20$21,999$21,995$4$4
6940.75 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 2012018-06-272021-04-20$6,941$6,940$1$1
50. COMMUNITY HEALTHCARE TRUST I2016-04-072021-04-21$2,545$864$1,681$1,681
70000. MOTOROLA SOLUTIONS INC CALL 08/15/2030 U2020-08-102021-04-21$67,705$69,861-$2,156-$2,156
150. STONERIDGE INC2021-04-21$4,790$1,884$2,906$2,906
95. UNITED FIRE GROUP INC2021-04-21$3,135$1,751$1,384$1,384
50. AMN HEALTHCARE SERVICES2020-03-232021-04-22$3,926$3,197$729$729
150. AMERICAN EAGLE OUTFITTERS INC2021-04-22$5,536$2,090$3,446$3,446
100. COMMUNITY HEALTHCARE TRUST I2016-04-072021-04-22$5,130$1,728$3,402$3,402
40. HEXCEL CORP2021-02-242021-04-22$2,306$2,255$51$51
10. HEXCEL CORP2021-02-242021-04-22$579$564$15$15
410. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2018-07-272021-04-22$21,744$5,502$16,242$16,242
440. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2021-04-22$23,339$5,904$17,435$17,435
55. UNITED FIRE GROUP INC2009-10-052021-04-22$1,786$1,003$783$783
30. ICON PLC SEDOL B94G4712020-03-182021-04-22$6,402$3,217$3,185$3,185
40. ICON PLC SEDOL B94G4712020-03-182021-04-22$8,507$4,289$4,218$4,218
220. ICON PLC SEDOL B94G4712021-04-22$46,518$11,664$34,854$34,854
230. ICON PLC SEDOL B94G4712021-04-22$48,383$5,065$43,318$43,318
150. AMERICAN EAGLE OUTFITTERS INC2014-10-152021-04-23$5,721$2,089$3,632$3,632
50. COMMUNITY HEALTHCARE TRUST I2016-04-072021-04-23$2,576$864$1,712$1,712
14.892 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2020-05-262021-04-23$34,177$19,873$14,304$14,304
270. REPLIGEN CORP2021-04-26$59,583$24,391$35,192$35,192
90. REPLIGEN CORP2021-04-26$19,913$8,110$11,803$11,803
50. QORVO INC2020-03-192021-04-27$9,916$3,601$6,315$6,315
210. ICON PLC SEDOL B94G4712010-09-212021-04-28$45,356$4,623$40,733$40,733
150. STONERIDGE INC2021-04-29$5,177$1,876$3,301$3,301
50. II-VI INC NAME CHANGE 9/08/20222021-03-242021-04-29$3,615$3,530$85$85
480. II-VI INC NAME CHANGE 9/08/20222021-04-29$34,937$33,793$1,144$1,144
1660.48 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182021-04-30$1,660$1,762-$102-$102
2322.76 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022021-04-30$2,323$2,482-$159-$159
1390.41 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142021-04-30$1,390$1,445-$55-$55
1848.12 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112021-04-30$1,848$1,910-$62-$62
2123.21 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072021-04-30$2,123$2,227-$104-$104
2117.96 FEDERAL HOME LOAN MTG CORP POOL SD01642020-08-252021-04-30$2,118$2,253-$135-$135
2023.64 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112021-04-30$2,024$2,092-$68-$68
2621.11 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192021-04-30$2,621$2,772-$151-$151
2507.83 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292021-04-30$2,508$2,615-$107-$107
2570.34 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182021-04-30$2,570$2,668-$98-$98
1137.35 FEDERAL NATL MTG ASSN POOL AL19482014-01-212021-04-30$1,137$1,179-$42-$42
2413.8 FEDERAL NATL MTG ASSN POOL AL22422015-05-112021-04-30$2,414$2,562-$148-$148
1297.08 FEDERAL NATL MTG ASSN POOL AL31912015-04-282021-04-30$1,297$1,346-$49-$49
3509.38 FEDERAL NATL MTG ASSN POOL AO59402012-06-182021-04-30$3,509$3,661-$152-$152
4208.57 FEDERAL NATL MTG ASSN POOL AO76272012-11-052021-04-30$4,209$4,325-$116-$116
1433.7 FEDERAL NATL MTG ASSN POOL AP04952015-05-122021-04-30$1,434$1,489-$55-$55
3349.54 FEDERAL NATL MTG ASSN POOL AP21332014-11-192021-04-30$3,350$3,452-$102-$102
1314.53 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202021-04-30$1,315$1,366-$51-$51
978.5 FEDERAL NATL MTG ASSN POOL AS38412015-05-202021-04-30$979$1,006-$27-$27
1622.07 FEDERAL NATL MTG ASSN POOL AS53852015-09-112021-04-30$1,622$1,718-$96-$96
4183.03 FEDERAL NATL MTG ASSN POOL AS61112016-04-152021-04-30$4,183$4,451-$268-$268
1912.94 FEDERAL NATL MTG ASSN POOL AS71552016-06-172021-04-30$1,913$1,970-$57-$57
2774.22 FEDERAL NATL MTG ASSN POOL AS73432017-06-282021-04-30$2,774$2,789-$15-$15
5582.59 FEDERAL NATL MTG ASSN POOL AT21272014-11-142021-04-30$5,583$5,597-$14-$14
1820.83 FEDERAL NATL MTG ASSN POOL AT78992015-09-152021-04-30$1,821$1,881-$60-$60
95.06 FEDERAL NATL MTG ASSN POOL 7250422005-05-122021-04-30$95$96-$1-$1
225.93 FEDERAL NATL MTG ASSN POOL 7287092003-12-182021-04-30$226$229-$3-$3
34.06 FEDERAL NATL MTG ASSN POOL 7351412005-04-292021-04-30$34$34
78.64 FEDERAL NATL MTG ASSN POOL 7391872003-09-102021-04-30$79$79
43.55 FEDERAL NATL MTG ASSN POOL 7450872006-06-082021-04-30$44$42$2$2
14.94 FEDERAL NATL MTG ASSN POOL 8142602005-03-102021-04-30$15$15
1943.3 FEDERAL NATL MTG ASSN POOL BC44422018-09-142021-04-30$1,943$1,866$77$77
5686.43 FEDERAL NATL MTG ASSN POOL BM32602018-10-042021-04-30$5,686$5,559$127$127
213.03 FEDERAL NATL MTG ASSN POOL BM39542018-06-062021-04-30$213$209$4$4
2082.1 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122021-04-30$2,082$2,129-$47-$47
664.38 FEDERAL NATL MTG ASSN POOL BR26192021-01-252021-04-30$664$688-$24-$24
8523.25 FEDERAL NATL MTG ASSN POOL CA44272019-11-082021-04-30$8,523$8,624-$101-$101
9238.36 FEDERAL NATL MTG ASSN POOL CA53852020-10-092021-04-30$9,238$10,077-$839-$839
5357.36 FEDERAL NATL MTG ASSN POOL CA48602019-12-062021-04-30$5,357$5,458-$101-$101
2855.74 FEDERAL NATL MTG ASSN POOL CA66382020-12-102021-04-30$2,856$3,007-$151-$151
647.26 FEDERAL NATL MTG ASSN POOL CA69432020-08-252021-04-30$647$671-$24-$24
1025.45 FEDERAL NATL MTG ASSN POOL CA77342020-11-202021-04-30$1,025$1,080-$55-$55
4605.7 FEDERAL NATL MTG ASSN POOL FM00082019-09-192021-04-30$4,606$4,773-$167-$167
2791.55 FEDERAL NATL MTG ASSN POOL FM12212019-09-192021-04-30$2,792$2,887-$95-$95
3434.03 FEDERAL NATL MTG ASSN POOL FM35222020-07-242021-04-30$3,434$3,644-$210-$210
2921.54 FEDERAL NATL MTG ASSN POOL FM33282020-09-182021-04-30$2,922$3,073-$151-$151
1859.98 FEDERAL NATL MTG ASSN POOL FM40842020-09-102021-04-30$1,860$1,959-$99-$99
1810.88 FEDERAL NATL MTG ASSN POOL FM41382020-09-172021-04-30$1,811$1,910-$99-$99
2932.71 FEDERAL NATL MTG ASSN POOL FM53282021-01-122021-04-30$2,933$3,007-$74-$74
7212.05 FEDERAL NATL MTG ASSN POOL AB18452021-04-30$7,212$7,684-$472-$472
1548.89 FEDERAL NATL MTG ASSN POOL AB20772011-04-152021-04-30$1,549$1,529$20$20
3410.34 FEDERAL NATL MTG ASSN POOL AB45252012-05-162021-04-30$3,410$3,590-$180-$180
4208.33 FEDERAL NATL MTG ASSN POOL AB78592013-07-112021-04-30$4,208$4,219-$11-$11
1725.95 FEDERAL NATL MTG ASSN POOL AC36682010-10-052021-04-30$1,726$1,786-$60-$60
460.49 FEDERAL NATL MTG ASSN POOL MA05622014-02-102021-04-30$460$490-$30-$30
3361.41 FEDERAL NATL MTG ASSN POOL MA12362014-09-042021-04-30$3,361$3,440-$79-$79
2439.71 FEDERAL NATL MTG ASSN POOL MA14302015-05-122021-04-30$2,440$2,461-$21-$21
2588.97 FEDERAL NATL MTG ASSN POOL MA15252016-03-092021-04-30$2,589$2,690-$101-$101
1004.81 FEDERAL NATL MTG ASSN POOL MA26712016-10-282021-04-30$1,005$1,052-$47-$47
5000.05 FEDERAL NATL MTG ASSN POOL MA28032017-10-192021-04-30$5,000$5,022-$22-$22
812.18 FEDERAL NATL MTG ASSN POOL MA41572020-10-092021-04-30$812$817-$5-$5
3009.44 FEDERAL NATL MTG ASSN POOL MA42102020-11-202021-04-30$3,009$3,156-$147-$147
1569.56 FEDERAL NATL MTG ASSN POOL MA42612021-01-272021-04-30$1,570$1,641-$71-$71
166.28 FEDERAL NATL MTG ASSN POOL AD71342010-07-212021-04-30$166$175-$9-$9
3276.47 FEDERAL NATL MTG ASSN POOL AD63692010-06-222021-04-30$3,276$3,367-$91-$91
1744.91 FEDERAL NATL MTG ASSN POOL AE09812011-10-172021-04-30$1,745$1,766-$21-$21
1280.83 GOVT NATL MTG ASSN POOL AA82732012-08-282021-04-30$1,281$1,376-$95-$95
903.61 GOVT NATL MTG ASSN POOL 7443712012-02-162021-04-30$904$970-$66-$66
40. II-VI INC NAME CHANGE 9/08/20222021-03-192021-04-30$2,730$2,786-$56-$56
540. II-VI INC NAME CHANGE 9/08/20222021-04-30$36,971$37,579-$608-$608
510. II-VI INC NAME CHANGE 9/08/20222021-04-30$35,668$35,317$351$351
20. II-VI INC NAME CHANGE 9/08/20222021-03-192021-04-30$1,404$1,381$23$23
8582.81 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222021-05-01$8,583$8,699-$116-$116
50. AMN HEALTHCARE SERVICES2020-03-232021-05-03$4,049$3,197$852$852
50. COMFORT SYS USA INC COM2020-05-112021-05-03$4,181$1,647$2,534$2,534
50. HIBBETT INC2020-07-212021-05-03$4,052$1,379$2,673$2,673
150. WHOLE EARTH BRANDS INC2021-01-072021-05-03$2,066$1,655$411$411
100. COMFORT SYS USA INC COM2020-05-112021-05-04$8,588$3,294$5,294$5,294
400. GLATFELTER CORP2021-05-04$6,160$7,215-$1,055-$1,055
150. STONERIDGE INC2021-05-04$4,904$1,861$3,043$3,043
30. SYNAPTICS INC2021-05-04$4,059$3,589$470$470
60. SYNAPTICS INC2021-02-052021-05-04$8,106$7,178$928$928
80. SYNAPTICS INC2021-05-04$10,857$8,928$1,929$1,929
170. SYNAPTICS INC2021-05-04$22,821$18,133$4,688$4,688
20000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-02-102021-05-04$21,044$21,076-$32-$32
75000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-05-04$78,914$79,024-$110-$110
50. AMN HEALTHCARE SERVICES2020-03-262021-05-05$4,168$2,665$1,503$1,503
330. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-05-05$12,742$16,551-$3,809-$3,809
220. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-05-05$8,495$11,029-$2,534-$2,534
40. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2020-12-082021-05-05$1,558$1,999-$441-$441
60. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2020-12-082021-05-05$2,324$2,999-$675-$675
10. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2019-12-122021-05-05$387$499-$112-$112
45000. SIRIUS XM RADIO INC SER 144A CALL 07/15/2020-06-082021-05-05$46,473$46,372$101$101
20000. SIRIUS XM RADIO INC SER 144A CALL 07/15/20212019-06-182021-05-05$20,574$20,000$574$574
10. SYNAPTICS INC2021-01-212021-05-05$1,375$1,066$309$309
50. SYNAPTICS INC2021-01-212021-05-05$6,788$5,330$1,458$1,458
70. SYNAPTICS INC2021-05-05$9,398$7,459$1,939$1,939
55000. USA TREASURY NOTES 02.500% DUE 05/15/20242021-05-05$58,616$58,779-$163-$163
210. ICON PLC SEDOL B94G4712010-09-212021-05-05$46,356$4,623$41,733$41,733
20. ICON PLC SEDOL B94G4712010-09-212021-05-05$4,410$440$3,970$3,970
50. AMN HEALTHCARE SERVICES2020-03-262021-05-06$4,374$2,665$1,709$1,709
100. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2019-12-122021-05-06$3,806$4,989-$1,183-$1,183
140. II-VI INC NAME CHANGE 9/08/20222021-05-06$8,673$9,663-$990-$990
230. II-VI INC NAME CHANGE 9/08/20222021-05-06$14,021$15,784-$1,763-$1,763
190. II-VI INC NAME CHANGE 9/08/20222021-05-06$11,712$12,870-$1,158-$1,158
150. WHOLE EARTH BRANDS INC2021-05-06$2,054$1,368$686$686
180. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-05-07$6,987$8,975-$1,988-$1,988
180. NCR CORP2021-05-10$8,944$3,791$5,153$5,153
270. NCR CORP2021-05-10$13,392$5,681$7,711$7,711
10. NCR CORP2020-08-282021-05-10$498$210$288$288
210. NCR CORP2020-08-102021-05-10$10,345$4,404$5,941$5,941
95. UNITED FIRE GROUP INC2009-10-052021-05-10$3,070$1,733$1,337$1,337
60000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-05-10$66,581$66,320$261$261
60000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-03-032021-05-10$66,581$66,890-$309-$309
50. AMN HEALTHCARE SERVICES2020-03-262021-05-11$4,638$2,665$1,973$1,973
60000. APPLE INC CALL 06/11/2029 UNSC2021-02-022021-05-11$61,261$63,194-$1,933-$1,933
1075. DOMTAR CORPORATION NEW2021-05-11$58,169$39,543$18,626$18,626
475. DOMTAR CORPORATION NEW2021-05-11$26,134$16,269$9,865$9,865
40000. GOLDMAN SACHS GROUP INC SR UNSEC CALL 04/22/2041 @ 1002021-04-152021-05-11$40,005$40,000$5$5
60. NCR CORP2020-08-102021-05-11$2,912$1,258$1,654$1,654
20. NCR CORP2020-08-262021-05-11$950$418$532$532
80. NCR CORP2020-08-262021-05-11$3,875$1,672$2,203$2,203
10. NCR CORP2020-08-262021-05-11$475$209$266$266
50. PERFICIENT INC2020-03-312021-05-11$3,419$1,340$2,079$2,079
55. UNITED FIRE GROUP INC2009-10-052021-05-11$1,733$1,003$730$730
30000. VERIZON COMMUNICATIONS UNSC2020-11-042021-05-11$38,094$41,111-$3,017-$3,017
450. DOMTAR CORPORATION NEW2021-05-12$24,765$13,689$11,076$11,076
35000. GOLDMAN SACHS GROUP INC SR UNSEC CALL 04/22/2041 @ 1002021-04-152021-05-12$34,851$35,000-$149-$149
110. NCR CORP2020-08-262021-05-12$5,161$2,299$2,862$2,862
390. ORBCOMM INC2021-05-12$4,329$2,411$1,918$1,918
1670. ORBCOMM INC2021-05-12$18,566$10,251$8,315$8,315
471. ABBOTT LABORATORIES INC2021-02-102021-05-13$55,310$59,087-$3,777-$3,777
742. ABBVIE INC2019-11-262021-05-13$86,658$64,911$21,747$21,747
330. ACCELERON PHARMA INC MERGED 11/19/2021 @ $180.00 P/S2021-05-13$40,209$33,738$6,471$6,471
611. ACTIVISION BLIZZARD INC2020-05-112021-05-13$57,018$46,084$10,934$10,934
570. ADVANCED DRAINAGE SYSTEMS IN2021-05-13$63,003$28,796$34,207$34,207
150. ADVANCED ENERGY INDS INC2021-05-072021-05-13$13,689$13,543$146$146
1349. ALLY FINANCIAL INC2021-02-242021-05-13$71,040$57,401$13,639$13,639
44. ALPHABET INC/CA-CL C2005-12-212021-05-13$98,779$9,357$89,422$89,422
24. ALPHABET INC/CA-CL A2005-12-212021-05-13$53,058$5,104$47,954$47,954
27. ALPHABET INC/CA-CL A2021-02-222021-05-13$60,044$55,676$4,368$4,368
137. ALPHABET INC/CA-CL A2021-05-13$304,668$22,985$281,683$281,683
44. AMAZON.COM INC2005-12-212021-05-13$139,211$2,148$137,063$137,063
120. AMAZON.COM INC2021-05-13$378,407$169,006$209,401$209,401
150. AMEDISYS INC2021-05-13$38,858$30,999$7,859$7,859
760. APPLE INC2020-07-082021-05-13$95,094$72,299$22,795$22,795
4597. APPLE INC2021-05-13$575,192$9,629$565,563$565,563
190. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82021-05-13$25,647$25,013$634$634
80. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82021-05-13$10,799$11,323-$524-$524
100. ASSURANT INC2016-11-112021-05-13$15,701$8,285$7,416$7,416
590. ATKORE INTERNATIONAL GROUP I2021-05-13$48,261$43,888$4,373$4,373
55. AUTOZONE INC2018-09-212021-05-13$84,079$42,202$41,877$41,877
1980. AVANTOR INC2021-05-13$59,352$60,189-$837-$837
510. AVIENT CORPORATION2021-05-13$26,924$26,329$595$595
350. BRP INC/CA- SUB VOTING SEDOL BCBR9732021-05-13$29,087$12,889$16,198$16,198
770. BRP GROUP INC-A2021-05-13$18,042$22,716-$4,674-$4,674
3236. BANK NEW YORK MELLON CORP COM2021-05-13$166,433$137,073$29,360$29,360
580. BERRY GLOBAL GROUP INC2016-01-132021-05-13$39,452$18,905$20,547$20,547
699. BEST BUY INC2020-11-042021-05-13$82,815$83,559-$744-$744
65. BIO RAD LABORATORIES INC CLASS A2018-02-052021-05-13$37,938$16,133$21,805$21,805
100. BIOGEN INC2018-10-242021-05-13$27,580$30,857-$3,277-$3,277
180. BLACKLINE INC2020-09-282021-05-13$18,558$16,244$2,314$2,314
78. BLACKROCK INC2020-12-242021-05-13$65,343$55,272$10,071$10,071
250. BLUEPRINT MEDICINES CORP2021-01-072021-05-13$23,215$26,210-$2,995-$2,995
210. BLUEPRINT MEDICINES CORP2021-05-13$19,500$14,286$5,214$5,214
626. BOOZ ALLEN HAMILTON HOLDING2018-12-112021-05-13$51,755$30,745$21,010$21,010
150. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-05-13$5,618$7,425-$1,807-$1,807
250. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-05-13$9,363$12,293-$2,930-$2,930
430. BRIDGEBIO PHARMA INC2021-05-13$21,885$16,872$5,013$5,013
1009. BRISTOL MYERS SQUIBB CO2018-09-052021-05-13$65,655$61,688$3,967$3,967
165. BROADCOM INC2018-11-052021-05-13$70,640$36,100$34,540$34,540
627. CDW CORP/DE2021-05-13$104,373$19,642$84,731$84,731
540. CHEESECAKE FACTORY INC2021-05-13$31,320$20,219$11,101$11,101
200. CHURCHILL DOWNS INC COM2021-05-13$38,506$30,647$7,859$7,859
155. CINTAS CORP2019-04-152021-05-13$54,085$32,293$21,792$21,792
312. COSTCO WHSL CORP NEW COM2021-05-13$117,831$76,257$41,574$41,574
1165. DENTSPLY SIRONA INC2021-05-13$77,763$75,003$2,760$2,760
50. DOMTAR CORPORATION NEW2020-05-082021-05-13$2,748$1,172$1,576$1,576
1333. EBAY INC2016-06-162021-05-13$78,778$31,556$47,222$47,222
801. EMERSON ELEC CO COM2021-05-13$75,025$70,595$4,430$4,430
733. ENTEGRIS, INC2020-08-202021-05-13$78,015$50,956$27,059$27,059
170. EPAM SYSTEMS INC2019-06-282021-05-13$75,598$29,331$46,267$46,267
200. META PLATFORMS INC2021-02-232021-05-13$61,074$51,523$9,551$9,551
607. META PLATFORMS INC2016-02-192021-05-13$185,359$63,355$122,004$122,004
270. FATE THERAPEUTICS INC2021-03-242021-05-13$20,343$23,717-$3,374-$3,374
65. FIRST CITIZENS BANCSHARES INC2021-05-13$53,926$50,314$3,612$3,612
1250. FIRST HORIZON CORPORATION2021-01-072021-05-13$23,052$18,789$4,263$4,263
170. FIVE BELOW2021-05-13$30,863$20,727$10,136$10,136
388. FORTINET INC2020-04-142021-05-13$77,191$41,889$35,302$35,302
1283. GENERAL MOTORS CO2020-12-242021-05-13$70,116$53,294$16,822$16,822
3466. GENTEX CORPORATION2021-05-13$119,608$56,270$63,338$63,338
200. GILEAD SCIENCES INC COM2018-10-242021-05-13$13,509$13,890-$381-$381
170. GOLDMAN SACHS GROUP INC COM2021-03-042021-05-13$60,661$57,274$3,387$3,387
385. HAEMONETICS CORP2021-05-13$19,204$36,374-$17,170-$17,170
75. HAEMONETICS CORP2019-03-262021-05-13$3,741$6,415-$2,674-$2,674
750. HEXCEL CORP2021-02-242021-05-13$38,995$42,282-$3,287-$3,287
324. HOME DEPOT INC COM2011-12-022021-05-13$105,014$12,987$92,027$92,027
360. ITT INC2021-05-13$34,290$21,666$12,624$12,624
71. IDEXX LABS INC COM2021-02-222021-05-13$36,678$38,198-$1,520-$1,520
70. IDEXX LABS INC COM2021-02-222021-05-13$36,161$37,660-$1,499-$1,499
900. INSMED INC2021-05-13$23,452$24,747-$1,295-$1,295
2480. INNOVIVA INC2021-05-13$31,063$30,739$324$324
218. INTUIT SOFTWARE2019-02-122021-05-13$87,049$49,400$37,649$37,649
50. INTUITIVE SURGICAL INC2021-03-262021-05-13$40,833$35,901$4,932$4,932
970. INVITAE CORP2021-02-082021-05-13$26,496$49,640-$23,144-$23,144
2320. IRONWOOD PHARMACEUTICALS INC2021-05-13$25,999$29,071-$3,072-$3,072
876. KLA TENCOR CORP2008-10-272021-05-13$260,223$17,562$242,661$242,661
378. KANSAS CITY SOUTHERN2020-03-062021-05-13$116,816$55,686$61,130$61,130
200. LPL FINANCIAL HOLDINGS INC2018-04-202021-05-13$29,256$12,287$16,969$16,969
110. LAM RESEARCH CORP2020-08-062021-05-13$64,465$41,462$23,003$23,003
220. LAM RESEARCH CORP2019-06-062021-05-13$128,930$40,243$88,687$88,687
426. LILLY ELI & CO2018-07-102021-05-13$82,845$37,505$45,340$45,340
270. LINCOLN ELECTRIC2021-05-13$34,938$25,858$9,080$9,080
500. M / I HOMES INC2021-03-262021-05-13$32,892$29,108$3,784$3,784
120. MSA SAFETY INC2021-05-13$19,744$11,413$8,331$8,331
70. MADISON SQUARE GARDEN SPORTS CORP2020-12-042021-05-13$12,709$12,733-$24-$24
318. MASTERCARD INC CL A2016-11-042021-05-13$114,543$32,971$81,572$81,572
200. MCKESSON HBOC INC COMMN2017-09-272021-05-13$39,731$31,100$8,631$8,631
1050. MERSANA THERAPEUTICS INC2021-05-13$15,335$27,544-$12,209-$12,209
160. MICROSOFT CORP2020-07-082021-05-13$38,997$33,936$5,061$5,061
2612. MICROSOFT CORP2021-05-13$636,619$113,119$523,500$523,500
970. MICRON TECHNOLOGY INC2021-02-242021-05-13$75,098$88,200-$13,102-$13,102
358. MOTOROLA SOLUTIONS INC2018-03-122021-05-13$69,478$39,057$30,421$30,421
150. NCR CORP2021-05-13$6,897$3,124$3,773$3,773
40. NCR CORP2020-08-252021-05-13$1,811$831$980$980
710. NCR CORP2021-05-13$32,679$14,721$17,958$17,958
920. NATIONAL VISION HOLDINGS INC2021-05-13$45,410$35,443$9,967$9,967
110. NETFLIX.COM INC2021-02-242021-05-13$53,447$60,520-$7,073-$7,073
55. NETFLIX.COM INC2020-03-192021-05-13$26,723$17,544$9,179$9,179
440. NKARTA INC2021-05-13$10,778$24,212-$13,434-$13,434
50. NOVAVAX INC2021-02-012021-05-13$6,533$13,410-$6,877-$6,877
740. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2021-05-13$38,912$9,909$29,003$29,003
520. ORBCOMM INC2021-05-13$5,798$3,165$2,633$2,633
280. ORBCOMM INC2021-05-13$3,122$1,700$1,422$1,422
430. ORBCOMM INC2021-05-13$4,803$2,583$2,220$2,220
260. PDC ENERGY INC2021-05-102021-05-13$10,498$10,721-$223-$223
220. PS BUSINESS PKS INC CALIF2021-05-13$33,493$31,471$2,022$2,022
780. PACIFIC BIOSCIENCES OF CALIF2021-05-13$18,388$28,090-$9,702-$9,702
700. PACIRA BIOSCIENCES INC2021-05-13$42,034$50,285-$8,251-$8,251
270. PALOMAR HOLDINGS INC2021-05-13$17,175$18,239-$1,064-$1,064
193. PARKER HANNIFIN CORP2021-03-032021-05-13$59,551$57,697$1,854$1,854
400. PAYCHEX INC COM2015-12-292021-05-13$38,958$21,686$17,272$17,272
413. PAYPAL HOLDINGS INC-W/I2021-05-13$99,417$86,440$12,977$12,977
561. POLARIS INDS INC2021-05-13$74,783$79,394-$4,611-$4,611
50. POLARIS INDS INC2021-04-062021-05-13$6,665$6,868-$203-$203
220. PRIMERICA INC2021-05-13$34,178$21,526$12,652$12,652
617. PROCTER & GAMBLE CO2020-12-242021-05-13$84,621$84,954-$333-$333
57. PROCTER & GAMBLE CO2019-01-302021-05-13$7,818$5,347$2,471$2,471
940. PURE STORAGE INC - CLASS A2021-05-13$16,471$20,653-$4,182-$4,182
666. QUALCOMM2021-05-13$84,335$102,310-$17,975-$17,975
570. RANPAK HOLDINGS CORP2021-05-13$10,965$11,243-$278-$278
640. ROCKET PHARMACEUTICALS INC2021-05-13$27,409$32,183-$4,774-$4,774
123. S&P GLOBAL INC2016-07-292021-05-13$46,603$15,027$31,576$31,576
190. SAIA INC2020-07-012021-05-13$44,698$21,111$23,587$23,587
4013. SCHWAB CHARLES CORP NEW2004-11-242021-05-13$279,741$43,421$236,320$236,320
400. SHIFT4 PAYMENTS INC-CLASS A2021-05-13$32,276$21,947$10,329$10,329
700. SILICON MOTION TECHNOL ADR2021-05-13$44,921$31,867$13,054$13,054
850. SPIRIT REALTY CAPITAL INC2021-05-13$38,322$32,963$5,359$5,359
184. STRYKER CORP2019-08-302021-05-13$45,455$40,819$4,636$4,636
150. SYNAPTICS INC2021-05-13$17,936$15,942$1,994$1,994
524. TAIWAN SEMICONDUCTOR MTG CO ADR2021-05-13$57,262$55,444$1,818$1,818
360. TANDEM DIABETES CARE INC2021-05-13$28,839$38,310-$9,471-$9,471
383. TARGET CORP2019-08-262021-05-13$79,755$40,044$39,711$39,711
150. TELEDYNE TECHNOLOGIES INC2019-10-032021-05-13$61,963$47,001$14,962$14,962
126. THERMO ELECTRON CORP COM2020-09-012021-05-13$57,523$54,512$3,011$3,011
530. TIMKEN COMPANY2021-05-13$46,716$23,581$23,135$23,135
270. TOPBUILD CORP2021-05-13$53,852$14,591$39,261$39,261
417. THE TRAVELERS COS INC2015-12-292021-05-13$64,608$47,946$16,662$16,662
450. TREX INC COM2021-05-13$46,575$14,583$31,992$31,992
500. TRUIST FINANCIAL CORP2015-12-292021-05-13$29,854$16,921$12,933$12,933
560. TURNING POINT THERAPEUTICS I2021-05-13$37,517$60,820-$23,303-$23,303
400. 2U INC2020-05-042021-05-13$14,353$9,921$4,432$4,432
150. UNITED FIRE GROUP INC2009-10-052021-05-13$4,866$2,736$2,130$2,130
307. UNITEDHEALTH GROUP INC COM2016-10-282021-05-13$125,964$43,566$82,398$82,398
198. VEEVA SYSTEMS INC-CLASS A2019-01-302021-05-13$48,826$21,226$27,600$27,600
100. VISA INC CLASS A SHARES2020-03-192021-05-13$22,106$15,382$6,724$6,724
350. WNS HOLDINGS LTD ADR2021-05-13$23,800$25,476-$1,676-$1,676
65000. WESTERN GAS PARTNERS LP CALL 05/15/20282021-05-13$70,038$64,972$5,066$5,066
180. WEX INC2021-05-13$34,345$36,523-$2,178-$2,178
456. WILLIAMS SONOMA INC2021-02-102021-05-13$77,211$57,845$19,366$19,366
1970. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2021-05-13$19,699$23,041-$3,342-$3,342
1850. ZYNGA INC MERGED 05/23/22 @ $3.50 P/S2021-05-13$18,499$11,507$6,992$6,992
600. AMDOCS LIMITED ISIN BG00225690802015-12-292021-05-13$44,963$33,352$11,611$11,611
325. ACCENTURE PLC CLASS A SEDOL B4BNMY32019-05-102021-05-13$92,242$56,404$35,838$35,838
630. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2021-05-13$29,427$29,168$259$259
100. ICON PLC SEDOL B94G4712010-09-212021-05-13$22,347$2,201$20,146$20,146
10. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-02-082021-05-13$424$420$4$4
160. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-05-13$6,787$6,923-$136-$136
1080. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-05-13$25,643$34,480-$8,837-$8,837
150. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-05-13$17,964$21,583-$3,619-$3,619
740. PLAYA HOTELS & RESORTS NV SEDOL2021-05-13$5,421$5,465-$44-$44
100. ADVANCED ENERGY INDS INC2021-05-14$9,338$9,012$326$326
595. AIRBUS SE ADR2020-02-202021-05-14$17,694$21,361-$3,667-$3,667
136. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD12021-05-14$28,305$20,905$7,400$7,400
767. ANGLO AMERICAN PLC-SPONS ADR ADR SEDOL BYYWFP92018-07-022021-05-14$17,823$8,362$9,461$9,461
318. ASTRAZENECA PLC SPONS ADR2018-10-192021-05-14$17,572$12,541$5,031$5,031
4396. BANCO SANTANDER S A ADR2017-05-112021-05-14$17,706$28,971-$11,265-$11,265
219. BHP LTD SPONSORED ADR2018-07-112021-05-14$16,853$10,797$6,056$6,056
177. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD142021-05-14$19,061$5,753$13,308$13,308
1121. COLOPLAST A/S-SPONSORED ADR SEDOL BLFFNJ62020-10-012021-05-14$17,401$17,656-$255-$255
2411. COMPAGNIE DE SAINT-UNSP ADR ADR SEDOL B3K9YH22014-04-032021-05-14$32,422$30,296$2,126$2,126
2140. CREDIT AGRICOLE SA UNSP ADR2021-05-14$16,408$14,154$2,254$2,254
79. DASSAULT SYSTEMS SA SPON ADR2004-08-092021-05-14$17,577$1,678$15,899$15,899
554. DEUTSCHE POST AG SPON ADR2013-09-192021-05-14$34,094$17,731$16,363$16,363
91. DIAGEO P L C SPNSRD ADR NEW2020-05-062021-05-14$17,132$12,447$4,685$4,685
693. ENI S P A SPONSORED ADR2018-10-192021-05-14$17,564$24,701-$7,137-$7,137
667. EXPERIAN PLC SPON ADR2013-09-192021-05-14$24,807$13,315$11,492$11,492
1058. FANUC CORP ADR2021-05-14$24,173$18,527$5,646$5,646
283. HDFC BANK LTD SPON - ADR2021-05-14$19,541$10,118$9,423$9,423
198. HOYA CORP SPONSORED ADR2020-03-062021-05-14$23,770$18,256$5,514$5,514
1351. ING GROEP N V SPONSORED ADR2016-06-142021-05-14$17,749$14,969$2,780$2,780
278. JD.COM INC-ADR ADR SEDOL BMM27D92017-10-242021-05-14$18,617$10,748$7,869$7,869
208. L OREAL CO UNSPONSORED ADR2018-11-262021-05-14$17,803$9,685$8,118$8,118
280. LVMH MOET HENNESSY LOUIS ADR2008-12-092021-05-14$42,510$3,498$39,012$39,012
705. LONDON STOCK EXCHG-UNSP ADR ADR SEDOL BY7RGX62020-05-062021-05-14$17,937$16,821$1,116$1,116
40. NCR CORP2020-10-292021-05-14$1,876$825$1,051$1,051
173. NETEASE INC SPON ADR2021-05-14$17,859$9,769$8,090$8,090
79. NICE LTD2020-05-262021-05-14$17,838$14,582$3,256$3,256
983. RECKITT BENCKISER-SPON ADR ADR SEDOL B93K0B02017-07-272021-05-14$17,808$19,665-$1,857-$1,857
2353. RECRUIT HOLDINGS CO LTD-ADR ADR SEDOL BF43JH92020-03-062021-05-14$21,300$16,680$4,620$4,620
190. RIO TINTO PLC2018-07-112021-05-14$16,739$10,281$6,458$6,458
460. ROYAL DUTCH SHELL PLC ADR A2021-05-14$18,483$30,994-$12,511-$12,511
335. SANOFI SPONSORED ADR2011-02-242021-05-14$17,621$11,396$6,225$6,225
148. SAP SE SPONSORED ADR2021-05-14$20,248$13,215$7,033$7,033
206. SIEMENS AG SPONSORED ADR2016-06-062021-05-14$17,845$11,230$6,615$6,615
744. SUNCOR ENERGY INC ISIN CA8672241079 SEDOL B3NB0P52018-10-192021-05-14$17,251$26,586-$9,335-$9,335
713. TAIWAN SEMICONDUCTOR MTG CO ADR2012-04-132021-05-14$78,867$10,794$68,073$68,073
93. TELEPERFORMANCE-UNSPON ADR ADR SEDOL B3K9YT42020-05-262021-05-14$17,567$11,642$5,925$5,925
123. TEMENOS AG ADR SEDOL B96QTM92019-10-232021-05-14$17,750$16,927$823$823
679. TENCENT HOLDINGS LTD UNSPON ADR2021-05-14$51,045$11,316$39,729$39,729
800. VALE S.A. COMMON NEW ADR2018-10-192021-05-14$16,896$12,300$4,596$4,596
186. WOLTERS KLUWER N V SPON ADR2019-07-312021-05-14$17,594$13,584$4,010$4,010
115. ATLASSIAN CORP PLC-CLASS A EXCH 09/30/222020-05-142021-05-14$24,814$20,316$4,498$4,498
78. WIX.COM LTD SEDOL BFZCHN72021-04-072021-05-14$17,082$23,468-$6,386-$6,386
132. ASML HOLDING NV-NY SEDOL B908F012009-11-042021-05-14$82,552$4,881$77,671$77,671
131. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN72019-01-242021-05-14$24,660$11,030$13,630$13,630
5306.65 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212021-05-15$5,307$5,306$1$1
7353.17 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302021-05-15$7,353$7,352$1$1
6425.34 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A32019-04-092021-05-16$6,425$6,425
940. ORBCOMM INC2021-05-17$10,474$5,586$4,888$4,888
90. ORBCOMM INC2020-11-172021-05-17$1,005$531$474$474
40000. USA TREASURY NOTES 03.125% DUE 05/15/20482020-03-032021-05-17$46,200$52,834-$6,634-$6,634
317. ANHEUSER BUSCH INBEV SPONSORED ADR2021-05-18$23,808$23,693$115$115
3349. INVESCO S&P 500 EQUAL WEIGHT ETF2020-03-162021-05-18$501,577$275,285$226,292$226,292
206. L OREAL CO UNSPONSORED ADR2021-05-18$17,704$7,979$9,725$9,725
2925. RELX PLC ADR2020-05-262021-05-18$76,661$68,173$8,488$8,488
2405. SPDR TR UNIT SER 12021-05-18$997,974$466,131$531,843$531,843
252. SAP SE SPONSORED ADR2021-05-18$34,749$19,460$15,289$15,289
300. AXT INC2017-07-272021-05-19$2,875$2,526$349$349
491. ORBCOMM INC2021-05-19$5,460$2,848$2,612$2,612
18729.97 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052021-05-20$18,730$18,726$4$4
5916.97 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 2012018-06-272021-05-20$5,917$5,916$1$1
432.936 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2011-10-182021-05-20$1,000,000$382,952$617,048$617,048
25000. JP MORGAN CHASE NA NT2021-01-282021-05-24$28,674$29,291-$617-$617
30000. JP MORGAN CHASE NA NT2021-01-282021-05-24$34,417$35,149-$732-$732
30000. JP MORGAN CHASE NA NT2021-01-282021-05-24$34,424$35,149-$725-$725
90000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-05-24$99,710$99,870-$160-$160
130000. AMAZON.COM INC CALL 03/12/2028 UNSC2021-05-102021-05-25$130,950$129,923$1,027$1,027
160. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2018-07-262021-05-25$8,459$2,140$6,319$6,319
430. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2021-05-25$22,714$5,746$16,968$16,968
20000. USA TREASURY NOTES 03.125% DUE 05/15/20482020-11-102021-05-25$23,586$26,318-$2,732-$2,732
25000. USA TREASURY NOTES 03.125% DUE 05/15/20482020-03-032021-05-25$29,482$33,016-$3,534-$3,534
75000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-05-252021-05-25$83,353$83,326$27$27
45000. UNITEDHEALTH GROUP INC CALL 11/15/2050 UNSC2021-05-172021-05-25$46,368$44,710$1,658$1,658
140. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-05-26$5,284$6,859-$1,575-$1,575
75000. GOLDMAN SACHS GROUP INC CALL 01/23/20232018-05-102021-05-26$78,549$73,291$5,258$5,258
1250. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2021-05-26$65,976$16,573$49,403$49,403
940. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2018-07-272021-05-26$49,541$12,463$37,078$37,078
870. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2018-07-272021-05-26$45,745$11,535$34,210$34,210
400. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2018-07-272021-05-26$21,122$5,303$15,819$15,819
150. UNITED FIRE GROUP INC2011-08-222021-05-26$4,591$2,401$2,190$2,190
80000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-05-26$84,097$84,171-$74-$74
85000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-05-26$78,741$80,683-$1,942-$1,942
140. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2020-02-142021-05-27$5,275$6,856-$1,581-$1,581
70. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2020-02-142021-05-27$2,650$3,428-$778-$778
440. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S2021-05-27$23,217$5,778$17,439$17,439
60000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-02-122021-05-27$63,075$63,124-$49-$49
2257.74 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182021-05-31$2,258$2,395-$137-$137
1399.52 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022021-05-31$1,400$1,495-$95-$95
2671.06 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142021-05-31$2,671$2,777-$106-$106
1388.08 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112021-05-31$1,388$1,435-$47-$47
2002.29 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072021-05-31$2,002$2,099-$97-$97
4543.05 FEDERAL HOME LOAN MTG CORP POOL SD01642020-08-252021-05-31$4,543$4,832-$289-$289
1256.48 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112021-05-31$1,256$1,299-$43-$43
2702.04 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192021-05-31$2,702$2,857-$155-$155
2221.53 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292021-05-31$2,222$2,316-$94-$94
810.54 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182021-05-31$811$841-$30-$30
1037.99 FEDERAL NATL MTG ASSN POOL AL19482014-01-212021-05-31$1,038$1,076-$38-$38
7164.08 FEDERAL NATL MTG ASSN POOL AL22422015-05-112021-05-31$7,164$7,604-$440-$440
868.28 FEDERAL NATL MTG ASSN POOL AL31912015-04-282021-05-31$868$901-$33-$33
164.78 FEDERAL NATL MTG ASSN POOL AO59402012-06-182021-05-31$165$172-$7-$7
4167.23 FEDERAL NATL MTG ASSN POOL AO76272012-11-052021-05-31$4,167$4,281-$114-$114
2297.26 FEDERAL NATL MTG ASSN POOL AP04952015-05-122021-05-31$2,297$2,386-$89-$89
3294.82 FEDERAL NATL MTG ASSN POOL AP21332014-11-192021-05-31$3,295$3,395-$100-$100
3372.21 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202021-05-31$3,372$3,505-$133-$133
820.69 FEDERAL NATL MTG ASSN POOL AS38412015-05-202021-05-31$821$843-$22-$22
862.06 FEDERAL NATL MTG ASSN POOL AS53852015-09-112021-05-31$862$913-$51-$51
3387.27 FEDERAL NATL MTG ASSN POOL AS61112016-04-152021-05-31$3,387$3,604-$217-$217
1170.77 FEDERAL NATL MTG ASSN POOL AS71552016-06-172021-05-31$1,171$1,206-$35-$35
2172.36 FEDERAL NATL MTG ASSN POOL AS73432017-06-282021-05-31$2,172$2,184-$12-$12
8198.36 FEDERAL NATL MTG ASSN POOL AT21272014-11-142021-05-31$8,198$8,220-$22-$22
2273.71 FEDERAL NATL MTG ASSN POOL AT78992015-09-152021-05-31$2,274$2,349-$75-$75
114.5 FEDERAL NATL MTG ASSN POOL 7250422005-05-122021-05-31$115$115
91.06 FEDERAL NATL MTG ASSN POOL 7287092003-12-182021-05-31$91$92-$1-$1
28.64 FEDERAL NATL MTG ASSN POOL 7351412005-04-292021-05-31$29$29
79.05 FEDERAL NATL MTG ASSN POOL 7391872003-09-102021-05-31$79$79
73.55 FEDERAL NATL MTG ASSN POOL 7450872006-06-082021-05-31$74$71$3$3
208.27 FEDERAL NATL MTG ASSN POOL 8142602005-03-102021-05-31$208$209-$1-$1
2596.36 FEDERAL NATL MTG ASSN POOL BC44422018-09-142021-05-31$2,596$2,494$102$102
3703.22 FEDERAL NATL MTG ASSN POOL BM32602018-10-042021-05-31$3,703$3,620$83$83
182.12 FEDERAL NATL MTG ASSN POOL BM39542018-06-062021-05-31$182$178$4$4
2124.23 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122021-05-31$2,124$2,172-$48-$48
1931.54 FEDERAL NATL MTG ASSN POOL BR26192021-01-252021-05-31$1,932$2,001-$69-$69
6370.69 FEDERAL NATL MTG ASSN POOL CA44272019-11-082021-05-31$6,371$6,446-$75-$75
6679.38 FEDERAL NATL MTG ASSN POOL CA53852020-10-092021-05-31$6,679$7,285-$606-$606
5207.14 FEDERAL NATL MTG ASSN POOL CA48602019-12-062021-05-31$5,207$5,305-$98-$98
2836.08 FEDERAL NATL MTG ASSN POOL CA66382020-12-102021-05-31$2,836$2,986-$150-$150
261.1 FEDERAL NATL MTG ASSN POOL CA69432020-08-252021-05-31$261$271-$10-$10
764.3 FEDERAL NATL MTG ASSN POOL CA77342020-11-202021-05-31$764$805-$41-$41
3190.23 FEDERAL NATL MTG ASSN POOL FM00082019-09-192021-05-31$3,190$3,306-$116-$116
4568.71 FEDERAL NATL MTG ASSN POOL FM12212019-09-192021-05-31$4,569$4,725-$156-$156
3132.54 FEDERAL NATL MTG ASSN POOL FM35222020-07-242021-05-31$3,133$3,323-$190-$190
839.21 FEDERAL NATL MTG ASSN POOL FM33282020-09-182021-05-31$839$883-$44-$44
2814.52 FEDERAL NATL MTG ASSN POOL FM40842020-09-102021-05-31$2,815$2,963-$148-$148
2786.05 FEDERAL NATL MTG ASSN POOL FM41382020-09-172021-05-31$2,786$2,938-$152-$152
3211.55 FEDERAL NATL MTG ASSN POOL FM53282021-01-122021-05-31$3,212$3,292-$80-$80
3192.15 FEDERAL NATL MTG ASSN POOL AB18452011-08-162021-05-31$3,192$3,301-$109-$109
971.25 FEDERAL NATL MTG ASSN POOL AB20772011-04-152021-05-31$971$959$12$12
1075.09 FEDERAL NATL MTG ASSN POOL AB45252012-05-162021-05-31$1,075$1,132-$57-$57
2190.66 FEDERAL NATL MTG ASSN POOL AB78592013-07-112021-05-31$2,191$2,196-$5-$5
2385.95 FEDERAL NATL MTG ASSN POOL AC36682010-10-052021-05-31$2,386$2,468-$82-$82
477.49 FEDERAL NATL MTG ASSN POOL MA05622014-02-102021-05-31$477$508-$31-$31
979.65 FEDERAL NATL MTG ASSN POOL MA12362014-09-042021-05-31$980$1,003-$23-$23
1427.32 FEDERAL NATL MTG ASSN POOL MA14302015-05-122021-05-31$1,427$1,440-$13-$13
1930.31 FEDERAL NATL MTG ASSN POOL MA15252016-03-092021-05-31$1,930$2,005-$75-$75
1818.92 FEDERAL NATL MTG ASSN POOL MA26712016-10-282021-05-31$1,819$1,904-$85-$85
5234.45 FEDERAL NATL MTG ASSN POOL MA28032017-10-192021-05-31$5,234$5,257-$23-$23
848.53 FEDERAL NATL MTG ASSN POOL MA41572020-10-092021-05-31$849$854-$5-$5
3658.46 FEDERAL NATL MTG ASSN POOL MA42102020-11-202021-05-31$3,658$3,837-$179-$179
1968.92 FEDERAL NATL MTG ASSN POOL MA42612021-01-272021-05-31$1,969$2,058-$89-$89
158.92 FEDERAL NATL MTG ASSN POOL AD71342010-07-212021-05-31$159$167-$8-$8
235.98 FEDERAL NATL MTG ASSN POOL AD63692010-06-222021-05-31$236$242-$6-$6
1374.46 FEDERAL NATL MTG ASSN POOL AE09812011-10-172021-05-31$1,374$1,391-$17-$17
1143.67 GOVT NATL MTG ASSN POOL AA82732012-08-282021-05-31$1,144$1,228-$84-$84
1802.56 GOVT NATL MTG ASSN POOL 7443712012-02-162021-05-31$1,803$1,936-$133-$133
100. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2020-06-112021-06-01$3,736$4,893-$1,157-$1,157
10. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2020-02-142021-06-01$374$490-$116-$116
85000. CINTAS CORP NO.2 COMP GUARNT2021-06-01$85,000$85,000
150. DOMTAR CORPORATION NEW2020-05-082021-06-01$8,197$3,517$4,680$4,680
7316.35 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222021-06-01$7,316$7,415-$99-$99
20. NCR CORP2020-10-292021-06-01$968$412$556$556
180. NCR CORP2021-06-01$8,707$3,698$5,009$5,009
100. NCR CORP2020-08-102021-06-01$4,844$2,053$2,791$2,791
150. TURTLE BEACH CORP2020-03-192021-06-01$5,061$662$4,399$4,399
250000. USA TREASURY NOTE 01.875% DUE 01/31/20222021-06-01$253,057$252,948$109$109
665. BOOZ ALLEN HAMILTON HOLDING2018-12-112021-06-02$56,979$32,661$24,318$24,318
140. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2020-06-112021-06-02$5,162$6,850-$1,688-$1,688
150. DOMTAR CORPORATION NEW2021-06-02$8,227$3,435$4,792$4,792
45000. EQUINIX INC CALL 05/15/2022 UNSC2021-06-02$48,264$45,000$3,264$3,264
65000. EQUINIX INC CALL 05/15/2022 UNSC2019-11-062021-06-02$69,714$65,000$4,714$4,714
81. LAM RESEARCH CORP2019-06-062021-06-02$52,519$14,817$37,702$37,702
30. NCR CORP2020-08-102021-06-02$1,424$616$808$808
10. NCR CORP2020-08-102021-06-02$480$205$275$275
40. NCR CORP2020-08-102021-06-02$1,922$821$1,101$1,101
100. NCR CORP2021-06-02$4,796$2,032$2,764$2,764
707. QUALCOMM2021-06-02$94,759$106,047-$11,288-$11,288
100. STRATEGIC ED INC2020-08-192021-06-02$7,201$10,964-$3,763-$3,763
134. THERMO ELECTRON CORP COM2020-09-012021-06-02$60,111$57,973$2,138$2,138
150. TURTLE BEACH CORP2020-03-192021-06-02$5,133$662$4,471$4,471
400. AMN HEALTHCARE SERVICES2021-06-03$37,432$20,712$16,720$16,720
200. ASGN INC2021-06-03$20,016$11,494$8,522$8,522
400. AXT INC2017-07-272021-06-03$4,082$3,368$714$714
850. ABERCROMBIE & FITCH CO CL A2015-11-192021-06-03$35,020$16,575$18,445$18,445
150. ACUITY BRANDS INC2021-06-03$27,782$18,904$8,878$8,878
950. AEROJET ROCKETDYNE HLDGS INC2021-06-03$46,152$24,995$21,157$21,157
25. ALLEGHANY CORP DEL2021-03-102021-06-03$17,674$16,083$1,591$1,591
50. ALTRA INDUSTRIAL MOTION CORP2021-04-052021-06-03$3,257$2,886$371$371
300. ALTRA INDUSTRIAL MOTION CORP2021-06-03$19,543$6,722$12,821$12,821
25. AMERCO2019-08-292021-06-03$14,240$8,682$5,558$5,558
1850. AMERICAN EAGLE OUTFITTERS INC2021-06-03$62,605$24,987$37,618$37,618
480. AMERICAN PUBLIC EDUCATION2021-06-03$13,700$15,340-$1,640-$1,640
270. AMERICAN PUBLIC EDUCATION2021-06-03$7,706$8,654-$948-$948
100. AMERICAN WOODMARK CORP2020-08-252021-06-03$8,540$8,792-$252-$252
550. ANGIODYNAMICS INC2019-04-022021-06-03$12,700$13,439-$739-$739
1400. APPLE HOSPITALITY REIT INC2021-06-03$22,527$22,511$16$16
1050. ATLANTIC UNION BANKSHARES CORP2021-06-03$42,570$25,855$16,715$16,715
100. THE BANK OF PRINCETON2021-06-03$2,951$3,451-$500-$500
350. BERKSHIRE HILLS BANCORP INC2015-11-192021-06-03$9,826$10,409-$583-$583
6600. BIODELIVERY SCIENCES INTL MERGED 03/23/22 @ $5.60 P/S2021-06-03$23,785$40,680-$16,895-$16,895
230. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2020-06-112021-06-03$8,411$11,254-$2,843-$2,843
30. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2020-06-112021-06-03$1,096$1,468-$372-$372
90. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2019-12-112021-06-03$3,300$4,386-$1,086-$1,086
100. BRANDYWINE RLTY TR SH BEN INT NEW REIT2021-04-082021-06-03$1,467$1,276$191$191
1450. BRANDYWINE RLTY TR SH BEN INT NEW REIT2021-06-03$21,268$19,441$1,827$1,827
275. COHERENT INC MERGED 07/05/22 @ $220.00 P/S2021-06-03$72,235$39,147$33,088$33,088
350. COHERENT INC MERGED 07/05/22 @ $220.00 P/S2021-06-03$91,935$28,338$63,597$63,597
460. COHU INC2021-06-03$16,781$17,382-$601-$601
250. COLUMBUS MCKINNON CORP N Y2021-06-03$12,658$12,987-$329-$329
50. COLUMBUS MCKINNON CORP N Y2018-04-042021-06-03$2,532$1,757$775$775
750. COMFORT SYS USA INC COM2021-06-03$63,207$18,415$44,792$44,792
1600. COMMERCIAL METALS CO2021-06-03$51,273$32,998$18,275$18,275
800. COMMUNITY HEALTHCARE TRUST I2016-04-072021-06-03$38,042$13,793$24,249$24,249
2250. CROSS COUNTRY HEALTHCARE INC2021-06-03$36,532$29,861$6,671$6,671
350. DANA HOLDING CORP2021-06-03$9,808$8,742$1,066$1,066
112. DELEK HOLDCO INC2021-06-03$2,780$4,181-$1,401-$1,401
93. DIME CMNTY BANCSHARES INC2015-11-192021-06-03$3,201$2,621$580$580
200. DOUGLAS DYNAMICS INC2021-06-03$8,837$5,068$3,769$3,769
100. EMCOR GROUP INC2020-07-102021-06-03$12,569$6,066$6,503$6,503
400. EMCOR GROUP INC2021-06-03$50,277$20,115$30,162$30,162
100. EXELIXIS INC2020-05-142021-06-03$2,217$2,454-$237-$237
75. FIRST CITIZENS BANCSHARES INC2021-06-03$64,949$21,534$43,415$43,415
400. FIRST COMMUNITY BANKSHARES INC2021-06-03$12,577$11,964$613$613
150. FIRST MERCHANTS CORP2020-06-102021-06-03$6,845$4,438$2,407$2,407
450. FIRST MERCHANTS CORP2021-06-03$20,536$13,287$7,249$7,249
250. FOOT LOCKER INC2021-06-03$15,676$10,565$5,111$5,111
400. GENTEX CORPORATION2021-06-03$13,819$8,814$5,005$5,005
100. GIBRALTAR INDUSTRIES INC2021-06-03$7,647$3,242$4,405$4,405
900. GLATFELTER CORP2021-06-03$13,291$13,905-$614-$614
600. GLATFELTER CORP2021-06-03$8,861$9,740-$879-$879
100. HNI CORP2020-12-152021-06-03$4,543$3,646$897$897
500. HARMONIC INC2021-06-03$3,546$3,750-$204-$204
2400. HELIX ENERGY SOLUTIONS GROUP2021-06-03$14,667$10,920$3,747$3,747
200. HIBBETT INC2021-06-03$17,674$5,382$12,292$12,292
368. HOPE BANCORP INC2015-11-192021-06-03$5,579$5,907-$328-$328
100. ICF INTERNATIONAL INC2021-06-03$9,067$6,035$3,032$3,032
200. ICF INTERNATIONAL INC2017-09-222021-06-03$18,133$10,590$7,543$7,543
450. INVESTORS BANCORP INC NEW MERGED 04/06/2022 @ $1.46 P/S &2021-06-03$6,681$5,131$1,550$1,550
650. KBR INC2021-06-03$26,402$14,218$12,184$12,184
200. KBR INC2021-06-03$8,124$3,073$5,051$5,051
1500. KVH INDS INC2021-06-03$21,445$14,147$7,298$7,298
250. KAISER ALUMINUM CORP2021-06-03$33,279$29,674$3,605$3,605
550. KB HOME2021-06-03$24,832$19,257$5,575$5,575
200. LAKELAND BANCORP INC2021-01-082021-06-03$3,829$2,793$1,036$1,036
400. LAKELAND BANCORP INC2015-12-032021-06-03$7,657$4,746$2,911$2,911
350. LEIDOS HOLDINGS INC-W/I2021-06-03$36,208$31,719$4,489$4,489
250. LEXINGTON CORPORATION PROPERTIES TRUST2021-01-212021-06-03$3,119$2,553$566$566
1800. LEXINGTON CORPORATION PROPERTIES TRUST2021-06-03$22,453$17,394$5,059$5,059
550. LYDALL INC2021-06-03$19,762$17,362$2,400$2,400
100. MKS INSTRS INC2012-05-042021-06-03$18,345$2,643$15,702$15,702
550. MSG NETWORKS INC MERGED 07/09/20212021-06-03$8,666$9,649-$983-$983
600. MADDEN STEVEN LTD2021-06-03$24,896$11,115$13,781$13,781
3250. MAGNACHIP SEMICONDUCT2021-06-03$75,820$36,536$39,284$39,284
650. MAGNOLIA OIL & GAS CORP CLASS A2021-06-03$9,313$9,444-$131-$131
150. MASTERCRAFT BOAT HOLDINGS IN2019-02-252021-06-03$4,046$3,687$359$359
300. MERIDIAN BIOSCIENCE INC2021-06-03$5,756$4,278$1,478$1,478
200. METHODE ELECTRS INC CL A2020-06-222021-06-03$9,728$6,369$3,359$3,359
600. METHODE ELECTRS INC CL A2021-06-03$29,185$24,194$4,991$4,991
150. MILLER INDUSTRIES INC2021-06-03$6,248$4,573$1,675$1,675
600. MILLER INDUSTRIES INC2021-06-03$24,991$18,967$6,024$6,024
650. MUELLER INDUSTRIES INC2021-06-03$29,818$23,258$6,560$6,560
650. MUELLER INDUSTRIES INC2021-06-03$29,818$20,965$8,853$8,853
900. NEOPHONICS CORP2021-06-03$9,434$8,284$1,150$1,150
100. NEOPHONICS CORP2020-05-202021-06-03$1,048$825$223$223
200. NEWMARK GROUP INC-CLASS A2018-01-112021-06-03$2,582$3,194-$612-$612
400. NORTHWESTERN CORPORATION2021-06-03$25,448$22,741$2,707$2,707
500. NORTHWESTERN CORPORATION2021-06-03$31,810$28,578$3,232$3,232
50. OSI SYS INC2021-04-052021-06-03$4,851$4,878-$27-$27
1400. OLD REPUBLIC INTERNATIONAL CORP2021-06-03$36,860$23,091$13,769$13,769
150. ONTO INNOVATION INC2021-05-172021-06-03$10,468$8,690$1,778$1,778
200. ONTO INNOVATION INC2020-02-132021-06-03$13,958$7,865$6,093$6,093
750. ORASURE TECHNOLOGIES INC2021-06-03$7,123$9,405-$2,282-$2,282
800. ORASURE TECHNOLOGIES INC2021-06-03$7,598$10,293-$2,695-$2,695
200. OWENS CORNING INC2021-06-03$20,829$13,372$7,457$7,457
260. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/222015-11-192021-06-03$4,983$4,050$933$933
215. PERFICIENT INC2021-06-03$15,303$5,621$9,682$9,682
1250. PHYSICIANS REALTY TRUST2021-06-03$22,725$21,595$1,130$1,130
1750. PIEDMONT OFFICE REALTY TRU A2021-06-03$33,990$32,145$1,845$1,845
100. PIPER SANDLER COMPANIES2021-06-03$12,808$8,847$3,961$3,961
300. PIPER SANDLER COMPANIES2021-06-03$38,425$15,769$22,656$22,656
150. PORTLAND GENERAL ELECTRIC CO2021-06-03$7,333$6,651$682$682
350. PROGRESS SOFTWARE CORP2021-06-03$15,769$12,030$3,739$3,739
200. PROVIDENT FINANCIAL SERVICES2021-04-052021-06-03$5,027$4,504$523$523
250. QORVO INC2021-06-03$45,549$11,205$34,344$34,344
200. QUANEX BUILDING PRODUCTS2021-06-03$5,161$3,752$1,409$1,409
100. REGAL BELOIT CORP2021-06-03$13,996$13,182$814$814
200. REGAL BELOIT CORP2021-06-03$27,992$13,906$14,086$14,086
200. REX AMERICAN RESOURCES CORP2021-06-03$18,989$15,997$2,992$2,992
100. REX AMERICAN RESOURCES CORP2021-06-03$9,495$7,521$1,974$1,974
100. SANDERSON FARMS INC2021-06-03$16,244$13,782$2,462$2,462
1700. SANDY SPRING BANCORP INC2021-06-03$80,209$50,566$29,643$29,643
300. SCHNITZER STL INDS CLA A2021-06-03$17,106$10,372$6,734$6,734
150. SCIENCE APPLICATIONS INTE-WI2021-06-03$13,689$14,151-$462-$462
50. SELECTED INS GROUP INC2020-06-112021-06-03$3,811$2,519$1,292$1,292
500. SELECTED INS GROUP INC2021-06-03$38,112$21,451$16,661$16,661
750. SILICON MOTION TECHNOL ADR2021-06-03$48,644$29,900$18,744$18,744
50. SPECTRUM BRANDS HLDGS INC2021-04-232021-06-03$4,331$4,393-$62-$62
250. SPECTRUM BRANDS HLDGS INC2021-06-03$21,656$23,665-$2,009-$2,009
150. STERLING BANCORP MERGED 02/01/20222020-12-212021-06-03$4,011$2,606$1,405$1,405
800. STERLING BANCORP MERGED 02/01/20222021-06-03$21,394$7,633$13,761$13,761
450. STIFEL FINL CORP2015-11-192021-06-03$30,793$13,485$17,308$17,308
1050. STONERIDGE INC2021-06-03$32,804$12,252$20,552$20,552
400. STRATEGIC ED INC2021-06-03$28,770$40,551-$11,781-$11,781
350. STRIDE INC2021-06-03$9,896$7,628$2,268$2,268
100. SUMMIT HOTEL PROPERTIES INC REITS2021-04-162021-06-03$964$998-$34-$34
100. TETRA TECH INC NEW COM2015-06-252021-06-03$11,837$2,589$9,248$9,248
30. TRUSTCO BK CORP NY2021-06-03$1,116$1,201-$85-$85
650. TURTLE BEACH CORP2021-06-03$22,067$2,846$19,221$19,221
400. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S2021-06-03$23,017$23,844-$827-$827
550. UMPQUA HLDGS C2021-06-03$10,566$9,857$709$709
950. UNITED COMMUNITY BANKS/GA2021-06-03$32,531$19,740$12,791$12,791
250. UNITED FIRE GROUP INC2021-06-03$7,697$3,586$4,111$4,111
50. UNIVERSAL DISPLAY CORP2013-07-102021-06-03$10,681$1,363$9,318$9,318
200. URBAN OUTFITTERS INC2021-05-212021-06-03$7,547$6,788$759$759
350. URBAN OUTFITTERS INC2021-06-03$13,207$10,984$2,223$2,223
300. VILLAGE SUPER MKT INC CL A NEW2021-06-03$7,224$6,901$323$323
800. VILLAGE SUPER MKT INC CL A NEW2021-06-03$19,263$19,462-$199-$199
300. VISHAY INTERTECHNOLOGY INC COM2021-06-03$7,124$7,179-$55-$55
300. VISHAY INTERTECHNOLOGY INC COM2021-06-03$7,124$5,588$1,536$1,536
200. VISTEON CORP2018-10-252021-06-03$25,475$13,838$11,637$11,637
450. WASHINGTON FEDERAL INC2021-04-142021-06-03$15,059$14,260$799$799
683. WASHINGTON FEDERAL INC2020-03-192021-06-03$22,857$19,247$3,610$3,610
250. WASHINGTON TRUST BANCORP2021-06-03$13,894$7,423$6,471$6,471
150. WEBSTER FINANCIAL CORP2021-06-03$8,579$7,729$850$850
50. WEBSTER FINANCIAL CORP2019-11-062021-06-03$2,860$2,373$487$487
300. WESTERN ALLIANCE BANCORP2021-06-03$30,820$15,555$15,265$15,265
400. WHOLE EARTH BRANDS INC2021-06-03$5,206$3,210$1,996$1,996
25. EVEREST RE GROUP LTD2021-05-252021-06-03$6,443$6,430$13$13
150. JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN42021-06-03$25,932$23,975$1,957$1,957
400. NOMAD FOODS LTD-WHEN ISSUED SEDOL BQFJGK52021-06-03$12,479$8,451$4,028$4,028
60. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-06-03$7,399$8,633-$1,234-$1,234
100. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-06-03$12,512$14,389-$1,877-$1,877
10. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-06-03$1,245$1,439-$194-$194
130. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-06-03$16,050$18,706-$2,656-$2,656
30. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-06-03$3,759$4,317-$558-$558
60. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-06-03$7,456$8,633-$1,177-$1,177
50. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 23116142021-01-082021-06-03$6,460$6,440$20$20
100. SILICOM LTD SEDOL 25254262021-06-03$4,188$5,089-$901-$901
250. AXT INC2017-07-272021-06-04$2,620$2,105$515$515
300. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-06-04$10,994$13,814-$2,820-$2,820
230. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-06-04$8,429$11,181-$2,752-$2,752
340. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2021-06-04$12,568$15,168-$2,600-$2,600
100. COMMUNITY HEALTHCARE TRUST I2016-04-072021-06-04$4,756$1,724$3,032$3,032
100. DIME CMNTY BANCSHARES INC2015-11-192021-06-04$3,483$2,818$665$665
5. FIRST CITIZENS BANCSHARES INC2020-03-182021-06-04$4,340$1,433$2,907$2,907
100. GENTEX CORPORATION2020-03-192021-06-04$3,471$2,192$1,279$1,279
250. HELIX ENERGY SOLUTIONS GROUP2021-02-032021-06-04$1,608$1,093$515$515
250. LAKELAND BANCORP INC2015-12-032021-06-04$4,795$2,966$1,829$1,829
100. MSG NETWORKS INC MERGED 07/09/20212017-11-102021-06-04$1,570$1,726-$156-$156
10. NCR CORP2020-08-202021-06-04$472$203$269$269
110. NCR CORP2020-08-202021-06-04$5,182$2,231$2,951$2,951
100. NEOPHONICS CORP2020-05-202021-06-04$1,062$825$237$237
50. ONTO INNOVATION INC2020-02-132021-06-04$3,598$1,966$1,632$1,632
100. ORASURE TECHNOLOGIES INC2020-06-022021-06-04$946$1,211-$265-$265
350. QUANEX BUILDING PRODUCTS2021-06-04$9,506$6,389$3,117$3,117
450. QUANEX BUILDING PRODUCTS2021-06-04$12,222$8,254$3,968$3,968
100. SELECTED INS GROUP INC2009-06-112021-06-04$7,577$1,366$6,211$6,211
100. SILICON MOTION TECHNOL ADR2020-03-172021-06-04$6,591$3,230$3,361$3,361
100. UMPQUA HLDGS C2016-11-172021-06-04$1,917$1,786$131$131
100. UNITED COMMUNITY BANKS/GA2015-11-202021-06-04$3,433$2,064$1,369$1,369
100. WASHINGTON FEDERAL INC2020-03-192021-06-04$3,345$2,818$527$527
160. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-06-04$20,028$23,022-$2,994-$2,994
30. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-06-04$3,773$4,317-$544-$544
20. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-06-04$2,514$2,878-$364-$364
70. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-06-04$8,802$10,072-$1,270-$1,270
30. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-06-04$3,757$4,317-$560-$560
160. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY62020-12-182021-06-04$19,935$23,022-$3,087-$3,087
25000. BANK OF AMERICA CORP SER GMTN SUB2018-05-172021-06-07$28,570$24,953$3,617$3,617
20000. BANK OF AMERICA CORP SER GMTN SUB2018-05-172021-06-07$22,853$19,962$2,891$2,891
90. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2020-11-192021-06-07$3,291$3,949-$658-$658
240. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2020-03-182021-06-07$8,776$7,595$1,181$1,181
40. NCR CORP2020-08-202021-06-07$1,903$811$1,092$1,092
50. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S2018-04-272021-06-07$3,690$2,940$750$750
105000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-06-07$116,538$116,130$408$408
240. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2020-03-182021-06-08$8,933$7,595$1,338$1,338
60. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S2020-03-182021-06-08$2,213$1,899$314$314
75. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S2021-05-062021-06-08$5,550$3,991$1,559$1,559
450. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S2021-06-08$33,302$26,301$7,001$7,001
25. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S2021-05-062021-06-08$1,884$1,330$554$554
1120. PLAYA HOTELS & RESORTS NV SEDOL2021-06-08$8,325$8,178$147$147
260. FIRST HORIZON CORPORATION2021-01-072021-06-09$4,894$3,908$986$986
630. FIRST HORIZON CORPORATION2021-01-072021-06-09$11,891$9,470$2,421$2,421
130. FIRST HORIZON CORPORATION2021-01-072021-06-09$2,455$1,954$501$501
110. PRIMERICA INC2021-06-09$18,010$9,928$8,082$8,082
80. PRIMERICA INC2020-03-312021-06-09$13,104$7,220$5,884$5,884
130. TOPBUILD CORP2019-02-012021-06-09$25,330$7,024$18,306$18,306
100. TOPBUILD CORP2019-02-012021-06-09$19,491$5,403$14,088$14,088
50. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S2021-05-062021-06-09$3,751$2,661$1,090$1,090
140. ADVANCED DRAINAGE SYSTEMS IN2020-02-182021-06-10$14,601$6,895$7,706$7,706
200. ANGIODYNAMICS INC2019-04-022021-06-10$5,112$4,887$225$225
200. FIRST HORIZON CORPORATION2021-01-072021-06-10$3,661$3,006$655$655
1560. FIRST HORIZON CORPORATION2021-06-10$28,761$23,187$5,574$5,574
80. FIRST HORIZON CORPORATION2021-01-262021-06-10$1,460$1,148$312$312
45000. MARATHON PETROLEUM CORP UNSC2020-04-272021-06-10$48,153$44,882$3,271$3,271
70. TOPBUILD CORP2019-02-012021-06-10$13,374$3,782$9,592$9,592
250. TOPBUILD CORP2019-02-012021-06-10$47,170$13,507$33,663$33,663
80000. VALERO ENERGY CORP CALL 03/15/2025 UNSC2020-09-102021-06-10$85,212$83,815$1,397$1,397
250. ADVANCED DRAINAGE SYSTEMS IN2021-06-11$26,007$12,311$13,696$13,696
140. ADVANCED DRAINAGE SYSTEMS IN2020-02-182021-06-11$14,546$6,877$7,669$7,669
60. ADVANCED DRAINAGE SYSTEMS IN2021-06-11$6,218$2,941$3,277$3,277
65000. BERKSHIRE HATHAWAY ENERG SER WI CALL 03/2020-03-202021-06-11$72,538$64,916$7,622$7,622
2310. FIRST HORIZON CORPORATION2021-06-11$42,108$33,123$8,985$8,985
920. FIRST HORIZON CORPORATION2021-01-062021-06-11$16,762$13,176$3,586$3,586
1140. FIRST HORIZON CORPORATION2021-01-062021-06-11$20,798$16,327$4,471$4,471
200. NCR CORP2021-06-11$9,489$4,053$5,436$5,436
50. NCR CORP2020-10-302021-06-11$2,371$1,011$1,360$1,360
45000. USA TREASURY NOTES 01.500% DUE 10/31/20242021-06-102021-06-11$46,672$46,705-$33-$33
80000. USA TREASURY NOTES 01.500% DUE 10/31/20242021-06-11$82,972$83,059-$87-$87
30. ICON PLC SEDOL B94G4712010-09-212021-06-11$6,552$660$5,892$5,892
60. ICON PLC SEDOL B94G4712010-09-212021-06-11$13,077$1,321$11,756$11,756
30. NCR CORP2020-10-302021-06-14$1,397$607$790$790
110. NCR CORP2020-10-302021-06-14$5,146$2,224$2,922$2,922
10. NCR CORP2020-10-302021-06-14$469$202$267$267
50. AMERICAN WOODMARK CORP2020-08-252021-06-15$4,214$4,396-$182-$182
50. ANGIODYNAMICS INC2021-06-15$1,257$1,221$36$36
490. BERRY GLOBAL GROUP INC2016-01-132021-06-15$32,267$15,972$16,295$16,295
330. BERRY GLOBAL GROUP INC2021-06-15$21,732$10,697$11,035$11,035
130. BERRY GLOBAL GROUP INC2021-06-15$8,564$4,082$4,482$4,482
4714.46 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212021-06-15$4,714$4,714
100. COMMERCIAL METALS CO2017-12-062021-06-15$3,241$1,997$1,244$1,244
100. CROSS COUNTRY HEALTHCARE INC2018-07-102021-06-15$1,788$1,216$572$572
6470.08 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302021-06-15$6,470$6,469$1$1
50. HNI CORP2020-12-152021-06-15$2,260$1,823$437$437
100. HEIDRICK & STRUGGLES (IPO)2021-05-112021-06-15$4,572$4,104$468$468
50. HIBBETT INC2020-07-212021-06-15$3,925$1,300$2,625$2,625
1000. MAGNOLIA OIL & GAS CORP CLASS A2021-06-15$15,591$14,033$1,558$1,558
10. NCR CORP2020-10-302021-06-15$470$202$268$268
40. NCR CORP2020-10-302021-06-15$1,879$809$1,070$1,070
100. NCR CORP2020-10-302021-06-15$4,705$2,022$2,683$2,683
100. PHYSICIANS REALTY TRUST2021-01-042021-06-15$1,935$1,693$242$242
50. HELEN OF TROY LIMITED SEDOL 24195302021-04-072021-06-15$11,314$10,745$569$569
20. ICON PLC SEDOL B94G4712010-09-212021-06-15$4,320$440$3,880$3,880
50. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 23116142021-01-082021-06-15$6,719$6,440$279$279
150. AXT INC2017-07-272021-06-16$1,743$1,263$480$480
6154.67 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A32019-04-092021-06-16$6,155$6,154$1$1
20. MADISON SQUARE GARDEN SPORTS CORP2020-12-042021-06-16$3,459$3,638-$179-$179
10. PRIMERICA INC2020-03-312021-06-16$1,566$902$664$664
10. PRIMERICA INC2020-03-312021-06-16$1,546$902$644$644
10. PRIMERICA INC2020-03-312021-06-16$1,555$902$653$653
50. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S2021-05-062021-06-16$3,709$2,661$1,048$1,048
145000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-06-16$154,363$156,900-$2,537-$2,537
65000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-06-16$69,197$70,328-$1,131-$1,131
30000. USA TREASURY NOTES 02.250% DUE 11/15/20252020-05-152021-06-16$31,937$32,456-$519-$519
60. MADISON SQUARE GARDEN SPORTS CORP2020-12-042021-06-17$10,294$10,914-$620-$620
20. MADISON SQUARE GARDEN SPORTS CORP2020-12-042021-06-17$3,423$3,638-$215-$215
90. MADISON SQUARE GARDEN SPORTS CORP2015-12-142021-06-17$15,402$10,042$5,360$5,360
50. MADISON SQUARE GARDEN SPORTS CORP2015-12-142021-06-17$8,558$5,579$2,979$2,979
350. TREX INC COM2018-11-012021-06-17$33,239$11,288$21,951$21,951
50. TREX INC COM2018-11-012021-06-17$4,747$1,613$3,134$3,134
200. TREX INC COM2018-11-012021-06-17$19,003$6,450$12,553$12,553
60. TREX INC COM2018-11-012021-06-17$5,685$1,935$3,750$3,750
50. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S2021-06-17$3,707$2,211$1,496$1,496
125000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-06-17$133,071$135,069-$1,998-$1,998
115000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-06-17$122,426$124,272-$1,846-$1,846
60000. APPLE INC CALL 06/11/2029 UNSC2021-02-022021-06-18$62,204$63,155-$951-$951
50000. BANK OF AMERICA CORP SER GMTN SUB2018-05-172021-06-18$56,714$49,906$6,808$6,808
437. BIOGEN INC2021-06-18$168,171$108,588$59,583$59,583
209. MADISON SQUARE GARDEN SPORTS CORP2021-06-18$35,349$23,288$12,061$12,061
100. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S2019-11-082021-06-18$7,381$4,268$3,113$3,113
16520.29 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052021-06-20$16,520$16,517$3$3
5309.99 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 2012018-06-272021-06-20$5,310$5,309$1$1
600. LYDALL INC2021-06-21$36,513$16,320$20,193$20,193
750. LYDALL INC2021-06-21$45,641$10,623$35,018$35,018
150. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S2021-06-21$11,079$6,214$4,865$4,865
60. LPL FINANCIAL HOLDINGS INC2018-04-202021-06-22$8,275$3,686$4,589$4,589
270. LPL FINANCIAL HOLDINGS INC2021-06-22$37,262$16,571$20,691$20,691
20000. HUNTSMAN INTERNATIONAL L SER WI CALL 08/2021-06-23$21,261$20,000$1,261$1,261
120. LPL FINANCIAL HOLDINGS INC2021-06-23$16,372$7,334$9,038$9,038
50. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S2020-03-192021-06-23$3,695$575$3,120$3,120
125000. VERISIGN INC CALL 05/01/2018 @ 102.313 C2021-06-23$125,000$124,200$800$800
416. ABBOTT LABORATORIES INC2021-02-102021-06-24$47,032$52,188-$5,156-$5,156
83. ABBOTT LABORATORIES INC2021-02-102021-06-24$9,335$10,412-$1,077-$1,077
185. ABBVIE INC2019-11-262021-06-24$21,386$16,184$5,202$5,202
762. BRISTOL MYERS SQUIBB CO2021-06-24$50,204$46,129$4,075$4,075
308. BRISTOL MYERS SQUIBB CO2020-04-142021-06-24$20,257$18,555$1,702$1,702
421. DENTSPLY SIRONA INC2021-03-172021-06-24$26,922$26,748$174$174
814. DENTSPLY SIRONA INC2021-03-172021-06-24$52,053$51,717$336$336
44. IDEXX LABS INC COM2021-02-222021-06-24$27,094$23,672$3,422$3,422
700. LPL FINANCIAL HOLDINGS INC2021-06-24$97,014$33,972$63,042$63,042
159. LILLY ELI & CO2018-07-102021-06-24$37,759$13,998$23,761$23,761
130. UNITEDHEALTH GROUP INC COM2016-10-282021-06-24$51,907$18,448$33,459$33,459
1. ALIBABA GROUP HOLDING LTD 01609W102 CLASS ACTION2001-01-012021-06-29$167$167$167
100000. PENSKE TRUCK LEASING/PTL SER 144A CALL 06/29/20212019-01-222021-06-29$100,000$99,931$69$69
50. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S2020-03-192021-06-29$3,677$575$3,102$3,102
1753.91 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182021-06-30$1,754$1,861-$107-$107
960.42 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022021-06-30$960$1,026-$66-$66
1398.46 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142021-06-30$1,398$1,454-$56-$56
2043.65 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112021-06-30$2,044$2,112-$68-$68
3012.32 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072021-06-30$3,012$3,157-$145-$145
3611.2 FEDERAL HOME LOAN MTG CORP POOL SD01642020-08-252021-06-30$3,611$3,841-$230-$230
2203.03 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112021-06-30$2,203$2,277-$74-$74
2201.64 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192021-06-30$2,202$2,328-$126-$126
3509.95 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292021-06-30$3,510$3,659-$149-$149
2300.82 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182021-06-30$2,301$2,388-$87-$87
751.24 FEDERAL NATL MTG ASSN POOL AL19482014-01-212021-06-30$751$778-$27-$27
2307.66 FEDERAL NATL MTG ASSN POOL AL22422015-05-112021-06-30$2,308$2,449-$141-$141
785.5 FEDERAL NATL MTG ASSN POOL AL31912015-04-282021-06-30$786$815-$29-$29
1340.76 FEDERAL NATL MTG ASSN POOL AO59402012-06-182021-06-30$1,341$1,398-$57-$57
3625.83 FEDERAL NATL MTG ASSN POOL AO76272012-11-052021-06-30$3,626$3,723-$97-$97
2327.53 FEDERAL NATL MTG ASSN POOL AP04952015-05-122021-06-30$2,328$2,418-$90-$90
2839.55 FEDERAL NATL MTG ASSN POOL AP21332014-11-192021-06-30$2,840$2,926-$86-$86
3531.55 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202021-06-30$3,532$3,670-$138-$138
590.83 FEDERAL NATL MTG ASSN POOL AS38412015-05-202021-06-30$591$607-$16-$16
2423.24 FEDERAL NATL MTG ASSN POOL AS53852015-09-112021-06-30$2,423$2,566-$143-$143
2531.15 FEDERAL NATL MTG ASSN POOL AS61112016-04-152021-06-30$2,531$2,693-$162-$162
2123.54 FEDERAL NATL MTG ASSN POOL AS71552016-06-172021-06-30$2,124$2,187-$63-$63
2106.41 FEDERAL NATL MTG ASSN POOL AS73432017-06-282021-06-30$2,106$2,117-$11-$11
7178.92 FEDERAL NATL MTG ASSN POOL AT21272014-11-142021-06-30$7,179$7,197-$18-$18
557.67 FEDERAL NATL MTG ASSN POOL AT78992015-09-152021-06-30$558$576-$18-$18
67.81 FEDERAL NATL MTG ASSN POOL 7250422005-05-122021-06-30$68$68
99.84 FEDERAL NATL MTG ASSN POOL 7287092003-12-182021-06-30$100$101-$1-$1
31.86 FEDERAL NATL MTG ASSN POOL 7351412005-04-292021-06-30$32$32
79.42 FEDERAL NATL MTG ASSN POOL 7391872003-09-102021-06-30$79$80-$1-$1
54.07 FEDERAL NATL MTG ASSN POOL 7450872006-06-082021-06-30$54$52$2$2
292.27 FEDERAL NATL MTG ASSN POOL 8142602005-03-102021-06-30$292$293-$1-$1
104.49 FEDERAL NATL MTG ASSN POOL BC44422018-09-142021-06-30$104$100$4$4
3251.31 FEDERAL NATL MTG ASSN POOL BM32602018-10-042021-06-30$3,251$3,178$73$73
145.68 FEDERAL NATL MTG ASSN POOL BM39542018-06-062021-06-30$146$143$3$3
1559.81 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122021-06-30$1,560$1,595-$35-$35
610.29 FEDERAL NATL MTG ASSN POOL BR26192021-01-252021-06-30$610$632-$22-$22
5297.84 FEDERAL NATL MTG ASSN POOL CA44272019-11-082021-06-30$5,298$5,360-$62-$62
1929.52 FEDERAL NATL MTG ASSN POOL CA53852020-10-092021-06-30$1,930$2,104-$174-$174
4494.57 FEDERAL NATL MTG ASSN POOL CA48602019-12-062021-06-30$4,495$4,579-$84-$84
4063.4 FEDERAL NATL MTG ASSN POOL CA66382020-12-102021-06-30$4,063$4,278-$215-$215
1234.08 FEDERAL NATL MTG ASSN POOL CA69432020-08-252021-06-30$1,234$1,279-$45-$45
2578.09 FEDERAL NATL MTG ASSN POOL CA77342020-11-202021-06-30$2,578$2,715-$137-$137
4444.92 FEDERAL NATL MTG ASSN POOL FM00082019-09-192021-06-30$4,445$4,606-$161-$161
767.84 FEDERAL NATL MTG ASSN POOL FM12212019-09-192021-06-30$768$794-$26-$26
3102.95 FEDERAL NATL MTG ASSN POOL FM35222020-07-242021-06-30$3,103$3,291-$188-$188
2796.59 FEDERAL NATL MTG ASSN POOL FM33282020-09-182021-06-30$2,797$2,941-$144-$144
4452.59 FEDERAL NATL MTG ASSN POOL FM40842020-09-102021-06-30$4,453$4,688-$235-$235
2065.94 FEDERAL NATL MTG ASSN POOL FM41382020-09-172021-06-30$2,066$2,178-$112-$112
3738.32 FEDERAL NATL MTG ASSN POOL FM53282021-01-122021-06-30$3,738$3,831-$93-$93
1984.1 FEDERAL NATL MTG ASSN POOL AB18452011-08-162021-06-30$1,984$2,052-$68-$68
1074.07 FEDERAL NATL MTG ASSN POOL AB20772011-04-152021-06-30$1,074$1,060$14$14
1089.36 FEDERAL NATL MTG ASSN POOL AB45252012-05-162021-06-30$1,089$1,146-$57-$57
1202.49 FEDERAL NATL MTG ASSN POOL AB78592013-07-112021-06-30$1,202$1,205-$3-$3
3992.12 FEDERAL NATL MTG ASSN POOL AC36682010-10-052021-06-30$3,992$4,130-$138-$138
1239.26 FEDERAL NATL MTG ASSN POOL MA05622014-02-102021-06-30$1,239$1,319-$80-$80
1331.72 FEDERAL NATL MTG ASSN POOL MA12362014-09-042021-06-30$1,332$1,363-$31-$31
1675.22 FEDERAL NATL MTG ASSN POOL MA14302015-05-122021-06-30$1,675$1,690-$15-$15
2443.28 FEDERAL NATL MTG ASSN POOL MA15252016-03-092021-06-30$2,443$2,538-$95-$95
2217.42 FEDERAL NATL MTG ASSN POOL MA26712016-10-282021-06-30$2,217$2,321-$104-$104
5585.06 FEDERAL NATL MTG ASSN POOL MA28032017-10-192021-06-30$5,585$5,609-$24-$24
1087.67 FEDERAL NATL MTG ASSN POOL MA41572020-10-092021-06-30$1,088$1,095-$7-$7
4527.97 FEDERAL NATL MTG ASSN POOL MA42102020-11-202021-06-30$4,528$4,748-$220-$220
2337.9 FEDERAL NATL MTG ASSN POOL MA42612021-01-272021-06-30$2,338$2,443-$105-$105
2666.15 FEDERAL NATL MTG ASSN POOL AD71342010-07-212021-06-30$2,666$2,803-$137-$137
229.23 FEDERAL NATL MTG ASSN POOL AD63692010-06-222021-06-30$229$236-$7-$7
1313.8 FEDERAL NATL MTG ASSN POOL AE09812011-10-172021-06-30$1,314$1,330-$16-$16
1043.02 GOVT NATL MTG ASSN POOL AA82732012-08-282021-06-30$1,043$1,120-$77-$77
741.98 GOVT NATL MTG ASSN POOL 7443712012-02-162021-06-30$742$797-$55-$55
6429.61 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222021-07-01$6,430$6,516-$86-$86
400. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S2021-07-06$29,515$3,859$25,656$25,656
50. HELEN OF TROY LIMITED SEDOL 24195302012-03-092021-07-08$10,624$1,695$8,929$8,929
35000. USA TREASURY NOTES 01.875% DUE 09/30/2022021-05-052021-07-09$35,752$35,756-$4-$4
200000. MITSUBISHI UFJ FIN GROUP INC SEDOL ISIN US606822BV512020-09-082021-07-12$200,808$200,000$808$808
5000. USA TREASURY NOTES 01.875% DUE 09/30/2022021-05-052021-07-12$5,107$5,107
70000. USA TREASURY NOTES 02.375% DUE 08/15/20242021-06-012021-07-12$74,186$74,353-$167-$167
125000. USA TREASURY NOTES 01.500% DUE 10/31/20242021-07-12$129,194$129,492-$298-$298
50. LYDALL INC2020-07-132021-07-13$3,031$684$2,347$2,347
90000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-06-292021-07-14$85,004$83,974$1,030$1,030
4815.17 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212021-07-15$4,815$4,814$1$1
6863.33 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302021-07-15$6,863$6,862$1$1
6100.97 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A32019-04-092021-07-16$6,101$6,100$1$1
.8 MADISON SQUARE GARDEN ENTERT2017-11-022021-07-16$63$78-$15-$15
70. SYNAPTICS INC2021-07-16$10,387$8,772$1,615$1,615
230. SYNAPTICS INC2021-07-16$33,724$26,794$6,930$6,930
20. SYNAPTICS INC2021-01-252021-07-16$2,960$2,114$846$846
15000. USA TREASURY NOTES 02.375% DUE 08/15/20242021-06-012021-07-20$15,919$15,926-$7-$7
13736.16 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052021-07-20$13,736$13,733$3$3
5106.97 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 2012018-06-272021-07-20$5,107$5,106$1$1
510. INSMED INC2021-07-22$12,839$13,834-$995-$995
190. INSMED INC2021-07-22$4,790$5,129-$339-$339
170. INSMED INC2021-07-22$4,271$4,576-$305-$305
280. INSMED INC2021-07-22$7,105$7,528-$423-$423
1. NATIONSBANK CORP NAME CHG 09/30/98 SEE 06605F1022001-01-012021-07-22$103$103$103
20. ADVANCED ENERGY INDS INC2021-05-062021-07-23$2,029$1,801$228$228
60. ADVANCED ENERGY INDS INC2021-05-062021-07-23$6,084$5,403$681$681
60. ADVANCED ENERGY INDS INC2021-05-062021-07-23$6,094$5,403$691$691
50. ADVANCED ENERGY INDS INC2021-05-062021-07-23$5,069$4,502$567$567
63930.208 FEDERAL HOME LOAN MTG CORP POOL SD01642020-08-252021-07-23$68,191$67,986$205$205
53367.805 FEDERAL NATL MTG ASSN POOL FM00082019-09-192021-07-23$56,470$55,294$1,176$1,176
85122.368 FEDERAL NATL MTG ASSN POOL FM33282020-09-182021-07-23$88,753$89,501-$748-$748
37411.305 FEDERAL NATL MTG ASSN POOL MA26712016-10-282021-07-23$39,890$39,160$730$730
710. INSMED INC2021-07-23$17,223$18,955-$1,732-$1,732
560. INSMED INC2021-07-23$13,592$14,876-$1,284-$1,284
280. INSMED INC2020-06-292021-07-23$6,759$7,434-$675-$675
5000. USA TREASURY NOTES 01.625% DUE 05/15/20262021-01-282021-07-23$5,221$5,272-$51-$51
13.899 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2011-10-182021-07-23$33,428$12,294$21,134$21,134
450. AXT INC2017-07-272021-07-26$4,485$3,790$695$695
150. ADVANCED ENERGY INDS INC2021-07-26$15,119$13,506$1,613$1,613
25. AMERCO2020-03-182021-07-26$14,493$6,260$8,233$8,233
50. CHURCHILL DOWNS INC COM2012-11-142021-07-26$9,459$967$8,492$8,492
300. COHU INC2021-07-26$11,115$10,939$176$176
25. DECKERS OUTDOOR CORP2017-09-202021-07-26$10,172$1,584$8,588$8,588
50. GIBRALTAR INDUSTRIES INC2020-03-192021-07-26$3,626$1,561$2,065$2,065
20. INSMED INC2020-06-292021-07-26$485$531-$46-$46
150. KB HOME2020-12-082021-07-26$6,208$5,189$1,019$1,019
1450. LYDALL INC2021-07-26$88,614$18,382$70,232$70,232
50. MASONITE INTERNATIONAL CORP SEDOL BCZM4682021-07-26$5,514$4,596$918$918
750. MASTERCRAFT BOAT HOLDINGS IN2021-07-26$19,977$18,133$1,844$1,844
200. NETGEAR INC2021-07-26$6,953$7,398-$445-$445
150. PROGRESS SOFTWARE CORP2020-03-112021-07-26$6,913$4,852$2,061$2,061
50. PULTE GROUP INC2020-12-142021-07-26$2,699$2,135$564$564
200. QUANEX BUILDING PRODUCTS2021-07-26$4,922$3,593$1,329$1,329
250. UMPQUA HLDGS C2016-11-172021-07-26$4,640$4,465$175$175
290. ADVANCED ENERGY INDS INC2021-07-27$28,124$21,380$6,744$6,744
200. INSMED INC2021-07-27$4,780$5,307-$527-$527
80. INSMED INC2020-07-162021-07-27$1,914$2,121-$207-$207
130. INSMED INC2020-06-022021-07-27$3,065$3,421-$356-$356
30. INSMED INC2020-07-172021-07-27$719$787-$68-$68
220. ADVANCED ENERGY INDS INC2020-09-112021-07-28$22,004$12,988$9,016$9,016
90. HEXCEL CORP2021-07-28$5,143$4,841$302$302
80. HEXCEL CORP2021-02-232021-07-28$4,582$4,277$305$305
1860. INSMED INC2021-07-28$44,572$47,874-$3,302-$3,302
390. INSMED INC2021-07-28$9,390$9,785-$395-$395
30. ADVANCED ENERGY INDS INC2021-07-29$3,039$1,767$1,272$1,272
140. ADVANCED ENERGY INDS INC2021-07-29$14,184$7,676$6,508$6,508
80. ADVANCED ENERGY INDS INC2021-07-29$8,229$3,861$4,368$4,368
190. HEXCEL CORP2021-02-232021-07-29$10,867$10,138$729$729
180. HEXCEL CORP2021-02-232021-07-29$10,270$9,604$666$666
55000. KLA-TENCOR CORP CALL 08/01/2024 @ 100.000 UNSC2021-05-272021-07-29$61,387$61,209$178$178
125000. USA TREASURY NTS 02.375% DUE 05/15/20292021-07-29$136,743$133,996$2,747$2,747
50000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-07-29$52,334$52,391-$57-$57
60. ADVANCED ENERGY INDS INC2020-03-252021-07-30$6,199$2,821$3,378$3,378
20. ADVANCED ENERGY INDS INC2020-03-252021-07-30$2,078$940$1,138$1,138
1030. MICRON TECHNOLOGY INC2021-02-242021-07-30$79,615$93,656-$14,041-$14,041
470. ICON PLC SEDOL B94G4712021-07-30$113,513$10,314$103,199$103,199
911.84 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182021-07-31$912$967-$55-$55
924.79 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022021-07-31$925$988-$63-$63
1778.03 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142021-07-31$1,778$1,848-$70-$70
1510.79 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112021-07-31$1,511$1,561-$50-$50
2027.47 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072021-07-31$2,027$2,124-$97-$97
932.76 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112021-07-31$933$964-$31-$31
2184.54 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192021-07-31$2,185$2,310-$125-$125
4148.37 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292021-07-31$4,148$4,325-$177-$177
2864.44 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182021-07-31$2,864$2,973-$109-$109
881.13 FEDERAL NATL MTG ASSN POOL AL19482014-01-212021-07-31$881$913-$32-$32
2488.58 FEDERAL NATL MTG ASSN POOL AL22422015-05-112021-07-31$2,489$2,640-$151-$151
968.97 FEDERAL NATL MTG ASSN POOL AL31912015-04-282021-07-31$969$1,004-$35-$35
2232.09 FEDERAL NATL MTG ASSN POOL AO59402012-06-182021-07-31$2,232$2,328-$96-$96
3806.07 FEDERAL NATL MTG ASSN POOL AO76272012-11-052021-07-31$3,806$3,907-$101-$101
2314.03 FEDERAL NATL MTG ASSN POOL AP04952015-05-122021-07-31$2,314$2,403-$89-$89
1758.05 FEDERAL NATL MTG ASSN POOL AP21332014-11-192021-07-31$1,758$1,811-$53-$53
3914.78 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202021-07-31$3,915$4,068-$153-$153
733.77 FEDERAL NATL MTG ASSN POOL AS38412015-05-202021-07-31$734$754-$20-$20
2884.48 FEDERAL NATL MTG ASSN POOL AS53852015-09-112021-07-31$2,884$3,054-$170-$170
3056.32 FEDERAL NATL MTG ASSN POOL AS61112016-04-152021-07-31$3,056$3,251-$195-$195
1406.06 FEDERAL NATL MTG ASSN POOL AS71552016-06-172021-07-31$1,406$1,448-$42-$42
1985. FEDERAL NATL MTG ASSN POOL AS73432017-06-282021-07-31$1,985$1,995-$10-$10
7345.61 FEDERAL NATL MTG ASSN POOL AT21272014-11-142021-07-31$7,346$7,365-$19-$19
1349.02 FEDERAL NATL MTG ASSN POOL AT78992015-09-152021-07-31$1,349$1,393-$44-$44
74.64 FEDERAL NATL MTG ASSN POOL 7250422005-05-122021-07-31$75$75
165.6 FEDERAL NATL MTG ASSN POOL 7287092003-12-182021-07-31$166$168-$2-$2
22.28 FEDERAL NATL MTG ASSN POOL 7351412005-04-292021-07-31$22$22
79.8 FEDERAL NATL MTG ASSN POOL 7391872003-09-102021-07-31$80$80
43. FEDERAL NATL MTG ASSN POOL 7450872006-06-082021-07-31$43$42$1$1
13.1 FEDERAL NATL MTG ASSN POOL 8142602005-03-102021-07-31$13$13
111.94 FEDERAL NATL MTG ASSN POOL BC44422018-09-142021-07-31$112$108$4$4
2427.26 FEDERAL NATL MTG ASSN POOL BM32602018-10-042021-07-31$2,427$2,373$54$54
212.65 FEDERAL NATL MTG ASSN POOL BM39542018-06-062021-07-31$213$208$5$5
2122.38 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122021-07-31$2,122$2,169-$47-$47
1394.35 FEDERAL NATL MTG ASSN POOL BR26192021-01-252021-07-31$1,394$1,444-$50-$50
8146.37 FEDERAL NATL MTG ASSN POOL CA44272019-11-082021-07-31$8,146$8,242-$96-$96
6725.78 FEDERAL NATL MTG ASSN POOL CA53852020-10-092021-07-31$6,726$7,334-$608-$608
2882.98 FEDERAL NATL MTG ASSN POOL CA48602019-12-062021-07-31$2,883$2,937-$54-$54
4352.04 FEDERAL NATL MTG ASSN POOL CA66382020-12-102021-07-31$4,352$4,581-$229-$229
1426.86 FEDERAL NATL MTG ASSN POOL CA69432020-08-252021-07-31$1,427$1,478-$51-$51
2372.26 FEDERAL NATL MTG ASSN POOL CA77342020-11-202021-07-31$2,372$2,498-$126-$126
1383.44 FEDERAL NATL MTG ASSN POOL FM12212019-09-192021-07-31$1,383$1,431-$48-$48
3293.9 FEDERAL NATL MTG ASSN POOL FM35222020-07-242021-07-31$3,294$3,492-$198-$198
4734.77 FEDERAL NATL MTG ASSN POOL FM40842020-09-102021-07-31$4,735$4,984-$249-$249
4014.3 FEDERAL NATL MTG ASSN POOL FM41382020-09-172021-07-31$4,014$4,232-$218-$218
3729.71 FEDERAL NATL MTG ASSN POOL FM53282021-01-122021-07-31$3,730$3,822-$92-$92
375.65 FEDERAL NATL MTG ASSN POOL FM82482021-07-232021-07-31$376$393-$17-$17
3637.06 FEDERAL NATL MTG ASSN POOL AB18452011-08-162021-07-31$3,637$3,761-$124-$124
966.51 FEDERAL NATL MTG ASSN POOL AB20772011-04-152021-07-31$967$954$13$13
818.68 FEDERAL NATL MTG ASSN POOL AB45252012-05-162021-07-31$819$861-$42-$42
2818.33 FEDERAL NATL MTG ASSN POOL AB78592013-07-112021-07-31$2,818$2,825-$7-$7
3522.56 FEDERAL NATL MTG ASSN POOL AC36682010-10-052021-07-31$3,523$3,644-$121-$121
611.69 FEDERAL NATL MTG ASSN POOL MA05622014-02-102021-07-31$612$651-$39-$39
1784.76 FEDERAL NATL MTG ASSN POOL MA12362014-09-042021-07-31$1,785$1,826-$41-$41
1847.55 FEDERAL NATL MTG ASSN POOL MA14302015-05-122021-07-31$1,848$1,864-$16-$16
2862.12 FEDERAL NATL MTG ASSN POOL MA15252016-03-092021-07-31$2,862$2,973-$111-$111
5775.51 FEDERAL NATL MTG ASSN POOL MA28032017-10-192021-07-31$5,776$5,800-$24-$24
986.05 FEDERAL NATL MTG ASSN POOL MA41572020-10-092021-07-31$986$992-$6-$6
4151.47 FEDERAL NATL MTG ASSN POOL MA42102020-11-202021-07-31$4,151$4,353-$202-$202
2466.27 FEDERAL NATL MTG ASSN POOL MA42612021-01-272021-07-31$2,466$2,577-$111-$111
1272.43 FEDERAL NATL MTG ASSN POOL AD71342010-07-212021-07-31$1,272$1,337-$65-$65
241.29 FEDERAL NATL MTG ASSN POOL AD63692010-06-222021-07-31$241$248-$7-$7
1182.25 FEDERAL NATL MTG ASSN POOL AE09812011-10-172021-07-31$1,182$1,196-$14-$14
1087.04 GOVT NATL MTG ASSN POOL AA82732012-08-282021-07-31$1,087$1,167-$80-$80
2409.8 GOVT NATL MTG ASSN POOL 7443712012-02-162021-07-31$2,410$2,587-$177-$177
7000.59 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222021-08-01$7,001$7,095-$94-$94
150. AXT INC2017-07-272021-08-02$1,517$1,263$254$254
35000. USA TREASURY NOTES 02.500% DUE 02/15/20452021-08-02$39,430$41,737-$2,307-$2,307
160. ADVANCED ENERGY INDS INC2021-08-03$16,426$7,268$9,158$9,158
85000. HORMEL FOODS CORP CALL 04/03/2028 UNSC2021-05-252021-08-03$86,737$84,793$1,944$1,944
50. QORVO INC2013-03-152021-08-03$9,695$995$8,700$8,700
25000. USA TREASURY NOTES 01.875% DUE 09/30/2022021-05-052021-08-03$25,517$25,510$7$7
100000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-08-03$104,707$104,726-$19-$19
240. ASML HOLDING NV-NY SEDOL B908F012021-08-03$185,334$8,853$176,481$176,481
10. ADVANCED ENERGY INDS INC2020-04-012021-08-04$945$454$491$491
50. PERFICIENT INC2020-03-232021-08-04$4,941$1,279$3,662$3,662
50. QORVO INC2013-03-152021-08-04$9,781$995$8,786$8,786
50000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-08-04$52,328$52,351-$23-$23
55000. VERIZON COMMUNICATIONS UNSC2020-11-102021-08-04$73,720$74,064-$344-$344
5000. VERIZON COMMUNICATIONS UNSC2018-03-082021-08-04$6,702$5,269$1,433$1,433
400. CROSS COUNTRY HEALTHCARE INC2018-07-102021-08-05$7,828$4,863$2,965$2,965
55000. HORMEL FOODS CORP CALL 12/03/2050 UNSC2021-05-252021-08-05$58,915$54,604$4,311$4,311
1. RAYONIER INC XXX-XX-XXXX2001-01-012021-08-05$11$11$11
250. ORASURE TECHNOLOGIES INC2021-08-05$2,951$2,918$33$33
55000. USA TREASURY NOTES 02.500% DUE 02/15/20452021-08-05$61,933$64,733-$2,800-$2,800
60. ADVANCED ENERGY INDS INC2021-08-06$5,639$2,700$2,939$2,939
1120. BERRY GLOBAL GROUP INC2021-08-06$71,882$34,688$37,194$37,194
20. BERRY GLOBAL GROUP INC2016-03-102021-08-06$1,279$611$668$668
160. BERRY GLOBAL GROUP INC2021-08-06$10,234$4,874$5,360$5,360
15000. USA TREASURY NTS 02.375% DUE 05/15/20292021-03-292021-08-06$16,375$16,013$362$362
60000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-08-06$56,981$55,968$1,013$1,013
60. ADVANCED ENERGY INDS INC2021-08-09$5,669$2,667$3,002$3,002
10. ADVANCED ENERGY INDS INC2020-04-022021-08-09$933$443$490$490
130. BERRY GLOBAL GROUP INC2016-03-102021-08-09$8,297$3,957$4,340$4,340
780. BERRY GLOBAL GROUP INC2021-08-09$50,310$21,557$28,753$28,753
140. BERRY GLOBAL GROUP INC2020-03-182021-08-09$9,049$3,734$5,315$5,315
180. BERRY GLOBAL GROUP INC2020-03-182021-08-09$11,624$4,801$6,823$6,823
175. CROSS COUNTRY HEALTHCARE INC2018-07-102021-08-09$3,370$2,128$1,242$1,242
250. AMN HEALTHCARE SERVICES2021-08-10$26,433$11,743$14,690$14,690
100. ASGN INC2021-08-10$10,399$3,309$7,090$7,090
1000. AXT INC2021-08-10$9,838$7,594$2,244$2,244
100. ACADEMY SPORTS & OUTDOORS2021-04-162021-08-10$3,538$3,079$459$459
50. ACUITY BRANDS INC2020-01-142021-08-10$8,874$5,990$2,884$2,884
90. ADVANCED ENERGY INDS INC2021-08-10$8,107$3,640$4,467$4,467
10. ALLEGHANY CORP DEL2021-04-052021-08-10$6,813$6,383$430$430
100. ALTRA INDUSTRIAL MOTION CORP2020-03-192021-08-10$6,098$1,314$4,784$4,784
30. AMERCO2021-08-10$19,402$4,433$14,969$14,969
950. AMERICAN EAGLE OUTFITTERS INC2021-08-10$33,304$12,336$20,968$20,968
200. AMERICAN WOODMARK CORP2021-08-10$14,840$16,407-$1,567-$1,567
300. AMERICAN WOODMARK CORP2021-08-10$22,260$23,259-$999-$999
1100. ANGIODYNAMICS INC2021-08-10$29,841$22,085$7,756$7,756
100. APPLE HOSPITALITY REIT INC2018-11-122021-08-10$1,475$1,590-$115-$115
700. BERKSHIRE HILLS BANCORP INC2021-08-10$19,869$20,531-$662-$662
50. CHASE CORP2021-03-312021-08-10$5,744$5,784-$40-$40
240. COHU INC2021-08-10$8,113$8,337-$224-$224
210. COHU INC2021-08-10$7,099$2,654$4,445$4,445
50. COMFORT SYS USA INC COM2013-02-042021-08-10$3,857$606$3,251$3,251
1000. COMMERCIAL METALS CO2021-08-10$34,232$19,321$14,911$14,911
500. COMMUNITY HEALTHCARE TRUST I2016-04-072021-08-10$24,508$8,620$15,888$15,888
25. CROSS COUNTRY HEALTHCARE INC2018-07-102021-08-10$480$304$176$176
1950. CROSS COUNTRY HEALTHCARE INC2021-08-10$37,731$20,997$16,734$16,734
100. CURTISS WRIGHT CORP2021-08-10$12,028$12,432-$404-$404
15. DECKERS OUTDOOR CORP2017-09-202021-08-10$6,587$950$5,637$5,637
400. DIME CMNTY BANCSHARES INC2015-11-192021-08-10$13,466$11,272$2,194$2,194
200. ENCOMPASS HEALTH CORP2021-08-10$16,162$16,281-$119-$119
60. FIRST CITIZENS BANCSHARES INC2021-08-10$52,012$16,135$35,877$35,877
150. FIRST COMMUNITY BANKSHARES INC2021-08-10$4,793$4,461$332$332
150. FIRST MERCHANTS CORP2020-05-282021-08-10$6,365$4,408$1,957$1,957
100. FOOT LOCKER INC2021-08-10$5,712$4,219$1,493$1,493
400. GIBRALTAR INDUSTRIES INC2021-08-10$28,477$9,246$19,231$19,231
150. GLATFELTER CORP2021-08-052021-08-10$2,425$2,307$118$118
3150. HELIX ENERGY SOLUTIONS GROUP2021-08-10$12,912$13,362-$450-$450
150. HOPE BANCORP INC2015-11-192021-08-10$2,097$2,408-$311-$311
150. ICF INTERNATIONAL INC2017-12-272021-08-10$13,469$7,940$5,529$5,529
150. KBR INC2021-08-10$5,696$2,300$3,396$3,396
50. KAISER ALUMINUM CORP2021-04-052021-08-10$6,256$5,604$652$652
200. KB HOME2021-08-10$8,491$6,828$1,663$1,663
200. KB HOME2020-08-072021-08-10$8,491$6,909$1,582$1,582
150. LAKELAND BANCORP INC2015-12-032021-08-10$2,489$1,780$709$709
1250. LEXINGTON CORPORATION PROPERTIES TRUST2021-08-10$16,576$11,761$4,815$4,815
116. M D C HLDGS INC COM2020-05-122021-08-10$5,963$3,013$2,950$2,950
150. MADDEN STEVEN LTD2020-03-182021-08-10$6,507$2,606$3,901$3,901
1100. MAGNACHIP SEMICONDUCT2021-08-10$22,239$11,787$10,452$10,452
150. MASONITE INTERNATIONAL CORP SEDOL BCZM4682021-08-10$17,436$12,602$4,834$4,834
50. MASONITE INTERNATIONAL CORP SEDOL BCZM4682017-03-312021-08-10$5,812$3,951$1,861$1,861
450. MASTERCRAFT BOAT HOLDINGS IN2021-08-10$11,662$10,447$1,215$1,215
150. MAXLINEAR INC COMMON STOCK2021-08-10$7,535$1,772$5,763$5,763
600. MERIDIAN BIOSCIENCE INC2021-08-10$12,422$8,529$3,893$3,893
250. METHODE ELECTRS INC CL A2021-08-10$12,068$7,877$4,191$4,191
350. MUELLER INDUSTRIES INC2021-08-052021-08-10$15,096$14,738$358$358
50. MUELLER INDUSTRIES INC2019-11-192021-08-10$2,157$1,557$600$600
200. NATIONAL HEALTHCARE CORP2021-08-10$15,219$14,121$1,098$1,098
100. NETGEAR INC2021-04-222021-08-10$3,482$3,618-$136-$136
150. NEWMARK GROUP INC-CLASS A2018-01-112021-08-10$2,023$2,395-$372-$372
100. NORTHWESTERN CORPORATION2021-07-062021-08-10$6,215$6,009$206$206
100. NORTHWESTERN CORPORATION2015-11-192021-08-10$6,215$5,351$864$864
50. OSI SYS INC2021-04-062021-08-10$4,980$4,850$130$130
150. OLD REPUBLIC INTERNATIONAL CORP2020-08-242021-08-10$3,788$2,415$1,373$1,373
350. OLD REPUBLIC INTERNATIONAL CORP2021-08-10$8,840$5,638$3,202$3,202
50. ONTO INNOVATION INC2020-02-192021-08-10$3,835$1,948$1,887$1,887
300. ORASURE TECHNOLOGIES INC2021-08-10$3,441$3,463-$22-$22
100. OWENS CORNING INC2021-08-10$9,693$6,447$3,246$3,246
250. PGT INNOVATIONS INC2021-05-172021-08-10$5,672$6,347-$675-$675
100. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/222015-11-192021-08-10$1,640$1,558$82$82
50. PERFICIENT INC2020-03-232021-08-10$5,146$1,279$3,867$3,867
150. PERFICIENT INC2021-08-10$15,433$3,803$11,630$11,630
250. PHYSICIANS REALTY TRUST2021-08-10$4,609$4,179$430$430
350. PIPER SANDLER COMPANIES2021-08-10$49,170$13,110$36,060$36,060
100. PROGRESS SOFTWARE CORP2020-03-132021-08-10$4,522$3,171$1,351$1,351
100. PROVIDENT FINANCIAL SERVICES2021-04-052021-08-10$2,242$2,252-$10-$10
100. PROVIDENT FINANCIAL SERVICES2015-11-192021-08-10$2,242$2,052$190$190
650. QUANEX BUILDING PRODUCTS2021-08-10$15,814$11,649$4,165$4,165
250. REGAL BELOIT CORP2021-08-10$37,014$16,455$20,559$20,559
50. REX AMERICAN RESOURCES CORP2015-11-192021-08-10$4,085$2,828$1,257$1,257
150. SABRA HEALTH CARE REIT INC2017-09-262021-08-10$2,541$3,029-$488-$488
350. SANDERSON FARMS INC2021-08-10$68,141$42,712$25,429$25,429
250. SANDY SPRING BANCORP INC2021-08-10$10,955$5,998$4,957$4,957
100. SCHNITZER STL INDS CLA A2021-08-10$5,311$3,409$1,902$1,902
300. SELECTED INS GROUP INC2021-08-10$25,081$4,016$21,065$21,065
150. SILICON MOTION TECHNOL ADR2021-08-10$11,440$4,760$6,680$6,680
200. SPECTRUM BRANDS HLDGS INC2021-08-10$16,196$17,407-$1,211-$1,211
100. STERLING BANCORP MERGED 02/01/20222010-04-012021-08-10$2,326$945$1,381$1,381
300. STIFEL FINL CORP2021-08-10$20,532$8,524$12,008$12,008
100. TETRA TECH INC NEW COM2015-06-292021-08-10$13,750$2,564$11,186$11,186
350. TIMKENSTEEL CORP2021-05-102021-08-10$5,812$5,295$517$517
230. TRUSTCO BK CORP NY2021-08-10$7,842$8,824-$982-$982
170. TRUSTCO BK CORP NY2021-08-10$5,796$6,538-$742-$742
200. UMPQUA HLDGS C2021-04-012021-08-10$3,980$3,532$448$448
1150. UMPQUA HLDGS C2021-08-10$22,886$20,403$2,483$2,483
100. UNITED COMMUNITY BANKS/GA2021-08-10$3,071$1,974$1,097$1,097
26. UNITED BANKSHARES INC WEST V COM2020-08-072021-08-10$923$730$193$193
140000. USA TREASURY NOTES TREASURY INFLATION PROTECT SEC2021-06-162021-08-10$175,457$170,690$4,767$4,767
140000. USA TREASURY NOTES TREASURY INFLATION PROTECT SEC2021-08-10$175,463$170,516$4,947$4,947
130000. USA TREASURY NOTES TREASURY INFLATION PROTECT SEC2021-06-172021-08-10$162,924$158,196$4,728$4,728
350. URBAN OUTFITTERS INC2021-08-10$14,098$9,235$4,863$4,863
200. URBAN OUTFITTERS INC2021-08-10$8,056$6,040$2,016$2,016
850. VISHAY INTERTECHNOLOGY INC COM2021-08-10$19,074$10,799$8,275$8,275
50. VISTEON CORP2020-09-252021-08-10$5,925$3,265$2,660$2,660
600. WASHINGTON FEDERAL INC2021-08-10$19,749$15,865$3,884$3,884
50. WEBSTER FINANCIAL CORP2020-08-112021-08-10$2,555$1,480$1,075$1,075
100. WESTERN ALLIANCE BANCORP2019-07-312021-08-10$10,025$4,997$5,028$5,028
65. EVEREST RE GROUP LTD2021-08-10$17,147$16,415$732$732
100. HELEN OF TROY LIMITED SEDOL 24195302021-08-10$23,169$3,383$19,786$19,786
50. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 23116142021-01-082021-08-10$6,556$6,440$116$116
50. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 23116142018-07-102021-08-10$6,556$6,000$556$556
350. SILICOM LTD SEDOL 25254262021-08-10$15,315$16,129-$814-$814
1000. TOWER SEMICONDUCTOR SEDOL 28981732021-08-10$28,730$22,310$6,420$6,420
550. AXT INC2021-08-11$5,630$3,761$1,869$1,869
100. ACADEMY SPORTS & OUTDOORS2021-08-11$3,716$3,065$651$651
370. ADYEN NV-UNSPON ADR SEDOL BJXK4M92021-08-032021-08-11$20,528$20,353$175$175
80. ADVANCED ENERGY INDS INC2020-03-182021-08-11$7,160$3,148$4,012$4,012
91. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD12021-08-11$17,857$13,676$4,181$4,181
778. ANGLO AMERICAN PLC-SPONS ADR ADR SEDOL BYYWFP92018-07-022021-08-11$18,569$8,482$10,087$10,087
108. BAIDU, INC. ADR2021-08-11$17,934$19,899-$1,965-$1,965
234. BHP LTD SPONSORED ADR2018-07-112021-08-11$18,152$11,536$6,616$6,616
1154. COMPAGNIE DE SAINT-UNSP ADR ADR SEDOL B3K9YH22021-08-11$17,197$14,047$3,150$3,150
317. DASSAULT SYSTEMS SA SPON ADR2004-08-092021-08-11$17,933$1,347$16,586$16,586
1052. DEUTSCHE BOERSE AG UNSPN ADR2020-05-062021-08-11$17,918$16,631$1,287$1,287
265. DEUTSCHE POST AG SPON ADR2013-09-192021-08-11$17,814$8,482$9,332$9,332
90. DIAGEO P L C SPNSRD ADR NEW2020-05-062021-08-11$17,902$12,311$5,591$5,591
223. EISAI LTD SPONSORED ADR2018-10-192021-08-11$18,589$21,404-$2,815-$2,815
883. EQUINOR ASA SPONSORED ADR SEDOL BF4K3J02018-03-132021-08-11$18,152$20,465-$2,313-$2,313
416. EXPERIAN PLC SPON ADR2013-09-192021-08-11$17,937$8,304$9,633$9,633
810. FANUC CORP ADR2016-08-192021-08-11$18,429$14,000$4,429$4,429
238. HDFC BANK LTD SPON - ADR2016-06-062021-08-11$17,843$7,834$10,009$10,009
118. HOYA CORP SPONSORED ADR2020-03-062021-08-11$18,362$10,880$7,482$7,482
249. JD.COM INC-ADR ADR SEDOL BMM27D92017-10-242021-08-11$17,955$9,627$8,328$8,328
194. KERING S A ADR2021-08-11$17,931$10,195$7,736$7,736
191. L OREAL CO UNSPONSORED ADR2016-03-102021-08-11$17,946$6,739$11,207$11,207
189. LVMH MOET HENNESSY LOUIS ADR2008-12-092021-08-11$31,268$2,361$28,907$28,907
564. M3 INC - UNSP ADR SEDOL BKKK6P62021-02-112021-08-11$18,134$23,649-$5,515-$5,515
15.6 MADISON SQUARE GARDEN ENTERT2021-01-212021-08-11$1,085$1,562-$477-$477
34.4 MADISON SQUARE GARDEN ENTERT2017-11-102021-08-11$2,391$3,453-$1,062-$1,062
50. MASONITE INTERNATIONAL CORP SEDOL BCZM4682021-08-11$6,068$3,888$2,180$2,180
100. MASTERCRAFT BOAT HOLDINGS IN2019-02-202021-08-11$2,655$2,277$378$378
200000. MITSUBISHI UFJ FIN GROUP INC SEDOL BNHT9C5 ISIN US606822BW352021-07-122021-08-11$200,544$200,000$544$544
253. NOVO NORDISK A S ADR2011-02-172021-08-11$25,346$6,187$19,159$19,159
341. OPEN TEXT CORP SEDOL 26556572020-05-262021-08-11$17,923$13,817$4,106$4,106
2209. BANK MANDIRI TBK-UNSPON ADR2021-08-11$17,744$20,528-$2,784-$2,784
50. POLARIS INDS INC2021-04-092021-08-11$6,756$6,909-$153-$153
1996. RECRUIT HOLDINGS CO LTD-ADR ADR SEDOL BF43JH92020-03-062021-08-11$20,993$14,150$6,843$6,843
50. REX AMERICAN RESOURCES CORP2015-11-192021-08-11$4,127$2,828$1,299$1,299
209. RIO TINTO PLC2018-07-112021-08-11$18,035$11,309$6,726$6,726
200. SABRA HEALTH CARE REIT INC2021-08-11$3,378$4,017-$639-$639
544. SAFRAN SA UNSPON ADR2013-10-312021-08-11$17,472$8,737$8,735$8,735
120. SAP SE SPONSORED ADR2007-07-172021-08-11$17,549$6,317$11,232$11,232
220. SIEMENS AG SPONSORED ADR2021-08-11$18,245$11,906$6,339$6,339
477. TAIWAN SEMICONDUCTOR MTG CO ADR2012-04-132021-08-11$55,524$7,221$48,303$48,303
459. TENCENT HOLDINGS LTD UNSPON ADR2012-04-162021-08-11$28,627$2,711$25,916$25,916
442. TERUMO CORP-UNSPON ADR ADR SEDOL B3DTST92020-05-262021-08-11$17,500$16,144$1,356$1,356
403. TOTAL FINA S A2021-08-11$18,035$23,951-$5,916-$5,916
150. WILLIAMS SONOMA INC2020-03-192021-08-11$24,229$4,721$19,508$19,508
54. ATLASSIAN CORP PLC-CLASS A EXCH 09/30/222020-05-142021-08-11$17,714$9,540$8,174$8,174
100. SILICOM LTD SEDOL 25254262021-04-122021-08-11$4,369$4,486-$117-$117
79. ASML HOLDING NV-NY SEDOL B908F012009-06-242021-08-11$62,466$2,142$60,324$60,324
101. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN72019-01-242021-08-11$21,856$8,504$13,352$13,352
50. ASGN INC2020-03-182021-08-12$5,363$1,650$3,713$3,713
50. ACUITY BRANDS INC2020-01-142021-08-12$8,996$5,990$3,006$3,006
60. ADVANCED ENERGY INDS INC2020-03-182021-08-12$5,203$2,361$2,842$2,842
100. APPLE HOSPITALITY REIT INC2018-11-122021-08-12$1,488$1,590-$102-$102
100. COLUMBUS MCKINNON CORP N Y2021-08-12$4,589$3,513$1,076$1,076
100. LEXINGTON CORPORATION PROPERTIES TRUST2020-05-122021-08-12$1,324$940$384$384
1. GT ADVANCED TECHNOLOGIES INC. 36191U106 CLASS ACTION2001-01-012021-08-12$75$25$50$50
50. OWENS CORNING INC2020-02-242021-08-12$4,903$3,117$1,786$1,786
220. SILICON MOTION TECHNOL ADR2021-08-12$16,452$9,914$6,538$6,538
270. SILICON MOTION TECHNOL ADR2020-12-042021-08-12$19,924$11,955$7,969$7,969
80. SILICON MOTION TECHNOL ADR2021-08-12$5,903$3,561$2,342$2,342
50. SILICON MOTION TECHNOL ADR2020-07-082021-08-12$3,681$2,210$1,471$1,471
90. SILICON MOTION TECHNOL ADR2021-08-13$6,748$3,968$2,780$2,780
4745.1 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212021-08-15$4,745$4,744$1$1
6236.71 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302021-08-15$6,237$6,235$2$2
5741.05 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A32019-04-092021-08-16$5,741$5,741
40. SILICON MOTION TECHNOL ADR2020-06-152021-08-16$2,925$1,761$1,164$1,164
60. SILICON MOTION TECHNOL ADR2020-06-152021-08-16$4,347$2,641$1,706$1,706
40000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-02-042021-08-16$42,706$43,071-$365-$365
175000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-08-16$186,840$188,455-$1,615-$1,615
115000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-01-152021-08-16$122,758$123,797-$1,039-$1,039
145000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-08-16$154,782$156,099-$1,317-$1,317
100. SILICON MOTION TECHNOL ADR2021-08-17$7,089$4,396$2,693$2,693
60. SYNAPTICS INC2021-01-252021-08-17$10,123$6,342$3,781$3,781
60. SYNAPTICS INC2021-08-17$10,062$6,334$3,728$3,728
110. SYNAPTICS INC2021-01-252021-08-17$18,473$11,597$6,876$6,876
40. SYNAPTICS INC2021-01-252021-08-17$6,622$4,217$2,405$2,405
50. SYNAPTICS INC2021-01-252021-08-17$8,389$5,271$3,118$3,118
80000. WESTPAC BANKING CORP SEDOL BMWC8Z8 ISIN US961214ET652021-05-252021-08-17$82,030$79,950$2,080$2,080
60000. BANK OF AMERICA CORPORATION SR UNSEC CALL 03/11/2051 @ 1002021-03-082021-08-18$66,153$60,000$6,153$6,153
85000. GOLDMAN SACHS GROUP INC SR UNSEC CALL 07/21/2031 @ 1002021-07-142021-08-18$85,652$85,000$652$652
60000. MID-AMERICA APARTMENTS CALL 03/15/2051 UNSC2021-08-052021-08-18$58,765$59,153-$388-$388
50. SILICON MOTION TECHNOL ADR2021-08-18$3,590$2,193$1,397$1,397
30. SILICON MOTION TECHNOL ADR2020-07-102021-08-18$2,130$1,315$815$815
10. SILICON MOTION TECHNOL ADR2020-07-102021-08-18$717$438$279$279
10. SILICON MOTION TECHNOL ADR2020-07-102021-08-18$714$438$276$276
40. SYNAPTICS INC2021-01-252021-08-18$6,641$4,217$2,424$2,424
30. BIO RAD LABORATORIES INC CLASS A2018-02-052021-08-19$23,253$7,446$15,807$15,807
930. MERSANA THERAPEUTICS INC2021-08-19$10,574$23,410-$12,836-$12,836
20. SILICON MOTION TECHNOL ADR2020-07-102021-08-19$1,406$877$529$529
30. SILICON MOTION TECHNOL ADR2021-08-19$2,099$1,313$786$786
50. SILICON MOTION TECHNOL ADR2020-06-112021-08-19$3,505$2,188$1,317$1,317
30. SYNAPTICS INC2021-01-252021-08-19$4,917$3,163$1,754$1,754
60. SYNAPTICS INC2021-01-262021-08-19$9,949$6,284$3,665$3,665
10. SYNAPTICS INC2021-01-262021-08-19$1,676$1,047$629$629
50. BRP GROUP INC-A2020-12-092021-08-20$1,708$1,475$233$233
10. BIO RAD LABORATORIES INC CLASS A2018-02-052021-08-20$7,783$2,482$5,301$5,301
420. MERSANA THERAPEUTICS INC2021-08-20$4,801$10,176-$5,375-$5,375
330. MERSANA THERAPEUTICS INC2021-08-20$3,764$7,625-$3,861-$3,861
10. PALOMAR HOLDINGS INC2021-08-092021-08-20$854$884-$30-$30
10. PALOMAR HOLDINGS INC2021-08-092021-08-20$856$884-$28-$28
10. SILICON MOTION TECHNOL ADR2020-06-112021-08-20$700$438$262$262
20. SILICON MOTION TECHNOL ADR2020-06-112021-08-20$1,392$875$517$517
30. SYNAPTICS INC2021-01-262021-08-20$5,001$3,142$1,859$1,859
40. SYNAPTICS INC2021-08-20$6,717$4,169$2,548$2,548
13259.75 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052021-08-20$13,260$13,257$3$3
4804.96 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 2012018-06-272021-08-20$4,805$4,804$1$1
40. BRP GROUP INC-A2020-12-092021-08-23$1,359$1,180$179$179
280. MERSANA THERAPEUTICS INC2021-01-192021-08-23$3,321$6,047-$2,726-$2,726
130. MERSANA THERAPEUTICS INC2021-08-23$1,538$2,807-$1,269-$1,269
1160. MERSANA THERAPEUTICS INC2021-08-23$13,710$23,487-$9,777-$9,777
30. PALOMAR HOLDINGS INC2021-08-092021-08-23$2,540$2,652-$112-$112
50. PALOMAR HOLDINGS INC2021-08-102021-08-23$4,192$4,396-$204-$204
471. SAP SE SPONSORED ADR2007-07-172021-08-23$69,397$24,794$44,603$44,603
60. SYNAPTICS INC2021-01-202021-08-23$10,385$6,226$4,159$4,159
120. ADVANCED ENERGY INDS INC2020-03-182021-08-24$10,288$4,722$5,566$5,566
50. BRP GROUP INC-A2020-12-092021-08-24$1,710$1,475$235$235
150. KB HOME2020-12-022021-08-24$6,425$5,103$1,322$1,322
90. MERSANA THERAPEUTICS INC2021-08-24$1,057$1,779-$722-$722
380. MERSANA THERAPEUTICS INC2021-08-24$4,483$7,484-$3,001-$3,001
120. PALOMAR HOLDINGS INC2021-08-24$10,329$10,245$84$84
50. PALOMAR HOLDINGS INC2021-08-24$4,312$3,498$814$814
60. SYNAPTICS INC2021-01-202021-08-24$10,456$6,226$4,230$4,230
50. ADVANCED ENERGY INDS INC2020-03-182021-08-25$4,398$1,968$2,430$2,430
60. ADVANCED ENERGY INDS INC2020-03-182021-08-25$5,279$2,361$2,918$2,918
80. BRP GROUP INC-A2020-12-092021-08-25$2,740$2,360$380$380
60. BRP GROUP INC-A2020-12-092021-08-25$2,057$1,770$287$287
30. MERSANA THERAPEUTICS INC2021-01-052021-08-25$358$581-$223-$223
240. MERSANA THERAPEUTICS INC2021-08-25$2,833$4,643-$1,810-$1,810
30. MERSANA THERAPEUTICS INC2021-01-132021-08-25$356$576-$220-$220
140. MERSANA THERAPEUTICS INC2021-01-132021-08-25$1,673$2,689-$1,016-$1,016
10. PALOMAR HOLDINGS INC2021-03-242021-08-25$888$653$235$235
60. SYNAPTICS INC2021-08-25$10,678$6,225$4,453$4,453
10000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-01-142021-08-25$10,445$10,457-$12-$12
10000. USA TREASURY NOTES 02.500% DUE 05/15/20242021-07-292021-08-25$10,571$10,589-$18-$18
100000. USA TREASURY NOTES 02.500% DUE 05/15/20242021-08-25$105,707$106,019-$312-$312
381. VISA INC CLASS A SHARES2021-07-162021-08-25$88,816$94,889-$6,073-$6,073
200. VISA INC CLASS A SHARES2021-07-162021-08-25$46,622$49,810-$3,188-$3,188
1342. GENERAL MOTORS CO2020-12-242021-08-26$65,421$55,744$9,677$9,677
10. GENERAL MOTORS CO2020-12-242021-08-26$489$415$74$74
9. GENERAL MOTORS CO2020-12-242021-08-26$440$374$66$66
30. MERSANA THERAPEUTICS INC2021-01-132021-08-26$356$576-$220-$220
370. MERSANA THERAPEUTICS INC2021-08-26$4,372$7,048-$2,676-$2,676
310. MERSANA THERAPEUTICS INC2021-01-052021-08-26$3,669$5,904-$2,235-$2,235
90. MERSANA THERAPEUTICS INC2021-08-26$1,053$1,712-$659-$659
50. ONTO INNOVATION INC2020-02-192021-08-26$3,637$1,948$1,689$1,689
60. SYNAPTICS INC2021-08-26$10,611$6,182$4,429$4,429
50. SYNAPTICS INC2021-01-292021-08-26$8,867$5,004$3,863$3,863
65000. WOLVERINE WORLD WIDE SER 144A CALL 09/012016-08-172021-08-26$66,665$65,000$1,665$1,665
600. BRP GROUP INC-A2021-08-27$20,374$17,685$2,689$2,689
20. BRP GROUP INC-A2020-12-102021-08-27$681$589$92$92
450. HIBBETT INC2020-07-212021-08-27$39,629$11,703$27,926$27,926
440. MERSANA THERAPEUTICS INC2021-08-27$5,404$8,252-$2,848-$2,848
110. MERSANA THERAPEUTICS INC2021-01-052021-08-27$1,285$2,055-$770-$770
110. MERSANA THERAPEUTICS INC2021-01-052021-08-27$1,310$2,055-$745-$745
320. MERSANA THERAPEUTICS INC2021-01-052021-08-27$3,846$5,978-$2,132-$2,132
230. MERSANA THERAPEUTICS INC2021-01-052021-08-27$2,717$4,297-$1,580-$1,580
150. MERSANA THERAPEUTICS INC2021-01-052021-08-27$1,770$2,802-$1,032-$1,032
309.281 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2020-05-262021-08-27$750,000$412,732$337,268$337,268
205000. USA TREASURY NOTES TREASURY INFLATION PROTECT SEC2021-08-30$258,315$257,106$1,209$1,209
200000. USA TREASURY NOTES TREASURY INFLATION PROTECT SEC2021-08-162021-08-30$251,854$250,779$1,075$1,075
30. BIO RAD LABORATORIES INC CLASS A2018-02-052021-08-31$24,142$7,446$16,696$16,696
10. BIO RAD LABORATORIES INC CLASS A2018-02-052021-08-31$8,030$2,482$5,548$5,548
763.79 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182021-08-31$764$810-$46-$46
1303.36 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022021-08-31$1,303$1,392-$89-$89
1401.86 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142021-08-31$1,402$1,457-$55-$55
1616. FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112021-08-31$1,616$1,670-$54-$54
2222.15 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072021-08-31$2,222$2,328-$106-$106
1972.89 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112021-08-31$1,973$2,039-$66-$66
2350.46 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192021-08-31$2,350$2,485-$135-$135
3381.81 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292021-08-31$3,382$3,525-$143-$143
2214.47 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182021-08-31$2,214$2,298-$84-$84
556.21 FEDERAL NATL MTG ASSN POOL AL19482014-01-212021-08-31$556$576-$20-$20
2918.16 FEDERAL NATL MTG ASSN POOL AL22422015-05-112021-08-31$2,918$3,096-$178-$178
543.38 FEDERAL NATL MTG ASSN POOL AL31912015-04-282021-08-31$543$563-$20-$20
1743.45 FEDERAL NATL MTG ASSN POOL AO59402012-06-182021-08-31$1,743$1,818-$75-$75
3573.2 FEDERAL NATL MTG ASSN POOL AO76272012-11-052021-08-31$3,573$3,667-$94-$94
1715.18 FEDERAL NATL MTG ASSN POOL AP04952015-05-122021-08-31$1,715$1,781-$66-$66
2448.72 FEDERAL NATL MTG ASSN POOL AP21332014-11-192021-08-31$2,449$2,523-$74-$74
1702.38 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202021-08-31$1,702$1,769-$67-$67
649.58 FEDERAL NATL MTG ASSN POOL AS38412015-05-202021-08-31$650$667-$17-$17
1036.65 FEDERAL NATL MTG ASSN POOL AS53852015-09-112021-08-31$1,037$1,098-$61-$61
1955.93 FEDERAL NATL MTG ASSN POOL AS61112016-04-152021-08-31$1,956$2,080-$124-$124
1674.06 FEDERAL NATL MTG ASSN POOL AS71552016-06-172021-08-31$1,674$1,723-$49-$49
2109.48 FEDERAL NATL MTG ASSN POOL AS73432017-06-282021-08-31$2,109$2,120-$11-$11
2657.71 FEDERAL NATL MTG ASSN POOL AT21272014-11-142021-08-31$2,658$2,665-$7-$7
1676.51 FEDERAL NATL MTG ASSN POOL AT78992015-09-152021-08-31$1,677$1,731-$54-$54
44.88 FEDERAL NATL MTG ASSN POOL 7250422005-05-122021-08-31$45$45
20.8 FEDERAL NATL MTG ASSN POOL 7287092003-12-182021-08-31$21$21
25.66 FEDERAL NATL MTG ASSN POOL 7351412005-04-292021-08-31$26$26
80.19 FEDERAL NATL MTG ASSN POOL 7391872003-09-102021-08-31$80$81-$1-$1
45.85 FEDERAL NATL MTG ASSN POOL 7450872006-06-082021-08-31$46$44$2$2
13.17 FEDERAL NATL MTG ASSN POOL 8142602005-03-102021-08-31$13$13
2002.06 FEDERAL NATL MTG ASSN POOL BC44422018-09-142021-08-31$2,002$1,923$79$79
2530.45 FEDERAL NATL MTG ASSN POOL BM32602018-10-042021-08-31$2,530$2,474$56$56
184.79 FEDERAL NATL MTG ASSN POOL BM39542018-06-062021-08-31$185$181$4$4
2863.14 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122021-08-31$2,863$2,926-$63-$63
1314.53 FEDERAL NATL MTG ASSN POOL BR26192021-01-252021-08-31$1,315$1,361-$46-$46
8712.29 FEDERAL NATL MTG ASSN POOL CA44272019-11-082021-08-31$8,712$8,814-$102-$102
4283.07 FEDERAL NATL MTG ASSN POOL CA53852020-10-092021-08-31$4,283$4,670-$387-$387
5365.13 FEDERAL NATL MTG ASSN POOL CA48602019-12-062021-08-31$5,365$5,465-$100-$100
4034.71 FEDERAL NATL MTG ASSN POOL CA66382020-12-102021-08-31$4,035$4,247-$212-$212
1149.1 FEDERAL NATL MTG ASSN POOL CA69432020-08-252021-08-31$1,149$1,190-$41-$41
1858.06 FEDERAL NATL MTG ASSN POOL CA77342020-11-202021-08-31$1,858$1,956-$98-$98
2583.92 FEDERAL NATL MTG ASSN POOL FM12212019-09-192021-08-31$2,584$2,672-$88-$88
3794.39 FEDERAL NATL MTG ASSN POOL FM35222020-07-242021-08-31$3,794$4,021-$227-$227
2327.42 FEDERAL NATL MTG ASSN POOL FM40842020-09-102021-08-31$2,327$2,450-$123-$123
4262.27 FEDERAL NATL MTG ASSN POOL FM41382020-09-172021-08-31$4,262$4,493-$231-$231
3672.48 FEDERAL NATL MTG ASSN POOL FM53282021-01-122021-08-31$3,672$3,762-$90-$90
460.89 FEDERAL NATL MTG ASSN POOL FM82482021-07-232021-08-31$461$482-$21-$21
1001.62 FEDERAL NATL MTG ASSN POOL AB18452011-08-162021-08-31$1,002$1,036-$34-$34
775.07 FEDERAL NATL MTG ASSN POOL AB20772011-04-152021-08-31$775$765$10$10
210.82 FEDERAL NATL MTG ASSN POOL AB45252012-05-162021-08-31$211$222-$11-$11
1950.74 FEDERAL NATL MTG ASSN POOL AB78592013-07-112021-08-31$1,951$1,955-$4-$4
1276.64 FEDERAL NATL MTG ASSN POOL AC36682010-10-052021-08-31$1,277$1,320-$43-$43
309.84 FEDERAL NATL MTG ASSN POOL MA05622014-02-102021-08-31$310$330-$20-$20
1326.24 FEDERAL NATL MTG ASSN POOL MA12362014-09-042021-08-31$1,326$1,357-$31-$31
1503.92 FEDERAL NATL MTG ASSN POOL MA14302015-05-122021-08-31$1,504$1,517-$13-$13
2279.91 FEDERAL NATL MTG ASSN POOL MA15252016-03-092021-08-31$2,280$2,368-$88-$88
5516.81 FEDERAL NATL MTG ASSN POOL MA28032017-10-192021-08-31$5,517$5,540-$23-$23
1356.62 FEDERAL NATL MTG ASSN POOL MA41572020-10-092021-08-31$1,357$1,365-$8-$8
6027.09 FEDERAL NATL MTG ASSN POOL MA42102020-11-202021-08-31$6,027$6,319-$292-$292
4549.39 FEDERAL NATL MTG ASSN POOL MA42612021-01-272021-08-31$4,549$4,752-$203-$203
157.07 FEDERAL NATL MTG ASSN POOL AD71342010-07-212021-08-31$157$165-$8-$8
244.24 FEDERAL NATL MTG ASSN POOL AD63692010-06-222021-08-31$244$251-$7-$7
1153.27 FEDERAL NATL MTG ASSN POOL AE09812011-10-172021-08-31$1,153$1,167-$14-$14
582.36 GOVT NATL MTG ASSN POOL AA82732012-08-282021-08-31$582$625-$43-$43
1028.79 GOVT NATL MTG ASSN POOL 7443712012-02-162021-08-31$1,029$1,104-$75-$75
100. HIBBETT INC2021-08-31$9,295$2,551$6,744$6,744
50. PERFICIENT INC2020-03-302021-08-31$5,902$1,246$4,656$4,656
17. BIO RAD LABORATORIES INC CLASS A2018-02-052021-09-01$13,751$4,220$9,531$9,531
6522.58 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222021-09-01$6,523$6,610-$87-$87
50. HIBBETT INC2020-07-222021-09-01$4,839$1,250$3,589$3,589
140. WEX INC2017-12-192021-09-01$25,575$19,331$6,244$6,244
50. HIBBETT INC2020-07-222021-09-02$4,809$1,250$3,559$3,559
60. SILICON MOTION TECHNOL ADR2021-09-02$4,529$2,621$1,908$1,908
120. SILICON MOTION TECHNOL ADR2021-09-02$8,994$5,234$3,760$3,760
70. SILICON MOTION TECHNOL ADR2020-07-082021-09-02$5,268$3,045$2,223$2,223
60. SILICON MOTION TECHNOL ADR2020-07-082021-09-02$4,480$2,610$1,870$1,870
80. WEX INC2017-12-192021-09-02$14,367$11,047$3,320$3,320
10. SILICON MOTION TECHNOL ADR2020-07-082021-09-03$762$435$327$327
95000. USA TREASURY NOTES 02.375% DUE 08/15/20242021-06-012021-09-03$100,514$100,632-$118-$118
200. WEX INC2021-09-03$35,304$27,592$7,712$7,712
80. WEX INC2021-09-03$14,115$10,834$3,281$3,281
50. ONTO INNOVATION INC2020-02-192021-09-07$3,964$1,948$2,016$2,016
30. SILICON MOTION TECHNOL ADR2020-07-082021-09-07$2,337$1,305$1,032$1,032
380. TANDEM DIABETES CARE INC2021-09-07$47,603$37,106$10,497$10,497
70000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-08-302021-09-07$75,611$75,814-$203-$203
200. WEX INC2021-09-07$34,546$25,650$8,896$8,896
190. WEX INC2021-09-07$32,854$19,101$13,753$13,753
75000. USA TREASURY NOTES 03.125% DUE 05/15/20482021-09-08$93,554$96,811-$3,257-$3,257
210. WEX INC2020-03-192021-09-08$36,604$18,580$18,024$18,024
570. APELLIS PHARMACEUTICALS INC2021-09-09$22,451$31,754-$9,303-$9,303
40. SILICON MOTION TECHNOL ADR2020-07-082021-09-09$3,025$1,740$1,285$1,285
25000. USA TREASURY NOTES 03.125% DUE 05/15/20482021-09-09$31,244$32,083-$839-$839
125. KANSAS CITY SOUTHERN2020-03-062021-09-10$35,240$18,415$16,825$16,825
18. KANSAS CITY SOUTHERN2020-03-062021-09-10$5,065$2,652$2,413$2,413
20. SILICON MOTION TECHNOL ADR2020-07-082021-09-10$1,539$870$669$669
30. SILICON MOTION TECHNOL ADR2021-09-10$2,310$1,300$1,010$1,010
200. ACADEMY SPORTS & OUTDOORS2021-09-13$9,104$6,036$3,068$3,068
183. KANSAS CITY SOUTHERN2020-03-062021-09-13$51,657$26,959$24,698$24,698
50000. MORGAN STANLEY SUB NOTES2021-09-13$52,505$51,397$1,108$1,108
95000. USA TREASURY NOTES 01.125% DUE 02/15/20312021-07-282021-09-13$93,631$94,098-$467-$467
20000. USA TREASURY NOTES 01.125% DUE 02/15/20312021-07-282021-09-13$19,709$19,810-$101-$101
604. BIOGEN INC2021-07-162021-09-14$178,756$198,896-$20,140-$20,140
54. KANSAS CITY SOUTHERN2020-03-062021-09-14$15,183$7,955$7,228$7,228
22. KANSAS CITY SOUTHERN2020-03-062021-09-14$6,179$3,241$2,938$2,938
9. AIR PRODUCTS & CHEMICALS INC2019-12-162021-09-15$2,417$2,104$313$313
2. ALPHABET INC/CA-CL C2017-03-152021-09-15$5,805$1,693$4,112$4,112
75. ALTRIA GROUP INC2019-02-042021-09-15$3,690$3,665$25$25
52. APPLE INC2016-06-162021-09-15$7,711$1,260$6,451$6,451
21. BERKSHIRE HATHAWAY INC CLASS B2016-05-042021-09-15$5,842$3,026$2,816$2,816
3. BLACKROCK INC2016-05-042021-09-15$2,730$1,060$1,670$1,670
21. BRISTOL MYERS SQUIBB CO2016-05-042021-09-15$1,305$1,480-$175-$175
4291.37 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212021-09-15$4,291$4,291
27. CARMAX INC2016-05-042021-09-15$3,683$1,387$2,296$2,296
25. CHURCH & DWIGHT INC2021-03-292021-09-15$2,090$2,218-$128-$128
40. CISCO SYS INC COM2016-05-042021-09-15$2,376$1,056$1,320$1,320
32. CITRIX SYSTEMS INC2020-03-062021-09-15$3,615$3,752-$137-$137
9. META PLATFORMS INC2021-02-162021-09-15$3,362$2,470$892$892
12. FEDEX CORPORATION2018-08-152021-09-15$3,087$2,906$181$181
6088.32 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302021-09-15$6,088$6,087$1$1
10. HOME DEPOT INC COM2018-04-022021-09-15$3,336$1,729$1,607$1,607
19. JOHNSON & JOHNSON COM2020-09-282021-09-15$3,147$2,804$343$343
9. LOWES COMPANIES INC2016-05-042021-09-15$1,850$683$1,167$1,167
9. MARTIN MARIETTA MATLS INC2018-08-072021-09-15$3,252$1,882$1,370$1,370
23. NESTLE S A SPONSORED ADR REPSTG REG SH2018-10-032021-09-15$2,840$1,927$913$913
6. NEW MARKET CORPORATION2016-05-042021-09-15$1,951$2,449-$498-$498
13. NORFOLK SOUTHN CORP COM2016-05-042021-09-15$3,231$1,151$2,080$2,080
6. O REILLY AUTOMOTIVE INC2016-05-042021-09-15$3,602$1,611$1,991$1,991
7. OLD DOMINION FGHT LINES INC2021-03-102021-09-15$2,043$1,589$454$454
43. PFIZER INC COM2019-07-022021-09-15$1,925$1,794$131$131
47. PROGRESSIVE CORP OHIO2016-05-042021-09-15$4,363$1,545$2,818$2,818
88. SCHWAB CHARLES CORP NEW2019-01-282021-09-15$6,253$4,184$2,069$2,069
136. STORE CAPITAL CORP2020-09-022021-09-15$4,703$3,706$997$997
26. TEXAS INSTRS INC COM2020-06-262021-09-15$5,115$3,210$1,905$1,905
15. VISA INC CLASS A SHARES2016-05-042021-09-15$3,360$1,152$2,208$2,208
5102.94 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A32019-04-092021-09-16$5,103$5,103
3089. BRISTOL MYERS SQUIBB CO2016-05-042021-09-17$188,297$217,713-$29,416-$29,416
747. CARMAX INC2016-05-042021-09-17$105,071$38,378$66,693$66,693
1558. SCHWAB CHARLES CORP NEW2019-01-282021-09-17$109,014$74,084$34,930$34,930
50. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2021-01-142021-09-17$3,402$2,312$1,090$1,090
90. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2019-08-202021-09-17$6,124$3,798$2,326$2,326
190. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2021-09-17$13,062$7,998$5,064$5,064
140. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2021-09-17$9,644$5,890$3,754$3,754
360. CHEESECAKE FACTORY INC2021-09-20$15,777$20,335-$4,558-$4,558
110000. USA TREASURY NOTES 01.125% DUE 02/15/20312021-09-20$108,548$108,883-$335-$335
105000. VERIZON COMMUNICATIONS UNSC2021-09-20$122,145$124,176-$2,031-$2,031
641. VERIZON COMMUNICATIONS SER 144A CALL 12/15/20312021-09-032021-09-20$641$639$2$2
12426.31 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052021-09-20$12,426$12,424$2$2
4748.47 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 2012018-06-272021-09-20$4,748$4,748
310. CHEESECAKE FACTORY INC2021-09-21$13,331$15,395-$2,064-$2,064
50. CHEESECAKE FACTORY INC2020-11-302021-09-21$2,147$1,871$276$276
15. FIRST CITIZENS BANCSHARES INC2021-08-062021-09-21$12,177$12,852-$675-$675
5. FIRST CITIZENS BANCSHARES INC2021-08-062021-09-21$4,059$4,284-$225-$225
620. CHEESECAKE FACTORY INC2021-09-22$27,520$23,198$4,322$4,322
100. CHEESECAKE FACTORY INC2020-11-272021-09-22$4,463$3,736$727$727
250. CHEESECAKE FACTORY INC2021-09-22$11,125$9,340$1,785$1,785
9. FIRST CITIZENS BANCSHARES INC2021-08-062021-09-22$7,434$7,711-$277-$277
50. FIRST CITIZENS BANCSHARES INC2021-09-22$41,245$37,599$3,646$3,646
1. WELLS FARGO & CO XXX-XX-XXXX CLASS ACTION2001-01-012021-09-22$312$312$312
200. ORASURE TECHNOLOGIES INC2020-06-032021-09-22$2,525$2,303$222$222
250. ACCELERON PHARMA INC MERGED 11/19/2021 @ $180.00 P/S2021-09-23$39,622$30,495$9,127$9,127
1000. CHEESECAKE FACTORY INC2021-09-23$46,656$37,306$9,350$9,350
250. CHEESECAKE FACTORY INC2020-11-242021-09-23$11,624$9,277$2,347$2,347
320. CHEESECAKE FACTORY INC2021-09-23$14,867$11,873$2,994$2,994
75000. CONSOLIDATED EDISON INC SER A CALL 12/01/20212020-11-302021-09-23$75,006$74,987$19$19
140. MSA SAFETY INC2018-06-012021-09-23$20,634$13,157$7,477$7,477
200. MSA SAFETY INC2021-09-23$29,363$18,768$10,595$10,595
50. MSA SAFETY INC2021-09-23$7,332$4,664$2,668$2,668
1. PROTHENA CORPORATION PLC G72800108 CLASS ACTION2001-01-012021-09-23$824$25$799$799
5000. USA TREASURY NOTES 02.250% DUE 11/15/20252021-02-082021-09-23$5,299$5,371-$72-$72
60000. WAL-MART STORES INC SR NOTES2021-09-23$89,395$71,610$17,785$17,785
80000. AMERICAN HONDA FINANCE SER MTN UNSC2021-09-072021-09-24$79,854$79,938-$84-$84
580. CHEESECAKE FACTORY INC2021-09-24$28,338$21,381$6,957$6,957
10. MSA SAFETY INC2018-05-312021-09-24$1,460$932$528$528
140. MSA SAFETY INC2018-05-312021-09-24$20,031$13,049$6,982$6,982
130000. APPLE INC CALL 06/11/2029 UNSC2021-09-27$134,540$135,965-$1,425-$1,425
150. APPLE HOSPITALITY REIT INC2020-01-152021-09-27$2,476$2,336$140$140
80. MSA SAFETY INC2018-05-312021-09-27$11,519$7,457$4,062$4,062
150. MSA SAFETY INC2021-09-27$21,640$13,683$7,957$7,957
1. GSE BONDS ANTITRUST LITIGATION MANY CUSIPS2001-01-012021-09-27$25$25
390. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-042021-09-27$8,076$12,402-$4,326-$4,326
600. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-09-27$12,499$18,906-$6,407-$6,407
10. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-032021-09-27$210$313-$103-$103
250. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-09-27$5,196$7,811-$2,615-$2,615
130. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-032021-09-27$2,686$4,057-$1,371-$1,371
100. CHURCHILL DOWNS INC COM2012-11-152021-09-28$24,303$1,917$22,386$22,386
100. COHERENT INC MERGED 07/05/22 @ $220.00 P/S2021-07-142021-09-28$25,310$26,055-$745-$745
40000. D.R. HORTON INC CALL 05/15/2023 COGT2021-08-032021-09-28$43,323$43,286$37$37
75000. D.R. HORTON INC CALL 05/15/2023 COGT2021-08-032021-09-28$81,293$81,162$131$131
50. PERFICIENT INC2020-03-302021-09-28$5,896$1,246$4,650$4,650
60. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-032021-09-28$1,225$1,872-$647-$647
550. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-032021-09-28$11,231$17,163-$5,932-$5,932
570. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-032021-09-28$11,624$17,633-$6,009-$6,009
160. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-032021-09-29$3,189$4,949-$1,760-$1,760
110. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-032021-09-29$2,215$3,403-$1,188-$1,188
60. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-032021-09-29$1,206$1,856-$650-$650
240. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-032021-09-29$4,816$7,424-$2,608-$2,608
404. AMERICAN TOWER CORP-CL A - REIT2021-07-162021-09-30$107,472$114,672-$7,200-$7,200
1884.26 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182021-09-30$1,884$1,998-$114-$114
1534.69 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022021-09-30$1,535$1,638-$103-$103
1519.85 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142021-09-30$1,520$1,579-$59-$59
1454.04 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112021-09-30$1,454$1,502-$48-$48
2557.39 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072021-09-30$2,557$2,678-$121-$121
1786.32 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112021-09-30$1,786$1,846-$60-$60
3182.56 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192021-09-30$3,183$3,364-$181-$181
3558.64 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292021-09-30$3,559$3,709-$150-$150
3117.75 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182021-09-30$3,118$3,235-$117-$117
1007.35 FEDERAL NATL MTG ASSN POOL AL19482014-01-212021-09-30$1,007$1,044-$37-$37
1591.28 FEDERAL NATL MTG ASSN POOL AL22422015-05-112021-09-30$1,591$1,688-$97-$97
710.84 FEDERAL NATL MTG ASSN POOL AL31912015-04-282021-09-30$711$736-$25-$25
1897.05 FEDERAL NATL MTG ASSN POOL AO59402012-06-182021-09-30$1,897$1,978-$81-$81
2626.02 FEDERAL NATL MTG ASSN POOL AO76272012-11-052021-09-30$2,626$2,694-$68-$68
769.51 FEDERAL NATL MTG ASSN POOL AP04952015-05-122021-09-30$770$799-$29-$29
1946.53 FEDERAL NATL MTG ASSN POOL AP21332014-11-192021-09-30$1,947$2,005-$58-$58
971. FEDERAL NATL MTG ASSN POOL AQ09452012-11-202021-09-30$971$1,009-$38-$38
360.08 FEDERAL NATL MTG ASSN POOL AS38412015-05-202021-09-30$360$370-$10-$10
736.4 FEDERAL NATL MTG ASSN POOL AS53852015-09-112021-09-30$736$780-$44-$44
480.85 FEDERAL NATL MTG ASSN POOL AS61112016-04-152021-09-30$481$511-$30-$30
981.39 FEDERAL NATL MTG ASSN POOL AS71552016-06-172021-09-30$981$1,010-$29-$29
1494.12 FEDERAL NATL MTG ASSN POOL AS73432017-06-282021-09-30$1,494$1,502-$8-$8
4185.13 FEDERAL NATL MTG ASSN POOL AT21272014-11-142021-09-30$4,185$4,196-$11-$11
1528.02 FEDERAL NATL MTG ASSN POOL AT78992015-09-152021-09-30$1,528$1,578-$50-$50
78.61 FEDERAL NATL MTG ASSN POOL 7250422005-05-122021-09-30$79$79
21.37 FEDERAL NATL MTG ASSN POOL 7287092003-12-182021-09-30$21$22-$1-$1
22.69 FEDERAL NATL MTG ASSN POOL 7351412005-04-292021-09-30$23$23
80.61 FEDERAL NATL MTG ASSN POOL 7391872003-09-102021-09-30$81$81
41.71 FEDERAL NATL MTG ASSN POOL 7450872006-06-082021-09-30$42$40$2$2
169.73 FEDERAL NATL MTG ASSN POOL 8142602005-03-102021-09-30$170$170
1721.57 FEDERAL NATL MTG ASSN POOL BC44422018-09-142021-09-30$1,722$1,654$68$68
3408.9 FEDERAL NATL MTG ASSN POOL BM32602018-10-042021-09-30$3,409$3,332$77$77
223.3 FEDERAL NATL MTG ASSN POOL BM39542018-06-062021-09-30$223$219$4$4
3314.35 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122021-09-30$3,314$3,387-$73-$73
1634.17 FEDERAL NATL MTG ASSN POOL BR26192021-01-252021-09-30$1,634$1,692-$58-$58
6738.89 FEDERAL NATL MTG ASSN POOL CA44272019-11-082021-09-30$6,739$6,818-$79-$79
3123.33 FEDERAL NATL MTG ASSN POOL CA53852020-10-092021-09-30$3,123$3,405-$282-$282
4586.21 FEDERAL NATL MTG ASSN POOL CA48602019-12-062021-09-30$4,586$4,672-$86-$86
3693.89 FEDERAL NATL MTG ASSN POOL CA66382020-12-102021-09-30$3,694$3,887-$193-$193
1146.61 FEDERAL NATL MTG ASSN POOL CA69432020-08-252021-09-30$1,147$1,188-$41-$41
4459.13 FEDERAL NATL MTG ASSN POOL CA77342020-11-202021-09-30$4,459$4,694-$235-$235
2078.2 FEDERAL NATL MTG ASSN POOL FM12212019-09-192021-09-30$2,078$2,149-$71-$71
3133.73 FEDERAL NATL MTG ASSN POOL FM35222020-07-242021-09-30$3,134$3,320-$186-$186
3186.38 FEDERAL NATL MTG ASSN POOL FM40842020-09-102021-09-30$3,186$3,354-$168-$168
5453.49 FEDERAL NATL MTG ASSN POOL FM41382020-09-172021-09-30$5,453$5,749-$296-$296
4483.77 FEDERAL NATL MTG ASSN POOL FM53282021-01-122021-09-30$4,484$4,593-$109-$109
513.69 FEDERAL NATL MTG ASSN POOL FM82482021-07-232021-09-30$514$538-$24-$24
3917.83 FEDERAL NATL MTG ASSN POOL AB18452011-08-162021-09-30$3,918$4,050-$132-$132
648.37 FEDERAL NATL MTG ASSN POOL AB20772011-04-152021-09-30$648$640$8$8
1460.43 FEDERAL NATL MTG ASSN POOL AB45252012-05-162021-09-30$1,460$1,536-$76-$76
1092.24 FEDERAL NATL MTG ASSN POOL AB78592013-07-112021-09-30$1,092$1,095-$3-$3
2364.88 FEDERAL NATL MTG ASSN POOL AC36682010-10-052021-09-30$2,365$2,446-$81-$81
1369.66 FEDERAL NATL MTG ASSN POOL MA05622014-02-102021-09-30$1,370$1,457-$87-$87
1348.66 FEDERAL NATL MTG ASSN POOL MA12362014-09-042021-09-30$1,349$1,380-$31-$31
1636.9 FEDERAL NATL MTG ASSN POOL MA14302015-05-122021-09-30$1,637$1,651-$14-$14
2486.63 FEDERAL NATL MTG ASSN POOL MA15252016-03-092021-09-30$2,487$2,582-$95-$95
5130.39 FEDERAL NATL MTG ASSN POOL MA28032017-10-192021-09-30$5,130$5,152-$22-$22
1350.53 FEDERAL NATL MTG ASSN POOL MA41572020-10-092021-09-30$1,351$1,359-$8-$8
5617.9 FEDERAL NATL MTG ASSN POOL MA42102021-03-252021-09-30$5,618$5,789-$171-$171
3924.66 FEDERAL NATL MTG ASSN POOL MA42612021-01-272021-09-30$3,925$4,099-$174-$174
166.48 FEDERAL NATL MTG ASSN POOL AD71342010-07-212021-09-30$166$175-$9-$9
246.73 FEDERAL NATL MTG ASSN POOL AD63692010-06-222021-09-30$247$253-$6-$6
1032.62 FEDERAL NATL MTG ASSN POOL AE09812011-10-172021-09-30$1,033$1,045-$12-$12
1103.56 GOVT NATL MTG ASSN POOL AA82732012-08-282021-09-30$1,104$1,184-$80-$80
760.15 GOVT NATL MTG ASSN POOL 7443712012-02-162021-09-30$760$816-$56-$56
12000. LEVI STRAUSS & CO CALL 05/01/2020 UNSC2020-05-052021-09-30$12,200$12,022$178$178
119. PAYLOCITY HOLDING CORP2021-07-162021-09-30$33,573$23,097$10,476$10,476
150. SILICON MOTION TECHNOL ADR2021-09-30$10,430$4,345$6,085$6,085
50000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-08-032021-09-30$55,061$56,338-$1,277-$1,277
160. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-032021-09-30$3,259$4,949-$1,690-$1,690
80. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-032021-09-30$1,641$2,475-$834-$834
140. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-09-30$2,826$4,324-$1,498-$1,498
40. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-032021-09-30$822$1,235-$413-$413
260. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-09-30$5,303$7,991-$2,688-$2,688
6236.54 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222021-10-01$6,237$6,320-$83-$83
70. FIRST CITIZENS BANCSHARES INC2021-10-01$60,031$50,855$9,176$9,176
10000. USA TREASURY NOTES 01.625% DUE 05/15/20262021-01-282021-10-01$10,338$10,523-$185-$185
170. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-10-01$3,482$5,157-$1,675-$1,675
260. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-122021-10-01$5,346$7,879-$2,533-$2,533
480. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-122021-10-01$9,725$14,546-$4,821-$4,821
50. COHERENT INC MERGED 07/05/22 @ $220.00 P/S2021-07-142021-10-04$12,470$13,027-$557-$557
10. FIRST CITIZENS BANCSHARES INC2021-02-112021-10-04$8,655$7,195$1,460$1,460
230. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-02-122021-10-04$4,658$6,970-$2,312-$2,312
70. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-10-04$1,416$2,120-$704-$704
10. FIRST CITIZENS BANCSHARES INC2021-10-05$8,708$7,193$1,515$1,515
50. PERFICIENT INC2020-04-012021-10-05$5,999$1,242$4,757$4,757
160. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-10-05$3,278$4,353-$1,075-$1,075
50. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-04-292021-10-05$1,017$1,323-$306-$306
70. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-04-292021-10-05$1,434$1,853-$419-$419
50. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-04-292021-10-05$1,007$1,323-$316-$316
210. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-04-292021-10-05$4,295$5,558-$1,263-$1,263
10. ACCELERON PHARMA INC MERGED 11/19/2021 @ $180.00 P/S2021-07-262021-10-06$1,761$1,212$549$549
140. ACCELERON PHARMA INC MERGED 11/19/2021 @ $180.00 P/S2021-10-06$24,659$12,498$12,161$12,161
30. HEXCEL CORP2021-02-232021-10-06$1,812$1,601$211$211
300. HEXCEL CORP2021-10-06$18,107$16,007$2,100$2,100
20. HEXCEL CORP2020-11-242021-10-06$1,206$1,067$139$139
60. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-04-292021-10-06$1,238$1,588-$350-$350
30. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-10-06$622$793-$171-$171
60. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-04-292021-10-06$1,243$1,584-$341-$341
80. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-04-292021-10-06$1,638$2,112-$474-$474
50. HEXCEL CORP2020-11-242021-10-07$3,065$2,668$397$397
110. HEXCEL CORP2020-11-242021-10-07$6,826$5,869$957$957
10. NKARTA INC2021-02-092021-10-07$231$538-$307-$307
150. SILVERGATE CAPITAL CORP-CL A2021-10-07$24,063$17,762$6,301$6,301
100000. USA TREASURY NOTES 01.500% DUE 10/31/20242021-08-112021-10-07$102,781$103,098-$317-$317
50. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-04-292021-10-07$1,078$1,317-$239-$239
40. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-04-292021-10-07$855$1,054-$199-$199
400. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-04-292021-10-07$8,565$10,540-$1,975-$1,975
20. ACCELERON PHARMA INC MERGED 11/19/2021 @ $180.00 P/S2020-03-182021-10-08$3,520$1,499$2,021$2,021
12604. ITAU UNIBANCO BANCO HOLDING SPONSERED ADR2021-10-08$56,735$99,619-$42,884-$42,884
80. NKARTA INC2021-02-092021-10-08$1,820$4,302-$2,482-$2,482
80. NKARTA INC2021-02-092021-10-08$1,675$4,302-$2,627-$2,627
1576. PETROLEO BRASILEIRO S.A SPON ADR2021-01-112021-10-08$17,087$17,988-$901-$901
9638. PETROLEO BRASILEIRO S.A SPON ADR2021-10-08$104,498$83,468$21,030$21,030
90. SHIFT4 PAYMENTS INC-CLASS A2020-09-222021-10-08$6,902$4,236$2,666$2,666
180. SHIFT4 PAYMENTS INC-CLASS A2020-09-222021-10-08$13,567$8,471$5,096$5,096
140. SHIFT4 PAYMENTS INC-CLASS A2020-09-222021-10-08$10,739$6,589$4,150$4,150
12207. VALE S.A. COMMON NEW ADR2021-10-08$177,632$159,832$17,800$17,800
130. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-10-08$2,830$3,425-$595-$595
50. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-04-292021-10-08$1,085$1,317-$232-$232
30. COGNYTE SOFTWARE LTD SEDOL BMYDNT82021-04-292021-10-08$649$790-$141-$141
50. AMN HEALTHCARE SERVICES2020-05-072021-10-11$6,060$2,126$3,934$3,934
60. NKARTA INC2021-02-092021-10-11$1,121$3,227-$2,106-$2,106
270. NKARTA INC2021-02-092021-10-11$5,019$14,521-$9,502-$9,502
30000. CHEVRON USA INC CALL 05/15/2043 COGT2020-07-202021-10-12$41,107$38,946$2,161$2,161
150. COLUMBUS MCKINNON CORP N Y2018-02-092021-10-12$7,703$5,270$2,433$2,433
150823.883 FEDERAL NATL MTG ASSN POOL MA42102021-10-12$154,665$157,075-$2,410-$2,410
150. MASTERCRAFT BOAT HOLDINGS IN2021-10-12$4,009$3,409$600$600
5000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-08-302021-10-12$5,324$5,408-$84-$84
90000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-08-302021-10-12$95,825$97,353-$1,528-$1,528
130000. HOST HOTELS & RESORTS LP SER I CALL 06/15/20302020-08-112021-10-13$134,419$128,313$6,106$6,106
10. NKARTA INC2021-02-092021-10-13$194$538-$344-$344
45000. USA TREASURY NOTES 01.125% DUE 02/15/20312021-08-182021-10-13$43,501$44,510-$1,009-$1,009
90. NKARTA INC2021-10-14$1,777$4,839-$3,062-$3,062
50. PERFICIENT INC2020-04-012021-10-14$6,469$1,242$5,227$5,227
.999 XP INC - CLASS A SEDOL BK4Y0522021-10-082021-10-14$35$41-$6-$6
250. ATKORE INTERNATIONAL GROUP I2021-10-15$22,498$18,743$3,755$3,755
70. ATKORE INTERNATIONAL GROUP I2021-07-292021-10-15$6,158$5,223$935$935
10. ATKORE INTERNATIONAL GROUP I2021-07-292021-10-15$907$746$161$161
40. ATKORE INTERNATIONAL GROUP I2021-07-282021-10-15$3,613$2,921$692$692
35000. BANK OF AMERICA CORP SER MTN SUB2021-02-022021-10-15$38,053$38,330-$277-$277
80000. BANK OF AMERICA CORP SER MTN SUB2021-10-15$86,978$80,147$6,831$6,831
3963.76 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212021-10-15$3,964$3,963$1$1
5504.1 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302021-10-15$5,504$5,503$1$1
50. PERFICIENT INC2020-04-012021-10-15$6,494$1,242$5,252$5,252
50. TETRA TECH INC NEW COM2015-06-292021-10-15$8,207$1,282$6,925$6,925
105000. USA TREASURY NTS 02.375% DUE 05/15/20292021-09-272021-10-15$112,022$112,901-$879-$879
35000. USA TREASURY NOTES 02.375% DUE 08/15/20242021-06-012021-10-15$36,725$36,995-$270-$270
55000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-08-302021-10-15$58,433$59,487-$1,054-$1,054
90000. USA TREASURY NOTES 01.500% DUE 10/31/20242021-08-112021-10-15$92,246$92,768-$522-$522
510. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-10-15$27,346$21,790$5,556$5,556
80. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-05-122021-10-15$4,278$3,296$982$982
90. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-10-15$4,810$3,704$1,106$1,106
4583.94 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A32019-04-092021-10-16$4,584$4,584
75000. CROWN CASTLE INTL CORP CALL 12/01/2026 U2021-10-18$82,695$84,492-$1,797-$1,797
925. DISNEY WALT CO2021-07-162021-10-18$157,615$168,268-$10,653-$10,653
40. NKARTA INC2021-02-082021-10-18$677$2,149-$1,472-$1,472
230. NKARTA INC2021-10-18$3,947$12,108-$8,161-$8,161
20000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-09-202021-10-18$21,895$22,290-$395-$395
55000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-10-18$60,210$61,582-$1,372-$1,372
862. VERTEX PHARMACEUTICALS INC2021-07-162021-10-18$155,321$175,756-$20,435-$20,435
50. FIRST CITIZENS BANCSHARES INC2021-02-112021-10-19$41,554$35,960$5,594$5,594
1454. GLAXO WELLCOME PLC SPONSORED ADR2021-10-19$56,613$52,045$4,568$4,568
230. NKARTA INC2021-10-19$3,959$10,910-$6,951-$6,951
10135. BANK RAKYA INDONESIA UNSPON ADR2021-10-19$1,827$1,827$1,827
10. ADVANCED DRAINAGE SYSTEMS IN2020-02-182021-10-20$1,088$490$598$598
10. ADVANCED DRAINAGE SYSTEMS IN2020-02-182021-10-20$1,088$490$598$598
110. ADVANCED DRAINAGE SYSTEMS IN2021-10-20$11,826$5,375$6,451$6,451
20. FIRST CITIZENS BANCSHARES INC2021-10-20$16,868$14,054$2,814$2,814
70. NKARTA INC2021-03-242021-10-20$1,190$2,690-$1,500-$1,500
50. NKARTA INC2021-03-242021-10-20$857$1,921-$1,064-$1,064
430. NOVAVAX INC2021-10-20$61,328$91,211-$29,883-$29,883
150. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/222015-11-192021-10-20$2,802$2,337$465$465
90. TIMKEN COMPANY2019-05-312021-10-20$6,552$3,979$2,573$2,573
120. TIMKEN COMPANY2021-10-20$8,692$5,275$3,417$3,417
20. TIMKEN COMPANY2019-10-152021-10-20$1,448$879$569$569
20. TIMKEN COMPANY2021-10-20$1,455$878$577$577
55000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-10-20$58,367$59,471-$1,104-$1,104
11715.41 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052021-10-20$11,715$11,713$2$2
4282.75 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 2012018-06-272021-10-20$4,283$4,282$1$1
90. ADVANCED DRAINAGE SYSTEMS IN2021-10-21$9,648$4,303$5,345$5,345
80. ADVANCED DRAINAGE SYSTEMS IN2021-10-21$8,473$3,580$4,893$4,893
70. NKARTA INC2021-03-242021-10-21$1,217$2,690-$1,473-$1,473
60. TIMKEN COMPANY2019-10-152021-10-21$4,292$2,634$1,658$1,658
140. TIMKEN COMPANY2021-10-21$10,063$6,145$3,918$3,918
115000. USA TREASURY NOTES 01.875% DUE 09/30/2022021-10-21$116,896$116,923-$27-$27
195000. USA TREASURY NOTES 01.625% DUE 05/15/20262021-10-21$199,327$205,038-$5,711-$5,711
10. FIRST CITIZENS BANCSHARES INC2021-02-082021-10-22$8,449$6,882$1,567$1,567
30. FIRST CITIZENS BANCSHARES INC2021-10-22$25,454$20,488$4,966$4,966
20. FIRST CITIZENS BANCSHARES INC2021-02-052021-10-22$16,929$13,291$3,638$3,638
80. NKARTA INC2021-03-242021-10-22$1,374$3,074-$1,700-$1,700
50. PRIMERICA INC2021-10-22$8,515$7,436$1,079$1,079
10. PRIMERICA INC2021-08-062021-10-22$1,705$1,476$229$229
60. PRIMERICA INC2021-10-22$10,220$8,857$1,363$1,363
20. PRIMERICA INC2020-03-312021-10-22$3,407$1,805$1,602$1,602
450. PROVIDENT FINANCIAL SERVICES2021-10-22$11,181$8,793$2,388$2,388
100. SCHNITZER STL INDS CLA A2021-10-22$5,475$3,347$2,128$2,128
50. WESTERN ALLIANCE BANCORP2019-07-262021-10-22$6,110$2,461$3,649$3,649
30. FIRST CITIZENS BANCSHARES INC2021-10-25$25,452$19,870$5,582$5,582
70. NKARTA INC2021-03-242021-10-25$1,236$2,690-$1,454-$1,454
20. PRIMERICA INC2020-03-312021-10-25$3,403$1,805$1,598$1,598
34. FIRST CITIZENS BANCSHARES INC2021-10-26$28,629$22,488$6,141$6,141
30. FIRST CITIZENS BANCSHARES INC2021-10-26$25,263$19,366$5,897$5,897
50. ONTO INNOVATION INC2020-07-012021-10-26$3,720$1,649$2,071$2,071
10. PRIMERICA INC2020-03-312021-10-26$1,700$902$798$798
101808.563 FEDERAL NATL MTG ASSN POOL CA44272019-11-082021-10-27$106,116$102,997$3,119$3,119
75242.354 FEDERAL NATL MTG ASSN POOL FM40842020-09-102021-10-27$78,546$79,183-$637-$637
105. FIRST COMMUNITY BANKSHARES INC2021-10-27$3,317$3,085$232$232
50. MUELLER INDUSTRIES INC2021-10-142021-10-27$2,612$2,168$444$444
350. NKARTA INC2021-03-242021-10-27$5,845$13,450-$7,605-$7,605
60000. USA TREASURY NOTES 01.625% DUE 05/15/20262021-10-27$61,411$62,864-$1,453-$1,453
95. FIRST COMMUNITY BANKSHARES INC2021-10-28$3,003$2,779$224$224
150. MASTERCRAFT BOAT HOLDINGS IN2021-10-28$3,964$3,407$557$557
600. NETGEAR INC2021-10-28$17,550$12,026$5,524$5,524
350. NKARTA INC2021-10-28$5,780$13,232-$7,452-$7,452
20. PRIMERICA INC2020-03-312021-10-28$3,330$1,805$1,525$1,525
100000. TRANSCANADA PIPELINES SEDOL ISIN US89352HBB422021-10-072021-10-28$99,760$99,971-$211-$211
450. 2U INC2020-05-042021-10-28$13,309$11,162$2,147$2,147
600. 2U INC2020-05-042021-10-28$17,866$14,882$2,984$2,984
300. 2U INC2021-10-28$8,923$7,437$1,486$1,486
185000. USA TREASURY NOTES 01.625% DUE 05/15/20262021-10-28$189,148$192,082-$2,934-$2,934
5000. USA TREASURY NOTES 01.125% DUE 02/15/20312021-08-262021-10-28$4,819$4,915-$96-$96
55000. USA TREASURY NOTES 01.125% DUE 02/15/20312021-10-28$53,011$54,160-$1,149-$1,149
520. NKARTA INC2021-10-29$8,352$17,921-$9,569-$9,569
50. TETRA TECH INC NEW COM2015-06-292021-10-29$8,733$1,282$7,451$7,451
150. 2U INC2020-05-042021-10-29$4,353$3,717$636$636
840. 2U INC2020-05-042021-10-29$24,652$20,813$3,839$3,839
60. 2U INC2020-05-042021-10-29$1,757$1,487$270$270
200. WHOLE EARTH BRANDS INC2021-10-29$2,434$1,581$853$853
1225.43 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182021-10-31$1,225$1,299-$74-$74
2134.43 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022021-10-31$2,134$2,278-$144-$144
213.94 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142021-10-31$214$222-$8-$8
1453.79 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112021-10-31$1,454$1,502-$48-$48
2567.14 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072021-10-31$2,567$2,687-$120-$120
3385.83 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112021-10-31$3,386$3,499-$113-$113
2640.73 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192021-10-31$2,641$2,791-$150-$150
3341.82 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292021-10-31$3,342$3,483-$141-$141
3965.91 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182021-10-31$3,966$4,115-$149-$149
2444.72 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122021-10-31$2,445$2,508-$63-$63
1198.1 FEDERAL NATL MTG ASSN POOL AL19482014-01-212021-10-31$1,198$1,241-$43-$43
545.16 FEDERAL NATL MTG ASSN POOL AL22422015-05-112021-10-31$545$578-$33-$33
1108.67 FEDERAL NATL MTG ASSN POOL AL31912015-04-282021-10-31$1,109$1,148-$39-$39
2548.77 FEDERAL NATL MTG ASSN POOL AO59402012-06-182021-10-31$2,549$2,657-$108-$108
961.62 FEDERAL NATL MTG ASSN POOL AO76272012-11-052021-10-31$962$986-$24-$24
1682.88 FEDERAL NATL MTG ASSN POOL AP04952015-05-122021-10-31$1,683$1,747-$64-$64
1758.99 FEDERAL NATL MTG ASSN POOL AP21332014-11-192021-10-31$1,759$1,812-$53-$53
1898.19 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202021-10-31$1,898$1,972-$74-$74
1026.31 FEDERAL NATL MTG ASSN POOL AS38412015-05-202021-10-31$1,026$1,053-$27-$27
940.85 FEDERAL NATL MTG ASSN POOL AS53852015-09-112021-10-31$941$996-$55-$55
2510.68 FEDERAL NATL MTG ASSN POOL AS61112016-04-152021-10-31$2,511$2,669-$158-$158
2215.65 FEDERAL NATL MTG ASSN POOL AS71552016-06-172021-10-31$2,216$2,281-$65-$65
1612.49 FEDERAL NATL MTG ASSN POOL AS73432017-06-282021-10-31$1,612$1,621-$9-$9
2386.67 FEDERAL NATL MTG ASSN POOL AT21272014-11-142021-10-31$2,387$2,393-$6-$6
1079.14 FEDERAL NATL MTG ASSN POOL AT78992015-09-152021-10-31$1,079$1,114-$35-$35
56.96 FEDERAL NATL MTG ASSN POOL 7250422005-05-122021-10-31$57$57
107.9 FEDERAL NATL MTG ASSN POOL 7287092003-12-182021-10-31$108$109-$1-$1
26.95 FEDERAL NATL MTG ASSN POOL 7351412005-04-292021-10-31$27$27
80.98 FEDERAL NATL MTG ASSN POOL 7391872003-09-102021-10-31$81$81
86.84 FEDERAL NATL MTG ASSN POOL 7450872006-06-082021-10-31$87$84$3$3
12.05 FEDERAL NATL MTG ASSN POOL 8142602005-03-102021-10-31$12$12
1672.33 FEDERAL NATL MTG ASSN POOL BC44422018-09-142021-10-31$1,672$1,606$66$66
1473.83 FEDERAL NATL MTG ASSN POOL BM32602018-10-042021-10-31$1,474$1,441$33$33
148.03 FEDERAL NATL MTG ASSN POOL BM39542018-06-062021-10-31$148$145$3$3
2820.86 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122021-10-31$2,821$2,882-$61-$61
1642.18 FEDERAL NATL MTG ASSN POOL BR26192021-01-252021-10-31$1,642$1,701-$59-$59
1573.37 FEDERAL NATL MTG ASSN POOL CA53852020-10-092021-10-31$1,573$1,715-$142-$142
3360.13 FEDERAL NATL MTG ASSN POOL CA48602019-12-062021-10-31$3,360$3,423-$63-$63
7465.67 FEDERAL NATL MTG ASSN POOL CA66382020-12-102021-10-31$7,466$7,856-$390-$390
1862.41 FEDERAL NATL MTG ASSN POOL CA69432020-08-252021-10-31$1,862$1,929-$67-$67
2710.93 FEDERAL NATL MTG ASSN POOL CA77342020-11-202021-10-31$2,711$2,853-$142-$142
1365.95 FEDERAL NATL MTG ASSN POOL FM12212019-09-192021-10-31$1,366$1,412-$46-$46
3054.76 FEDERAL NATL MTG ASSN POOL FM35222020-07-242021-10-31$3,055$3,236-$181-$181
3852.24 FEDERAL NATL MTG ASSN POOL FM41382020-09-172021-10-31$3,852$4,060-$208-$208
3532.18 FEDERAL NATL MTG ASSN POOL FM53282021-01-122021-10-31$3,532$3,617-$85-$85
371.33 FEDERAL NATL MTG ASSN POOL FM74112021-10-152021-10-31$371$373-$2-$2
2072.54 FEDERAL NATL MTG ASSN POOL FM82482021-07-232021-10-31$2,073$2,169-$96-$96
1913.81 FEDERAL NATL MTG ASSN POOL AB18452011-08-162021-10-31$1,914$1,978-$64-$64
286.22 FEDERAL NATL MTG ASSN POOL AB20772011-04-152021-10-31$286$283$3$3
825.3 FEDERAL NATL MTG ASSN POOL AB45252012-05-162021-10-31$825$868-$43-$43
2710.71 FEDERAL NATL MTG ASSN POOL AB78592013-07-112021-10-31$2,711$2,717-$6-$6
723.68 FEDERAL NATL MTG ASSN POOL AC36682010-10-052021-10-31$724$748-$24-$24
1125.47 FEDERAL NATL MTG ASSN POOL MA05622014-02-102021-10-31$1,125$1,197-$72-$72
1973.25 FEDERAL NATL MTG ASSN POOL MA12362014-09-042021-10-31$1,973$2,019-$46-$46
1330.04 FEDERAL NATL MTG ASSN POOL MA14302015-05-122021-10-31$1,330$1,342-$12-$12
2521.31 FEDERAL NATL MTG ASSN POOL MA15252016-03-092021-10-31$2,521$2,618-$97-$97
4949.08 FEDERAL NATL MTG ASSN POOL MA28032017-10-192021-10-31$4,949$4,969-$20-$20
1052.16 FEDERAL NATL MTG ASSN POOL MA41572020-10-092021-10-31$1,052$1,059-$7-$7
3997.44 FEDERAL NATL MTG ASSN POOL MA42612021-01-272021-10-31$3,997$4,174-$177-$177
1984.31 FEDERAL NATL MTG ASSN POOL AD71342010-07-212021-10-31$1,984$2,085-$101-$101
2066.72 FEDERAL NATL MTG ASSN POOL AD63692010-06-222021-10-31$2,067$2,123-$56-$56
951.34 FEDERAL NATL MTG ASSN POOL AE09812011-10-172021-10-31$951$963-$12-$12
1439.44 GOVT NATL MTG ASSN POOL AA82732012-08-282021-10-31$1,439$1,545-$106-$106
1097.41 GOVT NATL MTG ASSN II POOL MA76502021-10-272021-10-31$1,097$1,148-$51-$51
2616.42 GOVT NATL MTG ASSN POOL 7443712012-02-162021-10-31$2,616$2,807-$191-$191
12.937 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2011-10-182021-10-31$32,079$32,079
5043.28 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222021-11-01$5,043$5,111-$68-$68
520. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2021-11-01$39,002$20,935$18,067$18,067
210. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2019-10-172021-11-01$15,748$8,163$7,585$7,585
160. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2019-10-172021-11-01$12,029$6,219$5,810$5,810
50. ONTO INNOVATION INC2020-07-012021-11-02$4,095$1,649$2,446$2,446
150. ABERCROMBIE & FITCH CO CL A2021-07-302021-11-03$6,810$5,780$1,030$1,030
50. SILICON MOTION TECHNOL ADR2020-12-032021-11-03$3,529$2,150$1,379$1,379
20. SILICON MOTION TECHNOL ADR2020-06-122021-11-03$1,412$860$552$552
20. SILICON MOTION TECHNOL ADR2020-12-032021-11-03$1,413$860$553$553
10. SILICON MOTION TECHNOL ADR2020-06-122021-11-03$707$430$277$277
300. STRIDE INC2021-11-03$11,128$6,390$4,738$4,738
100. WILLIAMS SONOMA INC2020-03-182021-11-03$20,703$2,918$17,785$17,785
50. COMFORT SYS USA INC COM2012-12-182021-11-04$4,728$589$4,139$4,139
50. MUELLER INDUSTRIES INC2021-10-142021-11-04$2,733$2,168$565$565
260. NEOPHONICS CORP2021-08-132021-11-04$4,081$2,226$1,855$1,855
190. NEOPHONICS CORP2021-08-132021-11-04$3,025$1,626$1,399$1,399
50. ONTO INNOVATION INC2020-07-012021-11-04$4,306$1,649$2,657$2,657
1605. PENN ENTERTAINMENT INC2021-08-252021-11-04$96,230$125,183-$28,953-$28,953
100. SILICON MOTION TECHNOL ADR2021-11-04$7,061$4,254$2,807$2,807
70. SILICON MOTION TECHNOL ADR2021-11-04$4,956$2,959$1,997$1,997
606. ACTIVISION BLIZZARD INC2020-05-112021-11-05$41,050$45,707-$4,657-$4,657
43. ACTIVISION BLIZZARD INC2020-05-112021-11-05$2,914$3,243-$329-$329
2411. CITRIX SYSTEMS INC2021-11-05$218,365$281,802-$63,437-$63,437
100. SAIA INC2020-07-012021-11-05$34,299$11,111$23,188$23,188
20. SILICON MOTION TECHNOL ADR2020-12-032021-11-05$1,415$843$572$572
50. SILICON MOTION TECHNOL ADR2020-12-032021-11-05$3,539$2,107$1,432$1,432
20. AMERICAN PUBLIC EDUCATION2021-04-282021-11-08$520$618-$98-$98
130. AMERICAN PUBLIC EDUCATION2019-02-132021-11-08$3,383$3,999-$616-$616
34.4 MADISON SQUARE GARDEN ENTERT2021-01-212021-11-08$2,861$3,444-$583-$583
215.6 MADISON SQUARE GARDEN ENTERT2021-11-08$17,928$21,349-$3,421-$3,421
50. SILICON MOTION TECHNOL ADR2020-12-032021-11-08$3,509$2,107$1,402$1,402
50. SILICON MOTION TECHNOL ADR2021-11-08$3,530$2,033$1,497$1,497
30. SILICON MOTION TECHNOL ADR2020-10-222021-11-08$2,118$1,200$918$918
50. SPECTRUM BRANDS HLDGS INC2021-02-192021-11-08$4,858$4,145$713$713
30. SILICON MOTION TECHNOL ADR2020-10-222021-11-09$2,086$1,200$886$886
110000. USA TREASURY NOTES 01.625% DUE 05/15/20262021-04-292021-11-09$112,930$113,602-$672-$672
97000. VERIZON COMMUNICATIONS SER 144A CALL 12/15/20312021-09-032021-11-09$96,982$96,759$223$223
150. AMERICAN PUBLIC EDUCATION2019-01-252021-11-10$3,796$4,604-$808-$808
50. COMFORT SYS USA INC COM2012-12-182021-11-10$4,898$589$4,309$4,309
80000. DCP MIDSTREAM OPERATING CALL 04/15/20252021-11-10$88,134$80,107$8,027$8,027
200. LAKELAND BANCORP INC2021-11-10$3,838$2,333$1,505$1,505
1. POWER SOLUTIONS INTERNATIONAL INC 73933G202 CLASS ACTION2001-01-012021-11-10$76$76$76
65000. MARATHON PETROLEUM CORP SER WI CALL 10/02018-10-022021-11-10$76,432$65,000$11,432$11,432
100. MUELLER INDUSTRIES INC2021-10-142021-11-10$5,841$4,335$1,506$1,506
50000. USA TREASURY NOTES 03.125% DUE 05/15/20482021-11-10$62,580$62,916-$336-$336
50. SILICON MOTION TECHNOL ADR2020-10-222021-11-11$3,498$2,000$1,498$1,498
80. SILICON MOTION TECHNOL ADR2020-11-272021-11-11$5,599$3,187$2,412$2,412
20. ALPHABET INC/CA-CL A2005-12-212021-11-12$59,291$4,254$55,037$55,037
18. AMAZON.COM INC2005-12-212021-11-12$63,577$879$62,698$62,698
1492. EBAY INC2016-06-162021-11-12$109,635$35,320$74,315$74,315
332. KLA TENCOR CORP2008-10-272021-11-12$137,883$6,656$131,227$131,227
1736. SCHWAB CHARLES CORP NEW2004-11-242021-11-12$142,455$18,784$123,671$123,671
100. SPECTRUM BRANDS HLDGS INC2021-11-12$10,338$8,272$2,066$2,066
3778.49 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212021-11-15$3,778$3,778
5336.94 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302021-11-15$5,337$5,336$1$1
50. SPECTRUM BRANDS HLDGS INC2021-02-242021-11-15$5,256$4,050$1,206$1,206
115000. SYSCO CORPORATION CALL 07/01/2025 @ 100.000 COGT2021-11-15$124,120$125,974-$1,854-$1,854
95000. USA TREASURY NOTES 02.500% DUE 05/15/20242021-09-202021-11-15$99,216$100,042-$826-$826
50. COMFORT SYS USA INC COM2012-12-182021-11-16$5,119$589$4,530$4,530
50000. DOW CHEMICAL CO/THE CALL 08/30/2028 UNSC2021-03-012021-11-16$58,357$58,803-$446-$446
4717.02 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A32019-04-092021-11-16$4,717$4,717
130000. USA TREASURY NOTES 01.500% DUE 10/31/20242021-11-16$132,509$132,789-$280-$280
61.87 INVESCO DEVELOPING MARKETS FUND CLASS Y2020-12-112021-11-17$3,336$3,216$120$120
9211.127 INVESCO DEVELOPING MARKETS FUND CLASS Y2021-11-17$496,664$352,682$143,982$143,982
1330. ACCELERON PHARMA INC MERGED 11/19/2021 @ $180.00 P/S2021-11-17$239,109$45,115$193,994$193,994
500. ACCELERON PHARMA INC MERGED 11/19/2021 @ $180.00 P/S2021-11-17$89,878$13,140$76,738$76,738
30000. APPLE INC UNSC2014-05-082021-11-17$34,970$27,621$7,349$7,349
150. COHU INC2015-11-192021-11-17$5,744$1,887$3,857$3,857
50. MUELLER INDUSTRIES INC2019-11-192021-11-17$2,976$1,557$1,419$1,419
60000. USA TREASURY NOTES 03.125% DUE 05/15/20482021-11-17$74,187$75,277-$1,090-$1,090
100. WEBSTER FINANCIAL CORP2020-08-112021-11-17$5,826$2,960$2,866$2,866
40000. CANADIAN PACIFIC RAILWAY SEDOL BP9SD44 ISIN US13645RBH662021-11-172021-11-18$40,415$39,714$701$701
100000. LAMB WESTON HLD SER 144A CALL 11/01/21 @2021-11-18$102,438$102,438
50. TETRA TECH INC NEW COM2015-06-302021-11-18$9,367$1,279$8,088$8,088
50. COMFORT SYS USA INC COM2012-12-182021-11-19$5,120$589$4,531$4,531
1730. INVITAE CORP2021-11-19$32,760$86,952-$54,192-$54,192
50. PERFICIENT INC2020-04-012021-11-19$7,394$1,242$6,152$6,152
5342. SCHLUMBERGER LTD COM2021-11-19$161,441$160,611$830$830
150. STRIDE INC2020-12-312021-11-19$5,718$3,192$2,526$2,526
50. TETRA TECH INC NEW COM2015-06-302021-11-19$9,487$1,279$8,208$8,208
11670.5 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052021-11-20$11,671$11,668$3$3
3879.06 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 2012018-06-272021-11-20$3,879$3,879
140. BRIDGEBIO PHARMA INC2020-10-052021-11-22$5,769$5,472$297$297
50. BRIDGEBIO PHARMA INC2020-10-052021-11-22$2,111$1,954$157$157
890. BRIDGEBIO PHARMA INC2020-10-052021-11-22$36,604$34,787$1,817$1,817
50000. ENTERGY LOUISIANA LLC CALL 11/17/2021 MORT2020-11-172021-11-22$49,766$49,991-$225-$225
150. KBR INC2017-03-022021-11-22$7,009$2,275$4,734$4,734
1150. MISTER CAR WASH INC2021-11-22$19,333$26,171-$6,838-$6,838
440. MISTER CAR WASH INC2021-11-22$7,453$9,649-$2,196-$2,196
700. MISTER CAR WASH INC2021-11-22$11,798$13,757-$1,959-$1,959
150. NEWMARK GROUP INC-CLASS A2018-01-112021-11-22$2,645$2,395$250$250
50. SPECTRUM BRANDS HLDGS INC2021-03-052021-11-22$5,345$4,050$1,295$1,295
125000. USA TREASURY NOTES 02.375% DUE 08/15/20242021-06-012021-11-22$130,161$131,866-$1,705-$1,705
110000. BANK OF AMERICA CORP SER GMTN SUB2021-10-152021-11-23$120,552$122,167-$1,615-$1,615
340. BRIDGEBIO PHARMA INC2020-10-052021-11-23$13,597$13,289$308$308
110. BRIDGEBIO PHARMA INC2021-11-23$4,407$4,168$239$239
250. BRIDGEBIO PHARMA INC2021-11-23$10,121$5,510$4,611$4,611
240. BRIDGEBIO PHARMA INC2020-08-032021-11-23$9,614$5,268$4,346$4,346
100000. FORD MOTOR COMPANY CALL 03/22/2025 UNSC2021-03-082021-11-23$122,587$117,029$5,558$5,558
125. FORTINET INC2020-04-142021-11-23$40,597$13,495$27,102$27,102
420. MISTER CAR WASH INC2021-08-132021-11-23$6,836$8,236-$1,400-$1,400
550. MISTER CAR WASH INC2021-11-23$8,996$10,675-$1,679-$1,679
269. PAYPAL HOLDINGS INC-W/I2020-05-132021-11-23$50,632$38,120$12,512$12,512
169. PAYPAL HOLDINGS INC-W/I2020-05-132021-11-23$32,180$23,949$8,231$8,231
30. BRIDGEBIO PHARMA INC2020-08-032021-11-24$1,207$658$549$549
30. BRIDGEBIO PHARMA INC2020-08-032021-11-24$1,207$658$549$549
410. BRIDGEBIO PHARMA INC2021-11-24$16,554$8,968$7,586$7,586
76. BRIDGEBIO PHARMA INC2021-11-24$3,065$1,636$1,429$1,429
680. MISTER CAR WASH INC2021-06-252021-11-24$11,301$12,902-$1,601-$1,601
110. MISTER CAR WASH INC2021-06-252021-11-24$1,840$2,087-$247-$247
310.484 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2020-05-262021-11-24$750,000$414,337$335,663$335,663
220. MISTER CAR WASH INC2021-06-252021-11-26$3,572$4,174-$602-$602
410. MISTER CAR WASH INC2021-06-252021-11-26$6,638$7,779-$1,141-$1,141
1461. AMADEUS IT GROUP S A ADR2021-11-29$95,549$99,600-$4,051-$4,051
140. MISTER CAR WASH INC2021-06-252021-11-29$2,291$2,656-$365-$365
390. MISTER CAR WASH INC2021-06-252021-11-29$6,377$7,400-$1,023-$1,023
330. MISTER CAR WASH INC2021-06-252021-11-29$5,356$6,261-$905-$905
100. MISTER CAR WASH INC2021-11-29$1,630$1,858-$228-$228
140. MISTER CAR WASH INC2021-06-252021-11-29$2,284$2,100$184$184
280. NCR CORP2021-11-29$10,957$5,660$5,297$5,297
20. NCR CORP2020-10-302021-11-29$788$404$384$384
850. NCR CORP2021-11-29$33,787$17,056$16,731$16,731
90. NCR CORP2020-08-072021-11-29$3,598$1,797$1,801$1,801
1597.15 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182021-11-30$1,597$1,693-$96-$96
918.89 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022021-11-30$919$981-$62-$62
211.4 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142021-11-30$211$220-$9-$9
1083.46 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112021-11-30$1,083$1,119-$36-$36
2010.54 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072021-11-30$2,011$2,104-$93-$93
1657.45 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112021-11-30$1,657$1,713-$56-$56
2551.61 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192021-11-30$2,552$2,696-$144-$144
2213.66 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292021-11-30$2,214$2,307-$93-$93
2888.21 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182021-11-30$2,888$2,996-$108-$108
3002.7 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122021-11-30$3,003$3,081-$78-$78
1248.75 FEDERAL NATL MTG ASSN POOL AL19482014-01-212021-11-30$1,249$1,293-$44-$44
2013.12 FEDERAL NATL MTG ASSN POOL AL22422015-05-112021-11-30$2,013$2,135-$122-$122
542.33 FEDERAL NATL MTG ASSN POOL AL31912015-04-282021-11-30$542$561-$19-$19
621.15 FEDERAL NATL MTG ASSN POOL AO59402012-06-182021-11-30$621$647-$26-$26
1612.76 FEDERAL NATL MTG ASSN POOL AO76272012-11-052021-11-30$1,613$1,653-$40-$40
1213.45 FEDERAL NATL MTG ASSN POOL AP04952015-05-122021-11-30$1,213$1,260-$47-$47
2044.39 FEDERAL NATL MTG ASSN POOL AP21332014-11-192021-11-30$2,044$2,106-$62-$62
1530.73 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202021-11-30$1,531$1,590-$59-$59
713.19 FEDERAL NATL MTG ASSN POOL AS38412015-05-202021-11-30$713$732-$19-$19
2137.95 FEDERAL NATL MTG ASSN POOL AS53852015-09-112021-11-30$2,138$2,263-$125-$125
1484.8 FEDERAL NATL MTG ASSN POOL AS61112016-04-152021-11-30$1,485$1,578-$93-$93
2000.73 FEDERAL NATL MTG ASSN POOL AS71552016-06-172021-11-30$2,001$2,059-$58-$58
1361.25 FEDERAL NATL MTG ASSN POOL AS73432017-06-282021-11-30$1,361$1,368-$7-$7
4510.91 FEDERAL NATL MTG ASSN POOL AT21272014-11-142021-11-30$4,511$4,522-$11-$11
798.87 FEDERAL NATL MTG ASSN POOL AT78992015-09-152021-11-30$799$825-$26-$26
76.87 FEDERAL NATL MTG ASSN POOL 7250422005-05-122021-11-30$77$77
19.65 FEDERAL NATL MTG ASSN POOL 7287092003-12-182021-11-30$20$20
28.32 FEDERAL NATL MTG ASSN POOL 7351412005-04-292021-11-30$28$29-$1-$1
81.38 FEDERAL NATL MTG ASSN POOL 7391872003-09-102021-11-30$81$82-$1-$1
57.64 FEDERAL NATL MTG ASSN POOL 7450872006-06-082021-11-30$58$56$2$2
12.19 FEDERAL NATL MTG ASSN POOL 8142602005-03-102021-11-30$12$12
1319.43 FEDERAL NATL MTG ASSN POOL BC44422018-09-142021-11-30$1,319$1,267$52$52
2888.9 FEDERAL NATL MTG ASSN POOL BM32602018-10-042021-11-30$2,889$2,824$65$65
187.51 FEDERAL NATL MTG ASSN POOL BM39542018-06-062021-11-30$188$184$4$4
1096.14 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122021-11-30$1,096$1,120-$24-$24
3149.14 FEDERAL NATL MTG ASSN POOL BR26192021-01-252021-11-30$3,149$3,261-$112-$112
4973.93 FEDERAL NATL MTG ASSN POOL CA53852020-10-092021-11-30$4,974$5,421-$447-$447
3619.79 FEDERAL NATL MTG ASSN POOL CA48602019-12-062021-11-30$3,620$3,687-$67-$67
5651.65 FEDERAL NATL MTG ASSN POOL CA66382020-12-102021-11-30$5,652$5,947-$295-$295
1232.72 FEDERAL NATL MTG ASSN POOL CA69432020-08-252021-11-30$1,233$1,277-$44-$44
2815.7 FEDERAL NATL MTG ASSN POOL CA77342020-11-202021-11-30$2,816$2,963-$147-$147
2663.1 FEDERAL NATL MTG ASSN POOL FM12212019-09-192021-11-30$2,663$2,753-$90-$90
2771.78 FEDERAL NATL MTG ASSN POOL FM35222020-07-242021-11-30$2,772$2,935-$163-$163
2580.26 FEDERAL NATL MTG ASSN POOL FM41382020-09-172021-11-30$2,580$2,719-$139-$139
3588.23 FEDERAL NATL MTG ASSN POOL FM53282021-01-122021-11-30$3,588$3,674-$86-$86
994.19 FEDERAL NATL MTG ASSN POOL FM74112021-10-152021-11-30$994$998-$4-$4
1704.01 FEDERAL NATL MTG ASSN POOL FM82482021-07-232021-11-30$1,704$1,783-$79-$79
3144.02 FEDERAL NATL MTG ASSN POOL AB18452011-08-162021-11-30$3,144$3,250-$106-$106
1336.56 FEDERAL NATL MTG ASSN POOL AB20772011-04-152021-11-30$1,337$1,320$17$17
1942.2 FEDERAL NATL MTG ASSN POOL AB45252012-05-162021-11-30$1,942$2,042-$100-$100
3313.78 FEDERAL NATL MTG ASSN POOL AB78592013-07-112021-11-30$3,314$3,322-$8-$8
2892.82 FEDERAL NATL MTG ASSN POOL AC36682010-10-052021-11-30$2,893$2,991-$98-$98
245.2 FEDERAL NATL MTG ASSN POOL MA05622014-02-102021-11-30$245$261-$16-$16
1251.49 FEDERAL NATL MTG ASSN POOL MA12362014-09-042021-11-30$1,251$1,280-$29-$29
1290.25 FEDERAL NATL MTG ASSN POOL MA14302015-05-122021-11-30$1,290$1,302-$12-$12
1972.7 FEDERAL NATL MTG ASSN POOL MA15252016-03-092021-11-30$1,973$2,048-$75-$75
4706.15 FEDERAL NATL MTG ASSN POOL MA28032017-10-192021-11-30$4,706$4,725-$19-$19
1126.06 FEDERAL NATL MTG ASSN POOL MA41572020-10-092021-11-30$1,126$1,133-$7-$7
2717.58 FEDERAL NATL MTG ASSN POOL MA42612021-01-272021-11-30$2,718$2,837-$119-$119
903.21 FEDERAL NATL MTG ASSN POOL AD71342010-07-212021-11-30$903$949-$46-$46
4869.36 FEDERAL NATL MTG ASSN POOL AD63692010-06-222021-11-30$4,869$5,001-$132-$132
844.34 FEDERAL NATL MTG ASSN POOL AE09812011-10-172021-11-30$844$854-$10-$10
1087.63 GOVT NATL MTG ASSN POOL AA82732012-08-282021-11-30$1,088$1,167-$79-$79
1790.64 GOVT NATL MTG ASSN II POOL MA76502021-10-272021-11-30$1,791$1,873-$82-$82
691.28 GOVT NATL MTG ASSN POOL 7443712012-02-162021-11-30$691$741-$50-$50
290. NCR CORP2021-11-30$11,354$5,785$5,569$5,569
140. NCR CORP2020-10-282021-11-30$5,443$2,778$2,665$2,665
580. NCR CORP2021-11-30$22,640$11,492$11,148$11,148
380. NCR CORP2021-11-30$14,839$7,470$7,369$7,369
5000. USA TREASURY NOTES 01.875% DUE 09/30/2022021-09-232021-11-30$5,070$5,074-$4-$4
20000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-01-142021-11-30$20,690$20,791-$101-$101
50000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-01-142021-11-30$51,725$51,979-$254-$254
6744.63 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222021-12-01$6,745$6,835-$90-$90
25000. CANADIAN PACIFIC RAILWAY SEDOL BP9SD44 ISIN US13645RBH662021-11-172021-12-02$25,961$24,821$1,140$1,140
65000. SEMPRA ENERGY CALL 01/01/2023 UNSC2019-06-252021-12-03$66,760$65,000$1,760$1,760
2367. SNAP INC - A2021-09-232021-12-06$110,480$187,676-$77,196-$77,196
35000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-09-202021-12-06$38,333$38,929-$596-$596
35000. USA TREASURY NOTES 02.375% DUE 05/15/20272021-08-302021-12-06$37,084$37,780-$696-$696
840. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2021-12-06$61,853$32,626$29,227$29,227
20. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2019-10-172021-12-06$1,500$774$726$726
250. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2021-12-06$18,748$9,602$9,146$9,146
40. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2021-12-06$2,984$1,523$1,461$1,461
300. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-12-06$17,253$12,275$4,978$4,978
623. ADYEN NV-UNSPON ADR SEDOL BJXK4M92021-08-032021-12-07$17,336$17,135$201$201
566. AIRBUS SE ADR2020-02-202021-12-07$16,792$20,319-$3,527-$3,527
133. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD12021-12-07$16,596$14,127$2,469$2,469
880. ANGLO AMERICAN PLC-SPONS ADR ADR SEDOL BYYWFP92021-10-082021-12-07$17,346$16,298$1,048$1,048
600. BP PLC SPONSORED ADR2021-12-07$16,554$25,881-$9,327-$9,327
294. BHP LTD SPONSORED ADR2021-10-082021-12-07$17,056$16,216$840$840
167. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD142014-04-072021-12-07$17,993$5,427$12,566$12,566
1235. COMPAGNIE DE SAINT-UNSP ADR ADR SEDOL B3K9YH22014-05-282021-12-07$16,889$14,188$2,701$2,701
779. DAIFUKU CO LTD - UNSP ADR ADR SEDOL BHWGWY22021-02-242021-12-07$16,787$19,700-$2,913-$2,913
280. DASSAULT SYSTEMS SA SPON ADR2004-08-092021-12-07$16,869$1,190$15,679$15,679
280. DEUTSCHE POST AG SPON ADR2013-09-192021-12-07$17,288$8,962$8,326$8,326
641. EQUINOR ASA SPONSORED ADR SEDOL BF4K3J02021-10-082021-12-07$16,951$16,752$199$199
814. FANUC CORP ADR2016-08-192021-12-07$17,074$14,069$3,005$3,005
115. HOYA CORP SPONSORED ADR2021-11-292021-12-07$18,359$18,247$112$112
218. JD.COM INC-ADR ADR SEDOL BMM27D92017-10-242021-12-07$17,091$8,428$8,663$8,663
178. L OREAL CO UNSPONSORED ADR2021-12-07$16,989$5,610$11,379$11,379
190. LVMH MOET HENNESSY LOUIS ADR2008-12-092021-12-07$31,005$2,374$28,631$28,631
275. MEITUAN UNSP ADR2021-06-252021-12-07$17,514$23,452-$5,938-$5,938
154. NETEASE INC SPON ADR2021-12-07$16,494$8,680$7,814$7,814
204. NOVARTIS AG SPONSORED ADR2021-12-07$16,484$10,922$5,562$5,562
157. NOVO NORDISK A S ADR2011-02-172021-12-07$17,258$3,839$13,419$13,419
100. ONTO INNOVATION INC2020-02-272021-12-07$9,869$3,210$6,659$6,659
1151. BANK RAKYA INDONESIA UNSPON ADR2016-06-062021-12-07$16,965$9,168$7,797$7,797
995. RECKITT BENCKISER-SPON ADR ADR SEDOL B93K0B02021-12-07$16,333$19,097-$2,764-$2,764
2005. RECRUIT HOLDINGS CO LTD-ADR ADR SEDOL BF43JH92020-03-062021-12-07$25,634$14,213$11,421$11,421
369. ROYAL DUTCH SHELL PLC ADR A2012-07-262021-12-07$16,415$24,727-$8,312-$8,312
560. SAFRAN SA UNSPON ADR2013-10-312021-12-07$16,666$8,994$7,672$7,672
124. SAP SE SPONSORED ADR2021-12-07$16,690$5,505$11,185$11,185
14. SHOPIFY INC - A W/I SEDOL BXDZ9Z02021-08-032021-12-07$21,304$21,393-$89-$89
50. SILICON MOTION TECHNOL ADR2020-03-182021-12-07$4,315$1,386$2,929$2,929
479. TAIWAN SEMICONDUCTOR MTG CO ADR2012-04-132021-12-07$58,537$7,251$51,286$51,286
460. TENCENT HOLDINGS LTD UNSPON ADR2012-04-162021-12-07$27,368$2,717$24,651$24,651
334. TOTAL FINA S A2018-03-132021-12-07$16,525$19,478-$2,953-$2,953
48. ATLASSIAN CORP PLC-CLASS A EXCH 09/30/222020-05-142021-12-07$18,265$8,480$9,785$9,785
630. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2021-12-07$50,210$19,660$30,550$30,550
50. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2020-03-182021-12-07$3,998$1,367$2,631$2,631
590. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S2020-03-182021-12-07$46,965$16,134$30,831$30,831
70. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-12-07$4,210$2,831$1,379$1,379
78. ASML HOLDING NV-NY SEDOL B908F012009-06-242021-12-07$62,779$2,115$60,664$60,664
102. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN72019-01-242021-12-07$24,280$8,589$15,691$15,691
5696.767 FEDERAL NATL MTG ASSN POOL BM39542018-06-062021-12-08$5,905$5,579$326$326
50. MADISON SQUARE GARDEN ENTERT2021-12-08$3,593$4,915-$1,322-$1,322
50. SILICON MOTION TECHNOL ADR2020-03-182021-12-08$4,519$1,386$3,133$3,133
15000. USA TREASURY NOTES 00.625% DUE 05/15/20302021-12-08$13,984$13,977$7$7
50667.225 FEDERAL NATL MTG ASSN POOL AO76272012-11-052021-12-10$53,030$51,935$1,095$1,095
60. UPWORK INC2021-06-292021-12-10$2,031$3,597-$1,566-$1,566
250. UPWORK INC2021-06-292021-12-10$8,567$14,962-$6,395-$6,395
280. UPWORK INC2021-06-292021-12-10$9,400$16,757-$7,357-$7,357
280. UPWORK INC2021-12-10$9,475$16,483-$7,008-$7,008
280. UPWORK INC2021-06-282021-12-13$9,251$15,967-$6,716-$6,716
90. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-12-13$5,471$3,594$1,877$1,877
30. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-252021-12-13$1,801$1,194$607$607
40. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG42021-01-252021-12-13$2,400$1,591$809$809
100. SAIA INC2020-07-012021-12-14$32,256$11,111$21,145$21,145
20. SAIA INC2020-07-012021-12-14$6,542$2,222$4,320$4,320
280. TIMKEN COMPANY2019-10-162021-12-14$18,208$12,284$5,924$5,924
260. TIMKEN COMPANY2021-12-14$16,901$9,709$7,192$7,192
140. TIMKEN COMPANY2021-12-14$9,095$3,949$5,146$5,146
110. TIMKEN COMPANY2020-03-202021-12-14$7,200$3,092$4,108$4,108
260. TIMKEN COMPANY2021-12-14$16,908$7,289$9,619$9,619
561. BEST BUY INC2020-12-242021-12-15$56,784$57,486-$702-$702
181. BEST BUY INC2020-11-042021-12-15$18,321$21,637-$3,316-$3,316
3668.65 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A32019-05-212021-12-15$3,669$3,668$1$1
290. COHU INC2015-11-192021-12-15$10,667$3,648$7,019$7,019
5010.1 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A32019-04-302021-12-15$5,010$5,009$1$1
106. IDEXX LABS INC COM2021-12-15$63,931$56,291$7,640$7,640
100. MUELLER INDUSTRIES INC2021-12-15$5,664$3,109$2,555$2,555
206. POLARIS INDS INC2021-04-062021-12-15$21,855$28,294-$6,439-$6,439
200. POLARIS INDS INC2021-04-062021-12-15$21,218$27,470-$6,252-$6,252
243. POLARIS INDS INC2021-04-062021-12-15$25,794$33,376-$7,582-$7,582
680. TIMKEN COMPANY2020-03-182021-12-15$44,258$18,683$25,575$25,575
170. TIMKEN COMPANY2021-12-15$10,913$4,653$6,260$6,260
210. VEEVA SYSTEMS INC-CLASS A2019-01-302021-12-15$55,082$22,513$32,569$32,569
40. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 23116142018-07-102021-12-15$6,973$4,800$2,173$2,173
50. AMN HEALTHCARE SERVICES2020-05-072021-12-16$5,787$2,126$3,661$3,661
10. COHU INC2015-11-192021-12-16$389$126$263$263
4234.77 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A32019-04-092021-12-16$4,235$4,234$1$1
150. NEWMARK GROUP INC-CLASS A2018-01-112021-12-16$2,500$2,395$105$105
10000. NOKIA OYJ SEDOL ISIN US654902AD72017-06-052021-12-16$10,147$9,950$197$197
120. TIMKEN COMPANY2020-03-192021-12-16$7,953$3,243$4,710$4,710
630. TIMKEN COMPANY2021-12-16$41,701$16,852$24,849$24,849
40. TIMKEN COMPANY2020-03-192021-12-16$2,649$982$1,667$1,667
10. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 23116142018-07-102021-12-16$1,730$1,200$530$530
60000. USA TREASURY NOTES 02.875% DUE 05/15/20282021-12-17$65,782$65,997-$215-$215
100. AMN HEALTHCARE SERVICES2021-12-20$11,866$2,569$9,297$9,297
270. ANAPLAN INC2021-09-272021-12-20$11,843$17,441-$5,598-$5,598
170. ANAPLAN INC2021-12-20$7,374$10,977-$3,603-$3,603
560. ANAPLAN INC2021-12-20$24,812$36,100-$11,288-$11,288
971. SAP SE SPONSORED ADR2005-03-162021-12-20$132,623$39,300$93,323$93,323
10203.17 VERIZON OWNER TRUST SERIES 2019 A CLASS A12019-03-052021-12-20$10,203$10,201$2$2
1538.72 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 2012018-06-272021-12-20$1,539$1,539
260. ANAPLAN INC2021-12-21$11,805$16,736-$4,931-$4,931
10. ANAPLAN INC2021-09-272021-12-21$448$643-$195-$195
590. ANAPLAN INC2021-12-21$26,473$37,293-$10,820-$10,820
1230. ANAPLAN INC2021-12-21$55,663$77,036-$21,373-$21,373
1. ORBITAL ATK XXX-XX-XXXX CLASS ACTION2001-01-012021-12-21$2,260$25$2,235$2,235
95000. NEXTERA ENERGY CAPITAL CALL 03/31/2024 C2021-11-152021-12-22$99,671$95,000$4,671$4,671
50. AMN HEALTHCARE SERVICES2013-06-052021-12-23$6,103$697$5,406$5,406
150. METHODE ELECTRS INC CL A2021-10-282021-12-23$7,131$6,308$823$823
100. ONTO INNOVATION INC2021-12-23$9,870$3,183$6,687$6,687
50. SILICON MOTION TECHNOL ADR2020-03-182021-12-23$4,608$1,386$3,222$3,222
50. ONTO INNOVATION INC2020-05-052021-12-27$5,112$1,578$3,534$3,534
110000. CVS HEALTH CORP CALL 02/09/2023 UNSC2021-10-212021-12-28$113,773$110,000$3,773$3,773
12000. CVS HEALTH CORP CALL 02/09/2023 UNSC2019-02-012021-12-28$12,412$12,000$412$412
150. LEXINGTON CORPORATION PROPERTIES TRUST2020-05-122021-12-28$2,344$1,404$940$940
50. SILICON MOTION TECHNOL ADR2020-03-182021-12-28$4,680$1,386$3,294$3,294
50. SILICON MOTION TECHNOL ADR2020-03-182021-12-29$4,756$1,386$3,370$3,370
50. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 23116142021-12-29$8,731$5,959$2,772$2,772
150. NEWMARK GROUP INC-CLASS A2018-01-112021-12-30$2,786$2,395$391$391
50. SILICON MOTION TECHNOL ADR2020-03-182021-12-30$4,738$1,386$3,352$3,352
5000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-03-302021-12-30$5,150$5,187-$37-$37
25000. USA TREASURY NOTES 02.500% DUE 08/15/20232021-12-30$25,752$25,935-$183-$183
689.56 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182021-12-31$690$731-$41-$41
385.01 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022021-12-31$385$411-$26-$26
1447.84 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142021-12-31$1,448$1,504-$56-$56
1077.64 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112021-12-31$1,078$1,113-$35-$35
1891.31 FEDERAL HOME LOAN MTG CORP POOL SB00932020-07-072021-12-31$1,891$1,978-$87-$87
1342.93 FEDERAL HOME LN MTG ASSN POOL QB36782020-09-112021-12-31$1,343$1,387-$44-$44
2162.97 FEDERAL HOME LOAN MTG CORP POOL RA23322020-08-192021-12-31$2,163$2,285-$122-$122
2400.7 FEDERAL HOME LOAN MTG CORP POOL RA27292020-05-292021-12-31$2,401$2,502-$101-$101
3238.35 FEDERAL HOME LOAN MTG CORP POOL RA37252020-11-182021-12-31$3,238$3,359-$121-$121
2860.23 FEDERAL HOME LOAN MTG CORP POOL RA61322021-10-122021-12-31$2,860$2,934-$74-$74
399.32 FEDERAL NATL MTG ASSN POOL AL19482014-01-212021-12-31$399$414-$15-$15
1272. FEDERAL NATL MTG ASSN POOL AL22422015-05-112021-12-31$1,272$1,349-$77-$77
779.04 FEDERAL NATL MTG ASSN POOL AL31912015-04-282021-12-31$779$806-$27-$27
1704.45 FEDERAL NATL MTG ASSN POOL AO59402012-06-182021-12-31$1,704$1,776-$72-$72
2639.34 FEDERAL NATL MTG ASSN POOL AP04952015-05-122021-12-31$2,639$2,740-$101-$101
1661.27 FEDERAL NATL MTG ASSN POOL AP21332014-11-192021-12-31$1,661$1,711-$50-$50
3175.93 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202021-12-31$3,176$3,298-$122-$122
251.42 FEDERAL NATL MTG ASSN POOL AS38412015-05-202021-12-31$251$258-$7-$7
1192.57 FEDERAL NATL MTG ASSN POOL AS53852015-09-112021-12-31$1,193$1,262-$69-$69
3142.02 FEDERAL NATL MTG ASSN POOL AS61112016-04-152021-12-31$3,142$3,340-$198-$198
668.35 FEDERAL NATL MTG ASSN POOL AS71552016-06-172021-12-31$668$688-$20-$20
1338.06 FEDERAL NATL MTG ASSN POOL AS73432017-06-282021-12-31$1,338$1,345-$7-$7
1772.52 FEDERAL NATL MTG ASSN POOL AT21272014-11-142021-12-31$1,773$1,777-$4-$4
923.75 FEDERAL NATL MTG ASSN POOL AT78992015-09-152021-12-31$924$954-$30-$30
84.03 FEDERAL NATL MTG ASSN POOL 7250422005-05-122021-12-31$84$84
82.48 FEDERAL NATL MTG ASSN POOL 7287092003-12-182021-12-31$82$84-$2-$2
29.46 FEDERAL NATL MTG ASSN POOL 7351412005-04-292021-12-31$29$30-$1-$1
81.79 FEDERAL NATL MTG ASSN POOL 7391872003-09-102021-12-31$82$82
42.53 FEDERAL NATL MTG ASSN POOL 7450872006-06-082021-12-31$43$41$2$2
12.17 FEDERAL NATL MTG ASSN POOL 8142602005-03-102021-12-31$12$12
1315.8 FEDERAL NATL MTG ASSN POOL BC44422018-09-142021-12-31$1,316$1,264$52$52
2390.28 FEDERAL NATL MTG ASSN POOL BM32602018-10-042021-12-31$2,390$2,337$53$53
3791.23 FEDERAL NATL MTG ASSN POOL BQ76292021-01-122021-12-31$3,791$3,873-$82-$82
2214.05 FEDERAL NATL MTG ASSN POOL BR26192021-01-252021-12-31$2,214$2,292-$78-$78
3271.18 FEDERAL NATL MTG ASSN POOL CA53852020-10-092021-12-31$3,271$3,564-$293-$293
4472.28 FEDERAL NATL MTG ASSN POOL CA48602019-12-062021-12-31$4,472$4,555-$83-$83
3143.9 FEDERAL NATL MTG ASSN POOL CA66382020-12-102021-12-31$3,144$3,308-$164-$164
1339.49 FEDERAL NATL MTG ASSN POOL CA69432020-08-252021-12-31$1,339$1,387-$48-$48
2595.92 FEDERAL NATL MTG ASSN POOL CA77342020-11-202021-12-31$2,596$2,732-$136-$136
1343.55 FEDERAL NATL MTG ASSN POOL FM12212019-09-192021-12-31$1,344$1,389-$45-$45
2581.54 FEDERAL NATL MTG ASSN POOL FM35222020-07-242021-12-31$2,582$2,733-$151-$151
2155.33 FEDERAL NATL MTG ASSN POOL FM41382020-09-172021-12-31$2,155$2,271-$116-$116
3537.24 FEDERAL NATL MTG ASSN POOL FM53282021-01-122021-12-31$3,537$3,621-$84-$84
1200.49 FEDERAL NATL MTG ASSN POOL FM74112021-10-152021-12-31$1,200$1,205-$5-$5
1211.61 FEDERAL NATL MTG ASSN POOL FM82482021-07-232021-12-31$1,212$1,268-$56-$56
1897.1 FEDERAL NATL MTG ASSN POOL AB18452011-08-162021-12-31$1,897$1,961-$64-$64
766.95 FEDERAL NATL MTG ASSN POOL AB20772011-04-152021-12-31$767$757$10$10
1005.78 FEDERAL NATL MTG ASSN POOL AB45252012-05-162021-12-31$1,006$1,058-$52-$52
1100.53 FEDERAL NATL MTG ASSN POOL AB78592013-07-112021-12-31$1,101$1,103-$2-$2
1783.52 FEDERAL NATL MTG ASSN POOL AC36682010-10-052021-12-31$1,784$1,844-$60-$60
569.38 FEDERAL NATL MTG ASSN POOL MA05622014-02-102021-12-31$569$605-$36-$36
1153.34 FEDERAL NATL MTG ASSN POOL MA12362014-09-042021-12-31$1,153$1,180-$27-$27
1654.47 FEDERAL NATL MTG ASSN POOL MA14302015-05-122021-12-31$1,654$1,669-$15-$15
1467.62 FEDERAL NATL MTG ASSN POOL MA15252016-03-092021-12-31$1,468$1,524-$56-$56
2981.4 FEDERAL NATL MTG ASSN POOL MA28032017-10-192021-12-31$2,981$2,993-$12-$12
955.38 FEDERAL NATL MTG ASSN POOL MA41572020-10-092021-12-31$955$961-$6-$6
2889.34 FEDERAL NATL MTG ASSN POOL MA42612021-01-272021-12-31$2,889$3,016-$127-$127
938.28 FEDERAL NATL MTG ASSN POOL AD71342010-07-212021-12-31$938$986-$48-$48
228.75 FEDERAL NATL MTG ASSN POOL AD63692010-06-222021-12-31$229$235-$6-$6
779.12 FEDERAL NATL MTG ASSN POOL AE09812011-10-172021-12-31$779$788-$9-$9
715.83 GOVT NATL MTG ASSN POOL AA82732012-08-282021-12-31$716$768-$52-$52
2278.93 GOVT NATL MTG ASSN II POOL MA76502021-10-272021-12-31$2,279$2,383-$104-$104
682.3 GOVT NATL MTG ASSN POOL 7443712012-02-162021-12-31$682$732-$50-$50
35. ONTO INNOVATION INC2020-05-052021-12-31$3,581$1,104$2,477$2,477
18000. SOUTHWESTERN ENERGY CO CALL 10/23/2024 @ 100.000 UNSC2018-10-172021-12-31$19,890$17,640$2,250$2,250
1. OTHER ASSETS2000-01-012021-12-31$997,134$1$997,133$997,133
FieldValueIRS element (for citing)
Capital Gain Net Income$17,300,533CapitalGainNetIncomeAmt

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

FieldValueIRS element (for citing)
Investment Income Excise Tax$359,641InvestmentIncomeExciseTaxAmt
Tax Under Section511$0TaxUnderSection511Amt
Subtotal$359,641SubtotalAmt
Subtitle A Tax$0SubtitleATaxAmt
Tax Based On Investment Income$359,641TaxBasedOnInvestmentIncomeAmt
Estimated Plus Ovpmt Incm Tx$286,320EstimatedPlusOvpmtIncmTxAmt
Exempt Frgn Org Tax Wthld At Srce$0ExemptFrgnOrgTaxWthldAtSrceAmt
Extsn Request Income Tax Paid$191,568ExtsnRequestIncomeTaxPaidAmt
Total Payments And Credits$477,888TotalPaymentsAndCreditsAmt
Form2220 AttachedYes (X)Form2220AttachedInd
Es Penalty$237EsPenaltyAmt
Overpayment$118,010OverpaymentAmt
Applied To ES Tax$118,010AppliedToESTaxAmt
Refund$0RefundAmt

Statements Regarding Acty StatementsRegardingActyGrp

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

Location Of Books US Address LocationOfBooksUSAddress

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

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

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

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp (3 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdTitleTitleTxtAverage Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRtCompensationCompensationAmt
PNC BANK N A
116 ALLEGHENY CENTER MALLPITTSBURGHPA15212CO-TRUSTEE50$962,413
THOMAS G KNOLL
277 E MILL STREETAKRONOH44308CO-TRUSTEE1$6,300
LAURA CULP
277 E MILL STREETAKRONOH44308CO-TRUSTEE1$2,925

Compensation Highest Paid Empl CompensationHighestPaidEmplGrp (5 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdTitleTitleTxtAverage Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRtCompensationCompensationAmtEmployee BenefitsEmployeeBenefitsAmt
CHRISTINE A MAYER
227 E MILL STREETAKRONOH44308PRESIDENT40$317,436$29,792
KIRSTIN S TOTH
227 E MILL STREETAKRONOH44308SENIOR VICE PRESIDEN40$241,636$9,095
ROBERT LEHR
227 E MILL STREETAKRONOH44308SR PROGRAM OFFICER40$97,382$8,397
LISA M YATES
227 E MILL STREETAKRONOH44308OPERATION MANAGER40$81,627$14,258
JESSICA A CHEROK
227 E MILL STREETAKRONOH44308GRANTS MANAGER40$71,641$9,489
FieldValueIRS element (for citing)
Other Employee Paid Over50k0OtherEmployeePaidOver50kCnt

Compensation Of Hghst Pd Cntrct CompensationOfHghstPdCntrctGrp (4 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdService TypeServiceTypeTxtCompensationCompensationAmt
WESTFIELD CAPITAL MANAGEMENT
ONE FINANCIAL CTRBOSTONMA02110INVESTMENT MANAGEMEN$136,395
FISHER INVESTMENTS
13100 SKYLINE BLVDWOODSIDECA94062INVESTMENT MANAGEMEN$136,556
SYSTEMATIC FINANCIAL MGMT
300 FRANK W BURR BLVDTEANECKNJ07666INVESTMENT MANAGEMEN$99,517
THE LONDON COMPANY
1800 BAYBERRY CT 301RICHMONDVA23226INVESTMENT MANAGEMEN$106,962
FieldValueIRS element (for citing)
Contractor Paid Over50k0ContractorPaidOver50kCnt
FieldValueIRS element (for citing)
Summary Of Direct Chrtbl ActySummaryOfDirectChrtblActyGrp
Sum Of Program Related InvstSumOfProgramRelatedInvstGrp

Minimum Investment Return MinimumInvestmentReturnGrp

FieldValueIRS element (for citing)
Average Monthly FMV Of Sec$193,695,945AverageMonthlyFMVOfSecAmt
Average Monthly Cash Balances$0AverageMonthlyCashBalancesAmt
FMV All Other Noncharitable Ast$0FMVAllOtherNoncharitableAstAmt
Total FMV Of Unused Assets$193,695,945TotalFMVOfUnusedAssetsAmt
Reduction Claimed$0ReductionClaimedAmt
Acquisition Indebtedness$0AcquisitionIndebtednessAmt
Adjusted Total FMV Of Unused Ast$193,695,945AdjustedTotalFMVOfUnusedAstAmt
Cash Deemed Charitable$2,905,439CashDeemedCharitableAmt
Net Vl Noncharitable Assets$190,790,506NetVlNoncharitableAssetsAmt
Minimum Investment Return$9,539,525MinimumInvestmentReturnAmt

Distributable Amount DistributableAmountGrp

FieldValueIRS element (for citing)
Minimum Investment Return$9,539,525MinimumInvestmentReturnAmt
Tax Based On Investment Income$359,641TaxBasedOnInvestmentIncomeAmt
Total Tax$359,641TotalTaxAmt
Distributable Before Adj$9,179,884DistributableBeforeAdjAmt
Recoveries Qualfied Distri$92,500RecoveriesQualfiedDistriAmt
Distributable Before Ded$9,272,384DistributableBeforeDedAmt
Deduction From Distributable$0DeductionFromDistributableAmt
Distributable As Adjusted$9,272,384DistributableAsAdjustedAmt

PF Qualifying Distributions PFQualifyingDistributionsGrp

FieldValueIRS element (for citing)
Expenses And Contributions$9,540,755ExpensesAndContributionsAmt
Program Related Invst Total$0ProgramRelatedInvstTotalAmt
Charitable Assets Acquis Paid$0CharitableAssetsAcquisPaidAmt
Set Aside Suitability Test$0SetAsideSuitabilityTestAmt
Set Aside Cash Distri Test$0SetAsideCashDistriTestAmt
Qualifying Distributions$9,540,755QualifyingDistributionsAmt

Undistributed Income UndistributedIncomeGrp

FieldValueIRS element (for citing)
Distributable As Adjusted$9,272,384DistributableAsAdjustedAmt
Undistributed Income PY$0UndistributedIncomePYAmt
Total For Prior Years$0TotalForPriorYearsAmt
Excess Distribution Cyov Yr5$617,635ExcessDistributionCyovYr5Amt
Excess Distribution Cyov Yr4$266,622ExcessDistributionCyovYr4Amt
Excess Distribution Cyov Yr3$691,676ExcessDistributionCyovYr3Amt
Excess Distribution Cyov Yr2$354,627ExcessDistributionCyovYr2Amt
Excess Distribution Cyov Yr1$510,687ExcessDistributionCyovYr1Amt
Total Excess Distribution Cyov$2,441,247TotalExcessDistributionCyovAmt
Qualifying Distributions$9,540,755QualifyingDistributionsAmt
Applied To Year1$0AppliedToYear1Amt
Applied To Prior Years$0AppliedToPriorYearsAmt
Treated As Distri From Corpus$0TreatedAsDistriFromCorpusAmt
Applied To Current Year$9,272,384AppliedToCurrentYearAmt
Remaining Distri From Corpus$268,371RemainingDistriFromCorpusAmt
Excess Distri Cyov App CY Corpus$0ExcessDistriCyovAppCYCorpusAmt
Excess Distribution Cyov App CY$0ExcessDistributionCyovAppCYAmt
Total Corpus$2,709,618TotalCorpusAmt
Prior Year Undistributed Incm$0PriorYearUndistributedIncmAmt
Prior Year Deficiency Or Tax$0PriorYearDeficiencyOrTaxAmt
Taxable1$0Taxable1Amt
Taxable2$0Taxable2Amt
Undistributed Income CY$0UndistributedIncomeCYAmt
Corpus Distri170b1 E Or4942g3$0CorpusDistri170b1EOr4942g3Amt
Excess Distri Cyov From Yr5$617,635ExcessDistriCyovFromYr5Amt
Excess Distri Cyov To Next Yr$2,091,983ExcessDistriCyovToNextYrAmt
Excess From Year4$266,622ExcessFromYear4Amt
Excess From Year3$691,676ExcessFromYear3Amt
Excess From Year2$354,627ExcessFromYear2Amt
Excess From Year1$510,687ExcessFromYear1Amt
Excess From Current Year$268,371ExcessFromCurrentYearAmt

Supplementary Information SupplementaryInformationGrp

Application Submission Info ApplicationSubmissionInfoGrp

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

Recipient US Address RecipientUSAddress

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

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp

Recipient Business Name RecipientBusinessName

FieldValueIRS element (for citing)
Business Name Line1RECIPIENT STATEMENT ATTACHEDBusinessNameLine1Txt

Recipient US Address RecipientUSAddress

FieldValueIRS element (for citing)
Address Line1116 ALLEGHENY CENTER MALLAddressLine1Txt
CityPITTSBURGHCityNm
State AbbreviationPAStateAbbreviationCd
ZIP15212ZIPCd
FieldValueIRS element (for citing)
Recipient RelationshipNONERecipientRelationshipTxt
Recipient Foundation StatusPCRecipientFoundationStatusTxt
Grant Or Contribution PurposeGENERAL SUPPORTGrantOrContributionPurposeTxt
Amt$7,174,986Amt
FieldValueIRS element (for citing)
Total Grant Or Contri Pd Dur Yr$7,174,986TotalGrantOrContriPdDurYrAmt

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

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

Dividends And Interest From Sec Dtl DividendsAndInterestFromSecDtl

FieldValueIRS element (for citing)
Exclusion14ExclusionCd
Exclusion$2,259,554ExclusionAmt
FieldValueIRS element (for citing)
Net Rntl Incm Re Debt Fincd PropNetRntlIncmReDebtFincdPropGrp
Net Rntl Incm Re Not Debt Fincd PropNetRntlIncmReNotDebtFincdProp
Net Rental Income Personal PropNetRentalIncomePersonalPropGrp

Other Investment Income OtherInvestmentIncomeGrp

FieldValueIRS element (for citing)
Exclusion14ExclusionCd
Exclusion$8,386ExclusionAmt

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

FieldValueIRS element (for citing)
Exclusion18ExclusionCd
Exclusion$17,300,533ExclusionAmt
FieldValueIRS element (for citing)
Net Income Loss From Special EvtNetIncomeLossFromSpecialEvtGrp
Gross Profit Loss Sls Of InvntryGrossProfitLossSlsOfInvntryGrp

Other Revenue Described OtherRevenueDescribedGrp (3 entries)

DescDescBusinessBusinessCdUnrelated Business Taxbl IncmUnrelatedBusinessTaxblIncmAmtExclusionExclusionCdExclusionExclusionAmt
PARTNERSHIP K-1900099$258,60311$7,383,156
OTHER INCOME11$67,786
FOREIGN TAX REFUND11$630

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

FieldValueIRS element (for citing)
Unrelated Business Taxbl Incm$258,603UnrelatedBusinessTaxblIncmAmt
Exclusion$27,020,045ExclusionAmt
FieldValueIRS element (for citing)
Total Income Producing Acty$27,278,648TotalIncomeProducingActyAmt
FieldValueIRS element (for citing)
Rln Of Acty To Accom Of Exmpt PrpsRlnOfActyToAccomOfExmptPrpsGrp

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

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

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees Detail AccountingFeesDetail

FieldValueIRS element (for citing)
CategoryAUDIT & ACCOUNTING FEES (ALLOCCategoryTxt
Amt$83,500Amt
Disbursements Charitable Prps$83,500DisbursementsCharitablePrpsAmt

Depreciation Schedule DepreciationSchedule

Depreciation Property DepreciationPropertyGrp (9 entries)

PropertyPropertyDescAcquiredAcquiredDtCost Or Other BasisCostOrOtherBasisAmtPrior Year DepreciationPriorYearDepreciationAmtComputation MethodComputationMethodTxtLifeLifeRtCurrent Year ExpenseCurrentYearExpenseAmt
FILING SYSTEM2006-09-01$5,599$5,506M1010
FURNITURE2009-09-01$149,599$79,787M1010
RUGS2009-09-01$6,668$3,557M1010
AV EQUIPMENT2009-09-01$122,881$65,536M1010
A/C UNIT FOR AV CL2009-11-14$6,420$3,281M1010
FURNITURE2010-08-18$2,783$1,391M1010
LOFT2011-01-12$11,250$4,073M2727$409
15 LAP TOP COMPUTE2012-01-01$15,450$15,450M33
277 EAST MILL STRE2015-01-09$3,792,570$579,540M3939$97,241

Expln Of Non Filing With AG Stmt ExplnOfNonFilingWithAGStmt

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

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corporate Bonds InvestmentsCorporateBondsGrp (223 entries)

BondBondNmEOY Book ValueEOYBookValueAmtEOYFMVEOYFMVAmt
001055BJ0 AFLAC INC CALL 01/01$69,253$66,139
00206RDR0 AT&T INC CALL 09/01/$41,782$49,476
00206RKD3 AT&T INC CALL 08/01/$39,981$38,886
00287YAR0 ABBVIE INC CALL 11/1$42,421$47,849
00287YAS8 ABBVIE INC CALL 11/1$46,829$49,625
00287YCS6 ABBVIE INC SER WI CA$65,002$65,060
023135AP1 AMAZON.COM INC CALL$24,293$25,542
023135BT2 AMAZON.COM INC CALL$98,977$95,214
024836AB4 AMERICAN CAMPUS CMNT$105,110$112,140
025816BR9 AMERICAN EXPRESS CO
03027XAJ9 AMERICAN TOWER CORP$173,326$169,153
03027XBC3 AMERICAN TOWER CORP$24,856$24,071
032095AK7 AMPHENOL CORP CALL 0
03522AAH3 ANHEUSER-BUSCH CO/IN$128,208$150,851
037833AL4 APPLE INC UNSC$36,063$47,103
06051GFH7 BANK OF AMERICA CORP$122,892$123,264
06051GFU8 BANK OF AMERICA CORP
06051GJH3 BANK OF AMERICA SER
06738EBB0 BARCLAYS PLC SR UNSE
080555AE5 BELO CORPORATION SR$62,147$70,050
084659AP6 BERKSHIRE HATHAWAY E$99,177$111,883
084659AS0 BERKSHIRE HATHAWAY E
084664CQ2 BERKSHIRE HATHAWAY F$49,747$60,675
097023CS2 BOEING CO CALL 04/01
099724AM8 BORGWARNER INC SER 1
10373QAY6 BP CAP MARKETS AMERI
110122CQ9 BRISTOL-MYERS SQUIBB$49,829$59,143
110122DS4 BRISTOL-MYERS SQUIBB
12189LAS0 BURLINGTN NORTH SANT$50,798$52,256
12513GBF5 CDW LLC/CDW FINANCE$50,119$50,447
12592BAH7 CNH INDUSTRIAL CAP L$75,080$75,670
126650CV0 CVS HEALTH CORP CALL
126650CY4 CVS HEALTH CORP CALL$36,310$36,518
141781BL7 CARGILL INC SER 144A
15135BAR2 CENTENE CORP SER WI$116,944$119,888
161175AZ7 CHARTER COMM OPT LLC$100,000$129,175
16411QAD3 CHENIERE ENERGY PART
166764BZ2 CHEVRON CORP CALL 11
17252MAK6 CINTAS CORP NO.2 COM
172967JL6 CITIGROUP INC SUB$46,475$48,024
172967LM1 CITIGROUP INC SR UNS$149,144$156,862
172967LV1 CITIGROUP INC SR UNS
172967MG3 CITIGROUP INC SER U$25,000$25,750
172967MK4 CITIGROUP INC SERIES$25,000$25,255
20030NBP5 COMCAST CORP CALL 02$5,230$5,992
20030NCJ8 COMCAST CORP CALL 09$85,376$84,878
20825CAQ7 CONOCOPHILLIPS NOTES$50,210$58,106
209115AE4 CONSOLIDATED EDISON$129,977$128,937
22822VAB7 CROWN CASTLE INTL CO$61,267$60,194
22822VAE1 CROWN CASTLE INTL CO
23283PAR5 CYRUSONE LP/CYRUSONE$79,813$86,769
23311VAG2 DCP MIDSTREAM OPERAT
233851DR2 DAIMLER FINANCE NA L$149,992$150,612
247361ZU5 DELTA AIR LINES INC$39,841$40,786
25160PAC1 DEUTSCHE BANK NY SED
25277LAA4 DIAMOND SPORTS GR/DI
25278XAH2 DIAMONDBACK ENERGY I
254687EH5 WALT DISNEY COMPANY/$65,346$66,701
260543CL5 DOW CHEMICAL CO/THE$46,332$48,350
26078JAB6 DOWDUPONT INC CALL 1
263534CP2 E.I. DU PONT DE NEMO
26885BAF7 EQM MIDSTREAM PARTNE$15,000$16,313
29273RBD0 ENERGY TRANSFER PART
29278NAN3 ENERGY TRANSFER OPER$99,313$108,362
29364WBF4 ENTERGY LOUISIANA LL
29379VAY9 ENTERPRISE PRODUCTS$46,551$45,633
29444UAR7 EQUINIX INC CALL 05/
30231GBN1 EXXON MOBIL CORPORAT
3137F4VQ2 FEDERAL HOME LOAN MT$101,277$102,779
3137FAWS3 FHLMC MULTIFAMILY ST
345397VU4 FORD MOTOR CREDIT CO
37940XAB8 GLOBAL PAYMENTS INC
38141GWJ9 GOLDMAN SACHS GROUP$146,399$146,208
38141GWT7 GOLDMAN SACHS GROUP
38141GXJ8 GOLDMAN SACHS GROUP$59,352$58,159
404030AJ7 H&E EQUIPMENT SERVIC$25,226$24,813
404121AG0 HCA INC COGT$41,962$42,350
40434LAA3 HP INC CALL 05/17/20
436106AA6 HOLLYFRONTIER CORP C$90,201$100,934
436106AB4 HOLLYFRONTIER CORP U$50,031$50,944
440452AF7 HORMEL FOODS CORP CA
44107TAZ9 HOST HOTELS & RESORT
44701QBD3 HUNTSMAN INTERNATION
44891ABN6 HYUNDAI CAPITAL AMER$74,858$74,594
458140BJ8 INTEL CORP CALL 05/1$44,974$47,493
46284VAE1 IRON MOUNTAIN INC SE$61,370$62,400
46647PAJ5 JP MORGAN CHASE & CO$55,000$62,425
46647PAP1 JPMORGAN CHASE & CO
46647PAY2 JPMORGAN CHASE & CO$50,000$52,719
46647PBP0 JP MORGAN CHASE & CO$75,000$77,653
478160BU7 JOHNSON & JOHNSON CA$109,712$125,828
48126HAC4 JP MORGAN CHASE & CO$71,466$73,850
48666KAV1 KB HOME CALL 11/15/2$41,695$42,050
494550AW6 KINDER MORGAN ENER P$72,544$96,851
50077LAM8 KRAFT HEINZ FOODS CO$50,236$57,216
50077LBA3 KRAFT HEINZ FOODS CO
501044DG3 KROGER CO CALL 08/01$40,460$48,526
513075BR1 LAMAR MEDIA CORP SER$25,007$25,063
513272AB0 LAMB WESTON HLD SER
52736RBG6 LEVI STRAUSS & CO CA
538034AR0 LIVE NATION ENTERTAI$55,167$56,513
548661DZ7 LOWES COS INC CALL 0
55336VAK6 MPLX LP CALL 12/01/2$132,271$136,760
56585ABE1 MARATHON PETROLEUM C
56585ABG6 MARATHON PETROLEUM C
57636QAL8 MASTERCARD INC CALL$43,888$40,505
57636QAQ7 MASTERCARD INC CALL
59156RAP3 METLIFE INC JR SUB$56,325$73,813
594918BS2 MICROSOFT CORP CALL$103,383$120,860
606822BV5 MITSUBISHI UFJ FIN G
6174468C6 MORGAN STANLEY SER G
6174468K8 MORGAN STANLEY SER G
61747YDU6 MORGAN STANLEY NTS$133,593$135,399
6174824M3 MORGAN STANLEY SUB N
620076BT5 MOTOROLA SOLUTIONS I
62886EAY4 NCR CORP SER 144A CA$50,144$51,500
637417AG1 NATIONAL RETAIL PROP$116,054$116,147
654106AL7 NIKE INC CALL 09/27/$24,844$27,196
654902AD7 NOKIA OYJ SEDOL ISIN
655044AG0 NOBLE ENERGY INC CAL
67059TAE5 NUSTAR LOGISTICS LP$23,969$26,438
67066GAH7 NVIDIA CORP CALL 10/$44,884$51,299
67103HAK3 O&;REILLY AUTOMOTIVE
682680BD4 ONEOK INC CALL 12/15
68389XBW4 ORACLE CORP CALL 10/$24,933$25,072
709599BD5 PENSKE TRUCK LEASING
713448DP0 PEPSICO INC CALL 04/$59,448$56,324
74340XBM2 PROLOGIS LP CALL 01/
745867AM3 PULTE HOMES INC COMP$51,305$71,048
780097AZ4 ROYAL BK SCOTLND GRP
80281LAD7 SANTANDER UK GROUP H
816851BF5 SEMPRA ENERGY CALL 0
817565CF9 SERVICE CORP INTL CA$60,442$58,894
824348AU0 SHERWIN-WILLIAMS CO$4,002$4,028
82967NAW8 SIRIUS XM RADIO INC
82967NBE7 SIRIUS XM RADIO INC
830867AB3 DELTA AIR LINES/SKYM$76,459$81,899
845467AL3 SOUTHWESTERN ENERGY$6,860$7,693
84861TAE8 SPIRIT REALTY LP CAL$90,312$94,075
86562MAX8 SUMITOMO MITSUI FINL
871829BL0 SYSCO CORPORATION CA$19,958$24,964
871829BN6 SYSCO CORPORATION CA$19,953$31,070
87264AAU9 T-MOBILE USA INC CAL
87264ABC8 T-MOBILE USA INC SER
88731EAF7 TIME WARNER ENTMT CO
88732JBD9 TIME WARNER CABLE IN$34,128$38,157
88947EAQ3 TOLL BROS FINANCE CO
89352HAD1 TRANS CANADA PIPELIN$28,281$33,995
907818FD5 UNION PACIFIC CORP S$33,159$33,245
910047AJ8 UNITED CONTINENTAL H
91324PDZ2 UNITEDHEALTH GROUP I$43,731$45,839
918204BA5 VF CORP CALL 03/23/2$120,505$123,444
91913YAV2 VALERO ENERGY CORP C$61,233$66,159
91913YAY6 VALERO ENERGY CORP C
92343EAF9 VERISIGN INC CALL 05
92343VDU5 VERIZON COMMUNICATIO$78,964$97,460
92343VER1 VERIZON COMMUNICATIO
92826CAE2 VISA INC CALL 06/14/$59,919$71,804
92826CAK8 VISA INC CALL 10/15/
931142CS0 WAL-MART STORES INC
94974BFY1 WELLS FARGO & COMPAN$46,539$49,048
95000U2F9 WELLS FARGO & CO MED$75,446$73,795
95000U2R3 WELLS FARGO & COMPAN$75,028$75,635
958254AK0 WESTERN GAS PARTNERS
961214DF7 WESTPAC BKG CORP SED$115,395$118,961
96926JAE7 WILLIAM CARTER SER 1$60,095$62,250
978097AD5 WOLVERINE WORLD WIDE
98420EAC9 XLIT LTD SEDOL ISIN$94,914$102,977
00115AAN9 AEP TRANSMISSION CO$34,865$33,296
00206RML3 AT&T INC CALL 03/25/$84,858$84,561
031162CU2 AMGEN INC CALL 11/21$77,560$76,332
06051GJZ3 BANK OF AMERICA CORP$115,000$114,192
06738EAC9 BARCLAYS PLC SEDOL B$215,462$213,716
097023CD5 BOEING CO CALL 12/01$124,381$123,502
097023DG7 BOEING CO CALL 02/04$45,000$44,989
10373QBJ8 BP CAP MARKETS AMERI$122,108$121,286
117043AS8 BRUNSWICK CORP CALL$49,941$49,286
1248EPCB7 CCO HLDGS LLC/CAP CO$58,717$59,353
134429BF5 CAMPBELL SOUP CO CAL$124,278$122,957
13645RBD5 CANADIAN PACIFIC RAI$129,767$130,156
14040HCH6 CAPITAL ONE FINANCIA$190,000$189,029
16411QAG6 CHENIERE ENERGY PART$72,978$74,200
172967LD1 CITIGROUP INC SR UNS$61,793$59,629
184496AN7 CLEAN HARBORS INC SE$40,867$41,200
18538RAH6 CLEARWATER PAPER COR$43,090$43,200
212015AU5 CONTINENTAL RESOURCE$110,000$109,175
26884UAG4 EPR PROPERTIES CALL$44,628$44,520
26885BAK6 EQM MIDSTREAM PARTNE$25,145$26,000
29273RAR0 ENERGY TRANSFER PART$61,164$64,417
31620MBQ8 FIDELITY NATL INFO S$79,953$78,752
337738AR9 FISERV INC CALL 07/0$121,539$117,708
344849AA2 FOOT LOCKER INC SER$65,171$65,109
37940XAA0 GLOBAL PAYMENTS INC$128,554$128,460
432891AK5 HILTON WORLDWIDE FIN$35,774$36,050
444859BP6 HUMANA INC CALL 01/2$69,967$69,637
460690BL3 INTERPUBLIC GROUP CO$96,848$96,039
46647PCJ3 JPMORGAN CHASE & CO$105,000$104,124
50050NAA1 KONTOOR BRANDS INC S$75,376$75,000
50077LBC9 KRAFT HEINZ FOODS CO$40,000$43,206
513272AD6 LAMB WESTON HLD SER$64,931$66,702
546347AM7 LOUISIANA-PACIFIC CO$75,000$76,495
55336VAS9 MPLX LP CALL 11/15/2$99,148$97,055
571903BE2 MARRIOTT INTERNATION$61,931$61,872
595112BN2 MICRON TECHNOLOGY IN$76,361$76,989
61744YAP3 MORGAN STANLEY SER G$123,837$119,700
61747YEA9 MORGAN STANLEY SR UN$85,000$83,889
61747YEF8 MORGAN STANLEY SUB C$105,068$101,110
64110LAL0 NETFLIX INC UNSC$130,176$129,237
64110LAT3 NETFLIX INC SER 144A$66,287$66,138
65339KBU3 NEXTERA ENERGY CAPIT$59,994$59,879
68389XCA1 ORACLE CORP CALL 09/$94,834$98,620
718546BA1 PHILLIPS 66 CALL 09/$59,558$59,934
817826AB6 7-ELEVEN INC SER 144$125,010$123,573
82967NBC1 SIRIUS XM RADIO INC$58,536$59,263
842587CV7 SOUTHERN CO CALL 04/$59,348$58,183
845467AT6 SOUTHWESTERN ENERGY$15,000$15,797
87264AAV7 T-MOBILE USA INC CAL$103,721$105,250
87264ABW4 T-MOBILE USA INC CAL$120,000$124,846
872898AA9 TSMC ARIZONA CORP CA$199,952$200,090
910047AK5 UNITED CONTINENTAL H$75,697$77,156
91913YAL4 VALERO ENERGY CORP B$65,644$67,358
92343VEU4 VERIZON COMMUNICATIO$124,438$123,321
931142EV1 WALMART INC CALL 03/$99,969$102,245

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corporate Stock InvestmentsCorporateStockGrp (489 entries)

StockStockNmEOY Book ValueEOYBookValueAmtEOYFMVEOYFMVAmt
1744101 AMN HEALTHCARE SERVICE
2896207 ABERCROMBIE & FITCH CO
4498101 ACI WORLDWIDE INC
7800105 AEROJET ROCKETDYNE HLD
7973100 ADVANCED ENERGY INDS I
9158106 AIR PRODUCTS & CHEMICA
9279100 AIRBUS SE ADR
17175100 ALLEGHANY CORP DEL
20002101 ALLSTATE CORP
23135106 AMAZON COM INC
23436108 AMEDISYS INC
23586100 AMERCO
30506109 AMERICAN WOODMARK COR
31162100 AMGEN INC
37833100 APPLE INC
46353108 ASTRAZENECA PLC SPONS
53332102 AUTOZONE INC
55622104 BP PLC SPONSORED ADR
56752108 BAIDU INC
64058100 BANK NEW YORK MELLON
64520109 THE BANK OF PRINCETON
84670702 BERKSHIRE HATHAWAY IN
84680107 BERKSHIRE HILLS BANCO
86516101 BEST BUY CO INC
88606108 BHP GROUP LTD SPONSOR
90572207 BIO RAD LABORATORIES
99502106 BOOZ ALLEN HAMILTON H
101388106 BOTTOMLINE TECHNOLOG
105368203 BRANDYWINE RLTY TR S$81,879$107,360
110122108 BRISTOL MYERS SQUIBB
114340102 AZENTA INC$155,116$146,416
126132109 CNOOC LTD SPON ADR
127190304 CACI INTL INC CL A
143130102 CARMAX INC$165,638$419,862
155685100 CENTRAL VALLEY COMM$13,463$19,732
163072101 CHEESECAKE FACTORY I
171484108 CHURCHILL DOWNS INC$175,682$363,759
172908105 CINTAS CORP$51,735$92,179
177376100 CITRIX SYSTEMS INC
192479103 COHERENT INC$102,903$106,616
192576106 COHU INC$54,872$186,641
199333105 COLUMBUS MCKINNON CO$58,103$113,337
199908104 COMFORT SYS USA INC$18,547$158,304
201723103 COMMERCIAL METALS CO$67,581$130,644
204280309 COMPAGNIE DE SAINT-U$216,752$364,710
225313105 CREDIT AGRICOLE SA U$82,650$96,196
227483104 CROSS COUNTRY HEALTH$73,940$252,616
229669106 CUBIC CORP
231561101 CURTISS WRIGHT CORP$60,796$131,737
235825205 DANA INCORPORATED$57,257$66,178
237545108 DASSAULT SYSTEMS SA$31,748$445,989
243537107 DECKERS OUTDOOR CORP$13,005$76,925
251542106 DEUTSCHE BOERSE AG U$184,066$219,169
253922108 DIME CMNTY BANCORP I
256677105 DOLLAR GENERAL CORP
256746108 DOLLAR TREE INC
257559203 DOMTAR CORPORATION N
278642103 EBAY INC$80,619$227,098
282579309 EISAI LTD SPONSORED$70,564$42,558
297284200 ESSILORLUXTTICA ADR
302941109 FTI CONSULTING INC$33,849$92,052
307305102 FANUC CORP ADR$283,270$389,266
320817109 FIRST MERCHANTS CORP$76,840$119,387
344849104 FOOT LOCKER INC$30,251$61,082
368678108 GENCOR INDUSTRIES IN$100,552$78,981
371901109 GENTEX CORP$120,733$263,954
374689107 GIBRALTAR INDUSTRIES$25,473$33,340
375558103 GILEAD SCIENCES INC$124,085$137,233
377320106 GLATFELTER CORP$61,733$83,420
387328107 GRANITE CONSTRUCTION$42,338$48,375
404251100 HNI CORP$53,299$79,895
405024100 HAEMONETICS CORP$329,704$245,840
407497106 HAMILTON LANE INC-CL
413160102 HARMONIC INC$31,752$52,920
422819102 HEIDRICK & STRUGGLES$51,976$113,698
423452101 HELMERICH & PAYNE IN$92,262$56,880
428291108 HEXCEL CORP$178,996$182,336
428567101 HIBBETT INC$15,676$39,562
437076102 HOME DEPOT INC$361,390$877,331
443251103 HOYA CORP SPONSORED$242,244$376,169
447011107 HUNTSMAN CORP$70,991$102,896
456837103 ING GROEP N V SPONSO$59,865$93,876
457669307 INSMED INC
461202103 INTUIT SOFTWARE$52,346$148,584
465562106 ITAU UNIBANCO BANCO
478160104 JOHNSON & JOHNSON$313,555$363,524
482480100 KLA CORP$12,069$258,926
482738101 KVH INDS INC$85,417$87,305
483007704 KAISER ALUMINUM CORP$77,899$103,334
485170302 KANSAS CITY SOUTHERN
492089107 KERING S A ADR$96,951$161,825
501242101 KULICKE & SOFFA INDU
502117203 L OREAL CO UNSPONSOR$90,270$356,680
502431109 L3 HARRIS TECHNOLOGI
502441306 LVMH MOET HENNESSY L$53,324$706,354
505336107 LA Z BOY INC$56,580$119,823
511637100 LAKELAND BANCORP INC$64,810$145,274
512807108 LAM RESEARCH CORP$49,206$193,451
525327102 LEIDOS HOLDINGS INC-$47,725$88,900
529043101 LXP INDUSTRIAL TRUST$73,619$124,960
532457108 LILLY ELI & CO$25,707$80,656
533900106 LINCOLN ELEC HLDGS I$135,353$230,126
539830109 LOCKHEED MARTIN CORP
548661107 LOWES COMPANIES INC$99,772$339,901
550819106 LYDALL INC
552676108 MDC HOLDINGS INC$33,929$80,954
553498106 MSA SAFETY INC
553573106 MSG NETWORKS INC
556269108 MADDEN STEVEN LTD$21,223$99,911
559663109 MAGNOLIA OIL & GAS C$91,184$188,700
573284106 MARTIN MARIETTA MATL$276,968$588,094
575385109 MASONITE INTERNATION$45,701$100,258
589584101 MERIDIAN BIOSCIENCE$38,544$71,400
591520200 METHODE ELECTRONICS$75,109$137,676
594918104 MICROSOFT CORP$52,563$988,781
600551204 MILLER INDUSTRIES IN$31,150$35,070
620076307 MOTOROLA SOLUTIONS I$40,535$102,974
624756102 MUELLER INDUSTRIES I$75,016$207,760
631512209 NASPERS LTD ADR$115,361$68,293
641069406 NESTLE S.A. SPONSORE$287,933$483,013
651587107 NEW MARKET CORPORATI$370,676$317,359
653656108 NICE LTD$54,636$89,866
655844108 NORFOLK SOUTHERN COR$161,327$542,428
668074305 NORTHWESTERN CORPORA$121,649$188,628
670100205 NOVO NORDISK A S ADR$86,443$395,920
671044105 OSI SYS INC$62,975$74,560
675234108 OCEANFIRST FINANCIAL$69,711$78,810
680223104 OLD REPUBLIC INTERNA$83,061$125,358
683344105 ONTO INNOVATION INC$35,322$141,722
683715106 OPEN TEXT CORP SEDOL$55,268$64,763
690742101 OWENS CORNING INC$66,799$126,700
695127100 PACIRA BIOSCIENCES I$212,395$253,917
704326107 PAYCHEX INC$158,711$404,040
712704105 PEOPLE'S UNITED FINA$57,613$86,427
717081103 PFIZER INC$272,375$385,537
720190206 PIEDMONT OFFICE REAL$31,048$35,841
724078100 PIPER SANDLER COMPAN$30,024$160,659
731068102 POLARIS INC$82,576$104,415
736508847 PORTLAND GENERAL ELE$42,712$52,920
742718109 PROCTER & GAMBLE CO$67,075$116,960
743312100 PROGRESS SOFTWARE CO$54,399$74,819
743315103 PROGRESSIVE CORP OHI$114,556$357,838
745867101 PULTE GROUP INC$34,311$68,592
747525103 QUALCOMM
747619104 QUANEX BUILDING PROD$59,578$117,705
756255204 RECKITT BENCKISER-SP$150,383$181,528
758750103 REGAL REXNORD CORPOR$86,982$212,725
759530108 RELX PLC ADR
759916109 REPLIGEN CORP
761624105 REX AMERICAN RESOURC$59,774$115,200
767204100 RIO TINTO PLC SPONSO$182,640$226,123
780259206 ROYAL DUTCH SHELL PL$157,991$136,189
786584102 SAFRAN SA UNSPON ADR$204,759$326,426
800013104 SANDERSON FARMS INC
800363103 SANDY SPRING BANCORP$62,603$163,472
803054204 SAP SE SPONSORED ADR$47,157$174,437
806882106 SCHNITZER STL INDS C$41,544$98,648
808513105 SCHWAB CHARLES CORP$347,834$955,292
808625107 SCIENCE APPLICATIONS$91,063$91,949
816300107 SELECTIVE INSURANCE$16,362$139,298
826197501 SIEMENS AG SPON ADR$163,699$367,530
860630102 STIFEL FINL CORP$32,274$126,756
862121100 STORE CAPITAL CORP$365,248$484,111
863667101 STRYKER CORP$43,482$52,414
866082100 SUMMIT HOTEL PROPERT$31,595$36,112
867224107 SUNCOR ENERGY INC IS$178,018$169,353
874039100 TAIWAN SEMICONDUCTOR$204,701$1,382,001
875372203 TANDEM DIABETES CARE$133,042$267,926
879360105 TELEDYNE TECHNOLOGIE$50,135$69,902
882508104 TEXAS INSTRUMENTS IN$305,938$521,120
882681109 TEXAS ROADHOUSE INC
883556102 THERMO FISHER SCIENT
887389104 TIMKEN CO
898349105 TRUSTCO BANK CORP N
900450206 TURTLE BEACH CORP$7,139$36,729
904214103 UMPQUA HLDGS C$82,790$126,022
909907107 UNITED BANKSHARES IN$24,536$36,280
910340108 UNITED FIRE GROUP IN
917047102 URBAN OUTFITTERS INC$69,322$110,100
922475108 VEEVA SYSTEMS INC-CL
925550105 VIAVI SOLUTIONS INC
927107409 VILLAGE SUPER MKT IN$26,841$28,068
928298108 VISHAY INTERTECHNOLO$47,933$106,070
938824109 WASHINGTON FEDERAL I$92,272$166,900
940610108 WASHINGTON TRUST BAN$15,881$47,915
947890109 WEBSTER FINANCIAL CO$38,967$111,680
957638109 WESTERN ALLIANCE BAN$263,716$332,639
969904101 WILLIAMS SONOMA INC$83,279$208,706
977874205 WOLTERS KLUWER N V S$66,345$109,398
983919101 XILINX INC
03073E105 AMERISOURCEBERGEN CO
09203E105 BLACK DIAMOND THERAP
02553E106 AMERICAN EAGLE OUTFI$44,954$134,196
91912E105 VALE S.A. COMMON NEW
87612E106 TARGET CORP$42,553$94,196
28176E108 EDWARDS LIFESCIENCES
62886E108 NCR CORP
34959E109 FORTINET INC$30,985$103,148
89151E109 TOTALENERGIES SE$193,151$198,186
89417E109 THE TRAVELERS COS IN$175,056$239,807
00191U102 ASGN INC$10,588$141,910
00246W103 AXT INC$3,851$11,453
00287Y109 ABBVIE INC$92,095$122,672
00434H108 ACCELERON PHARMA INC
00507V109 ACTIVISION BLIZZARD
00508Y102 ACUITY BRANDS INC$16,811$42,344
00738A106 ADTRAN INC
00790R104 ADVANCED DRAINAGE SY$96,448$345,770
00971T101 AKAMAI TECHNOLOGIES
01609W102 ALIBABA GROUP HOLDIN$166,979$240,193
02079K107 ALPHABET INC/CA-CL C$296,841$1,365,774
02079K305 ALPHABET INC/CA-CL A$39,331$703,981
02208R106 ALTRA INDUSTRIAL MOT$13,629$90,248
02209S103 ALTRIA GROUP INC$611,618$549,392
02263T104 AMADEUS IT GROUP S A
02913V103 AMERICAN PUBLIC EDUC$116,129$99,013
03027X100 AMERICAN TOWER CORP
03475V101 ANGIODYNAMICS INC$47,408$121,352
03485P300 ANGLO AMERICAN PLC-S$155,117$279,435
03524A108 ANHEUSER BUSCH INBEV$113,174$104,449
03784Y200 APPLE HOSPITALITY RE$85,582$115,473
04351P101 ASCENDIS PHARMA A/S$110,948$223,320
04621X108 ASSURANT INC$109,975$177,369
04911A107 ATLANTIC UNION BANKS$18,189$27,968
05565A202 BNP PARIBAS SPONSORE$101,319$114,563
05577W200 BRP INC/CA- SUB VOTI$113,193$222,783
05589G102 BRP GROUP INC-A$141,295$197,522
05964H105 BANCO SANTANDER S A$76,709$54,107
08579W103 BERRY GLOBAL GROUP I$65,057$70,091
09060J106 BIODELIVERY SCIENCES$77,469$56,730
09062X103 BIOGEN INC
09239B109 BLACKLINE INC$110,267$126,319
09247X101 BLACKROCK INC$220,945$496,234
09627Y109 BLUEPRINT MEDICINES$163,013$295,624
10806X102 BRIDGEBIO PHARMA INC
11135F101 BROADCOM INC$38,288$116,447
12514G108 CDW CORP/DE$20,702$136,383
12637N204 CSL LTD-SPONSORED AD$61,184$199,433
15912K100 CHANGE HEALTHCARE IN
16150R104 CHASE CORP$56,148$69,692
17275R102 CISCO SYSTEMS INC$150,130$381,868
19624Y200 COLOPLAST A/S-SPONSO$62,071$69,909
20030N101 COMCAST CORPORATION
20369C106 COMMUNITY HEALTHCARE$33,140$49,634
22160K105 COSTCO WHOLESALE COR$72,510$187,909
23636T100 DANONE SPONS ADR$38,751$61,207
24665A103 DELEK HOLDCO INC$81,923$47,968
25157Y202 DEUTSCHE POST AG SPO$161,812$352,568
25243Q205 DIAGEO PLC SPONSORED$135,008$249,419
25960R105 DOUGLAS DYNAMICS INC$33,891$62,496
26142R104 DRAFTKINGS INC - CL$154,831$106,996
26874R108 ENI S P A SPONSORED$115,530$120,388
28249H104 EIDOS THERAPEUTICS I
29084Q100 EMCOR GROUP INC$60,946$184,716
29261A100 ENCOMPASS HEALTH COR$68,009$127,257
29362U104 ENTEGRIS, INC$54,015$107,677
29414B104 EPAM SYSTEMS INC$31,056$120,321
29446M102 EQUINOR ASA SPONSORE$192,402$260,851
30161Q104 EXELIXIS INC$113,070$99,626
30215C101 EXPERIAN PLC SPON AD$138,363$352,714
30303M102 META PLATFORMS INC$725,113$1,002,323
31189P102 FATE THERAPEUTICS IN$140,118$166,754
31428X106 FEDEX CORPORATION$331,394$471,501
31572Q808 FIBROGEN INC
31946M103 FIRST CITIZENS BANCS$276,823$601,634
31983A103 FIRST COMMUNITY BANK$40,603$100,260
33829M101 FIVE BELOW$105,124$217,235
35137L105 FOX CORP - CLASS A -
37045V100 GENERAL MOTORS CO
37733W105 GLAXO SMITHKLINE ADR
37827X100 GLENCORE PLC -UNSP A$142,567$157,954
40415F101 HDFC BANK LTD SPON -$104,939$207,443
42330P107 HELIX ENERGY SOLUTIO$13,606$10,608
43940T109 HOPE BANCORP INC$34,886$53,692
44267D107 HOWARD HUGHES CORP T
44925C103 ICF INTERNATIONAL IN$84,726$169,208
45073V108 ITT INC$155,059$255,475
45781M101 INNOVIVA INC$294,864$400,890
46115H107 INTESA SAN PAOLO SPA$51,653$64,859
46146L101 INVESTORS BANCORP IN$60,537$82,568
46333X108 IRONWOOD PHARMACEUTI$212,235$226,437
47215P106 JD.COM INC-ADR ADR S$112,216$311,391
48242W106 KBR INC$59,406$195,242
48666K109 KB HOME$67,964$109,589
50212V100 LPL FINANCIAL HOLDIN
50216C108 LSI INDUSTRIES INC$72,680$69,972
54211N101 LONDON STOCK EXCHG-U$97,344$96,247
55306N104 MKS INSTRS INC$222,957$379,691
55825T103 MADISON SQUARE GARDE$39,642$43,433
55826T102 MADISON SQUARE GARDE$129,429$119,578
55933J203 MAGNACHIP SEMICONDUC$66,468$141,548
57060D108 MARKETAXESS HLDGS IN
57636Q104 MASTERCARD INC CL A$92,427$185,050
57637H103 MASTERCRAFT BOAT HOL$86,464$152,982
57776J100 MAXLINEAR INC COMMON$5,783$52,773
58155Q103 MCKESSON CORPORATION$135,526$247,327
59045L106 MERSANA THERAPEUTICS
63845R107 NATIONAL VISION HOLD$200,089$265,865
64051T100 NEOPHONICS CORP$34,409$68,397
64110L106 NETFLIX INC$55,821$105,427
64110W102 NETEASE INC SPON ADR$92,341$176,487
64111Q104 NETGEAR INC
65158N102 NEWMARK GROUP INC-CL$47,895$71,060
66987V109 NOVARTIS AG SPONSORE$63,551$107,501
67020Y100 NUANCE COMMUNICATION
67103H107 O REILLY AUTOMOTIVE$219,654$577,696
68213N109 OMNICELL INC
68554V108 ORASURE TECHNOLOGIES$75,367$66,913
68555P100 ORBCOMM INC
69336V101 PGT INNOVATIONS INC$58,883$106,828
69360J107 PS BUSINESS PKS INC$201,046$267,047
69366X100 BANK RAKYA INDONESIA$71,558$128,920
69367U105 BANK MANDIRI TBK-UNS$57,311$80,965
69753M105 PALOMAR HOLDINGS INC$83,536$132,779
70450Y103 PAYPAL HOLDINGS INC-$151,886$141,435
71375U101 PERFICIENT INC$13,527$71,110
71654V408 PETROLEO BRASILEIRO
71943U104 PHYSICIANS REALTY TR$105,475$147,816
74164M108 PRIMERICA INC$89,079$156,335
74365P108 PROSUS NV -SPON ADR$41,961$43,601
74386T105 PROVIDENT FINANCIAL$43,607$88,403
74736K101 QORVO INC$14,792$117,293
75629J101 RECRUIT HOLDINGS CO$266,765$548,514
76029L100 REPAY HOLDINGS CORP
77313F106 ROCKET PHARMACEUTICA$81,184$84,264
78409V104 S&P GLOBAL INC$16,004$61,823
78573L106 SABRA HEALTH CARE RE$69,968$84,625
78709Y105 SAIA INC$104,912$320,179
80105N105 SANOFI SPONSORED ADR$58,036$85,471
82452J109 SHIFT4 PAYMENTS INC-$112,637$136,715
82706C108 SILICON MOTION TECHN$115,511$433,337
82982T106 SITIME CORP
84790A105 SPECTRUM BRANDS HLDG$92,740$203,440
84860W300 SPIRIT REALTY CAPITA$183,787$245,287
85917A100 STERLING BANCORP$35,884$110,897
86183P102 STONERIDGE INC$15,456$18,753
86272C103 STRATEGIC ED INC
86333M108 STRIDE INC$40,824$78,326
87946F100 TELEPERFORMANCE-UNSP$58,336$103,774
87974R208 TEMENOS AG ADR SEDOL$156,613$166,492
88032Q109 TENCENT HOLDINGS LTD$59,717$602,997
88156J105 TERUMO CORP-UNSPON A$101,867$112,205
88162G103 TETRA TECH INC NEW$7,387$50,940
89055F103 TOPBUILD CORP$56,665$295,224
89400J107 TRANSUNION
89531P105 TREX COMPANY INC$63,806$271,410
89832Q109 TRUIST FINANCIAL COR$80,244$150,883
90041T108 TURNING POINT THERAP$246,996$180,783
90214J101 2U INC
90333L201 US CONCRETE INC
90984P303 UNITED COMMUNITY BAN$71,111$143,760
91324P102 UNITEDHEALTH GROUP I$27,814$98,419
91347P105 UNIVERSAL DISPLAY CO$3,737$49,509
92343V104 VERIZON COMMUNICATIO$308,375$300,952
92532F100 VERTEX PHARMACEUTICA
92826C839 VISA INC CLASS A SHA$556,346$956,775
92839U206 VISTEON CORP$43,139$94,469
92932M101 WNS HOLDINGS LTD ADR$98,385$182,615
96208T104 WEX INC
96684W100 WHOLE EARTH BRANDS I$38,073$53,700
98986T108 ZYNGA INC$179,405$196,224
G02602103 AMDOCS LIMITED ISIN$146,749$197,578
G06242104 ATLASSIAN CORP PLC-C$202,129$438,865
G1151C101 ACCENTURE PLC CLASS$59,875$143,020
G14838109 MIMECAST LTD SEDOL B
G3223R108 EVEREST RE GROUP LTD$95,668$119,155
G4388N106 HELEN OF TROY LIMITE$11,095$85,565
G4705A100 ICON PLC SEDOL B94G4
G50871105 JAZZ PHARMACEUTICALS$100,482$108,290
G6564A105 NOMAD FOODS LTD-WHEN$62,353$68,553
L9340P101 TRINSEO S A SEDOL BN
M2682V108 CYBER-ARK SOFTWARE L
M3760D101 ELBIT SYSTEMS LTD IS$47,185$69,652
M84116108 SILICOM LTD SEDOL 25$61,906$121,260
M87915274 TOWER SEMICONDUCTOR$63,889$144,832
M98068105 WIX.COM LTD SEDOL BF$200,454$131,912
N07059210 ASML HOLDING NV-NY S$47,850$1,405,187
N6596X109 NXP SEMICONDUCTORS I$178,086$521,616
001744101 AMN HEALTHCARE SERVI$13,833$122,330
002896207 ABERCROMBIE & FITCH$63,744$142,803
00402L107 ACADEMY SPORTS & OUT$21,225$35,120
00783V104 ADYEN NV-UNSPON ADR$237,089$268,227
00832J102 AFTERPAY LTD - UNSP$112,548$81,764
009158106 AIR PRODUCTS & CHEMI$310,640$404,362
009279100 AIRBUS SE ADR$128,416$170,527
017175100 ALLEGHANY CORP DEL$94,469$110,152
02005N100 ALLY FINANCIAL INC$60,890$68,130
023135106 AMAZON COM INC$296,501$1,036,980
023436108 AMEDISYS INC$276,457$275,196
023586100 AMERCO$23,827$123,459
024013104 AMERICAN ASSETS TRUS$216,298$214,296
030506109 AMERICAN WOODMARK CO$75,858$88,020
031162100 AMGEN INC$171,764$191,225
037833100 APPLE INC$176,611$2,010,448
046353108 ASTRAZENECA PLC SPON$106,717$157,683
047649108 ATKORE INTERNATIONAL$254,345$412,515
053332102 AUTOZONE INC$45,272$123,687
05352A100 AVANTOR INC$63,603$88,494
05368V106 AVIENT CORPORATION$184,459$204,218
055622104 BP PLC SPONSORED ADR$216,157$162,976
056752108 BAIDU INC$106,320$97,755
064058100 BANK NEW YORK MELLON$220,840$313,284
064520109 THE BANK OF PRINCETO$49,254$46,928
084670702 BERKSHIRE HATHAWAY I$461,739$957,996
084680107 BERKSHIRE HILLS BANC$65,603$103,770
088606108 BHP GROUP LTD SPONSO$173,928$221,726
090572207 BIO RAD LABORATORIES$70,983$219,115
149123101 CATERPILLAR INC$103,052$91,379
171340102 CHURCH & DWIGHT INC$376,068$438,905
233802107 DAIFUKU CO LTD - UNS$88,967$72,013
253393102 DICK'S SPORTING GOOD$76,362$84,058
25432X102 DIME CMNTY BANCSHARE$68,457$108,996
291011104 EMERSON ELECTRIC CO$73,377$78,932
292562105 ENCORE WIRE CORP$165,117$220,374
29260Y109 ENDEAVOR GROUP HOLD-$201,333$240,043
302492103 FLYWIRE CORP-VOTING$166,727$132,449
337738108 FISERV INC$403,937$386,929
338307101 FIVE9 INC$124,565$105,736
38141G104 GOLDMAN SACHS GROUP$60,643$68,859
452327109 ILLUMINA INC$205,863$198,590
46120E602 INTUITIVE SURGICAL I$170,887$256,540
46185L103 INVITAE CORP$184,492$82,000
55305B101 M / I HOMES INC$177,152$189,214
55379N106 M3 INC - UNSP ADR SE$246,758$149,185
58533E103 MEITUAN UNSP ADR$106,652$79,893
58733R102 MERCADOLIBRE INC$176,922$177,989
600544100 MILLERKNOLL INC$7,496$7,838
635906100 NATIONAL HEALTHCARE$28,233$27,176
679580100 OLD DOMINION FGHT LI$244,391$385,975
68404L201 OPTION CARE HEALTH I$291,584$375,124
688239201 OSHKOSH CORPORATION$39,644$39,449
69047Q102 OVINTIV INC SEDOL BJ$87,083$94,360
69327R101 PDC ENERGY INC$184,175$208,778
69404D108 PACIFIC BIOSCIENCES$154,130$95,548
701094104 PARKER HANNIFIN CORP$77,522$82,711
74624M102 PURE STORAGE INC - C$188,946$304,343
74762E102 QUANTA SVCS INC$99,023$120,508
75321W103 RANPAK HOLDINGS CORP$133,946$240,888
79589L106 SAMSARA INC-CL A$89,640$99,228
816850101 SEMTECH CORP$124,313$160,963
82509L107 SHOPIFY INC - A W/I$170,932$176,306
82837P408 SILVERGATE CAPITAL C$90,251$108,186
83200N103 SMARTSHEET INC$259,979$298,183
85914M107 STEPSTONE GROUP INC-$139,878$128,867
87724P106 TAYLOR MORRISON HOME$159,695$188,225
88554D205 3D SYS CORP DEL NEW$75,072$50,834
887399103 TIMKENSTEEL CORP$73,411$89,100
898349204 TRUSTCO BK CORP NY$89,037$101,596
907818108 UNION PACIFIC CORP$102,488$122,690
971378104 WILLSCOT MOBILE MINI$229,835$242,181
974155103 WINGSTOP INC$149,852$158,976
98139A105 WORKIVA INC$188,078$180,076
98978V103 ZOETIS INC$94,912$101,028
G0750C108 AXALTA COATING SYSTE$162,061$175,536
G1890L107 CAPRI HLDGS LTD SEDO$70,234$78,541
G8232Y101 SMART GLOBAL HOLDING$72,056$134,171
G9059U107 TRINSEO PLC SEDOL BP$47,809$55,083
G98239109 XP INC - CLASS A SED$11,939$8,335
N70544106 PLAYA HOTELS & RESOR$178,554$201,814
00724F101 ADOBE INC$156,817$146,301
009066101 AIRBNB INC-CLASS A$135,595$119,706
02079K107 ALPHABET INC/CA-CL C$384,189$422,464
023135106 AMAZON COM INC$526,330$490,148
037833100 APPLE INC$425,823$512,822
040413106 ARISTA NETWORKS INC$90,201$141,450
125269100 CF INDUSTRIES HOLDIN$201,195$281,563
19260Q107 COINBASE GLOBAL INC$32,010$23,723
20825C104 CONOCOPHILLIPS$171,082$199,000
22160K105 COSTCO WHOLESALE COR$83,999$115,811
235851102 DANAHER CORP$192,676$222,411
30303M102 META PLATFORMS INC$295,231$289,934
38141G104 GOLDMAN SACHS GROUP$191,439$199,309
45866F104 INTERCONTINENTAL EXC$125,537$138,411
461202103 INTUIT SOFTWARE$177,929$219,338
46120E602 INTUITIVE SURGICAL I$180,655$203,723
57636Q104 MASTERCARD INC CL A$184,334$176,426
594918104 MICROSOFT CORP$372,832$445,960
64110L106 NETFLIX INC$244,966$267,483
70438V106 PAYLOCITY HOLDING CO$103,450$125,873
70450Y103 PAYPAL HOLDINGS INC$229,080$145,772
771049103 ROBLOX CORP - CLASS$31,635$32,599
81762P102 SERVICE NOW INC$144,628$167,470
824348106 SHERWIN-WILLIAMS CO$78,198$97,196
866674104 SUN CMNTYS INC$179,136$202,831
88160R101 TESLA INC$175,463$263,138
88339J105 TRADE DESK INC/THE-C$158,143$204,907
90384S303 ULTA BEAUTY INC$129,184$149,267
907818108 UNION PACIFIC CORP$141,930$156,952
91324P102 UNITEDHEALTH GROUP I$145,115$172,736

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

FieldValueIRS element (for citing)
US Govt Obligations Book Vl EOY$12,898,809USGovtObligationsBookVlEOYAmt
US Govt Obligations EOYFMV$13,161,595USGovtObligationsEOYFMVAmt

Investments Land Schedule2 InvestmentsLandSchedule2

Investment Land InvestmentLandGrp (9 entries)

Category Or ItemCategoryOrItemTxtCost Or Other BasisCostOrOtherBasisAmtAccumulated DepreciationAccumulatedDepreciationAmtBook ValueBookValueAmt
FILING SYSTEM$5,599$5,506$93
FURNITURE$149,599$79,787$69,812
RUGS$6,668$3,557$3,111
AV EQUIPMENT$122,881$65,536$57,345
A/C UNIT FOR AV CL$6,420$3,281$3,139
FURNITURE$2,783$1,391$1,392
LOFT$11,250$4,482$6,768
15 LAP TOP COMPUTE$15,450$15,450
277 EAST MILL STRE$3,792,570$676,781$3,115,789

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (14 entries)

Category Or ItemCategoryOrItemTxtListed At Cost Or FMVListedAtCostOrFMVCdBook ValueBookValueAmtEOYFMVEOYFMVAmt
128119880 CALAMOS MARKET NEUTRAT COST$6,546,805$7,036,727
00143W859 INVESCO DEVELOPING MAT COST$4,613,904$6,234,989
00143W875 INVESCO DEVELOPING MAT COST$728,811$894,648
09260B382 BLACKROCK STRATEGICAT COST$7,496,714$7,512,959
14042WAC4 CAPITAL ONE PRIME AUAT COST$26,166$26,365
25264S833 DIAMOND HILL LONG-SHAT COST$5,236,660$5,776,815
31680YAD9 FIFTH THIRD AUTO TRUAT COST$31,797$31,989
36257FAD2 GM FINANCIAL SECURITAT COST$30,376$30,571
46137V357 INVESCO S&P 500 EQUAAT COST$2,227,464$5,557,750
74255L696 PRINCIPAL GL MULT STAT COST$5,495,652$5,570,024
74439A509 PGIM GLOBAL TOTAL REAT COST$3,359,815$3,196,879
78462F103 SPDR S&P 500 ETF TRUAT COST$1,609,730$4,647,484
92347YAA2 VERIZON OWNER TRUSTAT COST$44,730$44,984
92868LAD3 VOLKSWAGEN AUTO LOAN

Legal Fees Schedule LegalFeesSchedule

Legal Fees LegalFeesGrp

FieldValueIRS element (for citing)
CategoryLEGAL FEES - PRINCIPAL (ALLOCACategoryTxt
Legal Fees$7,701LegalFeesAmt
Disbursements Charitable Prps$7,701DisbursementsCharitablePrpsAmt

Other Assets Schedule OtherAssetsSchedule

Other Assets Schedule OtherAssetsScheduleGrp (20 entries)

DescDescBOY Book ValueBOYBookValueAmtEOY Book ValueEOYBookValueAmtEOYFMVEOYFMVAmt
XXX-XX-XXXX BPEA IV,LP 1 UNIT =$1,225,580$1,467,698$2,313,402
XXX-XX-XXXX TOWNSEND REAL ESTATE$460,000$1,145,368$1,108,602
XXX-XX-XXXX HARBOURVEST 2014 GLO$605,542$517,996$1,270,049
XXX-XX-XXXX PERENNIAL REAL ESTAT$788,514$1,151,274$1,198,414
XXX-XX-XXXX COMMONFUND CAPITAL S$920,000$1,245,411$2,371,192
XXX-XX-XXXX EARLY STAGE PARTNERS$394,787$166,496$167,476
XXX-XX-XXXX ACADIAN NON-US FOCUS$8,126,831$16,185,871$17,314,081
XXX-XX-XXXX BROOKE PRIVATE EQUIT$799,071$182,617$469,107
XXX-XX-XXXX EARLY STAGE PARTNERS$750,234$531,176$397,761
XXX-XX-XXXX PRIVATE EQUITY PARTN$1,778,151$1,725,994$397,197
XXX-XX-XXXX NEO CAPITAL FUND, LP$305,117$253,976$567,999
XXX-XX-XXXX PERENNIAL REAL ESTAT$20,039$23,789$89,525
XXX-XX-XXXX DRAPER TRIANGLE VENT$717,417$41,133$3,332
XXX-XX-XXXX PERENNIAL REAL ESTAT$724,627$508,164$566,747
XXX-XX-XXXX BPEA SMALL BUYOUT AN$549,797$299,687$738,016
XXX-XX-XXXX BPEA III, LP 1 UNIT$1,359,446$989,011$2,426,200
XXX-XX-XXXX PERENNIAL REAL ESTAT$1,467,372$1,049,064$1,286,215
XXX-XX-XXXX MAI MANAGED VOLATILI$4,832,498$6,251,327$8,194,798
XXX-XX-XXXX BPEA V LP 1 UNIT = 1$440,939$892,846$463,582
XXX-XX-XXXX COMMONFUND CAPITAL S$672,861$672,861

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases Detail OtherDecreasesDetail (6 entries)

DescDescAmtAmt
PARTNERSHIP DISTRIBUTION TIMING ADJS'$1,982,622
RETURN OF CAPITAL ADJUSTMENT$15,712
WASH SALES ADJUSTMENT$205,852
2021 TRANSACTION POSTED IN 2022$61,254
ACCRUED INTEREST POSTING BEFORE YEAR END$8,322
COST BASIS ADJUSTMENT$5,094

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (9 entries)

DescDescRevenue And Expenses Per BooksRevenueAndExpensesPerBooksAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
OTHER NON-ALLOCABLE EXPENSE -$97,461$0$97,461
OTHER NON-ALLOCABLE EXPENSE -$321$0$321
OTHER EXPENSE (NON-DEDUCTIBLE$597$0$597
STATE FILING FEES$200$0$200
MEMBERSHIP RENEWAL FEES$17,875$0$17,875
GRANTMAKING FEES$48,280$0$48,280
OFFICE EXPENSES$483,623$0$483,623
ADR SERVICE FEES$15,053$15,053$0
PARTNERSHIP - EXPENSE$584,363$584,363$0

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail (4 entries)

DescDescRevenue And Expenses Per BooksRevenueAndExpensesPerBooksAmtNet Investment IncomeNetInvestmentIncomeAmt
PARTNERSHIP K-1 INCOME$7,641,759$7,383,156
PRIVATE EQUITY PARTNERS 2005 OFFSHORE LP$54,286$54,286
PERENNIAL REAL ESTATE FUND LP$13,500$13,500
FOREIGN TAX REFUNDS$630$630

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail (6 entries)

DescDescAmtAmt
PY COST BASIS ADJ FOR PARTNERSHIPS$6,262,266
RECOVERY OF PRIOR YEAR GRANTS$92,500
ADJUSTMENT TO INCOME$8,448
2020 TRANSACTION POSTED IN 2021$52,778
2020 SALES POSTED IN 2021$24,357
2021 SALES POSTED IN 2022$7,357

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees Detail OtherProfessionalFeesDetail

FieldValueIRS element (for citing)
CategoryNON-PNC CONSULTING FEESCategoryTxt
Amt$102,345Amt
Disbursements Charitable Prps$102,345DisbursementsCharitablePrpsAmt

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (3 entries)

CategoryCategoryTxtAmtAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
US TREASURY$261,708$0$0
REAL ESTATE TAXES$1,357$0$1,357
FOREIGN TAXES WITHHELD$43,832$43,832$0

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