2022-11-14T13:00:31-06:00 2021-12-31 346565596 ERNST & YOUNG US LLP 2100 ONE PPG PLACE PITTSBURGH PA 15222 990PF 2021-01-01 346577710 GAR FOUNDATION GARF 4128076123 116 ALLEGHENY CENTER MALL P8YB3502L PITTSBURGH PA 15212 PNC BANK N A VICE PRESIDENT 4128076123 2022-11-13 true PHYL DIVINE JASON BELOT P00183464 3302555814 2022-11-13 2021 2022-09-23 18:48:47Z X 203328770 X X 2267940 2245819 17300533 64143034 17300533 0 7710175 7451572 27278648 26997924 971638 481207 490431 1017547 0 0 1017547 3203 0 0 3203 7701 0 0 7701 83500 0 0 83500 102345 102345 0 306897 43832 1357 97650 0 11328 0 0 11328 0 0 1247773 599416 648357 3849582 1124455 0 2365769 7174986 7174986 11024568 1124455 0 9540755 16254080 25873469 0 -113 -7404 -7404 7427958 8196003 8196003 0 0 0 11059420 12898809 13161595 44253334 46015466 78661330 11901532 11040536 11438506 4113220 855771 3355099 3257449 3300000 29465120 37448624 46562184 26265962 35301759 42016556 133728312 154151242 203328770 0 X 133728312 154151242 133728312 154151242 133728312 154151242 133728312 16254080 6447706 156430098 2278856 154151242 10235.33 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2021-01-01 10235 10375 -140 -140 40000. AMPHENOL CORP CALL 02/01/2025 UNSC 2020-02-13 2021-01-04 42202 39932 2270 2270 20. HAMILTON LANE INC-CLASS A 2018-03-01 2021-01-04 1560 706 854 854 330. NCR CORP 2021-01-04 11855 7083 4772 4772 120. NCR CORP 2021-01-04 4392 2570 1822 1822 30. NCR CORP 2020-08-10 2021-01-04 1086 642 444 444 350. NCR CORP 2021-01-04 12686 7490 5196 5196 30. NCR CORP 2020-08-12 2021-01-04 1079 641 438 438 20. SITIME CORP 2019-11-21 2021-01-04 2269 260 2009 2009 100. ENTEGRIS, INC 2009-07-08 2021-01-05 9568 261 9307 9307 150. HAMILTON LANE INC-CLASS A 2018-03-01 2021-01-05 11439 5293 6146 6146 160. NCR CORP 2021-01-05 5841 3416 2425 2425 160. NCR CORP 2021-01-05 5891 3373 2518 2518 50. OMNICELL INC 2010-08-12 2021-01-05 5970 578 5392 5392 30. SITIME CORP 2019-11-21 2021-01-05 3376 390 2986 2986 25000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2020-09-30 2021-01-05 28909 29252 -343 -343 20000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2021-01-05 23152 23303 -151 -151 60000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-01-05 65487 65625 -138 -138 40000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2020-11-24 2021-01-05 38952 39173 -221 -221 150. AMERICAN EAGLE OUTFITTERS INC 2014-01-22 2021-01-06 3274 2152 1122 1122 150. AZENTA INC 2010-12-01 2021-01-06 10199 1137 9062 9062 330. LPL FINANCIAL HOLDINGS INC 2021-01-06 35982 20425 15557 15557 100. OMNICELL INC 2010-08-12 2021-01-06 12014 1156 10858 10858 60. PALOMAR HOLDINGS INC 2020-03-16 2021-01-06 5458 2429 3029 3029 50. PALOMAR HOLDINGS INC 2019-09-26 2021-01-06 4549 1825 2724 2724 50. SITIME CORP 2019-11-21 2021-01-06 5567 650 4917 4917 40. SITIME CORP 2019-11-21 2021-01-06 4453 520 3933 3933 100. ENTEGRIS, INC 2009-07-08 2021-01-07 9829 261 9568 9568 1. PFIZER INC XXX-XX-XXXX 2001-01-01 2021-01-07 112 112 112 1. PFIZER INC XXX-XX-XXXX 2001-01-01 2021-01-07 223 223 223 160. PACIRA BIOSCIENCES INC 2021-01-07 10859 6873 3986 3986 370. PACIRA BIOSCIENCES INC 2021-01-07 25500 15881 9619 9619 80. SITIME CORP 2019-11-21 2021-01-07 9572 1040 8532 8532 90. SITIME CORP 2019-11-21 2021-01-07 10825 1170 9655 9655 210. SITIME CORP 2019-11-21 2021-01-07 25448 2730 22718 22718 75000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2021-01-07 96445 102621 -6176 -6176 150. AMERICAN EAGLE OUTFITTERS INC 2021-01-08 3423 2140 1283 1283 50. OMNICELL INC 2010-08-12 2021-01-08 6074 578 5496 5496 430. PACIRA BIOSCIENCES INC 2020-01-08 2021-01-08 30473 18448 12025 12025 30. PACIRA BIOSCIENCES INC 2019-07-11 2021-01-08 2126 1287 839 839 20. PACIRA BIOSCIENCES INC 2020-01-08 2021-01-08 1387 858 529 529 40. PACIRA BIOSCIENCES INC 2019-07-11 2021-01-08 2773 1712 1061 1061 150. QUANEX BUILDING PRODUCTS 2020-02-24 2021-01-08 3833 2858 975 975 105000. SANTANDER UK GROUP HLDGS SEDOL I 2021-01-08 105000 105000 40. SITIME CORP 2019-11-21 2021-01-08 5080 520 4560 4560 10. SITIME CORP 2019-11-21 2021-01-08 1244 130 1114 1114 100. SITIME CORP 2019-11-21 2021-01-08 12055 1300 10755 10755 50. TETRA TECH INC NEW COM 2015-06-24 2021-01-08 6603 1304 5299 5299 786. CNOOC LTD SPON ADR 2019-02-11 2021-01-11 70573 129064 -58491 -58491 25000. CARGILL INC SER 144A UNSC 2020-04-20 2021-01-11 25632 24974 658 658 15000. ONEOK INC CALL 12/15/2025 COGT 2020-05-04 2021-01-11 17967 14991 2976 2976 50000. T-MOBILE USA INC CALL 02/01/2021 COGT 2021-01-11 51173 50140 1033 1033 55000. T-MOBILE USA INC SER 144A CALL 02/15/202 2020-04-03 2021-01-11 62066 55190 6876 6876 5000. USA TREASURY NOTES 02.125% DUE 09/30/202 2020-09-08 2021-01-11 5072 5071 1 1 60000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2020-12-04 2021-01-11 63591 63573 18 18 50. ASGN INC 2019-02-22 2021-01-12 4520 3354 1166 1166 30. ADVANCED ENERGY INDS INC 2020-09-14 2021-01-12 3418 1839 1579 1579 180. ADVANCED ENERGY INDS INC 2021-01-12 20506 11118 9388 9388 50000. BRISTOL-MYERS SQUIBB CO CALL 05/13/2050 UNSC 2020-11-09 2021-01-12 48882 49854 -972 -972 50. ENTEGRIS, INC 2009-07-08 2021-01-12 5191 130 5061 5061 114153.748 FEDERAL NATL MTG ASSN POOL BP5804 2020-07-10 2021-01-12 119594 119529 65 65 30000. MORGAN STANLEY SER GMTN CALL 12/20/22 @ 2020-01-16 2021-01-12 30125 30000 125 125 70000. PROLOGIS LP CALL 01/15/2030 UNSC 2021-01-12 73777 71186 2591 2591 180000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2021-01-12 193317 193691 -374 -374 35000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2020-12-08 2021-01-12 35648 35642 6 6 25000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-01-11 2021-01-12 26494 26496 -2 -2 70. ADVANCED ENERGY INDS INC 2019-11-01 2021-01-13 7918 4290 3628 3628 50. ENTEGRIS, INC 2009-07-08 2021-01-13 5258 130 5128 5128 113740.362 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2021-01-13 119165 114273 4892 4892 65000. O&;REILLY AUTOMOTIVE INC CALL 12/15/2030 UNSC 2021-01-13 64262 64719 -457 -457 30. PACIRA BIOSCIENCES INC 2019-07-11 2021-01-13 2176 1284 892 892 390. PACIRA BIOSCIENCES INC 2019-07-11 2021-01-13 28185 16688 11497 11497 65000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2021-01-12 2021-01-13 74389 74282 107 107 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2020-12-04 2021-01-13 5524 5547 -23 -23 35000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-01-13 38667 35951 2716 2716 300. URBAN OUTFITTERS INC 2021-01-13 8718 11638 -2920 -2920 150. AEROJET ROCKETDYNE HLDGS INC 2020-09-09 2021-01-14 8007 6079 1928 1928 50. ADVANCED ENERGY INDS INC 2021-01-14 5856 3048 2808 2808 120000. BOEING CO CALL 04/01/2023 UNSC 2020-05-04 2021-01-14 129184 120699 8485 8485 30000. ENERGY TRANSFER PARTNERS CALL 12/15/2024 2021-01-14 32863 29239 3624 3624 150. GIBRALTAR INDUSTRIES INC 2020-03-18 2021-01-14 14150 5044 9106 9106 70. PACIRA BIOSCIENCES INC 2019-07-11 2021-01-14 5393 2995 2398 2398 10. PACIRA BIOSCIENCES INC 2019-07-11 2021-01-14 770 428 342 342 340. PACIRA BIOSCIENCES INC 2021-01-14 26177 14545 11632 11632 70. PACIRA BIOSCIENCES INC 2021-01-14 5356 2992 2364 2364 130. REPLIGEN CORP 2019-12-09 2021-01-14 27906 11773 16133 16133 327. TEMENOS AG ADR SEDOL B96QTM9 2020-05-26 2021-01-14 41813 50106 -8293 -8293 258. TEMENOS AG ADR SEDOL B96QTM9 2021-01-14 32990 35989 -2999 -2999 220. TEXAS ROADHOUSE INC 2020-06-18 2021-01-14 17761 11654 6107 6107 310. TEXAS ROADHOUSE INC 2020-06-18 2021-01-14 25038 16421 8617 8617 45000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2021-01-14 64513 67674 -3161 -3161 85000. USA TREASURY NTS 02.375% DUE 05/15/2029 2021-01-14 94516 97197 -2681 -2681 50. ADVANCED ENERGY INDS INC 2020-02-25 2021-01-15 5743 3030 2713 2713 10. ADVANCED ENERGY INDS INC 2019-11-21 2021-01-15 1149 609 540 540 2107.45 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2021-01-15 2107 2107 6840.91 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2021-01-15 6841 6839 2 2 105000. MORGAN STANLEY SER GMTN UNSC 2017-12-18 2021-01-15 119375 108213 11162 11162 5000. MORGAN STANLEY SER GMTN UNSC 2018-10-04 2021-01-15 5690 4953 737 737 440. TEXAS ROADHOUSE INC 2021-01-15 35075 22469 12606 12606 30. TEXAS ROADHOUSE INC 2020-07-13 2021-01-15 2375 1511 864 864 370. TEXAS ROADHOUSE INC 2021-01-15 29337 18579 10758 10758 30000. USA TREASURY NTS 02.375% DUE 05/15/2029 2021-01-15 33448 34245 -797 -797 115000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-01-15 127241 114284 12957 12957 7003.84 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A3 2019-04-09 2021-01-16 7004 7003 1 1 320. TEXAS ROADHOUSE INC 2021-01-19 25720 15828 9892 9892 220. TEXAS ROADHOUSE INC 2020-07-10 2021-01-19 17723 10880 6843 6843 110000. USA TREASURY NOTES TREASURY INFLATION PR 2020-12-16 2021-01-20 132339 130667 1672 1672 6933.57 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 201 2018-06-27 2021-01-20 6934 6933 1 1 75000. CITIGROUP INC SR UNSEC CALL 01/22/22 @ 1 2019-04-15 2021-01-21 77023 75065 1958 1958 50. ENTEGRIS, INC 2009-07-08 2021-01-21 5602 130 5472 5472 85000. FHLMC MULTIFAMILY STRUCTURED P SERIES K067 CLASS A2 2020-03-10 2021-01-21 96545 94355 2190 2190 70000. FHLMC MULTIFAMILY STRUCTURED P SERIES K067 CLASS A2 2017-11-17 2021-01-21 79507 71336 8171 8171 55000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-01-21 60820 54065 6755 6755 150. MSG NETWORKS INC MERGED 07/09/2021 2017-09-28 2021-01-22 2235 3183 -948 -948 330. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S 2021-01-22 15992 4429 11563 11563 300. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S 2018-07-27 2021-01-22 14571 4026 10545 10545 500. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S 2018-07-27 2021-01-22 24224 6709 17515 17515 430. NUANCE COMMUNICATIONS INC MERGED 3/04/2022 @ $56.00 P/S 2018-07-27 2021-01-22 20840 5770 15070 15070 50. TETRA TECH INC NEW COM 2015-06-24 2021-01-22 7020 1304 5716 5716 70. TIMKEN COMPANY 2019-04-02 2021-01-22 5848 3186 2662 2662 270. TIMKEN COMPANY 2019-04-02 2021-01-22 22555 12290 10265 10265 70. TIMKEN COMPANY 2019-04-02 2021-01-22 5859 3186 2673 2673 30. ADVANCED ENERGY INDS INC 2020-02-25 2021-01-25 3551 1818 1733 1733 170. FIBROGEN INC 2021-01-25 8280 7340 940 940 110. FIBROGEN INC 2020-09-28 2021-01-25 5339 4740 599 599 320. FIBROGEN INC 2021-01-25 15481 13789 1692 1692 340. TIMKEN COMPANY 2021-01-25 26880 15421 11459 11459 50. TIMKEN COMPANY 2019-10-21 2021-01-25 4120 2251 1869 1869 90000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2020-06-29 2021-01-25 97998 98247 -249 -249 50000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-01-21 2021-01-25 55479 55292 187 187 13.371 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND 2020-05-26 2021-01-25 28463 17843 10620 10620 400. MSG NETWORKS INC MERGED 07/09/2021 2021-01-26 6521 8428 -1907 -1907 25000. TIME WARNER ENTMT CO SR DEB 2019-06-25 2021-01-26 29092 27749 1343 1343 210. TIMKEN COMPANY 2019-10-21 2021-01-26 16811 9453 7358 7358 200. TIMKEN COMPANY 2019-10-21 2021-01-26 15823 9002 6821 6821 30. TIMKEN COMPANY 2019-10-21 2021-01-26 2383 1350 1033 1033 200. TURTLE BEACH CORP 2021-01-26 5573 1719 3854 3854 55000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2020-11-24 2021-01-26 59187 59094 93 93 140. CHEESECAKE FACTORY INC 2021-01-15 2021-01-27 7093 5835 1258 1258 580. CHEESECAKE FACTORY INC 2021-01-27 28975 23895 5080 5080 110317. FEDERAL NATL MTG ASSN POOL MA4095 2020-07-14 2021-01-27 115255 114408 847 847 150. MSG NETWORKS INC MERGED 07/09/2021 2017-09-27 2021-01-27 2537 3158 -621 -621 60. ADVANCED ENERGY INDS INC 2020-02-25 2021-01-28 6416 3636 2780 2780 210. ADVANCED ENERGY INDS INC 2021-01-28 22560 12703 9857 9857 80. ADVANCED ENERGY INDS INC 2021-01-28 8594 4818 3776 3776 380. CHEESECAKE FACTORY INC 2021-01-28 18994 15155 3839 3839 75000. JPMORGAN CHASE & CO SR UNSEC CALL 04/23/2023 @ 100 2019-01-23 2021-01-28 80057 74623 5434 5434 500. MSG NETWORKS INC MERGED 07/09/2021 2021-01-28 8858 10402 -1544 -1544 150. TURTLE BEACH CORP 2019-11-25 2021-01-28 4350 1234 3116 3116 90000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2021-01-20 2021-01-28 103430 103233 197 197 125000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2021-01-28 127251 127196 55 55 200000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2021-01-28 203594 203527 67 67 50. WILLIAMS SONOMA INC 2017-07-12 2021-01-28 7299 2280 5019 5019 350. HOPE BANCORP INC 2021-01-29 3954 6275 -2321 -2321 190. KULICKE & SOFFA INDUSTRIES INC 2020-12-07 2021-01-29 6870 6284 586 586 40. KULICKE & SOFFA INDUSTRIES INC 2020-12-07 2021-01-29 1468 1323 145 145 190. KULICKE & SOFFA INDUSTRIES INC 2021-01-29 6864 6261 603 603 350. MSG NETWORKS INC MERGED 07/09/2021 2021-01-29 6103 7064 -961 -961 30. SCIENCE APPLICATIONS INTE-WI 2020-12-04 2021-01-29 2911 2922 -11 -11 20. SCIENCE APPLICATIONS INTE-WI 2020-12-04 2021-01-29 1923 1948 -25 -25 200. TURTLE BEACH CORP 2020-03-19 2021-01-29 5865 882 4983 4983 75000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2021-01-21 2021-01-29 76330 76325 5 5 784.52 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2021-01-31 785 833 -48 -48 1031.74 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2021-01-31 1032 1103 -71 -71 1408.76 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2021-01-31 1409 1465 -56 -56 2057.29 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2021-01-31 2057 2127 -70 -70 2934.42 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2021-01-31 2934 3081 -147 -147 2394.36 FEDERAL HOME LOAN MTG CORP POOL SD0164 2020-08-25 2021-01-31 2394 2548 -154 -154 912.32 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2021-01-31 912 943 -31 -31 4410.66 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2021-01-31 4411 4666 -255 -255 3216.79 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2021-01-31 3217 3355 -138 -138 1311.93 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2021-01-31 1312 1362 -50 -50 540.72 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2021-01-31 541 561 -20 -20 870.85 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2021-01-31 871 925 -54 -54 1201.57 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2021-01-31 1202 1249 -47 -47 3581.85 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2021-01-31 3582 3738 -156 -156 1219.42 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2021-01-31 1219 1254 -35 -35 881.7 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2021-01-31 882 916 -34 -34 4504.37 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2021-01-31 4504 4643 -139 -139 4431.32 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2021-01-31 4431 4607 -176 -176 1043.87 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2021-01-31 1044 1074 -30 -30 2486.47 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2021-01-31 2486 2635 -149 -149 1711.02 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2021-01-31 1711 1821 -110 -110 4312.49 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2021-01-31 4312 4442 -130 -130 3170.58 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2021-01-31 3171 3187 -16 -16 7993.33 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2021-01-31 7993 8014 -21 -21 1937.89 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2021-01-31 1938 2002 -64 -64 55.66 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2021-01-31 56 56 22.19 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2021-01-31 22 23 -1 -1 27.61 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2021-01-31 28 28 180.73 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2021-01-31 181 182 -1 -1 91.7 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2021-01-31 92 89 3 3 16.6 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2021-01-31 17 17 4720.76 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2021-01-31 4721 4534 187 187 3573.63 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2021-01-31 3574 3494 80 80 224.27 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2021-01-31 224 220 4 4 2286.28 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2021-01-31 2286 2338 -52 -52 90.39 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2021-01-31 90 94 -4 -4 10260.05 FEDERAL NATL MTG ASSN POOL CA4427 2019-11-08 2021-01-31 10260 10382 -122 -122 6663.73 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2021-01-31 6664 7272 -608 -608 5550.69 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2021-01-31 5551 5656 -105 -105 1479.34 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2021-01-31 1479 1558 -79 -79 468.18 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2021-01-31 468 485 -17 -17 218.86 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2021-01-31 219 231 -12 -12 3953.83 FEDERAL NATL MTG ASSN POOL FM0008 2019-09-19 2021-01-31 3954 4098 -144 -144 3338.67 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2021-01-31 3339 3454 -115 -115 3337.25 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2021-01-31 3337 3544 -207 -207 806.78 FEDERAL NATL MTG ASSN POOL FM3328 2020-09-18 2021-01-31 807 849 -42 -42 5150.87 FEDERAL NATL MTG ASSN POOL FM4084 2020-09-10 2021-01-31 5151 5425 -274 -274 1334.67 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2021-01-31 1335 1408 -73 -73 1961.58 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2021-01-31 1962 2012 -50 -50 2638.33 FEDERAL NATL MTG ASSN POOL AB1845 2019-12-27 2021-01-31 2638 2816 -178 -178 951.18 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2021-01-31 951 939 12 12 2873.5 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2021-01-31 2874 3026 -152 -152 4465.45 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2021-01-31 4465 4476 -11 -11 1276.34 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2021-01-31 1276 1321 -45 -45 849.35 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2021-01-31 849 905 -56 -56 1592.15 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2021-01-31 1592 1630 -38 -38 2634.91 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2021-01-31 2635 2659 -24 -24 2087.61 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2021-01-31 2088 2169 -81 -81 2377.23 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2021-01-31 2377 2490 -113 -113 5883.74 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2021-01-31 5884 5910 -26 -26 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VIAVI SOLUTIONS INC -W/I 2020-03-18 2021-03-05 2295 1479 816 816 200000. FORD MOTOR CREDIT CO LLC SR UNSEC 2020-07-17 2021-03-08 203040 201736 1304 1304 25000. SPIRIT REALTY LP CALL 01/15/2028 COGT 2021-02-22 2021-03-08 24362 24841 -479 -479 45000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2021-03-08 52590 61133 -8543 -8543 30000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2020-03-03 2021-03-08 35060 39680 -4620 -4620 100000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2021-03-08 106523 107187 -664 -664 55000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-03-08 50652 53695 -3043 -3043 350. AMERICAN EAGLE OUTFITTERS INC 2021-03-09 10498 4968 5530 5530 13. AIR PRODUCTS & CHEMICALS INC 2019-12-16 2021-03-10 3502 3039 463 463 50. BERKSHIRE HATHAWAY INC CLASS B 2016-05-04 2021-03-10 13125 7206 5919 5919 4. BLACKROCK INC 2016-05-04 2021-03-10 2927 1413 1514 1514 45. BRISTOL MYERS SQUIBB CO 2016-05-04 2021-03-10 2725 3172 -447 -447 51. CARMAX INC 2016-05-04 2021-03-10 6742 2620 4122 4122 92. CISCO SYS INC COM 2016-05-04 2021-03-10 4465 2430 2035 2035 32. DOLLAR TREE INC 2016-05-04 2021-03-10 3462 2576 886 886 27. FEDEX CORPORATION 2018-08-15 2021-03-10 7001 6539 462 462 10. HOME DEPOT INC COM 2018-04-02 2021-03-10 2646 1729 917 917 20. LOWES COMPANIES INC 2016-05-04 2021-03-10 3353 1517 1836 1836 20. MARTIN MARIETTA MATLS INC 2018-08-07 2021-03-10 6625 4181 2444 2444 56. NESTLE S A SPONSORED ADR REPSTG REG SH 2018-10-03 2021-03-10 6057 4693 1364 1364 13. NEW MARKET CORPORATION 2020-12-09 2021-03-10 5135 5098 37 37 13. NORFOLK SOUTHN CORP COM 2016-05-04 2021-03-10 3367 1151 2216 2216 11. O REILLY AUTOMOTIVE INC 2016-05-04 2021-03-10 5100 2954 2146 2146 84. PFIZER INC COM 2019-07-02 2021-03-10 2903 3504 -601 -601 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-03-02 2021-03-10 5398 5441 -43 -43 20000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-03-02 2021-03-10 21592 21763 -171 -171 30. VISA INC CLASS A SHARES 2016-05-04 2021-03-10 6612 2305 4307 4307 50. AMN HEALTHCARE SERVICES 2020-03-19 2021-03-11 3804 3479 325 325 25000. AMERICAN AIRLINES/AADVAN SEDOL BM8H783 ISIN US00253XAB73 2021-03-10 2021-03-11 26406 25000 1406 1406 200. GLATFELTER CORP 2018-11-02 2021-03-11 3638 3709 -71 -71 260939.18 TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSI 2020-03-11 2021-03-11 260939 260939 50. AMN HEALTHCARE SERVICES 2020-03-23 2021-03-12 3952 3197 755 755 150. AXT INC 2017-07-27 2021-03-12 2049 1263 786 786 200. STRIDE INC 2021-03-12 5784 4521 1263 1263 110. UNITED FIRE GROUP INC 2021-03-12 3912 2219 1693 1693 55000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-03-12 59170 59635 -465 -465 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2019-02-07 2021-03-12 16137 14743 1394 1394 4919.81 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2021-03-15 4920 4919 1 1 6638.09 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2021-03-15 6638 6637 1 1 450. INSMED INC 2020-08-06 2021-03-15 17040 12600 4440 4440 560. 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KULICKE & SOFFA INDUSTRIES INC 2021-03-19 15142 8564 6578 6578 140. KULICKE & SOFFA INDUSTRIES INC 2021-03-19 6958 3756 3202 3202 180. KULICKE & SOFFA INDUSTRIES INC 2021-03-19 8935 4813 4122 4122 170. KULICKE & SOFFA INDUSTRIES INC 2021-03-19 8331 4477 3854 3854 140. SILICON MOTION TECHNOL ADR 2020-06-08 2021-03-19 9026 6512 2514 2514 160. SILICON MOTION TECHNOL ADR 2021-03-19 10120 7442 2678 2678 20. SILICON MOTION TECHNOL ADR 2020-06-09 2021-03-19 1271 926 345 345 110. SILICON MOTION TECHNOL ADR 2021-03-19 6991 5076 1915 1915 150. SILICON MOTION TECHNOL ADR 2020-06-10 2021-03-19 9701 6916 2785 2785 80000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-03-19 85294 87012 -1718 -1718 50. WILLIAMS SONOMA INC 2017-07-12 2021-03-19 8804 2280 6524 6524 5971.86 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 201 2018-06-27 2021-03-20 5972 5971 1 1 100. KULICKE & SOFFA INDUSTRIES INC 2020-10-13 2021-03-22 4970 2618 2352 2352 120. KULICKE & SOFFA INDUSTRIES INC 2021-03-22 5938 3063 2875 2875 15000. 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2021-05-31 2786 2938 -152 -152 3211.55 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2021-05-31 3212 3292 -80 -80 3192.15 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2021-05-31 3192 3301 -109 -109 971.25 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2021-05-31 971 959 12 12 1075.09 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2021-05-31 1075 1132 -57 -57 2190.66 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2021-05-31 2191 2196 -5 -5 2385.95 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2021-05-31 2386 2468 -82 -82 477.49 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2021-05-31 477 508 -31 -31 979.65 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2021-05-31 980 1003 -23 -23 1427.32 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2021-05-31 1427 1440 -13 -13 1930.31 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2021-05-31 1930 2005 -75 -75 1818.92 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2021-05-31 1819 1904 -85 -85 5234.45 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2021-05-31 5234 5257 -23 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DIME CMNTY BANCSHARES INC 2015-11-19 2021-06-04 3483 2818 665 665 5. FIRST CITIZENS BANCSHARES INC 2020-03-18 2021-06-04 4340 1433 2907 2907 100. GENTEX CORPORATION 2020-03-19 2021-06-04 3471 2192 1279 1279 250. HELIX ENERGY SOLUTIONS GROUP 2021-02-03 2021-06-04 1608 1093 515 515 250. LAKELAND BANCORP INC 2015-12-03 2021-06-04 4795 2966 1829 1829 100. MSG NETWORKS INC MERGED 07/09/2021 2017-11-10 2021-06-04 1570 1726 -156 -156 10. NCR CORP 2020-08-20 2021-06-04 472 203 269 269 110. NCR CORP 2020-08-20 2021-06-04 5182 2231 2951 2951 100. NEOPHONICS CORP 2020-05-20 2021-06-04 1062 825 237 237 50. ONTO INNOVATION INC 2020-02-13 2021-06-04 3598 1966 1632 1632 100. ORASURE TECHNOLOGIES INC 2020-06-02 2021-06-04 946 1211 -265 -265 350. QUANEX BUILDING PRODUCTS 2021-06-04 9506 6389 3117 3117 450. QUANEX BUILDING PRODUCTS 2021-06-04 12222 8254 3968 3968 100. SELECTED INS GROUP INC 2009-06-11 2021-06-04 7577 1366 6211 6211 100. SILICON MOTION TECHNOL ADR 2020-03-17 2021-06-04 6591 3230 3361 3361 100. UMPQUA HLDGS C 2016-11-17 2021-06-04 1917 1786 131 131 100. UNITED COMMUNITY BANKS/GA 2015-11-20 2021-06-04 3433 2064 1369 1369 100. WASHINGTON FEDERAL INC 2020-03-19 2021-06-04 3345 2818 527 527 160. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY6 2020-12-18 2021-06-04 20028 23022 -2994 -2994 30. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY6 2020-12-18 2021-06-04 3773 4317 -544 -544 20. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY6 2020-12-18 2021-06-04 2514 2878 -364 -364 70. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY6 2020-12-18 2021-06-04 8802 10072 -1270 -1270 30. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY6 2020-12-18 2021-06-04 3757 4317 -560 -560 160. CYBER-ARK SOFTWARE LTD/ISRAE SEDOL BQT3XY6 2020-12-18 2021-06-04 19935 23022 -3087 -3087 25000. BANK OF AMERICA CORP SER GMTN SUB 2018-05-17 2021-06-07 28570 24953 3617 3617 20000. BANK OF AMERICA CORP SER GMTN SUB 2018-05-17 2021-06-07 22853 19962 2891 2891 90. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S 2020-11-19 2021-06-07 3291 3949 -658 -658 240. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S 2020-03-18 2021-06-07 8776 7595 1181 1181 40. NCR CORP 2020-08-20 2021-06-07 1903 811 1092 1092 50. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S 2018-04-27 2021-06-07 3690 2940 750 750 105000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2021-06-07 116538 116130 408 408 240. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S 2020-03-18 2021-06-08 8933 7595 1338 1338 60. BOTTOMLINE TECHNOLOGIES INC MERGED 5/13/2022 @ $57.00 P/S 2020-03-18 2021-06-08 2213 1899 314 314 75. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S 2021-05-06 2021-06-08 5550 3991 1559 1559 450. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S 2021-06-08 33302 26301 7001 7001 25. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S 2021-05-06 2021-06-08 1884 1330 554 554 1120. PLAYA HOTELS & RESORTS NV SEDOL 2021-06-08 8325 8178 147 147 260. FIRST HORIZON CORPORATION 2021-01-07 2021-06-09 4894 3908 986 986 630. FIRST HORIZON CORPORATION 2021-01-07 2021-06-09 11891 9470 2421 2421 130. FIRST HORIZON CORPORATION 2021-01-07 2021-06-09 2455 1954 501 501 110. PRIMERICA INC 2021-06-09 18010 9928 8082 8082 80. PRIMERICA INC 2020-03-31 2021-06-09 13104 7220 5884 5884 130. TOPBUILD CORP 2019-02-01 2021-06-09 25330 7024 18306 18306 100. TOPBUILD CORP 2019-02-01 2021-06-09 19491 5403 14088 14088 50. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S 2021-05-06 2021-06-09 3751 2661 1090 1090 140. ADVANCED DRAINAGE SYSTEMS IN 2020-02-18 2021-06-10 14601 6895 7706 7706 200. ANGIODYNAMICS INC 2019-04-02 2021-06-10 5112 4887 225 225 200. FIRST HORIZON CORPORATION 2021-01-07 2021-06-10 3661 3006 655 655 1560. FIRST HORIZON CORPORATION 2021-06-10 28761 23187 5574 5574 80. FIRST HORIZON CORPORATION 2021-01-26 2021-06-10 1460 1148 312 312 45000. MARATHON PETROLEUM CORP UNSC 2020-04-27 2021-06-10 48153 44882 3271 3271 70. TOPBUILD CORP 2019-02-01 2021-06-10 13374 3782 9592 9592 250. TOPBUILD CORP 2019-02-01 2021-06-10 47170 13507 33663 33663 80000. VALERO ENERGY CORP CALL 03/15/2025 UNSC 2020-09-10 2021-06-10 85212 83815 1397 1397 250. ADVANCED DRAINAGE SYSTEMS IN 2021-06-11 26007 12311 13696 13696 140. ADVANCED DRAINAGE SYSTEMS IN 2020-02-18 2021-06-11 14546 6877 7669 7669 60. ADVANCED DRAINAGE SYSTEMS IN 2021-06-11 6218 2941 3277 3277 65000. BERKSHIRE HATHAWAY ENERG SER WI CALL 03/ 2020-03-20 2021-06-11 72538 64916 7622 7622 2310. FIRST HORIZON CORPORATION 2021-06-11 42108 33123 8985 8985 920. FIRST HORIZON CORPORATION 2021-01-06 2021-06-11 16762 13176 3586 3586 1140. FIRST HORIZON CORPORATION 2021-01-06 2021-06-11 20798 16327 4471 4471 200. NCR CORP 2021-06-11 9489 4053 5436 5436 50. NCR CORP 2020-10-30 2021-06-11 2371 1011 1360 1360 45000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2021-06-10 2021-06-11 46672 46705 -33 -33 80000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2021-06-11 82972 83059 -87 -87 30. ICON PLC SEDOL B94G471 2010-09-21 2021-06-11 6552 660 5892 5892 60. ICON PLC SEDOL B94G471 2010-09-21 2021-06-11 13077 1321 11756 11756 30. NCR CORP 2020-10-30 2021-06-14 1397 607 790 790 110. NCR CORP 2020-10-30 2021-06-14 5146 2224 2922 2922 10. NCR CORP 2020-10-30 2021-06-14 469 202 267 267 50. AMERICAN WOODMARK CORP 2020-08-25 2021-06-15 4214 4396 -182 -182 50. ANGIODYNAMICS INC 2021-06-15 1257 1221 36 36 490. BERRY GLOBAL GROUP INC 2016-01-13 2021-06-15 32267 15972 16295 16295 330. BERRY GLOBAL GROUP INC 2021-06-15 21732 10697 11035 11035 130. BERRY GLOBAL GROUP INC 2021-06-15 8564 4082 4482 4482 4714.46 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2021-06-15 4714 4714 100. COMMERCIAL METALS CO 2017-12-06 2021-06-15 3241 1997 1244 1244 100. CROSS COUNTRY HEALTHCARE INC 2018-07-10 2021-06-15 1788 1216 572 572 6470.08 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2021-06-15 6470 6469 1 1 50. HNI CORP 2020-12-15 2021-06-15 2260 1823 437 437 100. HEIDRICK & STRUGGLES (IPO) 2021-05-11 2021-06-15 4572 4104 468 468 50. HIBBETT INC 2020-07-21 2021-06-15 3925 1300 2625 2625 1000. MAGNOLIA OIL & GAS CORP CLASS A 2021-06-15 15591 14033 1558 1558 10. NCR CORP 2020-10-30 2021-06-15 470 202 268 268 40. NCR CORP 2020-10-30 2021-06-15 1879 809 1070 1070 100. NCR CORP 2020-10-30 2021-06-15 4705 2022 2683 2683 100. PHYSICIANS REALTY TRUST 2021-01-04 2021-06-15 1935 1693 242 242 50. HELEN OF TROY LIMITED SEDOL 2419530 2021-04-07 2021-06-15 11314 10745 569 569 20. ICON PLC SEDOL B94G471 2010-09-21 2021-06-15 4320 440 3880 3880 50. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 2311614 2021-01-08 2021-06-15 6719 6440 279 279 150. AXT INC 2017-07-27 2021-06-16 1743 1263 480 480 6154.67 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A3 2019-04-09 2021-06-16 6155 6154 1 1 20. MADISON SQUARE GARDEN SPORTS CORP 2020-12-04 2021-06-16 3459 3638 -179 -179 10. PRIMERICA INC 2020-03-31 2021-06-16 1566 902 664 664 10. PRIMERICA INC 2020-03-31 2021-06-16 1546 902 644 644 10. PRIMERICA INC 2020-03-31 2021-06-16 1555 902 653 653 50. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S 2021-05-06 2021-06-16 3709 2661 1048 1048 145000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-06-16 154363 156900 -2537 -2537 65000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-06-16 69197 70328 -1131 -1131 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2020-05-15 2021-06-16 31937 32456 -519 -519 60. MADISON SQUARE GARDEN SPORTS CORP 2020-12-04 2021-06-17 10294 10914 -620 -620 20. MADISON SQUARE GARDEN SPORTS CORP 2020-12-04 2021-06-17 3423 3638 -215 -215 90. MADISON SQUARE GARDEN SPORTS CORP 2015-12-14 2021-06-17 15402 10042 5360 5360 50. MADISON SQUARE GARDEN SPORTS CORP 2015-12-14 2021-06-17 8558 5579 2979 2979 350. TREX INC COM 2018-11-01 2021-06-17 33239 11288 21951 21951 50. TREX INC COM 2018-11-01 2021-06-17 4747 1613 3134 3134 200. TREX INC COM 2018-11-01 2021-06-17 19003 6450 12553 12553 60. TREX INC COM 2018-11-01 2021-06-17 5685 1935 3750 3750 50. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S 2021-06-17 3707 2211 1496 1496 125000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-06-17 133071 135069 -1998 -1998 115000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-06-17 122426 124272 -1846 -1846 60000. APPLE INC CALL 06/11/2029 UNSC 2021-02-02 2021-06-18 62204 63155 -951 -951 50000. BANK OF AMERICA CORP SER GMTN SUB 2018-05-17 2021-06-18 56714 49906 6808 6808 437. BIOGEN INC 2021-06-18 168171 108588 59583 59583 209. MADISON SQUARE GARDEN SPORTS CORP 2021-06-18 35349 23288 12061 12061 100. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S 2019-11-08 2021-06-18 7381 4268 3113 3113 16520.29 VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2019-03-05 2021-06-20 16520 16517 3 3 5309.99 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 201 2018-06-27 2021-06-20 5310 5309 1 1 600. LYDALL INC 2021-06-21 36513 16320 20193 20193 750. LYDALL INC 2021-06-21 45641 10623 35018 35018 150. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S 2021-06-21 11079 6214 4865 4865 60. LPL FINANCIAL HOLDINGS INC 2018-04-20 2021-06-22 8275 3686 4589 4589 270. LPL FINANCIAL HOLDINGS INC 2021-06-22 37262 16571 20691 20691 20000. HUNTSMAN INTERNATIONAL L SER WI CALL 08/ 2021-06-23 21261 20000 1261 1261 120. LPL FINANCIAL HOLDINGS INC 2021-06-23 16372 7334 9038 9038 50. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S 2020-03-19 2021-06-23 3695 575 3120 3120 125000. VERISIGN INC CALL 05/01/2018 @ 102.313 C 2021-06-23 125000 124200 800 800 416. ABBOTT LABORATORIES INC 2021-02-10 2021-06-24 47032 52188 -5156 -5156 83. ABBOTT LABORATORIES INC 2021-02-10 2021-06-24 9335 10412 -1077 -1077 185. ABBVIE INC 2019-11-26 2021-06-24 21386 16184 5202 5202 762. BRISTOL MYERS SQUIBB CO 2021-06-24 50204 46129 4075 4075 308. BRISTOL MYERS SQUIBB CO 2020-04-14 2021-06-24 20257 18555 1702 1702 421. DENTSPLY SIRONA INC 2021-03-17 2021-06-24 26922 26748 174 174 814. DENTSPLY SIRONA INC 2021-03-17 2021-06-24 52053 51717 336 336 44. IDEXX LABS INC COM 2021-02-22 2021-06-24 27094 23672 3422 3422 700. LPL FINANCIAL HOLDINGS INC 2021-06-24 97014 33972 63042 63042 159. LILLY ELI & CO 2018-07-10 2021-06-24 37759 13998 23761 23761 130. UNITEDHEALTH GROUP INC COM 2016-10-28 2021-06-24 51907 18448 33459 33459 1. ALIBABA GROUP HOLDING LTD 01609W102 CLASS ACTION 2001-01-01 2021-06-29 167 167 167 100000. PENSKE TRUCK LEASING/PTL SER 144A CALL 06/29/2021 2019-01-22 2021-06-29 100000 99931 69 69 50. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S 2020-03-19 2021-06-29 3677 575 3102 3102 1753.91 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2021-06-30 1754 1861 -107 -107 960.42 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2021-06-30 960 1026 -66 -66 1398.46 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2021-06-30 1398 1454 -56 -56 2043.65 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2021-06-30 2044 2112 -68 -68 3012.32 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2021-06-30 3012 3157 -145 -145 3611.2 FEDERAL HOME LOAN MTG CORP POOL SD0164 2020-08-25 2021-06-30 3611 3841 -230 -230 2203.03 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2021-06-30 2203 2277 -74 -74 2201.64 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2021-06-30 2202 2328 -126 -126 3509.95 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2021-06-30 3510 3659 -149 -149 2300.82 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2021-06-30 2301 2388 -87 -87 751.24 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2021-06-30 751 778 -27 -27 2307.66 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2021-06-30 2308 2449 -141 -141 785.5 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2021-06-30 786 815 -29 -29 1340.76 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2021-06-30 1341 1398 -57 -57 3625.83 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2021-06-30 3626 3723 -97 -97 2327.53 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2021-06-30 2328 2418 -90 -90 2839.55 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2021-06-30 2840 2926 -86 -86 3531.55 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2021-06-30 3532 3670 -138 -138 590.83 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2021-06-30 591 607 -16 -16 2423.24 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2021-06-30 2423 2566 -143 -143 2531.15 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2021-06-30 2531 2693 -162 -162 2123.54 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2021-06-30 2124 2187 -63 -63 2106.41 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2021-06-30 2106 2117 -11 -11 7178.92 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2021-06-30 7179 7197 -18 -18 557.67 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2021-06-30 558 576 -18 -18 67.81 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2021-06-30 68 68 99.84 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2021-06-30 100 101 -1 -1 31.86 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2021-06-30 32 32 79.42 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2021-06-30 79 80 -1 -1 54.07 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2021-06-30 54 52 2 2 292.27 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2021-06-30 292 293 -1 -1 104.49 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2021-06-30 104 100 4 4 3251.31 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2021-06-30 3251 3178 73 73 145.68 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2021-06-30 146 143 3 3 1559.81 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2021-06-30 1560 1595 -35 -35 610.29 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2021-06-30 610 632 -22 -22 5297.84 FEDERAL NATL MTG ASSN POOL CA4427 2019-11-08 2021-06-30 5298 5360 -62 -62 1929.52 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2021-06-30 1930 2104 -174 -174 4494.57 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2021-06-30 4495 4579 -84 -84 4063.4 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2021-06-30 4063 4278 -215 -215 1234.08 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2021-06-30 1234 1279 -45 -45 2578.09 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2021-06-30 2578 2715 -137 -137 4444.92 FEDERAL NATL MTG ASSN POOL FM0008 2019-09-19 2021-06-30 4445 4606 -161 -161 767.84 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2021-06-30 768 794 -26 -26 3102.95 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2021-06-30 3103 3291 -188 -188 2796.59 FEDERAL NATL MTG ASSN POOL FM3328 2020-09-18 2021-06-30 2797 2941 -144 -144 4452.59 FEDERAL NATL MTG ASSN POOL FM4084 2020-09-10 2021-06-30 4453 4688 -235 -235 2065.94 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2021-06-30 2066 2178 -112 -112 3738.32 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2021-06-30 3738 3831 -93 -93 1984.1 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2021-06-30 1984 2052 -68 -68 1074.07 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2021-06-30 1074 1060 14 14 1089.36 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2021-06-30 1089 1146 -57 -57 1202.49 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2021-06-30 1202 1205 -3 -3 3992.12 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2021-06-30 3992 4130 -138 -138 1239.26 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2021-06-30 1239 1319 -80 -80 1331.72 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2021-06-30 1332 1363 -31 -31 1675.22 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2021-06-30 1675 1690 -15 -15 2443.28 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2021-06-30 2443 2538 -95 -95 2217.42 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2021-06-30 2217 2321 -104 -104 5585.06 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2021-06-30 5585 5609 -24 -24 1087.67 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2021-06-30 1088 1095 -7 -7 4527.97 FEDERAL NATL MTG ASSN POOL MA4210 2020-11-20 2021-06-30 4528 4748 -220 -220 2337.9 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2021-06-30 2338 2443 -105 -105 2666.15 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2021-06-30 2666 2803 -137 -137 229.23 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2021-06-30 229 236 -7 -7 1313.8 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2021-06-30 1314 1330 -16 -16 1043.02 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2021-06-30 1043 1120 -77 -77 741.98 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2021-06-30 742 797 -55 -55 6429.61 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2021-07-01 6430 6516 -86 -86 400. US CONCRETE INC MERGED 08/26/21 @ $74.00 P/S 2021-07-06 29515 3859 25656 25656 50. HELEN OF TROY LIMITED SEDOL 2419530 2012-03-09 2021-07-08 10624 1695 8929 8929 35000. USA TREASURY NOTES 01.875% DUE 09/30/202 2021-05-05 2021-07-09 35752 35756 -4 -4 200000. MITSUBISHI UFJ FIN GROUP INC SEDOL ISIN US606822BV51 2020-09-08 2021-07-12 200808 200000 808 808 5000. USA TREASURY NOTES 01.875% DUE 09/30/202 2021-05-05 2021-07-12 5107 5107 70000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2021-06-01 2021-07-12 74186 74353 -167 -167 125000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2021-07-12 129194 129492 -298 -298 50. LYDALL INC 2020-07-13 2021-07-13 3031 684 2347 2347 90000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-06-29 2021-07-14 85004 83974 1030 1030 4815.17 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2021-07-15 4815 4814 1 1 6863.33 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2021-07-15 6863 6862 1 1 6100.97 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A3 2019-04-09 2021-07-16 6101 6100 1 1 .8 MADISON SQUARE GARDEN ENTERT 2017-11-02 2021-07-16 63 78 -15 -15 70. SYNAPTICS INC 2021-07-16 10387 8772 1615 1615 230. SYNAPTICS INC 2021-07-16 33724 26794 6930 6930 20. SYNAPTICS INC 2021-01-25 2021-07-16 2960 2114 846 846 15000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2021-06-01 2021-07-20 15919 15926 -7 -7 13736.16 VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2019-03-05 2021-07-20 13736 13733 3 3 5106.97 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 201 2018-06-27 2021-07-20 5107 5106 1 1 510. INSMED INC 2021-07-22 12839 13834 -995 -995 190. INSMED INC 2021-07-22 4790 5129 -339 -339 170. INSMED INC 2021-07-22 4271 4576 -305 -305 280. INSMED INC 2021-07-22 7105 7528 -423 -423 1. NATIONSBANK CORP NAME CHG 09/30/98 SEE 06605F102 2001-01-01 2021-07-22 103 103 103 20. ADVANCED ENERGY INDS INC 2021-05-06 2021-07-23 2029 1801 228 228 60. ADVANCED ENERGY INDS INC 2021-05-06 2021-07-23 6084 5403 681 681 60. ADVANCED ENERGY INDS INC 2021-05-06 2021-07-23 6094 5403 691 691 50. ADVANCED ENERGY INDS INC 2021-05-06 2021-07-23 5069 4502 567 567 63930.208 FEDERAL HOME LOAN MTG CORP POOL SD0164 2020-08-25 2021-07-23 68191 67986 205 205 53367.805 FEDERAL NATL MTG ASSN POOL FM0008 2019-09-19 2021-07-23 56470 55294 1176 1176 85122.368 FEDERAL NATL MTG ASSN POOL FM3328 2020-09-18 2021-07-23 88753 89501 -748 -748 37411.305 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2021-07-23 39890 39160 730 730 710. INSMED INC 2021-07-23 17223 18955 -1732 -1732 560. INSMED INC 2021-07-23 13592 14876 -1284 -1284 280. INSMED INC 2020-06-29 2021-07-23 6759 7434 -675 -675 5000. 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VISTEON CORP 2020-09-25 2021-08-10 5925 3265 2660 2660 600. WASHINGTON FEDERAL INC 2021-08-10 19749 15865 3884 3884 50. WEBSTER FINANCIAL CORP 2020-08-11 2021-08-10 2555 1480 1075 1075 100. WESTERN ALLIANCE BANCORP 2019-07-31 2021-08-10 10025 4997 5028 5028 65. EVEREST RE GROUP LTD 2021-08-10 17147 16415 732 732 100. HELEN OF TROY LIMITED SEDOL 2419530 2021-08-10 23169 3383 19786 19786 50. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 2311614 2021-01-08 2021-08-10 6556 6440 116 116 50. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 2311614 2018-07-10 2021-08-10 6556 6000 556 556 350. SILICOM LTD SEDOL 2525426 2021-08-10 15315 16129 -814 -814 1000. TOWER SEMICONDUCTOR SEDOL 2898173 2021-08-10 28730 22310 6420 6420 550. AXT INC 2021-08-11 5630 3761 1869 1869 100. ACADEMY SPORTS & OUTDOORS 2021-08-11 3716 3065 651 651 370. ADYEN NV-UNSPON ADR SEDOL BJXK4M9 2021-08-03 2021-08-11 20528 20353 175 175 80. ADVANCED ENERGY INDS INC 2020-03-18 2021-08-11 7160 3148 4012 4012 91. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD1 2021-08-11 17857 13676 4181 4181 778. ANGLO AMERICAN PLC-SPONS ADR ADR SEDOL BYYWFP9 2018-07-02 2021-08-11 18569 8482 10087 10087 108. BAIDU, INC. ADR 2021-08-11 17934 19899 -1965 -1965 234. BHP LTD SPONSORED ADR 2018-07-11 2021-08-11 18152 11536 6616 6616 1154. COMPAGNIE DE SAINT-UNSP ADR ADR SEDOL B3K9YH2 2021-08-11 17197 14047 3150 3150 317. DASSAULT SYSTEMS SA SPON ADR 2004-08-09 2021-08-11 17933 1347 16586 16586 1052. DEUTSCHE BOERSE AG UNSPN ADR 2020-05-06 2021-08-11 17918 16631 1287 1287 265. DEUTSCHE POST AG SPON ADR 2013-09-19 2021-08-11 17814 8482 9332 9332 90. DIAGEO P L C SPNSRD ADR NEW 2020-05-06 2021-08-11 17902 12311 5591 5591 223. EISAI LTD SPONSORED ADR 2018-10-19 2021-08-11 18589 21404 -2815 -2815 883. EQUINOR ASA SPONSORED ADR SEDOL BF4K3J0 2018-03-13 2021-08-11 18152 20465 -2313 -2313 416. EXPERIAN PLC SPON ADR 2013-09-19 2021-08-11 17937 8304 9633 9633 810. FANUC CORP ADR 2016-08-19 2021-08-11 18429 14000 4429 4429 238. HDFC BANK LTD SPON - ADR 2016-06-06 2021-08-11 17843 7834 10009 10009 118. HOYA CORP SPONSORED ADR 2020-03-06 2021-08-11 18362 10880 7482 7482 249. JD.COM INC-ADR ADR SEDOL BMM27D9 2017-10-24 2021-08-11 17955 9627 8328 8328 194. KERING S A ADR 2021-08-11 17931 10195 7736 7736 191. L OREAL CO UNSPONSORED ADR 2016-03-10 2021-08-11 17946 6739 11207 11207 189. LVMH MOET HENNESSY LOUIS ADR 2008-12-09 2021-08-11 31268 2361 28907 28907 564. M3 INC - UNSP ADR SEDOL BKKK6P6 2021-02-11 2021-08-11 18134 23649 -5515 -5515 15.6 MADISON SQUARE GARDEN ENTERT 2021-01-21 2021-08-11 1085 1562 -477 -477 34.4 MADISON SQUARE GARDEN ENTERT 2017-11-10 2021-08-11 2391 3453 -1062 -1062 50. MASONITE INTERNATIONAL CORP SEDOL BCZM468 2021-08-11 6068 3888 2180 2180 100. MASTERCRAFT BOAT HOLDINGS IN 2019-02-20 2021-08-11 2655 2277 378 378 200000. MITSUBISHI UFJ FIN GROUP INC SEDOL BNHT9C5 ISIN US606822BW35 2021-07-12 2021-08-11 200544 200000 544 544 253. NOVO NORDISK A S ADR 2011-02-17 2021-08-11 25346 6187 19159 19159 341. OPEN TEXT CORP SEDOL 2655657 2020-05-26 2021-08-11 17923 13817 4106 4106 2209. BANK MANDIRI TBK-UNSPON ADR 2021-08-11 17744 20528 -2784 -2784 50. POLARIS INDS INC 2021-04-09 2021-08-11 6756 6909 -153 -153 1996. RECRUIT HOLDINGS CO LTD-ADR ADR SEDOL BF43JH9 2020-03-06 2021-08-11 20993 14150 6843 6843 50. REX AMERICAN RESOURCES CORP 2015-11-19 2021-08-11 4127 2828 1299 1299 209. RIO TINTO PLC 2018-07-11 2021-08-11 18035 11309 6726 6726 200. SABRA HEALTH CARE REIT INC 2021-08-11 3378 4017 -639 -639 544. SAFRAN SA UNSPON ADR 2013-10-31 2021-08-11 17472 8737 8735 8735 120. SAP SE SPONSORED ADR 2007-07-17 2021-08-11 17549 6317 11232 11232 220. SIEMENS AG SPONSORED ADR 2021-08-11 18245 11906 6339 6339 477. TAIWAN SEMICONDUCTOR MTG CO ADR 2012-04-13 2021-08-11 55524 7221 48303 48303 459. TENCENT HOLDINGS LTD UNSPON ADR 2012-04-16 2021-08-11 28627 2711 25916 25916 442. TERUMO CORP-UNSPON ADR ADR SEDOL B3DTST9 2020-05-26 2021-08-11 17500 16144 1356 1356 403. TOTAL FINA S A 2021-08-11 18035 23951 -5916 -5916 150. WILLIAMS SONOMA INC 2020-03-19 2021-08-11 24229 4721 19508 19508 54. ATLASSIAN CORP PLC-CLASS A EXCH 09/30/22 2020-05-14 2021-08-11 17714 9540 8174 8174 100. SILICOM LTD SEDOL 2525426 2021-04-12 2021-08-11 4369 4486 -117 -117 79. ASML HOLDING NV-NY SEDOL B908F01 2009-06-24 2021-08-11 62466 2142 60324 60324 101. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN7 2019-01-24 2021-08-11 21856 8504 13352 13352 50. ASGN INC 2020-03-18 2021-08-12 5363 1650 3713 3713 50. ACUITY BRANDS INC 2020-01-14 2021-08-12 8996 5990 3006 3006 60. ADVANCED ENERGY INDS INC 2020-03-18 2021-08-12 5203 2361 2842 2842 100. APPLE HOSPITALITY REIT INC 2018-11-12 2021-08-12 1488 1590 -102 -102 100. COLUMBUS MCKINNON CORP N Y 2021-08-12 4589 3513 1076 1076 100. LEXINGTON CORPORATION PROPERTIES TRUST 2020-05-12 2021-08-12 1324 940 384 384 1. GT ADVANCED TECHNOLOGIES INC. 36191U106 CLASS ACTION 2001-01-01 2021-08-12 75 25 50 50 50. OWENS CORNING INC 2020-02-24 2021-08-12 4903 3117 1786 1786 220. SILICON MOTION TECHNOL ADR 2021-08-12 16452 9914 6538 6538 270. SILICON MOTION TECHNOL ADR 2020-12-04 2021-08-12 19924 11955 7969 7969 80. SILICON MOTION TECHNOL ADR 2021-08-12 5903 3561 2342 2342 50. SILICON MOTION TECHNOL ADR 2020-07-08 2021-08-12 3681 2210 1471 1471 90. SILICON MOTION TECHNOL ADR 2021-08-13 6748 3968 2780 2780 4745.1 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2021-08-15 4745 4744 1 1 6236.71 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2021-08-15 6237 6235 2 2 5741.05 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A3 2019-04-09 2021-08-16 5741 5741 40. SILICON MOTION TECHNOL ADR 2020-06-15 2021-08-16 2925 1761 1164 1164 60. SILICON MOTION TECHNOL ADR 2020-06-15 2021-08-16 4347 2641 1706 1706 40000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-02-04 2021-08-16 42706 43071 -365 -365 175000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-08-16 186840 188455 -1615 -1615 115000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-01-15 2021-08-16 122758 123797 -1039 -1039 145000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2021-08-16 154782 156099 -1317 -1317 100. SILICON MOTION TECHNOL ADR 2021-08-17 7089 4396 2693 2693 60. SYNAPTICS INC 2021-01-25 2021-08-17 10123 6342 3781 3781 60. SYNAPTICS INC 2021-08-17 10062 6334 3728 3728 110. SYNAPTICS INC 2021-01-25 2021-08-17 18473 11597 6876 6876 40. SYNAPTICS INC 2021-01-25 2021-08-17 6622 4217 2405 2405 50. SYNAPTICS INC 2021-01-25 2021-08-17 8389 5271 3118 3118 80000. WESTPAC BANKING CORP SEDOL BMWC8Z8 ISIN US961214ET65 2021-05-25 2021-08-17 82030 79950 2080 2080 60000. BANK OF AMERICA CORPORATION SR UNSEC CALL 03/11/2051 @ 100 2021-03-08 2021-08-18 66153 60000 6153 6153 85000. GOLDMAN SACHS GROUP INC SR UNSEC CALL 07/21/2031 @ 100 2021-07-14 2021-08-18 85652 85000 652 652 60000. MID-AMERICA APARTMENTS CALL 03/15/2051 UNSC 2021-08-05 2021-08-18 58765 59153 -388 -388 50. SILICON MOTION TECHNOL ADR 2021-08-18 3590 2193 1397 1397 30. SILICON MOTION TECHNOL ADR 2020-07-10 2021-08-18 2130 1315 815 815 10. SILICON MOTION TECHNOL ADR 2020-07-10 2021-08-18 717 438 279 279 10. SILICON MOTION TECHNOL ADR 2020-07-10 2021-08-18 714 438 276 276 40. SYNAPTICS INC 2021-01-25 2021-08-18 6641 4217 2424 2424 30. BIO RAD LABORATORIES INC CLASS A 2018-02-05 2021-08-19 23253 7446 15807 15807 930. MERSANA THERAPEUTICS INC 2021-08-19 10574 23410 -12836 -12836 20. SILICON MOTION TECHNOL ADR 2020-07-10 2021-08-19 1406 877 529 529 30. SILICON MOTION TECHNOL ADR 2021-08-19 2099 1313 786 786 50. SILICON MOTION TECHNOL ADR 2020-06-11 2021-08-19 3505 2188 1317 1317 30. SYNAPTICS INC 2021-01-25 2021-08-19 4917 3163 1754 1754 60. SYNAPTICS INC 2021-01-26 2021-08-19 9949 6284 3665 3665 10. SYNAPTICS INC 2021-01-26 2021-08-19 1676 1047 629 629 50. BRP GROUP INC-A 2020-12-09 2021-08-20 1708 1475 233 233 10. BIO RAD LABORATORIES INC CLASS A 2018-02-05 2021-08-20 7783 2482 5301 5301 420. MERSANA THERAPEUTICS INC 2021-08-20 4801 10176 -5375 -5375 330. MERSANA THERAPEUTICS INC 2021-08-20 3764 7625 -3861 -3861 10. PALOMAR HOLDINGS INC 2021-08-09 2021-08-20 854 884 -30 -30 10. PALOMAR HOLDINGS INC 2021-08-09 2021-08-20 856 884 -28 -28 10. SILICON MOTION TECHNOL ADR 2020-06-11 2021-08-20 700 438 262 262 20. SILICON MOTION TECHNOL ADR 2020-06-11 2021-08-20 1392 875 517 517 30. SYNAPTICS INC 2021-01-26 2021-08-20 5001 3142 1859 1859 40. SYNAPTICS INC 2021-08-20 6717 4169 2548 2548 13259.75 VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2019-03-05 2021-08-20 13260 13257 3 3 4804.96 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 201 2018-06-27 2021-08-20 4805 4804 1 1 40. BRP GROUP INC-A 2020-12-09 2021-08-23 1359 1180 179 179 280. MERSANA THERAPEUTICS INC 2021-01-19 2021-08-23 3321 6047 -2726 -2726 130. MERSANA THERAPEUTICS INC 2021-08-23 1538 2807 -1269 -1269 1160. MERSANA THERAPEUTICS INC 2021-08-23 13710 23487 -9777 -9777 30. PALOMAR HOLDINGS INC 2021-08-09 2021-08-23 2540 2652 -112 -112 50. PALOMAR HOLDINGS INC 2021-08-10 2021-08-23 4192 4396 -204 -204 471. SAP SE SPONSORED ADR 2007-07-17 2021-08-23 69397 24794 44603 44603 60. SYNAPTICS INC 2021-01-20 2021-08-23 10385 6226 4159 4159 120. ADVANCED ENERGY INDS INC 2020-03-18 2021-08-24 10288 4722 5566 5566 50. BRP GROUP INC-A 2020-12-09 2021-08-24 1710 1475 235 235 150. KB HOME 2020-12-02 2021-08-24 6425 5103 1322 1322 90. MERSANA THERAPEUTICS INC 2021-08-24 1057 1779 -722 -722 380. MERSANA THERAPEUTICS INC 2021-08-24 4483 7484 -3001 -3001 120. PALOMAR HOLDINGS INC 2021-08-24 10329 10245 84 84 50. PALOMAR HOLDINGS INC 2021-08-24 4312 3498 814 814 60. SYNAPTICS INC 2021-01-20 2021-08-24 10456 6226 4230 4230 50. ADVANCED ENERGY INDS INC 2020-03-18 2021-08-25 4398 1968 2430 2430 60. ADVANCED ENERGY INDS INC 2020-03-18 2021-08-25 5279 2361 2918 2918 80. BRP GROUP INC-A 2020-12-09 2021-08-25 2740 2360 380 380 60. BRP GROUP INC-A 2020-12-09 2021-08-25 2057 1770 287 287 30. MERSANA THERAPEUTICS INC 2021-01-05 2021-08-25 358 581 -223 -223 240. MERSANA THERAPEUTICS INC 2021-08-25 2833 4643 -1810 -1810 30. MERSANA THERAPEUTICS INC 2021-01-13 2021-08-25 356 576 -220 -220 140. MERSANA THERAPEUTICS INC 2021-01-13 2021-08-25 1673 2689 -1016 -1016 10. PALOMAR HOLDINGS INC 2021-03-24 2021-08-25 888 653 235 235 60. SYNAPTICS INC 2021-08-25 10678 6225 4453 4453 10000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-01-14 2021-08-25 10445 10457 -12 -12 10000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2021-07-29 2021-08-25 10571 10589 -18 -18 100000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2021-08-25 105707 106019 -312 -312 381. VISA INC CLASS A SHARES 2021-07-16 2021-08-25 88816 94889 -6073 -6073 200. VISA INC CLASS A SHARES 2021-07-16 2021-08-25 46622 49810 -3188 -3188 1342. GENERAL MOTORS CO 2020-12-24 2021-08-26 65421 55744 9677 9677 10. GENERAL MOTORS CO 2020-12-24 2021-08-26 489 415 74 74 9. GENERAL MOTORS CO 2020-12-24 2021-08-26 440 374 66 66 30. MERSANA THERAPEUTICS INC 2021-01-13 2021-08-26 356 576 -220 -220 370. MERSANA THERAPEUTICS INC 2021-08-26 4372 7048 -2676 -2676 310. MERSANA THERAPEUTICS INC 2021-01-05 2021-08-26 3669 5904 -2235 -2235 90. MERSANA THERAPEUTICS INC 2021-08-26 1053 1712 -659 -659 50. ONTO INNOVATION INC 2020-02-19 2021-08-26 3637 1948 1689 1689 60. SYNAPTICS INC 2021-08-26 10611 6182 4429 4429 50. SYNAPTICS INC 2021-01-29 2021-08-26 8867 5004 3863 3863 65000. WOLVERINE WORLD WIDE SER 144A CALL 09/01 2016-08-17 2021-08-26 66665 65000 1665 1665 600. BRP GROUP INC-A 2021-08-27 20374 17685 2689 2689 20. BRP GROUP INC-A 2020-12-10 2021-08-27 681 589 92 92 450. HIBBETT INC 2020-07-21 2021-08-27 39629 11703 27926 27926 440. MERSANA THERAPEUTICS INC 2021-08-27 5404 8252 -2848 -2848 110. MERSANA THERAPEUTICS INC 2021-01-05 2021-08-27 1285 2055 -770 -770 110. MERSANA THERAPEUTICS INC 2021-01-05 2021-08-27 1310 2055 -745 -745 320. MERSANA THERAPEUTICS INC 2021-01-05 2021-08-27 3846 5978 -2132 -2132 230. MERSANA THERAPEUTICS INC 2021-01-05 2021-08-27 2717 4297 -1580 -1580 150. MERSANA THERAPEUTICS INC 2021-01-05 2021-08-27 1770 2802 -1032 -1032 309.281 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND 2020-05-26 2021-08-27 750000 412732 337268 337268 205000. USA TREASURY NOTES TREASURY INFLATION PROTECT SEC 2021-08-30 258315 257106 1209 1209 200000. USA TREASURY NOTES TREASURY INFLATION PROTECT SEC 2021-08-16 2021-08-30 251854 250779 1075 1075 30. BIO RAD LABORATORIES INC CLASS A 2018-02-05 2021-08-31 24142 7446 16696 16696 10. BIO RAD LABORATORIES INC CLASS A 2018-02-05 2021-08-31 8030 2482 5548 5548 763.79 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2021-08-31 764 810 -46 -46 1303.36 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2021-08-31 1303 1392 -89 -89 1401.86 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2021-08-31 1402 1457 -55 -55 1616. FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2021-08-31 1616 1670 -54 -54 2222.15 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2021-08-31 2222 2328 -106 -106 1972.89 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2021-08-31 1973 2039 -66 -66 2350.46 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2021-08-31 2350 2485 -135 -135 3381.81 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2021-08-31 3382 3525 -143 -143 2214.47 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2021-08-31 2214 2298 -84 -84 556.21 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2021-08-31 556 576 -20 -20 2918.16 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2021-08-31 2918 3096 -178 -178 543.38 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2021-08-31 543 563 -20 -20 1743.45 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2021-08-31 1743 1818 -75 -75 3573.2 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2021-08-31 3573 3667 -94 -94 1715.18 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2021-08-31 1715 1781 -66 -66 2448.72 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2021-08-31 2449 2523 -74 -74 1702.38 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2021-08-31 1702 1769 -67 -67 649.58 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2021-08-31 650 667 -17 -17 1036.65 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2021-08-31 1037 1098 -61 -61 1955.93 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2021-08-31 1956 2080 -124 -124 1674.06 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2021-08-31 1674 1723 -49 -49 2109.48 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2021-08-31 2109 2120 -11 -11 2657.71 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2021-08-31 2658 2665 -7 -7 1676.51 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2021-08-31 1677 1731 -54 -54 44.88 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2021-08-31 45 45 20.8 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2021-08-31 21 21 25.66 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2021-08-31 26 26 80.19 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2021-08-31 80 81 -1 -1 45.85 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2021-08-31 46 44 2 2 13.17 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2021-08-31 13 13 2002.06 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2021-08-31 2002 1923 79 79 2530.45 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2021-08-31 2530 2474 56 56 184.79 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2021-08-31 185 181 4 4 2863.14 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2021-08-31 2863 2926 -63 -63 1314.53 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2021-08-31 1315 1361 -46 -46 8712.29 FEDERAL NATL MTG ASSN POOL CA4427 2019-11-08 2021-08-31 8712 8814 -102 -102 4283.07 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2021-08-31 4283 4670 -387 -387 5365.13 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2021-08-31 5365 5465 -100 -100 4034.71 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2021-08-31 4035 4247 -212 -212 1149.1 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2021-08-31 1149 1190 -41 -41 1858.06 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2021-08-31 1858 1956 -98 -98 2583.92 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2021-08-31 2584 2672 -88 -88 3794.39 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2021-08-31 3794 4021 -227 -227 2327.42 FEDERAL NATL MTG ASSN POOL FM4084 2020-09-10 2021-08-31 2327 2450 -123 -123 4262.27 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2021-08-31 4262 4493 -231 -231 3672.48 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2021-08-31 3672 3762 -90 -90 460.89 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2021-08-31 461 482 -21 -21 1001.62 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2021-08-31 1002 1036 -34 -34 775.07 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2021-08-31 775 765 10 10 210.82 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2021-08-31 211 222 -11 -11 1950.74 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2021-08-31 1951 1955 -4 -4 1276.64 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2021-08-31 1277 1320 -43 -43 309.84 FEDERAL NATL MTG ASSN 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1029 1104 -75 -75 100. 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COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-10-01 3482 5157 -1675 -1675 260. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-02-12 2021-10-01 5346 7879 -2533 -2533 480. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-02-12 2021-10-01 9725 14546 -4821 -4821 50. COHERENT INC MERGED 07/05/22 @ $220.00 P/S 2021-07-14 2021-10-04 12470 13027 -557 -557 10. FIRST CITIZENS BANCSHARES INC 2021-02-11 2021-10-04 8655 7195 1460 1460 230. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-02-12 2021-10-04 4658 6970 -2312 -2312 70. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-10-04 1416 2120 -704 -704 10. FIRST CITIZENS BANCSHARES INC 2021-10-05 8708 7193 1515 1515 50. PERFICIENT INC 2020-04-01 2021-10-05 5999 1242 4757 4757 160. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-10-05 3278 4353 -1075 -1075 50. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-04-29 2021-10-05 1017 1323 -306 -306 70. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-04-29 2021-10-05 1434 1853 -419 -419 50. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-04-29 2021-10-05 1007 1323 -316 -316 210. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-04-29 2021-10-05 4295 5558 -1263 -1263 10. ACCELERON PHARMA INC MERGED 11/19/2021 @ $180.00 P/S 2021-07-26 2021-10-06 1761 1212 549 549 140. ACCELERON PHARMA INC MERGED 11/19/2021 @ $180.00 P/S 2021-10-06 24659 12498 12161 12161 30. HEXCEL CORP 2021-02-23 2021-10-06 1812 1601 211 211 300. HEXCEL CORP 2021-10-06 18107 16007 2100 2100 20. HEXCEL CORP 2020-11-24 2021-10-06 1206 1067 139 139 60. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-04-29 2021-10-06 1238 1588 -350 -350 30. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-10-06 622 793 -171 -171 60. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-04-29 2021-10-06 1243 1584 -341 -341 80. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-04-29 2021-10-06 1638 2112 -474 -474 50. HEXCEL CORP 2020-11-24 2021-10-07 3065 2668 397 397 110. HEXCEL CORP 2020-11-24 2021-10-07 6826 5869 957 957 10. NKARTA INC 2021-02-09 2021-10-07 231 538 -307 -307 150. SILVERGATE CAPITAL CORP-CL A 2021-10-07 24063 17762 6301 6301 100000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2021-08-11 2021-10-07 102781 103098 -317 -317 50. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-04-29 2021-10-07 1078 1317 -239 -239 40. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-04-29 2021-10-07 855 1054 -199 -199 400. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-04-29 2021-10-07 8565 10540 -1975 -1975 20. ACCELERON PHARMA INC MERGED 11/19/2021 @ $180.00 P/S 2020-03-18 2021-10-08 3520 1499 2021 2021 12604. ITAU UNIBANCO BANCO HOLDING SPONSERED ADR 2021-10-08 56735 99619 -42884 -42884 80. NKARTA INC 2021-02-09 2021-10-08 1820 4302 -2482 -2482 80. NKARTA INC 2021-02-09 2021-10-08 1675 4302 -2627 -2627 1576. PETROLEO BRASILEIRO S.A SPON ADR 2021-01-11 2021-10-08 17087 17988 -901 -901 9638. PETROLEO BRASILEIRO S.A SPON ADR 2021-10-08 104498 83468 21030 21030 90. SHIFT4 PAYMENTS INC-CLASS A 2020-09-22 2021-10-08 6902 4236 2666 2666 180. SHIFT4 PAYMENTS INC-CLASS A 2020-09-22 2021-10-08 13567 8471 5096 5096 140. SHIFT4 PAYMENTS INC-CLASS A 2020-09-22 2021-10-08 10739 6589 4150 4150 12207. VALE S.A. COMMON NEW ADR 2021-10-08 177632 159832 17800 17800 130. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-10-08 2830 3425 -595 -595 50. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-04-29 2021-10-08 1085 1317 -232 -232 30. COGNYTE SOFTWARE LTD SEDOL BMYDNT8 2021-04-29 2021-10-08 649 790 -141 -141 50. AMN HEALTHCARE SERVICES 2020-05-07 2021-10-11 6060 2126 3934 3934 60. NKARTA INC 2021-02-09 2021-10-11 1121 3227 -2106 -2106 270. NKARTA INC 2021-02-09 2021-10-11 5019 14521 -9502 -9502 30000. CHEVRON USA INC CALL 05/15/2043 COGT 2020-07-20 2021-10-12 41107 38946 2161 2161 150. COLUMBUS MCKINNON CORP N Y 2018-02-09 2021-10-12 7703 5270 2433 2433 150823.883 FEDERAL NATL MTG ASSN POOL MA4210 2021-10-12 154665 157075 -2410 -2410 150. MASTERCRAFT BOAT HOLDINGS IN 2021-10-12 4009 3409 600 600 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-08-30 2021-10-12 5324 5408 -84 -84 90000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-08-30 2021-10-12 95825 97353 -1528 -1528 130000. HOST HOTELS & RESORTS LP SER I CALL 06/15/2030 2020-08-11 2021-10-13 134419 128313 6106 6106 10. NKARTA INC 2021-02-09 2021-10-13 194 538 -344 -344 45000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-08-18 2021-10-13 43501 44510 -1009 -1009 90. NKARTA INC 2021-10-14 1777 4839 -3062 -3062 50. PERFICIENT INC 2020-04-01 2021-10-14 6469 1242 5227 5227 .999 XP INC - CLASS A SEDOL BK4Y052 2021-10-08 2021-10-14 35 41 -6 -6 250. ATKORE INTERNATIONAL GROUP I 2021-10-15 22498 18743 3755 3755 70. ATKORE INTERNATIONAL GROUP I 2021-07-29 2021-10-15 6158 5223 935 935 10. ATKORE INTERNATIONAL GROUP I 2021-07-29 2021-10-15 907 746 161 161 40. ATKORE INTERNATIONAL GROUP I 2021-07-28 2021-10-15 3613 2921 692 692 35000. BANK OF AMERICA CORP SER MTN SUB 2021-02-02 2021-10-15 38053 38330 -277 -277 80000. BANK OF AMERICA CORP SER MTN SUB 2021-10-15 86978 80147 6831 6831 3963.76 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2021-10-15 3964 3963 1 1 5504.1 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2021-10-15 5504 5503 1 1 50. PERFICIENT INC 2020-04-01 2021-10-15 6494 1242 5252 5252 50. TETRA TECH INC NEW COM 2015-06-29 2021-10-15 8207 1282 6925 6925 105000. USA TREASURY NTS 02.375% DUE 05/15/2029 2021-09-27 2021-10-15 112022 112901 -879 -879 35000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2021-06-01 2021-10-15 36725 36995 -270 -270 55000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-08-30 2021-10-15 58433 59487 -1054 -1054 90000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2021-08-11 2021-10-15 92246 92768 -522 -522 510. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-10-15 27346 21790 5556 5556 80. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-05-12 2021-10-15 4278 3296 982 982 90. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-10-15 4810 3704 1106 1106 4583.94 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A3 2019-04-09 2021-10-16 4584 4584 75000. CROWN CASTLE INTL CORP CALL 12/01/2026 U 2021-10-18 82695 84492 -1797 -1797 925. DISNEY WALT CO 2021-07-16 2021-10-18 157615 168268 -10653 -10653 40. NKARTA INC 2021-02-08 2021-10-18 677 2149 -1472 -1472 230. NKARTA INC 2021-10-18 3947 12108 -8161 -8161 20000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2021-09-20 2021-10-18 21895 22290 -395 -395 55000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2021-10-18 60210 61582 -1372 -1372 862. VERTEX PHARMACEUTICALS INC 2021-07-16 2021-10-18 155321 175756 -20435 -20435 50. FIRST CITIZENS BANCSHARES INC 2021-02-11 2021-10-19 41554 35960 5594 5594 1454. GLAXO WELLCOME PLC SPONSORED ADR 2021-10-19 56613 52045 4568 4568 230. NKARTA INC 2021-10-19 3959 10910 -6951 -6951 10135. BANK RAKYA INDONESIA UNSPON ADR 2021-10-19 1827 1827 1827 10. ADVANCED DRAINAGE SYSTEMS IN 2020-02-18 2021-10-20 1088 490 598 598 10. ADVANCED DRAINAGE SYSTEMS IN 2020-02-18 2021-10-20 1088 490 598 598 110. ADVANCED DRAINAGE SYSTEMS IN 2021-10-20 11826 5375 6451 6451 20. FIRST CITIZENS BANCSHARES INC 2021-10-20 16868 14054 2814 2814 70. NKARTA INC 2021-03-24 2021-10-20 1190 2690 -1500 -1500 50. NKARTA INC 2021-03-24 2021-10-20 857 1921 -1064 -1064 430. NOVAVAX INC 2021-10-20 61328 91211 -29883 -29883 150. PEOPLE'S UNITED FINANCIAL IN MERGED 04/04/22 2015-11-19 2021-10-20 2802 2337 465 465 90. TIMKEN COMPANY 2019-05-31 2021-10-20 6552 3979 2573 2573 120. TIMKEN COMPANY 2021-10-20 8692 5275 3417 3417 20. TIMKEN COMPANY 2019-10-15 2021-10-20 1448 879 569 569 20. TIMKEN COMPANY 2021-10-20 1455 878 577 577 55000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-10-20 58367 59471 -1104 -1104 11715.41 VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2019-03-05 2021-10-20 11715 11713 2 2 4282.75 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 201 2018-06-27 2021-10-20 4283 4282 1 1 90. ADVANCED DRAINAGE SYSTEMS IN 2021-10-21 9648 4303 5345 5345 80. ADVANCED DRAINAGE SYSTEMS IN 2021-10-21 8473 3580 4893 4893 70. NKARTA INC 2021-03-24 2021-10-21 1217 2690 -1473 -1473 60. TIMKEN COMPANY 2019-10-15 2021-10-21 4292 2634 1658 1658 140. TIMKEN COMPANY 2021-10-21 10063 6145 3918 3918 115000. USA TREASURY NOTES 01.875% DUE 09/30/202 2021-10-21 116896 116923 -27 -27 195000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2021-10-21 199327 205038 -5711 -5711 10. FIRST CITIZENS BANCSHARES INC 2021-02-08 2021-10-22 8449 6882 1567 1567 30. FIRST CITIZENS BANCSHARES INC 2021-10-22 25454 20488 4966 4966 20. FIRST CITIZENS BANCSHARES INC 2021-02-05 2021-10-22 16929 13291 3638 3638 80. NKARTA INC 2021-03-24 2021-10-22 1374 3074 -1700 -1700 50. PRIMERICA INC 2021-10-22 8515 7436 1079 1079 10. PRIMERICA INC 2021-08-06 2021-10-22 1705 1476 229 229 60. PRIMERICA INC 2021-10-22 10220 8857 1363 1363 20. PRIMERICA INC 2020-03-31 2021-10-22 3407 1805 1602 1602 450. PROVIDENT FINANCIAL SERVICES 2021-10-22 11181 8793 2388 2388 100. SCHNITZER STL INDS CLA A 2021-10-22 5475 3347 2128 2128 50. WESTERN ALLIANCE BANCORP 2019-07-26 2021-10-22 6110 2461 3649 3649 30. FIRST CITIZENS BANCSHARES INC 2021-10-25 25452 19870 5582 5582 70. NKARTA INC 2021-03-24 2021-10-25 1236 2690 -1454 -1454 20. PRIMERICA INC 2020-03-31 2021-10-25 3403 1805 1598 1598 34. FIRST CITIZENS BANCSHARES INC 2021-10-26 28629 22488 6141 6141 30. FIRST CITIZENS BANCSHARES INC 2021-10-26 25263 19366 5897 5897 50. ONTO INNOVATION INC 2020-07-01 2021-10-26 3720 1649 2071 2071 10. PRIMERICA INC 2020-03-31 2021-10-26 1700 902 798 798 101808.563 FEDERAL NATL MTG ASSN POOL CA4427 2019-11-08 2021-10-27 106116 102997 3119 3119 75242.354 FEDERAL NATL MTG ASSN POOL FM4084 2020-09-10 2021-10-27 78546 79183 -637 -637 105. FIRST COMMUNITY BANKSHARES INC 2021-10-27 3317 3085 232 232 50. MUELLER INDUSTRIES INC 2021-10-14 2021-10-27 2612 2168 444 444 350. NKARTA INC 2021-03-24 2021-10-27 5845 13450 -7605 -7605 60000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2021-10-27 61411 62864 -1453 -1453 95. FIRST COMMUNITY BANKSHARES INC 2021-10-28 3003 2779 224 224 150. MASTERCRAFT BOAT HOLDINGS IN 2021-10-28 3964 3407 557 557 600. NETGEAR INC 2021-10-28 17550 12026 5524 5524 350. NKARTA INC 2021-10-28 5780 13232 -7452 -7452 20. PRIMERICA INC 2020-03-31 2021-10-28 3330 1805 1525 1525 100000. TRANSCANADA PIPELINES SEDOL ISIN US89352HBB42 2021-10-07 2021-10-28 99760 99971 -211 -211 450. 2U INC 2020-05-04 2021-10-28 13309 11162 2147 2147 600. 2U INC 2020-05-04 2021-10-28 17866 14882 2984 2984 300. 2U INC 2021-10-28 8923 7437 1486 1486 185000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2021-10-28 189148 192082 -2934 -2934 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-08-26 2021-10-28 4819 4915 -96 -96 55000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-10-28 53011 54160 -1149 -1149 520. NKARTA INC 2021-10-29 8352 17921 -9569 -9569 50. TETRA TECH INC NEW COM 2015-06-29 2021-10-29 8733 1282 7451 7451 150. 2U INC 2020-05-04 2021-10-29 4353 3717 636 636 840. 2U INC 2020-05-04 2021-10-29 24652 20813 3839 3839 60. 2U INC 2020-05-04 2021-10-29 1757 1487 270 270 200. WHOLE EARTH BRANDS INC 2021-10-29 2434 1581 853 853 1225.43 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2021-10-31 1225 1299 -74 -74 2134.43 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2021-10-31 2134 2278 -144 -144 213.94 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2021-10-31 214 222 -8 -8 1453.79 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2021-10-31 1454 1502 -48 -48 2567.14 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2021-10-31 2567 2687 -120 -120 3385.83 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2021-10-31 3386 3499 -113 -113 2640.73 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2021-10-31 2641 2791 -150 -150 3341.82 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2021-10-31 3342 3483 -141 -141 3965.91 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2021-10-31 3966 4115 -149 -149 2444.72 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2021-10-31 2445 2508 -63 -63 1198.1 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2021-10-31 1198 1241 -43 -43 545.16 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2021-10-31 545 578 -33 -33 1108.67 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2021-10-31 1109 1148 -39 -39 2548.77 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2021-10-31 2549 2657 -108 -108 961.62 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2021-10-31 962 986 -24 -24 1682.88 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2021-10-31 1683 1747 -64 -64 1758.99 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2021-10-31 1759 1812 -53 -53 1898.19 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2021-10-31 1898 1972 -74 -74 1026.31 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2021-10-31 1026 1053 -27 -27 940.85 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2021-10-31 941 996 -55 -55 2510.68 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2021-10-31 2511 2669 -158 -158 2215.65 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2021-10-31 2216 2281 -65 -65 1612.49 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2021-10-31 1612 1621 -9 -9 2386.67 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2021-10-31 2387 2393 -6 -6 1079.14 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2021-10-31 1079 1114 -35 -35 56.96 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2021-10-31 57 57 107.9 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2021-10-31 108 109 -1 -1 26.95 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2021-10-31 27 27 80.98 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2021-10-31 81 81 86.84 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2021-10-31 87 84 3 3 12.05 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2021-10-31 12 12 1672.33 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2021-10-31 1672 1606 66 66 1473.83 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2021-10-31 1474 1441 33 33 148.03 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2021-10-31 148 145 3 3 2820.86 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2021-10-31 2821 2882 -61 -61 1642.18 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2021-10-31 1642 1701 -59 -59 1573.37 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2021-10-31 1573 1715 -142 -142 3360.13 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2021-10-31 3360 3423 -63 -63 7465.67 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2021-10-31 7466 7856 -390 -390 1862.41 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2021-10-31 1862 1929 -67 -67 2710.93 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2021-10-31 2711 2853 -142 -142 1365.95 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2021-10-31 1366 1412 -46 -46 3054.76 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2021-10-31 3055 3236 -181 -181 3852.24 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2021-10-31 3852 4060 -208 -208 3532.18 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2021-10-31 3532 3617 -85 -85 371.33 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2021-10-31 371 373 -2 -2 2072.54 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2021-10-31 2073 2169 -96 -96 1913.81 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2021-10-31 1914 1978 -64 -64 286.22 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2021-10-31 286 283 3 3 825.3 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2021-10-31 825 868 -43 -43 2710.71 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2021-10-31 2711 2717 -6 -6 723.68 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2021-10-31 724 748 -24 -24 1125.47 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2021-10-31 1125 1197 -72 -72 1973.25 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2021-10-31 1973 2019 -46 -46 1330.04 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2021-10-31 1330 1342 -12 -12 2521.31 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2021-10-31 2521 2618 -97 -97 4949.08 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2021-10-31 4949 4969 -20 -20 1052.16 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2021-10-31 1052 1059 -7 -7 3997.44 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2021-10-31 3997 4174 -177 -177 1984.31 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2021-10-31 1984 2085 -101 -101 2066.72 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2021-10-31 2067 2123 -56 -56 951.34 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2021-10-31 951 963 -12 -12 1439.44 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2021-10-31 1439 1545 -106 -106 1097.41 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2021-10-31 1097 1148 -51 -51 2616.42 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2021-10-31 2616 2807 -191 -191 12.937 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND 2011-10-18 2021-10-31 32079 32079 5043.28 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2021-11-01 5043 5111 -68 -68 520. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S 2021-11-01 39002 20935 18067 18067 210. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S 2019-10-17 2021-11-01 15748 8163 7585 7585 160. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S 2019-10-17 2021-11-01 12029 6219 5810 5810 50. ONTO INNOVATION INC 2020-07-01 2021-11-02 4095 1649 2446 2446 150. ABERCROMBIE & FITCH CO CL A 2021-07-30 2021-11-03 6810 5780 1030 1030 50. SILICON MOTION TECHNOL ADR 2020-12-03 2021-11-03 3529 2150 1379 1379 20. SILICON MOTION TECHNOL ADR 2020-06-12 2021-11-03 1412 860 552 552 20. SILICON MOTION TECHNOL ADR 2020-12-03 2021-11-03 1413 860 553 553 10. SILICON MOTION TECHNOL ADR 2020-06-12 2021-11-03 707 430 277 277 300. STRIDE INC 2021-11-03 11128 6390 4738 4738 100. WILLIAMS SONOMA INC 2020-03-18 2021-11-03 20703 2918 17785 17785 50. COMFORT SYS USA INC COM 2012-12-18 2021-11-04 4728 589 4139 4139 50. MUELLER INDUSTRIES INC 2021-10-14 2021-11-04 2733 2168 565 565 260. NEOPHONICS CORP 2021-08-13 2021-11-04 4081 2226 1855 1855 190. NEOPHONICS CORP 2021-08-13 2021-11-04 3025 1626 1399 1399 50. ONTO INNOVATION INC 2020-07-01 2021-11-04 4306 1649 2657 2657 1605. PENN ENTERTAINMENT INC 2021-08-25 2021-11-04 96230 125183 -28953 -28953 100. SILICON MOTION TECHNOL ADR 2021-11-04 7061 4254 2807 2807 70. SILICON MOTION TECHNOL ADR 2021-11-04 4956 2959 1997 1997 606. ACTIVISION BLIZZARD INC 2020-05-11 2021-11-05 41050 45707 -4657 -4657 43. ACTIVISION BLIZZARD INC 2020-05-11 2021-11-05 2914 3243 -329 -329 2411. CITRIX SYSTEMS INC 2021-11-05 218365 281802 -63437 -63437 100. SAIA INC 2020-07-01 2021-11-05 34299 11111 23188 23188 20. SILICON MOTION TECHNOL ADR 2020-12-03 2021-11-05 1415 843 572 572 50. SILICON MOTION TECHNOL ADR 2020-12-03 2021-11-05 3539 2107 1432 1432 20. AMERICAN PUBLIC EDUCATION 2021-04-28 2021-11-08 520 618 -98 -98 130. AMERICAN PUBLIC EDUCATION 2019-02-13 2021-11-08 3383 3999 -616 -616 34.4 MADISON SQUARE GARDEN ENTERT 2021-01-21 2021-11-08 2861 3444 -583 -583 215.6 MADISON SQUARE GARDEN ENTERT 2021-11-08 17928 21349 -3421 -3421 50. SILICON MOTION TECHNOL ADR 2020-12-03 2021-11-08 3509 2107 1402 1402 50. SILICON MOTION TECHNOL ADR 2021-11-08 3530 2033 1497 1497 30. SILICON MOTION TECHNOL ADR 2020-10-22 2021-11-08 2118 1200 918 918 50. SPECTRUM BRANDS HLDGS INC 2021-02-19 2021-11-08 4858 4145 713 713 30. SILICON MOTION TECHNOL ADR 2020-10-22 2021-11-09 2086 1200 886 886 110000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2021-04-29 2021-11-09 112930 113602 -672 -672 97000. VERIZON COMMUNICATIONS SER 144A CALL 12/15/2031 2021-09-03 2021-11-09 96982 96759 223 223 150. AMERICAN PUBLIC EDUCATION 2019-01-25 2021-11-10 3796 4604 -808 -808 50. COMFORT SYS USA INC COM 2012-12-18 2021-11-10 4898 589 4309 4309 80000. DCP MIDSTREAM OPERATING CALL 04/15/2025 2021-11-10 88134 80107 8027 8027 200. LAKELAND BANCORP INC 2021-11-10 3838 2333 1505 1505 1. POWER SOLUTIONS INTERNATIONAL INC 73933G202 CLASS ACTION 2001-01-01 2021-11-10 76 76 76 65000. MARATHON PETROLEUM CORP SER WI CALL 10/0 2018-10-02 2021-11-10 76432 65000 11432 11432 100. MUELLER INDUSTRIES INC 2021-10-14 2021-11-10 5841 4335 1506 1506 50000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2021-11-10 62580 62916 -336 -336 50. SILICON MOTION TECHNOL ADR 2020-10-22 2021-11-11 3498 2000 1498 1498 80. SILICON MOTION TECHNOL ADR 2020-11-27 2021-11-11 5599 3187 2412 2412 20. ALPHABET INC/CA-CL A 2005-12-21 2021-11-12 59291 4254 55037 55037 18. AMAZON.COM INC 2005-12-21 2021-11-12 63577 879 62698 62698 1492. EBAY INC 2016-06-16 2021-11-12 109635 35320 74315 74315 332. KLA TENCOR CORP 2008-10-27 2021-11-12 137883 6656 131227 131227 1736. SCHWAB CHARLES CORP NEW 2004-11-24 2021-11-12 142455 18784 123671 123671 100. SPECTRUM BRANDS HLDGS INC 2021-11-12 10338 8272 2066 2066 3778.49 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2021-11-15 3778 3778 5336.94 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2021-11-15 5337 5336 1 1 50. SPECTRUM BRANDS HLDGS INC 2021-02-24 2021-11-15 5256 4050 1206 1206 115000. SYSCO CORPORATION CALL 07/01/2025 @ 100.000 COGT 2021-11-15 124120 125974 -1854 -1854 95000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2021-09-20 2021-11-15 99216 100042 -826 -826 50. COMFORT SYS USA INC COM 2012-12-18 2021-11-16 5119 589 4530 4530 50000. DOW CHEMICAL CO/THE CALL 08/30/2028 UNSC 2021-03-01 2021-11-16 58357 58803 -446 -446 4717.02 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A3 2019-04-09 2021-11-16 4717 4717 130000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2021-11-16 132509 132789 -280 -280 61.87 INVESCO DEVELOPING MARKETS FUND CLASS Y 2020-12-11 2021-11-17 3336 3216 120 120 9211.127 INVESCO DEVELOPING MARKETS FUND CLASS Y 2021-11-17 496664 352682 143982 143982 1330. ACCELERON PHARMA INC MERGED 11/19/2021 @ $180.00 P/S 2021-11-17 239109 45115 193994 193994 500. ACCELERON PHARMA INC MERGED 11/19/2021 @ $180.00 P/S 2021-11-17 89878 13140 76738 76738 30000. APPLE INC UNSC 2014-05-08 2021-11-17 34970 27621 7349 7349 150. COHU INC 2015-11-19 2021-11-17 5744 1887 3857 3857 50. MUELLER INDUSTRIES INC 2019-11-19 2021-11-17 2976 1557 1419 1419 60000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2021-11-17 74187 75277 -1090 -1090 100. WEBSTER FINANCIAL CORP 2020-08-11 2021-11-17 5826 2960 2866 2866 40000. CANADIAN PACIFIC RAILWAY SEDOL BP9SD44 ISIN US13645RBH66 2021-11-17 2021-11-18 40415 39714 701 701 100000. LAMB WESTON HLD SER 144A CALL 11/01/21 @ 2021-11-18 102438 102438 50. TETRA TECH INC NEW COM 2015-06-30 2021-11-18 9367 1279 8088 8088 50. COMFORT SYS USA INC COM 2012-12-18 2021-11-19 5120 589 4531 4531 1730. INVITAE CORP 2021-11-19 32760 86952 -54192 -54192 50. PERFICIENT INC 2020-04-01 2021-11-19 7394 1242 6152 6152 5342. SCHLUMBERGER LTD COM 2021-11-19 161441 160611 830 830 150. STRIDE INC 2020-12-31 2021-11-19 5718 3192 2526 2526 50. TETRA TECH INC NEW COM 2015-06-30 2021-11-19 9487 1279 8208 8208 11670.5 VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2019-03-05 2021-11-20 11671 11668 3 3 3879.06 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 201 2018-06-27 2021-11-20 3879 3879 140. BRIDGEBIO PHARMA INC 2020-10-05 2021-11-22 5769 5472 297 297 50. BRIDGEBIO PHARMA INC 2020-10-05 2021-11-22 2111 1954 157 157 890. BRIDGEBIO PHARMA INC 2020-10-05 2021-11-22 36604 34787 1817 1817 50000. ENTERGY LOUISIANA LLC CALL 11/17/2021 MORT 2020-11-17 2021-11-22 49766 49991 -225 -225 150. KBR INC 2017-03-02 2021-11-22 7009 2275 4734 4734 1150. MISTER CAR WASH INC 2021-11-22 19333 26171 -6838 -6838 440. MISTER CAR WASH INC 2021-11-22 7453 9649 -2196 -2196 700. MISTER CAR WASH INC 2021-11-22 11798 13757 -1959 -1959 150. NEWMARK GROUP INC-CLASS A 2018-01-11 2021-11-22 2645 2395 250 250 50. SPECTRUM BRANDS HLDGS INC 2021-03-05 2021-11-22 5345 4050 1295 1295 125000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2021-06-01 2021-11-22 130161 131866 -1705 -1705 110000. BANK OF AMERICA CORP SER GMTN SUB 2021-10-15 2021-11-23 120552 122167 -1615 -1615 340. BRIDGEBIO PHARMA INC 2020-10-05 2021-11-23 13597 13289 308 308 110. BRIDGEBIO PHARMA INC 2021-11-23 4407 4168 239 239 250. BRIDGEBIO PHARMA INC 2021-11-23 10121 5510 4611 4611 240. BRIDGEBIO PHARMA INC 2020-08-03 2021-11-23 9614 5268 4346 4346 100000. FORD MOTOR COMPANY CALL 03/22/2025 UNSC 2021-03-08 2021-11-23 122587 117029 5558 5558 125. FORTINET INC 2020-04-14 2021-11-23 40597 13495 27102 27102 420. MISTER CAR WASH INC 2021-08-13 2021-11-23 6836 8236 -1400 -1400 550. MISTER CAR WASH INC 2021-11-23 8996 10675 -1679 -1679 269. PAYPAL HOLDINGS INC-W/I 2020-05-13 2021-11-23 50632 38120 12512 12512 169. PAYPAL HOLDINGS INC-W/I 2020-05-13 2021-11-23 32180 23949 8231 8231 30. BRIDGEBIO PHARMA INC 2020-08-03 2021-11-24 1207 658 549 549 30. BRIDGEBIO PHARMA INC 2020-08-03 2021-11-24 1207 658 549 549 410. BRIDGEBIO PHARMA INC 2021-11-24 16554 8968 7586 7586 76. BRIDGEBIO PHARMA INC 2021-11-24 3065 1636 1429 1429 680. MISTER CAR WASH INC 2021-06-25 2021-11-24 11301 12902 -1601 -1601 110. MISTER CAR WASH INC 2021-06-25 2021-11-24 1840 2087 -247 -247 310.484 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND 2020-05-26 2021-11-24 750000 414337 335663 335663 220. MISTER CAR WASH INC 2021-06-25 2021-11-26 3572 4174 -602 -602 410. MISTER CAR WASH INC 2021-06-25 2021-11-26 6638 7779 -1141 -1141 1461. AMADEUS IT GROUP S A ADR 2021-11-29 95549 99600 -4051 -4051 140. MISTER CAR WASH INC 2021-06-25 2021-11-29 2291 2656 -365 -365 390. MISTER CAR WASH INC 2021-06-25 2021-11-29 6377 7400 -1023 -1023 330. MISTER CAR WASH INC 2021-06-25 2021-11-29 5356 6261 -905 -905 100. MISTER CAR WASH INC 2021-11-29 1630 1858 -228 -228 140. MISTER CAR WASH INC 2021-06-25 2021-11-29 2284 2100 184 184 280. NCR CORP 2021-11-29 10957 5660 5297 5297 20. NCR CORP 2020-10-30 2021-11-29 788 404 384 384 850. NCR CORP 2021-11-29 33787 17056 16731 16731 90. NCR CORP 2020-08-07 2021-11-29 3598 1797 1801 1801 1597.15 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2021-11-30 1597 1693 -96 -96 918.89 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2021-11-30 919 981 -62 -62 211.4 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2021-11-30 211 220 -9 -9 1083.46 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2021-11-30 1083 1119 -36 -36 2010.54 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2021-11-30 2011 2104 -93 -93 1657.45 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2021-11-30 1657 1713 -56 -56 2551.61 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2021-11-30 2552 2696 -144 -144 2213.66 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2021-11-30 2214 2307 -93 -93 2888.21 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2021-11-30 2888 2996 -108 -108 3002.7 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2021-11-30 3003 3081 -78 -78 1248.75 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2021-11-30 1249 1293 -44 -44 2013.12 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2021-11-30 2013 2135 -122 -122 542.33 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2021-11-30 542 561 -19 -19 621.15 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2021-11-30 621 647 -26 -26 1612.76 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2021-11-30 1613 1653 -40 -40 1213.45 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2021-11-30 1213 1260 -47 -47 2044.39 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2021-11-30 2044 2106 -62 -62 1530.73 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2021-11-30 1531 1590 -59 -59 713.19 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2021-11-30 713 732 -19 -19 2137.95 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2021-11-30 2138 2263 -125 -125 1484.8 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2021-11-30 1485 1578 -93 -93 2000.73 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2021-11-30 2001 2059 -58 -58 1361.25 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2021-11-30 1361 1368 -7 -7 4510.91 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2021-11-30 4511 4522 -11 -11 798.87 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2021-11-30 799 825 -26 -26 76.87 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2021-11-30 77 77 19.65 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2021-11-30 20 20 28.32 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2021-11-30 28 29 -1 -1 81.38 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2021-11-30 81 82 -1 -1 57.64 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2021-11-30 58 56 2 2 12.19 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2021-11-30 12 12 1319.43 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2021-11-30 1319 1267 52 52 2888.9 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2021-11-30 2889 2824 65 65 187.51 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2021-11-30 188 184 4 4 1096.14 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2021-11-30 1096 1120 -24 -24 3149.14 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2021-11-30 3149 3261 -112 -112 4973.93 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2021-11-30 4974 5421 -447 -447 3619.79 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2021-11-30 3620 3687 -67 -67 5651.65 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2021-11-30 5652 5947 -295 -295 1232.72 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2021-11-30 1233 1277 -44 -44 2815.7 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2021-11-30 2816 2963 -147 -147 2663.1 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2021-11-30 2663 2753 -90 -90 2771.78 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2021-11-30 2772 2935 -163 -163 2580.26 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2021-11-30 2580 2719 -139 -139 3588.23 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2021-11-30 3588 3674 -86 -86 994.19 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2021-11-30 994 998 -4 -4 1704.01 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2021-11-30 1704 1783 -79 -79 3144.02 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2021-11-30 3144 3250 -106 -106 1336.56 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2021-11-30 1337 1320 17 17 1942.2 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2021-11-30 1942 2042 -100 -100 3313.78 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2021-11-30 3314 3322 -8 -8 2892.82 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2021-11-30 2893 2991 -98 -98 245.2 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2021-11-30 245 261 -16 -16 1251.49 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2021-11-30 1251 1280 -29 -29 1290.25 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2021-11-30 1290 1302 -12 -12 1972.7 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2021-11-30 1973 2048 -75 -75 4706.15 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2021-11-30 4706 4725 -19 -19 1126.06 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2021-11-30 1126 1133 -7 -7 2717.58 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2021-11-30 2718 2837 -119 -119 903.21 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2021-11-30 903 949 -46 -46 4869.36 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2021-11-30 4869 5001 -132 -132 844.34 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2021-11-30 844 854 -10 -10 1087.63 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2021-11-30 1088 1167 -79 -79 1790.64 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2021-11-30 1791 1873 -82 -82 691.28 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2021-11-30 691 741 -50 -50 290. NCR CORP 2021-11-30 11354 5785 5569 5569 140. NCR CORP 2020-10-28 2021-11-30 5443 2778 2665 2665 580. NCR CORP 2021-11-30 22640 11492 11148 11148 380. NCR CORP 2021-11-30 14839 7470 7369 7369 5000. USA TREASURY NOTES 01.875% DUE 09/30/202 2021-09-23 2021-11-30 5070 5074 -4 -4 20000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-01-14 2021-11-30 20690 20791 -101 -101 50000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-01-14 2021-11-30 51725 51979 -254 -254 6744.63 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2021-12-01 6745 6835 -90 -90 25000. CANADIAN PACIFIC RAILWAY SEDOL BP9SD44 ISIN US13645RBH66 2021-11-17 2021-12-02 25961 24821 1140 1140 65000. SEMPRA ENERGY CALL 01/01/2023 UNSC 2019-06-25 2021-12-03 66760 65000 1760 1760 2367. SNAP INC - A 2021-09-23 2021-12-06 110480 187676 -77196 -77196 35000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2021-09-20 2021-12-06 38333 38929 -596 -596 35000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-08-30 2021-12-06 37084 37780 -696 -696 840. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S 2021-12-06 61853 32626 29227 29227 20. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S 2019-10-17 2021-12-06 1500 774 726 726 250. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S 2021-12-06 18748 9602 9146 9146 40. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S 2021-12-06 2984 1523 1461 1461 300. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-12-06 17253 12275 4978 4978 623. ADYEN NV-UNSPON ADR SEDOL BJXK4M9 2021-08-03 2021-12-07 17336 17135 201 201 566. AIRBUS SE ADR 2020-02-20 2021-12-07 16792 20319 -3527 -3527 133. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD1 2021-12-07 16596 14127 2469 2469 880. ANGLO AMERICAN PLC-SPONS ADR ADR SEDOL BYYWFP9 2021-10-08 2021-12-07 17346 16298 1048 1048 600. BP PLC SPONSORED ADR 2021-12-07 16554 25881 -9327 -9327 294. BHP LTD SPONSORED ADR 2021-10-08 2021-12-07 17056 16216 840 840 167. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD14 2014-04-07 2021-12-07 17993 5427 12566 12566 1235. COMPAGNIE DE SAINT-UNSP ADR ADR SEDOL B3K9YH2 2014-05-28 2021-12-07 16889 14188 2701 2701 779. DAIFUKU CO LTD - UNSP ADR ADR SEDOL BHWGWY2 2021-02-24 2021-12-07 16787 19700 -2913 -2913 280. DASSAULT SYSTEMS SA SPON ADR 2004-08-09 2021-12-07 16869 1190 15679 15679 280. DEUTSCHE POST AG SPON ADR 2013-09-19 2021-12-07 17288 8962 8326 8326 641. EQUINOR ASA SPONSORED ADR SEDOL BF4K3J0 2021-10-08 2021-12-07 16951 16752 199 199 814. FANUC CORP ADR 2016-08-19 2021-12-07 17074 14069 3005 3005 115. HOYA CORP SPONSORED ADR 2021-11-29 2021-12-07 18359 18247 112 112 218. JD.COM INC-ADR ADR SEDOL BMM27D9 2017-10-24 2021-12-07 17091 8428 8663 8663 178. L OREAL CO UNSPONSORED ADR 2021-12-07 16989 5610 11379 11379 190. LVMH MOET HENNESSY LOUIS ADR 2008-12-09 2021-12-07 31005 2374 28631 28631 275. MEITUAN UNSP ADR 2021-06-25 2021-12-07 17514 23452 -5938 -5938 154. NETEASE INC SPON ADR 2021-12-07 16494 8680 7814 7814 204. NOVARTIS AG SPONSORED ADR 2021-12-07 16484 10922 5562 5562 157. NOVO NORDISK A S ADR 2011-02-17 2021-12-07 17258 3839 13419 13419 100. ONTO INNOVATION INC 2020-02-27 2021-12-07 9869 3210 6659 6659 1151. BANK RAKYA INDONESIA UNSPON ADR 2016-06-06 2021-12-07 16965 9168 7797 7797 995. RECKITT BENCKISER-SPON ADR ADR SEDOL B93K0B0 2021-12-07 16333 19097 -2764 -2764 2005. RECRUIT HOLDINGS CO LTD-ADR ADR SEDOL BF43JH9 2020-03-06 2021-12-07 25634 14213 11421 11421 369. ROYAL DUTCH SHELL PLC ADR A 2012-07-26 2021-12-07 16415 24727 -8312 -8312 560. SAFRAN SA UNSPON ADR 2013-10-31 2021-12-07 16666 8994 7672 7672 124. SAP SE SPONSORED ADR 2021-12-07 16690 5505 11185 11185 14. SHOPIFY INC - A W/I SEDOL BXDZ9Z0 2021-08-03 2021-12-07 21304 21393 -89 -89 50. SILICON MOTION TECHNOL ADR 2020-03-18 2021-12-07 4315 1386 2929 2929 479. TAIWAN SEMICONDUCTOR MTG CO ADR 2012-04-13 2021-12-07 58537 7251 51286 51286 460. TENCENT HOLDINGS LTD UNSPON ADR 2012-04-16 2021-12-07 27368 2717 24651 24651 334. TOTAL FINA S A 2018-03-13 2021-12-07 16525 19478 -2953 -2953 48. ATLASSIAN CORP PLC-CLASS A EXCH 09/30/22 2020-05-14 2021-12-07 18265 8480 9785 9785 630. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S 2021-12-07 50210 19660 30550 30550 50. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S 2020-03-18 2021-12-07 3998 1367 2631 2631 590. MIMECAST LTD MERGED 5/19/22 @ $80.00 P/S 2020-03-18 2021-12-07 46965 16134 30831 30831 70. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-12-07 4210 2831 1379 1379 78. ASML HOLDING NV-NY SEDOL B908F01 2009-06-24 2021-12-07 62779 2115 60664 60664 102. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN7 2019-01-24 2021-12-07 24280 8589 15691 15691 5696.767 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2021-12-08 5905 5579 326 326 50. MADISON SQUARE GARDEN ENTERT 2021-12-08 3593 4915 -1322 -1322 50. SILICON MOTION TECHNOL ADR 2020-03-18 2021-12-08 4519 1386 3133 3133 15000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-12-08 13984 13977 7 7 50667.225 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2021-12-10 53030 51935 1095 1095 60. UPWORK INC 2021-06-29 2021-12-10 2031 3597 -1566 -1566 250. UPWORK INC 2021-06-29 2021-12-10 8567 14962 -6395 -6395 280. UPWORK INC 2021-06-29 2021-12-10 9400 16757 -7357 -7357 280. UPWORK INC 2021-12-10 9475 16483 -7008 -7008 280. UPWORK INC 2021-06-28 2021-12-13 9251 15967 -6716 -6716 90. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-12-13 5471 3594 1877 1877 30. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-25 2021-12-13 1801 1194 607 607 40. SMART GLOBAL HOLDINGS INC SEDOL BYPBTG4 2021-01-25 2021-12-13 2400 1591 809 809 100. SAIA INC 2020-07-01 2021-12-14 32256 11111 21145 21145 20. SAIA INC 2020-07-01 2021-12-14 6542 2222 4320 4320 280. TIMKEN COMPANY 2019-10-16 2021-12-14 18208 12284 5924 5924 260. TIMKEN COMPANY 2021-12-14 16901 9709 7192 7192 140. TIMKEN COMPANY 2021-12-14 9095 3949 5146 5146 110. TIMKEN COMPANY 2020-03-20 2021-12-14 7200 3092 4108 4108 260. TIMKEN COMPANY 2021-12-14 16908 7289 9619 9619 561. BEST BUY INC 2020-12-24 2021-12-15 56784 57486 -702 -702 181. BEST BUY INC 2020-11-04 2021-12-15 18321 21637 -3316 -3316 3668.65 CAPITAL ONE PRIME AUTO RECEIVA SERIES 2019 1 CLASS A3 2019-05-21 2021-12-15 3669 3668 1 1 290. COHU INC 2015-11-19 2021-12-15 10667 3648 7019 7019 5010.1 FIFTH THIRD AUTO TRUST SERIES 2019 1 CLASS A3 2019-04-30 2021-12-15 5010 5009 1 1 106. IDEXX LABS INC COM 2021-12-15 63931 56291 7640 7640 100. MUELLER INDUSTRIES INC 2021-12-15 5664 3109 2555 2555 206. POLARIS INDS INC 2021-04-06 2021-12-15 21855 28294 -6439 -6439 200. POLARIS INDS INC 2021-04-06 2021-12-15 21218 27470 -6252 -6252 243. POLARIS INDS INC 2021-04-06 2021-12-15 25794 33376 -7582 -7582 680. TIMKEN COMPANY 2020-03-18 2021-12-15 44258 18683 25575 25575 170. TIMKEN COMPANY 2021-12-15 10913 4653 6260 6260 210. VEEVA SYSTEMS INC-CLASS A 2019-01-30 2021-12-15 55082 22513 32569 32569 40. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 2311614 2018-07-10 2021-12-15 6973 4800 2173 2173 50. AMN HEALTHCARE SERVICES 2020-05-07 2021-12-16 5787 2126 3661 3661 10. COHU INC 2015-11-19 2021-12-16 389 126 263 263 4234.77 GM FINANCIAL SECURITIZED TERM SERIES 2019 2 CLASS A3 2019-04-09 2021-12-16 4235 4234 1 1 150. NEWMARK GROUP INC-CLASS A 2018-01-11 2021-12-16 2500 2395 105 105 10000. NOKIA OYJ SEDOL ISIN US654902AD7 2017-06-05 2021-12-16 10147 9950 197 197 120. TIMKEN COMPANY 2020-03-19 2021-12-16 7953 3243 4710 4710 630. TIMKEN COMPANY 2021-12-16 41701 16852 24849 24849 40. TIMKEN COMPANY 2020-03-19 2021-12-16 2649 982 1667 1667 10. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 2311614 2018-07-10 2021-12-16 1730 1200 530 530 60000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2021-12-17 65782 65997 -215 -215 100. AMN HEALTHCARE SERVICES 2021-12-20 11866 2569 9297 9297 270. ANAPLAN INC 2021-09-27 2021-12-20 11843 17441 -5598 -5598 170. ANAPLAN INC 2021-12-20 7374 10977 -3603 -3603 560. ANAPLAN INC 2021-12-20 24812 36100 -11288 -11288 971. SAP SE SPONSORED ADR 2005-03-16 2021-12-20 132623 39300 93323 93323 10203.17 VERIZON OWNER TRUST SERIES 2019 A CLASS A1 2019-03-05 2021-12-20 10203 10201 2 2 1538.72 VOLKSWAGEN AUTO LOAN ENHANCED SERIES 201 2018-06-27 2021-12-20 1539 1539 260. ANAPLAN INC 2021-12-21 11805 16736 -4931 -4931 10. ANAPLAN INC 2021-09-27 2021-12-21 448 643 -195 -195 590. ANAPLAN INC 2021-12-21 26473 37293 -10820 -10820 1230. ANAPLAN INC 2021-12-21 55663 77036 -21373 -21373 1. ORBITAL ATK XXX-XX-XXXX CLASS ACTION 2001-01-01 2021-12-21 2260 25 2235 2235 95000. NEXTERA ENERGY CAPITAL CALL 03/31/2024 C 2021-11-15 2021-12-22 99671 95000 4671 4671 50. AMN HEALTHCARE SERVICES 2013-06-05 2021-12-23 6103 697 5406 5406 150. METHODE ELECTRS INC CL A 2021-10-28 2021-12-23 7131 6308 823 823 100. ONTO INNOVATION INC 2021-12-23 9870 3183 6687 6687 50. SILICON MOTION TECHNOL ADR 2020-03-18 2021-12-23 4608 1386 3222 3222 50. ONTO INNOVATION INC 2020-05-05 2021-12-27 5112 1578 3534 3534 110000. CVS HEALTH CORP CALL 02/09/2023 UNSC 2021-10-21 2021-12-28 113773 110000 3773 3773 12000. CVS HEALTH CORP CALL 02/09/2023 UNSC 2019-02-01 2021-12-28 12412 12000 412 412 150. LEXINGTON CORPORATION PROPERTIES TRUST 2020-05-12 2021-12-28 2344 1404 940 940 50. SILICON MOTION TECHNOL ADR 2020-03-18 2021-12-28 4680 1386 3294 3294 50. SILICON MOTION TECHNOL ADR 2020-03-18 2021-12-29 4756 1386 3370 3370 50. ELBIT SYSTEMS LTD ISIN IL0010811243 SEDOL 2311614 2021-12-29 8731 5959 2772 2772 150. NEWMARK GROUP INC-CLASS A 2018-01-11 2021-12-30 2786 2395 391 391 50. SILICON MOTION TECHNOL ADR 2020-03-18 2021-12-30 4738 1386 3352 3352 5000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-03-30 2021-12-30 5150 5187 -37 -37 25000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2021-12-30 25752 25935 -183 -183 689.56 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2021-12-31 690 731 -41 -41 385.01 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2021-12-31 385 411 -26 -26 1447.84 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2021-12-31 1448 1504 -56 -56 1077.64 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2021-12-31 1078 1113 -35 -35 1891.31 FEDERAL HOME LOAN MTG CORP POOL SB0093 2020-07-07 2021-12-31 1891 1978 -87 -87 1342.93 FEDERAL HOME LN MTG ASSN POOL QB3678 2020-09-11 2021-12-31 1343 1387 -44 -44 2162.97 FEDERAL HOME LOAN MTG CORP POOL RA2332 2020-08-19 2021-12-31 2163 2285 -122 -122 2400.7 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2021-12-31 2401 2502 -101 -101 3238.35 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-11-18 2021-12-31 3238 3359 -121 -121 2860.23 FEDERAL HOME LOAN MTG CORP POOL RA6132 2021-10-12 2021-12-31 2860 2934 -74 -74 399.32 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2021-12-31 399 414 -15 -15 1272. FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2021-12-31 1272 1349 -77 -77 779.04 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2021-12-31 779 806 -27 -27 1704.45 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2021-12-31 1704 1776 -72 -72 2639.34 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2021-12-31 2639 2740 -101 -101 1661.27 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2021-12-31 1661 1711 -50 -50 3175.93 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2021-12-31 3176 3298 -122 -122 251.42 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2021-12-31 251 258 -7 -7 1192.57 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2021-12-31 1193 1262 -69 -69 3142.02 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2021-12-31 3142 3340 -198 -198 668.35 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2021-12-31 668 688 -20 -20 1338.06 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2021-12-31 1338 1345 -7 -7 1772.52 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2021-12-31 1773 1777 -4 -4 923.75 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2021-12-31 924 954 -30 -30 84.03 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2021-12-31 84 84 82.48 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2021-12-31 82 84 -2 -2 29.46 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2021-12-31 29 30 -1 -1 81.79 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2021-12-31 82 82 42.53 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2021-12-31 43 41 2 2 12.17 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2021-12-31 12 12 1315.8 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2021-12-31 1316 1264 52 52 2390.28 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2021-12-31 2390 2337 53 53 3791.23 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2021-12-31 3791 3873 -82 -82 2214.05 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2021-12-31 2214 2292 -78 -78 3271.18 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2021-12-31 3271 3564 -293 -293 4472.28 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2021-12-31 4472 4555 -83 -83 3143.9 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2021-12-31 3144 3308 -164 -164 1339.49 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2021-12-31 1339 1387 -48 -48 2595.92 FEDERAL NATL MTG ASSN POOL CA7734 2020-11-20 2021-12-31 2596 2732 -136 -136 1343.55 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2021-12-31 1344 1389 -45 -45 2581.54 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2021-12-31 2582 2733 -151 -151 2155.33 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2021-12-31 2155 2271 -116 -116 3537.24 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2021-12-31 3537 3621 -84 -84 1200.49 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2021-12-31 1200 1205 -5 -5 1211.61 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2021-12-31 1212 1268 -56 -56 1897.1 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2021-12-31 1897 1961 -64 -64 766.95 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2021-12-31 767 757 10 10 1005.78 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2021-12-31 1006 1058 -52 -52 1100.53 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2021-12-31 1101 1103 -2 -2 1783.52 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2021-12-31 1784 1844 -60 -60 569.38 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2021-12-31 569 605 -36 -36 1153.34 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2021-12-31 1153 1180 -27 -27 1654.47 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2021-12-31 1654 1669 -15 -15 1467.62 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2021-12-31 1468 1524 -56 -56 2981.4 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2021-12-31 2981 2993 -12 -12 955.38 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2021-12-31 955 961 -6 -6 2889.34 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2021-12-31 2889 3016 -127 -127 938.28 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2021-12-31 938 986 -48 -48 228.75 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2021-12-31 229 235 -6 -6 779.12 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2021-12-31 779 788 -9 -9 715.83 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2021-12-31 716 768 -52 -52 2278.93 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2021-12-31 2279 2383 -104 -104 682.3 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2021-12-31 682 732 -50 -50 35. ONTO INNOVATION INC 2020-05-05 2021-12-31 3581 1104 2477 2477 18000. SOUTHWESTERN ENERGY CO CALL 10/23/2024 @ 100.000 UNSC 2018-10-17 2021-12-31 19890 17640 2250 2250 1. OTHER ASSETS 2000-01-01 2021-12-31 997134 1 997133 997133 17300533 359641 0 359641 0 359641 286320 0 191568 477888 X 237 118010 118010 0 false false false false false true true false true true OH false false false false false true www.garfoundation.com PNC BANK N A 4128076123 116 ALLEGHENY CENTER MALL PITTSBURGH PA 15212 false false false false true false false false false false false false false false false false false false false false false false PNC BANK N A 116 ALLEGHENY CENTER MALL PITTSBURGH PA 15212 CO-TRUSTEE 50 962413 THOMAS G KNOLL 277 E MILL STREET AKRON OH 44308 CO-TRUSTEE 1 6300 LAURA CULP 277 E MILL STREET AKRON OH 44308 CO-TRUSTEE 1 2925 CHRISTINE A MAYER 227 E MILL STREET AKRON OH 44308 PRESIDENT 40 317436 29792 KIRSTIN S TOTH 227 E MILL STREET AKRON OH 44308 SENIOR VICE PRESIDEN 40 241636 9095 ROBERT LEHR 227 E MILL STREET AKRON OH 44308 SR PROGRAM OFFICER 40 97382 8397 LISA M YATES 227 E MILL STREET AKRON OH 44308 OPERATION MANAGER 40 81627 14258 JESSICA A CHEROK 227 E MILL STREET AKRON OH 44308 GRANTS MANAGER 40 71641 9489 0 WESTFIELD CAPITAL MANAGEMENT ONE FINANCIAL CTR BOSTON MA 02110 INVESTMENT MANAGEMEN 136395 FISHER INVESTMENTS 13100 SKYLINE BLVD WOODSIDE CA 94062 INVESTMENT MANAGEMEN 136556 SYSTEMATIC FINANCIAL MGMT 300 FRANK W BURR BLVD TEANECK NJ 07666 INVESTMENT MANAGEMEN 99517 THE LONDON COMPANY 1800 BAYBERRY CT 301 RICHMOND VA 23226 INVESTMENT MANAGEMEN 106962 0 193695945 0 0 193695945 0 0 193695945 2905439 190790506 9539525 9539525 359641 359641 9179884 92500 9272384 0 9272384 9540755 0 0 0 0 9540755 9272384 0 0 617635 266622 691676 354627 510687 2441247 9540755 0 0 0 9272384 268371 0 0 2709618 0 0 0 0 0 0 617635 2091983 266622 691676 354627 510687 268371 SEE WEBSITE WWW GARFOUNDATION ORG 277 EAST MILL STREET AKRON OH 44308 3305762926 SEE THE FOUNDATION'S WEBSITE: WWW.GARFOUNDATION.ORG SEE THE FOUNDATION'S WEBSITE: WWW.GARFOUNDATION.ORG SEE THE FOUNDATION'S WEBSITE: WWW.GARFOUNDATION.ORG RECIPIENT STATEMENT ATTACHED 116 ALLEGHENY CENTER MALL PITTSBURGH PA 15212 NONE PC GENERAL SUPPORT 7174986 7174986 14 2259554 14 8386 18 17300533 PARTNERSHIP K-1 900099 258603 11 7383156 OTHER INCOME 11 67786 FOREIGN TAX REFUND 11 630 258603 27020045 27278648 false false false false false false false false false false AUDIT & ACCOUNTING FEES (ALLOC 83500 83500 FILING SYSTEM 2006-09-01 5599 5506 M10 10 FURNITURE 2009-09-01 149599 79787 M10 10 RUGS 2009-09-01 6668 3557 M10 10 AV EQUIPMENT 2009-09-01 122881 65536 M10 10 A/C UNIT FOR AV CL 2009-11-14 6420 3281 M10 10 FURNITURE 2010-08-18 2783 1391 M10 10 LOFT 2011-01-12 11250 4073 M27 27 409 15 LAP TOP COMPUTE 2012-01-01 15450 15450 M3 3 277 EAST MILL STRE 2015-01-09 3792570 579540 M39 39 97241 The 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. 001055BJ0 AFLAC INC CALL 01/01 69253 66139 00206RDR0 AT&T INC CALL 09/01/ 41782 49476 00206RKD3 AT&T INC CALL 08/01/ 39981 38886 00287YAR0 ABBVIE INC CALL 11/1 42421 47849 00287YAS8 ABBVIE INC CALL 11/1 46829 49625 00287YCS6 ABBVIE INC SER WI CA 65002 65060 023135AP1 AMAZON.COM INC CALL 24293 25542 023135BT2 AMAZON.COM INC CALL 98977 95214 024836AB4 AMERICAN CAMPUS CMNT 105110 112140 025816BR9 AMERICAN EXPRESS CO 03027XAJ9 AMERICAN TOWER CORP 173326 169153 03027XBC3 AMERICAN TOWER CORP 24856 24071 032095AK7 AMPHENOL CORP CALL 0 03522AAH3 ANHEUSER-BUSCH CO/IN 128208 150851 037833AL4 APPLE INC UNSC 36063 47103 06051GFH7 BANK OF AMERICA CORP 122892 123264 06051GFU8 BANK OF AMERICA CORP 06051GJH3 BANK OF AMERICA SER 06738EBB0 BARCLAYS PLC SR UNSE 080555AE5 BELO CORPORATION SR 62147 70050 084659AP6 BERKSHIRE HATHAWAY E 99177 111883 084659AS0 BERKSHIRE HATHAWAY E 084664CQ2 BERKSHIRE HATHAWAY F 49747 60675 097023CS2 BOEING CO CALL 04/01 099724AM8 BORGWARNER INC SER 1 10373QAY6 BP CAP MARKETS AMERI 110122CQ9 BRISTOL-MYERS SQUIBB 49829 59143 110122DS4 BRISTOL-MYERS SQUIBB 12189LAS0 BURLINGTN NORTH SANT 50798 52256 12513GBF5 CDW LLC/CDW FINANCE 50119 50447 12592BAH7 CNH INDUSTRIAL CAP L 75080 75670 126650CV0 CVS HEALTH CORP CALL 126650CY4 CVS HEALTH CORP CALL 36310 36518 141781BL7 CARGILL INC SER 144A 15135BAR2 CENTENE CORP SER WI 116944 119888 161175AZ7 CHARTER COMM OPT LLC 100000 129175 16411QAD3 CHENIERE ENERGY PART 166764BZ2 CHEVRON CORP CALL 11 17252MAK6 CINTAS CORP NO.2 COM 172967JL6 CITIGROUP INC SUB 46475 48024 172967LM1 CITIGROUP INC SR UNS 149144 156862 172967LV1 CITIGROUP INC SR UNS 172967MG3 CITIGROUP INC SER U 25000 25750 172967MK4 CITIGROUP INC SERIES 25000 25255 20030NBP5 COMCAST CORP CALL 02 5230 5992 20030NCJ8 COMCAST CORP CALL 09 85376 84878 20825CAQ7 CONOCOPHILLIPS NOTES 50210 58106 209115AE4 CONSOLIDATED EDISON 129977 128937 22822VAB7 CROWN CASTLE INTL CO 61267 60194 22822VAE1 CROWN CASTLE INTL CO 23283PAR5 CYRUSONE LP/CYRUSONE 79813 86769 23311VAG2 DCP MIDSTREAM OPERAT 233851DR2 DAIMLER FINANCE NA L 149992 150612 247361ZU5 DELTA AIR LINES INC 39841 40786 25160PAC1 DEUTSCHE BANK NY SED 25277LAA4 DIAMOND SPORTS GR/DI 25278XAH2 DIAMONDBACK ENERGY I 254687EH5 WALT DISNEY COMPANY/ 65346 66701 260543CL5 DOW CHEMICAL CO/THE 46332 48350 26078JAB6 DOWDUPONT INC CALL 1 263534CP2 E.I. 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184459 204218 055622104 BP PLC SPONSORED ADR 216157 162976 056752108 BAIDU INC 106320 97755 064058100 BANK NEW YORK MELLON 220840 313284 064520109 THE BANK OF PRINCETO 49254 46928 084670702 BERKSHIRE HATHAWAY I 461739 957996 084680107 BERKSHIRE HILLS BANC 65603 103770 088606108 BHP GROUP LTD SPONSO 173928 221726 090572207 BIO RAD LABORATORIES 70983 219115 149123101 CATERPILLAR INC 103052 91379 171340102 CHURCH & DWIGHT INC 376068 438905 233802107 DAIFUKU CO LTD - UNS 88967 72013 253393102 DICK'S SPORTING GOOD 76362 84058 25432X102 DIME CMNTY BANCSHARE 68457 108996 291011104 EMERSON ELECTRIC CO 73377 78932 292562105 ENCORE WIRE CORP 165117 220374 29260Y109 ENDEAVOR GROUP HOLD- 201333 240043 302492103 FLYWIRE CORP-VOTING 166727 132449 337738108 FISERV INC 403937 386929 338307101 FIVE9 INC 124565 105736 38141G104 GOLDMAN SACHS GROUP 60643 68859 452327109 ILLUMINA INC 205863 198590 46120E602 INTUITIVE SURGICAL I 170887 256540 46185L103 INVITAE CORP 184492 82000 55305B101 M / I HOMES INC 177152 189214 55379N106 M3 INC - UNSP ADR SE 246758 149185 58533E103 MEITUAN UNSP ADR 106652 79893 58733R102 MERCADOLIBRE INC 176922 177989 600544100 MILLERKNOLL INC 7496 7838 635906100 NATIONAL HEALTHCARE 28233 27176 679580100 OLD DOMINION FGHT LI 244391 385975 68404L201 OPTION CARE HEALTH I 291584 375124 688239201 OSHKOSH CORPORATION 39644 39449 69047Q102 OVINTIV INC SEDOL BJ 87083 94360 69327R101 PDC ENERGY INC 184175 208778 69404D108 PACIFIC BIOSCIENCES 154130 95548 701094104 PARKER HANNIFIN CORP 77522 82711 74624M102 PURE STORAGE INC - C 188946 304343 74762E102 QUANTA SVCS INC 99023 120508 75321W103 RANPAK HOLDINGS CORP 133946 240888 79589L106 SAMSARA INC-CL A 89640 99228 816850101 SEMTECH CORP 124313 160963 82509L107 SHOPIFY INC - A W/I 170932 176306 82837P408 SILVERGATE CAPITAL C 90251 108186 83200N103 SMARTSHEET INC 259979 298183 85914M107 STEPSTONE GROUP INC- 139878 128867 87724P106 TAYLOR MORRISON HOME 159695 188225 88554D205 3D SYS CORP DEL NEW 75072 50834 887399103 TIMKENSTEEL CORP 73411 89100 898349204 TRUSTCO BK CORP NY 89037 101596 907818108 UNION PACIFIC CORP 102488 122690 971378104 WILLSCOT MOBILE MINI 229835 242181 974155103 WINGSTOP INC 149852 158976 98139A105 WORKIVA INC 188078 180076 98978V103 ZOETIS INC 94912 101028 G0750C108 AXALTA COATING SYSTE 162061 175536 G1890L107 CAPRI HLDGS LTD SEDO 70234 78541 G8232Y101 SMART GLOBAL HOLDING 72056 134171 G9059U107 TRINSEO PLC SEDOL BP 47809 55083 G98239109 XP INC - CLASS A SED 11939 8335 N70544106 PLAYA HOTELS & RESOR 178554 201814 00724F101 ADOBE INC 156817 146301 009066101 AIRBNB INC-CLASS A 135595 119706 02079K107 ALPHABET INC/CA-CL C 384189 422464 023135106 AMAZON COM INC 526330 490148 037833100 APPLE INC 425823 512822 040413106 ARISTA NETWORKS INC 90201 141450 125269100 CF INDUSTRIES HOLDIN 201195 281563 19260Q107 COINBASE GLOBAL INC 32010 23723 20825C104 CONOCOPHILLIPS 171082 199000 22160K105 COSTCO WHOLESALE COR 83999 115811 235851102 DANAHER CORP 192676 222411 30303M102 META PLATFORMS INC 295231 289934 38141G104 GOLDMAN SACHS GROUP 191439 199309 45866F104 INTERCONTINENTAL EXC 125537 138411 461202103 INTUIT SOFTWARE 177929 219338 46120E602 INTUITIVE SURGICAL I 180655 203723 57636Q104 MASTERCARD INC CL A 184334 176426 594918104 MICROSOFT CORP 372832 445960 64110L106 NETFLIX INC 244966 267483 70438V106 PAYLOCITY HOLDING CO 103450 125873 70450Y103 PAYPAL HOLDINGS INC 229080 145772 771049103 ROBLOX CORP - CLASS 31635 32599 81762P102 SERVICE NOW INC 144628 167470 824348106 SHERWIN-WILLIAMS CO 78198 97196 866674104 SUN CMNTYS INC 179136 202831 88160R101 TESLA INC 175463 263138 88339J105 TRADE DESK INC/THE-C 158143 204907 90384S303 ULTA BEAUTY INC 129184 149267 907818108 UNION PACIFIC CORP 141930 156952 91324P102 UNITEDHEALTH GROUP I 145115 172736 12898809 13161595 FILING SYSTEM 5599 5506 93 FURNITURE 149599 79787 69812 RUGS 6668 3557 3111 AV EQUIPMENT 122881 65536 57345 A/C UNIT FOR AV CL 6420 3281 3139 FURNITURE 2783 1391 1392 LOFT 11250 4482 6768 15 LAP TOP COMPUTE 15450 15450 277 EAST MILL STRE 3792570 676781 3115789 128119880 CALAMOS MARKET NEUTR AT COST 6546805 7036727 00143W859 INVESCO DEVELOPING M AT COST 4613904 6234989 00143W875 INVESCO DEVELOPING M AT COST 728811 894648 09260B382 BLACKROCK STRATEGIC AT COST 7496714 7512959 14042WAC4 CAPITAL ONE PRIME AU AT COST 26166 26365 25264S833 DIAMOND HILL LONG-SH AT COST 5236660 5776815 31680YAD9 FIFTH THIRD AUTO TRU AT COST 31797 31989 36257FAD2 GM FINANCIAL SECURIT AT COST 30376 30571 46137V357 INVESCO S&P 500 EQUA AT COST 2227464 5557750 74255L696 PRINCIPAL GL MULT ST AT COST 5495652 5570024 74439A509 PGIM GLOBAL TOTAL RE AT COST 3359815 3196879 78462F103 SPDR S&P 500 ETF TRU AT COST 1609730 4647484 92347YAA2 VERIZON OWNER TRUST AT COST 44730 44984 92868LAD3 VOLKSWAGEN AUTO LOAN LEGAL FEES - PRINCIPAL (ALLOCA 7701 7701 XXX-XX-XXXX BPEA IV,LP 1 UNIT = 1225580 1467698 2313402 XXX-XX-XXXX TOWNSEND REAL ESTATE 460000 1145368 1108602 XXX-XX-XXXX HARBOURVEST 2014 GLO 605542 517996 1270049 XXX-XX-XXXX PERENNIAL REAL ESTAT 788514 1151274 1198414 XXX-XX-XXXX COMMONFUND CAPITAL S 920000 1245411 2371192 XXX-XX-XXXX EARLY STAGE PARTNERS 394787 166496 167476 XXX-XX-XXXX ACADIAN NON-US FOCUS 8126831 16185871 17314081 XXX-XX-XXXX BROOKE PRIVATE EQUIT 799071 182617 469107 XXX-XX-XXXX EARLY STAGE PARTNERS 750234 531176 397761 XXX-XX-XXXX PRIVATE EQUITY PARTN 1778151 1725994 397197 XXX-XX-XXXX NEO CAPITAL FUND, LP 305117 253976 567999 XXX-XX-XXXX PERENNIAL REAL ESTAT 20039 23789 89525 XXX-XX-XXXX DRAPER TRIANGLE VENT 717417 41133 3332 XXX-XX-XXXX PERENNIAL REAL ESTAT 724627 508164 566747 XXX-XX-XXXX BPEA SMALL BUYOUT AN 549797 299687 738016 XXX-XX-XXXX BPEA III, LP 1 UNIT 1359446 989011 2426200 XXX-XX-XXXX PERENNIAL REAL ESTAT 1467372 1049064 1286215 XXX-XX-XXXX MAI MANAGED VOLATILI 4832498 6251327 8194798 XXX-XX-XXXX BPEA V LP 1 UNIT = 1 440939 892846 463582 XXX-XX-XXXX COMMONFUND CAPITAL S 672861 672861 PARTNERSHIP DISTRIBUTION TIMING ADJS' 1982622 RETURN OF CAPITAL ADJUSTMENT 15712 WASH SALES ADJUSTMENT 205852 2021 TRANSACTION POSTED IN 2022 61254 ACCRUED INTEREST POSTING BEFORE YEAR END 8322 COST BASIS ADJUSTMENT 5094 OTHER NON-ALLOCABLE EXPENSE - 97461 0 97461 OTHER NON-ALLOCABLE EXPENSE - 321 0 321 OTHER EXPENSE (NON-DEDUCTIBLE 597 0 597 STATE FILING FEES 200 0 200 MEMBERSHIP RENEWAL FEES 17875 0 17875 GRANTMAKING FEES 48280 0 48280 OFFICE EXPENSES 483623 0 483623 ADR SERVICE FEES 15053 15053 0 PARTNERSHIP - EXPENSE 584363 584363 0 PARTNERSHIP K-1 INCOME 7641759 7383156 PRIVATE EQUITY PARTNERS 2005 OFFSHORE LP 54286 54286 PERENNIAL REAL ESTATE FUND LP 13500 13500 FOREIGN TAX REFUNDS 630 630 PY COST BASIS ADJ FOR PARTNERSHIPS 6262266 RECOVERY OF PRIOR YEAR GRANTS 92500 ADJUSTMENT TO INCOME 8448 2020 TRANSACTION POSTED IN 2021 52778 2020 SALES POSTED IN 2021 24357 2021 SALES POSTED IN 2022 7357 NON-PNC CONSULTING FEES 102345 102345 US TREASURY 261708 0 0 REAL ESTATE TAXES 1357 0 1357 FOREIGN TAXES WITHHELD 43832 43832 0