GAR FOUNDATION: Form 990PF, tax year 2019

View the entire original 990 at ProPublica ↗

Organization
GAR FOUNDATION (EIN 34-6577710)
Tax period
2019-01-01 to 2019-12-31
Filed
2020-11-10
IRS object ID
202033159349101988
Schema version
2019v5.0
Source
Download XML · Original 990 at ProPublica

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

Return header ReturnHeader

FieldValueIRS element (for citing)
Return2020-11-10T17:00:54-06:00ReturnTs
Tax Period End2019-12-31TaxPeriodEndDt

Preparer Firm PreparerFirmGrp

FieldValueIRS element (for citing)
Preparer Firm EIN346565596PreparerFirmEIN

Preparer Firm Name PreparerFirmName

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

Preparer US Address PreparerUSAddress

FieldValueIRS element (for citing)
Address Line1155 N WACKER DRAddressLine1Txt
CityCHICAGOCityNm
State AbbreviationILStateAbbreviationCd
ZIP60606ZIPCd
FieldValueIRS element (for citing)
Return Type990PFReturnTypeCd
Tax Period Begin2019-01-01TaxPeriodBeginDt

Filer Filer

FieldValueIRS element (for citing)
EIN346577710EIN

Business Name BusinessName

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

US Address USAddress

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

Business Officer BusinessOfficerGrp

FieldValueIRS element (for citing)
PersonPNC BANK N A BYPersonNm
Person TitleVICE PRESIDENTPersonTitleTxt
Phone4128076123PhoneNum
Signature2020-10-27SignatureDt
Discuss With Paid PreparerYes (true)DiscussWithPaidPreparerInd

Preparer Person PreparerPersonGrp

FieldValueIRS element (for citing)
Preparer PersonJACOB J ZEHNDERPreparerPersonNm
PTINP01564049PTIN
Phone8445222059PhoneNum
Preparation2020-10-27PreparationDt

Filing Security Information FilingSecurityInformation

IP Address IPAddress

FieldValueIRS element (for citing)
I Pv4 Address199.52.13.132IPv4AddressTxt
FieldValueIRS element (for citing)
Filing License TypePFilingLicenseTypeCd
At Submission Creation Device IdFB760D08B596925F3C7C684292A7111CF2B65F4BAtSubmissionCreationDeviceId
At Submission Filing Device IdFA973DAF0791833A04EC82BC764542BE9CF6203EAtSubmissionFilingDeviceId
FieldValueIRS element (for citing)
Tax2019TaxYr
Build TS2021-04-22 16:20:28ZBuildTS

Form 990-PF IRS990PF

FieldValueIRS element (for citing)
Organization501c3 Exempt PFYes (X)Organization501c3ExemptPFInd
FMV Assets EOY$171,235,149FMVAssetsEOYAmt
Method Of Accounting AccrualYes (X)MethodOfAccountingAccrualInd

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

FieldValueIRS element (for citing)
Schedule B Not RequiredYes (X)ScheduleBNotRequiredInd
Dividends Rev And Expnss$2,737,086DividendsRevAndExpnssAmt
Dividends Net Invst Incm$2,919,352DividendsNetInvstIncmAmt
Gross Rents Rev And Expnss$25,404GrossRentsRevAndExpnssAmt
Gross Rents Net Invst Incm$25,404GrossRentsNetInvstIncmAmt
Net Rental Income Or Loss$25,404NetRentalIncomeOrLossAmt
Net Gain Sale Ast Rev And Expnss$5,416,403NetGainSaleAstRevAndExpnssAmt
Gross Sales Price$53,979,322GrossSalesPriceAmt
Cap Gain Net Incm Net Invst Incm$5,416,403CapGainNetIncmNetInvstIncmAmt
Net ST Capital Gain Adj Net Incm$0NetSTCapitalGainAdjNetIncmAmt
Other Income Rev And Expnss$81,040OtherIncomeRevAndExpnssAmt
Other Income Net Invst Incm-$793,475OtherIncomeNetInvstIncmAmt
Total Rev And Expnss$8,259,933TotalRevAndExpnssAmt
Total Net Invst Incm$7,567,684TotalNetInvstIncmAmt
Comp Ofcr Dir Trst Rev And Expnss$345,827CompOfcrDirTrstRevAndExpnssAmt
Comp Ofcr Dir Trst Net Invst Incm$167,058CompOfcrDirTrstNetInvstIncmAmt
Comp Ofcr Dir Trst Dsbrs Chrtbl$172,913CompOfcrDirTrstDsbrsChrtblAmt
Oth Empl Slrs Wgs Rev And Expnss$894,000OthEmplSlrsWgsRevAndExpnssAmt
Oth Empl Slrs Wgs Net Invst Incm$0OthEmplSlrsWgsNetInvstIncmAmt
Oth Empl Slrs Wgs Adj Net Incm$0OthEmplSlrsWgsAdjNetIncmAmt
Oth Empl Slrs Wgs Dsbrs Chrtbl$894,000OthEmplSlrsWgsDsbrsChrtblAmt
Pension Empl Bnft Rev And Expnss$7,500PensionEmplBnftRevAndExpnssAmt
Pension Empl Bnft Net Invst Incm$0PensionEmplBnftNetInvstIncmAmt
Pension Empl Bnft Adj Net Incm$0PensionEmplBnftAdjNetIncmAmt
Pension Empl Bnft Dsbrs Chrtbl$7,500PensionEmplBnftDsbrsChrtblAmt
Legal Fees Dsbrs Chrtbl$0LegalFeesDsbrsChrtblAmt
Accounting Fees Rev And Expnss$67,031AccountingFeesRevAndExpnssAmt
Accounting Fees Net Invst Incm$0AccountingFeesNetInvstIncmAmt
Accounting Fees Adj Net Incm$0AccountingFeesAdjNetIncmAmt
Accounting Fees Chrtbl Prps$67,031AccountingFeesChrtblPrpsAmt
Other Prof Fees Rev And Expnss$526,946OtherProfFeesRevAndExpnssAmt
Other Prof Fees Net Invst Incm$490,696OtherProfFeesNetInvstIncmAmt
Other Prof Fees Dsbrs Chrtbl$36,250OtherProfFeesDsbrsChrtblAmt
Interest Dsbrs Chrtbl$0InterestDsbrsChrtblAmt
Taxes Rev And Expnss$232,563TaxesRevAndExpnssAmt
Taxes Net Invst Incm$42,878TaxesNetInvstIncmAmt
Taxes Dsbrs Chrtbl$0TaxesDsbrsChrtblAmt
Deprec And Dpltn Rev And Expnss$97,650DeprecAndDpltnRevAndExpnssAmt
Deprec And Dpltn Net Invst Incm$0DeprecAndDpltnNetInvstIncmAmt
Trav Conf Meeting Rev And Expnss$5,094TravConfMeetingRevAndExpnssAmt
Trav Conf Meeting Net Invst Incm$0TravConfMeetingNetInvstIncmAmt
Trav Conf Meeting Adj Net Incm$0TravConfMeetingAdjNetIncmAmt
Trav Conf Meeting Dsbrs Chrtbl$5,094TravConfMeetingDsbrsChrtblAmt
Printing And Pub Net Invst Incm$0PrintingAndPubNetInvstIncmAmt
Printing And Pub Adj Net Incm$0PrintingAndPubAdjNetIncmAmt
Other Expenses Rev And Expnss$722,177OtherExpensesRevAndExpnssAmt
Other Expenses Net Invst Incm$299,941OtherExpensesNetInvstIncmAmt
Other Expenses Dsbrs Chrtbl$603,759OtherExpensesDsbrsChrtblAmt
Tot Opr Expenses Rev And Expnss$2,898,788TotOprExpensesRevAndExpnssAmt
Tot Opr Expenses Net Invst Incm$1,000,573TotOprExpensesNetInvstIncmAmt
Tot Opr Expenses Adj Net Incm$0TotOprExpensesAdjNetIncmAmt
Tot Opr Expenses Dsbrs Chrtbl$1,786,547TotOprExpensesDsbrsChrtblAmt
Contri Paid Rev And Expnss$6,560,872ContriPaidRevAndExpnssAmt
Contri Paid Dsbrs Chrtbl$6,560,872ContriPaidDsbrsChrtblAmt
Total Expenses Rev And Expnss$9,459,660TotalExpensesRevAndExpnssAmt
Total Expenses Net Invst Incm$1,000,573TotalExpensesNetInvstIncmAmt
Total Expenses Adj Net Incm$0TotalExpensesAdjNetIncmAmt
Total Expenses Dsbrs Chrtbl$8,347,419TotalExpensesDsbrsChrtblAmt
Excess Revenue Over Expenses-$1,199,727ExcessRevenueOverExpensesAmt
Net Investment Income$6,567,111NetInvestmentIncomeAmt
Adjusted Net Income$0AdjustedNetIncomeAmt

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

FieldValueIRS element (for citing)
Sav And Temp Cash Invst BOY$4,629,242SavAndTempCashInvstBOYAmt
Sav And Temp Cash Invst EOY$5,583,246SavAndTempCashInvstEOYAmt
Sav And Temp Cash Invst EOYFMV$5,583,246SavAndTempCashInvstEOYFMVAmt
Acct Rcvbl EOY$0AcctRcvblEOYAmt
Acct Rcvbl EOYFMV$0AcctRcvblEOYFMVAmt
Other Rcvbl Allwnc Dbtfl Acct$0OtherRcvblAllwncDbtflAcctAmt
US Government Obligations BOY$12,814,291USGovernmentObligationsBOYAmt
US Government Obligations EOY$14,412,101USGovernmentObligationsEOYAmt
US Govt Obligations EOYFMV$14,848,567USGovtObligationsEOYFMVAmt
Corporate Stock BOY$48,524,288CorporateStockBOYAmt
Corporate Stock EOY$45,804,603CorporateStockEOYAmt
Corporate Stock EOYFMV$68,469,306CorporateStockEOYFMVAmt
Corporate Bonds BOY$10,451,181CorporateBondsBOYAmt
Corporate Bonds EOY$10,040,920CorporateBondsEOYAmt
Corporate Bonds EOYFMV$10,595,687CorporateBondsEOYFMVAmt
Invst Land Cost Or Other Basis$309,400InvstLandCostOrOtherBasisAmt
Invst Land Accum Depreciation-$3,629,312InvstLandAccumDepreciationAmt
Land Bldg Investments BOY$3,550,399LandBldgInvestmentsBOYAmt
Land Bldg Investments EOY$3,938,712LandBldgInvestmentsEOYAmt
Other Investments BOY$51,501,406OtherInvestmentsBOYAmt
Other Investments EOY$51,821,585OtherInvestmentsEOYAmt
Other Investments EOYFMV$61,342,136OtherInvestmentsEOYFMVAmt
Land Bldg Equip Cost Or Other Bss$3,849,660LandBldgEquipCostOrOtherBssAmt
Land Bldg Equip Accum Deprec$485,963LandBldgEquipAccumDeprecAmt
Land BOY$3,792,570LandBOYAmt
Land EOY$3,363,697LandEOYAmt
Land EOYFMV$3,300,000LandEOYFMVAmt
Other Assets BOY$4,832,498OtherAssetsBOYAmt
Other Assets EOY$4,832,498OtherAssetsEOYAmt
Other Assets EOYFMV$7,096,207OtherAssetsEOYFMVAmt
Total Assets BOY$140,095,875TotalAssetsBOYAmt
Total Assets EOY$139,797,362TotalAssetsEOYAmt
Total Assets EOYFMV$171,235,149TotalAssetsEOYFMVAmt
Other Liabilities EOY$40,473OtherLiabilitiesEOYAmt
Total Liabilities EOY$40,473TotalLiabilitiesEOYAmt
Org Does Not Follow FASB117Yes (X)OrgDoesNotFollowFASB117Ind
Capital Stock BOY$135,693,944CapitalStockBOYAmt
Capital Stock EOY$135,416,777CapitalStockEOYAmt
Additional Paid In Capital BOY$3,550,399AdditionalPaidInCapitalBOYAmt
Additional Paid In Capital EOY$3,452,749AdditionalPaidInCapitalEOYAmt
Retained Earning BOY$851,532RetainedEarningBOYAmt
Retained Earning EOY$887,363RetainedEarningEOYAmt
Tot Net Ast Or Fund Balances BOY$140,095,875TotNetAstOrFundBalancesBOYAmt
Tot Net Ast Or Fund Balances EOY$139,756,889TotNetAstOrFundBalancesEOYAmt
Total Liabilities Net Ast BOY$140,095,875TotalLiabilitiesNetAstBOYAmt
Total Liabilities Net Ast EOY$139,797,362TotalLiabilitiesNetAstEOYAmt

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

FieldValueIRS element (for citing)
Tot Net Ast Or Fund Balances BOY$140,095,875TotNetAstOrFundBalancesBOYAmt
Excess Revenue Over Expenses-$1,199,727ExcessRevenueOverExpensesAmt
Other Increases$860,741OtherIncreasesAmt
Subtotal$139,756,889SubtotalAmt
Other Decreases$0OtherDecreasesAmt
Tot Net Ast Or Fund Balances EOY$139,756,889TotNetAstOrFundBalancesEOYAmt

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (2880 entries)

PropertyPropertyDescAcquiredAcquiredDtSoldSoldDtGross Sales PriceGrossSalesPriceAmtCost Or Other BasisCostOrOtherBasisAmtGain Or LossGainOrLossAmtGains Minus Excess Or LossesGainsMinusExcessOrLossesAmtHow AcquiredHowAcquiredCd
125. CALERES INC2019-06-212019-01-01$3,007$2,351$656$656
75. CALERES INC2019-06-212019-01-01$1,791$1,410$381$381
240.2 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182019-01-01$240$255-$15-$15
1243.69 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022019-01-01$1,244$1,332-$88-$88
365.68 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142019-01-01$366$381-$15-$15
1803.02 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112019-01-01$1,803$1,866-$63-$63
2465.26 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172019-01-01$2,465$2,527-$62-$62
3186.55 FEDERAL NATL MTG ASSN POOL AL26102014-03-142019-01-01$3,187$3,204-$17-$17
606.53 FEDERAL NATL MTG ASSN POOL AL19482014-01-212019-01-01$607$630-$23-$23
3139.93 FEDERAL NATL MTG ASSN POOL AL22422015-05-112019-01-01$3,140$3,341-$201-$201
796.15 FEDERAL NATL MTG ASSN POOL AL31912015-04-282019-01-01$796$832-$36-$36
1614.13 FEDERAL NATL MTG ASSN POOL AL39042014-05-022019-01-01$1,614$1,671-$57-$57
273.07 FEDERAL NATL MTG ASSN POOL AO59402012-06-182019-01-01$273$285-$12-$12
2080.01 FEDERAL NATL MTG ASSN POOL AO76272012-11-052019-01-01$2,080$2,149-$69-$69
1280.23 FEDERAL NATL MTG ASSN POOL AP04952015-05-122019-01-01$1,280$1,332-$52-$52
1754.68 FEDERAL NATL MTG ASSN POOL AP21332014-11-192019-01-01$1,755$1,811-$56-$56
389.24 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202019-01-01$389$405-$16-$16
715.9 FEDERAL NATL MTG ASSN POOL AS38412015-05-202019-01-01$716$738-$22-$22
3010.16 FEDERAL NATL MTG ASSN POOL AS53852015-09-112019-01-01$3,010$3,194-$184-$184
2521.58 FEDERAL NATL MTG ASSN POOL AS61112016-04-152019-01-01$2,522$2,688-$166-$166
1071.5 FEDERAL NATL MTG ASSN POOL AS71552016-06-172019-01-01$1,072$1,105-$33-$33
1542.93 FEDERAL NATL MTG ASSN POOL AS66202017-08-172019-01-01$1,543$1,597-$54-$54
1761.26 FEDERAL NATL MTG ASSN POOL AS73432016-06-092019-01-01$1,761$1,811-$50-$50
5758.2 FEDERAL NATL MTG ASSN POOL AT21272014-11-142019-01-01$5,758$5,774-$16-$16
867.81 FEDERAL NATL MTG ASSN POOL AT78992015-09-152019-01-01$868$898-$30-$30
47.07 FEDERAL NATL MTG ASSN POOL 7250422005-05-122019-01-01$47$47
94.3 FEDERAL NATL MTG ASSN POOL 7287092003-12-182019-01-01$94$96-$2-$2
28.74 FEDERAL NATL MTG ASSN POOL 7351412005-04-292019-01-01$29$29
153.89 FEDERAL NATL MTG ASSN POOL 7391872003-09-102019-01-01$154$155-$1-$1
75.48 FEDERAL NATL MTG ASSN POOL 7450872006-06-082019-01-01$75$73$2$2
117.92 FEDERAL NATL MTG ASSN POOL 8142602005-03-102019-01-01$118$118
879.81 FEDERAL NATL MTG ASSN POOL BC44422018-09-142019-01-01$880$845$35$35
2874.6 FEDERAL NATL MTG ASSN POOL BM32602018-10-042019-01-01$2,875$2,810$65$65
8005.35 FEDERAL NATL MTG ASSN POOL BM43882019-11-222019-01-01$8,005$8,414-$409-$409
2538.32 FEDERAL NATL MTG ASSN POOL BM39542018-06-062019-01-01$2,538$2,486$52$52
1986.14 FEDERAL NATL MTG ASSN POOL BM50242019-07-252019-01-01$1,986$2,008-$22-$22
4794.62 FEDERAL NATL MTG ASSN POOL BM52462019-04-232019-01-01$4,795$4,835-$40-$40
2243.19 FEDERAL NATL MTG ASSN POOL CA08332018-01-252019-01-01$2,243$2,282-$39-$39
6487.42 FEDERAL NATL MTG ASSN POOL CA05492019-08-272019-01-01$6,487$6,792-$305-$305
1447.9 FEDERAL NATL MTG ASSN POOL CA44272019-11-082019-01-01$1,448$1,465-$17-$17
1049.25 FEDERAL NATL MTG ASSN POOL CA48602019-12-062019-01-01$1,049$1,070-$21-$21
196.49 FEDERAL NATL MTG ASSN POOL FM00082019-09-192019-01-01$196$204-$8-$8
2959.19 FEDERAL NATL MTG ASSN POOL FM10002019-08-222019-01-01$2,959$3,029-$70-$70
962.18 FEDERAL NATL MTG ASSN POOL FM12212019-09-192019-01-01$962$996-$34-$34
3892.02 FEDERAL NATL MTG ASSN POOL AB18452019-12-272019-01-01$3,892$4,164-$272-$272
378.69 FEDERAL NATL MTG ASSN POOL AB20772011-04-152019-01-01$379$374$5$5
1795.39 FEDERAL NATL MTG ASSN POOL AB45252012-05-162019-01-01$1,795$1,894-$99-$99
2965.09 FEDERAL NATL MTG ASSN POOL AB78592013-07-112019-01-01$2,965$2,973-$8-$8
1949.59 FEDERAL NATL MTG ASSN POOL AC36682010-10-052019-01-01$1,950$2,020-$70-$70
1490.91 FEDERAL NATL MTG ASSN POOL MA05622014-02-102019-01-01$1,491$1,592-$101-$101
823.07 FEDERAL NATL MTG ASSN POOL MA12362014-09-042019-01-01$823$843-$20-$20
1240.57 FEDERAL NATL MTG ASSN POOL MA14302015-05-122019-01-01$1,241$1,252-$11-$11
937.68 FEDERAL NATL MTG ASSN POOL MA15252016-03-092019-01-01$938$976-$38-$38
1395.5 FEDERAL NATL MTG ASSN POOL MA26712016-10-282019-01-01$1,396$1,463-$67-$67
7907.26 FEDERAL NATL MTG ASSN POOL MA35222018-11-072019-01-01$7,907$8,087-$180-$180
4058.47 FEDERAL NATL MTG ASSN POOL MA28032017-10-192019-01-01$4,058$4,078-$20-$20
4182.19 FEDERAL NATL MTG ASSN POOL MA32102019-03-072019-01-01$4,182$4,200-$18-$18
4690.54 FEDERAL NATL MTG ASSN POOL MA32382019-11-182019-01-01$4,691$4,866-$175-$175
4634.57 FEDERAL NATL MTG ASSN POOL MA33322019-10-232019-01-01$4,635$4,791-$156-$156
6132.81 FEDERAL NATL MTG ASSN POOL MA33842018-10-182019-01-01$6,133$6,142-$9-$9
3009.84 FEDERAL NATL MTG ASSN POOL MA38272019-10-212019-01-01$3,010$3,031-$21-$21
874.86 FEDERAL NATL MTG ASSN POOL MA38962019-12-182019-01-01$875$881-$6-$6
213.81 FEDERAL NATL MTG ASSN POOL AD71342010-07-212019-01-01$214$225-$11-$11
2091.13 FEDERAL NATL MTG ASSN POOL AD63692010-06-222019-01-01$2,091$2,151-$60-$60
1024.87 FEDERAL NATL MTG ASSN POOL AE09812011-10-172019-01-01$1,025$1,038-$13-$13
971.83 GOVT NATL MTG ASSN POOL AA82732012-08-282019-01-01$972$1,047-$75-$75
2185.02 GOVT NATL MTG ASSN POOL 7443712012-02-162019-01-01$2,185$2,354-$169-$169
70. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82018-09-042019-01-02$4,550$4,860-$310-$310
220. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82019-01-02$14,236$15,200-$964-$964
180. SERVICEMASTER GLOBAL HOLDING NAME CHG 10/05/202019-01-02$6,478$6,844-$366-$366
10. SERVICEMASTER GLOBAL HOLDING NAME CHG 10/05/202018-05-152019-01-02$360$380-$20-$20
30000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-03-172019-01-02$36,946$36,990-$44-$44
150. ORBOTECH LTD2019-01-02$8,316$1,781$6,535$6,535
200. ABERCROMBIE & FITCH CO CL A2015-11-192019-01-03$3,953$3,900$53$53
70. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82019-01-03$4,515$4,704-$189-$189
40. SERVICEMASTER GLOBAL HOLDING NAME CHG 10/05/202018-05-152019-01-03$1,434$1,521-$87-$87
120. SERVICEMASTER GLOBAL HOLDING NAME CHG 10/05/202018-05-152019-01-03$4,291$4,562-$271-$271
50. SERVICEMASTER GLOBAL HOLDING NAME CHG 10/05/202018-05-152019-01-03$1,772$1,901-$129-$129
120. SERVICEMASTER GLOBAL HOLDING NAME CHG 10/05/202018-05-152019-01-03$4,265$4,562-$297-$297
150. UNITED FIRE GROUP INC2010-04-272019-01-03$8,289$3,605$4,684$4,684
80. SERVICEMASTER GLOBAL HOLDING NAME CHG 10/05/202019-01-04$2,896$3,039-$143-$143
190. SERVICEMASTER GLOBAL HOLDING NAME CHG 10/05/202019-01-04$6,861$7,203-$342-$342
360. SERVICEMASTER GLOBAL HOLDING NAME CHG 10/05/202019-01-04$13,044$13,643-$599-$599
50. SERVICEMASTER GLOBAL HOLDING NAME CHG 10/05/202018-05-182019-01-04$1,806$1,893-$87-$87
.441 ARLO TECHNOLOGIES INC2016-04-282019-01-07$4$4
250. SERVICEMASTER GLOBAL HOLDING NAME CHG 10/05/202019-01-07$8,981$9,466-$485-$485
1120. SERVICEMASTER GLOBAL HOLDING NAME CHG 10/05/202019-01-07$40,475$42,059-$1,584-$1,584
200. TIVO CORP MERGED 6/1/20202015-11-192019-01-08$2,112$4,418-$2,306-$2,306
200. ABERCROMBIE & FITCH CO CL A2015-11-192019-01-09$4,249$3,900$349$349
100. COHU INC2018-01-312019-01-09$1,715$2,280-$565-$565
100. COHU INC2017-06-292019-01-09$1,715$1,595$120$120
150. HNI CORP2011-08-222019-01-09$5,918$2,455$3,463$3,463
225000. USA TREASURY BOND TREASURY INFLAT PROTECTN SECS2018-05-302019-01-09$231,187$229,125$2,062$2,062
80000. USA TREASURY BOND TREASURY INFLAT PROTECTN SECS2019-01-09$82,200$81,084$1,116$1,116
305000. USA TREASURY BOND TREASURY INFLAT PROTECTN SECS2017-04-112019-01-09$313,387$308,974$4,413$4,413
90000. USA TREASURY NOTES 02.375% DUE 05/15/20272019-01-09$87,898$84,879$3,019$3,019
300. DOUGLAS DYNAMICS INC2015-11-192019-01-10$10,783$6,798$3,985$3,985
200. MSG NETWORKS INC2017-10-092019-01-10$5,131$4,258$873$873
200. MUELLER INDUSTRIES INC2015-11-192019-01-10$4,945$6,194-$1,249-$1,249
75000. USA TREASURY NOTES 01.625% DUE 06/30/20192018-12-282019-01-10$74,704$74,666$38$38
150. ORBOTECH LTD2019-01-10$8,650$1,774$6,876$6,876
160. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82019-01-11$11,189$10,740$449$449
80. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82018-09-202019-01-11$5,599$5,363$236$236
180. FATE THERAPEUTICS INC2018-11-072019-01-11$3,123$2,818$305$305
80. FATE THERAPEUTICS INC2018-11-072019-01-11$1,363$1,252$111$111
1200. UNIVAR SOLUTIONS INC2019-01-11$23,578$36,435-$12,857-$12,857
60. UNIVAR SOLUTIONS INC2017-07-102019-01-11$1,181$1,763-$582-$582
490. NOVOCURE LTD SEDOL BYSS4X42019-01-11$20,543$17,232$3,311$3,311
20. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82018-09-202019-01-14$1,381$1,341$40$40
30. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82019-01-14$2,051$2,011$40$40
440. EVOLENT HEALTH INC - A2019-01-14$7,690$11,481-$3,791-$3,791
320. EVOLENT HEALTH INC - A2018-09-122019-01-14$5,573$8,333-$2,760-$2,760
180. EVOLENT HEALTH INC - A2018-09-122019-01-14$3,127$4,687-$1,560-$1,560
170. FATE THERAPEUTICS INC2018-11-072019-01-14$2,865$2,661$204$204
80. HFF INC CLASS A2018-11-122019-01-14$3,038$3,041-$3-$3
20. HFF INC CLASS A2019-01-14$760$751$9$9
200. HNI CORP2011-08-222019-01-14$7,902$3,274$4,628$4,628
200. JELD-WEN HOLDING INC2018-02-282019-01-14$3,338$5,877-$2,539-$2,539
45000. USA TREASURY NOTE 01.875% DUE 01/31/20222018-09-242019-01-14$44,162$43,513$649$649
10000. USA TREASURY NOTE 01.875% DUE 01/31/20222018-09-242019-01-14$9,814$9,670$144$144
110. FATE THERAPEUTICS INC2018-11-072019-01-15$1,818$1,722$96$96
40. FATE THERAPEUTICS INC2018-11-072019-01-15$652$626$26$26
560.21 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182019-01-15$560$597-$37-$37
707.36 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022019-01-15$707$759-$52-$52
345.02 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142019-01-15$345$360-$15-$15
1000.45 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112019-01-15$1,000$1,037-$37-$37
5132.16 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172019-01-15$5,132$5,269-$137-$137
. FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32000-12-312019-01-15
1073.98 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282019-01-15$1,074$1,074
4990.56 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22017-10-242019-01-15$4,991$4,990$1$1
1114.72 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202019-01-15$1,115$1,115
803.94 GOVT NATL MTG ASSN POOL AA82732012-08-282019-01-15$804$860-$56-$56
232.17 GOVT NATL MTG ASSN POOL 7443712012-02-162019-01-15$232$248-$16-$16
2271.43 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A32017-03-222019-01-15$2,271$2,271
5973.44 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022019-01-15$5,973$5,973
15000. USA TREASURY NOTE 01.875% DUE 01/31/20222018-09-242019-01-15$14,725$14,504$221$221
500. FATE THERAPEUTICS INC2019-01-16$8,267$7,820$447$447
70. FATE THERAPEUTICS INC2018-11-072019-01-16$1,154$1,094$60$60
15000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-01-092019-01-17$14,524$14,582-$58-$58
100000. USA TREASURY NOTES 02.500% DUE 08/15/20232019-01-092019-01-17$99,676$99,727-$51-$51
270. NOVOCURE LTD SEDOL BYSS4X42019-01-17$12,234$9,471$2,763$2,763
180. NOVOCURE LTD SEDOL BYSS4X42019-01-17$8,156$6,202$1,954$1,954
350. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82019-01-18$25,767$23,442$2,325$2,325
172. NOVARTIS AG SPONSORED ADR2018-11-262019-01-18$15,299$15,224$75$75
171. NOVARTIS AG SPONSORED ADR2019-01-18$15,210$10,116$5,094$5,094
284. SANOFI SPONSORED ADR2018-11-262019-01-18$11,814$12,717-$903-$903
360. SANOFI SPONSORED ADR2011-02-242019-01-18$14,976$12,247$2,729$2,729
2082. SMITH & NEPHEW PLC SPDN ADR2019-01-18$79,462$42,844$36,618$36,618
165000. USA TREASURY NOTES 02.250% DUE 11/15/20252019-01-18$160,359$158,092$2,267$2,267
195000. USA TREASURY NOTE 01.875% DUE 01/31/20222018-09-242019-01-18$190,910$188,556$2,354$2,354
1669. EASTMAN CHEM CO2018-03-062019-01-22$131,761$175,136-$43,375-$43,375
85000. USA TREASURY NOTES 02.125% DUE 09/30/20212018-10-242019-01-22$84,027$83,131$896$896
15000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-01-232019-01-22$14,867$14,866$1$1
250000. CITIBANK CREDIT CARD ISSUANCE SERIES 2017 A9 CLASS A92017-09-252019-01-23$248,311$249,981-$1,670-$1,670
75000. JPMORGAN CHASE & CO CALL 05/07/2021 @ 100.000 UNSC2017-05-222019-01-23$73,541$75,041-$1,500-$1,500
200. TIMKENSTEEL CORP2018-03-012019-01-23$2,334$3,382-$1,048-$1,048
50. COHERENT INC2016-01-292019-01-24$6,032$3,858$2,174$2,174
11450. ERICSSON SPON ADR2019-01-24$97,688$157,166-$59,478-$59,478
200. MUELLER INDUSTRIES INC2015-11-192019-01-24$4,984$6,194-$1,210-$1,210
16.865 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2012-06-262019-01-24$26,988$19,574$7,414$7,414
3197.69 FEDERAL NATL MTG ASSN POOL AL26102014-03-142019-01-25$3,198$3,217-$19-$19
1058.89 FEDERAL NATL MTG ASSN POOL AL19482014-01-212019-01-25$1,059$1,100-$41-$41
554.57 FEDERAL NATL MTG ASSN POOL AL22422015-05-112019-01-25$555$591-$36-$36
1152.12 FEDERAL NATL MTG ASSN POOL AL31912015-04-282019-01-25$1,152$1,209-$57-$57
1723.56 FEDERAL NATL MTG ASSN POOL AL39042014-05-022019-01-25$1,724$1,790-$66-$66
789.59 FEDERAL NATL MTG ASSN POOL AO59402012-06-182019-01-25$790$826-$36-$36
1315.33 FEDERAL NATL MTG ASSN POOL AO76272012-11-052019-01-25$1,315$1,364-$49-$49
2451.4 FEDERAL NATL MTG ASSN POOL AP04952015-05-122019-01-25$2,451$2,554-$103-$103
847.51 FEDERAL NATL MTG ASSN POOL AP21332014-11-192019-01-25$848$875-$27-$27
3772.68 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202019-01-25$3,773$3,933-$160-$160
815.43 FEDERAL NATL MTG ASSN POOL AS38412015-05-202019-01-25$815$843-$28-$28
532.93 FEDERAL NATL MTG ASSN POOL AS53852015-09-112019-01-25$533$566-$33-$33
2892.87 FEDERAL NATL MTG ASSN POOL AS61112016-04-152019-01-25$2,893$3,089-$196-$196
1202.01 FEDERAL NATL MTG ASSN POOL AS71552016-06-172019-01-25$1,202$1,240-$38-$38
1552.8 FEDERAL NATL MTG ASSN POOL AS66202017-08-172019-01-25$1,553$1,609-$56-$56
1012.96 FEDERAL NATL MTG ASSN POOL AS73432016-06-092019-01-25$1,013$1,042-$29-$29
2609.24 FEDERAL NATL MTG ASSN POOL AT21272014-11-142019-01-25$2,609$2,617-$8-$8
570.89 FEDERAL NATL MTG ASSN POOL AT78992015-09-152019-01-25$571$591-$20-$20
80.04 FEDERAL NATL MTG ASSN POOL 7250422005-05-122019-01-25$80$81-$1-$1
26.8 FEDERAL NATL MTG ASSN POOL 7287092003-12-182019-01-25$27$27
30.49 FEDERAL NATL MTG ASSN POOL 7351412005-04-292019-01-25$30$31-$1-$1
161.18 FEDERAL NATL MTG ASSN POOL 7391872003-09-102019-01-25$161$162-$1-$1
72.78 FEDERAL NATL MTG ASSN POOL 7450872006-06-082019-01-25$73$71$2$2
240.99 FEDERAL NATL MTG ASSN POOL 8142602005-03-102019-01-25$241$241
898.58 FEDERAL NATL MTG ASSN POOL BC44422018-09-142019-01-25$899$863$36$36
1112.41 FEDERAL NATL MTG ASSN POOL BM32602018-10-042019-01-25$1,112$1,087$25$25
2111.7 FEDERAL NATL MTG ASSN POOL BM39542018-06-062019-01-25$2,112$2,068$44$44
1008.96 FEDERAL NATL MTG ASSN POOL CA08332018-01-252019-01-25$1,009$1,027-$18-$18
355.43 FEDERAL NATL MTG ASSN POOL AB18452011-08-162019-01-25$355$369-$14-$14
627.31 FEDERAL NATL MTG ASSN POOL AB20772011-04-152019-01-25$627$619$8$8
887.24 FEDERAL NATL MTG ASSN POOL AB45252012-05-162019-01-25$887$937-$50-$50
2220.43 FEDERAL NATL MTG ASSN POOL AB78592013-07-112019-01-25$2,220$2,226-$6-$6
3014.55 FEDERAL NATL MTG ASSN POOL AC36682010-10-052019-01-25$3,015$3,127-$112-$112
538.36 FEDERAL NATL MTG ASSN POOL MA05622014-02-102019-01-25$538$576-$38-$38
1970.91 FEDERAL NATL MTG ASSN POOL MA12362014-09-042019-01-25$1,971$2,021-$50-$50
1032.56 FEDERAL NATL MTG ASSN POOL MA14302015-05-122019-01-25$1,033$1,042-$9-$9
1464.11 FEDERAL NATL MTG ASSN POOL MA15252016-03-092019-01-25$1,464$1,525-$61-$61
757.49 FEDERAL NATL MTG ASSN POOL MA26712016-10-282019-01-25$757$795-$38-$38
1031.82 FEDERAL NATL MTG ASSN POOL MA35222018-11-072019-01-25$1,032$1,056-$24-$24
3394.13 FEDERAL NATL MTG ASSN POOL MA28032017-10-192019-01-25$3,394$3,411-$17-$17
1392.87 FEDERAL NATL MTG ASSN POOL MA33842018-10-182019-01-25$1,393$1,395-$2-$2
1152.47 FEDERAL NATL MTG ASSN POOL AD71342010-07-212019-01-25$1,152$1,216-$64-$64
2237.79 FEDERAL NATL MTG ASSN POOL AD63692010-06-222019-01-25$2,238$2,304-$66-$66
676.54 FEDERAL NATL MTG ASSN POOL AE09812011-10-172019-01-25$677$685-$8-$8
600. HILLTOP HLDGS INC2019-01-25$11,040$11,769-$729-$729
200. JELD-WEN HOLDING INC2018-02-282019-01-25$3,437$5,877-$2,440-$2,440
10000. USA TREASURY NOTES 02.250% DUE 11/15/20252018-09-242019-01-25$9,740$9,497$243$243
70000. USA TREASURY NOTES 02.500% DUE 08/15/20232019-01-092019-01-25$69,735$69,809-$74-$74
500. UNIVAR SOLUTIONS INC2019-01-25$10,241$14,283-$4,042-$4,042
710. NOVOCURE LTD SEDOL BYSS4X42019-01-25$35,182$24,315$10,867$10,867
130. NOVOCURE LTD SEDOL BYSS4X42018-11-072019-01-25$6,425$4,377$2,048$2,048
5621. BANK OF AMERICA CORP2016-05-042019-01-28$166,059$79,407$86,652$86,652
587. NORFOLK SOUTHN CORP COM2016-05-042019-01-28$96,474$51,975$44,499$44,499
1737. PROGRESSIVE CORP OHIO2016-05-042019-01-28$112,920$57,081$55,839$55,839
100000. USA TREASURY NOTE 01.875% DUE 01/31/20222018-09-242019-01-28$97,969$96,695$1,274$1,274
320. UNIVAR SOLUTIONS INC2019-01-28$6,480$8,687-$2,207-$2,207
60. UNIVAR SOLUTIONS INC2017-08-222019-01-28$1,215$1,661-$446-$446
120. ADVANCED ENERGY INDS INC2019-01-29$6,033$7,735-$1,702-$1,702
280. ADVANCED ENERGY INDS INC2018-04-102019-01-29$13,889$17,827-$3,938-$3,938
120. ADVANCED ENERGY INDS INC2018-04-102019-01-29$5,989$7,640-$1,651-$1,651
80. ADVANCED ENERGY INDS INC2019-01-29$4,026$5,051-$1,025-$1,025
130. COMMVAULT SYSTEMS INC2019-01-29$8,235$5,276$2,959$2,959
50. COMMVAULT SYSTEMS INC2015-07-072019-01-29$3,220$2,021$1,199$1,199
110. COMMVAULT SYSTEMS INC2015-07-072019-01-29$6,912$4,446$2,466$2,466
530. COMMVAULT SYSTEMS INC2019-01-29$33,444$20,565$12,879$12,879
80. COMMVAULT SYSTEMS INC2016-03-102019-01-29$5,041$3,074$1,967$1,967
300. GULFPORT ENERGY CORP NEW2015-11-192019-01-29$2,491$8,304-$5,813-$5,813
65000. JP MORGAN CHASE & CO SERIES CC CALL 11/1/22 @ 1002017-10-132019-01-29$58,871$65,000-$6,129-$6,129
300. TIVO CORP MERGED 6/1/20202015-11-192019-01-29$3,330$6,627-$3,297-$3,297
360. UNIVAR SOLUTIONS INC2019-01-29$7,380$9,726-$2,346-$2,346
150. UNIVAR SOLUTIONS INC2019-01-29$3,058$4,051-$993-$993
90. UNIVAR SOLUTIONS INC2016-12-122019-01-29$1,835$2,276-$441-$441
920. UNIVAR SOLUTIONS INC2019-01-29$18,841$23,056-$4,215-$4,215
650. UNIVAR SOLUTIONS INC2019-01-29$13,277$15,452-$2,175-$2,175
100. UNIVAR SOLUTIONS INC2018-11-122019-01-29$2,043$2,268-$225-$225
100. UNIVERSAL DISPLAY CORP2018-03-192019-01-29$10,212$10,702-$490-$490
300. ORBOTECH LTD2019-01-29$17,965$3,277$14,688$14,688
60. ADVANCED ENERGY INDS INC2018-05-042019-01-30$3,047$3,769-$722-$722
40. ADVANCED ENERGY INDS INC2018-04-192019-01-30$2,018$2,491-$473-$473
20. ADVANCED ENERGY INDS INC2018-04-192019-01-30$1,005$1,246-$241-$241
80000. AMPHENOL CORP CALL 12/30/2018 @ 100.000 UNSC2017-03-212019-01-30$80,000$80,000
490. BAXTER INTERNATIONAL INC2018-05-312019-01-30$34,616$35,040-$424-$424
160. INTUITIVE SURGICAL INC2018-02-142019-01-30$79,491$64,575$14,916$14,916
1022. MCCORMICK & CO INC COM NON VTG2018-07-102019-01-30$125,583$120,811$4,772$4,772
190. MONOLITHIC POWER SYSTEMS INC2019-01-30$23,904$24,244-$340-$340
2845. MORGAN STANLEY2016-09-302019-01-30$120,750$90,980$29,770$29,770
1891. OCCIDENTAL PETE CORP COM2019-01-30$126,348$160,955-$34,607-$34,607
5000. ROYAL BK SCOTLND GRP PLC SEDOL BHB92X1 ISIN US780097AZ422018-06-212019-01-30$5,205$5,254-$49-$49
75000. ROYAL BK SCOTLND GRP PLC SEDOL BHB92X1 ISIN US780097AZ422019-01-30$78,071$79,502-$1,431-$1,431
60000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-01-092019-01-30$58,247$58,329-$82-$82
50000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-01-292019-01-30$48,539$48,445$94$94
170. UNIVAR SOLUTIONS INC2019-01-30$3,499$3,824-$325-$325
90. UNIVAR SOLUTIONS INC2018-11-122019-01-30$1,853$2,041-$188-$188
160. UNIVAR SOLUTIONS INC2019-01-30$3,306$3,386-$80-$80
810. UNIVAR SOLUTIONS INC2019-01-30$16,682$16,770-$88-$88
160. UNIVAR SOLUTIONS INC2016-08-312019-01-30$3,305$3,306-$1-$1
60. ADVANCED ENERGY INDS INC2018-04-192019-01-31$3,078$3,737-$659-$659
50. ADVANCED ENERGY INDS INC2018-04-202019-01-31$2,574$3,082-$508-$508
250. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82019-01-31$17,957$16,735$1,222$1,222
110. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82018-06-192019-01-31$7,885$7,363$522$522
300. BLUEPRINT MEDICINES CORP2019-01-31$21,542$21,033$509$509
767.26 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182019-01-31$767$817-$50-$50
957.44 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022019-01-31$957$1,028-$71-$71
1770.48 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142019-01-31$1,770$1,846-$76-$76
654.96 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112019-01-31$655$679-$24-$24
1248.68 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172019-01-31$1,249$1,282-$33-$33
3559.96 FEDERAL NATL MTG ASSN POOL AL26102014-03-142019-01-31$3,560$3,581-$21-$21
739.97 FEDERAL NATL MTG ASSN POOL AL19482014-01-212019-01-31$740$769-$29-$29
460.5 FEDERAL NATL MTG ASSN POOL AL22422015-05-112019-01-31$461$491-$30-$30
1307.55 FEDERAL NATL MTG ASSN POOL AL31912015-04-282019-01-31$1,308$1,372-$64-$64
1601.96 FEDERAL NATL MTG ASSN POOL AL39042014-05-022019-01-31$1,602$1,664-$62-$62
740.97 FEDERAL NATL MTG ASSN POOL AO59402012-06-182019-01-31$741$775-$34-$34
1322.3 FEDERAL NATL MTG ASSN POOL AO76272012-11-052019-01-31$1,322$1,371-$49-$49
411.51 FEDERAL NATL MTG ASSN POOL AP04952015-05-122019-01-31$412$429-$17-$17
1209.63 FEDERAL NATL MTG ASSN POOL AP21332014-11-192019-01-31$1,210$1,249-$39-$39
408.01 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202019-01-31$408$425-$17-$17
877.87 FEDERAL NATL MTG ASSN POOL AS38412015-05-202019-01-31$878$908-$30-$30
361.61 FEDERAL NATL MTG ASSN POOL AS53852015-09-112019-01-31$362$384-$22-$22
3018.59 FEDERAL NATL MTG ASSN POOL AS61112016-04-152019-01-31$3,019$3,223-$204-$204
886.52 FEDERAL NATL MTG ASSN POOL AS71552016-06-172019-01-31$887$915-$28-$28
602.45 FEDERAL NATL MTG ASSN POOL AS66202017-08-172019-01-31$602$624-$22-$22
665.07 FEDERAL NATL MTG ASSN POOL AS73432016-06-092019-01-31$665$684-$19-$19
1287.79 FEDERAL NATL MTG ASSN POOL AT21272014-11-142019-01-31$1,288$1,291-$3-$3
968.52 FEDERAL NATL MTG ASSN POOL AT78992015-09-152019-01-31$969$1,003-$34-$34
37.11 FEDERAL NATL MTG ASSN POOL 7250422005-05-122019-01-31$37$37
110.8 FEDERAL NATL MTG ASSN POOL 7287092003-12-182019-01-31$111$113-$2-$2
24.09 FEDERAL NATL MTG ASSN POOL 7351412005-04-292019-01-31$24$24
161.93 FEDERAL NATL MTG ASSN POOL 7391872003-09-102019-01-31$162$163-$1-$1
72.12 FEDERAL NATL MTG ASSN POOL 7450872006-06-082019-01-31$72$70$2$2
232.83 FEDERAL NATL MTG ASSN POOL 8142602005-03-102019-01-31$233$233
279.26 FEDERAL NATL MTG ASSN POOL BC44422018-09-142019-01-31$279$268$11$11
950.19 FEDERAL NATL MTG ASSN POOL BM32602018-10-042019-01-31$950$929$21$21
2503.53 FEDERAL NATL MTG ASSN POOL BM43882019-01-182019-01-31$2,504$2,557-$53-$53
1882.42 FEDERAL NATL MTG ASSN POOL BM39542018-06-062019-01-31$1,882$1,844$38$38
443.69 FEDERAL NATL MTG ASSN POOL CA08332018-01-252019-01-31$444$452-$8-$8
872.44 FEDERAL NATL MTG ASSN POOL AB18452011-08-162019-01-31$872$905-$33-$33
392.46 FEDERAL NATL MTG ASSN POOL AB20772011-04-152019-01-31$392$387$5$5
703.6 FEDERAL NATL MTG ASSN POOL AB45252012-05-162019-01-31$704$743-$39-$39
1352.39 FEDERAL NATL MTG ASSN POOL AB78592013-07-112019-01-31$1,352$1,356-$4-$4
1168.08 FEDERAL NATL MTG ASSN POOL AC36682010-10-052019-01-31$1,168$1,212-$44-$44
158.25 FEDERAL NATL MTG ASSN POOL MA05622014-02-102019-01-31$158$169-$11-$11
464.95 FEDERAL NATL MTG ASSN POOL MA12362014-09-042019-01-31$465$477-$12-$12
816.72 FEDERAL NATL MTG ASSN POOL MA14302015-05-122019-01-31$817$825-$8-$8
1059.39 FEDERAL NATL MTG ASSN POOL MA15252016-03-092019-01-31$1,059$1,103-$44-$44
843. FEDERAL NATL MTG ASSN POOL MA26712016-10-282019-01-31$843$885-$42-$42
1601.98 FEDERAL NATL MTG ASSN POOL MA35222018-11-072019-01-31$1,602$1,639-$37-$37
2825.65 FEDERAL NATL MTG ASSN POOL MA28032017-10-192019-01-31$2,826$2,840-$14-$14
1501.46 FEDERAL NATL MTG ASSN POOL MA33842018-10-182019-01-31$1,501$1,504-$3-$3
242.4 FEDERAL NATL MTG ASSN POOL AD71342010-07-212019-01-31$242$256-$14-$14
364.17 FEDERAL NATL MTG ASSN POOL AD63692010-06-222019-01-31$364$375-$11-$11
608.49 FEDERAL NATL MTG ASSN POOL AE09812011-10-172019-01-31$608$616-$8-$8
427.95 GOVT NATL MTG ASSN POOL AA82732012-08-282019-01-31$428$458-$30-$30
1625.54 GOVT NATL MTG ASSN POOL 7443712012-02-162019-01-31$1,626$1,738-$112-$112
60. GREEN DOT CORP CLASS A2018-03-122019-01-31$4,443$4,081$362$362
160. GREEN DOT CORP CLASS A2018-03-122019-01-31$11,849$10,882$967$967
130. MONOLITHIC POWER SYSTEMS INC2018-10-042019-01-31$16,499$16,243$256$256
10. MONOLITHIC POWER SYSTEMS INC2018-10-052019-01-31$1,273$1,196$77$77
670. UNIVAR SOLUTIONS INC2016-08-312019-01-31$13,788$13,845-$57-$57
410. UNIVAR SOLUTIONS INC2019-01-31$8,497$8,454$43$43
70. ADVANCED ENERGY INDS INC2018-04-202019-02-01$3,634$4,314-$680-$680
25000. CVS HEALTH CORP SER 7YR CALL 05/20/22 @100 UNSC2018-03-062019-02-01$25,190$24,871$319$319
60000. CVS HEALTH CORP SER 7YR CALL 05/20/22 @100 UNSC2019-02-01$60,457$61,123-$666-$666
5000. CVS HEALTH CORP SER 7YR CALL 05/20/22 @100 UNSC2018-03-062019-02-01$5,038$4,974$64$64
85000. CITIGROUP INC SUB2017-12-192019-02-01$86,228$88,874-$2,646-$2,646
140. GREEN DOT CORP CLASS A2019-02-01$10,539$9,501$1,038$1,038
50. HFF INC CLASS A2018-10-152019-02-01$2,111$1,853$258$258
250. HFF INC CLASS A2019-02-01$10,535$9,149$1,386$1,386
95. MADISON SQUARE GARDEN SPORTS CORP2019-02-01$25,990$29,914-$3,924-$3,924
30. MADISON SQUARE GARDEN SPORTS CORP2019-02-01$8,493$8,205$288$288
90. MADISON SQUARE GARDEN SPORTS CORP2019-02-01$25,478$16,360$9,118$9,118
70. MONOLITHIC POWER SYSTEMS INC2018-10-052019-02-01$8,920$8,373$547$547
60. ADVANCED ENERGY INDS INC2019-02-04$3,160$3,696-$536-$536
30. ADVANCED ENERGY INDS INC2018-04-202019-02-04$1,567$1,846-$279-$279
200. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2018-05-022019-02-04$4,217$4,250-$33-$33
888. DEERE & CO2012-08-292019-02-04$144,909$65,870$79,039$79,039
310. HFF INC CLASS A2019-02-04$13,166$11,177$1,989$1,989
60. HFF INC CLASS A2018-06-112019-02-04$2,552$2,101$451$451
2104. PROGRESSIVE CORP OHIO2016-05-042019-02-04$137,495$69,141$68,354$68,354
70. ADVANCED ENERGY INDS INC2018-04-202019-02-05$3,494$4,297-$803-$803
100. JELD-WEN HOLDING INC2018-02-282019-02-05$1,750$2,939-$1,189-$1,189
100. JELD-WEN HOLDING INC2017-01-272019-02-05$1,750$2,555-$805-$805
300. VISHAY INTERTECHNOLOGY INC COM2019-02-05$6,421$3,560$2,861$2,861
200. AEROJET ROCKETDYNE HLDGS INC2019-02-06$8,049$6,782$1,267$1,267
440. ARLO TECHNOLOGIES INC2019-02-06$1,852$4,140-$2,288-$2,288
1460. ARLO TECHNOLOGIES INC2019-02-06$6,521$12,842-$6,321-$6,321
15000. CBS CORP SR UNSECD CALL 12/01/21 @1002019-01-152019-02-06$15,017$14,814$203$203
10000. CBS CORP SR UNSECD CALL 12/01/21 @1002019-01-142019-02-06$10,009$9,872$137$137
75000. CVS HEALTH CORP UNSC2018-12-172019-02-06$75,275$74,557$718$718
125. HNI CORP2011-08-222019-02-06$4,866$2,046$2,820$2,820
75. IAC / INTERACTIVECORP-W/I EXCH 6/30/20202009-09-012019-02-06$15,460$1,385$14,075$14,075
25. IAC / INTERACTIVECORP-W/I EXCH 6/30/20202009-09-012019-02-06$5,235$462$4,773$4,773
330. LPL FINANCIAL HOLDINGS INC2019-02-06$25,297$21,447$3,850$3,850
50. LPL FINANCIAL HOLDINGS INC2018-05-042019-02-06$3,834$3,219$615$615
160. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S2019-02-06$53,115$50,479$2,636$2,636
38. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S2019-02-06$12,615$7,625$4,990$4,990
127. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S2019-02-06$42,162$32,703$9,459$9,459
85000. USA TREASURY NOTES 02.500% DUE 08/15/20232019-01-092019-02-06$84,997$84,768$229$229
200. VISHAY INTERTECHNOLOGY INC COM2015-11-202019-02-06$4,405$2,370$2,035$2,035
200. WADDELL & REED FINL INC CL A2017-10-242019-02-06$3,398$3,995-$597-$597
500. ARLO TECHNOLOGIES INC2019-02-07$1,846$4,266-$2,420-$2,420
40000. ENTERPRISE PRODUCTS OPER CALL 08/01/2048 COGT2018-10-032019-02-07$41,408$39,756$1,652$1,652
25. HNI CORP2011-08-222019-02-07$963$409$554$554
210. MONOLITHIC POWER SYSTEMS INC2019-02-07$27,783$24,578$3,205$3,205
300. MUELLER INDUSTRIES INC2019-02-07$9,305$8,390$915$915
55000. NETFLIX INC SER 144A UNSEC2017-10-232019-02-07$53,059$55,000-$1,941-$1,941
1584. PRICE T ROWE GROUP INC COM2017-08-302019-02-07$148,174$132,948$15,226$15,226
35000. SOUTHWESTERN ENERGY CO CALL 10/23/2024 @ 100.000 UNSC2018-10-172019-02-07$34,256$34,300-$44-$44
55000. T-MOBILE USA INC CALL 02/01/2021 COGT2018-02-092019-02-07$53,488$53,831-$343-$343
200. WADDELL & REED FINL INC CL A2017-10-242019-02-07$3,507$3,995-$488-$488
40000. WESTPAC BKG CORP 144A SUB NT ISIN US96122UAA252017-09-122019-02-07$35,050$40,000-$4,950-$4,950
225. EISAI LTD SPONSORED ADR2018-10-192019-02-08$17,208$21,596-$4,388-$4,388
100. MONOLITHIC POWER SYSTEMS INC2019-02-08$13,115$11,565$1,550$1,550
10000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-01-292019-02-08$9,728$9,689$39$39
30000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-01-222019-02-08$29,184$28,989$195$195
595. ASTRAZENECA PLC SPONS ADR2019-02-11$21,836$23,662-$1,826-$1,826
196. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD142018-11-262019-02-11$13,260$12,859$401$401
374. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD142014-04-042019-02-11$25,301$12,195$13,106$13,106
660. GLAXO WELLCOME PLC SPONSORED ADR2011-04-152019-02-11$26,579$27,208-$629-$629
70. MONOLITHIC POWER SYSTEMS INC2018-10-152019-02-11$9,106$8,031$1,075$1,075
100. MONOLITHIC POWER SYSTEMS INC2018-10-152019-02-11$13,001$11,473$1,528$1,528
298. NOVARTIS AG SPONSORED ADR2012-08-302019-02-11$26,341$17,540$8,801$8,801
588. NOVO NORDISK A S ADR2011-02-252019-02-11$28,618$14,536$14,082$14,082
499. NOVO NORDISK A S ADR2018-11-262019-02-11$24,286$22,933$1,353$1,353
463. SANOFI SPONSORED ADR2011-02-242019-02-11$19,622$15,751$3,871$3,871
300. ARLO TECHNOLOGIES INC2016-05-042019-02-12$1,101$2,502-$1,401-$1,401
30. MONOLITHIC POWER SYSTEMS INC2018-10-152019-02-12$3,888$3,442$446$446
50. MONOLITHIC POWER SYSTEMS INC2018-10-152019-02-12$6,550$5,736$814$814
50. OMNICELL INC2010-06-092019-02-12$3,912$595$3,317$3,317
1360. TOTAL SYSTEMS SERVICES INC MERGED 09/17/20192017-07-072019-02-12$124,578$79,931$44,647$44,647
50. UNIVERSAL DISPLAY CORP2018-05-232019-02-12$5,798$4,820$978$978
215000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS2019-02-122019-02-12$215,000$215,000
260. MONOLITHIC POWER SYSTEMS INC2019-02-13$34,706$29,391$5,315$5,315
85000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-01-312019-02-13$84,326$84,273$53$53
160. ZOGENIX INC2019-02-14$7,507$7,266$241$241
60. ZOGENIX INC2018-11-022019-02-14$2,818$2,681$137$137
500. ASPEN INSURANCE HOLDINGS LTD MERGED 2/15/19 @ $42.75 P/S2019-02-14$21,352$12,280$9,072$9,072
1123.55 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A32017-09-122019-02-15$1,124$1,124
200. FIRST COMMUNITY BANKSHARES INC2013-07-182019-02-15$7,094$3,429$3,665$3,665
6080.53 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22017-10-242019-02-15$6,081$6,080$1$1
1128.64 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202019-02-15$1,129$1,129
9351.13 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A32017-03-222019-02-15$9,351$9,350$1$1
5980.86 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022019-02-15$5,981$5,981
40. ZOGENIX INC2018-11-022019-02-15$1,878$1,788$90$90
320. ZOGENIX INC2019-02-15$15,048$13,507$1,541$1,541
700. JELD-WEN HOLDING INC2017-01-272019-02-19$15,201$17,886-$2,685-$2,685
155000. USA TREASURY NOTE 01.875% DUE 01/31/20222019-02-19$152,427$149,874$2,553$2,553
420. ZOGENIX INC2019-02-19$19,727$17,345$2,382$2,382
100. ZOGENIX INC2019-01-282019-02-19$4,747$4,127$620$620
70. ZOGENIX INC2019-01-282019-02-19$3,290$2,889$401$401
170. HFF INC CLASS A2019-02-20$7,244$5,951$1,293$1,293
80. HFF INC CLASS A2018-06-112019-02-20$3,370$2,800$570$570
40. HFF INC CLASS A2018-06-112019-02-20$1,700$1,400$300$300
45000. HEALTH CARE REIT INC SR UNSEC CALL 12/15/22 @1002019-01-172019-02-20$45,513$44,647$866$866
10000. HEALTH CARE REIT INC SR UNSEC CALL 12/15/22 @1002019-02-20$10,119$9,921$198$198
2404. INVESCO S&P 500 EQUAL WEIGHT ETF2013-05-242019-02-20$250,782$150,682$100,100$100,100
900. SPDR TR UNIT SER 12013-05-242019-02-20$250,449$148,059$102,390$102,390
145000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-02-20$143,907$143,731$176$176
80. ACACIA COMMUNICATIONS INC2018-08-132019-02-21$3,762$3,131$631$631
80. ACCELERON PHARMA INC2018-10-262019-02-21$3,345$4,327-$982-$982
30. ALARM.COM HOLDINGS INC2019-02-21$1,917$1,660$257$257
160. ALBEMARLE CORP2018-05-022019-02-21$14,229$15,751-$1,522-$1,522
30. ALLEGHANY CORP DEL2016-05-042019-02-21$19,617$15,496$4,121$4,121
22. ALPHABET INC/CA-CL C2018-02-162019-02-21$24,219$24,218$1$1
17. ALPHABET INC/CA-CL A2018-11-302019-02-21$18,814$18,535$279$279
385. ALTRIA GROUP INC2019-02-042019-02-21$19,293$18,816$477$477
13. AMAZON.COM INC2018-05-032019-02-21$20,952$20,169$783$783
180. AMERICAN EAGLE OUTFITTERS INC2019-02-21$3,604$4,350-$746-$746
23. AMGEN INC2014-03-032019-02-21$4,269$2,839$1,430$1,430
41. AMPHENOL CORP NEW CL A2018-11-052019-02-21$3,829$3,673$156$156
120. APELLIS PHARMACEUTICALS INC2018-06-202019-02-21$1,572$2,844-$1,272-$1,272
155. APPLE INC2016-06-162019-02-21$26,542$15,026$11,516$11,516
119. APPLE INC2006-03-282019-02-21$20,330$1,015$19,315$19,315
270. ARLO TECHNOLOGIES INC2016-05-042019-02-21$1,102$2,251-$1,149-$1,149
50. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82018-06-192019-02-21$3,447$3,347$100$100
47. AUTOMATIC DATA PROCESSING INC2018-05-292019-02-21$7,084$6,084$1,000$1,000
5. AUTOZONE INC2018-09-212019-02-21$4,542$3,837$705$705
70. AVNET INC2019-01-182019-02-21$3,125$2,998$127$127
120. BANK OF AMERICA CORP2019-01-302019-02-21$3,493$3,534-$41-$41
80. BAXTER INTERNATIONAL INC2018-05-312019-02-21$5,907$5,721$186$186
185. BERKSHIRE HATHAWAY INC CLASS B2016-05-042019-02-21$38,064$26,661$11,403$11,403
100. BERRY GLOBAL GROUP INC2018-11-122019-02-21$5,235$4,637$598$598
20. BIO RAD LABORATORIES INC CLASS A2018-09-282019-02-21$5,458$6,261-$803-$803
14. BIOGEN INC2016-05-172019-02-21$4,520$3,399$1,121$1,121
40. BLACKROCK INC2016-05-042019-02-21$17,454$14,129$3,325$3,325
30. BLUEPRINT MEDICINES CORP2018-06-202019-02-21$2,227$2,086$141$141
30. BOEING CO2017-11-272019-02-21$12,562$7,996$4,566$4,566
79. BOOZ ALLEN HAMILTON HOLDING2018-12-122019-02-21$4,238$3,948$290$290
30. BRIGHT HORIZONS FAMILY SOLUT2013-02-042019-02-21$3,693$839$2,854$2,854
185. BRISTOL MYERS SQUIBB CO2016-05-042019-02-21$9,680$13,039-$3,359-$3,359
66. BRISTOL MYERS SQUIBB CO2018-09-052019-02-21$3,334$4,035-$701-$701
17. BROADCOM INC2018-11-052019-02-21$4,775$3,719$1,056$1,056
23. BURLINGTON STORES INC2015-04-202019-02-21$3,739$1,281$2,458$2,458
100. CBRE GROUP INC2018-02-222019-02-21$5,012$4,506$506$506
87. CDW CORP/DE2014-06-202019-02-21$8,253$2,791$5,462$5,462
91. CSX CORP COM2018-08-092019-02-21$6,641$6,620$21$21
30. CANTEL MEDICAL CORP2018-09-122019-02-21$2,569$2,912-$343-$343
300. CARMAX INC2016-05-042019-02-21$18,729$15,413$3,316$3,316
350. CARNIVAL CORP SEDOL 25230442016-05-042019-02-21$20,632$17,196$3,436$3,436
50. CATALENT INC2018-05-032019-02-21$2,127$2,003$124$124
52. CELANESE CORP2018-05-162019-02-21$5,315$5,784-$469-$469
56. CENTENE CORP2018-09-212019-02-21$3,603$4,027-$424-$424
160. CENTENNIAL RESOURCE DEVELO-A2018-04-192019-02-21$2,069$3,033-$964-$964
95. CHEVRON CORPORATION2002-11-052019-02-21$11,375$3,232$8,143$8,143
74. CHURCH & DWIGHT INC2018-08-092019-02-21$4,855$4,131$724$724
350. CISCO SYS INC COM2016-05-042019-02-21$17,332$9,243$8,089$8,089
81. CISCO SYS INC COM2018-10-252019-02-21$3,995$3,687$308$308
200. COCACOLA CO2016-05-042019-02-21$9,036$9,012$24$24
100. COLUMBUS MCKINNON CORP N Y2018-04-042019-02-21$3,789$3,514$275$275
148. COMCAST CORPORATION CL A2012-07-232019-02-21$5,597$2,328$3,269$3,269
300. COMMUNITY HEALTHCARE TRUST I2015-11-202019-02-21$10,318$5,533$4,785$4,785
420. CORREVIO PHARMA CORP SEDOL BD0M8C42019-02-21$1,327$3,851-$2,524-$2,524
18. COSTCO WHSL CORP NEW COM2018-07-252019-02-21$3,880$3,943-$63-$63
150. CYMABAY THERAPEUTICS INC2018-06-192019-02-21$1,489$2,115-$626-$626
70. DAVE & BUSTER'S ENTERTAINM2018-10-122019-02-21$3,545$4,290-$745-$745
200. DIAMONDROCK HOSPITALITY CO REIT2017-07-122019-02-21$2,176$2,303-$127-$127
100. DIME CMNTY BANCORP INC2015-11-192019-02-21$2,013$1,826$187$187
137. DISCOVERY INC CLASS A2018-07-032019-02-21$3,939$3,764$175$175
47. DOLLAR GENERAL CORP2018-11-142019-02-21$5,561$5,497$64$64
250. DOLLAR TREE INC2016-05-042019-02-21$24,641$20,128$4,513$4,513
63. E*TRADE FINANCIAL CORP MERGED 10/02/202018-07-112019-02-21$3,021$3,862-$841-$841
200. 8X8 INC2018-12-122019-02-21$3,924$3,951-$27-$27
90. ELDORADO RESORTS INC NAME CHG 07/21/202016-11-282019-02-21$4,235$1,188$3,047$3,047
100. ENTEGRIS, INC2009-07-012019-02-21$3,586$294$3,292$3,292
70. EVOLENT HEALTH INC - A2019-02-21$1,011$1,820-$809-$809
73. FACEBOOK INC2016-02-012019-02-21$11,710$8,405$3,305$3,305
20. FAIR ISAAC & COMP INC COM2018-12-042019-02-21$4,863$4,022$841$841
140. FATE THERAPEUTICS INC2018-11-072019-02-21$1,953$2,188-$235-$235
100. FEDEX CORPORATION2019-02-042019-02-21$18,187$18,134$53$53
100. FIRST COMMUNITY BANKSHARES INC2013-07-102019-02-21$3,599$1,650$1,949$1,949
41. FIVE BELOW2018-11-142019-02-21$5,295$5,091$204$204
30. FIVE BELOW2019-01-222019-02-21$3,884$3,682$202$202
90. FLOWSERVE CORP COM2018-11-122019-02-21$4,195$4,482-$287-$287
80. GENERAL DYNAMICS CORP2016-05-042019-02-21$13,851$11,281$2,570$2,570
720. GREEN DOT CORP CLASS A2019-02-21$48,534$47,706$828$828
250. GREEN DOT CORP CLASS A2019-02-21$16,944$15,718$1,226$1,226
110. GREEN DOT CORP CLASS A2019-02-21$7,943$6,872$1,071$1,071
30. HFF INC CLASS A2018-06-112019-02-21$1,269$1,050$219$219
110. HFF INC CLASS A2018-06-112019-02-21$4,667$3,851$816$816
170. HFF INC CLASS A2019-02-21$7,216$5,931$1,285$1,285
20. HFF INC CLASS A2018-07-102019-02-21$850$696$154$154
190. HFF INC CLASS A2019-02-21$8,054$6,616$1,438$1,438
30. HAEMONETICS CORP2019-02-21$2,662$3,391-$729-$729
40. HAMILTON LANE INC-CLASS A2019-02-21$1,760$1,576$184$184
60000. HEALTH CARE REIT INC SR UNSEC CALL 12/15/22 @1002019-01-172019-02-21$60,613$59,518$1,095$1,095
70. HEICO CORP NEW CL A2019-02-21$5,405$4,903$502$502
90. HOME DEPOT INC COM2018-04-022019-02-21$17,258$15,558$1,700$1,700
57. HOME DEPOT INC COM2011-12-022019-02-21$10,919$2,285$8,634$8,634
40. INGEVITY CORP2018-11-122019-02-21$4,606$3,912$694$694
70. INPHI CORP2018-09-282019-02-21$2,969$2,660$309$309
100. INTEGRA LIFESCIENCES HLDG CORP2018-09-282019-02-21$5,565$6,591-$1,026-$1,026
114. INTEL CORP2016-02-012019-02-21$5,850$3,517$2,333$2,333
29. INTERNATIONAL FLAVORS & FRAGRANCES INC2019-01-222019-02-21$3,730$4,027-$297-$297
110. INTERSECT ENT INC2018-04-102019-02-21$3,770$4,163-$393-$393
17. INTUIT SOFTWARE2019-02-122019-02-21$3,984$3,852$132$132
7. INTUITIVE SURGICAL INC2018-02-142019-02-21$3,818$2,825$993$993
270. IRONWOOD PHARMACEUTICALS INC2019-02-21$3,860$5,359-$1,499-$1,499
100. JELD-WEN HOLDING INC2017-01-272019-02-21$2,157$2,555-$398-$398
50. KAISER ALUMINUM CORP2015-11-192019-02-21$5,505$4,125$1,380$1,380
70. KEMPER CORP2019-02-21$5,747$5,443$304$304
70. KOHLS CORP COM2018-11-142019-02-21$4,567$5,689-$1,122-$1,122
70. LPL FINANCIAL HOLDINGS INC2018-05-042019-02-21$5,426$4,506$920$920
100. LAKELAND BANCORP INC2015-11-192019-02-21$1,686$1,203$483$483
63. LAMB WESTON HOLDING INC-W/I2018-10-252019-02-21$4,436$4,903-$467-$467
43. LILLY ELI & CO2018-07-102019-02-21$5,282$3,786$1,496$1,496
50. LINCOLN ELEC HLDGS INC2018-09-212019-02-21$4,408$4,881-$473-$473
80. LOWES COMPANIES INC2016-05-042019-02-21$8,468$6,070$2,398$2,398
40. MSA SAFETY INC2018-11-132019-02-21$4,134$4,326-$192-$192
15. MADISON SQUARE GARDEN SPORTS CORP2015-11-112019-02-21$4,410$2,595$1,815$1,815
80. MARTIN MARIETTA MATLS INC2018-08-072019-02-21$15,337$16,726-$1,389-$1,389
30. MASIMO CORPORATION2018-11-122019-02-21$3,852$3,360$492$492
33. MASTERCARD INC CL A2016-11-042019-02-21$7,255$3,422$3,833$3,833
40. MATSON INC W/I2018-10-042019-02-21$1,420$1,619-$199-$199
37. MCDONALDS CORP COM2017-05-092019-02-21$6,752$5,348$1,404$1,404
150. MEDICINES COMPANY MERGED 01/06/20202019-02-21$3,554$7,912-$4,358-$4,358
100. MERIDIAN BIOSCIENCE INC2017-12-062019-02-21$1,718$1,489$229$229
240. MICROSOFT CORP2018-05-092019-02-21$26,131$23,126$3,005$3,005
180. MOMENTA PHARMACEUTICALS INC2018-10-032019-02-21$2,488$4,051-$1,563-$1,563
42. MOTOROLA SOLUTIONS INC2018-03-122019-02-21$5,835$4,582$1,253$1,253
30. NATIONAL VISION HOLDINGS INC2017-12-012019-02-21$1,022$983$39$39
20. NATIONAL VISION HOLDINGS INC2018-05-042019-02-21$682$656$26$26
200. NESTLE S A SPONSORED ADR REPSTG REG SH2018-10-032019-02-21$18,252$16,760$1,492$1,492
40. NEW MARKET CORPORATION2016-05-042019-02-21$17,371$16,327$1,044$1,044
20. NEXSTAR MEDIA GROUP INC2019-02-21$1,820$1,127$693$693
30. NICE LTD2018-11-122019-02-21$3,425$3,409$16$16
100. NORFOLK SOUTHN CORP COM2016-05-042019-02-21$18,303$8,854$9,449$9,449
30. NORFOLK SOUTHN CORP COM2018-11-302019-02-21$5,488$5,142$346$346
14. NORTHROP GRUMMAN CORPORATION2015-07-162019-02-21$4,008$2,376$1,632$1,632
100. NORTHWESTERN CORPORATION2015-11-192019-02-21$6,638$5,351$1,287$1,287
230. NUANCE COMMUNICATIONS INC2018-10-262019-02-21$3,703$3,881-$178-$178
55. O REILLY AUTOMOTIVE INC2016-05-042019-02-21$21,015$14,769$6,246$6,246
50. OMNICELL INC2010-06-092019-02-21$4,244$595$3,649$3,649
120. PBF ENERGY INC2018-09-042019-02-21$4,267$6,399-$2,132-$2,132
20. PAYLOCITY HOLDING CORP2019-02-062019-02-21$1,721$1,626$95$95
50. PIPER SANDLER COMPANIES2017-08-222019-02-21$3,597$2,790$807$807
38. PROCTER & GAMBLE CO2019-01-302019-02-21$3,781$3,574$207$207
220. PROGRESSIVE CORP OHIO2016-05-042019-02-21$15,965$7,230$8,735$8,735
123. PROGRESSIVE CORP OHIO2019-02-072019-02-21$8,868$8,292$576$576
40. PROOFPOINT INC2018-08-312019-02-21$4,770$4,767$3$3
21. RAYTHEON COMPANY2016-01-252019-02-21$3,890$2,499$1,391$1,391
50. REGAL BELOIT CORP2013-12-172019-02-21$4,214$3,527$687$687
196. REGIONS FINANCIAL CORP2018-03-282019-02-21$3,160$3,576-$416-$416
110. RUSH ENTERPRISES INC CL A2018-02-062019-02-21$4,756$5,373-$617-$617
70. RYDER SYSTEM INC2018-03-092019-02-21$4,499$5,336-$837-$837
25. S&P GLOBAL INC2016-07-292019-02-21$4,954$3,054$1,900$1,900
265. SCHWAB CHARLES CORP NEW2019-01-282019-02-21$12,179$12,601-$422-$422
50. SELECTED INS GROUP INC2011-06-152019-02-21$3,295$783$2,512$2,512
80. SMARTSHEET INC2019-01-292019-02-21$2,998$2,376$622$622
280. SOUTHWEST AIRLINES COM2017-01-202019-02-21$15,239$14,279$960$960
100. STAG INDUSTRIES INC2019-01-162019-02-21$2,826$2,647$179$179
200. SUMMIT HOTEL PROPERTIES INC REITS2019-02-21$2,334$3,177-$843-$843
170. SUMMIT MATERIALS INC -CL A2017-06-292019-02-21$2,980$4,770-$1,790-$1,790
40. TABLEAU SOFTWARE INC-CL A MERGED 8/1/20192018-11-122019-02-21$5,149$4,467$682$682
20. TELEDYNE TECHNOLOGIES INC2018-10-012019-02-21$4,685$4,938-$253-$253
60. TOPBUILD CORP2019-02-21$3,411$3,276$135$135
40. TOTAL SYSTEMS SERVICES INC MERGED 09/17/20192017-07-072019-02-21$3,730$2,351$1,379$1,379
60. TREX INC COM2019-02-152019-02-21$4,538$4,594-$56-$56
15. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S2017-11-172019-02-21$4,986$2,970$2,016$2,016
200. ULTRA CLEAN HOLDINGS2017-12-082019-02-21$2,492$4,280-$1,788-$1,788
200. UNITED FINANCIAL BANCORP INC MERGED 11/01/192015-11-192019-02-21$3,204$2,726$478$478
23. UNITED RENTALS INC COM2018-09-212019-02-21$3,104$3,932-$828-$828
46. UNITED TECHNOLOGIES CORP COM2018-07-112019-02-21$5,819$5,761$58$58
43. UNITEDHEALTH GROUP INC COM2016-10-262019-02-21$11,483$6,128$5,355$5,355
50. UNIVERSAL DISPLAY CORP2018-06-202019-02-21$5,938$4,395$1,543$1,543
34. VEEVA SYSTEMS INC-CLASS A2019-01-302019-02-21$3,978$3,645$333$333
155. VERIZON COMMUNICATIONS COM2016-05-042019-02-21$8,604$7,883$721$721
300. VIAVI SOLUTIONS INC -W/I2018-10-012019-02-21$3,936$3,622$314$314
185. VISA INC CLASS A SHARES2016-05-042019-02-21$26,642$14,213$12,429$12,429
100. VISHAY INTERTECHNOLOGY INC COM2015-11-202019-02-21$2,227$1,185$1,042$1,042
50. VISTEON CORP2018-10-152019-02-21$4,528$4,023$505$505
60. WNS HOLDINGS LTD ADR2018-11-132019-02-21$3,233$3,035$198$198
76. WASTE MANAGEMENT INC2018-03-122019-02-21$7,534$6,595$939$939
22. WELLCARE HEALTH PLANS, INC. MERGED 1/23/20 @ $120.00 P/S2018-06-082019-02-21$6,106$5,131$975$975
300. WELLS FARGO & CO NEW COM2011-04-282019-02-21$14,904$8,788$6,116$6,116
20. WEX INC2018-11-122019-02-21$3,416$3,324$92$92
120. WOLVERINE WORLD WIDE INC COM2019-02-052019-02-21$4,314$4,250$64$64
350. WPX ENERGY INC2018-09-282019-02-21$4,567$7,077-$2,510-$2,510
29. ZEBRA TECHNOLOGIES CORP CLASS A2018-10-182019-02-21$5,761$4,885$876$876
80. ZOGENIX INC2019-02-21$3,767$3,301$466$466
90. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022017-03-072019-02-21$3,657$3,108$549$549
40. ICON PLC SEDOL B94G4712018-09-282019-02-21$5,599$6,143-$544-$544
50. INGERSOLL-RAND PLC EXCHANGE 3/02/20202018-11-302019-02-21$5,238$5,182$56$56
60. NOVOCURE LTD SEDOL BYSS4X42018-11-072019-02-21$3,149$2,020$1,129$1,129
80. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792019-02-21$5,203$5,050$153$153
70. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52018-11-122019-02-21$2,196$2,100$96$96
1560. CENTENNIAL RESOURCE DEVELO-A2018-04-192019-02-22$19,460$29,568-$10,108-$10,108
630. CENTENNIAL RESOURCE DEVELO-A2018-04-192019-02-22$7,834$11,941-$4,107-$4,107
110. CORREVIO PHARMA CORP SEDOL BD0M8C42019-02-22$350$997-$647-$647
120. CORREVIO PHARMA CORP SEDOL BD0M8C42015-03-172019-02-22$379$1,086-$707-$707
60. HFF INC CLASS A2019-02-22$2,704$2,087$617$617
130. HFF INC CLASS A2018-06-132019-02-22$5,888$4,519$1,369$1,369
200. HFF INC CLASS A2019-02-22$9,104$6,943$2,161$2,161
65000. VEREIT OPERATING PARTNER CALL 05/15/2027 COGT2017-08-082019-02-22$62,385$64,565-$2,180-$2,180
25000. VEREIT OPERATING PARTNER CALL 05/15/2027 COGT2018-06-132019-02-22$23,994$23,206$788$788
250. HFF INC CLASS A2019-02-25$11,152$8,650$2,502$2,502
60. SMARTSHEET INC2019-01-292019-02-25$2,243$1,782$461$461
210. SMARTSHEET INC2019-01-292019-02-25$7,857$6,236$1,621$1,621
170. SMARTSHEET INC2019-02-25$6,372$5,039$1,333$1,333
130. SMARTSHEET INC2019-02-25$4,866$3,568$1,298$1,298
110. SMARTSHEET INC2018-11-142019-02-25$4,132$2,895$1,237$1,237
60. SMARTSHEET INC2018-11-142019-02-25$2,248$1,579$669$669
60. ULTRA CLEAN HOLDINGS2017-12-082019-02-25$704$1,284-$580-$580
210. ULTRA CLEAN HOLDINGS2017-12-082019-02-25$2,452$4,494-$2,042-$2,042
480. ULTRA CLEAN HOLDINGS2019-02-25$5,607$10,235-$4,628-$4,628
100. ULTRA CLEAN HOLDINGS2019-02-25$1,177$2,108-$931-$931
14.082 AURORA OFFSHORE FUND LTD II CLASS A SERIES 08/162016-08-312019-02-25$9,227$24,281-$15,054-$15,054
150. ENTEGRIS, INC2009-07-012019-02-26$5,901$440$5,461$5,461
60. HFF INC CLASS A2019-02-26$2,664$2,069$595$595
120. HFF INC CLASS A2019-02-26$5,343$4,139$1,204$1,204
100. HEIDRICK & STRUGGLES (IPO)2016-05-032019-02-26$4,179$1,878$2,301$2,301
35. HEIDRICK & STRUGGLES (IPO)2016-05-032019-02-26$1,440$657$783$783
160. ULTRA CLEAN HOLDINGS2017-12-072019-02-26$1,841$3,363-$1,522-$1,522
10. ULTRA CLEAN HOLDINGS2017-12-072019-02-26$117$210-$93-$93
160. ULTRA CLEAN HOLDINGS2019-02-26$1,857$3,362-$1,505-$1,505
20. ULTRA CLEAN HOLDINGS2018-01-312019-02-26$232$420-$188-$188
350. ULTRA CLEAN HOLDINGS2018-01-312019-02-26$4,087$7,350-$3,263-$3,263
30. HFF INC CLASS A2018-07-172019-02-27$1,333$1,035$298$298
70. HFF INC CLASS A2019-02-27$3,119$2,411$708$708
165. HEIDRICK & STRUGGLES (IPO)2016-05-032019-02-27$7,076$3,099$3,977$3,977
1. DFC GLOBAL CORP 23324T1072001-01-012019-02-27$2,399$25$2,374$2,374
900. TIVO CORP MERGED 6/1/20202015-11-192019-02-27$9,001$19,881-$10,880-$10,880
150. ULTRA CLEAN HOLDINGS2018-01-312019-02-27$1,651$3,150-$1,499-$1,499
120. ULTRA CLEAN HOLDINGS2019-02-27$1,328$2,516-$1,188-$1,188
230000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-02-27$228,293$227,884$409$409
145000. USA TREASURY NOTES 01.625% DUE 06/30/20192018-12-282019-02-27$144,587$144,354$233$233
30. ZOGENIX INC2018-10-152019-02-27$1,569$1,238$331$331
500. ZOGENIX INC2019-02-27$26,155$20,573$5,582$5,582
140. CANTEL MEDICAL CORP2019-02-28$10,431$13,585-$3,154-$3,154
300. CANTEL MEDICAL CORP2019-02-28$22,700$29,095-$6,395-$6,395
360. CANTEL MEDICAL CORP2019-02-28$26,561$31,108-$4,547-$4,547
160. CANTEL MEDICAL CORP2019-02-28$11,805$15,452-$3,647-$3,647
739.99 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182019-02-28$740$788-$48-$48
1996.81 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022019-02-28$1,997$2,143-$146-$146
2841.21 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142019-02-28$2,841$2,961-$120-$120
738.15 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112019-02-28$738$765-$27-$27
1347.35 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172019-02-28$1,347$1,383-$36-$36
3053.52 FEDERAL NATL MTG ASSN POOL AL26102014-03-142019-02-28$3,054$3,071-$17-$17
809.31 FEDERAL NATL MTG ASSN POOL AL19482014-01-212019-02-28$809$841-$32-$32
1716.58 FEDERAL NATL MTG ASSN POOL AL22422015-05-112019-02-28$1,717$1,829-$112-$112
1348.73 FEDERAL NATL MTG ASSN POOL AL31912015-04-282019-02-28$1,349$1,414-$65-$65
1564.64 FEDERAL NATL MTG ASSN POOL AL39042014-05-022019-02-28$1,565$1,624-$59-$59
1318.04 FEDERAL NATL MTG ASSN POOL AO59402012-06-182019-02-28$1,318$1,379-$61-$61
1389. FEDERAL NATL MTG ASSN POOL AO76272012-11-052019-02-28$1,389$1,440-$51-$51
825.25 FEDERAL NATL MTG ASSN POOL AP04952015-05-122019-02-28$825$860-$35-$35
1219.13 FEDERAL NATL MTG ASSN POOL AP21332014-11-192019-02-28$1,219$1,259-$40-$40
1567.32 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202019-02-28$1,567$1,634-$67-$67
764.06 FEDERAL NATL MTG ASSN POOL AS38412015-05-202019-02-28$764$790-$26-$26
626.47 FEDERAL NATL MTG ASSN POOL AS53852015-09-112019-02-28$626$666-$40-$40
2246.5 FEDERAL NATL MTG ASSN POOL AS61112016-04-152019-02-28$2,247$2,398-$151-$151
1299.41 FEDERAL NATL MTG ASSN POOL AS71552016-06-172019-02-28$1,299$1,340-$41-$41
1033.59 FEDERAL NATL MTG ASSN POOL AS66202017-08-172019-02-28$1,034$1,071-$37-$37
923.58 FEDERAL NATL MTG ASSN POOL AS73432016-06-092019-02-28$924$950-$26-$26
2322.94 FEDERAL NATL MTG ASSN POOL AT21272014-11-142019-02-28$2,323$2,329-$6-$6
410.56 FEDERAL NATL MTG ASSN POOL AT78992015-09-152019-02-28$411$425-$14-$14
75.64 FEDERAL NATL MTG ASSN POOL 7250422005-05-122019-02-28$76$76
26.82 FEDERAL NATL MTG ASSN POOL 7287092003-12-182019-02-28$27$27
23.29 FEDERAL NATL MTG ASSN POOL 7351412005-04-292019-02-28$23$23
162.73 FEDERAL NATL MTG ASSN POOL 7391872003-09-102019-02-28$163$164-$1-$1
76.68 FEDERAL NATL MTG ASSN POOL 7450872006-06-082019-02-28$77$74$3$3
27.28 FEDERAL NATL MTG ASSN POOL 8142602005-03-102019-02-28$27$27
271.02 FEDERAL NATL MTG ASSN POOL BC44422018-09-142019-02-28$271$260$11$11
1643.56 FEDERAL NATL MTG ASSN POOL BM32602018-10-042019-02-28$1,644$1,607$37$37
1456.83 FEDERAL NATL MTG ASSN POOL BM43882019-01-182019-02-28$1,457$1,488-$31-$31
2338.54 FEDERAL NATL MTG ASSN POOL BM39542018-06-062019-02-28$2,339$2,290$49$49
925.04 FEDERAL NATL MTG ASSN POOL CA08332018-01-252019-02-28$925$941-$16-$16
905.68 FEDERAL NATL MTG ASSN POOL AB18452011-08-162019-02-28$906$939-$33-$33
506.63 FEDERAL NATL MTG ASSN POOL AB20772011-04-152019-02-28$507$500$7$7
2229.55 FEDERAL NATL MTG ASSN POOL AB45252012-05-162019-02-28$2,230$2,355-$125-$125
527.06 FEDERAL NATL MTG ASSN POOL AB78592013-07-112019-02-28$527$528-$1-$1
953.5 FEDERAL NATL MTG ASSN POOL AC36682010-10-052019-02-28$954$989-$35-$35
1069.74 FEDERAL NATL MTG ASSN POOL MA05622014-02-102019-02-28$1,070$1,144-$74-$74
990.62 FEDERAL NATL MTG ASSN POOL MA12362014-09-042019-02-28$991$1,015-$24-$24
781.09 FEDERAL NATL MTG ASSN POOL MA14302015-05-122019-02-28$781$789-$8-$8
1149.81 FEDERAL NATL MTG ASSN POOL MA15252016-03-092019-02-28$1,150$1,197-$47-$47
803.97 FEDERAL NATL MTG ASSN POOL MA26712016-10-282019-02-28$804$844-$40-$40
2320.46 FEDERAL NATL MTG ASSN POOL MA35222018-11-072019-02-28$2,320$2,374-$54-$54
3409.53 FEDERAL NATL MTG ASSN POOL MA28032017-10-192019-02-28$3,410$3,427-$17-$17
2025.62 FEDERAL NATL MTG ASSN POOL MA33842018-10-182019-02-28$2,026$2,029-$3-$3
224.31 FEDERAL NATL MTG ASSN POOL AD71342010-07-212019-02-28$224$237-$13-$13
396. FEDERAL NATL MTG ASSN POOL AD63692010-06-222019-02-28$396$408-$12-$12
656.34 FEDERAL NATL MTG ASSN POOL AE09812011-10-172019-02-28$656$665-$9-$9
1154.91 GOVT NATL MTG ASSN POOL AA82732012-08-282019-02-28$1,155$1,247-$92-$92
620.14 GOVT NATL MTG ASSN POOL 7443712012-02-162019-02-28$620$669-$49-$49
190. HFF INC CLASS A2019-02-28$8,644$6,530$2,114$2,114
20. HFF INC CLASS A2018-06-142019-02-28$904$685$219$219
10. HFF INC CLASS A2018-06-142019-02-28$456$343$113$113
100. HFF INC CLASS A2019-02-28$4,516$3,425$1,091$1,091
20. LPL FINANCIAL HOLDINGS INC2018-02-122019-02-28$1,511$1,264$247$247
190. LPL FINANCIAL HOLDINGS INC2018-05-042019-02-28$14,353$12,232$2,121$2,121
60. LPL FINANCIAL HOLDINGS INC2018-02-122019-02-28$4,526$3,793$733$733
200. UNIVERSAL DISPLAY CORP2019-02-28$29,647$16,991$12,656$12,656
1717.06 PIMCO ABSOLUTE RETURN2013-09-182019-02-28$4,529,633$4,000,000$529,633$529,633
200. CANTEL MEDICAL CORP2019-03-01$14,815$16,950-$2,135-$2,135
70. CANTEL MEDICAL CORP2019-03-01$5,188$5,843-$655-$655
30. CANTEL MEDICAL CORP2018-11-122019-03-01$2,224$2,511-$287-$287
340. HFF INC CLASS A2019-03-01$15,413$11,519$3,894$3,894
130. HFF INC CLASS A2019-03-01$5,902$4,368$1,534$1,534
400. KVH INDS INC2017-01-132019-03-01$4,481$4,575-$94-$94
100. LPL FINANCIAL HOLDINGS INC2018-02-122019-03-01$7,672$6,321$1,351$1,351
170000. 21ST CENTY FOX AMER INC 06.900% DUE 03/01/20192019-03-01$170,000$170,000
1700. CYMABAY THERAPEUTICS INC2019-03-04$21,853$23,847-$1,994-$1,994
160. CYMABAY THERAPEUTICS INC2018-06-212019-03-04$2,063$2,239-$176-$176
160. CYMABAY THERAPEUTICS INC2018-06-212019-03-04$2,063$2,239-$176-$176
71. KVH INDS INC2017-01-172019-03-04$792$769$23$23
10. ULTRA CLEAN HOLDINGS2017-12-132019-03-04$110$209-$99-$99
80. ZOGENIX INC2019-03-04$4,296$3,280$1,016$1,016
310. NOVOCURE LTD SEDOL BYSS4X42019-03-04$16,423$10,376$6,047$6,047
129. KVH INDS INC2017-01-172019-03-05$1,382$1,398-$16-$16
75000. USA TREASURY NOTES 02.125% DUE 09/30/20212019-03-072019-03-05$74,235$74,385-$150-$150
100000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-02-282019-03-05$99,266$99,270-$4-$4
30. ZOGENIX INC2018-10-112019-03-05$1,589$1,208$381$381
110. NOVOCURE LTD SEDOL BYSS4X42019-03-05$5,849$3,660$2,189$2,189
155. NUTRI/SYSTEM INC MERGED 3/11/19 @ $38.75 P/S2013-06-212019-03-06$6,665$1,619$5,046$5,046
130. NUTRI/SYSTEM INC MERGED 3/11/19 @ $38.75 P/S2019-03-06$5,588$1,355$4,233$4,233
5000. ANHEUSER-BUSCH INBEV WOR COGT2018-12-142019-03-07$5,116$5,005$111$111
10000. ANHEUSER-BUSCH INBEV WOR COGT2018-12-142019-03-07$10,231$10,010$221$221
5000. ANHEUSER-BUSCH INBEV WOR COGT2018-12-142019-03-07$5,116$5,005$111$111
5000. ANHEUSER-BUSCH INBEV WOR COGT2018-12-142019-03-07$5,117$5,005$112$112
5000. ANHEUSER-BUSCH INBEV WOR COGT2018-12-142019-03-07$5,117$5,005$112$112
5000. ANHEUSER-BUSCH INBEV WOR COGT2018-12-142019-03-07$5,116$5,005$111$111
5000. ANHEUSER-BUSCH INBEV WOR COGT2018-12-142019-03-07$5,116$5,005$111$111
125000. BANK OF NOVA SCOTIA SEDOL ISIN US064159KT262018-09-252019-03-07$124,191$122,694$1,497$1,497
40. DAVE & BUSTER'S ENTERTAINM2018-10-122019-03-07$1,872$2,451-$579-$579
450. DAVE & BUSTER'S ENTERTAINM2019-03-07$20,985$27,184-$6,199-$6,199
210. INGEVITY CORP2019-03-07$23,605$17,490$6,115$6,115
30. INGEVITY CORP2018-06-122019-03-07$3,374$2,468$906$906
55. NUTRI/SYSTEM INC MERGED 3/11/19 @ $38.75 P/S2013-06-202019-03-07$2,357$559$1,798$1,798
60. NUTRI/SYSTEM INC MERGED 3/11/19 @ $38.75 P/S2013-06-202019-03-07$2,571$610$1,961$1,961
40. OMNICELL INC2010-06-082019-03-07$3,299$466$2,833$2,833
60. OMNICELL INC2010-06-082019-03-07$4,944$699$4,245$4,245
25000. USA TREASURY NOTES 02.500% DUE 08/15/20232019-01-092019-03-07$25,041$24,932$109$109
230000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-02-272019-03-07$230,180$229,856$324$324
85000. ANHEUSER-BUSCH INBEV WOR COGT2018-12-142019-03-08$86,970$85,086$1,884$1,884
120. DAVE & BUSTER'S ENTERTAINM2018-06-122019-03-08$5,500$6,585-$1,085-$1,085
150. DAVE & BUSTER'S ENTERTAINM2019-03-08$6,901$8,228-$1,327-$1,327
110. DAVE & BUSTER'S ENTERTAINM2019-03-08$5,085$5,848-$763-$763
70. ZOGENIX INC2018-10-112019-03-08$3,567$2,818$749$749
190. ZOGENIX INC2018-10-112019-03-08$9,697$7,648$2,049$2,049
720. DAVE & BUSTER'S ENTERTAINM2019-03-11$33,154$35,783-$2,629-$2,629
1800. DAVE & BUSTER'S ENTERTAINM2019-03-11$83,280$83,211$69$69
120. DAVE & BUSTER'S ENTERTAINM2018-06-062019-03-11$5,521$5,474$47$47
1. MERCK & CO XXX-XX-XXXX2001-01-012019-03-11$3,192$3,192$3,192
100. ULTRA CLEAN HOLDINGS2017-12-132019-03-11$1,047$2,091-$1,044-$1,044
70. ULTRA CLEAN HOLDINGS2019-03-11$736$1,458-$722-$722
50. ZOGENIX INC2018-10-112019-03-11$2,565$2,013$552$552
300. ULTRA CLEAN HOLDINGS2019-03-12$3,026$5,743-$2,717-$2,717
170. ULTRA CLEAN HOLDINGS2017-12-122019-03-12$1,715$3,450-$1,735-$1,735
30. ULTRA CLEAN HOLDINGS2018-04-022019-03-12$308$566-$258-$258
110. ULTRA CLEAN HOLDINGS2018-04-022019-03-12$1,123$2,039-$916-$916
20. ULTRA CLEAN HOLDINGS2018-02-222019-03-12$204$371-$167-$167
20. ULTRA CLEAN HOLDINGS2018-04-022019-03-12$202$371-$169-$169
10000. GOLDMAN SACHS GROUP INC SR UNSEC2018-09-132019-03-13$10,698$10,576$122$122
40000. GOLDMAN SACHS GROUP INC SR UNSEC2019-03-13$42,793$42,926-$133-$133
10000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC2016-09-222019-03-13$9,817$9,990-$173-$173
45000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC2016-09-222019-03-13$44,136$44,954-$818-$818
10000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC2016-09-222019-03-13$9,818$9,990-$172-$172
5000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC2016-09-222019-03-13$4,906$4,995-$89-$89
5000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC2016-09-222019-03-13$4,905$4,995-$90-$90
660. SMARTSHEET INC2019-03-13$28,023$17,033$10,990$10,990
60. ULTRA CLEAN HOLDINGS2018-02-222019-03-13$598$1,109-$511-$511
40. ULTRA CLEAN HOLDINGS2018-04-022019-03-13$398$741-$343-$343
160. ULTRA CLEAN HOLDINGS2018-02-222019-03-13$1,596$2,958-$1,362-$1,362
30000. PHILLIPS 66 CALL 05/15/2034 @ 100.000 COGT2015-05-122019-03-14$31,340$30,086$1,254$1,254
160. ULTRA CLEAN HOLDINGS2018-02-222019-03-14$1,674$2,958-$1,284-$1,284
160. ULTRA CLEAN HOLDINGS2019-03-14$1,644$2,957-$1,313-$1,313
4330.56 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A32017-09-122019-03-15$4,331$4,330$1$1
6489.12 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22017-10-242019-03-15$6,489$6,489
977.7 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202019-03-15$978$978
9080.22 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A32017-03-222019-03-15$9,080$9,079$1$1
30000. JPMORGAN CHASE & CO CALL 05/07/2021 @ 100.000 UNSC2017-05-222019-03-15$29,703$30,015-$312-$312
840. NATIONAL VISION HOLDINGS INC2019-03-15$25,158$25,115$43$43
600. NATIONAL VISION HOLDINGS INC2019-03-15$18,033$13,459$4,574$4,574
630. NATIONAL VISION HOLDINGS INC2017-10-262019-03-15$18,902$13,860$5,042$5,042
5565.8 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022019-03-15$5,566$5,566
80. ULTRA CLEAN HOLDINGS2018-02-222019-03-15$854$1,476-$622-$622
170. ULTRA CLEAN HOLDINGS2019-03-15$1,815$3,136-$1,321-$1,321
740. ULTRA CLEAN HOLDINGS2019-03-15$7,736$12,322-$4,586-$4,586
50000. CBS CORP SER WI CALL 05/01/20232019-03-19$49,039$48,292$747$747
130. SMARTSHEET INC2018-11-092019-03-19$5,695$3,301$2,394$2,394
70. SMARTSHEET INC2018-11-092019-03-19$3,070$1,778$1,292$1,292
450. SMARTSHEET INC2019-03-19$19,637$11,359$8,278$8,278
15000. T-MOBILE USA INC CALL 02/01/2021 COGT2018-05-292019-03-19$14,983$14,034$949$949
10000. T-MOBILE USA INC CALL 02/01/2021 COGT2018-02-092019-03-19$9,989$9,788$201$201
150. ULTRA CLEAN HOLDINGS2018-08-312019-03-19$1,581$2,303-$722-$722
50. UNIVERSAL DISPLAY CORP2018-06-252019-03-19$7,903$4,100$3,803$3,803
693. WELLCARE HEALTH PLANS, INC. MERGED 1/23/20 @ $120.00 P/S2018-06-082019-03-19$171,297$161,612$9,685$9,685
1. PFIZER INC XXX-XX-XXXX2001-01-012019-03-20$890$25$865$865
1. PFIZER INC XXX-XX-XXXX2001-01-012019-03-20$1,774$25$1,749$1,749
160. ULTRA CLEAN HOLDINGS2019-03-20$1,674$2,421-$747-$747
35000. PHILLIPS 66 CALL 05/15/2034 @ 100.000 COGT2015-05-122019-03-21$37,276$35,100$2,176$2,176
265. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S2019-03-21$87,762$48,262$39,500$39,500
470. ULTRA CLEAN HOLDINGS2019-03-21$5,091$6,973-$1,882-$1,882
65000. USA TREASURY NOTES 02.375% DUE 05/15/20272019-02-012019-03-21$64,535$63,946$589$589
50. ORBOTECH LTD2008-08-272019-03-21$3,330$532$2,798$2,798
2500. ORBOTECH LTD2019-03-21$166,491$24,668$141,823$141,823
210. FLOWSERVE CORP COM2019-03-22$9,222$10,262-$1,040-$1,040
440. FLOWSERVE CORP COM2017-04-062019-03-22$19,246$21,412-$2,166-$2,166
60. ULTRA CLEAN HOLDINGS2018-09-062019-03-22$654$837-$183-$183
420. ACACIA COMMUNICATIONS INC2019-03-25$22,921$16,204$6,717$6,717
446. BIOGEN INC2016-05-172019-03-25$96,951$108,298-$11,347-$11,347
50. TIER REIT INC2019-03-222019-03-25$1,390$1,300$90$90
650. TIER REIT INC2019-03-222019-03-25$17,897$16,903$994$994
720. TIER REIT INC2019-03-222019-03-25$19,591$18,723$868$868
160. TIER REIT INC2019-03-222019-03-25$4,357$4,161$196$196
70. TIER REIT INC2019-03-25$1,947$1,819$128$128
640. TIER REIT INC2019-03-25$17,425$16,519$906$906
60. ULTRA CLEAN HOLDINGS2018-09-062019-03-25$643$837-$194-$194
190. ACACIA COMMUNICATIONS INC2019-03-26$10,621$6,687$3,934$3,934
490. TIER REIT INC2019-03-26$13,541$12,399$1,142$1,142
510. TIER REIT INC2019-03-26$14,191$12,760$1,431$1,431
510. TIER REIT INC2019-03-26$14,118$12,725$1,393$1,393
130. TIER REIT INC2019-03-152019-03-26$3,618$3,240$378$378
350. ULTRA CLEAN HOLDINGS2019-03-26$3,693$4,860-$1,167-$1,167
.5 KLA TENCOR CORP2019-03-212019-03-27$59$55$4$4
480. TIER REIT INC2019-03-27$13,438$11,924$1,514$1,514
160. TIER REIT INC2019-03-27$4,466$3,907$559$559
320. ULTRA CLEAN HOLDINGS2019-03-27$3,296$4,295-$999-$999
410. ULTRA CLEAN HOLDINGS2019-03-28$4,232$4,628-$396-$396
120000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-03-28$119,278$118,916$362$362
400. ULTRA CLEAN HOLDINGS2019-03-29$4,168$4,370-$202-$202
35000. YAMANA GOLD INC SEDOL BSTLP82 ISIN US98462YAB652018-01-302019-03-29$35,975$36,334-$359-$359
256.62 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182019-03-31$257$273-$16-$16
643.31 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022019-03-31$643$690-$47-$47
2854.88 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142019-03-31$2,855$2,975-$120-$120
879.49 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112019-03-31$879$911-$32-$32
2367.89 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172019-03-31$2,368$2,430-$62-$62
3578.6 FEDERAL NATL MTG ASSN POOL AL26102014-03-142019-03-31$3,579$3,599-$20-$20
458.5 FEDERAL NATL MTG ASSN POOL AL19482014-01-212019-03-31$459$476-$17-$17
1663.7 FEDERAL NATL MTG ASSN POOL AL22422015-05-112019-03-31$1,664$1,772-$108-$108
902.39 FEDERAL NATL MTG ASSN POOL AL31912015-04-282019-03-31$902$946-$44-$44
1824.46 FEDERAL NATL MTG ASSN POOL AL39042014-05-022019-03-31$1,824$1,893-$69-$69
409.49 FEDERAL NATL MTG ASSN POOL AO59402012-06-182019-03-31$409$428-$19-$19
3395.42 FEDERAL NATL MTG ASSN POOL AO76272012-11-052019-03-31$3,395$3,518-$123-$123
295.02 FEDERAL NATL MTG ASSN POOL AP04952015-05-122019-03-31$295$307-$12-$12
1464.2 FEDERAL NATL MTG ASSN POOL AP21332014-11-192019-03-31$1,464$1,512-$48-$48
428.19 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202019-03-31$428$446-$18-$18
636.27 FEDERAL NATL MTG ASSN POOL AS38412015-05-202019-03-31$636$658-$22-$22
1024.73 FEDERAL NATL MTG ASSN POOL AS53852015-09-112019-03-31$1,025$1,089-$64-$64
1554.04 FEDERAL NATL MTG ASSN POOL AS61112016-04-152019-03-31$1,554$1,659-$105-$105
1287.94 FEDERAL NATL MTG ASSN POOL AS71552016-06-172019-03-31$1,288$1,328-$40-$40
538.8 FEDERAL NATL MTG ASSN POOL AS66202017-08-172019-03-31$539$558-$19-$19
1102.67 FEDERAL NATL MTG ASSN POOL AS73432016-06-092019-03-31$1,103$1,135-$32-$32
3304.27 FEDERAL NATL MTG ASSN POOL AT21272014-11-142019-03-31$3,304$3,313-$9-$9
1268.18 FEDERAL NATL MTG ASSN POOL AT78992015-09-152019-03-31$1,268$1,313-$45-$45
65.2 FEDERAL NATL MTG ASSN POOL 7250422005-05-122019-03-31$65$66-$1-$1
108.39 FEDERAL NATL MTG ASSN POOL 7287092003-12-182019-03-31$108$110-$2-$2
22.09 FEDERAL NATL MTG ASSN POOL 7351412005-04-292019-03-31$22$22
149.88 FEDERAL NATL MTG ASSN POOL 7391872003-09-102019-03-31$150$151-$1-$1
73.24 FEDERAL NATL MTG ASSN POOL 7450872006-06-082019-03-31$73$71$2$2
18.3 FEDERAL NATL MTG ASSN POOL 8142602005-03-102019-03-31$18$18
1464.67 FEDERAL NATL MTG ASSN POOL BC44422018-09-142019-03-31$1,465$1,407$58$58
2177.78 FEDERAL NATL MTG ASSN POOL BM32602018-10-042019-03-31$2,178$2,129$49$49
2522.57 FEDERAL NATL MTG ASSN POOL BM43882019-01-182019-03-31$2,523$2,577-$54-$54
1855.07 FEDERAL NATL MTG ASSN POOL BM39542018-06-062019-03-31$1,855$1,817$38$38
2542.48 FEDERAL NATL MTG ASSN POOL CA08332018-01-252019-03-31$2,542$2,587-$45-$45
897.41 FEDERAL NATL MTG ASSN POOL AB18452011-08-162019-03-31$897$930-$33-$33
858.17 FEDERAL NATL MTG ASSN POOL AB20772011-04-152019-03-31$858$847$11$11
1104.17 FEDERAL NATL MTG ASSN POOL AB45252012-05-162019-03-31$1,104$1,166-$62-$62
499.81 FEDERAL NATL MTG ASSN POOL AB78592013-07-112019-03-31$500$501-$1-$1
1049.44 FEDERAL NATL MTG ASSN POOL AC36682010-10-052019-03-31$1,049$1,088-$39-$39
550.86 FEDERAL NATL MTG ASSN POOL MA05622014-02-102019-03-31$551$589-$38-$38
874.88 FEDERAL NATL MTG ASSN POOL MA12362014-09-042019-03-31$875$897-$22-$22
841.46 FEDERAL NATL MTG ASSN POOL MA14302015-05-122019-03-31$841$849-$8-$8
1512.02 FEDERAL NATL MTG ASSN POOL MA15252016-03-092019-03-31$1,512$1,574-$62-$62
1388.77 FEDERAL NATL MTG ASSN POOL MA26712016-10-282019-03-31$1,389$1,457-$68-$68
3824.15 FEDERAL NATL MTG ASSN POOL MA35222018-11-072019-03-31$3,824$3,912-$88-$88
4198.95 FEDERAL NATL MTG ASSN POOL MA28032017-10-192019-03-31$4,199$4,220-$21-$21
2078.42 FEDERAL NATL MTG ASSN POOL MA32102019-03-072019-03-31$2,078$2,087-$9-$9
2204.04 FEDERAL NATL MTG ASSN POOL MA33842018-10-182019-03-31$2,204$2,207-$3-$3
1910.95 FEDERAL NATL MTG ASSN POOL AD71342010-07-212019-03-31$1,911$2,016-$105-$105
405.32 FEDERAL NATL MTG ASSN POOL AD63692010-06-222019-03-31$405$417-$12-$12
761.64 FEDERAL NATL MTG ASSN POOL AE09812011-10-172019-03-31$762$771-$9-$9
1183.86 GOVT NATL MTG ASSN POOL AA82732012-08-282019-03-31$1,184$1,278-$94-$94
474.23 GOVT NATL MTG ASSN POOL 7443712012-02-162019-03-31$474$512-$38-$38
60. STAG INDUSTRIES INC2019-01-162019-04-01$1,786$1,588$198$198
330. STAG INDUSTRIES INC2019-04-01$9,745$8,669$1,076$1,076
870. STAG INDUSTRIES INC2019-04-01$25,214$22,700$2,514$2,514
730. STAG INDUSTRIES INC2019-04-01$21,541$18,672$2,869$2,869
550. STAG INDUSTRIES INC2019-04-01$16,272$13,937$2,335$2,335
280. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S2019-04-01$92,362$24,411$67,951$67,951
160. ULTRA CLEAN HOLDINGS2018-11-072019-04-01$1,702$1,748-$46-$46
290. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792018-10-082019-04-01$19,399$18,303$1,096$1,096
450. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792019-04-01$30,116$28,152$1,964$1,964
340. STAG INDUSTRIES INC2019-04-02$9,981$8,578$1,403$1,403
210. STAG INDUSTRIES INC2019-04-02$6,157$5,238$919$919
490. STAG INDUSTRIES INC2019-04-02$14,385$12,088$2,297$2,297
190. STAG INDUSTRIES INC2019-01-072019-04-02$5,580$4,655$925$925
140. STAG INDUSTRIES INC2019-01-072019-04-02$4,119$3,430$689$689
64. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S2012-07-122019-04-02$21,112$5,568$15,544$15,544
130. ULTRA CLEAN HOLDINGS2018-11-072019-04-02$1,408$1,420-$12-$12
210. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792019-04-02$14,001$12,908$1,093$1,093
30. ACCELERON PHARMA INC2018-10-292019-04-03$1,411$1,615-$204-$204
20. FAIR ISAAC & COMP INC COM2019-04-03$5,553$4,012$1,541$1,541
60. FAIR ISAAC & COMP INC COM2018-12-032019-04-03$16,546$12,007$4,539$4,539
20. FAIR ISAAC & COMP INC COM2018-12-032019-04-03$5,538$4,002$1,536$1,536
40. ZOGENIX INC2018-10-112019-04-03$2,135$1,610$525$525
20. ZOGENIX INC2018-10-112019-04-03$1,076$805$271$271
120. ZOGENIX INC2019-04-03$6,359$4,780$1,579$1,579
20. ACCELERON PHARMA INC2018-10-292019-04-04$920$1,077-$157-$157
70. ACCELERON PHARMA INC2018-10-292019-04-04$3,248$3,769-$521-$521
300. ZOGENIX INC2019-04-04$15,359$11,912$3,447$3,447
5000. CVS HEALTH CORP UNSC2018-12-172019-04-05$5,035$4,970$65$65
5000. CVS HEALTH CORP UNSC2018-12-172019-04-05$5,035$4,970$65$65
40000. CVS HEALTH CORP UNSC2018-12-172019-04-05$40,277$39,764$513$513
5000. MORGAN STANLEY UNSC2016-11-142019-04-05$4,976$4,972$4$4
5000. MORGAN STANLEY UNSC2016-11-142019-04-05$4,976$4,972$4$4
55000. MORGAN STANLEY UNSC2019-04-05$54,713$54,504$209$209
150. ZOGENIX INC2018-10-112019-04-05$7,719$5,955$1,764$1,764
50. FOOT LOCKER INC2019-02-222019-04-08$3,179$2,963$216$216
50. WATTS WATER TECHNOLOGIES INC CLASS A2015-11-192019-04-08$4,142$2,756$1,386$1,386
880. ZOGENIX INC2019-04-08$31,558$34,698-$3,140-$3,140
115000. USA TREASURY NOTES 02.125% DUE 09/30/20212019-04-09$114,465$113,973$492$492
50. UNIVERSAL DISPLAY CORP2014-06-062019-04-09$8,229$1,394$6,835$6,835
410. ZOGENIX INC2019-04-09$15,538$15,868-$330-$330
430. ZOGENIX INC2019-04-09$16,210$16,268-$58-$58
10. PAGERDUTY INC2019-04-112019-04-11$383$240$143$143
55000. USA TREASURY NOTES 02.375% DUE 05/15/20272019-04-11$54,691$54,088$603$603
40. ACCELERON PHARMA INC2018-10-292019-04-12$1,716$2,154-$438-$438
10. ACCELERON PHARMA INC2018-10-292019-04-12$433$538-$105-$105
140000. USA TREASURY NOTES TREASURY INFLATION PROTECT SECS2019-01-092019-04-12$142,709$138,525$4,184$4,184
.2 ALCON INC SEDOL BJXBP412012-08-302019-04-12$11$7$4$4
915. BOEING CO2019-04-15$344,084$242,537$101,547$101,547
65000. CITIGROUP INC CALL 11/08/2021 UNSC2019-04-15$64,962$63,545$1,417$1,417
4666.05 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A32017-09-122019-04-15$4,666$4,666
6504.47 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22017-10-242019-04-15$6,504$6,504
1041.2 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202019-04-15$1,041$1,041
9563.51 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A32017-03-222019-04-15$9,564$9,563$1$1
50. PIPER SANDLER COMPANIES2017-08-222019-04-15$3,747$2,790$957$957
100. SELECTED INS GROUP INC2009-02-062019-04-15$6,795$1,499$5,296$5,296
5666.79 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022019-04-15$5,667$5,667
10000. USA TREASURY NOTE 01.875% DUE 01/31/20222019-03-082019-04-15$9,870$9,844$26$26
63000. YAMANA GOLD INC SEDOL BSTLP82 ISIN US98462YAB652019-04-16$64,927$65,305-$378-$378
430. UNITED FINANCIAL BANCORP INC MERGED 11/01/192015-11-192019-04-17$5,889$5,861$28$28
70. UNITED FINANCIAL BANCORP INC MERGED 11/01/192015-11-192019-04-17$1,032$954$78$78
60. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-02-262019-04-18$7,572$6,857$715$715
20. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-04-18$2,535$2,266$269$269
30. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-03-152019-04-18$3,825$3,369$456$456
200. KBR INC2017-02-092019-04-18$4,289$3,355$934$934
110. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-03-152019-04-22$13,791$12,354$1,437$1,437
125000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-04-22$122,080$121,428$652$652
205000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-04-22$200,211$197,922$2,289$2,289
560. CYCLERION THERAPEUTICS INC2019-04-23$8,680$16,896-$8,216-$8,216
150. CYCLERION THERAPEUTICS INC2019-04-23$2,325$4,406-$2,081-$2,081
1. ELECTRONIC DATA SYS CORP NEW MERGED 08/26/08 @ $25.00 P/S2001-01-012019-04-23$11$11$11
216. INTUITIVE SURGICAL INC2019-04-23$107,475$87,160$20,315$20,315
1. MERCK & CO XXX-XX-XXXX2001-01-012019-04-23$3,871$3,871$3,871
525. MULTICHOICE GROUP LTD - ADR ADR SEDOL BJLKFN92019-03-042019-04-23$4,562$3,474$1,088$1,088
643. RAYTHEON COMPANY2019-04-23$120,333$76,460$43,873$43,873
45000. USA TREASURY NOTES 02.375% DUE 08/15/20242019-04-23$44,989$44,760$229$229
215000. USA TREASURY NOTES 02.500% DUE 08/15/20232019-04-23$216,310$214,567$1,743$1,743
140. CYCLERION THERAPEUTICS INC2019-04-24$2,185$4,080-$1,895-$1,895
15000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC2018-10-242019-04-24$14,403$13,349$1,054$1,054
5000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC2018-10-242019-04-24$4,799$4,450$349$349
65000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC2019-04-24$62,351$57,830$4,521$4,521
140. NETGEAR INC2017-11-082019-04-24$4,925$3,885$1,040$1,040
90. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-04-25$11,080$10,094$986$986
20. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-03-052019-04-25$2,510$2,239$271$271
5000. CAPITAL ONE FINANCIAL CO CALL 09/30/2024 UNSC2017-10-262019-04-25$4,993$4,985$8$8
20. CYCLERION THERAPEUTICS INC2018-05-302019-04-25$309$578-$269-$269
70. ENTEGRIS, INC2009-07-012019-04-25$2,756$206$2,550$2,550
130. ENTEGRIS, INC2009-07-012019-04-25$5,046$382$4,664$4,664
115. FAIR ISAAC & COMP INC COM2019-04-25$32,253$22,998$9,255$9,255
250. GULFPORT ENERGY CORP NEW2015-11-192019-04-25$1,694$6,920-$5,226-$5,226
150. GULFPORT ENERGY CORP NEW2015-11-192019-04-25$1,020$4,152-$3,132-$3,132
200. JELD-WEN HOLDING INC2017-01-272019-04-25$3,897$5,110-$1,213-$1,213
60. NETGEAR INC2017-11-082019-04-25$1,818$1,665$153$153
50. PIPER SANDLER COMPANIES2017-08-222019-04-25$3,849$2,790$1,059$1,059
320. ACACIA COMMUNICATIONS INC2019-04-26$18,827$11,168$7,659$7,659
50. ACACIA COMMUNICATIONS INC2019-04-26$2,965$1,735$1,230$1,230
120. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-03-052019-04-26$14,438$13,434$1,004$1,004
10000. CAPITAL ONE FINANCIAL CO CALL 09/30/2024 UNSC2017-10-262019-04-26$9,983$9,971$12$12
10000. CAPITAL ONE FINANCIAL CO CALL 09/30/2024 UNSC2017-10-262019-04-26$9,975$9,971$4$4
100. CYCLERION THERAPEUTICS INC2019-04-26$1,551$2,884-$1,333-$1,333
14.695 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2011-10-182019-04-26$24,438$12,998$11,440$11,440
250. ACACIA COMMUNICATIONS INC2018-05-222019-04-29$14,681$8,646$6,035$6,035
300. ACACIA COMMUNICATIONS INC2019-04-29$17,510$10,300$7,210$7,210
45000. COMCAST CORP CALL 04/15/2058 COGT2018-10-022019-04-29$50,256$44,960$5,296$5,296
20. CYCLERION THERAPEUTICS INC2019-04-29$312$574-$262-$262
200. JELD-WEN HOLDING INC2017-01-272019-04-29$4,016$5,110-$1,094-$1,094
220. ACACIA COMMUNICATIONS INC2018-05-222019-04-30$12,669$7,460$5,209$5,209
20. ACACIA COMMUNICATIONS INC2018-05-222019-04-30$1,161$678$483$483
85. CYCLERION THERAPEUTICS INC2019-04-30$1,320$2,342-$1,022-$1,022
100. CYCLERION THERAPEUTICS INC2018-11-012019-04-30$1,541$2,241-$700-$700
797.17 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182019-04-30$797$849-$52-$52
778.37 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022019-04-30$778$835-$57-$57
1657.46 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142019-04-30$1,657$1,727-$70-$70
1151.69 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112019-04-30$1,152$1,193-$41-$41
2697.94 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172019-04-30$2,698$2,768-$70-$70
3142.6 FEDERAL NATL MTG ASSN POOL AL26102014-03-142019-04-30$3,143$3,161-$18-$18
610.54 FEDERAL NATL MTG ASSN POOL AL19482014-01-212019-04-30$611$634-$23-$23
1150.45 FEDERAL NATL MTG ASSN POOL AL22422015-05-112019-04-30$1,150$1,225-$75-$75
737.83 FEDERAL NATL MTG ASSN POOL AL31912015-04-282019-04-30$738$773-$35-$35
1763.61 FEDERAL NATL MTG ASSN POOL AL39042014-05-022019-04-30$1,764$1,830-$66-$66
954.71 FEDERAL NATL MTG ASSN POOL AO59402012-06-182019-04-30$955$999-$44-$44
1328.02 FEDERAL NATL MTG ASSN POOL AO76272012-11-052019-04-30$1,328$1,376-$48-$48
862.6 FEDERAL NATL MTG ASSN POOL AP04952015-05-122019-04-30$863$898-$35-$35
1661.64 FEDERAL NATL MTG ASSN POOL AP21332014-11-192019-04-30$1,662$1,716-$54-$54
2364.43 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202019-04-30$2,364$2,464-$100-$100
755.06 FEDERAL NATL MTG ASSN POOL AS38412015-05-202019-04-30$755$780-$25-$25
1738.4 FEDERAL NATL MTG ASSN POOL AS53852015-09-112019-04-30$1,738$1,847-$109-$109
1833.19 FEDERAL NATL MTG ASSN POOL AS61112016-04-152019-04-30$1,833$1,956-$123-$123
684.05 FEDERAL NATL MTG ASSN POOL AS71552016-06-172019-04-30$684$706-$22-$22
847.15 FEDERAL NATL MTG ASSN POOL AS66202017-08-172019-04-30$847$877-$30-$30
1177.37 FEDERAL NATL MTG ASSN POOL AS73432016-06-092019-04-30$1,177$1,211-$34-$34
2454.63 FEDERAL NATL MTG ASSN POOL AT21272014-11-142019-04-30$2,455$2,461-$6-$6
667.44 FEDERAL NATL MTG ASSN POOL AT78992015-09-152019-04-30$667$691-$24-$24
121.2 FEDERAL NATL MTG ASSN POOL 7250422005-05-122019-04-30$121$122-$1-$1
32.49 FEDERAL NATL MTG ASSN POOL 7287092003-12-182019-04-30$32$33-$1-$1
32.18 FEDERAL NATL MTG ASSN POOL 7351412005-04-292019-04-30$32$32
1367.61 FEDERAL NATL MTG ASSN POOL 7391872003-09-102019-04-30$1,368$1,375-$7-$7
41.19 FEDERAL NATL MTG ASSN POOL 7450872006-06-082019-04-30$41$40$1$1
20.81 FEDERAL NATL MTG ASSN POOL 8142602005-03-102019-04-30$21$21
540.62 FEDERAL NATL MTG ASSN POOL BC44422018-09-142019-04-30$541$519$22$22
1139.39 FEDERAL NATL MTG ASSN POOL BM32602018-10-042019-04-30$1,139$1,114$25$25
2873.39 FEDERAL NATL MTG ASSN POOL BM43882019-01-182019-04-30$2,873$2,935-$62-$62
2645.33 FEDERAL NATL MTG ASSN POOL BM39542018-06-062019-04-30$2,645$2,591$54$54
3766.22 FEDERAL NATL MTG ASSN POOL BM52462019-04-232019-04-30$3,766$3,799-$33-$33
3660.07 FEDERAL NATL MTG ASSN POOL CA08332018-01-252019-04-30$3,660$3,725-$65-$65
1229.58 FEDERAL NATL MTG ASSN POOL AB18452011-08-162019-04-30$1,230$1,275-$45-$45
517.45 FEDERAL NATL MTG ASSN POOL AB20772011-04-152019-04-30$517$511$6$6
257.29 FEDERAL NATL MTG ASSN POOL AB45252012-05-162019-04-30$257$272-$15-$15
3017. FEDERAL NATL MTG ASSN POOL AB78592013-07-112019-04-30$3,017$3,025-$8-$8
1036.58 FEDERAL NATL MTG ASSN POOL AC36682010-10-052019-04-30$1,037$1,075-$38-$38
482.91 FEDERAL NATL MTG ASSN POOL MA05622014-02-102019-04-30$483$516-$33-$33
1024.41 FEDERAL NATL MTG ASSN POOL MA12362014-09-042019-04-30$1,024$1,050-$26-$26
741.17 FEDERAL NATL MTG ASSN POOL MA14302015-05-122019-04-30$741$748-$7-$7
2221.68 FEDERAL NATL MTG ASSN POOL MA15252016-03-092019-04-30$2,222$2,313-$91-$91
1240.09 FEDERAL NATL MTG ASSN POOL MA26712016-10-282019-04-30$1,240$1,301-$61-$61
6090.52 FEDERAL NATL MTG ASSN POOL MA35222018-11-072019-04-30$6,091$6,231-$140-$140
4487.83 FEDERAL NATL MTG ASSN POOL MA28032017-10-192019-04-30$4,488$4,510-$22-$22
2434.1 FEDERAL NATL MTG ASSN POOL MA32102019-03-072019-04-30$2,434$2,444-$10-$10
4026.04 FEDERAL NATL MTG ASSN POOL MA33842018-10-182019-04-30$4,026$4,032-$6-$6
1492.53 FEDERAL NATL MTG ASSN POOL AD71342010-07-212019-04-30$1,493$1,574-$81-$81
547.27 FEDERAL NATL MTG ASSN POOL AD63692010-06-222019-04-30$547$563-$16-$16
751.46 FEDERAL NATL MTG ASSN POOL AE09812011-10-172019-04-30$751$761-$10-$10
1424.55 GOVT NATL MTG ASSN POOL AA82732012-08-282019-04-30$1,425$1,537-$112-$112
1991.83 GOVT NATL MTG ASSN POOL 7443712012-02-162019-04-30$1,992$2,149-$157-$157
50. PIPER SANDLER COMPANIES2015-11-192019-04-30$4,027$1,910$2,117$2,117
50. SELECTED INS GROUP INC2009-02-062019-04-30$3,531$748$2,783$2,783
10000. USA TREASURY NOTES 02.125% DUE 09/30/20212019-02-062019-04-30$9,973$9,905$68$68
100000. USA TREASURY NOTE 01.875% DUE 01/31/20222019-04-30$99,035$98,431$604$604
10. NOVOCURE LTD SEDOL BYSS4X42018-11-292019-04-30$454$332$122$122
740. NOVOCURE LTD SEDOL BYSS4X42019-04-30$32,389$24,026$8,363$8,363
1180. NOVOCURE LTD SEDOL BYSS4X42019-04-30$51,648$24,394$27,254$27,254
130. ACACIA COMMUNICATIONS INC2018-05-222019-05-01$7,798$4,408$3,390$3,390
70. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-03-152019-05-01$8,810$7,832$978$978
40. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-03-152019-05-01$4,970$4,476$494$494
70. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-02-252019-05-01$8,802$7,819$983$983
20. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-02-252019-05-01$2,502$2,234$268$268
30. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-02-252019-05-01$3,797$3,351$446$446
50. SELECTED INS GROUP INC2009-02-062019-05-01$3,572$748$2,824$2,824
90. FLOWSERVE CORP COM2019-05-02$4,227$4,312-$85-$85
10. FLOWSERVE CORP COM2018-05-042019-05-02$472$458$14$14
510. FLOWSERVE CORP COM2019-05-02$24,083$24,365-$282-$282
200. JELD-WEN HOLDING INC2017-01-272019-05-02$4,143$4,600-$457-$457
1. AMERICAN INTERNATIONAL GROUP, INC., SECURITIES LITIGATION2001-01-012019-05-02$235$235$235
180. 8X8 INC2019-05-03$4,317$3,959$358$358
110. 8X8 INC2019-04-122019-05-03$2,646$2,419$227$227
390. 8X8 INC2019-05-03$9,424$8,481$943$943
80. 8X8 INC2019-04-112019-05-03$1,931$1,736$195$195
20. ACACIA COMMUNICATIONS INC2018-05-222019-05-06$1,138$678$460$460
10. ACACIA COMMUNICATIONS INC2018-05-222019-05-06$569$339$230$230
150. 8X8 INC2019-05-06$3,558$3,060$498$498
220. 8X8 INC2019-05-06$5,244$4,345$899$899
50. 8X8 INC2018-12-122019-05-06$1,191$987$204$204
200. JELD-WEN HOLDING INC2017-01-272019-05-06$4,292$4,600-$308-$308
50. PIPER SANDLER COMPANIES2015-11-192019-05-06$4,088$1,910$2,178$2,178
50. WATTS WATER TECHNOLOGIES INC CLASS A2015-11-192019-05-06$4,319$2,756$1,563$1,563
10000. CITIGROUP INC SUB2019-04-112019-05-07$10,373$10,354$19$19
10000. CITIGROUP INC SUB2017-12-192019-05-07$10,373$10,444-$71-$71
5000. CITIGROUP INC SUB2019-04-112019-05-07$5,184$5,177$7$7
400. 8X8 INC2019-05-07$9,502$7,883$1,619$1,619
890. 8X8 INC2019-05-07$21,174$17,505$3,669$3,669
250. 8X8 INC2019-05-07$5,929$4,914$1,015$1,015
10. 8X8 INC2019-02-122019-05-07$238$195$43$43
100. 8X8 INC2019-02-122019-05-07$2,377$1,954$423$423
370. GREEN DOT CORP CLASS A2019-05-07$23,288$22,227$1,061$1,061
90. GREEN DOT CORP CLASS A2019-05-07$5,667$5,341$326$326
300. GULFPORT ENERGY CORP NEW2015-11-192019-05-07$2,130$8,304-$6,174-$6,174
200. JELD-WEN HOLDING INC2017-01-272019-05-07$4,219$4,600-$381-$381
10000. ROYAL CARIBBEAN CRUISES SEDOL ISIN US780153AW202017-11-202019-05-07$9,724$9,985-$261-$261
50000. ROYAL CARIBBEAN CRUISES SEDOL ISIN US780153AW202019-05-07$48,599$49,869-$1,270-$1,270
50. SPECTRUM BRANDS HLDGS INC2015-11-192019-05-07$3,127$4,757-$1,630-$1,630
75000. UNITED CONTINENTAL HLDGS COGT2019-05-07$75,728$75,186$542$542
200. WADDELL & REED FINL INC CL A2017-10-272019-05-07$3,647$3,992-$345-$345
200. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-05-08$24,065$22,177$1,888$1,888
30. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-02-252019-05-08$3,612$3,312$300$300
50. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-03-142019-05-08$6,050$5,512$538$538
110. KEMPER CORP2019-05-08$9,621$8,538$1,083$1,083
30. KEMPER CORP2018-11-082019-05-08$2,611$2,326$285$285
40000. USA TREASURY NOTE 04.500% DUE 02/15/20362019-05-08$50,363$49,589$774$774
80000. USA TREASURY NOTES 02.375% DUE 08/15/20242019-05-08$80,434$79,696$738$738
5000. COMCAST CORP CALL 09/01/2037 UNSC2018-10-022019-05-09$4,945$4,620$325$325
100. SPECTRUM BRANDS HLDGS INC2015-11-192019-05-09$6,549$9,513-$2,964-$2,964
75000. USA TREASURY NOTES 02.875% DUE 05/15/20282019-04-122019-05-09$77,675$77,095$580$580
15000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-05-072019-05-09$14,721$14,711$10$10
5000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-05-072019-05-09$4,908$4,904$4$4
110000. USA TREASURY NOTE 01.875% DUE 01/31/20222019-05-09$108,999$106,684$2,315$2,315
10000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-10-302019-05-09$10,104$9,802$302$302
20000. USA TREASURY NOTES 01.750% DUE 10/31/20202019-03-152019-05-09$19,839$19,770$69$69
15000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-03-282019-05-09$15,169$15,207-$38-$38
1254. AMPHENOL CORP NEW CL A2018-11-052019-05-10$118,262$112,352$5,910$5,910
780. INPHI CORP2019-05-10$39,156$29,175$9,981$9,981
70. INPHI CORP2019-05-10$3,485$2,596$889$889
160. INPHI CORP2018-09-192019-05-10$8,089$5,932$2,157$2,157
60. INPHI CORP2018-09-192019-05-10$3,015$2,225$790$790
220. RYDER SYSTEM INC2019-05-10$13,104$16,715-$3,611-$3,611
150. RYDER SYSTEM INC2019-05-10$8,941$11,236-$2,295-$2,295
110. RYDER SYSTEM INC2019-05-10$6,617$7,882-$1,265-$1,265
900. TIVO CORP MERGED 6/1/20202019-05-10$6,757$17,745-$10,988-$10,988
50. CHASE CORP2019-05-13$4,877$4,880-$3-$3
70. INPHI CORP2018-09-192019-05-13$3,351$2,595$756$756
530. INPHI CORP2019-05-13$25,830$19,424$6,406$6,406
60. INPHI CORP2018-11-052019-05-13$2,949$2,135$814$814
120. INPHI CORP2018-11-052019-05-13$5,877$4,271$1,606$1,606
275. TIVO CORP MERGED 6/1/20202019-05-13$2,008$4,994-$2,986-$2,986
325. TIVO CORP MERGED 6/1/20202019-05-13$2,373$5,858-$3,485-$3,485
70. INPHI CORP2019-05-14$3,414$2,486$928$928
160. INPHI CORP2019-05-14$7,808$5,631$2,177$2,177
330. INPHI CORP2019-05-14$16,265$11,466$4,799$4,799
200. JELD-WEN HOLDING INC2017-01-272019-05-14$4,102$4,600-$498-$498
1045. LSI INDUSTRIES INC2019-05-14$3,505$9,983-$6,478-$6,478
50. NORTHWESTERN CORPORATION2015-11-192019-05-14$3,576$2,676$900$900
700. TIVO CORP MERGED 6/1/20202019-05-14$5,066$11,576-$6,510-$6,510
5000. USA TREASURY NOTES 02.250% DUE 11/15/20252019-04-242019-05-14$4,988$4,957$31$31
5000. USA TREASURY NOTES 01.750% DUE 10/31/20202019-03-152019-05-14$4,963$4,943$20$20
2371.56 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222019-05-15$2,372$2,405-$33-$33
4624.44 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A32017-09-122019-05-15$4,624$4,624
6593.03 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22017-10-242019-05-15$6,593$6,593
. FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32000-12-312019-05-15
452.41 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202019-05-15$452$8$444$444
8821.85 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A32017-03-222019-05-15$8,822$8,821$1$1
60. INPHI CORP2018-10-102019-05-15$3,057$1,931$1,126$1,126
500. LSI INDUSTRIES INC2019-05-15$1,679$4,710-$3,031-$3,031
200. TIVO CORP MERGED 6/1/20202018-01-192019-05-15$1,435$2,960-$1,525-$1,525
5438.97 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022019-05-15$5,439$5,439
20000. USA TREASURY NOTE 04.500% DUE 02/15/20362019-05-15$25,345$24,420$925$925
185000. USA TREASURY NOTE 04.500% DUE 02/15/20362019-05-15$234,444$227,139$7,305$7,305
25. IAC / INTERACTIVECORP-W/I EXCH 6/30/20202009-09-012019-05-16$5,976$462$5,514$5,514
255. LSI INDUSTRIES INC2019-05-16$866$2,359-$1,493-$1,493
100. US CONCRETE INC2017-04-112019-05-16$4,871$6,282-$1,411-$1,411
285000. USA TREASURY NOTES 03.75% DUE 08/15/20412019-05-16$332,548$332,034$514$514
80000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-05-152019-05-16$79,613$79,616-$3-$3
50. WATTS WATER TECHNOLOGIES INC CLASS A2015-11-192019-05-16$4,161$2,756$1,405$1,405
3569. COCACOLA CO2019-05-17$176,085$154,970$21,115$21,115
274. TIVO CORP MERGED 6/1/20202019-05-17$1,941$3,839-$1,898-$1,898
1037. VISA INC CLASS A SHARES2016-05-042019-05-17$170,136$79,668$90,468$90,468
200. PHYSICIANS REALTY TRUST2015-11-192019-05-20$3,679$3,116$563$563
55000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-05-072019-05-21$54,014$53,941$73$73
20000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-01-312019-05-21$19,641$19,265$376$376
5000. USA TREASURY NOTES 01.750% DUE 10/31/20202019-03-152019-05-21$4,960$4,943$17$17
260. ALARM.COM HOLDINGS INC2018-09-062019-05-22$15,848$14,370$1,478$1,478
290. ALARM.COM HOLDINGS INC2018-09-062019-05-22$17,656$16,028$1,628$1,628
50. US CONCRETE INC2017-04-112019-05-22$2,495$3,141-$646-$646
130. ALARM.COM HOLDINGS INC2018-09-062019-05-23$7,661$7,185$476$476
240. ALARM.COM HOLDINGS INC2019-05-23$14,364$13,118$1,246$1,246
55. COMMUNITY HEALTHCARE TRUST I2015-11-202019-05-23$2,086$1,014$1,072$1,072
55. COMMUNITY HEALTHCARE TRUST I2019-05-23$2,086$1,009$1,077$1,077
2153. KOHLS CORP COM2019-05-23$109,982$157,483-$47,501-$47,501
90000. NISSAN AUTO RECEIVABLES OWNER SERIES 2017 C CLASS A32017-12-062019-05-23$89,677$89,985-$308-$308
60. ALARM.COM HOLDINGS INC2019-05-24$3,617$3,277$340$340
340. ALARM.COM HOLDINGS INC2018-09-062019-05-24$20,352$18,560$1,792$1,792
130. COMMUNITY HEALTHCARE TRUST I2015-08-212019-05-24$4,932$2,331$2,601$2,601
110. COMMUNITY HEALTHCARE TRUST I2019-05-24$4,175$1,963$2,212$2,212
610. TEVA PHARMA INDS ADR 1 ADR REPRESENTS 10 SHS2018-11-192019-05-24$6,623$13,346-$6,723-$6,723
5800. TEVA PHARMA INDS ADR 1 ADR REPRESENTS 10 SHS2018-02-162019-05-24$62,977$121,280-$58,303-$58,303
50. CHASE CORP2019-03-212019-05-28$5,123$4,335$788$788
1956. LAMB WESTON HOLDING INC-W/I2019-05-28$119,877$146,048-$26,171-$26,171
140. MEDICINES COMPANY MERGED 01/06/20202019-05-28$4,866$7,267-$2,401-$2,401
10. MEDICINES COMPANY MERGED 01/06/20202017-04-072019-05-28$349$509-$160-$160
50. WATTS WATER TECHNOLOGIES INC CLASS A2015-11-192019-05-28$4,075$2,756$1,319$1,319
510. GREEN DOT CORP CLASS A2019-05-29$24,026$29,833-$5,807-$5,807
80. GREEN DOT CORP CLASS A2019-03-112019-05-29$3,768$4,667-$899-$899
80. GREEN DOT CORP CLASS A2019-03-112019-05-29$3,761$4,667-$906-$906
50. MEDICINES COMPANY MERGED 01/06/20202017-04-072019-05-29$1,718$2,544-$826-$826
110. MEDICINES COMPANY MERGED 01/06/20202017-04-072019-05-29$3,810$5,597-$1,787-$1,787
20. MEDICINES COMPANY MERGED 01/06/20202017-04-072019-05-29$694$1,018-$324-$324
200. KBR INC2017-02-092019-05-30$4,486$3,355$1,131$1,131
40. MEDICINES COMPANY MERGED 01/06/20202017-04-072019-05-30$1,398$2,035-$637-$637
60000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-05-232019-05-30$59,742$59,730$12$12
200. BERKSHIRE HILLS BANCORP INC2019-05-31$5,831$6,692-$861-$861
2184.25 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182019-05-31$2,184$2,325-$141-$141
1767.66 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022019-05-31$1,768$1,896-$128-$128
1362.15 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142019-05-31$1,362$1,419-$57-$57
1028.29 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112019-05-31$1,028$1,065-$37-$37
5991.51 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172019-05-31$5,992$6,147-$155-$155
4134.48 FEDERAL NATL MTG ASSN POOL AL26102014-03-142019-05-31$4,134$4,158-$24-$24
955.32 FEDERAL NATL MTG ASSN POOL AL19482014-01-212019-05-31$955$992-$37-$37
2285.27 FEDERAL NATL MTG ASSN POOL AL22422015-05-112019-05-31$2,285$2,434-$149-$149
1090.64 FEDERAL NATL MTG ASSN POOL AL31912015-04-282019-05-31$1,091$1,142-$51-$51
1570.86 FEDERAL NATL MTG ASSN POOL AL39042014-05-022019-05-31$1,571$1,629-$58-$58
1245.95 FEDERAL NATL MTG ASSN POOL AO59402012-06-182019-05-31$1,246$1,303-$57-$57
1387.43 FEDERAL NATL MTG ASSN POOL AO76272012-11-052019-05-31$1,387$1,437-$50-$50
1133.97 FEDERAL NATL MTG ASSN POOL AP04952015-05-122019-05-31$1,134$1,181-$47-$47
2237.9 FEDERAL NATL MTG ASSN POOL AP21332014-11-192019-05-31$2,238$2,310-$72-$72
420.29 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202019-05-31$420$438-$18-$18
585.26 FEDERAL NATL MTG ASSN POOL AS38412015-05-202019-05-31$585$605-$20-$20
1330.63 FEDERAL NATL MTG ASSN POOL AS53852015-09-112019-05-31$1,331$1,413-$82-$82
2415.31 FEDERAL NATL MTG ASSN POOL AS61112016-04-152019-05-31$2,415$2,577-$162-$162
1148.46 FEDERAL NATL MTG ASSN POOL AS71552016-06-172019-05-31$1,148$1,184-$36-$36
1346.86 FEDERAL NATL MTG ASSN POOL AS66202017-08-172019-05-31$1,347$1,395-$48-$48
1346.73 FEDERAL NATL MTG ASSN POOL AS73432016-06-092019-05-31$1,347$1,386-$39-$39
2283.15 FEDERAL NATL MTG ASSN POOL AT21272014-11-142019-05-31$2,283$2,289-$6-$6
1666.44 FEDERAL NATL MTG ASSN POOL AT78992015-09-152019-05-31$1,666$1,725-$59-$59
51.28 FEDERAL NATL MTG ASSN POOL 7250422005-05-122019-05-31$51$52-$1-$1
25.47 FEDERAL NATL MTG ASSN POOL 7287092003-12-182019-05-31$25$26-$1-$1
39.35 FEDERAL NATL MTG ASSN POOL 7351412005-04-292019-05-31$39$40-$1-$1
148.59 FEDERAL NATL MTG ASSN POOL 7391872003-09-102019-05-31$149$149
82.99 FEDERAL NATL MTG ASSN POOL 7450872006-06-082019-05-31$83$80$3$3
18.12 FEDERAL NATL MTG ASSN POOL 8142602005-03-102019-05-31$18$18
278.78 FEDERAL NATL MTG ASSN POOL BC44422018-09-142019-05-31$279$268$11$11
1762.77 FEDERAL NATL MTG ASSN POOL BM32602018-10-042019-05-31$1,763$1,723$40$40
2472.73 FEDERAL NATL MTG ASSN POOL BM43882019-01-182019-05-31$2,473$2,526-$53-$53
2265. FEDERAL NATL MTG ASSN POOL BM39542018-06-062019-05-31$2,265$2,218$47$47
3538.22 FEDERAL NATL MTG ASSN POOL BM52462019-04-232019-05-31$3,538$3,569-$31-$31
1035.99 FEDERAL NATL MTG ASSN POOL CA08332018-01-252019-05-31$1,036$1,054-$18-$18
1170.7 FEDERAL NATL MTG ASSN POOL AB18452011-08-162019-05-31$1,171$1,213-$42-$42
299.16 FEDERAL NATL MTG ASSN POOL AB20772011-04-152019-05-31$299$295$4$4
257.42 FEDERAL NATL MTG ASSN POOL AB45252012-05-162019-05-31$257$272-$15-$15
3108.93 FEDERAL NATL MTG ASSN POOL AB78592013-07-112019-05-31$3,109$3,117-$8-$8
1566.96 FEDERAL NATL MTG ASSN POOL AC36682010-10-052019-05-31$1,567$1,625-$58-$58
1083.53 FEDERAL NATL MTG ASSN POOL MA05622014-02-102019-05-31$1,084$1,158-$74-$74
771.08 FEDERAL NATL MTG ASSN POOL MA12362014-09-042019-05-31$771$790-$19-$19
895.5 FEDERAL NATL MTG ASSN POOL MA14302015-05-122019-05-31$896$904-$8-$8
1576. FEDERAL NATL MTG ASSN POOL MA15252016-03-092019-05-31$1,576$1,641-$65-$65
2053.31 FEDERAL NATL MTG ASSN POOL MA26712016-10-282019-05-31$2,053$2,155-$102-$102
6676.1 FEDERAL NATL MTG ASSN POOL MA35222018-11-072019-05-31$6,676$6,830-$154-$154
4491.75 FEDERAL NATL MTG ASSN POOL MA28032017-10-192019-05-31$4,492$4,514-$22-$22
2990.26 FEDERAL NATL MTG ASSN POOL MA32102019-03-072019-05-31$2,990$3,003-$13-$13
4214.43 FEDERAL NATL MTG ASSN POOL MA33842018-10-182019-05-31$4,214$4,221-$7-$7
2644.73 FEDERAL NATL MTG ASSN POOL AD71342010-07-212019-05-31$2,645$2,789-$144-$144
406.7 FEDERAL NATL MTG ASSN POOL AD63692010-06-222019-05-31$407$419-$12-$12
854.74 FEDERAL NATL MTG ASSN POOL AE09812011-10-172019-05-31$855$866-$11-$11
1508.01 GOVT NATL MTG ASSN POOL AA82732012-08-282019-05-31$1,508$1,627-$119-$119
493.03 GOVT NATL MTG ASSN POOL 7443712012-02-162019-05-31$493$532-$39-$39
50. OSHKOSH CORPORATION CLASS B2013-01-232019-05-31$3,616$1,687$1,929$1,929
50. WATTS WATER TECHNOLOGIES INC CLASS A2015-11-192019-05-31$4,054$2,756$1,298$1,298
100. WILLIAMS SONOMA INC2017-03-282019-05-31$5,792$4,912$880$880
2453.73 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222019-06-01$2,454$2,489-$35-$35
20. MEDICINES COMPANY MERGED 01/06/20202017-04-072019-06-04$736$1,018-$282-$282
40. MEDICINES COMPANY MERGED 01/06/20202017-04-072019-06-04$1,479$2,035-$556-$556
20. MEDICINES COMPANY MERGED 01/06/20202017-04-072019-06-04$732$1,018-$286-$286
70. MEDICINES COMPANY MERGED 01/06/20202017-04-072019-06-05$2,594$3,562-$968-$968
150. NETGEAR INC2016-04-282019-06-05$3,851$3,941-$90-$90
30000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-01-312019-06-05$29,818$28,897$921$921
35000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-01-312019-06-05$34,787$33,713$1,074$1,074
170. ACCELERON PHARMA INC2019-06-06$6,638$9,148-$2,510-$2,510
1716. CENTENE CORP2018-09-212019-06-06$92,632$123,413-$30,781-$30,781
1200. CENTENNIAL RESOURCE DEVELO-A2019-06-06$8,850$22,659-$13,809-$13,809
70. CENTENNIAL RESOURCE DEVELO-A2018-04-202019-06-06$518$1,317-$799-$799
600. GREEN DOT CORP CLASS A2019-06-06$29,107$34,964-$5,857-$5,857
320. GREEN DOT CORP CLASS A2019-06-06$15,527$18,516-$2,989-$2,989
770. PROGRESSIVE CORP OHIO2019-02-072019-06-06$64,206$51,909$12,297$12,297
6073. REGIONS FINANCIAL CORP2018-03-282019-06-06$84,766$110,807-$26,041-$26,041
278. UNITED TECHNOLOGIES CORP COM2018-04-272019-06-06$36,495$33,892$2,603$2,603
232. UNITED TECHNOLOGIES CORP COM2018-07-112019-06-06$30,456$29,057$1,399$1,399
1100. WASTE MANAGEMENT INC2018-03-122019-06-06$124,114$95,460$28,654$28,654
1980. CENTENNIAL RESOURCE DEVELO-A2019-06-07$14,281$33,085-$18,804-$18,804
1780. CENTENNIAL RESOURCE DEVELO-A2019-06-07$12,838$33,459-$20,621-$20,621
160. CENTENNIAL RESOURCE DEVELO-A2019-06-07$1,163$2,644-$1,481-$1,481
270. GREEN DOT CORP CLASS A2019-06-07$13,484$15,447-$1,963-$1,963
90000. USA TREASURY NOTES 02.875% DUE 05/15/20282019-05-302019-06-07$95,959$94,928$1,031$1,031
10. APELLIS PHARMACEUTICALS INC2018-06-202019-06-10$215$237-$22-$22
650. CYMABAY THERAPEUTICS INC2018-06-212019-06-10$7,340$9,094-$1,754-$1,754
340. CYMABAY THERAPEUTICS INC2018-06-212019-06-10$3,828$4,757-$929-$929
70. CYMABAY THERAPEUTICS INC2018-06-212019-06-10$798$979-$181-$181
5000. ENTERPRISE PRODUCTS OPER CALL 08/01/2048 COGT2018-10-032019-06-10$5,418$4,970$448$448
5000. ENTERPRISE PRODUCTS OPER CALL 08/01/2048 COGT2018-10-032019-06-10$5,407$4,970$437$437
10000. ENTERPRISE PRODUCTS OPER CALL 08/01/2048 COGT2018-10-032019-06-10$10,782$9,939$843$843
5000. ENTERPRISE PRODUCTS OPER CALL 08/01/2048 COGT2018-10-032019-06-10$5,405$4,970$435$435
10. TABLEAU SOFTWARE INC-CL A MERGED 8/1/20192018-11-122019-06-10$1,707$1,117$590$590
190. TABLEAU SOFTWARE INC-CL A MERGED 8/1/20192016-11-092019-06-10$32,440$8,915$23,525$23,525
630. TABLEAU SOFTWARE INC-CL A MERGED 8/1/20192019-06-10$107,813$29,479$78,334$78,334
120. CYMABAY THERAPEUTICS INC2019-06-11$738$1,679-$941-$941
1780. CYMABAY THERAPEUTICS INC2019-06-11$9,712$24,543-$14,831-$14,831
1190. CYMABAY THERAPEUTICS INC2019-06-11$7,187$15,474-$8,287-$8,287
1120. CYMABAY THERAPEUTICS INC2019-06-11$6,482$11,922-$5,440-$5,440
500. CYMABAY THERAPEUTICS INC2019-06-11$2,771$4,703-$1,932-$1,932
50. DECKERS OUTDOOR CORP2017-05-262019-06-11$8,378$3,286$5,092$5,092
210. APELLIS PHARMACEUTICALS INC2019-06-12$4,476$4,949-$473-$473
3140. EVOLENT HEALTH INC - A2019-06-12$25,478$74,376-$48,898-$48,898
890. EVOLENT HEALTH INC - A2019-06-12$7,246$11,981-$4,735-$4,735
320. EVOLENT HEALTH INC - A2019-02-272019-06-12$2,627$4,290-$1,663-$1,663
50. OMNICELL INC2010-08-162019-06-12$4,182$582$3,600$3,600
600. STERLING BANCORP2019-06-12$12,088$8,635$3,453$3,453
50. WATTS WATER TECHNOLOGIES INC CLASS A2015-11-192019-06-12$4,384$2,756$1,628$1,628
90. APELLIS PHARMACEUTICALS INC2018-06-262019-06-13$1,924$2,113-$189-$189
10. FAIR ISAAC & COMP INC COM2019-05-062019-06-13$3,104$2,846$258$258
80. FAIR ISAAC & COMP INC COM2019-06-13$24,899$22,373$2,526$2,526
120. MSA SAFETY INC2019-06-13$12,397$11,672$725$725
90. MSA SAFETY INC2018-06-212019-06-13$9,297$8,666$631$631
20. MSA SAFETY INC2018-06-042019-06-13$2,066$1,922$144$144
50. MSA SAFETY INC2019-06-13$5,179$4,804$375$375
40. APELLIS PHARMACEUTICALS INC2018-06-262019-06-14$855$939-$84-$84
100. APELLIS PHARMACEUTICALS INC2018-06-262019-06-14$2,126$2,348-$222-$222
50. DECKERS OUTDOOR CORP2017-05-262019-06-14$8,721$3,286$5,435$5,435
70000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-06-14$69,806$69,658$148$148
4523.89 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A32017-09-122019-06-15$4,524$4,524
. FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22000-12-312019-06-15
6396.38 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22017-10-242019-06-15$6,396$550$5,846$5,846
8871.04 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A32017-03-222019-06-15$8,871$8,870$1$1
5097.69 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022019-06-15$5,098$5,097$1$1
170. APELLIS PHARMACEUTICALS INC2019-06-17$3,693$3,983-$290-$290
30. MICROSTRATEGY INC CL A2019-06-17$4,241$4,438-$197-$197
140. MICROSTRATEGY INC CL A2019-03-142019-06-17$20,109$20,669-$560-$560
20. MICROSTRATEGY INC CL A2019-03-142019-06-17$2,843$2,953-$110-$110
10. MICROSTRATEGY INC CL A2019-03-142019-06-17$1,440$1,476-$36-$36
892. UNITED TECHNOLOGIES CORP COM2018-04-272019-06-17$111,073$108,746$2,327$2,327
450. APELLIS PHARMACEUTICALS INC2019-06-18$9,868$10,463-$595-$595
20000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-03-282019-06-18$20,619$20,270$349$349
350. APELLIS PHARMACEUTICALS INC2019-06-19$8,340$8,064$276$276
40. APELLIS PHARMACEUTICALS INC2018-06-252019-06-19$953$910$43$43
50. SELECTED INS GROUP INC2011-08-222019-06-19$3,819$717$3,102$3,102
50. UNIVERSAL DISPLAY CORP2014-06-062019-06-19$9,167$1,394$7,773$7,773
4720. VECTRUS INC-WHEN ISSUED2014-10-092019-06-19$177,846$94,639$83,207$83,207
90. APELLIS PHARMACEUTICALS INC2018-06-252019-06-20$2,158$2,046$112$112
120. APELLIS PHARMACEUTICALS INC2019-06-20$2,891$2,715$176$176
50. OMNICELL INC2010-08-162019-06-20$4,498$582$3,916$3,916
50. SELECTED INS GROUP INC2011-08-222019-06-20$3,893$717$3,176$3,176
10000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-03-282019-06-20$10,356$10,135$221$221
50. WATTS WATER TECHNOLOGIES INC CLASS A2015-11-192019-06-20$4,505$2,756$1,749$1,749
135000. ABBVIE INC CALL 02/14/2021 @ 100.000 UNSC2019-06-21$136,671$125,939$10,732$10,732
150. APELLIS PHARMACEUTICALS INC2018-06-272019-06-21$3,609$3,359$250$250
20000. SPIRIT REALTY LP CALL 06/15/2026 COGT2017-06-302019-06-21$20,860$19,009$1,851$1,851
50000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-03-282019-06-21$51,602$50,675$927$927
5000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-03-282019-06-21$5,162$5,067$95$95
50. WATTS WATER TECHNOLOGIES INC CLASS A2015-11-192019-06-21$4,555$2,756$1,799$1,799
110. APELLIS PHARMACEUTICALS INC2018-06-272019-06-24$2,624$2,463$161$161
350. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022017-03-072019-06-24$12,554$12,086$468$468
150. AEROJET ROCKETDYNE HLDGS INC2019-06-25$6,457$4,956$1,501$1,501
50. APELLIS PHARMACEUTICALS INC2018-06-272019-06-25$1,189$1,120$69$69
160. APELLIS PHARMACEUTICALS INC2019-06-25$3,867$3,546$321$321
100. STIFEL FINL CORP2015-11-192019-06-25$5,563$4,495$1,068$1,068
30000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-06-25$29,933$29,839$94$94
30000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-06-25$29,932$29,833$99$99
25000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-02-272019-06-25$24,942$23,939$1,003$1,003
40000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-12-102019-06-25$39,908$38,456$1,452$1,452
55000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-06-272019-06-25$56,966$56,871$95$95
280. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022017-03-072019-06-25$9,816$9,668$148$148
40. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022019-06-25$1,401$1,374$27$27
70. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022017-03-062019-06-25$2,453$2,400$53$53
120. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022019-06-25$4,206$4,102$104$104
20. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022017-05-122019-06-26$700$682$18$18
210000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-06-27$209,491$207,709$1,782$1,782
20000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-02-272019-06-27$19,927$19,152$775$775
10. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022017-05-122019-06-27$350$341$9$9
100. AEROJET ROCKETDYNE HLDGS INC2017-11-022019-06-28$4,405$3,139$1,266$1,266
520. CHURCH & DWIGHT INC2018-08-092019-06-28$38,116$29,032$9,084$9,084
10000. CITIGROUP INC SUB2016-03-012019-06-28$10,772$9,786$986$986
40000. CITIGROUP INC SUB2019-04-112019-06-28$43,087$41,396$1,691$1,691
895. INTERNATIONAL FLAVORS & FRAGRANCES INC2019-01-222019-06-28$127,680$124,280$3,400$3,400
430. PROCTER & GAMBLE CO2019-03-192019-06-28$47,448$43,727$3,721$3,721
50. UNIVERSAL DISPLAY CORP2014-06-062019-06-28$9,392$1,394$7,998$7,998
50. WILLIAMS SONOMA INC2017-03-282019-06-28$3,246$2,456$790$790
225.74 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182019-06-30$226$240-$14-$14
393.52 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022019-06-30$394$422-$28-$28
336.15 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142019-06-30$336$350-$14-$14
1458.08 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112019-06-30$1,458$1,510-$52-$52
1970.89 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172019-06-30$1,971$2,022-$51-$51
3811.17 FEDERAL NATL MTG ASSN POOL AL26102014-03-142019-06-30$3,811$3,833-$22-$22
659.36 FEDERAL NATL MTG ASSN POOL AL19482014-01-212019-06-30$659$685-$26-$26
1596.64 FEDERAL NATL MTG ASSN POOL AL22422015-05-112019-06-30$1,597$1,700-$103-$103
684.9 FEDERAL NATL MTG ASSN POOL AL31912015-04-282019-06-30$685$717-$32-$32
1664.15 FEDERAL NATL MTG ASSN POOL AL39042014-05-022019-06-30$1,664$1,726-$62-$62
1385.91 FEDERAL NATL MTG ASSN POOL AO59402012-06-182019-06-30$1,386$1,449-$63-$63
1823.53 FEDERAL NATL MTG ASSN POOL AO76272012-11-052019-06-30$1,824$1,888-$64-$64
812.95 FEDERAL NATL MTG ASSN POOL AP04952015-05-122019-06-30$813$846-$33-$33
1597.27 FEDERAL NATL MTG ASSN POOL AP21332014-11-192019-06-30$1,597$1,649-$52-$52
2992.42 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202019-06-30$2,992$3,118-$126-$126
1190.15 FEDERAL NATL MTG ASSN POOL AS38412015-05-202019-06-30$1,190$1,229-$39-$39
2020.22 FEDERAL NATL MTG ASSN POOL AS53852015-09-112019-06-30$2,020$2,145-$125-$125
1714.47 FEDERAL NATL MTG ASSN POOL AS61112016-04-152019-06-30$1,714$1,829-$115-$115
2025.54 FEDERAL NATL MTG ASSN POOL AS71552016-06-172019-06-30$2,026$2,089-$63-$63
254.17 FEDERAL NATL MTG ASSN POOL AS66202017-08-172019-06-30$254$263-$9-$9
1492.81 FEDERAL NATL MTG ASSN POOL AS73432016-06-092019-06-30$1,493$1,536-$43-$43
4736.76 FEDERAL NATL MTG ASSN POOL AT21272014-11-142019-06-30$4,737$4,750-$13-$13
1825.56 FEDERAL NATL MTG ASSN POOL AT78992015-09-152019-06-30$1,826$1,889-$63-$63
88.61 FEDERAL NATL MTG ASSN POOL 7250422005-05-122019-06-30$89$89
98.51 FEDERAL NATL MTG ASSN POOL 7287092003-12-182019-06-30$99$100-$1-$1
22.48 FEDERAL NATL MTG ASSN POOL 7351412005-04-292019-06-30$22$23-$1-$1
149.3 FEDERAL NATL MTG ASSN POOL 7391872003-09-102019-06-30$149$150-$1-$1
115.01 FEDERAL NATL MTG ASSN POOL 7450872006-06-082019-06-30$115$111$4$4
91.32 FEDERAL NATL MTG ASSN POOL 8142602005-03-102019-06-30$91$91
1167.45 FEDERAL NATL MTG ASSN POOL BC44422018-09-142019-06-30$1,167$1,121$46$46
2193.86 FEDERAL NATL MTG ASSN POOL BM32602018-10-042019-06-30$2,194$2,145$49$49
5300.14 FEDERAL NATL MTG ASSN POOL BM43882019-01-182019-06-30$5,300$5,413-$113-$113
2381.42 FEDERAL NATL MTG ASSN POOL BM39542018-06-062019-06-30$2,381$2,332$49$49
2894.69 FEDERAL NATL MTG ASSN POOL BM52462019-04-232019-06-30$2,895$2,919-$24-$24
990.19 FEDERAL NATL MTG ASSN POOL CA08332018-01-252019-06-30$990$1,008-$18-$18
1077.17 FEDERAL NATL MTG ASSN POOL AB18452011-08-162019-06-30$1,077$1,116-$39-$39
765.25 FEDERAL NATL MTG ASSN POOL AB20772011-04-152019-06-30$765$756$9$9
1205.42 FEDERAL NATL MTG ASSN POOL AB45252012-05-162019-06-30$1,205$1,273-$68-$68
488.89 FEDERAL NATL MTG ASSN POOL AB78592013-07-112019-06-30$489$490-$1-$1
2177.7 FEDERAL NATL MTG ASSN POOL AC36682010-10-052019-06-30$2,178$2,258-$80-$80
866.02 FEDERAL NATL MTG ASSN POOL MA05622014-02-102019-06-30$866$925-$59-$59
801.03 FEDERAL NATL MTG ASSN POOL MA12362014-09-042019-06-30$801$821-$20-$20
1161.28 FEDERAL NATL MTG ASSN POOL MA14302015-05-122019-06-30$1,161$1,172-$11-$11
1033.26 FEDERAL NATL MTG ASSN POOL MA15252016-03-092019-06-30$1,033$1,076-$43-$43
1212.93 FEDERAL NATL MTG ASSN POOL MA26712016-10-282019-06-30$1,213$1,273-$60-$60
5318.17 FEDERAL NATL MTG ASSN POOL MA35222018-11-072019-06-30$5,318$5,440-$122-$122
3985.17 FEDERAL NATL MTG ASSN POOL MA28032017-10-192019-06-30$3,985$4,005-$20-$20
2706.47 FEDERAL NATL MTG ASSN POOL MA32102019-03-072019-06-30$2,706$2,718-$12-$12
4003.71 FEDERAL NATL MTG ASSN POOL MA33842018-10-182019-06-30$4,004$4,010-$6-$6
1085.25 FEDERAL NATL MTG ASSN POOL AD71342010-07-212019-06-30$1,085$1,144-$59-$59
3861.89 FEDERAL NATL MTG ASSN POOL AD63692010-06-222019-06-30$3,862$3,975-$113-$113
933.05 FEDERAL NATL MTG ASSN POOL AE09812011-10-172019-06-30$933$945-$12-$12
1625.98 GOVT NATL MTG ASSN POOL AA82732012-08-282019-06-30$1,626$1,754-$128-$128
261.75 GOVT NATL MTG ASSN POOL 7443712012-02-162019-06-30$262$282-$20-$20
200. DIME CMNTY BANCORP INC2015-11-192019-07-01$3,775$3,652$123$123
2534.67 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222019-07-01$2,535$2,571-$36-$36
110. MICROSTRATEGY INC CL A2019-07-01$15,429$16,228-$799-$799
60. MICROSTRATEGY INC CL A2019-03-132019-07-01$8,466$8,850-$384-$384
200. UNITED FINANCIAL BANCORP INC MERGED 11/01/192015-11-192019-07-01$2,811$2,726$85$85
50. WATTS WATER TECHNOLOGIES INC CLASS A2015-11-192019-07-01$4,651$2,756$1,895$1,895
50. WILLIAMS SONOMA INC2017-03-282019-07-01$3,253$2,456$797$797
1126. CARMAX INC2016-05-042019-07-02$97,636$57,850$39,786$39,786
1843. DOLLAR TREE INC2016-05-042019-07-02$200,230$148,383$51,847$51,847
50. LEIDOS HOLDINGS INC-W/I2016-07-202019-07-02$3,990$2,452$1,538$1,538
30. MICROSTRATEGY INC CL A2019-03-132019-07-02$4,202$4,425-$223-$223
10000. USA TREASURY NOTE 04.500% DUE 02/15/20362018-08-302019-07-02$13,238$12,095$1,143$1,143
100. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52017-06-292019-07-02$2,781$2,692$89$89
70. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52017-06-292019-07-02$1,936$1,885$51$51
770. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52019-07-02$21,364$17,486$3,878$3,878
170. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52016-01-202019-07-02$4,720$3,535$1,185$1,185
50. KLA TENCOR CORP2019-03-212019-07-03$5,931$5,547$384$384
40. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022017-05-122019-07-03$1,361$1,364-$3-$3
120000. HCA INC SR SECURED2019-07-05$122,808$121,788$1,020$1,020
80. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022017-05-122019-07-05$2,729$2,727$2$2
100. AEROJET ROCKETDYNE HLDGS INC2019-07-08$4,662$3,023$1,639$1,639
650. AMERICAN EAGLE OUTFITTERS INC2019-07-08$11,159$15,005-$3,846-$3,846
400. AMERICAN EAGLE OUTFITTERS INC2019-07-08$6,867$7,584-$717-$717
760. AMERICAN EAGLE OUTFITTERS INC2018-01-232019-07-08$13,003$14,218-$1,215-$1,215
160. AMERICAN EAGLE OUTFITTERS INC2018-01-232019-07-08$2,757$2,993-$236-$236
200. KBR INC2019-07-08$4,987$3,075$1,912$1,912
50. KLA TENCOR CORP2019-03-212019-07-08$5,872$5,547$325$325
50. LEIDOS HOLDINGS INC-W/I2017-02-012019-07-08$4,060$2,433$1,627$1,627
360. ACACIA COMMUNICATIONS INC2019-07-09$23,377$17,327$6,050$6,050
1130. ACACIA COMMUNICATIONS INC2019-07-09$73,731$53,710$20,021$20,021
50. KLA TENCOR CORP2019-03-212019-07-09$5,870$5,547$323$323
50. LEIDOS HOLDINGS INC-W/I2017-02-012019-07-09$4,070$2,433$1,637$1,637
60. MICROSTRATEGY INC CL A2019-07-09$7,433$8,847-$1,414-$1,414
110. MICROSTRATEGY INC CL A2019-07-09$13,854$16,137-$2,283-$2,283
40. MICROSTRATEGY INC CL A2019-07-09$5,025$5,800-$775-$775
50. MICROSTRATEGY INC CL A2019-07-09$6,279$7,209-$930-$930
5000. TENNECO INC CALL 12/15/2019 @ 102.688 COGT2017-01-102019-07-09$4,273$5,144-$871-$871
5000. TENNECO INC CALL 12/15/2019 @ 102.688 COGT2017-01-102019-07-09$4,288$5,144-$856-$856
50000. TENNECO INC CALL 12/15/2019 @ 102.688 COGT2017-01-102019-07-09$43,000$51,444-$8,444-$8,444
50. TETRA TECH INC NEW COM2015-11-192019-07-09$4,088$1,353$2,735$2,735
2470. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022019-07-09$81,413$80,617$796$796
120. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022017-02-232019-07-09$4,044$3,810$234$234
90. BRIGHT HORIZONS FAMILY SOLUT2019-07-10$13,615$2,515$11,100$11,100
50. IAC / INTERACTIVECORP-W/I EXCH 6/30/20202009-09-012019-07-10$11,580$923$10,657$10,657
50. KLA TENCOR CORP2019-03-212019-07-10$6,000$5,547$453$453
30. MICROSTRATEGY INC CL A2019-03-122019-07-10$3,689$4,314-$625-$625
50. MICROSTRATEGY INC CL A2019-07-10$6,198$7,170-$972-$972
30. MICROSTRATEGY INC CL A2019-07-10$3,703$4,272-$569-$569
50. BRIGHT HORIZONS FAMILY SOLUT2013-01-312019-07-11$7,623$1,396$6,227$6,227
50. BRIGHT HORIZONS FAMILY SOLUT2013-02-052019-07-11$7,588$1,394$6,194$6,194
20. HAMILTON LANE INC-CLASS A2019-07-11$1,169$936$233$233
50. KLA TENCOR CORP2019-03-212019-07-11$5,956$5,547$409$409
1. AMERICAN INTERNATIONAL GROUP, INC., SECURITIES LITIGATION2001-01-012019-07-11$269$269$269
1. AMERICAN INTERNATIONAL GROUP, INC., SECURITIES LITIGATION2001-01-012019-07-11$61$61$61
1. BANK OF AMERICA XXX-XX-XXXX2001-01-012019-07-11$1,561$1,561$1,561
1. BANK OF AMERICA XXX-XX-XXXX2001-01-012019-07-11$532$532$532
1. PFIZER INC XXX-XX-XXXX2001-01-012019-07-11$14$14$14
1. RAYONIER INC XXX-XX-XXXX2001-01-012019-07-11$2,929$2,929$2,929
190. ACACIA COMMUNICATIONS INC2019-07-12$12,238$8,979$3,259$3,259
470. APELLIS PHARMACEUTICALS INC2019-07-12$13,179$10,106$3,073$3,073
160. APELLIS PHARMACEUTICALS INC2018-06-132019-07-12$4,441$3,429$1,012$1,012
90. FIRST HAWAIIAN INC2019-04-292019-07-12$2,310$2,490-$180-$180
170. FIRST HAWAIIAN INC2019-04-292019-07-12$4,359$4,703-$344-$344
30. HAMILTON LANE INC-CLASS A2019-03-042019-07-12$1,756$1,399$357$357
30. HAMILTON LANE INC-CLASS A2019-03-042019-07-12$1,756$1,399$357$357
30. HAMILTON LANE INC-CLASS A2019-07-12$1,758$1,388$370$370
110. FAIR ISAAC & COMP INC COM2019-07-15$37,774$23,099$14,675$14,675
4033.17 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A32017-09-122019-07-15$4,033$4,033
190. HAMILTON LANE INC-CLASS A2019-07-15$11,058$8,360$2,698$2,698
50. HAMILTON LANE INC-CLASS A2018-11-062019-07-15$2,921$1,943$978$978
25. IAC / INTERACTIVECORP-W/I EXCH 6/30/20202009-09-012019-07-15$5,826$462$5,364$5,364
8502.11 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A32017-03-222019-07-15$8,502$8,501$1$1
100. INTEGRA LIFESCIENCES HLDG CORP2018-09-282019-07-15$5,400$6,591-$1,191-$1,191
1233.17 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022019-07-15$1,233$11$1,222$1,222
50. UNIVERSAL DISPLAY CORP2013-07-102019-07-15$10,181$1,363$8,818$8,818
60. INTEGRA LIFESCIENCES HLDG CORP2019-07-16$3,199$3,954-$755-$755
70. INTEGRA LIFESCIENCES HLDG CORP2018-09-282019-07-16$3,725$4,612-$887-$887
140. INTEGRA LIFESCIENCES HLDG CORP2018-09-282019-07-16$7,460$9,225-$1,765-$1,765
500. LEXINGTON CORPORATION PROPERTIES TRUST2019-07-16$4,804$5,038-$234-$234
50. WILLIAMS SONOMA INC2017-03-282019-07-16$3,494$2,456$1,038$1,038
180. ACACIA COMMUNICATIONS INC2019-07-17$11,641$8,502$3,139$3,139
140. ACACIA COMMUNICATIONS INC2018-05-222019-07-17$9,054$4,747$4,307$4,307
120. INTEGRA LIFESCIENCES HLDG CORP2018-11-122019-07-17$6,434$6,527-$93-$93
60. INTEGRA LIFESCIENCES HLDG CORP2017-05-172019-07-17$3,217$2,807$410$410
3131. INTEL CORP2016-02-012019-07-17$154,983$96,593$58,390$58,390
367. INTEL CORP2016-02-012019-07-17$18,188$11,322$6,866$6,866
55000. USA TREASURY NOTES 02.250% DUE 11/15/20252019-06-212019-07-17$55,980$56,112-$132-$132
20000. USA TREASURY NOTES 01.625% DUE 05/15/20262019-06-212019-07-17$19,561$19,642-$81-$81
95000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-02-272019-07-17$94,451$90,970$3,481$3,481
170. ACACIA COMMUNICATIONS INC2018-05-222019-07-18$11,009$5,764$5,245$5,245
140. ACACIA COMMUNICATIONS INC2019-07-18$9,068$4,743$4,325$4,325
230. ACACIA COMMUNICATIONS INC2019-07-18$14,897$7,761$7,136$7,136
20. ACACIA COMMUNICATIONS INC2018-05-252019-07-18$1,297$674$623$623
10. ACACIA COMMUNICATIONS INC2018-05-252019-07-18$648$337$311$311
70. ACACIA COMMUNICATIONS INC2019-07-18$4,540$2,355$2,185$2,185
50. CUBIC CORP2018-11-292019-07-18$3,318$3,000$318$318
150. DOUGLAS DYNAMICS INC2019-07-18$5,970$3,336$2,634$2,634
815. GULFPORT ENERGY CORP NEW2019-07-18$2,949$22,424-$19,475-$19,475
285. GULFPORT ENERGY CORP NEW2019-07-18$1,035$7,351-$6,316-$6,316
200. STONERIDGE INC2019-07-18$6,313$2,726$3,587$3,587
50. TETRA TECH INC NEW COM2015-11-192019-07-18$4,255$1,353$2,902$2,902
300. TIMKENSTEEL CORP2019-07-18$2,055$4,702-$2,647-$2,647
60000. CITIGROUP INC JR SUB CALL 8/15/2026 @ 1002019-07-19$67,125$60,416$6,709$6,709
125. GULFPORT ENERGY CORP NEW2017-11-102019-07-19$451$1,761-$1,310-$1,310
175. GULFPORT ENERGY CORP NEW2019-07-19$628$2,427-$1,799-$1,799
25000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-02-272019-07-19$24,890$23,939$951$951
280. ACACIA COMMUNICATIONS INC2019-07-22$18,190$9,342$8,848$8,848
50. ACACIA COMMUNICATIONS INC2018-05-232019-07-22$3,249$1,648$1,601$1,601
200. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2018-04-042019-07-22$4,765$4,248$517$517
210. MSA SAFETY INC2018-06-052019-07-22$22,304$20,176$2,128$2,128
30. MSA SAFETY INC2018-06-052019-07-22$3,185$2,882$303$303
40. MSA SAFETY INC2019-07-22$4,246$3,839$407$407
13.9 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2011-10-182019-07-22$23,771$12,295$11,476$11,476
200. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2018-04-052019-07-23$4,768$4,200$568$568
1. RAYONIER INC XXX-XX-XXXX2001-01-012019-07-23$396$396$396
50. UNIVERSAL DISPLAY CORP2013-07-102019-07-23$10,478$1,363$9,115$9,115
1405. GULFPORT ENERGY CORP NEW2019-07-24$5,289$18,977-$13,688-$13,688
70. INTEGRA LIFESCIENCES HLDG CORP2017-05-172019-07-24$4,332$3,275$1,057$1,057
290. INTEGRA LIFESCIENCES HLDG CORP2019-07-24$17,726$13,013$4,713$4,713
140. INTEGRA LIFESCIENCES HLDG CORP2017-03-272019-07-24$8,550$5,995$2,555$2,555
70. INTEGRA LIFESCIENCES HLDG CORP2019-07-24$4,276$2,521$1,755$1,755
200. ORITANI FINL CORP NEW2014-01-242019-07-24$3,551$3,104$447$447
90000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-07-24$92,816$92,906-$90-$90
50. WATTS WATER TECHNOLOGIES INC CLASS A2013-07-192019-07-24$4,628$2,624$2,004$2,004
4218.12 AURORA OFFSHORE FUND LTD II CLASS A SRS 08/16 ESCROW2019-02-252019-07-24$4,472$4,472$4,472
20. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2019-04-052019-07-25$477$345$132$132
580. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2019-07-25$13,821$9,853$3,968$3,968
915. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2019-07-25$21,804$6,452$15,352$15,352
50. DECKERS OUTDOOR CORP2017-05-262019-07-25$8,905$3,286$5,619$5,619
150. ENTEGRIS, INC2009-07-012019-07-25$6,429$440$5,989$5,989
995. GULFPORT ENERGY CORP NEW2019-07-25$3,468$9,989-$6,521-$6,521
200. NETGEAR INC2016-04-282019-07-25$6,556$5,254$1,302$1,302
50. OSHKOSH CORPORATION CLASS B2013-01-232019-07-25$4,220$1,687$2,533$2,533
50. TETRA TECH INC NEW COM2015-11-192019-07-25$4,260$1,353$2,907$2,907
100000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-02-272019-07-25$99,367$95,758$3,609$3,609
95000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-06-272019-07-25$97,768$98,180-$412-$412
100. VISTEON CORP2016-08-172019-07-25$6,879$7,051-$172-$172
180. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2015-12-142019-07-26$4,292$1,256$3,036$3,036
505. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2019-07-26$12,041$3,485$8,556$8,556
65. ENTEGRIS, INC2009-07-012019-07-26$2,878$191$2,687$2,687
35. ENTEGRIS, INC2009-07-012019-07-26$1,550$103$1,447$1,447
200. ORITANI FINL CORP NEW2019-07-26$3,595$2,548$1,047$1,047
50. REGAL BELOIT CORP2013-12-172019-07-26$4,015$3,527$488$488
15000. USA TREASURY NOTE 04.500% DUE 02/15/20362018-08-302019-07-26$19,622$18,133$1,489$1,489
90. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2015-11-192019-07-29$2,146$621$1,525$1,525
210. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2015-11-192019-07-29$5,007$1,449$3,558$3,558
80000. MOTOROLA SOLUTIONS INC CALL 02/23/2029 UNSC2019-05-092019-07-29$84,649$79,968$4,681$4,681
40000. USA TREASURY NOTES 02.875% DUE 05/15/20282019-07-292019-07-29$42,719$42,725-$6-$6
450. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2015-11-192019-07-30$10,737$3,105$7,632$7,632
250. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2015-11-192019-07-30$5,962$1,725$4,237$4,237
300. TIMKENSTEEL CORP2019-07-30$2,025$4,485-$2,460-$2,460
45000. USA TREASURY NOTES 02.875% DUE 05/15/20282019-07-30$48,078$47,994$84$84
270000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-07-30$269,441$266,460$2,981$2,981
30. ACCELERON PHARMA INC2019-07-31$1,324$1,607-$283-$283
30. AMERICAN EAGLE OUTFITTERS INC2018-01-232019-07-31$532$561-$29-$29
10. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82019-04-032019-07-31$1,173$1,147$26$26
20. AVNET INC2019-03-292019-07-31$924$868$56$56
10. BIO RAD LABORATORIES INC CLASS A2018-09-282019-07-31$3,190$3,130$60$60
10. BLUEPRINT MEDICINES CORP2019-05-102019-07-31$995$814$181$181
10. BRIGHT HORIZONS FAMILY SOLUT2013-02-052019-07-31$1,530$279$1,251$1,251
20. CATALENT INC2019-03-262019-07-31$1,159$816$343$343
1800. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2015-11-192019-07-31$42,986$12,420$30,566$30,566
10. CYRUSONE INC2019-05-132019-07-31$574$600-$26-$26
10. ELDORADO RESORTS INC NAME CHG 07/21/202019-06-242019-07-31$457$468-$11-$11
226.13 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182019-07-31$226$241-$15-$15
1659.33 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022019-07-31$1,659$1,779-$120-$120
1576.44 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142019-07-31$1,576$1,642-$66-$66
1244.73 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112019-07-31$1,245$1,289-$44-$44
1972.66 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172019-07-31$1,973$2,023-$50-$50
4022.83 FEDERAL NATL MTG ASSN POOL AL26102014-03-142019-07-31$4,023$4,045-$22-$22
455.35 FEDERAL NATL MTG ASSN POOL AL19482014-01-212019-07-31$455$473-$18-$18
3603.46 FEDERAL NATL MTG ASSN POOL AL22422015-05-112019-07-31$3,603$3,837-$234-$234
1230.47 FEDERAL NATL MTG ASSN POOL AL31912015-04-282019-07-31$1,230$1,288-$58-$58
1553.38 FEDERAL NATL MTG ASSN POOL AL39042014-05-022019-07-31$1,553$1,610-$57-$57
1655.6 FEDERAL NATL MTG ASSN POOL AO59402012-06-182019-07-31$1,656$1,731-$75-$75
4007.59 FEDERAL NATL MTG ASSN POOL AO76272012-11-052019-07-31$4,008$4,147-$139-$139
1977.13 FEDERAL NATL MTG ASSN POOL AP04952015-05-122019-07-31$1,977$2,058-$81-$81
1148.38 FEDERAL NATL MTG ASSN POOL AP21332014-11-192019-07-31$1,148$1,185-$37-$37
1411.01 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202019-07-31$1,411$1,470-$59-$59
287.78 FEDERAL NATL MTG ASSN POOL AS38412015-05-202019-07-31$288$297-$9-$9
2383.57 FEDERAL NATL MTG ASSN POOL AS53852015-09-112019-07-31$2,384$2,531-$147-$147
2640.18 FEDERAL NATL MTG ASSN POOL AS61112016-04-152019-07-31$2,640$2,817-$177-$177
1311.7 FEDERAL NATL MTG ASSN POOL AS71552016-06-172019-07-31$1,312$1,353-$41-$41
1246.49 FEDERAL NATL MTG ASSN POOL AS66202017-08-172019-07-31$1,246$1,291-$45-$45
1521.57 FEDERAL NATL MTG ASSN POOL AS73432016-06-092019-07-31$1,522$1,565-$43-$43
2509.99 FEDERAL NATL MTG ASSN POOL AT21272014-11-142019-07-31$2,510$2,517-$7-$7
722.31 FEDERAL NATL MTG ASSN POOL AT78992015-09-152019-07-31$722$747-$25-$25
42.64 FEDERAL NATL MTG ASSN POOL 7250422005-05-122019-07-31$43$43
100.05 FEDERAL NATL MTG ASSN POOL 7287092003-12-182019-07-31$100$102-$2-$2
30.64 FEDERAL NATL MTG ASSN POOL 7351412005-04-292019-07-31$31$31
150.02 FEDERAL NATL MTG ASSN POOL 7391872003-09-102019-07-31$150$151-$1-$1
49.92 FEDERAL NATL MTG ASSN POOL 7450872006-06-082019-07-31$50$48$2$2
19.33 FEDERAL NATL MTG ASSN POOL 8142602005-03-102019-07-31$19$19
1828.52 FEDERAL NATL MTG ASSN POOL BC44422018-09-142019-07-31$1,829$1,756$73$73
1140.27 FEDERAL NATL MTG ASSN POOL BM32602018-10-042019-07-31$1,140$1,115$25$25
8398.15 FEDERAL NATL MTG ASSN POOL BM43882019-01-182019-07-31$8,398$8,577-$179-$179
2302.4 FEDERAL NATL MTG ASSN POOL BM39542018-06-062019-07-31$2,302$2,255$47$47
1922.1 FEDERAL NATL MTG ASSN POOL BM50242019-07-252019-07-31$1,922$1,943-$21-$21
6528.29 FEDERAL NATL MTG ASSN POOL BM52462019-04-232019-07-31$6,528$6,584-$56-$56
441.8 FEDERAL NATL MTG ASSN POOL CA08332018-01-252019-07-31$442$450-$8-$8
1198.69 FEDERAL NATL MTG ASSN POOL AB18452011-08-162019-07-31$1,199$1,242-$43-$43
1165.76 FEDERAL NATL MTG ASSN POOL AB20772011-04-152019-07-31$1,166$1,151$15$15
768.93 FEDERAL NATL MTG ASSN POOL AB45252012-05-162019-07-31$769$812-$43-$43
2208.77 FEDERAL NATL MTG ASSN POOL AB78592013-07-112019-07-31$2,209$2,214-$5-$5
4038.51 FEDERAL NATL MTG ASSN POOL AC36682010-10-052019-07-31$4,039$4,187-$148-$148
803.32 FEDERAL NATL MTG ASSN POOL MA05622014-02-102019-07-31$803$858-$55-$55
1031.49 FEDERAL NATL MTG ASSN POOL MA12362014-09-042019-07-31$1,031$1,057-$26-$26
1327.8 FEDERAL NATL MTG ASSN POOL MA14302015-05-122019-07-31$1,328$1,340-$12-$12
1692.07 FEDERAL NATL MTG ASSN POOL MA15252016-03-092019-07-31$1,692$1,761-$69-$69
1413.68 FEDERAL NATL MTG ASSN POOL MA26712016-10-282019-07-31$1,414$1,483-$69-$69
7245.74 FEDERAL NATL MTG ASSN POOL MA35222018-11-072019-07-31$7,246$7,412-$166-$166
4315.58 FEDERAL NATL MTG ASSN POOL MA28032017-10-192019-07-31$4,316$4,337-$21-$21
3947.25 FEDERAL NATL MTG ASSN POOL MA32102019-03-072019-07-31$3,947$3,964-$17-$17
7439.08 FEDERAL NATL MTG ASSN POOL MA33842018-10-182019-07-31$7,439$7,450-$11-$11
773.25 FEDERAL NATL MTG ASSN POOL AD71342010-07-212019-07-31$773$815-$42-$42
2293.03 FEDERAL NATL MTG ASSN POOL AD63692010-06-222019-07-31$2,293$2,360-$67-$67
874.13 FEDERAL NATL MTG ASSN POOL AE09812011-10-172019-07-31$874$885-$11-$11
30. FIRST HAWAIIAN INC2019-04-292019-07-31$801$830-$29-$29
10. FLOWSERVE CORP COM2019-05-202019-07-31$511$494$17$17
1108.54 GOVT NATL MTG ASSN POOL AA82732012-08-282019-07-31$1,109$1,196-$87-$87
522.82 GOVT NATL MTG ASSN POOL 7443712012-02-162019-07-31$523$564-$41-$41
1676. HSBC HLDGS PLC SPONSORED ADR NEW2019-07-31$67,240$72,268-$5,028-$5,028
10. HAMILTON LANE INC-CLASS A2018-11-062019-07-31$590$387$203$203
10. HEICO CORP NEW CL A2019-01-312019-07-31$1,069$692$377$377
10. INGEVITY CORP2018-06-122019-07-31$1,013$823$190$190
20. INTEGRA LIFESCIENCES HLDG CORP2016-01-202019-07-31$1,282$618$664$664
50. IRONWOOD PHARMACEUTICALS INC2018-07-242019-07-31$537$826-$289-$289
20. KEMPER CORP2018-11-082019-07-31$1,774$1,551$223$223
20. KNOWLES CORP2019-07-252019-07-31$413$397$16$16
10. LINCOLN ELEC HLDGS INC2018-09-212019-07-31$857$976-$119-$119
10. MSA SAFETY INC2018-06-062019-07-31$1,061$957$104$104
10. MASIMO CORPORATION2019-07-152019-07-31$1,586$1,544$42$42
10. MATSON INC W/I2018-10-042019-07-31$419$405$14$14
30. MEDICINES COMPANY MERGED 01/06/20202017-04-052019-07-31$1,101$1,504-$403-$403
10. NEXSTAR MEDIA GROUP INC2015-12-182019-07-31$1,033$562$471$471
21400. NOMURA HOLDINGS INC SPON ADR2019-07-31$71,372$137,310-$65,938-$65,938
2810. NOMURA HOLDINGS INC SPON ADR2018-11-262019-07-31$9,577$12,704-$3,127-$3,127
5725. NOMURA HOLDINGS INC SPON ADR2017-01-302019-07-31$19,511$36,233-$16,722-$16,722
30. NUANCE COMMUNICATIONS INC2018-10-262019-07-31$499$506-$7-$7
10. PROOFPOINT INC2018-08-312019-07-31$1,271$1,192$79$79
20. RUSH ENTERPRISES INC CL A2018-02-062019-07-31$758$977-$219-$219
10. RYDER SYSTEM INC2016-04-272019-07-31$536$710-$174-$174
20. STRATEGIC ED INC2019-03-042019-07-31$3,626$2,857$769$769
40. SUMMIT MATERIALS INC -CL A2017-06-292019-07-31$732$1,122-$390-$390
10. TABLEAU SOFTWARE INC-CL A MERGED 8/1/20192016-11-082019-07-31$1,734$463$1,271$1,271
10. TELADOC HEALTH INC2019-03-012019-07-31$702$679$23$23
10. TELEDYNE TECHNOLOGIES INC2018-10-012019-07-31$2,956$2,469$487$487
10. TOPBUILD CORP2019-03-152019-07-31$829$650$179$179
10. TREX INC COM2019-02-152019-07-31$836$766$70$70
65000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-07-302019-07-31$64,708$64,617$91$91
40. VIAVI SOLUTIONS INC -W/I2018-10-012019-07-31$595$483$112$112
10. WNS HOLDINGS LTD ADR2018-11-132019-07-31$638$506$132$132
10. WEX INC2019-03-212019-07-31$2,204$1,914$290$290
20. WOLVERINE WORLD WIDE INC COM2019-02-052019-07-31$545$708-$163-$163
60. WPX ENERGY INC2018-09-282019-07-31$643$1,213-$570-$570
10. ESSENT GROUP LTD SEDOL BFWGXR82019-05-102019-07-31$467$468-$1-$1
10. ICON PLC SEDOL B94G4712018-09-282019-07-31$1,571$1,536$35$35
314. ALCON INC SEDOL BJXBP412012-08-302019-07-31$18,415$11,227$7,188$7,188
1429. UBS GROUP AG SEDOL BRJL1762018-11-262019-07-31$16,070$19,691-$3,621-$3,621
11041. UBS GROUP AG SEDOL BRJL1762019-07-31$124,163$223,595-$99,432-$99,432
10. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792018-11-122019-07-31$753$611$142$142
480. CYRUSONE INC2019-08-01$29,662$28,549$1,113$1,113
2614.35 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222019-08-01$2,614$2,651-$37-$37
25. IAC / INTERACTIVECORP-W/I EXCH 6/30/20202009-09-012019-08-01$6,101$462$5,639$5,639
30. SUMMIT MATERIALS INC -CL A2017-06-292019-08-01$563$842-$279-$279
330. SUMMIT MATERIALS INC -CL A2019-08-01$6,474$9,236-$2,762-$2,762
520. SUMMIT MATERIALS INC -CL A2019-08-01$9,927$14,403-$4,476-$4,476
150. SUMMIT MATERIALS INC -CL A2018-06-182019-08-01$2,957$4,144-$1,187-$1,187
55000. TOYOTA MOTOR CORP SEDOL ISIN US892331AF602019-06-252019-08-01$55,141$55,000$141$141
655. WHITING PETROLEUM CORP2019-08-01$7,464$19,319-$11,855-$11,855
1040. WHITING PETROLEUM CORP2019-08-01$12,544$29,052-$16,508-$16,508
1005. WHITING PETROLEUM CORP2019-08-01$11,910$20,209-$8,299-$8,299
40. AVNET INC2019-03-292019-08-05$1,679$1,736-$57-$57
30. AVNET INC2019-03-292019-08-05$1,261$1,302-$41-$41
20. AVNET INC2019-03-292019-08-05$839$868-$29-$29
200. AVNET INC2019-03-292019-08-05$8,374$8,679-$305-$305
700. CALLON PETE CO DEL REV SPLIT 08/07/202016-11-032019-08-05$2,992$9,204-$6,212-$6,212
80. AVNET INC2019-03-292019-08-06$3,334$3,472-$138-$138
460. AVNET INC2019-08-06$19,193$19,656-$463-$463
1600. CALLON PETE CO DEL REV SPLIT 08/07/202019-08-06$6,887$19,538-$12,651-$12,651
1400. CALLON PETE CO DEL REV SPLIT 08/07/202019-08-07$6,267$14,029-$7,762-$7,762
25. IAC / INTERACTIVECORP-W/I EXCH 6/30/20202009-09-012019-08-07$6,543$462$6,081$6,081
930. NEXSTAR MEDIA GROUP INC2019-08-07$87,503$41,431$46,072$46,072
45000. USA TREASURY NOTES 02.875% DUE 05/15/20282019-05-302019-08-07$49,337$47,422$1,915$1,915
45000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-07-302019-08-07$45,178$44,735$443$443
35000. USA TREASURY NOTES 02.375% DUE 05/15/20272019-06-282019-08-07$36,859$36,161$698$698
60000. VALERO ENERGY CORP CALL 06/15/2026 @ 100.000 UNSC2018-02-282019-08-07$62,049$57,560$4,489$4,489
90. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52019-08-07$2,061$1,822$239$239
280. AVNET INC2019-08-08$11,922$11,869$53$53
55000. CVS HEALTH CORP CALL 02/09/2023 UNSC2019-02-062019-08-08$57,027$55,350$1,677$1,677
50. WATTS WATER TECHNOLOGIES INC CLASS A2013-07-122019-08-08$4,716$2,583$2,133$2,133
210. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52019-08-08$4,482$3,922$560$560
1310. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52019-08-08$29,337$23,510$5,827$5,827
482. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52019-08-08$10,852$8,183$2,669$2,669
50. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52016-02-082019-08-08$1,198$847$351$351
970. AVNET INC2019-08-09$40,194$40,386-$192-$192
450. AVNET INC2019-08-09$18,785$18,546$239$239
200. LEXINGTON CORPORATION PROPERTIES TRUST2016-09-162019-08-09$2,037$2,013$24$24
240. SALESFORCE.COM2016-11-082019-08-09$34,255$10,072$24,183$24,183
675. SALESFORCE.COM2019-08-09$96,154$27,320$68,834$68,834
400. CALLON PETE CO DEL REV SPLIT 08/07/202015-11-192019-08-12$1,925$3,724-$1,799-$1,799
50. DIAMOND BACK ENERGY INC2018-01-312019-08-12$4,855$4,051$804$804
300. FIRST REPUBLIC BANK/FRAN2012-12-142019-08-12$28,066$9,626$18,440$18,440
200. HANMI FINANCIAL CORPORATION2018-02-012019-08-12$3,731$6,307-$2,576-$2,576
50. KLA TENCOR CORP2019-03-212019-08-12$6,725$5,547$1,178$1,178
200. LEXINGTON CORPORATION PROPERTIES TRUST2019-08-12$2,041$2,011$30$30
200. ORITANI FINL CORP NEW2019-08-12$3,395$2,513$882$882
35. TIMKENSTEEL CORP2017-11-222019-08-12$211$520-$309-$309
10. TIMKENSTEEL CORP2017-11-222019-08-12$60$148-$88-$88
200. UNITED FINANCIAL BANCORP INC MERGED 11/01/192015-11-192019-08-12$2,564$2,726-$162-$162
200. WASHINGTON FEDERAL INC2015-11-192019-08-12$7,032$5,158$1,874$1,874
50. WATTS WATER TECHNOLOGIES INC CLASS A2013-07-122019-08-12$4,626$2,583$2,043$2,043
420. WOLVERINE WORLD WIDE INC COM2019-08-12$10,568$14,856-$4,288-$4,288
320. AVNET INC2019-08-13$13,285$13,126$159$159
300. AVNET INC2019-08-13$12,394$12,273$121$121
145. TIMKENSTEEL CORP2017-11-222019-08-13$887$2,152-$1,265-$1,265
110. TIMKENSTEEL CORP2019-08-13$653$1,632-$979-$979
900. WOLVERINE WORLD WIDE INC COM2019-08-13$22,870$31,034-$8,164-$8,164
820. WOLVERINE WORLD WIDE INC COM2019-08-13$20,802$27,815-$7,013-$7,013
70. ALEXION PHARMACEUTICALS INC2019-03-252019-08-14$7,608$9,096-$1,488-$1,488
40. ALPHABET INC/CA-CL A2018-11-302019-08-14$46,776$43,611$3,165$3,165
30. AMAZON.COM INC2019-08-14$53,078$45,105$7,973$7,973
60. AMGEN INC2014-03-032019-08-14$12,057$7,407$4,650$4,650
290. APPLE INC2006-03-282019-08-14$59,201$2,474$56,727$56,727
110. AUTOMATIC DATA PROCESSING INC2018-05-292019-08-14$18,201$14,240$3,961$3,961
10. AUTOZONE INC2018-09-212019-08-14$10,644$7,673$2,971$2,971
290. BANK OF AMERICA CORP2019-08-14$7,647$8,493-$846-$846
190. BAXTER INTERNATIONAL INC2018-05-312019-08-14$16,456$13,587$2,869$2,869
250. BOOZ ALLEN HAMILTON HOLDING2019-06-062019-08-14$17,797$16,336$1,461$1,461
160. BRISTOL MYERS SQUIBB CO2018-09-052019-08-14$7,355$9,782-$2,427-$2,427
40. BROADCOM INC2018-11-052019-08-14$10,917$8,752$2,165$2,165
60. BURLINGTON STORES INC2015-04-202019-08-14$10,087$3,342$6,745$6,745
240. CBRE GROUP INC2018-02-222019-08-14$12,127$10,815$1,312$1,312
210. CDW CORP/DE2014-06-202019-08-14$23,236$6,737$16,499$16,499
220. CSX CORP COM2018-08-092019-08-14$14,276$16,004-$1,728-$1,728
1100. CALLON PETE CO DEL REV SPLIT 08/07/202019-08-14$4,599$9,805-$5,206-$5,206
130. CELANESE CORP2018-05-162019-08-14$14,150$14,459-$309-$309
140. CHURCH & DWIGHT INC2018-08-092019-08-14$10,969$7,816$3,153$3,153
400. CISCO SYS INC COM2019-07-172019-08-14$20,392$23,003-$2,611-$2,611
70. CINTAS CORP2019-04-152019-08-14$18,184$14,584$3,600$3,600
360. COMCAST CORPORATION CL A2012-07-232019-08-14$15,300$5,664$9,636$9,636
80. COMMUNITY HEALTHCARE TRUST I2016-04-072019-08-14$3,436$1,420$2,016$2,016
60. COSTCO WHSL CORP NEW COM2019-03-192019-08-14$16,282$14,200$2,082$2,082
80. DARDEN RESTAURANTS INC W I2019-05-232019-08-14$9,429$9,657-$228-$228
100. DIAMOND BACK ENERGY INC2019-08-14$9,738$7,987$1,751$1,751
330. DISCOVERY INC CLASS A2018-07-032019-08-14$9,138$9,066$72$72
110. DOLLAR GENERAL CORP2019-08-14$14,804$12,590$2,214$2,214
250. E*TRADE FINANCIAL CORP MERGED 10/02/202018-07-112019-08-14$10,150$15,325-$5,175-$5,175
50. EMCOR GROUP INC2018-11-302019-08-14$4,092$3,621$471$471
80. EPAM SYSTEMS INC2019-07-172019-08-14$14,607$15,777-$1,170-$1,170
50. FTI CONSOLTING INC2016-04-282019-08-14$5,176$1,973$3,203$3,203
180. FACEBOOK INC2016-02-012019-08-14$32,581$20,725$11,856$11,856
100. FIVE BELOW2019-08-14$10,886$12,402-$1,516-$1,516
140. HOME DEPOT INC COM2011-12-022019-08-14$28,459$5,612$22,847$22,847
60. HONEYWELL INTL INC2019-04-232019-08-14$9,923$10,294-$371-$371
50. INTUIT SOFTWARE2019-03-192019-08-14$13,522$12,773$749$749
100. KLA TENCOR CORP2019-03-212019-08-14$13,107$11,095$2,012$2,012
60. LAM RESEARCH CORP2019-06-062019-08-14$11,967$10,975$992$992
500. LEXINGTON CORPORATION PROPERTIES TRUST2019-08-14$5,115$5,023$92$92
100. LILLY ELI & CO2018-07-102019-08-14$11,121$8,804$2,317$2,317
30. LOCKHEED MARTIN CORP2019-06-172019-08-14$11,118$10,446$672$672
80. MASTERCARD INC CL A2016-11-042019-08-14$21,496$8,295$13,201$13,201
90. MCDONALDS CORP COM2017-05-092019-08-14$19,630$13,008$6,622$6,622
320. MICROSOFT CORP2018-05-092019-08-14$43,177$30,834$12,343$12,343
280. MICROSOFT CORP2019-06-282019-08-14$37,780$37,428$352$352
100. MOTOROLA SOLUTIONS INC2018-03-122019-08-14$17,367$10,910$6,457$6,457
150. NETGEAR INC2019-08-14$4,949$3,912$1,037$1,037
70. NORFOLK SOUTHN CORP COM2018-11-302019-08-14$12,040$11,997$43$43
30. NORTHROP GRUMMAN CORPORATION2015-07-162019-08-14$10,904$5,092$5,812$5,812
60000. OCCIDENTAL PETROLEUM COR CALL 06/15/2026 UNSC2019-08-062019-08-14$60,250$59,959$291$291
125. ORITANI FINL CORP NEW2011-06-172019-08-14$2,099$1,566$533$533
100. PROCTER & GAMBLE CO2019-08-14$11,642$9,558$2,084$2,084
240. PROGRESSIVE CORP OHIO2019-02-072019-08-14$18,267$16,180$2,087$2,087
130. QUEST DIAGNOSTICS INC2019-06-062019-08-14$13,057$12,846$211$211
60. S&P GLOBAL INC2016-07-292019-08-14$15,059$7,330$7,729$7,729
130. SYSCO CORP COM2019-05-282019-08-14$9,473$9,718-$245-$245
100. TOTAL SYSTEMS SERVICES INC MERGED 09/17/20192017-07-072019-08-14$12,505$5,877$6,628$6,628
60. UNITED RENTALS INC COM2018-09-212019-08-14$6,336$10,258-$3,922-$3,922
100. UNITEDHEALTH GROUP INC COM2016-10-262019-08-14$24,550$14,250$10,300$10,300
140. VEEVA SYSTEMS INC-CLASS A2019-04-232019-08-14$22,019$19,176$2,843$2,843
100. WASTE MANAGEMENT INC2018-03-122019-08-14$11,700$8,678$3,022$3,022
250. WOLVERINE WORLD WIDE INC COM2019-08-14$5,983$8,448-$2,465-$2,465
210. WOLVERINE WORLD WIDE INC COM2019-08-14$5,038$7,001-$1,963-$1,963
150. WOLVERINE WORLD WIDE INC COM2019-08-14$3,574$4,997-$1,423-$1,423
90. ZEBRA TECHNOLOGIES CORP CLASS A2019-06-062019-08-14$18,069$16,280$1,789$1,789
140. ACCENTURE PLC CLASS A SEDOL B4BNMY32019-08-14$26,472$25,355$1,117$1,117
120. INGERSOLL-RAND PLC EXCHANGE 3/02/20202018-11-302019-08-14$13,998$12,438$1,560$1,560
200. AVNET INC2019-08-15$7,881$8,145-$264-$264
480. AVNET INC2019-08-15$19,120$19,482-$362-$362
200. CALLON PETE CO DEL REV SPLIT 08/07/202015-11-102019-08-15$847$1,728-$881-$881
70. COMMUNITY HEALTHCARE TRUST I2016-04-072019-08-15$3,000$1,243$1,757$1,757
50. DIAMOND BACK ENERGY INC2017-07-202019-08-15$4,807$3,989$818$818
4357.85 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A32017-09-122019-08-15$4,358$4,358
8502.62 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A32017-03-222019-08-15$8,503$8,502$1$1
400. LEXINGTON CORPORATION PROPERTIES TRUST2019-08-15$4,158$4,011$147$147
45000. OCCIDENTAL PETROLEUM COR UNSC2019-08-062019-08-15$45,311$44,952$359$359
75. ORITANI FINL CORP NEW2011-06-172019-08-15$1,241$939$302$302
300. TIMKENSTEEL CORP2019-08-15$1,682$4,439-$2,757-$2,757
70. VIAVI SOLUTIONS INC -W/I2019-08-142019-08-15$934$991-$57-$57
60. VIAVI SOLUTIONS INC -W/I2019-08-142019-08-15$819$849-$30-$30
310. VIAVI SOLUTIONS INC -W/I2019-08-142019-08-15$4,192$4,388-$196-$196
160. VIAVI SOLUTIONS INC -W/I2019-08-15$2,189$2,057$132$132
140. WOLVERINE WORLD WIDE INC COM2019-08-15$3,297$4,661-$1,364-$1,364
160. WOLVERINE WORLD WIDE INC COM2019-08-15$3,741$5,306-$1,565-$1,565
660. WOLVERINE WORLD WIDE INC COM2018-11-202019-08-15$15,257$21,823-$6,566-$6,566
170. CYRUSONE INC2019-08-16$12,470$9,845$2,625$2,625
220. CYRUSONE INC2019-03-292019-08-16$15,495$11,573$3,922$3,922
.49 SALESFORCE.COM2016-12-212019-08-16$71$19$52$52
50000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-08-16$50,260$50,243$17$17
170. VIAVI SOLUTIONS INC -W/I2018-10-012019-08-16$2,388$2,052$336$336
490. VIAVI SOLUTIONS INC -W/I2019-08-16$6,794$5,656$1,138$1,138
780. VIAVI SOLUTIONS INC -W/I2019-08-16$10,571$8,881$1,690$1,690
1480. WOLVERINE WORLD WIDE INC COM2019-08-16$34,368$48,405-$14,037-$14,037
360. VIAVI SOLUTIONS INC -W/I2019-08-19$5,120$4,091$1,029$1,029
340. BERRY GLOBAL GROUP INC2019-08-20$13,488$15,323-$1,835-$1,835
10. BERRY GLOBAL GROUP INC2018-11-122019-08-20$397$464-$67-$67
760. BERRY GLOBAL GROUP INC2019-08-20$30,018$26,595$3,423$3,423
210. BERRY GLOBAL GROUP INC2019-08-20$8,316$6,895$1,421$1,421
30000. FEDEX CORP COGT2019-01-142019-08-20$30,946$29,965$981$981
15000. FEDEX CORP COGT2019-01-142019-08-20$15,480$14,983$497$497
100. FIRST COMMUNITY BANKSHARES INC2019-08-20$3,317$1,650$1,667$1,667
180. INTEGRA LIFESCIENCES HLDG CORP2019-08-20$11,153$5,556$5,597$5,597
60. INTEGRA LIFESCIENCES HLDG CORP2015-08-112019-08-20$3,685$1,852$1,833$1,833
200. ORITANI FINL CORP NEW2011-06-162019-08-20$3,419$2,493$926$926
50. SELECTED INS GROUP INC2011-08-222019-08-20$3,991$717$3,274$3,274
115000. AMERICAN EXPRESS CREDIT ACCOUN SERIES 2017 6 CLASS A2017-10-232019-08-21$115,207$114,983$224$224
660. CIT GROUP INC2019-08-21$27,562$28,362-$800-$800
3930. CIT GROUP INC2019-08-21$164,121$143,565$20,556$20,556
140000. CAPITAL ONE MULTI-ASSET EXECUT SERIES 2017 A4 CLASS A42017-10-042019-08-21$140,115$139,989$126$126
675. CELGENE CORP2019-08-21$64,556$49,750$14,806$14,806
2970. DAVITA HEALTHCARE PARTNERS INC2019-08-21$168,123$202,412-$34,289-$34,289
50. FIRST COMMUNITY BANKSHARES INC2015-05-072019-08-21$1,645$822$823$823
60000. GM FINANCIAL SECURITIZED TERM SERIES 2018 1 CLASS A32018-01-092019-08-21$60,188$59,986$202$202
40. INTEGRA LIFESCIENCES HLDG CORP2015-08-112019-08-21$2,458$1,234$1,224$1,224
380. INTEGRA LIFESCIENCES HLDG CORP2019-08-21$23,417$11,626$11,791$11,791
1320. MOMENTA PHARMACEUTICALS INC2018-10-032019-08-21$16,288$29,708-$13,420-$13,420
100. MOMENTA PHARMACEUTICALS INC2018-10-032019-08-21$1,216$2,251-$1,035-$1,035
80000. TOLL BROS FINANCE CORP SER 10YR CALL 11/15/20272018-01-172019-08-21$82,600$80,000$2,600$2,600
15000. TOLL BROS FINANCE CORP SER 10YR CALL 11/15/20272018-09-172019-08-21$15,488$13,898$1,590$1,590
80000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-10-302019-08-21$83,184$78,419$4,765$4,765
1. CLOVIS ONCOLOGY INC XXX-XX-XXXX2001-01-012019-08-22$433$25$408$408
260. MOMENTA PHARMACEUTICALS INC2018-10-032019-08-22$3,132$5,852-$2,720-$2,720
630. MOMENTA PHARMACEUTICALS INC2018-10-032019-08-22$7,658$14,179-$6,521-$6,521
100000. USA TREASURY NOTES 01.750% DUE 10/31/20202019-08-212019-08-22$100,008$100,058-$50-$50
170000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-08-22$177,657$172,656$5,001$5,001
200. CALLON PETE CO DEL REV SPLIT 08/07/202015-11-102019-08-23$834$1,728-$894-$894
300. CALLON PETE CO DEL REV SPLIT 08/07/202015-11-102019-08-23$1,257$2,593-$1,336-$1,336
100. COMMUNITY HEALTHCARE TRUST I2016-04-072019-08-23$4,331$1,775$2,556$2,556
50. FTI CONSOLTING INC2016-04-282019-08-23$5,210$1,973$3,237$3,237
50. KLA TENCOR CORP2019-03-212019-08-23$7,102$5,547$1,555$1,555
200. ORITANI FINL CORP NEW2019-08-23$3,463$2,490$973$973
10000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-08-202019-08-23$10,057$10,053$4$4
3420. BANK OF AMERICA CORP2019-01-302019-08-26$91,094$100,086-$8,992-$8,992
200. CALLON PETE CO DEL REV SPLIT 08/07/202015-11-102019-08-26$833$1,728-$895-$895
110000. DISCOVER CARD EXECUTION NOTE SERIES 18-A5 CLASS A52018-10-042019-08-26$113,502$109,997$3,505$3,505
50. FTI CONSOLTING INC2016-04-282019-08-26$5,273$1,973$3,300$3,300
47340. FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A32017-09-122019-08-26$47,277$47,339-$62-$62
320. HOME DEPOT INC COM2011-12-022019-08-26$69,794$12,827$56,967$56,967
310. MCDONALDS CORP COM2017-05-092019-08-26$66,859$44,807$22,052$22,052
35000. CVS HEALTH CORP CALL 02/09/2023 UNSC2019-08-27$36,630$35,219$1,411$1,411
5000. CVS HEALTH CORP CALL 02/09/2023 UNSC2019-02-012019-08-27$5,231$5,030$201$201
1000. CALLON PETE CO DEL REV SPLIT 08/07/202019-08-27$3,989$8,156-$4,167-$4,167
170. HAEMONETICS CORP2019-08-27$22,592$20,777$1,815$1,815
40. HAEMONETICS CORP2018-09-102019-08-27$5,361$4,512$849$849
100. KLA TENCOR CORP2019-03-212019-08-27$14,156$11,095$3,061$3,061
868. NORFOLK SOUTHN CORP COM2018-11-302019-08-27$147,867$148,763-$896-$896
275000. USA TREASURY NOTES 01.750% DUE 10/31/20202019-08-27$275,140$275,166-$26-$26
100. WILLIAMS SONOMA INC2017-03-282019-08-27$6,834$4,912$1,922$1,922
70000. CONSTELLATION BRANDS INC COGT2017-01-132019-08-28$70,216$70,227-$11-$11
290. DAKTRONICS INC2019-08-28$1,961$2,726-$765-$765
490. FIRST HAWAIIAN INC2019-08-28$12,099$13,442-$1,343-$1,343
160. FIRST HAWAIIAN INC2019-04-262019-08-28$3,951$4,384-$433-$433
44000. SHERWIN-WILLIAMS CO CALL 05/01/2022 UNSC2017-08-232019-08-28$45,039$44,156$883$883
145000. USA TREASURY NOTE 01.625% DUE 12/31/20192019-08-28$144,841$143,054$1,787$1,787
30000. USA TREASURY NOTES 01.750% DUE 10/31/20202019-08-212019-08-28$30,015$30,017-$2-$2
100. WASHINGTON TRUST BANCORP2015-11-192019-08-28$4,591$4,040$551$551
10. DAKTRONICS INC2017-12-052019-08-29$68$94-$26-$26
25000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS2018-11-022019-08-29$25,000$25,000
180. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092019-08-30$1,487$4,726-$3,239-$3,239
420. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092019-08-30$3,455$11,027-$7,572-$7,572
70. SUMMIT MATERIALS INC -CL A2018-06-182019-08-30$1,469$1,934-$465-$465
720. VEEVA SYSTEMS INC-CLASS A2019-08-30$118,660$90,003$28,657$28,657
1745.67 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182019-08-31$1,746$1,857-$111-$111
1966.73 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022019-08-31$1,967$2,109-$142-$142
3266.43 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142019-08-31$3,266$3,403-$137-$137
1421.45 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112019-08-31$1,421$1,472-$51-$51
3306.14 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172019-08-31$3,306$3,391-$85-$85
4165.26 FEDERAL NATL MTG ASSN POOL AL26102014-03-142019-08-31$4,165$4,188-$23-$23
715.46 FEDERAL NATL MTG ASSN POOL AL19482014-01-212019-08-31$715$743-$28-$28
2722.45 FEDERAL NATL MTG ASSN POOL AL22422015-05-112019-08-31$2,722$2,898-$176-$176
583.48 FEDERAL NATL MTG ASSN POOL AL31912015-04-282019-08-31$583$610-$27-$27
1587.45 FEDERAL NATL MTG ASSN POOL AL39042014-05-022019-08-31$1,587$1,645-$58-$58
2859.14 FEDERAL NATL MTG ASSN POOL AO59402012-06-182019-08-31$2,859$2,989-$130-$130
3302.01 FEDERAL NATL MTG ASSN POOL AO76272012-11-052019-08-31$3,302$3,416-$114-$114
1200.45 FEDERAL NATL MTG ASSN POOL AP04952015-05-122019-08-31$1,200$1,250-$50-$50
1867.93 FEDERAL NATL MTG ASSN POOL AP21332014-11-192019-08-31$1,868$1,928-$60-$60
1529.43 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202019-08-31$1,529$1,593-$64-$64
1127.6 FEDERAL NATL MTG ASSN POOL AS38412015-05-202019-08-31$1,128$1,164-$36-$36
2512.34 FEDERAL NATL MTG ASSN POOL AS53852015-09-112019-08-31$2,512$2,667-$155-$155
1709.52 FEDERAL NATL MTG ASSN POOL AS61112016-04-152019-08-31$1,710$1,824-$114-$114
2037.68 FEDERAL NATL MTG ASSN POOL AS71552016-06-172019-08-31$2,038$2,101-$63-$63
1270.62 FEDERAL NATL MTG ASSN POOL AS66202017-08-172019-08-31$1,271$1,316-$45-$45
1983.79 FEDERAL NATL MTG ASSN POOL AS73432016-06-092019-08-31$1,984$2,041-$57-$57
3451.61 FEDERAL NATL MTG ASSN POOL AT21272014-11-142019-08-31$3,452$3,461-$9-$9
1439.39 FEDERAL NATL MTG ASSN POOL AT78992015-09-152019-08-31$1,439$1,489-$50-$50
59.77 FEDERAL NATL MTG ASSN POOL 7250422005-05-122019-08-31$60$60
25.42 FEDERAL NATL MTG ASSN POOL 7287092003-12-182019-08-31$25$26-$1-$1
29.4 FEDERAL NATL MTG ASSN POOL 7351412005-04-292019-08-31$29$30-$1-$1
137.13 FEDERAL NATL MTG ASSN POOL 7391872003-09-102019-08-31$137$138-$1-$1
82.35 FEDERAL NATL MTG ASSN POOL 7450872006-06-082019-08-31$82$80$2$2
18.86 FEDERAL NATL MTG ASSN POOL 8142602005-03-102019-08-31$19$19
1461.56 FEDERAL NATL MTG ASSN POOL BC44422018-09-142019-08-31$1,462$1,404$58$58
1681.76 FEDERAL NATL MTG ASSN POOL BM32602018-10-042019-08-31$1,682$1,644$38$38
5011.57 FEDERAL NATL MTG ASSN POOL BM43882019-01-182019-08-31$5,012$5,118-$106-$106
2557.3 FEDERAL NATL MTG ASSN POOL BM39542018-06-062019-08-31$2,557$2,505$52$52
2092.14 FEDERAL NATL MTG ASSN POOL BM50242019-07-252019-08-31$2,092$2,115-$23-$23
5523.71 FEDERAL NATL MTG ASSN POOL BM52462019-04-232019-08-31$5,524$5,571-$47-$47
1557.26 FEDERAL NATL MTG ASSN POOL CA08332018-01-252019-08-31$1,557$1,585-$28-$28
5813.63 FEDERAL NATL MTG ASSN POOL CA05492019-08-272019-08-31$5,814$6,089-$275-$275
3513.06 FEDERAL NATL MTG ASSN POOL FM10002019-08-222019-08-31$3,513$3,596-$83-$83
1489.13 FEDERAL NATL MTG ASSN POOL AB18452011-08-162019-08-31$1,489$1,543-$54-$54
806. FEDERAL NATL MTG ASSN POOL AB20772011-04-152019-08-31$806$796$10$10
3303.19 FEDERAL NATL MTG ASSN POOL AB45252012-05-162019-08-31$3,303$3,486-$183-$183
4746.16 FEDERAL NATL MTG ASSN POOL AB78592013-07-112019-08-31$4,746$4,758-$12-$12
2069.31 FEDERAL NATL MTG ASSN POOL AC36682010-10-052019-08-31$2,069$2,145-$76-$76
924.43 FEDERAL NATL MTG ASSN POOL MA05622014-02-102019-08-31$924$988-$64-$64
1425.17 FEDERAL NATL MTG ASSN POOL MA12362014-09-042019-08-31$1,425$1,460-$35-$35
1125.23 FEDERAL NATL MTG ASSN POOL MA14302015-05-122019-08-31$1,125$1,136-$11-$11
2270.75 FEDERAL NATL MTG ASSN POOL MA15252016-03-092019-08-31$2,271$2,363-$92-$92
1996.11 FEDERAL NATL MTG ASSN POOL MA26712016-10-282019-08-31$1,996$2,094-$98-$98
7577.6 FEDERAL NATL MTG ASSN POOL MA35222018-11-072019-08-31$7,578$7,751-$173-$173
4926.54 FEDERAL NATL MTG ASSN POOL MA28032017-10-192019-08-31$4,927$4,951-$24-$24
3992.98 FEDERAL NATL MTG ASSN POOL MA32102019-03-072019-08-31$3,993$4,010-$17-$17
7441.47 FEDERAL NATL MTG ASSN POOL MA33842018-10-182019-08-31$7,441$7,452-$11-$11
667.28 FEDERAL NATL MTG ASSN POOL AD71342010-07-212019-08-31$667$703-$36-$36
2083.82 FEDERAL NATL MTG ASSN POOL AD63692010-06-222019-08-31$2,084$2,145-$61-$61
1070.68 FEDERAL NATL MTG ASSN POOL AE09812011-10-172019-08-31$1,071$1,084-$13-$13
1107.39 GOVT NATL MTG ASSN POOL AA82732012-08-282019-08-31$1,107$1,194-$87-$87
1471.97 GOVT NATL MTG ASSN POOL 7443712012-02-162019-08-31$1,472$1,587-$115-$115
2692.69 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222019-09-01$2,693$2,731-$38-$38
20. CHURCHILL DOWNS INC COM2012-11-162019-09-03$2,417$388$2,029$2,029
30. CHURCHILL DOWNS INC COM2012-11-162019-09-03$3,578$581$2,997$2,997
50. DIAMOND BACK ENERGY INC2019-09-03$4,775$3,988$787$787
100. FIRST COMMUNITY BANKSHARES INC2015-05-072019-09-03$3,186$1,644$1,542$1,542
100. METHANEX CORP SEDOL 26544162018-11-292019-09-03$3,175$5,574-$2,399-$2,399
60. SUMMIT MATERIALS INC -CL A2019-09-03$1,227$1,655-$428-$428
40. SUMMIT MATERIALS INC -CL A2018-06-192019-09-03$817$1,103-$286-$286
1740. SUMMIT MATERIALS INC -CL A2019-09-03$35,078$46,784-$11,706-$11,706
830. ALEXION PHARMACEUTICALS INC2019-03-252019-09-04$81,450$107,857-$26,407-$26,407
1. SYMBOL TECHNOLOGIES CUSIP XXX-XX-XXXX2001-01-012019-09-04$2,538$25$2,513$2,513
55000. BMW VEHICLE OWNER TRUST SERIES 2018 A CLASS A42018-01-172019-09-05$55,662$54,991$671$671
50. IAC / INTERACTIVECORP-W/I EXCH 6/30/20202009-09-022019-09-05$12,159$920$11,239$11,239
300. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092019-09-05$2,815$7,877-$5,062-$5,062
50. METHANEX CORP SEDOL 26544162018-03-062019-09-05$1,679$2,758-$1,079-$1,079
50. METHANEX CORP SEDOL 26544162018-11-292019-09-05$1,679$2,787-$1,108-$1,108
90000. TOYOTA AUTO RECEIVABLES OWNER SERIES 2017 D CLASS A42017-11-072019-09-05$90,334$89,989$345$345
65000. USA TREASURY NOTES 02.375% DUE 08/15/20242019-08-282019-09-05$67,788$68,020-$232-$232
130000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-09-05$136,165$131,315$4,850$4,850
50. AEROJET ROCKETDYNE HLDGS INC2017-11-132019-09-06$2,584$1,453$1,131$1,131
290. FIRST HAWAIIAN INC2019-09-06$7,444$7,793-$349-$349
25. IAC / INTERACTIVECORP-W/I EXCH 6/30/20202009-09-022019-09-06$6,113$460$5,653$5,653
50. AEROJET ROCKETDYNE HLDGS INC2017-11-132019-09-09$2,546$1,453$1,093$1,093
70. CYRUSONE INC2019-03-292019-09-09$5,157$3,682$1,475$1,475
100. CYRUSONE INC2019-03-292019-09-09$7,275$5,260$2,015$2,015
420. CYRUSONE INC2019-03-292019-09-09$30,668$22,094$8,574$8,574
110. CYRUSONE INC2019-03-292019-09-09$8,052$5,786$2,266$2,266
110. CYRUSONE INC2019-03-292019-09-09$8,041$5,786$2,255$2,255
50. FIRST HAWAIIAN INC2019-04-052019-09-09$1,301$1,338-$37-$37
810. FIRST HAWAIIAN INC2019-04-052019-09-09$21,046$21,678-$632-$632
210. KEMPER CORP2018-08-132019-09-09$16,101$16,173-$72-$72
20. KEMPER CORP2018-11-082019-09-09$1,533$1,551-$18-$18
150. STONERIDGE INC2013-10-172019-09-09$4,837$1,903$2,934$2,934
90. BRIGHT HORIZONS FAMILY SOLUT2019-09-10$13,743$2,505$11,238$11,238
40. BRIGHT HORIZONS FAMILY SOLUT2019-08-142019-09-10$6,108$6,186-$78-$78
70. BRIGHT HORIZONS FAMILY SOLUT2019-09-10$10,612$1,598$9,014$9,014
25000. CEDAR FAIR/CAN/MAGNUM/MI SER WI CALL 04/15/20222018-07-252019-09-10$27,125$24,594$2,531$2,531
80000. UNITED CONTINENTAL HLDGS COGT2019-05-072019-09-10$84,222$79,499$4,723$4,723
45000. USA TREASURY NOTES 02.875% DUE 05/15/20282019-04-122019-09-11$49,150$46,214$2,936$2,936
110. KEMPER CORP2018-08-132019-09-12$8,271$8,471-$200-$200
220. KEMPER CORP2019-09-12$16,543$16,932-$389-$389
110. KEMPER CORP2019-08-052019-09-13$8,315$8,465-$150-$150
8540.3 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A32017-03-222019-09-15$8,540$8,540
25000. PETROLEOS MEXICANOS SEDOL BZ8TLJ9 ISIN US71654QBV322014-10-062019-09-16$24,544$24,856-$312-$312
45000. USA TREASURY NOTES 02.500% DUE 02/15/20452019-08-282019-09-16$46,851$50,156-$3,305-$3,305
170000. USA TREASURY NOTES 02.250% DUE 11/15/20252019-09-16$174,801$172,571$2,230$2,230
200. FIRST COMMUNITY BANKSHARES INC2019-09-18$6,481$3,159$3,322$3,322
200. HANMI FINANCIAL CORPORATION2018-08-172019-09-18$3,815$5,136-$1,321-$1,321
50. KLA TENCOR CORP2019-03-212019-09-18$7,754$5,547$2,207$2,207
1. AMGEN INC XXX-XX-XXXX2001-01-012019-09-18$115$115$115
200. TIMKENSTEEL CORP2019-09-18$1,407$2,930-$1,523-$1,523
1. VIVENDI SPON ADR2001-01-012019-09-18$3$3$3
175. TIMKENSTEEL CORP2017-11-212019-09-19$1,202$2,549-$1,347-$1,347
125. TIMKENSTEEL CORP2017-11-212019-09-19$860$1,821-$961-$961
235000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-09-19$234,559$234,384$175$175
30000. USA TREASURY NOTES 02.500% DUE 08/15/20232019-08-272019-09-19$30,908$31,232-$324-$324
50000. GILEAD SCIENCES INC UNSC2017-09-142019-09-20$50,000$49,983$17$17
150. BERKSHIRE HILLS BANCORP INC2019-09-23$4,478$4,829-$351-$351
45000. PETROLEOS MEXICANOS COM GTD ISIN US71654QAW242019-09-23$45,723$45,413$310$310
80000. SHIRE ACQ INV IRELAND DA SEDOL ISIN US82481LAA702016-09-282019-09-23$80,000$80,000
.324 GLOBAL PAYMENTS INC-W/I2017-07-072019-09-24$52$24$28$28
37. KLA TENCOR CORP2019-03-212019-09-25$5,946$4,105$1,841$1,841
150. COMMUNITY HEALTHCARE TRUST I2016-04-072019-09-26$6,554$2,663$3,891$3,891
40000. HILLENBRAND INC CALL 07/15/2026 COGT2019-09-162019-09-26$40,368$39,939$429$429
10000. MORGAN STANLEY UNSC2017-05-172019-09-26$10,058$10,004$54$54
35000. MORGAN STANLEY UNSC2019-09-26$35,176$35,014$162$162
85000. MORGAN STANLEY UNSC2019-09-26$85,461$84,949$512$512
726.08 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182019-09-30$726$772-$46-$46
1466.49 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022019-09-30$1,466$1,572-$106-$106
2877.96 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142019-09-30$2,878$2,998-$120-$120
1565.36 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112019-09-30$1,565$1,621-$56-$56
3677.6 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172019-09-30$3,678$3,771-$93-$93
3763.53 FEDERAL NATL MTG ASSN POOL AL26102014-03-142019-09-30$3,764$3,784-$20-$20
913.14 FEDERAL NATL MTG ASSN POOL AL19482014-01-212019-09-30$913$948-$35-$35
2639.68 FEDERAL NATL MTG ASSN POOL AL22422015-05-112019-09-30$2,640$2,810-$170-$170
963.64 FEDERAL NATL MTG ASSN POOL AL31912015-04-282019-09-30$964$1,008-$44-$44
1551.03 FEDERAL NATL MTG ASSN POOL AL39042014-05-022019-09-30$1,551$1,607-$56-$56
1481.78 FEDERAL NATL MTG ASSN POOL AO59402012-06-182019-09-30$1,482$1,549-$67-$67
1287.82 FEDERAL NATL MTG ASSN POOL AO76272012-11-052019-09-30$1,288$1,332-$44-$44
1533.22 FEDERAL NATL MTG ASSN POOL AP04952015-05-122019-09-30$1,533$1,596-$63-$63
1599.16 FEDERAL NATL MTG ASSN POOL AP21332014-11-192019-09-30$1,599$1,650-$51-$51
2955.92 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202019-09-30$2,956$3,079-$123-$123
569.23 FEDERAL NATL MTG ASSN POOL AS38412015-05-202019-09-30$569$588-$19-$19
2952.62 FEDERAL NATL MTG ASSN POOL AS53852015-09-112019-09-30$2,953$3,134-$181-$181
3206.5 FEDERAL NATL MTG ASSN POOL AS61112016-04-152019-09-30$3,207$3,420-$213-$213
1634.44 FEDERAL NATL MTG ASSN POOL AS71552016-06-172019-09-30$1,634$1,685-$51-$51
1512.44 FEDERAL NATL MTG ASSN POOL AS66202017-08-172019-09-30$1,512$1,566-$54-$54
1933.56 FEDERAL NATL MTG ASSN POOL AS73432016-06-092019-09-30$1,934$1,989-$55-$55
3043.56 FEDERAL NATL MTG ASSN POOL AT21272014-11-142019-09-30$3,044$3,052-$8-$8
877.99 FEDERAL NATL MTG ASSN POOL AT78992015-09-152019-09-30$878$908-$30-$30
73.42 FEDERAL NATL MTG ASSN POOL 7250422005-05-122019-09-30$73$74-$1-$1
36.21 FEDERAL NATL MTG ASSN POOL 7287092003-12-182019-09-30$36$37-$1-$1
25.05 FEDERAL NATL MTG ASSN POOL 7351412005-04-292019-09-30$25$25
165.15 FEDERAL NATL MTG ASSN POOL 7391872003-09-102019-09-30$165$166-$1-$1
97.79 FEDERAL NATL MTG ASSN POOL 7450872006-06-082019-09-30$98$95$3$3
184.54 FEDERAL NATL MTG ASSN POOL 8142602005-03-102019-09-30$185$185
1877.47 FEDERAL NATL MTG ASSN POOL BC44422018-09-142019-09-30$1,877$1,803$74$74
2222.16 FEDERAL NATL MTG ASSN POOL BM32602018-10-042019-09-30$2,222$2,172$50$50
8542.13 FEDERAL NATL MTG ASSN POOL BM43882019-01-182019-09-30$8,542$8,724-$182-$182
2294.3 FEDERAL NATL MTG ASSN POOL BM39542018-06-062019-09-30$2,294$2,247$47$47
2504.34 FEDERAL NATL MTG ASSN POOL BM50242019-07-252019-09-30$2,504$2,532-$28-$28
8914.64 FEDERAL NATL MTG ASSN POOL BM52462019-04-232019-09-30$8,915$8,991-$76-$76
1033.52 FEDERAL NATL MTG ASSN POOL CA08332018-01-252019-09-30$1,034$1,052-$18-$18
9389.46 FEDERAL NATL MTG ASSN POOL CA05492019-08-272019-09-30$9,389$9,833-$444-$444
495.77 FEDERAL NATL MTG ASSN POOL FM00082019-09-192019-09-30$496$514-$18-$18
3399.45 FEDERAL NATL MTG ASSN POOL FM10002019-08-222019-09-30$3,399$3,480-$81-$81
523.29 FEDERAL NATL MTG ASSN POOL FM12212019-09-192019-09-30$523$542-$19-$19
2517.41 FEDERAL NATL MTG ASSN POOL AB18452011-08-162019-09-30$2,517$2,608-$91-$91
609.03 FEDERAL NATL MTG ASSN POOL AB20772011-04-152019-09-30$609$601$8$8
737.81 FEDERAL NATL MTG ASSN POOL AB45252012-05-162019-09-30$738$779-$41-$41
552.14 FEDERAL NATL MTG ASSN POOL AB78592013-07-112019-09-30$552$554-$2-$2
1568.19 FEDERAL NATL MTG ASSN POOL AC36682010-10-052019-09-30$1,568$1,626-$58-$58
555.36 FEDERAL NATL MTG ASSN POOL MA05622014-02-102019-09-30$555$593-$38-$38
1676.21 FEDERAL NATL MTG ASSN POOL MA12362014-09-042019-09-30$1,676$1,718-$42-$42
1883.68 FEDERAL NATL MTG ASSN POOL MA14302015-05-122019-09-30$1,884$1,901-$17-$17
2152.44 FEDERAL NATL MTG ASSN POOL MA15252016-03-092019-09-30$2,152$2,240-$88-$88
1498.24 FEDERAL NATL MTG ASSN POOL MA26712016-10-282019-09-30$1,498$1,572-$74-$74
9070.48 FEDERAL NATL MTG ASSN POOL MA35222018-11-072019-09-30$9,070$9,278-$208-$208
4502.55 FEDERAL NATL MTG ASSN POOL MA28032017-10-192019-09-30$4,503$4,524-$21-$21
5224.27 FEDERAL NATL MTG ASSN POOL MA32102019-03-072019-09-30$5,224$5,246-$22-$22
9584.13 FEDERAL NATL MTG ASSN POOL MA33842018-10-182019-09-30$9,584$9,598-$14-$14
2228.61 FEDERAL NATL MTG ASSN POOL AD71342010-07-212019-09-30$2,229$2,349-$120-$120
2442.3 FEDERAL NATL MTG ASSN POOL AD63692010-06-222019-09-30$2,442$2,513-$71-$71
1166.34 FEDERAL NATL MTG ASSN POOL AE09812011-10-172019-09-30$1,166$1,181-$15-$15
1166.71 GOVT NATL MTG ASSN POOL AA82732012-08-282019-09-30$1,167$1,258-$91-$91
1193.83 GOVT NATL MTG ASSN POOL 7443712012-02-162019-09-30$1,194$1,287-$93-$93
130. KEMPER CORP2018-06-292019-09-30$10,132$9,864$268$268
170. KEMPER CORP2019-09-30$13,250$13,033$217$217
70. KEMPER CORP2018-11-302019-09-30$5,451$5,302$149$149
60000. BANK OF AMERICA CORP SER MTN SUB2019-10-01$64,589$61,657$2,932$2,932
2769.67 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222019-10-01$2,770$2,809-$39-$39
50. HEICO CORP NEW CL A2019-08-142019-10-01$4,702$5,351-$649-$649
130. HEICO CORP NEW CL A2019-10-01$12,118$12,400-$282-$282
340. HEICO CORP NEW CL A2019-10-02$31,407$23,295$8,112$8,112
70. HEICO CORP NEW CL A2019-10-02$6,466$4,034$2,432$2,432
70. HEICO CORP NEW CL A2019-10-02$6,571$4,021$2,550$2,550
780. MOMENTA PHARMACEUTICALS INC2019-10-02$9,720$16,673-$6,953-$6,953
420. AUTOMATIC DATA PROCESSING INC2018-05-292019-10-03$65,426$54,372$11,054$11,054
2577. CSX CORP COM2019-10-03$171,835$180,814-$8,979-$8,979
15. CERENCE INC-WI2018-08-132019-10-03$234$288-$54-$54
145. CERENCE INC-WI2019-10-03$2,260$2,777-$517-$517
10. CERENCE INC-WI2019-08-142019-10-03$159$188-$29-$29
36.25 CERENCE INC-WI2019-08-142019-10-03$559$680-$121-$121
103.75 CERENCE INC-WI2019-10-03$1,601$1,852-$251-$251
180. CERENCE INC-WI2018-07-272019-10-03$2,832$3,212-$380-$380
90. CERENCE INC-WI2019-10-03$1,451$1,606-$155-$155
1340. CISCO SYS INC COM2019-07-172019-10-03$61,908$77,061-$15,153-$15,153
1220. E*TRADE FINANCIAL CORP MERGED 10/02/202019-10-03$43,101$61,828-$18,727-$18,727
1689. E*TRADE FINANCIAL CORP MERGED 10/02/202018-07-112019-10-03$59,670$103,537-$43,867-$43,867
55000. HILLENBRAND INC CALL 07/15/2026 COGT2019-09-162019-10-03$55,923$54,916$1,007$1,007
64000. KRAFT HEINZ FOODS CO CALL 06/02/2020 @ 100.000 COGT2019-10-03$64,363$63,889$474$474
860. MOMENTA PHARMACEUTICALS INC2019-10-03$10,983$16,211-$5,228-$5,228
658. UNITED RENTALS INC COM2018-09-212019-10-03$74,901$112,492-$37,591-$37,591
20000. USA TREASURY NOTES 01.625% DUE 05/15/20262019-08-142019-10-03$20,159$20,107$52$52
35000. USA TREASURY NOTES 01.625% DUE 05/15/20262019-08-142019-10-03$35,284$35,188$96$96
.5 CERENCE INC-WI2018-07-262019-10-04$7$9-$2-$2
637. CERENCE INC-WI2019-10-04$9,542$11,245-$1,703-$1,703
250. CYRUSONE INC2019-03-292019-10-04$19,482$13,151$6,331$6,331
360. CYRUSONE INC2019-10-04$28,270$18,916$9,354$9,354
40. CYRUSONE INC2019-03-292019-10-04$3,148$2,099$1,049$1,049
80. HEICO CORP NEW CL A2019-10-04$7,657$4,574$3,083$3,083
420. CYRUSONE INC2019-10-07$32,473$22,018$10,455$10,455
210. CYRUSONE INC2019-10-07$16,143$11,001$5,142$5,142
50. HEICO CORP NEW CL A2018-04-042019-10-07$4,757$2,823$1,934$1,934
200. KVH INDS INC2019-10-07$1,980$2,115-$135-$135
360. CYRUSONE INC2019-10-08$27,673$18,857$8,816$8,816
105000. FISERV INC CO GUARNT CALL 07/01/22 @1002019-01-302019-10-08$109,522$104,417$5,105$5,105
30. HEICO CORP NEW CL A2018-04-042019-10-08$2,838$1,694$1,144$1,144
370. SMARTSHEET INC2019-07-092019-10-08$14,619$19,477-$4,858-$4,858
10. SMARTSHEET INC2019-07-092019-10-08$395$526-$131-$131
350. SMARTSHEET INC2019-10-08$13,842$17,912-$4,070-$4,070
70000. ALABAMA POWER CO SER 17A CALL 02/28/20222017-02-272019-10-10$70,901$69,943$958$958
80. HEICO CORP NEW CL A2019-10-10$7,680$4,510$3,170$3,170
20000. USA TREASURY NOTE 04.500% DUE 02/15/20362018-08-302019-10-10$27,665$24,137$3,528$3,528
120. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792019-10-10$10,009$9,578$431$431
190. HEICO CORP NEW CL A2019-10-11$17,922$10,514$7,408$7,408
40000. KRAFT HEINZ FOODS CO CALL 06/02/2020 @ 100.000 COGT2019-01-102019-10-11$40,247$39,630$617$617
100. HEICO CORP NEW CL A2019-10-14$9,482$5,489$3,993$3,993
350. HEICO CORP NEW CL A2019-10-15$32,953$19,144$13,809$13,809
20. HEICO CORP NEW CL A2018-02-212019-10-15$1,885$1,092$793$793
7672.25 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A32017-03-222019-10-15$7,672$7,672
470. INGEVITY CORP2019-10-15$39,459$38,520$939$939
50. INGEVITY CORP2018-06-192019-10-15$4,237$4,097$140$140
130. INGEVITY CORP2018-06-192019-10-15$10,964$10,651$313$313
210. KEMPER CORP2018-06-292019-10-15$15,768$15,880-$112-$112
100. KEMPER CORP2018-11-302019-10-15$7,509$7,574-$65-$65
140. KEMPER CORP2018-06-292019-10-15$10,507$10,587-$80-$80
25000. T-MOBILE USA INC COGT2019-07-312019-10-15$25,846$25,464$382$382
430. AXT INC2019-10-16$1,304$3,916-$2,612-$2,612
65000. ABBVIE INC CALL 02/14/2025 @ 100.000 UNSC2019-09-052019-10-16$67,978$67,694$284$284
20. HEICO CORP NEW CL A2018-02-212019-10-16$1,892$1,092$800$800
270. HEICO CORP NEW CL A2019-10-16$25,483$14,743$10,740$10,740
70. HEICO CORP NEW CL A2018-02-202019-10-16$6,574$3,800$2,774$2,774
140. INGEVITY CORP2018-06-192019-10-16$11,896$11,470$426$426
20. INGEVITY CORP2018-06-192019-10-16$1,694$1,639$55$55
100. KEMPER CORP2019-10-16$7,390$7,521-$131-$131
10. KEMPER CORP2018-06-282019-10-16$740$749-$9-$9
10. KEMPER CORP2018-06-282019-10-16$740$749-$9-$9
400. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092019-10-16$3,305$10,502-$7,197-$7,197
150. METHANEX CORP SEDOL 26544162018-03-062019-10-16$5,351$8,275-$2,924-$2,924
70. AXT INC2017-11-072019-10-17$211$619-$408-$408
30000. CITIGROUP INC SER U JR SUB CALL 09/30/24 @ 1002019-09-052019-10-17$30,861$30,000$861$861
50. HEICO CORP NEW CL A2019-10-17$4,680$2,714$1,966$1,966
150. HEICO CORP NEW CL A2018-02-162019-10-17$14,020$8,142$5,878$5,878
70. INGEVITY CORP2019-10-17$5,879$5,722$157$157
130. KEMPER CORP2019-08-142019-10-17$9,626$9,738-$112-$112
50. KEMPER CORP2018-06-282019-10-17$3,702$3,747-$45-$45
100. KEMPER CORP2019-10-17$7,371$7,443-$72-$72
200. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092019-10-17$1,616$5,251-$3,635-$3,635
140. PROOFPOINT INC2018-08-312019-10-17$17,650$16,684$966$966
30. PROOFPOINT INC2018-08-312019-10-17$3,827$3,575$252$252
20. PROOFPOINT INC2019-08-142019-10-17$2,505$2,285$220$220
40. PROOFPOINT INC2018-08-312019-10-17$5,009$4,767$242$242
30. PROOFPOINT INC2019-08-142019-10-17$3,730$3,428$302$302
130. SMARTSHEET INC2019-07-012019-10-17$5,026$6,432-$1,406-$1,406
380. SMARTSHEET INC2019-10-17$14,532$18,486-$3,954-$3,954
80. SMARTSHEET INC2019-10-17$3,091$2,602$489$489
180. SMARTSHEET INC2018-11-122019-10-17$6,881$4,489$2,392$2,392
50. CHURCHILL DOWNS INC COM2012-11-162019-10-18$6,519$969$5,550$5,550
150. COMMUNITY HEALTHCARE TRUST I2016-04-072019-10-18$6,934$2,663$4,271$4,271
200. INSTEEL INDUSTRIES INC2016-12-192019-10-18$3,931$7,288-$3,357-$3,357
60. PROOFPOINT INC2019-10-18$7,150$5,876$1,274$1,274
50. PROOFPOINT INC2019-10-18$6,059$4,206$1,853$1,853
200. SABRA HEALTH CARE REIT INC2017-09-262019-10-18$4,733$4,200$533$533
660. SMARTSHEET INC2019-10-18$23,889$15,415$8,474$8,474
70. SMARTSHEET INC2018-12-212019-10-18$2,538$1,593$945$945
470. SMARTSHEET INC2019-10-18$16,865$10,693$6,172$6,172
40. STRATEGIC ED INC2019-08-142019-10-18$5,207$6,822-$1,615-$1,615
10. STRATEGIC ED INC2019-03-042019-10-18$1,302$1,428-$126-$126
50. VISTEON CORP2016-08-172019-10-18$4,215$3,526$689$689
100. BROOKS AUTOMATION INC2010-12-012019-10-21$4,020$758$3,262$3,262
35000. KB HOME CALL 11/15/2022 COGT2019-02-082019-10-21$39,769$36,816$2,953$2,953
120. STRATEGIC ED INC2019-10-21$15,681$17,099-$1,418-$1,418
50. STRATEGIC ED INC2019-10-21$6,502$7,039-$537-$537
120000. USA TREASURY NOTES 02.375% DUE 08/15/20242019-08-282019-10-21$124,106$125,436-$1,330-$1,330
10000. USA TREASURY NOTES 02.125% DUE 09/30/20212019-09-262019-10-21$10,093$10,083$10$10
255000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-10-21$255,289$256,344-$1,055-$1,055
65000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-10-21$65,074$62,137$2,937$2,937
10000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-10-012019-10-21$10,387$10,438-$51-$51
130. STRATEGIC ED INC2019-10-22$16,687$18,235-$1,548-$1,548
60000. TEVA PHARMACEUTICALS NE SEDOL ISIN US88167AAE102017-01-272019-10-22$46,800$54,754-$7,954-$7,954
10000. USA TREASURY NOTES 01.625% DUE 05/15/20262019-10-22$9,965$10,027-$62-$62
13.64 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2011-10-182019-10-22$23,173$12,065$11,108$11,108
330. FIRST CASH INC2019-10-23$30,068$33,652-$3,584-$3,584
400. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532019-10-23$3,272$10,370-$7,098-$7,098
10. TELEDYNE TECHNOLOGIES INC2019-08-142019-10-23$3,276$2,888$388$388
151. TELEDYNE TECHNOLOGIES INC2019-10-23$49,357$34,635$14,722$14,722
59. TELEDYNE TECHNOLOGIES INC2019-10-23$19,285$15,068$4,217$4,217
50. TELEDYNE TECHNOLOGIES INC2019-10-23$16,363$10,140$6,223$6,223
40000. USA TREASURY NOTES 01.625% DUE 08/15/20222019-10-212019-10-23$40,050$40,041$9$9
110000. USA TREASURY NOTE 01.875% DUE 01/31/20222019-10-23$110,662$110,570$92$92
200. WADDELL & REED FINL INC CL A2017-11-172019-10-23$3,086$3,767-$681-$681
200. WEBSTER FINANCIAL CORP2008-11-072019-10-23$8,850$3,262$5,588$5,588
67. ASML HOLDING NV-NY SEDOL B908F012019-10-23$17,044$3,281$13,763$13,763
262. ASML HOLDING NV-NY SEDOL B908F012018-11-262019-10-23$66,648$43,365$23,283$23,283
100. VISTEON CORP2016-08-172019-10-24$9,532$7,051$2,481$2,481
25. AMERCO2019-07-102019-10-25$10,450$9,348$1,102$1,102
50. BROOKS AUTOMATION INC2010-12-012019-10-25$2,173$379$1,794$1,794
200. DIME CMNTY BANCORP INC2015-11-192019-10-25$3,946$3,652$294$294
80. KVH INDS INC2017-01-252019-10-28$818$839-$21-$21
50. CHURCHILL DOWNS INC COM2012-11-162019-10-29$6,644$969$5,675$5,675
50. COMMUNITY HEALTHCARE TRUST I2016-04-072019-10-29$2,360$888$1,472$1,472
100. EMCOR GROUP INC2019-10-29$9,241$6,764$2,477$2,477
80000. HILLENBRAND INC CALL 07/15/2026 COGT2019-09-162019-10-29$81,546$79,878$1,668$1,668
120. KVH INDS INC2019-10-29$1,214$1,251-$37-$37
300. MADDEN STEVEN LTD2015-11-192019-10-29$12,030$6,470$5,560$5,560
60. TOPBUILD CORP2019-08-142019-10-29$5,935$5,395$540$540
70. TOPBUILD CORP2019-08-142019-10-29$6,833$6,295$538$538
20000. USA TREASURY NOTES 02.875% DUE 05/15/20282019-10-302019-10-29$21,703$21,797-$94-$94
15000. USA TREASURY NOTES 02.375% DUE 05/15/20272019-08-212019-10-29$15,669$15,902-$233-$233
50. TRINSEO S A SEDOL BN65SJ42016-12-072019-10-29$2,274$2,971-$697-$697
200. AXT INC2017-11-072019-10-30$614$1,768-$1,154-$1,154
100. DOUGLAS DYNAMICS INC2019-10-30$4,739$2,133$2,606$2,606
500. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532019-10-30$3,646$12,259-$8,613-$8,613
200. OSHKOSH CORPORATION CLASS B2013-01-232019-10-30$17,670$6,749$10,921$10,921
40. TOPBUILD CORP2019-10-30$3,783$3,097$686$686
430. TOPBUILD CORP2019-10-30$41,097$27,086$14,011$14,011
50000. USA TREASURY NOTES 01.750% DUE 10/31/20202019-08-212019-10-30$50,055$50,025$30$30
35000. USA TREASURY NOTES 02.375% DUE 05/15/20272019-08-212019-10-30$36,576$37,105-$529-$529
300. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792019-10-30$26,027$22,820$3,207$3,207
650. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792019-10-30$56,392$19,944$36,448$36,448
240. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792015-10-282019-10-30$21,195$6,961$14,234$14,234
235. AXT INC2019-10-31$730$2,066-$1,336-$1,336
755.13 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182019-10-31$755$803-$48-$48
608.85 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022019-10-31$609$653-$44-$44
5533.36 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142019-10-31$5,533$5,763-$230-$230
1461.79 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112019-10-31$1,462$1,514-$52-$52
3975.54 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172019-10-31$3,976$4,076-$100-$100
3925.02 FEDERAL NATL MTG ASSN POOL AL26102014-03-142019-10-31$3,925$3,946-$21-$21
751.37 FEDERAL NATL MTG ASSN POOL AL19482014-01-212019-10-31$751$780-$29-$29
1591.31 FEDERAL NATL MTG ASSN POOL AL22422015-05-112019-10-31$1,591$1,694-$103-$103
996.9 FEDERAL NATL MTG ASSN POOL AL31912015-04-282019-10-31$997$1,042-$45-$45
1805.65 FEDERAL NATL MTG ASSN POOL AL39042014-05-022019-10-31$1,806$1,870-$64-$64
2802.41 FEDERAL NATL MTG ASSN POOL AO59402012-06-182019-10-31$2,802$2,929-$127-$127
1322.79 FEDERAL NATL MTG ASSN POOL AO76272012-11-052019-10-31$1,323$1,367-$44-$44
1665.38 FEDERAL NATL MTG ASSN POOL AP04952015-05-122019-10-31$1,665$1,733-$68-$68
1348.39 FEDERAL NATL MTG ASSN POOL AP21332014-11-192019-10-31$1,348$1,392-$44-$44
3941.9 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202019-10-31$3,942$4,105-$163-$163
421.77 FEDERAL NATL MTG ASSN POOL AS38412015-05-202019-10-31$422$435-$13-$13
3482.54 FEDERAL NATL MTG ASSN POOL AS53852015-09-112019-10-31$3,483$3,697-$214-$214
3681.98 FEDERAL NATL MTG ASSN POOL AS61112016-04-152019-10-31$3,682$3,927-$245-$245
1872.81 FEDERAL NATL MTG ASSN POOL AS71552016-06-172019-10-31$1,873$1,931-$58-$58
1287.51 FEDERAL NATL MTG ASSN POOL AS66202017-08-172019-10-31$1,288$1,333-$45-$45
2342.15 FEDERAL NATL MTG ASSN POOL AS73432016-06-092019-10-31$2,342$2,409-$67-$67
3948.72 FEDERAL NATL MTG ASSN POOL AT21272014-11-142019-10-31$3,949$3,959-$10-$10
1034.21 FEDERAL NATL MTG ASSN POOL AT78992015-09-152019-10-31$1,034$1,070-$36-$36
38.67 FEDERAL NATL MTG ASSN POOL 7250422005-05-122019-10-31$39$39
104.74 FEDERAL NATL MTG ASSN POOL 7287092003-12-182019-10-31$105$106-$1-$1
24.46 FEDERAL NATL MTG ASSN POOL 7351412005-04-292019-10-31$24$25-$1-$1
180.8 FEDERAL NATL MTG ASSN POOL 7391872003-09-102019-10-31$181$182-$1-$1
87.33 FEDERAL NATL MTG ASSN POOL 7450872006-06-082019-10-31$87$85$2$2
373.96 FEDERAL NATL MTG ASSN POOL 8142602005-03-102019-10-31$374$375-$1-$1
2750.86 FEDERAL NATL MTG ASSN POOL BC44422018-09-142019-10-31$2,751$2,642$109$109
3450.17 FEDERAL NATL MTG ASSN POOL BM32602018-10-042019-10-31$3,450$3,373$77$77
5998.41 FEDERAL NATL MTG ASSN POOL BM43882019-11-222019-10-31$5,998$6,305-$307-$307
2461.94 FEDERAL NATL MTG ASSN POOL BM39542018-06-062019-10-31$2,462$2,411$51$51
2843.19 FEDERAL NATL MTG ASSN POOL BM50242019-07-252019-10-31$2,843$2,875-$32-$32
8358.63 FEDERAL NATL MTG ASSN POOL BM52462019-04-232019-10-31$8,359$8,430-$71-$71
498.58 FEDERAL NATL MTG ASSN POOL CA08332018-01-252019-10-31$499$507-$8-$8
11399.06 FEDERAL NATL MTG ASSN POOL CA05492019-08-272019-10-31$11,399$11,937-$538-$538
1087.96 FEDERAL NATL MTG ASSN POOL FM00082019-09-192019-10-31$1,088$1,129-$41-$41
3706.71 FEDERAL NATL MTG ASSN POOL FM10002019-08-222019-10-31$3,707$3,794-$87-$87
304.25 FEDERAL NATL MTG ASSN POOL FM12212019-09-192019-10-31$304$315-$11-$11
1900.67 FEDERAL NATL MTG ASSN POOL AB18452011-08-162019-10-31$1,901$1,969-$68-$68
754.51 FEDERAL NATL MTG ASSN POOL AB20772011-04-152019-10-31$755$745$10$10
2678.83 FEDERAL NATL MTG ASSN POOL AB45252012-05-162019-10-31$2,679$2,826-$147-$147
1328.35 FEDERAL NATL MTG ASSN POOL AB78592013-07-112019-10-31$1,328$1,332-$4-$4
4368.31 FEDERAL NATL MTG ASSN POOL AC36682010-10-052019-10-31$4,368$4,528-$160-$160
243.05 FEDERAL NATL MTG ASSN POOL MA05622014-02-102019-10-31$243$260-$17-$17
2458.68 FEDERAL NATL MTG ASSN POOL MA12362014-09-042019-10-31$2,459$2,519-$60-$60
1595.75 FEDERAL NATL MTG ASSN POOL MA14302015-05-122019-10-31$1,596$1,611-$15-$15
2076.93 FEDERAL NATL MTG ASSN POOL MA15252016-03-092019-10-31$2,077$2,161-$84-$84
2008.43 FEDERAL NATL MTG ASSN POOL MA26712016-10-282019-10-31$2,008$2,106-$98-$98
9606.22 FEDERAL NATL MTG ASSN POOL MA35222018-11-072019-10-31$9,606$9,826-$220-$220
4969.82 FEDERAL NATL MTG ASSN POOL MA28032017-10-192019-10-31$4,970$4,994-$24-$24
6084.85 FEDERAL NATL MTG ASSN POOL MA32102019-03-072019-10-31$6,085$6,110-$25-$25
6624.91 FEDERAL NATL MTG ASSN POOL MA33322019-10-232019-10-31$6,625$6,849-$224-$224
9763.02 FEDERAL NATL MTG ASSN POOL MA33842018-10-182019-10-31$9,763$9,777-$14-$14
2201.55 FEDERAL NATL MTG ASSN POOL MA38272019-10-212019-10-31$2,202$2,218-$16-$16
221.38 FEDERAL NATL MTG ASSN POOL AD71342010-07-212019-10-31$221$233-$12-$12
4137.27 FEDERAL NATL MTG ASSN POOL AD63692010-06-222019-10-31$4,137$4,257-$120-$120
1208.07 FEDERAL NATL MTG ASSN POOL AE09812011-10-172019-10-31$1,208$1,223-$15-$15
1514.1 GOVT NATL MTG ASSN POOL AA82732012-08-282019-10-31$1,514$1,632-$118-$118
1684.65 GOVT NATL MTG ASSN POOL 7443712012-02-162019-10-31$1,685$1,815-$130-$130
50000. USA TREASURY NOTE 04.500% DUE 02/15/20362019-10-31$68,207$59,953$8,254$8,254
230000. USA TREASURY NOTES 03.75% DUE 08/15/20412019-10-31$294,777$258,193$36,584$36,584
90000. USA TREASURY NOTES 03.75% DUE 08/15/20412019-10-31$115,348$101,079$14,269$14,269
165. AXT INC2017-11-012019-11-01$519$1,450-$931-$931
20. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-07-252019-11-01$3,077$2,429$648$648
260. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-11-01$39,658$29,846$9,812$9,812
5560.26 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222019-11-01$5,560$5,638-$78-$78
340. HEICO CORP NEW CL A2019-11-01$32,587$18,004$14,583$14,583
260. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-11-04$40,308$27,940$12,368$12,368
1488. CELANESE CORP2019-11-04$184,175$159,913$24,262$24,262
310. FIBROGEN INC2019-11-04$11,058$12,815-$1,757-$1,757
200. FIBROGEN INC2019-11-04$7,597$8,009-$412-$412
290. FIBROGEN INC2019-11-04$10,501$10,501
40. HEICO CORP NEW CL A2018-02-142019-11-04$3,865$2,044$1,821$1,821
50. HEICO CORP NEW CL A2018-02-142019-11-04$4,818$2,555$2,263$2,263
80. HEICO CORP NEW CL A2019-11-04$7,686$4,078$3,608$3,608
500. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532019-11-04$3,857$11,866-$8,009-$8,009
170. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792019-11-04$14,695$4,913$9,782$9,782
10. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792015-10-232019-11-04$865$288$577$577
70000. BANK OF AMERICA CORP PREP CALL 09/05/24 @1002019-11-05$77,742$70,174$7,568$7,568
150. BROOKS AUTOMATION INC2010-12-012019-11-05$6,680$1,137$5,543$5,543
50. COMMUNITY HEALTHCARE TRUST I2016-04-072019-11-05$2,367$888$1,479$1,479
90. FIRST CASH INC2019-11-05$7,372$9,027-$1,655-$1,655
35000. GOODYEAR TIRE & RUBBER CALL 12/15/2026 COGT2017-03-022019-11-05$35,532$35,000$532$532
140. HEICO CORP NEW CL A2018-02-132019-11-05$13,212$7,105$6,107$6,107
115. KVH INDS INC2017-01-242019-11-05$1,162$1,190-$28-$28
200. KEMPER CORP2019-11-05$14,959$14,741$218$218
60. KEMPER CORP2019-11-05$4,488$4,129$359$359
40. KEMPER CORP2019-11-05$2,962$2,749$213$213
100. MADDEN STEVEN LTD2015-11-192019-11-05$4,272$2,157$2,115$2,115
50000. USA TREASURY NOTES 02.375% DUE 08/15/20242019-08-282019-11-05$51,600$52,247-$647-$647
70. TRINSEO S A SEDOL BN65SJ42016-11-252019-11-05$3,376$4,027-$651-$651
130. TRINSEO S A SEDOL BN65SJ42016-11-252019-11-05$6,185$7,479-$1,294-$1,294
50. BROOKS AUTOMATION INC2010-12-012019-11-06$2,243$379$1,864$1,864
50. COHERENT INC2016-01-292019-11-06$8,195$3,858$4,337$4,337
100. COHERENT INC2019-11-06$16,390$11,966$4,424$4,424
150. FIRST CASH INC2019-06-252019-11-06$12,249$15,037-$2,788-$2,788
130. FIRST CASH INC2019-11-06$10,603$13,027-$2,424-$2,424
40. HEICO CORP NEW CL A2019-11-06$3,763$2,029$1,734$1,734
70. HEICO CORP NEW CL A2018-02-132019-11-06$6,617$3,551$3,066$3,066
125. IAC / INTERACTIVECORP-W/I EXCH 6/30/20202009-09-022019-11-06$26,337$2,301$24,036$24,036
70. KVH INDS INC2019-11-06$699$722-$23-$23
270. KEMPER CORP2019-11-06$19,586$18,542$1,044$1,044
600. KEMPER CORP2019-11-06$43,395$40,710$2,685$2,685
.875 PEOPLE'S UNITED FINANCIAL IN2009-09-292019-11-06$15$8$7$7
70000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-11-06$72,581$72,961-$380-$380
130. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792015-10-232019-11-06$11,076$3,746$7,330$7,330
40. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792015-10-232019-11-06$3,429$1,153$2,276$2,276
50. BROOKS AUTOMATION INC2010-12-012019-11-07$2,394$379$2,015$2,015
60000. GLOBAL PAYMENTS INC CALL 05/15/2029 UNSC2019-11-07$60,442$59,894$548$548
222. HEICO CORP NEW CL A2018-02-132019-11-07$20,967$11,262$9,705$9,705
190. HEICO CORP NEW CL A2018-02-132019-11-07$17,955$9,638$8,317$8,317
15. KVH INDS INC2018-04-032019-11-07$149$154-$5-$5
65. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-05-052019-11-07$506$1,486-$980-$980
132. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-05-052019-11-07$1,034$3,018-$1,984-$1,984
53. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-082019-11-07$415$955-$540-$540
260. SPIRIT REALTY CAPITAL INC2019-11-07$12,789$11,780$1,009$1,009
50. SPIRIT REALTY CAPITAL INC2019-08-142019-11-07$2,479$2,264$215$215
40. SPIRIT REALTY CAPITAL INC2019-08-142019-11-07$1,969$1,811$158$158
150. STRATEGIC ED INC2019-11-07$20,271$20,634-$363-$363
170. STRATEGIC ED INC2019-11-07$22,310$22,723-$413-$413
120. STRATEGIC ED INC2019-11-07$15,844$15,646$198$198
20. STRATEGIC ED INC2019-02-282019-11-07$2,589$2,605-$16-$16
230. STRATEGIC ED INC2019-11-07$30,090$29,389$701$701
35000. USA TREASURY NOTES 01.750% DUE 10/31/20202019-10-312019-11-07$35,033$35,040-$7-$7
220. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792019-11-07$18,309$6,335$11,974$11,974
170. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792015-10-232019-11-07$14,000$4,892$9,108$9,108
50. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792015-10-232019-11-07$4,091$1,439$2,652$2,652
120. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792019-11-07$9,856$3,443$6,413$6,413
1080. FIBROGEN INC2019-11-08$47,158$38,780$8,378$8,378
240. FIBROGEN INC2019-05-292019-11-08$10,295$8,511$1,784$1,784
250. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532019-11-08$2,160$4,454-$2,294-$2,294
200. NEWMARK GROUP INC-CLASS A2018-02-052019-11-08$2,410$3,260-$850-$850
190. SPIRIT REALTY CAPITAL INC2019-11-08$9,334$8,536$798$798
170. SPIRIT REALTY CAPITAL INC2019-06-032019-11-08$8,342$7,413$929$929
170000. USA TREASURY NOTES 02.375% DUE 08/15/20242019-11-08$174,901$176,898-$1,997-$1,997
80000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-10-302019-11-08$82,284$78,419$3,865$3,865
10000. USA TREASURY NOTES 02.500% DUE 08/15/20232019-08-272019-11-08$10,286$10,397-$111-$111
210. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792015-10-232019-11-08$16,984$6,020$10,964$10,964
140. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792015-10-232019-11-08$11,400$4,013$7,387$7,387
400. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532019-11-11$3,564$6,085-$2,521-$2,521
20. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792015-10-232019-11-11$1,629$573$1,056$1,056
320. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792015-10-232019-11-11$26,019$9,173$16,846$16,846
65000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC2019-11-12$71,664$63,484$8,180$8,180
190. SPIRIT REALTY CAPITAL INC2019-11-12$9,452$8,082$1,370$1,370
40000. USA TREASURY NOTE 04.500% DUE 02/15/20362019-11-12$53,258$47,725$5,533$5,533
10000. USA TREASURY NOTE 04.500% DUE 02/15/20362018-06-062019-11-12$13,311$11,906$1,405$1,405
300. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S2019-03-142019-11-13$10,823$7,642$3,181$3,181
220. SPIRIT REALTY CAPITAL INC2019-11-13$10,999$9,310$1,689$1,689
150. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S2019-06-192019-11-14$5,437$3,644$1,793$1,793
80000. GENERAL MOTORS FINL CO CALL 02/13/2024 COGT2018-09-172019-11-14$82,974$78,091$4,883$4,883
5000. GENERAL MOTORS FINL CO CALL 02/13/2024 COGT2019-05-092019-11-14$5,186$5,020$166$166
97. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532019-05-172019-11-14$848$1,399-$551-$551
50. RMR GROUP INC/THE - A2019-11-14$2,343$2,501-$158-$158
20. RMR GROUP INC/THE - A2019-07-092019-11-14$944$1,000-$56-$56
110. RMR GROUP INC/THE - A2019-07-092019-11-14$5,169$5,501-$332-$332
55. TETRA TECH INC NEW COM2015-11-192019-11-14$4,740$1,488$3,252$3,252
95. TETRA TECH INC NEW COM2015-11-192019-11-14$8,150$2,571$5,579$5,579
80000. USA TREASURY NOTES 02.375% DUE 08/15/20242019-09-272019-11-14$82,716$82,868-$152-$152
200. ABERCROMBIE & FITCH CO CL A2015-11-192019-11-15$3,669$3,900-$231-$231
100. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S2015-11-192019-11-15$3,630$1,820$1,810$1,810
50. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S2019-06-192019-11-15$1,815$1,215$600$600
1. DELL COMPUTER CORP NAME CHG 7/22/03 SEE 24702R1012001-01-012019-11-15$28$25$3$3
11645.35 FORD CREDIT AUTO LEASE TRUST SERIES 2019 A CLASS A22019-02-202019-11-15$11,645$11,644$1$1
7796.31 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A32017-03-222019-11-15$7,796$7,796
80. RMR GROUP INC/THE - A2019-07-092019-11-15$3,780$4,001-$221-$221
110. RMR GROUP INC/THE - A2019-07-092019-11-15$5,221$5,501-$280-$280
280. RMR GROUP INC/THE - A2019-11-15$13,189$13,993-$804-$804
50000. UNITED RENTALS NORTH AM CALL 01/15/2023 COGT2019-11-15$51,650$50,048$1,602$1,602
55000. USA TREASURY NOTES 02.375% DUE 08/15/20242019-09-272019-11-15$56,798$56,970-$172-$172
150. URBAN OUTFITTERS INC2018-09-062019-11-15$4,657$6,648-$1,991-$1,991
10000. CATERPILLAR INC CALL 03/19/2049 UNSC2019-09-162019-11-18$10,062$9,909$153$153
100. CORREVIO PHARMA CORP SEDOL BD0M8C42015-03-172019-11-18$224$905-$681-$681
430. CORREVIO PHARMA CORP SEDOL BD0M8C42015-03-172019-11-18$955$3,892-$2,937-$2,937
140. RMR GROUP INC/THE - A2019-07-082019-11-18$6,594$6,995-$401-$401
130. RMR GROUP INC/THE - A2019-07-082019-11-18$6,189$6,495-$306-$306
40. RMR GROUP INC/THE - A2019-07-082019-11-18$1,880$1,999-$119-$119
105000. USA TREASURY NOTES 03.125% DUE 05/15/20482019-10-312019-11-18$123,104$125,405-$2,301-$2,301
45000. USA TREASURY NOTES 02.000% DUE 02/28/20212019-09-052019-11-18$45,211$45,191$20$20
120000. USA TREASURY NOTES 02.125% DUE 09/30/20212019-11-18$121,097$120,949$148$148
100000. USA TREASURY NOTES 02.500% DUE 08/15/20232019-11-18$103,203$98,004$5,199$5,199
320. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-19$697$2,894-$2,197-$2,197
40. CORREVIO PHARMA CORP SEDOL BD0M8C42015-07-302019-11-19$87$361-$274-$274
140. RMR GROUP INC/THE - A2019-11-19$6,699$6,976-$277-$277
40. RMR GROUP INC/THE - A2019-07-082019-11-19$1,926$1,988-$62-$62
435000. USA TREASURY NOTES 02.500% DUE 05/15/20242019-11-19$451,380$439,818$11,562$11,562
200. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S2015-11-192019-11-20$7,267$3,640$3,627$3,627
450. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-20$994$4,018-$3,024-$3,024
25. FIRST CITIZENS BANCSHARES INC2015-11-192019-11-20$12,929$6,573$6,356$6,356
20. RMR GROUP INC/THE - A2019-07-082019-11-20$956$994-$38-$38
130. RMR GROUP INC/THE - A2019-11-20$6,287$6,441-$154-$154
75000. USA TREASURY NOTES 02.875% DUE 05/15/20282019-11-20$81,844$81,673$171$171
190. ACCELERON PHARMA INC2019-11-21$8,280$10,085-$1,805-$1,805
210. ACI WORLDWIDE INC2019-11-21$7,668$7,601$67$67
135. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD12018-11-262019-11-21$24,790$20,887$3,903$3,903
90. ALLSTATE CORP2019-10-032019-11-21$9,849$9,479$370$370
38. ALPHABET INC/CA-CL A2018-11-302019-11-21$49,184$41,431$7,753$7,753
2. ALPHABET INC/CA-CL A2015-07-282019-11-21$2,589$1,315$1,274$1,274
30. AMAZON.COM INC2018-02-222019-11-21$51,964$44,817$7,147$7,147
330. AMERICAN EAGLE OUTFITTERS INC2018-01-232019-11-21$4,661$6,173-$1,512-$1,512
4880. AMERICAN EAGLE OUTFITTERS INC2019-11-21$69,830$90,450-$20,620-$20,620
230. AMERICAN EAGLE OUTFITTERS INC2019-08-142019-11-21$3,286$3,500-$214-$214
60. AMERICAN EAGLE OUTFITTERS INC2018-01-312019-11-21$857$1,096-$239-$239
50. AMGEN INC2014-03-032019-11-21$11,344$6,173$5,171$5,171
1060. ANGLO AMERICAN PLC-SPONS ADR ADR SEDOL BYYWFP92018-07-022019-11-21$13,973$11,556$2,417$2,417
179. ANHEUSER BUSCH INBEV SPONSORED ADR2016-11-302019-11-21$14,052$18,632-$4,580-$4,580
160. APELLIS PHARMACEUTICALS INC2019-11-21$4,565$4,043$522$522
280. APPLE INC2006-03-282019-11-21$73,244$2,388$70,856$70,856
120. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82019-11-21$14,080$13,775$305$305
298. ASTRAZENECA PLC SPONS ADR2018-10-192019-11-21$14,182$11,752$2,430$2,430
70. AUTOMATIC DATA PROCESSING INC2018-05-292019-11-21$11,859$9,062$2,797$2,797
10. AUTOZONE INC2018-09-212019-11-21$11,664$7,673$3,991$3,991
726. BASF SE SPONSORED ADR2018-11-262019-11-21$13,919$13,587$332$332
363. BP PLC SPONSORED ADR2018-05-302019-11-21$13,996$16,509-$2,513-$2,513
122. BAIDU INC2017-07-272019-11-21$14,101$24,841-$10,740-$10,740
180. BAXTER INTERNATIONAL INC2019-11-21$14,770$12,343$2,427$2,427
240. BERRY GLOBAL GROUP INC2019-10-222019-11-21$11,130$9,656$1,474$1,474
279. BHP LTD SPONSORED ADR2018-07-112019-11-21$13,996$13,755$241$241
15. BIO RAD LABORATORIES INC CLASS A2018-09-282019-11-21$5,385$4,696$689$689
40. BIO RAD LABORATORIES INC CLASS A2019-08-142019-11-21$14,361$12,745$1,616$1,616
8760. BLOCK H & R INC2019-11-21$213,966$212,656$1,310$1,310
150. BLUEPRINT MEDICINES CORP2019-11-21$11,363$12,448-$1,085-$1,085
230. BOOZ ALLEN HAMILTON HOLDING2019-06-062019-11-21$16,647$15,029$1,618$1,618
40. BRIGHT HORIZONS FAMILY SOLUT2013-01-252019-11-21$6,007$880$5,127$5,127
150. BRISTOL MYERS SQUIBB CO2018-09-052019-11-21$8,593$9,171-$578-$578
670. BRIXMOR PROPERTY GROUP INC2019-11-21$14,590$15,218-$628-$628
40. BROADCOM INC2018-11-052019-11-21$12,495$8,752$3,743$3,743
50. BURLINGTON STORES INC2015-04-202019-11-21$10,225$2,785$7,440$7,440
230. CBRE GROUP INC2018-02-222019-11-21$12,627$10,365$2,262$2,262
200. CDW CORP/DE2014-06-202019-11-21$27,321$6,416$20,905$20,905
216. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD142014-04-042019-11-21$19,679$7,043$12,636$12,636
50. CABOT MICROELECTRONICS CORP NAME CHG 10/01/202019-06-062019-11-21$6,493$5,122$1,371$1,371
200. CATALENT INC2019-08-092019-11-21$10,245$11,351-$1,106-$1,106
130. CHURCH & DWIGHT INC2018-08-092019-11-21$9,057$7,258$1,799$1,799
280. CISCO SYS INC COM2019-07-172019-11-21$12,538$16,102-$3,564-$3,564
70. CINTAS CORP2019-04-152019-11-21$17,937$14,584$3,353$3,353
360. COMCAST CORPORATION CL A2012-07-232019-11-21$15,883$5,664$10,219$10,219
2897. COMPAGNIE DE SAINT-UNSP ADR ADR SEDOL B3K9YH22014-04-042019-11-21$23,139$36,449-$13,310-$13,310
150. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S2015-11-192019-11-21$5,473$2,730$2,743$2,743
1620. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-21$3,521$14,242-$10,721-$10,721
360. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-21$780$3,111-$2,331-$2,331
380. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-21$826$3,247-$2,421-$2,421
50. COSTCO WHSL CORP NEW COM2019-03-192019-11-21$15,007$11,833$3,174$3,174
60. CROWN CASTLE INTL CORP2019-08-262019-11-21$8,225$8,827-$602-$602
70. DARDEN RESTAURANTS INC W I2019-05-232019-11-21$7,987$8,450-$463-$463
90. DASSAULT SYSTEMS SA SPON ADR2018-11-262019-11-21$14,017$10,517$3,500$3,500
393. DEUTSCHE POST AG SPON ADR2018-11-262019-11-21$14,756$12,664$2,092$2,092
330. DISCOVERY INC CLASS A2018-07-032019-11-21$10,701$9,066$1,635$1,635
110. DOLLAR GENERAL CORP2018-09-212019-11-21$17,692$12,000$5,692$5,692
452. ENI S P A SPONSORED ADR2018-10-192019-11-21$14,046$16,111-$2,065-$2,065
40. EDWARDS LIFESCIENCES CORP2019-09-042019-11-21$9,719$8,804$915$915
570. 8X8 INC2019-11-21$11,362$13,949-$2,587-$2,587
250. ELDORADO RESORTS INC NAME CHG 07/21/202019-11-21$13,214$11,708$1,506$1,506
80. EPAM SYSTEMS INC2019-11-21$16,484$14,790$1,694$1,694
735. EQUINOR ASA SPONSORED ADR SEDOL BF4K3J02018-05-252019-11-21$14,114$18,699-$4,585-$4,585
186. ESSILOR INTL ADR2018-11-062019-11-21$14,184$12,765$1,419$1,419
680. EXPERIAN PLC SPON ADR2019-11-21$21,486$18,961$2,525$2,525
160. FMC CORPORATION NEW2019-11-062019-11-21$15,552$15,619-$67-$67
170. FACEBOOK INC2016-02-012019-11-21$33,629$19,573$14,056$14,056
40. FAIR ISAAC & COMP INC COM2019-08-072019-11-21$14,316$13,821$495$495
1292. FANUC CORP ADR2017-10-232019-11-21$24,260$28,909-$4,649-$4,649
90. FATE THERAPEUTICS INC2019-11-21$1,281$1,397-$116-$116
260. FATE THERAPEUTICS INC2019-08-142019-11-21$3,701$4,664-$963-$963
260. FIRST HAWAIIAN INC2019-10-172019-11-21$7,358$7,180$178$178
70. FIRST CASH INC2019-08-282019-11-21$5,471$6,981-$1,510-$1,510
90. FIVE BELOW2018-11-082019-11-21$11,115$11,002$113$113
100. FIVE BELOW2019-03-282019-11-21$12,351$12,827-$476-$476
190. FLOWSERVE CORP COM2019-05-202019-11-21$9,140$9,388-$248-$248
70. GLOBAL PAYMENTS INC-W/I2017-07-072019-11-21$12,528$5,079$7,449$7,449
110. GROCERY OUTLET HOLDING CORP2019-11-21$3,378$4,172-$794-$794
223. HDFC BANK LTD SPON - ADR2018-11-262019-11-21$13,772$10,798$2,974$2,974
110. HAEMONETICS CORP2019-11-21$13,141$14,137-$996-$996
140. HAMILTON LANE INC-CLASS A2019-11-052019-11-21$7,885$7,977-$92-$92
100. HOME DEPOT INC COM2011-12-022019-11-21$22,103$4,008$18,095$18,095
50. HONEYWELL INTL INC2019-04-232019-11-21$8,836$8,578$258$258
840. IAC / INTERACTIVECORP-W/I EXCH 6/30/20202015-12-292019-11-21$189,414$51,239$138,175$138,175
1214. ING GROEP N V SPONSORED ADR2018-11-262019-11-21$14,026$15,017-$991-$991
50. INGEVITY CORP2018-06-132019-11-21$4,424$4,075$349$349
90. INSPERITY INC2019-10-172019-11-21$6,593$9,374-$2,781-$2,781
150. INTEGRA LIFESCIENCES HLDG CORP2019-11-21$8,760$4,581$4,179$4,179
310. INTERSECT ENT INC2018-04-102019-11-21$6,585$11,732-$5,147-$5,147
897. INTESA SAN PAOLO SPA2015-07-142019-11-21$13,991$20,308-$6,317-$6,317
50. INTUIT SOFTWARE2019-03-192019-11-21$13,544$12,773$771$771
960. IRONWOOD PHARMACEUTICALS INC2019-11-21$11,338$14,983-$3,645-$3,645
1687. ITAU UNIBANCO BANCO HOLDING SPONSERED ADR2018-04-172019-11-21$14,006$16,646-$2,640-$2,640
612. JD.COM INC-ADR ADR SEDOL BMM27D92019-11-21$19,389$23,709-$4,320-$4,320
475. KLA TENCOR CORP2019-11-21$77,913$47,667$30,246$30,246
250. KB HOME2019-11-21$8,644$9,104-$460-$460
470. KNOWLES CORP2019-11-21$10,037$10,354-$317-$317
281. L OREAL CO UNSPONSORED ADR2018-11-262019-11-21$15,890$13,085$2,805$2,805
140. LPL FINANCIAL HOLDINGS INC2019-08-092019-11-21$12,571$10,551$2,020$2,020
40. L3 HARRIS TECHNOLOGIES INC2019-08-272019-11-21$8,024$8,444-$420-$420
398. LVMH MOET HENNESSY LOUIS ADR2018-11-262019-11-21$34,817$23,195$11,622$11,622
50. LAM RESEARCH CORP2019-06-062019-11-21$13,194$9,146$4,048$4,048
100. LILLY ELI & CO2018-07-102019-11-21$11,488$8,804$2,684$2,684
150. LINCOLN ELEC HLDGS INC2019-11-21$13,599$14,643-$1,044-$1,044
30. LOCKHEED MARTIN CORP2019-06-172019-11-21$11,756$10,446$1,310$1,310
80. MSA SAFETY INC2018-06-062019-11-21$9,947$7,653$2,294$2,294
30. MADISON SQUARE GARDEN SPORTS CORP2019-08-142019-11-21$8,214$8,597-$383-$383
15. MADISON SQUARE GARDEN SPORTS CORP2015-11-112019-11-21$4,107$2,595$1,512$1,512
80. MASIMO CORPORATION2019-07-152019-11-21$12,330$12,351-$21-$21
70. MASTERCARD INC CL A2016-11-042019-11-21$19,903$7,258$12,645$12,645
100. MATSON INC W/I2018-10-042019-11-21$3,678$4,048-$370-$370
60. MCDONALDS CORP COM2017-05-092019-11-21$11,592$8,672$2,920$2,920
420. MEDICINES COMPANY MERGED 01/06/20202019-11-21$29,904$21,032$8,872$8,872
600. MICROSOFT CORP2019-11-21$89,492$44,587$44,905$44,905
341. MITSUBISHI UFJ FINL GRP ADR2012-09-062019-11-21$1,796$1,561$235$235
2314. MITSUBISHI UFJ FINL GRP ADR2018-11-262019-11-21$12,189$12,702-$513-$513
290. MOMENTA PHARMACEUTICALS INC2019-11-21$4,516$4,112$404$404
100. MOTOROLA SOLUTIONS INC2018-03-122019-11-21$16,525$10,910$5,615$5,615
50. NICE LTD2019-08-142019-11-21$7,382$7,454-$72-$72
30. NICE LTD2017-01-202019-11-21$4,429$2,105$2,324$2,324
30. NORTHROP GRUMMAN CORPORATION2015-07-162019-11-21$10,505$5,092$5,413$5,413
155. NOVARTIS AG SPONSORED ADR2012-08-302019-11-21$14,059$8,015$6,044$6,044
315. NOVO NORDISK A S ADR2011-02-252019-11-21$17,016$7,787$9,229$9,229
570. NUANCE COMMUNICATIONS INC2019-11-21$9,953$8,225$1,728$1,728
320. ORCHARD THERAPEUTICS PLC ADR SEDOL BGT39602019-11-21$3,251$5,641-$2,390-$2,390
340. PBF ENERGY INC2019-11-21$10,524$17,871-$7,347-$7,347
1082. BANK RAKYA INDONESIA UNSPON ADR2018-11-262019-11-21$16,270$13,260$3,010$3,010
3. BANK RAKYA INDONESIA UNSPON ADR2016-06-062019-11-21$45$24$21$21
280. PACIRA BIOSCIENCES INC2019-11-21$12,378$12,052$326$326
160. PALOMAR HOLDINGS INC2019-11-21$8,041$6,976$1,065$1,065
140. PAPA JOHN'S INTL INC2019-11-21$8,562$7,441$1,121$1,121
60. PAYLOCITY HOLDING CORP2019-11-21$6,894$5,790$1,104$1,104
1130. PEPSICO INC COM2019-11-21$150,413$117,657$32,756$32,756
884. PETROLEO BRASILEIRO S.A SPON ADR2018-11-262019-11-21$13,169$12,123$1,046$1,046
55. PETROLEO BRASILEIRO S.A SPON ADR2018-06-082019-11-21$819$540$279$279
90. PROCTER & GAMBLE CO2019-01-302019-11-21$10,857$8,465$2,392$2,392
220. PROGRESSIVE CORP OHIO2019-02-072019-11-21$15,232$14,831$401$401
80. PROOFPOINT INC2018-10-262019-11-21$9,414$6,610$2,804$2,804
120. QUEST DIAGNOSTICS INC2019-06-062019-11-21$12,558$11,858$700$700
70. RMR GROUP INC/THE - A2019-11-21$3,366$3,437-$71-$71
50. RMR GROUP INC/THE - A2019-07-152019-11-21$2,414$2,451-$37-$37
210. RMR GROUP INC/THE - A2019-11-21$10,120$10,260-$140-$140
30. REATA PHARMACEUTICALS INC-A2019-11-142019-11-21$6,320$5,490$830$830
933. RECKITT BENCKISER-SPON ADR ADR SEDOL B93K0B02016-06-062019-11-21$14,552$19,071-$4,519-$4,519
280. REPAY HOLDINGS CORP2019-08-212019-11-21$3,909$3,431$478$478
239. ROYAL DUTCH SHELL PLC ADR A2012-07-272019-11-21$13,994$16,130-$2,136-$2,136
310. RUSH ENTERPRISES INC CL A2019-11-21$13,495$13,284$211$211
150. RYDER SYSTEM INC2016-04-272019-11-21$7,497$10,647-$3,150-$3,150
60. S&P GLOBAL INC2016-07-292019-11-21$15,910$7,330$8,580$8,580
546. SAFRAN SA UNSPON ADR2019-11-21$22,540$17,591$4,949$4,949
104. SAP SE SPONSORED ADR2018-11-262019-11-21$14,078$10,572$3,506$3,506
1580. SCHWAB CHARLES CORP NEW2004-11-242019-11-21$76,709$17,096$59,613$59,613
292. SIEMENS AG SPONSORED ADR2018-11-262019-11-21$18,548$16,958$1,590$1,590
290. SITIME CORP2019-11-212019-11-21$5,390$3,770$1,620$1,620
1097. SOFTBANK GROUP CORP ADR2017-10-232019-11-21$20,878$24,419-$3,541-$3,541
240. SPIRIT REALTY CAPITAL INC2019-11-21$12,226$10,063$2,163$2,163
40. STRYKER CORP2019-08-302019-11-21$8,052$8,874-$822-$822
320. SUMMIT MATERIALS INC -CL A2019-11-21$7,751$8,376-$625-$625
120. SYSCO CORP COM2019-05-282019-11-21$9,528$8,971$557$557
827. TAIWAN SEMICONDUCTOR MTG CO ADR2018-11-262019-11-21$43,861$30,213$13,648$13,648
90. TARGET CORP2019-08-262019-11-21$11,391$9,410$1,981$1,981
110. TELADOC HEALTH INC2019-03-012019-11-21$8,473$7,474$999$999
30. TELEDYNE TECHNOLOGIES INC2019-10-032019-11-21$10,246$9,400$846$846
50. TELEDYNE TECHNOLOGIES INC2018-04-232019-11-21$17,076$9,916$7,160$7,160
232156.202 TEMPLETON GLOBAL TOTAL RETURN FUND ADVISOR CL FD 6962019-11-21$2,565,326$2,987,632-$422,306-$422,306
13930.785 TEMPLETON GLOBAL TOTAL RETURN FUND ADVISOR CL FD 6962019-11-21$153,935$161,262-$7,327-$7,327
628. TENCENT HOLDINGS LTD UNSPON ADR2018-11-262019-11-21$26,499$24,118$2,381$2,381
70. TEXAS INSTRS INC COM2019-10-032019-11-21$8,091$8,969-$878-$878
300. TIMKEN CO2019-11-21$15,481$15,370$111$111
180. TOPBUILD CORP2019-11-21$19,751$10,746$9,005$9,005
260. TOTAL FINA S A2018-08-162019-11-21$14,118$15,555-$1,437-$1,437
130. TRANSUNION2019-10-032019-11-21$11,034$10,169$865$865
180. TREX INC COM2019-11-21$15,167$14,412$755$755
288. UNILEVER N V N Y SHS NEW2017-10-232019-11-21$16,825$16,144$681$681
20000. USA TREASURY NOTES 01.625% DUE 05/15/20262019-09-262019-11-21$19,913$20,001-$88-$88
100. UNITEDHEALTH GROUP INC COM2016-10-262019-11-21$27,535$14,250$13,285$13,285
70. VEEVA SYSTEMS INC-CLASS A2019-01-302019-11-21$10,608$7,504$3,104$3,104
590. VIAVI SOLUTIONS INC -W/I2018-09-102019-11-21$9,012$6,694$2,318$2,318
110. WNS HOLDINGS LTD ADR2019-11-21$6,775$6,824-$49-$49
50. WNS HOLDINGS LTD ADR2018-11-132019-11-21$3,079$2,529$550$550
90. WASTE MANAGEMENT INC2018-03-122019-11-21$10,049$7,810$2,239$2,239
130. WESTERN ALLIANCE BANCORP2019-11-072019-11-21$6,588$6,927-$339-$339
70. WEX INC2019-09-112019-11-21$13,795$14,326-$531-$531
100. WOODWARD GOVERNOR COMPANY2019-11-21$11,169$11,378-$209-$209
900. WPX ENERGY INC2019-11-21$8,817$18,156-$9,339-$9,339
540. XILINX INC COM2015-02-272019-11-21$49,072$22,814$26,258$26,258
80. ZEBRA TECHNOLOGIES CORP CLASS A2019-06-062019-11-21$19,252$14,471$4,781$4,781
1810. ZYNGA INC2019-11-21$11,104$11,349-$245-$245
130. ACCENTURE PLC CLASS A SEDOL B4BNMY32019-06-062019-11-21$25,559$23,375$2,184$2,184
380. MIMECAST LTD SEDOL BYT5JK62019-11-21$16,558$16,773-$215-$215
240. ESSENT GROUP LTD SEDOL BFWGXR82019-08-092019-11-21$12,856$11,349$1,507$1,507
120. ICON PLC SEDOL B94G4712018-09-282019-11-21$18,580$18,428$152$152
110. INGERSOLL-RAND PLC EXCHANGE 3/02/20202018-11-302019-11-21$14,239$11,401$2,838$2,838
185. ASML HOLDING NV-NY SEDOL B908F012019-11-21$49,485$7,164$42,321$42,321
121. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN72019-10-022019-11-21$13,672$12,917$755$755
1900. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-22$4,071$15,949-$11,878-$11,878
1600. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-22$3,613$12,908-$9,295-$9,295
2270. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-22$4,892$18,187-$13,295-$13,295
160. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-22$367$1,280-$913-$913
170. KVH INDS INC2018-04-032019-11-22$1,864$1,751$113$113
65000. USA TREASURY NOTES 02.000% DUE 02/28/20212019-09-052019-11-22$65,284$65,274$10$10
30000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-09-262019-11-22$30,968$29,367$1,601$1,601
790. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-25$1,846$6,310-$4,464-$4,464
3470. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-25$8,214$26,287-$18,073-$18,073
25. FIRST CITIZENS BANCSHARES INC2015-11-192019-11-25$13,034$6,573$6,461$6,461
30. KVH INDS INC2018-04-032019-11-25$332$309$23$23
270. MEDICINES COMPANY MERGED 01/06/20202019-11-25$22,629$13,381$9,248$9,248
290. MEDICINES COMPANY MERGED 01/06/20202019-11-25$24,284$14,336$9,948$9,948
440. MEDICINES COMPANY MERGED 01/06/20202017-05-052019-11-25$36,865$20,961$15,904$15,904
270. MEDICINES COMPANY MERGED 01/06/20202019-11-25$22,641$11,296$11,345$11,345
270. MEDICINES COMPANY MERGED 01/06/20202019-11-25$22,633$10,418$12,215$12,215
70. MEDICINES COMPANY MERGED 01/06/20202018-06-292019-11-25$5,868$2,592$3,276$3,276
200. MEDICINES COMPANY MERGED 01/06/20202019-11-25$16,766$7,375$9,391$9,391
850. MEDICINES COMPANY MERGED 01/06/20202019-11-25$71,290$30,858$40,432$40,432
270. MEDICINES COMPANY MERGED 01/06/20202019-11-25$22,645$9,750$12,895$12,895
190. MEDICINES COMPANY MERGED 01/06/20202019-07-082019-11-25$15,928$6,810$9,118$9,118
140. MEDICINES COMPANY MERGED 01/06/20202017-08-222019-11-25$11,737$4,993$6,744$6,744
140. MEDICINES COMPANY MERGED 01/06/20202018-06-282019-11-25$11,741$4,862$6,879$6,879
130. MEDICINES COMPANY MERGED 01/06/20202019-07-082019-11-25$10,902$4,615$6,287$6,287
270. MEDICINES COMPANY MERGED 01/06/20202019-11-25$22,642$9,358$13,284$13,284
50. RMR GROUP INC/THE - A2019-07-182019-11-25$2,399$2,433-$34-$34
2101. BAXTER INTERNATIONAL INC2017-08-152019-11-26$172,751$127,566$45,185$45,185
2508. CISCO SYS INC COM2018-10-252019-11-26$113,895$114,165-$270-$270
610. CISCO SYS INC COM2019-07-172019-11-26$27,702$35,080-$7,378-$7,378
580. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-26$1,363$3,909-$2,546-$2,546
250. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-26$591$1,167-$576-$576
160. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-26$376$675-$299-$299
40. RMR GROUP INC/THE - A2019-07-182019-11-26$1,947$1,947
60. RMR GROUP INC/THE - A2019-11-26$2,916$2,918-$2-$2
35000. USA TREASURY NOTES 02.000% DUE 02/28/20212019-09-052019-11-26$35,145$35,146-$1-$1
95000. USA TREASURY NOTES 01.750% DUE 10/31/20202019-11-26$95,078$95,090-$12-$12
2930. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-27$6,392$11,407-$5,015-$5,015
200. KVH INDS INC2019-11-27$2,296$2,030$266$266
770. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-29$1,575$2,398-$823-$823
400. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-29$818$1,360-$542-$542
280. CORREVIO PHARMA CORP SEDOL BD0M8C42019-11-29$573$847-$274-$274
290. CORREVIO PHARMA CORP SEDOL BD0M8C42018-11-122019-11-29$594$876-$282-$282
300. LEXINGTON CORPORATION PROPERTIES TRUST2017-05-032019-11-29$3,328$3,004$324$324
428.668 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND2011-10-182019-11-29$750,000$379,177$370,823$370,823
238.79 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182019-11-30$239$254-$15-$15
2428.97 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022019-11-30$2,429$2,603-$174-$174
296.25 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142019-11-30$296$309-$13-$13
1559.78 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112019-11-30$1,560$1,615-$55-$55
5719.86 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172019-11-30$5,720$5,864-$144-$144
3273.86 FEDERAL NATL MTG ASSN POOL AL26102014-03-142019-11-30$3,274$3,291-$17-$17
875.36 FEDERAL NATL MTG ASSN POOL AL19482014-01-212019-11-30$875$909-$34-$34
2309.26 FEDERAL NATL MTG ASSN POOL AL22422015-05-112019-11-30$2,309$2,457-$148-$148
903.76 FEDERAL NATL MTG ASSN POOL AL31912015-04-282019-11-30$904$944-$40-$40
1389.27 FEDERAL NATL MTG ASSN POOL AL39042014-05-022019-11-30$1,389$1,438-$49-$49
968.21 FEDERAL NATL MTG ASSN POOL AO59402012-06-182019-11-30$968$1,012-$44-$44
1315.31 FEDERAL NATL MTG ASSN POOL AO76272012-11-052019-11-30$1,315$1,359-$44-$44
866.35 FEDERAL NATL MTG ASSN POOL AP04952015-05-122019-11-30$866$902-$36-$36
1742.71 FEDERAL NATL MTG ASSN POOL AP21332014-11-192019-11-30$1,743$1,798-$55-$55
412.99 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202019-11-30$413$430-$17-$17
535.1 FEDERAL NATL MTG ASSN POOL AS38412015-05-202019-11-30$535$552-$17-$17
1865.41 FEDERAL NATL MTG ASSN POOL AS53852015-09-112019-11-30$1,865$1,980-$115-$115
3009.86 FEDERAL NATL MTG ASSN POOL AS61112016-04-152019-11-30$3,010$3,209-$199-$199
2002.32 FEDERAL NATL MTG ASSN POOL AS71552016-06-172019-11-30$2,002$2,064-$62-$62
2242.91 FEDERAL NATL MTG ASSN POOL AS66202017-08-172019-11-30$2,243$2,322-$79-$79
1609.71 FEDERAL NATL MTG ASSN POOL AS73432016-06-092019-11-30$1,610$1,655-$45-$45
1545.72 FEDERAL NATL MTG ASSN POOL AT21272014-11-142019-11-30$1,546$1,550-$4-$4
2291.76 FEDERAL NATL MTG ASSN POOL AT78992015-09-152019-11-30$2,292$2,371-$79-$79
78.7 FEDERAL NATL MTG ASSN POOL 7250422005-05-122019-11-30$79$79
115.66 FEDERAL NATL MTG ASSN POOL 7287092003-12-182019-11-30$116$117-$1-$1
27.15 FEDERAL NATL MTG ASSN POOL 7351412005-04-292019-11-30$27$27
153.23 FEDERAL NATL MTG ASSN POOL 7391872003-09-102019-11-30$153$154-$1-$1
36.29 FEDERAL NATL MTG ASSN POOL 7450872006-06-082019-11-30$36$35$1$1
17.04 FEDERAL NATL MTG ASSN POOL 8142602005-03-102019-11-30$17$17
2045.26 FEDERAL NATL MTG ASSN POOL BC44422018-09-142019-11-30$2,045$1,964$81$81
2599.7 FEDERAL NATL MTG ASSN POOL BM32602018-10-042019-11-30$2,600$2,541$59$59
5806.52 FEDERAL NATL MTG ASSN POOL BM43882019-11-222019-11-30$5,807$6,103-$296-$296
2332.35 FEDERAL NATL MTG ASSN POOL BM39542018-06-062019-11-30$2,332$2,284$48$48
2149.84 FEDERAL NATL MTG ASSN POOL BM50242019-07-252019-11-30$2,150$2,174-$24-$24
5225.51 FEDERAL NATL MTG ASSN POOL BM52462019-04-232019-11-30$5,226$5,270-$44-$44
4698.46 FEDERAL NATL MTG ASSN POOL CA08332018-01-252019-11-30$4,698$4,780-$82-$82
7421.01 FEDERAL NATL MTG ASSN POOL CA05492019-08-272019-11-30$7,421$7,771-$350-$350
837.49 FEDERAL NATL MTG ASSN POOL CA44272019-11-082019-11-30$837$848-$11-$11
833.43 FEDERAL NATL MTG ASSN POOL FM00082019-09-192019-11-30$833$865-$32-$32
3033.52 FEDERAL NATL MTG ASSN POOL FM10002019-08-222019-11-30$3,034$3,105-$71-$71
198.9 FEDERAL NATL MTG ASSN POOL FM12212019-09-192019-11-30$199$206-$7-$7
2439.93 FEDERAL NATL MTG ASSN POOL AB18452011-08-162019-11-30$2,440$2,528-$88-$88
666.45 FEDERAL NATL MTG ASSN POOL AB20772011-04-152019-11-30$666$658$8$8
2085.7 FEDERAL NATL MTG ASSN POOL AB45252012-05-162019-11-30$2,086$2,200-$114-$114
3620.85 FEDERAL NATL MTG ASSN POOL AB78592013-07-112019-11-30$3,621$3,630-$9-$9
1742.54 FEDERAL NATL MTG ASSN POOL AC36682010-10-052019-11-30$1,743$1,806-$63-$63
395.37 FEDERAL NATL MTG ASSN POOL MA05622014-02-102019-11-30$395$422-$27-$27
1277.36 FEDERAL NATL MTG ASSN POOL MA12362014-09-042019-11-30$1,277$1,309-$32-$32
1395.64 FEDERAL NATL MTG ASSN POOL MA14302015-05-122019-11-30$1,396$1,409-$13-$13
1275.28 FEDERAL NATL MTG ASSN POOL MA15252016-03-092019-11-30$1,275$1,327-$52-$52
1876.42 FEDERAL NATL MTG ASSN POOL MA26712016-10-282019-11-30$1,876$1,968-$92-$92
7695.38 FEDERAL NATL MTG ASSN POOL MA35222018-11-072019-11-30$7,695$7,871-$176-$176
3904.53 FEDERAL NATL MTG ASSN POOL MA28032017-10-192019-11-30$3,905$3,923-$18-$18
4487.18 FEDERAL NATL MTG ASSN POOL MA32102019-03-072019-11-30$4,487$4,506-$19-$19
4904.19 FEDERAL NATL MTG ASSN POOL MA32382019-11-182019-11-30$4,904$5,088-$184-$184
5046.76 FEDERAL NATL MTG ASSN POOL MA33322019-10-232019-11-30$5,047$5,217-$170-$170
6433.3 FEDERAL NATL MTG ASSN POOL MA33842018-10-182019-11-30$6,433$6,443-$10-$10
2748.04 FEDERAL NATL MTG ASSN POOL MA38272019-10-212019-11-30$2,748$2,768-$20-$20
1417.25 FEDERAL NATL MTG ASSN POOL AD71342010-07-212019-11-30$1,417$1,494-$77-$77
2071.64 FEDERAL NATL MTG ASSN POOL AD63692010-06-222019-11-30$2,072$2,132-$60-$60
1055.78 FEDERAL NATL MTG ASSN POOL AE09812011-10-172019-11-30$1,056$1,069-$13-$13
1139.68 GOVT NATL MTG ASSN POOL AA82732012-08-282019-11-30$1,140$1,228-$88-$88
524.54 GOVT NATL MTG ASSN POOL 7443712012-02-162019-11-30$525$565-$40-$40
7394.24 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP2019-04-222019-12-01$7,394$7,498-$104-$104
150. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S2015-11-192019-12-02$5,544$2,730$2,814$2,814
660. CORREVIO PHARMA CORP SEDOL BD0M8C42019-12-02$1,381$1,989-$608-$608
4650. CORREVIO PHARMA CORP SEDOL BD0M8C42016-07-262019-12-02$9,727$13,950-$4,223-$4,223
510. CORREVIO PHARMA CORP SEDOL BD0M8C42016-07-262019-12-02$1,071$1,530-$459-$459
10. PALOMAR HOLDINGS INC2019-11-052019-12-02$528$431$97$97
40. PALOMAR HOLDINGS INC2019-11-052019-12-02$2,115$1,725$390$390
20. RMR GROUP INC/THE - A2019-07-192019-12-02$924$971-$47-$47
50. REX AMERICAN RESOURCES CORP2017-11-102019-12-02$4,595$4,309$286$286
15000. USA TREASURY NOTES 01.625% DUE 05/15/20262019-09-262019-12-02$14,885$15,001-$116-$116
2510. CORREVIO PHARMA CORP SEDOL BD0M8C42016-07-262019-12-03$5,266$7,530-$2,264-$2,264
160. CORREVIO PHARMA CORP SEDOL BD0M8C42016-07-262019-12-03$334$480-$146-$146
10. PALOMAR HOLDINGS INC2019-11-052019-12-03$530$431$99$99
30. PALOMAR HOLDINGS INC2019-11-052019-12-03$1,579$1,293$286$286
40. RMR GROUP INC/THE - A2019-07-192019-12-03$1,841$1,943-$102-$102
30. RMR GROUP INC/THE - A2019-07-182019-12-03$1,381$1,456-$75-$75
960. CORREVIO PHARMA CORP SEDOL BD0M8C42019-12-04$1,915$2,880-$965-$965
1040. CORREVIO PHARMA CORP SEDOL BD0M8C42019-12-04$2,074$2,917-$843-$843
100. CORREVIO PHARMA CORP SEDOL BD0M8C42019-12-04$201$251-$50-$50
20. RMR GROUP INC/THE - A2019-12-04$938$966-$28-$28
30. RMR GROUP INC/THE - A2019-07-222019-12-04$1,402$1,442-$40-$40
15000. USA TREASURY NOTES 02.375% DUE 05/15/20272019-08-212019-12-04$15,691$15,891-$200-$200
10000. AT&T INC CALL 11/15/2034 @ 100.000 UNSC2019-10-102019-12-05$11,087$10,881$206$206
15000. AT&T INC CALL 11/15/2034 @ 100.000 UNSC2019-10-102019-12-05$16,624$16,322$302$302
25000. ABBVIE INC CALL 11/14/2034 @ 100.000 UNSC2019-12-05$27,915$26,696$1,219$1,219
100. COMMUNITY HEALTHCARE TRUST I2016-04-072019-12-05$4,729$1,775$2,954$2,954
30. PALOMAR HOLDINGS INC2019-11-052019-12-05$1,541$1,286$255$255
60. RMR GROUP INC/THE - A2019-12-05$2,791$2,815-$24-$24
20. RMR GROUP INC/THE - A2019-08-052019-12-05$930$935-$5-$5
40000. USA TREASURY NOTE 04.500% DUE 02/15/20362019-12-05$53,883$53,980-$97-$97
10000. USA TREASURY NOTE 04.500% DUE 02/15/20362018-06-062019-12-05$13,471$11,901$1,570$1,570
40000. KRAFT FOODS GROUP INC SER WI2019-12-06$42,828$39,431$3,397$3,397
25000. KRAFT HEINZ FOODS CO CALL 01/15/2045 @ 100.000 COGT2015-06-232019-12-06$27,070$25,279$1,791$1,791
80. PALOMAR HOLDINGS INC2019-12-06$4,136$3,111$1,025$1,025
70. RMR GROUP INC/THE - A2019-08-052019-12-06$3,283$3,274$9$9
110. RMR GROUP INC/THE - A2019-12-06$5,174$5,067$107$107
10. RMR GROUP INC/THE - A2019-08-092019-12-06$470$459$11$11
200. SUMMIT MATERIALS INC -CL A2019-12-06$4,666$5,180-$514-$514
150. SUMMIT MATERIALS INC -CL A2019-12-06$3,444$3,878-$434-$434
320. SUMMIT MATERIALS INC -CL A2017-04-252019-12-06$7,402$8,265-$863-$863
750. SUMMIT MATERIALS INC -CL A2019-12-06$17,346$19,286-$1,940-$1,940
150. SUMMIT MATERIALS INC -CL A2017-04-242019-12-06$3,476$3,840-$364-$364
210000. USA TREASURY NOTES 02.375% DUE 08/15/20242019-12-06$216,497$217,429-$932-$932
115. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S2015-11-192019-12-09$4,214$2,093$2,121$2,121
35. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S2015-11-192019-12-09$1,283$637$646$646
1. PETROBRAS 71654V4082001-01-012019-12-09$4,076$25$4,051$4,051
40. PALOMAR HOLDINGS INC2019-09-262019-12-09$2,147$1,460$687$687
5000. SPIRIT AEROSYSTEMS INC CALL 03/15/2028 COGT2018-05-222019-12-09$5,454$4,992$462$462
55000. SPIRIT AEROSYSTEMS INC CALL 03/15/2028 COGT2018-05-222019-12-09$59,853$54,915$4,938$4,938
220. SUMMIT MATERIALS INC -CL A2017-04-242019-12-09$5,032$5,633-$601-$601
170. SUMMIT MATERIALS INC -CL A2019-12-09$3,902$4,259-$357-$357
140. SUMMIT MATERIALS INC -CL A2017-04-212019-12-09$3,216$3,502-$286-$286
50. WATTS WATER TECHNOLOGIES INC CLASS A2019-12-09$4,886$2,580$2,306$2,306
100. HELEN OF TROY LIMITED SEDOL 24195302016-10-282019-12-09$16,525$7,913$8,612$8,612
60. PALOMAR HOLDINGS INC2019-09-262019-12-10$3,219$2,190$1,029$1,029
1. PIMCO ALL ASSETS ALL AUTHOR FUND CLASS IS2001-01-012019-12-10$1,760$25$1,735$1,735
10. RMR GROUP INC/THE - A2019-08-092019-12-10$468$459$9$9
40. RMR GROUP INC/THE - A2019-12-10$1,870$1,835$35$35
730. SUMMIT MATERIALS INC -CL A2019-12-10$16,536$18,246-$1,710-$1,710
300. DIAMONDROCK HOSPITALITY CO REIT2019-12-11$3,145$3,450-$305-$305
200. INSTEEL INDUSTRIES INC2019-12-11$4,483$7,275-$2,792-$2,792
40. PALOMAR HOLDINGS INC2019-09-262019-12-11$2,170$1,460$710$710
100. STIFEL FINL CORP2015-11-192019-12-11$6,129$4,495$1,634$1,634
67. SUMMIT MATERIALS INC -CL A2017-04-202019-12-11$1,507$1,674-$167-$167
263. SUMMIT MATERIALS INC -CL A2019-12-11$5,914$4,718$1,196$1,196
430. SUMMIT MATERIALS INC -CL A2019-12-11$9,662$7,666$1,996$1,996
50000. CITIGROUP INC SUB2016-03-012019-12-12$54,912$48,932$5,980$5,980
160. INGEVITY CORP2019-12-12$14,414$12,863$1,551$1,551
60. INGEVITY CORP2018-06-082019-12-12$5,417$4,814$603$603
40. RMR GROUP INC/THE - A2019-12-12$1,818$1,831-$13-$13
240. SPIRIT REALTY CAPITAL INC2019-12-12$11,990$9,870$2,120$2,120
60. SPIRIT REALTY CAPITAL INC2019-04-052019-12-12$3,041$2,435$606$606
60. SUMMIT MATERIALS INC -CL A2019-03-072019-12-12$1,336$1,058$278$278
40. SUMMIT MATERIALS INC -CL A2019-03-072019-12-12$883$706$177$177
780. SUMMIT MATERIALS INC -CL A2019-12-12$17,238$11,464$5,774$5,774
807. SUMMIT MATERIALS INC -CL A2019-12-12$17,834$14,166$3,668$3,668
110. INGEVITY CORP2019-12-13$9,932$8,825$1,107$1,107
10. INGEVITY CORP2018-06-062019-12-13$906$802$104$104
10. RMR GROUP INC/THE - A2019-08-202019-12-13$451$456-$5-$5
160. RMR GROUP INC/THE - A2019-12-13$7,190$7,273-$83-$83
160. RMR GROUP INC/THE - A2019-12-13$7,200$7,095$105$105
630. SPIRIT REALTY CAPITAL INC2019-12-13$30,983$25,524$5,459$5,459
.02 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A32017-09-122019-12-15
.47 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A32017-09-122019-12-15
11443.94 FORD CREDIT AUTO LEASE TRUST SERIES 2019 A CLASS A22019-02-202019-12-15$11,444$11,443$1$1
7494.05 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A32017-03-222019-12-15$7,494$7,493$1$1
2760. ALBEMARLE CORP2019-12-16$184,306$267,810-$83,504-$83,504
130. INGEVITY CORP2019-12-16$11,783$10,426$1,357$1,357
60. INGEVITY CORP2018-06-072019-12-16$5,413$4,809$604$604
440. SPIRIT REALTY CAPITAL INC2019-12-16$21,691$17,821$3,870$3,870
430. SPIRIT REALTY CAPITAL INC2019-12-16$21,363$17,387$3,976$3,976
440. SPIRIT REALTY CAPITAL INC2019-12-16$21,784$17,730$4,054$4,054
10. SPIRIT REALTY CAPITAL INC2019-04-042019-12-16$494$403$91$91
130. SPIRIT REALTY CAPITAL INC2019-12-16$6,399$5,233$1,166$1,166
100. SPIRIT REALTY CAPITAL INC2019-04-092019-12-16$4,962$4,020$942$942
70. BLUEPRINT MEDICINES CORP2019-12-17$5,358$5,582-$224-$224
130. BLUEPRINT MEDICINES CORP2019-08-212019-12-17$9,925$10,364-$439-$439
900. FATE THERAPEUTICS INC2019-12-17$18,142$12,629$5,513$5,513
40. INGEVITY CORP2018-06-072019-12-17$3,565$3,206$359$359
190. SPIRIT REALTY CAPITAL INC2019-04-092019-12-17$9,309$7,637$1,672$1,672
120. BLUEPRINT MEDICINES CORP2019-12-18$9,218$9,564-$346-$346
25000. GENERAL MOTORS FINL CO CALL 12/01/2025 @ 100.000 COGT2019-11-142019-12-18$27,590$27,178$412$412
30. INGEVITY CORP2018-06-072019-12-18$2,669$2,405$264$264
60. SPIRIT REALTY CAPITAL INC2019-04-092019-12-18$2,938$2,412$526$526
20000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-09-262019-12-18$20,555$19,578$977$977
15000. USA TREASURY NOTES 02.500% DUE 05/15/20242018-11-292019-12-18$15,478$14,706$772$772
60. WOODWARD GOVERNOR COMPANY2019-05-222019-12-18$7,075$6,815$260$260
20. WOODWARD GOVERNOR COMPANY2019-05-222019-12-18$2,366$2,272$94$94
20. WOODWARD GOVERNOR COMPANY2019-05-222019-12-18$2,363$2,272$91$91
150. WOODWARD GOVERNOR COMPANY2019-05-222019-12-18$17,734$17,036$698$698
40. WOODWARD GOVERNOR COMPANY2019-05-222019-12-18$4,731$4,543$188$188
260. ESSENT GROUP LTD SEDOL BFWGXR82019-12-18$13,949$12,257$1,692$1,692
50. INGEVITY CORP2018-06-072019-12-19$4,461$4,008$453$453
10. INGEVITY CORP2018-06-072019-12-19$887$802$85$85
95000. LAS VEGAS SANDS CORP CALL 05/08/2029 UNSC2019-12-19$98,739$95,128$3,611$3,611
.85 TRUIST FINANCIAL CORP2015-12-292019-12-19$48$29$19$19
20. WOODWARD GOVERNOR COMPANY2019-05-222019-12-19$2,349$2,272$77$77
160. ESSENT GROUP LTD SEDOL BFWGXR82019-12-19$8,412$7,499$913$913
690. ESSENT GROUP LTD SEDOL BFWGXR82019-12-19$36,492$31,691$4,801$4,801
60. ESSENT GROUP LTD SEDOL BFWGXR82019-03-052019-12-19$3,162$2,641$521$521
15000. AT&T INC CALL 11/15/2045 @ 100.000 UNSC2016-11-102019-12-20$16,963$14,524$2,439$2,439
10000. AT&T INC CALL 09/01/2036 UNSC2018-04-052019-12-20$11,975$10,486$1,489$1,489
25000. ENERGY TRANSFER OPERATNG COGT2018-09-282019-12-20$28,072$25,890$2,182$2,182
25000. ENERGY TRANSFER OPERATNG COGT2019-12-20$28,072$27,800$272$272
25000. ENERGY TRANSFER OPERATNG COGT2018-09-282019-12-20$28,152$25,890$2,262$2,262
70. INGEVITY CORP2019-08-142019-12-20$6,147$5,472$675$675
280. INGEVITY CORP2019-12-20$24,589$22,219$2,370$2,370
380. ESSENT GROUP LTD SEDOL BFWGXR82019-12-20$20,143$16,625$3,518$3,518
320. ESSENT GROUP LTD SEDOL BFWGXR82019-12-20$16,880$13,942$2,938$2,938
50. LOGMEIN INC2019-12-23$4,307$4,156$151$151
90000. PACKAGING CORP OF AMERICA SR UNSEC CALL 3/15/22 @ 1002019-07-172019-12-23$94,136$90,000$4,136$4,136
50. QORVO INC2016-01-072019-12-24$5,853$2,248$3,605$3,605
50. OSHKOSH CORPORATION CLASS B2013-01-232019-12-27$4,746$1,687$3,059$3,059
95000. USA TREASURY NOTES 02.500% DUE 05/15/20242018-11-292019-12-27$98,325$93,137$5,188$5,188
50. WATTS WATER TECHNOLOGIES INC CLASS A2013-07-182019-12-27$4,986$2,578$2,408$2,408
CAPITAL GAIN DIVIDENDS$1,230,856P
FieldValueIRS element (for citing)
Capital Gain Net Income$5,416,403CapitalGainNetIncomeAmt

Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp

FieldValueIRS element (for citing)
Liable Section4942 TaxfalseLiableSection4942TaxInd
Adjusted Qlfy Distri Yr1$8,823,118AdjustedQlfyDistriYr1Amt
Net Vl Noncharitable Assets Yr1$165,057,753NetVlNoncharitableAssetsYr1Amt
Distribution Yr10.053455DistributionYr1Rt
Adjusted Qlfy Distri Yr2$7,805,927AdjustedQlfyDistriYr2Amt
Net Vl Noncharitable Assets Yr2$154,115,625NetVlNoncharitableAssetsYr2Amt
Distribution Yr20.05065DistributionYr2Rt
Adjusted Qlfy Distri Yr3$7,585,972AdjustedQlfyDistriYr3Amt
Net Vl Noncharitable Assets Yr3$142,273,769NetVlNoncharitableAssetsYr3Amt
Distribution Yr30.05332DistributionYr3Rt
Adjusted Qlfy Distri Yr4$10,055,392AdjustedQlfyDistriYr4Amt
Net Vl Noncharitable Assets Yr4$154,024,699NetVlNoncharitableAssetsYr4Amt
Distribution Yr40.065284DistributionYr4Rt
Adjusted Qlfy Distri Yr5$9,712,866AdjustedQlfyDistriYr5Amt
Net Vl Noncharitable Assets Yr5$154,411,063NetVlNoncharitableAssetsYr5Amt
Distribution Yr50.062903DistributionYr5Rt
Total Distribution0.285612TotalDistributionRt
Average Distribution0.057122AverageDistributionRt
Net Vl Noncharitable Assets$161,219,059NetVlNoncharitableAssetsAmt
Adj Net Vl Noncharitable Assets$9,209,155AdjNetVlNoncharitableAssetsAmt
Net Investment Income Pct$65,671NetInvestmentIncomePctAmt
Adj Nonchrtbl Net Invst Incm Pct$9,274,826AdjNonchrtblNetInvstIncmPctAmt
Qualifying Distributions$8,347,419QualifyingDistributionsAmt

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

FieldValueIRS element (for citing)
Investment Income Excise Tax$131,342InvestmentIncomeExciseTaxAmt
Tax Under Section511$0TaxUnderSection511Amt
Subtotal$131,342SubtotalAmt
Subtitle A Tax$0SubtitleATaxAmt
Tax Based On Investment Income$131,342TaxBasedOnInvestmentIncomeAmt
Estimated Plus Ovpmt Incm Tx$137,785EstimatedPlusOvpmtIncmTxAmt
Extsn Request Income Tax Paid$0ExtsnRequestIncomeTaxPaidAmt
Total Payments And Credits$137,785TotalPaymentsAndCreditsAmt
Form2220 AttachedYes (X)Form2220AttachedInd
Es Penalty$0EsPenaltyAmt
Overpayment$6,443OverpaymentAmt
Applied To ES Tax$6,443AppliedToESTaxAmt
Refund$0RefundAmt

Statements Regarding Acty StatementsRegardingActyGrp

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

Persons With Books Name PersonsWithBooksName

FieldValueIRS element (for citing)
Business Name Line1PNC BANK NABusinessNameLine1Txt
FieldValueIRS element (for citing)
Phone4127685892PhoneNum

Location Of Books US Address LocationOfBooksUSAddress

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

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

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

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp (3 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdTitleTitleTxtAverage Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRtCompensationCompensationAmt
PNC BANK N A
116 ALLEGHENY CENTER MALLPITTSBURGHPA15212CO-TRUSTEE50$334,116
THOMAS G KNOLL
277 E MILL STREETAKRONOH44308CO-TRUSTEE23$5,711
ROGER T READ
1793 BROOKWOOD DRIVEAKRONOH443135070CO-TRUSTEE24$6,000

Compensation Highest Paid Empl CompensationHighestPaidEmplGrp (5 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdTitleTitleTxtAverage Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRtCompensationCompensationAmtEmployee BenefitsEmployeeBenefitsAmt
CHRISTINE A MAYER
227 E MILL STREETAKRONOH44308PRESIDENT40$299,737$32,554
KIRSTIN S TOTH
227 E MILL STREETAKRONOH44308SENIOR VICE PRESIDEN40$204,715$13,334
LISA M YATES
227 E MILL STREETAKRONOH44308OPERATIONS COORDINAT40$68,641$13,566
DINA YOUNIS
227 E MILL STREETAKRONOH44308COMMUNICATIONS MANAG40$65,902$16,725
ROBERT LEHR
227 E MILL STREETAKRONOH44308PROGRAM MANAGER40$84,549$9,806
FieldValueIRS element (for citing)
Other Employee Paid Over50k0OtherEmployeePaidOver50kCnt

Compensation Of Hghst Pd Cntrct CompensationOfHghstPdCntrctGrp (5 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdService TypeServiceTypeTxtCompensationCompensationAmt
WESTFIELD CAPITAL MANAGEMENT
ONE FINANCIAL CTRBOSTONMA021112621INVESTMENT MANAGEMEN$110,720
FISHER INVESTMENTS
13100 SKYLINE BLVDWOODSIDECA940624542INVESTMENT MANAGEMEN$100,664
SYSTEMATIC FINANCIAL MGMT
300 FRANK W BURR BLVDTEANECKNJ07666INVESTMENT MANAGEMEN$63,178
OAK ASSOCIATES LTD
3875 EMBASSY PKWYAKRONOH44333INVESTMENT MANAGEMEN$54,840
THE LONDON COMPANY
1800 BAYBERRY CT 301RICHMONDVA23226INVESTMENT MANAGEMEN$86,272
FieldValueIRS element (for citing)
Contractor Paid Over50k0ContractorPaidOver50kCnt
FieldValueIRS element (for citing)
Summary Of Direct Chrtbl ActySummaryOfDirectChrtblActyGrp
Sum Of Program Related InvstSumOfProgramRelatedInvstGrp

Minimum Investment Return MinimumInvestmentReturnGrp

FieldValueIRS element (for citing)
Average Monthly FMV Of Sec$163,674,172AverageMonthlyFMVOfSecAmt
Average Monthly Cash Balances$0AverageMonthlyCashBalancesAmt
FMV All Other Noncharitable Ast$0FMVAllOtherNoncharitableAstAmt
Total FMV Of Unused Assets$163,674,172TotalFMVOfUnusedAssetsAmt
Reduction Claimed$0ReductionClaimedAmt
Acquisition Indebtedness$0AcquisitionIndebtednessAmt
Adjusted Total FMV Of Unused Ast$163,674,172AdjustedTotalFMVOfUnusedAstAmt
Cash Deemed Charitable$2,455,113CashDeemedCharitableAmt
Net Vl Noncharitable Assets$161,219,059NetVlNoncharitableAssetsAmt
Minimum Investment Return$8,060,953MinimumInvestmentReturnAmt

Distributable Amount DistributableAmountGrp

FieldValueIRS element (for citing)
Minimum Investment Return$8,060,953MinimumInvestmentReturnAmt
Tax Based On Investment Income$131,342TaxBasedOnInvestmentIncomeAmt
Total Tax$131,342TotalTaxAmt
Distributable Before Adj$7,929,611DistributableBeforeAdjAmt
Recoveries Qualfied Distri$63,181RecoveriesQualfiedDistriAmt
Distributable Before Ded$7,992,792DistributableBeforeDedAmt
Deduction From Distributable$0DeductionFromDistributableAmt
Distributable As Adjusted$7,992,792DistributableAsAdjustedAmt

Qualifying Distri Part XII QualifyingDistriPartXIIGrp

FieldValueIRS element (for citing)
Expenses And Contributions$8,347,419ExpensesAndContributionsAmt
Program Related Invst Total$0ProgramRelatedInvstTotalAmt
Charitable Assets Acquis Paid$0CharitableAssetsAcquisPaidAmt
Set Aside Suitability Test$0SetAsideSuitabilityTestAmt
Set Aside Cash Distri Test$0SetAsideCashDistriTestAmt
Qualifying Distributions$8,347,419QualifyingDistributionsAmt
Pct Sect4940e Org Net Invst Incm$0PctSect4940eOrgNetInvstIncmAmt
Adjusted Qualifying Distri$8,347,419AdjustedQualifyingDistriAmt

Undistributed Income UndistributedIncomeGrp

FieldValueIRS element (for citing)
Distributable As Adjusted$7,992,792DistributableAsAdjustedAmt
Undistributed Income PY$0UndistributedIncomePYAmt
Total For Prior Years$0TotalForPriorYearsAmt
Excess Distribution Cyov Yr5$2,135,139ExcessDistributionCyovYr5Amt
Excess Distribution Cyov Yr4$2,514,305ExcessDistributionCyovYr4Amt
Excess Distribution Cyov Yr3$617,635ExcessDistributionCyovYr3Amt
Excess Distribution Cyov Yr2$266,622ExcessDistributionCyovYr2Amt
Excess Distribution Cyov Yr1$691,676ExcessDistributionCyovYr1Amt
Total Excess Distribution Cyov$6,225,377TotalExcessDistributionCyovAmt
Qualifying Distributions$8,347,419QualifyingDistributionsAmt
Applied To Year1$0AppliedToYear1Amt
Applied To Prior Years$0AppliedToPriorYearsAmt
Treated As Distri From Corpus$0TreatedAsDistriFromCorpusAmt
Applied To Current Year$7,992,792AppliedToCurrentYearAmt
Remaining Distri From Corpus$354,627RemainingDistriFromCorpusAmt
Excess Distri Cyov App CY Corpus$0ExcessDistriCyovAppCYCorpusAmt
Excess Distribution Cyov App CY$0ExcessDistributionCyovAppCYAmt
Total Corpus$6,580,004TotalCorpusAmt
Prior Year Undistributed Incm$0PriorYearUndistributedIncmAmt
Prior Year Deficiency Or Tax$0PriorYearDeficiencyOrTaxAmt
Taxable1$0Taxable1Amt
Taxable2$0Taxable2Amt
Undistributed Income CY$0UndistributedIncomeCYAmt
Corpus Distri170b1 E Or4942g3$0CorpusDistri170b1EOr4942g3Amt
Excess Distri Cyov From Yr5$2,135,139ExcessDistriCyovFromYr5Amt
Excess Distri Cyov To Next Yr$4,444,865ExcessDistriCyovToNextYrAmt
Excess From Year4$2,514,305ExcessFromYear4Amt
Excess From Year3$617,635ExcessFromYear3Amt
Excess From Year2$266,622ExcessFromYear2Amt
Excess From Year1$691,676ExcessFromYear1Amt
Excess From Current Year$354,627ExcessFromCurrentYearAmt

Supplementary Information SupplementaryInformationGrp

Application Submission Info ApplicationSubmissionInfoGrp

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

Recipient US Address RecipientUSAddress

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

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (128 entries)

Address Line1RecipientUSAddress/AddressLine1TxtCityRecipientUSAddress/CityNmState AbbreviationRecipientUSAddress/StateAbbreviationCdZIPRecipientUSAddress/ZIPCdRecipient RelationshipRecipientRelationshipTxtRecipient Foundation StatusRecipientFoundationStatusTxtGrant Or Contribution PurposeGrantOrContributionPurposeTxtAmtAmtBusiness Name Line2RecipientBusinessName/BusinessNameLine2Txt
INTERNATIONAL SOAP BOX DERBY
PO BOX 7225AKRONOH44306NONEPCDC ADVISED GRANT$4,000
AKRON ART MUSEUM
ONE SOUTH HIGH STREETAKRONOH44308NONEPCESSENTIAL EXPERIENCES$188,500
TALLMADGE CITY SCHOOLS
486 EAST AVENUETALLMADGEOH44278NONEPCBRIDGING DIVERSITY$15,000
SAMUEL SZABO FOUNDATION
750 WHITE POND DRIVEAKRONOH44320NONEPCGENERAL SUPPORT$500
MAGICAL THEATRE COMPANY
PO BOX 386BARBERTONOH44203NONEPCRENOVATIONS TO THE THEATRE$30,000
HUDSON CITY SCHOOL DISTRICT
2400 HUDSON AURORA ROADHUDSONOH44236NONEPCFULL STEAM AHEAD$26,100
PROJECT UJIMA
195 EAST TALLMADGE AVENUEAKRONOH44310NONEPCGENERAL OPERATIONS$10,000
AKRON AREA ARTS ALLIANCE
140 EAST MARKET STREETAKRONOH44308NONEPCWANDERING AESTHETICS$45,000
NEOMED FOUNDATION
1422 EUCLID AVENUECLEVELANDOH44115NONEPCGENERAL OPERATIONS$1,500
HEART TO HEART COMMUNICATIONS
641 WEST MARKET STREETAKRONOH44303NONEPCPRESIDENTIAL DISCRETIONARY$32,000
INTERNATIONAL INSTITUTE OF AKRON
207 EAST TALLMADGE ROADAKRONOH44310NONEPCGENERAL OPERATIONS$46,000
AKRON CHILDREN'S MUSEUM
ONE PERKINS SQUAREAKRONOH44308NONEPCANNUAL FUND$10,000
STIDENTS WITH A GOAL
390 W CROSIER STREETAKRONOH44311NONEPCGENERAL SUPPORT$21,100
OUR LADY OF THE ELMS SCHOOL
1375 W EXCHANGE STREETAKRONOH44313NONEPCONCE UPON A ROBOT$34,120
CHAPEL HILL CHRISTIAN SCHOOL
1639 KILLIAN ROADAKRONOH44312NONEPCCODING INTO CRITICAL$14,970
EARLY CHILDHOOD RESOURCE CENTER
1718 CLEVELAND AVENUE NWCANTONOH44703NONEPCSTARS PROGRAM$199,200
RUBBER CITY SHAKESPEARE COMPANY
243 FURNACE STREETAKRONOH44304NONEPCGENERAL SUPPORT$20,000
CONSERVANCY FOR CUYAHOGA
15610 VAUGHN ROADBRECKSVILLEOH44141NONEPCGENERAL SUPPORT$89,250VALLEY NATIONAL PARK
THE WELL COMMUNITY DEVELOPMENT
647 E MARKET STREETAKRONOH44304NONEPC2018 GRANT AWARD$51,000CORPORATION
HUGS FOUNDATION
7666 HUDSON PARK DRIVEHUDSONOH44236NONEPCGENERAL SUPPORT$1,000
ARTSPARKS
1 CANAL SQUARE PLAZAAKRONOH44308NONEPCGENERAL SUPPORT$75,650
STEWART'S CARING PLACE
2955 W MARKET STREET SUITE RAKRONOH44333NONEPCGENERAL SUPPORT$15,500
AKRON BLIND CENTER
325 E MARKET STREETAKRONOH44304NONEPCDC ADVISED GRANT$2,500
KENNMORE NEIGHBORHOOD ALLIANCE
60 S HIGH STREETAKRONOH44326NONEPCGENERAL SUPPORT$11,000
PROJECT GRAD AKRON
400 W MARKET STREETAKRONOH44303NONEPCGENERAL SUPPORT$81,750
FIGHTING TO UNDERSTAND
16497 SNYDER ROADCHAGRIN FALLSOH44023NONEPCGENERAL SUPPORT$2,500
AKRON ZOOLOGICAL PARK
500 EDGEWOOD AVENUEAKRONOH44307NONEPCESSENTIAL EXPERIENCES$55,453
CLEVELAND MUSEUM OF ART
11150 EAST BLVDCLEVELANDOH44106NONEPCESSENTIAL EXPERIENCES$62,000
EARLY CHILDHOOD RESOURCE CENTER
1718 CLEVELAND AVENUECANTONOH44703NONEPCSTARS EARLY CHILDHOOD EDU$215,797
FAMILY PROMISE OF SUMMIT COUNTY
111 E VORIS STREETAKRONOH44311NONEPC2017 GRANT AWARD$16,000
UNITED WAY OF SUMMIT COUNTY
90 NORTH PROSPECT STREETAKRONOH44304NONEPCPROFESSIONAL DEVELOPMENT$1,030
AKRON - CANTON REGIONAL FOODBANK
350 OPPORTUNITY PARKWAYAKRONOH44307NONEPCGENERAL OPERATIONS$96,000
AKRON COMMUNITY FOUNDATION
345 WEST CEDAR STREETAKRONOH44307NONEPCSTUDENT ART EXHIBIT FUND -$338,800
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCGRIFFIN INSPIRATION STATION$14,320
KENT STATE UNIVERSITY FOUNDATION
800 E SUMMIT STREETKENTOH44240NONEPCFOR NINE LIVES$41,500
UNITED WAY OF SUMMIT COUNTY
90 NORTH PROSPECT STREETAKRONOH44304NONEPCAPRIL 2019 GRANT$450,000
NORTHEAST OHIO CENTER PAIN
60 S PLEASANT STREETOBERLINOH44074NONEPCGENERAL SUPPORT$21,000MANAGEMENT
UNITED WAY OF SUMMIT COUNTY
90 NORTH PROSPECT STREETAKRONOH443091260NONEPCBOLD FUTURE BALL TABLE$4,500
WALSH JESUIT HIGH SCHOOL
4550 WYOGA LAKE ROADCUYAHOGA FALLSOH44224NONEPCMATCHING GIFT$3,720
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCVIRTUAL VILLAGE EXPANSION$13,070
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCCALMING, COMMUNICATING,$6,260
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCBUILDING GROWTH MINDSET$92,000
OPEN TONE MUSIC
PO BOX 5261CLEVELANDOH44101NONEPCGENERAL SUPPORT$26,000
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCUSING URBAN AGRICULTURE$15,000
NONE TO FRAGILE INC
1835 MERRIMAN ROADAKRONOH44313NONEPCGENERAL SUPPORT$15,000
YOUTH EXCELLENCE PERFORMING
550 SOUTH ARLINGTON STREETAKRONOH44306NONEPCMATCHING GIFT$20,000
WESTERN RESERVE HISTORICAL
10825 EAST BLVDCLEVELANDOH44106NONEPCGENERAL SUPPORT$91,000
IMMACULATE HEART OF MARY SCHOOLS
2859 LILLIS DRIVECUYAHOGA FALLSOH44223NONEPCTHE SUPERHERO WITHIN$10,000
VICTIM ASSISTANCE PROGRAM
150 FURNACE STREETAKRONOH44304NONEPCGENERAL SUPPORT$40,000
ARCHBISHOP HOBAN HIGH SCHOOL
ONE HOLY CROSS BLVDAKRONOH44306NONEPCMICROPROCESSOR CONTROLLED$11,670
URBAN VISION
PO BOX 1563AKRONOH44309NONEPCGENERAL SUPPORT$35,000
CORNERSTONE COMMUNITY SCHOOL
90 W OVERDALE DRIVETALLMADGEOH44278NONEPCFIELD OF DREAMS$9,930
SHELTER CARE INC
32 SOUTH AVENUETALLMADGEOH44278NONEPCSAFE LANDING YOUTH SHELTERS$15,000
STOW-MUNROE FALLS CITY SCHOOLS
4350 ALLEN ROADSTOWOH44224NONEPCELA & PBL = SUCCESS$15,000
SPRINGFIELD LOCAL SCHOOLS
2410 MASSILLON ROADAKRONOH44312NONEPCJUNIOR HIGH CHROMAKEY$27,030
MUSICAL ARTS ASSOCIATION
11001 EUCLID AVENUECLEVELANDOH44106NONEPCGENERAL SUPPORT$65,000
ST BARNABAS SCHOOL
9200 OLDE 8 ROADNORTHFIELDOH44067NONEPCWHAT A GREAT IDEA$17,630
MANCHESTER LOCAL SCHOOLS
6285 RENNINGER ROADAKRONOH44319NONEPCCOMPOSTING TO SAVE WATER$9,890
BARBERTON CITY SCHOOLS
470 NORTON AVENUEBARBERTONOH44203NONEPCBREATHE, THINK, RESPOND$8,000
GROUNDWORKS DANCE THEATER
13125 SHAKER SQUARECLEVELANDOH44120NONEPCGENERAL SUPPORT$35,000
GREATER AKRON MUSICAL ASSOC
92 NORTH MAIN STREETAKRONOH44308NONEPC2018 GRANT AWARD$80,000
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCFOSTERING POSITIVE$12,500
GIRL SCOUTS OF NORTH EAST OHIO
ONE GIRL SCOUT WAYMACEDONIAOH44056NONEPCGIRL SCOUT LEADERSHIP$20,000
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCDC ADVISED GRANT$10,000
FIRST GLANCE STUDENT CENTER INC
943 KENMORE BLVDAKRONOH44314NONEPCGENERAL OPERATIONS$100
BLU JAZZ MASTER CLASS FOUNDATION
277 EAST MILL STREETAKRONOH44308NONEPCKNIGHT ARTS CHALLENGE$10,000
CUYAHOGA VALLEY CHRISTIAN
4687 WYOGA LAKE ROADCUYAHOGA FALLSOH44224NONEPCMENTORING MATHLETES$4,960ACADEMY
CUYAHOGA VALLEY CONTRYSIDE
1403 W HINES HILL ROADPENINSULAOH44264NONEPCGENERAL SUPPORT$3,000CONSERVANCY
BOYS AND GIRLS CLUB OF WESTERN
889 JONATHAN AVENUEAKRONOH44306NONEPCGENERAL OPERATIONS$115,000OHIO
AKRON COMMUNITY SERVICE
150 CROSS STREETAKRONOH44308NONEPCCAPITAL GRANT$107,600
PENINSULA LIBRARY
885 EAST BUCHTEL AVENUEAKRONOH44305NONEPCGENERAL SUPPORT$10,000
FIRST CONGREGATIONAL CHURCH
65 STEINER AVENUEAKRONOH44301NONEPCDISCRETIONARY GRANT$5,000
UNIVERSITY OF AKRON FOUNDATION
INFOCISION STADIUM UNIVERSITY OFAKRONOH44325NONEPC2019 GRANT AWARD$243,200
COMMUNITY HALL FOUNDATION
182 SOUTH MAIN STREETAKRONOH44308NONEPCCROSSROADS WRITERS CONF/$141,250
DIRECTION HOME AKRON CANTON
17 SOUTH HIGH STREETCOLUMBUSOH43215NONEPCGENERAL SUPPORT$5,000
ARTSNOW
60 S HIGH STREETAKRONOH44326NONEPCGENERAL SUPPORT$126,550
ALCHEMY INC
PO BOX 4041COPLEYOH44321NONEPCGENERAL SUPPORT$51,000
BUILDING FOR TOMORROW
100 WEST CEDAR STREETAKRONOH44307NONEPCSCHEDULED GRANT PAYMENT$217,625
CHILD GUIDANCE & FAMILY SOLUTIONS
18 N FORGE STREETAKRONOH44304NONEPCGENERAL OPERATIONS$80,000
CHAIR-ITY INC
166 SOUTH HIGH STREETAKRONOH44308NONEPCGENERAL SUPPORT$2,000
COUNTRYSIDE CONSERVANCY
2900 STATE ROAD UNIT 3CUYAHOGA FALLSOH44223NONEPCMATCHING GIFT$300
DOWNTOWN AKRON PARTNERSHIP
103 SOUTH HIGH STREETAKRONOH44308NONEPC2019 GRANT AWARD$75,000
FAMILY AND COMMUNITY SERVICES
111 EAST VORLS STREETAKRONOH44311NONEPCGENERAL SUPPORT$67,500
GREAT TRAIL COUNCIL
1601 SOUTH MAIN STREETAKRONOH44301NONEPCGENERAL OPERATIONS$17,500BOY SCOUTS OF AMERICA
BROKEN CHAINS MINISTRY
PO BOX 502AKRONOH44309NONEPCMATCHING GIFT$7,500
TRI-COUNTY JOBS FOR OHIO'S
55 EAST CUYAHOGA FALLS AVENUEAKRONOH44310NONEPCOPERATING SUPPORT IN 2019$81,000GRADUATES
TUESDAY MUSICAL ASSOCIATION
1 SOUTH MAIN STREETAKRONOH44308NONEPCKNIGHT ARTS CHALLENGE$50,000
WEATHERVANE COMMUNITY PLAYHOUSE
1301 WEATHERVANE LANEAKRONOH44313NONEPCGENERAL OPERATIONS$45,000
WOMEN'S NETWORK OF NORTHEAST
PO BOX 13259FAIRLAWNOH44334NONEPCLEADERSHIP TRAINING & PRO$35,000OHIO
ACCESS INC
230 WEST MARKET STREETAKRONOH44303NONEPC2019 GRANT AWARD - GLASS$800
AKRON CREATIVE INC
30 N HIGH STREETAKRONOH44308NONEPCGENERAL SUPPORT$46,000
BATTERED WOMEN'S SHELTER
974 EAST MARKET STREETAKRONOH44305NONEPCRENEW & RESTORE COMMUNITY$71,000
COMMUNITY LEGAL AID SERVICES INC
150 CROSS ATREETAKRONOH44311NONEPCGENERAL OPERATING SUPPORT$16,000
CUYAHOGA VALLEY PRESERVATION
PO BOX 158PENINSULAOH44264NONEPCGENERAL SUPPORT$45,000AND SCENIC RAILWAY ASSOC
SALVATION ARMY SUMMIT CNTY
190 SOUTH MAPLE STREETAKRONOH44302NONEPC2018 GRANT AWARD$68,000AREA SERVICES
SOUTH STREET MINISTRIES INC
130 W SOUTH STREETAKRONOH44311NONEPCGENERAL SUPPORT$35,000
STAN HYWET HALL & GARDENS
714 NORTH PORTAGE PATHAKRONOH44303NONEPCCAPITAL GRANT FOR$150,381
AKRON COMMUNITY FOUNDATION
345 WEST CEDAR STREETAKRONOH443072407NONEPCGAR DONOR ADVISED FUND$65,000
SUMMIT EDUCATION INITIATIVE
120 EAST MILL STREETAKRONOH44308NONEPC2018 GRANT AWARD$201,000
COMMUNITY INITIATIVES
759 W MARKET STREETAKRONOH44303NONEPCGENERAL SUPPORT$20,000
CRAFTY MART INC
PO BOX 906023CHARLOTTENC28290NONEPCFOR BECHDEL FEST$15,000
HAVEN OF REST MINISTRIES INC
PO BOX 547AKRONOH44308NONEPCGENERAL OPERATIONS$5,120
LEADERSHIP AKRON
54 EAST MILL STREETAKRONOH44308NONEPCGENERAL SUPPORT$41,000
FUND FOR OUR ECONOMIC FUTURE
570 EAST WATERLOO ROADAKRONOH44319NONEPCFEB 2019 GRANT$166,666
SUMMIT WORKFORCE SOLUTIONS
1041 E TALLMADGE AVENUEAKRONOH44310NONEPCMATCHING GIFT$1,000
SUMMIT EDUCATION INITIATIVE
120 EAST MILL STREETAKRONOH44308NONEPCMATCHING GRANT$19,000
FRIENDS OF METRO PARKS
PO BOX 13364FAIRLAWNOH44334NONEPCGENERAL OPERATIONS$15,000
FOUNDATION CENTER - CLEVELAND
1422 EUCLID AVENUECLEVELANDOH44115NONEPCGENERAL SUPPORT$10,000
CENTER FOR APPLIED THEATRE
220 SOUTH BALCH STREETAKRONOH44302NONEPCFOR MA'SUE PRODICTIONS$7,500
BOUNCE INNOVATION HUB
974 EAST MARKET STREETAKRONOH44305NONEPCGENERAL SUPPORT$50,000
AKRON COMMUNITY FOUNDATION
345 WEST CEDAR STREETAKRONOH44307NONEPCGAR DAF CONTRIBUTION$75,000
TRULY REACHING YOU
587 BAIRD STREETAKRONOH44311NONEPCGENERAL OPERATIONS$10,000
PROJECT LEARN OF SUMMIT COUNTY
60 S HIGH STREETAKRONOH44326NONEPCGENERAL OPERATIONS$60,000
CUYAHOGA FALLS CITY SCHOOLS
431 STOW AVENUECUYAHOGA FALLSOH44221NONEPCEXPLORING OUR WORLD - NOT$84,720
HUDSON CITY SCHOOLS
2400 HUDSON AURORA ROADHUDSONOH44236NONEPCBRINGING HISTORY TO LIFE$14,860
CHRIST CHILD SOCIETY OF AKRON
PO BOX 5855AKRONOH44372NONEPCGENERAL SUPPORT$2,500
ROTARY CAMP FOR CHILDREN WITH
4460 REX LAKE DRIVEAKRONOH44319NONEPCDC ADVISED GRANT$7,500SPECIAL NEEDS
TORCHBEARERS
PO BOX1443AKRONOH44309NONEPCPRESIDENTIAL DISCRETIONARY$7,500
SUMMIT ARTSPACE
525 EAST MARKET STREETAKRONOH44304NONEPCART RESOURCES$15,000
FORWARD CITIES
4536 N 25TH ROADARLINGTONVA22207NONEPCFEB 2019 GRANT$20,000
OHIO NEWS MEDIA FOUNDATION
1422 EUCLID AVENUECLEVELANDOH44115NONEPCDISCRETIONARY GRANT$5,000
VIRTUE INC FOR WOMEN
150 FURNACE ROADAKRONOH44304NONEPCDISCRETIONARY GRANT$5,000
AKRON REGIONAL DEVELOPMENT BOARD
ONE HOLY CROSS BLVDAKRONOH44306NONEPC2019 GRANT - ELEVATE AKRON$461,000
AKRON SOUL TRAIN
121 SOUTH MAIN STREETAKRONOH44308NONEPC2018 GRANT AWARD$26,000
GIRLS ON THE RUN NORTHEAST
140 E MARKET STREETAKRONOH44308NONEPCMATCHING GIFT$4,000OHIO
CROWN POINT ECOLOGY CENTER
3220 IRA ROADBATHOH44210NONEPCPROFESSIONAL DEVELOPMENT$125,000
PK AKRON ORGANIZERS INC
44 UNIVERSITY AVENUEAKRONOH44308NONEPCPROGRAM SUPPORT$5,000
LINKS COMMUNITY & FAMILY
733 WEST MARKET STREETAKRONOH44303NONEPCSUPPORT OF AFTERSCHOOL$35,000
FieldValueIRS element (for citing)
Total Grant Or Contri Pd Dur Yr$6,560,872TotalGrantOrContriPdDurYrAmt

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

Program Service Rev Part VII ProgramServiceRevPartVIIGrp

FieldValueIRS element (for citing)
DescRECOVERY OF GRANTSDesc
Related Or Exempt Function Incm$63,181RelatedOrExemptFunctionIncmAmt
FieldValueIRS element (for citing)
Fees Contracts From Govt AgFeesContractsFromGovtAgGrp
Membership Dues And AssmntMembershipDuesAndAssmntGrp
Int On Sav And Temp Cash InvstIntOnSavAndTempCashInvstGrp

Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp

FieldValueIRS element (for citing)
Exclusion14ExclusionCd
Exclusion$2,731,320ExclusionAmt
FieldValueIRS element (for citing)
Net Rntl Incm Re Debt Fincd PropNetRntlIncmReDebtFincdPropGrp

Net Rntl Incm Re Not Debt Fincd Prop NetRntlIncmReNotDebtFincdProp

FieldValueIRS element (for citing)
Exclusion16ExclusionCd
Exclusion$25,404ExclusionAmt
FieldValueIRS element (for citing)
Net Rental Income Personal PropNetRentalIncomePersonalPropGrp

Other Investment Incm Part VII OtherInvestmentIncmPartVIIGrp

FieldValueIRS element (for citing)
Exclusion14ExclusionCd
Exclusion$5,766ExclusionAmt

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

FieldValueIRS element (for citing)
Exclusion18ExclusionCd
Exclusion$5,416,403ExclusionAmt
FieldValueIRS element (for citing)
Net Income Loss From Special EvtNetIncomeLossFromSpecialEvtGrp
Gross Profit Loss Sls Of InvntryGrossProfitLossSlsOfInvntryGrp

Other Revenue Described OtherRevenueDescribedGrp (7 entries)

DescDescExclusionExclusionCdExclusionExclusionAmt
BNP PARIBAS SPONSO14-$858
COMPAGNIE FINANCIE14$570
ING GROEP N V SPON14$511
NOVARTIS AG SPONSO14$891
SWATCH GROUP LTD U14$152
UNILEVER N V N Y S14$131
FEDERAL TAX REFUND14$16,462

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

FieldValueIRS element (for citing)
Exclusion$8,196,752ExclusionAmt
Related Or Exempt Function Incm$63,181RelatedOrExemptFunctionIncmAmt
FieldValueIRS element (for citing)
Total Income Producing Acty$8,259,933TotalIncomeProducingActyAmt

Rln Of Acty To Accom Of Exmpt Prps RlnOfActyToAccomOfExmptPrpsGrp

Rln Of Acty To Accom Of Exmpt Prps RlnOfActyToAccomOfExmptPrpsGrp (2 entries)

Line NumberLineNumberTxtRelationship StatementRelationshipStatementTxt
1ARECOVERY OF PRIOR YEAR GRANTS PAID
5BRENTAL INCOME FROM ANDREW JACKSON HOUSE

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

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

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees Detail AccountingFeesDetail

FieldValueIRS element (for citing)
CategoryAUDIT & ACCOUNTING FEES (ALLOCCategoryTxt
Amt$67,031Amt
Disbursements Charitable Prps$67,031DisbursementsCharitablePrpsAmt

Depreciation Schedule DepreciationSchedule

Depreciation Property DepreciationPropertyGrp (9 entries)

PropertyPropertyDescAcquiredAcquiredDtCost Or Other BasisCostOrOtherBasisAmtPrior Year DepreciationPriorYearDepreciationAmtComputation MethodComputationMethodTxtLifeLifeRtCurrent Year ExpenseCurrentYearExpenseAmt
FILING SYSTEM2006-09-01$5,599$5,506M1010
FURNITURE2009-09-01$149,599$79,787M1010
RUGS2009-09-01$6,668$3,557M1010
AV EQUIPMENT2009-09-01$122,881$65,536M1010
A/C UNIT FOR AV CL2009-11-14$6,420$3,281M1010
FURNITURE2010-08-18$2,783$1,391M1010
LOFT2011-01-12$11,250$3,255M2727$409
15 LAP TOP COMPUTE2012-01-01$15,450$15,450M33
277 EAST MILL STRE2015-01-09$3,792,570$385,058M3939$97,241

Expln Of Non Filing With AG Stmt ExplnOfNonFilingWithAGStmt

FieldValueIRS element (for citing)
ExplanationTHIS TRUST DOES NOT PROVIDE A COPY OF FORM 990-PF TO THE OHIO ATTORNEY GENERAL BECAUSE, IN LIEU THEREOF, IT IS REQUIRED TO FILE AN ON-LINE ANNUAL REPORT WITH THE OHIO ATTORNEY GENERAL'S OFFICE AT WWW .OHIOATTORNEYGENERAL.GOVExplanationTxt

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

FieldValueIRS element (for citing)
US Govt Obligations Book Vl EOY$14,412,101USGovtObligationsBookVlEOYAmt
US Govt Obligations EOYFMV$14,848,567USGovtObligationsEOYFMVAmt

Investments Land Schedule2 InvestmentsLandSchedule2

Investment Land InvestmentLandGrp (7 entries)

Category Or ItemCategoryOrItemTxtCost Or Other BasisCostOrOtherBasisAmtAccumulated DepreciationAccumulatedDepreciationAmtBook ValueBookValueAmt
FILING SYSTEM$5,599$5,506$93
FURNITURE$149,599$79,787$69,812
RUGS$6,668$3,557$3,111
AV EQUIPMENT$122,881$65,536$57,345
A/C UNIT FOR AV CL$6,420$3,281$3,139
FURNITURE$2,783$1,391$1,392
15 LAP TOP COMPUTE$15,450$15,450

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (4 entries)

Category Or ItemCategoryOrItemTxtListed At Cost Or FMVListedAtCostOrFMVCdBook ValueBookValueAmtEOYFMVEOYFMVAmt
MUTUAL FUNDS - FIXEDAT COST$6,449,713$6,414,120
MUTUAL FUNDS - EQUITYAT COST$21,523,874$26,762,068
LIMITED PARTNERSHIPSAT COST$22,250,551$26,537,476
MBS, CMO, ASSET BACKEDAT COST$1,597,447$1,628,472

Land Etc Schedule2 LandEtcSchedule2

Land Etc LandEtcGrp (2 entries)

Category Or ItemCategoryOrItemTxtCost Or Other BasisCostOrOtherBasisAmtAccumulated DepreciationAccumulatedDepreciationAmtBook ValueBookValueAmt
LOFT$11,250$3,664$7,586
277 EAST MILL STRE$3,792,570$482,299$3,310,271

Other Assets Schedule OtherAssetsSchedule

Other Assets Schedule OtherAssetsScheduleGrp

FieldValueIRS element (for citing)
DescMAI WEALTH DIVIDEND STRATEGYDesc
BOY Book Value$4,832,498BOYBookValueAmt
EOY Book Value$4,832,498EOYBookValueAmt
EOYFMV$7,096,207EOYFMVAmt

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (9 entries)

DescDescRevenue And Expenses Per BooksRevenueAndExpensesPerBooksAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
OTHER NON-ALLOCABLE EXPENSE -$247,609$0$247,609
STATE FILING FEES$200$0$200
MEMBERSHIP RENEWAL FEES$15,000$0$15,000
GRANTMAKING FEES$53,343$0$53,343
OFFICE EXPENSES$244,733$0$244,733
TRANSACTION CHARGES$98,370$98,370$0
LIABILITY INSURANCE FEES$42,874$0$42,874
ADR SERVICE FEES$20,048$20,048$0
PARTNERSHIP - EXPENSE$181,523$0

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail (9 entries)

DescDescRevenue And Expenses Per BooksRevenueAndExpensesPerBooksAmtNet Investment IncomeNetInvestmentIncomeAmt
BNP PARIBAS SPONSORED ADR-$858-$858
COMPAGNIE FINANCIERE RICHEMONT A SWITZ A$570$570
ING GROEP N V SPONSORED ADR$511$511
NOVARTIS AG SPONSORED ADR$891$891
SWATCH GROUP LTD UNSPON ADR$152$152
UNILEVER N V N Y SHS NEW$131$131
FEDERAL TAX REFUND FROM PRIOR YEAR$16,462$0
RECOVERY OF GRANTS$63,181$0
MULTIPLE PARTNERSHIPS-$794,872

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail (5 entries)

DescDescAmtAmt
PARTNERSHIP COST BASIS ADJUSTMENT$73,788
NET INC/EXP ITEMS POSTED TO PRINCIPAL$299,029
POSTED IN CURRENT YR FOR PRIOR YR$4,875
TEMPORARY SALE LIABILITY ADJUSTMENT$40,473
DIFF OF SECURITIES RECEIVED / DELIVERED$442,576

Other Liabilities Schedule OtherLiabilitiesSchedule

Other Liabilities Detail OtherLiabilitiesDetail

FieldValueIRS element (for citing)
DescTEMPORARY SALE LIABILITYDesc
EOY Book Value$40,473EOYBookValueAmt

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees Detail OtherProfessionalFeesDetail (2 entries)

CategoryCategoryTxtAmtAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
NON PNC INVESTMENT MANAGEMENT$490,696$490,696
NON-PNC CONSULTING FEES$36,250$36,250

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (4 entries)

CategoryCategoryTxtAmtAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
FOREIGN TAXES$42,878$42,878$0
FEDERAL TAX PAYMENT - PRIOR YE$28,900$0$0
FEDERAL ESTIMATES - PRINCIPAL$137,785$0$0
990-T TAX PAYMENTS$23,000$0$0

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