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FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2000-12-31 2019-01-15 1073.98 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2019-01-15 1074 1074 4990.56 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A2 2017-10-24 2019-01-15 4991 4990 1 1 1114.72 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2019-01-15 1115 1115 803.94 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2019-01-15 804 860 -56 -56 232.17 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2019-01-15 232 248 -16 -16 2271.43 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A3 2017-03-22 2019-01-15 2271 2271 5973.44 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2019-01-15 5973 5973 15000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2018-09-24 2019-01-15 14725 14504 221 221 500. FATE THERAPEUTICS INC 2019-01-16 8267 7820 447 447 70. FATE THERAPEUTICS INC 2018-11-07 2019-01-16 1154 1094 60 60 15000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-01-09 2019-01-17 14524 14582 -58 -58 100000. 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MUELLER INDUSTRIES INC 2015-11-19 2019-01-24 4984 6194 -1210 -1210 16.865 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND 2012-06-26 2019-01-24 26988 19574 7414 7414 3197.69 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2019-01-25 3198 3217 -19 -19 1058.89 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2019-01-25 1059 1100 -41 -41 554.57 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2019-01-25 555 591 -36 -36 1152.12 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2019-01-25 1152 1209 -57 -57 1723.56 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2019-01-25 1724 1790 -66 -66 789.59 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2019-01-25 790 826 -36 -36 1315.33 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2019-01-25 1315 1364 -49 -49 2451.4 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2019-01-25 2451 2554 -103 -103 847.51 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2019-01-25 848 875 -27 -27 3772.68 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2019-01-25 3773 3933 -160 -160 815.43 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2019-01-25 815 843 -28 -28 532.93 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2019-01-25 533 566 -33 -33 2892.87 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2019-01-25 2893 3089 -196 -196 1202.01 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2019-01-25 1202 1240 -38 -38 1552.8 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2019-01-25 1553 1609 -56 -56 1012.96 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2019-01-25 1013 1042 -29 -29 2609.24 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2019-01-25 2609 2617 -8 -8 570.89 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2019-01-25 571 591 -20 -20 80.04 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2019-01-25 80 81 -1 -1 26.8 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2019-01-25 27 27 30.49 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2019-01-25 30 31 -1 -1 161.18 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2019-01-25 161 162 -1 -1 72.78 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2019-01-25 73 71 2 2 240.99 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2019-01-25 241 241 898.58 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2019-01-25 899 863 36 36 1112.41 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2019-01-25 1112 1087 25 25 2111.7 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2019-01-25 2112 2068 44 44 1008.96 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2019-01-25 1009 1027 -18 -18 355.43 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2019-01-25 355 369 -14 -14 627.31 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2019-01-25 627 619 8 8 887.24 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2019-01-25 887 937 -50 -50 2220.43 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2019-01-25 2220 2226 -6 -6 3014.55 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2019-01-25 3015 3127 -112 -112 538.36 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2019-01-25 538 576 -38 -38 1970.91 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2019-01-25 1971 2021 -50 -50 1032.56 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2019-01-25 1033 1042 -9 -9 1464.11 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2019-01-25 1464 1525 -61 -61 757.49 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2019-01-25 757 795 -38 -38 1031.82 FEDERAL NATL MTG ASSN POOL MA3522 2018-11-07 2019-01-25 1032 1056 -24 -24 3394.13 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2019-01-25 3394 3411 -17 -17 1392.87 FEDERAL NATL MTG ASSN POOL MA3384 2018-10-18 2019-01-25 1393 1395 -2 -2 1152.47 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2019-01-25 1152 1216 -64 -64 2237.79 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2019-01-25 2238 2304 -66 -66 676.54 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2019-01-25 677 685 -8 -8 600. HILLTOP HLDGS INC 2019-01-25 11040 11769 -729 -729 200. JELD-WEN HOLDING INC 2018-02-28 2019-01-25 3437 5877 -2440 -2440 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2018-09-24 2019-01-25 9740 9497 243 243 70000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-01-09 2019-01-25 69735 69809 -74 -74 500. UNIVAR SOLUTIONS INC 2019-01-25 10241 14283 -4042 -4042 710. NOVOCURE LTD SEDOL BYSS4X4 2019-01-25 35182 24315 10867 10867 130. NOVOCURE LTD SEDOL BYSS4X4 2018-11-07 2019-01-25 6425 4377 2048 2048 5621. BANK OF AMERICA CORP 2016-05-04 2019-01-28 166059 79407 86652 86652 587. NORFOLK SOUTHN CORP COM 2016-05-04 2019-01-28 96474 51975 44499 44499 1737. PROGRESSIVE CORP OHIO 2016-05-04 2019-01-28 112920 57081 55839 55839 100000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2018-09-24 2019-01-28 97969 96695 1274 1274 320. UNIVAR SOLUTIONS INC 2019-01-28 6480 8687 -2207 -2207 60. UNIVAR SOLUTIONS INC 2017-08-22 2019-01-28 1215 1661 -446 -446 120. ADVANCED ENERGY INDS INC 2019-01-29 6033 7735 -1702 -1702 280. ADVANCED ENERGY INDS INC 2018-04-10 2019-01-29 13889 17827 -3938 -3938 120. ADVANCED ENERGY INDS INC 2018-04-10 2019-01-29 5989 7640 -1651 -1651 80. ADVANCED ENERGY INDS INC 2019-01-29 4026 5051 -1025 -1025 130. COMMVAULT SYSTEMS INC 2019-01-29 8235 5276 2959 2959 50. COMMVAULT SYSTEMS INC 2015-07-07 2019-01-29 3220 2021 1199 1199 110. COMMVAULT SYSTEMS INC 2015-07-07 2019-01-29 6912 4446 2466 2466 530. COMMVAULT SYSTEMS INC 2019-01-29 33444 20565 12879 12879 80. COMMVAULT SYSTEMS INC 2016-03-10 2019-01-29 5041 3074 1967 1967 300. GULFPORT ENERGY CORP NEW 2015-11-19 2019-01-29 2491 8304 -5813 -5813 65000. JP MORGAN CHASE & CO SERIES CC CALL 11/1/22 @ 100 2017-10-13 2019-01-29 58871 65000 -6129 -6129 300. TIVO CORP MERGED 6/1/2020 2015-11-19 2019-01-29 3330 6627 -3297 -3297 360. UNIVAR SOLUTIONS INC 2019-01-29 7380 9726 -2346 -2346 150. UNIVAR SOLUTIONS INC 2019-01-29 3058 4051 -993 -993 90. UNIVAR SOLUTIONS INC 2016-12-12 2019-01-29 1835 2276 -441 -441 920. UNIVAR SOLUTIONS INC 2019-01-29 18841 23056 -4215 -4215 650. UNIVAR SOLUTIONS INC 2019-01-29 13277 15452 -2175 -2175 100. UNIVAR SOLUTIONS INC 2018-11-12 2019-01-29 2043 2268 -225 -225 100. UNIVERSAL DISPLAY CORP 2018-03-19 2019-01-29 10212 10702 -490 -490 300. ORBOTECH LTD 2019-01-29 17965 3277 14688 14688 60. ADVANCED ENERGY INDS INC 2018-05-04 2019-01-30 3047 3769 -722 -722 40. ADVANCED ENERGY INDS INC 2018-04-19 2019-01-30 2018 2491 -473 -473 20. ADVANCED ENERGY INDS INC 2018-04-19 2019-01-30 1005 1246 -241 -241 80000. AMPHENOL CORP CALL 12/30/2018 @ 100.000 UNSC 2017-03-21 2019-01-30 80000 80000 490. BAXTER INTERNATIONAL INC 2018-05-31 2019-01-30 34616 35040 -424 -424 160. INTUITIVE SURGICAL INC 2018-02-14 2019-01-30 79491 64575 14916 14916 1022. MCCORMICK & CO INC COM NON VTG 2018-07-10 2019-01-30 125583 120811 4772 4772 190. MONOLITHIC POWER SYSTEMS INC 2019-01-30 23904 24244 -340 -340 2845. MORGAN STANLEY 2016-09-30 2019-01-30 120750 90980 29770 29770 1891. OCCIDENTAL PETE CORP COM 2019-01-30 126348 160955 -34607 -34607 5000. ROYAL BK SCOTLND GRP PLC SEDOL BHB92X1 ISIN US780097AZ42 2018-06-21 2019-01-30 5205 5254 -49 -49 75000. ROYAL BK SCOTLND GRP PLC SEDOL BHB92X1 ISIN US780097AZ42 2019-01-30 78071 79502 -1431 -1431 60000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-01-09 2019-01-30 58247 58329 -82 -82 50000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-01-29 2019-01-30 48539 48445 94 94 170. UNIVAR SOLUTIONS INC 2019-01-30 3499 3824 -325 -325 90. UNIVAR SOLUTIONS INC 2018-11-12 2019-01-30 1853 2041 -188 -188 160. UNIVAR SOLUTIONS INC 2019-01-30 3306 3386 -80 -80 810. UNIVAR SOLUTIONS INC 2019-01-30 16682 16770 -88 -88 160. UNIVAR SOLUTIONS INC 2016-08-31 2019-01-30 3305 3306 -1 -1 60. ADVANCED ENERGY INDS INC 2018-04-19 2019-01-31 3078 3737 -659 -659 50. ADVANCED ENERGY INDS INC 2018-04-20 2019-01-31 2574 3082 -508 -508 250. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B8 2019-01-31 17957 16735 1222 1222 110. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B8 2018-06-19 2019-01-31 7885 7363 522 522 300. BLUEPRINT MEDICINES CORP 2019-01-31 21542 21033 509 509 767.26 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2019-01-31 767 817 -50 -50 957.44 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2019-01-31 957 1028 -71 -71 1770.48 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2019-01-31 1770 1846 -76 -76 654.96 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2019-01-31 655 679 -24 -24 1248.68 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2019-01-31 1249 1282 -33 -33 3559.96 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2019-01-31 3560 3581 -21 -21 739.97 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2019-01-31 740 769 -29 -29 460.5 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2019-01-31 461 491 -30 -30 1307.55 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2019-01-31 1308 1372 -64 -64 1601.96 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2019-01-31 1602 1664 -62 -62 740.97 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2019-01-31 741 775 -34 -34 1322.3 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2019-01-31 1322 1371 -49 -49 411.51 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2019-01-31 412 429 -17 -17 1209.63 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2019-01-31 1210 1249 -39 -39 408.01 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2019-01-31 408 425 -17 -17 877.87 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2019-01-31 878 908 -30 -30 361.61 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2019-01-31 362 384 -22 -22 3018.59 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2019-01-31 3019 3223 -204 -204 886.52 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2019-01-31 887 915 -28 -28 602.45 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2019-01-31 602 624 -22 -22 665.07 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2019-01-31 665 684 -19 -19 1287.79 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2019-01-31 1288 1291 -3 -3 968.52 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2019-01-31 969 1003 -34 -34 37.11 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2019-01-31 37 37 110.8 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2019-01-31 111 113 -2 -2 24.09 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2019-01-31 24 24 161.93 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2019-01-31 162 163 -1 -1 72.12 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2019-01-31 72 70 2 2 232.83 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2019-01-31 233 233 279.26 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2019-01-31 279 268 11 11 950.19 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2019-01-31 950 929 21 21 2503.53 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2019-01-31 2504 2557 -53 -53 1882.42 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2019-01-31 1882 1844 38 38 443.69 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2019-01-31 444 452 -8 -8 872.44 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2019-01-31 872 905 -33 -33 392.46 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2019-01-31 392 387 5 5 703.6 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2019-01-31 704 743 -39 -39 1352.39 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2019-01-31 1352 1356 -4 -4 1168.08 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2019-01-31 1168 1212 -44 -44 158.25 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2019-01-31 158 169 -11 -11 464.95 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2019-01-31 465 477 -12 -12 816.72 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2019-01-31 817 825 -8 -8 1059.39 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2019-01-31 1059 1103 -44 -44 843. FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2019-01-31 843 885 -42 -42 1601.98 FEDERAL NATL MTG ASSN POOL MA3522 2018-11-07 2019-01-31 1602 1639 -37 -37 2825.65 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2019-01-31 2826 2840 -14 -14 1501.46 FEDERAL NATL MTG ASSN POOL MA3384 2018-10-18 2019-01-31 1501 1504 -3 -3 242.4 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2019-01-31 242 256 -14 -14 364.17 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2019-01-31 364 375 -11 -11 608.49 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2019-01-31 608 616 -8 -8 427.95 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2019-01-31 428 458 -30 -30 1625.54 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2019-01-31 1626 1738 -112 -112 60. GREEN DOT CORP CLASS A 2018-03-12 2019-01-31 4443 4081 362 362 160. GREEN DOT CORP CLASS A 2018-03-12 2019-01-31 11849 10882 967 967 130. MONOLITHIC POWER SYSTEMS INC 2018-10-04 2019-01-31 16499 16243 256 256 10. MONOLITHIC POWER SYSTEMS INC 2018-10-05 2019-01-31 1273 1196 77 77 670. UNIVAR SOLUTIONS INC 2016-08-31 2019-01-31 13788 13845 -57 -57 410. UNIVAR SOLUTIONS INC 2019-01-31 8497 8454 43 43 70. ADVANCED ENERGY INDS INC 2018-04-20 2019-02-01 3634 4314 -680 -680 25000. CVS HEALTH CORP SER 7YR CALL 05/20/22 @100 UNSC 2018-03-06 2019-02-01 25190 24871 319 319 60000. CVS HEALTH CORP SER 7YR CALL 05/20/22 @100 UNSC 2019-02-01 60457 61123 -666 -666 5000. CVS HEALTH CORP SER 7YR CALL 05/20/22 @100 UNSC 2018-03-06 2019-02-01 5038 4974 64 64 85000. CITIGROUP INC SUB 2017-12-19 2019-02-01 86228 88874 -2646 -2646 140. GREEN DOT CORP CLASS A 2019-02-01 10539 9501 1038 1038 50. HFF INC CLASS A 2018-10-15 2019-02-01 2111 1853 258 258 250. HFF INC CLASS A 2019-02-01 10535 9149 1386 1386 95. MADISON SQUARE GARDEN SPORTS CORP 2019-02-01 25990 29914 -3924 -3924 30. MADISON SQUARE GARDEN SPORTS CORP 2019-02-01 8493 8205 288 288 90. MADISON SQUARE GARDEN SPORTS CORP 2019-02-01 25478 16360 9118 9118 70. MONOLITHIC POWER SYSTEMS INC 2018-10-05 2019-02-01 8920 8373 547 547 60. ADVANCED ENERGY INDS INC 2019-02-04 3160 3696 -536 -536 30. ADVANCED ENERGY INDS INC 2018-04-20 2019-02-04 1567 1846 -279 -279 200. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S 2018-05-02 2019-02-04 4217 4250 -33 -33 888. DEERE & CO 2012-08-29 2019-02-04 144909 65870 79039 79039 310. HFF INC CLASS A 2019-02-04 13166 11177 1989 1989 60. HFF INC CLASS A 2018-06-11 2019-02-04 2552 2101 451 451 2104. PROGRESSIVE CORP OHIO 2016-05-04 2019-02-04 137495 69141 68354 68354 70. ADVANCED ENERGY INDS INC 2018-04-20 2019-02-05 3494 4297 -803 -803 100. JELD-WEN HOLDING INC 2018-02-28 2019-02-05 1750 2939 -1189 -1189 100. JELD-WEN HOLDING INC 2017-01-27 2019-02-05 1750 2555 -805 -805 300. VISHAY INTERTECHNOLOGY INC COM 2019-02-05 6421 3560 2861 2861 200. AEROJET ROCKETDYNE HLDGS INC 2019-02-06 8049 6782 1267 1267 440. ARLO TECHNOLOGIES INC 2019-02-06 1852 4140 -2288 -2288 1460. ARLO TECHNOLOGIES INC 2019-02-06 6521 12842 -6321 -6321 15000. CBS CORP SR UNSECD CALL 12/01/21 @100 2019-01-15 2019-02-06 15017 14814 203 203 10000. CBS CORP SR UNSECD CALL 12/01/21 @100 2019-01-14 2019-02-06 10009 9872 137 137 75000. CVS HEALTH CORP UNSC 2018-12-17 2019-02-06 75275 74557 718 718 125. HNI CORP 2011-08-22 2019-02-06 4866 2046 2820 2820 75. IAC / INTERACTIVECORP-W/I EXCH 6/30/2020 2009-09-01 2019-02-06 15460 1385 14075 14075 25. IAC / INTERACTIVECORP-W/I EXCH 6/30/2020 2009-09-01 2019-02-06 5235 462 4773 4773 330. LPL FINANCIAL HOLDINGS INC 2019-02-06 25297 21447 3850 3850 50. LPL FINANCIAL HOLDINGS INC 2018-05-04 2019-02-06 3834 3219 615 615 160. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S 2019-02-06 53115 50479 2636 2636 38. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S 2019-02-06 12615 7625 4990 4990 127. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S 2019-02-06 42162 32703 9459 9459 85000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-01-09 2019-02-06 84997 84768 229 229 200. VISHAY INTERTECHNOLOGY INC COM 2015-11-20 2019-02-06 4405 2370 2035 2035 200. WADDELL & REED FINL INC CL A 2017-10-24 2019-02-06 3398 3995 -597 -597 500. ARLO TECHNOLOGIES INC 2019-02-07 1846 4266 -2420 -2420 40000. ENTERPRISE PRODUCTS OPER CALL 08/01/2048 COGT 2018-10-03 2019-02-07 41408 39756 1652 1652 25. HNI CORP 2011-08-22 2019-02-07 963 409 554 554 210. MONOLITHIC POWER SYSTEMS INC 2019-02-07 27783 24578 3205 3205 300. MUELLER INDUSTRIES INC 2019-02-07 9305 8390 915 915 55000. NETFLIX INC SER 144A UNSEC 2017-10-23 2019-02-07 53059 55000 -1941 -1941 1584. PRICE T ROWE GROUP INC COM 2017-08-30 2019-02-07 148174 132948 15226 15226 35000. SOUTHWESTERN ENERGY CO CALL 10/23/2024 @ 100.000 UNSC 2018-10-17 2019-02-07 34256 34300 -44 -44 55000. T-MOBILE USA INC CALL 02/01/2021 COGT 2018-02-09 2019-02-07 53488 53831 -343 -343 200. WADDELL & REED FINL INC CL A 2017-10-24 2019-02-07 3507 3995 -488 -488 40000. WESTPAC BKG CORP 144A SUB NT ISIN US96122UAA25 2017-09-12 2019-02-07 35050 40000 -4950 -4950 225. EISAI LTD SPONSORED ADR 2018-10-19 2019-02-08 17208 21596 -4388 -4388 100. MONOLITHIC POWER SYSTEMS INC 2019-02-08 13115 11565 1550 1550 10000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-01-29 2019-02-08 9728 9689 39 39 30000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-01-22 2019-02-08 29184 28989 195 195 595. ASTRAZENECA PLC SPONS ADR 2019-02-11 21836 23662 -1826 -1826 196. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD14 2018-11-26 2019-02-11 13260 12859 401 401 374. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD14 2014-04-04 2019-02-11 25301 12195 13106 13106 660. GLAXO WELLCOME PLC SPONSORED ADR 2011-04-15 2019-02-11 26579 27208 -629 -629 70. MONOLITHIC POWER SYSTEMS INC 2018-10-15 2019-02-11 9106 8031 1075 1075 100. MONOLITHIC POWER SYSTEMS INC 2018-10-15 2019-02-11 13001 11473 1528 1528 298. NOVARTIS AG SPONSORED ADR 2012-08-30 2019-02-11 26341 17540 8801 8801 588. NOVO NORDISK A S ADR 2011-02-25 2019-02-11 28618 14536 14082 14082 499. NOVO NORDISK A S ADR 2018-11-26 2019-02-11 24286 22933 1353 1353 463. SANOFI SPONSORED ADR 2011-02-24 2019-02-11 19622 15751 3871 3871 300. ARLO TECHNOLOGIES INC 2016-05-04 2019-02-12 1101 2502 -1401 -1401 30. MONOLITHIC POWER SYSTEMS INC 2018-10-15 2019-02-12 3888 3442 446 446 50. MONOLITHIC POWER SYSTEMS INC 2018-10-15 2019-02-12 6550 5736 814 814 50. OMNICELL INC 2010-06-09 2019-02-12 3912 595 3317 3317 1360. TOTAL SYSTEMS SERVICES INC MERGED 09/17/2019 2017-07-07 2019-02-12 124578 79931 44647 44647 50. UNIVERSAL DISPLAY CORP 2018-05-23 2019-02-12 5798 4820 978 978 215000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2019-02-12 2019-02-12 215000 215000 260. MONOLITHIC POWER SYSTEMS INC 2019-02-13 34706 29391 5315 5315 85000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-01-31 2019-02-13 84326 84273 53 53 160. ZOGENIX INC 2019-02-14 7507 7266 241 241 60. ZOGENIX INC 2018-11-02 2019-02-14 2818 2681 137 137 500. ASPEN INSURANCE HOLDINGS LTD MERGED 2/15/19 @ $42.75 P/S 2019-02-14 21352 12280 9072 9072 1123.55 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-02-15 1124 1124 200. FIRST COMMUNITY BANKSHARES INC 2013-07-18 2019-02-15 7094 3429 3665 3665 6080.53 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A2 2017-10-24 2019-02-15 6081 6080 1 1 1128.64 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2019-02-15 1129 1129 9351.13 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A3 2017-03-22 2019-02-15 9351 9350 1 1 5980.86 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2019-02-15 5981 5981 40. ZOGENIX INC 2018-11-02 2019-02-15 1878 1788 90 90 320. ZOGENIX INC 2019-02-15 15048 13507 1541 1541 700. JELD-WEN HOLDING INC 2017-01-27 2019-02-19 15201 17886 -2685 -2685 155000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-02-19 152427 149874 2553 2553 420. 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AUTOMATIC DATA PROCESSING INC 2018-05-29 2019-02-21 7084 6084 1000 1000 5. AUTOZONE INC 2018-09-21 2019-02-21 4542 3837 705 705 70. AVNET INC 2019-01-18 2019-02-21 3125 2998 127 127 120. BANK OF AMERICA CORP 2019-01-30 2019-02-21 3493 3534 -41 -41 80. BAXTER INTERNATIONAL INC 2018-05-31 2019-02-21 5907 5721 186 186 185. BERKSHIRE HATHAWAY INC CLASS B 2016-05-04 2019-02-21 38064 26661 11403 11403 100. BERRY GLOBAL GROUP INC 2018-11-12 2019-02-21 5235 4637 598 598 20. BIO RAD LABORATORIES INC CLASS A 2018-09-28 2019-02-21 5458 6261 -803 -803 14. BIOGEN INC 2016-05-17 2019-02-21 4520 3399 1121 1121 40. BLACKROCK INC 2016-05-04 2019-02-21 17454 14129 3325 3325 30. BLUEPRINT MEDICINES CORP 2018-06-20 2019-02-21 2227 2086 141 141 30. BOEING CO 2017-11-27 2019-02-21 12562 7996 4566 4566 79. BOOZ ALLEN HAMILTON HOLDING 2018-12-12 2019-02-21 4238 3948 290 290 30. BRIGHT HORIZONS FAMILY SOLUT 2013-02-04 2019-02-21 3693 839 2854 2854 185. 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DOLLAR GENERAL CORP 2018-11-14 2019-02-21 5561 5497 64 64 250. DOLLAR TREE INC 2016-05-04 2019-02-21 24641 20128 4513 4513 63. E*TRADE FINANCIAL CORP MERGED 10/02/20 2018-07-11 2019-02-21 3021 3862 -841 -841 200. 8X8 INC 2018-12-12 2019-02-21 3924 3951 -27 -27 90. ELDORADO RESORTS INC NAME CHG 07/21/20 2016-11-28 2019-02-21 4235 1188 3047 3047 100. ENTEGRIS, INC 2009-07-01 2019-02-21 3586 294 3292 3292 70. EVOLENT HEALTH INC - A 2019-02-21 1011 1820 -809 -809 73. FACEBOOK INC 2016-02-01 2019-02-21 11710 8405 3305 3305 20. FAIR ISAAC & COMP INC COM 2018-12-04 2019-02-21 4863 4022 841 841 140. FATE THERAPEUTICS INC 2018-11-07 2019-02-21 1953 2188 -235 -235 100. FEDEX CORPORATION 2019-02-04 2019-02-21 18187 18134 53 53 100. FIRST COMMUNITY BANKSHARES INC 2013-07-10 2019-02-21 3599 1650 1949 1949 41. FIVE BELOW 2018-11-14 2019-02-21 5295 5091 204 204 30. FIVE BELOW 2019-01-22 2019-02-21 3884 3682 202 202 90. FLOWSERVE CORP COM 2018-11-12 2019-02-21 4195 4482 -287 -287 80. 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INPHI CORP 2018-09-28 2019-02-21 2969 2660 309 309 100. INTEGRA LIFESCIENCES HLDG CORP 2018-09-28 2019-02-21 5565 6591 -1026 -1026 114. INTEL CORP 2016-02-01 2019-02-21 5850 3517 2333 2333 29. INTERNATIONAL FLAVORS & FRAGRANCES INC 2019-01-22 2019-02-21 3730 4027 -297 -297 110. INTERSECT ENT INC 2018-04-10 2019-02-21 3770 4163 -393 -393 17. INTUIT SOFTWARE 2019-02-12 2019-02-21 3984 3852 132 132 7. INTUITIVE SURGICAL INC 2018-02-14 2019-02-21 3818 2825 993 993 270. IRONWOOD PHARMACEUTICALS INC 2019-02-21 3860 5359 -1499 -1499 100. JELD-WEN HOLDING INC 2017-01-27 2019-02-21 2157 2555 -398 -398 50. KAISER ALUMINUM CORP 2015-11-19 2019-02-21 5505 4125 1380 1380 70. KEMPER CORP 2019-02-21 5747 5443 304 304 70. KOHLS CORP COM 2018-11-14 2019-02-21 4567 5689 -1122 -1122 70. LPL FINANCIAL HOLDINGS INC 2018-05-04 2019-02-21 5426 4506 920 920 100. LAKELAND BANCORP INC 2015-11-19 2019-02-21 1686 1203 483 483 63. LAMB WESTON HOLDING INC-W/I 2018-10-25 2019-02-21 4436 4903 -467 -467 43. 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SMARTSHEET INC 2019-01-29 2019-02-21 2998 2376 622 622 280. SOUTHWEST AIRLINES COM 2017-01-20 2019-02-21 15239 14279 960 960 100. STAG INDUSTRIES INC 2019-01-16 2019-02-21 2826 2647 179 179 200. SUMMIT HOTEL PROPERTIES INC REITS 2019-02-21 2334 3177 -843 -843 170. SUMMIT MATERIALS INC -CL A 2017-06-29 2019-02-21 2980 4770 -1790 -1790 40. TABLEAU SOFTWARE INC-CL A MERGED 8/1/2019 2018-11-12 2019-02-21 5149 4467 682 682 20. TELEDYNE TECHNOLOGIES INC 2018-10-01 2019-02-21 4685 4938 -253 -253 60. TOPBUILD CORP 2019-02-21 3411 3276 135 135 40. TOTAL SYSTEMS SERVICES INC MERGED 09/17/2019 2017-07-07 2019-02-21 3730 2351 1379 1379 60. TREX INC COM 2019-02-15 2019-02-21 4538 4594 -56 -56 15. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S 2017-11-17 2019-02-21 4986 2970 2016 2016 200. ULTRA CLEAN HOLDINGS 2017-12-08 2019-02-21 2492 4280 -1788 -1788 200. UNITED FINANCIAL BANCORP INC MERGED 11/01/19 2015-11-19 2019-02-21 3204 2726 478 478 23. 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CENTENNIAL RESOURCE DEVELO-A 2018-04-19 2019-02-22 7834 11941 -4107 -4107 110. CORREVIO PHARMA CORP SEDOL BD0M8C4 2019-02-22 350 997 -647 -647 120. CORREVIO PHARMA CORP SEDOL BD0M8C4 2015-03-17 2019-02-22 379 1086 -707 -707 60. HFF INC CLASS A 2019-02-22 2704 2087 617 617 130. HFF INC CLASS A 2018-06-13 2019-02-22 5888 4519 1369 1369 200. HFF INC CLASS A 2019-02-22 9104 6943 2161 2161 65000. VEREIT OPERATING PARTNER CALL 05/15/2027 COGT 2017-08-08 2019-02-22 62385 64565 -2180 -2180 25000. VEREIT OPERATING PARTNER CALL 05/15/2027 COGT 2018-06-13 2019-02-22 23994 23206 788 788 250. HFF INC CLASS A 2019-02-25 11152 8650 2502 2502 60. SMARTSHEET INC 2019-01-29 2019-02-25 2243 1782 461 461 210. SMARTSHEET INC 2019-01-29 2019-02-25 7857 6236 1621 1621 170. SMARTSHEET INC 2019-02-25 6372 5039 1333 1333 130. SMARTSHEET INC 2019-02-25 4866 3568 1298 1298 110. SMARTSHEET INC 2018-11-14 2019-02-25 4132 2895 1237 1237 60. SMARTSHEET INC 2018-11-14 2019-02-25 2248 1579 669 669 60. 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HFF INC CLASS A 2018-07-17 2019-02-27 1333 1035 298 298 70. HFF INC CLASS A 2019-02-27 3119 2411 708 708 165. HEIDRICK & STRUGGLES (IPO) 2016-05-03 2019-02-27 7076 3099 3977 3977 1. DFC GLOBAL CORP 23324T107 2001-01-01 2019-02-27 2399 25 2374 2374 900. TIVO CORP MERGED 6/1/2020 2015-11-19 2019-02-27 9001 19881 -10880 -10880 150. ULTRA CLEAN HOLDINGS 2018-01-31 2019-02-27 1651 3150 -1499 -1499 120. ULTRA CLEAN HOLDINGS 2019-02-27 1328 2516 -1188 -1188 230000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-02-27 228293 227884 409 409 145000. USA TREASURY NOTES 01.625% DUE 06/30/2019 2018-12-28 2019-02-27 144587 144354 233 233 30. ZOGENIX INC 2018-10-15 2019-02-27 1569 1238 331 331 500. ZOGENIX INC 2019-02-27 26155 20573 5582 5582 140. CANTEL MEDICAL CORP 2019-02-28 10431 13585 -3154 -3154 300. CANTEL MEDICAL CORP 2019-02-28 22700 29095 -6395 -6395 360. CANTEL MEDICAL CORP 2019-02-28 26561 31108 -4547 -4547 160. CANTEL MEDICAL CORP 2019-02-28 11805 15452 -3647 -3647 739.99 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2019-02-28 740 788 -48 -48 1996.81 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2019-02-28 1997 2143 -146 -146 2841.21 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2019-02-28 2841 2961 -120 -120 738.15 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2019-02-28 738 765 -27 -27 1347.35 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2019-02-28 1347 1383 -36 -36 3053.52 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2019-02-28 3054 3071 -17 -17 809.31 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2019-02-28 809 841 -32 -32 1716.58 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2019-02-28 1717 1829 -112 -112 1348.73 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2019-02-28 1349 1414 -65 -65 1564.64 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2019-02-28 1565 1624 -59 -59 1318.04 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2019-02-28 1318 1379 -61 -61 1389. FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2019-02-28 1389 1440 -51 -51 825.25 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2019-02-28 825 860 -35 -35 1219.13 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2019-02-28 1219 1259 -40 -40 1567.32 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2019-02-28 1567 1634 -67 -67 764.06 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2019-02-28 764 790 -26 -26 626.47 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2019-02-28 626 666 -40 -40 2246.5 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2019-02-28 2247 2398 -151 -151 1299.41 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2019-02-28 1299 1340 -41 -41 1033.59 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2019-02-28 1034 1071 -37 -37 923.58 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2019-02-28 924 950 -26 -26 2322.94 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2019-02-28 2323 2329 -6 -6 410.56 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2019-02-28 411 425 -14 -14 75.64 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2019-02-28 76 76 26.82 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2019-02-28 27 27 23.29 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2019-02-28 23 23 162.73 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2019-02-28 163 164 -1 -1 76.68 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2019-02-28 77 74 3 3 27.28 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2019-02-28 27 27 271.02 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2019-02-28 271 260 11 11 1643.56 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2019-02-28 1644 1607 37 37 1456.83 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2019-02-28 1457 1488 -31 -31 2338.54 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2019-02-28 2339 2290 49 49 925.04 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2019-02-28 925 941 -16 -16 905.68 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2019-02-28 906 939 -33 -33 506.63 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2019-02-28 507 500 7 7 2229.55 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2019-02-28 2230 2355 -125 -125 527.06 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2019-02-28 527 528 -1 -1 953.5 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2019-02-28 954 989 -35 -35 1069.74 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2019-02-28 1070 1144 -74 -74 990.62 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2019-02-28 991 1015 -24 -24 781.09 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2019-02-28 781 789 -8 -8 1149.81 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2019-02-28 1150 1197 -47 -47 803.97 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2019-02-28 804 844 -40 -40 2320.46 FEDERAL NATL MTG ASSN POOL MA3522 2018-11-07 2019-02-28 2320 2374 -54 -54 3409.53 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2019-02-28 3410 3427 -17 -17 2025.62 FEDERAL NATL MTG ASSN POOL MA3384 2018-10-18 2019-02-28 2026 2029 -3 -3 224.31 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2019-02-28 224 237 -13 -13 396. FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2019-02-28 396 408 -12 -12 656.34 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2019-02-28 656 665 -9 -9 1154.91 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2019-02-28 1155 1247 -92 -92 620.14 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2019-02-28 620 669 -49 -49 190. HFF INC CLASS A 2019-02-28 8644 6530 2114 2114 20. HFF INC CLASS A 2018-06-14 2019-02-28 904 685 219 219 10. HFF INC CLASS A 2018-06-14 2019-02-28 456 343 113 113 100. HFF INC CLASS A 2019-02-28 4516 3425 1091 1091 20. LPL FINANCIAL HOLDINGS INC 2018-02-12 2019-02-28 1511 1264 247 247 190. LPL FINANCIAL HOLDINGS INC 2018-05-04 2019-02-28 14353 12232 2121 2121 60. LPL FINANCIAL HOLDINGS INC 2018-02-12 2019-02-28 4526 3793 733 733 200. UNIVERSAL DISPLAY CORP 2019-02-28 29647 16991 12656 12656 1717.06 PIMCO ABSOLUTE RETURN 2013-09-18 2019-02-28 4529633 4000000 529633 529633 200. CANTEL MEDICAL CORP 2019-03-01 14815 16950 -2135 -2135 70. CANTEL MEDICAL CORP 2019-03-01 5188 5843 -655 -655 30. CANTEL MEDICAL CORP 2018-11-12 2019-03-01 2224 2511 -287 -287 340. HFF INC CLASS A 2019-03-01 15413 11519 3894 3894 130. HFF INC CLASS A 2019-03-01 5902 4368 1534 1534 400. KVH INDS INC 2017-01-13 2019-03-01 4481 4575 -94 -94 100. LPL FINANCIAL HOLDINGS INC 2018-02-12 2019-03-01 7672 6321 1351 1351 170000. 21ST CENTY FOX AMER INC 06.900% DUE 03/01/2019 2019-03-01 170000 170000 1700. CYMABAY THERAPEUTICS INC 2019-03-04 21853 23847 -1994 -1994 160. CYMABAY THERAPEUTICS INC 2018-06-21 2019-03-04 2063 2239 -176 -176 160. CYMABAY THERAPEUTICS INC 2018-06-21 2019-03-04 2063 2239 -176 -176 71. KVH INDS INC 2017-01-17 2019-03-04 792 769 23 23 10. ULTRA CLEAN HOLDINGS 2017-12-13 2019-03-04 110 209 -99 -99 80. ZOGENIX INC 2019-03-04 4296 3280 1016 1016 310. NOVOCURE LTD SEDOL BYSS4X4 2019-03-04 16423 10376 6047 6047 129. KVH INDS INC 2017-01-17 2019-03-05 1382 1398 -16 -16 75000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2019-03-07 2019-03-05 74235 74385 -150 -150 100000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-02-28 2019-03-05 99266 99270 -4 -4 30. ZOGENIX INC 2018-10-11 2019-03-05 1589 1208 381 381 110. NOVOCURE LTD SEDOL BYSS4X4 2019-03-05 5849 3660 2189 2189 155. NUTRI/SYSTEM INC MERGED 3/11/19 @ $38.75 P/S 2013-06-21 2019-03-06 6665 1619 5046 5046 130. NUTRI/SYSTEM INC MERGED 3/11/19 @ $38.75 P/S 2019-03-06 5588 1355 4233 4233 5000. ANHEUSER-BUSCH INBEV WOR COGT 2018-12-14 2019-03-07 5116 5005 111 111 10000. ANHEUSER-BUSCH INBEV WOR COGT 2018-12-14 2019-03-07 10231 10010 221 221 5000. ANHEUSER-BUSCH INBEV WOR COGT 2018-12-14 2019-03-07 5116 5005 111 111 5000. ANHEUSER-BUSCH INBEV WOR COGT 2018-12-14 2019-03-07 5117 5005 112 112 5000. ANHEUSER-BUSCH INBEV WOR COGT 2018-12-14 2019-03-07 5117 5005 112 112 5000. ANHEUSER-BUSCH INBEV WOR COGT 2018-12-14 2019-03-07 5116 5005 111 111 5000. ANHEUSER-BUSCH INBEV WOR COGT 2018-12-14 2019-03-07 5116 5005 111 111 125000. BANK OF NOVA SCOTIA SEDOL ISIN US064159KT26 2018-09-25 2019-03-07 124191 122694 1497 1497 40. DAVE & BUSTER'S ENTERTAINM 2018-10-12 2019-03-07 1872 2451 -579 -579 450. DAVE & BUSTER'S ENTERTAINM 2019-03-07 20985 27184 -6199 -6199 210. INGEVITY CORP 2019-03-07 23605 17490 6115 6115 30. INGEVITY CORP 2018-06-12 2019-03-07 3374 2468 906 906 55. NUTRI/SYSTEM INC MERGED 3/11/19 @ $38.75 P/S 2013-06-20 2019-03-07 2357 559 1798 1798 60. NUTRI/SYSTEM INC MERGED 3/11/19 @ $38.75 P/S 2013-06-20 2019-03-07 2571 610 1961 1961 40. OMNICELL INC 2010-06-08 2019-03-07 3299 466 2833 2833 60. OMNICELL INC 2010-06-08 2019-03-07 4944 699 4245 4245 25000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-01-09 2019-03-07 25041 24932 109 109 230000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-02-27 2019-03-07 230180 229856 324 324 85000. ANHEUSER-BUSCH INBEV WOR COGT 2018-12-14 2019-03-08 86970 85086 1884 1884 120. 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ULTRA CLEAN HOLDINGS 2018-04-02 2019-03-12 1123 2039 -916 -916 20. ULTRA CLEAN HOLDINGS 2018-02-22 2019-03-12 204 371 -167 -167 20. ULTRA CLEAN HOLDINGS 2018-04-02 2019-03-12 202 371 -169 -169 10000. GOLDMAN SACHS GROUP INC SR UNSEC 2018-09-13 2019-03-13 10698 10576 122 122 40000. GOLDMAN SACHS GROUP INC SR UNSEC 2019-03-13 42793 42926 -133 -133 10000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC 2016-09-22 2019-03-13 9817 9990 -173 -173 45000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC 2016-09-22 2019-03-13 44136 44954 -818 -818 10000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC 2016-09-22 2019-03-13 9818 9990 -172 -172 5000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC 2016-09-22 2019-03-13 4906 4995 -89 -89 5000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC 2016-09-22 2019-03-13 4905 4995 -90 -90 660. SMARTSHEET INC 2019-03-13 28023 17033 10990 10990 60. ULTRA CLEAN HOLDINGS 2018-02-22 2019-03-13 598 1109 -511 -511 40. ULTRA CLEAN HOLDINGS 2018-04-02 2019-03-13 398 741 -343 -343 160. ULTRA CLEAN HOLDINGS 2018-02-22 2019-03-13 1596 2958 -1362 -1362 30000. PHILLIPS 66 CALL 05/15/2034 @ 100.000 COGT 2015-05-12 2019-03-14 31340 30086 1254 1254 160. ULTRA CLEAN HOLDINGS 2018-02-22 2019-03-14 1674 2958 -1284 -1284 160. ULTRA CLEAN HOLDINGS 2019-03-14 1644 2957 -1313 -1313 4330.56 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-03-15 4331 4330 1 1 6489.12 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A2 2017-10-24 2019-03-15 6489 6489 977.7 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2019-03-15 978 978 9080.22 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A3 2017-03-22 2019-03-15 9080 9079 1 1 30000. JPMORGAN CHASE & CO CALL 05/07/2021 @ 100.000 UNSC 2017-05-22 2019-03-15 29703 30015 -312 -312 840. NATIONAL VISION HOLDINGS INC 2019-03-15 25158 25115 43 43 600. NATIONAL VISION HOLDINGS INC 2019-03-15 18033 13459 4574 4574 630. NATIONAL VISION HOLDINGS INC 2017-10-26 2019-03-15 18902 13860 5042 5042 5565.8 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2019-03-15 5566 5566 80. ULTRA CLEAN HOLDINGS 2018-02-22 2019-03-15 854 1476 -622 -622 170. ULTRA CLEAN HOLDINGS 2019-03-15 1815 3136 -1321 -1321 740. ULTRA CLEAN HOLDINGS 2019-03-15 7736 12322 -4586 -4586 50000. CBS CORP SER WI CALL 05/01/2023 2019-03-19 49039 48292 747 747 130. SMARTSHEET INC 2018-11-09 2019-03-19 5695 3301 2394 2394 70. SMARTSHEET INC 2018-11-09 2019-03-19 3070 1778 1292 1292 450. SMARTSHEET INC 2019-03-19 19637 11359 8278 8278 15000. T-MOBILE USA INC CALL 02/01/2021 COGT 2018-05-29 2019-03-19 14983 14034 949 949 10000. T-MOBILE USA INC CALL 02/01/2021 COGT 2018-02-09 2019-03-19 9989 9788 201 201 150. ULTRA CLEAN HOLDINGS 2018-08-31 2019-03-19 1581 2303 -722 -722 50. UNIVERSAL DISPLAY CORP 2018-06-25 2019-03-19 7903 4100 3803 3803 693. WELLCARE HEALTH PLANS, INC. 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BIOGEN INC 2016-05-17 2019-03-25 96951 108298 -11347 -11347 50. TIER REIT INC 2019-03-22 2019-03-25 1390 1300 90 90 650. TIER REIT INC 2019-03-22 2019-03-25 17897 16903 994 994 720. TIER REIT INC 2019-03-22 2019-03-25 19591 18723 868 868 160. TIER REIT INC 2019-03-22 2019-03-25 4357 4161 196 196 70. TIER REIT INC 2019-03-25 1947 1819 128 128 640. TIER REIT INC 2019-03-25 17425 16519 906 906 60. ULTRA CLEAN HOLDINGS 2018-09-06 2019-03-25 643 837 -194 -194 190. ACACIA COMMUNICATIONS INC 2019-03-26 10621 6687 3934 3934 490. TIER REIT INC 2019-03-26 13541 12399 1142 1142 510. TIER REIT INC 2019-03-26 14191 12760 1431 1431 510. TIER REIT INC 2019-03-26 14118 12725 1393 1393 130. TIER REIT INC 2019-03-15 2019-03-26 3618 3240 378 378 350. ULTRA CLEAN HOLDINGS 2019-03-26 3693 4860 -1167 -1167 .5 KLA TENCOR CORP 2019-03-21 2019-03-27 59 55 4 4 480. TIER REIT INC 2019-03-27 13438 11924 1514 1514 160. TIER REIT INC 2019-03-27 4466 3907 559 559 320. ULTRA CLEAN HOLDINGS 2019-03-27 3296 4295 -999 -999 410. ULTRA CLEAN HOLDINGS 2019-03-28 4232 4628 -396 -396 120000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-03-28 119278 118916 362 362 400. ULTRA CLEAN HOLDINGS 2019-03-29 4168 4370 -202 -202 35000. YAMANA GOLD INC SEDOL BSTLP82 ISIN US98462YAB65 2018-01-30 2019-03-29 35975 36334 -359 -359 256.62 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2019-03-31 257 273 -16 -16 643.31 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2019-03-31 643 690 -47 -47 2854.88 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2019-03-31 2855 2975 -120 -120 879.49 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2019-03-31 879 911 -32 -32 2367.89 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2019-03-31 2368 2430 -62 -62 3578.6 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2019-03-31 3579 3599 -20 -20 458.5 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2019-03-31 459 476 -17 -17 1663.7 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2019-03-31 1664 1772 -108 -108 902.39 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2019-03-31 902 946 -44 -44 1824.46 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2019-03-31 1824 1893 -69 -69 409.49 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2019-03-31 409 428 -19 -19 3395.42 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2019-03-31 3395 3518 -123 -123 295.02 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2019-03-31 295 307 -12 -12 1464.2 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2019-03-31 1464 1512 -48 -48 428.19 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2019-03-31 428 446 -18 -18 636.27 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2019-03-31 636 658 -22 -22 1024.73 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2019-03-31 1025 1089 -64 -64 1554.04 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2019-03-31 1554 1659 -105 -105 1287.94 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2019-03-31 1288 1328 -40 -40 538.8 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2019-03-31 539 558 -19 -19 1102.67 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2019-03-31 1103 1135 -32 -32 3304.27 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2019-03-31 3304 3313 -9 -9 1268.18 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2019-03-31 1268 1313 -45 -45 65.2 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2019-03-31 65 66 -1 -1 108.39 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2019-03-31 108 110 -2 -2 22.09 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2019-03-31 22 22 149.88 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2019-03-31 150 151 -1 -1 73.24 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2019-03-31 73 71 2 2 18.3 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2019-03-31 18 18 1464.67 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2019-03-31 1465 1407 58 58 2177.78 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2019-03-31 2178 2129 49 49 2522.57 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2019-03-31 2523 2577 -54 -54 1855.07 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2019-03-31 1855 1817 38 38 2542.48 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2019-03-31 2542 2587 -45 -45 897.41 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2019-03-31 897 930 -33 -33 858.17 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2019-03-31 858 847 11 11 1104.17 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2019-03-31 1104 1166 -62 -62 499.81 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2019-03-31 500 501 -1 -1 1049.44 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2019-03-31 1049 1088 -39 -39 550.86 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2019-03-31 551 589 -38 -38 874.88 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2019-03-31 875 897 -22 -22 841.46 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2019-03-31 841 849 -8 -8 1512.02 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2019-03-31 1512 1574 -62 -62 1388.77 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2019-03-31 1389 1457 -68 -68 3824.15 FEDERAL NATL MTG ASSN POOL MA3522 2018-11-07 2019-03-31 3824 3912 -88 -88 4198.95 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2019-03-31 4199 4220 -21 -21 2078.42 FEDERAL NATL MTG ASSN POOL MA3210 2019-03-07 2019-03-31 2078 2087 -9 -9 2204.04 FEDERAL NATL MTG ASSN POOL MA3384 2018-10-18 2019-03-31 2204 2207 -3 -3 1910.95 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2019-03-31 1911 2016 -105 -105 405.32 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2019-03-31 405 417 -12 -12 761.64 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2019-03-31 762 771 -9 -9 1183.86 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2019-03-31 1184 1278 -94 -94 474.23 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2019-03-31 474 512 -38 -38 60. STAG INDUSTRIES INC 2019-01-16 2019-04-01 1786 1588 198 198 330. STAG INDUSTRIES INC 2019-04-01 9745 8669 1076 1076 870. STAG INDUSTRIES INC 2019-04-01 25214 22700 2514 2514 730. STAG INDUSTRIES INC 2019-04-01 21541 18672 2869 2869 550. STAG INDUSTRIES INC 2019-04-01 16272 13937 2335 2335 280. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S 2019-04-01 92362 24411 67951 67951 160. ULTRA CLEAN HOLDINGS 2018-11-07 2019-04-01 1702 1748 -46 -46 290. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2018-10-08 2019-04-01 19399 18303 1096 1096 450. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2019-04-01 30116 28152 1964 1964 340. STAG INDUSTRIES INC 2019-04-02 9981 8578 1403 1403 210. STAG INDUSTRIES INC 2019-04-02 6157 5238 919 919 490. STAG INDUSTRIES INC 2019-04-02 14385 12088 2297 2297 190. STAG INDUSTRIES INC 2019-01-07 2019-04-02 5580 4655 925 925 140. STAG INDUSTRIES INC 2019-01-07 2019-04-02 4119 3430 689 689 64. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S 2012-07-12 2019-04-02 21112 5568 15544 15544 130. ULTRA CLEAN HOLDINGS 2018-11-07 2019-04-02 1408 1420 -12 -12 210. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2019-04-02 14001 12908 1093 1093 30. ACCELERON PHARMA INC 2018-10-29 2019-04-03 1411 1615 -204 -204 20. FAIR ISAAC & COMP INC COM 2019-04-03 5553 4012 1541 1541 60. FAIR ISAAC & COMP INC COM 2018-12-03 2019-04-03 16546 12007 4539 4539 20. FAIR ISAAC & COMP INC COM 2018-12-03 2019-04-03 5538 4002 1536 1536 40. ZOGENIX INC 2018-10-11 2019-04-03 2135 1610 525 525 20. ZOGENIX INC 2018-10-11 2019-04-03 1076 805 271 271 120. ZOGENIX INC 2019-04-03 6359 4780 1579 1579 20. ACCELERON PHARMA INC 2018-10-29 2019-04-04 920 1077 -157 -157 70. ACCELERON PHARMA INC 2018-10-29 2019-04-04 3248 3769 -521 -521 300. ZOGENIX INC 2019-04-04 15359 11912 3447 3447 5000. CVS HEALTH CORP UNSC 2018-12-17 2019-04-05 5035 4970 65 65 5000. CVS HEALTH CORP UNSC 2018-12-17 2019-04-05 5035 4970 65 65 40000. CVS HEALTH CORP UNSC 2018-12-17 2019-04-05 40277 39764 513 513 5000. MORGAN STANLEY UNSC 2016-11-14 2019-04-05 4976 4972 4 4 5000. MORGAN STANLEY UNSC 2016-11-14 2019-04-05 4976 4972 4 4 55000. MORGAN STANLEY UNSC 2019-04-05 54713 54504 209 209 150. ZOGENIX INC 2018-10-11 2019-04-05 7719 5955 1764 1764 50. FOOT LOCKER INC 2019-02-22 2019-04-08 3179 2963 216 216 50. WATTS WATER TECHNOLOGIES INC CLASS A 2015-11-19 2019-04-08 4142 2756 1386 1386 880. ZOGENIX INC 2019-04-08 31558 34698 -3140 -3140 115000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2019-04-09 114465 113973 492 492 50. UNIVERSAL DISPLAY CORP 2014-06-06 2019-04-09 8229 1394 6835 6835 410. ZOGENIX INC 2019-04-09 15538 15868 -330 -330 430. ZOGENIX INC 2019-04-09 16210 16268 -58 -58 10. PAGERDUTY INC 2019-04-11 2019-04-11 383 240 143 143 55000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2019-04-11 54691 54088 603 603 40. ACCELERON PHARMA INC 2018-10-29 2019-04-12 1716 2154 -438 -438 10. ACCELERON PHARMA INC 2018-10-29 2019-04-12 433 538 -105 -105 140000. USA TREASURY NOTES TREASURY INFLATION PROTECT SECS 2019-01-09 2019-04-12 142709 138525 4184 4184 .2 ALCON INC SEDOL BJXBP41 2012-08-30 2019-04-12 11 7 4 4 915. BOEING CO 2019-04-15 344084 242537 101547 101547 65000. CITIGROUP INC CALL 11/08/2021 UNSC 2019-04-15 64962 63545 1417 1417 4666.05 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-04-15 4666 4666 6504.47 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A2 2017-10-24 2019-04-15 6504 6504 1041.2 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2019-04-15 1041 1041 9563.51 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A3 2017-03-22 2019-04-15 9564 9563 1 1 50. PIPER SANDLER COMPANIES 2017-08-22 2019-04-15 3747 2790 957 957 100. SELECTED INS GROUP INC 2009-02-06 2019-04-15 6795 1499 5296 5296 5666.79 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2019-04-15 5667 5667 10000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-03-08 2019-04-15 9870 9844 26 26 63000. YAMANA GOLD INC SEDOL BSTLP82 ISIN US98462YAB65 2019-04-16 64927 65305 -378 -378 430. UNITED FINANCIAL BANCORP INC MERGED 11/01/19 2015-11-19 2019-04-17 5889 5861 28 28 70. UNITED FINANCIAL BANCORP INC MERGED 11/01/19 2015-11-19 2019-04-17 1032 954 78 78 60. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-02-26 2019-04-18 7572 6857 715 715 20. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-04-18 2535 2266 269 269 30. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-03-15 2019-04-18 3825 3369 456 456 200. KBR INC 2017-02-09 2019-04-18 4289 3355 934 934 110. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-03-15 2019-04-22 13791 12354 1437 1437 125000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-04-22 122080 121428 652 652 205000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-04-22 200211 197922 2289 2289 560. CYCLERION THERAPEUTICS INC 2019-04-23 8680 16896 -8216 -8216 150. CYCLERION THERAPEUTICS INC 2019-04-23 2325 4406 -2081 -2081 1. ELECTRONIC DATA SYS CORP NEW MERGED 08/26/08 @ $25.00 P/S 2001-01-01 2019-04-23 11 11 11 216. INTUITIVE SURGICAL INC 2019-04-23 107475 87160 20315 20315 1. MERCK & CO XXX-XX-XXXX 2001-01-01 2019-04-23 3871 3871 3871 525. MULTICHOICE GROUP LTD - ADR ADR SEDOL BJLKFN9 2019-03-04 2019-04-23 4562 3474 1088 1088 643. RAYTHEON COMPANY 2019-04-23 120333 76460 43873 43873 45000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-04-23 44989 44760 229 229 215000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-04-23 216310 214567 1743 1743 140. CYCLERION THERAPEUTICS INC 2019-04-24 2185 4080 -1895 -1895 15000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC 2018-10-24 2019-04-24 14403 13349 1054 1054 5000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC 2018-10-24 2019-04-24 4799 4450 349 349 65000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC 2019-04-24 62351 57830 4521 4521 140. NETGEAR INC 2017-11-08 2019-04-24 4925 3885 1040 1040 90. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-04-25 11080 10094 986 986 20. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-03-05 2019-04-25 2510 2239 271 271 5000. CAPITAL ONE FINANCIAL CO CALL 09/30/2024 UNSC 2017-10-26 2019-04-25 4993 4985 8 8 20. CYCLERION THERAPEUTICS INC 2018-05-30 2019-04-25 309 578 -269 -269 70. ENTEGRIS, INC 2009-07-01 2019-04-25 2756 206 2550 2550 130. ENTEGRIS, INC 2009-07-01 2019-04-25 5046 382 4664 4664 115. FAIR ISAAC & COMP INC COM 2019-04-25 32253 22998 9255 9255 250. GULFPORT ENERGY CORP NEW 2015-11-19 2019-04-25 1694 6920 -5226 -5226 150. GULFPORT ENERGY CORP NEW 2015-11-19 2019-04-25 1020 4152 -3132 -3132 200. JELD-WEN HOLDING INC 2017-01-27 2019-04-25 3897 5110 -1213 -1213 60. NETGEAR INC 2017-11-08 2019-04-25 1818 1665 153 153 50. PIPER SANDLER COMPANIES 2017-08-22 2019-04-25 3849 2790 1059 1059 320. ACACIA COMMUNICATIONS INC 2019-04-26 18827 11168 7659 7659 50. ACACIA COMMUNICATIONS INC 2019-04-26 2965 1735 1230 1230 120. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-03-05 2019-04-26 14438 13434 1004 1004 10000. CAPITAL ONE FINANCIAL CO CALL 09/30/2024 UNSC 2017-10-26 2019-04-26 9983 9971 12 12 10000. CAPITAL ONE FINANCIAL CO CALL 09/30/2024 UNSC 2017-10-26 2019-04-26 9975 9971 4 4 100. CYCLERION THERAPEUTICS INC 2019-04-26 1551 2884 -1333 -1333 14.695 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND 2011-10-18 2019-04-26 24438 12998 11440 11440 250. ACACIA COMMUNICATIONS INC 2018-05-22 2019-04-29 14681 8646 6035 6035 300. ACACIA COMMUNICATIONS INC 2019-04-29 17510 10300 7210 7210 45000. COMCAST CORP CALL 04/15/2058 COGT 2018-10-02 2019-04-29 50256 44960 5296 5296 20. CYCLERION THERAPEUTICS INC 2019-04-29 312 574 -262 -262 200. JELD-WEN HOLDING INC 2017-01-27 2019-04-29 4016 5110 -1094 -1094 220. ACACIA COMMUNICATIONS INC 2018-05-22 2019-04-30 12669 7460 5209 5209 20. ACACIA COMMUNICATIONS INC 2018-05-22 2019-04-30 1161 678 483 483 85. CYCLERION THERAPEUTICS INC 2019-04-30 1320 2342 -1022 -1022 100. CYCLERION THERAPEUTICS INC 2018-11-01 2019-04-30 1541 2241 -700 -700 797.17 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2019-04-30 797 849 -52 -52 778.37 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2019-04-30 778 835 -57 -57 1657.46 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2019-04-30 1657 1727 -70 -70 1151.69 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2019-04-30 1152 1193 -41 -41 2697.94 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2019-04-30 2698 2768 -70 -70 3142.6 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2019-04-30 3143 3161 -18 -18 610.54 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2019-04-30 611 634 -23 -23 1150.45 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2019-04-30 1150 1225 -75 -75 737.83 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2019-04-30 738 773 -35 -35 1763.61 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2019-04-30 1764 1830 -66 -66 954.71 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2019-04-30 955 999 -44 -44 1328.02 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2019-04-30 1328 1376 -48 -48 862.6 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2019-04-30 863 898 -35 -35 1661.64 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2019-04-30 1662 1716 -54 -54 2364.43 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2019-04-30 2364 2464 -100 -100 755.06 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2019-04-30 755 780 -25 -25 1738.4 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2019-04-30 1738 1847 -109 -109 1833.19 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2019-04-30 1833 1956 -123 -123 684.05 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2019-04-30 684 706 -22 -22 847.15 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2019-04-30 847 877 -30 -30 1177.37 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2019-04-30 1177 1211 -34 -34 2454.63 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2019-04-30 2455 2461 -6 -6 667.44 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2019-04-30 667 691 -24 -24 121.2 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2019-04-30 121 122 -1 -1 32.49 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2019-04-30 32 33 -1 -1 32.18 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2019-04-30 32 32 1367.61 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2019-04-30 1368 1375 -7 -7 41.19 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2019-04-30 41 40 1 1 20.81 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2019-04-30 21 21 540.62 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2019-04-30 541 519 22 22 1139.39 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2019-04-30 1139 1114 25 25 2873.39 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2019-04-30 2873 2935 -62 -62 2645.33 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2019-04-30 2645 2591 54 54 3766.22 FEDERAL NATL MTG ASSN POOL BM5246 2019-04-23 2019-04-30 3766 3799 -33 -33 3660.07 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2019-04-30 3660 3725 -65 -65 1229.58 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2019-04-30 1230 1275 -45 -45 517.45 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2019-04-30 517 511 6 6 257.29 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2019-04-30 257 272 -15 -15 3017. FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2019-04-30 3017 3025 -8 -8 1036.58 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2019-04-30 1037 1075 -38 -38 482.91 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2019-04-30 483 516 -33 -33 1024.41 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2019-04-30 1024 1050 -26 -26 741.17 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2019-04-30 741 748 -7 -7 2221.68 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2019-04-30 2222 2313 -91 -91 1240.09 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2019-04-30 1240 1301 -61 -61 6090.52 FEDERAL NATL MTG ASSN POOL MA3522 2018-11-07 2019-04-30 6091 6231 -140 -140 4487.83 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2019-04-30 4488 4510 -22 -22 2434.1 FEDERAL NATL MTG ASSN POOL MA3210 2019-03-07 2019-04-30 2434 2444 -10 -10 4026.04 FEDERAL NATL MTG ASSN POOL MA3384 2018-10-18 2019-04-30 4026 4032 -6 -6 1492.53 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2019-04-30 1493 1574 -81 -81 547.27 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2019-04-30 547 563 -16 -16 751.46 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2019-04-30 751 761 -10 -10 1424.55 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2019-04-30 1425 1537 -112 -112 1991.83 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2019-04-30 1992 2149 -157 -157 50. PIPER SANDLER COMPANIES 2015-11-19 2019-04-30 4027 1910 2117 2117 50. SELECTED INS GROUP INC 2009-02-06 2019-04-30 3531 748 2783 2783 10000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2019-02-06 2019-04-30 9973 9905 68 68 100000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-04-30 99035 98431 604 604 10. NOVOCURE LTD SEDOL BYSS4X4 2018-11-29 2019-04-30 454 332 122 122 740. NOVOCURE LTD SEDOL BYSS4X4 2019-04-30 32389 24026 8363 8363 1180. NOVOCURE LTD SEDOL BYSS4X4 2019-04-30 51648 24394 27254 27254 130. ACACIA COMMUNICATIONS INC 2018-05-22 2019-05-01 7798 4408 3390 3390 70. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-03-15 2019-05-01 8810 7832 978 978 40. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-03-15 2019-05-01 4970 4476 494 494 70. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-02-25 2019-05-01 8802 7819 983 983 20. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-02-25 2019-05-01 2502 2234 268 268 30. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-02-25 2019-05-01 3797 3351 446 446 50. SELECTED INS GROUP INC 2009-02-06 2019-05-01 3572 748 2824 2824 90. FLOWSERVE CORP COM 2019-05-02 4227 4312 -85 -85 10. FLOWSERVE CORP COM 2018-05-04 2019-05-02 472 458 14 14 510. FLOWSERVE CORP COM 2019-05-02 24083 24365 -282 -282 200. JELD-WEN HOLDING INC 2017-01-27 2019-05-02 4143 4600 -457 -457 1. AMERICAN INTERNATIONAL GROUP, INC., SECURITIES LITIGATION 2001-01-01 2019-05-02 235 235 235 180. 8X8 INC 2019-05-03 4317 3959 358 358 110. 8X8 INC 2019-04-12 2019-05-03 2646 2419 227 227 390. 8X8 INC 2019-05-03 9424 8481 943 943 80. 8X8 INC 2019-04-11 2019-05-03 1931 1736 195 195 20. ACACIA COMMUNICATIONS INC 2018-05-22 2019-05-06 1138 678 460 460 10. ACACIA COMMUNICATIONS INC 2018-05-22 2019-05-06 569 339 230 230 150. 8X8 INC 2019-05-06 3558 3060 498 498 220. 8X8 INC 2019-05-06 5244 4345 899 899 50. 8X8 INC 2018-12-12 2019-05-06 1191 987 204 204 200. JELD-WEN HOLDING INC 2017-01-27 2019-05-06 4292 4600 -308 -308 50. PIPER SANDLER COMPANIES 2015-11-19 2019-05-06 4088 1910 2178 2178 50. WATTS WATER TECHNOLOGIES INC CLASS A 2015-11-19 2019-05-06 4319 2756 1563 1563 10000. CITIGROUP INC SUB 2019-04-11 2019-05-07 10373 10354 19 19 10000. CITIGROUP INC SUB 2017-12-19 2019-05-07 10373 10444 -71 -71 5000. CITIGROUP INC SUB 2019-04-11 2019-05-07 5184 5177 7 7 400. 8X8 INC 2019-05-07 9502 7883 1619 1619 890. 8X8 INC 2019-05-07 21174 17505 3669 3669 250. 8X8 INC 2019-05-07 5929 4914 1015 1015 10. 8X8 INC 2019-02-12 2019-05-07 238 195 43 43 100. 8X8 INC 2019-02-12 2019-05-07 2377 1954 423 423 370. GREEN DOT CORP CLASS A 2019-05-07 23288 22227 1061 1061 90. GREEN DOT CORP CLASS A 2019-05-07 5667 5341 326 326 300. GULFPORT ENERGY CORP NEW 2015-11-19 2019-05-07 2130 8304 -6174 -6174 200. JELD-WEN HOLDING INC 2017-01-27 2019-05-07 4219 4600 -381 -381 10000. ROYAL CARIBBEAN CRUISES SEDOL ISIN US780153AW20 2017-11-20 2019-05-07 9724 9985 -261 -261 50000. ROYAL CARIBBEAN CRUISES SEDOL ISIN US780153AW20 2019-05-07 48599 49869 -1270 -1270 50. SPECTRUM BRANDS HLDGS INC 2015-11-19 2019-05-07 3127 4757 -1630 -1630 75000. UNITED CONTINENTAL HLDGS COGT 2019-05-07 75728 75186 542 542 200. WADDELL & REED FINL INC CL A 2017-10-27 2019-05-07 3647 3992 -345 -345 200. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-05-08 24065 22177 1888 1888 30. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-02-25 2019-05-08 3612 3312 300 300 50. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-03-14 2019-05-08 6050 5512 538 538 110. KEMPER CORP 2019-05-08 9621 8538 1083 1083 30. KEMPER CORP 2018-11-08 2019-05-08 2611 2326 285 285 40000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2019-05-08 50363 49589 774 774 80000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-05-08 80434 79696 738 738 5000. COMCAST CORP CALL 09/01/2037 UNSC 2018-10-02 2019-05-09 4945 4620 325 325 100. SPECTRUM BRANDS HLDGS INC 2015-11-19 2019-05-09 6549 9513 -2964 -2964 75000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-04-12 2019-05-09 77675 77095 580 580 15000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-05-07 2019-05-09 14721 14711 10 10 5000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-05-07 2019-05-09 4908 4904 4 4 110000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-05-09 108999 106684 2315 2315 10000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2018-10-30 2019-05-09 10104 9802 302 302 20000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2019-03-15 2019-05-09 19839 19770 69 69 15000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-03-28 2019-05-09 15169 15207 -38 -38 1254. AMPHENOL CORP NEW CL A 2018-11-05 2019-05-10 118262 112352 5910 5910 780. INPHI CORP 2019-05-10 39156 29175 9981 9981 70. INPHI CORP 2019-05-10 3485 2596 889 889 160. INPHI CORP 2018-09-19 2019-05-10 8089 5932 2157 2157 60. INPHI CORP 2018-09-19 2019-05-10 3015 2225 790 790 220. RYDER SYSTEM INC 2019-05-10 13104 16715 -3611 -3611 150. RYDER SYSTEM INC 2019-05-10 8941 11236 -2295 -2295 110. RYDER SYSTEM INC 2019-05-10 6617 7882 -1265 -1265 900. TIVO CORP MERGED 6/1/2020 2019-05-10 6757 17745 -10988 -10988 50. CHASE CORP 2019-05-13 4877 4880 -3 -3 70. INPHI CORP 2018-09-19 2019-05-13 3351 2595 756 756 530. INPHI CORP 2019-05-13 25830 19424 6406 6406 60. INPHI CORP 2018-11-05 2019-05-13 2949 2135 814 814 120. INPHI CORP 2018-11-05 2019-05-13 5877 4271 1606 1606 275. TIVO CORP MERGED 6/1/2020 2019-05-13 2008 4994 -2986 -2986 325. TIVO CORP MERGED 6/1/2020 2019-05-13 2373 5858 -3485 -3485 70. INPHI CORP 2019-05-14 3414 2486 928 928 160. INPHI CORP 2019-05-14 7808 5631 2177 2177 330. INPHI CORP 2019-05-14 16265 11466 4799 4799 200. JELD-WEN HOLDING INC 2017-01-27 2019-05-14 4102 4600 -498 -498 1045. LSI INDUSTRIES INC 2019-05-14 3505 9983 -6478 -6478 50. NORTHWESTERN CORPORATION 2015-11-19 2019-05-14 3576 2676 900 900 700. TIVO CORP MERGED 6/1/2020 2019-05-14 5066 11576 -6510 -6510 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2019-04-24 2019-05-14 4988 4957 31 31 5000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2019-03-15 2019-05-14 4963 4943 20 20 2371.56 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2019-05-15 2372 2405 -33 -33 4624.44 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-05-15 4624 4624 6593.03 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A2 2017-10-24 2019-05-15 6593 6593 . FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2000-12-31 2019-05-15 452.41 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2019-05-15 452 8 444 444 8821.85 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A3 2017-03-22 2019-05-15 8822 8821 1 1 60. INPHI CORP 2018-10-10 2019-05-15 3057 1931 1126 1126 500. LSI INDUSTRIES INC 2019-05-15 1679 4710 -3031 -3031 200. TIVO CORP MERGED 6/1/2020 2018-01-19 2019-05-15 1435 2960 -1525 -1525 5438.97 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2019-05-15 5439 5439 20000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2019-05-15 25345 24420 925 925 185000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2019-05-15 234444 227139 7305 7305 25. IAC / INTERACTIVECORP-W/I EXCH 6/30/2020 2009-09-01 2019-05-16 5976 462 5514 5514 255. LSI INDUSTRIES INC 2019-05-16 866 2359 -1493 -1493 100. US CONCRETE INC 2017-04-11 2019-05-16 4871 6282 -1411 -1411 285000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2019-05-16 332548 332034 514 514 80000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-05-15 2019-05-16 79613 79616 -3 -3 50. WATTS WATER TECHNOLOGIES INC CLASS A 2015-11-19 2019-05-16 4161 2756 1405 1405 3569. COCACOLA CO 2019-05-17 176085 154970 21115 21115 274. TIVO CORP MERGED 6/1/2020 2019-05-17 1941 3839 -1898 -1898 1037. VISA INC CLASS A SHARES 2016-05-04 2019-05-17 170136 79668 90468 90468 200. PHYSICIANS REALTY TRUST 2015-11-19 2019-05-20 3679 3116 563 563 55000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-05-07 2019-05-21 54014 53941 73 73 20000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-01-31 2019-05-21 19641 19265 376 376 5000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2019-03-15 2019-05-21 4960 4943 17 17 260. ALARM.COM HOLDINGS INC 2018-09-06 2019-05-22 15848 14370 1478 1478 290. ALARM.COM HOLDINGS INC 2018-09-06 2019-05-22 17656 16028 1628 1628 50. US CONCRETE INC 2017-04-11 2019-05-22 2495 3141 -646 -646 130. ALARM.COM HOLDINGS INC 2018-09-06 2019-05-23 7661 7185 476 476 240. ALARM.COM HOLDINGS INC 2019-05-23 14364 13118 1246 1246 55. COMMUNITY HEALTHCARE TRUST I 2015-11-20 2019-05-23 2086 1014 1072 1072 55. COMMUNITY HEALTHCARE TRUST I 2019-05-23 2086 1009 1077 1077 2153. KOHLS CORP COM 2019-05-23 109982 157483 -47501 -47501 90000. NISSAN AUTO RECEIVABLES OWNER SERIES 2017 C CLASS A3 2017-12-06 2019-05-23 89677 89985 -308 -308 60. ALARM.COM HOLDINGS INC 2019-05-24 3617 3277 340 340 340. ALARM.COM HOLDINGS INC 2018-09-06 2019-05-24 20352 18560 1792 1792 130. COMMUNITY HEALTHCARE TRUST I 2015-08-21 2019-05-24 4932 2331 2601 2601 110. COMMUNITY HEALTHCARE TRUST I 2019-05-24 4175 1963 2212 2212 610. TEVA PHARMA INDS ADR 1 ADR REPRESENTS 10 SHS 2018-11-19 2019-05-24 6623 13346 -6723 -6723 5800. TEVA PHARMA INDS ADR 1 ADR REPRESENTS 10 SHS 2018-02-16 2019-05-24 62977 121280 -58303 -58303 50. CHASE CORP 2019-03-21 2019-05-28 5123 4335 788 788 1956. LAMB WESTON HOLDING INC-W/I 2019-05-28 119877 146048 -26171 -26171 140. MEDICINES COMPANY MERGED 01/06/2020 2019-05-28 4866 7267 -2401 -2401 10. MEDICINES COMPANY MERGED 01/06/2020 2017-04-07 2019-05-28 349 509 -160 -160 50. WATTS WATER TECHNOLOGIES INC CLASS A 2015-11-19 2019-05-28 4075 2756 1319 1319 510. GREEN DOT CORP CLASS A 2019-05-29 24026 29833 -5807 -5807 80. GREEN DOT CORP CLASS A 2019-03-11 2019-05-29 3768 4667 -899 -899 80. GREEN DOT CORP CLASS A 2019-03-11 2019-05-29 3761 4667 -906 -906 50. MEDICINES COMPANY MERGED 01/06/2020 2017-04-07 2019-05-29 1718 2544 -826 -826 110. MEDICINES COMPANY MERGED 01/06/2020 2017-04-07 2019-05-29 3810 5597 -1787 -1787 20. MEDICINES COMPANY MERGED 01/06/2020 2017-04-07 2019-05-29 694 1018 -324 -324 200. KBR INC 2017-02-09 2019-05-30 4486 3355 1131 1131 40. MEDICINES COMPANY MERGED 01/06/2020 2017-04-07 2019-05-30 1398 2035 -637 -637 60000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-05-23 2019-05-30 59742 59730 12 12 200. BERKSHIRE HILLS BANCORP INC 2019-05-31 5831 6692 -861 -861 2184.25 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2019-05-31 2184 2325 -141 -141 1767.66 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2019-05-31 1768 1896 -128 -128 1362.15 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2019-05-31 1362 1419 -57 -57 1028.29 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2019-05-31 1028 1065 -37 -37 5991.51 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2019-05-31 5992 6147 -155 -155 4134.48 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2019-05-31 4134 4158 -24 -24 955.32 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2019-05-31 955 992 -37 -37 2285.27 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2019-05-31 2285 2434 -149 -149 1090.64 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2019-05-31 1091 1142 -51 -51 1570.86 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2019-05-31 1571 1629 -58 -58 1245.95 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2019-05-31 1246 1303 -57 -57 1387.43 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2019-05-31 1387 1437 -50 -50 1133.97 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2019-05-31 1134 1181 -47 -47 2237.9 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2019-05-31 2238 2310 -72 -72 420.29 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2019-05-31 420 438 -18 -18 585.26 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2019-05-31 585 605 -20 -20 1330.63 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2019-05-31 1331 1413 -82 -82 2415.31 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2019-05-31 2415 2577 -162 -162 1148.46 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2019-05-31 1148 1184 -36 -36 1346.86 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2019-05-31 1347 1395 -48 -48 1346.73 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2019-05-31 1347 1386 -39 -39 2283.15 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2019-05-31 2283 2289 -6 -6 1666.44 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2019-05-31 1666 1725 -59 -59 51.28 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2019-05-31 51 52 -1 -1 25.47 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2019-05-31 25 26 -1 -1 39.35 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2019-05-31 39 40 -1 -1 148.59 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2019-05-31 149 149 82.99 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2019-05-31 83 80 3 3 18.12 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2019-05-31 18 18 278.78 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2019-05-31 279 268 11 11 1762.77 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2019-05-31 1763 1723 40 40 2472.73 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2019-05-31 2473 2526 -53 -53 2265. FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2019-05-31 2265 2218 47 47 3538.22 FEDERAL NATL MTG ASSN POOL BM5246 2019-04-23 2019-05-31 3538 3569 -31 -31 1035.99 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2019-05-31 1036 1054 -18 -18 1170.7 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2019-05-31 1171 1213 -42 -42 299.16 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2019-05-31 299 295 4 4 257.42 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2019-05-31 257 272 -15 -15 3108.93 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2019-05-31 3109 3117 -8 -8 1566.96 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2019-05-31 1567 1625 -58 -58 1083.53 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2019-05-31 1084 1158 -74 -74 771.08 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2019-05-31 771 790 -19 -19 895.5 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2019-05-31 896 904 -8 -8 1576. FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2019-05-31 1576 1641 -65 -65 2053.31 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2019-05-31 2053 2155 -102 -102 6676.1 FEDERAL NATL MTG ASSN POOL MA3522 2018-11-07 2019-05-31 6676 6830 -154 -154 4491.75 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2019-05-31 4492 4514 -22 -22 2990.26 FEDERAL NATL MTG ASSN POOL MA3210 2019-03-07 2019-05-31 2990 3003 -13 -13 4214.43 FEDERAL NATL MTG ASSN POOL MA3384 2018-10-18 2019-05-31 4214 4221 -7 -7 2644.73 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2019-05-31 2645 2789 -144 -144 406.7 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2019-05-31 407 419 -12 -12 854.74 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2019-05-31 855 866 -11 -11 1508.01 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2019-05-31 1508 1627 -119 -119 493.03 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2019-05-31 493 532 -39 -39 50. OSHKOSH CORPORATION CLASS B 2013-01-23 2019-05-31 3616 1687 1929 1929 50. WATTS WATER TECHNOLOGIES INC CLASS A 2015-11-19 2019-05-31 4054 2756 1298 1298 100. WILLIAMS SONOMA INC 2017-03-28 2019-05-31 5792 4912 880 880 2453.73 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2019-06-01 2454 2489 -35 -35 20. MEDICINES COMPANY MERGED 01/06/2020 2017-04-07 2019-06-04 736 1018 -282 -282 40. MEDICINES COMPANY MERGED 01/06/2020 2017-04-07 2019-06-04 1479 2035 -556 -556 20. MEDICINES COMPANY MERGED 01/06/2020 2017-04-07 2019-06-04 732 1018 -286 -286 70. MEDICINES COMPANY MERGED 01/06/2020 2017-04-07 2019-06-05 2594 3562 -968 -968 150. NETGEAR INC 2016-04-28 2019-06-05 3851 3941 -90 -90 30000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-01-31 2019-06-05 29818 28897 921 921 35000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-01-31 2019-06-05 34787 33713 1074 1074 170. ACCELERON PHARMA INC 2019-06-06 6638 9148 -2510 -2510 1716. CENTENE CORP 2018-09-21 2019-06-06 92632 123413 -30781 -30781 1200. CENTENNIAL RESOURCE DEVELO-A 2019-06-06 8850 22659 -13809 -13809 70. CENTENNIAL RESOURCE DEVELO-A 2018-04-20 2019-06-06 518 1317 -799 -799 600. GREEN DOT CORP CLASS A 2019-06-06 29107 34964 -5857 -5857 320. GREEN DOT CORP CLASS A 2019-06-06 15527 18516 -2989 -2989 770. PROGRESSIVE CORP OHIO 2019-02-07 2019-06-06 64206 51909 12297 12297 6073. REGIONS FINANCIAL CORP 2018-03-28 2019-06-06 84766 110807 -26041 -26041 278. UNITED TECHNOLOGIES CORP COM 2018-04-27 2019-06-06 36495 33892 2603 2603 232. UNITED TECHNOLOGIES CORP COM 2018-07-11 2019-06-06 30456 29057 1399 1399 1100. WASTE MANAGEMENT INC 2018-03-12 2019-06-06 124114 95460 28654 28654 1980. CENTENNIAL RESOURCE DEVELO-A 2019-06-07 14281 33085 -18804 -18804 1780. CENTENNIAL RESOURCE DEVELO-A 2019-06-07 12838 33459 -20621 -20621 160. CENTENNIAL RESOURCE DEVELO-A 2019-06-07 1163 2644 -1481 -1481 270. GREEN DOT CORP CLASS A 2019-06-07 13484 15447 -1963 -1963 90000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-05-30 2019-06-07 95959 94928 1031 1031 10. APELLIS PHARMACEUTICALS INC 2018-06-20 2019-06-10 215 237 -22 -22 650. CYMABAY THERAPEUTICS INC 2018-06-21 2019-06-10 7340 9094 -1754 -1754 340. CYMABAY THERAPEUTICS INC 2018-06-21 2019-06-10 3828 4757 -929 -929 70. CYMABAY THERAPEUTICS INC 2018-06-21 2019-06-10 798 979 -181 -181 5000. ENTERPRISE PRODUCTS OPER CALL 08/01/2048 COGT 2018-10-03 2019-06-10 5418 4970 448 448 5000. ENTERPRISE PRODUCTS OPER CALL 08/01/2048 COGT 2018-10-03 2019-06-10 5407 4970 437 437 10000. ENTERPRISE PRODUCTS OPER CALL 08/01/2048 COGT 2018-10-03 2019-06-10 10782 9939 843 843 5000. ENTERPRISE PRODUCTS OPER CALL 08/01/2048 COGT 2018-10-03 2019-06-10 5405 4970 435 435 10. TABLEAU SOFTWARE INC-CL A MERGED 8/1/2019 2018-11-12 2019-06-10 1707 1117 590 590 190. TABLEAU SOFTWARE INC-CL A MERGED 8/1/2019 2016-11-09 2019-06-10 32440 8915 23525 23525 630. TABLEAU SOFTWARE INC-CL A MERGED 8/1/2019 2019-06-10 107813 29479 78334 78334 120. CYMABAY THERAPEUTICS INC 2019-06-11 738 1679 -941 -941 1780. CYMABAY THERAPEUTICS INC 2019-06-11 9712 24543 -14831 -14831 1190. CYMABAY THERAPEUTICS INC 2019-06-11 7187 15474 -8287 -8287 1120. CYMABAY THERAPEUTICS INC 2019-06-11 6482 11922 -5440 -5440 500. CYMABAY THERAPEUTICS INC 2019-06-11 2771 4703 -1932 -1932 50. DECKERS OUTDOOR CORP 2017-05-26 2019-06-11 8378 3286 5092 5092 210. APELLIS PHARMACEUTICALS INC 2019-06-12 4476 4949 -473 -473 3140. EVOLENT HEALTH INC - A 2019-06-12 25478 74376 -48898 -48898 890. EVOLENT HEALTH INC - A 2019-06-12 7246 11981 -4735 -4735 320. EVOLENT HEALTH INC - A 2019-02-27 2019-06-12 2627 4290 -1663 -1663 50. OMNICELL INC 2010-08-16 2019-06-12 4182 582 3600 3600 600. STERLING BANCORP 2019-06-12 12088 8635 3453 3453 50. WATTS WATER TECHNOLOGIES INC CLASS A 2015-11-19 2019-06-12 4384 2756 1628 1628 90. APELLIS PHARMACEUTICALS INC 2018-06-26 2019-06-13 1924 2113 -189 -189 10. FAIR ISAAC & COMP INC COM 2019-05-06 2019-06-13 3104 2846 258 258 80. FAIR ISAAC & COMP INC COM 2019-06-13 24899 22373 2526 2526 120. MSA SAFETY INC 2019-06-13 12397 11672 725 725 90. MSA SAFETY INC 2018-06-21 2019-06-13 9297 8666 631 631 20. MSA SAFETY INC 2018-06-04 2019-06-13 2066 1922 144 144 50. MSA SAFETY INC 2019-06-13 5179 4804 375 375 40. APELLIS PHARMACEUTICALS INC 2018-06-26 2019-06-14 855 939 -84 -84 100. APELLIS PHARMACEUTICALS INC 2018-06-26 2019-06-14 2126 2348 -222 -222 50. DECKERS OUTDOOR CORP 2017-05-26 2019-06-14 8721 3286 5435 5435 70000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-06-14 69806 69658 148 148 4523.89 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-06-15 4524 4524 . FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A2 2000-12-31 2019-06-15 6396.38 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A2 2017-10-24 2019-06-15 6396 550 5846 5846 8871.04 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A3 2017-03-22 2019-06-15 8871 8870 1 1 5097.69 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2019-06-15 5098 5097 1 1 170. APELLIS PHARMACEUTICALS INC 2019-06-17 3693 3983 -290 -290 30. MICROSTRATEGY INC CL A 2019-06-17 4241 4438 -197 -197 140. MICROSTRATEGY INC CL A 2019-03-14 2019-06-17 20109 20669 -560 -560 20. MICROSTRATEGY INC CL A 2019-03-14 2019-06-17 2843 2953 -110 -110 10. MICROSTRATEGY INC CL A 2019-03-14 2019-06-17 1440 1476 -36 -36 892. UNITED TECHNOLOGIES CORP COM 2018-04-27 2019-06-17 111073 108746 2327 2327 450. APELLIS PHARMACEUTICALS INC 2019-06-18 9868 10463 -595 -595 20000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-03-28 2019-06-18 20619 20270 349 349 350. APELLIS PHARMACEUTICALS INC 2019-06-19 8340 8064 276 276 40. APELLIS PHARMACEUTICALS INC 2018-06-25 2019-06-19 953 910 43 43 50. SELECTED INS GROUP INC 2011-08-22 2019-06-19 3819 717 3102 3102 50. UNIVERSAL DISPLAY CORP 2014-06-06 2019-06-19 9167 1394 7773 7773 4720. VECTRUS INC-WHEN ISSUED 2014-10-09 2019-06-19 177846 94639 83207 83207 90. APELLIS PHARMACEUTICALS INC 2018-06-25 2019-06-20 2158 2046 112 112 120. APELLIS PHARMACEUTICALS INC 2019-06-20 2891 2715 176 176 50. OMNICELL INC 2010-08-16 2019-06-20 4498 582 3916 3916 50. SELECTED INS GROUP INC 2011-08-22 2019-06-20 3893 717 3176 3176 10000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-03-28 2019-06-20 10356 10135 221 221 50. WATTS WATER TECHNOLOGIES INC CLASS A 2015-11-19 2019-06-20 4505 2756 1749 1749 135000. ABBVIE INC CALL 02/14/2021 @ 100.000 UNSC 2019-06-21 136671 125939 10732 10732 150. APELLIS PHARMACEUTICALS INC 2018-06-27 2019-06-21 3609 3359 250 250 20000. SPIRIT REALTY LP CALL 06/15/2026 COGT 2017-06-30 2019-06-21 20860 19009 1851 1851 50000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-03-28 2019-06-21 51602 50675 927 927 5000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-03-28 2019-06-21 5162 5067 95 95 50. WATTS WATER TECHNOLOGIES INC CLASS A 2015-11-19 2019-06-21 4555 2756 1799 1799 110. APELLIS PHARMACEUTICALS INC 2018-06-27 2019-06-24 2624 2463 161 161 350. THE BANK OF N T BUTTERFIELD SEDOL BD8FF02 2017-03-07 2019-06-24 12554 12086 468 468 150. AEROJET ROCKETDYNE HLDGS INC 2019-06-25 6457 4956 1501 1501 50. APELLIS PHARMACEUTICALS INC 2018-06-27 2019-06-25 1189 1120 69 69 160. APELLIS PHARMACEUTICALS INC 2019-06-25 3867 3546 321 321 100. STIFEL FINL CORP 2015-11-19 2019-06-25 5563 4495 1068 1068 30000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-06-25 29933 29839 94 94 30000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-06-25 29932 29833 99 99 25000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-02-27 2019-06-25 24942 23939 1003 1003 40000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-12-10 2019-06-25 39908 38456 1452 1452 55000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-06-27 2019-06-25 56966 56871 95 95 280. THE BANK OF N T BUTTERFIELD SEDOL BD8FF02 2017-03-07 2019-06-25 9816 9668 148 148 40. THE BANK OF N T BUTTERFIELD SEDOL BD8FF02 2019-06-25 1401 1374 27 27 70. THE BANK OF N T BUTTERFIELD SEDOL BD8FF02 2017-03-06 2019-06-25 2453 2400 53 53 120. THE BANK OF N T BUTTERFIELD SEDOL BD8FF02 2019-06-25 4206 4102 104 104 20. THE BANK OF N T BUTTERFIELD SEDOL BD8FF02 2017-05-12 2019-06-26 700 682 18 18 210000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-06-27 209491 207709 1782 1782 20000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-02-27 2019-06-27 19927 19152 775 775 10. THE BANK OF N T BUTTERFIELD SEDOL BD8FF02 2017-05-12 2019-06-27 350 341 9 9 100. AEROJET ROCKETDYNE HLDGS INC 2017-11-02 2019-06-28 4405 3139 1266 1266 520. CHURCH & DWIGHT INC 2018-08-09 2019-06-28 38116 29032 9084 9084 10000. CITIGROUP INC SUB 2016-03-01 2019-06-28 10772 9786 986 986 40000. CITIGROUP INC SUB 2019-04-11 2019-06-28 43087 41396 1691 1691 895. INTERNATIONAL FLAVORS & FRAGRANCES INC 2019-01-22 2019-06-28 127680 124280 3400 3400 430. PROCTER & GAMBLE CO 2019-03-19 2019-06-28 47448 43727 3721 3721 50. UNIVERSAL DISPLAY CORP 2014-06-06 2019-06-28 9392 1394 7998 7998 50. WILLIAMS SONOMA INC 2017-03-28 2019-06-28 3246 2456 790 790 225.74 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2019-06-30 226 240 -14 -14 393.52 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2019-06-30 394 422 -28 -28 336.15 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2019-06-30 336 350 -14 -14 1458.08 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2019-06-30 1458 1510 -52 -52 1970.89 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2019-06-30 1971 2022 -51 -51 3811.17 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2019-06-30 3811 3833 -22 -22 659.36 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2019-06-30 659 685 -26 -26 1596.64 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2019-06-30 1597 1700 -103 -103 684.9 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2019-06-30 685 717 -32 -32 1664.15 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2019-06-30 1664 1726 -62 -62 1385.91 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2019-06-30 1386 1449 -63 -63 1823.53 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2019-06-30 1824 1888 -64 -64 812.95 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2019-06-30 813 846 -33 -33 1597.27 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2019-06-30 1597 1649 -52 -52 2992.42 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2019-06-30 2992 3118 -126 -126 1190.15 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2019-06-30 1190 1229 -39 -39 2020.22 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2019-06-30 2020 2145 -125 -125 1714.47 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2019-06-30 1714 1829 -115 -115 2025.54 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2019-06-30 2026 2089 -63 -63 254.17 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2019-06-30 254 263 -9 -9 1492.81 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2019-06-30 1493 1536 -43 -43 4736.76 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2019-06-30 4737 4750 -13 -13 1825.56 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2019-06-30 1826 1889 -63 -63 88.61 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2019-06-30 89 89 98.51 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2019-06-30 99 100 -1 -1 22.48 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2019-06-30 22 23 -1 -1 149.3 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2019-06-30 149 150 -1 -1 115.01 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2019-06-30 115 111 4 4 91.32 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2019-06-30 91 91 1167.45 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2019-06-30 1167 1121 46 46 2193.86 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2019-06-30 2194 2145 49 49 5300.14 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2019-06-30 5300 5413 -113 -113 2381.42 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2019-06-30 2381 2332 49 49 2894.69 FEDERAL NATL MTG ASSN POOL BM5246 2019-04-23 2019-06-30 2895 2919 -24 -24 990.19 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2019-06-30 990 1008 -18 -18 1077.17 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2019-06-30 1077 1116 -39 -39 765.25 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2019-06-30 765 756 9 9 1205.42 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2019-06-30 1205 1273 -68 -68 488.89 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2019-06-30 489 490 -1 -1 2177.7 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2019-06-30 2178 2258 -80 -80 866.02 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2019-06-30 866 925 -59 -59 801.03 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2019-06-30 801 821 -20 -20 1161.28 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2019-06-30 1161 1172 -11 -11 1033.26 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2019-06-30 1033 1076 -43 -43 1212.93 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2019-06-30 1213 1273 -60 -60 5318.17 FEDERAL NATL MTG ASSN POOL MA3522 2018-11-07 2019-06-30 5318 5440 -122 -122 3985.17 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2019-06-30 3985 4005 -20 -20 2706.47 FEDERAL NATL MTG ASSN POOL MA3210 2019-03-07 2019-06-30 2706 2718 -12 -12 4003.71 FEDERAL NATL MTG ASSN POOL MA3384 2018-10-18 2019-06-30 4004 4010 -6 -6 1085.25 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2019-06-30 1085 1144 -59 -59 3861.89 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2019-06-30 3862 3975 -113 -113 933.05 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2019-06-30 933 945 -12 -12 1625.98 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2019-06-30 1626 1754 -128 -128 261.75 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2019-06-30 262 282 -20 -20 200. DIME CMNTY BANCORP INC 2015-11-19 2019-07-01 3775 3652 123 123 2534.67 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2019-07-01 2535 2571 -36 -36 110. MICROSTRATEGY INC CL A 2019-07-01 15429 16228 -799 -799 60. MICROSTRATEGY INC CL A 2019-03-13 2019-07-01 8466 8850 -384 -384 200. UNITED FINANCIAL BANCORP INC MERGED 11/01/19 2015-11-19 2019-07-01 2811 2726 85 85 50. WATTS WATER TECHNOLOGIES INC CLASS A 2015-11-19 2019-07-01 4651 2756 1895 1895 50. WILLIAMS SONOMA INC 2017-03-28 2019-07-01 3253 2456 797 797 1126. CARMAX INC 2016-05-04 2019-07-02 97636 57850 39786 39786 1843. DOLLAR TREE INC 2016-05-04 2019-07-02 200230 148383 51847 51847 50. LEIDOS HOLDINGS INC-W/I 2016-07-20 2019-07-02 3990 2452 1538 1538 30. MICROSTRATEGY INC CL A 2019-03-13 2019-07-02 4202 4425 -223 -223 10000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2018-08-30 2019-07-02 13238 12095 1143 1143 100. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2017-06-29 2019-07-02 2781 2692 89 89 70. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2017-06-29 2019-07-02 1936 1885 51 51 770. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2019-07-02 21364 17486 3878 3878 170. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2016-01-20 2019-07-02 4720 3535 1185 1185 50. KLA TENCOR CORP 2019-03-21 2019-07-03 5931 5547 384 384 40. THE BANK OF N T BUTTERFIELD SEDOL BD8FF02 2017-05-12 2019-07-03 1361 1364 -3 -3 120000. HCA INC SR SECURED 2019-07-05 122808 121788 1020 1020 80. THE BANK OF N T BUTTERFIELD SEDOL BD8FF02 2017-05-12 2019-07-05 2729 2727 2 2 100. AEROJET ROCKETDYNE HLDGS INC 2019-07-08 4662 3023 1639 1639 650. AMERICAN EAGLE OUTFITTERS INC 2019-07-08 11159 15005 -3846 -3846 400. AMERICAN EAGLE OUTFITTERS INC 2019-07-08 6867 7584 -717 -717 760. AMERICAN EAGLE OUTFITTERS INC 2018-01-23 2019-07-08 13003 14218 -1215 -1215 160. AMERICAN EAGLE OUTFITTERS INC 2018-01-23 2019-07-08 2757 2993 -236 -236 200. KBR INC 2019-07-08 4987 3075 1912 1912 50. KLA TENCOR CORP 2019-03-21 2019-07-08 5872 5547 325 325 50. LEIDOS HOLDINGS INC-W/I 2017-02-01 2019-07-08 4060 2433 1627 1627 360. ACACIA COMMUNICATIONS INC 2019-07-09 23377 17327 6050 6050 1130. ACACIA COMMUNICATIONS INC 2019-07-09 73731 53710 20021 20021 50. KLA TENCOR CORP 2019-03-21 2019-07-09 5870 5547 323 323 50. LEIDOS HOLDINGS INC-W/I 2017-02-01 2019-07-09 4070 2433 1637 1637 60. MICROSTRATEGY INC CL A 2019-07-09 7433 8847 -1414 -1414 110. MICROSTRATEGY INC CL A 2019-07-09 13854 16137 -2283 -2283 40. MICROSTRATEGY INC CL A 2019-07-09 5025 5800 -775 -775 50. MICROSTRATEGY INC CL A 2019-07-09 6279 7209 -930 -930 5000. TENNECO INC CALL 12/15/2019 @ 102.688 COGT 2017-01-10 2019-07-09 4273 5144 -871 -871 5000. TENNECO INC CALL 12/15/2019 @ 102.688 COGT 2017-01-10 2019-07-09 4288 5144 -856 -856 50000. TENNECO INC CALL 12/15/2019 @ 102.688 COGT 2017-01-10 2019-07-09 43000 51444 -8444 -8444 50. TETRA TECH INC NEW COM 2015-11-19 2019-07-09 4088 1353 2735 2735 2470. THE BANK OF N T BUTTERFIELD SEDOL BD8FF02 2019-07-09 81413 80617 796 796 120. THE BANK OF N T BUTTERFIELD SEDOL BD8FF02 2017-02-23 2019-07-09 4044 3810 234 234 90. BRIGHT HORIZONS FAMILY SOLUT 2019-07-10 13615 2515 11100 11100 50. IAC / INTERACTIVECORP-W/I EXCH 6/30/2020 2009-09-01 2019-07-10 11580 923 10657 10657 50. KLA TENCOR CORP 2019-03-21 2019-07-10 6000 5547 453 453 30. MICROSTRATEGY INC CL A 2019-03-12 2019-07-10 3689 4314 -625 -625 50. MICROSTRATEGY INC CL A 2019-07-10 6198 7170 -972 -972 30. MICROSTRATEGY INC CL A 2019-07-10 3703 4272 -569 -569 50. BRIGHT HORIZONS FAMILY SOLUT 2013-01-31 2019-07-11 7623 1396 6227 6227 50. BRIGHT HORIZONS FAMILY SOLUT 2013-02-05 2019-07-11 7588 1394 6194 6194 20. HAMILTON LANE INC-CLASS A 2019-07-11 1169 936 233 233 50. KLA TENCOR CORP 2019-03-21 2019-07-11 5956 5547 409 409 1. AMERICAN INTERNATIONAL GROUP, INC., SECURITIES LITIGATION 2001-01-01 2019-07-11 269 269 269 1. AMERICAN INTERNATIONAL GROUP, INC., SECURITIES LITIGATION 2001-01-01 2019-07-11 61 61 61 1. BANK OF AMERICA XXX-XX-XXXX 2001-01-01 2019-07-11 1561 1561 1561 1. BANK OF AMERICA XXX-XX-XXXX 2001-01-01 2019-07-11 532 532 532 1. PFIZER INC XXX-XX-XXXX 2001-01-01 2019-07-11 14 14 14 1. RAYONIER INC XXX-XX-XXXX 2001-01-01 2019-07-11 2929 2929 2929 190. ACACIA COMMUNICATIONS INC 2019-07-12 12238 8979 3259 3259 470. APELLIS PHARMACEUTICALS INC 2019-07-12 13179 10106 3073 3073 160. APELLIS PHARMACEUTICALS INC 2018-06-13 2019-07-12 4441 3429 1012 1012 90. FIRST HAWAIIAN INC 2019-04-29 2019-07-12 2310 2490 -180 -180 170. FIRST HAWAIIAN INC 2019-04-29 2019-07-12 4359 4703 -344 -344 30. HAMILTON LANE INC-CLASS A 2019-03-04 2019-07-12 1756 1399 357 357 30. HAMILTON LANE INC-CLASS A 2019-03-04 2019-07-12 1756 1399 357 357 30. HAMILTON LANE INC-CLASS A 2019-07-12 1758 1388 370 370 110. FAIR ISAAC & COMP INC COM 2019-07-15 37774 23099 14675 14675 4033.17 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-07-15 4033 4033 190. HAMILTON LANE INC-CLASS A 2019-07-15 11058 8360 2698 2698 50. HAMILTON LANE INC-CLASS A 2018-11-06 2019-07-15 2921 1943 978 978 25. IAC / INTERACTIVECORP-W/I EXCH 6/30/2020 2009-09-01 2019-07-15 5826 462 5364 5364 8502.11 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A3 2017-03-22 2019-07-15 8502 8501 1 1 100. INTEGRA LIFESCIENCES HLDG CORP 2018-09-28 2019-07-15 5400 6591 -1191 -1191 1233.17 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2019-07-15 1233 11 1222 1222 50. UNIVERSAL DISPLAY CORP 2013-07-10 2019-07-15 10181 1363 8818 8818 60. INTEGRA LIFESCIENCES HLDG CORP 2019-07-16 3199 3954 -755 -755 70. INTEGRA LIFESCIENCES HLDG CORP 2018-09-28 2019-07-16 3725 4612 -887 -887 140. INTEGRA LIFESCIENCES HLDG CORP 2018-09-28 2019-07-16 7460 9225 -1765 -1765 500. LEXINGTON CORPORATION PROPERTIES TRUST 2019-07-16 4804 5038 -234 -234 50. WILLIAMS SONOMA INC 2017-03-28 2019-07-16 3494 2456 1038 1038 180. ACACIA COMMUNICATIONS INC 2019-07-17 11641 8502 3139 3139 140. ACACIA COMMUNICATIONS INC 2018-05-22 2019-07-17 9054 4747 4307 4307 120. INTEGRA LIFESCIENCES HLDG CORP 2018-11-12 2019-07-17 6434 6527 -93 -93 60. INTEGRA LIFESCIENCES HLDG CORP 2017-05-17 2019-07-17 3217 2807 410 410 3131. INTEL CORP 2016-02-01 2019-07-17 154983 96593 58390 58390 367. INTEL CORP 2016-02-01 2019-07-17 18188 11322 6866 6866 55000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2019-06-21 2019-07-17 55980 56112 -132 -132 20000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2019-06-21 2019-07-17 19561 19642 -81 -81 95000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-02-27 2019-07-17 94451 90970 3481 3481 170. ACACIA COMMUNICATIONS INC 2018-05-22 2019-07-18 11009 5764 5245 5245 140. ACACIA COMMUNICATIONS INC 2019-07-18 9068 4743 4325 4325 230. ACACIA COMMUNICATIONS INC 2019-07-18 14897 7761 7136 7136 20. ACACIA COMMUNICATIONS INC 2018-05-25 2019-07-18 1297 674 623 623 10. ACACIA COMMUNICATIONS INC 2018-05-25 2019-07-18 648 337 311 311 70. ACACIA COMMUNICATIONS INC 2019-07-18 4540 2355 2185 2185 50. CUBIC CORP 2018-11-29 2019-07-18 3318 3000 318 318 150. DOUGLAS DYNAMICS INC 2019-07-18 5970 3336 2634 2634 815. GULFPORT ENERGY CORP NEW 2019-07-18 2949 22424 -19475 -19475 285. GULFPORT ENERGY CORP NEW 2019-07-18 1035 7351 -6316 -6316 200. STONERIDGE INC 2019-07-18 6313 2726 3587 3587 50. TETRA TECH INC NEW COM 2015-11-19 2019-07-18 4255 1353 2902 2902 300. TIMKENSTEEL CORP 2019-07-18 2055 4702 -2647 -2647 60000. CITIGROUP INC JR SUB CALL 8/15/2026 @ 100 2019-07-19 67125 60416 6709 6709 125. GULFPORT ENERGY CORP NEW 2017-11-10 2019-07-19 451 1761 -1310 -1310 175. GULFPORT ENERGY CORP NEW 2019-07-19 628 2427 -1799 -1799 25000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-02-27 2019-07-19 24890 23939 951 951 280. ACACIA COMMUNICATIONS INC 2019-07-22 18190 9342 8848 8848 50. ACACIA COMMUNICATIONS INC 2018-05-23 2019-07-22 3249 1648 1601 1601 200. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S 2018-04-04 2019-07-22 4765 4248 517 517 210. MSA SAFETY INC 2018-06-05 2019-07-22 22304 20176 2128 2128 30. MSA SAFETY INC 2018-06-05 2019-07-22 3185 2882 303 303 40. MSA SAFETY INC 2019-07-22 4246 3839 407 407 13.9 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND 2011-10-18 2019-07-22 23771 12295 11476 11476 200. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S 2018-04-05 2019-07-23 4768 4200 568 568 1. RAYONIER INC XXX-XX-XXXX 2001-01-01 2019-07-23 396 396 396 50. UNIVERSAL DISPLAY CORP 2013-07-10 2019-07-23 10478 1363 9115 9115 1405. GULFPORT ENERGY CORP NEW 2019-07-24 5289 18977 -13688 -13688 70. INTEGRA LIFESCIENCES HLDG CORP 2017-05-17 2019-07-24 4332 3275 1057 1057 290. INTEGRA LIFESCIENCES HLDG CORP 2019-07-24 17726 13013 4713 4713 140. INTEGRA LIFESCIENCES HLDG CORP 2017-03-27 2019-07-24 8550 5995 2555 2555 70. INTEGRA LIFESCIENCES HLDG CORP 2019-07-24 4276 2521 1755 1755 200. ORITANI FINL CORP NEW 2014-01-24 2019-07-24 3551 3104 447 447 90000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-07-24 92816 92906 -90 -90 50. WATTS WATER TECHNOLOGIES INC CLASS A 2013-07-19 2019-07-24 4628 2624 2004 2004 4218.12 AURORA OFFSHORE FUND LTD II CLASS A SRS 08/16 ESCROW 2019-02-25 2019-07-24 4472 4472 4472 20. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S 2019-04-05 2019-07-25 477 345 132 132 580. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S 2019-07-25 13821 9853 3968 3968 915. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S 2019-07-25 21804 6452 15352 15352 50. DECKERS OUTDOOR CORP 2017-05-26 2019-07-25 8905 3286 5619 5619 150. ENTEGRIS, INC 2009-07-01 2019-07-25 6429 440 5989 5989 995. GULFPORT ENERGY CORP NEW 2019-07-25 3468 9989 -6521 -6521 200. NETGEAR INC 2016-04-28 2019-07-25 6556 5254 1302 1302 50. OSHKOSH CORPORATION CLASS B 2013-01-23 2019-07-25 4220 1687 2533 2533 50. TETRA TECH INC NEW COM 2015-11-19 2019-07-25 4260 1353 2907 2907 100000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-02-27 2019-07-25 99367 95758 3609 3609 95000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-06-27 2019-07-25 97768 98180 -412 -412 100. VISTEON CORP 2016-08-17 2019-07-25 6879 7051 -172 -172 180. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S 2015-12-14 2019-07-26 4292 1256 3036 3036 505. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S 2019-07-26 12041 3485 8556 8556 65. ENTEGRIS, INC 2009-07-01 2019-07-26 2878 191 2687 2687 35. ENTEGRIS, INC 2009-07-01 2019-07-26 1550 103 1447 1447 200. ORITANI FINL CORP NEW 2019-07-26 3595 2548 1047 1047 50. REGAL BELOIT CORP 2013-12-17 2019-07-26 4015 3527 488 488 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2018-08-30 2019-07-26 19622 18133 1489 1489 90. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S 2015-11-19 2019-07-29 2146 621 1525 1525 210. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S 2015-11-19 2019-07-29 5007 1449 3558 3558 80000. MOTOROLA SOLUTIONS INC CALL 02/23/2029 UNSC 2019-05-09 2019-07-29 84649 79968 4681 4681 40000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-07-29 2019-07-29 42719 42725 -6 -6 450. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S 2015-11-19 2019-07-30 10737 3105 7632 7632 250. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S 2015-11-19 2019-07-30 5962 1725 4237 4237 300. TIMKENSTEEL CORP 2019-07-30 2025 4485 -2460 -2460 45000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-07-30 48078 47994 84 84 270000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-07-30 269441 266460 2981 2981 30. ACCELERON PHARMA INC 2019-07-31 1324 1607 -283 -283 30. AMERICAN EAGLE OUTFITTERS INC 2018-01-23 2019-07-31 532 561 -29 -29 10. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B8 2019-04-03 2019-07-31 1173 1147 26 26 20. AVNET INC 2019-03-29 2019-07-31 924 868 56 56 10. BIO RAD LABORATORIES INC CLASS A 2018-09-28 2019-07-31 3190 3130 60 60 10. BLUEPRINT MEDICINES CORP 2019-05-10 2019-07-31 995 814 181 181 10. BRIGHT HORIZONS FAMILY SOLUT 2013-02-05 2019-07-31 1530 279 1251 1251 20. CATALENT INC 2019-03-26 2019-07-31 1159 816 343 343 1800. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S 2015-11-19 2019-07-31 42986 12420 30566 30566 10. CYRUSONE INC 2019-05-13 2019-07-31 574 600 -26 -26 10. ELDORADO RESORTS INC NAME CHG 07/21/20 2019-06-24 2019-07-31 457 468 -11 -11 226.13 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2019-07-31 226 241 -15 -15 1659.33 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2019-07-31 1659 1779 -120 -120 1576.44 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2019-07-31 1576 1642 -66 -66 1244.73 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2019-07-31 1245 1289 -44 -44 1972.66 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2019-07-31 1973 2023 -50 -50 4022.83 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2019-07-31 4023 4045 -22 -22 455.35 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2019-07-31 455 473 -18 -18 3603.46 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2019-07-31 3603 3837 -234 -234 1230.47 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2019-07-31 1230 1288 -58 -58 1553.38 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2019-07-31 1553 1610 -57 -57 1655.6 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2019-07-31 1656 1731 -75 -75 4007.59 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2019-07-31 4008 4147 -139 -139 1977.13 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2019-07-31 1977 2058 -81 -81 1148.38 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2019-07-31 1148 1185 -37 -37 1411.01 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2019-07-31 1411 1470 -59 -59 287.78 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2019-07-31 288 297 -9 -9 2383.57 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2019-07-31 2384 2531 -147 -147 2640.18 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2019-07-31 2640 2817 -177 -177 1311.7 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2019-07-31 1312 1353 -41 -41 1246.49 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2019-07-31 1246 1291 -45 -45 1521.57 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2019-07-31 1522 1565 -43 -43 2509.99 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2019-07-31 2510 2517 -7 -7 722.31 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2019-07-31 722 747 -25 -25 42.64 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2019-07-31 43 43 100.05 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2019-07-31 100 102 -2 -2 30.64 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2019-07-31 31 31 150.02 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2019-07-31 150 151 -1 -1 49.92 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2019-07-31 50 48 2 2 19.33 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2019-07-31 19 19 1828.52 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2019-07-31 1829 1756 73 73 1140.27 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2019-07-31 1140 1115 25 25 8398.15 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2019-07-31 8398 8577 -179 -179 2302.4 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2019-07-31 2302 2255 47 47 1922.1 FEDERAL NATL MTG ASSN POOL BM5024 2019-07-25 2019-07-31 1922 1943 -21 -21 6528.29 FEDERAL NATL MTG ASSN POOL BM5246 2019-04-23 2019-07-31 6528 6584 -56 -56 441.8 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2019-07-31 442 450 -8 -8 1198.69 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2019-07-31 1199 1242 -43 -43 1165.76 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2019-07-31 1166 1151 15 15 768.93 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2019-07-31 769 812 -43 -43 2208.77 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2019-07-31 2209 2214 -5 -5 4038.51 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2019-07-31 4039 4187 -148 -148 803.32 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2019-07-31 803 858 -55 -55 1031.49 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2019-07-31 1031 1057 -26 -26 1327.8 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2019-07-31 1328 1340 -12 -12 1692.07 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2019-07-31 1692 1761 -69 -69 1413.68 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2019-07-31 1414 1483 -69 -69 7245.74 FEDERAL NATL MTG ASSN POOL MA3522 2018-11-07 2019-07-31 7246 7412 -166 -166 4315.58 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2019-07-31 4316 4337 -21 -21 3947.25 FEDERAL NATL MTG ASSN POOL MA3210 2019-03-07 2019-07-31 3947 3964 -17 -17 7439.08 FEDERAL NATL MTG ASSN POOL MA3384 2018-10-18 2019-07-31 7439 7450 -11 -11 773.25 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2019-07-31 773 815 -42 -42 2293.03 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2019-07-31 2293 2360 -67 -67 874.13 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2019-07-31 874 885 -11 -11 30. FIRST HAWAIIAN INC 2019-04-29 2019-07-31 801 830 -29 -29 10. FLOWSERVE CORP COM 2019-05-20 2019-07-31 511 494 17 17 1108.54 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2019-07-31 1109 1196 -87 -87 522.82 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2019-07-31 523 564 -41 -41 1676. HSBC HLDGS PLC SPONSORED ADR NEW 2019-07-31 67240 72268 -5028 -5028 10. HAMILTON LANE INC-CLASS A 2018-11-06 2019-07-31 590 387 203 203 10. HEICO CORP NEW CL A 2019-01-31 2019-07-31 1069 692 377 377 10. INGEVITY CORP 2018-06-12 2019-07-31 1013 823 190 190 20. INTEGRA LIFESCIENCES HLDG CORP 2016-01-20 2019-07-31 1282 618 664 664 50. IRONWOOD PHARMACEUTICALS INC 2018-07-24 2019-07-31 537 826 -289 -289 20. KEMPER CORP 2018-11-08 2019-07-31 1774 1551 223 223 20. KNOWLES CORP 2019-07-25 2019-07-31 413 397 16 16 10. LINCOLN ELEC HLDGS INC 2018-09-21 2019-07-31 857 976 -119 -119 10. MSA SAFETY INC 2018-06-06 2019-07-31 1061 957 104 104 10. MASIMO CORPORATION 2019-07-15 2019-07-31 1586 1544 42 42 10. MATSON INC W/I 2018-10-04 2019-07-31 419 405 14 14 30. MEDICINES COMPANY MERGED 01/06/2020 2017-04-05 2019-07-31 1101 1504 -403 -403 10. NEXSTAR MEDIA GROUP INC 2015-12-18 2019-07-31 1033 562 471 471 21400. NOMURA HOLDINGS INC SPON ADR 2019-07-31 71372 137310 -65938 -65938 2810. NOMURA HOLDINGS INC SPON ADR 2018-11-26 2019-07-31 9577 12704 -3127 -3127 5725. NOMURA HOLDINGS INC SPON ADR 2017-01-30 2019-07-31 19511 36233 -16722 -16722 30. NUANCE COMMUNICATIONS INC 2018-10-26 2019-07-31 499 506 -7 -7 10. PROOFPOINT INC 2018-08-31 2019-07-31 1271 1192 79 79 20. RUSH ENTERPRISES INC CL A 2018-02-06 2019-07-31 758 977 -219 -219 10. RYDER SYSTEM INC 2016-04-27 2019-07-31 536 710 -174 -174 20. STRATEGIC ED INC 2019-03-04 2019-07-31 3626 2857 769 769 40. SUMMIT MATERIALS INC -CL A 2017-06-29 2019-07-31 732 1122 -390 -390 10. TABLEAU SOFTWARE INC-CL A MERGED 8/1/2019 2016-11-08 2019-07-31 1734 463 1271 1271 10. TELADOC HEALTH INC 2019-03-01 2019-07-31 702 679 23 23 10. TELEDYNE TECHNOLOGIES INC 2018-10-01 2019-07-31 2956 2469 487 487 10. TOPBUILD CORP 2019-03-15 2019-07-31 829 650 179 179 10. TREX INC COM 2019-02-15 2019-07-31 836 766 70 70 65000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-07-30 2019-07-31 64708 64617 91 91 40. VIAVI SOLUTIONS INC -W/I 2018-10-01 2019-07-31 595 483 112 112 10. WNS HOLDINGS LTD ADR 2018-11-13 2019-07-31 638 506 132 132 10. WEX INC 2019-03-21 2019-07-31 2204 1914 290 290 20. WOLVERINE WORLD WIDE INC COM 2019-02-05 2019-07-31 545 708 -163 -163 60. WPX ENERGY INC 2018-09-28 2019-07-31 643 1213 -570 -570 10. ESSENT GROUP LTD SEDOL BFWGXR8 2019-05-10 2019-07-31 467 468 -1 -1 10. ICON PLC SEDOL B94G471 2018-09-28 2019-07-31 1571 1536 35 35 314. ALCON INC SEDOL BJXBP41 2012-08-30 2019-07-31 18415 11227 7188 7188 1429. UBS GROUP AG SEDOL BRJL176 2018-11-26 2019-07-31 16070 19691 -3621 -3621 11041. UBS GROUP AG SEDOL BRJL176 2019-07-31 124163 223595 -99432 -99432 10. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2018-11-12 2019-07-31 753 611 142 142 480. CYRUSONE INC 2019-08-01 29662 28549 1113 1113 2614.35 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2019-08-01 2614 2651 -37 -37 25. IAC / INTERACTIVECORP-W/I EXCH 6/30/2020 2009-09-01 2019-08-01 6101 462 5639 5639 30. SUMMIT MATERIALS INC -CL A 2017-06-29 2019-08-01 563 842 -279 -279 330. SUMMIT MATERIALS INC -CL A 2019-08-01 6474 9236 -2762 -2762 520. SUMMIT MATERIALS INC -CL A 2019-08-01 9927 14403 -4476 -4476 150. SUMMIT MATERIALS INC -CL A 2018-06-18 2019-08-01 2957 4144 -1187 -1187 55000. TOYOTA MOTOR CORP SEDOL ISIN US892331AF60 2019-06-25 2019-08-01 55141 55000 141 141 655. WHITING PETROLEUM CORP 2019-08-01 7464 19319 -11855 -11855 1040. WHITING PETROLEUM CORP 2019-08-01 12544 29052 -16508 -16508 1005. WHITING PETROLEUM CORP 2019-08-01 11910 20209 -8299 -8299 40. AVNET INC 2019-03-29 2019-08-05 1679 1736 -57 -57 30. AVNET INC 2019-03-29 2019-08-05 1261 1302 -41 -41 20. 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DIAMOND BACK ENERGY INC 2018-01-31 2019-08-12 4855 4051 804 804 300. FIRST REPUBLIC BANK/FRAN 2012-12-14 2019-08-12 28066 9626 18440 18440 200. HANMI FINANCIAL CORPORATION 2018-02-01 2019-08-12 3731 6307 -2576 -2576 50. KLA TENCOR CORP 2019-03-21 2019-08-12 6725 5547 1178 1178 200. LEXINGTON CORPORATION PROPERTIES TRUST 2019-08-12 2041 2011 30 30 200. ORITANI FINL CORP NEW 2019-08-12 3395 2513 882 882 35. TIMKENSTEEL CORP 2017-11-22 2019-08-12 211 520 -309 -309 10. TIMKENSTEEL CORP 2017-11-22 2019-08-12 60 148 -88 -88 200. UNITED FINANCIAL BANCORP INC MERGED 11/01/19 2015-11-19 2019-08-12 2564 2726 -162 -162 200. WASHINGTON FEDERAL INC 2015-11-19 2019-08-12 7032 5158 1874 1874 50. WATTS WATER TECHNOLOGIES INC CLASS A 2013-07-12 2019-08-12 4626 2583 2043 2043 420. WOLVERINE WORLD WIDE INC COM 2019-08-12 10568 14856 -4288 -4288 320. AVNET INC 2019-08-13 13285 13126 159 159 300. AVNET INC 2019-08-13 12394 12273 121 121 145. TIMKENSTEEL CORP 2017-11-22 2019-08-13 887 2152 -1265 -1265 110. 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BURLINGTON STORES INC 2015-04-20 2019-08-14 10087 3342 6745 6745 240. CBRE GROUP INC 2018-02-22 2019-08-14 12127 10815 1312 1312 210. CDW CORP/DE 2014-06-20 2019-08-14 23236 6737 16499 16499 220. CSX CORP COM 2018-08-09 2019-08-14 14276 16004 -1728 -1728 1100. CALLON PETE CO DEL REV SPLIT 08/07/20 2019-08-14 4599 9805 -5206 -5206 130. CELANESE CORP 2018-05-16 2019-08-14 14150 14459 -309 -309 140. CHURCH & DWIGHT INC 2018-08-09 2019-08-14 10969 7816 3153 3153 400. CISCO SYS INC COM 2019-07-17 2019-08-14 20392 23003 -2611 -2611 70. CINTAS CORP 2019-04-15 2019-08-14 18184 14584 3600 3600 360. COMCAST CORPORATION CL A 2012-07-23 2019-08-14 15300 5664 9636 9636 80. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2019-08-14 3436 1420 2016 2016 60. COSTCO WHSL CORP NEW COM 2019-03-19 2019-08-14 16282 14200 2082 2082 80. DARDEN RESTAURANTS INC W I 2019-05-23 2019-08-14 9429 9657 -228 -228 100. DIAMOND BACK ENERGY INC 2019-08-14 9738 7987 1751 1751 330. DISCOVERY INC CLASS A 2018-07-03 2019-08-14 9138 9066 72 72 110. DOLLAR GENERAL CORP 2019-08-14 14804 12590 2214 2214 250. E*TRADE FINANCIAL CORP MERGED 10/02/20 2018-07-11 2019-08-14 10150 15325 -5175 -5175 50. EMCOR GROUP INC 2018-11-30 2019-08-14 4092 3621 471 471 80. EPAM SYSTEMS INC 2019-07-17 2019-08-14 14607 15777 -1170 -1170 50. FTI CONSOLTING INC 2016-04-28 2019-08-14 5176 1973 3203 3203 180. FACEBOOK INC 2016-02-01 2019-08-14 32581 20725 11856 11856 100. FIVE BELOW 2019-08-14 10886 12402 -1516 -1516 140. HOME DEPOT INC COM 2011-12-02 2019-08-14 28459 5612 22847 22847 60. HONEYWELL INTL INC 2019-04-23 2019-08-14 9923 10294 -371 -371 50. INTUIT SOFTWARE 2019-03-19 2019-08-14 13522 12773 749 749 100. KLA TENCOR CORP 2019-03-21 2019-08-14 13107 11095 2012 2012 60. LAM RESEARCH CORP 2019-06-06 2019-08-14 11967 10975 992 992 500. LEXINGTON CORPORATION PROPERTIES TRUST 2019-08-14 5115 5023 92 92 100. LILLY ELI & CO 2018-07-10 2019-08-14 11121 8804 2317 2317 30. LOCKHEED MARTIN CORP 2019-06-17 2019-08-14 11118 10446 672 672 80. MASTERCARD INC CL A 2016-11-04 2019-08-14 21496 8295 13201 13201 90. MCDONALDS CORP COM 2017-05-09 2019-08-14 19630 13008 6622 6622 320. MICROSOFT CORP 2018-05-09 2019-08-14 43177 30834 12343 12343 280. MICROSOFT CORP 2019-06-28 2019-08-14 37780 37428 352 352 100. MOTOROLA SOLUTIONS INC 2018-03-12 2019-08-14 17367 10910 6457 6457 150. NETGEAR INC 2019-08-14 4949 3912 1037 1037 70. NORFOLK SOUTHN CORP COM 2018-11-30 2019-08-14 12040 11997 43 43 30. NORTHROP GRUMMAN CORPORATION 2015-07-16 2019-08-14 10904 5092 5812 5812 60000. OCCIDENTAL PETROLEUM COR CALL 06/15/2026 UNSC 2019-08-06 2019-08-14 60250 59959 291 291 125. ORITANI FINL CORP NEW 2011-06-17 2019-08-14 2099 1566 533 533 100. PROCTER & GAMBLE CO 2019-08-14 11642 9558 2084 2084 240. PROGRESSIVE CORP OHIO 2019-02-07 2019-08-14 18267 16180 2087 2087 130. QUEST DIAGNOSTICS INC 2019-06-06 2019-08-14 13057 12846 211 211 60. S&P GLOBAL INC 2016-07-29 2019-08-14 15059 7330 7729 7729 130. SYSCO CORP COM 2019-05-28 2019-08-14 9473 9718 -245 -245 100. TOTAL SYSTEMS SERVICES INC MERGED 09/17/2019 2017-07-07 2019-08-14 12505 5877 6628 6628 60. UNITED RENTALS INC COM 2018-09-21 2019-08-14 6336 10258 -3922 -3922 100. UNITEDHEALTH GROUP INC COM 2016-10-26 2019-08-14 24550 14250 10300 10300 140. VEEVA SYSTEMS INC-CLASS A 2019-04-23 2019-08-14 22019 19176 2843 2843 100. WASTE MANAGEMENT INC 2018-03-12 2019-08-14 11700 8678 3022 3022 250. WOLVERINE WORLD WIDE INC COM 2019-08-14 5983 8448 -2465 -2465 210. WOLVERINE WORLD WIDE INC COM 2019-08-14 5038 7001 -1963 -1963 150. WOLVERINE WORLD WIDE INC COM 2019-08-14 3574 4997 -1423 -1423 90. ZEBRA TECHNOLOGIES CORP CLASS A 2019-06-06 2019-08-14 18069 16280 1789 1789 140. ACCENTURE PLC CLASS A SEDOL B4BNMY3 2019-08-14 26472 25355 1117 1117 120. INGERSOLL-RAND PLC EXCHANGE 3/02/2020 2018-11-30 2019-08-14 13998 12438 1560 1560 200. AVNET INC 2019-08-15 7881 8145 -264 -264 480. AVNET INC 2019-08-15 19120 19482 -362 -362 200. CALLON PETE CO DEL REV SPLIT 08/07/20 2015-11-10 2019-08-15 847 1728 -881 -881 70. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2019-08-15 3000 1243 1757 1757 50. DIAMOND BACK ENERGY INC 2017-07-20 2019-08-15 4807 3989 818 818 4357.85 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-08-15 4358 4358 8502.62 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A3 2017-03-22 2019-08-15 8503 8502 1 1 400. LEXINGTON CORPORATION PROPERTIES TRUST 2019-08-15 4158 4011 147 147 45000. OCCIDENTAL PETROLEUM COR UNSC 2019-08-06 2019-08-15 45311 44952 359 359 75. ORITANI FINL CORP NEW 2011-06-17 2019-08-15 1241 939 302 302 300. TIMKENSTEEL CORP 2019-08-15 1682 4439 -2757 -2757 70. VIAVI SOLUTIONS INC -W/I 2019-08-14 2019-08-15 934 991 -57 -57 60. VIAVI SOLUTIONS INC -W/I 2019-08-14 2019-08-15 819 849 -30 -30 310. VIAVI SOLUTIONS INC -W/I 2019-08-14 2019-08-15 4192 4388 -196 -196 160. VIAVI SOLUTIONS INC -W/I 2019-08-15 2189 2057 132 132 140. WOLVERINE WORLD WIDE INC COM 2019-08-15 3297 4661 -1364 -1364 160. WOLVERINE WORLD WIDE INC COM 2019-08-15 3741 5306 -1565 -1565 660. WOLVERINE WORLD WIDE INC COM 2018-11-20 2019-08-15 15257 21823 -6566 -6566 170. CYRUSONE INC 2019-08-16 12470 9845 2625 2625 220. CYRUSONE INC 2019-03-29 2019-08-16 15495 11573 3922 3922 .49 SALESFORCE.COM 2016-12-21 2019-08-16 71 19 52 52 50000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-08-16 50260 50243 17 17 170. VIAVI SOLUTIONS INC -W/I 2018-10-01 2019-08-16 2388 2052 336 336 490. VIAVI SOLUTIONS INC -W/I 2019-08-16 6794 5656 1138 1138 780. VIAVI SOLUTIONS INC -W/I 2019-08-16 10571 8881 1690 1690 1480. WOLVERINE WORLD WIDE INC COM 2019-08-16 34368 48405 -14037 -14037 360. VIAVI SOLUTIONS INC -W/I 2019-08-19 5120 4091 1029 1029 340. BERRY GLOBAL GROUP INC 2019-08-20 13488 15323 -1835 -1835 10. BERRY GLOBAL GROUP INC 2018-11-12 2019-08-20 397 464 -67 -67 760. BERRY GLOBAL GROUP INC 2019-08-20 30018 26595 3423 3423 210. BERRY GLOBAL GROUP INC 2019-08-20 8316 6895 1421 1421 30000. FEDEX CORP COGT 2019-01-14 2019-08-20 30946 29965 981 981 15000. FEDEX CORP COGT 2019-01-14 2019-08-20 15480 14983 497 497 100. FIRST COMMUNITY BANKSHARES INC 2019-08-20 3317 1650 1667 1667 180. INTEGRA LIFESCIENCES HLDG CORP 2019-08-20 11153 5556 5597 5597 60. INTEGRA LIFESCIENCES HLDG CORP 2015-08-11 2019-08-20 3685 1852 1833 1833 200. ORITANI FINL CORP NEW 2011-06-16 2019-08-20 3419 2493 926 926 50. SELECTED INS GROUP INC 2011-08-22 2019-08-20 3991 717 3274 3274 115000. AMERICAN EXPRESS CREDIT ACCOUN SERIES 2017 6 CLASS A 2017-10-23 2019-08-21 115207 114983 224 224 660. CIT GROUP INC 2019-08-21 27562 28362 -800 -800 3930. CIT GROUP INC 2019-08-21 164121 143565 20556 20556 140000. CAPITAL ONE MULTI-ASSET EXECUT SERIES 2017 A4 CLASS A4 2017-10-04 2019-08-21 140115 139989 126 126 675. CELGENE CORP 2019-08-21 64556 49750 14806 14806 2970. DAVITA HEALTHCARE PARTNERS INC 2019-08-21 168123 202412 -34289 -34289 50. FIRST COMMUNITY BANKSHARES INC 2015-05-07 2019-08-21 1645 822 823 823 60000. GM FINANCIAL SECURITIZED TERM SERIES 2018 1 CLASS A3 2018-01-09 2019-08-21 60188 59986 202 202 40. INTEGRA LIFESCIENCES HLDG CORP 2015-08-11 2019-08-21 2458 1234 1224 1224 380. INTEGRA LIFESCIENCES HLDG CORP 2019-08-21 23417 11626 11791 11791 1320. MOMENTA PHARMACEUTICALS INC 2018-10-03 2019-08-21 16288 29708 -13420 -13420 100. MOMENTA PHARMACEUTICALS INC 2018-10-03 2019-08-21 1216 2251 -1035 -1035 80000. TOLL BROS FINANCE CORP SER 10YR CALL 11/15/2027 2018-01-17 2019-08-21 82600 80000 2600 2600 15000. TOLL BROS FINANCE CORP SER 10YR CALL 11/15/2027 2018-09-17 2019-08-21 15488 13898 1590 1590 80000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2018-10-30 2019-08-21 83184 78419 4765 4765 1. CLOVIS ONCOLOGY INC XXX-XX-XXXX 2001-01-01 2019-08-22 433 25 408 408 260. MOMENTA PHARMACEUTICALS INC 2018-10-03 2019-08-22 3132 5852 -2720 -2720 630. MOMENTA PHARMACEUTICALS INC 2018-10-03 2019-08-22 7658 14179 -6521 -6521 100000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2019-08-21 2019-08-22 100008 100058 -50 -50 170000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-08-22 177657 172656 5001 5001 200. CALLON PETE CO DEL REV SPLIT 08/07/20 2015-11-10 2019-08-23 834 1728 -894 -894 300. CALLON PETE CO DEL REV SPLIT 08/07/20 2015-11-10 2019-08-23 1257 2593 -1336 -1336 100. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2019-08-23 4331 1775 2556 2556 50. FTI CONSOLTING INC 2016-04-28 2019-08-23 5210 1973 3237 3237 50. KLA TENCOR CORP 2019-03-21 2019-08-23 7102 5547 1555 1555 200. ORITANI FINL CORP NEW 2019-08-23 3463 2490 973 973 10000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-08-20 2019-08-23 10057 10053 4 4 3420. BANK OF AMERICA CORP 2019-01-30 2019-08-26 91094 100086 -8992 -8992 200. CALLON PETE CO DEL REV SPLIT 08/07/20 2015-11-10 2019-08-26 833 1728 -895 -895 110000. DISCOVER CARD EXECUTION NOTE SERIES 18-A5 CLASS A5 2018-10-04 2019-08-26 113502 109997 3505 3505 50. FTI CONSOLTING INC 2016-04-28 2019-08-26 5273 1973 3300 3300 47340. FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-08-26 47277 47339 -62 -62 320. HOME DEPOT INC COM 2011-12-02 2019-08-26 69794 12827 56967 56967 310. MCDONALDS CORP COM 2017-05-09 2019-08-26 66859 44807 22052 22052 35000. CVS HEALTH CORP CALL 02/09/2023 UNSC 2019-08-27 36630 35219 1411 1411 5000. CVS HEALTH CORP CALL 02/09/2023 UNSC 2019-02-01 2019-08-27 5231 5030 201 201 1000. CALLON PETE CO DEL REV SPLIT 08/07/20 2019-08-27 3989 8156 -4167 -4167 170. HAEMONETICS CORP 2019-08-27 22592 20777 1815 1815 40. HAEMONETICS CORP 2018-09-10 2019-08-27 5361 4512 849 849 100. KLA TENCOR CORP 2019-03-21 2019-08-27 14156 11095 3061 3061 868. NORFOLK SOUTHN CORP COM 2018-11-30 2019-08-27 147867 148763 -896 -896 275000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2019-08-27 275140 275166 -26 -26 100. WILLIAMS SONOMA INC 2017-03-28 2019-08-27 6834 4912 1922 1922 70000. CONSTELLATION BRANDS INC COGT 2017-01-13 2019-08-28 70216 70227 -11 -11 290. DAKTRONICS INC 2019-08-28 1961 2726 -765 -765 490. FIRST HAWAIIAN INC 2019-08-28 12099 13442 -1343 -1343 160. FIRST HAWAIIAN INC 2019-04-26 2019-08-28 3951 4384 -433 -433 44000. SHERWIN-WILLIAMS CO CALL 05/01/2022 UNSC 2017-08-23 2019-08-28 45039 44156 883 883 145000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2019-08-28 144841 143054 1787 1787 30000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2019-08-21 2019-08-28 30015 30017 -2 -2 100. WASHINGTON TRUST BANCORP 2015-11-19 2019-08-28 4591 4040 551 551 10. DAKTRONICS INC 2017-12-05 2019-08-29 68 94 -26 -26 25000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2018-11-02 2019-08-29 25000 25000 180. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2019-08-30 1487 4726 -3239 -3239 420. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2019-08-30 3455 11027 -7572 -7572 70. SUMMIT MATERIALS INC -CL A 2018-06-18 2019-08-30 1469 1934 -465 -465 720. VEEVA SYSTEMS INC-CLASS A 2019-08-30 118660 90003 28657 28657 1745.67 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2019-08-31 1746 1857 -111 -111 1966.73 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2019-08-31 1967 2109 -142 -142 3266.43 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2019-08-31 3266 3403 -137 -137 1421.45 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2019-08-31 1421 1472 -51 -51 3306.14 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2019-08-31 3306 3391 -85 -85 4165.26 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2019-08-31 4165 4188 -23 -23 715.46 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2019-08-31 715 743 -28 -28 2722.45 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2019-08-31 2722 2898 -176 -176 583.48 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2019-08-31 583 610 -27 -27 1587.45 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2019-08-31 1587 1645 -58 -58 2859.14 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2019-08-31 2859 2989 -130 -130 3302.01 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2019-08-31 3302 3416 -114 -114 1200.45 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2019-08-31 1200 1250 -50 -50 1867.93 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2019-08-31 1868 1928 -60 -60 1529.43 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2019-08-31 1529 1593 -64 -64 1127.6 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2019-08-31 1128 1164 -36 -36 2512.34 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2019-08-31 2512 2667 -155 -155 1709.52 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2019-08-31 1710 1824 -114 -114 2037.68 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2019-08-31 2038 2101 -63 -63 1270.62 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2019-08-31 1271 1316 -45 -45 1983.79 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2019-08-31 1984 2041 -57 -57 3451.61 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2019-08-31 3452 3461 -9 -9 1439.39 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2019-08-31 1439 1489 -50 -50 59.77 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2019-08-31 60 60 25.42 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2019-08-31 25 26 -1 -1 29.4 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2019-08-31 29 30 -1 -1 137.13 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2019-08-31 137 138 -1 -1 82.35 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2019-08-31 82 80 2 2 18.86 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2019-08-31 19 19 1461.56 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2019-08-31 1462 1404 58 58 1681.76 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2019-08-31 1682 1644 38 38 5011.57 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2019-08-31 5012 5118 -106 -106 2557.3 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2019-08-31 2557 2505 52 52 2092.14 FEDERAL NATL MTG ASSN POOL BM5024 2019-07-25 2019-08-31 2092 2115 -23 -23 5523.71 FEDERAL NATL MTG ASSN POOL BM5246 2019-04-23 2019-08-31 5524 5571 -47 -47 1557.26 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2019-08-31 1557 1585 -28 -28 5813.63 FEDERAL NATL MTG ASSN POOL CA0549 2019-08-27 2019-08-31 5814 6089 -275 -275 3513.06 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2019-08-31 3513 3596 -83 -83 1489.13 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2019-08-31 1489 1543 -54 -54 806. 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CHURCHILL DOWNS INC COM 2012-11-16 2019-09-03 2417 388 2029 2029 30. CHURCHILL DOWNS INC COM 2012-11-16 2019-09-03 3578 581 2997 2997 50. DIAMOND BACK ENERGY INC 2019-09-03 4775 3988 787 787 100. FIRST COMMUNITY BANKSHARES INC 2015-05-07 2019-09-03 3186 1644 1542 1542 100. METHANEX CORP SEDOL 2654416 2018-11-29 2019-09-03 3175 5574 -2399 -2399 60. SUMMIT MATERIALS INC -CL A 2019-09-03 1227 1655 -428 -428 40. SUMMIT MATERIALS INC -CL A 2018-06-19 2019-09-03 817 1103 -286 -286 1740. SUMMIT MATERIALS INC -CL A 2019-09-03 35078 46784 -11706 -11706 830. ALEXION PHARMACEUTICALS INC 2019-03-25 2019-09-04 81450 107857 -26407 -26407 1. SYMBOL TECHNOLOGIES CUSIP XXX-XX-XXXX 2001-01-01 2019-09-04 2538 25 2513 2513 55000. BMW VEHICLE OWNER TRUST SERIES 2018 A CLASS A4 2018-01-17 2019-09-05 55662 54991 671 671 50. IAC / INTERACTIVECORP-W/I EXCH 6/30/2020 2009-09-02 2019-09-05 12159 920 11239 11239 300. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2019-09-05 2815 7877 -5062 -5062 50. METHANEX CORP SEDOL 2654416 2018-03-06 2019-09-05 1679 2758 -1079 -1079 50. METHANEX CORP SEDOL 2654416 2018-11-29 2019-09-05 1679 2787 -1108 -1108 90000. TOYOTA AUTO RECEIVABLES OWNER SERIES 2017 D CLASS A4 2017-11-07 2019-09-05 90334 89989 345 345 65000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-08-28 2019-09-05 67788 68020 -232 -232 130000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-09-05 136165 131315 4850 4850 50. AEROJET ROCKETDYNE HLDGS INC 2017-11-13 2019-09-06 2584 1453 1131 1131 290. FIRST HAWAIIAN INC 2019-09-06 7444 7793 -349 -349 25. IAC / INTERACTIVECORP-W/I EXCH 6/30/2020 2009-09-02 2019-09-06 6113 460 5653 5653 50. AEROJET ROCKETDYNE HLDGS INC 2017-11-13 2019-09-09 2546 1453 1093 1093 70. CYRUSONE INC 2019-03-29 2019-09-09 5157 3682 1475 1475 100. CYRUSONE INC 2019-03-29 2019-09-09 7275 5260 2015 2015 420. CYRUSONE INC 2019-03-29 2019-09-09 30668 22094 8574 8574 110. CYRUSONE INC 2019-03-29 2019-09-09 8052 5786 2266 2266 110. CYRUSONE INC 2019-03-29 2019-09-09 8041 5786 2255 2255 50. FIRST HAWAIIAN INC 2019-04-05 2019-09-09 1301 1338 -37 -37 810. FIRST HAWAIIAN INC 2019-04-05 2019-09-09 21046 21678 -632 -632 210. KEMPER CORP 2018-08-13 2019-09-09 16101 16173 -72 -72 20. KEMPER CORP 2018-11-08 2019-09-09 1533 1551 -18 -18 150. STONERIDGE INC 2013-10-17 2019-09-09 4837 1903 2934 2934 90. BRIGHT HORIZONS FAMILY SOLUT 2019-09-10 13743 2505 11238 11238 40. BRIGHT HORIZONS FAMILY SOLUT 2019-08-14 2019-09-10 6108 6186 -78 -78 70. BRIGHT HORIZONS FAMILY SOLUT 2019-09-10 10612 1598 9014 9014 25000. CEDAR FAIR/CAN/MAGNUM/MI SER WI CALL 04/15/2022 2018-07-25 2019-09-10 27125 24594 2531 2531 80000. UNITED CONTINENTAL HLDGS COGT 2019-05-07 2019-09-10 84222 79499 4723 4723 45000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-04-12 2019-09-11 49150 46214 2936 2936 110. KEMPER CORP 2018-08-13 2019-09-12 8271 8471 -200 -200 220. KEMPER CORP 2019-09-12 16543 16932 -389 -389 110. KEMPER CORP 2019-08-05 2019-09-13 8315 8465 -150 -150 8540.3 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A3 2017-03-22 2019-09-15 8540 8540 25000. PETROLEOS MEXICANOS SEDOL BZ8TLJ9 ISIN US71654QBV32 2014-10-06 2019-09-16 24544 24856 -312 -312 45000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2019-08-28 2019-09-16 46851 50156 -3305 -3305 170000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2019-09-16 174801 172571 2230 2230 200. FIRST COMMUNITY BANKSHARES INC 2019-09-18 6481 3159 3322 3322 200. HANMI FINANCIAL CORPORATION 2018-08-17 2019-09-18 3815 5136 -1321 -1321 50. KLA TENCOR CORP 2019-03-21 2019-09-18 7754 5547 2207 2207 1. AMGEN INC XXX-XX-XXXX 2001-01-01 2019-09-18 115 115 115 200. TIMKENSTEEL CORP 2019-09-18 1407 2930 -1523 -1523 1. VIVENDI SPON ADR 2001-01-01 2019-09-18 3 3 3 175. TIMKENSTEEL CORP 2017-11-21 2019-09-19 1202 2549 -1347 -1347 125. TIMKENSTEEL CORP 2017-11-21 2019-09-19 860 1821 -961 -961 235000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-09-19 234559 234384 175 175 30000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-08-27 2019-09-19 30908 31232 -324 -324 50000. GILEAD SCIENCES INC UNSC 2017-09-14 2019-09-20 50000 49983 17 17 150. BERKSHIRE HILLS BANCORP INC 2019-09-23 4478 4829 -351 -351 45000. PETROLEOS MEXICANOS COM GTD ISIN US71654QAW24 2019-09-23 45723 45413 310 310 80000. SHIRE ACQ INV IRELAND DA SEDOL ISIN US82481LAA70 2016-09-28 2019-09-23 80000 80000 .324 GLOBAL PAYMENTS INC-W/I 2017-07-07 2019-09-24 52 24 28 28 37. KLA TENCOR CORP 2019-03-21 2019-09-25 5946 4105 1841 1841 150. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2019-09-26 6554 2663 3891 3891 40000. HILLENBRAND INC CALL 07/15/2026 COGT 2019-09-16 2019-09-26 40368 39939 429 429 10000. MORGAN STANLEY UNSC 2017-05-17 2019-09-26 10058 10004 54 54 35000. MORGAN STANLEY UNSC 2019-09-26 35176 35014 162 162 85000. MORGAN STANLEY UNSC 2019-09-26 85461 84949 512 512 726.08 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2019-09-30 726 772 -46 -46 1466.49 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2019-09-30 1466 1572 -106 -106 2877.96 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2019-09-30 2878 2998 -120 -120 1565.36 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2019-09-30 1565 1621 -56 -56 3677.6 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2019-09-30 3678 3771 -93 -93 3763.53 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2019-09-30 3764 3784 -20 -20 913.14 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2019-09-30 913 948 -35 -35 2639.68 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2019-09-30 2640 2810 -170 -170 963.64 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2019-09-30 964 1008 -44 -44 1551.03 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2019-09-30 1551 1607 -56 -56 1481.78 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2019-09-30 1482 1549 -67 -67 1287.82 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2019-09-30 1288 1332 -44 -44 1533.22 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2019-09-30 1533 1596 -63 -63 1599.16 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2019-09-30 1599 1650 -51 -51 2955.92 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2019-09-30 2956 3079 -123 -123 569.23 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2019-09-30 569 588 -19 -19 2952.62 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2019-09-30 2953 3134 -181 -181 3206.5 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2019-09-30 3207 3420 -213 -213 1634.44 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2019-09-30 1634 1685 -51 -51 1512.44 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2019-09-30 1512 1566 -54 -54 1933.56 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2019-09-30 1934 1989 -55 -55 3043.56 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2019-09-30 3044 3052 -8 -8 877.99 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2019-09-30 878 908 -30 -30 73.42 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2019-09-30 73 74 -1 -1 36.21 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2019-09-30 36 37 -1 -1 25.05 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2019-09-30 25 25 165.15 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2019-09-30 165 166 -1 -1 97.79 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2019-09-30 98 95 3 3 184.54 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2019-09-30 185 185 1877.47 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2019-09-30 1877 1803 74 74 2222.16 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2019-09-30 2222 2172 50 50 8542.13 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2019-09-30 8542 8724 -182 -182 2294.3 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2019-09-30 2294 2247 47 47 2504.34 FEDERAL NATL MTG ASSN POOL BM5024 2019-07-25 2019-09-30 2504 2532 -28 -28 8914.64 FEDERAL NATL MTG ASSN POOL BM5246 2019-04-23 2019-09-30 8915 8991 -76 -76 1033.52 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2019-09-30 1034 1052 -18 -18 9389.46 FEDERAL NATL MTG ASSN POOL CA0549 2019-08-27 2019-09-30 9389 9833 -444 -444 495.77 FEDERAL NATL MTG ASSN POOL FM0008 2019-09-19 2019-09-30 496 514 -18 -18 3399.45 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2019-09-30 3399 3480 -81 -81 523.29 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2019-09-30 523 542 -19 -19 2517.41 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2019-09-30 2517 2608 -91 -91 609.03 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2019-09-30 609 601 8 8 737.81 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2019-09-30 738 779 -41 -41 552.14 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2019-09-30 552 554 -2 -2 1568.19 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2019-09-30 1568 1626 -58 -58 555.36 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2019-09-30 555 593 -38 -38 1676.21 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2019-09-30 1676 1718 -42 -42 1883.68 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2019-09-30 1884 1901 -17 -17 2152.44 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2019-09-30 2152 2240 -88 -88 1498.24 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2019-09-30 1498 1572 -74 -74 9070.48 FEDERAL NATL MTG ASSN POOL MA3522 2018-11-07 2019-09-30 9070 9278 -208 -208 4502.55 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2019-09-30 4503 4524 -21 -21 5224.27 FEDERAL NATL MTG ASSN POOL MA3210 2019-03-07 2019-09-30 5224 5246 -22 -22 9584.13 FEDERAL NATL MTG ASSN POOL MA3384 2018-10-18 2019-09-30 9584 9598 -14 -14 2228.61 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2019-09-30 2229 2349 -120 -120 2442.3 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2019-09-30 2442 2513 -71 -71 1166.34 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2019-09-30 1166 1181 -15 -15 1166.71 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2019-09-30 1167 1258 -91 -91 1193.83 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2019-09-30 1194 1287 -93 -93 130. KEMPER CORP 2018-06-29 2019-09-30 10132 9864 268 268 170. KEMPER CORP 2019-09-30 13250 13033 217 217 70. KEMPER CORP 2018-11-30 2019-09-30 5451 5302 149 149 60000. BANK OF AMERICA CORP SER MTN SUB 2019-10-01 64589 61657 2932 2932 2769.67 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2019-10-01 2770 2809 -39 -39 50. HEICO CORP NEW CL A 2019-08-14 2019-10-01 4702 5351 -649 -649 130. HEICO CORP NEW CL A 2019-10-01 12118 12400 -282 -282 340. HEICO CORP NEW CL A 2019-10-02 31407 23295 8112 8112 70. HEICO CORP NEW CL A 2019-10-02 6466 4034 2432 2432 70. HEICO CORP NEW CL A 2019-10-02 6571 4021 2550 2550 780. MOMENTA PHARMACEUTICALS INC 2019-10-02 9720 16673 -6953 -6953 420. AUTOMATIC DATA PROCESSING INC 2018-05-29 2019-10-03 65426 54372 11054 11054 2577. CSX CORP COM 2019-10-03 171835 180814 -8979 -8979 15. CERENCE INC-WI 2018-08-13 2019-10-03 234 288 -54 -54 145. CERENCE INC-WI 2019-10-03 2260 2777 -517 -517 10. CERENCE INC-WI 2019-08-14 2019-10-03 159 188 -29 -29 36.25 CERENCE INC-WI 2019-08-14 2019-10-03 559 680 -121 -121 103.75 CERENCE INC-WI 2019-10-03 1601 1852 -251 -251 180. CERENCE INC-WI 2018-07-27 2019-10-03 2832 3212 -380 -380 90. CERENCE INC-WI 2019-10-03 1451 1606 -155 -155 1340. CISCO SYS INC COM 2019-07-17 2019-10-03 61908 77061 -15153 -15153 1220. E*TRADE FINANCIAL CORP MERGED 10/02/20 2019-10-03 43101 61828 -18727 -18727 1689. E*TRADE FINANCIAL CORP MERGED 10/02/20 2018-07-11 2019-10-03 59670 103537 -43867 -43867 55000. HILLENBRAND INC CALL 07/15/2026 COGT 2019-09-16 2019-10-03 55923 54916 1007 1007 64000. KRAFT HEINZ FOODS CO CALL 06/02/2020 @ 100.000 COGT 2019-10-03 64363 63889 474 474 860. MOMENTA PHARMACEUTICALS INC 2019-10-03 10983 16211 -5228 -5228 658. UNITED RENTALS INC COM 2018-09-21 2019-10-03 74901 112492 -37591 -37591 20000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2019-08-14 2019-10-03 20159 20107 52 52 35000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2019-08-14 2019-10-03 35284 35188 96 96 .5 CERENCE INC-WI 2018-07-26 2019-10-04 7 9 -2 -2 637. CERENCE INC-WI 2019-10-04 9542 11245 -1703 -1703 250. CYRUSONE INC 2019-03-29 2019-10-04 19482 13151 6331 6331 360. CYRUSONE INC 2019-10-04 28270 18916 9354 9354 40. CYRUSONE INC 2019-03-29 2019-10-04 3148 2099 1049 1049 80. HEICO CORP NEW CL A 2019-10-04 7657 4574 3083 3083 420. CYRUSONE INC 2019-10-07 32473 22018 10455 10455 210. CYRUSONE INC 2019-10-07 16143 11001 5142 5142 50. HEICO CORP NEW CL A 2018-04-04 2019-10-07 4757 2823 1934 1934 200. KVH INDS INC 2019-10-07 1980 2115 -135 -135 360. CYRUSONE INC 2019-10-08 27673 18857 8816 8816 105000. FISERV INC CO GUARNT CALL 07/01/22 @100 2019-01-30 2019-10-08 109522 104417 5105 5105 30. HEICO CORP NEW CL A 2018-04-04 2019-10-08 2838 1694 1144 1144 370. SMARTSHEET INC 2019-07-09 2019-10-08 14619 19477 -4858 -4858 10. SMARTSHEET INC 2019-07-09 2019-10-08 395 526 -131 -131 350. SMARTSHEET INC 2019-10-08 13842 17912 -4070 -4070 70000. ALABAMA POWER CO SER 17A CALL 02/28/2022 2017-02-27 2019-10-10 70901 69943 958 958 80. HEICO CORP NEW CL A 2019-10-10 7680 4510 3170 3170 20000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2018-08-30 2019-10-10 27665 24137 3528 3528 120. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2019-10-10 10009 9578 431 431 190. HEICO CORP NEW CL A 2019-10-11 17922 10514 7408 7408 40000. KRAFT HEINZ FOODS CO CALL 06/02/2020 @ 100.000 COGT 2019-01-10 2019-10-11 40247 39630 617 617 100. HEICO CORP NEW CL A 2019-10-14 9482 5489 3993 3993 350. HEICO CORP NEW CL A 2019-10-15 32953 19144 13809 13809 20. HEICO CORP NEW CL A 2018-02-21 2019-10-15 1885 1092 793 793 7672.25 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A3 2017-03-22 2019-10-15 7672 7672 470. INGEVITY CORP 2019-10-15 39459 38520 939 939 50. INGEVITY CORP 2018-06-19 2019-10-15 4237 4097 140 140 130. INGEVITY CORP 2018-06-19 2019-10-15 10964 10651 313 313 210. KEMPER CORP 2018-06-29 2019-10-15 15768 15880 -112 -112 100. KEMPER CORP 2018-11-30 2019-10-15 7509 7574 -65 -65 140. KEMPER CORP 2018-06-29 2019-10-15 10507 10587 -80 -80 25000. T-MOBILE USA INC COGT 2019-07-31 2019-10-15 25846 25464 382 382 430. AXT INC 2019-10-16 1304 3916 -2612 -2612 65000. ABBVIE INC CALL 02/14/2025 @ 100.000 UNSC 2019-09-05 2019-10-16 67978 67694 284 284 20. HEICO CORP NEW CL A 2018-02-21 2019-10-16 1892 1092 800 800 270. HEICO CORP NEW CL A 2019-10-16 25483 14743 10740 10740 70. HEICO CORP NEW CL A 2018-02-20 2019-10-16 6574 3800 2774 2774 140. INGEVITY CORP 2018-06-19 2019-10-16 11896 11470 426 426 20. INGEVITY CORP 2018-06-19 2019-10-16 1694 1639 55 55 100. KEMPER CORP 2019-10-16 7390 7521 -131 -131 10. KEMPER CORP 2018-06-28 2019-10-16 740 749 -9 -9 10. KEMPER CORP 2018-06-28 2019-10-16 740 749 -9 -9 400. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2019-10-16 3305 10502 -7197 -7197 150. METHANEX CORP SEDOL 2654416 2018-03-06 2019-10-16 5351 8275 -2924 -2924 70. AXT INC 2017-11-07 2019-10-17 211 619 -408 -408 30000. CITIGROUP INC SER U JR SUB CALL 09/30/24 @ 100 2019-09-05 2019-10-17 30861 30000 861 861 50. HEICO CORP NEW CL A 2019-10-17 4680 2714 1966 1966 150. HEICO CORP NEW CL A 2018-02-16 2019-10-17 14020 8142 5878 5878 70. INGEVITY CORP 2019-10-17 5879 5722 157 157 130. KEMPER CORP 2019-08-14 2019-10-17 9626 9738 -112 -112 50. KEMPER CORP 2018-06-28 2019-10-17 3702 3747 -45 -45 100. KEMPER CORP 2019-10-17 7371 7443 -72 -72 200. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2019-10-17 1616 5251 -3635 -3635 140. PROOFPOINT INC 2018-08-31 2019-10-17 17650 16684 966 966 30. PROOFPOINT INC 2018-08-31 2019-10-17 3827 3575 252 252 20. PROOFPOINT INC 2019-08-14 2019-10-17 2505 2285 220 220 40. PROOFPOINT INC 2018-08-31 2019-10-17 5009 4767 242 242 30. PROOFPOINT INC 2019-08-14 2019-10-17 3730 3428 302 302 130. SMARTSHEET INC 2019-07-01 2019-10-17 5026 6432 -1406 -1406 380. SMARTSHEET INC 2019-10-17 14532 18486 -3954 -3954 80. SMARTSHEET INC 2019-10-17 3091 2602 489 489 180. SMARTSHEET INC 2018-11-12 2019-10-17 6881 4489 2392 2392 50. CHURCHILL DOWNS INC COM 2012-11-16 2019-10-18 6519 969 5550 5550 150. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2019-10-18 6934 2663 4271 4271 200. INSTEEL INDUSTRIES INC 2016-12-19 2019-10-18 3931 7288 -3357 -3357 60. PROOFPOINT INC 2019-10-18 7150 5876 1274 1274 50. PROOFPOINT INC 2019-10-18 6059 4206 1853 1853 200. SABRA HEALTH CARE REIT INC 2017-09-26 2019-10-18 4733 4200 533 533 660. SMARTSHEET INC 2019-10-18 23889 15415 8474 8474 70. SMARTSHEET INC 2018-12-21 2019-10-18 2538 1593 945 945 470. SMARTSHEET INC 2019-10-18 16865 10693 6172 6172 40. STRATEGIC ED INC 2019-08-14 2019-10-18 5207 6822 -1615 -1615 10. STRATEGIC ED INC 2019-03-04 2019-10-18 1302 1428 -126 -126 50. VISTEON CORP 2016-08-17 2019-10-18 4215 3526 689 689 100. BROOKS AUTOMATION INC 2010-12-01 2019-10-21 4020 758 3262 3262 35000. KB HOME CALL 11/15/2022 COGT 2019-02-08 2019-10-21 39769 36816 2953 2953 120. STRATEGIC ED INC 2019-10-21 15681 17099 -1418 -1418 50. STRATEGIC ED INC 2019-10-21 6502 7039 -537 -537 120000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-08-28 2019-10-21 124106 125436 -1330 -1330 10000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2019-09-26 2019-10-21 10093 10083 10 10 255000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-10-21 255289 256344 -1055 -1055 65000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-10-21 65074 62137 2937 2937 10000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-10-01 2019-10-21 10387 10438 -51 -51 130. STRATEGIC ED INC 2019-10-22 16687 18235 -1548 -1548 60000. TEVA PHARMACEUTICALS NE SEDOL ISIN US88167AAE10 2017-01-27 2019-10-22 46800 54754 -7954 -7954 10000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2019-10-22 9965 10027 -62 -62 13.64 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND 2011-10-18 2019-10-22 23173 12065 11108 11108 330. FIRST CASH INC 2019-10-23 30068 33652 -3584 -3584 400. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2019-10-23 3272 10370 -7098 -7098 10. TELEDYNE TECHNOLOGIES INC 2019-08-14 2019-10-23 3276 2888 388 388 151. TELEDYNE TECHNOLOGIES INC 2019-10-23 49357 34635 14722 14722 59. TELEDYNE TECHNOLOGIES INC 2019-10-23 19285 15068 4217 4217 50. TELEDYNE TECHNOLOGIES INC 2019-10-23 16363 10140 6223 6223 40000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2019-10-21 2019-10-23 40050 40041 9 9 110000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2019-10-23 110662 110570 92 92 200. WADDELL & REED FINL INC CL A 2017-11-17 2019-10-23 3086 3767 -681 -681 200. WEBSTER FINANCIAL CORP 2008-11-07 2019-10-23 8850 3262 5588 5588 67. ASML HOLDING NV-NY SEDOL B908F01 2019-10-23 17044 3281 13763 13763 262. ASML HOLDING NV-NY SEDOL B908F01 2018-11-26 2019-10-23 66648 43365 23283 23283 100. VISTEON CORP 2016-08-17 2019-10-24 9532 7051 2481 2481 25. AMERCO 2019-07-10 2019-10-25 10450 9348 1102 1102 50. BROOKS AUTOMATION INC 2010-12-01 2019-10-25 2173 379 1794 1794 200. DIME CMNTY BANCORP INC 2015-11-19 2019-10-25 3946 3652 294 294 80. KVH INDS INC 2017-01-25 2019-10-28 818 839 -21 -21 50. CHURCHILL DOWNS INC COM 2012-11-16 2019-10-29 6644 969 5675 5675 50. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2019-10-29 2360 888 1472 1472 100. EMCOR GROUP INC 2019-10-29 9241 6764 2477 2477 80000. HILLENBRAND INC CALL 07/15/2026 COGT 2019-09-16 2019-10-29 81546 79878 1668 1668 120. KVH INDS INC 2019-10-29 1214 1251 -37 -37 300. MADDEN STEVEN LTD 2015-11-19 2019-10-29 12030 6470 5560 5560 60. TOPBUILD CORP 2019-08-14 2019-10-29 5935 5395 540 540 70. TOPBUILD CORP 2019-08-14 2019-10-29 6833 6295 538 538 20000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-10-30 2019-10-29 21703 21797 -94 -94 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2019-08-21 2019-10-29 15669 15902 -233 -233 50. TRINSEO S A SEDOL BN65SJ4 2016-12-07 2019-10-29 2274 2971 -697 -697 200. AXT INC 2017-11-07 2019-10-30 614 1768 -1154 -1154 100. DOUGLAS DYNAMICS INC 2019-10-30 4739 2133 2606 2606 500. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2019-10-30 3646 12259 -8613 -8613 200. OSHKOSH CORPORATION CLASS B 2013-01-23 2019-10-30 17670 6749 10921 10921 40. TOPBUILD CORP 2019-10-30 3783 3097 686 686 430. TOPBUILD CORP 2019-10-30 41097 27086 14011 14011 50000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2019-08-21 2019-10-30 50055 50025 30 30 35000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2019-08-21 2019-10-30 36576 37105 -529 -529 300. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2019-10-30 26027 22820 3207 3207 650. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2019-10-30 56392 19944 36448 36448 240. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-10-28 2019-10-30 21195 6961 14234 14234 235. AXT INC 2019-10-31 730 2066 -1336 -1336 755.13 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2019-10-31 755 803 -48 -48 608.85 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2019-10-31 609 653 -44 -44 5533.36 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2019-10-31 5533 5763 -230 -230 1461.79 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2019-10-31 1462 1514 -52 -52 3975.54 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2019-10-31 3976 4076 -100 -100 3925.02 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2019-10-31 3925 3946 -21 -21 751.37 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2019-10-31 751 780 -29 -29 1591.31 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2019-10-31 1591 1694 -103 -103 996.9 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2019-10-31 997 1042 -45 -45 1805.65 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2019-10-31 1806 1870 -64 -64 2802.41 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2019-10-31 2802 2929 -127 -127 1322.79 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2019-10-31 1323 1367 -44 -44 1665.38 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2019-10-31 1665 1733 -68 -68 1348.39 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2019-10-31 1348 1392 -44 -44 3941.9 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2019-10-31 3942 4105 -163 -163 421.77 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2019-10-31 422 435 -13 -13 3482.54 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2019-10-31 3483 3697 -214 -214 3681.98 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2019-10-31 3682 3927 -245 -245 1872.81 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2019-10-31 1873 1931 -58 -58 1287.51 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2019-10-31 1288 1333 -45 -45 2342.15 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2019-10-31 2342 2409 -67 -67 3948.72 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2019-10-31 3949 3959 -10 -10 1034.21 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2019-10-31 1034 1070 -36 -36 38.67 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2019-10-31 39 39 104.74 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2019-10-31 105 106 -1 -1 24.46 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2019-10-31 24 25 -1 -1 180.8 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2019-10-31 181 182 -1 -1 87.33 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2019-10-31 87 85 2 2 373.96 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2019-10-31 374 375 -1 -1 2750.86 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2019-10-31 2751 2642 109 109 3450.17 FEDERAL NATL MTG ASSN POOL BM3260 2018-10-04 2019-10-31 3450 3373 77 77 5998.41 FEDERAL NATL MTG ASSN POOL BM4388 2019-11-22 2019-10-31 5998 6305 -307 -307 2461.94 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2019-10-31 2462 2411 51 51 2843.19 FEDERAL NATL MTG ASSN POOL BM5024 2019-07-25 2019-10-31 2843 2875 -32 -32 8358.63 FEDERAL NATL MTG ASSN POOL BM5246 2019-04-23 2019-10-31 8359 8430 -71 -71 498.58 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2019-10-31 499 507 -8 -8 11399.06 FEDERAL NATL MTG ASSN POOL CA0549 2019-08-27 2019-10-31 11399 11937 -538 -538 1087.96 FEDERAL NATL MTG ASSN POOL FM0008 2019-09-19 2019-10-31 1088 1129 -41 -41 3706.71 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2019-10-31 3707 3794 -87 -87 304.25 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2019-10-31 304 315 -11 -11 1900.67 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2019-10-31 1901 1969 -68 -68 754.51 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2019-10-31 755 745 10 10 2678.83 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2019-10-31 2679 2826 -147 -147 1328.35 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2019-10-31 1328 1332 -4 -4 4368.31 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2019-10-31 4368 4528 -160 -160 243.05 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2019-10-31 243 260 -17 -17 2458.68 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2019-10-31 2459 2519 -60 -60 1595.75 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2019-10-31 1596 1611 -15 -15 2076.93 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2019-10-31 2077 2161 -84 -84 2008.43 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2019-10-31 2008 2106 -98 -98 9606.22 FEDERAL NATL MTG ASSN POOL MA3522 2018-11-07 2019-10-31 9606 9826 -220 -220 4969.82 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2019-10-31 4970 4994 -24 -24 6084.85 FEDERAL NATL MTG ASSN POOL MA3210 2019-03-07 2019-10-31 6085 6110 -25 -25 6624.91 FEDERAL NATL MTG ASSN POOL MA3332 2019-10-23 2019-10-31 6625 6849 -224 -224 9763.02 FEDERAL NATL MTG ASSN POOL MA3384 2018-10-18 2019-10-31 9763 9777 -14 -14 2201.55 FEDERAL NATL MTG ASSN POOL MA3827 2019-10-21 2019-10-31 2202 2218 -16 -16 221.38 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2019-10-31 221 233 -12 -12 4137.27 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2019-10-31 4137 4257 -120 -120 1208.07 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2019-10-31 1208 1223 -15 -15 1514.1 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2019-10-31 1514 1632 -118 -118 1684.65 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2019-10-31 1685 1815 -130 -130 50000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2019-10-31 68207 59953 8254 8254 230000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2019-10-31 294777 258193 36584 36584 90000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2019-10-31 115348 101079 14269 14269 165. AXT INC 2017-11-01 2019-11-01 519 1450 -931 -931 20. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-07-25 2019-11-01 3077 2429 648 648 260. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-11-01 39658 29846 9812 9812 5560.26 FEDERAL HOME LOAN MTG CORP SERIES 4774 CLASS LP 2019-04-22 2019-11-01 5560 5638 -78 -78 340. HEICO CORP NEW CL A 2019-11-01 32587 18004 14583 14583 260. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-11-04 40308 27940 12368 12368 1488. CELANESE CORP 2019-11-04 184175 159913 24262 24262 310. FIBROGEN INC 2019-11-04 11058 12815 -1757 -1757 200. FIBROGEN INC 2019-11-04 7597 8009 -412 -412 290. FIBROGEN INC 2019-11-04 10501 10501 40. HEICO CORP NEW CL A 2018-02-14 2019-11-04 3865 2044 1821 1821 50. HEICO CORP NEW CL A 2018-02-14 2019-11-04 4818 2555 2263 2263 80. HEICO CORP NEW CL A 2019-11-04 7686 4078 3608 3608 500. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2019-11-04 3857 11866 -8009 -8009 170. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2019-11-04 14695 4913 9782 9782 10. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-10-23 2019-11-04 865 288 577 577 70000. BANK OF AMERICA CORP PREP CALL 09/05/24 @100 2019-11-05 77742 70174 7568 7568 150. BROOKS AUTOMATION INC 2010-12-01 2019-11-05 6680 1137 5543 5543 50. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2019-11-05 2367 888 1479 1479 90. FIRST CASH INC 2019-11-05 7372 9027 -1655 -1655 35000. GOODYEAR TIRE & RUBBER CALL 12/15/2026 COGT 2017-03-02 2019-11-05 35532 35000 532 532 140. HEICO CORP NEW CL A 2018-02-13 2019-11-05 13212 7105 6107 6107 115. KVH INDS INC 2017-01-24 2019-11-05 1162 1190 -28 -28 200. KEMPER CORP 2019-11-05 14959 14741 218 218 60. KEMPER CORP 2019-11-05 4488 4129 359 359 40. KEMPER CORP 2019-11-05 2962 2749 213 213 100. MADDEN STEVEN LTD 2015-11-19 2019-11-05 4272 2157 2115 2115 50000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-08-28 2019-11-05 51600 52247 -647 -647 70. TRINSEO S A SEDOL BN65SJ4 2016-11-25 2019-11-05 3376 4027 -651 -651 130. TRINSEO S A SEDOL BN65SJ4 2016-11-25 2019-11-05 6185 7479 -1294 -1294 50. BROOKS AUTOMATION INC 2010-12-01 2019-11-06 2243 379 1864 1864 50. COHERENT INC 2016-01-29 2019-11-06 8195 3858 4337 4337 100. COHERENT INC 2019-11-06 16390 11966 4424 4424 150. FIRST CASH INC 2019-06-25 2019-11-06 12249 15037 -2788 -2788 130. FIRST CASH INC 2019-11-06 10603 13027 -2424 -2424 40. HEICO CORP NEW CL A 2019-11-06 3763 2029 1734 1734 70. HEICO CORP NEW CL A 2018-02-13 2019-11-06 6617 3551 3066 3066 125. IAC / INTERACTIVECORP-W/I EXCH 6/30/2020 2009-09-02 2019-11-06 26337 2301 24036 24036 70. KVH INDS INC 2019-11-06 699 722 -23 -23 270. KEMPER CORP 2019-11-06 19586 18542 1044 1044 600. KEMPER CORP 2019-11-06 43395 40710 2685 2685 .875 PEOPLE'S UNITED FINANCIAL IN 2009-09-29 2019-11-06 15 8 7 7 70000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-11-06 72581 72961 -380 -380 130. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-10-23 2019-11-06 11076 3746 7330 7330 40. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-10-23 2019-11-06 3429 1153 2276 2276 50. BROOKS AUTOMATION INC 2010-12-01 2019-11-07 2394 379 2015 2015 60000. GLOBAL PAYMENTS INC CALL 05/15/2029 UNSC 2019-11-07 60442 59894 548 548 222. HEICO CORP NEW CL A 2018-02-13 2019-11-07 20967 11262 9705 9705 190. HEICO CORP NEW CL A 2018-02-13 2019-11-07 17955 9638 8317 8317 15. KVH INDS INC 2018-04-03 2019-11-07 149 154 -5 -5 65. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2017-05-05 2019-11-07 506 1486 -980 -980 132. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2017-05-05 2019-11-07 1034 3018 -1984 -1984 53. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2018-11-08 2019-11-07 415 955 -540 -540 260. SPIRIT REALTY CAPITAL INC 2019-11-07 12789 11780 1009 1009 50. SPIRIT REALTY CAPITAL INC 2019-08-14 2019-11-07 2479 2264 215 215 40. SPIRIT REALTY CAPITAL INC 2019-08-14 2019-11-07 1969 1811 158 158 150. STRATEGIC ED INC 2019-11-07 20271 20634 -363 -363 170. STRATEGIC ED INC 2019-11-07 22310 22723 -413 -413 120. STRATEGIC ED INC 2019-11-07 15844 15646 198 198 20. STRATEGIC ED INC 2019-02-28 2019-11-07 2589 2605 -16 -16 230. STRATEGIC ED INC 2019-11-07 30090 29389 701 701 35000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2019-10-31 2019-11-07 35033 35040 -7 -7 220. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2019-11-07 18309 6335 11974 11974 170. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-10-23 2019-11-07 14000 4892 9108 9108 50. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-10-23 2019-11-07 4091 1439 2652 2652 120. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2019-11-07 9856 3443 6413 6413 1080. FIBROGEN INC 2019-11-08 47158 38780 8378 8378 240. FIBROGEN INC 2019-05-29 2019-11-08 10295 8511 1784 1784 250. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2019-11-08 2160 4454 -2294 -2294 200. NEWMARK GROUP INC-CLASS A 2018-02-05 2019-11-08 2410 3260 -850 -850 190. SPIRIT REALTY CAPITAL INC 2019-11-08 9334 8536 798 798 170. SPIRIT REALTY CAPITAL INC 2019-06-03 2019-11-08 8342 7413 929 929 170000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-11-08 174901 176898 -1997 -1997 80000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2018-10-30 2019-11-08 82284 78419 3865 3865 10000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-08-27 2019-11-08 10286 10397 -111 -111 210. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-10-23 2019-11-08 16984 6020 10964 10964 140. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-10-23 2019-11-08 11400 4013 7387 7387 400. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2019-11-11 3564 6085 -2521 -2521 20. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-10-23 2019-11-11 1629 573 1056 1056 320. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-10-23 2019-11-11 26019 9173 16846 16846 65000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC 2019-11-12 71664 63484 8180 8180 190. SPIRIT REALTY CAPITAL INC 2019-11-12 9452 8082 1370 1370 40000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2019-11-12 53258 47725 5533 5533 10000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2018-06-06 2019-11-12 13311 11906 1405 1405 300. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S 2019-03-14 2019-11-13 10823 7642 3181 3181 220. SPIRIT REALTY CAPITAL INC 2019-11-13 10999 9310 1689 1689 150. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S 2019-06-19 2019-11-14 5437 3644 1793 1793 80000. GENERAL MOTORS FINL CO CALL 02/13/2024 COGT 2018-09-17 2019-11-14 82974 78091 4883 4883 5000. GENERAL MOTORS FINL CO CALL 02/13/2024 COGT 2019-05-09 2019-11-14 5186 5020 166 166 97. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2019-05-17 2019-11-14 848 1399 -551 -551 50. RMR GROUP INC/THE - A 2019-11-14 2343 2501 -158 -158 20. RMR GROUP INC/THE - A 2019-07-09 2019-11-14 944 1000 -56 -56 110. RMR GROUP INC/THE - A 2019-07-09 2019-11-14 5169 5501 -332 -332 55. TETRA TECH INC NEW COM 2015-11-19 2019-11-14 4740 1488 3252 3252 95. TETRA TECH INC NEW COM 2015-11-19 2019-11-14 8150 2571 5579 5579 80000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-09-27 2019-11-14 82716 82868 -152 -152 200. ABERCROMBIE & FITCH CO CL A 2015-11-19 2019-11-15 3669 3900 -231 -231 100. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S 2015-11-19 2019-11-15 3630 1820 1810 1810 50. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S 2019-06-19 2019-11-15 1815 1215 600 600 1. DELL COMPUTER CORP NAME CHG 7/22/03 SEE 24702R101 2001-01-01 2019-11-15 28 25 3 3 11645.35 FORD CREDIT AUTO LEASE TRUST SERIES 2019 A CLASS A2 2019-02-20 2019-11-15 11645 11644 1 1 7796.31 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A3 2017-03-22 2019-11-15 7796 7796 80. RMR GROUP INC/THE - A 2019-07-09 2019-11-15 3780 4001 -221 -221 110. RMR GROUP INC/THE - A 2019-07-09 2019-11-15 5221 5501 -280 -280 280. RMR GROUP INC/THE - A 2019-11-15 13189 13993 -804 -804 50000. UNITED RENTALS NORTH AM CALL 01/15/2023 COGT 2019-11-15 51650 50048 1602 1602 55000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2019-09-27 2019-11-15 56798 56970 -172 -172 150. URBAN OUTFITTERS INC 2018-09-06 2019-11-15 4657 6648 -1991 -1991 10000. CATERPILLAR INC CALL 03/19/2049 UNSC 2019-09-16 2019-11-18 10062 9909 153 153 100. CORREVIO PHARMA CORP SEDOL BD0M8C4 2015-03-17 2019-11-18 224 905 -681 -681 430. CORREVIO PHARMA CORP SEDOL BD0M8C4 2015-03-17 2019-11-18 955 3892 -2937 -2937 140. RMR GROUP INC/THE - A 2019-07-08 2019-11-18 6594 6995 -401 -401 130. RMR GROUP INC/THE - A 2019-07-08 2019-11-18 6189 6495 -306 -306 40. RMR GROUP INC/THE - A 2019-07-08 2019-11-18 1880 1999 -119 -119 105000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2019-10-31 2019-11-18 123104 125405 -2301 -2301 45000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2019-09-05 2019-11-18 45211 45191 20 20 120000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2019-11-18 121097 120949 148 148 100000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2019-11-18 103203 98004 5199 5199 320. CORREVIO PHARMA CORP SEDOL BD0M8C4 2019-11-19 697 2894 -2197 -2197 40. CORREVIO PHARMA CORP SEDOL BD0M8C4 2015-07-30 2019-11-19 87 361 -274 -274 140. RMR GROUP INC/THE - A 2019-11-19 6699 6976 -277 -277 40. RMR GROUP INC/THE - A 2019-07-08 2019-11-19 1926 1988 -62 -62 435000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2019-11-19 451380 439818 11562 11562 200. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S 2015-11-19 2019-11-20 7267 3640 3627 3627 450. CORREVIO PHARMA CORP SEDOL BD0M8C4 2019-11-20 994 4018 -3024 -3024 25. FIRST CITIZENS BANCSHARES INC 2015-11-19 2019-11-20 12929 6573 6356 6356 20. RMR GROUP INC/THE - A 2019-07-08 2019-11-20 956 994 -38 -38 130. RMR GROUP INC/THE - A 2019-11-20 6287 6441 -154 -154 75000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2019-11-20 81844 81673 171 171 190. ACCELERON PHARMA INC 2019-11-21 8280 10085 -1805 -1805 210. ACI WORLDWIDE INC 2019-11-21 7668 7601 67 67 135. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD1 2018-11-26 2019-11-21 24790 20887 3903 3903 90. ALLSTATE CORP 2019-10-03 2019-11-21 9849 9479 370 370 38. ALPHABET INC/CA-CL A 2018-11-30 2019-11-21 49184 41431 7753 7753 2. ALPHABET INC/CA-CL A 2015-07-28 2019-11-21 2589 1315 1274 1274 30. AMAZON.COM INC 2018-02-22 2019-11-21 51964 44817 7147 7147 330. AMERICAN EAGLE OUTFITTERS INC 2018-01-23 2019-11-21 4661 6173 -1512 -1512 4880. AMERICAN EAGLE OUTFITTERS INC 2019-11-21 69830 90450 -20620 -20620 230. AMERICAN EAGLE OUTFITTERS INC 2019-08-14 2019-11-21 3286 3500 -214 -214 60. AMERICAN EAGLE OUTFITTERS INC 2018-01-31 2019-11-21 857 1096 -239 -239 50. AMGEN INC 2014-03-03 2019-11-21 11344 6173 5171 5171 1060. ANGLO AMERICAN PLC-SPONS ADR ADR SEDOL BYYWFP9 2018-07-02 2019-11-21 13973 11556 2417 2417 179. ANHEUSER BUSCH INBEV SPONSORED ADR 2016-11-30 2019-11-21 14052 18632 -4580 -4580 160. APELLIS PHARMACEUTICALS INC 2019-11-21 4565 4043 522 522 280. APPLE INC 2006-03-28 2019-11-21 73244 2388 70856 70856 120. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B8 2019-11-21 14080 13775 305 305 298. ASTRAZENECA PLC SPONS ADR 2018-10-19 2019-11-21 14182 11752 2430 2430 70. AUTOMATIC DATA PROCESSING INC 2018-05-29 2019-11-21 11859 9062 2797 2797 10. AUTOZONE INC 2018-09-21 2019-11-21 11664 7673 3991 3991 726. BASF SE SPONSORED ADR 2018-11-26 2019-11-21 13919 13587 332 332 363. BP PLC SPONSORED ADR 2018-05-30 2019-11-21 13996 16509 -2513 -2513 122. BAIDU INC 2017-07-27 2019-11-21 14101 24841 -10740 -10740 180. BAXTER INTERNATIONAL INC 2019-11-21 14770 12343 2427 2427 240. BERRY GLOBAL GROUP INC 2019-10-22 2019-11-21 11130 9656 1474 1474 279. BHP LTD SPONSORED ADR 2018-07-11 2019-11-21 13996 13755 241 241 15. BIO RAD LABORATORIES INC CLASS A 2018-09-28 2019-11-21 5385 4696 689 689 40. BIO RAD LABORATORIES INC CLASS A 2019-08-14 2019-11-21 14361 12745 1616 1616 8760. BLOCK H & R INC 2019-11-21 213966 212656 1310 1310 150. BLUEPRINT MEDICINES CORP 2019-11-21 11363 12448 -1085 -1085 230. BOOZ ALLEN HAMILTON HOLDING 2019-06-06 2019-11-21 16647 15029 1618 1618 40. BRIGHT HORIZONS FAMILY SOLUT 2013-01-25 2019-11-21 6007 880 5127 5127 150. BRISTOL MYERS SQUIBB CO 2018-09-05 2019-11-21 8593 9171 -578 -578 670. BRIXMOR PROPERTY GROUP INC 2019-11-21 14590 15218 -628 -628 40. BROADCOM INC 2018-11-05 2019-11-21 12495 8752 3743 3743 50. BURLINGTON STORES INC 2015-04-20 2019-11-21 10225 2785 7440 7440 230. CBRE GROUP INC 2018-02-22 2019-11-21 12627 10365 2262 2262 200. CDW CORP/DE 2014-06-20 2019-11-21 27321 6416 20905 20905 216. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD14 2014-04-04 2019-11-21 19679 7043 12636 12636 50. CABOT MICROELECTRONICS CORP NAME CHG 10/01/20 2019-06-06 2019-11-21 6493 5122 1371 1371 200. CATALENT INC 2019-08-09 2019-11-21 10245 11351 -1106 -1106 130. CHURCH & DWIGHT INC 2018-08-09 2019-11-21 9057 7258 1799 1799 280. CISCO SYS INC COM 2019-07-17 2019-11-21 12538 16102 -3564 -3564 70. CINTAS CORP 2019-04-15 2019-11-21 17937 14584 3353 3353 360. COMCAST CORPORATION CL A 2012-07-23 2019-11-21 15883 5664 10219 10219 2897. COMPAGNIE DE SAINT-UNSP ADR ADR SEDOL B3K9YH2 2014-04-04 2019-11-21 23139 36449 -13310 -13310 150. CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S 2015-11-19 2019-11-21 5473 2730 2743 2743 1620. CORREVIO PHARMA CORP SEDOL BD0M8C4 2019-11-21 3521 14242 -10721 -10721 360. CORREVIO PHARMA CORP SEDOL BD0M8C4 2019-11-21 780 3111 -2331 -2331 380. CORREVIO PHARMA CORP SEDOL BD0M8C4 2019-11-21 826 3247 -2421 -2421 50. COSTCO WHSL CORP NEW COM 2019-03-19 2019-11-21 15007 11833 3174 3174 60. CROWN CASTLE INTL CORP 2019-08-26 2019-11-21 8225 8827 -602 -602 70. DARDEN RESTAURANTS INC W I 2019-05-23 2019-11-21 7987 8450 -463 -463 90. DASSAULT SYSTEMS SA SPON ADR 2018-11-26 2019-11-21 14017 10517 3500 3500 393. DEUTSCHE POST AG SPON ADR 2018-11-26 2019-11-21 14756 12664 2092 2092 330. DISCOVERY INC CLASS A 2018-07-03 2019-11-21 10701 9066 1635 1635 110. DOLLAR GENERAL CORP 2018-09-21 2019-11-21 17692 12000 5692 5692 452. ENI S P A SPONSORED ADR 2018-10-19 2019-11-21 14046 16111 -2065 -2065 40. EDWARDS LIFESCIENCES CORP 2019-09-04 2019-11-21 9719 8804 915 915 570. 8X8 INC 2019-11-21 11362 13949 -2587 -2587 250. ELDORADO RESORTS INC NAME CHG 07/21/20 2019-11-21 13214 11708 1506 1506 80. EPAM SYSTEMS INC 2019-11-21 16484 14790 1694 1694 735. 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LEXINGTON CORPORATION PROPERTIES TRUST 2017-05-03 2019-11-29 3328 3004 324 324 428.668 ACADIAN NON-US FOCUSED ALPHA EQUITY FUND 2011-10-18 2019-11-29 750000 379177 370823 370823 238.79 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2019-11-30 239 254 -15 -15 2428.97 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2019-11-30 2429 2603 -174 -174 296.25 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2019-11-30 296 309 -13 -13 1559.78 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2019-11-30 1560 1615 -55 -55 5719.86 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2019-11-30 5720 5864 -144 -144 3273.86 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2019-11-30 3274 3291 -17 -17 875.36 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2019-11-30 875 909 -34 -34 2309.26 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2019-11-30 2309 2457 -148 -148 903.76 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2019-11-30 904 944 -40 -40 1389.27 FEDERAL NATL MTG ASSN POOL 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2019-11-30 5226 5270 -44 -44 4698.46 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2019-11-30 4698 4780 -82 -82 7421.01 FEDERAL NATL MTG ASSN POOL CA0549 2019-08-27 2019-11-30 7421 7771 -350 -350 837.49 FEDERAL NATL MTG ASSN POOL CA4427 2019-11-08 2019-11-30 837 848 -11 -11 833.43 FEDERAL NATL MTG ASSN POOL FM0008 2019-09-19 2019-11-30 833 865 -32 -32 3033.52 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2019-11-30 3034 3105 -71 -71 198.9 FEDERAL NATL MTG ASSN POOL FM1221 2019-09-19 2019-11-30 199 206 -7 -7 2439.93 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2019-11-30 2440 2528 -88 -88 666.45 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2019-11-30 666 658 8 8 2085.7 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2019-11-30 2086 2200 -114 -114 3620.85 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2019-11-30 3621 3630 -9 -9 1742.54 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2019-11-30 1743 1806 -63 -63 395.37 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2019-11-30 395 422 -27 -27 1277.36 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CONTINENTAL BUILDING PRODUCT MERGED 02/03/2020 @ $37.00 P/S 2015-11-19 2019-12-02 5544 2730 2814 2814 660. CORREVIO PHARMA CORP SEDOL BD0M8C4 2019-12-02 1381 1989 -608 -608 4650. CORREVIO PHARMA CORP SEDOL BD0M8C4 2016-07-26 2019-12-02 9727 13950 -4223 -4223 510. CORREVIO PHARMA CORP SEDOL BD0M8C4 2016-07-26 2019-12-02 1071 1530 -459 -459 10. PALOMAR HOLDINGS INC 2019-11-05 2019-12-02 528 431 97 97 40. PALOMAR HOLDINGS INC 2019-11-05 2019-12-02 2115 1725 390 390 20. RMR GROUP INC/THE - A 2019-07-19 2019-12-02 924 971 -47 -47 50. REX AMERICAN RESOURCES CORP 2017-11-10 2019-12-02 4595 4309 286 286 15000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2019-09-26 2019-12-02 14885 15001 -116 -116 2510. CORREVIO PHARMA CORP SEDOL BD0M8C4 2016-07-26 2019-12-03 5266 7530 -2264 -2264 160. CORREVIO PHARMA CORP SEDOL BD0M8C4 2016-07-26 2019-12-03 334 480 -146 -146 10. PALOMAR HOLDINGS INC 2019-11-05 2019-12-03 530 431 99 99 30. PALOMAR HOLDINGS INC 2019-11-05 2019-12-03 1579 1293 286 286 40. RMR GROUP INC/THE - A 2019-07-19 2019-12-03 1841 1943 -102 -102 30. RMR GROUP INC/THE - A 2019-07-18 2019-12-03 1381 1456 -75 -75 960. CORREVIO PHARMA CORP SEDOL BD0M8C4 2019-12-04 1915 2880 -965 -965 1040. CORREVIO PHARMA CORP SEDOL BD0M8C4 2019-12-04 2074 2917 -843 -843 100. CORREVIO PHARMA CORP SEDOL BD0M8C4 2019-12-04 201 251 -50 -50 20. RMR GROUP INC/THE - A 2019-12-04 938 966 -28 -28 30. RMR GROUP INC/THE - A 2019-07-22 2019-12-04 1402 1442 -40 -40 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2019-08-21 2019-12-04 15691 15891 -200 -200 10000. AT&T INC CALL 11/15/2034 @ 100.000 UNSC 2019-10-10 2019-12-05 11087 10881 206 206 15000. AT&T INC CALL 11/15/2034 @ 100.000 UNSC 2019-10-10 2019-12-05 16624 16322 302 302 25000. ABBVIE INC CALL 11/14/2034 @ 100.000 UNSC 2019-12-05 27915 26696 1219 1219 100. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2019-12-05 4729 1775 2954 2954 30. PALOMAR HOLDINGS INC 2019-11-05 2019-12-05 1541 1286 255 255 60. RMR GROUP INC/THE - A 2019-12-05 2791 2815 -24 -24 20. RMR GROUP INC/THE - A 2019-08-05 2019-12-05 930 935 -5 -5 40000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2019-12-05 53883 53980 -97 -97 10000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2018-06-06 2019-12-05 13471 11901 1570 1570 40000. KRAFT FOODS GROUP INC SER WI 2019-12-06 42828 39431 3397 3397 25000. KRAFT HEINZ FOODS CO CALL 01/15/2045 @ 100.000 COGT 2015-06-23 2019-12-06 27070 25279 1791 1791 80. PALOMAR HOLDINGS INC 2019-12-06 4136 3111 1025 1025 70. RMR GROUP INC/THE - A 2019-08-05 2019-12-06 3283 3274 9 9 110. RMR GROUP INC/THE - A 2019-12-06 5174 5067 107 107 10. RMR GROUP INC/THE - A 2019-08-09 2019-12-06 470 459 11 11 200. SUMMIT MATERIALS INC -CL A 2019-12-06 4666 5180 -514 -514 150. SUMMIT MATERIALS INC -CL A 2019-12-06 3444 3878 -434 -434 320. SUMMIT MATERIALS INC -CL A 2017-04-25 2019-12-06 7402 8265 -863 -863 750. SUMMIT MATERIALS INC -CL A 2019-12-06 17346 19286 -1940 -1940 150. 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SPIRIT REALTY CAPITAL INC 2019-12-13 30983 25524 5459 5459 .02 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-12-15 .47 FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2019-12-15 11443.94 FORD CREDIT AUTO LEASE TRUST SERIES 2019 A CLASS A2 2019-02-20 2019-12-15 11444 11443 1 1 7494.05 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A3 2017-03-22 2019-12-15 7494 7493 1 1 2760. ALBEMARLE CORP 2019-12-16 184306 267810 -83504 -83504 130. INGEVITY CORP 2019-12-16 11783 10426 1357 1357 60. INGEVITY CORP 2018-06-07 2019-12-16 5413 4809 604 604 440. SPIRIT REALTY CAPITAL INC 2019-12-16 21691 17821 3870 3870 430. SPIRIT REALTY CAPITAL INC 2019-12-16 21363 17387 3976 3976 440. SPIRIT REALTY CAPITAL INC 2019-12-16 21784 17730 4054 4054 10. SPIRIT REALTY CAPITAL INC 2019-04-04 2019-12-16 494 403 91 91 130. SPIRIT REALTY CAPITAL INC 2019-12-16 6399 5233 1166 1166 100. SPIRIT REALTY CAPITAL INC 2019-04-09 2019-12-16 4962 4020 942 942 70. BLUEPRINT MEDICINES CORP 2019-12-17 5358 5582 -224 -224 130. BLUEPRINT MEDICINES CORP 2019-08-21 2019-12-17 9925 10364 -439 -439 900. FATE THERAPEUTICS INC 2019-12-17 18142 12629 5513 5513 40. INGEVITY CORP 2018-06-07 2019-12-17 3565 3206 359 359 190. SPIRIT REALTY CAPITAL INC 2019-04-09 2019-12-17 9309 7637 1672 1672 120. BLUEPRINT MEDICINES CORP 2019-12-18 9218 9564 -346 -346 25000. GENERAL MOTORS FINL CO CALL 12/01/2025 @ 100.000 COGT 2019-11-14 2019-12-18 27590 27178 412 412 30. INGEVITY CORP 2018-06-07 2019-12-18 2669 2405 264 264 60. SPIRIT REALTY CAPITAL INC 2019-04-09 2019-12-18 2938 2412 526 526 20000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2018-09-26 2019-12-18 20555 19578 977 977 15000. USA TREASURY NOTES 02.500% DUE 05/15/2024 2018-11-29 2019-12-18 15478 14706 772 772 60. WOODWARD GOVERNOR COMPANY 2019-05-22 2019-12-18 7075 6815 260 260 20. WOODWARD GOVERNOR COMPANY 2019-05-22 2019-12-18 2366 2272 94 94 20. 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HOBAN HIGH SCHOOL ONE HOLY CROSS BLVD AKRON OH 44306 NONE PC MICROPROCESSOR CONTROLLED 11670 URBAN VISION PO BOX 1563 AKRON OH 44309 NONE PC GENERAL SUPPORT 35000 CORNERSTONE COMMUNITY SCHOOL 90 W OVERDALE DRIVE TALLMADGE OH 44278 NONE PC FIELD OF DREAMS 9930 SHELTER CARE INC 32 SOUTH AVENUE TALLMADGE OH 44278 NONE PC SAFE LANDING YOUTH SHELTERS 15000 STOW-MUNROE FALLS CITY SCHOOLS 4350 ALLEN ROAD STOW OH 44224 NONE PC ELA & PBL = SUCCESS 15000 SPRINGFIELD LOCAL SCHOOLS 2410 MASSILLON ROAD AKRON OH 44312 NONE PC JUNIOR HIGH CHROMAKEY 27030 MUSICAL ARTS ASSOCIATION 11001 EUCLID AVENUE CLEVELAND OH 44106 NONE PC GENERAL SUPPORT 65000 ST BARNABAS SCHOOL 9200 OLDE 8 ROAD NORTHFIELD OH 44067 NONE PC WHAT A GREAT IDEA 17630 MANCHESTER LOCAL SCHOOLS 6285 RENNINGER ROAD AKRON OH 44319 NONE PC COMPOSTING TO SAVE WATER 9890 BARBERTON CITY SCHOOLS 470 NORTON AVENUE BARBERTON OH 44203 NONE PC BREATHE, THINK, RESPOND 8000 GROUNDWORKS DANCE THEATER 13125 SHAKER SQUARE CLEVELAND OH 44120 NONE PC 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107600 PENINSULA LIBRARY 885 EAST BUCHTEL AVENUE AKRON OH 44305 NONE PC GENERAL SUPPORT 10000 FIRST CONGREGATIONAL CHURCH 65 STEINER AVENUE AKRON OH 44301 NONE PC DISCRETIONARY GRANT 5000 UNIVERSITY OF AKRON FOUNDATION INFOCISION STADIUM UNIVERSITY OF AKRON OH 44325 NONE PC 2019 GRANT AWARD 243200 COMMUNITY HALL FOUNDATION 182 SOUTH MAIN STREET AKRON OH 44308 NONE PC CROSSROADS WRITERS CONF/ 141250 DIRECTION HOME AKRON CANTON 17 SOUTH HIGH STREET COLUMBUS OH 43215 NONE PC GENERAL SUPPORT 5000 ARTSNOW 60 S HIGH STREET AKRON OH 44326 NONE PC GENERAL SUPPORT 126550 ALCHEMY INC PO BOX 4041 COPLEY OH 44321 NONE PC GENERAL SUPPORT 51000 BUILDING FOR TOMORROW 100 WEST CEDAR STREET AKRON OH 44307 NONE PC SCHEDULED GRANT PAYMENT 217625 CHILD GUIDANCE & FAMILY SOLUTIONS 18 N FORGE STREET AKRON OH 44304 NONE PC GENERAL OPERATIONS 80000 CHAIR-ITY INC 166 SOUTH HIGH STREET AKRON OH 44308 NONE PC GENERAL SUPPORT 2000 COUNTRYSIDE CONSERVANCY 2900 STATE ROAD UNIT 3 CUYAHOGA FALLS OH 44223 NONE PC MATCHING GIFT 300 DOWNTOWN AKRON PARTNERSHIP 103 SOUTH HIGH STREET AKRON OH 44308 NONE PC 2019 GRANT AWARD 75000 FAMILY AND COMMUNITY SERVICES 111 EAST VORLS STREET AKRON OH 44311 NONE PC GENERAL SUPPORT 67500 GREAT TRAIL COUNCIL BOY SCOUTS OF AMERICA 1601 SOUTH MAIN STREET AKRON OH 44301 NONE PC GENERAL OPERATIONS 17500 BROKEN CHAINS MINISTRY PO BOX 502 AKRON OH 44309 NONE PC MATCHING GIFT 7500 TRI-COUNTY JOBS FOR OHIO'S GRADUATES 55 EAST CUYAHOGA FALLS AVENUE AKRON OH 44310 NONE PC OPERATING SUPPORT IN 2019 81000 TUESDAY MUSICAL ASSOCIATION 1 SOUTH MAIN STREET AKRON OH 44308 NONE PC KNIGHT ARTS CHALLENGE 50000 WEATHERVANE COMMUNITY PLAYHOUSE 1301 WEATHERVANE LANE AKRON OH 44313 NONE PC GENERAL OPERATIONS 45000 WOMEN'S NETWORK OF NORTHEAST OHIO PO BOX 13259 FAIRLAWN OH 44334 NONE PC LEADERSHIP TRAINING & PRO 35000 ACCESS INC 230 WEST MARKET STREET AKRON OH 44303 NONE PC 2019 GRANT AWARD - GLASS 800 AKRON CREATIVE INC 30 N HIGH STREET AKRON OH 44308 NONE PC GENERAL SUPPORT 46000 BATTERED WOMEN'S SHELTER 974 EAST MARKET STREET AKRON OH 44305 NONE PC RENEW & RESTORE COMMUNITY 71000 COMMUNITY LEGAL AID SERVICES INC 150 CROSS ATREET AKRON OH 44311 NONE PC GENERAL OPERATING SUPPORT 16000 CUYAHOGA VALLEY PRESERVATION AND SCENIC RAILWAY ASSOC PO BOX 158 PENINSULA OH 44264 NONE PC GENERAL SUPPORT 45000 SALVATION ARMY SUMMIT CNTY AREA SERVICES 190 SOUTH MAPLE STREET AKRON OH 44302 NONE PC 2018 GRANT AWARD 68000 SOUTH STREET MINISTRIES INC 130 W SOUTH STREET AKRON OH 44311 NONE PC GENERAL SUPPORT 35000 STAN HYWET HALL & GARDENS 714 NORTH PORTAGE PATH AKRON OH 44303 NONE PC CAPITAL GRANT FOR 150381 AKRON COMMUNITY FOUNDATION 345 WEST CEDAR STREET AKRON OH 443072407 NONE PC GAR DONOR ADVISED FUND 65000 SUMMIT EDUCATION INITIATIVE 120 EAST MILL STREET AKRON OH 44308 NONE PC 2018 GRANT AWARD 201000 COMMUNITY INITIATIVES 759 W MARKET STREET AKRON OH 44303 NONE PC GENERAL SUPPORT 20000 CRAFTY MART INC PO BOX 906023 CHARLOTTE NC 28290 NONE PC FOR BECHDEL FEST 15000 HAVEN OF REST MINISTRIES INC PO BOX 547 AKRON OH 44308 NONE PC GENERAL OPERATIONS 5120 LEADERSHIP AKRON 54 EAST MILL STREET AKRON OH 44308 NONE PC GENERAL SUPPORT 41000 FUND FOR OUR ECONOMIC FUTURE 570 EAST WATERLOO ROAD AKRON OH 44319 NONE PC FEB 2019 GRANT 166666 SUMMIT WORKFORCE SOLUTIONS 1041 E TALLMADGE AVENUE AKRON OH 44310 NONE PC MATCHING GIFT 1000 SUMMIT EDUCATION INITIATIVE 120 EAST MILL STREET AKRON OH 44308 NONE PC MATCHING GRANT 19000 FRIENDS OF METRO PARKS PO BOX 13364 FAIRLAWN OH 44334 NONE PC GENERAL OPERATIONS 15000 FOUNDATION CENTER - CLEVELAND 1422 EUCLID AVENUE CLEVELAND OH 44115 NONE PC GENERAL SUPPORT 10000 CENTER FOR APPLIED THEATRE 220 SOUTH BALCH STREET AKRON OH 44302 NONE PC FOR MA'SUE PRODICTIONS 7500 BOUNCE INNOVATION HUB 974 EAST MARKET STREET AKRON OH 44305 NONE PC GENERAL SUPPORT 50000 AKRON COMMUNITY FOUNDATION 345 WEST CEDAR STREET AKRON OH 44307 NONE PC GAR DAF CONTRIBUTION 75000 TRULY REACHING YOU 587 BAIRD STREET AKRON OH 44311 NONE PC GENERAL OPERATIONS 10000 PROJECT LEARN OF SUMMIT COUNTY 60 S HIGH STREET AKRON OH 44326 NONE PC GENERAL OPERATIONS 60000 CUYAHOGA FALLS CITY SCHOOLS 431 STOW AVENUE CUYAHOGA FALLS OH 44221 NONE PC EXPLORING OUR WORLD - NOT 84720 HUDSON CITY SCHOOLS 2400 HUDSON AURORA ROAD HUDSON OH 44236 NONE PC BRINGING HISTORY TO LIFE 14860 CHRIST CHILD SOCIETY OF AKRON PO BOX 5855 AKRON OH 44372 NONE PC GENERAL SUPPORT 2500 ROTARY CAMP FOR CHILDREN WITH SPECIAL NEEDS 4460 REX LAKE DRIVE AKRON OH 44319 NONE PC DC ADVISED GRANT 7500 TORCHBEARERS PO BOX1443 AKRON OH 44309 NONE PC PRESIDENTIAL DISCRETIONARY 7500 SUMMIT ARTSPACE 525 EAST MARKET STREET AKRON OH 44304 NONE PC ART RESOURCES 15000 FORWARD CITIES 4536 N 25TH ROAD ARLINGTON VA 22207 NONE PC FEB 2019 GRANT 20000 OHIO NEWS MEDIA FOUNDATION 1422 EUCLID AVENUE CLEVELAND OH 44115 NONE PC DISCRETIONARY GRANT 5000 VIRTUE INC FOR WOMEN 150 FURNACE ROAD AKRON OH 44304 NONE PC DISCRETIONARY GRANT 5000 AKRON REGIONAL DEVELOPMENT BOARD ONE HOLY CROSS BLVD AKRON OH 44306 NONE PC 2019 GRANT - ELEVATE AKRON 461000 AKRON SOUL TRAIN 121 SOUTH MAIN STREET AKRON OH 44308 NONE PC 2018 GRANT AWARD 26000 GIRLS ON THE RUN NORTHEAST OHIO 140 E MARKET STREET AKRON OH 44308 NONE PC MATCHING GIFT 4000 CROWN POINT ECOLOGY CENTER 3220 IRA ROAD BATH OH 44210 NONE PC PROFESSIONAL DEVELOPMENT 125000 PK AKRON ORGANIZERS INC 44 UNIVERSITY AVENUE AKRON OH 44308 NONE PC PROGRAM SUPPORT 5000 LINKS COMMUNITY & FAMILY 733 WEST MARKET STREET AKRON OH 44303 NONE PC SUPPORT OF AFTERSCHOOL 35000 6560872 RECOVERY OF GRANTS 63181 14 2731320 16 25404 14 5766 18 5416403 BNP PARIBAS SPONSO 14 -858 COMPAGNIE FINANCIE 14 570 ING GROEP N V SPON 14 511 NOVARTIS AG SPONSO 14 891 SWATCH GROUP LTD U 14 152 UNILEVER N V N Y S 14 131 FEDERAL TAX REFUND 14 16462 8196752 63181 8259933 1A RECOVERY OF PRIOR YEAR GRANTS PAID 5B RENTAL INCOME FROM ANDREW JACKSON HOUSE false false false false false false false false false false AUDIT & ACCOUNTING FEES (ALLOC 67031 67031 FILING SYSTEM 2006-09-01 5599 5506 M10 10 FURNITURE 2009-09-01 149599 79787 M10 10 RUGS 2009-09-01 6668 3557 M10 10 AV EQUIPMENT 2009-09-01 122881 65536 M10 10 A/C UNIT FOR AV CL 2009-11-14 6420 3281 M10 10 FURNITURE 2010-08-18 2783 1391 M10 10 LOFT 2011-01-12 11250 3255 M27 27 409 15 LAP TOP COMPUTE 2012-01-01 15450 15450 M3 3 277 EAST MILL STRE 2015-01-09 3792570 385058 M39 39 97241 THIS 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.GOV 14412101 14848567 FILING SYSTEM 5599 5506 93 FURNITURE 149599 79787 69812 RUGS 6668 3557 3111 AV EQUIPMENT 122881 65536 57345 A/C UNIT FOR AV CL 6420 3281 3139 FURNITURE 2783 1391 1392 15 LAP TOP COMPUTE 15450 15450 MUTUAL FUNDS - FIXED AT COST 6449713 6414120 MUTUAL FUNDS - EQUITY AT COST 21523874 26762068 LIMITED PARTNERSHIPS AT COST 22250551 26537476 MBS, CMO, ASSET BACKED AT COST 1597447 1628472 LOFT 11250 3664 7586 277 EAST MILL STRE 3792570 482299 3310271 MAI WEALTH DIVIDEND STRATEGY 4832498 4832498 7096207 OTHER NON-ALLOCABLE EXPENSE - 247609 0 247609 STATE FILING FEES 200 0 200 MEMBERSHIP RENEWAL FEES 15000 0 15000 GRANTMAKING FEES 53343 0 53343 OFFICE EXPENSES 244733 0 244733 TRANSACTION CHARGES 98370 98370 0 LIABILITY INSURANCE FEES 42874 0 42874 ADR SERVICE FEES 20048 20048 0 PARTNERSHIP - EXPENSE 181523 0 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 16462 0 RECOVERY OF GRANTS 63181 0 MULTIPLE PARTNERSHIPS -794872 PARTNERSHIP COST BASIS ADJUSTMENT 73788 NET INC/EXP ITEMS POSTED TO PRINCIPAL 299029 POSTED IN CURRENT YR FOR PRIOR YR 4875 TEMPORARY SALE LIABILITY ADJUSTMENT 40473 DIFF OF SECURITIES RECEIVED / DELIVERED 442576 TEMPORARY SALE LIABILITY 40473 NON PNC INVESTMENT MANAGEMENT 490696 490696 NON-PNC CONSULTING FEES 36250 36250 FOREIGN TAXES 42878 42878 0 FEDERAL TAX PAYMENT - PRIOR YE 28900 0 0 FEDERAL ESTIMATES - PRINCIPAL 137785 0 0 990-T TAX PAYMENTS 23000 0 0