2018-11-09T17:00:31-06:00 2017-12-31 990PF 2017-01-01 346577710 GAR FOUNDATION GARF 4127629161 116 ALLEGHENY CENTER MALL P8YB3502L PITTSBURGH PA 15212 PNC BANK N A BY VICE PRESIDENT 4127629161 2018-11-08 161.150.46.69 P B19847ABCE691DAC2ACA5DF3CD0B566807A0842E B19847ABCE691DAC2ACA5DF3CD0B566807A0842E 2017 2019-02-21 02:37:17Z X 169143083 X X 2282384 2488589 28121 28121 28121 7774429 61227201 7774429 0 341935 1133873 10426869 11425012 334837 162947 167418 846750 0 0 846750 7500 0 0 7500 0 52546 0 0 52546 488114 488114 0 0 228208 37133 0 97650 0 0 0 0 0 583551 321616 524732 2639156 1009810 0 1598946 6206981 6206981 8846137 1009810 0 7805927 1580732 10415202 0 5952194 6775920 6775920 0 0 870 0 870 870 870 14224056 12925194 13000533 50262356 48440524 71292342 9289635 9100857 9323626 4113220 465171 3745699 3648049 46042034 50242346 58733810 3792570 3792570 3792570 3792570 4832498 4832498 6223412 138141912 139758828 169143083 65806 88277 65806 88277 X 130549423 135394107 3745699 3648049 3780984 628395 138076106 139670551 138141912 139758828 138076106 1580732 167529 139824367 153816 139670551 80. ACCELERON PHARMA INC 2016-05-25 2017-01-01 2078 2754 -676 -676 300. BROOKS AUTOMATION INC 2015-11-19 2017-01-01 5255 3396 1859 1859 200. CONTINENTAL BUILDING PRODUCT 2017-01-01 4638 3687 951 951 100. DOUGLAS DYNAMICS INC 2015-11-19 2017-01-01 3454 2266 1188 1188 1032.06 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2017-01-01 1032 1102 -70 -70 4248.76 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-01-01 4249 4577 -328 -328 7271.37 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-01-01 7271 7598 -327 -327 3463.24 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2017-01-01 3463 3596 -133 -133 4089.12 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-01-01 4089 4118 -29 -29 1461.77 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2017-01-01 1462 1522 -60 -60 6822.97 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2017-01-01 6823 7295 -472 -472 2426.43 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2017-01-01 2426 2569 -143 -143 2928.34 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-01-01 2928 3063 -135 -135 1608.7 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2017-01-01 1609 1687 -78 -78 4310.27 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-01-01 4310 4504 -194 -194 938.45 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2017-01-01 938 980 -42 -42 3854.4 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-01-01 3854 3988 -134 -134 3063.75 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-01-01 3064 3201 -137 -137 1429.06 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2017-01-01 1429 1486 -57 -57 3575.57 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2017-01-01 3576 3809 -233 -233 5317.29 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-01-01 5317 5693 -376 -376 865.75 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2017-01-01 866 894 -28 -28 2964.67 FEDERAL NATL MTG ASSN POOL AS6311 2016-05-06 2017-01-01 2965 3112 -147 -147 2167.86 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-16 2017-01-01 2168 2240 -72 -72 2019.66 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2017-01-01 2020 2026 -6 -6 498.94 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2017-01-01 499 517 -18 -18 111.03 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2017-01-01 111 112 -1 -1 35.55 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2017-01-01 36 36 64.37 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2017-01-01 64 65 -1 -1 179.78 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2017-01-01 180 181 -1 -1 246.83 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2017-01-01 247 239 8 8 370. FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2017-01-01 370 371 -1 -1 3280.16 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2017-01-01 3280 3408 -128 -128 1132.06 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-01-01 1132 1118 14 14 605.96 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2017-01-01 606 633 -27 -27 974.8 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2017-01-01 975 1033 -58 -58 5017.46 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-01-01 5017 5031 -14 -14 1919.08 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2017-01-01 1919 1995 -76 -76 2882.84 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2017-01-01 2883 3095 -212 -212 2393.12 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2017-01-01 2393 2457 -64 -64 1910.65 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2017-01-01 1911 1930 -19 -19 3666.68 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-01-01 3667 3827 -160 -160 2336.3 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2017-01-01 2336 2458 -122 -122 2976.28 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2017-01-01 2976 3149 -173 -173 2515.88 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2017-01-01 2516 2595 -79 -79 2138.9 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2017-01-01 2139 2168 -29 -29 3204.35 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2017-01-01 3204 3439 -235 -235 4648.55 GOVT NATL MTG ASSN II POOL MA3175 2015-11-17 2017-01-01 4649 5007 -358 -358 3601.29 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2017-01-01 3601 3865 -264 -264 100. HANMI FINANCIAL CORPORATION 2016-04-22 2017-01-01 3506 2387 1119 1119 100. HOPE BANCORP INC 2015-12-04 2017-01-01 2220 1668 552 552 100. KNOLL INC 2015-11-19 2017-01-01 2806 2221 585 585 80. MATSON INC W/I 2016-07-27 2017-01-01 2836 2929 -93 -93 10. MATSON INC W/I 2016-07-27 2017-01-01 357 366 -9 -9 100. NATIONAL RETAIL PPTYS INC 2008-10-24 2017-01-01 4272 1529 2743 2743 100. NUTRI/SYSTEM INC 2017-01-01 3579 1054 2525 2525 100. OMNICELL INC 2015-11-19 2017-01-01 3394 2801 593 593 300. PIEDMONT OFFICE REALTY TRU A 2015-11-19 2017-01-01 6073 5853 220 220 100. SELECTED INS GROUP INC 2015-11-19 2017-01-01 4319 3405 914 914 100. STERLING BANCORP 2015-11-20 2017-01-01 2371 1700 671 671 100. UNITED COMMUNITY BANKS/GA 2015-11-19 2017-01-01 2989 2083 906 906 100. VISHAY INTERTECHNOLOGY INC 2013-09-05 2017-01-01 1641 1266 375 375 100. ORBOTECH LTD 2015-11-19 2017-01-01 3346 1900 1446 1446 200. ACCELERON PHARMA INC 2017-01-03 4994 6504 -1510 -1510 180. HURON CONSULTING GROUP INC 2010-10-08 2017-01-03 8760 3534 5226 5226 110. HURON CONSULTING GROUP INC 2017-01-03 5216 2160 3056 3056 190. LOCKHEED MARTIN CORP 2013-11-25 2017-01-03 47951 26930 21021 21021 110. MATSON INC W/I 2014-11-12 2017-01-03 3966 3833 133 133 170. MATSON INC W/I 2017-01-03 6130 6200 -70 -70 190. NORTHROP GRUMMAN CORPORATION 2015-07-16 2017-01-03 44424 32247 12177 12177 300. RAYTHEON COMPANY 2017-01-03 43280 36877 6403 6403 30. RUSH ENTERPRISES INC CL A 2015-02-03 2017-01-03 954 887 67 67 310. HURON CONSULTING GROUP INC 2017-01-04 14534 6060 8474 8474 80. INPHI CORP 2017-01-04 3607 3437 170 170 80. INPHI CORP 2016-11-09 2017-01-04 3615 3422 193 193 30. INPHI CORP 2017-01-04 1355 1274 81 81 230. MATSON INC W/I 2017-01-04 8329 8010 319 319 190. RUSH ENTERPRISES INC CL A 2017-01-04 6099 5323 776 776 620. HURON CONSULTING GROUP INC 2017-01-05 28475 11845 16630 16630 480. INPHI CORP 2017-01-05 21448 17287 4161 4161 150. INPHI CORP 2016-07-12 2017-01-05 6626 5080 1546 1546 1. FEDERAL NATL MTG ASSN (FANNIE MAE) SECURITIES 2001-01-01 2017-01-05 588 25 563 563 180. MATSON INC W/I 2014-11-12 2017-01-05 6396 6265 131 131 220. RUSH ENTERPRISES INC CL A 2017-01-05 6883 6094 789 789 70000. USA TREASURY NOTES 02.000% DUE 07/31/2020 2016-06-27 2017-01-05 70963 72778 -1815 -1815 52. HURON CONSULTING GROUP INC 2010-10-05 2017-01-06 2414 987 1427 1427 168. HURON CONSULTING GROUP INC 2010-10-05 2017-01-06 7744 3189 4555 4555 82. HURON CONSULTING GROUP INC 2016-06-16 2017-01-06 3780 3780 3780 120. INPHI CORP 2017-01-06 5342 4028 1314 1314 80. INPHI CORP 2017-01-06 3554 2657 897 897 1050. INTERNATIONAL FLAVORS & FRAGRANCES INC 2016-10-14 2017-01-06 121037 137003 -15966 -15966 70. NEUROCRINE BIOSCIENCES INC 2016-09-30 2017-01-06 3032 3584 -552 -552 260. NEUROCRINE BIOSCIENCES INC 2017-01-06 11261 11322 -61 -61 80. NEUROCRINE BIOSCIENCES INC 2015-08-25 2017-01-06 3508 3435 73 73 100. NEUROCRINE BIOSCIENCES INC 2015-08-25 2017-01-06 4312 4293 19 19 90. NEUROCRINE BIOSCIENCES INC 2015-08-25 2017-01-06 3840 3864 -24 -24 40. NEUROCRINE BIOSCIENCES INC 2016-12-07 2017-01-06 1707 1702 5 5 60000. WILLIAMS PARTNERS LP NOTES CALL 08/15/20 @100 2016-03-02 2017-01-06 62648 51150 11498 11498 810. ARIAD PHARMACEUTICALS INC 2017-01-09 19294 10270 9024 9024 810. ARIAD PHARMACEUTICALS INC 2017-01-09 19246 10155 9091 9091 320. ARIAD PHARMACEUTICALS INC 2017-01-09 7584 2438 5146 5146 810. ARIAD PHARMACEUTICALS INC 2017-01-09 19193 4380 14813 14813 120. ARIAD PHARMACEUTICALS INC 2017-01-09 2847 639 2208 2208 810. ARIAD PHARMACEUTICALS INC 2016-01-20 2017-01-09 19209 4297 14912 14912 650. ARIAD PHARMACEUTICALS INC 2016-01-20 2017-01-09 15414 3449 11965 11965 320. ARIAD PHARMACEUTICALS INC 2016-01-20 2017-01-09 7584 1698 5886 5886 40. ARIAD PHARMACEUTICALS INC 2016-01-20 2017-01-09 950 212 738 738 160. ARIAD PHARMACEUTICALS INC 2017-01-09 3794 849 2945 2945 810. ARIAD PHARMACEUTICALS INC 2017-01-09 19271 4284 14987 14987 1070. ARIAD PHARMACEUTICALS INC 2017-01-09 25385 5584 19801 19801 1090. ARIAD PHARMACEUTICALS INC 2016-01-20 2017-01-09 26000 5588 20412 20412 380. CULLEN FROST BANKERS INC 2017-01-09 32942 20918 12024 12024 510. MERRIMACK PHARMACEUTICALS IN 2017-01-09 1907 5617 -3710 -3710 290. MERRIMACK PHARMACEUTICALS IN 2017-01-09 1114 3183 -2069 -2069 80. MERRIMACK PHARMACEUTICALS IN 2015-02-20 2017-01-09 297 877 -580 -580 1510. MERRIMACK PHARMACEUTICALS IN 2017-01-09 5838 16343 -10505 -10505 1. WACHOVIA CORP MERGED 12/31/2008 SEE XXX-XX-XXXX 2001-01-01 2017-01-09 769 769 769 45000. APPLE INC UNSC 2014-05-08 2017-01-10 43366 41432 1934 1934 20. CHUY'S HOLDINGS INC 2016-07-20 2017-01-10 628 742 -114 -114 100. CULLEN FROST BANKERS INC 2016-03-03 2017-01-10 8740 5502 3238 3238 110. INPHI CORP 2016-07-11 2017-01-10 4989 3649 1340 1340 5000. LOCKHEED MARTIN CORP CALL 09/01/2044 @ 100.000 UNSC 2015-11-16 2017-01-10 4812 4316 496 496 80000. LOCKHEED MARTIN CORP CALL 09/01/2044 @ 100.000 UNSC 2015-11-16 2017-01-10 76657 69052 7605 7605 20000. LOCKHEED MARTIN CORP CALL 09/01/2044 @ 100.000 UNSC 2015-11-16 2017-01-10 19184 17263 1921 1921 320. MERRIMACK PHARMACEUTICALS IN 2015-02-27 2017-01-10 1094 3403 -2309 -2309 1220. MERRIMACK PHARMACEUTICALS IN 2017-01-10 4127 12951 -8824 -8824 470. MERRIMACK PHARMACEUTICALS IN 2017-01-10 1628 4964 -3336 -3336 730. MERRIMACK PHARMACEUTICALS IN 2017-01-10 2530 7649 -5119 -5119 3310. MERRIMACK PHARMACEUTICALS IN 2017-01-10 11479 34156 -22677 -22677 75000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2016-08-04 2017-01-10 75193 77197 -2004 -2004 175000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2015-11-03 2017-01-10 175451 175835 -384 -384 70000. VISA INC CALL 06/14/2035 @ 100.000 UNSC 2017-01-10 73441 69965 3476 3476 65000. WAL-MART STORES INC SR NOTES 2016-07-19 2017-01-10 80896 89152 -8256 -8256 30. CHUY'S HOLDINGS INC 2016-07-20 2017-01-11 927 1113 -186 -186 40. INPHI CORP 2016-07-11 2017-01-11 1872 1327 545 545 7520. MERRIMACK PHARMACEUTICALS IN 2017-01-11 26094 70094 -44000 -44000 80000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-01-11 78300 81324 -3024 -3024 45000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-05-23 2017-01-11 44337 46074 -1737 -1737 100. ALBEMARLE CORP 2015-11-19 2017-01-12 9328 5070 4258 4258 40. CHUY'S HOLDINGS INC 2017-01-12 1214 1477 -263 -263 75000. HCA INC CALL 09/15/2019 @ 100.000 SECR 2015-10-30 2017-01-12 78000 76646 1354 1354 30. INPHI CORP 2016-07-11 2017-01-12 1409 995 414 414 50. INTEGRA LIFESCIENCES HLDG CORP 2016-01-20 2017-01-12 2122 1546 576 576 290. INTEGRA LIFESCIENCES HLDG CORP 2017-01-12 12279 8965 3314 3314 15000. KLA-TENCOR CORP CALL 09/01/2021 @ 100.000 UNSC 2014-11-13 2017-01-12 15678 15092 586 586 200. QORVO INC 2015-11-19 2017-01-12 11215 11156 59 59 30000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2016-06-27 2017-01-12 30407 31502 -1095 -1095 40. CHUY'S HOLDINGS INC 2016-07-19 2017-01-13 1188 1456 -268 -268 70. CHUY'S HOLDINGS INC 2017-01-13 2091 2545 -454 -454 75000. USA TREASURY NOTES 01.000% DUE 06/30/2019 2016-10-27 2017-01-13 74361 74994 -633 -633 14186.78 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A2 2016-03-15 2017-01-15 14187 14187 12198.97 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2015 B CLASS A2 2015-04-15 2017-01-15 12199 12199 6004.39 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-01-15 6004 6003 1 1 14547.84 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2017-01-15 14548 14548 80. CHUY'S HOLDINGS INC 2017-01-17 2381 2885 -504 -504 50. CULLEN FROST BANKERS INC 2016-03-03 2017-01-17 4327 2751 1576 1576 240. JOHN BEAN TECHNOLOGY 2017-01-17 20153 14537 5616 5616 70. NATIONAL STORAGE AFFILIATES 2016-08-01 2017-01-17 1538 1512 26 26 65000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2016-06-27 2017-01-17 65917 68245 -2328 -2328 50000. AVALONBAY COMMUNITIES SER MTN CALL 04/15/46 @100 UNSC 2016-09-26 2017-01-18 47342 49798 -2456 -2456 150. CHUY'S HOLDINGS INC 2017-01-18 4348 5398 -1050 -1050 60. CULLEN FROST BANKERS INC 2017-01-18 5175 3231 1944 1944 260. CULLEN FROST BANKERS INC 2017-01-18 22400 13642 8758 8758 90. HEICO CORP NEW CL A 2017-01-18 5927 4990 937 937 30. INPHI CORP 2016-07-11 2017-01-18 1399 995 404 404 40. INSTALLED BUILDING PRODUCTS 2015-08-12 2017-01-18 1633 1168 465 465 50. JOHN BEAN TECHNOLOGY 2016-03-04 2017-01-18 4200 2780 1420 1420 170. NATIONAL STORAGE AFFILIATES 2016-08-01 2017-01-18 3714 3672 42 42 250. CULLEN FROST BANKERS INC 2017-01-19 21683 12896 8787 8787 143871.59 GOVT NATL MTG ASSN II POOL MA3175 2015-11-17 2017-01-19 153296 154957 -1661 -1661 130. HEICO CORP NEW CL A 2017-01-19 8565 6430 2135 2135 70. HEICO CORP NEW CL A 2017-01-19 4613 3458 1155 1155 50. INPHI CORP 2017-01-19 2310 1646 664 664 40. INSTALLED BUILDING PRODUCTS 2015-08-12 2017-01-19 1628 1168 460 460 60000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-05-23 2017-01-19 58765 61428 -2663 -2663 100. AMERICAN WOODMARK CORP 2017-01-20 7087 8373 -1286 -1286 70. HEICO CORP NEW CL A 2016-04-15 2017-01-20 4596 3457 1139 1139 60. INSTALLED BUILDING PRODUCTS 2015-08-12 2017-01-20 2452 1752 700 700 30. INSTALLED BUILDING PRODUCTS 2015-08-12 2017-01-20 1230 876 354 354 4061. MOSAIC CO/THE 2016-05-04 2017-01-20 126749 110353 16396 16396 30. SITEONE LANDSCAPE SUPPLY INC 2016-10-04 2017-01-20 1116 1095 21 21 140. SITEONE LANDSCAPE SUPPLY INC 2017-01-20 5213 5038 175 175 8055.95 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-02-25 2017-01-20 8056 8056 260. AMERICAN WOODMARK CORP 2017-01-23 18183 20836 -2653 -2653 130. AMERICAN WOODMARK CORP 2017-01-23 9197 9520 -323 -323 30. AMERICAN WOODMARK CORP 2016-03-10 2017-01-23 2132 2053 79 79 10. HEICO CORP NEW CL A 2016-04-15 2017-01-23 652 494 158 158 50. INPHI CORP 2016-07-08 2017-01-23 2300 1637 663 663 40. INSTALLED BUILDING PRODUCTS 2015-08-12 2017-01-23 1624 1168 456 456 40. SITEONE LANDSCAPE SUPPLY INC 2016-09-30 2017-01-23 1485 1430 55 55 250. SITEONE LANDSCAPE SUPPLY INC 2017-01-23 9245 8544 701 701 2. ALLEGHANY CORP DEL 2016-05-04 2017-01-24 1206 1033 173 173 272. ALTRIA GROUP INC 2016-05-04 2017-01-24 19208 17258 1950 1950 70. AMERICAN WOODMARK CORP 2016-03-10 2017-01-24 5073 4789 284 284 80. AMERICAN WOODMARK CORP 2016-03-10 2017-01-24 5789 5473 316 316 110. AMERICAN WOODMARK CORP 2017-01-24 7966 7383 583 583 11. APPLE INC 2017-01-13 2017-01-24 1320 1308 12 12 14. BLACKROCK INC 2016-05-04 2017-01-24 5305 4945 360 360 110. CARMAX INC 2016-05-04 2017-01-24 7537 5651 1886 1886 137. CARNIVAL CORP SEDOL 2523044 2016-05-04 2017-01-24 7413 6731 682 682 33. CHEVRON CORPORATION 2016-05-04 2017-01-24 3842 3321 521 521 132. CISCO SYS INC COM 2016-05-04 2017-01-24 4040 3486 554 554 81. COCACOLA CO 2011-01-03 2017-01-24 3382 2641 741 741 53. DEERE & CO 2016-05-04 2017-01-24 5684 4344 1340 1340 15. FEDEX CORPORATION 2016-05-04 2017-01-24 2833 2480 353 353 60. INSTALLED BUILDING PRODUCTS 2015-08-12 2017-01-24 2457 1752 705 705 100. INSTALLED BUILDING PRODUCTS 2017-01-24 4118 2920 1198 1198 1500. JANUS CAPITAL GROUP INC MERGED 05/30/17 2017-01-24 19555 23587 -4032 -4032 81. LILLY ELI & CO 2016-05-04 2017-01-24 6031 6067 -36 -36 12. NEW MARKET CORPORATION 2016-05-04 2017-01-24 5207 4898 309 309 57. NORFOLK SOUTHN CORP COM 2016-05-04 2017-01-24 6570 5047 1523 1523 16. O REILLY AUTOMOTIVE INC 2016-05-04 2017-01-24 4270 4296 -26 -26 190. SITEONE LANDSCAPE SUPPLY INC 2016-11-30 2017-01-24 7064 6270 794 794 250. SITEONE LANDSCAPE SUPPLY INC 2016-11-30 2017-01-24 9277 8250 1027 1027 140. SITEONE LANDSCAPE SUPPLY INC 2017-01-24 5190 3180 2010 2010 31. SOUTHWEST AIRLINES COM 2017-01-20 2017-01-24 1544 1581 -37 -37 64. VERIZON COMMUNICATIONS COM 2016-05-04 2017-01-24 3197 3255 -58 -58 120. AMERICAN WOODMARK CORP 2017-01-25 8916 7960 956 956 20. AMERICAN WOODMARK CORP 2016-02-22 2017-01-25 1482 1300 182 182 80000. CYTEC INDUSTRIES INC CALL 02/01/2025 @ 100.000 UNSC 2017-01-25 79306 77736 1570 1570 110. INSTALLED BUILDING PRODUCTS 2017-01-25 4651 3069 1582 1582 100. J & J SNACK FOODS CORP 2003-07-15 2017-01-25 13095 1656 11439 11439 560. LOCKHEED MARTIN CORP 2017-01-25 139895 79095 60800 60800 3410. PFIZER INC COM 2015-11-25 2017-01-25 106974 112469 -5495 -5495 870. PFIZER INC COM 2016-02-02 2017-01-25 27293 26148 1145 1145 200. SITEONE LANDSCAPE SUPPLY INC 2016-05-12 2017-01-25 7549 4200 3349 3349 50. SITEONE LANDSCAPE SUPPLY INC 2016-05-12 2017-01-25 1890 1050 840 840 20. AMERICAN WOODMARK CORP 2016-02-22 2017-01-26 1480 1300 180 180 90. AMERICAN WOODMARK CORP 2017-01-26 6653 5819 834 834 370. EURONET SVCS INC COM 2017-01-26 26523 31267 -4744 -4744 20. INSTALLED BUILDING PRODUCTS 2015-07-22 2017-01-26 837 558 279 279 90. INSTALLED BUILDING PRODUCTS 2015-07-22 2017-01-26 3790 2511 1279 1279 290. SITEONE LANDSCAPE SUPPLY INC 2016-05-12 2017-01-26 10958 6090 4868 4868 100. AMERICAN WOODMARK CORP 2017-01-27 7392 6327 1065 1065 90. AMERICAN WOODMARK CORP 2017-01-27 6643 5639 1004 1004 700. DBS GROUP HLDGS LTD SPONSORED ADR 2013-03-04 2017-01-27 37505 33989 3516 3516 1. ELECTRONIC DATA SYS CORP NEW MERGED 08/26/08 @ $25.00 P/S 2001-01-01 2017-01-27 58 58 58 10. EURONET SVCS INC COM 2016-10-19 2017-01-27 716 845 -129 -129 150. EURONET SVCS INC COM 2017-01-27 10739 12348 -1609 -1609 500. GENTEX CORP 2016-01-07 2017-01-27 10415 7198 3217 3217 7000. PING AN INSURANCE (GROUP) CO OF CHINA 2016-06-06 2017-01-27 72150 63736 8414 8414 1200. SANDS CHINA LTD UNSPONS ADR 2017-01-27 53222 47939 5283 5283 210. SITEONE LANDSCAPE SUPPLY INC 2016-05-12 2017-01-27 7935 4410 3525 3525 80000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-05-23 2017-01-27 78144 81900 -3756 -3756 50. AMERICAN WOODMARK CORP 2016-02-18 2017-01-30 3636 3127 509 509 170. EURONET SVCS INC COM 2017-01-30 12122 13825 -1703 -1703 200. QORVO INC 2015-11-20 2017-01-30 12785 10995 1790 1790 360. SITEONE LANDSCAPE SUPPLY INC 2016-05-12 2017-01-30 13489 7560 5929 5929 110. SITEONE LANDSCAPE SUPPLY INC 2016-05-12 2017-01-30 4151 2310 1841 1841 3939. SKY PLC-SPN ADR ADR SEDOL BSS8788 2017-01-30 197485 226812 -29327 -29327 500. SWISS RE LTD SPN ADR 2013-03-15 2017-01-30 11594 10363 1231 1231 220000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2015-12-15 2017-01-30 221255 220828 427 427 25000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2016-03-16 2017-01-30 25037 25783 -746 -746 10000. USA TREASURY NOTES 01.125% DUE 01/15/2019 2016-07-13 2017-01-30 9986 10075 -89 -89 110000. USA TREASURY NOTES 01.000% DUE 06/30/2019 2016-10-27 2017-01-30 109119 109991 -872 -872 45000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2015-12-02 2017-01-30 45687 46310 -623 -623 200. ASPEN INSURANCE HOLDINGS LTD SEDOL 2172372 2015-11-19 2017-01-30 11097 10034 1063 1063 1800. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN7 2017-01-30 175674 146684 28990 28990 110. AMERICAN WOODMARK CORP 2016-02-18 2017-01-31 7816 6864 952 952 130. BGC PARTNERS INC CL A 2017-01-31 1441 1153 288 288 1160. BGC PARTNERS INC CL A 2017-01-31 12829 10114 2715 2715 150. EAST WEST BANCORP INC 2016-02-08 2017-01-31 7653 4421 3232 3232 240. EAST WEST BANCORP INC 2010-06-10 2017-01-31 12292 3774 8518 8518 834.4 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2017-01-31 834 891 -57 -57 2238.22 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-01-31 2238 2411 -173 -173 386.39 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-01-31 386 404 -18 -18 1872.88 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2017-01-31 1873 1944 -71 -71 2812.68 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-01-31 2813 2833 -20 -20 1277.88 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2017-01-31 1278 1330 -52 -52 2249.93 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2017-01-31 2250 2405 -155 -155 1453.84 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2017-01-31 1454 1539 -85 -85 2886.31 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-01-31 2886 3018 -132 -132 1308.1 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2017-01-31 1308 1372 -64 -64 2778.97 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-01-31 2779 2903 -124 -124 2090.98 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2017-01-31 2091 2183 -92 -92 2999.97 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-01-31 3000 3103 -103 -103 485.92 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-01-31 486 508 -22 -22 701.51 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2017-01-31 702 729 -27 -27 2742.13 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2017-01-31 2742 2921 -179 -179 1915.69 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-01-31 1916 2051 -135 -135 1401.81 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2017-01-31 1402 1448 -46 -46 1372.76 FEDERAL NATL MTG ASSN POOL AS6311 2016-05-06 2017-01-31 1373 1441 -68 -68 1932.53 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-16 2017-01-31 1933 1997 -64 -64 3091.79 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2017-01-31 3092 3101 -9 -9 445.56 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2017-01-31 446 462 -16 -16 86.9 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2017-01-31 87 87 210.81 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2017-01-31 211 214 -3 -3 69.7 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2017-01-31 70 70 171.76 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2017-01-31 172 173 -1 -1 315.36 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2017-01-31 315 306 9 9 23.86 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2017-01-31 24 24 2544.6 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2017-01-31 2545 2644 -99 -99 780.93 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-01-31 781 771 10 10 711.16 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2017-01-31 711 742 -31 -31 2869.88 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2017-01-31 2870 3040 -170 -170 2580.33 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-01-31 2580 2587 -7 -7 6370.9 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2017-01-31 6371 6623 -252 -252 1119.63 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2017-01-31 1120 1202 -82 -82 1474.86 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2017-01-31 1475 1514 -39 -39 1447.91 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2017-01-31 1448 1462 -14 -14 1601.94 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-01-31 1602 1672 -70 -70 1418.95 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2017-01-31 1419 1493 -74 -74 1496.34 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2017-01-31 1496 1583 -87 -87 393.27 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2017-01-31 393 406 -13 -13 1379.36 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2017-01-31 1379 1398 -19 -19 1062.85 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2017-01-31 1063 1141 -78 -78 1817.36 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2017-01-31 1817 1950 -133 -133 140. MONOLITHIC POWER SYSTEMS INC 2017-01-31 12258 6737 5521 5521 190. MONOLITHIC POWER SYSTEMS INC 2017-01-31 16636 12226 4410 4410 540. MUELLER WATER PRODUCTS INC SER A 2017-01-31 7226 7103 123 123 490. MUELLER WATER PRODUCTS INC SER A 2017-01-31 6573 6387 186 186 700. SWISS RE LTD SPN ADR 2017-01-31 16342 14418 1924 1924 50000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2016-07-13 2017-01-31 44523 53382 -8859 -8859 30000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-01-31 29363 30340 -977 -977 30. ACUSHNET HOLDINGS CORP 2016-12-16 2017-02-01 555 598 -43 -43 60. BGC PARTNERS INC CL A 2015-07-09 2017-02-01 667 522 145 145 10. BERRY GLOBAL GROUP INC 2016-09-29 2017-02-01 513 456 57 57 10. BRIGHT HORIZONS FAMILY SOLUT 2017-01-11 2017-02-01 707 713 -6 -6 10. BRUNSWICK CORP 2016-12-21 2017-02-01 601 552 49 49 40. CIENA CORP 2016-09-22 2017-02-01 967 887 80 80 10. COMMVAULT SYSTEMS INC 2016-09-30 2017-02-01 488 530 -42 -42 5. COSTAR GROUP INC 2016-02-08 2017-02-01 1011 781 230 230 964. DBS GROUP HLDGS LTD SPONSORED ADR 2013-03-04 2017-02-01 51403 46808 4595 4595 10. DAVE & BUSTER'S ENTERTAINM 2016-11-22 2017-02-01 538 457 81 81 10. DEXCOM INC 2016-12-21 2017-02-01 797 657 140 140 10. EAST WEST BANCORP INC 2010-06-10 2017-02-01 521 157 364 364 30. FOUR CORNERS PROPERTY TRUST 2016-09-30 2017-02-01 647 640 7 7 10. HEICO CORP NEW CL A 2016-04-15 2017-02-01 653 494 159 159 10. HEXCEL CORP 2009-06-03 2017-02-01 510 119 391 391 20. INSTALLED BUILDING PRODUCTS 2015-07-22 2017-02-01 807 558 249 249 30. INTEGRA LIFESCIENCES HLDG CORP 2016-01-20 2017-02-01 1264 927 337 337 30. ISLE OF CAPRI CASINO INC 2016-07-29 2017-02-01 717 566 151 151 10. JOHN BEAN TECHNOLOGY 2016-03-04 2017-02-01 842 556 286 286 10. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2017-01-24 2017-02-01 484 494 -10 -10 1. FEDERAL NATL MTG ASSN (FANNIE MAE) SECURITIES 2001-01-01 2017-02-01 557 557 557 5. MADISON SQUARE GARDEN CO/-WI 2015-11-10 2017-02-01 869 865 4 4 10. MASIMO CORPORATION 2016-01-08 2017-02-01 739 362 377 377 140. MASIMO CORPORATION 2016-01-08 2017-02-01 10351 5074 5277 5277 20. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2015-10-06 2017-02-01 1062 681 381 381 10. MONOLITHIC POWER SYSTEMS INC 2015-01-28 2017-02-01 882 480 402 402 360. MUELLER WATER PRODUCTS INC SER A 2016-11-14 2017-02-01 4875 4690 185 185 370. MUELLER WATER PRODUCTS INC SER A 2017-02-01 5024 4479 545 545 20. NEUROCRINE BIOSCIENCES INC 2016-12-07 2017-02-01 850 851 -1 -1 22000. PING AN INSURANCE (GROUP) CO OF CHINA 2016-06-06 2017-02-01 223152 200312 22840 22840 20. RUSH ENTERPRISES INC CL A 2015-05-05 2017-02-01 660 549 111 111 10. RYDER SYSTEM INC 2016-04-27 2017-02-01 774 713 61 61 1421. SANDS CHINA LTD UNSPONS ADR 2012-04-17 2017-02-01 62055 56717 5338 5338 10. SPIRIT AIRLINES INC 2016-03-04 2017-02-01 537 515 22 22 15000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2017-01-25 2017-02-01 14658 14627 31 31 50000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2015-12-30 2017-02-01 48859 49223 -364 -364 10. VAIL RESORTS INC COM 2016-09-30 2017-02-01 1716 1570 146 146 10. WATSCO INC 2016-10-14 2017-02-01 1522 1415 107 107 30. ZENDESK INC 2016-09-30 2017-02-01 719 921 -202 -202 20. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2016-01-05 2017-02-01 578 615 -37 -37 20. ORBOTECH LTD 2016-07-18 2017-02-01 691 554 137 137 100. MASIMO CORPORATION 2017-02-02 7407 3108 4299 4299 40. RUSH ENTERPRISES INC CL A 2015-05-05 2017-02-02 1304 1097 207 207 50000. STATE STREET CORP JR SUB SER F CALL 9/15/20 @ 100 2015-05-14 2017-02-02 52188 50000 2188 2188 50. RUSH ENTERPRISES INC CL A 2017-02-03 1646 1371 275 275 500. RUSH ENTERPRISES INC CL A 2017-02-03 16491 13604 2887 2887 50. INPHI CORP 2017-02-08 2366 1636 730 730 140000. USA TREASURY NOTES 02.250% DUE 11/15/2024 2017-02-08 140268 138372 1896 1896 400. CAESARSTONE LTD SEDOL B796245 2017-02-08 13456 16298 -2842 -2842 200. CAESARSTONE LTD SEDOL B796245 2016-09-19 2017-02-08 6728 7894 -1166 -1166 160. BGC PARTNERS INC CL A 2015-07-09 2017-02-09 1832 1392 440 440 60. BGC PARTNERS INC CL A 2015-07-09 2017-02-09 687 522 165 165 760. BGC PARTNERS INC CL A 2017-02-09 8680 5948 2732 2732 580. BGC PARTNERS INC CL A 2013-06-21 2017-02-09 6656 3262 3394 3394 500. FIRST BANCORP NORTH CAROLINA 2015-12-29 2017-02-09 15006 9609 5397 5397 200. SCHWAB CHARLES CORP NEW 2016-06-24 2017-02-09 8034 5249 2785 2785 400. WELLS FARGO & CO NEW COM 2015-12-29 2017-02-09 22671 22098 573 573 270. BGC PARTNERS INC CL A 2013-06-21 2017-02-10 3052 1518 1534 1534 160. BGC PARTNERS INC CL A 2013-06-21 2017-02-10 1809 900 909 909 1560. BGC PARTNERS INC CL A 2017-02-10 17573 8691 8882 8882 1820. BGC PARTNERS INC CL A 2013-04-02 2017-02-10 20586 10092 10494 10494 130. FORTINET INC 2013-10-01 2017-02-10 4924 2700 2224 2224 150. FORTINET INC 2016-07-05 2017-02-10 5682 4732 950 950 20. FORTINET INC 2013-10-01 2017-02-10 753 415 338 338 10. WATTS WATER TECHNOLOGIES INC CLASS A 2014-03-13 2017-02-10 617 557 60 60 490. WATTS WATER TECHNOLOGIES INC CLASS A 2017-02-10 29879 27053 2826 2826 280. ZENDESK INC 2017-02-10 7763 7203 560 560 600. ZENDESK INC 2016-11-02 2017-02-10 16818 14003 2815 2815 1470. BGC PARTNERS INC CL A 2013-04-02 2017-02-13 16846 8151 8695 8695 1190. BGC PARTNERS INC CL A 2013-04-02 2017-02-13 13672 6599 7073 7073 620. BGC PARTNERS INC CL A 2013-04-02 2017-02-13 7088 3438 3650 3650 350. FORTINET INC 2013-10-01 2017-02-13 13216 7269 5947 5947 50. HEICO CORP NEW CL A 2016-04-15 2017-02-13 3434 2470 964 964 175000. USA TREASURY NOTES 02.000% DUE 07/31/2020 2016-06-27 2017-02-13 177160 181741 -4581 -4581 1120. VULCAN MATERIALS CO 2016-07-08 2017-02-13 137893 138866 -973 -973 20000. ANADARKO PETROLEUM CORP CALL 02/15/2021 @ 100.000 UNSC 2016-03-14 2017-02-14 21449 19995 1454 1454 20. HEICO CORP NEW CL A 2016-04-15 2017-02-14 1365 988 377 377 110. HEICO CORP NEW CL A 2017-02-14 7511 5429 2082 2082 20. CHUY'S HOLDINGS INC 2016-07-15 2017-02-15 605 716 -111 -111 10000. CONOCOPHILLIPS COMPANY CALL 05/15/2034 @ 100.000 COGT 2014-11-06 2017-02-15 9779 9996 -217 -217 14286.27 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A2 2016-03-15 2017-02-15 14286 14286 110. HEICO CORP NEW CL A 2016-04-20 2017-02-15 7523 5421 2102 2102 60000. INTL LEASE FIN SR UNSEC 2016-08-02 2017-02-15 65106 64505 601 601 8189.41 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-02-15 8189 8188 1 1 350. MEDICINES COMPANY 2017-02-15 18009 14589 3420 3420 340. MEDICINES COMPANY 2017-02-15 17518 12747 4771 4771 13647.42 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2017-02-15 13647 13647 244.708 AURORA OFFSHORE FUND LTD II CLASS A SERIES 08/16 2016-08-31 2017-02-15 412949 421893 -8944 -8944 475. BIOVERATIV INC-W/I MERGED 03/09/18 @ $105.00 P/S 2017-02-16 20770 21654 -884 -884 60. CHUY'S HOLDINGS INC 2016-07-15 2017-02-16 1813 2147 -334 -334 140. HEICO CORP NEW CL A 2016-04-20 2017-02-16 9619 6899 2720 2720 4564. HONG KONG EXCHANGES UNSPR ADR 2016-06-06 2017-02-16 119196 113545 5651 5651 170. CHUY'S HOLDINGS INC 2017-02-17 5104 6079 -975 -975 50. MATSON INC W/I 2014-11-12 2017-02-17 1800 1740 60 60 100. MATSON INC W/I 2014-11-12 2017-02-17 3598 3481 117 117 70. PROTHENA CORP PLC SEDOL B91XRN2 2017-02-17 3922 3934 -12 -12 90. PROTHENA CORP PLC SEDOL B91XRN2 2016-12-07 2017-02-17 5033 4810 223 223 9950.62 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-02-25 2017-02-20 9951 9950 1 1 100. AMN HEALTHCARE SERVICES 2017-02-21 4174 1399 2775 2775 1300. ABERCROMBIE & FITCH CO CL A 2017-02-21 16153 25887 -9734 -9734 150. ALBEMARLE CORP 2015-10-13 2017-02-21 13990 7559 6431 6431 200. ALON USA ENERGY INC MERGED 7/3/2017 2017-02-21 2302 3446 -1144 -1144 200. ALTRA INDUSTRIAL MOTION CORP 2016-12-14 2017-02-21 7968 7087 881 881 50. ALTRA INDUSTRIAL MOTION CORP 2015-11-19 2017-02-21 1992 1352 640 640 50. AMERCO 2015-12-04 2017-02-21 19027 20198 -1171 -1171 800. AMERICAN EAGLE OUTFITTERS INC 2017-02-21 12413 12483 -70 -70 400. ANGIODYNAMICS INC 2015-11-19 2017-02-21 6552 4600 1952 1952 450. BRANDYWINE RLTY TR SH BEN INT NEW REIT 2015-11-19 2017-02-21 7411 6053 1358 1358 700. BROOKS AUTOMATION INC 2017-02-21 15097 7620 7477 7477 100. CHASE CORP 2016-11-11 2017-02-21 9144 7261 1883 1883 100. CHURCHILL DOWNS INC 2015-11-19 2017-02-21 15471 14439 1032 1032 120. CHUY'S HOLDINGS INC 2016-06-13 2017-02-21 3610 4290 -680 -680 100. COMFORT SYS USA INC 2015-11-19 2017-02-21 3414 3066 348 348 1200. CONTINENTAL BUILDING PRODUCT 2017-02-21 28010 21893 6117 6117 700. CONTROL4 CORP 2017-02-21 10416 10115 301 301 100. CURTISS WRIGHT CORP 2017-02-21 9777 4984 4793 4793 1000. DIAMONDROCK HOSPITALITY CO REIT 2015-11-19 2017-02-21 11432 10790 642 642 100. DIME CMNTY BANCORP INC 2015-11-19 2017-02-21 2164 1826 338 338 500. DOMTAR CORPORATION NEW 2017-02-21 19835 20554 -719 -719 900. ENTEGRIS, INC 2017-02-21 19883 11449 8434 8434 100. FTI CONSOLTING INC 2016-04-28 2017-02-21 4176 3945 231 231 100. FIRST CITIZENS BANCSHARES INC 2015-11-19 2017-02-21 36601 26293 10308 10308 100. FIRST COMMUNITY BANCSHARES 2015-11-19 2017-02-21 2739 1994 745 745 200. FIRST REPUBLIC BANK/FRAN 2015-11-19 2017-02-21 19100 13390 5710 5710 100. FOOT LOCKER INC 2015-11-19 2017-02-21 7121 6154 967 967 300. GLOBAL PAYMENTS INC-W/I 2015-11-19 2017-02-21 23621 21384 2237 2237 100. GRANITE CONSTRUCTION INC 2015-11-19 2017-02-21 5502 3931 1571 1571 600. GUESS INC 2017-02-21 7818 10726 -2908 -2908 200. HNI CORP 2015-11-19 2017-02-21 9330 8498 832 832 200. HANMI FINANCIAL CORPORATION 2017-02-21 6698 4765 1933 1933 700. HARMAN INTERNATIONAL INDUSTRIES INC NEW 2017-02-21 77719 36497 41222 41222 100. HARMAN INTERNATIONAL INDUSTRIES INC NEW 2016-05-12 2017-02-21 11103 7330 3773 3773 1000. HARMONIC INC 2017-02-21 5500 7743 -2243 -2243 200. HEALTHSOUTH CORP NAME CHANGE 01/02/18 2017-02-21 8491 8649 -158 -158 200. HOPE BANCORP INC 2017-02-21 4333 3257 1076 1076 200. IAC / INTERACTIVECORP-W/I 2015-11-19 2017-02-21 15110 12454 2656 2656 300. LA Z BOY INC 2015-11-19 2017-02-21 8712 7848 864 864 200. LAKELAND BANCORP INC 2015-11-19 2017-02-21 3978 2406 1572 1572 100. LEIDOS HOLDINGS INC-W/I 2016-07-20 2017-02-21 5244 4905 339 339 300. LEXINGTON CORPORATION PROPERTIES TRUST 2017-02-21 3372 3072 300 300 200. MKS INSTRS INC 2016-09-14 2017-02-21 13588 9374 4214 4214 420. MATSON INC W/I 2014-11-12 2017-02-21 15071 14619 452 452 70. MATSON INC W/I 2014-11-12 2017-02-21 2522 2437 85 85 50. MATSON INC W/I 2017-02-21 1800 1737 63 63 100. MUELLER INDUSTRIES INC 2015-11-19 2017-02-21 4238 3097 1141 1141 100. NATIONAL RETAIL PPTYS INC 2008-10-24 2017-02-21 4486 1529 2957 2957 300. NEKTAR THERAPEUTICS 2015-12-04 2017-02-21 3955 4657 -702 -702 100. NORTHWESTERN CORPORATION 2015-11-19 2017-02-21 5754 5351 403 403 100. NUTRI/SYSTEM INC 2013-06-21 2017-02-21 3749 1044 2705 2705 550. OMNICELL INC 2015-11-19 2017-02-21 20729 15406 5323 5323 100. ON ASSIGNMENT INC NAME CHANGE 04/02/18 2015-12-04 2017-02-21 4834 4684 150 150 100. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S 2015-11-19 2017-02-21 9033 8641 392 392 100. OSHKOSH CORPORATION CLASS B 2015-07-30 2017-02-21 6873 3619 3254 3254 400. PHARMERICA CORP 2015-11-19 2017-02-21 10486 13412 -2926 -2926 500. PIEDMONT OFFICE REALTY TRU A 2017-02-21 11320 9389 1931 1931 100. PIPER JAFFRAY 2015-11-19 2017-02-21 7474 3820 3654 3654 100. QORVO INC 2015-10-28 2017-02-21 6765 4522 2243 2243 300. REGAL BELOIT CORP 2017-02-21 22617 21585 1032 1032 100. SABRA HEALTH CARE REIT INC 2016-05-31 2017-02-21 2600 2076 524 524 200. SANDY SPRING BANCORP INC 2015-11-19 2017-02-21 8646 5678 2968 2968 150. SELECTED INS GROUP INC 2015-11-19 2017-02-21 6523 5108 1415 1415 500. STERLING BANCORP 2015-11-20 2017-02-21 12445 8500 3945 3945 300. STIFEL FINL CORP 2015-11-19 2017-02-21 16508 13485 3023 3023 500. SUMMIT HOTEL PROPERTIES INC REITS 2017-02-21 8130 6361 1769 1769 100. SYKES ENTERPRISES INC COM 2015-11-19 2017-02-21 2844 3067 -223 -223 200. UMPQUA HLDGS C 2016-11-14 2017-02-21 3782 3603 179 179 125000. USA TREASURY NOTES 03.125% DUE 08/15/2044 2017-02-21 127271 131601 -4330 -4330 100000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-01-30 2017-02-21 98797 98371 426 426 155000. USA TREASURY NOTES 01.000% DUE 06/30/2019 2016-10-27 2017-02-21 153844 154988 -1144 -1144 90000. USA TREASURY NOTES 02.000% DUE 02/15/2023 2017-02-21 89448 92731 -3283 -3283 90000. USA TREASURY NOTES 02.000% DUE 02/15/2023 2016-01-14 2017-02-21 89448 90765 -1317 -1317 375000. USA TREASURY NOTES 02.000% DUE 07/31/2020 2016-06-27 2017-02-21 379834 389353 -9519 -9519 65000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2017-01-25 2017-02-21 63842 63385 457 457 600. UNIVERSAL DISPLAY CORP 2015-11-19 2017-02-21 42863 28914 13949 13949 600. VISHAY INTERTECHNOLOGY INC 2017-02-21 9864 7478 2386 2386 400. WADDELL & REED FINL INC CL A 2017-02-21 7636 13068 -5432 -5432 200. WASHINGTON FEDERAL INC 2015-11-19 2017-02-21 6938 5158 1780 1780 300. WEBSTER FINANCIAL CORP 2010-12-21 2017-02-21 16653 5400 11253 11253 100. WESTERN REFINING INC 2015-11-19 2017-02-21 3765 4460 -695 -695 300. ASPEN INSURANCE HOLDINGS LTD SEDOL 2172372 2015-11-19 2017-02-21 16857 15051 1806 1806 100. HELEN OF TROY LIMITED SEDOL 2419530 2016-10-28 2017-02-21 9839 7913 1926 1926 10. PROTHENA CORP PLC SEDOL B91XRN2 2016-12-07 2017-02-21 555 534 21 21 200. VALIDUS HOLDINGS LTD MERGED 07/18/18 @ $68.00 P/S 2017-02-21 11570 9419 2151 2151 300. CAESARSTONE LTD SEDOL B796245 2016-08-15 2017-02-21 10288 11673 -1385 -1385 700. CAESARSTONE LTD SEDOL B796245 2015-11-19 2017-02-21 24004 27118 -3114 -3114 10000. AT&T INC CALL 11/15/2020 @ 100.000 UNSC 2017-02-22 10627 9829 798 798 200. ALON USA ENERGY INC MERGED 7/3/2017 2017-02-22 2318 3433 -1115 -1115 45000. AMPHENOL CORP SR UNSEC CALL 11/01/21 @100 2017-02-22 47165 45704 1461 1461 15000. BEAR STEARNS CO INC SR UNSECURED 2016-10-12 2017-02-22 15786 15777 9 9 10000. BROADCOM CRP / CAYMN FI SER 144A CALL 12/15/2021 2017-01-11 2017-02-22 9970 9959 11 11 130. CHUY'S HOLDINGS INC 2017-02-22 3706 4632 -926 -926 50. CHUY'S HOLDINGS INC 2017-02-22 1416 1781 -365 -365 200. CONTINENTAL BUILDING PRODUCT 2014-03-27 2017-02-22 4748 3643 1105 1105 100. DIME CMNTY BANCORP INC 2015-11-19 2017-02-22 2184 1826 358 358 15000. GENERAL MOTORS FINL CO CALL 06/13/2020 @ 100.000 COGT 2015-07-08 2017-02-22 15265 14996 269 269 15000. GOLDMAN SACHS GROUP INC CALL 11/16/2025 @ 100.000 UNSC 2016-11-10 2017-02-22 14668 14961 -293 -293 10000. HSBC HOLDINGS PLC SR UNSEC ISIN US404280AK50 SEDOL B61GQ88 2012-03-27 2017-02-22 10865 10446 419 419 25000. HASBRO INC NOTES 2017-02-22 25650 25310 340 340 100. HEALTHSOUTH CORP NAME CHANGE 01/02/18 2015-01-21 2017-02-22 4217 4120 97 97 10000. HOLLYFRONTIER CORP CALL 01/01/2026 @ 100.000 UNSC 2016-11-16 2017-02-22 10589 10010 579 579 200. JANUS CAPITAL GROUP INC MERGED 05/30/17 2015-11-19 2017-02-22 2544 3142 -598 -598 25000. KINDER MORGAN ENER PART SR UNSEC 2017-02-22 29453 26118 3335 3335 100. LEGG MASON INC 2016-03-22 2017-02-22 3728 3504 224 224 200. LEXINGTON CORPORATION PROPERTIES TRUST 2016-09-13 2017-02-22 2254 2021 233 233 25000. METLIFE INC JR SUB 2011-01-07 2017-02-22 27478 23469 4009 4009 100. NATIONAL RETAIL PPTYS INC 2008-10-28 2017-02-22 4480 1422 3058 3058 200. NEKTAR THERAPEUTICS 2015-11-19 2017-02-22 2662 2992 -330 -330 100. NORTHWESTERN CORPORATION 2015-11-19 2017-02-22 5758 5351 407 407 100. NUTRI/SYSTEM INC 2013-06-21 2017-02-22 3739 1044 2695 2695 25000. ROWAN COMPANIES INC CALL 10/15/2023 @ 100.000 COGT 2014-05-12 2017-02-22 22688 25679 -2991 -2991 100. STERLING BANCORP 2015-11-20 2017-02-22 2484 1700 784 784 10000. TEXAS ST TRANSN COMMN TAX FIRST TIER SER B 2015-05-08 2017-02-22 11733 11645 88 88 10000. TIME WARNER ENTMT CO SR DEB 2013-07-19 2017-02-22 12493 11089 1404 1404 100. UMPQUA HLDGS C 2016-12-01 2017-02-22 1907 1800 107 107 100. WESTERN REFINING INC 2015-11-19 2017-02-22 3752 4460 -708 -708 100. ASPEN INSURANCE HOLDINGS LTD SEDOL 2172372 2015-11-19 2017-02-22 5619 5017 602 602 50. PROTHENA CORP PLC SEDOL B91XRN2 2017-02-22 2775 2642 133 133 50. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2014-02-25 2017-02-22 1390 1571 -181 -181 110. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2014-02-25 2017-02-22 3081 3456 -375 -375 20. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2014-02-25 2017-02-22 560 628 -68 -68 100. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2014-02-25 2017-02-22 2798 3142 -344 -344 150. CHUY'S HOLDINGS INC 2017-02-23 4283 5336 -1053 -1053 10. HEICO CORP NEW CL A 2016-04-20 2017-02-23 694 493 201 201 260. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2017-02-23 7300 8139 -839 -839 30. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2014-02-27 2017-02-23 844 931 -87 -87 70. CHUY'S HOLDINGS INC 2017-02-24 1966 2489 -523 -523 240. HEICO CORP NEW CL A 2016-04-20 2017-02-24 16439 11827 4612 4612 3577. MGM MIRAGE 2017-02-24 93618 102630 -9012 -9012 2873. MGM MIRAGE 2016-12-19 2017-02-24 75156 82430 -7274 -7274 110. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2017-02-24 3072 3408 -336 -336 50. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2014-02-26 2017-02-24 1398 1547 -149 -149 280. ACADIA PHARMACEUTICALS INC 2017-01-13 2017-02-27 11101 8950 2151 2151 40. CHUY'S HOLDINGS INC 2016-06-13 2017-02-27 1119 1422 -303 -303 230. HEICO CORP NEW CL A 2017-02-27 15950 11194 4756 4756 60. HEICO CORP NEW CL A 2017-02-27 4161 2881 1280 1280 280. HEICO CORP NEW CL A 2017-02-27 19704 13377 6327 6327 330. LIONS GATE ENTERTAINMENT-A SEDOL BD8NBC0 2017-02-27 8890 7703 1187 1187 290000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2017-02-27 293648 303468 -9820 -9820 75000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-02-27 73620 75318 -1698 -1698 90000. EQT CORP SR NOTES 2017-02-28 96900 95490 1410 1410 1268.19 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2017-02-28 1268 1354 -86 -86 743.93 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-02-28 744 801 -57 -57 1455.1 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-02-28 1455 1520 -65 -65 1632.71 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2017-02-28 1633 1695 -62 -62 3070.72 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-02-28 3071 3092 -21 -21 1304.74 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2017-02-28 1305 1358 -53 -53 1999.77 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2017-02-28 2000 2138 -138 -138 1861.87 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2017-02-28 1862 1970 -108 -108 2172.96 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-02-28 2173 2272 -99 -99 1057.94 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2017-02-28 1058 1109 -51 -51 1412.27 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-02-28 1412 1475 -63 -63 915.38 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2017-02-28 915 956 -41 -41 1100.76 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-02-28 1101 1139 -38 -38 488.6 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-02-28 489 510 -21 -21 879.49 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2017-02-28 879 914 -35 -35 2006.5 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2017-02-28 2007 2137 -130 -130 3205.28 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-02-28 3205 3431 -226 -226 491.8 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2017-02-28 492 508 -16 -16 1608.3 FEDERAL NATL MTG ASSN POOL AS6311 2016-05-06 2017-02-28 1608 1688 -80 -80 1634.54 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2017-02-28 1635 1684 -49 -49 4134.48 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2017-02-28 4134 4147 -13 -13 447.69 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2017-02-28 448 464 -16 -16 124.01 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2017-02-28 124 125 -1 -1 112.07 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2017-02-28 112 114 -2 -2 56.73 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2017-02-28 57 57 177.16 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2017-02-28 177 178 -1 -1 123.61 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2017-02-28 124 120 4 4 23.31 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2017-02-28 23 23 1125.63 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2017-02-28 1126 1169 -43 -43 646.08 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-02-28 646 638 8 8 1399.3 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2017-02-28 1399 1460 -61 -61 286.54 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2017-02-28 287 304 -17 -17 527.11 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-02-28 527 529 -2 -2 1873.5 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2017-02-28 1874 1947 -73 -73 1164.34 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2017-02-28 1164 1250 -86 -86 2092.02 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2017-02-28 2092 2147 -55 -55 1567.06 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2017-02-28 1567 1583 -16 -16 2030.17 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-02-28 2030 2119 -89 -89 849.88 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2017-02-28 850 894 -44 -44 3682.77 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2017-02-28 3683 3896 -213 -213 392.77 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2017-02-28 393 405 -12 -12 1043.33 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2017-02-28 1043 1058 -15 -15 1674.21 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2017-02-28 1674 1796 -122 -122 1114.22 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2017-02-28 1114 1196 -82 -82 130. HEICO CORP NEW CL A 2017-02-28 9163 6198 2965 2965 440. LIONS GATE ENTERTAINMENT-A SEDOL BD8NBC0 2017-02-28 11809 9880 1929 1929 1200. FIRST BANCORP NORTH CAROLINA 2015-12-29 2017-03-01 36467 23061 13406 13406 600. GREAT SOUTHERN BANK 2015-12-29 2017-03-01 31092 28260 2832 2832 1050. INTERNATIONAL BANCSHARES CORP 2015-12-29 2017-03-01 41461 28143 13318 13318 900. INTERPUBLIC GROUP COS INC COM 2015-12-29 2017-03-01 21927 21308 619 619 1. SPRINT NEXTEL CORP XXX-XX-XXXX 2001-01-01 2017-03-01 38 38 38 230. MEDICINES COMPANY 2017-03-01 12227 8371 3856 3856 600. SCHWAB CHARLES CORP NEW 2016-06-24 2017-03-01 25868 15748 10120 10120 500. SCHWAB CHARLES CORP NEW 2016-01-20 2017-03-01 21557 12420 9137 9137 120. PROTHENA CORP PLC SEDOL B91XRN2 2016-09-09 2017-03-01 7183 6274 909 909 120. PROTHENA CORP PLC SEDOL B91XRN2 2016-09-09 2017-03-01 7322 6274 1048 1048 100. ALBEMARLE CORP 2015-10-13 2017-03-02 10381 5040 5341 5341 100. ALTRA INDUSTRIAL MOTION CORP 2015-11-19 2017-03-02 4029 2704 1325 1325 1540. CARLISLE COMPANIES INC 2017-03-02 160250 144788 15462 15462 100. COHU INC 2015-11-19 2017-03-02 1714 1258 456 456 100. COMFORT SYS USA INC 2015-11-19 2017-03-02 3834 3066 768 768 100. CONTINENTAL BUILDING PRODUCT 2015-11-19 2017-03-02 2574 1820 754 754 200. CONTROL4 CORP 2017-03-02 3052 2871 181 181 150. DAVE & BUSTER'S ENTERTAINM 2016-11-22 2017-03-02 8559 6854 1705 1705 740. DAVE & BUSTER'S ENTERTAINM 2017-03-02 42249 30842 11407 11407 100. DOUGLAS DYNAMICS INC 2015-11-19 2017-03-02 3409 2266 1143 1143 100. FTI CONSOLTING INC 2016-04-28 2017-03-02 4134 3945 189 189 100. FOOT LOCKER INC 2015-11-19 2017-03-02 7638 6154 1484 1484 100. GENTEX CORP 2016-01-07 2017-03-02 2132 1440 692 692 1. HEALTHSOUTH CORP COM 2001-01-01 2017-03-02 336 336 336 200. JANUS CAPITAL GROUP INC MERGED 05/30/17 2015-11-19 2017-03-02 2500 3142 -642 -642 100. LIBERTY PPTY TR 2013-08-20 2017-03-02 3942 3446 496 496 70. MEDICINES COMPANY 2017-01-12 2017-03-02 3671 2547 1124 1124 500. NEKTAR THERAPEUTICS 2015-11-19 2017-03-02 7550 7480 70 70 100. NORTHWESTERN CORPORATION 2015-11-19 2017-03-02 5903 5351 552 552 60. PACIRA PHARMACEUTICALS INC 2017-03-02 3201 4522 -1321 -1321 10. PACIRA PHARMACEUTICALS INC 2015-06-23 2017-03-02 535 747 -212 -212 20. PACIRA PHARMACEUTICALS INC 2015-06-23 2017-03-02 1068 1493 -425 -425 100. PHYSICIANS REALTY TRUST 2015-11-19 2017-03-02 1978 1558 420 420 100. SANDY SPRING BANCORP INC 2015-11-19 2017-03-02 4353 2839 1514 1514 100. SELECTED INS GROUP INC 2015-11-19 2017-03-02 4524 3405 1119 1119 100. STERLING BANCORP 2015-11-20 2017-03-02 2514 1700 814 814 35000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2017-02-22 2017-03-02 34169 34349 -180 -180 100. UNIVERSAL DISPLAY CORP 2015-11-19 2017-03-02 8484 4819 3665 3665 100. WADDELL & REED FINL INC CL A 2012-02-01 2017-03-02 1945 2785 -840 -840 85000. DISCOVERY COMMUNICATIONS COGT 2017-03-03 82956 81868 1088 1088 30000. DISCOVERY COMMUNICATIONS CALL 12/11/2025 @ 100.000 COGT 2016-03-08 2017-03-03 31212 29890 1322 1322 35000. EL PASO PIPELINE PART OP CO GUARNT 2011-12-01 2017-03-03 38866 36243 2623 2623 5000. ENERGY TRANSFER PARTNERS CALL 12/15/2024 @ 100.000 UNSC 2016-11-16 2017-03-03 4975 4838 137 137 30. INSTALLED BUILDING PRODUCTS 2015-07-22 2017-03-03 1491 837 654 654 30000. LEVI STRAUSS & CO SR UNSEC CALL 05/01/17 @103.438 2015-06-23 2017-03-03 31311 31154 157 157 55000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2017-03-03 55357 57231 -1874 -1874 15000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2016-08-30 2017-03-06 15090 15586 -496 -496 30. INSTALLED BUILDING PRODUCTS 2015-07-22 2017-03-07 1488 837 651 651 1100. FIRST BANCORP NORTH CAROLINA 2015-12-29 2017-03-08 32564 21139 11425 11425 15000. GOLDMAN SACHS GROUP INC SR UNSEC 2015-02-24 2017-03-08 16765 16886 -121 -121 70000. GOLDMAN SACHS GROUP INC CALL 11/16/2025 @ 100.000 UNSC 2016-11-10 2017-03-08 67753 69819 -2066 -2066 5000. GOLDMAN SACHS GROUP INC CALL 11/16/2025 @ 100.000 UNSC 2016-11-10 2017-03-08 4844 4987 -143 -143 25000. GOLDMAN SACHS GROUP INC CALL 11/16/2025 @ 100.000 UNSC 2016-11-10 2017-03-08 24208 24935 -727 -727 950. GREAT SOUTHERN BANK 2015-12-29 2017-03-08 48300 44744 3556 3556 20. INSTALLED BUILDING PRODUCTS 2015-07-22 2017-03-08 988 558 430 430 25000. ROYAL CARIBBEAN CRUISES LTD SR NT 2011-05-24 2017-03-08 31375 25289 6086 6086 300. SCHWAB CHARLES CORP NEW 2016-06-27 2017-03-08 12635 7211 5424 5424 15000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2017-02-22 2017-03-08 14591 14721 -130 -130 251088.029 FEDERAL NATL MTG ASSN POOL AS6311 2016-05-06 2017-03-09 254501 263484 -8983 -8983 282764.271 FEDERAL NATL MTG ASSN POOL AS7343 2017-03-09 276987 291569 -14582 -14582 46515.834 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2017-03-09 47134 48922 -1788 -1788 100. INSTALLED BUILDING PRODUCTS 2017-03-09 4924 2788 2136 2136 40. INSTALLED BUILDING PRODUCTS 2015-07-22 2017-03-09 1976 1111 865 865 80. NOW INC 2017-01-19 2017-03-09 1379 1752 -373 -373 220. NOW INC 2017-01-19 2017-03-09 3798 4819 -1021 -1021 50. NOW INC 2017-01-19 2017-03-09 867 1095 -228 -228 295000. USA TREASURY NOTES 00.875% DUE 11/15/2017 2017-02-27 2017-03-09 294758 295255 -497 -497 70000. USA TREASURY NOTES 01.000% DUE 06/30/2019 2017-03-09 69248 69743 -495 -495 3380. DICK'S SPORTING GOODS, INC. 2017-03-10 164543 206197 -41654 -41654 330. EDGEWELL PERSONAL CARE CO-WI 2017-03-10 24697 26395 -1698 -1698 4714. GENERAL ELEC CO COM 2009-03-10 2017-03-10 142626 41460 101166 101166 10. INSTALLED BUILDING PRODUCTS 2015-07-22 2017-03-10 498 278 220 220 80. INSTALLED BUILDING PRODUCTS 2017-03-10 3958 2216 1742 1742 30. INSTALLED BUILDING PRODUCTS 2015-07-31 2017-03-10 1493 822 671 671 1. SPRINT NEXTEL CORP XXX-XX-XXXX 2001-01-01 2017-03-10 46 46 46 1. PFIZER INC XXX-XX-XXXX 2001-01-01 2017-03-10 452 452 452 30. MADISON SQUARE GARDEN CO/-WI 2015-11-10 2017-03-10 6130 5191 939 939 70. MADISON SQUARE GARDEN CO/-WI 2015-11-10 2017-03-10 14276 12111 2165 2165 1. MERCK & CO INC 2001-01-01 2017-03-10 19 19 19 480. EDGEWELL PERSONAL CARE CO-WI 2016-10-07 2017-03-13 35743 38338 -2595 -2595 60. INSTALLED BUILDING PRODUCTS 2015-07-31 2017-03-13 2986 1645 1341 1341 80. INSTALLED BUILDING PRODUCTS 2015-07-31 2017-03-13 3970 2193 1777 1777 20. MULTI-COLOR CORP 2016-12-22 2017-03-13 1455 1585 -130 -130 580. EDGEWELL PERSONAL CARE CO-WI 2017-03-14 42830 46256 -3426 -3426 80. INSTALLED BUILDING PRODUCTS 2017-03-14 3963 2182 1781 1781 40. MILLER HERMAN INC 2016-11-25 2017-03-14 1237 1370 -133 -133 20. MILLER HERMAN INC 2016-11-25 2017-03-14 619 685 -66 -66 50. MULTI-COLOR CORP 2016-12-22 2017-03-14 3611 3934 -323 -323 740. THERMO ELECTRON CORP COM 2015-08-18 2017-03-14 116986 100342 16644 16644 10000. 21ST CENTY FOX AMER INC 06.650% DUE 11/15/2037 2016-10-21 2017-03-14 12215 13175 -960 -960 20000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2016-05-26 2017-03-14 19389 20062 -673 -673 30000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-03-14 29084 29828 -744 -744 65000. WELLS FARGO & COMPANY SER MTN UNSC 2014-09-02 2017-03-14 64075 64825 -750 -750 1610. EDGEWELL PERSONAL CARE CO-WI 2016-05-04 2017-03-15 119000 127853 -8853 -8853 15918.89 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A2 2016-03-15 2017-03-15 15919 15919 4931.53 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-03-15 4932 4930 2 2 12342.92 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2017-03-15 12343 12343 590. MILLER HERMAN INC 2017-03-15 18089 20081 -1992 -1992 80. MULTI-COLOR CORP 2017-03-15 5771 6225 -454 -454 60000. OWENS-ILLINOIS INC DEB 2016-11-25 2017-03-15 64310 63281 1029 1029 40. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2016-01-05 2017-03-15 1047 1230 -183 -183 670. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2016-01-05 2017-03-15 17482 20599 -3117 -3117 70. DAVE & BUSTER'S ENTERTAINM 2017-03-16 4222 2751 1471 1471 20. DAVE & BUSTER'S ENTERTAINM 2016-09-30 2017-03-16 1205 778 427 427 60. DAVE & BUSTER'S ENTERTAINM 2016-02-22 2017-03-16 3614 2210 1404 1404 300. MILLER HERMAN INC 2016-11-28 2017-03-16 9190 10202 -1012 -1012 13000. MUELLER INDUSTRIES INC. SUB DEB 2017-03-10 2017-03-16 11911 13000 -1089 -1089 170. MULTI-COLOR CORP 2017-03-16 12365 12482 -117 -117 120. MULTI-COLOR CORP 2017-03-16 8696 8469 227 227 10000. PHI INC CALL 03/15/2016 @ 102.625 COGT 2014-12-30 2017-03-16 9588 8525 1063 1063 10. PACIRA PHARMACEUTICALS INC 2015-06-23 2017-03-16 490 747 -257 -257 120. PACIRA PHARMACEUTICALS INC 2015-06-23 2017-03-16 5878 8960 -3082 -3082 240. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2016-01-05 2017-03-16 6274 7379 -1105 -1105 70000. BROADCOM CRP / CAYMN FI SER 144A CALL 12/15/2021 2017-01-11 2017-03-17 69943 69714 229 229 40. DAVE & BUSTER'S ENTERTAINM 2016-02-22 2017-03-17 2392 1474 918 918 220. DAVE & BUSTER'S ENTERTAINM 2017-03-17 13146 7929 5217 5217 390. MILLER HERMAN INC 2017-03-17 11847 13255 -1408 -1408 140. MILLER HERMAN INC 2017-03-17 4234 4757 -523 -523 130. MULESOFT INC -A 2017-03-17 2017-03-17 3147 2210 937 937 70. MULTI-COLOR CORP 2017-03-17 5052 4854 198 198 200000. USA TREASURY NOTES 03.125% DUE 08/15/2044 2017-03-17 200453 202558 -2105 -2105 190000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2016-07-13 2017-03-17 167697 202810 -35113 -35113 50000. USA TREASURY NOTES 02.875% DUE 08/15/2045 2017-01-18 2017-03-17 47633 48840 -1207 -1207 150000. USA TREASURY NOTES 01.000% DUE 06/30/2019 2016-11-29 2017-03-17 148635 149045 -410 -410 30. MILLER HERMAN INC 2016-11-28 2017-03-20 890 1019 -129 -129 200. MILLER HERMAN INC 2016-11-28 2017-03-20 5869 6795 -926 -926 30. MULTI-COLOR CORP 2016-09-08 2017-03-20 2143 2080 63 63 8307.69 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-02-25 2017-03-20 8308 8307 1 1 970. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2016-01-05 2017-03-20 25183 29823 -4640 -4640 1080. MILLER HERMAN INC 2017-03-21 31035 36337 -5302 -5302 10. MILLER HERMAN INC 2016-11-21 2017-03-21 289 330 -41 -41 60. MILLER HERMAN INC 2016-11-21 2017-03-21 1731 1977 -246 -246 20. MULTI-COLOR CORP 2017-03-21 1413 1384 29 29 80000. USA TREASURY NOTES 01.000% DUE 06/30/2019 2016-11-29 2017-03-21 79316 79491 -175 -175 30. MULTI-COLOR CORP 2016-11-09 2017-03-22 2090 2072 18 18 20. MULTI-COLOR CORP 2016-11-09 2017-03-22 1390 1381 9 9 145000. USA TREASURY NOTES 01.000% DUE 06/30/2019 2017-03-22 143890 143920 -30 -30 60000. ARAMARK CORP SER WI CALL 03/15/15 @104 COGT 2017-01-26 2017-03-23 60863 61134 -271 -271 2310. ARROW ELECTRONICS INC 2016-02-12 2017-03-23 167675 123777 43898 43898 200. CENTENE CORP 2015-11-19 2017-03-23 13164 12729 435 435 110. MULTI-COLOR CORP 2017-03-23 7701 7540 161 161 85000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-03-23 85359 85384 -25 -25 80. MUELLER WATER PRODUCTS INC SER A 2016-07-29 2017-03-24 941 950 -9 -9 760. MUELLER WATER PRODUCTS INC SER A 2017-03-24 8967 8990 -23 -23 50. MULTI-COLOR CORP 2016-09-09 2017-03-24 3516 3421 95 95 80. MULTI-COLOR CORP 2016-09-09 2017-03-24 5675 5474 201 201 190. NOW INC 2017-01-19 2017-03-24 3046 4162 -1116 -1116 585000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2017-03-24 590827 588046 2781 2781 30000. USA TREASURY NOTES 02.250% DUE 11/15/2024 2015-06-26 2017-03-24 29911 29481 430 430 65000. USA TREASURY NOTES 02.250% DUE 11/15/2024 2017-03-14 2017-03-24 64807 63865 942 942 320000. USA TREASURY NOTES 02.625% DUE 08/15/2020 2017-03-24 330287 330943 -656 -656 210000. USA TREASURY NOTES 02.625% DUE 08/15/2020 2017-03-24 216751 216331 420 420 20000. USA TREASURY NOTES 01.625% DUE 02/15/2026 2016-10-27 2017-03-24 18791 19654 -863 -863 1065000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2017-03-24 1076399 1091305 -14906 -14906 15000. USA TREASURY NOTES 01.000% DUE 06/30/2019 2016-11-29 2017-03-24 14889 14904 -15 -15 70000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-03-24 68499 69564 -1065 -1065 220000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-03-09 2017-03-24 215282 213288 1994 1994 90000. USA TREASURY NOTES 02.000% DUE 02/15/2023 2016-01-14 2017-03-24 89466 90754 -1288 -1288 640000. USA TREASURY NOTES 02.000% DUE 07/31/2020 2016-06-27 2017-03-24 647550 663894 -16344 -16344 115000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2015-11-03 2017-03-24 115202 115521 -319 -319 170000. USA TREASURY NOTE 01.625% DUE 07/31/2019 2016-07-28 2017-03-24 171056 173072 -2016 -2016 35000. DELTA AIR LINES INC UNSC 2017-03-09 2017-03-27 35279 34904 375 375 530. FOUR CORNERS PROPERTY TRUST 2017-03-27 11808 11000 808 808 110. FOUR CORNERS PROPERTY TRUST 2016-10-26 2017-03-27 2451 2259 192 192 1380. MUELLER WATER PRODUCTS INC SER A 2017-03-27 16060 16210 -150 -150 110. MULTI-COLOR CORP 2017-03-27 7570 7520 50 50 220. NOW INC 2017-01-19 2017-03-27 3457 4819 -1362 -1362 70. NOW INC 2017-01-19 2017-03-27 1105 1533 -428 -428 1200. NOW INC 2017-03-27 18837 25995 -7158 -7158 640. FOUR CORNERS PROPERTY TRUST 2016-03-03 2017-03-28 14072 11103 2969 2969 460. FOUR CORNERS PROPERTY TRUST 2017-03-28 10114 9309 805 805 380. FOUR CORNERS PROPERTY TRUST 2017-03-28 8349 6590 1759 1759 180. MASIMO CORPORATION 2017-03-28 16834 3424 13410 13410 240. MASIMO CORPORATION 2011-10-26 2017-03-28 22404 4558 17846 17846 60. MASIMO CORPORATION 2011-10-26 2017-03-28 5601 1139 4462 4462 250. MUELLER INDUSTRIES INC. SUB DEB 2017-03-10 2017-03-28 250 250 640. MUELLER WATER PRODUCTS INC SER A 2017-03-28 7439 6935 504 504 30. MULTI-COLOR CORP 2017-03-28 2089 2047 42 42 290. NOW INC 2017-01-17 2017-03-28 4573 6109 -1536 -1536 600. SYKES ENTERPRISES INC COM 2015-11-19 2017-03-28 17050 18402 -1352 -1352 420. MUELLER WATER PRODUCTS INC SER A 2016-04-19 2017-03-29 4864 4398 466 466 50. MUELLER WATER PRODUCTS INC SER A 2016-04-19 2017-03-29 578 524 54 54 20. MULTI-COLOR CORP 2016-09-06 2017-03-29 1399 1364 35 35 135000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-03-24 2017-03-29 135554 135588 -34 -34 85. ANGIODYNAMICS INC 2015-11-19 2017-03-30 1503 978 525 525 10. MULTI-COLOR CORP 2016-09-06 2017-03-30 703 682 21 21 655. ANGIODYNAMICS INC 2017-03-31 11520 7532 3988 3988 1783.4 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2017-03-31 1783 1904 -121 -121 1449.23 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-03-31 1449 1561 -112 -112 1742.61 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-03-31 1743 1820 -77 -77 1493.44 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2017-03-31 1493 1550 -57 -57 3824.99 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-03-31 3825 3852 -27 -27 1121.37 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2017-03-31 1121 1167 -46 -46 6056.21 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2017-03-31 6056 6473 -417 -417 1734.95 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2017-03-31 1735 1835 -100 -100 2460.32 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-03-31 2460 2571 -111 -111 996.3 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2017-03-31 996 1045 -49 -49 1333.86 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-03-31 1334 1392 -58 -58 1484.81 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2017-03-31 1485 1550 -65 -65 1672.9 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-03-31 1673 1730 -57 -57 1302.44 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-03-31 1302 1361 -59 -59 1423.63 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2017-03-31 1424 1479 -55 -55 2648.55 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2017-03-31 2649 2821 -172 -172 2505.32 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-03-31 2505 2681 -176 -176 322.25 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2017-03-31 322 333 -11 -11 415.28 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2017-03-31 415 428 -13 -13 3197.29 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2017-03-31 3197 3207 -10 -10 2513.72 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2017-03-31 2514 2607 -93 -93 178.05 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2017-03-31 178 179 -1 -1 36.46 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2017-03-31 36 37 -1 -1 67.69 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2017-03-31 68 68 2464.81 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2017-03-31 2465 2478 -13 -13 165.18 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2017-03-31 165 160 5 5 390.63 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2017-03-31 391 391 1780.11 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2017-03-31 1780 1849 -69 -69 547.79 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-03-31 548 541 7 7 1217.89 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2017-03-31 1218 1270 -52 -52 761.35 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2017-03-31 761 806 -45 -45 2578.74 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-03-31 2579 2586 -7 -7 3405.58 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2017-03-31 3406 3540 -134 -134 1789.12 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2017-03-31 1789 1920 -131 -131 1200.11 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2017-03-31 1200 1232 -32 -32 1565.1 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2017-03-31 1565 1581 -16 -16 1797.31 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-03-31 1797 1875 -78 -78 585.83 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2017-03-31 586 616 -30 -30 2837.47 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2017-03-31 2837 3001 -164 -164 4497.82 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2017-03-31 4498 4638 -140 -140 1195.93 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2017-03-31 1196 1212 -16 -16 2126.52 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2017-03-31 2127 2281 -154 -154 1969.15 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2017-03-31 1969 2113 -144 -144 50. MULTI-COLOR CORP 2017-03-31 3543 3402 141 141 110. ANGIODYNAMICS INC 2017-04-03 1880 1258 622 622 160. LITHIA MTRS INC CL A 2017-01-13 2017-04-03 13232 16592 -3360 -3360 30. LITHIA MTRS INC CL A 2017-04-03 2467 3072 -605 -605 180. LITHIA MTRS INC CL A 2017-04-03 14885 18182 -3297 -3297 300. SILICON MOTION TECHNOL ADR 2017-04-03 13973 9917 4056 4056 360. BRUNSWICK CORP 2017-04-04 21086 21730 -644 -644 30. BRUNSWICK CORP 2014-11-03 2017-04-04 1745 1413 332 332 170. BRUNSWICK CORP 2017-04-04 9887 9127 760 760 30. LITHIA MTRS INC CL A 2017-01-11 2017-04-04 2471 3026 -555 -555 70. LITHIA MTRS INC CL A 2017-01-11 2017-04-04 5733 7061 -1328 -1328 110. MULTI-COLOR CORP 2017-04-04 7436 7436 40000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-01-10 2017-04-04 45716 45809 -93 -93 65000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2017-04-04 65683 65552 131 131 15000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2017-04-04 15156 15127 29 29 480. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2014-02-26 2017-04-04 14881 14853 28 28 80. BRUNSWICK CORP 2014-11-03 2017-04-05 4695 3769 926 926 60. BRUNSWICK CORP 2014-11-03 2017-04-05 3510 2827 683 683 5000. AMERICAN CAMPUS CMNTYS CALL 01/15/2023 @ 100.000 COGT 2016-12-09 2017-04-06 5127 5048 79 79 5000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC 2015-04-28 2017-04-06 4873 4970 -97 -97 70. CHUY'S HOLDINGS INC 2017-04-06 2024 2487 -463 -463 60. CHUY'S HOLDINGS INC 2017-04-06 1737 2130 -393 -393 190. ELECTRONICS FOR IMAGING INC 2017-04-06 9125 8905 220 220 80. ELECTRONICS FOR IMAGING INC 2017-04-06 3804 3703 101 101 40. ELECTRONICS FOR IMAGING INC 2017-02-10 2017-04-06 1930 1839 91 91 240. ORBOTECH LTD 2017-04-06 7568 7541 27 27 120. ORBOTECH LTD 2017-04-06 3778 3730 48 48 30. ORBOTECH LTD 2017-02-23 2017-04-06 947 931 16 16 100. ACTUANT CORP CL A 2016-12-09 2017-04-07 2561 2919 -358 -358 250. ALDER BIOPHARMACEUTICALS INC 2017-04-07 4960 8257 -3297 -3297 450. ALDER BIOPHARMACEUTICALS INC 2017-04-07 8969 14754 -5785 -5785 70. CHUY'S HOLDINGS INC 2017-04-07 2009 2485 -476 -476 330. CLOVIS ONCOLOGY INC 2017-01-17 2017-04-07 18390 18264 126 126 160. CLOVIS ONCOLOGY INC 2017-01-17 2017-04-07 8687 8855 -168 -168 410. CLOVIS ONCOLOGY INC 2017-04-07 22194 22340 -146 -146 100. COHU INC 2015-11-19 2017-04-07 1793 1258 535 535 100. COMMUNITY HEALTHCARE TRUST I 2015-11-19 2017-04-07 2486 1865 621 621 300. CONTROL4 CORP 2017-04-07 4631 4277 354 354 200. DIME CMNTY BANCORP INC 2015-11-19 2017-04-07 4023 3652 371 371 150. FOUR CORNERS PROPERTY TRUST 2016-03-08 2017-04-07 3487 2600 887 887 200. JANUS CAPITAL GROUP INC MERGED 05/30/17 2015-11-19 2017-04-07 2570 3142 -572 -572 200. LEGG MASON INC 2016-03-22 2017-04-07 7267 7008 259 259 100. NORTHWESTERN CORPORATION 2015-11-19 2017-04-07 5903 5351 552 552 100. NUTRI/SYSTEM INC 2013-06-21 2017-04-07 5364 1044 4320 4320 100. OMNICELL INC 2015-11-19 2017-04-07 4059 2801 1258 1258 100. REGAL BELOIT CORP 2014-02-05 2017-04-07 7599 7178 421 421 100. SELECTED INS GROUP INC 2015-11-19 2017-04-07 4471 3405 1066 1066 100. SILICON MOTION TECHNOL ADR 2013-01-18 2017-04-07 4678 1483 3195 3195 100. SYKES ENTERPRISES INC COM 2015-11-19 2017-04-07 2832 3067 -235 -235 100. UNITED FIRE GROUP INC 2015-11-19 2017-04-07 4173 3931 242 242 50. UNIVERSAL DISPLAY CORP 2015-11-19 2017-04-07 4217 2410 1807 1807 65. WATSCO INC 2008-06-26 2017-04-07 9117 2755 6362 6362 145. WATSCO INC 2016-10-14 2017-04-07 20337 20510 -173 -173 100. TRINSEO S A SEDOL BN65SJ4 2016-12-07 2017-04-07 6799 5942 857 857 10. ORBOTECH LTD 2017-02-23 2017-04-07 315 310 5 5 200. ORBOTECH LTD 2017-04-07 6226 6141 85 85 60. ORBOTECH LTD 2017-04-07 1875 1823 52 52 270. ALDER BIOPHARMACEUTICALS INC 2017-04-10 5368 8847 -3479 -3479 370. ALDER BIOPHARMACEUTICALS INC 2017-04-10 7324 12102 -4778 -4778 350. ALDER BIOPHARMACEUTICALS INC 2017-04-10 6986 11427 -4441 -4441 120. CHUY'S HOLDINGS INC 2016-06-10 2017-04-10 3483 4255 -772 -772 50. CHUY'S HOLDINGS INC 2016-06-09 2017-04-10 1449 1765 -316 -316 110. ELECTRONICS FOR IMAGING INC 2017-02-10 2017-04-10 5386 5056 330 330 120. FOUR CORNERS PROPERTY TRUST 2017-04-10 2762 2079 683 683 350. FOUR CORNERS PROPERTY TRUST 2017-04-10 8095 6056 2039 2039 170. MARTEN TRANSPORT LTD 2017-04-10 4077 3332 745 745 880. O REILLY AUTOMOTIVE INC 2017-04-10 225363 206813 18550 18550 140. WATSCO INC 2017-04-10 19678 5929 13749 13749 60. ORBOTECH LTD 2017-02-15 2017-04-10 1865 1816 49 49 210. ALDER BIOPHARMACEUTICALS INC 2017-04-11 4101 6853 -2752 -2752 230. ALDER BIOPHARMACEUTICALS INC 2017-04-11 4523 7467 -2944 -2944 150. CENTENE CORP 2017-04-11 10765 9547 1218 1218 60. CHUY'S HOLDINGS INC 2017-04-11 1729 2118 -389 -389 20. CHUY'S HOLDINGS INC 2016-06-24 2017-04-11 581 706 -125 -125 1380. CINTAS CORP 2015-01-29 2017-04-11 169053 109544 59509 59509 270. FOUR CORNERS PROPERTY TRUST 2016-03-10 2017-04-11 6279 4671 1608 1608 30. FOUR CORNERS PROPERTY TRUST 2016-03-10 2017-04-11 701 519 182 182 1. HEALTHSOUTH CORP COM 2001-01-01 2017-04-11 204 204 204 100. MARTEN TRANSPORT LTD 2017-04-11 2368 1899 469 469 95000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-04-11 96325 96974 -649 -649 280000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-04-11 283905 278548 5357 5357 80. ORBOTECH LTD 2017-04-11 2478 2383 95 95 100. ORBOTECH LTD 2016-06-10 2017-04-11 3109 2652 457 457 45000. ABBOTT LABORATORIES CALL 08/30/2026 @ 100.000 UNSC 2016-11-18 2017-04-12 45361 44743 618 618 60. CHUY'S HOLDINGS INC 2016-06-24 2017-04-12 1715 2110 -395 -395 140. ELECTRONICS FOR IMAGING INC 2017-04-12 6966 6404 562 562 60. ELECTRONICS FOR IMAGING INC 2017-04-12 2954 2678 276 276 20. VAIL RESORTS INC COM 2016-09-30 2017-04-12 3774 3139 635 635 85. VAIL RESORTS INC COM 2017-04-12 16038 8810 7228 7228 40. WATSCO INC 2008-06-27 2017-04-12 5497 1681 3816 3816 100. WATSCO INC 2008-06-27 2017-04-12 13736 4203 9533 9533 70. CHUY'S HOLDINGS INC 2017-04-13 1993 2459 -466 -466 80. MARTEN TRANSPORT LTD 2016-05-23 2017-04-13 1800 1518 282 282 5. VAIL RESORTS INC COM 2015-09-30 2017-04-13 940 517 423 423 100. VAIL RESORTS INC COM 2017-04-13 18734 9727 9007 9007 70. WATSCO INC 2008-06-27 2017-04-13 9529 2942 6587 6587 90. WATSCO INC 2008-06-27 2017-04-13 12183 3783 8400 8400 60. WATSCO INC 2008-06-27 2017-04-13 8172 2522 5650 5650 570.41 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-04-15 570 570 19110.7 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A2 2016-03-15 2017-04-15 19111 19110 1 1 5181.25 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-04-15 5181 5180 1 1 13533.25 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2017-04-15 13533 13533 40. CHUY'S HOLDINGS INC 2017-04-17 1132 1393 -261 -261 50. CHUY'S HOLDINGS INC 2016-06-08 2017-04-17 1410 1738 -328 -328 140. MARTEN TRANSPORT LTD 2016-05-23 2017-04-17 3148 2656 492 492 30. CHUY'S HOLDINGS INC 2016-06-07 2017-04-18 831 1032 -201 -201 40. CHUY'S HOLDINGS INC 2016-06-07 2017-04-18 1118 1376 -258 -258 200. ELECTRONICS FOR IMAGING INC 2017-04-18 9919 8906 1013 1013 180. MARTEN TRANSPORT LTD 2016-05-23 2017-04-18 3973 3415 558 558 130. MARTEN TRANSPORT LTD 2016-05-23 2017-04-18 2846 2467 379 379 470. SPIRIT AIRLINES INC 2017-04-18 26244 23962 2282 2282 880. BURLINGTON STORES INC 2016-11-14 2017-04-19 81848 64901 16947 16947 750. BURLINGTON STORES INC 2015-04-20 2017-04-19 69757 41780 27977 27977 60. CHUY'S HOLDINGS INC 2017-04-19 1680 2060 -380 -380 60. CHUY'S HOLDINGS INC 2016-06-27 2017-04-19 1683 2051 -368 -368 100. ELECTRONICS FOR IMAGING INC 2017-04-19 5026 4437 589 589 150. MARTEN TRANSPORT LTD 2017-04-19 3340 2838 502 502 20. MARTEN TRANSPORT LTD 2016-04-21 2017-04-19 446 374 72 72 290. MARTEN TRANSPORT LTD 2016-04-21 2017-04-19 6373 5424 949 949 30. MARTEN TRANSPORT LTD 2016-04-21 2017-04-19 664 561 103 103 110000. CAPITAL ONE FINANCIAL CO UNSC 2017-04-20 111915 113046 -1131 -1131 110. CHUY'S HOLDINGS INC 2016-06-27 2017-04-20 3125 3760 -635 -635 110. CHUY'S HOLDINGS INC 2017-04-20 3113 3751 -638 -638 100. COHU INC 2015-11-19 2017-04-20 1899 1258 641 641 100. COMMUNITY HEALTHCARE TRUST I 2015-11-19 2017-04-20 2476 1865 611 611 300. CONTROL4 CORP 2017-04-20 4952 4121 831 831 100. DOUGLAS DYNAMICS INC 2015-11-19 2017-04-20 3139 2266 873 873 10. ELECTRONICS FOR IMAGING INC 2017-01-10 2017-04-20 510 444 66 66 480. FOUR CORNERS PROPERTY TRUST 2017-04-20 11329 8302 3027 3027 100. HEALTHSOUTH CORP NAME CHANGE 01/02/18 2015-01-21 2017-04-20 4381 4120 261 261 100. HOPE BANCORP INC 2015-11-20 2017-04-20 1864 1619 245 245 300. JANUS CAPITAL GROUP INC MERGED 05/30/17 2015-11-19 2017-04-20 4014 4713 -699 -699 50. MKS INSTRS INC 2015-11-19 2017-04-20 3502 1810 1692 1692 210. MARTEN TRANSPORT LTD 2016-04-21 2017-04-20 4572 3928 644 644 320. MARTEN TRANSPORT LTD 2017-04-20 7034 5884 1150 1150 150. MARTEN TRANSPORT LTD 2017-04-20 3297 2683 614 614 80. NEXSTAR MEDIA GROUP INC 2017-04-20 5506 4968 538 538 100. PHARMERICA CORP 2015-11-19 2017-04-20 2344 3353 -1009 -1009 100. SELECTED INS GROUP INC 2015-11-19 2017-04-20 4684 3405 1279 1279 100. SILICON MOTION TECHNOL ADR 2013-01-18 2017-04-20 4473 1483 2990 2990 100. SYKES ENTERPRISES INC COM 2015-11-19 2017-04-20 2944 3067 -123 -123 200. UMPQUA HLDGS C 2016-12-01 2017-04-20 3491 3600 -109 -109 100. UNITED COMMUNITY BANKS/GA 2015-11-19 2017-04-20 2712 2083 629 629 100. UNITED FINANCIAL BANCORP INC 2015-11-19 2017-04-20 1800 1363 437 437 100. UNITED FIRE GROUP INC 2015-11-19 2017-04-20 4270 3931 339 339 60000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-04-20 60232 59811 421 421 50. UNIVERSAL DISPLAY CORP 2015-11-19 2017-04-20 4317 2410 1907 1907 10236.68 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-02-25 2017-04-20 10237 10236 1 1 100. WADDELL & REED FINL INC CL A 2010-07-29 2017-04-20 1747 2385 -638 -638 50. WELLCARE HEALTH PLANS, INC. 2015-11-19 2017-04-20 7513 3794 3719 3719 140. CHUY'S HOLDINGS INC 2017-04-21 3987 4667 -680 -680 90. ELECTRONICS FOR IMAGING INC 2017-01-10 2017-04-21 4188 3992 196 196 400. FOUR CORNERS PROPERTY TRUST 2017-04-21 9408 6900 2508 2508 1310. JOHNSON & JOHNSON COM 2017-04-21 159531 87637 71894 71894 320. MARTEN TRANSPORT LTD 2017-04-21 7645 5520 2125 2125 90. NEXSTAR MEDIA GROUP INC 2016-12-06 2017-04-21 6206 5585 621 621 50. NEXSTAR MEDIA GROUP INC 2016-12-06 2017-04-21 3442 3103 339 339 15000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2017-04-21 2017-04-21 15000 15000 50. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2016-01-05 2017-04-21 1262 1537 -275 -275 970. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2017-04-21 24483 28520 -4037 -4037 530. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2017-04-21 13367 14384 -1017 -1017 470. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2017-02-23 2017-04-21 11851 12299 -448 -448 770. CHUY'S HOLDINGS INC 2017-04-24 22151 24687 -2536 -2536 170. CHUY'S HOLDINGS INC 2017-04-24 4904 4963 -59 -59 620. FORTINET INC 2017-04-24 24792 12823 11969 11969 170. FOUR CORNERS PROPERTY TRUST 2016-03-04 2017-04-24 3944 2923 1021 1021 240. FOUR CORNERS PROPERTY TRUST 2016-03-04 2017-04-24 5580 4127 1453 1453 65000. MARRIOTT INTERNATIONAL SER R CALL 03/15/26 @100 UNSC 2016-06-15 2017-04-24 63370 64596 -1226 -1226 120. NEXSTAR MEDIA GROUP INC 2017-04-24 8209 7423 786 786 340. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2017-04-24 8826 8888 -62 -62 80. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2016-01-20 2017-04-24 2077 2077 160. CHUY'S HOLDINGS INC 2017-04-25 4666 4635 31 31 80. CHUY'S HOLDINGS INC 2016-09-28 2017-04-25 2337 2298 39 39 170. ACADIA PHARMACEUTICALS INC 2017-01-13 2017-04-26 5787 5434 353 353 420. ACADIA PHARMACEUTICALS INC 2017-04-26 14278 13317 961 961 160. CHUY'S HOLDINGS INC 2017-04-26 4605 4563 42 42 .4 CIELO S.A. ADR 2016-06-06 2017-04-26 3 3 80. VAIL RESORTS INC COM 2015-01-13 2017-04-26 15731 7383 8348 8348 50. VAIL RESORTS INC COM 2015-01-13 2017-04-26 9830 4614 5216 5216 90. ACADIA PHARMACEUTICALS INC 2017-01-12 2017-04-27 2992 2844 148 148 590. ACADIA PHARMACEUTICALS INC 2017-04-27 19757 18516 1241 1241 130. EAST WEST BANCORP INC 2017-02-23 2017-04-27 7275 7082 193 193 320. EAST WEST BANCORP INC 2017-04-27 17907 4971 12936 12936 150. SELECTED INS GROUP INC 2015-11-19 2017-04-27 7931 5108 2823 2823 200. BROOKS AUTOMATION INC 2017-04-28 5048 1880 3168 3168 1360. MUELLER WATER PRODUCTS INC SER A 2016-04-19 2017-04-28 15361 14241 1120 1120 350. MUELLER WATER PRODUCTS INC SER A 2017-04-28 3935 3660 275 275 110. SPIRIT AIRLINES INC 2016-03-02 2017-04-28 6344 5428 916 916 300. SPIRIT AIRLINES INC 2017-04-28 17347 14592 2755 2755 300. SPIRIT AIRLINES INC 2016-02-26 2017-04-28 17061 14482 2579 2579 150. SPIRIT AIRLINES INC 2017-04-28 8648 7213 1435 1435 1930.16 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2017-04-30 1930 2061 -131 -131 1795.25 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-04-30 1795 1933 -138 -138 386.93 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-04-30 387 404 -17 -17 1655.65 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2017-04-30 1656 1719 -63 -63 3514.39 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-04-30 3514 3539 -25 -25 512.52 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2017-04-30 513 533 -20 -20 1690.96 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2017-04-30 1691 1807 -116 -116 1565.03 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2017-04-30 1565 1654 -89 -89 2562.82 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-04-30 2563 2678 -115 -115 2381.43 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2017-04-30 2381 2497 -116 -116 2375.28 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-04-30 2375 2479 -104 -104 2613.61 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2017-04-30 2614 2728 -114 -114 1795.48 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-04-30 1795 1857 -62 -62 486.66 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-04-30 487 508 -21 -21 1049.88 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2017-04-30 1050 1091 -41 -41 3268.44 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2017-04-30 3268 3481 -213 -213 2520.14 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-04-30 2520 2697 -177 -177 713.89 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2017-04-30 714 737 -23 -23 432.02 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2017-04-30 432 445 -13 -13 2977.26 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2017-04-30 2977 2986 -9 -9 1539.54 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2017-04-30 1540 1596 -56 -56 97.49 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2017-04-30 97 98 -1 -1 105.06 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2017-04-30 105 107 -2 -2 56.44 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2017-04-30 56 57 -1 -1 167.82 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2017-04-30 168 169 -1 -1 118.37 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2017-04-30 118 115 3 3 238.5 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2017-04-30 239 239 1357.74 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2017-04-30 1358 1410 -52 -52 709.67 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-04-30 710 701 9 9 2070.24 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2017-04-30 2070 2158 -88 -88 1844.07 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2017-04-30 1844 1953 -109 -109 1532.81 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-04-30 1533 1537 -4 -4 4606.04 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2017-04-30 4606 4787 -181 -181 833.29 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2017-04-30 833 894 -61 -61 1141.85 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2017-04-30 1142 1172 -30 -30 1464.39 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2017-04-30 1464 1479 -15 -15 2127.76 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-04-30 2128 2220 -92 -92 1045.67 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2017-04-30 1046 1100 -54 -54 3247.94 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2017-04-30 3248 3435 -187 -187 392.28 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2017-04-30 392 404 -12 -12 1107.74 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2017-04-30 1108 1123 -15 -15 1115.78 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2017-04-30 1116 1197 -81 -81 1710.31 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2017-04-30 1710 1835 -125 -125 120000. ACTIVISION BLIZZARD SER 144A CALL 06/15/26 @100 COGT 2017-05-01 117457 118197 -740 -740 380. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S 2017-05-01 13405 16208 -2803 -2803 450. CIT GROUP INC 2010-07-30 2017-05-01 20851 16286 4565 4565 1090. MUELLER WATER PRODUCTS INC SER A 2017-05-01 12110 11317 793 793 130. MUELLER WATER PRODUCTS INC SER A 2016-04-18 2017-05-01 1443 1341 102 102 110. MUELLER WATER PRODUCTS INC SER A 2016-04-18 2017-05-01 1224 1135 89 89 440. PARKER HANNIFIN CORP 2015-12-29 2017-05-01 69797 43784 26013 26013 120000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2017-03-09 2017-05-01 121730 120222 1508 1508 380. WELLS FARGO & CO NEW COM 2015-12-29 2017-05-01 20718 20993 -275 -275 520. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2016-01-20 2017-05-01 13384 13499 -115 -115 710. ORBOTECH LTD 2016-06-10 2017-05-01 23448 18829 4619 4619 110. ORBOTECH LTD 2016-06-10 2017-05-01 3638 2917 721 721 80. ORBOTECH LTD 2016-06-10 2017-05-01 2639 2122 517 517 220. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S 2017-05-02 7830 9240 -1410 -1410 360. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S 2017-05-02 12778 14359 -1581 -1581 200. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S 2017-05-02 7099 7082 17 17 2330. MUELLER WATER PRODUCTS INC SER A 2017-05-02 25949 23585 2364 2364 570. MUELLER WATER PRODUCTS INC SER A 2017-05-02 6333 5714 619 619 580. MUELLER WATER PRODUCTS INC SER A 2017-05-02 6473 5800 673 673 10000. PHI INC CALL 03/15/2016 @ 102.625 COGT 2014-12-30 2017-05-02 9513 8525 988 988 60000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-05-02 54473 63524 -9051 -9051 540. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2017-05-02 13750 13232 518 518 640. ORBOTECH LTD 2016-06-10 2017-05-02 20991 16973 4018 4018 480. MUELLER WATER PRODUCTS INC SER A 2016-04-01 2017-05-03 5290 4790 500 500 420. MUELLER WATER PRODUCTS INC SER A 2017-05-03 4624 4191 433 433 130. MUELLER WATER PRODUCTS INC SER A 2016-04-01 2017-05-03 1432 1292 140 140 310. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2017-05-03 7798 7168 630 630 200. ORBOTECH LTD 2017-02-15 2017-05-03 6838 6040 798 798 50. ALBEMARLE CORP 2015-10-13 2017-05-04 5469 2520 2949 2949 200. BROOKS AUTOMATION INC 2014-05-19 2017-05-04 5257 1879 3378 3378 700. CONTROL4 CORP 2017-05-04 11915 9279 2636 2636 700. HARMONIC INC 2017-05-04 3495 5383 -1888 -1888 600. MASIMO CORPORATION 2017-05-04 57361 10260 47101 47101 170. MASIMO CORPORATION 2007-08-08 2017-05-04 16215 2890 13325 13325 820. MUELLER WATER PRODUCTS INC SER A 2017-05-04 8959 8112 847 847 380. MUELLER WATER PRODUCTS INC SER A 2017-05-04 4144 3749 395 395 220. MUELLER WATER PRODUCTS INC SER A 2016-03-30 2017-05-04 2397 2168 229 229 150. SILICON MOTION TECHNOL ADR 2013-02-06 2017-05-04 7578 2176 5402 5402 2390. VANTIV INC CLASS A NAME CHG 01/16/18 2017-05-04 150512 132612 17900 17900 150. ARRIS INTERNATIONAL LTD SEDOL BZ04Y37 2016-04-01 2017-05-04 4092 3399 693 693 900. CONTROL4 CORP 2017-05-05 16081 11753 4328 4328 5. GIBRALTAR INDUSTRIES INC 2015-11-19 2017-05-05 161 126 35 35 1673. ISLE OF CAPRI CASINO INC 2017-05-05 38479 31360 7119 7119 150. UNIVERSAL DISPLAY CORP 2017-05-05 16690 6856 9834 9834 35000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC 2015-04-28 2017-05-08 34430 34792 -362 -362 500. HARMONIC INC 2017-05-08 2518 3807 -1289 -1289 65000. MICROSOFT CORP CALL 12/06/2023 UNSC 2017-01-30 2017-05-08 65629 64527 1102 1102 45000. USA TREASURY NOTES 01.750% DUE 03/31/2022 2017-03-24 2017-05-08 44663 44548 115 115 100. UNIVERSAL DISPLAY CORP 2016-02-08 2017-05-08 11587 4074 7513 7513 790. CHARTER COMMUNICATIONS INC-A 2016-10-05 2017-05-09 256299 211680 44619 44619 2900. TYSON FDS INC COM 2017-05-09 168255 199899 -31644 -31644 100000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2017-05-09 100969 100829 140 140 600. EXPRESS INC 2017-05-10 5613 8678 -3065 -3065 170. MASIMO CORPORATION 2007-08-08 2017-05-10 14416 2890 11526 11526 30. PACIRA PHARMACEUTICALS INC 2015-06-23 2017-05-11 1547 2240 -693 -693 30. PACIRA PHARMACEUTICALS INC 2015-06-23 2017-05-11 1520 2240 -720 -720 460. PACIRA PHARMACEUTICALS INC 2017-05-11 23478 31731 -8253 -8253 480. PACIRA PHARMACEUTICALS INC 2017-05-11 24376 25853 -1477 -1477 7760. SWISS RE LTD SPN ADR 2017-05-11 170961 153428 17533 17533 2889. ULTRAPAR PARTICPAC - SPON ADR ISIN US90400P1012 2016-06-06 2017-05-11 68395 57006 11389 11389 65000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2017-04-24 2017-05-11 61047 61613 -566 -566 200. AMN HEALTHCARE SERVICES 2017-05-12 7715 2789 4926 4926 30. ALLEGHANY CORP DEL 2016-05-04 2017-05-12 17274 15496 1778 1778 20. ALPHABET INC/CA-CL C 2017-03-15 2017-05-12 18591 16933 1658 1658 287. ALTRIA GROUP INC 2016-05-04 2017-05-12 20285 18210 2075 2075 50. AMERCO 2016-01-07 2017-05-12 18345 18558 -213 -213 200. AMERICAN EAGLE OUTFITTERS INC 2015-11-19 2017-05-12 2697 3072 -375 -375 174. APPLE INC 2017-01-13 2017-05-12 27111 20688 6423 6423 341. BANK OF AMERICA CORP 2016-05-04 2017-05-12 8106 4817 3289 3289 100. BENCHMARK ELECT 2016-01-20 2017-05-12 3209 1922 1287 1287 11. BERKSHIRE HATHAWAY INC CLASS B 2017-01-24 2017-05-12 1789 1759 30 30 198. BERKSHIRE HATHAWAY INC CLASS B 2016-05-04 2017-05-12 32206 28534 3672 3672 47. BLACKROCK INC 2016-05-04 2017-05-12 17924 16602 1322 1322 200. BRISTOL MYERS SQUIBB CO 2016-05-04 2017-05-12 11013 14096 -3083 -3083 700. BROOKS AUTOMATION INC 2017-05-12 19169 6488 12681 12681 330. CARMAX INC 2016-05-04 2017-05-12 19427 16954 2473 2473 399. CARNIVAL CORP SEDOL 2523044 2016-05-04 2017-05-12 24474 19604 4870 4870 50. CHASE CORP 2016-11-10 2017-05-12 5262 3352 1910 1910 106. CHEVRON CORPORATION 2016-05-04 2017-05-12 11187 10666 521 521 393. CISCO SYS INC COM 2016-05-04 2017-05-12 13042 10379 2663 2663 227. COCACOLA CO 2011-01-03 2017-05-12 9896 7400 2496 2496 450. COMMUNITY HEALTHCARE TRUST I 2015-11-19 2017-05-12 11414 8393 3021 3021 55000. CONSTELLATION BRANDS INC CALL 11/09/2046 COGT 2017-05-02 2017-05-12 55702 54757 945 945 300. CONTROL4 CORP 2017-05-12 5226 3837 1389 1389 200. DAKTRONICS INC 2015-11-20 2017-05-12 1893 2000 -107 -107 148. DEERE & CO 2016-05-04 2017-05-12 16671 12132 4539 4539 273. DOLLAR TREE INC 2016-05-04 2017-05-12 22007 21980 27 27 141. EDGEWELL PERSONAL CARE CO-WI 2016-05-04 2017-05-12 10157 11197 -1040 -1040 100. ENTEGRIS, INC 2013-05-14 2017-05-12 2401 953 1448 1448 55. FEDEX CORPORATION 2016-05-04 2017-05-12 10450 9095 1355 1355 150. FOOT LOCKER INC 2009-07-01 2017-05-12 11192 1569 9623 9623 117. GENERAL DYNAMICS CORP 2016-05-04 2017-05-12 22826 16499 6327 6327 210. GENERAL ELEC CO COM 2009-03-10 2017-05-12 5915 1847 4068 4068 100. GLOBAL PAYMENTS INC-W/I 2012-04-02 2017-05-12 8780 2301 6479 6479 800. HARMONIC INC 2017-05-12 4092 5968 -1876 -1876 150. HEALTHSOUTH CORP NAME CHANGE 01/02/18 2015-01-21 2017-05-12 7137 6181 956 956 150. IAC / INTERACTIVECORP-W/I 2015-11-19 2017-05-12 15339 9341 5998 5998 650. JANUS CAPITAL GROUP INC MERGED 05/30/17 2017-05-12 9458 10175 -717 -717 100. KVH INDS INC 2017-01-11 2017-05-12 964 1163 -199 -199 170. LA Z BOY INC 2015-11-19 2017-05-12 4733 4447 286 286 80. LA Z BOY INC 2015-11-19 2017-05-12 2257 2093 164 164 100. LEGG MASON INC 2016-03-22 2017-05-12 3731 3504 227 227 100. LIBERTY PPTY TR 2013-12-17 2017-05-12 4076 3411 665 665 224. LILLY ELI & CO 2016-05-04 2017-05-12 17898 16777 1121 1121 156. LOWES COMPANIES INC 2016-05-04 2017-05-12 13213 11836 1377 1377 150. MKS INSTRS INC 2015-11-19 2017-05-12 11983 5430 6553 6553 40. NEW MARKET CORPORATION 2016-05-04 2017-05-12 18185 16327 1858 1858 260. NIKE INC CL B 2016-08-24 2017-05-12 14047 15638 -1591 -1591 153. NORFOLK SOUTHN CORP COM 2016-05-04 2017-05-12 17783 13547 4236 4236 100. NORTHWESTERN CORPORATION 2015-11-19 2017-05-12 6054 5351 703 703 53. O REILLY AUTOMOTIVE INC 2016-05-04 2017-05-12 13628 14232 -604 -604 150. OMNICELL INC 2016-03-21 2017-05-12 6181 4020 2161 2161 250. ON ASSIGNMENT INC NAME CHANGE 04/02/18 2017-05-12 12743 11702 1041 1041 100. ORITANI FINL CORP NEW 2014-01-24 2017-05-12 1671 1552 119 119 100. PGT INNOVATIONS INC 2017-03-28 2017-05-12 1169 1047 122 122 350. PHARMERICA CORP 2017-05-12 8559 9590 -1031 -1031 200. PHYSICIANS REALTY TRUST 2015-11-19 2017-05-12 3968 3116 852 852 482. PROGRESSIVE CORP OHIO 2016-05-04 2017-05-12 19367 15839 3528 3528 50. REX AMERICAN RESOURCES CORP 2014-12-17 2017-05-12 5258 3071 2187 2187 150. SELECTED INS GROUP INC 2015-11-19 2017-05-12 7466 5108 2358 2358 100. SILICON MOTION TECHNOL ADR 2017-05-12 5055 1366 3689 3689 189. SOUTHWEST AIRLINES COM 2017-01-20 2017-05-12 10912 9638 1274 1274 200. SYKES ENTERPRISES INC COM 2017-05-12 6519 4674 1845 1845 150. TETRA TECH INC NEW COM 2015-11-19 2017-05-12 6863 4059 2804 2804 40000. 21ST CENTY FOX AMER INC 06.650% DUE 11/15/2037 2016-10-21 2017-05-12 50664 52641 -1977 -1977 50. UNITED FIRE GROUP INC 2015-11-19 2017-05-12 2126 1965 161 161 30000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2017-04-20 2017-05-12 30785 30900 -115 -115 20000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2017-04-20 2017-05-12 20533 20600 -67 -67 174. VERIZON COMMUNICATIONS COM 2016-05-04 2017-05-12 8019 8850 -831 -831 218. VISA INC CLASS A SHARES 2016-05-04 2017-05-12 20134 16748 3386 3386 300. VISHAY INTERTECHNOLOGY INC 2017-05-12 4992 3599 1393 1393 50. VISTEON CORP 2016-11-14 2017-05-12 5313 3812 1501 1501 200. WADDELL & REED FINL INC CL A 2010-08-17 2017-05-12 3396 4703 -1307 -1307 100. WELLCARE HEALTH PLANS, INC. 2015-11-19 2017-05-12 17307 7588 9719 9719 345. WELLS FARGO & CO NEW COM 2016-05-04 2017-05-12 18177 16847 1330 1330 137.929 AURORA OFFSHORE FUND LTD II CLASS A SERIES 08/16 2016-08-31 2017-05-12 234209 237799 -3590 -3590 200. ORBOTECH LTD 2017-02-08 2017-05-12 7366 6029 1337 1337 200. CONTROL4 CORP 2017-05-15 3675 2513 1162 1162 6493.96 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-05-15 6494 6493 1 1 17497.22 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A2 2016-03-15 2017-05-15 17497 17497 6918.23 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-05-15 6918 6917 1 1 1. BAXTER INTERNATIONAL 2001-01-01 2017-05-15 200 200 200 3628.76 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2017-05-15 3629 3629 250. NEUROCRINE BIOSCIENCES INC 2017-05-15 13616 10687 2929 2929 60. NEUROCRINE BIOSCIENCES INC 2016-12-07 2017-05-15 3271 2552 719 719 45000. USG CORP SR NOTES 2016-11-25 2017-05-15 46994 46693 301 301 100. HELEN OF TROY LIMITED SEDOL 2419530 2016-10-28 2017-05-15 9355 7913 1442 1442 .48 CEMEX S.A.B. DE CV SPONSORED ADR 2016-06-06 2017-05-16 4 3 1 1 200. CONTROL4 CORP 2017-05-16 3697 2451 1246 1246 20. NEUROCRINE BIOSCIENCES INC 2016-12-07 2017-05-16 1079 851 228 228 120. NEUROCRINE BIOSCIENCES INC 2017-05-16 6465 5105 1360 1360 190. NEXSTAR MEDIA GROUP INC 2017-05-16 10753 11443 -690 -690 60. NEXSTAR MEDIA GROUP INC 2015-11-23 2017-05-16 3407 3599 -192 -192 60. NEXSTAR MEDIA GROUP INC 2015-11-23 2017-05-16 3417 3599 -182 -182 400. AMERICAN EAGLE OUTFITTERS INC 2015-11-19 2017-05-17 4833 6144 -1311 -1311 3240. HD SUPPLY HOLDINGS INC 2017-05-17 126043 138489 -12446 -12446 130000. MORGAN STANLEY UNSC 2017-05-17 130481 129901 580 580 2730. GUGGENHEIM S&P 500 EQUAL WEIGHT NAME CHANGE 04/06/18 2013-05-24 2017-05-17 246339 171115 75224 75224 1044. SPDR TR UNIT SER 1 2013-05-24 2017-05-17 246953 171748 75205 75205 140000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2017-05-17 2017-05-17 140000 140000 307. CENTENE CORP 2017-05-18 22993 13444 9549 9549 276. CENTENE CORP 2012-12-04 2017-05-18 20680 11058 9622 9622 200. CONTROL4 CORP 2017-05-18 3619 2404 1215 1215 270. LA JOLLA PHARMACEUTICAL CO 2017-03-23 2017-05-18 8563 9471 -908 -908 230. LA JOLLA PHARMACEUTICAL CO 2017-05-18 7434 8015 -581 -581 890. LA JOLLA PHARMACEUTICAL CO 2017-05-18 27742 30177 -2435 -2435 40. LA JOLLA PHARMACEUTICAL CO 2017-03-23 2017-05-18 1295 1340 -45 -45 1. VESTAS WIND SYSTEM A S SECURITIES LITIGATION 2001-01-01 2017-05-18 86 86 86 120. ACCELERON PHARMA INC 2016-11-09 2017-05-19 3201 3874 -673 -673 120. ACLARIS THERAPEUTICS INC 2017-04-24 2017-05-19 3087 3613 -526 -526 150. ACUSHNET HOLDINGS CORP 2016-12-16 2017-05-19 2822 2989 -167 -167 50. ALBEMARLE CORP 2015-10-13 2017-05-19 5549 2520 3029 3029 210. BMC STOCK HOLDINGS INC 2017-05-19 4331 4995 -664 -664 120. BERRY GLOBAL GROUP INC 2017-05-19 6720 5453 1267 1267 60. BRIGHT HORIZONS FAMILY SOLUT 2017-01-11 2017-05-19 4583 4276 307 307 80. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S 2015-12-11 2017-05-19 3015 2791 224 224 50. BRUNSWICK CORP 2017-05-04 2017-05-19 2768 2807 -39 -39 800. CARDIOME PHARMA CORP MERGED 05/14/18 2017-05-19 3300 7794 -4494 -4494 60. CAVIUM INC 2017-01-13 2017-05-19 4293 3843 450 450 190. CIENA CORP 2017-02-17 2017-05-19 4378 4876 -498 -498 160. COLUMBIA PROPERTY TRUST INC 2017-05-19 3520 3689 -169 -169 50. COMMUNITY HEALTHCARE TRUST I 2017-02-24 2017-05-19 1226 1160 66 66 60. COMMVAULT SYSTEMS INC 2017-05-05 2017-05-19 3323 3360 -37 -37 20. COSTAR GROUP INC 2016-02-08 2017-05-19 5097 3123 1974 1974 60. DAVE & BUSTER'S ENTERTAINM 2016-02-19 2017-05-19 4036 2083 1953 1953 340. DAVE & BUSTER'S ENTERTAINM 2017-05-19 22900 11731 11169 11169 50. DAVE & BUSTER'S ENTERTAINM 2016-02-16 2017-05-19 3372 1694 1678 1678 60. DEXCOM INC 2017-04-20 2017-05-19 4085 4553 -468 -468 80. EAST WEST BANCORP INC 2010-06-10 2017-05-19 4389 1235 3154 3154 310. ELDORADO RESORTS INC 2017-05-19 6184 5604 580 580 50. ELECTRONICS FOR IMAGING INC 2017-01-10 2017-05-19 2355 2218 137 137 40. ELECTRONICS FOR IMAGING INC 2014-08-06 2017-05-19 1884 1773 111 111 30. EURONET SVCS INC COM 2017-05-05 2017-05-19 2504 2534 -30 -30 90. FCB FINANCIAL HOLDINGS INC 2017-05-19 4162 3444 718 718 40. FLOWSERVE CORP COM 2017-04-20 2017-05-19 1983 1967 16 16 90. FORTINET INC 2017-05-19 3625 1860 1765 1765 30. FULLER H B CO COM 2017-05-05 2017-05-19 1508 1604 -96 -96 40. GENESCO INC 2016-12-05 2017-05-19 1822 2794 -972 -972 60. HEXCEL CORP 2009-06-03 2017-05-19 3028 714 2314 2314 110. INSTALLED BUILDING PRODUCTS 2015-07-31 2017-05-19 5295 2974 2321 2321 100. INTEGRA LIFESCIENCES HLDG CORP 2017-05-17 2017-05-19 4704 4678 26 26 110. INTEGRATED DEVICE TECHNOLOGY INC 2017-02-21 2017-05-19 2589 2741 -152 -152 20. IROBOT CORP 2017-02-27 2017-05-19 1872 1169 703 703 70. JOHN BEAN TECHNOLOGY 2016-03-04 2017-05-19 5855 3891 1964 1964 70. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2017-01-24 2017-05-19 3383 3457 -74 -74 190. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2017-05-19 4435 4988 -553 -553 20. LITHIA MTRS INC CL A 2017-01-11 2017-05-19 1821 2017 -196 -196 360. MGIC INVT CORP WIS 2017-05-05 2017-05-19 3803 3847 -44 -44 30. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2017-04-07 2017-05-19 1696 1561 135 135 1. AMERICAN INTERNATIONAL GROUP, INC., SECURITIES LITIGATION 2001-01-01 2017-05-19 938 25 913 913 15. MADISON SQUARE GARDEN CO/-WI 2017-05-05 2017-05-19 2957 3004 -47 -47 10. MARKETAXESS HLDGS INC 2016-09-30 2017-05-19 1845 1665 180 180 30. MASIMO CORPORATION 2007-08-08 2017-05-19 2570 510 2060 2060 60. MATSON INC W/I 2017-03-01 2017-05-19 1771 2088 -317 -317 90. MEDICINES COMPANY 2017-05-19 3844 4929 -1085 -1085 70. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2017-05-19 3368 3696 -328 -328 40. MONOLITHIC POWER SYSTEMS INC 2015-01-28 2017-05-19 3806 1921 1885 1885 100. NATIONAL STORAGE AFFILIATES 2017-05-19 2379 2341 38 38 110. NATURAL GROCERS BY VITAMIN C 2017-01-25 2017-05-19 1041 1501 -460 -460 300. NEKTAR THERAPEUTICS 2017-05-19 5802 5590 212 212 70. NEUROCRINE BIOSCIENCES INC 2015-08-25 2017-05-19 3754 2967 787 787 70. NEXSTAR MEDIA GROUP INC 2015-11-23 2017-05-19 3986 4199 -213 -213 40. NICE LTD 2017-01-20 2017-05-19 2960 2806 154 154 200. NORTHWESTERN CORPORATION 2015-11-19 2017-05-19 12000 10702 1298 1298 150. OMNICELL INC 2017-05-19 6126 6066 60 60 140. ORBCOMM INC 2017-04-25 2017-05-19 1364 1394 -30 -30 80. PACIFIC PREMIER BANCORP INC 2017-02-15 2017-05-19 2739 3251 -512 -512 80. PACIRA PHARMACEUTICALS INC 2016-05-03 2017-05-19 3863 4127 -264 -264 50. PROOFPOINT INC 2017-05-05 2017-05-19 4140 3994 146 146 60. QTS REALTY TRUST INC-CL A 2017-04-12 2017-05-19 3059 3078 -19 -19 90. RUSH ENTERPRISES INC CL A 2017-05-05 2017-05-19 3264 3315 -51 -51 70. RYDER SYSTEM INC 2016-04-27 2017-05-19 4469 4994 -525 -525 140. SONIC CORP 2017-05-10 2017-05-19 3965 4100 -135 -135 60. SPIRIT AIRLINES INC 2016-02-26 2017-05-19 3256 2877 379 379 120. SUMMIT MATERIALS INC -CL A 2017-05-02 2017-05-19 3298 3265 33 33 50. TABLEAU SOFTWARE INC-CL A 2016-11-09 2017-05-19 3029 2346 683 683 10. TESARO INC 2017-01-17 2017-05-19 1541 1550 -9 -9 15. ULTIMATE SOFTWARE GROUP INC 2017-05-05 2017-05-19 3192 3160 32 32 670000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2017-05-19 679579 675513 4066 4066 45000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-03-24 2017-05-19 45281 45186 95 95 80. UNITI GROUP INC 2017-04-20 2017-05-19 1950 2120 -170 -170 120. UNIVAR INC 2017-05-05 2017-05-19 3722 3738 -16 -16 20. VAIL RESORTS INC COM 2015-01-13 2017-05-19 4036 1846 2190 2190 120. WNS HOLDINGS LTD ADR 2016-09-12 2017-05-19 4004 3678 326 326 15. WATSCO INC 2008-06-27 2017-05-19 2106 630 1476 1476 130. ZENDESK INC 2016-11-02 2017-05-19 3267 3034 233 233 90. THE BANK OF N T BUTTERFIELD SEDOL BD8FF02 2017-05-19 3010 3113 -103 -103 80. ICON PLC SEDOL B94G471 2017-03-29 2017-05-19 7097 6483 614 614 50. ORBOTECH LTD 2016-06-10 2017-05-19 1850 1326 524 524 100. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2016-09-29 2017-05-19 4431 3694 737 737 150. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2014-02-26 2017-05-19 4127 4642 -515 -515 8525.52 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-02-25 2017-05-20 8526 8525 1 1 400. CONTROL4 CORP 2015-05-01 2017-05-22 7278 3941 3337 3337 400. DAVE & BUSTER'S ENTERTAINM 2017-05-22 26558 13527 13031 13031 180. DAVE & BUSTER'S ENTERTAINM 2017-05-22 11985 6074 5911 5911 70000. JPMORGAN CHASE & CO NOTES 2017-05-22 75916 69913 6003 6003 30000. JPMORGAN CHASE & CO NOTES 2016-12-02 2017-05-22 32536 32159 377 377 340. DAVE & BUSTER'S ENTERTAINM 2016-02-18 2017-05-23 22060 11467 10593 10593 200. DAVE & BUSTER'S ENTERTAINM 2017-05-23 13048 6671 6377 6377 200. DAVE & BUSTER'S ENTERTAINM 2017-05-23 12957 6572 6385 6385 35000. DEUTSCHE BANK AG SEDOL ISIN US25152R5D13 2016-05-09 2017-05-23 35320 34999 321 321 200. ORBOTECH LTD 2017-02-08 2017-05-23 6698 6029 669 669 110. IROBOT CORP 2017-05-24 10388 6392 3996 3996 190. IROBOT CORP 2017-05-24 17936 10958 6978 6978 10000. PHI INC CALL 03/15/2016 @ 102.625 COGT 2014-12-30 2017-05-24 9250 8525 725 725 100. AMERCO 2017-05-25 36904 32876 4028 4028 130. CIENA CORP 2017-05-25 3021 3334 -313 -313 180. CIENA CORP 2017-05-25 4177 4614 -437 -437 380. IROBOT CORP 2017-05-25 35660 21725 13935 13935 160. IROBOT CORP 2017-05-25 15090 9070 6020 6020 2850. JANUS CAPITAL GROUP INC MERGED 05/30/17 2017-05-25 40638 31551 9087 9087 1. ADELPHIA COMMUNICATIONS CL A 2001-01-01 2017-05-26 53 53 53 400. CIENA CORP 2017-02-17 2017-05-26 9401 10245 -844 -844 .626 ELDORADO RESORTS INC 2016-07-19 2017-05-26 13 7 6 6 1110. LAM RESEARCH CORP 2015-03-19 2017-05-26 170581 87355 83226 83226 420. CIENA CORP 2017-05-30 9914 9544 370 370 260. NEKTAR THERAPEUTICS 2017-05-30 5406 4837 569 569 120. NEKTAR THERAPEUTICS 2017-04-13 2017-05-30 2496 2231 265 265 180. NEKTAR THERAPEUTICS 2017-04-13 2017-05-30 3421 3346 75 75 90. NEKTAR THERAPEUTICS 2017-04-13 2017-05-30 1808 1673 135 135 420. NEKTAR THERAPEUTICS 2017-05-30 8710 7330 1380 1380 150. QORVO INC 2017-05-30 11709 6770 4939 4939 160. CIENA CORP 2017-05-31 3798 3489 309 309 1801.15 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2017-05-31 1801 1923 -122 -122 2329.06 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-05-31 2329 2507 -178 -178 3391.33 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-05-31 3391 3542 -151 -151 1559.86 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2017-05-31 1560 1619 -59 -59 3682.46 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-05-31 3682 3708 -26 -26 1066.46 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2017-05-31 1066 1110 -44 -44 3137.34 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2017-05-31 3137 3352 -215 -215 1650.72 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2017-05-31 1651 1744 -93 -93 2414.53 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-05-31 2415 2522 -107 -107 1268.14 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2017-05-31 1268 1329 -61 -61 1497.41 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-05-31 1497 1562 -65 -65 2539.13 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2017-05-31 2539 2650 -111 -111 2951.63 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-05-31 2952 3053 -101 -101 2417.48 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-05-31 2417 2525 -108 -108 898.22 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2017-05-31 898 933 -35 -35 1445.93 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2017-05-31 1446 1540 -94 -94 3101.3 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-05-31 3101 3318 -217 -217 899.48 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2017-05-31 899 929 -30 -30 498.53 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2017-05-31 499 514 -15 -15 4966.56 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2017-05-31 4967 4981 -14 -14 1880.49 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2017-05-31 1880 1950 -70 -70 131.03 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2017-05-31 131 132 -1 -1 43.88 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2017-05-31 44 45 -1 -1 55.07 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2017-05-31 55 56 -1 -1 177.77 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2017-05-31 178 179 -1 -1 164.69 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2017-05-31 165 160 5 5 139.04 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2017-05-31 139 139 1843.06 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2017-05-31 1843 1914 -71 -71 676.1 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-05-31 676 667 9 9 1956.63 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2017-05-31 1957 2039 -82 -82 2361.27 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2017-05-31 2361 2500 -139 -139 2572.92 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-05-31 2573 2580 -7 -7 2289.6 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2017-05-31 2290 2379 -89 -89 2208.73 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2017-05-31 2209 2369 -160 -160 1418.42 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2017-05-31 1418 1456 -38 -38 1218.89 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2017-05-31 1219 1231 -12 -12 2795.32 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-05-31 2795 2916 -121 -121 1434.13 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2017-05-31 1434 1508 -74 -74 2776.72 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2017-05-31 2777 2936 -159 -159 2162.91 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2017-05-31 2163 2230 -67 -67 1367.06 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2017-05-31 1367 1386 -19 -19 1873.57 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2017-05-31 1874 2010 -136 -136 270.4 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2017-05-31 270 290 -20 -20 110. NEKTAR THERAPEUTICS 2016-07-29 2017-05-31 2136 1850 286 286 130. NEKTAR THERAPEUTICS 2016-07-29 2017-05-31 2470 2187 283 283 130. NEKTAR THERAPEUTICS 2016-07-29 2017-05-31 2471 2187 284 284 100. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S 2017-06-01 4028 3483 545 545 200. CONTROL4 CORP 2017-06-01 3918 1955 1963 1963 1945. EXPRESS INC 2017-06-01 12358 22905 -10547 -10547 800. EXPRESS INC 2017-06-01 5083 10265 -5182 -5182 455. EXPRESS INC 2017-06-01 2916 5267 -2351 -2351 130. GENESCO INC 2016-12-05 2017-06-02 4774 9079 -4305 -4305 30. GENESCO INC 2017-06-02 1106 2079 -973 -973 65000. ORACLE CORP CALL 01/08/2034 @ 100.000 UNSC 2014-06-30 2017-06-02 69935 64974 4961 4961 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-04-26 2017-06-02 10113 9985 128 128 40000. WAL-MART STORES INC SR NOTES 2016-07-19 2017-06-02 51235 54694 -3459 -3459 200. ANGIODYNAMICS INC 2017-06-05 3059 2278 781 781 170. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S 2017-06-05 7133 5896 1237 1237 300. CONTROL4 CORP 2015-05-01 2017-06-05 6062 2888 3174 3174 540. GENESCO INC 2017-06-05 19542 36662 -17120 -17120 50. UNIVERSAL DISPLAY CORP 2016-02-08 2017-06-05 6037 2037 4000 4000 50. VAIL RESORTS INC COM 2015-01-13 2017-06-05 10738 4614 6124 6124 70. VAIL RESORTS INC COM 2017-06-05 15022 6450 8572 8572 110. STRATASYS LTD ISIN IL0011267213 SEDOL B7WD7D7 2017-05-15 2017-06-05 3033 3324 -291 -291 100. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S 2017-06-06 4165 3462 703 703 2170. EAST WEST BANCORP INC 2017-06-06 116686 33312 83374 83374 360. GENESCO INC 2017-06-06 12743 23076 -10333 -10333 200. PHARMERICA CORP 2016-08-19 2017-06-06 5091 4419 672 672 200. PHYSICIANS REALTY TRUST 2015-11-19 2017-06-06 4163 3116 1047 1047 60000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-04-26 2017-06-06 60776 59911 865 865 50. UNIVERSAL DISPLAY CORP 2016-02-08 2017-06-06 6206 2037 4169 4169 270. STRATASYS LTD ISIN IL0011267213 SEDOL B7WD7D7 2017-06-06 7426 8140 -714 -714 40. STRATASYS LTD ISIN IL0011267213 SEDOL B7WD7D7 2017-05-12 2017-06-06 1101 1204 -103 -103 400. CONTROL4 CORP 2015-05-01 2017-06-07 8091 3851 4240 4240 240. EAST WEST BANCORP INC 2010-06-10 2017-06-07 12937 3681 9256 9256 50. GENESCO INC 2017-01-09 2017-06-07 1754 3053 -1299 -1299 50. GENESCO INC 2017-01-09 2017-06-07 1749 3053 -1304 -1304 200. OMNICELL INC 2017-06-07 8432 3307 5125 5125 400. PHARMERICA CORP 2016-03-17 2017-06-07 10172 8028 2144 2144 254. WESTERN REFINING INC 2017-06-07 9474 4696 4778 4778 843. WESTERN REFINING INC 2017-06-07 31444 32105 -661 -661 30. ICON PLC SEDOL B94G471 2017-03-29 2017-06-07 2905 2431 474 474 310. ICON PLC SEDOL B94G471 2017-06-07 30098 23554 6544 6544 200. CONTROL4 CORP 2015-05-01 2017-06-08 4168 1925 2243 2243 200. PHARMERICA CORP 2013-11-05 2017-06-08 5195 3748 1447 1447 50. UNIVERSAL DISPLAY CORP 2015-11-06 2017-06-08 6335 2012 4323 4323 20. ICON PLC SEDOL B94G471 2010-10-05 2017-06-08 1932 441 1491 1491 60. ICON PLC SEDOL B94G471 2016-06-24 2017-06-08 5795 4042 1753 1753 180. ICON PLC SEDOL B94G471 2010-10-05 2017-06-08 17422 3969 13453 13453 1400. ACTUANT CORP CL A 2017-06-09 34930 38947 -4017 -4017 400. BENCHMARK ELECT 2017-06-09 13544 7649 5895 5895 600. BROOKS AUTOMATION INC 2017-06-09 16661 5280 11381 11381 200. CONTROL4 CORP 2015-05-01 2017-06-09 4016 1925 2091 2091 400. ENTEGRIS, INC 2017-06-09 10421 3144 7277 7277 50. MKS INSTRS INC 2015-11-19 2017-06-09 4234 1810 2424 2424 50. QORVO INC 2016-01-07 2017-06-09 3856 2248 1608 1608 200. SILICON MOTION TECHNOL ADR 2017-06-09 10913 2556 8357 8357 100. UNIVERSAL DISPLAY CORP 2015-11-06 2017-06-09 12450 4024 8426 8426 1290. VAIL RESORTS INC COM 2017-06-09 264713 205050 59663 59663 200. VISHAY INTERTECHNOLOGY INC 2015-12-04 2017-06-09 3397 2382 1015 1015 400. BROOKS AUTOMATION INC 2017-06-12 10425 3405 7020 7020 50000. GEORGIA POWER COMPANY SR NTS 2017-06-12 51409 48766 2643 2643 55000. MASCO CORP DEB 2015-01-05 2017-06-12 74320 62685 11635 11635 380. TESORO CORP NAME CHANGE 8/1/2017 2017-06-12 34962 34431 531 531 50000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-06-12 46400 52534 -6134 -6134 65000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-06-12 65480 64871 609 609 290. HEXCEL CORP 2009-06-03 2017-06-13 14946 3452 11494 11494 100. HEXCEL CORP 2009-06-03 2017-06-13 5160 1190 3970 3970 100. TESORO CORP NAME CHANGE 8/1/2017 2017-01-03 2017-06-13 9399 8979 420 420 220. TESORO CORP NAME CHANGE 8/1/2017 2017-06-13 20677 19595 1082 1082 1790. ACCENTURE PLC CLASS A SEDOL B4BNMY3 2017-06-13 227476 177566 49910 49910 200. HNI CORP 2017-06-14 8153 6920 1233 1233 90. HEXCEL CORP 2017-06-14 4636 1046 3590 3590 .01 TESORO CORP NAME CHANGE 8/1/2017 2011-04-20 2017-06-14 1 1 1 .145 TESORO CORP NAME CHANGE 8/1/2017 2016-11-22 2017-06-14 13 13 7196.49 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-06-15 7196 7195 1 1 18095.4 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A2 2016-03-15 2017-06-15 18095 18095 4120.16 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-06-15 4120 4119 1 1 200. SYKES ENTERPRISES INC COM 2017-06-15 6679 3183 3496 3496 1880. APPLIED MATERIALS INC 2017-06-16 81316 53765 27551 27551 540. LAM RESEARCH CORP 2015-03-19 2017-06-16 80074 42497 37577 37577 2450. NIKE INC CL B 2015-07-28 2017-06-16 124938 138695 -13757 -13757 2390. NUCOR CORP 2017-02-13 2017-06-16 130577 151972 -21395 -21395 2100. QUINTILES TRANSNATIONAL HOLD NAME CHANGE 11/15/17 2017-06-16 182270 143151 39119 39119 55000. WHOLE FOODS MARKET INC CALL 09/03/2025 @ 100.000 COGT 2017-04-20 2017-06-16 64218 57841 6377 6377 808. TESORO CORP NAME CHANGE 8/1/2017 2017-06-20 74047 69486 4561 4561 10194.83 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-02-25 2017-06-20 10195 10194 1 1 65. MARKETAXESS HLDGS INC 2016-03-10 2017-06-21 13303 8151 5152 5152 110. MARKETAXESS HLDGS INC 2017-06-21 22438 13422 9016 9016 290. PROOFPOINT INC 2017-06-21 24978 22826 2152 2152 490. EDGEWELL PERSONAL CARE CO-WI 2016-05-04 2017-06-22 37933 38912 -979 -979 4276. GENERAL ELEC CO COM 2009-03-10 2017-06-22 117953 37608 80345 80345 160. EDGEWELL PERSONAL CARE CO-WI 2016-05-04 2017-06-23 12397 12706 -309 -309 860. EDGEWELL PERSONAL CARE CO-WI 2016-05-04 2017-06-23 66525 68294 -1769 -1769 10000. BANKUNITED INC CALL 08/17/2025 @ 100.000 UNSC 2016-08-22 2017-06-26 10615 10411 204 204 149. EDGEWELL PERSONAL CARE CO-WI 2016-05-04 2017-06-26 11508 11832 -324 -324 391. EDGEWELL PERSONAL CARE CO-WI 2016-10-03 2017-06-26 30198 31004 -806 -806 200. ANGIODYNAMICS INC 2017-06-27 3239 2270 969 969 680. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S 2017-06-27 29899 23358 6541 6541 200. CONTROL4 CORP 2015-05-15 2017-06-27 3971 1900 2071 2071 130. EDGEWELL PERSONAL CARE CO-WI 2016-10-03 2017-06-27 9958 10308 -350 -350 699. EDGEWELL PERSONAL CARE CO-WI 2017-06-27 53503 55341 -1838 -1838 180. ELECTRONICS FOR IMAGING INC 2017-06-27 8520 7946 574 574 40. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2017-04-07 2017-06-27 2307 2081 226 226 160. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2017-06-27 9291 8263 1028 1028 1. AMERICAN INTERNATIONAL GROUP, INC., SECURITIES LITIGATION 2001-01-01 2017-06-27 1050 1050 1050 1. POLYCOM INC 73172K104 2001-01-01 2017-06-27 136 25 111 111 80. MONOLITHIC POWER SYSTEMS INC 2015-01-28 2017-06-27 7850 3842 4008 4008 130. MONOLITHIC POWER SYSTEMS INC 2017-06-27 12735 6220 6515 6515 330. NATIONAL STORAGE AFFILIATES 2017-06-27 7930 7615 315 315 390. NATIONAL STORAGE AFFILIATES 2017-06-27 9344 8408 936 936 120. NATIONAL STORAGE AFFILIATES 2017-06-27 2876 2581 295 295 320. NATIONAL STORAGE AFFILIATES 2017-06-27 7687 6869 818 818 200. NATIONAL STORAGE AFFILIATES 2017-06-27 4794 4278 516 516 710. NATIONAL STORAGE AFFILIATES 2017-06-27 17075 14926 2149 2149 200. RH 2017-03-29 2017-06-27 12819 8613 4206 4206 65000. MYLAN NV SEDOL ISIN US62854AAN46 2016-10-07 2017-06-28 65862 64945 917 917 200. NATIONAL STORAGE AFFILIATES 2017-06-28 4803 4106 697 697 10000. TEVA PHARMACEUT FIN BV COGT 2016-03-07 2017-06-28 9971 9658 313 313 10000. TEVA PHARMACEUTICALS NE SEDOL ISIN US88167AAE10 2016-11-04 2017-06-28 9530 9622 -92 -92 10000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-06-02 2017-06-28 11829 11761 68 68 15000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2016-09-29 2017-06-28 14170 15677 -1507 -1507 70000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2017-06-28 72155 71993 162 162 470. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2017-06-29 25918 23763 2155 2155 10. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2017-04-03 2017-06-29 569 497 72 72 100. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2017-06-29 5597 4961 636 636 390. NATIONAL STORAGE AFFILIATES 2017-06-29 9281 8001 1280 1280 400. RH 2017-06-29 25449 17050 8399 8399 10000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2017-06-29 2017-06-29 10000 10000 2354.47 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2017-06-30 2354 2513 -159 -159 762.65 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-06-30 763 821 -58 -58 1808.07 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-06-30 1808 1888 -80 -80 2153.17 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2017-06-30 2153 2235 -82 -82 3613.32 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-06-30 3613 3638 -25 -25 943.33 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2017-06-30 943 982 -39 -39 4096.64 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2017-06-30 4097 4377 -280 -280 2254.87 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2017-06-30 2255 2382 -127 -127 2132.65 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-06-30 2133 2227 -94 -94 905.72 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2017-06-30 906 949 -43 -43 3101.64 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-06-30 3102 3235 -133 -133 2008.34 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2017-06-30 2008 2096 -88 -88 2627.94 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-06-30 2628 2718 -90 -90 510.96 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-06-30 511 534 -23 -23 1062.92 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2017-06-30 1063 1104 -41 -41 2624.96 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2017-06-30 2625 2795 -170 -170 4295.02 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-06-30 4295 4595 -300 -300 1328.91 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2017-06-30 1329 1372 -43 -43 1305.34 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2017-06-30 1305 1345 -40 -40 4978.93 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2017-06-30 4979 4993 -14 -14 1936.01 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2017-06-30 1936 2007 -71 -71 107.55 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2017-06-30 108 108 198.8 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2017-06-30 199 202 -3 -3 64.03 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2017-06-30 64 65 -1 -1 173.6 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2017-06-30 174 175 -1 -1 127.75 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2017-06-30 128 124 4 4 324.67 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2017-06-30 325 325 1944.54 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2017-06-30 1945 2020 -75 -75 320.76 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-06-30 321 317 4 4 557.18 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2017-06-30 557 580 -23 -23 2267.62 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2017-06-30 2268 2401 -133 -133 2353.88 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-06-30 2354 2360 -6 -6 816.4 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2017-06-30 816 848 -32 -32 1082.91 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2017-06-30 1083 1162 -79 -79 1923.47 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2017-06-30 1923 1974 -51 -51 1152.42 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2017-06-30 1152 1164 -12 -12 2663.99 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-06-30 2664 2779 -115 -115 2372.82 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2017-06-30 2373 2495 -122 -122 1140.34 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2017-06-30 1140 1206 -66 -66 6062.18 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2017-06-30 6062 6250 -188 -188 1302.57 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2017-06-30 1303 1320 -17 -17 2561.84 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2017-06-30 2562 2747 -185 -185 3698.66 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2017-06-30 3699 3966 -267 -267 140. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2017-06-30 7849 6787 1062 1062 50000. QUALCOMM INC UNSC 2017-05-19 2017-06-30 50270 49997 273 273 50000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-06-12 2017-06-30 50098 50412 -314 -314 59.652 AURORA OFFSHORE FUND LTD II CLASS A SERIES 08/16 2016-08-31 2017-06-30 100352 102844 -2492 -2492 .7 ICICI BANK LTD SPON ADR 2016-06-06 2017-07-05 6 5 1 1 15000. BANKUNITED INC CALL 08/17/2025 @ 100.000 UNSC 2017-07-06 15770 15594 176 176 200. PHARMERICA CORP 2013-11-05 2017-07-06 5257 3748 1509 1509 300. BIOGEN INC 2017-07-07 81695 85616 -3921 -3921 600. CELGENE CORP 2016-11-21 2017-07-07 79479 74268 5211 5211 20. ELECTRONICS FOR IMAGING INC 2014-02-27 2017-07-07 960 883 77 77 1107. EQUIFAX INC 2017-07-07 153399 110805 42594 42594 103. EQUIFAX INC 2015-05-21 2017-07-07 14285 10286 3999 3999 290. NATIONAL STORAGE AFFILIATES 2017-07-07 6464 5918 546 546 200. CONTROL4 CORP 2015-05-14 2017-07-10 4087 1888 2199 2199 40. NATIONAL STORAGE AFFILIATES 2017-07-10 876 813 63 63 390. NATIONAL STORAGE AFFILIATES 2017-07-10 8490 7791 699 699 120. NATIONAL STORAGE AFFILIATES 2016-08-05 2017-07-10 2638 2388 250 250 200. CONTROL4 CORP 2017-07-11 4114 1861 2253 2253 110. ELECTRONICS FOR IMAGING INC 2017-07-11 5230 4853 377 377 200. IAC / INTERACTIVECORP-W/I 2015-12-29 2017-07-11 20769 12200 8569 8569 70. NATIONAL STORAGE AFFILIATES 2016-08-05 2017-07-11 1514 1393 121 121 800. NATIONAL STORAGE AFFILIATES 2017-07-11 17252 15727 1525 1525 140. PARKER HANNIFIN CORP 2015-12-29 2017-07-11 22788 13931 8857 8857 700. SUNTRUST BANKS INC COM 2015-12-29 2017-07-11 40261 30678 9583 9583 950. WELLS FARGO & CO NEW COM 2017-07-11 52160 52347 -187 -187 1500. FLEX LTD SEDOL 2353058 2015-12-29 2017-07-11 24761 17138 7623 7623 70000. CITIGROUP INC SUB 2017-07-12 72935 69224 3711 3711 600. CONTROL4 CORP 2017-07-12 13400 5571 7829 7829 70. ELECTRONICS FOR IMAGING INC 2017-07-12 3448 3068 380 380 65000. EXPEDIA INC SER WI CALL 11/15/25 @100 COGT 2015-12-01 2017-07-12 71356 64698 6658 6658 65000. EXPRESS SCRIPTS HOLDING CALL 12/01/2026 @ 100.000 COGT 2017-01-19 2017-07-12 63819 60947 2872 2872 200. PHARMERICA CORP 2013-11-05 2017-07-12 5193 3748 1445 1445 25000. ROYAL CARIBBEAN CRUISES LTD SR NT 2011-05-24 2017-07-12 32692 25281 7411 7411 50. COHERENT INC 2016-05-10 2017-07-13 13264 4383 8881 8881 300. CONTROL4 CORP 2017-07-13 7024 2594 4430 4430 400. CONTROL4 CORP 2017-07-13 9366 3610 5756 5756 20. ELECTRONICS FOR IMAGING INC 2017-07-13 986 870 116 116 50. ELECTRONICS FOR IMAGING INC 2017-07-13 2428 2175 253 253 65000. MASCO CORP CALL 08/15/2027 UNSC 2017-06-12 2017-07-13 64355 64940 -585 -585 50. COHERENT INC 2016-05-10 2017-07-14 13603 4383 9220 9220 200. CONTROL4 CORP 2016-07-26 2017-07-14 4668 1708 2960 2960 100. HARMONIC INC 2016-09-28 2017-07-14 478 573 -95 -95 500. HARMONIC INC 2017-07-14 2391 3698 -1307 -1307 6906. FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-07-15 6906 6905 1 1 18951.43 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A2 2016-03-15 2017-07-15 18951 18951 2864.34 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-07-15 2864 2864 200. CONTROL4 CORP 2016-07-26 2017-07-17 4828 1708 3120 3120 75000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-07-17 96299 96222 77 77 80. ELECTRONICS FOR IMAGING INC 2015-05-28 2017-07-18 3883 3479 404 404 90. ELECTRONICS FOR IMAGING INC 2017-07-18 4354 3907 447 447 10. ELECTRONICS FOR IMAGING INC 2015-05-27 2017-07-18 489 433 56 56 15000. SELECT MEDICAL CORP CALL 06/01/2016 @ 104.781 COGT 2013-05-13 2017-07-18 15515 15000 515 515 180. BRIGHT HORIZONS FAMILY SOLUT 2017-07-19 14358 12578 1780 1780 390. BRIGHT HORIZONS FAMILY SOLUT 2013-01-25 2017-07-19 31109 10909 20200 20200 80. BRIGHT HORIZONS FAMILY SOLUT 2013-01-25 2017-07-19 6386 2238 4148 4148 200. COHU INC 2017-06-16 2017-07-19 3898 3464 434 434 110. COSTAR GROUP INC 2017-07-19 30791 17174 13617 13617 400. GENTEX CORP 2016-01-07 2017-07-19 7409 5758 1651 1651 480. HEXCEL CORP 2009-05-29 2017-07-19 26179 5100 21079 21079 200. VISHAY INTERTECHNOLOGY INC 2015-12-04 2017-07-19 3641 2382 1259 1259 200. BARRACUDA NETWORKS INC MERGED 02/12/18 @ $27.55 P/S 2017-05-24 2017-07-20 4727 4559 168 168 320. BRUNSWICK CORP 2017-05-04 2017-07-20 19096 17962 1134 1134 80. BRUNSWICK CORP 2017-05-04 2017-07-20 4758 4490 268 268 10. BRUNSWICK CORP 2014-11-03 2017-07-20 595 471 124 124 110. BRUNSWICK CORP 2014-11-03 2017-07-20 6581 5182 1399 1399 200. CONTROL4 CORP 2017-07-20 4657 1695 2962 2962 100. CONTROL4 CORP 2015-12-04 2017-07-20 2328 740 1588 1588 200. HEXCEL CORP 2009-05-29 2017-07-20 10887 2125 8762 8762 . VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2000-12-31 2017-07-20 7648.35 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-02-25 2017-07-20 7648 836 6812 6812 200. ENTEGRIS, INC 2009-07-01 2017-07-21 5162 589 4573 4573 200. ANGIODYNAMICS INC 2017-07-24 3346 2261 1085 1085 200. BROOKS AUTOMATION INC 2017-07-24 5186 1645 3541 3541 820. HEXCEL CORP 2017-07-25 42775 8671 34104 34104 130. HEXCEL CORP 2009-05-28 2017-07-25 6757 1367 5390 5390 380. NEUROCRINE BIOSCIENCES INC 2017-07-25 18830 18539 291 291 40. NEUROCRINE BIOSCIENCES INC 2017-05-25 2017-07-25 1956 1940 16 16 65000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2017-07-28 2017-07-25 61554 61760 -206 -206 250. ACLARIS THERAPEUTICS INC 2017-07-26 7415 7524 -109 -109 20. ACLARIS THERAPEUTICS INC 2017-04-24 2017-07-26 597 602 -5 -5 60. CAVIUM INC 2017-01-13 2017-07-26 4018 3843 175 175 200. CAVIUM INC 2017-07-26 13238 12492 746 746 60. ELECTRONICS FOR IMAGING INC 2015-05-27 2017-07-26 2909 2596 313 313 50. ELECTRONICS FOR IMAGING INC 2017-07-26 2424 2163 261 261 250. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2017-07-26 13363 13138 225 225 200. OMNICELL INC 2017-07-26 8673 2597 6076 6076 50000. AT&T INC CALL 11/15/2020 @ 100.000 UNSC 2011-03-07 2017-07-27 53458 48326 5132 5132 20. ACLARIS THERAPEUTICS INC 2017-04-24 2017-07-27 591 602 -11 -11 149. ALEXION PHARMACEUTICALS INC 2017-06-23 2017-07-27 19790 18920 870 870 35. ALLEGHANY CORP DEL 2016-05-04 2017-07-27 21307 18079 3228 3228 24. ALPHABET INC/CA-CL C 2017-03-15 2017-07-27 22759 20320 2439 2439 341. ALTRIA GROUP INC 2016-05-04 2017-07-27 25009 21637 3372 3372 65000. AMERICAN EXPRESS CREDIT SER GMTN UNSC 2014-08-15 2017-07-27 65644 65121 523 523 149. APPLE INC 2016-06-16 2017-07-27 22858 14444 8414 8414 57. APPLE INC 2017-01-13 2017-07-27 8744 6777 1967 1967 403. BANK OF AMERICA CORP 2016-05-04 2017-07-27 9809 5693 4116 4116 248. BERKSHIRE HATHAWAY INC CLASS B 2016-05-04 2017-07-27 42743 35740 7003 7003 56. BLACKROCK INC 2016-05-04 2017-07-27 23911 19781 4130 4130 240. BRISTOL MYERS SQUIBB CO 2016-05-04 2017-07-27 12833 16915 -4082 -4082 392. CARMAX INC 2016-05-04 2017-07-27 26104 20140 5964 5964 475. CARNIVAL CORP SEDOL 2523044 2016-05-04 2017-07-27 31661 23338 8323 8323 126. CHEVRON CORPORATION 2016-05-04 2017-07-27 13239 12679 560 560 467. CISCO SYS INC COM 2016-05-04 2017-07-27 14729 12333 2396 2396 270. COCACOLA CO 2016-05-04 2017-07-27 12341 12166 175 175 177. DEERE & CO 2016-05-04 2017-07-27 22592 14509 8083 8083 325. DOLLAR TREE INC 2016-09-16 2017-07-27 23425 26327 -2902 -2902 40. ELECTRONICS FOR IMAGING INC 2015-05-26 2017-07-27 1948 1728 220 220 65. FEDEX CORPORATION 2016-05-04 2017-07-27 13667 10749 2918 2918 135. GENERAL DYNAMICS CORP 2016-05-04 2017-07-27 26283 19037 7246 7246 268. LILLY ELI & CO 2016-05-04 2017-07-27 22128 20072 2056 2056 182. LOWES COMPANIES INC 2016-05-04 2017-07-27 13965 13809 156 156 240. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2017-07-27 12979 12401 578 578 10. NEUROCRINE BIOSCIENCES INC 2015-08-25 2017-07-27 499 424 75 75 90. NEUROCRINE BIOSCIENCES INC 2017-05-25 2017-07-27 4491 4365 126 126 180. NEUROCRINE BIOSCIENCES INC 2015-08-25 2017-07-27 8999 7629 1370 1370 80. NEUROCRINE BIOSCIENCES INC 2016-12-07 2017-07-27 4000 3369 631 631 110. NEUROCRINE BIOSCIENCES INC 2016-12-07 2017-07-27 5527 4632 895 895 49. NEW MARKET CORPORATION 2016-05-04 2017-07-27 22508 20001 2507 2507 314. NIKE INC CL B 2016-08-24 2017-07-27 18256 18886 -630 -630 182. NORFOLK SOUTHN CORP COM 2016-05-04 2017-07-27 20763 16115 4648 4648 63. O REILLY AUTOMOTIVE INC 2016-05-04 2017-07-27 12149 16917 -4768 -4768 586. PROGRESSIVE CORP OHIO 2016-05-04 2017-07-27 27129 19257 7872 7872 225. SOUTHWEST AIRLINES COM 2017-01-20 2017-07-27 12968 11474 1494 1494 1500. TENCENT HOLDINGS LTD UNSPON ADR 2016-06-06 2017-07-27 59320 33912 25408 25408 40000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-07-27 51148 50564 584 584 30000. USA TREASURY NOTES 01.750% DUE 03/31/2022 2017-03-24 2017-07-27 29907 29699 208 208 207. VERIZON COMMUNICATIONS COM 2016-05-04 2017-07-27 9838 10528 -690 -690 255. VISA INC CLASS A SHARES 2016-05-04 2017-07-27 25497 19591 5906 5906 408. WELLS FARGO & CO NEW COM 2016-05-04 2017-07-27 22309 19923 2386 2386 20000. ABBOTT LABORATORIES CALL 08/30/2026 @ 100.000 UNSC 2016-11-18 2017-07-28 20601 19886 715 715 10. ACLARIS THERAPEUTICS INC 2017-04-24 2017-07-28 294 301 -7 -7 150. BASF SE SPONSORED ADR 2017-07-28 14024 5189 8835 8835 150. BAYER A G SPONSORED ADR 2017-07-28 18961 12990 5971 5971 450. BAYERISCHE MOTOREN-SPON ADR SEDOL BD6KTC9 2012-04-16 2017-07-28 13694 13439 255 255 675. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD14 2015-08-07 2017-07-28 34034 24476 9558 9558 175. CANADIAN NATL RAILWAY CO SEDOL 2210959 2014-05-28 2017-07-28 13828 10517 3311 3311 1250. COMPAGNIE DE SAINT-UNSP ADR ADR SEDOL B3K9YH2 2014-04-04 2017-07-28 13865 15727 -1862 -1862 1625. COMPAGNIE FINANCIERE RICHEMONT A SWITZ ADR 2009-05-22 2017-07-28 13637 3428 10209 10209 225. DAIMLER AG-UNSPONSORED ADR SEDOL BYVH331 2013-10-31 2017-07-28 15773 18489 -2716 -2716 110. ELECTRONICS FOR IMAGING INC 2017-07-28 5286 4745 541 541 675. EXPERIAN PLC SPON ADR 2013-10-30 2017-07-28 13312 13781 -469 -469 750. FANUC CORP ADR 2016-10-07 2017-07-28 16111 13215 2896 2896 675. INTESA SAN PAOLO SPA 2015-07-14 2017-07-28 13765 15282 -1517 -1517 225. LUXOTTICA GROUP S P A SPONSORED ADR 2013-05-24 2017-07-28 13368 11941 1427 1427 325. NOVO NORDISK A S ADR 2016-06-06 2017-07-28 13685 18560 -4875 -4875 1125. RAKUTEN INC ADR 2014-02-26 2017-07-28 13905 17005 -3100 -3100 50. ROCHE HOLDINGS LTD ADR 2008-05-20 2017-07-28 1566 1091 475 475 600. ROCHE HOLDINGS LTD ADR 2017-05-26 2017-07-28 18787 20549 -1762 -1762 1125. ROLLS-ROYCE HOLDINGS PLC SPONSORED ADR 2014-02-25 2017-07-28 13615 18459 -4844 -4844 125. SAP SE SPONSORED ADR 2017-05-11 2017-07-28 13295 12757 538 538 275. SHIRE PLC SPONSORED ADR 2015-06-24 2017-07-28 46055 69810 -23755 -23755 275. SIEMENS AG SPONSORED ADR 2013-09-05 2017-07-28 18659 15213 3446 3446 1200. 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ANALOG DEVICES INC 2017-06-13 2017-07-31 9507 9732 -225 -225 300. APPLE INC 2017-05-09 2017-07-31 44552 46235 -1683 -1683 200. APPLIED MATERIALS INC 2016-07-19 2017-07-31 8808 5306 3502 3502 210. BERRY GLOBAL GROUP INC 2016-08-15 2017-07-31 11728 9145 2583 2583 30. BIOGEN INC 2016-08-10 2017-07-31 8698 8525 173 173 70. BURLINGTON STORES INC 2015-04-20 2017-07-31 6044 3900 2144 2144 190. CDW CORP/DE 2014-06-20 2017-07-31 12078 6095 5983 5983 130. CSX CORP COM 2017-05-17 2017-07-31 6435 6556 -121 -121 180. CARNIVAL CORP SEDOL 2523044 2017-04-10 2017-07-31 12022 10582 1440 1440 60. CELGENE CORP 2016-11-21 2017-07-31 8137 7427 710 710 390. COMCAST CORPORATION CL A 2017-07-31 15768 13143 2625 2625 50. CONSTELLATION BRANDS INC CL A 2014-05-16 2017-07-31 9675 4109 5566 5566 70. DISNEY WALT CO 2012-06-26 2017-07-31 7698 3313 4385 4385 40. DOMINO'S PIZZA, INC. 2016-11-04 2017-07-31 7405 6666 739 739 150. DOW CHEMICAL CO 2015-04-28 2017-07-31 9693 7732 1961 1961 60. DR PEPPER SNAPPLE GROUP INC 2014-10-09 2017-07-31 5471 3850 1621 1621 70. EDWARDS LIFESCIENCES CORP 2014-06-02 2017-07-31 8017 2828 5189 5189 100. ELECTRONICS FOR IMAGING INC 2017-07-31 4832 4308 524 524 110. FACEBOOK INC 2016-09-14 2017-07-31 18603 14111 4492 4492 70. FACEBOOK INC 2016-05-13 2017-07-31 11838 8392 3446 3446 30. FACTSET RESH SYS INC 2017-01-06 2017-07-31 5012 5133 -121 -121 1393.05 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2017-07-31 1393 1487 -94 -94 1486.84 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-07-31 1487 1600 -113 -113 2187.58 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-07-31 2188 2284 -96 -96 1995.65 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2017-07-31 1996 2071 -75 -75 3673.88 FEDERAL NATL MTG ASSN POOL AL2610 2017-08-22 2017-07-31 3674 3736 -62 -62 1102.31 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2017-07-31 1102 1147 -45 -45 3343.27 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2017-07-31 3343 3572 -229 -229 1366.78 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2017-07-31 1367 1443 -76 -76 2298.41 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-07-31 2298 2399 -101 -101 904.16 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2017-07-31 904 948 -44 -44 1488.02 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-07-31 1488 1551 -63 -63 959.82 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2017-07-31 960 1001 -41 -41 2005.57 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-07-31 2006 2074 -68 -68 2622.78 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-07-31 2623 2739 -116 -116 1307.47 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2017-07-31 1307 1357 -50 -50 1615.95 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2017-07-31 1616 1720 -104 -104 3770.47 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-07-31 3770 4034 -264 -264 515.14 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2017-07-31 515 532 -17 -17 1055.15 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2017-07-31 1055 1087 -32 -32 2247.13 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2017-07-31 2247 2254 -7 -7 2249.34 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2017-07-31 2249 2332 -83 -83 114.87 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2017-07-31 115 116 -1 -1 114.25 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2017-07-31 114 116 -2 -2 50.95 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2017-07-31 51 51 170.13 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2017-07-31 170 171 -1 -1 152.96 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2017-07-31 153 148 5 5 21.87 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2017-07-31 22 22 1930.79 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2017-07-31 1931 2005 -74 -74 1052.55 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-07-31 1053 1039 14 14 1028.43 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2017-07-31 1028 1071 -43 -43 732.54 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2017-07-31 733 775 -42 -42 2272.81 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-07-31 2273 2279 -6 -6 1370.67 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2017-07-31 1371 1424 -53 -53 1292.66 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2017-07-31 1293 1386 -93 -93 2494.31 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2017-07-31 2494 2560 -66 -66 1647.49 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2017-07-31 1647 1664 -17 -17 2219.86 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-07-31 2220 2316 -96 -96 1382.09 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2017-07-31 1382 1453 -71 -71 2081.36 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2017-07-31 2081 2201 -120 -120 382.21 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2017-07-31 382 394 -12 -12 1171.86 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2017-07-31 1172 1188 -16 -16 1093.45 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2017-07-31 1093 1172 -79 -79 1571.71 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2017-07-31 1572 1685 -113 -113 60. GENERAL DYNAMICS CORP 2015-06-03 2017-07-31 11798 8452 3346 3346 150. HOLOGIC INC 2016-12-12 2017-07-31 6630 5977 653 653 130. HOME DEPOT INC COM 2017-04-11 2017-07-31 19478 19214 264 264 70. HONEYWELL INTL INC 2016-07-08 2017-07-31 9563 8231 1332 1332 50. ILLINOIS TOOL WORKS INC COM 2016-06-15 2017-07-31 7043 5271 1772 1772 240. INTEL CORP 2016-08-18 2017-07-31 8508 8380 128 128 240. JD.COM INC-ADR ADR SEDOL BMM27D9 2017-06-09 2017-07-31 10860 9994 866 866 100. KRAFT HEINZ CO/THE 2016-09-14 2017-07-31 8747 8800 -53 -53 40. LAM RESEARCH CORP 2015-03-19 2017-07-31 6365 3148 3217 3217 60. MASTERCARD INC CL A 2016-11-04 2017-07-31 7671 6221 1450 1450 110. MCDONALDS CORP COM 2017-06-16 2017-07-31 17047 16780 267 267 360. MICROSOFT CORP 2016-11-07 2017-07-31 26233 21749 4484 4484 50. MOHAWK INDS INC 2016-09-01 2017-07-31 12426 10616 1810 1810 190. MORGAN STANLEY 2016-09-30 2017-07-31 8911 6076 2835 2835 30. NORTHROP GRUMMAN CORPORATION 2015-07-16 2017-07-31 7903 5092 2811 2811 12487.512 OPPENHEIMER DEVELOPING MARKETS FUND CLASS Y 2017-07-31 500000 444714 55286 55286 70. PARKER HANNIFIN CORP 2017-06-16 2017-07-31 11608 11320 288 288 150. PEPSICO INC COM 2015-08-06 2017-07-31 17504 14902 2602 2602 150. PINNACLE FOODS INC MERGED 10/26/18 @ $43.11 P/S 2016-12-15 2017-07-31 8892 7664 1228 1228 110. PROLOGIS INC 2016-09-23 2017-07-31 6700 6003 697 697 40. RAYTHEON COMPANY 2016-01-25 2017-07-31 6865 4761 2104 2104 60. ROCKWELL INTL CORP NEW COM 2017-06-16 2017-07-31 9904 9799 105 105 3185. GUGGENHEIM S&P 500 EQUAL WEIGHT NAME CHANGE 04/06/18 2013-05-24 2017-07-31 299797 199635 100162 100162 80. S&P GLOBAL INC 2016-07-29 2017-07-31 12304 9774 2530 2530 1216. SPDR TR UNIT SER 1 2013-05-24 2017-07-31 300223 200044 100179 100179 140. SCRIPPS NETWORKS INTERAC CL A 2016-03-21 2017-07-31 12253 9085 3168 3168 30. SHERWIN-WILLIAMS CO 2017-06-16 2017-07-31 10147 10526 -379 -379 50. STRYKER CORP 2017-03-15 2017-07-31 7350 6611 739 739 140. TEXAS INSTRS INC COM 2016-09-01 2017-07-31 11414 9742 1672 1672 40. THERMO ELECTRON CORP COM 2015-08-18 2017-07-31 7022 5424 1598 1598 110. THOR INDUSTRIES INC 2017-02-27 2017-07-31 11576 12321 -745 -745 250. TOLL BROTHERS INC 2017-03-10 2017-07-31 9655 9074 581 581 180. TOTAL SYSTEMS SERVICES INC 2017-07-07 2017-07-31 11419 10579 840 840 110. UNITEDHEALTH GROUP INC COM 2017-06-16 2017-07-31 21062 20036 1026 1026 200. YUM CHINA HOLDINGS INC -W/I 2017-04-19 2017-07-31 7166 6607 559 559 180. ZENDESK INC 2017-07-31 5279 4109 1170 1170 20. ZENDESK INC 2016-11-02 2017-07-31 587 467 120 120 140. AMDOCS LIMITED ISIN BG0022569080 2015-03-31 2017-07-31 9409 7648 1761 1761 130. INGERSOLL-RAND PLC SEDOL: B633030 2016-05-13 2017-07-31 11419 8542 2877 2877 160. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH0102993182 2017-06-09 2017-07-31 12878 12844 34 34 50. BROADCOM LTD EXCH 04/05/18 2017-05-04 2017-07-31 12311 11265 1046 1046 50. ELECTRONICS FOR IMAGING INC 2015-09-30 2017-08-01 2439 2152 287 287 20. ELECTRONICS FOR IMAGING INC 2015-09-30 2017-08-01 976 861 115 115 1340. HARMONIC INC 2016-09-28 2017-08-01 5232 7672 -2440 -2440 660. HARMONIC INC 2017-08-01 2579 3620 -1041 -1041 500. HARMONIC INC 2015-12-04 2017-08-01 1954 2720 -766 -766 75000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2017-03-09 2017-08-01 76242 75131 1111 1111 50. VISTEON CORP 2016-11-14 2017-08-01 5491 3812 1679 1679 90. ZENDESK INC 2017-08-01 2627 2049 578 578 130. ZENDESK INC 2017-08-01 3764 2957 807 807 140. ZENDESK INC 2017-08-01 4046 3184 862 862 130. DEXCOM INC 2017-08-02 9241 9803 -562 -562 260. DEXCOM INC 2017-08-02 18473 19351 -878 -878 435. HARMONIC INC 2015-11-20 2017-08-02 1701 2342 -641 -641 165. HARMONIC INC 2017-08-02 651 883 -232 -232 950. PHARMERICA CORP 2017-08-02 27418 17650 9768 9768 30. ULTIMATE SOFTWARE GROUP INC 2017-05-05 2017-08-02 6007 6320 -313 -313 45. ULTIMATE SOFTWARE GROUP INC 2017-08-02 9058 5299 3759 3759 5. ULTIMATE SOFTWARE GROUP INC 2017-05-05 2017-08-02 1006 1053 -47 -47 30. ULTIMATE SOFTWARE GROUP INC 2012-07-06 2017-08-02 6030 2679 3351 3351 15. ULTIMATE SOFTWARE GROUP INC 2017-08-02 3037 1333 1704 1704 70. ULTIMATE SOFTWARE GROUP INC 2017-08-02 14110 6144 7966 7966 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-02-22 2017-08-02 19389 18916 473 473 105000. VERIZON COMMUNICATIONS UNSC 2017-08-02 101330 104894 -3564 -3564 20. ELECTRONICS FOR IMAGING INC 2015-09-30 2017-08-03 792 861 -69 -69 2980. SCRIPPS NETWORKS INTERAC CL A 2017-08-03 261984 193378 68606 68606 260. SPIRIT AIRLINES INC 2017-08-03 10163 14071 -3908 -3908 390. SPIRIT AIRLINES INC 2017-08-03 15271 20541 -5270 -5270 90. CAVIUM INC 2017-08-04 5502 5529 -27 -27 50. CAVIUM INC 2017-01-09 2017-08-04 2973 3068 -95 -95 200. CONTROL4 CORP 2015-12-04 2017-08-04 4514 1480 3034 3034 1370. ELECTRONICS FOR IMAGING INC 2017-08-04 37840 55971 -18131 -18131 770. NATURAL GROCERS BY VITAMIN C 2017-08-04 4959 10498 -5539 -5539 860. NATURAL GROCERS BY VITAMIN C 2017-08-04 5181 11577 -6396 -6396 20. NEUROCRINE BIOSCIENCES INC 2016-12-07 2017-08-04 1023 842 181 181 130. NEUROCRINE BIOSCIENCES INC 2015-02-19 2017-08-04 6651 4680 1971 1971 460. NEUROCRINE BIOSCIENCES INC 2015-02-19 2017-08-04 23855 16560 7295 7295 140. ORBOTECH LTD 2017-08-04 5042 4961 81 81 80. ORBOTECH LTD 2017-08-04 2886 2801 85 85 580. NATURAL GROCERS BY VITAMIN C 2017-08-07 3391 7685 -4294 -4294 210. NATURAL GROCERS BY VITAMIN C 2017-08-07 1241 2776 -1535 -1535 200. OMNICELL INC 2010-05-06 2017-08-07 10312 2593 7719 7719 40000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-05-31 2017-08-07 39622 39652 -30 -30 180. ZENDESK INC 2015-04-13 2017-08-07 5110 4092 1018 1018 120. ORBOTECH LTD 2017-08-07 4319 4192 127 127 20. ORBOTECH LTD 2017-06-12 2017-08-07 720 699 21 21 300. DELEK HOLDCO INC 2017-07-03 2017-08-08 7122 7971 -849 -849 495. ELECTRONICS FOR IMAGING INC 2017-08-08 14953 19689 -4736 -4736 500. GULFPORT ENERGY CORP NEW 2017-08-08 5515 26570 -21055 -21055 620. NATURAL GROCERS BY VITAMIN C 2017-08-08 3754 8006 -4252 -4252 65000. REALTY INCOME CORP SR UNSECD CALL 07/15/22 @100 2014-09-15 2017-08-08 66588 63368 3220 3220 120. SYKES ENTERPRISES INC COM 2013-04-03 2017-08-08 3269 1890 1379 1379 80. SYKES ENTERPRISES INC COM 2017-08-08 2197 1260 937 937 35000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-08-08 45121 43931 1190 1190 65000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-08-08 65234 65425 -191 -191 75000. VERIZON COMMUNICATIONS CALL 07/15/2021 @ 100.000 UNSC 2017-08-08 73314 71593 1721 1721 200. CONTROL4 CORP 2015-12-04 2017-08-09 4645 1480 3165 3165 200. DELEK HOLDCO INC 2017-07-03 2017-08-09 4641 5314 -673 -673 400. GLATFELTER 2015-11-19 2017-08-09 6890 6880 10 10 790. HARMONIC INC 2015-11-19 2017-08-09 2851 4211 -1360 -1360 10. HARMONIC INC 2015-11-19 2017-08-09 37 53 -16 -16 60. NATURAL GROCERS BY VITAMIN C 2017-08-09 352 753 -401 -401 60. NATURAL GROCERS BY VITAMIN C 2017-02-01 2017-08-09 354 749 -395 -395 220. SYKES ENTERPRISES INC COM 2017-08-09 5709 3460 2249 2249 680. SYKES ENTERPRISES INC COM 2017-08-09 17758 10424 7334 7334 80000. ANHEUSER-BUSCH INBEV FIN CALL 08/01/2045 @ 100.000 COGT 2017-08-10 89502 79927 9575 9575 400. CONTROL4 CORP 2015-12-04 2017-08-10 9184 2960 6224 6224 130. ENERSYS 2015-12-29 2017-08-10 8677 7351 1326 1326 170. ENERSYS 2016-11-09 2017-08-10 11347 11559 -212 -212 150. NATURAL GROCERS BY VITAMIN C 2017-08-10 921 1785 -864 -864 1300. TENCENT HOLDINGS LTD UNSPON ADR 2016-06-06 2017-08-10 52963 29390 23573 23573 25000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-07-27 2017-08-10 25359 25310 49 49 200. ORBOTECH LTD 2015-11-19 2017-08-10 7472 3800 3672 3672 200. BARRACUDA NETWORKS INC MERGED 02/12/18 @ $27.55 P/S 2017-05-19 2017-08-11 4707 4491 216 216 280. DEXCOM INC 2017-08-11 19409 20418 -1009 -1009 1. AMERICAN INTERNATIONAL GROUP, INC., SECURITIES LITIGATION 2001-01-01 2017-08-11 168 168 168 1. BANK OF NEW YORK MELLON CORPORATION SECURITIES 2001-01-01 2017-08-11 1375 1375 1375 1380. UNITI GROUP INC 2017-04-20 2017-08-11 26660 36570 -9910 -9910 665.433 ACADIAN NON-US CONCENTRATED FUND 2011-10-18 2017-08-11 1000000 585140 414860 414860 80. DEXCOM INC 2016-12-21 2017-08-14 5672 5255 417 417 10. DEXCOM INC 2016-12-21 2017-08-14 707 657 50 50 160. NEUROCRINE BIOSCIENCES INC 2015-02-19 2017-08-14 8753 5760 2993 2993 500. UNITI GROUP INC 2017-04-20 2017-08-14 9981 13250 -3269 -3269 80000. VODAFONE GROUP PLC ISIN US92857WAY66 SEDOL B5NJF69 2016-09-28 2017-08-14 80017 79818 199 199 100. AMERICAN WOODMARK CORP 2016-06-08 2017-08-15 9496 6585 2911 2911 250. AMGEN INC 2017-08-15 42592 39231 3361 3361 300. BARRACUDA NETWORKS INC MERGED 02/12/18 @ $27.55 P/S 2017-08-15 7178 6516 662 662 6316.59 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-08-15 6317 6316 1 1 18444. FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A2 2016-03-15 2017-08-15 18444 18444 3380. HOLOGIC INC 2016-12-12 2017-08-15 128943 134684 -5741 -5741 3147.03 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-08-15 3147 3146 1 1 100. MKS INSTRS INC 2015-11-19 2017-08-15 8185 3620 4565 4565 200. NEUROCRINE BIOSCIENCES INC 2015-02-19 2017-08-15 10841 7200 3641 3641 125000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-08-15 116777 123038 -6261 -6261 50. VISTEON CORP 2016-11-14 2017-08-15 5703 3812 1891 1891 3140. AMDOCS LIMITED ISIN BG0022569080 2017-08-15 197278 171509 25769 25769 100. ABBOTT LABORATORIES INC 2016-07-19 2017-08-16 4977 4175 802 802 90. AGILENT TECHNOLOGIES (IPO) 2017-04-24 2017-08-16 5590 4892 698 698 130. ALEXION PHARMACEUTICALS INC 2017-06-23 2017-08-16 17704 16508 1196 1196 30. ALLEGHANY CORP DEL 2016-05-04 2017-08-16 17682 15496 2186 2186 200. ALLISON TRANSMISSION HOLDING 2017-08-03 2017-08-16 7152 7568 -416 -416 20. ALPHABET INC/CA-CL C 2017-03-15 2017-08-16 18562 16933 1629 1629 20. ALPHABET INC/CA-CL A 2015-11-03 2017-08-16 18872 14940 3932 3932 280. ALTRIA GROUP INC 2016-05-04 2017-08-16 18261 17766 495 495 60. ALTRIA GROUP INC 2013-05-10 2017-08-16 3925 2198 1727 1727 50. AMGEN INC 2015-02-05 2017-08-16 8573 7581 992 992 80. ANALOG DEVICES INC 2017-06-13 2017-08-16 6402 6488 -86 -86 170. APPLE INC 2016-06-16 2017-08-16 27346 16480 10866 10866 200. APPLE INC 2017-08-16 32185 30672 1513 1513 130. APPLIED MATERIALS INC 2016-07-19 2017-08-16 5776 3449 2327 2327 330. BANK OF AMERICA CORP 2016-05-04 2017-08-16 8017 4662 3355 3355 80. BAXTER INTERNATIONAL INC 2017-08-15 2017-08-16 4907 4857 50 50 200. BERKSHIRE HATHAWAY INC CLASS B 2016-05-04 2017-08-16 35716 28823 6893 6893 140. BERRY GLOBAL GROUP INC 2016-08-15 2017-08-16 8188 6096 2092 2092 20. BIOGEN INC 2016-08-10 2017-08-16 5903 5683 220 220 50. BLACKROCK INC 2016-05-04 2017-08-16 21413 17661 3752 3752 200. BRISTOL MYERS SQUIBB CO 2016-05-04 2017-08-16 11402 14096 -2694 -2694 50. BURLINGTON STORES INC 2015-04-20 2017-08-16 4143 2785 1358 1358 120. CDW CORP/DE 2014-06-20 2017-08-16 7427 3849 3578 3578 90. CSX CORP COM 2017-05-17 2017-08-16 4539 4539 320. CARMAX INC 2016-05-04 2017-08-16 20733 16441 4292 4292 390. CARNIVAL CORP SEDOL 2523044 2016-05-04 2017-08-16 26859 19161 7698 7698 120. CARNIVAL CORP SEDOL 2523044 2017-04-10 2017-08-16 8265 7055 1210 1210 40. CELGENE CORP 2016-11-21 2017-08-16 5245 4951 294 294 100. CHEVRON CORPORATION 2016-05-04 2017-08-16 10683 10062 621 621 380. CISCO SYS INC COM 2016-05-04 2017-08-16 12293 10036 2257 2257 220. COCACOLA CO 2016-05-04 2017-08-16 10158 9913 245 245 80. COGNIZANT TECHNOLOGY SOLUTIONS 2017-08-15 2017-08-16 5761 5743 18 18 260. COMCAST CORPORATION CL A 2016-08-05 2017-08-16 10710 8759 1951 1951 5000. COMCAST CORP CALL 01/15/2036 @ 100.000 UNSC 2016-07-21 2017-08-16 4673 4905 -232 -232 5000. COMCAST CORP CALL 01/15/2036 @ 100.000 UNSC 2016-07-21 2017-08-16 4667 4905 -238 -238 45000. COMCAST CORP CALL 01/15/2036 @ 100.000 UNSC 2016-07-21 2017-08-16 41942 44145 -2203 -2203 30. CONSTELLATION BRANDS INC CL A 2014-05-16 2017-08-16 5958 2466 3492 3492 140. DEERE & CO 2016-05-04 2017-08-16 17768 11476 6292 6292 40. DISNEY WALT CO 2012-06-26 2017-08-16 4090 1893 2197 2197 270. DOLLAR TREE INC 2016-09-16 2017-08-16 20145 21871 -1726 -1726 50. DOMINO'S PIZZA, INC. 2016-11-04 2017-08-16 9366 8333 1033 1033 100. DOW CHEMICAL CO 2015-04-28 2017-08-16 6382 5154 1228 1228 40. DR PEPPER SNAPPLE GROUP INC 2014-10-09 2017-08-16 3700 2567 1133 1133 50. EDWARDS LIFESCIENCES CORP 2014-06-02 2017-08-16 5780 2020 3760 3760 120. FACEBOOK INC 2017-08-16 20397 14362 6035 6035 20. FACTSET RESH SYS INC 2017-01-06 2017-08-16 3278 3422 -144 -144 50. FEDEX CORPORATION 2016-05-04 2017-08-16 10502 8268 2234 2234 110. GENERAL DYNAMICS CORP 2016-05-04 2017-08-16 22067 15512 6555 6555 40. GENERAL DYNAMICS CORP 2017-08-16 8018 5626 2392 2392 90. HOME DEPOT INC COM 2017-04-11 2017-08-16 13714 13302 412 412 40. HONEYWELL INTL INC 2016-07-08 2017-08-16 5526 4703 823 823 40. ILLINOIS TOOL WORKS INC COM 2016-06-15 2017-08-16 5602 4216 1386 1386 160. INTEL CORP 2016-08-18 2017-08-16 5724 5587 137 137 160. JD.COM INC-ADR ADR SEDOL BMM27D9 2017-06-09 2017-08-16 6968 6662 306 306 70. KRAFT HEINZ CO/THE 2016-09-14 2017-08-16 6053 6160 -107 -107 30. LAM RESEARCH CORP 2015-03-19 2017-08-16 4900 2361 2539 2539 220. LILLY ELI & CO 2016-05-04 2017-08-16 17921 16477 1444 1444 150. LOWES COMPANIES INC 2016-05-04 2017-08-16 11289 11381 -92 -92 40. MASTERCARD INC CL A 2016-11-04 2017-08-16 5297 4147 1150 1150 70. MCDONALDS CORP COM 2017-06-16 2017-08-16 11128 10678 450 450 240. MICROSOFT CORP 2016-11-07 2017-08-16 17671 14499 3172 3172 30. MOHAWK INDS INC 2016-09-01 2017-08-16 7573 6370 1203 1203 130. MORGAN STANLEY 2016-09-30 2017-08-16 5988 4157 1831 1831 40. NEW MARKET CORPORATION 2016-05-04 2017-08-16 16969 16327 642 642 260. NIKE INC CL B 2016-08-24 2017-08-16 15236 15638 -402 -402 150. NORFOLK SOUTHN CORP COM 2016-05-04 2017-08-16 18117 13282 4835 4835 20. NORTHROP GRUMMAN CORPORATION 2015-07-16 2017-08-16 5397 3394 2003 2003 50. O REILLY AUTOMOTIVE INC 2016-05-04 2017-08-16 10053 13426 -3373 -3373 90. ORACLE CORP 2017-08-03 2017-08-16 4428 4525 -97 -97 40. PARKER HANNIFIN CORP 2017-06-16 2017-08-16 6356 6469 -113 -113 100. PEPSICO INC COM 2015-08-06 2017-08-16 11911 9935 1976 1976 100. PINNACLE FOODS INC MERGED 10/26/18 @ $43.11 P/S 2016-12-15 2017-08-16 6061 5110 951 951 480. PROGRESSIVE CORP OHIO 2016-05-04 2017-08-16 23405 15774 7631 7631 70. PROLOGIS INC 2016-09-23 2017-08-16 4350 3820 530 530 45000. PUBLIC SERVICE COLORADO CALL 12/15/2046 MORT 2017-06-12 2017-08-16 45727 44816 911 911 30. RAYTHEON COMPANY 2016-01-25 2017-08-16 5337 3571 1766 1766 40. ROCKWELL INTL CORP NEW COM 2017-06-16 2017-08-16 6567 6533 34 34 50. S&P GLOBAL INC 2016-07-29 2017-08-16 7622 6109 1513 1513 20. SHERWIN-WILLIAMS CO 2017-06-16 2017-08-16 6658 7017 -359 -359 180. SOUTHWEST AIRLINES COM 2017-01-20 2017-08-16 9970 9179 791 791 30. STRYKER CORP 2017-03-15 2017-08-16 4424 3967 457 457 90. TEXAS INSTRS INC COM 2016-09-01 2017-08-16 7418 6263 1155 1155 30. THERMO ELECTRON CORP COM 2015-08-18 2017-08-16 5260 4068 1192 1192 70. THOR INDUSTRIES INC 2017-02-27 2017-08-16 7388 7841 -453 -453 170. TOLL BROTHERS INC 2017-03-10 2017-08-16 6730 6171 559 559 120. TOTAL SYSTEMS SERVICES INC 2017-07-07 2017-08-16 7842 7053 789 789 250000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-08-16 251260 251147 113 113 70. UNITEDHEALTH GROUP INC COM 2017-06-16 2017-08-16 13558 12750 808 808 170. VERIZON COMMUNICATIONS COM 2016-05-04 2017-08-16 8206 8646 -440 -440 210. VISA INC CLASS A SHARES 2016-05-04 2017-08-16 21750 16133 5617 5617 340. WELLS FARGO & CO NEW COM 2016-05-04 2017-08-16 17901 16603 1298 1298 130. YUM CHINA HOLDINGS INC -W/I 2017-04-19 2017-08-16 4920 4294 626 626 90. INGERSOLL-RAND PLC SEDOL: B633030 2016-05-13 2017-08-16 7815 5914 1901 1901 110. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH0102993182 2017-06-09 2017-08-16 8728 8830 -102 -102 30. BROADCOM LTD EXCH 04/05/18 2017-05-04 2017-08-16 7595 6759 836 836 100. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD1 2017-08-10 2017-08-17 16606 15302 1304 1304 75. BAIDU INC 2017-07-27 2017-08-17 16987 15271 1716 1716 2225. BANCO SANTANDER S A ADR 2013-03-04 2017-08-17 14456 16700 -2244 -2244 100. BAYER A G SPONSORED ADR 2012-09-07 2017-08-17 12714 8349 4365 4365 275. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD14 2017-08-17 13806 9226 4580 4580 1800. CIELO S.A. ADR 2016-06-06 2017-08-17 13419 14204 -785 -785 1200. COMPAGNIE DE SAINT-UNSP ADR ADR SEDOL B3K9YH2 2014-04-04 2017-08-17 13104 15098 -1994 -1994 200. DAIMLER AG-UNSPONSORED ADR SEDOL BYVH331 2013-10-30 2017-08-17 14179 16397 -2218 -2218 800. DANONE SPONS ADR 2017-07-27 2017-08-17 12564 12244 320 320 150. DASSAULT SYSTEMS SA SPON ADR 2004-08-09 2017-08-17 14669 3186 11483 11483 475. DEUTSCHE POST AG SPON ADR 2013-10-31 2017-08-17 19625 16024 3601 3601 1870. ENERSYS 2015-12-29 2017-08-17 119112 105738 13374 13374 700. FANUC CORP ADR 2016-10-07 2017-08-17 13769 12334 1435 1435 325. GLAXO WELLCOME PLC SPONSORED ADR 2013-05-24 2017-08-17 12813 17106 -4293 -4293 150. HDFC BANK LTD SPON - ADR 2016-06-06 2017-08-17 14278 9875 4403 4403 275. HSBC HLDGS PLC SPONSORED ADR NEW 2017-08-17 13058 11973 1085 1085 850. ING GROEP N V SPONSORED ADR 2016-08-19 2017-08-17 15250 10053 5197 5197 450. L OREAL CO UNSPONSORED ADR 2017-08-17 18636 16976 1660 1660 3850. LLOYDS TSB GROUP PLC SPONSORED ADR 2014-05-28 2017-08-17 13012 20283 -7271 -7271 225. LUXOTTICA GROUP S P A SPONSORED ADR 2017-08-17 12700 8403 4297 4297 2100. MITSUBISHI UFJ FINL GRP ADR 2017-08-17 13152 9684 3468 3468 150. NOVARTIS AG SPONSORED ADR 2013-05-28 2017-08-17 12602 11054 1548 1548 375. NOVO NORDISK A S ADR 2017-08-17 17002 14763 2239 2239 575. BANK RAKYA INDONESIA UNSPON ADR 2016-06-06 2017-08-17 13009 9160 3849 3849 300. PARKER HANNIFIN CORP 2015-12-29 2017-08-17 47168 29853 17315 17315 675. RECKITT BENCKISER-SPON ADR ADR SEDOL B93K0B0 2016-06-06 2017-08-17 13051 13797 -746 -746 750. ROCHE HOLDINGS LTD ADR 2017-08-17 23771 16293 7478 7478 675. SAFRAN SA UNSPON ADR 2013-10-30 2017-08-17 16534 11030 5504 5504 125. SAP SE SPONSORED ADR 2017-05-11 2017-08-17 13192 12757 435 435 200. SIEMENS AG SPONSORED ADR 2013-09-05 2017-08-17 13119 11064 2055 2055 75. TAIWAN SEMICONDUCTOR MTG CO ADR 2016-06-06 2017-08-17 2716 1918 798 798 450. TAIWAN SEMICONDUCTOR MTG CO ADR 2017-02-16 2017-08-17 16296 14345 1951 1951 550. TENCENT HOLDINGS LTD UNSPON ADR 2017-08-17 23196 4801 18395 18395 250. TORONTO-DOMINION BANK ISIN CA8911605092 SEDOL 2897222 2016-06-06 2017-08-17 12635 11221 1414 1414 75000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2017-08-17 76395 76096 299 299 55000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-05-31 2017-08-17 54663 54521 142 142 800. WELLS FARGO & CO NEW COM 2015-09-22 2017-08-17 41614 40570 1044 1044 125. ASML HOLDING NV-NY SEDOL B908F01 2017-05-11 2017-08-17 19095 16682 2413 2413 2000. FLEX LTD SEDOL 2353058 2015-12-29 2017-08-17 31615 22850 8765 8765 400. CONTROL4 CORP 2017-08-18 9772 2944 6828 6828 1420. DISNEY WALT CO 2012-06-26 2017-08-21 143299 67201 76098 76098 390. SPIRIT AIRLINES INC 2016-02-26 2017-08-21 14295 18703 -4408 -4408 110. SPIRIT AIRLINES INC 2017-08-21 4032 5697 -1665 -1665 420. SPIRIT AIRLINES INC 2016-02-26 2017-08-21 15409 20142 -4733 -4733 40000. AMERICAN EXPRESS CREDIT SER MTN UNSC 2015-05-20 2017-08-22 40499 39961 538 538 100. AMERICAN WOODMARK CORP 2017-08-22 8334 6582 1752 1752 200. CONTROL4 CORP 2015-12-03 2017-08-22 4780 1470 3310 3310 250. SPIRIT AIRLINES INC 2017-08-22 8940 11675 -2735 -2735 50. SPIRIT AIRLINES INC 2017-08-22 1833 2240 -407 -407 60000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-08-22 60870 60600 270 270 1. WEATHERFORD INTERNATIONAL LTD. SECURITIES LITIGATION 2001-01-01 2017-08-23 411 411 411 1. BANK OF NEW YORK MELLON CORPORATION SECURITIES 2001-01-01 2017-08-23 682 682 682 200. SPIRIT AIRLINES INC 2016-06-07 2017-08-23 7033 8960 -1927 -1927 370. SPIRIT AIRLINES INC 2017-08-23 12929 16018 -3089 -3089 40. SPIRIT AIRLINES INC 2016-06-07 2017-08-23 1398 1792 -394 -394 55000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-05-31 2017-08-23 54671 54521 150 150 350. UNITI GROUP INC 2017-04-20 2017-08-23 6661 9275 -2614 -2614 30. UNITI GROUP INC 2017-04-20 2017-08-23 569 795 -226 -226 65000. LEAR CORP CALL 03/15/2019 @ 102.688 COGT 2017-08-24 69388 65809 3579 3579 28. TESARO INC 2017-01-17 2017-08-28 3489 4340 -851 -851 200. TESARO INC 2017-08-28 25157 30997 -5840 -5840 80. TESARO INC 2017-08-28 9972 12105 -2133 -2133 328.348 ACADIAN NON-US CONCENTRATED FUND 2011-10-18 2017-08-28 500000 288729 211271 211271 200. CONTROL4 CORP 2015-12-03 2017-08-29 4649 1470 3179 3179 45000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2017-08-29 2017-08-29 45000 45000 500. AEROVIRONMENT INC 2017-08-30 22673 12491 10182 10182 960. DOMINO'S PIZZA, INC. 2016-11-04 2017-08-30 170878 159995 10883 10883 770. FACTSET RESH SYS INC 2017-01-06 2017-08-30 120016 131745 -11729 -11729 2180. KRAFT HEINZ CO/THE 2017-08-30 178044 191585 -13541 -13541 120000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2017-08-30 120356 120363 -7 -7 50000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-08-30 50299 50196 103 103 500. UNITI GROUP INC 2017-04-20 2017-08-30 9643 13250 -3607 -3607 200. AEROVIRONMENT INC 2015-11-19 2017-08-31 9722 4708 5014 5014 2488.42 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2017-08-31 2488 2656 -168 -168 1909.92 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-08-31 1910 2055 -145 -145 403.63 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-08-31 404 421 -17 -17 2098.57 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2017-08-31 2099 2178 -79 -79 4057.17 FEDERAL NATL MTG ASSN POOL AL2610 2017-08-22 2017-08-31 4057 4125 -68 -68 859.03 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2017-08-31 859 894 -35 -35 3292.64 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2017-08-31 3293 3517 -224 -224 1739.29 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2017-08-31 1739 1836 -97 -97 2226.11 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-08-31 2226 2323 -97 -97 1770.91 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2017-08-31 1771 1856 -85 -85 2268.69 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-08-31 2269 2365 -96 -96 3344.98 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2017-08-31 3345 3490 -145 -145 1524.07 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-08-31 1524 1576 -52 -52 1724.65 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-08-31 1725 1801 -76 -76 1244.4 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2017-08-31 1244 1292 -48 -48 3932.19 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2017-08-31 3932 4186 -254 -254 3320.15 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-08-31 3320 3551 -231 -231 1321.09 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2017-08-31 1321 1364 -43 -43 2207.7 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2017-08-31 2208 2289 -81 -81 990.92 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2017-08-31 991 1021 -30 -30 2859.7 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2017-08-31 2860 2868 -8 -8 1750.3 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2017-08-31 1750 1814 -64 -64 170.49 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2017-08-31 170 172 -2 -2 78.44 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2017-08-31 78 80 -2 -2 52.32 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2017-08-31 52 53 -1 -1 173.92 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2017-08-31 174 175 -1 -1 186.39 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2017-08-31 186 181 5 5 564.62 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2017-08-31 565 566 -1 -1 1251.17 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2017-08-31 1251 1299 -48 -48 667.04 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-08-31 667 659 8 8 2114.49 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2017-08-31 2114 2201 -87 -87 3213.52 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2017-08-31 3214 3401 -187 -187 2437.15 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-08-31 2437 2444 -7 -7 3047.64 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2017-08-31 3048 3166 -118 -118 1798.98 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2017-08-31 1799 1929 -130 -130 1349.96 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2017-08-31 1350 1385 -35 -35 1851.36 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2017-08-31 1851 1870 -19 -19 2816.55 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-08-31 2817 2938 -121 -121 2443.24 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2017-08-31 2443 2568 -125 -125 1647.55 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2017-08-31 1648 1742 -94 -94 5849.46 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2017-08-31 5849 6030 -181 -181 1359.26 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2017-08-31 1359 1378 -19 -19 1979.8 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2017-08-31 1980 2122 -142 -142 2114.88 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2017-08-31 2115 2267 -152 -152 200. CONTROL4 CORP 2015-12-03 2017-09-01 4979 1470 3509 3509 80000. NEXTERA ENERGY CAPITAL SER F COGT 2016-09-27 2017-09-01 80000 80000 50. CHURCHILL DOWNS INC 2015-11-19 2017-09-05 9733 7220 2513 2513 200. CONTROL4 CORP 2015-12-03 2017-09-05 4910 1470 3440 3440 200. REVOLUTION LIGHTING TECHNOLO 2017-04-11 2017-09-05 1512 1760 -248 -248 100000. USA TREASURY NOTES 01.750% DUE 03/31/2022 2017-03-24 2017-09-05 100555 98996 1559 1559 50000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-06-15 2017-09-05 50492 50298 194 194 15. MARKETAXESS HLDGS INC 2017-08-22 2017-09-06 2650 2894 -244 -244 35. MARKETAXESS HLDGS INC 2017-09-06 6183 3996 2187 2187 30. NEUROCRINE BIOSCIENCES INC 2017-09-06 1780 1565 215 215 10. NEUROCRINE BIOSCIENCES INC 2017-08-22 2017-09-06 592 521 71 71 30. NEUROCRINE BIOSCIENCES INC 2015-02-19 2017-09-06 1777 1080 697 697 260. OMNICELL INC 2017-09-06 13252 10088 3164 3164 20. OMNICELL INC 2017-02-07 2017-09-06 1005 734 271 271 75000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-08-16 2017-09-06 71851 70257 1594 1594 200. GLATFELTER 2015-11-19 2017-09-07 3446 3440 6 6 100. MKS INSTRS INC 2015-11-19 2017-09-07 8464 3620 4844 4844 130. MARKETAXESS HLDGS INC 2017-09-07 22840 14748 8092 8092 25. MARKETAXESS HLDGS INC 2016-02-16 2017-09-07 4370 2783 1587 1587 60. OMNICELL INC 2017-09-07 3008 2192 816 816 140. OMNICELL INC 2016-07-28 2017-09-07 7034 5095 1939 1939 30. OMNICELL INC 2016-07-28 2017-09-07 1500 1092 408 408 130. MARKETAXESS HLDGS INC 2017-09-08 23064 14435 8629 8629 45. MARKETAXESS HLDGS INC 2016-02-16 2017-09-08 7969 4983 2986 2986 80. NEUROCRINE BIOSCIENCES INC 2015-02-19 2017-09-08 4659 2880 1779 1779 10. OMNICELL INC 2016-07-28 2017-09-08 500 364 136 136 80. OMNICELL INC 2017-09-08 4004 2909 1095 1095 360. ACLARIS THERAPEUTICS INC 2017-09-11 9780 10476 -696 -696 50. CHURCHILL DOWNS INC 2015-11-19 2017-09-11 10004 7220 2784 2784 20. NEUROCRINE BIOSCIENCES INC 2015-02-19 2017-09-11 1151 720 431 431 20. NEUROCRINE BIOSCIENCES INC 2015-02-19 2017-09-11 1154 720 434 434 40. OMNICELL INC 2016-07-28 2017-09-11 2006 1453 553 553 60. OMNICELL INC 2017-09-11 3009 2181 828 828 10. NEUROCRINE BIOSCIENCES INC 2015-02-19 2017-09-12 579 360 219 219 20. NEUROCRINE BIOSCIENCES INC 2015-02-19 2017-09-12 1147 720 427 427 45000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2017-09-13 2017-09-12 43221 43163 58 58 40. NEUROCRINE BIOSCIENCES INC 2015-02-19 2017-09-13 2303 1440 863 863 50000. US BANCORP SERIES J CALL 4/15/2027 @ 100 2017-02-02 2017-09-13 54563 50000 4563 4563 300. XCERRA CORPORATION 2015-11-19 2017-09-13 2962 2046 916 916 50. COHERENT INC 2016-05-10 2017-09-14 12618 4383 8235 8235 200. CONTROL4 CORP 2015-12-03 2017-09-14 5480 1470 4010 4010 300. ENTEGRIS, INC 2009-07-01 2017-09-14 8259 883 7376 7376 100. UNIVERSAL DISPLAY CORP 2017-09-14 13187 3448 9739 9739 50. VISTEON CORP 2016-11-14 2017-09-14 5979 3812 2167 2167 115000. CAPITAL ONE MULTI-ASSET EXECUT SERIES 2014 A5 CLASS A 2014-10-06 2017-09-15 115000 114969 31 31 85000. DOMINION RESOURCES INC SER A SR UNSECD 2017-09-15 85000 84999 1 1 6187.27 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-09-15 6187 6186 1 1 19745.29 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A2 2016-03-15 2017-09-15 19745 19745 70000. HASBRO INC NOTES 2017-09-15 70000 70000 2738.6 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-09-15 2739 2738 1 1 1. WEATHERFORD INTERNATIONAL LTD., SECURITIES LITIGATION 2001-01-01 2017-09-15 802 802 802 220. PARKER HANNIFIN CORP 2015-12-29 2017-09-15 37377 21892 15485 15485 50000. REALTY INCOME CORP UNSC 2016-10-26 2017-09-15 50000 50000 400. WELLS FARGO & CO NEW COM 2015-09-22 2017-09-15 20595 20285 310 310 50. COHERENT INC 2016-03-17 2017-09-18 12963 4350 8613 8613 200. COHU INC 2017-08-02 2017-09-18 4621 3562 1059 1059 200. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S 2015-11-19 2017-09-18 26489 17282 9207 9207 340. TABLEAU SOFTWARE INC-CL A 2017-09-18 25735 17683 8052 8052 300. XCERRA CORPORATION 2015-11-19 2017-09-18 2982 2046 936 936 60. ACCELERON PHARMA INC 2017-08-22 2017-09-19 2339 1997 342 342 160. ACCELERON PHARMA INC 2017-09-19 6230 5256 974 974 10. ACCELERON PHARMA INC 2016-11-09 2017-09-19 389 323 66 66 100. ALBEMARLE CORP 2017-09-19 13268 5016 8252 8252 60. BRUNSWICK CORP 2017-08-22 2017-09-19 3197 3128 69 69 110. BRUNSWICK CORP 2014-11-03 2017-09-19 5860 5182 678 678 470. BRUNSWICK CORP 2017-09-19 25054 22127 2927 2927 100. BRUNSWICK CORP 2014-11-04 2017-09-19 5338 4704 634 634 50. COHERENT INC 2016-03-17 2017-09-19 13910 4350 9560 9560 5460. COLUMBIA PROPERTY TRUST INC 2017-09-19 113920 122118 -8198 -8198 300. CONTROL4 CORP 2015-12-03 2017-09-19 8744 2204 6540 6540 100. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S 2015-11-19 2017-09-19 13223 8641 4582 4582 100. UNIVERSAL DISPLAY CORP 2013-04-04 2017-09-19 14363 2871 11492 11492 100. ACCELERON PHARMA INC 2016-11-09 2017-09-20 3922 3228 694 694 10. ACCELERON PHARMA INC 2016-11-09 2017-09-20 390 323 67 67 50. ALBEMARLE CORP 2015-11-09 2017-09-20 6782 2496 4286 4286 80. BRUNSWICK CORP 2014-11-04 2017-09-20 4239 3763 476 476 750. BRUNSWICK CORP 2014-11-04 2017-09-20 39896 35279 4617 4617 600. INTERNATIONAL BANCSHARES CORP 2015-12-29 2017-09-20 23062 16082 6980 6980 50. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S 2015-11-19 2017-09-20 6605 4321 2284 2284 300. WELLS FARGO & CO NEW COM 2015-09-22 2017-09-20 16157 15214 943 943 200. CONTROL4 CORP 2015-12-03 2017-09-21 5603 1470 4133 4133 700. INTERNATIONAL BANCSHARES CORP 2015-12-29 2017-09-22 27046 18762 8284 8284 100. MKS INSTRS INC 2015-11-19 2017-09-22 9120 3620 5500 5500 760. ELDORADO RESORTS INC 2017-09-25 18496 15397 3099 3099 100. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S 2017-09-25 13260 7963 5297 5297 250000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-09-20 2017-09-25 250869 251068 -199 -199 20. VAIL RESORTS INC COM 2017-08-22 2017-09-25 4581 4440 141 141 43. VAIL RESORTS INC COM 2015-01-13 2017-09-25 9854 3955 5899 5899 7. VAIL RESORTS INC COM 2017-08-22 2017-09-25 1604 1554 50 50 1210. ELDORADO RESORTS INC 2017-09-26 29679 21077 8602 8602 240. ELDORADO RESORTS INC 2017-09-26 5905 3998 1907 1907 45. VAIL RESORTS INC COM 2015-01-13 2017-09-26 10202 4139 6063 6063 1230. DR PEPPER SNAPPLE GROUP INC 2014-10-09 2017-09-27 108055 78932 29123 29123 290. ELDORADO RESORTS INC 2017-09-27 7172 4830 2342 2342 1200. INTERNATIONAL BANCSHARES CORP 2015-12-29 2017-09-27 49075 32164 16911 16911 610. PINNACLE FOODS INC MERGED 10/26/18 @ $43.11 P/S 2016-12-15 2017-09-27 34513 31168 3345 3345 700. WELLS FARGO & CO NEW COM 2015-09-22 2017-09-27 38100 35498 2602 2602 200. AEROVIRONMENT INC 2015-11-19 2017-09-28 10668 4708 5960 5960 200. ANGIODYNAMICS INC 2017-09-28 3269 2241 1028 1028 200. CONTROL4 CORP 2015-12-03 2017-09-28 5731 1470 4261 4261 200. DEXCOM INC 2017-09-28 9994 13049 -3055 -3055 45000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2017-09-28 42650 42847 -197 -197 50000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-08-30 2017-09-28 49383 49754 -371 -371 140. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2017-09-29 4453 3862 591 591 130. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2017-09-29 4136 3550 586 586 130. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2017-09-29 4123 3520 603 603 80000. THOMSON REUTERS CORP SEDOL ISIN US884903BU81 2017-09-29 80000 80000 241.62 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2017-09-30 242 258 -16 -16 3545.52 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-09-30 3546 3815 -269 -269 1685.76 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-09-30 1686 1760 -74 -74 1535.9 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2017-09-30 1536 1594 -58 -58 4161.84 FEDERAL NATL MTG ASSN POOL AL2610 2017-08-22 2017-09-30 4162 4231 -69 -69 1248.69 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2017-09-30 1249 1299 -50 -50 2607.6 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2017-09-30 2608 2785 -177 -177 1393.09 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2017-09-30 1393 1470 -77 -77 2153.12 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-09-30 2153 2246 -93 -93 332.81 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2017-09-30 333 349 -16 -16 3597. FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-09-30 3597 3748 -151 -151 1482.02 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2017-09-30 1482 1546 -64 -64 2497.4 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-09-30 2497 2582 -85 -85 3153.26 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-09-30 3153 3292 -139 -139 1089.59 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2017-09-30 1090 1131 -41 -41 837.72 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2017-09-30 838 892 -54 -54 1694.28 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-09-30 1694 1812 -118 -118 514.38 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2017-09-30 514 531 -17 -17 1060.5 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2017-09-30 1061 1100 -39 -39 915.62 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2017-09-30 916 943 -27 -27 1617.34 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2017-09-30 1617 1622 -5 -5 1959.78 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2017-09-30 1960 2031 -71 -71 78.59 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2017-09-30 79 79 135.69 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2017-09-30 136 138 -2 -2 45.73 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2017-09-30 46 46 3243.29 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2017-09-30 3243 3261 -18 -18 90.52 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2017-09-30 91 88 3 3 208.12 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2017-09-30 208 208 2323.36 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2017-09-30 2323 2412 -89 -89 1346.1 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-09-30 1346 1329 17 17 1141.19 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2017-09-30 1141 1188 -47 -47 953.04 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2017-09-30 953 1009 -56 -56 2300.77 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-09-30 2301 2307 -6 -6 3646.49 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2017-09-30 3646 3788 -142 -142 1616.66 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2017-09-30 1617 1733 -116 -116 1870.36 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2017-09-30 1870 1919 -49 -49 1291.9 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2017-09-30 1292 1305 -13 -13 1403.83 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-09-30 1404 1464 -60 -60 2024.36 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2017-09-30 2024 2128 -104 -104 2889.48 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2017-09-30 2889 3054 -165 -165 472.58 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2017-09-30 473 487 -14 -14 1001.69 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2017-09-30 1002 1015 -13 -13 1063.57 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2017-09-30 1064 1140 -76 -76 1482.98 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2017-09-30 1483 1590 -107 -107 7.417 AURORA OFFSHORE FUND LTD II CLASS A SERIES 08/16 2016-08-31 2017-09-30 10367 12787 -2420 -2420 200. COHU INC 2017-06-23 2017-10-02 4758 3379 1379 1379 110. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2017-06-29 2017-10-02 3500 2952 548 548 20. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2017-06-29 2017-10-02 636 537 99 99 75000. NORTHERN STATES PWR-MINN CALL 03/15/2047 MORT 2017-09-06 2017-10-02 74346 74252 94 94 200. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S 2017-10-02 26670 10919 15751 15751 200. CONTROL4 CORP 2015-11-20 2017-10-03 5995 1410 4585 4585 70. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2017-10-03 2218 1878 340 340 30. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2017-10-03 958 788 170 170 100. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S 2017-10-03 13374 3595 9779 9779 65000. VALERO ENERGY CORP CALL 06/15/2026 @ 100.000 UNSC 2017-10-03 64410 64788 -378 -378 140000. CAPITAL ONE MULTI-ASSET EXECUT SERIES 2016 A3 CLASS A3 2016-07-18 2017-10-04 138917 139999 -1082 -1082 20. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2017-10-04 629 525 104 104 10. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2017-10-04 314 263 51 51 100. OMNICELL INC 2017-10-05 5234 3606 1628 1628 160. OMNICELL INC 2017-10-05 8375 5797 2578 2578 90. OMNICELL INC 2017-10-05 4710 3243 1467 1467 180. OMNICELL INC 2016-07-15 2017-10-05 9427 6485 2942 2942 100. ALBEMARLE CORP 2015-11-09 2017-10-09 13627 4992 8635 8635 204. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S 2017-10-09 27224 7320 19904 19904 390. PACIFIC PREMIER BANCORP INC 2017-10-09 15719 15409 310 310 50. AMERICAN WOODMARK CORP 2016-06-09 2017-10-10 4730 3289 1441 1441 120. PACIFIC PREMIER BANCORP INC 2017-10-10 4833 4501 332 332 50. ANDEAVOR MERGED 10/01/19 @ $19.799044 2015-11-19 2017-10-11 5308 5126 182 182 115000. HSBC HOLDINGS PLC SR UNSEC ISIN US404280AK50 SEDOL B61GQ88 2012-03-27 2017-10-12 125291 119394 5897 5897 30000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-10-12 27946 28043 -97 -97 50. ALBEMARLE CORP 2015-11-05 2017-10-13 6929 2494 4435 4435 30. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S 2017-10-13 1604 1022 582 582 50. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S 2017-08-22 2017-10-13 2674 2169 505 505 90. ORBCOMM INC 2017-08-22 2017-10-13 1035 987 48 48 260. ORBCOMM INC 2017-10-13 2982 2680 302 302 80. ORBCOMM INC 2017-04-25 2017-10-13 919 797 122 122 260. PARKER HANNIFIN CORP 2015-12-29 2017-10-13 46896 25873 21023 21023 400. XILINX INC COM 2015-02-27 2017-10-13 29123 16900 12223 12223 5945.6 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-10-15 5946 5945 1 1 16584.74 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A2 2016-03-15 2017-10-15 16585 1316 15269 15269 2767.8 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-10-15 2768 2767 1 1 230. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S 2017-10-16 12290 7822 4468 4468 1040. DEXCOM INC 2017-10-16 47048 66175 -19127 -19127 40. OMNICELL INC 2016-07-15 2017-10-16 2027 1441 586 586 2500. TRANSOCEAN LTD SEDOL B3KFWW1 2017-10-16 27818 145082 -117264 -117264 50. AMERICAN WOODMARK CORP 2016-06-09 2017-10-17 4833 3289 1544 1544 200. CONTROL4 CORP 2015-11-20 2017-10-17 5947 1410 4537 4537 200. DEXCOM INC 2016-11-03 2017-10-17 8904 12575 -3671 -3671 1. ANADARKO PETROLEUM CORPORATION SECURITIES LITIGATION 2001-01-01 2017-10-17 137 137 137 40. OMNICELL INC 2016-07-15 2017-10-17 2006 1441 565 565 270. OMNICELL INC 2017-10-17 13674 9721 3953 3953 50. OMNICELL INC 2016-07-26 2017-10-17 2524 1796 728 728 200. UNITED FIRE GROUP INC 2015-11-19 2017-10-17 9326 7861 1465 1465 220000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-10-17 221753 221993 -240 -240 45000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-08-30 2017-10-17 44355 44779 -424 -424 1. VIVENDI SPON ADR 2001-01-01 2017-10-17 618 618 618 125000. ACTIVISION BLIZZARD SER WI CALL 08/15/2021 2017-05-01 2017-10-18 124384 123029 1355 1355 5000. BURLINGTN NORTH SANTA FE CALL 03/01/2044 @ 100.000 UNSC 2014-08-11 2017-10-18 5571 4972 599 599 50000. CATERPILLAR FINL SERVICE UNSC 2017-09-05 2017-10-18 49787 49958 -171 -171 25000. GENERAL ELEC CAP CORP SR UNSECD 2014-06-24 2017-10-18 25980 25075 905 905 1240. MGIC INVT CORP WIS 2017-10-18 16773 14208 2565 2565 5840. ACUSHNET HOLDINGS CORP 2017-10-19 100212 101709 -1497 -1497 180000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2017-10-19 181772 181287 485 485 185000. USA TREASURY NOTES 01.750% DUE 03/31/2022 2017-10-19 183555 183186 369 369 50. ALBEMARLE CORP 2015-11-05 2017-10-23 6972 2494 4478 4478 200. ALTRA INDUSTRIAL MOTION CORP 2015-11-19 2017-10-23 9638 5408 4230 4230 2150. BAYERISCHE MOTOREN-SPON ADR SEDOL BD6KTC9 2012-04-16 2017-10-23 72561 64210 8351 8351 8500. CIELO S.A. ADR 2016-06-06 2017-10-23 57748 67073 -9325 -9325 50. COHERENT INC 2017-10-02 2017-10-23 13276 11759 1517 1517 200. COHU INC 2017-06-27 2017-10-23 4999 3266 1733 1733 1825. DAIMLER AG-UNSPONSORED ADR SEDOL BYVH331 2017-10-23 147353 138065 9288 9288 30. FCB FINANCIAL HOLDINGS INC 2017-08-22 2017-10-23 1426 1301 125 125 50. FCB FINANCIAL HOLDINGS INC 2017-10-23 2369 2161 208 208 130. MGIC INVT CORP WIS 2017-10-23 1776 1466 310 310 1027. TOYOTA MTR CORP ADR 2 COM 2017-10-23 126410 81062 45348 45348 45000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-06-16 2017-10-23 45478 46122 -644 -644 115000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-06-15 2017-10-23 115094 115658 -564 -564 65000. AMERICAN EXPRESS CO CALL 07/01/2022 UNSC 2017-10-24 64640 65037 -397 -397 2548. CSX CORP COM 2017-10-24 138765 127751 11014 11014 272. CSX CORP COM 2017-05-17 2017-10-24 14856 13542 1314 1314 6574. CIELO S.A. ADR 2016-06-06 2017-10-24 43278 51875 -8597 -8597 200. DOUGLAS DYNAMICS INC 2015-11-19 2017-10-24 8404 4532 3872 3872 30. FCB FINANCIAL HOLDINGS INC 2017-10-24 1422 1286 136 136 250. GENERAL DYNAMICS CORP 2015-05-21 2017-10-24 53318 35142 18176 18176 310. MGIC INVT CORP WIS 2017-09-08 2017-10-24 4310 3460 850 850 60. MGIC INVT CORP WIS 2017-09-08 2017-10-24 831 670 161 161 75000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2017-09-28 2017-10-24 75012 75100 -88 -88 80000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-10-24 79503 80142 -639 -639 70. FCB FINANCIAL HOLDINGS INC 2017-09-11 2017-10-25 3294 2990 304 304 160. FCB FINANCIAL HOLDINGS INC 2017-10-25 7544 6643 901 901 180. FCB FINANCIAL HOLDINGS INC 2017-10-25 8487 6825 1662 1662 110. MGIC INVT CORP WIS 2017-09-08 2017-10-25 1518 1228 290 290 500. MGIC INVT CORP WIS 2017-10-25 6908 5543 1365 1365 40. MGIC INVT CORP WIS 2017-05-05 2017-10-25 551 427 124 124 180. OMNICELL INC 2016-07-26 2017-10-25 9687 6467 3220 3220 10. OMNICELL INC 2016-07-26 2017-10-25 534 359 175 175 200. ENTEGRIS, INC 2009-07-01 2017-10-26 6355 587 5768 5768 280. FCB FINANCIAL HOLDINGS INC 2017-10-26 13263 10589 2674 2674 550. FCB FINANCIAL HOLDINGS INC 2017-10-26 26160 20642 5518 5518 25000. GENERAL ELECTRIC CO SR UNSECD 2012-10-01 2017-10-26 25961 24859 1102 1102 160. MGIC INVT CORP WIS 2017-05-05 2017-10-26 2238 1710 528 528 270. MGIC INVT CORP WIS 2017-05-05 2017-10-26 3757 2885 872 872 300. ORBCOMM INC 2017-10-26 3355 2981 374 374 200. SELECTED INS GROUP INC 2015-11-19 2017-10-26 11560 6810 4750 4750 15000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-10-26 15077 15287 -210 -210 10000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2017-05-08 2017-10-26 10173 10216 -43 -43 120. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2017-08-22 2017-10-26 6333 6018 315 315 40. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2016-09-29 2017-10-26 2111 1478 633 633 60000. BANKUNITED INC CALL 08/17/2025 @ 100.000 UNSC 2017-10-27 63984 59826 4158 4158 90. FCB FINANCIAL HOLDINGS INC 2017-10-27 4272 3360 912 912 120. FCB FINANCIAL HOLDINGS INC 2017-10-27 5697 4460 1237 1237 100. INTEGRATED DEVICE TECHNOLOGY INC 2017-10-27 2844 2582 262 262 180. INTEGRATED DEVICE TECHNOLOGY INC 2017-10-27 5104 4593 511 511 280. INTEGRATED DEVICE TECHNOLOGY INC 2017-05-24 2017-10-27 7901 6986 915 915 70. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2016-11-22 2017-10-27 3679 2444 1235 1235 10. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2016-09-29 2017-10-27 526 369 157 157 1170. CELGENE CORP 2017-10-30 116359 138188 -21829 -21829 30. COMMUNITY HEALTHCARE TRUST I 2017-02-21 2017-10-30 829 683 146 146 1460. EDWARDS LIFESCIENCES CORP 2014-06-02 2017-10-30 147299 58980 88319 88319 260. INTEGRATED DEVICE TECHNOLOGY INC 2017-05-24 2017-10-30 7439 6487 952 952 5020. JD.COM INC-ADR ADR SEDOL BMM27D9 2017-10-30 187094 197466 -10372 -10372 200. SELECTED INS GROUP INC 2017-10-30 11748 5936 5812 5812 120. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2017-10-30 6319 4167 2152 2152 120. COMMUNITY HEALTHCARE TRUST I 2017-10-31 3293 2729 564 564 690.81 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2017-10-31 691 737 -46 -46 873.05 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-10-31 873 939 -66 -66 1714.13 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-10-31 1714 1789 -75 -75 1645.75 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2017-10-31 1646 1707 -61 -61 1379.2 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2017-10-31 1379 1419 -40 -40 4922.12 FEDERAL NATL MTG ASSN POOL AL2610 2017-08-22 2017-10-31 4922 5003 -81 -81 974.92 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2017-10-31 975 1014 -39 -39 2601.29 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2017-10-31 2601 2778 -177 -177 1028.86 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2017-10-31 1029 1085 -56 -56 2486.16 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-10-31 2486 2593 -107 -107 289.36 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2017-10-31 289 303 -14 -14 1396.6 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-10-31 1397 1455 -58 -58 2600.26 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2017-10-31 2600 2712 -112 -112 2457.91 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-10-31 2458 2541 -83 -83 481. FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-10-31 481 502 -21 -21 669.45 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2017-10-31 669 695 -26 -26 2037.45 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2017-10-31 2037 2168 -131 -131 3438.89 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-10-31 3439 3678 -239 -239 1144.78 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2017-10-31 1145 1182 -37 -37 1148.61 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2017-10-31 1149 1191 -42 -42 1210.98 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2017-10-31 1211 1247 -36 -36 2588.37 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2017-10-31 2588 2596 -8 -8 967.26 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2017-10-31 967 1002 -35 -35 87.71 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2017-10-31 88 88 30.87 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2017-10-31 31 31 52.66 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2017-10-31 53 53 167.78 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2017-10-31 168 169 -1 -1 130.41 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2017-10-31 130 126 4 4 19.47 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2017-10-31 19 20 -1 -1 1999.04 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2017-10-31 1999 2076 -77 -77 666.89 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-10-31 667 658 9 9 896.88 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2017-10-31 897 933 -36 -36 2639. FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2017-10-31 2639 2793 -154 -154 2231.87 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-10-31 2232 2238 -6 -6 2794.98 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2017-10-31 2795 2903 -108 -108 781.82 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2017-10-31 782 838 -56 -56 1542.17 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2017-10-31 1542 1582 -40 -40 1452.82 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2017-10-31 1453 1467 -14 -14 3900.24 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-10-31 3900 4067 -167 -167 1571.47 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2017-10-31 1571 1652 -81 -81 3348.72 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2017-10-31 3349 3367 -18 -18 3089.63 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2017-10-31 3090 3266 -176 -176 2400.87 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2017-10-31 2401 2475 -74 -74 1095.19 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2017-10-31 1095 1110 -15 -15 1988.65 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2017-10-31 1989 2131 -142 -142 1873.56 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2017-10-31 1874 2008 -134 -134 280. INTEGRATED DEVICE TECHNOLOGY INC 2017-10-31 8813 6981 1832 1832 5000. USA TREASURY NOTES 01.625% DUE 08/31/2022 2017-10-24 2017-10-31 4914 4908 6 6 100000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2017-09-28 2017-10-31 100000 100131 -131 -131 50. UNIVERSAL DISPLAY CORP 2013-04-04 2017-10-31 7423 1436 5987 5987 50. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2016-11-23 2017-10-31 2666 1730 936 936 100. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2017-10-31 5336 3457 1879 1879 90. COMMUNITY HEALTHCARE TRUST I 2017-11-01 2493 2045 448 448 420. ORBCOMM INC 2017-11-01 4763 4147 616 616 30. ORBCOMM INC 2017-04-28 2017-11-01 339 294 45 45 2800. INGERSOLL-RAND PLC SEDOL: B633030 2017-11-01 246113 183973 62140 62140 20. BRIGHT HORIZONS FAMILY SOLUT 2017-08-22 2017-11-02 1816 1611 205 205 40. BRIGHT HORIZONS FAMILY SOLUT 2017-08-22 2017-11-02 3614 3222 392 392 520. BRIGHT HORIZONS FAMILY SOLUT 2013-01-25 2017-11-02 46983 14546 32437 32437 230. CIENA CORP 2017-06-29 2017-11-02 4639 6039 -1400 -1400 60. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2017-11-02 1662 1065 597 597 110. COMMUNITY HEALTHCARE TRUST I 2017-11-02 3047 2495 552 552 70. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2017-11-02 1936 1243 693 693 190. NEUROCRINE BIOSCIENCES INC 2017-11-02 13380 6836 6544 6544 200. NEUROCRINE BIOSCIENCES INC 2017-11-02 14429 7158 7271 7271 400. NEUROCRINE BIOSCIENCES INC 2017-11-02 28616 14181 14435 14435 10. NEUROCRINE BIOSCIENCES INC 2016-03-11 2017-11-02 731 350 381 381 70. NEUROCRINE BIOSCIENCES INC 2016-03-11 2017-11-02 4845 2448 2397 2397 10. NEUROCRINE BIOSCIENCES INC 2016-03-11 2017-11-02 714 350 364 364 110. NEVRO CORP 2017-05-17 2017-11-02 9577 8621 956 956 1030. ORBCOMM INC 2017-11-02 10630 10074 556 556 15.875 ACADIAN NON-US CONCENTRATED FUND 2011-10-18 2017-11-02 25610 14042 11568 11568 230. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2017-11-03 6369 4083 2286 2286 400. CONTROL4 CORP 2015-11-20 2017-11-03 13041 2821 10220 10220 75000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC 2016-12-05 2017-11-03 78347 75000 3347 3347 160. NEVRO CORP 2017-11-03 13467 12534 933 933 20. NEVRO CORP 2017-05-17 2017-11-03 1686 1563 123 123 50. NEVRO CORP 2017-05-17 2017-11-03 4210 3909 301 301 95000. PRICELINE GROUP INC/THE CALL 03/01/2026 @ 100.000 UNSC 2017-11-03 97100 94774 2326 2326 50. UNIVERSAL DISPLAY CORP 2013-05-24 2017-11-03 7907 1428 6479 6479 70. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2017-11-06 1936 1243 693 693 500. CONTROL4 CORP 2015-11-20 2017-11-06 16752 3526 13226 13226 10. FCB FINANCIAL HOLDINGS INC 2016-08-15 2017-11-06 475 369 106 106 50. MKS INSTRS INC 2017-07-26 2017-11-06 5319 4095 1224 1224 140. MKS INSTRS INC 2017-11-06 14922 11036 3886 3886 50. ANDEAVOR MERGED 10/01/19 @ $19.799044 2015-11-19 2017-11-07 5560 5126 434 434 200. BROOKS AUTOMATION INC 2010-12-03 2017-11-07 6753 1613 5140 5140 140. CIENA CORP 2017-06-29 2017-11-07 2824 3676 -852 -852 30. CIENA CORP 2017-06-29 2017-11-07 605 788 -183 -183 110. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2017-11-07 3051 1953 1098 1098 50. IAC / INTERACTIVECORP-W/I 2015-11-19 2017-11-07 6400 3114 3286 3286 1800. INTERPUBLIC GROUP COS INC COM 2017-05-01 2017-11-07 33958 42791 -8833 -8833 5200. INTERPUBLIC GROUP COS INC COM 2015-12-29 2017-11-07 98102 123113 -25011 -25011 130. MKS INSTRS INC 2017-11-07 13813 9765 4048 4048 100. MKS INSTRS INC 2017-11-07 10741 7455 3286 3286 400. NEKTAR THERAPEUTICS 2015-11-19 2017-11-07 10910 5984 4926 4926 330. PARKER HANNIFIN CORP 2015-12-29 2017-11-07 61098 32838 28260 28260 25000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-03-17 2017-11-07 32405 31123 1282 1282 90000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2017-11-07 90577 90651 -74 -74 350. XILINX INC COM 2015-02-27 2017-11-07 25998 14787 11211 11211 6000. NABORS INDUSTRIES LTD 2015-12-29 2017-11-07 37187 51083 -13896 -13896 30000. AT&T INC CALL 01/01/2024 @ 100.000 UNSC 2016-11-10 2017-11-08 31865 31717 148 148 65000. AT&T INC CALL 01/01/2024 @ 100.000 UNSC 2014-11-25 2017-11-08 69040 67201 1839 1839 100. ALBEMARLE CORP 2015-11-05 2017-11-08 14388 4987 9401 9401 80. CIENA CORP 2017-06-29 2017-11-08 1607 2100 -493 -493 200. CONTROL4 CORP 2015-11-20 2017-11-08 6410 1410 5000 5000 200. ENTEGRIS, INC 2009-07-01 2017-11-08 6483 587 5896 5896 250. FCB FINANCIAL HOLDINGS INC 2016-08-15 2017-11-08 11604 9235 2369 2369 140. FCB FINANCIAL HOLDINGS INC 2016-08-15 2017-11-08 6471 5172 1299 1299 450. GLOBAL PAYMENTS INC-W/I 2012-04-02 2017-11-08 45637 10354 35283 35283 130. MKS INSTRS INC 2017-07-10 2017-11-08 13840 9417 4423 4423 260. NEVRO CORP 2017-11-08 20286 20262 24 24 240. NEVRO CORP 2017-05-18 2017-11-08 18682 18644 38 38 60. NEVRO CORP 2017-05-18 2017-11-08 4674 4661 13 13 70000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-06-15 2017-11-08 69973 70395 -422 -422 200. CONTROL4 CORP 2015-11-20 2017-11-09 6126 1410 4716 4716 390. ELDORADO RESORTS INC 2017-11-09 11217 6476 4741 4741 80. ELDORADO RESORTS INC 2016-12-07 2017-11-09 2280 1324 956 956 30. FCB FINANCIAL HOLDINGS INC 2016-08-15 2017-11-09 1377 1108 269 269 130. NEVRO CORP 2017-11-09 10106 9857 249 249 120. NEVRO CORP 2017-05-19 2017-11-09 9267 8838 429 429 120. NEVRO CORP 2017-11-09 9360 8806 554 554 150. ANDEAVOR MERGED 10/01/19 @ $19.799044 2017-11-10 16090 9752 6338 6338 50. COHERENT INC 2016-03-17 2017-11-10 15407 4350 11057 11057 200. CONTROL4 CORP 2015-11-20 2017-11-10 6381 1410 4971 4971 840. ELDORADO RESORTS INC 2017-11-10 24070 13809 10261 10261 140. ELDORADO RESORTS INC 2016-12-12 2017-11-10 4066 2281 1785 1785 130. MKS INSTRS INC 2017-11-10 13538 9341 4197 4197 40. NEKTAR THERAPEUTICS 2017-08-23 2017-11-10 1322 748 574 574 3240. ORBCOMM INC 2017-11-10 32320 31520 800 800 400. CONTROL4 CORP 2015-11-20 2017-11-13 13027 2821 10206 10206 450. ELDORADO RESORTS INC 2017-11-13 12886 7196 5690 5690 60. MKS INSTRS INC 2017-07-10 2017-11-13 6230 4273 1957 1957 20. MKS INSTRS INC 2017-07-10 2017-11-13 2078 1424 654 654 240. NEKTAR THERAPEUTICS 2017-11-13 9840 4438 5402 5402 5000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-10-02 2017-11-13 4655 4654 1 1 30000. WAL-MART STORES INC CALL 06/15/2047 UNSC 2017-10-11 2017-11-13 30563 29954 609 609 100. ALBEMARLE CORP 2015-11-16 2017-11-14 13783 4763 9020 9020 30. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2017-11-14 861 533 328 328 100. NEKTAR THERAPEUTICS 2016-07-29 2017-11-14 3941 1682 2259 2259 600. NEKTAR THERAPEUTICS 2017-11-14 23467 9863 13604 13604 290. NEKTAR THERAPEUTICS 2017-11-14 11320 4684 6636 6636 50. ON ASSIGNMENT INC NAME CHANGE 04/02/18 2015-11-19 2017-11-14 3066 2340 726 726 270. QTS REALTY TRUST INC-CL A 2017-11-14 15780 13944 1836 1836 100. QTS REALTY TRUST INC-CL A 2017-11-14 5841 5113 728 728 90. QTS REALTY TRUST INC-CL A 2017-04-12 2017-11-14 5257 4593 664 664 50. UNIVERSAL DISPLAY CORP 2013-05-24 2017-11-14 8770 1428 7342 7342 6010.37 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-11-15 6010 6009 1 1 1655.46 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2017-11-15 1655 1655 4157.77 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-11-15 4158 4157 1 1 500. QTS REALTY TRUST INC-CL A 2017-11-15 28464 24741 3723 3723 30. QTS REALTY TRUST INC-CL A 2017-04-05 2017-11-15 1713 1472 241 241 50000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2017-11-15 50240 50359 -119 -119 80000. USA TREASURY NOTES 00.875% DUE 11/15/2017 2017-04-26 2017-11-15 80000 79966 34 34 200. CONTROL4 CORP 2015-11-20 2017-11-16 6864 1410 5454 5454 20000. MCDERMOTT INTERNATIONAL SEDOL BLNPBY9 ISIN US580037AB54 2014-04-11 2017-11-16 20772 20325 447 447 200. NEKTAR THERAPEUTICS 2015-04-08 2017-11-16 8870 2244 6626 6626 30. QTS REALTY TRUST INC-CL A 2017-11-16 1726 1465 261 261 45000. AVNET INC CALL 01/15/2026 @ 100.000 UNSC 2017-11-17 46867 44869 1998 1998 10000. AVNET INC CALL 01/15/2026 @ 100.000 UNSC 2016-03-21 2017-11-17 10430 9928 502 502 5000. AVNET INC CALL 01/15/2026 @ 100.000 UNSC 2016-03-21 2017-11-17 5223 4964 259 259 .999 BANCO SANTANDER S A ADR 2012-07-26 2017-11-17 6 5 1 1 100. COHERENT INC 2017-11-17 30661 8563 22098 22098 280. FCB FINANCIAL HOLDINGS INC 2017-11-17 13427 10341 3086 3086 170. NEKTAR THERAPEUTICS 2016-06-09 2017-11-17 7735 2744 4991 4991 1010. NEKTAR THERAPEUTICS 2017-11-17 46332 16276 30056 30056 120000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-11-17 119550 119949 -399 -399 140000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2017-11-17 132459 132639 -180 -180 200. VISHAY INTERTECHNOLOGY INC 2015-12-03 2017-11-17 4480 2375 2105 2105 50. VISTEON CORP 2016-08-17 2017-11-17 6422 3530 2892 2892 50. COHERENT INC 2016-05-17 2017-11-20 15532 4213 11319 11319 340. FCB FINANCIAL HOLDINGS INC 2017-11-20 16402 12428 3974 3974 80. FCB FINANCIAL HOLDINGS INC 2016-08-10 2017-11-20 3852 2905 947 947 400. NEKTAR THERAPEUTICS 2016-02-08 2017-11-20 18300 4448 13852 13852 60000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-07-12 2017-11-20 59670 59960 -290 -290 280. ABBOTT LABORATORIES INC 2016-07-19 2017-11-21 15733 11691 4042 4042 260. AGILENT TECHNOLOGIES (IPO) 2017-04-24 2017-11-21 18161 14132 4029 4029 560. ALLISON TRANSMISSION HOLDING 2017-08-03 2017-11-21 22153 21190 963 963 60. ALPHABET INC/CA-CL A 2017-11-21 62956 40241 22715 22715 170. ALTRIA GROUP INC 2013-05-10 2017-11-21 11172 6228 4944 4944 130. AMGEN INC 2015-02-05 2017-11-21 22068 19711 2357 2357 230. ANALOG DEVICES INC 2017-06-13 2017-11-21 20688 18652 2036 2036 590. APPLE INC 2017-11-21 101978 86008 15970 15970 390. APPLIED MATERIALS INC 2016-07-19 2017-11-21 22882 10346 12536 12536 220. BAXTER INTERNATIONAL INC 2017-08-15 2017-11-21 14128 13358 770 770 410. BERRY GLOBAL GROUP INC 2016-08-15 2017-11-21 24551 17854 6697 6697 60. BIOGEN INC 2016-08-10 2017-11-21 18558 17050 1508 1508 260. BIOVERATIV INC-W/I MERGED 03/09/18 @ $105.00 P/S 2017-10-30 2017-11-21 13259 14522 -1263 -1263 80. BOEING CO 2017-10-24 2017-11-21 21298 21192 106 106 380. BORG WARNER INC. 2017-10-30 2017-11-21 20041 19976 65 65 190. BURLINGTON STORES INC 2017-10-30 2017-11-21 19971 17045 2926 2926 360. CDW CORP/DE 2014-06-20 2017-11-21 23879 11548 12331 12331 350. CARNIVAL CORP SEDOL 2523044 2017-04-10 2017-11-21 23468 20576 2892 2892 300. COGNIZANT TECHNOLOGY SOLUTIONS 2017-10-30 2017-11-21 21540 22619 -1079 -1079 760. COMCAST CORPORATION CL A 2016-08-05 2017-11-21 27651 25603 2048 2048 100. CONSTELLATION BRANDS INC CL A 2014-05-16 2017-11-21 21971 8219 13752 13752 240. DOLLAR TREE INC 2017-10-30 2017-11-21 23554 22073 1481 1481 290. DOWDUPONT INC 2015-04-28 2017-11-21 20685 14948 5737 5737 170. FCB FINANCIAL HOLDINGS INC 2017-11-21 8295 6169 2126 2126 350. FACEBOOK INC 2016-05-09 2017-11-21 63546 41815 21731 21731 80. GENERAL DYNAMICS CORP 2015-05-21 2017-11-21 15986 11245 4741 4741 4019.545 GOLDMAN SACHS STRATEGIC INCOME INSTITUTIONAL CLASS 2017-11-21 38226 38695 -469 -469 260580.44 GOLDMAN SACHS STRATEGIC INCOME INSTITUTIONAL CLASS 2017-11-21 2478120 2769232 -291112 -291112 210. HOME DEPOT INC COM 2015-07-28 2017-11-21 36208 23909 12299 12299 40. HOME DEPOT INC COM 2017-04-11 2017-11-21 6897 5912 985 985 130. HONEYWELL INTL INC 2016-07-08 2017-11-21 19420 15286 4134 4134 110. ILLINOIS TOOL WORKS INC COM 2016-06-15 2017-11-21 17528 11595 5933 5933 470. INTEL CORP 2016-08-18 2017-11-21 21149 16411 4738 4738 80. LAM RESEARCH CORP 2015-03-19 2017-11-21 17457 6296 11161 11161 130. LAUDER ESTEE COS INC CL A 2017-09-27 2017-11-21 16312 14030 2282 2282 140. MASTERCARD INC CL A 2017-10-30 2017-11-21 21322 20864 458 458 210. MCDONALDS CORP COM 2017-06-16 2017-11-21 35407 32034 3373 3373 690. MICROSOFT CORP 2016-11-07 2017-11-21 57755 41685 16070 16070 90. MOHAWK INDS INC 2017-11-21 24657 18950 5707 5707 370. MORGAN STANLEY 2016-09-30 2017-11-21 18294 11832 6462 6462 400. NEKTAR THERAPEUTICS 2017-11-21 19552 4337 15215 15215 50. NORTHROP GRUMMAN CORPORATION 2015-07-16 2017-11-21 15236 8486 6750 6750 270. ORACLE CORP 2017-08-03 2017-11-21 13119 13575 -456 -456 130. PARKER HANNIFIN CORP 2017-06-16 2017-11-21 23967 21023 2944 2944 290. PEPSICO INC COM 2015-08-06 2017-11-21 33667 28811 4856 4856 240. PINNACLE FOODS INC MERGED 10/26/18 @ $43.11 P/S 2016-12-15 2017-11-21 13332 12263 1069 1069 160. PRICE T ROWE GROUP INC COM 2017-08-30 2017-11-21 15598 13429 2169 2169 220. PROLOGIS INC 2016-09-23 2017-11-21 14806 12006 2800 2800 470. QTS REALTY TRUST INC-CL A 2017-11-21 27216 22904 4312 4312 520. QTS REALTY TRUST INC-CL A 2017-11-21 30150 25327 4823 4823 80. RAYTHEON COMPANY 2016-01-25 2017-11-21 14896 9521 5375 5375 120. ROCKWELL INTL CORP NEW COM 2017-06-16 2017-11-21 23102 19599 3503 3503 150. S&P GLOBAL INC 2016-07-29 2017-11-21 24628 18326 6302 6302 60. SHERWIN-WILLIAMS CO 2017-06-16 2017-11-21 23366 21052 2314 2314 140. STANLEY BLACK & DECKER INC 2017-11-01 2017-11-21 23253 22594 659 659 120. STRYKER CORP 2017-10-30 2017-11-21 18677 18788 -111 -111 210. T-MOBILE US INC 2017-08-30 2017-11-21 12727 13454 -727 -727 270. TEXAS INSTRS INC COM 2016-09-01 2017-11-21 26790 18789 8001 8001 80. THERMO ELECTRON CORP COM 2015-08-18 2017-11-21 15416 10848 4568 4568 210. THOR INDUSTRIES INC 2017-02-27 2017-11-21 28858 23523 5335 5335 490. TOLL BROTHERS INC 2017-03-10 2017-11-21 23471 17786 5685 5685 340. TOTAL SYSTEMS SERVICES INC 2017-07-07 2017-11-21 25051 19983 5068 5068 210. UNITEDHEALTH GROUP INC COM 2017-06-16 2017-11-21 44564 38250 6314 6314 380. YUM CHINA HOLDINGS INC -W/I 2017-04-19 2017-11-21 15785 12552 3233 3233 320. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH0102993182 2017-06-09 2017-11-21 30674 25688 4986 4986 90. BROADCOM LTD EXCH 04/05/18 2017-05-04 2017-11-21 24899 20278 4621 4621 75. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD1 2017-08-10 2017-11-22 14371 11476 2895 2895 125. ANHEUSER BUSCH INBEV SPONSORED ADR 2016-11-30 2017-11-22 14581 13011 1570 1570 750. BASF SE SPONSORED ADR 2004-08-09 2017-11-22 20731 5022 15709 15709 550. BNP PARIBAS SPONSORED ADR 2017-01-30 2017-11-22 20593 17721 2872 2872 175. CANADIAN NATL RAILWAY CO SEDOL 2210959 2017-11-22 13979 9885 4094 4094 2575. CEMEX S.A.B. DE CV SPONSORED ADR 2016-06-06 2017-11-22 20214 15909 4305 4305 1600. COMPAGNIE FINANCIERE RICHEMONT A SWITZ ADR 2009-05-22 2017-11-22 14100 3375 10725 10725 425. DEUTSCHE POST AG SPON ADR 2017-11-22 19942 14187 5755 5755 750. EXPERIAN PLC SPON ADR 2013-10-30 2017-11-22 15542 15312 230 230 190. FCB FINANCIAL HOLDINGS INC 2016-08-08 2017-11-22 9317 6861 2456 2456 1125. ING GROEP N V SPONSORED ADR 2016-08-19 2017-11-22 20196 13306 6890 6890 450. L OREAL CO UNSPONSORED ADR 2016-03-10 2017-11-22 19940 15877 4063 4063 300. NEKTAR THERAPEUTICS 2017-11-22 14687 3221 11466 11466 300. NOVO NORDISK A S ADR 2013-03-04 2017-11-22 15547 10776 4771 4771 1850. BANK MANDIRI TBK-UNSPON ADR 2016-06-06 2017-11-22 20428 12932 7496 7496 650. ROCHE HOLDINGS LTD ADR 2011-05-02 2017-11-22 20496 13350 7146 7146 1725. ROLLS-ROYCE HOLDINGS PLC SPONSORED ADR 2017-11-22 20514 20505 9 9 800. SAFRAN SA UNSPON ADR 2017-11-22 20482 12855 7627 7627 150. SAP SE SPONSORED ADR 2017-05-11 2017-11-22 17208 15308 1900 1900 300. SIEMENS AG SPONSORED ADR 2017-11-22 20235 16471 3764 3764 575. SMITH & NEPHEW PLC SPDN ADR 2011-04-27 2017-11-22 20620 12533 8087 8087 2694. SWATCH GROUP LTD UNSPON ADR 2016-06-06 2017-11-22 50599 41241 9358 9358 525. TAIWAN SEMICONDUCTOR MTG CO ADR 2016-06-06 2017-11-22 22356 13424 8932 8932 575. TENCENT HOLDINGS LTD UNSPON ADR 2012-04-16 2017-11-22 31741 3396 28345 28345 50. UNIVERSAL DISPLAY CORP 2013-05-24 2017-11-22 9431 1428 8003 8003 175. WPP PLC ADR 2011-06-16 2017-11-22 14803 10466 4337 4337 25000. WHITEWAVE FOODS CO COGT 2017-01-31 2017-11-22 31103 26950 4153 4153 60000. WHITEWAVE FOODS CO COGT 2017-11-22 74647 66890 7757 7757 1175. UBS GROUP AG SEDOL BRJL176 2013-09-19 2017-11-22 20224 25093 -4869 -4869 125. ASML HOLDING NV-NY SEDOL B908F01 2012-04-19 2017-11-22 23101 8214 14887 14887 200. CONTROL4 CORP 2015-11-20 2017-11-24 7137 1410 5727 5727 50. FCB FINANCIAL HOLDINGS INC 2017-11-24 2438 1804 634 634 2450. TENCENT HOLDINGS LTD UNSPON ADR 2012-04-16 2017-11-24 131737 14469 117268 117268 2750. ABBOTT LABORATORIES INC 2016-07-19 2017-11-27 154508 114824 39684 39684 450. AGILENT TECHNOLOGIES (IPO) 2017-11-27 31211 24346 6865 6865 50. FCB FINANCIAL HOLDINGS INC 2017-11-27 2422 1802 620 620 10. FCB FINANCIAL HOLDINGS INC 2016-08-08 2017-11-27 484 360 124 124 1170. ROCKWELL INTL CORP NEW COM 2017-11-27 223653 182162 41491 41491 240. SONIC CORP 2017-05-10 2017-11-27 5769 7029 -1260 -1260 220. SONIC CORP 2017-05-10 2017-11-27 5296 6443 -1147 -1147 150. SONIC CORP 2017-05-10 2017-11-27 3619 4393 -774 -774 310. CAVIUM INC 2017-11-28 27112 19598 7514 7514 200. CONTROL4 CORP 2015-11-20 2017-11-28 6977 1410 5567 5567 10. IAC / INTERACTIVECORP-W/I 2015-12-04 2017-11-28 1339 617 722 722 90. IAC / INTERACTIVECORP-W/I 2015-12-04 2017-11-28 11987 5553 6434 6434 40. MONOLITHIC POWER SYSTEMS INC 2017-08-22 2017-11-28 4994 3894 1100 1100 70. MONOLITHIC POWER SYSTEMS INC 2017-11-28 8740 3294 5446 5446 420. SONIC CORP 2017-11-28 10154 12254 -2100 -2100 840. SONIC CORP 2017-11-28 20456 24432 -3976 -3976 110. CAVIUM INC 2017-09-13 2017-11-29 9689 6947 2742 2742 200. CONTROL4 CORP 2015-11-20 2017-11-29 6703 1410 5293 5293 30. MONOLITHIC POWER SYSTEMS INC 2015-01-06 2017-11-29 3663 1403 2260 2260 80. MONOLITHIC POWER SYSTEMS INC 2017-11-29 9402 3742 5660 5660 40. SONIC CORP 2017-05-12 2017-11-29 1012 1160 -148 -148 870. SONIC CORP 2017-11-29 21882 24962 -3080 -3080 80. SONIC CORP 2017-11-29 2006 2277 -271 -271 75000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2017-11-29 75173 75533 -360 -360 80. UNIVERSAL DISPLAY CORP 2017-11-29 14289 2268 12021 12021 20. UNIVERSAL DISPLAY CORP 2014-06-06 2017-11-29 3593 560 3033 3033 1100. COMMUNITY HEALTHCARE TRUST I 2016-04-07 2017-11-30 29941 19525 10416 10416 782.14 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2017-11-30 782 834 -52 -52 1854.37 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-11-30 1854 1995 -141 -141 385.93 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-11-30 386 403 -17 -17 1511.32 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2017-11-30 1511 1568 -57 -57 1343.09 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2017-11-30 1343 1381 -38 -38 4364.98 FEDERAL NATL MTG ASSN POOL AL2610 2017-08-22 2017-11-30 4365 4436 -71 -71 926.68 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2017-11-30 927 964 -37 -37 4197.74 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2017-11-30 4198 4482 -284 -284 1476.08 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2017-11-30 1476 1556 -80 -80 2157.36 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-11-30 2157 2250 -93 -93 801.04 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2017-11-30 801 839 -38 -38 1471.53 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-11-30 1472 1532 -60 -60 1437.69 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2017-11-30 1438 1500 -62 -62 2205.54 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-11-30 2206 2280 -74 -74 508.02 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-11-30 508 530 -22 -22 1506.29 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2017-11-30 1506 1562 -56 -56 1907.6 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2017-11-30 1908 2030 -122 -122 5014.49 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-11-30 5014 5362 -348 -348 796.3 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2017-11-30 796 822 -26 -26 886.19 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2017-11-30 886 919 -33 -33 1021.9 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2017-11-30 1022 1052 -30 -30 5060.54 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2017-11-30 5061 5075 -14 -14 1260.29 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2017-11-30 1260 1306 -46 -46 96.11 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2017-11-30 96 97 -1 -1 115.03 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2017-11-30 115 117 -2 -2 52.92 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2017-11-30 53 53 168.59 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2017-11-30 169 170 -1 -1 149.26 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2017-11-30 149 145 4 4 182.27 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2017-11-30 182 183 -1 -1 1297.47 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2017-11-30 1297 1347 -50 -50 784.66 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-11-30 785 775 10 10 530.54 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2017-11-30 531 552 -21 -21 1765.98 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2017-11-30 1766 1869 -103 -103 489.75 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-11-30 490 491 -1 -1 2647.81 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2017-11-30 2648 2750 -102 -102 1536.64 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2017-11-30 1537 1647 -110 -110 1167.08 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2017-11-30 1167 1197 -30 -30 1139.74 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2017-11-30 1140 1151 -11 -11 2293.35 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-11-30 2293 2391 -98 -98 1868.08 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2017-11-30 1868 1963 -95 -95 3698.51 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2017-11-30 3699 3719 -20 -20 1540.09 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2017-11-30 1540 1628 -88 -88 2283.18 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2017-11-30 2283 2353 -70 -70 1203.22 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2017-11-30 1203 1219 -16 -16 1158.03 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2017-11-30 1158 1241 -83 -83 2007.5 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2017-11-30 2008 2151 -143 -143 120. MONOLITHIC POWER SYSTEMS INC 2017-11-30 14190 5554 8636 8636 300. NEKTAR THERAPEUTICS 2017-11-30 16377 2836 13541 13541 880. SONIC CORP 2017-11-30 22408 24996 -2588 -2588 270. SONIC CORP 2017-05-08 2017-11-30 6818 7666 -848 -848 260. SONIC CORP 2017-11-30 6560 7357 -797 -797 45000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2017-09-28 2017-11-30 44916 45055 -139 -139 60000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-03-24 2017-11-30 59798 60199 -401 -401 615.626 ACADIAN NON-US CONCENTRATED FUND 2011-10-18 2017-11-30 1000000 544550 455450 455450 120. MONOLITHIC POWER SYSTEMS INC 2017-12-01 13826 5377 8449 8449 830. SONIC CORP 2017-12-01 20865 23415 -2550 -2550 350. SONIC CORP 2017-12-01 8800 9087 -287 -287 200. AEROVIRONMENT INC 2015-11-19 2017-12-04 8999 4708 4291 4291 320. CAVIUM INC 2017-12-04 27423 20061 7362 7362 350. INTERNATIONAL BANCSHARES CORP 2015-12-29 2017-12-04 14990 9381 5609 5609 100. NEKTAR THERAPEUTICS 2011-03-04 2017-12-04 5217 882 4335 4335 35000. ORACLE CORP CALL 05/15/2037 UNSC 2017-11-07 2017-12-04 36081 34868 1213 1213 25000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-10-02 2017-12-04 23749 23270 479 479 6000. NABORS INDUSTRIES LTD 2015-12-29 2017-12-04 38871 51083 -12212 -12212 80000. BANK OF AMERICA CORP 05.625% DUE 07/01/2020 2017-12-05 86842 84445 2397 2397 30000. BANK OF AMERICA CORP SNTS 2017-12-05 31834 30079 1755 1755 200. NEKTAR THERAPEUTICS 2011-03-04 2017-12-05 10244 1765 8479 8479 200. CIENA CORP 2016-09-20 2017-12-06 4241 4332 -91 -91 310. CIENA CORP 2017-12-06 6574 7536 -962 -962 40. CIENA CORP 2016-09-20 2017-12-06 855 866 -11 -11 100. CIENA CORP 2016-09-20 2017-12-06 2133 2166 -33 -33 170. CIENA CORP 2017-12-06 3626 3680 -54 -54 55000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-12-06 54774 55079 -305 -305 35000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2015-06-05 2017-12-06 34856 34932 -76 -76 145. VAIL RESORTS INC COM 2017-12-06 32317 13282 19035 19035 10. VAIL RESORTS INC COM 2017-12-01 2017-12-06 2229 2240 -11 -11 30. VAIL RESORTS INC COM 2015-01-12 2017-12-06 6637 2730 3907 3907 10. VAIL RESORTS INC COM 2015-01-12 2017-12-06 2228 910 1318 1318 200. WILLIAMS SONOMA INC 2017-05-15 2017-12-07 10674 10239 435 435 4910. TOLL BROTHERS INC 2017-12-08 233878 177323 56555 56555 60. ICON PLC SEDOL B94G471 2017-12-08 6747 6713 34 34 200. NEKTAR THERAPEUTICS 2013-01-09 2017-12-11 10981 1596 9385 9385 60000. CROWN CASTLE INTL CORP CALL 06/01/2027 UNSC 2017-12-12 59729 60023 -294 -294 65000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-12-12 64507 64947 -440 -440 85000. BEAR STEARNS CO INC SR UNSECURED 2016-10-12 2017-12-13 85582 85625 -43 -43 310. PARKER HANNIFIN CORP 2015-12-29 2017-12-13 60448 30848 29600 29600 450. SCHWAB CHARLES CORP NEW 2016-06-27 2017-12-13 22759 10817 11942 11942 60000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-12-13 77688 76017 1671 1671 50. WNS HOLDINGS LTD ADR 2017-12-01 2017-12-13 2035 2057 -22 -22 80. EVEREST RE GROUP LTD 2015-12-29 2017-12-13 17375 14948 2427 2427 195. AEROVIRONMENT INC 2015-11-19 2017-12-14 10715 4590 6125 6125 5. AEROVIRONMENT INC 2015-11-19 2017-12-14 277 118 159 159 50. ALBEMARLE CORP 2015-11-16 2017-12-14 6483 2381 4102 4102 205. ANDEAVOR MERGED 10/01/19 @ $19.799044 2017-12-14 22323 8267 14056 14056 50. GLOBAL PAYMENTS INC-W/I 2012-04-02 2017-12-14 4986 1150 3836 3836 15000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-08-30 2017-12-14 17900 17886 14 14 10000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-08-30 2017-12-14 11936 11924 12 12 135000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-12-14 134504 134873 -369 -369 100. WNS HOLDINGS LTD ADR 2017-08-22 2017-12-14 4046 3493 553 553 5227.85 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-12-15 5228 5227 1 1 1633.51 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2017-12-15 1634 1633 1 1 1011.13 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-05-24 2017-12-15 1011 1011 2369.18 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-12-15 2369 59 2310 2310 3397.85 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2017-12-15 3398 3398 25000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-08-30 2017-12-15 29835 29810 25 25 40. WNS HOLDINGS LTD ADR 2017-08-22 2017-12-15 1606 1397 209 209 130. WNS HOLDINGS LTD ADR 2017-12-15 5219 3980 1239 1239 70. EURONET SVCS INC COM 2017-09-18 2017-12-18 5983 6931 -948 -948 290. EURONET SVCS INC COM 2017-12-18 24944 28492 -3548 -3548 260. EURONET SVCS INC COM 2017-12-18 22373 21109 1264 1264 190. EURONET SVCS INC COM 2017-12-18 16350 17229 -879 -879 290. EURONET SVCS INC COM 2017-12-18 24771 23250 1521 1521 130. EURONET SVCS INC COM 2016-12-21 2017-12-18 11129 9624 1505 1505 15000. FLORIDA POWER & LIGHT CO CALL 06/01/2047 MORT 2017-11-13 2017-12-18 15701 14881 820 820 20000. FLORIDA POWER & LIGHT CO CALL 06/01/2047 MORT 2017-11-13 2017-12-18 20908 19842 1066 1066 60000. MORGAN STANLEY UNSC 2016-11-14 2017-12-18 59770 59666 104 104 25000. PUBLIC SERVICE ELECTRIC SER MTN CALL 06/01/2047 2017-12-04 2017-12-18 25545 24982 563 563 60000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-12-18 60284 60379 -95 -95 50000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-12-18 49664 49951 -287 -287 30. WNS HOLDINGS LTD ADR 2016-09-13 2017-12-18 1227 909 318 318 1. FEDERAL NATL MTG ASSN (FANNIE MAE) SECURITIES 2001-01-01 2017-12-19 112 112 112 40000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-11-03 2017-12-19 39513 39959 -446 -446 65000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2017-12-12 2017-12-19 60981 61207 -226 -226 80. WNS HOLDINGS LTD ADR 2017-12-19 3274 2410 864 864 25000. MIDAMERICAN ENERGY HLDGS BDS SERIES WI 2017-12-20 33154 30352 2802 2802 60. WNS HOLDINGS LTD ADR 2016-09-14 2017-12-20 2457 1801 656 656 45000. MIDAMERICAN ENERGY HLDGS BDS SERIES WI 2017-12-21 59843 40731 19112 19112 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-11-03 2017-12-21 19733 19980 -247 -247 50. WNS HOLDINGS LTD ADR 2016-09-14 2017-12-21 2045 1501 544 544 60. MGIC INVT CORP WIS 2017-12-01 2017-12-22 872 899 -27 -27 720. MGIC INVT CORP WIS 2017-12-22 10483 7963 2520 2520 170. MGIC INVT CORP WIS 2016-12-19 2017-12-22 2480 1771 709 709 50. MGIC INVT CORP WIS 2017-02-23 2017-12-22 729 532 197 197 930. MGIC INVT CORP WIS 2017-12-22 13492 9660 3832 3832 150. NEKTAR THERAPEUTICS 2017-12-22 8868 1191 7677 7677 80. WNS HOLDINGS LTD ADR 2017-12-22 3228 2401 827 827 50. WNS HOLDINGS LTD ADR 2016-09-15 2017-12-22 2039 1501 538 538 200. AEROVIRONMENT INC 2015-11-19 2017-12-26 11224 4708 6516 6516 50. GLOBAL PAYMENTS INC-W/I 2012-04-02 2017-12-26 5035 1150 3885 3885 50000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2015-06-05 2017-12-28 49725 49902 -177 -177 65000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-12-28 64591 65203 -612 -612 185000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-12-28 183837 185770 -1933 -1933 CAPITAL GAIN DIVIDENDS P 1281476 7774429 false 7585972 142273769 0.05332 10055392 154024699 0.065284 9712866 154411063 0.062903 8964057 142117211 0.063075 8443162 135290339 0.062408 0.30699 0.061398 154115625 9462391 104152 9566543 7805927 208304 0 208304 0 208304 170017 19500 189517 X 0 18787 0 0 false false false false false true true false true true OH false false false false false true WWW.garfoundation.com PNC BANK NA 4127629161 116 ALLEGHENY CENTER MALL PITTSBURGH PA 15212 false false false false true false false false false false false false false false false false false false false false false false PNC BANK N A 116 ALLEGHENY CENTER MALL PITTSBURGH PA 15212 CO-TRUSTEE 40 325894 THOMAS G KNOLL 277 E MILL STREET AKRON OH 44308 CO-TRUSTEE 18 4443 ROGER T READ 1793 BROOKWOOD DRIVE AKRON OH 443135070 CO-TRUSTEE 18 4500 CHRISTINE A MAYER 227 E MILL STREET AKRON OH 44308 PRESIDENT 40 276681 20055 KIRSTIN S TOTH 227 E MILL STREET AKRON OH 44308 SENIOR VICE PRESIDEN 40 198857 11330 TRACI J BUCKNER 227 E MILL STREET AKRON OH 44308 PROGRAM OFFICER 40 87398 2000 LISA M YATES 227 E MILL STREET AKRON OH 44308 OPERATIONS COORDINAT 40 60638 4032 DINA YOUNIS 227 E MILL STREET AKRON OH 44308 COMMUNICATIONS MANAG 40 68147 4726 0 FISHER INVESTMENTS 13100 SKYLINE BLVD WOODSIDE CA 940624542 INVESTMENT MANAGEMEN 97940 WESTFIELD CAPITAL MANAGEMENT ONE FINANCIAL CTR BOSTON MA 021112621 INVESTMENT MANAGEMEN 100312 THE LONDON COMPANY 1800 BAYBERRY CT 301 RICHMOND VA 23226 INVESTMENT MANAGEMEN 72013 SYSTEMATIC FINANCIAL MGMT 300 FRANK W BURR BLVD TEANECK NJ 07666 INVESTMENT MANAGEMEN 71182 OAK ASSOCIATES LTD 3875 EMBASSY PKWY AKRON OH 44333 INVESTMENT MANAGEMEN 53833 0 156462563 0 0 156462563 0 0 156462563 2346938 154115625 7705781 7705781 208304 208304 7497477 41828 7539305 0 7539305 7805927 0 0 0 0 7805927 0 7805927 7539305 0 0 1323024 2148767 2135139 2514305 617635 8738870 7805927 0 0 0 7539305 266622 0 0 9005492 0 0 0 0 0 0 1323024 7682468 2148767 2135139 2514305 617635 266622 SEE WEBSITE WWW GARFOUNDATION ORG 277 EAST MILL STREET AKRON OH 44308 3305762926 SEE THE FOUNDATION'S WEBSITE: WWW.GARFOUNDATION.ORG SEE THE FOUNDATION'S WEBSITE: WWW.GARFOUNDATION.ORG SEE THE FOUNDATION'S WEBSITE: WWW.GARFOUNDATION.ORG OHIO & ERIE CANALWAY COALITION 47 WEST EXCHANGE STREET AKRON OH 44309 NONE PC RESOURCE DEVELOPMENT PLAN & 100000 INTERNATIONAL SOAP BOX DERBY PO BOX 7225 AKRON OH 44306 NONE PC CREATION OF A NEW GRAVITY 25000 CLEVELAND INTERNATIONAL FILM 2510 MARKET AVENUE CLEVELAND OH 44113 NONE PC 38TH CLEVELAND INTRNL FILN 21000 BOYS HOPE GIRLS HOPE 9619 GARFIELD BLVD GARFIELD HEIGHTS OH 44125 NONE PC FOR HOPE PREP 20000 AXESSPOINTE COMMUNITY PO BOX 7595 AKRON OH 44306 NONE PC GENERAL OPERATIONS 41000 AKRON ART MUSEUM ONE SOUTH HIGH STREET AKRON OH 44308 NONE PC GENERAL OPERATIONS 100000 REVERE LOCAL SCHOOL DISTRICT 3496 EVERETT ROAD RICHFIELD OH 44286 NONE PC FOR THE R LEADERS PROJECT 15000 MAGICAL THEATRE COMPANY PO BOX 386 BARBERTON OH 44203 NONE PC RENOVATIONS TO THE THEATRE 25000 AKRON AREA ARTS ALLIANCE 140 EAST MARKET STREET AKRON OH 44308 NONE PC ORGANIZATIOAL SELF-STUDY 8500 INTERNATIONAL INSTITUTE OF AKRON 207 EAST TALLMADGE ROAD AKRON OH 44310 NONE PC GENERAL OPERATIONS 40000 FAMILY PROMISE OF SUMMIT COUNTY 111 E VORIS STREET AKRON OH 44311 NONE PC 2017 GRANT AWARD 40000 UNITED WAY OF SUMMIT COUNTY 90 NORTH PROSPECT STREET AKRON OH 44304 NONE PC BRIDGES OUT OF POVERTY 30000 HABITAT FOR HUMANITY OF SUMMIT COUNTY 2301 ROMIG ROAD AKRON OH 44320 NONE PC CAPITAL GRANT 15000 CASA BOARD VOLUNTEER ASSOCIATION 650 DAN STREET AKRON OH 44310 NONE PC GENERAL OPERATIONS 26000 AKRON - CANTON REGIONAL FOODBANK 350 OPPORTUNITY PARKWAY AKRON OH 44307 NONE PC GENERAL OPERATIONS 95000 AKRON SCORE 453 SOUTH HIGH STREET AKRON OH 44311 NONE PC PRESIDENTIAL DISCRETIONARY 20000 AKRON COMMUNITY FOUNDATION 345 WEST CEDAR STREET AKRON OH 44307 NONE PC STUDENT HONORARIA & 50000 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC SUPPORT VEGGIE U PROG IN 150000 KENT STATE UNIVERSITY 800 E SUMMIT STREET KENT OH 44240 NONE PC FOR STUDENT SCHOLARSHIP 57000 GREENLEAF FAMILY CENTER 580 GRANT STREET AKRON OH 44311 NONE PC MATCHING GIFTS PROGRAM 56000 UNITED WAY OF SUMMIT COUNTY 90 NORTH PROSPECT STREET AKRON OH 44304 NONE PC FATHERHOOD INITIATIVE TO 26560 INTERFAITH CAREGIVERS PROGRAM 50 NORTH PROSPECT STREET AKRON OH 44304 NONE PC GENERAL OPERATIONS 25000 THE MIAMI FOUNDATION 40 NW 3RD STREET MIAMI FL 33128 NONE PC FOR STOREFRONT WINDOWS 15000 NORTHEAST OHIO CENTER PAIN MANAGEMENT 60 S PLEASANT STREET OBERLIN OH 44074 NONE PC OFFICE SPAVE RENOVATIONS 2500 UNITED WAY OF SUMMIT COUNTY 90 NORTH PROSPECT STREET AKRON OH 443091260 NONE PC FOR SUPPORT OF COMMUNITY 400000 KEEP AKRON BEAUTIFUL 850 EAST MARKET STREET AKRON OH 44305 NONE PC 2017 GRANT AWARD 27000 WALSH JESUIT HIGH SCHOOL 4550 WYOGA LAKE ROAD CUYAHOGA FALLS OH 44224 NONE PC BRING BACK THE MONARCH 12810 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC BUCHTEL SUPER MODELING 8410 SETON CATHOLIC SCHOOL 6923 STOW ROAD HUDSON OH 44236 NONE PC EDUCATOR INITIATIVE GRANT 5000 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC CASE CLASSROOM MAKERSPACE 3550 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC JENNINGS CLC VIRTUAL 12500 OPEN TONE MUSIC PO BOX 5261 CLEVELAND OH 44101 NONE PC 1ST ANNUAL RUBBER CITY JAZZ 20000 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC STEM HS WHAT A WATERFUL 4970 NONE TO FRAGILE INC 1835 MERRIMAN ROAD AKRON OH 44313 NONE PC 2017 OFF-BROADWAY SERIES 24000 YOUTH EXCELLENCE PERFORMING 550 SOUTH ARLINGTON STREET AKRON OH 44306 NONE PC 2017 GRANT AWARD 30000 WESTERN RESERVE HISTORICAL 10825 EAST BLVD CLEVELAND OH 44106 NONE PC 2017 GRANT AWARD 58000 IMMACULATE HEART OF MARY SCHOOLS 2859 LILLIS DRIVE CUYAHOGA FALLS OH 44223 NONE PC INCREASING STUDENT 4980 VICTIM ASSISTANCE PROGRAM 150 FURNACE STREET AKRON OH 44304 NONE PC 2017 GRANT AWARD 30000 URBAN VISION PO BOX 1563 AKRON OH 44309 NONE PC 2017 GRANT AWARD 35000 WOODRIDGE LOCAL SCHOOLS 4411 QUICK ROAD PENINSULA OH 44264 NONE PC ENRICHING THE STARS PROJECT 9890 UNITED WAY OF SUMMIT COUNTY 90 NORTH PROSPECT STREET AKRON OH 443091260 NONE PC 2017 GRANT AWARD 40000 CORNERSTONE COMMUNITY SCHOOL 90 W OVERDALE DRIVE TALLMADGE OH 44278 NONE PC USING ROBOTICS 11790 SHELTER CARE INC 32 SOUTH AVENUE TALLMADGE OH 44278 NONE PC SAFE LANDING YOUTH SHELTERS 40000 MARKWOOD PARTNERS LLC 1815 WEST MARKET STREET AKRON OH 44313 NONE PC CHANGE MGMT / LEADER 3000 RUBICON CINEMA 943 DOPLER STREET AKRON OH 44333 NONE PC GENERAL SUPPORT 2500 STOW-MUNROE FALLS CITY SCHOOLS 4350 ALLEN ROAD STOW OH 44224 NONE PC USING VIRTUAL REALITY 29360 ST MARY ELEMENTARY SCHOOL 750 S MAIN STREET AKRON OH 44311 NONE PC FOR MATH CORE FDN TEXTBOOKS 15000 SPRINGFIELD LOCAL SCHOOLS 2410 MASSILLON ROAD AKRON OH 44312 NONE PC BUILDING SELF-ESTEAM 11565 MUSICAL ARTS ASSOCIATION 11001 EUCLID AVENUE CLEVELAND OH 44106 NONE PC 2015 BLOSSOM MUSIC FESTIVAL 75000 SPRINGFIELD LOCAL SCHOOLS 2410 MASSILLON ROAD AKRON OH 44312 NONE PC PROGRAMMING EXPERIMENTS 11565 ST BARNABAS SCHOOL 9200 OLDE 8 ROAD NORTHFIELD OH 44067 NONE PC WRITERS WORKSHOP 12590 JUNIOR ACHIEVEMENT OF NORTH PO BOX 26006 AKRON OH 44319 NONE PC PROGRAMS IN SUMMIT COUNTY 21000 MANCHESTER LOCAL SCHOOLS 6285 RENNINGER ROAD AKRON OH 44319 NONE PC IMPLEMENTING A CULTURE OF 15360 OHIO CAMPUS COMPACT 615 N PEARL STREET GRANVILLE OH 43023 NONE PC PRESIDENTIAL DISCRETIONARY 5000 NEOS DANCE THEATRE 39 S MAIN STREET AKRON OH 44310 NONE PC GENERAL OPERATIONS 7500 BARBERTON CITY SCHOOLS 470 NORTON AVENUE BARBERTON OH 44203 NONE PC 2017 CAPITAL GRANT 10000 GROUNDWORKS DANCE THEATER 13125 SHAKER SQUARE CLEVELAND OH 44120 NONE PC GENERAL OPERATIONS FOR 26000 COPLEY-FAIRLAWN CITY SCHOOLS 3797 RIDGEWOOD ROAD COPLEY OH 44321 NONE PC TRANSITION OUTCOMES PROGRAM 8690 GREATER AKRON MUSICAL 92 NORTH MAIN STREET AKRON OH 44308 NONE PC 2017 GRANT AWARD 81000 GREAT LAKES BIOMIMICRY INC PO BOX 23 BATH OH 44210 NONE PC GLBIO'S LIFT OFF CAP-BLDG 26000 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC WINDEMERE CLC ART OF THE 9260 GIRL SCOUTS OF NORTH EAST OHIO ONE GIRL SCOUT WAY MACEDONIA OH 44056 NONE PC GIRL SCOUT LEADERSHIP 36000 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC GLASS HALF FULL AWARD 5000 FIRST GLANCE STUDENT CENTER INC 943 KENMORE BLVD AKRON OH 44314 NONE PC GENERAL OPERATIONS 35000 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC LOST ART OF THE LETTER 50000 EMMANUEL CHRISTIAN ACADEMY 1650 DIAGONEL ROAD AKRON OH 44320 NONE PC EXTENDED DAY PILOT PROGRAM 35000 EAST AKRON NEIGHBORHOOD 1305 ROSEMARY BLVD AKRON OH 44306 NONE PC EAST AKRON REVITALIZATION 49000 BLU JAZZ MASTER CLASS FOUNDATION 277 EAST MILL STREET AKRON OH 44308 NONE PC 2017 GRANT AWARD 15000 CUYAHOGA VALLEY CHRISTIAN ACADEMY 4687 WYOGA LAKE ROAD CUYAHOGA FALLS OH 44224 NONE PC UPGRADES AND RENOVATIONS TO 6930 CUYAHOGA VALLEY CONTRYSIDE 1403 W HINES HILL ROAD PENINSULA OH 44264 NONE PC EXPANSION OF MINI-MARKETS & 21000 COLLEGE NOW GREATER CLEVELAND 50 PUBLIC SQUARE CLEVELAND OH 44113 NONE PC COLLEGE ACCESS SERVICES IN 56000 BOYS AND GIRLS CLUB OF WESTERN OHIO 889 JONATHAN AVENUE AKRON OH 44306 NONE PC GENERAL OPERATIONS 86000 AKRON COMMUNITY SERVICE 150 CROSS STREET AKRON OH 44308 NONE PC CAPITAL GRANT 21000 SUMMIT METRO PARKD FOUNDATION 975 TREATY LINE ROAD AKRON OH 44313 NONE PC CAPITAL GRANT 10000 PHILANTHROPY OHIO 37 WEST BROAD STREET COLUMBUS OH 43215 NONE PC GENERAL OPERATIONS IN 2015 5000 ORIANA HOUSE 885 EAST BUCHTEL AVENUE AKRON OH 44305 NONE PC SUPPORT A FULL-TIME REENTRY 450 APOLLO'S FIRE THE CLEVELAND BAROQUE ORCHESTRA 3091 MAYFIELD ROAD CLEVELAND HEIGHTS OH 44118 NONE OPERATIONS IN SUMMIT CNTY 8500 FRIENDS OF WKSU 65 STEINER AVENUE AKRON OH 44301 NONE PC 2015 SPRING FUND DRIVE 1000 UNIVERSITY OF AKRON FOUNDATION INFOCISION STADIUM UNIVERSITY OF AKRON OH 44325 NONE PC ART BOMB BRIGADE - SYNAPSE 50000 SUMMIT COUNTY HISTORICAL COCIETY 550 COPLEY ROAD AKRON OH 44320 NONE PC 2ND INSTALLMENT OF GRANT 16000 WEST HILL NEIGHBORHOOD 220 SOUTH BALCH STREET AKRON OH 44302 NONE PC GENERAL OPERATIONS 4000 COMMUNITY HALL FOUNDATION 182 SOUTH MAIN STREET AKRON OH 44308 NONE PC 2017 GRANT AWARD 185000 CUYAHOGA VALLEY YOUTH BALLET PO BOX 3131 CUYAHOHA FALLS OH 44223 NONE PC REACH OUT AND DANCE 15000 ARTSNOW 60 S HIGH STREET AKRON OH 44326 NONE PC GENERAL SUPPORT 5300 ALCHEMY INC PO BOX 4041 COPLEY OH 44321 NONE PC GENERAL SUPPORT 45000 ASIAN SERVICES IN ACTION INC 730 CARROLL STREET AKRON OH 44304 NONE PC INTERNATIONAL COMMUNITY 66000 BUILDING FOR TOMORROW 100 WEST CEDAR STREET AKRON OH 44307 NONE PC 2017 GRANT AWARD 160000 BVU THE CENTER FOR NONPROFIT 1300 EAST NINTH STREET CLEVELAND OH 44114 NONE PC GENERAL OPERATIONS IN 26000 CHILD GUIDANCE & FAMILY SOLUTIONS 18 N FORGE STREET AKRON OH 44304 NONE PC GENERAL OPERATIONS OF THE 61000 CHILDREN'S CONCERT SOCIETY 198 HILL STREET AKRON OH 44325 NONE PX CONCERT HALL SERIES AND 10000 CITY OF AKRON 166 SOUTH HIGH STREET AKRON OH 44308 NONE PC 2015 HEINZ POLL SUMMER 750 COMMUNITY OUTREACH 2900 STATE ROAD UNIT 3 CUYAHOGA FALLS OH 44223 NONE PC 2017 GRANT AWARD 8000 DOWNTOWN AKRON PARTNERSHIP 103 SOUTH HIGH STREET AKRON OH 44308 NONE PC 2017 GRANT AWARD 80000 FAMILY AND COMMUNITY SERVICES 111 EAST VORLS STREET AKRON OH 44311 NONE PC MAY 2017 GRANT AWARD 60500 GREAT TRAIL COUNCIL BOY SCOUTS OF AMERICA 1601 SOUTH MAIN STREET AKRON OH 44301 NONE PC GENERAL OPERATIONS IN 26000 BROKEN CHAINS MINISTRY PO BOX 502 AKRON OH 44309 NONE PC MATCHING GIFT 14750 INFO LINE INC 703 SOUTH MAIN STREET AKRON OH 44311 NONE OC SUMMIT CNTY BASIC NEEDS 10000 JEWISH FAMILY SERVICE CENTER 750 WHITE POND DRIVE AKRON OH 44320 NONE PC GENERAL OPERATIONS IN 2017 20000 TRI-COUNTY JOBS FOR OHIO'S GRADUATES 55 EAST CUYAHOGA FALLS AVENUE AKRON OH 44310 NONE PC OPERATING SUPPORT IN 2017 50000 TUESDAY MUSICAL ASSOCIATION 1 SOUTH MAIN STREET AKRON OH 44308 NONE PC 2017 GRANT AWARD 49000 WEATHERVANE COMMUNITY PLAYHOUSE 1301 WEATHERVANE LANE AKRON OH 44313 NONE PC GENERAL OPERATIONS 46000 WOMEN'S NETWORK OF NORTHEAST OHIO PO BOX 13259 FAIRLAWN OH 44334 NONE PC LEADERSHIP TRAINING & PRO 20000 ACCESS INC 230 WEST MARKET STREET AKRON OH 44303 NONE PC RENOVATION & UPDATE OF 86350 AKRON CREATIVE INC 30 N HIGH STREET AKRON OH 44308 NONE PC CAPITAL GRANT FOR A SECOND 37500 BATTERED WOMEN'S SHELTER 974 EAST MARKET STREET AKRON OH 44305 NONE PC RENEW & RESTORE COMMUNITY 10500 COMMUNITY LEGAL AID SERVICES INC 150 CROSS ATREET AKRON OH 44311 NONE PC GENERAL OPERATING SUPPORT 25000 CUYAHOGA VALLEY PRESERVATION AND SCENIC RAILWAY ASSOC PO BOX 158 PENINSULA OH 44264 NONE PC RESTORE ST LUCIE SOUNDCAR 30000 TSNE MISSIONWORKS 89 SOUTH STREET AKRON OH 44320 NONE PC EARLY CHILDHOOD FUNDERS 7500 SALVATION ARMY SUMMIT CNTY AREA SERVICES 190 SOUTH MAPLE STREET AKRON OH 44302 NONE PC 2017 GRANT AWARD 169000 OHIO SHAKESPEARE FESTIVAL 103 S HIGH STREET AKRON OH 44308 NONE PC PRESIDENTIAL DISCRETIONARY 3000 SOUTH STREET MINISTRIES INC 130 W SOUTH STREET AKRON OH 44311 NONE PC GRANT FOR THE FRONT PORCH 45000 STAN HYWET HALL & GARDENS 714 NORTH PORTAGE PATH AKRON OH 44303 NONE PC CAPITAL GRANT FOR 30300 AKRON COMMUNITY FOUNDATION 345 WEST CEDAR STREET AKRON OH 443072407 NONE PC WOMEN'S ENDOWMENT FUND 25000 SUMMIT EDUCATION INITIATIVE 120 EAST MILL STREET AKRON OH 44308 NONE PC 2017 GRANT AWARD 202100 THE MIAMI FOUNDATION 40 NW 3RD STREET MIAMI FL 33128 NONE PC GENERAL OPERATIONS 14500 COMMUNITY INITIATIVES 759 W MARKET STREET AKRON OH 44303 NONE PC FISCAL SPONSOR FOR 15000 SOUND & VISION INC 750 HOWE AVENUE CUYAHOGA FALLS OH 44221 NONE PC CONFERENCE ROOM UPGRADE 14573 CRAFTY MART INC PO BOX 906023 CHARLOTTE NC 28290 NONE PC ANNUAL EDUCATOR CONFERENCE 8500 HAVEN OF REST MINISTRIES INC PO BOX 547 AKRON OH 44308 NONE PC GENERAL OPERATIONS 26500 GREATER SUMMIT COUNTY EARLY LEARNING CENTER 2141 PICKLE ROAD AKRON OH 44312 NONE PC SCOPE ACADEMY OPERATIONS 75000 LEADERSHIP AKRON 54 EAST MILL STREET AKRON OH 44308 NONE PC FOUNDER SOCIETY IMPACT 55000 FUND FOR OUR ECONOMIC FUTURE 570 EAST WATERLOO ROAD AKRON OH 44319 NONE PC GENERAL OPERATIONS FOR 2016 563333 SUMMIT WORKFORCE SOLUTIONS 1041 E TALLMADGE AVENUE AKRON OH 44310 NONE PC IMPLEMENTATION OF TALENT 80500 SUMMIT EDUCATION INITIATIVE 120 EAST MILL STREET AKRON OH 44308 NONE PC MATCHING GRANT 1000 OHIO LIVING HOLDINGS 1001 KINGSMILL PARKWAY COLUMBUS OH 43229 NONE PC 2017 GRANT AWARD 11000 MATURE SERVICES INC 415 SPORTAGE PATH AKRON OH 44320 NONE PC 2017 GRANT AWARD 26000 LET'S GROW AKRON 467 HARVEY AVENUE AKRON OH 44314 NONE PC GENERAL OPERATIONS 2017 26000 BME COMMUNITY AKRON 140 E MARKET STREET AKRON OH 44308 NONE PC PRESIDENTIAL DISCRETIONARY 5000 HISPANIC MINISTRIES OF TUSCARAWAS COUNTY 701 WALNUT AVENUE NE CANTON OH 44702 NONE PC PROYECTO RAICES IN 2015-16 7500 GREAT LAKES THEATRE FESTIVAL INC 1501 EUCLID AVENUE CLEVELAND OH 44115 NONE PC SUPPORT OF STUDENT MATINEES 10000 FOUNDATION CENTER - CLEVELAND 1422 EUCLID AVENUE CLEVELAND OH 44115 NONE PC GENERAL OPERATIONS 2015-16 10000 CENTER FOR APPLIED THEATRE 220 SOUTH BALCH STREET AKRON OH 44302 NONE PC FOR DRAMA & AUTISM 2500 CENTRAL SUMMIT COUNTY CHORAL 50 S MAIN STREET AKRON OH 44308 NONE PC GENERAL OPERATIONS 2015-16 25000 BATTERED WOMEN'S SHELTER 974 EAST MARKET STREET AKRON OH 44305 NONE PC SHELTER/RAPE CRISIS CENTER 70000 AKRON COMMUNITY FOUNDATION 345 WEST CEDAR STREET AKRON OH 44307 NONE PC MATCHING GIFT FOR THE 162150 AKRON DEVELOPMENT CORP 135 S BROADWAY STREET AKRON OH 44308 NONE PC CREATION OF AN ECONOMIC 150000 TRULY REACHING YOU 587 BAIRD STREET AKRON OH 44311 NONE PC GENERAL OPERATIONS 36750 PROJECT LEARN OF SUMMIT COUNTY 60 S HIGH STREET AKRON OH 44326 NONE PC GENERAL OPERATIONS 51000 AKRON AREA YMCA 50 S MAIN STREET AKRON OH 44308 NONE PC NEIGHBORHOOD LEADERSHIP 20000 LAWRENCE SCHOOL 1551 E WALLINGS ROAD BROADVIEW HEIGHTS OH 44147 NONE PC FUND A NEED STUDENT 26000 GLOBAL TIES AKRON 120 E MILL STREET AKRON OH 44308 NONE PC AKRON CITY REPAIR 15000 CUYAHOGA FALLS CITY SCHOOLS 431 STOW AVENUE CUYAHOGA FALLS OH 44221 NONE PC GENERAL SUPPORT 72650 HUDSON CITY SCHOOLS 2400 HUDSON AURORA ROAD HUDSON OH 44236 NONE PC ELLSWORTH HIL PATHWAYS TO 48230 NATIONAL INVENTORS HALL OF FAME 600 DULANY STREET ALEXANDRIA VA 22314 NONE PC GENERAL SUPPORT 1000 CHRIST CHILD SOCIETY OF AKRON PO BOX 5855 AKRON OH 44372 NONE PC CLOTHING CENTER IN THE 2017 25000 ROTARY CAMP FOR CHILDREN WITH SPECIAL NEEDS 4460 REX LAKE DRIVE AKRON OH 44319 NONE PC FOR CAMPERSHIPS IN 2017 5000 CASCADE LOCKS PARK ASSOCIATION 248 FERNDALE STREET AKRON OH 44304 NONE PC GENERAL OPERATIONS 985 CLEVELAND MODERN DANCE 13110 SHAKER BLVE CLEVELAND OH 44120 NONE PC 2017 GRANT AWARD 3500 OPPORTUNITY PARISH ECUMENICAL 941 PRINCETON STREET AKRON OH 44311 NONE PC GENERAL OPERATIONS 85500 TORCHBEARERS PO BOX1443 AKRON OH 44309 NONE PC PRESIDENTIAL DISCRETIONARY 7500 SUMMA HEALTH SYSTEM 525 EAST MARKET STREET AKRON OH 44304 NONE PC MATCHING GIFT 600 FRIENDS OF 913 4536 N 25TH ROAD ARLINGTON VA 22207 NONE PC CHALLENGE GRANT 10000 NORTHEAST OHIO COUNCIL ON 1422 EUCLID AVENUE CLEVELAND OH 44115 NONE PC ARTS/HUMANITIES CAREER FAIR 1000 VICTIM ASSISTANCE PROGRAM 150 FURNACE ROAD AKRON OH 44304 NONE PC CAPITAL GRANT FOR BUILDING 1000 AKRON INNER CITY SOCCER CLUB PO BOX 5300 AKRON OH 44334 NONE PC PRESIDENTIAL DISCRETIONARY 1000 AKRON REGIONAL DEVELOPMENT BOARD ONE HOLY CROSS BLVD AKRON OH 44306 NONE PC FOR PLANNING EFFORTS 50000 MA'SUE PRODUCTIONS 220 S BALCH STREET AKRON OH 44302 NONE PC PRESIDENTIAL DISCRETIONARY 1000 AKRON SOUL TRAIN 121 SOUTH MAIN STREET AKRON OH 44308 NONE PC 2017 GRANT AWARD 25000 NORTON CITY SCHOOLS 4128 S CLEVELAND-MASSILLON RD NORTON OH 44203 NONE PC PRIMARY ELEMENTARY STEAM 14930 UNITED DISABILITY SERVICES INC 701 SOUTH MAIN STREET AKRON OH 443111019 NONE PC CAPITAL GRANT 25000 GIRLS ON THE RUN NORTHEAST OHIO 140 E MARKET STREET AKRON OH 44308 NONE PC GENERAL OPERATIONS 5000 CROWN POINT ECOLOGY CENTER 3220 IRA ROAD BATH OH 44210 NONE PC PROFESSIONAL DEVELOPMENT 1000 PROYECTO RAICES 44 UNIVERSITY AVENUE AKRON OH 44308 NONE PC PROGRAM SUPPORT IN 2017 1000 LINKS COMMUNITY & FAMILY 733 WEST MARKET STREET AKRON OH 44303 NONE PC SUPPORT OF AFTERSCHOOL 20000 BRIGHT STAR BOOKS 120 EAST MILL STREET AKRON OH 44308 NONE PC GENERAL SUPPORT 1000 6206981 RECOVERY OF GRANTS 41828 14 2276941 16 28121 6557 18 7774429 ANHEUSER BUSCH INB 14 116 BASF SE SPONSORED 14 2638 BAYER A G SPONSORE 14 2230 BMW EXCH 7/1/16 14 3583 DAIMLER AG ADR TER 14 5471 ING GROEP N V SPON 14 349 NESTLE S A SPONSOR 14 125 ROYAL DUTCH SHELL 14 424 SIEMENS AG SPONSOR 14 413 PRIVATE EQUITY PAR 14 4896 MSREF VI OFFSHORE 14 210337 BPEA SMALL BUYOUT 14 63343 BPEA III, LP 1 UNI 14 1228 ACCOR SA ISIN FR00 14 23 DANONE SEDOL B1Y9T 14 30 FEDERAL TAX REFUND 14 3067 ASML HOLDING NV-NY 14 695 CORE LABORATORIES 14 25 10385041 41828 10426869 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 52546 52546 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 2437 M27 27 409 15 LAP TOP COMPUTE 2012-01-01 15450 15450 M3 3 277 EAST MILL STRE 2015-01-09 3792570 190576 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 12925194 13000533 FILING SYSTEM 5599 5506 93 FURNITURE 149599 79787 69812 RUGS 6668 3557 3111 AV EQUIPMENT 122881 65536 57345 A/C UNIT FOR AV CL 6420 3281 3139 FURNITURE 2783 1391 1392 LOFT 11250 2846 8404 15 LAP TOP COMPUTE 15450 15450 277 EAST MILL STRE 3792570 287817 3504753 MUTUAL FUNDS - FIXED AT COST 6373391 6187554 MUTUAL FUNDS - EQUITY AT COST 16367372 20095060 LIMITED PARTNERSHIPS AT COST 24973792 29934542 MBS, CMO, ASSET BACKED AT COST 2527791 2516654 MAI WEALTH DIVIDEND STRATEGY 4832498 4832498 6223412 PARTNERSHIP COST BASIS ADJUSTMENT 137029 POSTED IN CURRENT YR FOR PRIOR YR 16763 ROUNDING ADJ FOR SALES AND TRANSACTIONS 24 STATE FILING FEES 200 0 200 MEMBERSHIP RENEWAL FEES 12500 0 12500 GRANTMAKING FEES 24121 0 24121 OFFICE EXPENSES 344000 0 344000 LIABILITY INSURANCE FEES 35203 0 35203 MISCELLANEOUS FEES OR EXPENSES 40594 0 0 ADR SERVICE FEES 18225 18225 0 NON-PNC CONSULTING FEES 108708 0 108708 PARTNERSHIP - EXPENSE 303385 0 PARTNERSHIP - FOREIGN TAX PAID 6 0 ANHEUSER BUSCH INBEV SPONSORED ADR 116 116 BASF SE SPONSORED ADR 2638 2638 BAYER A G SPONSORED ADR 2230 2230 BMW EXCH 7/1/16 3583 3583 DAIMLER AG ADR TERM 07/21/17 @ $72.292 P 5471 5471 ING GROEP N V SPONSORED ADR 349 349 NESTLE S A SPONSORED ADR REPSTG REG SH 125 125 NEXTERA 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