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USA TREASURY NOTES 02.250% DUE 01/31/2015 2015-01-31 655000 655000 1240000. USA TREASURY NOTES 00.250% DUE 01/31/2015 2013-06-07 2015-01-31 1240000 1240000 3314.15 CS FIRST BOSTON MTG SEC CORP SERIES 2005-C6 CLASS A4 2006-02-14 2015-02-01 3314 3276 38 38 397. ALLEGHENY TECHNOLOGIES INC 2013-06-26 2015-02-02 11465 10525 940 940 20000. BORGWARNER INC SR UNSEC 2015-02-02 22362 19711 2651 2651 55000. REINSURANCE GRP OF AMER SR NTS 2010-07-01 2015-02-02 65004 56701 8303 8303 15000. REINSURANCE GRP OF AMER SR NTS 2014-08-27 2015-02-02 17728 17504 224 224 70. BENCHMARK ELECT 2015-02-03 1615 1730 -115 -115 210. BENCHMARK ELECT 2015-02-03 4950 5166 -216 -216 70. BENCHMARK ELECT 2014-06-19 2015-02-03 1642 1721 -79 -79 20000. BORGWARNER INC SR UNSEC 2011-01-05 2015-02-03 22287 19624 2663 2663 230. TESORO CORP 2011-08-09 2015-02-03 19543 4501 15042 15042 30. AEGERION PHARMACEUTICALS INC 2014-02-03 2015-02-04 719 1752 -1033 -1033 760. CADENCE DESIGN SYSTEMS INC 2009-05-22 2015-02-04 13819 4316 9503 9503 125. DAKTRONICS INC 2015-02-04 1594 1394 200 200 70. RUCKUS WIRELESS INC 2013-09-06 2015-02-04 718 1075 -357 -357 170. RUCKUS WIRELESS INC 2013-09-06 2015-02-04 1742 2612 -870 -870 400. TRONOX LTD SEDOL B883PF6 2015-02-04 8415 8353 62 62 70. AEGERION PHARMACEUTICALS INC 2014-02-03 2015-02-05 1707 4089 -2382 -2382 60. AEGERION PHARMACEUTICALS INC 2014-02-03 2015-02-05 1487 3505 -2018 -2018 260. CADENCE DESIGN SYSTEMS INC 2009-05-22 2015-02-05 4428 1476 2952 2952 60. COHERUS BIOSCIENCES INC 2014-11-06 2015-02-05 1409 766 643 643 600. COHERUS BIOSCIENCES INC 2015-02-05 14029 7658 6371 6371 530. COHERUS BIOSCIENCES INC 2014-11-06 2015-02-05 12468 6757 5711 5711 75. DAKTRONICS INC 2013-10-02 2015-02-05 949 836 113 113 2810. GILEAD SCIENCES INC COM 2014-05-05 2015-02-05 275199 224148 51051 51051 240. RUCKUS WIRELESS INC 2013-09-06 2015-02-05 2426 3687 -1261 -1261 445. SEACOR HOLDINGS INC 2015-02-05 33178 36120 -2942 -2942 90. SEACOR HOLDINGS INC 2013-08-23 2015-02-05 6710 7680 -970 -970 130. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2013-09-24 2015-02-05 3549 3067 482 482 32. TRONOX LTD SEDOL B883PF6 2012-12-19 2015-02-05 672 616 56 56 368. TRONOX LTD SEDOL B883PF6 2012-12-19 2015-02-05 7751 7087 664 664 290. RENTRAK CORP 2015-02-06 15111 21353 -6242 -6242 60. RENTRAK CORP 2015-02-06 3015 4283 -1268 -1268 10000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2009-05-26 2015-02-06 13703 10104 3599 3599 30. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2013-09-24 2015-02-06 812 708 104 104 60. BENCHMARK ELECT 2014-06-19 2015-02-09 1376 1475 -99 -99 1050. JETBLUE AIRWAYS 2014-07-01 2015-02-09 17130 11580 5550 5550 60. JETBLUE AIRWAYS 2014-07-01 2015-02-09 988 662 326 326 70. JETBLUE AIRWAYS 2014-07-01 2015-02-09 1145 772 373 373 170. RENTRAK CORP 2015-02-09 9131 12099 -2968 -2968 20. RENTRAK CORP 2015-01-14 2015-02-09 1072 1414 -342 -342 12000. TOLEDO EDISON COMPANY 1ST MTG 2010-12-13 2015-02-09 14513 13340 1173 1173 55000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2015-02-09 54366 52962 1404 1404 100. CAESARSTONE LTD SEDOL B796245 2014-05-30 2015-02-09 6416 4550 1866 1866 140. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2013-09-24 2015-02-09 3719 3303 416 416 .477 BANCO SANTANDER S A ADR 2004-08-09 2015-02-10 3 5 -2 -2 130. RUCKUS WIRELESS INC 2013-09-06 2015-02-10 1364 1997 -633 -633 1. SCHERING-PLOUGH CORP 2001-01-01 2015-02-10 11302 25 11277 11277 300. SHUTTERFLY INC 2015-02-10 13689 15661 -1972 -1972 240. SHUTTERFLY INC 2013-10-08 2015-02-10 10953 12490 -1537 -1537 200. CAESARSTONE LTD SEDOL B796245 2014-05-30 2015-02-10 12848 9100 3748 3748 60. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2013-09-24 2015-02-10 1606 1415 191 191 420. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-02-10 11033 9906 1127 1127 60. RUCKUS WIRELESS INC 2013-09-06 2015-02-11 622 922 -300 -300 60. RUCKUS WIRELESS INC 2014-03-07 2015-02-11 622 921 -299 -299 15000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2012-04-19 2015-02-11 18610 16783 1827 1827 40000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2015-02-02 2015-02-11 49627 52495 -2868 -2868 200. CAESARSTONE LTD SEDOL B796245 2015-02-11 12241 2629 9612 9612 110. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2013-11-21 2015-02-11 3568 2582 986 986 240. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-02-11 7731 5575 2156 2156 50. BENCHMARK ELECT 2014-06-19 2015-02-12 1145 1229 -84 -84 20. BENCHMARK ELECT 2014-06-19 2015-02-12 458 492 -34 -34 460. GANNETT INC 2014-09-24 2015-02-12 15992 14062 1930 1930 220. SHUTTERFLY INC 2013-06-11 2015-02-12 10345 11281 -936 -936 310. SHUTTERFLY INC 2013-06-11 2015-02-12 14573 15896 -1323 -1323 120. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2013-11-15 2015-02-12 3853 2780 1073 1073 120. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2013-11-15 2015-02-12 3862 2780 1082 1082 300. TRONOX LTD SEDOL B883PF6 2012-12-27 2015-02-12 6608 5622 986 986 1810. AMERICAN EXPRESS CO 2010-07-09 2015-02-13 141387 76715 64672 64672 300. BENCHMARK ELECT 2015-02-13 6868 7373 -505 -505 90. BENCHMARK ELECT 2015-02-13 2060 2209 -149 -149 200. BLUCORA INC 2014-10-29 2015-02-13 2809 3323 -514 -514 334. CARRIZO OIL & GAS INC 2014-12-31 2015-02-13 17514 13969 3545 3545 191. CARRIZO OIL & GAS INC 2015-02-13 10015 7942 2073 2073 342. DELEK US HOLDINGS INC 2014-06-04 2015-02-13 11171 10501 670 670 240. RUCKUS WIRELESS INC 2014-03-07 2015-02-13 2538 3682 -1144 -1144 120. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2013-11-15 2015-02-13 3835 2780 1055 1055 200. TRONOX LTD SEDOL B883PF6 2015-02-13 4553 3732 821 821 120. BENCHMARK ELECT 2015-02-17 2757 2943 -186 -186 30000. COMCAST CORP UNSC 2013-01-08 2015-02-17 31713 29748 1965 1965 248. DELEK US HOLDINGS INC 2015-02-17 8071 7535 536 536 410. RUCKUS WIRELESS INC 2015-02-17 4297 6244 -1947 -1947 100. WELLCARE HEALTH PLANS, INC. 2014-03-07 2015-02-17 8200 6152 2048 2048 120. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2013-11-15 2015-02-17 3835 2780 1055 1055 400. APPLE INC 2013-06-25 2015-02-18 51268 22947 28321 28321 .1 ORBITAL ATK INC-W/I 2013-04-01 2015-02-18 6 4 2 2 120. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-02-18 3835 2747 1088 1088 300. APPLE INC 2013-06-25 2015-02-19 38586 17210 21376 21376 490. B & G FOODS INC 2015-02-19 14246 14512 -266 -266 310. B & G FOODS INC 2015-02-19 9002 9104 -102 -102 410. B & G FOODS INC 2015-02-19 11926 11925 1 1 180. B & G FOODS INC 2015-02-19 5216 5217 -1 -1 220. TESORO CORP 2011-08-09 2015-02-19 19770 4305 15465 15465 250. B & G FOODS INC 2015-02-20 7042 7240 -198 -198 90. B & G FOODS INC 2012-10-23 2015-02-20 2542 2606 -64 -64 20. B & G FOODS INC 2012-10-23 2015-02-20 565 579 -14 -14 190. B & G FOODS INC 2012-10-23 2015-02-20 5358 5501 -143 -143 300. BENCHMARK ELECT 2015-02-20 6954 7346 -392 -392 253. BLOCK H & R INC 2015-02-20 8787 7615 1172 1172 337. BLOCK H & R INC 2015-02-20 11688 10108 1580 1580 1300. PRECISION DRILLING STOCK 2014-10-29 2015-02-20 8159 11108 -2949 -2949 250. RUCKUS WIRELESS INC 2015-02-20 2821 3762 -941 -941 30. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2013-12-27 2015-02-20 966 684 282 282 140. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-02-20 4494 3182 1312 1312 300. TRONOX LTD SEDOL B883PF6 2015-02-20 6629 5564 1065 1065 260. B & G FOODS INC 2015-02-23 7409 7508 -99 -99 100. BENCHMARK ELECT 2015-02-23 2324 2446 -122 -122 970. BLOCK H & R INC 2014-01-13 2015-02-23 33798 28962 4836 4836 20. PROTHENA CORP PLC SEDOL B91XRN2 2014-04-29 2015-02-23 596 624 -28 -28 60. PROTHENA CORP PLC SEDOL B91XRN2 2015-02-23 1796 1845 -49 -49 170. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2015-02-23 5442 3830 1612 1612 120. B & G FOODS INC 2012-10-22 2015-02-24 3382 3450 -68 -68 140. B & G FOODS INC 2015-02-24 3942 4018 -76 -76 270. BENCHMARK ELECT 2015-02-24 6289 6594 -305 -305 3680. CUMULUS MEDIA INC CL A 2015-02-24 13984 18448 -4464 -4464 670. EOG RES INC 2014-07-09 2015-02-24 61471 77509 -16038 -16038 1620. EOG RES INC 2013-05-28 2015-02-24 148632 106060 42572 42572 35000. GOLDMAN SACHS GROUP INC SR NOTES 2014-03-27 2015-02-24 39824 38595 1229 1229 210. RUCKUS WIRELESS INC 2014-03-10 2015-02-24 2318 3140 -822 -822 10. RUCKUS WIRELESS INC 2014-01-15 2015-02-24 110 146 -36 -36 20. RUCKUS WIRELESS INC 2014-01-15 2015-02-24 223 293 -70 -70 160. B & G FOODS INC 2015-02-25 4597 4483 114 114 270. B & G FOODS INC 2015-02-25 7659 7563 96 96 110. BENCHMARK ELECT 2015-02-25 2584 2684 -100 -100 120. BENCHMARK ELECT 2014-06-16 2015-02-25 2822 2924 -102 -102 650. JUNIPER NETWORKS INC 2014-10-16 2015-02-25 15930 12449 3481 3481 1100. MWI VETERINARU SUPPLY INC 2015-02-25 209000 120811 88189 88189 120. RUCKUS WIRELESS INC 2015-02-25 1348 1754 -406 -406 890. STARZ - SERIES A 2013-02-12 2015-02-25 29346 16110 13236 13236 65. TESCO CORP 2014-12-22 2015-02-25 677 837 -160 -160 340. TESCO CORP 2015-02-25 3537 4348 -811 -811 70000. USA TREASURY NOTES 01.250% DUE 08/31/2015 2014-09-12 2015-02-25 70396 70404 -8 -8 140. B & G FOODS INC 2015-02-26 3960 3921 39 39 240. BENCHMARK ELECT 2015-02-26 5674 5847 -173 -173 2060. EASTMAN CHEM CO 2014-06-02 2015-02-26 155225 183194 -27969 -27969 90. NATIONAL GENERAL HLDGS 2015-01-14 2015-02-26 1667 1669 -2 -2 15. TESCO CORP 2014-12-24 2015-02-26 155 191 -36 -36 53. TESCO CORP 2015-02-26 567 673 -106 -106 328. LYONDELLBASELL INDUSTRIES N.V. ISIN NL0009434992 SEDOL B3SPXZ3 2015-02-26 28462 37411 -8949 -8949 852. LYONDELLBASELL INDUSTRIES N.V. ISIN NL0009434992 SEDOL B3SPXZ3 2015-02-26 73758 96380 -22622 -22622 290. B & G FOODS INC 2015-02-27 8292 8116 176 176 240. BENCHMARK ELECT 2015-02-27 5650 5833 -183 -183 290. CORNERSTONE ONDEMAND INC 2015-02-27 9390 15373 -5983 -5983 100. CORNERSTONE ONDEMAND INC 2015-02-27 3188 5278 -2090 -2090 2800. EXXON MOBIL CORP 2013-01-18 2015-02-27 248310 252980 -4670 -4670 130. NATIONAL GENERAL HLDGS 2015-01-14 2015-02-27 2416 2410 6 6 100. RUCKUS WIRELESS INC 2014-01-13 2015-02-27 1241 1453 -212 -212 125. TESCO CORP 2015-02-27 1329 1549 -220 -220 123. TESCO CORP 2015-01-05 2015-02-27 1289 1503 -214 -214 400. TRONOX LTD SEDOL B883PF6 2015-02-27 8619 7395 1224 1224 200. TRONOX LTD SEDOL B883PF6 2013-02-07 2015-02-27 4279 3695 584 584 5547.69 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2015-02-28 5548 5995 -447 -447 2076.85 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2015-02-28 2077 2174 -97 -97 4165.87 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2015-02-28 4166 4333 -167 -167 4352.83 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2015-02-28 4353 4388 -35 -35 1474.83 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2015-02-28 1475 1538 -63 -63 3476.69 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2015-02-28 3477 3659 -182 -182 3819.97 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2015-02-28 3820 4015 -195 -195 1332.95 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2015-02-28 1333 1402 -69 -69 2866.27 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2015-02-28 2866 2970 -104 -104 572.48 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2015-02-28 572 599 -27 -27 3177.87 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2015-02-28 3178 3188 -10 -10 154.04 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2015-02-28 154 155 -1 -1 203.45 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2015-02-28 203 207 -4 -4 109.97 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2015-02-28 110 111 -1 -1 3015.27 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2015-02-28 3015 3033 -18 -18 236.37 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2015-02-28 236 229 7 7 280.13 FEDERAL NATL MTG ASSN POOL 755535 2004-01-22 2015-02-28 280 286 -6 -6 29.44 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2015-02-28 29 29 4401.03 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2015-02-28 4401 4581 -180 -180 1344.11 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2015-02-28 1344 1327 17 17 1933.86 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2015-02-28 1934 2033 -99 -99 4697.09 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2015-02-28 4697 4988 -291 -291 3423.03 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2015-02-28 3423 3433 -10 -10 2313.3 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2015-02-28 2313 2409 -96 -96 3183.54 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2015-02-28 3184 3428 -244 -244 2252.79 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2015-02-28 2253 2315 -62 -62 3637.35 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2015-02-28 3637 3858 -221 -221 2627.36 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2015-02-28 2627 2713 -86 -86 2213.58 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2015-02-28 2214 2245 -31 -31 3211.93 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2015-02-28 3212 3458 -246 -246 4126.92 GOVT NATL MTG ASSN I POOL 724258 2010-03-24 2015-02-28 4127 4159 -32 -32 777.92 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2015-02-28 778 837 -59 -59 3997.77 CS FIRST BOSTON MTG SEC CORP SERIES 2005-C6 CLASS A4 2006-02-14 2015-03-01 3998 3952 46 46 820. ALLY FINANCIAL INC 2014-06-23 2015-03-02 16519 20539 -4020 -4020 60. B & G FOODS INC 2012-08-14 2015-03-02 1729 1679 50 50 10. B & G FOODS INC 2012-08-14 2015-03-02 284 280 4 4 240. BENCHMARK ELECT 2015-03-02 5670 5821 -151 -151 455. CIT GROUP INC 2015-03-02 21068 17712 3356 3356 80. CORNERSTONE ONDEMAND INC 2015-03-02 2537 4213 -1676 -1676 140. CORNERSTONE ONDEMAND INC 2015-03-02 4440 5364 -924 -924 50. CORNERSTONE ONDEMAND INC 2014-08-07 2015-03-02 1583 1913 -330 -330 210. CORNERSTONE ONDEMAND INC 2014-08-07 2015-03-02 6633 8033 -1400 -1400 60. NATIONAL GENERAL HLDGS 2015-01-14 2015-03-02 1121 1112 9 9 280. NATIONAL GENERAL HLDGS 2015-01-14 2015-03-02 5231 5191 40 40 945. OSHKOSH CORPORATION CLASS B 2015-03-02 44514 44502 12 12 270. RUCKUS WIRELESS INC 2015-03-02 3288 3869 -581 -581 2. TESCO CORP 2015-01-05 2015-03-02 21 24 -3 -3 2. TESCO CORP 2015-01-05 2015-03-02 21 24 -3 -3 150. BENCHMARK ELECT 2015-03-03 3556 3620 -64 -64 2300. CUMULUS MEDIA INC CL A 2013-10-09 2015-03-03 7835 11500 -3665 -3665 390. CUMULUS MEDIA INC CL A 2013-10-09 2015-03-03 1344 1950 -606 -606 170. CUMULUS MEDIA INC CL A 2013-10-09 2015-03-03 569 850 -281 -281 490. CUMULUS MEDIA INC CL A 2013-10-09 2015-03-03 1709 2450 -741 -741 360. NATIONAL GENERAL HLDGS 2015-01-14 2015-03-03 6752 6674 78 78 300. NUTRI/SYSTEM INC 2015-03-03 5859 3984 1875 1875 200. QUANEX BUILDING PRODUCTS 2015-03-03 4052 3638 414 414 1. TESCO CORP 2015-01-05 2015-03-03 11 12 -1 -1 1. AMERICAN INTERNATIONAL GROUP INC 2001-01-01 2015-03-04 750 25 725 725 1. AMERICAN INTERNATIONAL GROUP INC 2001-01-01 2015-03-04 235 25 210 210 220. BENCHMARK ELECT 2014-11-06 2015-03-04 5200 5301 -101 -101 40. NATIONAL GENERAL HLDGS 2015-01-14 2015-03-04 744 742 2 2 100. NATIONAL GENERAL HLDGS 2015-01-14 2015-03-04 1869 1854 15 15 3. TESCO CORP 2015-01-05 2015-03-04 32 37 -5 -5 1. TESCO CORP 2015-01-05 2015-03-04 11 12 -1 -1 280. BENCHMARK ELECT 2015-03-05 6649 6741 -92 -92 70. NATIONAL GENERAL HLDGS 2015-01-14 2015-03-05 1294 1298 -4 -4 100. SANOFI SPONSORED ADR 2014-02-05 2015-03-05 4848 4848 360. SANOFI SPONSORED ADR 2014-08-11 2015-03-05 17451 18778 -1327 -1327 2. TESCO CORP 2015-01-05 2015-03-05 21 24 -3 -3 100. NATIONAL GENERAL HLDGS 2015-01-14 2015-03-06 1826 1854 -28 -28 273. TRIBUNE MEDIA CO 2015-03-06 17785 21158 -3373 -3373 66. TRIBUNE MEDIA CO 2014-09-23 2015-03-06 4316 4622 -306 -306 131. TRIBUNE MEDIA CO 2014-09-23 2015-03-06 8603 9173 -570 -570 17985.612 LAZARD DIVERSIFIED STRATEGIES FD LAZARD ALTENATIVE INVESTMEN 2004-08-02 2015-03-06 3000000 2091936 908064 908064 300. ARIAD PHARMACEUTICALS INC 2015-03-09 2399 2347 52 52 130. BENCHMARK ELECT 2015-03-09 3033 3119 -86 -86 10. NATIONAL GENERAL HLDGS 2015-01-14 2015-03-09 181 185 -4 -4 460. SHUTTERFLY INC 2015-03-09 21987 23512 -1525 -1525 100. SHUTTERFLY INC 2015-03-09 4771 5079 -308 -308 130. BENCHMARK ELECT 2014-11-07 2015-03-10 2991 3116 -125 -125 70. NATIONAL GENERAL HLDGS 2015-01-14 2015-03-10 1228 1298 -70 -70 240. SHUTTERFLY INC 2013-06-12 2015-03-10 11349 12164 -815 -815 50. SHUTTERFLY INC 2013-06-12 2015-03-10 2362 2534 -172 -172 220. BENCHMARK ELECT 2015-03-11 5033 5259 -226 -226 90. BENCHMARK ELECT 2014-11-05 2015-03-11 2064 2151 -87 -87 20. NATIONAL GENERAL HLDGS 2014-05-22 2015-03-11 346 299 47 47 110. NATIONAL GENERAL HLDGS 2014-05-22 2015-03-11 1910 1643 267 267 50. SHUTTERFLY INC 2013-06-12 2015-03-11 2344 2534 -190 -190 260. SHUTTERFLY INC 2015-03-11 12221 12485 -264 -264 100. THESTREET COM INC 2014-02-24 2015-03-11 196 291 -95 -95 200. DELEK US HOLDINGS INC 2015-03-12 7282 6007 1275 1275 80. NATIONAL GENERAL HLDGS 2014-05-22 2015-03-12 1436 1195 241 241 40. OIL STATES INTERNATIONAL INC 2014-05-06 2015-03-12 1680 2262 -582 -582 25. OIL STATES INTERNATIONAL INC 2014-05-06 2015-03-12 1050 1414 -364 -364 1275. OIL STATES INTERNATIONAL INC 2015-03-12 53511 20978 32533 32533 215. OIL STATES INTERNATIONAL INC 2015-03-12 9023 12152 -3129 -3129 480. SHUTTERFLY INC 2014-02-07 2015-03-12 22891 21031 1860 1860 25. THESTREET COM INC 2014-02-24 2015-03-12 48 73 -25 -25 50. THESTREET COM INC 2015-03-12 97 139 -42 -42 40840.279 LAZARD ALTERNATIVE STRATEGIES 1099 FUND 2014-01-01 2015-03-12 4108938 4065010 43928 43928 150. DELEK US HOLDINGS INC 2014-05-15 2015-03-13 5405 4500 905 905 100. GULFPORT ENERGY CORP NEW 2013-02-01 2015-03-13 4460 4140 320 320 10. GULFPORT ENERGY CORP NEW 2013-02-01 2015-03-13 444 414 30 30 160. NATIONAL GENERAL HLDGS 2014-05-22 2015-03-13 2856 2390 466 466 140. SILICON MOTION TECHNOL ADR 2015-01-27 2015-03-13 3728 3808 -80 -80 60000. SPEEDWAY MOTORSPORTS INC CALL 02/01/2015 @ 103.375 COGT 2013-10-11 2015-03-13 62025 62025 50. THESTREET COM INC 2014-02-21 2015-03-13 98 139 -41 -41 25000. LEAR CORP CO GUARNT CALL 03/15/15 @100 2014-04-11 2015-03-15 26016 26016 890000. USA TREASURY NOTES 00.375% DUE 03/15/2015 2015-03-15 890000 890000 123. GULFPORT ENERGY CORP NEW 2013-02-01 2015-03-16 5496 5093 403 403 52. GULFPORT ENERGY CORP NEW 2013-02-01 2015-03-16 2335 2153 182 182 380. LPL FINANCIAL HOLDINGS INC 2015-03-16 17444 15410 2034 2034 69. OSHKOSH CORPORATION CLASS B 2015-03-16 3270 2875 395 395 80. OSHKOSH CORPORATION CLASS B 2015-03-16 3791 3725 66 66 521. OSHKOSH CORPORATION CLASS B 2015-03-16 24630 21287 3343 3343 680. LPL FINANCIAL HOLDINGS INC 2015-03-17 31243 27420 3823 3823 150. LPL FINANCIAL HOLDINGS INC 2015-03-17 6900 6028 872 872 160. LPL FINANCIAL HOLDINGS INC 2013-10-21 2015-03-17 7337 6419 918 918 50. NATIONAL GENERAL HLDGS 2014-05-22 2015-03-17 901 747 154 154 75. THESTREET COM INC 2014-02-21 2015-03-17 137 208 -71 -71 25. THESTREET COM INC 2014-03-18 2015-03-17 46 69 -23 -23 200. THESTREET COM INC 2015-03-17 365 547 -182 -182 235. TRIBUNE MEDIA CO 2015-03-17 16388 15638 750 750 65000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2015-03-17 63786 61639 2147 2147 700. VAALCO ENERGY INC 2015-03-17 2516 4774 -2258 -2258 1100. VAALCO ENERGY INC 2015-03-17 3907 7441 -3534 -3534 159. INTREPID POTASH INC 2012-05-25 2015-03-18 1819 3133 -1314 -1314 219. INTREPID POTASH INC 2012-05-25 2015-03-18 2513 4316 -1803 -1803 222. INTREPID POTASH INC 2012-05-25 2015-03-18 2569 4375 -1806 -1806 190. LPL FINANCIAL HOLDINGS INC 2013-10-21 2015-03-18 8632 7623 1009 1009 140. LPL FINANCIAL HOLDINGS INC 2013-10-21 2015-03-18 6430 5617 813 813 150. NATIONAL GENERAL HLDGS 2015-03-18 2661 2240 421 421 75. THESTREET COM INC 2014-03-17 2015-03-18 137 203 -66 -66 925. INTREPID POTASH INC 2015-03-19 10452 18218 -7766 -7766 10. NATIONAL GENERAL HLDGS 2014-05-22 2015-03-19 178 149 29 29 490. NATIONAL GENERAL HLDGS 2014-05-22 2015-03-19 8726 7316 1410 1410 190. SILICON MOTION TECHNOL ADR 2015-01-27 2015-03-19 5112 5168 -56 -56 420. WESTERN DIGITAL CORP 2014-09-30 2015-03-19 41609 40902 707 707 1360. WESTERN DIGITAL CORP 2013-05-03 2015-03-19 134733 78186 56547 56547 635. 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DIAMONDROCK HOSPITALITY CO REIT 2014-03-27 2015-03-25 2887 2349 538 538 130. JETBLUE AIRWAYS 2014-08-05 2015-03-25 2483 1420 1063 1063 380. JETBLUE AIRWAYS 2014-08-05 2015-03-25 7275 4152 3123 3123 220. JETBLUE AIRWAYS 2014-08-05 2015-03-25 4220 2404 1816 1816 210. SILICON MOTION TECHNOL ADR 2015-01-27 2015-03-25 5634 5712 -78 -78 270. SKYWORKS SOLUTIONS INC COM 2014-04-17 2015-03-25 25741 9744 15997 15997 1100. SKYWORKS SOLUTIONS INC COM 2015-03-25 104869 40370 64499 64499 100. SUMMIT HOTEL PROPERTIES INC REITS 2014-11-18 2015-03-25 1395 1156 239 239 100. THESTREET COM INC 2014-02-13 2015-03-25 179 270 -91 -91 1170. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN7 2015-03-25 117221 49886 67335 67335 770. OWENS CORNING INC 2014-09-23 2015-03-26 32386 25281 7105 7105 230. SILICON MOTION TECHNOL ADR 2015-03-26 5980 6084 -104 -104 200. XO GROUP INC 2015-03-26 3384 1581 1803 1803 45000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2015-03-26 45000 45000 20. 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THESTREET COM INC 2014-02-13 2015-03-30 179 270 -91 -91 3776.64 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2015-03-31 3777 4081 -304 -304 4906.98 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2015-03-31 4907 5137 -230 -230 4653.07 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2015-03-31 4653 4839 -186 -186 4467. 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USA TREASURY NOTES 00.375% DUE 01/15/2016 2014-05-08 2015-04-15 60084 60046 38 38 20. AEGERION PHARMACEUTICALS INC 2014-04-24 2015-04-16 520 914 -394 -394 70. AEGERION PHARMACEUTICALS INC 2014-03-17 2015-04-16 1819 3501 -1682 -1682 130. AEGERION PHARMACEUTICALS INC 2015-04-16 3390 5931 -2541 -2541 70. COGENT COMMUNICATIONS HOLDINGS INC 2014-02-20 2015-04-16 2426 2831 -405 -405 520. COGENT COMMUNICATIONS HOLDINGS INC 2015-04-16 18052 19355 -1303 -1303 200. COGENT COMMUNICATIONS HOLDINGS INC 2015-04-16 6943 7412 -469 -469 610. D R HORTON INC 2015-04-16 17351 12288 5063 5063 260. DYNAVAX TECHNOLOGIES CORP 2013-11-19 2015-04-16 6349 3783 2566 2566 210. DYNAVAX TECHNOLOGIES CORP 2013-11-19 2015-04-16 5084 3056 2028 2028 130. MASIMO CORPORATION 2015-04-16 4479 3431 1048 1048 300. PRECISION DRILLING STOCK 2014-10-29 2015-04-16 2162 2563 -401 -401 200. SILICON MOTION TECHNOL ADR 2013-01-25 2015-04-16 6741 3115 3626 3626 100. WATSCO INC 2010-10-20 2015-04-16 12346 5591 6755 6755 140. 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COGENT COMMUNICATIONS HOLDINGS INC 2014-03-17 2015-04-20 2414 2447 -33 -33 50. DYNAVAX TECHNOLOGIES CORP 2013-11-19 2015-04-20 1188 728 460 460 350. DYNAVAX TECHNOLOGIES CORP 2013-11-19 2015-04-20 8151 5093 3058 3058 50. TRINSEO S A SEDOL BN65SJ4 2015-04-20 1122 1023 99 99 180. TRINSEO S A SEDOL BN65SJ4 2015-04-20 4066 3609 457 457 490. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-04-20 10895 9310 1585 1585 2820. ROYAL CARRIBEAN CRUISES LTD SEDOL 2754907 ISIN LR0008862868 2015-04-20 205047 174643 30404 30404 220. COGENT COMMUNICATIONS HOLDINGS INC 2015-04-21 7520 7689 -169 -169 170. KAPSTONE PAPER & PACKAGING 2015-04-21 4844 1162 3682 3682 150. KAPSTONE PAPER & PACKAGING 2011-09-23 2015-04-21 4242 1025 3217 3217 170. KAPSTONE PAPER & PACKAGING 2015-04-21 4847 1138 3709 3709 110. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-04-21 2525 2090 435 435 50. AEGERION PHARMACEUTICALS INC 2015-04-22 1292 2271 -979 -979 100. COGENT COMMUNICATIONS HOLDINGS INC 2014-03-13 2015-04-22 3454 3494 -40 -40 20. COGENT COMMUNICATIONS HOLDINGS INC 2014-08-05 2015-04-22 689 695 -6 -6 130. COGENT COMMUNICATIONS HOLDINGS INC 2014-08-05 2015-04-22 4483 4518 -35 -35 620. KAPSTONE PAPER & PACKAGING 2015-04-22 17483 4059 13424 13424 330. KAPSTONE PAPER & PACKAGING 2011-09-23 2015-04-22 9266 2157 7109 7109 250. KAPSTONE PAPER & PACKAGING 2011-09-23 2015-04-22 7073 1634 5439 5439 300. NORCRAFT COS INC MERGED 05/12/15 @ $25.50 P/S 2013-11-07 2015-04-22 7718 4800 2918 2918 275000. USA TREASURY NOTES 00.375% DUE 01/15/2016 2013-02-11 2015-04-22 275376 274946 430 430 140. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-04-22 3228 2660 568 568 70. AEGERION PHARMACEUTICALS INC 2015-04-23 1813 3170 -1357 -1357 70. AEGERION PHARMACEUTICALS INC 2015-04-23 1815 3120 -1305 -1305 1100. CENTURY ALUM CO 2015-04-23 13753 17906 -4153 -4153 900. CENTURY ALUM CO 2015-04-23 11245 13977 -2732 -2732 20. COGENT COMMUNICATIONS HOLDINGS INC 2014-08-05 2015-04-23 690 695 -5 -5 20. KAPSTONE PAPER & PACKAGING 2011-09-23 2015-04-23 564 131 433 433 390. KAPSTONE PAPER & PACKAGING 2011-09-23 2015-04-23 11027 2550 8477 8477 100. KAPSTONE PAPER & PACKAGING 2011-09-23 2015-04-23 2823 654 2169 2169 200. NORCRAFT COS INC MERGED 05/12/15 @ $25.50 P/S 2013-11-07 2015-04-23 5171 3200 1971 1971 200. SILICON MOTION TECHNOL ADR 2015-04-23 6563 3105 3458 3458 150. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-04-23 3438 2850 588 588 120. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-04-23 2743 2280 463 463 50. AEGERION PHARMACEUTICALS INC 2015-04-24 1301 2170 -869 -869 280. CIRRUS LOGIC INC 2015-04-24 9428 6874 2554 2554 240. COGENT COMMUNICATIONS HOLDINGS INC 2015-04-24 8205 8331 -126 -126 15000. HEWLETT-PACKARD CO SENIOR NTS 2013-05-17 2015-04-24 16294 15160 1134 1134 410. WERNER ENTERPRISES INC 2015-04-24 12046 10851 1195 1195 200. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-04-24 4591 3800 791 791 70. AMAZON.COM INC 2015-04-27 30819 15454 15365 15365 280. CIRRUS LOGIC INC 2015-04-27 9481 6712 2769 2769 80. COGENT COMMUNICATIONS HOLDINGS INC 2014-07-10 2015-04-27 2761 2733 28 28 300. NORCRAFT COS INC MERGED 05/12/15 @ $25.50 P/S 2013-11-07 2015-04-27 7796 4800 2996 2996 640. WERNER ENTERPRISES INC 2015-04-27 18068 16749 1319 1319 180. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-04-27 4134 3420 714 714 190. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-04-27 4364 3610 754 754 110. AEGERION PHARMACEUTICALS INC 2014-04-10 2015-04-28 2644 4725 -2081 -2081 250. CIRRUS LOGIC INC 2015-01-09 2015-04-28 8358 5925 2433 2433 190. COGENT COMMUNICATIONS HOLDINGS INC 2015-04-28 6648 6472 176 176 2099. PACKAGING CORP OF AMERICA COM 2015-04-28 143628 151074 -7446 -7446 250. SILICON MOTION TECHNOL ADR 2015-04-28 7649 6521 1128 1128 70000. USA TREASURY NOTES 03.125% DUE 08/15/2044 2015-02-26 2015-04-28 76048 77141 -1093 -1093 50000. USA TREASURY NOTES 00.250% DUE 09/15/2015 2015-04-14 2015-04-28 50035 50034 1 1 90000. USA TREASURY NOTES 01.125% DUE 10/31/2019 2015-03-27 2015-04-28 89754 89557 197 197 270. WERNER ENTERPRISES INC 2015-04-28 7607 6995 612 612 570. WERNER ENTERPRISES INC 2015-04-28 16042 14690 1352 1352 380. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-04-28 8826 7220 1606 1606 30. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-04-28 698 570 128 128 40. AEGERION PHARMACEUTICALS INC 2015-04-29 967 1712 -745 -745 130. AEGERION PHARMACEUTICALS INC 2014-04-09 2015-04-29 3117 5541 -2424 -2424 651. PACKAGING CORP OF AMERICA COM 2015-04-29 44276 46499 -2223 -2223 820. RUCKUS WIRELESS INC 2015-04-29 9906 11556 -1650 -1650 70. SILICON MOTION TECHNOL ADR 2015-04-29 2169 1823 346 346 150000. USA TREASURY NOTES 00.250% DUE 05/15/2015 2014-10-14 2015-04-29 150006 150013 -7 -7 50. WERNER ENTERPRISES INC 2014-05-14 2015-04-29 1401 1287 114 114 380. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-04-29 8837 7220 1617 1617 6287. FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2015-04-30 6287 6792 -505 -505 5353.75 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2015-04-30 5354 5604 -250 -250 3610.44 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2015-04-30 3610 3755 -145 -145 4964.4 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2015-04-30 4964 5004 -40 -40 1868.83 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2015-04-30 1869 1949 -80 -80 2393.65 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2015-04-30 2394 2551 -157 -157 4840.22 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2015-04-30 4840 5091 -251 -251 2700.82 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2015-04-30 2701 2838 -137 -137 3182.43 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2015-04-30 3182 3345 -163 -163 3724.6 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2015-04-30 3725 3859 -134 -134 2175.11 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2015-04-30 2175 2277 -102 -102 6766.05 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2015-04-30 6766 6787 -21 -21 257.34 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2015-04-30 257 259 -2 -2 234.2 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2015-04-30 234 238 -4 -4 104.86 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2015-04-30 105 106 -1 -1 296.82 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2015-04-30 297 299 -2 -2 306.84 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2015-04-30 307 297 10 10 266.14 FEDERAL NATL MTG ASSN POOL 755535 2004-01-22 2015-04-30 266 272 -6 -6 120.57 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2015-04-30 121 121 6538.82 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2015-04-30 6539 6805 -266 -266 1714.74 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2015-04-30 1715 1693 22 22 2629.82 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2015-04-30 2630 2762 -132 -132 9710.52 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2015-04-30 9711 10311 -600 -600 2587.22 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2015-04-30 2587 2595 -8 -8 5332.96 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2015-04-30 5333 5553 -220 -220 2196.67 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2015-04-30 2197 2365 -168 -168 3476.83 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2015-04-30 3477 3573 -96 -96 6204.35 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2015-04-30 6204 6579 -375 -375 8738.84 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2015-04-30 8739 9024 -285 -285 2685.57 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2015-04-30 2686 2724 -38 -38 3924.73 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2015-04-30 3925 4225 -300 -300 6100.17 GOVT NATL MTG ASSN I POOL 724258 2010-03-24 2015-04-30 6100 6148 -48 -48 2455.12 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2015-04-30 2455 2642 -187 -187 200. NORCRAFT COS INC MERGED 05/12/15 @ $25.50 P/S 2013-11-07 2015-04-30 5177 3200 1977 1977 1460. PEABODY ENERGY CORP 2015-04-30 6428 23164 -16736 -16736 3190. PEABODY ENERGY CORP 2015-04-30 14045 38956 -24911 -24911 230. WERNER ENTERPRISES INC 2015-04-30 6205 5917 288 288 440. WERNER ENTERPRISES INC 2015-04-30 11754 11310 444 444 750. WERNER ENTERPRISES INC 2015-04-30 20186 19253 933 933 210. WERNER ENTERPRISES INC 2014-05-20 2015-04-30 5669 5383 286 286 30. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-04-30 695 570 125 125 10. AEGERION PHARMACEUTICALS INC 2014-04-09 2015-05-01 234 426 -192 -192 140. AEGERION PHARMACEUTICALS INC 2015-05-01 3306 5957 -2651 -2651 23481.77 CS FIRST BOSTON MTG SEC CORP SERIES 2005-C6 CLASS A4 2006-02-14 2015-05-01 23482 23215 267 267 830. MOSAIC CO/THE 2015-05-01 37533 37593 -60 -60 390. RUCKUS WIRELESS INC 2015-05-01 4263 5272 -1009 -1009 250. RUCKUS WIRELESS INC 2013-11-15 2015-05-01 2740 3364 -624 -624 19. SEACOR HOLDINGS INC 2014-05-09 2015-05-01 1354 1496 -142 -142 42000. VAIL RESORTS INC CO GUARNT CALL 05/01/14 @104.875 2014-11-18 2015-05-01 43365 43365 30000. VAIL RESORTS INC CO GUARNT CALL 05/01/14 @104.875 2011-04-11 2015-05-01 30975 30000 975 975 190. WERNER ENTERPRISES INC 2015-05-01 5158 4869 289 289 690. WERNER ENTERPRISES INC 2015-05-01 18742 17616 1126 1126 50. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-05-01 1135 950 185 185 80. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-05-01 1816 1520 296 296 130. AEGERION PHARMACEUTICALS INC 2015-05-04 3108 5503 -2395 -2395 100. AEGERION PHARMACEUTICALS INC 2015-05-04 2386 4206 -1820 -1820 40. AEGERION PHARMACEUTICALS INC 2014-06-30 2015-05-04 955 1307 -352 -352 20. AEGERION PHARMACEUTICALS INC 2014-06-30 2015-05-04 478 653 -175 -175 200. NUTRI/SYSTEM INC 2015-05-04 4656 2323 2333 2333 99. PIONEER NAT RES CO 2012-01-12 2015-05-04 16624 9594 7030 7030 40. PIONEER NAT RES CO 2014-12-10 2015-05-04 6717 5250 1467 1467 71. PIONEER NAT RES CO 2012-01-12 2015-05-04 11925 6881 5044 5044 200. PRECISION DRILLING STOCK 2014-10-29 2015-05-04 1497 1709 -212 -212 130. RUCKUS WIRELESS INC 2013-11-15 2015-05-04 1397 1749 -352 -352 330. RUCKUS WIRELESS INC 2015-05-04 3542 4428 -886 -886 16. SEACOR HOLDINGS INC 2014-05-09 2015-05-04 1143 1259 -116 -116 335. SEACOR HOLDINGS INC 2012-03-08 2015-05-04 23921 25250 -1329 -1329 340. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-05-04 7696 6460 1236 1236 490. ALLSTATE CORP 2014-10-09 2015-05-05 34390 29969 4421 4421 310. AMERIPRISE FINANCIAL INC 2014-12-03 2015-05-05 39035 41271 -2236 -2236 440. AMERIPRISE FINANCIAL INC 2014-12-03 2015-05-05 55116 58578 -3462 -3462 730. DELTA AIR LINES INC 2013-10-10 2015-05-05 32218 17935 14283 14283 .002 GOOGLE INC-CL C NAME CHANGE 10/02/2015 2005-12-21 2015-05-05 1 1 1 .275 GOOGLE INC-CL C NAME CHANGE 10/02/2015 2011-01-03 2015-05-05 147 82 65 65 50. MALIBU BOATS INC - A 2014-07-24 2015-05-05 1089 987 102 102 20. MALIBU BOATS INC - A 2014-07-24 2015-05-05 439 395 44 44 25000. TIME WARNER CABLE INC CALL 03/15/42 @100 CO GUARNT 2015-02-11 2015-05-05 20755 24964 -4209 -4209 120. TRINSEO S A SEDOL BN65SJ4 2014-06-12 2015-05-05 2665 2280 385 385 20. MALIBU BOATS INC - A 2014-07-24 2015-05-06 423 395 28 28 40. MALIBU BOATS INC - A 2015-05-06 842 787 55 55 500. RUCKUS WIRELESS INC 2015-05-06 5056 6641 -1585 -1585 10. AEGERION PHARMACEUTICALS INC 2014-06-30 2015-05-07 211 327 -116 -116 110. COGENT COMMUNICATIONS HOLDINGS INC 2015-05-07 3632 3729 -97 -97 260. COGENT COMMUNICATIONS HOLDINGS INC 2015-05-07 8341 8653 -312 -312 70. MALIBU BOATS INC - A 2015-05-07 1466 1366 100 100 30. MALIBU BOATS INC - A 2015-05-07 630 578 52 52 500. RUCKUS WIRELESS INC 2015-05-07 5230 6566 -1336 -1336 60. AEGERION PHARMACEUTICALS INC 2014-06-30 2015-05-08 1264 1960 -696 -696 580. GENERAL ELEC CO COM 2015-05-08 15885 15073 812 812 100. MALIBU BOATS INC - A 2015-05-08 2085 1926 159 159 120. MALIBU BOATS INC - A 2014-07-15 2015-05-08 2477 2309 168 168 60. RUCKUS WIRELESS INC 2014-03-14 2015-05-08 643 788 -145 -145 20000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2009-06-24 2015-05-08 25893 20198 5695 5695 60. AEGERION PHARMACEUTICALS INC 2014-06-30 2015-05-11 1242 1960 -718 -718 10. AEGERION PHARMACEUTICALS INC 2014-06-30 2015-05-11 210 327 -117 -117 460. KROGER CO 2014-05-14 2015-05-11 33156 21539 11617 11617 1660. KROGER CO 2014-05-08 2015-05-11 119648 77125 42523 42523 140. MALIBU BOATS INC - A 2015-05-11 2875 2686 189 189 440. RUCKUS WIRELESS INC 2015-05-11 4733 5579 -846 -846 3940. SPROUTS FARMERS MARKETS INC 2015-01-27 2015-05-11 109162 145329 -36167 -36167 65000. USA TREASURY NOTE 01.500% DUE 08/31/2018 2013-09-06 2015-05-11 65861 64299 1562 1562 160000. USA TREASURY NOTES 01.125% DUE 10/31/2019 2015-03-27 2015-05-11 158719 159212 -493 -493 100000. USA TREASURY NOTE 01.625% DUE 07/31/2019 2015-05-11 100996 102047 -1051 -1051 700. AOL INC MERGED 06/23/15 @ $50.00 P/S 2015-05-12 35196 22981 12215 12215 20. AEGERION PHARMACEUTICALS INC 2014-06-30 2015-05-12 409 653 -244 -244 .891 BANCO SANTANDER S A ADR 2004-08-09 2015-05-12 7 9 -2 -2 1100. EXCEL TRUST INC REITS 2015-05-12 17403 13458 3945 3945 400. EXCEL TRUST INC REITS 2015-05-12 6328 5089 1239 1239 40. MALIBU BOATS INC - A 2014-07-10 2015-05-12 821 759 62 62 70. MALIBU BOATS INC - A 2014-07-10 2015-05-12 1432 1327 105 105 250. RUCKUS WIRELESS INC 2015-05-12 2729 2647 82 82 250. RUCKUS WIRELESS INC 2015-05-12 2708 2570 138 138 105000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2015-05-12 132944 106034 26910 26910 15000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2015-05-05 2015-05-12 17043 17494 -451 -451 25000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2015-05-12 28404 27928 476 476 105000. USA TREASURY NOTES 02.625% DUE 11/15/2020 2015-05-12 109979 111408 -1429 -1429 5000. USA TREASURY NOTES 01.250% DUE 10/31/2015 2013-11-22 2015-05-12 5026 5023 3 3 60000. USA TREASURY NOTES 01.250% DUE 01/31/2019 2015-05-12 59974 59692 282 282 90000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2015-05-12 87694 85223 2471 2471 125000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2015-05-12 121753 118113 3640 3640 20000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2014-05-08 2015-05-12 19480 18848 632 632 170. VIACOM INC 2014-09-25 2015-05-12 10964 13175 -2211 -2211 620. WAGEWORKS INC 2015-05-12 25127 29238 -4111 -4111 170. WAGEWORKS INC 2015-05-12 6866 8000 -1134 -1134 700. WAGEWORKS INC 2015-05-12 27834 32748 -4914 -4914 20. AEGERION PHARMACEUTICALS INC 2014-06-30 2015-05-13 403 653 -250 -250 70. MALIBU BOATS INC - A 2014-07-10 2015-05-13 1435 1327 108 108 250. RUCKUS WIRELESS INC 2014-04-14 2015-05-13 2717 2568 149 149 52. SEACOR HOLDINGS INC 2012-03-08 2015-05-13 3832 3919 -87 -87 80000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2015-05-13 77775 78038 -263 -263 110. WAGEWORKS INC 2014-10-10 2015-05-13 4664 5078 -414 -414 30. AEGERION PHARMACEUTICALS INC 2014-06-30 2015-05-14 612 980 -368 -368 65000. BP CAPITAL MARKETS PLC ISIN US05565QBZ00 SEDOL B87XBL5 2014-11-25 2015-05-14 66014 65044 970 970 60000. DUKE ENERGY CORP SR UNSEC CALL 6/15/21 @100 2013-07-31 2015-05-14 63255 60750 2505 2505 70. MALIBU BOATS INC - A 2014-07-10 2015-05-14 1437 1328 109 109 63. SEACOR HOLDINGS INC 2012-03-08 2015-05-14 4656 4749 -93 -93 90000. USA TREASURY NOTES 03.125% DUE 08/15/2044 2015-05-14 91020 95732 -4712 -4712 40000. USA TREASURY NOTES 01.250% DUE 01/31/2019 2014-06-18 2015-05-14 40075 39389 686 686 20000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2015-05-14 2015-05-14 19513 19503 10 10 50. WAGEWORKS INC 2014-10-10 2015-05-14 2160 2308 -148 -148 410. XYLEM INC 2014-12-02 2015-05-14 15178 15663 -485 -485 440. XYLEM INC 2013-03-06 2015-05-14 16288 12828 3460 3460 80. AEGERION PHARMACEUTICALS INC 2014-06-30 2015-05-15 1549 2614 -1065 -1065 60. AEGERION PHARMACEUTICALS INC 2014-06-30 2015-05-15 1153 1960 -807 -807 380. AEGERION PHARMACEUTICALS INC 2015-05-15 7435 12404 -4969 -4969 50000. CATERPILLAR INC SR UNSEC 2013-07-01 2015-05-15 54558 51856 2702 2702 100. MALIBU BOATS INC - A 2014-07-10 2015-05-15 2058 1896 162 162 1285000. USA TREASURY NOTES 00.250% DUE 05/15/2015 2014-10-14 2015-05-15 1285000 1285000 100. WAGEWORKS INC 2015-05-15 4314 4615 -301 -301 20075. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2014-10-30 2015-05-15 20075 20075 40000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2015-05-15 40000 40000 60000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2015-05-15 60000 60000 650. AMAG PHARMACEUTICAL INC 2015-05-18 42137 35278 6859 6859 50. AEGERION PHARMACEUTICALS INC 2014-06-30 2015-05-18 969 1625 -656 -656 100. AEGERION PHARMACEUTICALS INC 2014-05-07 2015-05-18 1938 3196 -1258 -1258 170. AEGERION PHARMACEUTICALS INC 2014-05-07 2015-05-18 3295 5434 -2139 -2139 80. MALIBU BOATS INC - A 2014-07-10 2015-05-18 1633 1517 116 116 1000. NORCRAFT COS INC MERGED 05/12/15 @ $25.50 P/S 2015-05-18 25500 15855 9645 9645 159. SEACOR HOLDINGS INC 2012-03-08 2015-05-18 11669 11984 -315 -315 75000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2015-05-18 73219 71632 1587 1587 45000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2014-05-08 2015-05-18 43931 42409 1522 1522 70000. USA TREASURY NOTES 00.375% DUE 01/15/2016 2013-02-11 2015-05-18 70101 69986 115 115 30. WAGEWORKS INC 2014-10-13 2015-05-18 1290 1384 -94 -94 190. AEGERION PHARMACEUTICALS INC 2015-05-19 3690 6039 -2349 -2349 260. MALIBU BOATS INC - A 2015-05-19 5347 4842 505 505 30000. OWENS-BROCKWAY COMP GUAR 2014-02-13 2015-05-19 31958 31532 426 426 141. SEACOR HOLDINGS INC 2015-05-19 10182 10607 -425 -425 35000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2014-07-02 2015-05-19 34069 32960 1109 1109 25000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2014-05-09 2015-05-19 24335 23525 810 810 140000. USA TREASURY NOTES 00.375% DUE 01/15/2016 2013-02-11 2015-05-19 140202 139973 229 229 70000. VIACOM INC CALL 12/15/2022 @ 100.000 UNSC 2013-03-13 2015-05-19 67227 69692 -2465 -2465 30. WAGEWORKS INC 2014-10-13 2015-05-19 1290 1384 -94 -94 35000. CATERPILLAR INC SR UNSEC 2015-05-20 37927 36280 1647 1647 3790. JETBLUE AIRWAYS 2015-05-20 76994 40993 36001 36001 320. JETBLUE AIRWAYS 2014-07-10 2015-05-20 6533 3434 3099 3099 100. JETBLUE AIRWAYS 2014-07-10 2015-05-20 2024 1073 951 951 170. MALIBU BOATS INC - A 2014-07-10 2015-05-20 3524 3145 379 379 90. SEACOR HOLDINGS INC 2012-03-20 2015-05-20 6475 6746 -271 -271 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2015-05-07 2015-05-20 5060 5091 -31 -31 45000. USA TREASURY NOTES 01.250% DUE 10/31/2015 2013-11-22 2015-05-20 45225 45194 31 31 35000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2015-05-20 34094 32725 1369 1369 200. UNIVERSAL DISPLAY CORP 2013-06-04 2015-05-20 10511 5784 4727 4727 100. WAGEWORKS INC 2014-10-13 2015-05-20 4264 4612 -348 -348 230. ADT CORP MERGED 5/2/16 @ $42.00 P/S 2015-04-02 2015-05-21 8680 9608 -928 -928 450. AMN HEALTHCARE SERVICES 2015-05-21 11847 6594 5253 5253 990. ALEXANDER & BALDWIN INC 2015-05-21 41165 40629 536 536 220. ALLSTATE CORP 2015-05-21 14975 13349 1626 1626 250. ALTRA INDUSTRIAL MOTION CORP 2015-05-21 7289 1787 5502 5502 450. ALTRIA GROUP INC 2013-05-10 2015-05-21 23120 16485 6635 6635 50. AMERCO 2013-04-19 2015-05-21 16365 7750 8615 8615 700. AMERICAN EAGLE OUTFITTERS INC 2014-01-15 2015-05-21 11611 10586 1025 1025 100. AMGEN INC 2015-02-05 2015-05-21 16393 15162 1231 1231 100. ANN INC MERGED 08/21/15 @ $37.34 P/S 2009-08-19 2015-05-21 4703 1239 3464 3464 200. ANN INC MERGED 08/21/15 @ $37.34 P/S 2015-01-21 2015-05-21 9405 6496 2909 2909 570. APPLE INC 2014-07-09 2015-05-21 74920 54576 20344 20344 1800. BARD C R INC 2013-03-12 2015-05-21 309857 182086 127771 127771 100. BECTON DICKINSON & CO 2013-05-09 2015-05-21 14217 9768 4449 4449 300. BERKSHIRE HILLS BANCORP INC 2008-10-08 2015-05-21 8324 7200 1124 1124 40. BIOGEN INC 2015-02-05 2015-05-21 16021 15842 179 179 50. BLUCORA INC 2012-01-17 2015-05-21 806 603 203 203 300. BLUCORA INC 2014-10-28 2015-05-21 4839 4902 -63 -63 120. BOEING CO 2013-05-28 2015-05-21 17718 12069 5649 5649 1000. BROADCOM CORP 2008-02-28 2015-05-21 47377 19025 28352 28352 500. BROOKS AUTOMATION INC 2011-01-18 2015-05-21 5585 5848 -263 -263 300. BROOKS AUTOMATION INC 2015-05-21 3351 3554 -203 -203 170. BURLINGTON STORES INC 2015-04-20 2015-05-21 9331 9470 -139 -139 440. CDW CORP/DE 2014-08-26 2015-05-21 16338 14764 1574 1574 90. CIGNA CORP 2014-07-21 2015-05-21 11999 8590 3409 3409 2560. CNO FINANCIAL GROUP INC 2015-05-21 47210 44869 2341 2341 170. CVS CAREMARK CORP 2014-10-09 2015-05-21 17802 13975 3827 3827 330. CISCO SYS INC COM 2014-06-04 2015-05-21 9788 8093 1695 1695 140. CINTAS CORP 2015-01-29 2015-05-21 12105 11113 992 992 150. COLUMBUS MCKINNON CORP N Y 2015-05-21 3705 3315 390 390 700. COMFORT SYS USA INC 2015-05-21 16021 9284 6737 6737 200. COMCAST CORPORATION CL A 2014-07-21 2015-05-21 11542 10756 786 786 750. COMERICA INC 2015-05-21 36500 22049 14451 14451 130. CONSTELLATION BRANDS INC CL A 2014-06-16 2015-05-21 15474 10839 4635 4635 100. CONTINENTAL BUILDING PRODUCT 2015-05-21 2238 1940 298 298 150. CURTISS WRIGHT CORP 2010-08-11 2015-05-21 10969 4362 6607 6607 2970. DELTA AIR LINES INC 2013-10-10 2015-05-21 130509 72970 57539 57539 250. DISNEY WALT CO 2014-06-16 2015-05-21 27594 20807 6787 6787 500. DOMTAR CORPORATION NEW 2015-05-21 22407 18933 3474 3474 290. DOW CHEMICAL CO 2015-04-29 2015-05-21 14891 15011 -120 -120 220. DR PEPPER SNAPPLE GROUP INC 2014-10-09 2015-05-21 17041 14165 2876 2876 100. EDWARDS LIFESCIENCES CORP 2014-06-02 2015-05-21 13091 8079 5012 5012 350. EMCOR GROUP INC 2015-05-21 16146 14779 1367 1367 480. ENCORE WIRE CORP 2015-05-21 21782 22363 -581 -581 500. ENCORE WIRE CORP 2015-05-21 22690 20213 2477 2477 700. ENTEGRIS, INC 2015-05-21 9647 6938 2709 2709 4700. EXCEL TRUST INC REITS 2015-05-21 74856 52266 22590 22590 400. EXCEL TRUST INC REITS 2015-05-21 6371 4786 1585 1585 170. EXTRA SPACE STORAGE INC 2013-10-10 2015-05-21 12027 7944 4083 4083 570. FNF GROUP-W/I 2014-05-05 2015-05-21 21910 16069 5841 5841 820. FNF GROUP-W/I 2015-05-21 31520 22865 8655 8655 400. FINISH LINE INC CL A 2015-05-21 10503 6316 4187 4187 100. FIRST REPUBLIC BANK/FRAN 2013-03-22 2015-05-21 6115 3809 2306 2306 300. FOOT LOCKER INC 2009-06-30 2015-05-21 19238 3147 16091 16091 350. FOOT LOCKER INC 2015-05-21 22295 15068 7227 7227 150. GLOBAL PAYMENTS INC-W/I 2015-05-21 15829 7694 8135 8135 20. GOOGLE INC CL A 2013-11-26 2015-05-21 11102 10575 527 527 100. GRANITE CONSTRUCTION INC 2014-10-31 2015-05-21 3743 3718 25 25 150. HCA HOLDINGS INC 2014-08-01 2015-05-21 12276 9827 2449 2449 170. HAIN CELESTIAL GROUP INC COM 2014-11-12 2015-05-21 10508 9083 1425 1425 740. HANESBRANDS INC - W/I 2013-07-23 2015-05-21 23937 9854 14083 14083 50. HARMAN INTERNATIONAL INDUSTRIES INC NEW 2013-04-02 2015-05-21 6266 2164 4102 4102 350. HEALTHSOUTH CORP 2015-05-21 15301 8131 7170 7170 200. HEALTH NET INC MERGED 03/24/16 @ $28.25 P/S 2015-05-21 12283 6262 6021 6021 500. HEIDRICK & STRUGGLES (IPO) 2015-05-21 12968 9903 3065 3065 160. HOME DEPOT INC COM 2011-12-02 2015-05-21 17939 6413 11526 11526 30. ISTAR FINANCIAL INC REIT 2014-06-09 2015-05-21 430 448 -18 -18 2000. ISTAR FINANCIAL INC REIT 2015-05-21 28683 30081 -1398 -1398 1625. INTREPID POTASH INC 2015-05-21 20335 24699 -4364 -4364 545. INTREPID POTASH INC 2015-05-21 6820 10078 -3258 -3258 105. INVESTORS BANCORP INC NEW 2009-08-26 2015-05-21 1274 372 902 902 2575. INVESTORS BANCORP INC NEW 2014-06-26 2015-05-21 31234 28400 2834 2834 100. J & J SNACK FOODS CORP 2003-07-15 2015-05-21 10798 1656 9142 9142 1230. JETBLUE AIRWAYS 2014-07-10 2015-05-21 24951 13200 11751 11751 130. JETBLUE AIRWAYS 2014-07-10 2015-05-21 2639 1395 1244 1244 50. JETBLUE AIRWAYS 2014-07-10 2015-05-21 1013 537 476 476 110. JOHNSON & JOHNSON COM 2014-05-14 2015-05-21 11309 11103 206 206 125. KVH INDS INC 2015-05-21 1571 1724 -153 -153 160. KROGER CO 2014-05-08 2015-05-21 11873 7434 4439 4439 210. L BRANDS INC 2015-01-16 2015-05-21 18666 16813 1853 1853 100. LPL FINANCIAL HOLDINGS INC 2013-05-03 2015-05-21 4249 3473 776 776 780. LSB INDUSTRIES INC 2015-05-21 33461 30384 3077 3077 250. LA Z BOY INC 2015-05-21 6764 3852 2912 2912 130. LAKELAND BANCORP INC 2015-05-21 1533 1440 93 93 150. LAM RESEARCH CORP 2015-03-19 2015-05-21 12189 11805 384 384 170. LEVEL 3 COMMUNICATIONS INC 2015-05-05 2015-05-21 9375 9593 -218 -218 50. LOCKHEED MARTIN CORP 2013-11-25 2015-05-21 9680 7087 2593 2593 1060. M D C HLDGS INC COM 2015-05-21 30120 33652 -3532 -3532 200. MKS INSTRS INC 2015-04-21 2015-05-21 7517 6773 744 744 280. MAGNA INTERNATIONAL ISIN CA5592224011 2013-07-23 2015-05-21 16063 10573 5490 5490 310. MALIBU BOATS INC - A 2014-07-10 2015-05-21 6498 5735 763 763 70. MCKESSON HBOC INC COMMN 2013-10-25 2015-05-21 16735 10885 5850 5850 260. MICROSOFT CORP 2015-05-21 12365 7107 5258 5258 300. MUELLER INDUSTRIES INC 2011-02-07 2015-05-21 10790 4912 5878 5878 700. NN INC 2015-05-21 18831 9641 9190 9190 400. NUTRI/SYSTEM INC 2015-05-21 9355 4621 4734 4734 170. OLD DOMINION FGHT LINES INC 2014-10-09 2015-05-21 12111 11466 645 645 250. OMNICELL INC 2015-05-21 9069 3280 5789 5789 350. ON ASSIGNMENT INC 2015-05-21 13416 3582 9834 9834 270. ORACLE CORP 2015-05-21 11993 5798 6195 6195 520. OSHKOSH CORPORATION CLASS B 2015-05-21 28546 20408 8138 8138 150. OSHKOSH CORPORATION CLASS B 2015-05-21 8198 8638 -440 -440 40. PPG INDS INC COM 2015-02-26 2015-05-21 9171 9427 -256 -256 150. PHARMERICA CORP 2013-11-05 2015-05-21 4706 2811 1895 1895 100. POLARIS INDS INC 2011-05-27 2015-05-21 14698 5232 9466 9466 650. PRECISION DRILLING STOCK 2014-10-29 2015-05-21 4743 5554 -811 -811 210. PRINCIPAL FINANCIAL GROUP COM 2014-08-22 2015-05-21 11117 11136 -19 -19 175. QORVO INC 2013-06-10 2015-05-21 14148 3746 10402 10402 120. QUALCOMM 2010-11-17 2015-05-21 8437 5780 2657 2657 150. REGAL BELOIT CORP 2015-05-21 12107 11350 757 757 140. ROCKWELL COLLINS INC 2015-04-10 2015-05-21 13804 13717 87 87 270. SEI INVESTMENT CO 2014-08-27 2015-05-21 12845 10113 2732 2732 210. ST JUDE MEDICAL INC 2013-07-23 2015-05-21 15636 11000 4636 4636 240. SCHLUMBERGER LTD COM 2014-06-16 2015-05-21 22180 25679 -3499 -3499 150. SELECTIVE INSURANCE GROUP INC 2015-05-21 4042 2488 1554 1554 30. SHERWIN-WILLIAMS CO 2015-02-26 2015-05-21 8633 8612 21 21 400. SIGMA DESIGNS INC 2015-05-21 3363 2419 944 944 200. SILICON MOTION TECHNOL ADR 2015-04-28 2015-05-21 6083 6053 30 30 200. SILICON MOTION TECHNOL ADR 2015-05-21 6083 3093 2990 2990 170. SKYWORKS SOLUTIONS INC COM 2014-02-24 2015-05-21 17639 5831 11808 11808 90. SNAP-ON INC COM 2013-11-08 2015-05-21 14207 9431 4776 4776 240. SOUTHWEST AIRLINES COM 2014-02-06 2015-05-21 8993 5028 3965 3965 100. SPECTRUM BRANDS HOLDINGS INC 2011-11-04 2015-05-21 9643 2596 7047 7047 200. STARZ - SERIES A 2015-02-25 2015-05-21 8177 6555 1622 1622 200. STARZ - SERIES A 2015-05-21 8177 6491 1686 1686 200. STERLING BANCORP 2015-03-23 2015-05-21 2677 2730 -53 -53 650. STONERIDGE INC 2015-05-21 8034 8421 -387 -387 900. SUMMIT HOTEL PROPERTIES INC REITS 2015-05-21 12156 10710 1446 1446 400. SYKES ENTERPRISES INC 2015-05-21 9891 6904 2987 2987 580. TECH DATA CORP 2015-05-21 35509 39619 -4110 -4110 250. TEXAS INSTRS INC COM 2015-03-25 2015-05-21 13925 14054 -129 -129 190. TIME WARNER INC 2013-12-30 2015-05-21 16245 12704 3541 3541 200. TOWERS WATSON & CO CLASS A 2015-05-21 27384 25872 1512 1512 70. TOWERS WATSON & CO CLASS A 2015-04-07 2015-05-21 9592 9287 305 305 140. TRACTOR SUPPLY CO COM 2015-04-20 2015-05-21 12667 12418 249 249 400. TRUSTCO BANK CORP N Y 2011-06-30 2015-05-21 2715 1840 875 875 230. TYSON FOODS INC CLASS A 2015-05-11 2015-05-21 9957 9533 424 424 500. UMPQUA HLDGS C 2015-05-21 8768 5208 3560 3560 1800. UNION PAC CORP COM 2012-10-24 2015-05-21 188743 109377 79366 79366 450. UNITED FIRE GROUP INC 2015-05-21 13701 12985 716 716 120000. USA TREASURY NOTES 03.125% DUE 08/15/2044 2014-10-14 2015-05-21 123047 123554 -507 -507 250000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2015-05-21 254434 258252 -3818 -3818 380000. USA TREASURY NOTES 01.250% DUE 08/31/2015 2015-05-21 381277 381196 81 81 80. UNITEDHEALTH GROUP INC COM 2015-02-05 2015-05-21 9641 8727 914 914 200. UNIVERSAL DISPLAY CORP 2015-05-21 10575 5763 4812 4812 210. VALERO ENERGY CORP NEW COM 2015-02-24 2015-05-21 12701 12886 -185 -185 210. VOYA FINL INC COM 2015-02-13 2015-05-21 9612 9089 523 523 300. WEBSTER FINANCIAL CORP 2008-06-23 2015-05-21 11327 5734 5593 5593 150. WELLCARE HEALTH PLANS, INC. 2015-05-21 12550 9043 3507 3507 1100. WILSHIRE BANCORP INC MERGED 08/01/16 2015-05-21 12130 7250 4880 4880 150. WYNDHAM WORLDWIDE CORP 2010-10-05 2015-05-21 12967 4248 8719 8719 100. XO GROUP INC 2011-11-29 2015-05-21 1609 728 881 881 100. XCERRA CORPORATION 2014-11-26 2015-05-21 983 826 157 157 230. AMDOCS LIMITED ISIN BG0022569080 2015-03-31 2015-05-21 12562 12574 -12 -12 1270. ALLIED WORLD ASSUANCE COMPANY SEDOL B4LMCN9 2015-05-21 54817 42317 12500 12500 160. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH0102993182 2014-01-29 2015-05-21 11259 9097 2162 2162 250. CAESARSTONE LTD SEDOL B796245 2012-05-14 2015-05-21 15344 3257 12087 12087 180. CHECK POINT SOFTWARE COM 2014-08-26 2015-05-21 15609 12557 3052 3052 500. ORBOTECH LTD 2015-05-21 9713 7560 2153 2153 50. ORBOTECH LTD 2013-12-10 2015-05-21 971 683 288 288 130. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN7 2013-11-26 2015-05-21 13700 5538 8162 8162 130. MALIBU BOATS INC - A 2014-07-10 2015-05-22 2713 2405 308 308 55000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2015-05-28 2015-05-26 71042 71159 -117 -117 150. CERNER CORP 2015-05-27 10239 7626 2613 2613 260. CERNER CORP 2014-05-27 2015-05-27 17748 13954 3794 3794 25000. GOLDMAN SACHS GROUP INC SR NOTES 2014-03-27 2015-05-27 28042 27445 597 597 180. SILICON MOTION TECHNOL ADR 2015-01-08 2015-05-27 6017 4685 1332 1332 260. RUCKUS WIRELESS INC 2015-05-28 2730 2667 63 63 128. SEACOR HOLDINGS INC 2012-03-20 2015-05-28 8976 9594 -618 -618 60000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2015-05-07 2015-05-28 61305 61084 221 221 1200. BAXTER INTERNATIONAL INC 2015-05-29 79658 52931 26727 26727 90. MALIBU BOATS INC - A 2014-07-10 2015-05-29 1886 1665 221 221 1800. QUALCOMM 2010-11-17 2015-05-29 126049 86694 39355 39355 200. SILICON MOTION TECHNOL ADR 2015-05-29 7051 3078 3973 3973 2812.6 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2015-05-31 2813 3011 -198 -198 6159.61 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2015-05-31 6160 6654 -494 -494 1998.34 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2015-05-31 1998 2092 -94 -94 4023.95 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2015-05-31 4024 4184 -160 -160 5077.62 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2015-05-31 5078 5118 -40 -40 1454.76 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2015-05-31 1455 1517 -62 -62 5871.24 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2015-05-31 5871 6293 -422 -422 2382.54 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2015-05-31 2383 2539 -156 -156 4067.21 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2015-05-31 4067 4277 -210 -210 1031.29 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2015-05-31 1031 1084 -53 -53 2546.11 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2015-05-31 2546 2675 -129 -129 2206.98 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2015-05-31 2207 2308 -101 -101 3728.43 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2015-05-31 3728 3862 -134 -134 1592. FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2015-05-31 1592 1666 -74 -74 6437.16 FEDERAL NATL MTG ASSN POOL AS2276 2015-05-19 2015-05-31 6437 7002 -565 -565 1542.65 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2015-05-31 1543 1610 -67 -67 2150.87 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2015-05-31 2151 2157 -6 -6 157.72 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2015-05-31 158 159 -1 -1 240.99 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2015-05-31 241 245 -4 -4 109.9 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2015-05-31 110 111 -1 -1 2738.46 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2015-05-31 2738 2755 -17 -17 342.82 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2015-05-31 343 332 11 11 8051.06 FEDERAL NATL MTG ASSN POOL 755535 2004-01-22 2015-05-31 8051 8214 -163 -163 259.9 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2015-05-31 260 260 4410.95 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2015-05-31 4411 4590 -179 -179 1253.09 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2015-05-31 1253 1237 16 16 1589.06 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2015-05-31 1589 1669 -80 -80 4519.27 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2015-05-31 4519 4798 -279 -279 2512.2 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2015-05-31 2512 2519 -7 -7 8218.95 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2015-05-31 8219 8558 -339 -339 1646.4 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2015-05-31 1646 1772 -126 -126 841.65 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2015-05-31 842 865 -23 -23 2257.7 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2015-05-31 2258 2281 -23 -23 4945.77 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2015-05-31 4946 5244 -298 -298 5041.04 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2015-05-31 5041 5205 -164 -164 2589.96 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2015-05-31 2590 2627 -37 -37 3045.17 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2015-05-31 3045 3277 -232 -232 5644.27 GOVT NATL MTG ASSN I POOL 724258 2010-03-24 2015-05-31 5644 5688 -44 -44 5197.48 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2015-05-31 5197 5593 -396 -396 1000. BAXTER INTERNATIONAL INC 2010-09-14 2015-06-01 66325 44035 22290 22290 30079.89 CS FIRST BOSTON MTG SEC CORP SERIES 2005-C6 CLASS A4 2006-02-14 2015-06-01 30080 29738 342 342 372. INVESTORS BANCORP INC NEW 2009-08-26 2015-06-01 4461 1319 3142 3142 117. INVESTORS BANCORP INC NEW 2009-08-26 2015-06-01 1403 415 988 988 80. INVESTORS BANCORP INC NEW 2009-08-26 2015-06-01 957 284 673 673 310. MALIBU BOATS INC - A 2014-07-10 2015-06-01 6549 5735 814 814 200. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-06-01 6795 6153 642 642 200. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-04-22 2015-06-01 6795 6125 670 670 80. RUCKUS WIRELESS INC 2014-04-16 2015-06-01 859 817 42 42 30. SEACOR HOLDINGS INC 2012-03-20 2015-06-01 2087 2249 -162 -162 71. SEACOR HOLDINGS INC 2015-06-01 4975 5294 -319 -319 60. AMERCO 2015-06-02 19836 17973 1863 1863 15. AMERCO 2009-08-26 2015-06-02 4959 727 4232 4232 200. ANN INC MERGED 08/21/15 @ $37.34 P/S 2009-08-19 2015-06-02 9346 2479 6867 6867 600. DAKTRONICS INC 2015-06-02 6533 6647 -114 -114 1590. INVESTORS BANCORP INC NEW 2009-08-26 2015-06-02 19076 5637 13439 13439 52. INVESTORS BANCORP INC NEW 2009-08-26 2015-06-02 624 184 440 440 180. RUCKUS WIRELESS INC 2015-06-02 1961 1836 125 125 170. SILICON MOTION TECHNOL ADR 2015-06-02 5959 4345 1614 1614 20000. USA TREASURY NOTES 03.125% DUE 08/15/2044 2014-10-14 2015-06-02 20344 20592 -248 -248 140. PROTHENA CORP PLC SEDOL B91XRN2 2015-06-02 5842 4270 1572 1572 10. PROTHENA CORP PLC SEDOL B91XRN2 2014-09-18 2015-06-02 417 230 187 187 260. BOULDER BRANDS INC 2015-06-03 2354 2814 -460 -460 40. BOULDER BRANDS INC 2014-11-26 2015-06-03 361 433 -72 -72 10. BOULDER BRANDS INC 2014-11-26 2015-06-03 91 108 -17 -17 200. DAKTRONICS INC 2015-06-03 2167 2194 -27 -27 459. INVESTORS BANCORP INC NEW 2009-08-26 2015-06-03 5538 1627 3911 3911 2530. OLD DOMINION FGHT LINES INC 2015-06-03 172556 160511 12045 12045 710. QORVO INC 2015-06-03 57743 45002 12741 12741 230. RUCKUS WIRELESS INC 2014-04-15 2015-06-03 2539 2338 201 201 50000. SAMSON INVESTMENT CO CALL 02/15/2016 @ 104.875 COGT 2012-02-03 2015-06-03 4000 50000 -46000 -46000 100. SILICON MOTION TECHNOL ADR 2015-01-06 2015-06-03 3497 2550 947 947 20. PROTHENA CORP PLC SEDOL B91XRN2 2014-09-18 2015-06-03 859 460 399 399 20. PROTHENA CORP PLC SEDOL B91XRN2 2014-04-30 2015-06-03 878 456 422 422 20. PROTHENA CORP PLC SEDOL B91XRN2 2014-09-18 2015-06-03 878 460 418 418 50. PROTHENA CORP PLC SEDOL B91XRN2 2014-04-30 2015-06-03 2208 1141 1067 1067 90. PROTHENA CORP PLC SEDOL B91XRN2 2015-06-03 4030 2053 1977 1977 1000. BOULDER BRANDS INC 2015-06-04 8972 10751 -1779 -1779 80. BOULDER BRANDS INC 2014-12-01 2015-06-04 720 846 -126 -126 190. CAVIUM INC 2015-06-04 14004 6867 7137 7137 65000. MARKWEST ENERGY PART/FIN CO GTD CALL 11/01/15 @103.375 2014-11-26 2015-06-04 68779 67982 797 797 40. QORVO INC 2015-06-04 3278 2187 1091 1091 100. PROTHENA CORP PLC SEDOL B91XRN2 2014-04-30 2015-06-04 4538 2281 2257 2257 210. PROTHENA CORP PLC SEDOL B91XRN2 2015-06-04 9542 4774 4768 4768 650. BOULDER BRANDS INC 2015-06-05 5830 6869 -1039 -1039 130. BOULDER BRANDS INC 2015-06-05 1182 1371 -189 -189 590. CADENCE DESIGN SYSTEMS INC 2015-06-05 11844 3302 8542 8542 90. CADENCE DESIGN SYSTEMS INC 2009-05-18 2015-06-05 1811 503 1308 1308 190. CAVIUM INC 2014-01-30 2015-06-05 13859 6859 7000 7000 270. QORVO INC 2015-06-05 22214 14691 7523 7523 200. ROFIN SINAR TECHNOLOGIES INC 2015-06-05 5739 5122 617 617 164. SEACOR HOLDINGS INC 2012-04-10 2015-06-05 11499 12051 -552 -552 250. SILICON MOTION TECHNOL ADR 2015-06-05 8616 6370 2246 2246 25000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2012-04-17 2015-06-05 28178 27826 352 352 225000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2015-06-05 224956 228843 -3887 -3887 360000. USA TREASURY NOTES 01.250% DUE 08/31/2015 2014-09-09 2015-06-05 360956 360965 -9 -9 40000. USA TREASURY NOTES 01.250% DUE 08/31/2015 2014-05-08 2015-06-05 40106 40103 3 3 150000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2015-05-28 2015-06-05 152473 155681 -3208 -3208 2040. CADENCE DESIGN SYSTEMS INC 2009-05-18 2015-06-08 40808 11410 29398 29398 87. SEACOR HOLDINGS INC 2012-04-10 2015-06-08 6056 6393 -337 -337 40. SILICON MOTION TECHNOL ADR 2015-06-08 1364 998 366 366 1120. BOULDER BRANDS INC 2015-06-10 7914 11787 -3873 -3873 2050. BOULDER BRANDS INC 2015-06-10 14550 21111 -6561 -6561 1610. BOULDER BRANDS INC 2015-06-10 11641 16108 -4467 -4467 45000. DIGITAL REALTY TRUST COMP GUAR 2013-05-07 2015-06-10 50323 50459 -136 -136 130. QORVO INC 2014-11-14 2015-06-10 10658 7065 3593 3593 40. SILICON MOTION TECHNOL ADR 2015-06-10 1359 989 370 370 1859. SOUTHWEST AIRLINES COM 2014-02-06 2015-06-10 64068 38947 25121 25121 766. SOUTHWEST AIRLINES COM 2014-02-06 2015-06-10 26653 16048 10605 10605 1025. SOUTHWEST AIRLINES COM 2014-02-06 2015-06-10 35612 21474 14138 14138 1. UNITEDHEALTH GROUP INC COM 2001-01-01 2015-06-10 23 23 23 55000. DIGITAL REALTY TRUST COMP GUAR 2013-05-07 2015-06-11 61630 61656 -26 -26 55. OSHKOSH CORPORATION CLASS B 2013-02-04 2015-06-11 2858 2156 702 702 43. OSHKOSH CORPORATION CLASS B 2013-02-04 2015-06-11 2234 1686 548 548 267. QORVO INC 2015-06-11 21950 14435 7515 7515 440. SILICON MOTION TECHNOL ADR 2015-06-11 15123 10695 4428 4428 42. TECH DATA CORP 2014-09-17 2015-06-11 2607 2841 -234 -234 68. OSHKOSH CORPORATION CLASS B 2013-02-04 2015-06-12 3524 2666 858 858 71. OSHKOSH CORPORATION CLASS B 2013-02-04 2015-06-12 3672 2783 889 889 73. TECH DATA CORP 2014-09-17 2015-06-12 4492 4939 -447 -447 300. AOL INC MERGED 06/23/15 @ $50.00 P/S 2015-06-15 14994 4399 10595 10595 100. AOL INC MERGED 06/23/15 @ $50.00 P/S 2011-12-02 2015-06-15 5000 1409 3591 3591 195. OSHKOSH CORPORATION CLASS B 2015-06-15 9785 7560 2225 2225 93. OSHKOSH CORPORATION CLASS B 2013-04-18 2015-06-15 4688 3401 1287 1287 200. SIGMA DESIGNS INC 2015-06-15 2386 1083 1303 1303 760. STANDARD PACIFIC CORP 2013-05-16 2015-06-15 6742 7015 -273 -273 3580. STANDARD PACIFIC CORP 2015-06-15 31531 32656 -1125 -1125 445000. USA TREASURY NOTES 00.375% DUE 06/15/2015 2015-03-13 2015-06-15 445000 445000 280. COMERICA INC 2012-01-13 2015-06-16 14645 8187 6458 6458 920. INTREPID POTASH INC 2015-06-16 10333 13536 -3203 -3203 1640. INVESTORS BANCORP INC NEW 2009-08-26 2015-06-16 20653 5814 14839 14839 560. NEUROCRINE BIOSCIENCES INC 2015-06-16 25304 23225 2079 2079 20. NEUROCRINE BIOSCIENCES INC 2015-03-23 2015-06-16 889 826 63 63 310. STANDARD PACIFIC CORP 2013-05-31 2015-06-16 2714 2811 -97 -97 3780. STANDARD PACIFIC CORP 2015-06-16 33071 34079 -1008 -1008 200. AOL INC MERGED 06/23/15 @ $50.00 P/S 2011-12-02 2015-06-17 9995 2818 7177 7177 820. ENCANA CORP 2012-04-30 2015-06-17 9891 16712 -6821 -6821 40. NEUROCRINE BIOSCIENCES INC 2015-03-23 2015-06-17 1843 1652 191 191 1630. SCHLUMBERGER LTD COM 2015-06-17 145962 166460 -20498 -20498 200. SILICON MOTION TECHNOL ADR 2015-06-17 7355 3051 4304 4304 1590. STANDARD PACIFIC CORP 2015-06-17 13794 13333 461 461 3300. STANDARD PACIFIC CORP 2015-06-17 28629 28690 -61 -61 2180. STANDARD PACIFIC CORP 2015-06-17 18887 17717 1170 1170 1080. STANDARD PACIFIC CORP 2014-10-31 2015-06-17 9357 8241 1116 1116 70000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2015-06-17 2015-06-17 70000 70000 65000. CASCADES INC SEDOL B60TXZ4 ISIN US146900AL98 2015-06-18 67560 67560 60. NEUROCRINE BIOSCIENCES INC 2015-06-18 2774 2478 296 296 90. NEUROCRINE BIOSCIENCES INC 2015-03-04 2015-06-18 4166 3715 451 451 390. NEUROCRINE BIOSCIENCES INC 2015-03-06 2015-06-18 18048 15735 2313 2313 4150. ORACLE CORP 2015-06-18 170958 74841 96117 96117 300. SIGMA DESIGNS INC 2015-06-18 3697 1480 2217 2217 1350. STANDARD PACIFIC CORP 2014-10-31 2015-06-18 11906 10301 1605 1605 870. STANDARD PACIFIC CORP 2015-06-18 7693 6634 1059 1059 220. STANDARD PACIFIC CORP 2014-10-31 2015-06-18 1948 1675 273 273 50000. USA TREASURY NOTES 03.125% DUE 08/15/2044 2014-10-14 2015-06-18 49787 51479 -1692 -1692 200. ANN INC MERGED 08/21/15 @ $37.34 P/S 2015-06-19 9666 2452 7214 7214 320. APACHE CORP COM 2015-06-19 18071 27256 -9185 -9185 45000. ONEOK PARTNERS LP COM GTD CALL 8/1/40 @ 100 2015-06-19 43879 44487 -608 -608 280. AMAG PHARMACEUTICAL INC 2015-06-22 19945 13527 6418 6418 210. NEUROCRINE BIOSCIENCES INC 2015-06-22 10241 8617 1624 1624 120. NEUROCRINE BIOSCIENCES INC 2015-06-22 5856 4846 1010 1010 20. NEUROCRINE BIOSCIENCES INC 2015-03-06 2015-06-22 975 807 168 168 40. AMAG PHARMACEUTICAL INC 2015-01-09 2015-06-23 2851 1719 1132 1132 70. AMAG PHARMACEUTICAL INC 2015-06-23 4977 2989 1988 1988 20. NEUROCRINE BIOSCIENCES INC 2015-03-06 2015-06-23 983 807 176 176 30. NEUROCRINE BIOSCIENCES INC 2015-03-06 2015-06-23 1473 1210 263 263 80. SUPERIOR ENERGY 2015-05-21 2015-06-23 1705 1892 -187 -187 370. SUPERIOR ENERGY 2002-11-19 2015-06-23 7869 2969 4900 4900 1320. SUPERIOR ENERGY 2015-06-23 28073 28052 21 21 560. SUPERIOR ENERGY 2002-11-19 2015-06-23 11894 4494 7400 7400 35000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2015-06-05 2015-06-23 35044 34932 112 112 300. GREATBATCH INC NM CHG 7/1/16 2015-06-24 16303 7614 8689 8689 90. SUPERIOR ENERGY 2002-11-19 2015-06-24 1881 722 1159 1159 1040. SUPERIOR ENERGY 2002-11-19 2015-06-24 21814 8346 13468 13468 30000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2015-06-19 2015-06-24 33307 33916 -609 -609 220. EOG RES INC 2014-10-21 2015-06-25 19310 20991 -1681 -1681 120. EOG RES INC 2012-05-11 2015-06-25 10533 6259 4274 4274 110. NEUROCRINE BIOSCIENCES INC 2015-06-25 5394 4425 969 969 1250. SUPERIOR ENERGY 2002-11-19 2015-06-25 25724 10032 15692 15692 50000. USA TREASURY NOTES 03.125% DUE 08/15/2044 2015-06-25 49387 51170 -1783 -1783 500. AOL INC MERGED 06/23/15 @ $50.00 P/S 2015-06-26 25000 6935 18065 18065 300. ANN INC MERGED 08/21/15 @ $37.34 P/S 2010-01-21 2015-06-26 14605 3637 10968 10968 70000. USA TREASURY NOTES 01.250% DUE 10/31/2015 2015-06-12 2015-06-26 70282 70283 -1 -1 65000. USA TREASURY NOTES 00.375% DUE 01/15/2016 2013-02-11 2015-06-26 65091 64987 104 104 380. PROTHENA CORP PLC SEDOL B91XRN2 2015-06-26 20132 8508 11624 11624 657. ADT CORP MERGED 5/2/16 @ $42.00 P/S 2015-04-02 2015-06-29 22330 27446 -5116 -5116 2823. ADT CORP MERGED 5/2/16 @ $42.00 P/S 2015-04-02 2015-06-29 95124 117931 -22807 -22807 100. COMERICA INC 2012-01-13 2015-06-29 5122 2924 2198 2198 22. COMERICA INC 2012-01-13 2015-06-29 1126 643 483 483 200. AMN HEALTHCARE SERVICES 2015-06-30 6352 2856 3496 3496 15000. BANK OF AMERICA CORP SER MTN UNSC 2013-03-19 2015-06-30 14771 14907 -136 -136 237. COMERICA INC 2012-01-13 2015-06-30 12169 6930 5239 5239 2565.03 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2015-06-30 2565 2746 -181 -181 7476.02 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2015-06-30 7476 8075 -599 -599 4974.27 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2015-06-30 4974 5206 -232 -232 4767.3 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2015-06-30 4767 4957 -190 -190 5170.86 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2015-06-30 5171 5212 -41 -41 1617.82 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2015-06-30 1618 1687 -69 -69 6619.86 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2015-06-30 6620 7094 -474 -474 2626.16 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2015-06-30 2626 2797 -171 -171 4151.62 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2015-06-30 4152 4364 -212 -212 3619.42 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2015-06-30 3619 3803 -184 -184 1380.53 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2015-06-30 1381 1450 -69 -69 2644.63 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2015-06-30 2645 2765 -120 -120 4573.44 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2015-06-30 4573 4737 -164 -164 4654.97 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2015-06-30 4655 4872 -217 -217 8451.06 FEDERAL NATL MTG ASSN POOL AS2276 2015-05-19 2015-06-30 8451 9192 -741 -741 1265.13 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2015-06-30 1265 1320 -55 -55 3737.95 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2015-06-30 3738 3749 -11 -11 225.18 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2015-06-30 225 227 -2 -2 669.76 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2015-06-30 670 682 -12 -12 100.31 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2015-06-30 100 101 -1 -1 297.07 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2015-06-30 297 299 -2 -2 239.68 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2015-06-30 240 232 8 8 259.32 FEDERAL NATL MTG ASSN POOL 755535 2004-01-22 2015-06-30 259 265 -6 -6 30.71 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2015-06-30 31 31 4563.27 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2015-06-30 4563 4749 -186 -186 2247.41 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2015-06-30 2247 2219 28 28 1264.86 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2015-06-30 1265 1328 -63 -63 5940.62 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2015-06-30 5941 6306 -365 -365 1566.34 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2015-06-30 1566 1571 -5 -5 7710.05 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2015-06-30 7710 8027 -317 -317 3009.6 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2015-06-30 3010 3239 -229 -229 3376.67 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2015-06-30 3377 3469 -92 -92 2269.31 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2015-06-30 2269 2293 -24 -24 5263.39 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2015-06-30 5263 5580 -317 -317 6796.36 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2015-06-30 6796 7017 -221 -221 2328.53 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2015-06-30 2329 2362 -33 -33 3537.2 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2015-06-30 3537 3806 -269 -269 3693.02 GOVT NATL MTG ASSN I POOL 724258 2010-03-24 2015-06-30 3693 3722 -29 -29 6423.57 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2015-06-30 6424 6912 -488 -488 300. AEROVIRONMENT INC 2015-07-01 8608 9150 -542 -542 139. COMERICA INC 2012-01-13 2015-07-01 7215 4064 3151 3151 67. COMERICA INC 2012-01-13 2015-07-01 3481 1959 1522 1522 115215.15 CS FIRST BOSTON MTG SEC CORP SERIES 2005-C6 CLASS A4 2006-02-14 2015-07-01 115215 113905 1310 1310 300. EXPRESS INC 2015-07-01 5505 5988 -483 -483 3100. ISTAR FINANCIAL INC REIT 2015-07-01 41787 45688 -3901 -3901 1470. ISTAR FINANCIAL INC REIT 2015-07-01 19815 18999 816 816 175. TOWERS WATSON & CO CLASS A 2015-07-01 22506 20256 2250 2250 4430.79 TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2015-06-30 2015-07-01 4431 4431 160. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-07-01 8433 3520 4913 4913 80. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-07-01 4218 1760 2458 2458 10. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-07-01 536 220 316 316 10. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-07-01 535 220 315 315 120. CAVIUM INC 2015-07-02 8113 4327 3786 3786 280. CAVIUM INC 2015-07-02 18737 9976 8761 8761 370. GANNETT SPINCO INC 2015-07-02 4557 4253 304 304 910. TRONOX LTD SEDOL B883PF6 2015-07-02 13158 23410 -10252 -10252 550. ALLSTATE CORP 2014-10-17 2015-07-06 35532 33294 2238 2238 2860. ALLSTATE CORP 2013-02-20 2015-07-06 184769 133549 51220 51220 35000. HJ HEINZ COMPANY 04.250% DUE 10/15/2020 2014-05-12 2015-07-06 35744 34738 1006 1006 110. NEUROCRINE BIOSCIENCES INC 2015-07-06 5419 4333 1086 1086 470. NEUROCRINE BIOSCIENCES INC 2015-07-06 22390 17660 4730 4730 40. NEUROCRINE BIOSCIENCES INC 2015-02-19 2015-07-06 1976 1440 536 536 1470. SCHLUMBERGER LTD COM 2015-07-06 122664 138624 -15960 -15960 530. SCHLUMBERGER LTD COM 2014-04-01 2015-07-06 44226 51756 -7530 -7530 370. HESS CORPORATION 2015-07-07 23905 26413 -2508 -2508 620. HESS CORPORATION 2012-05-17 2015-07-07 40058 28132 11926 11926 4819. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2015-07-07 2015-07-07 4819 4819 18.5 LIBERTY LILAC GROUP CLAS A SEDOL BTC0M71 ISIN GB00BTC0M714 2014-02-19 2015-07-07 897 759 138 138 15.5 LIBERTY LILAC GROUP CLAS A SEDOL BTC0M71 ISIN GB00BTC0M714 2015-05-11 2015-07-07 751 726 25 25 280. LPL FINANCIAL HOLDINGS INC 2015-07-08 12430 9252 3178 3178 100. QORVO INC 2015-07-08 7478 2027 5451 5451 200. SIGMA DESIGNS INC 2015-07-08 2208 941 1267 1267 171. TOWERS WATSON & CO CLASS A 2015-07-08 21927 19585 2342 2342 70000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2015-06-05 2015-07-08 70654 69863 791 791 100. CAESARSTONE LTD SEDOL B796245 2012-05-14 2015-07-08 6792 1303 5489 5489 10. DEMANDWARE MERGED 07/11/16 @ $75.00 P/S 2015-05-21 2015-07-09 722 630 92 92 480. DYNAVAX TECHNOLOGIES CORP 2015-05-21 2015-07-09 12592 10615 1977 1977 539. DYNAVAX TECHNOLOGIES CORP 2013-11-19 2015-07-09 14282 7842 6440 6440 1021. DYNAVAX TECHNOLOGIES CORP 2015-07-09 27054 17098 9956 9956 120. LPL FINANCIAL HOLDINGS INC 2015-07-09 5386 3845 1541 1541 418. TOWERS WATSON & CO CLASS A 2015-07-09 53752 46442 7310 7310 116. TOWERS WATSON & CO CLASS A 2014-11-04 2015-07-09 14852 12699 2153 2153 80000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2015-05-28 2015-07-09 100731 103402 -2671 -2671 560. COMERICA INC 2012-01-13 2015-07-10 27689 16374 11315 11315 80. DEMANDWARE MERGED 07/11/16 @ $75.00 P/S 2015-05-21 2015-07-10 5662 5038 624 624 370. DEMANDWARE MERGED 07/11/16 @ $75.00 P/S 2015-07-10 26343 21578 4765 4765 80. NEUROCRINE BIOSCIENCES INC 2015-02-19 2015-07-10 3856 2880 976 976 50. NEUROCRINE BIOSCIENCES INC 2015-02-19 2015-07-10 2400 1800 600 600 20. NEUROCRINE BIOSCIENCES INC 2015-02-19 2015-07-10 965 720 245 245 295. TOWERS WATSON & CO CLASS A 2015-07-10 38035 32020 6015 6015 10. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-07-10 518 220 298 298 100. ANN INC MERGED 08/21/15 @ $37.34 P/S 2010-01-21 2015-07-13 4665 1212 3453 3453 200. ANN INC MERGED 08/21/15 @ $37.34 P/S 2010-01-21 2015-07-13 9332 2424 6908 6908 110. DEMANDWARE MERGED 07/11/16 @ $75.00 P/S 2015-07-13 7625 6221 1404 1404 940. DEMANDWARE MERGED 07/11/16 @ $75.00 P/S 2015-07-13 65800 51665 14135 14135 70. NEUROCRINE BIOSCIENCES INC 2015-02-19 2015-07-13 3422 2520 902 902 180. NEUROCRINE BIOSCIENCES INC 2015-02-19 2015-07-13 8889 6480 2409 2409 .333 TOPBUILD CORP 2014-12-16 2015-07-13 10 9 1 1 20. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-07-13 1075 440 635 635 60. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-07-13 3206 1320 1886 1886 20. DEMANDWARE MERGED 07/11/16 @ $75.00 P/S 2014-09-19 2015-07-14 1416 1095 321 321 340. DEMANDWARE MERGED 07/11/16 @ $75.00 P/S 2015-07-14 24120 18260 5860 5860 70000. SYSCO CORPORATION CALL 04/02/2034 @ 100.000 COGT 2015-07-14 70700 70280 420 420 4200. TORONTO-DOMINION BANK ISIN CA8911605092 SEDOL 2897222 2015-07-14 171428 168931 2497 2497 .5 LIBERTY LILAC GROUP CLAS A SEDOL BTC0M71 ISIN GB00BTC0M714 2014-02-19 2015-07-14 23 21 2 2 160. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-07-14 8947 3520 5427 5427 40. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-07-14 2234 880 1354 1354 500. ALLEGHENY TECHNOLOGIES INC 2015-03-09 2015-07-15 12742 16280 -3538 -3538 100. ALLEGHENY TECHNOLOGIES INC 2015-03-09 2015-07-15 2619 3256 -637 -637 90. COMERICA INC 2012-01-13 2015-07-15 4479 2632 1847 1847 448. COMERICA INC 2015-07-15 22369 12605 9764 9764 60000. ROYAL CARIBBEAN CRUISES ISIN US780153AT90 2015-07-15 60000 59250 750 750 113. TOPBUILD CORP 2014-12-16 2015-07-15 3277 2899 378 378 70000. USA TREASURY NOTES 00.250% DUE 11/30/2015 2015-07-14 2015-07-15 70044 70049 -5 -5 440000. USA TREASURY NOTES 00.250% DUE 07/15/2015 2015-03-13 2015-07-15 440000 440000 75000. USA TREASURY NOTES 00.250% DUE 09/15/2015 2015-04-14 2015-07-15 75023 75022 1 1 70000. USA TREASURY NOTES 00.250% DUE 07/31/2015 2015-05-14 2015-07-15 70005 70007 -2 -2 260000. USA TREASURY NOTES 00.250% DUE 07/31/2015 2015-05-14 2015-07-15 260010 260027 -17 -17 80. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-07-15 4526 1760 2766 2766 60. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-07-15 3426 1320 2106 2106 60. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-07-15 3393 1320 2073 2073 600. ALLEGHENY TECHNOLOGIES INC 2015-07-16 15895 19293 -3398 -3398 380. CIGNA CORP 2014-07-21 2015-07-16 58601 36268 22333 22333 728. COMERICA INC 2012-01-27 2015-07-16 36701 20433 16268 16268 300. JOHNSON & JOHNSON COM 2014-05-14 2015-07-16 30321 30280 41 41 80. PTC THERAPEUTICS INC 2015-07-16 4689 4582 107 107 70. PTC THERAPEUTICS INC 2015-05-05 2015-07-16 4069 4003 66 66 2100. ROCKWELL COLLINS INC 2015-04-10 2015-07-16 194919 205748 -10829 -10829 480. SHERWIN-WILLIAMS CO 2015-02-26 2015-07-16 125639 137793 -12154 -12154 260. E M C CORP MASS COM 2015-07-17 6546 5770 776 776 270. LILLY ELI & CO 2015-04-14 2015-07-17 23465 19830 3635 3635 150. PTC THERAPEUTICS INC 2015-07-17 8926 8478 448 448 160. PTC THERAPEUTICS INC 2015-07-17 9528 8658 870 870 280. DANONE SEDOL B1Y9TB3 2011-10-05 2015-07-17 18953 16849 2104 2104 170. AMDOCS LIMITED ISIN BG0022569080 2011-08-10 2015-07-17 9656 4629 5027 5027 260. AMAG PHARMACEUTICAL INC 2015-07-20 19518 18346 1172 1172 470. FINISAR CORPORATION 2015-06-03 2015-07-20 8179 10689 -2510 -2510 20. NEUROCRINE BIOSCIENCES INC 2015-02-19 2015-07-20 1082 720 362 362 10. NEUROCRINE BIOSCIENCES INC 2015-02-19 2015-07-20 551 360 191 191 200. SUMMIT HOTEL PROPERTIES INC REITS 2015-07-20 2854 1919 935 935 100. SUMMIT HOTEL PROPERTIES INC REITS 2015-07-20 1427 954 473 473 9672.53 TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2015-07-20 2015-07-20 9673 9673 630. EXAMWORKS GROUP INC 2015-07-21 21189 25875 -4686 -4686 450. EXAMWORKS GROUP INC 2015-07-21 15381 16163 -782 -782 20. EXAMWORKS GROUP INC 2014-05-28 2015-07-21 684 568 116 116 340. EXAMWORKS GROUP INC 2015-07-21 11673 9611 2062 2062 380. EXAMWORKS GROUP INC 2015-07-21 12734 10716 2018 2018 250. EXAMWORKS GROUP INC 2015-07-21 8415 6957 1458 1458 960. FINISAR CORPORATION 2015-07-21 16767 19262 -2495 -2495 180. FINISAR CORPORATION 2014-12-18 2015-07-21 3163 3552 -389 -389 10. NEUROCRINE BIOSCIENCES INC 2015-02-19 2015-07-21 525 360 165 165 40. TIMKENSTEEL CORP 2014-07-02 2015-07-21 881 1649 -768 -768 60. TIMKENSTEEL CORP 2014-07-02 2015-07-21 1309 2474 -1165 -1165 84. DELEK US HOLDINGS INC 2014-05-15 2015-07-22 3111 2520 591 591 247. DELEK US HOLDINGS INC 2015-07-22 9221 7404 1817 1817 57. DELEK US HOLDINGS INC 2014-06-26 2015-07-22 2116 1702 414 414 290. EXAMWORKS GROUP INC 2015-07-22 9752 7727 2025 2025 220. FINISAR CORPORATION 2014-12-18 2015-07-22 3832 4341 -509 -509 116. 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INTREPID POTASH INC 2014-08-13 2015-07-23 3046 4721 -1675 -1675 22. INTREPID POTASH INC 2014-08-13 2015-07-23 207 320 -113 -113 92. INTREPID POTASH INC 2013-07-30 2015-07-23 865 1261 -396 -396 41. INTREPID POTASH INC 2013-07-30 2015-07-23 395 562 -167 -167 125. M D C HLDGS INC COM 2012-06-14 2015-07-23 3705 3427 278 278 42. M D C HLDGS INC COM 2012-06-14 2015-07-23 1263 1151 112 112 20. TIMKENSTEEL CORP 2014-07-02 2015-07-23 419 825 -406 -406 50. TIMKENSTEEL CORP 2015-07-23 1035 2059 -1024 -1024 35000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2015-06-05 2015-07-23 35130 34932 198 198 270. DELEK US HOLDINGS INC 2015-07-24 9955 7905 2050 2050 55000. ENDO PHARMACEUT HLDGS INC SER WI CALL 07/15/15 @103.5 2012-06-14 2015-07-24 56925 56925 83. INTREPID POTASH INC 2013-07-30 2015-07-24 742 1137 -395 -395 182. INTREPID POTASH INC 2013-07-30 2015-07-24 1655 2494 -839 -839 369. INTREPID POTASH INC 2013-07-30 2015-07-24 3314 5056 -1742 -1742 10. 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M D C HLDGS INC COM 2012-06-07 2015-08-11 11837 10923 914 914 300. MASIMO CORPORATION 2015-08-11 12549 5825 6724 6724 130. DEL FRISCO'S RESTAURANT GROUP 2015-08-12 1989 2482 -493 -493 278. DELEK US HOLDINGS INC 2014-03-26 2015-08-12 10099 7938 2161 2161 152. DELEK US HOLDINGS INC 2015-08-12 5536 4200 1336 1336 133. DELEK US HOLDINGS INC 2014-03-26 2015-08-12 4844 3798 1046 1046 248. DELEK US HOLDINGS INC 2015-08-12 9030 6772 2258 2258 20. GOGO INC 2015-03-16 2015-08-12 340 407 -67 -67 157. M D C HLDGS INC COM 2012-06-07 2015-08-12 4583 4255 328 328 200. GOGO INC 2015-03-16 2015-08-13 3349 4074 -725 -725 280. GOGO INC 2015-03-16 2015-08-13 4683 5703 -1020 -1020 460. BOEING CO 2015-08-14 66724 44878 21846 21846 260. FINISAR CORPORATION 2015-01-27 2015-08-14 4474 5109 -635 -635 430. GOGO INC 2015-08-14 7011 8521 -1510 -1510 50. GOGO INC 2015-03-26 2015-08-14 832 932 -100 -100 222. M D C HLDGS INC COM 2015-08-14 6594 5852 742 742 278. M D C HLDGS INC COM 2012-06-11 2015-08-14 8253 7323 930 930 460. SKYWORKS SOLUTIONS INC COM 2014-02-24 2015-08-14 40809 15779 25030 25030 490. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN7 2015-08-14 45108 20869 24239 24239 11344.92 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2015 A CLASS A2 2015-01-14 2015-08-15 11345 11345 460. M D C HLDGS INC COM 2012-06-11 2015-08-17 13823 12118 1705 1705 35. M D C HLDGS INC COM 2012-06-11 2015-08-17 1059 922 137 137 19. AMERCO 2009-08-26 2015-08-18 7265 920 6345 6345 33. AMERCO 2009-08-26 2015-08-18 12616 1598 11018 11018 1520. BECTON DICKINSON & CO 2015-08-18 223482 136147 87335 87335 600. CAVIUM INC 2015-08-18 43573 21177 22396 22396 40. CAVIUM INC 2013-08-01 2015-08-18 2910 1408 1502 1502 310. CAVIUM INC 2015-08-18 22489 10906 11583 11583 1220. FOOT LOCKER INC 2015-08-18 90264 45058 45206 45206 110. CAESARSTONE LTD SEDOL B796245 2015-06-25 2015-08-18 5312 7398 -2086 -2086 410. 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PTC THERAPEUTICS INC 2014-02-13 2015-08-27 8590 5145 3445 3445 10. PTC THERAPEUTICS INC 2014-02-13 2015-08-27 411 245 166 166 1800. PAYPAL HOLDINGS INC-W/I 2014-06-12 2015-08-27 60866 52360 8506 8506 10. PTC THERAPEUTICS INC 2014-02-13 2015-08-28 404 245 159 159 130. PTC THERAPEUTICS INC 2014-02-13 2015-08-28 5261 3185 2076 2076 30. SUPER MICRO COMPUTER INC 2015-08-05 2015-08-28 785 835 -50 -50 260. SUPER MICRO COMPUTER INC 2015-08-28 6773 7100 -327 -327 47. TECH DATA CORP 2014-09-17 2015-08-28 3059 3180 -121 -121 876.04 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2015-08-31 876 938 -62 -62 4750.02 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2015-08-31 4750 5129 -379 -379 1879.91 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2015-08-31 1880 1967 -87 -87 2971.54 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2015-08-31 2972 3089 -117 -117 4622.9 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2015-08-31 4623 4659 -36 -36 731.09 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2015-08-31 731 762 -31 -31 4161.57 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2015-08-31 4162 4459 -297 -297 1452.65 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2015-08-31 1453 1546 -93 -93 3654.31 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2015-08-31 3654 3839 -185 -185 4794.16 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2015-08-31 4794 5036 -242 -242 1373.2 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2015-08-31 1373 1442 -69 -69 2800.48 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2015-08-31 2800 2928 -128 -128 2075.04 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2015-08-31 2075 2149 -74 -74 562.72 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2015-08-31 563 589 -26 -26 5113.265 FEDERAL NATL MTG ASSN POOL AS2276 2015-05-19 2015-08-31 5113 5560 -447 -447 775.49 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2015-08-31 775 809 -34 -34 4579.68 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2015-08-31 4580 4594 -14 -14 135.04 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2015-08-31 135 136 -1 -1 188.91 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2015-08-31 189 192 -3 -3 115.66 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2015-08-31 116 117 -1 -1 278.79 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2015-08-31 279 280 -1 -1 280.19 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2015-08-31 280 272 8 8 291.08 FEDERAL NATL MTG ASSN POOL 755535 2004-01-22 2015-08-31 291 297 -6 -6 259.44 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2015-08-31 259 260 -1 -1 3037.7 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2015-08-31 3038 3161 -123 -123 1259.95 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2015-08-31 1260 1244 16 16 3111.44 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2015-08-31 3111 3264 -153 -153 1015.01 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2015-08-31 1015 1077 -62 -62 603.5 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2015-08-31 604 605 -1 -1 1985.64 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2015-08-31 1986 2067 -81 -81 1700.68 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2015-08-31 1701 1830 -129 -129 4455.24 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2015-08-31 4455 4577 -122 -122 1980.67 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2015-08-31 1981 2001 -20 -20 2748.9 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2015-08-31 2749 2914 -165 -165 4451.86 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2015-08-31 4452 4596 -144 -144 1886.83 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2015-08-31 1887 1914 -27 -27 2063.97 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2015-08-31 2064 2220 -156 -156 4516.64 GOVT NATL MTG ASSN I POOL 724258 2010-03-24 2015-08-31 4517 4552 -35 -35 3819.24 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2015-08-31 3819 4108 -289 -289 10. PTC THERAPEUTICS INC 2014-02-13 2015-08-31 401 245 156 156 80. STERIS CORP MERGED 11/03/15 2015-08-11 2015-08-31 5146 5377 -231 -231 100. STERIS CORP MERGED 11/03/15 2015-08-31 6444 6710 -266 -266 230. STERIS CORP MERGED 11/03/15 2015-08-31 14775 13126 1649 1649 73. TECH DATA CORP 2014-09-17 2015-08-31 4769 4939 -170 -170 242. TECH DATA CORP 2015-08-31 15809 15512 297 297 80000. USA TREASURY NOTES 01.250% DUE 08/31/2015 2014-05-08 2015-08-31 80000 80000 220000. USA TREASURY NOTES 01.250% DUE 08/31/2015 2015-07-30 2015-08-31 220000 220000 . CS FIRST BOSTON MTG SEC CORP SERIES 2005-C6 CLASS A4 2000-12-31 2015-09-01 20256.41 CS FIRST BOSTON MTG SEC CORP SERIES 2005-C6 CLASS A4 2006-02-14 2015-09-01 20256 20026 230 230 65000. DEUTSCHE BANK AG LONDON SEDOL ISIN US25152RVR10 2014-12-02 2015-09-01 64742 65042 -300 -300 10. PTC THERAPEUTICS INC 2014-02-13 2015-09-01 382 245 137 137 40. PTC THERAPEUTICS INC 2014-02-13 2015-09-01 1526 980 546 546 40. PTC THERAPEUTICS INC 2014-02-13 2015-09-01 1528 980 548 548 590. SUPER MICRO COMPUTER INC 2015-09-01 14365 15664 -1299 -1299 290. EVERTEC INC SEDOL B7KY3Z6 2015-03-05 2015-09-02 5212 6215 -1003 -1003 1590. EVERTEC INC SEDOL B7KY3Z6 2014-06-05 2015-09-02 28578 38361 -9783 -9783 380. GULFPORT ENERGY CORP NEW 2013-02-01 2015-09-02 12947 15733 -2786 -2786 36. GULFPORT ENERGY CORP NEW 2013-02-01 2015-09-02 1230 1491 -261 -261 10. PTC THERAPEUTICS INC 2014-02-13 2015-09-02 367 245 122 122 10. PTC THERAPEUTICS INC 2014-02-13 2015-09-02 374 245 129 129 140. SUPER MICRO COMPUTER INC 2015-08-03 2015-09-02 3482 3698 -216 -216 30. AMERCO 2009-08-26 2015-09-03 11296 1453 9843 9843 238. GULFPORT ENERGY CORP NEW 2015-09-03 8103 9635 -1532 -1532 50. SUPER MICRO COMPUTER INC 2015-08-03 2015-09-03 1278 1321 -43 -43 25. TECH DATA CORP 2014-05-13 2015-09-03 1626 1602 24 24 3. AMERCO 2009-08-26 2015-09-04 1118 145 973 973 530. FINISAR CORPORATION 2015-09-04 8012 10375 -2363 -2363 90. SUPER MICRO COMPUTER INC 2015-09-04 2234 2343 -109 -109 25. AMERCO 2009-08-26 2015-09-08 9348 1211 8137 8137 10000. BOARDWALK PIPELINES LP CO GUARNT CALL 11/01/22 @100 2012-11-05 2015-09-08 8672 9997 -1325 -1325 176. GULFPORT ENERGY CORP NEW 2013-01-17 2015-09-08 5770 7057 -1287 -1287 217. GULFPORT ENERGY CORP NEW 2013-01-17 2015-09-08 7158 8701 -1543 -1543 51. GULFPORT ENERGY CORP NEW 2013-01-17 2015-09-08 1653 2045 -392 -392 193. TECH DATA CORP 2015-09-08 12888 12244 644 644 275. TECH DATA CORP 2015-09-08 18364 16985 1379 1379 18. AMERCO 2009-08-26 2015-09-09 6722 872 5850 5850 780. FINISAR CORPORATION 2015-09-09 11609 14926 -3317 -3317 260. FINISAR CORPORATION 2014-12-17 2015-09-09 3901 4967 -1066 -1066 168. GULFPORT ENERGY CORP NEW 2013-01-17 2015-09-09 5511 6736 -1225 -1225 33. GULFPORT ENERGY CORP NEW 2015-09-09 1116 1296 -180 -180 20. PTC THERAPEUTICS INC 2014-02-13 2015-09-09 771 490 281 281 20. PTC THERAPEUTICS INC 2014-02-13 2015-09-09 771 490 281 281 158332.025 FEDERAL NATL MTG ASSN POOL AS2276 2015-05-19 2015-09-10 171592 172156 -564 -564 81981.23 FEDERAL NATL MTG ASSN POOL 755535 2004-01-22 2015-09-10 92232 83624 8608 8608 450. FINISAR CORPORATION 2015-09-10 6672 8574 -1902 -1902 330. FINISAR CORPORATION 2015-09-10 4952 6234 -1282 -1282 170. GULFPORT ENERGY CORP NEW 2013-01-10 2015-09-10 5537 6659 -1122 -1122 10. PTC THERAPEUTICS INC 2014-02-13 2015-09-10 380 245 135 135 20000. USA TREASURY NOTES 03.125% DUE 08/15/2044 2015-08-26 2015-09-10 20474 20898 -424 -424 50. AMERCO 2009-08-26 2015-09-11 18720 2422 16298 16298 440. FINISAR CORPORATION 2015-09-11 5423 8161 -2738 -2738 760. FINISAR CORPORATION 2015-09-11 9224 13984 -4760 -4760 110. FINISAR CORPORATION 2015-09-11 1397 1984 -587 -587 201. GULFPORT ENERGY CORP NEW 2013-01-10 2015-09-11 6479 7873 -1394 -1394 166. GULFPORT ENERGY CORP NEW 2013-01-10 2015-09-11 5403 6502 -1099 -1099 20. GULFPORT ENERGY CORP NEW 2013-01-10 2015-09-11 645 783 -138 -138 40. PTC THERAPEUTICS INC 2014-02-13 2015-09-11 1518 980 538 538 10. PTC THERAPEUTICS INC 2014-02-13 2015-09-11 380 245 135 135 195000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2015-06-05 2015-09-11 196775 194619 2156 2156 10000. USA TREASURY NOTE 01.500% DUE 08/31/2018 2015-09-10 2015-09-11 10139 10130 9 9 50. DYNAVAX TECHNOLOGIES CORP 2014-07-29 2015-09-14 1593 710 883 883 300. HARMONIC INC 2015-09-14 1806 2383 -577 -577 200. HELIX ENERGY SOLUTIONS GROUP 2014-05-19 2015-09-14 1194 4585 -3391 -3391 20. PTC THERAPEUTICS INC 2014-02-13 2015-09-14 761 490 271 271 200. PRECISION DRILLING STOCK 2014-10-29 2015-09-14 802 1709 -907 -907 20. AMERCO 2009-08-26 2015-09-15 7456 969 6487 6487 140. DYNAVAX TECHNOLOGIES CORP 2014-07-29 2015-09-15 4394 1988 2406 2406 236. GULFPORT ENERGY CORP NEW 2015-09-15 7946 9052 -1106 -1106 200. HELIX ENERGY SOLUTIONS GROUP 2014-05-19 2015-09-15 1237 4585 -3348 -3348 11527.86 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2015 A CLASS A2 2015-01-14 2015-09-15 11528 11528 200. PRECISION DRILLING STOCK 2014-10-29 2015-09-15 839 1709 -870 -870 80000. USA TREASURY NOTES 02.250% DUE 11/15/2024 2015-07-30 2015-09-15 80319 79675 644 644 85000. USA TREASURY NOTE 01.500% DUE 08/31/2018 2015-09-10 2015-09-15 86079 86097 -18 -18 1980000. USA TREASURY NOTES 00.250% DUE 09/15/2015 2015-04-14 2015-09-15 1980000 1980000 40. DYNAVAX TECHNOLOGIES CORP 2014-07-29 2015-09-16 1257 568 689 689 154. GULFPORT ENERGY CORP NEW 2013-02-22 2015-09-16 5331 5711 -380 -380 104. GULFPORT ENERGY CORP NEW 2013-02-22 2015-09-16 3600 3856 -256 -256 20. PTC THERAPEUTICS INC 2014-02-13 2015-09-16 691 490 201 201 80. PTC THERAPEUTICS INC 2014-02-13 2015-09-16 2740 1960 780 780 400. AMERISOURCEBERGEN CORP 2007-09-06 2015-09-17 42733 9385 33348 33348 50. DYNAVAX TECHNOLOGIES CORP 2014-07-29 2015-09-17 1565 710 855 855 1070. MCKESSON HBOC INC COMMN 2015-09-17 219138 155584 63554 63554 30000. OWENS-BROCKWAY COMP GUAR 2014-02-13 2015-09-17 31280 31280 270. PTC THERAPEUTICS INC 2014-02-13 2015-09-17 9272 6615 2657 2657 10. PTC THERAPEUTICS INC 2014-02-13 2015-09-17 343 245 98 98 500. AMERISOURCEBERGEN CORP 2007-09-06 2015-09-18 53159 11731 41428 41428 320. DYNAVAX TECHNOLOGIES CORP 2014-07-29 2015-09-18 9811 4544 5267 5267 110. DYNAVAX TECHNOLOGIES CORP 2014-07-29 2015-09-18 3439 1562 1877 1877 540. ADVANCED ENERGY INDS INC 2015-09-21 13781 10476 3305 3305 1260. ADVANCED ENERGY INDS INC 2015-09-21 32155 28163 3992 3992 2190. ADVANCED ENERGY INDS INC 2015-09-22 53943 41126 12817 12817 2050. ADVANCED ENERGY INDS INC 2015-09-22 50494 39383 11111 11111 200. GENTEX CORP 2014-07-25 2015-09-22 3090 2913 177 177 900. HELIX ENERGY SOLUTIONS GROUP 2015-09-22 5038 17967 -12929 -12929 200. NEKTAR THERAPEUTICS 2015-04-08 2015-09-22 2611 2244 367 367 300. NEKTAR THERAPEUTICS 2011-01-04 2015-09-22 3917 3693 224 224 370. SHUTTERFLY INC 2013-12-18 2015-09-22 13643 17585 -3942 -3942 320. SHUTTERFLY INC 2014-10-27 2015-09-22 11799 13525 -1726 -1726 200. UNITED FIRE GROUP INC 2015-09-22 6872 5625 1247 1247 3000. MEDTRONIC PLC SEDOL BTN1Y11 2015-01-27 2015-09-22 210198 225345 -15147 -15147 900. ACE LIMITED NAME CHG 01/15/16 SEE H1467J104 2010-01-14 2015-09-22 90947 43689 47258 47258 260. COMFORT SYS USA INC 2013-05-02 2015-09-23 7256 3296 3960 3960 40. COMFORT SYS USA INC 2013-05-02 2015-09-23 1120 507 613 613 300. HELIX ENERGY SOLUTIONS GROUP 2015-09-24 1523 5443 -3920 -3920 270. XPO LOGISTICS INC 2015-09-24 7029 12578 -5549 -5549 140. XPO LOGISTICS INC 2012-03-14 2015-09-24 3645 2205 1440 1440 330. XPO LOGISTICS INC 2012-03-14 2015-09-24 8596 5198 3398 3398 50. XPO LOGISTICS INC 2012-03-14 2015-09-24 1280 788 492 492 80. XPO LOGISTICS INC 2012-03-14 2015-09-24 2060 1260 800 800 200. HELIX ENERGY SOLUTIONS GROUP 2012-11-09 2015-09-25 979 3309 -2330 -2330 190. MASIMO CORPORATION 2011-10-26 2015-09-25 7633 3618 4015 4015 260. PACIRA PHARMACEUTICALS INC 2015-09-25 12471 29732 -17261 -17261 150. PACIRA PHARMACEUTICALS INC 2015-02-13 2015-09-25 7181 17096 -9915 -9915 1030. XPO LOGISTICS INC 2015-09-25 24115 15952 8163 8163 360. XPO LOGISTICS INC 2015-09-25 8981 4672 4309 4309 630. XPO LOGISTICS INC 2015-09-25 15670 7794 7876 7876 1. AMERICAN INTERNATIONAL GROUP INC 2001-01-01 2015-09-28 5666 5666 5666 1. AMERICAN INTERNATIONAL GROUP INC 2001-01-01 2015-09-28 1268 1268 1268 54. CIT GROUP INC 2010-07-22 2015-09-28 2161 2010 151 151 40. MASIMO CORPORATION 2011-10-26 2015-09-28 1561 762 799 799 500. PRECISION DRILLING STOCK 2015-09-28 1761 4244 -2483 -2483 1207. AMERICAN CAPITAL LTD 2015-09-29 14535 18381 -3846 -3846 76. AMERICAN CAPITAL LTD 2015-04-27 2015-09-29 928 1155 -227 -227 127. CIT GROUP INC 2010-07-22 2015-09-29 5016 4727 289 289 1370. E M C CORP MASS COM 2011-08-29 2015-09-29 31539 30286 1253 1253 251. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-09-29 8343 8567 -224 -224 583. AMERICAN CAPITAL LTD 2015-09-30 7009 8855 -1846 -1846 850. AMERICAN CAPITAL LTD 2015-09-30 10237 11829 -1592 -1592 834. AMERICAN CAPITAL LTD 2015-09-30 10044 12630 -2586 -2586 145. CIT GROUP INC 2010-07-22 2015-09-30 5776 5397 379 379 5556.62 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2015-09-30 5557 5946 -389 -389 3743.5 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2015-09-30 3744 4042 -298 -298 460.13 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2015-09-30 460 481 -21 -21 3154.73 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2015-09-30 3155 3279 -124 -124 4516.62 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2015-09-30 4517 4552 -35 -35 1126.57 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2015-09-30 1127 1174 -47 -47 3716.94 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2015-09-30 3717 3982 -265 -265 2327.09 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2015-09-30 2327 2476 -149 -149 3339.1 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2015-09-30 3339 3507 -168 -168 1030.91 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2015-09-30 1031 1083 -52 -52 2499.05 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2015-09-30 2499 2623 -124 -124 1546.81 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2015-09-30 1547 1617 -70 -70 2554.17 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2015-09-30 2554 2645 -91 -91 1957.63 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2015-09-30 1958 2048 -90 -90 973.93 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2015-09-30 974 1016 -42 -42 1485.47 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2015-09-30 1485 1585 -100 -100 2742.56 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2015-09-30 2743 2751 -8 -8 736.58 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2015-09-30 737 765 -28 -28 205.04 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2015-09-30 205 206 -1 -1 34.81 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2015-09-30 35 35 105.81 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2015-09-30 106 107 -1 -1 5848.95 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2015-09-30 5849 5883 -34 -34 264.6 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2015-09-30 265 256 9 9 242.47 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2015-09-30 242 243 -1 -1 4296.62 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2015-09-30 4297 4470 -173 -173 1446.33 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2015-09-30 1446 1428 18 18 2590.2 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2015-09-30 2590 2717 -127 -127 2771.25 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2015-09-30 2771 2941 -170 -170 4119.96 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2015-09-30 4120 4132 -12 -12 2902.58 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2015-09-30 2903 3021 -118 -118 1990.14 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2015-09-30 1990 2141 -151 -151 1393.29 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2015-09-30 1393 1431 -38 -38 1482.71 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2015-09-30 1483 1498 -15 -15 3586.34 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2015-09-30 3586 3801 -215 -215 8033.08 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2015-09-30 8033 8292 -259 -259 1726.84 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2015-09-30 1727 1751 -24 -24 4699.62 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2015-09-30 4700 5055 -355 -355 2115.32 GOVT NATL MTG ASSN I POOL 724258 2010-03-24 2015-09-30 2115 2132 -17 -17 2910.09 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2015-09-30 2910 3130 -220 -220 40000. USA TREASURY NOTES 01.250% DUE 10/31/2015 2015-06-12 2015-09-30 40039 40040 -1 -1 164. CIT GROUP INC 2010-07-22 2015-10-01 6612 6105 507 507 290. JOHNSON & JOHNSON COM 2015-10-01 26825 29042 -2217 -2217 9. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-06-17 2015-10-01 297 307 -10 -10 68. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-06-17 2015-10-01 2242 2319 -77 -77 755. AMERICAN CAPITAL LTD 2013-07-24 2015-10-02 9411 10313 -902 -902 433. AMERICAN CAPITAL LTD 2013-07-24 2015-10-02 5381 5915 -534 -534 660. AMERICAN CAPITAL LTD 2015-10-02 8186 8977 -791 -791 372. AMERICAN CAPITAL LTD 2013-09-20 2015-10-02 4618 4982 -364 -364 100. CNO FINANCIAL GROUP INC 2015-05-22 2015-10-02 1821 1844 -23 -23 1490. CNO FINANCIAL GROUP INC 2015-10-02 27108 26508 600 600 650. CNO FINANCIAL GROUP INC 2014-02-03 2015-10-02 11826 10747 1079 1079 1920. DYNAVAX TECHNOLOGIES CORP 2015-10-02 48571 25772 22799 22799 370. DYNAVAX TECHNOLOGIES CORP 2015-10-02 9489 4922 4567 4567 200. MASIMO CORPORATION 2015-10-02 7756 3807 3949 3949 120. MASIMO CORPORATION 2011-10-26 2015-10-02 4648 2284 2364 2364 120. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-10-02 3959 4092 -133 -133 162. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-06-16 2015-10-02 5347 5524 -177 -177 189. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-06-16 2015-10-02 6242 6445 -203 -203 30. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-10-02 1371 660 711 711 90. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-10-02 4108 1980 2128 2128 95. AMERICAN CAPITAL LTD 2013-09-20 2015-10-05 1175 1272 -97 -97 364. AMERICAN CAPITAL LTD 2013-09-20 2015-10-05 4519 4875 -356 -356 758. AMERICAN CAPITAL LTD 2013-09-20 2015-10-05 9348 10151 -803 -803 120. BLOOMIN BRANDS INC 2015-02-11 2015-10-05 2216 3001 -785 -785 80. BLOOMIN BRANDS INC 2015-02-11 2015-10-05 1485 2001 -516 -516 130. BLOOMIN BRANDS INC 2015-02-11 2015-10-05 2398 3251 -853 -853 620. BLOOMIN BRANDS INC 2015-10-05 11445 15482 -4037 -4037 1170. BLOOMIN BRANDS INC 2015-10-05 21561 27524 -5963 -5963 620. CIT GROUP INC 2015-10-05 25385 22853 2532 2532 70. DYNAVAX TECHNOLOGIES CORP 2013-11-13 2015-10-05 1827 923 904 904 200. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-06-16 2015-10-05 6697 6820 -123 -123 30. PAPA JOHN'S INTL INC 2015-02-26 2015-10-05 2114 1918 196 196 220. PAPA JOHN'S INTL INC 2015-10-05 15404 11812 3592 3592 300. SILICON MOTION TECHNOL ADR 2015-10-05 8346 4530 3816 3816 40. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-10-05 1885 880 1005 1005 80. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-10-05 3764 1760 2004 2004 90. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-10-05 4289 1980 2309 2309 733. AMERICAN CAPITAL LTD 2015-10-06 8896 9802 -906 -906 3060. BLOOMIN BRANDS INC 2015-10-06 55107 67549 -12442 -12442 1690. BLOOMIN BRANDS INC 2015-10-06 30549 37085 -6536 -6536 10. DYNAVAX TECHNOLOGIES CORP 2013-11-13 2015-10-06 250 132 118 118 100. GLOBAL PAYMENTS INC-W/I 2015-10-06 11524 4763 6761 6761 100. NN INC 2015-06-24 2015-10-06 1810 2332 -522 -522 291. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-10-06 9826 9922 -96 -96 180. PAPA JOHN'S INTL INC 2015-10-06 12521 8465 4056 4056 370. STARZ - SERIES A 2015-10-06 14332 15062 -730 -730 170. STARZ - SERIES A 2015-07-29 2015-10-06 6832 6748 84 84 1. AMERICAN INTERNATIONAL GROUP INC 2001-01-01 2015-10-07 709 709 709 80. COMMVAULT SYSTEMS INC 2015-03-02 2015-10-07 2851 3917 -1066 -1066 90. COMMVAULT SYSTEMS INC 2015-10-07 3206 4390 -1184 -1184 380. COMMVAULT SYSTEMS INC 2015-03-03 2015-10-07 13496 18503 -5007 -5007 360. DYNAVAX TECHNOLOGIES CORP 2015-10-07 8784 4729 4055 4055 765. FORTINET INC 2013-09-13 2015-10-07 32453 15891 16562 16562 245. FORTINET INC 2015-08-11 2015-10-07 10393 11510 -1117 -1117 100. NN INC 2011-07-26 2015-10-07 1847 1247 600 600 40. PAPA JOHN'S INTL INC 2014-10-31 2015-10-07 2748 1866 882 882 30. PAPA JOHN'S INTL INC 2014-10-31 2015-10-07 2052 1400 652 652 70. PAPA JOHN'S INTL INC 2014-10-31 2015-10-07 4825 3266 1559 1559 50. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-10-07 2212 1100 1112 1112 30. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-10-07 1291 660 631 631 40. PROTHENA CORP PLC SEDOL B91XRN2 2013-10-03 2015-10-07 1775 880 895 895 60. PROTHENA CORP PLC SEDOL B91XRN2 2015-10-07 2677 1320 1357 1357 200. COHU INC 2015-10-08 2140 2230 -90 -90 400. HARMONIC INC 2015-10-08 2282 3161 -879 -879 210. POLYONE CORPORATION 2015-10-08 7099 7812 -713 -713 1400. PROCTER & GAMBLE CO 2007-07-11 2015-10-08 103001 86098 16903 16903 .561 WRIGHT MEDICAL GROUP N V ORD 2014-02-25 2015-10-08 12 18 -6 -6 130. DYNAVAX TECHNOLOGIES CORP 2013-11-12 2015-10-09 3137 1651 1486 1486 3190. HD SUPPLY HOLDINGS INC 2015-07-16 2015-10-09 99505 116728 -17223 -17223 820. HD SUPPLY HOLDINGS INC 2015-07-16 2015-10-09 25358 30005 -4647 -4647 180. POLYONE CORPORATION 2015-07-22 2015-10-09 6143 6695 -552 -552 120. POLYONE CORPORATION 2013-07-18 2015-10-09 4095 3393 702 702 570. TASER INTL INC 2015-10-09 14347 15418 -1071 -1071 10. TASER INTL INC 2015-04-09 2015-10-09 248 269 -21 -21 50. TASER INTL INC 2015-10-09 1246 1307 -61 -61 510. TASER INTL INC 2015-08-03 2015-10-09 12595 13226 -631 -631 75. TECH DATA CORP 2015-10-09 5610 4617 993 993 68. TECH DATA CORP 2014-10-03 2015-10-09 5086 3874 1212 1212 34. TECH DATA CORP 2014-10-03 2015-10-09 2578 1937 641 641 2900. TIME WARNER INC 2015-10-09 212224 188480 23744 23744 3150. VOYA FINL INC COM 2015-10-09 126005 136184 -10179 -10179 10. DYNAVAX TECHNOLOGIES CORP 2013-11-12 2015-10-12 240 127 113 113 530. TASER INTL INC 2015-08-03 2015-10-12 12849 13745 -896 -896 15. TECH DATA CORP 2015-03-12 2015-10-12 1083 816 267 267 248. TECH DATA CORP 2014-10-03 2015-10-12 17905 14130 3775 3775 80000. ABBEY NATL TREASURY SERV SEDOL ISIN US002799AL89 2014-09-03 2015-10-13 82634 82414 220 220 110. DYNAVAX TECHNOLOGIES CORP 2015-10-13 2636 1386 1250 1250 90. LILLY ELI & CO 2015-08-10 2015-10-13 7170 7499 -329 -329 100. PAPA JOHN'S INTL INC 2014-10-31 2015-10-13 7128 4665 2463 2463 58. CDW CORP/DE 2015-08-13 2015-10-14 2521 2219 302 302 170. MERCK & CO INC 2015-05-04 2015-10-14 8439 10350 -1911 -1911 67. TECH DATA CORP 2015-10-14 4874 3644 1230 1230 14769.3 TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2015-10-14 2015-10-14 14769 14769 97. CDW CORP/DE 2015-08-13 2015-10-15 4222 3710 512 512 16. CDW CORP/DE 2015-08-13 2015-10-15 699 612 87 87 800. DYNAVAX TECHNOLOGIES CORP 2015-10-15 19366 9851 9515 9515 30. DYNAVAX TECHNOLOGIES CORP 2013-11-11 2015-10-15 729 362 367 367 60. DYNAVAX TECHNOLOGIES CORP 2013-11-11 2015-10-15 1438 724 714 714 11365.47 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2015 A CLASS A2 2015-01-14 2015-10-15 11365 11365 450. LILLY ELI & CO 2015-04-14 2015-10-15 35901 33050 2851 2851 710. MERCK & CO INC 2015-10-15 36153 41718 -5565 -5565 82. TECH DATA CORP 2015-03-13 2015-10-15 5980 4458 1522 1522 18. AMERCO 2009-08-26 2015-10-16 7197 872 6325 6325 106. CDW CORP/DE 2015-08-13 2015-10-16 4650 4055 595 595 14. CDW CORP/DE 2015-08-13 2015-10-16 613 536 77 77 29. CDW CORP/DE 2015-08-13 2015-10-16 1269 1109 160 160 425. CIT GROUP INC 2015-10-16 17291 14291 3000 3000 36. CIT GROUP INC 2011-10-12 2015-10-16 1474 1175 299 299 920. CNO FINANCIAL GROUP INC 2013-06-11 2015-10-16 17726 11721 6005 6005 200. COLUMBUS MCKINNON CORP N Y 2015-10-16 3790 3067 723 723 330. DYNAVAX TECHNOLOGIES CORP 2013-11-11 2015-10-16 7944 3980 3964 3964 320. DYNAVAX TECHNOLOGIES CORP 2013-11-11 2015-10-16 7810 3859 3951 3951 95. TECH DATA CORP 2015-10-16 6891 5162 1729 1729 12. TECH DATA CORP 2015-03-12 2015-10-16 875 652 223 223 30. PROTHENA CORP PLC SEDOL B91XRN2 2014-09-16 2015-10-16 1416 660 756 756 20. PROTHENA CORP PLC SEDOL B91XRN2 2014-09-16 2015-10-16 975 440 535 535 1953. AMERICAN CAPITAL LTD 2015-10-19 24428 24398 30 30 179. CIT GROUP INC 2011-10-12 2015-10-19 7301 5843 1458 1458 630. GENERAL ELEC CO COM 2014-08-01 2015-10-19 18185 15946 2239 2239 13. LSB INDUSTRIES INC 2013-01-14 2015-10-19 215 495 -280 -280 25. LSB INDUSTRIES INC 2013-01-14 2015-10-19 436 952 -516 -516 155. LSB INDUSTRIES INC 2013-01-14 2015-10-19 2564 5903 -3339 -3339 44. TECH DATA CORP 2015-03-12 2015-10-19 3235 2389 846 846 10. PROTHENA CORP PLC SEDOL B91XRN2 2014-09-16 2015-10-19 481 220 261 261 58. AMERCO 2009-08-26 2015-10-20 22944 2809 20135 20135 485. CIT GROUP INC 2011-10-12 2015-10-20 19681 15831 3850 3850 76. CIT GROUP INC 2011-10-12 2015-10-20 3122 2481 641 641 3. LSB INDUSTRIES INC 2013-01-14 2015-10-20 51 114 -63 -63 46. LSB INDUSTRIES INC 2013-01-14 2015-10-20 758 1752 -994 -994 160. OSHKOSH CORPORATION CLASS B 2013-04-18 2015-10-20 6226 5851 375 375 28. OSHKOSH CORPORATION CLASS B 2013-04-18 2015-10-20 1081 1024 57 57 80. PROTHENA CORP PLC SEDOL B91XRN2 2014-09-16 2015-10-20 3767 1759 2008 2008 3. AMERCO 2009-08-26 2015-10-21 1182 145 1037 1037 300. BLUCORA INC 2015-10-21 3391 3578 -187 -187 99. CIT GROUP INC 2011-10-12 2015-10-21 3942 3231 711 711 2260. HCA HOLDINGS INC 2014-08-01 2015-10-21 161055 148064 12991 12991 200. HARMONIC INC 2015-02-12 2015-10-21 1199 1579 -380 -380 33. LSB INDUSTRIES INC 2013-01-14 2015-10-21 524 1257 -733 -733 43. LSB INDUSTRIES INC 2013-01-14 2015-10-21 695 1638 -943 -943 300. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-10-21 10185 8027 2158 2158 175. OSHKOSH CORPORATION CLASS B 2013-04-18 2015-10-21 6847 6399 448 448 300. HNI CORP 2015-10-22 13322 10246 3076 3076 157. LSB INDUSTRIES INC 2015-10-22 2535 5671 -3136 -3136 22. LSB INDUSTRIES INC 2014-10-17 2015-10-22 352 783 -431 -431 310. MASIMO CORPORATION 2011-10-26 2015-10-22 11874 5899 5975 5975 400. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-10-22 13479 10496 2983 2983 771. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-10-22 25612 26192 -580 -580 260. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-06-30 2015-10-22 8637 8738 -101 -101 264. OSHKOSH CORPORATION CLASS B 2013-04-18 2015-10-22 10297 9653 644 644 5000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2015-06-19 2015-10-22 5916 5647 269 269 30000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2012-04-17 2015-10-22 35497 33359 2138 2138 10. WRIGHT MEDICAL GROUP N V ORD 2014-02-26 2015-10-22 195 315 -120 -120 60. WRIGHT MEDICAL GROUP N V ORD 2014-02-26 2015-10-22 1169 1892 -723 -723 230. CEB INC 2011-06-10 2015-10-23 17214 9007 8207 8207 50. HURON CONSULTING GROUP INC 2015-04-29 2015-10-23 2444 2969 -525 -525 80. HURON CONSULTING GROUP INC 2015-04-29 2015-10-23 3898 4750 -852 -852 85. LSB INDUSTRIES INC 2014-10-17 2015-10-23 1381 3026 -1645 -1645 504. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2015-10-23 16629 16936 -307 -307 123. OSHKOSH CORPORATION CLASS B 2013-04-18 2015-10-23 4856 4498 358 358 600. PRECISION DRILLING STOCK 2015-10-23 2576 4985 -2409 -2409 30000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2015-09-30 2015-10-23 30109 30114 -5 -5 150. ICON PLC SEDOL B94G471 2010-10-05 2015-10-23 10272 3307 6965 6965 140. ICON PLC SEDOL B94G471 2015-08-11 2015-10-23 9587 11578 -1991 -1991 260. ICON PLC SEDOL B94G471 2010-10-05 2015-10-23 17790 5733 12057 12057 520. ICON PLC SEDOL B94G471 2010-10-05 2015-10-23 35504 11465 24039 24039 50. WRIGHT MEDICAL GROUP N V ORD 2015-10-23 973 1576 -603 -603 10. WRIGHT MEDICAL GROUP N V ORD 2014-02-26 2015-10-23 195 315 -120 -120 200. BLUCORA INC 2015-10-26 2267 2356 -89 -89 90. CEB INC 2015-10-26 6655 3519 3136 3136 65. LSB INDUSTRIES INC 2014-10-17 2015-10-26 1002 2314 -1312 -1312 50000. PETROBRAS GLOBAL FINANCE SEDOL BKQZRP2 ISIN US71647NAM11 2014-03-10 2015-10-26 39514 49886 -10372 -10372 285. PRECISION DRILLING STOCK 2015-10-26 1136 2342 -1206 -1206 515. PRECISION DRILLING STOCK 2015-10-26 2080 3928 -1848 -1848 60000. SALLY HOLDINGS/SALLY CAP SER WI COM GTD CALL 11/15/15 @ 103.438 2014-03-10 2015-10-26 62550 62178 372 372 180. ICON PLC SEDOL B94G471 2010-10-05 2015-10-26 12396 3969 8427 8427 20. WRIGHT MEDICAL GROUP N V ORD 2014-02-26 2015-10-26 389 630 -241 -241 210. WRIGHT MEDICAL GROUP N V ORD 2014-02-26 2015-10-26 4096 6616 -2520 -2520 10. CEB INC 2011-06-13 2015-10-27 733 391 342 342 110. CEB INC 2011-06-13 2015-10-27 7884 4298 3586 3586 200. COHU INC 2015-10-27 2208 2200 8 8 1520. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-10-27 43841 40796 3045 3045 520. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-10-27 14577 13682 895 895 260. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-10-27 7408 6828 580 580 130. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-07-23 2015-10-27 3775 3414 361 361 490. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-10-27 14367 12857 1510 1510 440. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-07-06 2015-10-27 12067 11537 530 530 40. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-07-06 2015-10-27 1117 1049 68 68 370. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-10-27 10365 9699 666 666 610. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-10-27 17800 15919 1881 1881 50. GENESEE & WYO INC CL A 2014-08-21 2015-10-27 3134 4921 -1787 -1787 90. GENESEE & WYO INC CL A 2015-10-27 5703 8851 -3148 -3148 200. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2013-02-27 2015-10-27 6775 4963 1812 1812 200. PRECISION DRILLING STOCK 2014-12-03 2015-10-27 763 1316 -553 -553 750. RENT A CENTER INC 2015-05-21 2015-10-27 14278 24529 -10251 -10251 340. SPIRIT AIRLINES INC 2015-10-27 11738 21775 -10037 -10037 370. TASER INTL INC 2015-10-27 8446 9547 -1101 -1101 100. TASER INTL INC 2015-03-24 2015-10-27 2292 2540 -248 -248 350. TASER INTL INC 2015-10-27 8140 8888 -748 -748 972. CNO FINANCIAL GROUP INC 2015-10-28 18925 12215 6710 6710 84. CNO FINANCIAL GROUP INC 2013-06-04 2015-10-28 1646 1046 600 600 810. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-06-29 2015-10-28 22820 21095 1725 1725 320. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-10-28 9041 8333 708 708 110. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-06-29 2015-10-28 3099 2863 236 236 220. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-10-28 6046 5535 511 511 410. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-10-28 11520 9931 1589 1589 190. GENESEE & WYO INC CL A 2014-08-22 2015-10-28 12222 18682 -6460 -6460 120. GENESEE & WYO INC CL A 2015-10-28 7707 11797 -4090 -4090 63. LSB INDUSTRIES INC 2015-10-28 1004 2173 -1169 -1169 225. OM GROUP INC MERGED 10/28/2015 @ $34.00 P/S 2013-01-22 2015-10-28 7650 5897 1753 1753 400. POWER SOLUTIONS INTERNATIONA 2015-10-28 7779 28258 -20479 -20479 200. PRECISION DRILLING STOCK 2015-10-28 793 1217 -424 -424 550. RENT A CENTER INC 2015-10-28 9790 17657 -7867 -7867 520. TASER INTL INC 2015-03-24 2015-10-28 12039 13185 -1146 -1146 105000. USA TREASURY NOTE 01.500% DUE 08/31/2018 2015-10-28 106747 106638 109 109 27534. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2015-10-28 2015-10-28 27534 27534 30. WRIGHT MEDICAL GROUP N V ORD 2014-02-26 2015-10-28 584 945 -361 -361 384. CNO FINANCIAL GROUP INC 2013-06-04 2015-10-29 7468 4782 2686 2686 11. LSB INDUSTRIES INC 2013-05-29 2015-10-29 175 375 -200 -200 62. LSB INDUSTRIES INC 2013-05-29 2015-10-29 971 2113 -1142 -1142 440. RENT A CENTER INC 2015-10-29 7862 13787 -5925 -5925 620. RENT A CENTER INC 2015-10-29 10878 19404 -8526 -8526 190. RENT A CENTER INC 2014-12-11 2015-10-29 3337 5945 -2608 -2608 1220. RENT A CENTER INC 2015-10-29 21747 35835 -14088 -14088 15000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2015-08-21 2015-10-30 15321 15429 -108 -108 75000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2015-10-30 75659 75625 34 34 1454.57 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2015-10-31 1455 1556 -101 -101 3467.66 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2015-10-31 3468 3743 -275 -275 646.38 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2015-10-31 646 676 -30 -30 2447.39 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2015-10-31 2447 2544 -97 -97 4299.58 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2015-10-31 4300 4333 -33 -33 1455.92 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2015-10-31 1456 1517 -61 -61 9568.63 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2015-10-31 9569 10249 -680 -680 2096.44 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2015-10-31 2096 2230 -134 -134 3259.52 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2015-10-31 3260 3423 -163 -163 1036.35 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2015-10-31 1036 1089 -53 -53 3968.45 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2015-10-31 3968 4164 -196 -196 2754.37 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2015-10-31 2754 2879 -125 -125 3312.89 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2015-10-31 3313 3431 -118 -118 563.17 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2015-10-31 563 589 -26 -26 999.84 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2015-10-31 1000 1042 -42 -42 2182.41 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2015-10-31 2182 2328 -146 -146 2320.28 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2015-10-31 2320 2327 -7 -7 2852.55 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2015-10-31 2853 2961 -108 -108 148.14 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2015-10-31 148 149 -1 -1 33.87 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2015-10-31 34 34 101.92 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2015-10-31 102 103 -1 -1 284.41 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2015-10-31 284 286 -2 -2 264.01 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2015-10-31 264 256 8 8 26.62 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2015-10-31 27 27 5265.96 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2015-10-31 5266 5478 -212 -212 905.63 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2015-10-31 906 894 12 12 737.31 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2015-10-31 737 773 -36 -36 1500.21 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2015-10-31 1500 1592 -92 -92 2359.62 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2015-10-31 2360 2366 -6 -6 1337.99 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2015-10-31 1338 1393 -55 -55 1530.11 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2015-10-31 1530 1646 -116 -116 2471.95 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2015-10-31 2472 2539 -67 -67 2165.1 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2015-10-31 2165 2188 -23 -23 2970. FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2015-10-31 2970 3147 -177 -177 4385.11 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2015-10-31 4385 4526 -141 -141 1652.86 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2015-10-31 1653 1676 -23 -23 3056.26 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2015-10-31 3056 3287 -231 -231 4727.15 GOVT NATL MTG ASSN I POOL 724258 2010-03-24 2015-10-31 4727 4764 -37 -37 1331.88 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2015-10-31 1332 1432 -100 -100 460000. USA TREASURY NOTES 01.250% DUE 10/31/2015 2015-10-31 460000 460000 330000. USA TREASURY NOTES 01.250% DUE 10/31/2015 2015-06-12 2015-10-31 330000 330000 25. AMERCO 2009-08-26 2015-11-02 10169 1211 8958 8958 403. AMERICAN CAPITAL LTD 2013-06-26 2015-11-02 5143 4907 236 236 286. AMERICAN CAPITAL LTD 2013-06-26 2015-11-02 3653 3482 171 171 82. AMERICAN CAPITAL LTD 2013-06-26 2015-11-02 1047 998 49 49 160. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-08-03 2015-11-02 5770 3865 1905 1905 680. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-11-02 24254 16309 7945 7945 129. LSB INDUSTRIES INC 2013-05-29 2015-11-02 2027 4396 -2369 -2369 100. POWER SOLUTIONS INTERNATIONA 2015-11-02 1830 6837 -5007 -5007 30. POWER SOLUTIONS INTERNATIONA 2014-11-03 2015-11-02 549 1920 -1371 -1371 572. AMERICAN CAPITAL LTD 2013-06-26 2015-11-03 7367 6965 402 402 191. AMERICAN CAPITAL LTD 2013-06-26 2015-11-03 2455 2326 129 129 638. AMERICAN CAPITAL LTD 2013-06-26 2015-11-03 8214 7769 445 445 120. DAVE & BUSTER'S ENTERTAINM 2015-07-22 2015-11-03 4691 4741 -50 -50 110. DAVE & BUSTER'S ENTERTAINM 2015-07-22 2015-11-03 4275 4346 -71 -71 350. DAVE & BUSTER'S ENTERTAINM 2015-11-03 13625 13560 65 65 266. LSB INDUSTRIES INC 2013-05-29 2015-11-03 4318 9064 -4746 -4746 160. PACIRA PHARMACEUTICALS INC 2015-11-03 8865 18217 -9352 -9352 90. PACIRA PHARMACEUTICALS INC 2015-11-03 4939 10168 -5229 -5229 70. PACIRA PHARMACEUTICALS INC 2015-11-03 3863 7889 -4026 -4026 90. PACIRA PHARMACEUTICALS INC 2015-02-10 2015-11-03 4989 10108 -5119 -5119 555000. USA TREASURY NOTES 00.250% DUE 12/15/2015 2015-07-30 2015-11-03 555130 555092 38 38 60000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2015-11-03 2015-11-03 60000 60000 1450. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN7 2015-11-03 114176 61138 53038 53038 38. AMERCO 2009-08-26 2015-11-04 15374 1841 13533 13533 129. LSB INDUSTRIES INC 2015-11-04 2110 4348 -2238 -2238 690. PAPA JOHN'S INTL INC 2015-11-04 40729 31808 8921 8921 90. PAPA JOHN'S INTL INC 2014-10-30 2015-11-04 5415 4069 1346 1346 40. PAPA JOHN'S INTL INC 2014-10-30 2015-11-04 2428 1808 620 620 270. STERIS PLC SEDOL BVVBC02 2015-11-03 2015-11-04 20418 20397 21 21 5. AMERCO 2009-08-26 2015-11-05 2013 242 1771 1771 160. HOMEAWAY INC MERGED 12/15/2015 @ $10.15 P/S 2014-04-10 2015-11-05 6297 5492 805 805 163. LSB INDUSTRIES INC 2012-12-06 2015-11-05 2627 5425 -2798 -2798 60. LITHIA MTRS INC CL A 2015-11-05 7117 2586 4531 4531 130. LITHIA MTRS INC CL A 2015-11-05 15494 5586 9908 9908 200. SILICON MOTION TECHNOL ADR 2013-02-05 2015-11-05 6329 3000 3329 3329 80. STIFEL FINL CORP 2015-11-05 3385 2924 461 461 470. STIFEL FINL CORP 2015-11-05 19885 24954 -5069 -5069 80. STIFEL FINL CORP 2013-07-12 2015-11-05 3409 2919 490 490 250. STIFEL FINL CORP 2013-07-12 2015-11-05 10719 9122 1597 1597 30. STIFEL FINL CORP 2013-07-12 2015-11-05 1274 1095 179 179 90. VISA INC CLASS A SHARES 2014-09-04 2015-11-05 7138 4823 2315 2315 150. VISA INC CLASS A SHARES 2015-07-08 2015-11-05 11896 10045 1851 1851 260. STERIS PLC SEDOL BVVBC02 2015-11-03 2015-11-05 19762 19642 120 120 250. AUTODESK INC 2015-07-08 2015-11-06 15763 13144 2619 2619 190. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-11-06 6625 4529 2096 2096 1120. HOMEAWAY INC MERGED 12/15/2015 @ $10.15 P/S 2015-11-06 42525 36939 5586 5586 175. LSB INDUSTRIES INC 2012-12-06 2015-11-06 1006 5824 -4818 -4818 583. LSB INDUSTRIES INC 2015-11-06 4865 19339 -14474 -14474 1273. LSB INDUSTRIES INC 2015-11-06 10654 38480 -27826 -27826 36. LSB INDUSTRIES INC 2013-11-21 2015-11-06 251 1072 -821 -821 226. LSB INDUSTRIES INC 2013-11-21 2015-11-06 1776 6729 -4953 -4953 4220. MAGNA INTERNATIONAL ISIN CA5592224011 2015-11-06 203432 149630 53802 53802 650. PRECISION DRILLING STOCK 2015-08-31 2015-11-06 2614 2994 -380 -380 260. STIFEL FINL CORP 2015-11-06 11462 9481 1981 1981 30. STIFEL FINL CORP 2013-07-11 2015-11-06 1343 1094 249 249 230. STIFEL FINL CORP 2015-11-06 10300 8383 1917 1917 70. SUMMIT HOTEL PROPERTIES INC REITS 2013-09-03 2015-11-06 944 667 277 277 230. SUMMIT HOTEL PROPERTIES INC REITS 2015-11-06 3104 2184 920 920 200. STERLING BANCORP 2015-03-23 2015-11-09 3309 2730 579 579 170. STIFEL FINL CORP 2013-07-11 2015-11-09 7922 6193 1729 1729 1290. GENERAL ELEC CO COM 2015-11-10 38812 30274 8538 8538 200. GLATFELTER 2015-11-10 3559 2910 649 649 320. PLUM CREEK TIMBER CO INC 2014-11-25 2015-11-10 14854 13423 1431 1431 310. PLUM CREEK TIMBER CO INC 2014-11-04 2015-11-10 14389 12777 1612 1612 200. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-08-07 2015-11-11 6972 4766 2206 2206 60000. POLYONE CORP SR UNSEC CALL 9/15/15 @ 103.68 2014-02-14 2015-11-12 62520 62141 379 379 80. STIFEL FINL CORP 2013-07-11 2015-11-12 3599 2914 685 685 50000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2015-09-30 2015-11-12 49139 50190 -1051 -1051 240. BROADSOFT INC 2015-06-03 2015-11-13 9150 9128 22 22 720. STIFEL FINL CORP 2015-11-13 31724 26223 5501 5501 20. STIFEL FINL CORP 2013-07-11 2015-11-13 881 726 155 155 150. STIFEL FINL CORP 2013-07-11 2015-11-13 6612 5446 1166 1166 330. TASER INTL INC 2015-03-24 2015-11-13 5711 8368 -2657 -2657 40. TASER INTL INC 2015-03-24 2015-11-13 698 1014 -316 -316 100. TASER INTL INC 2015-03-24 2015-11-13 1727 2536 -809 -809 770. TASER INTL INC 2015-11-13 13383 19210 -5827 -5827 650. TASER INTL INC 2015-03-25 2015-11-13 11327 15965 -4638 -4638 11488. HYUNDAI AUTO RECEIVABLES TRUST SERIES 2015 A CLASS A2 2015-01-14 2015-11-15 11488 11488 13165.68 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2015 B CLASS A2 2015-04-15 2015-11-15 13166 13165 1 1 620. BRUKER CORP 2015-11-16 13019 13263 -244 -244 1. FIRST REGIONAL BANCORP/CAL 2001-01-01 2015-11-16 527 527 527 90000. KRAFT FOODS GROUP INC SER WI 2015-11-16 90433 95545 -5112 -5112 1020. TASER INTL INC 2015-11-16 17697 24906 -7209 -7209 90000. USA TREASURY NOTES 03.125% DUE 08/15/2044 2015-11-16 91020 94464 -3444 -3444 200. AMERICAN EAGLE OUTFITTERS INC 2014-01-15 2015-11-17 2910 3025 -115 -115 500. AMERICAN EAGLE OUTFITTERS INC 2015-11-17 7231 7460 -229 -229 170. BROADSOFT INC 2015-11-17 6495 6457 38 38 200. FUTUREFUEL CORP 2015-11-17 2930 2661 269 269 155779.463 PIMCO ALL ASSETS ALL AUTHOR FUND CLASS IS 2015-11-17 1254025 1682424 -428399 -428399 12190.877 PIMCO ALL ASSETS ALL AUTHOR FUND CLASS IS 2015-11-17 98137 109247 -11110 -11110 340. SANOFI SPONSORED ADR 2015-06-03 2015-11-17 14866 17460 -2594 -2594 360. SANOFI SPONSORED ADR 2014-02-05 2015-11-17 15740 17453 -1713 -1713 80. TASER INTL INC 2015-03-23 2015-11-17 1361 1947 -586 -586 220. TASER INTL INC 2015-03-23 2015-11-17 3715 5355 -1640 -1640 200. TASER INTL INC 2015-03-23 2015-11-17 3416 4868 -1452 -1452 210. TASER INTL INC 2015-03-23 2015-11-17 3553 5111 -1558 -1558 65000. USA TREASURY NOTES 00.375% DUE 01/15/2016 2015-08-28 2015-11-17 65025 65019 6 6 30. BROADSOFT INC 2015-06-04 2015-11-18 1156 1132 24 24 60. BROADSOFT INC 2015-06-04 2015-11-18 2310 2264 46 46 175836. GOVT NATL MTG ASSN I POOL 724258 2010-03-24 2015-11-18 190562 177188 13374 13374 110. NORFOLK SOUTHN CORP COM 2015-06-23 2015-11-18 10122 10191 -69 -69 140. PROTHENA CORP PLC SEDOL B91XRN2 2015-11-18 9635 3077 6558 6558 130. PROTHENA CORP PLC SEDOL B91XRN2 2015-11-18 8970 2846 6124 6124 5400. ALEXANDER & BALDWIN INC 2015-11-19 198608 163758 34850 34850 4175. ALLISON TRANSMISSION HOLDING 2015-11-19 115604 123887 -8283 -8283 2855. ALLISON TRANSMISSION HOLDING 2015-11-19 79053 86385 -7332 -7332 5045. ALLY FINANCIAL INC 2015-11-19 97619 117833 -20214 -20214 1239. ANALOGIC CORP NEW 2015-11-19 97966 105227 -7261 -7261 1895. ARMSTRONG WORLD INDUSTRIE - WI 2015-11-19 94635 102061 -7426 -7426 1265. BOK FINL CORP NEW 2015-11-19 87119 74880 12239 12239 .35 BANCO SANTANDER S A ADR 2004-08-09 2015-11-19 2 3 -1 -1 3149. BLOCK H & R INC 2015-11-19 114810 90413 24397 24397 4923. BRINKS CO 2015-11-19 155613 142118 13495 13495 40. BROADSOFT INC 2015-06-04 2015-11-19 1526 1509 17 17 40. BROADSOFT INC 2015-06-04 2015-11-19 1538 1509 29 29 4100. BROOKDALE SENIOR LIVING INC 2015-11-19 91920 132783 -40863 -40863 5775. BROOKDALE SENIOR LIVING INC 2015-11-19 129473 173115 -43642 -43642 5278. CDW CORP/DE 2015-11-19 238508 184018 54490 54490 4163. CNO FINANCIAL GROUP INC 2015-11-19 82717 51390 31327 31327 5455. CST BRANDS INC 2015-11-19 196540 175923 20617 20617 1025. CST BRANDS INC 2015-11-19 36930 44479 -7549 -7549 2030. CARRIZO OIL & GAS INC 2015-11-19 78377 78423 -46 -46 1595. DISCOVER FINANCIAL W/I 2010-05-13 2015-11-19 91934 23915 68019 68019 870. DISCOVER FINANCIAL W/I 2015-11-19 50146 50500 -354 -354 2665. EAGLE MATERIALS INC 2015-11-19 188252 192553 -4301 -4301 2860. ENCORE WIRE CORP 2015-11-19 124808 67074 57734 57734 4240. FNF GROUP-W/I 2015-11-19 149500 112167 37333 37333 380. FNF GROUP-W/I 2015-11-04 2015-11-19 13399 13545 -146 -146 4549. FULLER H B CO 2015-11-19 179091 169895 9196 9196 3895. HARLEY DAVIDSON INC 2015-11-19 193967 206258 -12291 -12291 3440. HYATT HOTELS CORP CL A 2015-11-19 169795 120084 49711 49711 6346. 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AVENUE BARBERTON OH 44203 NONE PC BUILDING LITERACY 13976 GREATER AKRON MUSICAL 92 NORTH MAIN STREET AKRON OH 44308 NONE PC OPERATING SUPPORT IN 100000 GREAT LAKES BIOMIMICRY INC PO BOX 23 BATH OH 44210 NONE PC GLBIO'S LIFT OFF CAP-BLDG 45000 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC DIGITAL LITERACY PROJECT 12624 GIRL SCOUTS OF NORTH EAST OHIO ONE GIRL SCOUT WAY MACEDONIA OH 44056 NONE PC GIRL SCOUT LEADERSHIP 40000 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC 2ND GRADE DIGITAL LITERACY 15000 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 A TEACHING GARDEN IS A 14345 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC LEGO MY WRITING PROJECT AT 10000 EMMANUEL CHRISTIAN ACADEMY 1650 DIAGONEL ROAD AKRON OH 44320 NONE PC EXTENDED DAY PILOT PROGRAM 33200 EAST AKRON NEIGHBORHOOD 1305 ROSEMARY BLVD AKRON OH 44306 NONE PC EAST AKRON REVITALIZATION 65000 CULTURAL DATA PROJECTS 400 MARKET STREET PHILADELPHIA PA 19106 NONE PC GRANTEE SERVICES AND 10000 CROWN POINT ECOLOGY CENTER PO BOX 484 BATH OH 44210 NONE PC GENERAL OPERATING SUPPORT 15000 CONSERVANCY FOR CUYAHOGA VALLEY 1403 W HINES HILL ROAD PENINSULA OH 44264 NONE PC THREE URBAN OUTREACH 25125 COLLEGE NOW GREATER CLEVELAND 50 PUBLIC SQUARE CLEVELAND OH 44113 NONE PC COLLEGE ACCESS SERVICES IN 55000 BOYS AND GIRLS CLUB OF WESTERN OHIO 889 JONATHAN AVENUE AKRON OH 44306 NONE PC GENERAL OPERATIONS 85000 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC SOLVING OUR DISEASES 8804 SUMMIT CHRISTIAN SCHOOL 2800 13TH STREET CUYAHOGA FALLS OH 44223 NONE PC NEW MATH CURRICULUM TEXTS 20000 PHILANTHROPY OHIO 37 WEST BROAD STREET COLUMBUS OH 43215 NONE PC GENERAL OPERATIONS IN 2015 17500 ORIANA HOUSE 885 EAST BUCHTEL AVENUE AKRON OH 44305 NONE PC SUPPORT A FULL-TIME REENTRY 30000 APOLLO'S FIRE THE CLEVELAND BAROQUE ORCHESTRA 3091 MAYFIELD ROAD CLEVELAND HEIGHTS OH 44118 NONE OPERATIONS IN SUMMIT CNTY 10000 FRIENDS OF WKSU 65 STEINER AVENUE AKRON OH 44301 NONE PC 2015 SPRING FUND DRIVE 35000 UNIVERSITY OF AKRON FOUNDATION INFOCISION STADIUM UNIVERSITY OF AKRON OH 44325 NONE PC RISING TO THE OCCASION 103000 SUMMIT COUNTY HISTORICAL COCIETY 550 COPLEY ROAD AKRON OH 44320 NONE PC 2ND INSTALLMENT OF GRANT 33000 UNITED NEGRO COLLEGE FUND INC 2000 AUBURN DRIVE CLEVELAND OH 44122 NONE PC GENERAL OPERATIONS 100 COMMUNITY HALL FOUNDATION 182 SOUTH MAIN STREET AKRON OH 44308 NONE PC FISCAL SPONSER ARTS AND 70500 FIRESTONE HIGH AQUATIC ASSOCIATION 333 RAMPART AVENUE AKRON OH 44313 NONE PC GENERAL OPERATIONS 1060 CUYAHOGA VALLEY YOUTH BALLET PO BOX 3131 CUYAHOHA FALLS OH 44223 NONE PC REACH OUT AND DANCE 25000 ACTORS SUMMIT 103 SOUTH HIGH STREET AKRON OH 44308 NONE PC SUPPORT OF THE 17TH SEASON 20000 ALCHEMY INC PO BOX 4041 COPLEY OH 44321 NONE PC CAPACITY BUILDING IN 45000 ASIAN SERVICES IN ACTION INC 730 CARROLL STREET AKRON OH 44304 NONE PC INTERNATIONAL COMMUNITY 50000 BUILDING FOR TOMORROW 100 WEST CEDAR STREET AKRON OH 44307 NONE PC EARLY CHILDHOOD INITIATIVE 75000 BVU THE CENTER FOR NONPROFIT 1300 EAST NINTH STREET CLEVELAND OH 44114 NONE PC GENERAL OPERATIONS IN 100250 CHILD GUIDANCE & FAMILY SOLUTIONS 18 N FORGE STREET AKRON OH 44304 NONE PC GENERAL OPERATIONS OF THE 80000 CHILDREN'S CONCERT SOCIETY 198 HILL STREET AKRON OH 44325 NONE PX CONCERT HALL SERIES AND 17500 CITY OF AKRON 166 SOUTH HIGH STREET AKRON OH 44308 NONE PC 2015 HEINZ POLL SUMMER 15000 COMMUNITY OUTREACH 2900 STATE ROAD UNIT 3 CUYAHOGA FALLS OH 44223 NONE PC GENERAL OPERATIONS FOR 8000 DOWNTOWN AKRON PARTNERSHIP 103 SOUTH HIGH STREET AKRON OH 44308 NONE PC GENERAL OPERATIONS IN 35000 FAMILY PROMISE SUMMIT COUNTY 111 EAST VORLS STREET AKRON OH 44311 NONE PC GENERAL OPERATIONS IN 15500 GREAT TRAIL COUNCIL BOY SCOUTS OF AMERICA 1601 SOUTH MAIN STREET AKRON OH 44301 NONE PC GENERAL OPERATIONS IN 55500 IDEASTREAM 1375 EUCLID AVENUE CLEVELAND OH 44115 NONE PC MIDDLE SCH STEM PRO DEVELP 45000 INFO LINE INC 703 SOUTH MAIN STREET AKRON OH 44311 NONE OC SUMMIT CNTY BASIC NEEDS 30000 JEWISH FAMILY SERVICE CENTER 750 WHITE POND DRIVE AKRON OH 44320 NONE PC GENERAL OPERATIONS IN 35000 TRI-COUNTY JOBS FOR OHIO'S GRADUATES 55 EAST CUYAHOGA FALLS AVENUE AKRON OH 44310 NONE PC OPERATING SUPPORT IN 62000 TUESDAY MUSICAL ASSOCIATION 1 SOUTH MAIN STREET AKRON OH 44308 NONE PC GENERAL OPERATIONS FOR THE 30000 WEATHERVANE COMMUNITY PLAYHOUSE 1301 WEATHERVANE LANE AKRON OH 44313 NONE PC GENERAL OPERATIONS 40000 WOMEN'S NETWORK OF NORTHEAST OHIO PO BOX 13259 FAIRLAWN OH 44334 NONE PC LEADERSHIP TRAINING & PRO 6500 AKRON-CANTON REGIONAL FOODBANK 350 OPPORTUNITY PARKWAY AKRON OH 44307 NONE PC CAPITAL GRANT FOR 25000 ACCESS INC 230 WEST MARKET STREET AKRON OH 44303 NONE PC RENOVATION & UPDATE OF 20000 AKRON CREATIVE INC 30 N HIGH STREET AKRON OH 44308 NONE PC CAPITAL GRANT FOR A SECOND 15000 BATTERED WOMEN'S SHELTER 974 EAST MARKET STREET AKRON OH 44305 NONE PC RENEW & RESTORE COMMUNITY 25000 COMMUNITY SUPPORT SERVICES 150 CROSS ATREET AKRON OH 44311 NONE PC CENTRAL INTAKE SERVICES FOR 20000 CUYAHOGA VALLEY PRESERVATION AND SCENIC RAILWAY ASSOC PO BOX 158 PENINSULA OH 44264 NONE PC RESTORE ST LUCIE SOUNDCAR 20000 THE HOUSE OF THE LORD 1650 DIAGONAL ROAD AKRON OH 44320 NONE PC FINISH INSIDE OF THE YOUTH 30000 MILITARY AVIATION PRESERVATION SOCIETY 2260 INTERNATIONAL PARKWAY NORTH CANTON OH 44720 NONE PC UPGRADE THE MAIN HANGER 20000 SALVATION ARMY SUMMIT CNTY AREA SERVICES 190 SOUTH MAPLE STREET AKRON OH 44302 NONE PC GRANT FOR A NEW GYM FLOOR 20500 OUR LADY OF THE ELMS SCHOOL 1375 WEST EXCHANGE STREET AKRON OH 44313 NONE PC ANNUAL FUND 15000 SOUTH STREET MINISTRIES INC 130 W SOUTH STREET AKRON OH 44311 NONE PC GRANT FOR THE FRONT PORCH 20000 STAN HYWET HALL & GARDENS 714 NORTH PORTAGE PATH AKRON OH 44303 NONE PC CAPITAL GRANT FOR 20000 WESTERN RESERVE HISTORICAL COCIETY 10825 EAST BLVD CLEVELAND OH 44106 NONE PC REBUILD/REPLACE GLASSWORKS 25000 AKRON COMMUNITY FOUNDATION 345 WEST CEDAR STREET AKRON OH 443072407 NONE PC WOMEN'S ENDOWMENT FUND 600 SUMMIT EDUCATION INITIATIVE 120 EAST MILL STREET AKRON OH 44308 NONE PC CHANGES NOT CONSEQUENCES 2600 THE MIAMI FOUNDATION 40 NW 3RD STREET MIAMI FL 33128 NONE PC GENERAL OPERATIONS 2500 AUTISM SOCIETY OF GREATER AKRON 701 SOUTH MAIN STREET AKRON OH 44311 NONE PC SUPPORT OF PUBLIC LECTURE 2500 SUMMA FOUNDATION 525 EAST MARKET STREET AKRON OH 44304 NONE PC CENTER FOR HEALTH EQUITY 200 ARAMARK PO BOX 906023 CHARLOTTE NC 28290 NONE PC ANNUAL EDUCATOR CONFERENCE 3602 HAVEN OF REST MINISTRIES INC PO BOX 547 AKRON OH 44308 NONE PC GENERAL OPERATIONS 2600 GREATER SUMMIT COUNTY EARLY LEARNING CENTER 2141 PICKLE ROAD AKRON OH 44312 NONE PC SCOPE ACADEMY OPERATIONS 145000 LEADERSHIP AKRON 54 EAST MILL STREET AKRON OH 44308 NONE PC FOUNDER SOCIETY IMPACT 1500 OHIO CAMPUS COMPACT 615 NORTH PEARL STREET GRANVILLE OH 43023 NONE PC PROPEL OHIO COLLEGIATE 3000 GOODWILL INDUSTRIES OF AKRON 570 EAST WATERLOO ROAD AKRON OH 44319 NONE PC GENERAL OPERATIONS 75 SUMMIT WORKFORCE SOLUTIONS 1041 E TALLMADGE AVENUE AKRON OH 44310 NONE PC IMPLEMENTATION OF TALENT 50000 SUMMIT EDUCATION INITIATIVE 120 EAST MILL STREET AKRON OH 44308 NONE PC GENERAL OPERATIONS IN 2016 185000 SPECIALIZED ALTERNATIVES 10110 ELIDA ROAD DELPHOS OH 45833 NONE PC RECRUITMENT & TRAINING OF 2500 REBUILDING TOGETHER SUMMIT 788 DONALD AVENUE AKRON OH 44306 NONE PC OPERATIONS IN SUMMIT COUNTY 105000 MATURE SERVICES INC 415 SPORTAGE PATH AKRON OH 44320 NONE PC HOMECARE SERVICES 2015-16 50000 LEADERSHIP AKRON 54 EAST MILL STREET AKRON OH 44308 NONE PC GENERAL OPERATIONS 2015-16 45000 INVENT NOW INC 3701 HIGHLAND PARK NORTH CANTON OH 44720 NONE PC CAMP INVENTION TO BE 77000 HISPANIC MINISTRIES OF TUSCARAWAS COUNTY 701 WALNUT AVENUE NE CANTON OH 44702 NONE PC PROYECTO RAICES IN 2015-16 10000 GREAT LAKES THEATRE FESTIVAL INC 1501 EUCLID AVENUE CLEVELAND OH 44115 NONE PC SUPPORT OF STUDENT MATINEES 15000 FRIENDS OF METRO PARKS PO BOX 13364 FAIRLAWN OH 44334 NONE PC GENERAL OPERATIONS 2015-16 5000 FOUNDATION CENTER - CLEVELAND 1422 EUCLID AVENUE CLEVELAND OH 44115 NONE PC GENERAL OPERATIONS 2015-16 10000 CHARISMA COMMUNITY CONNECTION 1477 COPLEY ROAD AKRON OH 44320 NONE PC ICARE SCHOOL-BASED 40000 CENTRAL SUMMIT COUNTY CHORAL 50 S MAIN STREET AKRON OH 44308 NONE PC GENERAL OPERATIONS 2015-16 50000 BATTERED WOMEN'S SHELTER 974 EAST MARKET STREET AKRON OH 44305 NONE PC SHELTER/RAPE CRISIS CENTER 50000 AKRON COMMUNITY FOUNDATION 345 WEST CEDAR STREET AKRON OH 44307 NONE PC PROF CONSULT SUPPORT FOR 100000 AKRON COMMUNITY FOUNDATION 345 WEST CEDAR STREET AKRON OH 44307 NONE PC SUPPORT FOR AKRON DIGITAL 20000 TRULY REACHING YOU INC PO BOX 814 AKRON OH 44309 NONE PC GENERAL OPERATIONS 750 PROJECT LOVE 5244 MAYFIELD ROAD LYNDHURST OH 44124 NONE PC GENERAL OPERATIONS 1000 AKRON COMMUNITY SERVICE CENTER 440 VERNON ODOM BLVD AKRON OH 44307 NONE PC GENERAL OPERATIONS 250 LAWRENCE SCHOOL 1551 E WALLINGS ROAD BROADVIEW HEIGHTS OH 44147 NONE PC FUND A NEED STUDENT 250 AKRON CHILDREN'S HOSPITAL FDN ONE PERKINS SQUARE AKRON OH 44308 NONE PC FOR THE ANNUAL FUND 750 ST VINCENT DEPAUL SOCIETY 2750 WEST MARKET STREET AKRON OH 44333 NONE PC ST. HILARY CONFERENCE 500 GREATER CLEVELAND FOOD BANK 15500 SOUTH WATERLOO ROAD CLEVELAND OH 44110 NONE PC 256 MEALS IN MEMORY OF SETH 64 SUMMIT COUNTY CHILDREN SERVICES 4264 SOUTH ARLINGTON STREET AKRON OH 44306 NONE PC FOSTER CARE FAMILY FUND 200 KENT STATE UNIVERSITY FOUNDATION 800 E SUMMITY STREET KENT OH 44240 NONE PC DISTINCTIVE KENT STATE FUND 100 ANDREW JACKSON HOUSE 277 EAST MILL STREET AKRON OH 44308 NONE PC PURCHASE OF CHARITABLE USE 3792570 9012351 14 2516614 16 19550 18 5099860 EARLY STAGE PARTNE 14 34481 BROOKE PRIVATE EQU 14 316923 EARLY STAGE PARTNE 14 13336 PRIVATE EQUITY PAR 14 287980 MSREF VI OFFSHORE 14 -15781 NEO CAPITAL FUND, 14 18023 PERENNIAL REAL EST 14 37500 DRAPER TRIANGLE VE 14 246100 BPEA SMALL BUYOUT 14 152778 BPEA III, LP 1 UNI 14 -196669 HARBOURVEST GLOBAL 14 -44789 FEDERAL TAX REFUND 14 46534 8532440 8532440 false false false false false false false false false false AUDIT & ACCOUNTING FEES (ALLOC 21000 21000 FILING SYSTEM 2006-09-01 5599 4666 M10 10 560 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 1205 M10 10 139 LOFT 2011-01-12 11250 1619 M27 27 409 15 LAP TOP COMPUTE 2012-01-01 15450 15450 M3 3 277 EAST MILL STRE 2015-01-09 3792570 M39 39 93335 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 14139523 14275735 FILING SYSTEM 5599 373 FURNITURE 149599 69812 RUGS 6668 3111 AV EQUIPMENT 122881 57345 A/C UNIT FOR AV CL 6420 3139 FURNITURE 2783 1439 LOFT 11250 9222 15 LAP TOP COMPUTE 15450 277 EAST MILL STRE 3699235 MUTUAL FUNDS - FIXED AT COST 3291686 2877218 MUTUAL FUNDS - EQUITY AT COST 13238844 13673237 OTHER EQUITY ASSETS COMMON TRUST FUNDS - EQUITY AT COST 4832498 4458177 LIMITED PARTNERSHIPS AT COST 30933863 38188065 MBS, CMO, ASSET BACKED AT COST 1814818 1808169 LEGAL FEES - PRINCIPAL (ALLOCA 6869 6869 OTHER NON-ALLOCABLE EXPENSE - 51365 0 51365 OTHER NON-ALLOCABLE EXPENSE - 2661 0 2661 STATE FILING FEES 200 0 200 GRANTMAKING FEES 23468 0 23468 OFFICE EXPENSES 20000 0 20000 LIABILITY INSURANCE FEES 21505 0 21505 MISCELLANEOUS FEES 45773 0 0 ADR SERVICE FEES 9325 9325 0 PARTNERSHIP - EXPENSE 222933 0 EARLY STAGE PARTNERS LP 1 UNIT = 1% 34481 0 BROOKE PRIVATE EQUITY ADVISORS FUND II L 316923 0 EARLY STAGE PARTNERS II LP 1 UNIT = 1% 13336 0 PRIVATE EQUITY PARTNERS 2005 OFFSHORE LP 287980 0 MSREF VI OFFSHORE INV INTL LP 1 UNIT = 1 -15781 0 NEO CAPITAL FUND, LP 1 UNIT = 1% 18023 0 PERENNIAL REAL ESTATE FUND,LP 1 UNIT = 1 37500 0 DRAPER TRIANGLE VENTURES II LP 1 UNIT = 246100 0 BPEA SMALL BUYOUT AND GROWTH FUND I,LP 152778 0 BPEA III, LP 1 UNIT = 1% -196669 0 HARBOURVEST GLOBAL ANNUAL PRIVATE EQUITY -44789 0 FEDERAL TAX REFUND FROM PRIOR YEAR 46534 0 MULTIPLE PARTNERSHIPS 1268851 COST BASIS ADJUSTMENT 1340546 TEMPORARY SALE LIABILITY 7331086 NON PNC INVESTMENT MANAGEMENT 660486 660486 FOREIGN TAXES 28117 28117 0 FEDERAL TAX PAYMENT - PRIOR YE 15 0 0 FEDERAL ESTIMATES - PRINCIPAL 135000 0 0 990-T TAX PAYMENTS 12800 0 0