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GAR FOUNDATION: Form 990PF, tax year 2018

View the entire original 990 at ProPublica ↗

Organization
GAR FOUNDATION (EIN 34-6577710)
Tax period
2018-01-01 to 2018-12-31
Filed
2019-11-12
IRS object ID
201943169349101124
Schema version
2018v3.0
Source
Download XML · Original 990 at ProPublica

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

Return header ReturnHeader

FieldValueIRS element (for citing)
Return2019-11-12T11:00:21-06:00ReturnTs
Tax Period End2018-12-31TaxPeriodEndDt
Return Type990PFReturnTypeCd
Tax Period Begin2018-01-01TaxPeriodBeginDt

Filer Filer

FieldValueIRS element (for citing)
EIN346577710EIN

Business Name BusinessName

FieldValueIRS element (for citing)
Business Name Line1GAR FOUNDATIONBusinessNameLine1Txt
FieldValueIRS element (for citing)
Business Name ControlGARFBusinessNameControlTxt
Phone4127629161PhoneNum

US Address USAddress

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

Business Officer BusinessOfficerGrp

FieldValueIRS element (for citing)
PersonPNC BANK N A BYPersonNm
Person TitleVICE PRESIDENTPersonTitleTxt
Phone4127629161PhoneNum
Signature2019-09-18SignatureDt

Filing Security Information FilingSecurityInformation

IP Address IPAddress

FieldValueIRS element (for citing)
I Pv4 Address161.150.240.4IPv4AddressTxt
FieldValueIRS element (for citing)
Filing License TypePFilingLicenseTypeCd
At Submission Creation Device IdD15B6E5F7E1F5A63C9C759381E6F3302D40930CBAtSubmissionCreationDeviceId
At Submission Filing Device Id4C7A44778B6C1E2E321C63E5475DDCE1F2BC9C12AtSubmissionFilingDeviceId
FieldValueIRS element (for citing)
Tax2018TaxYr
Build TS2020-04-17 16:48:07ZBuildTS

Form 990-PF IRS990PF

FieldValueIRS element (for citing)
Organization501c3 Exempt PFYes (X)Organization501c3ExemptPFInd
FMV Assets EOY$150,178,144FMVAssetsEOYAmt
Method Of Accounting AccrualYes (X)MethodOfAccountingAccrualInd

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

FieldValueIRS element (for citing)
Schedule B Not RequiredYes (X)ScheduleBNotRequiredInd
Dividends Rev And Expnss$2,633,728DividendsRevAndExpnssAmt
Dividends Net Invst Incm$2,833,201DividendsNetInvstIncmAmt
Gross Rents Rev And Expnss$25,404GrossRentsRevAndExpnssAmt
Gross Rents Net Invst Incm$25,404GrossRentsNetInvstIncmAmt
Net Rental Income Or Loss$25,404NetRentalIncomeOrLossAmt
Net Gain Sale Ast Rev And Expnss$8,222,302NetGainSaleAstRevAndExpnssAmt
Gross Sales Price$55,661,522GrossSalesPriceAmt
Cap Gain Net Incm Net Invst Incm$8,222,302CapGainNetIncmNetInvstIncmAmt
Net ST Capital Gain Adj Net Incm$0NetSTCapitalGainAdjNetIncmAmt
Other Income Rev And Expnss$100,927OtherIncomeRevAndExpnssAmt
Other Income Net Invst Incm$1,075,056OtherIncomeNetInvstIncmAmt
Total Rev And Expnss$10,982,361TotalRevAndExpnssAmt
Total Net Invst Incm$12,155,963TotalNetInvstIncmAmt
Comp Ofcr Dir Trst Rev And Expnss$352,615CompOfcrDirTrstRevAndExpnssAmt
Comp Ofcr Dir Trst Net Invst Incm$169,179CompOfcrDirTrstNetInvstIncmAmt
Comp Ofcr Dir Trst Dsbrs Chrtbl$176,307CompOfcrDirTrstDsbrsChrtblAmt
Oth Empl Slrs Wgs Rev And Expnss$826,198OthEmplSlrsWgsRevAndExpnssAmt
Oth Empl Slrs Wgs Net Invst Incm$0OthEmplSlrsWgsNetInvstIncmAmt
Oth Empl Slrs Wgs Adj Net Incm$0OthEmplSlrsWgsAdjNetIncmAmt
Oth Empl Slrs Wgs Dsbrs Chrtbl$826,198OthEmplSlrsWgsDsbrsChrtblAmt
Pension Empl Bnft Rev And Expnss$6,375PensionEmplBnftRevAndExpnssAmt
Pension Empl Bnft Net Invst Incm$0PensionEmplBnftNetInvstIncmAmt
Pension Empl Bnft Adj Net Incm$0PensionEmplBnftAdjNetIncmAmt
Pension Empl Bnft Dsbrs Chrtbl$6,375PensionEmplBnftDsbrsChrtblAmt
Legal Fees Rev And Expnss$7,700LegalFeesRevAndExpnssAmt
Legal Fees Net Invst Incm$0LegalFeesNetInvstIncmAmt
Legal Fees Adj Net Incm$0LegalFeesAdjNetIncmAmt
Legal Fees Dsbrs Chrtbl$7,700LegalFeesDsbrsChrtblAmt
Accounting Fees Rev And Expnss$66,641AccountingFeesRevAndExpnssAmt
Accounting Fees Net Invst Incm$0AccountingFeesNetInvstIncmAmt
Accounting Fees Adj Net Incm$0AccountingFeesAdjNetIncmAmt
Accounting Fees Chrtbl Prps$66,641AccountingFeesChrtblPrpsAmt
Other Prof Fees Rev And Expnss$553,256OtherProfFeesRevAndExpnssAmt
Other Prof Fees Net Invst Incm$553,256OtherProfFeesNetInvstIncmAmt
Other Prof Fees Dsbrs Chrtbl$0OtherProfFeesDsbrsChrtblAmt
Interest Dsbrs Chrtbl$0InterestDsbrsChrtblAmt
Taxes Rev And Expnss$355,168TaxesRevAndExpnssAmt
Taxes Net Invst Incm$42,786TaxesNetInvstIncmAmt
Taxes Dsbrs Chrtbl$0TaxesDsbrsChrtblAmt
Deprec And Dpltn Rev And Expnss$97,650DeprecAndDpltnRevAndExpnssAmt
Deprec And Dpltn Net Invst Incm$0DeprecAndDpltnNetInvstIncmAmt
Trav Conf Meeting Net Invst Incm$0TravConfMeetingNetInvstIncmAmt
Trav Conf Meeting Adj Net Incm$0TravConfMeetingAdjNetIncmAmt
Printing And Pub Net Invst Incm$0PrintingAndPubNetInvstIncmAmt
Printing And Pub Adj Net Incm$0PrintingAndPubAdjNetIncmAmt
Other Expenses Rev And Expnss$564,910OtherExpensesRevAndExpnssAmt
Other Expenses Net Invst Incm$318,450OtherExpensesNetInvstIncmAmt
Other Expenses Dsbrs Chrtbl$548,335OtherExpensesDsbrsChrtblAmt
Tot Opr Expenses Rev And Expnss$2,830,513TotOprExpensesRevAndExpnssAmt
Tot Opr Expenses Net Invst Incm$1,083,671TotOprExpensesNetInvstIncmAmt
Tot Opr Expenses Adj Net Incm$0TotOprExpensesAdjNetIncmAmt
Tot Opr Expenses Dsbrs Chrtbl$1,631,556TotOprExpensesDsbrsChrtblAmt
Contri Paid Rev And Expnss$7,191,562ContriPaidRevAndExpnssAmt
Contri Paid Dsbrs Chrtbl$7,191,562ContriPaidDsbrsChrtblAmt
Total Expenses Rev And Expnss$10,022,075TotalExpensesRevAndExpnssAmt
Total Expenses Net Invst Incm$1,083,671TotalExpensesNetInvstIncmAmt
Total Expenses Adj Net Incm$0TotalExpensesAdjNetIncmAmt
Total Expenses Dsbrs Chrtbl$8,823,118TotalExpensesDsbrsChrtblAmt
Excess Revenue Over Expenses$960,286ExcessRevenueOverExpensesAmt
Net Investment Income$11,072,292NetInvestmentIncomeAmt
Adjusted Net Income$0AdjustedNetIncomeAmt

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

FieldValueIRS element (for citing)
Sav And Temp Cash Invst BOY$6,775,920SavAndTempCashInvstBOYAmt
Sav And Temp Cash Invst EOY$4,629,242SavAndTempCashInvstEOYAmt
Sav And Temp Cash Invst EOYFMV$4,629,242SavAndTempCashInvstEOYFMVAmt
Acct Rcvbl EOY$0AcctRcvblEOYAmt
Acct Rcvbl EOYFMV$0AcctRcvblEOYFMVAmt
Other Rcvbl Allwnc Dbtfl Acct$0OtherRcvblAllwncDbtflAcctAmt
Other Nts And Loans Rcvbl BOY$870OtherNtsAndLoansRcvblBOYAmt
US Government Obligations BOY$12,925,194USGovernmentObligationsBOYAmt
US Government Obligations EOY$12,814,291USGovernmentObligationsEOYAmt
US Govt Obligations EOYFMV$12,794,126USGovtObligationsEOYFMVAmt
Corporate Stock BOY$48,440,524CorporateStockBOYAmt
Corporate Stock EOY$48,524,288CorporateStockEOYAmt
Corporate Stock EOYFMV$57,820,324CorporateStockEOYFMVAmt
Corporate Bonds BOY$9,100,857CorporateBondsBOYAmt
Corporate Bonds EOY$10,451,181CorporateBondsEOYAmt
Corporate Bonds EOYFMV$10,126,935CorporateBondsEOYFMVAmt
Invst Land Cost Or Other Basis$4,113,220InvstLandCostOrOtherBasisAmt
Invst Land Accum Depreciation$562,821InvstLandAccumDepreciationAmt
Land Bldg Investments BOY$3,648,049LandBldgInvestmentsBOYAmt
Land Bldg Investments EOY$3,550,399LandBldgInvestmentsEOYAmt
Other Investments BOY$50,242,346OtherInvestmentsBOYAmt
Other Investments EOY$51,501,406OtherInvestmentsEOYAmt
Other Investments EOYFMV$55,379,503OtherInvestmentsEOYFMVAmt
Land Bldg Equip Cost Or Other Bss$3,792,570LandBldgEquipCostOrOtherBssAmt
Land BOY$3,792,570LandBOYAmt
Land EOY$3,792,570LandEOYAmt
Land EOYFMV$3,300,000LandEOYFMVAmt
Other Assets BOY$4,832,498OtherAssetsBOYAmt
Other Assets EOY$4,832,498OtherAssetsEOYAmt
Other Assets EOYFMV$6,128,014OtherAssetsEOYFMVAmt
Total Assets BOY$139,758,828TotalAssetsBOYAmt
Total Assets EOY$140,095,875TotalAssetsEOYAmt
Total Assets EOYFMV$150,178,144TotalAssetsEOYFMVAmt
Other Liabilities BOY$88,277OtherLiabilitiesBOYAmt
Total Liabilities BOY$88,277TotalLiabilitiesBOYAmt
Total Liabilities EOY$0TotalLiabilitiesEOYAmt
Org Does Not Follow SFAS117Yes (X)OrgDoesNotFollowSFAS117Ind
Capital Stock BOY$135,394,107CapitalStockBOYAmt
Capital Stock EOY$135,693,944CapitalStockEOYAmt
Additional Paid In Capital BOY$3,648,049AdditionalPaidInCapitalBOYAmt
Additional Paid In Capital EOY$3,550,399AdditionalPaidInCapitalEOYAmt
Retained Earning BOY$628,395RetainedEarningBOYAmt
Retained Earning EOY$851,532RetainedEarningEOYAmt
Tot Net Ast Or Fund Balances BOY$139,670,551TotNetAstOrFundBalancesBOYAmt
Tot Net Ast Or Fund Balances EOY$140,095,875TotNetAstOrFundBalancesEOYAmt
Total Liabilities Net Ast BOY$139,758,828TotalLiabilitiesNetAstBOYAmt
Total Liabilities Net Ast EOY$140,095,875TotalLiabilitiesNetAstEOYAmt

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

FieldValueIRS element (for citing)
Tot Net Ast Or Fund Balances BOY$139,670,551TotNetAstOrFundBalancesBOYAmt
Excess Revenue Over Expenses$960,286ExcessRevenueOverExpensesAmt
Other Increases$0OtherIncreasesAmt
Subtotal$140,630,837SubtotalAmt
Other Decreases$534,962OtherDecreasesAmt
Tot Net Ast Or Fund Balances EOY$140,095,875TotNetAstOrFundBalancesEOYAmt

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (2785 entries)

PropertyPropertyDescAcquiredAcquiredDtSoldSoldDtGross Sales PriceGrossSalesPriceAmtCost Or Other BasisCostOrOtherBasisAmtGain Or LossGainOrLossAmtGains Minus Excess Or LossesGainsMinusExcessOrLossesAmtHow AcquiredHowAcquiredCd
200. AEROVIRONMENT INC2015-11-192018-01-02$11,316$4,708$6,608$6,608
100. ALBEMARLE CORP2018-01-02$12,808$4,757$8,051$8,051
242.08 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182018-01-02$242$258-$16-$16
2154.34 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022018-01-02$2,154$2,317-$163-$163
1958.41 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142018-01-02$1,958$2,044-$86-$86
1503.74 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112018-01-02$1,504$1,560-$56-$56
2037.16 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172018-01-02$2,037$2,095-$58-$58
5118. FEDERAL NATL MTG ASSN POOL AL26102017-08-222018-01-02$5,118$5,201-$83-$83
737.34 FEDERAL NATL MTG ASSN POOL AL19482014-01-212018-01-02$737$767-$30-$30
4232.78 FEDERAL NATL MTG ASSN POOL AL22422015-05-112018-01-02$4,233$4,519-$286-$286
1105.94 FEDERAL NATL MTG ASSN POOL AL31912015-04-282018-01-02$1,106$1,166-$60-$60
2163.15 FEDERAL NATL MTG ASSN POOL AL39042014-05-022018-01-02$2,163$2,255-$92-$92
2278.08 FEDERAL NATL MTG ASSN POOL AO59402012-06-182018-01-02$2,278$2,387-$109-$109
3873.8 FEDERAL NATL MTG ASSN POOL AO76272012-11-052018-01-02$3,874$4,033-$159-$159
911.49 FEDERAL NATL MTG ASSN POOL AP04952015-05-122018-01-02$911$951-$40-$40
2681.93 FEDERAL NATL MTG ASSN POOL AP21332014-11-192018-01-02$2,682$2,772-$90-$90
2254.52 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202018-01-02$2,255$2,353-$98-$98
878.73 FEDERAL NATL MTG ASSN POOL AS38412015-05-202018-01-02$879$911-$32-$32
1626.87 FEDERAL NATL MTG ASSN POOL AS53852015-09-112018-01-02$1,627$1,731-$104-$104
3710.83 FEDERAL NATL MTG ASSN POOL AS61112016-04-152018-01-02$3,711$3,968-$257-$257
1388.86 FEDERAL NATL MTG ASSN POOL AS71552016-06-172018-01-02$1,389$1,434-$45-$45
1893.74 FEDERAL NATL MTG ASSN POOL AS66202017-08-172018-01-02$1,894$1,963-$69-$69
1131.01 FEDERAL NATL MTG ASSN POOL AS73432016-06-092018-01-02$1,131$1,165-$34-$34
1694.18 FEDERAL NATL MTG ASSN POOL AT21272014-11-142018-01-02$1,694$1,699-$5-$5
958.36 FEDERAL NATL MTG ASSN POOL AT78992015-09-152018-01-02$958$993-$35-$35
85.42 FEDERAL NATL MTG ASSN POOL 7250422005-05-122018-01-02$85$86-$1-$1
100.5 FEDERAL NATL MTG ASSN POOL 7287092003-12-182018-01-02$101$102-$1-$1
45.5 FEDERAL NATL MTG ASSN POOL 7351412005-04-292018-01-02$46$46
170.93 FEDERAL NATL MTG ASSN POOL 7391872003-09-102018-01-02$171$172-$1-$1
111.9 FEDERAL NATL MTG ASSN POOL 7450872006-06-082018-01-02$112$108$4$4
18.73 FEDERAL NATL MTG ASSN POOL 8142602005-03-102018-01-02$19$19
995.34 FEDERAL NATL MTG ASSN POOL AB18452011-08-162018-01-02$995$1,033-$38-$38
525.46 FEDERAL NATL MTG ASSN POOL AB20772011-04-152018-01-02$525$519$6$6
1413.57 FEDERAL NATL MTG ASSN POOL AB25182012-02-172018-01-02$1,414$1,470-$56-$56
260.45 FEDERAL NATL MTG ASSN POOL AB45252012-05-162018-01-02$260$276-$16-$16
718.96 FEDERAL NATL MTG ASSN POOL AB78592013-07-112018-01-02$719$721-$2-$2
2035.93 FEDERAL NATL MTG ASSN POOL AC36682010-10-052018-01-02$2,036$2,114-$78-$78
833.76 FEDERAL NATL MTG ASSN POOL MA05622014-02-102018-01-02$834$894-$60-$60
1884.44 FEDERAL NATL MTG ASSN POOL MA12362014-09-042018-01-02$1,884$1,933-$49-$49
1849.23 FEDERAL NATL MTG ASSN POOL MA14302015-05-122018-01-02$1,849$1,867-$18-$18
2439.33 FEDERAL NATL MTG ASSN POOL MA15252016-03-092018-01-02$2,439$2,543-$104-$104
1824.47 FEDERAL NATL MTG ASSN POOL MA26712016-10-282018-01-02$1,824$1,917-$93-$93
3819.26 FEDERAL NATL MTG ASSN POOL MA28032017-10-192018-01-02$3,819$3,840-$21-$21
1138.66 FEDERAL NATL MTG ASSN POOL AD71342010-07-212018-01-02$1,139$1,203-$64-$64
1969.16 FEDERAL NATL MTG ASSN POOL AD63692010-06-222018-01-02$1,969$2,029-$60-$60
1217.15 FEDERAL NATL MTG ASSN POOL AE09812011-10-172018-01-02$1,217$1,233-$16-$16
100. GLOBAL PAYMENTS INC-W/I2012-04-022018-01-02$10,053$2,301$7,752$7,752
150. GLOBAL PAYMENTS INC-W/I2012-04-022018-01-02$15,057$3,451$11,606$11,606
150. NEKTAR THERAPEUTICS2018-01-02$9,145$1,149$7,996$7,996
95000. USA TREASURY NOTES 02.500% DUE 02/15/20452018-01-02$89,337$87,011$2,326$2,326
80000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-08-302018-01-02$78,016$79,606-$1,590-$1,590
200. WEBSTER FINANCIAL CORP2010-12-012018-01-02$11,274$3,364$7,910$7,910
60000. GENERAL MOTORS FINL CO CALL 06/13/2020 @ 100.000 COGT2015-07-082018-01-03$60,710$59,983$727$727
30. NEKTAR THERAPEUTICS2016-06-092018-01-03$1,777$483$1,294$1,294
40. ICON PLC SEDOL B94G4712018-01-03$4,563$4,290$273$273
190. ICON PLC SEDOL B94G4712010-10-052018-01-03$21,673$4,189$17,484$17,484
100. ALBEMARLE CORP2015-12-142018-01-04$13,038$4,751$8,287$8,287
600. ANGIODYNAMICS INC2018-01-04$9,368$6,625$2,743$2,743
130. ICON PLC SEDOL B94G4712010-10-052018-01-04$14,799$2,866$11,933$11,933
260. ICON PLC SEDOL B94G4712018-01-04$29,651$5,731$23,920$23,920
180. ICON PLC SEDOL B94G4712010-10-052018-01-04$20,514$3,967$16,547$16,547
300. AEROVIRONMENT INC2015-11-192018-01-05$15,962$7,062$8,900$8,900
355. ANGIODYNAMICS INC2018-01-05$5,647$3,899$1,748$1,748
50. VISTEON CORP2016-08-172018-01-05$6,808$3,530$3,278$3,278
90. ICON PLC SEDOL B94G4712010-10-052018-01-05$10,279$1,984$8,295$8,295
145. ANGIODYNAMICS INC2018-01-08$2,343$1,584$759$759
160. NEKTAR THERAPEUTICS2016-06-092018-01-09$9,861$2,578$7,283$7,283
300. NEKTAR THERAPEUTICS2018-01-09$18,478$4,820$13,658$13,658
30. NEKTAR THERAPEUTICS2016-06-102018-01-09$1,832$481$1,351$1,351
105000. SUMITOMO MITSUI FINL GRP SEDOL BZ1H048 ISIN US86562MAU452018-01-09$103,904$105,136-$1,232-$1,232
85000. USA TREASURY NOTES 02.125% DUE 09/30/20212018-01-09$84,784$85,157-$373-$373
60000. USA TREASURY NOTES 01.750% DUE 10/31/20202015-12-152018-01-09$59,505$60,033-$528-$528
200. BARRACUDA NETWORKS INC MERGED 02/12/18 @ $27.55 P/S2017-05-122018-01-10$5,489$4,343$1,146$1,146
50. CHURCHILL DOWNS INC COM2012-06-152018-01-10$12,591$2,931$9,660$9,660
15. COHERENT INC2016-05-172018-01-10$4,445$1,264$3,181$3,181
15. COHERENT INC2016-05-172018-01-10$4,439$1,264$3,175$3,175
70. COHERENT INC2016-05-172018-01-10$20,605$5,898$14,707$14,707
300. DOMTAR CORPORATION NEW2015-11-192018-01-10$15,128$12,321$2,807$2,807
100. KAISER ALUMINUM CORP2015-11-192018-01-10$11,091$8,249$2,842$2,842
250. NEKTAR THERAPEUTICS2016-06-102018-01-10$17,229$4,007$13,222$13,222
60. NEKTAR THERAPEUTICS2018-01-10$4,139$960$3,179$3,179
60. NEKTAR THERAPEUTICS2018-01-10$4,138$959$3,179$3,179
50000. UNDER ARMOUR INC CALL 03/15/2026 @ 100.000 UNSC2017-02-012018-01-10$43,938$44,250-$312-$312
60000. USA TREASURY NOTES 01.625% DUE 08/31/20222017-10-242018-01-10$58,188$58,891-$703-$703
200000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-01-10$194,195$198,390-$4,195-$4,195
100. UNIVERSAL DISPLAY CORP2018-01-10$19,033$2,790$16,243$16,243
1. ADELPHIA COMMUNICATIONS CL A2001-01-012018-01-11$41$41$41
200. ANGIODYNAMICS INC2018-01-11$3,230$2,172$1,058$1,058
1. BANK OF AMERICA CORP2001-01-012018-01-11$570$570$570
115000. BANK OF AMERICA CORP SER MTN UNSC2016-11-102018-01-11$115,000$115,000
50. CHURCHILL DOWNS INC COM2012-06-152018-01-11$12,651$2,931$9,720$9,720
1. FEDERAL NATL MTG ASSN (FANNIE MAE) SECURITIES2001-01-012018-01-11$88$88$88
50. NEKTAR THERAPEUTICS2016-10-142018-01-11$3,450$799$2,651$2,651
60000. SOTHEBY'S SER 144A CALL 10/01/17 @102 COGT2017-10-122018-01-11$61,575$61,575
20000. UNDER ARMOUR INC CALL 03/15/2026 @ 100.000 UNSC2017-02-012018-01-11$17,575$17,700-$125-$125
250. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S2018-01-12$29,199$23,510$5,689$5,689
30. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S2018-01-12$3,546$2,775$771$771
80. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S2017-07-262018-01-12$9,433$7,283$2,150$2,150
420. SCHWAB CHARLES CORP NEW2016-06-272018-01-12$23,137$10,096$13,041$13,041
140. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792016-11-232018-01-12$8,151$4,837$3,314$3,314
40. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792016-11-232018-01-12$2,331$1,382$949$949
5188.68 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282018-01-15$5,189$5,188$1$1
1551.1 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202018-01-15$1,551$1,551
2907.61 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A32016-05-242018-01-15$2,908$2,908
9153.19 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022018-01-15$9,153$9,153
20. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S2017-07-262018-01-16$2,225$1,821$404$404
20. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S2017-07-262018-01-16$2,225$1,821$404$404
380. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792018-01-16$22,296$13,088$9,208$9,208
10. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792016-11-142018-01-16$587$342$245$245
60. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792016-11-142018-01-16$3,516$2,053$1,463$1,463
50. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792016-11-142018-01-16$2,929$1,711$1,218$1,218
50. COHERENT INC2016-01-292018-01-17$16,088$3,858$12,230$12,230
35000. DEUTSCHE BANK AG SEDOL BZ044G0 ISIN US251541AQ132017-05-232018-01-17$36,153$36,107$46$46
440. PINNACLE FINANCIAL2018-01-17$28,582$29,637-$1,055-$1,055
55000. USA TREASURY NOTE 01.625% DUE 12/31/20192018-01-122018-01-17$54,553$54,594-$41-$41
45000. USA TREASURY NOTES 02.250% DUE 11/15/20252018-01-17$44,044$44,905-$861-$861
10000. USA TREASURY NOTES 01.625% DUE 05/15/20262018-01-102018-01-17$9,299$9,320-$21-$21
50. UNIVERSAL DISPLAY CORP2014-06-062018-01-17$10,200$1,394$8,806$8,806
46000. ROWAN COMPANIES INC COM GTD CALL 3/1/22 @ 1002018-01-18$44,908$47,717-$2,809-$2,809
23000. ROWAN COMPANIES INC COM GTD CALL 3/1/22 @ 1002012-05-162018-01-18$22,454$22,847-$393-$393
40. UNIVERSAL DISPLAY CORP2014-06-062018-01-18$8,253$1,115$7,138$7,138
130. WAGEWORKS INC2018-01-18$8,065$9,462-$1,397-$1,397
16000. ROWAN COMPANIES INC COM GTD CALL 3/1/22 @ 1002012-05-162018-01-19$15,600$15,893-$293-$293
10. UNIVERSAL DISPLAY CORP2014-06-062018-01-19$2,061$279$1,782$1,782
190. WAGEWORKS INC2018-01-19$11,663$13,515-$1,852-$1,852
300000. USA TREASURY NOTES 01.750% DUE 03/31/20222017-03-242018-01-22$292,523$296,988-$4,465-$4,465
100. WAGEWORKS INC2018-01-22$6,072$7,096-$1,024-$1,024
50. WAGEWORKS INC2017-05-252018-01-22$3,039$3,545-$506-$506
500. VALIDUS HOLDINGS LTD MERGED 07/18/18 @ $68.00 P/S2015-11-192018-01-22$33,666$23,120$10,546$10,546
969. VALIDUS HOLDINGS LTD MERGED 07/18/18 @ $68.00 P/S2018-01-22$65,246$25,871$39,375$39,375
630. WAGEWORKS INC2018-01-23$38,200$44,415-$6,215-$6,215
230. WAGEWORKS INC2018-01-23$13,909$16,096-$2,187-$2,187
250. MONOLITHIC POWER SYSTEMS INC2018-01-24$29,983$9,739$20,244$20,244
250. NEKTAR THERAPEUTICS2012-02-292018-01-24$19,375$1,880$17,495$17,495
470. WAGEWORKS INC2018-01-24$28,734$31,814-$3,080-$3,080
40. WAGEWORKS INC2017-10-172018-01-24$2,457$2,564-$107-$107
50. IAC / INTERACTIVECORP-W/I2009-09-012018-01-25$7,169$923$6,246$6,246
55000. USA TREASURY NOTES 02.250% DUE 11/15/20252018-01-25$53,679$54,865-$1,186-$1,186
195000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-01-25$195,404$199,040-$3,636-$3,636
230. WAGEWORKS INC2018-01-25$13,901$14,481-$580-$580
50. WAGEWORKS INC2017-11-142018-01-25$3,001$3,139-$138-$138
300. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S2018-01-26$34,526$26,504$8,022$8,022
50. IAC / INTERACTIVECORP-W/I2009-09-012018-01-26$7,168$923$6,245$6,245
. NEKTAR THERAPEUTICS2016-10-142018-01-26$800$160$640$640
. NEKTAR THERAPEUTICS2016-10-142018-01-26$1,602$320$1,282$1,282
35000. USA TREASURY NOTES 02.500% DUE 08/15/20232017-03-242018-01-26$35,022$35,611-$589-$589
. WAGEWORKS INC2017-11-142018-01-26$7,282$7,533-$251-$251
. WAGEWORKS INC2018-01-26$3,630$3,683-$53-$53
. WAGEWORKS INC2017-08-222018-01-26$1,806$1,758$48$48
300. XCERRA CORPORATION2015-11-192018-01-26$2,988$2,046$942$942
45000. AVON PRODUCTS INC UNSC2018-01-29$39,544$44,902-$5,358-$5,358
1100. KAPSTONE PAPER & PACKAGING MERGED 11/02/2018 @ $35.00 P/S2018-01-29$37,945$24,880$13,065$13,065
2070. KAPSTONE PAPER & PACKAGING MERGED 11/02/2018 @ $35.00 P/S2018-01-29$71,145$44,129$27,016$27,016
1130. KAPSTONE PAPER & PACKAGING MERGED 11/02/2018 @ $35.00 P/S2018-01-29$38,877$23,698$15,179$15,179
410. KAPSTONE PAPER & PACKAGING MERGED 11/02/2018 @ $35.00 P/S2017-06-232018-01-29$14,169$8,559$5,610$5,610
80. MATSON INC W/I2014-11-122018-01-29$3,033$2,778$255$255
100. MATSON INC W/I2018-01-29$3,791$3,464$327$327
20. MATSON INC W/I2014-11-132018-01-29$774$689$85$85
60. MATSON INC W/I2017-03-022018-01-29$2,320$2,074$246$246
160. MATSON INC W/I2018-01-29$6,264$5,498$766$766
150. MATSON INC W/I2018-01-29$5,573$5,145$428$428
70. MATSON INC W/I2017-02-282018-01-29$2,680$2,376$304$304
90. MATSON INC W/I2014-11-142018-01-29$3,446$3,087$359$359
200. NEKTAR THERAPEUTICS2012-02-292018-01-29$16,195$1,504$14,691$14,691
340. NEKTAR THERAPEUTICS2016-10-142018-01-29$27,231$5,432$21,799$21,799
1. INTERCEPT PHARMACEUTICALS 45845P1082001-01-012018-01-30$463$25$438$438
320. MATSON INC W/I2018-01-30$11,212$10,860$352$352
370. MATSON INC W/I2018-01-30$13,076$12,327$749$749
520. MATSON INC W/I2017-02-282018-01-30$18,377$17,646$731$731
40. OMNICELL INC2017-12-012018-01-30$1,998$2,095-$97-$97
40. OMNICELL INC2017-11-212018-01-30$1,998$1,991$7$7
10. OMNICELL INC2017-11-212018-01-30$503$498$5$5
60000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-11-172018-01-30$58,146$59,829-$1,683-$1,683
25000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-03-242018-01-30$24,250$24,767-$517-$517
65000. USA TREASURY NOTES 02.500% DUE 08/15/20232017-03-242018-01-30$64,845$66,132-$1,287-$1,287
305. WELLCARE HEALTH PLANS, INC.2018-01-30$63,827$16,972$46,855$46,855
295. WELLCARE HEALTH PLANS, INC.2013-01-222018-01-30$61,603$14,415$47,188$47,188
1298.72 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182018-01-31$1,299$1,385-$86-$86
1952.23 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022018-01-31$1,952$2,099-$147-$147
1707.19 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142018-01-31$1,707$1,782-$75-$75
1309.5 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112018-01-31$1,310$1,358-$48-$48
5031.84 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172018-01-31$5,032$5,174-$142-$142
4087.91 FEDERAL NATL MTG ASSN POOL AL26102017-08-222018-01-31$4,088$4,154-$66-$66
824.9 FEDERAL NATL MTG ASSN POOL AL19482014-01-212018-01-31$825$858-$33-$33
4146.99 FEDERAL NATL MTG ASSN POOL AL22422015-05-112018-01-31$4,147$4,427-$280-$280
1534.76 FEDERAL NATL MTG ASSN POOL AL31912015-04-282018-01-31$1,535$1,617-$82-$82
2122.43 FEDERAL NATL MTG ASSN POOL AL39042014-05-022018-01-31$2,122$2,212-$90-$90
301.82 FEDERAL NATL MTG ASSN POOL AO59402012-06-182018-01-31$302$316-$14-$14
1308.41 FEDERAL NATL MTG ASSN POOL AO76272012-11-052018-01-31$1,308$1,362-$54-$54
1966.52 FEDERAL NATL MTG ASSN POOL AP04952015-05-122018-01-31$1,967$2,051-$84-$84
992.38 FEDERAL NATL MTG ASSN POOL AP21332014-11-192018-01-31$992$1,026-$34-$34
3296.32 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202018-01-31$3,296$3,440-$144-$144
944.23 FEDERAL NATL MTG ASSN POOL AS38412015-05-202018-01-31$944$979-$35-$35
1160.02 FEDERAL NATL MTG ASSN POOL AS53852015-09-112018-01-31$1,160$1,234-$74-$74
2915.98 FEDERAL NATL MTG ASSN POOL AS61112016-04-152018-01-31$2,916$3,117-$201-$201
1671.38 FEDERAL NATL MTG ASSN POOL AS71552016-06-172018-01-31$1,671$1,725-$54-$54
1295.52 FEDERAL NATL MTG ASSN POOL AS66202017-08-172018-01-31$1,296$1,343-$47-$47
965.47 FEDERAL NATL MTG ASSN POOL AS73432016-06-092018-01-31$965$994-$29-$29
2750.54 FEDERAL NATL MTG ASSN POOL AT21272014-11-142018-01-31$2,751$2,758-$7-$7
1397.18 FEDERAL NATL MTG ASSN POOL AT78992015-09-152018-01-31$1,397$1,448-$51-$51
63.96 FEDERAL NATL MTG ASSN POOL 7250422005-05-122018-01-31$64$64
104.13 FEDERAL NATL MTG ASSN POOL 7287092003-12-182018-01-31$104$106-$2-$2
36.99 FEDERAL NATL MTG ASSN POOL 7351412005-04-292018-01-31$37$37
169.89 FEDERAL NATL MTG ASSN POOL 7391872003-09-102018-01-31$170$171-$1-$1
69.86 FEDERAL NATL MTG ASSN POOL 7450872006-06-082018-01-31$70$68$2$2
19.63 FEDERAL NATL MTG ASSN POOL 8142602005-03-102018-01-31$20$20
928.36 FEDERAL NATL MTG ASSN POOL CA08332018-01-252018-01-31$928$945-$17-$17
2626.39 FEDERAL NATL MTG ASSN POOL AB18452011-08-162018-01-31$2,626$2,726-$100-$100
680.12 FEDERAL NATL MTG ASSN POOL AB20772011-04-152018-01-31$680$671$9$9
1089.1 FEDERAL NATL MTG ASSN POOL AB25182012-02-172018-01-31$1,089$1,132-$43-$43
1413.97 FEDERAL NATL MTG ASSN POOL AB45252012-05-162018-01-31$1,414$1,496-$82-$82
1988.8 FEDERAL NATL MTG ASSN POOL AB78592013-07-112018-01-31$1,989$1,994-$5-$5
1295.49 FEDERAL NATL MTG ASSN POOL AC36682010-10-052018-01-31$1,295$1,345-$50-$50
1019.76 FEDERAL NATL MTG ASSN POOL MA05622014-02-102018-01-31$1,020$1,093-$73-$73
1945. FEDERAL NATL MTG ASSN POOL MA12362014-09-042018-01-31$1,945$1,995-$50-$50
1267.31 FEDERAL NATL MTG ASSN POOL MA14302015-05-122018-01-31$1,267$1,280-$13-$13
1984.88 FEDERAL NATL MTG ASSN POOL MA15252016-03-092018-01-31$1,985$2,069-$84-$84
1156.46 FEDERAL NATL MTG ASSN POOL MA26712016-10-282018-01-31$1,156$1,215-$59-$59
4074.19 FEDERAL NATL MTG ASSN POOL MA28032017-10-192018-01-31$4,074$4,096-$22-$22
1901.72 FEDERAL NATL MTG ASSN POOL AD71342010-07-212018-01-31$1,902$2,009-$107-$107
2518.63 FEDERAL NATL MTG ASSN POOL AD63692010-06-222018-01-31$2,519$2,595-$76-$76
1010.28 FEDERAL NATL MTG ASSN POOL AE09812011-10-172018-01-31$1,010$1,024-$14-$14
1475.62 GOVT NATL MTG ASSN POOL AA82732012-08-282018-01-31$1,476$1,581-$105-$105
924.81 GOVT NATL MTG ASSN POOL 7443712012-02-162018-01-31$925$991-$66-$66
180. MATSON INC W/I2018-01-31$6,251$5,811$440$440
40. MATSON INC W/I2016-05-252018-01-31$1,387$1,278$109$109
40. MATSON INC W/I2017-12-012018-01-31$1,387$1,164$223$223
100. NEKTAR THERAPEUTICS2012-02-292018-01-31$8,376$752$7,624$7,624
150. NEKTAR THERAPEUTICS2012-02-292018-02-01$13,322$1,128$12,194$12,194
1510. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S2018-02-02$83,050$48,574$34,476$34,476
180. HOME DEPOT INC COM2015-07-282018-02-02$35,164$20,494$14,670$14,670
210. MOHAWK INDS INC2016-07-272018-02-02$56,977$42,917$14,060$14,060
130. NEKTAR THERAPEUTICS2016-10-142018-02-02$11,773$2,077$9,696$9,696
620. NEKTAR THERAPEUTICS2018-02-02$56,136$9,897$46,239$46,239
960. THOR INDUSTRIES INC2018-02-02$128,034$107,046$20,988$20,988
10. ACCELERON PHARMA INC2017-12-012018-02-05$396$355$41$41
20. ACLARIS THERAPEUTICS INC2017-01-122018-02-05$409$570-$161-$161
40. BMC STOCK HOLDINGS INC2017-04-122018-02-05$862$950-$88-$88
20. BERRY GLOBAL GROUP INC2017-12-012018-02-05$1,144$1,194-$50-$50
10. CANTEL MEDICAL CORP2017-12-012018-02-05$1,109$1,063$46$46
100. CARDIOME PHARMA CORP MERGED 05/14/182015-09-112018-02-05$141$960-$819-$819
20. CAVIUM INC2017-01-092018-02-05$1,703$1,227$476$476
20. CHEGG INC2017-12-012018-02-05$341$309$32$32
10. COMMVAULT SYSTEMS INC2017-08-222018-02-05$522$593-$71-$71
10. FORTINET INC2017-12-012018-02-05$446$422$24$24
10. INSTALLED BUILDING PRODUCTS2017-12-012018-02-05$641$760-$119-$119
20. INTEGRA LIFESCIENCES HLDG CORP2018-02-05$1,048$1,012$36$36
20. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S2017-02-212018-02-05$575$498$77$77
10. JOHN BEAN TECHNOLOGY2017-12-012018-02-05$1,115$1,178-$63-$63
10. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2017-06-132018-02-05$669$530$139$139
20. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-12-012018-02-05$626$639-$13-$13
30. MGIC INVT CORP WIS2016-12-192018-02-05$441$311$130$130
5. MADISON SQUARE GARDEN CO/-WI2017-12-012018-02-05$1,110$1,085$25$25
10. MEDICINES COMPANY2017-04-122018-02-05$311$547-$236-$236
10. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2018-01-112018-02-05$587$574$13$13
30. MILACRON HOLDINGS CORP2017-06-132018-02-05$552$575-$23-$23
20. NEKTAR THERAPEUTICS2016-10-172018-02-05$1,694$318$1,376$1,376
10. NEXSTAR MEDIA GROUP INC2017-12-012018-02-05$737$681$56$56
10. OMNICELL INC2017-11-212018-02-05$441$498-$57-$57
10. PACIFIC PREMIER BANCORP INC2017-12-012018-02-05$406$400$6$6
20. PACIRA BIOSCIENCES INC2016-05-032018-02-05$772$1,032-$260-$260
20. PINNACLE FINANCIAL2018-02-05$1,262$1,346-$84-$84
10. PROOFPOINT INC2017-12-012018-02-05$1,010$906$104$104
10. RESOLUTE ENERGY CORP2017-07-202018-02-05$341$337$4$4
10. RUSH ENTERPRISES INC CL A2017-12-012018-02-05$495$484$11$11
10. RYDER SYSTEM INC2017-12-012018-02-05$824$821$3$3
10. SANTANDER CONSUMER USA HOLDI2017-12-112018-02-05$167$182-$15-$15
10. SUMMIT MATERIALS INC -CL A2017-12-012018-02-05$300$297$3$3
10. TABLEAU SOFTWARE INC-CL A MERGED 8/1/20192017-12-012018-02-05$816$704$112$112
55000. USA TREASURY NOTE 04.500% DUE 02/15/20362018-02-05$67,807$69,758-$1,951-$1,951
20. UNIVAR INC2017-05-052018-02-05$556$623-$67-$67
5. VAIL RESORTS INC COM2015-01-122018-02-05$1,075$455$620$620
20. WNS HOLDINGS LTD ADR2016-09-152018-02-05$846$600$246$246
10. ZENDESK INC2017-12-072018-02-05$378$340$38$38
20. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF52017-11-302018-02-05$610$627-$17-$17
30. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022017-12-012018-02-05$1,190$1,199-$9-$9
730. PROTHENA CORP PLC SEDOL B91XRN22018-02-05$26,834$40,114-$13,280-$13,280
10. PROTHENA CORP PLC SEDOL B91XRN22017-06-142018-02-05$333$544-$211-$211
90. PROTHENA CORP PLC SEDOL B91XRN22018-02-05$3,153$4,886-$1,733-$1,733
10. ORBOTECH LTD2017-12-072018-02-05$507$501$6$6
20. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792016-11-142018-02-05$1,212$684$528$528
15000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-12-212018-02-06$18,413$19,008-$595-$595
25000. USA TREASURY NOTES 02.125% DUE 09/30/20212017-03-092018-02-06$24,769$25,038-$269-$269
200. CAVIUM INC2018-02-08$16,591$11,525$5,066$5,066
140. CAVIUM INC2018-02-08$11,557$7,962$3,595$3,595
600. DOMTAR CORPORATION NEW2018-02-08$25,944$24,239$1,705$1,705
65000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-02-09$64,639$65,886-$1,247-$1,247
380. BMC STOCK HOLDINGS INC2018-02-12$7,640$9,018-$1,378-$1,378
330. BMC STOCK HOLDINGS INC2018-02-12$6,667$7,798-$1,131-$1,131
80. BMC STOCK HOLDINGS INC2017-04-052018-02-12$1,606$1,878-$272-$272
1440. BMC STOCK HOLDINGS INC2018-02-13$28,479$33,314-$4,835-$4,835
280. BMC STOCK HOLDINGS INC2018-02-13$5,528$6,403-$875-$875
400. BMC STOCK HOLDINGS INC2018-02-14$7,932$9,123-$1,191-$1,191
50. BMC STOCK HOLDINGS INC2017-03-202018-02-14$988$1,136-$148-$148
2590. BIOVERATIV INC-W/I MERGED 03/09/18 @ $105.00 P/S2017-10-302018-02-14$268,580$144,665$123,915$123,915
320. NEKTAR THERAPEUTICS2018-02-14$27,395$5,094$22,301$22,301
125000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242018-02-14$123,486$125,832-$2,346-$2,346
65000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242018-02-14$64,215$65,433-$1,218-$1,218
17.487 ACADIAN NON-US CONCENTRATED FUND2011-10-182018-02-14$28,668$15,468$13,200$13,200
5290.53 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282018-02-15$5,291$5,290$1$1
1648.81 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202018-02-15$1,649$1,649
2888.29 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A32016-05-242018-02-15$2,888$2,888
90. RYDER SYSTEM INC2018-02-15$7,504$6,737$767$767
270. RYDER SYSTEM INC2018-02-15$22,544$19,198$3,346$3,346
10. RYDER SYSTEM INC2017-08-222018-02-15$835$728$107$107
90. RYDER SYSTEM INC2016-04-272018-02-15$7,510$6,388$1,122$1,122
220. RYDER SYSTEM INC2016-04-272018-02-15$18,301$15,616$2,685$2,685
9672.68 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022018-02-15$9,673$9,672$1$1
8. ALEXION PHARMACEUTICALS INC2017-06-232018-02-16$957$1,016-$59-$59
3. ALLEGHANY CORP DEL2016-05-042018-02-16$1,758$1,550$208$208
27. ALTRIA GROUP INC2016-05-042018-02-16$1,757$1,713$44$44
16. APPLE INC2016-06-162018-02-16$2,772$1,551$1,221$1,221
33. BANK OF AMERICA CORP2016-05-042018-02-16$1,056$466$590$590
23. BERKSHIRE HATHAWAY INC CLASS B2016-05-042018-02-16$4,675$3,315$1,360$1,360
15. BRISTOL MYERS SQUIBB CO2016-05-042018-02-16$1,036$1,057-$21-$21
33. CARMAX INC2016-05-042018-02-16$2,115$1,695$420$420
38. CARNIVAL CORP SEDOL 25230442016-05-042018-02-16$2,609$1,867$742$742
14. CHEVRON CORPORATION2016-05-042018-02-16$1,560$1,409$151$151
40. CISCO SYS INC COM2016-05-042018-02-16$1,789$1,056$733$733
23. COCACOLA CO2011-01-032018-02-16$1,033$750$283$283
19. DEERE & CO2016-05-042018-02-16$3,165$1,557$1,608$1,608
22. DOLLAR TREE INC2016-09-162018-02-16$2,387$1,782$605$605
9. FEDEX CORPORATION2016-05-042018-02-16$2,185$1,488$697$697
12. GENERAL DYNAMICS CORP2016-05-042018-02-16$2,672$1,692$980$980
20. LILLY ELI & CO2016-05-042018-02-16$1,575$1,498$77$77
14. LOWES COMPANIES INC2016-05-042018-02-16$1,360$1,062$298$298
1. A10 NETWORKS, INC. XXX-XX-XXXX2001-01-012018-02-16$1,409$25$1,384$1,384
3. NEW MARKET CORPORATION2016-05-042018-02-16$1,257$1,225$32$32
24. NIKE INC CL B2016-08-242018-02-16$1,652$1,444$208$208
13. NORFOLK SOUTHN CORP COM2016-05-042018-02-16$1,852$1,151$701$701
8. O REILLY AUTOMOTIVE INC2016-05-042018-02-16$2,011$2,148-$137-$137
48. PROGRESSIVE CORP OHIO2016-05-042018-02-16$2,730$1,577$1,153$1,153
22. SOUTHWEST AIRLINES COM2017-01-202018-02-16$1,291$1,122$169$169
30000. USA TREASURY NOTES 02.125% DUE 09/30/20212017-03-092018-02-16$29,610$30,046-$436-$436
17. VERIZON COMMUNICATIONS COM2016-05-042018-02-16$846$865-$19-$19
19. VISA INC CLASS A SHARES2016-05-042018-02-16$2,321$1,460$861$861
28. WELLS FARGO & CO NEW COM2016-05-042018-02-16$1,675$1,367$308$308
13500. FLEX LTD SEDOL 23530582015-12-292018-02-16$240,230$154,238$85,992$85,992
275000. BANK OF AMERICA CREDIT CARD TR SERIES 2015 A2 CLASS A2015-04-222018-02-20$274,753$274,967-$214-$214
33192. HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A32016-05-242018-02-20$33,012$33,191-$179-$179
50. MKS INSTRS INC2015-11-192018-02-20$5,762$1,810$3,952$3,952
1490. PEPSICO INC COM2018-02-20$163,782$147,927$15,855$15,855
710. MOHAWK INDS INC2016-07-272018-02-22$176,063$145,100$30,963$30,963
50. NEKTAR THERAPEUTICS2012-02-292018-02-22$4,455$376$4,079$4,079
2170. PROLOGIS INC2016-09-232018-02-22$130,349$118,423$11,926$11,926
80. ORBOTECH LTD2017-12-072018-02-22$4,277$4,007$270$270
130. ORBOTECH LTD2017-12-072018-02-22$6,983$6,511$472$472
150. ORBOTECH LTD2018-02-22$8,029$7,459$570$570
330. INTEGRA LIFESCIENCES HLDG CORP2018-02-23$17,620$16,525$1,095$1,095
50. NEKTAR THERAPEUTICS2012-02-292018-02-23$4,445$376$4,069$4,069
250000. NISSAN AUTO RECEIVABLES OWNER SERIES 2017 B CLASS A32017-08-162018-02-23$246,172$249,986-$3,814-$3,814
20. ORBOTECH LTD2017-12-052018-02-23$1,071$992$79$79
80. ORBOTECH LTD2018-02-23$4,291$3,964$327$327
70. ORBOTECH LTD2017-12-062018-02-23$3,737$3,461$276$276
570. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52014-02-262018-02-23$11,252$17,638-$6,386-$6,386
290. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52014-02-262018-02-23$5,722$8,974-$3,252-$3,252
60. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52018-02-23$1,182$1,853-$671-$671
3880. ALLISON TRANSMISSION HOLDING2018-02-26$152,335$137,732$14,603$14,603
1800. ALLISON TRANSMISSION HOLDING2017-08-032018-02-26$70,671$68,110$2,561$2,561
200. AMERICAN EAGLE OUTFITTERS INC2015-11-192018-02-26$3,919$3,072$847$847
40. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S2017-07-242018-02-26$4,909$3,394$1,515$1,515
200. KBR INC2017-11-132018-02-26$2,980$3,797-$817-$817
150. NEKTAR THERAPEUTICS2012-02-292018-02-26$13,529$1,128$12,401$12,401
120. NEKTAR THERAPEUTICS2016-07-132018-02-26$10,841$1,892$8,949$8,949
20. NEKTAR THERAPEUTICS2016-07-132018-02-26$1,812$315$1,497$1,497
200. AMERICAN EAGLE OUTFITTERS INC2015-11-192018-02-27$4,049$3,072$977$977
280000. USA TREASURY NOTES 01.500% DUE 12/31/20182018-02-27$278,753$278,814-$61-$61
50000. CONSTELLATION BRANDS INC COM GTD2014-11-282018-02-28$55,882$53,503$2,379$2,379
2806.8 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182018-02-28$2,807$2,993-$186-$186
1345.01 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022018-02-28$1,345$1,446-$101-$101
705.47 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142018-02-28$705$736-$31-$31
1141.95 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112018-02-28$1,142$1,184-$42-$42
2888.68 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172018-02-28$2,889$2,970-$81-$81
3913.83 FEDERAL NATL MTG ASSN POOL AL26102017-08-222018-02-28$3,914$3,976-$62-$62
805.81 FEDERAL NATL MTG ASSN POOL AL19482014-01-212018-02-28$806$838-$32-$32
2069.47 FEDERAL NATL MTG ASSN POOL AL22422015-05-112018-02-28$2,069$2,209-$140-$140
1060.95 FEDERAL NATL MTG ASSN POOL AL31912015-04-282018-02-28$1,061$1,117-$56-$56
1890.17 FEDERAL NATL MTG ASSN POOL AL39042014-05-022018-02-28$1,890$1,969-$79-$79
367.33 FEDERAL NATL MTG ASSN POOL AO59402012-06-182018-02-28$367$385-$18-$18
3648.07 FEDERAL NATL MTG ASSN POOL AO76272012-11-052018-02-28$3,648$3,795-$147-$147
898.88 FEDERAL NATL MTG ASSN POOL AP04952015-05-122018-02-28$899$937-$38-$38
1147.91 FEDERAL NATL MTG ASSN POOL AP21332014-11-192018-02-28$1,148$1,186-$38-$38
2562.72 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202018-02-28$2,563$2,674-$111-$111
482.44 FEDERAL NATL MTG ASSN POOL AS38412015-05-202018-02-28$482$500-$18-$18
1523.16 FEDERAL NATL MTG ASSN POOL AS53852015-09-112018-02-28$1,523$1,620-$97-$97
3364.51 FEDERAL NATL MTG ASSN POOL AS61112016-04-152018-02-28$3,365$3,596-$231-$231
1232.83 FEDERAL NATL MTG ASSN POOL AS71552016-06-172018-02-28$1,233$1,273-$40-$40
494.41 FEDERAL NATL MTG ASSN POOL AS66202017-08-172018-02-28$494$513-$19-$19
745.11 FEDERAL NATL MTG ASSN POOL AS73432016-06-092018-02-28$745$767-$22-$22
3826.04 FEDERAL NATL MTG ASSN POOL AT21272014-11-142018-02-28$3,826$3,837-$11-$11
992.73 FEDERAL NATL MTG ASSN POOL AT78992015-09-152018-02-28$993$1,029-$36-$36
86.91 FEDERAL NATL MTG ASSN POOL 7250422005-05-122018-02-28$87$87
32.14 FEDERAL NATL MTG ASSN POOL 7287092003-12-182018-02-28$32$33-$1-$1
35.24 FEDERAL NATL MTG ASSN POOL 7351412005-04-292018-02-28$35$36-$1-$1
170.7 FEDERAL NATL MTG ASSN POOL 7391872003-09-102018-02-28$171$172-$1-$1
82.26 FEDERAL NATL MTG ASSN POOL 7450872006-06-082018-02-28$82$80$2$2
188.86 FEDERAL NATL MTG ASSN POOL 8142602005-03-102018-02-28$189$189
1250.81 FEDERAL NATL MTG ASSN POOL CA08332018-01-252018-02-28$1,251$1,273-$22-$22
599.19 FEDERAL NATL MTG ASSN POOL AB18452011-08-162018-02-28$599$622-$23-$23
1088.72 FEDERAL NATL MTG ASSN POOL AB20772011-04-152018-02-28$1,089$1,075$14$14
689.81 FEDERAL NATL MTG ASSN POOL AB25182012-02-172018-02-28$690$717-$27-$27
271.26 FEDERAL NATL MTG ASSN POOL AB45252012-05-162018-02-28$271$287-$16-$16
508.43 FEDERAL NATL MTG ASSN POOL AB78592013-07-112018-02-28$508$510-$2-$2
2277.14 FEDERAL NATL MTG ASSN POOL AC36682010-10-052018-02-28$2,277$2,365-$88-$88
678.46 FEDERAL NATL MTG ASSN POOL MA05622014-02-102018-02-28$678$727-$49-$49
2010.02 FEDERAL NATL MTG ASSN POOL MA12362014-09-042018-02-28$2,010$2,062-$52-$52
1015.04 FEDERAL NATL MTG ASSN POOL MA14302015-05-122018-02-28$1,015$1,025-$10-$10
1465.01 FEDERAL NATL MTG ASSN POOL MA15252016-03-092018-02-28$1,465$1,527-$62-$62
1143.92 FEDERAL NATL MTG ASSN POOL MA26712016-10-282018-02-28$1,144$1,202-$58-$58
3551.61 FEDERAL NATL MTG ASSN POOL MA28032017-10-192018-02-28$3,552$3,571-$19-$19
1884.43 FEDERAL NATL MTG ASSN POOL AD71342010-07-212018-02-28$1,884$1,991-$107-$107
2025.25 FEDERAL NATL MTG ASSN POOL AD63692010-06-222018-02-28$2,025$2,087-$62-$62
863.98 FEDERAL NATL MTG ASSN POOL AE09812011-10-172018-02-28$864$875-$11-$11
1485.6 GOVT NATL MTG ASSN POOL AA82732012-08-282018-02-28$1,486$1,591-$105-$105
2002.49 GOVT NATL MTG ASSN POOL 7443712012-02-162018-02-28$2,002$2,145-$143-$143
50. IAC / INTERACTIVECORP-W/I2009-09-012018-02-28$7,592$923$6,669$6,669
60000. NISOURCE FINANCE CORP CALL 02/15/2027 COGT2017-05-112018-02-28$58,752$59,990-$1,238-$1,238
200. ORBOTECH LTD2015-11-192018-02-28$11,081$3,800$7,281$7,281
200. HEIDRICK & STRUGGLES (IPO)2017-07-172018-03-02$5,477$4,472$1,005$1,005
640. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2018-03-02$42,960$35,614$7,346$7,346
430. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2018-03-02$28,882$21,674$7,208$7,208
180. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2017-05-052018-03-02$12,094$8,816$3,278$3,278
120. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2015-10-062018-03-02$8,063$4,086$3,977$3,977
80. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2018-03-02$5,370$2,724$2,646$2,646
150. NEKTAR THERAPEUTICS2012-02-292018-03-02$15,191$1,128$14,063$14,063
3120. SLM CORP2018-03-02$34,092$36,169-$2,077-$2,077
210. SLM CORP2017-07-252018-03-05$2,353$2,377-$24-$24
1440. SLM CORP2018-03-05$16,010$16,218-$208-$208
90000. ABBOTT LABORATORIES CALL 08/30/2026 @ 100.000 UNSC2018-03-06$89,150$89,391-$241-$241
240. CIENA CORP2018-03-06$6,161$5,364$797$797
260. CIENA CORP2018-03-06$6,739$5,740$999$999
330. CIENA CORP2018-03-06$8,638$7,204$1,434$1,434
25000. CONSTELLATION BRANDS INC CALL 11/15/2027 COGT2018-01-292018-03-06$24,250$24,952-$702-$702
1400. PEPSICO INC COM2018-03-06$152,488$138,255$14,233$14,233
610. SLM CORP2017-07-262018-03-06$6,756$6,845-$89-$89
610. SLM CORP2018-03-06$6,796$6,840-$44-$44
590. SHERWIN-WILLIAMS CO2018-03-06$233,722$206,902$26,820$26,820
30000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-05-312018-03-06$28,795$29,739-$944-$944
100. CIENA CORP2016-08-152018-03-07$2,616$2,142$474$474
190. CIENA CORP2018-03-07$4,971$4,069$902$902
10. CIENA CORP2018-02-052018-03-07$265$214$51$51
560. SLM CORP2018-03-07$6,174$6,268-$94-$94
280. SLM CORP2017-07-242018-03-07$3,097$3,131-$34-$34
50. NEKTAR THERAPEUTICS2012-02-292018-03-08$5,367$375$4,992$4,992
310. SLM CORP2017-07-242018-03-08$3,371$3,467-$96-$96
700. SLM CORP2018-03-08$7,616$7,804-$188-$188
5000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-03-172018-03-08$6,070$6,208-$138-$138
160000. VERIZON COMMUNICATIONS UNSC2018-03-08$160,437$160,485-$48-$48
200. HUDSON TECHNOLOGIES INC2017-05-042018-03-09$1,096$1,437-$341-$341
300. LIBERTY PPTY TR2018-03-09$12,167$10,083$2,084$2,084
50. NEKTAR THERAPEUTICS2012-02-292018-03-09$5,426$375$5,051$5,051
100. ON ASSIGNMENT INC NAME CHANGE 04/02/182015-11-192018-03-09$8,474$4,680$3,794$3,794
2880. SLM CORP2018-03-09$32,070$31,920$150$150
2000. MGIC INVT CORP WIS2018-03-12$26,757$20,728$6,029$6,029
620. MGIC INVT CORP WIS2016-12-192018-03-12$8,523$6,425$2,098$2,098
30. MGIC INVT CORP WIS2016-12-192018-03-12$422$311$111$111
390. MGIC INVT CORP WIS2018-03-12$5,379$4,033$1,346$1,346
550. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2018-03-12$36,853$18,650$18,203$18,203
80. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2018-03-12$5,363$2,632$2,731$2,731
30. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2015-10-022018-03-12$2,008$987$1,021$1,021
430. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2018-03-12$28,805$13,516$15,289$15,289
370. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2016-01-192018-03-12$24,766$11,012$13,754$13,754
80. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2016-01-192018-03-12$5,360$2,381$2,979$2,979
2730. ORACLE CORP2017-08-032018-03-12$144,347$137,260$7,087$7,087
1820. SLM CORP2018-03-12$20,437$19,820$617$617
1380. STANLEY BLACK & DECKER INC2017-11-012018-03-12$218,036$222,711-$4,675-$4,675
1995. BAYERISCHE MOTOREN-SPON ADR SEDOL BD6KTC92018-03-13$70,169$50,877$19,292$19,292
230. CAVIUM INC2016-11-292018-03-13$20,222$13,065$7,157$7,157
150. CAVIUM INC2016-11-292018-03-13$13,207$8,520$4,687$4,687
170. CAVIUM INC2016-11-292018-03-13$14,970$9,656$5,314$5,314
20346. COMPAGNIE FINANCIERE RICHEMONT A SWITZ ADR2018-03-13$180,868$41,388$139,480$139,480
2180. DOLLAR TREE INC2018-03-13$207,535$177,329$30,206$30,206
180. DOLLAR TREE INC2017-08-302018-03-13$17,211$14,348$2,863$2,863
130. CAVIUM INC2018-03-14$11,306$7,376$3,930$3,930
1. CITIGROUP INC2001-01-012018-03-14$1,435$1,435$1,435
50. COHERENT INC2016-01-292018-03-14$11,041$3,858$7,183$7,183
200. HEIDRICK & STRUGGLES (IPO)2017-07-102018-03-14$6,117$4,406$1,711$1,711
50. IAC / INTERACTIVECORP-W/I2009-09-012018-03-14$8,090$923$7,167$7,167
50. MKS INSTRS INC2015-11-192018-03-14$6,153$1,810$4,343$4,343
300. MSG NETWORKS INC2018-03-14$7,581$6,437$1,144$1,144
100. SELECTED INS GROUP INC2011-07-292018-03-14$6,065$1,635$4,430$4,430
4760.98 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282018-03-15$4,761$4,760$1$1
1454.63 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202018-03-15$1,455$1,455
85000. HARTFORD FINL SVCS GRP SR NOTES2016-09-132018-03-15$85,000$85,000
.07 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A32016-05-242018-03-15
.9 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A32016-05-242018-03-15$1$1
100. SELECTED INS GROUP INC2009-01-292018-03-15$6,070$1,633$4,437$4,437
8584.2 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022018-03-15$8,584$8,584
200. HUDSON TECHNOLOGIES INC2017-05-042018-03-16$1,086$1,437-$351-$351
70000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242018-03-16$69,120$70,979-$1,859-$1,859
150. CAVIUM INC2016-12-012018-03-19$13,002$8,504$4,498$4,498
200. HEIDRICK & STRUGGLES (IPO)2017-05-022018-03-19$6,304$4,328$1,976$1,976
500. HUDSON TECHNOLOGIES INC2017-05-042018-03-19$2,470$3,591-$1,121-$1,121
1050. ORBOTECH LTD2015-11-192018-03-19$67,223$19,950$47,273$47,273
760. ORBOTECH LTD2018-03-19$47,958$35,633$12,325$12,325
740. ORBOTECH LTD2018-03-19$46,982$24,470$22,512$22,512
20. ORBOTECH LTD2016-06-102018-03-19$1,270$530$740$740
190. CAVIUM INC2018-03-20$16,431$10,647$5,784$5,784
200. HUDSON TECHNOLOGIES INC2017-05-042018-03-20$987$1,437-$450-$450
50. NEKTAR THERAPEUTICS2012-02-292018-03-20$5,400$375$5,025$5,025
80000. USA TREASURY NOTE 01.625% DUE 12/31/20192018-03-20$79,038$79,339-$301-$301
5000. USA TREASURY NOTES 01.750% DUE 10/31/20202015-12-152018-03-20$4,911$5,003-$92-$92
250. ORBOTECH LTD2018-03-20$16,225$3,683$12,542$12,542
100. ORBOTECH LTD2016-06-102018-03-20$6,496$2,652$3,844$3,844
330. ORBOTECH LTD2016-06-102018-03-20$21,438$8,752$12,686$12,686
200. HUDSON TECHNOLOGIES INC2018-03-21$973$1,435-$462-$462
320. ORBOTECH LTD2016-06-102018-03-21$20,794$8,486$12,308$12,308
930. BROADCOM LTD EXCH 04/05/182018-03-21$224,848$203,729$21,119$21,119
200. XCERRA CORPORATION2015-11-192018-03-22$2,336$1,364$972$972
200. ORBOTECH LTD2018-03-22$12,721$2,616$10,105$10,105
500. HUDSON TECHNOLOGIES INC2018-03-26$2,211$3,327-$1,116-$1,116
800. HUDSON TECHNOLOGIES INC2017-03-172018-03-26$3,537$5,211-$1,674-$1,674
100. NEKTAR THERAPEUTICS2012-02-292018-03-26$10,500$749$9,751$9,751
970. THOR INDUSTRIES INC2018-03-26$106,205$93,957$12,248$12,248
190. THOR INDUSTRIES INC2017-02-242018-03-26$20,803$21,088-$285-$285
100. HUDSON TECHNOLOGIES INC2017-04-052018-03-27$448$642-$194-$194
700. HUDSON TECHNOLOGIES INC2017-03-202018-03-27$3,136$4,441-$1,305-$1,305
190. PACIRA BIOSCIENCES INC2018-03-27$5,970$9,501-$3,531-$3,531
300. PACIRA BIOSCIENCES INC2018-03-27$9,555$14,900-$5,345-$5,345
10. PACIRA BIOSCIENCES INC2016-05-102018-03-27$320$496-$176-$176
115000. USA TREASURY NOTES 01.500% DUE 12/31/20182018-02-202018-03-27$114,501$114,474$27$27
1700. ALTRIA GROUP INC2013-05-102018-03-28$105,007$62,278$42,729$42,729
135000. BMW VEHICLE OWNER TRUST SERIES 2016 A CLASS A32016-07-122018-03-28$133,682$134,999-$1,317-$1,317
300. HUDSON TECHNOLOGIES INC2017-03-202018-03-28$1,475$1,903-$428-$428
30. INSTALLED BUILDING PRODUCTS2017-12-012018-03-28$1,792$2,281-$489-$489
90. INSTALLED BUILDING PRODUCTS2018-03-28$5,377$2,405$2,972$2,972
370. INSTALLED BUILDING PRODUCTS2018-03-28$22,054$9,732$12,322$12,322
80. INSTALLED BUILDING PRODUCTS2015-07-162018-03-28$4,782$2,042$2,740$2,740
40. PACIRA BIOSCIENCES INC2016-05-102018-03-28$1,262$1,986-$724-$724
30. PACIRA BIOSCIENCES INC2016-05-102018-03-28$946$1,489-$543-$543
1050. STRYKER CORP2018-03-28$165,913$138,052$27,861$27,861
180. STRYKER CORP2017-10-302018-03-28$28,442$28,182$260$260
15000. USA TREASURY NOTES 01.500% DUE 12/31/20182018-02-202018-03-28$14,936$14,931$5$5
70000. USA TREASURY NOTE 01.625% DUE 12/31/20192018-02-232018-03-28$69,237$69,232$5$5
400. XCERRA CORPORATION2015-11-192018-03-28$4,565$2,728$1,837$1,837
340. CAVIUM INC2018-03-29$27,022$18,865$8,157$8,157
300. HUDSON TECHNOLOGIES INC2018-03-29$1,479$1,875-$396-$396
90. PACIRA BIOSCIENCES INC2018-03-29$2,792$4,446-$1,654-$1,654
195. PACIRA BIOSCIENCES INC2018-03-29$6,067$8,718-$2,651-$2,651
335. PACIRA BIOSCIENCES INC2018-03-29$10,423$16,332-$5,909-$5,909
802.1 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182018-03-31$802$855-$53-$53
940.79 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022018-03-31$941$1,011-$70-$70
1602. FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142018-03-31$1,602$1,672-$70-$70
1286.36 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112018-03-31$1,286$1,334-$48-$48
2092.64 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172018-03-31$2,093$2,151-$58-$58
3614.89 FEDERAL NATL MTG ASSN POOL AL26102017-08-222018-03-31$3,615$3,672-$57-$57
494.15 FEDERAL NATL MTG ASSN POOL AL19482014-01-212018-03-31$494$514-$20-$20
590.65 FEDERAL NATL MTG ASSN POOL AL22422015-05-112018-03-31$591$630-$39-$39
1421. FEDERAL NATL MTG ASSN POOL AL31912015-04-282018-03-31$1,421$1,496-$75-$75
2498.75 FEDERAL NATL MTG ASSN POOL AL39042014-05-022018-03-31$2,499$2,603-$104-$104
868.53 FEDERAL NATL MTG ASSN POOL AO59402012-06-182018-03-31$869$910-$41-$41
1438.54 FEDERAL NATL MTG ASSN POOL AO76272012-11-052018-03-31$1,439$1,496-$57-$57
1884.41 FEDERAL NATL MTG ASSN POOL AP04952015-05-122018-03-31$1,884$1,965-$81-$81
1757.34 FEDERAL NATL MTG ASSN POOL AP21332014-11-192018-03-31$1,757$1,816-$59-$59
3004.4 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202018-03-31$3,004$3,135-$131-$131
703.74 FEDERAL NATL MTG ASSN POOL AS38412015-05-202018-03-31$704$729-$25-$25
1670.64 FEDERAL NATL MTG ASSN POOL AS53852015-09-112018-03-31$1,671$1,777-$106-$106
3690.62 FEDERAL NATL MTG ASSN POOL AS61112016-04-152018-03-31$3,691$3,945-$254-$254
1097.25 FEDERAL NATL MTG ASSN POOL AS71552016-06-172018-03-31$1,097$1,133-$36-$36
740.87 FEDERAL NATL MTG ASSN POOL AS66202017-08-172018-03-31$741$768-$27-$27
1200.65 FEDERAL NATL MTG ASSN POOL AS73432016-06-092018-03-31$1,201$1,236-$35-$35
1937.58 FEDERAL NATL MTG ASSN POOL AT21272014-11-142018-03-31$1,938$1,943-$5-$5
1100.36 FEDERAL NATL MTG ASSN POOL AT78992015-09-152018-03-31$1,100$1,140-$40-$40
102.24 FEDERAL NATL MTG ASSN POOL 7250422005-05-122018-03-31$102$103-$1-$1
32.1 FEDERAL NATL MTG ASSN POOL 7287092003-12-182018-03-31$32$33-$1-$1
38.02 FEDERAL NATL MTG ASSN POOL 7351412005-04-292018-03-31$38$38
160.39 FEDERAL NATL MTG ASSN POOL 7391872003-09-102018-03-31$160$161-$1-$1
107.8 FEDERAL NATL MTG ASSN POOL 7450872006-06-082018-03-31$108$104$4$4
18.78 FEDERAL NATL MTG ASSN POOL 8142602005-03-102018-03-31$19$19
1095.91 FEDERAL NATL MTG ASSN POOL CA08332018-01-252018-03-31$1,096$1,116-$20-$20
1423. FEDERAL NATL MTG ASSN POOL AB18452011-08-162018-03-31$1,423$1,477-$54-$54
537.87 FEDERAL NATL MTG ASSN POOL AB20772011-04-152018-03-31$538$531$7$7
919.49 FEDERAL NATL MTG ASSN POOL AB25182012-02-172018-03-31$919$955-$36-$36
1541.75 FEDERAL NATL MTG ASSN POOL AB45252012-05-162018-03-31$1,542$1,631-$89-$89
2924.45 FEDERAL NATL MTG ASSN POOL AB78592013-07-112018-03-31$2,924$2,932-$8-$8
2590.02 FEDERAL NATL MTG ASSN POOL AC36682010-10-052018-03-31$2,590$2,689-$99-$99
1094.04 FEDERAL NATL MTG ASSN POOL MA05622014-02-102018-03-31$1,094$1,172-$78-$78
2307.75 FEDERAL NATL MTG ASSN POOL MA12362014-09-042018-03-31$2,308$2,367-$59-$59
1356.56 FEDERAL NATL MTG ASSN POOL MA14302015-05-122018-03-31$1,357$1,370-$13-$13
2017.69 FEDERAL NATL MTG ASSN POOL MA15252016-03-092018-03-31$2,018$2,103-$85-$85
1853.9 FEDERAL NATL MTG ASSN POOL MA26712016-10-282018-03-31$1,854$1,948-$94-$94
3518.92 FEDERAL NATL MTG ASSN POOL MA28032017-10-192018-03-31$3,519$3,538-$19-$19
1865.33 FEDERAL NATL MTG ASSN POOL AD71342010-07-212018-03-31$1,865$1,970-$105-$105
355.05 FEDERAL NATL MTG ASSN POOL AD63692010-06-222018-03-31$355$366-$11-$11
987.49 FEDERAL NATL MTG ASSN POOL AE09812011-10-172018-03-31$987$1,001-$14-$14
980.14 GOVT NATL MTG ASSN POOL AA82732012-08-282018-03-31$980$1,050-$70-$70
1819.41 GOVT NATL MTG ASSN POOL 7443712012-02-162018-03-31$1,819$1,948-$129-$129
6.409 AURORA OFFSHORE FUND LTD II CLASS A SERIES 08/162016-08-312018-03-31$8,356$11,051-$2,695-$2,695
115000. AMAZON.COM INC SER 144A CALL 02/22/20572017-08-152018-04-02$114,799$114,059$740$740
70. INSTALLED BUILDING PRODUCTS2018-04-02$4,062$1,786$2,276$2,276
4127. LILLY ELI & CO2016-05-042018-04-02$313,896$309,097$4,799$4,799
220. INSTALLED BUILDING PRODUCTS2018-04-03$12,337$5,608$6,729$6,729
90. INSTALLED BUILDING PRODUCTS2018-04-03$5,003$2,292$2,711$2,711
75000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-04-03$74,525$75,717-$1,192-$1,192
10000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-03-152018-04-03$9,937$9,921$16$16
90. PROTHENA CORP PLC SEDOL B91XRN22018-04-04$3,907$4,840-$933-$933
130. PROTHENA CORP PLC SEDOL B91XRN22018-04-04$5,655$6,907-$1,252-$1,252
50. PROTHENA CORP PLC SEDOL B91XRN22016-09-092018-04-04$2,176$2,614-$438-$438
100. PROTHENA CORP PLC SEDOL B91XRN22017-06-132018-04-04$4,351$5,292-$941-$941
50000. AT&T INC CALL 02/14/2037 UNSC2017-07-272018-04-05$50,415$49,911$504$504
80. INSTALLED BUILDING PRODUCTS2018-04-05$4,882$2,032$2,850$2,850
280. MILACRON HOLDINGS CORP2018-04-05$5,653$5,350$303$303
190. MILACRON HOLDINGS CORP2018-04-05$3,851$3,559$292$292
70. PACIRA BIOSCIENCES INC2017-06-062018-04-05$2,065$3,121-$1,056-$1,056
200. PACIRA BIOSCIENCES INC2018-04-05$5,909$8,852-$2,943-$2,943
100. PACIRA BIOSCIENCES INC2018-04-05$2,964$4,411-$1,447-$1,447
60. INSTALLED BUILDING PRODUCTS2015-07-022018-04-06$3,588$1,523$2,065$2,065
110. MILACRON HOLDINGS CORP2017-06-122018-04-06$2,202$2,056$146$146
180. PACIRA BIOSCIENCES INC2018-04-06$6,296$7,881-$1,585-$1,585
70. PACIRA BIOSCIENCES INC2018-04-06$2,052$2,905-$853-$853
305. PACIRA BIOSCIENCES INC2016-06-162018-04-06$10,555$12,073-$1,518-$1,518
435. PACIRA BIOSCIENCES INC2018-04-06$15,054$17,911-$2,857-$2,857
630. PACIRA BIOSCIENCES INC2018-04-06$20,399$22,654-$2,255-$2,255
125000. ANHEUSER-BUSCH INBEV FIN CALL 01/01/2021 @ 100.000 COGT2018-02-142018-04-09$124,355$123,685$670$670
410. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S2018-04-09$85,238$34,642$50,596$50,596
60. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S2018-04-09$12,482$5,059$7,423$7,423
80. INSTALLED BUILDING PRODUCTS2015-07-022018-04-09$4,718$2,030$2,688$2,688
120. INSTALLED BUILDING PRODUCTS2018-04-10$6,831$3,043$3,788$3,788
40. INSTALLED BUILDING PRODUCTS2015-07-062018-04-10$2,281$1,014$1,267$1,267
80. INSTALLED BUILDING PRODUCTS2015-07-062018-04-10$4,485$2,028$2,457$2,457
50. MILACRON HOLDINGS CORP2018-04-10$975$932$43$43
225. PACIRA BIOSCIENCES INC2018-04-10$8,197$7,518$679$679
50. PACIRA BIOSCIENCES INC2016-12-072018-04-10$1,814$1,612$202$202
420. INSTALLED BUILDING PRODUCTS2018-04-11$23,604$10,618$12,986$12,986
130. INSTALLED BUILDING PRODUCTS2015-07-132018-04-11$7,351$3,279$4,072$4,072
120. MILACRON HOLDINGS CORP2017-06-092018-04-11$2,330$2,227$103$103
100. MILACRON HOLDINGS CORP2017-06-092018-04-11$1,929$1,855$74$74
140. BMC STOCK HOLDINGS INC2017-03-202018-04-12$2,681$3,182-$501-$501
420. BMC STOCK HOLDINGS INC2018-04-12$7,951$9,543-$1,592-$1,592
85000. GENERAL MILLS INC CALL 09/17/2023 UNSC2018-04-032018-04-12$85,400$84,816$584$584
120. INSTALLED BUILDING PRODUCTS2015-07-132018-04-12$6,530$3,026$3,504$3,504
80. INSTALLED BUILDING PRODUCTS2018-04-12$4,291$2,012$2,279$2,279
40. INSTALLED BUILDING PRODUCTS2015-07-012018-04-12$2,157$1,003$1,154$1,154
320. MILACRON HOLDINGS CORP2017-06-092018-04-12$6,250$5,937$313$313
640. MILACRON HOLDINGS CORP2018-04-12$12,493$11,782$711$711
50. MILACRON HOLDINGS CORP2017-06-052018-04-12$983$902$81$81
200. AMERICAN EAGLE OUTFITTERS INC2015-11-192018-04-13$4,344$3,072$1,272$1,272
350. ANGIODYNAMICS INC2018-04-13$6,957$3,696$3,261$3,261
500. BMC STOCK HOLDINGS INC2018-04-13$9,320$11,334-$2,014-$2,014
140. BMC STOCK HOLDINGS INC2018-04-13$2,591$3,170-$579-$579
60. BMC STOCK HOLDINGS INC2017-03-212018-04-13$1,122$1,356-$234-$234
50. DECKERS OUTDOOR CORP2017-11-092018-04-13$4,746$3,329$1,417$1,417
230. INSTALLED BUILDING PRODUCTS2018-04-13$11,939$5,758$6,181$6,181
70. INSTALLED BUILDING PRODUCTS2018-04-13$3,625$1,749$1,876$1,876
270. MILACRON HOLDINGS CORP2017-06-052018-04-13$5,268$4,871$397$397
20. MILACRON HOLDINGS CORP2017-06-052018-04-13$391$361$30$30
30. MILACRON HOLDINGS CORP2018-04-13$586$541$45$45
40000. CNH CAPITAL LLC COGT2018-04-15$40,000$40,000
5119.92 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282018-04-15$5,120$5,119$1$1
1521.94 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202018-04-15$1,522$1,522
9198.04 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022018-04-15$9,198$9,198
1210. BMC STOCK HOLDINGS INC2018-04-16$22,443$27,333-$4,890-$4,890
50. BMC STOCK HOLDINGS INC2017-03-212018-04-16$928$1,126-$198-$198
6310. ICICI BANK LTD SPON ADR2016-06-062018-04-16$54,983$41,791$13,192$13,192
200. MILACRON HOLDINGS CORP2017-06-062018-04-16$3,930$3,608$322$322
115000. AMERICAN CAMPUS CMNTYS CALL 01/15/2023 @ 100.000 COGT2016-12-092018-04-17$115,102$115,928-$826-$826
320. BMC STOCK HOLDINGS INC2017-03-212018-04-17$5,994$7,208-$1,214-$1,214
200. MILACRON HOLDINGS CORP2018-04-17$3,972$3,605$367$367
300. MILACRON HOLDINGS CORP2018-04-17$5,960$5,404$556$556
270. PINNACLE FINANCIAL2018-04-17$16,767$18,165-$1,398-$1,398
550. PINNACLE FINANCIAL2018-04-17$34,196$36,700-$2,504-$2,504
40. PINNACLE FINANCIAL2018-04-17$2,537$2,659-$122-$122
120. PINNACLE FINANCIAL2018-04-17$7,428$7,915-$487-$487
210. ASGN INC2018-04-18$17,954$7,632$10,322$10,322
530. BMC STOCK HOLDINGS INC2018-04-18$10,029$11,899-$1,870-$1,870
35000. CVS HEALTH CORP CALL 12/25/2027 UNSC2018-03-062018-04-18$35,026$34,653$373$373
200. HEIDRICK & STRUGGLES (IPO)2017-05-112018-04-18$6,453$4,322$2,131$2,131
60000. JP MORGAN CHASE & CO SR UNSEC CALL 7/24/37 @ 1002017-12-132018-04-18$57,686$61,903-$4,217-$4,217
5000. JP MORGAN CHASE & CO SR UNSEC CALL 7/24/37 @ 1002017-12-132018-04-18$4,817$5,159-$342-$342
300. LIBERTY PPTY TR2015-11-192018-04-18$12,088$10,008$2,080$2,080
2310. MGIC INVT CORP WIS2018-03-292018-04-18$23,939$30,213-$6,274-$6,274
880. MGIC INVT CORP WIS2018-04-18$9,120$9,087$33$33
1180. MGIC INVT CORP WIS2018-04-18$12,167$12,168-$1-$1
2610. MGIC INVT CORP WIS2017-01-092018-04-18$26,988$26,786$202$202
1890. MGIC INVT CORP WIS2018-04-18$19,526$19,379$147$147
670. PINNACLE FINANCIAL2018-04-18$41,798$43,345-$1,547-$1,547
155000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS2018-04-182018-04-18$155,000$155,000
40. ASGN INC2011-02-182018-04-19$3,421$408$3,013$3,013
210. BMC STOCK HOLDINGS INC2017-03-292018-04-19$3,834$4,695-$861-$861
120. BMC STOCK HOLDINGS INC2017-03-292018-04-19$2,159$2,683-$524-$524
110. BMC STOCK HOLDINGS INC2017-03-292018-04-19$2,007$2,459-$452-$452
211. ILLINOIS TOOL WORKS INC COM2016-06-152018-04-19$33,412$22,242$11,170$11,170
849. ILLINOIS TOOL WORKS INC COM2016-06-152018-04-19$134,469$89,495$44,974$44,974
160. MERCURY SYSTEMS INC2018-04-19$7,077$8,179-$1,102-$1,102
350. MERCURY SYSTEMS INC2018-04-19$15,452$17,749-$2,297-$2,297
90. MERCURY SYSTEMS INC2018-04-19$3,969$4,535-$566-$566
10. RESOLUTE ENERGY CORP2017-07-202018-04-19$355$337$18$18
120. RESOLUTE ENERGY CORP2017-07-202018-04-19$4,208$4,043$165$165
10. RESOLUTE ENERGY CORP2017-07-202018-04-19$352$337$15$15
70000. USA TREASURY NOTES 02.375% DUE 05/15/20272018-03-282018-04-19$66,970$67,747-$777-$777
280. BMC STOCK HOLDINGS INC2018-04-20$5,048$6,255-$1,207-$1,207
110. MERCURY SYSTEMS INC2018-04-20$4,946$5,472-$526-$526
50. RESOLUTE ENERGY CORP2017-07-202018-04-20$1,648$1,685-$37-$37
330. RESOLUTE ENERGY CORP2017-07-202018-04-20$10,871$11,119-$248-$248
100. BMC STOCK HOLDINGS INC2017-03-222018-04-23$1,808$2,232-$424-$424
380. MERCURY SYSTEMS INC2018-04-23$17,180$18,879-$1,699-$1,699
20. NEKTAR THERAPEUTICS2016-07-132018-04-23$1,670$315$1,355$1,355
70. NEKTAR THERAPEUTICS2016-07-132018-04-23$5,850$1,104$4,746$4,746
770. RESOLUTE ENERGY CORP2018-04-23$24,690$25,093-$403-$403
60. RESOLUTE ENERGY CORP2017-07-212018-04-23$1,926$1,940-$14-$14
25000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-03-242018-04-23$23,793$24,767-$974-$974
260. BMC STOCK HOLDINGS INC2018-04-24$4,692$5,804-$1,112-$1,112
200. HEIDRICK & STRUGGLES (IPO)2017-04-272018-04-24$7,656$4,315$3,341$3,341
1. KING DIGITAL ENTERTAINMENT G5258J1092001-01-012018-04-24$593$25$568$568
60. MERCURY SYSTEMS INC2018-04-24$2,719$2,955-$236-$236
270. MERCURY SYSTEMS INC2018-04-24$11,625$13,021-$1,396-$1,396
90. NEKTAR THERAPEUTICS2016-07-132018-04-24$7,649$1,419$6,230$6,230
60. RESOLUTE ENERGY CORP2017-07-212018-04-24$1,915$1,940-$25-$25
260. RESOLUTE ENERGY CORP2018-04-24$8,138$8,203-$65-$65
90. RESOLUTE ENERGY CORP2017-11-302018-04-24$2,894$2,667$227$227
90. BMC STOCK HOLDINGS INC2017-06-142018-04-25$1,573$1,982-$409-$409
100. BMC STOCK HOLDINGS INC2018-04-25$1,748$2,229-$481-$481
70. BMC STOCK HOLDINGS INC2017-06-142018-04-25$1,229$1,542-$313-$313
20. JOHN BEAN TECHNOLOGY2017-12-012018-04-25$2,229$2,356-$127-$127
50. JOHN BEAN TECHNOLOGY2016-03-042018-04-25$5,572$2,780$2,792$2,792
40. JOHN BEAN TECHNOLOGY2018-04-25$4,442$2,151$2,291$2,291
870. MERCURY SYSTEMS INC2018-04-25$30,796$40,494-$9,698-$9,698
640. MERCURY SYSTEMS INC2018-04-25$22,463$27,764-$5,301-$5,301
170. MERCURY SYSTEMS INC2017-08-022018-04-25$6,341$7,247-$906-$906
150. MERCURY SYSTEMS INC2018-04-25$5,584$6,390-$806-$806
150. NEKTAR THERAPEUTICS2018-04-25$12,018$2,354$9,664$9,664
30. NEKTAR THERAPEUTICS2016-07-142018-04-25$2,388$470$1,918$1,918
400. RESOLUTE ENERGY CORP2018-04-25$12,342$11,689$653$653
110. BMC STOCK HOLDINGS INC2017-06-142018-04-26$1,922$2,423-$501-$501
60. BMC STOCK HOLDINGS INC2017-06-142018-04-26$1,057$1,322-$265-$265
1260. CHEGG INC2018-04-26$28,076$16,659$11,417$11,417
30. CHEGG INC2017-06-262018-04-26$658$386$272$272
290. INTEGRA LIFESCIENCES HLDG CORP2018-04-26$17,421$14,181$3,240$3,240
90. JOHN BEAN TECHNOLOGY2016-04-282018-04-26$9,893$4,785$5,108$5,108
470. OMNICELL INC2018-04-26$20,630$22,910-$2,280-$2,280
300. OMNICELL INC2018-04-26$13,168$10,482$2,686$2,686
70000. USA TREASURY NOTES 01.500% DUE 12/31/20182018-03-282018-04-26$69,696$69,702-$6-$6
90. BMC STOCK HOLDINGS INC2017-06-142018-04-27$1,591$1,982-$391-$391
100. BMC STOCK HOLDINGS INC2017-06-142018-04-27$1,774$2,203-$429-$429
720. CHEGG INC2018-04-27$15,884$9,232$6,652$6,652
300. CHEGG INC2018-04-27$6,721$3,816$2,905$2,905
80. INTEGRA LIFESCIENCES HLDG CORP2017-11-292018-04-27$4,802$3,904$898$898
260. JOHN BEAN TECHNOLOGY2018-04-27$28,362$13,809$14,553$14,553
40. JOHN BEAN TECHNOLOGY2018-04-27$4,363$2,064$2,299$2,299
289. OWENS CORNING INC2017-11-272018-04-27$19,226$25,381-$6,155-$6,155
1921. OWENS CORNING INC2017-11-272018-04-27$126,757$168,709-$41,952-$41,952
370. BMC STOCK HOLDINGS INC2017-06-132018-04-30$6,370$8,080-$1,710-$1,710
75000. CNH INDUSTRIAL CAPITAL L COGT2017-11-292018-04-30$77,625$78,713-$1,088-$1,088
755. DEERE & CO2016-05-042018-04-30$102,897$61,888$41,009$41,009
679.51 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182018-04-30$680$724-$44-$44
795.99 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022018-04-30$796$856-$60-$60
372.8 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142018-04-30$373$389-$16-$16
1050.43 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112018-04-30$1,050$1,089-$39-$39
3561.63 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172018-04-30$3,562$3,661-$99-$99
4187.45 FEDERAL NATL MTG ASSN POOL AL26102017-08-222018-04-30$4,187$4,253-$66-$66
618.2 FEDERAL NATL MTG ASSN POOL AL19482014-01-212018-04-30$618$643-$25-$25
4523.25 FEDERAL NATL MTG ASSN POOL AL22422015-05-112018-04-30$4,523$4,826-$303-$303
1449.75 FEDERAL NATL MTG ASSN POOL AL31912015-04-282018-04-30$1,450$1,526-$76-$76
1845.37 FEDERAL NATL MTG ASSN POOL AL39042014-05-022018-04-30$1,845$1,921-$76-$76
293.69 FEDERAL NATL MTG ASSN POOL AO59402012-06-182018-04-30$294$308-$14-$14
1283.73 FEDERAL NATL MTG ASSN POOL AO76272012-11-052018-04-30$1,284$1,335-$51-$51
568.13 FEDERAL NATL MTG ASSN POOL AP04952015-05-122018-04-30$568$592-$24-$24
1290.71 FEDERAL NATL MTG ASSN POOL AP21332014-11-192018-04-30$1,291$1,334-$43-$43
498.28 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202018-04-30$498$520-$22-$22
702.15 FEDERAL NATL MTG ASSN POOL AS38412015-05-202018-04-30$702$728-$26-$26
1415.86 FEDERAL NATL MTG ASSN POOL AS53852015-09-112018-04-30$1,416$1,506-$90-$90
3606.39 FEDERAL NATL MTG ASSN POOL AS61112016-04-152018-04-30$3,606$3,854-$248-$248
1596.36 FEDERAL NATL MTG ASSN POOL AS71552016-06-172018-04-30$1,596$1,648-$52-$52
1564.85 FEDERAL NATL MTG ASSN POOL AS66202017-08-172018-04-30$1,565$1,622-$57-$57
1233.6 FEDERAL NATL MTG ASSN POOL AS73432016-06-092018-04-30$1,234$1,270-$36-$36
1453.22 FEDERAL NATL MTG ASSN POOL AT21272014-11-142018-04-30$1,453$1,457-$4-$4
2637.14 FEDERAL NATL MTG ASSN POOL AT78992015-09-152018-04-30$2,637$2,732-$95-$95
87.9 FEDERAL NATL MTG ASSN POOL 7250422005-05-122018-04-30$88$88
95.69 FEDERAL NATL MTG ASSN POOL 7287092003-12-182018-04-30$96$97-$1-$1
36.11 FEDERAL NATL MTG ASSN POOL 7351412005-04-292018-04-30$36$36
174.68 FEDERAL NATL MTG ASSN POOL 7391872003-09-102018-04-30$175$176-$1-$1
82.81 FEDERAL NATL MTG ASSN POOL 7450872006-06-082018-04-30$83$80$3$3
18.9 FEDERAL NATL MTG ASSN POOL 8142602005-03-102018-04-30$19$19
392.2 FEDERAL NATL MTG ASSN POOL CA08332018-01-252018-04-30$392$399-$7-$7
1137.79 FEDERAL NATL MTG ASSN POOL AB18452011-08-162018-04-30$1,138$1,181-$43-$43
519.84 FEDERAL NATL MTG ASSN POOL AB20772011-04-152018-04-30$520$513$7$7
492.99 FEDERAL NATL MTG ASSN POOL AB25182012-02-172018-04-30$493$512-$19-$19
1837.48 FEDERAL NATL MTG ASSN POOL AB45252012-05-162018-04-30$1,837$1,943-$106-$106
3210.44 FEDERAL NATL MTG ASSN POOL AB78592013-07-112018-04-30$3,210$3,219-$9-$9
2203.08 FEDERAL NATL MTG ASSN POOL AC36682010-10-052018-04-30$2,203$2,287-$84-$84
177. FEDERAL NATL MTG ASSN POOL MA05622014-02-102018-04-30$177$190-$13-$13
1954.93 FEDERAL NATL MTG ASSN POOL MA12362014-09-042018-04-30$1,955$2,005-$50-$50
960.44 FEDERAL NATL MTG ASSN POOL MA14302015-05-122018-04-30$960$970-$10-$10
1992.94 FEDERAL NATL MTG ASSN POOL MA15252016-03-092018-04-30$1,993$2,077-$84-$84
1321.65 FEDERAL NATL MTG ASSN POOL MA26712016-10-282018-04-30$1,322$1,388-$66-$66
3854.39 FEDERAL NATL MTG ASSN POOL MA28032017-10-192018-04-30$3,854$3,875-$21-$21
1285.55 FEDERAL NATL MTG ASSN POOL AD71342010-07-212018-04-30$1,286$1,358-$72-$72
366.27 FEDERAL NATL MTG ASSN POOL AD63692010-06-222018-04-30$366$377-$11-$11
962.91 FEDERAL NATL MTG ASSN POOL AE09812011-10-172018-04-30$963$976-$13-$13
1361.32 GOVT NATL MTG ASSN POOL AA82732012-08-282018-04-30$1,361$1,458-$97-$97
2286.97 GOVT NATL MTG ASSN POOL 7443712012-02-162018-04-30$2,287$2,449-$162-$162
310. GENERAL DYNAMICS CORP2016-05-042018-04-30$62,872$43,714$19,158$19,158
40. JOHN BEAN TECHNOLOGY2018-04-30$4,413$2,002$2,411$2,411
200. JOHN BEAN TECHNOLOGY2018-04-30$21,935$9,977$11,958$11,958
200. LIBERTY PPTY TR2015-11-192018-04-30$8,429$6,672$1,757$1,757
1130. LOWES COMPANIES INC2016-05-042018-04-30$94,321$85,736$8,585$8,585
25000. MICROSOFT CORP CALL 02/08/2036 @ 100.000 UNSC2016-08-012018-04-30$23,740$24,903-$1,163-$1,163
25000. ARAMARK SERVICES INC CALL 06/01/2021 COGT2018-01-102018-05-01$24,280$25,343-$1,063-$1,063
20000. ARAMARK SERVICES INC CALL 06/01/2021 COGT2018-01-102018-05-01$19,425$20,275-$850-$850
220. BMC STOCK HOLDINGS INC2018-05-01$3,811$4,802-$991-$991
50. BMC STOCK HOLDINGS INC2017-06-132018-05-01$859$1,087-$228-$228
10000. BALL CORP COGT2015-06-222018-05-01$10,330$10,009$321$321
10000. BALL CORP COGT2015-06-222018-05-01$10,340$10,009$331$331
50. COHERENT INC2016-01-292018-05-01$8,638$3,858$4,780$4,780
35000. CROWN CORK & SEAL CO INC DEB2016-12-082018-05-01$39,200$39,248-$48-$48
50000. FREEPORT-MCMORAN INC SER WI CALL 02/15/20202015-02-092018-05-01$53,625$51,302$2,323$2,323
200. GENERAL DYNAMICS CORP2016-05-042018-05-01$39,756$28,203$11,553$11,553
200. LIBERTY PPTY TR2015-11-192018-05-01$8,471$6,672$1,799$1,799
50. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-12-012018-05-01$1,102$1,598-$496-$496
140. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-05-01$3,086$3,676-$590-$590
109. LOWES COMPANIES INC2016-05-042018-05-01$8,911$8,270$641$641
50000. T-MOBILE USA INC COGT2018-05-01$50,048$49,969$79$79
15000. ARAMARK SERVICES INC CALL 06/01/2021 COGT2018-01-102018-05-02$14,531$15,206-$675-$675
75000. BALL CORP COGT2018-05-02$73,688$67,583$6,105$6,105
340. INSTALLED BUILDING PRODUCTS2018-05-02$19,727$8,430$11,297$11,297
60. INSTALLED BUILDING PRODUCTS2015-06-292018-05-02$3,494$1,476$2,018$2,018
260. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-05-02$5,472$6,826-$1,354-$1,354
190. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-05-02$4,121$4,988-$867-$867
35000. NEWFIELD EXPLORATION CO CALL 10/01/2025 @ 100.000 UNSC2015-03-172018-05-02$36,400$34,694$1,706$1,706
710. PACIFIC PREMIER BANCORP INC2018-05-02$27,313$28,180-$867-$867
20000. SELECT MEDICAL CORP CALL 06/01/2016 @ 104.781 COGT2018-05-02$20,300$19,550$750$750
100. TEXAS ROADHOUSE INC2018-04-162018-05-02$6,231$6,228$3$3
160. TEXAS ROADHOUSE INC2018-05-02$10,000$9,842$158$158
620. ANALOG DEVICES INC2017-06-132018-05-03$53,526$50,280$3,246$3,246
1045. FITBIT INC - A2018-04-302018-05-03$5,135$5,976-$841-$841
955. FITBIT INC - A2018-04-302018-05-03$4,700$5,462-$762-$762
210. HONEYWELL INTL INC2016-07-082018-05-03$29,739$24,693$5,046$5,046
610. INSTALLED BUILDING PRODUCTS2018-05-03$34,820$14,975$19,845$19,845
200. INSTALLED BUILDING PRODUCTS2018-05-03$11,306$4,875$6,431$6,431
460. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-05-03$9,382$12,077-$2,695-$2,695
30000. MPLX LP CALL 10/15/2037 UNSC2018-05-03$28,064$29,721-$1,657-$1,657
270. PACIFIC PREMIER BANCORP INC2018-05-03$10,408$10,524-$116-$116
130. TEXAS ROADHOUSE INC2018-04-132018-05-03$8,100$7,952$148$148
80. TEXAS ROADHOUSE INC2018-05-03$5,012$4,763$249$249
3790. YUM CHINA HOLDINGS INC -W/I2018-05-03$139,748$125,085$14,663$14,663
350. ORBOTECH LTD2018-05-03$20,514$9,006$11,508$11,508
30. ORBOTECH LTD2016-06-242018-05-03$1,771$764$1,007$1,007
50. ACCELERON PHARMA INC2018-05-04$1,789$1,773$16$16
180. ACCELERON PHARMA INC2018-05-04$6,442$5,786$656$656
110. ACCELERON PHARMA INC2018-05-04$3,932$3,478$454$454
280. ACCELERON PHARMA INC2018-05-04$10,020$8,771$1,249$1,249
1420. FITBIT INC - A2018-04-302018-05-04$7,007$8,121-$1,114-$1,114
260. INSTALLED BUILDING PRODUCTS2018-05-04$15,007$6,282$8,725$8,725
150. JOHN BEAN TECHNOLOGY2018-05-04$13,086$7,428$5,658$5,658
790. JOHN BEAN TECHNOLOGY2018-05-04$69,356$38,568$30,788$30,788
620. JOHN BEAN TECHNOLOGY2018-05-04$54,530$27,697$26,833$26,833
220. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-05-04$4,567$5,776-$1,209-$1,209
540. RSP PERMIAN INC MERGED 07/19/182018-05-04$26,098$22,533$3,565$3,565
70000. WELLS FARGO & COMPANY PERP CALL 06/15/24 @1002014-04-142018-05-04$71,050$70,000$1,050$1,050
40. ACCELERON PHARMA INC2016-12-072018-05-07$1,443$1,245$198$198
60000. ATMOS ENERGY CORP CALL 03/15/2027 UNSC2017-06-052018-05-07$56,926$59,989-$3,063-$3,063
90000. DEUTSCHE BANK AG SEDOL ISIN US25152R2U642015-09-012018-05-07$88,563$90,078-$1,515-$1,515
515. FITBIT INC - A2018-04-302018-05-07$2,519$2,945-$426-$426
565. FITBIT INC - A2018-04-302018-05-07$2,772$3,231-$459-$459
60. INTERSECT ENT INC2018-05-042018-05-07$2,358$2,488-$130-$130
50. INTERSECT ENT INC2018-05-07$2,051$2,068-$17-$17
370. JOHN BEAN TECHNOLOGY2018-05-07$32,292$15,785$16,507$16,507
570. RSP PERMIAN INC MERGED 07/19/182018-05-07$27,913$22,317$5,596$5,596
20. ACCELERON PHARMA INC2016-12-072018-05-08$720$622$98$98
170. RSP PERMIAN INC MERGED 07/19/182018-05-08$8,495$6,278$2,217$2,217
160. RSP PERMIAN INC MERGED 07/19/182018-02-122018-05-08$8,010$5,525$2,485$2,485
60. WEX INC2018-05-042018-05-08$10,205$10,108$97$97
20. WEX INC2018-05-08$3,388$3,350$38$38
300. XCERRA CORPORATION2015-11-192018-05-08$3,990$2,046$1,944$1,944
90. ACCELERON PHARMA INC2016-12-072018-05-09$3,298$2,801$497$497
3040. COGNIZANT TECHNOLOGY SOLUTIONS2018-05-09$228,650$219,522$9,128$9,128
30000. SPIRIT REALTY LP CALL 06/15/2026 COGT2016-08-112018-05-09$28,479$29,813-$1,334-$1,334
95. WEX INC2018-05-09$16,312$15,039$1,273$1,273
800. CAESARSTONE LTD SEDOL B7962452015-11-192018-05-09$11,135$30,992-$19,857-$19,857
30. ACCELERON PHARMA INC2018-05-10$1,084$933$151$151
200. ELDORADO RESORTS INC2018-02-062018-05-10$8,539$6,852$1,687$1,687
60. ELDORADO RESORTS INC2018-02-062018-05-10$2,611$2,056$555$555
300. LIBERTY PPTY TR2015-11-192018-05-10$13,098$10,008$3,090$3,090
30000. MCDERMOTT INTERNATIONAL SEDOL BLNPBY9 ISIN US580037AB542014-04-112018-05-10$30,600$30,000$600$600
130000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-05-10$123,993$128,615-$4,622-$4,622
50. ASGN INC2011-02-182018-05-11$4,235$510$3,725$3,725
100. AMERICAN EAGLE OUTFITTERS INC2014-01-222018-05-11$2,059$1,462$597$597
550. BRANDYWINE RLTY TR SH BEN INT NEW REIT2015-11-192018-05-11$9,180$7,398$1,782$1,782
50. CHURCHILL DOWNS INC COM2012-11-162018-05-11$13,919$2,917$11,002$11,002
100. COHU INC2018-01-312018-05-11$2,350$2,280$70$70
250. COMFORT SYS USA INC COM2018-05-11$11,407$7,253$4,154$4,154
750. COMMUNITY HEALTHCARE TRUST I2017-07-212018-05-11$20,146$17,588$2,558$2,558
100. CONTINENTAL BUILDING PRODUCT2017-04-102018-05-11$2,866$2,391$475$475
100. CUBIC CORP2017-10-262018-05-11$7,059$5,602$1,457$1,457
300. DAKTRONICS INC2018-05-11$2,821$3,074-$253-$253
50. DECKERS OUTDOOR CORP2017-11-092018-05-11$4,901$3,329$1,572$1,572
400. DIAMONDROCK HOSPITALITY CO REIT2017-07-122018-05-11$4,765$4,607$158$158
100. DOMTAR CORPORATION NEW2016-07-272018-05-11$4,576$3,905$671$671
60. ELDORADO RESORTS INC2018-02-062018-05-11$2,534$2,056$478$478
60. ELDORADO RESORTS INC2018-02-062018-05-11$2,508$2,047$461$461
50. ENCOMPASS HEALTH CORP2015-01-212018-05-11$3,159$2,060$1,099$1,099
50. FIRST CITIZENS BANCSHARES INC2017-09-202018-05-11$22,287$17,639$4,648$4,648
500. FIRST COMMUNITY BANKSHARES INC2018-05-11$16,138$11,907$4,231$4,231
100. FIRST REPUBLIC BANK/FRAN2013-03-222018-05-11$9,834$3,809$6,025$6,025
195. GIBRALTAR INDUSTRIES INC2017-07-212018-05-11$7,242$6,168$1,074$1,074
100. HNI CORP2012-03-052018-05-11$3,605$2,554$1,051$1,051
550. HEIDRICK & STRUGGLES (IPO)2018-05-11$21,114$10,941$10,173$10,173
100. INSTEEL INDUSTRIES INC2016-12-202018-05-11$3,156$3,649-$493-$493
100. KBR INC2017-11-132018-05-11$1,691$1,899-$208-$208
100. KVH INDS INC2017-01-112018-05-11$1,129$1,163-$34-$34
100. LAKELAND BANCORP INC2015-11-192018-05-11$1,996$1,203$793$793
50. LEIDOS HOLDINGS INC-W/I2016-07-202018-05-11$3,184$2,452$732$732
300. LEXINGTON CORPORATION PROPERTIES TRUST2018-05-11$2,499$3,094-$595-$595
100. LIBERTY PPTY TR2015-11-192018-05-11$4,388$3,336$1,052$1,052
100. MKS INSTRS INC2018-05-11$11,459$3,131$8,328$8,328
100. MADDEN STEVEN LTD2015-01-202018-05-11$4,916$3,251$1,665$1,665
450. MUELLER INDUSTRIES INC2018-05-11$13,096$15,317-$2,221-$2,221
100. NATIONAL RETAIL PPTYS INC2017-05-122018-05-11$4,049$3,779$270$270
100. NORTHWESTERN CORPORATION2015-11-192018-05-11$5,364$5,351$13$13
200. REVOLUTION LIGHTING TECHNOLO2018-05-11$742$1,753-$1,011-$1,011
50. SPECTRUM BRANDS HOLDINGS INC MERGED 07/13/182017-05-082018-05-11$3,678$6,408-$2,730-$2,730
150. SPECTRUM BRANDS HOLDINGS INC MERGED 07/13/182018-05-11$11,033$16,764-$5,731-$5,731
100. STERLING BANCORP2015-11-202018-05-11$2,454$1,700$754$754
200. STONERIDGE INC2018-02-142018-05-11$5,845$4,503$1,342$1,342
300. SUMMIT HOTEL PROPERTIES INC REITS2017-08-082018-05-11$4,440$4,852-$412-$412
500. TRUSTCO BANK CORP N Y2015-11-192018-05-11$4,357$3,245$1,112$1,112
100. UNION BANKSHARES CORP NAME CHANGE 05/20/192016-10-172018-05-11$4,051$2,694$1,357$1,357
300. UNITED COMMUNITY BANKS/GA2015-11-192018-05-11$10,062$6,249$3,813$3,813
1500. UNITED FINANCIAL BANCORP INC2018-05-11$25,580$26,418-$838-$838
400. UNITED FIRE GROUP INC2018-05-11$20,710$13,461$7,249$7,249
125000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242018-05-11$122,749$126,703-$3,954-$3,954
100. VISHAY INTERTECHNOLOGY INC COM2018-05-082018-05-11$2,119$1,980$139$139
100. WASHINGTON FEDERAL INC2015-11-192018-05-11$3,239$2,579$660$660
100. WEBSTER FINANCIAL CORP2010-12-012018-05-11$6,400$1,682$4,718$4,718
700. XCERRA CORPORATION2015-11-192018-05-11$9,517$4,774$4,743$4,743
50. TRINSEO S A SEDOL BN65SJ42017-08-082018-05-11$3,837$3,127$710$710
400. CAESARSTONE LTD SEDOL B7962452015-11-192018-05-11$5,178$15,496-$10,318-$10,318
100. ORBOTECH LTD2011-05-252018-05-11$6,096$1,250$4,846$4,846
130. ABBVIE INC2018-02-142018-05-14$13,748$14,490-$742-$742
50. ACCELERON PHARMA INC2016-04-072018-05-14$1,767$1,553$214$214
100. AGILENT TECHNOLOGIES (IPO)2017-04-212018-05-14$6,921$5,318$1,603$1,603
30. ALPHABET INC/CA-CL A2015-07-282018-05-14$33,322$19,720$13,602$13,602
20. AMAZON.COM INC2018-05-032018-05-14$32,039$31,030$1,009$1,009
60. AMGEN INC2015-02-052018-05-14$10,530$9,097$1,433$1,433
80. ANALOG DEVICES INC2017-06-132018-05-14$7,508$6,488$1,020$1,020
260. APPLE INC2018-05-14$48,944$25,976$22,968$22,968
180. APPLIED MATERIALS INC2016-07-192018-05-14$9,984$4,775$5,209$5,209
100. BAXTER INTERNATIONAL INC2017-08-152018-05-14$7,102$6,072$1,030$1,030
180. BERRY GLOBAL GROUP INC2016-08-152018-05-14$8,748$7,838$910$910
30. BIOGEN INC2018-05-14$8,473$8,112$361$361
50. BOEING CO2017-12-082018-05-14$17,233$14,334$2,899$2,899
170. BORG WARNER INC.2017-10-302018-05-14$8,688$8,937-$249-$249
90. BURLINGTON STORES INC2017-10-302018-05-14$12,608$8,074$4,534$4,534
180. CBRE GROUP INC2018-05-14$8,449$8,493-$44-$44
160. CDW CORP/DE2014-06-202018-05-14$12,546$5,133$7,413$7,413
160. CARNIVAL CORP SEDOL 25230442018-05-14$10,387$8,755$1,632$1,632
340. COMCAST CORPORATION CL A2018-05-14$10,907$10,533$374$374
40. CONSTELLATION BRANDS INC CL A2014-05-162018-05-14$8,873$3,288$5,585$5,585
130. DOWDUPONT INC REV SPLIT 06/03/192015-04-282018-05-14$8,734$6,701$2,033$2,033
100. EASTMAN CHEM CO2018-03-062018-05-14$10,653$10,493$160$160
190. ELDORADO RESORTS INC2018-05-14$8,153$6,469$1,684$1,684
160. ELDORADO RESORTS INC2018-02-052018-05-14$6,821$5,438$1,383$1,383
160. FACEBOOK INC2018-05-092018-05-14$29,894$29,022$872$872
40. GENERAL DYNAMICS CORP2015-05-212018-05-14$8,103$5,623$2,480$2,480
110. HOME DEPOT INC COM2011-12-022018-05-14$21,011$4,409$16,602$16,602
50. HONEYWELL INTL INC2016-07-082018-05-14$7,348$5,879$1,469$1,469
40. HUNTINGTON INGALLS INDS INC2018-02-262018-05-14$8,686$10,640-$1,954-$1,954
210. INTEL CORP2016-08-182018-05-14$11,550$7,332$4,218$4,218
20. INTUITIVE SURGICAL INC2018-02-142018-05-14$9,287$8,072$1,215$1,215
40. LAM RESEARCH CORP2015-03-192018-05-14$8,156$3,148$5,008$5,008
60. LAUDER ESTEE COS INC CL A2017-09-272018-05-14$8,445$6,475$1,970$1,970
400. LIBERTY PPTY TR2018-05-14$17,329$13,302$4,027$4,027
80. MARRIOTT INTERNATIONAL INC CL A2018-03-132018-05-14$11,159$11,432-$273-$273
60. MASTERCARD INC CL A2017-10-302018-05-14$11,546$8,942$2,604$2,604
90. MCDONALDS CORP COM2017-06-162018-05-14$14,799$13,729$1,070$1,070
380. MICROSOFT CORP2018-05-092018-05-14$37,239$36,616$623$623
170. MICRON TECHNOLOGY INC2018-03-212018-05-14$9,035$10,469-$1,434-$1,434
170. MORGAN STANLEY2016-09-302018-05-14$9,401$5,436$3,965$3,965
80. MOTOROLA SOLUTIONS INC2018-03-122018-05-14$8,606$8,728-$122-$122
20. NORTHROP GRUMMAN CORPORATION2015-07-162018-05-14$6,400$3,394$3,006$3,006
60. PARKER HANNIFIN CORP2017-06-162018-05-14$10,574$9,703$871$871
110. PINNACLE FOODS INC MERGED 10/26/18 @ $43.11 P/S2016-12-152018-05-14$6,953$5,621$1,332$1,332
90. PRICE T ROWE GROUP INC COM2017-12-082018-05-14$10,639$9,258$1,381$1,381
40. RAYTHEON COMPANY2016-01-252018-05-14$8,369$4,761$3,608$3,608
360. REGIONS FINANCIAL CORP2018-03-282018-05-14$6,923$6,569$354$354
155. REVOLUTION LIGHTING TECHNOLO2018-05-14$566$1,346-$780-$780
70. S&P GLOBAL INC2016-07-292018-05-14$13,883$8,552$5,331$5,331
50. SMUCKER J M CO COM NEW2018-03-062018-05-14$5,556$6,451-$895-$895
90. T-MOBILE US INC2017-08-302018-05-14$5,075$5,766-$691-$691
120. TEXAS INSTRS INC COM2016-09-012018-05-14$13,273$8,351$4,922$4,922
30. THERMO ELECTRON CORP COM2015-08-182018-05-14$6,496$4,068$2,428$2,428
150. TOTAL SYSTEMS SERVICES INC2017-07-072018-05-14$12,987$8,816$4,171$4,171
20. TRANSDIGM GROUP INC2018-04-192018-05-14$6,637$6,600$37$37
90. TYSON FDS INC COM2018-02-202018-05-14$6,078$6,840-$762-$762
40000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242018-05-14$39,259$40,245-$986-$986
80000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242018-05-14$78,516$80,491-$1,975-$1,975
165000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-05-14$161,945$163,641-$1,696-$1,696
60. UNITED TECHNOLOGIES CORP COM2018-04-272018-05-14$7,507$7,315$192$192
40. UNITEDHEALTH GROUP INC COM2017-06-162018-05-14$9,678$7,286$2,392$2,392
50. UNITEDHEALTH GROUP INC COM2017-01-252018-05-14$12,097$8,095$4,002$4,002
50. VAIL RESORTS INC COM2018-03-262018-05-14$11,892$11,273$619$619
100. WASTE MANAGEMENT INC2018-03-122018-05-14$8,254$8,678-$424-$424
16.778 ACADIAN NON-US CONCENTRATED FUND2011-10-182018-05-14$28,700$14,841$13,859$13,859
140. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH01029931822017-06-092018-05-14$13,288$11,239$2,049$2,049
700. CAESARSTONE LTD SEDOL B7962452018-05-14$9,365$23,268-$13,903-$13,903
30. ACCELERON PHARMA INC2016-04-072018-05-15$1,050$932$118$118
300. CIENA CORP2018-05-15$7,558$7,976-$418-$418
440. CIENA CORP2018-05-15$11,082$11,674-$592-$592
160. CIENA CORP2018-05-15$4,023$4,223-$200-$200
140. ELDORADO RESORTS INC2018-02-052018-05-15$6,035$4,758$1,277$1,277
60. ELDORADO RESORTS INC2016-12-052018-05-15$2,586$952$1,634$1,634
4759.96 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282018-05-15$4,760$4,759$1$1
1391.51 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202018-05-15$1,392$1,391$1$1
145. REVOLUTION LIGHTING TECHNOLO2017-04-252018-05-15$527$1,255-$728-$728
8447.01 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022018-05-15$8,447$8,447
200. CAESARSTONE LTD SEDOL B7962452018-05-15$2,745$6,083-$3,338-$3,338
10. ORBOTECH LTD2016-06-242018-05-15$630$255$375$375
110. ACCELERON PHARMA INC2016-04-072018-05-16$3,863$3,418$445$445
330. ACCELERON PHARMA INC2018-05-16$11,537$10,241$1,296$1,296
1515. BERRY GLOBAL GROUP INC2018-05-16$72,291$65,961$6,330$6,330
1493. BERRY GLOBAL GROUP INC2016-08-162018-05-16$71,273$64,968$6,305$6,305
575. BERRY GLOBAL GROUP INC2018-05-16$27,409$25,020$2,389$2,389
90. CIENA CORP2018-04-102018-05-16$2,279$2,306-$27-$27
60. CIENA CORP2018-04-102018-05-16$1,521$1,537-$16-$16
30000. CITIGROUP INC UNSC2015-07-232018-05-16$29,989$29,992-$3-$3
40000. CITIGROUP INC UNSC2015-12-112018-05-16$39,902$39,904-$2-$2
190. ELDORADO RESORTS INC2016-12-052018-05-16$8,213$3,015$5,198$5,198
30. ELDORADO RESORTS INC2018-05-16$1,291$474$817$817
990. HONEYWELL INTL INC2016-07-082018-05-16$145,893$116,412$29,481$29,481
20. NEKTAR THERAPEUTICS2016-07-142018-05-16$1,683$313$1,370$1,370
70. NEKTAR THERAPEUTICS2018-05-16$5,884$1,096$4,788$4,788
150000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-05-16$142,453$148,142-$5,689-$5,689
50. ORBOTECH LTD2016-06-242018-05-16$3,148$1,273$1,875$1,875
120. ACCELERON PHARMA INC2018-05-17$4,102$3,709$393$393
60000. BANK AMER CORP VAR% DUE 05/17/20222018-05-17$59,920$60,048-$128-$128
224. BERRY GLOBAL GROUP INC2016-08-152018-05-17$10,648$9,743$905$905
93. BERRY GLOBAL GROUP INC2016-08-152018-05-17$4,412$4,045$367$367
250. 8X8 INC2018-05-17$5,477$5,069$408$408
20. 8X8 INC2018-03-222018-05-17$450$400$50$50
260. 8X8 INC2018-05-17$5,785$5,196$589$589
160. 8X8 INC2018-05-17$3,538$3,178$360$360
130. ELDORADO RESORTS INC2016-12-052018-05-17$5,737$2,036$3,701$3,701
50. ELDORADO RESORTS INC2016-12-052018-05-17$2,210$783$1,427$1,427
65000. USA TREASURY NOTES 02.375% DUE 08/15/20242018-03-282018-05-17$62,583$63,804-$1,221-$1,221
75000. WELLS FARGO & COMPANY SER MTN SUB2017-12-142018-05-17$72,867$78,749-$5,882-$5,882
20000. WELLS FARGO & COMPANY SER MTN SUB2017-12-142018-05-17$19,426$21,000-$1,574-$1,574
500. CAESARSTONE LTD SEDOL B7962452016-11-022018-05-17$7,996$14,684-$6,688-$6,688
680. ACCELERON PHARMA INC2018-05-18$24,070$20,389$3,681$3,681
150. ACCELERON PHARMA INC2018-05-18$5,239$4,389$850$850
50. ACCELERON PHARMA INC2016-04-042018-05-18$1,752$1,461$291$291
600. AMERICAN EAGLE OUTFITTERS INC2018-05-18$13,860$8,727$5,133$5,133
150. CIENA CORP2018-04-102018-05-18$3,814$3,843-$29-$29
142. COSTAR GROUP INC2018-05-18$54,062$9,919$44,143$44,143
41. COSTAR GROUP INC2018-05-18$15,609$12,613$2,996$2,996
133. COSTAR GROUP INC2012-03-202018-05-18$50,554$8,873$41,681$41,681
340. 8X8 INC2018-05-18$7,531$6,666$865$865
20. 8X8 INC2018-03-052018-05-18$440$387$53$53
240. 8X8 INC2018-05-18$5,279$4,597$682$682
60. 8X8 INC2018-02-202018-05-18$1,329$1,143$186$186
360. ELDORADO RESORTS INC2018-05-18$15,948$5,232$10,716$10,716
200. ORBOTECH LTD2011-05-252018-05-18$12,431$2,500$9,931$9,931
20. ORBOTECH LTD2016-06-242018-05-18$1,259$509$750$750
30. ACCELERON PHARMA INC2016-04-042018-05-21$1,070$877$193$193
210. COSTAR GROUP INC2012-03-202018-05-21$80,680$14,010$66,670$66,670
90. COSTAR GROUP INC2018-05-21$34,539$5,985$28,554$28,554
540. PROTHENA CORP PLC SEDOL B91XRN22018-05-21$8,000$24,575-$16,575-$16,575
210. PROTHENA CORP PLC SEDOL B91XRN22018-05-21$3,111$10,822-$7,711-$7,711
220. PROTHENA CORP PLC SEDOL B91XRN22016-04-292018-05-21$3,280$9,462-$6,182-$6,182
300. ORBOTECH LTD2018-05-21$18,815$7,395$11,420$11,420
1580. AMERICAN EAGLE OUTFITTERS INC2018-05-22$35,687$32,293$3,394$3,394
310. AMERICAN EAGLE OUTFITTERS INC2018-03-292018-05-22$7,031$6,187$844$844
60000. CVS HEALTH CORP CALL 12/25/2027 UNSC2018-05-22$59,032$59,231-$199-$199
360. PROTHENA CORP PLC SEDOL B91XRN22018-05-22$5,260$15,262-$10,002-$10,002
40. NEKTAR THERAPEUTICS2016-07-142018-05-23$3,320$626$2,694$2,694
270. GREENSKY INC-CLASS A2018-05-242018-05-24$6,212$6,210$2$2
50. DECKERS OUTDOOR CORP2017-11-092018-05-25$5,386$3,329$2,057$2,057
270. RSP PERMIAN INC MERGED 07/19/182018-05-25$11,919$9,321$2,598$2,598
1120. RSP PERMIAN INC MERGED 07/19/182018-05-25$49,511$38,363$11,148$11,148
150. ORBOTECH LTD2011-05-252018-05-25$9,602$1,875$7,727$7,727
1610. ANALOG DEVICES INC2017-06-132018-05-29$152,010$130,565$21,445$21,445
1390. COMCAST CORPORATION CL A2018-05-29$43,809$41,271$2,538$2,538
50. DECKERS OUTDOOR CORP2017-11-092018-05-29$5,523$3,329$2,194$2,194
720. DOWDUPONT INC REV SPLIT 06/03/192018-05-29$46,804$37,111$9,693$9,693
35000. USA TREASURY NOTES 02.375% DUE 08/15/20242018-03-282018-05-29$34,177$34,356-$179-$179
200. CAESARSTONE LTD SEDOL B7962452018-05-29$2,905$5,775-$2,870-$2,870
200. DAKTRONICS INC2017-11-172018-05-30$1,643$2,013-$370-$370
200. DAKTRONICS INC2015-11-202018-05-30$1,643$2,000-$357-$357
12957. LLOYDS TSB GROUP PLC SPONSORED ADR2018-05-30$43,970$66,871-$22,901-$22,901
70. NEKTAR THERAPEUTICS2018-05-30$5,599$1,072$4,527$4,527
301. SHIRE PLC SPONSORED ADR2018-05-30$49,061$75,763-$26,702-$26,702
55000. TEVA PHARMACEUTICALS NE SEDOL ISIN US88167AAE102018-05-30$44,619$51,681-$7,062-$7,062
220000. USA TREASURY NOTE 01.625% DUE 12/31/20192018-05-30$217,473$217,450$23$23
5000. USA TREASURY NOTES 01.750% DUE 10/31/20202015-12-152018-05-30$4,914$5,002-$88-$88
460. WPP PLC ADR2018-05-30$37,554$27,487$10,067$10,067
200. CAESARSTONE LTD SEDOL B7962452018-05-30$2,968$4,761-$1,793-$1,793
150. AMERCO2018-05-31$48,117$54,724-$6,607-$6,607
620. CHEGG INC2017-06-272018-05-31$17,336$7,881$9,455$9,455
840. CIENA CORP2018-05-31$20,274$21,386-$1,112-$1,112
20. CIENA CORP2016-08-122018-05-31$483$416$67$67
370. CIENA CORP2018-05-31$8,558$7,686$872$872
1657.32 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182018-05-31$1,657$1,767-$110-$110
539.26 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022018-05-31$539$580-$41-$41
3274.46 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142018-05-31$3,274$3,416-$142-$142
1282.95 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112018-05-31$1,283$1,330-$47-$47
3679.58 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172018-05-31$3,680$3,781-$101-$101
3714.39 FEDERAL NATL MTG ASSN POOL AL26102017-08-222018-05-31$3,714$3,772-$58-$58
478.27 FEDERAL NATL MTG ASSN POOL AL19482014-01-212018-05-31$478$497-$19-$19
2217.88 FEDERAL NATL MTG ASSN POOL AL22422015-05-112018-05-31$2,218$2,366-$148-$148
1318.35 FEDERAL NATL MTG ASSN POOL AL31912015-04-282018-05-31$1,318$1,387-$69-$69
2015.98 FEDERAL NATL MTG ASSN POOL AL39042014-05-022018-05-31$2,016$2,099-$83-$83
2359.87 FEDERAL NATL MTG ASSN POOL AO59402012-06-182018-05-31$2,360$2,471-$111-$111
2197.7 FEDERAL NATL MTG ASSN POOL AO76272012-11-052018-05-31$2,198$2,284-$86-$86
2001.8 FEDERAL NATL MTG ASSN POOL AP04952015-05-122018-05-31$2,002$2,087-$85-$85
2559.7 FEDERAL NATL MTG ASSN POOL AP21332014-11-192018-05-31$2,560$2,645-$85-$85
5707.32 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202018-05-31$5,707$5,954-$247-$247
543.33 FEDERAL NATL MTG ASSN POOL AS38412015-05-202018-05-31$543$563-$20-$20
1745.72 FEDERAL NATL MTG ASSN POOL AS53852015-09-112018-05-31$1,746$1,857-$111-$111
3045.55 FEDERAL NATL MTG ASSN POOL AS61112016-04-152018-05-31$3,046$3,254-$208-$208
1311.88 FEDERAL NATL MTG ASSN POOL AS71552016-06-172018-05-31$1,312$1,354-$42-$42
1314.89 FEDERAL NATL MTG ASSN POOL AS66202017-08-172018-05-31$1,315$1,363-$48-$48
1250.63 FEDERAL NATL MTG ASSN POOL AS73432016-06-092018-05-31$1,251$1,288-$37-$37
3479.93 FEDERAL NATL MTG ASSN POOL AT21272014-11-142018-05-31$3,480$3,490-$10-$10
2521.04 FEDERAL NATL MTG ASSN POOL AT78992015-09-152018-05-31$2,521$2,612-$91-$91
68.77 FEDERAL NATL MTG ASSN POOL 7250422005-05-122018-05-31$69$69
102.45 FEDERAL NATL MTG ASSN POOL 7287092003-12-182018-05-31$102$104-$2-$2
44.9 FEDERAL NATL MTG ASSN POOL 7351412005-04-292018-05-31$45$45
186.9 FEDERAL NATL MTG ASSN POOL 7391872003-09-102018-05-31$187$188-$1-$1
61.22 FEDERAL NATL MTG ASSN POOL 7450872006-06-082018-05-31$61$59$2$2
19.08 FEDERAL NATL MTG ASSN POOL 8142602005-03-102018-05-31$19$19
1609.38 FEDERAL NATL MTG ASSN POOL CA08332018-01-252018-05-31$1,609$1,638-$29-$29
1032.16 FEDERAL NATL MTG ASSN POOL AB18452011-08-162018-05-31$1,032$1,071-$39-$39
627.27 FEDERAL NATL MTG ASSN POOL AB20772011-04-152018-05-31$627$619$8$8
1026.307 FEDERAL NATL MTG ASSN POOL AB25182012-02-172018-05-31$1,026$1,065-$39-$39
825.39 FEDERAL NATL MTG ASSN POOL AB45252012-05-162018-05-31$825$873-$48-$48
2225.83 FEDERAL NATL MTG ASSN POOL AB78592013-07-112018-05-31$2,226$2,232-$6-$6
1699.12 FEDERAL NATL MTG ASSN POOL AC36682010-10-052018-05-31$1,699$1,764-$65-$65
823.02 FEDERAL NATL MTG ASSN POOL MA05622014-02-102018-05-31$823$881-$58-$58
1649.75 FEDERAL NATL MTG ASSN POOL MA12362014-09-042018-05-31$1,650$1,692-$42-$42
1100.04 FEDERAL NATL MTG ASSN POOL MA14302015-05-122018-05-31$1,100$1,111-$11-$11
3182.21 FEDERAL NATL MTG ASSN POOL MA15252016-03-092018-05-31$3,182$3,317-$135-$135
2395.2 FEDERAL NATL MTG ASSN POOL MA26712016-10-282018-05-31$2,395$2,516-$121-$121
4423.6 FEDERAL NATL MTG ASSN POOL MA28032017-10-192018-05-31$4,424$4,447-$23-$23
251.75 FEDERAL NATL MTG ASSN POOL AD71342010-07-212018-05-31$252$266-$14-$14
445.47 FEDERAL NATL MTG ASSN POOL AD63692010-06-222018-05-31$445$459-$14-$14
877.9 FEDERAL NATL MTG ASSN POOL AE09812011-10-172018-05-31$878$889-$11-$11
1008.58 GOVT NATL MTG ASSN POOL AA82732012-08-282018-05-31$1,009$1,080-$71-$71
1307.22 GOVT NATL MTG ASSN POOL 7443712012-02-162018-05-31$1,307$1,399-$92-$92
1. CAESARSTONE LTD M205981042001-01-012018-05-31$257$25$232$232
90. NEKTAR THERAPEUTICS2018-05-31$7,403$1,315$6,088$6,088
450. NEKTAR THERAPEUTICS2018-05-31$36,626$6,538$30,088$30,088
312. NEKTAR THERAPEUTICS2018-05-31$25,626$4,227$21,399$21,399
140. NEKTAR THERAPEUTICS2018-05-31$11,494$1,786$9,708$9,708
60. NEKTAR THERAPEUTICS2016-12-122018-05-31$4,970$765$4,205$4,205
2010. T-MOBILE US INC2017-08-302018-05-31$111,823$128,778-$16,955-$16,955
200. CAESARSTONE LTD SEDOL B7962452018-05-31$3,039$2,576$463$463
200. ORBOTECH LTD2011-05-252018-05-31$12,804$2,500$10,304$10,304
50. AMERCO2018-06-01$16,604$17,799-$1,195-$1,195
790. CHEGG INC2017-06-272018-06-01$22,042$10,042$12,000$12,000
25000. TEXAS INSTRUMENTS INC CALL 11/15/2047 UNSC2018-04-302018-06-01$25,790$24,889$901$901
700. CHEGG INC2018-06-04$19,594$8,492$11,102$11,102
50. DECKERS OUTDOOR CORP2017-05-262018-06-05$5,989$3,329$2,660$2,660
35000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-03-172018-06-05$42,369$43,363-$994-$994
200. CAESARSTONE LTD SEDOL B7962452018-06-05$3,186$2,564$622$622
45926.342 FEDERAL NATL MTG ASSN POOL AB25182012-02-172018-06-06$47,161$47,664-$503-$503
40000. UNITED MEXICAN STATES ISIN US91086QBB32 SEDOL B76P9J92016-12-122018-06-06$36,340$35,730$610$610
100000. USA TREASURY NOTES 02.125% DUE 09/30/20212017-03-092018-06-06$98,164$100,140-$1,976-$1,976
200. CAESARSTONE LTD SEDOL B7962452018-06-06$3,294$2,364$930$930
50. FIRST REPUBLIC BANK/FRAN2013-03-222018-06-07$5,118$1,902$3,216$3,216
200. GENTEX CORP2016-01-072018-06-07$4,901$2,879$2,022$2,022
50. SPECTRUM BRANDS HOLDINGS INC MERGED 07/13/182017-09-142018-06-07$4,035$5,284-$1,249-$1,249
300. VISHAY INTERTECHNOLOGY INC COM2018-05-082018-06-07$7,195$5,940$1,255$1,255
100. VISHAY INTERTECHNOLOGY INC COM2015-12-032018-06-07$2,398$1,187$1,211$1,211
300. XCERRA CORPORATION2015-11-192018-06-07$4,243$2,046$2,197$2,197
150. ORBOTECH LTD2011-05-252018-06-07$9,771$1,875$7,896$7,896
304. AGILENT TECHNOLOGIES (IPO)2017-04-212018-06-08$19,957$16,166$3,791$3,791
1746. AGILENT TECHNOLOGIES (IPO)2018-06-08$114,894$92,606$22,288$22,288
257. AMGEN INC2018-06-08$47,299$31,950$15,349$15,349
83. AMGEN INC2014-03-032018-06-08$15,285$10,247$5,038$5,038
200. CONTINENTAL BUILDING PRODUCT2018-06-08$6,251$4,765$1,486$1,486
604. SHIRE PLC SPONSORED ADR2018-06-08$96,923$113,407-$16,484-$16,484
50. TABLEAU SOFTWARE INC-CL A MERGED 8/1/20192016-11-092018-06-08$4,941$2,346$2,595$2,595
260. TABLEAU SOFTWARE INC-CL A MERGED 8/1/20192018-06-08$25,694$18,858$6,836$6,836
310. FORTINET INC2018-06-11$19,593$12,696$6,897$6,897
58. VAIL RESORTS INC COM2018-06-11$15,950$5,278$10,672$10,672
5. VAIL RESORTS INC COM2018-05-042018-06-11$1,375$1,139$236$236
169. VAIL RESORTS INC COM2018-06-11$45,976$15,289$30,687$30,687
31. VAIL RESORTS INC COM2015-01-222018-06-11$8,408$2,799$5,609$5,609
156. VAIL RESORTS INC COM2018-06-11$42,883$14,071$28,812$28,812
30. WNS HOLDINGS LTD ADR2016-10-032018-06-11$1,577$896$681$681
50. WNS HOLDINGS LTD ADR2018-05-042018-06-11$2,628$2,411$217$217
10. WNS HOLDINGS LTD ADR2016-10-032018-06-11$528$299$229$229
500. ZENDESK INC2018-06-11$28,557$18,075$10,482$10,482
270. FORTINET INC2018-06-12$17,269$10,198$7,071$7,071
40. FORTINET INC2013-09-162018-06-12$2,558$827$1,731$1,731
174. SMUCKER J M CO COM NEW2018-03-062018-06-12$18,406$22,448-$4,042-$4,042
986. SMUCKER J M CO COM NEW2018-03-062018-06-12$104,438$127,206-$22,768-$22,768
95000. USA TREASURY NOTES 01.750% DUE 10/31/20202015-12-152018-06-12$93,115$95,046-$1,931-$1,931
35000. USA TREASURY NOTES 02.375% DUE 05/15/20272018-03-282018-06-12$33,403$33,873-$470-$470
83. VAIL RESORTS INC COM2018-06-12$22,741$7,411$15,330$15,330
240. WNS HOLDINGS LTD ADR2018-06-12$12,611$7,154$5,457$5,457
190. ZENDESK INC2015-04-132018-06-12$11,027$4,319$6,708$6,708
310. ZENDESK INC2018-06-12$17,992$10,144$7,848$7,848
310. FORTINET INC2013-09-162018-06-13$20,056$6,406$13,650$13,650
25000. USA TREASURY NOTES 01.625% DUE 05/15/20262018-05-302018-06-13$22,637$22,838-$201-$201
500. ZENDESK INC2018-06-13$29,413$11,336$18,077$18,077
200. CAESARSTONE LTD SEDOL B7962452018-06-13$3,326$2,355$971$971
100. CONTINENTAL BUILDING PRODUCT2017-07-072018-06-14$3,209$2,266$943$943
100. CONTINENTAL BUILDING PRODUCT2017-04-182018-06-14$3,209$2,374$835$835
320. FORTINET INC2013-09-162018-06-14$21,036$6,613$14,423$14,423
295. LA Z BOY INC2018-06-14$9,711$8,700$1,011$1,011
105. LA Z BOY INC2018-02-142018-06-14$3,463$3,095$368$368
130. WNS HOLDINGS LTD ADR2018-06-14$6,836$3,866$2,970$2,970
20. WNS HOLDINGS LTD ADR2016-08-112018-06-14$1,051$594$457$457
100. WNS HOLDINGS LTD ADR2018-06-14$5,269$2,945$2,324$2,324
490. ZENDESK INC2018-06-14$29,172$11,073$18,099$18,099
200. CAESARSTONE LTD SEDOL B7962452018-06-14$3,287$2,333$954$954
4686.24 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282018-06-15$4,686$4,685$1$1
4853.44 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22017-10-242018-06-15$4,853$4,853
1488.15 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202018-06-15$1,488$1,488
310. FORTINET INC2013-09-162018-06-15$20,307$6,406$13,901$13,901
200. GENTEX CORP2018-06-15$5,042$2,879$2,163$2,163
8318.16 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022018-06-15$8,318$8,318
600. VECTRUS INC-WHEN ISSUED2014-10-092018-06-15$18,976$12,030$6,946$6,946
300. XCERRA CORPORATION2015-11-192018-06-15$4,223$2,046$2,177$2,177
380. ZENDESK INC2018-06-15$22,406$8,573$13,833$13,833
140. ZENDESK INC2018-06-15$8,263$3,154$5,109$5,109
400. 8X8 INC2018-06-18$8,056$7,618$438$438
120. 8X8 INC2018-02-212018-06-18$2,365$2,284$81$81
210. 8X8 INC2018-06-18$4,248$3,994$254$254
60. 8X8 INC2018-04-112018-06-18$1,187$1,140$47$47
310. 8X8 INC2018-06-18$6,116$5,883$233$233
270. 8X8 INC2018-06-18$5,351$5,096$255$255
320. FORTINET INC2013-09-162018-06-18$21,062$6,613$14,449$14,449
70. FULLER H B CO COM2018-06-18$3,717$4,009-$292-$292
440. FULLER H B CO COM2018-06-18$23,371$25,108-$1,737-$1,737
250. LEIDOS HOLDINGS INC-W/I2016-07-202018-06-18$14,780$12,262$2,518$2,518
130. ZENDESK INC2018-06-18$7,642$2,929$4,713$4,713
380. ZENDESK INC2018-06-18$22,319$8,559$13,760$13,760
20. 8X8 INC2018-02-212018-06-19$398$377$21$21
220. 8X8 INC2018-02-212018-06-19$4,313$4,147$166$166
310. 8X8 INC2018-06-19$6,090$5,838$252$252
120. 8X8 INC2018-06-19$2,353$2,245$108$108
310. FORTINET INC2013-09-162018-06-19$19,771$6,406$13,365$13,365
70. FULLER H B CO COM2017-09-142018-06-19$3,650$3,880-$230-$230
15000. USA TREASURY NOTE 01.625% DUE 12/31/20192018-05-302018-06-19$14,804$14,829-$25-$25
370. ZENDESK INC2018-06-19$21,379$8,321$13,058$13,058
130. ZENDESK INC2018-06-19$7,464$2,921$4,543$4,543
390. 8X8 INC2018-06-20$7,839$7,189$650$650
300. 8X8 INC2018-04-022018-06-20$6,078$5,471$607$607
320. FORTINET INC2013-09-162018-06-20$20,875$6,613$14,262$14,262
180. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2018-06-20$12,951$9,509$3,442$3,442
150. LITHIA MTRS INC CL A2018-06-20$15,781$17,427-$1,646-$1,646
210. LITHIA MTRS INC CL A2018-06-20$22,143$23,795-$1,652-$1,652
380. ZENDESK INC2018-06-20$22,434$8,506$13,928$13,928
130. ZENDESK INC2018-06-20$7,560$2,099$5,461$5,461
50000. EQT CORP CALL 07/01/2027 UNSC2017-09-272018-06-21$46,425$49,959-$3,534-$3,534
310. FORTINET INC2018-06-21$20,041$6,405$13,636$13,636
160. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2018-06-21$11,456$8,440$3,016$3,016
120. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2018-06-21$8,591$6,318$2,273$2,273
210. LITHIA MTRS INC CL A2018-06-21$21,576$23,137-$1,561-$1,561
20. LITHIA MTRS INC CL A2017-01-112018-06-21$2,055$2,017$38$38
70000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242018-06-21$68,884$72,593-$3,709-$3,709
5000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-04-122018-06-21$4,930$4,955-$25-$25
60000. USA TREASURY NOTES 01.750% DUE 10/31/20202015-12-152018-06-21$58,833$60,029-$1,196-$1,196
370. ZENDESK INC2016-02-102018-06-21$21,358$5,787$15,571$15,571
120. ZENDESK INC2016-02-102018-06-21$6,966$1,877$5,089$5,089
345. FORTINET INC2013-09-162018-06-22$22,015$7,100$14,915$14,915
30. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2017-08-222018-06-22$2,160$1,478$682$682
140. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2018-06-22$10,082$7,262$2,820$2,820
70. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2018-06-22$5,042$3,442$1,600$1,600
130. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2018-06-22$9,363$6,392$2,971$2,971
140. LITHIA MTRS INC CL A2018-06-22$14,188$14,106$82$82
60. LITHIA MTRS INC CL A2017-01-122018-06-22$6,014$6,041-$27-$27
160. PROOFPOINT INC2018-06-22$19,002$15,446$3,556$3,556
40. PROOFPOINT INC2017-11-142018-06-22$4,767$3,621$1,146$1,146
80. PROOFPOINT INC2018-06-22$9,528$7,229$2,299$2,299
230. PROOFPOINT INC2018-06-22$27,394$17,890$9,504$9,504
50. XCERRA CORPORATION2015-11-192018-06-22$706$341$365$365
450. XCERRA CORPORATION2015-11-192018-06-22$6,351$3,069$3,282$3,282
590. ZENDESK INC2018-06-22$32,559$9,102$23,457$23,457
100. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2017-01-252018-06-25$7,172$4,898$2,274$2,274
100. LIBERTY PPTY TR2014-10-152018-06-25$4,447$3,294$1,153$1,153
200. REVOLUTION LIGHTING TECHNOLO2018-06-25$862$1,714-$852-$852
280. WNS HOLDINGS LTD ADR2018-06-25$14,489$8,191$6,298$6,298
60000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS2018-06-252018-06-25$60,000$60,000
690. BOTTOMLINE TECHNOLOGIES INC2018-06-26$34,376$22,021$12,355$12,355
200. BRIGHT HORIZONS FAMILY SOLUT2018-06-26$20,533$18,937$1,596$1,596
80. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2017-01-252018-06-26$5,781$3,918$1,863$1,863
40. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2017-01-252018-06-26$2,914$1,959$955$955
130. LITHIA MTRS INC CL A2017-01-122018-06-26$12,596$13,088-$492-$492
250. WNS HOLDINGS LTD ADR2018-06-26$12,929$7,268$5,661$5,661
320. WEX INC2018-06-26$60,332$47,435$12,897$12,897
260. BOTTOMLINE TECHNOLOGIES INC2018-06-27$12,883$7,942$4,941$4,941
20. BRIGHT HORIZONS FAMILY SOLUT2018-05-012018-06-27$2,047$1,885$162$162
80. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2017-01-242018-06-27$5,836$3,883$1,953$1,953
210. LENDINGTREE INC2018-06-27$44,160$59,245-$15,085-$15,085
30. LENDINGTREE INC2018-06-27$6,287$8,371-$2,084-$2,084
60. LITHIA MTRS INC CL A2017-01-122018-06-27$5,800$6,041-$241-$241
10. LITHIA MTRS INC CL A2018-05-042018-06-27$964$961$3$3
50. LITHIA MTRS INC CL A2017-01-122018-06-27$4,820$5,034-$214-$214
10000. USA TREASURY NOTES 01.500% DUE 12/31/20182018-05-162018-06-27$9,967$9,959$8$8
20000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242018-06-27$19,705$20,737-$1,032-$1,032
5000. USA TREASURY NOTES 01.750% DUE 10/31/20202015-12-152018-06-27$4,910$5,002-$92-$92
190. WNS HOLDINGS LTD ADR2018-06-27$9,715$5,511$4,204$4,204
200. XCERRA CORPORATION2015-11-192018-06-27$2,774$1,364$1,410$1,410
100. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2018-06-28$7,274$4,826$2,448$2,448
30. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2017-01-202018-06-28$2,185$1,444$741$741
240. LENDINGTREE INC2018-06-28$50,264$66,037-$15,773-$15,773
20000. TRANSCANADA PIPELINES SEDOL ISIN US89352HAX702018-05-032018-06-28$20,122$19,926$196$196
10000. TRANSCANADA PIPELINES SEDOL ISIN US89352HAX702018-05-032018-06-28$10,070$9,963$107$107
15000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-03-172018-06-28$18,349$18,574-$225-$225
760. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2018-06-29$54,994$36,381$18,613$18,613
300. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2018-06-29$21,715$14,126$7,589$7,589
50000. WASHINGTON POST CO NOTES2015-09-142018-06-29$51,320$51,320
300. XCERRA CORPORATION2015-11-192018-06-29$4,186$2,046$2,140$2,140
1689.86 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182018-06-30$1,690$1,801-$111-$111
1294.48 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022018-06-30$1,294$1,391-$97-$97
4317.74 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142018-06-30$4,318$4,504-$186-$186
1363.93 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112018-06-30$1,364$1,414-$50-$50
2678.04 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172018-06-30$2,678$2,752-$74-$74
4566.03 FEDERAL NATL MTG ASSN POOL AL26102017-08-222018-06-30$4,566$4,637-$71-$71
962.75 FEDERAL NATL MTG ASSN POOL AL19482014-01-212018-06-30$963$1,001-$38-$38
2994.82 FEDERAL NATL MTG ASSN POOL AL22422015-05-112018-06-30$2,995$3,195-$200-$200
1694.48 FEDERAL NATL MTG ASSN POOL AL31912015-04-282018-06-30$1,694$1,782-$88-$88
1794.63 FEDERAL NATL MTG ASSN POOL AL39042014-05-022018-06-30$1,795$1,868-$73-$73
295.81 FEDERAL NATL MTG ASSN POOL AO59402012-06-182018-06-30$296$310-$14-$14
1566.2 FEDERAL NATL MTG ASSN POOL AO76272012-11-052018-06-30$1,566$1,627-$61-$61
2743.3 FEDERAL NATL MTG ASSN POOL AP04952015-05-122018-06-30$2,743$2,859-$116-$116
2224.9 FEDERAL NATL MTG ASSN POOL AP21332014-11-192018-06-30$2,225$2,299-$74-$74
440. FEDERAL NATL MTG ASSN POOL AQ09452012-11-202018-06-30$440$459-$19-$19
664.83 FEDERAL NATL MTG ASSN POOL AS38412015-05-202018-06-30$665$689-$24-$24
2797.25 FEDERAL NATL MTG ASSN POOL AS53852015-09-112018-06-30$2,797$2,974-$177-$177
1262.81 FEDERAL NATL MTG ASSN POOL AS61112016-04-152018-06-30$1,263$1,349-$86-$86
1622.42 FEDERAL NATL MTG ASSN POOL AS71552016-06-172018-06-30$1,622$1,674-$52-$52
1034.35 FEDERAL NATL MTG ASSN POOL AS66202017-08-172018-06-30$1,034$1,072-$38-$38
1118.41 FEDERAL NATL MTG ASSN POOL AS73432016-06-092018-06-30$1,118$1,151-$33-$33
6456.29 FEDERAL NATL MTG ASSN POOL AT21272014-11-142018-06-30$6,456$6,475-$19-$19
1769.8 FEDERAL NATL MTG ASSN POOL AT78992015-09-152018-06-30$1,770$1,833-$63-$63
82.19 FEDERAL NATL MTG ASSN POOL 7250422005-05-122018-06-30$82$83-$1-$1
27.77 FEDERAL NATL MTG ASSN POOL 7287092003-12-182018-06-30$28$28
35.47 FEDERAL NATL MTG ASSN POOL 7351412005-04-292018-06-30$35$36-$1-$1
2900.9 FEDERAL NATL MTG ASSN POOL 7391872003-09-102018-06-30$2,901$2,916-$15-$15
102.46 FEDERAL NATL MTG ASSN POOL 7450872006-06-082018-06-30$102$99$3$3
19.06 FEDERAL NATL MTG ASSN POOL 8142602005-03-102018-06-30$19$19
1821.2 FEDERAL NATL MTG ASSN POOL BM39542018-06-062018-06-30$1,821$1,784$37$37
2164.91 FEDERAL NATL MTG ASSN POOL CA08332018-01-252018-06-30$2,165$2,204-$39-$39
1578.03 FEDERAL NATL MTG ASSN POOL AB18452011-08-162018-06-30$1,578$1,637-$59-$59
940.89 FEDERAL NATL MTG ASSN POOL AB20772011-04-152018-06-30$941$929$12$12
328.77 FEDERAL NATL MTG ASSN POOL AB45252012-05-162018-06-30$329$348-$19-$19
2307.41 FEDERAL NATL MTG ASSN POOL AB78592013-07-112018-06-30$2,307$2,314-$7-$7
1076.57 FEDERAL NATL MTG ASSN POOL AC36682010-10-052018-06-30$1,077$1,118-$41-$41
262.86 FEDERAL NATL MTG ASSN POOL MA05622014-02-102018-06-30$263$281-$18-$18
1795.26 FEDERAL NATL MTG ASSN POOL MA12362014-09-042018-06-30$1,795$1,841-$46-$46
1380.67 FEDERAL NATL MTG ASSN POOL MA14302015-05-122018-06-30$1,381$1,394-$13-$13
2576.37 FEDERAL NATL MTG ASSN POOL MA15252016-03-092018-06-30$2,576$2,685-$109-$109
1495. FEDERAL NATL MTG ASSN POOL MA26712016-10-282018-06-30$1,495$1,570-$75-$75
3875.04 FEDERAL NATL MTG ASSN POOL MA28032017-10-192018-06-30$3,875$3,895-$20-$20
3028.68 FEDERAL NATL MTG ASSN POOL AD71342010-07-212018-06-30$3,029$3,198-$169-$169
382.3 FEDERAL NATL MTG ASSN POOL AD63692010-06-222018-06-30$382$394-$12-$12
1000.3 FEDERAL NATL MTG ASSN POOL AE09812011-10-172018-06-30$1,000$1,013-$13-$13
686.13 GOVT NATL MTG ASSN POOL AA82732012-08-282018-06-30$686$734-$48-$48
2378.87 GOVT NATL MTG ASSN POOL 7443712012-02-162018-06-30$2,379$2,546-$167-$167
2979. CANADIAN NATL RAILWAY CO SEDOL 22109592018-07-02$243,539$137,082$106,457$106,457
10. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2017-01-172018-07-02$715$468$247$247
30. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2017-01-172018-07-02$2,136$1,404$732$732
2131. WPP PLC ADR2018-07-02$162,471$122,511$39,960$39,960
3350. CARNIVAL CORP SEDOL 25230442018-07-03$189,672$172,518$17,154$17,154
280. CONSTELLATION BRANDS INC CL A2014-05-162018-07-03$60,144$23,013$37,131$37,131
620. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2018-07-03$44,372$28,484$15,888$15,888
20. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2017-03-142018-07-03$1,438$905$533$533
580. MCDONALDS CORP COM2018-07-03$91,212$87,977$3,235$3,235
810. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH01029931822018-07-03$73,079$63,762$9,317$9,317
.5 HEICO CORP NEW CL A2018-02-132018-07-05$31$25$6$6
300. XCERRA CORPORATION2015-11-192018-07-06$4,240$2,046$2,194$2,194
5. AMAZON.COM INC2005-12-212018-07-09$8,652$244$8,408$8,408
10. CANTEL MEDICAL CORP2018-05-042018-07-09$961$1,185-$224-$224
200. DAKTRONICS INC2015-11-202018-07-09$1,714$2,000-$286-$286
310. IAC / INTERACTIVECORP-W/I2015-12-292018-07-09$48,043$18,910$29,133$29,133
400. MSG NETWORKS INC2018-07-09$9,885$8,714$1,171$1,171
30. NEKTAR THERAPEUTICS2018-06-252018-07-09$1,427$1,535-$108-$108
200. PROVIDENT FINANCIAL SERVICES2015-11-192018-07-09$5,646$4,104$1,542$1,542
200. XCERRA CORPORATION2015-11-192018-07-09$2,853$1,364$1,489$1,489
2500. TRANSOCEAN LTD SEDOL B3KFWW12018-07-09$34,368$120,664-$86,296-$86,296
90000. BOARDWALK PIPELINES LP CO GUARNT CALL 11/01/22 @1002012-11-052018-07-10$86,829$89,976-$3,147-$3,147
15000. BOARDWALK PIPELINES LP CALL 03/01/2026 @ 100.000 COGT2016-05-112018-07-10$16,080$14,829$1,251$1,251
10. CANTEL MEDICAL CORP2018-05-042018-07-10$957$1,185-$228-$228
660. CONSTELLATION BRANDS INC CL A2014-05-162018-07-10$143,643$54,245$89,398$89,398
333. HUNTINGTON INGALLS INDS INC2018-02-262018-07-10$74,102$88,574-$14,472-$14,472
447. HUNTINGTON INGALLS INDS INC2018-07-10$100,375$117,790-$17,415-$17,415
150. NEKTAR THERAPEUTICS2018-06-252018-07-10$7,116$7,675-$559-$559
80. NEKTAR THERAPEUTICS2018-06-252018-07-10$3,809$4,093-$284-$284
240. OMNICELL INC2018-07-10$13,071$8,200$4,871$4,871
30. OMNICELL INC2016-12-052018-07-10$1,649$1,024$625$625
2230. PINNACLE FOODS INC MERGED 10/26/18 @ $43.11 P/S2016-12-152018-07-10$146,818$113,943$32,875$32,875
730. THERMO ELECTRON CORP COM2018-07-10$156,287$94,252$62,035$62,035
65000. USA TREASURY NOTES 02.500% DUE 02/15/20452018-04-022018-07-10$59,419$59,277$142$142
40000. USA TREASURY NOTES 02.375% DUE 08/15/20242018-03-282018-07-10$38,991$39,264-$273-$273
45000. USA TREASURY NOTES 02.375% DUE 08/15/20242018-07-10$43,863$44,138-$275-$275
200. XCERRA CORPORATION2015-11-192018-07-10$2,881$1,364$1,517$1,517
20. CANTEL MEDICAL CORP2018-07-11$1,872$2,235-$363-$363
50. CANTEL MEDICAL CORP2017-12-072018-07-11$4,742$5,250-$508-$508
820. GENERAL DYNAMICS CORP2015-05-212018-07-11$157,006$115,265$41,741$41,741
10. NEKTAR THERAPEUTICS2018-06-252018-07-11$474$512-$38-$38
120. OMNICELL INC2018-07-11$6,430$4,090$2,340$2,340
6394. ROCHE HOLDINGS LTD ADR2018-07-11$179,228$118,629$60,599$60,599
390. S&P GLOBAL INC2016-07-292018-07-11$81,881$47,646$34,235$34,235
270. VAIL RESORTS INC COM2018-03-262018-07-11$76,610$60,875$15,735$15,735
40. CANTEL MEDICAL CORP2017-12-072018-07-12$3,757$4,200-$443-$443
130. CANTEL MEDICAL CORP2018-07-12$12,327$13,608-$1,281-$1,281
10. CANTEL MEDICAL CORP2017-12-082018-07-12$956$1,040-$84-$84
90. NEKTAR THERAPEUTICS2018-06-252018-07-12$4,300$4,605-$305-$305
30. CANTEL MEDICAL CORP2017-12-082018-07-13$2,835$3,119-$284-$284
30. CANTEL MEDICAL CORP2017-12-082018-07-13$2,851$3,119-$268-$268
20. CANTEL MEDICAL CORP2017-12-082018-07-13$1,900$2,080-$180-$180
100. NEKTAR THERAPEUTICS2018-06-252018-07-13$4,785$5,116-$331-$331
70. NEKTAR THERAPEUTICS2016-12-122018-07-13$3,346$892$2,454$2,454
30. NEKTAR THERAPEUTICS2018-06-252018-07-13$1,434$1,535-$101-$101
4206.26 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282018-07-15$4,206$4,206
5590.82 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22017-10-242018-07-15$5,591$5,591
1381.17 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202018-07-15$1,381$1,381
7808.39 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022018-07-15$7,808$7,808
30. CANTEL MEDICAL CORP2017-12-082018-07-16$2,879$3,119-$240-$240
10. CANTEL MEDICAL CORP2017-12-082018-07-16$960$1,040-$80-$80
180. NEKTAR THERAPEUTICS2018-07-16$8,631$2,279$6,352$6,352
13. AMAZON.COM INC2005-12-212018-07-17$24,035$635$23,400$23,400
20. MEDICINES COMPANY2017-04-122018-07-17$815$1,094-$279-$279
20. MEDICINES COMPANY2017-04-122018-07-17$822$1,094-$272-$272
80000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-10-312018-07-18$76,588$78,741-$2,153-$2,153
17. AMAZON.COM INC2005-12-212018-07-19$30,942$830$30,112$30,112
30. CANTEL MEDICAL CORP2017-12-082018-07-19$2,810$3,119-$309-$309
20. CANTEL MEDICAL CORP2017-12-082018-07-19$1,882$2,080-$198-$198
300. IAC / INTERACTIVECORP-W/I2015-12-292018-07-19$46,017$18,300$27,717$27,717
1000. INTERNATIONAL BANCSHARES CORP2015-12-292018-07-19$44,687$26,803$17,884$17,884
40000. TEVA PHARMACEUTICALS NE SEDOL ISIN US88167AAD372017-08-072018-07-19$35,600$37,723-$2,123-$2,123
65000. USA TREASURY NOTES 01.750% DUE 10/31/20202018-07-19$63,728$64,510-$782-$782
400. XCERRA CORPORATION2015-11-192018-07-19$5,740$2,728$3,012$3,012
130. NOVOCURE LTD SEDOL BYSS4X42018-06-252018-07-19$4,827$3,954$873$873
550. NOVOCURE LTD SEDOL BYSS4X42018-07-19$20,361$14,356$6,005$6,005
10. CANTEL MEDICAL CORP2017-12-082018-07-20$942$1,040-$98-$98
680. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S2018-07-20$23,722$21,414$2,308$2,308
20. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S2018-05-162018-07-20$695$629$66$66
1. OMNIVISION TECHNOLOGIES INC. XXX-XX-XXXX2001-01-012018-07-20$39$25$14$14
490. CANTEL MEDICAL CORP2018-07-23$46,013$48,033-$2,020-$2,020
20. CANTEL MEDICAL CORP2017-10-302018-07-23$1,891$1,902-$11-$11
60. CANTEL MEDICAL CORP2018-07-23$5,647$5,704-$57-$57
110. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S2018-07-23$3,846$3,448$398$398
30. MEDICINES COMPANY2017-04-122018-07-23$1,200$1,641-$441-$441
500. PROOFPOINT INC2018-07-23$62,086$37,760$24,326$24,326
280. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S2018-05-182018-07-24$9,870$8,754$1,116$1,116
330. IAC / INTERACTIVECORP-W/I2015-12-292018-07-25$52,241$20,130$32,111$32,111
20. MEDICINES COMPANY2017-04-122018-07-25$800$1,091-$291-$291
1190. PARKER HANNIFIN CORP2018-07-25$192,695$190,283$2,412$2,412
1900. SANTANDER CONSUMER USA HOLDI2018-07-25$37,965$36,122$1,843$1,843
330. SANTANDER CONSUMER USA HOLDI2018-06-052018-07-25$6,585$6,145$440$440
330. SANTANDER CONSUMER USA HOLDI2018-07-25$6,588$6,124$464$464
1940. TYSON FDS INC COM2018-02-202018-07-25$121,066$147,437-$26,371-$26,371
380. ULTRA CLEAN HOLDINGS2018-07-25$5,675$9,499-$3,824-$3,824
200. ULTRA CLEAN HOLDINGS2018-07-25$2,990$4,810-$1,820-$1,820
40. ULTRA CLEAN HOLDINGS2018-07-25$598$929-$331-$331
630. ULTRA CLEAN HOLDINGS2018-07-25$9,428$13,985-$4,557-$4,557
25000. USA TREASURY NOTES 02.250% DUE 11/15/20252018-07-25$23,873$24,662-$789-$789
1. ADELPHIA COMMUNICATIONS CL A2001-01-012018-07-26$12$12$12
1080. BOTTOMLINE TECHNOLOGIES INC2018-07-26$62,427$32,651$29,776$29,776
890. CIENA CORP2018-07-26$22,984$18,408$4,576$4,576
260. CIENA CORP2018-07-26$6,743$5,362$1,381$1,381
165000. MAPLE ESCROW SUB SER 144A CALL 03/25/20252018-05-142018-07-26$167,363$165,000$2,363$2,363
660. SANTANDER CONSUMER USA HOLDI2018-07-26$13,164$12,201$963$963
1030. SANTANDER CONSUMER USA HOLDI2018-07-26$20,336$18,544$1,792$1,792
300. SANTANDER CONSUMER USA HOLDI2017-12-072018-07-26$5,831$5,359$472$472
210000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-07-26$200,353$206,031-$5,678-$5,678
1150. CIENA CORP2018-07-27$29,222$23,640$5,582$5,582
240. OMNICELL INC2018-07-27$14,704$8,161$6,543$6,543
240. SANTANDER CONSUMER USA HOLDI2018-07-27$4,699$4,132$567$567
125000. USA TREASURY NOTES 01.500% DUE 12/31/20182018-07-27$124,658$124,475$183$183
50000. USA TREASURY NOTE 01.625% DUE 12/31/20192018-05-302018-07-27$49,336$49,430-$94-$94
30000. AXA EQUITABLE HOLDINGS I SER 144A CALL 10/20/20472018-04-172018-07-30$28,414$29,912-$1,498-$1,498
320. CIENA CORP2018-07-30$8,129$6,553$1,576$1,576
40000. ENERGY TRANSFER PARTNERS SER 20Y CALL 12/15/20372018-06-052018-07-30$41,188$39,859$1,329$1,329
75000. JPMORGAN CHASE & CO NOTES CALL 04/30/2018 @1002018-07-30$75,713$74,986$727$727
390. SANTANDER CONSUMER USA HOLDI2017-11-212018-07-30$7,636$6,686$950$950
30000. TRANS CANADA PIPELINES SR NTS2018-06-282018-07-30$35,175$34,456$719$719
65000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-07-30$63,903$64,330-$427-$427
35000. VERIZON COMMUNICATIONS UNSC2018-03-082018-07-30$37,266$37,114$152$152
65000. WESTPAC BANKING CORP SEDOL BCJ52J2 ISIN US961214CC582018-07-30$65,000$65,000
200. AEROJET ROCKETDYNE HLDGS INC2017-09-222018-07-31$6,726$6,791-$65-$65
65000. BANK OF NY MELLON CORP SER MTN CALL 02/04/26 @100 UNSC2017-12-122018-07-31$61,278$63,559-$2,281-$2,281
1861.04 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182018-07-31$1,861$1,983-$122-$122
593.55 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022018-07-31$594$638-$44-$44
374.23 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142018-07-31$374$390-$16-$16
797.58 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112018-07-31$798$827-$29-$29
3807.59 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172018-07-31$3,808$3,912-$104-$104
4263.26 FEDERAL NATL MTG ASSN POOL AL26102017-08-222018-07-31$4,263$4,329-$66-$66
395.87 FEDERAL NATL MTG ASSN POOL AL19482014-01-212018-07-31$396$411-$15-$15
1090.12 FEDERAL NATL MTG ASSN POOL AL22422015-05-112018-07-31$1,090$1,163-$73-$73
620.4 FEDERAL NATL MTG ASSN POOL AL31912015-04-282018-07-31$620$652-$32-$32
1841.72 FEDERAL NATL MTG ASSN POOL AL39042014-05-022018-07-31$1,842$1,916-$74-$74
282.33 FEDERAL NATL MTG ASSN POOL AO59402012-06-182018-07-31$282$296-$14-$14
1310.97 FEDERAL NATL MTG ASSN POOL AO76272012-11-052018-07-31$1,311$1,362-$51-$51
826.04 FEDERAL NATL MTG ASSN POOL AP04952015-05-122018-07-31$826$861-$35-$35
1930.5 FEDERAL NATL MTG ASSN POOL AP21332014-11-192018-07-31$1,931$1,995-$64-$64
3468.78 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202018-07-31$3,469$3,618-$149-$149
323.09 FEDERAL NATL MTG ASSN POOL AS38412015-05-202018-07-31$323$335-$12-$12
1552.33 FEDERAL NATL MTG ASSN POOL AS53852015-09-112018-07-31$1,552$1,650-$98-$98
2934.85 FEDERAL NATL MTG ASSN POOL AS61112016-04-152018-07-31$2,935$3,135-$200-$200
1690.29 FEDERAL NATL MTG ASSN POOL AS71552016-06-172018-07-31$1,690$1,744-$54-$54
1536.42 FEDERAL NATL MTG ASSN POOL AS66202017-08-172018-07-31$1,536$1,592-$56-$56
1402.7 FEDERAL NATL MTG ASSN POOL AS73432016-06-092018-07-31$1,403$1,444-$41-$41
2279.59 FEDERAL NATL MTG ASSN POOL AT21272014-11-142018-07-31$2,280$2,286-$6-$6
860.44 FEDERAL NATL MTG ASSN POOL AT78992015-09-152018-07-31$860$891-$31-$31
90.28 FEDERAL NATL MTG ASSN POOL 7250422005-05-122018-07-31$90$91-$1-$1
28.55 FEDERAL NATL MTG ASSN POOL 7287092003-12-182018-07-31$29$29
41.23 FEDERAL NATL MTG ASSN POOL 7351412005-04-292018-07-31$41$42-$1-$1
167.01 FEDERAL NATL MTG ASSN POOL 7391872003-09-102018-07-31$167$168-$1-$1
63.29 FEDERAL NATL MTG ASSN POOL 7450872006-06-082018-07-31$63$61$2$2
20.46 FEDERAL NATL MTG ASSN POOL 8142602005-03-102018-07-31$20$20
2303.58 FEDERAL NATL MTG ASSN POOL BM39542018-06-062018-07-31$2,304$2,256$48$48
909.47 FEDERAL NATL MTG ASSN POOL CA08332018-01-252018-07-31$909$926-$17-$17
1439.01 FEDERAL NATL MTG ASSN POOL AB18452011-08-162018-07-31$1,439$1,493-$54-$54
1082.13 FEDERAL NATL MTG ASSN POOL AB20772011-04-152018-07-31$1,082$1,068$14$14
261.26 FEDERAL NATL MTG ASSN POOL AB45252012-05-162018-07-31$261$276-$15-$15
1400.27 FEDERAL NATL MTG ASSN POOL AB78592013-07-112018-07-31$1,400$1,404-$4-$4
2468.98 FEDERAL NATL MTG ASSN POOL AC36682010-10-052018-07-31$2,469$2,563-$94-$94
302.15 FEDERAL NATL MTG ASSN POOL MA05622014-02-102018-07-31$302$323-$21-$21
1045.64 FEDERAL NATL MTG ASSN POOL MA12362014-09-042018-07-31$1,046$1,072-$26-$26
1306.99 FEDERAL NATL MTG ASSN POOL MA14302015-05-122018-07-31$1,307$1,320-$13-$13
1282.1 FEDERAL NATL MTG ASSN POOL MA15252016-03-092018-07-31$1,282$1,336-$54-$54
965.02 FEDERAL NATL MTG ASSN POOL MA26712016-10-282018-07-31$965$1,013-$48-$48
3883.33 FEDERAL NATL MTG ASSN POOL MA28032017-10-192018-07-31$3,883$3,904-$21-$21
1962.08 FEDERAL NATL MTG ASSN POOL AD71342010-07-212018-07-31$1,962$2,072-$110-$110
360.46 FEDERAL NATL MTG ASSN POOL AD63692010-06-222018-07-31$360$371-$11-$11
927.97 FEDERAL NATL MTG ASSN POOL AE09812011-10-172018-07-31$928$940-$12-$12
1678.32 GOVT NATL MTG ASSN POOL AA82732012-08-282018-07-31$1,678$1,796-$118-$118
1712.06 GOVT NATL MTG ASSN POOL 7443712012-02-162018-07-31$1,712$1,832-$120-$120
260. SANTANDER CONSUMER USA HOLDI2017-11-212018-07-31$5,044$4,457$587$587
200. AEROJET ROCKETDYNE HLDGS INC2017-09-222018-08-01$6,841$6,791$50$50
100. COMFORT SYS USA INC COM2016-08-172018-08-01$5,536$2,860$2,676$2,676
400. GLATFELTER2018-05-012018-08-01$6,932$6,672$260$260
200. GLATFELTER2018-08-01$3,466$3,096$370$370
1830. SANTANDER CONSUMER USA HOLDI2018-08-01$35,789$31,019$4,770$4,770
500. SANTANDER CONSUMER USA HOLDI2018-08-01$9,761$8,357$1,404$1,404
1. AMERICAN INTERNATIONAL GROUP INC2001-01-012018-08-02$87$87$87
1. AMERICAN INTERNATIONAL GROUP INC2001-01-012018-08-02$21$21$21
200. GENTEX CORP2014-07-242018-08-02$4,599$2,878$1,721$1,721
500. REVOLUTION LIGHTING TECHNOLO2018-08-02$1,693$4,242-$2,549-$2,549
200. SELECTED INS GROUP INC2009-01-292018-08-02$12,508$3,266$9,242$9,242
1320. STAG INDUSTRIES INC2018-08-02$36,573$32,522$4,051$4,051
510. STAG INDUSTRIES INC2018-08-02$14,142$12,207$1,935$1,935
10. STAG INDUSTRIES INC2018-03-202018-08-02$278$239$39$39
200. XCERRA CORPORATION2015-11-192018-08-02$2,841$1,364$1,477$1,477
50. ASGN INC2011-02-182018-08-03$4,590$510$4,080$4,080
1197. ALEXION PHARMACEUTICALS INC2018-08-03$148,139$149,970-$1,831-$1,831
400. BOTTOMLINE TECHNOLOGIES INC2018-08-03$22,099$12,047$10,052$10,052
130. CIENA CORP2016-08-102018-08-03$3,304$2,660$644$644
990. DEERE & CO2018-08-03$141,761$77,972$63,789$63,789
300. REVOLUTION LIGHTING TECHNOLO2018-08-03$892$2,496-$1,604-$1,604
200. XCERRA CORPORATION2015-11-192018-08-03$2,884$1,364$1,520$1,520
15.267 ACADIAN NON-US CONCENTRATED FUND2011-10-182018-08-03$25,396$13,504$11,892$11,892
50. ASGN INC2011-02-182018-08-06$4,635$510$4,125$4,125
50. BOTTOMLINE TECHNOLOGIES INC2017-08-312018-08-06$2,778$1,506$1,272$1,272
130. CIENA CORP2016-08-102018-08-06$3,341$2,660$681$681
480. CLOVIS ONCOLOGY INC2018-08-06$17,877$42,357-$24,480-$24,480
90. CLOVIS ONCOLOGY INC2017-06-212018-08-06$3,290$7,920-$4,630-$4,630
220. CLOVIS ONCOLOGY INC2017-08-282018-08-06$8,042$16,449-$8,407-$8,407
200. INSTEEL INDUSTRIES INC2016-12-202018-08-06$8,460$7,297$1,163$1,163
260. REVOLUTION LIGHTING TECHNOLO2018-08-06$723$2,119-$1,396-$1,396
140. REVOLUTION LIGHTING TECHNOLO2018-08-06$390$1,118-$728-$728
180. STAG INDUSTRIES INC2018-08-06$5,046$4,308$738$738
8. ALTRIA GROUP INC2016-05-042018-08-07$479$508-$29-$29
11. BERKSHIRE HATHAWAY INC CLASS B2016-05-042018-08-07$2,288$1,585$703$703
3. BLACKROCK INC2016-05-042018-08-07$1,454$1,060$394$394
15. BRISTOL MYERS SQUIBB CO2016-05-042018-08-07$890$1,057-$167-$167
20. CARMAX INC2016-05-042018-08-07$1,507$1,028$479$479
31. CARNIVAL CORP SEDOL 25230442016-05-042018-08-07$1,811$1,523$288$288
260. CIENA CORP2018-08-07$6,718$5,314$1,404$1,404
18. NIKE INC CL B2016-08-242018-08-07$1,436$1,083$353$353
10. NORFOLK SOUTHN CORP COM2016-05-042018-08-07$1,729$885$844$844
60000. PACIFICORP CALL 07/15/2048 MORT2018-07-102018-08-07$59,351$59,866-$515-$515
34. PROGRESSIVE CORP OHIO2016-05-042018-08-07$2,085$1,117$968$968
530. REVOLUTION LIGHTING TECHNOLO2018-08-07$1,503$4,140-$2,637-$2,637
30000. USA TREASURY NOTES 02.375% DUE 05/15/20272018-03-282018-08-07$28,638$29,034-$396-$396
35000. USA TREASURY NOTES 02.375% DUE 05/15/20272018-03-282018-08-07$33,414$33,873-$459-$459
14. VISA INC CLASS A SHARES2016-05-042018-08-07$1,967$1,076$891$891
19. WELLS FARGO & CO NEW COM2016-05-042018-08-07$1,119$928$191$191
200. XCERRA CORPORATION2015-11-192018-08-07$2,945$1,364$1,581$1,581
140. ABBVIE INC2018-02-142018-08-08$13,126$15,605-$2,479-$2,479
30. ALPHABET INC/CA-CL A2015-07-282018-08-08$37,922$19,720$18,202$18,202
30. AMAZON.COM INC2018-05-032018-08-08$56,563$46,545$10,018$10,018
50. AMGEN INC2014-03-032018-08-08$9,806$6,173$3,633$3,633
280. APPLE INC2013-10-102018-08-08$58,060$19,581$38,479$38,479
190. APPLIED MATERIALS INC2016-07-192018-08-08$9,534$5,040$4,494$4,494
90. AUTOMATIC DATA PROCESSING INC2018-05-292018-08-08$12,428$11,651$777$777
190. BAXTER INTERNATIONAL INC2018-05-312018-08-08$13,805$13,587$218$218
30. BIOGEN INC2016-05-172018-08-08$10,478$7,285$3,193$3,193
60. BOEING CO2017-12-082018-08-08$20,895$17,201$3,694$3,694
180. BORG WARNER INC.2017-10-302018-08-08$8,212$9,462-$1,250-$1,250
90. BURLINGTON STORES INC2017-10-302018-08-08$14,152$8,074$6,078$6,078
200. CBRE GROUP INC2018-02-272018-08-08$9,652$9,422$230$230
170. CDW CORP/DE2014-06-202018-08-08$14,452$5,453$8,999$8,999
120. CSX CORP COM2018-07-252018-08-08$8,712$8,403$309$309
90. CELANESE CORP2018-05-162018-08-08$10,545$10,010$535$535
190. CIENA CORP2018-08-08$4,859$3,877$982$982
300. COMCAST CORPORATION CL A2014-07-212018-08-08$10,482$8,067$2,415$2,415
30. COSTCO WHSL CORP NEW COM2018-07-252018-08-08$6,732$6,572$160$160
280. DISCOVERY INC CLASS A2018-08-08$7,176$7,696-$520-$520
100. DOWDUPONT INC REV SPLIT 06/03/192015-04-292018-08-08$6,772$5,152$1,620$1,620
130. E*TRADE FINANCIAL CORP2018-07-112018-08-08$7,999$7,969$30$30
100. EASTMAN CHEM CO2018-03-062018-08-08$10,184$10,493-$309-$309
140. FACEBOOK INC2016-05-092018-08-08$26,000$16,726$9,274$9,274
40. FACEBOOK INC2018-05-092018-08-08$7,429$7,256$173$173
30. FEDEX CORPORATION2018-05-162018-08-08$7,391$7,439-$48-$48
110. HOME DEPOT INC COM2011-12-022018-08-08$21,797$4,409$17,388$17,388
230. INTEL CORP2018-08-08$11,495$7,746$3,749$3,749
20. INTUITIVE SURGICAL INC2018-02-142018-08-08$10,367$8,072$2,295$2,295
150. JACOBS ENGINEERING GROUP INC2018-07-102018-08-08$10,942$9,941$1,001$1,001
40. LAM RESEARCH CORP2015-03-192018-08-08$7,604$3,148$4,456$4,456
60. LAUDER ESTEE COS INC CL A2017-09-272018-08-08$8,037$6,475$1,562$1,562
90. LILLY ELI & CO2018-07-102018-08-08$9,216$7,924$1,292$1,292
80. MARRIOTT INTERNATIONAL INC CL A2018-03-132018-08-08$9,760$11,432-$1,672-$1,672
70. MASTERCARD INC CL A2017-10-302018-08-08$14,221$10,432$3,789$3,789
60. MCCORMICK & CO INC COM NON VTG2018-07-102018-08-08$7,280$7,093$187$187
70. MCDONALDS CORP COM2018-08-08$11,102$10,546$556$556
440. MICROSOFT CORP2018-07-032018-08-08$48,175$43,868$4,307$4,307
180. MICRON TECHNOLOGY INC2018-03-212018-08-08$9,603$11,085-$1,482-$1,482
180. MORGAN STANLEY2016-09-302018-08-08$9,048$5,756$3,292$3,292
80. MOTOROLA SOLUTIONS INC2018-03-122018-08-08$9,613$8,728$885$885
20. NORTHROP GRUMMAN CORPORATION2015-07-162018-08-08$5,907$3,394$2,513$2,513
120. OCCIDENTAL PETE CORP COM2018-06-122018-08-08$9,729$10,292-$563-$563
100. PRICE T ROWE GROUP INC COM2017-12-082018-08-08$11,992$10,287$1,705$1,705
40. RAYTHEON COMPANY2016-01-252018-08-08$7,908$4,761$3,147$3,147
390. REGIONS FINANCIAL CORP2018-03-282018-08-08$7,558$7,116$442$442
395. REVOLUTION LIGHTING TECHNOLO2018-08-08$1,082$2,972-$1,890-$1,890
50. S&P GLOBAL INC2016-07-292018-08-08$10,079$6,109$3,970$3,970
130. TEXAS INSTRS INC COM2018-08-08$15,131$7,868$7,263$7,263
350. TEXAS ROADHOUSE INC2018-08-08$22,187$20,567$1,620$1,620
150. TEXAS ROADHOUSE INC2018-08-08$9,503$8,659$844$844
170. TOTAL SYSTEMS SERVICES INC2017-07-072018-08-08$15,881$9,991$5,890$5,890
20. TRANSDIGM GROUP INC2018-04-192018-08-08$7,145$6,600$545$545
200. US FOODS HOLDING CORP2018-07-102018-08-08$6,626$7,741-$1,115-$1,115
65000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-11-302018-08-08$62,105$63,730-$1,625-$1,625
90. UNITED TECHNOLOGIES CORP COM2018-07-112018-08-08$12,129$11,272$857$857
100. UNITEDHEALTH GROUP INC COM2017-01-252018-08-08$25,906$16,189$9,717$9,717
30. VAIL RESORTS INC COM2018-03-262018-08-08$8,517$6,764$1,753$1,753
150. WASTE MANAGEMENT INC2018-03-122018-08-08$13,527$13,017$510$510
40. WELLCARE HEALTH PLANS, INC.2018-06-082018-08-08$11,410$9,328$2,082$2,082
150. MICHAEL KORS HOLDINGS LTD NAME CHANGE 01/02/192018-05-302018-08-08$10,479$9,113$1,366$1,366
110. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH01029931822017-06-162018-08-08$10,421$8,643$1,778$1,778
135. CAESARSTONE LTD SEDOL B7962452012-08-142018-08-08$2,395$1,541$854$854
60. FERRARI NV - W/I SEDOL BZ1GMK52018-07-032018-08-08$7,548$8,064-$516-$516
50. ASGN INC2011-03-072018-08-09$4,597$509$4,088$4,088
350. ABERCROMBIE & FITCH CO CL A2018-08-09$9,258$7,733$1,525$1,525
300. AEROJET ROCKETDYNE HLDGS INC2017-09-222018-08-09$10,594$10,187$407$407
1000. AMERICAN EAGLE OUTFITTERS INC2018-08-09$26,950$14,526$12,424$12,424
100. BERKSHIRE HILLS BANCORP INC2017-08-222018-08-09$4,150$3,350$800$800
200. BERKSHIRE HILLS BANCORP INC2017-06-292018-08-09$8,300$7,053$1,247$1,247
50. COHERENT INC2016-01-292018-08-09$8,915$3,858$5,057$5,057
150. COMFORT SYS USA INC COM2016-08-172018-08-09$8,391$4,290$4,101$4,101
900. COMMUNITY HEALTHCARE TRUST I2018-08-09$28,660$17,860$10,800$10,800
1200. CONTINENTAL BUILDING PRODUCT2018-08-09$45,407$23,102$22,305$22,305
100. CUBIC CORP2018-08-09$7,191$5,598$1,593$1,593
700. DAKTRONICS INC2018-08-09$6,027$6,984-$957-$957
200. DAKTRONICS INC2017-11-032018-08-09$1,722$1,970-$248-$248
100. DECKERS OUTDOOR CORP2017-05-262018-08-09$12,191$6,658$5,533$5,533
100. DOMTAR CORPORATION NEW2018-08-09$5,009$3,901$1,108$1,108
150. ENCOMPASS HEALTH CORP2015-01-212018-08-09$11,827$6,181$5,646$5,646
300. FIRST COMMUNITY BANKSHARES INC2015-11-192018-08-09$9,861$5,982$3,879$3,879
100. FIRST REPUBLIC BANK/FRAN2018-08-09$10,126$3,506$6,620$6,620
200. GENTEX CORP2014-07-242018-08-09$4,781$2,878$1,903$1,903
250. GIBRALTAR INDUSTRIES INC2018-08-09$11,160$7,566$3,594$3,594
400. HEIDRICK & STRUGGLES (IPO)2018-08-09$17,516$7,526$9,990$9,990
125. HILLTOP HLDGS INC2018-04-262018-08-09$2,624$3,063-$439-$439
400. HOPE BANCORP INC2018-02-012018-08-09$6,922$7,456-$534-$534
50. IAC / INTERACTIVECORP-W/I2009-09-012018-08-09$8,837$923$7,914$7,914
350. INSTEEL INDUSTRIES INC2018-08-09$15,047$12,759$2,288$2,288
200. KBR INC2017-11-132018-08-09$4,073$3,797$276$276
100. KVH INDS INC2017-01-112018-08-09$1,289$1,163$126$126
50. KAISER ALUMINUM CORP2015-11-192018-08-09$5,563$4,125$1,438$1,438
1130. LAUDER ESTEE COS INC CL A2017-09-272018-08-09$148,955$121,949$27,006$27,006
150. LEIDOS HOLDINGS INC-W/I2016-07-202018-08-09$10,626$7,357$3,269$3,269
100. LEXINGTON CORPORATION PROPERTIES TRUST2017-10-262018-08-09$888$1,009-$121-$121
100. LEXINGTON CORPORATION PROPERTIES TRUST2016-09-132018-08-09$888$1,010-$122-$122
400. MSG NETWORKS INC2017-10-032018-08-09$9,311$8,516$795$795
150. MADDEN STEVEN LTD2015-11-192018-08-09$8,576$4,853$3,723$3,723
100. METHANEX CORP SEDOL 26544162018-03-062018-08-09$7,229$5,527$1,702$1,702
60. MONOLITHIC POWER SYSTEMS INC2018-08-09$8,382$7,605$777$777
30. MONOLITHIC POWER SYSTEMS INC2014-10-162018-08-09$4,211$1,106$3,105$3,105
30. MONOLITHIC POWER SYSTEMS INC2018-05-042018-08-09$4,211$3,703$508$508
40. MONOLITHIC POWER SYSTEMS INC2014-10-162018-08-09$5,635$1,454$4,181$4,181
100. MUELLER INDUSTRIES INC2018-01-312018-08-09$3,228$3,346-$118-$118
100. NETGEAR INC2017-11-082018-08-09$6,871$4,648$2,223$2,223
100. NORTHWESTERN CORPORATION2015-11-192018-08-09$5,928$5,351$577$577
100. OMNICELL INC2010-06-092018-08-09$6,474$1,189$5,285$5,285
100. ORITANI FINL CORP NEW2014-01-242018-08-09$1,601$1,552$49$49
150. PGT INNOVATIONS INC2017-03-282018-08-09$3,773$1,571$2,202$2,202
300. PHYSICIANS REALTY TRUST2015-11-192018-08-09$4,984$4,674$310$310
900. PIEDMONT OFFICE REALTY TRU A2018-08-09$17,974$18,906-$932-$932
50. PIPER JAFFRAY2017-08-222018-08-09$3,842$2,790$1,052$1,052
400. PROVIDENT FINANCIAL SERVICES2015-11-192018-08-09$10,108$8,208$1,900$1,900
36. REVOLUTION LIGHTING TECHNOLO2017-06-022018-08-09$97$269-$172-$172
539. REVOLUTION LIGHTING TECHNOLO2018-08-09$1,459$3,884-$2,425-$2,425
1761. REVOLUTION LIGHTING TECHNOLO2018-08-09$4,766$6,587-$1,821-$1,821
100. SELECTED INS GROUP INC2011-08-012018-08-09$6,076$1,632$4,444$4,444
400. SILICON MOTION TECHNOL ADR2018-08-09$22,930$18,542$4,388$4,388
50. SILICON MOTION TECHNOL ADR2013-11-042018-08-09$2,866$634$2,232$2,232
100. SPECTRUM BRANDS HLDGS INC2018-08-09$8,818$10,506-$1,688-$1,688
150. STONERIDGE INC2018-02-092018-08-09$4,825$3,366$1,459$1,459
200. TITAN TECHNOLOGIES CORP2018-08-09$2,563$5,622-$3,059-$3,059
450. TRANSDIGM GROUP INC2018-04-192018-08-09$162,206$148,496$13,710$13,710
100. UMPQUA HLDGS C2016-12-012018-08-09$2,145$1,800$345$345
150. UNITED COMMUNITY BANKS/GA2015-11-192018-08-09$4,645$3,125$1,520$1,520
100. UNIVERSAL DISPLAY CORP2018-03-192018-08-09$10,264$10,702-$438-$438
200. WADDELL & REED FINL INC CL A2010-08-162018-08-09$4,153$4,639-$486-$486
500. WADDELL & REED FINL INC CL A2018-08-09$10,382$10,339$43$43
100. WASHINGTON FEDERAL INC2015-11-192018-08-09$3,366$2,579$787$787
50. WATTS WATER TECHNOLOGIES INC CLASS A2015-11-192018-08-09$4,242$2,756$1,486$1,486
100. WEBSTER FINANCIAL CORP2010-12-012018-08-09$6,742$1,682$5,060$5,060
100. WILLIAMS SONOMA INC2017-05-252018-08-09$5,978$4,931$1,047$1,047
3200. XCERRA CORPORATION2018-08-09$46,431$20,939$25,492$25,492
400. MICHAEL KORS HOLDINGS LTD NAME CHANGE 01/02/192018-05-302018-08-09$28,998$24,301$4,697$4,697
150. TRINSEO S A SEDOL BN65SJ42018-08-09$11,968$9,225$2,743$2,743
65. CAESARSTONE LTD SEDOL B7962452012-08-142018-08-09$1,172$742$430$430
200. ORBOTECH LTD2018-08-09$12,850$2,460$10,390$10,390
290. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52018-08-09$8,150$8,923-$773-$773
320. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52018-08-09$8,929$9,800-$871-$871
148. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52018-08-09$4,142$4,252-$110-$110
292. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52018-08-09$8,172$8,818-$646-$646
272. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52017-08-232018-08-09$7,586$7,800-$214-$214
18. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52017-05-042018-08-09$502$505-$3-$3
50. ABERCROMBIE & FITCH CO CL A2015-11-192018-08-10$1,364$975$389$389
50. ABERCROMBIE & FITCH CO CL A2018-06-012018-08-10$1,364$1,086$278$278
100. AEROJET ROCKETDYNE HLDGS INC2017-09-222018-08-10$3,612$3,396$216$216
100. AMERICAN EAGLE OUTFITTERS INC2014-09-242018-08-10$2,733$1,445$1,288$1,288
190. BOTTOMLINE TECHNOLOGIES INC2018-08-10$11,164$5,685$5,479$5,479
720. BOTTOMLINE TECHNOLOGIES INC2018-08-10$42,713$21,215$21,498$21,498
150. CIENA CORP2016-08-092018-08-10$3,924$3,059$865$865
200. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2018-04-262018-08-10$6,401$4,282$2,119$2,119
100. FIRST COMMUNITY BANKSHARES INC2015-11-192018-08-10$3,327$1,994$1,333$1,333
50. IAC / INTERACTIVECORP-W/I2009-09-012018-08-10$9,549$923$8,626$8,626
50. ICF INTERNATIONAL INC2017-09-222018-08-10$3,794$2,647$1,147$1,147
300. KVH INDS INC2018-08-10$3,864$3,470$394$394
100. MSG NETWORKS INC2017-10-032018-08-10$2,334$2,129$205$205
300. MERIDIAN BIOSCIENCE INC2017-12-042018-08-10$4,497$4,605-$108-$108
60. MONOLITHIC POWER SYSTEMS INC2018-08-10$8,337$2,151$6,186$6,186
100. PHYSICIANS REALTY TRUST2015-11-192018-08-10$1,654$1,558$96$96
100. PIEDMONT OFFICE REALTY TRU A2017-11-302018-08-10$1,990$1,989$1$1
39. REVOLUTION LIGHTING TECHNOLO2018-08-10$93$131-$38-$38
100. SELECTED INS GROUP INC2011-08-012018-08-10$6,144$1,632$4,512$4,512
150. STONERIDGE INC2018-02-092018-08-10$4,746$3,366$1,380$1,380
10. TEXAS ROADHOUSE INC2018-02-152018-08-10$632$577$55$55
460. TEXAS ROADHOUSE INC2018-08-10$29,134$26,475$2,659$2,659
260. CIENA CORP2018-08-13$6,770$5,243$1,527$1,527
50. IAC / INTERACTIVECORP-W/I2009-09-012018-08-13$9,729$923$8,806$8,806
680. TEXAS ROADHOUSE INC2018-08-13$43,174$38,758$4,416$4,416
190. ACACIA COMMUNICATIONS INC2018-08-132018-08-14$7,467$7,436$31$31
180. ACCELERON PHARMA INC2018-07-102018-08-14$8,631$8,832-$201-$201
260. ACLARIS THERAPEUTICS INC2018-08-14$4,371$7,372-$3,001-$3,001
160. ADVANCED ENERGY INDS INC2018-04-162018-08-14$9,680$10,728-$1,048-$1,048
450. AMERICAN EAGLE OUTFITTERS INC2018-08-14$12,558$8,976$3,582$3,582
220. APELLIS PHARMACEUTICALS INC2018-08-14$4,013$5,223-$1,210-$1,210
10. BERRY GLOBAL GROUP INC2016-09-292018-08-14$459$453$6$6
270. BERRY GLOBAL GROUP INC2018-08-14$12,387$15,055-$2,668-$2,668
55. BIO RAD LABORATORIES INC CLASS A2018-08-14$17,907$13,996$3,911$3,911
100. BLUEPRINT MEDICINES CORP2018-08-062018-08-14$7,026$7,089-$63-$63
90. BRIGHT HORIZONS FAMILY SOLUT2018-08-14$10,200$8,463$1,737$1,737
110. CAMDEN PROPERTY2017-09-202018-08-14$10,327$10,384-$57-$57
40. CANTEL MEDICAL CORP2018-08-14$3,846$3,789$57$57
600. CENTENNIAL RESOURCE DEVELO-A2018-08-14$10,931$12,287-$1,356-$1,356
50. CIENA CORP2016-11-022018-08-14$1,316$977$339$339
150. CLOVIS ONCOLOGY INC2017-08-282018-08-14$5,145$11,215-$6,070-$6,070
100. COMMVAULT SYSTEMS INC2018-08-14$6,649$6,185$464$464
60. COMMVAULT SYSTEMS INC2017-05-052018-08-14$3,989$3,360$629$629
70. CONCHO RESOURCES INC2018-08-14$9,511$7,468$2,043$2,043
1720. CORREVIO PHARMA CORP SEDOL BD0M8C42018-08-14$8,342$16,342-$8,000-$8,000
350. CYMABAY THERAPEUTICS INC2018-08-14$4,369$4,936-$567-$567
210. DAVE & BUSTER'S ENTERTAINM2018-06-122018-08-14$11,113$11,524-$411-$411
380. ELDORADO RESORTS INC2018-08-14$16,759$5,150$11,609$11,609
320. FATE THERAPEUTICS INC2018-06-152018-08-14$3,591$4,077-$486-$486
80. FIBROGEN INC2018-06-202018-08-14$4,851$5,136-$285-$285
260. FLOWSERVE CORP COM2018-08-14$13,075$12,767$308$308
190. FULLER H B CO COM2017-09-142018-08-14$10,805$10,531$274$274
90. GREEN DOT CORP CLASS A2018-08-14$7,528$6,338$1,190$1,190
210. HFF INC CLASS A2018-08-14$9,327$7,903$1,424$1,424
180. HEICO CORP NEW CL A2018-08-14$12,003$10,481$1,522$1,522
140. INGEVITY CORP2018-08-14$13,890$11,608$2,282$2,282
100. INSTRUCTURE INC2018-07-242018-08-14$3,754$4,760-$1,006-$1,006
60. INTEGRA LIFESCIENCES HLDG CORP2017-05-172018-08-14$3,743$2,807$936$936
190. INTEGRA LIFESCIENCES HLDG CORP2018-08-14$11,853$10,294$1,559$1,559
300. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S2018-08-14$10,984$9,364$1,620$1,620
180. INTERSECT ENT INC2018-08-14$4,885$7,203-$2,318-$2,318
640. IRONWOOD PHARMACEUTICALS INC2018-08-14$12,089$12,733-$644-$644
200. LPL FINANCIAL HOLDINGS INC2018-08-14$13,175$14,268-$1,093-$1,093
70. MGP INGREDIENTS INC2018-08-14$5,434$6,365-$931-$931
120. MSA SAFETY INC2018-06-202018-08-14$12,185$11,604$581$581
44. MADISON SQUARE GARDEN CO/-WI2018-08-14$13,794$9,915$3,879$3,879
6. MADISON SQUARE GARDEN CO/-WI2017-05-052018-08-14$1,881$1,201$680$680
320. MASIMO CORPORATION2018-08-14$35,795$30,598$5,197$5,197
170. MASIMO CORPORATION2018-08-14$18,999$15,552$3,447$3,447
350. MEDICINES COMPANY2018-08-14$13,891$19,009-$5,118-$5,118
30. MONOLITHIC POWER SYSTEMS INC2014-10-152018-08-14$4,258$1,071$3,187$3,187
180. NATIONAL VISION HOLDINGS INC2018-08-14$7,733$7,033$700$700
80. NEKTAR THERAPEUTICS2016-12-122018-08-14$4,813$1,013$3,800$3,800
150. NEXSTAR MEDIA GROUP INC2018-08-14$11,511$10,985$526$526
5. NICE LTD2017-01-202018-08-14$551$351$200$200
85. NICE LTD2018-08-14$9,362$7,240$2,122$2,122
590. NUANCE COMMUNICATIONS INC2018-08-132018-08-14$9,922$10,069-$147-$147
120. OMNICELL INC2018-08-14$7,776$4,061$3,715$3,715
180. PBF ENERGY INC2018-08-132018-08-14$8,544$8,732-$188-$188
360. PARTY CITY HOLDCO INC2018-08-14$5,473$5,606-$133-$133
80. PROOFPOINT INC2018-08-14$9,309$5,916$3,393$3,393
290. RUSH ENTERPRISES INC CL A2018-08-14$12,046$14,179-$2,133-$2,133
150. RYDER SYSTEM INC2018-08-14$11,621$11,489$132$132
180. SERVICEMASTER GLOBAL HOLDING2018-05-162018-08-14$10,818$10,454$364$364
280. STAG INDUSTRIES INC2018-08-14$7,873$6,698$1,175$1,175
131. SUMMIT MATERIALS INC -CL A2018-08-14$2,603$3,890-$1,287-$1,287
279. SUMMIT MATERIALS INC -CL A2018-08-14$5,545$7,844-$2,299-$2,299
110. TABLEAU SOFTWARE INC-CL A MERGED 8/1/20192016-11-092018-08-14$11,354$5,162$6,192$6,192
60. TELEDYNE TECHNOLOGIES INC2018-06-052018-08-14$13,987$12,459$1,528$1,528
670. TEXAS ROADHOUSE INC2018-08-14$43,169$37,655$5,514$5,514
140. TEXAS ROADHOUSE INC2018-08-14$8,925$7,859$1,066$1,066
50. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S2018-08-14$14,458$12,250$2,208$2,208
270. ULTRA CLEAN HOLDINGS2018-08-14$3,723$5,860-$2,137-$2,137
70000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-05-042018-08-14$69,092$68,961$131$131
20. WATSCO INC2018-08-14$3,461$3,439$22$22
20. WATSCO INC2008-06-272018-08-14$3,461$841$2,620$2,620
60. WEX INC2017-12-202018-08-14$11,038$8,356$2,682$2,682
630. WPX ENERGY INC2018-08-14$11,351$11,663-$312-$312
330. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF52018-08-14$9,948$10,376-$428-$428
170. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022017-03-072018-08-14$8,888$5,870$3,018$3,018
100. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022018-08-14$5,228$4,640$588$588
120. ICON PLC SEDOL B94G4712018-08-14$17,528$15,682$1,846$1,846
110. NOVOCURE LTD SEDOL BYSS4X42017-12-132018-08-14$4,047$2,275$1,772$1,772
130. NOVOCURE LTD SEDOL BYSS4X42017-12-132018-08-14$4,863$2,688$2,175$2,175
160. TRINSEO S A SEDOL BN65SJ42018-08-14$12,200$11,638$562$562
180. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792018-08-14$11,500$11,293$207$207
280. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52017-05-042018-08-14$7,763$7,851-$88-$88
1181. ALEXION PHARMACEUTICALS INC2018-08-15$136,747$148,830-$12,083-$12,083
100000. CAPITAL ONE FINANCIAL CO CALL 04/12/2020 UNSC2017-05-092018-08-15$98,906$99,842-$936-$936
240. CIENA CORP2018-08-15$6,183$4,663$1,520$1,520
4225.2 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282018-08-15$4,225$4,225
50. FIRST REPUBLIC BANK/FRAN2012-12-142018-08-15$5,164$1,604$3,560$3,560
5224.11 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22017-10-242018-08-15$5,224$5,224
1448.5 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202018-08-15$1,449$1,448$1$1
7771.11 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022018-08-15$7,771$7,771
2971. BAYER A G SPONSORED ADR2018-08-16$64,296$61,692$2,604$2,604
60. CIENA CORP2016-11-042018-08-16$1,578$1,165$413$413
1836. GLAXO WELLCOME PLC SPONSORED ADR2018-08-16$74,870$84,743-$9,873-$9,873
875. NOVARTIS AG SPONSORED ADR2018-08-16$71,837$58,548$13,289$13,289
1388. NOVO NORDISK A S ADR2018-08-16$66,042$43,676$22,366$22,366
20. PIVOTAL SOFTWARE INC - CL A2018-08-142018-08-16$470$487-$17-$17
1631. SANOFI SPONSORED ADR2011-02-242018-08-16$66,905$55,485$11,420$11,420
1580. SMITH & NEPHEW PLC SPDN ADR2011-04-272018-08-16$55,668$34,438$21,230$21,230
150. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82018-08-17$10,876$10,054$822$822
470. PIVOTAL SOFTWARE INC - CL A2018-08-17$11,306$11,293$13$13
60. PIVOTAL SOFTWARE INC - CL A2018-08-17$1,413$1,423-$10-$10
120. WNS HOLDINGS LTD ADR2018-08-132018-08-17$6,190$6,110$80$80
30. WNS HOLDINGS LTD ADR2016-08-192018-08-17$1,548$869$679$679
120. CIENA CORP2016-11-042018-08-20$3,192$2,329$863$863
100. FIRST REPUBLIC BANK/FRAN2012-12-142018-08-20$10,477$3,209$7,268$7,268
120. CIENA CORP2018-08-21$3,239$2,315$924$924
250. CIENA CORP2016-11-012018-08-21$6,740$4,812$1,928$1,928
50. CIENA CORP2016-11-012018-08-21$1,349$962$387$387
130. MGP INGREDIENTS INC2018-08-21$9,566$11,739-$2,173-$2,173
40. MGP INGREDIENTS INC2018-08-21$2,932$3,565-$633-$633
70. MGP INGREDIENTS INC2018-05-102018-08-21$5,121$6,237-$1,116-$1,116
30000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-07-272018-08-21$29,675$29,514$161$161
640. NOVOCURE LTD SEDOL BYSS4X42017-12-132018-08-21$23,053$13,235$9,818$9,818
30. ACLARIS THERAPEUTICS INC2017-01-112018-08-22$473$850-$377-$377
20. MGP INGREDIENTS INC2018-08-22$1,471$1,778-$307-$307
1120. ACLARIS THERAPEUTICS INC2018-08-23$15,842$30,098-$14,256-$14,256
10. ACLARIS THERAPEUTICS INC2017-02-072018-08-23$149$253-$104-$104
40. ACLARIS THERAPEUTICS INC2017-02-072018-08-23$589$1,011-$422-$422
200. CONTROL4 CORP MERGED 08/01/19 @ $23.91 P/S2018-04-132018-08-23$7,329$4,278$3,051$3,051
75000. KIMCO REALTY CORP UNSC2018-03-202018-08-23$78,191$78,143$48$48
300. WILLIAMS SONOMA INC2017-05-252018-08-23$21,429$14,793$6,636$6,636
433379.18 TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSI2017-10-132018-08-23$433,379$433,379
220. ACLARIS THERAPEUTICS INC2018-08-24$3,192$4,377-$1,185-$1,185
2470. ACLARIS THERAPEUTICS INC2018-08-24$35,840$57,430-$21,590-$21,590
10. ACLARIS THERAPEUTICS INC2018-06-262018-08-27$150$190-$40-$40
430. ELDORADO RESORTS INC2018-08-27$21,201$5,808$15,393$15,393
50. ELDORADO RESORTS INC2016-11-292018-08-27$2,483$675$1,808$1,808
160000. USA TREASURY NOTES 02.000% DUE 02/28/20212018-08-27$157,375$158,402-$1,027-$1,027
570000. USA TREASURY NOTES 02.000% DUE 02/28/20212018-08-27$560,648$573,128-$12,480-$12,480
340000. USA TREASURY NOTES 02.125% DUE 09/30/20212018-08-27$334,130$335,130-$1,000-$1,000
40000. USA TREASURY NOTES 02.125% DUE 09/30/20212017-03-092018-08-27$39,309$40,053-$744-$744
415000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-08-27$397,897$405,627-$7,730-$7,730
85000. USA TREASURY NOTES 01.750% DUE 10/31/20202018-05-072018-08-27$83,370$83,280$90$90
80. ACLARIS THERAPEUTICS INC2018-08-28$1,229$1,519-$290-$290
150. ACLARIS THERAPEUTICS INC2018-08-28$2,243$2,834-$591-$591
60. CATALENT INC2018-05-072018-08-28$2,661$2,450$211$211
370. CATALENT INC2018-08-28$16,208$14,965$1,243$1,243
1300. STAG INDUSTRIES INC2018-08-29$37,599$31,045$6,554$6,554
230. STAG INDUSTRIES INC2018-08-29$6,639$5,469$1,170$1,170
95000. ELANCO ANIMAL HEALTH INC SER 144A CALL 07/28/20232018-08-30$95,452$95,000$452$452
1966.59 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182018-08-31$1,967$2,096-$129-$129
876.42 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022018-08-31$876$941-$65-$65
1522.73 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142018-08-31$1,523$1,588-$65-$65
1629.51 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112018-08-31$1,630$1,689-$59-$59
3599.99 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172018-08-31$3,600$3,698-$98-$98
4177.22 FEDERAL NATL MTG ASSN POOL AL26102017-08-222018-08-31$4,177$4,241-$64-$64
550.69 FEDERAL NATL MTG ASSN POOL AL19482014-01-212018-08-31$551$572-$21-$21
2215.66 FEDERAL NATL MTG ASSN POOL AL22422015-05-112018-08-31$2,216$2,363-$147-$147
1017.66 FEDERAL NATL MTG ASSN POOL AL31912015-04-282018-08-31$1,018$1,070-$52-$52
1886.39 FEDERAL NATL MTG ASSN POOL AL39042014-05-022018-08-31$1,886$1,962-$76-$76
1548.69 FEDERAL NATL MTG ASSN POOL AO59402012-06-182018-08-31$1,549$1,621-$72-$72
2484.19 FEDERAL NATL MTG ASSN POOL AO76272012-11-052018-08-31$2,484$2,580-$96-$96
1624.76 FEDERAL NATL MTG ASSN POOL AP04952015-05-122018-08-31$1,625$1,693-$68-$68
1140.97 FEDERAL NATL MTG ASSN POOL AP21332014-11-192018-08-31$1,141$1,179-$38-$38
1021.96 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202018-08-31$1,022$1,066-$44-$44
526.81 FEDERAL NATL MTG ASSN POOL AS38412015-05-202018-08-31$527$545-$18-$18
1431.32 FEDERAL NATL MTG ASSN POOL AS53852015-09-112018-08-31$1,431$1,522-$91-$91
1435.85 FEDERAL NATL MTG ASSN POOL AS61112016-04-152018-08-31$1,436$1,534-$98-$98
2031.07 FEDERAL NATL MTG ASSN POOL AS71552016-06-172018-08-31$2,031$2,096-$65-$65
2117.24 FEDERAL NATL MTG ASSN POOL AS66202017-08-172018-08-31$2,117$2,194-$77-$77
1078.34 FEDERAL NATL MTG ASSN POOL AS73432016-06-092018-08-31$1,078$1,110-$32-$32
4160.12 FEDERAL NATL MTG ASSN POOL AT21272014-11-142018-08-31$4,160$4,172-$12-$12
1484.39 FEDERAL NATL MTG ASSN POOL AT78992015-09-152018-08-31$1,484$1,537-$53-$53
59.83 FEDERAL NATL MTG ASSN POOL 7250422005-05-122018-08-31$60$60
100.22 FEDERAL NATL MTG ASSN POOL 7287092003-12-182018-08-31$100$102-$2-$2
41.98 FEDERAL NATL MTG ASSN POOL 7351412005-04-292018-08-31$42$42
156.59 FEDERAL NATL MTG ASSN POOL 7391872003-09-102018-08-31$157$157
110.95 FEDERAL NATL MTG ASSN POOL 7450872006-06-082018-08-31$111$108$3$3
19.62 FEDERAL NATL MTG ASSN POOL 8142602005-03-102018-08-31$20$20
2652.22 FEDERAL NATL MTG ASSN POOL BM39542018-06-062018-08-31$2,652$2,598$54$54
489.64 FEDERAL NATL MTG ASSN POOL CA08332018-01-252018-08-31$490$498-$8-$8
879.03 FEDERAL NATL MTG ASSN POOL AB18452011-08-162018-08-31$879$912-$33-$33
574.21 FEDERAL NATL MTG ASSN POOL AB20772011-04-152018-08-31$574$567$7$7
781.09 FEDERAL NATL MTG ASSN POOL AB45252012-05-162018-08-31$781$826-$45-$45
3974.96 FEDERAL NATL MTG ASSN POOL AB78592013-07-112018-08-31$3,975$3,985-$10-$10
1967.99 FEDERAL NATL MTG ASSN POOL AC36682010-10-052018-08-31$1,968$2,042-$74-$74
1088.8 FEDERAL NATL MTG ASSN POOL MA05622014-02-102018-08-31$1,089$1,165-$76-$76
2444.61 FEDERAL NATL MTG ASSN POOL MA12362014-09-042018-08-31$2,445$2,507-$62-$62
1164.34 FEDERAL NATL MTG ASSN POOL MA14302015-05-122018-08-31$1,164$1,176-$12-$12
1398.16 FEDERAL NATL MTG ASSN POOL MA15252016-03-092018-08-31$1,398$1,457-$59-$59
822.95 FEDERAL NATL MTG ASSN POOL MA26712016-10-282018-08-31$823$864-$41-$41
3998.03 FEDERAL NATL MTG ASSN POOL MA28032017-10-192018-08-31$3,998$4,019-$21-$21
1085.83 FEDERAL NATL MTG ASSN POOL AD71342010-07-212018-08-31$1,086$1,146-$60-$60
1814.18 FEDERAL NATL MTG ASSN POOL AD63692010-06-222018-08-31$1,814$1,869-$55-$55
1639.1 GOVT NATL MTG ASSN POOL AA82732012-08-282018-08-31$1,639$1,754-$115-$115
1310.3 GOVT NATL MTG ASSN POOL 7443712012-02-162018-08-31$1,310$1,402-$92-$92
380. NEKTAR THERAPEUTICS2016-12-122018-08-31$25,087$4,810$20,277$20,277
218. NEKTAR THERAPEUTICS2016-12-122018-08-31$14,488$2,759$11,729$11,729
530. NEKTAR THERAPEUTICS2018-08-31$35,218$6,572$28,646$28,646
100. NEKTAR THERAPEUTICS2016-12-072018-08-31$6,699$1,230$5,469$5,469
969.93 FEDERAL NATL MTG ASSN POOL AE09812011-10-172018-09-01$970$983-$13-$13
30. ELDORADO RESORTS INC2016-11-292018-09-04$1,415$405$1,010$1,010
1150. ABBVIE INC2018-09-05$108,703$120,682-$11,979-$11,979
610. ELDORADO RESORTS INC2018-09-05$28,667$8,207$20,460$20,460
10. ELDORADO RESORTS INC2016-11-302018-09-05$470$134$336$336
300. FACEBOOK INC2016-05-092018-09-05$50,512$35,842$14,670$14,670
530. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S2018-09-05$22,458$17,582$4,876$4,876
180. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S2018-09-05$7,644$5,549$2,095$2,095
640. STAG INDUSTRIES INC2018-09-05$18,152$15,205$2,947$2,947
520. STAG INDUSTRIES INC2018-09-05$14,850$12,302$2,548$2,548
230. STAG INDUSTRIES INC2018-09-05$6,563$5,412$1,151$1,151
570. STAG INDUSTRIES INC2018-09-06$16,305$13,391$2,914$2,914
15000. USA TREASURY NOTES 02.375% DUE 08/15/20242018-09-06$14,658$14,604$54$54
70000. USA TREASURY NOTES 02.375% DUE 08/15/20242018-07-262018-09-06$68,406$67,993$413$413
230. CONCHO RESOURCES INC2018-09-07$30,226$23,899$6,327$6,327
120. MASIMO CORPORATION2017-11-012018-09-07$14,164$10,795$3,369$3,369
30. MASIMO CORPORATION2017-11-012018-09-07$3,595$2,699$896$896
150. MONOLITHIC POWER SYSTEMS INC2014-10-152018-09-07$22,246$5,355$16,891$16,891
60. MASIMO CORPORATION2018-09-10$7,060$5,389$1,671$1,671
210. MASIMO CORPORATION2018-09-10$24,788$18,740$6,048$6,048
50. MASIMO CORPORATION2017-11-092018-09-10$5,894$4,455$1,439$1,439
60. MONOLITHIC POWER SYSTEMS INC2014-10-152018-09-10$8,781$2,142$6,639$6,639
20. MONOLITHIC POWER SYSTEMS INC2014-10-152018-09-10$2,906$714$2,192$2,192
100. STAG INDUSTRIES INC2018-04-022018-09-10$2,849$2,346$503$503
140. STAG INDUSTRIES INC2018-09-10$3,989$3,284$705$705
280. FACEBOOK INC2018-09-11$46,450$33,062$13,388$13,388
110. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S2018-09-11$5,152$3,275$1,877$1,877
2250. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S2018-09-11$105,387$55,438$49,949$49,949
1770. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S2018-09-11$82,657$42,005$40,652$40,652
760. LAM RESEARCH CORP2018-09-11$117,933$59,299$58,634$58,634
500. MASIMO CORPORATION2018-09-11$58,991$44,359$14,632$14,632
50. MASIMO CORPORATION2017-10-182018-09-11$5,907$4,338$1,569$1,569
60. MONOLITHIC POWER SYSTEMS INC2014-10-152018-09-11$8,692$2,142$6,550$6,550
470. STAG INDUSTRIES INC2018-09-11$13,336$10,938$2,398$2,398
150. MICHAEL KORS HOLDINGS LTD NAME CHANGE 01/02/192017-08-242018-09-11$11,077$6,267$4,810$4,810
220. CONCHO RESOURCES INC2018-09-12$31,226$22,619$8,607$8,607
120. MONOLITHIC POWER SYSTEMS INC2018-09-12$16,870$4,257$12,613$12,613
180. CONCHO RESOURCES INC2018-09-13$25,489$18,269$7,220$7,220
60. MONOLITHIC POWER SYSTEMS INC2014-10-152018-09-13$8,021$2,109$5,912$5,912
200. GENTEX CORP2014-07-242018-09-14$4,594$2,878$1,716$1,716
125000. USA TREASURY NOTES 02.375% DUE 08/15/20242018-09-14$121,201$121,376-$175-$175
4223.72 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282018-09-15$4,224$4,223$1$1
5528.21 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22017-10-242018-09-15$5,528$5,528
1402.44 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202018-09-15$1,402$1,402
7717.43 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022018-09-15$7,717$7,717
80000. GENERAL MOTORS FINL CO CALL 12/05/2022 COGT2018-01-022018-09-17$77,376$79,945-$2,569-$2,569
15000. USA TREASURY NOTES 01.500% DUE 12/31/20182018-08-272018-09-17$14,969$14,966$3$3
15000. USA TREASURY NOTES 02.375% DUE 05/15/20272018-03-282018-09-17$14,316$14,517-$201-$201
340. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF52017-11-302018-09-17$9,979$10,667-$688-$688
140. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF52017-11-302018-09-17$4,097$4,392-$295-$295
50. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF52017-11-302018-09-17$1,465$1,569-$104-$104
30000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT2017-04-172018-09-18$30,638$30,705-$67-$67
15000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT2018-06-122018-09-18$15,319$15,330-$11-$11
5000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT2018-06-122018-09-18$5,106$5,110-$4-$4
45000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT2018-06-122018-09-18$45,956$45,991-$35-$35
600. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF52018-09-18$17,592$18,822-$1,230-$1,230
50. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF52017-11-302018-09-18$1,467$1,568-$101-$101
410. INSTRUCTURE INC2018-07-242018-09-19$16,300$19,517-$3,217-$3,217
290. INSTRUCTURE INC2018-09-19$11,457$13,794-$2,337-$2,337
5000. USA TREASURY NOTES 02.375% DUE 08/15/20242018-05-012018-09-19$4,832$4,848-$16-$16
600. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF52017-11-302018-09-19$17,956$18,812-$856-$856
2040. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF52017-11-302018-09-19$60,621$63,959-$3,338-$3,338
280. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF52017-11-302018-09-19$8,366$8,779-$413-$413
240. NOVOCURE LTD SEDOL BYSS4X42017-12-132018-09-19$12,461$4,963$7,498$7,498
160. NOVOCURE LTD SEDOL BYSS4X42017-12-132018-09-19$8,227$3,309$4,918$4,918
200. INSTRUCTURE INC2018-07-232018-09-20$7,731$9,501-$1,770-$1,770
170. INSTRUCTURE INC2018-07-232018-09-20$6,702$8,075-$1,373-$1,373
510. INSTRUCTURE INC2018-09-20$20,042$20,777-$735-$735
40000. USA TREASURY NOTES 02.375% DUE 08/15/20242018-09-20$38,656$38,775-$119-$119
90000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-08-302018-09-20$88,119$88,864-$745-$745
100. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF52017-11-302018-09-20$2,994$3,135-$141-$141
770. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF52017-11-302018-09-20$23,127$24,141-$1,014-$1,014
210. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF52018-09-20$6,310$6,561-$251-$251
1440. ABBVIE INC2018-09-21$133,443$137,024-$3,581-$3,581
70000. BANK OF NY MELLON CORP SER MTN CALL 07/17/20 @100 UNSC2018-02-162018-09-21$69,416$69,642-$226-$226
5000. BANK OF NY MELLON CORP SER MTN CALL 07/17/20 @100 UNSC2018-02-162018-09-21$4,958$4,974-$16-$16
120. CONCHO RESOURCES INC2017-09-192018-09-21$17,350$12,012$5,338$5,338
1510. MARRIOTT INTERNATIONAL INC CL A2018-03-132018-09-21$197,971$215,777-$17,806-$17,806
200. NATIONAL RETAIL PPTYS INC2017-05-122018-09-21$8,899$7,558$1,341$1,341
260. UNITEDHEALTH GROUP INC COM2017-01-252018-09-21$69,193$42,091$27,102$27,102
660. VAIL RESORTS INC COM2018-09-21$188,334$148,364$39,970$39,970
100000. BERKSHIRE HATHAWAY FIN CO GUARNT2014-07-082018-09-24$102,647$103,744-$1,097-$1,097
70. CONCHO RESOURCES INC2018-09-24$10,249$7,007$3,242$3,242
1290000. USA TREASURY NOTES 01.500% DUE 12/31/20182018-08-272018-09-24$1,287,329$1,287,077$252$252
246. CONCHO RESOURCES INC2017-09-192018-09-25$36,948$24,615$12,333$12,333
300. NATIONAL RETAIL PPTYS INC2017-05-122018-09-25$13,148$11,337$1,811$1,811
15000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-03-172018-09-25$17,715$18,536-$821-$821
125000. USA TREASURY NOTE 01.875% DUE 01/31/20222018-09-242018-09-25$120,767$120,869-$102-$102
1. AMERICAN INTERNATIONAL GROUP INC2001-01-012018-09-26$565$565$565
70. CAMDEN PROPERTY2017-09-202018-09-26$6,539$6,608-$69-$69
230. CAMDEN PROPERTY2018-09-26$21,530$21,694-$164-$164
130000. EQT MIDSTREAM PARTNERS L SER 5Y CALL 06/15/20232018-06-212018-09-26$131,755$129,978$1,777$1,777
1. WEATHERFORD INTERNATIONAL LTD., SECURITIES LITIGATION2001-01-012018-09-26$50$50$50
1. BANK OF NEW YORK MELLON CORPORATION SECURITIES2001-01-012018-09-26$56$56$56
300. NATIONAL RETAIL PPTYS INC2018-09-26$13,124$6,555$6,569$6,569
25000. USA TREASURY NOTES 01.625% DUE 05/15/20262018-05-302018-09-26$22,583$22,838-$255-$255
70000. USA TREASURY NOTES 02.375% DUE 05/15/20272018-09-26$66,352$67,723-$1,371-$1,371
120. CAMDEN PROPERTY2018-09-27$10,994$11,313-$319-$319
160. CAMDEN PROPERTY2018-09-27$14,756$15,037-$281-$281
120. FULLER H B CO COM2018-09-27$6,373$6,648-$275-$275
420. FULLER H B CO COM2018-09-27$22,414$22,543-$129-$129
210. FULLER H B CO COM2017-05-032018-09-27$11,264$11,121$143$143
60000. HCA INC SR SECD2017-01-122018-09-27$63,600$63,738-$138-$138
20000. NOKIA OYJ SEDOL ISIN US654902AD732017-06-052018-09-27$19,620$19,900-$280-$280
90. CAMDEN PROPERTY2017-09-192018-09-28$8,235$8,440-$205-$205
60. CAMDEN PROPERTY2017-09-192018-09-28$5,472$5,627-$155-$155
5000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT2018-06-122018-09-28$5,101$5,111-$10-$10
100. NATIONAL RETAIL PPTYS INC2008-11-112018-09-28$4,438$1,353$3,085$3,085
130000. USA TREASURY NOTES 02.250% DUE 11/15/20252018-09-28$123,678$127,437-$3,759-$3,759
966.31 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182018-09-30$966$1,030-$64-$64
1303.42 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022018-09-30$1,303$1,400-$97-$97
380.72 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142018-09-30$381$397-$16-$16
1087.47 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112018-09-30$1,087$1,127-$40-$40
2100.36 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172018-09-30$2,100$2,157-$57-$57
3681.56 FEDERAL NATL MTG ASSN POOL AL26102018-09-30$3,682$3,733-$51-$51
541.66 FEDERAL NATL MTG ASSN POOL AL19482014-01-212018-09-30$542$563-$21-$21
876.1 FEDERAL NATL MTG ASSN POOL AL22422015-05-112018-09-30$876$934-$58-$58
1331.83 FEDERAL NATL MTG ASSN POOL AL31912015-04-282018-09-30$1,332$1,399-$67-$67
1621.73 FEDERAL NATL MTG ASSN POOL AL39042014-05-022018-09-30$1,622$1,686-$64-$64
1454.68 FEDERAL NATL MTG ASSN POOL AO59402012-06-182018-09-30$1,455$1,523-$68-$68
2001.82 FEDERAL NATL MTG ASSN POOL AO76272012-11-052018-09-30$2,002$2,078-$76-$76
295.39 FEDERAL NATL MTG ASSN POOL AP04952015-05-122018-09-30$295$308-$13-$13
994.27 FEDERAL NATL MTG ASSN POOL AP21332014-11-192018-09-30$994$1,027-$33-$33
427.46 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202018-09-30$427$446-$19-$19
355.69 FEDERAL NATL MTG ASSN POOL AS38412015-05-202018-09-30$356$368-$12-$12
1101.14 FEDERAL NATL MTG ASSN POOL AS53852015-09-112018-09-30$1,101$1,171-$70-$70
2313.84 FEDERAL NATL MTG ASSN POOL AS61112016-04-152018-09-30$2,314$2,471-$157-$157
1906.86 FEDERAL NATL MTG ASSN POOL AS71552016-06-172018-09-30$1,907$1,968-$61-$61
1466.58 FEDERAL NATL MTG ASSN POOL AS66202017-08-172018-09-30$1,467$1,520-$53-$53
827.97 FEDERAL NATL MTG ASSN POOL AS73432016-06-092018-09-30$828$852-$24-$24
2663.85 FEDERAL NATL MTG ASSN POOL AT21272014-11-142018-09-30$2,664$2,671-$7-$7
232.36 FEDERAL NATL MTG ASSN POOL AT78992015-09-152018-09-30$232$241-$9-$9
66.64 FEDERAL NATL MTG ASSN POOL 7250422005-05-122018-09-30$67$67
35.36 FEDERAL NATL MTG ASSN POOL 7287092003-12-182018-09-30$35$36-$1-$1
30.5 FEDERAL NATL MTG ASSN POOL 7351412005-04-292018-09-30$31$31
2845.65 FEDERAL NATL MTG ASSN POOL 7391872003-09-102018-09-30$2,846$2,860-$14-$14
103.4 FEDERAL NATL MTG ASSN POOL 7450872006-06-082018-09-30$103$100$3$3
19.39 FEDERAL NATL MTG ASSN POOL 8142602005-03-102018-09-30$19$19
725.25 FEDERAL NATL MTG ASSN POOL BC44422018-09-142018-09-30$725$697$28$28
2380.69 FEDERAL NATL MTG ASSN POOL BM39542018-06-062018-09-30$2,381$2,332$49$49
1543.33 FEDERAL NATL MTG ASSN POOL CA08332018-01-252018-09-30$1,543$1,571-$28-$28
1724.51 FEDERAL NATL MTG ASSN POOL AB18452011-08-162018-09-30$1,725$1,789-$64-$64
640.32 FEDERAL NATL MTG ASSN POOL AB20772011-04-152018-09-30$640$632$8$8
262.91 FEDERAL NATL MTG ASSN POOL AB45252012-05-162018-09-30$263$278-$15-$15
1327.24 FEDERAL NATL MTG ASSN POOL AB78592013-07-112018-09-30$1,327$1,331-$4-$4
844.28 FEDERAL NATL MTG ASSN POOL AC36682010-10-052018-09-30$844$876-$32-$32
546.56 FEDERAL NATL MTG ASSN POOL MA05622014-02-102018-09-30$547$585-$38-$38
1520.05 FEDERAL NATL MTG ASSN POOL MA12362014-09-042018-09-30$1,520$1,559-$39-$39
888.6 FEDERAL NATL MTG ASSN POOL MA14302015-05-122018-09-30$889$897-$8-$8
893.51 FEDERAL NATL MTG ASSN POOL MA15252016-03-092018-09-30$894$931-$37-$37
882.3 FEDERAL NATL MTG ASSN POOL MA26712016-10-282018-09-30$882$926-$44-$44
3593.49 FEDERAL NATL MTG ASSN POOL MA28032017-10-192018-09-30$3,593$3,612-$19-$19
866.85 FEDERAL NATL MTG ASSN POOL AD71342010-07-212018-09-30$867$915-$48-$48
359.05 FEDERAL NATL MTG ASSN POOL AD63692010-06-222018-09-30$359$370-$11-$11
830.47 FEDERAL NATL MTG ASSN POOL AE09812011-10-172018-09-30$830$841-$11-$11
1040.16 GOVT NATL MTG ASSN POOL AA82732012-08-282018-09-30$1,040$1,113-$73-$73
645.86 GOVT NATL MTG ASSN POOL 7443712012-02-162018-09-30$646$691-$45-$45
380. CAMDEN PROPERTY2018-10-01$35,251$35,600-$349-$349
290. CAMDEN PROPERTY2018-10-01$26,902$27,075-$173-$173
40. CAMDEN PROPERTY2018-10-01$3,742$3,517$225$225
110. FULLER H B CO COM2018-01-302018-10-01$5,826$5,814$12$12
170. FULLER H B CO COM2017-05-032018-10-01$9,003$9,003
130. HFF INC CLASS A2018-10-01$5,500$4,777$723$723
20000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT2018-06-122018-10-01$20,425$20,436-$11-$11
1740. NIKE INC CL B2016-08-242018-10-01$147,774$104,655$43,119$43,119
155000. USA TREASURY NOTE 01.875% DUE 01/31/20222018-10-01$149,920$149,885$35$35
65000. ANDEAVOR CALL 10/01/2047 UNSC2017-12-142018-10-02$65,065$64,526$539$539
240. FULLER H B CO COM2018-01-302018-10-02$12,398$12,686-$288-$288
440. HFF INC CLASS A2018-10-02$18,076$16,089$1,987$1,987
15000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT2018-07-192018-10-02$15,319$15,212$107$107
20000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT2018-07-192018-10-02$20,425$20,283$142$142
590. NIKE INC CL B2016-08-242018-10-02$48,887$35,486$13,401$13,401
85000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-03-172018-10-02$100,921$105,018-$4,097-$4,097
50000. USA TREASURY NOTES 02.500% DUE 02/15/20452018-04-022018-10-02$43,641$45,598-$1,957-$1,957
660. CATALENT INC2018-10-03$30,386$26,566$3,820$3,820
160. FULLER H B CO COM2018-10-03$8,180$8,443-$263-$263
170. FULLER H B CO COM2017-05-022018-10-03$8,691$8,980-$289-$289
2515. NIKE INC CL B2016-08-242018-10-03$207,486$151,268$56,218$56,218
40000. USA TREASURY NOTES 03.75% DUE 08/15/20412017-12-182018-10-03$42,714$47,451-$4,737-$4,737
20000. USA TREASURY NOTES 03.75% DUE 08/15/20412017-08-302018-10-03$21,357$23,753-$2,396-$2,396
80. WATSCO INC2008-06-272018-10-03$14,118$3,362$10,756$10,756
200. ASPEN INSURANCE HOLDINGS LTD MERGED 2/15/19 @ $42.75 P/S2017-05-192018-10-03$8,387$10,038-$1,651-$1,651
115000. USA TREASURY NOTE 01.875% DUE 01/31/20222018-09-242018-10-04$110,984$111,200-$216-$216
75000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-10-04$73,172$73,802-$630-$630
120000. USA TREASURY NOTES 02.375% DUE 05/15/20272018-10-04$112,833$115,288-$2,455-$2,455
10. WATSCO INC2008-06-272018-10-04$1,746$420$1,326$1,326
260. WATSCO INC2018-10-04$44,963$10,920$34,043$34,043
35000. AXA EQUITABLE HOLDINGS I SER 144A CALL 01/20/20282018-04-172018-10-05$33,592$34,935-$1,343-$1,343
30000. AXA EQUITABLE HOLDINGS I SER 144A CALL 10/20/20472018-04-172018-10-05$27,451$29,912-$2,461-$2,461
5000. CBS CORP CALL 07/15/2044 @ 100.000 COGT2017-05-122018-10-05$4,622$4,937-$315-$315
45000. CBS CORP CALL 07/15/2044 @ 100.000 COGT2017-05-122018-10-05$41,376$44,429-$3,053-$3,053
25000. CVS HEALTH CORP CALL 12/25/2027 UNSC2018-03-062018-10-05$24,520$24,649-$129-$129
60. FULLER H B CO COM2018-01-302018-10-05$3,058$3,165-$107-$107
620. FULLER H B CO COM2018-10-05$31,595$31,900-$305-$305
230. FULLER H B CO COM2017-07-062018-10-05$11,745$11,744$1$1
60. FULLER H B CO COM2018-10-05$3,059$3,063-$4-$4
1. WACHOVIA CORP MERGED 12/31/2008 SEE XXX-XX-XXXX2001-01-012018-10-05$20$20$20
180. WATSCO INC2018-10-05$31,170$7,552$23,618$23,618
190. FULLER H B CO COM2018-10-08$9,697$9,649$48$48
30. FULLER H B CO COM2018-05-042018-10-08$1,531$1,516$15$15
100. MSG NETWORKS INC2017-10-032018-10-08$2,613$2,129$484$484
200. MSG NETWORKS INC2017-10-092018-10-08$5,225$4,258$967$967
105. WATSCO INC2018-10-08$18,076$4,399$13,677$13,677
1200. VENATOR MATERIALS PLC SEDOL BF3ZNS52018-10-08$10,986$22,950-$11,964-$11,964
55. WATSCO INC2008-07-012018-10-09$9,499$2,301$7,198$7,198
210. BORG WARNER INC.2017-10-302018-10-10$8,230$11,039-$2,809-$2,809
3280. BORG WARNER INC.2018-10-10$128,539$146,432-$17,893-$17,893
80. MASIMO CORPORATION2017-10-172018-10-10$9,452$6,842$2,610$2,610
70. MASIMO CORPORATION2017-10-172018-10-10$8,214$5,987$2,227$2,227
50. OMNICELL INC2016-06-282018-10-10$3,244$1,688$1,556$1,556
80. OMNICELL INC2016-06-282018-10-10$5,121$2,701$2,420$2,420
120. OMNICELL INC2018-10-10$7,787$4,039$3,748$3,748
3720. US FOODS HOLDING CORP2018-07-102018-10-10$109,060$143,986-$34,926-$34,926
5000. USA TREASURY NOTES 02.375% DUE 05/15/20272018-07-272018-10-10$4,690$4,777-$87-$87
200. ASPEN INSURANCE HOLDINGS LTD MERGED 2/15/19 @ $42.75 P/S2018-10-10$8,356$10,036-$1,680-$1,680
70. TRINSEO S A SEDOL BN65SJ42018-10-10$4,551$5,073-$522-$522
760. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52018-10-10$20,501$20,929-$428-$428
200. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52018-10-10$5,395$5,396-$1-$1
570. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-10-11$11,675$14,965-$3,290-$3,290
120. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-10-11$2,436$3,151-$715-$715
260. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-10-11$5,273$6,826-$1,553-$1,553
200. MUELLER INDUSTRIES INC2018-10-11$5,176$6,468-$1,292-$1,292
180. NEXSTAR MEDIA GROUP INC2018-10-11$13,464$13,136$328$328
170. NEXSTAR MEDIA GROUP INC2018-10-11$12,696$11,813$883$883
20. NEXSTAR MEDIA GROUP INC2017-08-222018-10-11$1,494$1,220$274$274
110. OMNICELL INC2016-06-282018-10-11$6,953$3,694$3,259$3,259
200. VENATOR MATERIALS PLC SEDOL BF3ZNS52018-03-212018-10-11$1,782$3,752-$1,970-$1,970
30. ELDORADO RESORTS INC2016-11-302018-10-12$1,383$402$981$981
420. ELDORADO RESORTS INC2018-10-12$18,994$5,557$13,437$13,437
150. ELDORADO RESORTS INC2016-11-282018-10-12$6,737$1,980$4,757$4,757
170. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-10-12$3,552$4,463-$911-$911
210. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-10-12$4,444$5,514-$1,070-$1,070
30. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-10-12$628$788-$160-$160
180. OMNICELL INC2018-10-12$11,306$6,027$5,279$5,279
60. OMNICELL INC2016-06-272018-10-12$3,756$2,008$1,748$1,748
200. STONERIDGE INC2018-02-282018-10-12$4,986$4,438$548$548
3518.37 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282018-10-15$3,518$3,518
5061.71 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22017-10-242018-10-15$5,062$5,062
1212.83 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202018-10-15$1,213$1,213
6548.88 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022018-10-15$6,549$6,549
200. ORBOTECH LTD2008-08-142018-10-15$11,018$2,419$8,599$8,599
200. BENCHMARK ELECT2018-01-192018-10-16$4,735$6,168-$1,433-$1,433
630. NATIONAL VISION HOLDINGS INC2018-10-16$26,601$24,448$2,153$2,153
30. NATIONAL VISION HOLDINGS INC2018-10-16$1,253$1,039$214$214
1. AEGERION PHARMACEUTICALS INC 00767E1022001-01-012018-10-17$2,177$25$2,152$2,152
35000. USA TREASURY NOTE 01.875% DUE 01/31/20222018-09-242018-10-17$33,767$33,843-$76-$76
60000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-07-272018-10-17$58,556$59,027-$471-$471
3440. MICRON TECHNOLOGY INC2018-03-212018-10-18$142,531$211,837-$69,306-$69,306
60000. USA TREASURY NOTES 02.250% DUE 11/15/20252018-10-18$56,705$58,662-$1,957-$1,957
25000. USA TREASURY NOTE 01.875% DUE 01/31/20222018-09-242018-10-18$24,146$24,174-$28-$28
195000. USA TREASURY NOTES 02.500% DUE 08/15/20232018-10-18$190,453$191,474-$1,021-$1,021
7452. AMBEV SA-SPN ADR ADR SEDOL BG804F62016-06-062018-10-19$33,721$41,219-$7,498-$7,498
5725. AMBEV SA-SPN ADR ADR SEDOL BG804F62017-10-232018-10-19$25,906$38,015-$12,109-$12,109
5875. AMERICA MOVIL S A B DE C V SPON ADR L SHS2018-10-19$87,619$69,432$18,187$18,187
5493. BAYER A G SPONSORED ADR2018-10-19$122,875$108,592$14,283$14,283
10879. CEMEX S.A.B. DE CV SPONSORED ADR2016-06-062018-10-19$64,567$67,213-$2,646-$2,646
1235. COMMONWEALTH BK AUSTRALIA SPONSORED ADR2018-10-19$58,416$69,261-$10,845-$10,845
7600. DAIMLER AG-UNSPONSORED ADR SEDOL BYVH3312018-10-19$109,921$132,082-$22,161-$22,161
2650. GRUPO TELEVISA SA DE CV SPONSORED ADR REPSTG ORD PARTN2018-10-19$41,886$68,928-$27,042-$27,042
28418. LLOYDS TSB GROUP PLC SPONSORED ADR2013-10-302018-10-19$82,823$144,704-$61,881-$61,881
7675. RAKUTEN INC ADR2014-02-262018-10-19$54,219$116,011-$61,792-$61,792
2176. TORONTO-DOMINION BANK ISIN CA8911605092 SEDOL 28972222016-06-062018-10-19$123,788$97,670$26,118$26,118
4450. VODAPHONE GROUP PLC2017-01-302018-10-19$89,706$111,015-$21,309-$21,309
90. MGP INGREDIENTS INC2018-05-092018-10-22$6,798$7,985-$1,187-$1,187
1150. NEKTAR THERAPEUTICS2018-10-22$48,100$7,399$40,701$40,701
95. HNI CORP2018-10-23$3,888$2,418$1,470$1,470
105. HNI CORP2012-03-062018-10-23$4,115$2,670$1,445$1,445
80. MGP INGREDIENTS INC2018-10-23$5,821$7,043-$1,222-$1,222
50. MGP INGREDIENTS INC2018-05-112018-10-23$3,614$4,382-$768-$768
90. PACIFIC PREMIER BANCORP INC2018-09-202018-10-23$2,662$3,554-$892-$892
670. PACIFIC PREMIER BANCORP INC2018-10-23$19,828$26,451-$6,623-$6,623
120. PACIFIC PREMIER BANCORP INC2018-10-23$3,523$4,600-$1,077-$1,077
200000. FORD MOTOR CREDIT CO LLC CALL 01/15/2023 UNSC2018-07-262018-10-24$192,758$199,124-$6,366-$6,366
140. MGP INGREDIENTS INC2018-10-24$10,023$12,134-$2,111-$2,111
870. EVEREST RE GROUP LTD2015-12-292018-10-24$180,391$162,559$17,832$17,832
41. APPLIED MATERIALS INC2016-07-192018-10-25$1,337$1,088$249$249
3376. APPLIED MATERIALS INC2016-07-192018-10-25$110,158$89,559$20,599$20,599
200. BENCHMARK ELECT2017-12-132018-10-25$4,715$5,961-$1,246-$1,246
1670. DOWDUPONT INC REV SPLIT 06/03/192018-10-25$88,486$77,638$10,848$10,848
200. DOWDUPONT INC REV SPLIT 06/03/192016-02-112018-10-25$10,662$9,003$1,659$1,659
190. MGP INGREDIENTS INC2018-10-25$13,345$16,211-$2,866-$2,866
1340. PACIFIC PREMIER BANCORP INC2018-10-25$37,399$50,488-$13,089-$13,089
190. PACIFIC PREMIER BANCORP INC2018-10-25$5,303$7,044-$1,741-$1,741
20. PACIFIC PREMIER BANCORP INC2017-01-122018-10-25$559$735-$176-$176
110. PACIFIC PREMIER BANCORP INC2018-10-25$3,043$4,040-$997-$997
16.33 ACADIAN NON-US CONCENTRATED FUND2012-06-262018-10-25$26,201$18,953$7,248$7,248
113. APPLIED MATERIALS INC2016-07-192018-10-26$3,586$2,998$588$588
590. CLOVIS ONCOLOGY INC2018-10-26$10,599$37,880-$27,281-$27,281
580. CLOVIS ONCOLOGY INC2018-10-26$10,420$34,851-$24,431-$24,431
60. CLOVIS ONCOLOGY INC2018-04-042018-10-26$1,079$3,138-$2,059-$2,059
100. COMMVAULT SYSTEMS INC2018-10-26$5,905$5,590$315$315
50. COMMVAULT SYSTEMS INC2017-05-172018-10-26$2,968$2,788$180$180
100. DECKERS OUTDOOR CORP2018-10-26$11,559$6,628$4,931$4,931
50. DOWDUPONT INC REV SPLIT 06/03/192016-02-112018-10-26$2,609$2,251$358$358
250. MGP INGREDIENTS INC2018-10-26$16,836$18,628-$1,792-$1,792
900. MILACRON HOLDINGS CORP2018-10-26$12,927$18,083-$5,156-$5,156
1230. MILACRON HOLDINGS CORP2018-10-26$17,848$21,753-$3,905-$3,905
280. MILACRON HOLDINGS CORP2018-10-26$4,063$5,254-$1,191-$1,191
90. MILACRON HOLDINGS CORP2017-05-312018-10-26$1,302$1,558-$256-$256
600. PACIFIC PREMIER BANCORP INC2018-10-26$16,455$21,958-$5,503-$5,503
210. CLOVIS ONCOLOGY INC2018-04-042018-10-29$3,714$10,984-$7,270-$7,270
60. CLOVIS ONCOLOGY INC2018-04-042018-10-29$1,048$3,138-$2,090-$2,090
610. CLOVIS ONCOLOGY INC2018-10-29$10,641$28,245-$17,604-$17,604
20. COMMVAULT SYSTEMS INC2017-05-172018-10-29$1,152$1,115$37$37
170. COMMVAULT SYSTEMS INC2018-10-29$9,455$9,473-$18-$18
10. COMMVAULT SYSTEMS INC2017-12-012018-10-29$556$541$15$15
10. COMMVAULT SYSTEMS INC2017-12-012018-10-29$582$541$41$41
10. COMMVAULT SYSTEMS INC2016-09-302018-10-29$582$530$52$52
155. KBR INC2017-11-132018-10-29$2,912$2,943-$31-$31
445. KBR INC2017-11-132018-10-29$8,319$8,449-$130-$130
120. MILACRON HOLDINGS CORP2017-05-312018-10-29$1,702$2,077-$375-$375
60. MILACRON HOLDINGS CORP2018-10-29$847$1,038-$191-$191
1040. MILACRON HOLDINGS CORP2018-10-29$14,938$17,858-$2,920-$2,920
150. MUELLER INDUSTRIES INC2015-11-192018-10-29$3,804$4,646-$842-$842
50. MUELLER INDUSTRIES INC2018-02-052018-10-29$1,268$1,598-$330-$330
1080. PACIFIC PREMIER BANCORP INC2018-10-29$30,934$38,956-$8,022-$8,022
160. PACIFIC PREMIER BANCORP INC2017-01-092018-10-29$4,552$5,704-$1,152-$1,152
135. SELECTED INS GROUP INC2009-01-292018-10-29$8,647$2,190$6,457$6,457
90. COMMVAULT SYSTEMS INC2018-10-30$4,985$4,425$560$560
40. COMMVAULT SYSTEMS INC2015-02-272018-10-30$2,200$1,915$285$285
260. COMMVAULT SYSTEMS INC2018-10-30$14,307$12,442$1,865$1,865
40. COMMVAULT SYSTEMS INC2015-03-052018-10-30$2,202$1,912$290$290
100. DECKERS OUTDOOR CORP2017-05-262018-10-30$12,743$6,572$6,171$6,171
530. MILACRON HOLDINGS CORP2017-08-102018-10-30$7,505$9,010-$1,505-$1,505
170. MILACRON HOLDINGS CORP2017-08-102018-10-30$2,456$2,890-$434-$434
15. SELECTED INS GROUP INC2009-01-292018-10-30$985$243$742$742
100. UNITED FIRE GROUP INC2006-05-122018-10-30$5,400$2,800$2,600$2,600
10000. USA TREASURY NOTES 02.500% DUE 02/15/20452018-04-022018-10-30$8,499$9,120-$621-$621
50000. USA TREASURY NOTES 02.500% DUE 02/15/20452018-10-30$42,494$45,347-$2,853-$2,853
180000. USA TREASURY NOTES 01.500% DUE 12/31/20182018-08-272018-10-30$179,761$179,592$169$169
10. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82018-08-312018-10-31$635$701-$66-$66
250. BELDEN INC2018-06-052018-10-31$13,347$13,884-$537-$537
800. BELDEN INC2018-10-31$42,710$53,700-$10,990-$10,990
400. BENCHMARK ELECT2018-10-31$8,955$11,842-$2,887-$2,887
10. BIO RAD LABORATORIES INC CLASS A2018-09-282018-10-31$2,713$3,130-$417-$417
10. CANTEL MEDICAL CORP2018-09-122018-10-31$798$971-$173-$173
30. CATALENT INC2018-05-032018-10-31$1,192$1,202-$10-$10
30. CENTENNIAL RESOURCE DEVELO-A2018-05-102018-10-31$581$613-$32-$32
330. COMMVAULT SYSTEMS INC2018-10-31$19,007$15,752$3,255$3,255
70. COMMVAULT SYSTEMS INC2018-10-31$4,003$3,263$740$740
270. COMMVAULT SYSTEMS INC2018-10-31$15,418$11,065$4,353$4,353
1243.56 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182018-10-31$1,244$1,325-$81-$81
437.08 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022018-10-31$437$469-$32-$32
2078.38 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142018-10-31$2,078$2,167-$89-$89
974.25 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112018-10-31$974$1,010-$36-$36
1926.14 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172018-10-31$1,926$1,978-$52-$52
3547.6 FEDERAL NATL MTG ASSN POOL AL26102014-03-142018-10-31$3,548$3,569-$21-$21
758.09 FEDERAL NATL MTG ASSN POOL AL19482014-01-212018-10-31$758$788-$30-$30
1558.58 FEDERAL NATL MTG ASSN POOL AL22422015-05-112018-10-31$1,559$1,662-$103-$103
1080.69 FEDERAL NATL MTG ASSN POOL AL31912015-04-282018-10-31$1,081$1,135-$54-$54
1715.23 FEDERAL NATL MTG ASSN POOL AL39042014-05-022018-10-31$1,715$1,783-$68-$68
787.33 FEDERAL NATL MTG ASSN POOL AO59402012-06-182018-10-31$787$824-$37-$37
3595.49 FEDERAL NATL MTG ASSN POOL AO76272012-11-052018-10-31$3,595$3,731-$136-$136
303.43 FEDERAL NATL MTG ASSN POOL AP04952015-05-122018-10-31$303$316-$13-$13
1786.96 FEDERAL NATL MTG ASSN POOL AP21332014-11-192018-10-31$1,787$1,846-$59-$59
1838.76 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202018-10-31$1,839$1,917-$78-$78
510.43 FEDERAL NATL MTG ASSN POOL AS38412015-05-202018-10-31$510$528-$18-$18
1215.41 FEDERAL NATL MTG ASSN POOL AS53852015-09-112018-10-31$1,215$1,292-$77-$77
1603.67 FEDERAL NATL MTG ASSN POOL AS61112016-04-152018-10-31$1,604$1,713-$109-$109
1284.57 FEDERAL NATL MTG ASSN POOL AS71552016-06-172018-10-31$1,285$1,325-$40-$40
746.19 FEDERAL NATL MTG ASSN POOL AS66202017-08-172018-10-31$746$773-$27-$27
1063.04 FEDERAL NATL MTG ASSN POOL AS73432016-06-092018-10-31$1,063$1,094-$31-$31
3220.54 FEDERAL NATL MTG ASSN POOL AT21272014-11-142018-10-31$3,221$3,230-$9-$9
1136.2 FEDERAL NATL MTG ASSN POOL AT78992015-09-152018-10-31$1,136$1,177-$41-$41
63.25 FEDERAL NATL MTG ASSN POOL 7250422005-05-122018-10-31$63$64-$1-$1
183.08 FEDERAL NATL MTG ASSN POOL 7287092003-12-182018-10-31$183$186-$3-$3
32.1 FEDERAL NATL MTG ASSN POOL 7351412005-04-292018-10-31$32$32
158.53 FEDERAL NATL MTG ASSN POOL 7391872003-09-102018-10-31$159$159
51.13 FEDERAL NATL MTG ASSN POOL 7450872006-06-082018-10-31$51$50$1$1
19.53 FEDERAL NATL MTG ASSN POOL 8142602005-03-102018-10-31$20$20
2083.46 FEDERAL NATL MTG ASSN POOL BC44422018-09-142018-10-31$2,083$2,001$82$82
798.27 FEDERAL NATL MTG ASSN POOL BM32602018-10-042018-10-31$798$780$18$18
1862.26 FEDERAL NATL MTG ASSN POOL BM39542018-06-062018-10-31$1,862$1,824$38$38
442.42 FEDERAL NATL MTG ASSN POOL CA08332018-01-252018-10-31$442$450-$8-$8
1970.67 FEDERAL NATL MTG ASSN POOL AB18452011-08-162018-10-31$1,971$2,044-$73-$73
714.65 FEDERAL NATL MTG ASSN POOL AB20772011-04-152018-10-31$715$706$9$9
1150.04 FEDERAL NATL MTG ASSN POOL AB45252012-05-162018-10-31$1,150$1,215-$65-$65
2164.58 FEDERAL NATL MTG ASSN POOL AB78592013-07-112018-10-31$2,165$2,170-$5-$5
1652.14 FEDERAL NATL MTG ASSN POOL AC36682010-10-052018-10-31$1,652$1,714-$62-$62
291.01 FEDERAL NATL MTG ASSN POOL MA05622014-02-102018-10-31$291$311-$20-$20
1121.96 FEDERAL NATL MTG ASSN POOL MA12362014-09-042018-10-31$1,122$1,150-$28-$28
1252.89 FEDERAL NATL MTG ASSN POOL MA14302015-05-122018-10-31$1,253$1,265-$12-$12
1899.58 FEDERAL NATL MTG ASSN POOL MA15252016-03-092018-10-31$1,900$1,979-$79-$79
1605.19 FEDERAL NATL MTG ASSN POOL MA26712016-10-282018-10-31$1,605$1,685-$80-$80
3746.94 FEDERAL NATL MTG ASSN POOL MA28032017-10-192018-10-31$3,747$3,766-$19-$19
1478.95 FEDERAL NATL MTG ASSN POOL MA33842018-10-182018-10-31$1,479$1,481-$2-$2
705.58 FEDERAL NATL MTG ASSN POOL AD71342010-07-212018-10-31$706$745-$39-$39
2237.87 FEDERAL NATL MTG ASSN POOL AD63692010-06-222018-10-31$2,238$2,305-$67-$67
754.67 FEDERAL NATL MTG ASSN POOL AE09812011-10-172018-10-31$755$765-$10-$10
1085.72 GOVT NATL MTG ASSN POOL AA82732012-08-282018-10-31$1,086$1,161-$75-$75
1784.77 GOVT NATL MTG ASSN POOL 7443712012-02-162018-10-31$1,785$1,909-$124-$124
10. GREEN DOT CORP CLASS A2018-03-122018-10-31$759$680$79$79
10. HAEMONETICS CORP2018-09-102018-10-31$1,054$1,132-$78-$78
20. HAMILTON LANE INC-CLASS A2018-08-172018-10-31$764$940-$176-$176
10. HEICO CORP NEW CL A2018-04-052018-10-31$674$579$95$95
10. INGEVITY CORP2018-06-182018-10-31$914$827$87$87
10. LPL FINANCIAL HOLDINGS INC2018-06-052018-10-31$615$707-$92-$92
10. LINCOLN ELEC HLDGS INC2018-09-212018-10-31$804$976-$172-$172
100. MILACRON HOLDINGS CORP2017-08-102018-10-31$1,411$1,700-$289-$289
10. NEXSTAR MEDIA GROUP INC2017-08-222018-10-31$744$610$134$134
10. OMNICELL INC2016-06-272018-10-31$710$335$375$375
20. RUSH ENTERPRISES INC CL A2018-02-062018-10-31$705$977-$272-$272
10. RYDER SYSTEM INC2018-03-092018-10-31$560$762-$202-$202
200. SELECTED INS GROUP INC2018-10-31$13,172$3,216$9,956$9,956
200. SILICON MOTION TECHNOL ADR2018-10-31$7,457$2,261$5,196$5,196
10. TELEDYNE TECHNOLOGIES INC2018-10-012018-10-31$2,201$2,469-$268-$268
10. ULTIMATE SOFTWARE GROUP INC MERGED 05/03/19 @ $331.50 P/S2018-09-282018-10-31$2,663$3,224-$561-$561
200. UNITED FIRE GROUP INC2018-10-31$10,764$5,540$5,224$5,224
200. ASPEN INSURANCE HOLDINGS LTD MERGED 2/15/19 @ $42.75 P/S2016-08-252018-10-31$8,365$9,058-$693-$693
900. VENATOR MATERIALS PLC SEDOL BF3ZNS52018-10-31$6,045$16,297-$10,252-$10,252
200. CROSS COUNTRY HEALTHCARE INC2017-12-082018-11-01$1,902$2,864-$962-$962
270. HAMILTON LANE INC-CLASS A2018-11-01$9,248$12,633-$3,385-$3,385
40. HAMILTON LANE INC-CLASS A2018-08-162018-11-01$1,407$1,866-$459-$459
100. HAMILTON LANE INC-CLASS A2018-08-132018-11-01$3,360$4,644-$1,284-$1,284
100. KBR INC2017-02-092018-11-01$1,964$1,678$286$286
100. KBR INC2017-11-132018-11-01$1,964$1,899$65$65
20. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-11-01$353$525-$172-$172
120. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-11-01$2,115$3,151-$1,036-$1,036
195.616 LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092018-11-01$3,459$5,136-$1,677-$1,677
354.384 LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-01$6,267$9,118-$2,851-$2,851
140. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-01$2,486$3,562-$1,076-$1,076
200. MILACRON HOLDINGS CORP2017-08-102018-11-01$2,875$3,400-$525-$525
670. MILACRON HOLDINGS CORP2017-08-102018-11-01$9,626$11,390-$1,764-$1,764
160. OMNICELL INC2018-11-01$11,369$5,341$6,028$6,028
110. OMNICELL INC2016-06-242018-11-01$7,722$3,666$4,056$4,056
80. OMNICELL INC2018-11-01$5,615$2,666$2,949$2,949
40. OMNICELL INC2018-11-01$2,799$1,332$1,467$1,467
200. ASPEN INSURANCE HOLDINGS LTD MERGED 2/15/19 @ $42.75 P/S2012-01-242018-11-01$8,389$5,252$3,137$3,137
200. AEROJET ROCKETDYNE HLDGS INC2017-09-222018-11-02$7,490$6,791$699$699
130. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82018-11-02$8,290$9,088-$798-$798
400. BENCHMARK ELECT2018-11-02$9,258$11,493-$2,235-$2,235
20. BRIGHT HORIZONS FAMILY SOLUT2018-05-012018-11-02$2,304$1,879$425$425
180. BRIGHT HORIZONS FAMILY SOLUT2013-01-252018-11-02$20,737$5,035$15,702$15,702
30. BRIGHT HORIZONS FAMILY SOLUT2018-11-02$3,391$839$2,552$2,552
1100. GULFPORT ENERGY CORP NEW2018-11-02$9,994$44,048-$34,054-$34,054
155. GULFPORT ENERGY CORP NEW2016-10-062018-11-02$1,443$4,454-$3,011-$3,011
145. GULFPORT ENERGY CORP NEW2018-11-02$1,349$4,061-$2,712-$2,712
200. HNI CORP2018-11-02$7,724$5,054$2,670$2,670
30. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-02$527$761-$234-$234
230. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-02$3,961$5,805-$1,844-$1,844
204.384 LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-02-272018-11-02$3,565$5,130-$1,565-$1,565
15.616 LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-06-182018-11-02$272$394-$122-$122
40. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-02-272018-11-02$703$1,004-$301-$301
130. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-02$2,242$3,261-$1,019-$1,019
90. MILACRON HOLDINGS CORP2017-08-102018-11-02$1,317$1,530-$213-$213
1000. MILACRON HOLDINGS CORP2017-08-102018-11-02$14,716$17,000-$2,284-$2,284
410. MILACRON HOLDINGS CORP2017-11-172018-11-02$6,034$6,724-$690-$690
380. MILACRON HOLDINGS CORP2017-11-172018-11-02$5,577$6,232-$655-$655
40. OMNICELL INC2016-06-272018-11-02$2,788$1,331$1,457$1,457
800. TEREX CORP NEW2018-11-02$24,418$32,949-$8,531-$8,531
300. VENATOR MATERIALS PLC SEDOL BF3ZNS52018-03-292018-11-02$1,969$5,336-$3,367-$3,367
200. BENCHMARK ELECT2016-01-202018-11-05$4,819$3,806$1,013$1,013
3309. FIRST DATA CORP- CLASS A MERGED 07/29/192018-09-112018-11-05$61,039$83,962-$22,923-$22,923
345. FIRST DATA CORP- CLASS A MERGED 07/29/192018-09-112018-11-05$6,379$8,754-$2,375-$2,375
80. MILACRON HOLDINGS CORP2017-11-172018-11-05$1,148$1,312-$164-$164
600. MILACRON HOLDINGS CORP2017-11-172018-11-05$8,676$9,840-$1,164-$1,164
340. MILACRON HOLDINGS CORP2017-11-172018-11-05$4,945$5,576-$631-$631
50. MILACRON HOLDINGS CORP2017-11-172018-11-05$729$820-$91-$91
360. OMNICELL INC2018-11-05$24,519$11,894$12,625$12,625
1830. TEXAS INSTRS INC COM2015-12-022018-11-05$174,752$105,788$68,964$68,964
560. TEXAS INSTRS INC COM2015-12-022018-11-05$53,328$32,372$20,956$20,956
290. ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B82018-11-06$18,116$20,141-$2,025-$2,025
2796. FIRST DATA CORP- CLASS A MERGED 07/29/192018-11-06$52,228$70,920-$18,692-$18,692
550. FIRST DATA CORP- CLASS A MERGED 07/29/192018-09-112018-11-06$10,267$13,844-$3,577-$3,577
590. FRONTDOOR INC-W/I2018-11-06$13,706$26,102-$12,396-$12,396
550. FRONTDOOR INC-W/I2018-11-06$12,973$24,196-$11,223-$11,223
1050. FRONTDOOR INC-W/I2018-11-06$25,756$45,600-$19,844-$19,844
30. FRONTDOOR INC-W/I2018-10-032018-11-06$729$1,292-$563-$563
140. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-02-282018-11-06$2,524$3,505-$981-$981
30. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-02-282018-11-06$539$751-$212-$212
3246. LUXOTTICA GROUP S P A SPONSORED ADR2018-11-06$203,970$65,003$138,967$138,967
170. MERIDIAN BIOSCIENCE INC2017-12-042018-11-06$2,795$2,609$186$186
30. MERIDIAN BIOSCIENCE INC2017-10-312018-11-06$493$450$43$43
80. MILACRON HOLDINGS CORP2017-11-172018-11-06$1,181$1,312-$131-$131
20. OMNICELL INC2016-11-012018-11-06$1,396$649$747$747
7990. PARTY CITY HOLDCO INC2018-11-06$79,843$120,964-$41,121-$41,121
240. PARTY CITY HOLDCO INC2018-02-062018-11-06$2,396$3,536-$1,140-$1,140
530. PARTY CITY HOLDCO INC2018-11-06$5,286$7,788-$2,502-$2,502
800. SABRA HEALTH CARE REIT INC2018-11-06$16,643$18,069-$1,426-$1,426
100. BENCHMARK ELECT2016-01-202018-11-07$2,442$1,903$539$539
200. ELECTRO SCIENTIFIC INDUSTRIES IN2018-03-152018-11-07$5,884$4,133$1,751$1,751
100. FIBROGEN INC2018-11-07$4,357$6,387-$2,030-$2,030
80. FIBROGEN INC2018-11-07$3,435$5,081-$1,646-$1,646
450. FRONTDOOR INC-W/I2018-11-07$10,400$19,223-$8,823-$8,823
250. FRONTDOOR INC-W/I2018-11-07$5,929$10,105-$4,176-$4,176
160. FRONTDOOR INC-W/I2018-11-07$3,722$6,361-$2,639-$2,639
320. FRONTDOOR INC-W/I2018-11-07$7,502$12,702-$5,200-$5,200
100. FRONTDOOR INC-W/I2018-11-07$2,311$3,962-$1,651-$1,651
240. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-07$4,291$5,990-$1,699-$1,699
760. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-07$13,588$18,888-$5,300-$5,300
70. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-03-272018-11-07$1,266$1,732-$466-$466
170. MERIDIAN BIOSCIENCE INC2018-11-07$2,885$2,547$338$338
30. MERIDIAN BIOSCIENCE INC2017-11-302018-11-07$509$448$61$61
250. MILACRON HOLDINGS CORP2018-11-07$3,648$3,863-$215-$215
50. MILACRON HOLDINGS CORP2017-11-172018-11-07$730$820-$90-$90
300. NN INC2018-09-142018-11-07$3,687$4,800-$1,113-$1,113
180. NN INC2018-09-142018-11-07$2,215$2,880-$665-$665
500. OMNICELL INC2018-11-07$35,146$16,231$18,915$18,915
2060. PARTY CITY HOLDCO INC2018-11-07$20,532$30,177-$9,645-$9,645
870. PARTY CITY HOLDCO INC2018-11-07$8,676$12,185-$3,509-$3,509
380. PARTY CITY HOLDCO INC2018-11-07$3,765$5,221-$1,456-$1,456
45000. USA TREASURY NOTES 02.250% DUE 11/15/20252018-11-07$42,529$42,912-$383-$383
10000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-03-082018-11-07$9,451$9,769-$318-$318
205000. USA TREASURY NOTES 01.625% DUE 08/15/20222018-11-07$194,790$199,940-$5,150-$5,150
30. TRINSEO S A SEDOL BN65SJ42017-11-202018-11-07$1,784$2,162-$378-$378
220. TRINSEO S A SEDOL BN65SJ42018-11-07$13,082$15,876-$2,794-$2,794
530. TRINSEO S A SEDOL BN65SJ42018-11-07$31,384$37,923-$6,539-$6,539
70. TRINSEO S A SEDOL BN65SJ42018-11-07$4,145$5,001-$856-$856
490. TRINSEO S A SEDOL BN65SJ42018-11-07$28,707$34,883-$6,176-$6,176
480. ALARM.COM HOLDINGS INC2018-11-08$24,375$27,782-$3,407-$3,407
320. ALARM.COM HOLDINGS INC2018-11-08$16,201$18,151-$1,950-$1,950
50. ALARM.COM HOLDINGS INC2018-09-062018-11-08$2,599$2,768-$169-$169
870. BURLINGTON STORES INC2018-11-08$150,142$53,906$96,236$96,236
550. FIBROGEN INC2018-11-08$23,975$34,591-$10,616-$10,616
240. FIBROGEN INC2018-11-08$10,434$14,652-$4,218-$4,218
170. FRONTDOOR INC-W/I2018-11-08$3,810$6,731-$2,921-$2,921
260. FRONTDOOR INC-W/I2018-11-08$5,811$10,224-$4,413-$4,413
140. FRONTDOOR INC-W/I2018-05-142018-11-08$3,076$5,489-$2,413-$2,413
120. FRONTDOOR INC-W/I2018-05-142018-11-08$2,548$4,705-$2,157-$2,157
30. FRONTDOOR INC-W/I2018-05-142018-11-08$676$1,176-$500-$500
50. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-03-272018-11-08$902$1,237-$335-$335
150. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-03-272018-11-08$2,679$3,711-$1,032-$1,032
200. MERIDIAN BIOSCIENCE INC2018-11-08$3,911$2,987$924$924
600. NN INC2018-09-142018-11-08$5,589$9,600-$4,011-$4,011
880. NN INC2018-09-142018-11-08$8,046$14,080-$6,034-$6,034
1230. PARTY CITY HOLDCO INC2018-11-08$10,979$16,799-$5,820-$5,820
400. TITAN TECHNOLOGIES CORP2018-11-08$4,358$10,664-$6,306-$6,306
155. ASPEN INSURANCE HOLDINGS LTD MERGED 2/15/19 @ $42.75 P/S2011-06-152018-11-08$6,515$4,025$2,490$2,490
150. TRINSEO S A SEDOL BN65SJ42017-10-312018-11-08$8,666$10,676-$2,010-$2,010
50. DECKERS OUTDOOR CORP2017-05-262018-11-09$6,775$3,286$3,489$3,489
90. FIBROGEN INC2018-11-09$3,788$5,459-$1,671-$1,671
180. FIBROGEN INC2018-06-192018-11-09$7,685$10,877-$3,192-$3,192
120. FIRST COMMUNITY BANKSHARES INC2015-11-192018-11-09$4,148$2,393$1,755$1,755
140. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-03-272018-11-09$2,580$3,464-$884-$884
420. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-09$7,849$10,037-$2,188-$2,188
20. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-08-142018-11-09$372$469-$97-$97
250. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-09$4,656$5,865-$1,209-$1,209
1. MERRILL LYNCH & CO SUB2001-01-012018-11-09$45$45$45
620. NN INC2018-09-142018-11-09$4,892$9,920-$5,028-$5,028
260. NN INC2018-09-142018-11-09$2,101$4,160-$2,059-$2,059
300. TITAN TECHNOLOGIES CORP2018-11-09$3,247$6,746-$3,499-$3,499
45. ASPEN INSURANCE HOLDINGS LTD MERGED 2/15/19 @ $42.75 P/S2011-06-152018-11-09$1,892$1,168$724$724
450. TRINSEO S A SEDOL BN65SJ42018-11-09$24,360$31,980-$7,620-$7,620
220. TRINSEO S A SEDOL BN65SJ42017-10-312018-11-09$12,041$15,574-$3,533-$3,533
160. TRINSEO S A SEDOL BN65SJ42017-11-172018-11-09$8,757$11,321-$2,564-$2,564
50. FIRST COMMUNITY BANKSHARES INC2015-11-192018-11-12$1,728$997$731$731
200. JELD-WEN HOLDING INC2018-02-282018-11-12$3,612$5,877-$2,265-$2,265
349.384 LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-12$6,266$7,992-$1,726-$1,726
260.616 LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-12$4,674$5,978-$1,304-$1,304
140. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-08-132018-11-12$2,514$3,173-$659-$659
920. NN INC2018-09-142018-11-12$6,723$14,720-$7,997-$7,997
200. TITAN TECHNOLOGIES CORP2015-11-192018-11-12$2,177$4,418-$2,241-$2,241
30. FIRST COMMUNITY BANKSHARES INC2015-11-192018-11-13$1,033$598$435$435
270. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-08-132018-11-13$5,038$6,119-$1,081-$1,081
30. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-08-132018-11-13$560$680-$120-$120
45000. AT&T INC CALL 11/15/2045 @ 100.000 UNSC2018-11-14$38,859$44,532-$5,673-$5,673
50000. GENERAL ELECTRIC CO SR UNSECD2018-11-14$38,371$49,358-$10,987-$10,987
10000. JP MORGAN CHASE & CO SR UNSEC CALL 7/24/37 @ 1002017-12-132018-11-14$9,017$10,316-$1,299-$1,299
130.616 LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-08-132018-11-14$2,416$2,960-$544-$544
19.384 LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-11-092018-11-14$359$434-$75-$75
70. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-11-092018-11-14$1,294$1,567-$273-$273
30000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-03-172018-11-14$35,084$37,028-$1,944-$1,944
40000. USA TREASURY NOTE 01.625% DUE 12/31/20192018-05-302018-11-14$39,494$39,544-$50-$50
1040. FERRARI NV - W/I SEDOL BZ1GMK52018-07-032018-11-14$115,520$139,768-$24,248-$24,248
78. ALPHABET INC/CA-CL A2015-07-282018-11-15$82,758$51,272$31,486$31,486
70. AMAZON.COM INC2018-05-032018-11-15$110,656$108,605$2,051$2,051
127. AMGEN INC2014-03-032018-11-15$24,216$15,679$8,537$8,537
225. AMPHENOL CORP NEW CL A2018-11-052018-11-15$19,674$20,159-$485-$485
789. APPLE INC2018-11-15$149,758$20,485$129,273$129,273
258. AUTOMATIC DATA PROCESSING INC2018-05-292018-11-15$37,215$33,400$3,815$3,815
31. AUTOZONE INC2018-09-212018-11-15$25,016$23,787$1,229$1,229
529. BAXTER INTERNATIONAL INC2018-05-312018-11-15$34,134$37,828-$3,694-$3,694
80. BIOGEN INC2016-05-172018-11-15$25,469$19,426$6,043$6,043
165. BOEING CO2018-11-15$56,384$45,388$10,996$10,996
365. BRISTOL MYERS SQUIBB CO2018-09-052018-11-15$19,339$22,315-$2,976-$2,976
93. BROADCOM INC2018-11-052018-11-15$21,931$20,347$1,584$1,584
129. BURLINGTON STORES INC2015-04-202018-11-15$21,688$7,186$14,502$14,502
551. CBRE GROUP INC2018-11-15$23,582$25,310-$1,728-$1,728
480. CDW CORP/DE2014-06-202018-11-15$42,192$15,398$26,794$26,794
502. CSX CORP COM2018-08-092018-11-15$35,910$36,518-$608-$608
290. CELANESE CORP2018-05-162018-11-15$29,458$32,254-$2,796-$2,796
154. CENTENE CORP2018-09-212018-11-15$20,743$22,151-$1,408-$1,408
408. CHURCH & DWIGHT INC2018-08-092018-11-15$26,713$22,779$3,934$3,934
451. CISCO SYS INC COM2018-10-252018-11-15$20,786$20,530$256$256
821. COMCAST CORPORATION CL A2018-11-15$31,333$19,834$11,499$11,499
99. COSTCO WHSL CORP NEW COM2018-07-252018-11-15$22,641$21,687$954$954
762. DISCOVERY INC CLASS A2018-07-032018-11-15$24,173$20,933$3,240$3,240
258. DOLLAR GENERAL CORP2018-11-142018-11-15$28,883$30,174-$1,291-$1,291
348. E*TRADE FINANCIAL CORP2018-07-112018-11-15$18,087$21,333-$3,246-$3,246
291. EASTMAN CHEM CO2018-03-062018-11-15$24,004$30,536-$6,532-$6,532
403. FACEBOOK INC2016-02-012018-11-15$57,459$46,401$11,058$11,058
114. FEDEX CORPORATION2018-05-162018-11-15$25,667$28,270-$2,603-$2,603
3716.43 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282018-11-15$3,716$3,716
227. FIVE BELOW2018-11-142018-11-15$27,015$28,187-$1,172-$1,172
6028.18 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22017-10-242018-11-15$6,028$6,028
1315.7 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202018-11-15$1,316$1,316
316. HOME DEPOT INC COM2011-12-022018-11-15$55,765$12,666$43,099$43,099
628. INTEL CORP2016-02-012018-11-15$29,811$19,374$10,437$10,437
67. INTUITIVE SURGICAL INC2018-02-142018-11-15$33,618$27,041$6,577$6,577
485. JACOBS ENGINEERING GROUP INC2018-11-15$36,136$35,156$980$980
387. KOHLS CORP COM2018-11-142018-11-15$28,286$31,449-$3,163-$3,163
50. LPL FINANCIAL HOLDINGS INC2018-06-052018-11-15$3,092$3,536-$444-$444
360. LPL FINANCIAL HOLDINGS INC2018-11-15$22,183$24,024-$1,841-$1,841
351. LAMB WESTON HOLDING INC-W/I2018-10-252018-11-15$28,915$27,314$1,601$1,601
240. LILLY ELI & CO2018-07-102018-11-15$26,565$21,129$5,436$5,436
160. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-15$2,951$3,574-$623-$623
181. MASTERCARD INC CL A2018-11-15$35,753$19,220$16,533$16,533
178. MCCORMICK & CO INC COM NON VTG2018-07-102018-11-15$26,640$21,041$5,599$5,599
203. MCDONALDS CORP COM2017-05-092018-11-15$37,006$29,341$7,665$7,665
1328. MICROSOFT CORP2018-11-15$140,131$135,937$4,194$4,194
495. MORGAN STANLEY2016-09-302018-11-15$21,715$15,830$5,885$5,885
231. MOTOROLA SOLUTIONS INC2018-03-122018-11-15$29,701$25,201$4,500$4,500
76. NORTHROP GRUMMAN CORPORATION2015-07-162018-11-15$20,581$12,899$7,682$7,682
329. OCCIDENTAL PETE CORP COM2018-06-122018-11-15$23,732$28,217-$4,485-$4,485
270. PRICE T ROWE GROUP INC COM2017-12-082018-11-15$25,603$27,774-$2,171-$2,171
6. PRICE T ROWE GROUP INC COM2017-08-302018-11-15$569$504$65$65
116. RAYTHEON COMPANY2016-01-252018-11-15$21,111$13,806$7,305$7,305
1091. REGIONS FINANCIAL CORP2018-03-282018-11-15$17,818$19,906-$2,088-$2,088
141. S&P GLOBAL INC2016-07-292018-11-15$25,164$17,226$7,938$7,938
459. TOTAL SYSTEMS SERVICES INC2017-07-072018-11-15$40,703$26,977$13,726$13,726
7057.08 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022018-11-15$7,057$7,057
129. UNITED RENTALS INC COM2018-09-212018-11-15$15,098$22,054-$6,956-$6,956
252. UNITED TECHNOLOGIES CORP COM2018-07-112018-11-15$32,253$31,562$691$691
240. UNITEDHEALTH GROUP INC COM2018-11-15$63,054$34,782$28,272$28,272
421. WASTE MANAGEMENT INC2018-03-122018-11-15$38,446$36,535$1,911$1,911
125. WELLCARE HEALTH PLANS, INC.2018-06-082018-11-15$30,876$29,151$1,725$1,725
163. ZEBRA TECHNOLOGIES CORP CLASS A2018-10-182018-11-15$28,654$27,459$1,195$1,195
200. VENATOR MATERIALS PLC SEDOL BF3ZNS52018-03-292018-11-15$1,205$3,557-$2,352-$2,352
308. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH01029931822018-11-15$23,520$24,120-$600-$600
220. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-16$4,140$4,814-$674-$674
100. REGAL BELOIT CORP2018-03-292018-11-16$7,781$7,230$551$551
50. REGAL BELOIT CORP2014-02-052018-11-16$3,890$3,589$301$301
200. STERLING BANCORP2018-11-16$3,700$3,332$368$368
300. VENATOR MATERIALS PLC SEDOL BF3ZNS52018-03-292018-11-16$1,631$5,336-$3,705-$3,705
11750. HANESBRANDS INC - W/I2018-11-19$173,582$268,505-$94,923-$94,923
50. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-19$906$1,084-$178-$178
40. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-19$715$839-$124-$124
45. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532018-11-19$817$907-$90-$90
300. VENATOR MATERIALS PLC SEDOL BF3ZNS52018-11-19$1,659$5,324-$3,665-$3,665
310. ALBEMARLE CORP2018-05-022018-11-20$29,645$30,517-$872-$872
50. ALLEGHANY CORP DEL2016-05-042018-11-20$30,899$25,827$5,072$5,072
50. ALPHABET INC/CA-CL C2017-03-152018-11-20$50,057$42,333$7,724$7,724
6. ALPHABET INC/CA-CL C2005-12-212018-11-20$6,105$1,276$4,829$4,829
10. ALPHABET INC/CA-CL A2018-11-192018-11-20$10,244$10,308-$64-$64
500. ALTRIA GROUP INC2016-05-042018-11-20$28,069$31,725-$3,656-$3,656
10. AMAZON.COM INC2005-12-212018-11-20$15,014$488$14,526$14,526
310. APPLE INC2016-06-162018-11-20$54,997$30,052$24,945$24,945
40. ASSURANT INC2016-11-112018-11-20$3,883$3,314$569$569
.186 BANCO SANTANDER S A ADR2012-07-262018-11-20$1$1
600. BANK OF AMERICA CORP2016-05-042018-11-20$16,221$8,476$7,745$7,745
210. BANK NEW YORK MELLON CORP COM2018-06-152018-11-20$10,342$11,978-$1,636-$1,636
360. BERKSHIRE HATHAWAY INC CLASS B2016-05-042018-11-20$76,007$51,881$24,126$24,126
5. BIOGEN INC2018-11-192018-11-20$1,596$1,585$11$11
80. BLACKROCK INC2016-05-042018-11-20$31,908$28,258$3,650$3,650
300. BLOCK H & R INC2018-11-20$8,331$7,919$412$412
340. BRISTOL MYERS SQUIBB CO2016-05-042018-11-20$18,013$23,963-$5,950-$5,950
120. CIT GROUP INC2018-07-252018-11-20$5,294$6,347-$1,053-$1,053
120. CAPITAL ONE FINANCIAL CORP2015-12-292018-11-20$10,311$8,855$1,456$1,456
560. CARMAX INC2016-05-042018-11-20$34,194$28,771$5,423$5,423
680. CARNIVAL CORP SEDOL 25230442016-05-042018-11-20$39,606$33,409$6,197$6,197
190. CHEVRON CORPORATION2018-11-20$22,019$9,861$12,158$12,158
700. CISCO SYS INC COM2016-05-042018-11-20$31,188$18,487$12,701$12,701
400. COCACOLA CO2016-05-042018-11-20$20,056$18,023$2,033$2,033
110. DAVITA HEALTHCARE PARTNERS INC2017-03-012018-11-20$6,505$7,633-$1,128-$1,128
90. DEERE & CO2012-08-292018-11-20$12,289$6,676$5,613$5,613
480. DOLLAR TREE INC2018-11-20$39,253$38,697$556$556
310. EBAY INC2018-07-252018-11-20$8,736$10,528-$1,792-$1,792
120. FEDEX CORPORATION2016-05-042018-11-20$26,523$19,844$6,679$6,679
150. GENERAL DYNAMICS CORP2016-05-042018-11-20$26,318$21,152$5,166$5,166
300. GENTEX CORP2017-09-222018-11-20$6,626$5,845$781$781
280. GLAXO WELLCOME PLC SPONSORED ADR2017-03-012018-11-20$11,432$11,632-$200-$200
170. HOME DEPOT INC COM2018-04-022018-11-20$28,845$29,387-$542-$542
20. IAC / INTERACTIVECORP-W/I2015-12-292018-11-20$3,304$1,220$2,084$2,084
50. INTERNATIONAL BANCSHARES CORP2015-12-292018-11-20$1,915$1,340$575$575
90. KLA TENCOR CORP2018-07-252018-11-20$8,489$9,302-$813-$813
150. LOWES COMPANIES INC2016-05-042018-11-20$13,194$11,381$1,813$1,813
150. MARTIN MARIETTA MATLS INC2018-08-072018-11-20$27,732$31,361-$3,629-$3,629
20. MCKESSON HBOC INC COMMN2017-09-272018-11-20$2,478$3,110-$632-$632
380. NESTLE S A SPONSORED ADR REPSTG REG SH2018-10-012018-11-20$31,777$31,723$54$54
70. NEW MARKET CORPORATION2016-05-042018-11-20$27,984$28,572-$588-$588
260. NORFOLK SOUTHN CORP COM2016-05-042018-11-20$42,332$23,021$19,311$19,311
90. O REILLY AUTOMOTIVE INC2016-05-042018-11-20$30,922$24,167$6,755$6,755
190. PAYCHEX INC COM2018-02-162018-11-20$12,768$12,656$112$112
50. PAYCHEX INC COM2016-09-282018-11-20$3,360$2,877$483$483
150. PEPSICO INC COM2018-11-20$17,488$17,145$343$343
840. PROGRESSIVE CORP OHIO2016-05-042018-11-20$53,493$27,604$25,889$25,889
170. ROCHE HOLDINGS LTD ADR2018-09-272018-11-20$5,283$5,158$125$125
3720. SANOFI SPONSORED ADR2018-11-20$166,921$159,941$6,980$6,980
200. SCHWAB CHARLES CORP NEW2018-11-20$8,945$2,561$6,384$6,384
540. SOUTHWEST AIRLINES COM2017-01-202018-11-20$27,871$27,538$333$333
300. STONERIDGE INC2018-11-20$7,960$4,773$3,187$3,187
100. SUNTRUST BANKS INC COM2015-12-292018-11-20$6,158$4,383$1,775$1,775
200. SYNCHRONY FINANCIAL2017-08-172018-11-20$5,081$6,045-$964-$964
150. TEVA PHARMA INDS ADR 1 ADR REPRESENTS 10 SHS2018-11-192018-11-20$3,279$3,282-$3-$3
80. THE TRAVELERS COS INC2015-12-292018-11-20$10,284$9,198$1,086$1,086
8500. TWENTY-FIRST CENTURY-CL B-WI2015-12-292018-11-20$412,538$234,724$177,814$177,814
70. VALERO ENERGY CORP NEW COM2017-10-162018-11-20$5,518$5,419$99$99
180. VECTRUS INC-WHEN ISSUED2014-10-092018-11-20$4,256$3,609$647$647
310. VERIZON COMMUNICATIONS COM2016-05-042018-11-20$18,617$15,767$2,850$2,850
370. VISA INC CLASS A SHARES2016-05-042018-11-20$48,430$28,426$20,004$20,004
590. WELLS FARGO & CO NEW COM2018-11-20$31,067$26,857$4,210$4,210
140. WELLS FARGO & CO NEW COM2015-09-222018-11-20$7,354$7,100$254$254
500. WESTERN UNION CO - W/I2015-12-292018-11-20$9,271$9,218$53$53
170. XILINX INC COM2015-02-272018-11-20$14,293$7,182$7,111$7,111
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370. LPL FINANCIAL HOLDINGS INC2018-11-21$22,721$24,198-$1,477-$1,477
80. LPL FINANCIAL HOLDINGS INC2018-11-23$4,861$5,201-$340-$340
1. NU SKIN ENTERPRISES 67018T1052001-01-012018-11-23$1,532$25$1,507$1,507
1. AMERICAN INTERNATIONAL GROUP INC2001-01-012018-11-27$710$710$710
1. AMERICAN INTERNATIONAL GROUP INC2001-01-012018-11-27$153$153$153
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175000. AMERICAN EXPRESS CREDIT ACCOUN SERIES 2017 1 CLASS A2017-02-132018-11-28$172,498$174,959-$2,461-$2,461
300. VENATOR MATERIALS PLC SEDOL BF3ZNS52018-11-28$1,630$5,316-$3,686-$3,686
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130000. USA TREASURY NOTES 02.375% DUE 05/15/20272018-11-29$123,972$124,163-$191-$191
742. APPLE INC2006-03-282018-11-30$132,072$6,329$125,743$125,743
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659.73 FEDERAL NATL MTG ASSN POOL AS61112016-04-152018-11-30$660$704-$44-$44
1467.92 FEDERAL NATL MTG ASSN POOL AS71552016-06-172018-11-30$1,468$1,514-$46-$46
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61.81 FEDERAL NATL MTG ASSN POOL 7250422005-05-122018-11-30$62$62
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30.37 FEDERAL NATL MTG ASSN POOL 7351412005-04-292018-11-30$30$31-$1-$1
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656. FEDEX CORPORATION2018-11-30$149,683$162,410-$12,727-$12,727
200. FIRST COMMUNITY BANKSHARES INC2015-11-192018-11-30$6,939$3,988$2,951$2,951
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390. HAMILTON LANE INC-CLASS A2018-11-30$14,697$18,107-$3,410-$3,410
60. HAMILTON LANE INC-CLASS A2018-08-102018-11-30$2,271$2,784-$513-$513
2785. JACOBS ENGINEERING GROUP INC2018-07-102018-11-30$182,390$184,566-$2,176-$2,176
50. MKS INSTRS INC2018-08-142018-11-30$3,866$4,600-$734-$734
1. AVON PRODUCTS, INC SECURITIES LITIGATION XXX-XX-XXXX2001-01-012018-11-30$181$25$156$156
20. NEXSTAR MEDIA GROUP INC2018-11-122018-11-30$1,653$1,620$33$33
30. NEXSTAR MEDIA GROUP INC2018-11-122018-11-30$2,478$2,429$49$49
180. NEXSTAR MEDIA GROUP INC2018-11-30$14,869$10,882$3,987$3,987
100. SELECTED INS GROUP INC2011-06-152018-11-30$6,619$1,566$5,053$5,053
150. ORBOTECH LTD2018-11-30$8,656$1,792$6,864$6,864
200. ELECTRO SCIENTIFIC INDUSTRIES IN2018-06-132018-12-03$5,900$3,856$2,044$2,044
420. HAMILTON LANE INC-CLASS A2018-12-03$16,109$19,445-$3,336-$3,336
230. HAMILTON LANE INC-CLASS A2018-12-03$8,799$10,632-$1,833-$1,833
720. NEXSTAR MEDIA GROUP INC2018-12-03$60,961$42,380$18,581$18,581
140. NEXSTAR MEDIA GROUP INC2015-12-102018-12-03$11,897$8,027$3,870$3,870
130. NEXSTAR MEDIA GROUP INC2018-12-03$11,035$7,391$3,644$3,644
50. OMNICELL INC2010-06-092018-12-03$3,806$595$3,211$3,211
100. UNITED FIRE GROUP INC2014-05-062018-12-03$5,285$2,668$2,617$2,617
100. HELEN OF TROY LIMITED SEDOL 24195302018-03-212018-12-03$14,490$8,588$5,902$5,902
200. VENATOR MATERIALS PLC SEDOL BF3ZNS52018-12-03$1,034$3,537-$2,503-$2,503
1690. CENTENNIAL RESOURCE DEVELO-A2018-12-04$27,318$32,797-$5,479-$5,479
200. ELECTRO SCIENTIFIC INDUSTRIES IN2018-06-132018-12-04$5,904$3,856$2,048$2,048
50000. FORD CREDIT AUTO OWNER TRUST SERIES 2017 C CLASS A42017-11-142018-12-04$48,729$49,992-$1,263-$1,263
80000. HONDA AUTO RECEIVABLES OWNER T SERIES 2016 3 CLASS A42016-08-152018-12-04$78,706$79,980-$1,274-$1,274
200. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022017-03-072018-12-04$7,262$6,906$356$356
400. VENATOR MATERIALS PLC SEDOL BF3ZNS52018-12-04$1,978$6,982-$5,004-$5,004
.3 DIAMOND BACK ENERGY INC2017-07-192018-12-06$29$24$5$5
200. GIBRALTAR INDUSTRIES INC2015-11-192018-12-06$7,013$5,052$1,961$1,961
50. OMNICELL INC2010-06-092018-12-06$3,593$595$2,998$2,998
200. STONERIDGE INC2018-12-06$4,965$2,997$1,968$1,968
100. ORBOTECH LTD2018-12-06$5,845$1,190$4,655$4,655
200. ELECTRO SCIENTIFIC INDUSTRIES IN2018-06-132018-12-07$5,923$3,856$2,067$2,067
40000. AMGEN INC CALL 04/11/2022 UNSC2017-05-082018-12-10$38,764$39,914-$1,150-$1,150
200. ELECTRO SCIENTIFIC INDUSTRIES IN2018-06-182018-12-10$5,911$3,700$2,211$2,211
30. ADVANCED ENERGY INDS INC2018-04-162018-12-11$1,239$2,012-$773-$773
100. ADVANCED ENERGY INDS INC2018-12-11$4,141$6,683-$2,542-$2,542
2410. AMERICAN EAGLE OUTFITTERS INC2018-12-11$45,755$59,454-$13,699-$13,699
220. AMERICAN EAGLE OUTFITTERS INC2018-08-292018-12-11$4,199$5,335-$1,136-$1,136
40000. SPIRIT REALTY LP CALL 06/15/2026 COGT2018-12-11$38,029$39,689-$1,660-$1,660
1772. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH01029931822017-05-262018-12-11$132,563$138,580-$6,017-$6,017
200. ELECTRO SCIENTIFIC INDUSTRIES IN2018-06-192018-12-12$5,930$3,507$2,423$2,423
310. SERVICEMASTER GLOBAL HOLDING2018-12-12$11,896$12,840-$944-$944
130. SERVICEMASTER GLOBAL HOLDING2018-10-032018-12-12$5,015$5,311-$296-$296
160. SERVICEMASTER GLOBAL HOLDING2018-12-12$6,135$6,536-$401-$401
300. ADVANCED ENERGY INDS INC2018-12-13$12,520$19,706-$7,186-$7,186
300. ADVANCED ENERGY INDS INC2018-12-13$12,659$19,631-$6,972-$6,972
1. AMERICAN INTERNATIONAL GROUP INC2001-01-012018-12-13$83$83$83
320. SERVICEMASTER GLOBAL HOLDING2018-12-13$12,047$12,802-$755-$755
300. SERVICEMASTER GLOBAL HOLDING2018-12-13$11,220$11,424-$204-$204
10. SERVICEMASTER GLOBAL HOLDING2018-05-162018-12-13$381$380$1$1
10. SERVICEMASTER GLOBAL HOLDING2018-05-162018-12-13$382$380$2$2
320. ADVANCED ENERGY INDS INC2018-12-14$13,319$20,874-$7,555-$7,555
135000. BP CAPITAL MARKETS PLC SEDOL ISIN US05565QDL952017-02-082018-12-14$132,525$134,992-$2,467-$2,467
200. ELECTRO SCIENTIFIC INDUSTRIES IN2018-12-14$5,939$3,423$2,516$2,516
65000. USA TREASURY NOTES 02.125% DUE 09/30/20212018-12-14$63,977$63,671$306$306
130000. USA TREASURY NOTE 01.875% DUE 01/31/20222018-09-242018-12-14$126,679$125,704$975$975
400. VENATOR MATERIALS PLC SEDOL BF3ZNS52018-05-102018-12-14$1,543$6,957-$5,414-$5,414
3375.19 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282018-12-15$3,375$3,375
5659.44 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A22017-10-242018-12-15$5,659$5,659
1179.58 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202018-12-15$1,180$1,180
6369.26 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022018-12-15$6,369$6,369
50. DIAMOND BACK ENERGY INC2018-01-252018-12-17$4,426$4,517-$91-$91
100. ELECTRO SCIENTIFIC INDUSTRIES IN2018-06-272018-12-17$2,992$1,669$1,323$1,323
200. NUTRI/SYSTEM INC MERGED 3/11/19 @ $38.75 P/S2013-06-212018-12-17$8,795$2,089$6,706$6,706
35000. SPIRIT REALTY LP CALL 06/15/2026 COGT2018-12-17$33,413$33,420-$7-$7
125000. USA TREASURY NOTE 01.625% DUE 12/31/20192018-12-17$123,618$123,571$47$47
125000. USA TREASURY NOTE 01.625% DUE 12/31/20192018-12-17$123,623$123,498$125$125
100. HELEN OF TROY LIMITED SEDOL 24195302018-03-212018-12-17$13,621$8,588$5,033$5,033
50. DIAMOND BACK ENERGY INC2018-01-252018-12-19$4,561$4,518$43$43
80. ADVANCED ENERGY INDS INC2018-05-092018-12-20$3,244$5,190-$1,946-$1,946
70. ADVANCED ENERGY INDS INC2018-12-20$2,805$4,532-$1,727-$1,727
100. DIAMOND BACK ENERGY INC2018-12-20$8,971$8,972-$1-$1
200. MUELLER INDUSTRIES INC2015-11-192018-12-20$4,543$6,194-$1,651-$1,651
100. UNITED FIRE GROUP INC2018-12-20$5,287$2,536$2,751$2,751
40. NUANCE COMMUNICATIONS INC2018-08-132018-12-21$543$683-$140-$140
700. NUANCE COMMUNICATIONS INC2018-12-21$9,259$11,928-$2,669-$2,669
640. NUANCE COMMUNICATIONS INC2018-12-21$8,442$10,849-$2,407-$2,407
260. NUANCE COMMUNICATIONS INC2018-12-21$3,399$4,399-$1,000-$1,000
60. NUANCE COMMUNICATIONS INC2018-10-262018-12-21$805$1,013-$208-$208
220000. USA TREASURY NOTES 01.500% DUE 12/31/20182018-12-31$220,000$219,442$558$558
CAPITAL GAIN DIVIDENDS$2,416,342P
FieldValueIRS element (for citing)
Capital Gain Net Income$8,222,302CapitalGainNetIncomeAmt

Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp

FieldValueIRS element (for citing)
Liable Section4942 TaxfalseLiableSection4942TaxInd
Adjusted Qlfy Distri Yr1$7,805,927AdjustedQlfyDistriYr1Amt
Net Vl Noncharitable Assets Yr1$154,115,625NetVlNoncharitableAssetsYr1Amt
Distribution Yr10.05065DistributionYr1Rt
Adjusted Qlfy Distri Yr2$7,585,972AdjustedQlfyDistriYr2Amt
Net Vl Noncharitable Assets Yr2$142,273,769NetVlNoncharitableAssetsYr2Amt
Distribution Yr20.05332DistributionYr2Rt
Adjusted Qlfy Distri Yr3$10,055,392AdjustedQlfyDistriYr3Amt
Net Vl Noncharitable Assets Yr3$154,024,699NetVlNoncharitableAssetsYr3Amt
Distribution Yr30.065284DistributionYr3Rt
Adjusted Qlfy Distri Yr4$9,712,866AdjustedQlfyDistriYr4Amt
Net Vl Noncharitable Assets Yr4$154,411,063NetVlNoncharitableAssetsYr4Amt
Distribution Yr40.062903DistributionYr4Rt
Adjusted Qlfy Distri Yr5$8,964,057AdjustedQlfyDistriYr5Amt
Net Vl Noncharitable Assets Yr5$142,117,211NetVlNoncharitableAssetsYr5Amt
Distribution Yr50.063075DistributionYr5Rt
Total Distribution0.295232TotalDistributionRt
Average Distribution0.059046AverageDistributionRt
Net Vl Noncharitable Assets$165,057,753NetVlNoncharitableAssetsAmt
Adj Net Vl Noncharitable Assets$9,746,000AdjNetVlNoncharitableAssetsAmt
Net Investment Income Pct$110,723NetInvestmentIncomePctAmt
Adj Nonchrtbl Net Invst Incm Pct$9,856,723AdjNonchrtblNetInvstIncmPctAmt
Qualifying Distributions$8,823,118QualifyingDistributionsAmt

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

FieldValueIRS element (for citing)
Investment Income Excise Tax$221,446InvestmentIncomeExciseTaxAmt
Tax Under Section511$0TaxUnderSection511Amt
Subtotal$221,446SubtotalAmt
Subtitle A Tax$0SubtitleATaxAmt
Tax Based On Investment Income$221,446TaxBasedOnInvestmentIncomeAmt
Estimated Plus Ovpmt Incm Tx$212,255EstimatedPlusOvpmtIncmTxAmt
Extsn Request Income Tax Paid$0ExtsnRequestIncomeTaxPaidAmt
Total Payments And Credits$212,255TotalPaymentsAndCreditsAmt
Form2220 AttachedYes (X)Form2220AttachedInd
Es Penalty$209EsPenaltyAmt
Tax Due$9,400TaxDueAmt
Applied To ES Tax$0AppliedToESTaxAmt
Refund$0RefundAmt

Statements Regarding Acty StatementsRegardingActyGrp

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

Persons With Books Name PersonsWithBooksName

FieldValueIRS element (for citing)
Business Name Line1PNC BANK NABusinessNameLine1Txt
FieldValueIRS element (for citing)
Phone4127629161PhoneNum

Location Of Books US Address LocationOfBooksUSAddress

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

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

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

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp (3 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdTitleTitleTxtAverage Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRtCompensationCompensationAmt
PNC BANK N A
116 ALLEGHENY CENTER MALLPITTSBURGHPA15212CO-TRUSTEE40$338,358
THOMAS G KNOLL
277 E MILL STREETAKRONOH44308CO-TRUSTEE16$5,769
ROGER T READ
1793 BROOKWOOD DRIVEAKRONOH443135070CO-TRUSTEE34$8,488

Compensation Highest Paid Empl CompensationHighestPaidEmplGrp (5 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdTitleTitleTxtAverage Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRtCompensationCompensationAmtEmployee BenefitsEmployeeBenefitsAmt
CHRISTINE A MAYER
227 E MILL STREETAKRONOH44308PRESIDENT40$291,442$30,182
KIRSTIN S TOTH
227 E MILL STREETAKRONOH44308SENIOR VICE PRESIDEN40$199,283$13,025
LISA M YATES
227 E MILL STREETAKRONOH44308OPERATIONS COORDINAT40$64,173$12,242
DINA YOUNIS
227 E MILL STREETAKRONOH44308COMMUNICATIONS MANAG40$62,315$12,693
JESSICA A CHEROK
227 E MILL STREETAKRONOH44308GRANTS & EVALUATION40$56,369$10,238
FieldValueIRS element (for citing)
Other Employee Paid Over50k0OtherEmployeePaidOver50kCnt

Compensation Of Hghst Pd Cntrct CompensationOfHghstPdCntrctGrp (5 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdService TypeServiceTypeTxtCompensationCompensationAmt
WESTFIELD CAPITAL MANAGEMENT
ONE FINANCIAL CTRBOSTONMA021112621INVESTMENT MANAGEMEN$118,991
FISHER INVESTMENTS
13100 SKYLINE BLVDWOODSIDECA940624542INVESTMENT MANAGEMEN$74,942
SYSTEMATIC FINANCIAL MGMT
300 FRANK W BURR BLVDTEANECKNJ07666INVESTMENT MANAGEMEN$75,993
OAK ASSOCIATES LTD
3875 EMBASSY PKWYAKRONOH44333INVESTMENT MANAGEMEN$61,575
THE LONDON COMPANY
1800 BAYBERRY CT 301RICHMONDVA23226INVESTMENT MANAGEMEN$55,130
FieldValueIRS element (for citing)
Contractor Paid Over50k0ContractorPaidOver50kCnt
FieldValueIRS element (for citing)
Summary Of Direct Chrtbl ActySummaryOfDirectChrtblActyGrp
Sum Of Program Related InvstSumOfProgramRelatedInvstGrp

Minimum Investment Return MinimumInvestmentReturnGrp

FieldValueIRS element (for citing)
Average Monthly FMV Of Sec$167,571,323AverageMonthlyFMVOfSecAmt
Average Monthly Cash Balances$0AverageMonthlyCashBalancesAmt
FMV All Other Noncharitable Ast$0FMVAllOtherNoncharitableAstAmt
Total FMV Of Unused Assets$167,571,323TotalFMVOfUnusedAssetsAmt
Reduction Claimed$0ReductionClaimedAmt
Acquisition Indebtedness$0AcquisitionIndebtednessAmt
Adjusted Total FMV Of Unused Ast$167,571,323AdjustedTotalFMVOfUnusedAstAmt
Cash Deemed Charitable$2,513,570CashDeemedCharitableAmt
Net Vl Noncharitable Assets$165,057,753NetVlNoncharitableAssetsAmt
Minimum Investment Return$8,252,888MinimumInvestmentReturnAmt

Distributable Amount DistributableAmountGrp

FieldValueIRS element (for citing)
Minimum Investment Return$8,252,888MinimumInvestmentReturnAmt
Tax Based On Investment Income$221,446TaxBasedOnInvestmentIncomeAmt
Total Tax$221,446TotalTaxAmt
Distributable Before Adj$8,031,442DistributableBeforeAdjAmt
Recoveries Qualfied Distri$100,000RecoveriesQualfiedDistriAmt
Distributable Before Ded$8,131,442DistributableBeforeDedAmt
Deduction From Distributable$0DeductionFromDistributableAmt
Distributable As Adjusted$8,131,442DistributableAsAdjustedAmt

Qualifying Distri Part XII QualifyingDistriPartXIIGrp

FieldValueIRS element (for citing)
Expenses And Contributions$8,823,118ExpensesAndContributionsAmt
Program Related Invst Total$0ProgramRelatedInvstTotalAmt
Charitable Assets Acquis Paid$0CharitableAssetsAcquisPaidAmt
Set Aside Suitability Test$0SetAsideSuitabilityTestAmt
Set Aside Cash Distri Test$0SetAsideCashDistriTestAmt
Qualifying Distributions$8,823,118QualifyingDistributionsAmt
Pct Sect4940e Org Net Invst Incm$0PctSect4940eOrgNetInvstIncmAmt
Adjusted Qualifying Distri$8,823,118AdjustedQualifyingDistriAmt

Undistributed Income UndistributedIncomeGrp

FieldValueIRS element (for citing)
Distributable As Adjusted$8,131,442DistributableAsAdjustedAmt
Undistributed Income PY$0UndistributedIncomePYAmt
Total For Prior Years$0TotalForPriorYearsAmt
Excess Distribution Cyov Yr5$2,148,767ExcessDistributionCyovYr5Amt
Excess Distribution Cyov Yr4$2,135,139ExcessDistributionCyovYr4Amt
Excess Distribution Cyov Yr3$2,514,305ExcessDistributionCyovYr3Amt
Excess Distribution Cyov Yr2$617,635ExcessDistributionCyovYr2Amt
Excess Distribution Cyov Yr1$266,622ExcessDistributionCyovYr1Amt
Total Excess Distribution Cyov$7,682,468TotalExcessDistributionCyovAmt
Qualifying Distributions$8,823,118QualifyingDistributionsAmt
Applied To Year1$0AppliedToYear1Amt
Applied To Prior Years$0AppliedToPriorYearsAmt
Treated As Distri From Corpus$0TreatedAsDistriFromCorpusAmt
Applied To Current Year$8,131,442AppliedToCurrentYearAmt
Remaining Distri From Corpus$691,676RemainingDistriFromCorpusAmt
Excess Distri Cyov App CY Corpus$0ExcessDistriCyovAppCYCorpusAmt
Excess Distribution Cyov App CY$0ExcessDistributionCyovAppCYAmt
Total Corpus$8,374,144TotalCorpusAmt
Prior Year Undistributed Incm$0PriorYearUndistributedIncmAmt
Prior Year Deficiency Or Tax$0PriorYearDeficiencyOrTaxAmt
Taxable1$0Taxable1Amt
Taxable2$0Taxable2Amt
Undistributed Income CY$0UndistributedIncomeCYAmt
Corpus Distri170b1 E Or4942g3$0CorpusDistri170b1EOr4942g3Amt
Excess Distri Cyov From Yr5$2,148,767ExcessDistriCyovFromYr5Amt
Excess Distri Cyov To Next Yr$6,225,377ExcessDistriCyovToNextYrAmt
Excess From Year4$2,135,139ExcessFromYear4Amt
Excess From Year3$2,514,305ExcessFromYear3Amt
Excess From Year2$617,635ExcessFromYear2Amt
Excess From Year1$266,622ExcessFromYear1Amt
Excess From Current Year$691,676ExcessFromCurrentYearAmt

Supplementary Information SupplementaryInformationGrp

Application Submission Info ApplicationSubmissionInfoGrp

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

Recipient US Address RecipientUSAddress

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

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (125 entries)

Address Line1RecipientUSAddress/AddressLine1TxtCityRecipientUSAddress/CityNmState AbbreviationRecipientUSAddress/StateAbbreviationCdZIPRecipientUSAddress/ZIPCdRecipient RelationshipRecipientRelationshipTxtRecipient Foundation StatusRecipientFoundationStatusTxtGrant Or Contribution PurposeGrantOrContributionPurposeTxtAmtAmtBusiness Name Line2RecipientBusinessName/BusinessNameLine2Txt
OHIO & ERIE CANALWAY COALITION
47 WEST EXCHANGE STREETAKRONOH44309NONEPCRESOURCE DEVELOPMENT PLAN &$200,000
AKRON ART MUSEUM
ONE SOUTH HIGH STREETAKRONOH44308NONEPCGENERAL OPERATIONS$163,500
REVERE LOCAL SCHOOL DISTRICT
3496 EVERETT ROADRICHFIELDOH44286NONEPCBATH ELEMENTARY SCHOOL TINY$9,600
AMERICAN HEART ASSOCIATION
3505 EMBASSY PARKWAYAKRONOH44333NONEPCMATCHING GIFT PROGRAM$320
MAGICAL THEATRE COMPANY
PO BOX 386BARBERTONOH44203NONEPCRENOVATIONS TO THE THEATRE$25,000
STARK STATE COLLEGE FOUNDATION
6200 FRANK AVENUE NWNORTH CANTONOH44720NONEPCSCHOLARSHIPS FOR DUAL$300,000
AKRON AREA ARTS ALLIANCE
140 EAST MARKET STREETAKRONOH44308NONEPCWANDERING AESTHETICS$18,000
INTERNATIONAL INSTITUTE OF AKRON
207 EAST TALLMADGE ROADAKRONOH44310NONEPCGENERAL OPERATIONS$45,000
YOUNG MENS CHRISTION ASSOCIATION
50 S MAIN STREETAKRONOH44308NONEPCGENERAL SUPPORT$15,000
COMMUNITY SUPPORT SERVICES
182 SOUTH MAIN STREETAKRONOH44308NONEPCGENERAL SUPPORT$12,000
AKRON ROUNDTABLE
135 S BROADWAY STREETAKRONOH44308NONEPCPRESIDENTIAL DISCRETIONARY$2,500
REBUILDING TOGETHER NE OHIO
788 DONALD AVENUEAKRONOH44306NONEPCGENERAL SUPPORT$22,500
STIDENTS WITH A GOAL
390 W CROSIER STREETAKRONOH44311NONEPCGENERAL SUPPORT$10,000
OUR LADY OF THE ELMS SCHOOL
1375 W EXCHANGE STREETAKRONOH44313NONEPCAGRICULTURAL EXPLORATION$15,000
SUMMIT CNTY DEPT OF JOB AND
1180 S MAIN STREETAKRONOH44301NONEPCFATHERHOOD INITIATIVE$10,000FAMILY SERVICES
CHAPEL HILL CHRISTIAN SCHOOL
1639 KILLIAN ROADAKRONOH44312NONEPCCODING INTO CRITICAL$15,000
JEWISH COMMUNITY BOARD OF AKRON
750 WHITE POND ROADAKRONOH44320NONEPCFORUM 360$3,000
EARLY CHILDHOOD RESOURCE CENTER
1718 CLEVELAND AVENUE NWCANTONOH44703NONEPCSTARS PROGRAM$250,025
GLOBAL CLEVELAND
200 PUBLIC SQUARE 150CLEVELANDOH44114NONEPCDC ADVISED GRANT$5,000
RUBBER CITY THEATRE
243 FURNACE STREETAKRONOH44304NONEPCGENERAL SUPPORT$3,000
CHAMBER MUSIC SOCIETY OF OHIO
518 DORCHESTER ROADAKRONOH44320NONEPCFOR URBAN TROUBADOUR$8,000
CHILDREN'S HOSPITAL MEDICAL
214 W BOWERY STREETAKRONOH44308NONEPCGENERAL SUPPORT$51,000CENTER OF AKRON
CONSERVANCY FOR CUYAHOGA
15610 VAUGHN ROADBRECKSVILLEOH44141NONEPCGENERAL SUPPORT$80,000VALLEY NATIONAL PARK
THE WELL COMMUNITY DEVELOPMENT
647 E MARKET STREETAKRONOH44304NONEPC2018 GRANT AWARD$50,000CORPORATION
HUDSONJS INC
7666 HUDSON PARK DRIVEHUDSONOH44236NONEPCGENERAL SUPPORT$2,500
ARTSPARKS
1 CANAL SQUARE PLAZAAKRONOH44308NONEPCGENERAL SUPPORT$100,650
STEWART'S CARING PLACE
2955 W MARKET STREET SUITE RAKRONOH44333NONEPCGENERAL SUPPORT$300
AKRON BLIND CENTER
325 E MARKET STREETAKRONOH44304NONEPCDC ADVISED GRANT$5,000
KENNMORE NEIGHBORHOOD ALLIANCE
60 S HIGH STREETAKRONOH44326NONEPCGENERAL SUPPORT$21,000
RAPE CRISIS CENTER
974 E MARKET STREETAKRONOH44305NONEPCGENERAL SUPPORT$500
PROJECT GRAD AKRON
400 W MARKET STREETAKRONOH44303NONEPCGENERAL SUPPORT$60,000
NATIONAL CENTER ON NONPROFIT
1331 EUCLID AVENUECLEVELANDOH44115NONEPCGENERAL SUPPORT$4,000ENTERPRISE
FIELDSTONE FARM THERAPEUTIC
16497 SNYDER ROADCHAGRIN FALLSOH44023NONEPCGENERAL SUPPORT$100
AKRON ZOOLOGICAL PARK
500 EDGEWOOD AVENUEAKRONOH44307NONEPCESSENTIAL EXPERIENCES$31,094
CLEVELAND MUSEUM OF ART
11150 EAST BLVDCLEVELANDOH44106NONEPCESSENTIAL EXPERIENCES$48,000
UNITED WAY OF SUMMIT COUNTY
90 NORTH PROSPECT STREETAKRONOH44304NONEPC2018 GRANT AWARD$450,000
AKRON - CANTON REGIONAL FOODBANK
350 OPPORTUNITY PARKWAYAKRONOH44307NONEPCGENERAL OPERATIONS$55,040
AKRON COMMUNITY FOUNDATION
345 WEST CEDAR STREETAKRONOH44307NONEPCSTUDENT ART EXHIBIT FUND$91,000
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCBRIDGES BULLDOGS BROADCAST$7,300
KENT STATE UNIVERSITY FOUNDATION
800 E SUMMIT STREETKENTOH44240NONEPCFOR NINE LIVES$46,500
UNITED WAY OF SUMMIT COUNTY
90 NORTH PROSPECT STREETAKRONOH44304NONEPCAPRIL 2018 GRANT$150,000
THE MIAMI FOUNDATION
40 NW 3RD STREETMIAMIFL33128NONEPCGIRLS ROCK CAMP$3,000
NORTHEAST OHIO CENTER PAIN
60 S PLEASANT STREETOBERLINOH44074NONEPCGENERAL SUPPORT$20,000MANAGEMENT
UNITED WAY OF SUMMIT COUNTY
90 NORTH PROSPECT STREETAKRONOH443091260NONEPCBOLD FUTURE BALL TABLE$13,070
KEEP AKRON BEAUTIFUL
850 EAST MARKET STREETAKRONOH44305NONEPC2018 GRANT AWARD$50
WALSH JESUIT HIGH SCHOOL
4550 WYOGA LAKE ROADCUYAHOGA FALLSOH44224NONEPCMATCHING GIFT$1,950
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCGLOVER CLC THE BIG 3$6,100
SETON CATHOLIC SCHOOL
6923 STOW ROADHUDSONOH44236NONEPCINTELLIGENT CLASSROOM$21,400
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCGROWING STUDENT MINDSETS$9,700
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCMY CREATIVITY MY FUTURE$5,900
OPEN TONE MUSIC
PO BOX 5261CLEVELANDOH44101NONEPCGENERAL SUPPORT$25,700
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCDC ADVISED GRANT$10,000
NONE TO FRAGILE INC
1835 MERRIMAN ROADAKRONOH44313NONEPCGENERAL SUPPORT$33,750
YOUTH EXCELLENCE PERFORMING
550 SOUTH ARLINGTON STREETAKRONOH44306NONEPCMATCHING GIFT$30,050
WESTERN RESERVE HISTORICAL
10825 EAST BLVDCLEVELANDOH44106NONEPCGENERAL SUPPORT$86,000
IMMACULATE HEART OF MARY SCHOOLS
2859 LILLIS DRIVECUYAHOGA FALLSOH44223NONEPCMAKERSPACE IS MORE THAN$39,000
VICTIM ASSISTANCE PROGRAM
150 FURNACE STREETAKRONOH44304NONEPCGENERAL SUPPORT$30,000
URBAN VISION
PO BOX 1563AKRONOH44309NONEPCGENERAL SUPPORT$25,000
WOODRIDGE LOCAL SCHOOLS
4411 QUICK ROADPENINSULAOH44264NONEPCPARK TALKS$14,200
UNITED WAY OF SUMMIT COUNTY
90 NORTH PROSPECT STREETAKRONOH443091260NONEPCJULY 2018 DESCRIPTION$100,000
SHELTER CARE INC
32 SOUTH AVENUETALLMADGEOH44278NONEPCSAFE LANDING YOUTH SHELTERS$10,000
STOW-MUNROE FALLS CITY SCHOOLS
4350 ALLEN ROADSTOWOH44224NONEPCHEART RATES$9,600
SPRINGFIELD LOCAL SCHOOLS
2410 MASSILLON ROADAKRONOH44312NONEPCJUNIOR HIGH CHROMAKEY$6,300
MUSICAL ARTS ASSOCIATION
11001 EUCLID AVENUECLEVELANDOH44106NONEPCGENERAL SUPPORT$65,000
ST BARNABAS SCHOOL
9200 OLDE 8 ROADNORTHFIELDOH44067NONEPCWHAT A GREAT IDEA$19,100
MANCHESTER LOCAL SCHOOLS
6285 RENNINGER ROADAKRONOH44319NONEPCCOMPOSTING TO SAVE WATER$17,100
NEOS DANCE THEATRE
39 S MAIN STREETAKRONOH44310NONEPCGENERAL OPERATIONS$10,000
GROUNDWORKS DANCE THEATER
13125 SHAKER SQUARECLEVELANDOH44120NONEPCGENERAL SUPPORT$32,500
GREATER AKRON MUSICAL ASSOC
92 NORTH MAIN STREETAKRONOH44308NONEPC2018 GRANT AWARD$60,000
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCIMPLEMENTATION OF CCAA$100,000
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCDC ADVISED GRANT$5,000
FIRST GLANCE STUDENT CENTER INC
943 KENMORE BLVDAKRONOH44314NONEPCGENERAL OPERATIONS$20,000
EMMANUEL CHRISTIAN ACADEMY
1650 DIAGONEL ROADAKRONOH44320NONEPCGENERAL SUPPORT$35,000
EAST AKRON NEIGHBORHOOD
1305 ROSEMARY BLVDAKRONOH44306NONEPCEAST AKRON REVITALIZATION$40,000
BLU JAZZ MASTER CLASS FOUNDATION
277 EAST MILL STREETAKRONOH44308NONEPCKNIGHT ARTS CHALLENGE$10,000
CUYAHOGA VALLEY CHRISTIAN
4687 WYOGA LAKE ROADCUYAHOGA FALLSOH44224NONEPCMENTORING MATHLETES$5,100ACADEMY
CUYAHOGA VALLEY CONTRYSIDE
1403 W HINES HILL ROADPENINSULAOH44264NONEPCGENERAL SUPPORT$20,000CONSERVANCY
BOYS AND GIRLS CLUB OF WESTERN
889 JONATHAN AVENUEAKRONOH44306NONEPCGENERAL OPERATIONS$85,000OHIO
AKRON COMMUNITY SERVICE
150 CROSS STREETAKRONOH44308NONEPCCAPITAL GRANT$67,000
PHILANTHROPY OHIO
37 WEST BROAD STREETCOLUMBUSOH43215NONEPCGENERAL SUPPORT$5,000
UNIVERSITY OF AKRON FOUNDATION
INFOCISION STADIUM UNIVERSITY OFAKRONOH44325NONEPC2018 GRANT AWARD$39,200
SUMMIT COUNTY HISTORICAL COCIETY
550 COPLEY ROADAKRONOH44320NONEPCGENERAL SUPPORT$30,000
COMMUNITY HALL FOUNDATION
182 SOUTH MAIN STREETAKRONOH44308NONEPCCROSSROADS WRITERS CONF/$822,750
ARTSNOW
60 S HIGH STREETAKRONOH44326NONEPCGENERAL SUPPORT$235,500
ALCHEMY INC
PO BOX 4041COPLEYOH44321NONEPCGENERAL SUPPORT$45,000
ASIAN SERVICES IN ACTION INC
730 CARROLL STREETAKRONOH44304NONEPCGENERAL SUPPORT$50,000
BUILDING FOR TOMORROW
100 WEST CEDAR STREETAKRONOH44307NONEPCSPARK$185,000
BVU THE CENTER FOR NONPROFIT
1300 EAST NINTH STREETCLEVELANDOH44114NONEPCTECHNICAL ASSIST. WORKSHOPS$4,500
CHILD GUIDANCE & FAMILY SOLUTIONS
18 N FORGE STREETAKRONOH44304NONEPCGENERAL OPERATIONS$80,000
DOWNTOWN AKRON PARTNERSHIP
103 SOUTH HIGH STREETAKRONOH44308NONEPC2018 GRANT AWARD$85,000
FAMILY AND COMMUNITY SERVICES
111 EAST VORLS STREETAKRONOH44311NONEPCGENERAL SUPPORT$60,000
INFO LINE INC
703 SOUTH MAIN STREETAKRONOH44311NONEPCAPRIL 2018 GRANT$10,000
TRI-COUNTY JOBS FOR OHIO'S
55 EAST CUYAHOGA FALLS AVENUEAKRONOH44310NONEPCOPERATING SUPPORT IN 2018$75,000GRADUATES
TUESDAY MUSICAL ASSOCIATION
1 SOUTH MAIN STREETAKRONOH44308NONEPCKNIGHT ARTS CHALLENGE$58,000
WEATHERVANE COMMUNITY PLAYHOUSE
1301 WEATHERVANE LANEAKRONOH44313NONEPCGENERAL OPERATIONS$45,000
ACCESS INC
230 WEST MARKET STREETAKRONOH44303NONEPC2018 GRANT AWARD - GLASS$75,000
AKRON CREATIVE INC
30 N HIGH STREETAKRONOH44308NONEPCGENERAL SUPPORT$30,000
COMMUNITY LEGAL AID SERVICES INC
150 CROSS ATREETAKRONOH44311NONEPCGENERAL OPERATING SUPPORT$30,000
CUYAHOGA VALLEY PRESERVATION
PO BOX 158PENINSULAOH44264NONEPCGENERAL SUPPORT$2,500AND SCENIC RAILWAY ASSOC
SALVATION ARMY SUMMIT CNTY
190 SOUTH MAPLE STREETAKRONOH44302NONEPC2018 GRANT AWARD$134,000AREA SERVICES
SOUTH STREET MINISTRIES INC
130 W SOUTH STREETAKRONOH44311NONEPCGENERAL SUPPORT$30,000
STAN HYWET HALL & GARDENS
714 NORTH PORTAGE PATHAKRONOH44303NONEPCCAPITAL GRANT FOR$174,663
AKRON COMMUNITY FOUNDATION
345 WEST CEDAR STREETAKRONOH443072407NONEPCGAR DONOR ADVISED FUND$70,000
SUMMIT EDUCATION INITIATIVE
120 EAST MILL STREETAKRONOH44308NONEPC2018 GRANT AWARD$225,000
THE MIAMI FOUNDATION
40 NW 3RD STREETMIAMIFL33128NONEPCMATCHING GIFT TO LOVE$10,100
COMMUNITY INITIATIVES
759 W MARKET STREETAKRONOH44303NONEPCGENERAL SUPPORT$5,000
CRAFTY MART INC
PO BOX 906023CHARLOTTENC28290NONEPCFOR BECHDEL FEST$28,000
HAVEN OF REST MINISTRIES INC
PO BOX 547AKRONOH44308NONEPCGENERAL OPERATIONS$32,500
LEADERSHIP AKRON
54 EAST MILL STREETAKRONOH44308NONEPCGENERAL SUPPORT$55,000
SUMMIT WORKFORCE SOLUTIONS
1041 E TALLMADGE AVENUEAKRONOH44310NONEPCMATCHING GIFT$125,500
SUMMIT EDUCATION INITIATIVE
120 EAST MILL STREETAKRONOH44308NONEPCMATCHING GRANT$1,000
BME COMMUNITY AKRON
140 E MARKET STREETAKRONOH44308NONEPCPRESIDENTIAL DISCRETIONARY$30,000
FOUNDATION CENTER - CLEVELAND
1422 EUCLID AVENUECLEVELANDOH44115NONEPCGENERAL SUPPORT$10,000
CENTER FOR APPLIED THEATRE
220 SOUTH BALCH STREETAKRONOH44302NONEPCFOR MA'SUE PRODICTIONS$11,000
AKRON COMMUNITY FOUNDATION
345 WEST CEDAR STREETAKRONOH44307NONEPCGAR DAF$25,000
AKRON DEVELOPMENT CORP
135 S BROADWAY STREETAKRONOH44308NONEPCCREATION OF AN ECONOMIC$120,000
PROJECT LEARN OF SUMMIT COUNTY
60 S HIGH STREETAKRONOH44326NONEPCGENERAL OPERATIONS$50,000
CUYAHOGA FALLS CITY SCHOOLS
431 STOW AVENUECUYAHOGA FALLSOH44221NONEPCSPHERO ROBOTICS,TIGER TIME$110,300
HUDSON CITY SCHOOLS
2400 HUDSON AURORA ROADHUDSONOH44236NONEPCHOW DO I USE MODELS$39,300
TORCHBEARERS
PO BOX1443AKRONOH44309NONEPCPRESIDENTIAL DISCRETIONARY$7,500
AKRON INNER CITY SOCCER CLUB
PO BOX 5300AKRONOH44334NONEPCPRESIDENTIAL DISCRETIONARY$2,100
AKRON REGIONAL DEVELOPMENT BOARD
ONE HOLY CROSS BLVDAKRONOH44306NONEPCFOR PLANNING EFFORTS$400,000
AKRON SOUL TRAIN
121 SOUTH MAIN STREETAKRONOH44308NONEPC2018 GRANT AWARD$25,000
GIRLS ON THE RUN NORTHEAST
140 E MARKET STREETAKRONOH44308NONEPCMATCHING GIFT$150OHIO
LINKS COMMUNITY & FAMILY
733 WEST MARKET STREETAKRONOH44303NONEPCSUPPORT OF AFTERSCHOOL$25,000
FieldValueIRS element (for citing)
Total Grant Or Contri Pd Dur Yr$7,191,562TotalGrantOrContriPdDurYrAmt

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

Program Service Rev Part VII ProgramServiceRevPartVIIGrp

FieldValueIRS element (for citing)
DescRECOVERY OF GRANTSDesc
Related Or Exempt Function Incm$100,000RelatedOrExemptFunctionIncmAmt
FieldValueIRS element (for citing)
Fees Contracts From Govt AgFeesContractsFromGovtAgGrp
Membership Dues And AssmntMembershipDuesAndAssmntGrp
Int On Sav And Temp Cash InvstIntOnSavAndTempCashInvstGrp

Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp

FieldValueIRS element (for citing)
Exclusion14ExclusionCd
Exclusion$2,633,728ExclusionAmt
FieldValueIRS element (for citing)
Net Rntl Incm Re Debt Fincd PropNetRntlIncmReDebtFincdPropGrp

Net Rntl Incm Re Not Debt Fincd Prop NetRntlIncmReNotDebtFincdProp

FieldValueIRS element (for citing)
Exclusion16ExclusionCd
Exclusion$25,404ExclusionAmt
FieldValueIRS element (for citing)
Net Rental Income Personal PropNetRentalIncomePersonalPropGrp
Other Investment Incm Part VIIOtherInvestmentIncmPartVIIGrp

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

FieldValueIRS element (for citing)
Exclusion18ExclusionCd
Exclusion$8,222,302ExclusionAmt
FieldValueIRS element (for citing)
Net Income Loss From Special EvtNetIncomeLossFromSpecialEvtGrp
Gross Profit Loss Sls Of InvntryGrossProfitLossSlsOfInvntryGrp

Other Revenue Described OtherRevenueDescribedGrp

FieldValueIRS element (for citing)
DescING GROEP N V SPONDesc
Exclusion14ExclusionCd
Exclusion$927ExclusionAmt

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

FieldValueIRS element (for citing)
Exclusion$10,882,361ExclusionAmt
Related Or Exempt Function Incm$100,000RelatedOrExemptFunctionIncmAmt
FieldValueIRS element (for citing)
Total Income Producing Acty$10,982,361TotalIncomeProducingActyAmt

Rln Of Acty To Accom Of Exmpt Prps RlnOfActyToAccomOfExmptPrpsGrp

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

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

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

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

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees Detail AccountingFeesDetail

FieldValueIRS element (for citing)
CategoryAUDIT & ACCOUNTING FEES (ALLOCCategoryTxt
Amt$66,641Amt
Disbursements Charitable Prps$66,641DisbursementsCharitablePrpsAmt

Depreciation Schedule DepreciationSchedule

Depreciation Property DepreciationPropertyGrp (9 entries)

PropertyPropertyDescAcquiredAcquiredDtCost Or Other BasisCostOrOtherBasisAmtPrior Year DepreciationPriorYearDepreciationAmtComputation MethodComputationMethodTxtLifeLifeRtCurrent Year ExpenseCurrentYearExpenseAmt
FILING SYSTEM2006-09-01$5,599$5,506M1010
FURNITURE2009-09-01$149,599$79,787M1010
RUGS2009-09-01$6,668$3,557M1010
AV EQUIPMENT2009-09-01$122,881$65,536M1010
A/C UNIT FOR AV CL2009-11-14$6,420$3,281M1010
FURNITURE2010-08-18$2,783$1,391M1010
LOFT2011-01-12$11,250$2,846M2727$409
15 LAP TOP COMPUTE2012-01-01$15,450$15,450M33
277 EAST MILL STRE2015-01-09$3,792,570$287,817M3939$97,241

Expln Of Non Filing With AG Stmt ExplnOfNonFilingWithAGStmt

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

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

FieldValueIRS element (for citing)
US Govt Obligations Book Vl EOY$12,814,291USGovtObligationsBookVlEOYAmt
US Govt Obligations EOYFMV$12,794,126USGovtObligationsEOYFMVAmt

Investments Land Schedule2 InvestmentsLandSchedule2

Investment Land InvestmentLandGrp (9 entries)

Category Or ItemCategoryOrItemTxtCost Or Other BasisCostOrOtherBasisAmtAccumulated DepreciationAccumulatedDepreciationAmtBook ValueBookValueAmt
FILING SYSTEM$5,599$5,506$93
FURNITURE$149,599$79,787$69,812
RUGS$6,668$3,557$3,111
AV EQUIPMENT$122,881$65,536$57,345
A/C UNIT FOR AV CL$6,420$3,281$3,139
FURNITURE$2,783$1,391$1,392
LOFT$11,250$3,255$7,995
15 LAP TOP COMPUTE$15,450$15,450
277 EAST MILL STRE$3,792,570$385,058$3,407,512

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (4 entries)

Category Or ItemCategoryOrItemTxtListed At Cost Or FMVListedAtCostOrFMVCdBook ValueBookValueAmtEOYFMVEOYFMVAmt
MUTUAL FUNDS - FIXEDAT COST$6,609,221$6,201,989
MUTUAL FUNDS - EQUITYAT COST$17,855,424$19,482,667
LIMITED PARTNERSHIPSAT COST$25,290,107$27,967,079
MBS, CMO, ASSET BACKEDAT COST$1,746,654$1,727,768

Legal Fees Schedule LegalFeesSchedule

Legal Fees LegalFeesGrp

FieldValueIRS element (for citing)
CategoryLEGAL FEES - PRINCIPAL (ALLOCACategoryTxt
Legal Fees$7,700LegalFeesAmt
Disbursements Charitable Prps$7,700DisbursementsCharitablePrpsAmt

Other Assets Schedule OtherAssetsSchedule

Other Assets Schedule OtherAssetsScheduleGrp

FieldValueIRS element (for citing)
DescMAI WEALTH DIVIDEND STRATEGYDesc
BOY Book Value$4,832,498BOYBookValueAmt
EOY Book Value$4,832,498EOYBookValueAmt
EOYFMV$6,128,014EOYFMVAmt

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases Detail OtherDecreasesDetail (6 entries)

DescDescAmtAmt
PARTNERSHIP COST BASIS ADJUSTMENT$128,483
DIFF BETWEEN SECURITIES DEL/RECEIVED$313,379
POSTED IN CURRENT YR FOR PRIOR YR$3,936
ROUNDING ADJ FOR SALES AND TRANSACTIONS$17
WRITE OFF OF PROMISSARY NOTES$870
TEMPORARY SALE LIABILITY ADJUSTMENT$88,277

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (8 entries)

DescDescRevenue And Expenses Per BooksRevenueAndExpensesPerBooksAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
OTHER NON-ALLOCABLE EXPENSE -$238,805$0$238,805
STATE FILING FEES$200$0$200
MEMBERSHIP RENEWAL FEES$12,500$0$12,500
GRANTMAKING FEES$25,327$0$25,327
OFFICE EXPENSES$256,000$0$256,000
LIABILITY INSURANCE FEES$15,503$0$15,503
ADR SERVICE FEES$16,575$16,575$0
PARTNERSHIP - EXPENSE$301,875$0

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail (3 entries)

DescDescRevenue And Expenses Per BooksRevenueAndExpensesPerBooksAmtNet Investment IncomeNetInvestmentIncomeAmt
ING GROEP N V SPONSORED ADR$927$927
RECOVERY OF GRANTS$100,000$0
MULTIPLE PARTNERSHIPS$1,074,129

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees Detail OtherProfessionalFeesDetail

FieldValueIRS element (for citing)
CategoryNON PNC INVESTMENT MANAGEMENTCategoryTxt
Amt$553,256Amt
Net Investment Income$553,256NetInvestmentIncomeAmt

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (4 entries)

CategoryCategoryTxtAmtAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
FOREIGN TAXES$42,786$42,786$0
FEDERAL TAX PAYMENT - PRIOR YE$71,351$0$0
FEDERAL ESTIMATES - PRINCIPAL$212,255$0$0
990-T TAX PAYMENTS$28,776$0$0