2019-11-12T11:00:21-06:00 2018-12-31 990PF 2018-01-01 346577710 GAR FOUNDATION GARF 4127629161 116 ALLEGHENY CENTER MALL P8YB3502L PITTSBURGH PA 15212 PNC BANK N A BY VICE PRESIDENT 4127629161 2019-09-18 161.150.240.4 P D15B6E5F7E1F5A63C9C759381E6F3302D40930CB 4C7A44778B6C1E2E321C63E5475DDCE1F2BC9C12 2018 2020-04-17 16:48:07Z X 150178144 X X 2633728 2833201 25404 25404 25404 8222302 55661522 8222302 0 100927 1075056 10982361 12155963 352615 169179 176307 826198 0 0 826198 6375 0 0 6375 7700 0 0 7700 66641 0 0 66641 553256 553256 0 0 355168 42786 0 97650 0 0 0 0 0 564910 318450 548335 2830513 1083671 0 1631556 7191562 7191562 10022075 1083671 0 8823118 960286 11072292 0 6775920 4629242 4629242 0 0 0 870 12925194 12814291 12794126 48440524 48524288 57820324 9100857 10451181 10126935 4113220 562821 3648049 3550399 50242346 51501406 55379503 3792570 3792570 3792570 3300000 4832498 4832498 6128014 139758828 140095875 150178144 88277 88277 0 X 135394107 135693944 3648049 3550399 628395 851532 139670551 140095875 139758828 140095875 139670551 960286 0 140630837 534962 140095875 200. 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GLOBAL PAYMENTS INC-W/I 2012-04-02 2018-01-02 10053 2301 7752 7752 150. GLOBAL PAYMENTS INC-W/I 2012-04-02 2018-01-02 15057 3451 11606 11606 150. NEKTAR THERAPEUTICS 2018-01-02 9145 1149 7996 7996 95000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2018-01-02 89337 87011 2326 2326 80000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-08-30 2018-01-02 78016 79606 -1590 -1590 200. WEBSTER FINANCIAL CORP 2010-12-01 2018-01-02 11274 3364 7910 7910 60000. GENERAL MOTORS FINL CO CALL 06/13/2020 @ 100.000 COGT 2015-07-08 2018-01-03 60710 59983 727 727 30. NEKTAR THERAPEUTICS 2016-06-09 2018-01-03 1777 483 1294 1294 40. ICON PLC SEDOL B94G471 2018-01-03 4563 4290 273 273 190. ICON PLC SEDOL B94G471 2010-10-05 2018-01-03 21673 4189 17484 17484 100. ALBEMARLE CORP 2015-12-14 2018-01-04 13038 4751 8287 8287 600. ANGIODYNAMICS INC 2018-01-04 9368 6625 2743 2743 130. ICON PLC SEDOL B94G471 2010-10-05 2018-01-04 14799 2866 11933 11933 260. ICON PLC SEDOL B94G471 2018-01-04 29651 5731 23920 23920 180. ICON PLC SEDOL B94G471 2010-10-05 2018-01-04 20514 3967 16547 16547 300. AEROVIRONMENT INC 2015-11-19 2018-01-05 15962 7062 8900 8900 355. ANGIODYNAMICS INC 2018-01-05 5647 3899 1748 1748 50. VISTEON CORP 2016-08-17 2018-01-05 6808 3530 3278 3278 90. ICON PLC SEDOL B94G471 2010-10-05 2018-01-05 10279 1984 8295 8295 145. ANGIODYNAMICS INC 2018-01-08 2343 1584 759 759 160. NEKTAR THERAPEUTICS 2016-06-09 2018-01-09 9861 2578 7283 7283 300. NEKTAR THERAPEUTICS 2018-01-09 18478 4820 13658 13658 30. NEKTAR THERAPEUTICS 2016-06-10 2018-01-09 1832 481 1351 1351 105000. SUMITOMO MITSUI FINL GRP SEDOL BZ1H048 ISIN US86562MAU45 2018-01-09 103904 105136 -1232 -1232 85000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2018-01-09 84784 85157 -373 -373 60000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2015-12-15 2018-01-09 59505 60033 -528 -528 200. BARRACUDA NETWORKS INC MERGED 02/12/18 @ $27.55 P/S 2017-05-12 2018-01-10 5489 4343 1146 1146 50. CHURCHILL DOWNS INC COM 2012-06-15 2018-01-10 12591 2931 9660 9660 15. COHERENT INC 2016-05-17 2018-01-10 4445 1264 3181 3181 15. COHERENT INC 2016-05-17 2018-01-10 4439 1264 3175 3175 70. COHERENT INC 2016-05-17 2018-01-10 20605 5898 14707 14707 300. DOMTAR CORPORATION NEW 2015-11-19 2018-01-10 15128 12321 2807 2807 100. KAISER ALUMINUM CORP 2015-11-19 2018-01-10 11091 8249 2842 2842 250. NEKTAR THERAPEUTICS 2016-06-10 2018-01-10 17229 4007 13222 13222 60. NEKTAR THERAPEUTICS 2018-01-10 4139 960 3179 3179 60. NEKTAR THERAPEUTICS 2018-01-10 4138 959 3179 3179 50000. UNDER ARMOUR INC CALL 03/15/2026 @ 100.000 UNSC 2017-02-01 2018-01-10 43938 44250 -312 -312 60000. USA TREASURY NOTES 01.625% DUE 08/31/2022 2017-10-24 2018-01-10 58188 58891 -703 -703 200000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-01-10 194195 198390 -4195 -4195 100. UNIVERSAL DISPLAY CORP 2018-01-10 19033 2790 16243 16243 1. ADELPHIA COMMUNICATIONS CL A 2001-01-01 2018-01-11 41 41 41 200. ANGIODYNAMICS INC 2018-01-11 3230 2172 1058 1058 1. BANK OF AMERICA CORP 2001-01-01 2018-01-11 570 570 570 115000. BANK OF AMERICA CORP SER MTN UNSC 2016-11-10 2018-01-11 115000 115000 50. CHURCHILL DOWNS INC COM 2012-06-15 2018-01-11 12651 2931 9720 9720 1. FEDERAL NATL MTG ASSN (FANNIE MAE) SECURITIES 2001-01-01 2018-01-11 88 88 88 50. NEKTAR THERAPEUTICS 2016-10-14 2018-01-11 3450 799 2651 2651 60000. SOTHEBY'S SER 144A CALL 10/01/17 @102 COGT 2017-10-12 2018-01-11 61575 61575 20000. UNDER ARMOUR INC CALL 03/15/2026 @ 100.000 UNSC 2017-02-01 2018-01-11 17575 17700 -125 -125 250. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S 2018-01-12 29199 23510 5689 5689 30. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S 2018-01-12 3546 2775 771 771 80. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S 2017-07-26 2018-01-12 9433 7283 2150 2150 420. SCHWAB CHARLES CORP NEW 2016-06-27 2018-01-12 23137 10096 13041 13041 140. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2016-11-23 2018-01-12 8151 4837 3314 3314 40. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2016-11-23 2018-01-12 2331 1382 949 949 5188.68 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2018-01-15 5189 5188 1 1 1551.1 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2018-01-15 1551 1551 2907.61 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-05-24 2018-01-15 2908 2908 9153.19 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2018-01-15 9153 9153 20. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S 2017-07-26 2018-01-16 2225 1821 404 404 20. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S 2017-07-26 2018-01-16 2225 1821 404 404 380. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2018-01-16 22296 13088 9208 9208 10. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2016-11-14 2018-01-16 587 342 245 245 60. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2016-11-14 2018-01-16 3516 2053 1463 1463 50. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2016-11-14 2018-01-16 2929 1711 1218 1218 50. COHERENT INC 2016-01-29 2018-01-17 16088 3858 12230 12230 35000. DEUTSCHE BANK AG SEDOL BZ044G0 ISIN US251541AQ13 2017-05-23 2018-01-17 36153 36107 46 46 440. PINNACLE FINANCIAL 2018-01-17 28582 29637 -1055 -1055 55000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2018-01-12 2018-01-17 54553 54594 -41 -41 45000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2018-01-17 44044 44905 -861 -861 10000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2018-01-10 2018-01-17 9299 9320 -21 -21 50. UNIVERSAL DISPLAY CORP 2014-06-06 2018-01-17 10200 1394 8806 8806 46000. ROWAN COMPANIES INC COM GTD CALL 3/1/22 @ 100 2018-01-18 44908 47717 -2809 -2809 23000. ROWAN COMPANIES INC COM GTD CALL 3/1/22 @ 100 2012-05-16 2018-01-18 22454 22847 -393 -393 40. UNIVERSAL DISPLAY CORP 2014-06-06 2018-01-18 8253 1115 7138 7138 130. WAGEWORKS INC 2018-01-18 8065 9462 -1397 -1397 16000. ROWAN COMPANIES INC COM GTD CALL 3/1/22 @ 100 2012-05-16 2018-01-19 15600 15893 -293 -293 10. UNIVERSAL DISPLAY CORP 2014-06-06 2018-01-19 2061 279 1782 1782 190. WAGEWORKS INC 2018-01-19 11663 13515 -1852 -1852 300000. USA TREASURY NOTES 01.750% DUE 03/31/2022 2017-03-24 2018-01-22 292523 296988 -4465 -4465 100. WAGEWORKS INC 2018-01-22 6072 7096 -1024 -1024 50. WAGEWORKS INC 2017-05-25 2018-01-22 3039 3545 -506 -506 500. VALIDUS HOLDINGS LTD MERGED 07/18/18 @ $68.00 P/S 2015-11-19 2018-01-22 33666 23120 10546 10546 969. VALIDUS HOLDINGS LTD MERGED 07/18/18 @ $68.00 P/S 2018-01-22 65246 25871 39375 39375 630. WAGEWORKS INC 2018-01-23 38200 44415 -6215 -6215 230. WAGEWORKS INC 2018-01-23 13909 16096 -2187 -2187 250. MONOLITHIC POWER SYSTEMS INC 2018-01-24 29983 9739 20244 20244 250. NEKTAR THERAPEUTICS 2012-02-29 2018-01-24 19375 1880 17495 17495 470. WAGEWORKS INC 2018-01-24 28734 31814 -3080 -3080 40. WAGEWORKS INC 2017-10-17 2018-01-24 2457 2564 -107 -107 50. IAC / INTERACTIVECORP-W/I 2009-09-01 2018-01-25 7169 923 6246 6246 55000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2018-01-25 53679 54865 -1186 -1186 195000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2018-01-25 195404 199040 -3636 -3636 230. WAGEWORKS INC 2018-01-25 13901 14481 -580 -580 50. WAGEWORKS INC 2017-11-14 2018-01-25 3001 3139 -138 -138 300. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S 2018-01-26 34526 26504 8022 8022 50. IAC / INTERACTIVECORP-W/I 2009-09-01 2018-01-26 7168 923 6245 6245 . NEKTAR THERAPEUTICS 2016-10-14 2018-01-26 800 160 640 640 . NEKTAR THERAPEUTICS 2016-10-14 2018-01-26 1602 320 1282 1282 35000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2017-03-24 2018-01-26 35022 35611 -589 -589 . WAGEWORKS INC 2017-11-14 2018-01-26 7282 7533 -251 -251 . WAGEWORKS INC 2018-01-26 3630 3683 -53 -53 . WAGEWORKS INC 2017-08-22 2018-01-26 1806 1758 48 48 300. XCERRA CORPORATION 2015-11-19 2018-01-26 2988 2046 942 942 45000. AVON PRODUCTS INC UNSC 2018-01-29 39544 44902 -5358 -5358 1100. KAPSTONE PAPER & PACKAGING MERGED 11/02/2018 @ $35.00 P/S 2018-01-29 37945 24880 13065 13065 2070. KAPSTONE PAPER & PACKAGING MERGED 11/02/2018 @ $35.00 P/S 2018-01-29 71145 44129 27016 27016 1130. KAPSTONE PAPER & PACKAGING MERGED 11/02/2018 @ $35.00 P/S 2018-01-29 38877 23698 15179 15179 410. KAPSTONE PAPER & PACKAGING MERGED 11/02/2018 @ $35.00 P/S 2017-06-23 2018-01-29 14169 8559 5610 5610 80. MATSON INC W/I 2014-11-12 2018-01-29 3033 2778 255 255 100. MATSON INC W/I 2018-01-29 3791 3464 327 327 20. MATSON INC W/I 2014-11-13 2018-01-29 774 689 85 85 60. MATSON INC W/I 2017-03-02 2018-01-29 2320 2074 246 246 160. MATSON INC W/I 2018-01-29 6264 5498 766 766 150. MATSON INC W/I 2018-01-29 5573 5145 428 428 70. MATSON INC W/I 2017-02-28 2018-01-29 2680 2376 304 304 90. MATSON INC W/I 2014-11-14 2018-01-29 3446 3087 359 359 200. NEKTAR THERAPEUTICS 2012-02-29 2018-01-29 16195 1504 14691 14691 340. NEKTAR THERAPEUTICS 2016-10-14 2018-01-29 27231 5432 21799 21799 1. INTERCEPT PHARMACEUTICALS 45845P108 2001-01-01 2018-01-30 463 25 438 438 320. MATSON INC W/I 2018-01-30 11212 10860 352 352 370. MATSON INC W/I 2018-01-30 13076 12327 749 749 520. MATSON INC W/I 2017-02-28 2018-01-30 18377 17646 731 731 40. OMNICELL INC 2017-12-01 2018-01-30 1998 2095 -97 -97 40. OMNICELL INC 2017-11-21 2018-01-30 1998 1991 7 7 10. OMNICELL INC 2017-11-21 2018-01-30 503 498 5 5 60000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-11-17 2018-01-30 58146 59829 -1683 -1683 25000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-03-24 2018-01-30 24250 24767 -517 -517 65000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2017-03-24 2018-01-30 64845 66132 -1287 -1287 305. WELLCARE HEALTH PLANS, INC. 2018-01-30 63827 16972 46855 46855 295. WELLCARE HEALTH PLANS, INC. 2013-01-22 2018-01-30 61603 14415 47188 47188 1298.72 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2018-01-31 1299 1385 -86 -86 1952.23 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2018-01-31 1952 2099 -147 -147 1707.19 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2018-01-31 1707 1782 -75 -75 1309.5 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2018-01-31 1310 1358 -48 -48 5031.84 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2018-01-31 5032 5174 -142 -142 4087.91 FEDERAL NATL MTG ASSN POOL AL2610 2017-08-22 2018-01-31 4088 4154 -66 -66 824.9 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2018-01-31 825 858 -33 -33 4146.99 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2018-01-31 4147 4427 -280 -280 1534.76 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2018-01-31 1535 1617 -82 -82 2122.43 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2018-01-31 2122 2212 -90 -90 301.82 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2018-01-31 302 316 -14 -14 1308.41 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2018-01-31 1308 1362 -54 -54 1966.52 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2018-01-31 1967 2051 -84 -84 992.38 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2018-01-31 992 1026 -34 -34 3296.32 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2018-01-31 3296 3440 -144 -144 944.23 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2018-01-31 944 979 -35 -35 1160.02 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2018-01-31 1160 1234 -74 -74 2915.98 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2018-01-31 2916 3117 -201 -201 1671.38 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2018-01-31 1671 1725 -54 -54 1295.52 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2018-01-31 1296 1343 -47 -47 965.47 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2018-01-31 965 994 -29 -29 2750.54 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2018-01-31 2751 2758 -7 -7 1397.18 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2018-01-31 1397 1448 -51 -51 63.96 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2018-01-31 64 64 104.13 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2018-01-31 104 106 -2 -2 36.99 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2018-01-31 37 37 169.89 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2018-01-31 170 171 -1 -1 69.86 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2018-01-31 70 68 2 2 19.63 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2018-01-31 20 20 928.36 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2018-01-31 928 945 -17 -17 2626.39 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2018-01-31 2626 2726 -100 -100 680.12 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2018-01-31 680 671 9 9 1089.1 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2018-01-31 1089 1132 -43 -43 1413.97 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2018-01-31 1414 1496 -82 -82 1988.8 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2018-01-31 1989 1994 -5 -5 1295.49 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2018-01-31 1295 1345 -50 -50 1019.76 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2018-01-31 1020 1093 -73 -73 1945. FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2018-01-31 1945 1995 -50 -50 1267.31 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2018-01-31 1267 1280 -13 -13 1984.88 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2018-01-31 1985 2069 -84 -84 1156.46 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2018-01-31 1156 1215 -59 -59 4074.19 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2018-01-31 4074 4096 -22 -22 1901.72 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2018-01-31 1902 2009 -107 -107 2518.63 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2018-01-31 2519 2595 -76 -76 1010.28 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2018-01-31 1010 1024 -14 -14 1475.62 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2018-01-31 1476 1581 -105 -105 924.81 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2018-01-31 925 991 -66 -66 180. MATSON INC W/I 2018-01-31 6251 5811 440 440 40. MATSON INC W/I 2016-05-25 2018-01-31 1387 1278 109 109 40. MATSON INC W/I 2017-12-01 2018-01-31 1387 1164 223 223 100. NEKTAR THERAPEUTICS 2012-02-29 2018-01-31 8376 752 7624 7624 150. NEKTAR THERAPEUTICS 2012-02-29 2018-02-01 13322 1128 12194 12194 1510. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S 2018-02-02 83050 48574 34476 34476 180. HOME DEPOT INC COM 2015-07-28 2018-02-02 35164 20494 14670 14670 210. MOHAWK INDS INC 2016-07-27 2018-02-02 56977 42917 14060 14060 130. NEKTAR THERAPEUTICS 2016-10-14 2018-02-02 11773 2077 9696 9696 620. NEKTAR THERAPEUTICS 2018-02-02 56136 9897 46239 46239 960. THOR INDUSTRIES INC 2018-02-02 128034 107046 20988 20988 10. ACCELERON PHARMA INC 2017-12-01 2018-02-05 396 355 41 41 20. ACLARIS THERAPEUTICS INC 2017-01-12 2018-02-05 409 570 -161 -161 40. BMC STOCK HOLDINGS INC 2017-04-12 2018-02-05 862 950 -88 -88 20. BERRY GLOBAL GROUP INC 2017-12-01 2018-02-05 1144 1194 -50 -50 10. CANTEL MEDICAL CORP 2017-12-01 2018-02-05 1109 1063 46 46 100. CARDIOME PHARMA CORP MERGED 05/14/18 2015-09-11 2018-02-05 141 960 -819 -819 20. CAVIUM INC 2017-01-09 2018-02-05 1703 1227 476 476 20. CHEGG INC 2017-12-01 2018-02-05 341 309 32 32 10. COMMVAULT SYSTEMS INC 2017-08-22 2018-02-05 522 593 -71 -71 10. FORTINET INC 2017-12-01 2018-02-05 446 422 24 24 10. INSTALLED BUILDING PRODUCTS 2017-12-01 2018-02-05 641 760 -119 -119 20. INTEGRA LIFESCIENCES HLDG CORP 2018-02-05 1048 1012 36 36 20. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S 2017-02-21 2018-02-05 575 498 77 77 10. JOHN BEAN TECHNOLOGY 2017-12-01 2018-02-05 1115 1178 -63 -63 10. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2017-06-13 2018-02-05 669 530 139 139 20. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2017-12-01 2018-02-05 626 639 -13 -13 30. MGIC INVT CORP WIS 2016-12-19 2018-02-05 441 311 130 130 5. MADISON SQUARE GARDEN CO/-WI 2017-12-01 2018-02-05 1110 1085 25 25 10. MEDICINES COMPANY 2017-04-12 2018-02-05 311 547 -236 -236 10. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2018-01-11 2018-02-05 587 574 13 13 30. MILACRON HOLDINGS CORP 2017-06-13 2018-02-05 552 575 -23 -23 20. NEKTAR THERAPEUTICS 2016-10-17 2018-02-05 1694 318 1376 1376 10. NEXSTAR MEDIA GROUP INC 2017-12-01 2018-02-05 737 681 56 56 10. OMNICELL INC 2017-11-21 2018-02-05 441 498 -57 -57 10. PACIFIC PREMIER BANCORP INC 2017-12-01 2018-02-05 406 400 6 6 20. PACIRA BIOSCIENCES INC 2016-05-03 2018-02-05 772 1032 -260 -260 20. PINNACLE FINANCIAL 2018-02-05 1262 1346 -84 -84 10. PROOFPOINT INC 2017-12-01 2018-02-05 1010 906 104 104 10. RESOLUTE ENERGY CORP 2017-07-20 2018-02-05 341 337 4 4 10. RUSH ENTERPRISES INC CL A 2017-12-01 2018-02-05 495 484 11 11 10. RYDER SYSTEM INC 2017-12-01 2018-02-05 824 821 3 3 10. SANTANDER CONSUMER USA HOLDI 2017-12-11 2018-02-05 167 182 -15 -15 10. SUMMIT MATERIALS INC -CL A 2017-12-01 2018-02-05 300 297 3 3 10. TABLEAU SOFTWARE INC-CL A MERGED 8/1/2019 2017-12-01 2018-02-05 816 704 112 112 55000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2018-02-05 67807 69758 -1951 -1951 20. UNIVAR INC 2017-05-05 2018-02-05 556 623 -67 -67 5. VAIL RESORTS INC COM 2015-01-12 2018-02-05 1075 455 620 620 20. WNS HOLDINGS LTD ADR 2016-09-15 2018-02-05 846 600 246 246 10. ZENDESK INC 2017-12-07 2018-02-05 378 340 38 38 20. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2017-11-30 2018-02-05 610 627 -17 -17 30. THE BANK OF N T BUTTERFIELD SEDOL BD8FF02 2017-12-01 2018-02-05 1190 1199 -9 -9 730. PROTHENA CORP PLC SEDOL B91XRN2 2018-02-05 26834 40114 -13280 -13280 10. PROTHENA CORP PLC SEDOL B91XRN2 2017-06-14 2018-02-05 333 544 -211 -211 90. PROTHENA CORP PLC SEDOL B91XRN2 2018-02-05 3153 4886 -1733 -1733 10. ORBOTECH LTD 2017-12-07 2018-02-05 507 501 6 6 20. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL0009693779 2016-11-14 2018-02-05 1212 684 528 528 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-12-21 2018-02-06 18413 19008 -595 -595 25000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2017-03-09 2018-02-06 24769 25038 -269 -269 200. CAVIUM INC 2018-02-08 16591 11525 5066 5066 140. CAVIUM INC 2018-02-08 11557 7962 3595 3595 600. DOMTAR CORPORATION NEW 2018-02-08 25944 24239 1705 1705 65000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2018-02-09 64639 65886 -1247 -1247 380. BMC STOCK HOLDINGS INC 2018-02-12 7640 9018 -1378 -1378 330. BMC STOCK HOLDINGS INC 2018-02-12 6667 7798 -1131 -1131 80. BMC STOCK HOLDINGS INC 2017-04-05 2018-02-12 1606 1878 -272 -272 1440. BMC STOCK HOLDINGS INC 2018-02-13 28479 33314 -4835 -4835 280. BMC STOCK HOLDINGS INC 2018-02-13 5528 6403 -875 -875 400. BMC STOCK HOLDINGS INC 2018-02-14 7932 9123 -1191 -1191 50. BMC STOCK HOLDINGS INC 2017-03-20 2018-02-14 988 1136 -148 -148 2590. BIOVERATIV INC-W/I MERGED 03/09/18 @ $105.00 P/S 2017-10-30 2018-02-14 268580 144665 123915 123915 320. NEKTAR THERAPEUTICS 2018-02-14 27395 5094 22301 22301 125000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2018-02-14 123486 125832 -2346 -2346 65000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2018-02-14 64215 65433 -1218 -1218 17.487 ACADIAN NON-US CONCENTRATED FUND 2011-10-18 2018-02-14 28668 15468 13200 13200 5290.53 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2018-02-15 5291 5290 1 1 1648.81 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2018-02-15 1649 1649 2888.29 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-05-24 2018-02-15 2888 2888 90. RYDER SYSTEM INC 2018-02-15 7504 6737 767 767 270. RYDER SYSTEM INC 2018-02-15 22544 19198 3346 3346 10. RYDER SYSTEM INC 2017-08-22 2018-02-15 835 728 107 107 90. RYDER SYSTEM INC 2016-04-27 2018-02-15 7510 6388 1122 1122 220. RYDER SYSTEM INC 2016-04-27 2018-02-15 18301 15616 2685 2685 9672.68 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2018-02-15 9673 9672 1 1 8. ALEXION PHARMACEUTICALS INC 2017-06-23 2018-02-16 957 1016 -59 -59 3. ALLEGHANY CORP DEL 2016-05-04 2018-02-16 1758 1550 208 208 27. ALTRIA GROUP INC 2016-05-04 2018-02-16 1757 1713 44 44 16. APPLE INC 2016-06-16 2018-02-16 2772 1551 1221 1221 33. BANK OF AMERICA CORP 2016-05-04 2018-02-16 1056 466 590 590 23. BERKSHIRE HATHAWAY INC CLASS B 2016-05-04 2018-02-16 4675 3315 1360 1360 15. BRISTOL MYERS SQUIBB CO 2016-05-04 2018-02-16 1036 1057 -21 -21 33. CARMAX INC 2016-05-04 2018-02-16 2115 1695 420 420 38. CARNIVAL CORP SEDOL 2523044 2016-05-04 2018-02-16 2609 1867 742 742 14. CHEVRON CORPORATION 2016-05-04 2018-02-16 1560 1409 151 151 40. CISCO SYS INC COM 2016-05-04 2018-02-16 1789 1056 733 733 23. COCACOLA CO 2011-01-03 2018-02-16 1033 750 283 283 19. DEERE & CO 2016-05-04 2018-02-16 3165 1557 1608 1608 22. DOLLAR TREE INC 2016-09-16 2018-02-16 2387 1782 605 605 9. FEDEX CORPORATION 2016-05-04 2018-02-16 2185 1488 697 697 12. GENERAL DYNAMICS CORP 2016-05-04 2018-02-16 2672 1692 980 980 20. LILLY ELI & CO 2016-05-04 2018-02-16 1575 1498 77 77 14. LOWES COMPANIES INC 2016-05-04 2018-02-16 1360 1062 298 298 1. A10 NETWORKS, INC. XXX-XX-XXXX 2001-01-01 2018-02-16 1409 25 1384 1384 3. NEW MARKET CORPORATION 2016-05-04 2018-02-16 1257 1225 32 32 24. NIKE INC CL B 2016-08-24 2018-02-16 1652 1444 208 208 13. NORFOLK SOUTHN CORP COM 2016-05-04 2018-02-16 1852 1151 701 701 8. O REILLY AUTOMOTIVE INC 2016-05-04 2018-02-16 2011 2148 -137 -137 48. PROGRESSIVE CORP OHIO 2016-05-04 2018-02-16 2730 1577 1153 1153 22. SOUTHWEST AIRLINES COM 2017-01-20 2018-02-16 1291 1122 169 169 30000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2017-03-09 2018-02-16 29610 30046 -436 -436 17. VERIZON COMMUNICATIONS COM 2016-05-04 2018-02-16 846 865 -19 -19 19. VISA INC CLASS A SHARES 2016-05-04 2018-02-16 2321 1460 861 861 28. WELLS FARGO & CO NEW COM 2016-05-04 2018-02-16 1675 1367 308 308 13500. FLEX LTD SEDOL 2353058 2015-12-29 2018-02-16 240230 154238 85992 85992 275000. BANK OF AMERICA CREDIT CARD TR SERIES 2015 A2 CLASS A 2015-04-22 2018-02-20 274753 274967 -214 -214 33192. HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-05-24 2018-02-20 33012 33191 -179 -179 50. MKS INSTRS INC 2015-11-19 2018-02-20 5762 1810 3952 3952 1490. PEPSICO INC COM 2018-02-20 163782 147927 15855 15855 710. MOHAWK INDS INC 2016-07-27 2018-02-22 176063 145100 30963 30963 50. NEKTAR THERAPEUTICS 2012-02-29 2018-02-22 4455 376 4079 4079 2170. PROLOGIS INC 2016-09-23 2018-02-22 130349 118423 11926 11926 80. ORBOTECH LTD 2017-12-07 2018-02-22 4277 4007 270 270 130. ORBOTECH LTD 2017-12-07 2018-02-22 6983 6511 472 472 150. ORBOTECH LTD 2018-02-22 8029 7459 570 570 330. INTEGRA LIFESCIENCES HLDG CORP 2018-02-23 17620 16525 1095 1095 50. NEKTAR THERAPEUTICS 2012-02-29 2018-02-23 4445 376 4069 4069 250000. NISSAN AUTO RECEIVABLES OWNER SERIES 2017 B CLASS A3 2017-08-16 2018-02-23 246172 249986 -3814 -3814 20. ORBOTECH LTD 2017-12-05 2018-02-23 1071 992 79 79 80. ORBOTECH LTD 2018-02-23 4291 3964 327 327 70. ORBOTECH LTD 2017-12-06 2018-02-23 3737 3461 276 276 570. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2014-02-26 2018-02-23 11252 17638 -6386 -6386 290. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2014-02-26 2018-02-23 5722 8974 -3252 -3252 60. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2018-02-23 1182 1853 -671 -671 3880. ALLISON TRANSMISSION HOLDING 2018-02-26 152335 137732 14603 14603 1800. ALLISON TRANSMISSION HOLDING 2017-08-03 2018-02-26 70671 68110 2561 2561 200. AMERICAN EAGLE OUTFITTERS INC 2015-11-19 2018-02-26 3919 3072 847 847 40. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S 2017-07-24 2018-02-26 4909 3394 1515 1515 200. KBR INC 2017-11-13 2018-02-26 2980 3797 -817 -817 150. NEKTAR THERAPEUTICS 2012-02-29 2018-02-26 13529 1128 12401 12401 120. NEKTAR THERAPEUTICS 2016-07-13 2018-02-26 10841 1892 8949 8949 20. NEKTAR THERAPEUTICS 2016-07-13 2018-02-26 1812 315 1497 1497 200. AMERICAN EAGLE OUTFITTERS INC 2015-11-19 2018-02-27 4049 3072 977 977 280000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2018-02-27 278753 278814 -61 -61 50000. CONSTELLATION BRANDS INC COM GTD 2014-11-28 2018-02-28 55882 53503 2379 2379 2806.8 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2018-02-28 2807 2993 -186 -186 1345.01 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2018-02-28 1345 1446 -101 -101 705.47 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2018-02-28 705 736 -31 -31 1141.95 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2018-02-28 1142 1184 -42 -42 2888.68 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2018-02-28 2889 2970 -81 -81 3913.83 FEDERAL NATL MTG ASSN POOL AL2610 2017-08-22 2018-02-28 3914 3976 -62 -62 805.81 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2018-02-28 806 838 -32 -32 2069.47 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2018-02-28 2069 2209 -140 -140 1060.95 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2018-02-28 1061 1117 -56 -56 1890.17 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2018-02-28 1890 1969 -79 -79 367.33 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2018-02-28 367 385 -18 -18 3648.07 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2018-02-28 3648 3795 -147 -147 898.88 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2018-02-28 899 937 -38 -38 1147.91 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2018-02-28 1148 1186 -38 -38 2562.72 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2018-02-28 2563 2674 -111 -111 482.44 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2018-02-28 482 500 -18 -18 1523.16 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2018-02-28 1523 1620 -97 -97 3364.51 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2018-02-28 3365 3596 -231 -231 1232.83 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2018-02-28 1233 1273 -40 -40 494.41 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2018-02-28 494 513 -19 -19 745.11 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2018-02-28 745 767 -22 -22 3826.04 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2018-02-28 3826 3837 -11 -11 992.73 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2018-02-28 993 1029 -36 -36 86.91 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2018-02-28 87 87 32.14 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2018-02-28 32 33 -1 -1 35.24 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2018-02-28 35 36 -1 -1 170.7 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2018-02-28 171 172 -1 -1 82.26 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2018-02-28 82 80 2 2 188.86 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2018-02-28 189 189 1250.81 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2018-02-28 1251 1273 -22 -22 599.19 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2018-02-28 599 622 -23 -23 1088.72 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2018-02-28 1089 1075 14 14 689.81 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2018-02-28 690 717 -27 -27 271.26 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2018-02-28 271 287 -16 -16 508.43 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2018-02-28 508 510 -2 -2 2277.14 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2018-02-28 2277 2365 -88 -88 678.46 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2018-02-28 678 727 -49 -49 2010.02 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2018-02-28 2010 2062 -52 -52 1015.04 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2018-02-28 1015 1025 -10 -10 1465.01 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2018-02-28 1465 1527 -62 -62 1143.92 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2018-02-28 1144 1202 -58 -58 3551.61 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2018-02-28 3552 3571 -19 -19 1884.43 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2018-02-28 1884 1991 -107 -107 2025.25 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2018-02-28 2025 2087 -62 -62 863.98 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2018-02-28 864 875 -11 -11 1485.6 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2018-02-28 1486 1591 -105 -105 2002.49 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2018-02-28 2002 2145 -143 -143 50. IAC / INTERACTIVECORP-W/I 2009-09-01 2018-02-28 7592 923 6669 6669 60000. NISOURCE FINANCE CORP CALL 02/15/2027 COGT 2017-05-11 2018-02-28 58752 59990 -1238 -1238 200. ORBOTECH LTD 2015-11-19 2018-02-28 11081 3800 7281 7281 200. HEIDRICK & STRUGGLES (IPO) 2017-07-17 2018-03-02 5477 4472 1005 1005 640. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2018-03-02 42960 35614 7346 7346 430. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2018-03-02 28882 21674 7208 7208 180. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2017-05-05 2018-03-02 12094 8816 3278 3278 120. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2015-10-06 2018-03-02 8063 4086 3977 3977 80. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2018-03-02 5370 2724 2646 2646 150. NEKTAR THERAPEUTICS 2012-02-29 2018-03-02 15191 1128 14063 14063 3120. SLM CORP 2018-03-02 34092 36169 -2077 -2077 210. SLM CORP 2017-07-25 2018-03-05 2353 2377 -24 -24 1440. SLM CORP 2018-03-05 16010 16218 -208 -208 90000. ABBOTT LABORATORIES CALL 08/30/2026 @ 100.000 UNSC 2018-03-06 89150 89391 -241 -241 240. CIENA CORP 2018-03-06 6161 5364 797 797 260. CIENA CORP 2018-03-06 6739 5740 999 999 330. CIENA CORP 2018-03-06 8638 7204 1434 1434 25000. CONSTELLATION BRANDS INC CALL 11/15/2027 COGT 2018-01-29 2018-03-06 24250 24952 -702 -702 1400. PEPSICO INC COM 2018-03-06 152488 138255 14233 14233 610. SLM CORP 2017-07-26 2018-03-06 6756 6845 -89 -89 610. SLM CORP 2018-03-06 6796 6840 -44 -44 590. SHERWIN-WILLIAMS CO 2018-03-06 233722 206902 26820 26820 30000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-05-31 2018-03-06 28795 29739 -944 -944 100. CIENA CORP 2016-08-15 2018-03-07 2616 2142 474 474 190. CIENA CORP 2018-03-07 4971 4069 902 902 10. CIENA CORP 2018-02-05 2018-03-07 265 214 51 51 560. SLM CORP 2018-03-07 6174 6268 -94 -94 280. SLM CORP 2017-07-24 2018-03-07 3097 3131 -34 -34 50. NEKTAR THERAPEUTICS 2012-02-29 2018-03-08 5367 375 4992 4992 310. SLM CORP 2017-07-24 2018-03-08 3371 3467 -96 -96 700. SLM CORP 2018-03-08 7616 7804 -188 -188 5000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-03-17 2018-03-08 6070 6208 -138 -138 160000. VERIZON COMMUNICATIONS UNSC 2018-03-08 160437 160485 -48 -48 200. HUDSON TECHNOLOGIES INC 2017-05-04 2018-03-09 1096 1437 -341 -341 300. LIBERTY PPTY TR 2018-03-09 12167 10083 2084 2084 50. NEKTAR THERAPEUTICS 2012-02-29 2018-03-09 5426 375 5051 5051 100. ON ASSIGNMENT INC NAME CHANGE 04/02/18 2015-11-19 2018-03-09 8474 4680 3794 3794 2880. SLM CORP 2018-03-09 32070 31920 150 150 2000. MGIC INVT CORP WIS 2018-03-12 26757 20728 6029 6029 620. MGIC INVT CORP WIS 2016-12-19 2018-03-12 8523 6425 2098 2098 30. MGIC INVT CORP WIS 2016-12-19 2018-03-12 422 311 111 111 390. MGIC INVT CORP WIS 2018-03-12 5379 4033 1346 1346 550. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2018-03-12 36853 18650 18203 18203 80. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2018-03-12 5363 2632 2731 2731 30. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2015-10-02 2018-03-12 2008 987 1021 1021 430. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2018-03-12 28805 13516 15289 15289 370. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2016-01-19 2018-03-12 24766 11012 13754 13754 80. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2016-01-19 2018-03-12 5360 2381 2979 2979 2730. ORACLE CORP 2017-08-03 2018-03-12 144347 137260 7087 7087 1820. SLM CORP 2018-03-12 20437 19820 617 617 1380. STANLEY BLACK & DECKER INC 2017-11-01 2018-03-12 218036 222711 -4675 -4675 1995. BAYERISCHE MOTOREN-SPON ADR SEDOL BD6KTC9 2018-03-13 70169 50877 19292 19292 230. CAVIUM INC 2016-11-29 2018-03-13 20222 13065 7157 7157 150. CAVIUM INC 2016-11-29 2018-03-13 13207 8520 4687 4687 170. CAVIUM INC 2016-11-29 2018-03-13 14970 9656 5314 5314 20346. COMPAGNIE FINANCIERE RICHEMONT A SWITZ ADR 2018-03-13 180868 41388 139480 139480 2180. DOLLAR TREE INC 2018-03-13 207535 177329 30206 30206 180. DOLLAR TREE INC 2017-08-30 2018-03-13 17211 14348 2863 2863 130. CAVIUM INC 2018-03-14 11306 7376 3930 3930 1. CITIGROUP INC 2001-01-01 2018-03-14 1435 1435 1435 50. COHERENT INC 2016-01-29 2018-03-14 11041 3858 7183 7183 200. HEIDRICK & STRUGGLES (IPO) 2017-07-10 2018-03-14 6117 4406 1711 1711 50. IAC / INTERACTIVECORP-W/I 2009-09-01 2018-03-14 8090 923 7167 7167 50. MKS INSTRS INC 2015-11-19 2018-03-14 6153 1810 4343 4343 300. MSG NETWORKS INC 2018-03-14 7581 6437 1144 1144 100. SELECTED INS GROUP INC 2011-07-29 2018-03-14 6065 1635 4430 4430 4760.98 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2018-03-15 4761 4760 1 1 1454.63 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2018-03-15 1455 1455 85000. HARTFORD FINL SVCS GRP SR NOTES 2016-09-13 2018-03-15 85000 85000 .07 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-05-24 2018-03-15 .9 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-05-24 2018-03-15 1 1 100. SELECTED INS GROUP INC 2009-01-29 2018-03-15 6070 1633 4437 4437 8584.2 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2018-03-15 8584 8584 200. HUDSON TECHNOLOGIES INC 2017-05-04 2018-03-16 1086 1437 -351 -351 70000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2018-03-16 69120 70979 -1859 -1859 150. CAVIUM INC 2016-12-01 2018-03-19 13002 8504 4498 4498 200. HEIDRICK & STRUGGLES (IPO) 2017-05-02 2018-03-19 6304 4328 1976 1976 500. HUDSON TECHNOLOGIES INC 2017-05-04 2018-03-19 2470 3591 -1121 -1121 1050. ORBOTECH LTD 2015-11-19 2018-03-19 67223 19950 47273 47273 760. ORBOTECH LTD 2018-03-19 47958 35633 12325 12325 740. ORBOTECH LTD 2018-03-19 46982 24470 22512 22512 20. ORBOTECH LTD 2016-06-10 2018-03-19 1270 530 740 740 190. CAVIUM INC 2018-03-20 16431 10647 5784 5784 200. HUDSON TECHNOLOGIES INC 2017-05-04 2018-03-20 987 1437 -450 -450 50. NEKTAR THERAPEUTICS 2012-02-29 2018-03-20 5400 375 5025 5025 80000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2018-03-20 79038 79339 -301 -301 5000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2015-12-15 2018-03-20 4911 5003 -92 -92 250. ORBOTECH LTD 2018-03-20 16225 3683 12542 12542 100. ORBOTECH LTD 2016-06-10 2018-03-20 6496 2652 3844 3844 330. ORBOTECH LTD 2016-06-10 2018-03-20 21438 8752 12686 12686 200. HUDSON TECHNOLOGIES INC 2018-03-21 973 1435 -462 -462 320. ORBOTECH LTD 2016-06-10 2018-03-21 20794 8486 12308 12308 930. BROADCOM LTD EXCH 04/05/18 2018-03-21 224848 203729 21119 21119 200. XCERRA CORPORATION 2015-11-19 2018-03-22 2336 1364 972 972 200. ORBOTECH LTD 2018-03-22 12721 2616 10105 10105 500. HUDSON TECHNOLOGIES INC 2018-03-26 2211 3327 -1116 -1116 800. HUDSON TECHNOLOGIES INC 2017-03-17 2018-03-26 3537 5211 -1674 -1674 100. NEKTAR THERAPEUTICS 2012-02-29 2018-03-26 10500 749 9751 9751 970. THOR INDUSTRIES INC 2018-03-26 106205 93957 12248 12248 190. THOR INDUSTRIES INC 2017-02-24 2018-03-26 20803 21088 -285 -285 100. HUDSON TECHNOLOGIES INC 2017-04-05 2018-03-27 448 642 -194 -194 700. HUDSON TECHNOLOGIES INC 2017-03-20 2018-03-27 3136 4441 -1305 -1305 190. PACIRA BIOSCIENCES INC 2018-03-27 5970 9501 -3531 -3531 300. PACIRA BIOSCIENCES INC 2018-03-27 9555 14900 -5345 -5345 10. PACIRA BIOSCIENCES INC 2016-05-10 2018-03-27 320 496 -176 -176 115000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2018-02-20 2018-03-27 114501 114474 27 27 1700. ALTRIA GROUP INC 2013-05-10 2018-03-28 105007 62278 42729 42729 135000. BMW VEHICLE OWNER TRUST SERIES 2016 A CLASS A3 2016-07-12 2018-03-28 133682 134999 -1317 -1317 300. HUDSON TECHNOLOGIES INC 2017-03-20 2018-03-28 1475 1903 -428 -428 30. INSTALLED BUILDING PRODUCTS 2017-12-01 2018-03-28 1792 2281 -489 -489 90. INSTALLED BUILDING PRODUCTS 2018-03-28 5377 2405 2972 2972 370. INSTALLED BUILDING PRODUCTS 2018-03-28 22054 9732 12322 12322 80. INSTALLED BUILDING PRODUCTS 2015-07-16 2018-03-28 4782 2042 2740 2740 40. PACIRA BIOSCIENCES INC 2016-05-10 2018-03-28 1262 1986 -724 -724 30. PACIRA BIOSCIENCES INC 2016-05-10 2018-03-28 946 1489 -543 -543 1050. STRYKER CORP 2018-03-28 165913 138052 27861 27861 180. STRYKER CORP 2017-10-30 2018-03-28 28442 28182 260 260 15000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2018-02-20 2018-03-28 14936 14931 5 5 70000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2018-02-23 2018-03-28 69237 69232 5 5 400. XCERRA CORPORATION 2015-11-19 2018-03-28 4565 2728 1837 1837 340. CAVIUM INC 2018-03-29 27022 18865 8157 8157 300. HUDSON TECHNOLOGIES INC 2018-03-29 1479 1875 -396 -396 90. PACIRA BIOSCIENCES INC 2018-03-29 2792 4446 -1654 -1654 195. PACIRA BIOSCIENCES INC 2018-03-29 6067 8718 -2651 -2651 335. PACIRA BIOSCIENCES INC 2018-03-29 10423 16332 -5909 -5909 802.1 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2018-03-31 802 855 -53 -53 940.79 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2018-03-31 941 1011 -70 -70 1602. FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2018-03-31 1602 1672 -70 -70 1286.36 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2018-03-31 1286 1334 -48 -48 2092.64 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2018-03-31 2093 2151 -58 -58 3614.89 FEDERAL NATL MTG ASSN POOL AL2610 2017-08-22 2018-03-31 3615 3672 -57 -57 494.15 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2018-03-31 494 514 -20 -20 590.65 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2018-03-31 591 630 -39 -39 1421. FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2018-03-31 1421 1496 -75 -75 2498.75 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2018-03-31 2499 2603 -104 -104 868.53 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2018-03-31 869 910 -41 -41 1438.54 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2018-03-31 1439 1496 -57 -57 1884.41 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2018-03-31 1884 1965 -81 -81 1757.34 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2018-03-31 1757 1816 -59 -59 3004.4 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2018-03-31 3004 3135 -131 -131 703.74 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2018-03-31 704 729 -25 -25 1670.64 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2018-03-31 1671 1777 -106 -106 3690.62 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2018-03-31 3691 3945 -254 -254 1097.25 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2018-03-31 1097 1133 -36 -36 740.87 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2018-03-31 741 768 -27 -27 1200.65 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2018-03-31 1201 1236 -35 -35 1937.58 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2018-03-31 1938 1943 -5 -5 1100.36 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2018-03-31 1100 1140 -40 -40 102.24 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2018-03-31 102 103 -1 -1 32.1 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2018-03-31 32 33 -1 -1 38.02 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2018-03-31 38 38 160.39 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2018-03-31 160 161 -1 -1 107.8 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2018-03-31 108 104 4 4 18.78 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2018-03-31 19 19 1095.91 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2018-03-31 1096 1116 -20 -20 1423. FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2018-03-31 1423 1477 -54 -54 537.87 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2018-03-31 538 531 7 7 919.49 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2018-03-31 919 955 -36 -36 1541.75 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2018-03-31 1542 1631 -89 -89 2924.45 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2018-03-31 2924 2932 -8 -8 2590.02 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2018-03-31 2590 2689 -99 -99 1094.04 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2018-03-31 1094 1172 -78 -78 2307.75 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2018-03-31 2308 2367 -59 -59 1356.56 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2018-03-31 1357 1370 -13 -13 2017.69 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2018-03-31 2018 2103 -85 -85 1853.9 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2018-03-31 1854 1948 -94 -94 3518.92 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2018-03-31 3519 3538 -19 -19 1865.33 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2018-03-31 1865 1970 -105 -105 355.05 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2018-03-31 355 366 -11 -11 987.49 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2018-03-31 987 1001 -14 -14 980.14 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2018-03-31 980 1050 -70 -70 1819.41 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2018-03-31 1819 1948 -129 -129 6.409 AURORA OFFSHORE FUND LTD II CLASS A SERIES 08/16 2016-08-31 2018-03-31 8356 11051 -2695 -2695 115000. AMAZON.COM INC SER 144A CALL 02/22/2057 2017-08-15 2018-04-02 114799 114059 740 740 70. INSTALLED BUILDING PRODUCTS 2018-04-02 4062 1786 2276 2276 4127. LILLY ELI & CO 2016-05-04 2018-04-02 313896 309097 4799 4799 220. INSTALLED BUILDING PRODUCTS 2018-04-03 12337 5608 6729 6729 90. INSTALLED BUILDING PRODUCTS 2018-04-03 5003 2292 2711 2711 75000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2018-04-03 74525 75717 -1192 -1192 10000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2018-03-15 2018-04-03 9937 9921 16 16 90. PROTHENA CORP PLC SEDOL B91XRN2 2018-04-04 3907 4840 -933 -933 130. PROTHENA CORP PLC SEDOL B91XRN2 2018-04-04 5655 6907 -1252 -1252 50. PROTHENA CORP PLC SEDOL B91XRN2 2016-09-09 2018-04-04 2176 2614 -438 -438 100. PROTHENA CORP PLC SEDOL B91XRN2 2017-06-13 2018-04-04 4351 5292 -941 -941 50000. AT&T INC CALL 02/14/2037 UNSC 2017-07-27 2018-04-05 50415 49911 504 504 80. INSTALLED BUILDING PRODUCTS 2018-04-05 4882 2032 2850 2850 280. MILACRON HOLDINGS CORP 2018-04-05 5653 5350 303 303 190. MILACRON HOLDINGS CORP 2018-04-05 3851 3559 292 292 70. PACIRA BIOSCIENCES INC 2017-06-06 2018-04-05 2065 3121 -1056 -1056 200. PACIRA BIOSCIENCES INC 2018-04-05 5909 8852 -2943 -2943 100. PACIRA BIOSCIENCES INC 2018-04-05 2964 4411 -1447 -1447 60. INSTALLED BUILDING PRODUCTS 2015-07-02 2018-04-06 3588 1523 2065 2065 110. MILACRON HOLDINGS CORP 2017-06-12 2018-04-06 2202 2056 146 146 180. PACIRA BIOSCIENCES INC 2018-04-06 6296 7881 -1585 -1585 70. PACIRA BIOSCIENCES INC 2018-04-06 2052 2905 -853 -853 305. PACIRA BIOSCIENCES INC 2016-06-16 2018-04-06 10555 12073 -1518 -1518 435. PACIRA BIOSCIENCES INC 2018-04-06 15054 17911 -2857 -2857 630. PACIRA BIOSCIENCES INC 2018-04-06 20399 22654 -2255 -2255 125000. ANHEUSER-BUSCH INBEV FIN CALL 01/01/2021 @ 100.000 COGT 2018-02-14 2018-04-09 124355 123685 670 670 410. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S 2018-04-09 85238 34642 50596 50596 60. AVEXIS INC MERGED 05/15/18 @ $218.00 P/S 2018-04-09 12482 5059 7423 7423 80. INSTALLED BUILDING PRODUCTS 2015-07-02 2018-04-09 4718 2030 2688 2688 120. INSTALLED BUILDING PRODUCTS 2018-04-10 6831 3043 3788 3788 40. INSTALLED BUILDING PRODUCTS 2015-07-06 2018-04-10 2281 1014 1267 1267 80. INSTALLED BUILDING PRODUCTS 2015-07-06 2018-04-10 4485 2028 2457 2457 50. MILACRON HOLDINGS CORP 2018-04-10 975 932 43 43 225. PACIRA BIOSCIENCES INC 2018-04-10 8197 7518 679 679 50. PACIRA BIOSCIENCES INC 2016-12-07 2018-04-10 1814 1612 202 202 420. INSTALLED BUILDING PRODUCTS 2018-04-11 23604 10618 12986 12986 130. INSTALLED BUILDING PRODUCTS 2015-07-13 2018-04-11 7351 3279 4072 4072 120. MILACRON HOLDINGS CORP 2017-06-09 2018-04-11 2330 2227 103 103 100. MILACRON HOLDINGS CORP 2017-06-09 2018-04-11 1929 1855 74 74 140. BMC STOCK HOLDINGS INC 2017-03-20 2018-04-12 2681 3182 -501 -501 420. BMC STOCK HOLDINGS INC 2018-04-12 7951 9543 -1592 -1592 85000. GENERAL MILLS INC CALL 09/17/2023 UNSC 2018-04-03 2018-04-12 85400 84816 584 584 120. INSTALLED BUILDING PRODUCTS 2015-07-13 2018-04-12 6530 3026 3504 3504 80. INSTALLED BUILDING PRODUCTS 2018-04-12 4291 2012 2279 2279 40. INSTALLED BUILDING PRODUCTS 2015-07-01 2018-04-12 2157 1003 1154 1154 320. MILACRON HOLDINGS CORP 2017-06-09 2018-04-12 6250 5937 313 313 640. MILACRON HOLDINGS CORP 2018-04-12 12493 11782 711 711 50. MILACRON HOLDINGS CORP 2017-06-05 2018-04-12 983 902 81 81 200. AMERICAN EAGLE OUTFITTERS INC 2015-11-19 2018-04-13 4344 3072 1272 1272 350. ANGIODYNAMICS INC 2018-04-13 6957 3696 3261 3261 500. BMC STOCK HOLDINGS INC 2018-04-13 9320 11334 -2014 -2014 140. BMC STOCK HOLDINGS INC 2018-04-13 2591 3170 -579 -579 60. BMC STOCK HOLDINGS INC 2017-03-21 2018-04-13 1122 1356 -234 -234 50. DECKERS OUTDOOR CORP 2017-11-09 2018-04-13 4746 3329 1417 1417 230. INSTALLED BUILDING PRODUCTS 2018-04-13 11939 5758 6181 6181 70. INSTALLED BUILDING PRODUCTS 2018-04-13 3625 1749 1876 1876 270. MILACRON HOLDINGS CORP 2017-06-05 2018-04-13 5268 4871 397 397 20. MILACRON HOLDINGS CORP 2017-06-05 2018-04-13 391 361 30 30 30. MILACRON HOLDINGS CORP 2018-04-13 586 541 45 45 40000. CNH CAPITAL LLC COGT 2018-04-15 40000 40000 5119.92 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2018-04-15 5120 5119 1 1 1521.94 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2018-04-15 1522 1522 9198.04 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2018-04-15 9198 9198 1210. BMC STOCK HOLDINGS INC 2018-04-16 22443 27333 -4890 -4890 50. BMC STOCK HOLDINGS INC 2017-03-21 2018-04-16 928 1126 -198 -198 6310. ICICI BANK LTD SPON ADR 2016-06-06 2018-04-16 54983 41791 13192 13192 200. MILACRON HOLDINGS CORP 2017-06-06 2018-04-16 3930 3608 322 322 115000. AMERICAN CAMPUS CMNTYS CALL 01/15/2023 @ 100.000 COGT 2016-12-09 2018-04-17 115102 115928 -826 -826 320. BMC STOCK HOLDINGS INC 2017-03-21 2018-04-17 5994 7208 -1214 -1214 200. MILACRON HOLDINGS CORP 2018-04-17 3972 3605 367 367 300. MILACRON HOLDINGS CORP 2018-04-17 5960 5404 556 556 270. PINNACLE FINANCIAL 2018-04-17 16767 18165 -1398 -1398 550. PINNACLE FINANCIAL 2018-04-17 34196 36700 -2504 -2504 40. PINNACLE FINANCIAL 2018-04-17 2537 2659 -122 -122 120. PINNACLE FINANCIAL 2018-04-17 7428 7915 -487 -487 210. ASGN INC 2018-04-18 17954 7632 10322 10322 530. BMC STOCK HOLDINGS INC 2018-04-18 10029 11899 -1870 -1870 35000. CVS HEALTH CORP CALL 12/25/2027 UNSC 2018-03-06 2018-04-18 35026 34653 373 373 200. HEIDRICK & STRUGGLES (IPO) 2017-05-11 2018-04-18 6453 4322 2131 2131 60000. JP MORGAN CHASE & CO SR UNSEC CALL 7/24/37 @ 100 2017-12-13 2018-04-18 57686 61903 -4217 -4217 5000. JP MORGAN CHASE & CO SR UNSEC CALL 7/24/37 @ 100 2017-12-13 2018-04-18 4817 5159 -342 -342 300. LIBERTY PPTY TR 2015-11-19 2018-04-18 12088 10008 2080 2080 2310. MGIC INVT CORP WIS 2018-03-29 2018-04-18 23939 30213 -6274 -6274 880. MGIC INVT CORP WIS 2018-04-18 9120 9087 33 33 1180. MGIC INVT CORP WIS 2018-04-18 12167 12168 -1 -1 2610. MGIC INVT CORP WIS 2017-01-09 2018-04-18 26988 26786 202 202 1890. MGIC INVT CORP WIS 2018-04-18 19526 19379 147 147 670. PINNACLE FINANCIAL 2018-04-18 41798 43345 -1547 -1547 155000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2018-04-18 2018-04-18 155000 155000 40. ASGN INC 2011-02-18 2018-04-19 3421 408 3013 3013 210. BMC STOCK HOLDINGS INC 2017-03-29 2018-04-19 3834 4695 -861 -861 120. BMC STOCK HOLDINGS INC 2017-03-29 2018-04-19 2159 2683 -524 -524 110. BMC STOCK HOLDINGS INC 2017-03-29 2018-04-19 2007 2459 -452 -452 211. ILLINOIS TOOL WORKS INC COM 2016-06-15 2018-04-19 33412 22242 11170 11170 849. ILLINOIS TOOL WORKS INC COM 2016-06-15 2018-04-19 134469 89495 44974 44974 160. MERCURY SYSTEMS INC 2018-04-19 7077 8179 -1102 -1102 350. MERCURY SYSTEMS INC 2018-04-19 15452 17749 -2297 -2297 90. MERCURY SYSTEMS INC 2018-04-19 3969 4535 -566 -566 10. RESOLUTE ENERGY CORP 2017-07-20 2018-04-19 355 337 18 18 120. RESOLUTE ENERGY CORP 2017-07-20 2018-04-19 4208 4043 165 165 10. RESOLUTE ENERGY CORP 2017-07-20 2018-04-19 352 337 15 15 70000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2018-03-28 2018-04-19 66970 67747 -777 -777 280. BMC STOCK HOLDINGS INC 2018-04-20 5048 6255 -1207 -1207 110. MERCURY SYSTEMS INC 2018-04-20 4946 5472 -526 -526 50. RESOLUTE ENERGY CORP 2017-07-20 2018-04-20 1648 1685 -37 -37 330. RESOLUTE ENERGY CORP 2017-07-20 2018-04-20 10871 11119 -248 -248 100. BMC STOCK HOLDINGS INC 2017-03-22 2018-04-23 1808 2232 -424 -424 380. MERCURY SYSTEMS INC 2018-04-23 17180 18879 -1699 -1699 20. NEKTAR THERAPEUTICS 2016-07-13 2018-04-23 1670 315 1355 1355 70. NEKTAR THERAPEUTICS 2016-07-13 2018-04-23 5850 1104 4746 4746 770. RESOLUTE ENERGY CORP 2018-04-23 24690 25093 -403 -403 60. RESOLUTE ENERGY CORP 2017-07-21 2018-04-23 1926 1940 -14 -14 25000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-03-24 2018-04-23 23793 24767 -974 -974 260. BMC STOCK HOLDINGS INC 2018-04-24 4692 5804 -1112 -1112 200. HEIDRICK & STRUGGLES (IPO) 2017-04-27 2018-04-24 7656 4315 3341 3341 1. KING DIGITAL ENTERTAINMENT G5258J109 2001-01-01 2018-04-24 593 25 568 568 60. MERCURY SYSTEMS INC 2018-04-24 2719 2955 -236 -236 270. MERCURY SYSTEMS INC 2018-04-24 11625 13021 -1396 -1396 90. NEKTAR THERAPEUTICS 2016-07-13 2018-04-24 7649 1419 6230 6230 60. RESOLUTE ENERGY CORP 2017-07-21 2018-04-24 1915 1940 -25 -25 260. RESOLUTE ENERGY CORP 2018-04-24 8138 8203 -65 -65 90. RESOLUTE ENERGY CORP 2017-11-30 2018-04-24 2894 2667 227 227 90. BMC STOCK HOLDINGS INC 2017-06-14 2018-04-25 1573 1982 -409 -409 100. BMC STOCK HOLDINGS INC 2018-04-25 1748 2229 -481 -481 70. BMC STOCK HOLDINGS INC 2017-06-14 2018-04-25 1229 1542 -313 -313 20. JOHN BEAN TECHNOLOGY 2017-12-01 2018-04-25 2229 2356 -127 -127 50. JOHN BEAN TECHNOLOGY 2016-03-04 2018-04-25 5572 2780 2792 2792 40. JOHN BEAN TECHNOLOGY 2018-04-25 4442 2151 2291 2291 870. MERCURY SYSTEMS INC 2018-04-25 30796 40494 -9698 -9698 640. MERCURY SYSTEMS INC 2018-04-25 22463 27764 -5301 -5301 170. MERCURY SYSTEMS INC 2017-08-02 2018-04-25 6341 7247 -906 -906 150. MERCURY SYSTEMS INC 2018-04-25 5584 6390 -806 -806 150. NEKTAR THERAPEUTICS 2018-04-25 12018 2354 9664 9664 30. NEKTAR THERAPEUTICS 2016-07-14 2018-04-25 2388 470 1918 1918 400. RESOLUTE ENERGY CORP 2018-04-25 12342 11689 653 653 110. BMC STOCK HOLDINGS INC 2017-06-14 2018-04-26 1922 2423 -501 -501 60. BMC STOCK HOLDINGS INC 2017-06-14 2018-04-26 1057 1322 -265 -265 1260. CHEGG INC 2018-04-26 28076 16659 11417 11417 30. CHEGG INC 2017-06-26 2018-04-26 658 386 272 272 290. INTEGRA LIFESCIENCES HLDG CORP 2018-04-26 17421 14181 3240 3240 90. JOHN BEAN TECHNOLOGY 2016-04-28 2018-04-26 9893 4785 5108 5108 470. OMNICELL INC 2018-04-26 20630 22910 -2280 -2280 300. OMNICELL INC 2018-04-26 13168 10482 2686 2686 70000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2018-03-28 2018-04-26 69696 69702 -6 -6 90. BMC STOCK HOLDINGS INC 2017-06-14 2018-04-27 1591 1982 -391 -391 100. BMC STOCK HOLDINGS INC 2017-06-14 2018-04-27 1774 2203 -429 -429 720. CHEGG INC 2018-04-27 15884 9232 6652 6652 300. CHEGG INC 2018-04-27 6721 3816 2905 2905 80. INTEGRA LIFESCIENCES HLDG CORP 2017-11-29 2018-04-27 4802 3904 898 898 260. JOHN BEAN TECHNOLOGY 2018-04-27 28362 13809 14553 14553 40. JOHN BEAN TECHNOLOGY 2018-04-27 4363 2064 2299 2299 289. OWENS CORNING INC 2017-11-27 2018-04-27 19226 25381 -6155 -6155 1921. OWENS CORNING INC 2017-11-27 2018-04-27 126757 168709 -41952 -41952 370. BMC STOCK HOLDINGS INC 2017-06-13 2018-04-30 6370 8080 -1710 -1710 75000. CNH INDUSTRIAL CAPITAL L COGT 2017-11-29 2018-04-30 77625 78713 -1088 -1088 755. DEERE & CO 2016-05-04 2018-04-30 102897 61888 41009 41009 679.51 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2018-04-30 680 724 -44 -44 795.99 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2018-04-30 796 856 -60 -60 372.8 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2018-04-30 373 389 -16 -16 1050.43 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2018-04-30 1050 1089 -39 -39 3561.63 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2018-04-30 3562 3661 -99 -99 4187.45 FEDERAL NATL MTG ASSN POOL AL2610 2017-08-22 2018-04-30 4187 4253 -66 -66 618.2 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2018-04-30 618 643 -25 -25 4523.25 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2018-04-30 4523 4826 -303 -303 1449.75 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2018-04-30 1450 1526 -76 -76 1845.37 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2018-04-30 1845 1921 -76 -76 293.69 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2018-04-30 294 308 -14 -14 1283.73 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2018-04-30 1284 1335 -51 -51 568.13 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2018-04-30 568 592 -24 -24 1290.71 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2018-04-30 1291 1334 -43 -43 498.28 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2018-04-30 498 520 -22 -22 702.15 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2018-04-30 702 728 -26 -26 1415.86 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2018-04-30 1416 1506 -90 -90 3606.39 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2018-04-30 3606 3854 -248 -248 1596.36 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2018-04-30 1596 1648 -52 -52 1564.85 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2018-04-30 1565 1622 -57 -57 1233.6 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2018-04-30 1234 1270 -36 -36 1453.22 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2018-04-30 1453 1457 -4 -4 2637.14 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2018-04-30 2637 2732 -95 -95 87.9 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2018-04-30 88 88 95.69 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2018-04-30 96 97 -1 -1 36.11 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2018-04-30 36 36 174.68 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2018-04-30 175 176 -1 -1 82.81 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2018-04-30 83 80 3 3 18.9 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2018-04-30 19 19 392.2 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2018-04-30 392 399 -7 -7 1137.79 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2018-04-30 1138 1181 -43 -43 519.84 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2018-04-30 520 513 7 7 492.99 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2018-04-30 493 512 -19 -19 1837.48 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2018-04-30 1837 1943 -106 -106 3210.44 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2018-04-30 3210 3219 -9 -9 2203.08 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2018-04-30 2203 2287 -84 -84 177. FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2018-04-30 177 190 -13 -13 1954.93 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2018-04-30 1955 2005 -50 -50 960.44 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2018-04-30 960 970 -10 -10 1992.94 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2018-04-30 1993 2077 -84 -84 1321.65 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2018-04-30 1322 1388 -66 -66 3854.39 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2018-04-30 3854 3875 -21 -21 1285.55 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2018-04-30 1286 1358 -72 -72 366.27 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2018-04-30 366 377 -11 -11 962.91 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2018-04-30 963 976 -13 -13 1361.32 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2018-04-30 1361 1458 -97 -97 2286.97 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2018-04-30 2287 2449 -162 -162 310. GENERAL DYNAMICS CORP 2016-05-04 2018-04-30 62872 43714 19158 19158 40. JOHN BEAN TECHNOLOGY 2018-04-30 4413 2002 2411 2411 200. JOHN BEAN TECHNOLOGY 2018-04-30 21935 9977 11958 11958 200. LIBERTY PPTY TR 2015-11-19 2018-04-30 8429 6672 1757 1757 1130. LOWES COMPANIES INC 2016-05-04 2018-04-30 94321 85736 8585 8585 25000. MICROSOFT CORP CALL 02/08/2036 @ 100.000 UNSC 2016-08-01 2018-04-30 23740 24903 -1163 -1163 25000. ARAMARK SERVICES INC CALL 06/01/2021 COGT 2018-01-10 2018-05-01 24280 25343 -1063 -1063 20000. ARAMARK SERVICES INC CALL 06/01/2021 COGT 2018-01-10 2018-05-01 19425 20275 -850 -850 220. BMC STOCK HOLDINGS INC 2018-05-01 3811 4802 -991 -991 50. BMC STOCK HOLDINGS INC 2017-06-13 2018-05-01 859 1087 -228 -228 10000. BALL CORP COGT 2015-06-22 2018-05-01 10330 10009 321 321 10000. BALL CORP COGT 2015-06-22 2018-05-01 10340 10009 331 331 50. COHERENT INC 2016-01-29 2018-05-01 8638 3858 4780 4780 35000. CROWN CORK & SEAL CO INC DEB 2016-12-08 2018-05-01 39200 39248 -48 -48 50000. FREEPORT-MCMORAN INC SER WI CALL 02/15/2020 2015-02-09 2018-05-01 53625 51302 2323 2323 200. GENERAL DYNAMICS CORP 2016-05-04 2018-05-01 39756 28203 11553 11553 200. LIBERTY PPTY TR 2015-11-19 2018-05-01 8471 6672 1799 1799 50. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2017-12-01 2018-05-01 1102 1598 -496 -496 140. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2018-05-01 3086 3676 -590 -590 109. LOWES COMPANIES INC 2016-05-04 2018-05-01 8911 8270 641 641 50000. T-MOBILE USA INC COGT 2018-05-01 50048 49969 79 79 15000. ARAMARK SERVICES INC CALL 06/01/2021 COGT 2018-01-10 2018-05-02 14531 15206 -675 -675 75000. BALL CORP COGT 2018-05-02 73688 67583 6105 6105 340. INSTALLED BUILDING PRODUCTS 2018-05-02 19727 8430 11297 11297 60. INSTALLED BUILDING PRODUCTS 2015-06-29 2018-05-02 3494 1476 2018 2018 260. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2018-05-02 5472 6826 -1354 -1354 190. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2018-05-02 4121 4988 -867 -867 35000. NEWFIELD EXPLORATION CO CALL 10/01/2025 @ 100.000 UNSC 2015-03-17 2018-05-02 36400 34694 1706 1706 710. PACIFIC PREMIER BANCORP INC 2018-05-02 27313 28180 -867 -867 20000. SELECT MEDICAL CORP CALL 06/01/2016 @ 104.781 COGT 2018-05-02 20300 19550 750 750 100. TEXAS ROADHOUSE INC 2018-04-16 2018-05-02 6231 6228 3 3 160. TEXAS ROADHOUSE INC 2018-05-02 10000 9842 158 158 620. ANALOG DEVICES INC 2017-06-13 2018-05-03 53526 50280 3246 3246 1045. FITBIT INC - A 2018-04-30 2018-05-03 5135 5976 -841 -841 955. FITBIT INC - A 2018-04-30 2018-05-03 4700 5462 -762 -762 210. HONEYWELL INTL INC 2016-07-08 2018-05-03 29739 24693 5046 5046 610. INSTALLED BUILDING PRODUCTS 2018-05-03 34820 14975 19845 19845 200. INSTALLED BUILDING PRODUCTS 2018-05-03 11306 4875 6431 6431 460. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2018-05-03 9382 12077 -2695 -2695 30000. MPLX LP CALL 10/15/2037 UNSC 2018-05-03 28064 29721 -1657 -1657 270. PACIFIC PREMIER BANCORP INC 2018-05-03 10408 10524 -116 -116 130. TEXAS ROADHOUSE INC 2018-04-13 2018-05-03 8100 7952 148 148 80. TEXAS ROADHOUSE INC 2018-05-03 5012 4763 249 249 3790. YUM CHINA HOLDINGS INC -W/I 2018-05-03 139748 125085 14663 14663 350. ORBOTECH LTD 2018-05-03 20514 9006 11508 11508 30. ORBOTECH LTD 2016-06-24 2018-05-03 1771 764 1007 1007 50. ACCELERON PHARMA INC 2018-05-04 1789 1773 16 16 180. ACCELERON PHARMA INC 2018-05-04 6442 5786 656 656 110. ACCELERON PHARMA INC 2018-05-04 3932 3478 454 454 280. ACCELERON PHARMA INC 2018-05-04 10020 8771 1249 1249 1420. FITBIT INC - A 2018-04-30 2018-05-04 7007 8121 -1114 -1114 260. INSTALLED BUILDING PRODUCTS 2018-05-04 15007 6282 8725 8725 150. JOHN BEAN TECHNOLOGY 2018-05-04 13086 7428 5658 5658 790. JOHN BEAN TECHNOLOGY 2018-05-04 69356 38568 30788 30788 620. JOHN BEAN TECHNOLOGY 2018-05-04 54530 27697 26833 26833 220. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2018-05-04 4567 5776 -1209 -1209 540. RSP PERMIAN INC MERGED 07/19/18 2018-05-04 26098 22533 3565 3565 70000. WELLS FARGO & COMPANY PERP CALL 06/15/24 @100 2014-04-14 2018-05-04 71050 70000 1050 1050 40. ACCELERON PHARMA INC 2016-12-07 2018-05-07 1443 1245 198 198 60000. ATMOS ENERGY CORP CALL 03/15/2027 UNSC 2017-06-05 2018-05-07 56926 59989 -3063 -3063 90000. DEUTSCHE BANK AG SEDOL ISIN US25152R2U64 2015-09-01 2018-05-07 88563 90078 -1515 -1515 515. FITBIT INC - A 2018-04-30 2018-05-07 2519 2945 -426 -426 565. FITBIT INC - A 2018-04-30 2018-05-07 2772 3231 -459 -459 60. INTERSECT ENT INC 2018-05-04 2018-05-07 2358 2488 -130 -130 50. INTERSECT ENT INC 2018-05-07 2051 2068 -17 -17 370. JOHN BEAN TECHNOLOGY 2018-05-07 32292 15785 16507 16507 570. RSP PERMIAN INC MERGED 07/19/18 2018-05-07 27913 22317 5596 5596 20. ACCELERON PHARMA INC 2016-12-07 2018-05-08 720 622 98 98 170. RSP PERMIAN INC MERGED 07/19/18 2018-05-08 8495 6278 2217 2217 160. RSP PERMIAN INC MERGED 07/19/18 2018-02-12 2018-05-08 8010 5525 2485 2485 60. WEX INC 2018-05-04 2018-05-08 10205 10108 97 97 20. WEX INC 2018-05-08 3388 3350 38 38 300. XCERRA CORPORATION 2015-11-19 2018-05-08 3990 2046 1944 1944 90. ACCELERON PHARMA INC 2016-12-07 2018-05-09 3298 2801 497 497 3040. COGNIZANT TECHNOLOGY SOLUTIONS 2018-05-09 228650 219522 9128 9128 30000. SPIRIT REALTY LP CALL 06/15/2026 COGT 2016-08-11 2018-05-09 28479 29813 -1334 -1334 95. WEX INC 2018-05-09 16312 15039 1273 1273 800. CAESARSTONE LTD SEDOL B796245 2015-11-19 2018-05-09 11135 30992 -19857 -19857 30. ACCELERON PHARMA INC 2018-05-10 1084 933 151 151 200. ELDORADO RESORTS INC 2018-02-06 2018-05-10 8539 6852 1687 1687 60. ELDORADO RESORTS INC 2018-02-06 2018-05-10 2611 2056 555 555 300. LIBERTY PPTY TR 2015-11-19 2018-05-10 13098 10008 3090 3090 30000. MCDERMOTT INTERNATIONAL SEDOL BLNPBY9 ISIN US580037AB54 2014-04-11 2018-05-10 30600 30000 600 600 130000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-05-10 123993 128615 -4622 -4622 50. ASGN INC 2011-02-18 2018-05-11 4235 510 3725 3725 100. AMERICAN EAGLE OUTFITTERS INC 2014-01-22 2018-05-11 2059 1462 597 597 550. BRANDYWINE RLTY TR SH BEN INT NEW REIT 2015-11-19 2018-05-11 9180 7398 1782 1782 50. CHURCHILL DOWNS INC COM 2012-11-16 2018-05-11 13919 2917 11002 11002 100. COHU INC 2018-01-31 2018-05-11 2350 2280 70 70 250. COMFORT SYS USA INC COM 2018-05-11 11407 7253 4154 4154 750. COMMUNITY HEALTHCARE TRUST I 2017-07-21 2018-05-11 20146 17588 2558 2558 100. CONTINENTAL BUILDING PRODUCT 2017-04-10 2018-05-11 2866 2391 475 475 100. CUBIC CORP 2017-10-26 2018-05-11 7059 5602 1457 1457 300. DAKTRONICS INC 2018-05-11 2821 3074 -253 -253 50. DECKERS OUTDOOR CORP 2017-11-09 2018-05-11 4901 3329 1572 1572 400. DIAMONDROCK HOSPITALITY CO REIT 2017-07-12 2018-05-11 4765 4607 158 158 100. DOMTAR CORPORATION NEW 2016-07-27 2018-05-11 4576 3905 671 671 60. ELDORADO RESORTS INC 2018-02-06 2018-05-11 2534 2056 478 478 60. ELDORADO RESORTS INC 2018-02-06 2018-05-11 2508 2047 461 461 50. ENCOMPASS HEALTH CORP 2015-01-21 2018-05-11 3159 2060 1099 1099 50. FIRST CITIZENS BANCSHARES INC 2017-09-20 2018-05-11 22287 17639 4648 4648 500. FIRST COMMUNITY BANKSHARES INC 2018-05-11 16138 11907 4231 4231 100. FIRST REPUBLIC BANK/FRAN 2013-03-22 2018-05-11 9834 3809 6025 6025 195. GIBRALTAR INDUSTRIES INC 2017-07-21 2018-05-11 7242 6168 1074 1074 100. HNI CORP 2012-03-05 2018-05-11 3605 2554 1051 1051 550. HEIDRICK & STRUGGLES (IPO) 2018-05-11 21114 10941 10173 10173 100. INSTEEL INDUSTRIES INC 2016-12-20 2018-05-11 3156 3649 -493 -493 100. KBR INC 2017-11-13 2018-05-11 1691 1899 -208 -208 100. KVH INDS INC 2017-01-11 2018-05-11 1129 1163 -34 -34 100. LAKELAND BANCORP INC 2015-11-19 2018-05-11 1996 1203 793 793 50. LEIDOS HOLDINGS INC-W/I 2016-07-20 2018-05-11 3184 2452 732 732 300. LEXINGTON CORPORATION PROPERTIES TRUST 2018-05-11 2499 3094 -595 -595 100. LIBERTY PPTY TR 2015-11-19 2018-05-11 4388 3336 1052 1052 100. MKS INSTRS INC 2018-05-11 11459 3131 8328 8328 100. MADDEN STEVEN LTD 2015-01-20 2018-05-11 4916 3251 1665 1665 450. MUELLER INDUSTRIES INC 2018-05-11 13096 15317 -2221 -2221 100. NATIONAL RETAIL PPTYS INC 2017-05-12 2018-05-11 4049 3779 270 270 100. NORTHWESTERN CORPORATION 2015-11-19 2018-05-11 5364 5351 13 13 200. REVOLUTION LIGHTING TECHNOLO 2018-05-11 742 1753 -1011 -1011 50. SPECTRUM BRANDS HOLDINGS INC MERGED 07/13/18 2017-05-08 2018-05-11 3678 6408 -2730 -2730 150. SPECTRUM BRANDS HOLDINGS INC MERGED 07/13/18 2018-05-11 11033 16764 -5731 -5731 100. STERLING BANCORP 2015-11-20 2018-05-11 2454 1700 754 754 200. STONERIDGE INC 2018-02-14 2018-05-11 5845 4503 1342 1342 300. SUMMIT HOTEL PROPERTIES INC REITS 2017-08-08 2018-05-11 4440 4852 -412 -412 500. TRUSTCO BANK CORP N Y 2015-11-19 2018-05-11 4357 3245 1112 1112 100. UNION BANKSHARES CORP NAME CHANGE 05/20/19 2016-10-17 2018-05-11 4051 2694 1357 1357 300. UNITED COMMUNITY BANKS/GA 2015-11-19 2018-05-11 10062 6249 3813 3813 1500. UNITED FINANCIAL BANCORP INC 2018-05-11 25580 26418 -838 -838 400. UNITED FIRE GROUP INC 2018-05-11 20710 13461 7249 7249 125000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2018-05-11 122749 126703 -3954 -3954 100. VISHAY INTERTECHNOLOGY INC COM 2018-05-08 2018-05-11 2119 1980 139 139 100. WASHINGTON FEDERAL INC 2015-11-19 2018-05-11 3239 2579 660 660 100. WEBSTER FINANCIAL CORP 2010-12-01 2018-05-11 6400 1682 4718 4718 700. XCERRA CORPORATION 2015-11-19 2018-05-11 9517 4774 4743 4743 50. TRINSEO S A SEDOL BN65SJ4 2017-08-08 2018-05-11 3837 3127 710 710 400. CAESARSTONE LTD SEDOL B796245 2015-11-19 2018-05-11 5178 15496 -10318 -10318 100. ORBOTECH LTD 2011-05-25 2018-05-11 6096 1250 4846 4846 130. ABBVIE INC 2018-02-14 2018-05-14 13748 14490 -742 -742 50. ACCELERON PHARMA INC 2016-04-07 2018-05-14 1767 1553 214 214 100. AGILENT TECHNOLOGIES (IPO) 2017-04-21 2018-05-14 6921 5318 1603 1603 30. ALPHABET INC/CA-CL A 2015-07-28 2018-05-14 33322 19720 13602 13602 20. AMAZON.COM INC 2018-05-03 2018-05-14 32039 31030 1009 1009 60. AMGEN INC 2015-02-05 2018-05-14 10530 9097 1433 1433 80. ANALOG DEVICES INC 2017-06-13 2018-05-14 7508 6488 1020 1020 260. APPLE INC 2018-05-14 48944 25976 22968 22968 180. APPLIED MATERIALS INC 2016-07-19 2018-05-14 9984 4775 5209 5209 100. BAXTER INTERNATIONAL INC 2017-08-15 2018-05-14 7102 6072 1030 1030 180. BERRY GLOBAL GROUP INC 2016-08-15 2018-05-14 8748 7838 910 910 30. BIOGEN INC 2018-05-14 8473 8112 361 361 50. BOEING CO 2017-12-08 2018-05-14 17233 14334 2899 2899 170. BORG WARNER INC. 2017-10-30 2018-05-14 8688 8937 -249 -249 90. BURLINGTON STORES INC 2017-10-30 2018-05-14 12608 8074 4534 4534 180. CBRE GROUP INC 2018-05-14 8449 8493 -44 -44 160. CDW CORP/DE 2014-06-20 2018-05-14 12546 5133 7413 7413 160. CARNIVAL CORP SEDOL 2523044 2018-05-14 10387 8755 1632 1632 340. COMCAST CORPORATION CL A 2018-05-14 10907 10533 374 374 40. CONSTELLATION BRANDS INC CL A 2014-05-16 2018-05-14 8873 3288 5585 5585 130. DOWDUPONT INC REV SPLIT 06/03/19 2015-04-28 2018-05-14 8734 6701 2033 2033 100. EASTMAN CHEM CO 2018-03-06 2018-05-14 10653 10493 160 160 190. ELDORADO RESORTS INC 2018-05-14 8153 6469 1684 1684 160. ELDORADO RESORTS INC 2018-02-05 2018-05-14 6821 5438 1383 1383 160. FACEBOOK INC 2018-05-09 2018-05-14 29894 29022 872 872 40. GENERAL DYNAMICS CORP 2015-05-21 2018-05-14 8103 5623 2480 2480 110. HOME DEPOT INC COM 2011-12-02 2018-05-14 21011 4409 16602 16602 50. HONEYWELL INTL INC 2016-07-08 2018-05-14 7348 5879 1469 1469 40. HUNTINGTON INGALLS INDS INC 2018-02-26 2018-05-14 8686 10640 -1954 -1954 210. INTEL CORP 2016-08-18 2018-05-14 11550 7332 4218 4218 20. INTUITIVE SURGICAL INC 2018-02-14 2018-05-14 9287 8072 1215 1215 40. LAM RESEARCH CORP 2015-03-19 2018-05-14 8156 3148 5008 5008 60. LAUDER ESTEE COS INC CL A 2017-09-27 2018-05-14 8445 6475 1970 1970 400. LIBERTY PPTY TR 2018-05-14 17329 13302 4027 4027 80. MARRIOTT INTERNATIONAL INC CL A 2018-03-13 2018-05-14 11159 11432 -273 -273 60. MASTERCARD INC CL A 2017-10-30 2018-05-14 11546 8942 2604 2604 90. MCDONALDS CORP COM 2017-06-16 2018-05-14 14799 13729 1070 1070 380. MICROSOFT CORP 2018-05-09 2018-05-14 37239 36616 623 623 170. MICRON TECHNOLOGY INC 2018-03-21 2018-05-14 9035 10469 -1434 -1434 170. MORGAN STANLEY 2016-09-30 2018-05-14 9401 5436 3965 3965 80. MOTOROLA SOLUTIONS INC 2018-03-12 2018-05-14 8606 8728 -122 -122 20. NORTHROP GRUMMAN CORPORATION 2015-07-16 2018-05-14 6400 3394 3006 3006 60. PARKER HANNIFIN CORP 2017-06-16 2018-05-14 10574 9703 871 871 110. PINNACLE FOODS INC MERGED 10/26/18 @ $43.11 P/S 2016-12-15 2018-05-14 6953 5621 1332 1332 90. PRICE T ROWE GROUP INC COM 2017-12-08 2018-05-14 10639 9258 1381 1381 40. RAYTHEON COMPANY 2016-01-25 2018-05-14 8369 4761 3608 3608 360. REGIONS FINANCIAL CORP 2018-03-28 2018-05-14 6923 6569 354 354 155. REVOLUTION LIGHTING TECHNOLO 2018-05-14 566 1346 -780 -780 70. 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CAESARSTONE LTD SEDOL B796245 2018-06-05 3186 2564 622 622 45926.342 FEDERAL NATL MTG ASSN POOL AB2518 2012-02-17 2018-06-06 47161 47664 -503 -503 40000. UNITED MEXICAN STATES ISIN US91086QBB32 SEDOL B76P9J9 2016-12-12 2018-06-06 36340 35730 610 610 100000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2017-03-09 2018-06-06 98164 100140 -1976 -1976 200. CAESARSTONE LTD SEDOL B796245 2018-06-06 3294 2364 930 930 50. FIRST REPUBLIC BANK/FRAN 2013-03-22 2018-06-07 5118 1902 3216 3216 200. GENTEX CORP 2016-01-07 2018-06-07 4901 2879 2022 2022 50. SPECTRUM BRANDS HOLDINGS INC MERGED 07/13/18 2017-09-14 2018-06-07 4035 5284 -1249 -1249 300. VISHAY INTERTECHNOLOGY INC COM 2018-05-08 2018-06-07 7195 5940 1255 1255 100. VISHAY INTERTECHNOLOGY INC COM 2015-12-03 2018-06-07 2398 1187 1211 1211 300. XCERRA CORPORATION 2015-11-19 2018-06-07 4243 2046 2197 2197 150. ORBOTECH LTD 2011-05-25 2018-06-07 9771 1875 7896 7896 304. AGILENT TECHNOLOGIES (IPO) 2017-04-21 2018-06-08 19957 16166 3791 3791 1746. 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CAESARSTONE LTD SEDOL B796245 2018-06-13 3326 2355 971 971 100. CONTINENTAL BUILDING PRODUCT 2017-07-07 2018-06-14 3209 2266 943 943 100. CONTINENTAL BUILDING PRODUCT 2017-04-18 2018-06-14 3209 2374 835 835 320. FORTINET INC 2013-09-16 2018-06-14 21036 6613 14423 14423 295. LA Z BOY INC 2018-06-14 9711 8700 1011 1011 105. LA Z BOY INC 2018-02-14 2018-06-14 3463 3095 368 368 130. WNS HOLDINGS LTD ADR 2018-06-14 6836 3866 2970 2970 20. WNS HOLDINGS LTD ADR 2016-08-11 2018-06-14 1051 594 457 457 100. WNS HOLDINGS LTD ADR 2018-06-14 5269 2945 2324 2324 490. ZENDESK INC 2018-06-14 29172 11073 18099 18099 200. CAESARSTONE LTD SEDOL B796245 2018-06-14 3287 2333 954 954 4686.24 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2018-06-15 4686 4685 1 1 4853.44 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A2 2017-10-24 2018-06-15 4853 4853 1488.15 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2018-06-15 1488 1488 310. 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KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2017-08-22 2018-06-22 2160 1478 682 682 140. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2018-06-22 10082 7262 2820 2820 70. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2018-06-22 5042 3442 1600 1600 130. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2018-06-22 9363 6392 2971 2971 140. LITHIA MTRS INC CL A 2018-06-22 14188 14106 82 82 60. LITHIA MTRS INC CL A 2017-01-12 2018-06-22 6014 6041 -27 -27 160. PROOFPOINT INC 2018-06-22 19002 15446 3556 3556 40. PROOFPOINT INC 2017-11-14 2018-06-22 4767 3621 1146 1146 80. PROOFPOINT INC 2018-06-22 9528 7229 2299 2299 230. PROOFPOINT INC 2018-06-22 27394 17890 9504 9504 50. XCERRA CORPORATION 2015-11-19 2018-06-22 706 341 365 365 450. XCERRA CORPORATION 2015-11-19 2018-06-22 6351 3069 3282 3282 590. ZENDESK INC 2018-06-22 32559 9102 23457 23457 100. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2017-01-25 2018-06-25 7172 4898 2274 2274 100. LIBERTY PPTY TR 2014-10-15 2018-06-25 4447 3294 1153 1153 200. REVOLUTION LIGHTING TECHNOLO 2018-06-25 862 1714 -852 -852 280. WNS HOLDINGS LTD ADR 2018-06-25 14489 8191 6298 6298 60000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS 2018-06-25 2018-06-25 60000 60000 690. BOTTOMLINE TECHNOLOGIES INC 2018-06-26 34376 22021 12355 12355 200. BRIGHT HORIZONS FAMILY SOLUT 2018-06-26 20533 18937 1596 1596 80. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2017-01-25 2018-06-26 5781 3918 1863 1863 40. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2017-01-25 2018-06-26 2914 1959 955 955 130. LITHIA MTRS INC CL A 2017-01-12 2018-06-26 12596 13088 -492 -492 250. WNS HOLDINGS LTD ADR 2018-06-26 12929 7268 5661 5661 320. WEX INC 2018-06-26 60332 47435 12897 12897 260. BOTTOMLINE TECHNOLOGIES INC 2018-06-27 12883 7942 4941 4941 20. BRIGHT HORIZONS FAMILY SOLUT 2018-05-01 2018-06-27 2047 1885 162 162 80. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2017-01-24 2018-06-27 5836 3883 1953 1953 210. LENDINGTREE INC 2018-06-27 44160 59245 -15085 -15085 30. LENDINGTREE INC 2018-06-27 6287 8371 -2084 -2084 60. LITHIA MTRS INC CL A 2017-01-12 2018-06-27 5800 6041 -241 -241 10. LITHIA MTRS INC CL A 2018-05-04 2018-06-27 964 961 3 3 50. LITHIA MTRS INC CL A 2017-01-12 2018-06-27 4820 5034 -214 -214 10000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2018-05-16 2018-06-27 9967 9959 8 8 20000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2018-06-27 19705 20737 -1032 -1032 5000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2015-12-15 2018-06-27 4910 5002 -92 -92 190. WNS HOLDINGS LTD ADR 2018-06-27 9715 5511 4204 4204 200. XCERRA CORPORATION 2015-11-19 2018-06-27 2774 1364 1410 1410 100. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2018-06-28 7274 4826 2448 2448 30. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2017-01-20 2018-06-28 2185 1444 741 741 240. LENDINGTREE INC 2018-06-28 50264 66037 -15773 -15773 20000. TRANSCANADA PIPELINES SEDOL ISIN US89352HAX70 2018-05-03 2018-06-28 20122 19926 196 196 10000. TRANSCANADA PIPELINES SEDOL ISIN US89352HAX70 2018-05-03 2018-06-28 10070 9963 107 107 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-03-17 2018-06-28 18349 18574 -225 -225 760. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2018-06-29 54994 36381 18613 18613 300. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2018-06-29 21715 14126 7589 7589 50000. WASHINGTON POST CO NOTES 2015-09-14 2018-06-29 51320 51320 300. XCERRA CORPORATION 2015-11-19 2018-06-29 4186 2046 2140 2140 1689.86 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2018-06-30 1690 1801 -111 -111 1294.48 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2018-06-30 1294 1391 -97 -97 4317.74 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2018-06-30 4318 4504 -186 -186 1363.93 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2018-06-30 1364 1414 -50 -50 2678.04 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2018-06-30 2678 2752 -74 -74 4566.03 FEDERAL NATL MTG ASSN POOL AL2610 2017-08-22 2018-06-30 4566 4637 -71 -71 962.75 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2018-06-30 963 1001 -38 -38 2994.82 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2018-06-30 2995 3195 -200 -200 1694.48 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2018-06-30 1694 1782 -88 -88 1794.63 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2018-06-30 1795 1868 -73 -73 295.81 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2018-06-30 296 310 -14 -14 1566.2 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2018-06-30 1566 1627 -61 -61 2743.3 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2018-06-30 2743 2859 -116 -116 2224.9 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2018-06-30 2225 2299 -74 -74 440. FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2018-06-30 440 459 -19 -19 664.83 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2018-06-30 665 689 -24 -24 2797.25 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2018-06-30 2797 2974 -177 -177 1262.81 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2018-06-30 1263 1349 -86 -86 1622.42 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2018-06-30 1622 1674 -52 -52 1034.35 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2018-06-30 1034 1072 -38 -38 1118.41 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2018-06-30 1118 1151 -33 -33 6456.29 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2018-06-30 6456 6475 -19 -19 1769.8 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2018-06-30 1770 1833 -63 -63 82.19 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2018-06-30 82 83 -1 -1 27.77 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2018-06-30 28 28 35.47 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2018-06-30 35 36 -1 -1 2900.9 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2018-06-30 2901 2916 -15 -15 102.46 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2018-06-30 102 99 3 3 19.06 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2018-06-30 19 19 1821.2 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2018-06-30 1821 1784 37 37 2164.91 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2018-06-30 2165 2204 -39 -39 1578.03 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2018-06-30 1578 1637 -59 -59 940.89 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2018-06-30 941 929 12 12 328.77 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2018-06-30 329 348 -19 -19 2307.41 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2018-06-30 2307 2314 -7 -7 1076.57 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2018-06-30 1077 1118 -41 -41 262.86 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2018-06-30 263 281 -18 -18 1795.26 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2018-06-30 1795 1841 -46 -46 1380.67 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2018-06-30 1381 1394 -13 -13 2576.37 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2018-06-30 2576 2685 -109 -109 1495. FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2018-06-30 1495 1570 -75 -75 3875.04 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2018-06-30 3875 3895 -20 -20 3028.68 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2018-06-30 3029 3198 -169 -169 382.3 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2018-06-30 382 394 -12 -12 1000.3 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2018-06-30 1000 1013 -13 -13 686.13 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2018-06-30 686 734 -48 -48 2378.87 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2018-06-30 2379 2546 -167 -167 2979. CANADIAN NATL RAILWAY CO SEDOL 2210959 2018-07-02 243539 137082 106457 106457 10. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2017-01-17 2018-07-02 715 468 247 247 30. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2017-01-17 2018-07-02 2136 1404 732 732 2131. WPP PLC ADR 2018-07-02 162471 122511 39960 39960 3350. CARNIVAL CORP SEDOL 2523044 2018-07-03 189672 172518 17154 17154 280. CONSTELLATION BRANDS INC CL A 2014-05-16 2018-07-03 60144 23013 37131 37131 620. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2018-07-03 44372 28484 15888 15888 20. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S 2017-03-14 2018-07-03 1438 905 533 533 580. MCDONALDS CORP COM 2018-07-03 91212 87977 3235 3235 810. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH0102993182 2018-07-03 73079 63762 9317 9317 .5 HEICO CORP NEW CL A 2018-02-13 2018-07-05 31 25 6 6 300. XCERRA CORPORATION 2015-11-19 2018-07-06 4240 2046 2194 2194 5. AMAZON.COM INC 2005-12-21 2018-07-09 8652 244 8408 8408 10. CANTEL MEDICAL CORP 2018-05-04 2018-07-09 961 1185 -224 -224 200. DAKTRONICS INC 2015-11-20 2018-07-09 1714 2000 -286 -286 310. IAC / INTERACTIVECORP-W/I 2015-12-29 2018-07-09 48043 18910 29133 29133 400. MSG NETWORKS INC 2018-07-09 9885 8714 1171 1171 30. NEKTAR THERAPEUTICS 2018-06-25 2018-07-09 1427 1535 -108 -108 200. PROVIDENT FINANCIAL SERVICES 2015-11-19 2018-07-09 5646 4104 1542 1542 200. XCERRA CORPORATION 2015-11-19 2018-07-09 2853 1364 1489 1489 2500. TRANSOCEAN LTD SEDOL B3KFWW1 2018-07-09 34368 120664 -86296 -86296 90000. BOARDWALK PIPELINES LP CO GUARNT CALL 11/01/22 @100 2012-11-05 2018-07-10 86829 89976 -3147 -3147 15000. BOARDWALK PIPELINES LP CALL 03/01/2026 @ 100.000 COGT 2016-05-11 2018-07-10 16080 14829 1251 1251 10. CANTEL MEDICAL CORP 2018-05-04 2018-07-10 957 1185 -228 -228 660. CONSTELLATION BRANDS INC CL A 2014-05-16 2018-07-10 143643 54245 89398 89398 333. HUNTINGTON INGALLS INDS INC 2018-02-26 2018-07-10 74102 88574 -14472 -14472 447. HUNTINGTON INGALLS INDS INC 2018-07-10 100375 117790 -17415 -17415 150. NEKTAR THERAPEUTICS 2018-06-25 2018-07-10 7116 7675 -559 -559 80. NEKTAR THERAPEUTICS 2018-06-25 2018-07-10 3809 4093 -284 -284 240. OMNICELL INC 2018-07-10 13071 8200 4871 4871 30. OMNICELL INC 2016-12-05 2018-07-10 1649 1024 625 625 2230. PINNACLE FOODS INC MERGED 10/26/18 @ $43.11 P/S 2016-12-15 2018-07-10 146818 113943 32875 32875 730. THERMO ELECTRON CORP COM 2018-07-10 156287 94252 62035 62035 65000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2018-04-02 2018-07-10 59419 59277 142 142 40000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2018-03-28 2018-07-10 38991 39264 -273 -273 45000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2018-07-10 43863 44138 -275 -275 200. XCERRA CORPORATION 2015-11-19 2018-07-10 2881 1364 1517 1517 20. CANTEL MEDICAL CORP 2018-07-11 1872 2235 -363 -363 50. CANTEL MEDICAL CORP 2017-12-07 2018-07-11 4742 5250 -508 -508 820. GENERAL DYNAMICS CORP 2015-05-21 2018-07-11 157006 115265 41741 41741 10. NEKTAR THERAPEUTICS 2018-06-25 2018-07-11 474 512 -38 -38 120. OMNICELL INC 2018-07-11 6430 4090 2340 2340 6394. ROCHE HOLDINGS LTD ADR 2018-07-11 179228 118629 60599 60599 390. S&P GLOBAL INC 2016-07-29 2018-07-11 81881 47646 34235 34235 270. VAIL RESORTS INC COM 2018-03-26 2018-07-11 76610 60875 15735 15735 40. CANTEL MEDICAL CORP 2017-12-07 2018-07-12 3757 4200 -443 -443 130. CANTEL MEDICAL CORP 2018-07-12 12327 13608 -1281 -1281 10. CANTEL MEDICAL CORP 2017-12-08 2018-07-12 956 1040 -84 -84 90. NEKTAR THERAPEUTICS 2018-06-25 2018-07-12 4300 4605 -305 -305 30. CANTEL MEDICAL CORP 2017-12-08 2018-07-13 2835 3119 -284 -284 30. CANTEL MEDICAL CORP 2017-12-08 2018-07-13 2851 3119 -268 -268 20. CANTEL MEDICAL CORP 2017-12-08 2018-07-13 1900 2080 -180 -180 100. NEKTAR THERAPEUTICS 2018-06-25 2018-07-13 4785 5116 -331 -331 70. NEKTAR THERAPEUTICS 2016-12-12 2018-07-13 3346 892 2454 2454 30. NEKTAR THERAPEUTICS 2018-06-25 2018-07-13 1434 1535 -101 -101 4206.26 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2018-07-15 4206 4206 5590.82 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A2 2017-10-24 2018-07-15 5591 5591 1381.17 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2018-07-15 1381 1381 7808.39 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2018-07-15 7808 7808 30. CANTEL MEDICAL CORP 2017-12-08 2018-07-16 2879 3119 -240 -240 10. CANTEL MEDICAL CORP 2017-12-08 2018-07-16 960 1040 -80 -80 180. NEKTAR THERAPEUTICS 2018-07-16 8631 2279 6352 6352 13. AMAZON.COM INC 2005-12-21 2018-07-17 24035 635 23400 23400 20. MEDICINES COMPANY 2017-04-12 2018-07-17 815 1094 -279 -279 20. MEDICINES COMPANY 2017-04-12 2018-07-17 822 1094 -272 -272 80000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-10-31 2018-07-18 76588 78741 -2153 -2153 17. AMAZON.COM INC 2005-12-21 2018-07-19 30942 830 30112 30112 30. CANTEL MEDICAL CORP 2017-12-08 2018-07-19 2810 3119 -309 -309 20. CANTEL MEDICAL CORP 2017-12-08 2018-07-19 1882 2080 -198 -198 300. IAC / INTERACTIVECORP-W/I 2015-12-29 2018-07-19 46017 18300 27717 27717 1000. INTERNATIONAL BANCSHARES CORP 2015-12-29 2018-07-19 44687 26803 17884 17884 40000. TEVA PHARMACEUTICALS NE SEDOL ISIN US88167AAD37 2017-08-07 2018-07-19 35600 37723 -2123 -2123 65000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2018-07-19 63728 64510 -782 -782 400. XCERRA CORPORATION 2015-11-19 2018-07-19 5740 2728 3012 3012 130. NOVOCURE LTD SEDOL BYSS4X4 2018-06-25 2018-07-19 4827 3954 873 873 550. NOVOCURE LTD SEDOL BYSS4X4 2018-07-19 20361 14356 6005 6005 10. CANTEL MEDICAL CORP 2017-12-08 2018-07-20 942 1040 -98 -98 680. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S 2018-07-20 23722 21414 2308 2308 20. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S 2018-05-16 2018-07-20 695 629 66 66 1. OMNIVISION TECHNOLOGIES INC. XXX-XX-XXXX 2001-01-01 2018-07-20 39 25 14 14 490. CANTEL MEDICAL CORP 2018-07-23 46013 48033 -2020 -2020 20. CANTEL MEDICAL CORP 2017-10-30 2018-07-23 1891 1902 -11 -11 60. CANTEL MEDICAL CORP 2018-07-23 5647 5704 -57 -57 110. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S 2018-07-23 3846 3448 398 398 30. MEDICINES COMPANY 2017-04-12 2018-07-23 1200 1641 -441 -441 500. PROOFPOINT INC 2018-07-23 62086 37760 24326 24326 280. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S 2018-05-18 2018-07-24 9870 8754 1116 1116 330. IAC / INTERACTIVECORP-W/I 2015-12-29 2018-07-25 52241 20130 32111 32111 20. MEDICINES COMPANY 2017-04-12 2018-07-25 800 1091 -291 -291 1190. PARKER HANNIFIN CORP 2018-07-25 192695 190283 2412 2412 1900. SANTANDER CONSUMER USA HOLDI 2018-07-25 37965 36122 1843 1843 330. SANTANDER CONSUMER USA HOLDI 2018-06-05 2018-07-25 6585 6145 440 440 330. SANTANDER CONSUMER USA HOLDI 2018-07-25 6588 6124 464 464 1940. TYSON FDS INC COM 2018-02-20 2018-07-25 121066 147437 -26371 -26371 380. ULTRA CLEAN HOLDINGS 2018-07-25 5675 9499 -3824 -3824 200. ULTRA CLEAN HOLDINGS 2018-07-25 2990 4810 -1820 -1820 40. ULTRA CLEAN HOLDINGS 2018-07-25 598 929 -331 -331 630. ULTRA CLEAN HOLDINGS 2018-07-25 9428 13985 -4557 -4557 25000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2018-07-25 23873 24662 -789 -789 1. ADELPHIA COMMUNICATIONS CL A 2001-01-01 2018-07-26 12 12 12 1080. BOTTOMLINE TECHNOLOGIES INC 2018-07-26 62427 32651 29776 29776 890. CIENA CORP 2018-07-26 22984 18408 4576 4576 260. CIENA CORP 2018-07-26 6743 5362 1381 1381 165000. MAPLE ESCROW SUB SER 144A CALL 03/25/2025 2018-05-14 2018-07-26 167363 165000 2363 2363 660. SANTANDER CONSUMER USA HOLDI 2018-07-26 13164 12201 963 963 1030. SANTANDER CONSUMER USA HOLDI 2018-07-26 20336 18544 1792 1792 300. SANTANDER CONSUMER USA HOLDI 2017-12-07 2018-07-26 5831 5359 472 472 210000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-07-26 200353 206031 -5678 -5678 1150. CIENA CORP 2018-07-27 29222 23640 5582 5582 240. OMNICELL INC 2018-07-27 14704 8161 6543 6543 240. SANTANDER CONSUMER USA HOLDI 2018-07-27 4699 4132 567 567 125000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2018-07-27 124658 124475 183 183 50000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2018-05-30 2018-07-27 49336 49430 -94 -94 30000. AXA EQUITABLE HOLDINGS I SER 144A CALL 10/20/2047 2018-04-17 2018-07-30 28414 29912 -1498 -1498 320. CIENA CORP 2018-07-30 8129 6553 1576 1576 40000. ENERGY TRANSFER PARTNERS SER 20Y CALL 12/15/2037 2018-06-05 2018-07-30 41188 39859 1329 1329 75000. JPMORGAN CHASE & CO NOTES CALL 04/30/2018 @100 2018-07-30 75713 74986 727 727 390. SANTANDER CONSUMER USA HOLDI 2017-11-21 2018-07-30 7636 6686 950 950 30000. TRANS CANADA PIPELINES SR NTS 2018-06-28 2018-07-30 35175 34456 719 719 65000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2018-07-30 63903 64330 -427 -427 35000. VERIZON COMMUNICATIONS UNSC 2018-03-08 2018-07-30 37266 37114 152 152 65000. WESTPAC BANKING CORP SEDOL BCJ52J2 ISIN US961214CC58 2018-07-30 65000 65000 200. AEROJET ROCKETDYNE HLDGS INC 2017-09-22 2018-07-31 6726 6791 -65 -65 65000. BANK OF NY MELLON CORP SER MTN CALL 02/04/26 @100 UNSC 2017-12-12 2018-07-31 61278 63559 -2281 -2281 1861.04 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2018-07-31 1861 1983 -122 -122 593.55 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2018-07-31 594 638 -44 -44 374.23 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2018-07-31 374 390 -16 -16 797.58 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2018-07-31 798 827 -29 -29 3807.59 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2018-07-31 3808 3912 -104 -104 4263.26 FEDERAL NATL MTG ASSN POOL AL2610 2017-08-22 2018-07-31 4263 4329 -66 -66 395.87 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2018-07-31 396 411 -15 -15 1090.12 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2018-07-31 1090 1163 -73 -73 620.4 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2018-07-31 620 652 -32 -32 1841.72 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2018-07-31 1842 1916 -74 -74 282.33 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2018-07-31 282 296 -14 -14 1310.97 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2018-07-31 1311 1362 -51 -51 826.04 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2018-07-31 826 861 -35 -35 1930.5 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2018-07-31 1931 1995 -64 -64 3468.78 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2018-07-31 3469 3618 -149 -149 323.09 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2018-07-31 323 335 -12 -12 1552.33 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2018-07-31 1552 1650 -98 -98 2934.85 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2018-07-31 2935 3135 -200 -200 1690.29 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2018-07-31 1690 1744 -54 -54 1536.42 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2018-07-31 1536 1592 -56 -56 1402.7 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2018-07-31 1403 1444 -41 -41 2279.59 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2018-07-31 2280 2286 -6 -6 860.44 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2018-07-31 860 891 -31 -31 90.28 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2018-07-31 90 91 -1 -1 28.55 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2018-07-31 29 29 41.23 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2018-07-31 41 42 -1 -1 167.01 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2018-07-31 167 168 -1 -1 63.29 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2018-07-31 63 61 2 2 20.46 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2018-07-31 20 20 2303.58 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2018-07-31 2304 2256 48 48 909.47 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2018-07-31 909 926 -17 -17 1439.01 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2018-07-31 1439 1493 -54 -54 1082.13 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2018-07-31 1082 1068 14 14 261.26 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2018-07-31 261 276 -15 -15 1400.27 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2018-07-31 1400 1404 -4 -4 2468.98 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2018-07-31 2469 2563 -94 -94 302.15 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2018-07-31 302 323 -21 -21 1045.64 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2018-07-31 1046 1072 -26 -26 1306.99 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2018-07-31 1307 1320 -13 -13 1282.1 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2018-07-31 1282 1336 -54 -54 965.02 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2018-07-31 965 1013 -48 -48 3883.33 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2018-07-31 3883 3904 -21 -21 1962.08 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2018-07-31 1962 2072 -110 -110 360.46 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2018-07-31 360 371 -11 -11 927.97 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2018-07-31 928 940 -12 -12 1678.32 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2018-07-31 1678 1796 -118 -118 1712.06 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2018-07-31 1712 1832 -120 -120 260. SANTANDER CONSUMER USA HOLDI 2017-11-21 2018-07-31 5044 4457 587 587 200. AEROJET ROCKETDYNE HLDGS INC 2017-09-22 2018-08-01 6841 6791 50 50 100. COMFORT SYS USA INC COM 2016-08-17 2018-08-01 5536 2860 2676 2676 400. GLATFELTER 2018-05-01 2018-08-01 6932 6672 260 260 200. GLATFELTER 2018-08-01 3466 3096 370 370 1830. SANTANDER CONSUMER USA HOLDI 2018-08-01 35789 31019 4770 4770 500. SANTANDER CONSUMER USA HOLDI 2018-08-01 9761 8357 1404 1404 1. AMERICAN INTERNATIONAL GROUP INC 2001-01-01 2018-08-02 87 87 87 1. AMERICAN INTERNATIONAL GROUP INC 2001-01-01 2018-08-02 21 21 21 200. GENTEX CORP 2014-07-24 2018-08-02 4599 2878 1721 1721 500. REVOLUTION LIGHTING TECHNOLO 2018-08-02 1693 4242 -2549 -2549 200. SELECTED INS GROUP INC 2009-01-29 2018-08-02 12508 3266 9242 9242 1320. STAG INDUSTRIES INC 2018-08-02 36573 32522 4051 4051 510. STAG INDUSTRIES INC 2018-08-02 14142 12207 1935 1935 10. STAG INDUSTRIES INC 2018-03-20 2018-08-02 278 239 39 39 200. XCERRA CORPORATION 2015-11-19 2018-08-02 2841 1364 1477 1477 50. ASGN INC 2011-02-18 2018-08-03 4590 510 4080 4080 1197. ALEXION PHARMACEUTICALS INC 2018-08-03 148139 149970 -1831 -1831 400. BOTTOMLINE TECHNOLOGIES INC 2018-08-03 22099 12047 10052 10052 130. CIENA CORP 2016-08-10 2018-08-03 3304 2660 644 644 990. DEERE & CO 2018-08-03 141761 77972 63789 63789 300. REVOLUTION LIGHTING TECHNOLO 2018-08-03 892 2496 -1604 -1604 200. XCERRA CORPORATION 2015-11-19 2018-08-03 2884 1364 1520 1520 15.267 ACADIAN NON-US CONCENTRATED FUND 2011-10-18 2018-08-03 25396 13504 11892 11892 50. ASGN INC 2011-02-18 2018-08-06 4635 510 4125 4125 50. BOTTOMLINE TECHNOLOGIES INC 2017-08-31 2018-08-06 2778 1506 1272 1272 130. CIENA CORP 2016-08-10 2018-08-06 3341 2660 681 681 480. CLOVIS ONCOLOGY INC 2018-08-06 17877 42357 -24480 -24480 90. CLOVIS ONCOLOGY INC 2017-06-21 2018-08-06 3290 7920 -4630 -4630 220. CLOVIS ONCOLOGY INC 2017-08-28 2018-08-06 8042 16449 -8407 -8407 200. INSTEEL INDUSTRIES INC 2016-12-20 2018-08-06 8460 7297 1163 1163 260. REVOLUTION LIGHTING TECHNOLO 2018-08-06 723 2119 -1396 -1396 140. REVOLUTION LIGHTING TECHNOLO 2018-08-06 390 1118 -728 -728 180. STAG INDUSTRIES INC 2018-08-06 5046 4308 738 738 8. ALTRIA GROUP INC 2016-05-04 2018-08-07 479 508 -29 -29 11. BERKSHIRE HATHAWAY INC CLASS B 2016-05-04 2018-08-07 2288 1585 703 703 3. BLACKROCK INC 2016-05-04 2018-08-07 1454 1060 394 394 15. BRISTOL MYERS SQUIBB CO 2016-05-04 2018-08-07 890 1057 -167 -167 20. CARMAX INC 2016-05-04 2018-08-07 1507 1028 479 479 31. CARNIVAL CORP SEDOL 2523044 2016-05-04 2018-08-07 1811 1523 288 288 260. CIENA CORP 2018-08-07 6718 5314 1404 1404 18. NIKE INC CL B 2016-08-24 2018-08-07 1436 1083 353 353 10. NORFOLK SOUTHN CORP COM 2016-05-04 2018-08-07 1729 885 844 844 60000. PACIFICORP CALL 07/15/2048 MORT 2018-07-10 2018-08-07 59351 59866 -515 -515 34. PROGRESSIVE CORP OHIO 2016-05-04 2018-08-07 2085 1117 968 968 530. REVOLUTION LIGHTING TECHNOLO 2018-08-07 1503 4140 -2637 -2637 30000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2018-03-28 2018-08-07 28638 29034 -396 -396 35000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2018-03-28 2018-08-07 33414 33873 -459 -459 14. VISA INC CLASS A SHARES 2016-05-04 2018-08-07 1967 1076 891 891 19. WELLS FARGO & CO NEW COM 2016-05-04 2018-08-07 1119 928 191 191 200. XCERRA CORPORATION 2015-11-19 2018-08-07 2945 1364 1581 1581 140. ABBVIE INC 2018-02-14 2018-08-08 13126 15605 -2479 -2479 30. ALPHABET INC/CA-CL A 2015-07-28 2018-08-08 37922 19720 18202 18202 30. AMAZON.COM INC 2018-05-03 2018-08-08 56563 46545 10018 10018 50. AMGEN INC 2014-03-03 2018-08-08 9806 6173 3633 3633 280. APPLE INC 2013-10-10 2018-08-08 58060 19581 38479 38479 190. APPLIED MATERIALS INC 2016-07-19 2018-08-08 9534 5040 4494 4494 90. AUTOMATIC DATA PROCESSING INC 2018-05-29 2018-08-08 12428 11651 777 777 190. BAXTER INTERNATIONAL INC 2018-05-31 2018-08-08 13805 13587 218 218 30. BIOGEN INC 2016-05-17 2018-08-08 10478 7285 3193 3193 60. BOEING CO 2017-12-08 2018-08-08 20895 17201 3694 3694 180. BORG WARNER INC. 2017-10-30 2018-08-08 8212 9462 -1250 -1250 90. BURLINGTON STORES INC 2017-10-30 2018-08-08 14152 8074 6078 6078 200. CBRE GROUP INC 2018-02-27 2018-08-08 9652 9422 230 230 170. CDW CORP/DE 2014-06-20 2018-08-08 14452 5453 8999 8999 120. CSX CORP COM 2018-07-25 2018-08-08 8712 8403 309 309 90. CELANESE CORP 2018-05-16 2018-08-08 10545 10010 535 535 190. CIENA CORP 2018-08-08 4859 3877 982 982 300. COMCAST CORPORATION CL A 2014-07-21 2018-08-08 10482 8067 2415 2415 30. COSTCO WHSL CORP NEW COM 2018-07-25 2018-08-08 6732 6572 160 160 280. DISCOVERY INC CLASS A 2018-08-08 7176 7696 -520 -520 100. DOWDUPONT INC REV SPLIT 06/03/19 2015-04-29 2018-08-08 6772 5152 1620 1620 130. E*TRADE FINANCIAL CORP 2018-07-11 2018-08-08 7999 7969 30 30 100. EASTMAN CHEM CO 2018-03-06 2018-08-08 10184 10493 -309 -309 140. FACEBOOK INC 2016-05-09 2018-08-08 26000 16726 9274 9274 40. FACEBOOK INC 2018-05-09 2018-08-08 7429 7256 173 173 30. FEDEX CORPORATION 2018-05-16 2018-08-08 7391 7439 -48 -48 110. HOME DEPOT INC COM 2011-12-02 2018-08-08 21797 4409 17388 17388 230. INTEL CORP 2018-08-08 11495 7746 3749 3749 20. INTUITIVE SURGICAL INC 2018-02-14 2018-08-08 10367 8072 2295 2295 150. JACOBS ENGINEERING GROUP INC 2018-07-10 2018-08-08 10942 9941 1001 1001 40. LAM RESEARCH CORP 2015-03-19 2018-08-08 7604 3148 4456 4456 60. LAUDER ESTEE COS INC CL A 2017-09-27 2018-08-08 8037 6475 1562 1562 90. LILLY ELI & CO 2018-07-10 2018-08-08 9216 7924 1292 1292 80. MARRIOTT INTERNATIONAL INC CL A 2018-03-13 2018-08-08 9760 11432 -1672 -1672 70. MASTERCARD INC CL A 2017-10-30 2018-08-08 14221 10432 3789 3789 60. MCCORMICK & CO INC COM NON VTG 2018-07-10 2018-08-08 7280 7093 187 187 70. MCDONALDS CORP COM 2018-08-08 11102 10546 556 556 440. MICROSOFT CORP 2018-07-03 2018-08-08 48175 43868 4307 4307 180. MICRON TECHNOLOGY INC 2018-03-21 2018-08-08 9603 11085 -1482 -1482 180. MORGAN STANLEY 2016-09-30 2018-08-08 9048 5756 3292 3292 80. MOTOROLA SOLUTIONS INC 2018-03-12 2018-08-08 9613 8728 885 885 20. NORTHROP GRUMMAN CORPORATION 2015-07-16 2018-08-08 5907 3394 2513 2513 120. OCCIDENTAL PETE CORP COM 2018-06-12 2018-08-08 9729 10292 -563 -563 100. PRICE T ROWE GROUP INC COM 2017-12-08 2018-08-08 11992 10287 1705 1705 40. RAYTHEON COMPANY 2016-01-25 2018-08-08 7908 4761 3147 3147 390. REGIONS FINANCIAL CORP 2018-03-28 2018-08-08 7558 7116 442 442 395. REVOLUTION LIGHTING TECHNOLO 2018-08-08 1082 2972 -1890 -1890 50. S&P GLOBAL INC 2016-07-29 2018-08-08 10079 6109 3970 3970 130. TEXAS INSTRS INC COM 2018-08-08 15131 7868 7263 7263 350. TEXAS ROADHOUSE INC 2018-08-08 22187 20567 1620 1620 150. TEXAS ROADHOUSE INC 2018-08-08 9503 8659 844 844 170. TOTAL SYSTEMS SERVICES INC 2017-07-07 2018-08-08 15881 9991 5890 5890 20. TRANSDIGM GROUP INC 2018-04-19 2018-08-08 7145 6600 545 545 200. US FOODS HOLDING CORP 2018-07-10 2018-08-08 6626 7741 -1115 -1115 65000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-11-30 2018-08-08 62105 63730 -1625 -1625 90. UNITED TECHNOLOGIES CORP COM 2018-07-11 2018-08-08 12129 11272 857 857 100. UNITEDHEALTH GROUP INC COM 2017-01-25 2018-08-08 25906 16189 9717 9717 30. VAIL RESORTS INC COM 2018-03-26 2018-08-08 8517 6764 1753 1753 150. WASTE MANAGEMENT INC 2018-03-12 2018-08-08 13527 13017 510 510 40. WELLCARE HEALTH PLANS, INC. 2018-06-08 2018-08-08 11410 9328 2082 2082 150. MICHAEL KORS HOLDINGS LTD NAME CHANGE 01/02/19 2018-05-30 2018-08-08 10479 9113 1366 1366 110. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH0102993182 2017-06-16 2018-08-08 10421 8643 1778 1778 135. CAESARSTONE LTD SEDOL B796245 2012-08-14 2018-08-08 2395 1541 854 854 60. FERRARI NV - W/I SEDOL BZ1GMK5 2018-07-03 2018-08-08 7548 8064 -516 -516 50. ASGN INC 2011-03-07 2018-08-09 4597 509 4088 4088 350. ABERCROMBIE & FITCH CO CL A 2018-08-09 9258 7733 1525 1525 300. AEROJET ROCKETDYNE HLDGS INC 2017-09-22 2018-08-09 10594 10187 407 407 1000. AMERICAN EAGLE OUTFITTERS INC 2018-08-09 26950 14526 12424 12424 100. BERKSHIRE HILLS BANCORP INC 2017-08-22 2018-08-09 4150 3350 800 800 200. BERKSHIRE HILLS BANCORP INC 2017-06-29 2018-08-09 8300 7053 1247 1247 50. COHERENT INC 2016-01-29 2018-08-09 8915 3858 5057 5057 150. COMFORT SYS USA INC COM 2016-08-17 2018-08-09 8391 4290 4101 4101 900. COMMUNITY HEALTHCARE TRUST I 2018-08-09 28660 17860 10800 10800 1200. CONTINENTAL BUILDING PRODUCT 2018-08-09 45407 23102 22305 22305 100. CUBIC CORP 2018-08-09 7191 5598 1593 1593 700. DAKTRONICS INC 2018-08-09 6027 6984 -957 -957 200. DAKTRONICS INC 2017-11-03 2018-08-09 1722 1970 -248 -248 100. DECKERS OUTDOOR CORP 2017-05-26 2018-08-09 12191 6658 5533 5533 100. DOMTAR CORPORATION NEW 2018-08-09 5009 3901 1108 1108 150. ENCOMPASS HEALTH CORP 2015-01-21 2018-08-09 11827 6181 5646 5646 300. FIRST COMMUNITY BANKSHARES INC 2015-11-19 2018-08-09 9861 5982 3879 3879 100. FIRST REPUBLIC BANK/FRAN 2018-08-09 10126 3506 6620 6620 200. GENTEX CORP 2014-07-24 2018-08-09 4781 2878 1903 1903 250. GIBRALTAR INDUSTRIES INC 2018-08-09 11160 7566 3594 3594 400. HEIDRICK & STRUGGLES (IPO) 2018-08-09 17516 7526 9990 9990 125. HILLTOP HLDGS INC 2018-04-26 2018-08-09 2624 3063 -439 -439 400. HOPE BANCORP INC 2018-02-01 2018-08-09 6922 7456 -534 -534 50. IAC / INTERACTIVECORP-W/I 2009-09-01 2018-08-09 8837 923 7914 7914 350. INSTEEL INDUSTRIES INC 2018-08-09 15047 12759 2288 2288 200. KBR INC 2017-11-13 2018-08-09 4073 3797 276 276 100. KVH INDS INC 2017-01-11 2018-08-09 1289 1163 126 126 50. KAISER ALUMINUM CORP 2015-11-19 2018-08-09 5563 4125 1438 1438 1130. LAUDER ESTEE COS INC CL A 2017-09-27 2018-08-09 148955 121949 27006 27006 150. LEIDOS HOLDINGS INC-W/I 2016-07-20 2018-08-09 10626 7357 3269 3269 100. LEXINGTON CORPORATION PROPERTIES TRUST 2017-10-26 2018-08-09 888 1009 -121 -121 100. LEXINGTON CORPORATION PROPERTIES TRUST 2016-09-13 2018-08-09 888 1010 -122 -122 400. MSG NETWORKS INC 2017-10-03 2018-08-09 9311 8516 795 795 150. MADDEN STEVEN LTD 2015-11-19 2018-08-09 8576 4853 3723 3723 100. METHANEX CORP SEDOL 2654416 2018-03-06 2018-08-09 7229 5527 1702 1702 60. MONOLITHIC POWER SYSTEMS INC 2018-08-09 8382 7605 777 777 30. MONOLITHIC POWER SYSTEMS INC 2014-10-16 2018-08-09 4211 1106 3105 3105 30. MONOLITHIC POWER SYSTEMS INC 2018-05-04 2018-08-09 4211 3703 508 508 40. MONOLITHIC POWER SYSTEMS INC 2014-10-16 2018-08-09 5635 1454 4181 4181 100. MUELLER INDUSTRIES INC 2018-01-31 2018-08-09 3228 3346 -118 -118 100. NETGEAR INC 2017-11-08 2018-08-09 6871 4648 2223 2223 100. NORTHWESTERN CORPORATION 2015-11-19 2018-08-09 5928 5351 577 577 100. OMNICELL INC 2010-06-09 2018-08-09 6474 1189 5285 5285 100. ORITANI FINL CORP NEW 2014-01-24 2018-08-09 1601 1552 49 49 150. PGT INNOVATIONS INC 2017-03-28 2018-08-09 3773 1571 2202 2202 300. 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FACEBOOK INC 2018-09-11 46450 33062 13388 13388 110. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S 2018-09-11 5152 3275 1877 1877 2250. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S 2018-09-11 105387 55438 49949 49949 1770. INTEGRATED DEVICE TECHNOLOGY INC MERGED 04/01/2019 @ $49.00 P/S 2018-09-11 82657 42005 40652 40652 760. LAM RESEARCH CORP 2018-09-11 117933 59299 58634 58634 500. MASIMO CORPORATION 2018-09-11 58991 44359 14632 14632 50. MASIMO CORPORATION 2017-10-18 2018-09-11 5907 4338 1569 1569 60. MONOLITHIC POWER SYSTEMS INC 2014-10-15 2018-09-11 8692 2142 6550 6550 470. STAG INDUSTRIES INC 2018-09-11 13336 10938 2398 2398 150. MICHAEL KORS HOLDINGS LTD NAME CHANGE 01/02/19 2017-08-24 2018-09-11 11077 6267 4810 4810 220. CONCHO RESOURCES INC 2018-09-12 31226 22619 8607 8607 120. MONOLITHIC POWER SYSTEMS INC 2018-09-12 16870 4257 12613 12613 180. CONCHO RESOURCES INC 2018-09-13 25489 18269 7220 7220 60. MONOLITHIC POWER SYSTEMS INC 2014-10-15 2018-09-13 8021 2109 5912 5912 200. GENTEX CORP 2014-07-24 2018-09-14 4594 2878 1716 1716 125000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2018-09-14 121201 121376 -175 -175 4223.72 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2018-09-15 4224 4223 1 1 5528.21 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A2 2017-10-24 2018-09-15 5528 5528 1402.44 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2018-09-15 1402 1402 7717.43 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A3 2016-05-02 2018-09-15 7717 7717 80000. GENERAL MOTORS FINL CO CALL 12/05/2022 COGT 2018-01-02 2018-09-17 77376 79945 -2569 -2569 15000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2018-08-27 2018-09-17 14969 14966 3 3 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2018-03-28 2018-09-17 14316 14517 -201 -201 340. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2017-11-30 2018-09-17 9979 10667 -688 -688 140. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2017-11-30 2018-09-17 4097 4392 -295 -295 50. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2017-11-30 2018-09-17 1465 1569 -104 -104 30000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT 2017-04-17 2018-09-18 30638 30705 -67 -67 15000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT 2018-06-12 2018-09-18 15319 15330 -11 -11 5000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT 2018-06-12 2018-09-18 5106 5110 -4 -4 45000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT 2018-06-12 2018-09-18 45956 45991 -35 -35 600. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2018-09-18 17592 18822 -1230 -1230 50. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2017-11-30 2018-09-18 1467 1568 -101 -101 410. INSTRUCTURE INC 2018-07-24 2018-09-19 16300 19517 -3217 -3217 290. INSTRUCTURE INC 2018-09-19 11457 13794 -2337 -2337 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2018-05-01 2018-09-19 4832 4848 -16 -16 600. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2017-11-30 2018-09-19 17956 18812 -856 -856 2040. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2017-11-30 2018-09-19 60621 63959 -3338 -3338 280. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2017-11-30 2018-09-19 8366 8779 -413 -413 240. NOVOCURE LTD SEDOL BYSS4X4 2017-12-13 2018-09-19 12461 4963 7498 7498 160. NOVOCURE LTD SEDOL BYSS4X4 2017-12-13 2018-09-19 8227 3309 4918 4918 200. INSTRUCTURE INC 2018-07-23 2018-09-20 7731 9501 -1770 -1770 170. INSTRUCTURE INC 2018-07-23 2018-09-20 6702 8075 -1373 -1373 510. INSTRUCTURE INC 2018-09-20 20042 20777 -735 -735 40000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2018-09-20 38656 38775 -119 -119 90000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2018-08-30 2018-09-20 88119 88864 -745 -745 100. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2017-11-30 2018-09-20 2994 3135 -141 -141 770. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2017-11-30 2018-09-20 23127 24141 -1014 -1014 210. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2018-09-20 6310 6561 -251 -251 1440. ABBVIE INC 2018-09-21 133443 137024 -3581 -3581 70000. BANK OF NY MELLON CORP SER MTN CALL 07/17/20 @100 UNSC 2018-02-16 2018-09-21 69416 69642 -226 -226 5000. BANK OF NY MELLON CORP SER MTN CALL 07/17/20 @100 UNSC 2018-02-16 2018-09-21 4958 4974 -16 -16 120. CONCHO RESOURCES INC 2017-09-19 2018-09-21 17350 12012 5338 5338 1510. MARRIOTT INTERNATIONAL INC CL A 2018-03-13 2018-09-21 197971 215777 -17806 -17806 200. NATIONAL RETAIL PPTYS INC 2017-05-12 2018-09-21 8899 7558 1341 1341 260. UNITEDHEALTH GROUP INC COM 2017-01-25 2018-09-21 69193 42091 27102 27102 660. VAIL RESORTS INC COM 2018-09-21 188334 148364 39970 39970 100000. BERKSHIRE HATHAWAY FIN CO GUARNT 2014-07-08 2018-09-24 102647 103744 -1097 -1097 70. CONCHO RESOURCES INC 2018-09-24 10249 7007 3242 3242 1290000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2018-08-27 2018-09-24 1287329 1287077 252 252 246. CONCHO RESOURCES INC 2017-09-19 2018-09-25 36948 24615 12333 12333 300. NATIONAL RETAIL PPTYS INC 2017-05-12 2018-09-25 13148 11337 1811 1811 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-03-17 2018-09-25 17715 18536 -821 -821 125000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2018-09-24 2018-09-25 120767 120869 -102 -102 1. AMERICAN INTERNATIONAL GROUP INC 2001-01-01 2018-09-26 565 565 565 70. CAMDEN PROPERTY 2017-09-20 2018-09-26 6539 6608 -69 -69 230. CAMDEN PROPERTY 2018-09-26 21530 21694 -164 -164 130000. EQT MIDSTREAM PARTNERS L SER 5Y CALL 06/15/2023 2018-06-21 2018-09-26 131755 129978 1777 1777 1. WEATHERFORD INTERNATIONAL LTD., SECURITIES LITIGATION 2001-01-01 2018-09-26 50 50 50 1. BANK OF NEW YORK MELLON CORPORATION SECURITIES 2001-01-01 2018-09-26 56 56 56 300. NATIONAL RETAIL PPTYS INC 2018-09-26 13124 6555 6569 6569 25000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2018-05-30 2018-09-26 22583 22838 -255 -255 70000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2018-09-26 66352 67723 -1371 -1371 120. CAMDEN PROPERTY 2018-09-27 10994 11313 -319 -319 160. CAMDEN PROPERTY 2018-09-27 14756 15037 -281 -281 120. FULLER H B CO COM 2018-09-27 6373 6648 -275 -275 420. FULLER H B CO COM 2018-09-27 22414 22543 -129 -129 210. FULLER H B CO COM 2017-05-03 2018-09-27 11264 11121 143 143 60000. HCA INC SR SECD 2017-01-12 2018-09-27 63600 63738 -138 -138 20000. NOKIA OYJ SEDOL ISIN US654902AD73 2017-06-05 2018-09-27 19620 19900 -280 -280 90. CAMDEN PROPERTY 2017-09-19 2018-09-28 8235 8440 -205 -205 60. CAMDEN PROPERTY 2017-09-19 2018-09-28 5472 5627 -155 -155 5000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT 2018-06-12 2018-09-28 5101 5111 -10 -10 100. NATIONAL RETAIL PPTYS INC 2008-11-11 2018-09-28 4438 1353 3085 3085 130000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2018-09-28 123678 127437 -3759 -3759 966.31 FEDERAL HOME LOAN MTG CORP GOLD POOL G07501 2015-05-18 2018-09-30 966 1030 -64 -64 1303.42 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2018-09-30 1303 1400 -97 -97 380.72 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2018-09-30 381 397 -16 -16 1087.47 FEDERAL HOME LOAN MTG CORP GOLD POOL A96413 2014-03-11 2018-09-30 1087 1127 -40 -40 2100.36 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2018-09-30 2100 2157 -57 -57 3681.56 FEDERAL NATL MTG ASSN POOL AL2610 2018-09-30 3682 3733 -51 -51 541.66 FEDERAL NATL MTG ASSN POOL AL1948 2014-01-21 2018-09-30 542 563 -21 -21 876.1 FEDERAL NATL MTG ASSN POOL AL2242 2015-05-11 2018-09-30 876 934 -58 -58 1331.83 FEDERAL NATL MTG ASSN POOL AL3191 2015-04-28 2018-09-30 1332 1399 -67 -67 1621.73 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2018-09-30 1622 1686 -64 -64 1454.68 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2018-09-30 1455 1523 -68 -68 2001.82 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2018-09-30 2002 2078 -76 -76 295.39 FEDERAL NATL MTG ASSN POOL AP0495 2015-05-12 2018-09-30 295 308 -13 -13 994.27 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2018-09-30 994 1027 -33 -33 427.46 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2018-09-30 427 446 -19 -19 355.69 FEDERAL NATL MTG ASSN POOL AS3841 2015-05-20 2018-09-30 356 368 -12 -12 1101.14 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2018-09-30 1101 1171 -70 -70 2313.84 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2018-09-30 2314 2471 -157 -157 1906.86 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2018-09-30 1907 1968 -61 -61 1466.58 FEDERAL NATL MTG ASSN POOL AS6620 2017-08-17 2018-09-30 1467 1520 -53 -53 827.97 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2018-09-30 828 852 -24 -24 2663.85 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2018-09-30 2664 2671 -7 -7 232.36 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2018-09-30 232 241 -9 -9 66.64 FEDERAL NATL MTG ASSN POOL 725042 2005-05-12 2018-09-30 67 67 35.36 FEDERAL NATL MTG ASSN POOL 728709 2003-12-18 2018-09-30 35 36 -1 -1 30.5 FEDERAL NATL MTG ASSN POOL 735141 2005-04-29 2018-09-30 31 31 2845.65 FEDERAL NATL MTG ASSN POOL 739187 2003-09-10 2018-09-30 2846 2860 -14 -14 103.4 FEDERAL NATL MTG ASSN POOL 745087 2006-06-08 2018-09-30 103 100 3 3 19.39 FEDERAL NATL MTG ASSN POOL 814260 2005-03-10 2018-09-30 19 19 725.25 FEDERAL NATL MTG ASSN POOL BC4442 2018-09-14 2018-09-30 725 697 28 28 2380.69 FEDERAL NATL MTG ASSN POOL BM3954 2018-06-06 2018-09-30 2381 2332 49 49 1543.33 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2018-09-30 1543 1571 -28 -28 1724.51 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2018-09-30 1725 1789 -64 -64 640.32 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2018-09-30 640 632 8 8 262.91 FEDERAL NATL MTG ASSN POOL AB4525 2012-05-16 2018-09-30 263 278 -15 -15 1327.24 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2018-09-30 1327 1331 -4 -4 844.28 FEDERAL NATL MTG ASSN POOL AC3668 2010-10-05 2018-09-30 844 876 -32 -32 546.56 FEDERAL NATL MTG ASSN POOL MA0562 2014-02-10 2018-09-30 547 585 -38 -38 1520.05 FEDERAL NATL MTG ASSN POOL MA1236 2014-09-04 2018-09-30 1520 1559 -39 -39 888.6 FEDERAL NATL MTG ASSN POOL MA1430 2015-05-12 2018-09-30 889 897 -8 -8 893.51 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2018-09-30 894 931 -37 -37 882.3 FEDERAL NATL MTG ASSN POOL MA2671 2016-10-28 2018-09-30 882 926 -44 -44 3593.49 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2018-09-30 3593 3612 -19 -19 866.85 FEDERAL NATL MTG ASSN POOL AD7134 2010-07-21 2018-09-30 867 915 -48 -48 359.05 FEDERAL NATL MTG ASSN POOL AD6369 2010-06-22 2018-09-30 359 370 -11 -11 830.47 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2018-09-30 830 841 -11 -11 1040.16 GOVT NATL MTG ASSN POOL AA8273 2012-08-28 2018-09-30 1040 1113 -73 -73 645.86 GOVT NATL MTG ASSN POOL 744371 2012-02-16 2018-09-30 646 691 -45 -45 380. CAMDEN PROPERTY 2018-10-01 35251 35600 -349 -349 290. CAMDEN PROPERTY 2018-10-01 26902 27075 -173 -173 40. CAMDEN PROPERTY 2018-10-01 3742 3517 225 225 110. FULLER H B CO COM 2018-01-30 2018-10-01 5826 5814 12 12 170. FULLER H B CO COM 2017-05-03 2018-10-01 9003 9003 130. HFF INC CLASS A 2018-10-01 5500 4777 723 723 20000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT 2018-06-12 2018-10-01 20425 20436 -11 -11 1740. NIKE INC CL B 2016-08-24 2018-10-01 147774 104655 43119 43119 155000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2018-10-01 149920 149885 35 35 65000. ANDEAVOR CALL 10/01/2047 UNSC 2017-12-14 2018-10-02 65065 64526 539 539 240. FULLER H B CO COM 2018-01-30 2018-10-02 12398 12686 -288 -288 440. HFF INC CLASS A 2018-10-02 18076 16089 1987 1987 15000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT 2018-07-19 2018-10-02 15319 15212 107 107 20000. HUNTSMAN INTERNATIONAL L CALL 08/15/2020 @ 100.000 COGT 2018-07-19 2018-10-02 20425 20283 142 142 590. NIKE INC CL B 2016-08-24 2018-10-02 48887 35486 13401 13401 85000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-03-17 2018-10-02 100921 105018 -4097 -4097 50000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2018-04-02 2018-10-02 43641 45598 -1957 -1957 660. CATALENT INC 2018-10-03 30386 26566 3820 3820 160. FULLER H B CO COM 2018-10-03 8180 8443 -263 -263 170. FULLER H B CO COM 2017-05-02 2018-10-03 8691 8980 -289 -289 2515. NIKE INC CL B 2016-08-24 2018-10-03 207486 151268 56218 56218 40000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-12-18 2018-10-03 42714 47451 -4737 -4737 20000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-08-30 2018-10-03 21357 23753 -2396 -2396 80. WATSCO INC 2008-06-27 2018-10-03 14118 3362 10756 10756 200. ASPEN INSURANCE HOLDINGS LTD MERGED 2/15/19 @ $42.75 P/S 2017-05-19 2018-10-03 8387 10038 -1651 -1651 115000. USA TREASURY NOTE 01.875% DUE 01/31/2022 2018-09-24 2018-10-04 110984 111200 -216 -216 75000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2018-10-04 73172 73802 -630 -630 120000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2018-10-04 112833 115288 -2455 -2455 10. WATSCO INC 2008-06-27 2018-10-04 1746 420 1326 1326 260. WATSCO INC 2018-10-04 44963 10920 34043 34043 35000. AXA EQUITABLE HOLDINGS I SER 144A CALL 01/20/2028 2018-04-17 2018-10-05 33592 34935 -1343 -1343 30000. AXA EQUITABLE HOLDINGS I SER 144A CALL 10/20/2047 2018-04-17 2018-10-05 27451 29912 -2461 -2461 5000. CBS CORP CALL 07/15/2044 @ 100.000 COGT 2017-05-12 2018-10-05 4622 4937 -315 -315 45000. CBS CORP CALL 07/15/2044 @ 100.000 COGT 2017-05-12 2018-10-05 41376 44429 -3053 -3053 25000. CVS HEALTH CORP CALL 12/25/2027 UNSC 2018-03-06 2018-10-05 24520 24649 -129 -129 60. FULLER H B CO COM 2018-01-30 2018-10-05 3058 3165 -107 -107 620. FULLER H B CO COM 2018-10-05 31595 31900 -305 -305 230. FULLER H B CO COM 2017-07-06 2018-10-05 11745 11744 1 1 60. FULLER H B CO COM 2018-10-05 3059 3063 -4 -4 1. WACHOVIA CORP MERGED 12/31/2008 SEE XXX-XX-XXXX 2001-01-01 2018-10-05 20 20 20 180. WATSCO INC 2018-10-05 31170 7552 23618 23618 190. FULLER H B CO COM 2018-10-08 9697 9649 48 48 30. FULLER H B CO COM 2018-05-04 2018-10-08 1531 1516 15 15 100. MSG NETWORKS INC 2017-10-03 2018-10-08 2613 2129 484 484 200. MSG NETWORKS INC 2017-10-09 2018-10-08 5225 4258 967 967 105. WATSCO INC 2018-10-08 18076 4399 13677 13677 1200. VENATOR MATERIALS PLC SEDOL BF3ZNS5 2018-10-08 10986 22950 -11964 -11964 55. WATSCO INC 2008-07-01 2018-10-09 9499 2301 7198 7198 210. BORG WARNER INC. 2017-10-30 2018-10-10 8230 11039 -2809 -2809 3280. BORG WARNER INC. 2018-10-10 128539 146432 -17893 -17893 80. MASIMO CORPORATION 2017-10-17 2018-10-10 9452 6842 2610 2610 70. MASIMO CORPORATION 2017-10-17 2018-10-10 8214 5987 2227 2227 50. OMNICELL INC 2016-06-28 2018-10-10 3244 1688 1556 1556 80. OMNICELL INC 2016-06-28 2018-10-10 5121 2701 2420 2420 120. OMNICELL INC 2018-10-10 7787 4039 3748 3748 3720. US FOODS HOLDING CORP 2018-07-10 2018-10-10 109060 143986 -34926 -34926 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2018-07-27 2018-10-10 4690 4777 -87 -87 200. ASPEN INSURANCE HOLDINGS LTD MERGED 2/15/19 @ $42.75 P/S 2018-10-10 8356 10036 -1680 -1680 70. TRINSEO S A SEDOL BN65SJ4 2018-10-10 4551 5073 -522 -522 760. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2018-10-10 20501 20929 -428 -428 200. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC5 2018-10-10 5395 5396 -1 -1 570. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2018-10-11 11675 14965 -3290 -3290 120. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2018-10-11 2436 3151 -715 -715 260. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-12-09 2018-10-11 5273 6826 -1553 -1553 200. MUELLER INDUSTRIES INC 2018-10-11 5176 6468 -1292 -1292 180. NEXSTAR MEDIA GROUP INC 2018-10-11 13464 13136 328 328 170. NEXSTAR MEDIA GROUP INC 2018-10-11 12696 11813 883 883 20. NEXSTAR MEDIA GROUP INC 2017-08-22 2018-10-11 1494 1220 274 274 110. 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TRINSEO S A SEDOL BN65SJ4 2018-11-09 24360 31980 -7620 -7620 220. TRINSEO S A SEDOL BN65SJ4 2017-10-31 2018-11-09 12041 15574 -3533 -3533 160. TRINSEO S A SEDOL BN65SJ4 2017-11-17 2018-11-09 8757 11321 -2564 -2564 50. FIRST COMMUNITY BANKSHARES INC 2015-11-19 2018-11-12 1728 997 731 731 200. JELD-WEN HOLDING INC 2018-02-28 2018-11-12 3612 5877 -2265 -2265 349.384 LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2018-11-12 6266 7992 -1726 -1726 260.616 LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2018-11-12 4674 5978 -1304 -1304 140. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2018-08-13 2018-11-12 2514 3173 -659 -659 920. NN INC 2018-09-14 2018-11-12 6723 14720 -7997 -7997 200. TITAN TECHNOLOGIES CORP 2015-11-19 2018-11-12 2177 4418 -2241 -2241 30. FIRST COMMUNITY BANKSHARES INC 2015-11-19 2018-11-13 1033 598 435 435 270. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2018-08-13 2018-11-13 5038 6119 -1081 -1081 30. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2018-08-13 2018-11-13 560 680 -120 -120 45000. AT&T INC CALL 11/15/2045 @ 100.000 UNSC 2018-11-14 38859 44532 -5673 -5673 50000. GENERAL ELECTRIC CO SR UNSECD 2018-11-14 38371 49358 -10987 -10987 10000. JP MORGAN CHASE & CO SR UNSEC CALL 7/24/37 @ 100 2017-12-13 2018-11-14 9017 10316 -1299 -1299 130.616 LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2018-08-13 2018-11-14 2416 2960 -544 -544 19.384 LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-11-09 2018-11-14 359 434 -75 -75 70. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2016-11-09 2018-11-14 1294 1567 -273 -273 30000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-03-17 2018-11-14 35084 37028 -1944 -1944 40000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2018-05-30 2018-11-14 39494 39544 -50 -50 1040. FERRARI NV - W/I SEDOL BZ1GMK5 2018-07-03 2018-11-14 115520 139768 -24248 -24248 78. ALPHABET INC/CA-CL A 2015-07-28 2018-11-15 82758 51272 31486 31486 70. AMAZON.COM INC 2018-05-03 2018-11-15 110656 108605 2051 2051 127. AMGEN INC 2014-03-03 2018-11-15 24216 15679 8537 8537 225. 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CHURCH & DWIGHT INC 2018-08-09 2018-11-15 26713 22779 3934 3934 451. CISCO SYS INC COM 2018-10-25 2018-11-15 20786 20530 256 256 821. COMCAST CORPORATION CL A 2018-11-15 31333 19834 11499 11499 99. COSTCO WHSL CORP NEW COM 2018-07-25 2018-11-15 22641 21687 954 954 762. DISCOVERY INC CLASS A 2018-07-03 2018-11-15 24173 20933 3240 3240 258. DOLLAR GENERAL CORP 2018-11-14 2018-11-15 28883 30174 -1291 -1291 348. E*TRADE FINANCIAL CORP 2018-07-11 2018-11-15 18087 21333 -3246 -3246 291. EASTMAN CHEM CO 2018-03-06 2018-11-15 24004 30536 -6532 -6532 403. FACEBOOK INC 2016-02-01 2018-11-15 57459 46401 11058 11058 114. FEDEX CORPORATION 2018-05-16 2018-11-15 25667 28270 -2603 -2603 3716.43 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2018-11-15 3716 3716 227. FIVE BELOW 2018-11-14 2018-11-15 27015 28187 -1172 -1172 6028.18 FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A2 2017-10-24 2018-11-15 6028 6028 1315.7 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A3 2016-01-20 2018-11-15 1316 1316 316. HOME DEPOT INC COM 2011-12-02 2018-11-15 55765 12666 43099 43099 628. INTEL CORP 2016-02-01 2018-11-15 29811 19374 10437 10437 67. INTUITIVE SURGICAL INC 2018-02-14 2018-11-15 33618 27041 6577 6577 485. JACOBS ENGINEERING GROUP INC 2018-11-15 36136 35156 980 980 387. KOHLS CORP COM 2018-11-14 2018-11-15 28286 31449 -3163 -3163 50. LPL FINANCIAL HOLDINGS INC 2018-06-05 2018-11-15 3092 3536 -444 -444 360. LPL FINANCIAL HOLDINGS INC 2018-11-15 22183 24024 -1841 -1841 351. LAMB WESTON HOLDING INC-W/I 2018-10-25 2018-11-15 28915 27314 1601 1601 240. LILLY ELI & CO 2018-07-10 2018-11-15 26565 21129 5436 5436 160. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB53 2018-11-15 2951 3574 -623 -623 181. MASTERCARD INC CL A 2018-11-15 35753 19220 16533 16533 178. MCCORMICK & CO INC COM NON VTG 2018-07-10 2018-11-15 26640 21041 5599 5599 203. MCDONALDS CORP COM 2017-05-09 2018-11-15 37006 29341 7665 7665 1328. MICROSOFT CORP 2018-11-15 140131 135937 4194 4194 495. MORGAN STANLEY 2016-09-30 2018-11-15 21715 15830 5885 5885 231. MOTOROLA SOLUTIONS INC 2018-03-12 2018-11-15 29701 25201 4500 4500 76. NORTHROP GRUMMAN CORPORATION 2015-07-16 2018-11-15 20581 12899 7682 7682 329. OCCIDENTAL PETE CORP COM 2018-06-12 2018-11-15 23732 28217 -4485 -4485 270. PRICE T ROWE GROUP INC COM 2017-12-08 2018-11-15 25603 27774 -2171 -2171 6. PRICE T ROWE GROUP INC COM 2017-08-30 2018-11-15 569 504 65 65 116. RAYTHEON COMPANY 2016-01-25 2018-11-15 21111 13806 7305 7305 1091. REGIONS FINANCIAL CORP 2018-03-28 2018-11-15 17818 19906 -2088 -2088 141. S&P GLOBAL INC 2016-07-29 2018-11-15 25164 17226 7938 7938 459. 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APPLE INC 2016-06-16 2018-11-20 54997 30052 24945 24945 40. ASSURANT INC 2016-11-11 2018-11-20 3883 3314 569 569 .186 BANCO SANTANDER S A ADR 2012-07-26 2018-11-20 1 1 600. BANK OF AMERICA CORP 2016-05-04 2018-11-20 16221 8476 7745 7745 210. BANK NEW YORK MELLON CORP COM 2018-06-15 2018-11-20 10342 11978 -1636 -1636 360. BERKSHIRE HATHAWAY INC CLASS B 2016-05-04 2018-11-20 76007 51881 24126 24126 5. BIOGEN INC 2018-11-19 2018-11-20 1596 1585 11 11 80. BLACKROCK INC 2016-05-04 2018-11-20 31908 28258 3650 3650 300. BLOCK H & R INC 2018-11-20 8331 7919 412 412 340. BRISTOL MYERS SQUIBB CO 2016-05-04 2018-11-20 18013 23963 -5950 -5950 120. CIT GROUP INC 2018-07-25 2018-11-20 5294 6347 -1053 -1053 120. CAPITAL ONE FINANCIAL CORP 2015-12-29 2018-11-20 10311 8855 1456 1456 560. CARMAX INC 2016-05-04 2018-11-20 34194 28771 5423 5423 680. CARNIVAL CORP SEDOL 2523044 2016-05-04 2018-11-20 39606 33409 6197 6197 190. CHEVRON CORPORATION 2018-11-20 22019 9861 12158 12158 700. 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SOUTHWEST AIRLINES COM 2017-01-20 2018-11-20 27871 27538 333 333 300. STONERIDGE INC 2018-11-20 7960 4773 3187 3187 100. SUNTRUST BANKS INC COM 2015-12-29 2018-11-20 6158 4383 1775 1775 200. SYNCHRONY FINANCIAL 2017-08-17 2018-11-20 5081 6045 -964 -964 150. TEVA PHARMA INDS ADR 1 ADR REPRESENTS 10 SHS 2018-11-19 2018-11-20 3279 3282 -3 -3 80. THE TRAVELERS COS INC 2015-12-29 2018-11-20 10284 9198 1086 1086 8500. TWENTY-FIRST CENTURY-CL B-WI 2015-12-29 2018-11-20 412538 234724 177814 177814 70. VALERO ENERGY CORP NEW COM 2017-10-16 2018-11-20 5518 5419 99 99 180. VECTRUS INC-WHEN ISSUED 2014-10-09 2018-11-20 4256 3609 647 647 310. VERIZON COMMUNICATIONS COM 2016-05-04 2018-11-20 18617 15767 2850 2850 370. VISA INC CLASS A SHARES 2016-05-04 2018-11-20 48430 28426 20004 20004 590. WELLS FARGO & CO NEW COM 2018-11-20 31067 26857 4210 4210 140. WELLS FARGO & CO NEW COM 2015-09-22 2018-11-20 7354 7100 254 254 500. WESTERN UNION CO - W/I 2015-12-29 2018-11-20 9271 9218 53 53 170. 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OH 44308 NONE PC GROWING STUDENT MINDSETS 9700 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC MY CREATIVITY MY FUTURE 5900 OPEN TONE MUSIC PO BOX 5261 CLEVELAND OH 44101 NONE PC GENERAL SUPPORT 25700 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC DC ADVISED GRANT 10000 NONE TO FRAGILE INC 1835 MERRIMAN ROAD AKRON OH 44313 NONE PC GENERAL SUPPORT 33750 YOUTH EXCELLENCE PERFORMING 550 SOUTH ARLINGTON STREET AKRON OH 44306 NONE PC MATCHING GIFT 30050 WESTERN RESERVE HISTORICAL 10825 EAST BLVD CLEVELAND OH 44106 NONE PC GENERAL SUPPORT 86000 IMMACULATE HEART OF MARY SCHOOLS 2859 LILLIS DRIVE CUYAHOGA FALLS OH 44223 NONE PC MAKERSPACE IS MORE THAN 39000 VICTIM ASSISTANCE PROGRAM 150 FURNACE STREET AKRON OH 44304 NONE PC GENERAL SUPPORT 30000 URBAN VISION PO BOX 1563 AKRON OH 44309 NONE PC GENERAL SUPPORT 25000 WOODRIDGE LOCAL SCHOOLS 4411 QUICK ROAD PENINSULA OH 44264 NONE PC PARK TALKS 14200 UNITED WAY OF SUMMIT COUNTY 90 NORTH PROSPECT STREET AKRON OH 443091260 NONE PC JULY 2018 DESCRIPTION 100000 SHELTER CARE INC 32 SOUTH AVENUE TALLMADGE OH 44278 NONE PC SAFE LANDING YOUTH SHELTERS 10000 STOW-MUNROE FALLS CITY SCHOOLS 4350 ALLEN ROAD STOW OH 44224 NONE PC HEART RATES 9600 SPRINGFIELD LOCAL SCHOOLS 2410 MASSILLON ROAD AKRON OH 44312 NONE PC JUNIOR HIGH CHROMAKEY 6300 MUSICAL ARTS ASSOCIATION 11001 EUCLID AVENUE CLEVELAND OH 44106 NONE PC GENERAL SUPPORT 65000 ST BARNABAS SCHOOL 9200 OLDE 8 ROAD NORTHFIELD OH 44067 NONE PC WHAT A GREAT IDEA 19100 MANCHESTER LOCAL SCHOOLS 6285 RENNINGER ROAD AKRON OH 44319 NONE PC COMPOSTING TO SAVE WATER 17100 NEOS DANCE THEATRE 39 S MAIN STREET AKRON OH 44310 NONE PC GENERAL OPERATIONS 10000 GROUNDWORKS DANCE THEATER 13125 SHAKER SQUARE CLEVELAND OH 44120 NONE PC GENERAL SUPPORT 32500 GREATER AKRON MUSICAL ASSOC 92 NORTH MAIN STREET AKRON OH 44308 NONE PC 2018 GRANT AWARD 60000 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC IMPLEMENTATION OF CCAA 100000 AKRON PUBLIC SCHOOLS 70 NORTH BROADWAY AKRON OH 44308 NONE PC DC ADVISED GRANT 5000 FIRST GLANCE STUDENT CENTER INC 943 KENMORE BLVD AKRON OH 44314 NONE PC GENERAL OPERATIONS 20000 EMMANUEL CHRISTIAN ACADEMY 1650 DIAGONEL ROAD AKRON OH 44320 NONE PC GENERAL SUPPORT 35000 EAST AKRON NEIGHBORHOOD 1305 ROSEMARY BLVD AKRON OH 44306 NONE PC EAST AKRON REVITALIZATION 40000 BLU JAZZ MASTER CLASS FOUNDATION 277 EAST MILL STREET AKRON OH 44308 NONE PC KNIGHT ARTS CHALLENGE 10000 CUYAHOGA VALLEY CHRISTIAN ACADEMY 4687 WYOGA LAKE ROAD CUYAHOGA FALLS OH 44224 NONE PC MENTORING MATHLETES 5100 CUYAHOGA VALLEY CONTRYSIDE CONSERVANCY 1403 W HINES HILL ROAD PENINSULA OH 44264 NONE PC GENERAL SUPPORT 20000 BOYS AND GIRLS CLUB OF WESTERN OHIO 889 JONATHAN AVENUE AKRON OH 44306 NONE PC GENERAL OPERATIONS 85000 AKRON COMMUNITY SERVICE 150 CROSS STREET AKRON OH 44308 NONE PC CAPITAL GRANT 67000 PHILANTHROPY OHIO 37 WEST BROAD STREET COLUMBUS OH 43215 NONE PC GENERAL SUPPORT 5000 UNIVERSITY OF AKRON FOUNDATION INFOCISION STADIUM UNIVERSITY OF AKRON OH 44325 NONE PC 2018 GRANT AWARD 39200 SUMMIT COUNTY HISTORICAL COCIETY 550 COPLEY ROAD AKRON OH 44320 NONE PC GENERAL SUPPORT 30000 COMMUNITY HALL FOUNDATION 182 SOUTH MAIN STREET AKRON OH 44308 NONE PC CROSSROADS WRITERS CONF/ 822750 ARTSNOW 60 S HIGH STREET AKRON OH 44326 NONE PC GENERAL SUPPORT 235500 ALCHEMY INC PO BOX 4041 COPLEY OH 44321 NONE PC GENERAL SUPPORT 45000 ASIAN SERVICES IN ACTION INC 730 CARROLL STREET AKRON OH 44304 NONE PC GENERAL SUPPORT 50000 BUILDING FOR TOMORROW 100 WEST CEDAR STREET AKRON OH 44307 NONE PC SPARK 185000 BVU THE CENTER FOR NONPROFIT 1300 EAST NINTH STREET CLEVELAND OH 44114 NONE PC TECHNICAL ASSIST. WORKSHOPS 4500 CHILD GUIDANCE & FAMILY SOLUTIONS 18 N FORGE STREET AKRON OH 44304 NONE PC GENERAL OPERATIONS 80000 DOWNTOWN AKRON PARTNERSHIP 103 SOUTH HIGH STREET AKRON OH 44308 NONE PC 2018 GRANT AWARD 85000 FAMILY AND COMMUNITY SERVICES 111 EAST VORLS STREET AKRON OH 44311 NONE PC GENERAL SUPPORT 60000 INFO LINE INC 703 SOUTH MAIN STREET AKRON OH 44311 NONE PC APRIL 2018 GRANT 10000 TRI-COUNTY JOBS FOR OHIO'S GRADUATES 55 EAST CUYAHOGA FALLS AVENUE AKRON OH 44310 NONE PC OPERATING SUPPORT IN 2018 75000 TUESDAY MUSICAL ASSOCIATION 1 SOUTH MAIN STREET AKRON OH 44308 NONE PC KNIGHT ARTS CHALLENGE 58000 WEATHERVANE COMMUNITY PLAYHOUSE 1301 WEATHERVANE LANE AKRON OH 44313 NONE PC GENERAL OPERATIONS 45000 ACCESS INC 230 WEST MARKET STREET AKRON OH 44303 NONE PC 2018 GRANT AWARD - GLASS 75000 AKRON CREATIVE INC 30 N HIGH STREET AKRON OH 44308 NONE PC GENERAL SUPPORT 30000 COMMUNITY LEGAL AID SERVICES INC 150 CROSS ATREET AKRON OH 44311 NONE PC GENERAL OPERATING SUPPORT 30000 CUYAHOGA VALLEY PRESERVATION AND SCENIC RAILWAY ASSOC PO BOX 158 PENINSULA OH 44264 NONE PC GENERAL SUPPORT 2500 SALVATION ARMY SUMMIT CNTY AREA SERVICES 190 SOUTH MAPLE STREET AKRON OH 44302 NONE PC 2018 GRANT AWARD 134000 SOUTH STREET MINISTRIES INC 130 W SOUTH STREET AKRON OH 44311 NONE PC GENERAL SUPPORT 30000 STAN HYWET HALL & GARDENS 714 NORTH PORTAGE PATH AKRON OH 44303 NONE PC CAPITAL GRANT FOR 174663 AKRON COMMUNITY FOUNDATION 345 WEST CEDAR STREET AKRON OH 443072407 NONE PC GAR DONOR ADVISED FUND 70000 SUMMIT EDUCATION INITIATIVE 120 EAST MILL STREET AKRON OH 44308 NONE PC 2018 GRANT AWARD 225000 THE MIAMI FOUNDATION 40 NW 3RD STREET MIAMI FL 33128 NONE PC MATCHING GIFT TO LOVE 10100 COMMUNITY INITIATIVES 759 W MARKET STREET AKRON OH 44303 NONE PC GENERAL SUPPORT 5000 CRAFTY MART INC PO BOX 906023 CHARLOTTE NC 28290 NONE PC FOR BECHDEL FEST 28000 HAVEN OF REST MINISTRIES INC PO BOX 547 AKRON OH 44308 NONE PC GENERAL OPERATIONS 32500 LEADERSHIP AKRON 54 EAST MILL STREET AKRON OH 44308 NONE PC GENERAL SUPPORT 55000 SUMMIT WORKFORCE SOLUTIONS 1041 E TALLMADGE AVENUE AKRON OH 44310 NONE PC MATCHING GIFT 125500 SUMMIT EDUCATION INITIATIVE 120 EAST MILL STREET AKRON OH 44308 NONE PC MATCHING GRANT 1000 BME COMMUNITY AKRON 140 E MARKET STREET AKRON OH 44308 NONE PC PRESIDENTIAL DISCRETIONARY 30000 FOUNDATION CENTER - CLEVELAND 1422 EUCLID AVENUE CLEVELAND OH 44115 NONE PC GENERAL SUPPORT 10000 CENTER FOR APPLIED THEATRE 220 SOUTH BALCH STREET AKRON OH 44302 NONE PC FOR MA'SUE PRODICTIONS 11000 AKRON COMMUNITY FOUNDATION 345 WEST CEDAR STREET AKRON OH 44307 NONE PC GAR DAF 25000 AKRON DEVELOPMENT CORP 135 S BROADWAY STREET AKRON OH 44308 NONE PC CREATION OF AN ECONOMIC 120000 PROJECT LEARN OF SUMMIT COUNTY 60 S HIGH STREET AKRON OH 44326 NONE PC GENERAL OPERATIONS 50000 CUYAHOGA FALLS CITY SCHOOLS 431 STOW AVENUE CUYAHOGA FALLS OH 44221 NONE PC SPHERO ROBOTICS,TIGER TIME 110300 HUDSON CITY SCHOOLS 2400 HUDSON AURORA ROAD HUDSON OH 44236 NONE PC HOW DO I USE MODELS 39300 TORCHBEARERS PO BOX1443 AKRON OH 44309 NONE PC PRESIDENTIAL DISCRETIONARY 7500 AKRON INNER CITY SOCCER CLUB PO BOX 5300 AKRON OH 44334 NONE PC PRESIDENTIAL DISCRETIONARY 2100 AKRON REGIONAL DEVELOPMENT BOARD ONE HOLY CROSS BLVD AKRON OH 44306 NONE PC FOR PLANNING EFFORTS 400000 AKRON SOUL TRAIN 121 SOUTH MAIN STREET AKRON OH 44308 NONE PC 2018 GRANT AWARD 25000 GIRLS ON THE RUN NORTHEAST OHIO 140 E MARKET STREET AKRON OH 44308 NONE PC MATCHING GIFT 150 LINKS COMMUNITY & FAMILY 733 WEST MARKET STREET AKRON OH 44303 NONE PC SUPPORT OF AFTERSCHOOL 25000 7191562 RECOVERY OF GRANTS 100000 14 2633728 16 25404 18 8222302 ING GROEP N V SPON 14 927 10882361 100000 10982361 1A RECOVERY OF PRIOR YEAR GRANTS PAID 5B RENTAL INCOME FROM ANDREW JACKSON HOUSE false false false false false false false false false false AUDIT & ACCOUNTING FEES (ALLOC 66641 66641 FILING SYSTEM 2006-09-01 5599 5506 M10 10 FURNITURE 2009-09-01 149599 79787 M10 10 RUGS 2009-09-01 6668 3557 M10 10 AV EQUIPMENT 2009-09-01 122881 65536 M10 10 A/C UNIT FOR AV CL 2009-11-14 6420 3281 M10 10 FURNITURE 2010-08-18 2783 1391 M10 10 LOFT 2011-01-12 11250 2846 M27 27 409 15 LAP TOP COMPUTE 2012-01-01 15450 15450 M3 3 277 EAST MILL STRE 2015-01-09 3792570 287817 M39 39 97241 THIS TRUST DOES NOT PROVIDE A COPY OF FORM 990-PF TO THE OHIO ATTORNEY GENERAL BECAUSE, IN LIEU THEREOF, IT IS REQUIRED TO FILE AN ON-LINE ANNUAL REPORT WITH THE OHIO ATTORNEY GENERAL'S OFFICE AT WWW .OHIOATTORNEYGENERAL.GOV 12814291 12794126 FILING SYSTEM 5599 5506 93 FURNITURE 149599 79787 69812 RUGS 6668 3557 3111 AV EQUIPMENT 122881 65536 57345 A/C UNIT FOR AV CL 6420 3281 3139 FURNITURE 2783 1391 1392 LOFT 11250 3255 7995 15 LAP TOP COMPUTE 15450 15450 277 EAST MILL STRE 3792570 385058 3407512 MUTUAL FUNDS - FIXED AT COST 6609221 6201989 MUTUAL FUNDS - EQUITY AT COST 17855424 19482667 LIMITED PARTNERSHIPS AT COST 25290107 27967079 MBS, CMO, ASSET BACKED AT COST 1746654 1727768 LEGAL FEES - PRINCIPAL (ALLOCA 7700 7700 MAI WEALTH DIVIDEND STRATEGY 4832498 4832498 6128014 PARTNERSHIP COST BASIS ADJUSTMENT 128483 DIFF BETWEEN SECURITIES DEL/RECEIVED 313379 POSTED IN CURRENT YR FOR PRIOR YR 3936 ROUNDING ADJ FOR SALES AND TRANSACTIONS 17 WRITE OFF OF PROMISSARY NOTES 870 TEMPORARY SALE LIABILITY ADJUSTMENT 88277 OTHER NON-ALLOCABLE EXPENSE - 238805 0 238805 STATE FILING FEES 200 0 200 MEMBERSHIP RENEWAL FEES 12500 0 12500 GRANTMAKING FEES 25327 0 25327 OFFICE EXPENSES 256000 0 256000 LIABILITY INSURANCE FEES 15503 0 15503 ADR SERVICE FEES 16575 16575 0 PARTNERSHIP - EXPENSE 301875 0 ING GROEP N V SPONSORED ADR 927 927 RECOVERY OF GRANTS 100000 0 MULTIPLE PARTNERSHIPS 1074129 NON PNC INVESTMENT MANAGEMENT 553256 553256 FOREIGN TAXES 42786 42786 0 FEDERAL TAX PAYMENT - PRIOR YE 71351 0 0 FEDERAL ESTIMATES - PRINCIPAL 212255 0 0 990-T TAX PAYMENTS 28776 0 0