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GAR FOUNDATION: Form 990PF, tax year 2017

View the entire original 990 at ProPublica ↗

Organization
GAR FOUNDATION (EIN 34-6577710)
Tax period
2017-01-01 to 2017-12-31
Filed
2018-11-09
IRS object ID
201803139349101025
Schema version
2017v2.2
Source
Download XML · Original 990 at ProPublica

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

Return header ReturnHeader

FieldValueIRS element (for citing)
Return2018-11-09T17:00:31-06:00ReturnTs
Tax Period End2017-12-31TaxPeriodEndDt
Return Type990PFReturnTypeCd
Tax Period Begin2017-01-01TaxPeriodBeginDt

Filer Filer

FieldValueIRS element (for citing)
EIN346577710EIN

Business Name BusinessName

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

US Address USAddress

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

Business Officer BusinessOfficerGrp

FieldValueIRS element (for citing)
PersonPNC BANK N A BYPersonNm
Person TitleVICE PRESIDENTPersonTitleTxt
Phone4127629161PhoneNum
Signature2018-11-08SignatureDt

Filing Security Information FilingSecurityInformation

IP Address IPAddress

FieldValueIRS element (for citing)
I Pv4 Address161.150.46.69IPv4AddressTxt
FieldValueIRS element (for citing)
Filing License TypePFilingLicenseTypeCd
At Submission Creation Device IdB19847ABCE691DAC2ACA5DF3CD0B566807A0842EAtSubmissionCreationDeviceId
At Submission Filing Device IdB19847ABCE691DAC2ACA5DF3CD0B566807A0842EAtSubmissionFilingDeviceId
FieldValueIRS element (for citing)
Tax2017TaxYr
Build TS2019-02-21 02:37:17ZBuildTS

Form 990-PF IRS990PF

FieldValueIRS element (for citing)
Organization501c3 Exempt PFYes (X)Organization501c3ExemptPFInd
FMV Assets EOY$169,143,083FMVAssetsEOYAmt
Method Of Accounting AccrualYes (X)MethodOfAccountingAccrualInd

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

FieldValueIRS element (for citing)
Schedule B Not RequiredYes (X)ScheduleBNotRequiredInd
Dividends Rev And Expnss$2,282,384DividendsRevAndExpnssAmt
Dividends Net Invst Incm$2,488,589DividendsNetInvstIncmAmt
Gross Rents Rev And Expnss$28,121GrossRentsRevAndExpnssAmt
Gross Rents Net Invst Incm$28,121GrossRentsNetInvstIncmAmt
Net Rental Income Or Loss$28,121NetRentalIncomeOrLossAmt
Net Gain Sale Ast Rev And Expnss$7,774,429NetGainSaleAstRevAndExpnssAmt
Gross Sales Price$61,227,201GrossSalesPriceAmt
Cap Gain Net Incm Net Invst Incm$7,774,429CapGainNetIncmNetInvstIncmAmt
Net ST Capital Gain Adj Net Incm$0NetSTCapitalGainAdjNetIncmAmt
Other Income Rev And Expnss$341,935OtherIncomeRevAndExpnssAmt
Other Income Net Invst Incm$1,133,873OtherIncomeNetInvstIncmAmt
Total Rev And Expnss$10,426,869TotalRevAndExpnssAmt
Total Net Invst Incm$11,425,012TotalNetInvstIncmAmt
Comp Ofcr Dir Trst Rev And Expnss$334,837CompOfcrDirTrstRevAndExpnssAmt
Comp Ofcr Dir Trst Net Invst Incm$162,947CompOfcrDirTrstNetInvstIncmAmt
Comp Ofcr Dir Trst Dsbrs Chrtbl$167,418CompOfcrDirTrstDsbrsChrtblAmt
Oth Empl Slrs Wgs Rev And Expnss$846,750OthEmplSlrsWgsRevAndExpnssAmt
Oth Empl Slrs Wgs Net Invst Incm$0OthEmplSlrsWgsNetInvstIncmAmt
Oth Empl Slrs Wgs Adj Net Incm$0OthEmplSlrsWgsAdjNetIncmAmt
Oth Empl Slrs Wgs Dsbrs Chrtbl$846,750OthEmplSlrsWgsDsbrsChrtblAmt
Pension Empl Bnft Rev And Expnss$7,500PensionEmplBnftRevAndExpnssAmt
Pension Empl Bnft Net Invst Incm$0PensionEmplBnftNetInvstIncmAmt
Pension Empl Bnft Adj Net Incm$0PensionEmplBnftAdjNetIncmAmt
Pension Empl Bnft Dsbrs Chrtbl$7,500PensionEmplBnftDsbrsChrtblAmt
Legal Fees Dsbrs Chrtbl$0LegalFeesDsbrsChrtblAmt
Accounting Fees Rev And Expnss$52,546AccountingFeesRevAndExpnssAmt
Accounting Fees Net Invst Incm$0AccountingFeesNetInvstIncmAmt
Accounting Fees Adj Net Incm$0AccountingFeesAdjNetIncmAmt
Accounting Fees Chrtbl Prps$52,546AccountingFeesChrtblPrpsAmt
Other Prof Fees Rev And Expnss$488,114OtherProfFeesRevAndExpnssAmt
Other Prof Fees Net Invst Incm$488,114OtherProfFeesNetInvstIncmAmt
Other Prof Fees Dsbrs Chrtbl$0OtherProfFeesDsbrsChrtblAmt
Interest Dsbrs Chrtbl$0InterestDsbrsChrtblAmt
Taxes Rev And Expnss$228,208TaxesRevAndExpnssAmt
Taxes Net Invst Incm$37,133TaxesNetInvstIncmAmt
Taxes Dsbrs Chrtbl$0TaxesDsbrsChrtblAmt
Deprec And Dpltn Rev And Expnss$97,650DeprecAndDpltnRevAndExpnssAmt
Deprec And Dpltn Net Invst Incm$0DeprecAndDpltnNetInvstIncmAmt
Trav Conf Meeting Net Invst Incm$0TravConfMeetingNetInvstIncmAmt
Trav Conf Meeting Adj Net Incm$0TravConfMeetingAdjNetIncmAmt
Printing And Pub Net Invst Incm$0PrintingAndPubNetInvstIncmAmt
Printing And Pub Adj Net Incm$0PrintingAndPubAdjNetIncmAmt
Other Expenses Rev And Expnss$583,551OtherExpensesRevAndExpnssAmt
Other Expenses Net Invst Incm$321,616OtherExpensesNetInvstIncmAmt
Other Expenses Dsbrs Chrtbl$524,732OtherExpensesDsbrsChrtblAmt
Tot Opr Expenses Rev And Expnss$2,639,156TotOprExpensesRevAndExpnssAmt
Tot Opr Expenses Net Invst Incm$1,009,810TotOprExpensesNetInvstIncmAmt
Tot Opr Expenses Adj Net Incm$0TotOprExpensesAdjNetIncmAmt
Tot Opr Expenses Dsbrs Chrtbl$1,598,946TotOprExpensesDsbrsChrtblAmt
Contri Paid Rev And Expnss$6,206,981ContriPaidRevAndExpnssAmt
Contri Paid Dsbrs Chrtbl$6,206,981ContriPaidDsbrsChrtblAmt
Total Expenses Rev And Expnss$8,846,137TotalExpensesRevAndExpnssAmt
Total Expenses Net Invst Incm$1,009,810TotalExpensesNetInvstIncmAmt
Total Expenses Adj Net Incm$0TotalExpensesAdjNetIncmAmt
Total Expenses Dsbrs Chrtbl$7,805,927TotalExpensesDsbrsChrtblAmt
Excess Revenue Over Expenses$1,580,732ExcessRevenueOverExpensesAmt
Net Investment Income$10,415,202NetInvestmentIncomeAmt
Adjusted Net Income$0AdjustedNetIncomeAmt

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

FieldValueIRS element (for citing)
Sav And Temp Cash Invst BOY$5,952,194SavAndTempCashInvstBOYAmt
Sav And Temp Cash Invst EOY$6,775,920SavAndTempCashInvstEOYAmt
Sav And Temp Cash Invst EOYFMV$6,775,920SavAndTempCashInvstEOYFMVAmt
Acct Rcvbl EOY$0AcctRcvblEOYAmt
Acct Rcvbl EOYFMV$0AcctRcvblEOYFMVAmt
Other Nts And Loans Rcvbl$870OtherNtsAndLoansRcvblAmt
Other Rcvbl Allwnc Dbtfl Acct$0OtherRcvblAllwncDbtflAcctAmt
Other Nts And Loans Rcvbl BOY$870OtherNtsAndLoansRcvblBOYAmt
Other Nts And Loans Rcvbl EOY$870OtherNtsAndLoansRcvblEOYAmt
Other Nts And Loans Rcvbl EOYFMV$870OtherNtsAndLoansRcvblEOYFMVAmt
US Government Obligations BOY$14,224,056USGovernmentObligationsBOYAmt
US Government Obligations EOY$12,925,194USGovernmentObligationsEOYAmt
US Govt Obligations EOYFMV$13,000,533USGovtObligationsEOYFMVAmt
Corporate Stock BOY$50,262,356CorporateStockBOYAmt
Corporate Stock EOY$48,440,524CorporateStockEOYAmt
Corporate Stock EOYFMV$71,292,342CorporateStockEOYFMVAmt
Corporate Bonds BOY$9,289,635CorporateBondsBOYAmt
Corporate Bonds EOY$9,100,857CorporateBondsEOYAmt
Corporate Bonds EOYFMV$9,323,626CorporateBondsEOYFMVAmt
Invst Land Cost Or Other Basis$4,113,220InvstLandCostOrOtherBasisAmt
Invst Land Accum Depreciation$465,171InvstLandAccumDepreciationAmt
Land Bldg Investments BOY$3,745,699LandBldgInvestmentsBOYAmt
Land Bldg Investments EOY$3,648,049LandBldgInvestmentsEOYAmt
Other Investments BOY$46,042,034OtherInvestmentsBOYAmt
Other Investments EOY$50,242,346OtherInvestmentsEOYAmt
Other Investments EOYFMV$58,733,810OtherInvestmentsEOYFMVAmt
Land Bldg Equip Cost Or Other Bss$3,792,570LandBldgEquipCostOrOtherBssAmt
Land BOY$3,792,570LandBOYAmt
Land EOY$3,792,570LandEOYAmt
Land EOYFMV$3,792,570LandEOYFMVAmt
Other Assets BOY$4,832,498OtherAssetsBOYAmt
Other Assets EOY$4,832,498OtherAssetsEOYAmt
Other Assets EOYFMV$6,223,412OtherAssetsEOYFMVAmt
Total Assets BOY$138,141,912TotalAssetsBOYAmt
Total Assets EOY$139,758,828TotalAssetsEOYAmt
Total Assets EOYFMV$169,143,083TotalAssetsEOYFMVAmt
Other Liabilities BOY$65,806OtherLiabilitiesBOYAmt
Other Liabilities EOY$88,277OtherLiabilitiesEOYAmt
Total Liabilities BOY$65,806TotalLiabilitiesBOYAmt
Total Liabilities EOY$88,277TotalLiabilitiesEOYAmt
Org Does Not Follow SFAS117Yes (X)OrgDoesNotFollowSFAS117Ind
Capital Stock BOY$130,549,423CapitalStockBOYAmt
Capital Stock EOY$135,394,107CapitalStockEOYAmt
Additional Paid In Capital BOY$3,745,699AdditionalPaidInCapitalBOYAmt
Additional Paid In Capital EOY$3,648,049AdditionalPaidInCapitalEOYAmt
Retained Earning BOY$3,780,984RetainedEarningBOYAmt
Retained Earning EOY$628,395RetainedEarningEOYAmt
Tot Net Ast Or Fund Balances BOY$138,076,106TotNetAstOrFundBalancesBOYAmt
Tot Net Ast Or Fund Balances EOY$139,670,551TotNetAstOrFundBalancesEOYAmt
Total Liabilities Net Ast BOY$138,141,912TotalLiabilitiesNetAstBOYAmt
Total Liabilities Net Ast EOY$139,758,828TotalLiabilitiesNetAstEOYAmt

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

FieldValueIRS element (for citing)
Tot Net Ast Or Fund Balances BOY$138,076,106TotNetAstOrFundBalancesBOYAmt
Excess Revenue Over Expenses$1,580,732ExcessRevenueOverExpensesAmt
Other Increases$167,529OtherIncreasesAmt
Subtotal$139,824,367SubtotalAmt
Other Decreases$153,816OtherDecreasesAmt
Tot Net Ast Or Fund Balances EOY$139,670,551TotNetAstOrFundBalancesEOYAmt

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (2852 entries)

PropertyPropertyDescAcquiredAcquiredDtSoldSoldDtGross Sales PriceGrossSalesPriceAmtCost Or Other BasisCostOrOtherBasisAmtGain Or LossGainOrLossAmtGains Minus Excess Or LossesGainsMinusExcessOrLossesAmtHow AcquiredHowAcquiredCd
80. ACCELERON PHARMA INC2016-05-252017-01-01$2,078$2,754-$676-$676
300. BROOKS AUTOMATION INC2015-11-192017-01-01$5,255$3,396$1,859$1,859
200. CONTINENTAL BUILDING PRODUCT2017-01-01$4,638$3,687$951$951
100. DOUGLAS DYNAMICS INC2015-11-192017-01-01$3,454$2,266$1,188$1,188
1032.06 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182017-01-01$1,032$1,102-$70-$70
4248.76 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022017-01-01$4,249$4,577-$328-$328
7271.37 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142017-01-01$7,271$7,598-$327-$327
3463.24 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112017-01-01$3,463$3,596-$133-$133
4089.12 FEDERAL NATL MTG ASSN POOL AL26102014-03-142017-01-01$4,089$4,118-$29-$29
1461.77 FEDERAL NATL MTG ASSN POOL AL19482014-01-212017-01-01$1,462$1,522-$60-$60
6822.97 FEDERAL NATL MTG ASSN POOL AL22422015-05-112017-01-01$6,823$7,295-$472-$472
2426.43 FEDERAL NATL MTG ASSN POOL AL31912015-04-282017-01-01$2,426$2,569-$143-$143
2928.34 FEDERAL NATL MTG ASSN POOL AL39042014-05-022017-01-01$2,928$3,063-$135-$135
1608.7 FEDERAL NATL MTG ASSN POOL AO59402012-06-182017-01-01$1,609$1,687-$78-$78
4310.27 FEDERAL NATL MTG ASSN POOL AO76272012-11-052017-01-01$4,310$4,504-$194-$194
938.45 FEDERAL NATL MTG ASSN POOL AP04952015-05-122017-01-01$938$980-$42-$42
3854.4 FEDERAL NATL MTG ASSN POOL AP21332014-11-192017-01-01$3,854$3,988-$134-$134
3063.75 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202017-01-01$3,064$3,201-$137-$137
1429.06 FEDERAL NATL MTG ASSN POOL AS38412015-05-202017-01-01$1,429$1,486-$57-$57
3575.57 FEDERAL NATL MTG ASSN POOL AS53852015-09-112017-01-01$3,576$3,809-$233-$233
5317.29 FEDERAL NATL MTG ASSN POOL AS61112016-04-152017-01-01$5,317$5,693-$376-$376
865.75 FEDERAL NATL MTG ASSN POOL AS71552016-06-172017-01-01$866$894-$28-$28
2964.67 FEDERAL NATL MTG ASSN POOL AS63112016-05-062017-01-01$2,965$3,112-$147-$147
2167.86 FEDERAL NATL MTG ASSN POOL AS73432016-06-162017-01-01$2,168$2,240-$72-$72
2019.66 FEDERAL NATL MTG ASSN POOL AT21272014-11-142017-01-01$2,020$2,026-$6-$6
498.94 FEDERAL NATL MTG ASSN POOL AT78992015-09-152017-01-01$499$517-$18-$18
111.03 FEDERAL NATL MTG ASSN POOL 7250422005-05-122017-01-01$111$112-$1-$1
35.55 FEDERAL NATL MTG ASSN POOL 7287092003-12-182017-01-01$36$36
64.37 FEDERAL NATL MTG ASSN POOL 7351412005-04-292017-01-01$64$65-$1-$1
179.78 FEDERAL NATL MTG ASSN POOL 7391872003-09-102017-01-01$180$181-$1-$1
246.83 FEDERAL NATL MTG ASSN POOL 7450872006-06-082017-01-01$247$239$8$8
370. FEDERAL NATL MTG ASSN POOL 8142602005-03-102017-01-01$370$371-$1-$1
3280.16 FEDERAL NATL MTG ASSN POOL AB18452011-08-162017-01-01$3,280$3,408-$128-$128
1132.06 FEDERAL NATL MTG ASSN POOL AB20772011-04-152017-01-01$1,132$1,118$14$14
605.96 FEDERAL NATL MTG ASSN POOL AB25182012-02-172017-01-01$606$633-$27-$27
974.8 FEDERAL NATL MTG ASSN POOL AB45252012-05-162017-01-01$975$1,033-$58-$58
5017.46 FEDERAL NATL MTG ASSN POOL AB78592013-07-112017-01-01$5,017$5,031-$14-$14
1919.08 FEDERAL NATL MTG ASSN POOL AC36682010-10-052017-01-01$1,919$1,995-$76-$76
2882.84 FEDERAL NATL MTG ASSN POOL MA05622014-02-102017-01-01$2,883$3,095-$212-$212
2393.12 FEDERAL NATL MTG ASSN POOL MA12362014-09-042017-01-01$2,393$2,457-$64-$64
1910.65 FEDERAL NATL MTG ASSN POOL MA14302015-05-122017-01-01$1,911$1,930-$19-$19
3666.68 FEDERAL NATL MTG ASSN POOL MA15252016-03-092017-01-01$3,667$3,827-$160-$160
2336.3 FEDERAL NATL MTG ASSN POOL MA26712016-10-282017-01-01$2,336$2,458-$122-$122
2976.28 FEDERAL NATL MTG ASSN POOL AD71342010-07-212017-01-01$2,976$3,149-$173-$173
2515.88 FEDERAL NATL MTG ASSN POOL AD63692010-06-222017-01-01$2,516$2,595-$79-$79
2138.9 FEDERAL NATL MTG ASSN POOL AE09812011-10-172017-01-01$2,139$2,168-$29-$29
3204.35 GOVT NATL MTG ASSN POOL AA82732012-08-282017-01-01$3,204$3,439-$235-$235
4648.55 GOVT NATL MTG ASSN II POOL MA31752015-11-172017-01-01$4,649$5,007-$358-$358
3601.29 GOVT NATL MTG ASSN POOL 7443712012-02-162017-01-01$3,601$3,865-$264-$264
100. HANMI FINANCIAL CORPORATION2016-04-222017-01-01$3,506$2,387$1,119$1,119
100. HOPE BANCORP INC2015-12-042017-01-01$2,220$1,668$552$552
100. KNOLL INC2015-11-192017-01-01$2,806$2,221$585$585
80. MATSON INC W/I2016-07-272017-01-01$2,836$2,929-$93-$93
10. MATSON INC W/I2016-07-272017-01-01$357$366-$9-$9
100. NATIONAL RETAIL PPTYS INC2008-10-242017-01-01$4,272$1,529$2,743$2,743
100. NUTRI/SYSTEM INC2017-01-01$3,579$1,054$2,525$2,525
100. OMNICELL INC2015-11-192017-01-01$3,394$2,801$593$593
300. PIEDMONT OFFICE REALTY TRU A2015-11-192017-01-01$6,073$5,853$220$220
100. SELECTED INS GROUP INC2015-11-192017-01-01$4,319$3,405$914$914
100. STERLING BANCORP2015-11-202017-01-01$2,371$1,700$671$671
100. UNITED COMMUNITY BANKS/GA2015-11-192017-01-01$2,989$2,083$906$906
100. VISHAY INTERTECHNOLOGY INC2013-09-052017-01-01$1,641$1,266$375$375
100. ORBOTECH LTD2015-11-192017-01-01$3,346$1,900$1,446$1,446
200. ACCELERON PHARMA INC2017-01-03$4,994$6,504-$1,510-$1,510
180. HURON CONSULTING GROUP INC2010-10-082017-01-03$8,760$3,534$5,226$5,226
110. HURON CONSULTING GROUP INC2017-01-03$5,216$2,160$3,056$3,056
190. LOCKHEED MARTIN CORP2013-11-252017-01-03$47,951$26,930$21,021$21,021
110. MATSON INC W/I2014-11-122017-01-03$3,966$3,833$133$133
170. MATSON INC W/I2017-01-03$6,130$6,200-$70-$70
190. NORTHROP GRUMMAN CORPORATION2015-07-162017-01-03$44,424$32,247$12,177$12,177
300. RAYTHEON COMPANY2017-01-03$43,280$36,877$6,403$6,403
30. RUSH ENTERPRISES INC CL A2015-02-032017-01-03$954$887$67$67
310. HURON CONSULTING GROUP INC2017-01-04$14,534$6,060$8,474$8,474
80. INPHI CORP2017-01-04$3,607$3,437$170$170
80. INPHI CORP2016-11-092017-01-04$3,615$3,422$193$193
30. INPHI CORP2017-01-04$1,355$1,274$81$81
230. MATSON INC W/I2017-01-04$8,329$8,010$319$319
190. RUSH ENTERPRISES INC CL A2017-01-04$6,099$5,323$776$776
620. HURON CONSULTING GROUP INC2017-01-05$28,475$11,845$16,630$16,630
480. INPHI CORP2017-01-05$21,448$17,287$4,161$4,161
150. INPHI CORP2016-07-122017-01-05$6,626$5,080$1,546$1,546
1. FEDERAL NATL MTG ASSN (FANNIE MAE) SECURITIES2001-01-012017-01-05$588$25$563$563
180. MATSON INC W/I2014-11-122017-01-05$6,396$6,265$131$131
220. RUSH ENTERPRISES INC CL A2017-01-05$6,883$6,094$789$789
70000. USA TREASURY NOTES 02.000% DUE 07/31/20202016-06-272017-01-05$70,963$72,778-$1,815-$1,815
52. HURON CONSULTING GROUP INC2010-10-052017-01-06$2,414$987$1,427$1,427
168. HURON CONSULTING GROUP INC2010-10-052017-01-06$7,744$3,189$4,555$4,555
82. HURON CONSULTING GROUP INC2016-06-162017-01-06$3,780$3,780$3,780
120. INPHI CORP2017-01-06$5,342$4,028$1,314$1,314
80. INPHI CORP2017-01-06$3,554$2,657$897$897
1050. INTERNATIONAL FLAVORS & FRAGRANCES INC2016-10-142017-01-06$121,037$137,003-$15,966-$15,966
70. NEUROCRINE BIOSCIENCES INC2016-09-302017-01-06$3,032$3,584-$552-$552
260. NEUROCRINE BIOSCIENCES INC2017-01-06$11,261$11,322-$61-$61
80. NEUROCRINE BIOSCIENCES INC2015-08-252017-01-06$3,508$3,435$73$73
100. NEUROCRINE BIOSCIENCES INC2015-08-252017-01-06$4,312$4,293$19$19
90. NEUROCRINE BIOSCIENCES INC2015-08-252017-01-06$3,840$3,864-$24-$24
40. NEUROCRINE BIOSCIENCES INC2016-12-072017-01-06$1,707$1,702$5$5
60000. WILLIAMS PARTNERS LP NOTES CALL 08/15/20 @1002016-03-022017-01-06$62,648$51,150$11,498$11,498
810. ARIAD PHARMACEUTICALS INC2017-01-09$19,294$10,270$9,024$9,024
810. ARIAD PHARMACEUTICALS INC2017-01-09$19,246$10,155$9,091$9,091
320. ARIAD PHARMACEUTICALS INC2017-01-09$7,584$2,438$5,146$5,146
810. ARIAD PHARMACEUTICALS INC2017-01-09$19,193$4,380$14,813$14,813
120. ARIAD PHARMACEUTICALS INC2017-01-09$2,847$639$2,208$2,208
810. ARIAD PHARMACEUTICALS INC2016-01-202017-01-09$19,209$4,297$14,912$14,912
650. ARIAD PHARMACEUTICALS INC2016-01-202017-01-09$15,414$3,449$11,965$11,965
320. ARIAD PHARMACEUTICALS INC2016-01-202017-01-09$7,584$1,698$5,886$5,886
40. ARIAD PHARMACEUTICALS INC2016-01-202017-01-09$950$212$738$738
160. ARIAD PHARMACEUTICALS INC2017-01-09$3,794$849$2,945$2,945
810. ARIAD PHARMACEUTICALS INC2017-01-09$19,271$4,284$14,987$14,987
1070. ARIAD PHARMACEUTICALS INC2017-01-09$25,385$5,584$19,801$19,801
1090. ARIAD PHARMACEUTICALS INC2016-01-202017-01-09$26,000$5,588$20,412$20,412
380. CULLEN FROST BANKERS INC2017-01-09$32,942$20,918$12,024$12,024
510. MERRIMACK PHARMACEUTICALS IN2017-01-09$1,907$5,617-$3,710-$3,710
290. MERRIMACK PHARMACEUTICALS IN2017-01-09$1,114$3,183-$2,069-$2,069
80. MERRIMACK PHARMACEUTICALS IN2015-02-202017-01-09$297$877-$580-$580
1510. MERRIMACK PHARMACEUTICALS IN2017-01-09$5,838$16,343-$10,505-$10,505
1. WACHOVIA CORP MERGED 12/31/2008 SEE XXX-XX-XXXX2001-01-012017-01-09$769$769$769
45000. APPLE INC UNSC2014-05-082017-01-10$43,366$41,432$1,934$1,934
20. CHUY'S HOLDINGS INC2016-07-202017-01-10$628$742-$114-$114
100. CULLEN FROST BANKERS INC2016-03-032017-01-10$8,740$5,502$3,238$3,238
110. INPHI CORP2016-07-112017-01-10$4,989$3,649$1,340$1,340
5000. LOCKHEED MARTIN CORP CALL 09/01/2044 @ 100.000 UNSC2015-11-162017-01-10$4,812$4,316$496$496
80000. LOCKHEED MARTIN CORP CALL 09/01/2044 @ 100.000 UNSC2015-11-162017-01-10$76,657$69,052$7,605$7,605
20000. LOCKHEED MARTIN CORP CALL 09/01/2044 @ 100.000 UNSC2015-11-162017-01-10$19,184$17,263$1,921$1,921
320. MERRIMACK PHARMACEUTICALS IN2015-02-272017-01-10$1,094$3,403-$2,309-$2,309
1220. MERRIMACK PHARMACEUTICALS IN2017-01-10$4,127$12,951-$8,824-$8,824
470. MERRIMACK PHARMACEUTICALS IN2017-01-10$1,628$4,964-$3,336-$3,336
730. MERRIMACK PHARMACEUTICALS IN2017-01-10$2,530$7,649-$5,119-$5,119
3310. MERRIMACK PHARMACEUTICALS IN2017-01-10$11,479$34,156-$22,677-$22,677
75000. USA TREASURY NOTES 01.750% DUE 10/31/20202016-08-042017-01-10$75,193$77,197-$2,004-$2,004
175000. USA TREASURY NOTES 01.750% DUE 10/31/20202015-11-032017-01-10$175,451$175,835-$384-$384
70000. VISA INC CALL 06/14/2035 @ 100.000 UNSC2017-01-10$73,441$69,965$3,476$3,476
65000. WAL-MART STORES INC SR NOTES2016-07-192017-01-10$80,896$89,152-$8,256-$8,256
30. CHUY'S HOLDINGS INC2016-07-202017-01-11$927$1,113-$186-$186
40. INPHI CORP2016-07-112017-01-11$1,872$1,327$545$545
7520. MERRIMACK PHARMACEUTICALS IN2017-01-11$26,094$70,094-$44,000-$44,000
80000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-01-11$78,300$81,324-$3,024-$3,024
45000. USA TREASURY NOTES 02.125% DUE 05/15/20252016-05-232017-01-11$44,337$46,074-$1,737-$1,737
100. ALBEMARLE CORP2015-11-192017-01-12$9,328$5,070$4,258$4,258
40. CHUY'S HOLDINGS INC2017-01-12$1,214$1,477-$263-$263
75000. HCA INC CALL 09/15/2019 @ 100.000 SECR2015-10-302017-01-12$78,000$76,646$1,354$1,354
30. INPHI CORP2016-07-112017-01-12$1,409$995$414$414
50. INTEGRA LIFESCIENCES HLDG CORP2016-01-202017-01-12$2,122$1,546$576$576
290. INTEGRA LIFESCIENCES HLDG CORP2017-01-12$12,279$8,965$3,314$3,314
15000. KLA-TENCOR CORP CALL 09/01/2021 @ 100.000 UNSC2014-11-132017-01-12$15,678$15,092$586$586
200. QORVO INC2015-11-192017-01-12$11,215$11,156$59$59
30000. USA TREASURY NOTES 02.125% DUE 08/15/20212016-06-272017-01-12$30,407$31,502-$1,095-$1,095
40. CHUY'S HOLDINGS INC2016-07-192017-01-13$1,188$1,456-$268-$268
70. CHUY'S HOLDINGS INC2017-01-13$2,091$2,545-$454-$454
75000. USA TREASURY NOTES 01.000% DUE 06/30/20192016-10-272017-01-13$74,361$74,994-$633-$633
14186.78 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A22016-03-152017-01-15$14,187$14,187
12198.97 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2015 B CLASS A22015-04-152017-01-15$12,199$12,199
6004.39 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A32014-08-262017-01-15$6,004$6,003$1$1
14547.84 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A22015-07-152017-01-15$14,548$14,548
80. CHUY'S HOLDINGS INC2017-01-17$2,381$2,885-$504-$504
50. CULLEN FROST BANKERS INC2016-03-032017-01-17$4,327$2,751$1,576$1,576
240. JOHN BEAN TECHNOLOGY2017-01-17$20,153$14,537$5,616$5,616
70. NATIONAL STORAGE AFFILIATES2016-08-012017-01-17$1,538$1,512$26$26
65000. USA TREASURY NOTES 02.125% DUE 08/15/20212016-06-272017-01-17$65,917$68,245-$2,328-$2,328
50000. AVALONBAY COMMUNITIES SER MTN CALL 04/15/46 @100 UNSC2016-09-262017-01-18$47,342$49,798-$2,456-$2,456
150. CHUY'S HOLDINGS INC2017-01-18$4,348$5,398-$1,050-$1,050
60. CULLEN FROST BANKERS INC2017-01-18$5,175$3,231$1,944$1,944
260. CULLEN FROST BANKERS INC2017-01-18$22,400$13,642$8,758$8,758
90. HEICO CORP NEW CL A2017-01-18$5,927$4,990$937$937
30. INPHI CORP2016-07-112017-01-18$1,399$995$404$404
40. INSTALLED BUILDING PRODUCTS2015-08-122017-01-18$1,633$1,168$465$465
50. JOHN BEAN TECHNOLOGY2016-03-042017-01-18$4,200$2,780$1,420$1,420
170. NATIONAL STORAGE AFFILIATES2016-08-012017-01-18$3,714$3,672$42$42
250. CULLEN FROST BANKERS INC2017-01-19$21,683$12,896$8,787$8,787
143871.59 GOVT NATL MTG ASSN II POOL MA31752015-11-172017-01-19$153,296$154,957-$1,661-$1,661
130. HEICO CORP NEW CL A2017-01-19$8,565$6,430$2,135$2,135
70. HEICO CORP NEW CL A2017-01-19$4,613$3,458$1,155$1,155
50. INPHI CORP2017-01-19$2,310$1,646$664$664
40. INSTALLED BUILDING PRODUCTS2015-08-122017-01-19$1,628$1,168$460$460
60000. USA TREASURY NOTES 02.125% DUE 05/15/20252016-05-232017-01-19$58,765$61,428-$2,663-$2,663
100. AMERICAN WOODMARK CORP2017-01-20$7,087$8,373-$1,286-$1,286
70. HEICO CORP NEW CL A2016-04-152017-01-20$4,596$3,457$1,139$1,139
60. INSTALLED BUILDING PRODUCTS2015-08-122017-01-20$2,452$1,752$700$700
30. INSTALLED BUILDING PRODUCTS2015-08-122017-01-20$1,230$876$354$354
4061. MOSAIC CO/THE2016-05-042017-01-20$126,749$110,353$16,396$16,396
30. SITEONE LANDSCAPE SUPPLY INC2016-10-042017-01-20$1,116$1,095$21$21
140. SITEONE LANDSCAPE SUPPLY INC2017-01-20$5,213$5,038$175$175
8055.95 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A32015-02-252017-01-20$8,056$8,056
260. AMERICAN WOODMARK CORP2017-01-23$18,183$20,836-$2,653-$2,653
130. AMERICAN WOODMARK CORP2017-01-23$9,197$9,520-$323-$323
30. AMERICAN WOODMARK CORP2016-03-102017-01-23$2,132$2,053$79$79
10. HEICO CORP NEW CL A2016-04-152017-01-23$652$494$158$158
50. INPHI CORP2016-07-082017-01-23$2,300$1,637$663$663
40. INSTALLED BUILDING PRODUCTS2015-08-122017-01-23$1,624$1,168$456$456
40. SITEONE LANDSCAPE SUPPLY INC2016-09-302017-01-23$1,485$1,430$55$55
250. SITEONE LANDSCAPE SUPPLY INC2017-01-23$9,245$8,544$701$701
2. ALLEGHANY CORP DEL2016-05-042017-01-24$1,206$1,033$173$173
272. ALTRIA GROUP INC2016-05-042017-01-24$19,208$17,258$1,950$1,950
70. AMERICAN WOODMARK CORP2016-03-102017-01-24$5,073$4,789$284$284
80. AMERICAN WOODMARK CORP2016-03-102017-01-24$5,789$5,473$316$316
110. AMERICAN WOODMARK CORP2017-01-24$7,966$7,383$583$583
11. APPLE INC2017-01-132017-01-24$1,320$1,308$12$12
14. BLACKROCK INC2016-05-042017-01-24$5,305$4,945$360$360
110. CARMAX INC2016-05-042017-01-24$7,537$5,651$1,886$1,886
137. CARNIVAL CORP SEDOL 25230442016-05-042017-01-24$7,413$6,731$682$682
33. CHEVRON CORPORATION2016-05-042017-01-24$3,842$3,321$521$521
132. CISCO SYS INC COM2016-05-042017-01-24$4,040$3,486$554$554
81. COCACOLA CO2011-01-032017-01-24$3,382$2,641$741$741
53. DEERE & CO2016-05-042017-01-24$5,684$4,344$1,340$1,340
15. FEDEX CORPORATION2016-05-042017-01-24$2,833$2,480$353$353
60. INSTALLED BUILDING PRODUCTS2015-08-122017-01-24$2,457$1,752$705$705
100. INSTALLED BUILDING PRODUCTS2017-01-24$4,118$2,920$1,198$1,198
1500. JANUS CAPITAL GROUP INC MERGED 05/30/172017-01-24$19,555$23,587-$4,032-$4,032
81. LILLY ELI & CO2016-05-042017-01-24$6,031$6,067-$36-$36
12. NEW MARKET CORPORATION2016-05-042017-01-24$5,207$4,898$309$309
57. NORFOLK SOUTHN CORP COM2016-05-042017-01-24$6,570$5,047$1,523$1,523
16. O REILLY AUTOMOTIVE INC2016-05-042017-01-24$4,270$4,296-$26-$26
190. SITEONE LANDSCAPE SUPPLY INC2016-11-302017-01-24$7,064$6,270$794$794
250. SITEONE LANDSCAPE SUPPLY INC2016-11-302017-01-24$9,277$8,250$1,027$1,027
140. SITEONE LANDSCAPE SUPPLY INC2017-01-24$5,190$3,180$2,010$2,010
31. SOUTHWEST AIRLINES COM2017-01-202017-01-24$1,544$1,581-$37-$37
64. VERIZON COMMUNICATIONS COM2016-05-042017-01-24$3,197$3,255-$58-$58
120. AMERICAN WOODMARK CORP2017-01-25$8,916$7,960$956$956
20. AMERICAN WOODMARK CORP2016-02-222017-01-25$1,482$1,300$182$182
80000. CYTEC INDUSTRIES INC CALL 02/01/2025 @ 100.000 UNSC2017-01-25$79,306$77,736$1,570$1,570
110. INSTALLED BUILDING PRODUCTS2017-01-25$4,651$3,069$1,582$1,582
100. J & J SNACK FOODS CORP2003-07-152017-01-25$13,095$1,656$11,439$11,439
560. LOCKHEED MARTIN CORP2017-01-25$139,895$79,095$60,800$60,800
3410. PFIZER INC COM2015-11-252017-01-25$106,974$112,469-$5,495-$5,495
870. PFIZER INC COM2016-02-022017-01-25$27,293$26,148$1,145$1,145
200. SITEONE LANDSCAPE SUPPLY INC2016-05-122017-01-25$7,549$4,200$3,349$3,349
50. SITEONE LANDSCAPE SUPPLY INC2016-05-122017-01-25$1,890$1,050$840$840
20. AMERICAN WOODMARK CORP2016-02-222017-01-26$1,480$1,300$180$180
90. AMERICAN WOODMARK CORP2017-01-26$6,653$5,819$834$834
370. EURONET SVCS INC COM2017-01-26$26,523$31,267-$4,744-$4,744
20. INSTALLED BUILDING PRODUCTS2015-07-222017-01-26$837$558$279$279
90. INSTALLED BUILDING PRODUCTS2015-07-222017-01-26$3,790$2,511$1,279$1,279
290. SITEONE LANDSCAPE SUPPLY INC2016-05-122017-01-26$10,958$6,090$4,868$4,868
100. AMERICAN WOODMARK CORP2017-01-27$7,392$6,327$1,065$1,065
90. AMERICAN WOODMARK CORP2017-01-27$6,643$5,639$1,004$1,004
700. DBS GROUP HLDGS LTD SPONSORED ADR2013-03-042017-01-27$37,505$33,989$3,516$3,516
1. ELECTRONIC DATA SYS CORP NEW MERGED 08/26/08 @ $25.00 P/S2001-01-012017-01-27$58$58$58
10. EURONET SVCS INC COM2016-10-192017-01-27$716$845-$129-$129
150. EURONET SVCS INC COM2017-01-27$10,739$12,348-$1,609-$1,609
500. GENTEX CORP2016-01-072017-01-27$10,415$7,198$3,217$3,217
7000. PING AN INSURANCE (GROUP) CO OF CHINA2016-06-062017-01-27$72,150$63,736$8,414$8,414
1200. SANDS CHINA LTD UNSPONS ADR2017-01-27$53,222$47,939$5,283$5,283
210. SITEONE LANDSCAPE SUPPLY INC2016-05-122017-01-27$7,935$4,410$3,525$3,525
80000. USA TREASURY NOTES 02.125% DUE 05/15/20252016-05-232017-01-27$78,144$81,900-$3,756-$3,756
50. AMERICAN WOODMARK CORP2016-02-182017-01-30$3,636$3,127$509$509
170. EURONET SVCS INC COM2017-01-30$12,122$13,825-$1,703-$1,703
200. QORVO INC2015-11-202017-01-30$12,785$10,995$1,790$1,790
360. SITEONE LANDSCAPE SUPPLY INC2016-05-122017-01-30$13,489$7,560$5,929$5,929
110. SITEONE LANDSCAPE SUPPLY INC2016-05-122017-01-30$4,151$2,310$1,841$1,841
3939. SKY PLC-SPN ADR ADR SEDOL BSS87882017-01-30$197,485$226,812-$29,327-$29,327
500. SWISS RE LTD SPN ADR2013-03-152017-01-30$11,594$10,363$1,231$1,231
220000. USA TREASURY NOTES 01.500% DUE 12/31/20182015-12-152017-01-30$221,255$220,828$427$427
25000. USA TREASURY NOTES 02.375% DUE 08/15/20242016-03-162017-01-30$25,037$25,783-$746-$746
10000. USA TREASURY NOTES 01.125% DUE 01/15/20192016-07-132017-01-30$9,986$10,075-$89-$89
110000. USA TREASURY NOTES 01.000% DUE 06/30/20192016-10-272017-01-30$109,119$109,991-$872-$872
45000. USA TREASURY NOTES 02.500% DUE 08/15/20232015-12-022017-01-30$45,687$46,310-$623-$623
200. ASPEN INSURANCE HOLDINGS LTD SEDOL 21723722015-11-192017-01-30$11,097$10,034$1,063$1,063
1800. NXP SEMICONDUCTORS ISIN NL0009538784 SEDOL B505PN72017-01-30$175,674$146,684$28,990$28,990
110. AMERICAN WOODMARK CORP2016-02-182017-01-31$7,816$6,864$952$952
130. BGC PARTNERS INC CL A2017-01-31$1,441$1,153$288$288
1160. BGC PARTNERS INC CL A2017-01-31$12,829$10,114$2,715$2,715
150. EAST WEST BANCORP INC2016-02-082017-01-31$7,653$4,421$3,232$3,232
240. EAST WEST BANCORP INC2010-06-102017-01-31$12,292$3,774$8,518$8,518
834.4 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182017-01-31$834$891-$57-$57
2238.22 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022017-01-31$2,238$2,411-$173-$173
386.39 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142017-01-31$386$404-$18-$18
1872.88 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112017-01-31$1,873$1,944-$71-$71
2812.68 FEDERAL NATL MTG ASSN POOL AL26102014-03-142017-01-31$2,813$2,833-$20-$20
1277.88 FEDERAL NATL MTG ASSN POOL AL19482014-01-212017-01-31$1,278$1,330-$52-$52
2249.93 FEDERAL NATL MTG ASSN POOL AL22422015-05-112017-01-31$2,250$2,405-$155-$155
1453.84 FEDERAL NATL MTG ASSN POOL AL31912015-04-282017-01-31$1,454$1,539-$85-$85
2886.31 FEDERAL NATL MTG ASSN POOL AL39042014-05-022017-01-31$2,886$3,018-$132-$132
1308.1 FEDERAL NATL MTG ASSN POOL AO59402012-06-182017-01-31$1,308$1,372-$64-$64
2778.97 FEDERAL NATL MTG ASSN POOL AO76272012-11-052017-01-31$2,779$2,903-$124-$124
2090.98 FEDERAL NATL MTG ASSN POOL AP04952015-05-122017-01-31$2,091$2,183-$92-$92
2999.97 FEDERAL NATL MTG ASSN POOL AP21332014-11-192017-01-31$3,000$3,103-$103-$103
485.92 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202017-01-31$486$508-$22-$22
701.51 FEDERAL NATL MTG ASSN POOL AS38412015-05-202017-01-31$702$729-$27-$27
2742.13 FEDERAL NATL MTG ASSN POOL AS53852015-09-112017-01-31$2,742$2,921-$179-$179
1915.69 FEDERAL NATL MTG ASSN POOL AS61112016-04-152017-01-31$1,916$2,051-$135-$135
1401.81 FEDERAL NATL MTG ASSN POOL AS71552016-06-172017-01-31$1,402$1,448-$46-$46
1372.76 FEDERAL NATL MTG ASSN POOL AS63112016-05-062017-01-31$1,373$1,441-$68-$68
1932.53 FEDERAL NATL MTG ASSN POOL AS73432016-06-162017-01-31$1,933$1,997-$64-$64
3091.79 FEDERAL NATL MTG ASSN POOL AT21272014-11-142017-01-31$3,092$3,101-$9-$9
445.56 FEDERAL NATL MTG ASSN POOL AT78992015-09-152017-01-31$446$462-$16-$16
86.9 FEDERAL NATL MTG ASSN POOL 7250422005-05-122017-01-31$87$87
210.81 FEDERAL NATL MTG ASSN POOL 7287092003-12-182017-01-31$211$214-$3-$3
69.7 FEDERAL NATL MTG ASSN POOL 7351412005-04-292017-01-31$70$70
171.76 FEDERAL NATL MTG ASSN POOL 7391872003-09-102017-01-31$172$173-$1-$1
315.36 FEDERAL NATL MTG ASSN POOL 7450872006-06-082017-01-31$315$306$9$9
23.86 FEDERAL NATL MTG ASSN POOL 8142602005-03-102017-01-31$24$24
2544.6 FEDERAL NATL MTG ASSN POOL AB18452011-08-162017-01-31$2,545$2,644-$99-$99
780.93 FEDERAL NATL MTG ASSN POOL AB20772011-04-152017-01-31$781$771$10$10
711.16 FEDERAL NATL MTG ASSN POOL AB25182012-02-172017-01-31$711$742-$31-$31
2869.88 FEDERAL NATL MTG ASSN POOL AB45252012-05-162017-01-31$2,870$3,040-$170-$170
2580.33 FEDERAL NATL MTG ASSN POOL AB78592013-07-112017-01-31$2,580$2,587-$7-$7
6370.9 FEDERAL NATL MTG ASSN POOL AC36682010-10-052017-01-31$6,371$6,623-$252-$252
1119.63 FEDERAL NATL MTG ASSN POOL MA05622014-02-102017-01-31$1,120$1,202-$82-$82
1474.86 FEDERAL NATL MTG ASSN POOL MA12362014-09-042017-01-31$1,475$1,514-$39-$39
1447.91 FEDERAL NATL MTG ASSN POOL MA14302015-05-122017-01-31$1,448$1,462-$14-$14
1601.94 FEDERAL NATL MTG ASSN POOL MA15252016-03-092017-01-31$1,602$1,672-$70-$70
1418.95 FEDERAL NATL MTG ASSN POOL MA26712016-10-282017-01-31$1,419$1,493-$74-$74
1496.34 FEDERAL NATL MTG ASSN POOL AD71342010-07-212017-01-31$1,496$1,583-$87-$87
393.27 FEDERAL NATL MTG ASSN POOL AD63692010-06-222017-01-31$393$406-$13-$13
1379.36 FEDERAL NATL MTG ASSN POOL AE09812011-10-172017-01-31$1,379$1,398-$19-$19
1062.85 GOVT NATL MTG ASSN POOL AA82732012-08-282017-01-31$1,063$1,141-$78-$78
1817.36 GOVT NATL MTG ASSN POOL 7443712012-02-162017-01-31$1,817$1,950-$133-$133
140. MONOLITHIC POWER SYSTEMS INC2017-01-31$12,258$6,737$5,521$5,521
190. MONOLITHIC POWER SYSTEMS INC2017-01-31$16,636$12,226$4,410$4,410
540. MUELLER WATER PRODUCTS INC SER A2017-01-31$7,226$7,103$123$123
490. MUELLER WATER PRODUCTS INC SER A2017-01-31$6,573$6,387$186$186
700. SWISS RE LTD SPN ADR2017-01-31$16,342$14,418$1,924$1,924
50000. USA TREASURY NOTES 02.500% DUE 02/15/20452016-07-132017-01-31$44,523$53,382-$8,859-$8,859
30000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-01-31$29,363$30,340-$977-$977
30. ACUSHNET HOLDINGS CORP2016-12-162017-02-01$555$598-$43-$43
60. BGC PARTNERS INC CL A2015-07-092017-02-01$667$522$145$145
10. BERRY GLOBAL GROUP INC2016-09-292017-02-01$513$456$57$57
10. BRIGHT HORIZONS FAMILY SOLUT2017-01-112017-02-01$707$713-$6-$6
10. BRUNSWICK CORP2016-12-212017-02-01$601$552$49$49
40. CIENA CORP2016-09-222017-02-01$967$887$80$80
10. COMMVAULT SYSTEMS INC2016-09-302017-02-01$488$530-$42-$42
5. COSTAR GROUP INC2016-02-082017-02-01$1,011$781$230$230
964. DBS GROUP HLDGS LTD SPONSORED ADR2013-03-042017-02-01$51,403$46,808$4,595$4,595
10. DAVE & BUSTER'S ENTERTAINM2016-11-222017-02-01$538$457$81$81
10. DEXCOM INC2016-12-212017-02-01$797$657$140$140
10. EAST WEST BANCORP INC2010-06-102017-02-01$521$157$364$364
30. FOUR CORNERS PROPERTY TRUST2016-09-302017-02-01$647$640$7$7
10. HEICO CORP NEW CL A2016-04-152017-02-01$653$494$159$159
10. HEXCEL CORP2009-06-032017-02-01$510$119$391$391
20. INSTALLED BUILDING PRODUCTS2015-07-222017-02-01$807$558$249$249
30. INTEGRA LIFESCIENCES HLDG CORP2016-01-202017-02-01$1,264$927$337$337
30. ISLE OF CAPRI CASINO INC2016-07-292017-02-01$717$566$151$151
10. JOHN BEAN TECHNOLOGY2016-03-042017-02-01$842$556$286$286
10. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2017-01-242017-02-01$484$494-$10-$10
1. FEDERAL NATL MTG ASSN (FANNIE MAE) SECURITIES2001-01-012017-02-01$557$557$557
5. MADISON SQUARE GARDEN CO/-WI2015-11-102017-02-01$869$865$4$4
10. MASIMO CORPORATION2016-01-082017-02-01$739$362$377$377
140. MASIMO CORPORATION2016-01-082017-02-01$10,351$5,074$5,277$5,277
20. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2015-10-062017-02-01$1,062$681$381$381
10. MONOLITHIC POWER SYSTEMS INC2015-01-282017-02-01$882$480$402$402
360. MUELLER WATER PRODUCTS INC SER A2016-11-142017-02-01$4,875$4,690$185$185
370. MUELLER WATER PRODUCTS INC SER A2017-02-01$5,024$4,479$545$545
20. NEUROCRINE BIOSCIENCES INC2016-12-072017-02-01$850$851-$1-$1
22000. PING AN INSURANCE (GROUP) CO OF CHINA2016-06-062017-02-01$223,152$200,312$22,840$22,840
20. RUSH ENTERPRISES INC CL A2015-05-052017-02-01$660$549$111$111
10. RYDER SYSTEM INC2016-04-272017-02-01$774$713$61$61
1421. SANDS CHINA LTD UNSPONS ADR2012-04-172017-02-01$62,055$56,717$5,338$5,338
10. SPIRIT AIRLINES INC2016-03-042017-02-01$537$515$22$22
15000. USA TREASURY NOTES 02.125% DUE 05/15/20252017-01-252017-02-01$14,658$14,627$31$31
50000. USA TREASURY NOTES 02.125% DUE 05/15/20252015-12-302017-02-01$48,859$49,223-$364-$364
10. VAIL RESORTS INC COM2016-09-302017-02-01$1,716$1,570$146$146
10. WATSCO INC2016-10-142017-02-01$1,522$1,415$107$107
30. ZENDESK INC2016-09-302017-02-01$719$921-$202-$202
20. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372016-01-052017-02-01$578$615-$37-$37
20. ORBOTECH LTD2016-07-182017-02-01$691$554$137$137
100. MASIMO CORPORATION2017-02-02$7,407$3,108$4,299$4,299
40. RUSH ENTERPRISES INC CL A2015-05-052017-02-02$1,304$1,097$207$207
50000. STATE STREET CORP JR SUB SER F CALL 9/15/20 @ 1002015-05-142017-02-02$52,188$50,000$2,188$2,188
50. RUSH ENTERPRISES INC CL A2017-02-03$1,646$1,371$275$275
500. RUSH ENTERPRISES INC CL A2017-02-03$16,491$13,604$2,887$2,887
50. INPHI CORP2017-02-08$2,366$1,636$730$730
140000. USA TREASURY NOTES 02.250% DUE 11/15/20242017-02-08$140,268$138,372$1,896$1,896
400. CAESARSTONE LTD SEDOL B7962452017-02-08$13,456$16,298-$2,842-$2,842
200. CAESARSTONE LTD SEDOL B7962452016-09-192017-02-08$6,728$7,894-$1,166-$1,166
160. BGC PARTNERS INC CL A2015-07-092017-02-09$1,832$1,392$440$440
60. BGC PARTNERS INC CL A2015-07-092017-02-09$687$522$165$165
760. BGC PARTNERS INC CL A2017-02-09$8,680$5,948$2,732$2,732
580. BGC PARTNERS INC CL A2013-06-212017-02-09$6,656$3,262$3,394$3,394
500. FIRST BANCORP NORTH CAROLINA2015-12-292017-02-09$15,006$9,609$5,397$5,397
200. SCHWAB CHARLES CORP NEW2016-06-242017-02-09$8,034$5,249$2,785$2,785
400. WELLS FARGO & CO NEW COM2015-12-292017-02-09$22,671$22,098$573$573
270. BGC PARTNERS INC CL A2013-06-212017-02-10$3,052$1,518$1,534$1,534
160. BGC PARTNERS INC CL A2013-06-212017-02-10$1,809$900$909$909
1560. BGC PARTNERS INC CL A2017-02-10$17,573$8,691$8,882$8,882
1820. BGC PARTNERS INC CL A2013-04-022017-02-10$20,586$10,092$10,494$10,494
130. FORTINET INC2013-10-012017-02-10$4,924$2,700$2,224$2,224
150. FORTINET INC2016-07-052017-02-10$5,682$4,732$950$950
20. FORTINET INC2013-10-012017-02-10$753$415$338$338
10. WATTS WATER TECHNOLOGIES INC CLASS A2014-03-132017-02-10$617$557$60$60
490. WATTS WATER TECHNOLOGIES INC CLASS A2017-02-10$29,879$27,053$2,826$2,826
280. ZENDESK INC2017-02-10$7,763$7,203$560$560
600. ZENDESK INC2016-11-022017-02-10$16,818$14,003$2,815$2,815
1470. BGC PARTNERS INC CL A2013-04-022017-02-13$16,846$8,151$8,695$8,695
1190. BGC PARTNERS INC CL A2013-04-022017-02-13$13,672$6,599$7,073$7,073
620. BGC PARTNERS INC CL A2013-04-022017-02-13$7,088$3,438$3,650$3,650
350. FORTINET INC2013-10-012017-02-13$13,216$7,269$5,947$5,947
50. HEICO CORP NEW CL A2016-04-152017-02-13$3,434$2,470$964$964
175000. USA TREASURY NOTES 02.000% DUE 07/31/20202016-06-272017-02-13$177,160$181,741-$4,581-$4,581
1120. VULCAN MATERIALS CO2016-07-082017-02-13$137,893$138,866-$973-$973
20000. ANADARKO PETROLEUM CORP CALL 02/15/2021 @ 100.000 UNSC2016-03-142017-02-14$21,449$19,995$1,454$1,454
20. HEICO CORP NEW CL A2016-04-152017-02-14$1,365$988$377$377
110. HEICO CORP NEW CL A2017-02-14$7,511$5,429$2,082$2,082
20. CHUY'S HOLDINGS INC2016-07-152017-02-15$605$716-$111-$111
10000. CONOCOPHILLIPS COMPANY CALL 05/15/2034 @ 100.000 COGT2014-11-062017-02-15$9,779$9,996-$217-$217
14286.27 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A22016-03-152017-02-15$14,286$14,286
110. HEICO CORP NEW CL A2016-04-202017-02-15$7,523$5,421$2,102$2,102
60000. INTL LEASE FIN SR UNSEC2016-08-022017-02-15$65,106$64,505$601$601
8189.41 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A32014-08-262017-02-15$8,189$8,188$1$1
350. MEDICINES COMPANY2017-02-15$18,009$14,589$3,420$3,420
340. MEDICINES COMPANY2017-02-15$17,518$12,747$4,771$4,771
13647.42 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A22015-07-152017-02-15$13,647$13,647
244.708 AURORA OFFSHORE FUND LTD II CLASS A SERIES 08/162016-08-312017-02-15$412,949$421,893-$8,944-$8,944
475. BIOVERATIV INC-W/I MERGED 03/09/18 @ $105.00 P/S2017-02-16$20,770$21,654-$884-$884
60. CHUY'S HOLDINGS INC2016-07-152017-02-16$1,813$2,147-$334-$334
140. HEICO CORP NEW CL A2016-04-202017-02-16$9,619$6,899$2,720$2,720
4564. HONG KONG EXCHANGES UNSPR ADR2016-06-062017-02-16$119,196$113,545$5,651$5,651
170. CHUY'S HOLDINGS INC2017-02-17$5,104$6,079-$975-$975
50. MATSON INC W/I2014-11-122017-02-17$1,800$1,740$60$60
100. MATSON INC W/I2014-11-122017-02-17$3,598$3,481$117$117
70. PROTHENA CORP PLC SEDOL B91XRN22017-02-17$3,922$3,934-$12-$12
90. PROTHENA CORP PLC SEDOL B91XRN22016-12-072017-02-17$5,033$4,810$223$223
9950.62 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A32015-02-252017-02-20$9,951$9,950$1$1
100. AMN HEALTHCARE SERVICES2017-02-21$4,174$1,399$2,775$2,775
1300. ABERCROMBIE & FITCH CO CL A2017-02-21$16,153$25,887-$9,734-$9,734
150. ALBEMARLE CORP2015-10-132017-02-21$13,990$7,559$6,431$6,431
200. ALON USA ENERGY INC MERGED 7/3/20172017-02-21$2,302$3,446-$1,144-$1,144
200. ALTRA INDUSTRIAL MOTION CORP2016-12-142017-02-21$7,968$7,087$881$881
50. ALTRA INDUSTRIAL MOTION CORP2015-11-192017-02-21$1,992$1,352$640$640
50. AMERCO2015-12-042017-02-21$19,027$20,198-$1,171-$1,171
800. AMERICAN EAGLE OUTFITTERS INC2017-02-21$12,413$12,483-$70-$70
400. ANGIODYNAMICS INC2015-11-192017-02-21$6,552$4,600$1,952$1,952
450. BRANDYWINE RLTY TR SH BEN INT NEW REIT2015-11-192017-02-21$7,411$6,053$1,358$1,358
700. BROOKS AUTOMATION INC2017-02-21$15,097$7,620$7,477$7,477
100. CHASE CORP2016-11-112017-02-21$9,144$7,261$1,883$1,883
100. CHURCHILL DOWNS INC2015-11-192017-02-21$15,471$14,439$1,032$1,032
120. CHUY'S HOLDINGS INC2016-06-132017-02-21$3,610$4,290-$680-$680
100. COMFORT SYS USA INC2015-11-192017-02-21$3,414$3,066$348$348
1200. CONTINENTAL BUILDING PRODUCT2017-02-21$28,010$21,893$6,117$6,117
700. CONTROL4 CORP2017-02-21$10,416$10,115$301$301
100. CURTISS WRIGHT CORP2017-02-21$9,777$4,984$4,793$4,793
1000. DIAMONDROCK HOSPITALITY CO REIT2015-11-192017-02-21$11,432$10,790$642$642
100. DIME CMNTY BANCORP INC2015-11-192017-02-21$2,164$1,826$338$338
500. DOMTAR CORPORATION NEW2017-02-21$19,835$20,554-$719-$719
900. ENTEGRIS, INC2017-02-21$19,883$11,449$8,434$8,434
100. FTI CONSOLTING INC2016-04-282017-02-21$4,176$3,945$231$231
100. FIRST CITIZENS BANCSHARES INC2015-11-192017-02-21$36,601$26,293$10,308$10,308
100. FIRST COMMUNITY BANCSHARES2015-11-192017-02-21$2,739$1,994$745$745
200. FIRST REPUBLIC BANK/FRAN2015-11-192017-02-21$19,100$13,390$5,710$5,710
100. FOOT LOCKER INC2015-11-192017-02-21$7,121$6,154$967$967
300. GLOBAL PAYMENTS INC-W/I2015-11-192017-02-21$23,621$21,384$2,237$2,237
100. GRANITE CONSTRUCTION INC2015-11-192017-02-21$5,502$3,931$1,571$1,571
600. GUESS INC2017-02-21$7,818$10,726-$2,908-$2,908
200. HNI CORP2015-11-192017-02-21$9,330$8,498$832$832
200. HANMI FINANCIAL CORPORATION2017-02-21$6,698$4,765$1,933$1,933
700. HARMAN INTERNATIONAL INDUSTRIES INC NEW2017-02-21$77,719$36,497$41,222$41,222
100. HARMAN INTERNATIONAL INDUSTRIES INC NEW2016-05-122017-02-21$11,103$7,330$3,773$3,773
1000. HARMONIC INC2017-02-21$5,500$7,743-$2,243-$2,243
200. HEALTHSOUTH CORP NAME CHANGE 01/02/182017-02-21$8,491$8,649-$158-$158
200. HOPE BANCORP INC2017-02-21$4,333$3,257$1,076$1,076
200. IAC / INTERACTIVECORP-W/I2015-11-192017-02-21$15,110$12,454$2,656$2,656
300. LA Z BOY INC2015-11-192017-02-21$8,712$7,848$864$864
200. LAKELAND BANCORP INC2015-11-192017-02-21$3,978$2,406$1,572$1,572
100. LEIDOS HOLDINGS INC-W/I2016-07-202017-02-21$5,244$4,905$339$339
300. LEXINGTON CORPORATION PROPERTIES TRUST2017-02-21$3,372$3,072$300$300
200. MKS INSTRS INC2016-09-142017-02-21$13,588$9,374$4,214$4,214
420. MATSON INC W/I2014-11-122017-02-21$15,071$14,619$452$452
70. MATSON INC W/I2014-11-122017-02-21$2,522$2,437$85$85
50. MATSON INC W/I2017-02-21$1,800$1,737$63$63
100. MUELLER INDUSTRIES INC2015-11-192017-02-21$4,238$3,097$1,141$1,141
100. NATIONAL RETAIL PPTYS INC2008-10-242017-02-21$4,486$1,529$2,957$2,957
300. NEKTAR THERAPEUTICS2015-12-042017-02-21$3,955$4,657-$702-$702
100. NORTHWESTERN CORPORATION2015-11-192017-02-21$5,754$5,351$403$403
100. NUTRI/SYSTEM INC2013-06-212017-02-21$3,749$1,044$2,705$2,705
550. OMNICELL INC2015-11-192017-02-21$20,729$15,406$5,323$5,323
100. ON ASSIGNMENT INC NAME CHANGE 04/02/182015-12-042017-02-21$4,834$4,684$150$150
100. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S2015-11-192017-02-21$9,033$8,641$392$392
100. OSHKOSH CORPORATION CLASS B2015-07-302017-02-21$6,873$3,619$3,254$3,254
400. PHARMERICA CORP2015-11-192017-02-21$10,486$13,412-$2,926-$2,926
500. PIEDMONT OFFICE REALTY TRU A2017-02-21$11,320$9,389$1,931$1,931
100. PIPER JAFFRAY2015-11-192017-02-21$7,474$3,820$3,654$3,654
100. QORVO INC2015-10-282017-02-21$6,765$4,522$2,243$2,243
300. REGAL BELOIT CORP2017-02-21$22,617$21,585$1,032$1,032
100. SABRA HEALTH CARE REIT INC2016-05-312017-02-21$2,600$2,076$524$524
200. SANDY SPRING BANCORP INC2015-11-192017-02-21$8,646$5,678$2,968$2,968
150. SELECTED INS GROUP INC2015-11-192017-02-21$6,523$5,108$1,415$1,415
500. STERLING BANCORP2015-11-202017-02-21$12,445$8,500$3,945$3,945
300. STIFEL FINL CORP2015-11-192017-02-21$16,508$13,485$3,023$3,023
500. SUMMIT HOTEL PROPERTIES INC REITS2017-02-21$8,130$6,361$1,769$1,769
100. SYKES ENTERPRISES INC COM2015-11-192017-02-21$2,844$3,067-$223-$223
200. UMPQUA HLDGS C2016-11-142017-02-21$3,782$3,603$179$179
125000. USA TREASURY NOTES 03.125% DUE 08/15/20442017-02-21$127,271$131,601-$4,330-$4,330
100000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-01-302017-02-21$98,797$98,371$426$426
155000. USA TREASURY NOTES 01.000% DUE 06/30/20192016-10-272017-02-21$153,844$154,988-$1,144-$1,144
90000. USA TREASURY NOTES 02.000% DUE 02/15/20232017-02-21$89,448$92,731-$3,283-$3,283
90000. USA TREASURY NOTES 02.000% DUE 02/15/20232016-01-142017-02-21$89,448$90,765-$1,317-$1,317
375000. USA TREASURY NOTES 02.000% DUE 07/31/20202016-06-272017-02-21$379,834$389,353-$9,519-$9,519
65000. USA TREASURY NOTES 02.125% DUE 05/15/20252017-01-252017-02-21$63,842$63,385$457$457
600. UNIVERSAL DISPLAY CORP2015-11-192017-02-21$42,863$28,914$13,949$13,949
600. VISHAY INTERTECHNOLOGY INC2017-02-21$9,864$7,478$2,386$2,386
400. WADDELL & REED FINL INC CL A2017-02-21$7,636$13,068-$5,432-$5,432
200. WASHINGTON FEDERAL INC2015-11-192017-02-21$6,938$5,158$1,780$1,780
300. WEBSTER FINANCIAL CORP2010-12-212017-02-21$16,653$5,400$11,253$11,253
100. WESTERN REFINING INC2015-11-192017-02-21$3,765$4,460-$695-$695
300. ASPEN INSURANCE HOLDINGS LTD SEDOL 21723722015-11-192017-02-21$16,857$15,051$1,806$1,806
100. HELEN OF TROY LIMITED SEDOL 24195302016-10-282017-02-21$9,839$7,913$1,926$1,926
10. PROTHENA CORP PLC SEDOL B91XRN22016-12-072017-02-21$555$534$21$21
200. VALIDUS HOLDINGS LTD MERGED 07/18/18 @ $68.00 P/S2017-02-21$11,570$9,419$2,151$2,151
300. CAESARSTONE LTD SEDOL B7962452016-08-152017-02-21$10,288$11,673-$1,385-$1,385
700. CAESARSTONE LTD SEDOL B7962452015-11-192017-02-21$24,004$27,118-$3,114-$3,114
10000. AT&T INC CALL 11/15/2020 @ 100.000 UNSC2017-02-22$10,627$9,829$798$798
200. ALON USA ENERGY INC MERGED 7/3/20172017-02-22$2,318$3,433-$1,115-$1,115
45000. AMPHENOL CORP SR UNSEC CALL 11/01/21 @1002017-02-22$47,165$45,704$1,461$1,461
15000. BEAR STEARNS CO INC SR UNSECURED2016-10-122017-02-22$15,786$15,777$9$9
10000. BROADCOM CRP / CAYMN FI SER 144A CALL 12/15/20212017-01-112017-02-22$9,970$9,959$11$11
130. CHUY'S HOLDINGS INC2017-02-22$3,706$4,632-$926-$926
50. CHUY'S HOLDINGS INC2017-02-22$1,416$1,781-$365-$365
200. CONTINENTAL BUILDING PRODUCT2014-03-272017-02-22$4,748$3,643$1,105$1,105
100. DIME CMNTY BANCORP INC2015-11-192017-02-22$2,184$1,826$358$358
15000. GENERAL MOTORS FINL CO CALL 06/13/2020 @ 100.000 COGT2015-07-082017-02-22$15,265$14,996$269$269
15000. GOLDMAN SACHS GROUP INC CALL 11/16/2025 @ 100.000 UNSC2016-11-102017-02-22$14,668$14,961-$293-$293
10000. HSBC HOLDINGS PLC SR UNSEC ISIN US404280AK50 SEDOL B61GQ882012-03-272017-02-22$10,865$10,446$419$419
25000. HASBRO INC NOTES2017-02-22$25,650$25,310$340$340
100. HEALTHSOUTH CORP NAME CHANGE 01/02/182015-01-212017-02-22$4,217$4,120$97$97
10000. HOLLYFRONTIER CORP CALL 01/01/2026 @ 100.000 UNSC2016-11-162017-02-22$10,589$10,010$579$579
200. JANUS CAPITAL GROUP INC MERGED 05/30/172015-11-192017-02-22$2,544$3,142-$598-$598
25000. KINDER MORGAN ENER PART SR UNSEC2017-02-22$29,453$26,118$3,335$3,335
100. LEGG MASON INC2016-03-222017-02-22$3,728$3,504$224$224
200. LEXINGTON CORPORATION PROPERTIES TRUST2016-09-132017-02-22$2,254$2,021$233$233
25000. METLIFE INC JR SUB2011-01-072017-02-22$27,478$23,469$4,009$4,009
100. NATIONAL RETAIL PPTYS INC2008-10-282017-02-22$4,480$1,422$3,058$3,058
200. NEKTAR THERAPEUTICS2015-11-192017-02-22$2,662$2,992-$330-$330
100. NORTHWESTERN CORPORATION2015-11-192017-02-22$5,758$5,351$407$407
100. NUTRI/SYSTEM INC2013-06-212017-02-22$3,739$1,044$2,695$2,695
25000. ROWAN COMPANIES INC CALL 10/15/2023 @ 100.000 COGT2014-05-122017-02-22$22,688$25,679-$2,991-$2,991
100. STERLING BANCORP2015-11-202017-02-22$2,484$1,700$784$784
10000. TEXAS ST TRANSN COMMN TAX FIRST TIER SER B2015-05-082017-02-22$11,733$11,645$88$88
10000. TIME WARNER ENTMT CO SR DEB2013-07-192017-02-22$12,493$11,089$1,404$1,404
100. UMPQUA HLDGS C2016-12-012017-02-22$1,907$1,800$107$107
100. WESTERN REFINING INC2015-11-192017-02-22$3,752$4,460-$708-$708
100. ASPEN INSURANCE HOLDINGS LTD SEDOL 21723722015-11-192017-02-22$5,619$5,017$602$602
50. PROTHENA CORP PLC SEDOL B91XRN22017-02-22$2,775$2,642$133$133
50. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52014-02-252017-02-22$1,390$1,571-$181-$181
110. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52014-02-252017-02-22$3,081$3,456-$375-$375
20. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52014-02-252017-02-22$560$628-$68-$68
100. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52014-02-252017-02-22$2,798$3,142-$344-$344
150. CHUY'S HOLDINGS INC2017-02-23$4,283$5,336-$1,053-$1,053
10. HEICO CORP NEW CL A2016-04-202017-02-23$694$493$201$201
260. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52017-02-23$7,300$8,139-$839-$839
30. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52014-02-272017-02-23$844$931-$87-$87
70. CHUY'S HOLDINGS INC2017-02-24$1,966$2,489-$523-$523
240. HEICO CORP NEW CL A2016-04-202017-02-24$16,439$11,827$4,612$4,612
3577. MGM MIRAGE2017-02-24$93,618$102,630-$9,012-$9,012
2873. MGM MIRAGE2016-12-192017-02-24$75,156$82,430-$7,274-$7,274
110. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52017-02-24$3,072$3,408-$336-$336
50. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52014-02-262017-02-24$1,398$1,547-$149-$149
280. ACADIA PHARMACEUTICALS INC2017-01-132017-02-27$11,101$8,950$2,151$2,151
40. CHUY'S HOLDINGS INC2016-06-132017-02-27$1,119$1,422-$303-$303
230. HEICO CORP NEW CL A2017-02-27$15,950$11,194$4,756$4,756
60. HEICO CORP NEW CL A2017-02-27$4,161$2,881$1,280$1,280
280. HEICO CORP NEW CL A2017-02-27$19,704$13,377$6,327$6,327
330. LIONS GATE ENTERTAINMENT-A SEDOL BD8NBC02017-02-27$8,890$7,703$1,187$1,187
290000. USA TREASURY NOTES 02.125% DUE 08/15/20212017-02-27$293,648$303,468-$9,820-$9,820
75000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-02-27$73,620$75,318-$1,698-$1,698
90000. EQT CORP SR NOTES2017-02-28$96,900$95,490$1,410$1,410
1268.19 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182017-02-28$1,268$1,354-$86-$86
743.93 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022017-02-28$744$801-$57-$57
1455.1 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142017-02-28$1,455$1,520-$65-$65
1632.71 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112017-02-28$1,633$1,695-$62-$62
3070.72 FEDERAL NATL MTG ASSN POOL AL26102014-03-142017-02-28$3,071$3,092-$21-$21
1304.74 FEDERAL NATL MTG ASSN POOL AL19482014-01-212017-02-28$1,305$1,358-$53-$53
1999.77 FEDERAL NATL MTG ASSN POOL AL22422015-05-112017-02-28$2,000$2,138-$138-$138
1861.87 FEDERAL NATL MTG ASSN POOL AL31912015-04-282017-02-28$1,862$1,970-$108-$108
2172.96 FEDERAL NATL MTG ASSN POOL AL39042014-05-022017-02-28$2,173$2,272-$99-$99
1057.94 FEDERAL NATL MTG ASSN POOL AO59402012-06-182017-02-28$1,058$1,109-$51-$51
1412.27 FEDERAL NATL MTG ASSN POOL AO76272012-11-052017-02-28$1,412$1,475-$63-$63
915.38 FEDERAL NATL MTG ASSN POOL AP04952015-05-122017-02-28$915$956-$41-$41
1100.76 FEDERAL NATL MTG ASSN POOL AP21332014-11-192017-02-28$1,101$1,139-$38-$38
488.6 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202017-02-28$489$510-$21-$21
879.49 FEDERAL NATL MTG ASSN POOL AS38412015-05-202017-02-28$879$914-$35-$35
2006.5 FEDERAL NATL MTG ASSN POOL AS53852015-09-112017-02-28$2,007$2,137-$130-$130
3205.28 FEDERAL NATL MTG ASSN POOL AS61112016-04-152017-02-28$3,205$3,431-$226-$226
491.8 FEDERAL NATL MTG ASSN POOL AS71552016-06-172017-02-28$492$508-$16-$16
1608.3 FEDERAL NATL MTG ASSN POOL AS63112016-05-062017-02-28$1,608$1,688-$80-$80
1634.54 FEDERAL NATL MTG ASSN POOL AS73432016-06-092017-02-28$1,635$1,684-$49-$49
4134.48 FEDERAL NATL MTG ASSN POOL AT21272014-11-142017-02-28$4,134$4,147-$13-$13
447.69 FEDERAL NATL MTG ASSN POOL AT78992015-09-152017-02-28$448$464-$16-$16
124.01 FEDERAL NATL MTG ASSN POOL 7250422005-05-122017-02-28$124$125-$1-$1
112.07 FEDERAL NATL MTG ASSN POOL 7287092003-12-182017-02-28$112$114-$2-$2
56.73 FEDERAL NATL MTG ASSN POOL 7351412005-04-292017-02-28$57$57
177.16 FEDERAL NATL MTG ASSN POOL 7391872003-09-102017-02-28$177$178-$1-$1
123.61 FEDERAL NATL MTG ASSN POOL 7450872006-06-082017-02-28$124$120$4$4
23.31 FEDERAL NATL MTG ASSN POOL 8142602005-03-102017-02-28$23$23
1125.63 FEDERAL NATL MTG ASSN POOL AB18452011-08-162017-02-28$1,126$1,169-$43-$43
646.08 FEDERAL NATL MTG ASSN POOL AB20772011-04-152017-02-28$646$638$8$8
1399.3 FEDERAL NATL MTG ASSN POOL AB25182012-02-172017-02-28$1,399$1,460-$61-$61
286.54 FEDERAL NATL MTG ASSN POOL AB45252012-05-162017-02-28$287$304-$17-$17
527.11 FEDERAL NATL MTG ASSN POOL AB78592013-07-112017-02-28$527$529-$2-$2
1873.5 FEDERAL NATL MTG ASSN POOL AC36682010-10-052017-02-28$1,874$1,947-$73-$73
1164.34 FEDERAL NATL MTG ASSN POOL MA05622014-02-102017-02-28$1,164$1,250-$86-$86
2092.02 FEDERAL NATL MTG ASSN POOL MA12362014-09-042017-02-28$2,092$2,147-$55-$55
1567.06 FEDERAL NATL MTG ASSN POOL MA14302015-05-122017-02-28$1,567$1,583-$16-$16
2030.17 FEDERAL NATL MTG ASSN POOL MA15252016-03-092017-02-28$2,030$2,119-$89-$89
849.88 FEDERAL NATL MTG ASSN POOL MA26712016-10-282017-02-28$850$894-$44-$44
3682.77 FEDERAL NATL MTG ASSN POOL AD71342010-07-212017-02-28$3,683$3,896-$213-$213
392.77 FEDERAL NATL MTG ASSN POOL AD63692010-06-222017-02-28$393$405-$12-$12
1043.33 FEDERAL NATL MTG ASSN POOL AE09812011-10-172017-02-28$1,043$1,058-$15-$15
1674.21 GOVT NATL MTG ASSN POOL AA82732012-08-282017-02-28$1,674$1,796-$122-$122
1114.22 GOVT NATL MTG ASSN POOL 7443712012-02-162017-02-28$1,114$1,196-$82-$82
130. HEICO CORP NEW CL A2017-02-28$9,163$6,198$2,965$2,965
440. LIONS GATE ENTERTAINMENT-A SEDOL BD8NBC02017-02-28$11,809$9,880$1,929$1,929
1200. FIRST BANCORP NORTH CAROLINA2015-12-292017-03-01$36,467$23,061$13,406$13,406
600. GREAT SOUTHERN BANK2015-12-292017-03-01$31,092$28,260$2,832$2,832
1050. INTERNATIONAL BANCSHARES CORP2015-12-292017-03-01$41,461$28,143$13,318$13,318
900. INTERPUBLIC GROUP COS INC COM2015-12-292017-03-01$21,927$21,308$619$619
1. SPRINT NEXTEL CORP XXX-XX-XXXX2001-01-012017-03-01$38$38$38
230. MEDICINES COMPANY2017-03-01$12,227$8,371$3,856$3,856
600. SCHWAB CHARLES CORP NEW2016-06-242017-03-01$25,868$15,748$10,120$10,120
500. SCHWAB CHARLES CORP NEW2016-01-202017-03-01$21,557$12,420$9,137$9,137
120. PROTHENA CORP PLC SEDOL B91XRN22016-09-092017-03-01$7,183$6,274$909$909
120. PROTHENA CORP PLC SEDOL B91XRN22016-09-092017-03-01$7,322$6,274$1,048$1,048
100. ALBEMARLE CORP2015-10-132017-03-02$10,381$5,040$5,341$5,341
100. ALTRA INDUSTRIAL MOTION CORP2015-11-192017-03-02$4,029$2,704$1,325$1,325
1540. CARLISLE COMPANIES INC2017-03-02$160,250$144,788$15,462$15,462
100. COHU INC2015-11-192017-03-02$1,714$1,258$456$456
100. COMFORT SYS USA INC2015-11-192017-03-02$3,834$3,066$768$768
100. CONTINENTAL BUILDING PRODUCT2015-11-192017-03-02$2,574$1,820$754$754
200. CONTROL4 CORP2017-03-02$3,052$2,871$181$181
150. DAVE & BUSTER'S ENTERTAINM2016-11-222017-03-02$8,559$6,854$1,705$1,705
740. DAVE & BUSTER'S ENTERTAINM2017-03-02$42,249$30,842$11,407$11,407
100. DOUGLAS DYNAMICS INC2015-11-192017-03-02$3,409$2,266$1,143$1,143
100. FTI CONSOLTING INC2016-04-282017-03-02$4,134$3,945$189$189
100. FOOT LOCKER INC2015-11-192017-03-02$7,638$6,154$1,484$1,484
100. GENTEX CORP2016-01-072017-03-02$2,132$1,440$692$692
1. HEALTHSOUTH CORP COM2001-01-012017-03-02$336$336$336
200. JANUS CAPITAL GROUP INC MERGED 05/30/172015-11-192017-03-02$2,500$3,142-$642-$642
100. LIBERTY PPTY TR2013-08-202017-03-02$3,942$3,446$496$496
70. MEDICINES COMPANY2017-01-122017-03-02$3,671$2,547$1,124$1,124
500. NEKTAR THERAPEUTICS2015-11-192017-03-02$7,550$7,480$70$70
100. NORTHWESTERN CORPORATION2015-11-192017-03-02$5,903$5,351$552$552
60. PACIRA PHARMACEUTICALS INC2017-03-02$3,201$4,522-$1,321-$1,321
10. PACIRA PHARMACEUTICALS INC2015-06-232017-03-02$535$747-$212-$212
20. PACIRA PHARMACEUTICALS INC2015-06-232017-03-02$1,068$1,493-$425-$425
100. PHYSICIANS REALTY TRUST2015-11-192017-03-02$1,978$1,558$420$420
100. SANDY SPRING BANCORP INC2015-11-192017-03-02$4,353$2,839$1,514$1,514
100. SELECTED INS GROUP INC2015-11-192017-03-02$4,524$3,405$1,119$1,119
100. STERLING BANCORP2015-11-202017-03-02$2,514$1,700$814$814
35000. USA TREASURY NOTES 02.125% DUE 05/15/20252017-02-222017-03-02$34,169$34,349-$180-$180
100. UNIVERSAL DISPLAY CORP2015-11-192017-03-02$8,484$4,819$3,665$3,665
100. WADDELL & REED FINL INC CL A2012-02-012017-03-02$1,945$2,785-$840-$840
85000. DISCOVERY COMMUNICATIONS COGT2017-03-03$82,956$81,868$1,088$1,088
30000. DISCOVERY COMMUNICATIONS CALL 12/11/2025 @ 100.000 COGT2016-03-082017-03-03$31,212$29,890$1,322$1,322
35000. EL PASO PIPELINE PART OP CO GUARNT2011-12-012017-03-03$38,866$36,243$2,623$2,623
5000. ENERGY TRANSFER PARTNERS CALL 12/15/2024 @ 100.000 UNSC2016-11-162017-03-03$4,975$4,838$137$137
30. INSTALLED BUILDING PRODUCTS2015-07-222017-03-03$1,491$837$654$654
30000. LEVI STRAUSS & CO SR UNSEC CALL 05/01/17 @103.4382015-06-232017-03-03$31,311$31,154$157$157
55000. USA TREASURY NOTES 02.125% DUE 08/15/20212017-03-03$55,357$57,231-$1,874-$1,874
15000. USA TREASURY NOTES 02.125% DUE 08/15/20212016-08-302017-03-06$15,090$15,586-$496-$496
30. INSTALLED BUILDING PRODUCTS2015-07-222017-03-07$1,488$837$651$651
1100. FIRST BANCORP NORTH CAROLINA2015-12-292017-03-08$32,564$21,139$11,425$11,425
15000. GOLDMAN SACHS GROUP INC SR UNSEC2015-02-242017-03-08$16,765$16,886-$121-$121
70000. GOLDMAN SACHS GROUP INC CALL 11/16/2025 @ 100.000 UNSC2016-11-102017-03-08$67,753$69,819-$2,066-$2,066
5000. GOLDMAN SACHS GROUP INC CALL 11/16/2025 @ 100.000 UNSC2016-11-102017-03-08$4,844$4,987-$143-$143
25000. GOLDMAN SACHS GROUP INC CALL 11/16/2025 @ 100.000 UNSC2016-11-102017-03-08$24,208$24,935-$727-$727
950. GREAT SOUTHERN BANK2015-12-292017-03-08$48,300$44,744$3,556$3,556
20. INSTALLED BUILDING PRODUCTS2015-07-222017-03-08$988$558$430$430
25000. ROYAL CARIBBEAN CRUISES LTD SR NT2011-05-242017-03-08$31,375$25,289$6,086$6,086
300. SCHWAB CHARLES CORP NEW2016-06-272017-03-08$12,635$7,211$5,424$5,424
15000. USA TREASURY NOTES 02.125% DUE 05/15/20252017-02-222017-03-08$14,591$14,721-$130-$130
251088.029 FEDERAL NATL MTG ASSN POOL AS63112016-05-062017-03-09$254,501$263,484-$8,983-$8,983
282764.271 FEDERAL NATL MTG ASSN POOL AS73432017-03-09$276,987$291,569-$14,582-$14,582
46515.834 FEDERAL NATL MTG ASSN POOL MA26712016-10-282017-03-09$47,134$48,922-$1,788-$1,788
100. INSTALLED BUILDING PRODUCTS2017-03-09$4,924$2,788$2,136$2,136
40. INSTALLED BUILDING PRODUCTS2015-07-222017-03-09$1,976$1,111$865$865
80. NOW INC2017-01-192017-03-09$1,379$1,752-$373-$373
220. NOW INC2017-01-192017-03-09$3,798$4,819-$1,021-$1,021
50. NOW INC2017-01-192017-03-09$867$1,095-$228-$228
295000. USA TREASURY NOTES 00.875% DUE 11/15/20172017-02-272017-03-09$294,758$295,255-$497-$497
70000. USA TREASURY NOTES 01.000% DUE 06/30/20192017-03-09$69,248$69,743-$495-$495
3380. DICK'S SPORTING GOODS, INC.2017-03-10$164,543$206,197-$41,654-$41,654
330. EDGEWELL PERSONAL CARE CO-WI2017-03-10$24,697$26,395-$1,698-$1,698
4714. GENERAL ELEC CO COM2009-03-102017-03-10$142,626$41,460$101,166$101,166
10. INSTALLED BUILDING PRODUCTS2015-07-222017-03-10$498$278$220$220
80. INSTALLED BUILDING PRODUCTS2017-03-10$3,958$2,216$1,742$1,742
30. INSTALLED BUILDING PRODUCTS2015-07-312017-03-10$1,493$822$671$671
1. SPRINT NEXTEL CORP XXX-XX-XXXX2001-01-012017-03-10$46$46$46
1. PFIZER INC XXX-XX-XXXX2001-01-012017-03-10$452$452$452
30. MADISON SQUARE GARDEN CO/-WI2015-11-102017-03-10$6,130$5,191$939$939
70. MADISON SQUARE GARDEN CO/-WI2015-11-102017-03-10$14,276$12,111$2,165$2,165
1. MERCK & CO INC2001-01-012017-03-10$19$19$19
480. EDGEWELL PERSONAL CARE CO-WI2016-10-072017-03-13$35,743$38,338-$2,595-$2,595
60. INSTALLED BUILDING PRODUCTS2015-07-312017-03-13$2,986$1,645$1,341$1,341
80. INSTALLED BUILDING PRODUCTS2015-07-312017-03-13$3,970$2,193$1,777$1,777
20. MULTI-COLOR CORP2016-12-222017-03-13$1,455$1,585-$130-$130
580. EDGEWELL PERSONAL CARE CO-WI2017-03-14$42,830$46,256-$3,426-$3,426
80. INSTALLED BUILDING PRODUCTS2017-03-14$3,963$2,182$1,781$1,781
40. MILLER HERMAN INC2016-11-252017-03-14$1,237$1,370-$133-$133
20. MILLER HERMAN INC2016-11-252017-03-14$619$685-$66-$66
50. MULTI-COLOR CORP2016-12-222017-03-14$3,611$3,934-$323-$323
740. THERMO ELECTRON CORP COM2015-08-182017-03-14$116,986$100,342$16,644$16,644
10000. 21ST CENTY FOX AMER INC 06.650% DUE 11/15/20372016-10-212017-03-14$12,215$13,175-$960-$960
20000. USA TREASURY NOTES 01.625% DUE 08/15/20222016-05-262017-03-14$19,389$20,062-$673-$673
30000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-03-14$29,084$29,828-$744-$744
65000. WELLS FARGO & COMPANY SER MTN UNSC2014-09-022017-03-14$64,075$64,825-$750-$750
1610. EDGEWELL PERSONAL CARE CO-WI2016-05-042017-03-15$119,000$127,853-$8,853-$8,853
15918.89 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A22016-03-152017-03-15$15,919$15,919
4931.53 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A32014-08-262017-03-15$4,932$4,930$2$2
12342.92 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A22015-07-152017-03-15$12,343$12,343
590. MILLER HERMAN INC2017-03-15$18,089$20,081-$1,992-$1,992
80. MULTI-COLOR CORP2017-03-15$5,771$6,225-$454-$454
60000. OWENS-ILLINOIS INC DEB2016-11-252017-03-15$64,310$63,281$1,029$1,029
40. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372016-01-052017-03-15$1,047$1,230-$183-$183
670. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372016-01-052017-03-15$17,482$20,599-$3,117-$3,117
70. DAVE & BUSTER'S ENTERTAINM2017-03-16$4,222$2,751$1,471$1,471
20. DAVE & BUSTER'S ENTERTAINM2016-09-302017-03-16$1,205$778$427$427
60. DAVE & BUSTER'S ENTERTAINM2016-02-222017-03-16$3,614$2,210$1,404$1,404
300. MILLER HERMAN INC2016-11-282017-03-16$9,190$10,202-$1,012-$1,012
13000. MUELLER INDUSTRIES INC. SUB DEB2017-03-102017-03-16$11,911$13,000-$1,089-$1,089
170. MULTI-COLOR CORP2017-03-16$12,365$12,482-$117-$117
120. MULTI-COLOR CORP2017-03-16$8,696$8,469$227$227
10000. PHI INC CALL 03/15/2016 @ 102.625 COGT2014-12-302017-03-16$9,588$8,525$1,063$1,063
10. PACIRA PHARMACEUTICALS INC2015-06-232017-03-16$490$747-$257-$257
120. PACIRA PHARMACEUTICALS INC2015-06-232017-03-16$5,878$8,960-$3,082-$3,082
240. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372016-01-052017-03-16$6,274$7,379-$1,105-$1,105
70000. BROADCOM CRP / CAYMN FI SER 144A CALL 12/15/20212017-01-112017-03-17$69,943$69,714$229$229
40. DAVE & BUSTER'S ENTERTAINM2016-02-222017-03-17$2,392$1,474$918$918
220. DAVE & BUSTER'S ENTERTAINM2017-03-17$13,146$7,929$5,217$5,217
390. MILLER HERMAN INC2017-03-17$11,847$13,255-$1,408-$1,408
140. MILLER HERMAN INC2017-03-17$4,234$4,757-$523-$523
130. MULESOFT INC -A2017-03-172017-03-17$3,147$2,210$937$937
70. MULTI-COLOR CORP2017-03-17$5,052$4,854$198$198
200000. USA TREASURY NOTES 03.125% DUE 08/15/20442017-03-17$200,453$202,558-$2,105-$2,105
190000. USA TREASURY NOTES 02.500% DUE 02/15/20452016-07-132017-03-17$167,697$202,810-$35,113-$35,113
50000. USA TREASURY NOTES 02.875% DUE 08/15/20452017-01-182017-03-17$47,633$48,840-$1,207-$1,207
150000. USA TREASURY NOTES 01.000% DUE 06/30/20192016-11-292017-03-17$148,635$149,045-$410-$410
30. MILLER HERMAN INC2016-11-282017-03-20$890$1,019-$129-$129
200. MILLER HERMAN INC2016-11-282017-03-20$5,869$6,795-$926-$926
30. MULTI-COLOR CORP2016-09-082017-03-20$2,143$2,080$63$63
8307.69 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A32015-02-252017-03-20$8,308$8,307$1$1
970. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372016-01-052017-03-20$25,183$29,823-$4,640-$4,640
1080. MILLER HERMAN INC2017-03-21$31,035$36,337-$5,302-$5,302
10. MILLER HERMAN INC2016-11-212017-03-21$289$330-$41-$41
60. MILLER HERMAN INC2016-11-212017-03-21$1,731$1,977-$246-$246
20. MULTI-COLOR CORP2017-03-21$1,413$1,384$29$29
80000. USA TREASURY NOTES 01.000% DUE 06/30/20192016-11-292017-03-21$79,316$79,491-$175-$175
30. MULTI-COLOR CORP2016-11-092017-03-22$2,090$2,072$18$18
20. MULTI-COLOR CORP2016-11-092017-03-22$1,390$1,381$9$9
145000. USA TREASURY NOTES 01.000% DUE 06/30/20192017-03-22$143,890$143,920-$30-$30
60000. ARAMARK CORP SER WI CALL 03/15/15 @104 COGT2017-01-262017-03-23$60,863$61,134-$271-$271
2310. ARROW ELECTRONICS INC2016-02-122017-03-23$167,675$123,777$43,898$43,898
200. CENTENE CORP2015-11-192017-03-23$13,164$12,729$435$435
110. MULTI-COLOR CORP2017-03-23$7,701$7,540$161$161
85000. USA TREASURY NOTE 01.625% DUE 12/31/20192017-03-23$85,359$85,384-$25-$25
80. MUELLER WATER PRODUCTS INC SER A2016-07-292017-03-24$941$950-$9-$9
760. MUELLER WATER PRODUCTS INC SER A2017-03-24$8,967$8,990-$23-$23
50. MULTI-COLOR CORP2016-09-092017-03-24$3,516$3,421$95$95
80. MULTI-COLOR CORP2016-09-092017-03-24$5,675$5,474$201$201
190. NOW INC2017-01-192017-03-24$3,046$4,162-$1,116-$1,116
585000. USA TREASURY NOTES 02.125% DUE 09/30/20212017-03-24$590,827$588,046$2,781$2,781
30000. USA TREASURY NOTES 02.250% DUE 11/15/20242015-06-262017-03-24$29,911$29,481$430$430
65000. USA TREASURY NOTES 02.250% DUE 11/15/20242017-03-142017-03-24$64,807$63,865$942$942
320000. USA TREASURY NOTES 02.625% DUE 08/15/20202017-03-24$330,287$330,943-$656-$656
210000. USA TREASURY NOTES 02.625% DUE 08/15/20202017-03-24$216,751$216,331$420$420
20000. USA TREASURY NOTES 01.625% DUE 02/15/20262016-10-272017-03-24$18,791$19,654-$863-$863
1065000. USA TREASURY NOTES 02.125% DUE 08/15/20212017-03-24$1,076,399$1,091,305-$14,906-$14,906
15000. USA TREASURY NOTES 01.000% DUE 06/30/20192016-11-292017-03-24$14,889$14,904-$15-$15
70000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-03-24$68,499$69,564-$1,065-$1,065
220000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-03-092017-03-24$215,282$213,288$1,994$1,994
90000. USA TREASURY NOTES 02.000% DUE 02/15/20232016-01-142017-03-24$89,466$90,754-$1,288-$1,288
640000. USA TREASURY NOTES 02.000% DUE 07/31/20202016-06-272017-03-24$647,550$663,894-$16,344-$16,344
115000. USA TREASURY NOTES 01.750% DUE 10/31/20202015-11-032017-03-24$115,202$115,521-$319-$319
170000. USA TREASURY NOTE 01.625% DUE 07/31/20192016-07-282017-03-24$171,056$173,072-$2,016-$2,016
35000. DELTA AIR LINES INC UNSC2017-03-092017-03-27$35,279$34,904$375$375
530. FOUR CORNERS PROPERTY TRUST2017-03-27$11,808$11,000$808$808
110. FOUR CORNERS PROPERTY TRUST2016-10-262017-03-27$2,451$2,259$192$192
1380. MUELLER WATER PRODUCTS INC SER A2017-03-27$16,060$16,210-$150-$150
110. MULTI-COLOR CORP2017-03-27$7,570$7,520$50$50
220. NOW INC2017-01-192017-03-27$3,457$4,819-$1,362-$1,362
70. NOW INC2017-01-192017-03-27$1,105$1,533-$428-$428
1200. NOW INC2017-03-27$18,837$25,995-$7,158-$7,158
640. FOUR CORNERS PROPERTY TRUST2016-03-032017-03-28$14,072$11,103$2,969$2,969
460. FOUR CORNERS PROPERTY TRUST2017-03-28$10,114$9,309$805$805
380. FOUR CORNERS PROPERTY TRUST2017-03-28$8,349$6,590$1,759$1,759
180. MASIMO CORPORATION2017-03-28$16,834$3,424$13,410$13,410
240. MASIMO CORPORATION2011-10-262017-03-28$22,404$4,558$17,846$17,846
60. MASIMO CORPORATION2011-10-262017-03-28$5,601$1,139$4,462$4,462
250. MUELLER INDUSTRIES INC. SUB DEB2017-03-102017-03-28$250$250
640. MUELLER WATER PRODUCTS INC SER A2017-03-28$7,439$6,935$504$504
30. MULTI-COLOR CORP2017-03-28$2,089$2,047$42$42
290. NOW INC2017-01-172017-03-28$4,573$6,109-$1,536-$1,536
600. SYKES ENTERPRISES INC COM2015-11-192017-03-28$17,050$18,402-$1,352-$1,352
420. MUELLER WATER PRODUCTS INC SER A2016-04-192017-03-29$4,864$4,398$466$466
50. MUELLER WATER PRODUCTS INC SER A2016-04-192017-03-29$578$524$54$54
20. MULTI-COLOR CORP2016-09-062017-03-29$1,399$1,364$35$35
135000. USA TREASURY NOTE 01.625% DUE 12/31/20192017-03-242017-03-29$135,554$135,588-$34-$34
85. ANGIODYNAMICS INC2015-11-192017-03-30$1,503$978$525$525
10. MULTI-COLOR CORP2016-09-062017-03-30$703$682$21$21
655. ANGIODYNAMICS INC2017-03-31$11,520$7,532$3,988$3,988
1783.4 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182017-03-31$1,783$1,904-$121-$121
1449.23 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022017-03-31$1,449$1,561-$112-$112
1742.61 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142017-03-31$1,743$1,820-$77-$77
1493.44 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112017-03-31$1,493$1,550-$57-$57
3824.99 FEDERAL NATL MTG ASSN POOL AL26102014-03-142017-03-31$3,825$3,852-$27-$27
1121.37 FEDERAL NATL MTG ASSN POOL AL19482014-01-212017-03-31$1,121$1,167-$46-$46
6056.21 FEDERAL NATL MTG ASSN POOL AL22422015-05-112017-03-31$6,056$6,473-$417-$417
1734.95 FEDERAL NATL MTG ASSN POOL AL31912015-04-282017-03-31$1,735$1,835-$100-$100
2460.32 FEDERAL NATL MTG ASSN POOL AL39042014-05-022017-03-31$2,460$2,571-$111-$111
996.3 FEDERAL NATL MTG ASSN POOL AO59402012-06-182017-03-31$996$1,045-$49-$49
1333.86 FEDERAL NATL MTG ASSN POOL AO76272012-11-052017-03-31$1,334$1,392-$58-$58
1484.81 FEDERAL NATL MTG ASSN POOL AP04952015-05-122017-03-31$1,485$1,550-$65-$65
1672.9 FEDERAL NATL MTG ASSN POOL AP21332014-11-192017-03-31$1,673$1,730-$57-$57
1302.44 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202017-03-31$1,302$1,361-$59-$59
1423.63 FEDERAL NATL MTG ASSN POOL AS38412015-05-202017-03-31$1,424$1,479-$55-$55
2648.55 FEDERAL NATL MTG ASSN POOL AS53852015-09-112017-03-31$2,649$2,821-$172-$172
2505.32 FEDERAL NATL MTG ASSN POOL AS61112016-04-152017-03-31$2,505$2,681-$176-$176
322.25 FEDERAL NATL MTG ASSN POOL AS71552016-06-172017-03-31$322$333-$11-$11
415.28 FEDERAL NATL MTG ASSN POOL AS73432016-06-092017-03-31$415$428-$13-$13
3197.29 FEDERAL NATL MTG ASSN POOL AT21272014-11-142017-03-31$3,197$3,207-$10-$10
2513.72 FEDERAL NATL MTG ASSN POOL AT78992015-09-152017-03-31$2,514$2,607-$93-$93
178.05 FEDERAL NATL MTG ASSN POOL 7250422005-05-122017-03-31$178$179-$1-$1
36.46 FEDERAL NATL MTG ASSN POOL 7287092003-12-182017-03-31$36$37-$1-$1
67.69 FEDERAL NATL MTG ASSN POOL 7351412005-04-292017-03-31$68$68
2464.81 FEDERAL NATL MTG ASSN POOL 7391872003-09-102017-03-31$2,465$2,478-$13-$13
165.18 FEDERAL NATL MTG ASSN POOL 7450872006-06-082017-03-31$165$160$5$5
390.63 FEDERAL NATL MTG ASSN POOL 8142602005-03-102017-03-31$391$391
1780.11 FEDERAL NATL MTG ASSN POOL AB18452011-08-162017-03-31$1,780$1,849-$69-$69
547.79 FEDERAL NATL MTG ASSN POOL AB20772011-04-152017-03-31$548$541$7$7
1217.89 FEDERAL NATL MTG ASSN POOL AB25182012-02-172017-03-31$1,218$1,270-$52-$52
761.35 FEDERAL NATL MTG ASSN POOL AB45252012-05-162017-03-31$761$806-$45-$45
2578.74 FEDERAL NATL MTG ASSN POOL AB78592013-07-112017-03-31$2,579$2,586-$7-$7
3405.58 FEDERAL NATL MTG ASSN POOL AC36682010-10-052017-03-31$3,406$3,540-$134-$134
1789.12 FEDERAL NATL MTG ASSN POOL MA05622014-02-102017-03-31$1,789$1,920-$131-$131
1200.11 FEDERAL NATL MTG ASSN POOL MA12362014-09-042017-03-31$1,200$1,232-$32-$32
1565.1 FEDERAL NATL MTG ASSN POOL MA14302015-05-122017-03-31$1,565$1,581-$16-$16
1797.31 FEDERAL NATL MTG ASSN POOL MA15252016-03-092017-03-31$1,797$1,875-$78-$78
585.83 FEDERAL NATL MTG ASSN POOL MA26712016-10-282017-03-31$586$616-$30-$30
2837.47 FEDERAL NATL MTG ASSN POOL AD71342010-07-212017-03-31$2,837$3,001-$164-$164
4497.82 FEDERAL NATL MTG ASSN POOL AD63692010-06-222017-03-31$4,498$4,638-$140-$140
1195.93 FEDERAL NATL MTG ASSN POOL AE09812011-10-172017-03-31$1,196$1,212-$16-$16
2126.52 GOVT NATL MTG ASSN POOL AA82732012-08-282017-03-31$2,127$2,281-$154-$154
1969.15 GOVT NATL MTG ASSN POOL 7443712012-02-162017-03-31$1,969$2,113-$144-$144
50. MULTI-COLOR CORP2017-03-31$3,543$3,402$141$141
110. ANGIODYNAMICS INC2017-04-03$1,880$1,258$622$622
160. LITHIA MTRS INC CL A2017-01-132017-04-03$13,232$16,592-$3,360-$3,360
30. LITHIA MTRS INC CL A2017-04-03$2,467$3,072-$605-$605
180. LITHIA MTRS INC CL A2017-04-03$14,885$18,182-$3,297-$3,297
300. SILICON MOTION TECHNOL ADR2017-04-03$13,973$9,917$4,056$4,056
360. BRUNSWICK CORP2017-04-04$21,086$21,730-$644-$644
30. BRUNSWICK CORP2014-11-032017-04-04$1,745$1,413$332$332
170. BRUNSWICK CORP2017-04-04$9,887$9,127$760$760
30. LITHIA MTRS INC CL A2017-01-112017-04-04$2,471$3,026-$555-$555
70. LITHIA MTRS INC CL A2017-01-112017-04-04$5,733$7,061-$1,328-$1,328
110. MULTI-COLOR CORP2017-04-04$7,436$7,436
40000. USA TREASURY NOTES 03.75% DUE 08/15/20412017-01-102017-04-04$45,716$45,809-$93-$93
65000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242017-04-04$65,683$65,552$131$131
15000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242017-04-04$15,156$15,127$29$29
480. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52014-02-262017-04-04$14,881$14,853$28$28
80. BRUNSWICK CORP2014-11-032017-04-05$4,695$3,769$926$926
60. BRUNSWICK CORP2014-11-032017-04-05$3,510$2,827$683$683
5000. AMERICAN CAMPUS CMNTYS CALL 01/15/2023 @ 100.000 COGT2016-12-092017-04-06$5,127$5,048$79$79
5000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC2015-04-282017-04-06$4,873$4,970-$97-$97
70. CHUY'S HOLDINGS INC2017-04-06$2,024$2,487-$463-$463
60. CHUY'S HOLDINGS INC2017-04-06$1,737$2,130-$393-$393
190. ELECTRONICS FOR IMAGING INC2017-04-06$9,125$8,905$220$220
80. ELECTRONICS FOR IMAGING INC2017-04-06$3,804$3,703$101$101
40. ELECTRONICS FOR IMAGING INC2017-02-102017-04-06$1,930$1,839$91$91
240. ORBOTECH LTD2017-04-06$7,568$7,541$27$27
120. ORBOTECH LTD2017-04-06$3,778$3,730$48$48
30. ORBOTECH LTD2017-02-232017-04-06$947$931$16$16
100. ACTUANT CORP CL A2016-12-092017-04-07$2,561$2,919-$358-$358
250. ALDER BIOPHARMACEUTICALS INC2017-04-07$4,960$8,257-$3,297-$3,297
450. ALDER BIOPHARMACEUTICALS INC2017-04-07$8,969$14,754-$5,785-$5,785
70. CHUY'S HOLDINGS INC2017-04-07$2,009$2,485-$476-$476
330. CLOVIS ONCOLOGY INC2017-01-172017-04-07$18,390$18,264$126$126
160. CLOVIS ONCOLOGY INC2017-01-172017-04-07$8,687$8,855-$168-$168
410. CLOVIS ONCOLOGY INC2017-04-07$22,194$22,340-$146-$146
100. COHU INC2015-11-192017-04-07$1,793$1,258$535$535
100. COMMUNITY HEALTHCARE TRUST I2015-11-192017-04-07$2,486$1,865$621$621
300. CONTROL4 CORP2017-04-07$4,631$4,277$354$354
200. DIME CMNTY BANCORP INC2015-11-192017-04-07$4,023$3,652$371$371
150. FOUR CORNERS PROPERTY TRUST2016-03-082017-04-07$3,487$2,600$887$887
200. JANUS CAPITAL GROUP INC MERGED 05/30/172015-11-192017-04-07$2,570$3,142-$572-$572
200. LEGG MASON INC2016-03-222017-04-07$7,267$7,008$259$259
100. NORTHWESTERN CORPORATION2015-11-192017-04-07$5,903$5,351$552$552
100. NUTRI/SYSTEM INC2013-06-212017-04-07$5,364$1,044$4,320$4,320
100. OMNICELL INC2015-11-192017-04-07$4,059$2,801$1,258$1,258
100. REGAL BELOIT CORP2014-02-052017-04-07$7,599$7,178$421$421
100. SELECTED INS GROUP INC2015-11-192017-04-07$4,471$3,405$1,066$1,066
100. SILICON MOTION TECHNOL ADR2013-01-182017-04-07$4,678$1,483$3,195$3,195
100. SYKES ENTERPRISES INC COM2015-11-192017-04-07$2,832$3,067-$235-$235
100. UNITED FIRE GROUP INC2015-11-192017-04-07$4,173$3,931$242$242
50. UNIVERSAL DISPLAY CORP2015-11-192017-04-07$4,217$2,410$1,807$1,807
65. WATSCO INC2008-06-262017-04-07$9,117$2,755$6,362$6,362
145. WATSCO INC2016-10-142017-04-07$20,337$20,510-$173-$173
100. TRINSEO S A SEDOL BN65SJ42016-12-072017-04-07$6,799$5,942$857$857
10. ORBOTECH LTD2017-02-232017-04-07$315$310$5$5
200. ORBOTECH LTD2017-04-07$6,226$6,141$85$85
60. ORBOTECH LTD2017-04-07$1,875$1,823$52$52
270. ALDER BIOPHARMACEUTICALS INC2017-04-10$5,368$8,847-$3,479-$3,479
370. ALDER BIOPHARMACEUTICALS INC2017-04-10$7,324$12,102-$4,778-$4,778
350. ALDER BIOPHARMACEUTICALS INC2017-04-10$6,986$11,427-$4,441-$4,441
120. CHUY'S HOLDINGS INC2016-06-102017-04-10$3,483$4,255-$772-$772
50. CHUY'S HOLDINGS INC2016-06-092017-04-10$1,449$1,765-$316-$316
110. ELECTRONICS FOR IMAGING INC2017-02-102017-04-10$5,386$5,056$330$330
120. FOUR CORNERS PROPERTY TRUST2017-04-10$2,762$2,079$683$683
350. FOUR CORNERS PROPERTY TRUST2017-04-10$8,095$6,056$2,039$2,039
170. MARTEN TRANSPORT LTD2017-04-10$4,077$3,332$745$745
880. O REILLY AUTOMOTIVE INC2017-04-10$225,363$206,813$18,550$18,550
140. WATSCO INC2017-04-10$19,678$5,929$13,749$13,749
60. ORBOTECH LTD2017-02-152017-04-10$1,865$1,816$49$49
210. ALDER BIOPHARMACEUTICALS INC2017-04-11$4,101$6,853-$2,752-$2,752
230. ALDER BIOPHARMACEUTICALS INC2017-04-11$4,523$7,467-$2,944-$2,944
150. CENTENE CORP2017-04-11$10,765$9,547$1,218$1,218
60. CHUY'S HOLDINGS INC2017-04-11$1,729$2,118-$389-$389
20. CHUY'S HOLDINGS INC2016-06-242017-04-11$581$706-$125-$125
1380. CINTAS CORP2015-01-292017-04-11$169,053$109,544$59,509$59,509
270. FOUR CORNERS PROPERTY TRUST2016-03-102017-04-11$6,279$4,671$1,608$1,608
30. FOUR CORNERS PROPERTY TRUST2016-03-102017-04-11$701$519$182$182
1. HEALTHSOUTH CORP COM2001-01-012017-04-11$204$204$204
100. MARTEN TRANSPORT LTD2017-04-11$2,368$1,899$469$469
95000. USA TREASURY NOTES 02.375% DUE 08/15/20242017-04-11$96,325$96,974-$649-$649
280000. USA TREASURY NOTES 02.375% DUE 08/15/20242017-04-11$283,905$278,548$5,357$5,357
80. ORBOTECH LTD2017-04-11$2,478$2,383$95$95
100. ORBOTECH LTD2016-06-102017-04-11$3,109$2,652$457$457
45000. ABBOTT LABORATORIES CALL 08/30/2026 @ 100.000 UNSC2016-11-182017-04-12$45,361$44,743$618$618
60. CHUY'S HOLDINGS INC2016-06-242017-04-12$1,715$2,110-$395-$395
140. ELECTRONICS FOR IMAGING INC2017-04-12$6,966$6,404$562$562
60. ELECTRONICS FOR IMAGING INC2017-04-12$2,954$2,678$276$276
20. VAIL RESORTS INC COM2016-09-302017-04-12$3,774$3,139$635$635
85. VAIL RESORTS INC COM2017-04-12$16,038$8,810$7,228$7,228
40. WATSCO INC2008-06-272017-04-12$5,497$1,681$3,816$3,816
100. WATSCO INC2008-06-272017-04-12$13,736$4,203$9,533$9,533
70. CHUY'S HOLDINGS INC2017-04-13$1,993$2,459-$466-$466
80. MARTEN TRANSPORT LTD2016-05-232017-04-13$1,800$1,518$282$282
5. VAIL RESORTS INC COM2015-09-302017-04-13$940$517$423$423
100. VAIL RESORTS INC COM2017-04-13$18,734$9,727$9,007$9,007
70. WATSCO INC2008-06-272017-04-13$9,529$2,942$6,587$6,587
90. WATSCO INC2008-06-272017-04-13$12,183$3,783$8,400$8,400
60. WATSCO INC2008-06-272017-04-13$8,172$2,522$5,650$5,650
570.41 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282017-04-15$570$570
19110.7 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A22016-03-152017-04-15$19,111$19,110$1$1
5181.25 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A32014-08-262017-04-15$5,181$5,180$1$1
13533.25 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A22015-07-152017-04-15$13,533$13,533
40. CHUY'S HOLDINGS INC2017-04-17$1,132$1,393-$261-$261
50. CHUY'S HOLDINGS INC2016-06-082017-04-17$1,410$1,738-$328-$328
140. MARTEN TRANSPORT LTD2016-05-232017-04-17$3,148$2,656$492$492
30. CHUY'S HOLDINGS INC2016-06-072017-04-18$831$1,032-$201-$201
40. CHUY'S HOLDINGS INC2016-06-072017-04-18$1,118$1,376-$258-$258
200. ELECTRONICS FOR IMAGING INC2017-04-18$9,919$8,906$1,013$1,013
180. MARTEN TRANSPORT LTD2016-05-232017-04-18$3,973$3,415$558$558
130. MARTEN TRANSPORT LTD2016-05-232017-04-18$2,846$2,467$379$379
470. SPIRIT AIRLINES INC2017-04-18$26,244$23,962$2,282$2,282
880. BURLINGTON STORES INC2016-11-142017-04-19$81,848$64,901$16,947$16,947
750. BURLINGTON STORES INC2015-04-202017-04-19$69,757$41,780$27,977$27,977
60. CHUY'S HOLDINGS INC2017-04-19$1,680$2,060-$380-$380
60. CHUY'S HOLDINGS INC2016-06-272017-04-19$1,683$2,051-$368-$368
100. ELECTRONICS FOR IMAGING INC2017-04-19$5,026$4,437$589$589
150. MARTEN TRANSPORT LTD2017-04-19$3,340$2,838$502$502
20. MARTEN TRANSPORT LTD2016-04-212017-04-19$446$374$72$72
290. MARTEN TRANSPORT LTD2016-04-212017-04-19$6,373$5,424$949$949
30. MARTEN TRANSPORT LTD2016-04-212017-04-19$664$561$103$103
110000. CAPITAL ONE FINANCIAL CO UNSC2017-04-20$111,915$113,046-$1,131-$1,131
110. CHUY'S HOLDINGS INC2016-06-272017-04-20$3,125$3,760-$635-$635
110. CHUY'S HOLDINGS INC2017-04-20$3,113$3,751-$638-$638
100. COHU INC2015-11-192017-04-20$1,899$1,258$641$641
100. COMMUNITY HEALTHCARE TRUST I2015-11-192017-04-20$2,476$1,865$611$611
300. CONTROL4 CORP2017-04-20$4,952$4,121$831$831
100. DOUGLAS DYNAMICS INC2015-11-192017-04-20$3,139$2,266$873$873
10. ELECTRONICS FOR IMAGING INC2017-01-102017-04-20$510$444$66$66
480. FOUR CORNERS PROPERTY TRUST2017-04-20$11,329$8,302$3,027$3,027
100. HEALTHSOUTH CORP NAME CHANGE 01/02/182015-01-212017-04-20$4,381$4,120$261$261
100. HOPE BANCORP INC2015-11-202017-04-20$1,864$1,619$245$245
300. JANUS CAPITAL GROUP INC MERGED 05/30/172015-11-192017-04-20$4,014$4,713-$699-$699
50. MKS INSTRS INC2015-11-192017-04-20$3,502$1,810$1,692$1,692
210. MARTEN TRANSPORT LTD2016-04-212017-04-20$4,572$3,928$644$644
320. MARTEN TRANSPORT LTD2017-04-20$7,034$5,884$1,150$1,150
150. MARTEN TRANSPORT LTD2017-04-20$3,297$2,683$614$614
80. NEXSTAR MEDIA GROUP INC2017-04-20$5,506$4,968$538$538
100. PHARMERICA CORP2015-11-192017-04-20$2,344$3,353-$1,009-$1,009
100. SELECTED INS GROUP INC2015-11-192017-04-20$4,684$3,405$1,279$1,279
100. SILICON MOTION TECHNOL ADR2013-01-182017-04-20$4,473$1,483$2,990$2,990
100. SYKES ENTERPRISES INC COM2015-11-192017-04-20$2,944$3,067-$123-$123
200. UMPQUA HLDGS C2016-12-012017-04-20$3,491$3,600-$109-$109
100. UNITED COMMUNITY BANKS/GA2015-11-192017-04-20$2,712$2,083$629$629
100. UNITED FINANCIAL BANCORP INC2015-11-192017-04-20$1,800$1,363$437$437
100. UNITED FIRE GROUP INC2015-11-192017-04-20$4,270$3,931$339$339
60000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-04-20$60,232$59,811$421$421
50. UNIVERSAL DISPLAY CORP2015-11-192017-04-20$4,317$2,410$1,907$1,907
10236.68 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A32015-02-252017-04-20$10,237$10,236$1$1
100. WADDELL & REED FINL INC CL A2010-07-292017-04-20$1,747$2,385-$638-$638
50. WELLCARE HEALTH PLANS, INC.2015-11-192017-04-20$7,513$3,794$3,719$3,719
140. CHUY'S HOLDINGS INC2017-04-21$3,987$4,667-$680-$680
90. ELECTRONICS FOR IMAGING INC2017-01-102017-04-21$4,188$3,992$196$196
400. FOUR CORNERS PROPERTY TRUST2017-04-21$9,408$6,900$2,508$2,508
1310. JOHNSON & JOHNSON COM2017-04-21$159,531$87,637$71,894$71,894
320. MARTEN TRANSPORT LTD2017-04-21$7,645$5,520$2,125$2,125
90. NEXSTAR MEDIA GROUP INC2016-12-062017-04-21$6,206$5,585$621$621
50. NEXSTAR MEDIA GROUP INC2016-12-062017-04-21$3,442$3,103$339$339
15000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS2017-04-212017-04-21$15,000$15,000
50. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372016-01-052017-04-21$1,262$1,537-$275-$275
970. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372017-04-21$24,483$28,520-$4,037-$4,037
530. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372017-04-21$13,367$14,384-$1,017-$1,017
470. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372017-02-232017-04-21$11,851$12,299-$448-$448
770. CHUY'S HOLDINGS INC2017-04-24$22,151$24,687-$2,536-$2,536
170. CHUY'S HOLDINGS INC2017-04-24$4,904$4,963-$59-$59
620. FORTINET INC2017-04-24$24,792$12,823$11,969$11,969
170. FOUR CORNERS PROPERTY TRUST2016-03-042017-04-24$3,944$2,923$1,021$1,021
240. FOUR CORNERS PROPERTY TRUST2016-03-042017-04-24$5,580$4,127$1,453$1,453
65000. MARRIOTT INTERNATIONAL SER R CALL 03/15/26 @100 UNSC2016-06-152017-04-24$63,370$64,596-$1,226-$1,226
120. NEXSTAR MEDIA GROUP INC2017-04-24$8,209$7,423$786$786
340. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372017-04-24$8,826$8,888-$62-$62
80. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372016-01-202017-04-24$2,077$2,077
160. CHUY'S HOLDINGS INC2017-04-25$4,666$4,635$31$31
80. CHUY'S HOLDINGS INC2016-09-282017-04-25$2,337$2,298$39$39
170. ACADIA PHARMACEUTICALS INC2017-01-132017-04-26$5,787$5,434$353$353
420. ACADIA PHARMACEUTICALS INC2017-04-26$14,278$13,317$961$961
160. CHUY'S HOLDINGS INC2017-04-26$4,605$4,563$42$42
.4 CIELO S.A. ADR2016-06-062017-04-26$3$3
80. VAIL RESORTS INC COM2015-01-132017-04-26$15,731$7,383$8,348$8,348
50. VAIL RESORTS INC COM2015-01-132017-04-26$9,830$4,614$5,216$5,216
90. ACADIA PHARMACEUTICALS INC2017-01-122017-04-27$2,992$2,844$148$148
590. ACADIA PHARMACEUTICALS INC2017-04-27$19,757$18,516$1,241$1,241
130. EAST WEST BANCORP INC2017-02-232017-04-27$7,275$7,082$193$193
320. EAST WEST BANCORP INC2017-04-27$17,907$4,971$12,936$12,936
150. SELECTED INS GROUP INC2015-11-192017-04-27$7,931$5,108$2,823$2,823
200. BROOKS AUTOMATION INC2017-04-28$5,048$1,880$3,168$3,168
1360. MUELLER WATER PRODUCTS INC SER A2016-04-192017-04-28$15,361$14,241$1,120$1,120
350. MUELLER WATER PRODUCTS INC SER A2017-04-28$3,935$3,660$275$275
110. SPIRIT AIRLINES INC2016-03-022017-04-28$6,344$5,428$916$916
300. SPIRIT AIRLINES INC2017-04-28$17,347$14,592$2,755$2,755
300. SPIRIT AIRLINES INC2016-02-262017-04-28$17,061$14,482$2,579$2,579
150. SPIRIT AIRLINES INC2017-04-28$8,648$7,213$1,435$1,435
1930.16 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182017-04-30$1,930$2,061-$131-$131
1795.25 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022017-04-30$1,795$1,933-$138-$138
386.93 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142017-04-30$387$404-$17-$17
1655.65 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112017-04-30$1,656$1,719-$63-$63
3514.39 FEDERAL NATL MTG ASSN POOL AL26102014-03-142017-04-30$3,514$3,539-$25-$25
512.52 FEDERAL NATL MTG ASSN POOL AL19482014-01-212017-04-30$513$533-$20-$20
1690.96 FEDERAL NATL MTG ASSN POOL AL22422015-05-112017-04-30$1,691$1,807-$116-$116
1565.03 FEDERAL NATL MTG ASSN POOL AL31912015-04-282017-04-30$1,565$1,654-$89-$89
2562.82 FEDERAL NATL MTG ASSN POOL AL39042014-05-022017-04-30$2,563$2,678-$115-$115
2381.43 FEDERAL NATL MTG ASSN POOL AO59402012-06-182017-04-30$2,381$2,497-$116-$116
2375.28 FEDERAL NATL MTG ASSN POOL AO76272012-11-052017-04-30$2,375$2,479-$104-$104
2613.61 FEDERAL NATL MTG ASSN POOL AP04952015-05-122017-04-30$2,614$2,728-$114-$114
1795.48 FEDERAL NATL MTG ASSN POOL AP21332014-11-192017-04-30$1,795$1,857-$62-$62
486.66 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202017-04-30$487$508-$21-$21
1049.88 FEDERAL NATL MTG ASSN POOL AS38412015-05-202017-04-30$1,050$1,091-$41-$41
3268.44 FEDERAL NATL MTG ASSN POOL AS53852015-09-112017-04-30$3,268$3,481-$213-$213
2520.14 FEDERAL NATL MTG ASSN POOL AS61112016-04-152017-04-30$2,520$2,697-$177-$177
713.89 FEDERAL NATL MTG ASSN POOL AS71552016-06-172017-04-30$714$737-$23-$23
432.02 FEDERAL NATL MTG ASSN POOL AS73432016-06-092017-04-30$432$445-$13-$13
2977.26 FEDERAL NATL MTG ASSN POOL AT21272014-11-142017-04-30$2,977$2,986-$9-$9
1539.54 FEDERAL NATL MTG ASSN POOL AT78992015-09-152017-04-30$1,540$1,596-$56-$56
97.49 FEDERAL NATL MTG ASSN POOL 7250422005-05-122017-04-30$97$98-$1-$1
105.06 FEDERAL NATL MTG ASSN POOL 7287092003-12-182017-04-30$105$107-$2-$2
56.44 FEDERAL NATL MTG ASSN POOL 7351412005-04-292017-04-30$56$57-$1-$1
167.82 FEDERAL NATL MTG ASSN POOL 7391872003-09-102017-04-30$168$169-$1-$1
118.37 FEDERAL NATL MTG ASSN POOL 7450872006-06-082017-04-30$118$115$3$3
238.5 FEDERAL NATL MTG ASSN POOL 8142602005-03-102017-04-30$239$239
1357.74 FEDERAL NATL MTG ASSN POOL AB18452011-08-162017-04-30$1,358$1,410-$52-$52
709.67 FEDERAL NATL MTG ASSN POOL AB20772011-04-152017-04-30$710$701$9$9
2070.24 FEDERAL NATL MTG ASSN POOL AB25182012-02-172017-04-30$2,070$2,158-$88-$88
1844.07 FEDERAL NATL MTG ASSN POOL AB45252012-05-162017-04-30$1,844$1,953-$109-$109
1532.81 FEDERAL NATL MTG ASSN POOL AB78592013-07-112017-04-30$1,533$1,537-$4-$4
4606.04 FEDERAL NATL MTG ASSN POOL AC36682010-10-052017-04-30$4,606$4,787-$181-$181
833.29 FEDERAL NATL MTG ASSN POOL MA05622014-02-102017-04-30$833$894-$61-$61
1141.85 FEDERAL NATL MTG ASSN POOL MA12362014-09-042017-04-30$1,142$1,172-$30-$30
1464.39 FEDERAL NATL MTG ASSN POOL MA14302015-05-122017-04-30$1,464$1,479-$15-$15
2127.76 FEDERAL NATL MTG ASSN POOL MA15252016-03-092017-04-30$2,128$2,220-$92-$92
1045.67 FEDERAL NATL MTG ASSN POOL MA26712016-10-282017-04-30$1,046$1,100-$54-$54
3247.94 FEDERAL NATL MTG ASSN POOL AD71342010-07-212017-04-30$3,248$3,435-$187-$187
392.28 FEDERAL NATL MTG ASSN POOL AD63692010-06-222017-04-30$392$404-$12-$12
1107.74 FEDERAL NATL MTG ASSN POOL AE09812011-10-172017-04-30$1,108$1,123-$15-$15
1115.78 GOVT NATL MTG ASSN POOL AA82732012-08-282017-04-30$1,116$1,197-$81-$81
1710.31 GOVT NATL MTG ASSN POOL 7443712012-02-162017-04-30$1,710$1,835-$125-$125
120000. ACTIVISION BLIZZARD SER 144A CALL 06/15/26 @100 COGT2017-05-01$117,457$118,197-$740-$740
380. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S2017-05-01$13,405$16,208-$2,803-$2,803
450. CIT GROUP INC2010-07-302017-05-01$20,851$16,286$4,565$4,565
1090. MUELLER WATER PRODUCTS INC SER A2017-05-01$12,110$11,317$793$793
130. MUELLER WATER PRODUCTS INC SER A2016-04-182017-05-01$1,443$1,341$102$102
110. MUELLER WATER PRODUCTS INC SER A2016-04-182017-05-01$1,224$1,135$89$89
440. PARKER HANNIFIN CORP2015-12-292017-05-01$69,797$43,784$26,013$26,013
120000. USA TREASURY NOTES 02.125% DUE 09/30/20212017-03-092017-05-01$121,730$120,222$1,508$1,508
380. WELLS FARGO & CO NEW COM2015-12-292017-05-01$20,718$20,993-$275-$275
520. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372016-01-202017-05-01$13,384$13,499-$115-$115
710. ORBOTECH LTD2016-06-102017-05-01$23,448$18,829$4,619$4,619
110. ORBOTECH LTD2016-06-102017-05-01$3,638$2,917$721$721
80. ORBOTECH LTD2016-06-102017-05-01$2,639$2,122$517$517
220. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S2017-05-02$7,830$9,240-$1,410-$1,410
360. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S2017-05-02$12,778$14,359-$1,581-$1,581
200. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S2017-05-02$7,099$7,082$17$17
2330. MUELLER WATER PRODUCTS INC SER A2017-05-02$25,949$23,585$2,364$2,364
570. MUELLER WATER PRODUCTS INC SER A2017-05-02$6,333$5,714$619$619
580. MUELLER WATER PRODUCTS INC SER A2017-05-02$6,473$5,800$673$673
10000. PHI INC CALL 03/15/2016 @ 102.625 COGT2014-12-302017-05-02$9,513$8,525$988$988
60000. USA TREASURY NOTES 02.500% DUE 02/15/20452017-05-02$54,473$63,524-$9,051-$9,051
540. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372017-05-02$13,750$13,232$518$518
640. ORBOTECH LTD2016-06-102017-05-02$20,991$16,973$4,018$4,018
480. MUELLER WATER PRODUCTS INC SER A2016-04-012017-05-03$5,290$4,790$500$500
420. MUELLER WATER PRODUCTS INC SER A2017-05-03$4,624$4,191$433$433
130. MUELLER WATER PRODUCTS INC SER A2016-04-012017-05-03$1,432$1,292$140$140
310. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372017-05-03$7,798$7,168$630$630
200. ORBOTECH LTD2017-02-152017-05-03$6,838$6,040$798$798
50. ALBEMARLE CORP2015-10-132017-05-04$5,469$2,520$2,949$2,949
200. BROOKS AUTOMATION INC2014-05-192017-05-04$5,257$1,879$3,378$3,378
700. CONTROL4 CORP2017-05-04$11,915$9,279$2,636$2,636
700. HARMONIC INC2017-05-04$3,495$5,383-$1,888-$1,888
600. MASIMO CORPORATION2017-05-04$57,361$10,260$47,101$47,101
170. MASIMO CORPORATION2007-08-082017-05-04$16,215$2,890$13,325$13,325
820. MUELLER WATER PRODUCTS INC SER A2017-05-04$8,959$8,112$847$847
380. MUELLER WATER PRODUCTS INC SER A2017-05-04$4,144$3,749$395$395
220. MUELLER WATER PRODUCTS INC SER A2016-03-302017-05-04$2,397$2,168$229$229
150. SILICON MOTION TECHNOL ADR2013-02-062017-05-04$7,578$2,176$5,402$5,402
2390. VANTIV INC CLASS A NAME CHG 01/16/182017-05-04$150,512$132,612$17,900$17,900
150. ARRIS INTERNATIONAL LTD SEDOL BZ04Y372016-04-012017-05-04$4,092$3,399$693$693
900. CONTROL4 CORP2017-05-05$16,081$11,753$4,328$4,328
5. GIBRALTAR INDUSTRIES INC2015-11-192017-05-05$161$126$35$35
1673. ISLE OF CAPRI CASINO INC2017-05-05$38,479$31,360$7,119$7,119
150. UNIVERSAL DISPLAY CORP2017-05-05$16,690$6,856$9,834$9,834
35000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC2015-04-282017-05-08$34,430$34,792-$362-$362
500. HARMONIC INC2017-05-08$2,518$3,807-$1,289-$1,289
65000. MICROSOFT CORP CALL 12/06/2023 UNSC2017-01-302017-05-08$65,629$64,527$1,102$1,102
45000. USA TREASURY NOTES 01.750% DUE 03/31/20222017-03-242017-05-08$44,663$44,548$115$115
100. UNIVERSAL DISPLAY CORP2016-02-082017-05-08$11,587$4,074$7,513$7,513
790. CHARTER COMMUNICATIONS INC-A2016-10-052017-05-09$256,299$211,680$44,619$44,619
2900. TYSON FDS INC COM2017-05-09$168,255$199,899-$31,644-$31,644
100000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242017-05-09$100,969$100,829$140$140
600. EXPRESS INC2017-05-10$5,613$8,678-$3,065-$3,065
170. MASIMO CORPORATION2007-08-082017-05-10$14,416$2,890$11,526$11,526
30. PACIRA PHARMACEUTICALS INC2015-06-232017-05-11$1,547$2,240-$693-$693
30. PACIRA PHARMACEUTICALS INC2015-06-232017-05-11$1,520$2,240-$720-$720
460. PACIRA PHARMACEUTICALS INC2017-05-11$23,478$31,731-$8,253-$8,253
480. PACIRA PHARMACEUTICALS INC2017-05-11$24,376$25,853-$1,477-$1,477
7760. SWISS RE LTD SPN ADR2017-05-11$170,961$153,428$17,533$17,533
2889. ULTRAPAR PARTICPAC - SPON ADR ISIN US90400P10122016-06-062017-05-11$68,395$57,006$11,389$11,389
65000. USA TREASURY NOTES 01.625% DUE 05/15/20262017-04-242017-05-11$61,047$61,613-$566-$566
200. AMN HEALTHCARE SERVICES2017-05-12$7,715$2,789$4,926$4,926
30. ALLEGHANY CORP DEL2016-05-042017-05-12$17,274$15,496$1,778$1,778
20. ALPHABET INC/CA-CL C2017-03-152017-05-12$18,591$16,933$1,658$1,658
287. ALTRIA GROUP INC2016-05-042017-05-12$20,285$18,210$2,075$2,075
50. AMERCO2016-01-072017-05-12$18,345$18,558-$213-$213
200. AMERICAN EAGLE OUTFITTERS INC2015-11-192017-05-12$2,697$3,072-$375-$375
174. APPLE INC2017-01-132017-05-12$27,111$20,688$6,423$6,423
341. BANK OF AMERICA CORP2016-05-042017-05-12$8,106$4,817$3,289$3,289
100. BENCHMARK ELECT2016-01-202017-05-12$3,209$1,922$1,287$1,287
11. BERKSHIRE HATHAWAY INC CLASS B2017-01-242017-05-12$1,789$1,759$30$30
198. BERKSHIRE HATHAWAY INC CLASS B2016-05-042017-05-12$32,206$28,534$3,672$3,672
47. BLACKROCK INC2016-05-042017-05-12$17,924$16,602$1,322$1,322
200. BRISTOL MYERS SQUIBB CO2016-05-042017-05-12$11,013$14,096-$3,083-$3,083
700. BROOKS AUTOMATION INC2017-05-12$19,169$6,488$12,681$12,681
330. CARMAX INC2016-05-042017-05-12$19,427$16,954$2,473$2,473
399. CARNIVAL CORP SEDOL 25230442016-05-042017-05-12$24,474$19,604$4,870$4,870
50. CHASE CORP2016-11-102017-05-12$5,262$3,352$1,910$1,910
106. CHEVRON CORPORATION2016-05-042017-05-12$11,187$10,666$521$521
393. CISCO SYS INC COM2016-05-042017-05-12$13,042$10,379$2,663$2,663
227. COCACOLA CO2011-01-032017-05-12$9,896$7,400$2,496$2,496
450. COMMUNITY HEALTHCARE TRUST I2015-11-192017-05-12$11,414$8,393$3,021$3,021
55000. CONSTELLATION BRANDS INC CALL 11/09/2046 COGT2017-05-022017-05-12$55,702$54,757$945$945
300. CONTROL4 CORP2017-05-12$5,226$3,837$1,389$1,389
200. DAKTRONICS INC2015-11-202017-05-12$1,893$2,000-$107-$107
148. DEERE & CO2016-05-042017-05-12$16,671$12,132$4,539$4,539
273. DOLLAR TREE INC2016-05-042017-05-12$22,007$21,980$27$27
141. EDGEWELL PERSONAL CARE CO-WI2016-05-042017-05-12$10,157$11,197-$1,040-$1,040
100. ENTEGRIS, INC2013-05-142017-05-12$2,401$953$1,448$1,448
55. FEDEX CORPORATION2016-05-042017-05-12$10,450$9,095$1,355$1,355
150. FOOT LOCKER INC2009-07-012017-05-12$11,192$1,569$9,623$9,623
117. GENERAL DYNAMICS CORP2016-05-042017-05-12$22,826$16,499$6,327$6,327
210. GENERAL ELEC CO COM2009-03-102017-05-12$5,915$1,847$4,068$4,068
100. GLOBAL PAYMENTS INC-W/I2012-04-022017-05-12$8,780$2,301$6,479$6,479
800. HARMONIC INC2017-05-12$4,092$5,968-$1,876-$1,876
150. HEALTHSOUTH CORP NAME CHANGE 01/02/182015-01-212017-05-12$7,137$6,181$956$956
150. IAC / INTERACTIVECORP-W/I2015-11-192017-05-12$15,339$9,341$5,998$5,998
650. JANUS CAPITAL GROUP INC MERGED 05/30/172017-05-12$9,458$10,175-$717-$717
100. KVH INDS INC2017-01-112017-05-12$964$1,163-$199-$199
170. LA Z BOY INC2015-11-192017-05-12$4,733$4,447$286$286
80. LA Z BOY INC2015-11-192017-05-12$2,257$2,093$164$164
100. LEGG MASON INC2016-03-222017-05-12$3,731$3,504$227$227
100. LIBERTY PPTY TR2013-12-172017-05-12$4,076$3,411$665$665
224. LILLY ELI & CO2016-05-042017-05-12$17,898$16,777$1,121$1,121
156. LOWES COMPANIES INC2016-05-042017-05-12$13,213$11,836$1,377$1,377
150. MKS INSTRS INC2015-11-192017-05-12$11,983$5,430$6,553$6,553
40. NEW MARKET CORPORATION2016-05-042017-05-12$18,185$16,327$1,858$1,858
260. NIKE INC CL B2016-08-242017-05-12$14,047$15,638-$1,591-$1,591
153. NORFOLK SOUTHN CORP COM2016-05-042017-05-12$17,783$13,547$4,236$4,236
100. NORTHWESTERN CORPORATION2015-11-192017-05-12$6,054$5,351$703$703
53. O REILLY AUTOMOTIVE INC2016-05-042017-05-12$13,628$14,232-$604-$604
150. OMNICELL INC2016-03-212017-05-12$6,181$4,020$2,161$2,161
250. ON ASSIGNMENT INC NAME CHANGE 04/02/182017-05-12$12,743$11,702$1,041$1,041
100. ORITANI FINL CORP NEW2014-01-242017-05-12$1,671$1,552$119$119
100. PGT INNOVATIONS INC2017-03-282017-05-12$1,169$1,047$122$122
350. PHARMERICA CORP2017-05-12$8,559$9,590-$1,031-$1,031
200. PHYSICIANS REALTY TRUST2015-11-192017-05-12$3,968$3,116$852$852
482. PROGRESSIVE CORP OHIO2016-05-042017-05-12$19,367$15,839$3,528$3,528
50. REX AMERICAN RESOURCES CORP2014-12-172017-05-12$5,258$3,071$2,187$2,187
150. SELECTED INS GROUP INC2015-11-192017-05-12$7,466$5,108$2,358$2,358
100. SILICON MOTION TECHNOL ADR2017-05-12$5,055$1,366$3,689$3,689
189. SOUTHWEST AIRLINES COM2017-01-202017-05-12$10,912$9,638$1,274$1,274
200. SYKES ENTERPRISES INC COM2017-05-12$6,519$4,674$1,845$1,845
150. TETRA TECH INC NEW COM2015-11-192017-05-12$6,863$4,059$2,804$2,804
40000. 21ST CENTY FOX AMER INC 06.650% DUE 11/15/20372016-10-212017-05-12$50,664$52,641-$1,977-$1,977
50. UNITED FIRE GROUP INC2015-11-192017-05-12$2,126$1,965$161$161
30000. USA TREASURY NOTES 02.500% DUE 08/15/20232017-04-202017-05-12$30,785$30,900-$115-$115
20000. USA TREASURY NOTES 02.500% DUE 08/15/20232017-04-202017-05-12$20,533$20,600-$67-$67
174. VERIZON COMMUNICATIONS COM2016-05-042017-05-12$8,019$8,850-$831-$831
218. VISA INC CLASS A SHARES2016-05-042017-05-12$20,134$16,748$3,386$3,386
300. VISHAY INTERTECHNOLOGY INC2017-05-12$4,992$3,599$1,393$1,393
50. VISTEON CORP2016-11-142017-05-12$5,313$3,812$1,501$1,501
200. WADDELL & REED FINL INC CL A2010-08-172017-05-12$3,396$4,703-$1,307-$1,307
100. WELLCARE HEALTH PLANS, INC.2015-11-192017-05-12$17,307$7,588$9,719$9,719
345. WELLS FARGO & CO NEW COM2016-05-042017-05-12$18,177$16,847$1,330$1,330
137.929 AURORA OFFSHORE FUND LTD II CLASS A SERIES 08/162016-08-312017-05-12$234,209$237,799-$3,590-$3,590
200. ORBOTECH LTD2017-02-082017-05-12$7,366$6,029$1,337$1,337
200. CONTROL4 CORP2017-05-15$3,675$2,513$1,162$1,162
6493.96 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282017-05-15$6,494$6,493$1$1
17497.22 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A22016-03-152017-05-15$17,497$17,497
6918.23 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A32014-08-262017-05-15$6,918$6,917$1$1
1. BAXTER INTERNATIONAL2001-01-012017-05-15$200$200$200
3628.76 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A22015-07-152017-05-15$3,629$3,629
250. NEUROCRINE BIOSCIENCES INC2017-05-15$13,616$10,687$2,929$2,929
60. NEUROCRINE BIOSCIENCES INC2016-12-072017-05-15$3,271$2,552$719$719
45000. USG CORP SR NOTES2016-11-252017-05-15$46,994$46,693$301$301
100. HELEN OF TROY LIMITED SEDOL 24195302016-10-282017-05-15$9,355$7,913$1,442$1,442
.48 CEMEX S.A.B. DE CV SPONSORED ADR2016-06-062017-05-16$4$3$1$1
200. CONTROL4 CORP2017-05-16$3,697$2,451$1,246$1,246
20. NEUROCRINE BIOSCIENCES INC2016-12-072017-05-16$1,079$851$228$228
120. NEUROCRINE BIOSCIENCES INC2017-05-16$6,465$5,105$1,360$1,360
190. NEXSTAR MEDIA GROUP INC2017-05-16$10,753$11,443-$690-$690
60. NEXSTAR MEDIA GROUP INC2015-11-232017-05-16$3,407$3,599-$192-$192
60. NEXSTAR MEDIA GROUP INC2015-11-232017-05-16$3,417$3,599-$182-$182
400. AMERICAN EAGLE OUTFITTERS INC2015-11-192017-05-17$4,833$6,144-$1,311-$1,311
3240. HD SUPPLY HOLDINGS INC2017-05-17$126,043$138,489-$12,446-$12,446
130000. MORGAN STANLEY UNSC2017-05-17$130,481$129,901$580$580
2730. GUGGENHEIM S&P 500 EQUAL WEIGHT NAME CHANGE 04/06/182013-05-242017-05-17$246,339$171,115$75,224$75,224
1044. SPDR TR UNIT SER 12013-05-242017-05-17$246,953$171,748$75,205$75,205
140000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS2017-05-172017-05-17$140,000$140,000
307. CENTENE CORP2017-05-18$22,993$13,444$9,549$9,549
276. CENTENE CORP2012-12-042017-05-18$20,680$11,058$9,622$9,622
200. CONTROL4 CORP2017-05-18$3,619$2,404$1,215$1,215
270. LA JOLLA PHARMACEUTICAL CO2017-03-232017-05-18$8,563$9,471-$908-$908
230. LA JOLLA PHARMACEUTICAL CO2017-05-18$7,434$8,015-$581-$581
890. LA JOLLA PHARMACEUTICAL CO2017-05-18$27,742$30,177-$2,435-$2,435
40. LA JOLLA PHARMACEUTICAL CO2017-03-232017-05-18$1,295$1,340-$45-$45
1. VESTAS WIND SYSTEM A S SECURITIES LITIGATION2001-01-012017-05-18$86$86$86
120. ACCELERON PHARMA INC2016-11-092017-05-19$3,201$3,874-$673-$673
120. ACLARIS THERAPEUTICS INC2017-04-242017-05-19$3,087$3,613-$526-$526
150. ACUSHNET HOLDINGS CORP2016-12-162017-05-19$2,822$2,989-$167-$167
50. ALBEMARLE CORP2015-10-132017-05-19$5,549$2,520$3,029$3,029
210. BMC STOCK HOLDINGS INC2017-05-19$4,331$4,995-$664-$664
120. BERRY GLOBAL GROUP INC2017-05-19$6,720$5,453$1,267$1,267
60. BRIGHT HORIZONS FAMILY SOLUT2017-01-112017-05-19$4,583$4,276$307$307
80. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S2015-12-112017-05-19$3,015$2,791$224$224
50. BRUNSWICK CORP2017-05-042017-05-19$2,768$2,807-$39-$39
800. CARDIOME PHARMA CORP MERGED 05/14/182017-05-19$3,300$7,794-$4,494-$4,494
60. CAVIUM INC2017-01-132017-05-19$4,293$3,843$450$450
190. CIENA CORP2017-02-172017-05-19$4,378$4,876-$498-$498
160. COLUMBIA PROPERTY TRUST INC2017-05-19$3,520$3,689-$169-$169
50. COMMUNITY HEALTHCARE TRUST I2017-02-242017-05-19$1,226$1,160$66$66
60. COMMVAULT SYSTEMS INC2017-05-052017-05-19$3,323$3,360-$37-$37
20. COSTAR GROUP INC2016-02-082017-05-19$5,097$3,123$1,974$1,974
60. DAVE & BUSTER'S ENTERTAINM2016-02-192017-05-19$4,036$2,083$1,953$1,953
340. DAVE & BUSTER'S ENTERTAINM2017-05-19$22,900$11,731$11,169$11,169
50. DAVE & BUSTER'S ENTERTAINM2016-02-162017-05-19$3,372$1,694$1,678$1,678
60. DEXCOM INC2017-04-202017-05-19$4,085$4,553-$468-$468
80. EAST WEST BANCORP INC2010-06-102017-05-19$4,389$1,235$3,154$3,154
310. ELDORADO RESORTS INC2017-05-19$6,184$5,604$580$580
50. ELECTRONICS FOR IMAGING INC2017-01-102017-05-19$2,355$2,218$137$137
40. ELECTRONICS FOR IMAGING INC2014-08-062017-05-19$1,884$1,773$111$111
30. EURONET SVCS INC COM2017-05-052017-05-19$2,504$2,534-$30-$30
90. FCB FINANCIAL HOLDINGS INC2017-05-19$4,162$3,444$718$718
40. FLOWSERVE CORP COM2017-04-202017-05-19$1,983$1,967$16$16
90. FORTINET INC2017-05-19$3,625$1,860$1,765$1,765
30. FULLER H B CO COM2017-05-052017-05-19$1,508$1,604-$96-$96
40. GENESCO INC2016-12-052017-05-19$1,822$2,794-$972-$972
60. HEXCEL CORP2009-06-032017-05-19$3,028$714$2,314$2,314
110. INSTALLED BUILDING PRODUCTS2015-07-312017-05-19$5,295$2,974$2,321$2,321
100. INTEGRA LIFESCIENCES HLDG CORP2017-05-172017-05-19$4,704$4,678$26$26
110. INTEGRATED DEVICE TECHNOLOGY INC2017-02-212017-05-19$2,589$2,741-$152-$152
20. IROBOT CORP2017-02-272017-05-19$1,872$1,169$703$703
70. JOHN BEAN TECHNOLOGY2016-03-042017-05-19$5,855$3,891$1,964$1,964
70. KLX INC-WHEN ISSUED MERGED 10/09/18 @ $63.00 P/S2017-01-242017-05-19$3,383$3,457-$74-$74
190. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092017-05-19$4,435$4,988-$553-$553
20. LITHIA MTRS INC CL A2017-01-112017-05-19$1,821$2,017-$196-$196
360. MGIC INVT CORP WIS2017-05-052017-05-19$3,803$3,847-$44-$44
30. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2017-04-072017-05-19$1,696$1,561$135$135
1. AMERICAN INTERNATIONAL GROUP, INC., SECURITIES LITIGATION2001-01-012017-05-19$938$25$913$913
15. MADISON SQUARE GARDEN CO/-WI2017-05-052017-05-19$2,957$3,004-$47-$47
10. MARKETAXESS HLDGS INC2016-09-302017-05-19$1,845$1,665$180$180
30. MASIMO CORPORATION2007-08-082017-05-19$2,570$510$2,060$2,060
60. MATSON INC W/I2017-03-012017-05-19$1,771$2,088-$317-$317
90. MEDICINES COMPANY2017-05-19$3,844$4,929-$1,085-$1,085
70. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2017-05-19$3,368$3,696-$328-$328
40. MONOLITHIC POWER SYSTEMS INC2015-01-282017-05-19$3,806$1,921$1,885$1,885
100. NATIONAL STORAGE AFFILIATES2017-05-19$2,379$2,341$38$38
110. NATURAL GROCERS BY VITAMIN C2017-01-252017-05-19$1,041$1,501-$460-$460
300. NEKTAR THERAPEUTICS2017-05-19$5,802$5,590$212$212
70. NEUROCRINE BIOSCIENCES INC2015-08-252017-05-19$3,754$2,967$787$787
70. NEXSTAR MEDIA GROUP INC2015-11-232017-05-19$3,986$4,199-$213-$213
40. NICE LTD2017-01-202017-05-19$2,960$2,806$154$154
200. NORTHWESTERN CORPORATION2015-11-192017-05-19$12,000$10,702$1,298$1,298
150. OMNICELL INC2017-05-19$6,126$6,066$60$60
140. ORBCOMM INC2017-04-252017-05-19$1,364$1,394-$30-$30
80. PACIFIC PREMIER BANCORP INC2017-02-152017-05-19$2,739$3,251-$512-$512
80. PACIRA PHARMACEUTICALS INC2016-05-032017-05-19$3,863$4,127-$264-$264
50. PROOFPOINT INC2017-05-052017-05-19$4,140$3,994$146$146
60. QTS REALTY TRUST INC-CL A2017-04-122017-05-19$3,059$3,078-$19-$19
90. RUSH ENTERPRISES INC CL A2017-05-052017-05-19$3,264$3,315-$51-$51
70. RYDER SYSTEM INC2016-04-272017-05-19$4,469$4,994-$525-$525
140. SONIC CORP2017-05-102017-05-19$3,965$4,100-$135-$135
60. SPIRIT AIRLINES INC2016-02-262017-05-19$3,256$2,877$379$379
120. SUMMIT MATERIALS INC -CL A2017-05-022017-05-19$3,298$3,265$33$33
50. TABLEAU SOFTWARE INC-CL A2016-11-092017-05-19$3,029$2,346$683$683
10. TESARO INC2017-01-172017-05-19$1,541$1,550-$9-$9
15. ULTIMATE SOFTWARE GROUP INC2017-05-052017-05-19$3,192$3,160$32$32
670000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242017-05-19$679,579$675,513$4,066$4,066
45000. USA TREASURY NOTE 01.625% DUE 12/31/20192017-03-242017-05-19$45,281$45,186$95$95
80. UNITI GROUP INC2017-04-202017-05-19$1,950$2,120-$170-$170
120. UNIVAR INC2017-05-052017-05-19$3,722$3,738-$16-$16
20. VAIL RESORTS INC COM2015-01-132017-05-19$4,036$1,846$2,190$2,190
120. WNS HOLDINGS LTD ADR2016-09-122017-05-19$4,004$3,678$326$326
15. WATSCO INC2008-06-272017-05-19$2,106$630$1,476$1,476
130. ZENDESK INC2016-11-022017-05-19$3,267$3,034$233$233
90. THE BANK OF N T BUTTERFIELD SEDOL BD8FF022017-05-19$3,010$3,113-$103-$103
80. ICON PLC SEDOL B94G4712017-03-292017-05-19$7,097$6,483$614$614
50. ORBOTECH LTD2016-06-102017-05-19$1,850$1,326$524$524
100. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792016-09-292017-05-19$4,431$3,694$737$737
150. WRIGHT MEDICAL GROUP N V ORD SEDOL BZ2JCC52014-02-262017-05-19$4,127$4,642-$515-$515
8525.52 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A32015-02-252017-05-20$8,526$8,525$1$1
400. CONTROL4 CORP2015-05-012017-05-22$7,278$3,941$3,337$3,337
400. DAVE & BUSTER'S ENTERTAINM2017-05-22$26,558$13,527$13,031$13,031
180. DAVE & BUSTER'S ENTERTAINM2017-05-22$11,985$6,074$5,911$5,911
70000. JPMORGAN CHASE & CO NOTES2017-05-22$75,916$69,913$6,003$6,003
30000. JPMORGAN CHASE & CO NOTES2016-12-022017-05-22$32,536$32,159$377$377
340. DAVE & BUSTER'S ENTERTAINM2016-02-182017-05-23$22,060$11,467$10,593$10,593
200. DAVE & BUSTER'S ENTERTAINM2017-05-23$13,048$6,671$6,377$6,377
200. DAVE & BUSTER'S ENTERTAINM2017-05-23$12,957$6,572$6,385$6,385
35000. DEUTSCHE BANK AG SEDOL ISIN US25152R5D132016-05-092017-05-23$35,320$34,999$321$321
200. ORBOTECH LTD2017-02-082017-05-23$6,698$6,029$669$669
110. IROBOT CORP2017-05-24$10,388$6,392$3,996$3,996
190. IROBOT CORP2017-05-24$17,936$10,958$6,978$6,978
10000. PHI INC CALL 03/15/2016 @ 102.625 COGT2014-12-302017-05-24$9,250$8,525$725$725
100. AMERCO2017-05-25$36,904$32,876$4,028$4,028
130. CIENA CORP2017-05-25$3,021$3,334-$313-$313
180. CIENA CORP2017-05-25$4,177$4,614-$437-$437
380. IROBOT CORP2017-05-25$35,660$21,725$13,935$13,935
160. IROBOT CORP2017-05-25$15,090$9,070$6,020$6,020
2850. JANUS CAPITAL GROUP INC MERGED 05/30/172017-05-25$40,638$31,551$9,087$9,087
1. ADELPHIA COMMUNICATIONS CL A2001-01-012017-05-26$53$53$53
400. CIENA CORP2017-02-172017-05-26$9,401$10,245-$844-$844
.626 ELDORADO RESORTS INC2016-07-192017-05-26$13$7$6$6
1110. LAM RESEARCH CORP2015-03-192017-05-26$170,581$87,355$83,226$83,226
420. CIENA CORP2017-05-30$9,914$9,544$370$370
260. NEKTAR THERAPEUTICS2017-05-30$5,406$4,837$569$569
120. NEKTAR THERAPEUTICS2017-04-132017-05-30$2,496$2,231$265$265
180. NEKTAR THERAPEUTICS2017-04-132017-05-30$3,421$3,346$75$75
90. NEKTAR THERAPEUTICS2017-04-132017-05-30$1,808$1,673$135$135
420. NEKTAR THERAPEUTICS2017-05-30$8,710$7,330$1,380$1,380
150. QORVO INC2017-05-30$11,709$6,770$4,939$4,939
160. CIENA CORP2017-05-31$3,798$3,489$309$309
1801.15 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182017-05-31$1,801$1,923-$122-$122
2329.06 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022017-05-31$2,329$2,507-$178-$178
3391.33 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142017-05-31$3,391$3,542-$151-$151
1559.86 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112017-05-31$1,560$1,619-$59-$59
3682.46 FEDERAL NATL MTG ASSN POOL AL26102014-03-142017-05-31$3,682$3,708-$26-$26
1066.46 FEDERAL NATL MTG ASSN POOL AL19482014-01-212017-05-31$1,066$1,110-$44-$44
3137.34 FEDERAL NATL MTG ASSN POOL AL22422015-05-112017-05-31$3,137$3,352-$215-$215
1650.72 FEDERAL NATL MTG ASSN POOL AL31912015-04-282017-05-31$1,651$1,744-$93-$93
2414.53 FEDERAL NATL MTG ASSN POOL AL39042014-05-022017-05-31$2,415$2,522-$107-$107
1268.14 FEDERAL NATL MTG ASSN POOL AO59402012-06-182017-05-31$1,268$1,329-$61-$61
1497.41 FEDERAL NATL MTG ASSN POOL AO76272012-11-052017-05-31$1,497$1,562-$65-$65
2539.13 FEDERAL NATL MTG ASSN POOL AP04952015-05-122017-05-31$2,539$2,650-$111-$111
2951.63 FEDERAL NATL MTG ASSN POOL AP21332014-11-192017-05-31$2,952$3,053-$101-$101
2417.48 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202017-05-31$2,417$2,525-$108-$108
898.22 FEDERAL NATL MTG ASSN POOL AS38412015-05-202017-05-31$898$933-$35-$35
1445.93 FEDERAL NATL MTG ASSN POOL AS53852015-09-112017-05-31$1,446$1,540-$94-$94
3101.3 FEDERAL NATL MTG ASSN POOL AS61112016-04-152017-05-31$3,101$3,318-$217-$217
899.48 FEDERAL NATL MTG ASSN POOL AS71552016-06-172017-05-31$899$929-$30-$30
498.53 FEDERAL NATL MTG ASSN POOL AS73432016-06-092017-05-31$499$514-$15-$15
4966.56 FEDERAL NATL MTG ASSN POOL AT21272014-11-142017-05-31$4,967$4,981-$14-$14
1880.49 FEDERAL NATL MTG ASSN POOL AT78992015-09-152017-05-31$1,880$1,950-$70-$70
131.03 FEDERAL NATL MTG ASSN POOL 7250422005-05-122017-05-31$131$132-$1-$1
43.88 FEDERAL NATL MTG ASSN POOL 7287092003-12-182017-05-31$44$45-$1-$1
55.07 FEDERAL NATL MTG ASSN POOL 7351412005-04-292017-05-31$55$56-$1-$1
177.77 FEDERAL NATL MTG ASSN POOL 7391872003-09-102017-05-31$178$179-$1-$1
164.69 FEDERAL NATL MTG ASSN POOL 7450872006-06-082017-05-31$165$160$5$5
139.04 FEDERAL NATL MTG ASSN POOL 8142602005-03-102017-05-31$139$139
1843.06 FEDERAL NATL MTG ASSN POOL AB18452011-08-162017-05-31$1,843$1,914-$71-$71
676.1 FEDERAL NATL MTG ASSN POOL AB20772011-04-152017-05-31$676$667$9$9
1956.63 FEDERAL NATL MTG ASSN POOL AB25182012-02-172017-05-31$1,957$2,039-$82-$82
2361.27 FEDERAL NATL MTG ASSN POOL AB45252012-05-162017-05-31$2,361$2,500-$139-$139
2572.92 FEDERAL NATL MTG ASSN POOL AB78592013-07-112017-05-31$2,573$2,580-$7-$7
2289.6 FEDERAL NATL MTG ASSN POOL AC36682010-10-052017-05-31$2,290$2,379-$89-$89
2208.73 FEDERAL NATL MTG ASSN POOL MA05622014-02-102017-05-31$2,209$2,369-$160-$160
1418.42 FEDERAL NATL MTG ASSN POOL MA12362014-09-042017-05-31$1,418$1,456-$38-$38
1218.89 FEDERAL NATL MTG ASSN POOL MA14302015-05-122017-05-31$1,219$1,231-$12-$12
2795.32 FEDERAL NATL MTG ASSN POOL MA15252016-03-092017-05-31$2,795$2,916-$121-$121
1434.13 FEDERAL NATL MTG ASSN POOL MA26712016-10-282017-05-31$1,434$1,508-$74-$74
2776.72 FEDERAL NATL MTG ASSN POOL AD71342010-07-212017-05-31$2,777$2,936-$159-$159
2162.91 FEDERAL NATL MTG ASSN POOL AD63692010-06-222017-05-31$2,163$2,230-$67-$67
1367.06 FEDERAL NATL MTG ASSN POOL AE09812011-10-172017-05-31$1,367$1,386-$19-$19
1873.57 GOVT NATL MTG ASSN POOL AA82732012-08-282017-05-31$1,874$2,010-$136-$136
270.4 GOVT NATL MTG ASSN POOL 7443712012-02-162017-05-31$270$290-$20-$20
110. NEKTAR THERAPEUTICS2016-07-292017-05-31$2,136$1,850$286$286
130. NEKTAR THERAPEUTICS2016-07-292017-05-31$2,470$2,187$283$283
130. NEKTAR THERAPEUTICS2016-07-292017-05-31$2,471$2,187$284$284
100. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S2017-06-01$4,028$3,483$545$545
200. CONTROL4 CORP2017-06-01$3,918$1,955$1,963$1,963
1945. EXPRESS INC2017-06-01$12,358$22,905-$10,547-$10,547
800. EXPRESS INC2017-06-01$5,083$10,265-$5,182-$5,182
455. EXPRESS INC2017-06-01$2,916$5,267-$2,351-$2,351
130. GENESCO INC2016-12-052017-06-02$4,774$9,079-$4,305-$4,305
30. GENESCO INC2017-06-02$1,106$2,079-$973-$973
65000. ORACLE CORP CALL 01/08/2034 @ 100.000 UNSC2014-06-302017-06-02$69,935$64,974$4,961$4,961
10000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-04-262017-06-02$10,113$9,985$128$128
40000. WAL-MART STORES INC SR NOTES2016-07-192017-06-02$51,235$54,694-$3,459-$3,459
200. ANGIODYNAMICS INC2017-06-05$3,059$2,278$781$781
170. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S2017-06-05$7,133$5,896$1,237$1,237
300. CONTROL4 CORP2015-05-012017-06-05$6,062$2,888$3,174$3,174
540. GENESCO INC2017-06-05$19,542$36,662-$17,120-$17,120
50. UNIVERSAL DISPLAY CORP2016-02-082017-06-05$6,037$2,037$4,000$4,000
50. VAIL RESORTS INC COM2015-01-132017-06-05$10,738$4,614$6,124$6,124
70. VAIL RESORTS INC COM2017-06-05$15,022$6,450$8,572$8,572
110. STRATASYS LTD ISIN IL0011267213 SEDOL B7WD7D72017-05-152017-06-05$3,033$3,324-$291-$291
100. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S2017-06-06$4,165$3,462$703$703
2170. EAST WEST BANCORP INC2017-06-06$116,686$33,312$83,374$83,374
360. GENESCO INC2017-06-06$12,743$23,076-$10,333-$10,333
200. PHARMERICA CORP2016-08-192017-06-06$5,091$4,419$672$672
200. PHYSICIANS REALTY TRUST2015-11-192017-06-06$4,163$3,116$1,047$1,047
60000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-04-262017-06-06$60,776$59,911$865$865
50. UNIVERSAL DISPLAY CORP2016-02-082017-06-06$6,206$2,037$4,169$4,169
270. STRATASYS LTD ISIN IL0011267213 SEDOL B7WD7D72017-06-06$7,426$8,140-$714-$714
40. STRATASYS LTD ISIN IL0011267213 SEDOL B7WD7D72017-05-122017-06-06$1,101$1,204-$103-$103
400. CONTROL4 CORP2015-05-012017-06-07$8,091$3,851$4,240$4,240
240. EAST WEST BANCORP INC2010-06-102017-06-07$12,937$3,681$9,256$9,256
50. GENESCO INC2017-01-092017-06-07$1,754$3,053-$1,299-$1,299
50. GENESCO INC2017-01-092017-06-07$1,749$3,053-$1,304-$1,304
200. OMNICELL INC2017-06-07$8,432$3,307$5,125$5,125
400. PHARMERICA CORP2016-03-172017-06-07$10,172$8,028$2,144$2,144
254. WESTERN REFINING INC2017-06-07$9,474$4,696$4,778$4,778
843. WESTERN REFINING INC2017-06-07$31,444$32,105-$661-$661
30. ICON PLC SEDOL B94G4712017-03-292017-06-07$2,905$2,431$474$474
310. ICON PLC SEDOL B94G4712017-06-07$30,098$23,554$6,544$6,544
200. CONTROL4 CORP2015-05-012017-06-08$4,168$1,925$2,243$2,243
200. PHARMERICA CORP2013-11-052017-06-08$5,195$3,748$1,447$1,447
50. UNIVERSAL DISPLAY CORP2015-11-062017-06-08$6,335$2,012$4,323$4,323
20. ICON PLC SEDOL B94G4712010-10-052017-06-08$1,932$441$1,491$1,491
60. ICON PLC SEDOL B94G4712016-06-242017-06-08$5,795$4,042$1,753$1,753
180. ICON PLC SEDOL B94G4712010-10-052017-06-08$17,422$3,969$13,453$13,453
1400. ACTUANT CORP CL A2017-06-09$34,930$38,947-$4,017-$4,017
400. BENCHMARK ELECT2017-06-09$13,544$7,649$5,895$5,895
600. BROOKS AUTOMATION INC2017-06-09$16,661$5,280$11,381$11,381
200. CONTROL4 CORP2015-05-012017-06-09$4,016$1,925$2,091$2,091
400. ENTEGRIS, INC2017-06-09$10,421$3,144$7,277$7,277
50. MKS INSTRS INC2015-11-192017-06-09$4,234$1,810$2,424$2,424
50. QORVO INC2016-01-072017-06-09$3,856$2,248$1,608$1,608
200. SILICON MOTION TECHNOL ADR2017-06-09$10,913$2,556$8,357$8,357
100. UNIVERSAL DISPLAY CORP2015-11-062017-06-09$12,450$4,024$8,426$8,426
1290. VAIL RESORTS INC COM2017-06-09$264,713$205,050$59,663$59,663
200. VISHAY INTERTECHNOLOGY INC2015-12-042017-06-09$3,397$2,382$1,015$1,015
400. BROOKS AUTOMATION INC2017-06-12$10,425$3,405$7,020$7,020
50000. GEORGIA POWER COMPANY SR NTS2017-06-12$51,409$48,766$2,643$2,643
55000. MASCO CORP DEB2015-01-052017-06-12$74,320$62,685$11,635$11,635
380. TESORO CORP NAME CHANGE 8/1/20172017-06-12$34,962$34,431$531$531
50000. USA TREASURY NOTES 02.500% DUE 02/15/20452017-06-12$46,400$52,534-$6,134-$6,134
65000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-06-12$65,480$64,871$609$609
290. HEXCEL CORP2009-06-032017-06-13$14,946$3,452$11,494$11,494
100. HEXCEL CORP2009-06-032017-06-13$5,160$1,190$3,970$3,970
100. TESORO CORP NAME CHANGE 8/1/20172017-01-032017-06-13$9,399$8,979$420$420
220. TESORO CORP NAME CHANGE 8/1/20172017-06-13$20,677$19,595$1,082$1,082
1790. ACCENTURE PLC CLASS A SEDOL B4BNMY32017-06-13$227,476$177,566$49,910$49,910
200. HNI CORP2017-06-14$8,153$6,920$1,233$1,233
90. HEXCEL CORP2017-06-14$4,636$1,046$3,590$3,590
.01 TESORO CORP NAME CHANGE 8/1/20172011-04-202017-06-14$1$1$1
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7196.49 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282017-06-15$7,196$7,195$1$1
18095.4 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A22016-03-152017-06-15$18,095$18,095
4120.16 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A32014-08-262017-06-15$4,120$4,119$1$1
200. SYKES ENTERPRISES INC COM2017-06-15$6,679$3,183$3,496$3,496
1880. APPLIED MATERIALS INC2017-06-16$81,316$53,765$27,551$27,551
540. LAM RESEARCH CORP2015-03-192017-06-16$80,074$42,497$37,577$37,577
2450. NIKE INC CL B2015-07-282017-06-16$124,938$138,695-$13,757-$13,757
2390. NUCOR CORP2017-02-132017-06-16$130,577$151,972-$21,395-$21,395
2100. QUINTILES TRANSNATIONAL HOLD NAME CHANGE 11/15/172017-06-16$182,270$143,151$39,119$39,119
55000. WHOLE FOODS MARKET INC CALL 09/03/2025 @ 100.000 COGT2017-04-202017-06-16$64,218$57,841$6,377$6,377
808. TESORO CORP NAME CHANGE 8/1/20172017-06-20$74,047$69,486$4,561$4,561
10194.83 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A32015-02-252017-06-20$10,195$10,194$1$1
65. MARKETAXESS HLDGS INC2016-03-102017-06-21$13,303$8,151$5,152$5,152
110. MARKETAXESS HLDGS INC2017-06-21$22,438$13,422$9,016$9,016
290. PROOFPOINT INC2017-06-21$24,978$22,826$2,152$2,152
490. EDGEWELL PERSONAL CARE CO-WI2016-05-042017-06-22$37,933$38,912-$979-$979
4276. GENERAL ELEC CO COM2009-03-102017-06-22$117,953$37,608$80,345$80,345
160. EDGEWELL PERSONAL CARE CO-WI2016-05-042017-06-23$12,397$12,706-$309-$309
860. EDGEWELL PERSONAL CARE CO-WI2016-05-042017-06-23$66,525$68,294-$1,769-$1,769
10000. BANKUNITED INC CALL 08/17/2025 @ 100.000 UNSC2016-08-222017-06-26$10,615$10,411$204$204
149. EDGEWELL PERSONAL CARE CO-WI2016-05-042017-06-26$11,508$11,832-$324-$324
391. EDGEWELL PERSONAL CARE CO-WI2016-10-032017-06-26$30,198$31,004-$806-$806
200. ANGIODYNAMICS INC2017-06-27$3,239$2,270$969$969
680. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S2017-06-27$29,899$23,358$6,541$6,541
200. CONTROL4 CORP2015-05-152017-06-27$3,971$1,900$2,071$2,071
130. EDGEWELL PERSONAL CARE CO-WI2016-10-032017-06-27$9,958$10,308-$350-$350
699. EDGEWELL PERSONAL CARE CO-WI2017-06-27$53,503$55,341-$1,838-$1,838
180. ELECTRONICS FOR IMAGING INC2017-06-27$8,520$7,946$574$574
40. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2017-04-072017-06-27$2,307$2,081$226$226
160. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2017-06-27$9,291$8,263$1,028$1,028
1. AMERICAN INTERNATIONAL GROUP, INC., SECURITIES LITIGATION2001-01-012017-06-27$1,050$1,050$1,050
1. POLYCOM INC 73172K1042001-01-012017-06-27$136$25$111$111
80. MONOLITHIC POWER SYSTEMS INC2015-01-282017-06-27$7,850$3,842$4,008$4,008
130. MONOLITHIC POWER SYSTEMS INC2017-06-27$12,735$6,220$6,515$6,515
330. NATIONAL STORAGE AFFILIATES2017-06-27$7,930$7,615$315$315
390. NATIONAL STORAGE AFFILIATES2017-06-27$9,344$8,408$936$936
120. NATIONAL STORAGE AFFILIATES2017-06-27$2,876$2,581$295$295
320. NATIONAL STORAGE AFFILIATES2017-06-27$7,687$6,869$818$818
200. NATIONAL STORAGE AFFILIATES2017-06-27$4,794$4,278$516$516
710. NATIONAL STORAGE AFFILIATES2017-06-27$17,075$14,926$2,149$2,149
200. RH2017-03-292017-06-27$12,819$8,613$4,206$4,206
65000. MYLAN NV SEDOL ISIN US62854AAN462016-10-072017-06-28$65,862$64,945$917$917
200. NATIONAL STORAGE AFFILIATES2017-06-28$4,803$4,106$697$697
10000. TEVA PHARMACEUT FIN BV COGT2016-03-072017-06-28$9,971$9,658$313$313
10000. TEVA PHARMACEUTICALS NE SEDOL ISIN US88167AAE102016-11-042017-06-28$9,530$9,622-$92-$92
10000. USA TREASURY NOTES 03.75% DUE 08/15/20412017-06-022017-06-28$11,829$11,761$68$68
15000. USA TREASURY NOTES 02.500% DUE 02/15/20452016-09-292017-06-28$14,170$15,677-$1,507-$1,507
70000. USA TREASURY NOTES 02.500% DUE 08/15/20232017-06-28$72,155$71,993$162$162
470. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2017-06-29$25,918$23,763$2,155$2,155
10. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2017-04-032017-06-29$569$497$72$72
100. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2017-06-29$5,597$4,961$636$636
390. NATIONAL STORAGE AFFILIATES2017-06-29$9,281$8,001$1,280$1,280
400. RH2017-06-29$25,449$17,050$8,399$8,399
10000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS2017-06-292017-06-29$10,000$10,000
2354.47 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182017-06-30$2,354$2,513-$159-$159
762.65 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022017-06-30$763$821-$58-$58
1808.07 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142017-06-30$1,808$1,888-$80-$80
2153.17 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112017-06-30$2,153$2,235-$82-$82
3613.32 FEDERAL NATL MTG ASSN POOL AL26102014-03-142017-06-30$3,613$3,638-$25-$25
943.33 FEDERAL NATL MTG ASSN POOL AL19482014-01-212017-06-30$943$982-$39-$39
4096.64 FEDERAL NATL MTG ASSN POOL AL22422015-05-112017-06-30$4,097$4,377-$280-$280
2254.87 FEDERAL NATL MTG ASSN POOL AL31912015-04-282017-06-30$2,255$2,382-$127-$127
2132.65 FEDERAL NATL MTG ASSN POOL AL39042014-05-022017-06-30$2,133$2,227-$94-$94
905.72 FEDERAL NATL MTG ASSN POOL AO59402012-06-182017-06-30$906$949-$43-$43
3101.64 FEDERAL NATL MTG ASSN POOL AO76272012-11-052017-06-30$3,102$3,235-$133-$133
2008.34 FEDERAL NATL MTG ASSN POOL AP04952015-05-122017-06-30$2,008$2,096-$88-$88
2627.94 FEDERAL NATL MTG ASSN POOL AP21332014-11-192017-06-30$2,628$2,718-$90-$90
510.96 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202017-06-30$511$534-$23-$23
1062.92 FEDERAL NATL MTG ASSN POOL AS38412015-05-202017-06-30$1,063$1,104-$41-$41
2624.96 FEDERAL NATL MTG ASSN POOL AS53852015-09-112017-06-30$2,625$2,795-$170-$170
4295.02 FEDERAL NATL MTG ASSN POOL AS61112016-04-152017-06-30$4,295$4,595-$300-$300
1328.91 FEDERAL NATL MTG ASSN POOL AS71552016-06-172017-06-30$1,329$1,372-$43-$43
1305.34 FEDERAL NATL MTG ASSN POOL AS73432016-06-092017-06-30$1,305$1,345-$40-$40
4978.93 FEDERAL NATL MTG ASSN POOL AT21272014-11-142017-06-30$4,979$4,993-$14-$14
1936.01 FEDERAL NATL MTG ASSN POOL AT78992015-09-152017-06-30$1,936$2,007-$71-$71
107.55 FEDERAL NATL MTG ASSN POOL 7250422005-05-122017-06-30$108$108
198.8 FEDERAL NATL MTG ASSN POOL 7287092003-12-182017-06-30$199$202-$3-$3
64.03 FEDERAL NATL MTG ASSN POOL 7351412005-04-292017-06-30$64$65-$1-$1
173.6 FEDERAL NATL MTG ASSN POOL 7391872003-09-102017-06-30$174$175-$1-$1
127.75 FEDERAL NATL MTG ASSN POOL 7450872006-06-082017-06-30$128$124$4$4
324.67 FEDERAL NATL MTG ASSN POOL 8142602005-03-102017-06-30$325$325
1944.54 FEDERAL NATL MTG ASSN POOL AB18452011-08-162017-06-30$1,945$2,020-$75-$75
320.76 FEDERAL NATL MTG ASSN POOL AB20772011-04-152017-06-30$321$317$4$4
557.18 FEDERAL NATL MTG ASSN POOL AB25182012-02-172017-06-30$557$580-$23-$23
2267.62 FEDERAL NATL MTG ASSN POOL AB45252012-05-162017-06-30$2,268$2,401-$133-$133
2353.88 FEDERAL NATL MTG ASSN POOL AB78592013-07-112017-06-30$2,354$2,360-$6-$6
816.4 FEDERAL NATL MTG ASSN POOL AC36682010-10-052017-06-30$816$848-$32-$32
1082.91 FEDERAL NATL MTG ASSN POOL MA05622014-02-102017-06-30$1,083$1,162-$79-$79
1923.47 FEDERAL NATL MTG ASSN POOL MA12362014-09-042017-06-30$1,923$1,974-$51-$51
1152.42 FEDERAL NATL MTG ASSN POOL MA14302015-05-122017-06-30$1,152$1,164-$12-$12
2663.99 FEDERAL NATL MTG ASSN POOL MA15252016-03-092017-06-30$2,664$2,779-$115-$115
2372.82 FEDERAL NATL MTG ASSN POOL MA26712016-10-282017-06-30$2,373$2,495-$122-$122
1140.34 FEDERAL NATL MTG ASSN POOL AD71342010-07-212017-06-30$1,140$1,206-$66-$66
6062.18 FEDERAL NATL MTG ASSN POOL AD63692010-06-222017-06-30$6,062$6,250-$188-$188
1302.57 FEDERAL NATL MTG ASSN POOL AE09812011-10-172017-06-30$1,303$1,320-$17-$17
2561.84 GOVT NATL MTG ASSN POOL AA82732012-08-282017-06-30$2,562$2,747-$185-$185
3698.66 GOVT NATL MTG ASSN POOL 7443712012-02-162017-06-30$3,699$3,966-$267-$267
140. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC2017-06-30$7,849$6,787$1,062$1,062
50000. QUALCOMM INC UNSC2017-05-192017-06-30$50,270$49,997$273$273
50000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-06-122017-06-30$50,098$50,412-$314-$314
59.652 AURORA OFFSHORE FUND LTD II CLASS A SERIES 08/162016-08-312017-06-30$100,352$102,844-$2,492-$2,492
.7 ICICI BANK LTD SPON ADR2016-06-062017-07-05$6$5$1$1
15000. BANKUNITED INC CALL 08/17/2025 @ 100.000 UNSC2017-07-06$15,770$15,594$176$176
200. PHARMERICA CORP2013-11-052017-07-06$5,257$3,748$1,509$1,509
300. BIOGEN INC2017-07-07$81,695$85,616-$3,921-$3,921
600. CELGENE CORP2016-11-212017-07-07$79,479$74,268$5,211$5,211
20. ELECTRONICS FOR IMAGING INC2014-02-272017-07-07$960$883$77$77
1107. EQUIFAX INC2017-07-07$153,399$110,805$42,594$42,594
103. EQUIFAX INC2015-05-212017-07-07$14,285$10,286$3,999$3,999
290. NATIONAL STORAGE AFFILIATES2017-07-07$6,464$5,918$546$546
200. CONTROL4 CORP2015-05-142017-07-10$4,087$1,888$2,199$2,199
40. NATIONAL STORAGE AFFILIATES2017-07-10$876$813$63$63
390. NATIONAL STORAGE AFFILIATES2017-07-10$8,490$7,791$699$699
120. NATIONAL STORAGE AFFILIATES2016-08-052017-07-10$2,638$2,388$250$250
200. CONTROL4 CORP2017-07-11$4,114$1,861$2,253$2,253
110. ELECTRONICS FOR IMAGING INC2017-07-11$5,230$4,853$377$377
200. IAC / INTERACTIVECORP-W/I2015-12-292017-07-11$20,769$12,200$8,569$8,569
70. NATIONAL STORAGE AFFILIATES2016-08-052017-07-11$1,514$1,393$121$121
800. NATIONAL STORAGE AFFILIATES2017-07-11$17,252$15,727$1,525$1,525
140. PARKER HANNIFIN CORP2015-12-292017-07-11$22,788$13,931$8,857$8,857
700. SUNTRUST BANKS INC COM2015-12-292017-07-11$40,261$30,678$9,583$9,583
950. WELLS FARGO & CO NEW COM2017-07-11$52,160$52,347-$187-$187
1500. FLEX LTD SEDOL 23530582015-12-292017-07-11$24,761$17,138$7,623$7,623
70000. CITIGROUP INC SUB2017-07-12$72,935$69,224$3,711$3,711
600. CONTROL4 CORP2017-07-12$13,400$5,571$7,829$7,829
70. ELECTRONICS FOR IMAGING INC2017-07-12$3,448$3,068$380$380
65000. EXPEDIA INC SER WI CALL 11/15/25 @100 COGT2015-12-012017-07-12$71,356$64,698$6,658$6,658
65000. EXPRESS SCRIPTS HOLDING CALL 12/01/2026 @ 100.000 COGT2017-01-192017-07-12$63,819$60,947$2,872$2,872
200. PHARMERICA CORP2013-11-052017-07-12$5,193$3,748$1,445$1,445
25000. ROYAL CARIBBEAN CRUISES LTD SR NT2011-05-242017-07-12$32,692$25,281$7,411$7,411
50. COHERENT INC2016-05-102017-07-13$13,264$4,383$8,881$8,881
300. CONTROL4 CORP2017-07-13$7,024$2,594$4,430$4,430
400. CONTROL4 CORP2017-07-13$9,366$3,610$5,756$5,756
20. ELECTRONICS FOR IMAGING INC2017-07-13$986$870$116$116
50. ELECTRONICS FOR IMAGING INC2017-07-13$2,428$2,175$253$253
65000. MASCO CORP CALL 08/15/2027 UNSC2017-06-122017-07-13$64,355$64,940-$585-$585
50. COHERENT INC2016-05-102017-07-14$13,603$4,383$9,220$9,220
200. CONTROL4 CORP2016-07-262017-07-14$4,668$1,708$2,960$2,960
100. HARMONIC INC2016-09-282017-07-14$478$573-$95-$95
500. HARMONIC INC2017-07-14$2,391$3,698-$1,307-$1,307
6906. FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282017-07-15$6,906$6,905$1$1
18951.43 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A22016-03-152017-07-15$18,951$18,951
2864.34 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A32014-08-262017-07-15$2,864$2,864
200. CONTROL4 CORP2016-07-262017-07-17$4,828$1,708$3,120$3,120
75000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-07-17$96,299$96,222$77$77
80. ELECTRONICS FOR IMAGING INC2015-05-282017-07-18$3,883$3,479$404$404
90. ELECTRONICS FOR IMAGING INC2017-07-18$4,354$3,907$447$447
10. ELECTRONICS FOR IMAGING INC2015-05-272017-07-18$489$433$56$56
15000. SELECT MEDICAL CORP CALL 06/01/2016 @ 104.781 COGT2013-05-132017-07-18$15,515$15,000$515$515
180. BRIGHT HORIZONS FAMILY SOLUT2017-07-19$14,358$12,578$1,780$1,780
390. BRIGHT HORIZONS FAMILY SOLUT2013-01-252017-07-19$31,109$10,909$20,200$20,200
80. BRIGHT HORIZONS FAMILY SOLUT2013-01-252017-07-19$6,386$2,238$4,148$4,148
200. COHU INC2017-06-162017-07-19$3,898$3,464$434$434
110. COSTAR GROUP INC2017-07-19$30,791$17,174$13,617$13,617
400. GENTEX CORP2016-01-072017-07-19$7,409$5,758$1,651$1,651
480. HEXCEL CORP2009-05-292017-07-19$26,179$5,100$21,079$21,079
200. VISHAY INTERTECHNOLOGY INC2015-12-042017-07-19$3,641$2,382$1,259$1,259
200. BARRACUDA NETWORKS INC MERGED 02/12/18 @ $27.55 P/S2017-05-242017-07-20$4,727$4,559$168$168
320. BRUNSWICK CORP2017-05-042017-07-20$19,096$17,962$1,134$1,134
80. BRUNSWICK CORP2017-05-042017-07-20$4,758$4,490$268$268
10. BRUNSWICK CORP2014-11-032017-07-20$595$471$124$124
110. BRUNSWICK CORP2014-11-032017-07-20$6,581$5,182$1,399$1,399
200. CONTROL4 CORP2017-07-20$4,657$1,695$2,962$2,962
100. CONTROL4 CORP2015-12-042017-07-20$2,328$740$1,588$1,588
200. HEXCEL CORP2009-05-292017-07-20$10,887$2,125$8,762$8,762
. VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A32000-12-312017-07-20
7648.35 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A32015-02-252017-07-20$7,648$836$6,812$6,812
200. ENTEGRIS, INC2009-07-012017-07-21$5,162$589$4,573$4,573
200. ANGIODYNAMICS INC2017-07-24$3,346$2,261$1,085$1,085
200. BROOKS AUTOMATION INC2017-07-24$5,186$1,645$3,541$3,541
820. HEXCEL CORP2017-07-25$42,775$8,671$34,104$34,104
130. HEXCEL CORP2009-05-282017-07-25$6,757$1,367$5,390$5,390
380. NEUROCRINE BIOSCIENCES INC2017-07-25$18,830$18,539$291$291
40. NEUROCRINE BIOSCIENCES INC2017-05-252017-07-25$1,956$1,940$16$16
65000. USA TREASURY NOTES 01.625% DUE 05/15/20262017-07-282017-07-25$61,554$61,760-$206-$206
250. ACLARIS THERAPEUTICS INC2017-07-26$7,415$7,524-$109-$109
20. ACLARIS THERAPEUTICS INC2017-04-242017-07-26$597$602-$5-$5
60. CAVIUM INC2017-01-132017-07-26$4,018$3,843$175$175
200. CAVIUM INC2017-07-26$13,238$12,492$746$746
60. ELECTRONICS FOR IMAGING INC2015-05-272017-07-26$2,909$2,596$313$313
50. ELECTRONICS FOR IMAGING INC2017-07-26$2,424$2,163$261$261
250. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2017-07-26$13,363$13,138$225$225
200. OMNICELL INC2017-07-26$8,673$2,597$6,076$6,076
50000. AT&T INC CALL 11/15/2020 @ 100.000 UNSC2011-03-072017-07-27$53,458$48,326$5,132$5,132
20. ACLARIS THERAPEUTICS INC2017-04-242017-07-27$591$602-$11-$11
149. ALEXION PHARMACEUTICALS INC2017-06-232017-07-27$19,790$18,920$870$870
35. ALLEGHANY CORP DEL2016-05-042017-07-27$21,307$18,079$3,228$3,228
24. ALPHABET INC/CA-CL C2017-03-152017-07-27$22,759$20,320$2,439$2,439
341. ALTRIA GROUP INC2016-05-042017-07-27$25,009$21,637$3,372$3,372
65000. AMERICAN EXPRESS CREDIT SER GMTN UNSC2014-08-152017-07-27$65,644$65,121$523$523
149. APPLE INC2016-06-162017-07-27$22,858$14,444$8,414$8,414
57. APPLE INC2017-01-132017-07-27$8,744$6,777$1,967$1,967
403. BANK OF AMERICA CORP2016-05-042017-07-27$9,809$5,693$4,116$4,116
248. BERKSHIRE HATHAWAY INC CLASS B2016-05-042017-07-27$42,743$35,740$7,003$7,003
56. BLACKROCK INC2016-05-042017-07-27$23,911$19,781$4,130$4,130
240. BRISTOL MYERS SQUIBB CO2016-05-042017-07-27$12,833$16,915-$4,082-$4,082
392. CARMAX INC2016-05-042017-07-27$26,104$20,140$5,964$5,964
475. CARNIVAL CORP SEDOL 25230442016-05-042017-07-27$31,661$23,338$8,323$8,323
126. CHEVRON CORPORATION2016-05-042017-07-27$13,239$12,679$560$560
467. CISCO SYS INC COM2016-05-042017-07-27$14,729$12,333$2,396$2,396
270. COCACOLA CO2016-05-042017-07-27$12,341$12,166$175$175
177. DEERE & CO2016-05-042017-07-27$22,592$14,509$8,083$8,083
325. DOLLAR TREE INC2016-09-162017-07-27$23,425$26,327-$2,902-$2,902
40. ELECTRONICS FOR IMAGING INC2015-05-262017-07-27$1,948$1,728$220$220
65. FEDEX CORPORATION2016-05-042017-07-27$13,667$10,749$2,918$2,918
135. GENERAL DYNAMICS CORP2016-05-042017-07-27$26,283$19,037$7,246$7,246
268. LILLY ELI & CO2016-05-042017-07-27$22,128$20,072$2,056$2,056
182. LOWES COMPANIES INC2016-05-042017-07-27$13,965$13,809$156$156
240. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S2017-07-27$12,979$12,401$578$578
10. NEUROCRINE BIOSCIENCES INC2015-08-252017-07-27$499$424$75$75
90. NEUROCRINE BIOSCIENCES INC2017-05-252017-07-27$4,491$4,365$126$126
180. NEUROCRINE BIOSCIENCES INC2015-08-252017-07-27$8,999$7,629$1,370$1,370
80. NEUROCRINE BIOSCIENCES INC2016-12-072017-07-27$4,000$3,369$631$631
110. NEUROCRINE BIOSCIENCES INC2016-12-072017-07-27$5,527$4,632$895$895
49. NEW MARKET CORPORATION2016-05-042017-07-27$22,508$20,001$2,507$2,507
314. NIKE INC CL B2016-08-242017-07-27$18,256$18,886-$630-$630
182. NORFOLK SOUTHN CORP COM2016-05-042017-07-27$20,763$16,115$4,648$4,648
63. O REILLY AUTOMOTIVE INC2016-05-042017-07-27$12,149$16,917-$4,768-$4,768
586. PROGRESSIVE CORP OHIO2016-05-042017-07-27$27,129$19,257$7,872$7,872
225. SOUTHWEST AIRLINES COM2017-01-202017-07-27$12,968$11,474$1,494$1,494
1500. TENCENT HOLDINGS LTD UNSPON ADR2016-06-062017-07-27$59,320$33,912$25,408$25,408
40000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-07-27$51,148$50,564$584$584
30000. USA TREASURY NOTES 01.750% DUE 03/31/20222017-03-242017-07-27$29,907$29,699$208$208
207. VERIZON COMMUNICATIONS COM2016-05-042017-07-27$9,838$10,528-$690-$690
255. VISA INC CLASS A SHARES2016-05-042017-07-27$25,497$19,591$5,906$5,906
408. WELLS FARGO & CO NEW COM2016-05-042017-07-27$22,309$19,923$2,386$2,386
20000. ABBOTT LABORATORIES CALL 08/30/2026 @ 100.000 UNSC2016-11-182017-07-28$20,601$19,886$715$715
10. ACLARIS THERAPEUTICS INC2017-04-242017-07-28$294$301-$7-$7
150. BASF SE SPONSORED ADR2017-07-28$14,024$5,189$8,835$8,835
150. BAYER A G SPONSORED ADR2017-07-28$18,961$12,990$5,971$5,971
450. BAYERISCHE MOTOREN-SPON ADR SEDOL BD6KTC92012-04-162017-07-28$13,694$13,439$255$255
675. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD142015-08-072017-07-28$34,034$24,476$9,558$9,558
175. CANADIAN NATL RAILWAY CO SEDOL 22109592014-05-282017-07-28$13,828$10,517$3,311$3,311
1250. COMPAGNIE DE SAINT-UNSP ADR ADR SEDOL B3K9YH22014-04-042017-07-28$13,865$15,727-$1,862-$1,862
1625. COMPAGNIE FINANCIERE RICHEMONT A SWITZ ADR2009-05-222017-07-28$13,637$3,428$10,209$10,209
225. DAIMLER AG-UNSPONSORED ADR SEDOL BYVH3312013-10-312017-07-28$15,773$18,489-$2,716-$2,716
110. ELECTRONICS FOR IMAGING INC2017-07-28$5,286$4,745$541$541
675. EXPERIAN PLC SPON ADR2013-10-302017-07-28$13,312$13,781-$469-$469
750. FANUC CORP ADR2016-10-072017-07-28$16,111$13,215$2,896$2,896
675. INTESA SAN PAOLO SPA2015-07-142017-07-28$13,765$15,282-$1,517-$1,517
225. LUXOTTICA GROUP S P A SPONSORED ADR2013-05-242017-07-28$13,368$11,941$1,427$1,427
325. NOVO NORDISK A S ADR2016-06-062017-07-28$13,685$18,560-$4,875-$4,875
1125. RAKUTEN INC ADR2014-02-262017-07-28$13,905$17,005-$3,100-$3,100
50. ROCHE HOLDINGS LTD ADR2008-05-202017-07-28$1,566$1,091$475$475
600. ROCHE HOLDINGS LTD ADR2017-05-262017-07-28$18,787$20,549-$1,762-$1,762
1125. ROLLS-ROYCE HOLDINGS PLC SPONSORED ADR2014-02-252017-07-28$13,615$18,459-$4,844-$4,844
125. SAP SE SPONSORED ADR2017-05-112017-07-28$13,295$12,757$538$538
275. SHIRE PLC SPONSORED ADR2015-06-242017-07-28$46,055$69,810-$23,755-$23,755
275. SIEMENS AG SPONSORED ADR2013-09-052017-07-28$18,659$15,213$3,446$3,446
1200. SMITH & NEPHEW PLC SPDN ADR2017-07-28$42,219$33,944$8,275$8,275
200. SYKES ENTERPRISES INC COM2017-07-28$6,766$3,159$3,607$3,607
475. TAIWAN SEMICONDUCTOR MTG CO ADR2017-02-162017-07-28$17,008$15,142$1,866$1,866
625. TENCENT HOLDINGS LTD UNSPON ADR2016-06-062017-07-28$24,620$14,130$10,490$10,490
125. TOYOTA MTR CORP ADR 2 COM2012-09-062017-07-28$14,001$10,024$3,977$3,977
129. WPP PLC ADR2011-06-162017-07-28$13,155$7,715$5,440$5,440
750. UBS GROUP AG SEDOL BRJL1762013-09-192017-07-28$13,099$16,017-$2,918-$2,918
150. ASML HOLDING NV-NY SEDOL B908F012017-05-112017-07-28$22,855$20,019$2,836$2,836
140. ABBOTT LABORATORIES INC2016-07-192017-07-31$6,905$5,846$1,059$1,059
140. AGILENT TECHNOLOGIES (IPO)2017-04-242017-07-31$8,376$7,610$766$766
170. ALLISON TRANSMISSION HOLDING2017-01-252017-07-31$6,441$6,036$405$405
30. ALPHABET INC/CA-CL A2015-11-032017-07-31$28,322$22,409$5,913$5,913
90. ALTRIA GROUP INC2013-05-102017-07-31$5,851$3,297$2,554$2,554
80. AMGEN INC2015-11-202017-07-31$14,022$12,823$1,199$1,199
120. ANALOG DEVICES INC2017-06-132017-07-31$9,507$9,732-$225-$225
300. APPLE INC2017-05-092017-07-31$44,552$46,235-$1,683-$1,683
200. APPLIED MATERIALS INC2016-07-192017-07-31$8,808$5,306$3,502$3,502
210. BERRY GLOBAL GROUP INC2016-08-152017-07-31$11,728$9,145$2,583$2,583
30. BIOGEN INC2016-08-102017-07-31$8,698$8,525$173$173
70. BURLINGTON STORES INC2015-04-202017-07-31$6,044$3,900$2,144$2,144
190. CDW CORP/DE2014-06-202017-07-31$12,078$6,095$5,983$5,983
130. CSX CORP COM2017-05-172017-07-31$6,435$6,556-$121-$121
180. CARNIVAL CORP SEDOL 25230442017-04-102017-07-31$12,022$10,582$1,440$1,440
60. CELGENE CORP2016-11-212017-07-31$8,137$7,427$710$710
390. COMCAST CORPORATION CL A2017-07-31$15,768$13,143$2,625$2,625
50. CONSTELLATION BRANDS INC CL A2014-05-162017-07-31$9,675$4,109$5,566$5,566
70. DISNEY WALT CO2012-06-262017-07-31$7,698$3,313$4,385$4,385
40. DOMINO'S PIZZA, INC.2016-11-042017-07-31$7,405$6,666$739$739
150. DOW CHEMICAL CO2015-04-282017-07-31$9,693$7,732$1,961$1,961
60. DR PEPPER SNAPPLE GROUP INC2014-10-092017-07-31$5,471$3,850$1,621$1,621
70. EDWARDS LIFESCIENCES CORP2014-06-022017-07-31$8,017$2,828$5,189$5,189
100. ELECTRONICS FOR IMAGING INC2017-07-31$4,832$4,308$524$524
110. FACEBOOK INC2016-09-142017-07-31$18,603$14,111$4,492$4,492
70. FACEBOOK INC2016-05-132017-07-31$11,838$8,392$3,446$3,446
30. FACTSET RESH SYS INC2017-01-062017-07-31$5,012$5,133-$121-$121
1393.05 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182017-07-31$1,393$1,487-$94-$94
1486.84 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022017-07-31$1,487$1,600-$113-$113
2187.58 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142017-07-31$2,188$2,284-$96-$96
1995.65 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112017-07-31$1,996$2,071-$75-$75
3673.88 FEDERAL NATL MTG ASSN POOL AL26102017-08-222017-07-31$3,674$3,736-$62-$62
1102.31 FEDERAL NATL MTG ASSN POOL AL19482014-01-212017-07-31$1,102$1,147-$45-$45
3343.27 FEDERAL NATL MTG ASSN POOL AL22422015-05-112017-07-31$3,343$3,572-$229-$229
1366.78 FEDERAL NATL MTG ASSN POOL AL31912015-04-282017-07-31$1,367$1,443-$76-$76
2298.41 FEDERAL NATL MTG ASSN POOL AL39042014-05-022017-07-31$2,298$2,399-$101-$101
904.16 FEDERAL NATL MTG ASSN POOL AO59402012-06-182017-07-31$904$948-$44-$44
1488.02 FEDERAL NATL MTG ASSN POOL AO76272012-11-052017-07-31$1,488$1,551-$63-$63
959.82 FEDERAL NATL MTG ASSN POOL AP04952015-05-122017-07-31$960$1,001-$41-$41
2005.57 FEDERAL NATL MTG ASSN POOL AP21332014-11-192017-07-31$2,006$2,074-$68-$68
2622.78 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202017-07-31$2,623$2,739-$116-$116
1307.47 FEDERAL NATL MTG ASSN POOL AS38412015-05-202017-07-31$1,307$1,357-$50-$50
1615.95 FEDERAL NATL MTG ASSN POOL AS53852015-09-112017-07-31$1,616$1,720-$104-$104
3770.47 FEDERAL NATL MTG ASSN POOL AS61112016-04-152017-07-31$3,770$4,034-$264-$264
515.14 FEDERAL NATL MTG ASSN POOL AS71552016-06-172017-07-31$515$532-$17-$17
1055.15 FEDERAL NATL MTG ASSN POOL AS73432016-06-092017-07-31$1,055$1,087-$32-$32
2247.13 FEDERAL NATL MTG ASSN POOL AT21272014-11-142017-07-31$2,247$2,254-$7-$7
2249.34 FEDERAL NATL MTG ASSN POOL AT78992015-09-152017-07-31$2,249$2,332-$83-$83
114.87 FEDERAL NATL MTG ASSN POOL 7250422005-05-122017-07-31$115$116-$1-$1
114.25 FEDERAL NATL MTG ASSN POOL 7287092003-12-182017-07-31$114$116-$2-$2
50.95 FEDERAL NATL MTG ASSN POOL 7351412005-04-292017-07-31$51$51
170.13 FEDERAL NATL MTG ASSN POOL 7391872003-09-102017-07-31$170$171-$1-$1
152.96 FEDERAL NATL MTG ASSN POOL 7450872006-06-082017-07-31$153$148$5$5
21.87 FEDERAL NATL MTG ASSN POOL 8142602005-03-102017-07-31$22$22
1930.79 FEDERAL NATL MTG ASSN POOL AB18452011-08-162017-07-31$1,931$2,005-$74-$74
1052.55 FEDERAL NATL MTG ASSN POOL AB20772011-04-152017-07-31$1,053$1,039$14$14
1028.43 FEDERAL NATL MTG ASSN POOL AB25182012-02-172017-07-31$1,028$1,071-$43-$43
732.54 FEDERAL NATL MTG ASSN POOL AB45252012-05-162017-07-31$733$775-$42-$42
2272.81 FEDERAL NATL MTG ASSN POOL AB78592013-07-112017-07-31$2,273$2,279-$6-$6
1370.67 FEDERAL NATL MTG ASSN POOL AC36682010-10-052017-07-31$1,371$1,424-$53-$53
1292.66 FEDERAL NATL MTG ASSN POOL MA05622014-02-102017-07-31$1,293$1,386-$93-$93
2494.31 FEDERAL NATL MTG ASSN POOL MA12362014-09-042017-07-31$2,494$2,560-$66-$66
1647.49 FEDERAL NATL MTG ASSN POOL MA14302015-05-122017-07-31$1,647$1,664-$17-$17
2219.86 FEDERAL NATL MTG ASSN POOL MA15252016-03-092017-07-31$2,220$2,316-$96-$96
1382.09 FEDERAL NATL MTG ASSN POOL MA26712016-10-282017-07-31$1,382$1,453-$71-$71
2081.36 FEDERAL NATL MTG ASSN POOL AD71342010-07-212017-07-31$2,081$2,201-$120-$120
382.21 FEDERAL NATL MTG ASSN POOL AD63692010-06-222017-07-31$382$394-$12-$12
1171.86 FEDERAL NATL MTG ASSN POOL AE09812011-10-172017-07-31$1,172$1,188-$16-$16
1093.45 GOVT NATL MTG ASSN POOL AA82732012-08-282017-07-31$1,093$1,172-$79-$79
1571.71 GOVT NATL MTG ASSN POOL 7443712012-02-162017-07-31$1,572$1,685-$113-$113
60. GENERAL DYNAMICS CORP2015-06-032017-07-31$11,798$8,452$3,346$3,346
150. HOLOGIC INC2016-12-122017-07-31$6,630$5,977$653$653
130. HOME DEPOT INC COM2017-04-112017-07-31$19,478$19,214$264$264
70. HONEYWELL INTL INC2016-07-082017-07-31$9,563$8,231$1,332$1,332
50. ILLINOIS TOOL WORKS INC COM2016-06-152017-07-31$7,043$5,271$1,772$1,772
240. INTEL CORP2016-08-182017-07-31$8,508$8,380$128$128
240. JD.COM INC-ADR ADR SEDOL BMM27D92017-06-092017-07-31$10,860$9,994$866$866
100. KRAFT HEINZ CO/THE2016-09-142017-07-31$8,747$8,800-$53-$53
40. LAM RESEARCH CORP2015-03-192017-07-31$6,365$3,148$3,217$3,217
60. MASTERCARD INC CL A2016-11-042017-07-31$7,671$6,221$1,450$1,450
110. MCDONALDS CORP COM2017-06-162017-07-31$17,047$16,780$267$267
360. MICROSOFT CORP2016-11-072017-07-31$26,233$21,749$4,484$4,484
50. MOHAWK INDS INC2016-09-012017-07-31$12,426$10,616$1,810$1,810
190. MORGAN STANLEY2016-09-302017-07-31$8,911$6,076$2,835$2,835
30. NORTHROP GRUMMAN CORPORATION2015-07-162017-07-31$7,903$5,092$2,811$2,811
12487.512 OPPENHEIMER DEVELOPING MARKETS FUND CLASS Y2017-07-31$500,000$444,714$55,286$55,286
70. PARKER HANNIFIN CORP2017-06-162017-07-31$11,608$11,320$288$288
150. PEPSICO INC COM2015-08-062017-07-31$17,504$14,902$2,602$2,602
150. PINNACLE FOODS INC MERGED 10/26/18 @ $43.11 P/S2016-12-152017-07-31$8,892$7,664$1,228$1,228
110. PROLOGIS INC2016-09-232017-07-31$6,700$6,003$697$697
40. RAYTHEON COMPANY2016-01-252017-07-31$6,865$4,761$2,104$2,104
60. ROCKWELL INTL CORP NEW COM2017-06-162017-07-31$9,904$9,799$105$105
3185. GUGGENHEIM S&P 500 EQUAL WEIGHT NAME CHANGE 04/06/182013-05-242017-07-31$299,797$199,635$100,162$100,162
80. S&P GLOBAL INC2016-07-292017-07-31$12,304$9,774$2,530$2,530
1216. SPDR TR UNIT SER 12013-05-242017-07-31$300,223$200,044$100,179$100,179
140. SCRIPPS NETWORKS INTERAC CL A2016-03-212017-07-31$12,253$9,085$3,168$3,168
30. SHERWIN-WILLIAMS CO2017-06-162017-07-31$10,147$10,526-$379-$379
50. STRYKER CORP2017-03-152017-07-31$7,350$6,611$739$739
140. TEXAS INSTRS INC COM2016-09-012017-07-31$11,414$9,742$1,672$1,672
40. THERMO ELECTRON CORP COM2015-08-182017-07-31$7,022$5,424$1,598$1,598
110. THOR INDUSTRIES INC2017-02-272017-07-31$11,576$12,321-$745-$745
250. TOLL BROTHERS INC2017-03-102017-07-31$9,655$9,074$581$581
180. TOTAL SYSTEMS SERVICES INC2017-07-072017-07-31$11,419$10,579$840$840
110. UNITEDHEALTH GROUP INC COM2017-06-162017-07-31$21,062$20,036$1,026$1,026
200. YUM CHINA HOLDINGS INC -W/I2017-04-192017-07-31$7,166$6,607$559$559
180. ZENDESK INC2017-07-31$5,279$4,109$1,170$1,170
20. ZENDESK INC2016-11-022017-07-31$587$467$120$120
140. AMDOCS LIMITED ISIN BG00225690802015-03-312017-07-31$9,409$7,648$1,761$1,761
130. INGERSOLL-RAND PLC SEDOL: B6330302016-05-132017-07-31$11,419$8,542$2,877$2,877
160. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH01029931822017-06-092017-07-31$12,878$12,844$34$34
50. BROADCOM LTD EXCH 04/05/182017-05-042017-07-31$12,311$11,265$1,046$1,046
50. ELECTRONICS FOR IMAGING INC2015-09-302017-08-01$2,439$2,152$287$287
20. ELECTRONICS FOR IMAGING INC2015-09-302017-08-01$976$861$115$115
1340. HARMONIC INC2016-09-282017-08-01$5,232$7,672-$2,440-$2,440
660. HARMONIC INC2017-08-01$2,579$3,620-$1,041-$1,041
500. HARMONIC INC2015-12-042017-08-01$1,954$2,720-$766-$766
75000. USA TREASURY NOTES 02.125% DUE 09/30/20212017-03-092017-08-01$76,242$75,131$1,111$1,111
50. VISTEON CORP2016-11-142017-08-01$5,491$3,812$1,679$1,679
90. ZENDESK INC2017-08-01$2,627$2,049$578$578
130. ZENDESK INC2017-08-01$3,764$2,957$807$807
140. ZENDESK INC2017-08-01$4,046$3,184$862$862
130. DEXCOM INC2017-08-02$9,241$9,803-$562-$562
260. DEXCOM INC2017-08-02$18,473$19,351-$878-$878
435. HARMONIC INC2015-11-202017-08-02$1,701$2,342-$641-$641
165. HARMONIC INC2017-08-02$651$883-$232-$232
950. PHARMERICA CORP2017-08-02$27,418$17,650$9,768$9,768
30. ULTIMATE SOFTWARE GROUP INC2017-05-052017-08-02$6,007$6,320-$313-$313
45. ULTIMATE SOFTWARE GROUP INC2017-08-02$9,058$5,299$3,759$3,759
5. ULTIMATE SOFTWARE GROUP INC2017-05-052017-08-02$1,006$1,053-$47-$47
30. ULTIMATE SOFTWARE GROUP INC2012-07-062017-08-02$6,030$2,679$3,351$3,351
15. ULTIMATE SOFTWARE GROUP INC2017-08-02$3,037$1,333$1,704$1,704
70. ULTIMATE SOFTWARE GROUP INC2017-08-02$14,110$6,144$7,966$7,966
15000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-02-222017-08-02$19,389$18,916$473$473
105000. VERIZON COMMUNICATIONS UNSC2017-08-02$101,330$104,894-$3,564-$3,564
20. ELECTRONICS FOR IMAGING INC2015-09-302017-08-03$792$861-$69-$69
2980. SCRIPPS NETWORKS INTERAC CL A2017-08-03$261,984$193,378$68,606$68,606
260. SPIRIT AIRLINES INC2017-08-03$10,163$14,071-$3,908-$3,908
390. SPIRIT AIRLINES INC2017-08-03$15,271$20,541-$5,270-$5,270
90. CAVIUM INC2017-08-04$5,502$5,529-$27-$27
50. CAVIUM INC2017-01-092017-08-04$2,973$3,068-$95-$95
200. CONTROL4 CORP2015-12-042017-08-04$4,514$1,480$3,034$3,034
1370. ELECTRONICS FOR IMAGING INC2017-08-04$37,840$55,971-$18,131-$18,131
770. NATURAL GROCERS BY VITAMIN C2017-08-04$4,959$10,498-$5,539-$5,539
860. NATURAL GROCERS BY VITAMIN C2017-08-04$5,181$11,577-$6,396-$6,396
20. NEUROCRINE BIOSCIENCES INC2016-12-072017-08-04$1,023$842$181$181
130. NEUROCRINE BIOSCIENCES INC2015-02-192017-08-04$6,651$4,680$1,971$1,971
460. NEUROCRINE BIOSCIENCES INC2015-02-192017-08-04$23,855$16,560$7,295$7,295
140. ORBOTECH LTD2017-08-04$5,042$4,961$81$81
80. ORBOTECH LTD2017-08-04$2,886$2,801$85$85
580. NATURAL GROCERS BY VITAMIN C2017-08-07$3,391$7,685-$4,294-$4,294
210. NATURAL GROCERS BY VITAMIN C2017-08-07$1,241$2,776-$1,535-$1,535
200. OMNICELL INC2010-05-062017-08-07$10,312$2,593$7,719$7,719
40000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-05-312017-08-07$39,622$39,652-$30-$30
180. ZENDESK INC2015-04-132017-08-07$5,110$4,092$1,018$1,018
120. ORBOTECH LTD2017-08-07$4,319$4,192$127$127
20. ORBOTECH LTD2017-06-122017-08-07$720$699$21$21
300. DELEK HOLDCO INC2017-07-032017-08-08$7,122$7,971-$849-$849
495. ELECTRONICS FOR IMAGING INC2017-08-08$14,953$19,689-$4,736-$4,736
500. GULFPORT ENERGY CORP NEW2017-08-08$5,515$26,570-$21,055-$21,055
620. NATURAL GROCERS BY VITAMIN C2017-08-08$3,754$8,006-$4,252-$4,252
65000. REALTY INCOME CORP SR UNSECD CALL 07/15/22 @1002014-09-152017-08-08$66,588$63,368$3,220$3,220
120. SYKES ENTERPRISES INC COM2013-04-032017-08-08$3,269$1,890$1,379$1,379
80. SYKES ENTERPRISES INC COM2017-08-08$2,197$1,260$937$937
35000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-08-08$45,121$43,931$1,190$1,190
65000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-08-08$65,234$65,425-$191-$191
75000. VERIZON COMMUNICATIONS CALL 07/15/2021 @ 100.000 UNSC2017-08-08$73,314$71,593$1,721$1,721
200. CONTROL4 CORP2015-12-042017-08-09$4,645$1,480$3,165$3,165
200. DELEK HOLDCO INC2017-07-032017-08-09$4,641$5,314-$673-$673
400. GLATFELTER2015-11-192017-08-09$6,890$6,880$10$10
790. HARMONIC INC2015-11-192017-08-09$2,851$4,211-$1,360-$1,360
10. HARMONIC INC2015-11-192017-08-09$37$53-$16-$16
60. NATURAL GROCERS BY VITAMIN C2017-08-09$352$753-$401-$401
60. NATURAL GROCERS BY VITAMIN C2017-02-012017-08-09$354$749-$395-$395
220. SYKES ENTERPRISES INC COM2017-08-09$5,709$3,460$2,249$2,249
680. SYKES ENTERPRISES INC COM2017-08-09$17,758$10,424$7,334$7,334
80000. ANHEUSER-BUSCH INBEV FIN CALL 08/01/2045 @ 100.000 COGT2017-08-10$89,502$79,927$9,575$9,575
400. CONTROL4 CORP2015-12-042017-08-10$9,184$2,960$6,224$6,224
130. ENERSYS2015-12-292017-08-10$8,677$7,351$1,326$1,326
170. ENERSYS2016-11-092017-08-10$11,347$11,559-$212-$212
150. NATURAL GROCERS BY VITAMIN C2017-08-10$921$1,785-$864-$864
1300. TENCENT HOLDINGS LTD UNSPON ADR2016-06-062017-08-10$52,963$29,390$23,573$23,573
25000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-07-272017-08-10$25,359$25,310$49$49
200. ORBOTECH LTD2015-11-192017-08-10$7,472$3,800$3,672$3,672
200. BARRACUDA NETWORKS INC MERGED 02/12/18 @ $27.55 P/S2017-05-192017-08-11$4,707$4,491$216$216
280. DEXCOM INC2017-08-11$19,409$20,418-$1,009-$1,009
1. AMERICAN INTERNATIONAL GROUP, INC., SECURITIES LITIGATION2001-01-012017-08-11$168$168$168
1. BANK OF NEW YORK MELLON CORPORATION SECURITIES2001-01-012017-08-11$1,375$1,375$1,375
1380. UNITI GROUP INC2017-04-202017-08-11$26,660$36,570-$9,910-$9,910
665.433 ACADIAN NON-US CONCENTRATED FUND2011-10-182017-08-11$1,000,000$585,140$414,860$414,860
80. DEXCOM INC2016-12-212017-08-14$5,672$5,255$417$417
10. DEXCOM INC2016-12-212017-08-14$707$657$50$50
160. NEUROCRINE BIOSCIENCES INC2015-02-192017-08-14$8,753$5,760$2,993$2,993
500. UNITI GROUP INC2017-04-202017-08-14$9,981$13,250-$3,269-$3,269
80000. VODAFONE GROUP PLC ISIN US92857WAY66 SEDOL B5NJF692016-09-282017-08-14$80,017$79,818$199$199
100. AMERICAN WOODMARK CORP2016-06-082017-08-15$9,496$6,585$2,911$2,911
250. AMGEN INC2017-08-15$42,592$39,231$3,361$3,361
300. BARRACUDA NETWORKS INC MERGED 02/12/18 @ $27.55 P/S2017-08-15$7,178$6,516$662$662
6316.59 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282017-08-15$6,317$6,316$1$1
18444. FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A22016-03-152017-08-15$18,444$18,444
3380. HOLOGIC INC2016-12-122017-08-15$128,943$134,684-$5,741-$5,741
3147.03 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A32014-08-262017-08-15$3,147$3,146$1$1
100. MKS INSTRS INC2015-11-192017-08-15$8,185$3,620$4,565$4,565
200. NEUROCRINE BIOSCIENCES INC2015-02-192017-08-15$10,841$7,200$3,641$3,641
125000. USA TREASURY NOTES 02.500% DUE 02/15/20452017-08-15$116,777$123,038-$6,261-$6,261
50. VISTEON CORP2016-11-142017-08-15$5,703$3,812$1,891$1,891
3140. AMDOCS LIMITED ISIN BG00225690802017-08-15$197,278$171,509$25,769$25,769
100. ABBOTT LABORATORIES INC2016-07-192017-08-16$4,977$4,175$802$802
90. AGILENT TECHNOLOGIES (IPO)2017-04-242017-08-16$5,590$4,892$698$698
130. ALEXION PHARMACEUTICALS INC2017-06-232017-08-16$17,704$16,508$1,196$1,196
30. ALLEGHANY CORP DEL2016-05-042017-08-16$17,682$15,496$2,186$2,186
200. ALLISON TRANSMISSION HOLDING2017-08-032017-08-16$7,152$7,568-$416-$416
20. ALPHABET INC/CA-CL C2017-03-152017-08-16$18,562$16,933$1,629$1,629
20. ALPHABET INC/CA-CL A2015-11-032017-08-16$18,872$14,940$3,932$3,932
280. ALTRIA GROUP INC2016-05-042017-08-16$18,261$17,766$495$495
60. ALTRIA GROUP INC2013-05-102017-08-16$3,925$2,198$1,727$1,727
50. AMGEN INC2015-02-052017-08-16$8,573$7,581$992$992
80. ANALOG DEVICES INC2017-06-132017-08-16$6,402$6,488-$86-$86
170. APPLE INC2016-06-162017-08-16$27,346$16,480$10,866$10,866
200. APPLE INC2017-08-16$32,185$30,672$1,513$1,513
130. APPLIED MATERIALS INC2016-07-192017-08-16$5,776$3,449$2,327$2,327
330. BANK OF AMERICA CORP2016-05-042017-08-16$8,017$4,662$3,355$3,355
80. BAXTER INTERNATIONAL INC2017-08-152017-08-16$4,907$4,857$50$50
200. BERKSHIRE HATHAWAY INC CLASS B2016-05-042017-08-16$35,716$28,823$6,893$6,893
140. BERRY GLOBAL GROUP INC2016-08-152017-08-16$8,188$6,096$2,092$2,092
20. BIOGEN INC2016-08-102017-08-16$5,903$5,683$220$220
50. BLACKROCK INC2016-05-042017-08-16$21,413$17,661$3,752$3,752
200. BRISTOL MYERS SQUIBB CO2016-05-042017-08-16$11,402$14,096-$2,694-$2,694
50. BURLINGTON STORES INC2015-04-202017-08-16$4,143$2,785$1,358$1,358
120. CDW CORP/DE2014-06-202017-08-16$7,427$3,849$3,578$3,578
90. CSX CORP COM2017-05-172017-08-16$4,539$4,539
320. CARMAX INC2016-05-042017-08-16$20,733$16,441$4,292$4,292
390. CARNIVAL CORP SEDOL 25230442016-05-042017-08-16$26,859$19,161$7,698$7,698
120. CARNIVAL CORP SEDOL 25230442017-04-102017-08-16$8,265$7,055$1,210$1,210
40. CELGENE CORP2016-11-212017-08-16$5,245$4,951$294$294
100. CHEVRON CORPORATION2016-05-042017-08-16$10,683$10,062$621$621
380. CISCO SYS INC COM2016-05-042017-08-16$12,293$10,036$2,257$2,257
220. COCACOLA CO2016-05-042017-08-16$10,158$9,913$245$245
80. COGNIZANT TECHNOLOGY SOLUTIONS2017-08-152017-08-16$5,761$5,743$18$18
260. COMCAST CORPORATION CL A2016-08-052017-08-16$10,710$8,759$1,951$1,951
5000. COMCAST CORP CALL 01/15/2036 @ 100.000 UNSC2016-07-212017-08-16$4,673$4,905-$232-$232
5000. COMCAST CORP CALL 01/15/2036 @ 100.000 UNSC2016-07-212017-08-16$4,667$4,905-$238-$238
45000. COMCAST CORP CALL 01/15/2036 @ 100.000 UNSC2016-07-212017-08-16$41,942$44,145-$2,203-$2,203
30. CONSTELLATION BRANDS INC CL A2014-05-162017-08-16$5,958$2,466$3,492$3,492
140. DEERE & CO2016-05-042017-08-16$17,768$11,476$6,292$6,292
40. DISNEY WALT CO2012-06-262017-08-16$4,090$1,893$2,197$2,197
270. DOLLAR TREE INC2016-09-162017-08-16$20,145$21,871-$1,726-$1,726
50. DOMINO'S PIZZA, INC.2016-11-042017-08-16$9,366$8,333$1,033$1,033
100. DOW CHEMICAL CO2015-04-282017-08-16$6,382$5,154$1,228$1,228
40. DR PEPPER SNAPPLE GROUP INC2014-10-092017-08-16$3,700$2,567$1,133$1,133
50. EDWARDS LIFESCIENCES CORP2014-06-022017-08-16$5,780$2,020$3,760$3,760
120. FACEBOOK INC2017-08-16$20,397$14,362$6,035$6,035
20. FACTSET RESH SYS INC2017-01-062017-08-16$3,278$3,422-$144-$144
50. FEDEX CORPORATION2016-05-042017-08-16$10,502$8,268$2,234$2,234
110. GENERAL DYNAMICS CORP2016-05-042017-08-16$22,067$15,512$6,555$6,555
40. GENERAL DYNAMICS CORP2017-08-16$8,018$5,626$2,392$2,392
90. HOME DEPOT INC COM2017-04-112017-08-16$13,714$13,302$412$412
40. HONEYWELL INTL INC2016-07-082017-08-16$5,526$4,703$823$823
40. ILLINOIS TOOL WORKS INC COM2016-06-152017-08-16$5,602$4,216$1,386$1,386
160. INTEL CORP2016-08-182017-08-16$5,724$5,587$137$137
160. JD.COM INC-ADR ADR SEDOL BMM27D92017-06-092017-08-16$6,968$6,662$306$306
70. KRAFT HEINZ CO/THE2016-09-142017-08-16$6,053$6,160-$107-$107
30. LAM RESEARCH CORP2015-03-192017-08-16$4,900$2,361$2,539$2,539
220. LILLY ELI & CO2016-05-042017-08-16$17,921$16,477$1,444$1,444
150. LOWES COMPANIES INC2016-05-042017-08-16$11,289$11,381-$92-$92
40. MASTERCARD INC CL A2016-11-042017-08-16$5,297$4,147$1,150$1,150
70. MCDONALDS CORP COM2017-06-162017-08-16$11,128$10,678$450$450
240. MICROSOFT CORP2016-11-072017-08-16$17,671$14,499$3,172$3,172
30. MOHAWK INDS INC2016-09-012017-08-16$7,573$6,370$1,203$1,203
130. MORGAN STANLEY2016-09-302017-08-16$5,988$4,157$1,831$1,831
40. NEW MARKET CORPORATION2016-05-042017-08-16$16,969$16,327$642$642
260. NIKE INC CL B2016-08-242017-08-16$15,236$15,638-$402-$402
150. NORFOLK SOUTHN CORP COM2016-05-042017-08-16$18,117$13,282$4,835$4,835
20. NORTHROP GRUMMAN CORPORATION2015-07-162017-08-16$5,397$3,394$2,003$2,003
50. O REILLY AUTOMOTIVE INC2016-05-042017-08-16$10,053$13,426-$3,373-$3,373
90. ORACLE CORP2017-08-032017-08-16$4,428$4,525-$97-$97
40. PARKER HANNIFIN CORP2017-06-162017-08-16$6,356$6,469-$113-$113
100. PEPSICO INC COM2015-08-062017-08-16$11,911$9,935$1,976$1,976
100. PINNACLE FOODS INC MERGED 10/26/18 @ $43.11 P/S2016-12-152017-08-16$6,061$5,110$951$951
480. PROGRESSIVE CORP OHIO2016-05-042017-08-16$23,405$15,774$7,631$7,631
70. PROLOGIS INC2016-09-232017-08-16$4,350$3,820$530$530
45000. PUBLIC SERVICE COLORADO CALL 12/15/2046 MORT2017-06-122017-08-16$45,727$44,816$911$911
30. RAYTHEON COMPANY2016-01-252017-08-16$5,337$3,571$1,766$1,766
40. ROCKWELL INTL CORP NEW COM2017-06-162017-08-16$6,567$6,533$34$34
50. S&P GLOBAL INC2016-07-292017-08-16$7,622$6,109$1,513$1,513
20. SHERWIN-WILLIAMS CO2017-06-162017-08-16$6,658$7,017-$359-$359
180. SOUTHWEST AIRLINES COM2017-01-202017-08-16$9,970$9,179$791$791
30. STRYKER CORP2017-03-152017-08-16$4,424$3,967$457$457
90. TEXAS INSTRS INC COM2016-09-012017-08-16$7,418$6,263$1,155$1,155
30. THERMO ELECTRON CORP COM2015-08-182017-08-16$5,260$4,068$1,192$1,192
70. THOR INDUSTRIES INC2017-02-272017-08-16$7,388$7,841-$453-$453
170. TOLL BROTHERS INC2017-03-102017-08-16$6,730$6,171$559$559
120. TOTAL SYSTEMS SERVICES INC2017-07-072017-08-16$7,842$7,053$789$789
250000. USA TREASURY NOTE 01.625% DUE 12/31/20192017-08-16$251,260$251,147$113$113
70. UNITEDHEALTH GROUP INC COM2017-06-162017-08-16$13,558$12,750$808$808
170. VERIZON COMMUNICATIONS COM2016-05-042017-08-16$8,206$8,646-$440-$440
210. VISA INC CLASS A SHARES2016-05-042017-08-16$21,750$16,133$5,617$5,617
340. WELLS FARGO & CO NEW COM2016-05-042017-08-16$17,901$16,603$1,298$1,298
130. YUM CHINA HOLDINGS INC -W/I2017-04-192017-08-16$4,920$4,294$626$626
90. INGERSOLL-RAND PLC SEDOL: B6330302016-05-132017-08-16$7,815$5,914$1,901$1,901
110. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH01029931822017-06-092017-08-16$8,728$8,830-$102-$102
30. BROADCOM LTD EXCH 04/05/182017-05-042017-08-16$7,595$6,759$836$836
100. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD12017-08-102017-08-17$16,606$15,302$1,304$1,304
75. BAIDU INC2017-07-272017-08-17$16,987$15,271$1,716$1,716
2225. BANCO SANTANDER S A ADR2013-03-042017-08-17$14,456$16,700-$2,244-$2,244
100. BAYER A G SPONSORED ADR2012-09-072017-08-17$12,714$8,349$4,365$4,365
275. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD142017-08-17$13,806$9,226$4,580$4,580
1800. CIELO S.A. ADR2016-06-062017-08-17$13,419$14,204-$785-$785
1200. COMPAGNIE DE SAINT-UNSP ADR ADR SEDOL B3K9YH22014-04-042017-08-17$13,104$15,098-$1,994-$1,994
200. DAIMLER AG-UNSPONSORED ADR SEDOL BYVH3312013-10-302017-08-17$14,179$16,397-$2,218-$2,218
800. DANONE SPONS ADR2017-07-272017-08-17$12,564$12,244$320$320
150. DASSAULT SYSTEMS SA SPON ADR2004-08-092017-08-17$14,669$3,186$11,483$11,483
475. DEUTSCHE POST AG SPON ADR2013-10-312017-08-17$19,625$16,024$3,601$3,601
1870. ENERSYS2015-12-292017-08-17$119,112$105,738$13,374$13,374
700. FANUC CORP ADR2016-10-072017-08-17$13,769$12,334$1,435$1,435
325. GLAXO WELLCOME PLC SPONSORED ADR2013-05-242017-08-17$12,813$17,106-$4,293-$4,293
150. HDFC BANK LTD SPON - ADR2016-06-062017-08-17$14,278$9,875$4,403$4,403
275. HSBC HLDGS PLC SPONSORED ADR NEW2017-08-17$13,058$11,973$1,085$1,085
850. ING GROEP N V SPONSORED ADR2016-08-192017-08-17$15,250$10,053$5,197$5,197
450. L OREAL CO UNSPONSORED ADR2017-08-17$18,636$16,976$1,660$1,660
3850. LLOYDS TSB GROUP PLC SPONSORED ADR2014-05-282017-08-17$13,012$20,283-$7,271-$7,271
225. LUXOTTICA GROUP S P A SPONSORED ADR2017-08-17$12,700$8,403$4,297$4,297
2100. MITSUBISHI UFJ FINL GRP ADR2017-08-17$13,152$9,684$3,468$3,468
150. NOVARTIS AG SPONSORED ADR2013-05-282017-08-17$12,602$11,054$1,548$1,548
375. NOVO NORDISK A S ADR2017-08-17$17,002$14,763$2,239$2,239
575. BANK RAKYA INDONESIA UNSPON ADR2016-06-062017-08-17$13,009$9,160$3,849$3,849
300. PARKER HANNIFIN CORP2015-12-292017-08-17$47,168$29,853$17,315$17,315
675. RECKITT BENCKISER-SPON ADR ADR SEDOL B93K0B02016-06-062017-08-17$13,051$13,797-$746-$746
750. ROCHE HOLDINGS LTD ADR2017-08-17$23,771$16,293$7,478$7,478
675. SAFRAN SA UNSPON ADR2013-10-302017-08-17$16,534$11,030$5,504$5,504
125. SAP SE SPONSORED ADR2017-05-112017-08-17$13,192$12,757$435$435
200. SIEMENS AG SPONSORED ADR2013-09-052017-08-17$13,119$11,064$2,055$2,055
75. TAIWAN SEMICONDUCTOR MTG CO ADR2016-06-062017-08-17$2,716$1,918$798$798
450. TAIWAN SEMICONDUCTOR MTG CO ADR2017-02-162017-08-17$16,296$14,345$1,951$1,951
550. TENCENT HOLDINGS LTD UNSPON ADR2017-08-17$23,196$4,801$18,395$18,395
250. TORONTO-DOMINION BANK ISIN CA8911605092 SEDOL 28972222016-06-062017-08-17$12,635$11,221$1,414$1,414
75000. USA TREASURY NOTES 02.125% DUE 09/30/20212017-08-17$76,395$76,096$299$299
55000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-05-312017-08-17$54,663$54,521$142$142
800. WELLS FARGO & CO NEW COM2015-09-222017-08-17$41,614$40,570$1,044$1,044
125. ASML HOLDING NV-NY SEDOL B908F012017-05-112017-08-17$19,095$16,682$2,413$2,413
2000. FLEX LTD SEDOL 23530582015-12-292017-08-17$31,615$22,850$8,765$8,765
400. CONTROL4 CORP2017-08-18$9,772$2,944$6,828$6,828
1420. DISNEY WALT CO2012-06-262017-08-21$143,299$67,201$76,098$76,098
390. SPIRIT AIRLINES INC2016-02-262017-08-21$14,295$18,703-$4,408-$4,408
110. SPIRIT AIRLINES INC2017-08-21$4,032$5,697-$1,665-$1,665
420. SPIRIT AIRLINES INC2016-02-262017-08-21$15,409$20,142-$4,733-$4,733
40000. AMERICAN EXPRESS CREDIT SER MTN UNSC2015-05-202017-08-22$40,499$39,961$538$538
100. AMERICAN WOODMARK CORP2017-08-22$8,334$6,582$1,752$1,752
200. CONTROL4 CORP2015-12-032017-08-22$4,780$1,470$3,310$3,310
250. SPIRIT AIRLINES INC2017-08-22$8,940$11,675-$2,735-$2,735
50. SPIRIT AIRLINES INC2017-08-22$1,833$2,240-$407-$407
60000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-08-22$60,870$60,600$270$270
1. WEATHERFORD INTERNATIONAL LTD. SECURITIES LITIGATION2001-01-012017-08-23$411$411$411
1. BANK OF NEW YORK MELLON CORPORATION SECURITIES2001-01-012017-08-23$682$682$682
200. SPIRIT AIRLINES INC2016-06-072017-08-23$7,033$8,960-$1,927-$1,927
370. SPIRIT AIRLINES INC2017-08-23$12,929$16,018-$3,089-$3,089
40. SPIRIT AIRLINES INC2016-06-072017-08-23$1,398$1,792-$394-$394
55000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-05-312017-08-23$54,671$54,521$150$150
350. UNITI GROUP INC2017-04-202017-08-23$6,661$9,275-$2,614-$2,614
30. UNITI GROUP INC2017-04-202017-08-23$569$795-$226-$226
65000. LEAR CORP CALL 03/15/2019 @ 102.688 COGT2017-08-24$69,388$65,809$3,579$3,579
28. TESARO INC2017-01-172017-08-28$3,489$4,340-$851-$851
200. TESARO INC2017-08-28$25,157$30,997-$5,840-$5,840
80. TESARO INC2017-08-28$9,972$12,105-$2,133-$2,133
328.348 ACADIAN NON-US CONCENTRATED FUND2011-10-182017-08-28$500,000$288,729$211,271$211,271
200. CONTROL4 CORP2015-12-032017-08-29$4,649$1,470$3,179$3,179
45000. TEMPORARY ASSET FOR LP/LLC FUNDS PENDING UNIT/PRICE AND CUSIPS2017-08-292017-08-29$45,000$45,000
500. AEROVIRONMENT INC2017-08-30$22,673$12,491$10,182$10,182
960. DOMINO'S PIZZA, INC.2016-11-042017-08-30$170,878$159,995$10,883$10,883
770. FACTSET RESH SYS INC2017-01-062017-08-30$120,016$131,745-$11,729-$11,729
2180. KRAFT HEINZ CO/THE2017-08-30$178,044$191,585-$13,541-$13,541
120000. USA TREASURY NOTES 01.500% DUE 12/31/20182017-08-30$120,356$120,363-$7-$7
50000. USA TREASURY NOTE 01.625% DUE 12/31/20192017-08-30$50,299$50,196$103$103
500. UNITI GROUP INC2017-04-202017-08-30$9,643$13,250-$3,607-$3,607
200. AEROVIRONMENT INC2015-11-192017-08-31$9,722$4,708$5,014$5,014
2488.42 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182017-08-31$2,488$2,656-$168-$168
1909.92 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022017-08-31$1,910$2,055-$145-$145
403.63 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142017-08-31$404$421-$17-$17
2098.57 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112017-08-31$2,099$2,178-$79-$79
4057.17 FEDERAL NATL MTG ASSN POOL AL26102017-08-222017-08-31$4,057$4,125-$68-$68
859.03 FEDERAL NATL MTG ASSN POOL AL19482014-01-212017-08-31$859$894-$35-$35
3292.64 FEDERAL NATL MTG ASSN POOL AL22422015-05-112017-08-31$3,293$3,517-$224-$224
1739.29 FEDERAL NATL MTG ASSN POOL AL31912015-04-282017-08-31$1,739$1,836-$97-$97
2226.11 FEDERAL NATL MTG ASSN POOL AL39042014-05-022017-08-31$2,226$2,323-$97-$97
1770.91 FEDERAL NATL MTG ASSN POOL AO59402012-06-182017-08-31$1,771$1,856-$85-$85
2268.69 FEDERAL NATL MTG ASSN POOL AO76272012-11-052017-08-31$2,269$2,365-$96-$96
3344.98 FEDERAL NATL MTG ASSN POOL AP04952015-05-122017-08-31$3,345$3,490-$145-$145
1524.07 FEDERAL NATL MTG ASSN POOL AP21332014-11-192017-08-31$1,524$1,576-$52-$52
1724.65 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202017-08-31$1,725$1,801-$76-$76
1244.4 FEDERAL NATL MTG ASSN POOL AS38412015-05-202017-08-31$1,244$1,292-$48-$48
3932.19 FEDERAL NATL MTG ASSN POOL AS53852015-09-112017-08-31$3,932$4,186-$254-$254
3320.15 FEDERAL NATL MTG ASSN POOL AS61112016-04-152017-08-31$3,320$3,551-$231-$231
1321.09 FEDERAL NATL MTG ASSN POOL AS71552016-06-172017-08-31$1,321$1,364-$43-$43
2207.7 FEDERAL NATL MTG ASSN POOL AS66202017-08-172017-08-31$2,208$2,289-$81-$81
990.92 FEDERAL NATL MTG ASSN POOL AS73432016-06-092017-08-31$991$1,021-$30-$30
2859.7 FEDERAL NATL MTG ASSN POOL AT21272014-11-142017-08-31$2,860$2,868-$8-$8
1750.3 FEDERAL NATL MTG ASSN POOL AT78992015-09-152017-08-31$1,750$1,814-$64-$64
170.49 FEDERAL NATL MTG ASSN POOL 7250422005-05-122017-08-31$170$172-$2-$2
78.44 FEDERAL NATL MTG ASSN POOL 7287092003-12-182017-08-31$78$80-$2-$2
52.32 FEDERAL NATL MTG ASSN POOL 7351412005-04-292017-08-31$52$53-$1-$1
173.92 FEDERAL NATL MTG ASSN POOL 7391872003-09-102017-08-31$174$175-$1-$1
186.39 FEDERAL NATL MTG ASSN POOL 7450872006-06-082017-08-31$186$181$5$5
564.62 FEDERAL NATL MTG ASSN POOL 8142602005-03-102017-08-31$565$566-$1-$1
1251.17 FEDERAL NATL MTG ASSN POOL AB18452011-08-162017-08-31$1,251$1,299-$48-$48
667.04 FEDERAL NATL MTG ASSN POOL AB20772011-04-152017-08-31$667$659$8$8
2114.49 FEDERAL NATL MTG ASSN POOL AB25182012-02-172017-08-31$2,114$2,201-$87-$87
3213.52 FEDERAL NATL MTG ASSN POOL AB45252012-05-162017-08-31$3,214$3,401-$187-$187
2437.15 FEDERAL NATL MTG ASSN POOL AB78592013-07-112017-08-31$2,437$2,444-$7-$7
3047.64 FEDERAL NATL MTG ASSN POOL AC36682010-10-052017-08-31$3,048$3,166-$118-$118
1798.98 FEDERAL NATL MTG ASSN POOL MA05622014-02-102017-08-31$1,799$1,929-$130-$130
1349.96 FEDERAL NATL MTG ASSN POOL MA12362014-09-042017-08-31$1,350$1,385-$35-$35
1851.36 FEDERAL NATL MTG ASSN POOL MA14302015-05-122017-08-31$1,851$1,870-$19-$19
2816.55 FEDERAL NATL MTG ASSN POOL MA15252016-03-092017-08-31$2,817$2,938-$121-$121
2443.24 FEDERAL NATL MTG ASSN POOL MA26712016-10-282017-08-31$2,443$2,568-$125-$125
1647.55 FEDERAL NATL MTG ASSN POOL AD71342010-07-212017-08-31$1,648$1,742-$94-$94
5849.46 FEDERAL NATL MTG ASSN POOL AD63692010-06-222017-08-31$5,849$6,030-$181-$181
1359.26 FEDERAL NATL MTG ASSN POOL AE09812011-10-172017-08-31$1,359$1,378-$19-$19
1979.8 GOVT NATL MTG ASSN POOL AA82732012-08-282017-08-31$1,980$2,122-$142-$142
2114.88 GOVT NATL MTG ASSN POOL 7443712012-02-162017-08-31$2,115$2,267-$152-$152
200. CONTROL4 CORP2015-12-032017-09-01$4,979$1,470$3,509$3,509
80000. NEXTERA ENERGY CAPITAL SER F COGT2016-09-272017-09-01$80,000$80,000
50. CHURCHILL DOWNS INC2015-11-192017-09-05$9,733$7,220$2,513$2,513
200. CONTROL4 CORP2015-12-032017-09-05$4,910$1,470$3,440$3,440
200. REVOLUTION LIGHTING TECHNOLO2017-04-112017-09-05$1,512$1,760-$248-$248
100000. USA TREASURY NOTES 01.750% DUE 03/31/20222017-03-242017-09-05$100,555$98,996$1,559$1,559
50000. USA TREASURY NOTES 01.750% DUE 10/31/20202017-06-152017-09-05$50,492$50,298$194$194
15. MARKETAXESS HLDGS INC2017-08-222017-09-06$2,650$2,894-$244-$244
35. MARKETAXESS HLDGS INC2017-09-06$6,183$3,996$2,187$2,187
30. NEUROCRINE BIOSCIENCES INC2017-09-06$1,780$1,565$215$215
10. NEUROCRINE BIOSCIENCES INC2017-08-222017-09-06$592$521$71$71
30. NEUROCRINE BIOSCIENCES INC2015-02-192017-09-06$1,777$1,080$697$697
260. OMNICELL INC2017-09-06$13,252$10,088$3,164$3,164
20. OMNICELL INC2017-02-072017-09-06$1,005$734$271$271
75000. USA TREASURY NOTES 02.500% DUE 02/15/20452017-08-162017-09-06$71,851$70,257$1,594$1,594
200. GLATFELTER2015-11-192017-09-07$3,446$3,440$6$6
100. MKS INSTRS INC2015-11-192017-09-07$8,464$3,620$4,844$4,844
130. MARKETAXESS HLDGS INC2017-09-07$22,840$14,748$8,092$8,092
25. MARKETAXESS HLDGS INC2016-02-162017-09-07$4,370$2,783$1,587$1,587
60. OMNICELL INC2017-09-07$3,008$2,192$816$816
140. OMNICELL INC2016-07-282017-09-07$7,034$5,095$1,939$1,939
30. OMNICELL INC2016-07-282017-09-07$1,500$1,092$408$408
130. MARKETAXESS HLDGS INC2017-09-08$23,064$14,435$8,629$8,629
45. MARKETAXESS HLDGS INC2016-02-162017-09-08$7,969$4,983$2,986$2,986
80. NEUROCRINE BIOSCIENCES INC2015-02-192017-09-08$4,659$2,880$1,779$1,779
10. OMNICELL INC2016-07-282017-09-08$500$364$136$136
80. OMNICELL INC2017-09-08$4,004$2,909$1,095$1,095
360. ACLARIS THERAPEUTICS INC2017-09-11$9,780$10,476-$696-$696
50. CHURCHILL DOWNS INC2015-11-192017-09-11$10,004$7,220$2,784$2,784
20. NEUROCRINE BIOSCIENCES INC2015-02-192017-09-11$1,151$720$431$431
20. NEUROCRINE BIOSCIENCES INC2015-02-192017-09-11$1,154$720$434$434
40. OMNICELL INC2016-07-282017-09-11$2,006$1,453$553$553
60. OMNICELL INC2017-09-11$3,009$2,181$828$828
10. NEUROCRINE BIOSCIENCES INC2015-02-192017-09-12$579$360$219$219
20. NEUROCRINE BIOSCIENCES INC2015-02-192017-09-12$1,147$720$427$427
45000. USA TREASURY NOTES 01.625% DUE 05/15/20262017-09-132017-09-12$43,221$43,163$58$58
40. NEUROCRINE BIOSCIENCES INC2015-02-192017-09-13$2,303$1,440$863$863
50000. US BANCORP SERIES J CALL 4/15/2027 @ 1002017-02-022017-09-13$54,563$50,000$4,563$4,563
300. XCERRA CORPORATION2015-11-192017-09-13$2,962$2,046$916$916
50. COHERENT INC2016-05-102017-09-14$12,618$4,383$8,235$8,235
200. CONTROL4 CORP2015-12-032017-09-14$5,480$1,470$4,010$4,010
300. ENTEGRIS, INC2009-07-012017-09-14$8,259$883$7,376$7,376
100. UNIVERSAL DISPLAY CORP2017-09-14$13,187$3,448$9,739$9,739
50. VISTEON CORP2016-11-142017-09-14$5,979$3,812$2,167$2,167
115000. CAPITAL ONE MULTI-ASSET EXECUT SERIES 2014 A5 CLASS A2014-10-062017-09-15$115,000$114,969$31$31
85000. DOMINION RESOURCES INC SER A SR UNSECD2017-09-15$85,000$84,999$1$1
6187.27 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282017-09-15$6,187$6,186$1$1
19745.29 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A22016-03-152017-09-15$19,745$19,745
70000. HASBRO INC NOTES2017-09-15$70,000$70,000
2738.6 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A32014-08-262017-09-15$2,739$2,738$1$1
1. WEATHERFORD INTERNATIONAL LTD., SECURITIES LITIGATION2001-01-012017-09-15$802$802$802
220. PARKER HANNIFIN CORP2015-12-292017-09-15$37,377$21,892$15,485$15,485
50000. REALTY INCOME CORP UNSC2016-10-262017-09-15$50,000$50,000
400. WELLS FARGO & CO NEW COM2015-09-222017-09-15$20,595$20,285$310$310
50. COHERENT INC2016-03-172017-09-18$12,963$4,350$8,613$8,613
200. COHU INC2017-08-022017-09-18$4,621$3,562$1,059$1,059
200. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S2015-11-192017-09-18$26,489$17,282$9,207$9,207
340. TABLEAU SOFTWARE INC-CL A2017-09-18$25,735$17,683$8,052$8,052
300. XCERRA CORPORATION2015-11-192017-09-18$2,982$2,046$936$936
60. ACCELERON PHARMA INC2017-08-222017-09-19$2,339$1,997$342$342
160. ACCELERON PHARMA INC2017-09-19$6,230$5,256$974$974
10. ACCELERON PHARMA INC2016-11-092017-09-19$389$323$66$66
100. ALBEMARLE CORP2017-09-19$13,268$5,016$8,252$8,252
60. BRUNSWICK CORP2017-08-222017-09-19$3,197$3,128$69$69
110. BRUNSWICK CORP2014-11-032017-09-19$5,860$5,182$678$678
470. BRUNSWICK CORP2017-09-19$25,054$22,127$2,927$2,927
100. BRUNSWICK CORP2014-11-042017-09-19$5,338$4,704$634$634
50. COHERENT INC2016-03-172017-09-19$13,910$4,350$9,560$9,560
5460. COLUMBIA PROPERTY TRUST INC2017-09-19$113,920$122,118-$8,198-$8,198
300. CONTROL4 CORP2015-12-032017-09-19$8,744$2,204$6,540$6,540
100. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S2015-11-192017-09-19$13,223$8,641$4,582$4,582
100. UNIVERSAL DISPLAY CORP2013-04-042017-09-19$14,363$2,871$11,492$11,492
100. ACCELERON PHARMA INC2016-11-092017-09-20$3,922$3,228$694$694
10. ACCELERON PHARMA INC2016-11-092017-09-20$390$323$67$67
50. ALBEMARLE CORP2015-11-092017-09-20$6,782$2,496$4,286$4,286
80. BRUNSWICK CORP2014-11-042017-09-20$4,239$3,763$476$476
750. BRUNSWICK CORP2014-11-042017-09-20$39,896$35,279$4,617$4,617
600. INTERNATIONAL BANCSHARES CORP2015-12-292017-09-20$23,062$16,082$6,980$6,980
50. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S2015-11-192017-09-20$6,605$4,321$2,284$2,284
300. WELLS FARGO & CO NEW COM2015-09-222017-09-20$16,157$15,214$943$943
200. CONTROL4 CORP2015-12-032017-09-21$5,603$1,470$4,133$4,133
700. INTERNATIONAL BANCSHARES CORP2015-12-292017-09-22$27,046$18,762$8,284$8,284
100. MKS INSTRS INC2015-11-192017-09-22$9,120$3,620$5,500$5,500
760. ELDORADO RESORTS INC2017-09-25$18,496$15,397$3,099$3,099
100. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S2017-09-25$13,260$7,963$5,297$5,297
250000. USA TREASURY NOTE 01.625% DUE 12/31/20192017-09-202017-09-25$250,869$251,068-$199-$199
20. VAIL RESORTS INC COM2017-08-222017-09-25$4,581$4,440$141$141
43. VAIL RESORTS INC COM2015-01-132017-09-25$9,854$3,955$5,899$5,899
7. VAIL RESORTS INC COM2017-08-222017-09-25$1,604$1,554$50$50
1210. ELDORADO RESORTS INC2017-09-26$29,679$21,077$8,602$8,602
240. ELDORADO RESORTS INC2017-09-26$5,905$3,998$1,907$1,907
45. VAIL RESORTS INC COM2015-01-132017-09-26$10,202$4,139$6,063$6,063
1230. DR PEPPER SNAPPLE GROUP INC2014-10-092017-09-27$108,055$78,932$29,123$29,123
290. ELDORADO RESORTS INC2017-09-27$7,172$4,830$2,342$2,342
1200. INTERNATIONAL BANCSHARES CORP2015-12-292017-09-27$49,075$32,164$16,911$16,911
610. PINNACLE FOODS INC MERGED 10/26/18 @ $43.11 P/S2016-12-152017-09-27$34,513$31,168$3,345$3,345
700. WELLS FARGO & CO NEW COM2015-09-222017-09-27$38,100$35,498$2,602$2,602
200. AEROVIRONMENT INC2015-11-192017-09-28$10,668$4,708$5,960$5,960
200. ANGIODYNAMICS INC2017-09-28$3,269$2,241$1,028$1,028
200. CONTROL4 CORP2015-12-032017-09-28$5,731$1,470$4,261$4,261
200. DEXCOM INC2017-09-28$9,994$13,049-$3,055-$3,055
45000. USA TREASURY NOTES 01.625% DUE 05/15/20262017-09-28$42,650$42,847-$197-$197
50000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-08-302017-09-28$49,383$49,754-$371-$371
140. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-09-29$4,453$3,862$591$591
130. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-09-29$4,136$3,550$586$586
130. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-09-29$4,123$3,520$603$603
80000. THOMSON REUTERS CORP SEDOL ISIN US884903BU812017-09-29$80,000$80,000
241.62 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182017-09-30$242$258-$16-$16
3545.52 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022017-09-30$3,546$3,815-$269-$269
1685.76 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142017-09-30$1,686$1,760-$74-$74
1535.9 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112017-09-30$1,536$1,594-$58-$58
4161.84 FEDERAL NATL MTG ASSN POOL AL26102017-08-222017-09-30$4,162$4,231-$69-$69
1248.69 FEDERAL NATL MTG ASSN POOL AL19482014-01-212017-09-30$1,249$1,299-$50-$50
2607.6 FEDERAL NATL MTG ASSN POOL AL22422015-05-112017-09-30$2,608$2,785-$177-$177
1393.09 FEDERAL NATL MTG ASSN POOL AL31912015-04-282017-09-30$1,393$1,470-$77-$77
2153.12 FEDERAL NATL MTG ASSN POOL AL39042014-05-022017-09-30$2,153$2,246-$93-$93
332.81 FEDERAL NATL MTG ASSN POOL AO59402012-06-182017-09-30$333$349-$16-$16
3597. FEDERAL NATL MTG ASSN POOL AO76272012-11-052017-09-30$3,597$3,748-$151-$151
1482.02 FEDERAL NATL MTG ASSN POOL AP04952015-05-122017-09-30$1,482$1,546-$64-$64
2497.4 FEDERAL NATL MTG ASSN POOL AP21332014-11-192017-09-30$2,497$2,582-$85-$85
3153.26 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202017-09-30$3,153$3,292-$139-$139
1089.59 FEDERAL NATL MTG ASSN POOL AS38412015-05-202017-09-30$1,090$1,131-$41-$41
837.72 FEDERAL NATL MTG ASSN POOL AS53852015-09-112017-09-30$838$892-$54-$54
1694.28 FEDERAL NATL MTG ASSN POOL AS61112016-04-152017-09-30$1,694$1,812-$118-$118
514.38 FEDERAL NATL MTG ASSN POOL AS71552016-06-172017-09-30$514$531-$17-$17
1060.5 FEDERAL NATL MTG ASSN POOL AS66202017-08-172017-09-30$1,061$1,100-$39-$39
915.62 FEDERAL NATL MTG ASSN POOL AS73432016-06-092017-09-30$916$943-$27-$27
1617.34 FEDERAL NATL MTG ASSN POOL AT21272014-11-142017-09-30$1,617$1,622-$5-$5
1959.78 FEDERAL NATL MTG ASSN POOL AT78992015-09-152017-09-30$1,960$2,031-$71-$71
78.59 FEDERAL NATL MTG ASSN POOL 7250422005-05-122017-09-30$79$79
135.69 FEDERAL NATL MTG ASSN POOL 7287092003-12-182017-09-30$136$138-$2-$2
45.73 FEDERAL NATL MTG ASSN POOL 7351412005-04-292017-09-30$46$46
3243.29 FEDERAL NATL MTG ASSN POOL 7391872003-09-102017-09-30$3,243$3,261-$18-$18
90.52 FEDERAL NATL MTG ASSN POOL 7450872006-06-082017-09-30$91$88$3$3
208.12 FEDERAL NATL MTG ASSN POOL 8142602005-03-102017-09-30$208$208
2323.36 FEDERAL NATL MTG ASSN POOL AB18452011-08-162017-09-30$2,323$2,412-$89-$89
1346.1 FEDERAL NATL MTG ASSN POOL AB20772011-04-152017-09-30$1,346$1,329$17$17
1141.19 FEDERAL NATL MTG ASSN POOL AB25182012-02-172017-09-30$1,141$1,188-$47-$47
953.04 FEDERAL NATL MTG ASSN POOL AB45252012-05-162017-09-30$953$1,009-$56-$56
2300.77 FEDERAL NATL MTG ASSN POOL AB78592013-07-112017-09-30$2,301$2,307-$6-$6
3646.49 FEDERAL NATL MTG ASSN POOL AC36682010-10-052017-09-30$3,646$3,788-$142-$142
1616.66 FEDERAL NATL MTG ASSN POOL MA05622014-02-102017-09-30$1,617$1,733-$116-$116
1870.36 FEDERAL NATL MTG ASSN POOL MA12362014-09-042017-09-30$1,870$1,919-$49-$49
1291.9 FEDERAL NATL MTG ASSN POOL MA14302015-05-122017-09-30$1,292$1,305-$13-$13
1403.83 FEDERAL NATL MTG ASSN POOL MA15252016-03-092017-09-30$1,404$1,464-$60-$60
2024.36 FEDERAL NATL MTG ASSN POOL MA26712016-10-282017-09-30$2,024$2,128-$104-$104
2889.48 FEDERAL NATL MTG ASSN POOL AD71342010-07-212017-09-30$2,889$3,054-$165-$165
472.58 FEDERAL NATL MTG ASSN POOL AD63692010-06-222017-09-30$473$487-$14-$14
1001.69 FEDERAL NATL MTG ASSN POOL AE09812011-10-172017-09-30$1,002$1,015-$13-$13
1063.57 GOVT NATL MTG ASSN POOL AA82732012-08-282017-09-30$1,064$1,140-$76-$76
1482.98 GOVT NATL MTG ASSN POOL 7443712012-02-162017-09-30$1,483$1,590-$107-$107
7.417 AURORA OFFSHORE FUND LTD II CLASS A SERIES 08/162016-08-312017-09-30$10,367$12,787-$2,420-$2,420
200. COHU INC2017-06-232017-10-02$4,758$3,379$1,379$1,379
110. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-06-292017-10-02$3,500$2,952$548$548
20. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-06-292017-10-02$636$537$99$99
75000. NORTHERN STATES PWR-MINN CALL 03/15/2047 MORT2017-09-062017-10-02$74,346$74,252$94$94
200. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S2017-10-02$26,670$10,919$15,751$15,751
200. CONTROL4 CORP2015-11-202017-10-03$5,995$1,410$4,585$4,585
70. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532017-10-03$2,218$1,878$340$340
30. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092017-10-03$958$788$170$170
100. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S2017-10-03$13,374$3,595$9,779$9,779
65000. VALERO ENERGY CORP CALL 06/15/2026 @ 100.000 UNSC2017-10-03$64,410$64,788-$378-$378
140000. CAPITAL ONE MULTI-ASSET EXECUT SERIES 2016 A3 CLASS A32016-07-182017-10-04$138,917$139,999-$1,082-$1,082
20. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092017-10-04$629$525$104$104
10. LIONS GATE ENTERTAINMENT-B SEDOL BD8NB532016-12-092017-10-04$314$263$51$51
100. OMNICELL INC2017-10-05$5,234$3,606$1,628$1,628
160. OMNICELL INC2017-10-05$8,375$5,797$2,578$2,578
90. OMNICELL INC2017-10-05$4,710$3,243$1,467$1,467
180. OMNICELL INC2016-07-152017-10-05$9,427$6,485$2,942$2,942
100. ALBEMARLE CORP2015-11-092017-10-09$13,627$4,992$8,635$8,635
204. ORBITAL ATK INC-W/I MERGED 06/06/18 @ $134.50 P/S2017-10-09$27,224$7,320$19,904$19,904
390. PACIFIC PREMIER BANCORP INC2017-10-09$15,719$15,409$310$310
50. AMERICAN WOODMARK CORP2016-06-092017-10-10$4,730$3,289$1,441$1,441
120. PACIFIC PREMIER BANCORP INC2017-10-10$4,833$4,501$332$332
50. ANDEAVOR MERGED 10/01/19 @ $19.7990442015-11-192017-10-11$5,308$5,126$182$182
115000. HSBC HOLDINGS PLC SR UNSEC ISIN US404280AK50 SEDOL B61GQ882012-03-272017-10-12$125,291$119,394$5,897$5,897
30000. USA TREASURY NOTES 02.500% DUE 02/15/20452017-10-12$27,946$28,043-$97-$97
50. ALBEMARLE CORP2015-11-052017-10-13$6,929$2,494$4,435$4,435
30. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S2017-10-13$1,604$1,022$582$582
50. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S2017-08-222017-10-13$2,674$2,169$505$505
90. ORBCOMM INC2017-08-222017-10-13$1,035$987$48$48
260. ORBCOMM INC2017-10-13$2,982$2,680$302$302
80. ORBCOMM INC2017-04-252017-10-13$919$797$122$122
260. PARKER HANNIFIN CORP2015-12-292017-10-13$46,896$25,873$21,023$21,023
400. XILINX INC COM2015-02-272017-10-13$29,123$16,900$12,223$12,223
5945.6 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282017-10-15$5,946$5,945$1$1
16584.74 FORD CREDIT AUTO LEASE TRUST SERIES 2016 A CLASS A22016-03-152017-10-15$16,585$1,316$15,269$15,269
2767.8 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A32014-08-262017-10-15$2,768$2,767$1$1
230. BROADSOFT INC MERGED 02/02/18 @ $55.00 P/S2017-10-16$12,290$7,822$4,468$4,468
1040. DEXCOM INC2017-10-16$47,048$66,175-$19,127-$19,127
40. OMNICELL INC2016-07-152017-10-16$2,027$1,441$586$586
2500. TRANSOCEAN LTD SEDOL B3KFWW12017-10-16$27,818$145,082-$117,264-$117,264
50. AMERICAN WOODMARK CORP2016-06-092017-10-17$4,833$3,289$1,544$1,544
200. CONTROL4 CORP2015-11-202017-10-17$5,947$1,410$4,537$4,537
200. DEXCOM INC2016-11-032017-10-17$8,904$12,575-$3,671-$3,671
1. ANADARKO PETROLEUM CORPORATION SECURITIES LITIGATION2001-01-012017-10-17$137$137$137
40. OMNICELL INC2016-07-152017-10-17$2,006$1,441$565$565
270. OMNICELL INC2017-10-17$13,674$9,721$3,953$3,953
50. OMNICELL INC2016-07-262017-10-17$2,524$1,796$728$728
200. UNITED FIRE GROUP INC2015-11-192017-10-17$9,326$7,861$1,465$1,465
220000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-10-17$221,753$221,993-$240-$240
45000. USA TREASURY NOTES 01.625% DUE 08/15/20222017-08-302017-10-17$44,355$44,779-$424-$424
1. VIVENDI SPON ADR2001-01-012017-10-17$618$618$618
125000. ACTIVISION BLIZZARD SER WI CALL 08/15/20212017-05-012017-10-18$124,384$123,029$1,355$1,355
5000. BURLINGTN NORTH SANTA FE CALL 03/01/2044 @ 100.000 UNSC2014-08-112017-10-18$5,571$4,972$599$599
50000. CATERPILLAR FINL SERVICE UNSC2017-09-052017-10-18$49,787$49,958-$171-$171
25000. GENERAL ELEC CAP CORP SR UNSECD2014-06-242017-10-18$25,980$25,075$905$905
1240. MGIC INVT CORP WIS2017-10-18$16,773$14,208$2,565$2,565
5840. ACUSHNET HOLDINGS CORP2017-10-19$100,212$101,709-$1,497-$1,497
180000. USA TREASURY NOTES 02.125% DUE 09/30/20212017-10-19$181,772$181,287$485$485
185000. USA TREASURY NOTES 01.750% DUE 03/31/20222017-10-19$183,555$183,186$369$369
50. ALBEMARLE CORP2015-11-052017-10-23$6,972$2,494$4,478$4,478
200. ALTRA INDUSTRIAL MOTION CORP2015-11-192017-10-23$9,638$5,408$4,230$4,230
2150. BAYERISCHE MOTOREN-SPON ADR SEDOL BD6KTC92012-04-162017-10-23$72,561$64,210$8,351$8,351
8500. CIELO S.A. ADR2016-06-062017-10-23$57,748$67,073-$9,325-$9,325
50. COHERENT INC2017-10-022017-10-23$13,276$11,759$1,517$1,517
200. COHU INC2017-06-272017-10-23$4,999$3,266$1,733$1,733
1825. DAIMLER AG-UNSPONSORED ADR SEDOL BYVH3312017-10-23$147,353$138,065$9,288$9,288
30. FCB FINANCIAL HOLDINGS INC2017-08-222017-10-23$1,426$1,301$125$125
50. FCB FINANCIAL HOLDINGS INC2017-10-23$2,369$2,161$208$208
130. MGIC INVT CORP WIS2017-10-23$1,776$1,466$310$310
1027. TOYOTA MTR CORP ADR 2 COM2017-10-23$126,410$81,062$45,348$45,348
45000. USA TREASURY NOTES 02.375% DUE 08/15/20242017-06-162017-10-23$45,478$46,122-$644-$644
115000. USA TREASURY NOTES 01.750% DUE 10/31/20202017-06-152017-10-23$115,094$115,658-$564-$564
65000. AMERICAN EXPRESS CO CALL 07/01/2022 UNSC2017-10-24$64,640$65,037-$397-$397
2548. CSX CORP COM2017-10-24$138,765$127,751$11,014$11,014
272. CSX CORP COM2017-05-172017-10-24$14,856$13,542$1,314$1,314
6574. CIELO S.A. ADR2016-06-062017-10-24$43,278$51,875-$8,597-$8,597
200. DOUGLAS DYNAMICS INC2015-11-192017-10-24$8,404$4,532$3,872$3,872
30. FCB FINANCIAL HOLDINGS INC2017-10-24$1,422$1,286$136$136
250. GENERAL DYNAMICS CORP2015-05-212017-10-24$53,318$35,142$18,176$18,176
310. MGIC INVT CORP WIS2017-09-082017-10-24$4,310$3,460$850$850
60. MGIC INVT CORP WIS2017-09-082017-10-24$831$670$161$161
75000. USA TREASURY NOTES 01.500% DUE 12/31/20182017-09-282017-10-24$75,012$75,100-$88-$88
80000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-10-24$79,503$80,142-$639-$639
70. FCB FINANCIAL HOLDINGS INC2017-09-112017-10-25$3,294$2,990$304$304
160. FCB FINANCIAL HOLDINGS INC2017-10-25$7,544$6,643$901$901
180. FCB FINANCIAL HOLDINGS INC2017-10-25$8,487$6,825$1,662$1,662
110. MGIC INVT CORP WIS2017-09-082017-10-25$1,518$1,228$290$290
500. MGIC INVT CORP WIS2017-10-25$6,908$5,543$1,365$1,365
40. MGIC INVT CORP WIS2017-05-052017-10-25$551$427$124$124
180. OMNICELL INC2016-07-262017-10-25$9,687$6,467$3,220$3,220
10. OMNICELL INC2016-07-262017-10-25$534$359$175$175
200. ENTEGRIS, INC2009-07-012017-10-26$6,355$587$5,768$5,768
280. FCB FINANCIAL HOLDINGS INC2017-10-26$13,263$10,589$2,674$2,674
550. FCB FINANCIAL HOLDINGS INC2017-10-26$26,160$20,642$5,518$5,518
25000. GENERAL ELECTRIC CO SR UNSECD2012-10-012017-10-26$25,961$24,859$1,102$1,102
160. MGIC INVT CORP WIS2017-05-052017-10-26$2,238$1,710$528$528
270. MGIC INVT CORP WIS2017-05-052017-10-26$3,757$2,885$872$872
300. ORBCOMM INC2017-10-26$3,355$2,981$374$374
200. SELECTED INS GROUP INC2015-11-192017-10-26$11,560$6,810$4,750$4,750
15000. USA TREASURY NOTES 02.375% DUE 08/15/20242017-10-26$15,077$15,287-$210-$210
10000. USA TREASURY NOTES 02.500% DUE 08/15/20232017-05-082017-10-26$10,173$10,216-$43-$43
120. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792017-08-222017-10-26$6,333$6,018$315$315
40. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792016-09-292017-10-26$2,111$1,478$633$633
60000. BANKUNITED INC CALL 08/17/2025 @ 100.000 UNSC2017-10-27$63,984$59,826$4,158$4,158
90. FCB FINANCIAL HOLDINGS INC2017-10-27$4,272$3,360$912$912
120. FCB FINANCIAL HOLDINGS INC2017-10-27$5,697$4,460$1,237$1,237
100. INTEGRATED DEVICE TECHNOLOGY INC2017-10-27$2,844$2,582$262$262
180. INTEGRATED DEVICE TECHNOLOGY INC2017-10-27$5,104$4,593$511$511
280. INTEGRATED DEVICE TECHNOLOGY INC2017-05-242017-10-27$7,901$6,986$915$915
70. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792016-11-222017-10-27$3,679$2,444$1,235$1,235
10. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792016-09-292017-10-27$526$369$157$157
1170. CELGENE CORP2017-10-30$116,359$138,188-$21,829-$21,829
30. COMMUNITY HEALTHCARE TRUST I2017-02-212017-10-30$829$683$146$146
1460. EDWARDS LIFESCIENCES CORP2014-06-022017-10-30$147,299$58,980$88,319$88,319
260. INTEGRATED DEVICE TECHNOLOGY INC2017-05-242017-10-30$7,439$6,487$952$952
5020. JD.COM INC-ADR ADR SEDOL BMM27D92017-10-30$187,094$197,466-$10,372-$10,372
200. SELECTED INS GROUP INC2017-10-30$11,748$5,936$5,812$5,812
120. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792017-10-30$6,319$4,167$2,152$2,152
120. COMMUNITY HEALTHCARE TRUST I2017-10-31$3,293$2,729$564$564
690.81 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182017-10-31$691$737-$46-$46
873.05 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022017-10-31$873$939-$66-$66
1714.13 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142017-10-31$1,714$1,789-$75-$75
1645.75 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112017-10-31$1,646$1,707-$61-$61
1379.2 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172017-10-31$1,379$1,419-$40-$40
4922.12 FEDERAL NATL MTG ASSN POOL AL26102017-08-222017-10-31$4,922$5,003-$81-$81
974.92 FEDERAL NATL MTG ASSN POOL AL19482014-01-212017-10-31$975$1,014-$39-$39
2601.29 FEDERAL NATL MTG ASSN POOL AL22422015-05-112017-10-31$2,601$2,778-$177-$177
1028.86 FEDERAL NATL MTG ASSN POOL AL31912015-04-282017-10-31$1,029$1,085-$56-$56
2486.16 FEDERAL NATL MTG ASSN POOL AL39042014-05-022017-10-31$2,486$2,593-$107-$107
289.36 FEDERAL NATL MTG ASSN POOL AO59402012-06-182017-10-31$289$303-$14-$14
1396.6 FEDERAL NATL MTG ASSN POOL AO76272012-11-052017-10-31$1,397$1,455-$58-$58
2600.26 FEDERAL NATL MTG ASSN POOL AP04952015-05-122017-10-31$2,600$2,712-$112-$112
2457.91 FEDERAL NATL MTG ASSN POOL AP21332014-11-192017-10-31$2,458$2,541-$83-$83
481. FEDERAL NATL MTG ASSN POOL AQ09452012-11-202017-10-31$481$502-$21-$21
669.45 FEDERAL NATL MTG ASSN POOL AS38412015-05-202017-10-31$669$695-$26-$26
2037.45 FEDERAL NATL MTG ASSN POOL AS53852015-09-112017-10-31$2,037$2,168-$131-$131
3438.89 FEDERAL NATL MTG ASSN POOL AS61112016-04-152017-10-31$3,439$3,678-$239-$239
1144.78 FEDERAL NATL MTG ASSN POOL AS71552016-06-172017-10-31$1,145$1,182-$37-$37
1148.61 FEDERAL NATL MTG ASSN POOL AS66202017-08-172017-10-31$1,149$1,191-$42-$42
1210.98 FEDERAL NATL MTG ASSN POOL AS73432016-06-092017-10-31$1,211$1,247-$36-$36
2588.37 FEDERAL NATL MTG ASSN POOL AT21272014-11-142017-10-31$2,588$2,596-$8-$8
967.26 FEDERAL NATL MTG ASSN POOL AT78992015-09-152017-10-31$967$1,002-$35-$35
87.71 FEDERAL NATL MTG ASSN POOL 7250422005-05-122017-10-31$88$88
30.87 FEDERAL NATL MTG ASSN POOL 7287092003-12-182017-10-31$31$31
52.66 FEDERAL NATL MTG ASSN POOL 7351412005-04-292017-10-31$53$53
167.78 FEDERAL NATL MTG ASSN POOL 7391872003-09-102017-10-31$168$169-$1-$1
130.41 FEDERAL NATL MTG ASSN POOL 7450872006-06-082017-10-31$130$126$4$4
19.47 FEDERAL NATL MTG ASSN POOL 8142602005-03-102017-10-31$19$20-$1-$1
1999.04 FEDERAL NATL MTG ASSN POOL AB18452011-08-162017-10-31$1,999$2,076-$77-$77
666.89 FEDERAL NATL MTG ASSN POOL AB20772011-04-152017-10-31$667$658$9$9
896.88 FEDERAL NATL MTG ASSN POOL AB25182012-02-172017-10-31$897$933-$36-$36
2639. FEDERAL NATL MTG ASSN POOL AB45252012-05-162017-10-31$2,639$2,793-$154-$154
2231.87 FEDERAL NATL MTG ASSN POOL AB78592013-07-112017-10-31$2,232$2,238-$6-$6
2794.98 FEDERAL NATL MTG ASSN POOL AC36682010-10-052017-10-31$2,795$2,903-$108-$108
781.82 FEDERAL NATL MTG ASSN POOL MA05622014-02-102017-10-31$782$838-$56-$56
1542.17 FEDERAL NATL MTG ASSN POOL MA12362014-09-042017-10-31$1,542$1,582-$40-$40
1452.82 FEDERAL NATL MTG ASSN POOL MA14302015-05-122017-10-31$1,453$1,467-$14-$14
3900.24 FEDERAL NATL MTG ASSN POOL MA15252016-03-092017-10-31$3,900$4,067-$167-$167
1571.47 FEDERAL NATL MTG ASSN POOL MA26712016-10-282017-10-31$1,571$1,652-$81-$81
3348.72 FEDERAL NATL MTG ASSN POOL MA28032017-10-192017-10-31$3,349$3,367-$18-$18
3089.63 FEDERAL NATL MTG ASSN POOL AD71342010-07-212017-10-31$3,090$3,266-$176-$176
2400.87 FEDERAL NATL MTG ASSN POOL AD63692010-06-222017-10-31$2,401$2,475-$74-$74
1095.19 FEDERAL NATL MTG ASSN POOL AE09812011-10-172017-10-31$1,095$1,110-$15-$15
1988.65 GOVT NATL MTG ASSN POOL AA82732012-08-282017-10-31$1,989$2,131-$142-$142
1873.56 GOVT NATL MTG ASSN POOL 7443712012-02-162017-10-31$1,874$2,008-$134-$134
280. INTEGRATED DEVICE TECHNOLOGY INC2017-10-31$8,813$6,981$1,832$1,832
5000. USA TREASURY NOTES 01.625% DUE 08/31/20222017-10-242017-10-31$4,914$4,908$6$6
100000. USA TREASURY NOTES 01.500% DUE 12/31/20182017-09-282017-10-31$100,000$100,131-$131-$131
50. UNIVERSAL DISPLAY CORP2013-04-042017-10-31$7,423$1,436$5,987$5,987
50. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792016-11-232017-10-31$2,666$1,730$936$936
100. INTERXION HOLDING NV SEDOL B66QLT9 ISIN NL00096937792017-10-31$5,336$3,457$1,879$1,879
90. COMMUNITY HEALTHCARE TRUST I2017-11-01$2,493$2,045$448$448
420. ORBCOMM INC2017-11-01$4,763$4,147$616$616
30. ORBCOMM INC2017-04-282017-11-01$339$294$45$45
2800. INGERSOLL-RAND PLC SEDOL: B6330302017-11-01$246,113$183,973$62,140$62,140
20. BRIGHT HORIZONS FAMILY SOLUT2017-08-222017-11-02$1,816$1,611$205$205
40. BRIGHT HORIZONS FAMILY SOLUT2017-08-222017-11-02$3,614$3,222$392$392
520. BRIGHT HORIZONS FAMILY SOLUT2013-01-252017-11-02$46,983$14,546$32,437$32,437
230. CIENA CORP2017-06-292017-11-02$4,639$6,039-$1,400-$1,400
60. COMMUNITY HEALTHCARE TRUST I2016-04-072017-11-02$1,662$1,065$597$597
110. COMMUNITY HEALTHCARE TRUST I2017-11-02$3,047$2,495$552$552
70. COMMUNITY HEALTHCARE TRUST I2016-04-072017-11-02$1,936$1,243$693$693
190. NEUROCRINE BIOSCIENCES INC2017-11-02$13,380$6,836$6,544$6,544
200. NEUROCRINE BIOSCIENCES INC2017-11-02$14,429$7,158$7,271$7,271
400. NEUROCRINE BIOSCIENCES INC2017-11-02$28,616$14,181$14,435$14,435
10. NEUROCRINE BIOSCIENCES INC2016-03-112017-11-02$731$350$381$381
70. NEUROCRINE BIOSCIENCES INC2016-03-112017-11-02$4,845$2,448$2,397$2,397
10. NEUROCRINE BIOSCIENCES INC2016-03-112017-11-02$714$350$364$364
110. NEVRO CORP2017-05-172017-11-02$9,577$8,621$956$956
1030. ORBCOMM INC2017-11-02$10,630$10,074$556$556
15.875 ACADIAN NON-US CONCENTRATED FUND2011-10-182017-11-02$25,610$14,042$11,568$11,568
230. COMMUNITY HEALTHCARE TRUST I2016-04-072017-11-03$6,369$4,083$2,286$2,286
400. CONTROL4 CORP2015-11-202017-11-03$13,041$2,821$10,220$10,220
75000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC2016-12-052017-11-03$78,347$75,000$3,347$3,347
160. NEVRO CORP2017-11-03$13,467$12,534$933$933
20. NEVRO CORP2017-05-172017-11-03$1,686$1,563$123$123
50. NEVRO CORP2017-05-172017-11-03$4,210$3,909$301$301
95000. PRICELINE GROUP INC/THE CALL 03/01/2026 @ 100.000 UNSC2017-11-03$97,100$94,774$2,326$2,326
50. UNIVERSAL DISPLAY CORP2013-05-242017-11-03$7,907$1,428$6,479$6,479
70. COMMUNITY HEALTHCARE TRUST I2016-04-072017-11-06$1,936$1,243$693$693
500. CONTROL4 CORP2015-11-202017-11-06$16,752$3,526$13,226$13,226
10. FCB FINANCIAL HOLDINGS INC2016-08-152017-11-06$475$369$106$106
50. MKS INSTRS INC2017-07-262017-11-06$5,319$4,095$1,224$1,224
140. MKS INSTRS INC2017-11-06$14,922$11,036$3,886$3,886
50. ANDEAVOR MERGED 10/01/19 @ $19.7990442015-11-192017-11-07$5,560$5,126$434$434
200. BROOKS AUTOMATION INC2010-12-032017-11-07$6,753$1,613$5,140$5,140
140. CIENA CORP2017-06-292017-11-07$2,824$3,676-$852-$852
30. CIENA CORP2017-06-292017-11-07$605$788-$183-$183
110. COMMUNITY HEALTHCARE TRUST I2016-04-072017-11-07$3,051$1,953$1,098$1,098
50. IAC / INTERACTIVECORP-W/I2015-11-192017-11-07$6,400$3,114$3,286$3,286
1800. INTERPUBLIC GROUP COS INC COM2017-05-012017-11-07$33,958$42,791-$8,833-$8,833
5200. INTERPUBLIC GROUP COS INC COM2015-12-292017-11-07$98,102$123,113-$25,011-$25,011
130. MKS INSTRS INC2017-11-07$13,813$9,765$4,048$4,048
100. MKS INSTRS INC2017-11-07$10,741$7,455$3,286$3,286
400. NEKTAR THERAPEUTICS2015-11-192017-11-07$10,910$5,984$4,926$4,926
330. PARKER HANNIFIN CORP2015-12-292017-11-07$61,098$32,838$28,260$28,260
25000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-03-172017-11-07$32,405$31,123$1,282$1,282
90000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242017-11-07$90,577$90,651-$74-$74
350. XILINX INC COM2015-02-272017-11-07$25,998$14,787$11,211$11,211
6000. NABORS INDUSTRIES LTD2015-12-292017-11-07$37,187$51,083-$13,896-$13,896
30000. AT&T INC CALL 01/01/2024 @ 100.000 UNSC2016-11-102017-11-08$31,865$31,717$148$148
65000. AT&T INC CALL 01/01/2024 @ 100.000 UNSC2014-11-252017-11-08$69,040$67,201$1,839$1,839
100. ALBEMARLE CORP2015-11-052017-11-08$14,388$4,987$9,401$9,401
80. CIENA CORP2017-06-292017-11-08$1,607$2,100-$493-$493
200. CONTROL4 CORP2015-11-202017-11-08$6,410$1,410$5,000$5,000
200. ENTEGRIS, INC2009-07-012017-11-08$6,483$587$5,896$5,896
250. FCB FINANCIAL HOLDINGS INC2016-08-152017-11-08$11,604$9,235$2,369$2,369
140. FCB FINANCIAL HOLDINGS INC2016-08-152017-11-08$6,471$5,172$1,299$1,299
450. GLOBAL PAYMENTS INC-W/I2012-04-022017-11-08$45,637$10,354$35,283$35,283
130. MKS INSTRS INC2017-07-102017-11-08$13,840$9,417$4,423$4,423
260. NEVRO CORP2017-11-08$20,286$20,262$24$24
240. NEVRO CORP2017-05-182017-11-08$18,682$18,644$38$38
60. NEVRO CORP2017-05-182017-11-08$4,674$4,661$13$13
70000. USA TREASURY NOTES 01.750% DUE 10/31/20202017-06-152017-11-08$69,973$70,395-$422-$422
200. CONTROL4 CORP2015-11-202017-11-09$6,126$1,410$4,716$4,716
390. ELDORADO RESORTS INC2017-11-09$11,217$6,476$4,741$4,741
80. ELDORADO RESORTS INC2016-12-072017-11-09$2,280$1,324$956$956
30. FCB FINANCIAL HOLDINGS INC2016-08-152017-11-09$1,377$1,108$269$269
130. NEVRO CORP2017-11-09$10,106$9,857$249$249
120. NEVRO CORP2017-05-192017-11-09$9,267$8,838$429$429
120. NEVRO CORP2017-11-09$9,360$8,806$554$554
150. ANDEAVOR MERGED 10/01/19 @ $19.7990442017-11-10$16,090$9,752$6,338$6,338
50. COHERENT INC2016-03-172017-11-10$15,407$4,350$11,057$11,057
200. CONTROL4 CORP2015-11-202017-11-10$6,381$1,410$4,971$4,971
840. ELDORADO RESORTS INC2017-11-10$24,070$13,809$10,261$10,261
140. ELDORADO RESORTS INC2016-12-122017-11-10$4,066$2,281$1,785$1,785
130. MKS INSTRS INC2017-11-10$13,538$9,341$4,197$4,197
40. NEKTAR THERAPEUTICS2017-08-232017-11-10$1,322$748$574$574
3240. ORBCOMM INC2017-11-10$32,320$31,520$800$800
400. CONTROL4 CORP2015-11-202017-11-13$13,027$2,821$10,206$10,206
450. ELDORADO RESORTS INC2017-11-13$12,886$7,196$5,690$5,690
60. MKS INSTRS INC2017-07-102017-11-13$6,230$4,273$1,957$1,957
20. MKS INSTRS INC2017-07-102017-11-13$2,078$1,424$654$654
240. NEKTAR THERAPEUTICS2017-11-13$9,840$4,438$5,402$5,402
5000. USA TREASURY NOTES 02.500% DUE 02/15/20452017-10-022017-11-13$4,655$4,654$1$1
30000. WAL-MART STORES INC CALL 06/15/2047 UNSC2017-10-112017-11-13$30,563$29,954$609$609
100. ALBEMARLE CORP2015-11-162017-11-14$13,783$4,763$9,020$9,020
30. COMMUNITY HEALTHCARE TRUST I2016-04-072017-11-14$861$533$328$328
100. NEKTAR THERAPEUTICS2016-07-292017-11-14$3,941$1,682$2,259$2,259
600. NEKTAR THERAPEUTICS2017-11-14$23,467$9,863$13,604$13,604
290. NEKTAR THERAPEUTICS2017-11-14$11,320$4,684$6,636$6,636
50. ON ASSIGNMENT INC NAME CHANGE 04/02/182015-11-192017-11-14$3,066$2,340$726$726
270. QTS REALTY TRUST INC-CL A2017-11-14$15,780$13,944$1,836$1,836
100. QTS REALTY TRUST INC-CL A2017-11-14$5,841$5,113$728$728
90. QTS REALTY TRUST INC-CL A2017-04-122017-11-14$5,257$4,593$664$664
50. UNIVERSAL DISPLAY CORP2013-05-242017-11-14$8,770$1,428$7,342$7,342
6010.37 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282017-11-15$6,010$6,009$1$1
1655.46 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202017-11-15$1,655$1,655
4157.77 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A32014-08-262017-11-15$4,158$4,157$1$1
500. QTS REALTY TRUST INC-CL A2017-11-15$28,464$24,741$3,723$3,723
30. QTS REALTY TRUST INC-CL A2017-04-052017-11-15$1,713$1,472$241$241
50000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242017-11-15$50,240$50,359-$119-$119
80000. USA TREASURY NOTES 00.875% DUE 11/15/20172017-04-262017-11-15$80,000$79,966$34$34
200. CONTROL4 CORP2015-11-202017-11-16$6,864$1,410$5,454$5,454
20000. MCDERMOTT INTERNATIONAL SEDOL BLNPBY9 ISIN US580037AB542014-04-112017-11-16$20,772$20,325$447$447
200. NEKTAR THERAPEUTICS2015-04-082017-11-16$8,870$2,244$6,626$6,626
30. QTS REALTY TRUST INC-CL A2017-11-16$1,726$1,465$261$261
45000. AVNET INC CALL 01/15/2026 @ 100.000 UNSC2017-11-17$46,867$44,869$1,998$1,998
10000. AVNET INC CALL 01/15/2026 @ 100.000 UNSC2016-03-212017-11-17$10,430$9,928$502$502
5000. AVNET INC CALL 01/15/2026 @ 100.000 UNSC2016-03-212017-11-17$5,223$4,964$259$259
.999 BANCO SANTANDER S A ADR2012-07-262017-11-17$6$5$1$1
100. COHERENT INC2017-11-17$30,661$8,563$22,098$22,098
280. FCB FINANCIAL HOLDINGS INC2017-11-17$13,427$10,341$3,086$3,086
170. NEKTAR THERAPEUTICS2016-06-092017-11-17$7,735$2,744$4,991$4,991
1010. NEKTAR THERAPEUTICS2017-11-17$46,332$16,276$30,056$30,056
120000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-11-17$119,550$119,949-$399-$399
140000. USA TREASURY NOTES 01.625% DUE 05/15/20262017-11-17$132,459$132,639-$180-$180
200. VISHAY INTERTECHNOLOGY INC2015-12-032017-11-17$4,480$2,375$2,105$2,105
50. VISTEON CORP2016-08-172017-11-17$6,422$3,530$2,892$2,892
50. COHERENT INC2016-05-172017-11-20$15,532$4,213$11,319$11,319
340. FCB FINANCIAL HOLDINGS INC2017-11-20$16,402$12,428$3,974$3,974
80. FCB FINANCIAL HOLDINGS INC2016-08-102017-11-20$3,852$2,905$947$947
400. NEKTAR THERAPEUTICS2016-02-082017-11-20$18,300$4,448$13,852$13,852
60000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-07-122017-11-20$59,670$59,960-$290-$290
280. ABBOTT LABORATORIES INC2016-07-192017-11-21$15,733$11,691$4,042$4,042
260. AGILENT TECHNOLOGIES (IPO)2017-04-242017-11-21$18,161$14,132$4,029$4,029
560. ALLISON TRANSMISSION HOLDING2017-08-032017-11-21$22,153$21,190$963$963
60. ALPHABET INC/CA-CL A2017-11-21$62,956$40,241$22,715$22,715
170. ALTRIA GROUP INC2013-05-102017-11-21$11,172$6,228$4,944$4,944
130. AMGEN INC2015-02-052017-11-21$22,068$19,711$2,357$2,357
230. ANALOG DEVICES INC2017-06-132017-11-21$20,688$18,652$2,036$2,036
590. APPLE INC2017-11-21$101,978$86,008$15,970$15,970
390. APPLIED MATERIALS INC2016-07-192017-11-21$22,882$10,346$12,536$12,536
220. BAXTER INTERNATIONAL INC2017-08-152017-11-21$14,128$13,358$770$770
410. BERRY GLOBAL GROUP INC2016-08-152017-11-21$24,551$17,854$6,697$6,697
60. BIOGEN INC2016-08-102017-11-21$18,558$17,050$1,508$1,508
260. BIOVERATIV INC-W/I MERGED 03/09/18 @ $105.00 P/S2017-10-302017-11-21$13,259$14,522-$1,263-$1,263
80. BOEING CO2017-10-242017-11-21$21,298$21,192$106$106
380. BORG WARNER INC.2017-10-302017-11-21$20,041$19,976$65$65
190. BURLINGTON STORES INC2017-10-302017-11-21$19,971$17,045$2,926$2,926
360. CDW CORP/DE2014-06-202017-11-21$23,879$11,548$12,331$12,331
350. CARNIVAL CORP SEDOL 25230442017-04-102017-11-21$23,468$20,576$2,892$2,892
300. COGNIZANT TECHNOLOGY SOLUTIONS2017-10-302017-11-21$21,540$22,619-$1,079-$1,079
760. COMCAST CORPORATION CL A2016-08-052017-11-21$27,651$25,603$2,048$2,048
100. CONSTELLATION BRANDS INC CL A2014-05-162017-11-21$21,971$8,219$13,752$13,752
240. DOLLAR TREE INC2017-10-302017-11-21$23,554$22,073$1,481$1,481
290. DOWDUPONT INC2015-04-282017-11-21$20,685$14,948$5,737$5,737
170. FCB FINANCIAL HOLDINGS INC2017-11-21$8,295$6,169$2,126$2,126
350. FACEBOOK INC2016-05-092017-11-21$63,546$41,815$21,731$21,731
80. GENERAL DYNAMICS CORP2015-05-212017-11-21$15,986$11,245$4,741$4,741
4019.545 GOLDMAN SACHS STRATEGIC INCOME INSTITUTIONAL CLASS2017-11-21$38,226$38,695-$469-$469
260580.44 GOLDMAN SACHS STRATEGIC INCOME INSTITUTIONAL CLASS2017-11-21$2,478,120$2,769,232-$291,112-$291,112
210. HOME DEPOT INC COM2015-07-282017-11-21$36,208$23,909$12,299$12,299
40. HOME DEPOT INC COM2017-04-112017-11-21$6,897$5,912$985$985
130. HONEYWELL INTL INC2016-07-082017-11-21$19,420$15,286$4,134$4,134
110. ILLINOIS TOOL WORKS INC COM2016-06-152017-11-21$17,528$11,595$5,933$5,933
470. INTEL CORP2016-08-182017-11-21$21,149$16,411$4,738$4,738
80. LAM RESEARCH CORP2015-03-192017-11-21$17,457$6,296$11,161$11,161
130. LAUDER ESTEE COS INC CL A2017-09-272017-11-21$16,312$14,030$2,282$2,282
140. MASTERCARD INC CL A2017-10-302017-11-21$21,322$20,864$458$458
210. MCDONALDS CORP COM2017-06-162017-11-21$35,407$32,034$3,373$3,373
690. MICROSOFT CORP2016-11-072017-11-21$57,755$41,685$16,070$16,070
90. MOHAWK INDS INC2017-11-21$24,657$18,950$5,707$5,707
370. MORGAN STANLEY2016-09-302017-11-21$18,294$11,832$6,462$6,462
400. NEKTAR THERAPEUTICS2017-11-21$19,552$4,337$15,215$15,215
50. NORTHROP GRUMMAN CORPORATION2015-07-162017-11-21$15,236$8,486$6,750$6,750
270. ORACLE CORP2017-08-032017-11-21$13,119$13,575-$456-$456
130. PARKER HANNIFIN CORP2017-06-162017-11-21$23,967$21,023$2,944$2,944
290. PEPSICO INC COM2015-08-062017-11-21$33,667$28,811$4,856$4,856
240. PINNACLE FOODS INC MERGED 10/26/18 @ $43.11 P/S2016-12-152017-11-21$13,332$12,263$1,069$1,069
160. PRICE T ROWE GROUP INC COM2017-08-302017-11-21$15,598$13,429$2,169$2,169
220. PROLOGIS INC2016-09-232017-11-21$14,806$12,006$2,800$2,800
470. QTS REALTY TRUST INC-CL A2017-11-21$27,216$22,904$4,312$4,312
520. QTS REALTY TRUST INC-CL A2017-11-21$30,150$25,327$4,823$4,823
80. RAYTHEON COMPANY2016-01-252017-11-21$14,896$9,521$5,375$5,375
120. ROCKWELL INTL CORP NEW COM2017-06-162017-11-21$23,102$19,599$3,503$3,503
150. S&P GLOBAL INC2016-07-292017-11-21$24,628$18,326$6,302$6,302
60. SHERWIN-WILLIAMS CO2017-06-162017-11-21$23,366$21,052$2,314$2,314
140. STANLEY BLACK & DECKER INC2017-11-012017-11-21$23,253$22,594$659$659
120. STRYKER CORP2017-10-302017-11-21$18,677$18,788-$111-$111
210. T-MOBILE US INC2017-08-302017-11-21$12,727$13,454-$727-$727
270. TEXAS INSTRS INC COM2016-09-012017-11-21$26,790$18,789$8,001$8,001
80. THERMO ELECTRON CORP COM2015-08-182017-11-21$15,416$10,848$4,568$4,568
210. THOR INDUSTRIES INC2017-02-272017-11-21$28,858$23,523$5,335$5,335
490. TOLL BROTHERS INC2017-03-102017-11-21$23,471$17,786$5,685$5,685
340. TOTAL SYSTEMS SERVICES INC2017-07-072017-11-21$25,051$19,983$5,068$5,068
210. UNITEDHEALTH GROUP INC COM2017-06-162017-11-21$44,564$38,250$6,314$6,314
380. YUM CHINA HOLDINGS INC -W/I2017-04-192017-11-21$15,785$12,552$3,233$3,233
320. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH01029931822017-06-092017-11-21$30,674$25,688$4,986$4,986
90. BROADCOM LTD EXCH 04/05/182017-05-042017-11-21$24,899$20,278$4,621$4,621
75. ALIBABA GROUP HOLDING LTD ADR SEDOL BP41ZD12017-08-102017-11-22$14,371$11,476$2,895$2,895
125. ANHEUSER BUSCH INBEV SPONSORED ADR2016-11-302017-11-22$14,581$13,011$1,570$1,570
750. BASF SE SPONSORED ADR2004-08-092017-11-22$20,731$5,022$15,709$15,709
550. BNP PARIBAS SPONSORED ADR2017-01-302017-11-22$20,593$17,721$2,872$2,872
175. CANADIAN NATL RAILWAY CO SEDOL 22109592017-11-22$13,979$9,885$4,094$4,094
2575. CEMEX S.A.B. DE CV SPONSORED ADR2016-06-062017-11-22$20,214$15,909$4,305$4,305
1600. COMPAGNIE FINANCIERE RICHEMONT A SWITZ ADR2009-05-222017-11-22$14,100$3,375$10,725$10,725
425. DEUTSCHE POST AG SPON ADR2017-11-22$19,942$14,187$5,755$5,755
750. EXPERIAN PLC SPON ADR2013-10-302017-11-22$15,542$15,312$230$230
190. FCB FINANCIAL HOLDINGS INC2016-08-082017-11-22$9,317$6,861$2,456$2,456
1125. ING GROEP N V SPONSORED ADR2016-08-192017-11-22$20,196$13,306$6,890$6,890
450. L OREAL CO UNSPONSORED ADR2016-03-102017-11-22$19,940$15,877$4,063$4,063
300. NEKTAR THERAPEUTICS2017-11-22$14,687$3,221$11,466$11,466
300. NOVO NORDISK A S ADR2013-03-042017-11-22$15,547$10,776$4,771$4,771
1850. BANK MANDIRI TBK-UNSPON ADR2016-06-062017-11-22$20,428$12,932$7,496$7,496
650. ROCHE HOLDINGS LTD ADR2011-05-022017-11-22$20,496$13,350$7,146$7,146
1725. ROLLS-ROYCE HOLDINGS PLC SPONSORED ADR2017-11-22$20,514$20,505$9$9
800. SAFRAN SA UNSPON ADR2017-11-22$20,482$12,855$7,627$7,627
150. SAP SE SPONSORED ADR2017-05-112017-11-22$17,208$15,308$1,900$1,900
300. SIEMENS AG SPONSORED ADR2017-11-22$20,235$16,471$3,764$3,764
575. SMITH & NEPHEW PLC SPDN ADR2011-04-272017-11-22$20,620$12,533$8,087$8,087
2694. SWATCH GROUP LTD UNSPON ADR2016-06-062017-11-22$50,599$41,241$9,358$9,358
525. TAIWAN SEMICONDUCTOR MTG CO ADR2016-06-062017-11-22$22,356$13,424$8,932$8,932
575. TENCENT HOLDINGS LTD UNSPON ADR2012-04-162017-11-22$31,741$3,396$28,345$28,345
50. UNIVERSAL DISPLAY CORP2013-05-242017-11-22$9,431$1,428$8,003$8,003
175. WPP PLC ADR2011-06-162017-11-22$14,803$10,466$4,337$4,337
25000. WHITEWAVE FOODS CO COGT2017-01-312017-11-22$31,103$26,950$4,153$4,153
60000. WHITEWAVE FOODS CO COGT2017-11-22$74,647$66,890$7,757$7,757
1175. UBS GROUP AG SEDOL BRJL1762013-09-192017-11-22$20,224$25,093-$4,869-$4,869
125. ASML HOLDING NV-NY SEDOL B908F012012-04-192017-11-22$23,101$8,214$14,887$14,887
200. CONTROL4 CORP2015-11-202017-11-24$7,137$1,410$5,727$5,727
50. FCB FINANCIAL HOLDINGS INC2017-11-24$2,438$1,804$634$634
2450. TENCENT HOLDINGS LTD UNSPON ADR2012-04-162017-11-24$131,737$14,469$117,268$117,268
2750. ABBOTT LABORATORIES INC2016-07-192017-11-27$154,508$114,824$39,684$39,684
450. AGILENT TECHNOLOGIES (IPO)2017-11-27$31,211$24,346$6,865$6,865
50. FCB FINANCIAL HOLDINGS INC2017-11-27$2,422$1,802$620$620
10. FCB FINANCIAL HOLDINGS INC2016-08-082017-11-27$484$360$124$124
1170. ROCKWELL INTL CORP NEW COM2017-11-27$223,653$182,162$41,491$41,491
240. SONIC CORP2017-05-102017-11-27$5,769$7,029-$1,260-$1,260
220. SONIC CORP2017-05-102017-11-27$5,296$6,443-$1,147-$1,147
150. SONIC CORP2017-05-102017-11-27$3,619$4,393-$774-$774
310. CAVIUM INC2017-11-28$27,112$19,598$7,514$7,514
200. CONTROL4 CORP2015-11-202017-11-28$6,977$1,410$5,567$5,567
10. IAC / INTERACTIVECORP-W/I2015-12-042017-11-28$1,339$617$722$722
90. IAC / INTERACTIVECORP-W/I2015-12-042017-11-28$11,987$5,553$6,434$6,434
40. MONOLITHIC POWER SYSTEMS INC2017-08-222017-11-28$4,994$3,894$1,100$1,100
70. MONOLITHIC POWER SYSTEMS INC2017-11-28$8,740$3,294$5,446$5,446
420. SONIC CORP2017-11-28$10,154$12,254-$2,100-$2,100
840. SONIC CORP2017-11-28$20,456$24,432-$3,976-$3,976
110. CAVIUM INC2017-09-132017-11-29$9,689$6,947$2,742$2,742
200. CONTROL4 CORP2015-11-202017-11-29$6,703$1,410$5,293$5,293
30. MONOLITHIC POWER SYSTEMS INC2015-01-062017-11-29$3,663$1,403$2,260$2,260
80. MONOLITHIC POWER SYSTEMS INC2017-11-29$9,402$3,742$5,660$5,660
40. SONIC CORP2017-05-122017-11-29$1,012$1,160-$148-$148
870. SONIC CORP2017-11-29$21,882$24,962-$3,080-$3,080
80. SONIC CORP2017-11-29$2,006$2,277-$271-$271
75000. USA TREASURY NOTES 02.000% DUE 02/28/20212017-03-242017-11-29$75,173$75,533-$360-$360
80. UNIVERSAL DISPLAY CORP2017-11-29$14,289$2,268$12,021$12,021
20. UNIVERSAL DISPLAY CORP2014-06-062017-11-29$3,593$560$3,033$3,033
1100. COMMUNITY HEALTHCARE TRUST I2016-04-072017-11-30$29,941$19,525$10,416$10,416
782.14 FEDERAL HOME LOAN MTG CORP GOLD POOL G075012015-05-182017-11-30$782$834-$52-$52
1854.37 FEDERAL HOME LOAN MTG CORP GOLD POOL G084512014-07-022017-11-30$1,854$1,995-$141-$141
385.93 FEDERAL HOME LOAN MTG CORP GOLD POOL C040382012-06-142017-11-30$386$403-$17-$17
1511.32 FEDERAL HOME LOAN MTG CORP GOLD POOL A964132014-03-112017-11-30$1,511$1,568-$57-$57
1343.09 FEDERAL HOME LOAN MTG CORP GOLD POOL V616112017-10-172017-11-30$1,343$1,381-$38-$38
4364.98 FEDERAL NATL MTG ASSN POOL AL26102017-08-222017-11-30$4,365$4,436-$71-$71
926.68 FEDERAL NATL MTG ASSN POOL AL19482014-01-212017-11-30$927$964-$37-$37
4197.74 FEDERAL NATL MTG ASSN POOL AL22422015-05-112017-11-30$4,198$4,482-$284-$284
1476.08 FEDERAL NATL MTG ASSN POOL AL31912015-04-282017-11-30$1,476$1,556-$80-$80
2157.36 FEDERAL NATL MTG ASSN POOL AL39042014-05-022017-11-30$2,157$2,250-$93-$93
801.04 FEDERAL NATL MTG ASSN POOL AO59402012-06-182017-11-30$801$839-$38-$38
1471.53 FEDERAL NATL MTG ASSN POOL AO76272012-11-052017-11-30$1,472$1,532-$60-$60
1437.69 FEDERAL NATL MTG ASSN POOL AP04952015-05-122017-11-30$1,438$1,500-$62-$62
2205.54 FEDERAL NATL MTG ASSN POOL AP21332014-11-192017-11-30$2,206$2,280-$74-$74
508.02 FEDERAL NATL MTG ASSN POOL AQ09452012-11-202017-11-30$508$530-$22-$22
1506.29 FEDERAL NATL MTG ASSN POOL AS38412015-05-202017-11-30$1,506$1,562-$56-$56
1907.6 FEDERAL NATL MTG ASSN POOL AS53852015-09-112017-11-30$1,908$2,030-$122-$122
5014.49 FEDERAL NATL MTG ASSN POOL AS61112016-04-152017-11-30$5,014$5,362-$348-$348
796.3 FEDERAL NATL MTG ASSN POOL AS71552016-06-172017-11-30$796$822-$26-$26
886.19 FEDERAL NATL MTG ASSN POOL AS66202017-08-172017-11-30$886$919-$33-$33
1021.9 FEDERAL NATL MTG ASSN POOL AS73432016-06-092017-11-30$1,022$1,052-$30-$30
5060.54 FEDERAL NATL MTG ASSN POOL AT21272014-11-142017-11-30$5,061$5,075-$14-$14
1260.29 FEDERAL NATL MTG ASSN POOL AT78992015-09-152017-11-30$1,260$1,306-$46-$46
96.11 FEDERAL NATL MTG ASSN POOL 7250422005-05-122017-11-30$96$97-$1-$1
115.03 FEDERAL NATL MTG ASSN POOL 7287092003-12-182017-11-30$115$117-$2-$2
52.92 FEDERAL NATL MTG ASSN POOL 7351412005-04-292017-11-30$53$53
168.59 FEDERAL NATL MTG ASSN POOL 7391872003-09-102017-11-30$169$170-$1-$1
149.26 FEDERAL NATL MTG ASSN POOL 7450872006-06-082017-11-30$149$145$4$4
182.27 FEDERAL NATL MTG ASSN POOL 8142602005-03-102017-11-30$182$183-$1-$1
1297.47 FEDERAL NATL MTG ASSN POOL AB18452011-08-162017-11-30$1,297$1,347-$50-$50
784.66 FEDERAL NATL MTG ASSN POOL AB20772011-04-152017-11-30$785$775$10$10
530.54 FEDERAL NATL MTG ASSN POOL AB25182012-02-172017-11-30$531$552-$21-$21
1765.98 FEDERAL NATL MTG ASSN POOL AB45252012-05-162017-11-30$1,766$1,869-$103-$103
489.75 FEDERAL NATL MTG ASSN POOL AB78592013-07-112017-11-30$490$491-$1-$1
2647.81 FEDERAL NATL MTG ASSN POOL AC36682010-10-052017-11-30$2,648$2,750-$102-$102
1536.64 FEDERAL NATL MTG ASSN POOL MA05622014-02-102017-11-30$1,537$1,647-$110-$110
1167.08 FEDERAL NATL MTG ASSN POOL MA12362014-09-042017-11-30$1,167$1,197-$30-$30
1139.74 FEDERAL NATL MTG ASSN POOL MA14302015-05-122017-11-30$1,140$1,151-$11-$11
2293.35 FEDERAL NATL MTG ASSN POOL MA15252016-03-092017-11-30$2,293$2,391-$98-$98
1868.08 FEDERAL NATL MTG ASSN POOL MA26712016-10-282017-11-30$1,868$1,963-$95-$95
3698.51 FEDERAL NATL MTG ASSN POOL MA28032017-10-192017-11-30$3,699$3,719-$20-$20
1540.09 FEDERAL NATL MTG ASSN POOL AD71342010-07-212017-11-30$1,540$1,628-$88-$88
2283.18 FEDERAL NATL MTG ASSN POOL AD63692010-06-222017-11-30$2,283$2,353-$70-$70
1203.22 FEDERAL NATL MTG ASSN POOL AE09812011-10-172017-11-30$1,203$1,219-$16-$16
1158.03 GOVT NATL MTG ASSN POOL AA82732012-08-282017-11-30$1,158$1,241-$83-$83
2007.5 GOVT NATL MTG ASSN POOL 7443712012-02-162017-11-30$2,008$2,151-$143-$143
120. MONOLITHIC POWER SYSTEMS INC2017-11-30$14,190$5,554$8,636$8,636
300. NEKTAR THERAPEUTICS2017-11-30$16,377$2,836$13,541$13,541
880. SONIC CORP2017-11-30$22,408$24,996-$2,588-$2,588
270. SONIC CORP2017-05-082017-11-30$6,818$7,666-$848-$848
260. SONIC CORP2017-11-30$6,560$7,357-$797-$797
45000. USA TREASURY NOTES 01.500% DUE 12/31/20182017-09-282017-11-30$44,916$45,055-$139-$139
60000. USA TREASURY NOTE 01.625% DUE 12/31/20192017-03-242017-11-30$59,798$60,199-$401-$401
615.626 ACADIAN NON-US CONCENTRATED FUND2011-10-182017-11-30$1,000,000$544,550$455,450$455,450
120. MONOLITHIC POWER SYSTEMS INC2017-12-01$13,826$5,377$8,449$8,449
830. SONIC CORP2017-12-01$20,865$23,415-$2,550-$2,550
350. SONIC CORP2017-12-01$8,800$9,087-$287-$287
200. AEROVIRONMENT INC2015-11-192017-12-04$8,999$4,708$4,291$4,291
320. CAVIUM INC2017-12-04$27,423$20,061$7,362$7,362
350. INTERNATIONAL BANCSHARES CORP2015-12-292017-12-04$14,990$9,381$5,609$5,609
100. NEKTAR THERAPEUTICS2011-03-042017-12-04$5,217$882$4,335$4,335
35000. ORACLE CORP CALL 05/15/2037 UNSC2017-11-072017-12-04$36,081$34,868$1,213$1,213
25000. USA TREASURY NOTES 02.500% DUE 02/15/20452017-10-022017-12-04$23,749$23,270$479$479
6000. NABORS INDUSTRIES LTD2015-12-292017-12-04$38,871$51,083-$12,212-$12,212
80000. BANK OF AMERICA CORP 05.625% DUE 07/01/20202017-12-05$86,842$84,445$2,397$2,397
30000. BANK OF AMERICA CORP SNTS2017-12-05$31,834$30,079$1,755$1,755
200. NEKTAR THERAPEUTICS2011-03-042017-12-05$10,244$1,765$8,479$8,479
200. CIENA CORP2016-09-202017-12-06$4,241$4,332-$91-$91
310. CIENA CORP2017-12-06$6,574$7,536-$962-$962
40. CIENA CORP2016-09-202017-12-06$855$866-$11-$11
100. CIENA CORP2016-09-202017-12-06$2,133$2,166-$33-$33
170. CIENA CORP2017-12-06$3,626$3,680-$54-$54
55000. USA TREASURY NOTE 01.625% DUE 12/31/20192017-12-06$54,774$55,079-$305-$305
35000. USA TREASURY NOTE 01.625% DUE 12/31/20192015-06-052017-12-06$34,856$34,932-$76-$76
145. VAIL RESORTS INC COM2017-12-06$32,317$13,282$19,035$19,035
10. VAIL RESORTS INC COM2017-12-012017-12-06$2,229$2,240-$11-$11
30. VAIL RESORTS INC COM2015-01-122017-12-06$6,637$2,730$3,907$3,907
10. VAIL RESORTS INC COM2015-01-122017-12-06$2,228$910$1,318$1,318
200. WILLIAMS SONOMA INC2017-05-152017-12-07$10,674$10,239$435$435
4910. TOLL BROTHERS INC2017-12-08$233,878$177,323$56,555$56,555
60. ICON PLC SEDOL B94G4712017-12-08$6,747$6,713$34$34
200. NEKTAR THERAPEUTICS2013-01-092017-12-11$10,981$1,596$9,385$9,385
60000. CROWN CASTLE INTL CORP CALL 06/01/2027 UNSC2017-12-12$59,729$60,023-$294-$294
65000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-12-12$64,507$64,947-$440-$440
85000. BEAR STEARNS CO INC SR UNSECURED2016-10-122017-12-13$85,582$85,625-$43-$43
310. PARKER HANNIFIN CORP2015-12-292017-12-13$60,448$30,848$29,600$29,600
450. SCHWAB CHARLES CORP NEW2016-06-272017-12-13$22,759$10,817$11,942$11,942
60000. USA TREASURY NOTE 04.500% DUE 02/15/20362017-12-13$77,688$76,017$1,671$1,671
50. WNS HOLDINGS LTD ADR2017-12-012017-12-13$2,035$2,057-$22-$22
80. EVEREST RE GROUP LTD2015-12-292017-12-13$17,375$14,948$2,427$2,427
195. AEROVIRONMENT INC2015-11-192017-12-14$10,715$4,590$6,125$6,125
5. AEROVIRONMENT INC2015-11-192017-12-14$277$118$159$159
50. ALBEMARLE CORP2015-11-162017-12-14$6,483$2,381$4,102$4,102
205. ANDEAVOR MERGED 10/01/19 @ $19.7990442017-12-14$22,323$8,267$14,056$14,056
50. GLOBAL PAYMENTS INC-W/I2012-04-022017-12-14$4,986$1,150$3,836$3,836
15000. USA TREASURY NOTES 03.75% DUE 08/15/20412017-08-302017-12-14$17,900$17,886$14$14
10000. USA TREASURY NOTES 03.75% DUE 08/15/20412017-08-302017-12-14$11,936$11,924$12$12
135000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-12-14$134,504$134,873-$369-$369
100. WNS HOLDINGS LTD ADR2017-08-222017-12-14$4,046$3,493$553$553
5227.85 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A32015-10-282017-12-15$5,228$5,227$1$1
1633.51 FORD CREDIT AUTO OWNER TRUST SERIES 2016 A CLASS A32016-01-202017-12-15$1,634$1,633$1$1
1011.13 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A32016-05-242017-12-15$1,011$1,011
2369.18 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A32014-08-262017-12-15$2,369$59$2,310$2,310
3397.85 TOYOTA AUTO RECEIVABLES OWNER SERIES 2016 B CLASS A32016-05-022017-12-15$3,398$3,398
25000. USA TREASURY NOTES 03.75% DUE 08/15/20412017-08-302017-12-15$29,835$29,810$25$25
40. WNS HOLDINGS LTD ADR2017-08-222017-12-15$1,606$1,397$209$209
130. WNS HOLDINGS LTD ADR2017-12-15$5,219$3,980$1,239$1,239
70. EURONET SVCS INC COM2017-09-182017-12-18$5,983$6,931-$948-$948
290. EURONET SVCS INC COM2017-12-18$24,944$28,492-$3,548-$3,548
260. EURONET SVCS INC COM2017-12-18$22,373$21,109$1,264$1,264
190. EURONET SVCS INC COM2017-12-18$16,350$17,229-$879-$879
290. EURONET SVCS INC COM2017-12-18$24,771$23,250$1,521$1,521
130. EURONET SVCS INC COM2016-12-212017-12-18$11,129$9,624$1,505$1,505
15000. FLORIDA POWER & LIGHT CO CALL 06/01/2047 MORT2017-11-132017-12-18$15,701$14,881$820$820
20000. FLORIDA POWER & LIGHT CO CALL 06/01/2047 MORT2017-11-132017-12-18$20,908$19,842$1,066$1,066
60000. MORGAN STANLEY UNSC2016-11-142017-12-18$59,770$59,666$104$104
25000. PUBLIC SERVICE ELECTRIC SER MTN CALL 06/01/20472017-12-042017-12-18$25,545$24,982$563$563
60000. USA TREASURY NOTES 02.375% DUE 08/15/20242017-12-18$60,284$60,379-$95-$95
50000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-12-18$49,664$49,951-$287-$287
30. WNS HOLDINGS LTD ADR2016-09-132017-12-18$1,227$909$318$318
1. FEDERAL NATL MTG ASSN (FANNIE MAE) SECURITIES2001-01-012017-12-19$112$112$112
40000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-11-032017-12-19$39,513$39,959-$446-$446
65000. USA TREASURY NOTES 01.625% DUE 05/15/20262017-12-122017-12-19$60,981$61,207-$226-$226
80. WNS HOLDINGS LTD ADR2017-12-19$3,274$2,410$864$864
25000. MIDAMERICAN ENERGY HLDGS BDS SERIES WI2017-12-20$33,154$30,352$2,802$2,802
60. WNS HOLDINGS LTD ADR2016-09-142017-12-20$2,457$1,801$656$656
45000. MIDAMERICAN ENERGY HLDGS BDS SERIES WI2017-12-21$59,843$40,731$19,112$19,112
20000. USA TREASURY NOTES 02.250% DUE 11/15/20252017-11-032017-12-21$19,733$19,980-$247-$247
50. WNS HOLDINGS LTD ADR2016-09-142017-12-21$2,045$1,501$544$544
60. MGIC INVT CORP WIS2017-12-012017-12-22$872$899-$27-$27
720. MGIC INVT CORP WIS2017-12-22$10,483$7,963$2,520$2,520
170. MGIC INVT CORP WIS2016-12-192017-12-22$2,480$1,771$709$709
50. MGIC INVT CORP WIS2017-02-232017-12-22$729$532$197$197
930. MGIC INVT CORP WIS2017-12-22$13,492$9,660$3,832$3,832
150. NEKTAR THERAPEUTICS2017-12-22$8,868$1,191$7,677$7,677
80. WNS HOLDINGS LTD ADR2017-12-22$3,228$2,401$827$827
50. WNS HOLDINGS LTD ADR2016-09-152017-12-22$2,039$1,501$538$538
200. AEROVIRONMENT INC2015-11-192017-12-26$11,224$4,708$6,516$6,516
50. GLOBAL PAYMENTS INC-W/I2012-04-022017-12-26$5,035$1,150$3,885$3,885
50000. USA TREASURY NOTE 01.625% DUE 12/31/20192015-06-052017-12-28$49,725$49,902-$177-$177
65000. USA TREASURY NOTES 01.750% DUE 10/31/20202017-12-28$64,591$65,203-$612-$612
185000. USA TREASURY NOTES 01.750% DUE 10/31/20202017-12-28$183,837$185,770-$1,933-$1,933
CAPITAL GAIN DIVIDENDS$1,281,476P
FieldValueIRS element (for citing)
Capital Gain Net Income$7,774,429CapitalGainNetIncomeAmt

Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp

FieldValueIRS element (for citing)
Liable Section4942 TaxfalseLiableSection4942TaxInd
Adjusted Qlfy Distri Yr1$7,585,972AdjustedQlfyDistriYr1Amt
Net Vl Noncharitable Assets Yr1$142,273,769NetVlNoncharitableAssetsYr1Amt
Distribution Yr10.05332DistributionYr1Rt
Adjusted Qlfy Distri Yr2$10,055,392AdjustedQlfyDistriYr2Amt
Net Vl Noncharitable Assets Yr2$154,024,699NetVlNoncharitableAssetsYr2Amt
Distribution Yr20.065284DistributionYr2Rt
Adjusted Qlfy Distri Yr3$9,712,866AdjustedQlfyDistriYr3Amt
Net Vl Noncharitable Assets Yr3$154,411,063NetVlNoncharitableAssetsYr3Amt
Distribution Yr30.062903DistributionYr3Rt
Adjusted Qlfy Distri Yr4$8,964,057AdjustedQlfyDistriYr4Amt
Net Vl Noncharitable Assets Yr4$142,117,211NetVlNoncharitableAssetsYr4Amt
Distribution Yr40.063075DistributionYr4Rt
Adjusted Qlfy Distri Yr5$8,443,162AdjustedQlfyDistriYr5Amt
Net Vl Noncharitable Assets Yr5$135,290,339NetVlNoncharitableAssetsYr5Amt
Distribution Yr50.062408DistributionYr5Rt
Total Distribution0.30699TotalDistributionRt
Average Distribution0.061398AverageDistributionRt
Net Vl Noncharitable Assets$154,115,625NetVlNoncharitableAssetsAmt
Adj Net Vl Noncharitable Assets$9,462,391AdjNetVlNoncharitableAssetsAmt
Net Investment Income Pct$104,152NetInvestmentIncomePctAmt
Adj Nonchrtbl Net Invst Incm Pct$9,566,543AdjNonchrtblNetInvstIncmPctAmt
Qualifying Distributions$7,805,927QualifyingDistributionsAmt

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

FieldValueIRS element (for citing)
Investment Income Excise Tax$208,304InvestmentIncomeExciseTaxAmt
Tax Under Section511$0TaxUnderSection511Amt
Subtotal$208,304SubtotalAmt
Subtitle A Tax$0SubtitleATaxAmt
Tax Based On Investment Income$208,304TaxBasedOnInvestmentIncomeAmt
Estimated Plus Ovpmt Incm Tx$170,017EstimatedPlusOvpmtIncmTxAmt
Extsn Request Income Tax Paid$19,500ExtsnRequestIncomeTaxPaidAmt
Total Payments And Credits$189,517TotalPaymentsAndCreditsAmt
Form2220 AttachedYes (X)Form2220AttachedInd
Es Penalty$0EsPenaltyAmt
Tax Due$18,787TaxDueAmt
Applied To ES Tax$0AppliedToESTaxAmt
Refund$0RefundAmt

Statements Regarding Acty StatementsRegardingActyGrp

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

Persons With Books Name PersonsWithBooksName

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

Location Of Books US Address LocationOfBooksUSAddress

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

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

FieldValueIRS element (for citing)
Sale Or Exch Disqualified PrsnfalseSaleOrExchDisqualifiedPrsnInd
Brrw Or Lend Disqualified PrsnfalseBrrwOrLendDisqualifiedPrsnInd
Furn Goods Disqualified PrsnfalseFurnGoodsDisqualifiedPrsnInd
Pay Comp Disqualified PrsnYes (true)PayCompDisqualifiedPrsnInd
Transfer Ast Disqualified PrsnfalseTransferAstDisqualifiedPrsnInd
Payment To Government OfficialfalsePaymentToGovernmentOfficialInd
Acts Fail To Qlfy As ExceptionsfalseActsFailToQlfyAsExceptionsInd
Uncorrected Prior ActsfalseUncorrectedPriorActsInd
Undistributed Income PYfalseUndistributedIncomePYInd
Undistr Incm Sect4942a2 Not AppfalseUndistrIncmSect4942a2NotAppInd
Business HoldingsfalseBusinessHoldingsInd
Jeopardy InvestmentsfalseJeopardyInvestmentsInd
Uncorrected PY Jeopardy InvstfalseUncorrectedPYJeopardyInvstInd
Influence LegislationfalseInfluenceLegislationInd
Influence ElectionfalseInfluenceElectionInd
Grants To IndividualsfalseGrantsToIndividualsInd
Grants To OrganizationsfalseGrantsToOrganizationsInd
Noncharitable PurposefalseNoncharitablePurposeInd
Rcv Fnds To Pay Prsnl Bnft CntrctfalseRcvFndsToPayPrsnlBnftCntrctInd
Pay Premiums Prsnl Bnft CntrctfalsePayPremiumsPrsnlBnftCntrctInd
Prohibited Tax Shelter TransfalseProhibitedTaxShelterTransInd

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp (3 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdTitleTitleTxtAverage Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRtCompensationCompensationAmt
PNC BANK N A
116 ALLEGHENY CENTER MALLPITTSBURGHPA15212CO-TRUSTEE40$325,894
THOMAS G KNOLL
277 E MILL STREETAKRONOH44308CO-TRUSTEE18$4,443
ROGER T READ
1793 BROOKWOOD DRIVEAKRONOH443135070CO-TRUSTEE18$4,500

Compensation Highest Paid Empl CompensationHighestPaidEmplGrp (5 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdTitleTitleTxtAverage Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRtCompensationCompensationAmtEmployee BenefitsEmployeeBenefitsAmt
CHRISTINE A MAYER
227 E MILL STREETAKRONOH44308PRESIDENT40$276,681$20,055
KIRSTIN S TOTH
227 E MILL STREETAKRONOH44308SENIOR VICE PRESIDEN40$198,857$11,330
TRACI J BUCKNER
227 E MILL STREETAKRONOH44308PROGRAM OFFICER40$87,398$2,000
LISA M YATES
227 E MILL STREETAKRONOH44308OPERATIONS COORDINAT40$60,638$4,032
DINA YOUNIS
227 E MILL STREETAKRONOH44308COMMUNICATIONS MANAG40$68,147$4,726
FieldValueIRS element (for citing)
Other Employee Paid Over50k0OtherEmployeePaidOver50kCnt

Compensation Of Hghst Pd Cntrct CompensationOfHghstPdCntrctGrp (5 entries)

Address Line1USAddress/AddressLine1TxtCityUSAddress/CityNmState AbbreviationUSAddress/StateAbbreviationCdZIPUSAddress/ZIPCdService TypeServiceTypeTxtCompensationCompensationAmt
FISHER INVESTMENTS
13100 SKYLINE BLVDWOODSIDECA940624542INVESTMENT MANAGEMEN$97,940
WESTFIELD CAPITAL MANAGEMENT
ONE FINANCIAL CTRBOSTONMA021112621INVESTMENT MANAGEMEN$100,312
THE LONDON COMPANY
1800 BAYBERRY CT 301RICHMONDVA23226INVESTMENT MANAGEMEN$72,013
SYSTEMATIC FINANCIAL MGMT
300 FRANK W BURR BLVDTEANECKNJ07666INVESTMENT MANAGEMEN$71,182
OAK ASSOCIATES LTD
3875 EMBASSY PKWYAKRONOH44333INVESTMENT MANAGEMEN$53,833
FieldValueIRS element (for citing)
Contractor Paid Over50k0ContractorPaidOver50kCnt
FieldValueIRS element (for citing)
Summary Of Direct Chrtbl ActySummaryOfDirectChrtblActyGrp
Sum Of Program Related InvstSumOfProgramRelatedInvstGrp

Minimum Investment Return MinimumInvestmentReturnGrp

FieldValueIRS element (for citing)
Average Monthly FMV Of Sec$156,462,563AverageMonthlyFMVOfSecAmt
Average Monthly Cash Balances$0AverageMonthlyCashBalancesAmt
FMV All Other Noncharitable Ast$0FMVAllOtherNoncharitableAstAmt
Total FMV Of Unused Assets$156,462,563TotalFMVOfUnusedAssetsAmt
Reduction Claimed$0ReductionClaimedAmt
Acquisition Indebtedness$0AcquisitionIndebtednessAmt
Adjusted Total FMV Of Unused Ast$156,462,563AdjustedTotalFMVOfUnusedAstAmt
Cash Deemed Charitable$2,346,938CashDeemedCharitableAmt
Net Vl Noncharitable Assets$154,115,625NetVlNoncharitableAssetsAmt
Minimum Investment Return$7,705,781MinimumInvestmentReturnAmt

Distributable Amount DistributableAmountGrp

FieldValueIRS element (for citing)
Minimum Investment Return$7,705,781MinimumInvestmentReturnAmt
Tax Based On Investment Income$208,304TaxBasedOnInvestmentIncomeAmt
Total Tax$208,304TotalTaxAmt
Distributable Before Adj$7,497,477DistributableBeforeAdjAmt
Recoveries Qualfied Distri$41,828RecoveriesQualfiedDistriAmt
Distributable Before Ded$7,539,305DistributableBeforeDedAmt
Deduction From Distributable$0DeductionFromDistributableAmt
Distributable As Adjusted$7,539,305DistributableAsAdjustedAmt

Qualifying Distri Part XII QualifyingDistriPartXIIGrp

FieldValueIRS element (for citing)
Expenses And Contributions$7,805,927ExpensesAndContributionsAmt
Program Related Invst Total$0ProgramRelatedInvstTotalAmt
Charitable Assets Acquis Paid$0CharitableAssetsAcquisPaidAmt
Set Aside Suitability Test$0SetAsideSuitabilityTestAmt
Set Aside Cash Distri Test$0SetAsideCashDistriTestAmt
Qualifying Distributions$7,805,927QualifyingDistributionsAmt
Pct Sect4940e Org Net Invst Incm$0PctSect4940eOrgNetInvstIncmAmt
Adjusted Qualifying Distri$7,805,927AdjustedQualifyingDistriAmt

Undistributed Income UndistributedIncomeGrp

FieldValueIRS element (for citing)
Distributable As Adjusted$7,539,305DistributableAsAdjustedAmt
Undistributed Income PY$0UndistributedIncomePYAmt
Total For Prior Years$0TotalForPriorYearsAmt
Excess Distribution Cyov Yr5$1,323,024ExcessDistributionCyovYr5Amt
Excess Distribution Cyov Yr4$2,148,767ExcessDistributionCyovYr4Amt
Excess Distribution Cyov Yr3$2,135,139ExcessDistributionCyovYr3Amt
Excess Distribution Cyov Yr2$2,514,305ExcessDistributionCyovYr2Amt
Excess Distribution Cyov Yr1$617,635ExcessDistributionCyovYr1Amt
Total Excess Distribution Cyov$8,738,870TotalExcessDistributionCyovAmt
Qualifying Distributions$7,805,927QualifyingDistributionsAmt
Applied To Year1$0AppliedToYear1Amt
Applied To Prior Years$0AppliedToPriorYearsAmt
Treated As Distri From Corpus$0TreatedAsDistriFromCorpusAmt
Applied To Current Year$7,539,305AppliedToCurrentYearAmt
Remaining Distri From Corpus$266,622RemainingDistriFromCorpusAmt
Excess Distri Cyov App CY Corpus$0ExcessDistriCyovAppCYCorpusAmt
Excess Distribution Cyov App CY$0ExcessDistributionCyovAppCYAmt
Total Corpus$9,005,492TotalCorpusAmt
Prior Year Undistributed Incm$0PriorYearUndistributedIncmAmt
Prior Year Deficiency Or Tax$0PriorYearDeficiencyOrTaxAmt
Taxable1$0Taxable1Amt
Taxable2$0Taxable2Amt
Undistributed Income CY$0UndistributedIncomeCYAmt
Corpus Distri170b1 E Or4942g3$0CorpusDistri170b1EOr4942g3Amt
Excess Distri Cyov From Yr5$1,323,024ExcessDistriCyovFromYr5Amt
Excess Distri Cyov To Next Yr$7,682,468ExcessDistriCyovToNextYrAmt
Excess From Year4$2,148,767ExcessFromYear4Amt
Excess From Year3$2,135,139ExcessFromYear3Amt
Excess From Year2$2,514,305ExcessFromYear2Amt
Excess From Year1$617,635ExcessFromYear1Amt
Excess From Current Year$266,622ExcessFromCurrentYearAmt

Supplementary Information SupplementaryInformationGrp

Application Submission Info ApplicationSubmissionInfoGrp

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

Recipient US Address RecipientUSAddress

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

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (165 entries)

Address Line1RecipientUSAddress/AddressLine1TxtCityRecipientUSAddress/CityNmState AbbreviationRecipientUSAddress/StateAbbreviationCdZIPRecipientUSAddress/ZIPCdRecipient RelationshipRecipientRelationshipTxtRecipient Foundation StatusRecipientFoundationStatusTxtGrant Or Contribution PurposeGrantOrContributionPurposeTxtAmtAmtBusiness Name Line2RecipientBusinessName/BusinessNameLine2Txt
OHIO & ERIE CANALWAY COALITION
47 WEST EXCHANGE STREETAKRONOH44309NONEPCRESOURCE DEVELOPMENT PLAN &$100,000
INTERNATIONAL SOAP BOX DERBY
PO BOX 7225AKRONOH44306NONEPCCREATION OF A NEW GRAVITY$25,000
CLEVELAND INTERNATIONAL FILM
2510 MARKET AVENUECLEVELANDOH44113NONEPC38TH CLEVELAND INTRNL FILN$21,000
BOYS HOPE GIRLS HOPE
9619 GARFIELD BLVDGARFIELD HEIGHTSOH44125NONEPCFOR HOPE PREP$20,000
AXESSPOINTE COMMUNITY
PO BOX 7595AKRONOH44306NONEPCGENERAL OPERATIONS$41,000
AKRON ART MUSEUM
ONE SOUTH HIGH STREETAKRONOH44308NONEPCGENERAL OPERATIONS$100,000
REVERE LOCAL SCHOOL DISTRICT
3496 EVERETT ROADRICHFIELDOH44286NONEPCFOR THE R LEADERS PROJECT$15,000
MAGICAL THEATRE COMPANY
PO BOX 386BARBERTONOH44203NONEPCRENOVATIONS TO THE THEATRE$25,000
AKRON AREA ARTS ALLIANCE
140 EAST MARKET STREETAKRONOH44308NONEPCORGANIZATIOAL SELF-STUDY$8,500
INTERNATIONAL INSTITUTE OF AKRON
207 EAST TALLMADGE ROADAKRONOH44310NONEPCGENERAL OPERATIONS$40,000
FAMILY PROMISE OF SUMMIT COUNTY
111 E VORIS STREETAKRONOH44311NONEPC2017 GRANT AWARD$40,000
UNITED WAY OF SUMMIT COUNTY
90 NORTH PROSPECT STREETAKRONOH44304NONEPCBRIDGES OUT OF POVERTY$30,000
HABITAT FOR HUMANITY OF
2301 ROMIG ROADAKRONOH44320NONEPCCAPITAL GRANT$15,000SUMMIT COUNTY
CASA BOARD VOLUNTEER ASSOCIATION
650 DAN STREETAKRONOH44310NONEPCGENERAL OPERATIONS$26,000
AKRON - CANTON REGIONAL FOODBANK
350 OPPORTUNITY PARKWAYAKRONOH44307NONEPCGENERAL OPERATIONS$95,000
AKRON SCORE
453 SOUTH HIGH STREETAKRONOH44311NONEPCPRESIDENTIAL DISCRETIONARY$20,000
AKRON COMMUNITY FOUNDATION
345 WEST CEDAR STREETAKRONOH44307NONEPCSTUDENT HONORARIA &$50,000
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCSUPPORT VEGGIE U PROG IN$150,000
KENT STATE UNIVERSITY
800 E SUMMIT STREETKENTOH44240NONEPCFOR STUDENT SCHOLARSHIP$57,000
GREENLEAF FAMILY CENTER
580 GRANT STREETAKRONOH44311NONEPCMATCHING GIFTS PROGRAM$56,000
UNITED WAY OF SUMMIT COUNTY
90 NORTH PROSPECT STREETAKRONOH44304NONEPCFATHERHOOD INITIATIVE TO$26,560
INTERFAITH CAREGIVERS PROGRAM
50 NORTH PROSPECT STREETAKRONOH44304NONEPCGENERAL OPERATIONS$25,000
THE MIAMI FOUNDATION
40 NW 3RD STREETMIAMIFL33128NONEPCFOR STOREFRONT WINDOWS$15,000
NORTHEAST OHIO CENTER PAIN
60 S PLEASANT STREETOBERLINOH44074NONEPCOFFICE SPAVE RENOVATIONS$2,500MANAGEMENT
UNITED WAY OF SUMMIT COUNTY
90 NORTH PROSPECT STREETAKRONOH443091260NONEPCFOR SUPPORT OF COMMUNITY$400,000
KEEP AKRON BEAUTIFUL
850 EAST MARKET STREETAKRONOH44305NONEPC2017 GRANT AWARD$27,000
WALSH JESUIT HIGH SCHOOL
4550 WYOGA LAKE ROADCUYAHOGA FALLSOH44224NONEPCBRING BACK THE MONARCH$12,810
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCBUCHTEL SUPER MODELING$8,410
SETON CATHOLIC SCHOOL
6923 STOW ROADHUDSONOH44236NONEPCEDUCATOR INITIATIVE GRANT$5,000
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCCASE CLASSROOM MAKERSPACE$3,550
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCJENNINGS CLC VIRTUAL$12,500
OPEN TONE MUSIC
PO BOX 5261CLEVELANDOH44101NONEPC1ST ANNUAL RUBBER CITY JAZZ$20,000
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCSTEM HS WHAT A WATERFUL$4,970
NONE TO FRAGILE INC
1835 MERRIMAN ROADAKRONOH44313NONEPC2017 OFF-BROADWAY SERIES$24,000
YOUTH EXCELLENCE PERFORMING
550 SOUTH ARLINGTON STREETAKRONOH44306NONEPC2017 GRANT AWARD$30,000
WESTERN RESERVE HISTORICAL
10825 EAST BLVDCLEVELANDOH44106NONEPC2017 GRANT AWARD$58,000
IMMACULATE HEART OF MARY SCHOOLS
2859 LILLIS DRIVECUYAHOGA FALLSOH44223NONEPCINCREASING STUDENT$4,980
VICTIM ASSISTANCE PROGRAM
150 FURNACE STREETAKRONOH44304NONEPC2017 GRANT AWARD$30,000
URBAN VISION
PO BOX 1563AKRONOH44309NONEPC2017 GRANT AWARD$35,000
WOODRIDGE LOCAL SCHOOLS
4411 QUICK ROADPENINSULAOH44264NONEPCENRICHING THE STARS PROJECT$9,890
UNITED WAY OF SUMMIT COUNTY
90 NORTH PROSPECT STREETAKRONOH443091260NONEPC2017 GRANT AWARD$40,000
CORNERSTONE COMMUNITY SCHOOL
90 W OVERDALE DRIVETALLMADGEOH44278NONEPCUSING ROBOTICS$11,790
SHELTER CARE INC
32 SOUTH AVENUETALLMADGEOH44278NONEPCSAFE LANDING YOUTH SHELTERS$40,000
MARKWOOD PARTNERS LLC
1815 WEST MARKET STREETAKRONOH44313NONEPCCHANGE MGMT / LEADER$3,000
RUBICON CINEMA
943 DOPLER STREETAKRONOH44333NONEPCGENERAL SUPPORT$2,500
STOW-MUNROE FALLS CITY SCHOOLS
4350 ALLEN ROADSTOWOH44224NONEPCUSING VIRTUAL REALITY$29,360
ST MARY ELEMENTARY SCHOOL
750 S MAIN STREETAKRONOH44311NONEPCFOR MATH CORE FDN TEXTBOOKS$15,000
SPRINGFIELD LOCAL SCHOOLS
2410 MASSILLON ROADAKRONOH44312NONEPCBUILDING SELF-ESTEAM$11,565
MUSICAL ARTS ASSOCIATION
11001 EUCLID AVENUECLEVELANDOH44106NONEPC2015 BLOSSOM MUSIC FESTIVAL$75,000
SPRINGFIELD LOCAL SCHOOLS
2410 MASSILLON ROADAKRONOH44312NONEPCPROGRAMMING EXPERIMENTS$11,565
ST BARNABAS SCHOOL
9200 OLDE 8 ROADNORTHFIELDOH44067NONEPCWRITERS WORKSHOP$12,590
JUNIOR ACHIEVEMENT OF NORTH
PO BOX 26006AKRONOH44319NONEPCPROGRAMS IN SUMMIT COUNTY$21,000
MANCHESTER LOCAL SCHOOLS
6285 RENNINGER ROADAKRONOH44319NONEPCIMPLEMENTING A CULTURE OF$15,360
OHIO CAMPUS COMPACT
615 N PEARL STREETGRANVILLEOH43023NONEPCPRESIDENTIAL DISCRETIONARY$5,000
NEOS DANCE THEATRE
39 S MAIN STREETAKRONOH44310NONEPCGENERAL OPERATIONS$7,500
BARBERTON CITY SCHOOLS
470 NORTON AVENUEBARBERTONOH44203NONEPC2017 CAPITAL GRANT$10,000
GROUNDWORKS DANCE THEATER
13125 SHAKER SQUARECLEVELANDOH44120NONEPCGENERAL OPERATIONS FOR$26,000
COPLEY-FAIRLAWN CITY SCHOOLS
3797 RIDGEWOOD ROADCOPLEYOH44321NONEPCTRANSITION OUTCOMES PROGRAM$8,690
GREATER AKRON MUSICAL
92 NORTH MAIN STREETAKRONOH44308NONEPC2017 GRANT AWARD$81,000
GREAT LAKES BIOMIMICRY INC
PO BOX 23BATHOH44210NONEPCGLBIO'S LIFT OFF CAP-BLDG$26,000
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCWINDEMERE CLC ART OF THE$9,260
GIRL SCOUTS OF NORTH EAST OHIO
ONE GIRL SCOUT WAYMACEDONIAOH44056NONEPCGIRL SCOUT LEADERSHIP$36,000
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCGLASS HALF FULL AWARD$5,000
FIRST GLANCE STUDENT CENTER INC
943 KENMORE BLVDAKRONOH44314NONEPCGENERAL OPERATIONS$35,000
AKRON PUBLIC SCHOOLS
70 NORTH BROADWAYAKRONOH44308NONEPCLOST ART OF THE LETTER$50,000
EMMANUEL CHRISTIAN ACADEMY
1650 DIAGONEL ROADAKRONOH44320NONEPCEXTENDED DAY PILOT PROGRAM$35,000
EAST AKRON NEIGHBORHOOD
1305 ROSEMARY BLVDAKRONOH44306NONEPCEAST AKRON REVITALIZATION$49,000
BLU JAZZ MASTER CLASS FOUNDATION
277 EAST MILL STREETAKRONOH44308NONEPC2017 GRANT AWARD$15,000
CUYAHOGA VALLEY CHRISTIAN
4687 WYOGA LAKE ROADCUYAHOGA FALLSOH44224NONEPCUPGRADES AND RENOVATIONS TO$6,930ACADEMY
CUYAHOGA VALLEY CONTRYSIDE
1403 W HINES HILL ROADPENINSULAOH44264NONEPCEXPANSION OF MINI-MARKETS &$21,000
COLLEGE NOW GREATER CLEVELAND
50 PUBLIC SQUARECLEVELANDOH44113NONEPCCOLLEGE ACCESS SERVICES IN$56,000
BOYS AND GIRLS CLUB OF WESTERN
889 JONATHAN AVENUEAKRONOH44306NONEPCGENERAL OPERATIONS$86,000OHIO
AKRON COMMUNITY SERVICE
150 CROSS STREETAKRONOH44308NONEPCCAPITAL GRANT$21,000
SUMMIT METRO PARKD FOUNDATION
975 TREATY LINE ROADAKRONOH44313NONEPCCAPITAL GRANT$10,000
PHILANTHROPY OHIO
37 WEST BROAD STREETCOLUMBUSOH43215NONEPCGENERAL OPERATIONS IN 2015$5,000
ORIANA HOUSE
885 EAST BUCHTEL AVENUEAKRONOH44305NONEPCSUPPORT A FULL-TIME REENTRY$450
APOLLO'S FIRE THE CLEVELAND
3091 MAYFIELD ROADCLEVELAND HEIGHTSOH44118NONEOPERATIONS IN SUMMIT CNTY$8,500BAROQUE ORCHESTRA
FRIENDS OF WKSU
65 STEINER AVENUEAKRONOH44301NONEPC2015 SPRING FUND DRIVE$1,000
UNIVERSITY OF AKRON FOUNDATION
INFOCISION STADIUM UNIVERSITY OFAKRONOH44325NONEPCART BOMB BRIGADE - SYNAPSE$50,000
SUMMIT COUNTY HISTORICAL COCIETY
550 COPLEY ROADAKRONOH44320NONEPC2ND INSTALLMENT OF GRANT$16,000
WEST HILL NEIGHBORHOOD
220 SOUTH BALCH STREETAKRONOH44302NONEPCGENERAL OPERATIONS$4,000
COMMUNITY HALL FOUNDATION
182 SOUTH MAIN STREETAKRONOH44308NONEPC2017 GRANT AWARD$185,000
CUYAHOGA VALLEY YOUTH BALLET
PO BOX 3131CUYAHOHA FALLSOH44223NONEPCREACH OUT AND DANCE$15,000
ARTSNOW
60 S HIGH STREETAKRONOH44326NONEPCGENERAL SUPPORT$5,300
ALCHEMY INC
PO BOX 4041COPLEYOH44321NONEPCGENERAL SUPPORT$45,000
ASIAN SERVICES IN ACTION INC
730 CARROLL STREETAKRONOH44304NONEPCINTERNATIONAL COMMUNITY$66,000
BUILDING FOR TOMORROW
100 WEST CEDAR STREETAKRONOH44307NONEPC2017 GRANT AWARD$160,000
BVU THE CENTER FOR NONPROFIT
1300 EAST NINTH STREETCLEVELANDOH44114NONEPCGENERAL OPERATIONS IN$26,000
CHILD GUIDANCE & FAMILY SOLUTIONS
18 N FORGE STREETAKRONOH44304NONEPCGENERAL OPERATIONS OF THE$61,000
CHILDREN'S CONCERT SOCIETY
198 HILL STREETAKRONOH44325NONEPXCONCERT HALL SERIES AND$10,000
CITY OF AKRON
166 SOUTH HIGH STREETAKRONOH44308NONEPC2015 HEINZ POLL SUMMER$750
COMMUNITY OUTREACH
2900 STATE ROAD UNIT 3CUYAHOGA FALLSOH44223NONEPC2017 GRANT AWARD$8,000
DOWNTOWN AKRON PARTNERSHIP
103 SOUTH HIGH STREETAKRONOH44308NONEPC2017 GRANT AWARD$80,000
FAMILY AND COMMUNITY SERVICES
111 EAST VORLS STREETAKRONOH44311NONEPCMAY 2017 GRANT AWARD$60,500
GREAT TRAIL COUNCIL
1601 SOUTH MAIN STREETAKRONOH44301NONEPCGENERAL OPERATIONS IN$26,000BOY SCOUTS OF AMERICA
BROKEN CHAINS MINISTRY
PO BOX 502AKRONOH44309NONEPCMATCHING GIFT$14,750
INFO LINE INC
703 SOUTH MAIN STREETAKRONOH44311NONEOCSUMMIT CNTY BASIC NEEDS$10,000
JEWISH FAMILY SERVICE CENTER
750 WHITE POND DRIVEAKRONOH44320NONEPCGENERAL OPERATIONS IN 2017$20,000
TRI-COUNTY JOBS FOR OHIO'S
55 EAST CUYAHOGA FALLS AVENUEAKRONOH44310NONEPCOPERATING SUPPORT IN 2017$50,000GRADUATES
TUESDAY MUSICAL ASSOCIATION
1 SOUTH MAIN STREETAKRONOH44308NONEPC2017 GRANT AWARD$49,000
WEATHERVANE COMMUNITY PLAYHOUSE
1301 WEATHERVANE LANEAKRONOH44313NONEPCGENERAL OPERATIONS$46,000
WOMEN'S NETWORK OF NORTHEAST
PO BOX 13259FAIRLAWNOH44334NONEPCLEADERSHIP TRAINING & PRO$20,000OHIO
ACCESS INC
230 WEST MARKET STREETAKRONOH44303NONEPCRENOVATION & UPDATE OF$86,350
AKRON CREATIVE INC
30 N HIGH STREETAKRONOH44308NONEPCCAPITAL GRANT FOR A SECOND$37,500
BATTERED WOMEN'S SHELTER
974 EAST MARKET STREETAKRONOH44305NONEPCRENEW & RESTORE COMMUNITY$10,500
COMMUNITY LEGAL AID SERVICES INC
150 CROSS ATREETAKRONOH44311NONEPCGENERAL OPERATING SUPPORT$25,000
CUYAHOGA VALLEY PRESERVATION
PO BOX 158PENINSULAOH44264NONEPCRESTORE ST LUCIE SOUNDCAR$30,000AND SCENIC RAILWAY ASSOC
TSNE MISSIONWORKS
89 SOUTH STREETAKRONOH44320NONEPCEARLY CHILDHOOD FUNDERS$7,500
SALVATION ARMY SUMMIT CNTY
190 SOUTH MAPLE STREETAKRONOH44302NONEPC2017 GRANT AWARD$169,000AREA SERVICES
OHIO SHAKESPEARE FESTIVAL
103 S HIGH STREETAKRONOH44308NONEPCPRESIDENTIAL DISCRETIONARY$3,000
SOUTH STREET MINISTRIES INC
130 W SOUTH STREETAKRONOH44311NONEPCGRANT FOR THE FRONT PORCH$45,000
STAN HYWET HALL & GARDENS
714 NORTH PORTAGE PATHAKRONOH44303NONEPCCAPITAL GRANT FOR$30,300
AKRON COMMUNITY FOUNDATION
345 WEST CEDAR STREETAKRONOH443072407NONEPCWOMEN'S ENDOWMENT FUND$25,000
SUMMIT EDUCATION INITIATIVE
120 EAST MILL STREETAKRONOH44308NONEPC2017 GRANT AWARD$202,100
THE MIAMI FOUNDATION
40 NW 3RD STREETMIAMIFL33128NONEPCGENERAL OPERATIONS$14,500
COMMUNITY INITIATIVES
759 W MARKET STREETAKRONOH44303NONEPCFISCAL SPONSOR FOR$15,000
SOUND & VISION INC
750 HOWE AVENUECUYAHOGA FALLSOH44221NONEPCCONFERENCE ROOM UPGRADE$14,573
CRAFTY MART INC
PO BOX 906023CHARLOTTENC28290NONEPCANNUAL EDUCATOR CONFERENCE$8,500
HAVEN OF REST MINISTRIES INC
PO BOX 547AKRONOH44308NONEPCGENERAL OPERATIONS$26,500
GREATER SUMMIT COUNTY EARLY
2141 PICKLE ROADAKRONOH44312NONEPCSCOPE ACADEMY OPERATIONS$75,000LEARNING CENTER
LEADERSHIP AKRON
54 EAST MILL STREETAKRONOH44308NONEPCFOUNDER SOCIETY IMPACT$55,000
FUND FOR OUR ECONOMIC FUTURE
570 EAST WATERLOO ROADAKRONOH44319NONEPCGENERAL OPERATIONS FOR 2016$563,333
SUMMIT WORKFORCE SOLUTIONS
1041 E TALLMADGE AVENUEAKRONOH44310NONEPCIMPLEMENTATION OF TALENT$80,500
SUMMIT EDUCATION INITIATIVE
120 EAST MILL STREETAKRONOH44308NONEPCMATCHING GRANT$1,000
OHIO LIVING HOLDINGS
1001 KINGSMILL PARKWAYCOLUMBUSOH43229NONEPC2017 GRANT AWARD$11,000
MATURE SERVICES INC
415 SPORTAGE PATHAKRONOH44320NONEPC2017 GRANT AWARD$26,000
LET'S GROW AKRON
467 HARVEY AVENUEAKRONOH44314NONEPCGENERAL OPERATIONS 2017$26,000
BME COMMUNITY AKRON
140 E MARKET STREETAKRONOH44308NONEPCPRESIDENTIAL DISCRETIONARY$5,000
HISPANIC MINISTRIES OF TUSCARAWAS
701 WALNUT AVENUE NECANTONOH44702NONEPCPROYECTO RAICES IN 2015-16$7,500COUNTY
GREAT LAKES THEATRE FESTIVAL INC
1501 EUCLID AVENUECLEVELANDOH44115NONEPCSUPPORT OF STUDENT MATINEES$10,000
FOUNDATION CENTER - CLEVELAND
1422 EUCLID AVENUECLEVELANDOH44115NONEPCGENERAL OPERATIONS 2015-16$10,000
CENTER FOR APPLIED THEATRE
220 SOUTH BALCH STREETAKRONOH44302NONEPCFOR DRAMA & AUTISM$2,500
CENTRAL SUMMIT COUNTY CHORAL
50 S MAIN STREETAKRONOH44308NONEPCGENERAL OPERATIONS 2015-16$25,000
BATTERED WOMEN'S SHELTER
974 EAST MARKET STREETAKRONOH44305NONEPCSHELTER/RAPE CRISIS CENTER$70,000
AKRON COMMUNITY FOUNDATION
345 WEST CEDAR STREETAKRONOH44307NONEPCMATCHING GIFT FOR THE$162,150
AKRON DEVELOPMENT CORP
135 S BROADWAY STREETAKRONOH44308NONEPCCREATION OF AN ECONOMIC$150,000
TRULY REACHING YOU
587 BAIRD STREETAKRONOH44311NONEPCGENERAL OPERATIONS$36,750
PROJECT LEARN OF SUMMIT COUNTY
60 S HIGH STREETAKRONOH44326NONEPCGENERAL OPERATIONS$51,000
AKRON AREA YMCA
50 S MAIN STREETAKRONOH44308NONEPCNEIGHBORHOOD LEADERSHIP$20,000
LAWRENCE SCHOOL
1551 E WALLINGS ROADBROADVIEW HEIGHTSOH44147NONEPCFUND A NEED STUDENT$26,000
GLOBAL TIES AKRON
120 E MILL STREETAKRONOH44308NONEPCAKRON CITY REPAIR$15,000
CUYAHOGA FALLS CITY SCHOOLS
431 STOW AVENUECUYAHOGA FALLSOH44221NONEPCGENERAL SUPPORT$72,650
HUDSON CITY SCHOOLS
2400 HUDSON AURORA ROADHUDSONOH44236NONEPCELLSWORTH HIL PATHWAYS TO$48,230
NATIONAL INVENTORS HALL OF FAME
600 DULANY STREETALEXANDRIAVA22314NONEPCGENERAL SUPPORT$1,000
CHRIST CHILD SOCIETY OF AKRON
PO BOX 5855AKRONOH44372NONEPCCLOTHING CENTER IN THE 2017$25,000
ROTARY CAMP FOR CHILDREN WITH
4460 REX LAKE DRIVEAKRONOH44319NONEPCFOR CAMPERSHIPS IN 2017$5,000SPECIAL NEEDS
CASCADE LOCKS PARK ASSOCIATION
248 FERNDALE STREETAKRONOH44304NONEPCGENERAL OPERATIONS$985
CLEVELAND MODERN DANCE
13110 SHAKER BLVECLEVELANDOH44120NONEPC2017 GRANT AWARD$3,500
OPPORTUNITY PARISH ECUMENICAL
941 PRINCETON STREETAKRONOH44311NONEPCGENERAL OPERATIONS$85,500
TORCHBEARERS
PO BOX1443AKRONOH44309NONEPCPRESIDENTIAL DISCRETIONARY$7,500
SUMMA HEALTH SYSTEM
525 EAST MARKET STREETAKRONOH44304NONEPCMATCHING GIFT$600
FRIENDS OF 913
4536 N 25TH ROADARLINGTONVA22207NONEPCCHALLENGE GRANT$10,000
NORTHEAST OHIO COUNCIL ON
1422 EUCLID AVENUECLEVELANDOH44115NONEPCARTS/HUMANITIES CAREER FAIR$1,000
VICTIM ASSISTANCE PROGRAM
150 FURNACE ROADAKRONOH44304NONEPCCAPITAL GRANT FOR BUILDING$1,000
AKRON INNER CITY SOCCER CLUB
PO BOX 5300AKRONOH44334NONEPCPRESIDENTIAL DISCRETIONARY$1,000
AKRON REGIONAL DEVELOPMENT BOARD
ONE HOLY CROSS BLVDAKRONOH44306NONEPCFOR PLANNING EFFORTS$50,000
MA'SUE PRODUCTIONS
220 S BALCH STREETAKRONOH44302NONEPCPRESIDENTIAL DISCRETIONARY$1,000
AKRON SOUL TRAIN
121 SOUTH MAIN STREETAKRONOH44308NONEPC2017 GRANT AWARD$25,000
NORTON CITY SCHOOLS
4128 S CLEVELAND-MASSILLON RDNORTONOH44203NONEPCPRIMARY ELEMENTARY STEAM$14,930
UNITED DISABILITY SERVICES INC
701 SOUTH MAIN STREETAKRONOH443111019NONEPCCAPITAL GRANT$25,000
GIRLS ON THE RUN NORTHEAST
140 E MARKET STREETAKRONOH44308NONEPCGENERAL OPERATIONS$5,000OHIO
CROWN POINT ECOLOGY CENTER
3220 IRA ROADBATHOH44210NONEPCPROFESSIONAL DEVELOPMENT$1,000
PROYECTO RAICES
44 UNIVERSITY AVENUEAKRONOH44308NONEPCPROGRAM SUPPORT IN 2017$1,000
LINKS COMMUNITY & FAMILY
733 WEST MARKET STREETAKRONOH44303NONEPCSUPPORT OF AFTERSCHOOL$20,000
BRIGHT STAR BOOKS
120 EAST MILL STREETAKRONOH44308NONEPCGENERAL SUPPORT$1,000
FieldValueIRS element (for citing)
Total Grant Or Contri Pd Dur Yr$6,206,981TotalGrantOrContriPdDurYrAmt

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

Program Service Rev Part VII ProgramServiceRevPartVIIGrp

FieldValueIRS element (for citing)
DescRECOVERY OF GRANTSDesc
Related Or Exempt Function Incm$41,828RelatedOrExemptFunctionIncmAmt
FieldValueIRS element (for citing)
Fees Contracts From Govt AgFeesContractsFromGovtAgGrp
Membership Dues And AssmntMembershipDuesAndAssmntGrp
Int On Sav And Temp Cash InvstIntOnSavAndTempCashInvstGrp

Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp

FieldValueIRS element (for citing)
Exclusion14ExclusionCd
Exclusion$2,276,941ExclusionAmt
FieldValueIRS element (for citing)
Net Rntl Incm Re Debt Fincd PropNetRntlIncmReDebtFincdPropGrp

Net Rntl Incm Re Not Debt Fincd Prop NetRntlIncmReNotDebtFincdProp

FieldValueIRS element (for citing)
Exclusion16ExclusionCd
Exclusion$28,121ExclusionAmt
FieldValueIRS element (for citing)
Net Rental Income Personal PropNetRentalIncomePersonalPropGrp

Other Investment Incm Part VII OtherInvestmentIncmPartVIIGrp

FieldValueIRS element (for citing)
Exclusion$6,557ExclusionAmt

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

FieldValueIRS element (for citing)
Exclusion18ExclusionCd
Exclusion$7,774,429ExclusionAmt
FieldValueIRS element (for citing)
Net Income Loss From Special EvtNetIncomeLossFromSpecialEvtGrp
Gross Profit Loss Sls Of InvntryGrossProfitLossSlsOfInvntryGrp

Other Revenue Described OtherRevenueDescribedGrp (18 entries)

DescDescExclusionExclusionCdExclusionExclusionAmt
ANHEUSER BUSCH INB14$116
BASF SE SPONSORED14$2,638
BAYER A G SPONSORE14$2,230
BMW EXCH 7/1/1614$3,583
DAIMLER AG ADR TER14$5,471
ING GROEP N V SPON14$349
NESTLE S A SPONSOR14$125
ROYAL DUTCH SHELL14$424
SIEMENS AG SPONSOR14$413
PRIVATE EQUITY PAR14$4,896
MSREF VI OFFSHORE14$210,337
BPEA SMALL BUYOUT14$63,343
BPEA III, LP 1 UNI14$1,228
ACCOR SA ISIN FR0014$23
DANONE SEDOL B1Y9T14$30
FEDERAL TAX REFUND14$3,067
ASML HOLDING NV-NY14$695
CORE LABORATORIES14$25

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

FieldValueIRS element (for citing)
Exclusion$10,385,041ExclusionAmt
Related Or Exempt Function Incm$41,828RelatedOrExemptFunctionIncmAmt
FieldValueIRS element (for citing)
Total Income Producing Acty$10,426,869TotalIncomeProducingActyAmt

Rln Of Acty To Accom Of Exmpt Prps RlnOfActyToAccomOfExmptPrpsGrp

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

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

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

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

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees Detail AccountingFeesDetail

FieldValueIRS element (for citing)
CategoryAUDIT & ACCOUNTING FEES (ALLOCCategoryTxt
Amt$52,546Amt
Disbursements Charitable Prps$52,546DisbursementsCharitablePrpsAmt

Depreciation Schedule DepreciationSchedule

Depreciation Property DepreciationPropertyGrp (9 entries)

PropertyPropertyDescAcquiredAcquiredDtCost Or Other BasisCostOrOtherBasisAmtPrior Year DepreciationPriorYearDepreciationAmtComputation MethodComputationMethodTxtLifeLifeRtCurrent Year ExpenseCurrentYearExpenseAmt
FILING SYSTEM2006-09-01$5,599$5,506M1010
FURNITURE2009-09-01$149,599$79,787M1010
RUGS2009-09-01$6,668$3,557M1010
AV EQUIPMENT2009-09-01$122,881$65,536M1010
A/C UNIT FOR AV CL2009-11-14$6,420$3,281M1010
FURNITURE2010-08-18$2,783$1,391M1010
LOFT2011-01-12$11,250$2,437M2727$409
15 LAP TOP COMPUTE2012-01-01$15,450$15,450M33
277 EAST MILL STRE2015-01-09$3,792,570$190,576M3939$97,241

Expln Of Non Filing With AG Stmt ExplnOfNonFilingWithAGStmt

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

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

FieldValueIRS element (for citing)
US Govt Obligations Book Vl EOY$12,925,194USGovtObligationsBookVlEOYAmt
US Govt Obligations EOYFMV$13,000,533USGovtObligationsEOYFMVAmt

Investments Land Schedule2 InvestmentsLandSchedule2

Investment Land InvestmentLandGrp (9 entries)

Category Or ItemCategoryOrItemTxtCost Or Other BasisCostOrOtherBasisAmtAccumulated DepreciationAccumulatedDepreciationAmtBook ValueBookValueAmt
FILING SYSTEM$5,599$5,506$93
FURNITURE$149,599$79,787$69,812
RUGS$6,668$3,557$3,111
AV EQUIPMENT$122,881$65,536$57,345
A/C UNIT FOR AV CL$6,420$3,281$3,139
FURNITURE$2,783$1,391$1,392
LOFT$11,250$2,846$8,404
15 LAP TOP COMPUTE$15,450$15,450
277 EAST MILL STRE$3,792,570$287,817$3,504,753

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (4 entries)

Category Or ItemCategoryOrItemTxtListed At Cost Or FMVListedAtCostOrFMVCdBook ValueBookValueAmtEOYFMVEOYFMVAmt
MUTUAL FUNDS - FIXEDAT COST$6,373,391$6,187,554
MUTUAL FUNDS - EQUITYAT COST$16,367,372$20,095,060
LIMITED PARTNERSHIPSAT COST$24,973,792$29,934,542
MBS, CMO, ASSET BACKEDAT COST$2,527,791$2,516,654

Other Assets Schedule OtherAssetsSchedule

Other Assets Schedule OtherAssetsScheduleGrp

FieldValueIRS element (for citing)
DescMAI WEALTH DIVIDEND STRATEGYDesc
BOY Book Value$4,832,498BOYBookValueAmt
EOY Book Value$4,832,498EOYBookValueAmt
EOYFMV$6,223,412EOYFMVAmt

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases Detail OtherDecreasesDetail (3 entries)

DescDescAmtAmt
PARTNERSHIP COST BASIS ADJUSTMENT$137,029
POSTED IN CURRENT YR FOR PRIOR YR$16,763
ROUNDING ADJ FOR SALES AND TRANSACTIONS$24

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (10 entries)

DescDescRevenue And Expenses Per BooksRevenueAndExpensesPerBooksAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
STATE FILING FEES$200$0$200
MEMBERSHIP RENEWAL FEES$12,500$0$12,500
GRANTMAKING FEES$24,121$0$24,121
OFFICE EXPENSES$344,000$0$344,000
LIABILITY INSURANCE FEES$35,203$0$35,203
MISCELLANEOUS FEES OR EXPENSES$40,594$0$0
ADR SERVICE FEES$18,225$18,225$0
NON-PNC CONSULTING FEES$108,708$0$108,708
PARTNERSHIP - EXPENSE$303,385$0
PARTNERSHIP - FOREIGN TAX PAID$6$0

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail (22 entries)

DescDescRevenue And Expenses Per BooksRevenueAndExpensesPerBooksAmtNet Investment IncomeNetInvestmentIncomeAmt
ANHEUSER BUSCH INBEV SPONSORED ADR$116$116
BASF SE SPONSORED ADR$2,638$2,638
BAYER A G SPONSORED ADR$2,230$2,230
BMW EXCH 7/1/16$3,583$3,583
DAIMLER AG ADR TERM 07/21/17 @ $72.292 P$5,471$5,471
ING GROEP N V SPONSORED ADR$349$349
NESTLE S A SPONSORED ADR REPSTG REG SH$125$125
NEXTERA ENERGY CAPITAL SER F COGT$1,114$1,114
ROYAL DUTCH SHELL PLC ADR A$424$424
SIEMENS AG SPONSORED ADR$413$413
PRIVATE EQUITY PARTNERS 2005 OFFSHORE LP$4,896$0
MSREF VI OFFSHORE INV INTL LP 1 UNIT = 1$210,337$0
BPEA SMALL BUYOUT AND GROWTH FUND I,LP$63,343$0
BPEA III, LP 1 UNIT = 1%$1,228$0
ACCOR SA ISIN FR0000120404$23$23
DANONE SEDOL B1Y9TB3$30$30
FEDERAL TAX REFUND FROM PRIOR YEAR$3,067$0
ASML HOLDING NV-NY SEDOL B908F01$695$695
CORE LABORATORIES N V COM$25$25
RECOVERY OF GRANTS$41,828$0
OTHER REVENUE$68,969
MULTIPLE PARTNERSHIPS$1,047,668

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail

FieldValueIRS element (for citing)
DescDIFF BETWEEN SECURITIES DEL/RECEIVEDDesc
Amt$167,529Amt

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees Detail OtherProfessionalFeesDetail

FieldValueIRS element (for citing)
CategoryNON PNC INVESTMENT MANAGEMENTCategoryTxt
Amt$488,114Amt
Net Investment Income$488,114NetInvestmentIncomeAmt

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (4 entries)

CategoryCategoryTxtAmtAmtNet Investment IncomeNetInvestmentIncomeAmtDisbursements Charitable PrpsDisbursementsCharitablePrpsAmt
FOREIGN TAXES$37,133$37,133$0
FEDERAL TAX PAYMENT - PRIOR YE$8,600$0$0
FEDERAL ESTIMATES - PRINCIPAL$162,840$0$0
990-T TAX PAYMENTS$19,635$0$0