2019-08-30T09:00:30-05:00 2018-12-31 990PF 2018-01-01 526021749 ZACHARY SMITH REYNOLDS TRUST REYN 4127629161 116 ALLEGHENY CENTER MALL P8YB3502L PITTSBURGH PA 15212 PNC BANK N A BY VICE PRESIDENT 4127629161 2019-08-29 161.150.240.4 P D15B6E5F7E1F5A63C9C759381E6F3302D40930CB 3BB8C0E9FEC78F69228AD1801D614A994052CE46 2018 2019-02-21 02:37:17Z X 182482975 X 4026273 4027331 7805783 103695008 7805783 0 158104 -273966 11990160 11559148 364623 291698 72925 0 0 0 0 0 0 0 0 445394 1276 0 0 0 0 0 0 0 80880 97884 890897 390858 0 72925 9544960 9544960 10435857 390858 0 9617885 1554303 11168290 0 8609063 23829852 23829852 0 0 0 5924387 8249883 8343021 18684510 15956871 16681696 8553599 3025044 3055470 133476083 122764058 127583636 3250000 2989300 175247642 177075708 182482975 0 X 174130167 176210106 1117475 865602 175247642 177075708 175247642 177075708 175247642 1554303 286580 177088525 12817 177075708 1301.58 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2018-01-02 1302 1400 -98 -98 528.15 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2018-01-02 528 543 -15 -15 1611.97 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2018-01-02 1612 1623 -11 -11 927.52 FEDERAL NATL MTG ASSN POOL AL2935 2014-09-12 2018-01-02 928 947 -19 -19 957.46 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2018-01-02 957 998 -41 -41 1686.98 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2018-01-02 1687 1756 -69 -69 981.81 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2018-01-02 982 1025 -43 -43 956.39 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2018-01-02 956 995 -39 -39 935.95 FEDERAL NATL MTG ASSN POOL AS5332 2017-09-15 2018-01-02 936 989 -53 -53 816.38 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2018-01-02 816 873 -57 -57 835.71 FEDERAL NATL MTG ASSN POOL AS6311 2016-05-06 2018-01-02 836 876 -40 -40 388.79 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2018-01-02 389 391 -2 -2 237.18 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2018-01-02 237 238 -1 -1 828.83 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2018-01-02 829 819 10 10 1097.14 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2018-01-02 1097 1146 -49 -49 615.54 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2018-01-02 616 608 8 8 279.06 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2018-01-02 279 283 -4 -4 1261.59 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2018-01-02 1262 1239 23 23 399.42 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2018-01-02 399 400 -1 -1 1157.65 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2018-01-02 1158 1207 -49 -49 1002.56 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2018-01-02 1003 1008 -5 -5 1775. SUN CMNTYS INC 2015-12-16 2018-01-02 162625 121367 41258 41258 24474. VANGUARD LARGE CAP ETF 2011-01-06 2018-01-02 3016121 1427304 1588817 1588817 25000. TOYOTA MOTOR CREDIT CORP SER MTN UNSC 2017-05-11 2018-01-08 25041 25141 -100 -100 25000. TOYOTA MOTOR CREDIT CORP SER MTN UNSC 2017-01-05 2018-01-08 25041 25061 -20 -20 19905. VANGUARD LARGE CAP ETF 2011-01-06 2018-01-08 2500297 1160844 1339453 1339453 10512. VANGUARD SMALL CAP ETF 2017-10-03 2018-01-08 1573410 1498457 74953 74953 6154. VANGUARD SMALL CAP ETF 2016-01-29 2018-01-08 921116 622853 298263 298263 30000. SUMITOMO MITSUI FINL GRP SEDOL BZ1H048 ISIN US86562MAU45 2018-01-09 29687 30042 -355 -355 10000. USA TREASURY NOTES 01.625% DUE 08/31/2022 2017-10-18 2018-01-09 9704 9833 -129 -129 25000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2018-01-09 24794 25027 -233 -233 25000. USA TREASURY NOTES 01.625% DUE 08/31/2022 2018-01-10 24245 24547 -302 -302 45000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-01-10 43694 44760 -1066 -1066 45000. BANK OF AMERICA CORP SER MTN UNSC 2016-11-10 2018-01-11 45000 45000 1976.64 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2018-01-15 1977 1976 1 1 1090.35 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-05-24 2018-01-15 1090 1090 35000. DEUTSCHE BANK AG SEDOL ISIN US25152R2U64 2015-09-01 2018-01-17 34936 35035 -99 -99 15000. DEUTSCHE BANK AG SEDOL BZ044G0 ISIN US251541AQ13 2017-05-23 2018-01-17 15494 15474 20 20 3142.041 LAZARD GLOBAL LISTED INFRASTRUCTURE PORTFOLIO 2016-06-07 2018-01-17 50555 43329 7226 7226 183309.171 LAZARD GLOBAL LISTED INFRASTRUCTURE PORTFOLIO 2018-01-17 2949445 2996679 -47234 -47234 35000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2018-01-17 34795 35239 -444 -444 15000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2018-01-12 2018-01-17 14878 14889 -11 -11 25000. WESTPAC BANKING CORP SEDOL ISIN US961214DK65 2017-02-27 2018-01-17 24997 24979 18 18 25000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2018-01-18 24850 25170 -320 -320 2438.38 HONDA AUTO RECEIVABLES OWNER T SERIES 2015 4 CLASS A3 2015-10-14 2018-01-21 2438 2438 120000. USA TREASURY NOTES 01.750% DUE 03/31/2022 2017-03-24 2018-01-22 117009 118795 -1786 -1786 .25 HEICO CORP NEW 2014-12-17 2018-01-23 19 9 10 10 125944.584 METROPOLITAN WEST UNCONSTRAINED BOND FUND CLASS I 2016-09-08 2018-01-23 1500000 1497481 2519 2519 2701. WEST PHARMACEUTICAL SVCS INC 2018-01-24 269733 73305 196428 196428 20000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2018-01-29 18355 18453 -98 -98 10000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-12-18 2018-01-30 11437 11903 -466 -466 5000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2018-01-17 2018-01-30 4605 4657 -52 -52 1179.47 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2018-01-31 1179 1268 -89 -89 1304.55 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2018-01-31 1305 1341 -36 -36 1287.53 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2018-01-31 1288 1296 -8 -8 1223.8 FEDERAL NATL MTG ASSN POOL AL2935 2014-09-12 2018-01-31 1224 1249 -25 -25 939.44 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2018-01-31 939 979 -40 -40 569.79 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2018-01-31 570 593 -23 -23 1435.5 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2018-01-31 1436 1498 -62 -62 489.76 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2018-01-31 490 509 -19 -19 792.15 FEDERAL NATL MTG ASSN POOL AS5332 2017-09-15 2018-01-31 792 837 -45 -45 641.51 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2018-01-31 642 686 -44 -44 957.24 FEDERAL NATL MTG ASSN POOL AS6311 2016-05-06 2018-01-31 957 1004 -47 -47 331.88 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2018-01-31 332 334 -2 -2 385.07 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2018-01-31 385 386 -1 -1 872.2 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2018-01-31 872 862 10 10 121.39 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2018-01-31 121 127 -6 -6 796.71 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2018-01-31 797 787 10 10 3098.66 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2018-01-31 3099 3146 -47 -47 416.53 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2018-01-31 417 409 8 8 1104.89 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2018-01-31 1105 1108 -3 -3 941.98 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2018-01-31 942 982 -40 -40 1069.48 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2018-01-31 1069 1075 -6 -6 935.36 GOVT NATL MTG ASSN II POOL MA0463 2013-03-12 2018-01-31 935 1000 -65 -65 823.05 GOVT NATL MTG ASSN II POOL MA0625 2013-01-28 2018-01-31 823 876 -53 -53 30000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2018-01-12 2018-01-31 29712 29779 -67 -67 20000. BEAR STEARNS CO INC SR UNSECURED 2016-10-12 2018-02-01 20000 20000 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2018-02-05 18493 19021 -528 -528 1473.74 HATTERAS CORE ALTERNATIVES TEI INSTITUTIONAL FUND, L.P. 2010-06-01 2018-02-05 167800 128893 38907 38907 5000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-12-21 2018-02-06 6138 6336 -198 -198 54310.93 LAZARD GLOBAL LISTED INFRASTRUCTURE PORTFOLIO 2016-06-07 2018-02-14 800000 748948 51052 51052 35000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2018-02-14 34576 35232 -656 -656 15000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-10-18 2018-02-14 14819 15098 -279 -279 2015.44 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2018-02-15 2015 2015 791. HEICO CORP NEW CL A 2015-03-03 2018-02-15 50920 23761 27159 27159 1083.11 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-05-24 2018-02-15 1083 1083 10000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2017-12-18 2018-02-16 9870 10019 -149 -149 50000. BANK OF AMERICA CREDIT CARD TR SERIES 2015 A2 CLASS A 2015-04-22 2018-02-20 49955 49994 -39 -39 10000. DUKE ENERGY PROGRESS INC CALL 06/01/2044 @ 100.000 MORT 2014-11-17 2018-02-20 10213 9966 247 247 12447. HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-05-24 2018-02-20 12379 12447 -68 -68 2458.95 HONDA AUTO RECEIVABLES OWNER T SERIES 2015 4 CLASS A3 2015-10-14 2018-02-21 2459 2459 5000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC 2016-12-05 2018-02-23 4934 5000 -66 -66 70000. NISSAN AUTO RECEIVABLES OWNER SERIES 2017 B CLASS A3 2017-08-16 2018-02-23 68928 69996 -1068 -1068 15000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2018-02-20 2018-02-27 14933 14931 2 2 4816. CALLIDUS SOFTWARE INC 2018-02-28 172506 86615 85891 85891 812.61 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2018-02-28 813 874 -61 -61 748.92 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2018-02-28 749 770 -21 -21 1232.7 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2018-02-28 1233 1241 -8 -8 1376.57 FEDERAL NATL MTG ASSN POOL AL2935 2014-09-12 2018-02-28 1377 1405 -28 -28 836.63 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2018-02-28 837 872 -35 -35 1588.68 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2018-02-28 1589 1653 -64 -64 1116.02 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2018-02-28 1116 1165 -49 -49 713.86 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2018-02-28 714 742 -28 -28 661.63 FEDERAL NATL MTG ASSN POOL AS5332 2017-09-15 2018-02-28 662 699 -37 -37 740.19 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2018-02-28 740 791 -51 -51 707.91 FEDERAL NATL MTG ASSN POOL AS6311 2016-05-06 2018-02-28 708 742 -34 -34 256.13 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2018-02-28 256 258 -2 -2 535.65 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2018-02-28 536 537 -1 -1 764.88 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2018-02-28 765 756 9 9 1053.88 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2018-02-28 1054 1100 -46 -46 1275.35 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2018-02-28 1275 1259 16 16 713.24 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2018-02-28 713 724 -11 -11 417.26 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2018-02-28 417 410 7 7 282.46 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2018-02-28 282 283 -1 -1 695.26 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2018-02-28 695 725 -30 -30 932.3 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2018-02-28 932 937 -5 -5 324.98 GOVT NATL MTG ASSN II POOL MA0463 2013-03-12 2018-02-28 325 348 -23 -23 799.34 GOVT NATL MTG ASSN II POOL MA0625 2013-01-28 2018-02-28 799 851 -52 -52 15000. NISOURCE FINANCE CORP CALL 02/15/2027 COGT 2017-05-11 2018-02-28 14688 14998 -310 -310 3370. VANGUARD INDUSTRIALS ETF 2016-12-06 2018-03-02 471057 403289 67768 67768 3974. VANGUARD INDUSTRIALS ETF 2017-05-23 2018-03-02 555484 501538 53946 53946 55793. VANGUARD LARGE CAP ETF 2011-01-06 2018-03-02 6889188 3253803 3635385 3635385 25000. ABBOTT LABORATORIES CALL 08/30/2026 @ 100.000 UNSC 2018-03-06 24764 24823 -59 -59 5000. CONSTELLATION BRANDS INC CALL 11/15/2027 COGT 2018-01-29 2018-03-06 4850 4990 -140 -140 10000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-05-31 2018-03-06 9598 9913 -315 -315 35487. ISHARES EDGE MSCI USA VALUE FACTOR ETF 2018-03-07 2986386 2974350 12036 12036 28022. VANGUARD VALUE ETF 2016-11-15 2018-03-07 2970353 2520013 450340 450340 45000. VERIZON COMMUNICATIONS UNSC 2018-03-08 45123 45155 -32 -32 20000. SCRIPPS NETWORKS INTERAC CALL 03/15/2020 @ 100.000 UNSC 2018-03-12 19835 20037 -202 -202 15000. SCRIPPS NETWORKS INTERAC CALL 03/15/2020 @ 100.000 UNSC 2015-05-18 2018-03-12 14876 14949 -73 -73 5931. GENERAL MOTORS CO 2017-10-03 2018-03-13 226944 257220 -30276 -30276 3564. ISHARES TR S&P 500 INDEX FD 2018-03-07 2018-03-13 1000398 971996 28402 28402 6181. YUM CHINA HOLDINGS INC -W/I 2017-06-27 2018-03-13 257576 247136 10440 10440 35000. ASSURANT INC UNSC 2018-03-15 35000 34955 45 45 1813.71 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2018-03-15 1814 1813 1 1 563. GRAND CANYON EDUCATION INC 2013-11-18 2018-03-15 59665 25647 34018 34018 35000. HARTFORD FINL SVCS GRP SR NOTES 2016-09-13 2018-03-15 35000 35000 715. HEICO CORP NEW CL A 2018-03-15 50472 19490 30982 30982 .03 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-05-24 2018-03-15 .34 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3 2016-05-24 2018-03-15 400. HUBSPOT INC 2016-08-15 2018-03-15 47105 23812 23293 23293 487. TYLER TECHNOLOGIES INC 2018-03-15 101197 34194 67003 67003 15000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2018-01-17 2018-03-16 14811 14922 -111 -111 8395. JACOBS ENGINEERING GROUP INC 2018-03-20 505797 497505 8292 8292 1003. MOHAWK INDS INC 2017-10-03 2018-03-20 245971 250401 -4430 -4430 3735. UNITED RENTALS INC COM 2018-03-20 695799 513663 182136 182136 20000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2018-02-23 2018-03-20 19759 19780 -21 -21 2292.17 HONDA AUTO RECEIVABLES OWNER T SERIES 2015 4 CLASS A3 2015-10-14 2018-03-21 2292 2292 719. HEICO CORP NEW CL A 2016-02-24 2018-03-27 51998 18901 33097 33097 151. ROGERS CORP 2018-01-16 2018-03-27 18856 26407 -7551 -7551 107. ROGERS CORP 2016-11-17 2018-03-27 13362 7543 5819 5819 30000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2018-02-20 2018-03-27 29870 29863 7 7 770. APPLE INC 2017-02-15 2018-03-29 128910 104358 24552 24552 2172. FACEBOOK INC 2016-11-15 2018-03-29 335082 255232 79850 79850 568.39 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2018-03-31 568 611 -43 -43 542.535 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2018-03-31 543 558 -15 -15 1138.55 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2018-03-31 1139 1146 -7 -7 1359.959 FEDERAL NATL MTG ASSN POOL AL2935 2014-09-12 2018-03-31 1360 1388 -28 -28 1106. FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2018-03-31 1106 1152 -46 -46 626.454 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2018-03-31 626 652 -26 -26 1308.37 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2018-03-31 1308 1365 -57 -57 814.399 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2018-03-31 814 847 -33 -33 768.638 FEDERAL NATL MTG ASSN POOL AS5332 2017-09-15 2018-03-31 769 812 -43 -43 810.978 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2018-03-31 811 867 -56 -56 753.211 FEDERAL NATL MTG ASSN POOL AS6311 2016-05-06 2018-03-31 753 790 -37 -37 412.717 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2018-03-31 413 415 -2 -2 271.26 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2018-03-31 271 272 -1 -1 710.188 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2018-03-31 710 702 8 8 988.125 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2018-03-31 988 1031 -43 -43 630.07 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2018-03-31 630 622 8 8 237.032 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2018-03-31 237 241 -4 -4 1125.629 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2018-03-31 1126 1106 20 20 1624.222 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2018-03-31 1624 1629 -5 -5 957.55 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2018-03-31 958 998 -40 -40 923.706 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2018-03-31 924 929 -5 -5 709.603 GOVT NATL MTG ASSN II POOL MA0463 2013-03-12 2018-03-31 710 759 -49 -49 682.148 GOVT NATL MTG ASSN II POOL MA0625 2013-01-28 2018-03-31 682 726 -44 -44 1541.285 HATTERAS CORE ALTERNATIVES TEI INSTITUTIONAL FUND, L.P. 2010-06-01 2018-03-31 178635 134801 43834 43834 30000. BANK OF AMERICA CREDIT CARD TR SERIES 2017 A1 CLASS A1 2017-03-23 2018-04-02 29541 29991 -450 -450 15000. BMW VEHICLE OWNER TRUST SERIES 2018 A CLASS A4 2018-01-17 2018-04-02 14850 14998 -148 -148 45000. CAPITAL ONE MULTI-ASSET EXECUT SERIES 2017 A4 CLASS A4 2017-10-04 2018-04-02 44170 44997 -827 -827 571. GLOBUS MEDICAL INC A 2018-04-02 28264 14455 13809 13809 976. HEICO CORP NEW 2014-12-17 2018-04-02 83395 34813 48582 48582 25000. NISSAN AUTO RECEIVABLES OWNER SERIES 2017 C CLASS A3 2017-12-06 2018-04-02 24688 24996 -308 -308 25000. TOYOTA AUTO RECEIVABLES OWNER SERIES 2017 D CLASS A4 2017-11-07 2018-04-02 24465 24997 -532 -532 284560.332 GOLDMAN SACHS EQ DIV PREM IS FD 2530 2018-04-03 3613916 3500000 113916 113916 25000. AT&T INC CALL 11/15/2045 @ 100.000 UNSC 2018-04-04 24079 24591 -512 -512 15000. AT&T INC CALL 02/14/2037 UNSC 2018-04-04 15073 14996 77 77 15000. ABBVIE INC CALL 04/14/2021 @ 100.000 UNSC 2016-05-09 2018-04-04 14627 14974 -347 -347 15000. ACTAVIS FUNDING SCS SEDOL ISIN US00507UAR23 2018-04-04 14891 14867 24 24 35000. ACTIVISION BLIZZARD CALL 05/15/2022 UNSC 2018-04-04 33873 34899 -1026 -1026 25000. ALABAMA POWER CO SER 17A CALL 02/28/2022 2017-02-27 2018-04-04 24359 24980 -621 -621 20000. AMERICAN ELECTRIC POWER UNSC 2017-11-08 2018-04-04 19543 19973 -430 -430 10000. AMGEN INC CALL 04/11/2022 UNSC 2017-05-08 2018-04-04 9744 9979 -235 -235 20000. ANDEAVOR CALL 10/01/2047 UNSC 2018-04-04 18693 19866 -1173 -1173 35000. ANHEUSER-BUSCH INBEV FIN CALL 01/01/2021 @ 100.000 COGT 2018-02-14 2018-04-04 34803 34632 171 171 15000. ANHEUSER-BUSCH INBEV FIN CALL 08/01/2035 @ 100.000 COGT 2016-11-14 2018-04-04 15787 15877 -90 -90 20000. ANHEUSER-BUSCH INBEV FIN CALL 08/01/2035 @ 100.000 COGT 2017-08-10 2018-04-04 21049 22063 -1014 -1014 25000. APPLE INC UNSC 2014-04-29 2018-04-04 24510 22540 1970 1970 15000. ATMOS ENERGY CORP CALL 03/15/2027 UNSC 2017-06-05 2018-04-04 14370 14997 -627 -627 25000. AUTOMATIC DATA PROCESSNG CALL 06/15/2020 @ 100.000 UNSC 2015-09-08 2018-04-04 25040 24973 67 67 20000. BB&T CORPORATION SER MTN CALL 03/01/2022 2017-03-16 2018-04-04 19611 19963 -352 -352 10000. BANK OF AMERICA CORP SER MTN SUB 2017-12-05 2018-04-04 10100 10543 -443 -443 40000. BANK OF AMERICA CORP SER MTN SUB 2014-08-21 2018-04-04 40398 39971 427 427 10000. BANK OF AMERICA CORP SER MTN CALL 10/21/26 @100 UNSC 2016-10-18 2018-04-04 9435 10000 -565 -565 20000. BANK OF NY MELLON CORP SER MTN CALL 07/17/20 @100 UNSC 2018-02-16 2018-04-04 19852 19898 -46 -46 20000. BURLINGTN NORTH SANTA FE CALL 03/01/2044 @ 100.000 UNSC 2014-08-11 2018-04-04 21461 19889 1572 1572 15000. CBS CORP CALL 07/15/2044 @ 100.000 COGT 2017-05-12 2018-04-04 14514 14810 -296 -296 10000. CVS HEALTH CORP SER 7YR CALL 05/20/22 @100 UNSC 2018-03-06 2018-04-04 10012 9948 64 64 15000. CVS HEALTH CORP SER 7YR CALL 05/20/22 @100 UNSC 2016-12-02 2018-04-04 15018 15346 -328 -328 30000. CVS HEALTH CORP CALL 12/25/2027 UNSC 2018-04-04 30168 29633 535 535 40000. CAPITAL ONE FINANCIAL CO CALL 04/12/2020 UNSC 2017-05-09 2018-04-04 39409 39937 -528 -528 35000. CINTAS CORP NO.2 COMP GUARNT 2018-04-04 36237 36795 -558 -558 20000. CITIGROUP INC SR UNSEC 2017-01-04 2018-04-04 19844 20000 -156 -156 25000. COMCAST CORP CALL 01/15/2036 @ 100.000 UNSC 2016-07-13 2018-04-04 22087 25023 -2936 -2936 5000. CONOCOPHILLIPS NOTES 2014-12-17 2018-04-04 6521 6451 70 70 20000. DUKE ENERGY FLORIDA LLC CALL 10/15/2026 MORT 2017-01-03 2018-04-04 19492 19988 -496 -496 15000. EQT CORP CALL 07/01/2027 UNSC 2017-09-28 2018-04-04 14347 15022 -675 -675 15000. ENERGY TRANSFER PARTNERS CALL 06/15/2045 @ 100.000 UNSC 2015-06-18 2018-04-04 15414 14943 471 471 15000. ENTERPRISE PRODUCTS OPER CALL 03/15/2021 @ 100.000 COGT 2018-03-16 2018-04-04 14818 14818 53810.126 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2018-04-04 56641 57842 -1201 -1201 65000. FHLMC MULTIFAMILY STRUCTURED P SERIES K067 CLASS A2 2017-11-17 2018-04-04 64116 66707 -2591 -2591 74806.958 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2018-04-04 73673 75284 -1611 -1611 63232.546 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2018-04-04 63351 65761 -2410 -2410 36783.601 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2018-04-04 37502 38236 -734 -734 32566.022 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2018-04-04 33416 34806 -1390 -1390 77678.812 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2018-04-04 76222 76787 -565 -565 117810.778 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2018-04-04 118897 118126 771 771 20000. FEDEX CORP COGT 2015-01-06 2018-04-04 19259 19908 -649 -649 10000. FEDEX CORP CALL 08/15/2047 COGT 2018-01-29 2018-04-04 9358 9958 -600 -600 15000. GENERAL ELECTRIC CO SR UNSECD 2014-05-21 2018-04-04 13901 14760 -859 -859 10000. GENERAL MOTORS CO CALL 10/01/2035 @ 100.000 UNSC 2017-04-06 2018-04-04 11426 11378 48 48 5000. GENERAL MOTORS CO CALL 07/01/2027 UNSC 2017-08-02 2018-04-04 4948 4997 -49 -49 20000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC 2016-09-22 2018-04-04 19353 19979 -626 -626 30000. HONDA AUTO RECEIVABLES OWNER T SERIES 2016 3 CLASS A4 2016-08-15 2018-04-04 29334 29993 -659 -659 25000. INTERCONTINENTALEXCHANGE CALL 08/15/2022 COGT 2017-08-10 2018-04-04 24037 24943 -906 -906 45000. JPMORGAN CHASE & CO CALL 05/07/2021 @ 100.000 UNSC 2017-05-22 2018-04-04 43998 45033 -1035 -1035 35000. JP MORGAN CHASE & CO SR UNSEC CALL 7/24/37 @ 100 2018-04-04 33924 35635 -1711 -1711 25000. JOHNSON & JOHNSON CALL 09/01/2035 @ 100.000 UNSC 2018-04-04 24624 24886 -262 -262 15000. JP MORGAN CHASE & CO CALL 10/01/24 @100 JR SUB 2017-01-20 2018-04-04 15733 15399 334 334 30000. KLA-TENCOR CORP CALL 09/01/2021 @ 100.000 UNSC 2018-04-04 30837 30067 770 770 15000. KINDER MORGAN ENER PART SR UNSEC 2011-02-24 2018-04-04 18058 15867 2191 2191 15000. KRAFT FOODS GROUP INC SER WI 2015-06-24 2018-04-04 14928 14751 177 177 10000. KROGER CO CALL 08/01/2046 UNSC 2017-06-28 2018-04-04 9429 9730 -301 -301 20000. MPLX LP CALL 10/15/2037 UNSC 2018-04-04 19662 19782 -120 -120 15000. MICROSOFT CORP CALL 02/08/2036 @ 100.000 UNSC 2017-02-09 2018-04-04 14591 14189 402 402 20000. MIDAMERICAN ENERGY CO CALL 02/01/2048 MORT 2018-01-29 2018-04-04 19012 19825 -813 -813 30000. MORGAN STANLEY SER GMTN UNSC 2017-12-18 2018-04-04 30281 31419 -1138 -1138 40000. MORGAN STANLEY UNSC 2018-04-04 39153 39989 -836 -836 15000. MORGAN STANLEY UNSC 2018-04-04 14676 14856 -180 -180 15000. NBCUNIVERSAL MEDIA LLC WI SR UNSEC 2018-02-14 2018-04-04 15581 15638 -57 -57 25000. PACKAGING CORP OF AMERIC CALL 09/15/2027 UNSC 2018-04-04 23907 24937 -1030 -1030 10000. PETROLEOS MEXICANOS COM GTD ISIN US71654QAW24 2014-02-04 2018-04-04 10438 10393 45 45 15000. PHILLIPS 66 CALL 05/15/2034 @ 100.000 COGT 2014-11-12 2018-04-04 15678 14812 866 866 15000. PRICELINE GROUP INC/THE CALL 12/15/2024 @ 100.000 UNSC 2018-04-04 14837 14970 -133 -133 10000. PRICELINE GROUP INC/THE CALL 02/15/2023 UNSC 2017-08-10 2018-04-04 9634 9985 -351 -351 15000. PUBLIC STORAGE CALL 06/15/2027 UNSC 2017-09-13 2018-04-04 14323 15000 -677 -677 15000. ROYAL CARIBBEAN CRUISES SEDOL ISIN US780153AW20 2018-04-04 14358 14966 -608 -608 20000. SANTANDER UK GROUP HLDGS SEDOL BYZDT48 ISIN US80281LAC90 2018-04-04 19837 19987 -150 -150 10000. SEMPRA ENERGY CALL 10/01/2027 UNSC 2018-01-09 2018-04-04 9553 9930 -377 -377 25000. SHERWIN-WILLIAMS CO CALL 05/01/2022 UNSC 2018-04-04 24296 25044 -748 -748 70000. SUMITOMO MITSUI FINL GRP SEDOL ISIN US86562MAX83 2018-01-09 2018-04-04 68769 70000 -1231 -1231 5000. TORONTO-DOMINION BANK SEDOL ISIN US89114QBC15 2015-12-07 2018-04-04 4934 4989 -55 -55 15000. UNITED MEXICAN STATES ISIN US91086QBB32 SEDOL B76P9J9 2016-12-12 2018-04-04 14552 13399 1153 1153 15000. VALERO ENERGY CORP CALL 06/15/2026 @ 100.000 UNSC 2018-02-28 2018-04-04 14408 14390 18 18 40000. VERIZON COMMUNICATIONS UNSC 2018-03-08 2018-04-04 42848 42443 405 405 15000. VISA INC CALL 06/14/2035 @ 100.000 UNSC 2015-12-09 2018-04-04 15872 14980 892 892 15000. WAL-MART STORES INC SR NOTES 2010-04-08 2018-04-04 18781 14922 3859 3859 35000. WELLS FARGO & COMPANY SER MTN SUB 2017-12-14 2018-04-04 34828 36771 -1943 -1943 35000. WESTPAC BANKING CORP SEDOL ISIN US961214DU48 2018-01-17 2018-04-04 34567 34976 -409 -409 10000. AT&T INC CALL 09/01/2056 UNSC 2017-01-31 2018-04-05 10637 9940 697 697 15000. ACE INA HOLDINGS CALL 09/03/2022 @ 100.000 COGT 2015-10-27 2018-04-05 14806 14981 -175 -175 10000. AMERICAN EXPRESS CO CALL 09/29/2024 UNSC 2017-10-23 2018-04-05 9596 9994 -398 -398 15000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC 2015-06-02 2018-04-05 14962 14186 776 776 25000. AMPHENOL CORP CALL 12/30/2018 @ 100.000 UNSC 2017-03-21 2018-04-05 24941 25106 -165 -165 35000. BP CAPITAL MARKETS PLC SEDOL ISIN US05565QDL95 2017-02-08 2018-04-05 34478 34998 -520 -520 15000. BANK OF NY MELLON CORP SER MTN CALL 02/04/26 @100 UNSC 2017-12-12 2018-04-05 14093 14667 -574 -574 5000. CAPITAL ONE FINANCIAL CO CALL 09/30/2024 UNSC 2017-10-26 2018-04-05 4821 4985 -164 -164 30000. CARNIVAL CORP SEDOL ISIN US143658BA91 2013-10-09 2018-04-05 30742 29922 820 820 15000. CATERPILLAR FINL SERVICE SER MTN UNSC 2017-01-05 2018-04-05 14834 14984 -150 -150 10000. CITIGROUP INC UNSC 2015-07-23 2018-04-05 9987 9997 -10 -10 10000. CITIGROUP INC SUB 2016-03-01 2018-04-05 10110 9786 324 324 25000. CITIGROUP INC SUB 2017-12-19 2018-04-05 25275 26230 -955 -955 35000. CITIGROUP INC UNSC 2015-12-11 2018-04-05 34862 34916 -54 -54 30000. CONSTELLATION BRANDS INC COGT 2017-01-13 2018-04-05 30453 30730 -277 -277 25000. CREDIT SUISSE SUB NOTES ISIN US22546QAD97 SEDOL B5PGKF2 2018-04-05 25923 25998 -75 -75 20000. JOHN DEERE CAPITAL CORP SER MTN UNSC 2015-07-09 2018-04-05 19823 19983 -160 -160 25000. JOHN DEERE CAPITAL CORP SER MTN UNSC 2017-09-05 2018-04-05 23923 24949 -1026 -1026 20000. ENERGY TRANSFER PARTNERS CALL 12/15/2024 @ 100.000 UNSC 2018-04-05 19565 19367 198 198 15000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC 2016-12-05 2018-04-05 14833 15000 -167 -167 20000. GENERAL MOTORS FINL CO COGT 2017-12-19 2018-04-05 19812 20695 -883 -883 15000. GILEAD SCIENCES INC UNSC 2017-09-14 2018-04-05 14820 14995 -175 -175 45000. GOLDMAN SACHS GROUP INC CALL 11/13/2019 UNSC 2016-12-08 2018-04-05 44541 44966 -425 -425 25000. HOST HOTELS & RESORTS SER D CALL 07/15/23 @100 UNSC 2015-10-08 2018-04-05 24646 24305 341 341 25000. INTEL CORP CALL 03/11/2024 UNSC 2018-04-05 24337 25111 -774 -774 20000. KIMCO REALTY CORP UNSC 2018-03-20 2018-04-05 21103 21123 -20 -20 25000. KIMCO REALTY CORP CALL 07/01/2026 @ 100.000 UNSC 2018-04-05 22310 24830 -2520 -2520 40000. KROGER CO BONDS 2017-03-29 2018-04-05 42202 42649 -447 -447 15000. METLIFE INC JR SUB 2011-02-25 2018-04-05 16440 14250 2190 2190 25000. MORGAN STANLEY NTS 2016-11-17 2018-04-05 25375 25600 -225 -225 15000. PUBLIC SERVICE COLORADO CALL 12/15/2046 MORT 2018-04-05 14609 15050 -441 -441 65000. ROYAL BANK OF CANADA SEDOL ISIN US780082AC79 2017-01-10 2018-04-05 63887 64769 -882 -882 15000. SAN DIEGO G & E SER RRR CALL 12/01/2046 2018-04-05 14528 14938 -410 -410 20000. SHIRE ACQ INV IRELAND DA SEDOL ISIN US82481LAA70 2016-09-28 2018-04-05 19683 20013 -330 -330 30000. SPIRIT REALTY LP CALL 06/15/2026 COGT 2017-06-30 2018-04-05 28708 28514 194 194 10000. TEVA PHARM FIN IV BV ISIN US88166JAA16 SEDOL B41H706 2015-11-10 2018-04-05 9433 10019 -586 -586 10000. TEVA PHARMACEUTICALS NE SEDOL ISIN US88167AAD37 2017-08-07 2018-04-05 8547 9431 -884 -884 25000. TEVA PHARMACEUTICALS NE SEDOL ISIN US88167AAE10 2018-04-05 20193 24086 -3893 -3893 35000. TORONTO-DOMINION BANK SEDOL ISIN US89114QAS75 2014-06-26 2018-04-05 34760 34957 -197 -197 25000. TORONTO-DOMINION BANK SEDOL ISIN US89114QBX51 2018-01-18 2018-04-05 24676 24966 -290 -290 35000. TOYOTA MOTOR CREDIT CORP SER GMTN UNSC 2018-01-08 2018-04-05 34231 34980 -749 -749 45000. 21ST CENTY FOX AMER INC 06.900% DUE 03/01/2019 2018-04-05 46608 46716 -108 -108 799. TYLER TECHNOLOGIES INC 2012-04-24 2018-04-05 167951 31524 136427 136427 130000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2018-04-05 145803 150475 -4672 -4672 120000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2018-04-05 134588 125202 9386 9386 15000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2018-02-20 2018-04-05 14941 14931 10 10 55000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2018-01-22 2018-04-05 54267 54613 -346 -346 165000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2017-03-09 2018-04-05 162802 165245 -2443 -2443 20000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2018-01-17 2018-04-05 18280 18628 -348 -348 20000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2017-03-03 2018-04-05 19833 20244 -411 -411 80000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2018-04-05 79331 80166 -835 -835 175000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2018-04-05 172129 172348 -219 -219 100000. USA TREASURY BOND TREASURY INFLAT PROTECTN SECS 2017-04-11 2018-04-05 101718 101484 234 234 15000. VEREIT OPERATING PARTNER CALL 05/15/2027 COGT 2017-08-08 2018-04-05 14039 14900 -861 -861 15000. WELLS FARGO & COMPANY CALL 01/24/2022 UNSC 2017-01-17 2018-04-05 14740 15000 -260 -260 40000. WESTPAC BANKING CORP SEDOL BCJ52J2 ISIN US961214CC58 2016-03-10 2018-04-05 39963 40048 -85 -85 15000. XILINX INC CALL 04/01/2024 UNSC 2017-05-24 2018-04-05 14358 14983 -625 -625 25000. XLIT LTD SEDOL ISIN US98420EAA38 2018-04-05 24905 25010 -105 -105 25000. AMERICAN CAMPUS CMNTYS CALL 01/15/2023 @ 100.000 COGT 2018-04-06 24946 24677 269 269 83065. CENTERPOINT ENERGY TRANSITION SERIES 2012-1 CLASS A2 2012-08-09 2018-04-06 82410 84489 -2079 -2079 63392.053 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2018-04-06 63333 65161 -1828 -1828 90680.198 FEDERAL NATL MTG ASSN POOL AL2935 2014-09-12 2018-04-06 91134 92545 -1411 -1411 40176.113 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2018-04-06 40942 41843 -901 -901 82289.71 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2018-04-06 80258 85858 -5600 -5600 55387.606 FEDERAL NATL MTG ASSN POOL AS5332 2017-09-15 2018-04-06 56945 58510 -1565 -1565 82136.349 FEDERAL NATL MTG ASSN POOL AS6311 2016-05-06 2018-04-06 82342 86098 -3756 -3756 47290.996 FEDERAL NATL MTG ASSN POOL AS7343 2017-06-28 2018-04-06 46079 47556 -1477 -1477 44432.902 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2018-04-06 43336 44559 -1223 -1223 44685.682 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2018-04-06 47814 46644 1170 1170 79615.821 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2018-04-06 81855 78602 3253 3253 94666.482 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2018-04-06 99518 96100 3418 3418 72821.406 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2018-04-06 75006 71530 3476 3476 72557.628 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2018-04-06 72898 75632 -2734 -2734 89364.29 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2018-04-06 87549 89843 -2294 -2294 20000. FIFTH THIRD AUTO TRUST SERIES 2017 1 CLASS A3 2017-09-12 2018-04-06 19605 19999 -394 -394 14821. FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2018-04-06 14673 14819 -146 -146 20000. FORD CREDIT AUTO LEASE TRUST SERIES 2017 B CLASS A2 2017-10-24 2018-04-06 19821 19999 -178 -178 15000. FORD CREDIT AUTO OWNER TRUST SERIES 2017 C CLASS A4 2017-11-14 2018-04-06 14571 14998 -427 -427 48839.406 GOVT NATL MTG ASSN II POOL MA0463 2013-03-12 2018-04-06 50427 52516 -2089 -2089 54111.637 GOVT NATL MTG ASSN II POOL MA0625 2013-01-28 2018-04-06 54737 57884 -3147 -3147 25000. GM FINANCIAL SECURITIZED TERM SERIES 2018 1 CLASS A3 2018-01-09 2018-04-06 24578 24994 -416 -416 18969. HONDA AUTO RECEIVABLES OWNER T SERIES 2015 4 CLASS A3 2015-10-14 2018-04-06 18845 18966 -121 -121 80000. HYUNDAI AUTO RECEIVABLES TRUST SERIES 2017 A CLASS A3 2017-03-22 2018-04-06 78813 79994 -1181 -1181 20000. JOHN DEERE OWNER TRUST SERIES 2017 A CLASS A3 2017-02-22 2018-04-06 19656 19997 -341 -341 20000. PUGET SOUND ENERGY INC 1ST MORTGAGE 2010-06-24 2018-04-06 24527 20397 4130 4130 30000. TEXAS ST TRANSN COMMN TAX FIRST TIER SER B 2018-04-06 34433 35386 -953 -953 90000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2018-04-06 110116 111590 -1474 -1474 65000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2018-04-06 58434 57179 1255 1255 40000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2018-04-06 35959 35626 333 333 35000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2018-01-17 2018-04-06 34590 34818 -228 -228 50000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2018-02-23 2018-04-06 49451 49451 145000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2018-04-06 139931 142309 -2378 -2378 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2018-02-23 2018-04-06 4825 4794 31 31 455000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2018-04-06 437475 444622 -7147 -7147 65000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2018-03-28 2018-04-06 62786 62908 -122 -122 1. CROCS INC 2001-01-01 2018-04-27 37 25 12 12 3368. BRISTOL MYERS SQUIBB CO 2017-08-31 2018-05-03 173113 202204 -29091 -29091 630. TEXAS ROADHOUSE INC 2013-11-18 2018-05-04 38923 17309 21614 21614 254662.493 SEAFARER OVERSEAS GROWTH & INCOME INSTL CLASS 2018-05-15 3318252 3000000 318252 318252 861. CATHAY GENERAL BANCORP 2016-06-07 2018-05-18 36183 26777 9406 9406 526. CATHAY GENERAL BANCORP 2017-12-19 2018-05-18 22105 23133 -1028 -1028 378. GRAND CANYON EDUCATION INC 2018-05-18 41662 17184 24478 24478 781. PROASSURANCE CORPORATION 2013-11-18 2018-05-18 31016 36678 -5662 -5662 21927. VANGUARD FINANCIALS ETF 2018-05-30 1516517 1371606 144911 144911 2159. KAPSTONE PAPER & PACKAGING MERGED 11/02/2018 @ $35.00 P/S 2018-06-01 74158 60241 13917 13917 639. FIVE BELOW 2015-08-10 2018-06-08 64917 23907 41010 41010 39912. VANGUARD FTSE EMERGING MARKETS ETF 2018-01-17 2018-06-11 1799633 1944660 -145027 -145027 140697.301 COHEN & STEERS PREFERRED SECURITIES AND INCOME FUND CL I 2018-06-19 1910669 2000000 -89331 -89331 279890.387 COHEN & STEERS PREFERRED SECURITIES AND INCOME FUND CL I 2018-06-19 3800911 3900000 -99089 -99089 136473. XTRACKERS MSCI EUROPE HEDGED ETF 2017-09-27 2018-06-19 3929007 3840760 88247 88247 1700. LOCKHEED MARTIN CORP 2018-06-26 506560 499999 6561 6561 2895. RAYTHEON COMPANY 2018-06-26 561342 500592 60750 60750 41242. SPDR METALS & MINING ETF 2018-01-02 2018-06-26 1467969 1537044 -69075 -69075 208. ICU MED INC 2013-11-18 2018-06-28 59440 12942 46498 46498 816.885 HATTERAS CORE ALTERNATIVES TEI INSTITUTIONAL FUND, L.P. 2010-06-01 2018-06-30 95330 71445 23885 23885 1. BARRICK GOLD XXX-XX-XXXX 2001-01-01 2018-07-18 75 75 75 1. OMNIVISION TECHNOLOGIES INC. XXX-XX-XXXX 2001-01-01 2018-07-20 290 25 265 265 1. BARRETT BUSINESS SERVICES XXX-XX-XXXX 2001-01-01 2018-07-20 390 25 365 365 702. LOGMEIN INC 2018-07-30 56103 35034 21069 21069 1000000. JP MORGAN SX5E DRAWDOWN NOTE 7.00% COUPON, 12% KNOCK-IN 2017-07-26 2018-08-02 1000000 1000000 1. ST JUDE MEDICAL XXX-XX-XXXX 2001-01-01 2018-08-07 1135 25 1110 1110 1. BANK OF NEW YORK MELLON CORPORATION SECURITIES 2001-01-01 2018-08-14 244 244 244 97696. XTRACKERS MSCI EUROPE HEDGED ETF 2015-07-14 2018-08-15 2762201 2728073 34128 34128 38777. XTRACKERS MSCI EUROPE HEDGED ETF 2017-09-27 2018-08-15 1096359 1091301 5058 5058 25609. SPDR S&P HOMEBUILDERS ETF 2018-08-15 994897 1134777 -139880 -139880 654. NETAPP INC 2017-05-03 2018-08-21 53207 26131 27076 27076 1034. NETAPP INC 2018-08-21 84122 45796 38326 38326 1681. LOGMEIN INC 2014-09-15 2018-08-22 132628 77941 54687 54687 3853. COTIVITI HOLDINGS INC MERGED 08/27/18 @ $44.75 P/S 2018-08-27 172422 137276 35146 35146 794. COTIVITI HOLDINGS INC MERGED 08/27/18 @ $44.75 P/S 2018-04-05 2018-08-27 35532 27284 8248 8248 25927. ISHARES INC MSCI JAPAN ETF 2018-09-05 1475097 1503615 -28518 -28518 160481.444 T ROWE PRICE INSTITUTIONAL FLOATING RATE FUND 2016-09-08 2018-09-05 1600000 1608024 -8024 -8024 27676. SPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES 2018-01-23 2018-09-05 1489503 1467382 22121 22121 1. LEHMAN BROTHERS HLDGS INC 2001-01-01 2018-09-07 242 25 217 217 12568. BANK OF AMERICA CORP 2017-08-31 2018-09-18 380428 300624 79804 79804 3919. CITIGROUP INC 2017-06-27 2018-09-18 278368 253504 24864 24864 4277. ISHARES EDGE MSCI USA MOMENTUM FACTOR ETF 2018-05-15 2018-09-18 504380 471881 32499 32499 976. NORTHROP GRUMMAN CORPORATION 2017-06-27 2018-09-18 307213 250366 56847 56847 877. NORTHROP GRUMMAN CORPORATION 2017-09-27 2018-09-18 276051 251029 25022 25022 9357. SPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES 2018-09-18 501251 483801 17450 17450 2846. STATE STR CORP COM 2017-06-27 2018-09-18 243924 251790 -7866 -7866 7059. VANGUARD FINANCIALS ETF 2017-06-27 2018-09-18 499815 437381 62434 62434 436. HUBSPOT INC 2018-09-19 65183 25649 39534 39534 702. SYSMEX CORP UNSPONSORED ADR 2018-09-06 2018-09-19 30903 30418 485 485 942. EDUCATION REALTY TRUST INC MERGED 09/20/18 @ $41.50 P/S 2017-12-19 2018-09-21 39093 34617 4476 4476 3651. EDUCATION REALTY TRUST INC MERGED 09/20/18 @ $41.50 P/S 2018-09-21 151517 123873 27644 27644 20385. SPDR S&P HOMEBUILDERS ETF 2018-09-26 801834 870018 -68184 -68184 793.805 HATTERAS CORE ALTERNATIVES TEI INSTITUTIONAL FUND, L.P. 2010-06-01 2018-09-30 96503 69426 27077 27077 2409. ANDEAVOR MERGED 10/01/19 @ $19.799044 2017-10-03 2018-10-04 47696 47696 47696 .085 MARATHON PETROLEUM CORP 2017-10-03 2018-10-05 7 5 2 2 19916. SPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES 2017-06-27 2018-10-12 1015304 999154 16150 16150 10652. SPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES 2017-11-14 2018-10-12 543032 549643 -6611 -6611 1862. KAPSTONE PAPER & PACKAGING MERGED 11/02/2018 @ $35.00 P/S 2014-04-22 2018-10-15 60680 48621 12059 12059 18123. ISHARES EDGE MSCI USA MOMENTUM FACTOR ETF 2018-10-19 1975323 1956221 19102 19102 13157. SPDR S&P SEMICONDUCTOR ETF ETF 2018-03-13 2018-10-19 893487 993329 -99842 -99842 142653.352 AQR LONG-SHORT EQUITY-I 2018-04-10 2018-10-25 1684736 2000000 -315264 -315264 45362. SPDR S&P REGIONAL BANKING ETF 2018-10-25 2357305 2722786 -365481 -365481 721. UNITED BANKSHARES INC WEST V COM 2016-12-22 2018-10-26 22920 33755 -10835 -10835 2475. HIBBETT SPORTS INC 2018-11-01 43108 103848 -60740 -60740 400. DASSAULT SYSTEMS SA SPON ADR 2018-08-20 2018-11-12 49011 62001 -12990 -12990 667. WPP PLC ADR 2018-11-12 36588 53644 -17056 -17056 1096. DAITO TRUST CONS-SPN ADR ADR SEDOL BHBXYK4 2018-11-13 36301 40738 -4437 -4437 79393. SPDR S&P OIL GAS EXPLORATION & PRODUCTION 2018-11-13 2744771 3044497 -299726 -299726 120914. SPDR OIL & GAS EQUIPMENT & SERVICES ETF 2018-11-13 1518382 2144603 -626221 -626221 85416. SPDR BLOOMBERG BARCLAYS REV SPLIT 05/06/2019 2018-11-20 2940852 3141749 -200897 -200897 1000000. CITIGROUP AMLP NOTE PHOENIX AUTOCALL 12.410% COUPON 2018-07-24 2018-11-29 846100 1000000 -153900 -153900 3500000. USA TREASURY BILLS DTD 05/31/2018 DUE 11/29/2018 2000-12-31 2018-11-29 3485483 3485483 .5 ITAU UNIBANCO BANCO HOLDING SPONSERED ADR 2018-08-20 2018-11-30 5 4 1 1 1. AVON PRODUCTS, INC SECURITIES LITIGATION XXX-XX-XXXX 2001-01-01 2018-11-30 1593 25 1568 1568 1194. HEALTH CARE SERVICES GROUP INC 2018-12-07 49629 33140 16489 16489 16253. AES CORP 2018-12-11 255515 182875 72640 72640 3393. ABBOTT LABORATORIES INC 2018-12-11 242512 163752 78760 78760 2782. AGILENT TECHNOLOGIES (IPO) 2018-12-11 197008 183290 13718 13718 773. ALBEMARLE CORP 2018-08-21 2018-12-11 69140 73186 -4046 -4046 1322. ALBEMARLE CORP 2018-12-11 118244 178154 -59910 -59910 2912. BAXTER INTERNATIONAL INC 2018-12-11 191358 173347 18011 18011 3488. BORG WARNER INC. 2018-12-11 121730 156076 -34346 -34346 5453. CISCO SYS INC COM 2018-12-11 255610 181857 73753 73753 6003. CORNING INC 2018-12-11 189988 175521 14467 14467 2101. DANAHER CORP 2018-12-11 211996 177984 34012 34012 4086. FRANKLIN RES INC COM 2018-12-11 128523 175142 -46619 -46619 2221. GILEAD SCIENCES INC COM 2018-12-11 149740 165079 -15339 -15339 9023. HP INC 2018-12-11 203039 174669 28370 28370 7673. HANESBRANDS INC - W/I 2018-12-11 113583 171759 -58176 -58176 4031. HESS CORPORATION 2018-12-11 209207 179198 30009 30009 12311. HEWLETT PACKARD ENTERPRISE CO 2018-12-11 178281 174982 3299 3299 1247. INTERNATIONAL BUSINESS MACHS CORP 2018-12-11 150389 187314 -36925 -36925 11615. MATTEL INC 2018-12-11 147441 201239 -53798 -53798 2832. MERCK & CO INC 2018-12-11 217433 180701 36732 36732 5211. NATIONAL OIL-WELL INC COM 2018-12-11 146683 174759 -28076 -28076 2430. NETAPP INC 2018-12-11 154624 95620 59004 59004 5076. PFIZER INC COM 2018-12-11 222163 174511 47652 47652 2045. RALPH LAUREN CORP 2018-12-11 214076 173261 40815 40815 2167. WESTERN DIGITAL CORP 2018-12-11 89233 188688 -99455 -99455 2317. WESTERN DIGITAL CORP 2018-10-30 2018-12-11 95410 95901 -491 -491 9421. WESTERN UNION CO - W/I 2018-12-11 172031 180511 -8480 -8480 5526. XEROX CORPORATION MERGED 08/01/2019 2018-12-11 137044 168006 -30962 -30962 3304. AIR LIQUIDE ADR 2018-12-13 80049 81263 -1214 -1214 1445. BBA AVIATION PLC-UNSPON ADR ADR SEDOL B2RB0W1 2018-12-13 19570 29006 -9436 -9436 1136. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD14 2018-12-13 74389 90429 -16040 -16040 335. BLACKBAUD INC 2014-05-20 2018-12-27 20281 11234 9047 9047 353. 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