ZACHARY SMITH REYNOLDS TRUST: Form 990PF, tax year 2017

View the entire original 990 at ProPublica ↗

Organization: ZACHARY SMITH REYNOLDS TRUST (EIN 52-6021749)
Tax period: 2017-01-01 to 2017-12-31
Filed: 2018-09-28
IRS object ID: 201822719349100517
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
Form 990-PF
Investments Other Schedule2
Other Decreases Schedule
Other Expenses Schedule
Other Income Schedule2
Other Increases Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Return	2018-09-28T15:00:37-05:00	ReturnTs
Tax Period End	2017-12-31	TaxPeriodEndDt
Return Type	990PF	ReturnTypeCd
Tax Period Begin	2017-01-01	TaxPeriodBeginDt

Filer Filer

Field	Value	IRS element (for citing)
EIN	526021749	EIN

Business Name BusinessName

Field	Value	IRS element (for citing)
Business Name Line1	ZACHARY SMITH REYNOLDS TRUST	BusinessNameLine1Txt

Field	Value	IRS element (for citing)
Business Name Control	REYN	BusinessNameControlTxt
Phone	4127629161	PhoneNum

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	116 ALLEGHENY CENTER MALL P8YB3502L	AddressLine1Txt
City	PITTSBURGH	CityNm
State Abbreviation	PA	StateAbbreviationCd
ZIP	15212	ZIPCd

Business Officer BusinessOfficerGrp

Field	Value	IRS element (for citing)
Person	PNC BANK N A BY	PersonNm
Person Title	VICE PRESIDENT	PersonTitleTxt
Phone	4127629161	PhoneNum
Signature	2018-09-18	SignatureDt

Field	Value	IRS element (for citing)
Tax	2017	TaxYr
Build TS	2022-09-23 18:48:47Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Organization501c3 Exempt PF	Yes (X)	Organization501c3ExemptPFInd
FMV Assets EOY	$207,134,496	FMVAssetsEOYAmt

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Schedule B Not Required	Yes (X)	ScheduleBNotRequiredInd
Dividends Rev And Expnss	$4,418,322	DividendsRevAndExpnssAmt
Dividends Net Invst Incm	$4,423,269	DividendsNetInvstIncmAmt
Net Gain Sale Ast Rev And Expnss	$8,773,076	NetGainSaleAstRevAndExpnssAmt
Gross Sales Price	$147,676,945	GrossSalesPriceAmt
Cap Gain Net Incm Net Invst Incm	$8,773,076	CapGainNetIncmNetInvstIncmAmt
Net ST Capital Gain Adj Net Incm	$0	NetSTCapitalGainAdjNetIncmAmt
Other Income Rev And Expnss	$1,315	OtherIncomeRevAndExpnssAmt
Other Income Net Invst Incm	$187,084	OtherIncomeNetInvstIncmAmt
Total Rev And Expnss	$13,192,713	TotalRevAndExpnssAmt
Total Net Invst Incm	$13,383,429	TotalNetInvstIncmAmt
Comp Ofcr Dir Trst Rev And Expnss	$349,565	CompOfcrDirTrstRevAndExpnssAmt
Comp Ofcr Dir Trst Net Invst Incm	$279,652	CompOfcrDirTrstNetInvstIncmAmt
Comp Ofcr Dir Trst Dsbrs Chrtbl	$69,913	CompOfcrDirTrstDsbrsChrtblAmt
Oth Empl Slrs Wgs Net Invst Incm	$0	OthEmplSlrsWgsNetInvstIncmAmt
Oth Empl Slrs Wgs Adj Net Incm	$0	OthEmplSlrsWgsAdjNetIncmAmt
Oth Empl Slrs Wgs Dsbrs Chrtbl	$0	OthEmplSlrsWgsDsbrsChrtblAmt
Pension Empl Bnft Net Invst Incm	$0	PensionEmplBnftNetInvstIncmAmt
Pension Empl Bnft Adj Net Incm	$0	PensionEmplBnftAdjNetIncmAmt
Legal Fees Dsbrs Chrtbl	$0	LegalFeesDsbrsChrtblAmt
Other Prof Fees Dsbrs Chrtbl	$0	OtherProfFeesDsbrsChrtblAmt
Interest Dsbrs Chrtbl	$0	InterestDsbrsChrtblAmt
Taxes Rev And Expnss	$194,039	TaxesRevAndExpnssAmt
Taxes Net Invst Incm	$406	TaxesNetInvstIncmAmt
Taxes Dsbrs Chrtbl	$0	TaxesDsbrsChrtblAmt
Deprec And Dpltn Rev And Expnss	$0	DeprecAndDpltnRevAndExpnssAmt
Deprec And Dpltn Net Invst Incm	$0	DeprecAndDpltnNetInvstIncmAmt
Trav Conf Meeting Net Invst Incm	$0	TravConfMeetingNetInvstIncmAmt
Trav Conf Meeting Adj Net Incm	$0	TravConfMeetingAdjNetIncmAmt
Printing And Pub Net Invst Incm	$0	PrintingAndPubNetInvstIncmAmt
Printing And Pub Adj Net Incm	$0	PrintingAndPubAdjNetIncmAmt
Other Expenses Rev And Expnss	$60,370	OtherExpensesRevAndExpnssAmt
Other Expenses Net Invst Incm	$84,943	OtherExpensesNetInvstIncmAmt
Tot Opr Expenses Rev And Expnss	$603,974	TotOprExpensesRevAndExpnssAmt
Tot Opr Expenses Net Invst Incm	$365,001	TotOprExpensesNetInvstIncmAmt
Tot Opr Expenses Adj Net Incm	$0	TotOprExpensesAdjNetIncmAmt
Tot Opr Expenses Dsbrs Chrtbl	$69,913	TotOprExpensesDsbrsChrtblAmt
Contri Paid Rev And Expnss	$9,056,770	ContriPaidRevAndExpnssAmt
Contri Paid Dsbrs Chrtbl	$9,056,770	ContriPaidDsbrsChrtblAmt
Total Expenses Rev And Expnss	$9,660,744	TotalExpensesRevAndExpnssAmt
Total Expenses Net Invst Incm	$365,001	TotalExpensesNetInvstIncmAmt
Total Expenses Adj Net Incm	$0	TotalExpensesAdjNetIncmAmt
Total Expenses Dsbrs Chrtbl	$9,126,683	TotalExpensesDsbrsChrtblAmt
Excess Revenue Over Expenses	$3,531,969	ExcessRevenueOverExpensesAmt
Net Investment Income	$13,018,428	NetInvestmentIncomeAmt
Adjusted Net Income	$0	AdjustedNetIncomeAmt

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

Field	Value	IRS element (for citing)
Sav And Temp Cash Invst EOY	$8,609,063	SavAndTempCashInvstEOYAmt
Sav And Temp Cash Invst EOYFMV	$8,609,063	SavAndTempCashInvstEOYFMVAmt
Acct Rcvbl EOY	$0	AcctRcvblEOYAmt
Acct Rcvbl EOYFMV	$0	AcctRcvblEOYFMVAmt
Other Rcvbl Allwnc Dbtfl Acct	$0	OtherRcvblAllwncDbtflAcctAmt
US Government Obligations BOY	$5,729,343	USGovernmentObligationsBOYAmt
US Government Obligations EOY	$5,924,387	USGovernmentObligationsEOYAmt
US Govt Obligations EOYFMV	$3,025,419	USGovtObligationsEOYFMVAmt
Corporate Stock BOY	$19,281,226	CorporateStockBOYAmt
Corporate Stock EOY	$18,684,510	CorporateStockEOYAmt
Corporate Stock EOYFMV	$23,850,499	CorporateStockEOYFMVAmt
Corporate Bonds BOY	$3,317,714	CorporateBondsBOYAmt
Corporate Bonds EOY	$8,553,599	CorporateBondsEOYAmt
Corporate Bonds EOYFMV	$8,666,309	CorporateBondsEOYFMVAmt
Other Investments BOY	$143,028,763	OtherInvestmentsBOYAmt
Other Investments EOY	$133,476,083	OtherInvestmentsEOYAmt
Other Investments EOYFMV	$162,983,206	OtherInvestmentsEOYFMVAmt
Total Assets BOY	$171,357,046	TotalAssetsBOYAmt
Total Assets EOY	$175,247,642	TotalAssetsEOYAmt
Total Assets EOYFMV	$207,134,496	TotalAssetsEOYFMVAmt
Total Liabilities EOY	$0	TotalLiabilitiesEOYAmt
Org Does Not Follow SFAS117	Yes (X)	OrgDoesNotFollowSFAS117Ind
Capital Stock BOY	$171,357,046	CapitalStockBOYAmt
Capital Stock EOY	$174,130,167	CapitalStockEOYAmt
Retained Earning EOY	$1,117,475	RetainedEarningEOYAmt
Tot Net Ast Or Fund Balances BOY	$171,357,046	TotNetAstOrFundBalancesBOYAmt
Tot Net Ast Or Fund Balances EOY	$175,247,642	TotNetAstOrFundBalancesEOYAmt
Total Liabilities Net Ast BOY	$171,357,046	TotalLiabilitiesNetAstBOYAmt
Total Liabilities Net Ast EOY	$175,247,642	TotalLiabilitiesNetAstEOYAmt

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

Field	Value	IRS element (for citing)
Tot Net Ast Or Fund Balances BOY	$171,357,046	TotNetAstOrFundBalancesBOYAmt
Excess Revenue Over Expenses	$3,531,969	ExcessRevenueOverExpensesAmt
Other Increases	$362,215	OtherIncreasesAmt
Subtotal	$175,251,230	SubtotalAmt
Other Decreases	$3,588	OtherDecreasesAmt
Tot Net Ast Or Fund Balances EOY	$175,247,642	TotNetAstOrFundBalancesEOYAmt

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (1096 entries)

PropertyPropertyDesc	AcquiredAcquiredDt	SoldSoldDt	Gross Sales PriceGrossSalesPriceAmt	Cost Or Other BasisCostOrOtherBasisAmt	Gain Or LossGainOrLossAmt	Gains Minus Excess Or LossesGainsMinusExcessOrLossesAmt	How AcquiredHowAcquiredCd
2566.96 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451	2014-07-02	2017-01-01	$2,567	$2,766	-$199	-$199
4339.37 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038	2012-06-14	2017-01-01	$4,339	$4,534	-$195	-$195
434.17 FEDERAL NATL MTG ASSN POOL AH6219	2011-12-19	2017-01-01	$434	$453	-$19	-$19
383.96 FEDERAL NATL MTG ASSN POOL AI5868	2011-07-19	2017-01-01	$384	$398	-$14	-$14
1669.03 FEDERAL NATL MTG ASSN POOL AL2610	2014-03-14	2017-01-01	$1,669	$1,681	-$12	-$12
566.12 FEDERAL NATL MTG ASSN POOL AL2935	2014-09-12	2017-01-01	$566	$578	-$12	-$12
1296.15 FEDERAL NATL MTG ASSN POOL AL3904	2014-05-02	2017-01-01	$1,296	$1,356	-$60	-$60
1420.47 FEDERAL NATL MTG ASSN POOL AL6962	2015-06-23	2017-01-01	$1,420	$1,494	-$74	-$74
1877.05 FEDERAL NATL MTG ASSN POOL AO7627	2012-11-05	2017-01-01	$1,877	$1,961	-$84	-$84
1017.13 FEDERAL NATL MTG ASSN POOL AP2133	2014-11-19	2017-01-01	$1,017	$1,052	-$35	-$35
1334.21 FEDERAL NATL MTG ASSN POOL AQ0945	2012-11-20	2017-01-01	$1,334	$1,394	-$60	-$60
499.57 FEDERAL NATL MTG ASSN POOL AS0765	2014-01-22	2017-01-01	$500	$521	-$21	-$21
2108.67 FEDERAL NATL MTG ASSN POOL AS5385	2015-09-11	2017-01-01	$2,109	$2,247	-$138	-$138
2020.57 FEDERAL NATL MTG ASSN POOL AS6111	2016-04-15	2017-01-01	$2,021	$2,163	-$142	-$142
1658.21 FEDERAL NATL MTG ASSN POOL AS6311	2016-05-06	2017-01-01	$1,658	$1,740	-$82	-$82
827.21 FEDERAL NATL MTG ASSN POOL AS7343	2016-06-16	2017-01-01	$827	$855	-$28	-$28
545.31 FEDERAL NATL MTG ASSN POOL AT2127	2014-11-14	2017-01-01	$545	$547	-$2	-$2
1238.11 FEDERAL NATL MTG ASSN POOL AT5900	2014-07-11	2017-01-01	$1,238	$1,224	$14	$14
288.96 FEDERAL NATL MTG ASSN POOL 932639	2010-12-20	2017-01-01	$289	$302	-$13	-$13
1973.02 FEDERAL NATL MTG ASSN POOL AB2077	2011-04-15	2017-01-01	$1,973	$1,948	$25	$25
815. FEDERAL NATL MTG ASSN POOL AB2275	2011-02-23	2017-01-01	$815	$828	-$13	-$13
3035.01 FEDERAL NATL MTG ASSN POOL AB2333	2011-02-23	2017-01-01	$3,035	$2,981	$54	$54
2787.48 FEDERAL NATL MTG ASSN POOL AB7859	2013-07-11	2017-01-01	$2,787	$2,795	-$8	-$8
1740.12 FEDERAL NATL MTG ASSN POOL MA1525	2016-03-09	2017-01-01	$1,740	$1,816	-$76	-$76
1400. FLAMEL TECHNOLOGIES SA EXCH 01/03/17	2016-03-15	2017-01-01	$13,869	$14,645	-$776	-$776
1379.66 GOVT NATL MTG ASSN II POOL MA0463	2013-03-12	2017-01-01	$1,380	$1,478	-$98	-$98
1303.8 GOVT NATL MTG ASSN II POOL MA0625	2013-01-28	2017-01-01	$1,304	$1,390	-$86	-$86
1743.2 GOVT NATL MTG ASSN II POOL MA3175	2015-11-17	2017-01-01	$1,743	$1,878	-$135	-$135
32418. ISHARES EDGE MSCI MIN VOL USA ETF	2016-09-06	2017-01-03	$1,464,613	$1,504,831	-$40,218	-$40,218
50000. USA TREASURY NOTES 02.125% DUE 09/30/2021	2016-12-29	2017-01-03	$50,416	$50,354	$62	$62
19537. VANGUARD LARGE CAP ETF	2011-01-06	2017-01-03	$2,005,447	$1,139,382	$866,065	$866,065
20000. USA TREASURY NOTES 01.625% DUE 05/15/2026	2016-11-29	2017-01-04	$18,613	$18,843	-$230	-$230
1180. AMGEN INC	2016-02-12	2017-01-05	$180,575	$169,728	$10,847	$10,847
1620. APPLE INC	2016-10-04	2017-01-05	$188,539	$182,900	$5,639	$5,639
1353. CDW CORP/DE	2016-10-04	2017-01-05	$70,295	$62,101	$8,194	$8,194
795. CINTAS CORP	2016-02-12	2017-01-05	$92,484	$66,020	$26,464	$26,464
790. DISCOVER FINANCIAL W/I	2016-07-06	2017-01-05	$57,373	$41,754	$15,619	$15,619
1360. EQUIFAX INC	2016-10-04	2017-01-05	$162,686	$181,171	-$18,485	-$18,485
1180. GENERAL DYNAMICS CORP	2016-10-04	2017-01-05	$207,980	$181,012	$26,968	$26,968
787. ILLINOIS TOOL WORKS INC COM	2016-10-04	2017-01-05	$95,638	$93,708	$1,930	$1,930
733. ILLINOIS TOOL WORKS INC COM	2016-10-04	2017-01-05	$89,067	$87,279	$1,788	$1,788
1280. MORGAN STANLEY	2016-10-04	2017-01-05	$55,043	$41,076	$13,967	$13,967
1680. PEPSICO INC COM	2016-07-06	2017-01-05	$175,738	$178,438	-$2,700	-$2,700
1460. S&P GLOBAL INC	2016-10-04	2017-01-05	$165,169	$181,153	-$15,984	-$15,984
710. SUNTRUST BANKS INC COM	2016-10-04	2017-01-05	$38,858	$31,752	$7,106	$7,106
2290. TIME WARNER INC	2016-10-04	2017-01-05	$217,540	$181,392	$36,148	$36,148
2670. TYSON FDS INC COM	2016-04-06	2017-01-05	$170,077	$181,195	-$11,118	-$11,118
25000. USA TREASURY NOTES 02.125% DUE 09/30/2021	2016-12-29	2017-01-05	$25,290	$25,177	$113	$113
25000. USA TREASURY NOTES 02.000% DUE 07/31/2020	2016-06-27	2017-01-05	$25,344	$25,992	-$648	-$648
35000. USA TREASURY NOTES 02.125% DUE 05/15/2025		2017-01-05	$34,315	$36,291	-$1,976	-$1,976
1510. ACCENTURE PLC CLASS A SEDOL B4BNMY3	2016-10-04	2017-01-05	$173,684	$179,389	-$5,705	-$5,705
2637. CDW CORP/DE	2016-10-04	2017-01-06	$136,266	$121,035	$15,231	$15,231
825. CINTAS CORP	2016-02-12	2017-01-06	$96,048	$68,511	$27,537	$27,537
40000. WILLIAMS PARTNERS LP NOTES CALL 08/15/20 @100	2010-11-02	2017-01-06	$41,766	$39,996	$1,770	$1,770
20000. APPLE INC UNSC		2017-01-10	$19,274	$18,500	$774	$774
15000. BHP BILLITON FIN USA LTD SEDOL BF6DYK5 ISIN US055451AV01	2013-09-25	2017-01-10	$17,020	$14,998	$2,022	$2,022
30000. LOCKHEED MARTIN CORP CALL 09/01/2044 @ 100.000 UNSC	2015-11-16	2017-01-10	$28,746	$25,895	$2,851	$2,851
10000. LOCKHEED MARTIN CORP CALL 09/01/2044 @ 100.000 UNSC	2015-11-16	2017-01-10	$9,592	$8,632	$960	$960
5000. NOVARTIS CAPITAL CORP CO GUARNT	2014-08-20	2017-01-10	$4,877	$4,706	$171	$171
15000. ROYAL BANK OF CANADA ISIN US78011DAC83 SEDOL B6W2NM8	2012-09-12	2017-01-10	$14,990	$14,999	-$9	-$9
25000. USA TREASURY NOTES 01.750% DUE 10/31/2020	2016-08-04	2017-01-10	$25,064	$25,732	-$668	-$668
70000. USA TREASURY NOTES 01.750% DUE 10/31/2020	2015-12-15	2017-01-10	$70,180	$70,049	$131	$131
25000. VISA INC CALL 06/14/2035 @ 100.000 UNSC		2017-01-10	$26,229	$24,988	$1,241	$1,241
15000. WAL-MART STORES INC SR NOTES	2016-07-19	2017-01-10	$18,668	$20,574	-$1,906	-$1,906
10000. USA TREASURY NOTES 02.125% DUE 08/15/2021	2016-06-27	2017-01-12	$10,136	$10,501	-$365	-$365
55000. USA TREASURY NOTES 01.000% DUE 06/30/2019	2016-06-27	2017-01-13	$54,532	$55,412	-$880	-$880
4508.31 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2015 B CLASS A2	2015-04-15	2017-01-15	$4,508	$4,508
3792.24 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3	2014-08-26	2017-01-15	$3,792	$3,791	$1	$1
5751.47 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2	2015-07-15	2017-01-15	$5,751	$5,751
25000. USA TREASURY NOTES 01.000% DUE 12/15/2017	2015-12-15	2017-01-17	$25,039	$24,987	$52	$52
25000. USA TREASURY NOTES 02.125% DUE 08/15/2021	2016-06-27	2017-01-17	$25,353	$26,248	-$895	-$895
53951.847 GOVT NATL MTG ASSN II POOL MA3175	2015-11-17	2017-01-19	$57,486	$58,109	-$623	-$623
25000. USA TREASURY NOTES 02.125% DUE 05/15/2025		2017-01-19	$24,485	$25,695	-$1,210	-$1,210
2877.12 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3	2015-02-25	2017-01-20	$2,877	$2,877
25000. WELLS FARGO & COMPANY PERP CALL 06/15/24 @100	2014-04-14	2017-01-20	$25,719	$25,000	$719	$719
204266.058 AQR MANAGED FUTURES STRATEGY FUND CLASS I		2017-01-24	$1,922,144	$2,000,000	-$77,856	-$77,856
10861. VANGUARD ENERGY ETF	2016-09-29	2017-01-24	$1,124,493	$1,049,807	$74,686	$74,686
11928. VANGUARD REAL ESTATE ETF	2016-07-18	2017-01-24	$1,000,216	$1,077,932	-$77,716	-$77,716
5000. CYTEC INDUSTRIES INC CALL 02/01/2025 @ 100.000 UNSC	2016-04-05	2017-01-25	$4,957	$4,861	$96	$96
25000. CYTEC INDUSTRIES INC CALL 02/01/2025 @ 100.000 UNSC	2014-11-05	2017-01-25	$24,783	$24,990	-$207	-$207
391. AEP INDUSTRIES INC MERGED 01/20/17 @ $110.00 P/S	2016-02-12	2017-01-26	$43,010	$29,800	$13,210	$13,210
77. CACI INTL INC CL A	2016-02-12	2017-01-26	$9,410	$7,256	$2,154	$2,154
46. COMFORT SYS USA INC	2016-02-12	2017-01-26	$1,570	$1,174	$396	$396
411. COMFORT SYS USA INC	2016-02-12	2017-01-26	$14,066	$10,488	$3,578	$3,578
279. CORECIVIC INC	2016-09-14	2017-01-26	$8,209	$4,452	$3,757	$3,757
513. CORECIVIC INC	2016-09-14	2017-01-26	$15,120	$8,187	$6,933	$6,933
75. EURONET WORLDWIDE INC	2016-02-12	2017-01-26	$5,384	$4,796	$588	$588
91. FIDELITY SOUTHERN CORP	2016-02-12	2017-01-26	$2,224	$1,316	$908	$908
803. GNC HOLDINGS INC	2016-09-14	2017-01-26	$7,319	$16,969	-$9,650	-$9,650
113. GOLDEN ENTERTAINMENT INC	2016-08-15	2017-01-26	$1,267	$1,526	-$259	-$259
330. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S	2016-02-12	2017-01-26	$18,691	$10,072	$8,619	$8,619
879. PNM RES INC	2016-12-22	2017-01-26	$29,360	$29,867	-$507	-$507
96. SOUTH STATE CORP	2016-02-12	2017-01-26	$8,734	$5,903	$2,831	$2,831
770. VISTA OUTDOOR INC-WI	2016-08-11	2017-01-26	$22,068	$32,921	-$10,853	-$10,853
156. WGL HLDGS INC MERGED 07/09/18 @ $88.25 P/S	2016-02-12	2017-01-26	$12,613	$10,509	$2,104	$2,104
338. ICON PLC SEDOL B94G471	2016-02-12	2017-01-26	$27,409	$22,398	$5,011	$5,011
87. ONEBEACON INSURANCE GROUP LT MERGED 09/28/17 @ $18.10 P/S	2016-06-10	2017-01-26	$1,412	$1,169	$243	$243
72. CACI INTL INC CL A	2016-02-12	2017-01-27	$8,815	$6,785	$2,030	$2,030
25. EURONET WORLDWIDE INC	2016-02-12	2017-01-27	$1,791	$1,599	$192	$192
35. FIDELITY SOUTHERN CORP	2016-02-12	2017-01-27	$831	$506	$325	$325
942. GNC HOLDINGS INC		2017-01-27	$8,339	$19,783	-$11,444	-$11,444
105. GOLDEN ENTERTAINMENT INC	2016-08-15	2017-01-27	$1,161	$1,418	-$257	-$257
746. PNM RES INC		2017-01-27	$25,129	$25,339	-$210	-$210
190. SOUTH STATE CORP	2016-02-12	2017-01-27	$17,365	$11,684	$5,681	$5,681
10000. USA TREASURY NOTES 02.125% DUE 05/15/2025	2016-05-23	2017-01-27	$9,768	$10,237	-$469	-$469
696. ONEBEACON INSURANCE GROUP LT MERGED 09/28/17 @ $18.10 P/S		2017-01-27	$11,277	$9,282	$1,995	$1,995
8. CACI INTL INC CL A	2016-02-12	2017-01-30	$969	$754	$215	$215
31. EURONET WORLDWIDE INC	2016-02-12	2017-01-30	$2,217	$1,982	$235	$235
131. FIDELITY SOUTHERN CORP	2016-02-12	2017-01-30	$3,043	$1,895	$1,148	$1,148
13. GOLDEN ENTERTAINMENT INC	2016-08-15	2017-01-30	$142	$176	-$34	-$34
216. PNM RES INC	2016-12-21	2017-01-30	$7,255	$7,302	-$47	-$47
29. SOUTH STATE CORP	2016-02-12	2017-01-30	$2,609	$1,783	$826	$826
75000. USA TREASURY NOTES 01.625% DUE 04/30/2019	2016-05-26	2017-01-30	$75,533	$76,004	-$471	-$471
5000. USA TREASURY NOTES 01.000% DUE 12/15/2017	2015-12-15	2017-01-30	$5,007	$4,997	$10	$10
30000. USA TREASURY NOTES 01.125% DUE 01/15/2019	2016-07-13	2017-01-30	$29,957	$30,225	-$268	-$268
15000. USA TREASURY NOTE 01.500% DUE 08/31/2018	2017-01-10	2017-01-30	$15,098	$15,091	$7	$7
25000. USA TREASURY NOTES 02.500% DUE 08/15/2023	2016-04-04	2017-01-30	$25,382	$26,496	-$1,114	-$1,114
44. ONEBEACON INSURANCE GROUP LT MERGED 09/28/17 @ $18.10 P/S	2016-06-09	2017-01-30	$706	$581	$125	$125
50. AETNA INC NEW	2016-02-12	2017-01-31	$5,926	$4,947	$979	$979
230. APPLIED MATERIALS INC	2017-01-05	2017-01-31	$7,876	$7,386	$490	$490
100. ARROW ELECTRONICS INC	2017-01-05	2017-01-31	$7,359	$7,286	$73	$73
320. BANK OF AMERICA CORP	2017-01-05	2017-01-31	$7,259	$7,249	$10	$10
150. BANK NEW YORK MELLON CORP COM	2017-01-05	2017-01-31	$6,717	$7,198	-$481	-$481
160. BERRY GLOBAL GROUP INC	2016-09-02	2017-01-31	$8,169	$7,334	$835	$835
30. BIOGEN INC	2017-01-05	2017-01-31	$8,318	$8,803	-$485	-$485
90. BURLINGTON STORES INC	2016-07-06	2017-01-31	$7,523	$6,035	$1,488	$1,488
9. CACI INTL INC CL A	2016-02-12	2017-01-31	$1,093	$848	$245	$245
60. CARLISLE COMPANIES INC	2016-05-16	2017-01-31	$6,564	$6,095	$469	$469
250. CISCO SYS INC COM	2017-01-05	2017-01-31	$7,670	$7,557	$113	$113
200. CITIZENS FINANCIAL GROUP	2017-01-05	2017-01-31	$7,234	$7,128	$106	$106
50. CONSTELLATION BRANDS INC CL A	2017-01-05	2017-01-31	$7,493	$7,377	$116	$116
130. DICK'S SPORTING GOODS, INC.	2016-10-04	2017-01-31	$6,716	$7,278	-$562	-$562
100. DISCOVER FINANCIAL W/I	2016-07-06	2017-01-31	$6,939	$5,285	$1,654	$1,654
140. DOW CHEMICAL CO	2016-02-12	2017-01-31	$8,362	$6,437	$1,925	$1,925
32. EURONET WORLDWIDE INC	2016-02-12	2017-01-31	$2,290	$2,046	$244	$244
1352.26 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451	2014-07-02	2017-01-31	$1,352	$1,457	-$105	-$105
230.59 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038	2012-06-14	2017-01-31	$231	$241	-$10	-$10
923.94 FEDERAL NATL MTG ASSN POOL AH6219	2011-12-19	2017-01-31	$924	$965	-$41	-$41
1469.75 FEDERAL NATL MTG ASSN POOL AI5868	2011-07-19	2017-01-31	$1,470	$1,524	-$54	-$54
1148.03 FEDERAL NATL MTG ASSN POOL AL2610	2014-03-14	2017-01-31	$1,148	$1,156	-$8	-$8
1152.64 FEDERAL NATL MTG ASSN POOL AL2935	2014-09-12	2017-01-31	$1,153	$1,177	-$24	-$24
1277.55 FEDERAL NATL MTG ASSN POOL AL3904	2014-05-02	2017-01-31	$1,278	$1,336	-$58	-$58
815.26 FEDERAL NATL MTG ASSN POOL AL6962	2015-06-23	2017-01-31	$815	$858	-$43	-$43
1210.2 FEDERAL NATL MTG ASSN POOL AO7627	2012-11-05	2017-01-31	$1,210	$1,264	-$54	-$54
791.66 FEDERAL NATL MTG ASSN POOL AP2133	2014-11-19	2017-01-31	$792	$819	-$27	-$27
211.61 FEDERAL NATL MTG ASSN POOL AQ0945	2012-11-20	2017-01-31	$212	$221	-$9	-$9
657.84 FEDERAL NATL MTG ASSN POOL AS0765	2014-01-22	2017-01-31	$658	$686	-$28	-$28
1617.154 FEDERAL NATL MTG ASSN POOL AS5385	2015-09-11	2017-01-31	$1,617	$1,723	-$106	-$106
727.96 FEDERAL NATL MTG ASSN POOL AS6111	2016-04-15	2017-01-31	$728	$779	-$51	-$51
767.82 FEDERAL NATL MTG ASSN POOL AS6311	2016-05-06	2017-01-31	$768	$806	-$38	-$38
737.41 FEDERAL NATL MTG ASSN POOL AS7343	2016-06-16	2017-01-31	$737	$762	-$25	-$25
834.78 FEDERAL NATL MTG ASSN POOL AT2127	2014-11-14	2017-01-31	$835	$837	-$2	-$2
744.5 FEDERAL NATL MTG ASSN POOL AT5900	2014-07-11	2017-01-31	$745	$736	$9	$9
274.68 FEDERAL NATL MTG ASSN POOL 932639	2010-12-20	2017-01-31	$275	$287	-$12	-$12
1361.04 FEDERAL NATL MTG ASSN POOL AB2077	2011-04-15	2017-01-31	$1,361	$1,344	$17	$17
744.2 FEDERAL NATL MTG ASSN POOL AB2275	2011-02-23	2017-01-31	$744	$756	-$12	-$12
1225.5 FEDERAL NATL MTG ASSN POOL AB2333	2011-02-23	2017-01-31	$1,226	$1,204	$22	$22
1433.52 FEDERAL NATL MTG ASSN POOL AB7859	2013-07-11	2017-01-31	$1,434	$1,437	-$3	-$3
760.24 FEDERAL NATL MTG ASSN POOL MA1525	2016-03-09	2017-01-31	$760	$793	-$33	-$33
592. FIDELITY SOUTHERN CORP	2016-02-12	2017-01-31	$13,718	$8,563	$5,155	$5,155
940.62 GOVT NATL MTG ASSN II POOL MA0463	2013-03-12	2017-01-31	$941	$1,008	-$67	-$67
905.1 GOVT NATL MTG ASSN II POOL MA0625	2013-01-28	2017-01-31	$905	$965	-$60	-$60
144. GOLDEN ENTERTAINMENT INC	2016-08-15	2017-01-31	$1,576	$1,945	-$369	-$369
60. INGREDION INC	2017-01-05	2017-01-31	$7,660	$7,582	$78	$78
180. INTEL CORP	2016-02-12	2017-01-31	$6,620	$5,156	$1,464	$1,464
90. KRAFT HEINZ CO/THE	2016-10-04	2017-01-31	$8,017	$7,924	$93	$93
70. LAM RESEARCH CORP	2016-02-12	2017-01-31	$8,034	$4,629	$3,405	$3,405
250. MGM MIRAGE	2017-01-05	2017-01-31	$7,200	$7,363	-$163	-$163
170. MORGAN STANLEY	2016-10-04	2017-01-31	$7,229	$5,455	$1,774	$1,774
80. NORTHERN TRUST CORP	2017-01-05	2017-01-31	$6,640	$7,203	-$563	-$563
30. NORTHROP GRUMMAN CORPORATION	2016-06-30	2017-01-31	$6,877	$6,650	$227	$227
57. PNM RES INC	2016-12-21	2017-01-31	$1,939	$1,927	$12	$12
6720. PRICE T ROWE GROUP INC COM		2017-01-31	$452,084	$502,415	-$50,331	-$50,331
130. PRINCIPAL FINANCIAL GROUP COM	2017-01-05	2017-01-31	$7,440	$7,594	-$154	-$154
100. SCRIPPS NETWORKS INTERAC CL A	2017-01-05	2017-01-31	$7,604	$7,454	$150	$150
28. SOUTH STATE CORP	2016-02-12	2017-01-31	$2,509	$1,722	$787	$787
130. SUNTRUST BANKS INC COM	2016-10-04	2017-01-31	$7,411	$5,814	$1,597	$1,597
100. TEXAS INSTRS INC COM	2016-10-04	2017-01-31	$7,576	$6,938	$638	$638
160. TRANSCANADA CORP (HOLDING CO)	2017-01-05	2017-01-31	$7,544	$7,366	$178	$178
10000. USA TREASURY NOTES 02.500% DUE 02/15/2045	2016-07-13	2017-01-31	$8,905	$10,676	-$1,771	-$1,771
90. WYNDHAM WORLDWIDE CORP	2016-02-12	2017-01-31	$7,121	$5,867	$1,254	$1,254
110. INGERSOLL-RAND PLC SEDOL: B633030	2016-06-28	2017-01-31	$8,728	$6,584	$2,144	$2,144
62. ONEBEACON INSURANCE GROUP LT MERGED 09/28/17 @ $18.10 P/S	2016-06-09	2017-01-31	$992	$819	$173	$173
2. CACI INTL INC CL A	2016-02-12	2017-02-01	$246	$188	$58	$58
120. FIDELITY SOUTHERN CORP	2016-02-12	2017-02-01	$2,794	$1,736	$1,058	$1,058
38. GOLDEN ENTERTAINMENT INC	2016-08-15	2017-02-01	$419	$513	-$94	-$94
12. PNM RES INC	2016-12-21	2017-02-01	$410	$406	$4	$4
2. ONEBEACON INSURANCE GROUP LT MERGED 09/28/17 @ $18.10 P/S	2016-06-09	2017-02-01	$33	$26	$7	$7
.989 BERRY GLOBAL GROUP INC	2016-02-12	2017-02-02	$50	$30	$20	$20
179. GOLDEN ENTERTAINMENT INC	2016-08-15	2017-02-02	$2,001	$2,418	-$417	-$417
232. ONEBEACON INSURANCE GROUP LT MERGED 09/28/17 @ $18.10 P/S		2017-02-02	$3,716	$3,062	$654	$654
63. GOLDEN ENTERTAINMENT INC	2016-08-15	2017-02-03	$708	$851	-$143	-$143
10000. AT&T INC CALL 01/01/2024 @ 100.000 UNSC	2016-11-10	2017-02-07	$10,434	$10,635	-$201	-$201
5000. AT&T INC CALL 01/01/2024 @ 100.000 UNSC	2014-11-25	2017-02-07	$5,217	$5,187	$30	$30
5000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC	2015-04-28	2017-02-07	$4,802	$4,970	-$168	-$168
10000. ANHEUSER-BUSCH INBEV FIN CALL 08/01/2045 @ 100.000 COGT	2016-01-14	2017-02-07	$10,797	$10,023	$774	$774
5000. AUTOMATIC DATA PROCESSNG CALL 06/15/2020 @ 100.000 UNSC	2015-09-08	2017-02-07	$5,151	$4,995	$156	$156
10000. BANK OF AMERICA CORP SER MTN CALL 10/21/26 @100 UNSC	2016-10-18	2017-02-07	$9,550	$10,000	-$450	-$450
314. BIOVERATIV INC-W/I MERGED 03/09/18 @ $105.00 P/S	2016-11-22	2017-02-07	$13,857	$16,023	-$2,166	-$2,166
10000. BURLINGTN NORTH SANTA FE CALL 03/01/2044 @ 100.000 UNSC	2016-10-04	2017-02-07	$10,699	$11,501	-$802	-$802
15000. CAPITAL ONE FINANCIAL CO CALL 03/24/2019 @ 100.000 UNSC	2015-08-13	2017-02-07	$15,134	$14,870	$264	$264
10000. CITIGROUP INC SR UNSEC	2017-01-04	2017-02-07	$10,048	$10,000	$48	$48
10000. CREDIT SUISSE SUB NOTES ISIN US22546 SEDOL B5PGKF2	2016-04-13	2017-02-07	$10,769	$10,651	$118	$118
10000. JOHN DEERE CAPITAL CORP SER MTN UNSC	2017-01-03	2017-02-07	$10,073	$9,997	$76	$76
15000. EQT CORP SR NOTES		2017-02-07	$16,130	$15,925	$205	$205
10000. ENERGY TRANSFER PARTNERS CALL 12/15/2024 @ 100.000 UNSC	2015-03-05	2017-02-07	$9,959	$9,992	-$33	-$33
10000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC	2016-09-22	2017-02-07	$9,798	$9,990	-$192	-$192
5000. HSBC HOLDINGS PLC SR UNSEC ISIN US404280AK50 SEDOL B61GQ88	2016-03-04	2017-02-07	$5,432	$5,351	$81	$81
20000. HASBRO INC NOTES	2010-05-11	2017-02-07	$20,585	$20,184	$401	$401
10000. JPMORGAN CHASE & CO NOTES	2016-12-02	2017-02-07	$10,815	$10,769	$46	$46
5000. JOHNSON & JOHNSON CALL 09/01/2035 @ 100.000 UNSC	2016-02-26	2017-02-07	$4,989	$4,991	-$2	-$2
10000. L-3 COMMUNICATIONS CORP CALL 09/15/2026 UNSC	2016-11-29	2017-02-07	$10,068	$9,949	$119	$119
10000. MORGAN STANLEY UNSC	2016-03-09	2017-02-07	$10,045	$9,996	$49	$49
10000. ROYAL BANK OF CANADA SEDOL ISIN US780082AC79	2017-01-10	2017-02-07	$9,968	$9,965	$3	$3
33091. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF	2014-08-13	2017-02-07	$990,180	$1,466,262	-$476,082	-$476,082
5000. WAL-MART STORES INC SR NOTES	2016-07-19	2017-02-07	$6,143	$6,854	-$711	-$711
52228.283 FEDERAL NATL MTG ASSN POOL AP2133	2014-11-19	2017-02-08	$53,828	$54,029	-$201	-$201
83990.702 FEDERAL NATL MTG ASSN POOL AS5385	2015-09-11	2017-02-08	$88,545	$89,469	-$924	-$924
47087.791 FEDERAL NATL MTG ASSN POOL AT2127	2014-11-14	2017-02-08	$47,058	$47,226	-$168	-$168
30000. L-3 COMMUNICATIONS CORP CALL 09/15/2026 UNSC	2016-11-29	2017-02-08	$30,297	$29,847	$450	$450
30000. USA TREASURY NOTES 02.250% DUE 11/15/2024	2016-04-19	2017-02-08	$30,057	$31,163	-$1,106	-$1,106
15000. USA TREASURY NOTES 02.000% DUE 02/15/2023	2016-06-10	2017-02-08	$14,985	$15,504	-$519	-$519
629. ANALOGIC CORP NEW		2017-02-09	$49,078	$55,306	-$6,228	-$6,228
832. CEB INC MERGED 04/05/17 @ $54.00 P/S	2013-11-18	2017-02-09	$63,414	$60,699	$2,715	$2,715
15000. MICROSOFT CORP CALL 08/12/2034 @ 100.000 UNSC	2015-02-09	2017-02-09	$14,329	$14,828	-$499	-$499
15000. XLIT LTD SEDOL ISIN US98420EAA38	2015-03-26	2017-02-09	$15,098	$15,084	$14	$14
50000. USA TREASURY NOTE 04.500% DUE 02/15/2036		2017-02-10	$63,406	$66,124	-$2,718	-$2,718
25000. USA TREASURY NOTES 03.75% DUE 08/15/2041		2017-02-10	$28,300	$28,988	-$688	-$688
25000. USA TREASURY NOTES 03.75% DUE 08/15/2041		2017-02-10	$28,300	$28,656	-$356	-$356
40000. USA TREASURY NOTES 01.625% DUE 04/30/2019	2016-05-26	2017-02-10	$40,302	$40,528	-$226	-$226
165000. USA TREASURY NOTES 02.125% DUE 08/15/2021		2017-02-10	$166,927	$172,931	-$6,004	-$6,004
75000. USA TREASURY NOTES 01.000% DUE 06/30/2019	2016-06-27	2017-02-10	$74,449	$75,544	-$1,095	-$1,095
70000. USA TREASURY NOTES 01.750% DUE 10/31/2020		2017-02-10	$70,213	$69,871	$342	$342
20000. USA TREASURY NOTES 02.125% DUE 05/15/2025	2015-11-25	2017-02-10	$19,631	$19,816	-$185	-$185
100000. USA TREASURY NOTES 02.125% DUE 05/15/2025		2017-02-10	$98,156	$101,857	-$3,701	-$3,701
800. CARDTRONICS LTD SEDOL	2013-11-18	2017-02-13	$36,018	$33,886	$2,132	$2,132
1650. CARDTRONICS LTD SEDOL	2016-07-01	2017-02-13	$74,287	$65,687	$8,600	$8,600
2219.15 HATTERAS CORE ALTERNATIVES TEI INSTITUTIONAL FUND, L.P.	2010-06-01	2017-02-14	$241,488	$194,087	$47,401	$47,401
1416. BARRACUDA NETWORKS INC MERGED 02/12/18 @ $27.55 P/S	2016-07-14	2017-02-15	$33,318	$28,135	$5,183	$5,183
167. CAVCO INDUSTRIES INC	2016-02-12	2017-02-15	$18,840	$12,502	$6,338	$6,338
5000. CONOCOPHILLIPS NOTES	2014-12-17	2017-02-15	$6,245	$6,498	-$253	-$253
10000. CONOCOPHILLIPS COMPANY CALL 05/15/2034 @ 100.000 COGT	2014-11-06	2017-02-15	$9,779	$9,996	-$217	-$217
156. EMPLOYERS HOLDINGS INC	2016-02-12	2017-02-15	$5,814	$3,668	$2,146	$2,146
370. EURONET WORLDWIDE INC	2016-02-12	2017-02-15	$29,560	$23,659	$5,901	$5,901
1090. EVERTEC INC SEDOL B7KY3Z6	2016-03-18	2017-02-15	$18,883	$15,348	$3,535	$3,535
547. EXLSERVICE HOLDINGS INC		2017-02-15	$25,465	$28,465	-$3,000	-$3,000
166. FBL FINL GROUP INC	2016-02-12	2017-02-15	$11,325	$9,406	$1,919	$1,919
50. FIDELITY SOUTHERN CORP	2016-02-12	2017-02-15	$1,217	$723	$494	$494
280. GOLDEN ENTERTAINMENT INC	2016-08-15	2017-02-15	$3,414	$3,782	-$368	-$368
364. HAWAIIAN HOLDINGS INC	2016-04-05	2017-02-15	$18,806	$17,403	$1,403	$1,403
1088. HERITAGE INSURANCE HOLDINGS		2017-02-15	$16,163	$17,667	-$1,504	-$1,504
5172.26 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3	2014-08-26	2017-02-15	$5,172	$5,171	$1	$1
5395.49 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2	2015-07-15	2017-02-15	$5,395	$5,395
190. META FINANCIAL GROUP INC		2017-02-15	$16,373	$13,283	$3,090	$3,090
159. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S	2016-02-12	2017-02-15	$8,507	$4,853	$3,654	$3,654
464. PLANTRONICS INC NEW	2016-07-14	2017-02-15	$25,018	$21,802	$3,216	$3,216
560. TRINET GROUP INC	2016-07-14	2017-02-15	$14,438	$12,637	$1,801	$1,801
23981. VANGUARD REAL ESTATE ETF		2017-02-15	$1,986,773	$2,143,719	-$156,946	-$156,946
339. ARGO GROUP INTERNATIONAL ISIN BMG0464B1072 SEDOL 2499543	2016-02-12	2017-02-15	$22,422	$16,376	$6,046	$6,046
320. BIOVERATIV INC-W/I MERGED 03/09/18 @ $105.00 P/S		2017-02-16	$13,993	$12,947	$1,046	$1,046
250. EMPLOYERS HOLDINGS INC	2016-02-12	2017-02-16	$9,298	$5,878	$3,420	$3,420
333. FIDELITY SOUTHERN CORP	2016-02-12	2017-02-16	$8,012	$4,817	$3,195	$3,195
1173. GOLDEN ENTERTAINMENT INC		2017-02-16	$13,820	$15,689	-$1,869	-$1,869
539. TRINET GROUP INC	2016-07-14	2017-02-16	$13,989	$12,163	$1,826	$1,826
87. EMPLOYERS HOLDINGS INC	2016-02-12	2017-02-17	$3,186	$2,045	$1,141	$1,141
304. FIDELITY SOUTHERN CORP	2016-02-12	2017-02-17	$7,268	$4,397	$2,871	$2,871
44. GOLDEN ENTERTAINMENT INC	2016-08-11	2017-02-17	$510	$587	-$77	-$77
3553.79 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3	2015-02-25	2017-02-20	$3,554	$3,554
683. FIDELITY SOUTHERN CORP	2016-02-12	2017-02-21	$16,255	$9,879	$6,376	$6,376
115. GOLDEN ENTERTAINMENT INC	2016-08-11	2017-02-21	$1,289	$1,534	-$245	-$245
2811. VANGUARD INDUSTRIALS ETF		2017-02-24	$349,445	$346,055	$3,390	$3,390
2938. VANGUARD MATERIALS ETF		2017-02-24	$349,796	$346,826	$2,970	$2,970
5000. USA TREASURY NOTES 02.250% DUE 11/15/2025	2016-09-19	2017-02-27	$4,961	$5,222	-$261	-$261
20000. USA TREASURY NOTES 01.625% DUE 05/15/2026	2016-11-29	2017-02-27	$18,768	$18,843	-$75	-$75
110000. USA TREASURY NOTES 02.125% DUE 08/15/2021		2017-02-27	$111,384	$114,423	-$3,039	-$3,039
25000. USA TREASURY NOTES 01.625% DUE 08/15/2022	2016-07-25	2017-02-27	$24,540	$25,429	-$889	-$889
2231. CLARCOR INC MERGED 02/28/17 @ $83.00 P/S		2017-02-28	$185,173	$105,244	$79,929	$79,929
30000. EQT CORP SR NOTES		2017-02-28	$32,300	$31,727	$573	$573
449.46 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451	2014-07-02	2017-02-28	$449	$484	-$35	-$35
868.37 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038	2012-06-14	2017-02-28	$868	$907	-$39	-$39
2181.97 FEDERAL NATL MTG ASSN POOL AH6219	2011-12-19	2017-02-28	$2,182	$2,278	-$96	-$96
1493.61 FEDERAL NATL MTG ASSN POOL AI5868	2011-07-19	2017-02-28	$1,494	$1,549	-$55	-$55
1253.36 FEDERAL NATL MTG ASSN POOL AL2610	2014-03-14	2017-02-28	$1,253	$1,262	-$9	-$9
1796.16 FEDERAL NATL MTG ASSN POOL AL2935	2014-09-12	2017-02-28	$1,796	$1,834	-$38	-$38
961.8 FEDERAL NATL MTG ASSN POOL AL3904	2014-05-02	2017-02-28	$962	$1,006	-$44	-$44
828.93 FEDERAL NATL MTG ASSN POOL AL6962	2015-06-23	2017-02-28	$829	$872	-$43	-$43
615.02 FEDERAL NATL MTG ASSN POOL AO7627	2012-11-05	2017-02-28	$615	$642	-$27	-$27
212.78 FEDERAL NATL MTG ASSN POOL AQ0945	2012-11-20	2017-02-28	$213	$222	-$9	-$9
486.56 FEDERAL NATL MTG ASSN POOL AS0765	2014-01-22	2017-02-28	$487	$507	-$20	-$20
1218.01 FEDERAL NATL MTG ASSN POOL AS6111	2016-04-15	2017-02-28	$1,218	$1,304	-$86	-$86
899.56 FEDERAL NATL MTG ASSN POOL AS6311	2016-05-06	2017-02-28	$900	$944	-$44	-$44
623.7 FEDERAL NATL MTG ASSN POOL AS7343	2016-06-09	2017-02-28	$624	$643	-$19	-$19
578.83 FEDERAL NATL MTG ASSN POOL AT2127	2014-11-14	2017-02-28	$579	$581	-$2	-$2
576.46 FEDERAL NATL MTG ASSN POOL AT5900	2014-07-11	2017-02-28	$576	$570	$6	$6
1782.17 FEDERAL NATL MTG ASSN POOL 932639	2010-12-20	2017-02-28	$1,782	$1,862	-$80	-$80
1126.02 FEDERAL NATL MTG ASSN POOL AB2077	2011-04-15	2017-02-28	$1,126	$1,112	$14	$14
742.86 FEDERAL NATL MTG ASSN POOL AB2275	2011-02-23	2017-02-28	$743	$754	-$11	-$11
1214.91 FEDERAL NATL MTG ASSN POOL AB2333	2011-02-23	2017-02-28	$1,215	$1,193	$22	$22
292.84 FEDERAL NATL MTG ASSN POOL AB7859	2013-07-11	2017-02-28	$293	$294	-$1	-$1
963.47 FEDERAL NATL MTG ASSN POOL MA1525	2016-03-09	2017-02-28	$963	$1,005	-$42	-$42
1103.25 GOVT NATL MTG ASSN II POOL MA0463	2013-03-12	2017-02-28	$1,103	$1,182	-$79	-$79
775.04 GOVT NATL MTG ASSN II POOL MA0625	2013-01-28	2017-02-28	$775	$826	-$51	-$51
6280. MGM MIRAGE	2017-01-05	2017-03-01	$168,585	$184,950	-$16,365	-$16,365
35000. DISCOVERY COMMUNICATIONS COGT		2017-03-03	$34,158	$33,868	$290	$290
15000. EL PASO PIPELINE PART OP CO GUARNT	2014-11-24	2017-03-03	$16,657	$16,293	$364	$364
10000. ENERGY TRANSFER PARTNERS CALL 12/15/2024 @ 100.000 UNSC	2015-03-05	2017-03-03	$9,949	$9,992	-$43	-$43
15000. TORONTO-DOMINION BANK SUB CALL 09/15/26 @ 100.00	2016-09-08	2017-03-03	$14,749	$14,974	-$225	-$225
20000. USA TREASURY NOTES 02.125% DUE 08/15/2021	2016-10-27	2017-03-03	$20,130	$20,656	-$526	-$526
5000. USA TREASURY NOTES 02.125% DUE 08/15/2021	2016-10-27	2017-03-06	$5,030	$5,164	-$134	-$134
1570. CARLISLE COMPANIES INC		2017-03-07	$164,302	$159,466	$4,836	$4,836
10000. GOLDMAN SACHS GROUP INC SR UNSEC	2015-11-24	2017-03-08	$11,177	$11,177
10000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC	2016-09-22	2017-03-08	$9,718	$9,990	-$272	-$272
1287. ANI PHARMACEUTICALS INC	2016-02-12	2017-03-09	$63,634	$36,594	$27,040	$27,040
1746. AGREE RLTY CORP REIT		2017-03-09	$81,826	$66,305	$15,521	$15,521
827. ALAMO GROUP INC		2017-03-09	$60,804	$63,258	-$2,454	-$2,454
1090. ALLEGIANCE BANCSHARES INC		2017-03-09	$39,986	$28,128	$11,858	$11,858
3235. ALLIANCE RESOURCE PARTNERS L P UNIT LTD PARTNER INT		2017-03-09	$70,260	$63,447	$6,813	$6,813
861. AMERICAN ASSETS TRUST INC REITS	2016-02-12	2017-03-09	$35,766	$30,064	$5,702	$5,702
496. AMERICAN WOODMARK CORP	2016-02-12	2017-03-09	$42,545	$29,470	$13,075	$13,075
815. ANIXTER INTL INC		2017-03-09	$64,960	$52,513	$12,447	$12,447
2316. ARES MANAGEMENT, L.P.	2016-02-12	2017-03-09	$43,990	$26,681	$17,309	$17,309
1558. ARMOUR RESIDENTIAL REIT INC		2017-03-09	$33,712	$33,681	$31	$31
777. ASPEN TECHNOLOGY INC	2016-02-12	2017-03-09	$45,632	$24,031	$21,601	$21,601
2718. ASTORIA FINL CORP MERGED 10/02/17		2017-03-09	$58,373	$51,437	$6,936	$6,936
655. BANNER CORPORATION	2016-02-12	2017-03-09	$38,502	$24,317	$14,185	$14,185
4911. BEAZER HOMES USA INC		2017-03-09	$59,430	$70,280	-$10,850	-$10,850
1112. BERRY GLOBAL GROUP INC	2016-02-12	2017-03-09	$55,210	$33,886	$21,324	$21,324
2695. BOINGO WIRELESS INC		2017-03-09	$29,647	$33,574	-$3,927	-$3,927
995. BRIGHT HORIZONS FAMILY SOLUT	2016-02-12	2017-03-09	$68,971	$63,166	$5,805	$5,805
2963. CECO ENVIRONMENTAL CORP		2017-03-09	$34,770	$41,398	-$6,628	-$6,628
302. CACI INTL INC CL A	2016-02-12	2017-03-09	$37,047	$28,460	$8,587	$8,587
1259. CANTEL MEDICAL CORP	2016-02-12	2017-03-09	$100,866	$72,912	$27,954	$27,954
1884. CAPITAL BANK FINANCIAL MERGED 11/30/17	2016-02-12	2017-03-09	$75,592	$57,031	$18,561	$18,561
606. CAVCO INDUSTRIES INC	2016-02-12	2017-03-09	$70,765	$45,366	$25,399	$25,399
2390. CENTERSTATE BANK CORPORATION	2016-02-12	2017-03-09	$60,698	$34,003	$26,695	$26,695
1609. CHENIERE ENERGY PARTNERS L P COM UNIT REPTG LIMITED PARTNER		2017-03-09	$50,893	$51,810	-$917	-$917
125. CHURCHILL DOWNS INC	2016-06-08	2017-03-09	$18,936	$15,585	$3,351	$3,351
482. CHURCHILL DOWNS INC	2016-02-12	2017-03-09	$73,016	$63,570	$9,446	$9,446
1588. COMFORT SYS USA INC	2016-02-12	2017-03-09	$57,094	$40,522	$16,572	$16,572
1331. CORENERGY INFRASTRUCTURE TRU		2017-03-09	$42,610	$44,920	-$2,310	-$2,310
1904. CORELOGIC INC	2016-02-12	2017-03-09	$76,578	$63,564	$13,014	$13,014
2315. CORECIVIC INC		2017-03-09	$74,042	$35,684	$38,358	$38,358
652. CURTISS WRIGHT CORP	2016-02-12	2017-03-09	$62,422	$41,235	$21,187	$21,187
1339. DEVRY EDUCATION GROUP INC NAME CHG 05/24/17	2016-07-14	2017-03-09	$44,315	$29,563	$14,752	$14,752
2537. DIEBOLD NIXDORF INC		2017-03-09	$75,985	$64,416	$11,569	$11,569
1422. DOUGLAS DYNAMICS INC	2016-02-12	2017-03-09	$43,801	$27,115	$16,686	$16,686
6780. DYNEGY INC/NEW MERGED 04/09/18		2017-03-09	$52,328	$67,622	-$15,294	-$15,294
1204. EMCOR GROUP INC		2017-03-09	$75,295	$58,198	$17,097	$17,097
1826. EMPLOYERS HOLDINGS INC	2016-02-12	2017-03-09	$69,246	$42,930	$26,316	$26,316
1240. ENANTA PHARMACEUTICALS INC		2017-03-09	$35,995	$40,510	-$4,515	-$4,515
756. ENERSYS		2017-03-09	$58,034	$42,065	$15,969	$15,969
1508. ENLINK MIDSTREAM LLC		2017-03-09	$29,554	$25,111	$4,443	$4,443
1594. ENVESTNET INC		2017-03-09	$55,636	$59,997	-$4,361	-$4,361
3925. EVERTEC INC SEDOL B7KY3Z6		2017-03-09	$63,834	$54,011	$9,823	$9,823
2489. EXELIXIS INC		2017-03-09	$55,594	$27,149	$28,445	$28,445
588. FBL FINL GROUP INC	2016-02-12	2017-03-09	$40,427	$33,317	$7,110	$7,110
30619.096 FEDERAL NATL MTG ASSN POOL AS6111	2016-04-15	2017-03-09	$31,901	$32,772	-$871	-$871
46813.022 FEDERAL NATL MTG ASSN POOL AS6311	2016-05-06	2017-03-09	$47,449	$49,124	-$1,675	-$1,675
47127.378 FEDERAL NATL MTG ASSN POOL AS7343		2017-03-09	$46,165	$48,678	-$2,513	-$2,513
2538. FIRST BUSEY CORP		2017-03-09	$76,273	$60,179	$16,094	$16,094
2430. FIRST FINANCIAL BANCORP	2016-02-12	2017-03-09	$66,862	$39,858	$27,004	$27,004
1280. FIRST MERCHANTS CORP	2016-02-12	2017-03-09	$51,465	$28,942	$22,523	$22,523
1430. FIRST MIDWEST BANCORP INC DEL	2016-02-12	2017-03-09	$34,738	$23,293	$11,445	$11,445
2892. FORESTAR GROUP INC MERGED 10/05/17		2017-03-09	$37,207	$39,488	-$2,281	-$2,281
1083. GLAUKOS CORP	2016-09-13	2017-03-09	$49,130	$36,907	$12,223	$12,223
801. HAWAIIAN HOLDINGS INC	2016-04-05	2017-03-09	$39,057	$38,297	$760	$760
1234. HEALTHSOUTH CORP NAME CHANGE 01/02/18		2017-03-09	$51,948	$51,832	$116	$116
2278. HERITAGE INSURANCE HOLDINGS		2017-03-09	$33,898	$35,583	-$1,685	-$1,685
2662. HOPE BANCORP INC	2016-02-12	2017-03-09	$55,915	$36,901	$19,014	$19,014
2067. IDT CORP-CLASS B		2017-03-09	$28,344	$36,358	-$8,014	-$8,014
339. ICU MED INC		2017-03-09	$50,547	$50,355	$192	$192
588. INC RESEARCH HOLDINGS INC-A NAME CHANGE 1/4/18	2016-02-12	2017-03-09	$27,159	$22,534	$4,625	$4,625
1861. INNOPHOS HOLDINGS INC		2017-03-09	$99,561	$53,301	$46,260	$46,260
2965. INOVALON HOLDINGS INC - A		2017-03-09	$34,771	$33,790	$981	$981
4047. IRONWOOD PHARMACEUTICALS INC		2017-03-09	$73,243	$47,671	$25,572	$25,572
3956. KULICKE & SOFFA INDUSTRIES INC		2017-03-09	$79,805	$52,905	$26,900	$26,900
497. LITTELFUSE INC		2017-03-09	$78,968	$59,212	$19,756	$19,756
1194. MKS INSTRS INC		2017-03-09	$78,536	$50,253	$28,283	$28,283
2560. MEDICAL PROPERTIES TRUST INC		2017-03-09	$31,322	$33,025	-$1,703	-$1,703
841. MEDIDATA SOLUTIONS INC	2016-08-11	2017-03-09	$47,047	$45,312	$1,735	$1,735
2263. MERCANTILE BANK CORP	2016-02-12	2017-03-09	$72,254	$50,039	$22,215	$22,215
469. META FINANCIAL GROUP INC		2017-03-09	$40,544	$32,554	$7,990	$7,990
1280. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S	2016-02-12	2017-03-09	$66,184	$39,069	$27,115	$27,115
164. MINERALS TECHNOLOGIES INC		2017-03-09	$12,026	$11,083	$943	$943
656. MINERALS TECHNOLOGIES INC	2016-02-12	2017-03-09	$48,106	$29,140	$18,966	$18,966
3313. MINERVA NEUROSCIENCES INC		2017-03-09	$28,393	$34,695	-$6,302	-$6,302
538. MOLINA HEALTHCARE INC	2016-02-12	2017-03-09	$25,591	$29,930	-$4,339	-$4,339
1032. MOOG INC CLASS A	2016-07-14	2017-03-09	$67,848	$57,482	$10,366	$10,366
828. MULTI-COLOR CORP	2016-02-12	2017-03-09	$59,565	$36,544	$23,021	$23,021
5387. NRG YIELD INC-CLASS C		2017-03-09	$90,165	$90,591	-$426	-$426
801. NACCO INDUSTRIES INC CLASS A	2016-02-12	2017-03-09	$54,791	$38,196	$16,595	$16,595
1080. NATUS MEDICAL INC	2016-02-12	2017-03-09	$40,133	$35,794	$4,339	$4,339
421. NEENAH PAPER, INC.	2016-02-12	2017-03-09	$31,041	$23,902	$7,139	$7,139
2724. NOVANTA INC SEDOL BD8S5H8	2016-02-12	2017-03-09	$71,809	$33,543	$38,266	$38,266
691. NUVASIVE INC		2017-03-09	$51,374	$51,615	-$241	-$241
1919. ONEMAIN HOLDINGS INC	2017-02-15	2017-03-09	$51,511	$53,483	-$1,972	-$1,972
841. PRA HEALTH SCIENCES INC		2017-03-09	$49,882	$51,217	-$1,335	-$1,335
593. PS BUSINESS PKS INC CALIF STRATEGIC BALANCED FD CL D	2016-02-12	2017-03-09	$67,698	$51,918	$15,780	$15,780
1315. PAMPA ENERGIA S A SPONSORED ADR		2017-03-09	$61,387	$36,523	$24,864	$24,864
502. PAPA JOHN'S INTL INC	2016-02-12	2017-03-09	$37,867	$25,011	$12,856	$12,856
439. PAREXEL INTERNATIONAL CORP	2016-02-12	2017-03-09	$28,603	$25,542	$3,061	$3,061
2118. PARTY CITY HOLDCO INC		2017-03-09	$29,896	$35,649	-$5,753	-$5,753
750. PLANTRONICS INC NEW	2016-07-14	2017-03-09	$39,850	$35,240	$4,610	$4,610
1120. POLYONE CORPORATION	2016-02-12	2017-03-09	$37,267	$28,691	$8,576	$8,576
254. POOL CORP	2016-02-12	2017-03-09	$29,703	$19,518	$10,185	$10,185
951. QUALYS INC	2016-07-14	2017-03-09	$32,772	$29,755	$3,017	$3,017
633. RBC BEARINGS INC	2016-10-17	2017-03-09	$56,807	$44,997	$11,810	$11,810
2848. RED ROCK RESORTS INC-CLASS A		2017-03-09	$60,364	$67,774	-$7,410	-$7,410
1082. SJW GROUP		2017-03-09	$50,416	$53,078	-$2,662	-$2,662
1135. SANMINA CORP	2016-02-12	2017-03-09	$44,477	$22,379	$22,098	$22,098
1043. SANMINA CORP		2017-03-09	$40,872	$29,074	$11,798	$11,798
926. SILICON LABORATORIES INC	2016-02-12	2017-03-09	$64,504	$34,577	$29,927	$29,927
1036. SOUTH STATE CORP	2016-02-12	2017-03-09	$93,694	$63,709	$29,985	$29,985
1343. SPARTANNASH COMPANY	2016-02-12	2017-03-09	$43,321	$26,399	$16,922	$16,922
743. SPARTANNASH COMPANY	2016-10-17	2017-03-09	$23,967	$21,606	$2,361	$2,361
1527. STANDARD MOTOR PRODUCTS INC	2016-02-12	2017-03-09	$71,223	$52,333	$18,890	$18,890
870. SUMMIT HOTEL PROPERTIES INC REITS	2016-11-02	2017-03-09	$13,451	$11,194	$2,257	$2,257
2654. SUMMIT HOTEL PROPERTIES INC REITS	2016-02-12	2017-03-09	$41,033	$25,329	$15,704	$15,704
5196. SUNCOKE ENERGY INC		2017-03-09	$43,803	$52,982	-$9,179	-$9,179
2637. SUPERNUS PHARMACEUTICALS INC		2017-03-09	$73,138	$61,236	$11,902	$11,902
1326. TAKE-TWO INTERACTIVE SOFTWARE COM		2017-03-09	$78,726	$48,975	$29,751	$29,751
307. TECH DATA CORP	2016-02-12	2017-03-09	$28,945	$19,539	$9,406	$9,406
1599. TRINET GROUP INC	2016-07-14	2017-03-09	$46,418	$36,083	$10,335	$10,335
860. U S PHYSICAL THERAPY	2016-02-12	2017-03-09	$62,472	$42,576	$19,896	$19,896
105000. USA TREASURY NOTES 00.875% DUE 11/15/2017	2017-02-27	2017-03-09	$104,914	$105,091	-$177	-$177
135000. USA TREASURY NOTES 01.000% DUE 06/30/2019		2017-03-09	$133,550	$135,416	-$1,866	-$1,866
894. UNIVERSAL FST PRODS INC	2016-02-12	2017-03-09	$84,985	$55,491	$29,494	$29,494
4890. VANDA PHARMACEUTICALS INC	2016-08-11	2017-03-09	$72,076	$63,316	$8,760	$8,760
1012. VERITIV CORP-W/I		2017-03-09	$54,068	$51,587	$2,481	$2,481
343. WGL HLDGS INC MERGED 07/09/18 @ $88.25 P/S	2016-02-12	2017-03-09	$28,587	$23,106	$5,481	$5,481
1268. WSFS FINANCIAL CORP	2016-02-12	2017-03-09	$57,930	$35,042	$22,888	$22,888
2047. WOLVERINE WORLD WIDE INC	2016-02-12	2017-03-09	$51,951	$33,229	$18,722	$18,722
1113. ARGO GROUP INTERNATIONAL ISIN BMG0464B1072 SEDOL 2499543	2016-02-12	2017-03-09	$75,210	$53,766	$21,444	$21,444
6122. COSAN LIMITED CL A SHS		2017-03-09	$49,038	$51,862	-$2,824	-$2,824
1273. ESSENT GROUP LTD SEDOL BFWGXR8	2016-02-12	2017-03-09	$44,485	$22,194	$22,291	$22,291
1053. FRESH DEL MONTE PRODUCE INC	2016-02-12	2017-03-09	$60,519	$42,325	$18,194	$18,194
297. HELEN OF TROY LIMITED SEDOL 2419530	2016-02-12	2017-03-09	$28,395	$25,865	$2,530	$2,530
332. ICON PLC SEDOL B94G471	2016-02-12	2017-03-09	$26,558	$22,000	$4,558	$4,558
2108. LIBERTY LILAC GROUP CLAS A SEDOL BTC0M71 ISIN GB00BTC0M714		2017-03-09	$47,906	$60,730	-$12,824	-$12,824
3281. ONEBEACON INSURANCE GROUP LT MERGED 09/28/17 @ $18.10 P/S		2017-03-09	$51,293	$43,151	$8,142	$8,142
1551. TRITON INTERNATIONAL LTD SEDOL BDBBB21		2017-03-09	$34,400	$34,967	-$567	-$567
3753. ADECOAGRO SA SEDOL B65BNQ6		2017-03-09	$43,415	$39,608	$3,807	$3,807
1724. MELLANOX TECHNOLOGIES LTD ISIN IL0011017329 SEDOL B196S6	2016-02-12	2017-03-09	$83,765	$77,830	$5,935	$5,935
2123. DICK'S SPORTING GOODS, INC.	2016-10-04	2017-03-13	$100,058	$118,856	-$18,798	-$18,798
915. DICK'S SPORTING GOODS, INC.	2016-10-04	2017-03-13	$43,012	$51,226	-$8,214	-$8,214
82. DICK'S SPORTING GOODS, INC.	2016-10-04	2017-03-13	$3,935	$4,591	-$656	-$656
5000. 21ST CENTY FOX AMER INC 06.650% DUE 11/15/2037	2016-10-21	2017-03-14	$6,108	$6,588	-$480	-$480
25000. WELLS FARGO & COMPANY SER MTN UNSC	2014-09-02	2017-03-14	$24,644	$24,933	-$289	-$289
3114.65 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3	2014-08-26	2017-03-15	$3,115	$3,114	$1	$1
4879.76 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2	2015-07-15	2017-03-15	$4,880	$4,880
20000. USA TREASURY NOTES 01.625% DUE 08/15/2022		2017-03-16	$19,458	$20,289	-$831	-$831
90000. USA TREASURY NOTES 03.125% DUE 08/15/2044		2017-03-17	$90,204	$93,027	-$2,823	-$2,823
15000. USA TREASURY NOTES 03.125% DUE 08/15/2044		2017-03-17	$15,034	$17,746	-$2,712	-$2,712
65000. USA TREASURY NOTES 02.500% DUE 02/15/2045		2017-03-17	$57,370	$69,255	-$11,885	-$11,885
60000. USA TREASURY NOTES 01.000% DUE 06/30/2019		2017-03-17	$59,454	$59,775	-$321	-$321
2967.03 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3	2015-02-25	2017-03-20	$2,967	$2,967
35299. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF		2017-03-22	$994,351	$1,290,118	-$295,767	-$295,767
15000. USA TREASURY NOTE 01.625% DUE 12/31/2019	2017-03-03	2017-03-22	$15,062	$15,015	$47	$47
60000. USA TREASURY NOTE 01.625% DUE 07/31/2019	2015-02-06	2017-03-22	$60,356	$60,293	$63	$63
22984. VANGUARD SMALL CAP ETF		2017-03-22	$2,991,721	$2,636,134	$355,587	$355,587
2530. ARROW ELECTRONICS INC	2017-01-05	2017-03-23	$183,644	$184,329	-$685	-$685
30000. USA TREASURY NOTES 02.000% DUE 07/31/2020	2016-06-27	2017-03-23	$30,354	$31,121	-$767	-$767
115000. USA TREASURY NOTES 02.125% DUE 09/30/2021		2017-03-24	$116,146	$115,618	$528	$528
25000. USA TREASURY NOTES 02.250% DUE 11/15/2024	2017-03-14	2017-03-24	$24,926	$24,563	$363	$363
95000. USA TREASURY NOTES 02.625% DUE 08/15/2020		2017-03-24	$98,054	$97,892	$162	$162
220000. USA TREASURY NOTES 02.625% DUE 08/15/2020		2017-03-24	$227,073	$226,274	$799	$799
10000. USA TREASURY NOTES 02.625% DUE 11/15/2020	2015-02-03	2017-03-24	$10,320	$10,414	-$94	-$94
155000. USA TREASURY NOTES 02.125% DUE 08/15/2021		2017-03-24	$156,659	$156,966	-$307	-$307
90000. USA TREASURY NOTES 01.625% DUE 08/15/2022		2017-03-24	$88,070	$88,221	-$151	-$151
65000. USA TREASURY NOTES 01.625% DUE 08/15/2022		2017-03-24	$63,606	$64,151	-$545	-$545
60000. USA TREASURY NOTES 01.000% DUE 11/30/2019	2016-10-12	2017-03-24	$59,332	$59,890	-$558	-$558
35000. USA TREASURY NOTES 02.000% DUE 02/15/2023		2017-03-24	$34,792	$35,879	-$1,087	-$1,087
70000. USA TREASURY NOTES 02.000% DUE 02/15/2023	2016-01-14	2017-03-24	$69,584	$70,586	-$1,002	-$1,002
185000. USA TREASURY NOTES 02.000% DUE 07/31/2020	2016-06-27	2017-03-24	$187,182	$191,907	-$4,725	-$4,725
75000. USA TREASURY NOTES 02.125% DUE 05/15/2025		2017-03-24	$73,822	$73,533	$289	$289
30000. USA TREASURY NOTES 02.125% DUE 05/15/2025	2015-12-30	2017-03-24	$29,529	$29,534	-$5	-$5
45000. USA TREASURY NOTES 01.750% DUE 10/31/2020	2017-03-24	2017-03-29	$45,074	$45,082	-$8	-$8
875.58 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451	2014-07-02	2017-03-31	$876	$943	-$67	-$67
1039.916 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038	2012-06-14	2017-03-31	$1,040	$1,086	-$46	-$46
1037.91 FEDERAL NATL MTG ASSN POOL AH6219	2011-12-19	2017-03-31	$1,038	$1,083	-$45	-$45
1548.476 FEDERAL NATL MTG ASSN POOL AI5868	2011-07-19	2017-03-31	$1,548	$1,605	-$57	-$57
1561.22 FEDERAL NATL MTG ASSN POOL AL2610	2014-03-14	2017-03-31	$1,561	$1,572	-$11	-$11
1141.12 FEDERAL NATL MTG ASSN POOL AL2935	2014-09-12	2017-03-31	$1,141	$1,165	-$24	-$24
1088.99 FEDERAL NATL MTG ASSN POOL AL3904	2014-05-02	2017-03-31	$1,089	$1,138	-$49	-$49
924.954 FEDERAL NATL MTG ASSN POOL AL6962	2015-06-23	2017-03-31	$925	$972	-$47	-$47
580.88 FEDERAL NATL MTG ASSN POOL AO7627	2012-11-05	2017-03-31	$581	$606	-$25	-$25
567.19 FEDERAL NATL MTG ASSN POOL AQ0945	2012-11-20	2017-03-31	$567	$592	-$25	-$25
651.07 FEDERAL NATL MTG ASSN POOL AS0765	2014-01-22	2017-03-31	$651	$679	-$28	-$28
551.17 FEDERAL NATL MTG ASSN POOL AS6111	2016-04-15	2017-03-31	$551	$590	-$39	-$39
741. FEDERAL NATL MTG ASSN POOL AS6311	2016-05-06	2017-03-31	$741	$778	-$37	-$37
493.14 FEDERAL NATL MTG ASSN POOL AS7343	2016-06-09	2017-03-31	$493	$508	-$15	-$15
447.62 FEDERAL NATL MTG ASSN POOL AT2127	2014-11-14	2017-03-31	$448	$449	-$1	-$1
972.89 FEDERAL NATL MTG ASSN POOL AT5900	2014-07-11	2017-03-31	$973	$962	$11	$11
299.47 FEDERAL NATL MTG ASSN POOL 932639	2010-12-20	2017-03-31	$299	$313	-$14	-$14
954.71 FEDERAL NATL MTG ASSN POOL AB2077	2011-04-15	2017-03-31	$955	$943	$12	$12
3136.08 FEDERAL NATL MTG ASSN POOL AB2275	2011-02-23	2017-03-31	$3,136	$3,185	-$49	-$49
1164.92 FEDERAL NATL MTG ASSN POOL AB2333	2011-02-23	2017-03-31	$1,165	$1,144	$21	$21
1432.63 FEDERAL NATL MTG ASSN POOL AB7859	2013-07-11	2017-03-31	$1,433	$1,437	-$4	-$4
852.96 FEDERAL NATL MTG ASSN POOL MA1525	2016-03-09	2017-03-31	$853	$890	-$37	-$37
663.24 GOVT NATL MTG ASSN II POOL MA0463	2013-03-12	2017-03-31	$663	$710	-$47	-$47
930.75 GOVT NATL MTG ASSN II POOL MA0625	2013-01-28	2017-03-31	$931	$992	-$61	-$61
20904. VANGUARD VALUE ETF	2016-12-13	2017-03-31	$1,994,372	$1,973,756	$20,616	$20,616
2097.575 HATTERAS CORE ALTERNATIVES TEI INSTITUTIONAL FUND, L.P.	2010-06-01	2017-03-31	$231,635	$183,454	$48,181	$48,181
10000. AT&T INC CALL 01/01/2024 @ 100.000 UNSC	2014-11-25	2017-04-04	$10,504	$10,368	$136	$136
15000. ABBOTT LABORATORIES CALL 08/30/2026 @ 100.000 UNSC	2016-11-18	2017-04-04	$15,093	$14,914	$179	$179
10000. ACTAVIS FUNDING SCS SEDOL ISIN US00507UAR23	2015-03-03	2017-04-04	$10,217	$9,986	$231	$231
15000. AMERICAN CAMPUS CMNTYS CALL 01/15/2023 @ 100.000 COGT	2016-10-26	2017-04-04	$15,325	$15,578	-$253	-$253
15000. AMERICAN EXPRESS CREDIT SER MTN UNSC	2015-05-20	2017-04-04	$15,113	$14,985	$128	$128
10000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC		2017-04-04	$9,812	$9,886	-$74	-$74
5000. ANHEUSER-BUSCH INBEV FIN CALL 08/01/2045 @ 100.000 COGT	2016-01-13	2017-04-04	$5,430	$4,988	$442	$442
10000. APPLE INC UNSC	2014-05-08	2017-04-04	$9,611	$9,207	$404	$404
15000. ASSURANT INC UNSC	2017-01-17	2017-04-04	$15,095	$15,102	-$7	-$7
10000. BP CAPITAL MARKETS PLC SEDOL ISIN US05565QDL95	2017-02-08	2017-04-04	$10,047	$9,999	$48	$48
20000. BANK OF AMERICA CORP SNTS	2015-01-22	2017-04-04	$20,797	$20,849	-$52	-$52
10000. BANK OF AMERICA CORP SER MTN CALL 10/21/26 @100 UNSC	2016-10-18	2017-04-04	$9,563	$10,000	-$437	-$437
10000. CVS HEALTH CORP SER 7YR CALL 05/20/22 @100 UNSC	2016-12-02	2017-04-04	$10,357	$10,283	$74	$74
10000. CAPITAL ONE FINANCIAL CO CALL 03/24/2019 @ 100.000 UNSC	2015-08-18	2017-04-04	$10,057	$9,891	$166	$166
5000. CARNIVAL CORP SEDOL ISIN US143658BA91	2013-10-09	2017-04-04	$5,273	$4,987	$286	$286
5000. CARNIVAL CORP SEDOL ISIN US143658BA91	2016-07-26	2017-04-04	$5,273	$5,336	-$63	-$63
10000. CATERPILLAR FINL SERVICE SER MTN UNSC	2017-01-05	2017-04-04	$10,018	$9,989	$29	$29
10000. CITIGROUP INC SUB	2015-10-23	2017-04-04	$10,189	$10,027	$162	$162
20000. CONSTELLATION BRANDS INC COGT	2017-01-13	2017-04-04	$20,818	$20,781	$37	$37
15000. DOMINION RESOURCES INC SER A SR UNSECD	2016-09-27	2017-04-04	$14,977	$15,002	-$25	-$25
10000. EXPRESS SCRIPTS HOLDING CALL 12/01/2026 @ 100.000 COGT	2017-01-19	2017-04-04	$9,469	$9,376	$93	$93
99581.476 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038	2012-06-14	2017-04-04	$102,584	$104,021	-$1,437	-$1,437
82161.82 FEDERAL NATL MTG ASSN POOL AH6219	2011-12-19	2017-04-04	$86,694	$85,763	$931	$931
72326.892 FEDERAL NATL MTG ASSN POOL AI5868	2011-07-19	2017-04-04	$78,079	$74,979	$3,100	$3,100
39518.236 FEDERAL NATL MTG ASSN POOL AL6962	2015-06-23	2017-04-04	$41,124	$41,542	-$418	-$418
89048.876 FEDERAL NATL MTG ASSN POOL AS7343	2016-06-09	2017-04-04	$88,618	$91,745	-$3,127	-$3,127
51057.035 FEDERAL NATL MTG ASSN POOL 932639	2010-12-20	2017-04-04	$56,035	$53,353	$2,682	$2,682
44011.81 FEDERAL NATL MTG ASSN POOL AB2077	2011-04-15	2017-04-04	$46,611	$43,451	$3,160	$3,160
10000. FEDEX CORP COGT	2015-01-06	2017-04-04	$9,651	$9,954	-$303	-$303
10000. FIDELITY NATIONAL INFORM CALL 05/15/2026 @ 100.000 UNSC		2017-04-04	$9,470	$9,986	-$516	-$516
20000. FLORIDA POWER & LIGHT CO CALL 04/01/2044 @ 100.000 MORT	2014-09-02	2017-04-04	$20,474	$19,934	$540	$540
15000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC	2016-12-06	2017-04-04	$15,308	$15,052	$256	$256
20000. GOLDMAN SACHS GROUP INC CALL 11/13/2019 UNSC	2016-12-08	2017-04-04	$20,022	$19,985	$37	$37
10000. HSBC HOLDINGS PLC SR UNSEC ISIN US404280AK50 SEDOL B61GQ88	2016-03-04	2017-04-04	$10,882	$10,677	$205	$205
30000. HASBRO INC NOTES	2010-05-11	2017-04-04	$30,607	$30,204	$403	$403
10000. JPMORGAN CHASE & CO NOTES	2011-06-14	2017-04-04	$10,784	$9,986	$798	$798
5000. JPMORGAN CHASE & CO NOTES	2016-12-02	2017-04-04	$5,392	$5,371	$21	$21
10000. JPMORGAN CHASE & CO SUB	2016-09-21	2017-04-04	$10,237	$10,595	-$358	-$358
10000. JOHNSON & JOHNSON CALL 09/01/2035 @ 100.000 UNSC	2016-02-26	2017-04-04	$9,924	$9,982	-$58	-$58
10000. KLA-TENCOR CORP CALL 09/01/2021 @ 100.000 UNSC	2014-11-13	2017-04-04	$10,516	$10,059	$457	$457
10000. KINDER MORGAN ENER PART SR UNSEC	2011-02-24	2017-04-04	$11,647	$10,592	$1,055	$1,055
10000. KRAFT FOODS GROUP INC SER WI	2015-06-05	2017-04-04	$10,225	$10,025	$200	$200
10000. MARRIOTT INTERNATIONAL SER R CALL 03/15/26 @100 UNSC		2017-04-04	$9,710	$9,962	-$252	-$252
10000. MICROSOFT CORP CALL 02/08/2036 @ 100.000 UNSC	2016-08-01	2017-04-04	$9,534	$9,961	-$427	-$427
10000. MICROSOFT CORP CALL 12/06/2023 UNSC	2017-01-30	2017-04-04	$10,091	$9,927	$164	$164
20000. MORGAN STANLEY UNSC	2016-11-14	2017-04-04	$19,910	$19,898	$12	$12
30000. NEXTERA ENERGY CAPITAL SER F COGT	2016-09-27	2017-04-04	$30,056	$30,083	-$27	-$27
10000. ORACLE CORP CALL 01/08/2034 @ 100.000 UNSC	2014-06-30	2017-04-04	$10,429	$9,996	$433	$433
10000. PHILLIPS 66 CALL 05/15/2034 @ 100.000 COGT	2014-11-12	2017-04-04	$10,140	$9,874	$266	$266
10000. PRICELINE GROUP INC/THE CALL 03/01/2026 @ 100.000 UNSC	2016-05-18	2017-04-04	$9,995	$9,981	$14	$14
2628. PRINCIPAL FINANCIAL GROUP COM	2016-11-29	2017-04-04	$165,290	$150,765	$14,525	$14,525
10000. REALTY INCOME CORP SR UNSECD CALL 07/15/22 @100	2014-09-15	2017-04-04	$10,121	$9,749	$372	$372
20000. ROYAL BANK OF CANADA SEDOL ISIN US780082AC79	2017-01-10	2017-04-04	$19,962	$19,929	$33	$33
15000. SANTANDER UK GROUP HLDGS SEDOL BYZDT48 ISIN US80281LAC90	2015-10-13	2017-04-04	$15,037	$15,006	$31	$31
10000. SCRIPPS NETWORKS INTERAC CALL 03/15/2020 @ 100.000 UNSC	2015-05-19	2017-04-04	$10,096	$9,979	$117	$117
10000. SHIRE ACQ INV IRELAND DA SEDOL ISIN US82481LAA70	2016-09-28	2017-04-04	$9,919	$10,010	-$91	-$91
15000. TEVA PHARM FIN IV BV ISIN US88166JAA16 SEDOL B41H706		2017-04-04	$15,294	$15,040	$254	$254
30000. THOMSON REUTERS CORP SEDOL ISIN US884903BU81		2017-04-04	$30,018	$30,044	-$26	-$26
10000. TORONTO-DOMINION BANK SEDOL ISIN US89114QAS75	2014-06-26	2017-04-04	$10,043	$9,988	$55	$55
20000. TOYOTA MTR CREDIT CORP SER MTN SR UNSEC	2014-08-14	2017-04-04	$20,847	$20,606	$241	$241
10000. USA TREASURY NOTES 03.75% DUE 08/15/2041		2017-04-04	$11,429	$11,449	-$20	-$20
5000. USA TREASURY NOTES 03.75% DUE 08/15/2041	2015-12-30	2017-04-04	$5,714	$5,689	$25	$25
20000. USA TREASURY NOTES 02.000% DUE 02/28/2021	2016-03-31	2017-04-04	$20,210	$20,559	-$349	-$349
10000. USA TREASURY NOTES 02.000% DUE 02/28/2021		2017-04-04	$10,104	$10,241	-$137	-$137
3519. VANGUARD MATERIALS ETF	2016-12-06	2017-04-04	$416,570	$400,638	$15,932	$15,932
22695. VANGUARD SMALL CAP ETF	2016-01-29	2017-04-04	$2,998,235	$2,296,986	$701,249	$701,249
10000. VERIZON COMMUNICATIONS UNSC	2016-05-02	2017-04-04	$9,237	$10,002	-$765	-$765
10000. VERIZON COMMUNICATIONS CALL 07/15/2021 @ 100.000 UNSC		2017-04-04	$9,592	$9,547	$45	$45
10000. VISA INC CALL 06/14/2035 @ 100.000 UNSC	2015-12-09	2017-04-04	$10,507	$9,987	$520	$520
30000. VODAFONE GROUP PLC ISIN US92857WAY66 SEDOL B5NJF69	2016-09-28	2017-04-04	$29,943	$29,932	$11	$11
10000. WELLS FARGO & COMPANY CALL 01/24/2022 UNSC	2017-01-17	2017-04-04	$10,069	$10,000	$69	$69
15000. WESTPAC BANKING CORP SEDOL ISIN US961214CT83	2016-05-09	2017-04-04	$14,901	$15,000	-$99	-$99
10000. MIDAMERICAN ENERGY HLDGS BDS SERIES WI	2010-02-04	2017-04-05	$12,497	$10,154	$2,343	$2,343
4630. ALLISON TRANSMISSION HOLDING	2017-03-01	2017-04-06	$164,332	$170,912	-$6,580	-$6,580
5000. AMERICAN CAMPUS CMNTYS CALL 01/15/2023 @ 100.000 COGT	2013-03-25	2017-04-06	$5,127	$4,983	$144	$144
5000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC	2015-06-02	2017-04-06	$4,873	$4,729	$144	$144
840. APPLIED MATERIALS INC	2017-01-05	2017-04-06	$32,367	$26,973	$5,394	$5,394
1166. BANK NEW YORK MELLON CORP COM	2017-01-05	2017-04-06	$55,046	$55,955	-$909	-$909
2634. BANK NEW YORK MELLON CORP COM	2017-01-05	2017-04-06	$124,875	$126,403	-$1,528	-$1,528
4050. BERRY GLOBAL GROUP INC		2017-04-06	$192,452	$182,057	$10,395	$10,395
170. BURLINGTON STORES INC	2016-07-06	2017-04-06	$16,273	$11,399	$4,874	$4,874
1393. CEB INC MERGED 04/05/17 @ $54.00 P/S		2017-04-06	$110,108	$79,523	$30,585	$30,585
510. CHARTER COMMUNICATIONS INC-A	2017-03-07	2017-04-06	$171,386	$166,076	$5,310	$5,310
10. CISCO SYS INC COM	2017-01-05	2017-04-06	$332	$302	$30	$30
390. CISCO SYS INC COM		2017-04-06	$12,959	$11,697	$1,262	$1,262
1160. CONSTELLATION BRANDS INC CL A	2017-01-05	2017-04-06	$198,935	$171,154	$27,781	$27,781
2500. DISCOVER FINANCIAL W/I	2016-07-06	2017-04-06	$165,910	$132,132	$33,778	$33,778
670. DOW CHEMICAL CO	2016-02-12	2017-04-06	$42,732	$30,805	$11,927	$11,927
4550. INTEL CORP	2016-02-12	2017-04-06	$164,228	$130,327	$33,901	$33,901
2150. KRAFT HEINZ CO/THE		2017-04-06	$195,853	$189,047	$6,806	$6,806
370. LAM RESEARCH CORP	2016-02-12	2017-04-06	$47,522	$24,469	$23,053	$23,053
4240. MORGAN STANLEY	2016-10-04	2017-04-06	$178,638	$136,063	$42,575	$42,575
290. NORTHERN TRUST CORP	2017-01-05	2017-04-06	$25,008	$26,111	-$1,103	-$1,103
1750. NORTHERN TRUST CORP	2017-01-05	2017-04-06	$150,873	$157,566	-$6,693	-$6,693
780. NORTHROP GRUMMAN CORPORATION		2017-04-06	$184,903	$172,825	$12,078	$12,078
3120. PRINCIPAL FINANCIAL GROUP COM	2017-01-05	2017-04-06	$195,503	$182,262	$13,241	$13,241
4060. TRANSCANADA CORP (HOLDING CO)	2017-01-05	2017-04-06	$190,088	$186,919	$3,169	$3,169
70000. USA TREASURY NOTE 04.500% DUE 02/15/2036		2017-04-06	$88,966	$87,852	$1,114	$1,114
25000. USA TREASURY NOTES 03.75% DUE 08/15/2041	2017-03-17	2017-04-06	$28,377	$27,925	$452	$452
35000. USA TREASURY NOTES 03.75% DUE 08/15/2041		2017-04-06	$39,728	$39,688	$40	$40
60000. USA TREASURY NOTES 02.500% DUE 02/15/2045		2017-04-06	$53,934	$59,564	-$5,630	-$5,630
55000. USA TREASURY NOTES 02.000% DUE 02/28/2021	2016-01-27	2017-04-06	$55,589	$56,112	-$523	-$523
345000. USA TREASURY NOTES 02.000% DUE 02/28/2021	2017-03-24	2017-04-06	$348,693	$347,925	$768	$768
175000. USA TREASURY NOTES 02.375% DUE 08/15/2024		2017-04-06	$176,976	$178,873	-$1,897	-$1,897
25000. USA TREASURY NOTES 02.375% DUE 08/15/2024		2017-04-06	$25,282	$25,789	-$507	-$507
490. INGERSOLL-RAND PLC SEDOL: B633030	2016-06-28	2017-04-06	$40,636	$29,327	$11,309	$11,309
20000. USA TREASURY NOTES 02.375% DUE 08/15/2024	2017-03-09	2017-04-10	$20,209	$19,882	$327	$327
5000. KLA-TENCOR CORP CALL 09/01/2021 @ 100.000 UNSC	2014-11-13	2017-04-11	$5,258	$5,029	$229	$229
105000. USA TREASURY NOTES 02.375% DUE 08/15/2024	2017-03-24	2017-04-11	$106,464	$105,778	$686	$686
10000. WAL-MART STORES INC SR NOTES	2010-04-08	2017-04-11	$12,364	$9,948	$2,416	$2,416
10000. ABBOTT LABORATORIES CALL 08/30/2026 @ 100.000 UNSC	2016-11-18	2017-04-12	$10,080	$9,943	$137	$137
.161 GARTNER INC	2017-04-06	2017-04-13	$18	$18
1120.11 CENTERPOINT ENERGY TRANSITION SERIES 2012-1 CLASS A2	2012-08-09	2017-04-15	$1,120	$1,144	-$24	-$24
217.3 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3	2015-10-28	2017-04-15	$217	$217
3272.37 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3	2014-08-26	2017-04-15	$3,272	$3,272
5350.35 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2	2015-07-15	2017-04-15	$5,350	$5,350
10000. JP MORGAN CHASE & CO CALL 10/01/24 @100 JR SUB	2017-01-20	2017-04-17	$10,690	$10,302	$388	$388
5000. NOVARTIS CAPITAL CORP CO GUARNT	2014-08-20	2017-04-17	$4,902	$4,706	$196	$196
90. AETNA INC NEW	2017-04-06	2017-04-18	$11,574	$11,565	$9	$9
1370. AETNA INC NEW	2016-02-12	2017-04-18	$176,178	$135,560	$40,618	$40,618
1160. AMGEN INC	2017-04-06	2017-04-18	$187,010	$188,836	-$1,826	-$1,826
1300. APPLE INC	2017-04-06	2017-04-18	$183,545	$187,516	-$3,971	-$3,971
4900. APPLIED MATERIALS INC	2017-01-05	2017-04-18	$185,624	$157,344	$28,280	$28,280
8070. BANK OF AMERICA CORP	2017-01-05	2017-04-18	$183,222	$182,815	$407	$407
690. BIOGEN INC		2017-04-18	$187,109	$161,589	$25,520	$25,520
2060. BURLINGTON STORES INC		2017-04-18	$188,154	$138,050	$50,104	$50,104
3280. CDW CORP/DE	2017-04-06	2017-04-18	$188,320	$190,206	-$1,886	-$1,886
3100. CARNIVAL CORP SEDOL 2523044	2017-03-23	2017-04-18	$180,515	$182,004	-$1,489	-$1,489
5740. CISCO SYS INC COM	2016-04-06	2017-04-18	$187,209	$160,312	$26,897	$26,897
5120. CITIZENS FINANCIAL GROUP		2017-04-18	$172,474	$182,345	-$9,871	-$9,871
5030. COMCAST CORPORATION CL A	2017-04-06	2017-04-18	$187,728	$191,814	-$4,086	-$4,086
1660. DISNEY WALT CO	2017-04-06	2017-04-18	$188,559	$188,193	$366	$366
2920. DOW CHEMICAL CO	2016-02-12	2017-04-18	$179,471	$134,254	$45,217	$45,217
1180. FACTSET RESH SYS INC		2017-04-18	$190,043	$190,905	-$862	-$862
1440. ILLINOIS TOOL WORKS INC COM	2017-04-06	2017-04-18	$190,693	$190,255	$438	$438
1530. INGREDION INC		2017-04-18	$184,649	$192,921	-$8,272	-$8,272
2210. J P MORGAN CHASE & CO COM		2017-04-18	$188,276	$191,721	-$3,445	-$3,445
11060. KEYCORP NEW		2017-04-18	$190,021	$194,338	-$4,317	-$4,317
1470. LAM RESEARCH CORP	2016-02-12	2017-04-18	$186,573	$97,216	$89,357	$89,357
3160. NUCOR CORP	2017-04-06	2017-04-18	$180,797	$190,143	-$9,346	-$9,346
3230. PINNACLE FOODS INC		2017-04-18	$190,521	$188,447	$2,074	$2,074
2480. SCRIPPS NETWORKS INTERAC CL A	2017-01-05	2017-04-18	$184,357	$184,862	-$505	-$505
3300. SUNTRUST BANKS INC COM	2016-10-04	2017-04-18	$177,728	$147,580	$30,148	$30,148
2510. TEXAS INSTRS INC COM	2016-10-04	2017-04-18	$199,562	$174,132	$25,430	$25,430
3050. TYSON FDS INC COM		2017-04-18	$198,915	$190,865	$8,050	$8,050
1550. UNITED RENTALS INC COM		2017-04-18	$184,817	$193,193	-$8,376	-$8,376
980. VAIL RESORTS INC	2017-04-06	2017-04-18	$187,087	$187,650	-$563	-$563
57375. VANGUARD FINANCIALS ETF		2017-04-18	$3,373,003	$3,433,583	-$60,580	-$60,580
52816. VANGUARD VALUE ETF		2017-04-18	$4,975,138	$4,798,806	$176,332	$176,332
2320. WYNDHAM WORLDWIDE CORP	2016-02-12	2017-04-18	$203,989	$151,240	$52,749	$52,749
2240. INGERSOLL-RAND PLC SEDOL: B633030	2016-06-28	2017-04-18	$182,939	$134,065	$48,874	$48,874
3655.96 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3	2015-02-25	2017-04-20	$3,656	$3,656
50000. BANK OF AMERICA CREDIT CARD TR SERIES 2015 A2 CLASS A	2015-04-22	2017-04-24	$49,938	$49,994	-$56	-$56
70000. CAPITAL ONE MULTI-ASSET EXECUT SERIES 2014 A5 CLASS A	2014-10-06	2017-04-24	$70,041	$69,981	$60	$60
20000. MARRIOTT INTERNATIONAL SER R CALL 03/15/26 @100 UNSC	2016-06-15	2017-04-24	$19,499	$19,876	-$377	-$377
1. BAXTER INTERNATIONAL	2001-01-01	2017-04-25	$838	$25	$813	$813
.25 HEICO CORP NEW	2014-12-16	2017-04-26	$18	$11	$7	$7
5100. FLOTEK INDUSTRIES INC		2017-04-27	$61,291	$88,039	-$26,748	-$26,748
318. GARTNER INC	2017-04-06	2017-04-27	$36,242	$34,869	$1,373	$1,373
97916. XTRACKERS MSCI JAPAN HEDGED ETF		2017-04-28	$3,702,123	$4,306,755	-$604,632	-$604,632
1084.63 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451	2014-07-02	2017-04-30	$1,085	$1,168	-$83	-$83
1434.45 FEDERAL NATL MTG ASSN POOL AL2610	2014-03-14	2017-04-30	$1,434	$1,444	-$10	-$10
1339.01 FEDERAL NATL MTG ASSN POOL AL2935	2014-09-12	2017-04-30	$1,339	$1,367	-$28	-$28
1134.36 FEDERAL NATL MTG ASSN POOL AL3904	2014-05-02	2017-04-30	$1,134	$1,185	-$51	-$51
1034.4 FEDERAL NATL MTG ASSN POOL AO7627	2012-11-05	2017-04-30	$1,034	$1,079	-$45	-$45
211.93 FEDERAL NATL MTG ASSN POOL AQ0945	2012-11-20	2017-04-30	$212	$221	-$9	-$9
1127.41 FEDERAL NATL MTG ASSN POOL AS0765	2014-01-22	2017-04-30	$1,127	$1,175	-$48	-$48
554.43 FEDERAL NATL MTG ASSN POOL AS6111	2016-04-15	2017-04-30	$554	$593	-$39	-$39
416.82 FEDERAL NATL MTG ASSN POOL AT2127	2014-11-14	2017-04-30	$417	$418	-$1	-$1
854.34 FEDERAL NATL MTG ASSN POOL AT5900	2014-07-11	2017-04-30	$854	$845	$9	$9
3732.18 FEDERAL NATL MTG ASSN POOL 932639	2010-12-20	2017-04-30	$3,732	$3,900	-$168	-$168
831.33 FEDERAL NATL MTG ASSN POOL AB2077	2011-04-15	2017-04-30	$831	$821	$10	$10
1929.24 FEDERAL NATL MTG ASSN POOL AB2275	2011-02-23	2017-04-30	$1,929	$1,959	-$30	-$30
410.24 FEDERAL NATL MTG ASSN POOL AB2333	2011-02-23	2017-04-30	$410	$403	$7	$7
851.56 FEDERAL NATL MTG ASSN POOL AB7859	2013-07-11	2017-04-30	$852	$854	-$2	-$2
1009.78 FEDERAL NATL MTG ASSN POOL MA1525	2016-03-09	2017-04-30	$1,010	$1,054	-$44	-$44
997.43 GOVT NATL MTG ASSN II POOL MA0463	2013-03-12	2017-04-30	$997	$1,068	-$71	-$71
861.32 GOVT NATL MTG ASSN II POOL MA0625	2013-01-28	2017-04-30	$861	$918	-$57	-$57
15000. USA TREASURY NOTES 02.500% DUE 02/15/2045	2017-01-10	2017-05-02	$13,618	$13,608	$10	$10
15000. USA TREASURY NOTE 01.625% DUE 12/31/2019	2017-04-24	2017-05-02	$15,093	$15,094	-$1	-$1
1004. COGNEX CORP	2008-07-31	2017-05-03	$88,348	$9,401	$78,947	$78,947
1137. MONRO INC.		2017-05-05	$56,531	$32,505	$24,026	$24,026
5000. SHIRE ACQ INV IRELAND DA SEDOL BYVWGK4 ISIN US82481LAD10	2016-09-19	2017-05-05	$4,828	$4,994	-$166	-$166
349. TORO CO		2017-05-05	$23,053	$5,978	$17,075	$17,075
10000. XLIT LTD SEDOL ISIN US98420EAC93	2016-07-25	2017-05-05	$10,280	$10,059	$221	$221
5000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC	2015-06-02	2017-05-08	$4,919	$4,729	$190	$190
15000. MICROSOFT CORP CALL 12/06/2023 UNSC	2017-01-30	2017-05-08	$15,145	$14,891	$254	$254
10000. USA TREASURY NOTES 01.750% DUE 03/31/2022	2017-04-24	2017-05-08	$9,925	$9,961	-$36	-$36
15000. USA TREASURY NOTES 02.500% DUE 08/15/2023		2017-05-08	$15,336	$15,731	-$395	-$395
40000. USA TREASURY NOTES 02.000% DUE 02/28/2021	2017-03-24	2017-05-09	$40,388	$40,331	$57	$57
25000. TOYOTA MTR CREDIT CORP SER MTN SR UNSEC	2014-08-14	2017-05-11	$26,084	$25,741	$343	$343
15000. USA TREASURY NOTES 01.625% DUE 05/15/2026	2017-04-24	2017-05-11	$14,088	$14,218	-$130	-$130
15000. CONSTELLATION BRANDS INC CALL 11/09/2046 COGT	2017-05-02	2017-05-12	$15,192	$14,934	$258	$258
20000. FIDELITY NATIONAL INFORM CALL 05/15/2026 @ 100.000 UNSC		2017-05-12	$19,192	$19,825	-$633	-$633
15000. 21ST CENTY FOX AMER INC 06.650% DUE 11/15/2037	2016-10-21	2017-05-12	$18,999	$19,741	-$742	-$742
2473.89 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3	2015-10-28	2017-05-15	$2,474	$2,473	$1	$1
4369.41 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3	2014-08-26	2017-05-15	$4,369	$4,368	$1	$1
1434.64 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2	2015-07-15	2017-05-15	$1,435	$1,435
15360. ISHARES TIPS BOND ETF		2017-05-16	$1,742,400	$1,755,586	-$13,186	-$13,186
8537. SPDR GOLD TRUST ETF		2017-05-16	$1,004,356	$1,028,436	-$24,080	-$24,080
26340. VANGUARD REAL ESTATE ETF	2016-07-05	2017-05-16	$2,131,120	$2,347,421	-$216,301	-$216,301
40000. MORGAN STANLEY UNSC		2017-05-17	$40,148	$39,966	$182	$182
1. BANK OF NEW YORK MELLON CORPORATION SECURITIES	2001-01-01	2017-05-19	$3,280	$25	$3,255	$3,255
180000. USA TREASURY NOTES 02.000% DUE 02/28/2021	2017-03-24	2017-05-19	$182,573	$181,481	$1,092	$1,092
10000. USA TREASURY NOTE 01.625% DUE 12/31/2019	2017-04-24	2017-05-19	$10,063	$10,062	$1	$1
3044.83 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3	2015-02-25	2017-05-20	$3,045	$3,045
40000. JPMORGAN CHASE & CO NOTES	2011-06-14	2017-05-22	$43,381	$39,945	$3,436	$3,436
134033. XTRACKERS MSCI EUROPE HEDGED ETF		2017-05-23	$3,799,967	$3,792,357	$7,610	$7,610
15000. DEUTSCHE BANK AG SEDOL ISIN US25152R5D13	2016-05-09	2017-05-23	$15,137	$15,000	$137	$137
15000. USA TREASURY NOTES 01.750% DUE 03/31/2022	2017-04-24	2017-05-23	$14,948	$14,942	$6	$6
20000. USA TREASURY NOTES 01.750% DUE 03/31/2022	2017-04-24	2017-05-23	$19,928	$19,923	$5	$5
30736. VANGUARD TOTAL BOND MARKET ETF	2015-07-14	2017-05-23	$2,509,232	$2,491,995	$17,237	$17,237
15000. USA TREASURY NOTES 02.375% DUE 08/15/2024	2017-03-09	2017-05-24	$15,277	$14,912	$365	$365
799.14 FEDERAL NATL MTG ASSN POOL AS6311	2016-05-06	2017-05-25	$799	$838	-$39	-$39
15000. SHIRE ACQ INV IRELAND DA SEDOL BYVWGK4 ISIN US82481LAD10	2016-09-19	2017-05-30	$14,689	$14,982	-$293	-$293
36417. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF	2015-07-16	2017-05-30	$986,453	$1,271,372	-$284,919	-$284,919
20897. VANGUARD VALUE ETF	2016-11-15	2017-05-30	$1,995,877	$1,879,263	$116,614	$116,614
1407.14 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451	2014-07-02	2017-05-31	$1,407	$1,515	-$108	-$108
1503.04 FEDERAL NATL MTG ASSN POOL AL2610	2014-03-14	2017-05-31	$1,503	$1,513	-$10	-$10
1159.97 FEDERAL NATL MTG ASSN POOL AL2935	2014-09-12	2017-05-31	$1,160	$1,184	-$24	-$24
1068.73 FEDERAL NATL MTG ASSN POOL AL3904	2014-05-02	2017-05-31	$1,069	$1,116	-$47	-$47
652.1 FEDERAL NATL MTG ASSN POOL AO7627	2012-11-05	2017-05-31	$652	$680	-$28	-$28
1052.77 FEDERAL NATL MTG ASSN POOL AQ0945	2012-11-20	2017-05-31	$1,053	$1,100	-$47	-$47
1064.17 FEDERAL NATL MTG ASSN POOL AS0765	2014-01-22	2017-05-31	$1,064	$1,109	-$45	-$45
682.28 FEDERAL NATL MTG ASSN POOL AS6111	2016-04-15	2017-05-31	$682	$730	-$48	-$48
888.54 FEDERAL NATL MTG ASSN POOL AS6311	2016-05-06	2017-05-31	$889	$932	-$43	-$43
695.32 FEDERAL NATL MTG ASSN POOL AT2127	2014-11-14	2017-05-31	$695	$697	-$2	-$2
935.58 FEDERAL NATL MTG ASSN POOL AT5900	2014-07-11	2017-05-31	$936	$925	$11	$11
2594.41 FEDERAL NATL MTG ASSN POOL 932639	2010-12-20	2017-05-31	$2,594	$2,711	-$117	-$117
792.01 FEDERAL NATL MTG ASSN POOL AB2077	2011-04-15	2017-05-31	$792	$782	$10	$10
1341.91 FEDERAL NATL MTG ASSN POOL AB2275	2011-02-23	2017-05-31	$1,342	$1,363	-$21	-$21
2244.88 FEDERAL NATL MTG ASSN POOL AB2333	2011-02-23	2017-05-31	$2,245	$2,205	$40	$40
1429.4 FEDERAL NATL MTG ASSN POOL AB7859	2013-07-11	2017-05-31	$1,429	$1,433	-$4	-$4
1326.59 FEDERAL NATL MTG ASSN POOL MA1525	2016-03-09	2017-05-31	$1,327	$1,384	-$57	-$57
798.75 GOVT NATL MTG ASSN II POOL MA0463	2013-03-12	2017-05-31	$799	$855	-$56	-$56
1130.64 GOVT NATL MTG ASSN II POOL MA0625	2013-01-28	2017-05-31	$1,131	$1,205	-$74	-$74
15000. ORACLE CORP CALL 01/08/2034 @ 100.000 UNSC	2014-06-30	2017-06-02	$16,139	$14,994	$1,145	$1,145
5000. USA TREASURY NOTES 02.375% DUE 08/15/2024	2017-03-09	2017-06-02	$5,125	$4,971	$154	$154
5000. USA TREASURY NOTES 02.250% DUE 11/15/2025	2016-09-19	2017-06-02	$5,053	$5,216	-$163	-$163
10000. WAL-MART STORES INC SR NOTES	2010-04-08	2017-06-02	$12,809	$9,948	$2,861	$2,861
15000. NOVARTIS CAPITAL CORP CO GUARNT	2014-08-20	2017-06-05	$15,058	$14,119	$939	$939
15000. USA TREASURY NOTES 02.500% DUE 02/15/2045		2017-06-05	$14,009	$13,603	$406	$406
15000. USA TREASURY NOTES 01.625% DUE 05/15/2026		2017-06-06	$14,404	$14,185	$219	$219
15361. ISHARES TIPS BOND ETF	2016-11-22	2017-06-08	$1,754,053	$1,747,214	$6,839	$6,839
37836. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF	2015-07-16	2017-06-08	$991,282	$1,320,912	-$329,630	-$329,630
15778. VANGUARD ENERGY ETF		2017-06-08	$1,401,184	$1,491,860	-$90,676	-$90,676
20788. VANGUARD VALUE ETF	2016-11-15	2017-06-08	$2,004,566	$1,869,461	$135,105	$135,105
3721. VANGUARD SMALL CAP ETF	2016-01-29	2017-06-08	$505,028	$376,607	$128,421	$128,421
15000. GEORGIA POWER COMPANY SR NTS		2017-06-12	$15,423	$14,546	$877	$877
10000. USA TREASURY NOTES 02.500% DUE 02/15/2045	2017-01-10	2017-06-12	$9,280	$9,066	$214	$214
10875. SPDR GOLD TRUST ETF		2017-06-13	$1,306,713	$1,228,438	$78,275	$78,275
2741.52 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3	2015-10-28	2017-06-15	$2,742	$2,741	$1	$1
2602.21 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3	2014-08-26	2017-06-15	$2,602	$2,602
99403.579 DRIEHAUS ACTIVE INCOME FUND FUND 640	2013-11-06	2017-06-20	$1,000,000	$1,070,577	-$70,577	-$70,577
11755. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF	2016-11-15	2017-06-20	$289,895	$320,910	-$31,015	-$31,015
11775. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF	2015-07-16	2017-06-20	$290,389	$411,083	-$120,694	-$120,694
3641.01 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3	2015-02-25	2017-06-20	$3,641	$3,641
135000. DRIEHAUS ACTIVE INCOME FUND FUND 640		2017-06-27	$1,350,000	$1,450,054	-$100,054	-$100,054
19276. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF	2016-11-15	2017-06-27	$502,900	$526,233	-$23,333	-$23,333
8026. VANGUARD CONSUMER DISCRETIONARY ETF		2017-06-27	$1,144,006	$1,101,613	$42,393	$42,393
25050. VANGUARD LARGE CAP ETF	2011-01-06	2017-06-27	$2,799,026	$1,460,896	$1,338,130	$1,338,130
25000. TEVA PHARMACEUT FIN BV COGT	2016-03-07	2017-06-28	$24,929	$24,144	$785	$785
5000. USA TREASURY NOTES 03.75% DUE 08/15/2041	2017-06-02	2017-06-28	$5,915	$5,881	$34	$34
5000. USA TREASURY NOTES 02.500% DUE 02/15/2045	2017-01-10	2017-06-28	$4,723	$4,532	$191	$191
15000. USA TREASURY NOTES 02.500% DUE 08/15/2023	2017-05-08	2017-06-28	$15,462	$15,341	$121	$121
35000. USA TREASURY NOTES 02.500% DUE 08/15/2023		2017-06-28	$36,077	$36,021	$56	$56
795. AMERICAN CAMPUS CMNTYS INC		2017-06-30	$37,921	$28,061	$9,860	$9,860
287. COGNEX CORP	2008-07-31	2017-06-30	$24,545	$2,687	$21,858	$21,858
460.77 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451	2014-07-02	2017-06-30	$461	$496	-$35	-$35
1474.83 FEDERAL NATL MTG ASSN POOL AL2610	2014-03-14	2017-06-30	$1,475	$1,485	-$10	-$10
779.9 FEDERAL NATL MTG ASSN POOL AL2935	2014-09-12	2017-06-30	$780	$796	-$16	-$16
943.96 FEDERAL NATL MTG ASSN POOL AL3904	2014-05-02	2017-06-30	$944	$986	-$42	-$42
1350.71 FEDERAL NATL MTG ASSN POOL AO7627	2012-11-05	2017-06-30	$1,351	$1,409	-$58	-$58
222.51 FEDERAL NATL MTG ASSN POOL AQ0945	2012-11-20	2017-06-30	$223	$232	-$9	-$9
1029.24 FEDERAL NATL MTG ASSN POOL AS0765	2014-01-22	2017-06-30	$1,029	$1,072	-$43	-$43
944.9 FEDERAL NATL MTG ASSN POOL AS6111	2016-04-15	2017-06-30	$945	$1,011	-$66	-$66
855.02 FEDERAL NATL MTG ASSN POOL AS6311	2016-05-06	2017-06-30	$855	$897	-$42	-$42
448.71 FEDERAL NATL MTG ASSN POOL AS7343	2017-06-28	2017-06-30	$449	$451	-$2	-$2
697.05 FEDERAL NATL MTG ASSN POOL AT2127	2014-11-14	2017-06-30	$697	$699	-$2	-$2
1130.39 FEDERAL NATL MTG ASSN POOL AT5900	2014-07-11	2017-06-30	$1,130	$1,117	$13	$13
1716.99 FEDERAL NATL MTG ASSN POOL 932639	2010-12-20	2017-06-30	$1,717	$1,794	-$77	-$77
375.75 FEDERAL NATL MTG ASSN POOL AB2077	2011-04-15	2017-06-30	$376	$371	$5	$5
1386.03 FEDERAL NATL MTG ASSN POOL AB2275	2011-02-23	2017-06-30	$1,386	$1,407	-$21	-$21
660.82 FEDERAL NATL MTG ASSN POOL AB2333	2011-02-23	2017-06-30	$661	$649	$12	$12
1307.71 FEDERAL NATL MTG ASSN POOL AB7859	2013-07-11	2017-06-30	$1,308	$1,311	-$3	-$3
1264.26 FEDERAL NATL MTG ASSN POOL MA1525	2016-03-09	2017-06-30	$1,264	$1,319	-$55	-$55
610.94 GOVT NATL MTG ASSN II POOL MA0463	2013-03-12	2017-06-30	$611	$654	-$43	-$43
1094.89 GOVT NATL MTG ASSN II POOL MA0625	2013-01-28	2017-06-30	$1,095	$1,167	-$72	-$72
218. MARKETAXESS HLDGS INC	2011-04-27	2017-06-30	$44,314	$5,216	$39,098	$39,098
10000. QUALCOMM INC UNSC	2017-05-19	2017-06-30	$10,054	$9,999	$55	$55
1343. TORO CO	2008-03-07	2017-06-30	$92,878	$15,612	$77,266	$77,266
30000. USA TREASURY NOTES 02.250% DUE 11/15/2025		2017-06-30	$30,059	$30,745	-$686	-$686
438. WEST PHARMACEUTICAL SVCS INC	2013-11-18	2017-06-30	$41,178	$20,899	$20,279	$20,279
1802.827 HATTERAS CORE ALTERNATIVES TEI INSTITUTIONAL FUND, L.P.	2010-06-01	2017-06-30	$201,682	$157,675	$44,007	$44,007
1. BARRICK GOLD XXX-XX-XXXX	2001-01-01	2017-07-05	$387	$25	$362	$362
10000. CITIGROUP INC SUB	2016-03-01	2017-07-12	$10,419	$9,786	$633	$633
15000. EXPRESS SCRIPTS HOLDING CALL 12/01/2026 @ 100.000 COGT	2017-01-19	2017-07-12	$14,727	$14,065	$662	$662
10000. JPMORGAN CHASE & CO SUB	2016-09-21	2017-07-12	$10,376	$10,581	-$205	-$205
10000. TYSON FOODS INC CALL 03/02/2027 UNSC	2017-05-23	2017-07-12	$10,163	$9,983	$180	$180
10000. DUKE ENERGY PROGRESS INC CALL 06/01/2044 @ 100.000 MORT	2014-11-17	2017-07-14	$10,548	$9,966	$582	$582
30193.237 LAZARD GLOBAL LISTED INFRASTRUCTURE PORTFOLIO	2017-05-23	2017-07-14	$500,000	$503,321	-$3,321	-$3,321
10000. PETROLEOS MEXICANOS COM GTD ISIN US71654QAW24		2017-07-14	$10,760	$10,539	$221	$221
13885. VANGUARD MID CAP ETF	2017-03-15	2017-07-14	$2,005,284	$1,938,068	$67,216	$67,216
14649. VANGUARD SMALL CAP ETF	2016-01-29	2017-07-14	$2,005,586	$1,482,641	$522,945	$522,945
2630.86 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3	2015-10-28	2017-07-15	$2,631	$2,630	$1	$1
1809.06 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3	2014-08-26	2017-07-15	$1,809	$1,809
1424. COGNEX CORP	2008-07-31	2017-07-17	$125,566	$13,333	$112,233	$112,233
792. TORO CO	2008-03-07	2017-07-17	$55,793	$9,207	$46,586	$46,586
10000. USA TREASURY NOTE 04.500% DUE 02/15/2036	2017-07-18	2017-07-17	$12,840	$12,898	-$58	-$58
10000. METLIFE INC JR SUB	2011-02-25	2017-07-18	$11,600	$9,500	$2,100	$2,100
2731.56 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3	2015-02-25	2017-07-20	$2,732	$298	$2,434	$2,434
15000. USA TREASURY NOTES 01.625% DUE 05/15/2026		2017-07-25	$14,205	$14,208	-$3	-$3
20000. AT&T INC CALL 11/15/2020 @ 100.000 UNSC	2011-03-07	2017-07-27	$21,383	$19,330	$2,053	$2,053
35000. AMERICAN EXPRESS CREDIT SER GMTN UNSC	2014-08-15	2017-07-27	$35,347	$35,065	$282	$282
10000. USA TREASURY NOTE 04.500% DUE 02/15/2036		2017-07-27	$12,787	$12,811	-$24	-$24
20000. USA TREASURY NOTES 01.750% DUE 03/31/2022		2017-07-27	$19,938	$19,892	$46	$46
5000. ABBOTT LABORATORIES CALL 08/30/2026 @ 100.000 UNSC	2016-11-18	2017-07-28	$5,150	$4,971	$179	$179
55000. USA TREASURY NOTES 01.500% DUE 12/31/2018		2017-07-28	$55,150	$55,196	-$46	-$46
898.3 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451	2014-07-02	2017-07-31	$898	$967	-$69	-$69
1499.54 FEDERAL NATL MTG ASSN POOL AL2610	2014-03-14	2017-07-31	$1,500	$1,510	-$10	-$10
1172.5 FEDERAL NATL MTG ASSN POOL AL2935	2014-09-12	2017-07-31	$1,173	$1,197	-$24	-$24
1017.33 FEDERAL NATL MTG ASSN POOL AL3904	2014-05-02	2017-07-31	$1,017	$1,062	-$45	-$45
648.01 FEDERAL NATL MTG ASSN POOL AO7627	2012-11-05	2017-07-31	$648	$676	-$28	-$28
1142.18 FEDERAL NATL MTG ASSN POOL AQ0945	2012-11-20	2017-07-31	$1,142	$1,193	-$51	-$51
458.85 FEDERAL NATL MTG ASSN POOL AS0765	2014-01-22	2017-07-31	$459	$478	-$19	-$19
829.5 FEDERAL NATL MTG ASSN POOL AS6111	2016-04-15	2017-07-31	$830	$887	-$57	-$57
788.23 FEDERAL NATL MTG ASSN POOL AS6311	2016-05-06	2017-07-31	$788	$827	-$39	-$39
362.71 FEDERAL NATL MTG ASSN POOL AS7343	2017-06-28	2017-07-31	$363	$365	-$2	-$2
314.6 FEDERAL NATL MTG ASSN POOL AT2127	2014-11-14	2017-07-31	$315	$316	-$1	-$1
1105.3 FEDERAL NATL MTG ASSN POOL AT5900	2014-07-11	2017-07-31	$1,105	$1,093	$12	$12
1029.64 FEDERAL NATL MTG ASSN POOL 932639	2010-12-20	2017-07-31	$1,030	$1,076	-$46	-$46
1232.99 FEDERAL NATL MTG ASSN POOL AB2077	2011-04-15	2017-07-31	$1,233	$1,217	$16	$16
807.49 FEDERAL NATL MTG ASSN POOL AB2275	2011-02-23	2017-07-31	$807	$820	-$13	-$13
658.44 FEDERAL NATL MTG ASSN POOL AB2333	2011-02-23	2017-07-31	$658	$647	$11	$11
1262.67 FEDERAL NATL MTG ASSN POOL AB7859	2013-07-11	2017-07-31	$1,263	$1,266	-$3	-$3
1053.49 FEDERAL NATL MTG ASSN POOL MA1525	2016-03-09	2017-07-31	$1,053	$1,099	-$46	-$46
1108.07 GOVT NATL MTG ASSN II POOL MA0463	2013-03-12	2017-07-31	$1,108	$1,186	-$78	-$78
1003.44 GOVT NATL MTG ASSN II POOL MA0625	2013-01-28	2017-07-31	$1,003	$1,069	-$66	-$66
5000. USA TREASURY NOTE 04.500% DUE 02/15/2036	2017-04-11	2017-08-02	$6,463	$6,376	$87	$87
30000. VERIZON COMMUNICATIONS UNSC		2017-08-02	$28,952	$29,957	-$1,005	-$1,005
10000. USA TREASURY NOTES 01.625% DUE 08/15/2022	2017-05-31	2017-08-07	$9,905	$9,913	-$8	-$8
15000. REALTY INCOME CORP SR UNSECD CALL 07/15/22 @100	2014-09-15	2017-08-08	$15,366	$14,623	$743	$743
10000. USA TREASURY NOTE 04.500% DUE 02/15/2036		2017-08-08	$12,892	$12,582	$310	$310
15000. USA TREASURY NOTES 02.250% DUE 11/15/2025		2017-08-08	$15,054	$15,045	$9	$9
15000. VERIZON COMMUNICATIONS CALL 07/15/2021 @ 100.000 UNSC	2017-03-03	2017-08-08	$14,663	$14,316	$347	$347
10754. ISHARES EDGE MSCI USA MOMENTUM FACTOR ETF	2017-06-27	2017-08-09	$994,409	$962,685	$31,724	$31,724
65589. VANGUARD FTSE EMERGING MARKETS ETF		2017-08-09	$2,823,541	$2,502,077	$321,464	$321,464
15000. ANHEUSER-BUSCH INBEV FIN CALL 08/01/2045 @ 100.000 COGT	2016-01-13	2017-08-10	$16,782	$14,965	$1,817	$1,817
97916. XTRACKERS MSCI JAPAN HEDGED ETF	2015-06-10	2017-08-10	$3,747,041	$4,272,075	-$525,034	-$525,034
315. MARKETAXESS HLDGS INC	2011-04-27	2017-08-10	$61,896	$7,537	$54,359	$54,359
10000. USA TREASURY NOTES 02.000% DUE 02/28/2021	2017-07-27	2017-08-10	$10,144	$10,124	$20	$20
25000. USA TREASURY NOTES 01.625% DUE 08/15/2022	2017-05-31	2017-08-10	$24,814	$24,782	$32	$32
40000. JOHN DEERE CAPITAL CORP SER MTN UNSC	2017-01-03	2017-08-11	$40,827	$39,989	$838	$838
2406.32 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3	2015-10-28	2017-08-15	$2,406	$2,406
27113.441 HENNESY GAS UTIL INDEX FUND		2017-08-15	$820,453	$800,000	$20,453	$20,453
1987.6 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3	2014-08-26	2017-08-15	$1,988	$1,987	$1	$1
70000. USA TREASURY NOTE 01.625% DUE 12/31/2019	2017-04-24	2017-08-16	$70,353	$70,392	-$39	-$39
1782. AMERICAN CAMPUS CMNTYS INC		2017-08-21	$83,537	$49,763	$33,774	$33,774
1101. MARKETAXESS HLDGS INC		2017-08-21	$204,690	$26,163	$178,527	$178,527
10000. USA TREASURY NOTES 01.625% DUE 08/15/2022	2017-05-31	2017-08-23	$9,940	$9,913	$27	$27
5000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC	2016-09-22	2017-08-24	$4,964	$4,995	-$31	-$31
199. CALATLANTIC GROUP INC	2014-06-24	2017-08-29	$6,788	$7,623	-$835	-$835
647. CANTEL MEDICAL CORP	2013-11-18	2017-08-29	$50,133	$22,950	$27,183	$27,183
187. COHEN & STEERS INC	2013-11-18	2017-08-29	$7,078	$7,398	-$320	-$320
343. HEARTLAND EXPRESS INC	2013-11-18	2017-08-29	$7,515	$6,138	$1,377	$1,377
279. KAPSTONE PAPER & PACKAGING	2014-09-04	2017-08-29	$5,915	$9,174	-$3,259	-$3,259
77. NATIONAL HEALTH INVS INC	2013-11-18	2017-08-29	$6,152	$4,734	$1,418	$1,418
175. NORTHWESTERN CORPORATION	2013-11-18	2017-08-29	$10,568	$7,872	$2,696	$2,696
170. PROASSURANCE CORPORATION	2013-11-18	2017-08-29	$9,047	$7,984	$1,063	$1,063
253. RITCHIE BROS AUCTIONEERS INC SEDOL 2202729	2008-03-07	2017-08-29	$7,329	$6,046	$1,283	$1,283
264. STAG INDUSTRIES INC	2015-03-20	2017-08-29	$7,305	$6,484	$821	$821
170. STIFEL FINL CORP	2013-11-18	2017-08-29	$7,985	$7,533	$452	$452
148. TEXAS CAP BANCSHARES INC	2014-04-09	2017-08-29	$10,829	$9,283	$1,546	$1,546
122. UNIVERSAL FST PRODS INC	2013-11-18	2017-08-29	$10,247	$6,350	$3,897	$3,897
40000. USA TREASURY NOTES 01.500% DUE 12/31/2018	2017-06-29	2017-08-30	$40,119	$40,090	$29	$29
40000. USA TREASURY NOTE 01.625% DUE 12/31/2019		2017-08-30	$40,239	$40,209	$30	$30
3884. CBS CORP CLASS B WI	2017-06-27	2017-08-31	$249,646	$250,735	-$1,089	-$1,089
138388.181 DRIEHAUS ACTIVE INCOME FUND FUND 640	2014-08-20	2017-08-31	$1,357,588	$1,479,370	-$121,782	-$121,782
1153.91 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451	2014-07-02	2017-08-31	$1,154	$1,242	-$88	-$88
1277.85 FEDERAL NATL MTG ASSN POOL AL2610	2014-03-14	2017-08-31	$1,278	$1,286	-$8	-$8
850.89 FEDERAL NATL MTG ASSN POOL AL2935	2014-09-12	2017-08-31	$851	$869	-$18	-$18
985.33 FEDERAL NATL MTG ASSN POOL AL3904	2014-05-02	2017-08-31	$985	$1,028	-$43	-$43
987.98 FEDERAL NATL MTG ASSN POOL AO7627	2012-11-05	2017-08-31	$988	$1,030	-$42	-$42
751.06 FEDERAL NATL MTG ASSN POOL AQ0945	2012-11-20	2017-08-31	$751	$784	-$33	-$33
1157.17 FEDERAL NATL MTG ASSN POOL AS0765	2014-01-22	2017-08-31	$1,157	$1,205	-$48	-$48
730.43 FEDERAL NATL MTG ASSN POOL AS6111	2016-04-15	2017-08-31	$730	$781	-$51	-$51
1268.81 FEDERAL NATL MTG ASSN POOL AS6311	2016-05-06	2017-08-31	$1,269	$1,331	-$62	-$62
340.63 FEDERAL NATL MTG ASSN POOL AS7343	2017-06-28	2017-08-31	$341	$343	-$2	-$2
400.36 FEDERAL NATL MTG ASSN POOL AT2127	2014-11-14	2017-08-31	$400	$402	-$2	-$2
816.66 FEDERAL NATL MTG ASSN POOL AT5900	2014-07-11	2017-08-31	$817	$807	$10	$10
921.35 FEDERAL NATL MTG ASSN POOL 932639	2010-12-20	2017-08-31	$921	$962	-$41	-$41
781.39 FEDERAL NATL MTG ASSN POOL AB2077	2011-04-15	2017-08-31	$781	$771	$10	$10
793.17 FEDERAL NATL MTG ASSN POOL AB2275	2011-02-23	2017-08-31	$793	$805	-$12	-$12
789.74 FEDERAL NATL MTG ASSN POOL AB2333	2011-02-23	2017-08-31	$790	$776	$14	$14
1353.97 FEDERAL NATL MTG ASSN POOL AB7859	2013-07-11	2017-08-31	$1,354	$1,358	-$4	-$4
1336.67 FEDERAL NATL MTG ASSN POOL MA1525	2016-03-09	2017-08-31	$1,337	$1,394	-$57	-$57
606.22 GOVT NATL MTG ASSN II POOL MA0463	2013-03-12	2017-08-31	$606	$649	-$43	-$43
1114.05 GOVT NATL MTG ASSN II POOL MA0625	2013-01-28	2017-08-31	$1,114	$1,187	-$73	-$73
40934. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF	2016-11-15	2017-08-31	$1,012,692	$1,117,494	-$104,802	-$104,802
25000. USA TREASURY NOTES 01.750% DUE 03/31/2022	2017-08-11	2017-09-05	$25,139	$25,033	$106	$106
15000. USA TREASURY NOTES 01.750% DUE 10/31/2020	2017-06-15	2017-09-05	$15,148	$15,089	$59	$59
574. MICRO FOCUS INTL-SPN ADR W/I SEDOL BF958L7	2017-05-03	2017-09-06	$18,117	$17,451	$666	$666
20000. USA TREASURY NOTES 02.500% DUE 02/15/2045		2017-09-06	$19,160	$18,300	$860	$860
15000. USA TREASURY NOTES 01.625% DUE 08/15/2022	2017-08-30	2017-09-06	$14,959	$14,926	$33	$33
36338. XTRACKERS MSCI EUROPE HEDGED ETF		2017-09-07	$1,001,815	$1,016,850	-$15,035	-$15,035
11021. VANGUARD LARGE CAP ETF	2017-07-14	2017-09-07	$1,247,926	$1,239,642	$8,284	$8,284
4416. VANGUARD LARGE CAP ETF	2017-07-14	2017-09-11	$505,090	$496,712	$8,378	$8,378
1. ANADARKO PETROLEUM CORPORATION SECURITIES LITIGATION	2001-01-01	2017-09-12	$11	$11
30000. USA TREASURY NOTE 01.625% DUE 12/31/2019		2017-09-12	$30,161	$30,135	$26	$26
.709 MICRO FOCUS INTL-SPN ADR W/I SEDOL BF958L7	2017-05-03	2017-09-13	$23	$22	$1	$1
15000. USA TREASURY NOTES 01.625% DUE 05/15/2026		2017-09-13	$14,376	$14,181	$195	$195
20000. DOMINION RESOURCES INC SER A SR UNSECD		2017-09-15	$20,000	$19,999	$1	$1
2357.05 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3	2015-10-28	2017-09-15	$2,357	$2,357
1729.64 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3	2014-08-26	2017-09-15	$1,730	$1,729	$1	$1
25000. REALTY INCOME CORP UNSC	2016-10-26	2017-09-15	$25,000	$25,000
55000. USA TREASURY NOTES 02.000% DUE 02/28/2021		2017-09-15	$55,711	$55,461	$250	$250
10000. USA TREASURY NOTES 02.500% DUE 08/15/2023	2017-03-03	2017-09-15	$10,321	$10,134	$187	$187
4979. MURPHY OIL CORP		2017-09-19	$127,279	$124,350	$2,929	$2,929
9034. NEWS CORP/NEW-CL A-W/I		2017-09-19	$117,344	$115,249	$2,095	$2,095
1129.72 HONDA AUTO RECEIVABLES OWNER T SERIES 2015 4 CLASS A3	2015-10-14	2017-09-21	$1,130	$1,130
8000. ISHARES EDGE MSCI USA MOMENTUM FACTOR ETF	2017-08-21	2017-09-27	$756,317	$729,680	$26,637	$26,637
71233. ISHARES INC MSCI JAPAN ETF	2017-04-28	2017-09-27	$3,951,802	$3,700,547	$251,255	$251,255
84991. VANGUARD FTSE EUROPE ETF		2017-09-27	$4,883,461	$4,810,610	$72,851	$72,851
448. HEICO CORP NEW		2017-09-28	$40,530	$20,143	$20,387	$20,387
15000. USA TREASURY NOTES 01.625% DUE 05/15/2026	2017-03-24	2017-09-28	$14,210	$14,058	$152	$152
2142.09 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451	2014-07-02	2017-09-30	$2,142	$2,305	-$163	-$163
1310.82 FEDERAL NATL MTG ASSN POOL AL2610	2014-03-14	2017-09-30	$1,311	$1,320	-$9	-$9
1305.27 FEDERAL NATL MTG ASSN POOL AL2935	2014-09-12	2017-09-30	$1,305	$1,332	-$27	-$27
953.02 FEDERAL NATL MTG ASSN POOL AL3904	2014-05-02	2017-09-30	$953	$994	-$41	-$41
1566.43 FEDERAL NATL MTG ASSN POOL AO7627	2012-11-05	2017-09-30	$1,566	$1,632	-$66	-$66
1373.2 FEDERAL NATL MTG ASSN POOL AQ0945	2012-11-20	2017-09-30	$1,373	$1,434	-$61	-$61
573.03 FEDERAL NATL MTG ASSN POOL AS0765	2014-01-22	2017-09-30	$573	$597	-$24	-$24
471.53 FEDERAL NATL MTG ASSN POOL AS5332	2017-09-15	2017-09-30	$472	$498	-$26	-$26
372.74 FEDERAL NATL MTG ASSN POOL AS6111	2016-04-15	2017-09-30	$373	$399	-$26	-$26
886.45 FEDERAL NATL MTG ASSN POOL AS6311	2016-05-06	2017-09-30	$886	$930	-$44	-$44
314.74 FEDERAL NATL MTG ASSN POOL AS7343	2017-06-28	2017-09-30	$315	$317	-$2	-$2
226.43 FEDERAL NATL MTG ASSN POOL AT2127	2014-11-14	2017-09-30	$226	$227	-$1	-$1
783.46 FEDERAL NATL MTG ASSN POOL AT5900	2014-07-11	2017-09-30	$783	$774	$9	$9
1721.62 FEDERAL NATL MTG ASSN POOL 932639	2010-12-20	2017-09-30	$1,722	$1,798	-$76	-$76
1576.86 FEDERAL NATL MTG ASSN POOL AB2077	2011-04-15	2017-09-30	$1,577	$1,557	$20	$20
1389.23 FEDERAL NATL MTG ASSN POOL AB2275	2011-02-23	2017-09-30	$1,389	$1,411	-$22	-$22
646.23 FEDERAL NATL MTG ASSN POOL AB2333	2011-02-23	2017-09-30	$646	$635	$11	$11
1278.21 FEDERAL NATL MTG ASSN POOL AB7859	2013-07-11	2017-09-30	$1,278	$1,282	-$4	-$4
666.22 FEDERAL NATL MTG ASSN POOL MA1525	2016-03-09	2017-09-30	$666	$695	-$29	-$29
897.85 GOVT NATL MTG ASSN II POOL MA0463	2013-03-12	2017-09-30	$898	$961	-$63	-$63
889.01 GOVT NATL MTG ASSN II POOL MA0625	2013-01-28	2017-09-30	$889	$947	-$58	-$58
1481.018 HATTERAS CORE ALTERNATIVES TEI INSTITUTIONAL FUND, L.P.	2010-06-01	2017-09-30	$167,399	$129,530	$37,869	$37,869
20000. NORTHERN STATES PWR-MINN CALL 03/15/2047 MORT	2017-09-06	2017-10-02	$19,826	$19,801	$25	$25
19802. ISHARES EDGE MSCI MIN VOL USA ETF		2017-10-03	$999,988	$984,300	$15,688	$15,688
25000. VALERO ENERGY CORP CALL 06/15/2026 @ 100.000 UNSC		2017-10-03	$24,773	$24,920	-$147	-$147
16750. VANGUARD LARGE CAP ETF	2011-01-06	2017-10-03	$1,941,615	$976,847	$964,768	$964,768
11289. VANGUARD LARGE CAP ETF	2017-07-14	2017-10-03	$1,308,591	$1,269,787	$38,804	$38,804
45000. CAPITAL ONE MULTI-ASSET EXECUT SERIES 2016 A3 CLASS A3	2016-07-18	2017-10-04	$44,652	$45,000	-$348	-$348
20000. USA TREASURY NOTE 01.625% DUE 12/31/2019	2017-09-20	2017-10-04	$20,046	$20,085	-$39	-$39
30000. HSBC HOLDINGS PLC SR UNSEC ISIN US404280AK50 SEDOL B61GQ88		2017-10-12	$32,685	$31,570	$1,115	$1,115
5000. USA TREASURY NOTES 02.500% DUE 02/15/2045	2017-10-02	2017-10-12	$4,658	$4,654	$4	$4
15814.28 CENTERPOINT ENERGY TRANSITION SERIES 2012-1 CLASS A2	2012-08-09	2017-10-15	$15,814	$16,121	-$307	-$307
2264.99 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3	2015-10-28	2017-10-15	$2,265	$2,265
1748.08 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3	2014-08-26	2017-10-15	$1,748	$1,748
8539. VANGUARD LARGE CAP ETF	2011-01-06	2017-10-16	$1,000,521	$497,988	$502,533	$502,533
55000. USA TREASURY NOTES 02.000% DUE 02/28/2021	2017-03-24	2017-10-17	$55,438	$55,405	$33	$33
10000. USA TREASURY NOTES 01.625% DUE 08/15/2022	2017-08-30	2017-10-17	$9,857	$9,951	-$94	-$94
20000. BB&T CORPORATION SER MTN CALL 04/10/21 @100 UNSC	2016-05-05	2017-10-18	$19,894	$19,979	-$85	-$85
15000. CATERPILLAR FINL SERVICE UNSC	2017-09-05	2017-10-18	$14,936	$14,987	-$51	-$51
10000. GENERAL ELECTRIC CO SR UNSECD	2014-05-21	2017-10-18	$10,471	$9,840	$631	$631
15000. STATE STREET CORP UNSC	2016-05-16	2017-10-18	$14,904	$14,992	-$88	-$88
15000. VISA INC CALL 08/15/2022 UNSC	2017-09-06	2017-10-18	$14,917	$14,955	-$38	-$38
45000. USA TREASURY NOTES 02.125% DUE 09/30/2021		2017-10-19	$45,443	$45,588	-$145	-$145
50000. USA TREASURY NOTES 01.750% DUE 03/31/2022		2017-10-19	$49,609	$49,721	-$112	-$112
2659.52 HONDA AUTO RECEIVABLES OWNER T SERIES 2015 4 CLASS A3	2015-10-14	2017-10-21	$2,660	$2,659	$1	$1
420. JOHN BEAN TECHNOLOGY	2017-06-30	2017-10-23	$43,485	$40,938	$2,547	$2,547
5000. USA TREASURY NOTES 02.375% DUE 08/15/2024	2017-03-09	2017-10-23	$5,053	$4,971	$82	$82
5000. USA TREASURY NOTES 02.250% DUE 11/15/2025	2017-07-12	2017-10-23	$4,982	$4,997	-$15	-$15
20000. AMERICAN EXPRESS CO CALL 07/01/2022 UNSC	2017-07-27	2017-10-24	$19,889	$19,984	-$95	-$95
20000. USA TREASURY NOTE 01.625% DUE 12/31/2019	2017-09-20	2017-10-24	$20,002	$20,083	-$81	-$81
25000. CAPITAL ONE FINANCIAL CO CALL 03/24/2019 @ 100.000 UNSC	2015-08-18	2017-10-26	$25,143	$24,729	$414	$414
5000. GENERAL ELECTRIC CO SR UNSECD	2014-05-21	2017-10-26	$5,192	$4,920	$272	$272
15000. USA TREASURY NOTE 04.500% DUE 02/15/2036	2017-03-17	2017-10-26	$18,969	$18,679	$290	$290
5000. USA TREASURY NOTES 02.500% DUE 08/15/2023	2017-03-03	2017-10-26	$5,086	$5,066	$20	$20
3444. CALATLANTIC GROUP INC		2017-10-31	$167,998	$95,888	$72,110	$72,110
527.47 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451	2014-07-02	2017-10-31	$527	$567	-$40	-$40
357.57 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611	2017-10-17	2017-10-31	$358	$368	-$10	-$10
1550.27 FEDERAL NATL MTG ASSN POOL AL2610	2014-03-14	2017-10-31	$1,550	$1,561	-$11	-$11
878.9 FEDERAL NATL MTG ASSN POOL AL2935	2014-09-12	2017-10-31	$879	$897	-$18	-$18
1100.43 FEDERAL NATL MTG ASSN POOL AL3904	2014-05-02	2017-10-31	$1,100	$1,148	-$48	-$48
608.2 FEDERAL NATL MTG ASSN POOL AO7627	2012-11-05	2017-10-31	$608	$634	-$26	-$26
209.47 FEDERAL NATL MTG ASSN POOL AQ0945	2012-11-20	2017-10-31	$209	$219	-$10	-$10
618.14 FEDERAL NATL MTG ASSN POOL AS0765	2014-01-22	2017-10-31	$618	$643	-$25	-$25
805.08 FEDERAL NATL MTG ASSN POOL AS5332	2017-09-15	2017-10-31	$805	$851	-$46	-$46
756.56 FEDERAL NATL MTG ASSN POOL AS6111	2016-04-15	2017-10-31	$757	$809	-$52	-$52
1096.73 FEDERAL NATL MTG ASSN POOL AS6311	2016-05-06	2017-10-31	$1,097	$1,150	-$53	-$53
416.27 FEDERAL NATL MTG ASSN POOL AS7343	2017-06-28	2017-10-31	$416	$419	-$3	-$3
362.37 FEDERAL NATL MTG ASSN POOL AT2127	2014-11-14	2017-10-31	$362	$363	-$1	-$1
577.61 FEDERAL NATL MTG ASSN POOL AT5900	2014-07-11	2017-10-31	$578	$571	$7	$7
967.79 FEDERAL NATL MTG ASSN POOL 932639	2010-12-20	2017-10-31	$968	$1,011	-$43	-$43
781.21 FEDERAL NATL MTG ASSN POOL AB2077	2011-04-15	2017-10-31	$781	$771	$10	$10
3600.33 FEDERAL NATL MTG ASSN POOL AB2275	2011-02-23	2017-10-31	$3,600	$3,655	-$55	-$55
864.18 FEDERAL NATL MTG ASSN POOL AB2333	2011-02-23	2017-10-31	$864	$849	$15	$15
1239.93 FEDERAL NATL MTG ASSN POOL AB7859	2013-07-11	2017-10-31	$1,240	$1,243	-$3	-$3
1850.96 FEDERAL NATL MTG ASSN POOL MA1525	2016-03-09	2017-10-31	$1,851	$1,930	-$79	-$79
879.04 FEDERAL NATL MTG ASSN POOL MA2803	2017-10-19	2017-10-31	$879	$884	-$5	-$5
755.31 GOVT NATL MTG ASSN II POOL MA0463	2013-03-12	2017-10-31	$755	$808	-$53	-$53
955.77 GOVT NATL MTG ASSN II POOL MA0625	2013-01-28	2017-10-31	$956	$1,018	-$62	-$62
35000. USA TREASURY NOTE 01.625% DUE 12/31/2019		2017-10-31	$35,004	$35,098	-$94	-$94
15000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC		2017-11-03	$15,669	$15,016	$653	$653
10000. PRICELINE GROUP INC/THE CALL 03/01/2026 @ 100.000 UNSC	2016-05-18	2017-11-03	$10,221	$9,967	$254	$254
10000. USA TREASURY NOTE 04.500% DUE 02/15/2036	2017-03-17	2017-11-07	$12,962	$12,449	$513	$513
25000. USA TREASURY NOTES 02.000% DUE 02/28/2021	2017-03-24	2017-11-07	$25,160	$25,181	-$21	-$21
25000. AT&T INC CALL 01/01/2024 @ 100.000 UNSC	2014-11-25	2017-11-08	$26,554	$25,846	$708	$708
20000. USA TREASURY NOTES 01.750% DUE 10/31/2020	2017-06-15	2017-11-08	$19,992	$20,113	-$121	-$121
5000. WAL-MART STORES INC CALL 06/15/2047 UNSC	2017-10-11	2017-11-13	$5,094	$4,992	$102	$102
87438. ISHARES S&P LATIN AMERICA 40 IDX FD		2017-11-14	$2,857,425	$2,911,990	-$54,565	-$54,565
27293. SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND	2017-05-16	2017-11-14	$996,171	$1,016,924	-$20,753	-$20,753
2289.67 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3	2015-10-28	2017-11-15	$2,290	$2,289	$1	$1
2625.96 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3	2014-08-26	2017-11-15	$2,626	$2,625	$1	$1
15000. USA TREASURY NOTES 02.000% DUE 02/28/2021	2017-03-24	2017-11-15	$15,072	$15,108	-$36	-$36
50000. USA TREASURY NOTES 02.250% DUE 11/15/2025		2017-11-17	$49,813	$49,967	-$154	-$154
20000. USA TREASURY NOTES 01.625% DUE 05/15/2026	2017-03-24	2017-11-17	$18,923	$18,744	$179	$179
720. UNIVERSAL FST PRODS INC	2013-11-18	2017-11-17	$25,802	$12,492	$13,310	$13,310
7337. SECTOR SPDR TR SBI INT-ENERGY	2017-09-27	2017-11-20	$493,337	$500,527	-$7,190	-$7,190
15000. USA TREASURY NOTES 02.250% DUE 11/15/2025		2017-11-20	$14,917	$14,988	-$71	-$71
18160. VANGUARD FINANCIALS ETF	2017-07-14	2017-11-20	$1,205,453	$1,142,789	$62,664	$62,664
8443. VANGUARD LARGE CAP ETF	2011-01-06	2017-11-20	$1,001,486	$492,389	$509,097	$509,097
2610.68 HONDA AUTO RECEIVABLES OWNER T SERIES 2015 4 CLASS A3	2015-10-14	2017-11-21	$2,611	$2,610	$1	$1
37650.602 DIAMOND HILL LONG-SHORT FUND	2017-03-15	2017-11-28	$1,000,000	$997,741	$2,259	$2,259
1120.35 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451	2014-07-02	2017-11-30	$1,120	$1,205	-$85	-$85
348.21 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611	2017-10-17	2017-11-30	$348	$358	-$10	-$10
1374.8 FEDERAL NATL MTG ASSN POOL AL2610	2014-03-14	2017-11-30	$1,375	$1,384	-$9	-$9
1418.28 FEDERAL NATL MTG ASSN POOL AL2935	2014-09-12	2017-11-30	$1,418	$1,448	-$30	-$30
954.9 FEDERAL NATL MTG ASSN POOL AL3904	2014-05-02	2017-11-30	$955	$996	-$41	-$41
640.83 FEDERAL NATL MTG ASSN POOL AO7627	2012-11-05	2017-11-30	$641	$667	-$26	-$26
221.24 FEDERAL NATL MTG ASSN POOL AQ0945	2012-11-20	2017-11-30	$221	$231	-$10	-$10
378.53 FEDERAL NATL MTG ASSN POOL AS0765	2014-01-22	2017-11-30	$379	$394	-$15	-$15
951.63 FEDERAL NATL MTG ASSN POOL AS5332	2017-09-15	2017-11-30	$952	$1,006	-$54	-$54
1103.19 FEDERAL NATL MTG ASSN POOL AS6111	2016-04-15	2017-11-30	$1,103	$1,180	-$77	-$77
911.7 FEDERAL NATL MTG ASSN POOL AS6311	2016-05-06	2017-11-30	$912	$956	-$44	-$44
351.28 FEDERAL NATL MTG ASSN POOL AS7343	2017-06-28	2017-11-30	$351	$353	-$2	-$2
708.47 FEDERAL NATL MTG ASSN POOL AT2127	2014-11-14	2017-11-30	$708	$711	-$3	-$3
743.92 FEDERAL NATL MTG ASSN POOL AT5900	2014-07-11	2017-11-30	$744	$735	$9	$9
245.48 FEDERAL NATL MTG ASSN POOL 932639	2010-12-20	2017-11-30	$245	$256	-$11	-$11
919.17 FEDERAL NATL MTG ASSN POOL AB2077	2011-04-15	2017-11-30	$919	$907	$12	$12
735.21 FEDERAL NATL MTG ASSN POOL AB2275	2011-02-23	2017-11-30	$735	$746	-$11	-$11
1617.83 FEDERAL NATL MTG ASSN POOL AB2333	2011-02-23	2017-11-30	$1,618	$1,589	$29	$29
272.08 FEDERAL NATL MTG ASSN POOL AB7859	2013-07-11	2017-11-30	$272	$273	-$1	-$1
1088.37 FEDERAL NATL MTG ASSN POOL MA1525	2016-03-09	2017-11-30	$1,088	$1,135	-$47	-$47
970.86 FEDERAL NATL MTG ASSN POOL MA2803	2017-10-19	2017-11-30	$971	$976	-$5	-$5
933.69 GOVT NATL MTG ASSN II POOL MA0463	2013-03-12	2017-11-30	$934	$999	-$65	-$65
1016.02 GOVT NATL MTG ASSN II POOL MA0625	2013-01-28	2017-11-30	$1,016	$1,082	-$66	-$66
15000. USA TREASURY NOTE 01.625% DUE 12/31/2019	2017-10-26	2017-11-30	$14,950	$14,993	-$43	-$43
20000. USA TREASURY NOTES 01.750% DUE 10/31/2020	2017-06-15	2017-11-30	$19,934	$20,110	-$176	-$176
10000. ORACLE CORP CALL 05/15/2037 UNSC	2017-11-07	2017-12-04	$10,309	$9,962	$347	$347
5000. USA TREASURY NOTES 02.500% DUE 02/15/2045	2017-10-02	2017-12-04	$4,750	$4,654	$96	$96
10000. BANK OF AMERICA CORP SNTS	2014-03-27	2017-12-05	$10,611	$9,963	$648	$648
1653. CELGENE CORP	2016-11-23	2017-12-05	$170,823	$195,814	-$24,991	-$24,991
4618. ISHARES EDGE MSCI USA MOMENTUM FACTOR ETF	2016-11-22	2017-12-05	$471,863	$350,597	$121,266	$121,266
38534. ISHARES EDGE MSCI USA MOMENTUM FACTOR ETF		2017-12-05	$3,937,371	$3,310,659	$626,712	$626,712
5803. JD.COM INC-ADR ADR SEDOL BMM27D9	2017-06-27	2017-12-05	$217,375	$244,508	-$27,133	-$27,133
326062.935 TEMPLETON GLOBAL BOND FUND AD FUND		2017-12-05	$3,964,925	$4,000,000	-$35,075	-$35,075
20877. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF		2017-12-05	$484,984	$551,723	-$66,739	-$66,739
39651. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF	2017-10-03	2017-12-05	$921,115	$1,003,484	-$82,369	-$82,369
30000. USA TREASURY NOTES 01.750% DUE 10/31/2020	2017-06-15	2017-12-06	$29,864	$30,165	-$301	-$301
1. COUNTRYWIDE FINANCIAL CORP MERGED 7/01/2008	2001-01-01	2017-12-08	$2,548		$2,548	$2,548
15000. USA TREASURY NOTES 02.250% DUE 11/15/2025	2017-10-03	2017-12-11	$14,897	$14,985	-$88	-$88
10000. USA TREASURY NOTES 02.250% DUE 11/15/2025	2017-10-03	2017-12-11	$9,930	$9,990	-$60	-$60
30000. BANK OF NEW YORK MELLON SER 10YR CALL 01/05/24 @100 UNSC	2014-01-28	2017-12-12	$31,463	$29,891	$1,572	$1,572
20000. CROWN CASTLE INTL CORP CALL 06/01/2027 UNSC		2017-12-12	$19,910	$20,014	-$104	-$104
15000. USA TREASURY NOTE 04.500% DUE 02/15/2036		2017-12-13	$19,422	$19,119	$303	$303
1142. HEICO CORP NEW		2017-12-14	$104,083	$51,042	$53,041	$53,041
5000. USA TREASURY NOTES 03.75% DUE 08/15/2041	2017-08-30	2017-12-14	$5,967	$5,962	$5	$5
5000. USA TREASURY NOTES 03.75% DUE 08/15/2041	2017-08-30	2017-12-14	$5,968	$5,962	$6	$6
35000. USA TREASURY NOTES 02.250% DUE 11/15/2025		2017-12-14	$34,871	$34,965	-$94	-$94
20000. USA TREASURY NOTES 01.750% DUE 10/31/2020		2017-12-14	$19,914	$20,106	-$192	-$192
1991.56 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3	2015-10-28	2017-12-15	$1,992	$1,991	$1	$1
379.17 HONDA AUTO RECEIVABLES OWNER T SERIES 2016 2 CLASS A3	2016-05-24	2017-12-15	$379	$379
1496.33 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3	2014-08-26	2017-12-15	$1,496	$37	$1,459	$1,459
10000. USA TREASURY NOTES 03.75% DUE 08/15/2041	2017-08-30	2017-12-15	$11,934	$11,924	$10	$10
5000. FLORIDA POWER & LIGHT CO CALL 06/01/2047 MORT	2017-11-13	2017-12-18	$5,227	$4,960	$267	$267
10000. MORGAN STANLEY UNSC	2016-11-14	2017-12-18	$9,962	$9,949	$13	$13
5000. PUBLIC SERVICE ELECTRIC SER MTN CALL 06/01/2047	2017-12-04	2017-12-18	$5,109	$4,996	$113	$113
30000. USA TREASURY NOTES 02.250% DUE 11/15/2025		2017-12-18	$29,798	$29,843	-$45	-$45
3861. AMPLIFY SNACK BRANDS INC	2016-06-02	2017-12-19	$46,099	$51,908	-$5,809	-$5,809
627. AMPLIFY SNACK BRANDS INC	2017-01-18	2017-12-19	$7,486	$6,989	$497	$497
15000. GENERAL MOTORS FINL CO CALL 02/13/2024 COGT	2017-04-10	2017-12-19	$15,429	$14,975	$454	$454
5000. GENERAL MOTORS FINL CO CALL 02/13/2024 COGT	2017-04-10	2017-12-19	$5,151	$4,992	$159	$159
10000. USA TREASURY NOTES 02.250% DUE 11/15/2025	2017-03-24	2017-12-19	$9,878	$9,907	-$29	-$29
20000. USA TREASURY NOTES 01.625% DUE 05/15/2026	2017-12-12	2017-12-19	$18,763	$18,833	-$70	-$70
12113. VANGUARD LARGE CAP ETF	2011-01-06	2017-12-19	$1,495,800	$706,420	$789,380	$789,380
5000. MIDAMERICAN ENERGY HLDGS BDS SERIES WI	2017-10-26	2017-12-20	$6,631	$6,488	$143	$143
2441.21 HONDA AUTO RECEIVABLES OWNER T SERIES 2015 4 CLASS A3	2015-10-14	2017-12-21	$2,441	$2,441
15000. MIDAMERICAN ENERGY HLDGS BDS SERIES WI	2010-02-04	2017-12-21	$19,948	$15,225	$4,723	$4,723
5000. USA TREASURY NOTES 01.750% DUE 10/31/2020	2017-07-14	2017-12-28	$4,969	$5,023	-$54	-$54
35000. USA TREASURY NOTES 01.750% DUE 10/31/2020	2017-03-24	2017-12-28	$34,780	$35,051	-$271	-$271
CAPITAL GAIN DIVIDENDS					$549,953		P

Field	Value	IRS element (for citing)
Capital Gain Net Income	$8,773,076	CapitalGainNetIncomeAmt

Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp

Field	Value	IRS element (for citing)
Liable Section4942 Tax	false	LiableSection4942TaxInd
Adjusted Qlfy Distri Yr1	$9,437,697	AdjustedQlfyDistriYr1Amt
Net Vl Noncharitable Assets Yr1	$183,303,857	NetVlNoncharitableAssetsYr1Amt
Distribution Yr1	0.051487	DistributionYr1Rt
Adjusted Qlfy Distri Yr2	$9,257,485	AdjustedQlfyDistriYr2Amt
Net Vl Noncharitable Assets Yr2	$191,670,717	NetVlNoncharitableAssetsYr2Amt
Distribution Yr2	0.048299	DistributionYr2Rt
Adjusted Qlfy Distri Yr3	$9,000,506	AdjustedQlfyDistriYr3Amt
Net Vl Noncharitable Assets Yr3	$198,313,188	NetVlNoncharitableAssetsYr3Amt
Distribution Yr3	0.045385	DistributionYr3Rt
Adjusted Qlfy Distri Yr4	$8,733,963	AdjustedQlfyDistriYr4Amt
Net Vl Noncharitable Assets Yr4	$185,161,964	NetVlNoncharitableAssetsYr4Amt
Distribution Yr4	0.047169	DistributionYr4Rt
Adjusted Qlfy Distri Yr5	$8,401,769	AdjustedQlfyDistriYr5Amt
Net Vl Noncharitable Assets Yr5	$173,001,590	NetVlNoncharitableAssetsYr5Amt
Distribution Yr5	0.048565	DistributionYr5Rt
Total Distribution	0.240905	TotalDistributionRt
Average Distribution	0.048181	AverageDistributionRt
Net Vl Noncharitable Assets	$187,347,086	NetVlNoncharitableAssetsAmt
Adj Net Vl Noncharitable Assets	$9,026,570	AdjNetVlNoncharitableAssetsAmt
Net Investment Income Pct	$130,184	NetInvestmentIncomePctAmt
Adj Nonchrtbl Net Invst Incm Pct	$9,156,754	AdjNonchrtblNetInvstIncmPctAmt
Qualifying Distributions	$9,126,683	QualifyingDistributionsAmt

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

Field	Value	IRS element (for citing)
Investment Income Excise Tax	$260,369	InvestmentIncomeExciseTaxAmt
Tax Under Section511	$0	TaxUnderSection511Amt
Subtotal	$260,369	SubtotalAmt
Subtitle A Tax	$0	SubtitleATaxAmt
Tax Based On Investment Income	$260,369	TaxBasedOnInvestmentIncomeAmt
Estimated Plus Ovpmt Incm Tx	$131,451	EstimatedPlusOvpmtIncmTxAmt
Extsn Request Income Tax Paid	$0	ExtsnRequestIncomeTaxPaidAmt
Total Payments And Credits	$131,451	TotalPaymentsAndCreditsAmt
Form2220 Attached	Yes (X)	Form2220AttachedInd
Es Penalty	$0	EsPenaltyAmt
Tax Due	$128,918	TaxDueAmt
Applied To ES Tax	$0	AppliedToESTaxAmt
Refund	$0	RefundAmt

Statements Regarding Acty StatementsRegardingActyGrp

Field	Value	IRS element (for citing)
Legislative Political Acty	false	LegislativePoliticalActyInd
More Than100 Spent	false	MoreThan100SpentInd
Form1120 POL Filed	false	Form1120POLFiledInd
Activities Not Previously Rpt	false	ActivitiesNotPreviouslyRptInd
Changes To Articles Or Bylaws	false	ChangesToArticlesOrBylawsInd
Unrelated Bus Incm Over Limit	false	UnrelatedBusIncmOverLimitInd
Organization Dissolved Etc	false	OrganizationDissolvedEtcInd
Section508e Rqr Satisfied	Yes (true)	Section508eRqrSatisfiedInd
At Least5000 In Assets	Yes (true)	AtLeast5000InAssetsInd
Org Report Or Register State	MD	OrgReportOrRegisterStateCd
Org Report Or Register State	NC	OrgReportOrRegisterStateCd
Form990 PF Filed With Atty Gen	Yes (true)	Form990PFFiledWithAttyGenInd
Private Operating Foundation	false	PrivateOperatingFoundationInd
New Substantial Contributors	false	NewSubstantialContributorsInd
Own Controlled Entity	false	OwnControlledEntityInd
Donor Advised Fund	false	DonorAdvisedFundInd
Comply With Public Insp Rqr	Yes (true)	ComplyWithPublicInspRqrInd

Persons With Books Name PersonsWithBooksName

Field	Value	IRS element (for citing)
Business Name Line1	PNC BANK NA	BusinessNameLine1Txt

Field	Value	IRS element (for citing)
Phone	4127629161	PhoneNum

Location Of Books US Address LocationOfBooksUSAddress

Field	Value	IRS element (for citing)
Address Line1	116 ALLEGHENY CENTER MALL	AddressLine1Txt
City	PITTSBURGH	CityNm
State Abbreviation	PA	StateAbbreviationCd
ZIP	15212	ZIPCd

Field	Value	IRS element (for citing)
Foreign Accounts Question	false	ForeignAccountsQuestionInd

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

Field	Value	IRS element (for citing)
Sale Or Exch Disqualified Prsn	false	SaleOrExchDisqualifiedPrsnInd
Brrw Or Lend Disqualified Prsn	false	BrrwOrLendDisqualifiedPrsnInd
Furn Goods Disqualified Prsn	false	FurnGoodsDisqualifiedPrsnInd
Pay Comp Disqualified Prsn	Yes (true)	PayCompDisqualifiedPrsnInd
Transfer Ast Disqualified Prsn	false	TransferAstDisqualifiedPrsnInd
Payment To Government Official	false	PaymentToGovernmentOfficialInd
Acts Fail To Qlfy As Exceptions	false	ActsFailToQlfyAsExceptionsInd
Uncorrected Prior Acts	false	UncorrectedPriorActsInd
Undistributed Income PY	false	UndistributedIncomePYInd
Undistr Incm Sect4942a2 Not App	false	UndistrIncmSect4942a2NotAppInd
Business Holdings	false	BusinessHoldingsInd
Jeopardy Investments	false	JeopardyInvestmentsInd
Uncorrected PY Jeopardy Invst	false	UncorrectedPYJeopardyInvstInd
Influence Legislation	false	InfluenceLegislationInd
Influence Election	false	InfluenceElectionInd
Grants To Individuals	false	GrantsToIndividualsInd
Grants To Organizations	false	GrantsToOrganizationsInd
Noncharitable Purpose	false	NoncharitablePurposeInd
Rcv Fnds To Pay Prsnl Bnft Cntrct	false	RcvFndsToPayPrsnlBnftCntrctInd
Pay Premiums Prsnl Bnft Cntrct	false	PayPremiumsPrsnlBnftCntrctInd
Prohibited Tax Shelter Trans	false	ProhibitedTaxShelterTransInd

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp

Field	Value	IRS element (for citing)
Person	PNC BANK N A	PersonNm

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	116 ALLEGHENY CENTER MALL	AddressLine1Txt
City	PITTSBURGH	CityNm
State Abbreviation	PA	StateAbbreviationCd
ZIP	15212	ZIPCd

Field	Value	IRS element (for citing)
Title	TRUSTEE	TitleTxt
Average Hrs Per Wk Devoted To Pos	40	AverageHrsPerWkDevotedToPosRt
Compensation	$349,565	CompensationAmt

Field	Value	IRS element (for citing)
Comp Of Hghst Pd Empl Or NONE	NONE	CompOfHghstPdEmplOrNONETxt
Other Employee Paid Over50k	0	OtherEmployeePaidOver50kCnt
Comp Of Hghst Pd Cntrct Or NONE	NONE	CompOfHghstPdCntrctOrNONETxt
Contractor Paid Over50k	0	ContractorPaidOver50kCnt

Field	Value	IRS element (for citing)
Summary Of Direct Chrtbl Acty		SummaryOfDirectChrtblActyGrp
Sum Of Program Related Invst		SumOfProgramRelatedInvstGrp

Minimum Investment Return MinimumInvestmentReturnGrp

Field	Value	IRS element (for citing)
Average Monthly FMV Of Sec	$190,200,087	AverageMonthlyFMVOfSecAmt
Average Monthly Cash Balances	$0	AverageMonthlyCashBalancesAmt
FMV All Other Noncharitable Ast	$0	FMVAllOtherNoncharitableAstAmt
Total FMV Of Unused Assets	$190,200,087	TotalFMVOfUnusedAssetsAmt
Reduction Claimed	$0	ReductionClaimedAmt
Acquisition Indebtedness	$0	AcquisitionIndebtednessAmt
Adjusted Total FMV Of Unused Ast	$190,200,087	AdjustedTotalFMVOfUnusedAstAmt
Cash Deemed Charitable	$2,853,001	CashDeemedCharitableAmt
Net Vl Noncharitable Assets	$187,347,086	NetVlNoncharitableAssetsAmt
Minimum Investment Return	$9,367,354	MinimumInvestmentReturnAmt

Distributable Amount DistributableAmountGrp

Field	Value	IRS element (for citing)
Minimum Investment Return	$9,367,354	MinimumInvestmentReturnAmt
Tax Based On Investment Income	$260,369	TaxBasedOnInvestmentIncomeAmt
Total Tax	$260,369	TotalTaxAmt
Distributable Before Adj	$9,106,985	DistributableBeforeAdjAmt
Recoveries Qualfied Distri	$0	RecoveriesQualfiedDistriAmt
Distributable Before Ded	$9,106,985	DistributableBeforeDedAmt
Deduction From Distributable	$0	DeductionFromDistributableAmt
Distributable As Adjusted	$9,106,985	DistributableAsAdjustedAmt

Qualifying Distri Part XII QualifyingDistriPartXIIGrp

Field	Value	IRS element (for citing)
Expenses And Contributions	$9,126,683	ExpensesAndContributionsAmt
Program Related Invst Total	$0	ProgramRelatedInvstTotalAmt
Charitable Assets Acquis Paid	$0	CharitableAssetsAcquisPaidAmt
Set Aside Suitability Test	$0	SetAsideSuitabilityTestAmt
Set Aside Cash Distri Test	$0	SetAsideCashDistriTestAmt
Qualifying Distributions	$9,126,683	QualifyingDistributionsAmt
Pct Sect4940e Org Net Invst Incm	$0	PctSect4940eOrgNetInvstIncmAmt
Adjusted Qualifying Distri	$9,126,683	AdjustedQualifyingDistriAmt

Undistributed Income UndistributedIncomeGrp

Field	Value	IRS element (for citing)
Distributable As Adjusted	$9,106,985	DistributableAsAdjustedAmt
Undistributed Income PY	$9,056,770	UndistributedIncomePYAmt
Total For Prior Years	$0	TotalForPriorYearsAmt
Excess Distribution Cyov Yr5	$0	ExcessDistributionCyovYr5Amt
Excess Distribution Cyov Yr4	$0	ExcessDistributionCyovYr4Amt
Excess Distribution Cyov Yr3	$0	ExcessDistributionCyovYr3Amt
Excess Distribution Cyov Yr2	$0	ExcessDistributionCyovYr2Amt
Excess Distribution Cyov Yr1	$0	ExcessDistributionCyovYr1Amt
Total Excess Distribution Cyov	$0	TotalExcessDistributionCyovAmt
Qualifying Distributions	$9,126,683	QualifyingDistributionsAmt
Applied To Year1	$9,056,770	AppliedToYear1Amt
Applied To Prior Years	$0	AppliedToPriorYearsAmt
Treated As Distri From Corpus	$0	TreatedAsDistriFromCorpusAmt
Applied To Current Year	$69,913	AppliedToCurrentYearAmt
Remaining Distri From Corpus	$0	RemainingDistriFromCorpusAmt
Excess Distri Cyov App CY Corpus	$0	ExcessDistriCyovAppCYCorpusAmt
Excess Distribution Cyov App CY	$0	ExcessDistributionCyovAppCYAmt
Total Corpus	$0	TotalCorpusAmt
Prior Year Undistributed Incm	$0	PriorYearUndistributedIncmAmt
Prior Year Deficiency Or Tax	$0	PriorYearDeficiencyOrTaxAmt
Taxable1	$0	Taxable1Amt
Taxable2	$0	Taxable2Amt
Undistributed Income CY	$9,037,072	UndistributedIncomeCYAmt
Corpus Distri170b1 E Or4942g3	$0	CorpusDistri170b1EOr4942g3Amt
Excess Distri Cyov From Yr5	$0	ExcessDistriCyovFromYr5Amt
Excess Distri Cyov To Next Yr	$0	ExcessDistriCyovToNextYrAmt
Excess From Year4	$0	ExcessFromYear4Amt
Excess From Year3	$0	ExcessFromYear3Amt
Excess From Year2	$0	ExcessFromYear2Amt
Excess From Year1	$0	ExcessFromYear1Amt
Excess From Current Year	$0	ExcessFromCurrentYearAmt

Supplementary Information SupplementaryInformationGrp

Field	Value	IRS element (for citing)
Only Contri To Preselected	Yes (X)	OnlyContriToPreselectedInd

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp

Recipient Business Name RecipientBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	Z SMITH REYNOLDS FOUNDATION	BusinessNameLine1Txt

Recipient US Address RecipientUSAddress

Field	Value	IRS element (for citing)
Address Line1	102 W THIRD STREET	AddressLine1Txt
City	WINSTONSALEM	CityNm
State Abbreviation	NC	StateAbbreviationCd
ZIP	27101	ZIPCd

Field	Value	IRS element (for citing)
Recipient Relationship	NONE	RecipientRelationshipTxt
Recipient Foundation Status	PC	RecipientFoundationStatusTxt
Grant Or Contribution Purpose	GENERAL SUPPORT	GrantOrContributionPurposeTxt
Amt	$9,056,770	Amt

Field	Value	IRS element (for citing)
Total Grant Or Contri Pd Dur Yr	$9,056,770	TotalGrantOrContriPdDurYrAmt

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

Field	Value	IRS element (for citing)
Fees Contracts From Govt Ag		FeesContractsFromGovtAgGrp
Membership Dues And Assmnt		MembershipDuesAndAssmntGrp
Int On Sav And Temp Cash Invst		IntOnSavAndTempCashInvstGrp

Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp

Field	Value	IRS element (for citing)
Exclusion	14	ExclusionCd
Exclusion	$4,418,322	ExclusionAmt

Field	Value	IRS element (for citing)
Net Rntl Incm Re Debt Fincd Prop		NetRntlIncmReDebtFincdPropGrp
Net Rntl Incm Re Not Debt Fincd Prop		NetRntlIncmReNotDebtFincdProp
Net Rental Income Personal Prop		NetRentalIncomePersonalPropGrp

Other Investment Incm Part VII OtherInvestmentIncmPartVIIGrp

Field	Value	IRS element (for citing)
Exclusion	14	ExclusionCd
Exclusion	$167	ExclusionAmt

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

Field	Value	IRS element (for citing)
Exclusion	18	ExclusionCd
Exclusion	$8,773,076	ExclusionAmt

Field	Value	IRS element (for citing)
Net Income Loss From Special Evt		NetIncomeLossFromSpecialEvtGrp
Gross Profit Loss Sls Of Invntry		GrossProfitLossSlsOfInvntryGrp

Other Revenue Described OtherRevenueDescribedGrp (2 entries)

DescDesc	ExclusionExclusionCd	ExclusionExclusionAmt
BMW EXCH 7/1/16	14	$1,098
UNILEVER N V N Y S	14	$50

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

Field	Value	IRS element (for citing)
Exclusion	$13,192,713	ExclusionAmt

Field	Value	IRS element (for citing)
Total Income Producing Acty	$13,192,713	TotalIncomeProducingActyAmt

Field	Value	IRS element (for citing)
Rln Of Acty To Accom Of Exmpt Prps		RlnOfActyToAccomOfExmptPrpsGrp

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

Field	Value	IRS element (for citing)
Trnsfr Of Cash To Nonchrtbl EO	false	TrnsfrOfCashToNonchrtblEOInd
Trnsfr Other Asset Nonchrtbl EO	false	TrnsfrOtherAssetNonchrtblEOInd
Sales Or Exchanges Of Assets	false	SalesOrExchangesOfAssetsInd
Purchase Of Assets Nonchrtbl EO	false	PurchaseOfAssetsNonchrtblEOInd
Rental Of Facilities Oth Assets	false	RentalOfFacilitiesOthAssetsInd
Reimbursement Arrangements	false	ReimbursementArrangementsInd
Loans Or Loan Guarantees	false	LoansOrLoanGuaranteesInd
Performance Of Services Etc	false	PerformanceOfServicesEtcInd
Sharing Of Facilities Etc	false	SharingOfFacilitiesEtcInd
Relationships Nonchrtbl EO	false	RelationshipsNonchrtblEOInd

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (2 entries)

Category Or ItemCategoryOrItemTxt	Listed At Cost Or FMVListedAtCostOrFMVCd	Book ValueBookValueAmt	EOYFMVEOYFMVAmt
MUTUAL FUNDS - FIXED	AT COST	$16,630,773	$16,633,983
MUTUAL FUNDS - EQUITY	AT COST	$116,845,310	$146,349,223

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases Detail OtherDecreasesDetail

Field	Value	IRS element (for citing)
Desc	POSTED CURR YEAR FOR PRIOR YEAR	Desc
Amt	$3,588	Amt

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (4 entries)

DescDesc	Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
MAP MANAGEMENT FEES	$60,090	$60,090	$0
ADR SERVICE FEES	$280	$280	$0
PARTNERSHIP - EXPENSE		$24,480	$0
PARTNERSHIP - FOREIGN TAX PAID		$93	$0

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail (4 entries)

DescDesc	Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt	Net Investment IncomeNetInvestmentIncomeAmt
BMW EXCH 7/1/16	$1,098	$1,098
NEXTERA ENERGY CAPITAL SER F COGT	$167	$167
UNILEVER N V N Y SHS NEW	$50	$50
MULTIPLE PARTNERSHIPS		$185,769

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail (2 entries)

DescDesc	AmtAmt
DIFF BETWEEN SECURITIES RECEIVED/DELIVER	$245,313
COST ADJ FOR AMORTIZATION	$116,902

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (4 entries)

CategoryCategoryTxt	AmtAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
FOREIGN TAXES	$406	$406	$0
FEDERAL TAX PAYMENT - PRIOR YE	$117,837	$0	$0
FEDERAL ESTIMATES - PRINCIPAL	$75,580	$0	$0
990-T TAX PAYMENTS	$216	$0	$0

ZACHARY SMITH REYNOLDS TRUST: Form 990PF, tax year 2017

Return header ReturnHeader

Filer Filer

Business Name BusinessName

US Address USAddress

Business Officer BusinessOfficerGrp

Form 990-PF IRS990PF

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (1096 entries)

Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

Statements Regarding Acty StatementsRegardingActyGrp

Persons With Books Name PersonsWithBooksName

Location Of Books US Address LocationOfBooksUSAddress

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp

US Address USAddress

Minimum Investment Return MinimumInvestmentReturnGrp

Distributable Amount DistributableAmountGrp

Qualifying Distri Part XII QualifyingDistriPartXIIGrp

Undistributed Income UndistributedIncomeGrp

Supplementary Information SupplementaryInformationGrp

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp

Recipient Business Name RecipientBusinessName

Recipient US Address RecipientUSAddress

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp

Other Investment Incm Part VII OtherInvestmentIncmPartVIIGrp

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

Other Revenue Described OtherRevenueDescribedGrp (2 entries)

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (2 entries)

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases Detail OtherDecreasesDetail

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (4 entries)

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail (4 entries)

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail (2 entries)

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (4 entries)

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