2018-09-28T15:00:37-05:00 2017-12-31 990PF 2017-01-01 526021749 ZACHARY SMITH REYNOLDS TRUST REYN 4127629161 116 ALLEGHENY CENTER MALL P8YB3502L PITTSBURGH PA 15212 PNC BANK N A BY VICE PRESIDENT 4127629161 2018-09-18 2017 2022-09-23 18:48:47Z X 207134496 X 4418322 4423269 8773076 147676945 8773076 0 1315 187084 13192713 13383429 349565 279652 69913 0 0 0 0 0 0 0 0 194039 406 0 0 0 0 0 0 0 60370 84943 603974 365001 0 69913 9056770 9056770 9660744 365001 0 9126683 3531969 13018428 0 8609063 8609063 0 0 0 5729343 5924387 3025419 19281226 18684510 23850499 3317714 8553599 8666309 143028763 133476083 162983206 171357046 175247642 207134496 0 X 171357046 174130167 1117475 171357046 175247642 171357046 175247642 171357046 3531969 362215 175251230 3588 175247642 2566.96 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-01-01 2567 2766 -199 -199 4339.37 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-01-01 4339 4534 -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 1669 1681 -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 1296 1356 -60 -60 1420.47 FEDERAL NATL MTG ASSN POOL AL6962 2015-06-23 2017-01-01 1420 1494 -74 -74 1877.05 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-01-01 1877 1961 -84 -84 1017.13 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-01-01 1017 1052 -35 -35 1334.21 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-01-01 1334 1394 -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 2109 2247 -138 -138 2020.57 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-01-01 2021 2163 -142 -142 1658.21 FEDERAL NATL MTG ASSN POOL AS6311 2016-05-06 2017-01-01 1658 1740 -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 1238 1224 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 1973 1948 25 25 815. 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USA TREASURY NOTES 01.625% DUE 05/15/2026 2016-11-29 2017-01-04 18613 18843 -230 -230 1180. AMGEN INC 2016-02-12 2017-01-05 180575 169728 10847 10847 1620. APPLE INC 2016-10-04 2017-01-05 188539 182900 5639 5639 1353. CDW CORP/DE 2016-10-04 2017-01-05 70295 62101 8194 8194 795. CINTAS CORP 2016-02-12 2017-01-05 92484 66020 26464 26464 790. DISCOVER FINANCIAL W/I 2016-07-06 2017-01-05 57373 41754 15619 15619 1360. EQUIFAX INC 2016-10-04 2017-01-05 162686 181171 -18485 -18485 1180. GENERAL DYNAMICS CORP 2016-10-04 2017-01-05 207980 181012 26968 26968 787. ILLINOIS TOOL WORKS INC COM 2016-10-04 2017-01-05 95638 93708 1930 1930 733. ILLINOIS TOOL WORKS INC COM 2016-10-04 2017-01-05 89067 87279 1788 1788 1280. MORGAN STANLEY 2016-10-04 2017-01-05 55043 41076 13967 13967 1680. PEPSICO INC COM 2016-07-06 2017-01-05 175738 178438 -2700 -2700 1460. S&P GLOBAL INC 2016-10-04 2017-01-05 165169 181153 -15984 -15984 710. SUNTRUST BANKS INC COM 2016-10-04 2017-01-05 38858 31752 7106 7106 2290. TIME WARNER INC 2016-10-04 2017-01-05 217540 181392 36148 36148 2670. TYSON FDS INC COM 2016-04-06 2017-01-05 170077 181195 -11118 -11118 25000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2016-12-29 2017-01-05 25290 25177 113 113 25000. USA TREASURY NOTES 02.000% DUE 07/31/2020 2016-06-27 2017-01-05 25344 25992 -648 -648 35000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2017-01-05 34315 36291 -1976 -1976 1510. ACCENTURE PLC CLASS A SEDOL B4BNMY3 2016-10-04 2017-01-05 173684 179389 -5705 -5705 2637. CDW CORP/DE 2016-10-04 2017-01-06 136266 121035 15231 15231 825. CINTAS CORP 2016-02-12 2017-01-06 96048 68511 27537 27537 40000. WILLIAMS PARTNERS LP NOTES CALL 08/15/20 @100 2010-11-02 2017-01-06 41766 39996 1770 1770 20000. APPLE INC UNSC 2017-01-10 19274 18500 774 774 15000. BHP BILLITON FIN USA LTD SEDOL BF6DYK5 ISIN US055451AV01 2013-09-25 2017-01-10 17020 14998 2022 2022 30000. LOCKHEED MARTIN CORP CALL 09/01/2044 @ 100.000 UNSC 2015-11-16 2017-01-10 28746 25895 2851 2851 10000. LOCKHEED MARTIN CORP CALL 09/01/2044 @ 100.000 UNSC 2015-11-16 2017-01-10 9592 8632 960 960 5000. NOVARTIS CAPITAL CORP CO GUARNT 2014-08-20 2017-01-10 4877 4706 171 171 15000. ROYAL BANK OF CANADA ISIN US78011DAC83 SEDOL B6W2NM8 2012-09-12 2017-01-10 14990 14999 -9 -9 25000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2016-08-04 2017-01-10 25064 25732 -668 -668 70000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2015-12-15 2017-01-10 70180 70049 131 131 25000. VISA INC CALL 06/14/2035 @ 100.000 UNSC 2017-01-10 26229 24988 1241 1241 15000. WAL-MART STORES INC SR NOTES 2016-07-19 2017-01-10 18668 20574 -1906 -1906 10000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2016-06-27 2017-01-12 10136 10501 -365 -365 55000. USA TREASURY NOTES 01.000% DUE 06/30/2019 2016-06-27 2017-01-13 54532 55412 -880 -880 4508.31 HYUNDAI AUTO RECEIVABLES TRUST SERIES 2015 B CLASS A2 2015-04-15 2017-01-15 4508 4508 3792.24 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-01-15 3792 3791 1 1 5751.47 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2017-01-15 5751 5751 25000. USA TREASURY NOTES 01.000% DUE 12/15/2017 2015-12-15 2017-01-17 25039 24987 52 52 25000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2016-06-27 2017-01-17 25353 26248 -895 -895 53951.847 GOVT NATL MTG ASSN II POOL MA3175 2015-11-17 2017-01-19 57486 58109 -623 -623 25000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2017-01-19 24485 25695 -1210 -1210 2877.12 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-02-25 2017-01-20 2877 2877 25000. WELLS FARGO & COMPANY PERP CALL 06/15/24 @100 2014-04-14 2017-01-20 25719 25000 719 719 204266.058 AQR MANAGED FUTURES STRATEGY FUND CLASS I 2017-01-24 1922144 2000000 -77856 -77856 10861. VANGUARD ENERGY ETF 2016-09-29 2017-01-24 1124493 1049807 74686 74686 11928. VANGUARD REAL ESTATE ETF 2016-07-18 2017-01-24 1000216 1077932 -77716 -77716 5000. CYTEC INDUSTRIES INC CALL 02/01/2025 @ 100.000 UNSC 2016-04-05 2017-01-25 4957 4861 96 96 25000. CYTEC INDUSTRIES INC CALL 02/01/2025 @ 100.000 UNSC 2014-11-05 2017-01-25 24783 24990 -207 -207 391. AEP INDUSTRIES INC MERGED 01/20/17 @ $110.00 P/S 2016-02-12 2017-01-26 43010 29800 13210 13210 77. CACI INTL INC CL A 2016-02-12 2017-01-26 9410 7256 2154 2154 46. COMFORT SYS USA INC 2016-02-12 2017-01-26 1570 1174 396 396 411. COMFORT SYS USA INC 2016-02-12 2017-01-26 14066 10488 3578 3578 279. CORECIVIC INC 2016-09-14 2017-01-26 8209 4452 3757 3757 513. CORECIVIC INC 2016-09-14 2017-01-26 15120 8187 6933 6933 75. EURONET WORLDWIDE INC 2016-02-12 2017-01-26 5384 4796 588 588 91. FIDELITY SOUTHERN CORP 2016-02-12 2017-01-26 2224 1316 908 908 803. GNC HOLDINGS INC 2016-09-14 2017-01-26 7319 16969 -9650 -9650 113. GOLDEN ENTERTAINMENT INC 2016-08-15 2017-01-26 1267 1526 -259 -259 330. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2016-02-12 2017-01-26 18691 10072 8619 8619 879. PNM RES INC 2016-12-22 2017-01-26 29360 29867 -507 -507 96. SOUTH STATE CORP 2016-02-12 2017-01-26 8734 5903 2831 2831 770. VISTA OUTDOOR INC-WI 2016-08-11 2017-01-26 22068 32921 -10853 -10853 156. WGL HLDGS INC MERGED 07/09/18 @ $88.25 P/S 2016-02-12 2017-01-26 12613 10509 2104 2104 338. ICON PLC SEDOL B94G471 2016-02-12 2017-01-26 27409 22398 5011 5011 87. ONEBEACON INSURANCE GROUP LT MERGED 09/28/17 @ $18.10 P/S 2016-06-10 2017-01-26 1412 1169 243 243 72. CACI INTL INC CL A 2016-02-12 2017-01-27 8815 6785 2030 2030 25. EURONET WORLDWIDE INC 2016-02-12 2017-01-27 1791 1599 192 192 35. FIDELITY SOUTHERN CORP 2016-02-12 2017-01-27 831 506 325 325 942. GNC HOLDINGS INC 2017-01-27 8339 19783 -11444 -11444 105. GOLDEN ENTERTAINMENT INC 2016-08-15 2017-01-27 1161 1418 -257 -257 746. PNM RES INC 2017-01-27 25129 25339 -210 -210 190. SOUTH STATE CORP 2016-02-12 2017-01-27 17365 11684 5681 5681 10000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2016-05-23 2017-01-27 9768 10237 -469 -469 696. ONEBEACON INSURANCE GROUP LT MERGED 09/28/17 @ $18.10 P/S 2017-01-27 11277 9282 1995 1995 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 2217 1982 235 235 131. FIDELITY SOUTHERN CORP 2016-02-12 2017-01-30 3043 1895 1148 1148 13. GOLDEN ENTERTAINMENT INC 2016-08-15 2017-01-30 142 176 -34 -34 216. PNM RES INC 2016-12-21 2017-01-30 7255 7302 -47 -47 29. SOUTH STATE CORP 2016-02-12 2017-01-30 2609 1783 826 826 75000. USA TREASURY NOTES 01.625% DUE 04/30/2019 2016-05-26 2017-01-30 75533 76004 -471 -471 5000. USA TREASURY NOTES 01.000% DUE 12/15/2017 2015-12-15 2017-01-30 5007 4997 10 10 30000. USA TREASURY NOTES 01.125% DUE 01/15/2019 2016-07-13 2017-01-30 29957 30225 -268 -268 15000. USA TREASURY NOTE 01.500% DUE 08/31/2018 2017-01-10 2017-01-30 15098 15091 7 7 25000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2016-04-04 2017-01-30 25382 26496 -1114 -1114 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 5926 4947 979 979 230. APPLIED MATERIALS INC 2017-01-05 2017-01-31 7876 7386 490 490 100. ARROW ELECTRONICS INC 2017-01-05 2017-01-31 7359 7286 73 73 320. BANK OF AMERICA CORP 2017-01-05 2017-01-31 7259 7249 10 10 150. BANK NEW YORK MELLON CORP COM 2017-01-05 2017-01-31 6717 7198 -481 -481 160. BERRY GLOBAL GROUP INC 2016-09-02 2017-01-31 8169 7334 835 835 30. BIOGEN INC 2017-01-05 2017-01-31 8318 8803 -485 -485 90. BURLINGTON STORES INC 2016-07-06 2017-01-31 7523 6035 1488 1488 9. CACI INTL INC CL A 2016-02-12 2017-01-31 1093 848 245 245 60. CARLISLE COMPANIES INC 2016-05-16 2017-01-31 6564 6095 469 469 250. CISCO SYS INC COM 2017-01-05 2017-01-31 7670 7557 113 113 200. CITIZENS FINANCIAL GROUP 2017-01-05 2017-01-31 7234 7128 106 106 50. CONSTELLATION BRANDS INC CL A 2017-01-05 2017-01-31 7493 7377 116 116 130. DICK'S SPORTING GOODS, INC. 2016-10-04 2017-01-31 6716 7278 -562 -562 100. DISCOVER FINANCIAL W/I 2016-07-06 2017-01-31 6939 5285 1654 1654 140. DOW CHEMICAL CO 2016-02-12 2017-01-31 8362 6437 1925 1925 32. EURONET WORLDWIDE INC 2016-02-12 2017-01-31 2290 2046 244 244 1352.26 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-01-31 1352 1457 -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 1470 1524 -54 -54 1148.03 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-01-31 1148 1156 -8 -8 1152.64 FEDERAL NATL MTG ASSN POOL AL2935 2014-09-12 2017-01-31 1153 1177 -24 -24 1277.55 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-01-31 1278 1336 -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 1210 1264 -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 1617 1723 -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 1361 1344 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 1226 1204 22 22 1433.52 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-01-31 1434 1437 -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 13718 8563 5155 5155 940.62 GOVT NATL MTG ASSN II POOL MA0463 2013-03-12 2017-01-31 941 1008 -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 1576 1945 -369 -369 60. INGREDION INC 2017-01-05 2017-01-31 7660 7582 78 78 180. INTEL CORP 2016-02-12 2017-01-31 6620 5156 1464 1464 90. KRAFT HEINZ CO/THE 2016-10-04 2017-01-31 8017 7924 93 93 70. LAM RESEARCH CORP 2016-02-12 2017-01-31 8034 4629 3405 3405 250. MGM MIRAGE 2017-01-05 2017-01-31 7200 7363 -163 -163 170. MORGAN STANLEY 2016-10-04 2017-01-31 7229 5455 1774 1774 80. NORTHERN TRUST CORP 2017-01-05 2017-01-31 6640 7203 -563 -563 30. NORTHROP GRUMMAN CORPORATION 2016-06-30 2017-01-31 6877 6650 227 227 57. PNM RES INC 2016-12-21 2017-01-31 1939 1927 12 12 6720. PRICE T ROWE GROUP INC COM 2017-01-31 452084 502415 -50331 -50331 130. PRINCIPAL FINANCIAL GROUP COM 2017-01-05 2017-01-31 7440 7594 -154 -154 100. SCRIPPS NETWORKS INTERAC CL A 2017-01-05 2017-01-31 7604 7454 150 150 28. SOUTH STATE CORP 2016-02-12 2017-01-31 2509 1722 787 787 130. SUNTRUST BANKS INC COM 2016-10-04 2017-01-31 7411 5814 1597 1597 100. TEXAS INSTRS INC COM 2016-10-04 2017-01-31 7576 6938 638 638 160. TRANSCANADA CORP (HOLDING CO) 2017-01-05 2017-01-31 7544 7366 178 178 10000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2016-07-13 2017-01-31 8905 10676 -1771 -1771 90. WYNDHAM WORLDWIDE CORP 2016-02-12 2017-01-31 7121 5867 1254 1254 110. INGERSOLL-RAND PLC SEDOL: B633030 2016-06-28 2017-01-31 8728 6584 2144 2144 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 2794 1736 1058 1058 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 2001 2418 -417 -417 232. ONEBEACON INSURANCE GROUP LT MERGED 09/28/17 @ $18.10 P/S 2017-02-02 3716 3062 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 10434 10635 -201 -201 5000. AT&T INC CALL 01/01/2024 @ 100.000 UNSC 2014-11-25 2017-02-07 5217 5187 30 30 5000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC 2015-04-28 2017-02-07 4802 4970 -168 -168 10000. ANHEUSER-BUSCH INBEV FIN CALL 08/01/2045 @ 100.000 COGT 2016-01-14 2017-02-07 10797 10023 774 774 5000. AUTOMATIC DATA PROCESSNG CALL 06/15/2020 @ 100.000 UNSC 2015-09-08 2017-02-07 5151 4995 156 156 10000. BANK OF AMERICA CORP SER MTN CALL 10/21/26 @100 UNSC 2016-10-18 2017-02-07 9550 10000 -450 -450 314. BIOVERATIV INC-W/I MERGED 03/09/18 @ $105.00 P/S 2016-11-22 2017-02-07 13857 16023 -2166 -2166 10000. BURLINGTN NORTH SANTA FE CALL 03/01/2044 @ 100.000 UNSC 2016-10-04 2017-02-07 10699 11501 -802 -802 15000. CAPITAL ONE FINANCIAL CO CALL 03/24/2019 @ 100.000 UNSC 2015-08-13 2017-02-07 15134 14870 264 264 10000. CITIGROUP INC SR UNSEC 2017-01-04 2017-02-07 10048 10000 48 48 10000. CREDIT SUISSE SUB NOTES ISIN US22546 SEDOL B5PGKF2 2016-04-13 2017-02-07 10769 10651 118 118 10000. JOHN DEERE CAPITAL CORP SER MTN UNSC 2017-01-03 2017-02-07 10073 9997 76 76 15000. EQT CORP SR NOTES 2017-02-07 16130 15925 205 205 10000. ENERGY TRANSFER PARTNERS CALL 12/15/2024 @ 100.000 UNSC 2015-03-05 2017-02-07 9959 9992 -33 -33 10000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC 2016-09-22 2017-02-07 9798 9990 -192 -192 5000. HSBC HOLDINGS PLC SR UNSEC ISIN US404280AK50 SEDOL B61GQ88 2016-03-04 2017-02-07 5432 5351 81 81 20000. HASBRO INC NOTES 2010-05-11 2017-02-07 20585 20184 401 401 10000. JPMORGAN CHASE & CO NOTES 2016-12-02 2017-02-07 10815 10769 46 46 5000. JOHNSON & JOHNSON CALL 09/01/2035 @ 100.000 UNSC 2016-02-26 2017-02-07 4989 4991 -2 -2 10000. L-3 COMMUNICATIONS CORP CALL 09/15/2026 UNSC 2016-11-29 2017-02-07 10068 9949 119 119 10000. MORGAN STANLEY UNSC 2016-03-09 2017-02-07 10045 9996 49 49 10000. ROYAL BANK OF CANADA SEDOL ISIN US780082AC79 2017-01-10 2017-02-07 9968 9965 3 3 33091. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF 2014-08-13 2017-02-07 990180 1466262 -476082 -476082 5000. WAL-MART STORES INC SR NOTES 2016-07-19 2017-02-07 6143 6854 -711 -711 52228.283 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2017-02-08 53828 54029 -201 -201 83990.702 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2017-02-08 88545 89469 -924 -924 47087.791 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2017-02-08 47058 47226 -168 -168 30000. L-3 COMMUNICATIONS CORP CALL 09/15/2026 UNSC 2016-11-29 2017-02-08 30297 29847 450 450 30000. USA TREASURY NOTES 02.250% DUE 11/15/2024 2016-04-19 2017-02-08 30057 31163 -1106 -1106 15000. USA TREASURY NOTES 02.000% DUE 02/15/2023 2016-06-10 2017-02-08 14985 15504 -519 -519 629. ANALOGIC CORP NEW 2017-02-09 49078 55306 -6228 -6228 832. CEB INC MERGED 04/05/17 @ $54.00 P/S 2013-11-18 2017-02-09 63414 60699 2715 2715 15000. MICROSOFT CORP CALL 08/12/2034 @ 100.000 UNSC 2015-02-09 2017-02-09 14329 14828 -499 -499 15000. XLIT LTD SEDOL ISIN US98420EAA38 2015-03-26 2017-02-09 15098 15084 14 14 50000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-02-10 63406 66124 -2718 -2718 25000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-02-10 28300 28988 -688 -688 25000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-02-10 28300 28656 -356 -356 40000. USA TREASURY NOTES 01.625% DUE 04/30/2019 2016-05-26 2017-02-10 40302 40528 -226 -226 165000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2017-02-10 166927 172931 -6004 -6004 75000. USA TREASURY NOTES 01.000% DUE 06/30/2019 2016-06-27 2017-02-10 74449 75544 -1095 -1095 70000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-02-10 70213 69871 342 342 20000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2015-11-25 2017-02-10 19631 19816 -185 -185 100000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2017-02-10 98156 101857 -3701 -3701 800. CARDTRONICS LTD SEDOL 2013-11-18 2017-02-13 36018 33886 2132 2132 1650. CARDTRONICS LTD SEDOL 2016-07-01 2017-02-13 74287 65687 8600 8600 2219.15 HATTERAS CORE ALTERNATIVES TEI INSTITUTIONAL FUND, L.P. 2010-06-01 2017-02-14 241488 194087 47401 47401 1416. BARRACUDA NETWORKS INC MERGED 02/12/18 @ $27.55 P/S 2016-07-14 2017-02-15 33318 28135 5183 5183 167. CAVCO INDUSTRIES INC 2016-02-12 2017-02-15 18840 12502 6338 6338 5000. CONOCOPHILLIPS NOTES 2014-12-17 2017-02-15 6245 6498 -253 -253 10000. CONOCOPHILLIPS COMPANY CALL 05/15/2034 @ 100.000 COGT 2014-11-06 2017-02-15 9779 9996 -217 -217 156. EMPLOYERS HOLDINGS INC 2016-02-12 2017-02-15 5814 3668 2146 2146 370. EURONET WORLDWIDE INC 2016-02-12 2017-02-15 29560 23659 5901 5901 1090. EVERTEC INC SEDOL B7KY3Z6 2016-03-18 2017-02-15 18883 15348 3535 3535 547. EXLSERVICE HOLDINGS INC 2017-02-15 25465 28465 -3000 -3000 166. FBL FINL GROUP INC 2016-02-12 2017-02-15 11325 9406 1919 1919 50. FIDELITY SOUTHERN CORP 2016-02-12 2017-02-15 1217 723 494 494 280. GOLDEN ENTERTAINMENT INC 2016-08-15 2017-02-15 3414 3782 -368 -368 364. HAWAIIAN HOLDINGS INC 2016-04-05 2017-02-15 18806 17403 1403 1403 1088. HERITAGE INSURANCE HOLDINGS 2017-02-15 16163 17667 -1504 -1504 5172.26 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-02-15 5172 5171 1 1 5395.49 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2017-02-15 5395 5395 190. META FINANCIAL GROUP INC 2017-02-15 16373 13283 3090 3090 159. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2016-02-12 2017-02-15 8507 4853 3654 3654 464. PLANTRONICS INC NEW 2016-07-14 2017-02-15 25018 21802 3216 3216 560. TRINET GROUP INC 2016-07-14 2017-02-15 14438 12637 1801 1801 23981. VANGUARD REAL ESTATE ETF 2017-02-15 1986773 2143719 -156946 -156946 339. ARGO GROUP INTERNATIONAL ISIN BMG0464B1072 SEDOL 2499543 2016-02-12 2017-02-15 22422 16376 6046 6046 320. BIOVERATIV INC-W/I MERGED 03/09/18 @ $105.00 P/S 2017-02-16 13993 12947 1046 1046 250. EMPLOYERS HOLDINGS INC 2016-02-12 2017-02-16 9298 5878 3420 3420 333. FIDELITY SOUTHERN CORP 2016-02-12 2017-02-16 8012 4817 3195 3195 1173. GOLDEN ENTERTAINMENT INC 2017-02-16 13820 15689 -1869 -1869 539. TRINET GROUP INC 2016-07-14 2017-02-16 13989 12163 1826 1826 87. EMPLOYERS HOLDINGS INC 2016-02-12 2017-02-17 3186 2045 1141 1141 304. FIDELITY SOUTHERN CORP 2016-02-12 2017-02-17 7268 4397 2871 2871 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 3554 3554 683. FIDELITY SOUTHERN CORP 2016-02-12 2017-02-21 16255 9879 6376 6376 115. GOLDEN ENTERTAINMENT INC 2016-08-11 2017-02-21 1289 1534 -245 -245 2811. VANGUARD INDUSTRIALS ETF 2017-02-24 349445 346055 3390 3390 2938. VANGUARD MATERIALS ETF 2017-02-24 349796 346826 2970 2970 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2016-09-19 2017-02-27 4961 5222 -261 -261 20000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2016-11-29 2017-02-27 18768 18843 -75 -75 110000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2017-02-27 111384 114423 -3039 -3039 25000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2016-07-25 2017-02-27 24540 25429 -889 -889 2231. CLARCOR INC MERGED 02/28/17 @ $83.00 P/S 2017-02-28 185173 105244 79929 79929 30000. EQT CORP SR NOTES 2017-02-28 32300 31727 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 2182 2278 -96 -96 1493.61 FEDERAL NATL MTG ASSN POOL AI5868 2011-07-19 2017-02-28 1494 1549 -55 -55 1253.36 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-02-28 1253 1262 -9 -9 1796.16 FEDERAL NATL MTG ASSN POOL AL2935 2014-09-12 2017-02-28 1796 1834 -38 -38 961.8 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-02-28 962 1006 -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 1218 1304 -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 1782 1862 -80 -80 1126.02 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-02-28 1126 1112 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 1215 1193 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 1005 -42 -42 1103.25 GOVT NATL MTG ASSN II POOL MA0463 2013-03-12 2017-02-28 1103 1182 -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 168585 184950 -16365 -16365 35000. DISCOVERY COMMUNICATIONS COGT 2017-03-03 34158 33868 290 290 15000. EL PASO PIPELINE PART OP CO GUARNT 2014-11-24 2017-03-03 16657 16293 364 364 10000. ENERGY TRANSFER PARTNERS CALL 12/15/2024 @ 100.000 UNSC 2015-03-05 2017-03-03 9949 9992 -43 -43 15000. TORONTO-DOMINION BANK SUB CALL 09/15/26 @ 100.00 2016-09-08 2017-03-03 14749 14974 -225 -225 20000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2016-10-27 2017-03-03 20130 20656 -526 -526 5000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2016-10-27 2017-03-06 5030 5164 -134 -134 1570. CARLISLE COMPANIES INC 2017-03-07 164302 159466 4836 4836 10000. GOLDMAN SACHS GROUP INC SR UNSEC 2015-11-24 2017-03-08 11177 11177 10000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC 2016-09-22 2017-03-08 9718 9990 -272 -272 1287. ANI PHARMACEUTICALS INC 2016-02-12 2017-03-09 63634 36594 27040 27040 1746. AGREE RLTY CORP REIT 2017-03-09 81826 66305 15521 15521 827. ALAMO GROUP INC 2017-03-09 60804 63258 -2454 -2454 1090. ALLEGIANCE BANCSHARES INC 2017-03-09 39986 28128 11858 11858 3235. ALLIANCE RESOURCE PARTNERS L P UNIT LTD PARTNER INT 2017-03-09 70260 63447 6813 6813 861. AMERICAN ASSETS TRUST INC REITS 2016-02-12 2017-03-09 35766 30064 5702 5702 496. AMERICAN WOODMARK CORP 2016-02-12 2017-03-09 42545 29470 13075 13075 815. ANIXTER INTL INC 2017-03-09 64960 52513 12447 12447 2316. ARES MANAGEMENT, L.P. 2016-02-12 2017-03-09 43990 26681 17309 17309 1558. ARMOUR RESIDENTIAL REIT INC 2017-03-09 33712 33681 31 31 777. ASPEN TECHNOLOGY INC 2016-02-12 2017-03-09 45632 24031 21601 21601 2718. ASTORIA FINL CORP MERGED 10/02/17 2017-03-09 58373 51437 6936 6936 655. BANNER CORPORATION 2016-02-12 2017-03-09 38502 24317 14185 14185 4911. BEAZER HOMES USA INC 2017-03-09 59430 70280 -10850 -10850 1112. BERRY GLOBAL GROUP INC 2016-02-12 2017-03-09 55210 33886 21324 21324 2695. BOINGO WIRELESS INC 2017-03-09 29647 33574 -3927 -3927 995. BRIGHT HORIZONS FAMILY SOLUT 2016-02-12 2017-03-09 68971 63166 5805 5805 2963. CECO ENVIRONMENTAL CORP 2017-03-09 34770 41398 -6628 -6628 302. CACI INTL INC CL A 2016-02-12 2017-03-09 37047 28460 8587 8587 1259. CANTEL MEDICAL CORP 2016-02-12 2017-03-09 100866 72912 27954 27954 1884. CAPITAL BANK FINANCIAL MERGED 11/30/17 2016-02-12 2017-03-09 75592 57031 18561 18561 606. CAVCO INDUSTRIES INC 2016-02-12 2017-03-09 70765 45366 25399 25399 2390. CENTERSTATE BANK CORPORATION 2016-02-12 2017-03-09 60698 34003 26695 26695 1609. CHENIERE ENERGY PARTNERS L P COM UNIT REPTG LIMITED PARTNER 2017-03-09 50893 51810 -917 -917 125. CHURCHILL DOWNS INC 2016-06-08 2017-03-09 18936 15585 3351 3351 482. CHURCHILL DOWNS INC 2016-02-12 2017-03-09 73016 63570 9446 9446 1588. COMFORT SYS USA INC 2016-02-12 2017-03-09 57094 40522 16572 16572 1331. CORENERGY INFRASTRUCTURE TRU 2017-03-09 42610 44920 -2310 -2310 1904. CORELOGIC INC 2016-02-12 2017-03-09 76578 63564 13014 13014 2315. CORECIVIC INC 2017-03-09 74042 35684 38358 38358 652. CURTISS WRIGHT CORP 2016-02-12 2017-03-09 62422 41235 21187 21187 1339. DEVRY EDUCATION GROUP INC NAME CHG 05/24/17 2016-07-14 2017-03-09 44315 29563 14752 14752 2537. DIEBOLD NIXDORF INC 2017-03-09 75985 64416 11569 11569 1422. DOUGLAS DYNAMICS INC 2016-02-12 2017-03-09 43801 27115 16686 16686 6780. DYNEGY INC/NEW MERGED 04/09/18 2017-03-09 52328 67622 -15294 -15294 1204. EMCOR GROUP INC 2017-03-09 75295 58198 17097 17097 1826. EMPLOYERS HOLDINGS INC 2016-02-12 2017-03-09 69246 42930 26316 26316 1240. ENANTA PHARMACEUTICALS INC 2017-03-09 35995 40510 -4515 -4515 756. ENERSYS 2017-03-09 58034 42065 15969 15969 1508. ENLINK MIDSTREAM LLC 2017-03-09 29554 25111 4443 4443 1594. ENVESTNET INC 2017-03-09 55636 59997 -4361 -4361 3925. EVERTEC INC SEDOL B7KY3Z6 2017-03-09 63834 54011 9823 9823 2489. EXELIXIS INC 2017-03-09 55594 27149 28445 28445 588. FBL FINL GROUP INC 2016-02-12 2017-03-09 40427 33317 7110 7110 30619.096 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-03-09 31901 32772 -871 -871 46813.022 FEDERAL NATL MTG ASSN POOL AS6311 2016-05-06 2017-03-09 47449 49124 -1675 -1675 47127.378 FEDERAL NATL MTG ASSN POOL AS7343 2017-03-09 46165 48678 -2513 -2513 2538. FIRST BUSEY CORP 2017-03-09 76273 60179 16094 16094 2430. FIRST FINANCIAL BANCORP 2016-02-12 2017-03-09 66862 39858 27004 27004 1280. FIRST MERCHANTS CORP 2016-02-12 2017-03-09 51465 28942 22523 22523 1430. FIRST MIDWEST BANCORP INC DEL 2016-02-12 2017-03-09 34738 23293 11445 11445 2892. FORESTAR GROUP INC MERGED 10/05/17 2017-03-09 37207 39488 -2281 -2281 1083. GLAUKOS CORP 2016-09-13 2017-03-09 49130 36907 12223 12223 801. HAWAIIAN HOLDINGS INC 2016-04-05 2017-03-09 39057 38297 760 760 1234. HEALTHSOUTH CORP NAME CHANGE 01/02/18 2017-03-09 51948 51832 116 116 2278. HERITAGE INSURANCE HOLDINGS 2017-03-09 33898 35583 -1685 -1685 2662. HOPE BANCORP INC 2016-02-12 2017-03-09 55915 36901 19014 19014 2067. IDT CORP-CLASS B 2017-03-09 28344 36358 -8014 -8014 339. ICU MED INC 2017-03-09 50547 50355 192 192 588. INC RESEARCH HOLDINGS INC-A NAME CHANGE 1/4/18 2016-02-12 2017-03-09 27159 22534 4625 4625 1861. INNOPHOS HOLDINGS INC 2017-03-09 99561 53301 46260 46260 2965. INOVALON HOLDINGS INC - A 2017-03-09 34771 33790 981 981 4047. IRONWOOD PHARMACEUTICALS INC 2017-03-09 73243 47671 25572 25572 3956. KULICKE & SOFFA INDUSTRIES INC 2017-03-09 79805 52905 26900 26900 497. LITTELFUSE INC 2017-03-09 78968 59212 19756 19756 1194. MKS INSTRS INC 2017-03-09 78536 50253 28283 28283 2560. MEDICAL PROPERTIES TRUST INC 2017-03-09 31322 33025 -1703 -1703 841. MEDIDATA SOLUTIONS INC 2016-08-11 2017-03-09 47047 45312 1735 1735 2263. MERCANTILE BANK CORP 2016-02-12 2017-03-09 72254 50039 22215 22215 469. META FINANCIAL GROUP INC 2017-03-09 40544 32554 7990 7990 1280. MICROSEMI CORP MERGED 05/29/18 @ $68.78 P/S 2016-02-12 2017-03-09 66184 39069 27115 27115 164. MINERALS TECHNOLOGIES INC 2017-03-09 12026 11083 943 943 656. MINERALS TECHNOLOGIES INC 2016-02-12 2017-03-09 48106 29140 18966 18966 3313. MINERVA NEUROSCIENCES INC 2017-03-09 28393 34695 -6302 -6302 538. MOLINA HEALTHCARE INC 2016-02-12 2017-03-09 25591 29930 -4339 -4339 1032. MOOG INC CLASS A 2016-07-14 2017-03-09 67848 57482 10366 10366 828. MULTI-COLOR CORP 2016-02-12 2017-03-09 59565 36544 23021 23021 5387. NRG YIELD INC-CLASS C 2017-03-09 90165 90591 -426 -426 801. NACCO INDUSTRIES INC CLASS A 2016-02-12 2017-03-09 54791 38196 16595 16595 1080. NATUS MEDICAL INC 2016-02-12 2017-03-09 40133 35794 4339 4339 421. NEENAH PAPER, INC. 2016-02-12 2017-03-09 31041 23902 7139 7139 2724. NOVANTA INC SEDOL BD8S5H8 2016-02-12 2017-03-09 71809 33543 38266 38266 691. NUVASIVE INC 2017-03-09 51374 51615 -241 -241 1919. ONEMAIN HOLDINGS INC 2017-02-15 2017-03-09 51511 53483 -1972 -1972 841. PRA HEALTH SCIENCES INC 2017-03-09 49882 51217 -1335 -1335 593. PS BUSINESS PKS INC CALIF STRATEGIC BALANCED FD CL D 2016-02-12 2017-03-09 67698 51918 15780 15780 1315. PAMPA ENERGIA S A SPONSORED ADR 2017-03-09 61387 36523 24864 24864 502. PAPA JOHN'S INTL INC 2016-02-12 2017-03-09 37867 25011 12856 12856 439. PAREXEL INTERNATIONAL CORP 2016-02-12 2017-03-09 28603 25542 3061 3061 2118. PARTY CITY HOLDCO INC 2017-03-09 29896 35649 -5753 -5753 750. PLANTRONICS INC NEW 2016-07-14 2017-03-09 39850 35240 4610 4610 1120. POLYONE CORPORATION 2016-02-12 2017-03-09 37267 28691 8576 8576 254. POOL CORP 2016-02-12 2017-03-09 29703 19518 10185 10185 951. QUALYS INC 2016-07-14 2017-03-09 32772 29755 3017 3017 633. RBC BEARINGS INC 2016-10-17 2017-03-09 56807 44997 11810 11810 2848. RED ROCK RESORTS INC-CLASS A 2017-03-09 60364 67774 -7410 -7410 1082. SJW GROUP 2017-03-09 50416 53078 -2662 -2662 1135. SANMINA CORP 2016-02-12 2017-03-09 44477 22379 22098 22098 1043. SANMINA CORP 2017-03-09 40872 29074 11798 11798 926. SILICON LABORATORIES INC 2016-02-12 2017-03-09 64504 34577 29927 29927 1036. SOUTH STATE CORP 2016-02-12 2017-03-09 93694 63709 29985 29985 1343. SPARTANNASH COMPANY 2016-02-12 2017-03-09 43321 26399 16922 16922 743. SPARTANNASH COMPANY 2016-10-17 2017-03-09 23967 21606 2361 2361 1527. STANDARD MOTOR PRODUCTS INC 2016-02-12 2017-03-09 71223 52333 18890 18890 870. SUMMIT HOTEL PROPERTIES INC REITS 2016-11-02 2017-03-09 13451 11194 2257 2257 2654. SUMMIT HOTEL PROPERTIES INC REITS 2016-02-12 2017-03-09 41033 25329 15704 15704 5196. SUNCOKE ENERGY INC 2017-03-09 43803 52982 -9179 -9179 2637. SUPERNUS PHARMACEUTICALS INC 2017-03-09 73138 61236 11902 11902 1326. TAKE-TWO INTERACTIVE SOFTWARE COM 2017-03-09 78726 48975 29751 29751 307. TECH DATA CORP 2016-02-12 2017-03-09 28945 19539 9406 9406 1599. TRINET GROUP INC 2016-07-14 2017-03-09 46418 36083 10335 10335 860. 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FRESH DEL MONTE PRODUCE INC 2016-02-12 2017-03-09 60519 42325 18194 18194 297. HELEN OF TROY LIMITED SEDOL 2419530 2016-02-12 2017-03-09 28395 25865 2530 2530 332. ICON PLC SEDOL B94G471 2016-02-12 2017-03-09 26558 22000 4558 4558 2108. LIBERTY LILAC GROUP CLAS A SEDOL BTC0M71 ISIN GB00BTC0M714 2017-03-09 47906 60730 -12824 -12824 3281. ONEBEACON INSURANCE GROUP LT MERGED 09/28/17 @ $18.10 P/S 2017-03-09 51293 43151 8142 8142 1551. TRITON INTERNATIONAL LTD SEDOL BDBBB21 2017-03-09 34400 34967 -567 -567 3753. ADECOAGRO SA SEDOL B65BNQ6 2017-03-09 43415 39608 3807 3807 1724. MELLANOX TECHNOLOGIES LTD ISIN IL0011017329 SEDOL B196S6 2016-02-12 2017-03-09 83765 77830 5935 5935 2123. DICK'S SPORTING GOODS, INC. 2016-10-04 2017-03-13 100058 118856 -18798 -18798 915. DICK'S SPORTING GOODS, INC. 2016-10-04 2017-03-13 43012 51226 -8214 -8214 82. DICK'S SPORTING GOODS, INC. 2016-10-04 2017-03-13 3935 4591 -656 -656 5000. 21ST CENTY FOX AMER INC 06.650% DUE 11/15/2037 2016-10-21 2017-03-14 6108 6588 -480 -480 25000. WELLS FARGO & COMPANY SER MTN UNSC 2014-09-02 2017-03-14 24644 24933 -289 -289 3114.65 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-03-15 3115 3114 1 1 4879.76 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2017-03-15 4880 4880 20000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-03-16 19458 20289 -831 -831 90000. USA TREASURY NOTES 03.125% DUE 08/15/2044 2017-03-17 90204 93027 -2823 -2823 15000. USA TREASURY NOTES 03.125% DUE 08/15/2044 2017-03-17 15034 17746 -2712 -2712 65000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-03-17 57370 69255 -11885 -11885 60000. USA TREASURY NOTES 01.000% DUE 06/30/2019 2017-03-17 59454 59775 -321 -321 2967.03 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-02-25 2017-03-20 2967 2967 35299. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF 2017-03-22 994351 1290118 -295767 -295767 15000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-03-03 2017-03-22 15062 15015 47 47 60000. USA TREASURY NOTE 01.625% DUE 07/31/2019 2015-02-06 2017-03-22 60356 60293 63 63 22984. VANGUARD SMALL CAP ETF 2017-03-22 2991721 2636134 355587 355587 2530. ARROW ELECTRONICS INC 2017-01-05 2017-03-23 183644 184329 -685 -685 30000. USA TREASURY NOTES 02.000% DUE 07/31/2020 2016-06-27 2017-03-23 30354 31121 -767 -767 115000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2017-03-24 116146 115618 528 528 25000. USA TREASURY NOTES 02.250% DUE 11/15/2024 2017-03-14 2017-03-24 24926 24563 363 363 95000. USA TREASURY NOTES 02.625% DUE 08/15/2020 2017-03-24 98054 97892 162 162 220000. USA TREASURY NOTES 02.625% DUE 08/15/2020 2017-03-24 227073 226274 799 799 10000. USA TREASURY NOTES 02.625% DUE 11/15/2020 2015-02-03 2017-03-24 10320 10414 -94 -94 155000. USA TREASURY NOTES 02.125% DUE 08/15/2021 2017-03-24 156659 156966 -307 -307 90000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-03-24 88070 88221 -151 -151 65000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-03-24 63606 64151 -545 -545 60000. USA TREASURY NOTES 01.000% DUE 11/30/2019 2016-10-12 2017-03-24 59332 59890 -558 -558 35000. USA TREASURY NOTES 02.000% DUE 02/15/2023 2017-03-24 34792 35879 -1087 -1087 70000. USA TREASURY NOTES 02.000% DUE 02/15/2023 2016-01-14 2017-03-24 69584 70586 -1002 -1002 185000. USA TREASURY NOTES 02.000% DUE 07/31/2020 2016-06-27 2017-03-24 187182 191907 -4725 -4725 75000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2017-03-24 73822 73533 289 289 30000. USA TREASURY NOTES 02.125% DUE 05/15/2025 2015-12-30 2017-03-24 29529 29534 -5 -5 45000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-03-24 2017-03-29 45074 45082 -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 1040 1086 -46 -46 1037.91 FEDERAL NATL MTG ASSN POOL AH6219 2011-12-19 2017-03-31 1038 1083 -45 -45 1548.476 FEDERAL NATL MTG ASSN POOL AI5868 2011-07-19 2017-03-31 1548 1605 -57 -57 1561.22 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-03-31 1561 1572 -11 -11 1141.12 FEDERAL NATL MTG ASSN POOL AL2935 2014-09-12 2017-03-31 1141 1165 -24 -24 1088.99 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-03-31 1089 1138 -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 3136 3185 -49 -49 1164.92 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2017-03-31 1165 1144 21 21 1432.63 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-03-31 1433 1437 -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 1994372 1973756 20616 20616 2097.575 HATTERAS CORE ALTERNATIVES TEI INSTITUTIONAL FUND, L.P. 2010-06-01 2017-03-31 231635 183454 48181 48181 10000. AT&T INC CALL 01/01/2024 @ 100.000 UNSC 2014-11-25 2017-04-04 10504 10368 136 136 15000. ABBOTT LABORATORIES CALL 08/30/2026 @ 100.000 UNSC 2016-11-18 2017-04-04 15093 14914 179 179 10000. ACTAVIS FUNDING SCS SEDOL ISIN US00507UAR23 2015-03-03 2017-04-04 10217 9986 231 231 15000. AMERICAN CAMPUS CMNTYS CALL 01/15/2023 @ 100.000 COGT 2016-10-26 2017-04-04 15325 15578 -253 -253 15000. AMERICAN EXPRESS CREDIT SER MTN UNSC 2015-05-20 2017-04-04 15113 14985 128 128 10000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC 2017-04-04 9812 9886 -74 -74 5000. ANHEUSER-BUSCH INBEV FIN CALL 08/01/2045 @ 100.000 COGT 2016-01-13 2017-04-04 5430 4988 442 442 10000. APPLE INC UNSC 2014-05-08 2017-04-04 9611 9207 404 404 15000. ASSURANT INC UNSC 2017-01-17 2017-04-04 15095 15102 -7 -7 10000. BP CAPITAL MARKETS PLC SEDOL ISIN US05565QDL95 2017-02-08 2017-04-04 10047 9999 48 48 20000. BANK OF AMERICA CORP SNTS 2015-01-22 2017-04-04 20797 20849 -52 -52 10000. BANK OF AMERICA CORP SER MTN CALL 10/21/26 @100 UNSC 2016-10-18 2017-04-04 9563 10000 -437 -437 10000. CVS HEALTH CORP SER 7YR CALL 05/20/22 @100 UNSC 2016-12-02 2017-04-04 10357 10283 74 74 10000. CAPITAL ONE FINANCIAL CO CALL 03/24/2019 @ 100.000 UNSC 2015-08-18 2017-04-04 10057 9891 166 166 5000. CARNIVAL CORP SEDOL ISIN US143658BA91 2013-10-09 2017-04-04 5273 4987 286 286 5000. CARNIVAL CORP SEDOL ISIN US143658BA91 2016-07-26 2017-04-04 5273 5336 -63 -63 10000. CATERPILLAR FINL SERVICE SER MTN UNSC 2017-01-05 2017-04-04 10018 9989 29 29 10000. CITIGROUP INC SUB 2015-10-23 2017-04-04 10189 10027 162 162 20000. CONSTELLATION BRANDS INC COGT 2017-01-13 2017-04-04 20818 20781 37 37 15000. DOMINION RESOURCES INC SER A SR UNSECD 2016-09-27 2017-04-04 14977 15002 -25 -25 10000. EXPRESS SCRIPTS HOLDING CALL 12/01/2026 @ 100.000 COGT 2017-01-19 2017-04-04 9469 9376 93 93 99581.476 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2017-04-04 102584 104021 -1437 -1437 82161.82 FEDERAL NATL MTG ASSN POOL AH6219 2011-12-19 2017-04-04 86694 85763 931 931 72326.892 FEDERAL NATL MTG ASSN POOL AI5868 2011-07-19 2017-04-04 78079 74979 3100 3100 39518.236 FEDERAL NATL MTG ASSN POOL AL6962 2015-06-23 2017-04-04 41124 41542 -418 -418 89048.876 FEDERAL NATL MTG ASSN POOL AS7343 2016-06-09 2017-04-04 88618 91745 -3127 -3127 51057.035 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2017-04-04 56035 53353 2682 2682 44011.81 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-04-04 46611 43451 3160 3160 10000. FEDEX CORP COGT 2015-01-06 2017-04-04 9651 9954 -303 -303 10000. FIDELITY NATIONAL INFORM CALL 05/15/2026 @ 100.000 UNSC 2017-04-04 9470 9986 -516 -516 20000. FLORIDA POWER & LIGHT CO CALL 04/01/2044 @ 100.000 MORT 2014-09-02 2017-04-04 20474 19934 540 540 15000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC 2016-12-06 2017-04-04 15308 15052 256 256 20000. GOLDMAN SACHS GROUP INC CALL 11/13/2019 UNSC 2016-12-08 2017-04-04 20022 19985 37 37 10000. HSBC HOLDINGS PLC SR UNSEC ISIN US404280AK50 SEDOL B61GQ88 2016-03-04 2017-04-04 10882 10677 205 205 30000. HASBRO INC NOTES 2010-05-11 2017-04-04 30607 30204 403 403 10000. JPMORGAN CHASE & CO NOTES 2011-06-14 2017-04-04 10784 9986 798 798 5000. JPMORGAN CHASE & CO NOTES 2016-12-02 2017-04-04 5392 5371 21 21 10000. JPMORGAN CHASE & CO SUB 2016-09-21 2017-04-04 10237 10595 -358 -358 10000. JOHNSON & JOHNSON CALL 09/01/2035 @ 100.000 UNSC 2016-02-26 2017-04-04 9924 9982 -58 -58 10000. KLA-TENCOR CORP CALL 09/01/2021 @ 100.000 UNSC 2014-11-13 2017-04-04 10516 10059 457 457 10000. KINDER MORGAN ENER PART SR UNSEC 2011-02-24 2017-04-04 11647 10592 1055 1055 10000. KRAFT FOODS GROUP INC SER WI 2015-06-05 2017-04-04 10225 10025 200 200 10000. MARRIOTT INTERNATIONAL SER R CALL 03/15/26 @100 UNSC 2017-04-04 9710 9962 -252 -252 10000. MICROSOFT CORP CALL 02/08/2036 @ 100.000 UNSC 2016-08-01 2017-04-04 9534 9961 -427 -427 10000. MICROSOFT CORP CALL 12/06/2023 UNSC 2017-01-30 2017-04-04 10091 9927 164 164 20000. MORGAN STANLEY UNSC 2016-11-14 2017-04-04 19910 19898 12 12 30000. NEXTERA ENERGY CAPITAL SER F COGT 2016-09-27 2017-04-04 30056 30083 -27 -27 10000. ORACLE CORP CALL 01/08/2034 @ 100.000 UNSC 2014-06-30 2017-04-04 10429 9996 433 433 10000. PHILLIPS 66 CALL 05/15/2034 @ 100.000 COGT 2014-11-12 2017-04-04 10140 9874 266 266 10000. PRICELINE GROUP INC/THE CALL 03/01/2026 @ 100.000 UNSC 2016-05-18 2017-04-04 9995 9981 14 14 2628. PRINCIPAL FINANCIAL GROUP COM 2016-11-29 2017-04-04 165290 150765 14525 14525 10000. REALTY INCOME CORP SR UNSECD CALL 07/15/22 @100 2014-09-15 2017-04-04 10121 9749 372 372 20000. ROYAL BANK OF CANADA SEDOL ISIN US780082AC79 2017-01-10 2017-04-04 19962 19929 33 33 15000. SANTANDER UK GROUP HLDGS SEDOL BYZDT48 ISIN US80281LAC90 2015-10-13 2017-04-04 15037 15006 31 31 10000. SCRIPPS NETWORKS INTERAC CALL 03/15/2020 @ 100.000 UNSC 2015-05-19 2017-04-04 10096 9979 117 117 10000. SHIRE ACQ INV IRELAND DA SEDOL ISIN US82481LAA70 2016-09-28 2017-04-04 9919 10010 -91 -91 15000. TEVA PHARM FIN IV BV ISIN US88166JAA16 SEDOL B41H706 2017-04-04 15294 15040 254 254 30000. THOMSON REUTERS CORP SEDOL ISIN US884903BU81 2017-04-04 30018 30044 -26 -26 10000. TORONTO-DOMINION BANK SEDOL ISIN US89114QAS75 2014-06-26 2017-04-04 10043 9988 55 55 20000. TOYOTA MTR CREDIT CORP SER MTN SR UNSEC 2014-08-14 2017-04-04 20847 20606 241 241 10000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-04-04 11429 11449 -20 -20 5000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2015-12-30 2017-04-04 5714 5689 25 25 20000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2016-03-31 2017-04-04 20210 20559 -349 -349 10000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-04-04 10104 10241 -137 -137 3519. VANGUARD MATERIALS ETF 2016-12-06 2017-04-04 416570 400638 15932 15932 22695. VANGUARD SMALL CAP ETF 2016-01-29 2017-04-04 2998235 2296986 701249 701249 10000. VERIZON COMMUNICATIONS UNSC 2016-05-02 2017-04-04 9237 10002 -765 -765 10000. VERIZON COMMUNICATIONS CALL 07/15/2021 @ 100.000 UNSC 2017-04-04 9592 9547 45 45 10000. VISA INC CALL 06/14/2035 @ 100.000 UNSC 2015-12-09 2017-04-04 10507 9987 520 520 30000. VODAFONE GROUP PLC ISIN US92857WAY66 SEDOL B5NJF69 2016-09-28 2017-04-04 29943 29932 11 11 10000. WELLS FARGO & COMPANY CALL 01/24/2022 UNSC 2017-01-17 2017-04-04 10069 10000 69 69 15000. WESTPAC BANKING CORP SEDOL ISIN US961214CT83 2016-05-09 2017-04-04 14901 15000 -99 -99 10000. MIDAMERICAN ENERGY HLDGS BDS SERIES WI 2010-02-04 2017-04-05 12497 10154 2343 2343 4630. ALLISON TRANSMISSION HOLDING 2017-03-01 2017-04-06 164332 170912 -6580 -6580 5000. AMERICAN CAMPUS CMNTYS CALL 01/15/2023 @ 100.000 COGT 2013-03-25 2017-04-06 5127 4983 144 144 5000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC 2015-06-02 2017-04-06 4873 4729 144 144 840. APPLIED MATERIALS INC 2017-01-05 2017-04-06 32367 26973 5394 5394 1166. BANK NEW YORK MELLON CORP COM 2017-01-05 2017-04-06 55046 55955 -909 -909 2634. BANK NEW YORK MELLON CORP COM 2017-01-05 2017-04-06 124875 126403 -1528 -1528 4050. BERRY GLOBAL GROUP INC 2017-04-06 192452 182057 10395 10395 170. BURLINGTON STORES INC 2016-07-06 2017-04-06 16273 11399 4874 4874 1393. CEB INC MERGED 04/05/17 @ $54.00 P/S 2017-04-06 110108 79523 30585 30585 510. CHARTER COMMUNICATIONS INC-A 2017-03-07 2017-04-06 171386 166076 5310 5310 10. CISCO SYS INC COM 2017-01-05 2017-04-06 332 302 30 30 390. CISCO SYS INC COM 2017-04-06 12959 11697 1262 1262 1160. CONSTELLATION BRANDS INC CL A 2017-01-05 2017-04-06 198935 171154 27781 27781 2500. DISCOVER FINANCIAL W/I 2016-07-06 2017-04-06 165910 132132 33778 33778 670. DOW CHEMICAL CO 2016-02-12 2017-04-06 42732 30805 11927 11927 4550. INTEL CORP 2016-02-12 2017-04-06 164228 130327 33901 33901 2150. KRAFT HEINZ CO/THE 2017-04-06 195853 189047 6806 6806 370. LAM RESEARCH CORP 2016-02-12 2017-04-06 47522 24469 23053 23053 4240. MORGAN STANLEY 2016-10-04 2017-04-06 178638 136063 42575 42575 290. NORTHERN TRUST CORP 2017-01-05 2017-04-06 25008 26111 -1103 -1103 1750. NORTHERN TRUST CORP 2017-01-05 2017-04-06 150873 157566 -6693 -6693 780. NORTHROP GRUMMAN CORPORATION 2017-04-06 184903 172825 12078 12078 3120. PRINCIPAL FINANCIAL GROUP COM 2017-01-05 2017-04-06 195503 182262 13241 13241 4060. TRANSCANADA CORP (HOLDING CO) 2017-01-05 2017-04-06 190088 186919 3169 3169 70000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-04-06 88966 87852 1114 1114 25000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-03-17 2017-04-06 28377 27925 452 452 35000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-04-06 39728 39688 40 40 60000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-04-06 53934 59564 -5630 -5630 55000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2016-01-27 2017-04-06 55589 56112 -523 -523 345000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2017-04-06 348693 347925 768 768 175000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-04-06 176976 178873 -1897 -1897 25000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-04-06 25282 25789 -507 -507 490. INGERSOLL-RAND PLC SEDOL: B633030 2016-06-28 2017-04-06 40636 29327 11309 11309 20000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-03-09 2017-04-10 20209 19882 327 327 5000. KLA-TENCOR CORP CALL 09/01/2021 @ 100.000 UNSC 2014-11-13 2017-04-11 5258 5029 229 229 105000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-03-24 2017-04-11 106464 105778 686 686 10000. WAL-MART STORES INC SR NOTES 2010-04-08 2017-04-11 12364 9948 2416 2416 10000. ABBOTT LABORATORIES CALL 08/30/2026 @ 100.000 UNSC 2016-11-18 2017-04-12 10080 9943 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 1120 1144 -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 3272 3272 5350.35 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2017-04-15 5350 5350 10000. JP MORGAN CHASE & CO CALL 10/01/24 @100 JR SUB 2017-01-20 2017-04-17 10690 10302 388 388 5000. NOVARTIS CAPITAL CORP CO GUARNT 2014-08-20 2017-04-17 4902 4706 196 196 90. AETNA INC NEW 2017-04-06 2017-04-18 11574 11565 9 9 1370. AETNA INC NEW 2016-02-12 2017-04-18 176178 135560 40618 40618 1160. AMGEN INC 2017-04-06 2017-04-18 187010 188836 -1826 -1826 1300. APPLE INC 2017-04-06 2017-04-18 183545 187516 -3971 -3971 4900. APPLIED MATERIALS INC 2017-01-05 2017-04-18 185624 157344 28280 28280 8070. BANK OF AMERICA CORP 2017-01-05 2017-04-18 183222 182815 407 407 690. BIOGEN INC 2017-04-18 187109 161589 25520 25520 2060. BURLINGTON STORES INC 2017-04-18 188154 138050 50104 50104 3280. CDW CORP/DE 2017-04-06 2017-04-18 188320 190206 -1886 -1886 3100. CARNIVAL CORP SEDOL 2523044 2017-03-23 2017-04-18 180515 182004 -1489 -1489 5740. CISCO SYS INC COM 2016-04-06 2017-04-18 187209 160312 26897 26897 5120. CITIZENS FINANCIAL GROUP 2017-04-18 172474 182345 -9871 -9871 5030. COMCAST CORPORATION CL A 2017-04-06 2017-04-18 187728 191814 -4086 -4086 1660. DISNEY WALT CO 2017-04-06 2017-04-18 188559 188193 366 366 2920. DOW CHEMICAL CO 2016-02-12 2017-04-18 179471 134254 45217 45217 1180. FACTSET RESH SYS INC 2017-04-18 190043 190905 -862 -862 1440. ILLINOIS TOOL WORKS INC COM 2017-04-06 2017-04-18 190693 190255 438 438 1530. INGREDION INC 2017-04-18 184649 192921 -8272 -8272 2210. J P MORGAN CHASE & CO COM 2017-04-18 188276 191721 -3445 -3445 11060. KEYCORP NEW 2017-04-18 190021 194338 -4317 -4317 1470. LAM RESEARCH CORP 2016-02-12 2017-04-18 186573 97216 89357 89357 3160. NUCOR CORP 2017-04-06 2017-04-18 180797 190143 -9346 -9346 3230. PINNACLE FOODS INC 2017-04-18 190521 188447 2074 2074 2480. SCRIPPS NETWORKS INTERAC CL A 2017-01-05 2017-04-18 184357 184862 -505 -505 3300. SUNTRUST BANKS INC COM 2016-10-04 2017-04-18 177728 147580 30148 30148 2510. TEXAS INSTRS INC COM 2016-10-04 2017-04-18 199562 174132 25430 25430 3050. TYSON FDS INC COM 2017-04-18 198915 190865 8050 8050 1550. UNITED RENTALS INC COM 2017-04-18 184817 193193 -8376 -8376 980. VAIL RESORTS INC 2017-04-06 2017-04-18 187087 187650 -563 -563 57375. VANGUARD FINANCIALS ETF 2017-04-18 3373003 3433583 -60580 -60580 52816. VANGUARD VALUE ETF 2017-04-18 4975138 4798806 176332 176332 2320. WYNDHAM WORLDWIDE CORP 2016-02-12 2017-04-18 203989 151240 52749 52749 2240. INGERSOLL-RAND PLC SEDOL: B633030 2016-06-28 2017-04-18 182939 134065 48874 48874 3655.96 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-02-25 2017-04-20 3656 3656 50000. BANK OF AMERICA CREDIT CARD TR SERIES 2015 A2 CLASS A 2015-04-22 2017-04-24 49938 49994 -56 -56 70000. CAPITAL ONE MULTI-ASSET EXECUT SERIES 2014 A5 CLASS A 2014-10-06 2017-04-24 70041 69981 60 60 20000. MARRIOTT INTERNATIONAL SER R CALL 03/15/26 @100 UNSC 2016-06-15 2017-04-24 19499 19876 -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 61291 88039 -26748 -26748 318. GARTNER INC 2017-04-06 2017-04-27 36242 34869 1373 1373 97916. XTRACKERS MSCI JAPAN HEDGED ETF 2017-04-28 3702123 4306755 -604632 -604632 1084.63 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-04-30 1085 1168 -83 -83 1434.45 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-04-30 1434 1444 -10 -10 1339.01 FEDERAL NATL MTG ASSN POOL AL2935 2014-09-12 2017-04-30 1339 1367 -28 -28 1134.36 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-04-30 1134 1185 -51 -51 1034.4 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-04-30 1034 1079 -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 1127 1175 -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 3732 3900 -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 1929 1959 -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 1010 1054 -44 -44 997.43 GOVT NATL MTG ASSN II POOL MA0463 2013-03-12 2017-04-30 997 1068 -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 13618 13608 10 10 15000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-04-24 2017-05-02 15093 15094 -1 -1 1004. COGNEX CORP 2008-07-31 2017-05-03 88348 9401 78947 78947 1137. MONRO INC. 2017-05-05 56531 32505 24026 24026 5000. SHIRE ACQ INV IRELAND DA SEDOL BYVWGK4 ISIN US82481LAD10 2016-09-19 2017-05-05 4828 4994 -166 -166 349. TORO CO 2017-05-05 23053 5978 17075 17075 10000. XLIT LTD SEDOL ISIN US98420EAC93 2016-07-25 2017-05-05 10280 10059 221 221 5000. AMGEN INC CALL 11/01/2044 @ 100.000 UNSC 2015-06-02 2017-05-08 4919 4729 190 190 15000. MICROSOFT CORP CALL 12/06/2023 UNSC 2017-01-30 2017-05-08 15145 14891 254 254 10000. USA TREASURY NOTES 01.750% DUE 03/31/2022 2017-04-24 2017-05-08 9925 9961 -36 -36 15000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2017-05-08 15336 15731 -395 -395 40000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2017-05-09 40388 40331 57 57 25000. TOYOTA MTR CREDIT CORP SER MTN SR UNSEC 2014-08-14 2017-05-11 26084 25741 343 343 15000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2017-04-24 2017-05-11 14088 14218 -130 -130 15000. CONSTELLATION BRANDS INC CALL 11/09/2046 COGT 2017-05-02 2017-05-12 15192 14934 258 258 20000. FIDELITY NATIONAL INFORM CALL 05/15/2026 @ 100.000 UNSC 2017-05-12 19192 19825 -633 -633 15000. 21ST CENTY FOX AMER INC 06.650% DUE 11/15/2037 2016-10-21 2017-05-12 18999 19741 -742 -742 2473.89 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-05-15 2474 2473 1 1 4369.41 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-05-15 4369 4368 1 1 1434.64 MERCEDES-BENZ AUTO RECEIVABLES SERIES 2015 1 CLASS A2 2015-07-15 2017-05-15 1435 1435 15360. ISHARES TIPS BOND ETF 2017-05-16 1742400 1755586 -13186 -13186 8537. SPDR GOLD TRUST ETF 2017-05-16 1004356 1028436 -24080 -24080 26340. VANGUARD REAL ESTATE ETF 2016-07-05 2017-05-16 2131120 2347421 -216301 -216301 40000. MORGAN STANLEY UNSC 2017-05-17 40148 39966 182 182 1. BANK OF NEW YORK MELLON CORPORATION SECURITIES 2001-01-01 2017-05-19 3280 25 3255 3255 180000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2017-05-19 182573 181481 1092 1092 10000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-04-24 2017-05-19 10063 10062 1 1 3044.83 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-02-25 2017-05-20 3045 3045 40000. JPMORGAN CHASE & CO NOTES 2011-06-14 2017-05-22 43381 39945 3436 3436 134033. XTRACKERS MSCI EUROPE HEDGED ETF 2017-05-23 3799967 3792357 7610 7610 15000. DEUTSCHE BANK AG SEDOL ISIN US25152R5D13 2016-05-09 2017-05-23 15137 15000 137 137 15000. USA TREASURY NOTES 01.750% DUE 03/31/2022 2017-04-24 2017-05-23 14948 14942 6 6 20000. USA TREASURY NOTES 01.750% DUE 03/31/2022 2017-04-24 2017-05-23 19928 19923 5 5 30736. VANGUARD TOTAL BOND MARKET ETF 2015-07-14 2017-05-23 2509232 2491995 17237 17237 15000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-03-09 2017-05-24 15277 14912 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 14689 14982 -293 -293 36417. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF 2015-07-16 2017-05-30 986453 1271372 -284919 -284919 20897. VANGUARD VALUE ETF 2016-11-15 2017-05-30 1995877 1879263 116614 116614 1407.14 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-05-31 1407 1515 -108 -108 1503.04 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-05-31 1503 1513 -10 -10 1159.97 FEDERAL NATL MTG ASSN POOL AL2935 2014-09-12 2017-05-31 1160 1184 -24 -24 1068.73 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-05-31 1069 1116 -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 1053 1100 -47 -47 1064.17 FEDERAL NATL MTG ASSN POOL AS0765 2014-01-22 2017-05-31 1064 1109 -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 2594 2711 -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 1342 1363 -21 -21 2244.88 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2017-05-31 2245 2205 40 40 1429.4 FEDERAL NATL MTG ASSN POOL AB7859 2013-07-11 2017-05-31 1429 1433 -4 -4 1326.59 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-05-31 1327 1384 -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 1131 1205 -74 -74 15000. ORACLE CORP CALL 01/08/2034 @ 100.000 UNSC 2014-06-30 2017-06-02 16139 14994 1145 1145 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-03-09 2017-06-02 5125 4971 154 154 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2016-09-19 2017-06-02 5053 5216 -163 -163 10000. WAL-MART STORES INC SR NOTES 2010-04-08 2017-06-02 12809 9948 2861 2861 15000. NOVARTIS CAPITAL CORP CO GUARNT 2014-08-20 2017-06-05 15058 14119 939 939 15000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-06-05 14009 13603 406 406 15000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2017-06-06 14404 14185 219 219 15361. ISHARES TIPS BOND ETF 2016-11-22 2017-06-08 1754053 1747214 6839 6839 37836. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF 2015-07-16 2017-06-08 991282 1320912 -329630 -329630 15778. VANGUARD ENERGY ETF 2017-06-08 1401184 1491860 -90676 -90676 20788. VANGUARD VALUE ETF 2016-11-15 2017-06-08 2004566 1869461 135105 135105 3721. VANGUARD SMALL CAP ETF 2016-01-29 2017-06-08 505028 376607 128421 128421 15000. GEORGIA POWER COMPANY SR NTS 2017-06-12 15423 14546 877 877 10000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-01-10 2017-06-12 9280 9066 214 214 10875. SPDR GOLD TRUST ETF 2017-06-13 1306713 1228438 78275 78275 2741.52 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-06-15 2742 2741 1 1 2602.21 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-06-15 2602 2602 99403.579 DRIEHAUS ACTIVE INCOME FUND FUND 640 2013-11-06 2017-06-20 1000000 1070577 -70577 -70577 11755. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF 2016-11-15 2017-06-20 289895 320910 -31015 -31015 11775. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF 2015-07-16 2017-06-20 290389 411083 -120694 -120694 3641.01 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-02-25 2017-06-20 3641 3641 135000. DRIEHAUS ACTIVE INCOME FUND FUND 640 2017-06-27 1350000 1450054 -100054 -100054 19276. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF 2016-11-15 2017-06-27 502900 526233 -23333 -23333 8026. VANGUARD CONSUMER DISCRETIONARY ETF 2017-06-27 1144006 1101613 42393 42393 25050. VANGUARD LARGE CAP ETF 2011-01-06 2017-06-27 2799026 1460896 1338130 1338130 25000. TEVA PHARMACEUT FIN BV COGT 2016-03-07 2017-06-28 24929 24144 785 785 5000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-06-02 2017-06-28 5915 5881 34 34 5000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-01-10 2017-06-28 4723 4532 191 191 15000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2017-05-08 2017-06-28 15462 15341 121 121 35000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2017-06-28 36077 36021 56 56 795. AMERICAN CAMPUS CMNTYS INC 2017-06-30 37921 28061 9860 9860 287. COGNEX CORP 2008-07-31 2017-06-30 24545 2687 21858 21858 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 1475 1485 -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 1351 1409 -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 1029 1072 -43 -43 944.9 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-06-30 945 1011 -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 1130 1117 13 13 1716.99 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2017-06-30 1717 1794 -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 1386 1407 -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 1308 1311 -3 -3 1264.26 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-06-30 1264 1319 -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 1095 1167 -72 -72 218. MARKETAXESS HLDGS INC 2011-04-27 2017-06-30 44314 5216 39098 39098 10000. QUALCOMM INC UNSC 2017-05-19 2017-06-30 10054 9999 55 55 1343. TORO CO 2008-03-07 2017-06-30 92878 15612 77266 77266 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-06-30 30059 30745 -686 -686 438. WEST PHARMACEUTICAL SVCS INC 2013-11-18 2017-06-30 41178 20899 20279 20279 1802.827 HATTERAS CORE ALTERNATIVES TEI INSTITUTIONAL FUND, L.P. 2010-06-01 2017-06-30 201682 157675 44007 44007 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 10419 9786 633 633 15000. EXPRESS SCRIPTS HOLDING CALL 12/01/2026 @ 100.000 COGT 2017-01-19 2017-07-12 14727 14065 662 662 10000. JPMORGAN CHASE & CO SUB 2016-09-21 2017-07-12 10376 10581 -205 -205 10000. TYSON FOODS INC CALL 03/02/2027 UNSC 2017-05-23 2017-07-12 10163 9983 180 180 10000. DUKE ENERGY PROGRESS INC CALL 06/01/2044 @ 100.000 MORT 2014-11-17 2017-07-14 10548 9966 582 582 30193.237 LAZARD GLOBAL LISTED INFRASTRUCTURE PORTFOLIO 2017-05-23 2017-07-14 500000 503321 -3321 -3321 10000. PETROLEOS MEXICANOS COM GTD ISIN US71654QAW24 2017-07-14 10760 10539 221 221 13885. VANGUARD MID CAP ETF 2017-03-15 2017-07-14 2005284 1938068 67216 67216 14649. VANGUARD SMALL CAP ETF 2016-01-29 2017-07-14 2005586 1482641 522945 522945 2630.86 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-07-15 2631 2630 1 1 1809.06 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-07-15 1809 1809 1424. COGNEX CORP 2008-07-31 2017-07-17 125566 13333 112233 112233 792. TORO CO 2008-03-07 2017-07-17 55793 9207 46586 46586 10000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-07-18 2017-07-17 12840 12898 -58 -58 10000. METLIFE INC JR SUB 2011-02-25 2017-07-18 11600 9500 2100 2100 2731.56 VOLKSWAGEN AUTO LEASE TRUST SERIES 2015 A CLASS A3 2015-02-25 2017-07-20 2732 298 2434 2434 15000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2017-07-25 14205 14208 -3 -3 20000. AT&T INC CALL 11/15/2020 @ 100.000 UNSC 2011-03-07 2017-07-27 21383 19330 2053 2053 35000. AMERICAN EXPRESS CREDIT SER GMTN UNSC 2014-08-15 2017-07-27 35347 35065 282 282 10000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-07-27 12787 12811 -24 -24 20000. USA TREASURY NOTES 01.750% DUE 03/31/2022 2017-07-27 19938 19892 46 46 5000. ABBOTT LABORATORIES CALL 08/30/2026 @ 100.000 UNSC 2016-11-18 2017-07-28 5150 4971 179 179 55000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2017-07-28 55150 55196 -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 1500 1510 -10 -10 1172.5 FEDERAL NATL MTG ASSN POOL AL2935 2014-09-12 2017-07-31 1173 1197 -24 -24 1017.33 FEDERAL NATL MTG ASSN POOL AL3904 2014-05-02 2017-07-31 1017 1062 -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 1142 1193 -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 1105 1093 12 12 1029.64 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2017-07-31 1030 1076 -46 -46 1232.99 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-07-31 1233 1217 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 1263 1266 -3 -3 1053.49 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-07-31 1053 1099 -46 -46 1108.07 GOVT NATL MTG ASSN II POOL MA0463 2013-03-12 2017-07-31 1108 1186 -78 -78 1003.44 GOVT NATL MTG ASSN II POOL MA0625 2013-01-28 2017-07-31 1003 1069 -66 -66 5000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-04-11 2017-08-02 6463 6376 87 87 30000. VERIZON COMMUNICATIONS UNSC 2017-08-02 28952 29957 -1005 -1005 10000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-05-31 2017-08-07 9905 9913 -8 -8 15000. REALTY INCOME CORP SR UNSECD CALL 07/15/22 @100 2014-09-15 2017-08-08 15366 14623 743 743 10000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-08-08 12892 12582 310 310 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-08-08 15054 15045 9 9 15000. VERIZON COMMUNICATIONS CALL 07/15/2021 @ 100.000 UNSC 2017-03-03 2017-08-08 14663 14316 347 347 10754. ISHARES EDGE MSCI USA MOMENTUM FACTOR ETF 2017-06-27 2017-08-09 994409 962685 31724 31724 65589. VANGUARD FTSE EMERGING MARKETS ETF 2017-08-09 2823541 2502077 321464 321464 15000. ANHEUSER-BUSCH INBEV FIN CALL 08/01/2045 @ 100.000 COGT 2016-01-13 2017-08-10 16782 14965 1817 1817 97916. XTRACKERS MSCI JAPAN HEDGED ETF 2015-06-10 2017-08-10 3747041 4272075 -525034 -525034 315. MARKETAXESS HLDGS INC 2011-04-27 2017-08-10 61896 7537 54359 54359 10000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-07-27 2017-08-10 10144 10124 20 20 25000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-05-31 2017-08-10 24814 24782 32 32 40000. JOHN DEERE CAPITAL CORP SER MTN UNSC 2017-01-03 2017-08-11 40827 39989 838 838 2406.32 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-08-15 2406 2406 27113.441 HENNESY GAS UTIL INDEX FUND 2017-08-15 820453 800000 20453 20453 1987.6 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-08-15 1988 1987 1 1 70000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-04-24 2017-08-16 70353 70392 -39 -39 1782. AMERICAN CAMPUS CMNTYS INC 2017-08-21 83537 49763 33774 33774 1101. MARKETAXESS HLDGS INC 2017-08-21 204690 26163 178527 178527 10000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-05-31 2017-08-23 9940 9913 27 27 5000. GOLDMAN SACHS GROUP INC CALL 11/15/2020 @ 100.000 UNSC 2016-09-22 2017-08-24 4964 4995 -31 -31 199. CALATLANTIC GROUP INC 2014-06-24 2017-08-29 6788 7623 -835 -835 647. CANTEL MEDICAL CORP 2013-11-18 2017-08-29 50133 22950 27183 27183 187. COHEN & STEERS INC 2013-11-18 2017-08-29 7078 7398 -320 -320 343. HEARTLAND EXPRESS INC 2013-11-18 2017-08-29 7515 6138 1377 1377 279. KAPSTONE PAPER & PACKAGING 2014-09-04 2017-08-29 5915 9174 -3259 -3259 77. NATIONAL HEALTH INVS INC 2013-11-18 2017-08-29 6152 4734 1418 1418 175. NORTHWESTERN CORPORATION 2013-11-18 2017-08-29 10568 7872 2696 2696 170. PROASSURANCE CORPORATION 2013-11-18 2017-08-29 9047 7984 1063 1063 253. RITCHIE BROS AUCTIONEERS INC SEDOL 2202729 2008-03-07 2017-08-29 7329 6046 1283 1283 264. STAG INDUSTRIES INC 2015-03-20 2017-08-29 7305 6484 821 821 170. STIFEL FINL CORP 2013-11-18 2017-08-29 7985 7533 452 452 148. TEXAS CAP BANCSHARES INC 2014-04-09 2017-08-29 10829 9283 1546 1546 122. UNIVERSAL FST PRODS INC 2013-11-18 2017-08-29 10247 6350 3897 3897 40000. USA TREASURY NOTES 01.500% DUE 12/31/2018 2017-06-29 2017-08-30 40119 40090 29 29 40000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-08-30 40239 40209 30 30 3884. CBS CORP CLASS B WI 2017-06-27 2017-08-31 249646 250735 -1089 -1089 138388.181 DRIEHAUS ACTIVE INCOME FUND FUND 640 2014-08-20 2017-08-31 1357588 1479370 -121782 -121782 1153.91 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-08-31 1154 1242 -88 -88 1277.85 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-08-31 1278 1286 -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 1028 -43 -43 987.98 FEDERAL NATL MTG ASSN POOL AO7627 2012-11-05 2017-08-31 988 1030 -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 1157 1205 -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 1269 1331 -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 1354 1358 -4 -4 1336.67 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-08-31 1337 1394 -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 1114 1187 -73 -73 40934. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF 2016-11-15 2017-08-31 1012692 1117494 -104802 -104802 25000. USA TREASURY NOTES 01.750% DUE 03/31/2022 2017-08-11 2017-09-05 25139 25033 106 106 15000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-06-15 2017-09-05 15148 15089 59 59 574. MICRO FOCUS INTL-SPN ADR W/I SEDOL BF958L7 2017-05-03 2017-09-06 18117 17451 666 666 20000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-09-06 19160 18300 860 860 15000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-08-30 2017-09-06 14959 14926 33 33 36338. XTRACKERS MSCI EUROPE HEDGED ETF 2017-09-07 1001815 1016850 -15035 -15035 11021. VANGUARD LARGE CAP ETF 2017-07-14 2017-09-07 1247926 1239642 8284 8284 4416. VANGUARD LARGE CAP ETF 2017-07-14 2017-09-11 505090 496712 8378 8378 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 30161 30135 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 14376 14181 195 195 20000. DOMINION RESOURCES INC SER A SR UNSECD 2017-09-15 20000 19999 1 1 2357.05 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-09-15 2357 2357 1729.64 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-09-15 1730 1729 1 1 25000. REALTY INCOME CORP UNSC 2016-10-26 2017-09-15 25000 25000 55000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-09-15 55711 55461 250 250 10000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2017-03-03 2017-09-15 10321 10134 187 187 4979. MURPHY OIL CORP 2017-09-19 127279 124350 2929 2929 9034. NEWS CORP/NEW-CL A-W/I 2017-09-19 117344 115249 2095 2095 1129.72 HONDA AUTO RECEIVABLES OWNER T SERIES 2015 4 CLASS A3 2015-10-14 2017-09-21 1130 1130 8000. ISHARES EDGE MSCI USA MOMENTUM FACTOR ETF 2017-08-21 2017-09-27 756317 729680 26637 26637 71233. ISHARES INC MSCI JAPAN ETF 2017-04-28 2017-09-27 3951802 3700547 251255 251255 84991. VANGUARD FTSE EUROPE ETF 2017-09-27 4883461 4810610 72851 72851 448. HEICO CORP NEW 2017-09-28 40530 20143 20387 20387 15000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2017-03-24 2017-09-28 14210 14058 152 152 2142.09 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-09-30 2142 2305 -163 -163 1310.82 FEDERAL NATL MTG ASSN POOL AL2610 2014-03-14 2017-09-30 1311 1320 -9 -9 1305.27 FEDERAL NATL MTG ASSN POOL AL2935 2014-09-12 2017-09-30 1305 1332 -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 1566 1632 -66 -66 1373.2 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2017-09-30 1373 1434 -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 1722 1798 -76 -76 1576.86 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2017-09-30 1577 1557 20 20 1389.23 FEDERAL NATL MTG ASSN POOL AB2275 2011-02-23 2017-09-30 1389 1411 -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 1278 1282 -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 167399 129530 37869 37869 20000. NORTHERN STATES PWR-MINN CALL 03/15/2047 MORT 2017-09-06 2017-10-02 19826 19801 25 25 19802. ISHARES EDGE MSCI MIN VOL USA ETF 2017-10-03 999988 984300 15688 15688 25000. VALERO ENERGY CORP CALL 06/15/2026 @ 100.000 UNSC 2017-10-03 24773 24920 -147 -147 16750. VANGUARD LARGE CAP ETF 2011-01-06 2017-10-03 1941615 976847 964768 964768 11289. VANGUARD LARGE CAP ETF 2017-07-14 2017-10-03 1308591 1269787 38804 38804 45000. CAPITAL ONE MULTI-ASSET EXECUT SERIES 2016 A3 CLASS A3 2016-07-18 2017-10-04 44652 45000 -348 -348 20000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-09-20 2017-10-04 20046 20085 -39 -39 30000. HSBC HOLDINGS PLC SR UNSEC ISIN US404280AK50 SEDOL B61GQ88 2017-10-12 32685 31570 1115 1115 5000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-10-02 2017-10-12 4658 4654 4 4 15814.28 CENTERPOINT ENERGY TRANSITION SERIES 2012-1 CLASS A2 2012-08-09 2017-10-15 15814 16121 -307 -307 2264.99 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-10-15 2265 2265 1748.08 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-10-15 1748 1748 8539. VANGUARD LARGE CAP ETF 2011-01-06 2017-10-16 1000521 497988 502533 502533 55000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2017-10-17 55438 55405 33 33 10000. USA TREASURY NOTES 01.625% DUE 08/15/2022 2017-08-30 2017-10-17 9857 9951 -94 -94 20000. BB&T CORPORATION SER MTN CALL 04/10/21 @100 UNSC 2016-05-05 2017-10-18 19894 19979 -85 -85 15000. CATERPILLAR FINL SERVICE UNSC 2017-09-05 2017-10-18 14936 14987 -51 -51 10000. GENERAL ELECTRIC CO SR UNSECD 2014-05-21 2017-10-18 10471 9840 631 631 15000. STATE STREET CORP UNSC 2016-05-16 2017-10-18 14904 14992 -88 -88 15000. VISA INC CALL 08/15/2022 UNSC 2017-09-06 2017-10-18 14917 14955 -38 -38 45000. USA TREASURY NOTES 02.125% DUE 09/30/2021 2017-10-19 45443 45588 -145 -145 50000. USA TREASURY NOTES 01.750% DUE 03/31/2022 2017-10-19 49609 49721 -112 -112 2659.52 HONDA AUTO RECEIVABLES OWNER T SERIES 2015 4 CLASS A3 2015-10-14 2017-10-21 2660 2659 1 1 420. JOHN BEAN TECHNOLOGY 2017-06-30 2017-10-23 43485 40938 2547 2547 5000. USA TREASURY NOTES 02.375% DUE 08/15/2024 2017-03-09 2017-10-23 5053 4971 82 82 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-07-12 2017-10-23 4982 4997 -15 -15 20000. AMERICAN EXPRESS CO CALL 07/01/2022 UNSC 2017-07-27 2017-10-24 19889 19984 -95 -95 20000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-09-20 2017-10-24 20002 20083 -81 -81 25000. CAPITAL ONE FINANCIAL CO CALL 03/24/2019 @ 100.000 UNSC 2015-08-18 2017-10-26 25143 24729 414 414 5000. GENERAL ELECTRIC CO SR UNSECD 2014-05-21 2017-10-26 5192 4920 272 272 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-03-17 2017-10-26 18969 18679 290 290 5000. USA TREASURY NOTES 02.500% DUE 08/15/2023 2017-03-03 2017-10-26 5086 5066 20 20 3444. CALATLANTIC GROUP INC 2017-10-31 167998 95888 72110 72110 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 1550 1561 -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 1100 1148 -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 1097 1150 -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 1011 -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 3600 3655 -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 1240 1243 -3 -3 1850.96 FEDERAL NATL MTG ASSN POOL MA1525 2016-03-09 2017-10-31 1851 1930 -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 1018 -62 -62 35000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-10-31 35004 35098 -94 -94 15000. FORD MOTOR COMPANY CALL 09/08/2026 UNSC 2017-11-03 15669 15016 653 653 10000. PRICELINE GROUP INC/THE CALL 03/01/2026 @ 100.000 UNSC 2016-05-18 2017-11-03 10221 9967 254 254 10000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-03-17 2017-11-07 12962 12449 513 513 25000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2017-11-07 25160 25181 -21 -21 25000. AT&T INC CALL 01/01/2024 @ 100.000 UNSC 2014-11-25 2017-11-08 26554 25846 708 708 20000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-06-15 2017-11-08 19992 20113 -121 -121 5000. WAL-MART STORES INC CALL 06/15/2047 UNSC 2017-10-11 2017-11-13 5094 4992 102 102 87438. ISHARES S&P LATIN AMERICA 40 IDX FD 2017-11-14 2857425 2911990 -54565 -54565 27293. SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND 2017-05-16 2017-11-14 996171 1016924 -20753 -20753 2289.67 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-11-15 2290 2289 1 1 2625.96 JOHN DEERE OWNER TRUST SERIES 2014 B CLASS A3 2014-08-26 2017-11-15 2626 2625 1 1 15000. USA TREASURY NOTES 02.000% DUE 02/28/2021 2017-03-24 2017-11-15 15072 15108 -36 -36 50000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-11-17 49813 49967 -154 -154 20000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2017-03-24 2017-11-17 18923 18744 179 179 720. UNIVERSAL FST PRODS INC 2013-11-18 2017-11-17 25802 12492 13310 13310 7337. SECTOR SPDR TR SBI INT-ENERGY 2017-09-27 2017-11-20 493337 500527 -7190 -7190 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-11-20 14917 14988 -71 -71 18160. VANGUARD FINANCIALS ETF 2017-07-14 2017-11-20 1205453 1142789 62664 62664 8443. VANGUARD LARGE CAP ETF 2011-01-06 2017-11-20 1001486 492389 509097 509097 2610.68 HONDA AUTO RECEIVABLES OWNER T SERIES 2015 4 CLASS A3 2015-10-14 2017-11-21 2611 2610 1 1 37650.602 DIAMOND HILL LONG-SHORT FUND 2017-03-15 2017-11-28 1000000 997741 2259 2259 1120.35 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2017-11-30 1120 1205 -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 1375 1384 -9 -9 1418.28 FEDERAL NATL MTG ASSN POOL AL2935 2014-09-12 2017-11-30 1418 1448 -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 1006 -54 -54 1103.19 FEDERAL NATL MTG ASSN POOL AS6111 2016-04-15 2017-11-30 1103 1180 -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 1618 1589 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 1088 1135 -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 1016 1082 -66 -66 15000. USA TREASURY NOTE 01.625% DUE 12/31/2019 2017-10-26 2017-11-30 14950 14993 -43 -43 20000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-06-15 2017-11-30 19934 20110 -176 -176 10000. ORACLE CORP CALL 05/15/2037 UNSC 2017-11-07 2017-12-04 10309 9962 347 347 5000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-10-02 2017-12-04 4750 4654 96 96 10000. BANK OF AMERICA CORP SNTS 2014-03-27 2017-12-05 10611 9963 648 648 1653. CELGENE CORP 2016-11-23 2017-12-05 170823 195814 -24991 -24991 4618. ISHARES EDGE MSCI USA MOMENTUM FACTOR ETF 2016-11-22 2017-12-05 471863 350597 121266 121266 38534. ISHARES EDGE MSCI USA MOMENTUM FACTOR ETF 2017-12-05 3937371 3310659 626712 626712 5803. JD.COM INC-ADR ADR SEDOL BMM27D9 2017-06-27 2017-12-05 217375 244508 -27133 -27133 326062.935 TEMPLETON GLOBAL BOND FUND AD FUND 2017-12-05 3964925 4000000 -35075 -35075 20877. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF 2017-12-05 484984 551723 -66739 -66739 39651. UBS E-TRACS ALERIAN MLP INFRASTRUCTURE ETN ETF 2017-10-03 2017-12-05 921115 1003484 -82369 -82369 30000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-06-15 2017-12-06 29864 30165 -301 -301 1. COUNTRYWIDE FINANCIAL CORP MERGED 7/01/2008 2001-01-01 2017-12-08 2548 2548 2548 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-10-03 2017-12-11 14897 14985 -88 -88 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-10-03 2017-12-11 9930 9990 -60 -60 30000. BANK OF NEW YORK MELLON SER 10YR CALL 01/05/24 @100 UNSC 2014-01-28 2017-12-12 31463 29891 1572 1572 20000. CROWN CASTLE INTL CORP CALL 06/01/2027 UNSC 2017-12-12 19910 20014 -104 -104 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2017-12-13 19422 19119 303 303 1142. HEICO CORP NEW 2017-12-14 104083 51042 53041 53041 5000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-08-30 2017-12-14 5967 5962 5 5 5000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-08-30 2017-12-14 5968 5962 6 6 35000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-12-14 34871 34965 -94 -94 20000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-12-14 19914 20106 -192 -192 1991.56 FIFTH THIRD AUTO TRUST SERIES 2015 1 CLASS A3 2015-10-28 2017-12-15 1992 1991 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 1496 37 1459 1459 10000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2017-08-30 2017-12-15 11934 11924 10 10 5000. FLORIDA POWER & LIGHT CO CALL 06/01/2047 MORT 2017-11-13 2017-12-18 5227 4960 267 267 10000. MORGAN STANLEY UNSC 2016-11-14 2017-12-18 9962 9949 13 13 5000. PUBLIC SERVICE ELECTRIC SER MTN CALL 06/01/2047 2017-12-04 2017-12-18 5109 4996 113 113 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-12-18 29798 29843 -45 -45 3861. AMPLIFY SNACK BRANDS INC 2016-06-02 2017-12-19 46099 51908 -5809 -5809 627. AMPLIFY SNACK BRANDS INC 2017-01-18 2017-12-19 7486 6989 497 497 15000. GENERAL MOTORS FINL CO CALL 02/13/2024 COGT 2017-04-10 2017-12-19 15429 14975 454 454 5000. GENERAL MOTORS FINL CO CALL 02/13/2024 COGT 2017-04-10 2017-12-19 5151 4992 159 159 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2017-03-24 2017-12-19 9878 9907 -29 -29 20000. USA TREASURY NOTES 01.625% DUE 05/15/2026 2017-12-12 2017-12-19 18763 18833 -70 -70 12113. VANGUARD LARGE CAP ETF 2011-01-06 2017-12-19 1495800 706420 789380 789380 5000. MIDAMERICAN ENERGY HLDGS BDS SERIES WI 2017-10-26 2017-12-20 6631 6488 143 143 2441.21 HONDA AUTO RECEIVABLES OWNER T SERIES 2015 4 CLASS A3 2015-10-14 2017-12-21 2441 2441 15000. MIDAMERICAN ENERGY HLDGS BDS SERIES WI 2010-02-04 2017-12-21 19948 15225 4723 4723 5000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-07-14 2017-12-28 4969 5023 -54 -54 35000. USA TREASURY NOTES 01.750% DUE 10/31/2020 2017-03-24 2017-12-28 34780 35051 -271 -271 CAPITAL GAIN DIVIDENDS P 549953 8773076 false 9437697 183303857 0.051487 9257485 191670717 0.048299 9000506 198313188 0.045385 8733963 185161964 0.047169 8401769 173001590 0.048565 0.240905 0.048181 187347086 9026570 130184 9156754 9126683 260369 0 260369 0 260369 131451 0 131451 X 0 128918 0 0 false false false false false false false true true MD NC true false false false false true PNC BANK NA 4127629161 116 ALLEGHENY CENTER MALL PITTSBURGH PA 15212 false false false false true false false false false false false false false false false false false false false false false false PNC BANK N A 116 ALLEGHENY CENTER MALL PITTSBURGH PA 15212 TRUSTEE 40 349565 NONE 0 NONE 0 190200087 0 0 190200087 0 0 190200087 2853001 187347086 9367354 9367354 260369 260369 9106985 0 9106985 0 9106985 9126683 0 0 0 0 9126683 0 9126683 9106985 9056770 0 0 0 0 0 0 0 9126683 9056770 0 0 69913 0 0 0 0 0 0 0 0 9037072 0 0 0 0 0 0 0 0 X Z SMITH REYNOLDS FOUNDATION 102 W THIRD STREET WINSTONSALEM NC 27101 NONE PC GENERAL SUPPORT 9056770 9056770 14 4418322 14 167 18 8773076 BMW EXCH 7/1/16 14 1098 UNILEVER N V N Y S 14 50 13192713 13192713 false false false false false false false false false false MUTUAL FUNDS - FIXED AT COST 16630773 16633983 MUTUAL FUNDS - EQUITY AT COST 116845310 146349223 POSTED CURR YEAR FOR PRIOR YEAR 3588 MAP MANAGEMENT FEES 60090 60090 0 ADR SERVICE FEES 280 280 0 PARTNERSHIP - EXPENSE 24480 0 PARTNERSHIP - FOREIGN TAX PAID 93 0 BMW EXCH 7/1/16 1098 1098 NEXTERA ENERGY CAPITAL SER F COGT 167 167 UNILEVER N V N Y SHS NEW 50 50 MULTIPLE PARTNERSHIPS 185769 DIFF BETWEEN SECURITIES RECEIVED/DELIVER 245313 COST ADJ FOR AMORTIZATION 116902 FOREIGN TAXES 406 406 0 FEDERAL TAX PAYMENT - PRIOR YE 117837 0 0 FEDERAL ESTIMATES - PRINCIPAL 75580 0 0 990-T TAX PAYMENTS 216 0 0