TR U/W MARIAN W OTTLEY WATERTOWN: Form 990PF, tax year 2016

View the entire original 990 at ProPublica ↗

Organization: TR U/W MARIAN W OTTLEY WATERTOWN (EIN 58-6222005)
Tax period: 2016-06-01 to 2017-05-31
Filed: 2017-12-11
IRS object ID: 201713459349100621
Schema version: 2016v3.0
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
Accounting Fees Schedule
Compensation Explanation
Investments Corp Bonds Schedule
Investments Corp Stock Schedule
Investments Govt Obligations Sch
Investments Other Schedule2
Other Decreases Schedule
Other Expenses Schedule
Other Income Schedule2
Other Increases Schedule
Other Professional Fees Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Return	2017-12-11T15:00:15-06:00	ReturnTs
Tax Period End	2017-05-31	TaxPeriodEndDt
Return Type	990PF	ReturnTypeCd
Tax Period Begin	2016-06-01	TaxPeriodBeginDt

Filer Filer

Field	Value	IRS element (for citing)
EIN	586222005	EIN

Business Name BusinessName

Field	Value	IRS element (for citing)
Business Name Line1	TW MARIAN W OTTLEY-WATERTOWN	BusinessNameLine1Txt

Field	Value	IRS element (for citing)
Business Name Control	OTTL	BusinessNameControlTxt
Phone	8003523705	PhoneNum

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	1525 W WT HARRIS BLVD D1114-044	AddressLine1Txt
City	CHARLOTTE	CityNm
State Abbreviation	NC	StateAbbreviationCd
ZIP	28262	ZIPCd

Business Officer BusinessOfficerGrp

Field	Value	IRS element (for citing)
Person	-	PersonNm
Person Title	Trustee	PersonTitleTxt
Phone	8003523705	PhoneNum
Signature	2017-11-20	SignatureDt

Filing Security Information FilingSecurityInformation

IP Address IPAddress

Field	Value	IRS element (for citing)
I Pv4 Address	159.45.129.15	IPv4AddressTxt

Field	Value	IRS element (for citing)
Filing License Type	P	FilingLicenseTypeCd
At Submission Creation Device Id	E81E03B485EA98C69053ABE0A6C9E045678C247A	AtSubmissionCreationDeviceId
At Submission Filing Device Id	602EAED6812092F21A3CCA24A90E382CC8A76824	AtSubmissionFilingDeviceId

Field	Value	IRS element (for citing)
Tax	2016	TaxYr
Build TS	2017-02-10 21:41:12Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Organization501c3 Exempt PF	Yes (X)	Organization501c3ExemptPFInd
FMV Assets EOY	$16,040,985	FMVAssetsEOYAmt

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Schedule B Not Required	Yes (X)	ScheduleBNotRequiredInd
Dividends Rev And Expnss	$333,532	DividendsRevAndExpnssAmt
Dividends Net Invst Incm	$331,738	DividendsNetInvstIncmAmt
Net Gain Sale Ast Rev And Expnss	$102,374	NetGainSaleAstRevAndExpnssAmt
Gross Sales Price	$7,353,689	GrossSalesPriceAmt
Cap Gain Net Incm Net Invst Incm	$102,374	CapGainNetIncmNetInvstIncmAmt
Net ST Capital Gain Adj Net Incm	$0	NetSTCapitalGainAdjNetIncmAmt
Other Income Rev And Expnss	$24,777	OtherIncomeRevAndExpnssAmt
Other Income Net Invst Incm	$202,735	OtherIncomeNetInvstIncmAmt
Total Rev And Expnss	$460,683	TotalRevAndExpnssAmt
Total Net Invst Incm	$636,847	TotalNetInvstIncmAmt
Comp Ofcr Dir Trst Rev And Expnss	$156,138	CompOfcrDirTrstRevAndExpnssAmt
Comp Ofcr Dir Trst Net Invst Incm	$92,776	CompOfcrDirTrstNetInvstIncmAmt
Comp Ofcr Dir Trst Dsbrs Chrtbl	$63,362	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
Accounting Fees Rev And Expnss	$1,600	AccountingFeesRevAndExpnssAmt
Accounting Fees Net Invst Incm	$0	AccountingFeesNetInvstIncmAmt
Accounting Fees Adj Net Incm	$0	AccountingFeesAdjNetIncmAmt
Accounting Fees Chrtbl Prps	$1,600	AccountingFeesChrtblPrpsAmt
Other Prof Fees Rev And Expnss	$17,861	OtherProfFeesRevAndExpnssAmt
Other Prof Fees Net Invst Incm	$17,861	OtherProfFeesNetInvstIncmAmt
Other Prof Fees Dsbrs Chrtbl	$0	OtherProfFeesDsbrsChrtblAmt
Interest Dsbrs Chrtbl	$0	InterestDsbrsChrtblAmt
Taxes Rev And Expnss	$9,402	TaxesRevAndExpnssAmt
Taxes Net Invst Incm	$9,402	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	$806	OtherExpensesRevAndExpnssAmt
Other Expenses Dsbrs Chrtbl	$806	OtherExpensesDsbrsChrtblAmt
Tot Opr Expenses Rev And Expnss	$185,807	TotOprExpensesRevAndExpnssAmt
Tot Opr Expenses Net Invst Incm	$120,039	TotOprExpensesNetInvstIncmAmt
Tot Opr Expenses Adj Net Incm	$0	TotOprExpensesAdjNetIncmAmt
Tot Opr Expenses Dsbrs Chrtbl	$65,768	TotOprExpensesDsbrsChrtblAmt
Contri Paid Rev And Expnss	$734,500	ContriPaidRevAndExpnssAmt
Contri Paid Dsbrs Chrtbl	$734,500	ContriPaidDsbrsChrtblAmt
Total Expenses Rev And Expnss	$920,307	TotalExpensesRevAndExpnssAmt
Total Expenses Net Invst Incm	$120,039	TotalExpensesNetInvstIncmAmt
Total Expenses Adj Net Incm	$0	TotalExpensesAdjNetIncmAmt
Total Expenses Dsbrs Chrtbl	$800,268	TotalExpensesDsbrsChrtblAmt
Excess Revenue Over Expenses	-$459,624	ExcessRevenueOverExpensesAmt
Net Investment Income	$516,808	NetInvestmentIncomeAmt
Adjusted Net Income	$0	AdjustedNetIncomeAmt

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

Field	Value	IRS element (for citing)
Cash EOY	$469	CashEOYAmt
Cash EOYFMV	$469	CashEOYFMVAmt
Sav And Temp Cash Invst BOY	$761,109	SavAndTempCashInvstBOYAmt
Sav And Temp Cash Invst EOY	$482,214	SavAndTempCashInvstEOYAmt
Sav And Temp Cash Invst EOYFMV	$482,214	SavAndTempCashInvstEOYFMVAmt
Acct Rcvbl EOY	$0	AcctRcvblEOYAmt
Acct Rcvbl EOYFMV	$0	AcctRcvblEOYFMVAmt
Other Rcvbl Allwnc Dbtfl Acct	$0	OtherRcvblAllwncDbtflAcctAmt
US Government Obligations BOY	$395,641	USGovernmentObligationsBOYAmt
US Government Obligations EOY	$403,277	USGovernmentObligationsEOYAmt
US Govt Obligations EOYFMV	$401,291	USGovtObligationsEOYFMVAmt
Corporate Stock BOY	$10,186,269	CorporateStockBOYAmt
Corporate Stock EOY	$9,502,163	CorporateStockEOYAmt
Corporate Stock EOYFMV	$10,870,165	CorporateStockEOYFMVAmt
Corporate Bonds BOY	$1,894,342	CorporateBondsBOYAmt
Corporate Bonds EOY	$1,978,137	CorporateBondsEOYAmt
Corporate Bonds EOYFMV	$2,041,998	CorporateBondsEOYFMVAmt
Other Investments BOY	$1,944,410	OtherInvestmentsBOYAmt
Other Investments EOY	$1,797,915	OtherInvestmentsEOYAmt
Other Investments EOYFMV	$2,244,848	OtherInvestmentsEOYFMVAmt
Total Assets BOY	$15,181,771	TotalAssetsBOYAmt
Total Assets EOY	$14,164,175	TotalAssetsEOYAmt
Total Assets EOYFMV	$16,040,985	TotalAssetsEOYFMVAmt
Total Liabilities EOY	$0	TotalLiabilitiesEOYAmt
Org Does Not Follow SFAS117	Yes (X)	OrgDoesNotFollowSFAS117Ind
Capital Stock BOY	$15,181,771	CapitalStockBOYAmt
Capital Stock EOY	$14,164,175	CapitalStockEOYAmt
Tot Net Ast Or Fund Balances BOY	$15,181,771	TotNetAstOrFundBalancesBOYAmt
Tot Net Ast Or Fund Balances EOY	$14,164,175	TotNetAstOrFundBalancesEOYAmt
Total Liabilities Net Ast BOY	$15,181,771	TotalLiabilitiesNetAstBOYAmt
Total Liabilities Net Ast EOY	$14,164,175	TotalLiabilitiesNetAstEOYAmt

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

Field	Value	IRS element (for citing)
Tot Net Ast Or Fund Balances BOY	$15,181,771	TotNetAstOrFundBalancesBOYAmt
Excess Revenue Over Expenses	-$459,624	ExcessRevenueOverExpensesAmt
Other Increases	$9,108	OtherIncreasesAmt
Subtotal	$14,731,255	SubtotalAmt
Other Decreases	$567,080	OtherDecreasesAmt
Tot Net Ast Or Fund Balances EOY	$14,164,175	TotNetAstOrFundBalancesEOYAmt

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (709 entries)

PropertyPropertyDesc	AcquiredAcquiredDt	SoldSoldDt	Gross Sales PriceGrossSalesPriceAmt	Cost Or Other BasisCostOrOtherBasisAmt	Gain Or LossGainOrLossAmt	Gains Minus Excess Or LossesGainsMinusExcessOrLossesAmt	How AcquiredHowAcquiredCd
176. AIA GROUP LTD-SP ADR	2012-09-21	2016-06-21	$4,053	$2,601	$1,452	$1,452
5000. ACCESS MIDSTREAM PAR 4.875% 5/15/23	2013-11-01	2017-03-07	$5,163	$4,982	$181	$181
61. ACTELION LTD-UNSP ADR	2016-01-27	2016-06-21	$2,459	$2,106	$353	$353
67. ACTELION LTD-UNSP ADR	2014-12-19	2016-08-02	$2,912	$2,021	$891	$891
71. ACTELION LTD-UNSP ADR	2016-01-27	2016-08-02	$3,086	$2,397	$689	$689
120. ACTELION LTD-UNSP ADR	2014-12-19	2016-10-21	$4,503	$3,619	$884	$884
170. ACTELION LTD-UNSP ADR	2015-02-19	2017-02-01	$11,187	$4,928	$6,259	$6,259
2177.463 JOHCM INTERNATIONAL SEL-I #180	2014-02-18	2016-06-20	$40,000	$41,067	-$1,067	-$1,067
266. AIR LIQUIDE - ADR	2011-02-08	2016-06-07	$5,756	$5,599	$157	$157
116. AIR LIQUIDE - ADR	2011-02-08	2016-06-21	$2,465	$2,442	$23	$23
269. AIR LEASE CORP	2016-07-25	2016-12-09	$9,855	$7,852	$2,003	$2,003
7.00165 ALEXANDRIA REAL ESTATE EQUITIES	2016-08-03	2016-12-12	$763	$748	$15	$15
9.99835 ALEXANDRIA REAL ESTATE EQUITIES	2016-08-03	2016-12-12	$1,089	$1,110	-$21	-$21
95. ALFA LAVAL AB-UNSPON ADR	2016-02-09	2016-06-21	$1,495	$1,434	$61	$61
209. ALLIANZ SE ADR	2013-04-01	2016-06-21	$3,210	$2,846	$364	$364
425. ALLIANZ SE ADR	2013-04-01	2016-07-18	$5,971	$5,670	$301	$301
2000. ALLY FINANCIAL INC 5.125% 9/30/24	2015-01-22	2017-03-30	$2,055	$2,065	-$10	-$10
2000. ALLY FINANCIAL INC 5.125% 9/30/24	2015-01-12	2017-04-03	$2,058	$2,050	$8	$8
23. AMERICAN CAMPUS CMNTYS INC	2016-05-11	2016-12-12	$1,100	$1,066	$34	$34
13. AMERICAN CAMPUS CMNTYS INC	2016-03-22	2017-01-23	$654	$598	$56	$56
22. AMERICAN CAMPUS CMNTYS INC	2016-04-15	2017-02-17	$1,084	$996	$88	$88
845. AMERICAN EAGLE OUTFITTERS INC NEW	2016-08-15	2017-03-03	$12,438	$15,047	-$2,609	-$2,609
20000. AMERICAN EXPRESS CRE 2.800% 9/19/16	2015-10-01	2016-07-06	$20,076	$20,355	-$279	-$279
14. AMERICAN TOWER CORP	2015-02-27	2016-12-12	$1,457	$1,386	$71	$71
37. AMSURG CORP	2014-06-23	2016-06-21	$2,972	$1,863	$1,109	$1,109
151. AMSURG CORP	2014-06-23	2016-07-01	$11,523	$7,603	$3,920	$3,920
83. AMTRUST FINANCIAL SERVICES INC	2014-06-23	2016-06-21	$2,079	$1,770	$309	$309
335. AMTRUST FINANCIAL SERVICES INC	2014-06-23	2016-07-01	$8,136	$7,144	$992	$992
37. ANHEUSER-BUSCH INBEV SPN ADR	2014-09-15	2016-06-16	$4,624	$4,151	$473	$473
18. ANHEUSER-BUSCH INBEV SPN ADR	2012-05-03	2016-06-21	$2,318	$1,345	$973	$973
33. ANHEUSER-BUSCH INBEV SPN ADR	2014-07-29	2016-06-21	$4,243	$3,636	$607	$607
127. ANHEUSER-BUSCH INBEV SPN ADR	2012-06-27	2016-11-15	$13,045	$9,445	$3,600	$3,600
58. ANHEUSER-BUSCH INBEV SPN ADR	2014-07-29	2017-04-26	$6,522	$6,390	$132	$132
5. ANHEUSER-BUSCH INBEV SPN ADR	2016-08-25	2017-04-26	$562	$629	-$67	-$67
3000. ANTERO RESOURCES FIN 5.375% 11/01/21	2014-08-27	2017-04-27	$3,090	$3,120	-$30	-$30
2000. ANTERO RESOURCES FIN 5.375% 11/01/21	2014-08-25	2017-05-01	$2,060	$2,073	-$13	-$13
12.00113 APARTMENT INVT & MGMT CO CL A	2016-10-25	2016-12-12	$508	$511	-$3	-$3
36.99887 APARTMENT INVT & MGMT CO CL A	2016-10-25	2016-12-12	$1,565	$1,591	-$26	-$26
20. APPLE INC	2014-11-24	2016-10-20	$2,347	$2,372	-$25	-$25
74. ARGAN INC	2015-05-28	2016-06-21	$3,070	$2,638	$432	$432
297. ARGAN INC	2015-05-28	2016-07-01	$12,329	$10,564	$1,765	$1,765
28. ARM HOLDINGS PLC - ADR	2011-10-07	2016-06-21	$1,248	$725	$523	$523
44. ARM HOLDINGS PLC - ADR	2016-02-10	2016-06-21	$1,961	$1,720	$241	$241
301. ARM HOLDINGS PLC - ADR	2011-10-07	2016-08-30	$19,987	$6,574	$13,413	$13,413
178. ARM HOLDINGS PLC - ADR	2010-12-23	2016-09-22	$11,864	$3,436	$8,428	$8,428
245. ARROW ELECTRS INC	2016-08-30	2016-12-21	$17,738	$16,310	$1,428	$1,428
282. ASBURY AUTOMOTIVE GROUP INC	2016-06-13	2016-11-25	$16,994	$15,355	$1,639	$1,639
357. ASHFORD HOSPITALITY TRUST	2015-07-21	2016-06-21	$1,963	$2,926	-$963	-$963
1445. ASHFORD HOSPITALITY TRUST	2015-09-24	2016-07-01	$7,907	$11,971	-$4,064	-$4,064
16. ASHTEAD GROUP PLC-UNSPON ADR	2014-07-29	2016-06-21	$983	$1,031	-$48	-$48
198. ASSA ABLOY AB-UNSP ADR	2014-07-29	2016-06-21	$2,012	$1,680	$332	$332
32. ASSOC BRITISH FOODS-UNSP ADR	2014-07-29	2016-06-21	$1,355	$1,559	-$204	-$204
65. ATLAS COPCO AB ADR	2010-12-23	2016-06-21	$1,715	$1,626	$89	$89
105. ATLAS COPCO AB ADR	2011-02-08	2017-01-09	$3,266	$2,612	$654	$654
16. AVALONBAY CMNTYS INC	2016-01-13	2016-12-12	$2,713	$2,903	-$190	-$190
6. AVALONBAY CMNTYS INC	2015-10-22	2016-12-12	$1,017	$1,109	-$92	-$92
388. AVNET INC	2015-11-24	2016-08-30	$16,369	$17,482	-$1,113	-$1,113
24. BAIDU INC ADR	2015-05-22	2016-06-21	$3,960	$4,956	-$996	-$996
237. BANCO BILBAO VIZCAYA ARGENT- ADR	2013-02-21	2016-06-21	$1,476	$2,346	-$870	-$870
70. BANCA MEDIOLANUM SPA-ADR	2016-05-27	2016-06-21	$1,081	$1,174	-$93	-$93
15. BAYER AG - ADR	2016-06-07	2016-06-21	$1,553	$1,560	-$7	-$7
67. BAYERISCHE MOTOREN WERKE (BMW) ADR	2013-07-24	2016-06-21	$1,824	$2,178	-$354	-$354
113. BAYERISCHE MOTOREN ADR	2013-07-24	2017-05-18	$3,557	$3,636	-$79	-$79
64. BHP BILLITON LIMITED - ADR	2014-07-29	2016-06-21	$1,809	$4,716	-$2,907	-$2,907
5. BIOGEN INC	2016-05-25	2016-10-20	$1,492	$1,385	$107	$107
130. BIOTELEMETRY INC	2015-05-28	2016-06-06	$2,197	$1,264	$933	$933
164. BIOTELEMETRY INC	2015-05-28	2016-06-21	$2,569	$1,595	$974	$974
662. BIOTELEMETRY INC	2015-05-28	2016-07-01	$10,824	$6,418	$4,406	$4,406
70. BIOVERATIV INC	2016-05-25	2017-03-03	$3,637	$2,946	$691	$691
35140.562 BLACKROCK GL L/S CREDIT-INS #1833	2016-08-29	2017-05-24	$362,299	$350,000	$12,299	$12,299
468. BORG WARNER INC.	2016-05-25	2017-03-02	$20,210	$17,471	$2,739	$2,739
13. BOSTON PROPERTIES INC COM	2015-12-29	2016-07-06	$1,712	$1,682	$30	$30
12. BOSTON PROPERTIES INC COM	2015-12-29	2016-11-28	$1,486	$1,528	-$42	-$42
23. BOSTON PROPERTIES INC COM	2012-09-06	2016-12-12	$2,946	$2,607	$339	$339
6. BOSTON PROPERTIES INC COM	2012-09-06	2017-01-23	$775	$680	$95	$95
11. BOSTON PROPERTIES INC COM	2012-09-06	2017-02-09	$1,453	$1,247	$206	$206
12. BRANDYWINE RLTY TR BD	2016-11-25	2016-12-12	$189	$183	$6	$6
65. BRANDYWINE RLTY TR BD	2016-11-25	2017-01-23	$1,059	$989	$70	$70
29. BRITISH AMERICAN TOBACCO P.L.C - ADR	2014-07-29	2016-06-21	$3,613	$3,512	$101	$101
233. BROCADE COMMUNICATIONS SYSTEMS	2014-06-23	2016-06-21	$2,127	$2,163	-$36	-$36
944. BROCADE COMMUNICATIONS SYSTEMS	2014-06-23	2016-07-01	$8,656	$8,764	-$108	-$108
19. CBRE GROUP INC	2016-03-22	2016-12-12	$612	$561	$51	$51
512. CBRE GROUP INC	2016-03-17	2016-12-20	$16,364	$14,012	$2,352	$2,352
14. CBRE GROUP INC	2016-03-22	2017-03-06	$500	$413	$87	$87
30. CBRE GROUP INC	2016-01-27	2017-03-06	$1,072	$832	$240	$240
3000. CBRE SERVICES INC 5.000% 3/15/23	2013-03-12	2017-01-04	$3,090	$3,044	$46	$46
2000. CBRE SERVICES INC 5.000% 3/15/23	2013-03-12	2017-03-07	$2,068	$2,028	$40	$40
3000. CBRE SERVICES INC 5.000% 3/15/23	2013-12-12	2017-03-08	$3,098	$2,965	$133	$133
4000. CDW LLC/CDW FINANCE 6.000% 8/15/22	2016-02-17	2017-04-03	$4,247	$4,150	$97	$97
5000. CHS/COMMUNITY HEALTH 7.125% 7/15/20	2012-07-10	2016-09-16	$4,500	$5,106	-$606	-$606
4000. CIT GROUP INC 5.250% 3/15/18	2016-03-08	2016-10-07	$4,175	$4,145	$30	$30
51. CSL LTE-SPONSORED ADR	2011-02-08	2016-06-21	$2,066	$971	$1,095	$1,095
147. CSL LTE-SPONSORED ADR	2011-02-08	2017-05-25	$7,329	$2,769	$4,560	$4,560
15. CVS HEALTH CORPORATION	2016-05-25	2016-10-20	$1,305	$1,466	-$161	-$161
16000. CVS CAREMARK CORP 4.125% 5/15/21	2015-11-03	2016-12-08	$16,954	$17,168	-$214	-$214
53. CAL MAINE FOODS INC	2014-06-23	2016-06-21	$2,178	$1,927	$251	$251
213. CAL MAINE FOODS INC	2014-06-23	2016-07-01	$9,485	$7,745	$1,740	$1,740
39. CANADIAN NATL RR CO COM	2011-10-07	2016-06-21	$2,274	$1,433	$841	$841
27. CAPGEMINI SA ADR	2016-06-17	2016-06-21	$1,323	$1,256	$67	$67
.5 CAPGEMINI SA ADR	2016-06-17	2016-11-28	$8	$9	-$1	-$1
440. CAPGEMINI SA ADR	2016-02-16	2017-03-09	$7,722	$7,040	$682	$682
77. CAPGEMINI SA ADR	2016-06-17	2017-03-09	$1,351	$1,433	-$82	-$82
860. CAPITAL ONE FINANCIAL CORP	2014-11-24	2016-06-03	$60,916	$70,640	-$9,724	-$9,724
87. CARLSBERG AS-B-SPON ADR	2014-07-29	2016-06-21	$1,624	$1,742	-$118	-$118
1000. CELANESE US HOLDINGS 5.875% 6/15/21	2015-09-22	2016-09-13	$1,138	$1,050	$88	$88
1000. CELANESE US HOLDINGS 5.875% 6/15/21	2015-09-03	2016-09-14	$1,136	$1,048	$88	$88
2000. CELANESE US HOLDINGS 5.875% 6/15/21	2015-09-23	2016-09-15	$2,273	$2,090	$183	$183
4000. CENTENE CORP 5.750% 6/01/17	2015-01-06	2016-11-25	$4,092	$4,240	-$148	-$148
2000. CENTURYLINK INC 7.500% 4/01/24	2016-08-26	2016-10-31	$2,125	$2,180	-$55	-$55
2000. CENTURYLINK INC 7.500% 4/01/24	2016-09-02	2016-11-02	$2,025	$2,178	-$153	-$153
336. CHEFS' WAREHOUSE HOLDINGS INC	2016-07-01	2017-04-27	$4,747	$5,284	-$537	-$537
3000. CINEMARK USA INC 5.125% 12/15/22	2014-09-25	2016-10-31	$3,083	$3,025	$58	$58
2000. CINEMARK USA INC 5.125% 12/15/22	2014-09-25	2016-11-02	$2,050	$1,970	$80	$80
83. CIRRUS LOGIC INC	2015-08-04	2016-06-21	$3,310	$2,455	$855	$855
334. CIRRUS LOGIC INC	2015-08-04	2016-07-01	$12,710	$9,879	$2,831	$2,831
1305. CITIZENS FINANCIAL GROUP INC	2015-12-28	2017-03-15	$48,815	$34,346	$14,469	$14,469
160. CITIZENS FINANCIAL GROUP INC	2016-05-25	2017-03-15	$5,985	$3,798	$2,187	$2,187
20. COLGATE PALMOLIVE CO	2016-05-25	2016-10-20	$1,418	$1,416	$2	$2
203. COLOPLAST AS - UNSPON ADR	2016-01-11	2016-06-21	$1,482	$1,548	-$66	-$66
232. COLOPLAST AS - UNSPON ADR	2016-01-11	2016-11-23	$1,429	$1,769	-$340	-$340
721. COLOPLAST AS - UNSPON ADR	2015-09-28	2016-11-23	$4,442	$5,090	-$648	-$648
29. COLONY STARWOOD HOMES	2016-08-03	2016-12-12	$864	$933	-$69	-$69
51796.407 COLUMB SEL LGE CAP GR FD CL Z #2048	2015-08-19	2016-08-29	$865,000	$957,716	-$92,716	-$92,716
79. COMFORT SYS USA INC COM	2015-12-04	2016-06-21	$2,494	$2,598	-$104	-$104
322. COMFORT SYS USA INC COM	2015-12-04	2016-07-01	$10,487	$10,589	-$102	-$102
136. COMPAGNIE FINANCIERE - ADR	2014-07-06	2016-06-21	$831	$1,351	-$520	-$520
101. COMPASS GROUP PLC - ADR	2015-06-12	2016-06-21	$1,942	$1,767	$175	$175
314. COMPUTER PROGRAMS & SYSTEMS INC	2016-07-01	2016-11-21	$7,740	$12,646	-$4,906	-$4,906
2000. CONCHO RESOURCES INC 6.500% 1/15/22	2016-08-23	2017-01-16	$2,065	$2,088	-$23	-$23
5000. CONCHO RESOURCES INC 5.500% 4/01/23	2015-08-26	2017-02-08	$5,194	$4,889	$305	$305
2000. CONSTELLATION BRANDS 6.000% 5/01/22	2015-11-06	2017-02-24	$2,287	$2,235	$52	$52
2000. CONSTELLATION BRANDS 6.000% 5/01/22	2015-11-09	2017-02-27	$2,283	$2,224	$59	$59
25. CONTINENTAL AG-SPONS ADR	2015-01-21	2016-06-21	$1,074	$1,117	-$43	-$43
3000. CONTINENTAL RESOURCE 5.000% 9/15/22	2015-11-18	2016-10-06	$3,060	$2,739	$321	$321
2000. CONTINENTAL RESOURCE 5.000% 9/15/22	2015-11-17	2016-10-12	$2,025	$1,824	$201	$201
605. CONVERGYS CORP	2016-01-27	2017-04-11	$12,894	$14,280	-$1,386	-$1,386
8. CORESITE REALTY CORP	2017-01-23	2017-02-17	$686	$694	-$8	-$8
51. CREDIT SUISSE GROUP - ADR	2015-10-28	2016-06-21	$666	$1,285	-$619	-$619
291. CREDIT SUISSE GROUP - ADR	2015-10-28	2016-06-24	$3,337	$7,331	-$3,994	-$3,994
64273.131 CREDIT SUISSE COMM RET ST-I #2156	2016-05-05	2017-01-05	$325,865	$303,414	$22,451	$22,451
3000. CROWN CASTLE INTL CO 4.875% 4/15/22	2014-11-21	2016-08-12	$3,330	$3,030	$300	$300
2000. CROWN CASTLE INTL CO 4.875% 4/15/22	2014-11-21	2016-08-16	$2,220	$1,995	$225	$225
18. CROWN CASTLE INTL CORP	2016-09-13	2016-12-12	$1,565	$1,643	-$78	-$78
7. CROWN CASTLE INTL CORP	2016-09-13	2016-12-21	$615	$639	-$24	-$24
45. CUBESMART	2014-10-22	2016-08-03	$1,297	$607	$690	$690
28. CUBESMART	2012-09-06	2016-10-05	$724	$370	$354	$354
42. CUBESMART	2012-09-06	2016-12-12	$1,081	$554	$527	$527
44. DBS GROUP HOLDINGS LIMITED - ADR	2011-07-20	2016-06-21	$2,091	$2,171	-$80	-$80
265. DDR CORP	2012-09-06	2016-11-14	$3,970	$3,601	$369	$369
2000. D.R. HORTON INC 5.750% 8/15/23	2016-05-26	2016-12-06	$2,155	$2,205	-$50	-$50
5000. D.R. HORTON INC 4.000% 2/15/20	2015-03-04	2017-01-26	$5,181	$5,063	$118	$118
131. DST SYS INC COM	2016-05-09	2017-01-25	$14,895	$15,778	-$883	-$883
130. DAIWA HOUSE IND LTD ADR	2014-07-29	2016-06-21	$3,747	$2,707	$1,040	$1,040
32. DAIWA HOUSE IND LTD ADR	2014-07-29	2016-12-29	$874	$666	$208	$208
220. DANAHER CORP	2014-11-24	2016-08-31	$17,902	$14,008	$3,894	$3,894
60. DANAHER CORP	2016-05-25	2016-08-31	$4,882	$4,563	$319	$319
22. DASSAULT SYSTEMES S.A. - ADR	2011-02-08	2016-06-08	$1,722	$853	$869	$869
36. DASSAULT SYSTEMES S.A. - ADR	2010-12-23	2016-06-21	$2,799	$1,361	$1,438	$1,438
146. DEAN FOODS CO	2015-07-21	2016-06-21	$2,595	$2,579	$16	$16
590. DEAN FOODS CO	2015-07-21	2016-07-01	$10,630	$10,423	$207	$207
42. DELUXE CORP	2014-06-23	2016-06-21	$2,764	$2,418	$346	$346
172. DELUXE CORP	2014-06-23	2016-07-01	$11,397	$9,904	$1,493	$1,493
148. DELUXE CORP	2015-04-23	2017-02-16	$11,079	$10,146	$933	$933
119. DELUXE CORP	2015-05-21	2017-04-13	$8,099	$7,978	$121	$121
222. DENNYS CORP	2015-04-15	2016-06-21	$2,403	$2,607	-$204	-$204
901. DENNYS CORP	2015-04-15	2016-07-01	$9,659	$10,580	-$921	-$921
2000. DIAMONDBACK ENERGY 7.625% 10/01/21	2016-02-17	2016-09-27	$2,115	$1,973	$142	$142
431. DISCOVER FINANCIAL SERVICES	2016-10-20	2017-01-20	$30,242	$24,123	$6,119	$6,119
2000. DISH DBS CORP 5.875% 7/15/22	2014-04-24	2017-05-23	$2,120	$2,165	-$45	-$45
4000. DISH DBS CORP 5.875% 7/15/22	2014-04-24	2017-05-25	$4,240	$4,325	-$85	-$85
9805.462 DREYFUS INTERNATL BOND FD CL I #6094	2015-05-18	2016-08-29	$158,456	$158,050	$406	$406
35. DUKE REALTY CORPORATION	2016-07-06	2016-11-25	$876	$931	-$55	-$55
63. DUKE REALTY CORPORATION	2016-10-25	2016-11-28	$1,597	$1,676	-$79	-$79
73. DUKE REALTY CORPORATION	2016-10-25	2016-12-12	$1,930	$1,896	$34	$34
2000. DYNEGY INC 6.750% 11/01/19	2016-06-02	2016-09-28	$2,050	$2,005	$45	$45
3000. DYNEGY INC 6.750% 11/01/19	2016-06-02	2016-09-30	$3,075	$3,008	$67	$67
51. ENI SPA - ADR	2016-06-10	2016-06-21	$1,654	$1,611	$43	$43
425. ENI SPA - ADR	2016-07-01	2016-11-15	$11,318	$13,435	-$2,117	-$2,117
13. EPR PROPERTIES	2012-09-06	2016-08-03	$1,059	$591	$468	$468
19. EPR PROPERTIES	2012-10-02	2016-11-25	$1,322	$858	$464	$464
18. EPR PROPERTIES	2012-10-02	2016-12-12	$1,290	$792	$498	$498
25. EDUCATION REALTY TRUST INC	2016-04-14	2016-12-12	$1,021	$1,012	$9	$9
5000. EL PASO CORPORATION 7.000% 6/15/17	2011-09-29	2017-02-22	$5,082	$5,589	-$507	-$507
2000. EL PASO PIPELINE PAR 5.000% 10/01/21	2016-04-26	2017-04-13	$2,158	$2,064	$94	$94
54. EMCOR GROUP INC COM	2014-06-23	2016-06-21	$2,567	$2,407	$160	$160
221. EMCOR GROUP INC COM	2014-06-23	2016-07-01	$10,825	$9,850	$975	$975
112. EMPLOYERS HOLDINGS INC	2014-06-23	2016-06-21	$3,257	$2,428	$829	$829
453. EMPLOYERS HOLDINGS INC	2014-06-23	2016-07-01	$12,978	$9,819	$3,159	$3,159
19.6 ENBRIDGE INC	2016-05-25	2017-03-03	$802	$632	$170	$170
1451.4 ENBRIDGE INC	2015-02-27	2017-03-03	$59,404	$55,732	$3,672	$3,672
.08 ENBRIDGE INC	2016-05-25	2017-03-08	$3	$3
3. EQUINIX INC	2016-05-11	2016-12-12	$1,073	$1,025	$48	$48
10. EQUINIX INC	2015-11-02	2016-12-12	$3,575	$3,012	$563	$563
10. EQUITY LIFESTYLE PPTYS INC	2016-11-25	2016-12-12	$702	$690	$12	$12
61. EQUITY ONE INC	2015-03-24	2016-12-12	$1,867	$1,644	$223	$223
25. EQUITY RESIDENTIAL PPTYS TR SH BEN	2015-09-21	2016-09-13	$1,567	$1,828	-$261	-$261
88. EQUITY RESIDENTIAL PPTYS TR SH BEN	2015-09-21	2016-10-05	$5,398	$6,118	-$720	-$720
9. EQUITY RESIDENTIAL PPTYS TR SH BEN	2016-07-06	2016-10-05	$552	$622	-$70	-$70
58. EQUITY RESIDENTIAL PPTYS TR SH BEN	2012-09-19	2016-10-25	$3,510	$3,422	$88	$88
11. EQUITY RESIDENTIAL PPTYS TR SH BEN	2012-09-19	2016-11-25	$651	$640	$11	$11
18. EQUITY RESIDENTIAL PPTYS TR SH BEN	2012-02-29	2016-12-12	$1,133	$966	$167	$167
15. EQUITY RESIDENTIAL PPTYS TR SH BEN	2010-12-13	2016-12-21	$960	$772	$188	$188
9. ESSEX PPTY TR COM	2016-10-05	2016-12-12	$1,965	$1,967	-$2	-$2
9. ESSEX PPTY TR COM	2013-07-24	2016-12-12	$1,965	$1,496	$469	$469
47. EVERCORE INC	2015-09-24	2016-06-21	$2,328	$2,503	-$175	-$175
191. EVERCORE INC	2015-09-24	2016-07-01	$8,349	$10,171	-$1,822	-$1,822
112. EXPONENT INC	2016-07-01	2016-09-07	$5,577	$6,465	-$888	-$888
246. EXPONENT INC	2016-07-01	2017-03-01	$14,267	$14,201	$66	$66
124. EXPRESS INC	2016-04-22	2016-06-21	$1,779	$2,397	-$618	-$618
500. EXPRESS INC	2016-04-22	2016-07-01	$7,290	$9,665	-$2,375	-$2,375
820. EXPRESS INC	2016-04-26	2016-07-21	$11,840	$15,397	-$3,557	-$3,557
650. EXPRESS SCRIPTS HOLDING CO	2014-11-24	2016-08-11	$49,423	$51,517	-$2,094	-$2,094
26. EXTRA SPACE STORAGE INC	2016-03-22	2016-12-12	$1,936	$2,326	-$390	-$390
16. EXTRA SPACE STORAGE INC	2016-01-07	2017-03-15	$1,189	$1,442	-$253	-$253
12. EXTRA SPACE STORAGE INC	2016-03-31	2017-03-15	$892	$1,066	-$174	-$174
46. FBL FINL GROUP INC CL A	2014-06-23	2016-06-21	$2,803	$2,143	$660	$660
186. FBL FINL GROUP INC CL A	2014-06-23	2016-07-01	$11,089	$8,664	$2,425	$2,425
1555. FMC TECHNOLOGIES INC	2016-08-31	2017-01-16	$12,968	$10,293	$2,675	$2,675
1555. FMC TECHNOLOGIES INC	2015-11-03	2017-01-18	$36,951	$36,824	$127	$127
1555. FMC TECHNOLOGIES INC	2016-05-25	2017-01-18	$5,330	$4,110	$1,220	$1,220
83. FCB FINANCIAL HOLDINGS, INC	2015-01-29	2016-06-21	$2,854	$1,895	$959	$959
335. FCB FINANCIAL HOLDINGS, INC	2015-01-29	2016-07-01	$11,280	$7,649	$3,631	$3,631
2. FACTSET RESH SYS INC COM	2016-05-05	2016-06-16	$313	$300	$13	$13
20. FACTSET RESH SYS INC COM	2015-10-20	2016-06-16	$3,132	$3,352	-$220	-$220
79. FACTSET RESH SYS INC COM	2015-03-04	2016-06-16	$12,373	$12,125	$248	$248
67. FANUC CORPORATION ADR	2013-04-01	2016-06-08	$1,755	$1,721	$34	$34
100. FANUC CORPORATION ADR	2013-04-01	2016-06-21	$2,581	$2,557	$24	$24
46. FANUC CORPORATION ADR	2016-03-07	2016-06-21	$1,188	$1,200	-$12	-$12
.3333 FANUC CORPORATION ADR	2011-02-08	2016-11-15	$6	$5	$1	$1
318. FANUC CORPORATION ADR	2011-02-08	2016-12-12	$5,644	$4,774	$870	$870
276. FANUC CORPORATION ADR	2011-02-08	2016-12-29	$4,717	$4,143	$574	$574
163. FANUC CORPORATION ADR	2016-03-07	2017-02-21	$3,198	$2,551	$647	$647
990.37 FHLMC POOL #G08669 4.000% 9/01/45	2016-04-11	2016-06-15	$990	$1,052	-$62	-$62
819.94 FHLMC POOL #G08669 4.000% 9/01/45	2016-04-11	2016-07-15	$820	$871	-$51	-$51
882.47 FHLMC POOL #G08669 4.000% 9/01/45	2016-07-13	2016-08-15	$882	$938	-$56	-$56
1255.18 FHLMC POOL #G08669 4.000% 9/01/45	2016-07-13	2016-09-15	$1,255	$1,336	-$81	-$81
1243.91 FHLMC POOL #G08669 4.000% 9/01/45	2016-07-13	2016-10-15	$1,244	$1,326	-$82	-$82
152.57 FHLMC POOL #G08669 4.000% 9/01/45	2016-07-13	2016-11-15	$153	$166	-$13	-$13
1076.79 FHLMC POOL #G08669 4.000% 9/01/45	2015-11-09	2016-11-15	$1,077	$1,144	-$67	-$67
956.72 FHLMC POOL #G08669 4.000% 9/01/45	2015-12-07	2016-12-15	$957	$1,018	-$61	-$61
192.15 FHLMC POOL #G08669 4.000% 9/01/45	2016-11-09	2016-12-15	$192	$209	-$17	-$17
800.29 FHLMC POOL #G08669 4.000% 9/01/45	2015-12-07	2017-01-15	$800	$852	-$52	-$52
160.71 FHLMC POOL #G08669 4.000% 9/01/45	2016-11-09	2017-01-15	$161	$175	-$14	-$14
424.15 FHLMC POOL #G08669 4.000% 9/01/45	2016-02-09	2017-02-15	$424	$452	-$28	-$28
62.64 FHLMC POOL #G08669 4.000% 9/01/45	2016-11-09	2017-02-15	$63	$68	-$5	-$5
355.7 FHLMC POOL #G08669 4.000% 9/01/45	2016-03-08	2017-03-15	$356	$379	-$23	-$23
52.09 FHLMC POOL #G08669 4.000% 9/01/45	2016-11-09	2017-03-15	$52	$57	-$5	-$5
464.09 FHLMC POOL #G08669 4.000% 9/01/45	2016-04-11	2017-04-15	$464	$495	-$31	-$31
45.41 FHLMC POOL #G08669 4.000% 9/01/45	2016-11-09	2017-04-15	$45	$50	-$5	-$5
430.32 FHLMC POOL #G08669 4.000% 9/01/45	2016-05-09	2017-05-15	$430	$459	-$29	-$29
41.61 FHLMC POOL #G08669 4.000% 9/01/45	2016-11-09	2017-05-15	$42	$46	-$4	-$4
139.46 FHLMC POOL #G08737 3.000% 11/01/46	2016-12-08	2017-01-15	$139	$139
127.12 FHLMC POOL #G08737 3.000% 11/01/46	2016-12-08	2017-02-15	$127	$127
143.57 FHLMC POOL #G08737 3.000% 11/01/46	2016-12-08	2017-03-15	$144	$143	$1	$1
181.13 FHLMC POOL #G08737 3.000% 11/01/46	2016-12-08	2017-04-15	$181	$181
197.63 FHLMC POOL #G08737 3.000% 11/01/46	2016-12-08	2017-05-15	$198	$197	$1	$1
733.93 FHLMC POOL #G60384 4.500% 12/01/45	2016-04-11	2016-06-15	$734	$799	-$65	-$65
927.24 FHLMC POOL #G60384 4.500% 12/01/45	2016-04-11	2016-07-15	$927	$1,009	-$82	-$82
717.19 FHLMC POOL #G60384 4.500% 12/01/45	2016-07-11	2016-08-15	$717	$781	-$64	-$64
37220.27 FHLMC POOL #G60384 4.500% 12/01/45	2016-07-11	2016-08-16	$40,654	$40,591	$63	$63
411.92 FHLMC POOL #G60440 3.500% 3/01/46	2016-05-09	2016-06-15	$412	$437	-$25	-$25
442.24 FHLMC POOL #G60440 3.500% 3/01/46	2016-06-07	2016-07-15	$442	$469	-$27	-$27
425.02 FHLMC POOL #G60440 3.500% 3/01/46	2016-06-07	2016-08-15	$425	$451	-$26	-$26
548.52 FHLMC POOL #G60440 3.500% 3/01/46	2016-06-07	2016-09-15	$549	$582	-$33	-$33
553.17 FHLMC POOL #G60440 3.500% 3/01/46	2016-06-07	2016-10-15	$553	$587	-$34	-$34
500.48 FHLMC POOL #G60440 3.500% 3/01/46	2016-06-07	2016-11-15	$500	$531	-$31	-$31
584.5 FHLMC POOL #G60440 3.500% 3/01/46	2016-06-07	2016-12-15	$585	$620	-$35	-$35
458.29 FHLMC POOL #G60440 3.500% 3/01/46	2016-06-07	2017-01-15	$458	$486	-$28	-$28
412.58 FHLMC POOL #G60440 3.500% 3/01/46	2016-06-07	2017-02-15	$413	$438	-$25	-$25
399.58 FHLMC POOL #G60440 3.500% 3/01/46	2016-06-07	2017-03-15	$400	$424	-$24	-$24
480.06 FHLMC POOL #G60440 3.500% 3/01/46	2016-06-07	2017-04-15	$480	$509	-$29	-$29
31.62 FHLMC POOL #G60440 3.500% 3/01/46	2017-04-07	2017-05-15	$32	$33	-$1	-$1
403.79 FHLMC POOL #G60440 3.500% 3/01/46	2016-05-09	2017-05-15	$404	$428	-$24	-$24
11. FEDERAL RLTY INVT TR SH BEN INT	2013-03-13	2016-11-28	$1,552	$1,111	$441	$441
4. FEDERAL RLTY INVT TR SH BEN INT	2011-12-13	2016-12-12	$564	$356	$208	$208
18. FEDERAL RLTY INVT TR SH BEN INT	2011-11-22	2017-03-31	$2,406	$1,409	$997	$997
1451.29 FNMA POOL #AL8960 4.500% 5/01/46	2016-08-16	2016-09-25	$1,451	$1,594	-$143	-$143
1406.69 FNMA POOL #AL8960 4.500% 5/01/46	2016-08-16	2016-10-25	$1,407	$1,545	-$138	-$138
1389.61 FNMA POOL #AL8960 4.500% 5/01/46	2016-08-16	2016-11-25	$1,390	$1,526	-$136	-$136
886.19 FNMA POOL #AL8960 4.500% 5/01/46	2016-08-16	2016-12-25	$886	$973	-$87	-$87
1229.16 FNMA POOL #AL8960 4.500% 5/01/46	2016-08-16	2017-01-25	$1,229	$1,350	-$121	-$121
99.66 FNMA POOL #AL8960 4.500% 5/01/46	2016-12-07	2017-01-25	$100	$114	-$14	-$14
731.56 FNMA POOL #AL8960 4.500% 5/01/46	2017-01-13	2017-02-25	$732	$803	-$71	-$71
56.28 FNMA POOL #AL8960 4.500% 5/01/46	2016-12-25	2017-02-25	$56	$66	-$10	-$10
59. FNMA POOL #AL8960 4.500% 5/01/46	2016-12-25	2017-03-25	$59	$70	-$11	-$11
825.9 FNMA POOL #AL8960 4.500% 5/01/46	2017-02-09	2017-03-25	$826	$909	-$83	-$83
674.62 FNMA POOL #AL8960 4.500% 5/01/46	2017-02-09	2017-04-25	$675	$743	-$68	-$68
48.19 FNMA POOL #AL8960 4.500% 5/01/46	2016-12-25	2017-04-25	$48	$57	-$9	-$9
31823.44 FNMA POOL #AL8960 4.500% 5/01/46	2017-02-09	2017-05-18	$34,311	$35,049	-$738	-$738
2320.62 FNMA POOL #AL8960 4.500% 5/01/46	2016-12-25	2017-05-18	$2,502	$2,734	-$232	-$232
665.41 FNMA POOL #AL8960 4.500% 5/01/46	2017-02-09	2017-05-25	$665	$724	-$59	-$59
401. FEDERATED INVESTORS INC	2016-09-16	2017-03-01	$10,831	$12,772	-$1,941	-$1,941
126. FEDERATED NATIONAL HOLDING CO	2015-05-27	2016-06-21	$2,495	$3,271	-$776	-$776
508. FEDERATED NATIONAL HOLDING CO	2015-05-27	2016-07-01	$9,531	$12,683	-$3,152	-$3,152
132. F5 NETWORKS INC	2014-03-25	2017-05-26	$16,771	$14,328	$2,443	$2,443
110. FIRST INDL RLTY TR INC COM	2012-10-26	2016-06-08	$2,808	$1,450	$1,358	$1,358
30. FIRST INDL RLTY TR INC COM	2012-08-08	2016-12-12	$830	$378	$452	$452
26. FIRST INDL RLTY TR INC COM	2012-08-08	2017-01-23	$721	$327	$394	$394
20000. FORD MOTOR COMPANY 4.750% 1/15/43	2015-10-01	2016-10-25	$20,130	$18,951	$1,179	$1,179
151. FOSSIL GROUP INC	2014-10-13	2016-06-09	$4,285	$14,661	-$10,376	-$10,376
45. FRESENIUS MEDICAL CARE ADR	2011-02-08	2016-06-21	$1,889	$1,381	$508	$508
112. FRESENIUS SE & CO-SPN ADR	2014-07-29	2016-06-21	$2,038	$1,360	$678	$678
146. FUCHS PETROLUB SE-PREF ADR	2014-03-12	2016-06-21	$1,476	$1,836	-$360	-$360
412. FULLER H B CO	2016-04-20	2017-02-17	$20,251	$18,037	$2,214	$2,214
25. GEA GROUP AG ADR	2016-06-17	2016-06-21	$1,216	$1,170	$46	$46
31. GEA GROUP AG ADR	2016-06-17	2016-08-09	$1,666	$1,450	$216	$216
42. GEA GROUP AG ADR	2016-06-17	2017-01-05	$1,716	$1,702	$14	$14
104. GEA GROUP AG ADR	2015-10-13	2017-01-05	$4,250	$4,330	-$80	-$80
179. GGP INC	2013-01-23	2017-05-30	$3,978	$3,478	$500	$500
4000. GLP CAPITAL LP / FIN 4.875% 11/01/20	2014-11-21	2016-10-05	$4,310	$4,115	$195	$195
52. GENERAL GROWTH PROPERTIE-W/I	2013-04-03	2016-07-06	$1,563	$1,050	$513	$513
58. GENERAL GROWTH PROPERTIE-W/I	2015-11-25	2016-07-06	$1,743	$1,483	$260	$260
35. GENERAL GROWTH PROPERTIE-W/I	2013-04-03	2016-08-03	$1,083	$706	$377	$377
37. GENERAL GROWTH PROPERTIE-W/I	2013-04-03	2016-11-25	$946	$747	$199	$199
33. GENERAL GROWTH PROPERTIE-W/I	2013-04-03	2016-11-28	$847	$666	$181	$181
82. GENERAL GROWTH PROPERTIE-W/I	2013-04-03	2016-12-12	$2,172	$1,623	$549	$549
2000. GENERAL MOTORS FINL 3.250% 5/15/18	2014-06-26	2016-08-15	$2,044	$2,035	$9	$9
3000. GENERAL MOTORS FINL 3.250% 5/15/18	2014-06-26	2016-08-23	$3,063	$3,053	$10	$10
2000. GENERAL MOTORS FINL 3.250% 5/15/18	2015-11-05	2016-09-01	$2,037	$2,023	$14	$14
2000. GENERAL MOTORS FINL 3.250% 5/15/18	2015-11-05	2016-09-08	$2,037	$2,023	$14	$14
2000. GENERAL MOTORS FINL 4.250% 5/15/23	2014-03-13	2016-11-28	$2,015	$1,975	$40	$40
3000. GENERAL MOTORS FINL 4.250% 5/15/23	2014-03-17	2016-11-29	$3,024	$2,944	$80	$80
319. GENTHERM INC	2014-09-26	2016-09-13	$9,720	$15,114	-$5,394	-$5,394
93. GIGAMON INC	2015-10-29	2016-06-21	$3,456	$2,562	$894	$894
377. GIGAMON INC	2015-10-29	2016-07-01	$14,073	$10,384	$3,689	$3,689
18000. GILEAD SCIENCES INC 4.750% 3/01/46	2016-10-25	2017-03-30	$18,279	$20,046	-$1,767	-$1,767
4000. GOODYEAR TIRE & RUBB 7.000% 5/15/22	2015-09-29	2017-05-15	$4,140	$4,263	-$123	-$123
210. GRAPHIC PACKAGING HLDGCO	2014-07-11	2016-06-21	$2,719	$2,445	$274	$274
851. GRAPHIC PACKAGING HLDGCO	2014-07-11	2016-07-01	$10,648	$9,907	$741	$741
34. THE GREENBRIER COMPANIES, INC.	2014-08-25	2016-06-21	$972	$2,437	-$1,465	-$1,465
137. THE GREENBRIER COMPANIES, INC.	2014-08-25	2016-07-01	$4,036	$9,821	-$5,785	-$5,785
93. GRIFOLS SA-ADR	2015-11-11	2017-02-02	$1,592	$1,629	-$37	-$37
59. GRUPO TELEVISA, S.A. - ADR	2016-05-20	2016-08-03	$1,554	$1,553	$1	$1
4000. HCA INC 5.000% 3/15/24	2014-04-04	2016-11-16	$4,000	$4,003	-$3	-$3
496. HFF INC	2016-06-16	2016-09-16	$13,305	$15,447	-$2,142	-$2,142
7525.084 HSBC FRONTIER MARKETS-I	2014-09-05	2016-08-04	$90,000	$118,821	-$28,821	-$28,821
20268.363 HSBC FRONTIER MARKETS-I	2015-04-28	2016-09-01	$250,517	$284,717	-$34,200	-$34,200
182. HACKETT GROUP INC	2015-05-28	2016-06-21	$2,429	$2,164	$265	$265
735. HACKETT GROUP INC	2015-05-28	2016-07-01	$10,134	$8,703	$1,431	$1,431
67. HEALTHSOUTH REHABILITATION CORPORAT	2014-06-23	2016-06-21	$2,657	$2,454	$203	$203
269. HEALTHSOUTH REHABILITATION CORPORAT	2014-06-23	2016-07-01	$10,440	$9,854	$586	$586
65. HENRY JACK & ASSOC INC COM	2016-07-01	2016-08-30	$5,687	$5,674	$13	$13
174. HERITAGE INSURANCE HOLDINGS IN	2015-08-04	2016-06-21	$2,209	$4,264	-$2,055	-$2,055
705. HERITAGE INSURANCE HOLDINGS IN	2016-04-22	2016-07-01	$8,474	$13,452	-$4,978	-$4,978
2000. HERTZ CORP 6.750% 4/15/19	2013-09-19	2016-10-08	$2,034	$2,148	-$114	-$114
1000. HERTZ CORP 6.750% 4/15/19	2013-09-19	2017-02-10	$998	$1,074	-$76	-$76
.5 HILTON GRAND VACATIONS INC	2016-12-21	2017-01-10	$13	$13
36. HILTON WORLDWIDE HOLDINGS IN	2016-11-25	2016-12-12	$936	$879	$57	$57
.3332 HILTON WORLDWIDE HOLDINGS IN	2016-12-21	2017-01-24	$19	$19
20. HOME DEPOT INC	2016-05-25	2016-10-20	$2,534	$2,666	-$132	-$132
21. HOST HOTELS & RESORTS, INC.	2016-11-25	2016-12-12	$398	$357	$41	$41
399. HUB GROUP INC	2016-04-01	2017-04-27	$16,051	$15,022	$1,029	$1,029
23. ICU MED INC COM	2016-01-26	2016-06-21	$2,395	$2,187	$208	$208
95. ICU MED INC COM	2016-01-26	2016-07-01	$10,633	$9,032	$1,601	$1,601
52. ITT INC	2014-06-23	2016-06-21	$1,817	$2,467	-$650	-$650
210. ITT INC	2014-06-23	2016-07-01	$6,661	$9,962	-$3,301	-$3,301
65. INC RESEARCH HOLDINGS INC	2015-10-29	2016-06-21	$2,511	$2,690	-$179	-$179
264. INC RESEARCH HOLDINGS INC	2015-10-29	2016-07-01	$10,021	$10,926	-$905	-$905
55. INFORMA PLC-SP ADR	2014-07-29	2016-06-21	$1,065	$926	$139	$139
209. INFORMA PLC-SP ADR	2014-07-29	2017-02-24	$3,418	$3,520	-$102	-$102
105. INFRAREIT INC	2016-02-05	2016-06-21	$1,798	$2,194	-$396	-$396
427. INFRAREIT INC	2016-02-08	2016-07-01	$7,528	$8,700	-$1,172	-$1,172
316.5 INFORMA PLC- RIGHTS DEEMED 2/01/17	2014-07-29	2016-11-07	$807		$807	$807
90. INPHI CORP	2014-06-23	2016-06-21	$2,858	$1,365	$1,493	$1,493
363. INPHI CORP	2014-06-23	2016-07-01	$11,289	$5,505	$5,784	$5,784
33. INSPERITY INC	2016-06-06	2016-06-21	$2,469	$2,431	$38	$38
135. INSPERITY INC	2016-06-07	2016-07-01	$10,342	$9,940	$402	$402
148. INTEGRATED DEVICE TECHNOLOGY INC	2014-11-03	2016-06-21	$3,196	$2,459	$737	$737
601. INTEGRATED DEVICE TECHNOLOGY INC	2014-11-03	2016-07-01	$11,936	$9,986	$1,950	$1,950
2000. INTL LEASE FINANCE 8.250% 12/15/20	2014-01-21	2016-08-23	$2,390	$2,375	$15	$15
3000. INTL LEASE FINANCE 8.250% 12/15/20	2012-04-13	2017-03-17	$3,522	$3,263	$259	$259
789. INVENSENSE INC	2015-12-04	2016-06-06	$5,163	$9,580	-$4,417	-$4,417
288. INVENSENSE INC	2015-12-04	2016-06-07	$1,843	$3,497	-$1,654	-$1,654
2434. ISHARES CORE S&P SMALL-CAP E	2016-09-01	2017-01-31	$165,030	$150,117	$14,913	$14,913
175. ITAU UNIBANCO H-SPON PRF ADR	2014-06-12	2016-06-21	$1,472	$2,625	-$1,153	-$1,153
53. JGC CORP-UNSPONSORED ADR	2013-05-08	2016-06-21	$1,487	$3,114	-$1,627	-$1,627
111. JAPAN TOBACCO INC-UNSPON ADR	2015-12-17	2016-06-21	$2,270	$2,092	$178	$178
21. JAPAN TOBACCO INC-UNSPON ADR	2014-10-03	2016-06-21	$429	$334	$95	$95
361. JAPAN TOBACCO INC-UNSPON ADR	2014-10-03	2016-11-18	$6,171	$5,748	$423	$423
546. JAPAN TOBACCO INC-UNSPON ADR	2015-02-17	2017-03-27	$9,175	$8,641	$534	$534
15. JOHNSON & JOHNSON	2016-05-25	2016-10-20	$1,729	$1,700	$29	$29
35. JOHNSON & JOHNSON	2016-05-25	2017-04-13	$4,380	$3,967	$413	$413
90. JOHNSON & JOHNSON	2014-11-24	2017-04-13	$11,263	$9,627	$1,636	$1,636
40. J2 GLOBAL INC	2014-06-23	2016-06-21	$2,594	$1,999	$595	$595
162. J2 GLOBAL INC	2014-06-23	2016-07-01	$10,235	$8,097	$2,138	$2,138
2694.9391 JPMORGAN HIGH YIELD-I #3580	2016-08-29	2016-09-09	$19,781	$19,808	-$27	-$27
16378.6299 JPMORGAN HIGH YIELD-I #3580	2016-08-29	2016-09-09	$120,219	$120,383	-$164	-$164
11193.722 JPMORGAN HIGH YIELD-I #3580	2016-08-29	2017-03-07	$83,393	$79,836	$3,557	$3,557
46. KBC GROEP NV-UNSP ADR	2015-03-17	2016-06-21	$1,322	$1,392	-$70	-$70
79. KBC GROEP NV-UNSP ADR	2015-03-17	2016-11-16	$2,342	$2,391	-$49	-$49
199. KDDI CORP-UNSPONSORED ADR	2014-07-29	2016-06-21	$2,951	$2,023	$928	$928
336. KDDI CORP-UNSPONSORED ADR	2014-07-29	2016-11-15	$4,284	$3,416	$868	$868
199. KDDI CORP-UNSPONSORED ADR	2016-09-26	2016-11-15	$2,537	$3,122	-$585	-$585
23. KILROY REALTY CORP COM	2016-11-25	2016-12-12	$1,735	$1,691	$44	$44
15. KIMBERLY CLARK CORP COM	2016-05-25	2016-10-20	$1,791	$1,911	-$120	-$120
46. KOMATSU LIMITED - ADR	2014-07-29	2016-06-21	$841	$1,096	-$255	-$255
61. KONE OYJ-B-UNSPONSORED ADR	2015-02-02	2016-08-03	$1,513	$1,366	$147	$147
297. KONE OYJ-B-UNSPONSORED ADR	2015-02-02	2016-10-31	$6,795	$6,653	$142	$142
22. KUBOTA LIMITED - ADR	2016-05-20	2016-06-21	$1,519	$1,687	-$168	-$168
83. L'OREAL - ADR	2011-02-08	2016-06-21	$3,134	$2,022	$1,112	$1,112
46. LVMH MOET HENNESSY UNSP ADR - ADR	2013-04-01	2016-06-21	$1,483	$1,589	-$106	-$106
114. LABORATORY CRP OF AMER HLDGS	2014-09-10	2017-03-01	$16,290	$12,198	$4,092	$4,092
435. LANDSTAR SYS INC COM	2016-07-01	2016-10-13	$28,683	$30,353	-$1,670	-$1,670
3000. LEAR CORP 5.250% 1/15/25	2015-03-13	2016-11-18	$3,158	$3,068	$90	$90
2000. LEAR CORP 5.250% 1/15/25	2015-03-13	2016-11-21	$2,105	$2,045	$60	$60
2000. LIFEPOINT HEALTH INC 5.875% 12/01/23	2016-08-22	2016-10-28	$2,040	$2,120	-$80	-$80
103. LINDE AG ADR	2014-10-13	2016-06-21	$1,484	$1,933	-$449	-$449
164. LITHIA MOTORS INC CL A COM	2013-11-29	2016-06-13	$12,221	$11,289	$932	$932
668. LLOYDS BANKING GROUP PLC - ADR	2014-07-29	2016-06-21	$2,779	$3,483	-$704	-$704
3384. LLOYDS BANKING GROUP PLC - ADR	2014-07-29	2016-07-01	$9,808	$17,645	-$7,837	-$7,837
460. LLOYDS BANKING GROUP PLC - ADR	2015-11-04	2016-07-01	$1,333	$2,158	-$825	-$825
954. MSG NETWORKS INC	2016-08-08	2017-02-16	$20,544	$14,826	$5,718	$5,718
164.6 AIR LIQUIDE RIGHTS DEEMED 10/31/16	2011-10-07	2016-10-28	$495		$495	$495
36. MAKITA CORPORATION - ADR	2014-07-29	2016-06-21	$2,348	$2,185	$163	$163
150. MANHATTAN ASSOCIATES, INC COM	2016-05-17	2017-01-19	$7,450	$9,124	-$1,674	-$1,674
139. MANPOWERGROUP INC	2016-08-05	2017-01-05	$12,528	$9,704	$2,824	$2,824
2000. MARKWEST ENERGY PART 5.500% 2/15/23	2013-10-30	2016-07-12	$1,980	$2,090	-$110	-$110
2000. MARKWEST ENERGY PART 5.500% 2/15/23	2013-11-05	2016-12-13	$2,030	$2,078	-$48	-$48
2000. MARKWEST ENERGY PART 5.500% 2/15/23	2013-11-12	2017-02-28	$2,035	$2,066	-$31	-$31
66. MARKETAXESS HLDGS INC	2016-07-01	2016-07-07	$9,828	$9,473	$355	$355
130. MATRIX SVC CO	2014-06-23	2016-06-21	$2,051	$4,465	-$2,414	-$2,414
525. MATRIX SVC CO	2015-01-29	2016-07-01	$8,686	$13,421	-$4,735	-$4,735
116. MAXLINEAR INC	2016-06-07	2016-06-21	$2,216	$2,417	-$201	-$201
472. MAXLINEAR INC	2016-06-08	2016-07-01	$8,392	$9,986	-$1,594	-$1,594
67. METHODE ELECTRON INC COMMON	2015-03-02	2016-06-21	$1,888	$2,619	-$731	-$731
269. METHODE ELECTRON INC COMMON	2015-03-02	2016-07-01	$9,237	$10,514	-$1,277	-$1,277
45. MICROSOFT CORP	2016-05-25	2016-10-20	$2,574	$2,355	$219	$219
57. MICROSTRATEGY INC CL A	2016-12-21	2017-05-09	$10,781	$11,492	-$711	-$711
47. MICROSTRATEGY INC CL A	2016-12-21	2017-05-24	$8,468	$9,476	-$1,008	-$1,008
232. MIMEDX GROUP INC	2015-06-23	2016-06-21	$1,743	$2,682	-$939	-$939
940. MIMEDX GROUP INC	2015-06-23	2016-07-01	$7,661	$10,865	-$3,204	-$3,204
52. MINERALS TECHNOLOGIES INC COM	2016-04-20	2016-08-30	$3,753	$3,122	$631	$631
272. MINERALS TECHNOLOGIES INC COM	2016-04-20	2017-02-17	$21,526	$14,889	$6,637	$6,637
80. MITSUBISHI ESTATE COMPANY, LTD - ADR	2013-09-27	2016-06-21	$1,475	$2,403	-$928	-$928
47. MONOTARO CO LTD-UNSP ADR	2013-11-13	2016-06-21	$1,449	$524	$925	$925
773. MTN GROUP LTD ADR	2014-03-05	2016-10-20	$5,907	$14,063	-$8,156	-$8,156
167. NASPERS LTD ADR	2015-07-02	2016-06-21	$2,452	$2,637	-$185	-$185
139. NATIONAL GENERAL HOLDINGS CORP	2015-03-02	2016-06-21	$2,950	$2,602	$348	$348
563. NATIONAL GENERAL HOLDINGS CORP	2015-03-02	2016-07-01	$12,059	$10,537	$1,522	$1,522
23. NESTLE S.A. REGISTERED SHARES - ADR	2010-12-23	2016-06-08	$1,756	$1,355	$401	$401
35. NESTLE S.A. REGISTERED SHARES - ADR	2010-12-23	2016-06-21	$2,618	$2,062	$556	$556
540. NEUSTAR INC	2014-06-19	2016-12-21	$17,865	$13,370	$4,495	$4,495
104. NEUSTAR INC	2016-01-22	2016-12-21	$3,441	$2,253	$1,188	$1,188
2925.327 NEUBERGER BERMAN LONG SH-INS #1830	2014-10-02	2016-12-08	$38,000	$37,532	$468	$468
25. NEWELL RUBBERMAID INC	2016-05-25	2016-10-20	$1,316	$1,201	$115	$115
54. NOVARTIS AG - ADR	2014-07-29	2016-06-21	$4,290	$4,771	-$481	-$481
116. NOVARTIS AG - ADR	2014-07-29	2017-01-24	$8,099	$10,213	-$2,114	-$2,114
34. NOVO NORDISK A/S - ADR	2011-02-08	2016-06-21	$1,776	$762	$1,014	$1,014
99. NOVO NORDISK A/S - ADR	2011-02-08	2016-09-23	$4,427	$2,167	$2,260	$2,260
156. NOVO NORDISK A/S - ADR	2010-12-09	2016-09-27	$6,835	$3,165	$3,670	$3,670
108. NUTRI SYS INC	2014-11-18	2016-06-21	$2,602	$2,023	$579	$579
435. NUTRI SYS INC	2014-11-18	2016-07-01	$10,969	$8,148	$2,821	$2,821
58. NUVASIVE INC	2014-06-23	2016-06-21	$3,338	$2,051	$1,287	$1,287
233. NUVASIVE INC	2014-06-23	2016-07-01	$13,995	$8,240	$5,755	$5,755
.3468 PARK HOTELS & RESORTS INC-WI	2016-12-21	2017-03-14	$9	$10	-$1	-$1
49. PARK24 CO LTD-SPN ADR	2016-02-01	2016-06-21	$1,548	$1,379	$169	$169
1322.157 PARTNERS GROUP PRIV EQ TEI LLC (RF)	2010-06-24	2016-06-30	$25,000	$13,274	$11,726	$11,726
88. PEBBLEBROOK HOTEL TRUST	2013-11-06	2016-07-06	$2,284	$2,276	$8	$8
38. PEBBLEBROOK HOTEL TRUST	2013-02-13	2016-08-03	$1,146	$932	$214	$214
56. PEBBLEBROOK HOTEL TRUST	2013-02-06	2016-10-25	$1,466	$1,356	$110	$110
64. PEBBLEBROOK HOTEL TRUST	2013-01-03	2016-11-25	$1,792	$1,535	$257	$257
5. PEBBLEBROOK HOTEL TRUST	2013-01-03	2016-12-12	$156	$120	$36	$36
29. PEBBLEBROOK HOTEL TRUST	2013-01-03	2016-12-21	$881	$677	$204	$204
85. PHARMERICA CORP	2014-06-23	2016-06-21	$2,062	$2,449	-$387	-$387
342. PHARMERICA CORP	2014-06-23	2016-07-01	$8,495	$9,854	-$1,359	-$1,359
16. PHYSICIANS REALTY TRUST	2016-10-25	2016-12-12	$301	$319	-$18	-$18
49. PHYSICIANS REALTY TRUST	2016-04-14	2016-12-12	$922	$907	$15	$15
60. POLARIS INDS INC COM	2016-09-12	2016-12-07	$5,013	$4,584	$429	$429
608. POLYONE CORP	2017-02-17	2017-05-26	$22,806	$20,959	$1,847	$1,847
61. POOL CORPORATION	2016-07-01	2016-09-02	$6,115	$5,783	$332	$332
4000. POST HOLDINGS INC 7.375% 2/15/22	2013-09-27	2016-07-29	$4,283	$4,240	$43	$43
10. PRAXAIR INC COM	2014-11-24	2016-10-20	$1,196	$1,295	-$99	-$99
14317.279 T ROWE PRICE INST EM MKT EQ #146	2015-12-08	2016-08-04	$433,814	$378,406	$55,408	$55,408
15582.721 T ROWE PRICE INST EM MKT EQ #146	2015-02-04	2016-08-04	$472,156	$472,156
69. PROLOGIS INC	2012-09-06	2016-11-28	$3,485	$2,419	$1,066	$1,066
59. PROLOGIS INC	2012-09-06	2016-12-12	$3,102	$2,069	$1,033	$1,033
15. PROLOGIS INC	2012-09-06	2017-03-06	$759	$526	$233	$233
620. PRUDENTIAL FINL INC	2014-11-13	2016-08-31	$49,170	$52,420	-$3,250	-$3,250
97. PRUDENTIAL PLC - ADR	2014-07-29	2016-06-21	$3,729	$4,607	-$878	-$878
11. PUBLIC STORAGE INC COM	2012-12-05	2016-12-12	$2,373	$1,562	$811	$811
4. PUBLIC STORAGE INC COM	2012-11-29	2016-12-21	$869	$565	$304	$304
19. QTS REALTY TRUST INC-CL A	2014-06-23	2016-06-06	$1,012	$542	$470	$470
51. QTS REALTY TRUST INC-CL A	2014-06-23	2016-06-21	$2,813	$1,455	$1,358	$1,358
207. QTS REALTY TRUST INC-CL A	2014-06-23	2016-07-01	$11,657	$5,905	$5,752	$5,752
14473.684 BOSTON P LNG/SHRT RES-INS #7015	2014-02-18	2016-08-29	$220,000	$208,518	$11,482	$11,482
2434.337 BOSTON P LNG/SHRT RES-INS #7015	2013-11-01	2016-12-08	$38,000	$33,789	$4,211	$4,211
78. RLI CORP COM	2016-07-01	2016-09-02	$5,495	$5,309	$186	$186
142. RPX CORP	2014-06-23	2016-06-21	$1,333	$2,455	-$1,122	-$1,122
576. RPX CORP	2014-06-23	2016-07-01	$5,305	$9,960	-$4,655	-$4,655
4000. RADIAN GROUP INC 5.500% 6/01/19	2016-04-25	2016-11-10	$4,180	$4,160	$20	$20
1000. RANGE RESOURCES CORP 5.000% 3/15/23	2015-08-19	2016-08-03	$955	$915	$40	$40
2000. RANGE RESOURCES CORP 5.000% 3/15/23	2014-02-19	2016-08-03	$1,910	$2,025	-$115	-$115
100. RED ELECTRICA COR-UNSPON ADR	2014-07-29	2016-06-21	$1,772	$1,748	$24	$24
.2 RED ELECTRICA COR-UNSPON ADR	2014-07-29	2016-07-29	$2	$2
17. REGENCY CENTERS CORP	2016-02-17	2016-12-12	$1,166	$1,206	-$40	-$40
.85 REGENCY CENTERS CORP	2016-01-20	2017-03-09	$54	$60	-$6	-$6
163. REINSURANCE GROUP AMER CLASS A NEW	2016-04-05	2016-10-12	$18,054	$15,454	$2,600	$2,600
114. RELX PLC ADR	2015-12-14	2016-06-21	$2,088	$2,003	$85	$85
593. RENT-A-CENTER INC	2015-10-08	2016-07-20	$7,512	$15,702	-$8,190	-$8,190
179. REXAM PLC-SPONSORED ADR	2014-07-29	2016-06-16	$7,877	$7,969	-$92	-$92
234. ROBERT HALF INTL INC	2015-04-23	2016-08-05	$8,744	$13,922	-$5,178	-$5,178
67. ROBERT HALF INTL INC	2015-08-13	2016-08-05	$2,504	$3,811	-$1,307	-$1,307
50.00161 ROCHE HOLDINGS LTD - ADR	2016-06-07	2016-06-21	$1,604	$1,682	-$78	-$78
14. ROCHE HOLDINGS LTD - ADR	2011-10-07	2016-06-21	$449	$285	$164	$164
61.99839 ROCHE HOLDINGS LTD - ADR	2016-06-07	2016-06-21	$1,989	$2,085	-$96	-$96
10594.059 T ROWE PRICE INST FLOAT RATE #170	2016-08-29	2017-03-07	$107,000	$105,998	$1,002	$1,002
14501.691 T ROWE PRICE INST FLOAT RATE #170	2016-05-23	2017-05-24	$146,032	$144,002	$2,030	$2,030
70. ROYAL DUTCH SHELL PLC ADR	2016-03-09	2016-06-21	$3,818	$3,361	$457	$457
47. ROYAL DUTCH SHELL PLC ADR	2014-07-29	2016-06-21	$2,524	$3,851	-$1,327	-$1,327
275. KONINKLIJKE KPN N.V. - ADR	2014-12-02	2016-06-21	$1,017	$918	$99	$99
182. RUTH'S HOSPITALITY GROUP	2014-06-23	2016-06-21	$2,993	$2,247	$746	$746
735. RUTH'S HOSPITALITY GROUP	2014-06-23	2016-07-01	$11,683	$9,073	$2,610	$2,610
19. RYANAIR HOLDINGS PLC-SP ADR	2016-06-03	2016-06-21	$1,537	$1,655	-$118	-$118
25. RYANAIR HOLDINGS PLC-SP ADR	2016-06-03	2017-03-16	$2,083	$2,295	-$212	-$212
12. RYANAIR HOLDINGS PLC-SP ADR	2014-07-29	2017-03-16	$1,000	$660	$340	$340
26. RYOHIN KEIKAKU CO-UNSP ADR	2014-07-29	2016-06-21	$1,277	$646	$631	$631
10. SL GREEN REALTY CORP COM	2016-04-14	2016-08-03	$1,162	$991	$171	$171
22. SL GREEN REALTY CORP COM	2016-11-25	2016-12-12	$2,459	$2,263	$196	$196
4. SL GREEN REALTY CORP COM	2012-09-06	2016-12-12	$447	$329	$118	$118
16. SL GREEN REALTY CORP COM	2012-09-06	2016-12-21	$1,746	$1,316	$430	$430
8. SL GREEN REALTY CORP COM	2012-09-06	2017-01-25	$866	$658	$208	$208
19. SL GREEN REALTY CORP COM	2012-09-06	2017-02-09	$2,060	$1,562	$498	$498
6836. SPDR DJ WILSHIRE INTERNATIONAL REAL	2014-08-19	2017-01-05	$252,653	$305,466	-$52,813	-$52,813
2000. SABINE PASS LIQUEFAC 5.625% 3/01/25	2016-10-12	2017-02-22	$2,158	$2,160	-$2	-$2
2000. SABINE PASS LIQUEFAC 5.625% 3/01/25	2016-10-12	2017-02-23	$2,168	$2,160	$8	$8
78. SAMPO OYJ-A SHS-UNSP ADR	2014-07-29	2016-06-21	$1,679	$1,971	-$292	-$292
49. SANMINA CORP	2014-06-23	2016-06-06	$1,359	$1,111	$248	$248
99. SANMINA CORP	2014-06-23	2016-06-21	$2,703	$2,245	$458	$458
401. SANMINA CORP	2014-06-23	2016-07-01	$10,682	$9,093	$1,589	$1,589
44. SAP SE	2011-02-08	2016-06-21	$3,485	$2,610	$875	$875
33. SAP SE	2017-03-28	2017-05-18	$3,446	$3,247	$199	$199
54. SASOL LIMITED - ADR	2013-04-01	2016-06-21	$1,502	$2,629	-$1,127	-$1,127
16. SAUL CTRS INC COM	2012-09-06	2016-12-12	$1,068	$700	$368	$368
16. SCHLUMBERGER LTD	2010-12-09	2016-06-21	$1,243	$1,292	-$49	-$49
19. SCHLUMBERGER LTD	2015-11-02	2016-06-21	$1,477	$1,505	-$28	-$28
107. SCRIPPS NETWORKS INTERACTIVE	2015-10-20	2016-08-08	$7,082	$6,013	$1,069	$1,069
127. SCRIPPS NETWORKS INTERACTIVE	2015-06-11	2016-08-08	$8,406	$8,473	-$67	-$67
426. SELECT COMFORT CORPORATION	2015-10-19	2017-01-18	$8,788	$12,151	-$3,363	-$3,363
250. SELECT COMFORT CORPORATION	2016-07-20	2017-01-18	$5,157	$5,985	-$828	-$828
157. SELECT MEDICAL HOLDINGS CORPORATION	2014-06-23	2016-06-21	$1,737	$2,453	-$716	-$716
635. SELECT MEDICAL HOLDINGS CORPORATION	2014-06-23	2016-07-01	$6,829	$9,922	-$3,093	-$3,093
635. SELECT MEDICAL HOLDINGS CORPORATION	2014-07-17	2017-02-07	$7,811	$10,443	-$2,632	-$2,632
174. SELECT MEDICAL HOLDINGS CORPORATION	2016-07-25	2017-02-07	$2,140	$2,014	$126	$126
2. SENIOR HOUSING PROP TRUST	2016-10-05	2016-11-25	$36	$16	$20	$20
36. SENIOR HOUSING PROP TRUST	2016-10-05	2016-11-28	$648	$775	-$127	-$127
62. SENIOR HOUSING PROP TRUST	2016-10-25	2016-12-12	$1,137	$1,331	-$194	-$194
37. SENIOR HOUSING PROP TRUST	2016-10-25	2017-01-25	$705	$792	-$87	-$87
62. SENIOR HOUSING PROP TRUST	2016-07-06	2017-03-06	$1,245	$1,306	-$61	-$61
177. SERVISFIRST BANCSHARES INC	2015-12-24	2016-10-24	$9,467	$8,604	$863	$863
98. SEVEN & I HOLDINGS CO., LTD ADR	2014-07-29	2016-06-21	$2,095	$2,130	-$35	-$35
11. SHIRE PLC ADR	2015-10-20	2016-06-21	$1,922	$2,342	-$420	-$420
652. SHUTTERSTOCK INC	2016-07-01	2017-03-13	$26,610	$29,466	-$2,856	-$2,856
8. SIMON PROPERTY GROUP INC	2012-09-06	2016-07-06	$1,736	$1,200	$536	$536
5. SIMON PROPERTY GROUP INC	2012-09-06	2016-08-03	$1,108	$750	$358	$358
5. SIMON PROPERTY GROUP INC	2012-09-06	2016-09-13	$1,037	$750	$287	$287
7. SIMON PROPERTY GROUP INC	2012-09-06	2016-11-25	$1,276	$1,050	$226	$226
43. SIMON PROPERTY GROUP INC	2012-09-06	2016-12-12	$7,943	$6,448	$1,495	$1,495
12. SIMON PROPERTY GROUP INC	2012-09-06	2017-02-09	$2,178	$1,799	$379	$379
59. SKECHERS U S A INC	2014-06-23	2016-06-21	$1,729	$881	$848	$848
238. SKECHERS U S A INC	2014-06-23	2016-07-01	$7,059	$3,555	$3,504	$3,504
101. SKYWEST INC	2016-05-17	2016-06-21	$2,528	$2,365	$163	$163
411. SKYWEST INC	2016-05-17	2016-07-01	$11,119	$9,583	$1,536	$1,536
84. SMITH & WESSON HLDG CORP	2016-03-09	2016-06-21	$2,070	$2,386	-$316	-$316
340. SMITH & WESSON HLDG CORP	2016-03-09	2016-07-01	$9,282	$9,657	-$375	-$375
10. SNAP ON INC	2016-05-25	2017-01-19	$1,749	$1,624	$125	$125
78. SNAP ON INC	2014-11-13	2017-01-19	$13,642	$10,575	$3,067	$3,067
68. SOFTBANK GROUP CORP-UNSPON ADR	2014-09-17	2016-06-21	$1,884	$2,548	-$664	-$664
135. SOFTBANK GROUP CORP-UNSPON ADR	2014-07-29	2016-07-22	$3,430	$5,018	-$1,588	-$1,588
4. SOFTBANK GROUP CORP-UNSPON ADR	2014-07-29	2016-07-26	$103	$149	-$46	-$46
62. SONY CORPORATION - ADR	2015-02-05	2016-06-21	$1,806	$1,672	$134	$134
58. SONOVA HOLDIN-UNSPON ADR	2011-10-07	2016-06-21	$1,490	$1,148	$342	$342
77. SPARK ENERGY INC	2016-06-08	2016-06-21	$2,653	$2,580	$73	$73
310. SPARK ENERGY INC	2016-06-08	2016-07-01	$10,696	$9,855	$841	$841
166. SPIRIT AIRLINES INC	2016-04-15	2016-07-25	$7,210	$8,267	-$1,057	-$1,057
124. SPIRIT AIRLINES INC	2017-02-13	2017-05-22	$6,587	$6,789	-$202	-$202
166. SPIRIT AIRLINES INC	2016-04-15	2017-05-22	$8,819	$8,267	$552	$552
136. SPIRIT RLTY CAP INC NEW	2016-10-05	2016-12-12	$1,457	$1,651	-$194	-$194
2000. SPRINT CAP CORP 6.900% 5/01/19	2016-07-14	2016-10-18	$2,105	$1,995	$110	$110
2000. SPRINT NEXTEL CORP 6.000% 11/15/22	2014-04-09	2016-06-23	$1,560	$2,045	-$485	-$485
3000. SPRINT NEXTEL CORP 6.000% 11/15/22	2014-04-09	2016-06-29	$2,309	$3,068	-$759	-$759
25. STAG INDUSTRIAL INC	2016-08-03	2016-12-12	$591	$619	-$28	-$28
41. STAG INDUSTRIAL INC	2016-08-03	2017-01-23	$992	$1,015	-$23	-$23
34. STAG INDUSTRIAL INC	2016-08-03	2017-01-25	$822	$841	-$19	-$19
48. STAG INDUSTRIAL INC	2016-08-03	2017-02-17	$1,150	$1,166	-$16	-$16
47.00092 STORE CAPITAL CORP	2016-10-25	2016-12-12	$1,173	$1,254	-$81	-$81
26.99908 STORE CAPITAL CORP	2016-10-25	2016-12-12	$674	$762	-$88	-$88
20. STRYKER CORP	2016-05-25	2017-04-13	$2,601	$2,238	$363	$363
162. STRYKER CORP	2014-11-24	2017-04-13	$21,072	$14,807	$6,265	$6,265
126. SUCAMPO PHARMACEUTICALS INC	2015-08-04	2016-06-06	$1,553	$2,731	-$1,178	-$1,178
174. SUCAMPO PHARMACEUTICALS INC	2015-08-04	2016-06-07	$2,083	$3,771	-$1,688	-$1,688
311. SUCAMPO PHARMACEUTICALS INC	2015-08-04	2016-06-08	$3,697	$6,741	-$3,044	-$3,044
308. SUMITOMO TRUST AND BANKING ADR	2014-07-29	2016-06-21	$1,885	$2,548	-$663	-$663
22. SUN CMNTYS INC COM	2016-04-14	2016-12-12	$1,632	$1,503	$129	$129
57. SUNSTONE HOTEL INVS INC NEW	2015-02-11	2016-12-12	$886	$934	-$48	-$48
461. SUPER MICRO COMPUTER INC	2015-10-16	2016-08-30	$10,163	$12,137	-$1,974	-$1,974
137. SUPERNUS PHARMACEUTICALS INC	2014-12-10	2016-06-21	$2,478	$1,205	$1,273	$1,273
557. SUPERNUS PHARMACEUTICALS INC	2014-12-10	2016-07-01	$11,290	$4,899	$6,391	$6,391
73. SWEDBANK AB ADR	2014-07-29	2016-06-21	$1,589	$1,916	-$327	-$327
93. SYMRISE AG ADR	2014-06-02	2016-06-21	$1,486	$1,251	$235	$235
108. SYNAPTICS INC	2013-08-27	2017-01-25	$6,476	$4,243	$2,233	$2,233
242. SYSMEX CORP-UNSPON ADR	2012-05-23	2016-06-21	$8,341	$2,276	$6,065	$6,065
54. SYSMEX CORP-UNSPON ADR	2012-05-23	2017-02-02	$1,610	$508	$1,102	$1,102
5000. T-MOBILE USA INC 6.542% 4/28/20	2013-10-15	2017-04-28	$5,082	$5,219	-$137	-$137
65. TAIWAN SEMICONDUCTOR MANUFACTU - ADR	2014-01-13	2016-06-08	$1,711	$1,111	$600	$600
122. TAIWAN SEMICONDUCTOR MANUFACTU - ADR	2014-01-13	2016-06-21	$3,216	$2,085	$1,131	$1,131
150. TAIWAN SEMICONDUCTOR MANUFACTU - ADR	2014-01-13	2016-10-10	$4,700	$2,559	$2,141	$2,141
200. TAIWAN SEMICONDUCTOR MANUFACTU - ADR	2012-12-05	2016-11-16	$5,886	$3,393	$2,493	$2,493
14. TANGER FACTORY OUTLET CTR	2016-04-14	2016-12-12	$501	$512	-$11	-$11
18. TANGER FACTORY OUTLET CTR	2016-10-25	2017-01-23	$631	$658	-$27	-$27
248. TANGER FACTORY OUTLET CTR	2016-10-24	2017-03-22	$7,912	$9,118	-$1,206	-$1,206
226. TEAM HEALTH HOLDINGS INC	2016-04-05	2016-06-09	$10,151	$9,078	$1,073	$1,073
84. TELENOR ASA - ADR	2015-04-29	2016-06-21	$1,334	$1,929	-$595	-$595
2000. TEMPUR SEALY INTL IN 5.500% 6/15/26	2016-10-25	2017-02-13	$1,955	$2,070	-$115	-$115
3000. TEMPUR SEALY INTL IN 5.500% 6/15/26	2016-10-26	2017-02-21	$2,918	$3,098	-$180	-$180
53. TENARIS S.A. - ADR	2016-05-23	2016-06-21	$1,499	$1,371	$128	$128
75. TENARIS S.A. - ADR	2016-05-23	2017-02-07	$2,570	$1,940	$630	$630
2000. TENET HEALTHCARE COR 8.125% 4/01/22	2015-07-07	2016-10-20	$2,040	$2,203	-$163	-$163
3000. TENET HEALTHCARE COR 8.125% 4/01/22	2015-07-02	2016-10-21	$3,038	$3,300	-$262	-$262
2000. TENET HEALTHCARE COR 8.125% 4/01/22	2017-03-02	2017-05-04	$2,065	$2,118	-$53	-$53
2000. TENET HEALTHCARE COR 8.125% 4/01/22	2017-02-28	2017-05-05	$2,078	$2,105	-$27	-$27
14. TERRENO REALTY CORP	2016-06-08	2016-12-12	$403	$339	$64	$64
32. TEVA PHARMACEUTICAL INDUSTRIES - ADR	2014-07-29	2016-06-21	$1,630	$1,748	-$118	-$118
239. TEVA PHARMACEUTICAL INDUSTRIES - ADR	2014-07-29	2017-01-13	$8,152	$13,059	-$4,907	-$4,907
56. TEVA PHARMACEUTICAL INDUSTRIES - ADR	2016-02-12	2017-01-13	$1,910	$3,041	-$1,131	-$1,131
69. TESSERA TECHNOLOGIES INC	2014-12-10	2016-06-21	$2,151	$2,503	-$352	-$352
278. TESSERA TECHNOLOGIES INC	2014-12-10	2016-07-01	$8,523	$10,086	-$1,563	-$1,563
20. TIME WARNER INC	2014-11-24	2016-10-20	$1,590	$1,627	-$37	-$37
197. TORO CO	2016-07-01	2016-09-20	$9,258	$8,665	$593	$593
146. TORO CO	2016-07-01	2016-12-16	$8,077	$6,422	$1,655	$1,655
70. TOWER INTERNATIONAL INC	2014-06-23	2016-06-21	$1,493	$2,487	-$994	-$994
284. TOWER INTERNATIONAL INC	2014-06-23	2016-07-01	$5,901	$10,090	-$4,189	-$4,189
42. TREX COMPANY INC	2016-04-18	2016-12-07	$2,826	$2,088	$738	$738
562. TURKIYE GARANTI BANKSASI-ADR	2011-02-08	2016-06-21	$1,452	$2,806	-$1,354	-$1,354
11143. ETRACS ALERIAN MLP UBS AG LDN BR ETN	2013-11-26	2016-09-01	$216,310	$320,853	-$104,543	-$104,543
257. UGI CORP NEW COM	2016-02-18	2016-10-14	$11,441	$9,442	$1,999	$1,999
24. UNIFIRST CORP MASS	2014-06-23	2016-06-21	$2,714	$2,465	$249	$249
96. UNIFIRST CORP MASS	2014-06-23	2016-07-01	$11,111	$9,860	$1,251	$1,251
43. UNILEVER PLC - ADR	2015-06-23	2016-06-21	$1,988	$1,942	$46	$46
64. UNILEVER PLC - ADR	2014-07-29	2016-06-21	$2,966	$2,866	$100	$100
132. UNITED INSURANCE HOLDINGS CORP	2016-05-16	2016-06-21	$2,238	$2,377	-$139	-$139
532. UNITED INSURANCE HOLDINGS CORP	2016-05-17	2016-07-01	$8,654	$9,381	-$727	-$727
77. UNITED RENTAL INC COM	2016-02-19	2017-02-13	$9,813	$3,688	$6,125	$6,125
1000. UNITED RENTALS NORTH 7.375% 5/15/20	2016-02-11	2016-08-19	$1,037	$1,018	$19	$19
2000. UNITED RENTALS NORTH 5.750% 11/15/24	2014-04-24	2017-03-15	$2,070	$2,085	-$15	-$15
3000. UNITED RENTALS NORTH 5.750% 11/15/24	2014-04-25	2017-03-21	$3,109	$3,128	-$19	-$19
23000. US TREASURY BOND 3.375% 5/15/44	2015-09-24	2016-12-08	$24,233	$25,150	-$917	-$917
750. V F CORP	2014-11-24	2017-03-15	$39,953	$55,137	-$15,184	-$15,184
30. V F CORP	2016-05-25	2017-03-15	$1,598	$1,867	-$269	-$269
80. VALEO - ADR	2014-07-29	2016-06-29	$1,742	$1,647	$95	$95
58. VAREX IMAGING CORP	2014-09-10	2017-02-09	$1,736	$1,480	$256	$256
.4 VAREX IMAGING CORP	2014-09-10	2017-02-10	$12	$11	$1	$1
23. VENTAS INC COM	2010-12-13	2016-09-13	$1,537	$1,008	$529	$529
6. VENTAS INC COM	2010-12-13	2016-12-12	$376	$263	$113	$113
30. VENTAS INC COM	2011-08-10	2017-05-12	$1,962	$1,291	$671	$671
4000. VEREIT OPERATING PAR 4.875% 6/01/26	2016-11-03	2017-01-10	$4,065	$4,220	-$155	-$155
25. VERIZON COMMUNICATIONS	2016-05-25	2016-10-20	$1,226	$1,247	-$21	-$21
81. VINCI SA ADR	2015-02-17	2016-06-21	$1,477	$1,216	$261	$261
54. VIVENDI SA-UNSPON ADR	2015-07-13	2016-06-21	$985	$1,441	-$456	-$456
208. VIVENDI SA-UNSPON ADR	2015-07-31	2016-11-22	$3,988	$5,510	-$1,522	-$1,522
165. VIVENDI SA-UNSPON ADR	2016-05-18	2016-11-22	$3,164	$3,170	-$6	-$6
12. VORNADO REALTY TRUST	2012-12-21	2016-12-12	$1,253	$869	$384	$384
148. WABCO HOLDINGS INC	2016-05-26	2017-03-16	$17,343	$15,590	$1,753	$1,753
35. WPP PLC NEW ADR	2011-02-08	2016-06-21	$4,000	$2,257	$1,743	$1,743
25. WPP PLC NEW ADR	2010-12-23	2016-07-18	$2,751	$1,536	$1,215	$1,215
30. WPP PLC NEW ADR	2010-12-23	2017-05-18	$3,329	$1,843	$1,486	$1,486
172. WABASH NATL CORP	2015-10-29	2016-06-06	$2,456	$2,043	$413	$413
190. WABASH NATL CORP	2015-10-29	2016-06-21	$2,392	$2,257	$135	$135
767. WABASH NATL CORP	2015-10-29	2016-07-01	$9,679	$9,110	$569	$569
119. WEB.COM GROUP INC	2016-04-22	2016-06-21	$2,078	$2,361	-$283	-$283
482. WEB.COM GROUP INC	2016-04-22	2016-07-01	$8,859	$9,565	-$706	-$706
10238.908 WF SHORT-TERM BOND FUND-I#3102	2016-08-04	2016-09-09	$90,000	$90,102	-$102	-$102
14176.455 WF SHORT-TERM BOND FUND-I#3102	2015-09-17	2016-09-14	$124,469	$124,469
24. WELLTOWER INC	2016-04-14	2016-08-03	$1,827	$1,651	$176	$176
61. WELLTOWER INC	2016-01-13	2016-12-12	$4,030	$4,167	-$137	-$137
15. WELLTOWER INC	2016-01-13	2016-12-21	$991	$1,024	-$33	-$33
669. WESCO AIRCRAFT HOLDINGS INC	2016-12-09	2017-04-27	$8,283	$10,299	-$2,016	-$2,016
368. WOLSELEY PLC ADR	2014-07-29	2016-06-21	$2,017	$1,975	$42	$42
47. WOLTERS KLUWER NV - ADR	2015-01-20	2016-06-21	$1,846	$1,414	$432	$432
856. WOLVERINE WORLD WIDE INC COM	2016-05-24	2016-07-21	$19,635	$14,924	$4,711	$4,711
94. WORLDPAY GROUP PLC-UNSP ADR	2016-04-08	2016-06-21	$1,206	$1,117	$89	$89
283. ZAGG INC	2015-12-04	2016-06-06	$1,506	$3,205	-$1,699	-$1,699
884. ZAGG INC	2015-12-07	2016-06-07	$4,604	$9,979	-$5,375	-$5,375
19. AON PLC	2015-05-21	2016-06-21	$2,048	$1,943	$105	$105
20. ACCENTURE PLC	2016-05-25	2016-10-20	$2,338	$2,373	-$35	-$35
34. BUNGE LIMITED	2013-04-01	2016-06-21	$2,080	$2,500	-$420	-$420
231. BUNGE LIMITED	2015-11-23	2017-03-28	$18,573	$15,684	$2,889	$2,889
182. MAIDEN HOLDINGS LTD	2014-06-23	2016-06-21	$2,289	$2,181	$108	$108
739. MAIDEN HOLDINGS LTD	2014-06-23	2016-07-01	$8,934	$8,857	$77	$77
30. MEDTRONIC PLC	2016-05-25	2017-04-13	$2,404	$2,432	-$28	-$28
176. MEDTRONIC PLC	2015-01-28	2017-04-13	$14,104	$13,413	$691	$691
6.99979 SIGNET JEWELERS LIMITED	2014-07-29	2016-06-21	$597	$732	-$135	-$135
3.00021 SIGNET JEWELERS LIMITED	2014-07-29	2016-06-21	$256	$314	-$58	-$58
24. SIGNET JEWELERS LIMITED	2016-02-23	2017-01-12	$1,996	$2,405	-$409	-$409
65. SIGNET JEWELERS LIMITED	2014-07-29	2017-01-12	$5,407	$6,894	-$1,487	-$1,487
259. TECHNIPFMC LTD	2017-01-18	2017-01-20	$8,860	$9,202	-$342	-$342
48. TRINSEO SA	2015-06-23	2016-06-06	$2,305	$1,346	$959	$959
56. TRINSEO SA	2015-06-23	2016-06-21	$2,609	$1,570	$1,039	$1,039
228. TRINSEO SA	2015-06-23	2016-07-01	$9,968	$6,391	$3,577	$3,577
21. CHECK POINT SOFTWARE TECH COM	2015-12-15	2016-06-21	$1,714	$1,819	-$105	-$105
56. CHECK POINT SOFTWARE TECH COM	2015-12-15	2016-08-01	$4,269	$4,851	-$582	-$582
88. CHECK POINT SOFTWARE TECH COM	2015-12-15	2016-09-22	$6,700	$6,966	-$266	-$266
5. CHECK POINT SOFTWARE TECH COM	2016-01-25	2016-09-22	$381	$378	$3	$3
67. CORE LABORATORIES N V COM	2016-07-01	2016-12-15	$8,039	$8,307	-$268	-$268
13.99609 INTERXION HOLDING NV	2016-05-11	2016-12-12	$481	$488	-$7	-$7
16.00391 INTERXION HOLDING NV	2016-11-14	2016-12-12	$550	$555	-$5	-$5
266.698 SKYBRIDGE MULTI-ADVISER HF LLC (RF)	2014-10-29	2016-12-31	$300,000	$339,588	-$39,588	-$39,588
644. NAVIOS MARITIME ACQUISITION	2015-08-05	2016-06-21	$1,084	$2,593	-$1,509	-$1,509
2608. NAVIOS MARITIME ACQUISITION	2015-08-05	2016-07-01	$4,081	$10,499	-$6,418	-$6,418
CAPITAL GAIN DIVIDENDS					$141,518		P

Field	Value	IRS element (for citing)
Capital Gain Net Income	$102,374	CapitalGainNetIncomeAmt

Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp

Field	Value	IRS element (for citing)
Liable Section4942 Tax	false	LiableSection4942TaxInd
Adjusted Qlfy Distri Yr1	$773,158	AdjustedQlfyDistriYr1Amt
Net Vl Noncharitable Assets Yr1	$15,324,495	NetVlNoncharitableAssetsYr1Amt
Distribution Yr1	0.050452	DistributionYr1Rt
Adjusted Qlfy Distri Yr2	$774,385	AdjustedQlfyDistriYr2Amt
Net Vl Noncharitable Assets Yr2	$16,609,931	NetVlNoncharitableAssetsYr2Amt
Distribution Yr2	0.046622	DistributionYr2Rt
Adjusted Qlfy Distri Yr3	$800,295	AdjustedQlfyDistriYr3Amt
Net Vl Noncharitable Assets Yr3	$16,371,088	NetVlNoncharitableAssetsYr3Amt
Distribution Yr3	0.048885	DistributionYr3Rt
Adjusted Qlfy Distri Yr4	$730,267	AdjustedQlfyDistriYr4Amt
Net Vl Noncharitable Assets Yr4	$15,871,080	NetVlNoncharitableAssetsYr4Amt
Distribution Yr4	0.046012	DistributionYr4Rt
Adjusted Qlfy Distri Yr5	$781,822	AdjustedQlfyDistriYr5Amt
Net Vl Noncharitable Assets Yr5	$15,393,019	NetVlNoncharitableAssetsYr5Amt
Distribution Yr5	0.050791	DistributionYr5Rt
Total Distribution	0.242762	TotalDistributionRt
Average Distribution	0.048552	AverageDistributionRt
Net Vl Noncharitable Assets	$15,497,045	NetVlNoncharitableAssetsAmt
Adj Net Vl Noncharitable Assets	$752,413	AdjNetVlNoncharitableAssetsAmt
Net Investment Income Pct	$5,168	NetInvestmentIncomePctAmt
Adj Nonchrtbl Net Invst Incm Pct	$757,581	AdjNonchrtblNetInvstIncmPctAmt
Qualifying Distributions	$800,268	QualifyingDistributionsAmt

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

Field	Value	IRS element (for citing)
Domestic Org Meeting Sect4940e	Yes (X)	DomesticOrgMeetingSect4940eInd
Investment Income Excise Tax	$5,168	InvestmentIncomeExciseTaxAmt
Tax Under Section511	$0	TaxUnderSection511Amt
Subtotal	$5,168	SubtotalAmt
Subtitle A Tax	$0	SubtitleATaxAmt
Tax Based On Investment Income	$5,168	TaxBasedOnInvestmentIncomeAmt
Estimated Plus Ovpmt Incm Tx	$18,774	EstimatedPlusOvpmtIncmTxAmt
Applied To Es Tax	$0	AppliedToEsTaxAmt
Total Payments And Credits	$18,774	TotalPaymentsAndCreditsAmt
Form2220 Attached	Yes (X)	Form2220AttachedInd
Es Penalty	$0	EsPenaltyAmt
Overpayment	$13,606	OverpaymentAmt
Applied To ES Tax	$5,168	AppliedToESTaxAmt
Refund	$8,438	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	GA	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	WELLS FARGO BANK NA	BusinessNameLine1Txt

Field	Value	IRS element (for citing)
Phone	8003523705	PhoneNum

Location Of Books US Address LocationOfBooksUSAddress

Field	Value	IRS element (for citing)
Address Line1	100 N MAIN ST FL6 D4001-065	AddressLine1Txt
City	WINSTON SALEM	CityNm
State Abbreviation	NC	StateAbbreviationCd
ZIP	271013818	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	Yes (true)	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	Yes (true)	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 (5 entries)

Address Line1USAddress/AddressLine1Txt	CityUSAddress/CityNm	State AbbreviationUSAddress/StateAbbreviationCd	ZIPUSAddress/ZIPCd	TitleTitleTxt	Average Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRt	CompensationCompensationAmt
WELLS FARGO BANK NA
1525 W WT HARRIS BLVD	CHARLOTTE	NC	282881161	TRUSTEE	0	$153,538
M HEMINGWAY MERRIMAN II
57 ACADEMY HILL	WATERTOWN	CT	06795	COMMITTEE MEMBER	40	$200
ANNE FITZGERALD
36 NORTH STREET	WATERTOWN	CT	06795	COMMITTEE MEMBER	40	$200
LINDA MERRIMAN
57 ACADEMY HILL	WATERTOWN	CT	06795	SECRETARY	40	$2,000
CRAIG W CZARSTY M D
314 MAIN STREET	OAKVILLE	CT	06779	COMMITTEE MEMBER	40	$200

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

Summary Of Direct Chrtbl Acty SummaryOfDirectChrtblActyGrp

Field	Value	IRS element (for citing)
Description1	NONE	Description1Txt

Sum Of Program Related Invst SumOfProgramRelatedInvstGrp

Field	Value	IRS element (for citing)
Description1	NONE	Description1Txt

Minimum Investment Return MinimumInvestmentReturnGrp

Field	Value	IRS element (for citing)
Average Monthly FMV Of Sec	$15,337,475	AverageMonthlyFMVOfSecAmt
Average Monthly Cash Balances	$395,566	AverageMonthlyCashBalancesAmt
FMV All Other Noncharitable Ast	$0	FMVAllOtherNoncharitableAstAmt
Total FMV Of Unused Assets	$15,733,041	TotalFMVOfUnusedAssetsAmt
Reduction Claimed	$0	ReductionClaimedAmt
Acquisition Indebtedness	$0	AcquisitionIndebtednessAmt
Adjusted Total FMV Of Unused Ast	$15,733,041	AdjustedTotalFMVOfUnusedAstAmt
Cash Deemed Charitable	$235,996	CashDeemedCharitableAmt
Net Vl Noncharitable Assets	$15,497,045	NetVlNoncharitableAssetsAmt
Minimum Investment Return	$774,852	MinimumInvestmentReturnAmt

Distributable Amount DistributableAmountGrp

Field	Value	IRS element (for citing)
Minimum Investment Return	$774,852	MinimumInvestmentReturnAmt
Tax Based On Investment Income	$5,168	TaxBasedOnInvestmentIncomeAmt
Total Tax	$5,168	TotalTaxAmt
Distributable Before Adj	$769,684	DistributableBeforeAdjAmt
Recoveries Qualfied Distri	$0	RecoveriesQualfiedDistriAmt
Distributable Before Ded	$769,684	DistributableBeforeDedAmt
Deduction From Distributable	$0	DeductionFromDistributableAmt
Distributable As Adjusted	$769,684	DistributableAsAdjustedAmt

Qualifying Distri Part XII QualifyingDistriPartXIIGrp

Field	Value	IRS element (for citing)
Expenses And Contributions	$800,268	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	$800,268	QualifyingDistributionsAmt
Pct Sect4940e Org Net Invst Incm	$5,168	PctSect4940eOrgNetInvstIncmAmt
Adjusted Qualifying Distri	$795,100	AdjustedQualifyingDistriAmt

Undistributed Income UndistributedIncomeGrp

Field	Value	IRS element (for citing)
Distributable As Adjusted	$769,684	DistributableAsAdjustedAmt
Undistributed Income PY	$726,670	UndistributedIncomePYAmt
Prior Year1	2014	PriorYear1Yr
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	$800,268	QualifyingDistributionsAmt
Applied To Year1	$726,670	AppliedToYear1Amt
Applied To Prior Years	$0	AppliedToPriorYearsAmt
Treated As Distri From Corpus	$0	TreatedAsDistriFromCorpusAmt
Applied To Current Year	$73,598	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	$696,086	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

Application Submission Info ApplicationSubmissionInfoGrp

Field	Value	IRS element (for citing)
Recipient Person	Marian Ottley Watertown Trust	RecipientPersonNm

Recipient US Address RecipientUSAddress

Field	Value	IRS element (for citing)
Address Line1	PO Box 817	AddressLine1Txt
City	Watertown	CityNm
State Abbreviation	CT	StateAbbreviationCd
ZIP	06795	ZIPCd

Field	Value	IRS element (for citing)
Recipient Phone	8003523705	RecipientPhoneNum
Form And Info And Materials	Letter Form	FormAndInfoAndMaterialsTxt
Submission Deadlines	None	SubmissionDeadlinesTxt
Restrictions On Awards	Cover letter maximum 2 pages including basic and financial information and list of board members with copy of IRS determination letter	RestrictionsOnAwardsTxt

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (17 entries)

Address Line1RecipientUSAddress/AddressLine1Txt	CityRecipientUSAddress/CityNm	State AbbreviationRecipientUSAddress/StateAbbreviationCd	ZIPRecipientUSAddress/ZIPCd	Recipient RelationshipRecipientRelationshipTxt	Recipient Foundation StatusRecipientFoundationStatusTxt	Grant Or Contribution PurposeGrantOrContributionPurposeTxt	AmtAmt	Business Name Line2RecipientBusinessName/BusinessNameLine2Txt
TAFT SCHOOL CORP
110 WOODBURY ROAD	WATERTOWN	CT	06795	NONE	PC	CHRIST CHURCH	$100,000
WATERTOWN LIBRARY ASSOC
470 MAIN STREET	WATERTOWN	CT	06795	NONE	PC	PROGRAMMING AND EVENT SPACE	$125,000
WATERBURY YOUNG MENS
136 WEST MAIN STREET	WATERTOWN	CT	06702	NONE	PC	SMITH POND REHABILITATION	$120,000	CHRISTIAN ASSOCIATION
BOY SCOUTS OF AMERICA
670 DARLIN STREET	EAST HARTFORD	CT	06108	NONE	PC	UNDERPRIVILEGED AND AT RISK	$15,000	CONNECTICUT RIVERS COUNCIL BSA
FLANDERS NATURE CENTER &
5 CHURCH HILL ROAD	WOODBURY	CT	06798	NONE	PC	GENERAL SUPPORT	$50,000	LAND TRUST INC
HISTORICAL SOCIETY INC
22 DEFOREST ST	WATERBURY	CT	06795	NONE	PC	STORAGE AND HOUSE TOUR	$10,000
CONNECTICUT FOOD BANK
2 RESEARCH PARKWAY	WALLINGFORD	CT	06492	NONE	PC	MOBILE PANTRY PROGRAMS	$5,000
SEVEN ANGELS THEATRE
PO BOX 3358	WATERBURY	CT	06705	NONE	PC	THEATRE FLOOR REFINISHING	$10,000
LITTLE BRITCHES THERAPEUTIC
PO BOX 120	WOODBURY	CT	06798	NONE	PC	FALL PROGRAM SPONSORSHIP	$2,500	RIDING INC
ST VINCENT DEPAUL PLACE
PO BOX 398	MIDDLETOWN	CT	06457	NONE	PC	AMAZING GRACE FOOD PANTRY	$5,000	MIDDLETOWN INC
FIDELCO GUIDE DOG FDN INC
103 VISION WAY	BLOOMFIELD	CT	06002	NONE	PC	GENERAL SUPPORT	$12,000
WATERTOWN FOUNDATION INC
PO BOX 117	WATERTOWN	CT	06795	NONE	PC	SCHOLARSHIP	$50,000
NATIONAL SOCIETY OF THE
71 CHERRY AVENUE	WATERTOWN	CT	06795	NONE	PC	RESTORATION OF OLD BURIAL	$10,000	DAUGHTERS OF THE AM REV
VASSAR COLLEGE
124 RAYMOND AVENUE	POUGHKEEPSIE	NY	12604	NONE	PC	INTERNSHIP OPPORTUNITIES	$25,000
UNITED METHODIST CHURCH
305 MAIN STREET	WATERTOWN	CT	06795	NONE	PC	WATERTOWN UMC RESTORATION	$15,000	OF WATERTOWN
GREATER WATERBURY CAMPERSHIP
PO BOX 2090	WATERBURY	CT	06722	NONE	PC	GENERAL SUPPORT	$30,000	FUND INC
BRASS CITY CHARTER SCHOOL
212 CHESTNUT AVENUE	WATERBURY	CT	06710	NONE	PC	MUSIC, ARTS AND CITIZENSHIP	$150,000

Field	Value	IRS element (for citing)
Total Grant Or Contri Pd Dur Yr	$734,500	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	$333,532	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

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

Field	Value	IRS element (for citing)
Exclusion	18	ExclusionCd
Exclusion	$102,374	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
PARTNERSHIP RECEIP	4	$15,732
FEE REBATES	1	$9,045

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

Field	Value	IRS element (for citing)
Exclusion	$460,683	ExclusionAmt

Field	Value	IRS element (for citing)
Total Income Producing Acty	$460,683	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

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees Detail AccountingFeesDetail

Field	Value	IRS element (for citing)
Category	TAX PREPARATION FEE (NON-ALLOC	CategoryTxt
Amt	$1,600	Amt
Disbursements Charitable Prps	$1,600	DisbursementsCharitablePrpsAmt

Compensation Explanation CompensationExplanation

Compensation Explanation CompensationExplanationGrp (5 entries)

Short ExplanationShortExplanationTxt
WELLS FARGO BANK NA
TRUST ADMIN FEES SEE FOOTNOTE ATTACHED
M HEMINGWAY MERRIMAN II
ADVISORY COMMITTEE
ANNE FITZGERALD
ADVISORY COMMITTEE
LINDA MERRIMAN
SECRETARIAL SVCS
CRAIG W CZARSTY M D
ADVISORY COMMITTEE

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corporate Bonds InvestmentsCorporateBondsGrp (157 entries)

BondBondNm	EOY Book ValueEOYBookValueAmt	EOYFMVEOYFMVAmt
02005NAE0 ALLY FINANCIAL INC	$8,648	$9,116
126304AK0 CSC HOLDINGS INC	$5,199	$5,300
28336LBQ1 EL PASO CORPORATION
459745GF6 INTL LEASE FINANCE	$4,350	$4,731
574599BH8 MASCO CORP	$4,981	$5,682
044820504 ASHMORE EMERG MKTS C	$28,188	$30,278
12505BAA8 CBRE SERVICES INC
12543DAQ3 CHS/COMMUNITY HEALTH
46284PAP9 IRON MOUNTAIN INC	$5,119	$5,131
737446AB0 POST HOLDINGS INC
79546VAJ5 SALLY HOLDINGS/SALLY	$5,338	$5,156
00434NAA3 ACCESS MIDSTREAM PAR
1248EPBE2 CCO HLDGS LLC/CAP CO	$2,843	$3,178
25470XAJ4 DISH DBS CORP	$5,344	$5,338
261980668 DREYFUS INTERNATL BO
37045XAL0 GENERAL MOTORS FINL
38869PAK0 GRAPHIC PACKAGING IN	$4,948	$5,238
404119BM0 HCA INC	$5,069	$5,106
404119BN8 HCA INC
428040CJ6 HERTZ CORP
451102AX5 ICAHN ENTERPRISES/FI	$5,330	$5,131
513075BE0 LAMAR MEDIA CORP	$5,025	$5,213
570506AQ8 MARKWEST ENERGY PART	$3,058	$3,060
629377BU5 NRG ENERGY INC	$6,188	$6,181
63860UAK6 NATIONSTAR MORT/CAP	$2,828	$3,064
75281AAQ2 RANGE RESOURCES CORP
852061AS9 SPRINT NEXTEL CORP
87264AAF2 T-MOBILE USA INC
87264AAH8 T-MOBILE USA INC	$5,226	$5,269
88033GBU3 TENET HEALTHCARE COR	$4,959	$5,169
911365BB9 UNITED RENTALS NORTH
00130HBN4 AES CORPORATION	$4,664	$4,590
02005NAV2 ALLY FINANCIAL INC
03674PAL7 ANTERO RESOURCES FIN	$4,845	$5,144
131347CF1 CALPINE CORP	$4,968	$4,744
15135BAC5 CENTENE CORP
172441AX5 CINEMARK USA INC
228227BE3 CROWN CASTLE INTL CO
23331ABK4 D.R. HORTON INC
23918KAP3 DAVITA INC	$5,369	$5,181
26817RAB4 DYNEGY INC
29444UAP1 EQUINIX INC	$5,220	$5,400
315920702 FID ADV EMER MKTS IN	$915,798	$954,879
361841AD1 GLP CAPITAL LP / FIN
37045XAJ5 GENERAL MOTORS FINL
45031UBU4 ISTAR FINANCIAL INC	$4,765	$5,056
521865AX3 LEAR CORP
52729NBX7 LEVEL 3 COMMUNICATIO	$5,144	$5,200
552953BY6 MGM RESORTS INTL	$8,776	$8,890
780153AU6 ROYAL CARIBBEAN CRUI	$4,290	$4,425
893647AR8 TRANSDIGM INC	$4,988	$5,123
0258M0DC0 AMERICAN EXPRESS CRE
058498AU0 BALL CORP	$4,085	$4,205
06051GFB0 BANK OF AMERICA CORP	$14,586	$14,830
085790AY9 BERRY PLASTICS CORP	$4,675	$5,240
103304BK6 BOYD GAMING CORP	$4,120	$4,330
12513GAZ2 CDW LLC/CDW FINANCE
125581GL6 CIT GROUP INC
12623EAF8 CNH CAPITAL LLC	$1,975	$2,015
126650BW9 CVS CAREMARK CORP
15089QAC8 CELANESE US HOLDINGS
172967GL9 CITIGROUP INC	$10,081	$10,250
184496AJ6 CLEAN HARBORS INC	$4,036	$4,065
18451QAM0 CLEAR CHANNEL WORLDW	$4,628	$5,169
20030NBB6 COMCAST CORP	$20,536	$21,356
20605PAE1 CONCHO RESOURCES INC
20854PAL3 CONSOL ENERGY INC	$3,548	$4,931
21036PAH1 CONSTELLATION BRANDS
212015AH4 CONTINENTAL RESOURCE
23918KAQ1 DAVITA HEALTHCARE PA	$5,040	$5,088
25278XAB5 DIAMONDBACK ENERGY
25470XAB1 DISH DBS CORP	$4,293	$4,435
28370TAE9 EL PASO PIPELINE PAR
29379VAV5 ENTERPRISE PRODUCTS	$10,080	$11,794
345370CQ1 FORD MOTOR COMPANY
36962G3P7 GENERAL ELEC CAP COR	$15,135	$15,475
38141GVM3 GOLDMAN SACHS GROUP	$14,453	$14,710
382550BC4 GOODYEAR TIRE & RUBB
45031UBX8 ISTAR FINANCIAL INC	$3,940	$4,012
45031UBY6 ISTAR INC	$3,938	$4,170
46625HHS2 JPMORGAN CHASE & CO	$19,452	$19,230
494580AF0 KINDRED HEALTHCARE	$4,925	$5,225
52470G742 WESTERN ASSET SMASH	$136,935	$139,948
52470G759 WESTERN ASSET SMASH	$244,135	$246,874
526057BT0 LENNAR CORP	$4,110	$4,160
526057BV5 LENNAR CORP	$4,910	$5,142
527288BE3 LEUCADIA NATIONAL CO	$4,012	$4,318
58013MEX8 MCDONALD'S CORP	$19,582	$19,409
63860UAE0 NATIONSTAR MORT/CAP	$4,153	$4,110
63860UAM2 NATIONSTAR MORT/CAP	$5,016	$5,050
693656AA8 PVH CORP	$3,960	$4,120
745867AW1 PULTEGROUP INC	$4,123	$4,228
750236AR2 RADIAN GROUP INC
750236AT8 RADIAN GROUP INC	$4,123	$4,490
767754CG7 RITE AID CORP	$4,250	$4,045
77958B402 T ROWE PRICE INST FL
78388JAT3 SBA COMMUNICATIONS	$1,995	$2,068
78442FER5 SLM CORP	$3,785	$4,150
785592AM8 SABINE PASS LIQUEFAC	$4,741	$5,553
845467AK5 SOUTHWESTERN ENERGY	$3,015	$5,075
852061AM2 SPRINT NEXTEL CORP	$2,215	$2,570
85375CAX9 STANDARD PACIFIC COR	$2,203	$2,115
858119AZ3 STEEL DYNAMICS INC	$3,910	$4,135
88033GCE8 TENET HEALTHCARE COR
88160QAD5 TESORO LOGISTICS LP/	$2,090	$2,086
91086QBD9 UNITED MEXICAN STATE	$19,428	$19,770
911365BA1 UNITED RENTALS NORTH
92343EAF9 VERISIGN INC	$4,968	$5,131
92343VBR4 VERIZON COMMUNICATIO	$19,932	$20,138
949917652 WF SHORT-TERM BOND F
989194AM7 ZAYO GROUP LLC/ZAYO	$4,130	$4,230
00101JAK2 ADT CORP	$4,393	$4,400
00766TAD2 AECOM	$5,453	$5,363
013104AL8 NEW ALBERTSONS INC	$1,980	$1,965
0258M0EB1 AMERICAN EXPRESS CRE	$20,455	$20,018
030981AJ3 AMERIGAS PART/FIN CO	$3,218	$3,060
03232PAD0 AMSURG CORP	$5,105	$5,218
03674XAF3 ANTERO RESOURCES COR	$4,113	$4,100
038522AK4 ARAMARK SERVICES INC	$2,060	$2,110
05565QDM7 BP CAPITAL MARKETS	$20,132	$20,571
095370AD4 BLUE CUBE SPINCO IN	$4,808	$4,960
12505FAD3 CBS OUTDOOR AMERS CA	$4,180	$4,185
12543DAU4 AI CHS/COMMUNITY HEA	$4,020	$4,050
126307AF4 CSC HOLDINGS. LLC	$5,340	$5,531
15135BAD3 CENTENE CORP	$4,130	$4,172
163851AB4 CHEMOURS CO	$1,845	$2,135
165167CF2 CHESAPEAKE ENERGY CO	$2,030	$2,080
228189AB2 CROWN AMER/CAP CORP	$5,065	$5,213
29358QAD1 ENSCO PLC	$4,635	$4,263
382550BG5 GOODYEAR TIRE & RUBB	$5,000	$5,028
404119BS7 HCA INC	$5,338	$5,431
404121AG0 HCA INC	$4,290	$4,368
489399AG0 KENNEDY-WILSON INC	$5,225	$5,200
501889AB5 LKQ CORP	$4,093	$4,060
527298BH5 LEVEL 3 FINANCING IN	$3,065	$3,153
552848AF0 MGIC INVESTMENT CORP	$7,310	$7,525
587118AE0 THE MEN'S WEARHOUSE	$2,640	$2,558
626717AH5 MURPHY OIL CORP	$4,254	$4,190
62943WAB5 NRG YIELD OPERATING	$5,123	$5,163
74022DAJ9 PRECISION DRILLING	$4,735	$4,625
75281AAS8 RANGE RESOURCES CORP	$4,708	$4,756
762760AB2 RICE ENERGY INC	$4,128	$4,140
779382AP5 ROWAN COMPANIES INC	$4,788	$4,744
78412FAP9 SESI LLC	$4,120	$3,990
78442FEL8 SLM CORP	$4,300	$4,295
81180WAL5 SEAGATE HDD CAYMAN	$4,803	$4,994
85172FAJ8 SPRINGLEAF FINANCE	$5,506	$5,513
85207UAE5 SPRINT CORP	$4,290	$4,541
86614RAG2 SUMMIT MATERIALS LLC	$5,120	$5,225
86765LAC1 SUNOCO LP/FINANCE CO	$5,100	$5,163
87264AAJ4 T-MOBILE USA INC	$2,170	$2,166
87264AAT2 T-MOBILE USA INC	$4,298	$4,260
893830AT6 TRANSOCEAN INC	$4,978	$4,665
896047AH0 TRIBUNE MEDIA CO	$5,053	$5,269
92340LAA7 VEREIT OPERATING PAR	$5,110	$5,286
958102AL9 WESTERN DIGITAL COR	$4,755	$4,688
962178AN9 TRI POINTE HOLDINGS	$4,160	$4,190

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corporate Stock InvestmentsCorporateStockGrp (375 entries)

StockStockNm	EOY Book ValueEOYBookValueAmt	EOYFMVEOYFMVAmt
254687106 WALT DISNEY CO	$57,601	$76,637
46625H100 JPMORGAN CHASE & CO	$71,922	$103,263
744320102 PRUDENTIAL FINL INC
478160104 JOHNSON & JOHNSON	$48,671	$58,354
58933Y105 MERCK & CO INC NEW	$50,043	$56,646
037833100 APPLE INC	$93,427	$153,524
458140100 INTEL CORP	$54,387	$57,415
74005P104 PRAXAIR INC COM	$43,685	$44,979
641069406 NESTLE S.A. REGISTER	$21,352	$33,468
670100205 NOVO NORDISK A/S - A
771195104 ROCHE HOLDINGS LTD -	$66,872	$78,180
780259206 ROYAL DUTCH SHELL PL	$19,559	$17,846
09062X103 BIOGEN INC	$35,019	$34,688
50540R409 LABORATORY CRP OF AM
902681105 UGI CORP NEW COM
881624209 TEVA PHARMACEUTICAL
001317205 AIA GROUP LTD-SP ADR	$16,523	$33,942
009126202 AIR LIQUIDE - ADR	$17,034	$20,114
018805101 ALLIANZ SE ADR	$15,579	$24,024
03073E105 AMERISOURCEBERGEN CO	$6,481	$16,243
03524A108 ANHEUSER-BUSCH INBEV	$16,419	$18,712
03748R101 APARTMENT INVT & MGM	$7,644	$12,061
042068106 ARM HOLDINGS PLC - A
045387107 ASSA ABLOY AB-UNSP A	$7,773	$18,788
049255706 ATLAS COPCO AB ADR	$8,063	$12,499
053484101 AVALONBAY CMNTYS INC	$15,158	$21,801
056752108 BAIDU INC ADR	$27,917	$32,009
09247X101 BLACKROCK INC	$51,477	$61,386
101121101 BOSTON PROPERTIES IN	$10,357	$13,103
12504L109 CBRE GROUP INC	$1,443	$1,814
136375102 CANADIAN NATL RR CO	$19,730	$33,605
225401108 CREDIT SUISSE GROUP
229663109 CUBESMART	$2,758	$5,466
23304Y100 DBS GROUP HOLDINGS L	$24,964	$29,879
23317H102 DDR CORP	$3,653	$2,445
237545108 DASSAULT SYSTEMES S.	$14,332	$35,821
294752100 EQUITY ONE INC
29476L107 EQUITY RESIDENTIAL P	$3,910	$4,947
297178105 ESSEX PPTY TR COM	$13,483	$22,609
30225T102 EXTRA SPACE STORAGE	$8,697	$10,691
30249U101 FMC TECHNOLOGIES INC
307305102 FANUC CORPORATION AD	$24,477	$32,615
313747206 FEDERAL RLTY INVT TR
315616102 F5 NETWORKS INC	$14,328	$16,913
32054K103 FIRST INDL RLTY TR I	$1,369	$3,321
358029106 FRESENIUS MEDICAL CA	$14,056	$20,042
370023103 GENERAL GROWTH PROPE
44107P104 HOST HOTELS & RESORT	$2,610	$2,681
45104G104 ICICI BANK LTD. - AD	$8,444	$10,604
465562106 ITAU UNIBANCO H-SPON	$11,742	$13,561
466140100 JGC CORP-UNSPONSORED	$12,907	$7,779
48667L106 KDDI CORP-UNSPONSORE	$7,869	$10,735
494368103 KIMBERLY CLARK CORP	$46,438	$53,189
500458401 KOMATSU LIMITED - AD	$8,793	$9,074
502117203 L'OREAL - ADR	$12,884	$24,353
502441306 LVMH MOET HENNESSY U	$7,830	$12,078
592688105 METTLER-TOLEDO INTL	$5,975	$10,491
62474M108 MTN GROUP LTD ADR
66987V109 NOVARTIS AG - ADR	$15,489	$20,851
731068102 POLARIS INDS INC COM	$17,004	$18,643
74340W103 PROLOGIS INC	$10,356	$17,273
74460D109 PUBLIC STORAGE INC C	$5,981	$10,983
780259107 ROYAL DUTCH SHELL PL	$21,375	$26,531
78440X101 SL GREEN REALTY CORP	$6,526	$9,194
803054204 SAP SE ADR	$36,536	$57,975
803866300 SASOL LIMITED - ADR	$9,232	$7,117
804395101 SAUL CTRS INC COM	$3,142	$4,240
806857108 SCHLUMBERGER LTD	$76,610	$66,946
828806109 SIMON PROPERTY GROUP	$24,797	$31,776
83569C102 SONOVA HOLDIN-UNSPON	$5,167	$10,460
866674104 SUN CMNTYS INC COM	$5,224	$8,872
87184P109 SYSMEX CORP-UNSPON A	$4,730	$14,969
874039100 TAIWAN SEMICONDUCTOR	$11,760	$32,496
875465106 TANGER FACTORY OUTLE	$1,746	$1,407
900148701 TURKIYE GARANTI BANK	$13,430	$8,187
904767704 UNILEVER PLC - ADR	$27,398	$39,601
92276F100 VENTAS INC COM
92343V104 VERIZON COMMUNICATIO	$49,834	$47,340
G16962105 BUNGE LIMITED
M22465104 CHECK POINT SOFTWARE	$18,694	$25,099
003021714 ABERDEEN EMERG MARKE	$640,000	$702,170
05946K101 BANCO BILBAO VIZCAYA	$23,555	$25,540
072743206 BAYERISCHE MOTOREN W
126650100 CVS HEALTH CORPORATI	$51,080	$40,720
14040H105 CAPITAL ONE FINANCIA
17275R102 CISCO SYSTEMS INC	$49,366	$54,421
233326107 DST SYS INC COM
264411505 DUKE REALTY CORPORAT	$7,527	$11,755
26884U109 EPR PROPERTIES	$12,637	$14,820
457187102 INGREDION INC	$11,694	$22,476
501173207 KUBOTA LIMITED - ADR	$8,206	$8,492
594918104 MICROSOFT CORP	$73,050	$117,680
64126X201 NEUSTAR INC
70509V100 PEBBLEBROOK HOTEL TR
867892101 SUNSTONE HOTEL INVS	$5,665	$7,540
88019R690 TEMPLETON EMER MKT S	$454,910	$532,407
887317303 TIME WARNER INC	$61,594	$75,612
91307C102 UNITED THERAPEUTICS	$14,096	$16,078
929042109 VORNADO REALTY TRUST	$3,743	$4,794
92937A102 WPP PLC NEW ADR	$10,478	$20,517
G0408V102 AON PLC	$13,378	$17,935
G1151C101 ACCENTURE PLC	$73,169	$97,584
00770G847 JOHCM INTERNATIONAL	$108,933	$119,965
008252108 AFFILIATED MANAGERS	$15,692	$13,539
03027X100 AMERICAN TOWER CORP	$6,482	$8,527
032359309 AMTRUST FINANCIAL SE
042735100 ARROW ELECTRS INC	$17,452	$18,595
088606108 BHP BILLITON LIMITED	$22,434	$17,229
099724106 BORG WARNER INC.
22160K105 COSTCO WHOLESALE COR	$36,950	$56,835
231021106 CUMMINS INC.	$44,513	$50,464
248019101 DELUXE CORP
35952Q106 FUCHS PETROLUB SE-PR	$9,843	$11,606
375558103 GILEAD SCIENCES INC	$43,820	$32,121
458334109 INTER PARFUMS INC	$15,871	$15,799
49427F108 KILROY REALTY CORP C	$7,394	$9,153
50048H101 KONE OYJ-B-UNSPONSOR
536797103 LITHIA MOTORS INC CL	$17,576	$17,171
606783207 MITSUBISHI ESTATE CO	$11,058	$6,910
61022V107 MONOTARO CO LTD-UNSP	$3,547	$10,694
743713109 PROTO LABS INC
74925K581 BOSTON P LNG/SHRT RE	$157,694	$180,984
87157D109 SYNAPTICS INC
872540109 TJX COMPANIES INC	$41,485	$52,271
883556102 THERMO FISHER SCIENT	$48,466	$65,660
89531P105 TREX COMPANY INC	$7,456	$9,641
90267B682 ETRACS ALERIAN MLP U
902973304 US BANCORP	$56,462	$64,376
90347A100 UBIQUITI NETWORKS IN	$21,004	$17,638
911312106 UNITED PARCEL SERVIC	$57,808	$59,873
911363109 UNITED RENTAL INC CO	$9,339	$21,202
92220P105 VARIAN MED SYS INC	$10,617	$14,457
92826C839 VISA INC-CLASS A SHR	$58,491	$95,135
00507G102 ACTELION LTD-UNSP AD
015271109 ALEXANDRIA REAL ESTA	$8,922	$11,201
03232P405 AMSURG CORP
045055100 ASHTEAD GROUP PLC-UN	$5,733	$7,260
045519402 ASSOC BRITISH FOODS-	$12,649	$11,262
072730302 BAYER AG - ADR	$33,275	$39,294
110448107 BRITISH AMERICAN TOB	$24,729	$29,425
111621306 BROCADE COMMUNICATIO
12637N204 CSL LTE-SPONSORED AD	$3,570	$9,407
128030202 CAL MAINE FOODS INC
142795202 CARLSBERG AS-B-SPON	$11,881	$14,898
194162103 COLGATE PALMOLIVE CO	$48,827	$54,597
204319107 COMPAGNIE FINANCIERE	$9,488	$8,106
210771200 CONTINENTAL AG-SPONS	$9,490	$9,881
234062206 DAIWA HOUSE IND LTD	$15,698	$24,607
235851102 DANAHER CORP	$36,412	$49,265
24869P104 DENNYS CORP
26875P101 EOG RESOURCES, INC	$55,321	$52,831
28140H203 EDUCATION REALTY TRU	$3,701	$4,482
29084Q100 EMCOR GROUP INC COM
292218104 EMPLOYERS HOLDINGS I
30219G108 EXPRESS SCRIPTS HOLD
30239F106 FBL FINL GROUP INC C
30255G103 FCB FINANCIAL HOLDIN
303075105 FACTSET RESH SYS INC	$23,027	$23,528
31422T101 FEDERATED NATIONAL H
34988V106 FOSSIL GROUP INC
35804M105 FRESENIUS SE & CO-SP	$7,991	$14,154
370334104 GENERAL MILLS INC	$46,222	$50,215
37253A103 GENTHERM INC
379577208 GLOBUS MEDICAL INC -	$16,314	$20,695
388689101 GRAPHIC PACKAGING HL	$19,665	$19,468
393657101 THE GREENBRIER COMPA
40418F108 HFF INC	$15,827	$17,435
40428X222 HSBC FRONTIER MARKET
421924309 HEALTHSOUTH REHABILI
437076102 HOME DEPOT INC	$54,912	$85,198
45672B305 INFORMA PLC-SP ADR	$7,140	$7,327
45772F107 INPHI CORP
458118106 INTEGRATED DEVICE TE
471105205 JAPAN TOBACCO INC-UN
48123V102 J2 GLOBAL INC
48241F104 KBC GROEP NV-UNSP AD	$4,842	$6,021
535223200 LINDE AG ADR	$11,437	$12,262
539439109 LLOYDS BANKING GROUP
560877300 MAKITA CORPORATION -	$15,116	$18,483
576853105 MATRIX SVC CO
591520200 METHODE ELECTRON INC
603158106 MINERALS TECHNOLOGIE
636220303 NATIONAL GENERAL HOL
64128R608 NEUBERGER BERMAN LON	$137,468	$147,861
67069D108 NUTRI SYS INC	$15,691	$15,459
670704105 NUVASIVE INC
693475105 PNC FINANCIAL SERVIC	$57,988	$78,342
71714F104 PHARMERICA CORP
74144Q203 T ROWE PRICE INST EM	$14,085	$18,332
74253Q747 PRINCIPAL MIDCAP FD-	$724,000	$844,248
74435K204 PRUDENTIAL PLC - ADR	$28,577	$28,234
74736A103 QTS REALTY TRUST INC
74972G103 RPX CORP
756568101 RED ELECTRICA COR-UN	$10,820	$11,597
761655604 REXAM PLC-SPONSORED
770323103 ROBERT HALF INTL INC	$12,185	$11,483
780641205 KONINKLIJKE KPN N.V.	$6,207	$6,700
783332109 RUTH'S HOSPITALITY G
78392U105 RYOHIN KEIKAKU CO-UN	$10,923	$17,964
78463X863 SPDR DJ WILSHIRE INT
79588J102 SAMPO OYJ-A SHS-UNSP	$19,169	$20,252
801056102 SANMINA CORP
81619Q105 SELECT MEDICAL HOLDI
81783H105 SEVEN & I HOLDINGS C	$12,516	$12,240
82481R106 SHIRE PLC ADR	$39,290	$37,480
830566105 SKECHERS U S A INC
833034101 SNAP ON INC	$39,589	$47,205
83404D109 SOFTBANK GROUP CORP-	$14,497	$16,269
835699307 SONY CORPORATION - A	$8,815	$12,231
847560109 SPECTRA ENERGY CORP
85771P102 STATOIL ASA ADR	$8,288	$8,914
862121100 STORE CAPITAL CORP	$10,854	$9,456
863667101 STRYKER CORP	$35,463	$55,468
86562M209 SUMITOMO TRUST AND B	$17,869	$15,466
868459108 SUPERNUS PHARMACEUTI
870195104 SWEDBANK AB ADR	$12,910	$11,887
87155N109 SYMRISE AG ADR	$8,047	$10,758
87944W105 TELENOR ASA - ADR	$13,628	$10,338
88164L100 TESSERA TECHNOLOGIES
891092108 TORO CO	$10,512	$16,369
891826109 TOWER INTERNATIONAL
904708104 UNIFIRST CORP MASS
918204108 V F CORP
919134304 VALEO - ADR	$13,603	$21,840
927320101 VINCI SA ADR	$13,023	$18,403
977868306 WOLSELEY PLC ADR	$14,093	$17,722
977874205 WOLTERS KLUWER NV -	$12,834	$18,771
G5753U112 MAIDEN HOLDINGS LTD
G5960L103 MEDTRONIC PLC	$61,573	$67,087
G81276100 SIGNET JEWELERS LIMI
N6596X109 NXP SEMICONDUCTORS N	$56,749	$65,391
015393101 ALFA LAVAL AB-UNSPON	$7,319	$9,753
02079K305 ALPHABET INC CL A	$71,677	$129,309
024835100 AMERICAN CAMPUS CMNT	$3,302	$3,560
04010E109 ARGAN INC
044103109 ASHFORD HOSPITALITY
053774105 AVIS BUDGET GROUP
053807103 AVNET INC
05970D106 BANCA MEDIOLANUM SPA	$7,513	$7,329
089302103 BIG LOTS INC	$11,431	$15,186
090672106 BIOTELEMETRY INC
139098107 CAPGEMINI SA ADR
172755100 CIRRUS LOGIC INC	$13,596	$20,774
174610105 CITIZENS FINANCIAL G
19624Y101 COLOPLAST AS - UNSPO
19765Y688 COLUMB SEL LGE CAP G	$1,295,000	$1,220,336
199908104 COMFORT SYS USA INC
20449X302 COMPASS GROUP PLC -	$13,633	$17,410
212485106 CONVERGYS CORP
22544R305 CREDIT SUISSE COMM R
22822V101 CROWN CASTLE INTL CO	$6,830	$8,030
242370203 DEAN FOODS CO
29444U700 EQUINIX INC	$19,565	$28,666
29977A105 EVERCORE PARTNERS IN
30219E103 EXPRESS INC
359694106 FULLER H B CO
361592108 GEA GROUP AG ADR
37518B102 GIGAMON INC
398438408 GRIFOLS SA-ADR	$6,952	$8,520
40049J206 GRUPO TELEVISA, S.A.	$6,412	$5,973
404609109 HACKETT GROUP INC
42727J102 HERITAGE INSURANCE H
43300A104 HILTON WORLDWIDE HOL
443320106 HUB GROUP INC
44930G107 ICU MED INC COM
45073V108 ITT INC
452308109 ILLINOIS TOOL WORKS	$38,588	$59,312
45329R109 INC RESEARCH HOLDING
45685L100 INFRAREIT INC
46123D205 INVENSENSE INC
526107107 LENNOX INTERNATIONAL	$7,410	$11,689
562750109 MANHATTAN ASSOCIATES	$8,770	$8,665
602496101 MIMEDX GROUP INC
631512100 NASPERS LTD ADR	$14,780	$23,502
651229106 NEWELL BRANDS, INC	$45,031	$57,186
701491102 PARK24 CO LTD-SPN AD	$9,369	$9,184
71943U104 PHYSICIANS REALTY TR	$6,213	$7,078
758849103 REGENCY CENTERS CORP	$10,910	$11,868
759351604 REINSURANCE GROUP AM
759530108 RELX PLC ADR	$11,711	$14,721
76009N100 RENT-A-CENTER INC
783513203 RYANAIR HOLDINGS PLC	$4,842	$9,393
811065101 SCRIPPS NETWORKS INT
81616X103 SELECT COMFORT CORPO
81768T108 SERVISFIRST BANCSHAR	$5,931	$8,355
830879102 SKYWEST INC
831756101 SMITH & WESSON HLDG
848577102 SPIRIT AIRLINES INC
84860W102 SPIRIT RLTY CAP INC	$7,696	$5,271
864909106 SUCAMPO PHARMACEUTIC
86800U104 SUPER MICRO COMPUTER
87817A107 TEAM HEALTH HOLDINGS
88031M109 TENARIS S.A. - ADR	$5,071	$5,939
910710102 UNITED INSURANCE HOL
92852T201 VIVENDI SA-UNSPON AD
929566107 WABASH NATL CORP	$16,729	$15,932
94733A104 WEB.COM GROUP INC
95040Q104 WELLTOWER INC	$15,595	$20,021
978097103 WOLVERINE WORLD WIDE
981560105 WORLDPAY GROUP PLC-U	$10,467	$10,881
98884U108 ZAGG INC
L9340P101 TRINSEO SA
N47279109 INTERXION HOLDING NV	$4,831	$6,668
Y62159101 NAVIOS MARITIME ACQU
002567105 ABAXIS INC	$25,044	$25,265
016255101 ALIGN TECHNOLOGY INC	$17,837	$24,974
038336103 APTARGROUP INC COM	$11,888	$12,837
04316A108 ARTISAN PARTNERS ASS	$17,304	$17,659
04530Y106 ASPEN PHARMACARE HL-	$7,419	$7,733
045327103 ASPEN TECHNOLOGY INC	$19,683	$29,968
049164205 ATLAS AIR WORLDWIDE	$14,748	$11,980
05278C107 AUTOHOME INC-ADR	$25,739	$48,907
05530H100 BBA AVIATION PLC-UNS	$4,713	$6,070
072743305 BAYERISCHE MOTOREN A	$10,673	$10,739
12514G108 CDW CORP/DE	$27,450	$41,043
19625X102 COLONY STARWOOD HOME	$6,339	$7,087
217204106 COPART INC COM	$39,194	$46,941
254709108 DISCOVER FINANCIAL S	$42,478	$44,553
257651109 DONALDSON CO INC	$13,202	$18,369
258278100 DORMAN PRODUCTS INC	$18,229	$18,765
262037104 DRIL-QUIP INC COM	$31,712	$26,189
277923728 EATON VANCE GLOBAL M	$80,000	$80,088
29472R108 EQUITY LIFESTYLE PPT	$4,002	$4,895
344849104 FOOT LOCKER INC	$12,805	$11,704
34959J108 FORTIVE CORP	$35,837	$49,023
35138V102 FOX FACTORY HOLDING	$21,436	$25,656
36174X101 GGP INC	$7,204	$9,157
384109104 GRACO INC	$18,930	$26,589
40052P107 GRUPO FIN BANORTE-SP	$9,046	$10,839
404280406 HSBC - ADR	$10,559	$10,873
419879101 HAWAIIAN HOLDINGS IN	$15,608	$15,531
42225P501 HEALTHCARE TRUST OF	$4,087	$4,082
426281101 HENRY JACK & ASSOC I	$15,275	$18,587
43283X105 HILTON GRAND VACATIO	$484	$930
43300A203 HILTON WORLDWIDE HOL	$6,535	$9,106
444097109 HUDSON PACIFIC PROPE	$6,452	$5,962
44967H101 ILG INC	$15,845	$28,260
44980X109 IPG PHOTONICS CORP	$13,980	$18,770
45662N103 INFINEON TECHNOLOGIE	$9,029	$9,059
46187W107 INVITATION HOMES INC	$3,476	$3,572
482539103 KLX INC	$10,908	$10,985
49803T300 KITE REALTY GROUP TR	$2,797	$2,138
550021109 LULULEMON ATHLETICA	$12,591	$9,268
57060D108 MARKETAXESS HLDGS IN	$19,951	$26,491
577933104 MAXIMUS INC	$17,222	$18,624
58463J304 MEDICAL PPTYS TR INC	$16,042	$16,861
59410T106 MICHELIN (CGDE) ADR	$7,328	$7,493
62944T105 NVR INC COM	$34,622	$45,648
670837103 OGE ENERGY CORP COM	$11,346	$13,254
67103H107 O'REILLY AUTOMOTIVE	$44,284	$39,217
674599105 OCCIDENTAL PETE CORP	$49,341	$44,787
679580100 OLD DOMINION FREIGHT	$24,504	$31,173
700517105 PARK HOTELS & RESORT	$1,257	$1,467
73179P106 POLYONE CORP	$20,959	$22,703
73278L105 POOL CORPORATION	$11,661	$14,653
741511109 PRICESMART INC	$19,937	$18,621
74164M108 PRIMERICA INC	$42,904	$54,728
749607107 RLI CORP COM	$11,844	$9,664
75524B104 RBC BEARINGS INC	$14,993	$20,872
779919109 T ROWE PRICE REAL ES	$700,000	$672,020
81721M109 SENIOR HOUSING PROP	$4,152	$4,587
867224107 SUNCOR ENERGY INC NE	$10,353	$10,739
87901J105 TEGNA INC	$18,180	$17,615
879360105 TELEDYNE TECHNOLOGIE	$25,654	$34,061
88146M101 TERRENO REALTY CORP	$1,526	$2,059
88579Y101 3M CO	$39,301	$44,983
889110102 TOKYO ELECTRON LTD-U	$7,548	$10,150
89155H256 TOUCHSTONE SMALLLCAP	$100,000	$96,125
89417E109 TRAVELERS COMPANIES,	$40,354	$42,449
91324P102 UNITEDHEALTH GROUP I	$50,436	$53,430
92927K102 WABCO HOLDINGS INC	$28,795	$32,648
93148P102 WALKER & DUNLOP INC	$12,816	$14,247
969904101 WILLIAMS SONOMA INC	$19,453	$17,956
G87110105 TECHNIPFMC LTD	$55,249	$45,017
N22717107 CORE LABORATORIES N	$13,763	$11,349

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Obligations Book Vl EOY	$403,277	USGovtObligationsBookVlEOYAmt
US Govt Obligations EOYFMV	$401,291	USGovtObligationsEOYFMVAmt

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (9 entries)

Category Or ItemCategoryOrItemTxt	Listed At Cost Or FMVListedAtCostOrFMVCd	Book ValueBookValueAmt	EOYFMVEOYFMVAmt
70299RF16 PARTNERS GROUP PRIV
GRA994205 GRAHAM ALT INV FD II	AT COST	$380,000	$390,762
GTC997004 GAI CORBIN MULTI STR	AT COST	$92,225	$88,690
GTY995004 GAI AGILITY INCOME F	AT COST	$518,981	$526,947
MRE991002 METRO REAL ESTATE PA	AT COST	$109,300	$100,079
SKY990RF9 SKYBRIDGE MULTI-ADVI	AT COST	$260,412	$241,197
GTA994003 GAI AURORA OPPORTUNI
GTC999HB8 GAI CORBIN FUND 5% H
70299PGP6 PARTNERS GROUP PRIVA	AT COST	$436,997	$897,173

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases Detail OtherDecreasesDetail (6 entries)

DescDesc	AmtAmt
MUTUAL FUND POSTING DATE AFTER TYE	$5,059
ROC BASIS ADJUSTMENTS	$3,154
PURCHASE ACCRUED INT EFFECTIVE NEXT TY	$795
SALES WITH NET GAIN POSTING AFTER TYE	$4,790
SALES WITH NET LOSS EFF DATE PRIOR YR	$7,282
CHECKS ISSUED PRIOR YR POSTED CURR YR	$546,000

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (2 entries)

DescDesc	Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
PO BOX RENTAL FEE	$106	$0	$106
HOLIDAY FLOWERS FOR HOSPITAL	$700	$0	$700

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail (3 entries)

DescDesc	Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt	Net Investment IncomeNetInvestmentIncomeAmt
METRO REAL ESTATE PART VI LP	$15,732	$8,731
FEE RBEATES	$9,045	$9,045
PARTNERS GROUP PRIV EQ		$184,959

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail (5 entries)

DescDesc	AmtAmt
MUTUAL FUND TAX EFFECTIVE DATE BEFORE TYE	$5,740
WASH SALES COST ADJUSTMENT	$1,976
PURCHASE ACCRUED INT POSTING BEFORE TY	$571
MUTUAL FUND DEFERRED INCOME	$817
ROUNDING	$4

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees Detail OtherProfessionalFeesDetail

Field	Value	IRS element (for citing)
Category	SUB-ADVISER FEES	CategoryTxt
Amt	$17,861	Amt
Net Investment Income	$17,861	NetInvestmentIncomeAmt

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (3 entries)

CategoryCategoryTxt	AmtAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
FOREIGN TAXES	$6,029	$6,029	$0
FOREIGN TAXES ON QUALIFIED FOR	$2,221	$2,221	$0
FOREIGN TAXES ON NONQUALIFIED	$1,152	$1,152	$0