2018-10-09T11:00:31-05:00 2018-05-31 990PF 2017-06-01 046011995 CHARLES E & CAROLINE J ADAMS TRUST ADAM 8888663275 P O BOX 1802 PROVIDENCE RI 029011802 BANK OF AMERICA N A MANAGING DIR 8888663275 2018-10-09 2017 2022-09-23 18:48:47Z X 14846845 X 298646 297943 336215 11330296 336215 0 29083 634861 663241 102245 61347 40898 0 0 0 0 0 0 1250 750 0 500 37232 5335 31897 0 12812 6376 0 0 0 0 0 0 0 12223 18863 125 165762 92671 0 73420 624000 624000 789762 92671 0 697420 -154901 570570 0 812971 847011 847011 0 0 0 10273317 10031627 11791608 1982323 2033946 2208226 13068611 12912584 14846845 0 X 13068611 12912584 13068611 12912584 13068611 12912584 13068611 -154901 1240 12914950 2366 12912584 5000. AT&T INC SR UNSECD GLOBAL NT 2017-05-25 2017-07-28 5229 5209 20 20 5000. AT&T INC SR UNSECD GLOBAL NT 2016-03-21 2017-07-28 5229 5074 155 155 2000. AT&T INC UNSECD SR GBL NT C09/01/36 @100 2017-06-20 2018-05-21 2003 2133 -130 -130 3000. AT&T INC UNSECD SR GBL NT C09/01/36 @100 2017-01-31 2018-05-21 3004 2986 18 18 4000. AT&T INC UNSECD SR GBL NT C02/14/37 @100 2017-07-27 2017-10-06 4032 3993 39 39 3000. AT&T INC UNSECD SR GBL NT C02/14/37 @100 2017-07-27 2018-02-21 2999 2995 4 4 3000. AT&T INC UNSECD SR GBL NT C02/14/37 @100 2017-07-27 2018-02-22 3007 2995 12 12 7000. AT&T INC SR UNSECD NT CALL 02/14/58 @100 2017-07-27 2017-07-28 7010 6984 26 26 460.829 CAMBIAR INTL EQUITY FUND INV CL 2017-05-19 2017-10-10 13000 12014 986 986 667.78 CAMBIAR INTL EQUITY FUND INV CL 2017-05-19 2018-02-01 20000 17409 2591 2591 519.57 CAMBIAR INTL EQUITY FUND INV CL 2017-05-19 2018-05-17 15000 13545 1455 1455 20000. FNMA 15 YR TBA DTD 01/01/17 2.500% DUE 01/15/32 2017-12-12 2018-01-09 19875 19966 -91 -91 20000. FNMA 15 YR TBA DTD 02/01/17 2.500% DUE 02/15/32 2018-01-09 2018-02-09 19563 19859 -296 -296 20000. FNMA 15 YR TBA DTD 03/01/17 2.500% DUE 03/15/32 2018-02-09 2018-03-08 19529 19541 -12 -12 20000. FNMA 15 YR TBA DTD 03/01/17 2.500% DUE 03/15/32 2018-03-12 2018-03-12 19530 19530 20000. FNMA 15 YR TBA DTD 04/01/17 2.500% DUE 04/15/32 2018-03-08 2018-04-10 19561 19509 52 52 20000. FNMA 15 YR TBA DTD 05/01/17 2.500% DUE 05/15/32 2018-04-10 2018-05-04 19442 19541 -99 -99 5000. FNMA 15 YR TBA DTD 06/01/17 2.500% DUE 06/15/32 2017-06-14 2017-06-12 5045 5061 -16 -16 15000. FNMA 15 YR TBA DTD 06/01/17 2.500% DUE 06/15/32 2017-04-28 2017-06-12 15135 15056 79 79 5000. FNMA 15 YR TBA DTD 06/01/17 2.500% DUE 06/15/32 2017-05-25 2017-06-14 5061 5041 20 20 20000. FNMA 15 YR TBA DTD 07/01/16 2.500% DUE 07/15/32 2017-06-12 2017-07-10 20080 20159 -79 -79 20000. FNMA 15 YR TBA DTD 08/01/16 2.500% DUE 08/15/31 2017-07-10 2017-08-09 20245 20055 190 190 20000. FNMA 15 YR TBA DTD 09/01/16 2.500% DUE 09/15/31 2017-08-09 2017-09-11 20270 20209 61 61 20000. FNMA 15 YR TBA DTD 10/01/16 2.500% DUE 10/15/31 2017-09-11 2017-10-11 20134 20246 -112 -112 20000. FNMA 15 YR TBA DTD 10/01/16 2.500% DUE 10/15/31 2017-10-12 2017-10-12 20128 20128 20000. FNMA 15 YR TBA DTD 11/01/16 2.500% DUE 11/15/31 2017-10-11 2017-11-10 20019 20109 -90 -90 20000. FNMA 15 YR TBA DTD 12/01/16 2.500% DUE 12/15/31 2017-11-10 2017-12-12 19981 19996 -15 -15 20000. FNMA 15 YR TBA DTD 12/01/16 2.500% DUE 12/15/31 2017-12-13 2017-12-13 19970 19970 40000. FNMA 15 YR TBA DTD 01/01/17 3.000% DUE 01/15/32 2017-12-12 2018-01-09 40569 40739 -170 -170 40000. FNMA 15 YR TBA DTD 02/01/17 3.000% DUE 02/15/32 2018-01-09 2018-02-09 40000 40533 -533 -533 40000. FNMA 15 YR TBA DTD 03/01/17 3.000% DUE 03/15/32 2018-02-09 2018-03-08 39881 39945 -64 -64 40000. FNMA 15 YR TBA DTD 04/01/17 3.000% DUE 04/15/32 2018-03-08 2018-04-10 39906 39833 73 73 40000. FNMA 15 YR TBA DTD 05/01/17 3.000% DUE 05/15/32 2018-04-10 2018-05-04 39669 39864 -195 -195 20000. FNMA 15 YR TBA DTD 06/01/17 3.000% DUE 06/15/32 2017-06-14 2017-06-12 20600 20645 -45 -45 20000. FNMA 15 YR TBA DTD 06/01/17 3.000% DUE 06/15/32 2017-05-25 2017-06-12 20600 20594 6 6 20000. FNMA 15 YR TBA DTD 06/01/17 3.000% DUE 06/15/32 2017-04-28 2017-06-14 20645 20531 114 114 17000. FNMA 15 YR TBA DTD 06/01/17 3.000% DUE 06/15/32 2018-05-04 2018-05-21 16764 16842 -78 -78 40000. FNMA 15 YR TBA DTD 07/01/16 3.000% DUE 07/15/32 2017-06-12 2017-07-10 41006 41152 -146 -146 40000. FNMA 15 YR TBA DTD 08/01/16 3.000% DUE 08/15/31 2017-07-10 2017-08-09 41250 40961 289 289 40000. FNMA 15 YR TBA DTD 09/01/16 3.000% DUE 09/15/31 2017-08-09 2017-09-11 41300 41198 102 102 40000. FNMA 15 YR TBA DTD 10/01/16 3.000% DUE 10/15/31 2017-09-11 2017-10-11 41088 41258 -170 -170 40000. FNMA 15 YR TBA DTD 11/01/16 3.000% DUE 11/15/31 2017-10-11 2017-11-10 40894 41042 -148 -148 40000. FNMA 15 YR TBA DTD 12/01/16 3.000% DUE 12/15/31 2017-11-10 2017-12-12 40775 40844 -69 -69 21000. FNMA 30 YR TBA DTD 01/01/17 3.000% DUE 01/15/47 2017-12-05 2018-01-05 20946 20954 -8 -8 21000. FNMA 30 YR TBA DTD 02/01/17 3.000% DUE 02/15/47 2018-01-05 2018-02-06 20511 20918 -407 -407 31000. FNMA 30 YR TBA DTD 02/01/17 3.000% DUE 02/15/47 2018-02-02 2018-02-06 30278 30138 140 140 52000. FNMA 30 YR TBA DTD 03/01/17 3.000% DUE 03/15/47 2018-02-06 2018-03-06 50245 50712 -467 -467 10000. FNMA 30 YR TBA DTD 04/01/17 3.000% DUE 04/15/47 2018-03-28 2018-04-05 9717 9753 -36 -36 10000. FNMA 30 YR TBA DTD 04/01/17 3.000% DUE 04/15/47 2018-04-09 2018-04-05 9717 9726 -9 -9 42000. FNMA 30 YR TBA DTD 04/01/17 3.000% DUE 04/15/47 2018-03-06 2018-04-05 40812 40532 280 280 10000. FNMA 30 YR TBA DTD 04/01/17 3.000% DUE 04/15/47 2018-03-06 2018-04-09 9726 9650 76 76 10000. FNMA 30 YR TBA DTD 05/01/17 3.000% DUE 05/15/47 2018-04-05 2018-04-16 9703 9705 -2 -2 52000. FNMA 30 YR TBA DTD 05/01/17 3.000% DUE 05/15/47 2018-04-05 2018-05-02 50018 50464 -446 -446 45000. FNMA 30 YR TBA DTD 06/01/17 3.000% DUE 06/15/47 2017-05-25 2017-06-05 45232 45069 163 163 46000. FNMA 30 YR TBA DTD 06/01/17 3.000% DUE 06/15/47 2017-04-28 2017-06-05 46237 45772 465 465 52000. FNMA 30 YR TBA DTD 06/01/17 3.000% DUE 06/15/47 2018-05-02 2018-05-30 50408 49957 451 451 91000. FNMA 30 YR TBA DTD 07/01/16 3.000% DUE 07/15/46 2017-06-05 2017-07-05 90588 91331 -743 -743 91000. FNMA 30 YR TBA DTD 08/01/16 3.000% DUE 08/15/46 2017-07-05 2017-08-02 91306 90449 857 857 91000. FNMA 30 YR TBA DTD 09/01/16 3.000% DUE 09/15/46 2017-08-02 2017-09-06 92280 91174 1106 1106 65000. FNMA 30 YR TBA DTD 10/01/16 3.000% DUE 10/15/46 2017-09-06 2017-09-27 65244 65820 -576 -576 26000. FNMA 30 YR TBA DTD 10/01/16 3.000% DUE 10/15/46 2017-09-06 2017-10-04 26093 26328 -235 -235 65000. FNMA 30 YR TBA DTD 10/01/16 3.000% DUE 10/15/46 2017-10-06 2017-10-06 65025 65025 15000. FNMA 30 YR TBA DTD 11/01/16 3.000% DUE 11/15/46 2017-11-06 2017-10-12 15024 15064 -40 -40 21000. FNMA 30 YR TBA DTD 11/01/16 3.000% DUE 11/15/46 2017-10-04 2017-11-03 21044 21043 1 1 5000. FNMA 30 YR TBA DTD 11/01/16 3.000% DUE 11/15/46 2017-10-04 2017-11-06 5021 5010 11 11 10000. FNMA 30 YR TBA DTD 11/01/16 3.000% DUE 11/15/46 2017-10-18 2017-11-06 10043 10011 32 32 21000. FNMA 30 YR TBA DTD 12/01/16 3.000% DUE 12/15/46 2017-11-03 2017-12-05 20977 21011 -34 -34 20000. FNMA 15 YR TBA DTD 01/01/17 3.500% DUE 01/15/32 2017-12-12 2018-01-09 20594 20657 -63 -63 20000. FNMA 15 YR TBA DTD 02/01/17 3.500% DUE 02/15/32 2018-01-09 2018-02-09 20409 20577 -168 -168 20000. FNMA 15 YR TBA DTD 03/01/17 3.500% DUE 03/15/32 2018-02-09 2018-03-08 20369 20378 -9 -9 20000. FNMA 15 YR TBA DTD 04/01/17 3.500% DUE 04/15/32 2018-04-11 2018-04-10 20377 20394 -17 -17 20000. FNMA 15 YR TBA DTD 04/01/17 3.500% DUE 04/15/32 2018-03-08 2018-04-11 20394 20333 61 61 20000. FNMA 15 YR TBA DTD 05/01/17 3.500% DUE 05/15/32 2018-04-10 2018-05-04 20231 20341 -110 -110 20000. FNMA 15 YR TBA DTD 06/01/17 3.500% DUE 06/15/32 2017-04-28 2017-06-12 20897 20855 42 42 20000. FNMA 15 YR TBA DTD 07/01/16 3.500% DUE 07/15/32 2017-06-12 2017-07-10 20809 20877 -68 -68 20000. FNMA 15 YR TBA DTD 08/01/16 3.500% DUE 08/15/31 2017-07-10 2017-08-09 20881 20790 91 91 20000. FNMA 15 YR TBA DTD 09/01/16 3.500% DUE 09/15/31 2017-08-09 2017-09-11 20884 20863 21 21 20000. FNMA 15 YR TBA DTD 10/01/16 3.500% DUE 10/15/31 2017-09-11 2017-10-11 20819 20871 -52 -52 20000. FNMA 15 YR TBA DTD 11/01/16 3.500% DUE 11/15/31 2017-10-11 2017-11-10 20728 20803 -75 -75 20000. FNMA 15 YR TBA DTD 12/01/16 3.500% DUE 12/15/31 2017-11-10 2017-12-12 20675 20706 -31 -31 55000. FNMA 30 YR TBA DTD 01/01/17 3.500% DUE 01/15/47 2017-12-05 2017-12-06 56536 56384 152 152 30000. FNMA 30 YR TBA DTD 03/01/17 3.500% DUE 03/15/47 2018-02-14 2018-03-06 29859 29950 -91 -91 30000. FNMA 30 YR TBA DTD 03/01/17 3.500% DUE 03/15/47 2018-03-08 2018-03-08 29939 29939 10000. FNMA 30 YR TBA DTD 04/01/17 3.500% DUE 04/15/47 2018-03-28 2018-04-05 9998 10022 -24 -24 30000. FNMA 30 YR TBA DTD 04/01/17 3.500% DUE 04/15/47 2018-03-06 2018-04-05 29995 29818 177 177 40000. FNMA 30 YR TBA DTD 05/01/17 3.500% DUE 05/15/47 2018-04-05 2018-05-02 39625 39934 -309 -309 70000. FNMA 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2017-06-08 2017-06-05 72253 72264 -11 -11 10000. FNMA 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2017-05-25 2017-06-05 10322 10301 21 21 60000. FNMA 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2017-05-25 2017-06-08 61941 61805 136 136 10000. FNMA 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2017-04-28 2017-06-08 10323 10243 80 80 15000. FNMA 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2018-05-31 2018-05-21 14784 14958 -174 -174 10000. FNMA 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2018-05-31 2018-05-29 9980 9972 8 8 15000. FNMA 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2018-05-02 2018-05-29 14970 14839 131 131 25000. FNMA 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2018-05-02 2018-05-31 24930 24732 198 198 80000. FNMA 30 YR TBA DTD 07/01/16 3.500% DUE 07/15/46 2017-06-05 2017-07-05 81938 82438 -500 -500 80000. FNMA 30 YR TBA DTD 08/01/16 3.500% DUE 08/15/46 2017-07-05 2017-08-02 82475 81806 669 669 80000. FNMA 30 YR TBA DTD 09/01/16 3.500% DUE 09/15/46 2017-08-02 2017-09-06 83038 82347 691 691 30000. FNMA 30 YR TBA DTD 10/01/16 3.500% DUE 10/15/46 2017-09-06 2017-09-08 31095 31090 5 5 20000. FNMA 30 YR TBA DTD 10/01/16 3.500% DUE 10/15/46 2017-09-06 2017-09-15 20670 20727 -57 -57 30000. FNMA 30 YR TBA DTD 10/01/16 3.500% DUE 10/15/46 2017-09-06 2017-10-04 30938 31090 -152 -152 50000. FNMA 30 YR TBA DTD 10/01/16 3.500% DUE 10/15/46 2017-10-06 2017-10-06 51441 51441 30000. FNMA 30 YR TBA DTD 11/01/16 3.500% DUE 11/15/46 2017-10-04 2017-11-03 30872 30884 -12 -12 25000. FNMA 30 YR TBA DTD 11/01/16 3.500% DUE 11/15/46 2017-10-18 2017-11-03 25727 25709 18 18 55000. FNMA 30 YR TBA DTD 12/01/16 3.500% DUE 12/15/46 2017-11-03 2017-12-05 56461 56504 -43 -43 105000. FNMA 30 YR TBA DTD 01/01/17 4.000% DUE 01/15/47 2017-12-05 2018-01-05 109733 109639 94 94 105000. FNMA 30 YR TBA DTD 02/01/17 4.000% DUE 02/15/47 2018-01-05 2018-02-06 108289 109581 -1292 -1292 105000. FNMA 30 YR TBA DTD 03/01/17 4.000% DUE 03/15/47 2018-02-06 2018-03-06 107334 108105 -771 -771 20000. FNMA 30 YR TBA DTD 04/01/17 4.000% DUE 04/15/47 2018-03-28 2018-04-05 20489 20527 -38 -38 20000. FNMA 30 YR TBA DTD 04/01/17 4.000% DUE 04/15/47 2018-04-09 2018-04-05 20489 20500 -11 -11 85000. FNMA 30 YR TBA DTD 04/01/17 4.000% DUE 04/15/47 2018-04-09 2018-04-05 87079 87125 -46 -46 20000. FNMA 30 YR TBA DTD 04/01/17 4.000% DUE 04/15/47 2018-04-09 2018-04-09 20500 20500 105000. FNMA 30 YR TBA DTD 04/01/17 4.000% DUE 04/15/47 2018-03-06 2018-04-09 107625 107166 459 459 125000. FNMA 30 YR TBA DTD 05/01/17 4.000% DUE 05/15/47 2018-04-05 2018-05-02 127070 127842 -772 -772 65000. FNMA 30 YR TBA DTD 06/01/17 4.000% DUE 06/15/47 2017-06-08 2017-06-05 68646 68656 -10 -10 25000. FNMA 30 YR TBA DTD 06/01/17 4.000% DUE 06/15/47 2017-05-25 2017-06-05 26402 26357 45 45 35000. FNMA 30 YR TBA DTD 06/01/17 4.000% DUE 06/15/47 2017-05-25 2017-06-08 36969 36900 69 69 5000. FNMA 30 YR TBA DTD 06/01/17 4.000% DUE 06/15/47 2017-04-28 2017-06-08 5281 5255 26 26 25000. FNMA 30 YR TBA DTD 06/01/17 4.000% DUE 06/15/47 2017-04-28 2017-06-08 26406 26245 161 161 15000. FNMA 30 YR TBA DTD 06/01/17 4.000% DUE 06/15/47 2018-05-02 2018-05-21 15189 15225 -36 -36 110000. FNMA 30 YR TBA DTD 06/01/17 4.000% DUE 06/15/47 2018-05-02 2018-05-29 112518 111650 868 868 90000. FNMA 30 YR TBA DTD 07/01/16 4.000% DUE 07/15/46 2017-06-05 2017-07-05 94419 94883 -464 -464 30000. FNMA 30 YR TBA DTD 08/01/16 4.000% DUE 08/15/46 2017-08-09 2017-07-25 31520 31664 -144 -144 60000. FNMA 30 YR TBA DTD 08/01/16 4.000% DUE 08/15/46 2017-07-05 2017-08-02 63239 62843 396 396 30000. FNMA 30 YR TBA DTD 08/01/16 4.000% DUE 08/15/46 2017-07-05 2017-08-09 31664 31421 243 243 60000. FNMA 30 YR TBA DTD 09/01/16 4.000% DUE 09/15/46 2017-08-02 2017-09-06 63464 63145 319 319 60000. FNMA 30 YR TBA DTD 10/01/16 4.000% DUE 10/15/46 2017-09-06 2017-10-04 63209 63382 -173 -173 20000. FNMA 30 YR TBA DTD 11/01/16 4.000% DUE 11/15/46 2017-10-04 2017-10-11 21002 21039 -37 -37 40000. FNMA 30 YR TBA DTD 11/01/16 4.000% DUE 11/15/46 2017-10-04 2017-11-03 42011 42078 -67 -67 40000. FNMA 30 YR TBA DTD 12/01/16 4.000% DUE 12/15/46 2017-11-03 2017-12-05 41808 41950 -142 -142 65000. FNMA 30 YR TBA DTD 12/01/16 4.000% DUE 12/15/46 2017-11-15 2017-12-05 67938 68077 -139 -139 73000. FNMA 30 YR TBA DTD 05/01/17 4.500% DUE 05/15/47 2018-04-10 2018-05-02 75960 76296 -336 -336 73000. FNMA 30 YR TBA DTD 05/01/17 4.500% DUE 05/15/47 2018-05-03 2018-05-03 76045 76045 55000. FNMA 30 YR TBA DTD 06/01/17 4.500% DUE 06/15/47 2017-06-08 2017-06-05 59263 59263 20000. FNMA 30 YR TBA DTD 06/01/17 4.500% DUE 06/15/47 2017-05-25 2017-06-08 21550 21541 9 9 35000. FNMA 30 YR TBA DTD 06/01/17 4.500% DUE 06/15/47 2017-04-28 2017-06-08 37713 37553 160 160 30000. FNMA 30 YR TBA DTD 06/01/17 4.500% DUE 06/15/47 2018-05-31 2018-05-21 31097 31315 -218 -218 43000. FNMA 30 YR TBA DTD 06/01/17 4.500% DUE 06/15/47 2018-05-02 2018-05-30 44908 44661 247 247 30000. FNMA 30 YR TBA DTD 06/01/17 4.500% DUE 06/15/47 2018-05-02 2018-05-31 31315 31159 156 156 55000. FNMA 30 YR TBA DTD 07/01/16 04.50% DUE 07/15/46 2017-06-05 2017-06-20 59116 59174 -58 -58 55000. FNMA 30 YR TBA DTD 07/01/16 04.50% DUE 07/15/46 2017-07-10 2017-07-10 58932 58932 30000. GNMA 30 YR TBA DTD 06/01/17 4.000% DUE 06/15/47 2017-05-25 2017-06-12 31678 31711 -33 -33 2000. AMERICAN TOWER CORP NEW UNSECD SR NT C4/15/27 @100 2017-06-27 2017-07-31 1986 1995 -9 -9 2000. AMERICAN TOWER CORP NEW UNSECD SR NT C4/15/27 @100 2017-06-27 2017-08-10 1985 1995 -10 -10 4000. AMERICAN TOWER CORP NEW UNSECD SR NT C4/15/27 @100 2017-06-27 2017-08-14 3967 3991 -24 -24 2000. AMERICAN TOWER CORP NEW UNSECD SR NT C4/15/27 @100 2017-06-27 2017-08-16 1980 1995 -15 -15 2000. ANADARKO PETE CORP UNSECD SR DEB 2016-12-14 2017-10-03 2348 2349 -1 -1 3000. ANADARKO PETE CORP UNSECD SR NT CALL 12/15/25 @100 2016-03-14 2017-10-03 3349 3018 331 331 5000. ANHEUSER-BUSCH INBEV WORLDWIDE INC UNSECD SR MTN CALL 01/13/28 2018-03-20 2018-03-21 4975 4961 14 14 5000. ANHEUSER-BUSCH INBEV WORLDWIDE INC UNSECD SR MTN CALL 01/13/28 2018-03-20 2018-05-21 4935 4961 -26 -26 3000. ANHEUSER-BUSCH INBEV FIN INC SR UNSECD NT CALL 08/01/45 @100 2017-05-25 2018-03-15 3216 3292 -76 -76 2000. APPLE INC UNSECD SR PIDI NT C6/12/27 @100 2017-09-05 2017-09-29 1987 1998 -11 -11 2000. APPLE INC UNSECD SR PIDI NT C6/12/27 @100 2017-09-05 2017-09-29 1987 1998 -11 -11 4000. APPLE INC UNSECD SR PIDI NT C6/12/27 @100 2017-09-05 2017-09-29 3965 3996 -31 -31 5000. ARIZONA PUB SVC CO UNSECD SR NT CALL 06/15/26 @100 2016-09-15 2017-06-21 4804 4977 -173 -173 5000. BNSF FDG TR I GTD TR PFD SECS C1/15/26 @100 2009-10-14 2017-12-04 5801 4750 1051 1051 939.948 BAIRD MIDCAP FUND INSTL CL SHS 2014-10-02 2017-10-10 18000 14099 3901 3901 1713.167 BAIRD MIDCAP FUND INSTL CL SHS 2014-10-02 2018-05-17 35000 25698 9302 9302 3000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT NONCUMUL 2016-10-24 2017-08-22 3042 2940 102 102 2000. BECTON DICKINSON & CO SR UNSECD NT CALL 6/15/44 @100 2016-03-14 2018-01-05 2133 2113 20 20 5000. BECTON DICKINSON & CO UNSECD SR GBL NT C5/6/22 @100 2017-05-22 2017-07-25 5026 5000 26 26 2000. BERKSHIRE HATHAWAY INC DEL UNSECD SR NT 2016-03-08 2017-09-13 2230 2048 182 182 5000. CNA FINL CORP SR UNSECD NT 2010-01-11 2017-07-28 5577 5103 474 474 5000. CNH EQUIP TR 2017-A ASSET BACKED NT CL A-2 2017-03-15 2017-07-12 4997 5000 -3 -3 5000. CALIFORNIA ST GO BDS-TAXBL 2009-06-16 2018-03-08 7540 4639 2901 2901 3000. CANADIAN NAT RES LTD NT CANADA 2017-02-15 2017-08-02 3620 3488 132 132 4000. CANADIAN NAT RES LTD SR UNSECD NT C3/1/27 @100 CANADA 2017-05-25 2017-10-04 4054 4021 33 33 5000. CANADIAN PAC RY CO NEW SR UNSECD NT CANADA 2015-04-13 2017-10-04 5414 5397 17 17 1031.97 CARMAX AUTO OWNER TR 2017-1 ASSET BACKED NT CL A-2 2018-01-30 2018-02-14 1032 1030 2 2 1010.08 CARMAX AUTO OWNER TR 2017-1 ASSET BACKED NT CL A-2 2018-01-30 2018-03-14 1010 1008 2 2 1086.2 CARMAX AUTO OWNER TR 2017-1 ASSET BACKED NT CL A-2 2018-01-30 2018-04-14 1086 1084 2 2 964.98 CARMAX AUTO OWNER TR 2017-1 ASSET BACKED NT CL A-2 2018-01-30 2018-05-14 965 963 2 2 10000. CATERPILLAR FINL SVCS CORP SR UNSECD MTN 2014-07-30 2017-07-28 10070 9978 92 92 5000. CELANESE US HLDGS LLC UNSECD SR NT 2017-05-30 2017-07-26 5596 5611 -15 -15 2000. CELANESE US HLDGS LLC UNSECD SR NT 2016-09-14 2017-07-26 2238 2228 10 10 2000. CENOVUS ENERGY INC SR UNSECD NT CANADA 2015-08-22 2018-02-05 2355 2322 33 33 6000. CHARTER COMMUNICATIONS OPER LLC/ CHARTER COMMUNICATIONS 1ST LIEN 2017-09-20 2018-02-28 6757 6905 -148 -148 6000. CHUBB CORP DIRECTLY ISSUED SUB CAP SECS CALL 02/26/18 @100 2017-09-29 2017-10-24 5978 5997 -19 -19 4000. CHUBB CORP DIRECTLY ISSUED SUB CAP SECS CALL 02/26/18 @100 2015-05-20 2017-10-24 3985 4243 -258 -258 4000. CHUBB CORP DIRECTLY ISSUED SUB CAP SECS CALL 02/26/18 @100 2015-04-25 2018-04-06 4000 4256 -256 -256 3000. CHUBB CORP DIRECTLY ISSUED SUB CAP SECS CALL 02/26/18 @100 2017-09-29 2018-04-06 3000 2999 1 1 5000. CHUBB CORP DIRECTLY ISSUED SUB CAP SECS CALL 02/26/18 @100 2017-05-25 2018-04-06 5000 4985 15 15 8000. CITIGROUP INC SUB NT 2017-06-28 2017-08-03 8179 8158 21 21 3276.247 COLUMBIA EMERGING MARKETS FUND INSTL3 CL 2015-04-07 2017-10-10 44000 35226 8774 8774 1692.62 COLUMBIA EMERGING MARKETS FUND INSTL3 CL 2015-04-07 2018-02-01 25000 18199 6801 6801 3000. COMCAST CORP NEW UNSECD SR NT CALL 01/15/46 @100 2017-05-25 2017-10-06 2733 2680 53 53 1697.49 COMMERCIAL MTG TR 2007-GG11 MTG PASSTHRU CTF CL A-4 2013-05-09 2017-07-12 1698 1975 -277 -277 7000. CONAGRA FOODS INC UNSECD SR NT CALL 10/25/22 @100 2016-04-27 2017-08-02 7096 7062 34 34 5000. CONSOLIDATED EDISON CO NY INC SR UNSECD DEB SER 2016 A CALL 2016-06-20 2018-03-13 4824 5009 -185 -185 3000. CONSOLIDATED EDISON CO NY INC UNSECD SR PIDI NT C12/15/46 @100 2017-09-20 2018-03-13 2905 3085 -180 -180 75000. GNMA II 30 YR TBA DTD 01/01/17 3.500% DUE 01/15/47 2017-12-14 2018-01-16 77309 77684 -375 -375 75000. GNMA II 30 YR TBA DTD 02/01/17 3.500% DUE 02/15/47 2018-01-16 2018-02-13 75691 77221 -1530 -1530 75000. GNMA 30 YR TBA DTD 03/01/17 3.500% DUE 03/15/47 2018-02-13 2018-03-12 75422 75574 -152 -152 75000. GNMA II 30 YR TBA DTD 04/01/17 3.500% DUE 04/15/47 2018-03-12 2018-04-12 75656 75319 337 337 75000. GNMA II 30 YR TBA DTD 05/01/17 3.500% DUE 05/15/47 2018-04-12 2018-05-14 75012 75551 -539 -539 75000. GNMA II 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2018-06-13 2018-05-29 75469 74977 492 492 45000. GNMA II 30 YR TBA DTD 10/01/16 3.500% DUE 10/15/46 2017-09-08 2017-10-13 46898 46905 -7 -7 30000. GNMA II 30 YR TBA DTD 10/01/16 3.500% DUE 10/15/46 2017-09-15 2017-10-13 31266 31233 33 33 30000. GNMA II 30 YR TBA DTD 10/01/16 3.500% DUE 10/15/46 2017-10-19 2017-10-19 31193 31193 75000. GNMA II 30 YR TBA DTD 11/01/16 3.500% DUE 11/15/46 2017-10-13 2017-11-14 77742 78059 -317 -317 75000. GNMA 30 YR TBA DTD 12/01/16 3.500% DUE 12/15/46 2017-11-14 2017-12-14 77783 77628 155 155 30000. GNMA II 30 YR TBA DTD 07/01/16 4.000% DUE 07/15/46 2017-06-12 2017-07-13 31560 31682 -122 -122 30000. GNMA II 30 YR TBA DTD 08/01/16 4.000% DUE 08/15/46 2017-08-16 2017-08-11 31576 31610 -34 -34 45000. GNMA II 30 YR TBA DTD 08/01/16 4.000% DUE 08/15/46 2017-07-25 2017-08-11 47364 47317 47 47 30000. GNMA II 30 YR TBA DTD 08/01/16 4.000% DUE 08/15/46 2017-07-13 2017-08-16 31610 31521 89 89 75000. GNMA 30 YR TBA DTD 09/01/16 4.000% DUE 09/15/46 2017-08-11 2017-09-15 79140 78841 299 299 75000. GNMA II 30 YR TBA DTD 10/01/16 4.000% DUE 10/15/46 2017-09-15 2017-10-13 79011 79052 -41 -41 75000. GNMA II 30 YR TBA DTD 11/01/16 4.000% DUE 11/15/46 2017-10-13 2017-11-14 78586 78961 -375 -375 75000. GNMA II 30 YR TBA DTD 12/01/16 4.000% DUE 12/15/46 2017-11-14 2017-11-15 78577 78563 14 14 75000. GNMA II 30 YR TBA DTD 12/01/16 4.000% DUE 12/15/46 2017-12-14 2017-12-14 78369 78369 20000. GNMA II 30YR TBA DTD 05/01/18 4.500% DUE 05/01/48 2018-04-16 2018-05-14 20756 20809 -53 -53 20000. GNMA II 30YR TBA DTD 05/01/18 4.500% DUE 05/01/48 2018-05-14 2018-05-14 20758 20758 3003.876 CREDIT SUISSE COMMODITY-RETURN STRATEGY FUND CL I 2013-08-13 2018-05-17 15500 21898 -6398 -6398 3000. DTE ENERGY CO UNSECD SR NT CALL 7/1/26 @100 2016-09-06 2018-02-12 2805 3004 -199 -199 5000. DEUTSCHE TELEKOM INTL FIN B V BD NETHERLANDS 2016-08-24 2018-05-11 7294 8005 -711 -711 3000. DISCOVERY COMMUNICATIONS LLC SR UNSECD BD CALL 3/20/47 @100 2017-09-07 2017-11-06 3034 2996 38 38 2000. DUKE ENERGY CORP NEW UNSECD SR NT CALL 03/01/46 @100 2017-05-25 2017-08-03 1973 1876 97 97 2000. ENBRIDGE INC SUB BD CALL 07/15/27 @100 CANADA 2017-08-01 2017-12-04 2000 2037 -37 -37 2000. ENBRIDGE INC SUB BD CALL 07/15/27 @100 CANADA 2017-08-01 2017-12-05 2000 2032 -32 -32 3000. ENTERPRISE PRODS OPER L P CO GTD JR SUB NT SER A CALL 8/1/16 @10 2017-06-13 2017-11-27 3000 3011 -11 -11 1000. ENTERPRISE PRODS OPER L P CO GTD JR SUB NT SER A CALL 8/1/16 @10 2017-06-13 2017-11-29 1001 1004 -3 -3 1000. ENTERPRISE PRODS OPER L P CO GTD JR SUB NT SER A CALL 8/1/16 @10 2017-06-13 2017-12-01 1001 1004 -3 -3 5000. ENTERPRISE PRODS OPER L P CO GTD JR SUB NT SER A CALL 8/1/16 @10 2017-06-13 2018-01-08 5008 5019 -11 -11 2000. ENTERPRISE PRODS OPER L P CO GTD JR SUB NT SER A CALL 8/1/16 @10 2016-11-14 2018-01-08 2003 1910 93 93 5000. ENTERPRISE PRODS OPER LLC JR SUB BD SER E C08/16/27 @100 2017-08-07 2018-05-21 4779 5000 -221 -221 1000. FPL GROUP CAP INC GTD JR UNSUB DEB SER D C9/1/17 @100 2017-07-20 2017-12-02 1000 1014 -14 -14 16000. FPL GROUP CAP INC GTD JR UNSUB DEB SER D C9/1/17 @100 2017-07-27 2017-12-02 16000 16220 -220 -220 2000. FPL GROUP CAP INC GTD JR UNSUB DEB SER D C9/1/17 @100 2017-05-11 2017-12-02 2000 2035 -35 -35 170.03 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2017-06-30 170 177 -7 -7 97.34 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2017-07-31 97 101 -4 -4 86.74 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2017-08-31 87 90 -3 -3 128.06 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2017-09-30 128 133 -5 -5 107.89 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2017-10-31 108 112 -4 -4 113.47 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2017-11-30 113 118 -5 -5 117.44 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2017-12-31 117 122 -5 -5 115.32 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2018-01-31 115 120 -5 -5 113.7 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2018-02-28 114 119 -5 -5 112.5 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2018-03-31 113 117 -4 -4 69.53 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2018-04-30 70 72 -2 -2 115.75 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2018-05-31 116 121 -5 -5 265.49 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2017-06-30 265 275 -10 -10 224.46 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2017-07-31 224 232 -8 -8 262.75 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2017-08-31 263 272 -9 -9 233.44 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2017-09-30 233 242 -9 -9 254.52 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2017-10-31 255 263 -8 -8 231.14 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2017-11-30 231 239 -8 -8 219.87 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2017-12-31 220 228 -8 -8 225.99 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2018-01-31 226 234 -8 -8 218.86 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2018-02-28 219 226 -7 -7 234.47 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2018-03-31 234 243 -9 -9 279.26 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2018-04-30 279 289 -10 -10 291.82 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2018-05-31 292 302 -10 -10 307.46 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2017-06-30 307 329 -22 -22 385.46 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2017-07-31 385 413 -28 -28 817.17 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2017-08-31 817 875 -58 -58 505.01 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2017-09-30 505 541 -36 -36 853.03 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2017-10-31 853 914 -61 -61 457.52 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2017-11-30 458 490 -32 -32 956.27 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2017-12-31 956 1024 -68 -68 180.28 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2018-01-31 180 193 -13 -13 255.97 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2018-02-28 256 274 -18 -18 763.3 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2018-03-31 763 817 -54 -54 248.78 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2018-04-30 249 266 -17 -17 649.01 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2018-05-31 649 695 -46 -46 35000. FEDERAL HOME LN MTG CORP SER K026 CL A-2 2017-01-10 2018-05-17 34087 35267 -1180 -1180 44.59 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2017-06-30 45 45 42.84 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2017-07-31 43 44 -1 -1 50.34 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2017-08-31 50 51 -1 -1 54.17 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2017-09-30 54 55 -1 -1 50.68 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2017-10-31 51 52 -1 -1 60.47 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2017-11-30 60 62 -2 -2 56.62 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2017-12-31 57 58 -1 -1 56.81 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2018-01-31 57 58 -1 -1 69.05 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2018-02-28 69 70 -1 -1 57.21 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2018-03-31 57 58 -1 -1 61.41 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2018-04-30 61 63 -2 -2 57.6 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2018-05-31 58 59 -1 -1 5.22 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2017-06-30 5 5 6.17 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2017-07-31 6 6 10.02 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2017-08-31 10 10 4.76 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2017-09-30 5 5 4.88 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2017-10-31 5 5 5.1 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2017-11-30 5 5 5.24 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2017-12-31 5 5 13.1 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2018-01-31 13 13 16.39 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2018-02-28 16 17 -1 -1 5.79 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2018-03-31 6 6 50.69 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2018-04-30 51 51 5.47 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2018-05-31 5 6 -1 -1 225.03 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2017-06-30 225 223 2 2 277.08 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2017-07-31 277 274 3 3 357.98 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2017-08-31 358 354 4 4 212.11 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2017-09-30 212 210 2 2 374.59 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2017-10-31 375 371 4 4 198.56 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2017-11-30 199 197 2 2 300.67 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2017-12-31 301 298 3 3 177.43 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2018-01-31 177 176 1 1 126.8 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2018-02-28 127 126 1 1 189.42 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2018-03-31 189 188 1 1 243.88 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2018-04-30 244 241 3 3 240.64 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2018-05-31 241 238 3 3 111.97 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2017-06-30 112 119 -7 -7 151.69 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2017-07-31 152 161 -9 -9 419.5 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2017-08-31 420 445 -25 -25 308.65 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2017-09-30 309 328 -19 -19 548.88 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2017-10-31 549 583 -34 -34 458.65 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2017-11-30 459 487 -28 -28 70.49 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2017-12-31 70 75 -5 -5 151.56 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2018-01-31 152 161 -9 -9 224.98 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2018-02-28 225 239 -14 -14 417.55 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2018-03-31 418 443 -25 -25 184.61 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2018-04-30 185 196 -11 -11 297.74 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2018-05-31 298 316 -18 -18 112.15 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2017-06-30 112 113 -1 -1 132.56 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2017-07-31 133 134 -1 -1 155.98 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2017-08-31 156 157 -1 -1 150.95 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2017-09-30 151 152 -1 -1 118.81 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2017-10-31 119 120 -1 -1 66.34 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2017-11-30 66 67 -1 -1 140.99 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2017-12-31 141 142 -1 -1 64.45 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2018-01-31 64 65 -1 -1 71.62 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2018-02-28 72 72 71.47 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2018-03-31 71 72 -1 -1 57.76 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2018-04-30 58 58 83.98 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2018-05-31 84 85 -1 -1 241.49 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2017-06-30 241 250 -9 -9 204.62 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2017-07-31 205 212 -7 -7 307.86 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2017-08-31 308 318 -10 -10 328.14 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2017-09-30 328 339 -11 -11 358.56 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2017-10-31 359 371 -12 -12 311.21 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2017-11-30 311 322 -11 -11 232.65 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2017-12-31 233 241 -8 -8 162.97 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2018-01-31 163 168 -5 -5 137.96 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2018-02-28 138 143 -5 -5 246.87 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2018-03-31 247 255 -8 -8 238.64 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2018-04-30 239 247 -8 -8 236.28 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2018-05-31 236 244 -8 -8 118.41 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2017-06-30 118 124 -6 -6 123.54 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2017-07-31 124 130 -6 -6 148.63 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2017-08-31 149 156 -7 -7 114.71 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2017-09-30 115 120 -5 -5 126.1 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2017-10-31 126 132 -6 -6 136.59 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2017-11-30 137 143 -6 -6 162.32 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2017-12-31 162 170 -8 -8 86.39 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2018-01-31 86 91 -5 -5 109.87 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2018-02-28 110 115 -5 -5 108.35 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2018-03-31 108 114 -6 -6 109.71 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2018-04-30 110 115 -5 -5 117.5 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2018-05-31 118 123 -5 -5 329.56 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2017-06-30 330 342 -12 -12 80.31 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2017-07-31 80 83 -3 -3 77.24 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2017-08-31 77 80 -3 -3 74.29 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2017-09-30 74 77 -3 -3 4.61 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2017-10-31 5 5 4.68 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2017-11-30 5 5 302.4 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2017-12-31 302 314 -12 -12 197.31 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2018-01-31 197 205 -8 -8 3.11 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2018-02-28 3 3 3.15 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2018-03-31 3 3 3.14 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2018-04-30 3 3 3.15 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2018-05-31 3 3 448.07 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2017-06-30 448 463 -15 -15 270.39 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2017-07-31 270 280 -10 -10 407.12 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2017-08-31 407 421 -14 -14 271.57 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2017-09-30 272 281 -9 -9 366.65 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2017-10-31 367 379 -12 -12 252.74 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2017-11-30 253 261 -8 -8 332.46 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2017-12-31 332 344 -12 -12 374.78 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2018-01-31 375 388 -13 -13 257.07 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2018-02-28 257 266 -9 -9 384.64 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2018-03-31 385 398 -13 -13 377.54 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2018-04-30 378 390 -12 -12 446.47 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2018-05-31 446 462 -16 -16 787.51 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2017-06-30 788 824 -36 -36 556.89 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2017-07-31 557 583 -26 -26 567.51 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2017-08-31 568 594 -26 -26 516.12 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2017-09-30 516 540 -24 -24 12.55 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2017-10-31 13 13 558.67 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2017-10-31 559 585 -26 -26 589.04 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2017-11-30 589 616 -27 -27 570.4 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2017-12-31 570 597 -27 -27 543.36 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2018-01-31 543 569 -26 -26 514.43 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2018-02-28 514 538 -24 -24 479.39 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2018-03-31 479 502 -23 -23 640.73 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2018-04-30 641 671 -30 -30 605.76 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2018-05-31 606 634 -28 -28 620.93 FEDERAL NATL MTG ASSN POOL #CA0833 2017-12-06 2017-12-31 621 641 -20 -20 222.81 FEDERAL NATL MTG ASSN POOL #CA0833 2017-12-06 2018-01-31 223 230 -7 -7 300.19 FEDERAL NATL MTG ASSN POOL #CA0833 2017-12-06 2018-02-28 300 310 -10 -10 263.02 FEDERAL NATL MTG ASSN POOL #CA0833 2017-12-06 2018-03-31 263 271 -8 -8 94.13 FEDERAL NATL MTG ASSN POOL #CA0833 2017-12-06 2018-04-30 94 97 -3 -3 386.25 FEDERAL NATL MTG ASSN POOL #CA0833 2017-12-06 2018-05-31 386 399 -13 -13 8.31 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2017-06-30 8 8 7.78 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2017-07-31 8 8 8.26 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2017-08-31 8 8 8.12 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2017-09-30 8 8 11.61 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2017-10-31 12 12 107.36 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2017-11-30 107 108 -1 -1 8.52 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2017-12-31 9 9 197.42 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2018-01-31 197 199 -2 -2 7.96 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2018-02-28 8 8 8.03 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2018-03-31 8 8 8.05 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2018-04-30 8 8 177.19 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2018-05-31 177 179 -2 -2 143.86 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2017-06-30 144 154 -10 -10 8.57 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2017-07-31 9 9 19.68 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2017-08-31 20 21 -1 -1 14.35 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2017-09-30 14 15 -1 -1 42.47 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2017-10-31 42 45 -3 -3 16.54 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2017-11-30 17 18 -1 -1 12.53 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2017-12-31 13 13 6.79 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2018-01-31 7 7 4.45 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2018-02-28 4 5 -1 -1 122.28 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2018-03-31 122 131 -9 -9 17. FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2018-04-30 17 18 -1 -1 8.98 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2018-05-31 9 10 -1 -1 202.6 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2017-06-30 203 227 -24 -24 289.75 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2017-07-31 290 324 -34 -34 288.42 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2017-08-31 288 322 -34 -34 310.63 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2017-09-30 311 347 -36 -36 261.45 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2017-10-31 261 292 -31 -31 201.66 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2017-11-30 202 225 -23 -23 218.5 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2017-12-31 219 244 -25 -25 158.66 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2018-01-31 159 177 -18 -18 203.25 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2018-02-28 203 227 -24 -24 167.25 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2018-03-31 167 187 -20 -20 252.81 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2018-04-30 253 283 -30 -30 219.17 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2018-05-31 219 245 -26 -26 606.5 FEDERAL NATL MTG ASSN POOL #MA3073 2017-06-20 2017-07-31 607 653 -46 -46 470.27 FEDERAL NATL MTG ASSN POOL #MA3073 2017-06-20 2017-08-31 470 507 -37 -37 558.75 FEDERAL NATL MTG ASSN POOL #MA3073 2017-06-20 2017-09-30 559 602 -43 -43 1172.2 FEDERAL NATL MTG ASSN POOL #MA3073 2017-06-20 2017-10-31 1172 1263 -91 -91 1631. FEDERAL NATL MTG ASSN POOL #MA3073 2017-06-20 2017-11-30 1631 1757 -126 -126 1490.81 FEDERAL NATL MTG ASSN POOL #MA3073 2017-06-20 2017-12-31 1491 1606 -115 -115 1152.04 FEDERAL NATL MTG ASSN POOL #MA3073 2017-06-20 2018-01-31 1152 1241 -89 -89 1286.55 FEDERAL NATL MTG ASSN POOL #MA3073 2017-06-20 2018-02-28 1287 1386 -99 -99 844.74 FEDERAL NATL MTG ASSN POOL #MA3073 2017-06-20 2018-03-31 845 910 -65 -65 55537.13 FEDERAL NATL MTG ASSN POOL #MA3073 2017-06-20 2018-04-10 58166 59833 -1667 -1667 252.38 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2017-06-30 252 268 -16 -16 239.98 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2017-07-31 240 254 -14 -14 133.03 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2017-08-31 133 141 -8 -8 264.09 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2017-09-30 264 280 -16 -16 348.18 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2017-10-31 348 369 -21 -21 238.77 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2017-11-30 239 253 -14 -14 131.74 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2017-12-31 132 140 -8 -8 236.07 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2018-01-31 236 250 -14 -14 129.04 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2018-02-28 129 137 -8 -8 126.06 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2018-03-31 126 134 -8 -8 28.97 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2018-04-30 29 31 -2 -2 242.07 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2018-05-31 242 257 -15 -15 5000. FEDEX CORP SR UNSECD NT CALL 5/15/45 @100 2017-06-29 2017-10-05 5473 5413 60 60 5000. FEDEX CORP UNSECD SR NT CALL 07/15/46 @100 2017-05-25 2017-06-29 5168 4993 175 175 3000. FEDEX CORP UNSECD SR NT CALL 07/15/46 @100 2017-05-23 2017-06-29 3101 2992 109 109 10000. FIFTH THIRD BANCORP SR UNSECD NT 2014-02-25 2017-07-28 10066 9986 80 80 2000. FORD CR AUTO OWNER TR 2016-A NT CL A-3 2016-01-20 2017-06-29 1997 2000 -3 -3 15000. GS MTG SECS TR 2013-GC13 MTG PASS THRU CTF CL A-5 2013-07-17 2018-05-21 15464 15450 14 14 3000. GM FINL AUTOMOBILE LEASING TR 2016-3 NT CL A-3 2016-09-13 2018-02-15 2985 3000 -15 -15 5000. GM FINL AUTOMOBILE LEASING TR 2017-1 NT CL A-2-A 2017-03-07 2017-06-29 5001 4999 2 2 3000. GENERAL ELEC CO PERP PFD JR SUB NT SER D 2017-05-09 2017-10-18 3169 3191 -22 -22 2000. GENERAL ELEC CO PERP PFD JR SUB NT SER D 2017-05-25 2017-10-18 2113 2127 -14 -14 3000. GENERAL ELEC CO PERP PFD JR SUB NT SER D 2017-05-25 2017-10-18 3169 3191 -22 -22 6000. GENERAL ELEC CO PERP PFD JR SUB NT SER D 2016-01-05 2017-10-23 6303 6000 303 303 1000. GENERAL ELEC CO PERP PFD JR SUB NT SER D 2017-06-09 2017-11-27 1036 1047 -11 -11 1000. GENERAL ELEC CO PERP PFD JR SUB NT SER D 2017-05-16 2017-11-28 1038 1051 -13 -13 1000. GENERAL ELEC CO PERP PFD JR SUB NT SER D 2017-04-21 2017-11-30 1040 1054 -14 -14 5000. HSBC HLDGS PLC SUB NT UNITED KINGDOM 2017-06-07 2017-08-02 5247 5200 47 47 5000. HSBC HLDGS PLC SUB NT UNITED KINGDOM 2017-05-25 2017-08-02 5247 5183 64 64 5000. HSBC HLDGS PLC SUB NT UNITED KINGDOM 2017-05-04 2017-08-02 5247 5130 117 117 5000. HSBC HLDGS PLC BD UNITED KINGDOM 2017-07-27 2017-12-08 5231 5295 -64 -64 2000. HSBC HLDGS PLC BD UNITED KINGDOM 2017-07-27 2018-01-05 2120 2118 2 2 3000. HSBC HLDGS PLC BD UNITED KINGDOM 2017-07-27 2018-01-05 3180 3177 3 3 4000. HESS CORP SR UNSECD NT 2017-06-29 2018-01-31 4387 3925 462 462 2000. HESS CORP SR UNSECD NT 2017-06-29 2018-03-28 2036 1962 74 74 5000. HOME DEPOT INC UNSECD SR NT CALL 05/01/22 @100 2016-01-27 2017-10-03 5093 5068 25 25 5000. HYUNDAI AUTO RECEIVABLES TR 2017-A NT CL A-2A 2017-03-22 2017-06-01 4997 5000 -3 -3 5000. INDIANA MICH PWR CO UNSECD SR NT SER L C1/1/47 @100 2018-01-23 2018-05-21 4508 4973 -465 -465 116. ISHARES RUSSELL MID-CAP ETF 2018-02-01 2018-05-17 24568 25000 -432 -432 26. ISHARES RUSSELL MID-CAP ETF 2017-10-10 2018-05-17 5507 5203 304 304 217. ISHARES RUSSELL 1000 VALUE ETF 2017-05-19 2018-02-01 28033 24751 3282 3282 355. ISHARES RUSSELL 1000 GROWTH ETF 2014-12-04 2017-10-10 45145 34410 10735 10735 812. ISHARES RUSSELL 1000 GROWTH ETF 2014-12-04 2018-02-01 116537 78707 37830 37830 688. ISHARES RUSSELL 1000 GROWTH ETF 2014-12-04 2018-05-17 97482 66688 30794 30794 232. ISHARES RUSSELL 2000 GROWTH INDEX FUND 2017-02-15 2017-10-10 42144 37301 4843 4843 93. ISHARES RUSSELL 2000 GROWTH INDEX FUND 2017-02-15 2018-02-01 18072 14953 3119 3119 298. ISHARES RUSSELL 2000 GROWTH INDEX FUND 2017-02-15 2018-05-17 60155 47913 12242 12242 52. ISHARES MSCI EAFE GROWTH ETF 2017-10-10 2018-02-01 4389 4065 324 324 48. ISHARES MSCI EAFE GROWTH ETF 2017-05-19 2018-02-01 4051 3573 478 478 303. ISHARES MSCI EAFE GROWTH ETF 2017-05-19 2018-02-02 25284 22552 2732 2732 305. ISHARES MSCI EAFE GROWTH ETF 2017-05-19 2018-05-17 25026 22701 2325 2325 1000. JPMORGAN CHASE & CO JR SUB BD PFD DEP SHS REPSTG 1/10TH SER I 2017-04-24 2017-11-30 1019 1086 -67 -67 1000. JPMORGAN CHASE & CO JR SUB BD PFD DEP SHS REPSTG 1/10TH SER I 2017-04-24 2018-01-02 1015 1086 -71 -71 1000. JPMORGAN CHASE & CO JR SUB BD PFD DEP SHS REPSTG 1/10TH SER I 2017-04-24 2018-01-03 1014 1086 -72 -72 2000. JPMORGAN CHASE & CO JR SUB BD PFD DEP SHS REPSTG 1/10TH SER I 2017-04-24 2018-01-03 2030 2173 -143 -143 1000. JPMORGAN CHASE & CO JR SUB BD PFD DEP SHS REPSTG 1/10TH SER I 2017-04-20 2018-01-03 1015 1082 -67 -67 2000. JPMORGAN CHASE & CO JR SUB BD PFD DEP SHS REPSTG 1/10TH SER I 2017-04-20 2018-01-04 2030 2164 -134 -134 1000. JPMORGAN CHASE & CO JR SUB BD PFD DEP SHS REPSTG 1/10TH SER I 2017-04-20 2018-01-04 1016 1082 -66 -66 1000. JPMORGAN CHASE & CO JR SUB BD PFD DEP SHS REPSTG 1/10TH SER I 2017-04-20 2018-01-11 1016 1082 -66 -66 1000. JPMORGAN CHASE & CO JR SUB BD PFD DEP SHS REPSTG 1/10TH SER I 2017-07-12 2018-01-11 1016 1055 -39 -39 2000. JPMORGAN CHASE & CO JR SUB NT SER Z C05/01/20 @100 2017-04-13 2018-01-03 2080 2144 -64 -64 1000. JPMORGAN CHASE & CO JR SUB NT SER Z C05/01/20 @100 2017-04-13 2018-01-03 1040 1072 -32 -32 2000. JPMORGAN CHASE & CO JR SUB NT SER Z C05/01/20 @100 2017-04-13 2018-01-04 2080 2144 -64 -64 1000. JPMORGAN CHASE & CO JR SUB NT SER Z C05/01/20 @100 2017-06-07 2018-01-17 1038 1049 -11 -11 4000. JPMORGAN CHASE & CO JR SUB NT SER Z C05/01/20 @100 2017-06-07 2018-01-19 4145 4198 -53 -53 2000. JPMORGAN CHASE & CO JR SUB NT SER Z C05/01/20 @100 2017-05-09 2018-01-19 2073 2095 -22 -22 2000. JPMORGAN CHASE & CO JR SUB NT SER Z C05/01/20 @100 2017-05-09 2018-01-23 2069 2095 -26 -26 4000. JPMORGAN CHASE & CO JR SUB NT SER Z C05/01/20 @100 2017-09-29 2018-01-23 4138 4177 -39 -39 20000. JPMORGAN CHASE & CO UNSECD SR GBL NT C2/1/27 @100 2017-06-07 2017-07-27 20495 20544 -49 -49 5000. JPMORGAN CHASE & CO UNSECD SR GBL NT C2/1/27 @100 2017-03-06 2017-07-27 5124 5042 82 82 664.9 J P MORGAN CHASE COML MTG SECS TR 2012-C8 COML MTG PASSTHRU A-3 2012-12-12 2017-10-17 665 686 -21 -21 5000. JOHN DEERE OWNER TRUST SER 16-B CL A3 2016-07-19 2017-07-28 4970 5000 -30 -30 1000. JPMORGAN CHASE & CO JR SUB DEFERRABLE INT DEB SER U 2017-07-27 2018-04-26 911 938 -27 -27 1000. JPMORGAN CHASE & CO JR SUB DEFERRABLE INT DEB SER U 2017-07-27 2018-04-30 911 938 -27 -27 6000. JPMORGAN CHASE & CO JR SUB DEFERRABLE INT DEB SER U 2017-07-27 2018-05-02 5494 5625 -131 -131 5000. JPMORGAN CHASE & CO DEP SHS REPS REPSTG 1/10TH PFD JR SUB NT SER 2017-06-07 2017-12-04 5415 5465 -50 -50 1000. KANSAS CITY SOUTHN UNSECD SR NT CALL 02/15/45 @100 2017-05-08 2017-08-14 1117 1042 75 75 1000. KANSAS CITY SOUTHN UNSECD SR NT CALL 02/15/45 @100 2017-04-25 2017-08-14 1117 1031 86 86 1000. KANSAS CITY SOUTHN UNSECD SR NT CALL 02/15/45 @100 2017-04-25 2017-08-17 1123 1031 92 92 1296.19 KENTUCKY ASSET / LIABILITY COM FDG NTS-TAXBL 2010-08-18 2018-04-01 1296 1296 3000. KEYCORP UNSECD MEDIUM TERM SR NT CALL 11/13/18 @100 2017-06-07 2017-07-28 3020 3016 4 4 2000. KEYCORP UNSECD MEDIUM TERM SR NT CALL 11/13/18 @100 2017-06-09 2017-07-28 2013 2010 3 3 3000. KEYCORP CAP I CAP SECS JR SUB NT C5/22/15 @100 2017-09-29 2018-01-02 2801 2830 -29 -29 1000. KEYCORP CAP I CAP SECS JR SUB NT C5/22/15 @100 2017-09-29 2018-01-19 935 943 -8 -8 2000. KEYCORP CAP I CAP SECS JR SUB NT C5/22/15 @100 2017-08-08 2018-01-19 1870 1885 -15 -15 6000. KEYCORP CAP I CAP SECS JR SUB NT C5/22/15 @100 2017-08-08 2018-01-19 5610 5655 -45 -45 7000. KEYCORP CAP I CAP SECS JR SUB NT C5/22/15 @100 2017-08-08 2018-01-24 6554 6597 -43 -43 5000. KEYCORP CAP I CAP SECS JR SUB NT C5/22/15 @100 2017-06-19 2018-01-24 4681 4587 94 94 1000. KEYCORP CAP I CAP SECS JR SUB NT C5/22/15 @100 2016-11-07 2018-01-24 936 873 63 63 2000. KINDER MORGAN ENERGY PARTNERS LP UNSECD SR GBL NT C03/01/44 @100 2017-07-25 2017-08-08 2055 2046 9 9 2000. KINDER MORGAN INC DEL SR UNSECD NT CALL 12/1/44 @100 2017-04-25 2017-07-25 2120 2096 24 24 7000. LYB INTL FIN II BV UNSECD SR GBL NT C12/02/26 @100 2017-08-02 2018-01-23 6939 7032 -93 -93 4000. LINCOLN NATL CORP IND UNSECD SR NT 2009-06-17 2017-07-28 4497 3961 536 536 15000. LLOYDS BANKING GROUP PLC SUB NT UNITED KINGDOM 2017-06-13 2018-03-28 14936 15576 -640 -640 10000. LLOYDS BK PLC BK GTD BD UNITED KINGDOM 2013-01-11 2017-06-13 11354 11393 -39 -39 3000. LOCKHEED MARTIN CORP SR UNSECD NT CALL 9/1/44 @100 2017-10-05 2017-10-25 2917 2944 -27 -27 3000. LOCKHEED MARTIN CORP SR UNSECD NT CALL 9/1/44 @100 2017-10-05 2017-10-25 2917 2944 -27 -27 5000. LOCKHEED MARTIN CORP SR UNSECD NT CALL 10/15/25 @100 2017-05-25 2017-11-07 5214 5179 35 35 5000. LOCKHEED MARTIN CORP SR UNSECD NT CALL 11/15/45 @100 2016-03-07 2017-10-05 5632 5320 312 312 5000. LOEWS CORP SR UNSECD BD CALL 1/1/26 @100 2017-06-07 2017-08-03 5228 5244 -16 -16 5000. LOEWS CORP SR UNSECD BD CALL 1/1/26 @100 2017-05-25 2017-08-03 5228 5220 8 8 2000. LOEWS CORP SR UNSECD BD CALL 1/1/26 @100 2016-03-31 2017-10-03 2081 2042 39 39 2000. LYONDELLBASELL INDS N V UNSECD SR NT CALL 08/26/54 @100 NL 2017-01-06 2017-08-02 2048 1907 141 141 3000. LYONDELLBASELL INDS N V UNSECD SR NT CALL 08/26/54 @100 NL 2016-04-21 2017-08-02 3072 2792 280 280 2000. LYONDELLBASELL INDS N V UNSECD SR NT CALL 08/26/54 @100 NL 2017-08-17 2017-09-21 2051 1984 67 67 269.806 MFS VALUE FUND CL I 2017-05-19 2017-10-10 11000 10274 726 726 2000. MACYS RETAIL HLDGS INC UNSECD SR NT CALL 08/15/42 @100 2017-05-01 2017-11-14 1527 1541 -14 -14 2000. MACYS RETAIL HLDGS INC UNSECD SR NT CALL 08/15/42 @100 2017-04-18 2017-11-16 1536 1522 14 14 5000. MCDONALDS CORP SR UNSECD MTN CALL 6/9/45 @100 2017-05-25 2018-05-04 5235 5492 -257 -257 10000. MERCEDES-BENZ AUTO RECEIVABLES SER 2016-1 ASSET BACKED NT CL A3 2016-09-09 2017-09-29 9947 9999 -52 -52 10000. METLIFE INC SR UNSECD NT CALL 8/13/25 @100 2017-05-25 2017-09-13 10490 10382 108 108 1000. MOLSON COORS BREWING CO SR UNSECD NT CALL 1/15/46 @100 2016-06-28 2017-08-02 996 1011 -15 -15 3000. MOLSON COORS BREWING CO SR UNSECD NT CALL 1/15/46 @100 2016-06-28 2017-08-02 2988 3031 -43 -43 8000. MORGAN STANLEY SR UNSECD NT 2015-05-04 2017-06-28 8349 8191 158 158 5000. NTC CAP I JR SUB BD PFD SECS SER A C12/05/16 @100 2017-05-25 2017-12-06 4676 4718 -42 -42 2000. NTC CAP I JR SUB BD PFD SECS SER A C12/05/16 @100 2016-11-10 2017-12-06 1870 1800 70 70 3000. NTC CAP I JR SUB BD PFD SECS SER A C12/05/16 @100 2016-11-03 2017-12-06 2806 2666 140 140 3000. NEVADA PWR CO GEN & REF MTG NT C3/15/40 @100 2017-05-25 2017-08-03 3562 3513 49 49 2000. NEVADA PWR CO GEN & REF MTG NT C3/15/40 @100 2017-05-25 2018-05-09 2273 2335 -62 -62 2000. NOBLE HLDG INTL LTD SR UNSECD NT CAYMAN ISLANDS 2016-01-26 2018-03-16 2000 1595 405 405 1000. NOBLE HLDG INTL LTD SR UNSECD NT CAYMAN ISLANDS 2016-01-26 2018-03-16 1000 799 201 201 2000. NOBLE HLDG INTL LTD SR UNSECD NT CAYMAN ISLANDS 2016-02-03 2018-03-16 2000 1600 400 400 2000. NORTHERN TR CORP JR SUB GBL NT SER D 2016-08-01 2017-08-22 2045 2000 45 45 5000. NORTHROP GRUMMAN CORP UNSECD SR BD C10/15/27 @100 2017-10-10 2018-05-21 4649 4997 -348 -348 3000. ORACLE CORP SR UNSECD NT CALL 4/15/26 @100 2016-06-29 2017-09-06 2947 2989 -42 -42 2000. ORACLE CORP SR UNSECD NT CALL 4/15/26 @100 2016-06-29 2017-11-10 1929 1992 -63 -63 5000. ORACLE CORP SR UNSECD NT CALL 4/15/26 @100 2017-05-25 2017-11-10 4822 4845 -23 -23 7000. ORACLE CORP UNSECD SR PIDI NT CALL 08/15/27 @100 2017-11-07 2017-12-07 7111 6992 119 119 2000. ORACLE CORP UNSECD SR PIDI NT C5/15/47 @100 2017-11-07 2018-03-15 1983 1991 -8 -8 1000. PACIFIC GAS & ELEC CO FIRST MTG 2015-10-21 2017-08-30 1296 1206 90 90 1000. PACIFIC GAS & ELEC CO FIRST MTG 2015-10-19 2017-08-30 1296 1203 93 93 2000. PACIFIC GAS & ELEC CO FIRST MTG 2017-10-17 2018-01-29 2460 2537 -77 -77 2000. PACIFIC GAS & ELEC CO FIRST MTG 2015-10-19 2018-01-29 2460 2399 61 61 1000. PACIFIC GAS & ELEC CO FIRST MTG 2015-11-03 2018-01-29 1230 1184 46 46 4000. PLAINS ALL AMERN PIPELINE L P / PAA FIN CORP SR UNSECD NT CALL 2017-05-30 2017-08-02 3782 3791 -9 -9 2000. PLAINS ALL AMERN PIPELINE LP/PAA FIN CORP UNSECD SR GBL NT CALL 2017-08-08 2017-08-28 2053 2011 42 42 3000. PLAINS ALL AMERN PIPELINE LP/PAA FIN CORP UNSECD SR GBL NT CALL 2017-08-08 2017-08-29 3075 3016 59 59 4000. PRINCIPAL FINL GROUP INC UNSECD SR NT C08/15/26 @100 2017-04-13 2017-10-06 3977 3940 37 37 2000. PRUDENTIAL FINL INC JR SUB PIDI BD CALL 9/15/27 @100 2017-09-22 2017-10-10 2035 2022 13 13 5000. PRUDENTIAL FINL INC JR SUB PIDI BD CALL 9/15/27 @100 2017-09-12 2017-10-10 5088 5000 88 88 1000. PRUDENTIAL FINL INC JR SUB PIDI BD CALL 9/15/27 @100 2017-09-12 2017-10-10 1018 998 20 20 1000. PRUDENTIAL FINL INC JR SUB PIDI BD CALL 9/15/27 @100 2017-09-12 2017-10-24 1016 998 18 18 5000. ROYAL BK SCOTLAND GROUP PLC UNSECD SR NT CALL 05/15/22 @100 2017-06-30 2018-02-07 5130 5036 94 94 5000. SAN DIEGO GAS & ELEC CO SECD BD CALL 2/15/26 @100 2016-05-16 2017-08-30 4894 4984 -90 -90 2000. SEMPRA ENERGY UNSECD SR NT CALL 02/15/20 @100 2016-02-12 2017-10-26 2010 1971 39 39 3000. SEMPRA ENERGY UNSECD SR NT CALL 02/15/20 @100 2016-01-27 2017-10-26 3015 2932 83 83 727.14 SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2016-20L CL 1 2016-12-08 2017-12-01 727 727 868.93 SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2016-20L CL 1 2016-12-08 2018-05-15 869 869 576.85 SMALL BUSINESS ADMIN GTD DEV PARTN CTF PARTN CTF SER 2017-20A 2017-01-05 2017-06-15 577 577 693.46 SMALL BUSINESS ADMIN GTD DEV PARTN CTF PARTN CTF SER 2017-20A 2017-01-05 2017-12-15 693 693 708.36 SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2017-20B CL 1 2017-05-30 2017-07-15 708 714 -6 -6 522.4 SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2017-20B CL 1 2017-05-30 2018-01-15 522 527 -5 -5 489.51 SMALL BUSINESS ADMIN GTD DEV PARTN CTF 2017-20D CL 1 2017-04-19 2017-09-15 490 495 -5 -5 24510.49 SMALL BUSINESS ADMIN GTD DEV PARTN CTF 2017-20D CL 1 2017-04-19 2018-03-06 24000 24786 -786 -786 575.44 SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2017-20E CL 1 2017-05-25 2017-11-01 575 580 -5 -5 765.32 SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2017-20E CL 1 2017-05-25 2018-04-15 765 772 -7 -7 501.89 SMALL BUSINESS ADMIN GTD DEV PARTN CTF 2017-20I CL 1 2017-09-07 2018-02-15 502 502 24498.11 SMALL BUSINESS ADMIN GTD DEV PARTN CTF 2017-20I CL 1 2017-09-07 2018-03-06 23558 24498 -940 -940 5000. STATE STR CORP JR SUB DEB CALL 1/23/17 @100 2017-05-25 2018-04-04 4525 4694 -169 -169 4000. STATE STR CORP JR SUB DEB CALL 1/23/17 @100 2017-09-29 2018-04-04 3620 3650 -30 -30 1000. STATE STR CORP JR SUB DEB CALL 1/23/17 @100 2017-09-29 2018-04-04 905 913 -8 -8 5000. SUNTRUST CAP I TR PFD SECS JR SUB BD SER A CALL 02/15/17 @100 2017-05-12 2018-01-25 4669 4675 -6 -6 16000. SUNTRUST CAP I TR PFD SECS JR SUB BD SER A CALL 02/15/17 @100 2017-07-28 2018-01-25 14940 14919 21 21 1000. TELEFONICA EMISIONES S A U CO GTD NT SPAIN 2013-04-25 2017-07-28 1075 1057 18 18 4000. TELEFONICA EMISIONES S A U CO GTD NT SPAIN 2013-04-25 2017-07-28 4297 4228 69 69 5000. TRANSCANADA TR SUB NT SER 16-A CALL 08/15/26 @100 CANADA 2017-08-01 2017-08-07 5500 5499 1 1 2000. TRANSCANADA TR SUB NT SER 16-A CALL 08/15/26 @100 CANADA 2017-08-01 2017-08-08 2198 2200 -2 -2 5000. TRANSCANADA TR SUB NT SER 16-A CALL 08/15/26 @100 CANADA 2016-08-08 2017-08-08 5494 5000 494 494 3000. 21ST CENTY FOX AMER INC SR DEB 2008-04-04 2017-07-31 3808 3011 797 797 5000. 21ST CENTY FOX AMER INC SR DEB 2017-05-25 2017-07-31 6278 6080 198 198 5000. UNION PAC CORP SR UNSECD NT SER WI CALL 4/15/22 @100 2015-10-02 2017-10-04 5398 5282 116 116 3000. U S BANCORP SUB MTN CALL 3/27/26 @100 2016-04-25 2017-06-28 2986 3048 -62 -62 4000. U S BANCORP SUB MTN CALL 3/27/26 @100 2016-04-28 2017-06-28 3981 4014 -33 -33 8000. U S BANCORP SUB MTN CALL 3/27/26 @100 2017-03-06 2017-06-28 7962 7839 123 123 8000. U S BANCORP SR UNSECD MTN SER X 2017-06-28 2017-08-02 8103 8066 37 37 85000. UNITED STATES TREAS BILL DTD 11/30/17 DUE 05/31/18 2017-12-05 2017-12-12 84407 84407 15000. UNITED STATES TREAS BD STRIPPED PRIN PMT 4.375% 2011-05-31 2017-07-14 7952 5480 2472 2472 5000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2017-08-31 2018-03-15 2288 2456 -168 -168 6000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2017-08-31 2018-05-21 2675 2962 -287 -287 5000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2017-09-04 2018-05-21 2229 2432 -203 -203 1000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2017-11-30 2018-05-21 446 481 -35 -35 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-19 2017-06-20 1051 1018 33 33 4000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-06-20 2017-06-29 4147 4213 -66 -66 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-19 2017-07-12 1023 1018 5 5 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-06-20 2017-07-12 1023 1053 -30 -30 8000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-26 2017-07-14 8191 8130 61 61 2000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-25 2017-07-14 2048 2030 18 18 2000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-25 2017-07-20 2073 2030 43 43 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-07-04 2017-07-25 1018 1045 -27 -27 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-07-17 2017-07-25 1018 1031 -13 -13 2000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-25 2017-07-27 2030 2030 3000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-07-17 2017-07-27 3044 3093 -49 -49 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-25 2017-07-27 1014 1015 -1 -1 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-25 2017-07-27 1014 1015 -1 -1 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-07-05 2017-07-27 1014 1042 -28 -28 3000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-07-16 2017-07-27 3043 3093 -50 -50 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-07-18 2017-07-27 1014 1028 -14 -14 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-24 2017-08-01 1026 1015 11 11 6000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-25 2017-08-01 6158 6089 69 69 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-07-09 2017-08-14 1040 1046 -6 -6 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-07-23 2017-08-14 1040 1042 -2 -2 2000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-08-10 2017-08-14 2081 2079 2 2 2000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-08-03 2017-08-14 2081 2070 11 11 2000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-08-03 2017-08-14 2081 2070 11 11 3000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-07-20 2017-08-14 3121 3104 17 17 5000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-08-02 2017-08-14 5202 5158 44 44 5000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-08-02 2017-08-14 5202 5148 54 54 3000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-08-02 2017-08-14 3121 3089 32 32 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-08-01 2017-08-14 1040 1028 12 12 2000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-08-08 2017-08-14 2081 2056 25 25 1000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-29 2017-08-14 1040 1018 22 22 11000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-25 2017-08-14 11443 11164 279 279 2000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-24 2017-08-14 2081 2030 51 51 7000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-07-28 2017-08-14 7282 7095 187 187 39000. UNITED STATES TREAS BD DTD 02/15/17 3.000% DUE 02/15/47 2017-05-15 2017-08-14 40572 38944 1628 1628 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-14 2017-08-17 1036 1041 -5 -5 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-14 2017-08-17 1036 1041 -5 -5 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-27 2017-09-07 1069 1056 13 13 2000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-14 2017-09-07 2139 2082 57 57 3000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-14 2017-09-08 3196 3123 73 73 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-14 2017-09-11 1055 1041 14 14 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-14 2017-09-13 1047 1041 6 6 4000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-14 2017-09-20 4151 4164 -13 -13 2000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-14 2017-09-20 2074 2082 -8 -8 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-14 2017-09-20 1037 1041 -4 -4 2000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-14 2017-10-03 2051 2082 -31 -31 2000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-14 2017-10-03 2056 2082 -26 -26 2000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-27 2017-10-16 2074 2103 -29 -29 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-27 2017-10-17 1040 1052 -12 -12 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-27 2017-11-01 1030 1052 -22 -22 2000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-11-06 2017-11-07 2090 2083 7 7 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-14 2017-11-07 1045 1041 4 4 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-11 2017-11-07 1045 1060 -15 -15 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-26 2017-11-07 1045 1051 -6 -6 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-07-20 2017-11-16 1041 1053 -12 -12 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-04 2017-11-16 1041 1044 -3 -3 66000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-14 2017-11-16 68717 68699 18 18 7000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-10-16 2017-11-16 7288 7266 22 22 2000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-17 2017-11-16 2082 2072 10 10 4000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-29 2017-11-16 4165 4113 52 52 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-10-31 2017-11-16 1041 1025 16 16 1000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-30 2017-11-16 1041 1025 16 16 2000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-08-30 2017-11-16 2082 2046 36 36 5000. UNITED STATES TREAS BD DTD 05/15/17 3.000% DUE 05/15/47 2017-10-25 2017-11-16 5206 5052 154 154 2000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2017-12-05 1996 1982 14 14 2000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2017-12-07 2010 1982 28 28 2000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2017-12-07 2014 1982 32 32 5000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2017-12-11 4970 4954 16 16 2000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2017-12-12 1987 1982 5 5 5000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2018-01-23 4846 4954 -108 -108 4000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-12-29 2018-01-23 3876 4004 -128 -128 3000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2018-01-23 2907 2973 -66 -66 2000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2018-01-23 1938 1982 -44 -44 5000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2018-01-23 4846 4954 -108 -108 7000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2018-01-26 6779 6936 -157 -157 10000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2018-02-08 9264 9909 -645 -645 1000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2018-02-27 917 991 -74 -74 5000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2018-03-06 4621 4954 -333 -333 3000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2018-03-09 2769 2973 -204 -204 3000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2018-03-09 2772 2973 -201 -201 2000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2018-03-09 1840 1982 -142 -142 2000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2018-03-12 1848 1982 -134 -134 34000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-16 2018-03-14 31992 33689 -1697 -1697 3000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-24 2018-03-14 2823 2940 -117 -117 5000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-30 2018-03-14 4705 4833 -128 -128 2000. UNITED STATES TREAS BD DTD 08/15/17 2.750% DUE 08/15/47 2017-11-29 2018-03-14 1882 1901 -19 -19 3000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-03-08 2018-03-13 2794 2780 14 14 1000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-03-14 2018-03-22 938 941 -3 -3 1000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-03-14 2018-03-23 935 941 -6 -6 1000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-03-28 2018-04-11 952 948 4 4 2000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-04-10 2018-04-11 1903 1893 10 10 4000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-04-10 2018-04-26 3678 3786 -108 -108 1000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-03-14 2018-05-14 927 941 -14 -14 3000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-04-18 2018-05-14 2782 2869 -87 -87 1000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-04-18 2018-05-14 927 956 -29 -29 1000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-04-13 2018-05-17 908 952 -44 -44 39000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-03-14 2018-05-17 35399 36707 -1308 -1308 2000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-03-14 2018-05-21 1829 1882 -53 -53 2000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-03-15 2018-05-21 1829 1881 -52 -52 3000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-03-15 2018-05-21 2744 2817 -73 -73 1000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-03-09 2018-05-21 915 937 -22 -22 1000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-02-19 2018-05-21 915 932 -17 -17 7000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-03-13 2018-05-21 6402 6520 -118 -118 1000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-02-20 2018-05-21 915 929 -14 -14 2000. UNITED STATES TREAS BD DTD 11/15/17 2.750% DUE 11/15/47 2018-03-08 2018-05-21 1829 1853 -24 -24 23000. UNITED STATES TREAS NT DTD 07/17/17 1.500% DUE 07/15/20 2017-07-17 2017-07-26 22969 22969 55000. UNITED STATES TREAS NT DTD 07/17/17 1.500% DUE 07/15/20 2017-07-17 2017-08-14 55084 54926 158 158 14000. UNITED STATES TREAS NT DTD 07/31/17 1.375% DUE 07/31/19 2017-07-31 2017-08-09 14013 14008 5 5 7000. UNITED STATES TREAS NT DTD 07/31/17 2.125% DUE 07/31/24 2017-07-31 2017-08-16 7014 7011 3 3 8000. UNITED STATES TREAS NT DTD 07/31/17 2.125% DUE 07/31/24 2017-07-31 2017-08-16 8016 8011 5 5 4000. UNITED STATES TREAS NT DTD 07/31/17 2.125% DUE 07/31/24 2017-07-31 2017-09-05 4058 4005 53 53 5000. UNITED STATES TREAS NT DTD 07/31/17 1.875% DUE 07/31/22 2017-08-01 2017-09-05 5047 5017 30 30 9000. UNITED STATES TREAS NT DTD 07/31/17 1.875% DUE 07/31/22 2017-08-03 2017-09-05 9085 9031 54 54 7000. UNITED STATES TREAS NT DTD 07/31/17 1.875% DUE 07/31/22 2017-08-02 2017-09-05 7066 7019 47 47 11000. UNITED STATES TREAS NT DTD 07/31/17 1.875% DUE 07/31/22 2017-08-02 2017-09-05 11104 11027 77 77 20000. UNITED STATES TREAS NT DTD 07/31/17 1.875% DUE 07/31/22 2017-07-31 2017-09-05 20190 20043 147 147 81000. UNITED STATES TREAS NT DTD 07/31/17 1.875% DUE 07/31/22 2017-07-31 2017-12-01 80019 81166 -1147 -1147 51000. UNITED STATES TREAS NT DTD 07/31/17 1.875% DUE 07/31/22 2017-07-31 2018-02-28 49430 51099 -1669 -1669 10000. UNITED STATES TREAS NT DTD 07/31/17 1.875% DUE 07/31/22 2017-07-28 2018-02-28 9692 10016 -324 -324 5000. UNITED STATES TREAS NT DTD 08/15/17 1.500% DUE 08/15/20 2017-08-14 2017-08-15 4998 5005 -7 -7 10000. UNITED STATES TREAS NT DTD 08/15/17 1.500% DUE 08/15/20 2017-08-14 2017-09-07 10034 10011 23 23 15000. UNITED STATES TREAS NT DTD 08/15/17 1.500% DUE 08/15/20 2017-08-14 2017-09-29 14958 15016 -58 -58 15000. UNITED STATES TREAS NT DTD 08/15/17 1.500% DUE 08/15/20 2017-08-14 2017-10-31 14914 15015 -101 -101 5000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-14 2017-08-18 5037 5018 19 19 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-29 2017-09-05 2032 2024 8 8 4000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-30 2017-09-05 4064 4037 27 27 1500. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-28 2017-09-05 1524 1513 11 11 1500. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-28 2017-09-05 1524 1512 12 12 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-22 2017-09-05 1016 1004 12 12 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-09-06 2017-09-06 2026 2029 -3 -3 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-09-06 2017-09-07 1018 1014 4 4 4000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-22 2017-09-07 4072 4015 57 57 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-14 2017-09-12 2014 2011 3 3 3000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-14 2017-09-12 3021 3011 10 10 4000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-09-13 2017-09-21 3997 4019 -22 -22 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-09-13 2017-09-21 999 1005 -6 -6 5000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-09-13 2017-10-10 4957 5023 -66 -66 9000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-14 2017-10-18 8929 9033 -104 -104 3000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-09-02 2017-10-18 2976 3018 -42 -42 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-09-06 2017-10-18 1984 2013 -29 -29 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-30 2017-10-18 1983 2008 -25 -25 3000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-30 2017-10-18 2975 3013 -38 -38 4000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-14 2017-10-18 3966 4014 -48 -48 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-29 2017-10-18 992 1005 -13 -13 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-12 2017-10-27 985 1009 -24 -24 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-27 2017-10-27 985 1010 -25 -25 3000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-22 2017-11-07 2983 3011 -28 -28 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-01 2017-11-07 994 1020 -26 -26 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-12 2017-11-07 994 1009 -15 -15 4000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-14 2017-11-07 3978 4014 -36 -36 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-16 2017-11-07 994 1022 -28 -28 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-22 2017-11-08 1987 2007 -20 -20 4000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-31 2017-11-08 3975 4014 -39 -39 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-06 2017-11-08 1987 2006 -19 -19 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-14 2017-11-08 994 1004 -10 -10 3000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-14 2017-11-08 2981 3008 -27 -27 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-25 2017-11-16 989 1024 -35 -35 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-22 2017-11-16 989 1007 -18 -18 4000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-23 2017-11-16 3958 4023 -65 -65 3000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-22 2017-11-16 2968 3017 -49 -49 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-25 2017-11-16 989 1002 -13 -13 3000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-21 2017-11-16 2968 3005 -37 -37 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-16 2017-11-16 1979 2002 -23 -23 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-06-29 2017-11-16 1979 2013 -34 -34 3000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-06-30 2017-11-16 2968 3018 -50 -50 4000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-08 2017-11-16 3958 4026 -68 -68 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-10 2017-11-16 989 1022 -33 -33 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-14 2017-11-16 1979 2012 -33 -33 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-21 2017-11-16 989 1011 -22 -22 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-04 2017-12-22 980 1021 -41 -41 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-15 2017-12-22 980 1010 -30 -30 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-06-13 2017-12-22 1960 2013 -53 -53 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-06-22 2017-12-22 1960 2012 -52 -52 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-06-14 2017-12-22 1960 2011 -51 -51 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-06-14 2018-02-06 958 1006 -48 -48 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-02 2018-02-06 1916 2010 -94 -94 2000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-07-08 2018-02-06 1916 2010 -94 -94 600. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-08-16 2018-02-06 575 600 -25 -25 4000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-09-21 2018-02-06 3831 3998 -167 -167 1000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-09-21 2018-02-06 958 998 -40 -40 8000. UNITED STATES TREAS NT DTD 08/15/17 2.250% DUE 08/15/27 2017-10-16 2018-02-06 7662 7973 -311 -311 52000. UNITED STATES TREAS NT DTD 08/31/17 1.625% DUE 08/31/22 2017-09-05 2017-10-02 51251 51903 -652 -652 17000. UNITED STATES TREAS NT DTD 08/31/17 1.875% DUE 08/31/24 2017-09-05 2017-09-07 16999 16981 18 18 4000. UNITED STATES TREAS NT DTD 08/31/17 1.875% DUE 08/31/24 2017-09-05 2017-09-07 4000 3991 9 9 4000. UNITED STATES TREAS NT DTD 08/31/17 1.875% DUE 08/31/24 2017-08-31 2017-09-07 4000 3980 20 20 8000. UNITED STATES TREAS NT DTD 08/31/17 1.875% DUE 08/31/24 2017-08-31 2017-10-02 7852 7961 -109 -109 60000. UNITED STATES TREAS NT DTD 08/31/17 1.875% DUE 08/31/24 2017-09-27 2017-10-02 58889 59032 -143 -143 15000. UNITED STATES TREAS NT DTD 10/02/17 1.875% DUE 09/30/22 2017-10-02 2017-10-03 14967 14955 12 12 10000. UNITED STATES TREAS NT DTD 10/02/17 1.875% DUE 09/30/22 2017-10-02 2017-10-04 9979 9970 9 9 5000. UNITED STATES TREAS NT DTD 10/02/17 1.875% DUE 09/30/22 2017-10-03 2017-10-04 4989 4990 -1 -1 25000. UNITED STATES TREAS NT DTD 10/02/17 1.875% DUE 09/30/22 2017-10-16 2017-10-18 24869 24937 -68 -68 3000. UNITED STATES TREAS NT DTD 10/02/17 1.875% DUE 09/30/22 2017-10-16 2017-10-30 2982 2992 -10 -10 22000. UNITED STATES TREAS NT DTD 10/02/17 1.875% DUE 09/30/22 2017-09-30 2017-10-30 21872 21994 -122 -122 3000. UNITED STATES TREAS NT DTD 10/02/17 1.875% DUE 09/30/22 2017-10-02 2017-10-30 2982 3000 -18 -18 3000. UNITED STATES TREAS NT DTD 10/02/17 1.875% DUE 09/30/22 2017-09-18 2017-12-01 2962 3010 -48 -48 7000. UNITED STATES TREAS NT DTD 10/02/17 1.875% DUE 09/30/22 2017-09-04 2017-12-01 6910 7020 -110 -110 15000. UNITED STATES TREAS NT DTD 10/02/17 1.875% DUE 09/30/22 2017-09-11 2017-12-01 14808 15030 -222 -222 9000. UNITED STATES TREAS NT DTD 10/02/17 1.875% DUE 09/30/22 2017-10-16 2017-12-01 8885 8977 -92 -92 5000. UNITED STATES TREAS NT DTD 10/02/17 1.875% DUE 09/30/22 2017-10-01 2017-12-01 4936 4986 -50 -50 45000. UNITED STATES TREAS NT DTD 10/02/17 1.375% DUE 09/30/19 2017-10-16 2017-10-30 44812 44872 -60 -60 5000. UNITED STATES TREAS NT DTD 10/02/17 2.125% DUE 09/30/24 2017-10-02 2017-10-10 4983 4985 -2 -2 9000. UNITED STATES TREAS NT DTD 10/02/17 2.125% DUE 09/30/24 2017-10-16 2017-10-18 8963 8997 -34 -34 9000. UNITED STATES TREAS NT DTD 10/02/17 2.125% DUE 09/30/24 2017-09-30 2017-10-30 8887 9007 -120 -120 16000. UNITED STATES TREAS NT DTD 10/02/17 2.125% DUE 09/30/24 2017-10-16 2017-10-30 15799 15994 -195 -195 5000. UNITED STATES TREAS NT DTD 10/02/17 2.125% DUE 09/30/24 2017-10-04 2017-10-30 4937 4989 -52 -52 9000. UNITED STATES TREAS NT DTD 10/02/17 2.125% DUE 09/30/24 2017-10-12 2017-10-30 8887 8976 -89 -89 54000. UNITED STATES TREAS NT DTD 10/02/17 2.125% DUE 09/30/24 2017-10-02 2017-10-30 53323 53840 -517 -517 5000. UNITED STATES TREAS NT DTD 10/16/17 1.625% DUE 10/15/20 2017-10-16 2017-11-02 4986 4995 -9 -9 5000. UNITED STATES TREAS NT DTD 10/16/17 1.625% DUE 10/15/20 2017-10-06 2017-11-03 4983 4999 -16 -16 1000. UNITED STATES TREAS NT DTD 10/16/17 1.625% DUE 10/15/20 2017-10-16 2017-11-03 997 999 -2 -2 5000. UNITED STATES TREAS NT DTD 10/16/17 1.625% DUE 10/15/20 2017-09-18 2017-11-07 4985 5011 -26 -26 5000. UNITED STATES TREAS NT DTD 10/16/17 1.625% DUE 10/15/20 2017-08-27 2017-11-16 4973 5021 -48 -48 1000. UNITED STATES TREAS NT DTD 10/16/17 1.625% DUE 10/15/20 2017-10-05 2017-11-16 995 1000 -5 -5 9000. UNITED STATES TREAS NT DTD 10/16/17 1.625% DUE 10/15/20 2017-10-16 2017-11-16 8951 8991 -40 -40 1000. UNITED STATES TREAS NT DTD 10/16/17 1.625% DUE 10/15/20 2017-10-23 2017-11-16 995 998 -3 -3 5000. UNITED STATES TREAS NT DTD 10/16/17 1.625% DUE 10/15/20 2017-10-26 2017-11-16 4973 4982 -9 -9 2000. UNITED STATES TREAS NT DTD 10/31/17 2.000% DUE 10/31/22 2017-10-30 2017-11-21 1990 2000 -10 -10 18000. UNITED STATES TREAS NT DTD 10/31/17 2.000% DUE 10/31/22 2017-10-30 2017-11-21 17908 18003 -95 -95 18000. UNITED STATES TREAS NT DTD 10/31/17 2.000% DUE 10/31/22 2017-10-09 2017-12-04 17882 18086 -204 -204 8000. UNITED STATES TREAS NT DTD 10/31/17 2.000% DUE 10/31/22 2017-10-30 2017-12-04 7948 8001 -53 -53 23000. UNITED STATES TREAS NT DTD 10/31/17 2.125% DUE 10/31/24 2017-10-30 2017-11-29 22978 22885 93 93 7000. UNITED STATES TREAS NT DTD 10/31/17 2.125% DUE 10/31/24 2017-10-31 2017-11-29 6993 7010 -17 -17 7000. UNITED STATES TREAS NT DTD 10/31/17 2.125% DUE 10/31/24 2017-10-01 2017-12-04 6980 6982 -2 -2 63000. UNITED STATES TREAS NT DTD 10/31/17 2.125% DUE 10/31/24 2017-10-30 2017-12-04 62818 62685 133 133 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-16 2017-11-29 1977 1981 -4 -4 4000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-16 2017-11-29 3954 3963 -9 -9 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-16 2017-11-29 989 991 -2 -2 5000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-16 2017-12-11 4939 4954 -15 -15 4000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-21 2017-12-11 3951 3964 -13 -13 4000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-17 2017-12-20 3918 3975 -57 -57 4000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-22 2017-12-20 3918 3975 -57 -57 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-12 2017-12-20 980 994 -14 -14 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-16 2017-12-20 980 991 -11 -11 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-16 2017-12-20 980 991 -11 -11 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-16 2017-12-20 980 991 -11 -11 6000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-16 2017-12-20 5878 5944 -66 -66 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-16 2017-12-20 1959 1981 -22 -22 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-09 2018-02-01 1909 2009 -100 -100 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-10 2018-02-01 1909 2005 -96 -96 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-14 2018-02-05 1921 2014 -93 -93 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-15 2018-02-05 1921 2009 -88 -88 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-31 2018-02-05 960 1002 -42 -42 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-04 2018-02-05 960 999 -39 -39 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-12-01 2018-02-05 960 992 -32 -32 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-12-02 2018-02-05 960 992 -32 -32 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-12-02 2018-02-05 1921 1982 -61 -61 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-15 2018-02-08 1895 2007 -112 -112 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-16 2018-02-08 1895 2002 -107 -107 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-01 2018-02-08 947 999 -52 -52 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-05 2018-02-08 947 996 -49 -49 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-16 2018-02-08 947 991 -44 -44 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-21 2018-02-08 1895 1979 -84 -84 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-22 2018-02-08 947 990 -43 -43 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-12-02 2018-02-08 947 988 -41 -41 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-12-03 2018-02-08 947 988 -41 -41 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-12-03 2018-02-08 1895 1975 -80 -80 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-13 2018-02-12 1898 2026 -128 -128 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-14 2018-02-12 1898 2021 -123 -123 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-30 2018-02-12 949 1008 -59 -59 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-03 2018-02-12 949 1005 -56 -56 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-14 2018-02-12 949 1000 -51 -51 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-19 2018-02-12 1898 1998 -100 -100 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-20 2018-02-12 949 1000 -51 -51 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-30 2018-02-12 949 998 -49 -49 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-07 2018-02-13 949 1021 -72 -72 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-09-30 2018-02-14 945 1029 -84 -84 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-07 2018-02-14 945 1021 -76 -76 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-08 2018-02-14 1889 2037 -148 -148 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-09-22 2018-02-21 944 1041 -97 -97 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-09-07 2018-02-22 942 1053 -111 -111 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-09-29 2018-02-22 942 1033 -91 -91 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-08-22 2018-02-28 946 1068 -122 -122 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-09-13 2018-02-28 946 1048 -102 -102 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-09-30 2018-02-28 1892 2061 -169 -169 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-24 2018-02-28 946 1016 -70 -70 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-10-28 2018-02-28 946 1013 -67 -67 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-08 2018-02-28 946 1008 -62 -62 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-14 2018-02-28 946 1008 -62 -62 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-13 2018-02-28 1892 2014 -122 -122 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-11-24 2018-02-28 946 1006 -60 -60 1000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-12-01 2018-02-28 946 998 -52 -52 2000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2017-12-01 2018-02-28 1892 1994 -102 -102 6000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2018-02-06 2018-02-28 5677 5741 -64 -64 3000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2018-02-12 2018-02-28 2838 2841 -3 -3 9000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2018-02-12 2018-02-28 8515 8522 -7 -7 4000. UNITED STATES TREAS NT DTD 11/15/17 2.250% DUE 11/15/27 2018-02-14 2018-02-28 3784 3776 8 8 15000. UNITED STATES TREAS NT DTD 11/15/17 1.750% DUE 11/15/20 2017-11-16 2018-01-04 14886 14968 -82 -82 6000. UNITED STATES TREAS NT DTD 11/15/17 1.750% DUE 11/15/20 2017-11-16 2018-05-21 5869 5987 -118 -118 2000. UNITED STATES TREAS NT DTD 11/15/17 1.750% DUE 11/15/20 2017-11-28 2018-05-21 1956 1995 -39 -39 1000. UNITED STATES TREAS NT DTD 11/15/17 1.750% DUE 11/15/20 2017-11-30 2018-05-21 978 995 -17 -17 33000. UNITED STATES TREAS NT DTD 11/30/17 2.125% DUE 11/30/24 2017-12-04 2018-02-02 31683 32633 -950 -950 5000. UNITED STATES TREAS NT DTD 11/30/17 2.125% DUE 11/30/24 2017-12-04 2018-02-06 4835 4944 -109 -109 28000. UNITED STATES TREAS NT DTD 11/30/17 2.125% DUE 11/30/24 2017-12-04 2018-02-14 26865 27688 -823 -823 4000. UNITED STATES TREAS NT DTD 11/30/17 2.125% DUE 11/30/24 2017-12-04 2018-02-28 3835 3955 -120 -120 31000. UNITED STATES TREAS NT DTD 01/31/18 2.375% DUE 01/31/23 2018-02-06 2018-05-17 30256 30821 -565 -565 30000. UNITED STATES TREAS NT DTD 01/31/18 2.375% DUE 01/31/23 2018-01-31 2018-05-17 29280 29795 -515 -515 33000. UNITED STATES TREAS NT DTD 01/31/18 2.500% DUE 01/31/25 2018-02-06 2018-03-01 32520 32648 -128 -128 33000. UNITED STATES TREAS NT DTD 01/31/18 2.500% DUE 01/31/25 2018-01-22 2018-03-15 32500 32497 3 3 37000. UNITED STATES TREAS NT DTD 01/31/18 2.500% DUE 01/31/25 2018-02-14 2018-03-15 36433 36293 140 140 14000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-02-28 2018-03-01 13926 13857 69 69 13000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-02-28 2018-03-15 12931 12867 64 64 11000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-03-06 2018-03-15 10942 10874 68 68 16000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-03-16 2018-03-20 15803 15868 -65 -65 3000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-03-02 2018-03-22 2982 2978 4 4 2000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-03-02 2018-03-27 1988 1985 3 3 8000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-03-02 2018-03-27 7954 7941 13 13 3000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-03-02 2018-03-28 3001 2978 23 23 4000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-03-16 2018-03-28 4002 3967 35 35 9000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-03-16 2018-04-03 8979 8926 53 53 5000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-03-16 2018-04-17 4963 4959 4 4 2000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-03-06 2018-04-17 1985 1977 8 8 2000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-03-06 2018-05-21 1947 1977 -30 -30 5000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-03-21 2018-05-21 4867 4931 -64 -64 8000. UNITED STATES TREAS NT DTD 02/15/18 2.750% DUE 02/15/28 2018-05-11 2018-05-21 7788 7845 -57 -57 29000. UNITED STATES TREAS NT DTD 02/15/18 2.250% DUE 02/15/21 2018-02-09 2018-05-17 28638 28994 -356 -356 7000. UNITED STATES TREAS NT DTD 02/28/18 2.750% DUE 02/28/25 2018-02-28 2018-04-11 7009 6976 33 33 13000. UNITED STATES TREAS NT DTD 02/28/18 2.750% DUE 02/28/25 2018-02-28 2018-04-11 13023 12956 67 67 58000. UNITED STATES TREAS NT DTD 02/28/18 2.750% DUE 02/28/25 2018-02-28 2018-05-17 56919 57805 -886 -886 21000. UNITED STATES TREAS NT DTD 02/28/18 2.750% DUE 02/28/25 2018-02-28 2018-05-21 20671 20929 -258 -258 30000. UNITED STATES TREAS NT DTD 02/28/18 2.625% DUE 02/28/23 2018-02-28 2018-03-28 30107 29966 141 141 15000. UNITED STATES TREAS NT DTD 02/28/18 2.625% DUE 02/28/23 2018-02-28 2018-04-19 14911 14983 -72 -72 5000. UNITED STATES TREAS NT DTD 02/28/18 2.625% DUE 02/28/23 2018-02-28 2018-05-17 4935 4994 -59 -59 41000. UNITED STATES TREAS NT DTD 03/15/18 2.375% DUE 03/15/21 2018-04-10 2018-05-17 40600 40918 -318 -318 10000. UNITED STATES TREAS NT DTD 04/30/18 2.875% DUE 04/30/25 2018-05-22 2018-05-25 9993 9910 83 83 5000. UNITED STATES TREAS NT DTD 10/31/14 1.500% DUE 10/31/19 2017-10-30 2017-11-10 4985 4991 -6 -6 12000. UNITED STATES TREAS NT DTD 10/31/14 1.500% DUE 10/31/19 2017-10-30 2017-11-22 11943 11978 -35 -35 28000. UNITED STATES TREAS NT DTD 10/31/14 1.500% DUE 10/31/19 2017-10-30 2018-05-21 27610 27948 -338 -338 6000. UNITED STATES TREAS NT DTD 11/30/15 2.000% DUE 11/30/22 2017-12-04 2017-12-06 5966 5959 7 7 3000. UNITED STATES TREAS NT DTD 11/30/15 2.000% DUE 11/30/22 2017-12-04 2017-12-06 2983 2979 4 4 34000. UNITED STATES TREAS NT DTD 11/30/15 2.000% DUE 11/30/22 2017-12-12 2018-01-05 33575 33724 -149 -149 23000. UNITED STATES TREAS NT DTD 11/30/15 2.000% DUE 11/30/22 2017-12-04 2018-01-05 22713 22837 -124 -124 9000. UNITED STATES TREAS NT DTD 11/30/15 2.000% DUE 11/30/22 2017-11-10 2018-02-06 8791 8976 -185 -185 14000. UNITED STATES TREAS NT DTD 11/30/15 2.000% DUE 11/30/22 2017-11-10 2018-02-28 13602 13962 -360 -360 73000. UNITED STATES TREAS NT DTD 11/30/15 2.000% DUE 11/30/22 2017-12-12 2018-02-28 70927 72407 -1480 -1480 15000. UNITED STATES TREAS NT DTD 12/31/15 2.125% DUE 12/31/22 2017-12-29 2018-05-21 14518 14943 -425 -425 16000. UNITED STATES TREAS NT DTD 12/31/15 2.125% DUE 12/31/22 2018-01-05 2018-05-21 15486 15882 -396 -396 7000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-21 2017-12-01 6938 7058 -120 -120 2000. UNITED STATES TREAS NT DTD 02/15/17 1.375% DUE 02/15/20 2017-01-30 2017-06-21 1995 2005 -10 -10 11000. UNITED STATES TREAS NT DTD 02/15/17 1.375% DUE 02/15/20 2017-02-13 2017-06-21 10974 10966 8 8 7000. UNITED STATES TREAS NT DTD 04/17/17 1.500% DUE 04/15/20 2017-03-23 2017-07-31 7008 7049 -41 -41 4000. UNITED STATES TREAS NT DTD 04/17/17 1.500% DUE 04/15/20 2017-03-31 2017-07-31 4005 4024 -19 -19 8000. UNITED STATES TREAS NT DTD 04/17/17 1.500% DUE 04/15/20 2017-03-31 2017-08-10 8013 8047 -34 -34 12000. UNITED STATES TREAS NT DTD 04/17/17 1.500% DUE 04/15/20 2017-04-13 2017-08-10 12020 12023 -3 -3 11000. UNITED STATES TREAS NT DTD 04/17/17 1.500% DUE 04/15/20 2017-04-13 2017-08-31 11032 11020 12 12 21000. UNITED STATES TREAS NT DTD 04/17/17 1.500% DUE 04/15/20 2017-04-13 2017-09-05 21081 21039 42 42 26000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-05-25 2017-06-07 26452 26290 162 162 7000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-05-25 2017-06-13 7104 7078 26 26 2000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-05-24 2017-06-13 2030 2014 16 16 2000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-05-13 2017-06-13 2030 2013 17 17 1000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-05-15 2017-06-13 1015 1003 12 12 6000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-05-15 2017-06-27 6094 6019 75 75 4000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-06-21 2017-06-27 4062 4076 -14 -14 6000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-05-15 2017-07-10 6000 6019 -19 -19 9000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-05-15 2017-07-26 9034 9028 6 6 4000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-07-21 2017-08-01 4037 4034 3 3 6000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-06-01 2017-08-01 6060 6050 10 10 2100. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-07-31 2017-08-02 2123 2115 8 8 3900. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-07-27 2017-08-02 3943 3921 22 22 6000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-08-02 2017-08-07 6061 6058 3 3 9000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-08-03 2017-08-07 9091 9103 -12 -12 10000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-08-02 2017-08-07 10102 10097 5 5 5000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-08-07 2017-08-08 5041 5052 -11 -11 2300. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-08-10 2017-08-14 2333 2335 -2 -2 1900. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-08-01 2017-08-14 1927 1922 5 5 100. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-08-02 2017-08-14 101 101 6000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-08-08 2017-08-14 6086 6051 35 35 100. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-07-26 2017-08-14 101 101 3000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-07-31 2017-08-14 3043 3021 22 22 9000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-07-23 2017-08-14 9129 9059 70 70 3000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-05-15 2017-08-14 3043 3009 34 34 3000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-05-15 2017-08-14 3043 3007 36 36 5000. UNITED STATES TREAS NT DTD 05/15/17 1.500% DUE 05/15/20 2017-05-25 2017-06-07 5007 5007 3000. UNITED STATES TREAS NT DTD 05/15/17 1.500% DUE 05/15/20 2017-05-26 2017-06-19 3000 3004 -4 -4 24000. UNITED STATES TREAS NT DTD 05/15/17 1.500% DUE 05/15/20 2017-05-25 2017-06-19 24001 24032 -31 -31 51000. UNITED STATES TREAS NT DTD 05/15/17 1.500% DUE 05/15/20 2017-05-25 2017-06-19 51002 51068 -66 -66 9000. UNITED STATES TREAS NT DTD 05/15/17 1.500% DUE 05/15/20 2017-05-01 2017-09-11 9023 9022 1 1 1000. UNITED STATES TREAS NT DTD 05/15/17 1.500% DUE 05/15/20 2017-05-01 2017-09-12 1002 1002 10000. UNITED STATES TREAS NT DTD 05/15/17 1.500% DUE 05/15/20 2017-05-01 2017-09-12 10020 10024 -4 -4 31000. UNITED STATES TREAS NT DTD 05/15/17 1.500% DUE 05/15/20 2017-05-01 2017-09-29 30946 31074 -128 -128 54000. UNITED STATES TREAS NT DTD 05/15/17 1.500% DUE 05/15/20 2017-05-15 2017-09-29 53905 53899 6 6 6000. UNITED STATES TREAS NT DTD 05/31/17 1.750% DUE 05/31/22 2017-05-30 2017-06-07 6002 5994 8 8 5000. UNITED STATES TREAS NT DTD 05/31/17 1.750% DUE 05/31/22 2017-06-22 2017-07-03 4961 4998 -37 -37 24000. UNITED STATES TREAS NT DTD 05/31/17 1.750% DUE 05/31/22 2017-05-30 2017-07-03 23814 23978 -164 -164 8000. UNITED STATES TREAS NT DTD 05/31/17 1.750% DUE 05/31/22 2017-06-13 2017-07-03 7938 7989 -51 -51 85000. UNITED STATES TREAS NT DTD 05/31/17 1.750% DUE 05/31/22 2017-05-25 2017-07-03 84341 84857 -516 -516 11000. UNITED STATES TREAS NT DTD 05/31/17 1.750% DUE 05/31/22 2017-05-26 2017-07-03 10915 10980 -65 -65 2000. UNITED STATES TREAS NT DTD 05/31/17 1.250% DUE 05/31/19 2017-05-29 2017-06-07 1998 1999 -1 -1 4000. UNITED STATES TREAS NT DTD 05/31/17 1.250% DUE 05/31/19 2017-05-29 2017-06-07 3995 3997 -2 -2 2000. UNITED STATES TREAS NT DTD 05/31/17 1.250% DUE 05/31/19 2017-05-16 2017-06-19 1996 2000 -4 -4 3000. UNITED STATES TREAS NT DTD 05/31/17 1.250% DUE 05/31/19 2017-05-16 2017-06-19 2994 2999 -5 -5 2000. UNITED STATES TREAS NT DTD 05/31/17 1.250% DUE 05/31/19 2017-04-21 2017-06-30 1995 2002 -7 -7 3000. UNITED STATES TREAS NT DTD 05/31/17 1.250% DUE 05/31/19 2017-04-21 2017-06-30 2993 3003 -10 -10 1000. UNITED STATES TREAS NT DTD 05/31/17 1.250% DUE 05/31/19 2017-05-16 2017-06-30 998 1000 -2 -2 7000. UNITED STATES TREAS NT DTD 05/31/17 1.250% DUE 05/31/19 2017-05-29 2017-06-30 6984 6995 -11 -11 12000. UNITED STATES TREAS NT DTD 05/31/17 1.250% DUE 05/31/19 2017-05-30 2017-06-30 11972 11991 -19 -19 3000. UNITED STATES TREAS NT DTD 05/31/17 1.250% DUE 05/31/19 2017-05-30 2017-07-03 2991 2998 -7 -7 26000. UNITED STATES TREAS NT DTD 05/31/17 1.250% DUE 05/31/19 2017-05-25 2017-07-03 25925 25979 -54 -54 10000. UNITED STATES TREAS NT DTD 05/31/17 2.000% DUE 05/31/24 2017-05-30 2017-06-12 9986 9950 36 36 13000. UNITED STATES TREAS NT DTD 05/31/17 2.000% DUE 05/31/24 2017-05-30 2017-07-03 12943 12935 8 8 78000. UNITED STATES TREAS NT DTD 06/15/17 1.500% DUE 06/15/20 2017-06-19 2017-07-17 77924 78000 -76 -76 4000. UNITED STATES TREAS NT DTD 06/30/17 1.250% DUE 06/30/19 2017-07-03 2017-07-11 3990 3988 2 2 6000. UNITED STATES TREAS NT DTD 06/30/17 1.250% DUE 06/30/19 2017-07-03 2017-07-12 5989 5981 8 8 5000. UNITED STATES TREAS NT DTD 06/30/17 1.250% DUE 06/30/19 2017-07-03 2017-07-25 4987 4984 3 3 14000. UNITED STATES TREAS NT DTD 06/30/17 1.250% DUE 06/30/19 2017-07-03 2017-07-31 13974 13956 18 18 6000. UNITED STATES TREAS NT DTD 06/30/17 1.750% DUE 06/30/22 2017-07-26 2017-07-31 5978 5964 14 14 8000. UNITED STATES TREAS NT DTD 06/30/17 1.750% DUE 06/30/22 2017-06-30 2017-07-31 7970 7949 21 21 5000. UNITED STATES TREAS NT DTD 06/30/17 1.750% DUE 06/30/22 2017-07-25 2017-07-31 4981 4968 13 13 133000. UNITED STATES TREAS NT DTD 06/30/17 1.750% DUE 06/30/22 2017-07-03 2017-07-31 132508 131919 589 589 6000. UNITED STATES TREAS NT DTD 06/30/17 2.000% DUE 06/30/24 2017-07-03 2017-07-26 5946 5970 -24 -24 7000. UNITED STATES TREAS NT DTD 06/30/17 2.000% DUE 06/30/24 2017-07-03 2017-07-31 6957 6965 -8 -8 2000. UNITED TECHNOLOGIES CORP SR UNSECD BD 2016-04-04 2017-08-10 2142 2178 -36 -36 277. VANGUARD FTSE DEVELOPED MARKETS ETF 2017-05-19 2018-02-01 13032 11479 1553 1553 226. VANGUARD FTSE EMERGING MKTS ETF 2012-08-15 2017-10-10 10088 9320 768 768 602. VANGUARD FTSE EMERGING MKTS ETF 2012-08-15 2018-02-01 29712 24826 4886 4886 2000. VERIZON COMMUNICATIONS INC SR UNSECD NT CALL 08/01/22 @100 2015-05-15 2017-08-01 1981 1917 64 64 2000. VERIZON COMMUNICATIONS INC SR UNSECD NT CALL 08/01/22 @100 2015-05-11 2017-08-01 1981 1901 80 80 1000. VERIZON COMMUNICATIONS INC SR UNSECD NT CALL 08/01/22 @100 2015-06-03 2017-08-01 990 944 46 46 2000. VERIZON COMMUNICATIONS INC SR UNSECD NT 2016-03-16 2017-06-20 2029 2016 13 13 1000. VERIZON COMMUNICATIONS INC SR UNSECD NT 2016-03-16 2017-06-20 1012 1008 4 4 3000. VERIZON COMMUNICATIONS INC SR UNSECD NT 2017-05-25 2017-06-20 3035 2961 74 74 2000. VERIZON COMMUNICATIONS INC SR UNSECD NT 2017-05-25 2017-08-01 1979 1974 5 5 761.317 VICTORY SMALL CO OPPTY FUND CL I SHS 2017-02-15 2017-10-10 37000 34092 2908 2908 613.874 VICTORY SMALL CO OPPTY FUND CL I SHS 2018-02-01 2018-05-17 29871 30000 -129 -129 105.403 VICTORY SMALL CO OPPTY FUND CL I SHS 2017-02-15 2018-05-17 5129 4720 409 409 2711.077 VIRTUS CEREDEX MID CAP VALUE EQUITY FUND CL I 2017-02-15 2018-05-17 35000 39067 -4067 -4067 300.34 WFRBS COML MTG TR 2013-C15 MTG PASS THRU CTF CL A-3 2017-11-21 2018-05-17 300 316 -16 -16 1161.68 WFRBS COML MTG TR 2013-C15 MTG PASS THRU CTF CL A-3 2017-11-21 2018-05-31 1162 1223 -61 -61 9000. WACHOVIA CAP TR II JR SUB BD CAP SECS CALL 12/09/16 @100 2017-05-25 2018-01-12 8471 8606 -135 -135 6000. WACHOVIA CAP TR II JR SUB BD CAP SECS CALL 12/09/16 @100 2017-05-25 2018-01-25 5655 5737 -82 -82 6000. WACHOVIA CAP TR II JR SUB BD CAP SECS CALL 12/09/16 @100 2016-11-16 2018-01-25 5655 5280 375 375 10000. WAL-MART STORES INC SR UNSECD NT CALL 01/11/23 @100 2017-05-25 2017-08-02 10167 10151 16 16 5000. WALGREENS BOOTS ALLIANCE INC SR UNSECD NT CALL 4/01/23 @100 2016-05-26 2017-06-05 5050 4986 64 64 1000. WELLS FARGO & CO NEW JR SUB PERP PFD A SER K C3/15/18 @100 2017-07-12 2017-11-22 1019 1065 -46 -46 3000. WELLS FARGO & CO NEW JR SUB PERP PFD A SER K C3/15/18 @100 2017-05-09 2017-11-22 3056 3132 -76 -76 1000. WELLS FARGO & CO NEW JR SUB PERP PFD A SER K C3/15/18 @100 2017-04-09 2017-11-27 1019 1074 -55 -55 1000. WELLS FARGO & CO NEW JR SUB PERP PFD A SER K C3/15/18 @100 2017-04-09 2018-01-02 1012 1074 -62 -62 1000. WELLS FARGO & CO NEW JR SUB PERP PFD A SER K C3/15/18 @100 2017-04-09 2018-01-02 1013 1074 -61 -61 1000. WELLS FARGO & CO NEW JR SUB PERP PFD A SER K C3/15/18 @100 2017-07-12 2018-01-02 1013 1065 -52 -52 1000. WELLS FARGO & CO NEW JR SUB PERP PFD A SER K C3/15/18 @100 2017-07-12 2018-01-04 1013 1065 -52 -52 2000. WELLS FARGO & CO NEW JR SUB PERP PFD A SER K C3/15/18 @100 2017-07-12 2018-01-04 2025 2130 -105 -105 2000. WELLS FARGO & CO NEW JR SUB PERP PFD A SER K C3/15/18 @100 2017-07-12 2018-01-05 2026 2130 -104 -104 1000. WELLS FARGO & CO NEW JR SUB PERP PFD A SER K C3/15/18 @100 2017-07-12 2018-01-05 1013 1065 -52 -52 1000. WELLS FARGO & CO NEW JR SUB NT SER S CALL 6/15/24 @100 2016-02-03 2017-08-01 1086 995 91 91 3000. WELLS FARGO & CO NEW JR SUB NT SER S CALL 6/15/24 @100 2016-02-03 2017-08-01 3257 2985 272 272 10000. WILLIAMS PARTNERS LP NEW UNSECD SR BD C03/15/27 @100 2017-12-11 2018-02-12 9733 9987 -254 -254 5000. WILLIAMS PARTNERS L P SR UNSECD NT CALL 05/15/22 @100 2016-07-13 2017-06-22 5048 4738 310 310 15000. WORLD FINL NETWORK CR CARD MASTER NT TR 2017-B CL A 2017-08-09 2017-09-29 14995 14998 -3 -3 CAPITAL GAIN DIVIDENDS P 214835 336215 false 681920 13914811 0.049007 685047 13792545 0.049668 754877 14714538 0.051301 636104 14327793 0.044397 637089 13790244 0.046199 0.240572 0.048114 12042633 579419 5706 585125 697420 X 5706 0 5706 0 5706 4760 0 4760 0 946 0 0 false false false false false false false true true MA true false false false false true US TRUST FIDUCIARY TAX SERVICES 8888663275 PO BOX 1802 PROVIDENCE RI 029011802 false false false false true false false false false false false false false false false false false false false false false BANK OF AMERICA N A 225 FRANKLIN STREET BOSTON MA 02110 TRUSTEE 1 102245 NONE 0 NONE 0 NONE NONE 11917986 308037 0 12226023 0 0 12226023 183390 12042633 602132 602132 5706 5706 596426 0 596426 0 596426 697420 0 0 0 0 697420 5706 691714 596426 624329 0 0 0 0 0 0 0 697420 624329 0 0 73091 0 0 0 0 0 0 0 0 523335 0 0 0 0 0 0 0 0 NONE NONE DIAN QUINN BANK OF AMERICA 225 FRANKLIN ST BOSTON MA 02110 6174346454 www.bankofamerica.com/grantmaking N/A N/A N/A MASS INSTITUTE OF TECHNOLOGY 77 MASSACHUSETTS AVENUE CAMBRIDGE MA 02139 N/A PC UNRESTRICTED GENERAL 156000 FAMILYAID BOSTON INC 727 ATLANTIC AVENUE BOSTON MA 02111 N/A PC UNRESTRICTED GENERAL 15000 HARVARD MEDICAL SCHOOL 401 PARK DRIVE BOSTON MA 02215 N/A PC SCHOLARSHIPS 156000 Maria Droste Counseling Services 171 MADISON AVE NEW YORK CITY NY 10016 N/A PC UNRESTRICTED GENERAL 9000 FII - NATIONAL 100 OAKLAND CA 94612 N/A PC UNRESTRICTED GENERAL 15000 PRESIDENT & FELLOWS OF HARVARD COLLEGE 1542 TREMONT ST ROXBURY MA 02120 N/A PC UNRESTRICTED GENERAL 15000 BOSTON FOUNDATION 75 ARLINGTON ST BOSTON MA 02116 N/A PC UNRESTRICTED GENERAL 45000 INTERNATIONAL INSTITUTE OF BOSTON INC 2 BOYLSTON ST FL 3 BOSTON MA 02116 N/A PC UNRESTRICTED GENERAL 15000 JEWISH FEDERATION OF CENTRAL MASSACHUSETTS INC 633 SALISBURY ST WORCESTER MA 01609 N/A PC UNRESTRICTED GENERAL 10000 GIRLS INCORPORATED OF WORCESTER 125 PROVIDENCE ST WORCESTER MA 016045412 N/A PC UNRESTRICTED GENERAL 10000 FAMILY HEALTH CENTER OF WORCESTER 26 QUEEN ST WORCESTER MA 01610 N/A PC UNRESTRICTED GENERAL 9000 VICTORY PROGRAMS INC 965 MASSACHUSETTS AVE BOSTON MA 02118 N/A PC UNRESTRICTED GENERAL 10000 VALLEY OPPORTUNITY COUNCIL 35 MT CARMEL AVE CHICOPEE MA 010134113 N/A PC UNRESTRICTED GENERAL 20000 JEWISH FAMILY SERVICE OF METROWEST 475 FRANKLIN ST FRAMINGHAM MA 017026264 N/A PC UNRESTRICTED GENERAL 10000 GIRLS INCORPORATED OF HOLYOKE PO BOX 6812 HOLYOKE MA 01041 N/A PC UNRESTRICTED GENERAL 10000 FAMILY HEALTH CENTER 366 SOMERVILLE AVE SOMERVILLE MA 021432919 N/A PC UNRESTRICTED GENERAL 15000 LAWRENCE COMMUNITY WORKS INC 168 NEWBURY ST LAWRENCE MA 01841 N/A PC UNRESTRICTED GENERAL 15000 SOUTHEAST ASIAN COALITION OF CENTRAL MASSACHUSETTS 484 MAIN ST SUITE 400 WORCESTER MA 01608 N/A PC UNRESTRICTED GENERAL 10000 HARBORCOV INC PO BOX 505754 CHELSEA MA 02150 N/A PC UNRESTRICTED GENERAL 9000 AIDS ACTION COMMITTEE OF MASSACHUSETTS INC 75 ARMORY ST BOSTON MA 02119 N/A PC UNRESTRICTED GENERAL 10000 MASSACHUSETTS AFFORDABLE HOUSING ALLIANCE 1803 DORCHESTER AVE DORCHESTER MA 02124 N/A PC UNRESTRICTED GENERAL 10000 MASSACHUSETTS IMMIGRANT & REFUGEE ADVOCACY COALITION INC REFUGEE ADVOCACY COALITION 105 BOSTON MA 02111 N/A PC UNRESTRICTED GENERAL 10000 CASPAR INC PO BOX 45538 SOMERVILLE MA 02145 N/A PC UNRESTRICTED GENERAL 15000 WRITEBOSTON INC 2300 WASHINGTON ST FLOOR 6 ROXBURY MA 02119 N/A PC UNRESTRICTED GENERAL 15000 SPRINGFIELD RESCUE MISSION 10 MILL ST SPRINGFIELD MA 011029045 N/A PC UNRESTRICTED GENERAL 10000 624000 14 298646 18 336215 634861 634861 false false false false false false false false false false TAX PREPARATION FEE - BOA 1250 750 500 FEDERAL FOOTNOTE PART VIII LIST OF OFFICERS AND DIRECTORS THE COMPENSATION SHOWN ON THE RETURN THAT IS PAID TO BANK OF AMERICA, N.A. AS CORPORATE TRUSTEE IS NOT CALCULATED BASED UPON AN HOURLY RATE FOR THE TIME SPENT BY THE TRUSTEE; RATHER, BANK OF AMERICA'S COMPENSATION AS CORPORATE TRUSTEE IS CALCULATED USING A MARKET VALUE FEE SCHEDULE. THE TRUST OFFICER'S TIME SPENT PERFORMING ADMINISTRATIVE RESPONSIBILITIES FOR THIS FOUNDATION AVERAGES ONE HOUR PER WEEK. IN ADDITION, TIME IS SPENT BY OTHER STAFF MEMBERS FOR RECORDKEEPING, INVESTMENT MANAGEMENT, INCOME COLLECTION, RENDERING STATEMENTS AND ACCOUNTINGS, REGULATORY REPORTING, REGULATORY COMPLIANCE, AND TAX SERVICES. 464287614 ISHARES RUSSELL 1000 793702 1256802 464287648 ISHARES RUSSELL 2000 419813 672141 464288885 ISHARES MSCI EAFE GR 671485 780926 921943858 VANGUARD FTSE DEVELO 255168 329464 922042858 VANGUARD FTSE EMERGI 376024 422323 057071813 BAIRD MIDCAP FUND IN 324810 441526 552983694 MFS VALUE FUND CL I 616061 859747 76628R615 RIDGEWORTH MID CAP V 92646A815 VICTORY SMALL CO OPP 481613 667092 693390841 PIMCO HIGH YIELD FD 161169 151517 22544R305 CREDIT SUISSE COMMOD 378295 298654 00206RDB5 AT&T INC 031162BV1 AMGEN INC 032511BN6 ANADARKO PETE CORP 035242AN6 ANHEUSER-BUSCH INBEV 5227 5208 037833BX7 APPLE INC 1988 2186 05567SAA0 BNSF FDG TR I 075887BG3 BECTON DICKINSON & C 084670BK3 BERKSHIRE HATHAWAY I 125896BP4 CMS ENERGY CORP UNSE 2990 2953 126117AP5 CNA FINL CORP 126802DH7 CABELAS 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