BOOTH FERRIS FOUNDATION: Form 990PF, tax year 2017

View the entire original 990 at ProPublica ↗

Organization: BOOTH FERRIS FOUNDATION (EIN 13-6170340)
Tax period: 2017-01-01 to 2017-12-31
Filed: 2018-11-08
IRS object ID: 201803129349101105
Schema version: 2017v2.2
Source: Download XML · Original 990 at ProPublica

Every field in the e-filed return. Faint text is the IRS element name, for citing.

Return header
Form 990-PF
Investments Corp Bonds Schedule
Investments Corp Stock Schedule
Investments Other Schedule2
Other Expenses Schedule
Other Income Schedule2
Other Increases Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Return	2018-11-08T15:00:32-06:00	ReturnTs
Tax Period End	2017-12-31	TaxPeriodEndDt

Preparer Firm PreparerFirmGrp

Field	Value	IRS element (for citing)
Preparer Firm EIN	861065772	PreparerFirmEIN

Preparer Firm Name PreparerFirmName

Field	Value	IRS element (for citing)
Business Name Line1	DELOITTE TAX LLP	BusinessNameLine1Txt

Preparer US Address PreparerUSAddress

Field	Value	IRS element (for citing)
Address Line1	127 PUBLIC SQUARE	AddressLine1Txt
City	CLEVELAND	CityNm
State Abbreviation	OH	StateAbbreviationCd
ZIP	44114	ZIPCd

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnTypeCd
Tax Period Begin	2017-01-01	TaxPeriodBeginDt

Filer Filer

Field	Value	IRS element (for citing)
EIN	136170340	EIN

Business Name BusinessName

Field	Value	IRS element (for citing)
Business Name Line1	BOOTH FERRIS FOUNDATION XXXXX4008	BusinessNameLine1Txt

Field	Value	IRS element (for citing)
Business Name Control	FERR	BusinessNameControlTxt
Phone	8004962583	PhoneNum

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	10 S DEARBORN IL1-0111	AddressLine1Txt
City	CHICAGO	CityNm
State Abbreviation	IL	StateAbbreviationCd
ZIP	60603	ZIPCd

Business Officer BusinessOfficerGrp

Field	Value	IRS element (for citing)
Person	JOY G LLANES	PersonNm
Person Title	Vice President	PersonTitleTxt
Phone	8004962583	PhoneNum
Signature	2018-11-07	SignatureDt
Discuss With Paid Preparer	Yes (true)	DiscussWithPaidPreparerInd

Preparer Person PreparerPersonGrp

Field	Value	IRS element (for citing)
Preparer Person	KELLY NEUGEBAUER	PreparerPersonNm
PTIN	P01285591	PTIN
Phone	3124869652	PhoneNum
Preparation	2018-11-07	PreparationDt

Filing Security Information FilingSecurityInformation

IP Address IPAddress

Field	Value	IRS element (for citing)
I Pv4 Address	167.219.88.140	IPv4AddressTxt

Field	Value	IRS element (for citing)
Filing License Type	P	FilingLicenseTypeCd
At Submission Creation Device Id	B6044E31984AC0F1F14290EEA0C566A42F169452	AtSubmissionCreationDeviceId
At Submission Filing Device Id	749F195EEC1C2B99DC0744517FA41E55EEA79A4B	AtSubmissionFilingDeviceId

Field	Value	IRS element (for citing)
Tax	2017	TaxYr
Build TS	2019-02-21 02:37:17Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Organization501c3 Exempt PF	Yes (X)	Organization501c3ExemptPFInd
FMV Assets EOY	$232,801,198	FMVAssetsEOYAmt

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Schedule B Not Required	Yes (X)	ScheduleBNotRequiredInd
Dividends Rev And Expnss	$4,338,782	DividendsRevAndExpnssAmt
Dividends Net Invst Incm	$4,338,782	DividendsNetInvstIncmAmt
Net Gain Sale Ast Rev And Expnss	$3,831,366	NetGainSaleAstRevAndExpnssAmt
Gross Sales Price	$35,107,237	GrossSalesPriceAmt
Cap Gain Net Incm Net Invst Incm	$3,831,366	CapGainNetIncmNetInvstIncmAmt
Net ST Capital Gain Adj Net Incm	$0	NetSTCapitalGainAdjNetIncmAmt
Other Income Rev And Expnss	$728,128	OtherIncomeRevAndExpnssAmt
Other Income Net Invst Incm	$525,500	OtherIncomeNetInvstIncmAmt
Total Rev And Expnss	$8,898,276	TotalRevAndExpnssAmt
Total Net Invst Incm	$8,695,648	TotalNetInvstIncmAmt
Comp Ofcr Dir Trst Rev And Expnss	$1,295,435	CompOfcrDirTrstRevAndExpnssAmt
Comp Ofcr Dir Trst Net Invst Incm	$777,261	CompOfcrDirTrstNetInvstIncmAmt
Comp Ofcr Dir Trst Dsbrs Chrtbl	$518,174	CompOfcrDirTrstDsbrsChrtblAmt
Oth Empl Slrs Wgs Net Invst Incm	$0	OthEmplSlrsWgsNetInvstIncmAmt
Oth Empl Slrs Wgs Adj Net Incm	$0	OthEmplSlrsWgsAdjNetIncmAmt
Oth Empl Slrs Wgs Dsbrs Chrtbl	$0	OthEmplSlrsWgsDsbrsChrtblAmt
Pension Empl Bnft Net Invst Incm	$0	PensionEmplBnftNetInvstIncmAmt
Pension Empl Bnft Adj Net Incm	$0	PensionEmplBnftAdjNetIncmAmt
Legal Fees Dsbrs Chrtbl	$0	LegalFeesDsbrsChrtblAmt
Other Prof Fees Dsbrs Chrtbl	$0	OtherProfFeesDsbrsChrtblAmt
Interest Dsbrs Chrtbl	$0	InterestDsbrsChrtblAmt
Taxes Rev And Expnss	$109,949	TaxesRevAndExpnssAmt
Taxes Net Invst Incm	$65,949	TaxesNetInvstIncmAmt
Taxes Dsbrs Chrtbl	$0	TaxesDsbrsChrtblAmt
Deprec And Dpltn Rev And Expnss	$0	DeprecAndDpltnRevAndExpnssAmt
Deprec And Dpltn Net Invst Incm	$0	DeprecAndDpltnNetInvstIncmAmt
Trav Conf Meeting Net Invst Incm	$0	TravConfMeetingNetInvstIncmAmt
Trav Conf Meeting Adj Net Incm	$0	TravConfMeetingAdjNetIncmAmt
Printing And Pub Net Invst Incm	$0	PrintingAndPubNetInvstIncmAmt
Printing And Pub Adj Net Incm	$0	PrintingAndPubAdjNetIncmAmt
Other Expenses Rev And Expnss	$20,850	OtherExpensesRevAndExpnssAmt
Other Expenses Dsbrs Chrtbl	$20,850	OtherExpensesDsbrsChrtblAmt
Tot Opr Expenses Rev And Expnss	$1,426,234	TotOprExpensesRevAndExpnssAmt
Tot Opr Expenses Net Invst Incm	$843,210	TotOprExpensesNetInvstIncmAmt
Tot Opr Expenses Adj Net Incm	$0	TotOprExpensesAdjNetIncmAmt
Tot Opr Expenses Dsbrs Chrtbl	$539,024	TotOprExpensesDsbrsChrtblAmt
Contri Paid Rev And Expnss	$9,432,250	ContriPaidRevAndExpnssAmt
Contri Paid Dsbrs Chrtbl	$9,432,250	ContriPaidDsbrsChrtblAmt
Total Expenses Rev And Expnss	$10,858,484	TotalExpensesRevAndExpnssAmt
Total Expenses Net Invst Incm	$843,210	TotalExpensesNetInvstIncmAmt
Total Expenses Adj Net Incm	$0	TotalExpensesAdjNetIncmAmt
Total Expenses Dsbrs Chrtbl	$9,971,274	TotalExpensesDsbrsChrtblAmt
Excess Revenue Over Expenses	-$1,960,208	ExcessRevenueOverExpensesAmt
Net Investment Income	$7,852,438	NetInvestmentIncomeAmt
Adjusted Net Income	$0	AdjustedNetIncomeAmt

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

Field	Value	IRS element (for citing)
Sav And Temp Cash Invst BOY	$10,661,880	SavAndTempCashInvstBOYAmt
Sav And Temp Cash Invst EOY	$9,704,861	SavAndTempCashInvstEOYAmt
Sav And Temp Cash Invst EOYFMV	$9,704,861	SavAndTempCashInvstEOYFMVAmt
Acct Rcvbl EOY	$0	AcctRcvblEOYAmt
Acct Rcvbl EOYFMV	$0	AcctRcvblEOYFMVAmt
Other Rcvbl Allwnc Dbtfl Acct	$0	OtherRcvblAllwncDbtflAcctAmt
Corporate Stock BOY	$72,458,104	CorporateStockBOYAmt
Corporate Stock EOY	$73,995,853	CorporateStockEOYAmt
Corporate Stock EOYFMV	$107,609,682	CorporateStockEOYFMVAmt
Corporate Bonds BOY	$58,420,012	CorporateBondsBOYAmt
Corporate Bonds EOY	$61,158,198	CorporateBondsEOYAmt
Corporate Bonds EOYFMV	$61,430,333	CorporateBondsEOYFMVAmt
Other Investments BOY	$40,280,040	OtherInvestmentsBOYAmt
Other Investments EOY	$35,145,305	OtherInvestmentsEOYAmt
Other Investments EOYFMV	$54,056,322	OtherInvestmentsEOYFMVAmt
Total Assets BOY	$181,820,036	TotalAssetsBOYAmt
Total Assets EOY	$180,004,217	TotalAssetsEOYAmt
Total Assets EOYFMV	$232,801,198	TotalAssetsEOYFMVAmt
Total Liabilities EOY	$0	TotalLiabilitiesEOYAmt
Org Does Not Follow SFAS117	Yes (X)	OrgDoesNotFollowSFAS117Ind
Capital Stock BOY	$181,820,036	CapitalStockBOYAmt
Capital Stock EOY	$180,004,217	CapitalStockEOYAmt
Tot Net Ast Or Fund Balances BOY	$181,820,036	TotNetAstOrFundBalancesBOYAmt
Tot Net Ast Or Fund Balances EOY	$180,004,217	TotNetAstOrFundBalancesEOYAmt
Total Liabilities Net Ast BOY	$181,820,036	TotalLiabilitiesNetAstBOYAmt
Total Liabilities Net Ast EOY	$180,004,217	TotalLiabilitiesNetAstEOYAmt

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

Field	Value	IRS element (for citing)
Tot Net Ast Or Fund Balances BOY	$181,820,036	TotNetAstOrFundBalancesBOYAmt
Excess Revenue Over Expenses	-$1,960,208	ExcessRevenueOverExpensesAmt
Other Increases	$144,389	OtherIncreasesAmt
Subtotal	$180,004,217	SubtotalAmt
Other Decreases	$0	OtherDecreasesAmt
Tot Net Ast Or Fund Balances EOY	$180,004,217	TotNetAstOrFundBalancesEOYAmt

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (1512 entries)

PropertyPropertyDesc	AcquiredAcquiredDt	SoldSoldDt	Gross Sales PriceGrossSalesPriceAmt	Cost Or Other BasisCostOrOtherBasisAmt	Gain Or LossGainOrLossAmt	Gains Minus Excess Or LossesGainsMinusExcessOrLossesAmt	How AcquiredHowAcquiredCd
40. ALEXION PHARMACEUTICALS INC	2016-04-06	2017-01-03	$4,896	$6,236	-$1,340	-$1,340
153. ALEXION PHARMACEUTICALS INC		2017-01-03	$18,729	$29,515	-$10,786	-$10,786
367. CARNIVAL CORPORATION		2017-01-03	$19,099	$19,132	-$33	-$33
96. CARNIVAL CORPORATION	2015-08-06	2017-01-03	$5,003	$5,004	-$1	-$1
5. KIMBERLY CLARK CORP	2016-01-12	2017-01-03	$573	$630	-$57	-$57
4. KIMBERLY CLARK CORP	2016-01-12	2017-01-03	$456	$504	-$48	-$48
4. KIMBERLY CLARK CORP	2016-01-12	2017-01-03	$458	$504	-$46	-$46
. LEHMAN BROS HLDGS INC		2017-01-03	$1,046		$1,046	$1,046
23. KIMBERLY CLARK CORP	2016-01-12	2017-01-04	$2,651	$2,898	-$247	-$247
25. KIMBERLY CLARK CORP	2016-01-12	2017-01-04	$2,877	$3,150	-$273	-$273
19. KIMBERLY CLARK CORP	2016-01-12	2017-01-04	$2,186	$2,394	-$208	-$208
14. KIMBERLY CLARK CORP	2016-01-12	2017-01-05	$1,619	$1,764	-$145	-$145
15. KIMBERLY CLARK CORP	2016-01-12	2017-01-05	$1,739	$1,890	-$151	-$151
3. KIMBERLY CLARK CORP	2016-01-12	2017-01-05	$345	$378	-$33	-$33
8. KIMBERLY CLARK CORP	2016-01-12	2017-01-05	$924	$1,008	-$84	-$84
6. KIMBERLY CLARK CORP	2016-01-12	2017-01-06	$696	$756	-$60	-$60
1. KIMBERLY CLARK CORP	2016-01-12	2017-01-06	$116	$126	-$10	-$10
1. KIMBERLY CLARK CORP	2016-01-12	2017-01-06	$116	$126	-$10	-$10
14. KIMBERLY CLARK CORP	2016-01-12	2017-01-06	$1,631	$1,764	-$133	-$133
7. KIMBERLY CLARK CORP	2016-01-12	2017-01-06	$812	$882	-$70	-$70
3. KIMBERLY CLARK CORP	2016-01-12	2017-01-06	$349	$378	-$29	-$29
12. KIMBERLY CLARK CORP	2016-01-12	2017-01-09	$1,377	$1,512	-$135	-$135
6. KIMBERLY CLARK CORP	2016-01-12	2017-01-09	$690	$756	-$66	-$66
2. KIMBERLY CLARK CORP	2016-01-12	2017-01-09	$229	$252	-$23	-$23
10. KIMBERLY CLARK CORP	2016-01-12	2017-01-09	$1,149	$1,260	-$111	-$111
2185. MKP CREDIT OFFSHORE, LTD. CLASS B - NEW ISSUES INELIGIBLE NON-SE	2015-02-27	2017-01-10	$1,976,282	$2,300,000	-$323,718	-$323,718
2. KIMBERLY CLARK CORP	2016-01-12	2017-01-11	$229	$252	-$23	-$23
1. KIMBERLY CLARK CORP	2016-01-12	2017-01-11	$114	$126	-$12	-$12
4. KIMBERLY CLARK CORP	2016-01-12	2017-01-11	$458	$504	-$46	-$46
65000. MACYS RETAIL HLDGS INC 6.7% SEP 15 2028		2017-01-11	$70,992	$75,852	-$4,860	-$4,860
1. KIMBERLY CLARK CORP	2016-01-12	2017-01-12	$114	$126	-$12	-$12
9. KIMBERLY CLARK CORP	2016-01-12	2017-01-12	$1,029	$1,134	-$105	-$105
43.13 FEDERAL HOME LOAN MORTGAGE CORP	1996-09-30	2017-01-17	$43	$43
1536.73 FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2017-01-17	$1,537	$1,609	-$72	-$72
358.49 FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2017-01-17	$358	$399	-$41	-$41
2606.81 FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2017-01-17	$2,607	$2,740	-$133	-$133
3179.22 FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2017-01-17	$3,179	$3,287	-$108	-$108
95.39 FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2017-01-17	$95	$94	$1	$1
7.39 FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2017-01-17	$7	$7
2504.56 FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2017-01-17	$2,505	$2,495	$10	$10
23.56 FREDDIE MAC	2005-01-19	2017-01-17	$24	$24
885.58 FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2017-01-17	$886	$962	-$76	-$76
326.05 FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2017-01-17	$326	$343	-$17	-$17
415.94 FHLMC GOLD 3.5% 02/01/46	2016-06-07	2017-01-17	$416	$439	-$23	-$23
2323.04 FHLMC SER 2338 CL ZC 6.5% JUL 15 2031	2011-04-19	2017-01-17	$2,323	$2,596	-$273	-$273
1539.41 FHLMC SER 1611 CL Z 6.5% NOV 15 2023	2013-08-19	2017-01-17	$1,539	$1,732	-$193	-$193
452.46 FHLMC SER 1974 CL ZA 7% JUL 15 2027	2011-04-25	2017-01-17	$452	$512	-$60	-$60
1395.13 FHLMC 2122 CL ZE 6.000% 02/15/2029	2013-01-30	2017-01-17	$1,395	$1,595	-$200	-$200
1901.79 FHLMC MAR2310 CL Z 6.000% 04/15/2031 DTD 04/30/2001	2013-09-19	2017-01-17	$1,902	$2,092	-$190	-$190
766.18 FHLMC SER 2532 CL PH 5.5% DEC 15 2032	2011-04-19	2017-01-17	$766	$832	-$66	-$66
344.49 FHLMC	2011-10-05	2017-01-17	$344	$380	-$36	-$36
2971.38 FHLMC SER 2590 CL OA 4% MAR 15 2033	2011-04-13	2017-01-17	$2,971	$3,051	-$80	-$80
1740.86 FREDDIE MAC SER 2598 CL QE 5.5% APR 15 2033		2017-01-17	$1,741	$1,938	-$197	-$197
752.99 FEDERAL HOME LN MTG CORP MULTICLASS	2011-04-21	2017-01-17	$753	$795	-$42	-$42
1375.85 FHLMC SER 2696 CL DG 5.5% OCT 15 2033		2017-01-17	$1,376	$1,537	-$161	-$161
1291.16 FREDDIE MAC	2005-09-15	2017-01-17	$1,291	$1,324	-$33	-$33
2694.81 FHLMC REMIC SER 3027 CL DE 5% SEP 15 2025	2011-04-19	2017-01-17	$2,695	$2,899	-$204	-$204
910.9 FHLMC SER 3508 CL PK 4% FEB 15 2039	2011-04-27	2017-01-17	$911	$923	-$12	-$12
3111.3 FHLMC SER 3653 CL B 4.500% 04/15/2030	2011-12-29	2017-01-17	$3,111	$3,387	-$276	-$276
1338.85 FHLMC SER 3631 CL PA 4% FEB 15 2040	2011-04-26	2017-01-17	$1,339	$1,379	-$40	-$40
5275.15 GNMA 737022 4.5% 02/15/40	2010-05-13	2017-01-17	$5,275	$5,407	-$132	-$132
127.26 GNMA POOL NO 550851	2001-10-17	2017-01-17	$127	$132	-$5	-$5
237.42 GNMA 550750 5.5% 12/15/35	2013-07-23	2017-01-17	$237	$260	-$23	-$23
2227.2 GNMA 658181 5.5% 11/15/36	2011-01-26	2017-01-17	$2,227	$2,419	-$192	-$192
711.74 GNMA 701738 5% 03/15/39	2009-07-29	2017-01-17	$712	$728	-$16	-$16
1170.95 GNMA 2003-26 CL MB	2012-09-10	2017-01-17	$1,171	$1,292	-$121	-$121
7482.06 GNMA 2009-84 CL C 4.000% 09/16/2024 DTD 09/29/2009	2013-06-18	2017-01-17	$7,482	$8,034	-$552	-$552
5058.46 GNMA 2010-162 CL QK 4.500% 06/16/2039 DTD 12/29/2010	2016-12-14	2017-01-17	$5,058	$5,210	-$152	-$152
500000. U S A BONDS	2016-11-02	2017-01-19	$665,781	$712,852	-$47,071	-$47,071
250000. U S A BONDS		2017-01-19	$332,891	$281,352	$51,539	$51,539
217.26 CAPITAL AUTO RECEIVABLES ASSET 2014-1 CL A4 1.690% 10/22/2018	2014-02-07	2017-01-20	$217	$219	-$2	-$2
2803.2 GNMA II 5% MAY 01 2010	2010-05-13	2017-01-20	$2,803	$2,946	-$143	-$143
3149.2 GNMA SER 2003-19 CL DH 5% MAR 20 2033	2011-04-26	2017-01-20	$3,149	$3,338	-$189	-$189
2896.42 GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2017-01-20	$2,896	$3,201	-$305	-$305
2880.04 GNMA 2002-79 CL KL 5.500% 11/20/2032 DTD 11/29/2002	2013-05-16	2017-01-20	$2,880	$3,330	-$450	-$450
2233.5 GNMA II SER 2003-75 CL ZA 5.5% SEP 20 2033	2011-04-26	2017-01-20	$2,234	$2,421	-$187	-$187
4567.75 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033		2017-01-20	$4,568	$5,068	-$500	-$500
919.83 GNMA SER 2004-53 CL GE 5% AUG 20 2032	2011-04-12	2017-01-20	$920	$976	-$56	-$56
1715.25 GNMA SER 2005-26 CL XY 5.5%		2017-01-20	$1,715	$1,940	-$225	-$225
1593.79 GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2017-01-20	$1,594	$1,816	-$222	-$222
308. AETNA INC NEW		2017-01-23	$36,662	$35,631	$1,031	$1,031
15. AETNA INC NEW	2015-01-15	2017-01-24	$1,760	$1,362	$398	$398
4036.8 COUNTRYWIDE HOME LOANS 2003-56 CL 4A1 VAR RT 12/25/2033	2014-02-25	2017-01-25	$4,037	$3,988	$49	$49
1389.89 FANNIE MAE SER 1991-52 CL J 8.5% MAY 25 2021	2013-06-11	2017-01-25	$1,390	$1,632	-$242	-$242
7271.72 FNMA SER 2011-118 CL V 4% OCT 25 2029	2012-01-19	2017-01-25	$7,272	$7,685	-$413	-$413
4253.14 FNMA SER 2011-99 CL DB 5% OCT 25 2041	2012-07-05	2017-01-25	$4,253	$4,849	-$596	-$596
5911.57 FNMA 2014-73 CL PJ 3.000% 12/25/2043 DTD 10/01/2014	2016-12-09	2017-01-25	$5,912	$5,925	-$13	-$13
892.43 FNMA 255836 6% 07/01/25	2012-10-18	2017-01-25	$892	$1,004	-$112	-$112
3309.97 FNMA 256749 6% 06/01/37	2008-09-30	2017-01-25	$3,310	$3,359	-$49	-$49
298.1 FNMA 468852 4.1% 08/01/21	2013-10-23	2017-01-25	$298	$323	-$25	-$25
235.31 FNMA 469130 4.87% 10/01/41	2016-12-20	2017-01-25	$235	$256	-$21	-$21
269.4 FNMA 470883 2.97% 04/01/22	2014-01-03	2017-01-25	$269	$265	$4	$4
5411.79 FNMA 555424 5.5% 05/01/33	2010-09-17	2017-01-25	$5,412	$5,827	-$415	-$415
4978.11 FNMA AH5823 4.5% 02/01/41	2011-02-17	2017-01-25	$4,978	$5,053	-$75	-$75
316.61 FNMA AL2602 2.646% 10/01/22	2014-10-28	2017-01-25	$317	$320	-$3	-$3
167.48 FNMA AL2965 2.619% 12/01/22	2014-06-11	2017-01-25	$167	$165	$2	$2
194.93 FNMA AL3876 2.764% 06/01/23	2013-12-18	2017-01-25	$195	$190	$5	$5
255.22 FNMA AM3301 2.35% 05/01/23	2014-01-28	2017-01-25	$255	$244	$11	$11
268. FNMA AM8970 2.87% 05/01/30	2016-01-27	2017-01-25	$268	$261	$7	$7
217.12 FNMA AU6278 5% 11/01/43	2014-10-28	2017-01-25	$217	$241	-$24	-$24
577.47 FNMA SER 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2017-01-25	$577	$645	-$68	-$68
2244.06 FNMA SER 2003-33 CL-AM 4.25% MAY 25 2033	2011-04-15	2017-01-25	$2,244	$2,306	-$62	-$62
353.43 FNMA SER 2003-42 CL JH 5.5% MAY 25 2033	2011-04-20	2017-01-25	$353	$380	-$27	-$27
1683.06 FNMA SER 2004-60 CL LB 5% APR 25 2034	2011-04-19	2017-01-25	$1,683	$1,795	-$112	-$112
4164.12 FNMA SER 2006-9 CL DG 5.5% MAR 25 2036		2017-01-25	$4,164	$4,711	-$547	-$547
305.6 FNMA SER 2006 102 CL A2 6.5% OCT 25 2036	2011-04-07	2017-01-25	$306	$336	-$30	-$30
32.14 FANNIE MAE SER 2007-22 CL A 5.5% MAR 25 2037	2012-12-04	2017-01-25	$32	$36	-$4	-$4
621.7 FNMA 2009-33 CL FB VAR RT 03/25/2037	2013-03-01	2017-01-25	$622	$630	-$8	-$8
2979.67 FANNIE MAE SER 2010-64 CL DM 5% JUN 25 2040	2011-04-13	2017-01-25	$2,980	$3,146	-$166	-$166
513.72 FNMA 776289 5% 05/01/34	2013-04-04	2017-01-25	$514	$566	-$52	-$52
2596.44 FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2017-01-25	$2,596	$2,730	-$134	-$134
173.26 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-01-25	$173	$182	-$9	-$9
30.67 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-01-25	$31	$33	-$2	-$2
10.95 FANNIE MAE	2005-03-07	2017-01-25	$11	$12	-$1	-$1
50.59 FANNIE MAE	2005-01-14	2017-01-25	$51	$52	-$1	-$1
234.73 FNMA BC0100 3.5% 12/01/45	2016-06-07	2017-01-25	$235	$248	-$13	-$13
443.88 FNMA BC3492 3.5% 02/01/46	2016-04-05	2017-01-25	$444	$467	-$23	-$23
475.65 FNMA BC4899 3.5% 04/01/46	2016-06-07	2017-01-25	$476	$503	-$27	-$27
3475.3 FNMA 889197 4.5% 11/01/21	2009-12-09	2017-01-25	$3,475	$3,659	-$184	-$184
1839.43 FNMA AA0835 5% 01/01/39	2009-07-29	2017-01-25	$1,839	$1,875	-$36	-$36
16833.89 FNMA AB1693 4% 11/01/40	2011-03-01	2017-01-25	$16,834	$16,542	$292	$292
2893.24 FNMA AB3678 3.5% 10/01/41	2011-10-26	2017-01-25	$2,893	$2,941	-$48	-$48
1081.26 FNMA MA1213 3.5% 10/01/42	2014-02-28	2017-01-25	$1,081	$1,081
1416.49 FNMA MA1546 3.5% 08/01/43	2014-03-19	2017-01-25	$1,416	$1,406	$10	$10
290.75 FNMA MA2369 4% 08/01/45	2016-04-05	2017-01-25	$291	$315	-$24	-$24
227.77 FNMA AD0910 4.632% 04/01/20	2012-10-17	2017-01-25	$228	$267	-$39	-$39
100000. FORD MOTOR CREDIT CO LLC 6 5/8% AUG 15 2017	2014-03-04	2017-01-25	$102,678	$116,105	-$13,427	-$13,427
7677.78 JP MORGAN MORTGAGE TRUST SER 2004-A1 CL 1A1 4.800801%		2017-01-25	$7,678	$7,512	$166	$166
410.61 MERRILL LYNCH MORTGAGE INVESTO 2003-A5 CL 2A6 VAR RT 08/25/2033	2015-12-08	2017-01-25	$411	$408	$3	$3
2464.55 WELLS FARGO MORTGAGE BACKED SE 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2017-01-25	$2,465	$2,503	-$38	-$38
282. AETNA INC NEW		2017-01-30	$32,817	$25,367	$7,450	$7,450
80. BLACKROCK INC		2017-01-30	$29,914	$27,815	$2,099	$2,099
137. CARNIVAL CORPORATION	2015-08-06	2017-01-30	$7,621	$7,142	$479	$479
26. CARNIVAL CORPORATION	2015-08-06	2017-01-30	$1,450	$1,355	$95	$95
17. CARNIVAL CORPORATION		2017-01-30	$949	$885	$64	$64
179. LAM RESEARCH CORPORATION COMMON		2017-01-30	$20,706	$7,418	$13,288	$13,288
447. TIME WARNER INC		2017-01-30	$43,096	$6,389	$36,707	$36,707
261. CARNIVAL CORPORATION		2017-01-31	$14,388	$13,569	$819	$819
18. CARNIVAL CORPORATION	2015-12-15	2017-02-01	$994	$936	$58	$58
16. CARNIVAL CORPORATION	2015-12-15	2017-02-01	$887	$832	$55	$55
11. CARNIVAL CORPORATION	2015-12-15	2017-02-01	$608	$572	$36	$36
221. LAM RESEARCH CORPORATION COMMON		2017-02-02	$25,907	$9,146	$16,761	$16,761
. SCHERING PLOUGH CORP		2017-02-03	$11		$11	$11
80000. VERIZON COMMUNICATIONS NON-TRADEABLE ASSET	2013-11-19	2017-02-06	$89,506	$85,787	$3,719	$3,719
27000. VERIZON GLOBAL FUNDING CORPORATION NON-TRADEABLE ASSET	2005-09-08	2017-02-06	$31,516	$26,807	$4,709	$4,709
103. LENNOX INTL INC		2017-02-10	$16,840	$12,786	$4,054	$4,054
191. SCHLUMBERGER LTD	2013-04-29	2017-02-10	$15,707	$14,134	$1,573	$1,573
25. SCHLUMBERGER LTD	2016-07-07	2017-02-10	$2,056	$1,940	$116	$116
118. SCHLUMBERGER LTD		2017-02-10	$9,683	$8,696	$987	$987
8. SCHLUMBERGER LTD	2012-11-05	2017-02-10	$657	$560	$97	$97
74. LENNOX INTL INC		2017-02-13	$11,959	$9,102	$2,857	$2,857
67. SCHLUMBERGER LTD	2012-11-05	2017-02-13	$5,480	$4,691	$789	$789
47. SCHLUMBERGER LTD		2017-02-13	$3,841	$3,290	$551	$551
51. SCHLUMBERGER LTD		2017-02-13	$4,174	$3,569	$605	$605
86. LENNOX INTL INC		2017-02-14	$13,761	$10,454	$3,307	$3,307
10. SCHLUMBERGER LTD	2012-11-05	2017-02-14	$818	$699	$119	$119
29. SCHLUMBERGER LTD	2012-11-05	2017-02-14	$2,368	$2,028	$340	$340
52. SCHLUMBERGER LTD	2012-11-05	2017-02-14	$4,257	$3,636	$621	$621
43.35 FEDERAL HOME LOAN MORTGAGE CORP	1996-09-30	2017-02-15	$43	$43
1226.36 FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2017-02-15	$1,226	$1,284	-$58	-$58
456.49 FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2017-02-15	$456	$508	-$52	-$52
156.11 FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2017-02-15	$156	$164	-$8	-$8
2896.25 FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2017-02-15	$2,896	$2,994	-$98	-$98
98.81 FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2017-02-15	$99	$98	$1	$1
7.44 FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2017-02-15	$7	$7
2410.88 FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2017-02-15	$2,411	$2,402	$9	$9
23.68 FREDDIE MAC	2005-01-19	2017-02-15	$24	$25	-$1	-$1
632.48 FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2017-02-15	$632	$687	-$55	-$55
322.94 FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2017-02-15	$323	$340	-$17	-$17
416.92 FHLMC GOLD 3.5% 02/01/46	2016-06-07	2017-02-15	$417	$440	-$23	-$23
387.84 FHLMC SER 2338 CL ZC 6.5% JUL 15 2031	2011-04-19	2017-02-15	$388	$433	-$45	-$45
1304.38 FHLMC SER 1611 CL Z 6.5% NOV 15 2023	2013-08-19	2017-02-15	$1,304	$1,467	-$163	-$163
519.4 FHLMC SER 1974 CL ZA 7% JUL 15 2027	2011-04-25	2017-02-15	$519	$588	-$69	-$69
572.7 FHLMC 2122 CL ZE 6.000% 02/15/2029	2013-01-30	2017-02-15	$573	$655	-$82	-$82
823.99 FHLMC MAR2310 CL Z 6.000% 04/15/2031 DTD 04/30/2001	2013-09-19	2017-02-15	$824	$906	-$82	-$82
1669.25 FHLMC SER 2532 CL PH 5.5% DEC 15 2032	2011-04-19	2017-02-15	$1,669	$1,813	-$144	-$144
478.72 FHLMC	2011-10-05	2017-02-15	$479	$528	-$49	-$49
1904.14 FHLMC SER 2590 CL OA 4% MAR 15 2033	2011-04-13	2017-02-15	$1,904	$1,955	-$51	-$51
1386.88 FREDDIE MAC SER 2598 CL QE 5.5% APR 15 2033		2017-02-15	$1,387	$1,544	-$157	-$157
758.07 FEDERAL HOME LN MTG CORP MULTICLASS	2011-04-21	2017-02-15	$758	$801	-$43	-$43
2641.3 FHLMC SER 2696 CL DG 5.5% OCT 15 2033		2017-02-15	$2,641	$2,951	-$310	-$310
3882.25 FREDDIE MAC	2005-09-15	2017-02-15	$3,882	$3,982	-$100	-$100
2311.89 FHLMC REMIC SER 3027 CL DE 5% SEP 15 2025	2011-04-19	2017-02-15	$2,312	$2,487	-$175	-$175
521.74 FHLMC SER 3508 CL PK 4% FEB 15 2039	2011-04-27	2017-02-15	$522	$529	-$7	-$7
6029.15 FHLMC SER 3653 CL B 4.500% 04/15/2030	2011-12-29	2017-02-15	$6,029	$6,564	-$535	-$535
1883.92 FHLMC SER 3631 CL PA 4% FEB 15 2040	2011-04-26	2017-02-15	$1,884	$1,940	-$56	-$56
2327.7 GNMA 737022 4.5% 02/15/40	2010-05-13	2017-02-15	$2,328	$2,386	-$58	-$58
1344.22 GNMA POOL NO 550851	2001-10-17	2017-02-15	$1,344	$1,399	-$55	-$55
235.26 GNMA 550750 5.5% 12/15/35	2013-07-23	2017-02-15	$235	$257	-$22	-$22
108.12 GNMA 658181 5.5% 11/15/36	2011-01-26	2017-02-15	$108	$117	-$9	-$9
1365.89 GNMA 701738 5% 03/15/39	2009-07-29	2017-02-15	$1,366	$1,397	-$31	-$31
74. LENNOX INTL INC		2017-02-15	$11,753	$8,953	$2,800	$2,800
534.47 GNMA 2003-26 CL MB	2012-09-10	2017-02-16	$534	$590	-$56	-$56
3935.65 GNMA 2009-84 CL C 4.000% 09/16/2024 DTD 09/29/2009	2013-06-18	2017-02-16	$3,936	$4,226	-$290	-$290
3850.29 GNMA 2010-162 CL QK 4.500% 06/16/2039 DTD 12/29/2010	2016-12-14	2017-02-16	$3,850	$3,966	-$116	-$116
12. LENNOX INTL INC	2015-08-11	2017-02-16	$1,934	$1,449	$485	$485
25271.71 CAPITAL AUTO RECEIVABLES ASSET 2014-1 CL A4 1.690% 10/22/2018	2014-02-07	2017-02-21	$25,272	$25,497	-$225	-$225
2243.82 GNMA II 5% MAY 01 2010	2010-05-13	2017-02-21	$2,244	$2,358	-$114	-$114
2896.18 GNMA SER 2003-19 CL DH 5% MAR 20 2033	2011-04-26	2017-02-21	$2,896	$3,070	-$174	-$174
2695.26 GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2017-02-21	$2,695	$2,978	-$283	-$283
2484.81 GNMA 2002-79 CL KL 5.500% 11/20/2032 DTD 11/29/2002	2013-05-16	2017-02-21	$2,485	$2,873	-$388	-$388
2385.18 GNMA II SER 2003-75 CL ZA 5.5% SEP 20 2033	2011-04-26	2017-02-21	$2,385	$2,585	-$200	-$200
1193.09 GNMA SER 2004-53 CL GE 5% AUG 20 2032	2011-04-12	2017-02-21	$1,193	$1,266	-$73	-$73
1929.92 GNMA SER 2005-26 CL XY 5.5%		2017-02-21	$1,930	$2,183	-$253	-$253
144. PPG INDS INC		2017-02-22	$14,820	$16,097	-$1,277	-$1,277
166. PPG INDS INC		2017-02-22	$17,084	$15,311	$1,773	$1,773
62. PPG INDS INC	2016-01-21	2017-02-22	$6,388	$5,716	$672	$672
29.843 BIOVERATIV INC	2016-07-26	2017-02-23	$1,497	$1,343	$154	$154
65.157 BIOVERATIV INC		2017-02-23	$3,268	$498	$2,770	$2,770
324. FACEBOOK INC-A		2017-02-23	$43,724	$24,681	$19,043	$19,043
97. PPG INDS INC		2017-02-23	$9,965	$8,940	$1,025	$1,025
. BIOVERATIV INC		2017-02-24	$22		$22	$22
3868.73 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033		2017-02-24	$3,869	$4,292	-$423	-$423
2547.39 GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2017-02-24	$2,547	$2,903	-$356	-$356
152.93 COUNTRYWIDE HOME LOANS 2003-56 CL 4A1 VAR RT 12/25/2033	2014-02-25	2017-02-27	$153	$151	$2	$2
1400.63 FANNIE MAE SER 1991-52 CL J 8.5% MAY 25 2021	2013-06-11	2017-02-27	$1,401	$1,645	-$244	-$244
3748.28 FNMA SER 2011-99 CL DB 5% OCT 25 2041	2012-07-05	2017-02-27	$3,748	$4,273	-$525	-$525
4986.43 FNMA 2014-73 CL PJ 3.000% 12/25/2043 DTD 10/01/2014	2016-12-09	2017-02-27	$4,986	$4,997	-$11	-$11
422.11 FNMA 255836 6% 07/01/25	2012-10-18	2017-02-27	$422	$475	-$53	-$53
1375.05 FNMA 256749 6% 06/01/37	2008-09-30	2017-02-27	$1,375	$1,395	-$20	-$20
299.31 FNMA 468852 4.1% 08/01/21	2013-10-23	2017-02-27	$299	$324	-$25	-$25
236.52 FNMA 469130 4.87% 10/01/41	2016-12-20	2017-02-27	$237	$258	-$21	-$21
270.4 FNMA 470883 2.97% 04/01/22	2014-01-03	2017-02-27	$270	$266	$4	$4
4749.17 FNMA 555424 5.5% 05/01/33	2010-09-17	2017-02-27	$4,749	$5,114	-$365	-$365
905.84 FNMA AH5823 4.5% 02/01/41	2011-02-17	2017-02-27	$906	$919	-$13	-$13
317.69 FNMA AL2602 2.646% 10/01/22	2014-10-28	2017-02-27	$318	$321	-$3	-$3
168.1 FNMA AL2965 2.619% 12/01/22	2014-06-11	2017-02-27	$168	$166	$2	$2
195.69 FNMA AL3876 2.764% 06/01/23	2013-12-18	2017-02-27	$196	$191	$5	$5
255.97 FNMA AM3301 2.35% 05/01/23	2014-01-28	2017-02-27	$256	$245	$11	$11
269.01 FNMA AM8970 2.87% 05/01/30	2016-01-27	2017-02-27	$269	$262	$7	$7
214.52 FNMA AU6278 5% 11/01/43	2014-10-28	2017-02-27	$215	$239	-$24	-$24
882.89 FNMA SER 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2017-02-27	$883	$987	-$104	-$104
1450.61 FNMA SER 2003-33 CL-AM 4.25% MAY 25 2033	2011-04-15	2017-02-27	$1,451	$1,491	-$40	-$40
111.03 FNMA SER 2003-42 CL JH 5.5% MAY 25 2033	2011-04-20	2017-02-27	$111	$119	-$8	-$8
1650.14 FNMA SER 2004-60 CL LB 5% APR 25 2034	2011-04-19	2017-02-27	$1,650	$1,759	-$109	-$109
3885.89 FNMA SER 2006-9 CL DG 5.5% MAR 25 2036		2017-02-27	$3,886	$4,396	-$510	-$510
483.79 FNMA SER 2006 102 CL A2 6.5% OCT 25 2036	2011-04-07	2017-02-27	$484	$532	-$48	-$48
320.73 FANNIE MAE SER 2007-22 CL A 5.5% MAR 25 2037	2012-12-04	2017-02-27	$321	$359	-$38	-$38
709.91 FNMA 2009-33 CL FB VAR RT 03/25/2037	2013-03-01	2017-02-27	$710	$720	-$10	-$10
3359.24 FANNIE MAE SER 2010-64 CL DM 5% JUN 25 2040	2011-04-13	2017-02-27	$3,359	$3,547	-$188	-$188
561.76 FNMA 776289 5% 05/01/34	2013-04-04	2017-02-27	$562	$619	-$57	-$57
36.74 FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2017-02-27	$37	$39	-$2	-$2
130.48 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-02-27	$130	$137	-$7	-$7
30.89 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-02-27	$31	$33	-$2	-$2
11.02 FANNIE MAE	2005-03-07	2017-02-27	$11	$12	-$1	-$1
50.86 FANNIE MAE	2005-01-14	2017-02-27	$51	$53	-$2	-$2
235.63 FNMA BC0100 3.5% 12/01/45	2016-06-07	2017-02-27	$236	$249	-$13	-$13
457.97 FNMA BC3492 3.5% 02/01/46	2016-04-05	2017-02-27	$458	$482	-$24	-$24
477.48 FNMA BC4899 3.5% 04/01/46	2016-06-07	2017-02-27	$477	$505	-$28	-$28
4106.07 FNMA 889197 4.5% 11/01/21	2009-12-09	2017-02-27	$4,106	$4,323	-$217	-$217
801.57 FNMA AA0835 5% 01/01/39	2009-07-29	2017-02-27	$802	$817	-$15	-$15
1027.4 FNMA AB1693 4% 11/01/40	2011-03-01	2017-02-27	$1,027	$1,010	$17	$17
1107.82 FNMA AB3678 3.5% 10/01/41	2011-10-26	2017-02-27	$1,108	$1,126	-$18	-$18
572.4 FNMA MA1213 3.5% 10/01/42	2014-02-28	2017-02-27	$572	$572
645.23 FNMA MA1546 3.5% 08/01/43	2014-03-19	2017-02-27	$645	$641	$4	$4
287.16 FNMA MA2369 4% 08/01/45	2016-04-05	2017-02-27	$287	$311	-$24	-$24
228.88 FNMA AD0910 4.632% 04/01/20	2012-10-17	2017-02-27	$229	$268	-$39	-$39
289.96 JP MORGAN MORTGAGE TRUST SER 2004-A1 CL 1A1 4.800801%		2017-02-27	$290	$284	$6	$6
2369.67 MERRILL LYNCH MORTGAGE INVESTO 2003-A5 CL 2A6 VAR RT 08/25/203	2015-12-08	2017-02-27	$2,370	$2,356	$14	$14
1451.8 WELLS FARGO MORTGAGE BACKED SE 2005-AR10 CL 2A2 VAR RT 06/25/20	2013-09-27	2017-02-27	$1,452	$1,474	-$22	-$22
. MERCK & CO INC		2017-02-28	$206		$206	$206
10728.87 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019	2015-09-25	2017-03-15	$10,729	$10,728	$1	$1
43.62 FEDERAL HOME LOAN MORTGAGE CORP	1996-09-30	2017-03-15	$44	$43	$1	$1
1401.15 FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2017-03-15	$1,401	$1,467	-$66	-$66
374.95 FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2017-03-15	$375	$418	-$43	-$43
127.89 FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2017-03-15	$128	$134	-$6	-$6
2155.23 FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2017-03-15	$2,155	$2,228	-$73	-$73
623.33 FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2017-03-15	$623	$617	$6	$6
7.49 FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2017-03-15	$7	$8	-$1	-$1
1511.08 FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2017-03-15	$1,511	$1,506	$5	$5
23.8 FREDDIE MAC	2005-01-19	2017-03-15	$24	$25	-$1	-$1
630.22 FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2017-03-15	$630	$685	-$55	-$55
5030.3 FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2017-03-15	$5,030	$5,289	-$259	-$259
418.99 FHLMC GOLD 3.5% 02/01/46	2016-06-07	2017-03-15	$419	$442	-$23	-$23
332.29 FHLMC SER 2338 CL ZC 6.5% JUL 15 2031	2011-04-19	2017-03-15	$332	$371	-$39	-$39
1483.82 FHLMC SER 1611 CL Z 6.5% NOV 15 2023	2013-08-19	2017-03-15	$1,484	$1,669	-$185	-$185
745.5 FHLMC SER 1974 CL ZA 7% JUL 15 2027	2011-04-25	2017-03-15	$746	$844	-$98	-$98
855.77 FHLMC 2122 CL ZE 6.000% 02/15/2029	2013-01-30	2017-03-15	$856	$978	-$122	-$122
3385.07 FHLMC MAR2310 CL Z 6.000% 04/15/2031 DTD 04/30/2001	2013-09-19	2017-03-15	$3,385	$3,724	-$339	-$339
89.18 FHLMC SER 2532 CL PH 5.5% DEC 15 2032	2011-04-19	2017-03-15	$89	$97	-$8	-$8
866.89 FHLMC	2011-10-05	2017-03-15	$867	$956	-$89	-$89
1252.89 FHLMC SER 2590 CL OA 4% MAR 15 2033	2011-04-13	2017-03-15	$1,253	$1,287	-$34	-$34
909.24 FREDDIE MAC SER 2598 CL QE 5.5% APR 15 2033		2017-03-15	$909	$1,012	-$103	-$103
672.08 FEDERAL HOME LN MTG CORP MULTICLASS	2011-04-21	2017-03-15	$672	$710	-$38	-$38
3858.58 FHLMC SER 2696 CL DG 5.5% OCT 15 2033		2017-03-15	$3,859	$4,310	-$451	-$451
959.68 FREDDIE MAC	2005-09-15	2017-03-15	$960	$984	-$24	-$24
2673.38 FHLMC REMIC SER 3027 CL DE 5% SEP 15 2025	2011-04-19	2017-03-15	$2,673	$2,876	-$203	-$203
628.86 FHLMC SER 3508 CL PK 4% FEB 15 2039	2011-04-27	2017-03-15	$629	$637	-$8	-$8
4770.6 FHLMC SER 3653 CL B 4.500% 04/15/2030	2011-12-29	2017-03-15	$4,771	$5,194	-$423	-$423
1554.09 FHLMC SER 3631 CL PA 4% FEB 15 2040	2011-04-26	2017-03-15	$1,554	$1,601	-$47	-$47
569.42 GNMA 737022 4.5% 02/15/40	2010-05-13	2017-03-15	$569	$584	-$15	-$15
125.98 GNMA POOL NO 550851	2001-10-17	2017-03-15	$126	$131	-$5	-$5
235.52 GNMA 550750 5.5% 12/15/35	2013-07-23	2017-03-15	$236	$258	-$22	-$22
108.56 GNMA 658181 5.5% 11/15/36	2011-01-26	2017-03-15	$109	$118	-$9	-$9
1320.17 GNMA 701738 5% 03/15/39	2009-07-29	2017-03-15	$1,320	$1,350	-$30	-$30
7000. NOBLE HOLDING INTL LTD 2 1/2% MAR 15 2017	2012-02-07	2017-03-15	$7,000	$6,996	$4	$4
40000. CREDIT SUISSE NEW YORK NON-TRADEABLE ASSET	2010-02-11	2017-03-16	$41,459	$41,700	-$241	-$241
722.78 GNMA 2003-26 CL MB	2012-09-10	2017-03-16	$723	$797	-$74	-$74
4277.85 GNMA 2009-84 CL C 4.000% 09/16/2024 DTD 09/29/2009	2013-06-18	2017-03-16	$4,278	$4,593	-$315	-$315
3903.49 GNMA 2010-162 CL QK 4.500% 06/16/2039 DTD 12/29/2010	2016-12-14	2017-03-16	$3,903	$4,021	-$118	-$118
191. HOME DEPOT INC		2017-03-17	$28,365	$7,271	$21,094	$21,094
67. HOME DEPOT INC	2011-09-29	2017-03-17	$9,933	$2,263	$7,670	$7,670
48. YUM BRANDS INC		2017-03-17	$3,065	$2,763	$302	$302
99. YUM BRANDS INC	2016-03-16	2017-03-17	$6,334	$5,423	$911	$911
167. YUM BRANDS INC	2016-04-08	2017-03-17	$10,684	$9,603	$1,081	$1,081
23651.41 CAPITAL AUTO RECEIVABLES ASSET 2014-1 CL A4 1.690% 10/22/2018	2014-02-07	2017-03-20	$23,651	$23,862	-$211	-$211
1984.97 GNMA II 5% MAY 01 2010	2010-05-13	2017-03-20	$1,985	$2,086	-$101	-$101
2141.84 GNMA SER 2003-19 CL DH 5% MAR 20 2033	2011-04-26	2017-03-20	$2,142	$2,270	-$128	-$128
2699.33 GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2017-03-20	$2,699	$2,983	-$284	-$284
1924.83 GNMA 2002-79 CL KL 5.500% 11/20/2032 DTD 11/29/2002	2013-05-16	2017-03-20	$1,925	$2,226	-$301	-$301
2022.14 GNMA II SER 2003-75 CL ZA 5.5% SEP 20 2033	2011-04-26	2017-03-20	$2,022	$2,191	-$169	-$169
3970.43 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033		2017-03-20	$3,970	$4,405	-$435	-$435
670.97 GNMA SER 2004-53 CL GE 5% AUG 20 2032	2011-04-12	2017-03-20	$671	$712	-$41	-$41
1512.55 GNMA SER 2005-26 CL XY 5.5%		2017-03-20	$1,513	$1,711	-$198	-$198
1604.06 GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2017-03-20	$1,604	$1,828	-$224	-$224
277. YUM BRANDS INC		2017-03-20	$17,722	$15,161	$2,561	$2,561
3872.33 COUNTRYWIDE HOME LOANS 2003-56 CL 4A1 VAR RT 12/25/2033	2014-02-25	2017-03-27	$3,872	$3,825	$47	$47
1423.48 FANNIE MAE SER 1991-52 CL J 8.5% MAY 25 2021	2013-06-11	2017-03-27	$1,423	$1,672	-$249	-$249
3300.18 FNMA SER 2011-99 CL DB 5% OCT 25 2041	2012-07-05	2017-03-27	$3,300	$3,762	-$462	-$462
4273.24 FNMA 2014-73 CL PJ 3.000% 12/25/2043 DTD 10/01/2014	2016-12-09	2017-03-27	$4,273	$4,283	-$10	-$10
1747.77 FNMA 255836 6% 07/01/25	2012-10-18	2017-03-27	$1,748	$1,966	-$218	-$218
2228.03 FNMA 256749 6% 06/01/37	2008-09-30	2017-03-27	$2,228	$2,261	-$33	-$33
372.06 FNMA 468852 4.1% 08/01/21	2013-10-23	2017-03-27	$372	$403	-$31	-$31
330.65 FNMA 469130 4.87% 10/01/41	2016-12-20	2017-03-27	$331	$360	-$29	-$29
329.26 FNMA 470883 2.97% 04/01/22	2014-01-03	2017-03-27	$329	$324	$5	$5
4098.48 FNMA 555424 5.5% 05/01/33	2010-09-17	2017-03-27	$4,098	$4,413	-$315	-$315
6648.94 FNMA AH5823 4.5% 02/01/41	2011-02-17	2017-03-27	$6,649	$6,749	-$100	-$100
380.44 FNMA AL2602 2.646% 10/01/22	2014-10-28	2017-03-27	$380	$384	-$4	-$4
204.95 FNMA AL2965 2.619% 12/01/22	2014-06-11	2017-03-27	$205	$202	$3	$3
246.72 FNMA AL3876 2.764% 06/01/23	2013-12-18	2017-03-27	$247	$241	$6	$6
296.67 FNMA AM3301 2.35% 05/01/23	2014-01-28	2017-03-27	$297	$284	$13	$13
346.87 FNMA AM8970 2.87% 05/01/30	2016-01-27	2017-03-27	$347	$338	$9	$9
3028.31 FNMA AU6278 5% 11/01/43	2014-10-28	2017-03-27	$3,028	$3,368	-$340	-$340
680.91 FNMA SER 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2017-03-27	$681	$761	-$80	-$80
1821.26 FNMA SER 2003-33 CL-AM 4.25% MAY 25 2033	2011-04-15	2017-03-27	$1,821	$1,871	-$50	-$50
589.19 FNMA SER 2003-42 CL JH 5.5% MAY 25 2033	2011-04-20	2017-03-27	$589	$633	-$44	-$44
1617.86 FNMA SER 2004-60 CL LB 5% APR 25 2034	2011-04-19	2017-03-27	$1,618	$1,725	-$107	-$107
3838.09 FNMA SER 2006-9 CL DG 5.5% MAR 25 2036		2017-03-27	$3,838	$4,342	-$504	-$504
219.73 FNMA SER 2006 102 CL A2 6.5% OCT 25 2036	2011-04-07	2017-03-27	$220	$242	-$22	-$22
381.51 FANNIE MAE SER 2007-22 CL A 5.5% MAR 25 2037	2012-12-04	2017-03-27	$382	$427	-$45	-$45
953.72 FNMA 2009-33 CL FB VAR RT 03/25/2037	2013-03-01	2017-03-27	$954	$967	-$13	-$13
3049.57 FANNIE MAE SER 2010-64 CL DM 5% JUN 25 2040	2011-04-13	2017-03-27	$3,050	$3,220	-$170	-$170
687.34 FNMA 776289 5% 05/01/34	2013-04-04	2017-03-27	$687	$757	-$70	-$70
33.21 FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2017-03-27	$33	$35	-$2	-$2
155.3 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-03-27	$155	$163	-$8	-$8
1051.88 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-03-27	$1,052	$1,120	-$68	-$68
11.09 FANNIE MAE	2005-03-07	2017-03-27	$11	$12	-$1	-$1
51.12 FANNIE MAE	2005-01-14	2017-03-27	$51	$53	-$2	-$2
236.64 FNMA BC0100 3.5% 12/01/45	2016-06-07	2017-03-27	$237	$250	-$13	-$13
447.19 FNMA BC3492 3.5% 02/01/46	2016-04-05	2017-03-27	$447	$470	-$23	-$23
455.58 FNMA BC4899 3.5% 04/01/46	2016-06-07	2017-03-27	$456	$482	-$26	-$26
3627.42 FNMA 889197 4.5% 11/01/21	2009-12-09	2017-03-27	$3,627	$3,819	-$192	-$192
63.86 FNMA AA0835 5% 01/01/39	2009-07-29	2017-03-27	$64	$65	-$1	-$1
8922.05 FNMA AB1693 4% 11/01/40	2011-03-01	2017-03-27	$8,922	$8,767	$155	$155
2999.03 FNMA AB3678 3.5% 10/01/41	2011-10-26	2017-03-27	$2,999	$3,048	-$49	-$49
614.4 FNMA MA1213 3.5% 10/01/42	2014-02-28	2017-03-27	$614	$614
954.47 FNMA MA1546 3.5% 08/01/43	2014-03-19	2017-03-27	$954	$948	$6	$6
289.82 FNMA MA2369 4% 08/01/45	2016-04-05	2017-03-27	$290	$314	-$24	-$24
299.43 FNMA AD0910 4.632% 04/01/20	2012-10-17	2017-03-27	$299	$351	-$52	-$52
293.69 JP MORGAN MORTGAGE TRUST SER 2004-A1 CL 1A1 4.800801%		2017-03-27	$295	$287	$8	$8
369.82 MERRILL LYNCH MORTGAGE INVESTO 2003-A5 CL 2A6 VAR RT 08/25/2033	2015-12-08	2017-03-27	$370	$368	$2	$2
1704.25 WELLS FARGO MORTGAGE BACKED SE 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2017-03-27	$1,704	$1,731	-$27	-$27
. BAXTER INTL INC		2017-03-30	$188		$188	$188
118086.792 BLACKSTONE COMMERCIAL REAL ESTATE DEBT OFFSHORE LTD BCRED -	2013-04-05	2017-03-30	$69,349	$101,814	-$32,465	-$32,465
60273.06 JPMORGAN US LARGE CAP CORE PLUS FUND SEL		2017-04-06	$1,810,000	$1,251,857	$558,143	$558,143
2. BROADCOM LTD	2013-04-29	2017-04-12	$421	$70	$351	$351
3. BROADCOM LTD	2013-04-29	2017-04-12	$632	$105	$527	$527
10. BROADCOM LTD	2013-04-29	2017-04-12	$2,090	$349	$1,741	$1,741
4. BROADCOM LTD	2013-04-29	2017-04-12	$836	$139	$697	$697
1. BROADCOM LTD	2013-04-29	2017-04-12	$211	$35	$176	$176
12. BROADCOM LTD	2013-04-29	2017-04-12	$2,511	$418	$2,093	$2,093
2. BROADCOM LTD	2013-04-29	2017-04-12	$419	$70	$349	$349
16. BROADCOM LTD	2013-04-29	2017-04-12	$3,424	$558	$2,866	$2,866
36. BROADCOM LTD	2013-04-29	2017-04-12	$7,549	$1,255	$6,294	$6,294
11. BROADCOM LTD	2013-04-29	2017-04-12	$2,316	$383	$1,933	$1,933
3. BROADCOM LTD	2013-04-29	2017-04-12	$629	$105	$524	$524
1. BROADCOM LTD	2013-04-29	2017-04-13	$212	$35	$177	$177
15. BROADCOM LTD	2013-04-29	2017-04-13	$3,179	$523	$2,656	$2,656
13. BROADCOM LTD	2013-04-29	2017-04-13	$2,748	$453	$2,295	$2,295
20. BROADCOM LTD	2013-04-29	2017-04-13	$4,239	$697	$3,542	$3,542
5. BROADCOM LTD	2013-04-29	2017-04-13	$1,062	$174	$888	$888
26. BROADCOM LTD	2013-04-29	2017-04-13	$5,549	$906	$4,643	$4,643
13. BROADCOM LTD	2013-04-29	2017-04-13	$2,764	$453	$2,311	$2,311
1. BROADCOM LTD	2013-04-29	2017-04-13	$212	$35	$177	$177
9. BROADCOM LTD	2013-04-29	2017-04-13	$1,921	$314	$1,607	$1,607
44. FEDERAL HOME LOAN MORTGAGE CORP	1996-09-30	2017-04-17	$44	$44
1330.86 FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2017-04-17	$1,331	$1,393	-$62	-$62
643.53 FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2017-04-17	$644	$717	-$73	-$73
112.71 FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2017-04-17	$113	$118	-$5	-$5
1828.44 FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2017-04-17	$1,828	$1,890	-$62	-$62
111.09 FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2017-04-17	$111	$110	$1	$1
7.54 FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2017-04-17	$8	$8
2472.84 FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2017-04-17	$2,473	$2,464	$9	$9
24.11 FREDDIE MAC	2005-01-19	2017-04-17	$24	$25	-$1	-$1
672.18 FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2017-04-17	$672	$730	-$58	-$58
310.61 FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2017-04-17	$311	$327	-$16	-$16
395.06 FHLMC GOLD 3.5% 02/01/46	2016-06-07	2017-04-17	$395	$417	-$22	-$22
1809.53 FHLMC SER 2338 CL ZC 6.5% JUL 15 2031	2011-04-19	2017-04-17	$1,810	$2,022	-$212	-$212
1843. FHLMC SER 1611 CL Z 6.5% NOV 15 2023	2013-08-19	2017-04-17	$1,843	$2,073	-$230	-$230
854.75 FHLMC SER 1974 CL ZA 7% JUL 15 2027	2011-04-25	2017-04-17	$855	$968	-$113	-$113
751.34 FHLMC 2122 CL ZE 6.000% 02/15/2029	2013-01-30	2017-04-17	$751	$859	-$108	-$108
728.96 FHLMC MAR2310 CL Z 6.000% 04/15/2031 DTD 04/30/2001	2013-09-19	2017-04-17	$729	$802	-$73	-$73
151.15 FHLMC SER 2532 CL PH 5.5% DEC 15 2032	2011-04-19	2017-04-17	$151	$164	-$13	-$13
120.33 FHLMC	2011-10-05	2017-04-17	$120	$133	-$13	-$13
1548.91 FHLMC SER 2590 CL OA 4% MAR 15 2033	2011-04-13	2017-04-17	$1,549	$1,591	-$42	-$42
3791.99 FREDDIE MAC SER 2598 CL QE 5.5% APR 15 2033		2017-04-17	$3,792	$4,221	-$429	-$429
656.03 FEDERAL HOME LN MTG CORP MULTICLASS	2011-04-21	2017-04-17	$656	$693	-$37	-$37
2545.68 FHLMC SER 2696 CL DG 5.5% OCT 15 2033		2017-04-17	$2,546	$2,844	-$298	-$298
1095.87 FREDDIE MAC	2005-09-15	2017-04-17	$1,096	$1,124	-$28	-$28
2632.76 FHLMC REMIC SER 3027 CL DE 5% SEP 15 2025	2011-04-19	2017-04-17	$2,633	$2,832	-$199	-$199
756.3 FHLMC SER 3508 CL PK 4% FEB 15 2039	2011-04-27	2017-04-17	$756	$766	-$10	-$10
3048.82 FHLMC SER 3653 CL B 4.500% 04/15/2030	2011-12-29	2017-04-17	$3,049	$3,319	-$270	-$270
2313.11 FHLMC SER 3631 CL PA 4% FEB 15 2040	2011-04-26	2017-04-17	$2,313	$2,383	-$70	-$70
4450.99 GNMA 737022 4.5% 02/15/40	2010-05-13	2017-04-17	$4,451	$4,563	-$112	-$112
134.01 GNMA POOL NO 550851	2001-10-17	2017-04-17	$134	$139	-$5	-$5
3479.01 GNMA 550750 5.5% 12/15/35	2013-07-23	2017-04-17	$3,479	$3,805	-$326	-$326
1270.02 GNMA 658181 5.5% 11/15/36	2011-01-26	2017-04-17	$1,270	$1,379	-$109	-$109
1256.7 GNMA 701738 5% 03/15/39	2009-07-29	2017-04-17	$1,257	$1,285	-$28	-$28
832.54 GNMA 2003-26 CL MB	2012-09-10	2017-04-17	$833	$918	-$85	-$85
7693.16 GNMA 2009-84 CL C 4.000% 09/16/2024 DTD 09/29/2009	2013-06-18	2017-04-17	$7,693	$8,261	-$568	-$568
3374.1 GNMA 2010-162 CL QK 4.500% 06/16/2039 DTD 12/29/2010	2016-12-14	2017-04-17	$3,374	$3,475	-$101	-$101
17348.23 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019	2015-09-25	2017-04-18	$17,348	$17,347	$1	$1
25796.05 CAPITAL AUTO RECEIVABLES ASSET 2014-1 CL A4 1.690% 10/22/2018	2014-02-07	2017-04-20	$25,796	$26,026	-$230	-$230
22. COSTCO WHSL CORP NEW	2015-08-14	2017-04-20	$3,751	$3,213	$538	$538
2121.81 GNMA II 5% MAY 01 2010	2010-05-13	2017-04-20	$2,122	$2,230	-$108	-$108
3903.13 GNMA SER 2003-19 CL DH 5% MAR 20 2033	2011-04-26	2017-04-20	$3,903	$4,137	-$234	-$234
1833.63 GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2017-04-20	$1,834	$2,026	-$192	-$192
2596.58 GNMA 2002-79 CL KL 5.500% 11/20/2032 DTD 11/29/2002	2013-05-16	2017-04-20	$2,597	$3,002	-$405	-$405
1937.88 GNMA II SER 2003-75 CL ZA 5.5% SEP 20 2033	2011-04-26	2017-04-20	$1,938	$2,100	-$162	-$162
4046.28 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033		2017-04-20	$4,046	$4,489	-$443	-$443
843.78 GNMA SER 2004-53 CL GE 5% AUG 20 2032	2011-04-12	2017-04-20	$844	$895	-$51	-$51
1631.67 GNMA SER 2005-26 CL XY 5.5%		2017-04-20	$1,632	$1,845	-$213	-$213
1702.84 GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2017-04-20	$1,703	$1,941	-$238	-$238
206. MARSH & MCLENNAN COS INC		2017-04-20	$15,107	$9,040	$6,067	$6,067
205. MARSH & MCLENNAN COS INC		2017-04-20	$15,035	$8,894	$6,141	$6,141
55. COSTCO WHSL CORP NEW	2015-08-14	2017-04-21	$9,399	$8,032	$1,367	$1,367
9. COSTCO WHSL CORP NEW	2015-08-14	2017-04-21	$1,539	$1,314	$225	$225
29. MARSH & MCLENNAN COS INC		2017-04-21	$2,085	$1,252	$833	$833
181. MARSH & MCLENNAN COS INC		2017-04-21	$13,123	$7,744	$5,379	$5,379
4. COSTCO WHSL CORP NEW	2015-08-14	2017-04-24	$688	$584	$104	$104
7. COSTCO WHSL CORP NEW	2015-08-14	2017-04-24	$1,200	$1,022	$178	$178
7. COSTCO WHSL CORP NEW	2015-08-14	2017-04-24	$1,203	$1,022	$181	$181
752. PROCTER & GAMBLE CO	1996-02-29	2017-04-24	$67,299	$15,260	$52,039	$52,039
143.28 COUNTRYWIDE HOME LOANS 2003-56 CL 4A1 VAR RT 12/25/2033	2014-02-25	2017-04-25	$143	$142	$1	$1
14653.5 FANNIE MAE SER 1991-52 CL J 8.5% MAY 25 2021	2013-06-11	2017-04-25	$14,654	$17,209	-$2,555	-$2,555
3484.45 FNMA SER 2011-99 CL DB 5% OCT 25 2041	2012-07-05	2017-04-25	$3,484	$3,972	-$488	-$488
3242.5 FNMA 2014-73 CL PJ 3.000% 12/25/2043 DTD 10/01/2014	2016-12-09	2017-04-25	$3,243	$3,250	-$7	-$7
2679.79 FNMA 255836 6% 07/01/25	2012-10-18	2017-04-25	$2,680	$3,015	-$335	-$335
913.02 FNMA 256749 6% 06/01/37	2008-09-30	2017-04-25	$913	$927	-$14	-$14
302.04 FNMA 468852 4.1% 08/01/21	2013-10-23	2017-04-25	$302	$327	-$25	-$25
239.45 FNMA 469130 4.87% 10/01/41	2016-12-20	2017-04-25	$239	$261	-$22	-$22
272.64 FNMA 470883 2.97% 04/01/22	2014-01-03	2017-04-25	$273	$268	$5	$5
5731.56 FNMA 555424 5.5% 05/01/33	2010-09-17	2017-04-25	$5,732	$6,172	-$440	-$440
2462.31 FNMA AH5823 4.5% 02/01/41	2011-02-17	2017-04-25	$2,462	$2,499	-$37	-$37
320.08 FNMA AL2602 2.646% 10/01/22	2014-10-28	2017-04-25	$320	$323	-$3	-$3
169.47 FNMA AL2965 2.619% 12/01/22	2014-06-11	2017-04-25	$169	$167	$2	$2
197.42 FNMA AL3876 2.764% 06/01/23	2013-12-18	2017-04-25	$197	$193	$4	$4
257.62 FNMA AM3301 2.35% 05/01/23	2014-01-28	2017-04-25	$258	$247	$11	$11
271.33 FNMA AM8970 2.87% 05/01/30	2016-01-27	2017-04-25	$271	$265	$6	$6
4752.53 FNMA AU6278 5% 11/01/43	2014-10-28	2017-04-25	$4,753	$5,286	-$533	-$533
661.03 FNMA SER 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2017-04-25	$661	$739	-$78	-$78
2566.83 FNMA SER 2003-33 CL-AM 4.25% MAY 25 2033	2011-04-15	2017-04-25	$2,567	$2,637	-$70	-$70
177.87 FNMA SER 2003-42 CL JH 5.5% MAY 25 2033	2011-04-20	2017-04-25	$178	$191	-$13	-$13
1586.25 FNMA SER 2004-60 CL LB 5% APR 25 2034	2011-04-19	2017-04-25	$1,586	$1,691	-$105	-$105
1032.17 FNMA SER 2006-9 CL DG 5.5% MAR 25 2036		2017-04-25	$1,032	$1,168	-$136	-$136
435.81 FNMA SER 2006 102 CL A2 6.5% OCT 25 2036	2011-04-07	2017-04-25	$436	$479	-$43	-$43
277.76 FANNIE MAE SER 2007-22 CL A 5.5% MAR 25 2037	2012-12-04	2017-04-25	$278	$311	-$33	-$33
721.38 FNMA 2009-33 CL FB VAR RT 03/25/2037	2013-03-01	2017-04-25	$721	$732	-$11	-$11
2795.98 FANNIE MAE SER 2010-64 CL DM 5% JUN 25 2040	2011-04-13	2017-04-25	$2,796	$2,952	-$156	-$156
427.54 FNMA 776289 5% 05/01/34	2013-04-04	2017-04-25	$428	$471	-$43	-$43
2079.16 FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2017-04-25	$2,079	$2,186	-$107	-$107
154.07 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-04-25	$154	$162	-$8	-$8
28.98 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-04-25	$29	$31	-$2	-$2
11.16 FANNIE MAE	2005-03-07	2017-04-25	$11	$12	-$1	-$1
51.39 FANNIE MAE	2005-01-14	2017-04-25	$51	$53	-$2	-$2
237.54 FNMA BC0100 3.5% 12/01/45	2016-06-07	2017-04-25	$238	$251	-$13	-$13
459.95 FNMA BC3492 3.5% 02/01/46	2016-04-05	2017-04-25	$460	$484	-$24	-$24
498.52 FNMA BC4899 3.5% 04/01/46	2016-06-07	2017-04-25	$499	$527	-$28	-$28
3597.57 FNMA 889197 4.5% 11/01/21	2009-12-09	2017-04-25	$3,598	$3,788	-$190	-$190
70.08 FNMA AA0835 5% 01/01/39	2009-07-29	2017-04-25	$70	$71	-$1	-$1
5091.39 FNMA AB1693 4% 11/01/40	2011-03-01	2017-04-25	$5,091	$5,003	$88	$88
1664.54 FNMA AB3678 3.5% 10/01/41	2011-10-26	2017-04-25	$1,665	$1,692	-$27	-$27
822.46 FNMA MA1213 3.5% 10/01/42	2014-02-28	2017-04-25	$822	$822
1310.56 FNMA MA1546 3.5% 08/01/43	2014-03-19	2017-04-25	$1,311	$1,301	$10	$10
3390.1 FNMA MA2369 4% 08/01/45	2016-04-05	2017-04-25	$3,390	$3,675	-$285	-$285
231.47 FNMA AD0910 4.632% 04/01/20	2012-10-17	2017-04-25	$231	$271	-$40	-$40
7899.03 JP MORGAN MORTGAGE TRUST SER 2004-A1 CL 1A1 4.800801%		2017-04-25	$7,899	$7,729	$170	$170
869.53 MERRILL LYNCH MORTGAGE INVESTO 2003-A5 CL 2A6 VAR RT 08/25/2033	2015-12-08	2017-04-25	$870	$864	$6	$6
2965.38 WELLS FARGO MORTGAGE BACKED SE 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2017-04-25	$2,965	$3,012	-$47	-$47
11. DISCOVER FINL SVCS	2015-08-14	2017-05-02	$681	$615	$66	$66
38. DISCOVER FINL SVCS	2015-08-14	2017-05-02	$2,352	$2,124	$228	$228
5. DISCOVER FINL SVCS	2015-08-14	2017-05-03	$307	$279	$28	$28
6. DISCOVER FINL SVCS	2015-08-14	2017-05-03	$367	$335	$32	$32
34. DISCOVER FINL SVCS	2015-08-14	2017-05-03	$2,084	$1,900	$184	$184
11. DISCOVER FINL SVCS	2015-08-14	2017-05-03	$673	$615	$58	$58
25. DISCOVER FINL SVCS	2015-08-14	2017-05-03	$1,526	$1,397	$129	$129
262. COSTCO WHSL CORP NEW		2017-05-04	$47,801	$31,834	$15,967	$15,967
22. DISCOVER FINL SVCS	2015-08-14	2017-05-04	$1,337	$1,229	$108	$108
8. DISCOVER FINL SVCS	2015-08-14	2017-05-04	$484	$447	$37	$37
90. ILLUMINA INC		2017-05-04	$16,950	$18,182	-$1,232	-$1,232
6. DISCOVER FINL SVCS	2015-08-14	2017-05-05	$364	$335	$29	$29
7. DISCOVER FINL SVCS	2015-08-14	2017-05-05	$422	$391	$31	$31
61. DISCOVER FINL SVCS	2015-08-14	2017-05-05	$3,683	$3,409	$274	$274
2. DISCOVER FINL SVCS	2015-08-14	2017-05-05	$122	$112	$10	$10
3. DISCOVER FINL SVCS	2015-08-14	2017-05-05	$181	$168	$13	$13
63. ILLUMINA INC		2017-05-05	$11,814	$10,385	$1,429	$1,429
5. DISCOVER FINL SVCS	2015-08-14	2017-05-08	$302	$279	$23	$23
2. DISCOVER FINL SVCS	2015-08-14	2017-05-08	$120	$112	$8	$8
16. DISCOVER FINL SVCS	2015-08-14	2017-05-08	$965	$894	$71	$71
12. DISCOVER FINL SVCS	2015-08-14	2017-05-08	$725	$671	$54	$54
2. DISCOVER FINL SVCS	2015-08-14	2017-05-08	$121	$112	$9	$9
1. DISCOVER FINL SVCS	2015-08-14	2017-05-08	$60	$56	$4	$4
13. ILLUMINA INC	2016-03-22	2017-05-08	$2,397	$2,030	$367	$367
4. DISCOVER FINL SVCS	2015-08-14	2017-05-09	$242	$224	$18	$18
19. DISCOVER FINL SVCS	2015-08-14	2017-05-09	$1,151	$1,062	$89	$89
9. DISCOVER FINL SVCS	2015-08-14	2017-05-09	$546	$503	$43	$43
22. DISCOVER FINL SVCS	2015-08-14	2017-05-09	$1,335	$1,229	$106	$106
16. DISCOVER FINL SVCS	2015-08-14	2017-05-09	$972	$894	$78	$78
47. ILLUMINA INC	2016-03-22	2017-05-09	$8,608	$7,338	$1,270	$1,270
2. ILLUMINA INC	2016-03-22	2017-05-09	$368	$312	$56	$56
4. DISCOVER FINL SVCS	2015-08-14	2017-05-10	$242	$224	$18	$18
12. DISCOVER FINL SVCS	2015-08-14	2017-05-10	$724	$671	$53	$53
75000. AT&T INC 3.000% 06/30/2022 DTD 05/04/201	2016-09-09	2017-05-11	$74,734	$76,961	-$2,227	-$2,227
109403.255 ISHARES RUSSELL MIDCAP INDEX FD CL K	2016-09-21	2017-05-15	$1,210,000	$1,110,443	$99,557	$99,557
14689.56 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019	2015-09-25	2017-05-15	$14,690	$14,689	$1	$1
399. DISCOVER FINL SVCS	2015-08-14	2017-05-15	$24,188	$22,297	$1,891	$1,891
339. DISCOVER FINL SVCS		2017-05-15	$20,560	$17,601	$2,959	$2,959
44.23 FEDERAL HOME LOAN MORTGAGE CORP	1996-09-30	2017-05-15	$44	$44
601.07 FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2017-05-15	$601	$629	-$28	-$28
395.3 FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2017-05-15	$395	$440	-$45	-$45
82.33 FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2017-05-15	$82	$87	-$5	-$5
2573.11 FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2017-05-15	$2,573	$2,660	-$87	-$87
2693.25 FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2017-05-15	$2,693	$2,666	$27	$27
7.59 FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2017-05-15	$8	$8
1977.28 FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2017-05-15	$1,977	$1,970	$7	$7
24.05 FREDDIE MAC	2005-01-19	2017-05-15	$24	$25	-$1	-$1
3014. FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2017-05-15	$3,014	$3,274	-$260	-$260
328.02 FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2017-05-15	$328	$345	-$17	-$17
393.72 FHLMC GOLD 3.5% 02/01/46	2016-06-07	2017-05-15	$394	$416	-$22	-$22
311.75 FHLMC SER 2338 CL ZC 6.5% JUL 15 2031	2011-04-19	2017-05-15	$312	$348	-$36	-$36
1960.79 FHLMC SER 1611 CL Z 6.5% NOV 15 2023	2013-08-19	2017-05-15	$1,961	$2,206	-$245	-$245
608.72 FHLMC SER 1974 CL ZA 7% JUL 15 2027	2011-04-25	2017-05-15	$609	$689	-$80	-$80
1397.74 FHLMC 2122 CL ZE 6.000% 02/15/2029	2013-01-30	2017-05-15	$1,398	$1,598	-$200	-$200
1337.23 FHLMC MAR2310 CL Z 6.000% 04/15/2031 DTD 04/30/2001	2013-09-19	2017-05-15	$1,337	$1,471	-$134	-$134
155.69 FHLMC SER 2532 CL PH 5.5% DEC 15 2032	2011-04-19	2017-05-15	$156	$169	-$13	-$13
293.11 FHLMC	2011-10-05	2017-05-15	$293	$323	-$30	-$30
2023.39 FHLMC SER 2590 CL OA 4% MAR 15 2033	2011-04-13	2017-05-15	$2,023	$2,078	-$55	-$55
1381.79 FREDDIE MAC SER 2598 CL QE 5.5% APR 15 2033		2017-05-15	$1,382	$1,538	-$156	-$156
734.47 FEDERAL HOME LN MTG CORP MULTICLASS	2011-04-21	2017-05-15	$734	$776	-$42	-$42
773.86 FHLMC SER 2696 CL DG 5.5% OCT 15 2033		2017-05-15	$774	$864	-$90	-$90
562.03 FREDDIE MAC	2005-09-15	2017-05-15	$562	$576	-$14	-$14
2174.98 FHLMC REMIC SER 3027 CL DE 5% SEP 15 2025	2011-04-19	2017-05-15	$2,175	$2,339	-$164	-$164
315.16 FHLMC SER 3508 CL PK 4% FEB 15 2039	2011-04-27	2017-05-15	$315	$319	-$4	-$4
2652.68 FHLMC SER 3653 CL B 4.500% 04/15/2030	2011-12-29	2017-05-15	$2,653	$2,888	-$235	-$235
1455.58 FHLMC SER 3631 CL PA 4% FEB 15 2040	2011-04-26	2017-05-15	$1,456	$1,499	-$43	-$43
4980.51 GNMA 737022 4.5% 02/15/40	2010-05-13	2017-05-15	$4,981	$5,105	-$124	-$124
126.13 GNMA POOL NO 550851	2001-10-17	2017-05-15	$126	$131	-$5	-$5
211.85 GNMA 550750 5.5% 12/15/35	2013-07-23	2017-05-15	$212	$232	-$20	-$20
112.56 GNMA 658181 5.5% 11/15/36	2011-01-26	2017-05-15	$113	$122	-$9	-$9
2429.02 GNMA 701738 5% 03/15/39	2009-07-29	2017-05-15	$2,429	$2,484	-$55	-$55
18. TRANSCANADA CORP	2016-07-07	2017-05-15	$840	$831	$9	$9
546. TRANSCANADA CORP		2017-05-15	$25,511	$24,744	$767	$767
686. JOHNSON CONTROLS INTERNATIONAL PLC	2016-09-07	2017-05-15	$29,153	$32,861	-$3,708	-$3,708
312. JOHNSON CONTROLS INTERNATIONAL PLC		2017-05-15	$13,258	$14,501	-$1,243	-$1,243
7. JOHNSON CONTROLS INTERNATIONAL PLC	2016-10-03	2017-05-15	$297	$325	-$28	-$28
534.1 GNMA 2003-26 CL MB	2012-09-10	2017-05-16	$534	$589	-$55	-$55
371.42 GNMA 2004-19 CL KE 5.000% 03/16/2034 DTD 03/30/2004		2017-05-16	$371	$411	-$40	-$40
3390.47 GNMA 2009-84 CL C 4.000% 09/16/2024 DTD 09/29/2009	2013-06-18	2017-05-16	$3,390	$3,641	-$251	-$251
2879.12 GNMA 2010-162 CL QK 4.500% 06/16/2039 DTD 12/29/2010	2016-12-14	2017-05-16	$2,879	$2,965	-$86	-$86
258. TRANSCANADA CORP	2016-06-30	2017-05-16	$11,995	$11,562	$433	$433
1. TRANSCANADA CORP	2016-06-30	2017-05-16	$47	$45	$2	$2
10. TRANSCANADA CORP	2016-06-30	2017-05-16	$464	$448	$16	$16
7. TRANSCANADA CORP	2016-06-30	2017-05-16	$329	$314	$15	$15
53. TRANSCANADA CORP		2017-05-16	$2,454	$2,375	$79	$79
109. JOHNSON CONTROLS INTERNATIONAL PLC	2016-10-03	2017-05-16	$4,612	$5,054	-$442	-$442
28. TRANSCANADA CORP	2016-11-16	2017-05-17	$1,287	$1,240	$47	$47
525. TRANSCANADA CORP		2017-05-17	$23,934	$23,209	$725	$725
22. GENERAL MOTORS CO		2017-05-18	$712	$673	$39	$39
500. GENERAL MOTORS CO		2017-05-18	$16,205	$14,115	$2,090	$2,090
213. GENERAL MOTORS CO		2017-05-18	$6,924	$5,407	$1,517	$1,517
24. GENERAL MOTORS CO	2012-12-05	2017-05-18	$779	$609	$170	$170
80. GENERAL MOTORS CO	2012-12-05	2017-05-18	$2,587	$2,030	$557	$557
1. TRANSCANADA CORP	2016-11-15	2017-05-18	$46	$44	$2	$2
1. TRANSCANADA CORP	2016-11-15	2017-05-18	$45	$44	$1	$1
10. TRANSCANADA CORP	2016-11-15	2017-05-18	$454	$440	$14	$14
5. TRANSCANADA CORP	2016-11-15	2017-05-18	$228	$220	$8	$8
197. VERTEX PHARMACEUTICALS INC		2017-05-18	$23,110	$25,689	-$2,579	-$2,579
31. VERTEX PHARMACEUTICALS INC		2017-05-18	$3,627	$3,612	$15	$15
67. GENERAL MOTORS CO	2012-12-05	2017-05-19	$2,199	$1,700	$499	$499
748. GENERAL MOTORS CO		2017-05-19	$24,495	$18,768	$5,727	$5,727
36. GENERAL MOTORS CO	2012-09-19	2017-05-19	$1,184	$901	$283	$283
59. GENERAL MOTORS CO	2012-09-19	2017-05-19	$1,930	$1,477	$453	$453
142. GENERAL MOTORS CO	2012-09-19	2017-05-19	$4,646	$3,554	$1,092	$1,092
59. GENERAL MOTORS CO	2012-09-19	2017-05-19	$1,930	$1,477	$453	$453
103. GENERAL MOTORS CO	2012-09-19	2017-05-19	$3,368	$2,578	$790	$790
13. TRANSCANADA CORP	2016-11-15	2017-05-19	$603	$572	$31	$31
8. TRANSCANADA CORP	2016-11-15	2017-05-19	$367	$352	$15	$15
31000. BP CAPITAL MARKETS PLC 2.750% 05/10/2023 DTD 05/10/2013	2016-04-21	2017-05-22	$31,042	$30,876	$166	$166
65000. BERKSHIRE HATHAWAY INC 3.4% JAN 31 2022	2014-06-30	2017-05-22	$68,571	$67,595	$976	$976
20171.55 CAPITAL AUTO RECEIVABLES ASSET 2014-1 CL A4 1.690% 10/22/2018	2014-02-07	2017-05-22	$20,172	$20,351	-$179	-$179
1979.41 GNMA II 5% MAY 01 2010	2010-05-13	2017-05-22	$1,979	$2,080	-$101	-$101
40. GENERAL MOTORS CO	2012-09-19	2017-05-22	$1,316	$1,001	$315	$315
45. GENERAL MOTORS CO	2012-09-19	2017-05-22	$1,484	$1,126	$358	$358
10. GENERAL MOTORS CO	2012-09-19	2017-05-22	$328	$250	$78	$78
15. GENERAL MOTORS CO	2012-09-19	2017-05-22	$496	$375	$121	$121
60. GENERAL MOTORS CO	2012-09-19	2017-05-22	$1,971	$1,502	$469	$469
2. GENERAL MOTORS CO	2012-09-19	2017-05-22	$66	$50	$16	$16
2441.09 GNMA SER 2003-19 CL DH 5% MAR 20 2033	2011-04-26	2017-05-22	$2,441	$2,587	-$146	-$146
2421.31 GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2017-05-22	$2,421	$2,676	-$255	-$255
2863.83 GNMA 2002-79 CL KL 5.500% 11/20/2032 DTD 11/29/2002	2013-05-16	2017-05-22	$2,864	$3,311	-$447	-$447
1701.42 GNMA II SER 2003-75 CL ZA 5.5% SEP 20 2033	2011-04-26	2017-05-22	$1,701	$1,844	-$143	-$143
3819.82 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033		2017-05-22	$3,820	$4,238	-$418	-$418
1114.38 GNMA SER 2004-53 CL GE 5% AUG 20 2032	2011-04-12	2017-05-22	$1,114	$1,183	-$69	-$69
1318.49 GNMA SER 2005-26 CL XY 5.5%		2017-05-22	$1,318	$1,491	-$173	-$173
1974.68 GNMA 2008-83 CL ND REMIC 5.50% 09/20/2038 DTD 09/29/2008	2012-12-07	2017-05-22	$1,975	$2,326	-$351	-$351
2159.23 GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2017-05-22	$2,159	$2,461	-$302	-$302
18. TRANSCANADA CORP	2016-11-15	2017-05-22	$839	$792	$47	$47
132. GENERAL MOTORS CO	2012-09-19	2017-05-23	$4,384	$3,303	$1,081	$1,081
1. GENERAL MOTORS CO	2012-09-19	2017-05-23	$33	$25	$8	$8
54000. BP CAPITAL MARKETS PLC 2.750% 05/10/2023 DTD 05/10/2013		2017-05-24	$53,961	$53,704	$257	$257
30. GENERAL MOTORS CO	2012-09-19	2017-05-24	$997	$751	$246	$246
203773.585 BROWN ADV JAPAN ALPHA OPP-IS		2017-05-25	$2,160,000	$2,547,255	-$387,255	-$387,255
140.81 COUNTRYWIDE HOME LOANS 2003-56 CL 4A1 VAR RT 12/25/2033	2014-02-25	2017-05-25	$141	$139	$2	$2
1232.35 FANNIE MAE SER 1991-52 CL J 8.5% MAY 25 2021	2013-06-11	2017-05-25	$1,232	$1,447	-$215	-$215
3011.88 FNMA SER 2011-99 CL DB 5% OCT 25 2041	2012-07-05	2017-05-25	$3,012	$3,434	-$422	-$422
3855.16 FNMA 2014-73 CL PJ 3.000% 12/25/2043 DTD 10/01/2014	2016-12-09	2017-05-25	$3,855	$3,864	-$9	-$9
920.6 FNMA 255836 6% 07/01/25	2012-10-18	2017-05-25	$921	$1,036	-$115	-$115
2307.62 FNMA 256749 6% 06/01/37	2008-09-30	2017-05-25	$2,308	$2,342	-$34	-$34
327.02 FNMA 468852 4.1% 08/01/21	2013-10-23	2017-05-25	$327	$354	-$27	-$27
271.56 FNMA 469130 4.87% 10/01/41	2016-12-20	2017-05-25	$272	$296	-$24	-$24
292.87 FNMA 470883 2.97% 04/01/22	2014-01-03	2017-05-25	$293	$288	$5	$5
3941.38 FNMA 555424 5.5% 05/01/33	2010-09-17	2017-05-25	$3,941	$4,244	-$303	-$303
2934.76 FNMA AH5823 4.5% 02/01/41	2011-02-17	2017-05-25	$2,935	$2,979	-$44	-$44
341.65 FNMA AL2602 2.646% 10/01/22	2014-10-28	2017-05-25	$342	$345	-$3	-$3
182.13 FNMA AL2965 2.619% 12/01/22	2014-06-11	2017-05-25	$182	$180	$2	$2
214.89 FNMA AL3876 2.764% 06/01/23	2013-12-18	2017-05-25	$215	$210	$5	$5
271.64 FNMA AM3301 2.35% 05/01/23	2014-01-28	2017-05-25	$272	$261	$11	$11
297.9 FNMA AM8970 2.87% 05/01/30	2016-01-27	2017-05-25	$298	$291	$7	$7
212.13 FNMA AU6278 5% 11/01/43	2014-10-28	2017-05-25	$212	$236	-$24	-$24
869.58 FNMA SER 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2017-05-25	$870	$972	-$102	-$102
1996.96 FNMA SER 2003-33 CL-AM 4.25% MAY 25 2033	2011-04-15	2017-05-25	$1,997	$2,052	-$55	-$55
307.23 FNMA SER 2003-42 CL JH 5.5% MAY 25 2033	2011-04-20	2017-05-25	$307	$330	-$23	-$23
1555.24 FNMA SER 2004-60 CL LB 5% APR 25 2034	2011-04-19	2017-05-25	$1,555	$1,658	-$103	-$103
2051.62 FNMA SER 2006-9 CL DG 5.5% MAR 25 2036		2017-05-25	$2,052	$2,321	-$269	-$269
241.27 FNMA SER 2006 102 CL A2 6.5% OCT 25 2036	2011-04-07	2017-05-25	$241	$265	-$24	-$24
369.64 FANNIE MAE SER 2007-22 CL A 5.5% MAR 25 2037	2012-12-04	2017-05-25	$370	$414	-$44	-$44
1087.81 FNMA 2009-33 CL FB VAR RT 03/25/2037	2013-03-01	2017-05-25	$1,088	$1,103	-$15	-$15
3140.55 FANNIE MAE SER 2010-64 CL DM 5% JUN 25 2040	2011-04-13	2017-05-25	$3,141	$3,316	-$175	-$175
529.21 FNMA 776289 5% 05/01/34	2013-04-04	2017-05-25	$529	$583	-$54	-$54
28.58 FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2017-05-25	$29	$30	-$1	-$1
143.16 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-05-25	$143	$150	-$7	-$7
29.16 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-05-25	$29	$31	-$2	-$2
11.24 FANNIE MAE	2005-03-07	2017-05-25	$11	$12	-$1	-$1
51.65 FANNIE MAE	2005-01-14	2017-05-25	$52	$53	-$1	-$1
238.44 FNMA BC0100 3.5% 12/01/45	2016-06-07	2017-05-25	$238	$252	-$14	-$14
462.05 FNMA BC3492 3.5% 02/01/46	2016-04-05	2017-05-25	$462	$486	-$24	-$24
708.92 FNMA BC4899 3.5% 04/01/46	2016-06-07	2017-05-25	$709	$750	-$41	-$41
2980.5 FNMA 889197 4.5% 11/01/21	2009-12-09	2017-05-25	$2,981	$3,138	-$157	-$157
58.12 FNMA AA0835 5% 01/01/39	2009-07-29	2017-05-25	$58	$59	-$1	-$1
16498.85 FNMA AB1693 4% 11/01/40	2011-03-01	2017-05-25	$16,499	$16,213	$286	$286
996.28 FNMA AB3678 3.5% 10/01/41	2011-10-26	2017-05-25	$996	$1,013	-$17	-$17
622. FNMA MA1213 3.5% 10/01/42	2014-02-28	2017-05-25	$622	$622
1155.03 FNMA MA1546 3.5% 08/01/43	2014-03-19	2017-05-25	$1,155	$1,147	$8	$8
3452.75 FNMA MA2369 4% 08/01/45	2016-04-05	2017-05-25	$3,453	$3,742	-$289	-$289
255.66 FNMA AD0910 4.632% 04/01/20	2012-10-17	2017-05-25	$256	$299	-$43	-$43
265.11 JP MORGAN MORTGAGE TRUST SER 2004-A1 CL 1A1 4.800801%		2017-05-25	$265	$259	$6	$6
1573.45 MERRILL LYNCH MORTGAGE INVESTO 2003-A5 CL 2A6 VAR RT 08/25/203	2015-12-08	2017-05-25	$1,573	$1,564	$9	$9
1630.67 WELLS FARGO MORTGAGE BACKED SE 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2017-05-25	$1,631	$1,656	-$25	-$25
18000. PENTAIR FINANCE SA 2.900% 09/15/2018 DTD 09/16/2015	2015-09-28	2017-05-30	$18,296	$18,068	$228	$228
14409.47 AMERICREDIT AUTOMOBILE RECEIVA 2013-5 CL C 2.290% 11/08/2019	2016-11-07	2017-06-08	$14,409	$14,490	-$81	-$81
15634.38 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019	2015-09-25	2017-06-15	$15,634	$15,634
75000. ERP OPER LP 5.750% 6/15/17	2011-04-11	2017-06-15	$75,000	$82,334	-$7,334	-$7,334
44.55 FEDERAL HOME LOAN MORTGAGE CORP	1996-09-30	2017-06-15	$45	$44	$1	$1
910.42 FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2017-06-15	$910	$953	-$43	-$43
402.38 FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2017-06-15	$402	$448	-$46	-$46
128.74 FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2017-06-15	$129	$135	-$6	-$6
2530.88 FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2017-06-15	$2,531	$2,617	-$86	-$86
10713.85 FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2017-06-15	$10,714	$10,606	$108	$108
7.65 FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2017-06-15	$8	$8
2215.7 FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2017-06-15	$2,216	$2,208	$8	$8
24.18 FREDDIE MAC	2005-01-19	2017-06-15	$24	$25	-$1	-$1
611.64 FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2017-06-15	$612	$664	-$52	-$52
317.32 FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2017-06-15	$317	$334	-$17	-$17
395.35 FHLMC GOLD 3.5% 02/01/46	2016-06-07	2017-06-15	$395	$418	-$23	-$23
961.35 FHLMC SER 2338 CL ZC 6.5% JUL 15 2031	2011-04-19	2017-06-15	$961	$1,074	-$113	-$113
1509.86 FHLMC SER 1611 CL Z 6.5% NOV 15 2023	2013-08-19	2017-06-15	$1,510	$1,699	-$189	-$189
563.05 FHLMC SER 1974 CL ZA 7% JUL 15 2027	2011-04-25	2017-06-15	$563	$638	-$75	-$75
1107.02 FHLMC 2122 CL ZE 6.000% 02/15/2029	2013-01-30	2017-06-15	$1,107	$1,265	-$158	-$158
692.29 FHLMC MAR2310 CL Z 6.000% 04/15/2031 DTD 04/30/2001	2013-09-19	2017-06-15	$692	$762	-$70	-$70
796.35 FHLMC SER 2532 CL PH 5.5% DEC 15 2032	2011-04-19	2017-06-15	$796	$865	-$69	-$69
194.85 FHLMC	2011-10-05	2017-06-15	$195	$215	-$20	-$20
1280.7 FHLMC SER 2590 CL OA 4% MAR 15 2033	2011-04-13	2017-06-15	$1,281	$1,315	-$34	-$34
1713.57 FREDDIE MAC SER 2598 CL QE 5.5% APR 15 2033		2017-06-15	$1,714	$1,907	-$193	-$193
660.97 FEDERAL HOME LN MTG CORP MULTICLASS	2011-04-21	2017-06-15	$661	$698	-$37	-$37
6031.65 FHLMC SER 2696 CL DG 5.5% OCT 15 2033		2017-06-15	$6,032	$6,738	-$706	-$706
104.32 FREDDIE MAC	2005-09-15	2017-06-15	$104	$107	-$3	-$3
2244.66 FHLMC REMIC SER 3027 CL DE 5% SEP 15 2025	2011-04-19	2017-06-15	$2,245	$2,414	-$169	-$169
452.72 FHLMC SER 3508 CL PK 4% FEB 15 2039	2011-04-27	2017-06-15	$453	$459	-$6	-$6
1668.34 FHLMC SER 3653 CL B 4.500% 04/15/2030	2011-12-29	2017-06-15	$1,668	$1,816	-$148	-$148
1081.06 FHLMC SER 3631 CL PA 4% FEB 15 2040	2011-04-26	2017-06-15	$1,081	$1,113	-$32	-$32
3168.37 GNMA 737022 4.5% 02/15/40	2010-05-13	2017-06-15	$3,168	$3,248	-$80	-$80
121.06 GNMA POOL NO 550851	2001-10-17	2017-06-15	$121	$126	-$5	-$5
213.35 GNMA 550750 5.5% 12/15/35	2013-07-23	2017-06-15	$213	$233	-$20	-$20
2125.22 GNMA 658181 5.5% 11/15/36	2011-01-26	2017-06-15	$2,125	$2,308	-$183	-$183
2255.76 GNMA 701738 5% 03/15/39	2009-07-29	2017-06-15	$2,256	$2,307	-$51	-$51
12475.03 SANTANDER DRIVE AUTO RECEIVABL 2014-4 CL C 2.600% 11/16/2020	2016-04-27	2017-06-15	$12,475	$12,613	-$138	-$138
489.02 GNMA 2003-26 CL MB	2012-09-10	2017-06-16	$489	$539	-$50	-$50
3004.26 GNMA 2009-84 CL C 4.000% 09/16/2024 DTD 09/29/2009	2013-06-18	2017-06-16	$3,004	$3,226	-$222	-$222
2064.08 GNMA 2010-162 CL QK 4.500% 06/16/2039 DTD 12/29/2010	2016-12-14	2017-06-16	$2,064	$2,126	-$62	-$62
75000. ARROW ELECTRONICS INC NON-TRADEABLE ASSET	2011-04-11	2017-06-19	$97,072	$80,355	$16,717	$16,717
4892.02 CAPITAL AUTO RECEIVABLES ASSET 2014-1 CL A4 1.690% 10/22/2018	2014-02-07	2017-06-20	$4,892	$4,936	-$44	-$44
1993.7 GNMA II 5% MAY 01 2010	2010-05-13	2017-06-20	$1,994	$2,095	-$101	-$101
2056.81 GNMA SER 2003-19 CL DH 5% MAR 20 2033	2011-04-26	2017-06-20	$2,057	$2,180	-$123	-$123
2304.87 GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2017-06-20	$2,305	$2,547	-$242	-$242
3269.37 GNMA 2002-79 CL KL 5.500% 11/20/2032 DTD 11/29/2002	2013-05-16	2017-06-20	$3,269	$3,780	-$511	-$511
1943.91 GNMA II SER 2003-75 CL ZA 5.5% SEP 20 2033	2011-04-26	2017-06-20	$1,944	$2,107	-$163	-$163
3454.59 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033		2017-06-20	$3,455	$3,833	-$378	-$378
1474.48 GNMA SER 2005-26 CL XY 5.5%		2017-06-20	$1,474	$1,667	-$193	-$193
1299.21 GNMA 2008-83 CL ND REMIC 5.50% 09/20/2038 DTD 09/29/2008	2012-12-07	2017-06-20	$1,299	$1,530	-$231	-$231
2283.57 GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2017-06-20	$2,284	$2,603	-$319	-$319
26000. RIO TINTO FIN USA LTD 9% MAY 01 2019		2017-06-21	$29,396	$35,691	-$6,295	-$6,295
2475.29 GNMA 2004-19 CL KE 5.000% 03/16/2034 DTD 03/30/2004		2017-06-22	$2,475	$2,737	-$262	-$262
2424.64 COUNTRYWIDE HOME LOANS 2003-56 CL 4A1 VAR RT 12/25/2033	2014-02-25	2017-06-26	$2,425	$2,395	$30	$30
2102.39 FANNIE MAE SER 1991-52 CL J 8.5% MAY 25 2021	2013-06-11	2017-06-26	$2,102	$2,469	-$367	-$367
3000.27 FNMA SER 2011-99 CL DB 5% OCT 25 2041	2012-07-05	2017-06-26	$3,000	$3,420	-$420	-$420
3846.84 FNMA 2014-73 CL PJ 3.000% 12/25/2043 DTD 10/01/2014	2016-12-09	2017-06-26	$3,847	$3,855	-$8	-$8
839.93 FNMA 255836 6% 07/01/25	2012-10-18	2017-06-26	$840	$945	-$105	-$105
842.9 FNMA 256749 6% 06/01/37	2008-09-30	2017-06-26	$843	$855	-$12	-$12
304.59 FNMA 468852 4.1% 08/01/21	2013-10-23	2017-06-26	$305	$330	-$25	-$25
242.08 FNMA 469130 4.87% 10/01/41	2016-12-20	2017-06-26	$242	$264	-$22	-$22
274.75 FNMA 470883 2.97% 04/01/22	2014-01-03	2017-06-26	$275	$270	$5	$5
3142.05 FNMA 555424 5.5% 05/01/33	2010-09-17	2017-06-26	$3,142	$3,383	-$241	-$241
5301.72 FNMA AH5823 4.5% 02/01/41	2011-02-17	2017-06-26	$5,302	$5,381	-$79	-$79
322.35 FNMA AL2602 2.646% 10/01/22	2014-10-28	2017-06-26	$322	$325	-$3	-$3
170.76 FNMA AL2965 2.619% 12/01/22	2014-06-11	2017-06-26	$171	$169	$2	$2
199.03 FNMA AL3876 2.764% 06/01/23	2013-12-18	2017-06-26	$199	$194	$5	$5
259.19 FNMA AM3301 2.35% 05/01/23	2014-01-28	2017-06-26	$259	$249	$10	$10
273.48 FNMA AM8970 2.87% 05/01/30	2016-01-27	2017-06-26	$273	$267	$6	$6
4361.31 FNMA AU6278 5% 11/01/43	2014-10-28	2017-06-26	$4,361	$4,851	-$490	-$490
1815.06 FNMA SER 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2017-06-26	$1,815	$2,029	-$214	-$214
1755.67 FNMA SER 2003-33 CL-AM 4.25% MAY 25 2033	2011-04-15	2017-06-26	$1,756	$1,804	-$48	-$48
103.95 FNMA SER 2003-42 CL JH 5.5% MAY 25 2033	2011-04-20	2017-06-26	$104	$112	-$8	-$8
1524.88 FNMA SER 2004-60 CL LB 5% APR 25 2034	2011-04-19	2017-06-26	$1,525	$1,626	-$101	-$101
3085.3 FNMA SER 2006-9 CL DG 5.5% MAR 25 2036		2017-06-26	$3,085	$3,490	-$405	-$405
220.07 FNMA SER 2006 102 CL A2 6.5% OCT 25 2036	2011-04-07	2017-06-26	$220	$242	-$22	-$22
221.79 FANNIE MAE SER 2007-22 CL A 5.5% MAR 25 2037	2012-12-04	2017-06-26	$222	$248	-$26	-$26
828.43 FNMA 2009-33 CL FB VAR RT 03/25/2037	2013-03-01	2017-06-26	$828	$840	-$12	-$12
2862.16 FANNIE MAE SER 2010-64 CL DM 5% JUN 25 2040	2011-04-13	2017-06-26	$2,862	$3,022	-$160	-$160
471.59 FNMA 776289 5% 05/01/34	2013-04-04	2017-06-26	$472	$520	-$48	-$48
28.76 FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2017-06-26	$29	$30	-$1	-$1
146.12 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-06-26	$146	$153	-$7	-$7
28.4 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-06-26	$28	$30	-$2	-$2
11.31 FANNIE MAE	2005-03-07	2017-06-26	$11	$12	-$1	-$1
51.92 FANNIE MAE	2005-01-14	2017-06-26	$52	$54	-$2	-$2
239.26 FNMA BC0100 3.5% 12/01/45	2016-06-07	2017-06-26	$239	$253	-$14	-$14
465.13 FNMA BC3492 3.5% 02/01/46	2016-04-05	2017-06-26	$465	$489	-$24	-$24
470.74 FNMA BC4899 3.5% 04/01/46	2016-06-07	2017-06-26	$471	$498	-$27	-$27
3178.26 FNMA 889197 4.5% 11/01/21	2009-12-09	2017-06-26	$3,178	$3,346	-$168	-$168
636.15 FNMA AA0835 5% 01/01/39	2009-07-29	2017-06-26	$636	$648	-$12	-$12
9696.49 FNMA AB1693 4% 11/01/40	2011-03-01	2017-06-26	$9,696	$9,528	$168	$168
1277.22 FNMA AB3678 3.5% 10/01/41	2011-10-26	2017-06-26	$1,277	$1,298	-$21	-$21
911.63 FNMA MA1213 3.5% 10/01/42	2014-02-28	2017-06-26	$912	$911	$1	$1
1034.51 FNMA MA1546 3.5% 08/01/43	2014-03-19	2017-06-26	$1,035	$1,027	$8	$8
290.9 FNMA MA2369 4% 08/01/45	2016-04-05	2017-06-26	$291	$315	-$24	-$24
233.86 FNMA AD0910 4.632% 04/01/20	2012-10-17	2017-06-26	$234	$274	-$40	-$40
265.64 JP MORGAN MORTGAGE TRUST SER 2004-A1 CL 1A1 4.800801%		2017-06-26	$266	$260	$6	$6
382.85 MERRILL LYNCH MORTGAGE INVESTO 2003-A5 CL 2A6 VAR RT 08/25/2033	2015-12-08	2017-06-26	$383	$381	$2	$2
2070.02 WELLS FARGO MORTGAGE BACKED SE 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2017-06-26	$2,070	$2,102	-$32	-$32
613525.316 ISHARES RUSSELL MIDCAP INDEX FD CL K	2016-09-21	2017-06-27	$6,846,943	$6,227,282	$619,661	$619,661
411892.006 JPMORGAN HIGH YIELD BOND FUND		2017-06-27	$3,076,833	$3,288,698	-$211,865	-$211,865
186480.186 LORD ABBETT INVT TR LT DU USGVSP Y	2016-08-15	2017-06-27	$800,000	$811,189	-$11,189	-$11,189
3369.77 CAPITAL AUTO RECEIVABLES ASSET 2015-4 CL A2 1.620% 03/20/2019	2015-10-15	2017-06-28	$3,370	$3,370
957.7 GNMA SER 2004-53 CL GE 5% AUG 20 2032	2011-04-12	2017-06-28	$958	$1,016	-$58	-$58
1. APOLLO EPF II PRIVATE INVESTORS,L.P. (OFFSHORE) CLASS A -	2016-01-01	2017-06-30	$836,701	$837,833	-$1,132	-$1,132
1. AP VIII (APAX) PRIVATE INVESTORS OFFSHORE LP - CLASS A (NON-SELF	2016-01-01	2017-06-30	$193,469	$194,457	-$988	-$988
1. DFJ GROWTH 2013 PRIVATE INVESTORS OFFSHORE, L.P. CLASS A (NON-SELF	2016-01-01	2017-06-30		$1,747	-$1,747	-$1,747
1. KKR ASIAN FUND II PRIVATE INVESTORS OFFSHORE, LP - CLASS A - NON-SE	2016-01-01	2017-06-30	$180,484	$181,597	-$1,113	-$1,113
1. KKR NORTH AMERICA XI PRIVATE INVESTORS OFFSHORE CLASS A NON SELF	2016-01-01	2017-06-30	$365,707	$378,466	-$12,759	-$12,759
1. GSO PRIVATE INVESTORS OFFSHORE II, LP CLASS A - NON-SELF DEALING	2016-01-01	2017-06-30	$386,570	$387,576	-$1,006	-$1,006
1. CCMP III PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A -	2016-01-01	2017-06-30	$140,082	$143,022	-$2,940	-$2,940
1. PROVIDENCE VII PRIVATE INVESTORS, LP (OFFSHORE) CLASS A NSD FIDUCI	2016-01-01	2017-06-30	$683,930	$686,166	-$2,236	-$2,236
1. STARWOOD SOF IX PRIVATE INVESTORS OFFSHORE L.P. CLASS A - NON-SELF	2016-01-01	2017-06-30	$476,557	$497,460	-$20,903	-$20,903
1. SILVER LAKE PARTNERS IV (SLP IV) PRIVATE INVESTORS, L.P. (OFFSHORE	2016-01-01	2017-06-30	$195,923	$196,986	-$1,063	-$1,063
1. BLACKSTONE GSO PRIVATE INVESTORS, L.P. (	2016-01-01	2017-06-30	$187,232	$52,550	$134,682	$134,682
40000. WASTE MANAGEMENT INC 4.6% MAR 01 2021	2014-06-05	2017-06-30	$43,213	$44,080	-$867	-$867
15113.29 AMERICREDIT AUTOMOBILE RECEIVA 2013-5 CL C 2.290% 11/08/2019	2016-11-07	2017-07-10	$15,113	$15,198	-$85	-$85
75000. ANHEUSER BUSCH INBEV WOR 5 3/8% JAN 15 2020	2011-01-24	2017-07-10	$81,218	$80,882	$336	$336
75000. ROGERS COMMUNICATIONS IN 4.100% 10/01/2023 DTD 10/02/2013	2013-10-30	2017-07-11	$79,689	$77,326	$2,363	$2,363
329. METLIFE INC	2009-01-21	2017-07-12	$18,280	$8,254	$10,026	$10,026
322. METLIFE INC	2009-01-21	2017-07-12	$17,875	$8,079	$9,796	$9,796
427. METLIFE INC	2009-01-21	2017-07-12	$23,721	$10,713	$13,008	$13,008
308. METLIFE INC	2009-01-21	2017-07-12	$17,092	$7,727	$9,365	$9,365
56. METLIFE INC	2009-01-21	2017-07-12	$3,112	$1,405	$1,707	$1,707
54. METLIFE INC	2009-01-21	2017-07-13	$3,006	$1,355	$1,651	$1,651
14731.31 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019	2015-09-25	2017-07-17	$14,731	$14,731
44.85 FEDERAL HOME LOAN MORTGAGE CORP	1996-09-30	2017-07-17	$45	$44	$1	$1
656.48 FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2017-07-17	$656	$687	-$31	-$31
257.21 FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2017-07-17	$257	$286	-$29	-$29
769.39 FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2017-07-17	$769	$809	-$40	-$40
2156.05 FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2017-07-17	$2,156	$2,229	-$73	-$73
3946.76 FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2017-07-17	$3,947	$3,907	$40	$40
7.7 FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2017-07-17	$8	$8
2436.55 FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2017-07-17	$2,437	$2,428	$9	$9
24.3 FREDDIE MAC	2005-01-19	2017-07-17	$24	$25	-$1	-$1
2491.82 FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2017-07-17	$2,492	$2,707	-$215	-$215
311.05 FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2017-07-17	$311	$327	-$16	-$16
396.78 FHLMC GOLD 3.5% 02/01/46	2016-06-07	2017-07-17	$397	$419	-$22	-$22
377.5 FHLMC SER 2338 CL ZC 6.5% JUL 15 2031	2011-04-19	2017-07-17	$378	$422	-$44	-$44
1200.39 FHLMC SER 1611 CL Z 6.5% NOV 15 2023	2013-08-19	2017-07-17	$1,200	$1,350	-$150	-$150
758.99 FHLMC SER 1974 CL ZA 7% JUL 15 2027	2011-04-25	2017-07-17	$759	$860	-$101	-$101
1115.6 FHLMC 2122 CL ZE 6.000% 02/15/2029	2013-01-30	2017-07-17	$1,116	$1,275	-$159	-$159
2049.9 FHLMC MAR2310 CL Z 6.000% 04/15/2031 DTD 04/30/2001	2013-09-19	2017-07-17	$2,050	$2,255	-$205	-$205
172.19 FHLMC SER 2532 CL PH 5.5% DEC 15 2032	2011-04-19	2017-07-17	$172	$187	-$15	-$15
233.1 FHLMC	2011-10-05	2017-07-17	$233	$257	-$24	-$24
2652.79 FHLMC SER 2590 CL OA 4% MAR 15 2033	2011-04-13	2017-07-17	$2,653	$2,724	-$71	-$71
3211.39 FREDDIE MAC SER 2598 CL QE 5.5% APR 15 2033		2017-07-17	$3,211	$3,575	-$364	-$364
685.09 FEDERAL HOME LN MTG CORP MULTICLASS	2011-04-21	2017-07-17	$685	$724	-$39	-$39
2209.91 FHLMC SER 2696 CL DG 5.5% OCT 15 2033		2017-07-17	$2,210	$2,469	-$259	-$259
104.97 FREDDIE MAC	2005-09-15	2017-07-17	$105	$108	-$3	-$3
2186.96 FHLMC REMIC SER 3027 CL DE 5% SEP 15 2025	2011-04-19	2017-07-17	$2,187	$2,352	-$165	-$165
187.95 FHLMC SER 3508 CL PK 4% FEB 15 2039	2011-04-27	2017-07-17	$188	$190	-$2	-$2
3344.85 FHLMC SER 3653 CL B 4.500% 04/15/2030	2011-12-29	2017-07-17	$3,345	$3,642	-$297	-$297
1979.77 FHLMC SER 3631 CL PA 4% FEB 15 2040	2011-04-26	2017-07-17	$1,980	$2,039	-$59	-$59
5336.93 GNMA 737022 4.5% 02/15/40	2010-05-13	2017-07-17	$5,337	$5,471	-$134	-$134
126.99 GNMA POOL NO 550851	2001-10-17	2017-07-17	$127	$132	-$5	-$5
238.94 GNMA 550750 5.5% 12/15/35	2013-07-23	2017-07-17	$239	$261	-$22	-$22
107.12 GNMA 658181 5.5% 11/15/36	2011-01-26	2017-07-17	$107	$116	-$9	-$9
131.24 GNMA 701738 5% 03/15/39	2009-07-29	2017-07-17	$131	$134	-$3	-$3
343.52 GNMA 2003-26 CL MB	2012-09-10	2017-07-17	$344	$379	-$35	-$35
1510.15 GNMA 2004-19 CL KE 5.000% 03/16/2034 DTD 03/30/2004		2017-07-17	$1,510	$1,670	-$160	-$160
3108.09 GNMA 2009-84 CL C 4.000% 09/16/2024 DTD 09/29/2009	2013-06-18	2017-07-17	$3,108	$3,337	-$229	-$229
3120.33 GNMA 2010-162 CL QK 4.500% 06/16/2039 DTD 12/29/2010	2016-12-14	2017-07-17	$3,120	$3,214	-$94	-$94
7000. HOSPITALITY PROP TRUST 4.950% 02/15/2027 DTD 01/13/2017	2017-01-10	2017-07-17	$7,329	$6,927	$402	$402
11743.99 SANTANDER DRIVE AUTO RECEIVABL 2014-4 CL C 2.600% 11/16/2020	2016-04-27	2017-07-17	$11,744	$11,874	-$130	-$130
9343.25 CAPITAL AUTO RECEIVABLES ASSET 2015-4 CL A2 1.620% 03/20/2019	2015-10-15	2017-07-20	$9,343	$9,343
28976.84 CAPITAL AUTO RECEIVABLES ASSET 2013-4 CL C 2.670% 02/20/2019	2016-02-26	2017-07-20	$28,977	$29,258	-$281	-$281
2124.78 GNMA II 5% MAY 01 2010	2010-05-13	2017-07-20	$2,125	$2,233	-$108	-$108
4143.15 GNMA SER 2003-19 CL DH 5% MAR 20 2033	2011-04-26	2017-07-20	$4,143	$4,391	-$248	-$248
2764.12 GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2017-07-20	$2,764	$3,054	-$290	-$290
2454.34 GNMA 2002-79 CL KL 5.500% 11/20/2032 DTD 11/29/2002	2013-05-16	2017-07-20	$2,454	$2,838	-$384	-$384
1781.77 GNMA II SER 2003-75 CL ZA 5.5% SEP 20 2033	2011-04-26	2017-07-20	$1,782	$1,931	-$149	-$149
3763.57 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033		2017-07-20	$3,764	$4,175	-$411	-$411
1668.28 GNMA SER 2005-26 CL XY 5.5%		2017-07-20	$1,668	$1,887	-$219	-$219
1728.22 GNMA 2008-83 CL ND REMIC 5.50% 09/20/2038 DTD 09/29/2008	2012-12-07	2017-07-20	$1,728	$2,036	-$308	-$308
4094.22 GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2017-07-20	$4,094	$4,666	-$572	-$572
3816.69 COUNTRYWIDE HOME LOANS 2003-56 CL 4A1 VAR RT 12/25/2033	2014-02-25	2017-07-25	$3,817	$3,770	$47	$47
1131.93 FANNIE MAE SER 1991-52 CL J 8.5% MAY 25 2021	2013-06-11	2017-07-25	$1,132	$1,329	-$197	-$197
3442.73 FNMA SER 2011-99 CL DB 5% OCT 25 2041	2012-07-05	2017-07-25	$3,443	$3,925	-$482	-$482
9210.94 FNMA-ACES 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2017-07-25	$9,211	$9,211
4109.23 FNMA 2014-73 CL PJ 3.000% 12/25/2043 DTD 10/01/2014	2016-12-09	2017-07-25	$4,109	$4,118	-$9	-$9
15.86 FANNIEMAE GRANTOR TRUST 2017-T1 CL A 2.898% 06/25/2027 DTD 04/01	2017-04-19	2017-07-25	$16	$16
406.1 FNMA 255836 6% 07/01/25	2012-10-18	2017-07-25	$406	$457	-$51	-$51
2753.77 FNMA 256749 6% 06/01/37	2008-09-30	2017-07-25	$2,754	$2,794	-$40	-$40
329.5 FNMA 468852 4.1% 08/01/21	2013-10-23	2017-07-25	$330	$357	-$27	-$27
274.12 FNMA 469130 4.87% 10/01/41	2016-12-20	2017-07-25	$274	$299	-$25	-$25
294.92 FNMA 470883 2.97% 04/01/22	2014-01-03	2017-07-25	$295	$290	$5	$5
3826.14 FNMA 555424 5.5% 05/01/33	2010-09-17	2017-07-25	$3,826	$4,120	-$294	-$294
9864.79 FNMA AH5823 4.5% 02/01/41	2011-02-17	2017-07-25	$9,865	$10,013	-$148	-$148
6723.76 FNMA AL2602 2.646% 10/01/22	2014-10-28	2017-07-25	$6,724	$6,787	-$63	-$63
183.38 FNMA AL2965 2.619% 12/01/22	2014-06-11	2017-07-25	$183	$181	$2	$2
216.45 FNMA AL3876 2.764% 06/01/23	2013-12-18	2017-07-25	$216	$211	$5	$5
273.17 FNMA AM3301 2.35% 05/01/23	2014-01-28	2017-07-25	$273	$263	$10	$10
299.98 FNMA AM8970 2.87% 05/01/30	2016-01-27	2017-07-25	$300	$293	$7	$7
206.38 FNMA AU6278 5% 11/01/43	2014-10-28	2017-07-25	$206	$230	-$24	-$24
810.23 FNMA SER 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2017-07-25	$810	$906	-$96	-$96
1251.95 FNMA SER 2003-33 CL-AM 4.25% MAY 25 2033	2011-04-15	2017-07-25	$1,252	$1,286	-$34	-$34
137.77 FNMA SER 2003-42 CL JH 5.5% MAY 25 2033	2011-04-20	2017-07-25	$138	$148	-$10	-$10
1495.12 FNMA SER 2004-60 CL LB 5% APR 25 2034	2011-04-19	2017-07-25	$1,495	$1,594	-$99	-$99
2358.55 FNMA SER 2006-9 CL DG 5.5% MAR 25 2036		2017-07-25	$2,359	$2,668	-$309	-$309
403.23 FNMA SER 2006 102 CL A2 6.5% OCT 25 2036	2011-04-07	2017-07-25	$403	$444	-$41	-$41
254.47 FANNIE MAE SER 2007-22 CL A 5.5% MAR 25 2037	2012-12-04	2017-07-25	$254	$285	-$31	-$31
861.72 FNMA 2009-33 CL FB VAR RT 03/25/2037	2013-03-01	2017-07-25	$862	$874	-$12	-$12
2798. FANNIE MAE SER 2010-64 CL DM 5% JUN 25 2040	2011-04-13	2017-07-25	$2,798	$2,954	-$156	-$156
540.07 FNMA 776289 5% 05/01/34	2013-04-04	2017-07-25	$540	$595	-$55	-$55
28.92 FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2017-07-25	$29	$30	-$1	-$1
155.83 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-07-25	$156	$163	-$7	-$7
29.52 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-07-25	$30	$31	-$1	-$1
11.38 FANNIE MAE	2005-03-07	2017-07-25	$11	$12	-$1	-$1
52.2 FANNIE MAE	2005-01-14	2017-07-25	$52	$54	-$2	-$2
240.73 FNMA BC0100 3.5% 12/01/45	2016-06-07	2017-07-25	$241	$255	-$14	-$14
464.12 FNMA BC3492 3.5% 02/01/46	2016-04-05	2017-07-25	$464	$488	-$24	-$24
481.26 FNMA BC4899 3.5% 04/01/46	2016-06-07	2017-07-25	$481	$509	-$28	-$28
3075.95 FNMA 889197 4.5% 11/01/21	2009-12-09	2017-07-25	$3,076	$3,238	-$162	-$162
60.49 FNMA AA0835 5% 01/01/39	2009-07-29	2017-07-25	$60	$62	-$2	-$2
6506.63 FNMA AB1693 4% 11/01/40	2011-03-01	2017-07-25	$6,507	$6,394	$113	$113
1919.01 FNMA AB3678 3.5% 10/01/41	2011-10-26	2017-07-25	$1,919	$1,950	-$31	-$31
729.96 FNMA MA1213 3.5% 10/01/42	2014-02-28	2017-07-25	$730	$730
1372.47 FNMA MA1546 3.5% 08/01/43	2014-03-19	2017-07-25	$1,372	$1,363	$9	$9
1739.12 FNMA MA2369 4% 08/01/45	2016-04-05	2017-07-25	$1,739	$1,885	-$146	-$146
257.99 FNMA AD0910 4.632% 04/01/20	2012-10-17	2017-07-25	$258	$302	-$44	-$44
261.76 JP MORGAN MORTGAGE TRUST SER 2004-A1 CL 1A1 4.800801%		2017-07-25	$262	$256	$6	$6
1531.41 MERRILL LYNCH MORTGAGE INVESTO 2003-A5 CL 2A6 VAR RT 08/25/203	2015-12-08	2017-07-25	$1,531	$1,522	$9	$9
1624.66 WELLS FARGO MORTGAGE BACKED SE 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2017-07-25	$1,625	$1,650	-$25	-$25
10000. AMERICAN TOWER CORP 4 1/2% JAN 15 2018	2014-06-17	2017-07-31	$10,135	$10,828	-$693	-$693
85000. GENERAL MOTORS FINL CO 3.150% 01/15/2020 DTD 01/12/2015	2017-01-27	2017-08-01	$86,783	$85,598	$1,185	$1,185
292. T-MOBILE US INC		2017-08-01	$18,399	$11,790	$6,609	$6,609
377. T-MOBILE US INC		2017-08-01	$23,782	$15,156	$8,626	$8,626
13871.88 AMERICREDIT AUTOMOBILE RECEIVA 2013-5 CL C 2.290% 11/08/2019	2016-11-07	2017-08-08	$13,872	$13,949	-$77	-$77
90000. US TREAS 2.75% 02/28/18		2017-08-11	$90,788	$90,095	$693	$693
29. HUMANA INC	2011-04-11	2017-08-14	$7,260	$2,019	$5,241	$5,241
83. HUMANA INC	2017-01-23	2017-08-14	$20,778	$16,862	$3,916	$3,916
14522.13 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019	2015-09-25	2017-08-15	$14,522	$14,521	$1	$1
6964.46 CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/201	2015-09-18	2017-08-15	$6,964	$6,966	-$2	-$2
45.2 FEDERAL HOME LOAN MORTGAGE CORP	1996-09-30	2017-08-15	$45	$45
918.77 FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2017-08-15	$919	$962	-$43	-$43
267.69 FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2017-08-15	$268	$298	-$30	-$30
118.89 FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2017-08-15	$119	$125	-$6	-$6
1682.16 FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2017-08-15	$1,682	$1,739	-$57	-$57
11082.56 FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2017-08-15	$11,083	$10,971	$112	$112
7.75 FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2017-08-15	$8	$8
1917.38 FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2017-08-15	$1,917	$1,910	$7	$7
24.43 FREDDIE MAC	2005-01-19	2017-08-15	$24	$25	-$1	-$1
600.08 FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2017-08-15	$600	$652	-$52	-$52
317.34 FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2017-08-15	$317	$334	-$17	-$17
398.23 FHLMC GOLD 3.5% 02/01/46	2016-06-07	2017-08-15	$398	$421	-$23	-$23
496.42 FHLMC SER 2338 CL ZC 6.5% JUL 15 2031	2011-04-19	2017-08-15	$496	$555	-$59	-$59
1397.01 FHLMC SER 1611 CL Z 6.5% NOV 15 2023	2013-08-19	2017-08-15	$1,397	$1,572	-$175	-$175
411.02 FHLMC SER 1974 CL ZA 7% JUL 15 2027	2011-04-25	2017-08-15	$411	$465	-$54	-$54
667.17 FHLMC 2122 CL ZE 6.000% 02/15/2029	2013-01-30	2017-08-15	$667	$763	-$96	-$96
1793.78 FHLMC MAR2310 CL Z 6.000% 04/15/2031 DTD 04/30/2001	2013-09-19	2017-08-15	$1,794	$1,973	-$179	-$179
1201.66 FHLMC 2355 CL AE 6.000% 09/15/2031 DTD 09/01/2001	2017-01-27	2017-08-15	$1,202	$1,329	-$127	-$127
110.39 FHLMC SER 2532 CL PH 5.5% DEC 15 2032	2011-04-19	2017-08-15	$110	$120	-$10	-$10
296.96 FHLMC	2011-10-05	2017-08-15	$297	$327	-$30	-$30
919.85 FHLMC SER 2590 CL OA 4% MAR 15 2033	2011-04-13	2017-08-15	$920	$945	-$25	-$25
2715.79 FREDDIE MAC SER 2598 CL QE 5.5% APR 15 2033		2017-08-15	$2,716	$3,023	-$307	-$307
562.67 FEDERAL HOME LN MTG CORP MULTICLASS	2011-04-21	2017-08-15	$563	$594	-$31	-$31
4316.48 FHLMC SER 2696 CL DG 5.5% OCT 15 2033		2017-08-15	$4,316	$4,822	-$506	-$506
105.06 FREDDIE MAC	2005-09-15	2017-08-15	$105	$108	-$3	-$3
1745.06 FHLMC REMIC SER 3027 CL DE 5% SEP 15 2025	2011-04-19	2017-08-15	$1,745	$1,877	-$132	-$132
149.24 FHLMC SER 3508 CL PK 4% FEB 15 2039	2011-04-27	2017-08-15	$149	$151	-$2	-$2
2655.67 FHLMC SER 3653 CL B 4.500% 04/15/2030	2011-12-29	2017-08-15	$2,656	$2,891	-$235	-$235
1248.31 FHLMC SER 3631 CL PA 4% FEB 15 2040	2011-04-26	2017-08-15	$1,248	$1,286	-$38	-$38
4662.2 GNMA 737022 4.5% 02/15/40	2010-05-13	2017-08-15	$4,662	$4,779	-$117	-$117
128.15 GNMA POOL NO 550851	2001-10-17	2017-08-15	$128	$133	-$5	-$5
215.97 GNMA 550750 5.5% 12/15/35	2013-07-23	2017-08-15	$216	$236	-$20	-$20
105.01 GNMA 658181 5.5% 11/15/36	2011-01-26	2017-08-15	$105	$114	-$9	-$9
527.12 GNMA 701738 5% 03/15/39	2009-07-29	2017-08-15	$527	$539	-$12	-$12
11613.01 SANTANDER DRIVE AUTO RECEIVABL 2014-4 CL C 2.600% 11/16/2020	2016-04-27	2017-08-15	$11,613	$11,742	-$129	-$129
4215.33 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020	2015-09-30	2017-08-15	$4,215	$4,237	-$22	-$22
2267.85 SANTANDER DRIVE AUTO RECEIVABL 2015-5 CL B 1.960% 05/15/2020	2016-02-25	2017-08-15	$2,268	$2,265	$3	$3
340.01 GNMA 2003-26 CL MB	2012-09-10	2017-08-16	$340	$375	-$35	-$35
2041.92 GNMA 2004-19 CL KE 5.000% 03/16/2034 DTD 03/30/2004		2017-08-16	$2,042	$2,258	-$216	-$216
5378.79 GNMA 2009-84 CL C 4.000% 09/16/2024 DTD 09/29/2009	2013-06-18	2017-08-16	$5,379	$5,775	-$396	-$396
1851.48 GNMA 2010-162 CL QK 4.500% 06/16/2039 DTD 12/29/2010	2016-12-14	2017-08-16	$1,851	$1,907	-$56	-$56
8877.52 CAPITAL AUTO RECEIVABLES ASSET 2015-4 CL A2 1.620% 03/20/2019	2015-10-15	2017-08-21	$8,878	$8,877	$1	$1
35970.86 CAPITAL AUTO RECEIVABLES ASSET 2013-4 CL C 2.670% 02/20/2019	2016-02-26	2017-08-21	$35,971	$36,319	-$348	-$348
1957.62 GNMA II 5% MAY 01 2010	2010-05-13	2017-08-21	$1,958	$2,057	-$99	-$99
1746.74 GNMA SER 2003-19 CL DH 5% MAR 20 2033	2011-04-26	2017-08-21	$1,747	$1,851	-$104	-$104
1508.56 GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2017-08-21	$1,509	$1,667	-$158	-$158
1714.81 GNMA 2002-79 CL KL 5.500% 11/20/2032 DTD 11/29/2002	2013-05-16	2017-08-21	$1,715	$1,983	-$268	-$268
2234.16 GNMA II SER 2003-75 CL ZA 5.5% SEP 20 2033	2011-04-26	2017-08-21	$2,234	$2,421	-$187	-$187
2623.92 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033		2017-08-21	$2,624	$2,911	-$287	-$287
1331.31 GNMA SER 2005-26 CL XY 5.5%		2017-08-21	$1,331	$1,506	-$175	-$175
1009.44 GNMA 2008-83 CL ND REMIC 5.50% 09/20/2038 DTD 09/29/2008	2012-12-07	2017-08-21	$1,009	$1,189	-$180	-$180
3595.68 GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2017-08-21	$3,596	$4,098	-$502	-$502
1. HUMANA INC	2011-04-11	2017-08-21	$248	$70	$178	$178
167. HUMANA INC	2011-04-11	2017-08-21	$41,557	$11,629	$29,928	$29,928
47. LINCOLN NATL CORP IND	2017-07-13	2017-08-21	$3,154	$3,343	-$189	-$189
71. LINCOLN NATL CORP IND		2017-08-21	$4,763	$5,044	-$281	-$281
12. LINCOLN NATL CORP IND	2017-07-12	2017-08-21	$806	$847	-$41	-$41
16. LINCOLN NATL CORP IND	2017-07-12	2017-08-22	$1,083	$1,129	-$46	-$46
92. LINCOLN NATL CORP IND	2017-07-12	2017-08-22	$6,230	$6,495	-$265	-$265
30. LINCOLN NATL CORP IND	2017-07-12	2017-08-22	$2,033	$2,118	-$85	-$85
14. LINCOLN NATL CORP IND	2017-07-12	2017-08-23	$951	$988	-$37	-$37
32. LINCOLN NATL CORP IND	2017-07-12	2017-08-23	$2,177	$2,259	-$82	-$82
11. LINCOLN NATL CORP IND		2017-08-23	$747	$776	-$29	-$29
16. LINCOLN NATL CORP IND	2017-07-12	2017-08-24	$1,092	$1,129	-$37	-$37
34. LINCOLN NATL CORP IND	2017-07-12	2017-08-24	$2,313	$2,400	-$87	-$87
4. LINCOLN NATL CORP IND	2017-07-12	2017-08-24	$273	$282	-$9	-$9
33. LINCOLN NATL CORP IND	2017-07-12	2017-08-24	$2,250	$2,329	-$79	-$79
2835.85 COUNTRYWIDE HOME LOANS 2003-56 CL 4A1 VAR RT 12/25/2033	2014-02-25	2017-08-25	$2,836	$2,801	$35	$35
1206.6 FANNIE MAE SER 1991-52 CL J 8.5% MAY 25 2021	2013-06-11	2017-08-25	$1,207	$1,417	-$210	-$210
3146.1 FNMA SER 2011-99 CL DB 5% OCT 25 2041	2012-07-05	2017-08-25	$3,146	$3,587	-$441	-$441
3072.71 FNMA 2014-73 CL PJ 3.000% 12/25/2043 DTD 10/01/2014	2016-12-09	2017-08-25	$3,073	$3,079	-$6	-$6
743.59 FNMA 255836 6% 07/01/25	2012-10-18	2017-08-25	$744	$837	-$93	-$93
815.6 FNMA 256749 6% 06/01/37	2008-09-30	2017-08-25	$816	$828	-$12	-$12
307.17 FNMA 468852 4.1% 08/01/21	2013-10-23	2017-08-25	$307	$333	-$26	-$26
244.74 FNMA 469130 4.87% 10/01/41	2016-12-20	2017-08-25	$245	$267	-$22	-$22
276.87 FNMA 470883 2.97% 04/01/22	2014-01-03	2017-08-25	$277	$272	$5	$5
2995.44 FNMA 555424 5.5% 05/01/33	2010-09-17	2017-08-25	$2,995	$3,225	-$230	-$230
3983.21 FNMA AH5823 4.5% 02/01/41	2011-02-17	2017-08-25	$3,983	$4,043	-$60	-$60
313.87 FNMA AL2602 2.646% 10/01/22	2014-10-28	2017-08-25	$314	$317	-$3	-$3
172.07 FNMA AL2965 2.619% 12/01/22	2014-06-11	2017-08-25	$172	$170	$2	$2
200.66 FNMA AL3876 2.764% 06/01/23	2013-12-18	2017-08-25	$201	$196	$5	$5
260.77 FNMA AM3301 2.35% 05/01/23	2014-01-28	2017-08-25	$261	$251	$10	$10
275.64 FNMA AM8970 2.87% 05/01/30	2016-01-27	2017-08-25	$276	$269	$7	$7
210.84 FNMA AU6278 5% 11/01/43	2014-10-28	2017-08-25	$211	$234	-$23	-$23
979.64 FNMA SER 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2017-08-25	$980	$1,095	-$115	-$115
1708.49 FNMA SER 2003-33 CL-AM 4.25% MAY 25 2033	2011-04-15	2017-08-25	$1,708	$1,755	-$47	-$47
444.87 FNMA SER 2003-42 CL JH 5.5% MAY 25 2033	2011-04-20	2017-08-25	$445	$478	-$33	-$33
1465.96 FNMA SER 2004-60 CL LB 5% APR 25 2034	2011-04-19	2017-08-25	$1,466	$1,563	-$97	-$97
833.96 FNMA SER 2006-9 CL DG 5.5% MAR 25 2036		2017-08-25	$834	$943	-$109	-$109
305.82 FNMA SER 2006 102 CL A2 6.5% OCT 25 2036	2011-04-07	2017-08-25	$306	$336	-$30	-$30
73.05 FANNIE MAE SER 2007-22 CL A 5.5% MAR 25 2037	2012-12-04	2017-08-25	$73	$82	-$9	-$9
650.47 FNMA 2009-33 CL FB VAR RT 03/25/2037	2013-03-01	2017-08-25	$650	$660	-$10	-$10
2735.25 FANNIE MAE SER 2010-64 CL DM 5% JUN 25 2040	2011-04-13	2017-08-25	$2,735	$2,888	-$153	-$153
510.39 FNMA 776289 5% 05/01/34	2013-04-04	2017-08-25	$510	$562	-$52	-$52
29.1 FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2017-08-25	$29	$31	-$2	-$2
145.27 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-08-25	$145	$152	-$7	-$7
29.7 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-08-25	$30	$32	-$2	-$2
11.46 FANNIE MAE	2005-03-07	2017-08-25	$11	$12	-$1	-$1
52.47 FANNIE MAE	2005-01-14	2017-08-25	$52	$54	-$2	-$2
241.09 FNMA BC0100 3.5% 12/01/45	2016-06-07	2017-08-25	$241	$255	-$14	-$14
456.02 FNMA BC3492 3.5% 02/01/46	2016-04-05	2017-08-25	$456	$480	-$24	-$24
489.41 FNMA BC4899 3.5% 04/01/46	2016-06-07	2017-08-25	$489	$518	-$29	-$29
2772.72 FNMA 889197 4.5% 11/01/21	2009-12-09	2017-08-25	$2,773	$2,919	-$146	-$146
875.14 FNMA AA0835 5% 01/01/39	2009-07-29	2017-08-25	$875	$892	-$17	-$17
4901.7 FNMA AB1693 4% 11/01/40	2011-03-01	2017-08-25	$4,902	$4,817	$85	$85
1358.81 FNMA AB3678 3.5% 10/01/41	2011-10-26	2017-08-25	$1,359	$1,381	-$22	-$22
820.47 FNMA MA1213 3.5% 10/01/42	2014-02-28	2017-08-25	$820	$820
1208.78 FNMA MA1546 3.5% 08/01/43	2014-03-19	2017-08-25	$1,209	$1,200	$9	$9
1600.06 FNMA MA2369 4% 08/01/45	2016-04-05	2017-08-25	$1,600	$1,734	-$134	-$134
6691.03 FNMA AD0910 4.632% 04/01/20	2012-10-17	2017-08-25	$6,691	$7,837	-$1,146	-$1,146
264.6 JP MORGAN MORTGAGE TRUST SER 2004-A1 CL 1A1 4.800801%		2017-08-25	$265	$259	$6	$6
51. LINCOLN NATL CORP IND	2017-07-12	2017-08-25	$3,485	$3,599	-$114	-$114
10. LINCOLN NATL CORP IND	2017-07-12	2017-08-25	$684	$706	-$22	-$22
4. LINCOLN NATL CORP IND	2017-07-12	2017-08-25	$273	$282	-$9	-$9
354.07 MERRILL LYNCH MORTGAGE INVESTO 2003-A5 CL 2A6 VAR RT 08/25/2033	2015-12-08	2017-08-25	$354	$352	$2	$2
. ANADARKO PETE CORP		2017-08-28	$11		$11	$11
75. LINCOLN NATL CORP IND	2017-07-12	2017-08-28	$5,096	$5,293	-$197	-$197
39. LINCOLN NATL CORP IND	2017-07-12	2017-08-28	$2,650	$2,753	-$103	-$103
5. LINCOLN NATL CORP IND	2017-07-12	2017-08-29	$334	$353	-$19	-$19
27. LINCOLN NATL CORP IND		2017-08-29	$1,814	$1,903	-$89	-$89
10. LINCOLN NATL CORP IND	2017-07-12	2017-08-29	$669	$704	-$35	-$35
18. LINCOLN NATL CORP IND	2017-07-12	2017-08-30	$1,216	$1,266	-$50	-$50
11. LINCOLN NATL CORP IND	2017-07-12	2017-08-30	$747	$774	-$27	-$27
1645.17 FNMA-ACES 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2017-08-31	$1,645	$1,645
65000. DEUTSCHE BANK AG LONDON 6% SEP 01 2017		2017-09-01	$65,000	$74,972	-$9,972	-$9,972
1615.29 WELLS FARGO MORTGAGE BACKED SE 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2017-09-01	$1,615	$1,641	-$26	-$26
14964.58 AMERICREDIT AUTOMOBILE RECEIVA 2013-5 CL C 2.290% 11/08/2019	2016-11-07	2017-09-08	$14,965	$15,048	-$83	-$83
25000. CNA FINANCIAL CORP 7.35% NOV 15 2019	2014-03-06	2017-09-11	$27,933	$30,995	-$3,062	-$3,062
35000. BHP BILLITON FIN USA LTD NON-TRADEABLE ASSET	2015-12-07	2017-09-13	$38,232	$34,719	$3,513	$3,513
10872.87 CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/20	2015-09-18	2017-09-15	$10,873	$10,876	-$3	-$3
45.47 FEDERAL HOME LOAN MORTGAGE CORP	1996-09-30	2017-09-15	$45	$45
1369.98 FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2017-09-15	$1,370	$1,434	-$64	-$64
309.97 FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2017-09-15	$310	$345	-$35	-$35
128.25 FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2017-09-15	$128	$135	-$7	-$7
1632.08 FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2017-09-15	$1,632	$1,687	-$55	-$55
13690.74 FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2017-09-15	$13,691	$13,553	$138	$138
7.81 FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2017-09-15	$8	$8
1507.03 FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2017-09-15	$1,507	$1,502	$5	$5
24.56 FREDDIE MAC	2005-01-19	2017-09-15	$25	$25
602.24 FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2017-09-15	$602	$654	-$52	-$52
315.73 FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2017-09-15	$316	$332	-$16	-$16
400.02 FHLMC GOLD 3.5% 02/01/46	2016-06-07	2017-09-15	$400	$422	-$22	-$22
1104.66 FHLMC SER 2338 CL ZC 6.5% JUL 15 2031	2011-04-19	2017-09-15	$1,105	$1,234	-$129	-$129
1606.85 FHLMC SER 1611 CL Z 6.5% NOV 15 2023	2013-08-19	2017-09-15	$1,607	$1,808	-$201	-$201
814.9 FHLMC SER 1974 CL ZA 7% JUL 15 2027	2011-04-25	2017-09-15	$815	$923	-$108	-$108
1183.51 FHLMC 2122 CL ZE 6.000% 02/15/2029	2013-01-30	2017-09-15	$1,184	$1,353	-$169	-$169
1496.69 FHLMC MAR2310 CL Z 6.000% 04/15/2031 DTD 04/30/2001	2013-09-19	2017-09-15	$1,497	$1,646	-$149	-$149
2999.04 FHLMC 2355 CL AE 6.000% 09/15/2031 DTD 09/01/2001	2017-01-27	2017-09-15	$2,999	$3,318	-$319	-$319
108.05 FHLMC SER 2532 CL PH 5.5% DEC 15 2032	2011-04-19	2017-09-15	$108	$117	-$9	-$9
77.57 FHLMC	2011-10-05	2017-09-15	$78	$86	-$8	-$8
1446.26 FHLMC SER 2590 CL OA 4% MAR 15 2033	2011-04-13	2017-09-15	$1,446	$1,485	-$39	-$39
1200.86 FREDDIE MAC SER 2598 CL QE 5.5% APR 15 2033		2017-09-15	$1,201	$1,337	-$136	-$136
676.76 FEDERAL HOME LN MTG CORP MULTICLASS	2011-04-21	2017-09-15	$677	$715	-$38	-$38
1274.65 FHLMC SER 2696 CL DG 5.5% OCT 15 2033		2017-09-15	$1,275	$1,424	-$149	-$149
1117.79 FREDDIE MAC	2005-09-15	2017-09-15	$1,118	$1,146	-$28	-$28
2606.12 FHLMC REMIC SER 3027 CL DE 5% SEP 15 2025	2011-04-19	2017-09-15	$2,606	$2,803	-$197	-$197
572.83 FHLMC SER 3508 CL PK 4% FEB 15 2039	2011-04-27	2017-09-15	$573	$580	-$7	-$7
4062.79 FHLMC SER 3653 CL B 4.500% 04/15/2030	2011-12-29	2017-09-15	$4,063	$4,423	-$360	-$360
2032.05 FHLMC SER 3631 CL PA 4% FEB 15 2040	2011-04-26	2017-09-15	$2,032	$2,093	-$61	-$61
2140.58 GNMA 737022 4.5% 02/15/40	2010-05-13	2017-09-15	$2,141	$2,194	-$53	-$53
433.49 GNMA POOL NO 550851	2001-10-17	2017-09-15	$433	$451	-$18	-$18
216.98 GNMA 550750 5.5% 12/15/35	2013-07-23	2017-09-15	$217	$237	-$20	-$20
140.02 GNMA 658181 5.5% 11/15/36	2011-01-26	2017-09-15	$140	$152	-$12	-$12
1523.13 GNMA 701738 5% 03/15/39	2009-07-29	2017-09-15	$1,523	$1,557	-$34	-$34
12100.59 SANTANDER DRIVE AUTO RECEIVABL 2014-4 CL C 2.600% 11/16/2020	2016-04-27	2017-09-15	$12,101	$12,235	-$134	-$134
14796.22 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020	2015-09-30	2017-09-15	$14,796	$14,871	-$75	-$75
16637.01 SANTANDER DRIVE AUTO RECEIVABL 2015-5 CL B 1.960% 05/15/2020	2016-02-25	2017-09-15	$16,637	$16,618	$19	$19
507.37 GNMA 2003-26 CL MB	2012-09-10	2017-09-18	$507	$560	-$53	-$53
1616.16 GNMA 2004-19 CL KE 5.000% 03/16/2034 DTD 03/30/2004		2017-09-18	$1,616	$1,787	-$171	-$171
7326.87 GNMA 2009-84 CL C 4.000% 09/16/2024 DTD 09/29/2009	2013-06-18	2017-09-18	$7,327	$7,867	-$540	-$540
1641.5 GNMA 2010-162 CL QK 4.500% 06/16/2039 DTD 12/29/2010	2016-12-14	2017-09-18	$1,642	$1,691	-$49	-$49
8845.61 CAPITAL AUTO RECEIVABLES ASSET 2015-4 CL A2 1.620% 03/20/2019	2015-10-15	2017-09-20	$8,846	$8,845	$1	$1
35254.12 CAPITAL AUTO RECEIVABLES ASSET 2013-4 CL C 2.670% 02/20/2019	2016-02-26	2017-09-20	$35,254	$35,596	-$342	-$342
6487.66 CAPITAL AUTO RECEIVABLES ASSET 2016-1 CL A3 1.730% 04/20/2020	2016-04-26	2017-09-20	$6,488	$6,473	$15	$15
2109.38 GNMA II 5% MAY 01 2010	2010-05-13	2017-09-20	$2,109	$2,217	-$108	-$108
2793.3 GNMA SER 2003-19 CL DH 5% MAR 20 2033	2011-04-26	2017-09-20	$2,793	$2,961	-$168	-$168
1817.85 GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2017-09-20	$1,818	$2,009	-$191	-$191
2068.83 GNMA 2002-79 CL KL 5.500% 11/20/2032 DTD 11/29/2002	2013-05-16	2017-09-20	$2,069	$2,392	-$323	-$323
2042.37 GNMA II SER 2003-75 CL ZA 5.5% SEP 20 2033	2011-04-26	2017-09-20	$2,042	$2,213	-$171	-$171
4387.27 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033		2017-09-20	$4,387	$4,867	-$480	-$480
1503.37 GNMA SER 2005-26 CL XY 5.5%		2017-09-20	$1,503	$1,700	-$197	-$197
1954.94 GNMA 2008-83 CL ND REMIC 5.50% 09/20/2038 DTD 09/29/2008	2012-12-07	2017-09-20	$1,955	$2,303	-$348	-$348
3348.48 GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2017-09-20	$3,348	$3,816	-$468	-$468
13833.84 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019	2015-09-25	2017-09-21	$13,834	$13,833	$1	$1
994. STARBUCKS CORP	2017-03-17	2017-09-22	$54,680	$55,550	-$870	-$870
1942.96 COUNTRYWIDE HOME LOANS 2003-56 CL 4A1 VAR RT 12/25/2033	2014-02-25	2017-09-25	$1,943	$1,919	$24	$24
4036.68 FANNIE MAE SER 1991-52 CL J 8.5% MAY 25 2021	2013-06-11	2017-09-25	$4,037	$4,741	-$704	-$704
3336.88 FNMA SER 2011-99 CL DB 5% OCT 25 2041	2012-07-05	2017-09-25	$3,337	$3,804	-$467	-$467
315.31 FNMA-ACES 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2017-09-25	$315	$315
3947.55 FNMA 2014-73 CL PJ 3.000% 12/25/2043 DTD 10/01/2014	2016-12-09	2017-09-25	$3,948	$3,956	-$8	-$8
5793.66 FNMA 2016-9 CL D 3.000% 03/25/2046 DTD 02/01/2016	2017-07-28	2017-09-25	$5,794	$5,821	-$27	-$27
424.2 FNMA 255836 6% 07/01/25	2012-10-18	2017-09-25	$424	$477	-$53	-$53
1617.04 FNMA 256749 6% 06/01/37	2008-09-30	2017-09-25	$1,617	$1,641	-$24	-$24
308.42 FNMA 468852 4.1% 08/01/21	2013-10-23	2017-09-25	$308	$334	-$26	-$26
246.01 FNMA 469130 4.87% 10/01/41	2016-12-20	2017-09-25	$246	$268	-$22	-$22
158558.82 FNMA 470883 2.97% 04/01/22	2014-01-03	2017-09-25	$158,559	$155,883	$2,676	$2,676
3838.74 FNMA 555424 5.5% 05/01/33	2010-09-17	2017-09-25	$3,839	$4,134	-$295	-$295
4258.51 FNMA AH5823 4.5% 02/01/41	2011-02-17	2017-09-25	$4,259	$4,322	-$63	-$63
314.94 FNMA AL2602 2.646% 10/01/22	2014-10-28	2017-09-25	$315	$318	-$3	-$3
15719.08 FNMA AL2965 2.619% 12/01/22	2014-06-11	2017-09-25	$15,719	$15,523	$196	$196
201.44 FNMA AL3876 2.764% 06/01/23	2013-12-18	2017-09-25	$201	$197	$4	$4
261.54 FNMA AM3301 2.35% 05/01/23	2014-01-28	2017-09-25	$262	$252	$10	$10
276.68 FNMA AM8970 2.87% 05/01/30	2016-01-27	2017-09-25	$277	$270	$7	$7
211.97 FNMA AU6278 5% 11/01/43	2014-10-28	2017-09-25	$212	$236	-$24	-$24
709.24 FNMA SER 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2017-09-25	$709	$793	-$84	-$84
1933.75 FNMA SER 2003-33 CL-AM 4.25% MAY 25 2033	2011-04-15	2017-09-25	$1,934	$1,987	-$53	-$53
512.9 FNMA SER 2003-42 CL JH 5.5% MAY 25 2033	2011-04-20	2017-09-25	$513	$551	-$38	-$38
1437.39 FNMA SER 2004-60 CL LB 5% APR 25 2034	2011-04-19	2017-09-25	$1,437	$1,533	-$96	-$96
3752.33 FNMA SER 2006-9 CL DG 5.5% MAR 25 2036		2017-09-25	$3,752	$4,245	-$493	-$493
142.97 FNMA SER 2006 102 CL A2 6.5% OCT 25 2036	2011-04-07	2017-09-25	$143	$157	-$14	-$14
1200.98 FNMA 2009-33 CL FB VAR RT 03/25/2037	2013-03-01	2017-09-25	$1,201	$1,218	-$17	-$17
2673.88 FANNIE MAE SER 2010-64 CL DM 5% JUN 25 2040	2011-04-13	2017-09-25	$2,674	$2,823	-$149	-$149
482.1 FNMA 776289 5% 05/01/34	2013-04-04	2017-09-25	$482	$531	-$49	-$49
29.26 FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2017-09-25	$29	$31	-$2	-$2
152.55 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-09-25	$153	$160	-$7	-$7
29.89 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-09-25	$30	$32	-$2	-$2
11.54 FANNIE MAE	2005-03-07	2017-09-25	$12	$12
52.74 FANNIE MAE	2005-01-14	2017-09-25	$53	$55	-$2	-$2
242.58 FNMA BC0100 3.5% 12/01/45	2016-06-07	2017-09-25	$243	$257	-$14	-$14
469.02 FNMA BC3492 3.5% 02/01/46	2016-04-05	2017-09-25	$469	$493	-$24	-$24
500.03 FNMA BC4899 3.5% 04/01/46	2016-06-07	2017-09-25	$500	$529	-$29	-$29
2832.81 FNMA 889197 4.5% 11/01/21	2009-12-09	2017-09-25	$2,833	$2,982	-$149	-$149
425.32 FNMA AA0835 5% 01/01/39	2009-07-29	2017-09-25	$425	$434	-$9	-$9
11224.46 FNMA AB1693 4% 11/01/40	2011-03-01	2017-09-25	$11,224	$11,030	$194	$194
2583.85 FNMA AB3678 3.5% 10/01/41	2011-10-26	2017-09-25	$2,584	$2,626	-$42	-$42
699.94 FNMA MA1213 3.5% 10/01/42	2014-02-28	2017-09-25	$700	$700
1522.85 FNMA MA1546 3.5% 08/01/43	2014-03-19	2017-09-25	$1,523	$1,512	$11	$11
289.54 FNMA MA2369 4% 08/01/45	2016-04-05	2017-09-25	$290	$314	-$24	-$24
226.24 FNMA AD0910 4.632% 04/01/20	2012-10-17	2017-09-25	$226	$265	-$39	-$39
313.46 JP MORGAN MORTGAGE TRUST SER 2004-A1 CL 1A1 4.800801%		2017-09-25	$313	$307	$6	$6
2770.05 MERRILL LYNCH MORTGAGE INVESTO 2003-A5 CL 2A6 VAR RT 08/25/203	2015-12-08	2017-09-25	$2,770	$2,754	$16	$16
30000. RAYMOND JAMES FINANCIAL 8.6% AUG 15 2019		2017-09-25	$33,689	$38,139	-$4,450	-$4,450
. DOWDUPONT INC		2017-09-29	$57		$57	$57
17.97 FANNIEMAE GRANTOR TRUST 2017-T1 CL A 2.898% 06/25/2027 DTD 04/01	2017-04-19	2017-09-29	$18	$18
250000. US TREAS 1.875% 09/30/17	2013-04-29	2017-10-02	$250,000	$264,355	-$14,355	-$14,355
2206.97 WELLS FARGO MORTGAGE BACKED SE 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2017-10-02	$2,207	$2,241	-$34	-$34
49. ALEXION PHARMACEUTICALS INC	2016-04-06	2017-10-03	$6,933	$7,639	-$706	-$706
135. ALEXION PHARMACEUTICALS INC		2017-10-03	$19,102	$13,107	$5,995	$5,995
119. HARTFORD FINL SVCS GROUP INC	2016-12-16	2017-10-03	$6,596	$5,668	$928	$928
154. BROADCOM LTD	2013-04-29	2017-10-03	$36,823	$5,368	$31,455	$31,455
11. BROADCOM LTD	2013-04-29	2017-10-03	$2,624	$383	$2,241	$2,241
37. BROADCOM LTD	2013-04-29	2017-10-03	$8,839	$1,290	$7,549	$7,549
23. ALEXION PHARMACEUTICALS INC	2013-05-07	2017-10-04	$3,247	$2,223	$1,024	$1,024
21. HARTFORD FINL SVCS GROUP INC	2016-12-16	2017-10-04	$1,168	$1,000	$168	$168
119. HARTFORD FINL SVCS GROUP INC	2016-12-16	2017-10-04	$6,626	$5,668	$958	$958
8. HARTFORD FINL SVCS GROUP INC	2016-12-16	2017-10-04	$445	$381	$64	$64
56. HARTFORD FINL SVCS GROUP INC	2016-12-16	2017-10-04	$3,118	$2,667	$451	$451
10. HARTFORD FINL SVCS GROUP INC	2016-09-09	2017-10-04	$557	$413	$144	$144
15. HARTFORD FINL SVCS GROUP INC	2016-12-16	2017-10-04	$836	$714	$122	$122
58. HARTFORD FINL SVCS GROUP INC	2016-09-09	2017-10-05	$3,232	$2,393	$839	$839
3. HARTFORD FINL SVCS GROUP INC	2016-09-09	2017-10-05	$167	$124	$43	$43
13. HARTFORD FINL SVCS GROUP INC	2016-09-09	2017-10-06	$726	$536	$190	$190
1. HARTFORD FINL SVCS GROUP INC	2016-09-09	2017-10-06	$56	$41	$15	$15
33. HARTFORD FINL SVCS GROUP INC	2016-09-09	2017-10-09	$1,833	$1,361	$472	$472
6. HARTFORD FINL SVCS GROUP INC	2016-09-09	2017-10-09	$334	$248	$86	$86
15707.8 AMERICREDIT AUTOMOBILE RECEIVA 2013-5 CL C 2.290% 11/08/2019	2016-11-07	2017-10-10	$15,708	$15,796	-$88	-$88
1561. GENERAL ELEC CO		2017-10-10	$36,965	$47,310	-$10,345	-$10,345
40000. ZOETIS INC 1.875% 02/01/2018 DTD 08/01/2013	2014-05-08	2017-10-12	$40,066	$40,126	-$60	-$60
10597.52 CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/20	2015-09-18	2017-10-16	$10,598	$10,600	-$2	-$2
45.78 FEDERAL HOME LOAN MORTGAGE CORP	1996-09-30	2017-10-16	$46	$45	$1	$1
1003.58 FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2017-10-16	$1,004	$1,051	-$47	-$47
123.76 FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2017-10-16	$124	$138	-$14	-$14
2323.72 FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2017-10-16	$2,324	$2,442	-$118	-$118
1977.93 FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2017-10-16	$1,978	$2,045	-$67	-$67
7.86 FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2017-10-16	$8	$8
1624.76 FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2017-10-16	$1,625	$1,619	$6	$6
24.69 FREDDIE MAC	2005-01-19	2017-10-16	$25	$26	-$1	-$1
622.9 FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2017-10-16	$623	$677	-$54	-$54
7257.92 FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2017-10-16	$7,258	$7,631	-$373	-$373
401.47 FHLMC GOLD 3.5% 02/01/46	2016-06-07	2017-10-16	$401	$424	-$23	-$23
1537.43 FHLMC SER 2338 CL ZC 6.5% JUL 15 2031	2011-04-19	2017-10-16	$1,537	$1,718	-$181	-$181
1238.41 FHLMC SER 1611 CL Z 6.5% NOV 15 2023	2013-08-19	2017-10-16	$1,238	$1,393	-$155	-$155
638.35 FHLMC SER 1974 CL ZA 7% JUL 15 2027	2011-04-25	2017-10-16	$638	$723	-$85	-$85
971.81 FHLMC 2122 CL ZE 6.000% 02/15/2029	2013-01-30	2017-10-16	$972	$1,111	-$139	-$139
510.94 FHLMC MAR2310 CL Z 6.000% 04/15/2031 DTD 04/30/2001	2013-09-19	2017-10-16	$511	$562	-$51	-$51
6941.36 FHLMC 2355 CL AE 6.000% 09/15/2031 DTD 09/01/2001	2017-01-27	2017-10-16	$6,941	$7,679	-$738	-$738
343.49 FHLMC SER 2532 CL PH 5.5% DEC 15 2032	2011-04-19	2017-10-16	$343	$373	-$30	-$30
127.82 FHLMC	2011-10-05	2017-10-16	$128	$141	-$13	-$13
1844.99 FHLMC SER 2590 CL OA 4% MAR 15 2033	2011-04-13	2017-10-16	$1,845	$1,895	-$50	-$50
1185.8 FREDDIE MAC SER 2598 CL QE 5.5% APR 15 2033		2017-10-16	$1,186	$1,320	-$134	-$134
584.85 FEDERAL HOME LN MTG CORP MULTICLASS	2011-04-21	2017-10-16	$585	$618	-$33	-$33
1272.49 FHLMC SER 2696 CL DG 5.5% OCT 15 2033		2017-10-16	$1,272	$1,422	-$150	-$150
116.55 FREDDIE MAC	2005-09-15	2017-10-16	$117	$120	-$3	-$3
1684.52 FHLMC REMIC SER 3027 CL DE 5% SEP 15 2025	2011-04-19	2017-10-16	$1,685	$1,812	-$127	-$127
72.73 FHLMC SER 3508 CL PK 4% FEB 15 2039	2011-04-27	2017-10-16	$73	$74	-$1	-$1
1198.39 FHLMC SER 3653 CL B 4.500% 04/15/2030	2011-12-29	2017-10-16	$1,198	$1,305	-$107	-$107
1096.51 FHLMC SER 3631 CL PA 4% FEB 15 2040	2011-04-26	2017-10-16	$1,097	$1,129	-$32	-$32
3953.24 GNMA 737022 4.5% 02/15/40	2010-05-13	2017-10-16	$3,953	$4,052	-$99	-$99
124.15 GNMA POOL NO 550851	2001-10-17	2017-10-16	$124	$129	-$5	-$5
215.23 GNMA 550750 5.5% 12/15/35	2013-07-23	2017-10-16	$215	$235	-$20	-$20
1684.23 GNMA 658181 5.5% 11/15/36	2011-01-26	2017-10-16	$1,684	$1,829	-$145	-$145
1050.47 GNMA 701738 5% 03/15/39	2009-07-29	2017-10-16	$1,050	$1,074	-$24	-$24
302.13 GNMA 2003-26 CL MB	2012-09-10	2017-10-16	$302	$333	-$31	-$31
1729. GNMA 2004-19 CL KE 5.000% 03/16/2034 DTD 03/30/2004		2017-10-16	$1,729	$1,912	-$183	-$183
3855.67 GNMA 2009-84 CL C 4.000% 09/16/2024 DTD 09/29/2009	2013-06-18	2017-10-16	$3,856	$4,140	-$284	-$284
3067.59 GNMA 2010-162 CL QK 4.500% 06/16/2039 DTD 12/29/2010	2016-12-14	2017-10-16	$3,068	$3,160	-$92	-$92
13837.89 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020	2015-09-30	2017-10-16	$13,838	$13,908	-$70	-$70
7853.37 CAPITAL AUTO RECEIVABLES ASSET 2015-4 CL A2 1.620% 03/20/2019	2015-10-15	2017-10-20	$7,853	$7,853
32253.09 CAPITAL AUTO RECEIVABLES ASSET 2013-4 CL C 2.670% 02/20/2019	2016-02-26	2017-10-20	$32,253	$32,566	-$313	-$313
1837.09 GNMA II 5% MAY 01 2010	2010-05-13	2017-10-20	$1,837	$1,931	-$94	-$94
1293.03 GNMA SER 2003-19 CL DH 5% MAR 20 2033	2011-04-26	2017-10-20	$1,293	$1,370	-$77	-$77
2441.07 GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2017-10-20	$2,441	$2,697	-$256	-$256
1894.43 GNMA 2002-79 CL KL 5.500% 11/20/2032 DTD 11/29/2002	2013-05-16	2017-10-20	$1,894	$2,190	-$296	-$296
2127.02 GNMA II SER 2003-75 CL ZA 5.5% SEP 20 2033	2011-04-26	2017-10-20	$2,127	$2,305	-$178	-$178
3392.19 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033		2017-10-20	$3,392	$3,763	-$371	-$371
1243.09 GNMA SER 2005-26 CL XY 5.5%		2017-10-20	$1,243	$1,406	-$163	-$163
1632.66 GNMA 2008-83 CL ND REMIC 5.50% 09/20/2038 DTD 09/29/2008	2012-12-07	2017-10-20	$1,633	$1,923	-$290	-$290
784.9 GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2017-10-20	$785	$895	-$110	-$110
15035.25 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019	2015-09-25	2017-10-23	$15,035	$15,035
3.21 COUNTRYWIDE HOME LOANS 2003-56 CL 4A1 VAR RT 12/25/2033	2014-02-25	2017-10-25	$3	$3
1089.3 FANNIE MAE SER 1991-52 CL J 8.5% MAY 25 2021	2013-06-11	2017-10-25	$1,089	$1,279	-$190	-$190
3105.2 FNMA SER 2011-99 CL DB 5% OCT 25 2041	2012-07-05	2017-10-25	$3,105	$3,540	-$435	-$435
335.75 FNMA-ACES 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2017-10-25	$336	$336
3019.9 FNMA 2014-73 CL PJ 3.000% 12/25/2043 DTD 10/01/2014	2016-12-09	2017-10-25	$3,020	$3,027	-$7	-$7
4192.27 FNMA 2016-9 CL D 3.000% 03/25/2046 DTD 02/01/2016	2017-07-28	2017-10-25	$4,192	$4,212	-$20	-$20
1382.09 FNMA 255836 6% 07/01/25	2012-10-18	2017-10-25	$1,382	$1,555	-$173	-$173
1307.81 FNMA 256749 6% 06/01/37	2008-09-30	2017-10-25	$1,308	$1,327	-$19	-$19
333.22 FNMA 468852 4.1% 08/01/21	2013-10-23	2017-10-25	$333	$361	-$28	-$28
277.94 FNMA 469130 4.87% 10/01/41	2016-12-20	2017-10-25	$278	$303	-$25	-$25
3472.55 FNMA 555424 5.5% 05/01/33	2010-09-17	2017-10-25	$3,473	$3,739	-$266	-$266
836.84 FNMA AH5823 4.5% 02/01/41	2011-02-17	2017-10-25	$837	$849	-$12	-$12
5595.45 FNMA AL2602 2.646% 10/01/22	2014-10-28	2017-10-25	$5,595	$5,648	-$53	-$53
218.79 FNMA AL3876 2.764% 06/01/23	2013-12-18	2017-10-25	$219	$214	$5	$5
275.45 FNMA AM3301 2.35% 05/01/23	2014-01-28	2017-10-25	$275	$265	$10	$10
303.09 FNMA AM8970 2.87% 05/01/30	2016-01-27	2017-10-25	$303	$296	$7	$7
210.41 FNMA AU6278 5% 11/01/43	2014-10-28	2017-10-25	$210	$234	-$24	-$24
197.37 FNMA SER 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2017-10-25	$197	$221	-$24	-$24
2373.42 FNMA SER 2003-33 CL-AM 4.25% MAY 25 2033	2011-04-15	2017-10-25	$2,373	$2,439	-$66	-$66
417.01 FNMA SER 2003-42 CL JH 5.5% MAY 25 2033	2011-04-20	2017-10-25	$417	$448	-$31	-$31
1409.38 FNMA SER 2004-60 CL LB 5% APR 25 2034	2011-04-19	2017-10-25	$1,409	$1,503	-$94	-$94
3759.13 FNMA SER 2006-9 CL DG 5.5% MAR 25 2036		2017-10-25	$3,759	$4,253	-$494	-$494
317.27 FNMA SER 2006 102 CL A2 6.5% OCT 25 2036	2011-04-07	2017-10-25	$317	$349	-$32	-$32
158.7 FANNIE MAE SER 2007-22 CL A 5.5% MAR 25 2037	2012-12-04	2017-10-25	$159	$178	-$19	-$19
912.79 FNMA 2009-33 CL FB VAR RT 03/25/2037	2013-03-01	2017-10-25	$913	$926	-$13	-$13
2613.86 FANNIE MAE SER 2010-64 CL DM 5% JUN 25 2040	2011-04-13	2017-10-25	$2,614	$2,760	-$146	-$146
4391.57 FNMA 776289 5% 05/01/34	2013-04-04	2017-10-25	$4,392	$4,839	-$447	-$447
29.44 FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2017-10-25	$29	$31	-$2	-$2
153.62 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-10-25	$154	$161	-$7	-$7
30.07 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-10-25	$30	$32	-$2	-$2
11.61 FANNIE MAE	2005-03-07	2017-10-25	$12	$13	-$1	-$1
375.84 FANNIE MAE	2005-01-14	2017-10-25	$376	$389	-$13	-$13
13750.48 FNMA BC0100 3.5% 12/01/45	2016-06-07	2017-10-25	$13,750	$14,547	-$797	-$797
470.21 FNMA BC3492 3.5% 02/01/46	2016-04-05	2017-10-25	$470	$495	-$25	-$25
511.55 FNMA BC4899 3.5% 04/01/46	2016-06-07	2017-10-25	$512	$541	-$29	-$29
2702.58 FNMA 889197 4.5% 11/01/21	2009-12-09	2017-10-25	$2,703	$2,845	-$142	-$142
209.67 FNMA AA0835 5% 01/01/39	2009-07-29	2017-10-25	$210	$214	-$4	-$4
10636.21 FNMA AB1693 4% 11/01/40	2011-03-01	2017-10-25	$10,636	$10,452	$184	$184
1706.25 FNMA AB3678 3.5% 10/01/41	2011-10-26	2017-10-25	$1,706	$1,734	-$28	-$28
740.41 FNMA MA1213 3.5% 10/01/42	2014-02-28	2017-10-25	$740	$740
1268.14 FNMA MA1546 3.5% 08/01/43	2014-03-19	2017-10-25	$1,268	$1,259	$9	$9
293.97 FNMA MA2369 4% 08/01/45	2016-04-05	2017-10-25	$294	$319	-$25	-$25
6641. FNMA AD0910 4.632% 04/01/20	2012-10-17	2017-10-25	$6,641	$7,778	-$1,137	-$1,137
258.92 JP MORGAN MORTGAGE TRUST SER 2004-A1 CL 1A1 4.800801%		2017-10-25	$259	$253	$6	$6
2480.15 MERRILL LYNCH MORTGAGE INVESTO 2003-A5 CL 2A6 VAR RT 08/25/203	2015-12-08	2017-10-25	$2,480	$2,466	$14	$14
75000. WAL-MART STORES INC 5 7/8% APR 05 2027	2011-04-12	2017-10-25	$94,253	$82,151	$12,102	$12,102
2357.3 WELLS FARGO MORTGAGE BACKED SE 2005-AR10 CL 2A2 VAR RT 06/25/20	2013-09-27	2017-10-25	$2,357	$2,394	-$37	-$37
212. AT&T INC	2015-06-01	2017-10-27	$7,198	$7,322	-$124	-$124
699. AT&T INC		2017-10-27	$23,686	$24,134	-$448	-$448
648. AT&T INC		2017-10-30	$21,923	$22,339	-$416	-$416
552. AT&T INC	2015-06-02	2017-10-30	$18,523	$19,004	-$481	-$481
2462.57 FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2017-10-30	$2,463	$2,438	$25	$25
10781.54 SANTANDER DRIVE AUTO RECEIVABL 2014-4 CL C 2.600% 11/16/2020	2016-04-27	2017-11-02	$10,782	$10,901	-$119	-$119
13975.44 SANTANDER DRIVE AUTO RECEIVABL 2015-5 CL B 1.960% 05/15/2020	2016-02-25	2017-11-02	$13,975	$13,959	$16	$16
15602.16 AMERICREDIT AUTOMOBILE RECEIVA 2013-5 CL C 2.290% 11/08/2019	2016-11-07	2017-11-08	$15,602	$15,689	-$87	-$87
213. ANALOG DEVICES INC		2017-11-10	$19,084	$13,687	$5,397	$5,397
95. BIOGEN IDEC INC		2017-11-10	$29,490	$17,570	$11,920	$11,920
176. ANALOG DEVICES INC		2017-11-13	$15,769	$11,277	$4,492	$4,492
100000. BELLSOUTH CAPITAL FUNDING CORP 7 7/8% FEB 15 2030	2015-01-23	2017-11-13	$131,590	$138,745	-$7,155	-$7,155
156.35 FNMA AL2965 2.619% 12/01/22	2014-06-11	2017-11-13	$156	$154	$2	$2
9829.37 CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/201	2015-09-18	2017-11-15	$9,829	$9,832	-$3	-$3
46.07 FEDERAL HOME LOAN MORTGAGE CORP	1996-09-30	2017-11-15	$46	$46
824.93 FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2017-11-15	$825	$864	-$39	-$39
197.09 FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2017-11-15	$197	$220	-$23	-$23
110.23 FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2017-11-15	$110	$116	-$6	-$6
1268.37 FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2017-11-15	$1,268	$1,311	-$43	-$43
310.59 FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2017-11-15	$311	$307	$4	$4
7.92 FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2017-11-15	$8	$8
1640.75 FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2017-11-15	$1,641	$1,635	$6	$6
24.81 FREDDIE MAC	2005-01-19	2017-11-15	$25	$26	-$1	-$1
642.12 FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2017-11-15	$642	$698	-$56	-$56
304.56 FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2017-11-15	$305	$320	-$15	-$15
403.07 FHLMC GOLD 3.5% 02/01/46	2016-06-07	2017-11-15	$403	$426	-$23	-$23
404.06 FHLMC SER 2338 CL ZC 6.5% JUL 15 2031	2011-04-19	2017-11-15	$404	$452	-$48	-$48
1069.83 FHLMC SER 1611 CL Z 6.5% NOV 15 2023	2013-08-19	2017-11-15	$1,070	$1,204	-$134	-$134
615.16 FHLMC SER 1974 CL ZA 7% JUL 15 2027	2011-04-25	2017-11-15	$615	$697	-$82	-$82
956.28 FHLMC 2122 CL ZE 6.000% 02/15/2029	2013-01-30	2017-11-15	$956	$1,093	-$137	-$137
2512.27 FHLMC MAR2310 CL Z 6.000% 04/15/2031 DTD 04/30/2001	2013-09-19	2017-11-15	$2,512	$2,764	-$252	-$252
903.38 FHLMC SER 2532 CL PH 5.5% DEC 15 2032	2011-04-19	2017-11-15	$903	$981	-$78	-$78
76.07 FHLMC	2011-10-05	2017-11-15	$76	$84	-$8	-$8
2116.88 FHLMC SER 2590 CL OA 4% MAR 15 2033	2011-04-13	2017-11-15	$2,117	$2,174	-$57	-$57
992.87 FREDDIE MAC SER 2598 CL QE 5.5% APR 15 2033		2017-11-15	$993	$1,105	-$112	-$112
470.32 FEDERAL HOME LN MTG CORP MULTICLASS	2011-04-21	2017-11-15	$470	$497	-$27	-$27
3185.98 FHLMC SER 2696 CL DG 5.5% OCT 15 2033		2017-11-15	$3,186	$3,559	-$373	-$373
172.23 FREDDIE MAC	2005-09-15	2017-11-15	$172	$177	-$5	-$5
1937.8 FHLMC REMIC SER 3027 CL DE 5% SEP 15 2025	2011-04-19	2017-11-15	$1,938	$2,084	-$146	-$146
272.03 FHLMC SER 3508 CL PK 4% FEB 15 2039	2011-04-27	2017-11-15	$272	$276	-$4	-$4
1211.26 FHLMC SER 3653 CL B 4.500% 04/15/2030	2011-12-29	2017-11-15	$1,211	$1,319	-$108	-$108
1325.51 FHLMC SER 3631 CL PA 4% FEB 15 2040	2011-04-26	2017-11-15	$1,326	$1,365	-$39	-$39
3218.19 GNMA 737022 4.5% 02/15/40	2010-05-13	2017-11-15	$3,218	$3,299	-$81	-$81
123.96 GNMA POOL NO 550851	2001-10-17	2017-11-15	$124	$129	-$5	-$5
3545.11 GNMA 550750 5.5% 12/15/35	2013-07-23	2017-11-15	$3,545	$3,877	-$332	-$332
963.11 GNMA 658181 5.5% 11/15/36	2011-01-26	2017-11-15	$963	$1,046	-$83	-$83
478.21 GNMA 701738 5% 03/15/39	2009-07-29	2017-11-15	$478	$489	-$11	-$11
11051.57 SANTANDER DRIVE AUTO RECEIVABL 2014-4 CL C 2.600% 11/16/2020	2016-04-27	2017-11-15	$11,052	$11,174	-$122	-$122
14744.28 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020	2015-09-30	2017-11-15	$14,744	$14,819	-$75	-$75
22266.24 SANTANDER AUTO RECEIVABL 2015-1 CL C 2.57% 04/15/2021 DTD 02/		2017-11-15	$22,266	$22,284	-$18	-$18
14296.9 SANTANDER DRIVE AUTO RECEIVABL 2015-5 CL B 1.960% 05/15/2020	2016-02-25	2017-11-15	$14,297	$14,280	$17	$17
598.65 GNMA 2003-26 CL MB	2012-09-10	2017-11-16	$599	$660	-$61	-$61
2150.75 GNMA 2004-19 CL KE 5.000% 03/16/2034 DTD 03/30/2004		2017-11-16	$2,151	$2,378	-$227	-$227
5776.84 GNMA 2009-84 CL C 4.000% 09/16/2024 DTD 09/29/2009	2013-06-18	2017-11-16	$5,777	$6,203	-$426	-$426
1740.78 GNMA 2010-162 CL QK 4.500% 06/16/2039 DTD 12/29/2010	2016-12-14	2017-11-16	$1,741	$1,793	-$52	-$52
216962.525 HARBOR HIGH YIELD BOND FUND - INS		2017-11-16	$2,200,000	$2,404,354	-$204,354	-$204,354
443. TJX COS INC NEW		2017-11-17	$31,323	$34,477	-$3,154	-$3,154
15. TJX COS INC NEW	2016-12-05	2017-11-17	$1,062	$1,160	-$98	-$98
61. TJX COS INC NEW	2016-12-05	2017-11-17	$4,339	$4,718	-$379	-$379
12410.34 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019	2015-09-25	2017-11-20	$12,410	$12,410
4319.66 CAPITAL AUTO RECEIVABLES ASSET 2015-3 CL A3 01/21/2020	2016-12-13	2017-11-20	$4,320	$4,345	-$25	-$25
8224.93 CAPITAL AUTO RECEIVABLES ASSET 2015-4 CL A2 1.620% 03/20/2019	2015-10-15	2017-11-20	$8,225	$8,225
7545.09 CAPITAL AUTO RECEIVABLES ASSET 2013-4 CL C 2.670% 02/20/2019	2016-02-26	2017-11-20	$7,545	$7,618	-$73	-$73
8776.23 CAPITAL AUTO RECEIVABLES ASSET 2016-1 CL A3 1.730% 04/20/2020	2016-04-26	2017-11-20	$8,776	$8,756	$20	$20
1838.19 GNMA II 5% MAY 01 2010	2010-05-13	2017-11-20	$1,838	$1,932	-$94	-$94
1707.13 GNMA SER 2003-19 CL DH 5% MAR 20 2033	2011-04-26	2017-11-20	$1,707	$1,809	-$102	-$102
2560.31 GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2017-11-20	$2,560	$2,829	-$269	-$269
2203.2 GNMA 2002-79 CL KL 5.500% 11/20/2032 DTD 11/29/2002	2013-05-16	2017-11-20	$2,203	$2,547	-$344	-$344
2098.61 GNMA II SER 2003-75 CL ZA 5.5% SEP 20 2033	2011-04-26	2017-11-20	$2,099	$2,274	-$175	-$175
3648.69 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033		2017-11-20	$3,649	$4,048	-$399	-$399
1413.31 GNMA SER 2005-26 CL XY 5.5%		2017-11-20	$1,413	$1,598	-$185	-$185
1543.54 GNMA 2008-83 CL ND REMIC 5.50% 09/20/2038 DTD 09/29/2008	2012-12-07	2017-11-20	$1,544	$1,818	-$274	-$274
3371.44 GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2017-11-20	$3,371	$3,842	-$471	-$471
292. PNC FINL SVCS GROUP INC		2017-11-20	$38,921	$37,224	$1,697	$1,697
33. BLACKROCK INC		2017-11-21	$15,883	$11,045	$4,838	$4,838
92.37 COUNTRYWIDE HOME LOANS 2003-56 CL 4A1 VAR RT 12/25/2033	2014-02-25	2017-11-27	$92	$91	$1	$1
1098.85 FANNIE MAE SER 1991-52 CL J 8.5% MAY 25 2021	2013-06-11	2017-11-27	$1,099	$1,290	-$191	-$191
3013.26 FNMA SER 2011-99 CL DB 5% OCT 25 2041	2012-07-05	2017-11-27	$3,013	$3,435	-$422	-$422
317.5 FNMA-ACES 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2017-11-27	$318	$318
4720.52 FNMA 2014-73 CL PJ 3.000% 12/25/2043 DTD 10/01/2014	2016-12-09	2017-11-27	$4,721	$4,731	-$10	-$10
5307.95 FNMA 2016-9 CL D 3.000% 03/25/2046 DTD 02/01/2016	2017-07-28	2017-11-27	$5,308	$5,333	-$25	-$25
844.37 FNMA 255836 6% 07/01/25	2012-10-18	2017-11-27	$844	$950	-$106	-$106
1656.29 FNMA 256749 6% 06/01/37	2008-09-30	2017-11-27	$1,656	$1,681	-$25	-$25
311.03 FNMA 468852 4.1% 08/01/21	2013-10-23	2017-11-27	$311	$337	-$26	-$26
248.71 FNMA 469130 4.87% 10/01/41	2016-12-20	2017-11-27	$249	$271	-$22	-$22
3325.69 FNMA 555424 5.5% 05/01/33	2010-09-17	2017-11-27	$3,326	$3,581	-$255	-$255
2345.74 FNMA AH5823 4.5% 02/01/41	2011-02-17	2017-11-27	$2,346	$2,381	-$35	-$35
308.33 FNMA AL2602 2.646% 10/01/22	2014-10-28	2017-11-27	$308	$311	-$3	-$3
203.08 FNMA AL3876 2.764% 06/01/23	2013-12-18	2017-11-27	$203	$199	$4	$4
263.14 FNMA AM3301 2.35% 05/01/23	2014-01-28	2017-11-27	$263	$253	$10	$10
278.87 FNMA AM8970 2.87% 05/01/30	2016-01-27	2017-11-27	$279	$272	$7	$7
218.8 FNMA AU6278 5% 11/01/43	2014-10-28	2017-11-27	$219	$243	-$24	-$24
316.1 FNMA SER 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2017-11-27	$316	$353	-$37	-$37
2179.8 FNMA SER 2003-33 CL-AM 4.25% MAY 25 2033	2011-04-15	2017-11-27	$2,180	$2,240	-$60	-$60
107. FNMA SER 2003-42 CL JH 5.5% MAY 25 2033	2011-04-20	2017-11-27	$107	$115	-$8	-$8
1381.95 FNMA SER 2004-60 CL LB 5% APR 25 2034	2011-04-19	2017-11-27	$1,382	$1,474	-$92	-$92
4093.18 FNMA SER 2006-9 CL DG 5.5% MAR 25 2036		2017-11-27	$4,093	$4,630	-$537	-$537
267.94 FNMA SER 2006 102 CL A2 6.5% OCT 25 2036	2011-04-07	2017-11-27	$268	$295	-$27	-$27
69.72 FANNIE MAE SER 2007-22 CL A 5.5% MAR 25 2037	2012-12-04	2017-11-27	$70	$78	-$8	-$8
1012.57 FNMA 2009-33 CL FB VAR RT 03/25/2037	2013-03-01	2017-11-27	$1,013	$1,027	-$14	-$14
2555.17 FANNIE MAE SER 2010-64 CL DM 5% JUN 25 2040	2011-04-13	2017-11-27	$2,555	$2,698	-$143	-$143
3873.08 FNMA 776289 5% 05/01/34	2013-04-04	2017-11-27	$3,873	$4,268	-$395	-$395
29.61 FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2017-11-27	$30	$31	-$1	-$1
150.55 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-11-27	$151	$158	-$7	-$7
30.4 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-11-27	$30	$32	-$2	-$2
11.69 FANNIE MAE	2005-03-07	2017-11-27	$12	$13	-$1	-$1
54.97 FANNIE MAE	2005-01-14	2017-11-27	$55	$57	-$2	-$2
225.03 FNMA BC0100 3.5% 12/01/45	2016-06-07	2017-11-27	$225	$238	-$13	-$13
473.04 FNMA BC3492 3.5% 02/01/46	2016-04-05	2017-11-27	$473	$498	-$25	-$25
471.45 FNMA BC4899 3.5% 04/01/46	2016-06-07	2017-11-27	$471	$499	-$28	-$28
2586.91 FNMA 889197 4.5% 11/01/21	2009-12-09	2017-11-27	$2,587	$2,724	-$137	-$137
657.43 FNMA AA0835 5% 01/01/39	2009-07-29	2017-11-27	$657	$670	-$13	-$13
6641.12 FNMA AB1693 4% 11/01/40	2011-03-01	2017-11-27	$6,641	$6,526	$115	$115
1788.28 FNMA AB3678 3.5% 10/01/41	2011-10-26	2017-11-27	$1,788	$1,818	-$30	-$30
789.88 FNMA MA1213 3.5% 10/01/42	2014-02-28	2017-11-27	$790	$790
1756.56 FNMA MA1546 3.5% 08/01/43	2014-03-19	2017-11-27	$1,757	$1,744	$13	$13
2219.23 FNMA MA2369 4% 08/01/45	2016-04-05	2017-11-27	$2,219	$2,405	-$186	-$186
260.68 JP MORGAN MORTGAGE TRUST SER 2004-A1 CL 1A1 4.800801%		2017-11-27	$261	$255	$6	$6
3420.99 MERRILL LYNCH MORTGAGE INVESTO 2003-A5 CL 2A6 VAR RT 08/25/203	2015-12-08	2017-11-27	$3,421	$3,401	$20	$20
1542.12 WELLS FARGO MORTGAGE BACKED SE 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2017-11-27	$1,542	$1,566	-$24	-$24
25253.65 CAPITAL AUTO RECEIVABLES ASSET 2013-4 CL D 3.220% 05/20/2019	2015-12-04	2017-11-29	$25,254	$25,795	-$541	-$541
6000. WATSON PHARMCEUTICALS I 6 1/8% AUG 15 2019	2014-04-17	2017-11-30	$6,402	$6,994	-$592	-$592
79. ADOBE SYS INC		2017-12-04	$13,343	$2,928	$10,415	$10,415
. FEDERAL NATL MTG ASSN		2017-12-04	$52		$52	$52
9. ADOBE SYS INC	2012-08-03	2017-12-05	$1,522	$288	$1,234	$1,234
15. ADOBE SYS INC	2012-08-03	2017-12-05	$2,513	$479	$2,034	$2,034
93. ADOBE SYS INC	2012-08-03	2017-12-05	$15,801	$2,971	$12,830	$12,830
47. ADOBE SYS INC	2012-08-03	2017-12-05	$7,911	$1,502	$6,409	$6,409
515. GENERAL ELEC CO		2017-12-05	$9,135	$15,290	-$6,155	-$6,155
324. GENERAL ELEC CO	2015-09-08	2017-12-05	$5,774	$8,081	-$2,307	-$2,307
751. GENERAL ELEC CO	2015-09-08	2017-12-05	$13,363	$18,731	-$5,368	-$5,368
74. GENERAL ELEC CO	2015-09-08	2017-12-06	$1,318	$1,846	-$528	-$528
937. GENERAL ELEC CO		2017-12-06	$16,620	$23,202	-$6,582	-$6,582
603. GENERAL ELEC CO		2017-12-06	$10,640	$14,757	-$4,117	-$4,117
14453.29 AMERICREDIT AUTOMOBILE RECEIVA 2013-5 CL C 2.290% 11/08/2019	2016-11-07	2017-12-08	$14,453	$14,534	-$81	-$81
15000. VIACOM INC 3.875% 04/01/2024 DTD 03/11/2014	2014-03-04	2017-12-08	$15,005	$14,879	$126	$126
. BANK OF AMERICA CORPORATION		2017-12-12	$2,340		$2,340	$2,340
150. STADA ARZNEIMITTEL AG	2014-04-22	2017-12-13	$9,432	$6,860	$2,572	$2,572
457. STADA ARZNEIMITTEL AG		2017-12-13	$28,727	$18,014	$10,713	$10,713
375. STADA ARZNEIMITTEL AG	2013-12-12	2017-12-13	$23,567	$13,990	$9,577	$9,577
146.8 FNMA AL2965 2.619% 12/01/22	2014-06-11	2017-12-14	$147	$145	$2	$2
216.17 FNMA AD0910 4.632% 04/01/20	2012-10-17	2017-12-14	$216	$253	-$37	-$37
9378.6 CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/2015	2015-09-18	2017-12-15	$9,379	$9,381	-$2	-$2
46.35 FEDERAL HOME LOAN MORTGAGE CORP	1996-09-30	2017-12-15	$46	$46
827.73 FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2017-12-15	$828	$867	-$39	-$39
300.04 FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2017-12-15	$300	$334	-$34	-$34
98.4 FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2017-12-15	$98	$103	-$5	-$5
2718.62 FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2017-12-15	$2,719	$2,811	-$92	-$92
220.54 FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2017-12-15	$221	$218	$3	$3
7.97 FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2017-12-15	$8	$8
1764.58 FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2017-12-15	$1,765	$1,758	$7	$7
24.94 FREDDIE MAC	2005-01-19	2017-12-15	$25	$26	-$1	-$1
3339.14 FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2017-12-15	$3,339	$3,627	-$288	-$288
305.59 FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2017-12-15	$306	$321	-$15	-$15
404.33 FHLMC GOLD 3.5% 02/01/46	2016-06-07	2017-12-15	$404	$427	-$23	-$23
1463.44 FHLMC SER 2338 CL ZC 6.5% JUL 15 2031	2011-04-19	2017-12-15	$1,463	$1,635	-$172	-$172
2178.21 FHLMC SER 1611 CL Z 6.5% NOV 15 2023	2013-08-19	2017-12-15	$2,178	$2,450	-$272	-$272
502.91 FHLMC SER 1974 CL ZA 7% JUL 15 2027	2011-04-25	2017-12-15	$503	$570	-$67	-$67
692.68 FHLMC 2122 CL ZE 6.000% 02/15/2029	2013-01-30	2017-12-15	$693	$792	-$99	-$99
602.05 FHLMC MAR2310 CL Z 6.000% 04/15/2031 DTD 04/30/2001	2013-09-19	2017-12-15	$602	$662	-$60	-$60
1181.87 FHLB SER 3854 CL EW 4% MAY 15 2026	2012-01-06	2017-12-15	$1,182	$1,271	-$89	-$89
148.8 FHLMC SER 2532 CL PH 5.5% DEC 15 2032	2011-04-19	2017-12-15	$149	$162	-$13	-$13
79.61 FHLMC	2011-10-05	2017-12-15	$80	$88	-$8	-$8
1419.27 FHLMC SER 2590 CL OA 4% MAR 15 2033	2011-04-13	2017-12-15	$1,419	$1,457	-$38	-$38
1263.35 FREDDIE MAC SER 2598 CL QE 5.5% APR 15 2033		2017-12-15	$1,263	$1,406	-$143	-$143
506.94 FEDERAL HOME LN MTG CORP MULTICLASS	2011-04-21	2017-12-15	$507	$535	-$28	-$28
2913.03 FHLMC SER 2696 CL DG 5.5% OCT 15 2033		2017-12-15	$2,913	$3,254	-$341	-$341
121.05 FREDDIE MAC	2005-09-15	2017-12-15	$121	$124	-$3	-$3
1563.23 FHLMC REMIC SER 3027 CL DE 5% SEP 15 2025	2011-04-19	2017-12-15	$1,563	$1,681	-$118	-$118
7.54 FHLMC SER 3508 CL PK 4% FEB 15 2039	2011-04-27	2017-12-15	$8	$8
2821.04 FHLMC SER 3653 CL B 4.500% 04/15/2030	2011-12-29	2017-12-15	$2,821	$3,071	-$250	-$250
1026.97 FHLMC SER 3631 CL PA 4% FEB 15 2040	2011-04-26	2017-12-15	$1,027	$1,058	-$31	-$31
6310.41 GNMA 737022 4.5% 02/15/40	2010-05-13	2017-12-15	$6,310	$6,469	-$159	-$159
991.9 GNMA POOL NO 550851	2001-10-17	2017-12-15	$992	$1,032	-$40	-$40
3989.21 GNMA 550750 5.5% 12/15/35	2013-07-23	2017-12-15	$3,989	$4,363	-$374	-$374
1338.7 GNMA 658181 5.5% 11/15/36	2011-01-26	2017-12-15	$1,339	$1,454	-$115	-$115
924.19 GNMA 701738 5% 03/15/39	2009-07-29	2017-12-15	$924	$945	-$21	-$21
10365.2 SANTANDER DRIVE AUTO RECEIVABL 2014-4 CL C 2.600% 11/16/2020	2016-04-27	2017-12-15	$10,365	$10,480	-$115	-$115
13195.45 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020	2015-09-30	2017-12-15	$13,195	$13,262	-$67	-$67
22116.41 SANTANDER AUTO RECEIVABL 2015-1 CL C 2.57% 04/15/2021 DTD 02/		2017-12-15	$22,116	$22,134	-$18	-$18
13874.61 SANTANDER DRIVE AUTO RECEIVABL 2015-5 CL B 1.960% 05/15/2020	2016-02-25	2017-12-15	$13,875	$13,858	$17	$17
689.22 GNMA 2003-26 CL MB	2012-09-10	2017-12-18	$689	$760	-$71	-$71
1892.09 GNMA 2004-19 CL KE 5.000% 03/16/2034 DTD 03/30/2004		2017-12-18	$1,892	$2,092	-$200	-$200
4561.37 GNMA 2009-84 CL C 4.000% 09/16/2024 DTD 09/29/2009	2013-06-18	2017-12-18	$4,561	$4,898	-$337	-$337
1623.32 GNMA 2010-162 CL QK 4.500% 06/16/2039 DTD 12/29/2010	2016-12-14	2017-12-18	$1,623	$1,672	-$49	-$49
105000. VERIZON COMMUNICATIONS NON-TRADEABLE ASSET	2017-02-24	2017-12-18	$114,255	$108,593	$5,662	$5,662
. CASH RECEIPT SECURITIES		2017-12-19	$9,928		$9,928	$9,928
45754.08 CAPITAL AUTO RECEIVABLES ASSET 2015-3 CL A3 01/21/2020	2016-12-13	2017-12-20	$45,754	$46,020	-$266	-$266
7329.88 CAPITAL AUTO RECEIVABLES ASSET 2015-4 CL A2 1.620% 03/20/2019	2015-10-15	2017-12-20	$7,330	$7,330
30098.45 CAPITAL AUTO RECEIVABLES ASSET 2013-4 CL D 3.220% 05/20/2019	2015-12-04	2017-12-20	$30,098	$30,744	-$646	-$646
8355.1 CAPITAL AUTO RECEIVABLES ASSET 2016-1 CL A3 1.730% 04/20/2020	2016-04-26	2017-12-20	$8,355	$8,336	$19	$19
1725.05 GNMA II 5% MAY 01 2010	2010-05-13	2017-12-20	$1,725	$1,813	-$88	-$88
2635.53 GNMA SER 2003-19 CL DH 5% MAR 20 2033	2011-04-26	2017-12-20	$2,636	$2,793	-$157	-$157
3166.08 GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2017-12-20	$3,166	$3,499	-$333	-$333
2427.72 GNMA 2002-79 CL KL 5.500% 11/20/2032 DTD 11/29/2002	2013-05-16	2017-12-20	$2,428	$2,807	-$379	-$379
1653.23 GNMA II SER 2003-75 CL ZA 5.5% SEP 20 2033	2011-04-26	2017-12-20	$1,653	$1,792	-$139	-$139
3062.67 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033		2017-12-20	$3,063	$3,398	-$335	-$335
1485.38 GNMA SER 2005-26 CL XY 5.5%		2017-12-20	$1,485	$1,680	-$195	-$195
1206.71 GNMA 2008-83 CL ND REMIC 5.50% 09/20/2038 DTD 09/29/2008	2012-12-07	2017-12-20	$1,207	$1,421	-$214	-$214
2657.14 GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2017-12-20	$2,657	$3,028	-$371	-$371
11697.07 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019	2015-09-25	2017-12-21	$11,697	$11,697
945.21 COUNTRYWIDE HOME LOANS 2003-56 CL 4A1 VAR RT 12/25/2033	2014-02-25	2017-12-26	$945	$934	$11	$11
1106.86 FANNIE MAE SER 1991-52 CL J 8.5% MAY 25 2021	2013-06-11	2017-12-26	$1,107	$1,300	-$193	-$193
2643.87 FNMA SER 2011-99 CL DB 5% OCT 25 2041	2012-07-05	2017-12-26	$2,644	$3,014	-$370	-$370
13130.31 FNMA-ACES 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2017-12-26	$13,130	$13,130
4132.97 FNMA 2014-73 CL PJ 3.000% 12/25/2043 DTD 10/01/2014	2016-12-09	2017-12-26	$4,133	$4,142	-$9	-$9
5119.61 FNMA 2016-9 CL D 3.000% 03/25/2046 DTD 02/01/2016	2017-07-28	2017-12-26	$5,120	$5,144	-$24	-$24
897.87 FNMA 255836 6% 07/01/25	2012-10-18	2017-12-26	$898	$1,010	-$112	-$112
1047. FNMA 256749 6% 06/01/37	2008-09-30	2017-12-26	$1,047	$1,062	-$15	-$15
335.76 FNMA 468852 4.1% 08/01/21	2013-10-23	2017-12-26	$336	$364	-$28	-$28
280.57 FNMA 469130 4.87% 10/01/41	2016-12-20	2017-12-26	$281	$306	-$25	-$25
3840.35 FNMA 555424 5.5% 05/01/33	2010-09-17	2017-12-26	$3,840	$4,135	-$295	-$295
3019.06 FNMA AH5823 4.5% 02/01/41	2011-02-17	2017-12-26	$3,019	$3,064	-$45	-$45
328.17 FNMA AL2602 2.646% 10/01/22	2014-10-28	2017-12-26	$328	$331	-$3	-$3
10691.94 FNMA AL2965 2.619% 12/01/22	2014-06-11	2017-12-26	$10,692	$10,558	$134	$134
220.39 FNMA AL3876 2.764% 06/01/23	2013-12-18	2017-12-26	$220	$216	$4	$4
277. FNMA AM3301 2.35% 05/01/23	2014-01-28	2017-12-26	$277	$267	$10	$10
305.22 FNMA AM8970 2.87% 05/01/30	2016-01-27	2017-12-26	$305	$298	$7	$7
4443.34 FNMA AU6278 5% 11/01/43	2014-10-28	2017-12-26	$4,443	$4,942	-$499	-$499
410.42 FNMA SER 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2017-12-26	$410	$459	-$49	-$49
1721.93 FNMA SER 2003-33 CL-AM 4.25% MAY 25 2033	2011-04-15	2017-12-26	$1,722	$1,769	-$47	-$47
554.05 FNMA SER 2003-42 CL JH 5.5% MAY 25 2033	2011-04-20	2017-12-26	$554	$595	-$41	-$41
1355.07 FNMA SER 2004-60 CL LB 5% APR 25 2034	2011-04-19	2017-12-26	$1,355	$1,445	-$90	-$90
793.98 FNMA SER 2006-9 CL DG 5.5% MAR 25 2036		2017-12-26	$794	$898	-$104	-$104
131.98 FNMA SER 2006 102 CL A2 6.5% OCT 25 2036	2011-04-07	2017-12-26	$132	$145	-$13	-$13
516.04 FANNIE MAE SER 2007-22 CL A 5.5% MAR 25 2037	2012-12-04	2017-12-26	$516	$578	-$62	-$62
2476.01 FANNIE MAE SER 2010-64 CL DM 5% JUN 25 2040	2011-04-13	2017-12-26	$2,476	$2,614	-$138	-$138
455.53 FNMA 776289 5% 05/01/34	2013-04-04	2017-12-26	$456	$502	-$46	-$46
29.87 FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2017-12-26	$30	$31	-$1	-$1
152.7 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-12-26	$153	$160	-$7	-$7
30.59 FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2017-12-26	$31	$33	-$2	-$2
11.76 FANNIE MAE	2005-03-07	2017-12-26	$12	$13	-$1	-$1
53.61 FANNIE MAE	2005-01-14	2017-12-26	$54	$56	-$2	-$2
225.63 FNMA BC0100 3.5% 12/01/45	2016-06-07	2017-12-26	$226	$239	-$13	-$13
473.37 FNMA BC3492 3.5% 02/01/46	2016-04-05	2017-12-26	$473	$498	-$25	-$25
481.99 FNMA BC4899 3.5% 04/01/46	2016-06-07	2017-12-26	$482	$510	-$28	-$28
3106.06 FNMA 889197 4.5% 11/01/21	2009-12-09	2017-12-26	$3,106	$3,270	-$164	-$164
307.68 FNMA AA0835 5% 01/01/39	2009-07-29	2017-12-26	$308	$314	-$6	-$6
5438.91 FNMA AB1693 4% 11/01/40	2011-03-01	2017-12-26	$5,439	$5,345	$94	$94
1186.55 FNMA AB3678 3.5% 10/01/41	2011-10-26	2017-12-26	$1,187	$1,206	-$19	-$19
628.74 FNMA MA1213 3.5% 10/01/42	2014-02-28	2017-12-26	$629	$629
1135.7 FNMA MA1546 3.5% 08/01/43	2014-03-19	2017-12-26	$1,136	$1,128	$8	$8
286.17 FNMA MA2369 4% 08/01/45	2016-04-05	2017-12-26	$286	$310	-$24	-$24
237.99 FNMA AD0910 4.632% 04/01/20	2012-10-17	2017-12-26	$238	$279	-$41	-$41
261.09 JP MORGAN MORTGAGE TRUST SER 2004-A1 CL 1A1 4.800801%		2017-12-26	$261	$255	$6	$6
340.01 MERRILL LYNCH MORTGAGE INVESTO 2003-A5 CL 2A6 VAR RT 08/25/2033	2015-12-08	2017-12-26	$340	$338	$2	$2
25000. TIME WARNER INC NON-TRADEABLE ASSET	2016-03-30	2017-12-26	$31,631	$30,259	$1,372	$1,372
1021.8 WELLS FARGO MORTGAGE BACKED SE 2005-AR10 CL 2A2 VAR RT 06/25/20	2013-09-27	2017-12-26	$1,022	$1,038	-$16	-$16
. DELPHI TECHNOLOGIES PLC		2017-12-26	$35		$35	$35
. CASH RECEIPT SECURITIES		2017-12-27	$12,632		$12,632	$12,632
1. RIVERSTONE GLOBAL ENERGY AND POWER PRIVATE INVESTORS V, LP (OFFSHOR	2016-01-01	2017-12-31	$133,859	$145,857	-$11,998	-$11,998
1. PROVIDENCE TMT DEBT OPPORTUNITY FEEDER II (NON-US) L.P OFFSHORE	2016-01-01	2017-12-31	$455,056	$45,880	$409,176	$409,176
CAPITAL GAIN DIVIDENDS					$2,856,166		P

Field	Value	IRS element (for citing)
Capital Gain Net Income	$3,831,366	CapitalGainNetIncomeAmt

Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp

Field	Value	IRS element (for citing)
Liable Section4942 Tax	false	LiableSection4942TaxInd
Adjusted Qlfy Distri Yr1	$9,827,914	AdjustedQlfyDistriYr1Amt
Net Vl Noncharitable Assets Yr1	$207,950,019	NetVlNoncharitableAssetsYr1Amt
Distribution Yr1	0.047261	DistributionYr1Rt
Adjusted Qlfy Distri Yr2	$12,305,745	AdjustedQlfyDistriYr2Amt
Net Vl Noncharitable Assets Yr2	$222,032,592	NetVlNoncharitableAssetsYr2Amt
Distribution Yr2	0.055423	DistributionYr2Rt
Adjusted Qlfy Distri Yr3	$9,929,861	AdjustedQlfyDistriYr3Amt
Net Vl Noncharitable Assets Yr3	$226,218,313	NetVlNoncharitableAssetsYr3Amt
Distribution Yr3	0.043895	DistributionYr3Rt
Adjusted Qlfy Distri Yr4	$9,346,306	AdjustedQlfyDistriYr4Amt
Net Vl Noncharitable Assets Yr4	$214,106,470	NetVlNoncharitableAssetsYr4Amt
Distribution Yr4	0.043653	DistributionYr4Rt
Adjusted Qlfy Distri Yr5	$9,438,622	AdjustedQlfyDistriYr5Amt
Net Vl Noncharitable Assets Yr5	$200,860,925	NetVlNoncharitableAssetsYr5Amt
Distribution Yr5	0.046991	DistributionYr5Rt
Total Distribution	0.237223	TotalDistributionRt
Average Distribution	0.047445	AverageDistributionRt
Net Vl Noncharitable Assets	$221,509,064	NetVlNoncharitableAssetsAmt
Adj Net Vl Noncharitable Assets	$10,509,498	AdjNetVlNoncharitableAssetsAmt
Net Investment Income Pct	$78,524	NetInvestmentIncomePctAmt
Adj Nonchrtbl Net Invst Incm Pct	$10,588,022	AdjNonchrtblNetInvstIncmPctAmt
Qualifying Distributions	$9,971,274	QualifyingDistributionsAmt

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

Field	Value	IRS element (for citing)
Investment Income Excise Tax	$157,049	InvestmentIncomeExciseTaxAmt
Tax Under Section511	$0	TaxUnderSection511Amt
Subtotal	$157,049	SubtotalAmt
Subtitle A Tax	$0	SubtitleATaxAmt
Tax Based On Investment Income	$157,049	TaxBasedOnInvestmentIncomeAmt
Estimated Plus Ovpmt Incm Tx	$82,584	EstimatedPlusOvpmtIncmTxAmt
Extsn Request Income Tax Paid	$285,000	ExtsnRequestIncomeTaxPaidAmt
Total Payments And Credits	$367,584	TotalPaymentsAndCreditsAmt
Form2220 Attached	Yes (X)	Form2220AttachedInd
Es Penalty	$0	EsPenaltyAmt
Overpayment	$210,535	OverpaymentAmt
Applied To ES Tax	$210,535	AppliedToESTaxAmt
Refund	$0	RefundAmt

Statements Regarding Acty StatementsRegardingActyGrp

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

Persons With Books Name PersonsWithBooksName

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

Field	Value	IRS element (for citing)
Phone	8004962583	PhoneNum

Location Of Books US Address LocationOfBooksUSAddress

Field	Value	IRS element (for citing)
Address Line1	10 S DEARBORN IL1-0111	AddressLine1Txt
City	CHICAGO	CityNm
State Abbreviation	IL	StateAbbreviationCd
ZIP	606032003	ZIPCd

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

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

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

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp

Business Name BusinessName

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

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	10 S DEARBORN IL1-0111	AddressLine1Txt
City	CHICAGO	CityNm
State Abbreviation	IL	StateAbbreviationCd
ZIP	606032003	ZIPCd

Field	Value	IRS element (for citing)
Title	TRUSTEE	TitleTxt
Average Hrs Per Wk Devoted To Pos	50	AverageHrsPerWkDevotedToPosRt
Compensation	$1,295,435	CompensationAmt

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

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

Minimum Investment Return MinimumInvestmentReturnGrp

Field	Value	IRS element (for citing)
Average Monthly FMV Of Sec	$218,349,784	AverageMonthlyFMVOfSecAmt
Average Monthly Cash Balances	$6,532,514	AverageMonthlyCashBalancesAmt
FMV All Other Noncharitable Ast	$0	FMVAllOtherNoncharitableAstAmt
Total FMV Of Unused Assets	$224,882,298	TotalFMVOfUnusedAssetsAmt
Reduction Claimed	$0	ReductionClaimedAmt
Acquisition Indebtedness	$0	AcquisitionIndebtednessAmt
Adjusted Total FMV Of Unused Ast	$224,882,298	AdjustedTotalFMVOfUnusedAstAmt
Cash Deemed Charitable	$3,373,234	CashDeemedCharitableAmt
Net Vl Noncharitable Assets	$221,509,064	NetVlNoncharitableAssetsAmt
Minimum Investment Return	$11,075,453	MinimumInvestmentReturnAmt

Distributable Amount DistributableAmountGrp

Field	Value	IRS element (for citing)
Minimum Investment Return	$11,075,453	MinimumInvestmentReturnAmt
Tax Based On Investment Income	$157,049	TaxBasedOnInvestmentIncomeAmt
Total Tax	$157,049	TotalTaxAmt
Distributable Before Adj	$10,918,404	DistributableBeforeAdjAmt
Recoveries Qualfied Distri	$100,000	RecoveriesQualfiedDistriAmt
Distributable Before Ded	$11,018,404	DistributableBeforeDedAmt
Deduction From Distributable	$0	DeductionFromDistributableAmt
Distributable As Adjusted	$11,018,404	DistributableAsAdjustedAmt

Qualifying Distri Part XII QualifyingDistriPartXIIGrp

Field	Value	IRS element (for citing)
Expenses And Contributions	$9,971,274	ExpensesAndContributionsAmt
Program Related Invst Total	$0	ProgramRelatedInvstTotalAmt
Charitable Assets Acquis Paid	$0	CharitableAssetsAcquisPaidAmt
Set Aside Suitability Test	$0	SetAsideSuitabilityTestAmt
Set Aside Cash Distri Test	$0	SetAsideCashDistriTestAmt
Qualifying Distributions	$9,971,274	QualifyingDistributionsAmt
Pct Sect4940e Org Net Invst Incm	$0	PctSect4940eOrgNetInvstIncmAmt
Adjusted Qualifying Distri	$9,971,274	AdjustedQualifyingDistriAmt

Undistributed Income UndistributedIncomeGrp

Field	Value	IRS element (for citing)
Distributable As Adjusted	$11,018,404	DistributableAsAdjustedAmt
Undistributed Income PY	$1,088,051	UndistributedIncomePYAmt
Total For Prior Years	$0	TotalForPriorYearsAmt
Excess Distribution Cyov Yr5	$0	ExcessDistributionCyovYr5Amt
Excess Distribution Cyov Yr4	$0	ExcessDistributionCyovYr4Amt
Excess Distribution Cyov Yr3	$0	ExcessDistributionCyovYr3Amt
Excess Distribution Cyov Yr2	$0	ExcessDistributionCyovYr2Amt
Excess Distribution Cyov Yr1	$0	ExcessDistributionCyovYr1Amt
Total Excess Distribution Cyov	$0	TotalExcessDistributionCyovAmt
Qualifying Distributions	$9,971,274	QualifyingDistributionsAmt
Applied To Year1	$1,088,051	AppliedToYear1Amt
Applied To Prior Years	$0	AppliedToPriorYearsAmt
Treated As Distri From Corpus	$0	TreatedAsDistriFromCorpusAmt
Applied To Current Year	$8,883,223	AppliedToCurrentYearAmt
Remaining Distri From Corpus	$0	RemainingDistriFromCorpusAmt
Excess Distri Cyov App CY Corpus	$0	ExcessDistriCyovAppCYCorpusAmt
Excess Distribution Cyov App CY	$0	ExcessDistributionCyovAppCYAmt
Total Corpus	$0	TotalCorpusAmt
Prior Year Undistributed Incm	$0	PriorYearUndistributedIncmAmt
Prior Year Deficiency Or Tax	$0	PriorYearDeficiencyOrTaxAmt
Taxable1	$0	Taxable1Amt
Taxable2	$0	Taxable2Amt
Undistributed Income CY	$2,135,181	UndistributedIncomeCYAmt
Corpus Distri170b1 E Or4942g3	$0	CorpusDistri170b1EOr4942g3Amt
Excess Distri Cyov From Yr5	$0	ExcessDistriCyovFromYr5Amt
Excess Distri Cyov To Next Yr	$0	ExcessDistriCyovToNextYrAmt
Excess From Year4	$0	ExcessFromYear4Amt
Excess From Year3	$0	ExcessFromYear3Amt
Excess From Year2	$0	ExcessFromYear2Amt
Excess From Year1	$0	ExcessFromYear1Amt
Excess From Current Year	$0	ExcessFromCurrentYearAmt

Supplementary Information SupplementaryInformationGrp

Application Submission Info ApplicationSubmissionInfoGrp

Field	Value	IRS element (for citing)
Recipient Person	BOOTH FERRIS FOUNDATION JPMORGAN C	RecipientPersonNm

Recipient US Address RecipientUSAddress

Field	Value	IRS element (for citing)
Address Line1	270 PARK AVENUE	AddressLine1Txt
City	NEW YORK	CityNm
State Abbreviation	NY	StateAbbreviationCd
ZIP	10017	ZIPCd

Field	Value	IRS element (for citing)
Recipient Phone	2124642487	RecipientPhoneNum
Recipient Email Address	NONE@JPMORGAN.COM	RecipientEmailAddressTxt
Form And Info And Materials	ONE COPY OF THE PROPOSAL SHOULD BE ACCOMPANIED BY AN ANNUAL REPORT. FINANCIAL DATA, INCLUDING THE ORGANIZATION'S CURRENT BUDGET AND ITS LATEST AUDITED FINANCIAL STATEMENTS SHOULD BE SUBMITTED AS WELL.	FormAndInfoAndMaterialsTxt
Submission Deadlines	N/A THE FOUNDATION'S PRIMARY INTERESTS ARE IN THE FIELD OF EDUCATION,	SubmissionDeadlinesTxt
Restrictions On Awards	ESPECIALLY THEOLOGICAL, SMALLER COLLEGES AND INDEPENDENT SECONDARY SCHOOLS. A LIMITED NUMBER OF GRANTS ARE MADE IN THE AREAS OF SOCIAL SERVICES AND CULTURAL ACTIVITIES IN NEW YORK CITY. GRANTS ARE NOT MADE	RestrictionsOnAwardsTxt

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (92 entries)

Address Line1RecipientUSAddress/AddressLine1Txt	CityRecipientUSAddress/CityNm	State AbbreviationRecipientUSAddress/StateAbbreviationCd	ZIPRecipientUSAddress/ZIPCd	Recipient RelationshipRecipientRelationshipTxt	Recipient Foundation StatusRecipientFoundationStatusTxt	Grant Or Contribution PurposeGrantOrContributionPurposeTxt	AmtAmt	Business Name Line2RecipientBusinessName/BusinessNameLine2Txt
Schuyler Center for Analysis & Advocacy
322 EIGHTH AVENUE	New York	NY	10001	NONE	PC	GENERAL	$50,000
DreamYard Project
1085 WASHINGTON AVE GROUND FLOOR	Bronx	NY	10456	NONE	PC	GENERAL	$150,000
Marymount Manhattan College
221 EAST 71ST STREET	New York	NY	10021	NONE	PC	GENERAL	$125,000
HERE Art Center
145 SIXTH AVENUE	New York	NY	10013	NONE	PC	GENERAL	$75,000
The Children's Village
ONE ECHO HILLS	Dobbs Ferry	NY	10522	NONE	PC	GENERAL	$100,000
Hobart and William Smith Colleges
300 PULTENEY STREET	Geneva	NY	144563397	NONE	PC	GENERAL	$75,000
The New York Immigration Coalition Inc
131 WEST 33RD ST SUITE 610	New York	NY	10001	NONE	PC	GENERAL	$100,000
The Opportunity Network
85 BROAD STREET 6TH FLOOR	New York	NY	10004	NONE	PC	GENERAL	$120,000
Irish Repertory Theatre Company Inc
132 WEST 22ND STREET	New York	NY	10011	NONE	PC	GENERAL	$50,000
Lower Manhattan Cultural Council
125 MAIDEN LANE 2ND FLOOR	New York	NY	10038	NONE	PC	GENERAL	$100,000
Food Corps Inc
1140 SE 7TH AVE SUITE 110	Portland	OR	10001	NONE	PC	GENERAL	$100,000
Friends of Van Cortlandt Park
80 VAN CORTLANDT PARK SOUTH STE E1	Bronx	NY	10463	NONE	PC	GENERAL	$75,000
Neighborhood Coalition for Shelter Inc
50 BROADWAY SUITE 1301	New York	NY	10004	NONE	PC	GENERAL	$55,000
Museum of the City of New York
1220 FIFTH AVENUE	New York	NY	100295287	NONE	PC	GENERAL	$50,000
Bronx Arts Ensemble
80 VAN CORTLANDT PARK SOUTH	Bronx	NY	10463	NONE	PC	GENERAL	$60,000
STEM Academy
6300 SAGEWOOD DRIVE SUITE H 235	Park City	UT	84098	NONE	PC	GENERAL	$150,000
Business United in Investing Lending
6 BEACON STREET SUITE 415	Boston	MA	02108	NONE	PC	GENERAL	$120,000	and Development (BUILD)
Queens Botanical Garden Society
43-50 MAIN STREET	Flushing	NY	11355	NONE	PC	GENERAL	$100,000
New Yorkers for Parks
55 BROAD STREET 23RD FLOOR	New York	NY	10004	NONE	PC	GENERAL	$100,000
New York Theatre Workshop
79 EAST 4TH STREET	New York	NY	10003	NONE	PC	GENERAL	$150,000
The New York Community Trust
909 THIRD AVENUE FLOOR 22	New York	NY	10022	NONE	PC	GENERAL	$275,000
COMMUNITY FUND INC
121 AVENUE OF THE AMERICAS 6TH FLO	New York	NY	100131590	NONE	PC	GENERAL	$50,000
College Access Research & Action (CARA)
CENTER FOR HUMAN ENVIRONMENTS RM 6	New York	NY	10016	NONE	PC	GENERAL	$75,000
Center for Traditional Music and Dance
200 CHURCH STREET ROOM 303	New York	NY	100133831	NONE	PC	GENERAL	$50,000
New York Lawyers for the Public Interest
151 WEST 30TH STREET 11TH FLOOR	New York	NY	100014017	NONE	PC	GENERAL	$150,000	Inc
Gina Gibney Dance
890 BROADWAY STUDIO 5-2	New York	NY	10003	NONE	PC	GENERAL	$100,000
International Contemporary Ensemble
4306 3RD AVENUE 4TH FLOOR	Brooklyn	NY	11232	NONE	PC	GENERAL	$75,000
Hostos Community College Foundation
500 GRAND CONCOURSE	Bronx	NY	10451	NONE	PC	GENERAL	$75,000
The Ghetto Film School Inc
79 ALEXANDER AVE SUITE 41-A	Bronx	NY	10454	NONE	PC	GENERAL	$75,000
STREB Inc
51 NORTH FIRST STREET	Brooklyn	NY	11211	NONE	PC	GENERAL	$50,000
Lycoming College
700 COLLEGE PLACE	Williamsport	PA	17701	NONE	PC	GENERAL	$55,000
Leslie-Lohman Museum of Gay and Lesbian
26 WOOSTER STREET	New York	NY	10013	NONE	PC	GENERAL	$75,000	Art
Sea Change Capital Partners
1385 BROADWAY 23RD FLOOR	New York	NY	10018	NONE	PC	GENERAL	$50,000
Snug Harbor Cultural Center and
1000 RICHMOND TERRACE	Staten Island	NY	10301	NONE	PC	GENERAL	$150,000	Botanical Garden
The Participatory Budgeting Project Inc
540 PRESIDENT ST 1ST FLOOR	Brooklyn	NY	11215	NONE	PC	GENERAL	$100,000
Community Resource Exchange
42 BROADWAY 20TH FLOOR	New York	NY	10004	NONE	PC	GENERAL	$120,000
New Leaders
30 WEST 26TH STREET 9TH FLOOR	New York	NY	10010	NONE	PC	GENERAL	$150,000
Apollo Theater Foundation Inc
253 WEST 125TH STREET	New York City	NY	10027	NONE	PC	GENERAL	$150,000
The University of Connecticut Foundation
2390 ALUMNI DRIVE	Storrs	CT	06269	NONE	PC	GENERAL	$150,000	Inc
Hudson Guild
441 WEST 26TH STREET	New York	NY	10001	NONE	PC	GENERAL	$87,500
WNYC Radio
160 VARICK STREET	New York	NY	10013	NONE	PC	GENERAL	$125,000
Women for Afghan Women
158-24 73RD AVE	Fresh Meadows	NY	11366	NONE	PC	GENERAL	$100,000
National Academy Foundation
218 WEST 40TH STREET 5TH FLOOR	New York	NY	10018	NONE	PC	GENERAL	$200,000
The Wooster Group
PO BOX 654 CANAL STREET STATION	New York	NY	10013	NONE	PC	GENERAL	$100,000
Nonprofit Coordinating Committee of New
135 WEST 36TH STREET 15TH FL	New York	NY	10018	NONE	PC	GENERAL	$100,000	York
Centre for Social Innovation
601 WEST 26TH STREET SUITE 325	New York	NY	10001	NONE	PC	GENERAL	$200,000
Queens Museum of Art
NEW YORK CITY BUILDING	Queens	NY	113683398	NONE	PC	GENERAL	$100,000
The Urban Assembly
551 FIFTH AVENUE	New York	NY	10176	NONE	PC	GENERAL	$140,000
Wells College
170 MAIN STREET	Aurora	NY	13026	NONE	PC	GENERAL	$50,000
STRIVE International Inc
240 E 123 STREET 3RD FLOOR	New York	NY	10035	NONE	PC	GENERAL	$130,000
Center for New York City Affairs at The
72 FIFTH AVENUE 6TH FLOOR	New York	NY	10011	NONE	PC	GENERAL	$100,000	New School
Ed Inc
85 BROAD STREET 17TH FL	New York	NY	10004	NONE	PC	GENERAL	$75,000
Sarah Lawrence College
1 MEAD WAY	Bronxville	NY	107085999	NONE	PC	GENERAL	$110,000
ExpandEd Schools
1440 BROADWAY 16TH FL	New York	NY	10018	NONE	PC	GENERAL	$150,000
School for the Physical City an
247 W 35TH STREET 8TH FLOOR	New York	NY	10001	NONE	PC	GENERAL	$200,000	Expeditionary Learning Center
The Educational Alliance
197 EAST BROADWAY	New York	NY	100025598	NONE	PC	GENERAL	$50,000
Public Art Fund
1 EAST 53RD STREET	New York	NY	10022	NONE	PC	GENERAL	$75,000
Sadie Nash Leadership Project
4 WEST 43RD STREET SUITE 502	New York	NY	10036	NONE	PC	GENERAL	$100,000
New York Youth Symphony Inc
110 WEST 40TH STREET SUITE 1503	New York	NY	10018	NONE	PC	GENERAL	$50,000
Her Justice
100 BROADWAY 10TH FLOOR	New York	NY	10005	NONE	PC	GENERAL	$75,000
Nuyorican Poets Cafe
236 EAST 3RD STREET	New York	NY	10009	NONE	PC	GENERAL	$100,000
Wave Hill Inc
675 WEST 252 STREET	Bronx	NY	10471	NONE	PC	GENERAL	$26,000
City Harvest
6 EAST 32ND STREET 5TH FLOOR	New York	NY	10016	NONE	PC	GENERAL	$200,000
Eskolta School Research & Design Inc
50 BROAD STREET	New York	NY	10004	NONE	PC	GENERAL	$100,000
Urban Arts Partnership
21 HOWARD STREET 5TH FLOOR	New York	NY	10013	NONE	PC	GENERAL	$100,000
Theatre for a New Audience Inc
154 CHRISTOPHER STREET	New York	NY	100142839	NONE	PC	GENERAL	$100,000
The Chinese-American Planning Council
150 ELIZABETH STREET	New York	NY	10012	NONE	PC	GENERAL	$100,000	Inc
New York Foundation for the Arts
20 JAY STREET SUITE 740	Brooklyn	NY	11201	NONE	PC	GENERAL	$125,000
Quinnipiac College
275 MOUNT CARMEL AVENUE AH-DVP	Hamden	CT	06518	NONE	PC	GENERAL	$90,000
One Goal - New York
55 EXCHANGE PLACE- STE 503	New York	NY	10005	NONE	PC	GENERAL	$100,000
JOSE LIMON DANCE FOUNDATION
466 WEST 152ND STREET 2ND FLOOR	New York	NY	10031	NONE	PC	GENERAL	$150,000
The Lesbian Gay Bisexual & Transgender
208 WEST 13TH STREET	New York	NY	10011	NONE	PC	GENERAL	$100,000	Community Center
Bronx Museum of the Arts
1040 GRAND CONCOURSE	Bronx	NY	104563999	NONE	PC	GENERAL	$87,500
The Schott Foundation for Public
333 SEVENTH AVENUE 14TH FLOOR	New York	NY	10001	NONE	PC	GENERAL	$5,000	Education
Arts Pool
138 SOUTH OXFORD STREET	Brooklyn	NY	11217	NONE	PC	GENERAL	$75,000
The HOPE Program Inc
1 SMITH STREET 4TH FLOOR	Brooklyn	NY	11201	NONE	PC	GENERAL	$75,000
Ballet Hispanico of New York
167 WEST 89TH STREET	NEW YORK	NY	10024	NONE	PC	GENERAL	$150,000
Bard College
PO BOX 5000	Hudson	NY	125045000	NONE	PC	GENERAL	$100,000
Keuka College
141 CENTRAL AVE	Keuka Park	NY	14478	NONE	PC	GENERAL	$100,000
Local Initiatives Support Corporation
501 SEVENTH AVENUE 7TH FLOOR	New York	NY	10018	NONE	PC	GENERAL	$50,000
The Writing Revolution Inc
22 CORTLANDT STREET 33RD FLOOR	New York	NY	10007	NONE	PC	GENERAL	$90,000
Brooklyn Museum of Art
200 EASTERN PARKWAY	Brooklyn	NY	11238	NONE	PC	GENERAL	$150,000
Cause Effective
505 EIGHTH AVENUE SUITE 1212	New York	NY	10018	NONE	PC	GENERAL	$125,000
Madison Square Boys & Girls Club
733 THIRD AVENUE FLOOR 2	New York	NY	10117	NONE	PC	GENERAL	$150,000
CUNY Collaborative Programs
THE CITY UNIVERSITY OF NEW YORK	Brooklyn	NY	11241	NONE	PC	GENERAL	$125,000
Partnership for After School Education
120 BROADWAY SUITE 230	New York	NY	10271	NONE	PC	GENERAL	$150,000
American Museum of the Moving Image
3601 35TH AVENUE	Astoria	NY	11106	NONE	PC	GENERAL	$50,000
Cypress Hills Local Development
625 JAMAICA AVENUE	Brooklyn	NY	11208	NONE	PC	GENERAL	$75,000	Corporation
New York Live Arts
219 W 19TH ST	New York	NY	10011	NONE	PC	GENERAL	$111,250
Arts Connection
520 EIGHTH AVENUE	New York	NY	10018	NONE	PC	GENERAL	$75,000
American Folk Art Museum
47-29 32ND PLACE	Long Island City	NY	11101	NONE	PC	GENERAL	$100,000
Callen-Lorde Community Health Center
356 WEST 18TH STREET	New York	NY	10011	NONE	PC	GENERAL	$100,000

Field	Value	IRS element (for citing)
Total Grant Or Contri Pd Dur Yr	$9,432,250	TotalGrantOrContriPdDurYrAmt

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

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

Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp

Field	Value	IRS element (for citing)
Exclusion	14	ExclusionCd
Exclusion	$4,338,782	ExclusionAmt

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

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

Field	Value	IRS element (for citing)
Exclusion	18	ExclusionCd
Exclusion	$3,831,366	ExclusionAmt

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

Other Revenue Described OtherRevenueDescribedGrp (7 entries)

DescDesc	ExclusionExclusionCd	ExclusionExclusionAmt
TAX REFUND	14	$114,000
OTHER INCOME	14	$600
DEFERRED INCOME	14	$88,628
STARWOOD SOF VIII	14	$59,016
ATLAS GLOBAL INVES	14	$35,641
JANA OFFSHORE PART	14	$384,363
PROVIDENCE TMT DEB	14	$45,880

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

Field	Value	IRS element (for citing)
Exclusion	$8,898,276	ExclusionAmt

Field	Value	IRS element (for citing)
Total Income Producing Acty	$8,898,276	TotalIncomeProducingActyAmt

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

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

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

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corporate Bonds InvestmentsCorporateBondsGrp (389 entries)

BondBondNm	EOY Book ValueEOYBookValueAmt	EOYFMVEOYFMVAmt
411511553 HARBOR HIGH YIELD BO	$5,632,764	$5,625,259
543916688 LORD ABBETT INVT TR
00037BAB8 ABB FINANCE USA INC	$119,033	$116,909
001192AG8 AGL CAPITAL CORP 5 1	$74,837	$77,988
00206RCM2 AT&T INC 3.000% 06/3
00206RDA7 AT&T INC 5.000% 03/0	$83,855	$80,309
00440EAM9 ACE INA HOLDINGS 5.9	$82,748	$78,985
00507UAS0 ACTAVIS FUNDING SCS	$75,794	$76,336
00751YAC0 ADVANCE AUTO PARTS 4	$29,950	$31,536
008916AP3 AGRIUM INC 3.375% 03	$28,906	$30,132
01F0526A5 FNMA 5.5% 10/15/43
01F0606A8 FNMA 6% 10/15/43
023135AM8 AMAZON.COM INC 3.300	$22,914	$23,749
023551AM6 HESS CORP 7 1/8% MAR	$39,941	$36,173
025816AY5 AMERICAN EXPRESS SR	$77,468	$65,696
026874CY1 AMERICAN INTL GROUP	$20,987	$22,184
029912BD3 AMERICAN TOWER CORP
03062AAF3 AMERICREDIT AUTOMOBI	$171,634	$170,525
03064VAE8 AMERICREDIT AUTOMOBI	$90,021	$90,052
03065EAF2 AMERICREDIT AUTOMOBI	$51,162	$50,903
03065JAF1 AMERICREDIT AUTOMOBI	$200,219	$200,632
03065KAF8 AMERICREDIT AUTOMOBI	$185,650	$185,512
031162AZ3 AMGEN INC SR NOTES 5	$83,530	$77,841
032511BC0 ANADARKO PETROLEUM C	$133,038	$107,210
03523TAN8 ANHEUSER BUSCH INBEV
035242AM8 ANHEUSER-BUSCH INBEV	$103,638	$112,145
037411AX3 APACHE CORP 3.625% 0	$43,129	$40,946
037735CM7 APPALACHIAN POWER CO	$101,398	$106,699
03879QAF1 VEREIT OPERATING PAR	$20,366	$20,910
042735AK6 ARROW ELECTRONICS IN
049560AJ4 ATOMS ENERGY CORP 8	$119,866	$96,740
05348EAU3 AVALONBAY COMMUNITIE	$57,758	$56,556
055451AU2 BHP BILLITON FIN USA
05565QCD8 BP CAPITAL MARKETS P
059165EE6 BALTIMORE GAS & ELEC	$77,245	$75,215
06051GEU9 BANK OF AMERICA CORP	$322,484	$332,426
079857AH1 BELLSOUTH CAPITAL FU
084670BF4 BERKSHIRE HATHAWAY I
097023AM7 BOEING CO 7 1/4% JUN	$133,444	$126,541
10112RAW4 BOSTON PROPERTIES LP	$37,168	$36,262
120568AT7 BUNGE LIMITED FINANC	$89,474	$81,239
12189TAZ7 BURLINGTN NORTH SANT	$58,141	$73,675
12572QAF2 CME GROUP INC 5.300%	$23,957	$30,786
126117AP5 CNA FINANCIAL CORP 7
12618SAE7 CNH EQUIPMENT TRUST	$249,893	$249,990
12669FBN2 COUNTRYWIDE HOME LOA	$33,737	$34,591
13056JAC8 CALIFORNIA REPUBLIC	$39,367	$39,360
13056UAD1 CALIFORNIA REPUBLIC	$127,392	$127,204
136385AV3 CANADIAN NATL RESOUR	$37,225	$41,173
13645RAJ3 CANADIAN PACIFIC RR	$90,419	$79,796
13974HAD9 CAPITAL AUTO RECEIVA	$346,934	$344,999
13974LAB4 CAPITAL AUTO RECEIVA	$5,590	$5,589
13975FAF7 CAPITAL AUTO RECEIVA
13975FAG5 CAPITAL AUTO RECEIVA	$76,249	$74,697
13975GAD0 CAPITAL AUTO RECEIVA
13975NAC7 CAPITAL AUTO RECEIVA	$81,197	$81,317
14149YAY4 CARDINAL HEALTH INC	$18,438	$20,018
151020AE4 CELGENE CORP 3.95% O	$36,797	$36,240
171232AE1 CHUBB CORPORATION 6.	$77,731	$80,069
172967EW7 CITIGROUP INC SR NOT	$103,162	$111,847
172967JN2 CITIGROUP INC 1.700%	$74,858	$74,925
205887BJ0 CONAGRA FOODS INC 3.	$39,458	$40,510
20825CAQ7 CONOCOPHILLIPS NOTES	$73,920	$104,881
21685WBT3 RABOBANK NEDERLAND N	$80,771	$79,489
22541HCC4 CREDIT SUISSE NEW YO
233835AQ0 DAIMLER CHRYSLER N A	$112,455	$113,263
25152CMN3 DEUTSCHE BANK AG LON
25156PAC7 DEUTSCHE TELEKOM INT	$98,575	$110,934
25389JAK2 DIGITAL REALTY TRUST	$40,478	$41,216
26884AAX1 ERP OPERATING LP 5 3
26884AAZ6 ERP OPERATING LP 4 5	$1,992	$2,142
278058DH2 EATON CORP 6.95% MAR	$90,064	$78,890
278642AE3 EBAY INC 2.6% JUL 15	$46,509	$49,543
29273RAS8 ENERGY TRANSFER PART	$35,680	$36,015
29364DAR1 ENTERGY ARKANSAS INC	$32,077	$32,113
29379VAM5 ENTERPRISE PRODUCTS	$55,847	$62,982
29379VBB8 ENTERPRISE PRODUCTS	$4,991	$5,209
30219GAK4 EXPRESS SCRIPTS HOLD	$74,442	$75,648
3128FHDC3 FHLMC GOLD D75499 7.	$7,038	$7,125
3128M4SQ7 FHLMC GOLD G02927 5.	$35,621	$37,586
3128M6UR7 FHLMC GOLD G04792 6.	$13,930	$13,853
3128M8GL2 FHLMC GOLD G06203 5%	$19,433	$20,020
3128MJMC1 FHLMC GOLD G08354 5%	$120,553	$127,009
3128NH5J8 FHLMC POOL 1J1749 AR	$98,657	$103,734
31292GP83 FHLMC GOLD C00447 8%	$1,109	$1,111
312938K51 FHLMC GOLD A90316 4.	$89,766	$96,154
31297LDH0 FHLMC GOLD A31004 6%	$9,470	$10,221
31298EX75 FHLMC GOLD C46102 5.	$69,772	$71,112
3132H3HK2 FHLMC GOLD U90234 3%	$150,386	$142,563
3132QDDX6 FHLMC GOLD 3.5% 02/0	$254,642	$248,579
3133984L0 FHLMC SER 2338 CL ZC	$51,895	$53,531
3133T2QN3 FHLMC SER 1611 CL Z	$69,338	$66,811
3133TAN73 FHLMC SER 1974 CL ZA	$31,963	$31,289
3133TJDF7 FHLMC 2122 CL ZE 6.0	$83,930	$81,828
3133TSQF3 FHLMC MAR2310 CL Z 6	$65,320	$67,040
313586RC5 FNMA ZERO CPN 10/09/	$166,404	$168,523
31358GXJ1 FANNIE MAE SER 1991-	$48,998	$44,784
3136A13U7 FNMA SER 2011-118 CL
3136A1MA0 FNMA SER 2011-99 CL	$160,555	$152,779
3136AEX69 FNMA-ACES 2013-M9 CL	$175,045	$174,119
3136AKQM8 FANNIEMAE-ACES 2014-	$205,313	$205,040
3136ALMX6 FNMA 2014-73 CL PJ 3	$160,201	$160,312
31371MEH6 FNMA 255836 6% 07/01	$39,127	$38,859
31371NEW1 FNMA 256749 6% 06/01	$61,938	$68,891
3137AA5D1 FHLB SER 3854 CL EW	$213,729	$207,574
3137ALYM5 FHLMC JAN4000 CL VH	$153,703	$152,460
3137AYCE9 FHLMC MULTIFAMILY ST	$95,836	$101,169
3137B2PC8 FHLMC POOL 4212 02/1	$129,357	$127,163
31381RZR8 FNMA 468852 4.1% 08/	$193,393	$188,403
31381SEB4 FNMA 469130 4.87% 10	$199,988	$203,067
31381UCU9 FNMA 470883 2.97% 04
31385XAZ0 FNMA 555424 5.5% 05/	$187,471	$192,870
3138A7PH5 FNMA AH5823 4.5% 02/	$270,171	$288,755
3138EJ3L0 FNMA AL2602 2.646% 1	$176,614	$175,826
3138EKJK2 FNMA AL2965 2.619% 1	$72,972	$74,325
3138ELJW4 FNMA AL3876 2.764% 0	$125,287	$131,975
3138L3U37 FNMA AM3301 2.35% 05	$127,692	$135,370
3138L4H55 FNMA JUL25 3.020% 07	$345,379	$348,762
3138L96G2 FNMA AM8970 2.87% 05	$202,517	$206,030
3138L9T85 FNMA POOL AM8674 2.8	$206,570	$201,490
3138X56Q5 FNMA AU6278 5% 11/01	$151,808	$147,452
31392HMM2 FNMA SER 2003-11 CL	$43,834	$43,596
31393BFF7 FNMA SER 2003-33 CL-	$109,610	$111,097
31393BVP7 FNMA SER 2003-42 CL	$24,398	$24,785
31393DK42 FNMA SER 2003-80 CL	$108,875	$110,122
31393FPA8 FHLMC SER 2532 CL PH	$20,588	$20,849
31393FPW0 FHLMC SER 2544 CL KE	$12,682	$12,623
31393NK57 FHLMC SER 2590 CL OA	$56,374	$56,313
31393NVW6 FREDDIE MAC SER 2598	$90,821	$89,881
31393W6E4 FEDERAL HOME LN MTG	$2,359	$2,239
31394AWY8 FNMA SER 2004-60 CL	$44,255	$43,293
31394DA59 FNMA 2005-48 CL AU A	$179,156	$167,475
31394ED54 FNMA 2005-73 CL EZ 5	$317,996	$339,468
31394KR89 FHLMC SER 2696 CL DG	$148,032	$145,462
31395BBS1 FNMA SER 2006-9 CL D	$101,362	$99,704
31395R2Z0 FHLMC REMIC 2949 CL	$240,000	$224,392
31395UEH0 FREDDIE MAC SER 2980	$28,197	$31,340
31396AU69 FHLMC REMIC SER 3027	$97,691	$96,986
31396LLF5 FNMA SER 2006 102 CL	$11,130	$11,345
31396PW64 FANNIE MAE SER 2007-	$20,704	$20,638
31397NXK6 FNMA 2009-33 CL FB V	$49,979	$50,384
31397UDK2 FNMA SER 2011-52 CL	$110,500	$113,738
31397YWZ0 FHLMC SER 3508 CL PK	$3,242	$3,269
31398QK30 FHLMC 3684 CL CY 4.5	$281,563	$267,518
31398RM85 FANNIE MAE SER 2010-	$110,140	$111,998
31398VWE2 FHLMC SER 3653 CL B	$192,611	$189,467
31398WKY9 FHLMC SER 3631 CL PA	$72,718	$73,606
31404RNE3 FNMA 776289 5% 05/01	$119,245	$118,775
31405E5Q4 FNMA 787555 6.5% 02/	$11,873	$12,527
31405E5Y7 FNMA 787563 6.5% 03/	$48,953	$54,895
31405E5Z4 FNMA 787564 7% 03/01	$6,830	$6,882
31405E6A8 FNMA 787565 7.5% 03/	$5,540	$5,438
31406CQS0 FNMA 806065 6% 12/01	$19,609	$21,168
3140EUDE6 FNMA BC0100 3.5% 12/	$155,928	$151,821
3140EX3A9 FNMA BC3492 3.5% 02/	$252,256	$247,016
3140F0NR1 FNMA BC4899 3.5% 04/	$285,590	$278,112
31410G3E1 FNMA 889197 4.5% 11/	$55,885	$54,186
31416H4V4 FNMA AA0835 5% 01/01	$23,240	$24,543
31416W3B6 FNMA AB1693 4% 11/01	$350,968	$375,331
31417ACQ0 FNMA AB3678 3.5% 10/	$150,269	$153,213
31418AK31 FNMA MA1213 3.5% 10/	$60,146	$62,036
31418AWG9 FNMA MA1546 3.5% 08/	$121,994	$126,723
31418BT30 FNMA MA2369 4% 08/01	$186,622	$182,528
31418NAL4 FNMA AD0910 4.632% 0	$171,658	$152,174
31428XBA3 FEDEX CORP 3.900% 02	$5,038	$5,076
341099CH0 FLORIDA POWER CORP 6	$74,901	$104,345
345397VP5 FORD MOTOR CREDIT CO
36202FGE0 GNMA II 5% MAY 01 2	$92,142	$95,335
3620AQYT4 GNMA 737022 4.5% 02/	$207,357	$216,351
36213C5L0 GNMA 550851 7% 09/15	$29,177	$32,828
36213CZP8 GNMA 550750 5.5% 12/	$63,346	$64,181
36294SFW2 GNMA 658181 5.5% 11/	$38,450	$39,314
36296US35 GNMA 701738 5% 03/15	$50,010	$53,066
36962GXZ2 GENERAL ELECTRIC CAP	$242,686	$273,874
375558AW3 GILEAD SCIENCES INC	$35,852	$36,609
38141EA66 GOLDMAN SACHS GROUP	$74,071	$75,680
38141EC23 GOLDMAN SACHS GROUP	$39,990	$39,408
38141GGM0 GOLDMAN SACHS GROUP	$59,774	$80,794
38141GGQ1 GOLDMAN SACHS GROUP	$58,155	$56,351
38148LAC0 GOLDMAN SACHS GROUP	$25,989	$26,406
38373S3V7 GNMA 2003-26 CL MB 5	$181,020	$186,087
38373SYG6 GNMA SR 2003-19 CL G	$34,167	$33,514
38373SZB6 GNMA SER 2003-19 CL	$124,790	$130,282
38373VHD5 GOVERNMENT NATL MTG	$139,479	$141,193
38373YAB0 GNMA 2002-79 CL KL 5	$151,310	$142,830
38374BDZ3 GNMA 2003-62 CL HE 5	$112,625	$108,821
38374CBC4 GNMA II SER 2003-75	$119,750	$121,230
38374CYU9 GNMA II SER 2003-84	$219,321	$216,015
38374FTH7 GNMA 2004-19 CL KE 5	$119,645	$116,784
38374GSQ6 GNMA 2004-37 CL PE 5	$190,388	$183,941
38374HGS3 GNMA SER 2004-53 CL
38374JYA8 GNMA 2004-86 CL C 5.	$174,188	$173,882
38374KP23 GNMA SER 2005-26 CL	$93,048	$91,138
38374KTZ6 GNMA 2005-13 CL AH 5	$79,969	$84,154
38374XD93 GNMA 2009-84 CL C 4.	$198,197	$191,131
38375YET5 GNMA 2008-83 CL ND R	$85,569	$78,860
38376WCN3 GNMAPOOL 2010-14 CL	$264,344	$252,716
38377QRF6 GNMA 2011-22 CL PL 5	$230,125	$229,314
38377RPC3 GNMA 2010-162 CL QK	$56,983	$56,576
38377YX39 GNMA 2011-137 CL WA	$138,019	$134,026
3837H27G8 GNMA 2008-63 CL PE 5	$139,375	$139,524
40414LAJ8 HCP INC 4.250% 11/15	$28,867	$30,433
404280AL3 HSBC HOLDINGS PLC 4.	$93,353	$91,444
44107TAU0 HOST HOTELS & RESORT	$19,648	$20,355
458140AS9 INTEL CORP 3.700% 07	$23,964	$25,355
45866FAB0 INTERCONTINENTALEXCH	$3,996	$4,016
46132FAA8 INVESCO FINANCE PLC	$39,591	$40,473
466247BL6 JP MORGAN MORTGAGE T	$60,248	$61,411
4812C0803 JPM HIGH YIELD FD -
485134BL3 KANSAS CITY POWER &	$44,935	$37,038
49326EED1 KEYCORP MTN 5.1% MAR	$79,334	$74,352
501044CN9 KROGER CO/THE 5.4% J	$64,427	$71,768
524901AT2 LEGG MASON INC 3.950	$50,486	$51,142
534187AY5 LINCOLN NATIONAL COR	$76,868	$69,990
534187BD0 LINCOLN NATIONAL COR	$5,190	$5,219
539830BG3 LOCKHEED MARTIN CORP	$72,090	$71,116
544646ZR6 LOS ANGELES CALIFORN	$90,000	$124,301
548661CV7 LOWE'S COMPANIES INC	$45,448	$47,006
55273E640 MFS EMERGING MKTS DE
553794AC2 MUFG AMERICAS HLDGS	$39,788	$39,484
56501RAB2 MANULIFE FINANCIAL C	$39,144	$37,045
565849AB2 MARATHON OIL CORP NO	$83,449	$91,222
577778BH5 MACYS RETAIL HLDGS I
5899293T3 MERRILL LYNCH MORTGA	$73,633	$76,399
59156RAM0 METLIFE INC NOTES 5.	$76,577	$82,285
6174466Q7 MORGAN STANLEY 6 5/8	$100,000	$101,095
61747YCG8 MORGAN STANLEY 7.3%	$99,987	$106,602
61747YDY8 MORGAN STANLEY 4.300	$4,963	$5,388
61945CAC7 MOSAIC CO 4.250% 11/	$34,879	$36,237
63946BAE0 NBCUNIVERSAL MEDIA L	$84,217	$79,484
65339KAG5 NEXTERA ENERGY CAPIT	$38,012	$41,119
65504LAH0 NOBLE HOLDING INTL L
655844BC1 NORFOLK SOUTHERN COR	$99,750	$105,118
656531AD2 NORSK HYDRO A S 7.15	$70,558	$63,338
670346AM7 NUCOR CORP 4.000% 08	$36,581	$36,643
674599BY0 OCCIDENTAL PETROLEUM	$36,231	$36,653
68389XAE5 ORACLE CORP 6 1/2%	$74,871	$105,532
693475AP0 PNC FINANCIAL SERVIC	$78,226	$78,516
69362BAY8 PSEG POWER LLC 4.15%	$72,075	$72,994
694308GQ4 PACIFIC GAS & ELECTR	$98,333	$97,419
709629AM1 PENTAIR FINANCE SA 2	$18,068	$18,071
713448BP2 PEPSICO INC NOTES 5	$89,034	$115,324
71654QAW2 PETROLEOS MEXICANOS	$72,800	$68,965
71654QBB7 PETROLEOS MEXICANOS	$52,098	$52,113
73755LAH0 POTASH CORP-SASKATCH	$32,139	$31,408
73755LAL1 POTASH CORP-SASKATCH	$44,600	$46,114
74251VAH5 PRINCIPAL FINANCIAL	$1,997	$2,010
74251VAM4 PRINCIPAL FINANCIAL	$32,952	$32,583
74432QBT1 PRUDENTIAL FINANCIAL	$81,587	$80,374
74834LAP5 QUEST DIAGNOSTIC INC	$42,170	$41,797
754730AB5 RAYMOND JAMES FINANC
760759AP5 REPUBLIC SERVICES IN	$36,898	$38,137
760761AB2 REPUBLIC SERVICES IN	$41,843	$36,801
767201AH9 RIO TINTO FIN USA LT
775109AY7 ROGERS COMMUNICATION
796253T93 SAN ANTONIO TEXAS EL	$95,000	$127,925
80283YAF2 SANTANDER DRIVE AUTO	$70,644	$70,020
80284AAF3 SANTANDER DRIVE AUTO	$119,816	$119,412
80284CAF9 SANTANDER AUTO RECEI	$230,798	$231,192
80284QAE1 SANTANDER DRIVE AUTO	$48,891	$48,951
806854AH8 SCHLUMBERGER INVESTM	$35,865	$36,841
808513AG0 CHARLES SCHWAB CORP	$83,072	$81,300
822582AD4 SHELL INTERNATIONAL	$74,602	$104,483
82481LAC3 SHIRE ACQ INV IRELAN	$40,296	$39,316
842434CG5 SOUTHERN CALIF GAS C	$96,069	$94,860
84755TAE7 SPECTRA ENERGY CAPIT	$47,112	$49,881
857477AL7 STATE STREET CORP 3.	$23,961	$24,204
857477AM5 STATE STREET CORP 3.	$20,361	$21,056
85771PAQ5 STATOIL ASA 4.800% 1	$9,950	$11,703
867229AE6 SUNCOR ENERGY INC 6	$41,836	$47,252
86765BAQ2 SUNOCO LOGISTICS PAR	$19,866	$19,805
87236YAA6 TD AMERITRADE HOLDIN	$41,724	$37,149
880591CS9 TVA 5.880% 04/01/203	$92,867	$105,383
88059ENT7 TENN VAL AUTH CPN ST	$227,889	$237,566
88165FAG7 TEVA PHARMACEUT FIN	$14,956	$14,351
887315BN8 TIME WARNER INC 6 5/
893526BY8 TRANSCANADA PIPELINE	$113,771	$89,981
89417EAF6 TRAVELLERS COS INC S	$82,551	$78,753
90131HAN5 21ST CENTY FOX AMER	$75,291	$65,252
90131HAS4 21ST CENTY FOX AMER	$64,257	$58,224
90265EAL4 UDR INC MTN 2.950% 0	$34,766	$33,628
911596AL8 U S BANCORP 7 1/2% J	$65,965	$64,323
912810EP9 US TREAS 7.125% 02/1	$469,540	$451,366
912810EW4 US TREAS 6% 02/15/26	$1,084,563	$1,014,056
912810FP8 US TREAS 5.375% 02/1
912810QK7 US TREAS 3.875% 08/1	$570,189	$704,170
912810QN1 US TREAS 4.75% 02/15	$502,655	$657,728
912828D56 US TREAS 2.375% 08/1	$736,586	$702,079
912828PA2 US TREAS 1.875% 09/3
912828PX2 US TREAS 3.625% 02/1	$1,217,584	$1,226,850
912828PY0 US TREAS 2.75% 02/28	$1,191,372	$1,202,664
912828RP7 US TREAS 1.75% 10/31	$1,235,973	$1,199,928
912828VK3 US TREAS 1.375% 06/3	$277,495	$279,824
9128334V9 U S A TREAS INT PMT	$394,413	$360,483
9128334X5 02/15/2034 PRIN PMT	$423,616	$403,651
912833XX3 U S A TREAS STRIP IN	$202,836	$183,005
91324PBM3 UNITEDHEALTH GROUP I	$76,448	$72,667
91324PBT8 UNITEDHEALTH GROUP I	$26,161	$25,770
92276MBB0 VENTAS REALTY LP/CAP	$40,531	$40,175
92343VBR4 VERIZON COMMUNICATIO
92344GAX4 VERIZON GLOBAL FUNDI
92553PAX0 VIACOM INC 3.875% 04	$24,798	$24,938
927804FR0 VIRGINIA ELEC & POWE	$21,827	$24,799
92857WAV2 VODAFONE GROUP PLC 4	$79,430	$84,646
931142CH4 WAL-MART STORES INC
941063AQ2 WASTE MANAGEMENT INC
942683AE3 WATSON PHARMCEUTICAL
94974BFJ4 WELLS FARGO & COMPAN	$161,129	$163,024
94974BFY1 WELLS FARGO & COMPAN	$25,973	$27,257
94983CAE7 WELLS FARGO MORTGAGE	$72,503	$73,119
98389BAM2 XCEL ENERGY INC 4.7%	$99,676	$104,242
98978VAG8 ZOETIS INC 1.875% 02
00185AAF1 AON PLC 3.500% 06/14	$85,261	$86,831
00206RCP5 AT&T INC 4.500% 05/1	$96,246	$99,340
00206RDD1 AT&T INC 3.950% 01/1	$75,605	$76,773
00287YAX7 ABBVIE INC 2.850% 05	$87,736	$89,789
00751YAB2 ADVANCE AUTO PARTS I	$32,023	$31,435
00912XAV6 AIR LEASE CORP 3.625	$19,347	$19,978
026874DC8 AMERICAN INTL GROUP	$24,558	$25,077
03027XAD2 AMERICAN TOWER CORP	$26,978	$27,379
03076CAH9 AMERIPRISE FINANCIAL	$104,412	$106,933
035242AJ5 ANHEUSER-BUSCH INBEV	$75,941	$75,370
05565QDL9 BP CAPITAL MARKETS P	$86,234	$87,075
05574LPT9 BNP PARIBAS MTN 2.70	$86,154	$85,376
084670BR8 BERKSHIRE HATHAWAY I	$66,024	$65,415
096630AD0 BOARDWALK PIPELINES	$36,657	$37,487
11120VAA1 BRIXMOR OPERATING PA	$44,807	$44,930
126650CL2 CVS HEALTH CORP 3.87	$87,134	$87,518
14040HAY1 CAPITAL ONE FINANCIA	$129,684	$128,204
14314JAE0 CARMAX AUTO OWNER TR	$72,988	$73,070
166764BD1 CHEVRON CORP 3.326%	$86,527	$87,436
23317HAC6 DDR CORP 3.500% 01/1	$40,684	$40,602
23317HAD4 DDR CORP 3.625% 02/0	$42,989	$44,253
264411AD1 DUKE REALTY LP 3.875	$10,394	$10,334
26884ABF9 ERP OPERATING LP 2.8	$43,844	$43,641
26884UAB5 EPR PROPERTIES 4.500	$82,633	$81,855
29250NAH8 ENBRIDGE INC 3.500%	$44,250	$45,494
3133TVEN2 FHLMC 2355 CL AE 6.0	$64,947	$63,667
3136A6BM5 FNMA 2012-52 CL NY 3	$400,750	$416,636
3136AQ5Y2 FNMA 2016-9 CL D 3.0	$406,289	$404,535
3136AV6R5 FANNIEMAE GRANTOR TR	$157,966	$156,822
3137FAWS3 FHLMC MULTIFAMILY ST	$366,662	$365,309
3137FCJF2 FREDDIE MAC MULTIFAM	$267,645	$267,650
3137FCJK1 FHLMC MULTIFAMILY ST	$242,046	$242,917
3137FCWX8 FHLMC MULTIFAMILY ST	$290,693	$290,840
3138LAU72 FNMA POOL AM9605 11/	$304,406	$307,143
3138LEX30 FNMA POOL AN2497 09/	$405,809	$414,435
3138LFEN4 FNMA POOL AN2840 09/	$231,219	$235,144
31394BZB3 FNMA 2004-91 CL HC 6	$297,500	$295,048
31428XBB1 FEDEX CORP 4.100% 02	$84,601	$92,686
345370CA6 FORD MOTOR COMPANY G	$106,255	$111,075
349553AM9 FORTIS INC 3.055% 10	$43,610	$43,437
37045XBF2 GENERAL MOTORS FINL	$73,660	$72,790
38374BQW6 GOVERMENT NATIONAL M	$261,608	$260,469
38376CN62 GNMA 2009-92 CL CP 5	$341,625	$352,878
44106MAS1 HOSPITALITY PROP TRU	$36,638	$36,776
50077LAL0 KRAFT HEINZ FOODS CO	$42,208	$43,642
501044DB4 KROGER CO/THE 2.600%	$55,348	$55,052
50540RAM4 LAB CORP OF AMER HLD	$86,011	$85,260
53217VAC3 LIFE TECHNOLOGIES CO	$87,629	$85,618
54401E143 LORD ABBETT SHRT DUR	$5,188,811	$5,057,739
552746364 MFS EMERGING MKTS DE	$3,500,000	$3,525,724
55336VAG5 MPLX LP 4.875% 12/01	$42,564	$43,106
559079AK4 MAGELLAN HEALTH SRVC	$60,785	$60,377
56501RAC0 MANULIFE FINANCIAL C	$47,094	$47,778
56585AAG7 MARATHON PETROLEUM C	$44,630	$45,882
570535AM6 MARKEL CORPORATION 3	$124,600	$122,150
606822AL8 MITSUBISHI UFJ FIN G	$45,194	$45,280
61746BDZ6 MORGAN STANLEY MTN 3	$101,522	$104,210
637417AG1 NATIONAL RETAIL PROP	$41,253	$41,009
69352PAE3 PPL CAPITAL FUNDING	$33,870	$33,924
74432QAC9 PRUDENTIAL FINANCIAL	$23,274	$24,679
747525AJ2 QUALCOMM INC 4.650%	$64,793	$64,526
81618TAE0 SELECT INCOME REIT 4	$65,064	$64,457
912810FE3 US TREAS 5.5% 08/15/	$1,002,392	$996,983
912810RN0 US TREAS 2.875% 08/1	$357,932	$379,035
912810RQ3 US TREAS 2.5% 02/15/	$609,477	$617,838
912810RS9 US TREAS 2.5% 05/15/	$318,445	$342,061
912828G53 US TREAS 1.875% 11/3	$199,219	$198,362
912828TH3 US TREAS 0.875% 07/3	$197,570	$196,966
922020805 VANGUARD SHORT-TERM	$4,542,789	$4,502,669
92343VCQ5 VERIZON COMMUNICATIO	$129,665	$137,481
92936UAA7 WP CAREY INC 4.600%	$62,780	$62,667
931427AB4 WALGREENS BOOTS ALLI	$85,096	$88,697
94973VAW7 WELLPOINT INC 3.7% A	$82,712	$82,455
959802AU3 WESTERN UNION CO/THE	$84,630	$86,040
96950FAQ7 WILLIAMS PARTNERS LP	$74,648	$74,383
981464GC8 WORLD FINANCIAL NETW	$92,989	$92,635
98160VAE1 WORLD OMNI AUTOMOBIL	$220,455	$219,978

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corporate Stock InvestmentsCorporateStockGrp (144 entries)

StockStockNm	EOY Book ValueEOYBookValueAmt	EOYFMVEOYFMVAmt
2824100 ABBOTT LABORATORIES
15351109 ALEXION PHARMACEUTICA
23135106 AMAZON.COM INC
26874784 AMERICAN INTERNATIONA
32511107 ANADARKO PETROLEUM CO
32654105 ANALOG DEVICES INC
37833100 APPLE INC
60505104 BANK OF AMERICA CORP
64058100 BANK OF NEW YORK MELL
91936286 BLACKROCK FDS MIDCAP
101137107 BOSTON SCIENTIFIC CO	$83,947	$95,367
110122108 BRISTOL-MYERS SQUIBB	$77,302	$109,078
115233579 BROWN ADV JAPAN ALPH	$2,377,745	$2,439,561
125896100 CMS ENERGY CORP	$41,758	$56,855
143658300 CARNIVAL CORP
151020104 CELGENE CORP	$33,325	$63,242
172967424 CITIGROUP INC	$112,580	$200,609
254687106 WALT DISNEY CO/THE	$184,071	$196,958
254709108 DISCOVER FINANCIAL S
256206103 DODGE & COX INTL STO	$8,559,495	$11,625,986
260543103 DOW CHEMICAL CO/THE
277432100 EASTMAN CHEMICAL CO	$51,751	$74,205
302933502 FMI LARGE CAP FUND-I	$3,955,254	$6,036,705
369550108 GENERAL DYNAMICS COR	$69,399	$88,094
369604103 GENERAL ELECTRIC CO
375558103 GILEAD SCIENCES INC	$50,380	$37,826
416515104 HARTFORD FINANCIAL S	$35,252	$58,925
437076102 HOME DEPOT INC	$30,945	$173,609
438516106 HONEYWELL INTERNATIO	$61,144	$232,034
444859102 HUMANA INC
452327109 ILLUMINA INC
493267108 KEYCORP	$36,034	$66,037
494368103 KIMBERLY-CLARK CORP
500754106 THE KRAFT HEINZ CO	$62,631	$58,164
512807108 LAM RESEARCH CORP
526107107 LENNOX INTERNATIONAL
532457108 ELI LILLY & CO	$100,271	$105,828
548661107 LOWE'S COS INC	$27,329	$131,417
571748102 MARSH & MCLENNAN COS
573284106 MARTIN MARIETTA MATE	$50,528	$66,312
574599106 MASCO CORP	$23,165	$89,110
577130834 MATTHEWS PACIFIC TIG	$4,550,537	$7,811,690
594918104 MICROSOFT CORP	$128,640	$412,731
609207105 MONDELEZ INTERNATION	$77,615	$109,910
617446448 MORGAN STANLEY	$112,814	$229,346
666807102 NORTHROP GRUMMAN COR	$102,260	$122,764
674599105 OCCIDENTAL PETROLEUM	$143,938	$170,891
693506107 PPG INDUSTRIES INC
713448108 PEPSICO INC	$98,477	$121,959
717081103 PFIZER INC	$159,128	$169,147
723787107 PIONEER NATURAL RESO	$90,242	$109,241
742718109 PROCTER & GAMBLE CO/
806857108 SCHLUMBERGER LTD
808513105 SCHWAB (CHARLES) COR	$41,186	$74,589
854502101 STANLEY BLACK & DECK	$82,308	$142,879
872540109 TJX COMPANIES INC	$41,563	$54,898
872590104 T-MOBILE US INC
882508104 TEXAS INSTRUMENTS IN	$69,322	$135,981
887317303 TIME WARNER INC
907818108 UNION PACIFIC CORP	$83,542	$113,046
910047109 UNITED CONTINENTAL H
922908363 VANGUARD INDEX FDS S	$5,916,043	$7,168,600
949746101 WELLS FARGO & CO	$86,248	$230,728
988498101 YUM! BRANDS INC
00206R102 AT&T INC
00724F101 ADOBE SYSTEMS INC	$16,229	$89,022
00817Y108 AETNA INC
00846U101 AGILENT TECHNOLOGIES	$75,053	$97,977
02079K107 ALPHABET INC/CA-CL C	$112,621	$294,038
02079K305 ALPHABET INC/CA-CL A	$69,527	$146,423
04314H667 ARTISAN INTL VALUE F
09062X103 BIOGEN INC	$4,320	$30,583
09247X101 BLACKROCK INC	$27,432	$42,638
09253F879 ISHARES MSCI EAFEINT	$13,152,000	$14,466,784
16119P108 CHARTER COMMUNICATIO	$76,383	$110,867
20030N101 COMCAST CORP-CLASS A	$16,566	$78,418
20605P101 CONCHO RESOURCES INC	$64,463	$77,213
22160K105 COSTCO WHOLESALE COR
25470M109 DISH NETWORK CORP-A	$47,854	$45,840
26875P101 EOG RESOURCES INC	$134,012	$174,383
26884L109 EQT CORP	$54,628	$43,259
30303M102 FACEBOOK INC-A	$89,711	$192,165
31620M106 FIDELITY NATIONAL IN	$63,435	$94,184
37045V100 GENERAL MOTORS CO
38141G104 GOLDMAN SACHS GROUP	$50,287	$85,090
46636U876 JPMORGAN EQUITY INCO	$4,000,000	$6,842,179
46637K513 JPM GLBL RES ENH IND
46640W108 JPMORGAN GROWTH ADVA	$4,265,332	$9,279,999
4812A1373 JPM SM CAP EQ FD - S
4812A2389 JPM US LARGE CAP COR
57636Q104 MASTERCARD INC-CLASS	$35,808	$201,914
58933Y105 MERCK & CO. INC.	$95,359	$84,574
59156R108 METLIFE INC	$46,582	$49,751
60871R209 MOLSON COORS BREWING	$63,579	$66,969
65339F101 NEXTERA ENERGY INC	$39,572	$49,356
65473P105 NISOURCE INC	$33,948	$61,454
67103H107 O'REILLY AUTOMOTIVE	$90,815	$84,430
78486Q101 SVB FINANCIAL GROUP	$39,218	$72,702
89353D107 TRANSCANADA CORP
90130A101 TWENTY-FIRST CENTURY	$78,518	$86,947
91324P102 UNITEDHEALTH GROUP I	$76,399	$291,448
92532F100 VERTEX PHARMACEUTICA	$15,271	$58,895
92826C839 VISA INC-CLASS A SHA	$59,435	$88,251
94106B101 WASTE CONNECTIONS IN	$46,475	$65,336
96208T104 WEX INC	$39,153	$59,599
98138H101 WORKDAY INC-CLASS A	$27,809	$34,286
G0176J109 ALLEGION PLC	$51,876	$63,012
G0177J108 ALLERGAN PLC	$183,231	$118,105
G1151C101 ACCENTURE PLC-CL A	$62,488	$114,358
G51502105 JOHNSON CONTROLS INT
H1467J104 CHUBB LTD	$56,337	$147,591
Y09827109 BROADCOM LTD	$26,735	$197,042
002824100 ABBOTT LABORATORIES	$39,188	$51,877
023135106 AMAZON.COM INC	$98,784	$284,181
026874784 AMERICAN INTERNATION	$76,201	$79,956
032511107 ANADARKO PETROLEUM C	$56,654	$43,341
032654105 ANALOG DEVICES INC	$35,147	$49,145
037833100 APPLE INC	$58,657	$444,229
04314H857 ARTISAN INTL VALUE F	$5,408,435	$8,826,550
060505104 BANK OF AMERICA CORP	$44,888	$186,094
064058100 BANK OF NEW YORK MEL	$39,390	$48,420
084670702 BERKSHIRE HATHAWAY I	$89,803	$105,651
125509109 CIGNA CORP	$41,755	$47,726
247361702 DELTA AIR LINES INC	$61,218	$64,064
25278X109 DIAMONDBACK ENERGY I	$46,637	$56,686
256746108 DOLLAR TREE INC	$63,718	$74,259
26078J100 DOWDUPONT INC	$154,562	$188,306
45866F104 INTERCONTINENTAL EXC	$35,033	$42,477
459200101 INTL BUSINESS MACHIN	$100,726	$100,490
48127B862 JPMORGAN SMALL CAP E	$2,855,699	$5,235,749
48129C207 JPMORGAN GL RES ENH	$6,359,874	$7,930,669
48129C603 JPMORGAN US L/C CORE	$6,358,319	$9,663,871
595017104 MICROCHIP TECHNOLOGY	$44,915	$54,222
654106103 NIKE INC -CL B	$61,741	$70,181
655844108 NORFOLK SOUTHERN COR	$47,627	$55,931
67066G104 NVIDIA CORP	$48,545	$52,439
718172109 PHILIP MORRIS INTERN	$129,230	$120,018
913017109 UNITED TECHNOLOGIES	$62,149	$64,933
92210H105 VANTIV INC - CL A	$38,259	$39,055
931427108 WALGREENS BOOTS ALLI	$34,667	$31,009
98956P102 ZIMMER HOLDINGS INC	$78,148	$84,831
G2709G107 DELPHI TECHNOLOGIES	$7,386	$9,182
G47791101 INGERSOLL-RAND PLC	$84,349	$88,031
G6095L109 APTIV PLC	$37,519	$44,705

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (32 entries)

Category Or ItemCategoryOrItemTxt	Listed At Cost Or FMVListedAtCostOrFMVCd	Book ValueBookValueAmt	EOYFMVEOYFMVAmt
92911965 BLACKSTONE PARTNERS O
92916980 BLACKSTONE COMMERCIAL
139954929 APOLLO EPF II PRIVAT	AT COST	$641,350	$1,216,458
149913923 ATLAS GLOBAL INVESTM	AT COST	$1,285,641	$3,010,448
345162929 AP VIII (APAX) PRIVA	AT COST	$738,540	$1,073,018
387995913 GOLDENTREE OFFSHORE	AT COST	$3,165,230	$6,591,863
425955911 RIVERSTONE GLOBAL EN	AT COST	$1,083,402	$1,347,364
468213962 DFJ GROWTH 2013 PRIV	AT COST	$940,000	$1,183,623
482493996 KKR ASIAN FUND II PR	AT COST	$714,013	$1,103,622
482924925 KKR NORTH AMERICA XI	AT COST	$976,578	$2,291,652
484981964 GSO PRIVATE INVESTOR	AT COST	$542,591	$720,935
576814925 CCMP III PRIVATE INV	AT COST	$705,634	$852,790
656143914 JANA OFFSHORE PARTNE	AT COST	$3,384,363	$3,103,207
743837924 PROVIDENCE TMT DEBT	AT COST	$45,880	$321,406
743839961 PROVIDENCE VII PRIVA	AT COST	$756,753	$1,594,450
811711969 STARWOOD SOF IX PRIV	AT COST	$41,718	$577,916
827994922 SILVER LAKE PARTNERS	AT COST	$652,184	$1,062,382
976491910 THE WINTON FUND LIMI	AT COST	$2,152,000	$2,582,004
01290C944 BLACKSTONE REAL ESTA	AT COST	$1,750,000	$3,099,735
09290F940 BLACKSTONE REAL ESTA	AT COST	$68,860	$107,029
74764S927 QUANTUM OFFSHORE V,	AT COST	$1,724,733	$2,376,036
8V1304918 STARWOOD SOF XI PRIV
G82981997 GOLDENTREE OFFSHORE	AT COST	$278,099	$1,792,678
G82982953 GOLDENTREE OFFSHORE	AT COST	$73,167	$28,121
HFMKPACF6 MKP CREDIT OFFSHORE,
HFWNTBBQ0 THE WINTON FUND LIMI	AT COST	$2,500,000	$2,581,167
Y03147934 BLOOM TREE OFFSHORE	AT COST	$2,300,000	$2,460,561
855711974STARWOOD SOF VIII PRI	AT COST	$349,569	$584,096
092599968 BLACKSTONE GSO PRIVA	AT COST		$442,424
092911965 BLACKSTONE PARTNERS	AT COST	$8,275,000	$11,893,801
092916980 BLACKSTONE COMMERCIA	AT COST		$57,536
179172911 CRP VIII (CARLYLE) P

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (2 entries)

DescDesc	Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
ATTORNEY GENERAL FEE	$1,500	$0	$1,500
OTHER EXPENSES	$19,350	$0	$19,350

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail (7 entries)

DescDesc	Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt	Net Investment IncomeNetInvestmentIncomeAmt
TAX REFUND	$114,000	$0
OTHER INCOME	$600	$600
DEFERRED INCOME	$88,628	$0
STARWOOD SOF VIII -K1	$59,016	$59,016
ATLAS GLOBAL INVESTMENTS(PFIC)	$35,641	$35,641
JANA OFFSHORE PARTNERS, LTD(PFIC)	$384,363	$384,363
PROVIDENCE TMT DEBT OPPORTUNITY FEEDER I	$45,880	$45,880

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail (2 entries)

DescDesc	AmtAmt
RECOVERIES OF CHARITABLE DISTRIBUTION	$100,000
COST BASIS ADJUSTMENT	$44,389

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (5 entries)

CategoryCategoryTxt	AmtAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
FOREIGN TAXES	$550	$550	$0
FEDERAL TAX PAYMENT - PRIOR YE	$10,000	$0	$0
FEDERAL ESTIMATES - INCOME	$34,000	$0	$0
FOREIGN TAXES ON QUALIFIED FOR	$55,749	$55,749	$0
FOREIGN TAXES ON NONQUALIFIED	$9,650	$9,650	$0