COLORADO SPRINGS OSTEOPATHIC FOUNDATION: Form 990PF, tax year 2010

View the entire original 990 at ProPublica ↗

Organization: COLORADO SPRINGS OSTEOPATHIC FOUNDATION (EIN 84-0488554)
Tax period: 2010-07-01 to 2011-06-30
Filed: 2011-11-09
IRS object ID: 201123139349100007
Schema version: 2010v3.4
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
Schedule B
Depreciation Schedule
Investments Corp Bonds Schedule
Investments Corp Stock Schedule
Land Etc Schedule2
Other Assets Schedule
Other Expenses Schedule
Other Income Schedule2
Other Increases Schedule
Other Liabilities Schedule
Other Professional Fees Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Timestamp	2011-11-09T09:02:25-06:00	Timestamp
Tax Period End Date	2011-06-30	TaxPeriodEndDate

Preparer Firm PreparerFirm

Preparer Firm Business Name PreparerFirmBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	OSBORNE PARSONS & ROSACKER LLP	BusinessNameLine1

Preparer Firm US Address PreparerFirmUSAddress

Field	Value	IRS element (for citing)
Address Line1	720 NORTH TEJON STREET	AddressLine1
City	COLORADO SPRINGS	City
State	CO	State
ZIP Code	809031012	ZIPCode

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnType
Tax Period Begin Date	2010-07-01	TaxPeriodBeginDate

Filer Filer

Field	Value	IRS element (for citing)
EIN	840488554	EIN

Name Name

Field	Value	IRS element (for citing)
Business Name Line1	COLORADO SPRINGS OSTEOPATHIC FOUNDATION	BusinessNameLine1

Field	Value	IRS element (for citing)
Name Control	COLO	NameControl
Phone	7196359057	Phone

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	2 NORTH CASCADE AVENUE NO 1100	AddressLine1
City	COLORADO SPRINGS	City
State	CO	State
ZIP Code	80903	ZIPCode

Officer Officer

Field	Value	IRS element (for citing)
Name	DORIS RALSTON	Name
Title	EXECUTIVE DIRECTOR	Title
Phone	7196359057	Phone
Date Signed	2011-11-07	DateSigned
Authorize Third Party	1	AuthorizeThirdParty

Preparer Preparer

Field	Value	IRS element (for citing)
Name	GREGORY P PARSONS CPA	Name
Phone	7196362321	Phone
Self Employed	X	SelfEmployed

Field	Value	IRS element (for citing)
Tax Year	2010	TaxYear
Build TS	2016-02-24 21:20:13Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Address Change	X	AddressChange
Exempt PF	X	ExemptPF
FMV Assets EOY	7688166	FMVAssetsEOY
Method Of Accounting Accrual	X	MethodOfAccountingAccrual

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Contri Received Rev And Expnss	23273	ContriReceivedRevAndExpnss
Dividends Rev And Expnss	171274	DividendsRevAndExpnss
Dividends Net Invst Incm	171274	DividendsNetInvstIncm
Net Gain Sale Assets Rev And Expnss	3980	NetGainSaleAssetsRevAndExpnss
Gross Sales Price	7962747	GrossSalesPrice
Capital Gain Net Incm Net Invst Incm	3980	CapitalGainNetIncmNetInvstIncm
Other Income Rev And Expnss	5981	OtherIncomeRevAndExpnss
Other Income Net Invst Incm	0	OtherIncomeNetInvstIncm
Other Income Adj Net Incm	5981	OtherIncomeAdjNetIncm
Total Revenue And Expenses	204508	TotalRevenueAndExpenses
Total Net Investment Income	175254	TotalNetInvestmentIncome
Total Adjusted Net Income	5981	TotalAdjustedNetIncome
Comp Ofcr Dir Trst Rev And Expnss	73667	CompOfcrDirTrstRevAndExpnss
Comp Ofcr Dir Trst Net Invst Incm	0	CompOfcrDirTrstNetInvstIncm
Comp Ofcr Dir Trst Adj Net Incm	0	CompOfcrDirTrstAdjNetIncm
Comp Ofcr Dir Trst Dsbrs Chrtbl Prps	73667	CompOfcrDirTrstDsbrsChrtblPrps
Other Prof Fees Rev And Expnss	15055	OtherProfFeesRevAndExpnss
Other Prof Fees Net Invst Incm	0	OtherProfFeesNetInvstIncm
Other Prof Fees Adj Net Incm	0	OtherProfFeesAdjNetIncm
Other Prof Fees Dsbrs Chrtbl Prps	15055	OtherProfFeesDsbrsChrtblPrps
Taxes Rev And Expnss	7440	TaxesRevAndExpnss
Taxes Net Invst Incm	0	TaxesNetInvstIncm
Taxes Adj Net Incm	0	TaxesAdjNetIncm
Taxes Dsbrs Chrtbl Prps	5623	TaxesDsbrsChrtblPrps
Deprec And Depletion Rev And Expnss	2020	DeprecAndDepletionRevAndExpnss
Deprec And Depletion Net Invst Incm	0	DeprecAndDepletionNetInvstIncm
Deprec And Depletion Adj Net Incm	0	DeprecAndDepletionAdjNetIncm
Occupancy Rev And Expnss	16199	OccupancyRevAndExpnss
Occupancy Net Invst Incm	0	OccupancyNetInvstIncm
Occupancy Adj Net Incm	0	OccupancyAdjNetIncm
Occupancy Dsbrs Chrtbl Prps	16199	OccupancyDsbrsChrtblPrps
Trav Conf Meeting Rev And Expnss	7340	TravConfMeetingRevAndExpnss
Trav Conf Meeting Net Invst Incm	0	TravConfMeetingNetInvstIncm
Trav Conf Meeting Adj Net Incm	0	TravConfMeetingAdjNetIncm
Trav Conf Meeting Dsbrs Chrtbl Prps	7340	TravConfMeetingDsbrsChrtblPrps
Printing And Pub Rev And Expnss	2169	PrintingAndPubRevAndExpnss
Printing And Pub Net Invst Incm	0	PrintingAndPubNetInvstIncm
Printing And Pub Adj Net Incm	0	PrintingAndPubAdjNetIncm
Printing And Pub Dsbrs Chrtbl Prps	2169	PrintingAndPubDsbrsChrtblPrps
Other Expenses Rev And Expnss	106231	OtherExpensesRevAndExpnss
Other Expenses Net Invst Incm	84392	OtherExpensesNetInvstIncm
Other Expenses Adj Net Incm	0	OtherExpensesAdjNetIncm
Other Expenses Dsbrs Chrtbl Prps	21839	OtherExpensesDsbrsChrtblPrps
Tot Opr Expenses Rev And Expnss	230121	TotOprExpensesRevAndExpnss
Tot Opr Expenses Net Invst Incm	84392	TotOprExpensesNetInvstIncm
Tot Opr Expenses Adj Net Incm	0	TotOprExpensesAdjNetIncm
Tot Opr Expenses Dsbrs Chrtbl Prps	141892	TotOprExpensesDsbrsChrtblPrps
Contri Gifts Paid Rev And Expnss	235000	ContriGiftsPaidRevAndExpnss
Contri Gifts Paid Dsbrs Chrtbl Prps	235000	ContriGiftsPaidDsbrsChrtblPrps
Total Expenses Rev And Expnss	465121	TotalExpensesRevAndExpnss
Total Expenses Net Invst Incm	84392	TotalExpensesNetInvstIncm
Total Expenses Adj Net Incm	0	TotalExpensesAdjNetIncm
Total Expenses Dsbrs Chrtbl Prps	376892	TotalExpensesDsbrsChrtblPrps
Excess Of Revenue Over Expenses	-260613	ExcessOfRevenueOverExpenses
Net Investment Income	90862	NetInvestmentIncome
Adjusted Net Income	5981	AdjustedNetIncome

Balance Sheets BalanceSheets

Field	Value	IRS element (for citing)
Cash BOY	102551	CashBOY
Cash EOY	111688	CashEOY
Cash EOYFMV	111688	CashEOYFMV
Savings And Temp Cash Invst BOY	810697	SavingsAndTempCashInvstBOY
Savings And Temp Cash Invst EOY	679468	SavingsAndTempCashInvstEOY
Savings And Temp Cash Invst EOYFMV	679468	SavingsAndTempCashInvstEOYFMV
Inventories For Sale Or Use BOY	0	InventoriesForSaleOrUseBOY
Prepaid Expenses EOY	4227	PrepaidExpensesEOY
Prepaid Expenses EOYFMV	4227	PrepaidExpensesEOYFMV
Investments Corp Stock BOY	3475387	InvestmentsCorpStockBOY
Investments Corp Stock EOY	3828596	InvestmentsCorpStockEOY
Investments Corp Stock EOYFMV	3828596	InvestmentsCorpStockEOYFMV
Investments Corp Bonds BOY	2820262	InvestmentsCorpBondsBOY
Investments Corp Bonds EOY	3038738	InvestmentsCorpBondsEOY
Investments Corp Bonds EOYFMV	3038738	InvestmentsCorpBondsEOYFMV
Land Building And Equipment Basis	29112	LandBuildingAndEquipmentBasis
Accum Deprec Land Bldg And Equip	26103	AccumDeprecLandBldgAndEquip
Land Building And Equipment BOY	5029	LandBuildingAndEquipmentBOY
Land Building And Equipment EOY	3009	LandBuildingAndEquipmentEOY
Land Building And Equipment EOYFMV	3009	LandBuildingAndEquipmentEOYFMV
Other Assets BOY	6136	OtherAssetsBOY
Other Assets EOY	22440	OtherAssetsEOY
Other Assets EOYFMV	22440	OtherAssetsEOYFMV
Total Assets BOY	7220062	TotalAssetsBOY
Total Assets EOY	7688166	TotalAssetsEOY
Total Assets EOYFMV	7688166	TotalAssetsEOYFMV
Accounts Payable BOY	1160	AccountsPayableBOY
Accounts Payable EOY	764	AccountsPayableEOY
Other Liabilities BOY	1708	OtherLiabilitiesBOY
Other Liabilities EOY	5387	OtherLiabilitiesEOY
Total Liabilities BOY	2868	TotalLiabilitiesBOY
Total Liabilities EOY	6151	TotalLiabilitiesEOY
Org That Follow SFAS117	X	OrgThatFollowSFAS117
Unrestricted BOY	7216744	UnrestrictedBOY
Unrestricted EOY	7682015	UnrestrictedEOY
Temporarily Restricted BOY	450	TemporarilyRestrictedBOY
Temporarily Restricted EOY	0	TemporarilyRestrictedEOY
Total Net Assets BOY	7217194	TotalNetAssetsBOY
Total Net Assets EOY	7682015	TotalNetAssetsEOY
Total Liabilities Net Assets BOY	7220062	TotalLiabilitiesNetAssetsBOY
Total Liabilities Net Assets EOY	7688166	TotalLiabilitiesNetAssetsEOY

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Field	Value	IRS element (for citing)
Total Net Assets Fund Balances BOY	7217194	TotalNetAssetsFundBalancesBOY
Excess Of Revenue Over Expenses	-260613	ExcessOfRevenueOverExpenses
Other Increases	725434	OtherIncreases
Subtotal	7682015	Subtotal
Other Decreases	0	OtherDecreases
Total Net Assets Fund Balances EOY	7682015	TotalNetAssetsFundBalancesEOY

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (578 entries)

Description Of AssetDescriptionOfAsset	How AcquiredHowAcquired	Date AcquiredDateAcquired	Date SoldDateSold	Gross Sales PriceGrossSalesPrice	Cost Or Other BasisCostOrOtherBasis	Gain Or LossGainOrLoss	Gains Minus Excess Or LossesGainsMinusExcessOrLosses
5866.823 SH - OPPENHEIMER SMALL & MID CAP VALUE FUND CLASS A	P	2006-01-18	2011-02-03	193828	200002	-6174	-6174
176.009 SH - OPPENHEIMER SMALL & MID CAP VALUE FUND CLASS A	P	2006-12-08	2011-02-03	5815	6555	-740	-740
148.462 SH - OPPENHEIMER SMALL & MID CAP VALUE FUND CLASS A	P	2006-12-08	2011-02-03	4905	5529	-624	-624
377.263 SH - OPPENHEIMER SMALL & MID CAP VALUE FUND CLASS A	P	2007-12-10	2011-02-03	12465	14291	-1826	-1826
228.499 SH - OPPENHEIMER SMALL & MID CAP VALUE FUND CLASS A	P	2007-12-10	2011-02-03	7550	8656	-1106	-1106
3.954 SH - OPPENHEIMER SMALL & MID CAP VALUE FUND CLASS A	P	2008-12-08	2011-02-03	131	67	64	64
1556.795 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2000-03-24	2011-02-03	187625	196100	-8475	-8475
47.841 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2005-06-27	2011-02-03	5766	5253	513	513
46.897 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2005-09-26	2011-02-03	5652	5249	403	403
51.551 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2005-12-29	2011-02-03	6213	5971	242	242
40.725 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2006-03-20	2011-02-03	4908	4901	7	7
42.066 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2006-06-26	2011-02-03	5070	4821	249	249
43.314 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2006-09-25	2011-02-03	5220	5244	-24	-24
50.477 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2006-12-27	2011-02-03	6083	6584	-501	-501
42.349 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2007-03-26	2011-02-03	5104	5599	-495	-495
42.122 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2007-06-25	2011-02-03	5077	5826	-749	-749
45.295 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2007-09-24	2011-02-03	5459	6363	-904	-904
56.605 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2007-12-24	2011-02-03	6822	7732	-910	-910
50.97 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2008-03-28	2011-02-03	6143	6219	-76	-76
39.12 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2008-06-27	2011-02-03	4715	4621	94	94
46.487 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2008-09-26	2011-02-03	5603	5173	430	430
71.477 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2008-12-29	2011-02-03	8614	5735	2879	2879
56.932 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2009-03-27	2011-02-03	6861	4363	2498	2498
12.297 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2009-06-24	2011-02-03	1482	1014	468	468
11.528 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2009-09-29	2011-02-03	1389	1129	260	260
14.949 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2009-12-29	2011-02-03	1802	1552	250	250
9.583 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2010-03-30	2011-02-03	1155	1036	119	119
12.17 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2010-06-29	2011-02-03	1467	1204	263	263
12.221 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2010-09-24	2011-02-03	1473	1265	208	208
10.261 SH - VANGUARD 500 INDEX FUND INVESTOR SHARES	P	2010-12-27	2011-02-03	1237	1187	50	50
130 SH - COLGATE PALMOLIVE CO COM	P	2010-12-08	2011-01-03	10361	10225	136	136
13007.284 SH - EUROPACIFIC GROWTH FUND CLASS A	P	2000-02-14	2010-09-17	500000	545737	-45737	-45737
120000 SH - BANC AMER MTG SECS INC 2004-5 MTG PASSTHRU CTF CL 2-A-3 5.500%	P	2007-04-25	2011-06-27	1428	1436	-8	-8
15000 SH - UNITED STATES TREAS NTS 3.500% 05/15/20 B/E DTD 05/15/10 N/C	P	2011-05-05	2011-06-23	15968	15547	421	421
35000 SH - UNITED STATES TREAS NTS 3.500% 05/15/20 B/E DTD 05/15/10 N/C	P	2011-05-06	2011-06-23	37258	36305	953	953
5000 SH - UNITED STATES TREAS NTS 2.250% 03/31/16 B/E DTD 03/31/11 N/C	P	2011-04-19	2011-06-23	5204	5042	162	162
20000 SH - UNITED STATES TREAS NTS 2.250% 03/31/16 B/E DTD 03/31/11 N/C	P	2011-04-20	2011-06-23	20814	20130	684	684
30000 SH - DAIMLERCHRYSLER AUTO TR 2008-B NT CL A-3A 4.710% 09/08/12 B/E DT	P	2010-04-09	2011-06-20	2078	2134	-56	-56
10000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2001-CKN5 MTG PASSTHRU C	P	2009-09-29	2011-06-17	578	596	-18	-18
15000 SH - UNITED STATES TREAS NTS 2.250% 03/31/16 B/E DTD 03/31/11 N/C	P	2011-04-19	2011-06-16	15569	15126	443	443
35000 SH - CHRYSLER FINL AUTO SECURITIZATION TR 2009-A ASSET BACKED NT CL A-	P	2010-03-08	2011-06-15	1783	1825	-42	-42
25000 SH - NISSAN AUTO LEASE TR 2009-A ASSET BACKED NT CL A-3 TALF 2.920% 1	P	2009-08-28	2011-06-15	1659	1687	-28	-28
50000 SH - UNITED STATES TREAS NTS 1.375% 11/30/15 B/E DTD 11/30/10 N/C	P	2010-12-10	2011-06-10	50078	48818	1260	1260
10000 SH - UNITED STATES TREAS NTS 1.375% 11/30/15 B/E DTD 11/30/10 N/C	P	2010-12-17	2011-06-10	10016	9733	283	283
150000 SH - FNMA 30 YEAR TBA SETT JUNE 4.000% 06/01/41 REG DTD 06/01/11 N/C	P	2011-05-09	2011-06-08	152133	150281	1852	1852
65000 SH - FNMA 3O YEAR TBA SETT JUNE 4.500% 06/01/41 REG DTD 06/01/11 N/C	P	2011-05-09	2011-06-08	67976	67097	879	879
200000 SH - FNMA 3O YEAR TBA SETT JUNE 5.000% 06/01/41 REG DTD 06/01/11 N/C	P	2011-05-06	2011-06-08	214234	211188	3046	3046
85000 SH - FNMA 30 YR TBA SETT JUNE 5.500% 06/01/41 REG DTD 06/01/11 N/C	P	2011-05-06	2011-06-08	92600	91614	986	986
25000 SH - UNITED STATES TREAS NTS INFLATION PROTECTED SECS TIPS 1.375% 01/	P	2011-02-03	2011-06-08	27870	26670	1200	1200
15000 SH - BB&T CORP SR MEDIUM TERM NTS FIXED RT SER A 3.950% 04/29/16 B/E	P	2010-08-10	2011-06-07	15891	15626	265	265
40000 SH - FHLMC MULTICLASS MTG PARTN CTFS GTD SER 3589 CL CA 4.000% 10/15/	P	2009-12-10	2011-06-07	437	453	-16	-16
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 579622 7.000% 02/15/32 B/E D	P	2002-03-13	2011-06-07	733	750	-17	-17
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 563578 7.000% 05/15/32 B/E D	P	2002-06-06	2011-06-07	13	14	-1	-1
160000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2011-06-06	867	854	13	13
165000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2011-06-06	894	881	13	13
100000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08226 "GOLD" 5.500%	P	2007-09-18	2011-06-06	1279	1262	17	17
265000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # C01725 "GOLD" 5.500%	P	2003-12-03	2011-06-06	1064	1069	-5	-5
204000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A12450 "GOLD" 6.000%	P	2004-04-15	2011-06-06	369	380	-11	-11
540000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A14500 "GOLD" 6.500%	P	2006-12-07	2011-06-06	32	33	-1	-1
500000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 253112 7.000% 03/01/30 B/E D	P	2000-04-07	2011-06-06	22	22	0	0
90000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256638 6.000% 03/01/37 B/E DT	P	2007-02-28	2011-06-06	922	930	-8	-8
107854 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256851 7.000% 08/01/37 B/E D	P	2007-11-05	2011-06-06	376	390	-14	-14
245000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 545807 5.500% 08/01/17 B/E D	P	2004-09-17	2011-06-06	481	499	-18	-18
125000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E D	P	2006-09-12	2011-06-06	51	51	0	0
20000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E DT	P	2006-12-07	2011-06-06	8	8	0	0
114000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 913253 "ARM" 5.814% 03/01/37	P	2009-02-13	2011-06-06	552	573	-21	-21
135578 SH - FNMA GTD MTG PASS THRU CTFS POOL # 981265 5.000% 03/01/23 B/E D	P	2008-04-15	2011-06-06	7476	7514	-38	-38
120000 SH - BANC AMER MTG SECS INC 2004-5 MTG PASSTHRU CTF CL 2-A-3 5.500%	P	2007-04-25	2011-05-25	1422	1430	-8	-8
10000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2001-CKN5 MTG PASSTHRU C	P	2009-09-29	2011-05-17	1182	1220	-38	-38
35000 SH - CHRYSLER FINL AUTO SECURITIZATION TR 2009-A ASSET BACKED NT CL A-	P	2010-03-08	2011-05-16	1694	1734	-40	-40
25000 SH - NISSAN AUTO LEASE TR 2009-A ASSET BACKED NT CL A-3 TALF 2.920% 1	P	2009-08-28	2011-05-16	2969	3020	-51	-51
130000 SH - FNMA 30 YEAR TBA SETTLE MAY 4.000% 05/01/41 REG DTD 05/01/11 N/	P	2011-04-08	2011-05-09	130675	126384	4291	4291
20000 SH - FNMA 30 YEAR TBA SETTLE MAY 4.000% 05/01/41 REG DTD 05/01/11 N/C	P	2011-04-11	2011-05-09	20104	19466	638	638
65000 SH - FNMA 3O YEAR TBA SETT MAY 4.500% 05/01/41 REG DTD 05/01/11 N/C	P	2011-04-08	2011-05-09	67341	65531	1810	1810
30000 SH - DAIMLERCHRYSLER AUTO TR 2008-B NT CL A-3A 4.710% 09/08/12 B/E DT	P	2010-04-09	2011-05-09	2072	2127	-55	-55
200000 SH - FNMA 3O YEAR TBA SETT MAY 5.000% 05/01/41 REG DTD 05/01/11 N/C	P	2011-04-08	2011-05-06	211906	207656	4250	4250
50000 SH - FNMA 3O YEAR TBA SETT MAY 5.500% 05/01/41 REG DTD 05/01/11 N/C	P	2011-04-06	2011-05-06	54057	53211	846	846
35000 SH - FNMA 3O YEAR TBA SETT MAY 5.500% 05/01/41 REG DTD 05/01/11 N/C	P	2011-04-07	2011-05-06	37840	37296	544	544
40000 SH - FHLMC MULTICLASS MTG PARTN CTFS GTD SER 3589 CL CA 4.000% 10/15/	P	2009-12-10	2011-05-06	481	498	-17	-17
55000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 807308 6.000% 11/01/34 B/E DT	P	2004-12-15	2011-05-06	13151	12270	881	881
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 579622 7.000% 02/15/32 B/E D	P	2002-03-13	2011-05-06	24	25	-1	-1
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 563578 7.000% 05/15/32 B/E D	P	2002-06-06	2011-05-06	11	12	-1	-1
160000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2011-05-05	1084	1068	16	16
165000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2011-05-05	1118	1101	17	17
100000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08226 "GOLD" 5.500%	P	2007-09-18	2011-05-05	700	690	10	10
65000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # 1G0731 "ARM" 2.618% 0	P	2006-05-09	2011-05-05	44	44	0	0
265000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # C01725 "GOLD" 5.500%	P	2003-12-03	2011-05-05	1175	1180	-5	-5
204000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A12450 "GOLD" 6.000%	P	2004-04-15	2011-05-05	1177	1212	-35	-35
540000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A14500 "GOLD" 6.500%	P	2006-12-07	2011-05-05	32	32	0	0
500000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 253112 7.000% 03/01/30 B/E D	P	2000-04-07	2011-05-05	240	232	8	8
90000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256638 6.000% 03/01/37 B/E DT	P	2007-02-28	2011-05-05	763	770	-7	-7
107854 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256851 7.000% 08/01/37 B/E D	P	2007-11-05	2011-05-05	627	650	-23	-23
245000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 545807 5.500% 08/01/17 B/E D	P	2004-09-17	2011-05-05	352	365	-13	-13
55000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 807308 6.000% 11/01/34 B/E DT	P	2004-12-15	2011-05-05	23	24	-1	-1
125000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E D	P	2006-09-12	2011-05-05	976	976	0	0
20000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E DT	P	2006-12-07	2011-05-05	156	158	-2	-2
114000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 913253 "ARM" 5.814% 03/01/37	P	2009-02-13	2011-05-05	841	874	-33	-33
135578 SH - FNMA GTD MTG PASS THRU CTFS POOL # 981265 5.000% 03/01/23 B/E D	P	2008-04-15	2011-05-05	1014	1020	-6	-6
15000 SH - VALE OVERSEAS LTD NTS ISIN#US91911TAJ25 5.625% 09/15/19 B/E DTD	P	2010-06-16	2011-05-05	16083	15530	553	553
120000 SH - BANC AMER MTG SECS INC 2004-5 MTG PASSTHRU CTF CL 2-A-3 5.500%	P	2007-04-25	2011-04-25	1415	1423	-8	-8
20000 SH - SBC COMMUNICATIONS INC GLOBAL NT 5.625% 06/15/16 B/E DTD 08/18/0	P	2009-08-04	2011-04-20	22407	21094	1313	1313
20000 SH - VODAFONE GROUP PLC NTS ISIN#US92857WAK6 5.750% 03/15/16 B/E DTD	P	2009-08-31	2011-04-19	22519	21091	1428	1428
35000 SH - CHRYSLER FINL AUTO SECURITIZATION TR 2009-A ASSET BACKED NT CL A-	P	2010-03-08	2011-04-15	1913	1958	-45	-45
10000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2001-CKN5 MTG PASSTHRU C	P	2009-09-29	2011-04-15	877	905	-28	-28
20000 SH - AT&T WIRELESS SVCS INC SR NT 8.750% 03/01/31 B/E DTD 09/01/01 N/	P	2005-08-29	2011-04-14	27652	27017	635	635
30000 SH - DAIMLERCHRYSLER AUTO TR 2008-B NT CL A-3A 4.710% 09/08/12 B/E DT	P	2010-04-09	2011-04-14	2503	2570	-67	-67
25000 SH - NISSAN AUTO LEASE TR 2009-A ASSET BACKED NT CL A-3 TALF 2.920% 1	P	2009-08-28	2011-04-14	4689	4770	-81	-81
15000 SH - FEDERAL HOME LN MTG CORP REFERENCE NTS FED REFERENCE BOND 3.750%	P	2011-03-02	2011-04-13	15522	15480	42	42
130000 SH - FNMA 30 YEAR TBA SETT APRIL 4.000% 04/01/41 REG DTD 04/01/11 N/	P	2011-03-07	2011-04-08	126796	127461	-665	-665
65000 SH - FNMA 3O YEAR TBA SETT APRIL 4.500% 04/01/41 REG DTD 04/01/11 N/C	P	2011-03-07	2011-04-08	65757	65924	-167	-167
200000 SH - FNMA 3O YEAR TBA SETT APRIL 5.000% 04/01/41 REG DTD 04/01/11 N/	P	2011-03-07	2011-04-08	208313	208938	-625	-625
20000 SH - FNMA 3O YEAR TBA SETT MAY 4.500% 05/01/41 REG DTD 05/01/11 N/C	P	2011-04-06	2011-04-07	20203	20184	19	19
35000 SH - FNMA 3O YEAR TBA SETT APRIL 5.500% 04/01/41 REG DTD 04/01/11 N/C	P	2011-03-07	2011-04-07	37406	37363	43	43
40000 SH - FHLMC MULTICLASS MTG PARTN CTFS GTD SER 3589 CL CA 4.000% 10/15/	P	2009-12-10	2011-04-07	417	432	-15	-15
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 579622 7.000% 02/15/32 B/E D	P	2002-03-13	2011-04-07	25	25	0	0
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 563578 7.000% 05/15/32 B/E D	P	2002-06-06	2011-04-07	14	14	0	0
160000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2011-04-06	1105	1089	16	16
165000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2011-04-06	1139	1122	17	17
100000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08226 "GOLD" 5.500%	P	2007-09-18	2011-04-06	580	572	8	8
65000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # 1G0731 "ARM" 2.618% 0	P	2006-05-09	2011-04-06	1274	1263	11	11
265000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # C01725 "GOLD" 5.500%	P	2003-12-03	2011-04-06	1360	1366	-6	-6
204000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A12450 "GOLD" 6.000%	P	2004-04-15	2011-04-06	586	603	-17	-17
540000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A14500 "GOLD" 6.500%	P	2006-12-07	2011-04-06	32	32	0	0
500000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 253112 7.000% 03/01/30 B/E D	P	2000-04-07	2011-04-06	21	21	0	0
90000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256638 6.000% 03/01/37 B/E DT	P	2007-02-28	2011-04-06	850	857	-7	-7
107854 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256851 7.000% 08/01/37 B/E D	P	2007-11-05	2011-04-06	367	381	-14	-14
245000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 545807 5.500% 08/01/17 B/E D	P	2004-09-17	2011-04-06	498	516	-18	-18
55000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 807308 6.000% 11/01/34 B/E DT	P	2004-12-15	2011-04-06	39	41	-2	-2
125000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E D	P	2006-09-12	2011-04-06	870	870	0	0
20000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E DT	P	2006-12-07	2011-04-06	139	141	-2	-2
114000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 913253 "ARM" 5.814% 03/01/37	P	2009-02-13	2011-04-06	1639	1703	-64	-64
135578 SH - FNMA GTD MTG PASS THRU CTFS POOL # 981265 5.000% 03/01/23 B/E D	P	2008-04-15	2011-04-06	4067	4088	-21	-21
25000 SH - UNITED STATES TREAS NTS 2.750% 02/15/19 B/E DTD 02/15/09 N/C	P	2010-06-15	2011-04-06	24263	24309	-46	-46
30000 SH - UNITED STATES TREAS NTS 2.750% 02/15/19 B/E DTD 02/15/09 N/C	P	2010-06-29	2011-04-06	29115	29851	-736	-736
35000 SH - UNITED STATES TREAS NTS 1.000% 07/15/13 B/E DTD 07/15/10 N/C	P	2010-08-11	2011-04-06	35005	35206	-201	-201
25000 SH - UNITED STATES TREAS NTS 2.750% 02/15/19 B/E DTD 02/15/09 N/C	P	2010-06-15	2011-03-31	24414	24308	106	106
120000 SH - BANC AMER MTG SECS INC 2004-5 MTG PASSTHRU CTF CL 2-A-3 5.500%	P	2007-04-25	2011-03-25	1409	1417	-8	-8
10000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2001-CKN5 MTG PASSTHRU C	P	2009-09-29	2011-03-17	1451	1497	-46	-46
25000 SH - NISSAN AUTO LEASE TR 2009-A ASSET BACKED NT CL A-3 TALF 2.920% 1	P	2009-08-28	2011-03-17	4044	4113	-69	-69
35000 SH - CHRYSLER FINL AUTO SECURITIZATION TR 2009-A ASSET BACKED NT CL A-	P	2010-03-08	2011-03-15	1705	1745	-40	-40
15000 SH - FEDERAL NATL MTG ASSN NOTES 2.375% 07/28/15 B/E DTD 06/14/10 N/C	P	2010-09-02	2011-03-15	15281	15440	-159	-159
30000 SH - DAIMLERCHRYSLER AUTO TR 2008-B NT CL A-3A 4.710% 09/08/12 B/E DT	P	2010-04-09	2011-03-09	2126	2183	-57	-57
130000 SH - FNMA 30 YEAR TBA SETT MARCH 4.000% 03/01/41 REG DTD 03/01/11 N/	P	2011-02-07	2011-03-07	127918	126364	1554	1554
65000 SH - FNMA 3O YEAR TBA SETT MARCH 4.500% 03/01/41 REG DTD 03/01/11 N/C	P	2011-01-28	2011-03-07	66183	66249	-66	-66
200000 SH - FNMA 3O YEAR TBA SETT MARCH 5.000% 03/01/41 REG DTD 03/01/11 N/	P	2011-02-07	2011-03-07	209719	206844	2875	2875
35000 SH - FNMA 3O YEAR TBA SETT MARCH 5.500% 03/01/41 REG DTD 03/01/11 N/C	P	2011-02-07	2011-03-07	37480	37007	473	473
40000 SH - FHLMC MULTICLASS MTG PARTN CTFS GTD SER 3589 CL CA 4.000% 10/15/	P	2009-12-10	2011-03-07	485	503	-18	-18
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 579622 7.000% 02/15/32 B/E D	P	2002-03-13	2011-03-07	25	25	0	0
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 563578 7.000% 05/15/32 B/E D	P	2002-06-06	2011-03-07	19	20	-1	-1
160000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2011-03-04	1479	1457	22	22
165000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2011-03-04	1525	1502	23	23
100000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08226 "GOLD" 5.500%	P	2007-09-18	2011-03-04	578	570	8	8
65000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # 1G0731 "ARM" 2.618% 0	P	2006-05-09	2011-03-04	696	689	7	7
265000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # C01725 "GOLD" 5.500%	P	2003-12-03	2011-03-04	1994	2003	-9	-9
204000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A12450 "GOLD" 6.000%	P	2004-04-15	2011-03-04	1034	1064	-30	-30
540000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A14500 "GOLD" 6.500%	P	2006-12-07	2011-03-04	32	32	0	0
500000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 253112 7.000% 03/01/30 B/E D	P	2000-04-07	2011-03-04	23	23	0	0
90000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256638 6.000% 03/01/37 B/E DT	P	2007-02-28	2011-03-04	928	936	-8	-8
107854 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256851 7.000% 08/01/37 B/E D	P	2007-11-05	2011-03-04	630	653	-23	-23
245000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 545807 5.500% 08/01/17 B/E D	P	2004-09-17	2011-03-04	564	584	-20	-20
55000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 807308 6.000% 11/01/34 B/E DT	P	2004-12-15	2011-03-04	301	309	-8	-8
125000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E D	P	2006-09-12	2011-03-04	425	425	0	0
20000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E DT	P	2006-12-07	2011-03-04	68	69	-1	-1
114000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 913253 "ARM" 5.814% 03/01/37	P	2009-02-13	2011-03-04	335	348	-13	-13
135578 SH - FNMA GTD MTG PASS THRU CTFS POOL # 981265 5.000% 03/01/23 B/E D	P	2008-04-15	2011-03-04	1373	1380	-7	-7
30000 SH - FEDERAL HOME LN BKS BONDS SER 1069 5.000% 11/17/17 B/E DTD 10/19	P	2008-06-25	2011-03-02	33727	30197	3530	3530
50000 SH - FEDERAL HOME LN BKS BONDS SER 1069 5.000% 11/17/17 B/E DTD 10/19	P	2008-10-28	2011-03-02	56212	49151	7061	7061
120000 SH - BANC AMER MTG SECS INC 2004-5 MTG PASSTHRU CTF CL 2-A-3 5.500%	P	2007-04-25	2011-02-25	1402	1410	-8	-8
150000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # B13668 "GOLD" 5.000%	P	2005-06-09	2011-02-24	30074	28547	1527	1527
10000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2001-CKN5 MTG PASSTHRU C	P	2009-09-29	2011-02-17	253	261	-8	-8
35000 SH - CHRYSLER FINL AUTO SECURITIZATION TR 2009-A ASSET BACKED NT CL A-	P	2010-03-08	2011-02-15	1803	1845	-42	-42
25000 SH - NISSAN AUTO LEASE TR 2009-A ASSET BACKED NT CL A-3 TALF 2.920% 1	P	2009-08-28	2011-02-15	2650	2695	-45	-45
15000 SH - UNITED STATES TREAS NTS 1.375% 11/30/15 B/E DTD 11/30/10 N/C	P	2010-12-10	2011-02-14	14381	14621	-240	-240
30000 SH - DAIMLERCHRYSLER AUTO TR 2008-B NT CL A-3A 4.710% 09/08/12 B/E DT	P	2010-04-09	2011-02-08	2262	2323	-61	-61
130000 SH - FNMA 30 YEAR TBA SETT FEBRUARY 4.000% 12/31/41 REG DTD 02/01/11	P	2011-01-10	2011-02-07	126796	129391	-2595	-2595
200000 SH - FNMA 3O YEAR TBA SETT FEBRUARY 5.000% 02/01/41 REG DTD 02/01/11	P	2011-01-10	2011-02-07	207609	210047	-2438	-2438
35000 SH - FNMA 3O YEAR TBA SETT FEBRUARY 5.500% 02/01/41 REG DTD 02/01/11	P	2011-01-10	2011-02-07	37105	37368	-263	-263
40000 SH - FHLMC MULTICLASS MTG PARTN CTFS GTD SER 3589 CL CA 4.000% 10/15/	P	2009-12-10	2011-02-07	477	494	-17	-17
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 579622 7.000% 02/15/32 B/E D	P	2002-03-13	2011-02-07	12	13	-1	-1
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 563578 7.000% 05/15/32 B/E D	P	2002-06-06	2011-02-07	25	26	-1	-1
160000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2011-02-04	1972	1943	29	29
165000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2011-02-04	2034	2003	31	31
100000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08226 "GOLD" 5.500%	P	2007-09-18	2011-02-04	1767	1743	24	24
65000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # 1G0731 "ARM" 2.618% 0	P	2006-05-09	2011-02-04	761	755	6	6
265000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # C01725 "GOLD" 5.500%	P	2003-12-03	2011-02-04	2348	2359	-11	-11
204000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A12450 "GOLD" 6.000%	P	2004-04-15	2011-02-04	498	513	-15	-15
540000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A14500 "GOLD" 6.500%	P	2006-12-07	2011-02-04	31	32	-1	-1
150000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # B13668 "GOLD" 5.000%	P	2005-06-09	2011-02-04	1685	1705	-20	-20
500000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 253112 7.000% 03/01/30 B/E D	P	2000-04-07	2011-02-04	320	310	10	10
90000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256638 6.000% 03/01/37 B/E DT	P	2007-02-28	2011-02-04	1386	1397	-11	-11
107854 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256851 7.000% 08/01/37 B/E D	P	2007-11-05	2011-02-04	725	752	-27	-27
245000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 545807 5.500% 08/01/17 B/E D	P	2004-09-17	2011-02-04	562	582	-20	-20
55000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 807308 6.000% 11/01/34 B/E DT	P	2004-12-15	2011-02-04	269	277	-8	-8
125000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E D	P	2006-09-12	2011-02-04	628	628	0	0
20000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E DT	P	2006-12-07	2011-02-04	100	102	-2	-2
114000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 913253 "ARM" 5.814% 03/01/37	P	2009-02-13	2011-02-04	1045	1085	-40	-40
135578 SH - FNMA GTD MTG PASS THRU CTFS POOL # 981265 5.000% 03/01/23 B/E D	P	2008-04-15	2011-02-04	497	499	-2	-2
155000 SH - STRUCTURED ASSET SECS CORP 2002-16A MTG PASSTHRU CTF CL 3-A1 2.	P	2004-07-12	2011-02-03	1578	903	675	675
25000 SH - UNITED STATES TREAS NTS 2.750% 02/15/19 B/E DTD 02/15/09 N/C	P	2010-06-15	2011-02-03	24316	24296	20	20
65000 SH - FEDERAL NATL MTG ASSN NOTES 2.375% 07/28/15 B/E DTD 06/14/10 N/C	P	2010-09-02	2011-01-28	66147	66962	-815	-815
20000 SH - MARATHON OIL CORP SR NT 7.500% 02/15/19 B/E DTD 02/17/09 N/C	P	2009-07-09	2011-01-26	25140	21933	3207	3207
120000 SH - BANC AMER MTG SECS INC 2004-5 MTG PASSTHRU CTF CL 2-A-3 5.500%	P	2007-04-25	2011-01-25	1396	1404	-8	-8
155000 SH - STRUCTURED ASSET SECS CORP 2002-16A MTG PASSTHRU CTF CL 3-A1 2.	P	2004-07-12	2011-01-25	4	2	2	2
10000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2001-CKN5 MTG PASSTHRU C	P	2009-09-29	2011-01-18	127	131	-4	-4
25000 SH - NISSAN AUTO LEASE TR 2009-A ASSET BACKED NT CL A-3 TALF 2.920% 1	P	2009-08-28	2011-01-18	2332	2372	-40	-40
35000 SH - CHRYSLER FINL AUTO SECURITIZATION TR 2009-A ASSET BACKED NT CL A-	P	2010-03-08	2011-01-15	1779	1821	-42	-42
35000 SH - UNITED STATES TREAS NTS 1.375% 11/30/15 B/E DTD 11/30/10 N/C	P	2010-12-10	2011-01-14	34197	34100	97	97
130000 SH - FNMA 30 YEAR TBA SETT JANUARY 4.000% 01/01/41 B/E DTD 01/01/11	P	2010-12-08	2011-01-10	129756	128822	934	934
200000 SH - FNMA 3O YEAR TBA SETT JANUARY 5.000% 01/01/41 REG DTD 01/01/11	P	2010-12-08	2011-01-10	210461	209195	1266	1266
35000 SH - FNMA 3O YEAR TBA SETT JANUARY 5.500% 01/01/41 REG DTD 01/01/11 N	P	2010-12-08	2011-01-10	37434	37237	197	197
30000 SH - DAIMLERCHRYSLER AUTO TR 2008-B NT CL A-3A 4.710% 09/08/12 B/E DT	P	2010-04-09	2011-01-10	2208	2267	-59	-59
40000 SH - FHLMC MULTICLASS MTG PARTN CTFS GTD SER 3589 CL CA 4.000% 10/15/	P	2009-12-10	2011-01-07	682	707	-25	-25
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 579622 7.000% 02/15/32 B/E D	P	2002-03-13	2011-01-07	16	16	0	0
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 563578 7.000% 05/15/32 B/E D	P	2002-06-06	2011-01-07	17	18	-1	-1
160000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2011-01-06	2364	2330	34	34
165000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2011-01-06	2438	2402	36	36
100000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08226 "GOLD" 5.500%	P	2007-09-18	2011-01-06	927	914	13	13
65000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # 1G0731 "ARM" 2.618% 0	P	2006-05-09	2011-01-06	2	2	0	0
265000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # C01725 "GOLD" 5.500%	P	2003-12-03	2011-01-06	2617	2629	-12	-12
204000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A12450 "GOLD" 6.000%	P	2004-04-15	2011-01-06	640	659	-19	-19
540000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A14500 "GOLD" 6.500%	P	2006-12-07	2011-01-06	31	32	-1	-1
150000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # B13668 "GOLD" 5.000%	P	2005-06-09	2011-01-06	2241	2268	-27	-27
500000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 253112 7.000% 03/01/30 B/E D	P	2000-04-07	2011-01-06	128	124	4	4
90000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256638 6.000% 03/01/37 B/E DT	P	2007-02-28	2011-01-06	987	995	-8	-8
107854 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256851 7.000% 08/01/37 B/E D	P	2007-11-05	2011-01-06	603	625	-22	-22
245000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 545807 5.500% 08/01/17 B/E D	P	2004-09-17	2011-01-06	592	613	-21	-21
55000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 807308 6.000% 11/01/34 B/E DT	P	2004-12-15	2011-01-06	24	24	0	0
125000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E D	P	2006-09-12	2011-01-06	687	687	0	0
20000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E DT	P	2006-12-07	2011-01-06	110	111	-1	-1
114000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 913253 "ARM" 5.814% 03/01/37	P	2009-02-13	2011-01-06	751	780	-29	-29
135578 SH - FNMA GTD MTG PASS THRU CTFS POOL # 981265 5.000% 03/01/23 B/E D	P	2008-04-15	2011-01-06	3491	3509	-18	-18
155000 SH - STRUCTURED ASSET SECS CORP 2002-16A MTG PASSTHRU CTF CL 3-A1 2.	P	2004-07-12	2010-12-27	4	2	2	2
120000 SH - BANC AMER MTG SECS INC 2004-5 MTG PASSTHRU CTF CL 2-A-3 5.500%	P	2007-04-25	2010-12-20	1390	1398	-8	-8
10000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2001-CKN5 MTG PASSTHRU C	P	2009-09-29	2010-12-17	292	301	-9	-9
10000 SH - UNITED STATES TREAS NTS 2.250% 01/31/15 B/E DTD 01/31/10 N/C	P	2010-03-10	2010-12-17	10254	9958	296	296
15000 SH - XTO ENERGY INC SR NT 5.650% 04/01/16 B/E DTD 03/30/06 N/C	P	2010-04-12	2010-12-17	17374	16511	863	863
35000 SH - CHRYSLER FINL AUTO SECURITIZATION TR 2009-A ASSET BACKED NT CL A-	P	2010-03-08	2010-12-15	1847	1890	-43	-43
25000 SH - NISSAN AUTO LEASE TR 2009-A ASSET BACKED NT CL A-3 TALF 2.920% 1	P	2009-08-28	2010-12-15	1931	1964	-33	-33
15000 SH - RIO TINTO FIN USA LTD GTD NTS 8.950% 05/01/14 B/E DTD 04/17/09 C	P	2009-06-01	2010-12-15	18101	15834	2267	2267
25000 SH - UNITED STATES TREAS NTS 2.250% 01/31/15 B/E DTD 01/31/10 N/C	P	2010-03-09	2010-12-14	25616	24825	791	791
200000 SH - FNMA 30 YEAR TBA SETT DECEMBER 5.000% 12/01/41 REG DTD 12/01/11	P	2010-11-05	2010-12-08	209586	213375	-3789	-3789
35000 SH - FNMA 30 YEAR TBA SETT DECEMBER 5.500% 12/01/41 REG DTD 12/01/11	P	2010-11-05	2010-12-08	37293	37691	-398	-398
30000 SH - DAIMLERCHRYSLER AUTO TR 2008-B NT CL A-3A 4.710% 09/08/12 B/E DT	P	2010-04-09	2010-12-08	2299	2360	-61	-61
134944 SH - FNMA GTD MTG PASS THRU CTFS POOL # AE0113 4.000% 07/01/40 B/E D	P	2010-11-05	2010-12-08	129218	134367	-5149	-5149
40000 SH - FHLMC MULTICLASS MTG PARTN CTFS GTD SER 3589 CL CA 4.000% 10/15/	P	2009-12-10	2010-12-07	802	830	-28	-28
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 579622 7.000% 02/15/32 B/E D	P	2002-03-13	2010-12-07	26	26	0	0
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 563578 7.000% 05/15/32 B/E D	P	2002-06-06	2010-12-07	13	14	-1	-1
160000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2010-12-06	2147	2116	31	31
165000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2010-12-06	2215	2181	34	34
100000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08226 "GOLD" 5.500%	P	2007-09-18	2010-12-06	1771	1747	24	24
65000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # 1G0731 "ARM" 2.618% 0	P	2006-05-09	2010-12-06	694	687	7	7
265000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # C01725 "GOLD" 5.500%	P	2003-12-03	2010-12-06	2658	2670	-12	-12
204000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A12450 "GOLD" 6.000%	P	2004-04-15	2010-12-06	655	674	-19	-19
540000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A14500 "GOLD" 6.500%	P	2006-12-07	2010-12-06	31	32	-1	-1
150000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # B13668 "GOLD" 5.000%	P	2005-06-09	2010-12-06	1597	1616	-19	-19
500000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 253112 7.000% 03/01/30 B/E D	P	2000-04-07	2010-12-06	24	23	1	1
90000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256638 6.000% 03/01/37 B/E DT	P	2007-02-28	2010-12-06	943	951	-8	-8
107854 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256851 7.000% 08/01/37 B/E D	P	2007-11-05	2010-12-06	399	414	-15	-15
245000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 545807 5.500% 08/01/17 B/E D	P	2004-09-17	2010-12-06	490	508	-18	-18
55000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 807308 6.000% 11/01/34 B/E DT	P	2004-12-15	2010-12-06	428	440	-12	-12
125000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E D	P	2006-09-12	2010-12-06	551	551	0	0
20000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E DT	P	2006-12-07	2010-12-06	88	89	-1	-1
114000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 913253 "ARM" 5.814% 03/01/37	P	2009-02-13	2010-12-06	657	682	-25	-25
135578 SH - FNMA GTD MTG PASS THRU CTFS POOL # 981265 5.000% 03/01/23 B/E D	P	2008-04-15	2010-12-06	3916	3936	-20	-20
155000 SH - STRUCTURED ASSET SECS CORP 2002-16A MTG PASSTHRU CTF CL 3-A1 2.	P	2004-07-12	2010-11-24	4	2	2	2
120000 SH - BANC AMER MTG SECS INC 2004-5 MTG PASSTHRU CTF CL 2-A-3 5.500%	P	2007-04-25	2010-11-23	1383	1391	-8	-8
10000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2001-CKN5 MTG PASSTHRU C	P	2009-09-29	2010-11-23	262	270	-8	-8
10000 SH - UNITED STATES TREAS NTS 2.750% 02/15/19 B/E DTD 02/15/09 N/C	P	2010-06-15	2010-11-23	10254	9712	542	542
25000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP COML MTG PASSTHRU CTF 20	P	2009-12-28	2010-11-18	2522	2582	-60	-60
15000 SH - SAFEWAY INC ENTIFICS INC NT 6.250% 03/15/14 B/E DTD 12/22/08 CLB	P	2009-05-08	2010-11-18	16904	15800	1104	1104
35000 SH - CHRYSLER FINL AUTO SECURITIZATION TR 2009-A ASSET BACKED NT CL A-	P	2010-03-08	2010-11-15	1771	1812	-41	-41
25000 SH - NISSAN AUTO LEASE TR 2009-A ASSET BACKED NT CL A-3 TALF 2.920% 1	P	2009-08-28	2010-11-12	2165	2202	-37	-37
85000 SH - FNMA 30 YEAR TBA SETT NOVEMBER 4.000% 11/01/41 REG DTD 11/01/11	P	2010-10-07	2010-11-05	88151	87749	402	402
45000 SH - FNMA 30 YEAR TBA SETT NOVEMBER 4.000% 11/01/41 REG DTD 11/01/11	P	2010-10-08	2010-11-05	46668	46547	121	121
80000 SH - FNMA 30 YEAR TBA SETT NOVEMBER 5.000% 11/01/41 REG DTD 11/01/11	P	2010-10-07	2010-11-05	85544	84525	1019	1019
120000 SH - FNMA 30 YEAR TBA SETT NOVEMBER 5.000% 11/01/41 REG DTD 11/01/11	P	2010-10-07	2010-11-05	128316	126769	1547	1547
35000 SH - FNMA 30 YEAR TBA SETT NOVEMBER 5.500% 11/01/41 REG DTD 11/01/11	P	2010-10-07	2010-11-05	37769	37352	417	417
30000 SH - DAIMLERCHRYSLER AUTO TR 2008-B NT CL A-3A 4.710% 09/08/12 B/E DT	P	2010-04-09	2010-11-05	2328	2390	-62	-62
40000 SH - FHLMC MULTICLASS MTG PARTN CTFS GTD SER 3589 CL CA 4.000% 10/15/	P	2009-12-10	2010-11-05	529	548	-19	-19
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 579622 7.000% 02/15/32 B/E D	P	2002-03-13	2010-11-05	23	24	-1	-1
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 563578 7.000% 05/15/32 B/E D	P	2002-06-06	2010-11-05	168	174	-6	-6
160000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2010-11-04	1882	1854	28	28
165000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2010-11-04	1941	1911	30	30
100000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08226 "GOLD" 5.500%	P	2007-09-18	2010-11-04	849	837	12	12
65000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # 1G0731 "ARM" 2.618% 0	P	2006-05-09	2010-11-04	171	169	2	2
265000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # C01725 "GOLD" 5.500%	P	2003-12-03	2010-11-04	2388	2399	-11	-11
204000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A12450 "GOLD" 6.000%	P	2004-04-15	2010-11-04	881	907	-26	-26
540000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A14500 "GOLD" 6.500%	P	2006-12-07	2010-11-04	31	31	0	0
150000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # B13668 "GOLD" 5.000%	P	2005-06-09	2010-11-04	1525	1544	-19	-19
500000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 253112 7.000% 03/01/30 B/E D	P	2000-04-07	2010-11-04	22	21	1	1
90000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256638 6.000% 03/01/37 B/E DT	P	2007-02-28	2010-11-04	1019	1027	-8	-8
107854 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256851 7.000% 08/01/37 B/E D	P	2007-11-05	2010-11-04	563	584	-21	-21
245000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 545807 5.500% 08/01/17 B/E D	P	2004-09-17	2010-11-04	497	516	-19	-19
55000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 807308 6.000% 11/01/34 B/E DT	P	2004-12-15	2010-11-04	183	188	-5	-5
125000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E D	P	2006-09-12	2010-11-04	1220	1220	0	0
20000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E DT	P	2006-12-07	2010-11-04	195	197	-2	-2
114000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 913253 "ARM" 5.814% 03/01/37	P	2009-02-13	2010-11-04	858	891	-33	-33
135578 SH - FNMA GTD MTG PASS THRU CTFS POOL # 981265 5.000% 03/01/23 B/E D	P	2008-04-15	2010-11-04	1982	1992	-10	-10
15000 SH - KROGER CO NT 5.500% 02/01/13 B/E DTD 01/28/03 N/C	P	2008-10-29	2010-10-28	16414	14342	2072	2072
155000 SH - STRUCTURED ASSET SECS CORP 2002-16A MTG PASSTHRU CTF CL 3-A1 2.	P	2004-07-12	2010-10-22	4	2	2	2
15000 SH - UNITED STATES TREAS NTS 2.750% 02/15/19 B/E DTD 02/15/09 N/C	P	2010-06-15	2010-10-21	15608	14564	1044	1044
120000 SH - BANC AMER MTG SECS INC 2004-5 MTG PASSTHRU CTF CL 2-A-3 5.500%	P	2007-04-25	2010-10-18	1377	1385	-8	-8
35000 SH - CHRYSLER FINL AUTO SECURITIZATION TR 2009-A ASSET BACKED NT CL A-	P	2010-03-08	2010-10-15	460	470	-10	-10
25000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP COML MTG PASSTHRU CTF 20	P	2009-12-28	2010-10-15	3837	3929	-92	-92
10000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2001-CKN5 MTG PASSTHRU C	P	2009-09-29	2010-10-15	282	291	-9	-9
25000 SH - NISSAN AUTO LEASE TR 2009-A ASSET BACKED NT CL A-3 TALF 2.920% 1	P	2009-08-28	2010-10-14	2463	2505	-42	-42
15000 SH - PRUDENTIAL FINL INC MEDIUM TERM NTS FIXED RATE 4.750% 09/17/15 B	P	2010-05-26	2010-10-14	16368	15422	946	946
25000 SH - UNITED STATES TREAS NTS 2.750% 02/15/19 B/E DTD 02/15/09 N/C	P	2010-05-20	2010-10-13	26093	24310	1783	1783
30000 SH - UNITED STATES TREAS NTS 2.750% 02/15/19 B/E DTD 02/15/09 N/C	P	2010-05-25	2010-10-13	31311	29313	1998	1998
15000 SH - GENERAL MLS INC NT 5.250% 08/15/13 B/E DTD 08/05/08 N/C	P	2008-11-17	2010-10-08	16776	14684	2092	2092
35000 SH - UNITED STATES TREAS NTS 2.750% 02/15/19 B/E DTD 02/15/09 N/C	P	2010-03-09	2010-10-08	36880	75713	-38833	-38833
5000 SH - UNITED STATES TREAS NTS 2.750% 02/15/19 B/E DTD 02/15/09 N/C	P	2010-05-20	2010-10-08	5269	4862	407	407
10000 SH - UNITED STATES TREAS NTS 3.000% 08/31/16 B/E DTD 08/31/09 N/C	P	2010-06-01	2010-10-08	10896	10214	682	682
35000 SH - UNITED STATES TREAS NTS 3.000% 08/31/16 B/E DTD 08/31/09 N/C	P	2010-06-21	2010-10-08	38138	35821	2317	2317
85000 SH - FNMA 30 YEAR TBA SETT OCTOBER 4.000% 10/01/41 REG DTD 10/01/11 N	P	2010-08-31	2010-10-07	87995	87769	226	226
80000 SH - FNMA 30 YEAR TBA SETT OCTOBER 5.000% 10/01/41 REG DTD 10/01/11 N	P	2010-09-09	2010-10-07	84641	84350	291	291
40000 SH - FNMA 30 YEAR TBA SETT OCTOBER 5.000% 10/01/41 REG DTD 10/01/11 N	P	2010-09-09	2010-10-07	42320	42200	120	120
80000 SH - FNMA 30 YEAR TBA SETT OCTOBER 5.000% 10/01/41 REG DTD 10/01/11 N	P	2010-09-09	2010-10-07	84650	84400	250	250
35000 SH - FNMA 30 YEAR TBA SETT OCTOBER 5.500% 10/01/41 REG DTD 10/01/11 N	P	2010-09-09	2010-10-07	37405	37248	157	157
30000 SH - DAIMLERCHRYSLER AUTO TR 2008-B NT CL A-3A 4.710% 09/08/12 B/E DT	P	2010-04-09	2010-10-07	2529	2597	-68	-68
40000 SH - FHLMC MULTICLASS MTG PARTN CTFS GTD SER 3589 CL CA 4.000% 10/15/	P	2009-12-10	2010-10-07	645	668	-23	-23
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 579622 7.000% 02/15/32 B/E D	P	2002-03-13	2010-10-07	18	18	0	0
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 563578 7.000% 05/15/32 B/E D	P	2002-06-06	2010-10-07	14	15	-1	-1
160000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2010-10-06	1904	1876	28	28
165000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2010-10-06	1963	1934	29	29
100000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08226 "GOLD" 5.500%	P	2007-09-18	2010-10-06	1578	1557	21	21
65000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # 1G0731 "ARM" 2.618% 0	P	2006-05-09	2010-10-06	828	820	8	8
265000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # C01725 "GOLD" 5.500%	P	2003-12-03	2010-10-06	2539	2550	-11	-11
204000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A12450 "GOLD" 6.000%	P	2004-04-15	2010-10-06	1876	1931	-55	-55
540000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A14500 "GOLD" 6.500%	P	2006-12-07	2010-10-06	31	31	0	0
150000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # B13668 "GOLD" 5.000%	P	2005-06-09	2010-10-06	982	994	-12	-12
500000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 253112 7.000% 03/01/30 B/E D	P	2000-04-07	2010-10-06	24	23	1	1
90000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256638 6.000% 03/01/37 B/E DT	P	2007-02-28	2010-10-06	868	875	-7	-7
107854 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256851 7.000% 08/01/37 B/E D	P	2007-11-05	2010-10-06	830	861	-31	-31
245000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 545807 5.500% 08/01/17 B/E D	P	2004-09-17	2010-10-06	496	514	-18	-18
55000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 807308 6.000% 11/01/34 B/E DT	P	2004-12-15	2010-10-06	262	270	-8	-8
125000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E D	P	2006-09-12	2010-10-06	1186	1186	0	0
20000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E DT	P	2006-12-07	2010-10-06	190	192	-2	-2
114000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 913253 "ARM" 5.814% 03/01/37	P	2009-02-13	2010-10-06	944	981	-37	-37
135578 SH - FNMA GTD MTG PASS THRU CTFS POOL # 981265 5.000% 03/01/23 B/E D	P	2008-04-15	2010-10-06	1638	1646	-8	-8
155000 SH - STRUCTURED ASSET SECS CORP 2002-16A MTG PASSTHRU CTF CL 3-A1 2.	P	2004-07-12	2010-09-24	5	2	3	3
120000 SH - BANC AMER MTG SECS INC 2004-5 MTG PASSTHRU CTF CL 2-A-3 5.500%	P	2007-04-25	2010-09-20	1371	1379	-8	-8
25000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP COML MTG PASSTHRU CTF 20	P	2009-12-28	2010-09-17	1779	1821	-42	-42
10000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2001-CKN5 MTG PASSTHRU C	P	2009-09-29	2010-09-16	50	52	-2	-2
25000 SH - NISSAN AUTO LEASE TR 2009-A ASSET BACKED NT CL A-3 TALF 2.920% 1	P	2009-08-28	2010-09-15	99	101	-2	-2
120000 SH - FNMA 30 YEAR TBA SETT SEPTEMBER 5.000% 09/01/41 REG DTD 09/01/1	P	2010-08-09	2010-09-09	126839	127556	-717	-717
155000 SH - FNMA 30 YEAR TBA SETT SEPTEMBER 5.500% 09/01/41 REG DTD 09/01/1	P	2010-08-09	2010-09-09	165178	166359	-1181	-1181
30000 SH - DAIMLERCHRYSLER AUTO TR 2008-B NT CL A-3A 4.710% 09/08/12 B/E DT	P	2010-04-09	2010-09-08	2731	2805	-74	-74
40000 SH - FHLMC MULTICLASS MTG PARTN CTFS GTD SER 3589 CL CA 4.000% 10/15/	P	2009-12-10	2010-09-08	467	483	-16	-16
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 579622 7.000% 02/15/32 B/E D	P	2002-03-13	2010-09-08	889	909	-20	-20
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 563578 7.000% 05/15/32 B/E D	P	2002-06-06	2010-09-08	199	207	-8	-8
30000 SH - VERIZON COMMUNICATIONS INC NT ISIN#US92343VAC81 5.550% 02/15/16	P	2009-10-21	2010-09-08	34389	32239	2150	2150
160000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2010-09-07	1877	1849	28	28
165000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2010-09-07	1935	1906	29	29
100000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08226 "GOLD" 5.500%	P	2007-09-18	2010-09-07	2092	2064	28	28
65000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # 1G0731 "ARM" 2.618% 0	P	2006-05-09	2010-09-07	282	280	2	2
265000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # C01725 "GOLD" 5.500%	P	2003-12-03	2010-09-07	2369	2380	-11	-11
204000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A12450 "GOLD" 6.000%	P	2004-04-15	2010-09-07	113	116	-3	-3
540000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A14500 "GOLD" 6.500%	P	2006-12-07	2010-09-07	31	31	0	0
150000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # B13668 "GOLD" 5.000%	P	2005-06-09	2010-09-07	2382	2410	-28	-28
500000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 253112 7.000% 03/01/30 B/E D	P	2000-04-07	2010-09-07	21	20	1	1
90000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256638 6.000% 03/01/37 B/E DT	P	2007-02-28	2010-09-07	1184	1194	-10	-10
107854 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256851 7.000% 08/01/37 B/E D	P	2007-11-05	2010-09-07	964	1000	-36	-36
245000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 545807 5.500% 08/01/17 B/E D	P	2004-09-17	2010-09-07	591	613	-22	-22
55000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 807308 6.000% 11/01/34 B/E DT	P	2004-12-15	2010-09-07	36	38	-2	-2
125000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E D	P	2006-09-12	2010-09-07	1753	1753	0	0
20000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E DT	P	2006-12-07	2010-09-07	280	284	-4	-4
114000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 913253 "ARM" 5.814% 03/01/37	P	2009-02-13	2010-09-07	1382	1435	-53	-53
135578 SH - FNMA GTD MTG PASS THRU CTFS POOL # 981265 5.000% 03/01/23 B/E D	P	2008-04-15	2010-09-07	534	537	-3	-3
110000 SH - FEDERAL NATL MTG ASSN 2.625% 11/20/14 B/E DTD 10/26/09 N/C	P	2009-12-16	2010-09-02	115420	110386	5034	5034
60000 SH - UNITED STATES TREAS NTS 3.000% 08/31/16 B/E DTD 08/31/09 N/C	P	2010-06-01	2010-08-31	64535	61294	3241	3241
10000 SH - UNITED STATES TREAS BDS 5.250% 11/15/28 B/E DTD 11/15/98 N/C	P	2009-03-04	2010-08-27	12573	11671	902	902
155000 SH - STRUCTURED ASSET SECS CORP 2002-16A MTG PASSTHRU CTF CL 3-A1 2.	P	2004-07-12	2010-08-24	4	2	2	2
25000 SH - WELLS FARGO & CO NEW SR NTS 4.375% 01/31/13 B/E DTD 01/31/08 N/C	P	2008-10-20	2010-08-19	26700	23936	2764	2764
5000 SH - WELLS FARGO & CO NEW SR NTS 4.375% 01/31/13 B/E DTD 01/31/08 N/C	P	2009-09-22	2010-08-19	5340	5164	176	176
120000 SH - BANC AMER MTG SECS INC 2004-5 MTG PASSTHRU CTF CL 2-A-3 5.500%	P	2007-04-25	2010-08-18	1364	1372	-8	-8
25000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP COML MTG PASSTHRU CTF 20	P	2009-12-28	2010-08-17	311	319	-8	-8
10000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2001-CKN5 MTG PASSTHRU C	P	2009-09-29	2010-08-17	54	56	-2	-2
15000 SH - FIRST UN NATL BK COML MTG TR 2000 C2 MTG PASSTHRU CTF CL A 2 7.2	P	2009-09-30	2010-08-17	482	495	-13	-13
35000 SH - UNITED STATES TREAS NTS 1.375% 02/15/13 B/E DTD 02/15/10 N/C	P	2010-06-01	2010-08-11	35630	35184	446	446
20000 SH - BB&T CORP SR MEDIUM TERM NTS FIXED RATE SER A 3.375% 09/25/13 B/	P	2010-06-21	2010-08-10	20946	20532	414	414
120000 SH - FNMA 3O YEAR TBA SETT AUG 5.000% 08/01/40 REG DTD 08/01/10 N/C	P	2010-07-08	2010-08-09	127997	126731	1266	1266
155000 SH - FNMA 30 YEAR TBA SETT AUGUST 5.500% 08/01/41 REG DTD 08/01/11 N	P	2010-07-08	2010-08-09	166734	166165	569	569
30000 SH - DAIMLERCHRYSLER AUTO TR 2008-B NT CL A-3A 4.710% 09/08/12 B/E DT	P	2010-04-09	2010-08-09	2658	2729	-71	-71
35000 SH - JPMORGAN CHASE & CO FIXED RATE 3.700% 01/20/15 B/E DTD 09/18/09	P	2010-03-18	2010-08-09	36563	35263	1300	1300
30000 SH - UNITED STATES TREAS NTS 1.375% 02/15/13 B/E DTD 02/15/10 N/C	P	2010-06-01	2010-08-09	30500	30158	342	342
40000 SH - FHLMC MULTICLASS MTG PARTN CTFS GTD SER 3589 CL CA 4.000% 10/15/	P	2009-12-10	2010-08-06	338	351	-13	-13
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 579622 7.000% 02/15/32 B/E D	P	2002-03-13	2010-08-06	14	14	0	0
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 563578 7.000% 05/15/32 B/E D	P	2002-06-06	2010-08-06	16	17	-1	-1
160000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2010-08-05	1801	1774	27	27
165000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2010-08-05	1857	1829	28	28
100000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08226 "GOLD" 5.500%	P	2007-09-18	2010-08-05	1833	1808	25	25
65000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # 1G0731 "ARM" 2.618% 0	P	2006-05-09	2010-08-05	1174	1163	11	11
265000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # C01725 "GOLD" 5.500%	P	2003-12-03	2010-08-05	1239	1245	-6	-6
204000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A12450 "GOLD" 6.000%	P	2004-04-15	2010-08-05	844	869	-25	-25
540000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A14500 "GOLD" 6.500%	P	2006-12-07	2010-08-05	30	31	-1	-1
150000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # B13668 "GOLD" 5.000%	P	2005-06-09	2010-08-05	1886	1909	-23	-23
500000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 253112 7.000% 03/01/30 B/E D	P	2000-04-07	2010-08-05	23	22	1	1
90000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256638 6.000% 03/01/37 B/E DT	P	2007-02-28	2010-08-05	1221	1231	-10	-10
107854 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256851 7.000% 08/01/37 B/E D	P	2007-11-05	2010-08-05	801	831	-30	-30
245000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 545807 5.500% 08/01/17 B/E D	P	2004-09-17	2010-08-05	410	425	-15	-15
55000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 807308 6.000% 11/01/34 B/E DT	P	2004-12-15	2010-08-05	990	1018	-28	-28
125000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E D	P	2006-09-12	2010-08-05	518	518	0	0
20000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E DT	P	2006-12-07	2010-08-05	83	84	-1	-1
114000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 913253 "ARM" 5.814% 03/01/37	P	2009-02-13	2010-08-05	690	717	-27	-27
135578 SH - FNMA GTD MTG PASS THRU CTFS POOL # 981265 5.000% 03/01/23 B/E D	P	2008-04-15	2010-08-05	508	511	-3	-3
120000 SH - BANC AMER MTG SECS INC 2004-5 MTG PASSTHRU CTF CL 2-A-3 5.500%	P	2007-04-25	2010-07-23	1358	1366	-8	-8
155000 SH - STRUCTURED ASSET SECS CORP 2002-16A MTG PASSTHRU CTF CL 3-A1 2.	P	2004-07-12	2010-07-23	1469	630	839	839
15000 SH - UNITED STATES TREAS NTS 2.750% 02/15/19 B/E DTD 02/15/09 N/C	P	2010-03-09	2010-07-21	15105	14178	927	927
45000 SH - CHASE ISSUANCE TR 2005-6 NT CL A VAR RATE 0.256% 07/15/14 B/E DT	P	2010-03-04	2010-07-16	44856	44659	197	197
10000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP 2001-CKN5 MTG PASSTHRU C	P	2009-09-29	2010-07-16	22	23	-1	-1
25000 SH - CREDIT SUISSE FIRST BOSTON MTG SECS CORP COML MTG PASSTHRU CTF 20	P	2009-12-28	2010-07-15	1048	1074	-26	-26
15000 SH - FIRST UN NATL BK COML MTG TR 2000 C2 MTG PASSTHRU CTF CL A 2 7.2	P	2009-09-30	2010-07-15	1643	1689	-46	-46
120000 SH - FNMA 3O YEAR TBA SETT JULY 5.000% 07/01/41 REG DTD 07/01/11 N/C	P	2010-06-08	2010-07-12	127106	126038	1068	1068
130000 SH - FNMA 3O YEAR TBA SETT JULY 5.500% 07/01/41 REG DTD 07/01/11 N/C	P	2010-06-08	2010-07-12	139725	138938	787	787
25000 SH - FNMA 3O YEAR TBA SETT JULY 5.500% 07/01/41 REG DTD 07/01/11 N/C	P	2010-06-18	2010-07-12	26870	26848	22	22
15000 SH - UNITED STATES TREAS BDS 3.500% 02/15/39 B/E DTD 02/15/09 N/C	P	2010-03-09	2010-07-12	13601	12601	1000	1000
40000 SH - FHLMC MULTICLASS MTG PARTN CTFS GTD SER 3589 CL CA 4.000% 10/15/	P	2009-12-10	2010-07-08	428	443	-15	-15
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 579622 7.000% 02/15/32 B/E D	P	2002-03-13	2010-07-08	19	19	0	0
300000 SH - GNMA GTD MTG PASS THRU CTFS POOL # 563578 7.000% 05/15/32 B/E D	P	2002-06-06	2010-07-08	14	15	-1	-1
30000 SH - DAIMLERCHRYSLER AUTO TR 2008-B NT CL A-3A 4.710% 09/08/12 B/E DT	P	2010-04-09	2010-07-07	2797	2872	-75	-75
160000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2010-07-07	1538	1515	23	23
165000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # G08167 "GOLD" 5.500%	P	2006-10-27	2010-07-07	1586	1562	24	24
65000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # 1G0731 "ARM" 2.618% 0	P	2006-05-09	2010-07-07	494	490	4	4
265000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # C01725 "GOLD" 5.500%	P	2003-12-03	2010-07-07	1672	1679	-7	-7
204000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A12450 "GOLD" 6.000%	P	2004-04-15	2010-07-07	401	413	-12	-12
540000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # A14500 "GOLD" 6.500%	P	2006-12-07	2010-07-07	30	31	-1	-1
150000 SH - FEDERAL HOME LN MTG CORP PARTN CTFS POOL # B13668 "GOLD" 5.000%	P	2005-06-09	2010-07-07	993	1005	-12	-12
500000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 253112 7.000% 03/01/30 B/E D	P	2000-04-07	2010-07-07	21	20	1	1
90000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256638 6.000% 03/01/37 B/E DT	P	2007-02-28	2010-07-07	1126	1136	-10	-10
107854 SH - FNMA GTD MTG PASS THRU CTFS POOL # 256851 7.000% 08/01/37 B/E D	P	2007-11-05	2010-07-07	1135	1177	-42	-42
245000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 545807 5.500% 08/01/17 B/E D	P	2004-09-17	2010-07-07	453	470	-17	-17
55000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 807308 6.000% 11/01/34 B/E DT	P	2004-12-15	2010-07-07	25	26	-1	-1
125000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E D	P	2006-09-12	2010-07-07	3045	3045	0	0
20000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 900318 6.000% 09/01/36 B/E DT	P	2006-12-07	2010-07-07	487	493	-6	-6
114000 SH - FNMA GTD MTG PASS THRU CTFS POOL # 913253 "ARM" 5.814% 03/01/37	P	2009-02-13	2010-07-07	529	549	-20	-20
135578 SH - FNMA GTD MTG PASS THRU CTFS POOL # 981265 5.000% 03/01/23 B/E D	P	2008-04-15	2010-07-07	1307	1314	-7	-7
15000 SH - UNITED STATES TREAS NTS 1.375% 02/15/13 B/E DTD 02/15/10 N/C	P	2010-06-01	2010-07-02	15191	15082	109	109
73.647 SH - WILLIAM BLAIR INTERNATIONAL SMALL CAP GROWTH FD CL I	P	2010-04-01	2011-04-04	1013	820	193	193
1 SH - SPDR GOLD TR GOLD SHS	P	2010-04-01	2011-04-04	140	110	30	30
55.552 SH - THORNBURG INTERNATIONAL VALUE FUND CLASS I	P	2010-04-01	2011-04-04	1681	1452	229	229
6 SH - VANGUARD INTL EQUITY INDEX FDS MSCI EMERGING MKTS ETF	P	2010-04-01	2011-04-04	300	258	42	42
172.935 SH - GATEWAY FUND CLASS Y	P	2010-07-21	2011-03-29	4581	4254	327	327
229 SH - SPDR S&P 500 ETF TR TR UNIT	P	2010-04-01	2011-03-29	30041	26891	3150	3150
168 SH - ISHARES TR RUSSELL MIDCAP INDEX FD	P	2010-04-01	2011-03-17	17521	15102	2419	2419
221 SH - ISHARES TR RUSSELL 2000 INDEX FD	P	2010-04-01	2011-03-17	17456	15028	2428	2428
137 SH - ISHARES TR BARCLAYS 1-3 YR CR BD FD	P	2010-04-01	2010-10-25	14386	14303	83	83
75 SH - ISHARES TR BARCLAYS 1-3 YR CR BD FD	P	2010-04-01	2010-10-25	7877	7830	47	47
147 SH - VANGUARD BD INDEX FD INC TOTAL BD MARKET ETF	P	2010-04-01	2010-10-25	12161	11604	557	557
171 SH - VANGUARD BD INDEX FD INC TOTAL BD MARKET ETF	P	2010-04-01	2010-10-25	14151	13499	652	652
40 SH - ISHARES TR BARCLAYS 1-3 YR CR BD FD	P	2010-04-01	2010-10-22	4203	4176	27	27
61 SH - VANGUARD BD INDEX FD INC TOTAL BD MARKET ETF	P	2010-04-01	2010-10-22	5043	4815	228	228
53 SH - SPDR GOLD TR GOLD SHS	P	2010-04-01	2010-10-08	6954	5837	1117	1117
196 SH - ISHARES TR RUSSELL 1000 VALUE INDEX FD	P	2010-04-01	2010-07-21	11021	12044	-1023	-1023
396.971 SH - GATEWAY A	P	2011-01-01	2011-06-30	9837	10129	-292	-292
280.11 SH - NAKOMA ABSOLUTE RETURN	P	2011-01-01	2011-06-30	5269	5479	-210	-210
206.26 SH - NAKOMA ABSOLUTE RETURN	P	2011-01-01	2011-06-30	3880	4034	-154	-154
171.695 SH - NAKOMA ABSOLUTE RETURN	P	2011-01-01	2011-06-30	3230	3358	-128	-128
112.686 SH - NAKOMA ABSOLUTE RETURN	P	2011-01-01	2011-06-30	2120	2204	-84	-84
110.103 SH - GATEWAY A	P	2011-01-01	2011-06-30	2728	2809	-81	-81
58.799 SH - DIAMOND HILL LARGE CAP A	P	2011-01-01	2011-06-30	769	833	-64	-64
81.436 SH - NAKOMA ABSOLUTE RETURN	P	2011-01-01	2011-06-30	1532	1593	-61	-61
56.972 SH - NAKOMA ABSOLUTE RETURN	P	2011-01-01	2011-06-30	1072	1114	-42	-42
424.207 SH - PIMCO DEVELOPING LOCAL MARKETS I	P	2011-01-01	2011-06-30	4306	4339	-33	-33
42.166 SH - NAKOMA ABSOLUTE RETURN	P	2011-01-01	2011-06-30	793	825	-32	-32
41.319 SH - NAKOMA ABSOLUTE RETURN	P	2011-01-01	2011-06-30	777	808	-31	-31
123.999 SH - PIMCO TOTAL RETURN ADMIN	P	2011-01-01	2011-06-30	1338	1368	-30	-30
36.596 SH - GATEWAY A	P	2011-01-01	2011-06-30	907	934	-27	-27
31.921 SH - NAKOMA ABSOLUTE RETURN	P	2011-01-01	2011-06-30	600	624	-24	-24
31.701 SH - NAKOMA ABSOLUTE RETURN	P	2011-01-01	2011-06-30	596	620	-24	-24
20.738 SH - GATEWAY A	P	2011-01-01	2011-06-30	514	529	-15	-15
74.927 SH - PIMCO COMMODITY REAL RET STRAT ADMIN	P	2011-01-01	2011-06-30	585	599	-14	-14
287.431 SH - FPA NEW INCOME	P	2011-01-01	2011-06-30	3162	3175	-13	-13
166.233 SH - PIMCO DEVELOPING LOCAL MARKETS I	P	2011-01-01	2011-06-30	1687	1700	-13	-13
66.869 SH - PIMCO COMMODITY REAL RET STRAT ADMIN	P	2011-01-01	2011-06-30	522	535	-13	-13
17.622 SH - GATEWAY A	P	2011-01-01	2011-06-30	437	450	-13	-13
122.318 SH - PIMCO DEVELOPING LOCAL MARKETS I	P	2011-01-01	2011-06-30	1242	1251	-9	-9
11.407 SH - NAKOMA ABSOLUTE RETURN	P	2011-01-01	2011-06-30	215	223	-8	-8
104.496 SH - PIMCO DEVELOPING LOCAL MARKETS I	P	2011-01-01	2011-06-30	1061	1069	-8	-8
24.832 SH - CALAMOS MARKET NEUTRAL INCOME A	P	2011-01-01	2011-06-30	285	290	-5	-5
69.955 SH - PIMCO DEVELOPING LOCAL MARKETS I	P	2011-01-01	2011-06-30	710	716	-6	-6
65.488 SH - PIMCO DEVELOPING LOCAL MARKETS I	P	2011-01-01	2011-06-30	665	670	-5	-5
6.17 SH - GATEWAY A	P	2011-01-01	2011-06-30	153	157	-4	-4
11.157 SH - OAKMARK INTERNATIONAL I	P	2011-01-01	2011-06-30	190	195	-5	-5
11.208 SH - THIRD AVENUE REAL ESTATE VALUE INSTL	P	2011-01-01	2011-06-30	232	235	-3	-3
30.119 SH - PIMCO DEVELOPING LOCAL MARKETS I	P	2011-01-01	2011-06-30	306	308	-2	-2
2.777 SH - GATEWAY A	P	2011-01-01	2011-06-30	69	71	-2	-2
11.225 SH - ARBITRAGE I	P	2011-01-01	2011-06-30	145	147	-2	-2
2.285 SH - NAKOMA ABSOLUTE RETURN	P	2011-01-01	2011-06-30	43	45	-2	-2
5.093 SH - NAKOMA ABSOLUTE RETURN	P	2011-01-01	2011-06-30	98	100	-2	-2
5.553 SH - CALAMOS MARKET NEUTRAL INCOME A	P	2011-01-01	2011-06-30	64	65	-1	-1
5.498 SH - EATON VANCE GLBL MACR ABSOLUTE RETURN I	P	2011-01-01	2011-06-30	57	57	0	0
0.174 SH - IVA WORLDWIDE I	P	2011-01-01	2011-06-30	3	3	0	0
12.959 SH - ABSOLUTE STRATEGIES I	P	2011-01-01	2011-06-30	138	138	0	0
1.632 SH - DOUBLELINE TOTAL RETURN BOND I	P	2011-01-01	2011-06-30	18	18	0	0
1.642 SH - PIMCO COMMODITY REAL RET STRAT ADMIN	P	2011-01-01	2011-06-30	15	14	1	1
2.713 SH - CALAMOS CONVERTIBLE A	P	2011-01-01	2011-06-30	54	52	2	2
8.274 SH - DOUBLELINE TOTAL RETURN BOND I	P	2011-01-01	2011-06-30	92	90	2	2
11.928 SH - CALAMOS MARKET NEUTRAL INCOME A	P	2011-01-01	2011-06-30	143	139	4	4
7.06 SH - CALAMOS CONVERTIBLE A	P	2011-01-01	2011-06-30	140	136	4	4
61.569 SH - AQUILA THREE PEAKS HIGH INCOME I	P	2011-01-01	2011-06-30	563	558	5	5
16.52 SH - DIAMOND HILL LONG-SHORT A	P	2011-01-01	2011-06-30	272	267	5	5
10.362 SH - CALAMOS CONVERTIBLE A	P	2011-01-01	2011-06-30	206	200	6	6
83.387 SH - TEMPLETON GLOBAL BOND ADV	P	2011-01-01	2011-06-30	1108	1099	9	9
28.339 SH - ARTIO TOTAL RETURN BOND I	P	2011-01-01	2011-06-30	397	386	11	11
17.945 SH - CALAMOS CONVERTIBLE A	P	2011-01-01	2011-06-30	357	346	11	11
41.805 SH - CALAMOS CONVERTIBLE A	P	2011-01-01	2011-06-30	818	806	12	12
16.385 SH - WASATCH LONG/SHORT	P	2011-01-01	2011-06-30	209	195	14	14
217.238 SH - AQUILA THREE PEAKS HIGH INCOME I	P	2011-01-01	2011-06-30	1988	1970	18	18
64.27 SH - BLACKROCK INFLATION PROTECTED BOND INSTL	P	2011-01-01	2011-06-30	722	699	23	23
34.805 SH - MARSICO INTERNATIONAL OPPORTUNITIES	P	2011-01-01	2011-06-30	444	420	24	24
50.4 SH - CALAMOS CONVERTIBLE A	P	2011-01-01	2011-06-30	1001	971	30	30
59.843 SH - DIAMOND HILL LARGE CAP A	P	2011-01-01	2011-06-30	886	847	39	39
20.628 SH - OAKMARK INTERNATIONAL I	P	2011-01-01	2011-06-30	401	360	41	41
24.424 SH - THIRD AVENUE INTERNATIONAL VALUE INSTL	P	2011-01-01	2011-06-30	421	379	42	42
87.603 SH - CALAMOS CONVERTIBLE A	P	2011-01-01	2011-06-30	1741	1688	53	53
77.626 SH - ARTIO INTERNATIONAL EQUITY II A	P	2011-01-01	2011-06-30	970	905	65	65
175.876 SH - PIMCO TOTAL RETURN ADMIN	P	2011-01-01	2011-06-30	2017	1942	75	75
207.22 SH - METROPOLITAN WEST TOTAL RETURN BOND M	P	2011-01-01	2011-06-30	2190	2110	80	80
141.021 SH - CALAMOS CONVERTIBLE A	P	2011-01-01	2011-06-30	2802	2718	84	84
148.97 SH - CALAMOS CONVERTIBLE A	P	2011-01-01	2011-06-30	2960	2871	89	89
159.466 SH - CALAMOS CONVERTIBLE A	P	2011-01-01	2011-06-30	3169	3073	96	96
138.186 SH - ARTIO INTERNATIONAL EQUITY II A	P	2011-01-01	2011-06-30	1711	1613	98	98
165.81 SH - CALAMOS CONVERTIBLE A	P	2011-01-01	2011-06-30	3295	3195	100	100
182.154 SH - DODGE & COX GLOBAL STOCK	P	2011-01-01	2011-06-30	1619	1502	117	117
113.307 SH - ASTON/RIVER ROAD SELECT VALUE N	P	2011-01-01	2011-06-30	1131	992	139	139
482.185 SH - ARTIO TOTAL RETURN BOND I	P	2011-01-01	2011-06-30	6751	6572	179	179
191.585 SH - ASTON/RIVER ROAD SELECT VALUE N	P	2011-01-01	2011-06-30	1889	1675	214	214
183.518 SH - PRIMECAP ODYSSEY GROWTH	P	2011-01-01	2011-06-30	2843	2591	252	252
1354.206 SH - ARTIO TOTAL RETURN BOND I	P	2011-01-01	2011-06-30	18959	18459	500	500
251.81 SH - CHAMPLAIN SMALL COMPANY ADV	P	2011-01-01	2011-06-30	3697	3091	606	606
371.112 SH - MARSICO GLOBAL	P	2011-01-01	2011-06-30	4112	3492	620	620
33.881 SH - ARTISAN INTERNATIONAL SMALL CAP INVESTOR	P	2010-01-01	2011-06-30	696	581	115	115
2.801 SH - ARTISAN INTERNATIONAL VALUE INVESTOR	P	2010-01-01	2011-06-30	77	67	10	10
22.65 SH - IVA WORLDWIDE I	P	2010-01-01	2011-06-30	386	345	41	41
1824.212 SH - MARSICO INTERNATIONAL OPPORTUNITIES	P	2010-01-01	2011-06-30	23295	22033	1262	1262
485.847 SH - THIRD AVENUE INTERNATIONAL VALUE INSTL	P	2010-01-01	2011-06-30	8376	7535	841	841
116.109 SH - THIRD AVENUE INTERNATIONAL VALUE INSTL	P	2010-01-01	2011-06-30	2002	1801	201	201
26.821 SH - THIRD AVENUE INTERNATIONAL VALUE INSTL	P	2010-01-01	2011-06-30	462	416	46	46
398.134 SH - THIRD AVENUE INTERNATIONAL VALUE INSTL	P	2010-01-01	2011-06-30	6864	6175	689	689
103.249 SH - THIRD AVENUE INTERNATIONAL VALUE INSTL	P	2010-01-01	2011-06-30	1780	1601	179	179
139.228 SH - THIRD AVENUE INTERNATIONAL VALUE INSTL	P	2010-01-01	2011-06-30	2400	2159	241	241
21.226 SH - THIRD AVENUE INTERNATIONAL VALUE INSTL	P	2010-01-01	2011-06-30	366	329	37	37
129.657 SH - THIRD AVENUE INTERNATIONAL VALUE INSTL	P	2010-01-01	2011-06-30	2235	2011	224	224
2274.37 SH - ASTON/RIVER ROAD SELECT VALUE N	P	2010-01-01	2011-06-30	22698	19914	2784	2784
387.926 SH - ASTON/RIVER ROAD SELECT VALUE N	P	2010-01-01	2011-06-30	3872	3397	475	475
455.31 SH - ABSOLUTE STRATEGIES I	P	2010-01-01	2011-06-30	4999	4845	154	154
1809.554 SH - AQUILA THREE PEAKS HIGH INCOME I	P	2010-01-01	2011-06-30	16557	16446	111	111
19.711 SH - ARTIO INTERNATIONAL EQUITY II A	P	2010-01-01	2011-06-30	244	230	14	14
464.134 SH - ARTIO INTERNATIONAL EQUITY II A	P	2010-01-01	2011-06-30	5746	5418	328	328
303.838 SH - ARTIO INTERNATIONAL EQUITY II A	P	2010-01-01	2011-06-30	3762	3547	215	215
28.788 SH - ARTIO INTERNATIONAL EQUITY II A	P	2010-01-01	2011-06-30	356	336	20	20
41.026 SH - ARTIO INTERNATIONAL EQUITY II A	P	2010-01-01	2011-06-30	508	479	29	29
288.772 SH - ARTIO INTERNATIONAL EQUITY II A	P	2010-01-01	2011-06-30	3575	3371	204	204
905.832 SH - ARTIO INTERNATIONAL EQUITY II A	P	2010-01-01	2011-06-30	11214	10574	640	640
7.025 SH - ARTIO INTERNATIONAL EQUITY II A	P	2010-01-01	2011-06-30	87	82	5	5
65.13 SH - CHAMPLAIN SMALL COMPANY ADV	P	2010-01-01	2011-06-30	1030	799	231	231
546.335 SH - DIAMOND HILL LARGE CAP A	P	2010-01-01	2011-06-30	8605	7738	867	867
720.336 SH - DODGE & COX GLOBAL STOCK	P	2010-01-01	2011-06-30	6750	5941	809	809
509.752 SH - METROPOLITAN WEST TOTAL RETURN BOND M	P	2010-01-01	2011-06-30	5378	5206	172	172
6.19 SH - PIMCO COMMODITY REAL RET STRAT ADMIN	P	2010-01-01	2011-06-30	56	52	4	4
99.136 SH - PRIMECAP ODYSSEY GROWTH	P	2010-01-01	2011-06-30	1661	1400	261	261
27.002 SH - THIRD AVENUE REAL ESTATE VALUE INSTL	P	2010-01-01	2011-06-30	653	568	85	85
1.508 SH - PIMCO DEVELOPING LOCAL MARKETS I	P	2010-01-01	2011-06-30	15	15	0	0
118.684 SH - PIMCO TOTAL RETURN ADMIN	P	2010-01-01	2011-06-30	1281	1281	0	0
267.394 SH - ABSOLUTE STRATEGIES I	P	2010-01-01	2011-06-30	2936	2848	88	88
16.307 SH - AQUILA THREE PEAKS HIGH INCOME I	P	2010-01-01	2011-06-30	149	148	1	1
218.832 SH - ARBITRAGE I	P	2010-01-01	2011-06-30	2825	2860	-35	-35
250.588 SH - CALAMOS MARKET NEUTRAL INCOME A	P	2010-01-01	2011-06-30	3062	2937	125	125
11.097 SH - DIAMOND HILL LONG-SHORT A	P	2010-01-01	2011-06-30	188	179	9	9
286.112 SH - FPA NEW INCOME	P	2010-01-01	2011-06-30	3119	3156	-37	-37
209.673 SH - IVA WORLDWIDE I	P	2010-01-01	2011-06-30	3644	3231	413	413
24.155 SH - PIMCO COMMODITY REAL RET STRAT ADMIN	P	2010-01-01	2011-06-30	220	206	14	14
175.958 SH - T. ROWE PRICE CAPITAL APPRECIATION	P	2010-01-01	2011-06-30	3792	3383	409	409
16.294 SH - EATON VANCE GLBL MACR ABSOLUTE RETURN I	P	2010-01-01	2011-06-30	169	169	0	0
1 SH - FHMA	P	2010-01-01	2011-06-30	1163	1163	0	0
1 SH - FHMA	P	2010-01-01	2011-06-30	2106	2106	0	0
22.147 SH - WAHSATCH LONG SHORT FUND	P	2010-01-01	2011-05-17	296	296	0	0

Field	Value	IRS element (for citing)
Capital Gain Net Income	3980	CapitalGainNetIncome

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Field	Value	IRS element (for citing)
Liable For4942 Tax	0	LiableFor4942Tax
Qualifying Distributions Year1	323247	QualifyingDistributionsYear1
Noncharitable Assets Year1	6371510	NoncharitableAssetsYear1
Distribution Ratio Year1	0.050733	DistributionRatioYear1
Total Distribution Ratio	0.050733	TotalDistributionRatio
Average Distribution Ratio	0.050733	AverageDistributionRatio
Net Noncharitable Assets	7557297	NetNoncharitableAssets
Adjusted Noncharitable Assets	383404	AdjustedNoncharitableAssets
One Percent Net Investment Income	909	OnePercentNetInvestmentIncome
Adj Nonchrtbl Assets And One	384313	AdjNonchrtblAssetsAndOnePct
Qualifying Distributions	376892	QualifyingDistributions

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Field	Value	IRS element (for citing)
Investment Income Excise Tax	1817	InvestmentIncomeExciseTax
Tax Under Section511	0	TaxUnderSection511
Subtotal	1817	Subtotal
Subtitle A Tax	0	SubtitleATax
Tax Based On Investment Income	1817	TaxBasedOnInvestmentIncome
Est Tax Payments And Overpayment	5716	EstTaxPaymentsAndOverpayment
Total Credits And Payments	5716	TotalCreditsAndPayments
Overpayment	3899	Overpayment
Amount Credited To Next Year	3899	AmountCreditedToNextYear
Amount To Be Refunded	0	AmountToBeRefunded

Statements Regarding Activities StatementsRegardingActivities

Field	Value	IRS element (for citing)
Legislative Political Activities	0	LegislativePoliticalActivities
More Than100 Spent	0	MoreThan100Spent
Form1120 POL Filed	0	Form1120POLFiled
Sect4955 Tax On Organization	0	Sect4955TaxOnOrganization
Sect4955 Tax On Managers	0	Sect4955TaxOnManagers
Reimbursement Of Tax	0	ReimbursementOfTax
Activities Not Prev Reported	0	ActivitiesNotPrevReported
Changes To Articles Or Bylaws	0	ChangesToArticlesOrBylaws
Unrelated Bus Income Over1000	0	UnrelatedBusIncomeOver1000
Termination Etc	0	TerminationEtc
Requirements Of Sect508e	1	RequirementsOfSect508e
At Least5000 In Assets	1	AtLeast5000InAssets
States Filed With	CO	StatesFiledWith
Form990 PF Filed With AG	1	Form990PFFiledWithAG
Private Operating Foundation	0	PrivateOperatingFoundation
New Substantial Contributors	0	NewSubstantialContributors
Interest In Controlled Entity	0	InterestInControlledEntity
Applicable Insurance Contract	0	ApplicableInsuranceContract
Comply With Public Inspection Rqr	1	ComplyWithPublicInspectionRqr
Website Address	HTTP://WWW.CSOF.ORG	WebsiteAddress

Books In Care Of Business Name BooksInCareOfBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	DORIS RALSTON	BusinessNameLine1

Field	Value	IRS element (for citing)
Books In Care Of Phone Number	7196359057	BooksInCareOfPhoneNumber

Books In Care Of US Address BooksInCareOfUSAddress

Field	Value	IRS element (for citing)
Address Line1	2 NORTH CASCADE AVENUE SUITE 1100	AddressLine1
City	COLORADO SPRINGS	City
State	CO	State
ZIP Code	80903	ZIPCode

Field	Value	IRS element (for citing)
Foreign Bank	0	ForeignBank

Statements Regarding Acty4720 StatementsRegardingActy4720

Field	Value	IRS element (for citing)
Sale Or Exchange With Dsqfly Person	0	SaleOrExchangeWithDsqflyPerson
Borrow Or Lend With Dsqfly Person	0	BorrowOrLendWithDsqflyPerson
Furnished Goods With Dsqfly Person	0	FurnishedGoodsWithDsqflyPerson
Pay Compensation To Dsqfly Person	0	PayCompensationToDsqflyPerson
Transfer Assets To Dsqfly Person	0	TransferAssetsToDsqflyPerson
Payment To Government Offical	0	PaymentToGovernmentOffical
Uncorrected Prior Acts	0	UncorrectedPriorActs
Undistributed Income Prior Years	0	UndistributedIncomePriorYears
Business Holdings	0	BusinessHoldings
Jeopardy Investments	0	JeopardyInvestments
Uncorrected Jeopardy Investments	0	UncorrectedJeopardyInvestments
Influence Legislation	0	InfluenceLegislation
Influence Election	0	InfluenceElection
Grants To Individuals	0	GrantsToIndividuals
Grants To Organizations	0	GrantsToOrganizations
Noncharitable Purpose	0	NoncharitablePurpose
Rcv Funds To Pay Prsnl Bnft Contract	0	RcvFundsToPayPrsnlBnftContract
Pay Premiums Prsnl Bnft Contract	0	PayPremiumsPrsnlBnftContract
Prohibited Tax Shelter Transactn	0	ProhibitedTaxShelterTransactn

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (15 entries)

Address Line1USAddress/AddressLine1	CityUSAddress/City	StateUSAddress/State	ZIP CodeUSAddress/ZIPCode	TitleTitle	Avg Hours Per Wk Devoted To PositionAvgHoursPerWkDevotedToPosition	CompensationCompensation	Contri To Empl Benefit Plans EtcContriToEmplBenefitPlansEtc	Expense Account Other AllowancesExpenseAccountOtherAllowances
JOHN KURISH DO
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	PRESIDENT	2.00	0	0	0
WILLIAM GRIFFIS DO
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	PRESIDENT-ELECT	2.00	0	0	0
THOMAS MCCARTHY DO
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	PAST PRESIDENT	2.00	0	0	0
PENNY SAYRE CPA
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	TREASURER	2.00	0	0	0
THOMAS HIGGINBOTHAM DO
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	SECRETARY	2.00	0	0	0
ROBIN GORTER CPA
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	DIRECTOR	2.00	0	0	0
LINDSAY FISCHER ESQ
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	DIRECTOR	2.00	0	0	0
DANIEL TELL DO
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	DIRECTOR	2.00	0	0	0
GERALD TRAVERS DPM
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	DIRECTOR	2.00	0	0	0
MARY WALL RNC
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	DIRECTOR	2.00	0	0	0
MICHAEL WELCH DO
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	DIRECTOR	2.00	0	0	0
CURRY HORAK MD
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	DIRECTOR	2.00	0	0	0
LYNNE JONES
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	DIRECTOR	2.00	0	0	0
STEVE RODEMER
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	DIRECTOR	2.00	0	0	0
DORIS RALSTON
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	EXECUTIVE DIRECTOR	40.00	73667	0	0

Field	Value	IRS element (for citing)
Comp Of Highest Paid Empl NONE	NONE	CompOfHighestPaidEmplNONE
Tot Number Of Oth Empl Paid Over50k	0	TotNumberOfOthEmplPaidOver50k
Comp Of Hghst Paid Cntrct NONE	NONE	CompOfHghstPaidCntrctNONE
Tot Number Of Cntrct Paid Over50k	0	TotNumberOfCntrctPaidOver50k

Summary Of Direct Charitable Acty SummaryOfDirectCharitableActy

Field	Value	IRS element (for citing)
Description1	TO IMPROVE THE HEALTH AND WELL BEING OF THE PIKES PEAK COMMUNITY OF COLORADO THROUGH GRANTS TO PUBLICLY SUPPORTED CHARITIES, PROVIDING SCHOLARSHIPS TO OSTEOPATIC MEDICAL STUDENTS, AND EDUCATING THE PUBLIC IN MATTERS RELATING TO HEALTH.	Description1
Expenses1	345907	Expenses1

Sum Of Program Related Investments SumOfProgramRelatedInvestments

Field	Value	IRS element (for citing)
Total	0	Total

Minimum Investment Return MinimumInvestmentReturn

Field	Value	IRS element (for citing)
Avg Monthly FMV Of Securities	6127023	AvgMonthlyFMVOfSecurities
Avg Monthly Cash Balances	1537305	AvgMonthlyCashBalances
FMV All Other Noncharitable Assets	8055	FMVAllOtherNoncharitableAssets
Total FMV Of Unused Assets	7672383	TotalFMVOfUnusedAssets
Reduction Claimed	0	ReductionClaimed
Acquisition Indebtedness	0	AcquisitionIndebtedness
Adj Total FMV Of Unused Assets	7672383	AdjTotalFMVOfUnusedAssets
Cash Deemed Charitable	115086	CashDeemedCharitable
Net Noncharitable Assets	7557297	NetNoncharitableAssets
Minimum Investment Return	377865	MinimumInvestmentReturn

Distributable DistributableAmount

Field	Value	IRS element (for citing)
Minimum Investment Return	377865	MinimumInvestmentReturn
Tax Based On Investment Income	1817	TaxBasedOnInvestmentIncome
Total Tax	1817	TotalTax
Distributable Amount Before Adj	376048	DistributableAmountBeforeAdj
Recoveries Qlfy Distributions	0	RecoveriesQlfyDistributions
Distributable Amount Before Ded	376048	DistributableAmountBeforeDed
Deduction Fr Distributable	$0	DeductionFrDistributableAmount
Distributable Amount As Adjusted	376048	DistributableAmountAsAdjusted

Qualifying Distributions QualifyingDistributions

Field	Value	IRS element (for citing)
Expenses And Contributions	376892	ExpensesAndContributions
Program Related Investments Total	0	ProgramRelatedInvestmentsTotal
Qualifying Distributions	376892	QualifyingDistributions
One Pct Sect4940e Org Net Invst Incm	0	OnePctSect4940eOrgNetInvstIncm
Adj Qualifying Distributions	376892	AdjQualifyingDistributions

Undistributed Income UndistributedIncome

Field	Value	IRS element (for citing)
Distributable Amount As Adjusted	376048	DistributableAmountAsAdjusted
Undistributed Income Prior Year	0	UndistributedIncomePriorYear
Total For Prior Years	0	TotalForPriorYears
Excess Distri Carryover Year1	6955	ExcessDistriCarryoverYear1
Total Excess Distri Carryover	6955	TotalExcessDistriCarryover
Qualifying Distributions	376892	QualifyingDistributions
Applied To Year1	0	AppliedToYear1
Applied To Prior Years	0	AppliedToPriorYears
Treated As Distri From Corpus	0	TreatedAsDistriFromCorpus
Applied To Current Year	376048	AppliedToCurrentYear
Remaining Distri From Corpus	844	RemainingDistriFromCorpus
Excess Distri Cyov App CY Corpus	0	ExcessDistriCyovAppCYCorpus
Excess Distri Cyov Applied CY	0	ExcessDistriCyovAppliedCY
Total Corpus	7799	TotalCorpus
Prior Year Undistributed Income	0	PriorYearUndistributedIncome
Prior Year Deficiency Or Tax	0	PriorYearDeficiencyOrTax
Taxable Amount1	0	TaxableAmount1
Taxable Amount2	0	TaxableAmount2
Undistributed Income CY	0	UndistributedIncomeCY
Distri From Corpus170b1 E Or4942g3	0	DistriFromCorpus170b1EOr4942g3
Excess Distri Cyov From Year5	0	ExcessDistriCyovFromYear5
Excess Distri Cyov To Next Year	7799	ExcessDistriCyovToNextYear
Excess From Year1	6955	ExcessFromYear1
Excess From Current Year	844	ExcessFromCurrentYear

Private Operating Foundations PrivateOperatingFoundations

Field	Value	IRS element (for citing)
Date Of Ruling	2009-07-01	DateOfRuling

Supplementary Information SupplementaryInformation

Appication Submission Info AppicationSubmissionInfo (2 entries)

Recipient NameRecipientName	Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient Phone NumberRecipientPhoneNumber	Form And Info And MaterialsFormAndInfoAndMaterials	Submission DeadlinesSubmissionDeadlines	Restrictions On AwardsRestrictionsOnAwards
DORIS RALSTON	PO BOX 49577	COLORADO SPRINGS	CO	80909	7196353851	APPLICATIONS ARE TO BE SUBMITTED USING THE COLORADO COMMON GRANT APPLICATION AND MAY BE SUBMITTED VIA EMAIL, FAX OR REGULAR MAIL.	GRANTS DEADLINES FOR GRANT APPLICATIONS ARE SEPTEMBER 1 AND FEBRUARY 12.	GRANTS ARE LIMITED TO EL PASO AND TELLER COUTIES. NO GRANTS ARE AWARDED TO INDIVIDUALS.
DORIS RALSTON	PO BOX 49577	COLORADO SPRINGS	CO	80909	7196353851	THE SCHOLARSHIP APPLICATION IS AVAILABLE VIA THE FOUNDATIONS WEBSITE. REQUIRED INFORMATION INCLUDEDS MEDICAL SCHOOL TRANSCRIPTS, MCAT SCORES, A LIST OF CLUBS AND ORGANIZATIONS THE APPLICANT BELONGS TOO, COMMUNITY SERVICE PROVIDED, AN ESSAY ABOUT WHY THEY WANT TO BE AN OSTEOPATHIC PHYSICIAN, A PHOTO AND CURRICULUM.	APPLICATIONS MUST BE SUBMITTED BY MARCH 1.	SCHOLARSHIPS ARE LIMITED TO COLORADO RESIDENTS WHO ARE SECOND YEAR STUDENTS AND DO NOT ALREADY HAVE FULL SCHOLASHIPS FROM ANOTHER SOURCE.

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (29 entries)

Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient RelationshipRecipientRelationship	Purpose Of Grant Or ContributionPurposeOfGrantOrContribution	AmountAmount
AMERICAN CANCER SOCIETY
1445 N UNION BLVD SUITE B100	COLORADO SPRINGS	CO	80909	NONE	CHARITABLE	$7,500
CASA OF THE PIKES PEAK REGION
701 SOUTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	NONE	CHARITABLE	$11,000
DISABILITY SERVICES INC
1352 N ACADEMY BLVD	COLORADO SPRINGS	CO	80909	NONE	CHARITABLE	$7,500
EARLY CONNECTIONS LEARNING CENTERS
104 E RIO GRANDE	COLORADO SPRINGS	CO	80903	NONE	CHARITABLE	$7,500
EL PASO COUNTY DEPARTMENT OF HEALTH AND ENVIRONMENT
301 SOUTH UNION BLVD	COLORADO SPRINGS	CO	809103123	NONE	CHARITABLE	$7,500
MISSION MEDICAL CLINIC
2125 E LA SALLE	COLORADO SPRINGS	CO	80909	NONE	CHARITABLE	$10,000
PROSPECT HOMECARE AND HOSPICE INC
16222 W US HIGHWAY 24 SUITE 120	COLORADO SPRINGS	CO	80863	NONE	CHARITABLE	$10,000
SILVER KEY SENIOR SERVICES
2250 BOTT AVENUE	COLORADO SPRINGS	CO	80904	NONE	CHARITABLE	$10,000
TELLER SENIOR COALITION
PO BOX 6956	WOODLAND PARK	CO	80866	NONE	CHARITABLE	$10,000
TESSA
PO BOX 2662	COLORADO SPRINGS	CO	809012662	NONE	CHARITABLE	$10,000
UC FOUNDATION FOR CSCU AGING CENTER
1436 N HANCOCK	COLORADO SPRINGS	CO	80903	NONE	CHARITABLE	$10,000
BIG BROTHERS AND BIG SISTERS
111 SOUTH TEJON	COLORADO SPRINGS	CO	80903	NONE	CHARITABLE	$1,000
PIKES PEAK FAMILY CONNECTIONS
2220 EAST BIJOU STE 2E	COLORADO SPRINGS	CO	80909	NONE	CHARITABLE	$1,000
SUICIDE PREVENTION PARTNERSHIP
704 NORTH TEJON	COLORADO SPRINGS	CO	80903	NONE	CHARITABLE	$1,000
DESIGNATED DRIVERS
PO BOX 6644	COLORADO SPRINGS	CO	80934	NONE	CHARITABLE	$1,000
SAFE PASSAGE
423 SOUTH CASCADE AVE	COLORADO SPRINGS	CO	80903	NONE	CHARITABLE	$10,000
CARE AND SHARE
2605 PREAMBLE POINT	COLORADO SPRINGS	CO	80915	NONE	CHARITABLE	$10,000
PEAK VISTA COMMUNITY HEALTH CENTERS FOUNDATION
350 PRINTERS PARKWAY	COLORADO SPRINGS	CO	80910	NONE	CHARITABLE	$10,000
TLC PHARMACY
555 E COSTILLA	COLORADO SPRINGS	CO	80903	NONE	CHARITABLE	$15,000
SET FAMILY MEDICAL CLINICS
825 EAST PIKES PEAK	COLORADO SPRINGS	CO	80903	NONE	CHARITABLE	$15,000
COMMUNITY HEALTH PARTNERSHIP
722 SOUTH WAHSATCH AVE	COLORADO SPRINGS	CO	80903	NONE	CHARITABLE	$10,000
COMMUNITY PARTNERSHIP FOR CHILD DEVELOPMENT
2330 ROBINSON STREET	COLORADO SPRINGS	CO	80904	NONE	CHARITABLE	$10,000
PIKES PEAK HOSPICE AND PALLIATIVE CARE
825 E PIKES PEAK AVE 600	COLORADO SPRINGS	CO	80903	NONE	CHARITABLE	$7,500
COLORADO SPRINGS THERAPEUTIC RIDING CENTER
3254 PASEO ROAD	COLORADO SPRINGS	CO	80909	NONE	CHARITABLE	$5,000
PIKES PEAK COMMUNITY ACTION AGENCY
450 COLORADO AVENUE	CALHAN	CO	80808	NONE	CHARITABLE	$5,000
PIKES PEAK THERAPEUTIC RIDING CENTER
13620 HALLELUIAH TRAIL	ELBERT	CO	80106	NONE	CHARITABLE	$2,500
JENNIFER QUICK
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	NONE	TUITION SCHOLARSHIP	$10,000
JAMES PRICKETT
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	NONE	TUITION SCHOLARSHIP	$10,000
ADAM FOSTER
2 NORTH CASCADE AVENUE	COLORADO SPRINGS	CO	80903	NONE	TUITION SCHOLARSHIP	$10,000

Field	Value	IRS element (for citing)
Tot Grant Or Contri Paid During Year	235000	TotGrantOrContriPaidDuringYear
Tot Grant Or Contri Approved Future	0	TotGrantOrContriApprovedFuture

Analysis Income Producing Acty AnalysisIncomeProducingActy

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$171,274	ExclusionAmount

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Field	Value	IRS element (for citing)
Exclusion Code	18	ExclusionCode
Exclusion	$3,980	ExclusionAmount

Other Revenue Described OtherRevenueDescribed

Field	Value	IRS element (for citing)
Description	MISC	Description
Related Or Exempt Function Income	5981	RelatedOrExemptFunctionIncome

Subtotals Part XVIA SubtotalsPartXVIA

Field	Value	IRS element (for citing)
Unrelated Business Income	$0	UnrelatedBusinessIncomeAmount
Exclusion	$175,254	ExclusionAmount
Related Or Exempt Function Income	5981	RelatedOrExemptFunctionIncome

Field	Value	IRS element (for citing)
Total Part XVIA	181235	TotalPartXVIA

Rln Of Acty To Accom Of Exempt Prps RlnOfActyToAccomOfExemptPrps

Field	Value	IRS element (for citing)
Line Number	11A	LineNumber
Relationship Statement	INCIDENTAL REVENUE RESULTING FROM EDUCATING THE PUBLIC IN MATTERS RELATING TO HEALTH	RelationshipStatement

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

Field	Value	IRS element (for citing)
Trnsfr Of Cash To Noncharitable EO	0	TrnsfrOfCashToNoncharitableEO
Trnsfr Oth Assets Noncharitable EO	0	TrnsfrOthAssetsNoncharitableEO
Sales Or Exchanges Of Assets	0	SalesOrExchangesOfAssets
Purchase Assets Noncharitable EO	0	PurchaseAssetsNoncharitableEO
Rental Of Facilities Etc	0	RentalOfFacilitiesEtc
Reimbursement Arrangements	0	ReimbursementArrangements
Loans Or Loan Guarantees	0	LoansOrLoanGuarantees
Performance Of Services Etc	0	PerformanceOfServicesEtc
Sharing Of Facilities Etc	0	SharingOfFacilitiesEtc
Relationships Noncharitable E Os	0	RelationshipsNoncharitableEOs

Schedule B IRS990ScheduleB

Field	Value	IRS element (for citing)
Organization501c3 Exempt PF	X	Organization501c3ExemptPF
General Rule	X	GeneralRule

Contributor Info ContributorInfo

Field	Value	IRS element (for citing)
Contributor Number	1	ContributorNumber
Contributor Name Individual	JOHN H DRABING	ContributorNameIndividual

Contributor Address US ContributorAddressUS

Field	Value	IRS element (for citing)
Address Line1	265 HIDDEN VALLEY ROAD	AddressLine1
City	COLORADO SPRINGS	City
State	CO	State
ZIP Code	80919	ZIPCode

Field	Value	IRS element (for citing)
Aggregate Contributions	10225	AggregateContributions
Noncash Contribution Type	X	NoncashContributionType

Noncash Property NoncashProperty

Field	Value	IRS element (for citing)
Contributor Number From Part I	1	ContributorNumberFromPartI
Noncash Property Description	130 SHARES OF COLGATE-PALMOLIVE STOCK	NoncashPropertyDescription
Fair Market Value	10225	FairMarketValue
Date Received	2010-12-08	DateReceived

Depreciation Schedule DepreciationSchedule

Depreciation Depreciation (20 entries)

Description Of PropertyDescriptionOfProperty	Date AcquiredDateAcquired	Cost Or Other BasisCostOrOtherBasis	Prior Years DepreciationPriorYearsDepreciation	Computation MethodComputationMethod	LifeLife	Current Year ExpenseCurrentYearExpense	Adjusted Net IncomeAdjustedNetIncome
BOOKSHELVES	1994-10-13	126	126	SL	7.000000000000	0	0
FILE CABINET	1988-06-15	300	300	SL	7.000000000000	0	0
FILE CABINET	1986-07-23	291	291	SL	5.000000000000	0	0
FIREPROOF CABINET	1988-08-15	522	522	SL	7.000000000000	0	0
BARRISTER BOOKSHELF	1989-03-31	774	774	SL	7.000000000000	0	0
DESK, CREDENZA	1998-12-31	1100	1100	SL	7.000000000000	0	0
LATERAL FILE	1998-12-31	438	438	SL	7.000000000000	0	0
UNIX SERVER	2000-07-11	3800	3800	SL	5.000000000000	0	0
CREDENZA	2000-08-31	499	499	SL	7.000000000000	0	0
FILE CABINETS	2001-02-02	320	320	SL	5.000000000000	0	0
LDC PROJECTOR	2002-10-07	1700	1700	SL	5.000000000000	0	0
RAISERS EDGE SOFTWARE	2005-07-25	6143	6143	SL	3.000000000000	0	0
LAPTOP	2005-12-20	883	845	200DB	5.000000000000	38	38
COMPUTER SERVER	2006-12-14	3300	2784	200DB	5.000000000000	375	375
DONOR WALL	2007-06-11	1778	1153	200DB	7.000000000000	179	254
PRINTER	2007-09-14	475	269	SL	5.000000000000	95	95
FAX SERVER	2008-02-27	2995	1398	SL	5.000000000000	599	599
LASER PRINTER	2007-09-28	272	150	SL	5.000000000000	54	54
DELL WORKSTATION	2008-04-29	2495	1081	SL	5.000000000000	499	499
FUJITSU SCANNER	2008-05-14	901	390	SL	5.000000000000	181	181

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds

Field	Value	IRS element (for citing)
Name Of Bond	SMH-0018	NameOfBond
EOY Book Value	3038738	EOYBookValue
EOYFMV	3038738	EOYFMV

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock (5 entries)

Name Of StockNameOfStock	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
SMH-5306	2407337	2407337
SMH-0001	321526	321526
MORINGSTAR -3532	227906	227906
MORINGSTAR -3494	556902	556902
MORINGSTAR -3518	314925	314925

Land Etc Schedule2 LandEtcSchedule2

Land Etc LandEtc (20 entries)

Category Or ItemCategoryOrItem	Cost Or Other BasisCostOrOtherBasis	Accumulated DepreciationAccumulatedDepreciation	Book ValueBookValue
BOOKSHELVES	126	126
FILE CABINET	300	300
FILE CABINET	291	291
FIREPROOF CABINET	522	522
BARRISTER BOOKSHELF	774	774
DESK, CREDENZA	1100	1100
LATERAL FILE	438	438
UNIX SERVER	3800	3800
CREDENZA	499	499
FILE CABINETS	320	320
LDC PROJECTOR	1700	1700
RAISERS EDGE SOFTWARE	6143	6143
LAPTOP	883	883
COMPUTER SERVER	3300	3159	141
DONOR WALL	1778	1332	446
PRINTER	475	364	111
FAX SERVER	2995	1997	998
LASER PRINTER	272	204	68
DELL WORKSTATION	2495	1580	915
FUJITSU SCANNER	901	571	330

Other Assets Schedule OtherAssetsSchedule

Other Assets OtherAssets (3 entries)

DescriptionDescription	BOY Book ValueBOYBookValue	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
OTHER RECEIVABLES	4761
SECURITY DEPOSIT	1375	1375	1375
ACCRUED INTEREST		21065	21065

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (9 entries)

DescriptionDescription	Revenue And Expenses Per BooksRevenueAndExpensesPerBooks	Net Investment IncomeNetInvestmentIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
INSURANCE	3757	0	3757
OFFICE EXPENSE	5036	0	5036
POSTAGE	1195	0	1195
DUES AND SUBSCRIPTIONS	1742	0	1742
TECHNOLOGY	5667	0	5667
TELEPHONE	650	0	650
EDUCATION	3230	0	3230
COMMUNITY RELATIONS	562	0	562
INVESTMENT FEES	84392	84392	0

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome

Field	Value	IRS element (for citing)
Description	MISC	Description
Revenue And Expenses Per Books	5981	RevenueAndExpensesPerBooks
Adjusted Net Income	5981	AdjustedNetIncome

Other Increases Schedule OtherIncreasesSchedule

Other Increases OtherIncreases

Field	Value	IRS element (for citing)
Description	UNREALIZED GAIN	Description
Amount	$725,434	Amount

Other Liabilities Schedule OtherLiabilitiesSchedule

Other Liabilities OtherLiabilities

Field	Value	IRS element (for citing)
Description	PAYROLL LIABILITIES	Description
BOY Book Value	1708	BOYBookValue
EOY Book Value	5387	EOYBookValue

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees OtherProfessionalFees

Field	Value	IRS element (for citing)
Category	PROFESSIONAL SERVICES	Category
Amount	$15,055	Amount
Net Investment Income	0	NetInvestmentIncome
Adjusted Net Income	0	AdjustedNetIncome
Disbursements Charitable Prps	15055	DisbursementsCharitablePrps

Taxes Schedule TaxesSchedule

Taxes Taxes (2 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome	Adjusted Net IncomeAdjustedNetIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
PAYROLL TAXES	$5,623	0	0	5623
EXCISE TAX	$1,817	0	0	0