EXECUTIVE DIRECTOR

2011-11-09T09:02:25-06:00 2011-06-30 OSBORNE PARSONS & ROSACKER LLP 720 NORTH TEJON STREET COLORADO SPRINGS CO 809031012 990PF 2010-07-01 840488554 COLORADO SPRINGS OSTEOPATHIC FOUNDATION COLO 7196359057 2 NORTH CASCADE AVENUE NO 1100 COLORADO SPRINGS CO 80903 DORIS RALSTON EXECUTIVE DIRECTOR 7196359057 2011-11-07 1 GREGORY P PARSONS CPA 7196362321 X 2010 2016-02-24 21:20:13Z X X 7688166 X 23273 171274 171274 3980 7962747 3980 5981 0 5981 204508 175254 5981 73667 0 0 73667 15055 0 0 15055 7440 0 0 5623 2020 0 0 16199 0 0 16199 7340 0 0 7340 2169 0 0 2169 106231 84392 0 21839 230121 84392 0 141892 235000 235000 465121 84392 0 376892 -260613 90862 5981 102551 111688 111688 810697 679468 679468 0 4227 4227 3475387 3828596 3828596 2820262 3038738 3038738 29112 26103 5029 3009 3009 6136 22440 22440 7220062 7688166 7688166 1160 764 1708 5387 2868 6151 X 7216744 7682015 450 0 7217194 7682015 7220062 7688166 7217194 -260613 725434 7682015 0 7682015 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 3980 0 323247 6371510 0.050733 0.050733 0.050733 7557297 383404 909 384313 376892 1817 0 1817 0 1817 5716 5716 3899 3899 0 0 0 0 0 0 0 0 0 0 0 1 1 CO 1 0 0 0 0 1 HTTP://WWW.CSOF.ORG DORIS RALSTON 7196359057 2 NORTH CASCADE AVENUE SUITE 1100 COLORADO SPRINGS CO 80903 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 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 NONE 0 NONE 0 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. 345907 0 6127023 1537305 8055 7672383 0 0 7672383 115086 7557297 377865 377865 1817 1817 376048 0 376048 0 376048 376892 0 376892 0 376892 376048 0 0 6955 6955 376892 0 0 0 376048 844 0 0 7799 0 0 0 0 0 0 0 7799 6955 844 2009-07-01 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. AMERICAN CANCER SOCIETY 1445 N UNION BLVD SUITE B100 COLORADO SPRINGS CO 80909 NONE CHARITABLE 7500 CASA OF THE PIKES PEAK REGION 701 SOUTH CASCADE AVENUE COLORADO SPRINGS CO 80903 NONE CHARITABLE 11000 DISABILITY SERVICES INC 1352 N ACADEMY BLVD COLORADO SPRINGS CO 80909 NONE CHARITABLE 7500 EARLY CONNECTIONS LEARNING CENTERS 104 E RIO GRANDE COLORADO SPRINGS CO 80903 NONE CHARITABLE 7500 EL PASO COUNTY DEPARTMENT OF HEALTH AND ENVIRONMENT 301 SOUTH UNION BLVD COLORADO SPRINGS CO 809103123 NONE CHARITABLE 7500 MISSION MEDICAL CLINIC 2125 E LA SALLE COLORADO SPRINGS CO 80909 NONE CHARITABLE 10000 PROSPECT HOMECARE AND HOSPICE INC 16222 W US HIGHWAY 24 SUITE 120 COLORADO SPRINGS CO 80863 NONE CHARITABLE 10000 SILVER KEY SENIOR SERVICES 2250 BOTT AVENUE COLORADO SPRINGS CO 80904 NONE CHARITABLE 10000 TELLER SENIOR COALITION PO BOX 6956 WOODLAND PARK CO 80866 NONE CHARITABLE 10000 TESSA PO BOX 2662 COLORADO SPRINGS CO 809012662 NONE CHARITABLE 10000 UC FOUNDATION FOR CSCU AGING CENTER 1436 N HANCOCK COLORADO SPRINGS CO 80903 NONE CHARITABLE 10000 BIG BROTHERS AND BIG SISTERS 111 SOUTH TEJON COLORADO SPRINGS CO 80903 NONE CHARITABLE 1000 PIKES PEAK FAMILY CONNECTIONS 2220 EAST BIJOU STE 2E COLORADO SPRINGS CO 80909 NONE CHARITABLE 1000 SUICIDE PREVENTION PARTNERSHIP 704 NORTH TEJON COLORADO SPRINGS CO 80903 NONE CHARITABLE 1000 DESIGNATED DRIVERS PO BOX 6644 COLORADO SPRINGS CO 80934 NONE CHARITABLE 1000 SAFE PASSAGE 423 SOUTH CASCADE AVE COLORADO SPRINGS CO 80903 NONE CHARITABLE 10000 CARE AND SHARE 2605 PREAMBLE POINT COLORADO SPRINGS CO 80915 NONE CHARITABLE 10000 PEAK VISTA COMMUNITY HEALTH CENTERS FOUNDATION 350 PRINTERS PARKWAY COLORADO SPRINGS CO 80910 NONE CHARITABLE 10000 TLC PHARMACY 555 E COSTILLA COLORADO SPRINGS CO 80903 NONE CHARITABLE 15000 SET FAMILY MEDICAL CLINICS 825 EAST PIKES PEAK COLORADO SPRINGS CO 80903 NONE CHARITABLE 15000 COMMUNITY HEALTH PARTNERSHIP 722 SOUTH WAHSATCH AVE COLORADO SPRINGS CO 80903 NONE CHARITABLE 10000 COMMUNITY PARTNERSHIP FOR CHILD DEVELOPMENT 2330 ROBINSON STREET COLORADO SPRINGS CO 80904 NONE CHARITABLE 10000 PIKES PEAK HOSPICE AND PALLIATIVE CARE 825 E PIKES PEAK AVE 600 COLORADO SPRINGS CO 80903 NONE CHARITABLE 7500 COLORADO SPRINGS THERAPEUTIC RIDING CENTER 3254 PASEO ROAD COLORADO SPRINGS CO 80909 NONE CHARITABLE 5000 PIKES PEAK COMMUNITY ACTION AGENCY 450 COLORADO AVENUE CALHAN CO 80808 NONE CHARITABLE 5000 PIKES PEAK THERAPEUTIC RIDING CENTER 13620 HALLELUIAH TRAIL ELBERT CO 80106 NONE CHARITABLE 2500 JENNIFER QUICK 2 NORTH CASCADE AVENUE COLORADO SPRINGS CO 80903 NONE TUITION SCHOLARSHIP 10000 JAMES PRICKETT 2 NORTH CASCADE AVENUE COLORADO SPRINGS CO 80903 NONE TUITION SCHOLARSHIP 10000 ADAM FOSTER 2 NORTH CASCADE AVENUE COLORADO SPRINGS CO 80903 NONE TUITION SCHOLARSHIP 10000 235000 0 14 171274 18 3980 MISC 5981 0 175254 5981 181235 11A INCIDENTAL REVENUE RESULTING FROM EDUCATING THE PUBLIC IN MATTERS RELATING TO HEALTH 0 0 0 0 0 0 0 0 0 0 X X 1 JOHN H DRABING 265 HIDDEN VALLEY ROAD COLORADO SPRINGS CO 80919 10225 X 1 130 SHARES OF COLGATE-PALMOLIVE STOCK 10225 2010-12-08 BOOKSHELVES 1994-10-13 126 126 SL 7.000000000000 0 0 0 FILE CABINET 1988-06-15 300 300 SL 7.000000000000 0 0 0 FILE CABINET 1986-07-23 291 291 SL 5.000000000000 0 0 0 FIREPROOF CABINET 1988-08-15 522 522 SL 7.000000000000 0 0 0 BARRISTER BOOKSHELF 1989-03-31 774 774 SL 7.000000000000 0 0 0 DESK, CREDENZA 1998-12-31 1100 1100 SL 7.000000000000 0 0 0 LATERAL FILE 1998-12-31 438 438 SL 7.000000000000 0 0 0 UNIX SERVER 2000-07-11 3800 3800 SL 5.000000000000 0 0 0 CREDENZA 2000-08-31 499 499 SL 7.000000000000 0 0 0 FILE CABINETS 2001-02-02 320 320 SL 5.000000000000 0 0 0 LDC PROJECTOR 2002-10-07 1700 1700 SL 5.000000000000 0 0 0 RAISERS EDGE SOFTWARE 2005-07-25 6143 6143 SL 3.000000000000 0 0 0 LAPTOP 2005-12-20 883 845 200DB 5.000000000000 38 0 38 COMPUTER SERVER 2006-12-14 3300 2784 200DB 5.000000000000 375 0 375 DONOR WALL 2007-06-11 1778 1153 200DB 7.000000000000 179 0 254 PRINTER 2007-09-14 475 269 SL 5.000000000000 95 0 95 FAX SERVER 2008-02-27 2995 1398 SL 5.000000000000 599 0 599 LASER PRINTER 2007-09-28 272 150 SL 5.000000000000 54 0 54 DELL WORKSTATION 2008-04-29 2495 1081 SL 5.000000000000 499 0 499 FUJITSU SCANNER 2008-05-14 901 390 SL 5.000000000000 181 0 181 SMH-0018 3038738 3038738 SMH-5306 2407337 2407337 SMH-0001 321526 321526 MORINGSTAR -3532 227906 227906 MORINGSTAR -3494 556902 556902 MORINGSTAR -3518 314925 314925 BOOKSHELVES 126 126 0 FILE CABINET 300 300 0 FILE CABINET 291 291 0 FIREPROOF CABINET 522 522 0 BARRISTER BOOKSHELF 774 774 0 DESK, CREDENZA 1100 1100 0 LATERAL FILE 438 438 0 UNIX SERVER 3800 3800 0 CREDENZA 499 499 0 FILE CABINETS 320 320 0 LDC PROJECTOR 1700 1700 0 RAISERS EDGE SOFTWARE 6143 6143 0 LAPTOP 883 883 0 COMPUTER SERVER 3300 3159 141 0 DONOR WALL 1778 1332 446 0 PRINTER 475 364 111 0 FAX SERVER 2995 1997 998 0 LASER PRINTER 272 204 68 0 DELL WORKSTATION 2495 1580 915 0 FUJITSU SCANNER 901 571 330 0 OTHER RECEIVABLES 4761 SECURITY DEPOSIT 1375 1375 1375 ACCRUED INTEREST 21065 21065 INSURANCE 3757 0 0 3757 OFFICE EXPENSE 5036 0 0 5036 POSTAGE 1195 0 0 1195 DUES AND SUBSCRIPTIONS 1742 0 0 1742 TECHNOLOGY 5667 0 0 5667 TELEPHONE 650 0 0 650 EDUCATION 3230 0 0 3230 COMMUNITY RELATIONS 562 0 0 562 INVESTMENT FEES 84392 84392 0 0 MISC 5981 5981 UNREALIZED GAIN 725434 PAYROLL LIABILITIES 1708 5387 PROFESSIONAL SERVICES 15055 0 0 15055 PAYROLL TAXES 5623 0 0 5623 EXCISE TAX 1817 0 0 0