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3.375% DUE 02/15/25 (20030NBL4) 20,000.000 QTY 19585 22112 COMCAST CORP NTS B/E 3.100% DUE 04/01/25 (20030NDJ7) 30,000.000 QTY 33043 33009 COMCAST CORP NTS B/E 3.950% (20030NCS8) 3,000.000 QTY 2996 3447 COMERICA INC NTS B/E 3.700% DUE 07/31/23 (200340AS6) 45,000.000 QTY 45292 48548 CONNECTICUT LIGHT & PWR 3.200% DUE 03/15/27 (207597EJ0) 15,000.000 QTY 14949 16835 COSTCO WHSL CORP NTS B/E 1.375% DUE 06/20/27 (22160KAN5) 20,000.000 QTY 19955 20606 DEUTSCHE BK AG NTS B/E 3.375% DUE 5/12/21 (25152R5F6) 10,000.000 QTY 10013 10090 DOMINION GAS HLDGS LLC 3.550% DUE 11/01/23 (257375AE5) 15,000.000 QTY 14894 16162 DRIVE AUTO RECIEVABLES TRUST 3.6300% DUE 08/15/24 (26208JAF0) 40,000.000 QTY 226 1150 DUKE ENERGY FLORIDA LLC 2.500% (26444HAH4) 50,000.000 QTY 49974 54585 ELI LILLY & CO B/E 3.375% DUE 03/15/29 (532457BV9) 20,000.000 QTY 19969 23219 ENTERGY ARK INC B/E 3.050% DUE 06/01/23 (29364DAR1) 13,000.000 QTY 13004 13706 ERP OPERATING LP B/E 3.000% DUE 04/15/23 (26884ABA0) 45,000.000 QTY 45443 47385 EXXON MOBIL CORP B/E 3.043% DUE 03/01/26 (30231GAT9) 14,000.000 QTY 14000 15512 EXXON MOBIL CORP NTS B/E 2.019% DUE 08/16/24 (30231GBC5) 15,000.000 QTY 15700 15793 FANNIE MAE 5.0000% DUE 07/25/38 (31397LK40) 1,300,000.000 QTY 66352 70915 FANNIE MAE 5.5000% DUE 09/25/40 (31398NDR2) 1,500,000.000 QTY 16823 17943 FHLMC PL D94917 7.0000% DUE 08/01/21 (3128DYPA9) 511,332.000 QTY 1480 1109 FHLMC PL G12185 5.0000% DUE 04/01/21 (3128M1J67) 915,000.000 QTY 58 21 FHLMC PL G12255 5.5000% DUE 07/01/21 (3128M1MC0) 355,000.000 QTY 97 373 FHLMC PL G12277 6.0000% DUE 08/01/21 (3128M1M22) 790,000.000 QTY 500 896 FHLMC PL G12381 5.0000% DUE 09/01/21 (3128M1RA9) 610,000.000 QTY 608 409 FHLMC PL G12710 5.5000% DUE 07/01/22 (3128MBGT8) 800,000.000 QTY 829 4015 FHLMC PL ZK3791 3.0000% DUE 12/01/26 (3131X7F86) 200,000.000 QTY 23703 32482 FHLMC POOL 09 5.5000% DUE 11/15/37 (31397PG53) 179,600.000 QTY 21156 22403 FHR 1644 K 6.7500% DUE 12/15/23 (3133T3BU1) 169,000.000 QTY 3295 2941 FHR 2177 FH 0.6586% DUE 08/15/29 (3133TLPN2) 5,000,000.000 QTY 16960 17165 FHR 2626 YC 5.0000% DUE 06/15/23 (31393VKE0) 213,000.000 QTY 13454 12352 FHR 2696 DG 5.5000% DUE 10/15/33 (31394KR89) 100,000.000 QTY 38707 37103 FHR 2697 LG 4.5000% DUE 10/15/23 (31394JYA9) 760,000.000 QTY 33735 30876 FHR 3237 CD 5.5000% DUE 09/15/36 (31397CDQ9) 60,000.000 QTY 67555 68136 FHR 3249 CB 4.2500% DUE 12/15/36 (31397EDF9) 1,391,897.000 QTY 80004 84426 FHR 4213 VE 3.5000% DUE 06/15/26 (3137B33G1) 85,000.000 QTY 42293 41789 FHR 4274 PN 3.5000% DUE 10/15/35 (3137B5VK6) 525,000.000 QTY 98383 99678 FHR 4774 LP 3.5000% DUE 09/15/46 (3137F4VQ2) 60,000.000 QTY 36860 35912 FHR R003 ZA 5.5000% DUE 10/15/35 (31396C3Y4) 200,000.000 QTY 64567 67169 FNMA PL 831304 5.5000% DUE 01/01/21 (31407HRZ1) 365,000.000 QTY 94 94 FNMA PL 845159 4.5000% DUE 01/01/21 (31407Y5U9) 412,408.000 QTY 5 5 FNMA PL 889717 5.5000% DUE 12/01/21 (31410KPA6) 490,000.000 QTY 283 565 FNMA PL 890231 5.0000% DUE 07/01/25 (31410LA85) 255,000.000 QTY 4524 14604 FNMA PL 962034 5.0000% DUE 03/01/23 (31414CHK7) 625,000.000 QTY 2410 8088 FNMA PL 995264 6.5000% DUE 12/01/23 (31416BTV0) 250,000.000 QTY 774 4803 FNMA POOL 05-68G 5.0000% DUE 07/25/35 (31394E2Q0) 115,000.000 QTY 26193 23811 FNR 2003-33 PG 5.5000% DUE 05/25/33 (31393BGN9) 498,000.000 QTY 77648 80000 FNR 2005-70 KP 5.0000% DUE 06/25/35 (31394EX60) 119,000.000 QTY 126208 123154 FREDDIE MAC 4.0000% DUE 11/15/37 (31398Q4F1) 320,000.000 QTY 89273 92727 GENERAL DYNAMICS CORP 3.875% DUE 07/15/21 (369550AR9) 25,000.000 QTY 25178 25254 GENL ELEC CAP CORP B/E 3.150% DUE 09/07/22 (36962G6F6) 13,000.000 QTY 13222 13580 GILEAD SCIENCES INC B/E 3.700% DUE 04/01/24 (375558AW3) 45,000.000 QTY 45773 49047 GILEAD SCIENCES INC NTS 3.250% DUE 09/01/22 (375558BC6) 15,000.000 QTY 15206 15665 GM FIN CONS ATMB TR 2020-3 0.4500% DUE 04/16/25 (362590AC5) 50,000.000 QTY 49989 50201 GNMA PL 721420X 4.0000% DUE 09/15/24 (3620A7PD1) 204,000.000 QTY 3847 13619 GNR 2009-78 NC 5.0000% DUE 09/20/39 (38376FUV2) 38,000.000 QTY 27885 26901 GNR 2012-140 VW 3.0000% DUE 07/20/42 (38378GEK0) 100,000.000 QTY 13508 8479 GOLDMAN SACHS GROUP INC 2.905% MATURES 07/24/23 (38141GWM2) 10,000.000 QTY 9745 10386 GOLDMAN SACHS GROUP INC 3.000% DUE 04/26/22 (38141GWC4) 20,000.000 QTY 19557 20162 GOLDMAN SACHS GROUP INC 3.500% DUE 01/23/25 (38148LAC0) 5,000.000 QTY 4998 5518 GOLDMAN SACHS GROUP INC 3.850% DUE 01/26/27 (38141GWB6) 75,000.000 QTY 78017 85590 GOLDMAN SACHS GROUP INC 4.250% DUE 10/21/25 (38141GVR2) 3,000.000 QTY 2979 3440 HALLIBURTON CO CALL @MAKE 3.250% DUE 11/15/21 (406216AZ4) 15,000.000 QTY 15082 15257 HOME DEPOT INC B/E 2.125% DUE 09/15/26 (437076BN1) 35,000.000 QTY 32497 37722 HOME DEPOT INC NTS B/E 3.900% DUE 12/06/28 (437076BW1) 15,000.000 QTY 14897 18048 HSBC HLDGS PLC B/E 4.000% DUE 03/30/22 (404280AN9) 42,000.000 QTY 42559 43894 HYUNDAI AUTO REC TRUST 1.9400% DUE 02/15/24 (44891JAC2) 30,000.000 QTY 30435 30551 INDIANA MICH PWR CO NTS 3.850% DUE 05/15/28 (454889AS5) 30,000.000 QTY 29906 35226 INTEL CORP B/E 3.700% DUE 07/29/25 (458140AS9) 2,000.000 QTY 1997 2263 INTEL CORP NTS B/E 2.450% DUE 11/15/29 (458140BH2) 15,000.000 QTY 14980 16271 INTUIT INC NTS B/E 0.950% DUE 07/15/25 (46124HAB2) 30,000.000 QTY 29976 30377 INVESCO FIN PLC B/E 4.000% DUE 01/30/24 (46132FAB6) 30,000.000 QTY 30441 32930 JOHN DEERE CAPITAL CORP 2.750% DUE 03/15/22 (24422ERM3) 27,000.000 QTY 26991 27804 JOHN DEERE CPTL 2.700% DUE 01/06/23 (24422EUA5) 15,000.000 QTY 14507 15724 KEYCORP MED TERM NTS B/E 5.100% DUE 3/24/21 (49326EED1) 15,000.000 QTY 15087 15157 LINCOLN NATL CORP B/E 4.000% DUE 09/01/23 (534187BD0) 20,000.000 QTY 20255 21816 LLOYDS BANK PLC NTS B/E 6.375% DUE 1/21/21 (539473AH1) 30,000.000 QTY 30593 30081 LOCKHEED MARTIN CORP B/E 1.850% DUE 06/15/30 (539830BP3) 35,000.000 QTY 36306 36720 MANULIFE FINANCIAL CORP 4.150% DUE 03/04/26 (56501RAC0) 6,000.000 QTY 6079 6979 MARSH & MCLENNAN COS INC 3.300% DUE 03/14/23 (571748BA9) 15,000.000 QTY 15012 15881 MEAD JOHNSON NUTRITION 4.125% DUE 11/15/25 (582839AH9) 50,000.000 QTY 52222 57691 MEDTRONIC INC B/E 3.500% DUE 03/15/25 (585055BS4) 11,000.000 QTY 11101 12344 MERCK & CO INC NTS B/E 2.350% DUE 02/10/22 (58933YAQ8) 15,000.000 QTY 14496 15344 METLIFE INC B/E 4.368% DUE 09/15/23 (59156RBB3) 30,000.000 QTY 31304 33233 MICROSOFT CORP B/E 3.300% DUE 02/06/27 (594918BY9) 15,000.000 QTY 17216 17116 MITSUBISHI UFJ FIN GRP 3.741% DUE 03/07/29 (606822BH6) 75,000.000 QTY 85893 87919 MITSUBISHI UFJ FINL GROUP INC 2.998% DUE 02/22/22 (606822AL8) 20,000.000 QTY 20100 20599 MORGAN STANLEY B/E 4.000% DUE 07/23/25 (6174468C6) 25,000.000 QTY 28324 28609 MORGAN STANLEY NTS B/E 3.700% (61761JVL0) 60,000.000 QTY 59364 66768 MORGAN STANLEY NTS B/E 3.875% DUE 01/27/26 (61746BDZ6) 45,000.000 QTY 45418 51618 MUFG AMERICAS HLDGS CORP 3.000% DUE 02/10/25 (553794AC2) 24,000.000 QTY 24009 26209 NATL RURAL UTILS COOP 3.900% DUE 11/01/28 (637432NQ4) 30,000.000 QTY 30863 35230 NORTHERN TRUST CORP NTS 1.950% DUE 05/01/30 (665859AV6) 15,000.000 QTY 14943 15635 NTHN STATES PWR CO B/E 2.600% DUE 05/15/23 (665772CK3) 15,000.000 QTY 15005 15625 NUCOR CORP B/E 4.125% DUE 09/15/22 (670346AL9) 15,000.000 QTY 15381 15805 NUTRIEN LTD NTS B/E 3.625% DUE 03/15/24 (67077MAC2) 20,000.000 QTY 19822 21693 ONCOR ELEC DELIVERY NTS 2.950% DUE 04/01/25 (68233JAZ7) 30,000.000 QTY 29552 32827 ONE GAS INC NTS B/E 2.000% DUE 05/15/30 (68235PAH1) 5,000.000 QTY 4974 5215 ONEBEACON US HOLDINGS IN 4.600% DUE 11/09/22 (68245JAB6) 10,000.000 QTY 10092 10642 ORACLE CORP B/E 2.500% DUE 10/15/22 (68389XAP0) 20,000.000 QTY 19932 20789 ORACLE CORP NTS B/E 2.400% DUE 09/15/23 (68389XBL8) 45,000.000 QTY 44989 47318 ORIX CORP NTS 2.900% DUE 07/18/22 (686330AH4) 15,000.000 QTY 15048 15546 ORIX CORP NTS B/E 3.700% DUE 07/18/27 (686330AJ0) 30,000.000 QTY 29861 34216 PACCAR FINANCIAL CORP 0.800% DUE 06/08/23 (69371RQ82) 10,000.000 QTY 9986 10107 PFIZER & CO INC B/E 3.450% DUE 03/15/29 (717081ET6) 15,000.000 QTY 14965 17532 PHILIP MORRIS INTL INC 2.125% DUE 05/10/23 (718172BU2) 20,000.000 QTY 19780 20780 PHILIP MORRIS INTL INC 2.500% DUE 11/02/22 (718172CD9) 10,000.000 QTY 9644 10378 PINNACLE WEST CPTL CORP 1.300% DUE 06/15/25 (723484AH4) 23,000.000 QTY 23355 23365 PNC FINL SERV GRP INC WT 3.450% DUE 04/23/29 (693475AW5) 30,000.000 QTY 34575 34581 POTOMAC ELEC PWR CO B/E 3.600% DUE 03/15/24 (737679DG2) 15,000.000 QTY 15336 16277 PRECISION CASTPARTS CORP 3.250% DUE 06/15/25 (740189AM7) 15,000.000 QTY 15012 16574 PRINCIPAL FINANCIAL GROU 3.125% DUE 05/15/23 (74251VAH5) 13,000.000 QTY 12982 13818 PROGRESSIVE CORP B/E 2.450% DUE 01/15/27 (743315AR4) 6,000.000 QTY 5998 6495 PROLOGIS B/E 1.250% DUE 10/15/30 (74340XBR1) 10,000.000 QTY 9962 9902 PRUDENTIAL FINL INC 3.878% DUE 03/27/28 (74432QCC7) 15,000.000 QTY 15000 17637 PRUDENTIAL FINL INC NTS 1.500% (74432QCH6) 15,000.000 QTY 15213 15564 PUBLIC STORAGE B/E 3.385% DUE 05/01/29 (74460DAD1) 10,000.000 QTY 9981 11445 QUALCOMM INC NTS B/E 3.250% DUE 05/20/27 (747525AU7) 19,000.000 QTY 18950 21566 RABOBK NEDERL&MED TERM NTS 03.875% DUE 02/08/22 (21685WDD6) 70,000.000 QTY 70655 72787 REALTY INCOME CORP B/E 3.000% DUE 01/15/27 (756109AS3) 15,000.000 QTY 13970 16597 REALTY INCOME CORP B/E 3.650% DUE 01/15/28 (756109AU8) 15,000.000 QTY 14975 17113 REALTY INCOME CORP B/E 3.875% DUE 07/15/24 (756109AQ7) 15,000.000 QTY 14993 16583 ROYAL BK OF CANADA MED TERM NTS 2.500% DUE 1/19/21 (78012KKU0) 5,000.000 QTY 4994 5004 S&P GLOB INC B/E 2.500% DUE 12/01/29 (78409VAP9) 15,000.000 QTY 14975 16360 SAN DIEGO GAS & ELEC NTS 2.500% DUE 05/15/26 (797440BU7) 14,000.000 QTY 13955 15185 SANTANDER DRIVE AUTO 2.9300% DUE 12/15/22 (80284YAF1) 55,000.000 QTY 2300 6057 SANTANDER DRIVE AUTO RECEIVABL 3.2100% 09/15/23 (80285HAE0) 150,000.000 QTY 51971 66302 SANTANDER UK GROUP HLDGS 3.125% DUE 1/8/21 (80281LAD7) 15,000.000 QTY 15001 15003 SCHLUMBERGER FIN CANADA 1.400% DUE 09/17/25 (80685XAC5) 15,000.000 QTY 14982 15426 SHELL INTL FIN NTS B/E 3.250% DUE 05/11/25 (822582BD3) 40,000.000 QTY 40114 44337 SIERRA PAC POWER CO B/E 3.375% DUE 08/15/23 (826418BJ3) 30,000.000 QTY 30779 32055 SIMON PPTY GROUP LP B/E 2.450% DUE 09/13/29 (828807DF1) 5,000.000 QTY 4947 5252 SIMON PPTY GROUP LP B/E 3.375% DUE 10/01/24 (828807CS4) 20,000.000 QTY 19804 21748 SIMON PPTY GROUP LP NTS 3.750% DUE 02/01/24 (828807CR6) 25,000.000 QTY 25527 27079 SOUTHERN CO NTS B/E 2.350% DUE 07/01/21 (842587CS4) 15,000.000 QTY 14744 15118 SOUTHWESTERN ELEC PWR CO 3.550% DUE 02/15/22 (845437BM3) 15,000.000 QTY 15117 15402 STATE STREET CORP B/E 3.100% DUE 05/15/23 (857477AL7) 10,000.000 QTY 9984 10633 STATE STREET CORP B/E 3.550% DUE 08/18/25 (857477AT0) 25,000.000 QTY 25868 28380 STATE STREET CORP NTS 2.653% DUE 05/15/23 (857477AZ6) 20,000.000 QTY 19393 20625 SUMITOMO MITSUI FINL GRP 2.058% DUE 07/14/21 (86562MAE0) 30,000.000 QTY 29642 30629 SUMITOMO MITSUI FINL GRP 2.784% DUE 07/12/22 (86562MAQ3) 15,000.000 QTY 15012 15551 SUMITOMO MITSUI FINL GRP 3.102% DUE 01/17/23 (86562MAX8) 50,000.000 QTY 49171 52751 SUNTRUST BANK NTS B/E 3.200% DUE 04/01/24 (86787EBC0) 30,000.000 QTY 30131 32564 SUNTRUST BANKS INC NTS 2.700% DUE 01/27/22 (867914BM4) 15,000.000 QTY 14988 15354 TEXAS INSTRUMENTS INC 1.750% DUE 05/04/30 (882508BJ2) 15,000.000 QTY 15044 15556 THE DETROIT EDISON CO 2.650% DUE 06/15/22 (250847EJ5) 5,000.000 QTY 4933 5136 TJX COS INC B/E 2.250% (872540AQ2) 15,000.000 QTY 16050 16173 TORONTO-DOMINION BANK 0.750% DUE 09/11/25 (89114QCK2) 20,000.000 QTY 19954 20075 TORONTO-DOMINION BK 2.125% DUE 4/7/21 (89114QBG2) 25,000.000 QTY 24958 25123 TOTAL CAPITAL INTL SA 3.455% DUE 02/19/29 (89153VAQ2) 15,000.000 QTY 15000 17367 TOTAL CAPITAL INTL SA 3.750% DUE 04/10/24 (89153VAL3) 15,000.000 QTY 15452 16584 TOTAL CPTL SA NTS B/E 4.125% DUE 1/28/21 (89152UAF9) 15,000.000 QTY 15021 15037 TOYOTA MOTOR CRDT CORP 1.800% DUE 02/13/25 (89236TGT6) 35,000.000 QTY 36511 36701 UNITED HEALTH GROUP INC 03.375% DUE 11/15/21 (91324PBT8) 25,000.000 QTY 25050 25462 UNITED HEALTH GROUP INC 1.250% DUE 01/15/26 (91324PDW9) 15,000.000 QTY 14942 15463 UNITEDHEALTH GROUP INC 2.950% DUE 10/15/27 (91324PDE9) 12,000.000 QTY 11900 13472 US BANCORP B/E 3.000% (91159HHW3) 15,000.000 QTY 14999 16754 US BANCORP NTS B/E 1.450% DUE 05/12/25 (91159HHZ6) 57,000.000 QTY 56934 59155 VERIZON COMMUNICATIONS 2.625% (92343VDD3) 4,000.000 QTY 3990 4383 VIRGINIA ELEC & POWER CO 3.450% DUE 02/15/24 (927804FQ2) 14,000.000 QTY 14090 15103 VISA INC NTS B/E 1.900% DUE 04/15/27 (92826CAL6) 10,000.000 QTY 9972 10643 WALMART INC B/E 3.250% DUE 07/08/29 (931142EN9) 10,000.000 QTY 9988 11638 WALT DISNEY COMPANY/THE 2.550% DUE 02/15/22 (25468PCT1) 40,000.000 QTY 39318 40974 WELLPOINT INC NTS B/E 3.300% DUE 01/15/23 (94973VBA4) 15,000.000 QTY 15112 15866 WELLS FARGO & CO 2.406% DUE 10/30/25 (95000U2H5) 35,000.000 QTY 35000 37008 WELLS FARGO & CO 3.750% DUE 01/24/24 (95000U2C6) 35,000.000 QTY 36198 38209 WELLS FARGO & CO 4.100% DUE 06/03/26 (94974BFY1) 30,000.000 QTY 30204 34393 WELLS FARGO & CO NTS B/E 3.069% DUE 01/24/23 (949746SK8) 35,000.000 QTY 35169 35999 WELLS FARGO & CO NTS B/E 3.450% DUE 02/13/23 (94974BFJ4) 30,000.000 QTY 29991 31793 WESTPAC BANKING CORP B/E 2.850% DUE 05/13/26 (961214CX9) 30,000.000 QTY 27846 33310 WESTPAC BANKING CORP NTS 2.350% DUE 02/19/25 (961214EH2) 35,000.000 QTY 35137 37586 WESTPAC BANKING CORP NTS B/E 2.1% DUE 5/13/21 (961214CV3) 15,000.000 QTY 14928 15104 WORLD FINANCIAL NETWORK 2.0300% DUE 04/15/25 (981464FJ4) 100,000.000 QTY 99875 100751 WORLD OMNI AUTO RECV TR 0.4800% DUE 11/17/25 (98163CAD2) 50,000.000 QTY 49987 50174 BIOGEN INC (BIIB) 1,200.000 SHARES 458448 293832 INVITATION HOMES INC REIT (INVH) 21,569.000 SHARES 424181 640599 2981552 3100550 0 0 AESSF III PRIVATE INVESTORS OFFSHORE, LP AT COST 363239 447548 AIF (APOLLO) VIII PRIVATE INVESTORS OFFSHORE, LP AT COST 443889 760093 AP X PRIVATE INVESTORS OFFSHORE, LP AT COST 12000 12000 APOLLO VII PRIVATE INVESTORS ONSHORE (TAX EXEMPT), LLC AT COST 0 37056 BCP VI PRIVATE INVESTORS, LP AT COST 0 236601 BLACKROCK HIGH YIELD BOND (BHYIX) 254,799.782 SHARES AT COST 1690086 1984890 BLACKSTONE GSO PRIVATE INVESTORS, LP (OFFSHORE) AT COST 0 12770 BSREP II (BROOKFIELD) PRIVATE INVESTORS OFFSHORE, LP AT COST 506989 730790 CADUCEUS ASIA CPI PRIVATE INVESTORS OFFSHORE, LP AT COST 49254 310982 CCMP III PRIVATE INVESTORS OFFSHORE, LP AT COST 291016 474562 CERBERUS VI PRIVATE INVESTORS OFFSHORE, LP AT COST 652278 802542 COATUE EARLY STAGE FUND PRIVATE INVESTORS (CAYMAN), LP AT COST 643718 657887 DODGE & COX INCOME FUND (DODIX) 64,266.471 SHARES AT COST 899377 941504 EDGEWOOD GROWTH FD INS (EGFIX) 43,739.482 SHARES AT COST 1445526 2264393 FIDELITY 500 INDEX FUND (FXAIX) 86,825.672 SHARES AT COST 9089285 11302098 GIF V PRIVATE INVESTORS OFFSHORE, LP AT COST 0 154820 GOLDENTREE OFFSHORE FUND, LTD. AT COST 15482 84067 GSO PRIVATE INVESTORS OFFSHORE III SICAV-RAIF S.C.S AT COST 138832 134426 HIGHBRIDGE MEZZANINE PARTNERS, LP (OFFSHORE) AT COST 0 102245 HPS - CORE SENIOR LENDING OFFSHORE FUND (PB), LP AT COST 619662 677569 HPS MEZZANINE PRIVATE INVESTORS OFFSHORE 2019, LP AT COST 252716 275969 HPS MEZZANINE PRIVATE INVESTORS OFFSHORE II, LP AT COST 0 164784 ISHARES 20+ YEAR TREASURY BO (TLT) 7,603.000 SHARES AT COST 1117393 1199221 ISHARES MSCI USA QUALITY FACTOR (QUAL) 19,018.000 SHARES AT COST 1857884 2210082 JPM U.S. REAL ESTATE INCOME AND GROWTH DOMESTIC, LP AT COST 1244783 952967 JPM US I&G DOMESTIC GROWTH REIT INC. AT COST 1000 1000 JPMORGAN HIGH YIELD R6 (JHYUX) 139,211.801 SHARES AT COST 893084 991188 KKR ASIAN FUND II PRIVATE INVESTORS OFFSHORE, LP AT COST 200324 423751 KKR ASIAN FUND PRIVATE INVESTORS OFFSHORE, LP AT COST 0 1744 LC ASIA3 PRIVATE INVESTORS OFFSHORE, LP AT COST 388460 341887 LIGHT STREET XENON, LTD. SERIES A2 AT COST 950000 1132335 LION CAPITAL II PRIVATE INVESTORS OFFSHORE, LP AT COST 225839 27188 PEG DIGITAL GROWTH FUND OFFSHORE SPECIAL II, LP AT COST 759075 345802 PEG DIGITAL GROWTH FUND OFFSHORE, LP AT COST 0 30108 PIMCO INVESTMENT GRADE CREDIT BOND (PIGIX) 92,525.215 SHARES AT COST 1013121 1044610 PROVIDENCE VII PRIVATE INVESTORS, LP (OFFSHORE) AT COST 0 346763 PROVIDENCE VIII PRIVATE INVESTORS OFFSHORE, LP AT COST 309878 278915 PSAM WORLD ARB FUND LIMITED AT COST 573167 1322103 RIVERSTONE GLOBAL ENERGY AND POWER OFFSHORE IV, LP AT COST 1049 46843 RIVERSTONE GLOBAL ENERGY AND POWER PRIVATE INVESTORS V, LP AT COST 655256 268421 SCULPTOR OF II PRIVATE INVESTORS OFFSHORE LTD. AT COST 340896 691254 SLA PRIVATE INVESTORS OFFSHORE, LP AT COST 839217 840700 SPDR S&P 500 ETF (SPY) 25,055.000 SHARES AT COST 5053465 9367563 STARWOOD SOF XI PRIVATE INVESTORS OFFSHORE 2, LP AT COST 292848 305396 VANGUARD TOTAL INTERNATIONAL BOND INDEX (VTABX) 80,494.271 SHARES AT COST 1832984 1882761 VINTAGE EUROPEAN OPPORTUNITY FUND OFFSHORE, LP AT COST 199454 342826 WCM FOCUSED INTL GROWTH FUND (WCMIX) 159,559.694 SHARES AT COST 3209748 3949102 YORK CREDIT OPPORTUNITIES UNIT TRUST CLASS B AT COST 187791 186497 GENERAL AND ADMINISTRATIVE LEGAL COUNSEL 71048 0 71048 BANK FEES 223 223 0 FILING FEES 1500 0 1500 OTHER EXPENSES THRU SCHEDULE K-1'S 0 18142 0 PROGRAM EXPENSES 28735 0 28735 OTHER INCOME THRU SCHEDULE K-1'S 5 SECURITIES LITIGATION PROCEEDS 1957 1957 1957 FEDERAL EXCISE TAX REFUND 8680 8680 RESCINDED GRANT 5000 5000 ADMINISTRATIVE SERVICES 27625 0 27625 INVESTMENT MANAGEMENT AND ADVISORY 174803 174803 0 FEDERAL EXCISE TAX PAID 60000 0 0