2020-11-16T16:18:14-06:00 2019-12-31 271728945 PKF O'CONNOR DAVIES LLP 665 FIFTH AVENUE NEW YORK NY 100225342 990PF 2019-01-01 222470361 THE WILLIAM AND ELAINE KAPLAN FAMILY PRIVATE FOUNDATION WILL 8455655400 CO PKFOD LLP 32 FOSTERTOWN RD NEWBURGH NY 125501279 DAVID MARKS TREASURER 8455655400 2020-11-15 1 THOMAS F BLANEY CPA CFE P00234022 2122862600 2020-11-13 104.162.82.251 2020-11-16 15:39:13 ES P DA39A3EE5E6B4B0D3255BFEF95601890AFD80709 8014D1ED4C8A2356BC16CA1BD647B715D864CCDB 2019 2021-04-22 16:20:28Z X 60397758 X X 14842 14842 1038474 1083583 1633602 14005893 2626096 2499 327 2689417 3724848 60000 0 60000 48266 0 48266 36000 0 36000 166810 129810 37000 159526 0 0 50800 0 50800 18337 22557 18127 539739 152367 250193 2481022 2481022 3020761 152367 2731215 -331344 3572481 60374 71657 71657 583227 858441 858441 2696701 0 0 458448 882630 1002499 5926490 8637650 8812426 41641783 40585301 49652735 51367023 51035679 60397758 0 0 X 51367023 51035679 51367023 51035679 51367023 51035679 51367023 -331344 0 51035679 0 51035679 PUBLICLY TRADED SECURITIES 11908570 10191782 1716788 1716788 GOLDENTREEE OFFSHORE LTD. 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P -1850 -1850 THRU SCHEDULE K-1'S P 54966 54966 CAPITAL GAINS DIVIDENDS P 25011 25011 25011 2626096 0 2939449 59870956 0.049096 3966349 59130718 0.067078 4199913 55079115 0.076252 2994876 34500782 0.086806 4309757 61287117 0.070321 0.349553 0.069911 59089298 4130992 35725 4166717 2731215 71450 0 71450 0 71450 75000 60000 0 135000 X 1273 62277 62277 0 0 0 0 0 0 0 0 0 0 0 1 1 NY 1 0 0 0 0 1 N/A DAVID MARKS TREASURER 8455655400 C/O PKFOD LLP 32 FOSTERTOWN RD NEWBURGH NY 125501279 0 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 WILLIAM KAPLAN C/O PKFOD LLP 32 FOSTERTOWN RD NEWBURGH NY 125501279 DIRECTOR, CHAIRMAN 1.00 0 0 0 JOAN P KAPLAN C/O PKFOD LLP 32 FOSTERTOWN RD NEWBURGH NY 125501279 DIRECTOR, PRESIDENT 8.00 60000 0 0 AMY KAPLAN C/O PKFOD LLP 32 FOSTERTOWN RD NEWBURGH NY 125501279 DIRECTOR, VICE PRESIDENT 1.00 0 0 0 DAVID MARKS C/O PKFOD LLP 32 FOSTERTOWN RD NEWBURGH NY 125501279 DIRECTOR, TREASURER 1.00 0 0 0 RICHARD J DRAKE ESQ C/O PKFOD LLP 32 FOSTERTOWN RD NEWBURGH NY 125501279 DIRECTOR, SECRETARY 1.00 0 0 0 DR HAROLD KAPLAN C/O PKFOD LLP 32 FOSTERTOWN RD NEWBURGH NY 125501279 DIRECTOR 1.00 0 0 0 A VINCENT MAZZIE C/O PKFOD LLP 32 FOSTERTOWN RD NEWBURGH NY 125501279 DIRECTOR 1.00 0 0 0 JAMES O'DONNELL C/O PKFOD LLP 32 FOSTERTOWN RD NEWBURGH NY 125501279 DIRECTOR 1.00 0 0 0 SISTER ANN SAKAC C/O PKFOD LLP 32 FOSTERTOWN RD NEWBURGH NY 125501279 DIRECTOR 1.00 0 0 0 GLEN L HELLER ESQ C/O PKFOD LLP 32 FOSTERTOWN RD NEWBURGH NY 125501279 ASSISTANT SECRETARY 1.00 0 0 0 NONE 0 JPMORGAN CHASE 1111 POLARIS PARKWAY COLUMBUS OH 43240 INVESTMENT ADVISORY 129810 0 0 59183252 805883 0 59989135 0 0 59989135 899837 59089298 2954465 2954465 71450 71450 2883015 0 2883015 0 2883015 2731215 0 2731215 0 2731215 2883015 0 0 1459246 1476497 1056258 63018 4055019 2731215 0 0 0 2731215 0 151800 151800 3903219 0 0 0 0 0 0 1307446 2595773 1476497 1056258 63018 X ACCESS SUPPORTS FOR LIVING FOUNDATION 15 FORTUNE ROAD WEST MIDDLETOWN NY 10941 N/A PC OPERATING SUPPORT 11000 BEST BAPTIST 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388 DANBURY ROAD NEW MILFORD CT 06776 N/A PC OPERATING SUPPORT 1000 NEWBURGH ARMORY UNITY CENTER 321 SOUTH WILLIAM STREET NEWBURGH NY 12550 N/A PC OPERATING SUPPORT 221000 NEWBURGH FIREFIGHTER BENEVOLENT ASSOCIATION PO BOX 1513 NEWBURGH NY 12551 N/A PC OPERATING SUPPORT 2500 NEWBURGH JEWISH COMMUNITY CENTER 290 NORTH STREET NEWBURGH NY 12550 N/A PC OPERATING SUPPORT 3550 NEWBURGH URBAN FARM & FOOD INC PO BOX 541 NEWBURGH NY 12551 N/A PC OPERATING SUPPORT 500 NEWBURGH ZION LIONS 180 SOUTH STREET NEWBURGH NY 12550 N/A PC OPERATING SUPPORT 7500 ORANGE COUNTY ARTS COUNCIL 23 WHITE OAK DRIVE CHESTER NY 10918 N/A PC OPERATING SUPPORT 42500 ORANGE COUNTY CITIZENS FOUNDATION INC 23 WHITE OAK DRIVE CHESTER NY 10918 N/A PC OPERATING SUPPORT 19500 ORANGE COUNTY COMMUNITY COLLEGE ONE WASHINGTON CENTER NEWBURGH NY 12550 N/A PC OPERATING SUPPORT 9059 SACRED HEART-SAINT FRANCIS 301 ANN STREET NEWBURGH NY 12550 N/A PC OPERATING SUPPORT 2000 SAFE HARBORS OF THE HUDSON 111 BROADWAY NEWBURGH NY 12550 N/A 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CORNERSTONE FAMILY HEALTHCARE 147 LAKE STREET NEWBURGH NY 12550 N/A PC OPERATING SUPPORT 100000 FOUNDATION FOR NEUROLOGICAL DISEASES 10 STATE STREET NEWBURYPORT MA 01950 N/A PC OPERATING SUPPORT 1800000 KOL YISRAEL 429 MIDDLE NECK ROAD GREAT NECK NY 11023 N/A PC OPERATING SUPPORT 2050000 MSMC - DOMINICAN CENTER 330 POWELL AVENUE NEWBURGH NY 12550 N/A PC OPERATING SUPPORT 2500000 MSMC MATH SCI & TECH CTR 330 POWELL AVENUE NEWBURGH NY 12550 N/A PC OPERATING SUPPORT 2700000 NATIONAL PURPLE HEART HALL OF HONOR 374 TEMPLE HILL ROAD NEW WINDSOR NY 12553 N/A PC OPERATING SUPPORT 150000 NEWBURGH ARMORY UNITY CENTER 321 SOUTH WILLIAM STREET NEWBURGH NY 12550 N/A PC OPERATING SUPPORT 75000 ORANGE COUNTY COMMUNITY COLLEGE - NEWBURGH CAMPUS ONE WASHINGTON CENTER NEWBURGH NY 12550 N/A PC OPERATING SUPPORT 4500000 SUNY ORANGE FOUNDATION ONE WASHINGTON CENTER NEWBURGH NY 12550 N/A PC OPERATING SUPPORT 30000 14955000 14 14842 14 1038474 18 1633602 MISCELLANEOUS INCOME 01 2499 0 2689417 0 2689417 0 0 0 0 0 0 0 0 0 0 ACCOUNTING AND TAX RETURN PREPARATION 36000 0 36000 ABB FIN USA INC 2.875% 05/08/2022 (00037B-AB-8) 30,000 QTY 31052 30622 ABBVIE INC SR NTS 3.2% 11/06/2022 (00287Y-AP-4) 15,000 QTY 15132 15388 AETNA INCSR NTS 2.75% 11/15/2022 (008117-AP-8) 7,000 QTY 6726 7110 AFLAC INC SR NTS 3.625% 06/15/2023 (001055-AL-6) 10,000 QTY 10247 10517 AFLAC INCSR NTS 2.875% 10/15/2026 (001055-AQ-5) 15,000 QTY 14603 15413 AL PWR CO SR NTS 2.45% 03/30/2022 (010392-FQ-6) 20,000 QTY 19984 20237 ALLSTATE CORP SR NTS 3.15% 06/15/2023 (020002-AZ-4) 10,000 QTY 10276 10379 ALTRIA GROUP INC 2.95% 05/02/2023 (02209S-AP-8) 15,000 QTY 14676 15313 AMERICREDIT AUTO TR 2016-3 CL B 1.8% 10/08/2021 (03065D-AE-7) 35,000 QTY 9816 10004 AMERIPRISE FINANCIAL INC 2.875% 09/15/2026 (03076C-AH-9) 19,000 QTY 18980 19402 AMERIPRISE FINL INC SR NTS 3.7% 10/15/2024 (03076C-AG-1) 10,000 QTY 10222 10673 AMERIPRISE FINL INC SR NTS 3.7% 10/15/2024 (03076C-AG-1) 15,000 QTY 15244 16009 AMERN EXPRESS CO SR NTS 2.5% 08/01/2022 (025816-BM-0) 25,000 QTY 24979 25286 AMERN EXPRESS CO SR NTS 2.5% 08/01/2022 (025816-BM-0) 45,000 QTY 43258 45515 AMERN HONDA FIN SR NTS MTN 2.15% 09/10/2024 (02665W-DD-0) 35,000 QTY 34990 35026 APPLE INC SR NTS 2.1% 09/12/2022 (037833-DC-1) 15,000 QTY 14999 15143 APPLE INC SR NTS 2.85% 05/11/2024 (037833-CU-2) 5,000 QTY 5059 5168 APPLE INC SR NTS 3.25% 02/23/2026 (037833-BY-5) 16,000 QTY 16312 16929 APPLE INC SR NTS 3.45% 05/06/2024 (037833-AS-9) 45,000 QTY 45857 47751 ATMOS ENERGY CORP SR NTS 2.625% 09/15/2029 (049560-AR-6) 15,000 QTY 14991 15122 AVALONBAY COMMUNITIES 3.450% 06/01/2025 (05348E-AV-1) 15,000 QTY 14551 15840 AVALONBAY COMMUNITIES 3.450% 06/01/2025 (05348E-AV-1) 20,000 QTY 20850 21120 AVALONBAY COMMUNITIES MTN 3.200% 01/15/2028 (05348E-BC-2) 15,000 QTY 14940 15644 AXIS SPECIALTY FIN 5.875% 06/01/2020 (05463H-AA-9) 15,000 QTY 15209 15236 BAKER HUGHES LLC/CO-OBL SR 2.773% 12/15/2022 (05723K-AD-2) 15,000 QTY 14706 15292 BAKER HUGHES LLC/CO-OBL SR NTS 2.773% 12/15/2022 (05723K-AD-2) 25,000 QTY 25354 25487 BALTIMORE GAS & ELECTRIC 2.400% 08/15/2026 (059165-EG-1) 15,000 QTY 14246 14877 BANK OF AMERICA CORP MTN VAR RT 01/20/2023 (06051G-GE-3) 6,000 QTY 6012 6118 BANK OF AMERICA CORP MTN VAR RT 01/20/2023 (06051G-GE-3) 8,000 QTY 8016 8158 BANK OF AMERICA CORP VAR RT 01/23/2026 (06051G-GZ-6) 40,000 QTY 41289 41819 BANK OF AMERICA CORP VAR RT 07/21/2023 (06051G-GQ-6) 100,000 QTY 100039 101608 BANK OF AMERICA CORP VAR RT 07/21/2023 (06051G-GQ-6) 15,000 QTY 15006 15241 BB&T CORPORATION MTN 2.850% 10/26/2024 (05531F-BB-8) 45,000 QTY 43164 46497 BERKSHIRE HATHAWAY INC 2.750% 03/15/2023 (084670-BR-8) 45,000 QTY 45555 46116 BK OF AMER CORP SR MTN 3.5% 04/19/2026 (06051G-FX-2) 10,000 QTY 9660 10625 BK OF AMER CORP SR NTS MTN 3.3% 01/11/2023 (06051G-EU-9) 12,000 QTY 12181 12403 BK OF AMER CORP SR NTS MTN 3.875% 08/01/2025 (06051G-FS-3) 15,000 QTY 15481 16108 BK OF AMER CORP SR NTS MTN VAR RT 10/22/2025 (06051G-HW-2) 9,000 QTY 9000 9052 BK OF NOVA SCOTIA SR NTS 3.4% 02/11/2024 (064159-MK-9) 20,000 QTY 20695 20941 BK OF NOVA SCOTIA SR NTS 3.4% 02/11/2024 (064159-MK-9) 45,000 QTY 46055 47116 BK OF NY MELLON CORP SR NTS MTN 2.15% 02/24/2020 (06406H-CZ-0) 5,000 QTY 4992 5000 BLACKROCK INC SR NTS 3.5% 03/18/2024 (09247X-AL-5) 15,000 QTY 15442 15946 BOEING CO SR NTS 2.3% 08/01/2021 (097023-CL-7) 30,000 QTY 29999 30162 BOEING CO SR NTS 2.7% 02/01/2027 (097023-CM-5) 20,000 QTY 19946 20255 BOEING CO SR NTS 7.25% 06/15/2025 (097023-AM-7) 10,000 QTY 11901 12377 BOSTON PROPERTIES LP 4 1/8% MAY 15 2021 (10112R-AS-3) 15,000 QTY 15327 15349 BP CAP MARKETS AMER 3.224% 04/14/2024 (10373Q-AY-6) 60,000 QTY 58802 62594 BP CAP MARKETS AMER 4.5% 10/01/2020 (10373Q-AF-7) 25,000 QTY 25200 25473 BROOKFIELD FIN INC 4.0% 04/01/2024 (11271R-AA-7) 15,000 QTY 14840 16076 BURLINGTN NORTH SANTA FE 3.05% MAR 15 2022 (12189L-AH-4) 20,000 QTY 19437 20448 CA REP AUTO TR 2016-1 CL A4 2.24% 10/15/2021 (13057B-AD-2) 50,000 QTY 11229 11167 CANADIAN IMPERIAL BK SR NTS 3.5% 09/13/2023 (13607R-AD-2) 15,000 QTY 15296 15749 CAP ONE FINL CO SR NTS 3.05% 03/09/2022 (14040H-BL-8) 15,000 QTY 15020 15309 CARMAX AUTO OWNER TR 2016-4 CL A3 1.4% 08/15/2021 (14312Q-AC-0) 50,000 QTY 11116 11250 CARMAX AUTO OWNER TR 2018-1 CL A3 2.48% 11/15/2022 (14314A-AC-3) 55,000 QTY 55131 55217 CHARLES SCHWAB CORP SR NTS 3.2% 01/25/2028 (808513-AU-9) 10,000 QTY 10030 10495 CHARLES SCHWAB CORP SR NTS 3.225% 09/01/2022 (808513-AG-0) 5,000 QTY 5192 5160 CITIGROUP INC SR NTS 3.2% 10/21/2026 (172967-KY-6) 95,000 QTY 93927 98467 CITIGROUP INC SR NTS VAR RT 04/24/2025 (172967-MF-5) 5,000 QTY 5000 5200 CITIGROUP INC SR NTS VAR RT 07/24/2023 (172967-LM-1) 15,000 QTY 14968 15260 CME GROUP INC 3.000% 03/15/2025 (12572Q-AG-0) 20,000 QTY 19878 20760 COMCAST CORP 2.350% 01/15/2027 (20030N-BW-0) 20,000 QTY 18314 19960 COMCAST CORP 3.150% 03/01/2026 (20030N-BS-9) 15,000 QTY 15461 15711 COMCAST CORP 3.150% 03/01/2026 (20030N-BS-9) 2,000 QTY 1880 2095 COMCAST CORP 3.375% 02/15/2025 (20030N-BL-4) 20,000 QTY 19585 21089 COMCAST CORP 3.95% 10/15/2025 (20030N-CS-8) 3,000 QTY 2996 3272 COMERICA INC SR NTS 3.7% 07/31/2023 (200340-AS-6) 15,000 QTY 15115 15789 COMERICA INC SR NTS 3.7% 07/31/2023 (200340-AS-6) 30,000 QTY 30231 31578 COOPERATIEVE RABOBANK UA MTN 3.875% 02/08/2022 (21685W-DD-6) 25,000 QTY 25442 26027 COOPERATIEVE RABOBANK UA MTN 3.875% 02/08/2022 (21685W-DD-6) 45,000 QTY 45796 46848 CT LT & PWR 3.2% 03/15/2027 (207597-EJ-0) 15,000 QTY 14949 15829 DEUTSCHE BK AG SR NTS MTN 3.375% 05/12/2021 (25152R-5F-6) 10,000 QTY 10018 10077 DOMINION ENERGY GAS HLDG SR NTS 3.55% 11/01/2023 (257375-AE-5) 15,000 QTY 14894 15544 DRIVE AUTO TR 2018-2 CL C 3.63% 08/15/2024 (26208J-AF-0) 40,000 QTY 38281 38161 DTE ELEC CO 2.65% 06/15/2022 (250847-EJ-5) 5,000 QTY 4933 5076 DUKE ENERGY FL LLC 2.5% 12/01/2029 (26444H-AH-4) 50,000 QTY 49974 49928 ELI LILLY & CO SR NTS 3.375% 03/15/2029 (532457-BV-9) 20,000 QTY 19969 21546 ENTERGY ARKANSAS INC 3.050% 06/01/2023 (29364D-AR-1) 13,000 QTY 13036 13349 EQUINOR ASA 2.9% 11/08/2020 (85771P-AP-7) 3,000 QTY 2999 3025 ERP OPER LP SR NTS 3.0% 04/15/2023 (26884A-BA-0) 15,000 QTY 15210 15439 ERP OPER LP SR NTS 3.0% 04/15/2023 (26884A-BA-0) 30,000 QTY 30420 30879 EXXON MOBIL CORP SR NTS 3.043% 03/01/2026 (30231G-AT-9) 14,000 QTY 14000 14674 FHLMC 1644 CL K 6.75% 12/15/2023 (3133T3-BU-1) 169,000 QTY 5568 5276 FHLMC 2177 CL FHVAR RT 08/15/2029 (3133TL-PN-2) 5,000,000 QTY 21864 22115 FHLMC 2594 CL YA 4.0% 04/15/2023 (31393Q-4P-4) 5,000,000 QTY 937 923 FHLMC 2626 CL YC FHLMC 2626 CL YC (31393V-KE-0) 213,000 QTY 22174 21808 FHLMC 2696 CL DG 5.5% 10/15/2033 (31394K-R8-9) 100,000 QTY 45628 45669 FHLMC 2697 CL LG 4.5% 10/15/2023 (31394J-YA-9) 760,000 QTY 53235 51407 FHLMC 3237 CL CD 5.5% 09/15/2036 (31397C-DQ-9) 44,000 QTY 49445 49739 FHLMC 3249 CL CB 4.25% 12/15/2036 (31397E-DF-9) 1,354,897 QTY 78050 79007 FHLMC 3393 CL BY 5.5% 11/15/2037 (31397P-G5-3) 179,600 QTY 24725 25518 FHLMC 3664 CL DA 4.0% 11/15/2037 (31398Q-4F-1) 320,000 QTY 101691 103987 FHLMC 4213 CL VE 3.5% 06/15/2026 (3137B3-3G-1) 85,000 QTY 48480 48406 FHLMC 4274 CL PN 3.5% 10/15/2035 (3137B5-VK-6) 525,000 QTY 133674 135965 FHLMC GOLD B18276 4.5% 04/01/20 (312971-FR-0) 365,000 QTY 645 631 FHLMC GOLD B19825 5% 08/01/20 (312972-4J-8) 800,000 QTY 2100 2054 FHLMC GOLD D94917 7% 08/01/21 (3128DY-PA-9) 511,332 QTY 5178 4701 FHLMC GOLD G11720 4.5% 08/01/20 (31283K-4D-7) 250,000 QTY 232 226 FHLMC GOLD G11728 5.5% 02/01/20 (31283K-4M-7) 250,000 QTY 1 1 FHLMC GOLD G11773 5% 10/01/20 (31283K-6J-2) 630,000 QTY 1228 1186 FHLMC GOLD G12185 5% 04/01/21 (3128M1-J6-7) 915,000 QTY 3520 3395 FHLMC GOLD G12255 5.5% 07/01/21 (3128M1-MC-0) 355,000 QTY 2222 2071 FHLMC GOLD G12277 6% 08/01/21 (3128M1-M2-2) 790,000 QTY 4387 4104 FHLMC GOLD G12381 5% 09/01/21 (3128M1-RA-9) 610,000 QTY 3578 3440 FHLMC GOLD G12710 5.5% 07/01/22 (3128MB-GT-8) 800,000 QTY 9739 9312 FHLMC POOL POOL ZK3791 3.0% 12/01/2026 (3131X7-F8-6) 200,000 QTY 43982 44315 FHLMC R003 CL ZA 5.5% 10/15/2035 (31396C-3Y-4) 200,000 QTY 80176 82027 FIFTH THIRD BANCORP 2.875% 07/27/2020 (316773-CT-5) 15,000 QTY 15054 15062 FNMA 2003-33 CL PG 5.5% 05/25/2033 (31393B-GN-9) 498,000 QTY 96716 97971 FNMA 2005-68 CL GC 5.0% 07/25/2035 (31394E-2Q-0) 115,000 QTY 38112 37032 FNMA 2005-70 CL KP 5.0% 06/25/2035 (31394E-X6-0) 119,000 QTY 137743 135337 FNMA 2008-60 CL A 5.0% 07/25/2038 (31397L-K4-0) 1,300,000 QTY 79295 83176 FNMA 2010-19 CL PB 3.0% 12/25/2039 (31398M-XL-5) 1,010,000 QTY 9165 9058 FNMA 2010-98 CL BH 5.5% 09/25/2040 (31398N-DR-2) 1,500,000 QTY 26487 27256 FNMA 831304 5.5% 01/01/21 (31407H-RZ-1) 365,000 QTY 2727 2518 FNMA 845159 4.5% 01/01/21 (31407Y-5U-9) 412,408 QTY 1396 1363 FNMA 889717 5.5% 12/01/21 (31410K-PA-6) 490,000 QTY 3891 3647 FNMA 890231 5% 07/01/25 (31410L-A8-5) 255,000 QTY 20879 19950 FNMA 945910 5.5% 08/01/37 (31413H-KX-5) 1,000,000 QTY 5743 5532 FNMA 962034 5% 03/01/23 (31414C-HK-7) 625,000 QTY 16481 15762 FNMA 995264 6.5% 12/01/23 (31416B-TV-0) 250,000 QTY 8749 8152 FNMA AE0019 5% 07/01/20 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20246 GOLDMAN SACHS GROUP INC SR NTS 3.5% 01/23/2025 (38148L-AC-0) 5,000 QTY 4998 5242 GOLDMAN SACHS GROUP INC SR NTS VAR RT 07/24/2023 (38141G-WM-2) 10,000 QTY 9745 10177 HALLIBURTON CO SR NTS 3.25% 11/15/2021 (406216-AZ-4) 15,000 QTY 15175 15300 HOME DEPOT INC 2.125% 09/15/2026 (437076-BN-1) 35,000 QTY 32497 34944 HOME DEPOT INC SR NTS 3.9% 12/06/2028 (437076-BW-1) 15,000 QTY 14897 16824 HSBC HOLDINGS PLC SR NTS 4.0% 03/30/2022 (404280-AN-9) 15,000 QTY 15379 15626 HSBC HOLDINGS PLC SR NTS 4.0% 03/30/2022 (404280-AN-9) 27,000 QTY 27514 28127 HSBC HOLDINGS PLC SR NTS 4.875% 01/14/2022 (404280-AL-3) 45,000 QTY 49099 47496 HSBC HOLDINGS PLC SR NTS 4.875% 01/14/2022 (404280-AL-3) 5,000 QTY 5203 5277 HSBC HOLDINGS PLC SR NTS 5.1% 04/05/2021 (404280-AK-5) 15,000 QTY 15264 15553 IN MI PWR SR NTS 3.85% 05/15/2028 (454889-AS-5) 30,000 QTY 29906 32738 INTEL CORP SR NTS 2.45% 11/15/2029 (458140-BH-2) 15,000 QTY 14980 14936 INTEL CORP SR NTS 3.7% 07/29/2025 (458140-AS-9) 2,000 QTY 1997 2161 INTERCONTINENTALEXCHANGE 2.750% 12/01/2020 (45866F-AC-8) 15,000 QTY 14991 15101 INVESCO FIN PLC 4.0% 01/30/2024 (46132F-AB-6) 15,000 QTY 14949 15933 INVESCO FIN PLC 4.0% 01/30/2024 (46132F-AB-6) 15,000 QTY 15646 15933 JOHN DEERE CAP CORP SR NTS MTN 2.7% 01/06/2023 (24422E-UA-5) 15,000 QTY 14507 15331 JOHN DEERE CAP CORP SR NTS MTN 2.75% 03/15/2022 (24422E-RM-3) 27,000 QTY 27064 27512 KEYCORP SR NTS MTN 5.1% 03/24/2021 (49326E-ED-1) 15,000 QTY 15464 15565 LINCOLN NATL CORP SR NTS 4.0% 09/01/2023 (534187-BD-0) 15,000 QTY 15243 15961 LINCOLN NATL CORP SR NTS 4.0% 09/01/2023 (534187-BD-0) 5,000 QTY 5103 5320 LINCOLN NATL CORP SR NTS 6.25% 02/15/2020 (534187-AY-5) 10,000 QTY 11772 10046 LLOYDS BK PLC 6.375% 01/21/2021 (539473-AH-1) 30,000 QTY 31254 31341 MANULIFE FINANCIAL CORP 4.150% 03/04/2026 (56501R-AC-0) 6,000 QTY 6093 6599 MANULIFE FINL CORP SR NTS 4.9% 09/17/2020 (56501R-AB-2) 10,000 QTY 10128 10199 MANULIFE FINL CORP SR NTS 4.9% 09/17/2020 (56501R-AB-2) 15,000 QTY 15193 15298 MARSH & MCLENNAN COS INC SR 3.3% 03/14/2023 (571748-BA-9) 15,000 QTY 15016 15510 MEAD JOHNSON NUTRITION C 4.125% 11/15/2025 (582839-AH-9) 20,000 QTY 21587 21840 MEAD JOHNSON NUTRITION C 4.125% 11/15/2025 (582839-AH-9) 30,000 QTY 30865 32759 MEDTRONIC INC 3.5% 03/15/2025 (585055-BS-4) 15,000 QTY 15168 16064 MERCK & CO INC 2.350% 02/10/2022 (58933Y-AQ-8) 15,000 QTY 14496 15152 METLIFE INC 4.368% 09/15/2023 (59156R-BB-3) 30,000 QTY 31765 32510 MITSUBISHI UFJ FIN GRP 2.998% 02/22/2022 (606822-AL-8) 20,000 QTY 20187 20375 MITSUBISHI UFJ FIN GRP 2.998% 02/22/2022 (606822-AL-8) 30,000 QTY 30207 30562 MORGAN STANLEY 2.800% 06/16/2020 (61761J-B3-2) 30,000 QTY 30001 30111 MORGAN STANLEY SR MTN 3.875% 01/27/2026 (61746B-DZ-6) 45,000 QTY 45493 48293 MORGAN STANLEY SR NTS MTN 3.7% 10/23/2024 (61761J-VL-0) 60,000 QTY 59364 63701 MUFG AMERICAS HLDGS CORP SR 3.0% 02/10/2025 (553794-AC-2) 24,000 QTY 24018 24460 NATL RURAL UTIL COOP 3.9% 11/01/2028 (637432-NQ-4) 30,000 QTY 30959 32984 NBCUNIVERSAL MEDIA LLC 4.375% 04/01/2021 (63946B-AE-0) 25,000 QTY 28120 25779 NOMURA HOLDINGS INC 6.7% MAR 04 2020 (65535H-AB-5) 15,000 QTY 15089 15116 NORTHN STATES PWR-MINN 2.6% 05/15/2023 (665772-CK-3) 15,000 QTY 15006 15212 NUCOR CORP SR NTS 4.125% 09/15/2022 (670346-AL-9) 15,000 QTY 15599 15737 NUTRIEN LTD 3.625% 03/15/2024 (67077M-AC-2) 20,000 QTY 19822 20875 NUTRIEN LTD 4.875% 03/30/2020 (67077M-AB-4) 10,000 QTY 10711 10065 OCCIDENTAL PETRLM COR SR NTS 4.1% 02/01/2021 (674599-BY-0) 15,000 QTY 15528 15259 OCCIDENTAL PETROLEUM COR 3.500% 06/15/2025 (674599-CG-8) 10,000 QTY 10069 10324 ONCOR ELEC DELIVERY SR NTS 2.95% 04/01/2025 (68233J-AZ-7) 30,000 QTY 29561 30657 ONEBEACON US HOLDINGS IN 4.6% 11/09/2022 (68245J-AB-6) 10,000 QTY 10105 10542 ORACLE CORP SR NTS 2.4% 09/15/2023 (68389X-BL-8) 45,000 QTY 45031 45722 ORACLE CORPSR NTS 2.5% 10/15/2022 (68389X-AP-0) 20,000 QTY 19932 20361 ORIX CORP 2.900% 07/18/2022 (686330-AH-4) 15,000 QTY 15079 15284 ORIX CORP SR NTS 3.7% 07/18/2027 (686330-AJ-0) 30,000 QTY 29870 31818 PFIZER INC SR NTS 3.45% 03/15/2029 (717081-ET-6) 15,000 QTY 14965 16143 PHILIP MORRIS INTL INC SR NTS 2.125% 05/10/2023 (718172-BU-2) 20,000 QTY 19780 20048 PHILIP MORRIS INTL INC SR NTS 2.5% 11/02/2022 (718172-CD-9) 10,000 QTY 9644 10143 PNC FINL SERVICE SR NTS 5.125% 02/08/2020 (693476-BJ-1) 15,000 QTY 15040 15042 PNC FINL SERVICES SR NTS STEP CPN 11/09/2022 (693475-AL-9) 5,000 QTY 4954 5117 POTOMAC ELECTRIC POWER 3.600% 03/15/2024 (737679-DG-2) 15,000 QTY 15435 15795 PRECISION CASTPARTS CORP SR 3.25% 06/15/2025 (740189-AM-7) 15,000 QTY 15015 15823 PRIN FINL GRP 3.125% 05/15/2023 (74251V-AH-5) 13,000 QTY 12982 13337 PROGRESSIVE CORP 2.450% 01/15/2027 (743315-AR-4) 6,000 QTY 5998 6018 PROLOGIS LP4.25% 08/15/2023 (74340X-AW-1) 15,000 QTY 15765 16055 PRUDENTIAL FINL INC SR MTN 3.878% 03/27/2028 (74432Q-CC-7) 15,000 QTY 15000 16430 PRUDENTIAL FINL INC SR NTS MTN 5.375% 06/21/2020 (74432Q-BM-6) 25,000 QTY 25319 25392 PUB STORAGE SR NTS 3.385% 05/01/2029 (74460D-AD-1) 10,000 QTY 9981 10610 QUALCOMM INC SR NTS 3.25% 05/20/2027 (747525-AU-7) 19,000 QTY 18950 19976 REALTY INCOME CORP 3.650% 01/15/2028 (756109-AU-8) 15,000 QTY 14975 16159 REALTY INCOME CORP 3.875% 07/15/2024 (756109-AQ-7) 15,000 QTY 14993 15992 RLTY INCOME CORP SR NTS 3.0% 01/15/2027 (756109-AS-3) 15,000 QTY 13970 15476 ROYAL BK OF CANADA SR NTS MTN 2.5% 01/19/2021 (78012K-KU-0) 5,000 QTY 4994 5035 S&P GLOBAL INC 2.5% 12/01/2029 (78409V-AP-9) 15,000 QTY 14975 14987 SAN DIEGO G & E 2.5% 05/15/2026 (797440-BU-7) 14,000 QTY 13955 13915 SANTANDER DRIVE TR 2016-3 CL C 2.46% 03/15/2022 (80284R-AF-6) 40,000 QTY 18229 18372 SANTANDER DRIVE TR 2017-3 CL C 2.76% 12/15/2022 (80284Y-AF-1) 55,000 QTY 54794 55174 SANTANDER UK GROUP HLDGS SR 3.125% 01/08/2021 (80281L-AD-7) 15,000 QTY 15030 15128 SHELL INTERNATIONAL FIN 3.250% 05/11/2025 (822582-BD-3) 40,000 QTY 40140 42297 SIERRA PACIFIC POWER CO 3.375% 08/15/2023 (826418-BJ-3) 30,000 QTY 30935 30902 SIMON PPTY GROUP LP SR NTS 2.45% 09/13/2029 (828807-DF-1) 5,000 QTY 4947 4915 SIMON PPTY GROUP LP SR NTS 2.5% 09/01/2020 (828807-CU-9) 10,000 QTY 9878 10024 SIMON PPTY GROUP LP SR NTS 3.75% 02/01/2024 (828807-CR-6) 25,000 QTY 25690 26601 SIMON PROPERTY GROUP LP 3.375% 10/01/2024 (828807-CS-4) 20,000 QTY 19804 21047 SOUTHN COSR NTS 2.35% 07/01/2021 (842587-CS-4) 15,000 QTY 14744 15071 SOUTHWESTERN ELEC POWER 3.550% 02/15/2022 (845437-BM-3) 15,000 QTY 15218 15349 ST STR CORP 3.1% 05/15/2023 (857477-AL-7) 10,000 QTY 9984 10312 ST STR CORP SR NTS 3.55% 08/18/2025 (857477-AT-0) 10,000 QTY 10273 10745 ST STR CORP SR NTS 3.55% 08/18/2025 (857477-AT-0) 15,000 QTY 15771 16117 ST STR CORP SR NTS VAR RT 05/15/2023 (857477-AZ-6) 20,000 QTY 19393 20270 SUMITOMO MITSUI FINL GRP 2.058% 07/14/2021 (86562M-AE-0) 30,000 QTY 29642 30036 SUMITOMO MITSUI FINL GRP SR 3.102% 01/17/2023 (86562M-AX-8) 50,000 QTY 49171 51255 SUMITOMO MITSUI FINL GRP SR NTS 2.784% 07/12/2022 (86562M-AQ-3) 15,000 QTY 15020 15252 TORONTO-DOMINION BK SR NTS MTN 2.125% 04/07/2021 (89114Q-BG-2) 11,000 QTY 10981 11064 TORONTO-DOMINION BK SR NTS MTN 2.125% 04/07/2021 (89114Q-BG-2) 14,000 QTY 13976 14081 TORONTO-DOMINION BK SR NTS MTN 3.15% 09/17/2020 (89114Q-C7-1) 65,000 QTY 64986 65570 TOTAL CAP INTL SA 3.455% 02/19/2029 (89153V-AQ-2) 15,000 QTY 15000 16241 TOTAL CAP INTL SA 3.75% 04/10/2024 (89153V-AL-3) 15,000 QTY 15583 16053 TOTAL CAP SA 4.125% 01/28/2021 (89152U-AF-9) 15,000 QTY 15295 15365 TRUIST BK SR NTS MTN 3.2% 04/01/2024 (86787E-BC-0) 30,000 QTY 30169 31190 TRUIST FIN CORP SR NTS 2.7% 01/27/2022 (867914-BM-4) 15,000 QTY 14988 15200 TRUIST FIN CORP SR NTS MTN 2.625% 06/29/2020 (05531F-AU-7) 15,000 QTY 15023 15040 TWDC ENTERPRISES 18 CORP MTN 2.55% 02/15/2022 (25468P-CT-1) 15,000 QTY 14793 15234 TWDC ENTERPRISES 18 CORP MTN 2.55% 02/15/2022 (25468P-CT-1) 25,000 QTY 24525 25390 UNITEDHEALTH GROUP INC SR 2.95% 10/15/2027 (91324P-DE-9) 12,000 QTY 11900 12467 UNITEDHEALTH GROUP INC SR NTS 3.375% 11/15/2021 (91324P-BT-8) 25,000 QTY 25501 25601 US BANCORP MTN 3.0% 07/30/2029 (91159H-HW-3) 15,000 QTY 14999 15482 US TREAS 1.625% 04/30/23 (912828-R2-8) 290,000 QTY 278158 289780 US TREAS 1.75% 02/28/22 (912828-J4-3) 290,000 QTY 281796 290983 US TREAS 1.75% 04/30/22 (912828-WZ-9) 215,000 QTY 211829 215720 US TREAS 1.75% 05/15/23 (912828-VB-3) 90,000 QTY 87015 90286 US TREAS 2.125% 02/29/24 (912828-W4-8) 520,000 QTY 513612 529199 US TREAS 2.125% 12/31/21 (912828-G8-7) 230,000 QTY 230890 232344 US TREAS 2.25% 11/15/24 (912828-G3-8) 305,000 QTY 310118 312695 US TREAS 2.625% 08/15/20 (912828-NT-3) 350,000 QTY 349852 352100 US TREAS 2.625% 11/15/20 (912828-PC-8) 250,000 QTY 252280 252083 US TREAS 3.625% 02/15/21 (912828-PX-2) 320,000 QTY 327369 326963 VA ELEC & PWR CO SR NTS 3.45% 02/15/2024 (927804-FQ-2) 14,000 QTY 14106 14662 VERIZON COMMUNICATIONS SR NTS 2.625% 08/15/2026 (92343V-DD-3) 4,000 QTY 3990 4058 WALMART INC SR NTS 3.25% 07/08/2029 (931142-EN-9) 10,000 QTY 9988 10718 WELLPOINT INC 3.3% JAN 15 2023 (94973V-BA-4) 15,000 QTY 15135 15512 WELLS FARGO & CO MTN 3.45% 02/13/2023 (94974B-FJ-4) 30,000 QTY 29991 31061 WELLS FARGO & CO SR MTN VAR RT 10/30/2025 (95000U-2H-5) 25,000 QTY 25000 25000 WELLS FARGO & CO SR NTS MTN 3.75% 01/24/2024 (95000U-2C-6) 35,000 QTY 36570 36967 WELLS FARGO & CO SR NTS MTN VAR RT 10/30/2025 (95000U-2H-5) 10,000 QTY 10000 10000 WELLS FARGO & COMPANY 3.069% 01/24/2023 (949746-SK-8) 35,000 QTY 35248 35719 WELLS FARGO & COMPANY 4.100% 06/03/2026 (94974B-FY-1) 30,000 QTY 30238 32325 WESTPAC BANKING CORP 2.100% 05/13/2021 (961214-CV-3) 15,000 QTY 14928 15041 WESTPAC BNKG CORP SR NTS 2.35% 02/19/2025 (961214-EH-2) 15,000 QTY 15072 15022 WESTPAC BNKG CORP SR NTS 2.35% 02/19/2025 (961214-EH-2) 20,000 QTY 20097 20029 WESTPAC BNKG CORP SR NTS 2.85% 05/13/2026 (961214-CX-9) 30,000 QTY 27846 30703 WORLD FINL NETWORK TR 2016-A CL A 2.03% 04/15/2025 (981464-FJ-4) 100,000 QTY 99875 99884 WORLD FINL NETWORK TR 2017-A CL A 2.12% 03/15/2024 (981464-FZ-8) 55,000 QTY 54527 54990 BIOGEN INC (BIIB) 1,200.000 SHARES 458448 356076 INVITATION HOMES INC 424182 646423 AESSF III PRIVATE INVESTORS OFFSHORE, L.P. AT COST 443016 532324 AIF (APOLLO) VIII PRIVATE INVESTORS OFFSHORE, L.P. AT COST 570086 886230 APOLLO VII PRIVATE INVESTORS ONSHORE (TAX EXEMPT) LLC AT COST 0 67382 BCP VI PRIVATE INVESTORS OFFSHORE,LP AT COST 41907 379331 BLACKSTONE GSO PRIVATE INVESTORS, L.P. (OFFSHORE) AT COST 0 45477 BSREP II (BROOKFIELD) PRIVATE INVESTORS OFFSHORE, L.P. AT COST 534942 708559 CADUCEUS ASIA CPI PRIVATE INVESTORS OFFSHORE, LP AT COST 179670 397427 CCMP III PRIVATE INVESTORS OFFSHORE, L.P. AT COST 304976 444679 CERBERUS VI PRIVATE INVESTORS OFFSHORE, L.P. AT COST 652301 708535 COATUE EARLY STAGE FUND PRIVATE INVESTORS (CAYMAN), L.P. AT COST 286692 290803 DODGE & COX INCOME (DODIX) 69,045.320 SHARES AT COST 966405 968706 EDGEWOOD GROWTH FD-INS (EGFIX) 51,939.398 SHARES AT COST 1163961 2000706 FIDELITY 500 INDEX FD-AI (FXAIX) 37,001.572 SHARES AT COST 3476483 4144916 FIDELITY INTL INDX-INST PRM (FSPSX) 51,713.149 SHARES AT COST 2049612 2221597 GIF V PRIVATE INVESTORS OFFSHORE LP AT COST 0 165837 GOLDENTREE OFFSHORE FUND, LTD AT COST 52483 137937 GSO PRIVATE INVESTORS OFFSHORE III SICAV-RAIF S.C.S AT COST 100437 109218 HIGHBRIDGE MEZZANINE PARTNERS, L.P AT COST 0 104598 HPS - CORE SENIOR LENDING OFFSHORE FUND (PB), L.P. AT COST 588917 631467 HPS MEZZANINE PRIVATE INVESTORS OFFSHORE 2019, L.P. AT COST 4610 4610 HPS MEZZANINE PRIVATE INVESTORS OFFSHORE II L.P. AT COST 0 165637 ISHARES 20+ YEAR TREASURY BO (TLT) 6,954.000 SHARES AT COST 982120 942128 ISHARES 7-10 YEAR TREASURY B (IEF) 8,994.000 SHARES AT COST 940916 991318 ISHARES TIPS BOND ETF (TIP) 4,541.000 SHARES AT COST 509194 529344 JPM BTABLDRS DEV ASIA X-JPN (BBAX) 20,115.000 SHARES AT COST 514912 521180 JPM EQ INC FD - USD - R6 (OIEJX) 53,276.748 SHARES AT COST 711326 1035700 JPM U.S. REAL ESTATE INCOME AND GROWTH DOMESTIC LP AT COST 1244782 993194 JPM US I&G DOMESTIC REIT INC AT COST 1000 1000 JPMORGAN BETABUILDERS CANADA (BBCA) 39,594.000 SHARES AT COST 975774 1029840 JPMORGAN BETABUILDERS EUROPE ETF (BBEU) 63,491.000 SHARES AT COST 1564336 1624735 JPMORGAN BETABUILDERS JAPAN ETF (BBJP) 57,008.000 SHARES AT COST 1296219 1398976 KKR ASIAN FUND II PRIVATE INVESTORS OFFSHORE, LP AT COST 247213 530616 KKR ASIAN FUND PRIVATE INVESTORS OFFSHORE L.P. AT COST 0 8856 LC ASIA 3 PRIVATE INVESTORS OFFSHORE L.P. AT COST 373980 390511 LIGHT STREET XENON, LTD. SERIES A2 AT COST 950000 764079 LION CAPITAL II PRIVATE INVESTORS OFFSHORE, L.P. AT COST 228564 18761 LOCUST WOOD CAPITAL OFFSHORE, LTD AT COST 50000 56980 PEG DIGITAL GROWTH FUND OFFSHORE LP AT COST 0 36116 PEG DIGITAL GROWTH FUND OFFSHORE SPECIAL II LP AT COST 882401 777779 PROVIDENCE VII PRIVATE INVESTORS, LP (OFFSHORE) AT COST 42303 444494 PROVIDENCE VIII PRIVATE INVESTORS OFFSHORE, L.P. AT COST 134126 131305 PSAM WORLD ARB FUND LIMITED AT COST 573167 1214022 RIVERSTONE GLOBAL ENERGY AND POWER OFFSHORE IV, LP AT COST 42663 124188 RIVERSTONE GLOBAL ENERGY AND POWER PRIVATE INVESTORS V, LP (OFFSHORE) AT COST 626013 460915 SCULPTOR OF II PRIVATE INVESTORS OFFSHORE LTD. AT COST 340896 601444 SIX CIRCLES INTERNATIONAL UNCONSTRAINED EQUITY (CIUEX) 204,060.188 SHARES AT COST 1877209 1956937 SIX CIRCLES U.S. UNCONSTRAINED EQUITY FUND (CUSUX) 346,975.063 SHARES AT COST 3408406 3858363 SIX CIRCLES ULTRA SHORT DURATION FUND (CUSDX) 97,402.600 SHARES AT COST 975000 973052 SLA PRIVATE INVESTORS OFFSHORE, L.P. AT COST 705525 733885 SPDR S&P 500 ETF TRUST (SPY) 25,055.000 SHARES AT COST 5053465 8064202 STARWOOD SOF XI PRIVATE INVESTORS OFFSHORE 2, L.P. AT COST 120897 138729 THE WINTON FUND LIMITED TRANCHE B AT COST 925000 1003104 VANGUARD TOTAL INTL BND-ADM (VTABX) 102,603.240 SHARES AT COST 2313891 2320885 VINTAGE EUROPEAN OPPORTUNITY FUND OFFSHORE, LP AT COST 279723 392821 YORK CREDIT OPPORTUNITIES UNIT TRUST CLASS B AT COST 277782 467300 GENERAL AND ADMINISTRATIVE LEGAL COUNSEL 48266 0 48266 DUES AND SUBSCRIPTIONS 220 0 220 FILING FEES 3000 0 3000 OTHER PROGRAM EXPENSES 14907 0 14907 OTHER INVESTMENT AND BANK FEES 210 210 0 OTHER EXPENSES THRU SCHEDULE K-1'S 0 22347 0 OTHER INCOME THRU SCHEDULE K-1'S 327 MISCELLANEOUS INCOME 2499 2499 ADMINISTRATIVE SERVICES 37000 0 37000 INVESTMENT MANAGEMENT AND ADVISORY 129810 129810 0 FEDERAL EXCISE TAX 159526 0 0