2017-09-25T11:09:38-05:00 2016-12-31 134008324 PRICEWATERHOUSECOOPERS LLP 600 GRANT STREET PITTSBURGH PA 15219 990PF 2016-01-01 616222167 MATTIE HELEN ELLIOTT SCHOLARSHIP TRUST ELLI 2516901024 C/O REGIONS BANK TRUST DEPT PO BOX MOBILE AL 366522886 REGIONS BANK TRUSTEE TRUST OFFICER 2516901024 2017-09-22 true SHAWN P HANLON P00965923 4123556000 2017-09-22 X 155.201.188.17 P 600D6819946A32080594CF82873D53FCDBF42CDD 05EBF561357E641078838B463B9FCAF0B13FDBDB 2016 2021-01-29 14:40:06Z X 699205 X 19320 18992 45024 619736 45024 0 511 64855 64016 10123 8098 2025 0 0 0 0 0 0 900 0 0 900 0 0 26 26 0 0 0 0 0 0 0 11049 8124 0 2925 33947 33947 44996 8124 0 36872 19859 55892 0 0 3800 5177 5177 0 0 0 173866 92010 92351 182986 385953 404931 297022 194070 196745 0 1 1 1 657675 677211 699205 0 X 657675 677211 657675 677211 657675 677211 657675 19859 0 677534 323 677211 10000. UNITED STATES TREASURY DTD 05/15/2013 1. 2014-09-19 2016-01-12 9880 9435 445 445 40.76 FEDERAL HOME LOAN MTG CORP POOL #G01840 DTD 06/01/2005 5% 07/01/ 2011-08-11 2016-01-15 41 44 -3 -3 26.05 FEDERAL HOME LOAN MORTGAGE CORP POOL #G04774 DTD 10/01/2008 4.5% 2012-07-09 2016-01-15 26 28 -2 -2 50.46 FEDERAL HOME LOAN MORTGAGE CORP POOL #G14056 DTD 02/01/2011 4% 0 2011-08-11 2016-01-15 50 53 -3 -3 24.07 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08344 DTD 05/01/2009 4.5% 2012-04-06 2016-01-15 24 26 -2 -2 38.61 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08463 DTD 10/01/2011 4% 1 2012-05-07 2016-01-15 39 41 -2 -2 118.35 FEDERAL HOME LOAN MORTGAGE CORP POOL #G18536 DTD 01/01/2015 2.5 2015-02-06 2016-01-15 118 122 -4 -4 23.48 FEDERAL HOME LOAN MORTGAGE CORP POOL #J12243 DTD 05/01/2010 4% 0 2014-01-08 2016-01-15 23 25 -2 -2 68.43 FEDERAL HOME LOAN MORTGAGE CORP POOL #J16353 DTD 08/01/2011 3.5% 2011-08-11 2016-01-15 68 72 -4 -4 5000. ANHEUSER-BUSCH INBEV WOR DTD 01/27/2011 2014-01-09 2016-01-21 5005 5000 5 5 37.68 FEDERAL NATIONAL MORTGAGE ASSN POOL #190370 DTD 05/01/2006 6% 06 2011-05-06 2016-01-25 38 42 -4 -4 52.06 FEDERAL NATIONAL MORTGAGE ASSN POOL #AH6827 DTD 03/01/2011 4% 03 2011-08-09 2016-01-25 52 55 -3 -3 49.1 FEDERAL NATIONAL MORTGAGE ASSN POOL #AJ9355 DTD 01/01/2012 3% 01/ 2013-08-07 2016-01-25 49 51 -2 -2 34.9 FEDERAL NATIONAL MORTGAGE ASSN POOL #AL0393 DTD 06/01/2011 4.5% 0 2011-11-04 2016-01-25 35 37 -2 -2 22.38 FEDERAL NATIONAL MORTGAGE ASSN POOL #A04144 DTD 06/01/2012 4% 06 2013-07-11 2016-01-25 22 23 -1 -1 52.82 FEDERAL NATIONAL MORTGAGE ASSN POOL #AQ0546 DTD 11/01/2012 3.5% 2013-07-08 2016-01-25 53 53 53.64 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2062 DTD 04/01/2013 2.5% 2014-03-07 2016-01-25 54 54 66.91 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2720 DTD 05/01/2013 3% 05 2015-02-06 2016-01-25 67 69 -2 -2 37. FEDERAL NATIONAL MORTGAGE ASSN POOL #AU3735 DTD 08/01/2013 3% 08/0 2014-11-07 2016-01-25 37 37 53.18 FEDERAL NATIONAL MORTGAGE ASSN POOL #735580 DTD 05/01/05 5% 06/0 2011-08-09 2016-01-25 53 57 -4 -4 46.76 FEDERAL NATIONAL MORTGAGE ASSN POOL #888 2009-04-06 2016-01-25 47 49 -2 -2 27.19 FEDERAL NATIONAL MORTGAGE ASSN POOL #889291 DTD 03/01/2008 5% 04 2011-05-10 2016-01-25 27 29 -2 -2 282.23 FEDERAL NATIONAL MORTGAGE ASSN POOL # 889414 6% 11/01/20 2009-04-06 2016-01-25 282 296 -14 -14 18.53 FEDERAL NATIONAL MORTGAGE ASSN POOL #985615 DTD 06/01/2008 5.5% 2012-03-06 2016-01-25 19 20 -1 -1 29.91 FEDERAL NATIONAL MORTGAGE ASSN POOL #AA7236 DTD 05/01/2009 4% 06 2012-02-07 2016-01-25 30 32 -2 -2 24.93 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0207 DTD 07/01/2010 4.5% 2012-06-07 2016-01-25 25 27 -2 -2 37.94 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0981 DTD 02/01/2011 3.5% 2013-03-06 2016-01-25 38 40 -2 -2 43.41 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE3066 DTD 09/01/2010 3.5% 2011-08-09 2016-01-25 43 45 -2 -2 31. AMERICAN EXPRESS CO 2012-12-26 2016-02-02 1672 1774 -102 -102 34. AMERICAN INTL GROUP INC 2014-06-02 2016-02-02 1887 1846 41 41 11. FEDEX CORP 2014-11-25 2016-02-02 1447 1927 -480 -480 25. MCKESSON HBOC INC 2013-04-18 2016-02-02 3974 2655 1319 1319 22. MEAD JOHNSON NUTRITION COMPANY 2014-10-22 2016-02-02 1562 2204 -642 -642 30. PHILLIPS 66 2013-09-20 2016-02-02 2350 1662 688 688 180. REGAL ENTMT GROUP CL A 2015-04-20 2016-02-02 2982 4034 -1052 -1052 16. SCHLUMBERGER LTD COM 2014-09-12 2016-02-02 1106 1649 -543 -543 14. UNION PAC CORP 2014-10-22 2016-02-02 1025 1508 -483 -483 49. INVESCO LTD 2013-10-17 2016-02-02 1385 1618 -233 -233 5000. CISCO SYSTEMS INC CALLABLE 5.5% 02/22/20 2014-01-08 2016-02-04 5009 5000 9 9 1000. UNITED STATES TREASURY DTD 02/17/2015 2% 2015-09-04 2016-02-04 1014 989 25 25 1000. UNITED STATES TREASURY N/B DTD 07/31/201 2014-05-08 2016-02-04 1024 1021 3 3 2000. UNITED STATES TREASURY DTD 05/15/2013 1. 2014-01-15 2016-02-04 2016 1861 155 155 5000. KRAFT FOOD INC DTD 02/08/2010 4.125% 02/ 2014-01-08 2016-02-09 5000 4990 10 10 5000. DUKE ENERGY CORPORATION DTD 11/17/2011 2 2011-11-14 2016-02-10 5030 5001 29 29 28000. FEDERAL NATIONAL MORTGAGE ASSN 5% 03/1 2014-05-06 2016-02-10 28123 28000 123 123 10000. INTERNATIONAL BUSINESS MACHINES DTD 07/22/2011 1.95% 07/22/201 2014-01-08 2016-02-10 10053 10037 16 16 36.01 FEDERAL HOME LOAN MTG CORP POOL #G01840 DTD 06/01/2005 5% 07/01/ 2011-08-11 2016-02-16 36 39 -3 -3 23.15 FEDERAL HOME LOAN MORTGAGE CORP POOL #G04774 DTD 10/01/2008 4.5% 2012-07-09 2016-02-16 23 25 -2 -2 41.35 FEDERAL HOME LOAN MORTGAGE CORP POOL #G14056 DTD 02/01/2011 4% 0 2011-08-11 2016-02-16 41 44 -3 -3 24.55 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08344 DTD 05/01/2009 4.5% 2012-04-06 2016-02-16 25 26 -1 -1 17.03 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08463 DTD 10/01/2011 4% 1 2012-05-07 2016-02-16 17 18 -1 -1 34.07 FEDERAL HOME LOAN MORTGAGE CORP POOL# G08681 DTD 12/01/2015 3.5% 2016-01-12 2016-02-16 34 35 -1 -1 110.71 FEDERAL HOME LOAN MORTGAGE CORP POOL #G18536 DTD 01/01/2015 2.5 2015-02-06 2016-02-16 111 114 -3 -3 23.76 FEDERAL HOME LOAN MORTGAGE CORP POOL #J12243 DTD 05/01/2010 4% 0 2014-01-08 2016-02-16 24 25 -1 -1 21.72 FEDERAL HOME LOAN MORTGAGE CORP POOL #J16353 DTD 08/01/2011 3.5% 2011-08-11 2016-02-16 22 23 -1 -1 5000. UNITED STATES TREASURY DTD 05/15/2013 1. 2014-01-15 2016-02-17 5050 4653 397 397 5000. UNITED STATES TREASURY N/B DTD 07/31/201 2015-02-05 2016-02-23 5118 5120 -2 -2 42.46 FEDERAL NATIONAL MORTGAGE ASSN POOL #190370 DTD 05/01/2006 6% 06 2011-05-06 2016-02-25 42 47 -5 -5 38.51 FEDERAL NATIONAL MORTGAGE ASSN POOL #AH6827 DTD 03/01/2011 4% 03 2011-08-09 2016-02-25 39 40 -1 -1 49.49 FEDERAL NATIONAL MORTGAGE ASSN POOL #AJ9355 DTD 01/01/2012 3% 01 2013-08-07 2016-02-25 49 51 -2 -2 37.35 FEDERAL NATIONAL MORTGAGE ASSN POOL #AL0393 DTD 06/01/2011 4.5% 2011-11-04 2016-02-25 37 40 -3 -3 44.19 FEDERAL NATIONAL MORTGAGE ASSN POOL #A04144 DTD 06/01/2012 4% 06 2013-07-11 2016-02-25 44 46 -2 -2 31.56 FEDERAL NATIONAL MORTGAGE ASSN POOL #AQ0546 DTD 11/01/2012 3.5% 2013-07-08 2016-02-25 32 31 1 1 37.49 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2062 DTD 04/01/2013 2.5% 2014-03-07 2016-02-25 37 38 -1 -1 69.88 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2720 DTD 05/01/2013 3% 05 2015-02-06 2016-02-25 70 72 -2 -2 24.54 FEDERAL NATIONAL MORTGAGE ASSN POOL #AU3735 DTD 08/01/2013 3% 08 2014-11-07 2016-02-25 25 25 32.27 FEDERAL NATIONAL MORTGAGE ASSN POOL #735580 DTD 05/01/05 5% 06/0 2011-08-09 2016-02-25 32 35 -3 -3 44.43 FEDERAL NATIONAL MORTGAGE ASSN POOL #888 2009-04-06 2016-02-25 44 46 -2 -2 25.5 FEDERAL NATIONAL MORTGAGE ASSN POOL #889291 DTD 03/01/2008 5% 04/ 2011-05-10 2016-02-25 26 27 -1 -1 194. FEDERAL NATIONAL MORTGAGE ASSN POOL # 889414 6% 11/01/2037 2009-04-06 2016-02-25 194 204 -10 -10 16.04 FEDERAL NATIONAL MORTGAGE ASSN POOL #985615 DTD 06/01/2008 5.5% 2012-03-06 2016-02-25 16 17 -1 -1 32.41 FEDERAL NATIONAL MORTGAGE ASSN POOL #AA7236 DTD 05/01/2009 4% 06 2012-02-07 2016-02-25 32 34 -2 -2 24.59 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0207 DTD 07/01/2010 4.5% 2012-06-07 2016-02-25 25 26 -1 -1 26.09 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0981 DTD 02/01/2011 3.5% 2013-03-06 2016-02-25 26 28 -2 -2 44.78 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE3066 DTD 09/01/2010 3.5% 2011-08-09 2016-02-25 45 46 -1 -1 1000. FORD MOTOR CREDIT DTD 06/06/2014 1.724% 2014-06-11 2016-03-04 986 1001 -15 -15 1000. GENERAL ELECTRIC CAPITAL CORP DTD 02/11/ 2014-05-06 2016-03-04 1143 1103 40 40 1000. GOLDMAN SACHS GROUP INC DTD 2/5/09 7.5% 2014-05-06 2016-03-04 1137 1138 -1 -1 1000. UNITED STATES TREASURY N/B DTD 11/15/201 2012-09-12 2016-03-04 1056 1058 -2 -2 1000. ROYAL BANK OF CANADA DTD 09/19/2012 1.2% 2012-09-17 2016-03-07 996 1000 -4 -4 43.45 FEDERAL HOME LOAN MTG CORP POOL #G01840 DTD 06/01/2005 5% 07/01/ 2011-08-11 2016-03-15 43 47 -4 -4 25.9 FEDERAL HOME LOAN MORTGAGE CORP POOL #G04774 DTD 10/01/2008 4.5% 2012-07-09 2016-03-15 26 28 -2 -2 46.77 FEDERAL HOME LOAN MORTGAGE CORP POOL #G14056 DTD 02/01/2011 4% 0 2011-08-11 2016-03-15 47 49 -2 -2 18.87 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08344 DTD 05/01/2009 4.5% 2012-04-06 2016-03-15 19 20 -1 -1 16.22 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08463 DTD 10/01/2011 4% 1 2012-05-07 2016-03-15 16 17 -1 -1 36.1 FEDERAL HOME LOAN MORTGAGE CORP POOL# G08681 DTD 12/01/2015 3.5% 2016-01-12 2016-03-15 36 37 -1 -1 92.59 FEDERAL HOME LOAN MORTGAGE CORP POOL #G18536 DTD 01/01/2015 2.5% 2015-02-06 2016-03-15 93 96 -3 -3 27.39 FEDERAL HOME LOAN MORTGAGE CORP POOL #J12243 DTD 05/01/2010 4% 0 2014-01-08 2016-03-15 27 29 -2 -2 83.02 FEDERAL HOME LOAN MORTGAGE CORP POOL #J16353 DTD 08/01/2011 3.5% 2011-08-11 2016-03-15 83 87 -4 -4 26.64 FEDERAL NATIONAL MORTGAGE ASSN POOL #190370 DTD 05/01/2006 6% 06 2011-05-06 2016-03-25 27 29 -2 -2 23.01 FEDERAL NATIONAL MORTGAGE ASSN POOL #357426 DTD 09/01/2003 5% 09 2016-02-05 2016-03-25 23 26 -3 -3 48.57 FEDERAL NATIONAL MORTGAGE ASSN POOL #AH6827 DTD 03/01/2011 4% 03 2011-08-09 2016-03-25 49 51 -2 -2 43.21 FEDERAL NATIONAL MORTGAGE ASSN POOL #AJ9355 DTD 01/01/2012 3% 01 2013-08-07 2016-03-25 43 45 -2 -2 27.33 FEDERAL NATIONAL MORTGAGE ASSN POOL #AL0393 DTD 06/01/2011 4.5% 2011-11-04 2016-03-25 27 29 -2 -2 50.43 FEDERAL NATIONAL MORTGAGE ASSN POOL #A04144 DTD 06/01/2012 4% 06 2013-07-11 2016-03-25 50 52 -2 -2 35.67 FEDERAL NATIONAL MORTGAGE ASSN POOL #AQ0546 DTD 11/01/2012 3.5% 2013-07-08 2016-03-25 36 36 42.22 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2062 DTD 04/01/2013 2.5% 2014-03-07 2016-03-25 42 42 93.24 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2720 DTD 05/01/2013 3% 05 2015-02-06 2016-03-25 93 96 -3 -3 24.31 FEDERAL NATIONAL MORTGAGE ASSN POOL #AU3735 DTD 08/01/2013 3% 08 2014-11-07 2016-03-25 24 24 41.86 FEDERAL NATIONAL MORTGAGE ASSN POOL #735580 DTD 05/01/05 5% 06/0 2011-08-09 2016-03-25 42 45 -3 -3 40.48 FEDERAL NATIONAL MORTGAGE ASSN POOL #888 2009-04-06 2016-03-25 40 42 -2 -2 17.6 FEDERAL NATIONAL MORTGAGE ASSN POOL #889291 DTD 03/01/2008 5% 04/ 2011-05-10 2016-03-25 18 19 -1 -1 242.98 FEDERAL NATIONAL MORTGAGE ASSN POOL # 889414 6% 11/01/20 2009-04-06 2016-03-25 243 255 -12 -12 10.5 FEDERAL NATIONAL MORTGAGE ASSN POOL #985615 DTD 06/01/2008 5.5% 0 2012-03-06 2016-03-25 11 11 8.55 FEDERAL NATIONAL MORTGAGE ASSN POOL #AA7236 DTD 05/01/2009 4% 06/ 2012-02-07 2016-03-25 9 9 20.59 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0207 DTD 07/01/2010 4.5% 2012-06-07 2016-03-25 21 22 -1 -1 32.2 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0981 DTD 02/01/2011 3.5% 0 2013-03-06 2016-03-25 32 34 -2 -2 49.02 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE3066 DTD 09/01/2010 3.5% 2011-08-09 2016-03-25 49 51 -2 -2 5000. TALISMAN ENERGY INC DTD 6/1/09 7.75% 06/ 2014-05-06 2016-03-31 5150 5413 -263 -263 1000. COMCAST CORP DTD 06/18/09 5.7% 07/01/201 2014-05-07 2016-04-06 1133 1111 22 22 1000. MERRILL LYNCH & CO INC SERIES: MTN DTD 04/25/08 6.875% 04/25/201 2014-05-06 2016-04-06 1097 1095 2 2 3000. UNITED STATES TREASURY N/B DTD 07/31/201 2015-02-05 2016-04-06 3065 3066 -1 -1 40.51 FEDERAL HOME LOAN MTG CORP POOL #G01840 DTD 06/01/2005 5% 07/01/ 2011-08-11 2016-04-15 41 44 -3 -3 33.02 FEDERAL HOME LOAN MORTGAGE CORP POOL #G04774 DTD 10/01/2008 4.5% 2012-07-09 2016-04-15 33 36 -3 -3 49.64 FEDERAL HOME LOAN MORTGAGE CORP POOL #G14056 DTD 02/01/2011 4% 0 2011-08-11 2016-04-15 50 53 -3 -3 23.21 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08344 DTD 05/01/2009 4.5% 2012-04-06 2016-04-15 23 25 -2 -2 28.69 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08463 DTD 10/01/2011 4% 1 2012-05-07 2016-04-15 29 30 -1 -1 77.23 FEDERAL HOME LOAN MORTGAGE CORP POOL# G08681 DTD 12/01/2015 3.5% 2016-01-12 2016-04-15 77 80 -3 -3 170. FEDERAL HOME LOAN MORTGAGE CORP POOL #G18536 DTD 01/01/2015 2.5% 2015-02-06 2016-04-15 170 175 -5 -5 21.91 FEDERAL HOME LOAN MORTGAGE CORP POOL #J12243 DTD 05/01/2010 4% 0 2014-01-08 2016-04-15 22 23 -1 -1 95.35 FEDERAL HOME LOAN MORTGAGE CORP POOL #J16353 DTD 08/01/2011 3.5% 2011-08-11 2016-04-15 95 100 -5 -5 34. CITIGROUP INC 2013-07-22 2016-04-21 1581 1792 -211 -211 53. WALT DISNEY CO 2013-07-22 2016-04-21 5488 3154 2334 2334 15. FEDEX CORP 2014-11-25 2016-04-21 2506 2407 99 99 10. HONEYWELL INTERNATIONAL INC COM 2013-05-13 2016-04-21 1158 780 378 378 9. NEXTERA ENERGY, INC. 2013-03-28 2016-04-21 1024 698 326 326 5. 3M CO COM 2009-03-02 2016-04-21 846 217 629 629 28.71 FEDERAL NATIONAL MORTGAGE ASSN POOL #190370 DTD 05/01/2006 6% 06 2011-05-06 2016-04-25 29 32 -3 -3 30.57 FEDERAL NATIONAL MORTGAGE ASSN POOL #357426 DTD 09/01/2003 5% 09 2016-02-05 2016-04-25 31 34 -3 -3 64.03 FEDERAL NATIONAL MORTGAGE ASSN POOL #AH6827 DTD 03/01/2011 4% 03 2011-08-09 2016-04-25 64 67 -3 -3 46.22 FEDERAL NATIONAL MORTGAGE ASSN POOL #AJ9355 DTD 01/01/2012 3% 01 2013-08-07 2016-04-25 46 48 -2 -2 42.79 FEDERAL NATIONAL MORTGAGE ASSN POOL #AL0393 DTD 06/01/2011 4.5% 2011-11-04 2016-04-25 43 46 -3 -3 25.37 FEDERAL NATIONAL MORTGAGE ASSN POOL #A04144 DTD 06/01/2012 4% 06 2013-07-11 2016-04-25 25 26 -1 -1 43.59 FEDERAL NATIONAL MORTGAGE ASSN POOL #AQ0546 DTD 11/01/2012 3.5% 2013-07-08 2016-04-25 44 43 1 1 23.04 FEDERAL NATIONAL MORTGAGE ASSN POOL# AS6191 DTD 10/01/2015 3.5% 2016-03-07 2016-04-25 23 24 -1 -1 41.09 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2062 DTD 04/01/2013 2.5% 2014-03-07 2016-04-25 41 41 104.17 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2720 DTD 05/01/2013 3% 0 2015-02-06 2016-04-25 104 107 -3 -3 38. FEDERAL NATIONAL MORTGAGE ASSN POOL #AU3735 DTD 08/01/2013 3% 08/0 2014-11-07 2016-04-25 38 38 36.67 FEDERAL NATIONAL MORTGAGE ASSN POOL #735580 DTD 05/01/05 5% 06/0 2011-08-09 2016-04-25 37 40 -3 -3 45.3 FEDERAL NATIONAL MORTGAGE ASSN POOL #888 2009-04-06 2016-04-25 45 47 -2 -2 21.31 FEDERAL NATIONAL MORTGAGE ASSN POOL #889291 DTD 03/01/2008 5% 04 2011-05-10 2016-04-25 21 23 -2 -2 131.33 FEDERAL NATIONAL MORTGAGE ASSN POOL # 889414 6% 11/01/20 2009-04-06 2016-04-25 131 138 -7 -7 14.99 FEDERAL NATIONAL MORTGAGE ASSN POOL #985615 DTD 06/01/2008 5.5% 2012-03-06 2016-04-25 15 16 -1 -1 29.69 FEDERAL NATIONAL MORTGAGE ASSN POOL #AA7236 DTD 05/01/2009 4% 06 2012-02-07 2016-04-25 30 31 -1 -1 34.46 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0207 DTD 07/01/2010 4.5% 2012-06-07 2016-04-25 34 37 -3 -3 49.56 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0981 DTD 02/01/2011 3.5% 2013-03-06 2016-04-25 50 52 -2 -2 53.1 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE3066 DTD 09/01/2010 3.5% 0 2011-08-09 2016-04-25 53 55 -2 -2 1000. HESS CORPORATION DTD 2/3/09 8.125% 02/15 2009-09-21 2016-05-05 1116 1066 50 50 5000. UNITED STATES TREASURY N/B DTD 07/31/201 2015-02-05 2016-05-06 5106 5093 13 13 2000. PETROBRAS INTL FIN CO DTD 10/30/09 5.75% 2014-01-08 2016-05-11 1845 2023 -178 -178 3000. PETROBRAS INTL FIN CO DTD 10/30/09 5.75% 2009-10-22 2016-05-11 2738 2997 -259 -259 39.15 FEDERAL HOME LOAN MTG CORP POOL #G01840 DTD 06/01/2005 5% 07/01/ 2011-08-11 2016-05-16 39 43 -4 -4 27.43 FEDERAL HOME LOAN MORTGAGE CORP POOL #G04774 DTD 10/01/2008 4.5% 2012-07-09 2016-05-16 27 30 -3 -3 39.27 FEDERAL HOME LOAN MORTGAGE CORP POOL #G14056 DTD 02/01/2011 4% 0 2011-08-11 2016-05-16 39 42 -3 -3 22.1 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08344 DTD 05/01/2009 4.5% 2012-04-06 2016-05-16 22 23 -1 -1 36. FEDERAL HOME LOAN MORTGAGE CORP POOL #G08463 DTD 10/01/2011 4% 10/ 2012-05-07 2016-05-16 36 38 -2 -2 147.0201 FEDERAL HOME LOAN MORTGAGE CORP POOL# G08681 DTD 12/01/2015 3 2016-04-07 2016-05-16 147 153 -6 -6 144.89 FEDERAL HOME LOAN MORTGAGE CORP POOL #G18536 DTD 01/01/2015 2.5 2015-02-06 2016-05-16 145 149 -4 -4 23.57 FEDERAL HOME LOAN MORTGAGE CORP POOL #J12243 DTD 05/01/2010 4% 0 2014-01-08 2016-05-16 24 25 -1 -1 33.5 FEDERAL HOME LOAN MORTGAGE CORP POOL #J16353 DTD 08/01/2011 3.5% 2011-08-11 2016-05-16 34 35 -1 -1 26.12 FEDERAL NATIONAL MORTGAGE ASSN POOL #190370 DTD 05/01/2006 6% 06 2011-05-06 2016-05-25 26 29 -3 -3 31.32 FEDERAL NATIONAL MORTGAGE ASSN POOL #357426 DTD 09/01/2003 5% 09 2016-02-05 2016-05-25 31 35 -4 -4 47.49 FEDERAL NATIONAL MORTGAGE ASSN POOL #AH6827 DTD 03/01/2011 4% 03 2011-08-09 2016-05-25 47 50 -3 -3 69.16 FEDERAL NATIONAL MORTGAGE ASSN POOL #AJ9355 DTD 01/01/2012 3% 01 2013-08-07 2016-05-25 69 71 -2 -2 33.06 FEDERAL NATIONAL MORTGAGE ASSN POOL #AL0393 DTD 06/01/2011 4.5% 2011-11-04 2016-05-25 33 35 -2 -2 33.33 FEDERAL NATIONAL MORTGAGE ASSN POOL #A04144 DTD 06/01/2012 4% 06 2013-07-11 2016-05-25 33 35 -2 -2 41.34 FEDERAL NATIONAL MORTGAGE ASSN POOL #AQ0546 DTD 11/01/2012 3.5% 2013-07-08 2016-05-25 41 41 32.38 FEDERAL NATIONAL MORTGAGE ASSN POOL# AS6191 DTD 10/01/2015 3.5% 2016-03-07 2016-05-25 32 34 -2 -2 45.31 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2062 DTD 04/01/2013 2.5% 2014-03-07 2016-05-25 45 45 104.62 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2720 DTD 05/01/2013 3% 0 2015-02-06 2016-05-25 105 108 -3 -3 35.61 FEDERAL NATIONAL MORTGAGE ASSN POOL #AU3735 DTD 08/01/2013 3% 08 2014-11-07 2016-05-25 36 36 38.02 FEDERAL NATIONAL MORTGAGE ASSN POOL #735580 DTD 05/01/05 5% 06/0 2011-08-09 2016-05-25 38 41 -3 -3 46.04 FEDERAL NATIONAL MORTGAGE ASSN POOL #888 2009-04-06 2016-05-25 46 48 -2 -2 21.12 FEDERAL NATIONAL MORTGAGE ASSN POOL #889291 DTD 03/01/2008 5% 04 2011-05-10 2016-05-25 21 23 -2 -2 67.76 FEDERAL NATIONAL MORTGAGE ASSN POOL # 889414 6% 11/01/203 2009-04-06 2016-05-25 68 71 -3 -3 18.95 FEDERAL NATIONAL MORTGAGE ASSN POOL #985615 DTD 06/01/2008 5.5% 2012-03-06 2016-05-25 19 21 -2 -2 18.21 FEDERAL NATIONAL MORTGAGE ASSN POOL #AA7236 DTD 05/01/2009 4% 06 2012-02-07 2016-05-25 18 19 -1 -1 25.07 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0207 DTD 07/01/2010 4.5% 2012-06-07 2016-05-25 25 27 -2 -2 44.03 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0981 DTD 02/01/2011 3.5% 2013-03-06 2016-05-25 44 47 -3 -3 53.92 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE3066 DTD 09/01/2010 3.5% 2011-08-09 2016-05-25 54 56 -2 -2 1000. MARATHON OIL CORP CALLABLE DTD 06/10/2015 3.85% 06/01/2025-2025 2015-09-17 2016-06-06 883 922 -39 -39 2000. UNITED STATES TREASURY N/B DTD 07/31/201 2014-05-08 2016-06-10 2038 2032 6 6 3000. UNITED STATES TREASURY N/B DTD 07/31/201 2014-05-08 2016-06-10 3056 3048 8 8 4000. UNITED STATES TREASURY N/B DTD 07/31/201 2014-05-08 2016-06-14 4076 4063 13 13 41.84 FEDERAL HOME LOAN MTG CORP POOL #G01840 DTD 06/01/2005 5% 07/01/ 2011-08-11 2016-06-15 42 45 -3 -3 30.22 FEDERAL HOME LOAN MORTGAGE CORP POOL #G04774 DTD 10/01/2008 4.5% 2012-07-09 2016-06-15 30 33 -3 -3 40.44 FEDERAL HOME LOAN MORTGAGE CORP POOL #G14056 DTD 02/01/2011 4% 0 2011-08-11 2016-06-15 40 43 -3 -3 21.67 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08344 DTD 05/01/2009 4.5% 2012-04-06 2016-06-15 22 23 -1 -1 44.41 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08463 DTD 10/01/2011 4% 1 2012-05-07 2016-06-15 44 47 -3 -3 195.97 FEDERAL HOME LOAN MORTGAGE CORP POOL# G08681 DTD 12/01/2015 3.5 2016-04-07 2016-06-15 196 204 -8 -8 134.78 FEDERAL HOME LOAN MORTGAGE CORP POOL #G18536 DTD 01/01/2015 2.5 2015-02-06 2016-06-15 135 139 -4 -4 28.28 FEDERAL HOME LOAN MORTGAGE CORP POOL #J12243 DTD 05/01/2010 4% 0 2014-01-08 2016-06-15 28 30 -2 -2 66.95 FEDERAL HOME LOAN MORTGAGE CORP POOL #J16353 DTD 08/01/2011 3.5% 2011-08-11 2016-06-15 67 70 -3 -3 3000. UNITED STATES TREASURY N/B DTD 07/31/201 2014-05-08 2016-06-15 3057 3047 10 10 29.84 FEDERAL NATIONAL MORTGAGE ASSN POOL #190370 DTD 05/01/2006 6% 06 2011-05-06 2016-06-27 30 33 -3 -3 36.07 FEDERAL NATIONAL MORTGAGE ASSN POOL #357426 DTD 09/01/2003 5% 09 2016-02-05 2016-06-27 36 40 -4 -4 49.47 FEDERAL NATIONAL MORTGAGE ASSN POOL #AH6827 DTD 03/01/2011 4% 03 2011-08-09 2016-06-27 49 52 -3 -3 60.84 FEDERAL NATIONAL MORTGAGE ASSN POOL #AJ9355 DTD 01/01/2012 3% 01 2013-08-07 2016-06-27 61 63 -2 -2 40.42 FEDERAL NATIONAL MORTGAGE ASSN POOL #AL0393 DTD 06/01/2011 4.5% 2011-11-04 2016-06-27 40 43 -3 -3 40.55 FEDERAL NATIONAL MORTGAGE ASSN POOL #A04144 DTD 06/01/2012 4% 06 2013-07-11 2016-06-27 41 42 -1 -1 74.49 FEDERAL NATIONAL MORTGAGE ASSN POOL #AQ0546 DTD 11/01/2012 3.5% 2013-07-08 2016-06-27 74 74 33.75 FEDERAL NATIONAL MORTGAGE ASSN POOL# AS6191 DTD 10/01/2015 3.5% 2016-03-07 2016-06-27 34 35 -1 -1 61.42 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2062 DTD 04/01/2013 2.5% 2014-03-07 2016-06-27 61 62 -1 -1 118.58 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2720 DTD 05/01/2013 3% 0 2015-02-06 2016-06-27 119 122 -3 -3 41.73 FEDERAL NATIONAL MORTGAGE ASSN POOL #AU3735 DTD 08/01/2013 3% 08 2014-11-07 2016-06-27 42 42 40.31 FEDERAL NATIONAL MORTGAGE ASSN POOL #735580 DTD 05/01/05 5% 06/0 2011-08-09 2016-06-27 40 43 -3 -3 45.59 FEDERAL NATIONAL MORTGAGE ASSN POOL #888 2009-04-06 2016-06-27 46 48 -2 -2 20.28 FEDERAL NATIONAL MORTGAGE ASSN POOL #889291 DTD 03/01/2008 5% 04 2011-05-10 2016-06-27 20 22 -2 -2 216.34 FEDERAL NATIONAL MORTGAGE ASSN POOL # 889414 6% 11/01/20 2009-04-06 2016-06-27 216 227 -11 -11 9.93 FEDERAL NATIONAL MORTGAGE ASSN POOL #985615 DTD 06/01/2008 5.5% 0 2012-03-06 2016-06-27 10 11 -1 -1 62.49 FEDERAL NATIONAL MORTGAGE ASSN POOL #AA7236 DTD 05/01/2009 4% 06 2012-02-07 2016-06-27 62 66 -4 -4 33.85 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0207 DTD 07/01/2010 4.5% 2012-06-07 2016-06-27 34 36 -2 -2 50.62 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0981 DTD 02/01/2011 3.5% 2013-03-06 2016-06-27 51 53 -2 -2 65.77 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE3066 DTD 09/01/2010 3.5% 2011-08-09 2016-06-27 66 68 -2 -2 46. HERSHEY FOODS CORP 2014-10-22 2016-06-30 4932 4404 528 528 1000. MARATHON OIL CORP CALLABLE DTD 06/10/2015 3.85% 06/01/2025-2025 2015-09-17 2016-07-07 932 922 10 10 1000. UNITED STATES TREASURY DTD 02/02/2015 1. 2015-03-13 2016-07-07 1015 988 27 27 1000. UNITED STATES TREASURY DTD 02/17/2015 2% 2015-07-23 2016-07-07 1052 976 76 76 8000. UNITED STATES TREASURY N/B DTD 07/15/201 2014-07-10 2016-07-07 8000 8000 23. AT&T INC 2014-07-14 2016-07-13 974 825 149 149 71. ABBVIE INC 2014-11-04 2016-07-13 4591 4449 142 142 2. BLACKROCK INC 2012-12-26 2016-07-13 715 411 304 304 2. ECOLAB INC 2014-04-11 2016-07-13 240 209 31 31 11. EXXON MOBIL CORP 2003-03-12 2016-07-13 1039 370 669 669 12. GENERAL ELEC CO COM 2010-07-08 2016-07-13 387 178 209 209 48. HOLLYFRONTIER CORPORATION 2016-02-02 2016-07-13 1126 2091 -965 -965 50. HOLLYFRONTIER CORPORATION 2015-04-20 2016-07-13 1173 1914 -741 -741 11. INTEL CORP COM 2003-03-10 2016-07-13 385 174 211 211 27. INTUIT 2013-06-25 2016-07-13 3144 1593 1551 1551 8. JP MORGAN CHASE & CO COM 2009-03-02 2016-07-13 505 175 330 330 42. L BRANDS INC. 2016-02-02 2016-07-13 2960 4052 -1092 -1092 3. NEXTERA ENERGY, INC. 2013-03-28 2016-07-13 385 233 152 152 35. NIKE INC CL B 2015-04-20 2016-07-13 2033 1738 295 295 3. QUALCOMM INC 2009-03-02 2016-07-13 164 99 65 65 10. SOUTHERN CO 2015-12-22 2016-07-13 530 465 65 65 5. STRYKER CORP 2009-03-02 2016-07-13 616 166 450 450 2. THERMO FISHER SCIENTIFIC, INC. 2009-03-02 2016-07-13 309 70 239 239 16. WASTE MGMT INC DEL COM 2014-11-25 2016-07-13 1074 776 298 298 7. MEDTRONIC PLC 2015-04-20 2016-07-13 622 533 89 89 5. CHUBB LIMITED 2015-11-27 2016-07-13 649 576 73 73 5000. UNITED STATES TREASURY N/B DTD 07/31/201 2015-07-06 2016-07-14 5091 5091 43.27 FEDERAL HOME LOAN MTG CORP POOL #G01840 DTD 06/01/2005 5% 07/01/ 2011-08-11 2016-07-15 43 47 -4 -4 34.84 FEDERAL HOME LOAN MORTGAGE CORP POOL #G04774 DTD 10/01/2008 4.5% 2012-07-09 2016-07-15 35 37 -2 -2 48.31 FEDERAL HOME LOAN MORTGAGE CORP POOL #G14056 DTD 02/01/2011 4% 0 2011-08-11 2016-07-15 48 51 -3 -3 27.92 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08344 DTD 05/01/2009 4.5% 2012-04-06 2016-07-15 28 30 -2 -2 32.89 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08463 DTD 10/01/2011 4% 1 2012-05-07 2016-07-15 33 35 -2 -2 195.01 FEDERAL HOME LOAN MORTGAGE CORP POOL# G08681 DTD 12/01/2015 3.5 2016-04-07 2016-07-15 195 203 -8 -8 157.18 FEDERAL HOME LOAN MORTGAGE CORP POOL #G18536 DTD 01/01/2015 2.5 2015-02-06 2016-07-15 157 162 -5 -5 25.42 FEDERAL HOME LOAN MORTGAGE CORP POOL #J12243 DTD 05/01/2010 4% 0 2014-01-08 2016-07-15 25 27 -2 -2 72.63 FEDERAL HOME LOAN MORTGAGE CORP POOL #J16353 DTD 08/01/2011 3.5% 2011-08-11 2016-07-15 73 76 -3 -3 5000. UNITED STATES TREASURY N/B DTD 07/31/201 2015-07-06 2016-07-19 5089 5090 -1 -1 27. FEDERAL NATIONAL MORTGAGE ASSN POOL #190370 DTD 05/01/2006 6% 06/0 2011-05-06 2016-07-25 27 30 -3 -3 19.97 FEDERAL NATIONAL MORTGAGE ASSN POOL #357426 DTD 09/01/2003 5% 09 2016-02-05 2016-07-25 20 22 -2 -2 59.7 FEDERAL NATIONAL MORTGAGE ASSN POOL #AH6827 DTD 03/01/2011 4% 03/ 2011-08-09 2016-07-25 60 63 -3 -3 63.71 FEDERAL NATIONAL MORTGAGE ASSN POOL #AJ9355 DTD 01/01/2012 3% 01 2013-08-07 2016-07-25 64 66 -2 -2 44.11 FEDERAL NATIONAL MORTGAGE ASSN POOL #AL0393 DTD 06/01/2011 4.5% 2011-11-04 2016-07-25 44 47 -3 -3 75.32 FEDERAL NATIONAL MORTGAGE ASSN POOL #A04144 DTD 06/01/2012 4% 06 2013-07-11 2016-07-25 75 78 -3 -3 67.18 FEDERAL NATIONAL MORTGAGE ASSN POOL #AQ0546 DTD 11/01/2012 3.5% 2013-07-08 2016-07-25 67 67 23.81 FEDERAL NATIONAL MORTGAGE ASSN POOL# AS6191 DTD 10/01/2015 3.5% 2016-03-07 2016-07-25 24 25 -1 -1 51.8 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2062 DTD 04/01/2013 2.5% 0 2014-03-07 2016-07-25 52 52 126.65 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2720 DTD 05/01/2013 3% 0 2015-02-06 2016-07-25 127 130 -3 -3 47.82 FEDERAL NATIONAL MORTGAGE ASSN POOL #AU3735 DTD 08/01/2013 3% 08 2014-11-07 2016-07-25 48 48 41.03 FEDERAL NATIONAL MORTGAGE ASSN POOL #735580 DTD 05/01/05 5% 06/0 2011-08-09 2016-07-25 41 44 -3 -3 48.15 FEDERAL NATIONAL MORTGAGE ASSN POOL #888 2009-04-06 2016-07-25 48 50 -2 -2 25.49 FEDERAL NATIONAL MORTGAGE ASSN POOL #889291 DTD 03/01/2008 5% 04 2011-05-10 2016-07-25 25 27 -2 -2 88.27 FEDERAL NATIONAL MORTGAGE ASSN POOL # 889414 6% 11/01/203 2009-04-06 2016-07-25 88 93 -5 -5 17.87 FEDERAL NATIONAL MORTGAGE ASSN POOL #985615 DTD 06/01/2008 5.5% 2012-03-06 2016-07-25 18 19 -1 -1 19.98 FEDERAL NATIONAL MORTGAGE ASSN POOL #AA7236 DTD 05/01/2009 4% 06 2012-02-07 2016-07-25 20 21 -1 -1 34.94 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0207 DTD 07/01/2010 4.5% 2012-06-07 2016-07-25 35 38 -3 -3 54.25 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0981 DTD 02/01/2011 3.5% 2013-03-06 2016-07-25 54 57 -3 -3 51.16 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE3066 DTD 09/01/2010 3.5% 2011-08-09 2016-07-25 51 53 -2 -2 8000. UNITED STATES TREASURY N/B DTD 07/31/201 2015-10-06 2016-07-27 8141 8137 4 4 16000. UNITED STATES TREASURY N/B DTD 07/31/201 2014-05-08 2016-07-27 16281 16226 55 55 5000. UNITED STATES TREASURY N/B DTD 07/31/201 2015-08-06 2016-07-28 5088 5082 6 6 23000. UNITED STATES TREASURY N/B DTD 07/31/201 2016-07-07 2016-08-04 23395 23386 9 9 5000. UNITED STATES TREASURY DTD 05/15/2013 1. 2014-01-15 2016-08-11 5126 4677 449 449 35.09 FEDERAL HOME LOAN MTG CORP POOL #G01840 DTD 06/01/2005 5% 07/01/ 2011-08-11 2016-08-15 35 38 -3 -3 22.32 FEDERAL HOME LOAN MORTGAGE CORP POOL #G04774 DTD 10/01/2008 4.5% 2012-07-09 2016-08-15 22 24 -2 -2 42.28 FEDERAL HOME LOAN MORTGAGE CORP POOL #G14056 DTD 02/01/2011 4% 0 2011-08-11 2016-08-15 42 45 -3 -3 21.63 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08344 DTD 05/01/2009 4.5% 2012-04-06 2016-08-15 22 23 -1 -1 17.47 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08463 DTD 10/01/2011 4% 1 2012-05-07 2016-08-15 17 19 -2 -2 186.84 FEDERAL HOME LOAN MORTGAGE CORP POOL# G08681 DTD 12/01/2015 3.5 2016-04-07 2016-08-15 187 195 -8 -8 185.03 FEDERAL HOME LOAN MORTGAGE CORP POOL #G18536 DTD 01/01/2015 2.5 2015-02-06 2016-08-15 185 191 -6 -6 27.2 FEDERAL HOME LOAN MORTGAGE CORP POOL #J12243 DTD 05/01/2010 4% 05 2014-01-08 2016-08-15 27 29 -2 -2 21.25 FEDERAL HOME LOAN MORTGAGE CORP POOL #J16353 DTD 08/01/2011 3.5% 2011-08-11 2016-08-15 21 22 -1 -1 81.22 FEDERAL HOME LOAN MORTGAGE CORP POOL #J17508 DTD 12/01/2011 3% 1 2016-07-08 2016-08-15 81 86 -5 -5 26.55 FEDERAL NATIONAL MORTGAGE ASSN POOL #190370 DTD 05/01/2006 6% 06 2011-05-06 2016-08-25 27 29 -2 -2 29.29 FEDERAL NATIONAL MORTGAGE ASSN POOL #357426 DTD 09/01/2003 5% 09 2016-02-05 2016-08-25 29 33 -4 -4 43.04 FEDERAL NATIONAL MORTGAGE ASSN POOL #AH6827 DTD 03/01/2011 4% 03 2011-08-09 2016-08-25 43 45 -2 -2 66.54 FEDERAL NATIONAL MORTGAGE ASSN POOL #AJ9355 DTD 01/01/2012 3% 01 2013-08-07 2016-08-25 67 69 -2 -2 38.32 FEDERAL NATIONAL MORTGAGE ASSN POOL #AL0393 DTD 06/01/2011 4.5% 2011-11-04 2016-08-25 38 41 -3 -3 51.39 FEDERAL NATIONAL MORTGAGE ASSN POOL #A04144 DTD 06/01/2012 4% 06 2013-07-11 2016-08-25 51 53 -2 -2 56.99 FEDERAL NATIONAL MORTGAGE ASSN POOL #AQ0546 DTD 11/01/2012 3.5% 2013-07-08 2016-08-25 57 57 42.26 FEDERAL NATIONAL MORTGAGE ASSN POOL# AS6191 DTD 10/01/2015 3.5% 2016-03-07 2016-08-25 42 44 -2 -2 55.66 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2062 DTD 04/01/2013 2.5% 2014-03-07 2016-08-25 56 56 130.7 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2720 DTD 05/01/2013 3% 05 2015-02-06 2016-08-25 131 135 -4 -4 41.4 FEDERAL NATIONAL MORTGAGE ASSN POOL #AU3735 DTD 08/01/2013 3% 08/ 2014-11-07 2016-08-25 41 41 37.38 FEDERAL NATIONAL MORTGAGE ASSN POOL #735580 DTD 05/01/05 5% 06/0 2011-08-09 2016-08-25 37 40 -3 -3 41.52 FEDERAL NATIONAL MORTGAGE ASSN POOL #888 2009-04-06 2016-08-25 42 43 -1 -1 14.89 FEDERAL NATIONAL MORTGAGE ASSN POOL #889291 DTD 03/01/2008 5% 04 2011-05-10 2016-08-25 15 16 -1 -1 188.71 FEDERAL NATIONAL MORTGAGE ASSN POOL # 889414 6% 11/01/20 2009-04-06 2016-08-25 189 198 -9 -9 19.06 FEDERAL NATIONAL MORTGAGE ASSN POOL #985615 DTD 06/01/2008 5.5% 2012-03-06 2016-08-25 19 21 -2 -2 18.5 FEDERAL NATIONAL MORTGAGE ASSN POOL #AA7236 DTD 05/01/2009 4% 06/ 2012-02-07 2016-08-25 19 20 -1 -1 22.87 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0207 DTD 07/01/2010 4.5% 2012-06-07 2016-08-25 23 25 -2 -2 45.35 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0981 DTD 02/01/2011 3.5% 2013-03-06 2016-08-25 45 48 -3 -3 43.64 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE3066 DTD 09/01/2010 3.5% 2011-08-09 2016-08-25 44 45 -1 -1 5000. UNITED STATES TREASURY DTD 07/15/2016 .7 2016-08-04 2016-09-14 4979 5000 -21 -21 37.04 FEDERAL HOME LOAN MTG CORP POOL #G01840 DTD 06/01/2005 5% 07/01/ 2011-08-11 2016-09-15 37 40 -3 -3 32.48 FEDERAL HOME LOAN MORTGAGE CORP POOL #G04774 DTD 10/01/2008 4.5% 2012-07-09 2016-09-15 32 35 -3 -3 50.07 FEDERAL HOME LOAN MORTGAGE CORP POOL #G14056 DTD 02/01/2011 4% 0 2011-08-11 2016-09-15 50 53 -3 -3 35.14 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08344 DTD 05/01/2009 4.5% 2012-04-06 2016-09-15 35 37 -2 -2 54.72 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08463 DTD 10/01/2011 4% 1 2012-05-07 2016-09-15 55 58 -3 -3 339.6 FEDERAL HOME LOAN MORTGAGE CORP POOL# G08681 DTD 12/01/2015 3.5% 2016-04-07 2016-09-15 340 354 -14 -14 243.6 FEDERAL HOME LOAN MORTGAGE CORP POOL #G18536 DTD 01/01/2015 2.5% 2015-02-06 2016-09-15 244 251 -7 -7 25.1 FEDERAL HOME LOAN MORTGAGE CORP POOL #J12243 DTD 05/01/2010 4% 05 2014-01-08 2016-09-15 25 27 -2 -2 43.83 FEDERAL HOME LOAN MORTGAGE CORP POOL #J16353 DTD 08/01/2011 3.5% 2011-08-11 2016-09-15 44 46 -2 -2 95.59 FEDERAL HOME LOAN MORTGAGE CORP POOL #J17508 DTD 12/01/2011 3% 1 2016-07-08 2016-09-15 96 101 -5 -5 10. APPLE INC 2012-12-26 2016-09-16 1152 735 417 417 22. BRISTOL MYERS SQUIBB CO 2015-04-20 2016-09-16 1235 1450 -215 -215 29. CITRIX SYSTEM INC 2013-11-26 2016-09-16 2415 1700 715 715 62. GENERAL ELEC CO COM 2010-07-08 2016-09-16 1836 921 915 915 32. NIKE INC CL B 2016-04-21 2016-09-16 1762 1926 -164 -164 5. NIKE INC CL B 2015-04-20 2016-09-16 275 248 27 27 13. 3M CO COM 2009-03-02 2016-09-16 2275 565 1710 1710 30.96 FEDERAL NATIONAL MORTGAGE ASSN POOL #190370 DTD 05/01/2006 6% 06 2011-05-06 2016-09-26 31 34 -3 -3 36.45 FEDERAL NATIONAL MORTGAGE ASSN POOL #357426 DTD 09/01/2003 5% 09 2016-02-05 2016-09-26 36 41 -5 -5 64.33 FEDERAL NATIONAL MORTGAGE ASSN POOL #AH6827 DTD 03/01/2011 4% 03 2011-08-09 2016-09-26 64 68 -4 -4 63.38 FEDERAL NATIONAL MORTGAGE ASSN POOL #AJ9355 DTD 01/01/2012 3% 01 2013-08-07 2016-09-26 63 65 -2 -2 47.87 FEDERAL NATIONAL MORTGAGE ASSN POOL #AL0393 DTD 06/01/2011 4.5% 2011-11-04 2016-09-26 48 51 -3 -3 63.48 FEDERAL NATIONAL MORTGAGE ASSN POOL #A04144 DTD 06/01/2012 4% 06 2013-07-11 2016-09-26 63 66 -3 -3 99.23 FEDERAL NATIONAL MORTGAGE ASSN POOL #AQ0546 DTD 11/01/2012 3.5% 2013-07-08 2016-09-26 99 99 72.26 FEDERAL NATIONAL MORTGAGE ASSN POOL# AS6191 DTD 10/01/2015 3.5% 2016-03-07 2016-09-26 72 76 -4 -4 58.29 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2062 DTD 04/01/2013 2.5% 2014-03-07 2016-09-26 58 58 144.7 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2720 DTD 05/01/2013 3% 05 2015-02-06 2016-09-26 145 149 -4 -4 49.41 FEDERAL NATIONAL MORTGAGE ASSN POOL #AU3735 DTD 08/01/2013 3% 08 2014-11-07 2016-09-26 49 49 35.64 FEDERAL NATIONAL MORTGAGE ASSN POOL #735580 DTD 05/01/05 5% 06/0 2011-08-09 2016-09-26 36 38 -2 -2 47.7 FEDERAL NATIONAL MORTGAGE ASSN POOL #888 2009-04-06 2016-09-26 48 50 -2 -2 13.79 FEDERAL NATIONAL MORTGAGE ASSN POOL #889291 DTD 03/01/2008 5% 04 2011-05-10 2016-09-26 14 15 -1 -1 200.02 FEDERAL NATIONAL MORTGAGE ASSN POOL # 889414 6% 11/01/20 2009-04-06 2016-09-26 200 210 -10 -10 13.1 FEDERAL NATIONAL MORTGAGE ASSN POOL #985615 DTD 06/01/2008 5.5% 0 2012-03-06 2016-09-26 13 14 -1 -1 25.99 FEDERAL NATIONAL MORTGAGE ASSN POOL #AA7236 DTD 05/01/2009 4% 06 2012-02-07 2016-09-26 26 27 -1 -1 32.7 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0207 DTD 07/01/2010 4.5% 1 2012-06-07 2016-09-26 33 35 -2 -2 71.69 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0981 DTD 02/01/2011 3.5% 2013-03-06 2016-09-26 72 76 -4 -4 53.92 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE3066 DTD 09/01/2010 3.5% 2011-08-09 2016-09-26 54 56 -2 -2 1000. HESS CORPORATION DTD 2/3/09 8.125% 02/15 2016-02-05 2016-09-28 1155 1027 128 128 3000. HESS CORPORATION DTD 2/3/09 8.125% 02/15 2009-09-21 2016-09-28 3464 3172 292 292 3. ALPHABET INC CA-CL C 2011-01-20 2016-09-30 2329 938 1391 1391 3. ALPHABET INC CA-CL A 2011-01-20 2016-09-30 2412 943 1469 1469 2. ALPHABET INC CA-CL A 2015-12-22 2016-09-30 1608 1531 77 77 3. AMAZON.COM INC 2016-09-16 2016-09-30 2501 2325 176 176 36. AMERICAN INTL GROUP INC 2014-06-02 2016-09-30 2119 1955 164 164 35. APPLE INC 2013-03-28 2016-09-30 3953 2212 1741 1741 21. APPLE INC 2016-07-13 2016-09-30 2372 2179 193 193 45. CVS HEALTH CORPORATION 2009-03-02 2016-09-30 4019 1141 2878 2878 19. CELGENE CORP 2014-03-03 2016-09-30 1964 1522 442 442 20. CELGENE CORP 2016-09-16 2016-09-30 2067 2145 -78 -78 47. CITIGROUP INC 2013-04-18 2016-09-30 2176 2124 52 52 23. COGNIZANT TECHNOLOGY SOLUTIONS CL A 2016-07-13 2016-09-30 1132 1374 -242 -242 51. COGNIZANT TECHNOLOGY SOLUTIONS CL A 2014-09-12 2016-09-30 2509 2295 214 214 23. DOLLAR GENERAL CORP 2016-07-13 2016-09-30 1598 2145 -547 -547 36. ECOLAB INC 2014-04-11 2016-09-30 4343 3754 589 589 17. FACEBOOK INC - A 2016-07-13 2016-09-30 2178 2004 174 174 20. FACEBOOK INC - A 2015-04-20 2016-09-30 2562 1632 930 930 28. GENERAL DYNAMICS CORP COM 2016-09-16 2016-09-30 4374 4227 147 147 16. HOME DEPOT INC COM 2016-04-21 2016-09-30 2052 2161 -109 -109 37. HONEYWELL INTERNATIONAL INC COM 2013-05-13 2016-09-30 4316 2839 1477 1477 66. INTEL CORP COM 2003-03-10 2016-09-30 2474 1043 1431 1431 19. INTUIT 2015-09-09 2016-09-30 2080 1542 538 538 135. MATTEL INC 2016-09-16 2016-09-30 4120 4142 -22 -22 32. MCDONALDS CORP 2016-02-02 2016-09-30 3685 3850 -165 -165 45. MICROCHIP TECHNOLOGY INC 2015-09-09 2016-09-30 2790 1955 835 835 36. MICROCHIP TECHNOLOGY INC 2016-07-13 2016-09-30 2232 1915 317 317 47. MONDELEZ INTERNATIONAL 2015-09-09 2016-09-30 2038 1963 75 75 48. MONDELEZ INTERNATIONAL 2016-02-02 2016-09-30 2081 2002 79 79 160. ORACLE CORPORATION COM 2015-09-09 2016-09-30 6290 3523 2767 2767 41. SOUTHERN CO 2015-12-22 2016-09-30 2140 1907 233 233 39. STARBUCKS CORP 2016-07-13 2016-09-30 2092 2223 -131 -131 36. STARBUCKS CORP 2013-08-16 2016-09-30 1931 1279 652 652 23. STRYKER CORP 2009-03-02 2016-09-30 2666 765 1901 1901 12. STRYKER CORP 2016-02-02 2016-09-30 1391 1184 207 207 100. SUNTRUST BKS INC 2015-04-20 2016-09-30 4332 4167 165 165 14. THERMO FISHER SCIENTIFIC, INC. 2009-03-02 2016-09-30 2194 490 1704 1704 27. UNION PAC CORP 2014-10-22 2016-09-30 2615 2197 418 418 5. UNITED TECHNOLOGIES CORP 2016-07-13 2016-09-30 507 525 -18 -18 36. UNITED TECHNOLOGIES CORP 2014-02-27 2016-09-30 3653 2778 875 875 37. VERIZON COMMUNICATIONS COM 2014-09-12 2016-09-30 1938 1798 140 140 4. VERTEX PHARMACEUTICALS INC 2016-07-13 2016-09-30 340 361 -21 -21 20. VERTEX PHARMACEUTICALS INC 2015-04-20 2016-09-30 1700 2524 -824 -824 65. WHOLE FOODS MKT INC 2016-07-13 2016-09-30 1825 2188 -363 -363 18. ALLERGAN PLC 2016-07-13 2016-09-30 4165 4353 -188 -188 30. MEDTRONIC PLC 2015-12-22 2016-09-30 2567 2307 260 260 18. MEDTRONIC PLC 2015-04-20 2016-09-30 1540 1371 169 169 5000. SUNTRUST BKS INC DTD 11/01/2011 3.5% 01/ 2014-01-08 2016-10-13 5021 4996 25 25 41.19 FEDERAL HOME LOAN MTG CORP POOL #G01840 DTD 06/01/2005 5% 07/01/ 2011-08-11 2016-10-17 41 45 -4 -4 23.39 FEDERAL HOME LOAN MORTGAGE CORP POOL #G04774 DTD 10/01/2008 4.5% 2012-07-09 2016-10-17 23 25 -2 -2 34.14 FEDERAL HOME LOAN MORTGAGE CORP POOL #G14056 DTD 02/01/2011 4% 0 2011-08-11 2016-10-17 34 36 -2 -2 32.14 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08344 DTD 05/01/2009 4.5% 2012-04-06 2016-10-17 32 34 -2 -2 34.14 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08463 DTD 10/01/2011 4% 1 2012-05-07 2016-10-17 34 36 -2 -2 329.82 FEDERAL HOME LOAN MORTGAGE CORP POOL# G08681 DTD 12/01/2015 3.5 2016-04-07 2016-10-17 330 343 -13 -13 180.78 FEDERAL HOME LOAN MORTGAGE CORP POOL #G18536 DTD 01/01/2015 2.5 2015-02-06 2016-10-17 181 186 -5 -5 31.7 FEDERAL HOME LOAN MORTGAGE CORP POOL #J12243 DTD 05/01/2010 4% 05 2014-01-08 2016-10-17 32 34 -2 -2 43.23 FEDERAL HOME LOAN MORTGAGE CORP POOL #J16353 DTD 08/01/2011 3.5% 2011-08-11 2016-10-17 43 45 -2 -2 98.51 FEDERAL HOME LOAN MORTGAGE CORP POOL #J17508 DTD 12/01/2011 3% 1 2016-07-08 2016-10-17 99 104 -5 -5 24.28 FEDERAL NATIONAL MORTGAGE ASSN POOL #190370 DTD 05/01/2006 6% 06 2011-05-06 2016-10-25 24 27 -3 -3 52.4 FEDERAL NATIONAL MORTGAGE ASSN POOL #357426 DTD 09/01/2003 5% 09/ 2016-02-05 2016-10-25 52 58 -6 -6 57.43 FEDERAL NATIONAL MORTGAGE ASSN POOL #AH6827 DTD 03/01/2011 4% 03 2011-08-09 2016-10-25 57 60 -3 -3 75.02 FEDERAL NATIONAL MORTGAGE ASSN POOL #AJ9355 DTD 01/01/2012 3% 01 2013-08-07 2016-10-25 75 77 -2 -2 39.71 FEDERAL NATIONAL MORTGAGE ASSN POOL #AL0393 DTD 06/01/2011 4.5% 2011-11-04 2016-10-25 40 42 -2 -2 44.79 FEDERAL NATIONAL MORTGAGE ASSN POOL #A04144 DTD 06/01/2012 4% 06 2013-07-11 2016-10-25 45 46 -1 -1 74.29 FEDERAL NATIONAL MORTGAGE ASSN POOL #AQ0546 DTD 11/01/2012 3.5% 2013-07-08 2016-10-25 74 74 53.54 FEDERAL NATIONAL MORTGAGE ASSN POOL# AS6191 DTD 10/01/2015 3.5% 2016-03-07 2016-10-25 54 56 -2 -2 42.5 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2062 DTD 04/01/2013 2.5% 0 2014-03-07 2016-10-25 43 43 102.12 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2720 DTD 05/01/2013 3% 0 2015-02-06 2016-10-25 102 105 -3 -3 50.94 FEDERAL NATIONAL MORTGAGE ASSN POOL #AU3735 DTD 08/01/2013 3% 08 2014-11-07 2016-10-25 51 51 37.7 FEDERAL NATIONAL MORTGAGE ASSN POOL #735580 DTD 05/01/05 5% 06/01 2011-08-09 2016-10-25 38 41 -3 -3 41.93 FEDERAL NATIONAL MORTGAGE ASSN POOL #888 2009-04-06 2016-10-25 42 44 -2 -2 17.96 FEDERAL NATIONAL MORTGAGE ASSN POOL #889291 DTD 03/01/2008 5% 04 2011-05-10 2016-10-25 18 19 -1 -1 208.97 FEDERAL NATIONAL MORTGAGE ASSN POOL # 889414 6% 11/01/20 2009-04-06 2016-10-25 209 219 -10 -10 9.55 FEDERAL NATIONAL MORTGAGE ASSN POOL #985615 DTD 06/01/2008 5.5% 0 2012-03-06 2016-10-25 10 10 35.99 FEDERAL NATIONAL MORTGAGE ASSN POOL #AA7236 DTD 05/01/2009 4% 06 2012-02-07 2016-10-25 36 38 -2 -2 29. FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0207 DTD 07/01/2010 4.5% 11 2012-06-07 2016-10-25 29 31 -2 -2 70.42 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0981 DTD 02/01/2011 3.5% 2013-03-06 2016-10-25 70 74 -4 -4 54.13 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE3066 DTD 09/01/2010 3.5% 2011-08-09 2016-10-25 54 56 -2 -2 1000. CA INC DTD 11/13/09 5.375% 12/01/2019 2014-05-06 2016-11-04 1097 1077 20 20 1000. PRUDENTIAL FINANCIAL DTD 11/18/2010 4.5% 2014-01-08 2016-11-04 1097 1050 47 47 1000. UNITED STATES TREASURY DTD 02/02/2015 1. 2015-03-13 2016-11-04 1007 990 17 17 2000. UNITED STATES TREASURY DTD 07/15/2016 .7 2016-08-04 2016-11-04 1990 2000 -10 -10 38.48 FEDERAL HOME LOAN MTG CORP POOL #G01840 DTD 06/01/2005 5% 07/01/ 2011-08-11 2016-11-15 38 42 -4 -4 21.39 FEDERAL HOME LOAN MORTGAGE CORP POOL #G04774 DTD 10/01/2008 4.5% 2012-07-09 2016-11-15 21 23 -2 -2 32.2 FEDERAL HOME LOAN MORTGAGE CORP POOL #G14056 DTD 02/01/2011 4% 08 2011-08-11 2016-11-15 32 34 -2 -2 27.85 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08344 DTD 05/01/2009 4.5% 2012-04-06 2016-11-15 28 30 -2 -2 36.09 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08463 DTD 10/01/2011 4% 1 2012-05-07 2016-11-15 36 38 -2 -2 281.68 FEDERAL HOME LOAN MORTGAGE CORP POOL# G08681 DTD 12/01/2015 3.5 2016-04-07 2016-11-15 282 293 -11 -11 178.78 FEDERAL HOME LOAN MORTGAGE CORP POOL #G18536 DTD 01/01/2015 2.5 2015-02-06 2016-11-15 179 184 -5 -5 25.47 FEDERAL HOME LOAN MORTGAGE CORP POOL #J12243 DTD 05/01/2010 4% 0 2014-01-08 2016-11-15 25 27 -2 -2 32.12 FEDERAL HOME LOAN MORTGAGE CORP POOL #J16353 DTD 08/01/2011 3.5% 2011-08-11 2016-11-15 32 34 -2 -2 87.38 FEDERAL HOME LOAN MORTGAGE CORP POOL #J17508 DTD 12/01/2011 3% 1 2016-07-08 2016-11-15 87 92 -5 -5 9000. UNITED STATES TREASURY DTD 07/15/2015 .8 2016-07-27 2016-11-16 8984 9022 -38 -38 26.16 FEDERAL NATIONAL MORTGAGE ASSN POOL #190370 DTD 05/01/2006 6% 06 2011-05-06 2016-11-25 26 29 -3 -3 60.35 FEDERAL NATIONAL MORTGAGE ASSN POOL #357426 DTD 09/01/2003 5% 09 2016-02-05 2016-11-25 60 67 -7 -7 45.89 FEDERAL NATIONAL MORTGAGE ASSN POOL #AH6827 DTD 03/01/2011 4% 03 2011-08-09 2016-11-25 46 48 -2 -2 74.7 FEDERAL NATIONAL MORTGAGE ASSN POOL #AJ9355 DTD 01/01/2012 3% 01/ 2013-08-07 2016-11-25 75 77 -2 -2 15.76 FEDERAL NATIONAL MORTGAGE ASSN POOL #AL0393 DTD 06/01/2011 4.5% 2011-11-04 2016-11-25 16 17 -1 -1 42.37 FEDERAL NATIONAL MORTGAGE ASSN POOL #A04144 DTD 06/01/2012 4% 06 2013-07-11 2016-11-25 42 44 -2 -2 82.74 FEDERAL NATIONAL MORTGAGE ASSN POOL #AQ0546 DTD 11/01/2012 3.5% 2013-07-08 2016-11-25 83 83 73.76 FEDERAL NATIONAL MORTGAGE ASSN POOL# AS6191 DTD 10/01/2015 3.5% 2016-03-07 2016-11-25 74 77 -3 -3 58.82 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2062 DTD 04/01/2013 2.5% 2014-03-07 2016-11-25 59 59 81.28 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2720 DTD 05/01/2013 3% 05 2015-02-06 2016-11-25 81 84 -3 -3 44.21 FEDERAL NATIONAL MORTGAGE ASSN POOL #AU3735 DTD 08/01/2013 3% 08 2014-11-07 2016-11-25 44 44 36.24 FEDERAL NATIONAL MORTGAGE ASSN POOL #735580 DTD 05/01/05 5% 06/0 2011-08-09 2016-11-25 36 39 -3 -3 44.81 FEDERAL NATIONAL MORTGAGE ASSN POOL #888 2009-04-06 2016-11-25 45 47 -2 -2 16.71 FEDERAL NATIONAL MORTGAGE ASSN POOL #889291 DTD 03/01/2008 5% 04 2011-05-10 2016-11-25 17 18 -1 -1 73.37 FEDERAL NATIONAL MORTGAGE ASSN POOL # 889414 6% 11/01/203 2009-04-06 2016-11-25 73 77 -4 -4 14.16 FEDERAL NATIONAL MORTGAGE ASSN POOL #985615 DTD 06/01/2008 5.5% 2012-03-06 2016-11-25 14 15 -1 -1 34.23 FEDERAL NATIONAL MORTGAGE ASSN POOL #AA7236 DTD 05/01/2009 4% 06 2012-02-07 2016-11-25 34 36 -2 -2 22.52 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0207 DTD 07/01/2010 4.5% 2012-06-07 2016-11-25 23 24 -1 -1 67.4 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0981 DTD 02/01/2011 3.5% 0 2013-03-06 2016-11-25 67 71 -4 -4 60.63 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE3066 DTD 09/01/2010 3.5% 2011-08-09 2016-11-25 61 63 -2 -2 5000. UNITED STATES TREASURY DTD 07/15/2015 .8 2016-07-27 2016-11-29 4987 5012 -25 -25 1000. UNITED STATES TREASURY DTD 07/15/2015 .8 2016-07-27 2016-12-06 997 1002 -5 -5 60. AT&T INC 2014-07-14 2016-12-13 2472 2153 319 319 40. ALLIANT CORP COM 2016-09-30 2016-12-13 1495 1568 -73 -73 30. ALTRIA GROUP INC 2016-09-30 2016-12-13 2001 1899 102 102 5000. APPLE INC DTD 05/03/2013 1% 05/03/2018 2014-05-06 2016-12-13 4973 4985 -12 -12 5000. ASTRAZENECA PLC DTD 11/16/2015 1.75% 11/ 2015-11-10 2016-12-13 4999 5000 -1 -1 58. BB&T CORPORATION COM 2016-09-30 2016-12-13 2730 2183 547 547 5000. BANK OF MONTREAL SERIES: MTN DTD 07/18/2 2016-07-14 2016-12-13 4930 4998 -68 -68 2. BLACKROCK INC 2012-12-26 2016-12-13 789 411 378 378 30. CHEVRONTEXACO CORP COM 2016-07-13 2016-12-13 3521 3217 304 304 5000. CHEVRON CORP CALLABLE DTD 12/05/2012 1.1 2014-05-06 2016-12-13 4983 4997 -14 -14 35. CISCO SYSTEMS COM STK 2013-03-28 2016-12-13 1068 720 348 348 5000. CISCO SYSTEMS INC DTD 02/29/2016 1.6% 02 2016-02-29 2016-12-13 4983 5004 -21 -21 40. COCA COLA CO COM 2016-07-13 2016-12-13 1666 1824 -158 -158 5000. DEUTSCHE BANK AG DTD 02/13/2015 1.875% 0 2015-02-18 2016-12-13 4949 5001 -52 -52 20. DOMINION RES INC VA NEW COM 2016-09-30 2016-12-13 1517 1503 14 14 18. EXXON MOBIL CORP 2003-03-12 2016-12-13 1663 605 1058 1058 30. FASTENAL CO 2016-09-30 2016-12-13 1456 1234 222 222 40. GALLAGHER ARTHUR J & CO 2016-09-30 2016-12-13 2038 2036 2 2 71. GENERAL ELEC CO COM 2015-11-27 2016-12-13 2254 2092 162 162 29. GENERAL ELEC CO COM 2016-09-30 2016-12-13 921 861 60 60 20. HELMERICH & PAYNE INC 2016-09-30 2016-12-13 1668 1317 351 351 50. HOLLYFRONTIER CORPORATION 2016-09-30 2016-12-13 1646 1189 457 457 17. JP MORGAN CHASE & CO COM 2009-03-02 2016-12-13 1438 371 1067 1067 2. MERCK & CO. INC. NEW 2010-08-24 2016-12-13 123 70 53 53 30. MICROSOFT CORP COM 2016-09-30 2016-12-13 1895 1729 166 166 10. NEXTERA ENERGY, INC. 2013-03-28 2016-12-13 1189 776 413 413 27. PNC BANK CORP 2016-09-30 2016-12-13 3102 2423 679 679 80. PFIZER INC COM 2015-07-31 2016-12-13 2618 2895 -277 -277 19. PRUDENTIAL FINANCIAL INC COM 2012-12-26 2016-12-13 1991 1009 982 982 13. QUALCOMM INC 2009-03-02 2016-12-13 902 429 473 473 40. REPUBLIC SVCS INC CL A 2016-09-30 2016-12-13 2278 2021 257 257 10000. ROYAL BANK OF CANADA DTD 09/19/2012 1.2% 2014-05-06 2016-12-13 9979 9989 -10 -10 40. SCHLUMBERGER LTD COM 2015-11-27 2016-12-13 3445 3080 365 365 12. TARGET CORP COM 2016-09-30 2016-12-13 931 819 112 112 6. 3M CO COM 2009-03-02 2016-12-13 1073 261 812 812 49. US BANCORP DEL 2016-09-30 2016-12-13 2524 2105 419 419 18000. UNITED STATES TREASURY DTD 07/15/2016 .7 2016-12-06 2016-12-13 17730 17987 -257 -257 10000. UNITED STATES TREASURY DTD 07/15/2015 .8 2016-07-27 2016-12-13 9964 10024 -60 -60 5000. UNITED HEALTH GROUP INC DTD 07/23/2015 1 2015-07-21 2016-12-13 5006 5001 5 5 30. VERIZON COMMUNICATIONS COM 2014-09-12 2016-12-13 1567 1386 181 181 40. WALMART STORES INC COM 2016-09-30 2016-12-13 2874 2843 31 31 30. WASTE MGMT INC DEL COM 2014-11-25 2016-12-13 2116 1456 660 660 43. WELLS FARGO & CO NEW COM 2012-08-17 2016-12-13 2395 1473 922 922 39. XILINX INC COM 2016-09-30 2016-12-13 2208 2102 106 106 30. EATON CORP PLC ISIN: IE00B8KQN827 SEDOL: 2016-04-21 2016-12-13 2063 1823 240 240 20. CHUBB LIMITED 2015-11-27 2016-12-13 2666 2306 360 360 20. LYONDELLBASELL INDUSTRIES - CL A SEDOL #B3SPXZ3 ISIN #NL0009434992 2013-09-20 2016-12-13 1786 1467 319 319 30. KRAFT HEINZ CO 2016-09-30 2016-12-14 2548 2664 -116 -116 36.78 FEDERAL HOME LOAN MTG CORP POOL #G01840 DTD 06/01/2005 5% 07/01/ 2011-08-11 2016-12-15 37 40 -3 -3 22.61 FEDERAL HOME LOAN MORTGAGE CORP POOL #G04774 DTD 10/01/2008 4.5% 2012-07-09 2016-12-15 23 24 -1 -1 41.96 FEDERAL HOME LOAN MORTGAGE CORP POOL #G14056 DTD 02/01/2011 4% 0 2011-08-11 2016-12-15 42 44 -2 -2 25.83 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08344 DTD 05/01/2009 4.5% 2012-04-06 2016-12-15 26 27 -1 -1 26.27 FEDERAL HOME LOAN MORTGAGE CORP POOL #G08463 DTD 10/01/2011 4% 1 2012-05-07 2016-12-15 26 28 -2 -2 272.76 FEDERAL HOME LOAN MORTGAGE CORP POOL# G08681 DTD 12/01/2015 3.5 2016-04-07 2016-12-15 273 284 -11 -11 156.89 FEDERAL HOME LOAN MORTGAGE CORP POOL #G18536 DTD 01/01/2015 2.5 2015-02-06 2016-12-15 157 162 -5 -5 31.22 FEDERAL HOME LOAN MORTGAGE CORP POOL #J12243 DTD 05/01/2010 4% 0 2014-01-08 2016-12-15 31 33 -2 -2 69.83 FEDERAL HOME LOAN MORTGAGE CORP POOL #J16353 DTD 08/01/2011 3.5% 2011-08-11 2016-12-15 70 73 -3 -3 87.76 FEDERAL HOME LOAN MORTGAGE CORP POOL #J17508 DTD 12/01/2011 3% 1 2016-07-08 2016-12-15 88 92 -4 -4 221.95 INVESCO INTERNATIONAL GROWTH FD CL R5 2016-12-13 2016-12-20 6803 6885 -82 -82 24.828 ARTISAN FUND INC MID CAP 2016-12-13 2016-12-20 921 927 -6 -6 406.384 BARON EMERGING MARKETS INST 2016-12-13 2016-12-20 4417 4560 -143 -143 20. BRISTOL MYERS SQUIBB CO 2015-04-20 2016-12-20 1185 1318 -133 -133 14. EXXON MOBIL CORP 2003-03-12 2016-12-20 1268 470 798 798 16. EXXON MOBIL CORP 2016-09-30 2016-12-20 1449 1392 57 57 14. GENERAL ELEC CO COM 2016-09-30 2016-12-20 449 416 33 33 33. GENERAL MILLS INC 2016-09-30 2016-12-20 2023 2117 -94 -94 431.416 MFS RESH INTL FD CL I 2016-12-13 2016-12-20 6773 6872 -99 -99 20. TARGET CORP COM 2016-09-30 2016-12-20 1550 1364 186 186 4. 3M CO COM 2016-09-30 2016-12-20 713 708 5 5 6. 3M CO COM 2009-03-02 2016-12-20 1069 261 808 808 20. WESTROCK COMPANY 2016-09-30 2016-12-20 1054 960 94 94 30.52 FEDERAL NATIONAL MORTGAGE ASSN POOL #190370 DTD 05/01/2006 6% 06 2011-05-06 2016-12-27 31 34 -3 -3 27.64 FEDERAL NATIONAL MORTGAGE ASSN POOL #357426 DTD 09/01/2003 5% 09 2016-02-05 2016-12-27 28 31 -3 -3 47.73 FEDERAL NATIONAL MORTGAGE ASSN POOL #AH6827 DTD 03/01/2011 4% 03 2011-08-09 2016-12-27 48 50 -2 -2 76.04 FEDERAL NATIONAL MORTGAGE ASSN POOL #AJ7715 DTD 12/01/2011 3% 12 2016-11-07 2016-12-27 76 80 -4 -4 50.01 FEDERAL NATIONAL MORTGAGE ASSN POOL #AJ9355 DTD 01/01/2012 3% 01 2013-08-07 2016-12-27 50 52 -2 -2 33.34 FEDERAL NATIONAL MORTGAGE ASSN POOL #AL0393 DTD 06/01/2011 4.5% 2011-11-04 2016-12-27 33 35 -2 -2 49.84 FEDERAL NATIONAL MORTGAGE ASSN POOL #A04144 DTD 06/01/2012 4% 06 2013-07-11 2016-12-27 50 52 -2 -2 63.34 FEDERAL NATIONAL MORTGAGE ASSN POOL #AQ0546 DTD 11/01/2012 3.5% 2013-07-08 2016-12-27 63 63 67.01 FEDERAL NATIONAL MORTGAGE ASSN POOL# AS6191 DTD 10/01/2015 3.5% 2016-03-07 2016-12-27 67 70 -3 -3 54.63 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2062 DTD 04/01/2013 2.5% 2014-03-07 2016-12-27 55 55 80.39 FEDERAL NATIONAL MORTGAGE ASSN POOL #AT2720 DTD 05/01/2013 3% 05 2015-02-06 2016-12-27 80 83 -3 -3 50.97 FEDERAL NATIONAL MORTGAGE ASSN POOL #AU3735 DTD 08/01/2013 3% 08 2014-11-07 2016-12-27 51 51 39.5 FEDERAL NATIONAL MORTGAGE ASSN POOL #735580 DTD 05/01/05 5% 06/01 2011-08-09 2016-12-27 40 43 -3 -3 41.47 FEDERAL NATIONAL MORTGAGE ASSN POOL #888 2009-04-06 2016-12-27 41 43 -2 -2 12.86 FEDERAL NATIONAL MORTGAGE ASSN POOL #889291 DTD 03/01/2008 5% 04 2011-05-10 2016-12-27 13 14 -1 -1 68.62 FEDERAL NATIONAL MORTGAGE ASSN POOL # 889414 6% 11/01/203 2009-04-06 2016-12-27 69 72 -3 -3 17.59 FEDERAL NATIONAL MORTGAGE ASSN POOL #985615 DTD 06/01/2008 5.5% 2012-03-06 2016-12-27 18 19 -1 -1 9.51 FEDERAL NATIONAL MORTGAGE ASSN POOL #AA7236 DTD 05/01/2009 4% 06/ 2012-02-07 2016-12-27 10 10 22.09 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0207 DTD 07/01/2010 4.5% 2012-06-07 2016-12-27 22 24 -2 -2 57.51 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE0981 DTD 02/01/2011 3.5% 2013-03-06 2016-12-27 58 61 -3 -3 53.18 FEDERAL NATIONAL MORTGAGE ASSN POOL #AE3066 DTD 09/01/2010 3.5% 2011-08-09 2016-12-27 53 55 -2 -2 CAPITAL GAIN DIVIDENDS P 276 45024 false 37183 741041 0.050177 37660 766676 0.049121 37058 759434 0.048797 37491 755266 0.049639 38217 764404 0.049996 0.24773 0.049546 707868 35072 559 35631 36872 X 559 0 559 0 559 196 2040 2236 0 1677 560 1117 false false false false false false false true true KY true false false false false true N/A REGIONS BANK TRUST DEPARTMENT 2516901024 11 N WATER STREET 25TH FLOOR MOBILE AL 36602 false false false false true false false false false false false false false false false false false false false false false false REGIONS BANK 151 MAJOR REYNOLDS PLACE KNOXVILLE TN 37919 TRUSTEE 1 10123 NONE 0 NONE 0 718648 0 0 718648 0 0 718648 10780 707868 35393 35393 559 559 34834 0 34834 0 34834 36872 0 0 0 0 36872 559 36313 34834 33947 2014 0 0 0 0 0 0 0 36872 33947 0 0 2925 0 0 0 0 0 0 0 0 31909 0 0 0 0 0 0 0 0 NONE NONE SOMERSET COMMUNITY COLLEGE 808 MONTICELLO RD SOMERSET KY 42501 6064516618 SOMERSET COMMUNITY COLLEGE SCHOLARSHIP APPLICATION MARCH 1- PRIORITY RANKING FOR FALL, JULY 1- FALL, JANUARY 1- SPRING STUDENTS ATTENDING SOMERSET COMMUNITY COLLEGE AND THEIR RESIDENCE IS PULASKI COUNTY, KY SOMERSET COMMUNITY COLLEGE ATTN CINDY CLOUSE 808 MONTICELLO RD SOMERSET KY 42501 NONE PC SCHOLARSHIP AWARDS 33947 33947 14 19320 18 45024 FEDERAL TAX REFUND 14 511 64855 64855 false false false false false false false false false false TAX PREPARATION FEE (NON-ALLOC 900 900 GOLDMAN SACHS GRP INC NOTE 4152 4434 TARGET CORP NOTE 4981 5069 AT&T 5.6% 5/15/18 4982 5252 CATERPILLAR INC 7.9% 12/15/18 4244 4465 COMCAST 5.7% 7/1/19 4016 4376 MERRILL LYNCH SER 6.875% 3985 4252 ORACLE CORP 5.75% 4/15/18 5089 5282 WACHOVIA 5.75% 6/15/17 4787 5095 CA INC 5.375% 12/1/19 4081 4320 PRUDENTIAL FIN 4.5% 11/15/20 3974 4286 GENERAL ELECTRIC 5.3% 2/11/21 4080 4436 INTEL CORP 3.3% 10/01/21 4981 5196 TOYOTA MTR CREDIT 3.4% 9/15/21 4987 5201 JOHN DEERE CAPITAL CORP 2.3% 4998 5054 FORD MOTOR CREDIT 1.724% 9926 9992 MOLSON COORS 3.5% 5036 5147 MORGAN STANLEY 3.7% 10023 10119 WALGREENS BOOTS ALLIANCE 3.8% 5026 5089 AMERICAN EXPRESS CREDIT CORPC 4996 5042 AMGEN INC CALLABLE DTD08/19/2 4992 4704 ANHEUSER-BUSCH INBEV FIN DTD0 10004 10014 CISCO SYSTEMS INC CALLABLE DTD 5001 4756 CITIGROUP INC DTD 10/26/20152 4994 5004 FIFTH THIRD BANK CALLABLE DTD 5004 4943 GILEAD SCIENCES INC CALLABLE D 4990 5070 GLAXOSMITHKLINE CAP PLC CALLAB 7020 7010 IBM CORP DTD 02/19/2016 3.45% 4984 5115 J P MORGAN CHASE & CO DTD04/2 4377 4371 KROGER CO/THE CALLABLE DTD10/ 4989 4645 MARATHON OIL CORP CALLABLE DTD 4368 4849 PEPSICO INC SERIES: 1 DTD10/1 4993 4997 SHELL INTL FIN DTD 05/10/2016 4989 4955 SUNTRUST BKS INC CALLABLE DTD 4996 5002 TEVA PHARMACEUTICALS NE DTD07 5012 4733 TORONTO-DOMINION BANK SERIES M 5080 5077 VALERO ENERGY CORP CALLABLE D 4946 4790 VERIZON COMMUNICATIONS CALLABL 4987 4603 EXXON MOBIL CORP 3915 4513 INTEL CORP 901 2067 PEPSICO INC 2586 4185 CISCO SYSTEMS INC 2504 3022 QUALCOMM INC 2465 3260 3M CO 3541 3571 CHEVRON CORP 3422 3884 GENERAL ELECTRIC 2970 3160 MERCK & CO INC NEW 5239 5887 BLACKROCK INC 2987 3805 JP MORGAN CHASE & CO 3040 6903 PRUDENTIAL FINANCIAL INC 4711 6244 TARGET CORP 2047 2167 VERIZON COMMUNICATIONS 2382 2722 WELLS FARGO & CO 3517 5511 NEXTERA ENERGY, INC. 1862 2867 SCHLUMBERGER LTD 3248 3526 WAL-MART STORES INC. 3136 3456 INVESCO LTD 2287 2124 LYONDELLBASELL INDUSTRIES CL-A 2553 2745 WASTE MANAGEMENT INC 2327 2624 AT&T INC 3681 4040 AMERICAN EUROPACIFIC GRTH-F2 16015 17082 ALLIANT CORP 2704 2614 ALTRIA GROUP INC 2249 2502 AQR MANAGED FUTURES STRATEGYF 10000 9873 ARTISAN MID CAP FUND INVESTOR 9073 8840 BARON EMERGING MARKETS INST 15440 15110 BB&T CORP 2070 2586 BRISTOL MYERS SQUIBB CO 1186 1052 CALAMOS MARKET NEU INC FD-I 30000 29339 CHUBB LIMITED 3748 4096 COCA COLA CO 2367 2280 DOMINION RES INC VA 2706 2757 DRIEHAUS ACTIVE INCOME FUND 30000 30030 EATON CORP PLC ISIN:IE00B8KQN 2436 2617 ELI LILLY & CO 2175 1986 FASTENAL CO 905 1034 FHLM #G01840 DTD 06/01/2005 5 1758 1778 FHLM #G04774 DTD 10/01/2008 4 1056 1059 FHLM #G08344 DTD 05/01/2009 4 861 872 FHLM #G08463 DTD 10/01/2011 4 1493 1488 FHLM #G14056 DTD 02/01/2011 4 1570 1561 FHLM #G18536 DTD 01/01/2015 2 8196 7967 FHLM #J12243 DTD 05/01/2010 4 1016 1005 FHLM #J16353 DTD 08/01/2011 3 2403 2400 FHLM #J17508 DTD 12/01/2011 3 4350 4243 FHLM# G08681 DTD 12/01/2015 3 13322 13109 FNMA # 889414 6%11/01 6194 6780 FNMA #190370 DTD 05/01/2006 6 1339 1379 FNMA #357426 DTD 09/01/2003 5 1632 1603 FNMA #735580 DTD 05/01/05 5% 1830 1849 FNMA #888249 5% 07/01/2020 852 846 FNMA #889291 DTD 03/01/2008 5 715 713 FNMA #985615 DTD 06/01/2008 5 784 806 FNMA #A04144 DTD 06/01/2012 4 1920 1956 FNMA #AA7236 DTD 05/01/2009 4 1281 1278 FNMA #AE0207 DTD 07/01/2010 4 1280 1288 FNMA #AE0981 DTD 02/01/2011 3 2523 2464 FNMA #AE3066 DTD 09/01/2010 3 2007 2017 FNMA #AH6827 DTD 03/01/2011 4 1900 1910 FNMA #AJ7715 DTD 12/01/2011 3 4983 4884 FNMA #AJ9355 DTD 01/01/2012 3 2773 2767 FNMA #AL0393 DTD 06/01/2011 4 1562 1589 FNMA #AQ0546 DTD 11/01/2012 3 2796 2890 FNMA #AT2062 DTD 04/01/2013 2 3059 3063 FNMA #AT2720 DTD 05/01/2013 3 8811 8552 FNMA #AU3735 DTD 08/01/2013 3 3851 3853 FNMA# AS6191 DTD 10/01/2015 3 4712 4622 GALLAGHER ARTHUR J & CO 2240 2286 HASBRO INC 2144 2100 HELMERICH & PAYNE INC 790 929 HOLLYFRONTIER CORPORATION 928 1278 INVESCO INTERNATIONAL GROWTH F 8115 8055 KAR AUCTION SERVICES INC. 2110 2088 KRAFT HEINZ CO 3661 3580 LOCKHEED MARTIN CORP 2527 2499 MAINGATE MLP FUND 10000 10356 MFS RESH INTL FD CL I 8128 8031 MICROSOFT CORP 2537 2734 OCCIDENTAL PETE CORP 2113 2066 PFIZER INC 3823 3573 PNC FINANCIAL SERVICES 1795 2339 RAYTHEON CO 2055 2130 REGAL ENTMT GROUP CL A 2130 2019 REPUBLIC SVCS INC CL A 2223 2510 SOUTHERN CO 1907 2017 SWAN DEFINED RISK FUND 20000 19605 US BANCORP DEL 2148 2569 WESTROCK COMPANY 1200 1269 WILLIAM BLAIR MACRO ALLOCATION 10000 9811 XILINX INC 2155 2415 92010 92351 MISC-SMT001058 ONE RING 1 1 1 TIMING DIFFERENCE 1 ROUNDING 322 FEDERAL TAX REFUND 511 0 FOREIGN TAXES ON QUALIFIED FOR 24 24 0 FOREIGN TAXES ON NONQUALIFIED 2 2 0