2017-10-25T17:00:20-05:00 2017-05-31 135565207 KPMG LLP 2020 N CENTRAL AVE STE 700 PHOENIX AZ 85004 990PF 2016-06-01 311605979 DELONG-SWEET CHARITABLE FOUNDATION CO DELO 6196525725 PO BOX 75000 DETROIT MI 482757874 JAMES DELONG TRUSTEE 6196525725 2017-10-12 CHRISTOPHER L GILLAM P01212487 8558073423 2017-10-12 199.207.253.96 P A91DEAA7C537B2A9B376FDB53B7AEAB749DE068A BC9FBFACE7276BDC66B67C9D924766EC813EBE3C 2016 2021-01-29 14:40:06Z X 8597895 213588 213588 668386 4335875 668386 0 5694 -11975 887668 869999 66000 33000 33000 0 0 0 0 0 0 900 450 0 450 95511 95511 0 0 3042 3042 0 0 0 3772 1886 0 1886 0 0 367 367 169592 134256 0 35336 411000 411000 580592 134256 0 446336 307076 735743 0 196701 79183 79183 0 0 0 4394689 4377262 5481407 2256866 2492096 2517144 296720 501745 520161 7144976 7450286 8597895 0 X 7144976 7450286 7144976 7450286 7144976 7450286 7144976 307076 5 7452057 1771 7450286 4000. AFLAC INC 3.625% 11/15/2024 2014-12-11 2017-03-22 4114 4058 56 56 152. AIA GROUP LTD ADR 2015-10-13 2017-03-22 3912 3231 681 681 1000. AOL TIME WARNER 7.625% DUE 04/15/2031 2013-02-12 2016-09-14 1397 1327 70 70 10000. AOL TIME WARNER 7.625% DUE 04/15/2031 2013-02-12 2016-12-14 13428 12056 1372 1372 5000. AT&T INC 3.4% 05/15/2025-2025 2015-06-22 2017-03-22 4825 4795 30 30 7. ACADIA RLTY TR 2014-11-21 2016-10-27 234 220 14 14 26. ACADIA RLTY TR 2016-09-27 2016-10-27 868 969 -101 -101 398. ADVANCED SEMICONDUCTOR E ADR 2016-08-24 2017-03-22 2564 2392 172 172 17. ALEXANDER & BALDWIN INC NEW 2014-03-26 2016-10-27 645 725 -80 -80 28. ALEXANDER & BALDWIN INC NEW 2015-01-27 2016-11-14 1202 1158 44 44 13. ALEXANDER & BALDWIN INC NEW 2015-01-27 2017-03-24 560 514 46 46 14. ALEXANDER & BALDWIN INC NEW 2015-01-27 2017-05-18 574 526 48 48 21. ALIBABA GROUP HLDG LTD ADR 2015-06-17 2016-06-15 1645 1820 -175 -175 11. ALIBABA GROUP HLDG LTD ADR 2014-09-19 2016-09-21 1164 1022 142 142 19. ALIBABA GROUP HLDG LTD ADR 2014-09-19 2016-10-03 1998 1765 233 233 12. ALIBABA GROUP HLDG LTD ADR 2014-09-19 2016-12-08 1107 1115 -8 -8 216. ALIBABA GROUP HLDG LTD ADR 2015-06-24 2017-03-22 22607 19559 3048 3048 9. ALIBABA GROUP HLDG LTD ADR 2015-06-24 2017-05-25 1106 769 337 337 10. ALLIANCE DATA SYS CORP 2016-05-31 2017-03-22 2402 2196 206 206 4. ALLIANCE DATA SYS CORP 2016-05-31 2017-05-01 1015 874 141 141 2. ALPHABET INC CL C 2014-12-02 2016-07-25 1477 1064 413 413 2. ALPHABET INC CL C 2016-08-10 2016-11-30 1514 1570 -56 -56 1. ALPHABET INC CL C 2015-08-26 2016-12-22 792 618 174 174 30. ALPHABET INC CL C 2015-07-09 2017-03-22 24909 11182 13727 13727 1. ALPHABET INC CL C 2011-07-01 2017-04-24 859 256 603 603 1. ALPHABET INC CL C 2016-04-28 2017-05-25 967 711 256 256 2. ALPHABET INC CL A 2011-07-01 2016-06-16 1436 516 920 920 10. ALPHABET INC CL A 2011-07-01 2016-08-10 8084 2578 5506 5506 12. ALPHABET INC CL A 2011-07-01 2017-03-22 10202 3094 7108 7108 1. ALPHABET INC CL A 2011-07-01 2017-05-25 990 258 732 732 3. AMAZON COM INC 2015-05-04 2016-06-15 2156 1275 881 881 32. AMAZON COM INC 2015-05-04 2017-03-22 26944 11734 15210 15210 2. AMAZON COM INC 2015-01-09 2017-05-25 1993 341 1652 1652 36. AMERICAN ASSETS TR INC (REIT) 2016-05-03 2016-10-27 1384 1454 -70 -70 15. AMERICAN CAMPUS COMMUNITIES INC (REIT) 2012-12-04 2016-07-01 790 678 112 112 17. AMERICAN CAMPUS COMMUNITIES INC (REIT) 2015-07-29 2016-10-27 851 653 198 198 67. AMERICAN EXPRESS CO 2011-07-01 2017-03-22 5218 3505 1713 1713 35. AMERICAN HOMES 4 RENT 2015-06-24 2016-08-18 784 580 204 204 46. AMERICAN HOMES 4 RENT 2015-06-24 2016-10-27 947 761 186 186 26. AMERICAN HOMES 4 RENT 2013-09-23 2016-12-21 527 429 98 98 24. AMERICAN INTL GROUP INC 2013-06-27 2016-11-30 1531 1064 467 467 12. AMERICAN INTL GROUP INC 2013-02-20 2016-12-22 796 461 335 335 80. AMERICAN INTL GROUP INC 2013-02-20 2017-03-09 5073 2968 2105 2105 199. AMERICAN INTL GROUP INC 2012-10-26 2017-03-22 12223 6910 5313 5313 6. AMGEN INC 2011-07-01 2016-06-15 918 349 569 569 45. AMGEN INC 2011-07-01 2017-03-22 7513 2619 4894 4894 4000. AMGEN INC 2.2% 05/22/2019-2019 2014-05-22 2017-03-22 4027 4000 27 27 46. ANALOG DEVICES INC 2011-07-01 2017-03-22 3769 1839 1930 1930 4000. ANHEUSER BUSCH COS INC 6.45% 09/01/2037 2013-02-12 2017-03-22 5118 4738 380 380 7000. ANHEUSER BUSCH COS INC 6.45% 09/01/2037 2008-11-21 2017-03-27 9250 5610 3640 3640 98. APACHE CORP 2017-03-16 2017-03-22 4939 4919 20 20 3000. APPLE INC 2.4% 05/03/2023 2013-05-09 2016-09-14 3042 2964 78 78 4000. APPLE INC 2.4% 05/03/2023 2013-05-09 2017-03-22 3929 3952 -23 -23 183. APPLIED MATLS INC 2015-08-07 2016-07-11 4623 3095 1528 1528 179. APPLIED MATLS INC 2015-09-02 2016-07-19 4760 2800 1960 1960 314. APPLIED MATLS INC 2015-09-24 2016-08-01 8238 4639 3599 3599 74. ARAMARK HLDGS CORP 2016-12-07 2017-03-22 2704 2700 4 4 3. ARAMARK HLDGS CORP 2016-12-07 2017-04-03 110 108 2 2 2. ARES CAPITAL CORP 2013-07-23 2016-11-30 32 35 -3 -3 218. ARES CAPITAL CORP 2015-06-18 2017-03-22 3752 3644 108 108 8. ARES CAPITAL CORP 2015-01-23 2017-04-03 140 124 16 16 86. ARM HOLDINGS PLC-SPONS ADR 2014-11-18 2016-07-20 5678 2904 2774 2774 1. ARM HOLDINGS PLC-SPONS ADR 2012-05-10 2016-07-28 66 24 42 42 70. ARM HOLDINGS PLC-SPONS ADR 2012-05-10 2016-08-01 4630 1708 2922 2922 41. ARM HOLDINGS PLC-SPONS ADR 2012-05-10 2016-08-02 2733 1000 1733 1733 74. ARM HOLDINGS PLC-SPONS ADR 2012-05-10 2016-08-02 4927 1806 3121 3121 25. ARM HOLDINGS PLC-SPONS ADR 2012-05-10 2016-08-03 1684 610 1074 1074 86. ARM HOLDINGS PLC-SPONS ADR 2012-05-10 2016-08-23 5742 2099 3643 3643 58. ARM HOLDINGS PLC-SPONS ADR 2016-04-20 2016-09-22 3863 2418 1445 1445 173. ARM HOLDINGS PLC-SPONS ADR 2012-05-10 2016-09-22 11522 3561 7961 7961 15. ASHTEAD GROUP PLC ADR 2015-05-13 2016-07-26 943 1113 -170 -170 21. ASHTEAD GROUP PLC ADR 2015-05-13 2016-08-26 1384 1558 -174 -174 119. ASHTEAD GROUP PLC ADR 2015-08-18 2016-11-09 8309 8115 194 194 16. AUTODESK INC (DEL) 2012-04-16 2016-06-15 908 654 254 254 143. AUTODESK INC (DEL) 2013-05-17 2017-03-22 11936 4786 7150 7150 8. AUTODESK INC (DEL) 2012-05-18 2017-05-25 909 242 667 667 37. AUTOMATIC DATA PROCESSING INC 2011-07-01 2017-03-22 3818 1730 2088 2088 6. AVALONBAY COMMUNITIES INC REITS 2015-07-29 2016-09-27 1098 1013 85 85 9. AVALONBAY COMMUNITIES INC REITS 2016-05-02 2016-10-27 1482 1609 -127 -127 10. AVALONBAY COMMUNITIES INC REITS 2015-02-27 2016-10-27 1647 1517 130 130 24. AVERY DENNISON CORP 2014-12-02 2017-03-22 1887 1194 693 693 4000. BP CAPITAL MARKETS PLC 3.814% 02/10/2024 2016-11-03 2017-03-22 4124 4259 -135 -135 12000. BP CAPITAL MARKETS PLC 3.062% 03/17/2022 2015-04-15 2016-11-03 12496 12283 213 213 27. BAKER HUGHES INC 2016-12-12 2017-03-22 1642 1788 -146 -146 48. BANK OF AMERICA CORP 2016-10-20 2016-12-22 1083 796 287 287 301. BANK OF AMERICA CORP 2016-10-20 2017-03-22 6875 4989 1886 1886 4000. BANK AMER FDG CORP SR NT 2% 01/11/2018 2013-11-19 2017-03-22 4010 4001 9 9 4000. BANK AMER FDG CORP 3.124% 01/20/2023-202 2017-02-01 2017-03-22 4014 3996 18 18 4000. BANK MONTREAL MEDIUM TERM SR NTS 1.9% 08 2016-10-28 2017-03-22 3900 3965 -65 -65 4000. BANK OF NEW YORK CO 3.65% 02/04/2024-202 2014-02-05 2017-03-22 4160 4031 129 129 8000. BARRICK NORTH AMER FIN LLC 4.4% 05/30/20 2014-10-31 2016-08-05 8760 8177 583 583 18. BAXTER INTERNATIONAL INC 2016-12-09 2017-01-04 806 802 4 4 279. BAXTER INTERNATIONAL INC 2016-01-27 2017-03-22 14298 10299 3999 3999 61. BAXTER INTERNATIONAL INC 2016-04-22 2017-05-03 3386 2656 730 730 67. BAXTER INTERNATIONAL INC 2016-04-22 2017-05-25 3968 2646 1322 1322 28. BAYER AG ADR 2016-02-19 2017-03-22 3177 3155 22 22 5. BLACKROCK INC 2015-07-21 2016-11-30 1846 1766 80 80 25. BLACKROCK INC 2015-07-21 2016-12-23 9682 7793 1889 1889 25. BLACKROCK INC 2013-12-17 2017-03-22 9309 6962 2347 2347 3. BLACKROCK INC 2013-06-27 2017-04-17 1146 791 355 355 10152.284 BLACKROCK STRATEGIC INCOME OPPORTUNITIES 2015-05-29 2017-01-18 100000 102739 -2739 -2739 24.495 BLACKROCK STRATEGIC INCOME OPPORTUNITIES 2017-02-28 2017-03-21 243 243 3303.643 BLACKROCK STRATEGIC INCOME OPPORTUNITIES 2013-11-26 2017-03-21 32706 33400 -694 -694 1. BLOCK H & R INC 2016-02-08 2016-11-30 22 35 -13 -13 250. BLOCK H & R INC 2016-06-13 2016-12-07 5871 6739 -868 -868 439. BOEING CO COMMON 2011-01-05 2016-09-28 57680 29233 28447 28447 7. BOSTON PROPERTYS INC 2015-06-24 2016-09-27 972 878 94 94 15. BOSTON PROPERTYS INC 2015-08-27 2016-10-27 1786 1696 90 90 11. BOSTON PROPERTYS INC 2016-05-27 2016-10-27 1309 1377 -68 -68 9. BOSTON PROPERTYS INC 2006-10-02 2016-11-14 1135 928 207 207 330. BRITISH AMERN TOB PLC SPONSORED ADR 2016-02-09 2017-03-21 21361 17951 3410 3410 21. BROADRIDGE FINL SOLUTIONS INC 2014-08-19 2016-08-08 1441 865 576 576 38. BROADRIDGE FINL SOLUTIONS INC 2014-10-08 2016-08-19 2547 1565 982 982 1. BROADRIDGE FINL SOLUTIONS INC 2014-10-08 2016-11-30 66 41 25 25 53. BROADRIDGE FINL SOLUTIONS INC 2015-12-11 2017-02-03 3638 2291 1347 1347 72. BURBERRY GROUP PLC ADR 2017-02-15 2017-03-22 1591 1503 88 88 18. CDW CORP 2015-07-30 2016-11-30 927 638 289 289 161. CDW CORP 2015-07-30 2017-03-22 9330 5706 3624 3624 11. C H ROBINSON WORLDWIDE INC 2016-05-17 2016-12-22 819 802 17 17 70. C H ROBINSON WORLDWIDE INC 2016-05-17 2017-03-22 5442 5106 336 336 4000. CSX CORP 2.6% 11/01/2026-2026 2016-10-28 2017-03-22 3749 3936 -187 -187 186. CVS CORPORATION (DEL) 2016-10-12 2017-03-21 14635 16291 -1656 -1656 1. CACI INTL INC CL A 2014-02-14 2016-11-30 130 73 57 57 2. CACI INTL INC CL A 2014-02-14 2016-12-20 252 146 106 106 18. CACI INTL INC CL A 2014-02-14 2017-03-22 2200 1302 898 898 8. CAMDEN PPTY TR 2016-07-22 2016-09-27 700 721 -21 -21 1. CAMDEN PPTY TR 2015-07-29 2016-09-27 88 78 10 10 20. CAMDEN PPTY TR 2015-07-29 2016-10-27 1547 1492 55 55 8. CAMDEN PPTY TR 2015-11-30 2016-12-19 658 616 42 42 211. CAMECO CORP 2014-12-24 2017-03-22 2263 4131 -1868 -1868 23. CP RAILWAY LIMITED 2015-03-13 2017-03-22 3315 4278 -963 -963 5. CP RAILWAY LIMITED 2016-08-23 2017-03-22 721 766 -45 -45 13. CAPITAL ONE FINANCIAL CORP 2012-01-24 2016-12-22 1162 594 568 568 65. CAPITAL ONE FINANCIAL CORP 2012-01-24 2017-03-22 5442 2968 2474 2474 13000. CAPITAL ONE FINL CORP 6.15% 09/01/2016 2013-07-23 2016-09-01 13000 13000 20. CARMAX INC 2015-06-24 2016-11-30 1152 1365 -213 -213 11. CARMAX INC 2015-06-24 2017-01-25 747 751 -4 -4 150. CARMAX INC 2016-01-06 2017-03-22 8962 8037 925 925 25. CARNIVAL PLC ADR 2015-05-12 2016-12-08 1315 1166 149 149 92. CARNIVAL PLC ADR 2015-02-17 2017-03-22 5187 3860 1327 1327 51. CARPENTER TECHNOLOGY CORP 2013-05-09 2016-12-07 1911 2502 -591 -591 17. CATALENT INC 2016-01-13 2016-06-27 360 417 -57 -57 9. CATALENT INC 2016-01-11 2016-06-28 195 216 -21 -21 16. CATALENT INC 2014-09-25 2016-06-28 347 397 -50 -50 61. CATALENT INC 2014-09-25 2017-01-31 1611 1504 107 107 76. CATALENT INC 2014-09-24 2017-03-22 2106 1833 273 273 94. CATERPILLAR INC 2013-12-13 2016-10-20 8140 7971 169 169 56. CATERPILLAR INC 2015-07-07 2016-11-09 5039 4642 397 397 23. CATERPILLAR INC 2015-03-05 2016-11-28 2196 1876 320 320 10. CATERPILLAR INC 2015-03-05 2016-11-30 955 813 142 142 8. CATERPILLAR INC 2015-03-05 2017-01-25 786 651 135 135 99. CATERPILLAR INC 2015-03-25 2017-03-22 9110 8035 1075 1075 40. CATERPILLAR INC 2015-03-25 2017-04-25 4136 3200 936 936 4000. CATERPILLAR FINL SVCS CORP 1.35% 05/18/2 2016-05-20 2017-03-22 3957 3989 -32 -32 6. CENTENE CORP 2016-07-14 2016-11-10 334 430 -96 -96 27. CENTENE CORP 2016-07-14 2017-03-22 1813 1908 -95 -95 18. CERNER CORP 2016-04-22 2017-01-25 936 1051 -115 -115 95. CERNER CORP 2015-12-09 2017-03-22 5340 5719 -379 -379 44. CERNER CORP 2016-05-03 2017-03-22 2473 2510 -37 -37 5. CHARTER COMMUNICATIONS INC NEW 2015-10-22 2016-11-30 1365 996 369 369 3. CHARTER COMMUNICATIONS INC NEW 2015-10-22 2016-12-22 866 598 268 268 54. CHARTER COMMUNICATIONS INC NEW 2016-03-16 2017-03-22 17330 10999 6331 6331 34. CHATHAM LODGING TRUST (REIT) 2016-09-27 2016-10-27 603 662 -59 -59 27. CHATHAM LODGING TRUST (REIT) 2015-02-27 2016-10-31 478 748 -270 -270 2. CHATHAM LODGING TRUST (REIT) 2016-09-27 2016-10-31 35 39 -4 -4 41. CHATHAM LODGING TRUST (REIT) 2014-09-24 2017-03-24 789 946 -157 -157 14. CHATHAM LODGING TRUST (REIT) 2014-09-24 2017-05-03 276 323 -47 -47 52. CHATHAM LODGING TRUST (REIT) 2015-09-30 2017-05-15 988 1140 -152 -152 3. CHEMICAL FINL CORP 2016-04-21 2016-06-24 111 115 -4 -4 2. CHEMICAL FINL CORP 2016-04-21 2016-06-27 71 77 -6 -6 8. CHEMICAL FINL CORP 2016-04-19 2016-06-27 281 298 -17 -17 1. CHEMICAL FINL CORP 2016-04-19 2016-06-28 35 37 -2 -2 2. CHEMICAL FINL CORP 2016-04-19 2016-11-30 104 75 29 29 53. CHEMICAL FINL CORP 2016-03-08 2017-03-22 2612 1890 722 722 2. CHEMICAL FINL CORP 2016-02-26 2017-04-03 101 69 32 32 24. CHEMICAL FINL CORP 2016-02-29 2017-05-01 1159 817 342 342 67. CISCO SYS INC 2011-07-01 2016-06-15 1927 1063 864 864 559. CISCO SYS INC 2011-07-01 2017-03-22 18934 8870 10064 10064 30. CISCO SYS INC 2011-07-01 2017-05-25 946 476 470 470 19. CITIGROUP INC 2014-02-14 2016-11-30 1074 942 132 132 12. CITIGROUP INC 2014-02-14 2017-01-04 737 595 142 142 172. CITIGROUP INC 2014-02-20 2017-03-22 9904 8511 1393 1393 32. CITIGROUP INC 2017-02-14 2017-03-22 1843 1922 -79 -79 4000. CITIGROUP INC 4.6% 03/09/2026 2016-03-09 2017-03-22 4115 4000 115 115 32. COCA COLA CO 2014-02-10 2016-06-15 1447 1229 218 218 395. COCA COLA CO 2015-12-14 2017-03-21 16804 16669 135 135 265. COCA COLA CO 2015-09-16 2017-03-22 11223 10199 1024 1024 14. COCA COLA CO 2014-02-10 2017-05-25 635 537 98 98 45. COGNIZANT TECHNOLOGY SOLUTIONS 2016-05-17 2017-03-22 2647 2782 -135 -135 12430.4418 COHEN & STEERS INTL RLTY FD 2015-06-30 2016-10-26 137232 113985 23247 23247 321.847 COHEN & STEERS INTL RLTY FD 2016-06-30 2016-10-26 3553 3512 41 41 280. COLGATE PALMOLIVE CO 2010-10-26 2017-03-21 20690 10710 9980 9980 63. COMCAST CORP CL A 2017-03-09 2017-03-22 2327 2355 -28 -28 162. COMCAST CORP CL A 2014-03-24 2017-03-22 5985 2111 3874 3874 5000. COMCAST CORP 3% 02/01/2024-2024 2017-01-09 2017-03-22 4976 5001 -25 -25 5. COMMSCOPE HLDG CO INC 2014-02-03 2016-06-27 141 91 50 50 26. COMMSCOPE HLDG CO INC 2014-02-03 2016-06-27 735 473 262 262 3. COMMSCOPE HLDG CO INC 2014-02-03 2016-06-28 86 55 31 31 33. COMMSCOPE HLDG CO INC 2014-02-03 2016-06-28 954 600 354 354 35. COMMSCOPE HLDG CO INC 2014-02-04 2017-03-22 1394 625 769 769 2. COMMUNITY HEALTH SYSTEMS 2014-11-14 2016-11-30 11 76 -65 -65 122. COMMUNITY HEALTH SYSTEMS 2014-11-17 2016-12-08 691 4336 -3645 -3645 13000. CONOCOPHILLIPS CDA FDG CO I 5.625% 10/15 2013-07-23 2016-06-15 13187 13123 64 64 4000. CONOCOPHILLIPS CO 4.2% 03/15/2021-2021 2016-06-15 2017-03-22 4232 4259 -27 -27 7. CONTINENTAL AG ADR 2015-02-17 2017-02-13 284 305 -21 -21 18. CONTINENTAL AG ADR 2016-07-26 2017-02-13 729 738 -9 -9 62. CONTINENTAL AG ADR 2014-12-08 2017-03-22 2584 2493 91 91 1. CONTINENTAL RES INC OKLA 2016-07-21 2016-11-30 58 46 12 12 52. CONTINENTAL RES INC OKLA 2016-07-21 2017-03-22 2273 2373 -100 -100 243. CRANE CO 2015-02-17 2017-03-21 17790 16633 1157 1157 234. CREDIT SUISSE GROUP-SPON ADR 2015-08-18 2017-03-22 3478 6656 -3178 -3178 4. CROWN HOLDINGS INC 2014-10-31 2016-11-30 221 191 30 30 22. CROWN HOLDINGS INC 2014-10-31 2016-12-07 1155 1050 105 105 49. CROWN HOLDINGS INC 2014-10-31 2017-03-22 2595 1964 631 631 2. CROWN HOLDINGS INC 2010-10-08 2017-04-03 106 57 49 49 19. CUBESMART 2016-01-29 2016-10-27 476 594 -118 -118 43. CUBESMART 2015-09-30 2016-10-27 1077 1145 -68 -68 34. CUMMINS ENGINE INC 2015-03-26 2016-08-03 4163 4648 -485 -485 40. CUMMINS ENGINE INC 2015-04-20 2016-08-15 5091 5433 -342 -342 70. CUMMINS ENGINE INC 2015-06-04 2016-10-20 8861 9268 -407 -407 21. CUMMINS ENGINE INC 2014-10-07 2016-11-09 2792 2728 64 64 18. CUMMINS ENGINE INC 2015-07-20 2016-11-28 2530 2327 203 203 36. CUMMINS ENGINE INC 2015-08-21 2016-12-09 5121 4513 608 608 68. CUMMINS ENGINE INC 2015-10-28 2017-02-09 10301 7559 2742 2742 24. CUMMINS ENGINE INC 2015-12-02 2017-03-22 3624 2439 1185 1185 28. CYRUSONE INC 2017-01-17 2017-03-22 1405 1368 37 37 19. DBS GROUP HLDGS LTD SPONSORED ADR 2015-06-24 2017-02-13 1015 1171 -156 -156 46. DBS GROUP HLDGS LTD SPONSORED ADR 2014-11-18 2017-03-22 2455 2494 -39 -39 42. DDR CORP 2016-07-01 2016-10-27 641 767 -126 -126 15. DANONE SPONSORED ADR 2015-06-18 2016-06-15 205 207 -2 -2 86. DANONE SPONSORED ADR 2011-07-01 2016-06-15 1174 1286 -112 -112 855. DANONE SPONSORED ADR 2013-11-26 2017-03-22 11812 12779 -967 -967 84. DEERE & CO 2016-10-03 2017-03-22 9182 7151 2031 2031 12000. DEERE JOHN CAP CORP 1.2% 10/10/2017 2013-02-12 2017-03-14 11992 12011 -19 -19 4000. DEERE JOHN CAP CORP 2.65% 01/06/2022 2017-03-14 2017-03-22 4012 3982 30 30 6000. DEUTSCHE BK AG GLOBAL MEDIUM TER 3.125% 2016-04-11 2016-09-30 5802 5981 -179 -179 2000. DEUTSCHE BK AG GLOBAL MEDIUM TER 3.125% 2016-04-11 2017-03-22 2001 1994 7 7 148. DIAGEO PLC SPNSRD ADR NEW 2014-09-04 2017-03-21 17286 17959 -673 -673 23. DIAGEO PLC SPNSRD ADR NEW 2017-02-13 2017-03-22 2673 2619 54 54 21. DOCTOR REDDY'S LAB ADR 2015-02-17 2016-08-23 955 1050 -95 -95 35. DOCTOR REDDY'S LAB ADR 2014-06-03 2017-03-22 1370 1389 -19 -19 61. DOCTOR REDDY'S LAB ADR 2014-06-03 2017-04-17 2509 2421 88 88 29. DOUGLAS EMMETT INC 2013-02-20 2016-10-27 1037 692 345 345 36. DUPONT FABROS TECHNOLOGY INC (REIT) 2016-07-22 2016-10-27 1416 1601 -185 -185 20. DUPONT FABROS TECHNOLOGY INC (REIT) 2016-05-02 2016-11-14 789 807 -18 -18 10. DUPONT FABROS TECHNOLOGY INC (REIT) 2014-11-21 2017-04-25 500 311 189 189 258. E TRADE 2016-04-08 2016-12-14 9038 5963 3075 3075 74. E TRADE 2015-08-26 2016-12-14 2592 1807 785 785 30. EASTERLY GOVT PPTYS INC 2016-08-23 2016-10-27 567 586 -19 -19 12000. EBAY INC 3.8% 03/09/2022-2022 2016-03-30 2017-01-06 12379 12249 130 130 56. EMPIRE ST RLTY TR INC CL A 2013-10-15 2016-10-27 1083 763 320 320 11000. ENERGY TRANSFER PARTNERS L P SR NT 4.65% 2014-09-18 2016-11-08 11710 11463 247 247 2000. ENERGY TRANSFER PARTNERS L P SR NT 4.65% 2016-05-09 2016-11-08 2129 2011 118 118 5000. ENERGY TRANSFER PARTNERS L P 4.05% 03/15 2016-11-08 2017-03-22 4927 4879 48 48 3000. ENTERPRISE PRODS OPER LLC GTD SR NT 2.55 2015-04-14 2017-03-22 3023 3042 -19 -19 1000. ENTERPRISE PRODS OPER LLC GTD SR NT 2.55 2016-07-11 2017-03-22 1008 1025 -17 -17 50. ENVISION HEALTHCARE CORP 2016-12-19 2017-03-22 3071 3365 -294 -294 2. ENVISION HEALTHCARE CORP 2016-11-04 2017-04-03 122 129 -7 -7 4. ENVISION HEALTHCARE CORP 2016-11-04 2017-04-26 223 255 -32 -32 20. ENVISION HEALTHCARE CORP 2014-11-14 2017-04-26 1116 976 140 140 3. EQUITY LIFESTYLE PROPERTIES (REIT) 2009-09-21 2016-10-27 218 69 149 149 9. EQUITY LIFESTYLE PROPERTIES (REIT) 2016-08-18 2016-10-27 653 702 -49 -49 8. EQUITY LIFESTYLE PROPERTIES (REIT) 2009-09-21 2017-01-23 599 184 415 415 11. EQUITY RESIDENTIAL PROPERTIES TR (REIT) 2016-03-31 2016-07-25 771 824 -53 -53 11. EQUITY RESIDENTIAL PROPERTIES TR (REIT) 2016-07-01 2016-10-25 665 765 -100 -100 8. EQUITY RESIDENTIAL PROPERTIES TR (REIT) 2016-07-01 2016-10-27 479 552 -73 -73 46. EQUITY RESIDENTIAL PROPERTIES TR (REIT) 2015-07-30 2016-10-27 2755 2970 -215 -215 8. EQUITY RESIDENTIAL PROPERTIES TR (REIT) 2013-08-23 2017-04-25 515 384 131 131 8. EQUITY RESIDENTIAL PROPERTIES TR (REIT) 2007-07-12 2017-05-23 522 363 159 159 25. ESSILOR INTL ADR 2017-02-13 2017-03-22 1500 1455 45 45 58. EXPEDIA INC DEL 2016-12-14 2017-03-22 7366 6979 387 387 19. EXPEDIA INC DEL 2016-08-17 2017-05-03 2620 2069 551 551 12. EXPEDIA INC DEL 2016-07-06 2017-05-15 1710 1268 442 442 11. EXPEDIA INC DEL 2016-07-06 2017-05-16 1601 1162 439 439 23. EXPEDITORS INTERNATIONAL 2013-05-07 2016-06-15 1117 888 229 229 200. EXPEDITORS INTERNATIONAL 2013-06-11 2017-03-22 11092 7695 3397 3397 4000. EXPRESS SCRIPTS HLDG CO 3% 07/15/2023-20 2016-08-22 2017-03-22 3871 4069 -198 -198 47. EXTENDED STAY AMER INC 2015-12-22 2016-08-19 680 792 -112 -112 73. EXTENDED STAY AMER INC 2016-05-31 2016-10-27 985 1124 -139 -139 540. EXXON MOBIL CORP COMMON STOCK 2016-05-10 2017-01-27 46137 48314 -2177 -2177 21. FACEBOOK INC 2012-07-27 2016-06-15 2420 512 1908 1908 183. FACEBOOK INC 2012-11-21 2017-03-22 25248 4461 20787 20787 10. FACEBOOK INC 2012-11-21 2017-05-25 1514 244 1270 1270 6. FACTSET RESEARCH SYSTEMS INC 2011-07-01 2017-01-25 1043 618 425 425 39. FACTSET RESEARCH SYSTEMS INC 2011-07-01 2017-03-22 6806 4016 2790 2790 185.9 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/20 2014-11-10 2016-06-16 186 201 -15 -15 176.19 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2016-07-18 176 190 -14 -14 123.3 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/20 2014-11-10 2016-08-16 123 133 -10 -10 169.49 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2016-09-16 169 183 -14 -14 55.1 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/203 2014-11-10 2016-10-18 55 59 -4 -4 101.55 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2016-11-16 102 110 -8 -8 156.48 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2016-12-16 156 169 -13 -13 121.17 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2017-01-18 121 131 -10 -10 94.55 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/20 2014-11-10 2017-02-16 95 102 -7 -7 110.69 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/2 2014-11-10 2017-03-16 111 119 -8 -8 75.99 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/20 2014-11-10 2017-04-18 76 82 -6 -6 63.17 FEDERAL HOME LN MTG CORP PARTN C GOLD POOL #G04773 4.5% 09/01/20 2014-11-10 2017-05-16 63 68 -5 -5 68.59 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2016-06-16 69 73 -4 -4 77.76 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2016-07-18 78 83 -5 -5 53.09 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2016-08-16 53 57 -4 -4 67.73 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2016-09-16 68 72 -4 -4 60.35 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2016-10-18 60 65 -5 -5 61.06 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2016-11-16 61 65 -4 -4 68.62 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2016-12-16 69 73 -4 -4 55.53 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2017-01-18 56 59 -3 -3 60.02 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2017-02-16 60 64 -4 -4 43.06 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/01 2012-11-13 2017-03-16 43 46 -3 -3 2139.01 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-4951 GOLD 5% 11/ 2012-11-13 2017-03-22 2291 2281 10 10 33.62 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2016-06-16 34 37 -3 -3 11.67 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2016-07-18 12 13 -1 -1 18.32 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2016-08-16 18 20 -2 -2 8.08 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/203 2011-06-28 2016-09-16 8 9 -1 -1 13.96 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2016-10-18 14 16 -2 -2 17.88 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2016-11-16 18 20 -2 -2 37.99 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2016-12-16 38 42 -4 -4 11.26 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2017-01-18 11 12 -1 -1 24.81 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2017-02-16 25 27 -2 -2 34.01 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2017-03-16 34 38 -4 -4 38.68 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/20 2011-06-28 2017-04-18 39 43 -4 -4 6.05 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR G0-6085 6.5% 09/01/203 2011-06-28 2017-05-16 6 7 -1 -1 260.79 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2016-06-16 261 272 -11 -11 348.36 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2016-07-18 348 363 -15 -15 453.24 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2016-08-16 453 473 -20 -20 974.31 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2016-09-16 974 1016 -42 -42 901.6 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2016-10-18 902 940 -38 -38 837.3 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2016-11-16 837 873 -36 -36 722.14 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2016-12-16 722 753 -31 -31 420.76 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2017-01-18 421 439 -18 -18 272.06 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2017-02-16 272 284 -12 -12 238.07 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2017-03-16 238 248 -10 -10 27404.32 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2017-03-23 27790 28555 -765 -765 66.65 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2017-04-18 67 69 -2 -2 62.29 FEDERAL HOME LN MTG GROUP NBR G0-8698 3 2016-03-10 2017-05-16 62 65 -3 -3 527.46 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2016-06-16 527 550 -23 -23 595.01 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2016-07-18 595 620 -25 -25 461.56 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2016-08-16 462 481 -19 -19 653.66 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2016-09-16 654 680 -26 -26 509.84 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2016-10-18 510 531 -21 -21 657.47 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2016-11-16 657 684 -27 -27 542.07 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2016-12-16 542 564 -22 -22 508.24 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2017-01-18 508 528 -20 -20 413.76 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2017-02-16 414 430 -16 -16 304.96 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2017-03-16 305 317 -12 -12 346.08 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2017-04-18 346 360 -14 -14 363.95 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8360 GOLD 3% 03/0 2012-12-12 2017-05-16 364 378 -14 -14 92.83 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/01 2014-11-20 2016-06-16 93 96 -3 -3 94.67 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/01 2014-11-20 2016-07-18 95 98 -3 -3 267.66 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/0 2014-11-20 2016-08-16 268 277 -9 -9 79.79 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/01 2014-11-20 2016-09-16 80 83 -3 -3 467.06 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/0 2014-11-20 2016-10-18 467 483 -16 -16 100.77 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/0 2014-11-20 2016-11-16 101 104 -3 -3 82.34 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/01 2014-11-20 2016-12-16 82 85 -3 -3 82.36 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/01 2014-11-20 2017-01-18 82 85 -3 -3 542.55 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/0 2014-11-20 2017-02-16 543 561 -18 -18 306.17 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/0 2014-11-20 2017-03-16 306 316 -10 -10 290.42 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/0 2014-11-20 2017-04-18 290 300 -10 -10 82.43 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J1-8800 GOLD 3% 04/01 2014-11-20 2017-05-16 82 85 -3 -3 27.9261 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3 2015-06-17 2016-06-16 28 29 -1 -1 43.8839 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3 2015-06-11 2016-06-16 44 46 -2 -2 70.3 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 0 2015-06-17 2016-07-18 70 73 -3 -3 802.4 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2016-08-16 802 831 -29 -29 77.36 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2016-09-16 77 80 -3 -3 77.01 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2016-10-18 77 80 -3 -3 336.92 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2016-11-16 337 349 -12 -12 415. FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 0 2015-06-17 2016-12-16 415 429 -14 -14 395.06 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2017-01-18 395 409 -14 -14 71.65 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2017-02-16 72 74 -2 -2 78.46 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3% 2015-06-17 2017-03-16 78 81 -3 -3 9172.18 FEDERAL HOME LN MTG CORP PARTN C GROUP NBR J2-2427 GOLD POOL 3 2015-06-17 2017-03-22 9327 9481 -154 -154 26.03 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2016-06-16 26 28 -2 -2 22.55 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2016-07-18 23 24 -1 -1 3.9 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05/0 2012-11-13 2016-08-16 4 4 21.8 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05/ 2012-11-13 2016-09-16 22 23 -1 -1 52.74 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2016-10-18 53 56 -3 -3 40.68 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2016-11-16 41 43 -2 -2 20.02 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2016-12-16 20 21 -1 -1 61.52 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2017-01-18 62 65 -3 -3 37.53 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2017-02-16 38 40 -2 -2 3.66 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05/ 2012-11-13 2017-03-16 4 4 3.46 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05/ 2012-11-13 2017-04-18 3 4 -1 -1 25.49 FEDERAL HOME LN MTG CORP PARTN GROUP NBR Q0-0798 GOLD POOL 4% 05 2012-11-13 2017-05-16 25 27 -2 -2 1000. FEDERAL NATL MTG ASSN 6.625% 11/15/2030 2016-07-11 2017-03-22 1404 1529 -125 -125 6000. FEDERAL NATL MTG ASSN 6.625% 11/15/2030 2015-06-16 2017-03-22 8427 8033 394 394 53.66 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2016-06-28 54 57 -3 -3 59.3 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2016-07-26 59 63 -4 -4 69.16 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2016-08-26 69 73 -4 -4 70.32 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2016-09-27 70 74 -4 -4 50.25 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2016-10-26 50 53 -3 -3 73.65 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2016-11-28 74 77 -3 -3 57.11 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2016-12-28 57 60 -3 -3 50.51 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2017-01-26 51 53 -2 -2 110.88 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2017-02-28 111 116 -5 -5 33.83 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2017-03-28 34 35 -1 -1 73.36 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2017-04-26 73 77 -4 -4 37.61 FEDERAL NATL MTG ASSN POOL #256062 5.5% 2011-03-16 2017-05-26 38 39 -1 -1 5. FEDERAL REALTY INV TRUST (REIT) 2016-07-22 2016-10-25 739 837 -98 -98 10. FEDERAL REALTY INV TRUST (REIT) 2015-05-06 2016-10-27 1429 1052 377 377 6000. FEDERAL HOME LN MTG CMO 4.186% 12/25/20 2013-07-29 2017-03-23 6308 6259 49 49 4000. FEDERAL HOME LN MTG CORP MULTICL CMO 3.9 2011-07-15 2017-03-23 4205 4052 153 153 42.99 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2016-06-28 43 45 -2 -2 43.76 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2016-07-26 44 46 -2 -2 220.05 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2016-08-26 220 229 -9 -9 447.69 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2016-09-27 448 467 -19 -19 37.38 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2016-10-26 37 39 -2 -2 100. FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2016-11-28 100 104 -4 -4 39.68 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2016-12-28 40 41 -1 -1 187.75 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2017-01-26 188 195 -7 -7 39.23 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2017-02-28 39 41 -2 -2 4444.52 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2017-03-22 4520 4622 -102 -102 42.64 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-05-16 2017-03-28 43 44 -1 -1 158.42 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-06-28 158 162 -4 -4 154.56 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-07-26 155 158 -3 -3 140.51 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-08-26 141 144 -3 -3 189.75 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-09-27 190 194 -4 -4 170.76 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-10-26 171 175 -4 -4 154.02 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-11-28 154 158 -4 -4 148.85 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-12-28 149 152 -3 -3 160.44 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2017-01-26 160 164 -4 -4 135.85 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2017-02-28 136 139 -3 -3 93.91 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2017-03-28 94 96 -2 -2 145.22 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2017-04-26 145 149 -4 -4 106.94 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2017-05-26 107 109 -2 -2 41. FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2016-06-28 41 44 -3 -3 39.69 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2016-07-26 40 42 -2 -2 37.29 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2016-08-26 37 40 -3 -3 41.84 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2016-09-27 42 44 -2 -2 37.34 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2016-10-26 37 40 -3 -3 37.57 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2016-11-28 38 40 -2 -2 31.6 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2016-12-28 32 34 -2 -2 32.89 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2017-01-26 33 35 -2 -2 33.06 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2017-02-28 33 35 -2 -2 29.87 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2017-03-28 30 32 -2 -2 31.29 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2017-04-26 31 33 -2 -2 58.92 FEDERAL NATL MTG ASSN POOL NBR AL0228 5 2011-06-15 2017-05-26 59 62 -3 -3 244.8 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2016-06-28 245 267 -22 -22 185.79 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2016-07-26 186 202 -16 -16 144.96 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2016-08-26 145 158 -13 -13 229.98 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2016-09-27 230 250 -20 -20 233.59 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2016-10-26 234 254 -20 -20 212.01 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2016-11-28 212 231 -19 -19 175.98 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2016-12-28 176 191 -15 -15 237.43 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2017-01-26 237 258 -21 -21 195.77 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2017-02-28 196 213 -17 -17 40.36 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2017-03-28 40 44 -4 -4 7352.61 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2017-04-13 7833 7992 -159 -159 177.96 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6223 4.5% 08/01/2044 2015-03-24 2017-04-26 178 193 -15 -15 713.15 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2016-06-28 713 776 -63 -63 948.63 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2016-07-26 949 1032 -83 -83 519.71 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2016-08-26 520 565 -45 -45 18.33 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2016-09-27 18 20 -2 -2 316.64 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2016-10-26 317 344 -27 -27 18.01 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2016-11-28 18 20 -2 -2 18.1 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2016-12-28 18 20 -2 -2 169.05 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2017-01-26 169 184 -15 -15 157.46 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2017-02-28 157 171 -14 -14 1172.05 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2017-03-22 1248 1273 -25 -25 331.78 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2017-03-28 332 360 -28 -28 2340.57 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2017-04-10 2493 2542 -49 -49 15.87 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2017-04-26 16 17 -1 -1 89.67 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AL6294 4.5% 11/01/2044 2015-08-19 2017-05-26 90 97 -7 -7 124.06 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-06-28 124 129 -5 -5 105.24 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-07-26 105 109 -4 -4 26.71 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-08-26 27 28 -1 -1 539.49 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-09-27 539 561 -22 -22 227.5 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-10-26 228 237 -9 -9 21.25 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-11-28 21 22 -1 -1 360.31 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2016-12-28 360 375 -15 -15 405.07 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2017-01-26 405 421 -16 -16 20.12 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2017-02-28 20 21 -1 -1 19.33 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2017-03-28 19 20 -1 -1 141.79 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2017-04-26 142 147 -5 -5 19.84 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2013-08-08 2017-05-26 20 21 -1 -1 30.31 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2016-06-28 30 32 -2 -2 391.02 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2016-07-26 391 416 -25 -25 31.28 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2016-08-26 31 33 -2 -2 239.96 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2016-09-27 240 255 -15 -15 107.21 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2016-10-26 107 114 -7 -7 478.95 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2016-11-28 479 509 -30 -30 280.67 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2016-12-28 281 298 -17 -17 113.43 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2017-01-26 113 120 -7 -7 245.46 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2017-02-28 245 261 -16 -16 252.9 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2017-03-28 253 268 -15 -15 112.51 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2017-04-26 113 119 -6 -6 125.69 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A 2015-06-17 2017-05-26 126 133 -7 -7 70.85 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2016-06-28 71 72 -1 -1 63.91 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2016-07-26 64 65 -1 -1 72.11 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2016-08-26 72 73 -1 -1 1155.49 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2016-09-27 1155 1177 -22 -22 74.24 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2016-10-26 74 76 -2 -2 67.66 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2016-11-28 68 69 -1 -1 138.62 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2016-12-28 139 141 -2 -2 468.63 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2017-01-26 469 477 -8 -8 100.42 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2017-02-28 100 102 -2 -2 181.15 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2017-03-28 181 184 -3 -3 1471.83 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2017-04-26 1472 1499 -27 -27 70.47 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV5036 3.5% 02/01/2044 2014-04-10 2017-05-26 70 72 -2 -2 181.76 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2016-06-28 182 194 -12 -12 3.39 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2016-07-26 3 4 -1 -1 3.94 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2016-08-26 4 4 3.53 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2016-09-27 4 4 4.46 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2016-10-26 4 5 -1 -1 3.57 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2016-11-28 4 4 3.58 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2016-12-28 4 4 4.12 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2017-01-26 4 4 118.21 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2017-02-28 118 126 -8 -8 3.36 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2017-03-28 3 4 -1 -1 4.31 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2017-04-26 4 5 -1 -1 3.29 FEDERAL NATL MTG ASSN GTD MTG POOL NBR AV6336 4.5% 01/01/2044 2014-02-25 2017-05-26 3 4 -1 -1 11.72 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2016-06-28 12 12 11.77 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2016-07-26 12 12 11.84 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2016-08-26 12 12 86.98 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2016-09-27 87 89 -2 -2 9.73 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2016-10-26 10 10 9.78 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2016-11-28 10 10 9.83 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2016-12-28 10 10 9.88 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2017-01-26 10 10 9.92 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2017-02-28 10 10 9.97 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2017-03-28 10 10 10.02 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2017-04-26 10 10 10.07 FEDERAL NATL MTG ASSN POOL #847842 5.5% 2010-02-25 2017-05-26 10 10 6.99 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2016-06-28 7 8 -1 -1 312.57 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2016-07-26 313 351 -38 -38 6.52 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2016-08-26 7 7 6.69 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2016-09-27 7 8 -1 -1 6.36 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2016-10-26 6 7 -1 -1 6.58 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2016-11-28 7 7 6.56 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2016-12-28 7 7 6.73 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2017-01-26 7 8 -1 -1 6.64 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2017-02-28 7 7 6.64 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2017-03-28 7 7 6.71 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2017-04-26 7 8 -1 -1 6.56 FEDERAL NATL MTG ASSN POOL NBR 848782 6 2012-08-10 2017-05-26 7 7 108.77 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2016-06-28 109 110 -1 -1 103.52 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2016-07-26 104 105 -1 -1 73.84 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2016-08-26 74 75 -1 -1 74.69 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2016-09-27 75 76 -1 -1 119. FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2016-10-26 119 120 -1 -1 89.42 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2016-11-28 89 90 -1 -1 95.73 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2016-12-28 96 97 -1 -1 100.59 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2017-01-26 101 102 -1 -1 58.71 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2017-02-28 59 59 84.24 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2017-03-28 84 85 -1 -1 90.39 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2017-04-26 90 91 -1 -1 48.54 FEDERAL NATL MTG ASSN POOL #888356 5.5% 2007-04-12 2017-05-26 49 49 2.62 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2016-06-28 3 2 1 1 3.2 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2016-07-26 3 3 3.27 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2016-08-26 3 3 5.94 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2016-09-27 6 6 4.43 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2016-10-26 4 4 6.24 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2016-11-28 6 6 4.05 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2016-12-28 4 4 5.36 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2017-01-26 5 5 2.69 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2017-02-28 3 2 1 1 3.63 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2017-03-28 4 3 1 1 2.84 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2017-04-26 3 3 3.96 FEDERAL NATL MTG ASSN POOL #888435 5.5% 2008-11-21 2017-05-26 4 4 37.32 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2016-06-28 37 38 -1 -1 28.74 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2016-07-26 29 29 25.55 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2016-08-26 26 26 25.36 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2016-09-27 25 26 -1 -1 25.46 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2016-10-26 25 26 -1 -1 24.54 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2016-11-28 25 25 30.06 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2016-12-28 30 31 -1 -1 22.64 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2017-01-26 23 23 29.08 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2017-02-28 29 29 21.05 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2017-03-28 21 21 28.12 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2017-04-26 28 28 21.13 FEDERAL NATL MTG ASSN POOL NBR 888439 5 2009-06-12 2017-05-26 21 21 57.62 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2016-06-28 58 61 -3 -3 51.88 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2016-07-26 52 55 -3 -3 63.5 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2016-08-26 64 67 -3 -3 57.17 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2016-09-27 57 60 -3 -3 59.31 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2016-10-26 59 63 -4 -4 77.13 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2016-11-28 77 81 -4 -4 55.8 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2016-12-28 56 59 -3 -3 43.72 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2017-01-26 44 46 -2 -2 66.86 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2017-02-28 67 70 -3 -3 52.68 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2017-03-28 53 55 -2 -2 64.17 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2017-04-26 64 68 -4 -4 59.2 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 889799 5.5% 02/01/2023 2011-01-27 2017-05-26 59 62 -3 -3 48.58 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2016-06-28 49 52 -3 -3 41.17 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2016-07-26 41 44 -3 -3 49.03 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2016-08-26 49 52 -3 -3 50.86 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2016-09-27 51 54 -3 -3 42.04 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2016-10-26 42 45 -3 -3 48.66 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2016-11-28 49 51 -2 -2 51.33 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2016-12-28 51 54 -3 -3 43.6 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2017-01-26 44 46 -2 -2 32.96 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2017-02-28 33 35 -2 -2 37.99 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2017-03-28 38 40 -2 -2 37.55 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2017-04-26 38 39 -1 -1 33.26 FEDERAL NATL MTG ASSN POOL NBR 890314 5. 2012-02-14 2017-05-26 33 35 -2 -2 23.14 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2016-06-28 23 24 -1 -1 1.55 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2016-07-26 2 2 48.88 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2016-08-26 49 52 -3 -3 37. FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2016-09-27 37 39 -2 -2 1.42 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2016-10-26 1 1 33.48 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2016-11-28 33 35 -2 -2 1.39 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2016-12-28 1 1 67.29 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2017-01-26 67 71 -4 -4 1.27 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2017-02-28 1 1 42.89 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2017-03-28 43 45 -2 -2 1.2 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2017-04-26 1 1 1.2 FEDERAL NATL MTG ASSN POOL NBR 894675 6. 2010-02-19 2017-05-26 1 1 6.93 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2016-06-28 7 7 194.7699 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2016-07-26 195 203 -8 -8 6.63 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2016-08-26 7 7 6.73 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2016-09-27 7 7 211.43 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2016-10-26 211 220 -9 -9 6.32 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2016-11-28 6 7 -1 -1 115.5901 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2016-12-28 116 120 -4 -4 171.13 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2017-01-26 171 178 -7 -7 133.6301 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2017-02-28 134 139 -5 -5 2536.55 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2010-05-10 2017-03-22 2790 2635 155 155 5.56 FEDERAL NATL MTG ASSN POOL #898565 6.5% 2007-04-10 2017-03-28 6 6 .58 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2016-06-28 1 1 .59 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2016-07-26 1 1 .59 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2016-08-26 1 1 .59 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2016-09-27 1 1 .6 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2016-10-26 1 1 .6 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2016-11-28 1 1 106.61 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2016-12-28 107 116 -9 -9 .38 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2017-01-26 .39 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2017-02-28 .39 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2017-03-28 111.01 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2017-04-26 111 118 -7 -7 .18 FEDERAL NATL MTG ASSN POOL NBR 902408 6 2012-08-10 2017-05-26 8.86 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2016-06-28 9 10 -1 -1 89.79 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2016-07-26 90 101 -11 -11 7.82 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2016-08-26 8 9 -1 -1 124.7 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2016-09-27 125 140 -15 -15 128. FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2016-10-26 128 143 -15 -15 128.71 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2016-11-28 129 144 -15 -15 175.39 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2016-12-28 175 196 -21 -21 31.26 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2017-01-26 31 35 -4 -4 70.03 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2017-02-28 70 78 -8 -8 2878.43 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2017-03-22 3143 3217 -74 -74 6.91 FEDERAL NATL MTG ASSN POOL #928739 6.5% 2011-03-16 2017-03-28 7 8 -1 -1 891.81 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/203 2013-03-20 2016-06-28 892 991 -99 -99 7.5 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2016-07-26 8 8 7.84 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2016-08-26 8 9 -1 -1 7.88 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2016-09-27 8 9 -1 -1 8.22 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2016-10-26 8 9 -1 -1 867.81 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/203 2013-03-20 2016-11-28 868 964 -96 -96 6.28 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2016-12-28 6 7 -1 -1 6.32 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2017-01-26 6 7 -1 -1 864.95 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/203 2013-03-20 2017-02-28 865 960 -95 -95 2077.03 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/20 2013-03-20 2017-03-22 2268 2303 -35 -35 4.76 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 929203 6.5% 03/01/2038 2013-03-20 2017-03-28 5 5 1.69 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2016-06-28 2 2 1.81 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2016-07-26 2 2 1.68 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2016-08-26 2 2 1.69 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2016-09-27 2 2 46. FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2016-10-26 46 51 -5 -5 1.65 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2016-11-28 2 2 1.66 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2016-12-28 2 2 1.68 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2017-01-26 2 2 1.71 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2017-02-28 2 2 48.97 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2017-03-28 49 54 -5 -5 1.67 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2017-04-26 2 2 1.68 FEDERAL NATL MTG ASSN POOL NBR 930664 6 2012-02-15 2017-05-26 2 2 23.95 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2016-06-28 24 25 -1 -1 57.86 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2016-07-26 58 60 -2 -2 37.78 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2016-08-26 38 39 -1 -1 20.39 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2016-09-27 20 21 -1 -1 25.51 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2016-10-26 26 26 20.73 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2016-11-28 21 21 19.32 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2016-12-28 19 20 -1 -1 17.99 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2017-01-26 18 19 -1 -1 19.17 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2017-02-28 19 20 -1 -1 19.61 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2017-03-28 20 20 20.29 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2017-04-26 20 21 -1 -1 18.89 FEDERAL NATL MTG ASSN POOL NBR 933441 5. 2009-12-22 2017-05-26 19 19 .95 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2016-06-28 1 1 .99 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2016-07-26 1 1 .96 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2016-08-26 1 1 .98 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2016-09-27 1 1 .99 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2016-10-26 1 1 1.17 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2016-11-28 1 1 1.16 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2016-12-28 1 1 1.22 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2017-01-26 1 1 1.14 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2017-02-28 1 1 25.57 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2017-03-28 26 25 1 1 18.05 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2017-04-26 18 18 .9 FEDERAL NATL MTG ASSN POOL #936519 6.5% 2007-09-13 2017-05-26 1 1 2.06 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2016-06-28 2 2 1.93 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2016-07-26 2 2 1.86 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2016-08-26 2 2 1.87 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2016-09-27 2 2 1.95 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2016-10-26 2 2 2.5 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2016-11-28 3 3 1.92 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2016-12-28 2 2 1.99 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2017-01-26 2 2 121.19 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2017-02-28 121 128 -7 -7 1.74 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2017-03-28 2 2 1.78 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2017-04-26 2 2 1.87 FEDERAL NATL MTG ASSN POOL NBR 944072 6. 2010-01-11 2017-05-26 2 2 2.85 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2016-06-28 3 3 1.51 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2016-07-26 2 2 1.5 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2016-08-26 2 2 1.5 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2016-09-27 2 2 1.57 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2016-10-26 2 2 1.6 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2016-11-28 2 2 87.02 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2016-12-28 87 91 -4 -4 60.96 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2017-01-26 61 64 -3 -3 283.86 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2017-02-28 284 298 -14 -14 .77 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2017-03-28 1 1 .77 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2017-04-26 1 1 47.29 FEDERAL NATL MTG ASSN GTD MTG PA POOL #974342 6.5% 03/01/2038 2009-10-16 2017-05-26 47 49 -2 -2 .29 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2016-06-28 3.87 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2016-07-26 4 4 12.91 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2016-08-26 13 12 1 1 .26 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2016-09-27 .26 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2016-10-26 .28 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2016-11-28 1.95 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2016-12-28 2 2 3.5 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2017-01-26 4 3 1 1 7.08 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2017-02-28 7 7 .21 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2017-03-28 .21 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2017-04-26 7.85 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2010-02-19 2017-05-26 8 7 1 1 3.47 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2016-06-28 3 3 3.23 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2016-07-26 3 3 5.62 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2016-08-26 6 5 1 1 5.8 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2016-09-27 6 5 1 1 7.8 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2016-10-26 8 7 1 1 .24 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2016-11-28 5.2 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2016-12-28 5 5 .26 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2017-01-26 .24 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2017-02-28 3.44 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2017-03-28 3 3 4.9 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2017-04-26 5 4 1 1 .25 FEDERAL NATL MTG ASSN GTD MTG PA POOL #9 2009-10-16 2017-05-26 81.88 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2016-06-28 82 87 -5 -5 101.32 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/202 2012-08-16 2016-07-26 101 108 -7 -7 125.31 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/202 2012-08-16 2016-08-26 125 134 -9 -9 303.74 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/202 2012-08-16 2016-09-27 304 324 -20 -20 72.53 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2016-10-26 73 77 -4 -4 72.93 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2016-11-28 73 78 -5 -5 72.01 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2016-12-28 72 77 -5 -5 152.31 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/202 2012-08-16 2017-01-26 152 162 -10 -10 70.17 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2017-02-28 70 74 -4 -4 163.65 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/202 2012-08-16 2017-03-28 164 174 -10 -10 71.37 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2017-04-26 71 76 -5 -5 72.14 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 982880 5.5% 05/01/2023 2012-08-16 2017-05-26 72 76 -4 -4 17.28 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2016-06-28 17 19 -2 -2 20.18 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2016-07-26 20 22 -2 -2 13.99 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2016-08-26 14 15 -1 -1 23.82 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2016-09-27 24 26 -2 -2 19.89 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2016-10-26 20 22 -2 -2 8.39 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2016-11-28 8 9 -1 -1 24.55 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2016-12-28 25 27 -2 -2 16.89 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2017-01-26 17 18 -1 -1 10.1 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2017-02-28 10 11 -1 -1 7.78 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2017-03-28 8 8 6.82 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2017-04-26 7 7 13.11 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995097 6.5% 10/01/2037 2013-02-26 2017-05-26 13 14 -1 -1 40.71 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2016-06-28 41 44 -3 -3 41.36 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2016-07-26 41 45 -4 -4 33.36 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2016-08-26 33 36 -3 -3 38.63 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2016-09-27 39 42 -3 -3 43.19 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2016-10-26 43 47 -4 -4 45.8 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2016-11-28 46 50 -4 -4 58.7 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2016-12-28 59 63 -4 -4 26.11 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2017-01-26 26 28 -2 -2 36.61 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2017-02-28 37 40 -3 -3 1628.96 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/20 2010-06-09 2017-03-22 1792 1759 33 33 36.51 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995230 6.5% 01/01/2039 2010-06-09 2017-03-28 37 39 -2 -2 17.05 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2016-06-28 17 19 -2 -2 26.87 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2016-07-26 27 30 -3 -3 16.74 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2016-08-26 17 18 -1 -1 23.52 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2016-09-27 24 26 -2 -2 18.08 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2016-10-26 18 20 -2 -2 9.61 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2016-11-28 10 11 -1 -1 18.1 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2016-12-28 18 20 -2 -2 31.62 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2017-01-26 32 35 -3 -3 21.55 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2017-02-28 22 24 -2 -2 15.43 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2017-03-28 15 17 -2 -2 17.69 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2017-04-26 18 19 -1 -1 10.46 FEDERAL NATL MTG ASSN GTD MTG PA POOL #995232 6.5% 12/01/2038 2012-11-13 2017-05-26 10 11 -1 -1 24.53 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2016-06-28 25 25 20.94 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2016-07-26 21 22 -1 -1 22.91 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2016-08-26 23 24 -1 -1 24.26 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2016-09-27 24 25 -1 -1 24.71 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2016-10-26 25 26 -1 -1 21.08 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2016-11-28 21 22 -1 -1 21.16 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2016-12-28 21 22 -1 -1 21.24 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2017-01-26 21 22 -1 -1 24.12 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2017-02-28 24 25 -1 -1 18.06 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2017-03-28 18 19 -1 -1 21.14 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2017-04-26 21 22 -1 -1 18.16 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995265 5.5% 01/01/2024 2010-01-11 2017-05-26 18 19 -1 -1 51.99 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2016-06-28 52 55 -3 -3 52.38 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2016-07-26 52 55 -3 -3 74.23 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2016-08-26 74 78 -4 -4 62.23 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2016-09-27 62 65 -3 -3 49. FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2016-10-26 49 51 -2 -2 45.16 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2016-11-28 45 47 -2 -2 48.7 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2016-12-28 49 51 -2 -2 45.51 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2017-01-26 46 48 -2 -2 50.34 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2017-02-28 50 53 -3 -3 45.76 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2017-03-28 46 48 -2 -2 43.49 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2017-04-26 43 45 -2 -2 48.12 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 995431 5.5% 02/01/2023 2010-08-24 2017-05-26 48 50 -2 -2 .69 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2016-06-28 1 1 8.99 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2016-07-26 9 9 .54 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2016-08-26 1 1 .67 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2016-09-27 1 1 .75 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2016-10-26 1 1 .64 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2016-11-28 1 1 10.3 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2016-12-28 10 10 .69 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2017-01-26 1 1 .56 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2017-02-28 1 1 .71 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2017-03-28 1 1 .65 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2017-04-26 1 1 .66 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA6843 5% 05/01/2039 2009-04-14 2017-05-26 1 1 5.36 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2016-06-28 5 5 63.65 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2016-07-26 64 65 -1 -1 3.19 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2016-08-26 3 3 3.2 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2016-09-27 3 3 3.22 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2016-10-26 3 3 65.85 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2016-11-28 66 67 -1 -1 3. FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2016-12-28 3 3 3.02 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2017-01-26 3 3 3.07 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2017-02-28 3 3 3.09 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2017-03-28 3 3 3.13 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2017-04-26 3 3 68.09 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AA8753 5% 06/01/2039 2010-01-11 2017-05-26 68 69 -1 -1 52.21 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2016-06-28 52 54 -2 -2 57.58 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2016-07-26 58 59 -1 -1 130.36 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/204 2015-06-17 2016-08-26 130 134 -4 -4 179.44 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/204 2015-06-17 2016-09-27 179 185 -6 -6 118.54 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/204 2015-06-17 2016-10-26 119 122 -3 -3 65.42 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2016-11-28 65 67 -2 -2 67.92 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2016-12-28 68 70 -2 -2 75.07 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2017-01-26 75 77 -2 -2 42.57 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2017-02-28 43 44 -1 -1 41.33 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/2042 2015-06-17 2017-03-28 41 43 -2 -2 104.45 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/204 2015-06-17 2017-04-26 104 107 -3 -3 103.33 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AB5500 3.5% 07/01/204 2015-06-17 2017-05-26 103 106 -3 -3 35.22 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2016-06-28 35 36 -1 -1 69.16 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2016-07-26 69 72 -3 -3 32.23 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2016-08-26 32 33 -1 -1 1.09 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2016-09-27 1 1 1.1 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2016-10-26 1 1 1.1 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2016-11-28 1 1 16.62 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2016-12-28 17 17 1.09 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2017-01-26 1 1 1.1 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2017-02-28 1 1 1.1 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2017-03-28 1 1 22.53 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2017-04-26 23 23 26.79 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AC9227 5% 05/01/2040 2010-10-07 2017-05-26 27 27 311.29 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2016-06-28 311 319 -8 -8 365.71 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2016-07-26 366 375 -9 -9 287.66 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2016-08-26 288 295 -7 -7 962.31 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2016-09-27 962 987 -25 -25 582.96 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2016-10-26 583 598 -15 -15 671.12 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2016-11-28 671 689 -18 -18 871.39 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2016-12-28 871 894 -23 -23 628.79 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2017-01-26 629 645 -16 -16 307.16 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2017-02-28 307 315 -8 -8 17432.4 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2017-03-22 17187 17881 -694 -694 409.05 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2017-03-28 409 420 -11 -11 227.88 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2017-04-26 228 234 -6 -6 250.98 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA2608 3% 05/01/2046 2016-04-28 2017-05-26 251 257 -6 -6 90.68 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/2044 2014-07-16 2016-06-28 91 98 -7 -7 218.65 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2016-07-26 219 236 -17 -17 170.85 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2016-08-26 171 184 -13 -13 161.28 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2016-09-27 161 174 -13 -13 145.75 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2016-10-26 146 157 -11 -11 374.38 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2016-11-28 374 404 -30 -30 469.45 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2016-12-28 469 506 -37 -37 77.99 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/2044 2014-07-16 2017-01-26 78 84 -6 -6 185.92 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2017-02-28 186 200 -14 -14 287.98 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2017-03-28 288 310 -22 -22 228.73 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2017-04-26 229 246 -17 -17 122.06 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR MA1908 4.5% 05/01/204 2014-07-16 2017-05-26 122 131 -9 -9 250.37 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2016-06-28 250 271 -21 -21 235.65 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2016-07-26 236 254 -18 -18 228.46 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2016-08-26 228 247 -19 -19 206.02 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2016-09-27 206 222 -16 -16 213.03 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2016-10-26 213 230 -17 -17 241.28 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2016-11-28 241 260 -19 -19 265.41 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2016-12-28 265 285 -20 -20 214.8 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2017-01-26 215 231 -16 -16 232.94 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2017-02-28 233 250 -17 -17 193.72 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2017-03-28 194 208 -14 -14 207.18 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2017-04-26 207 222 -15 -15 238.24 FEDERAL NATL MTG ASSN POOL NBR AD0276 5 2013-05-21 2017-05-26 238 255 -17 -17 56.09 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2016-06-28 56 63 -7 -7 50.26 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2016-07-26 50 56 -6 -6 42.13 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2016-08-26 42 47 -5 -5 42.25 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2016-09-27 42 47 -5 -5 69.13 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2016-10-26 69 77 -8 -8 32.2 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2016-11-28 32 36 -4 -4 31.86 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2016-12-28 32 35 -3 -3 30.92 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2017-01-26 31 34 -3 -3 38.06 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2017-02-28 38 42 -4 -4 1676.93 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/20 2013-03-11 2017-03-22 1848 1866 -18 -18 35.72 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0443 6.5% 10/01/2039 2013-03-11 2017-03-28 36 39 -3 -3 418.52 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2016-06-28 419 446 -27 -27 527.97 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2016-07-26 528 562 -34 -34 296.58 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2016-08-26 297 316 -19 -19 399.05 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2016-09-27 399 425 -26 -26 363.36 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2016-10-26 363 387 -24 -24 468.32 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2016-11-28 468 499 -31 -31 338.28 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2016-12-28 338 360 -22 -22 306.17 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2017-01-26 306 326 -20 -20 288.48 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2017-02-28 288 307 -19 -19 14662.66 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/2 2013-09-24 2017-03-23 15643 15603 40 40 251.69 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE0698 4.5% 12/01/204 2013-09-24 2017-03-28 252 268 -16 -16 96.17 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2016-06-28 96 100 -4 -4 320.55 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2016-07-26 321 333 -12 -12 141.8 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2016-08-26 142 147 -5 -5 215.83 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2016-09-27 216 224 -8 -8 262.49 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2016-10-26 262 273 -11 -11 410.92 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2016-11-28 411 427 -16 -16 272.5 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2016-12-28 273 283 -10 -10 212.8 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2017-01-26 213 221 -8 -8 112.66 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2017-02-28 113 117 -4 -4 292.79 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2017-03-28 293 304 -11 -11 67.61 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2017-04-26 68 70 -2 -2 67.26 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AE1789 4% 10/01/2040 2011-11-08 2017-05-26 67 70 -3 -3 6. FEDEX CORP 2011-11-04 2016-11-30 1149 483 666 666 4. FEDEX CORP 2011-11-04 2017-01-25 766 322 444 444 43. FEDEX CORP 2011-11-17 2017-03-22 8284 3420 4864 4864 3. FIDELITY NATL INFORMATION SVCS COM 2015-12-04 2016-11-30 235 195 40 40 46. FIDELITY NATL INFORMATION SVCS COM 2015-12-04 2017-03-22 3681 2966 715 715 2. FIDELITY NATL INFORMATION SVCS COM 2015-12-03 2017-04-03 159 129 30 30 4. FIRST AMERN FINL CORP 2014-10-17 2016-11-30 155 112 43 43 9. FIRST AMERN FINL CORP 2014-10-17 2016-12-02 324 252 72 72 64. FIRST AMERN FINL CORP 2014-10-17 2017-03-22 2459 1593 866 866 3. FIRST DATA CORP CLASS A 2015-10-23 2016-11-30 44 49 -5 -5 389. FIRST DATA CORP CLASS A 2015-10-29 2017-02-15 6322 6150 172 172 12. FISERV INC 2011-08-17 2017-01-31 1287 329 958 958 10. FISERV INC 2011-08-17 2017-03-22 1162 274 888 888 28. FOREST CITY RLTY TR INC A 2015-12-01 2016-10-27 595 623 -28 -28 33. FOREST CITY RLTY TR INC A 2015-06-09 2016-10-27 701 724 -23 -23 24. FOREST CITY RLTY TR INC A 2016-03-01 2017-04-25 545 483 62 62 34. FOREST CITY RLTY TR INC A 2016-03-01 2017-05-03 766 655 111 111 71. FORUM ENERGY TECHNOLOGIES INC 2017-01-20 2017-03-22 1360 1656 -296 -296 53. FRESENIUS SE & CO KGAA SPONSORED ADR 2014-10-15 2017-02-13 1053 629 424 424 136. FRESENIUS SE & CO KGAA SPONSORED ADR 2014-10-15 2017-03-22 2677 1356 1321 1321 3. GALLAGHER ARTHUR J & CO 2015-02-04 2016-11-30 152 139 13 13 68. GALLAGHER ARTHUR J & CO 2015-03-11 2017-03-22 3813 3112 701 701 3. GALLAGHER ARTHUR J & CO 2015-01-29 2017-04-03 168 135 33 33 34. GENERAL ELECTRIC CO 2015-08-05 2016-11-30 1052 894 158 158 25. GENERAL ELECTRIC CO 2015-08-05 2017-01-25 759 657 102 102 77. GENERAL ELECTRIC CO 2017-03-09 2017-03-22 2260 2292 -32 -32 288. GENERAL ELECTRIC CO 2015-08-05 2017-03-22 8454 7359 1095 1095 2000. GENERAL ELEC CAP CORP 5.625% 09/15/2017 2013-07-23 2016-09-14 2089 2079 10 10 3000. GENERAL ELEC CAP CORP 5.625% 09/15/2017 2013-07-23 2017-03-22 3059 2963 96 96 58. GENERAL MTRS CO 2014-04-11 2016-11-30 2025 1898 127 127 21. GENERAL MTRS CO 2014-04-11 2016-12-22 758 687 71 71 414. GENERAL MTRS CO 2014-11-04 2017-03-22 14160 12699 1461 1461 1. GILDAN ACTIVEWEAR INC CL A SUB VTG SHS 2014-10-09 2016-11-30 27 28 -1 -1 128. GILDAN ACTIVEWEAR INC CL A SUB VTG SHS 2014-12-05 2016-12-14 3556 3547 9 9 5. GLOBAL PAYMENTS INC 2012-04-02 2016-06-27 341 114 227 227 1. GLOBAL PAYMENTS INC 2012-04-02 2016-11-30 70 23 47 47 39. GLOBAL PAYMENTS INC 2012-04-09 2017-03-22 3069 888 2181 2181 14. GLOBAL PAYMENTS INC 2012-04-09 2017-04-26 1139 318 821 821 36. GOLDMAN SACHS GROUP INC 2014-06-03 2016-11-14 7571 5305 2266 2266 23. GOLDMAN SACHS GROUP INC 2012-01-18 2016-11-30 5048 2400 2648 2648 53. GOLDMAN SACHS GROUP INC 2012-01-18 2016-12-09 12745 5530 7215 7215 3. GOLDMAN SACHS GROUP INC 2012-01-18 2017-01-04 729 313 416 416 18. GOLDMAN SACHS GROUP INC 2016-01-13 2017-01-19 4176 2420 1756 1756 11. GOLDMAN SACHS GROUP INC 2016-02-19 2017-03-09 2759 1614 1145 1145 27. GOLDMAN SACHS GROUP INC 2016-02-19 2017-03-22 6266 2663 3603 3603 4000. GOLDMAN SACHS 3% 04/26/2022-2021 2017-03-01 2017-03-22 4007 3995 12 12 4. GRAINGER W W INC 2015-03-04 2016-11-30 929 944 -15 -15 17. GRAINGER W W INC 2015-03-04 2017-01-19 4148 4013 135 135 20. GRAINGER W W INC 2015-03-04 2017-02-09 5079 4721 358 358 29. GRAINGER W W INC 2015-03-24 2017-03-22 6943 6821 122 122 73. GRAMERCY 2015-02-27 2016-07-25 710 645 65 65 93. GRAMERCY 2015-02-27 2016-10-27 845 804 41 41 87. GRAMERCY 2016-09-27 2016-10-27 791 847 -56 -56 .333 GRAMERCY PROPERTY TRUST 2014-12-22 2017-01-03 9 9 32. GRAND CANYON ED INC 2015-10-28 2016-11-21 1799 1285 514 514 30. GRAND CANYON ED INC 2015-11-18 2016-11-30 1717 1167 550 550 21. GRAND CANYON ED INC 2015-12-11 2016-12-14 1214 808 406 406 50. GRAND CANYON ED INC 2015-12-14 2017-03-22 3404 1920 1484 1484 2. GRAND CANYON ED INC 2015-09-23 2017-04-03 141 77 64 64 11. GRAND CANYON ED INC 2015-09-24 2017-04-07 781 421 360 360 9. GRAND CANYON ED INC 2015-12-11 2017-04-17 628 344 284 284 8. GRAND CANYON ED INC 2015-09-23 2017-04-26 600 305 295 295 7. GRAND CANYON ED INC 2015-09-29 2017-05-31 542 264 278 278 4. GREENHILL & CO INC 2011-07-14 2016-10-05 94 211 -117 -117 14. GREENHILL & CO INC 2011-07-18 2016-10-07 319 701 -382 -382 7. GREENHILL & CO INC 2011-07-15 2016-10-10 161 343 -182 -182 5. GREENHILL & CO INC 2011-07-15 2016-10-11 113 245 -132 -132 3. GREENHILL & CO INC 2011-07-15 2016-10-12 68 147 -79 -79 8. GREENHILL & CO INC 2011-08-04 2016-10-17 183 356 -173 -173 2. GREENHILL & CO INC 2011-08-04 2016-10-18 46 80 -34 -34 6. GREENHILL & CO INC 2011-08-04 2016-10-18 138 240 -102 -102 6. GREENHILL & CO INC 2011-08-04 2016-10-19 138 240 -102 -102 7. GREENHILL & CO INC 2011-08-04 2016-10-20 159 279 -120 -120 7. GREENHILL & CO INC 2011-08-04 2016-10-27 166 279 -113 -113 8. GREENHILL & CO INC 2011-08-04 2016-10-28 190 319 -129 -129 3. GREENHILL & CO INC 2011-08-04 2016-10-31 71 120 -49 -49 2. GREENHILL & CO INC 2011-08-04 2016-11-01 47 80 -33 -33 1. GREENHILL & CO INC 2011-08-04 2016-11-02 23 40 -17 -17 2. GREENHILL & CO INC 2011-08-04 2016-11-07 47 80 -33 -33 3. GREENHILL & CO INC 2011-08-04 2016-11-08 69 120 -51 -51 11. GREENHILL & CO INC 2011-08-04 2016-11-09 259 439 -180 -180 4. GREENHILL & CO INC 2011-08-04 2016-11-10 97 160 -63 -63 6. GREENHILL & CO INC 2011-08-23 2016-11-28 170 217 -47 -47 4. GREENHILL & CO INC 2011-08-23 2016-11-29 111 137 -26 -26 5. GREENHILL & CO INC 2011-08-23 2016-12-01 141 171 -30 -30 4. GREENHILL & CO INC 2011-08-23 2016-12-02 112 137 -25 -25 17. GREENHILL & CO INC 2011-09-30 2016-12-07 479 491 -12 -12 12. GREENHILL & CO INC 2011-09-30 2016-12-08 339 346 -7 -7 5. GREENHILL & CO INC 2011-09-30 2016-12-09 140 144 -4 -4 4. GREENHILL & CO INC 2011-09-30 2016-12-12 110 115 -5 -5 5. GREENHILL & CO INC 2011-09-30 2016-12-13 139 144 -5 -5 137. GRIFOLS S A SPONSORED ADR REPSTG 1/2 CL 2015-06-17 2017-03-22 2407 1296 1111 1111 28. GRIFOLS S A SPONSORED ADR REPSTG 1/2 CL 2011-11-15 2017-03-29 508 131 377 377 105. GRUPO FINANCIERO BANORTE S A B D ADR 2015-05-12 2017-03-22 2869 3007 -138 -138 73. GULFPORT ENERGY CORP 2014-01-17 2016-12-13 2039 4036 -1997 -1997 53. HCA HLDGS INC COM 2016-08-01 2016-11-10 3796 3994 -198 -198 26. HCA HLDGS INC COM 2016-09-28 2016-11-14 1858 1949 -91 -91 14. HCA HLDGS INC COM 2016-09-28 2016-11-30 998 1050 -52 -52 39. HCA HLDGS INC COM 2016-09-28 2016-12-15 2872 2892 -20 -20 160. HCA HLDGS INC COM 2016-01-13 2017-03-22 13051 8319 4732 4732 58. HDFC BANK LTD ADR 2014-09-09 2017-03-22 4221 1279 2942 2942 5. HD SUPPLY HLDGS INC. 2014-10-31 2016-06-27 167 144 23 23 25. HD SUPPLY HLDGS INC. 2014-01-29 2016-06-27 820 540 280 280 25. HD SUPPLY HLDGS INC. 2014-01-31 2016-07-15 916 539 377 377 5. HD SUPPLY HLDGS INC. 2014-01-31 2017-01-18 208 108 100 100 50. HD SUPPLY HLDGS INC. 2014-01-31 2017-03-22 2008 1075 933 933 4. HD SUPPLY HLDGS INC. 2016-12-07 2017-03-22 161 163 -2 -2 9. HD SUPPLY HLDGS INC. 2014-01-31 2017-04-28 361 194 167 167 4000. HSBC HOLDNGS PLC SR NT 5.1% 04/05/2021 2016-05-05 2017-03-22 4336 4374 -38 -38 33. HSN INC 2013-11-05 2016-08-19 1442 1820 -378 -378 1. HSN INC 2013-11-05 2016-11-30 38 55 -17 -17 40. HSN INC 2013-11-06 2016-12-08 1449 2147 -698 -698 40. HARTFORD FINL SERVICES GROUP INC 2016-02-10 2017-03-22 1894 1622 272 272 2441.741 HARTFORD SCHRODERS EMERGING MARKETS EQUI 2011-03-14 2017-03-21 32866 33474 -608 -608 .867 HERC HLDGS INC 2015-07-21 2016-07-01 28 46 -18 -18 20. HERC HLDGS INC 2015-12-10 2016-10-20 587 862 -275 -275 25. HERC HLDGS INC 2015-12-14 2017-03-22 1169 1339 -170 -170 .6 HERTZ RENT CAR HLDG CO INC GLOBAL HOLDIN 2015-07-21 2016-07-01 27 43 -16 -16 1. HERTZ RENT CAR HLDG CO INC GLOBAL HOLDIN 2015-12-10 2016-11-30 25 59 -34 -34 55.2 HERTZ RENT CAR HLDG CO INC GLOBAL HOLDIN 2015-12-10 2016-12-14 1309 4402 -3093 -3093 117.8 HERTZ RENT CAR HLDG CO INC GLOBAL HOLDIN 2016-02-04 2016-12-14 2794 5282 -2488 -2488 1. HERTZ RENT CAR HLDG CO INC GLOBAL HOLDIN 2015-12-10 2017-04-03 16 59 -43 -43 61. HERTZ RENT CAR HLDG CO INC GLOBAL HOLDIN 2015-12-10 2017-04-03 976 3489 -2513 -2513 4000. HEWLETT PACKARD CO 4.65% 12/09/2021 2017-01-27 2017-03-22 4278 4264 14 14 126. HILTON WORLDWIDE HLDGS INC 2014-11-21 2016-07-01 2845 2852 -7 -7 53. HILTON WORLDWIDE HLDGS INC 2016-01-29 2016-07-01 1197 941 256 256 141. HOME DEPOT INC 2015-08-20 2017-03-21 20732 17172 3560 3560 40. HOST MARRIOTT CORP (REIT) 2014-02-10 2016-07-25 718 722 -4 -4 83. HOST MARRIOTT CORP (REIT) 2016-07-01 2016-10-27 1237 1351 -114 -114 13. HUBBELL INC 2017-03-02 2017-03-22 1520 1548 -28 -28 1. HUBBELL INC 2017-01-19 2017-04-03 120 118 2 2 115. HUNTINGTON BANCSHARES INC 2017-03-01 2017-03-22 1465 1600 -135 -135 494.173 IVA FIDUCIARY TR WORLDWIDE FD CL I 2015-12-16 2016-11-01 8460 8114 346 346 10724.724 IVA FIDUCIARY TR WORLDWIDE FD CL I 2014-12-17 2016-11-01 183607 176352 7255 7255 12. INGEVITY CORPORATION 2015-06-02 2016-08-04 516 477 39 39 57. INTEL CORP 2008-11-14 2016-07-11 1961 772 1189 1189 91. INTEL CORP 2008-11-14 2016-08-01 3148 1233 1915 1915 54. INTEL CORP 2015-08-25 2016-08-17 1891 1443 448 448 192. INTEL CORP 2008-11-14 2016-08-17 6722 1106 5616 5616 517. INTEL CORP 2011-05-09 2017-03-21 18163 11780 6383 6383 5000. IBM CORP NT 4% 06/20/2042 2016-02-03 2017-03-22 4979 4562 417 417 70. INTERPUBLIC GROUP COS INC 2017-02-27 2017-03-22 1688 1718 -30 -30 49. INVESTORS BANCORP INC NEW 2015-12-11 2016-06-24 552 610 -58 -58 1. INVESTORS BANCORP INC NEW 2015-05-04 2016-06-24 11 12 -1 -1 6. INVESTORS BANCORP INC NEW 2015-05-04 2016-06-27 65 72 -7 -7 63. INVESTORS BANCORP INC NEW 2015-05-05 2016-06-27 679 751 -72 -72 28. INVESTORS BANCORP INC NEW 2014-10-31 2016-06-28 301 298 3 3 4. INVESTORS BANCORP INC NEW 2014-05-16 2016-11-30 55 42 13 13 144. INVESTORS BANCORP INC NEW 2014-05-16 2017-03-22 1958 1495 463 463 69. INVESTORS BANCORP INC NEW 2017-02-02 2017-03-22 938 979 -41 -41 7. INVESTORS BANCORP INC NEW 2014-05-16 2017-04-03 100 73 27 27 46. ISHARES BARCLAYS AGGREGATE BD FD 2017-03-28 2017-05-02 4999 4997 2 2 38. ISHARES S&P 500/BARRA GROWTH 2017-03-28 2017-05-02 5124 4950 174 174 978. ISHARES TR-S&P SMALL CAP 600 2010-10-26 2017-03-21 66476 30386 36090 36090 4000. JP MORGAN CHASE & CO 1.7% 03/01/2018-201 2015-04-09 2017-03-22 4005 4008 -3 -3 53. J P MORGAN CHASE & CO 2011-11-21 2016-10-20 3625 1623 2002 2002 18. J P MORGAN CHASE & CO 2011-11-21 2016-11-30 1442 537 905 905 59. J P MORGAN CHASE & CO 2011-11-21 2016-12-09 4995 1698 3297 3297 9. J P MORGAN CHASE & CO 2009-02-25 2017-01-04 782 189 593 593 56. J P MORGAN CHASE & CO 2009-02-25 2017-01-19 4681 1174 3507 3507 32. J P MORGAN CHASE & CO 2009-02-25 2017-02-01 2734 671 2063 2063 29. J P MORGAN CHASE & CO 2009-02-25 2017-03-09 2663 608 2055 2055 97. J P MORGAN CHASE & CO 2009-02-25 2017-03-22 8460 2034 6426 6426 1144. JOHNSON CONTROLS 2015-07-13 2016-09-12 52549 56573 -4024 -4024 9. JONES LANG LASALLE INC 2016-03-17 2017-03-22 962 1029 -67 -67 25. JONES LANG LASALLE INC 2016-08-01 2017-03-22 2673 2728 -55 -55 3. KAR AUCTION SVCS INC 2014-10-28 2016-11-30 126 90 36 36 40. KAR AUCTION SVCS INC 2014-10-28 2017-03-22 1754 1027 727 727 58. KAO CORP-SPONSORED ADR 2016-02-19 2017-03-22 3132 2926 206 206 4000. KINDER MORGAN 4.15% 02/01/2024 2017-03-16 2017-03-23 4038 4028 10 10 13000. KINDER MORGAN 3.5% 03/01/2021-2021 2016-08-02 2017-03-16 13165 13196 -31 -31 1000. KINDER MORGAN INC DEL 3.05% 12/01/2019-2 2016-07-11 2016-07-22 1024 1024 12000. KINDER MORGAN INC DEL 3.05% 12/01/2019-2 2015-04-15 2016-07-22 12286 12185 101 101 30. LVMH MOET HENNESSY LOUIS VUITTON ADR 2014-06-19 2016-12-08 1120 1162 -42 -42 59. LVMH MOET HENNESSY LOUIS VUITTON ADR 2013-11-20 2017-03-22 2530 2243 287 287 17. LVMH MOET HENNESSY LOUIS VUITTON ADR 2013-12-30 2017-04-17 746 641 105 105 46. LAM RESH CORP 2012-10-02 2016-10-07 4611 1473 3138 3138 1. LENNAR CORP 2016-06-24 2016-11-30 43 45 -2 -2 104. LENNAR CORP 2013-07-05 2016-12-07 4593 3793 800 800 24. LENNAR CORP 2016-06-27 2016-12-07 1060 997 63 63 78. LOCKHEED MARTIN CORP 2016-01-20 2017-03-21 20968 16270 4698 4698 152. LONDON STK EXCHANGE GROUP ADR 2016-05-20 2016-11-09 1304 1412 -108 -108 171. LONDON STK EXCHANGE GROUP ADR 2016-02-18 2017-03-22 1607 1470 137 137 2204.333 NATIXIS LOOMIS SAYLES INV GR - Y 2015-11-03 2017-03-21 24182 24909 -727 -727 130.778 NATIXIS LOOMIS SAYLES INV GR - Y 2017-02-28 2017-03-21 1435 1481 -46 -46 38. MGM MIRAGE 2016-06-15 2016-11-30 1093 937 156 156 25. MGM MIRAGE 2016-06-15 2017-01-25 739 616 123 123 376. MGM MIRAGE 2016-03-09 2017-03-22 9817 7495 2322 2322 17. MACERICH COMPANY (REIT) 2015-06-24 2016-10-27 1249 1305 -56 -56 16. MACERICH COMPANY (REIT) 2015-06-24 2017-05-03 993 311 682 682 19. MACERICH COMPANY (REIT) 2009-03-26 2017-05-18 1099 155 944 944 218. MANULIFE FINANCIAL CORP 2015-02-17 2017-03-22 3657 4051 -394 -394 39. MANULIFE FINANCIAL CORP 2016-12-16 2017-03-22 654 717 -63 -63 2000. MARATHON OIL CORP 6.6% 10/01/2037 2016-06-09 2016-06-17 1950 2017 -67 -67 5000. MARATHON OIL CORP 6.6% 10/01/2037 2013-07-23 2016-06-17 4875 5845 -970 -970 7000. MARATHON OIL CORP 6.6% 10/01/2037 2010-05-07 2016-06-20 6846 7606 -760 -760 304. MARSH & MCLENNAN COS INC 2015-09-10 2017-03-21 22654 16327 6327 6327 7. MASTERCARD INC 2010-05-19 2016-12-22 726 141 585 585 51. MASTERCARD INC 2010-09-09 2017-03-22 5663 1006 4657 4657 143. MCDONALDS CORP 2015-11-20 2017-03-21 18356 16280 2076 2076 3000. MCDONALDS CORP 5% 02/01/2019 2013-02-12 2017-03-22 3167 3204 -37 -37 3. MEDNAX INC 2016-06-23 2016-11-30 198 216 -18 -18 41. MEDNAX INC 2016-06-28 2017-03-22 2778 2884 -106 -106 2. MEDNAX INC 2016-04-18 2017-04-03 138 138 11. MEDNAX INC 2016-04-19 2017-04-06 744 760 -16 -16 9. MEDNAX INC 2016-04-19 2017-04-21 546 614 -68 -68 11. MEDNAX INC 2016-04-14 2017-05-08 602 748 -146 -146 44. MEDNAX INC 2016-04-13 2017-05-24 2404 2927 -523 -523 87. MERCK & CO INC NEW 2011-07-01 2017-03-22 5514 3090 2424 2424 18. MICROSOFT CORP 2015-02-13 2016-06-15 899 787 112 112 77. MICROSOFT CORP 2015-02-13 2016-08-08 4465 3367 1098 1098 150. MICROSOFT CORP 2015-02-13 2016-08-26 8781 6559 2222 2222 147. MICROSOFT CORP 2015-04-23 2016-09-28 8517 6388 2129 2129 82. MICROSOFT CORP 2015-09-02 2016-10-21 4922 3515 1407 1407 71. MICROSOFT CORP 2015-09-02 2016-12-14 4479 3021 1458 1458 147. MICROSOFT CORP 2015-03-25 2016-12-19 9347 6056 3291 3291 398. MICROSOFT CORP 2013-12-11 2017-03-21 25668 14989 10679 10679 151. MICROSOFT CORP 2016-02-08 2017-03-22 9726 7353 2373 2373 84. MICRON TECHNOLOGY INC 2015-06-18 2017-03-22 2173 1549 624 624 42. MICRON TECHNOLOGY INC 2013-10-30 2017-04-25 1127 730 397 397 31. MICRON TECHNOLOGY INC 2013-10-30 2017-05-30 949 539 410 410 1. MILACRON HLDGS CORP 2015-09-01 2016-06-24 15 19 -4 -4 1. MILACRON HLDGS CORP 2015-09-01 2016-06-27 14 19 -5 -5 3. MILACRON HLDGS CORP 2015-09-01 2016-06-27 43 58 -15 -15 3. MILACRON HLDGS CORP 2015-09-01 2016-06-28 42 58 -16 -16 5. MILACRON HLDGS CORP 2015-10-23 2016-06-28 70 95 -25 -25 2. MILACRON HLDGS CORP 2015-09-28 2016-06-29 28 38 -10 -10 2. MILACRON HLDGS CORP 2015-09-28 2016-06-30 29 38 -9 -9 3. MILACRON HLDGS CORP 2015-09-28 2016-07-01 45 57 -12 -12 33. MILACRON HLDGS CORP 2015-09-28 2016-08-03 552 620 -68 -68 42. MILACRON HLDGS CORP 2015-11-03 2016-10-14 654 727 -73 -73 9. MILACRON HLDGS CORP 2015-08-27 2017-03-22 160 169 -9 -9 108. MILACRON HLDGS CORP 2016-12-15 2017-03-22 1921 2017 -96 -96 15. MOHAWK INDS INC 2017-03-02 2017-03-22 3378 3114 264 264 10. MONSTER BEVERAGE CORP NEW 2013-11-20 2016-06-21 1576 571 1005 1005 297. MONSTER BEVERAGE CORP NEW 2013-11-20 2017-03-22 13823 5479 8344 8344 16. MONSTER BEVERAGE CORP NEW 2013-04-10 2017-05-25 814 291 523 523 77. MOODY'S CORPORATION 2017-02-09 2017-03-22 8482 8112 370 370 1000. MORGAN STANLEY 3.75% 02/25/2023 2016-07-11 2017-03-22 1031 1068 -37 -37 2000. MORGAN STANLEY 3.75% 02/25/2023 2015-06-16 2017-03-23 2064 2028 36 36 9. NCR CORP NEW 2011-04-27 2016-06-24 253 174 79 79 12. NCR CORP NEW 2011-04-27 2016-06-27 307 231 76 76 27. NCR CORP NEW 2011-04-27 2016-06-27 688 521 167 167 10. NCR CORP NEW 2011-04-27 2016-06-28 257 193 64 64 17. NCR CORP NEW 2011-04-27 2016-06-28 438 328 110 110 1. NCR CORP NEW 2011-04-27 2016-06-29 26 19 7 7 1. NCR CORP NEW 2011-04-27 2016-11-30 39 19 20 20 43. NCR CORP NEW 2011-05-04 2017-03-22 1858 829 1029 1029 1. NASDAQ STOCK MARKET INC 2014-06-23 2016-11-30 64 39 25 25 29. NASDAQ STOCK MARKET INC 2014-06-23 2016-12-07 1960 1125 835 835 25. NASDAQ STOCK MARKET INC 2014-07-10 2017-03-22 1742 969 773 773 58. NESTLE SA SPONSORED ADR 2016-12-09 2017-03-22 4503 4048 455 455 89. NESTLE SA SPONSORED ADR 2015-08-18 2017-03-22 6910 6131 779 779 159. NEW RESIDENTIAL INVT CORP 2015-12-23 2016-11-15 2247 2090 157 157 216. NEW RESIDENTIAL INVT CORP 2016-01-06 2017-03-22 3694 2697 997 997 7. NEW RESIDENTIAL INVT CORP 2015-12-17 2017-04-03 119 85 34 34 1. NEWELL RUBBERMAID INC 2016-05-17 2016-11-30 47 48 -1 -1 68. NEWELL RUBBERMAID INC 2015-10-29 2017-03-22 3266 3101 165 165 3. NEWELL RUBBERMAID INC 2016-05-17 2017-04-03 140 143 -3 -3 9. NEWELL RUBBERMAID INC 2016-04-26 2017-05-02 414 398 16 16 16. NEWELL RUBBERMAID INC 2016-05-17 2017-05-02 736 763 -27 -27 14000. NEWMONT MNG CORP SR NT 3.5% 03/15/2022-2 2013-12-09 2016-11-28 14718 12094 2624 2624 69. NEXTERA ENERGY INC 2010-10-26 2017-01-18 8278 3774 4504 4504 163. NEXTERA ENERGY INC 2010-10-26 2017-03-21 21517 8916 12601 12601 68. NIDEC CORP ADR SPONSORED ADR 2015-02-17 2016-08-23 1564 1172 392 392 42. NIDEC CORP ADR SPONSORED ADR 2014-09-08 2017-02-13 993 689 304 304 218. NIDEC CORP ADR SPONSORED ADR 2014-09-08 2017-03-22 5162 3575 1587 1587 255. NORDSTROM INC 2013-08-12 2017-03-21 10643 15463 -4820 -4820 11. NOVARTIS A G ADR 2011-07-01 2016-06-15 843 670 173 173 193. NOVARTIS A G ADR 2010-10-26 2017-03-21 14408 11142 3266 3266 97. NOVARTIS A G ADR 2011-07-01 2017-03-22 7181 5909 1272 1272 24. NOVO NORDISK A S ADR 2014-02-18 2016-06-15 1250 1063 187 187 102. NOVO NORDISK A S ADR 2014-02-18 2017-03-22 3434 4518 -1084 -1084 223. NOVO NORDISK A S ADR 2016-10-31 2017-03-22 7507 9382 -1875 -1875 15. NOVO NORDISK A S ADR 2014-02-18 2017-05-25 623 664 -41 -41 12000. ONEOK PARTNERS L P 6.15% 10/01/2016 2013-02-12 2016-10-01 12000 12000 43. ORACLE CORPORATION 2011-08-25 2016-06-15 1659 1122 537 537 23. ORACLE CORPORATION 2016-11-28 2016-12-22 897 923 -26 -26 567. ORACLE CORPORATION 2016-01-07 2017-03-22 25374 15048 10326 10326 19. ORACLE CORPORATION 2008-01-17 2017-05-25 857 413 444 444 2000. ORACLE CORPORATION 2.5% 05/15/2022-2022 2015-06-22 2016-09-14 2043 1949 94 94 4000. ORACLE CORPORATION 2.5% 05/15/2022-2022 2015-06-22 2017-03-22 3988 3906 82 82 3. PVH CORP 2014-07-15 2016-06-24 286 336 -50 -50 5. PVH CORP 2015-10-22 2016-06-24 477 485 -8 -8 2. PVH CORP 2014-07-15 2016-06-27 173 224 -51 -51 14. PVH CORP 2014-07-15 2016-06-27 1195 1557 -362 -362 2. PVH CORP 2013-04-24 2016-06-28 177 219 -42 -42 1. PVH CORP 2013-04-24 2016-07-05 92 110 -18 -18 7. PVH CORP 2013-04-24 2016-07-05 646 767 -121 -121 3. PVH CORP 2013-04-24 2016-10-24 326 329 -3 -3 15. PVH CORP 2016-12-07 2017-03-22 1370 1645 -275 -275 1. PVH CORP 2016-12-07 2017-04-03 103 110 -7 -7 128. PT BK MANDIRI PERSERO TBK ADR 2014-11-18 2016-08-23 1084 1112 -28 -28 103. PT BK MANDIRI PERSERO TBK ADR 2014-11-18 2016-11-09 892 894 -2 -2 302. PT BK MANDIRI PERSERO TBK ADR 2014-11-18 2017-03-22 2683 2623 60 60 1. PACKAGING CORP OF AMERICA 2014-05-15 2016-11-30 86 66 20 20 14. PACKAGING CORP OF AMERICA 2014-10-08 2017-01-11 1235 897 338 338 3. PACKAGING CORP OF AMERICA 2014-10-08 2017-02-09 279 191 88 88 23. PACKAGING CORP OF AMERICA 2014-10-08 2017-03-22 2097 583 1514 1514 12. PACWEST BANCORP 2015-12-10 2016-06-24 460 543 -83 -83 1. PACWEST BANCORP 2016-05-18 2016-06-27 36 40 -4 -4 4. PACWEST BANCORP 2015-03-09 2016-06-27 145 182 -37 -37 12. PACWEST BANCORP 2015-03-06 2016-06-28 439 546 -107 -107 16. PACWEST BANCORP 2015-03-06 2016-07-05 604 720 -116 -116 13. PACWEST BANCORP 2014-11-05 2016-07-06 492 572 -80 -80 1. PACWEST BANCORP 2014-01-13 2016-11-30 51 43 8 8 47. PACWEST BANCORP 2015-01-26 2017-03-22 2370 2027 343 343 88. PANDORA A /S SPONSORED ADR 2017-02-23 2017-03-22 2399 2662 -263 -263 82. PARAMOUNT GROUP INC 2015-07-29 2016-07-01 1304 1467 -163 -163 65. PARAMOUNT GROUP INC 2015-01-27 2016-07-01 1033 1262 -229 -229 107. PARAMOUNT GROUP INC 2015-06-24 2016-07-22 1833 1942 -109 -109 184. PEPSICO INC 2015-07-13 2017-03-21 20628 17863 2765 2765 294. PERNOD RICARD S A ADR 2015-08-18 2017-02-13 6782 7171 -389 -389 108. PIEDMONT OFFICE REALTY TR (REIT) 2014-12-22 2016-10-27 2179 2116 63 63 9486.427 PIMCO FDS INCOME FUND 2015-07-31 2017-03-21 115734 117282 -1548 -1548 133.003 PIMCO FDS INCOME FUND 2017-02-28 2017-03-21 1623 1623 422. PING AN INS GROUP CO CHINA LTD ADR 2014-10-27 2017-03-22 4724 3758 966 966 159. PRAXAIR INC 2016-09-28 2017-03-21 18628 18775 -147 -147 1. PREMIER INC 2016-06-07 2016-11-30 31 34 -3 -3 97. PREMIER INC 2016-08-08 2017-02-03 3104 3239 -135 -135 122. PREMIER INC 2016-12-07 2017-03-06 3799 3867 -68 -68 5. PRICELINE.COM 2017-01-19 2017-03-22 8715 7626 1089 1089 16. PROCTER & GAMBLE CO 2014-02-10 2016-06-15 1334 1245 89 89 129. PROCTER & GAMBLE CO 2015-09-16 2017-03-22 11739 9035 2704 2704 7. PROCTER & GAMBLE CO 2011-07-01 2017-05-25 608 448 160 160 13. PROLOGIS INC (REIT) 2015-09-30 2016-10-25 683 523 160 160 72. PROLOGIS INC (REIT) 2015-09-30 2016-10-27 3682 2700 982 982 12. PROLOGIS INC (REIT) 2015-12-22 2017-05-03 647 506 141 141 12000. PRUDENTIAL FINANCIAL INC 3.5% 05/15/2024 2014-10-21 2016-12-07 12262 12116 146 146 94. PRUDENTIAL PLC ADR 2015-08-18 2017-03-22 4009 1898 2111 2111 17. PRUDENTIAL PLC ADR 2016-04-22 2017-05-22 771 704 67 67 3. PUBLIC STORAGE INC (REIT) 2014-10-24 2016-06-01 767 527 240 240 14. PUBLIC STORAGE INC (REIT) 2015-09-30 2016-10-27 2869 2194 675 675 3. PUBLIC STORAGE INC (REIT) 2016-05-02 2016-10-27 615 750 -135 -135 3. PUBLIC STORAGE INC (REIT) 2006-10-02 2016-12-19 661 257 404 404 3. PUBLIC STORAGE INC (REIT) 2006-10-02 2017-02-21 677 257 420 420 5. PUBLIC STORAGE INC (REIT) 2006-10-02 2017-05-18 1075 428 647 647 2. QEP RES INC 2016-08-03 2016-11-30 38 36 2 2 127. QEP RES INC 2016-08-03 2017-03-22 1570 2264 -694 -694 24. QUALCOMM INC 2015-07-23 2016-06-15 1284 1475 -191 -191 225. QUALCOMM INC 2015-11-06 2017-03-22 12686 11708 978 978 12. QUALCOMM INC 2016-04-19 2017-05-25 702 620 82 82 .522 QUINTILES TRANSNATIONAL HLDGS IN 2016-04-08 2016-10-04 44 37 7 7 1. QUINTILES TRANSNATIONAL HLDGS IN 2016-04-08 2016-11-30 79 71 8 8 22. QUINTILES TRANSNATIONAL HLDGS IN 2016-04-08 2016-12-15 1745 1556 189 189 16. QUINTILES TRANSNATIONAL HLDGS IN 2016-04-08 2016-12-22 1209 1131 78 78 74.496 QUINTILES TRANSNATIONAL HLDGS IN 2016-03-07 2017-03-22 5751 5046 705 705 40.504 QUINTILES TRANSNATIONAL HLDGS IN 2016-04-08 2017-03-22 3127 2864 263 263 12. QUINTILES TRANSNATIONAL HLDGS IN 2016-04-08 2017-04-26 991 849 142 142 36. RLJ LODGING TR COM 2016-05-27 2016-10-27 716 730 -14 -14 25. REGENERON PHARMACEUTICALS INC 2016-08-03 2017-03-22 9235 10850 -1615 -1615 2. REGENERON PHARMACEUTICALS INC 2016-08-02 2017-05-25 917 862 55 55 17. REINSURANCE GROUP OF AMERICA 2015-01-23 2016-10-24 1829 1415 414 414 23. REINSURANCE GROUP OF AMERICA 2016-02-09 2017-03-22 2867 1222 1645 1645 1. REINSURANCE GROUP OF AMERICA 2009-02-10 2017-04-03 127 34 93 93 15. RELIANCE STEEL & ALUMINUM CO 2016-12-07 2017-03-22 1194 1298 -104 -104 17. RELIANCE STEEL & ALUMINUM CO 2012-10-11 2017-03-22 1353 861 492 492 80. RETAIL OPPORTUNITY INVTS CORP 2011-11-22 2016-06-02 1618 804 814 814 50. RETAIL PPTYS AMER INC REIT 2016-09-27 2016-10-27 765 858 -93 -93 70. REXFORD INDL RLTY INC 2015-06-24 2016-10-27 1474 1098 376 376 21. REXFORD INDL RLTY INC 2016-05-02 2017-05-18 541 402 139 139 4. RINGCENTRAL INC CLASS A 2015-08-19 2016-11-30 86 83 3 3 62. RINGCENTRAL INC CLASS A 2015-08-20 2017-03-22 1659 1262 397 397 38. RINGCENTRAL INC CLASS A 2015-08-21 2017-05-10 1205 757 448 448 170. RITE AID CORP STORES 2014-10-08 2016-06-01 1314 834 480 480 143. RITE AID CORP STORES 2014-10-28 2016-06-02 1108 701 407 407 55. RITE AID CORP STORES 2014-10-21 2016-06-03 425 267 158 158 110. RITE AID CORP STORES 2014-10-27 2016-06-06 853 529 324 324 130. RITE AID CORP STORES 2014-10-13 2016-06-07 1006 619 387 387 62. ROCHE HLDG LTD SPON ADR 2015-11-25 2017-03-22 1957 1908 49 49 164. ROCKWELL AUTOMATION INC 2015-02-02 2017-03-21 25241 18205 7036 7036 4000. ROYAL BK CDA GLOBAL MEDIUM TERM 2.15% 0 2015-04-08 2017-03-22 4003 4024 -21 -21 16. ROYAL DUTCH SHELL PLC ADR-B 2016-12-08 2017-02-13 923 899 24 24 47. ROYAL DUTCH SHELL PLC ADR-B 2016-02-29 2017-03-22 2604 2159 445 445 25. SEI INVESTMENT COMPANY 2011-07-01 2016-06-15 1225 573 652 652 13. SEI INVESTMENT COMPANY 2011-07-01 2016-06-27 581 298 283 283 1. SEI INVESTMENT COMPANY 2011-07-01 2016-11-30 48 23 25 25 242. SEI INVESTMENT COMPANY 2011-07-14 2017-03-22 12263 5435 6828 6828 2. SEI INVESTMENT COMPANY 2011-07-14 2017-04-03 100 44 56 56 322. SPDR BLOOMBERG BARCLAYS INTERMEDIATE TER 2015-10-14 2017-03-21 10960 10964 -4 -4 391. SPDR S&P MIDCAP 400 ETF TR UNIT SER 1 STANDARD & POORS DEP RCPT 2010-10-26 2017-03-21 120203 59063 61140 61140 16. SABMILLER PLC - SPONS ADR 2015-05-13 2016-06-15 970 903 67 67 38. SABMILLER PLC - SPONS ADR 2015-05-13 2016-08-05 2165 1867 298 298 41. SABMILLER PLC - SPONS ADR 2012-04-13 2016-08-16 2330 1663 667 667 15. SABMILLER PLC - SPONS ADR 2012-04-13 2016-08-17 854 608 246 246 1. SABMILLER PLC - SPONS ADR 2012-04-13 2016-08-18 57 41 16 16 1. SABMILLER PLC - SPONS ADR 2015-08-18 2016-09-02 59 52 7 7 147. SABMILLER PLC - SPONS ADR 2015-08-18 2016-09-07 8576 6152 2424 2424 91. SABMILLER PLC - SPONS ADR 2015-09-16 2016-10-19 4986 3687 1299 1299 3. SABRE CORP 2014-06-03 2016-11-30 78 57 21 21 157. SABRE CORP 2014-10-21 2016-12-07 4046 2856 1190 1190 62. SAFRAN S A ADR 2015-02-05 2016-12-08 1092 1070 22 22 133. SAFRAN S A ADR 2015-02-05 2017-03-22 2466 2296 170 170 30. SAFRAN S A ADR 2015-02-05 2017-05-22 640 518 122 122 4000. SANTANDER UK PLC 2.375% 03/16/2020 2015-04-14 2017-03-22 3995 4035 -40 -40 13. SCHLUMBERGER LTD 2011-03-07 2016-06-15 1006 1184 -178 -178 105. SCHLUMBERGER LTD 2011-07-01 2017-03-22 8206 9084 -878 -878 27. SCHWAB CHARLES CORP NEW 2016-08-26 2016-11-30 1044 823 221 221 239. SCHWAB CHARLES CORP NEW 2016-02-22 2017-03-09 10064 5967 4097 4097 64. SCHWAB CHARLES CORP NEW 2016-02-22 2017-03-16 2754 1598 1156 1156 170. SCHWAB CHARLES CORP NEW 2016-08-26 2017-03-16 7315 5184 2131 2131 53. SERVICEMASTER GLOBAL HLDGS INC 2014-08-13 2017-03-22 2102 1071 1031 1031 34. SEVEN & I HLDGS CO LTD ADR 2016-09-21 2017-02-13 674 790 -116 -116 14. SEVEN & I HLDGS CO LTD ADR 2014-11-18 2017-02-13 278 273 5 5 105. SEVEN & I HLDGS CO LTD ADR 2014-11-18 2017-03-22 2046 2012 34 34 3000. SHELL INTL FIN B V 6.375% 12/15/2038 2016-11-07 2017-03-22 3845 3930 -85 -85 5. SHIRE PHARMACEUTICALS GR ADR 2016-01-25 2017-03-22 865 905 -40 -40 13. SHIRE PHARMACEUTICALS GR ADR 2016-08-23 2017-03-22 2248 2466 -218 -218 9. SIEMENS AG ADR 2016-11-09 2017-02-13 1158 1019 139 139 84. SIEMENS AG ADR 2016-02-19 2017-03-22 5530 3961 1569 1569 12. SIEMENS AG ADR 2016-05-20 2017-05-22 853 632 221 221 6. SIMON PROPERTY GROUP INC (REIT) 2006-07-05 2016-07-01 1307 480 827 827 22. SIMON PROPERTY GROUP INC (REIT) 2015-09-30 2016-10-27 4018 2787 1231 1231 12. SIMON PROPERTY GROUP INC (REIT) 2016-08-18 2016-10-27 2192 2396 -204 -204 7. SIMON PROPERTY GROUP INC (REIT) 2006-04-03 2016-11-14 1298 553 745 745 11. SKYWORKS SOLUTIONS INC 2015-12-10 2016-06-02 736 943 -207 -207 12. SKYWORKS SOLUTIONS INC 2012-12-20 2016-06-02 803 245 558 558 17. SKYWORKS SOLUTIONS INC 2012-12-20 2016-06-03 1142 348 794 794 25. SKYWORKS SOLUTIONS INC 2013-01-15 2016-06-03 1682 511 1171 1171 3. SKYWORKS SOLUTIONS INC 2013-01-15 2016-06-06 200 61 139 139 12. SKYWORKS SOLUTIONS INC 2016-01-22 2016-06-06 798 796 2 2 3. SNAP ON INC 2014-10-08 2016-06-27 446 291 155 155 15. SNAP ON INC 2017-02-03 2017-03-22 2500 2565 -65 -65 1. SNAP ON INC 2011-12-22 2017-04-03 167 53 114 114 171. SOFTBANK CORP ADR 2015-06-24 2017-03-22 6168 4646 1522 1522 103. SOUTHERN COPPER CORP 2014-11-18 2017-03-22 3711 3101 610 610 1. SPECTRUM BRANDS HLDGS INC 2014-05-20 2016-11-30 120 75 45 45 54. SPECTRUM BRANDS HLDGS INC 2014-05-21 2016-12-07 6487 2801 3686 3686 4000. STAT OIL ASA 1.15% 05/15/2018 2013-05-09 2017-03-22 3981 4000 -19 -19 32. STORE CAP CORP 2015-09-30 2016-10-28 857 662 195 195 21. STORE CAP CORP 2017-01-23 2017-04-25 521 538 -17 -17 474. SUNCOR ENERGY INC NEW 2017-01-27 2017-03-21 14377 15036 -659 -659 4000. SUNTRUST 2.25% 01/31/2020-2019 2017-02-01 2017-03-22 4007 4011 -4 -4 86. SYNCHRONY FINL 2015-10-21 2017-03-22 2837 2797 40 40 3. SYNCHRONY FINL 2015-10-20 2017-04-03 101 97 4 4 12. SYNCHRONY FINL 2015-10-20 2017-05-15 326 390 -64 -64 3. TAILORED BRANDS INC 2016-11-30 2017-01-12 64 56 8 8 100. TAILORED BRANDS INC 2014-12-23 2017-01-12 2130 4552 -2422 -2422 21. TANGER FACTORY OUTLET CTRS INC (REIT) 2015-04-20 2016-09-27 840 727 113 113 1. TANGER FACTORY OUTLET CTRS INC (REIT) 2015-04-20 2016-10-27 34 35 -1 -1 20. TANGER FACTORY OUTLET CTRS INC (REIT) 2015-10-29 2016-10-27 680 708 -28 -28 16. TAUBMAN CENTERS INC (REIT) 2014-11-21 2016-10-27 1151 1247 -96 -96 9. TAUBMAN CENTERS INC (REIT) 2016-09-27 2016-10-27 647 686 -39 -39 12. TAUBMAN CENTERS INC (REIT) 2014-11-21 2016-12-19 896 926 -30 -30 111. TECHTRONIC INDS LTD SPON ADR 2016-05-20 2017-03-22 2275 2200 75 75 336. TELENOR ASA SPONSORED ADR 2015-08-18 2017-02-13 5315 6442 -1127 -1127 45. TELENOR ASA SPONSORED ADR 2016-02-19 2017-02-13 712 652 60 60 5418.4589 TEMPLETON GLOBAL BOND FD CL AD 2012-12-19 2017-03-21 66484 73975 -7491 -7491 40.101 TEMPLETON GLOBAL BOND FD CL AD 2017-03-17 2017-03-21 492 493 -1 -1 76. TENCENT HLDGS LTD ADR 2014-11-18 2016-06-16 1666 1237 429 429 35. TENCENT HLDGS LTD ADR 2015-08-18 2016-09-21 955 629 326 326 171. TENCENT HLDGS LTD ADR 2015-08-18 2017-03-22 4883 2703 2180 2180 18. TENCENT HLDGS LTD ADR 2013-04-30 2017-03-29 530 124 406 406 4. TENNECO INC 2014-10-31 2016-06-01 209 212 -3 -3 25. TENNECO INC 2014-10-31 2016-06-01 1305 684 621 621 4. TENNECO INC 2010-03-03 2016-06-02 211 86 125 125 29. TENNECO INC 2010-05-20 2016-06-02 1536 583 953 953 293. TEXAS INSTRS INC 2015-08-13 2017-03-21 23457 14947 8510 8510 10. TIFFANY & CO 2013-07-02 2016-12-22 790 732 58 58 47. TIFFANY & CO 2013-07-02 2017-03-22 4385 3399 986 986 94. TORAY INDUSTRIES INC ADR 2016-02-29 2017-03-22 1664 1514 150 150 107. TORAY INDUSTRIES INC ADR 2016-09-21 2017-03-22 1894 2078 -184 -184 8. TOYOTA MTR CORP ADR 2011-11-11 2016-08-23 960 513 447 447 16. TOYOTA MTR CORP ADR 2011-11-11 2016-11-09 1798 1023 775 775 59. TOYOTA MTR CORP ADR 2011-11-23 2017-02-07 6666 3649 3017 3017 4000. TOYOTA MOTOR CREDIT CORP 2.6% 01/11/2022 2017-02-01 2017-03-22 4013 4001 12 12 168. UNION PACIFIC CORP 2014-04-16 2017-03-21 17381 15768 1613 1613 10. UNITED PARCEL SERVICE CL B 2011-07-01 2016-06-15 1045 738 307 307 85. UNITED PARCEL SERVICE CL B 2011-09-16 2017-03-22 9010 6182 2828 2828 29. UNITED RENTALS INC 2012-10-12 2016-10-20 2296 930 1366 1366 45. UNITED RENTALS INC 2016-12-07 2017-01-12 4768 4163 605 605 10000. UNITED STATES TREAS SEC STRIPPED 0% 11/1 2013-07-23 2016-06-14 9831 9116 715 715 18000. UNITED STATES TREAS SEC STRIPPED 0% 11/1 2016-03-01 2017-03-22 17689 17744 -55 -55 2000. U S TREAS BDS 5.250% DUE 02/15/2029 2016-05-09 2017-03-22 2565 2704 -139 -139 8000. UNITED STATES TREAS BDS 4.5% 02/15/2036 2016-07-11 2016-11-07 10862 11333 -471 -471 3000. UNITED STATES TREAS BDS 4.25% 11/15/2040 2011-01-06 2017-03-22 3667 2860 807 807 1000. UNITED STATES TREAS BDS DTD 00223 4.375% 2016-06-09 2017-03-22 1247 1379 -132 -132 2000. UNITED STATES TREAS BDS DTD 00223 4.375% 2011-07-13 2017-03-22 2494 2046 448 448 15000. UNITED STATES TREAS BDS 3% 05/15/2045 2016-01-04 2017-03-22 14939 15114 -175 -175 2000. UNITED STATES TREAS BDS 2.5% 05/15/2046 2016-06-14 2017-03-22 1795 2027 -232 -232 2000. UNITED STATES TREAS BDS DTD 00251 2.875% 2017-02-16 2017-03-22 1945 1933 12 12 16000. UNITED STATES TREASURY 1.5% 08/15/2026 2016-09-01 2016-10-28 15502 15896 -394 -394 7000. UNITED STATES TREASURY 1.375% 08/31/202 2016-03-01 2017-03-22 6934 7023 -89 -89 2000. UNITED STATES TREASURY 2.25% 11/15/2025 2016-01-26 2017-03-22 1984 2040 -56 -56 6000. UNITED STATES TREASURY 2.125% 12/31/202 2016-01-11 2017-03-22 6011 6069 -58 -58 6000. UNITED STATES TREASURY 1.75% 12/31/2020 2016-01-26 2017-03-22 6002 6071 -69 -69 10000. UNITED STATES TREASURY 1.75% 12/31/2020 2016-01-26 2017-04-25 10032 10115 -83 -83 4000. UNITED STATES TREASURY 1.625% 02/15/202 2016-05-02 2017-03-22 3761 3914 -153 -153 8000. UNITED STATES TREASURY 1.625% 05/15/202 2016-06-02 2016-07-15 8037 7863 174 174 9000. UNITED STATES TREASURY 1.125% 07/31/202 2016-08-05 2017-03-22 8723 9002 -279 -279 7000. UNITED STATES TREASURY DTD 714 1.125% 0 2016-10-03 2017-03-22 6768 6983 -215 -215 2000. UNITED STATES TREASURY .75% 10/31/2017 2015-11-10 2017-03-01 1999 1995 4 4 10000. UNITED STATES TREASURY .75% 10/31/2017 2016-01-04 2017-03-22 9989 9977 12 12 4000. UNITED STATES TREASURY .75% 10/31/2017 2016-01-04 2017-04-07 3995 3994 1 1 6000. UNITED STATES TREASURY 2% 11/15/2026 2017-02-16 2017-03-22 5797 5743 54 54 33000. UNITED STATES TREASURY 1.75% 11/30/2021 2016-12-16 2017-02-01 32738 32646 92 92 3000. UNITED STATES TREASURY 1.75% 11/30/2021 2016-12-15 2017-03-22 2979 2955 24 24 10000. UNITED STATES TREASURY 1.75% 05/15/2023 2013-05-22 2016-08-17 10239 9782 457 457 6000. UNITED STATES TREASURY 1.75% 05/15/2023 2013-05-22 2016-08-22 6147 5869 278 278 4000. UNITED STATES TREASURY 1.75% 05/15/2023 2013-05-22 2017-03-22 3911 3913 -2 -2 4000. UNITED STATES TREASURY 2.75% 11/15/2023 2015-06-16 2017-03-22 4142 4131 11 11 165. UNITED TECHNOLOGIES CORP 2010-10-26 2017-03-21 18507 10699 7808 7808 3000. UNITEDHEALTH GROUP INC 5.8% 03/15/2036 2013-02-12 2017-03-22 3680 3512 168 168 276. V F CORP 2012-11-21 2017-03-21 14665 10814 3851 3851 8. VWR CORP 2015-04-22 2016-11-30 217 215 2 2 155. VWR CORP 2015-06-05 2017-02-02 4043 4040 3 3 52. VWR CORP 2015-06-04 2017-03-22 1425 1337 88 88 386. VANGUARD INTERMED-TERM BOND ETF 2017-01-18 2017-03-21 32201 32155 46 46 1238. VANGUARD FTSE ALL WORLD EX-US INDEX FD 2014-08-27 2017-03-21 59105 64772 -5667 -5667 .8 VAREX IMAGING CORP 2013-11-20 2017-01-30 22 18 4 4 3. VAREX IMAGING CORP 2013-11-20 2017-03-01 106 67 39 39 3. VAREX IMAGING CORP 2013-11-20 2017-03-01 106 63 43 43 3. VAREX IMAGING CORP 2012-11-05 2017-03-02 102 63 39 39 1. VAREX IMAGING CORP 2012-11-05 2017-03-03 33 21 12 12 3. VAREX IMAGING CORP 2012-11-05 2017-03-06 99 63 36 36 1. VAREX IMAGING CORP 2012-11-05 2017-03-07 33 21 12 12 1. VAREX IMAGING CORP 2012-11-05 2017-03-09 32 21 11 11 36. VAREX IMAGING CORP 2012-11-05 2017-04-24 1256 756 500 500 7. VAREX IMAGING CORP 2013-06-10 2017-05-16 243 146 97 97 11. VARIAN MEDICAL SYSTEMS INC 2013-11-20 2016-06-15 912 819 93 93 90. VARIAN MEDICAL SYSTEMS INC 2013-11-20 2017-03-22 8155 5628 2527 2527 11. VENTAS INC (REIT) 2014-11-21 2016-07-22 814 644 170 170 46. VENTAS INC (REIT) 2010-12-02 2016-10-27 3044 1638 1406 1406 9. VENTAS INC (REIT) 2015-10-29 2017-02-21 562 491 71 71 8. VENTAS INC (REIT) 2015-10-29 2017-05-23 539 437 102 102 51. VANGUARD INDEX FDS EXTD MARKET VIPERS 2017-03-28 2017-05-02 5186 5002 184 184 12000. VERIZON COMMUNICATIONS NT 5.15% 09/15/20 2016-11-17 2017-02-03 13426 13291 135 135 12000. VERIZON COMMUNICATIONS 3% 11/01/2021-202 2014-11-05 2016-11-17 12151 11907 244 244 2000. VIACOM INC 6.875% 04/30/2036 2016-07-11 2017-03-22 2260 2316 -56 -56 1000. VIACOM INC 6.875% 04/30/2036 2013-02-12 2017-03-23 1132 1248 -116 -116 1000. VIACOM INC 6.875% 04/30/2036 2016-07-11 2017-03-23 1132 1158 -26 -26 25. VISA INC CL A 2014-09-25 2016-06-15 1969 1319 650 650 313. VISA INC CL A 2014-09-25 2017-03-22 27681 7089 20592 20592 12. VISA INC CL A 2011-07-01 2017-05-25 1142 262 880 880 4000. VODAFONE GROUP PLC 6.15% 02/27/2037 2013-07-23 2017-03-22 4531 4315 216 216 5. VORNADO REALTY TRUST (REIT) 2011-03-21 2016-12-19 519 400 119 119 12. WABCO HLDGS INC 2014-07-18 2016-06-24 1141 1262 -121 -121 13. WABCO HLDGS INC 2014-07-30 2016-06-24 1239 1352 -113 -113 5. WABCO HLDGS INC 2014-09-11 2016-06-27 452 487 -35 -35 11. WABCO HLDGS INC 2014-09-29 2016-06-27 981 1044 -63 -63 3000. WAL-MART STORES INC 6.5% 08/15/2037 2016-07-20 2017-03-22 4012 4412 -400 -400 24. WASHINGTON REAL ESTATE INVESTMENT TRUST (REIT) 2016-07-22 2016-10-27 699 801 -102 -102 23. WASHINGTON REAL ESTATE INVESTMENT TRUST (REIT) 2016-07-22 2016-10-31 674 767 -93 -93 33. WELLS FARGO & CO NEW 2011-03-31 2016-11-30 1743 1045 698 698 15. WELLS FARGO & CO NEW 2011-03-31 2016-12-22 836 475 361 361 296. WELLS FARGO & CO NEW 2011-04-27 2017-03-22 16339 8749 7590 7590 3000. WELLS FARGO COMPANY 4.6% 04/01/2021 2013-11-15 2017-03-22 3226 3176 50 50 10. WELLTOWER INC 2016-05-02 2016-06-01 688 703 -15 -15 15. WELLTOWER INC 2016-07-01 2016-10-27 1021 1145 -124 -124 35. WELLTOWER INC 2013-07-24 2016-10-27 2382 2301 81 81 4000. WESTPAC BANKING CORP 2.8% 01/11/2022 2017-02-01 2017-03-22 4024 4009 15 15 2. WESTROCK CO 2015-05-22 2016-11-30 102 119 -17 -17 71. WESTROCK CO 2015-06-02 2017-01-13 3695 4163 -468 -468 6. WHIRLPOOL CORP 2015-11-04 2016-12-22 1081 958 123 123 30. WHIRLPOOL CORP 2016-01-13 2017-03-22 5131 4700 431 431 117. WIRECARD AG UNSPON ADR 2017-02-13 2017-03-22 3057 2841 216 216 1250. WISDOMTREE TR EUROPE HEDGED EQUITY FUND 2015-10-14 2016-11-01 66940 71275 -4335 -4335 211. WPX ENERGY INC 2017-03-01 2017-03-22 2543 2862 -319 -319 8. WPX ENERGY INC 2016-11-11 2017-04-03 107 95 12 12 3000. XEROX CORP 6.35% 05/15/2018 2011-03-14 2017-03-23 3143 3116 27 27 104. YUM! BRANDS INC 2014-02-18 2017-03-22 6588 5334 1254 1254 140. YUM CHINA HLDGS INC 2014-02-18 2017-03-22 3766 3098 668 668 .6 ADIENT PLC 2016-10-31 2016-10-31 27 28 -1 -1 95. ADIENT PLC 2016-10-31 2016-11-01 4274 4426 -152 -152 60. ADIENT PLC 2017-02-09 2017-03-22 4141 3662 479 479 17. AON PLC 2013-12-04 2016-11-30 1941 1382 559 559 7. AON PLC 2013-12-04 2017-01-04 794 569 225 225 118. AON PLC 2013-12-04 2017-03-22 13841 9418 4423 4423 25. AON PLC 2013-10-30 2017-04-17 2972 1988 984 984 20. AON PLC 2013-10-30 2017-05-25 2609 1590 1019 1019 39. ATHENE HOLDING LTD CLASS A 2017-03-02 2017-03-22 1973 1995 -22 -22 35. AXALTA COATING SYSTEMS LTD 2015-11-04 2016-12-22 953 1010 -57 -57 207. AXALTA COATING SYSTEMS LTD 2015-12-02 2017-03-22 6433 5967 466 466 152. ACCENTURE PLC CL A 2015-11-19 2017-03-21 18948 16309 2639 2639 68. ENDO INTERNATIONAL PLC 2016-08-09 2017-03-22 677 1734 -1057 -1057 615. WEATHERFORD INTERNATIONAL PL 2017-03-16 2017-03-22 3698 3849 -151 -151 443. INVESCO LTD 2014-09-04 2017-03-21 13429 16860 -3431 -3431 .041 JOHNSON CONTROLS INTERNATIONAL PLC 2016-09-12 2016-09-06 2 2 312. JOHNSON CONTROLS INTERNATIONAL PLC 2016-09-12 2017-03-21 12951 15010 -2059 -2059 45. MEDTRONIC PLC 2015-02-13 2016-07-06 3929 3463 466 466 282. MEDTRONIC PLC 2015-02-13 2017-03-21 22805 21700 1105 1105 105. MEDTRONIC PLC 2015-02-13 2017-03-22 8443 8080 363 363 44. PENTAIR PLC 2016-12-07 2017-03-22 2684 2680 4 4 8. PENTAIR PLC 2016-12-07 2017-05-25 529 487 42 42 1. SIGNET JEWELERS LTD 2011-12-16 2016-11-30 92 44 48 48 18. SIGNET JEWELERS LTD 2016-12-07 2017-03-22 1183 1705 -522 -522 143. CHUBB LTD 2016-04-06 2017-03-21 19471 17011 2460 2460 1. CAESAR STONE SDOT YAM LTD 2016-08-04 2016-11-30 27 42 -15 -15 73. CAESAR STONE SDOT YAM LTD 2016-08-04 2017-03-22 2380 2896 -516 -516 28. CAESAR STONE SDOT YAM LTD 2016-06-06 2017-05-08 1119 1080 39 39 24. CHECK POINT SOFTWARE TECH 2016-02-11 2017-03-22 2439 1830 609 609 1. CHECK POINT SOFTWARE TECH 2013-04-12 2017-04-03 103 47 56 56 5. CHECK POINT SOFTWARE TECH 2013-04-12 2017-05-23 548 233 315 315 17. ASML HOLDING NV NY REG SHS 2014-09-09 2017-02-23 2104 1653 451 451 43. ASML HOLDING NV NY REG SHS 2015-08-18 2017-03-22 5492 4100 1392 1392 2. ASML HOLDING NV NY REG SHS 2014-03-10 2017-04-03 264 181 83 83 65. CONSTELLIUM NV CLASS A 2013-08-30 2017-02-03 489 1155 -666 -666 36. CONSTELLIUM NV CLASS A 2014-12-05 2017-02-15 292 634 -342 -342 29. CONSTELLIUM NV CLASS A 2014-12-05 2017-03-22 161 504 -343 -343 230. CONSTELLIUM NV CLASS A 2016-12-08 2017-03-22 1276 1528 -252 -252 CAPITAL GAIN DIVIDENDS P 6378 668386 false 428143 8144912 0.052566 397798 8802546 0.045191 360408 8484042 0.042481 391530 7862831 0.049795 362699 7631050 0.047529 0.237562 0.047512 8271340 392988 7357 400345 446336 X 7357 0 7357 0 7357 2896 11850 14746 0 7389 7360 29 false false false false false false false true true CA true false false false false true N/A COMERICA BANK 3132223568 411 WEST LAFAYETTE M/C 3420 DETROIT MI 48226 false false false false true false false 0 false false false false false false false false false false false false false false Paul Ingalls PO Box 75000 mc4675 Detroit MI 482754675 Trustee 2 18000 J Wycliffe DeLong PO Box 75000 MC 4675 Detroit MI 482754675 Trustee 2 12000 James Wycliffe DeLong PO Box 75000 MC 4765 Detroit MI 482754765 Trustee 2 24000 Peggy Ingalls Suckow PO Box 75000 MC 4675 Detroit MI 482754765 Trustee 2 12000 NONE 0 NONE 0 8255888 141412 0 8397300 0 0 8397300 125960 8271340 413567 413567 7357 7357 406210 0 406210 0 406210 446336 0 0 0 0 446336 7357 438979 406210 367097 2014 0 0 0 0 0 0 0 446336 367097 0 0 79239 0 0 0 0 0 0 0 0 326971 0 0 0 0 0 0 0 0 X Communities of Coastal GA Foundation 1626 FREDERICA ROAD STE 201 St Simon Island GA 31522 NONE PC GENERAL SUPPORT 20000 Wine Country Animal Lovers Inc PO BOX 3 Calistoga CA 94515 NONE PC GENERAL SUPPORT 65500 Partners in Oakland Education 1911 UNION ST Oakland CA 94607 NONE PC GENERAL SUPPORT 10000 FRIENDS OF HARRINGTON SCHOOL PO BOX 20496 ST SIMONS IS GA 31522 NONE PC GENERAL SUPPORT 5000 STAR FOUNDATION INC 1907 GLOUCESTER ST BRUNSWICK GA 31520 NONE PC GENERAL SUPPORT 1500 MUSEUM OF CRAFT & DESIGN 2569 3RD ST SAN FRANCISCO CA 94107 NONE PC GENERAL SUPPORT 20000 Coastal Youth Symphony of GA PO BOX 603 St Simons Island GA 31521 NONE PC GENERAL SUPPORT 2000 Coastal Georgia Historial Society PO BOX 21136 St Simons Island GA 31522 NONE PC GENERAL SUPPORT 52500 Golden Isles Arts & Humanities Assn 1530 NEWCASTLE ST Brunswick GA 31520 NONE PC GENERAL SUPPORT 1000 St Simons Land Trust PO BOX 24615 St Simons Island GA 31522 NONE PC GENERAL SUPPORT 25000 Humane Society of S Coastal GA 4627 US HIGHWAY 17 N Brunswixk GA 31525 NONE PC GENERAL SUPPORT 25000 Boys and Girls Club of St Helena and Calistoga 1420 TAINTER ST St Helena CA 945741949 NONE PC GENERAL SUPPORT 11500 Solano Winds PO BOX 722 Fairfield CA 94533 NONE PC GENERAL SUPPORT 1500 Calistoga Affordable Housing 1332 LINCOLN AVE Calistoga CA 94515 NONE PC GENERAL SUPPORT 26000 Morrilton Cemetery Improvement Assoc PO BOX 561 Morrilton AR 72110 NONE PC GENERAL SUPPORT 1500 DOGWOOD ANIMAL RESCUE 1415 FULTON ROAD 432 SANTA ROSA CA 95403 NONE PC GENERAL SUPPORT 500 Friends of Pioneer Park WHITMAN ST Walla Walla WA 99362 NONE PC GENERAL SUPPORT 2500 EDGEWOOD CENTER FOR CHILDREN AND FAMILIES 1801 VICENTE STREET SAN FRANCISCO CA 94116 NONE PC GENERAL SUPPORT 100000 Light House for the Blind and Visually Impaired 214 VAN NESS AVE San Francisco CA 94102 NONE PC GENERAL SUPPORT 15000 Land Trust of Napa County 1700 SOSCOL AVE 20 Napa CA 94559 NONE PC GENERAL SUPPORT 20000 OAKLAND HERITAGE ALLIANCE 446 17TH STREET OAKLAND CA 94612 NONE PC GENERAL SUPPORT 5000 411000 14 213588 14 10 18 668386 FEDERAL TAX REFUND 14 5684 887668 887668 false false false false false false false false false false TAX PREPARATION FEE (NON-ALLOC 900 450 450 FIXED INCOME 2492096 2517144 EQUITIES 4377262 5481407 ABBEY CAPITAL MULTI-MGR FUND AT COST 251744 254661 VANGUARD GLOBAL EX-US REAL AT COST 130321 139338 VANGUARD REIT ETF AT COST 119680 126162 DIFFERENCE BETWEEN RECEIPTS AND INCOME 1771 OTHER NON-ALLOCABLE EXPENSE - 85 85 0 OTHER NONALLOCABLE EXPENSES - 282 282 0 ABBEY CAPITAL K-1 -11985 FEDERAL REFUND FOR F/Y/E 5/31/16 5684 0 MARKET DISCOUNT - INTEREST 10 10 ROUNDING 5 INVESTMENT MGMT FEES-NOT SUBJE 14233 14233 INVESTMENT MGMT FEES-SUBJECT T 81278 81278 FOREIGN TAXES 1750 1750 0 FOREIGN TAXES ON QUALIFIED FOR 622 622 0 FOREIGN TAXES ON NONQUALIFIED 670 670 0