2017-08-31T11:00:23-04:00 2017-05-31 990PF 2016-06-01 046011995 CHARLES E & CAROLINE J ADAMS TRUST ADAM 8888663275 P O BOX 1802 PROVIDENCE RI 029011802 BANK OF AMERICA N A SVP Tax 8888663275 2017-08-31 171.159.192.10 P 7BFAC51D0FD95BFA601FDE4199B63FA642FBD7D8 475BB997665E8F3F59A1F5FFA833D283BD8A25DF 2016 2021-01-29 14:40:06Z X 14290177 X 258545 250695 267720 16555640 267720 0 2376 34355 528641 552770 93285 55971 37314 0 0 0 0 0 0 1250 750 0 500 33639 4898 28741 0 4192 4192 0 0 0 0 0 0 0 3851 10922 125 136217 76733 0 66680 620000 620000 756217 76733 0 686680 -227576 476037 0 849503 812971 812971 0 0 0 9964886 10273317 11390999 2494967 1982323 2086207 13309356 13068611 14290177 0 X 13309356 13068611 13309356 13068611 13309356 13068611 13309356 -227576 7 13081787 13176 13068611 5000. AT&T INC SR UNSECD GLOBAL NT 2016-03-21 2017-02-10 5127 5081 46 46 2000. ACE INA HLDGS INC SR UNSECD NT CALL 5/3/45 @100 2015-10-27 2016-11-28 2106 1995 111 111 10000. ACTAVIS FDG SCS SR UNSECD GTD NT C2/12/20 @100 LUXEMBOURG 2015-11-05 2016-10-25 10327 10040 287 287 5000. ACTAVIS FDG SCS SR UNSECD GTD NT CALL 01/15/22 LUXEMBOURG 2015-03-10 2016-06-23 5143 5033 110 110 5000. ACTAVIS FDG SCS SR UNSECD GTD NT CALL 01/15/22 LUXEMBOURG 2015-03-17 2016-06-23 5143 5032 111 111 6000. ACTAVIS FDG SCS SR UNSECD GTD NT CALL 01/15/22 LUXEMBOURG 2016-10-25 2016-12-07 6099 6266 -167 -167 5000. ACTAVIS FDG SCS SR UNSECD GTD NT C12/15/24 @100 LUXEMBOURG 2016-06-23 2017-02-09 5008 5146 -138 -138 2000. ACTAVIS FDG SCS SR UNSECD GTD NT C9/15/44 @100 LUXEMBOURG 2016-03-14 2017-03-09 1940 2099 -159 -159 2000. ACTAVIS FDG SCS SR UNSECD GTD NT C9/15/44 @100 LUXEMBOURG 2016-02-22 2017-03-22 2002 2152 -150 -150 3000. ACTAVIS FDG SCS SR UNSECD GTD NT C9/15/44 @100 LUXEMBOURG 2017-02-16 2017-03-22 3003 2990 13 13 3000. AETNA INC NEW UNSECD SR NT CALL 3/15/26 @100 2016-06-03 2016-11-10 2995 3008 -13 -13 2000. AETNA INC NEW UNSECD SR NT CALL 3/15/26 @100 2016-06-03 2017-01-05 1989 2005 -16 -16 1000. AETNA INC NEW UNSECD SR NT CALL 3/15/26 @100 2016-06-02 2017-01-05 995 996 -1 -1 4000. AETNA INC NEW UNSECD SR NT CALL 3/15/26 @100 2016-06-02 2017-02-14 4042 3985 57 57 10000. ALABAMA PWR CO SR UNSECD NT CALL 01/01/25 @100 2015-11-05 2016-10-13 10276 9564 712 712 45000. FNMA 15 YR TBA DTD 01/01/16 2.500% DUE 01/15/31 2017-01-18 2017-01-13 45125 45229 -104 -104 45000. FNMA 15 YR TBA DTD 01/01/16 2.500% DUE 01/15/31 2016-12-12 2017-01-18 45229 44989 240 240 30000. FNMA 15 YR TBA DTD 02/01/17 2.500% DUE 02/15/32 2017-02-13 2017-02-08 30150 30075 75 75 15000. FNMA 15 YR TBA DTD 02/01/17 2.500% DUE 02/15/32 2017-01-13 2017-02-10 15042 15026 16 16 30000. FNMA 15 YR TBA DTD 02/01/17 2.500% DUE 02/15/32 2017-01-13 2017-02-13 30075 30052 23 23 15000. FNMA 15 YR TBA DTD 03/01/17 2.500% DUE 03/15/32 2017-02-10 2017-03-09 14889 15020 -131 -131 15000. FNMA 15 YR TBA DTD 04/01/17 2.500% DUE 04/15/32 2017-03-09 2017-04-10 15027 14867 160 160 15000. FNMA 15 YR TBA DTD 05/01/17 2.500% DUE 05/15/32 2017-04-10 2017-04-28 15077 15009 68 68 15000. FNMA 15 YR TBA DTD 06/01/17 2.500% DUE 06/15/32 2016-06-14 2016-06-13 15480 15480 15000. FNMA 15 YR TBA DTD 06/01/17 2.500% DUE 06/15/32 2016-05-12 2016-06-14 15480 15431 49 49 15000. FNMA 15 YR TBA DTD 07/01/16 2.500% DUE 07/15/32 2016-06-13 2016-07-07 15558 15452 106 106 15000. FNMA 15 YR TBA DTD 08/01/15 2.500% DUE 08/15/30 2016-07-07 2016-08-05 15523 15538 -15 -15 15000. FNMA 15 YR TBA DTD 09/01/15 2.500% DUE 09/15/30 2016-08-05 2016-09-08 15525 15497 28 28 15000. FNMA 15 YR TBA DTD 10/01/15 2.500% DUE 10/15/30 2016-09-08 2016-10-06 15492 15500 -8 -8 30000. FNMA 15 YR TBA DTD 11/01/15 2.500% DUE 11/15/30 2016-10-19 2016-11-09 30783 30935 -152 -152 15000. FNMA 15 YR TBA DTD 11/01/15 2.500% DUE 11/15/30 2016-10-06 2016-11-09 15391 15467 -76 -76 30000. FNMA 15 YR TBA DTD 11/01/15 2.500% DUE 11/15/30 2016-11-14 2016-11-14 30445 30445 45000. FNMA 15 YR TBA DTD 12/01/15 2.500% DUE 12/15/30 2016-11-09 2016-12-12 45056 46104 -1048 -1048 40000. FNMA 15 YR TBA DTD 01/01/16 3.000% DUE 01/15/31 2016-12-12 2017-01-13 41106 41014 92 92 20000. FNMA 15 YR TBA DTD 02/01/17 3.000% DUE 02/15/32 2017-02-13 2017-02-08 20613 20575 38 38 20000. FNMA 15 YR TBA DTD 02/01/17 3.000% DUE 02/15/32 2017-01-13 2017-02-10 20581 20528 53 53 20000. FNMA 15 YR TBA DTD 02/01/17 3.000% DUE 02/15/32 2017-01-13 2017-02-13 20575 20528 47 47 20000. FNMA 15 YR TBA DTD 03/01/17 3.000% DUE 03/15/32 2017-02-10 2017-03-09 20381 20548 -167 -167 20000. FNMA 15 YR TBA DTD 04/01/17 3.000% DUE 04/15/32 2017-03-09 2017-04-10 20528 20345 183 183 20000. FNMA 15 YR TBA DTD 05/01/17 3.000% DUE 05/15/32 2017-04-10 2017-04-28 20563 20501 62 62 40000. FNMA 15 YR TBA DTD 06/01/17 3.000% DUE 06/15/32 2016-05-12 2016-06-13 41888 41789 99 99 40000. FNMA 15 YR TBA DTD 07/01/16 3.000% DUE 07/15/32 2016-07-15 2016-07-07 41994 41963 31 31 40000. FNMA 15 YR TBA DTD 07/01/16 3.000% DUE 07/15/32 2016-06-13 2016-07-15 41963 41828 135 135 40000. FNMA 15 YR TBA DTD 08/01/15 3.000% DUE 08/15/30 2016-07-07 2016-08-05 41950 41961 -11 -11 40000. FNMA 15 YR TBA DTD 09/01/15 3.000% DUE 09/15/30 2016-08-05 2016-09-08 41938 41897 41 41 40000. FNMA 15 YR TBA DTD 10/01/15 3.000% DUE 10/15/30 2016-09-08 2016-10-06 41919 41895 24 24 40000. FNMA 15 YR TBA DTD 11/01/15 3.000% DUE 11/15/30 2016-10-06 2016-11-09 41825 41866 -41 -41 40000. FNMA 15 YR TBA DTD 11/01/15 3.000% DUE 11/15/30 2016-11-14 2016-11-14 41488 41488 40000. FNMA 15 YR TBA DTD 12/01/15 3.000% DUE 12/15/30 2016-11-09 2016-12-12 41081 41769 -688 -688 81000. FNMA 30 YR TBA DTD 01/01/16 3.000% DUE 01/15/46 2016-12-06 2017-01-10 80614 80453 161 161 81000. FNMA 30 YR TBA DTD 02/01/17 3.000% DUE 02/15/47 2017-01-10 2017-02-06 80291 80494 -203 -203 35000. FNMA 30 YR TBA DTD 03/01/17 3.000% DUE 03/15/47 2017-02-06 2017-02-08 34809 34628 181 181 46000. FNMA 30 YR TBA DTD 03/01/17 3.000% DUE 03/15/47 2017-02-06 2017-03-06 45393 45511 -118 -118 46000. FNMA 30 YR TBA DTD 04/01/17 3.000% DUE 04/15/47 2017-03-06 2017-04-04 45756 45310 446 446 46000. FNMA 30 YR TBA DTD 05/01/17 3.000% DUE 05/15/47 2017-04-04 2017-04-28 45856 45677 179 179 15000. FNMA 30 YR TBA DTD 08/01/15 3.000% DUE 08/15/45 2016-07-13 2016-08-04 15605 15569 36 36 15000. FNMA 30 YR TBA DTD 08/01/15 3.000% DUE 08/15/45 2016-08-08 2016-08-08 15557 15557 15000. FNMA 30 YR TBA DTD 09/01/15 3.000% DUE 09/15/45 2016-08-04 2016-09-06 15551 15573 -22 -22 30000. FNMA 30 YR TBA DTD 09/01/15 3.000% DUE 09/15/45 2016-08-11 2016-09-06 31102 31086 16 16 15000. FNMA 30 YR TBA DTD 09/01/15 3.000% DUE 09/15/45 2016-09-09 2016-09-06 15551 15536 15 15 15000. FNMA 30 YR TBA DTD 09/01/15 3.000% DUE 09/15/45 2016-08-08 2016-09-09 15536 15518 18 18 60000. FNMA 30 YR TBA DTD 10/01/15 3.000% DUE 10/15/45 2016-09-06 2016-10-05 62189 62084 105 105 60000. FNMA 30 YR TBA DTD 11/01/15 3.000% DUE 11/15/45 2016-10-05 2016-11-04 61880 62053 -173 -173 60000. FNMA 30 YR TBA DTD 12/01/15 3.000% DUE 12/15/45 2016-11-04 2016-12-06 59714 61763 -2049 -2049 21000. FNMA 30 YR TBA DTD 12/01/15 3.000% DUE 12/15/45 2016-11-10 2016-12-06 20900 21258 -358 -358 20000. FNMA 15 YR TBA DTD 01/01/16 3.500% DUE 01/15/31 2016-12-12 2017-01-13 20853 20794 59 59 20000. FNMA 15 YR TBA DTD 02/01/17 3.500% DUE 02/15/32 2017-01-13 2017-02-10 20860 20844 16 16 20000. FNMA 15 YR TBA DTD 03/01/17 3.500% DUE 03/15/32 2017-02-10 2017-03-09 20725 20845 -120 -120 20000. FNMA 15 YR TBA DTD 04/01/17 3.500% DUE 04/15/32 2017-03-09 2017-04-10 20838 20707 131 131 20000. FNMA 15 YR TBA DTD 05/01/17 3.500% DUE 05/15/32 2017-04-10 2017-04-28 20888 20816 72 72 65000. FNMA 15 YR TBA DTD 06/01/17 3.500% DUE 06/15/32 2016-05-12 2016-06-13 68930 68816 114 114 65000. FNMA 15 YR TBA DTD 07/01/16 3.500% DUE 07/15/32 2016-06-13 2016-07-07 68910 68816 94 94 65000. FNMA 15 YR TBA DTD 08/01/15 3.500% DUE 08/15/30 2016-07-07 2016-08-05 68758 68844 -86 -86 65000. FNMA 15 YR TBA DTD 09/01/15 3.500% DUE 09/15/30 2016-08-05 2016-09-08 68697 68702 -5 -5 65000. FNMA 15 YR TBA DTD 10/01/15 3.500% DUE 10/15/30 2016-09-08 2016-10-06 68555 68666 -111 -111 45000. FNMA 15 YR TBA DTD 11/01/15 3.500% DUE 11/15/30 2016-10-06 2016-10-19 47443 47429 14 14 20000. FNMA 15 YR TBA DTD 11/01/15 3.500% DUE 11/15/30 2016-10-06 2016-11-09 21075 21080 -5 -5 20000. FNMA 15 YR TBA DTD 12/01/15 3.500% DUE 12/15/30 2016-11-09 2016-12-12 20813 21060 -247 -247 25000. FNMA 30 YR TBA DTD 01/01/16 3.500% DUE 01/15/46 2017-01-12 2016-12-28 25465 25766 -301 -301 10000. FNMA 30 YR TBA DTD 01/01/16 3.500% DUE 01/15/46 2017-01-12 2017-01-05 10262 10306 -44 -44 10000. FNMA 30 YR TBA DTD 01/01/16 3.500% DUE 01/15/46 2017-01-12 2017-01-05 10262 10306 -44 -44 10000. FNMA 30 YR TBA DTD 01/01/16 3.500% DUE 01/15/46 2017-01-12 2017-01-10 10264 10306 -42 -42 20000. FNMA 30 YR TBA DTD 01/01/16 3.500% DUE 01/15/46 2016-12-19 2017-01-12 20613 20277 336 336 35000. FNMA 30 YR TBA DTD 01/01/16 3.500% DUE 01/15/46 2016-12-19 2017-01-12 36072 35485 587 587 10000. FNMA 30 YR TBA DTD 02/01/17 3.500% DUE 02/15/47 2017-01-10 2017-02-06 10233 10250 -17 -17 10000. FNMA 30 YR TBA DTD 03/01/17 3.500% DUE 03/15/47 2017-02-06 2017-03-06 10192 10212 -20 -20 10000. FNMA 30 YR TBA DTD 04/01/17 3.500% DUE 04/15/47 2017-03-06 2017-04-04 10256 10173 83 83 10000. FNMA 30 YR TBA DTD 05/01/17 3.500% DUE 05/15/47 2017-04-04 2017-04-28 10264 10236 28 28 45000. FNMA 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2016-06-08 2016-06-02 47074 47271 -197 -197 45000. FNMA 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2016-05-06 2016-06-08 47271 47201 70 70 40000. FNMA 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2016-05-06 2016-06-08 42019 41956 63 63 25000. FNMA 30 YR TBA DTD 01/01/16 4.000% DUE 01/15/46 2016-12-06 2017-01-10 26327 26276 51 51 25000. FNMA 30 YR TBA DTD 02/01/17 4.000% DUE 02/15/47 2017-01-10 2017-02-06 26262 26294 -32 -32 25000. FNMA 30 YR TBA DTD 03/01/17 4.000% DUE 03/15/47 2017-02-06 2017-03-06 26161 26213 -52 -52 25000. FNMA 30 YR TBA DTD 04/01/17 4.000% DUE 04/15/47 2017-03-06 2017-04-04 26284 26114 170 170 25000. FNMA 30 YR TBA DTD 05/01/17 4.000% DUE 05/15/47 2017-04-04 2017-04-28 26298 26235 63 63 25000. FNMA 30 YR TBA DTD 06/01/17 4.000% DUE 06/15/47 2016-05-05 2016-06-07 26755 26679 76 76 25000. FNMA 30 YR TBA DTD 07/01/16 4.000% DUE 07/15/46 2016-06-07 2016-07-06 26840 26725 115 115 25000. FNMA 30 YR TBA DTD 08/01/15 4.000% DUE 08/15/45 2016-07-06 2016-08-04 26803 26823 -20 -20 25000. FNMA 30 YR TBA DTD 09/01/15 4.000% DUE 09/15/45 2016-08-04 2016-09-06 26792 26781 11 11 25000. FNMA 30 YR TBA DTD 10/01/15 4.000% DUE 10/15/45 2016-09-06 2016-10-05 26821 26772 49 49 25000. FNMA 30 YR TBA DTD 11/01/15 4.000% DUE 11/15/45 2016-10-05 2016-11-04 26798 26788 10 10 25000. FNMA 30 YR TBA DTD 12/01/15 4.000% DUE 12/15/45 2016-11-04 2016-12-06 26311 26773 -462 -462 55000. FNMA 30 YR TBA DTD 01/01/16 4.500% DUE 01/15/46 2016-12-06 2017-01-10 59211 59131 80 80 55000. FNMA 30 YR TBA DTD 02/01/17 4.500% DUE 02/15/47 2017-01-10 2017-02-06 59194 59155 39 39 20000. FNMA 30 YR TBA DTD 03/01/17 4.500% DUE 03/15/47 2017-02-06 2017-02-08 21547 21490 57 57 35000. FNMA 30 YR TBA DTD 03/01/17 4.500% DUE 03/15/47 2017-02-06 2017-03-06 37464 37607 -143 -143 20000. FNMA 30 YR TBA DTD 03/01/17 4.500% DUE 03/15/47 2017-03-08 2017-03-08 21347 21347 35000. FNMA 30 YR TBA DTD 04/01/17 4.500% DUE 04/15/47 2017-03-06 2017-04-05 37581 37412 169 169 35000. FNMA 30 YR TBA DTD 05/01/17 4.500% DUE 05/15/47 2017-05-01 2017-04-28 37620 37641 -21 -21 35000. FNMA 30 YR TBA DTD 05/01/17 4.500% DUE 05/15/47 2017-04-05 2017-05-01 37641 37525 116 116 115000. FNMA 30 YR TBA DTD 06/01/17 4.500% DUE 06/15/47 2016-05-05 2016-06-07 125512 125152 360 360 115000. FNMA 30 YR TBA DTD 07/01/16 04.50% DUE 07/15/46 2016-07-11 2016-07-06 125530 125431 99 99 115000. FNMA 30 YR TBA DTD 07/01/16 04.50% DUE 07/15/46 2016-06-07 2016-07-11 125431 125390 41 41 115000. FNMA 30 YR TBA DTD 08/01/15 4.500% DUE 08/15/45 2016-07-06 2016-08-04 125404 125494 -90 -90 60000. FNMA 30 YR TBA DTD 09/01/15 4.500% DUE 09/15/45 2016-09-09 2016-08-11 65473 65752 -279 -279 55000. FNMA 30 YR TBA DTD 09/01/15 4.500% DUE 09/15/45 2016-08-04 2016-09-06 60079 59944 135 135 60000. FNMA 30 YR TBA DTD 09/01/15 4.500% DUE 09/15/45 2016-08-04 2016-09-09 65752 65393 359 359 55000. FNMA 30 YR TBA DTD 10/01/15 4.500% DUE 10/15/45 2016-09-06 2016-10-05 60277 60027 250 250 55000. FNMA 30 YR TBA DTD 11/01/15 4.500% DUE 11/15/45 2016-10-05 2016-11-04 60130 60173 -43 -43 55000. FNMA 30 YR TBA DTD 12/01/15 4.500% DUE 12/15/45 2016-11-04 2016-12-06 59202 60094 -892 -892 15000. ALLY MASTER OWNER TR 2014-5 ASSET BACKED NT CL A-1 2014-11-04 2017-02-10 15011 15000 11 11 3000. AMERICAN INTL GROUP INC SR UNSECD NT 2015-09-30 2016-07-07 3197 3149 48 48 10000. AMERICAN INTL GROUP INC SR UNSECD NT 2016-06-23 2016-07-07 10657 10514 143 143 5000. AMERICAN INTL GROUP INC SR UNSECD NT CALL 04/10/25 @100 2016-02-12 2016-07-07 5137 4656 481 481 2000. AMERICAN INTL GROUP INC UNSECD SR NT CALL 02/01/21 @100 2016-02-23 2016-06-23 2065 2006 59 59 2000. AMERICAN INTL GROUP INC UNSECD SR NT CALL 02/01/21 @100 2016-02-23 2016-06-23 2065 2006 59 59 2000. AMERICAN INTL GROUP INC UNSECD SR NT CALL 02/01/21 @100 2016-02-23 2016-06-23 2065 2006 59 59 2000. AMERICAN INTL GROUP INC UNSECD SR NT CALL 02/01/21 @100 2016-02-23 2016-06-23 2065 2006 59 59 2000. AMERICAN INTL GROUP INC UNSECD SR NT CALL 02/01/21 @100 2016-02-23 2016-06-23 2065 2005 60 60 5000. AMERICAN INTL GROUP INC UNSECD SR NT CALL 02/01/21 @100 2016-02-23 2016-06-23 5164 4995 169 169 5000. AMGEN INC SR UNSECD NT CALL 2/22/24 @100 2015-01-14 2016-11-09 5211 5185 26 26 2000. AMGEN INC UNSECD SR NT CALL 11/01/44 @100 2016-11-09 2016-12-08 1904 1962 -58 -58 2000. ANADARKO PETE CORP UNSECD SR NT CALL 09/15/45 @100 2016-03-14 2016-12-14 2449 1998 451 451 5000. ANHEUSER-BUSCH INBEV FIN INC SR UNSECD NT CALL 08/01/45 @100 2016-01-13 2017-03-07 5318 5054 264 264 3000. APPLE INC UNSECD SR NT CALL 08/23/45 @100 2016-02-16 2017-02-17 3208 2983 225 225 5000. BP CAPITAL MARKETS PLC UNSECD BD UNITED KINGDOM 2016-09-14 2017-02-10 4908 5037 -129 -129 5000. BP CAP MKTS P L C SR UNSECD NT UNITED KINGDOM 2015-03-12 2016-11-30 5167 5127 40 40 2000. BP CAP MKTS P L C SR UNSECD GTD NT UNITED KINGDOM 2016-11-30 2017-04-17 2049 2017 32 32 3000. BP CAP MKTS P L C SR UNSECD GTD NT UNITED KINGDOM 2016-11-30 2017-05-15 3074 3025 49 49 5000. BP CAP MKTS P L C SR UNSECD NT CALL 2/4/26 @100 UNITED KINGDOM 2016-04-28 2016-07-12 5172 5000 172 172 2000. BP CAP MKTS P L C UNSECD SR GTD NT UNITED KINGDOM 2017-03-14 2017-04-17 2064 1969 95 95 5000. BNSF FDG TR I GTD TR PFD SECS C1/15/26 @100 2016-04-04 2016-11-30 5744 5647 97 97 422.79 BMW VEH LEASE TR 2016-2 ASSET BACKED NT CL A-2A 2016-10-04 2017-03-19 423 423 584.06 BMW VEH LEASE TR 2016-2 ASSET BACKED NT CL A-2A 2016-10-04 2017-04-19 584 584 8993.15 BMW VEH LEASE TR 2016-2 ASSET BACKED NT CL A-2A 2016-10-04 2017-05-12 8986 8993 -7 -7 11209.44 BAIRD MIDCAP FUND INSTL CL SHS 2017-02-15 2017-05-19 198968 190000 8968 8968 7100.419 BAIRD MIDCAP FUND INSTL CL SHS 2014-10-02 2017-05-19 126032 106506 19526 19526 10000. BANK MONTREAL UNSECD MEDIUM TERM SR NT CALL 10/06/22 @100 CANAD 2015-07-30 2016-11-28 9892 9708 184 184 5000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT PREP PFD 2016-07-12 2016-09-09 4913 4925 -12 -12 3000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT PREP PFD 2016-07-12 2016-09-09 2944 2955 -11 -11 2000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT PREP PFD 2016-07-12 2016-09-09 1968 1970 -2 -2 2000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT PREP PFD 2016-05-31 2016-09-09 1968 1920 48 48 5000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT PREP PFD 2016-05-31 2016-10-05 4900 4800 100 100 8000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT PREP PFD 2016-05-31 2016-10-24 7800 7680 120 120 2000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT PREP PFD 2014-10-28 2016-10-24 1950 1900 50 50 8000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT PREP PFD 2014-10-28 2016-10-25 7810 7600 210 210 2000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT PREP PFD 2016-03-15 2016-10-27 1953 1817 136 136 1000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT PREP PFD 2016-03-11 2016-10-27 976 904 72 72 2000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT PREP PFD 2016-03-11 2016-10-27 1953 1808 145 145 5000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT NONCUMUL 2016-10-05 2017-02-08 4782 4906 -124 -124 5000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT NONCUMUL 2016-10-25 2017-02-08 4782 4906 -124 -124 3000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT NONCUMUL 2016-10-25 2017-03-06 2922 2944 -22 -22 5000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT NONCUMUL 2016-10-27 2017-03-06 4870 4906 -36 -36 1000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT NONCUMUL 2016-10-24 2017-03-06 974 980 -6 -6 2000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT NONCUMUL 2016-10-24 2017-03-14 1900 1960 -60 -60 4000. BANK NEW YORK MELLON CORP DEP SHS REPSTG 1/100TH INT NONCUMUL 2016-10-24 2017-05-09 3991 3920 71 71 15000. BERKSHIRE HATHAWAY FIN CORP CO GTD SR NT 2012-05-09 2016-07-20 15914 14923 991 991 2000. BERKSHIRE HATHAWAY INC DEL UNSECD SR NT CALL 12/15/25 @100 2016-03-08 2016-10-14 2083 2014 69 69 1000. BERKSHIRE HATHAWAY INC DEL UNSECD SR NT CALL 12/15/25 @100 2016-03-08 2016-10-14 1041 1007 34 34 1000. BERKSHIRE HATHAWAY INC DEL UNSECD SR NT CALL 12/15/25 @100 2016-03-08 2016-10-14 1041 1006 35 35 6000. BERKSHIRE HATHAWAY INC DEL UNSECD SR NT CALL 12/15/25 @100 2016-03-08 2016-10-14 6248 5994 254 254 10000. CSMC 2016-NXSR COML MTG TR COML MTG PASSTHRU CTF CL A-4 2016-12-14 2017-01-26 10350 10300 50 50 10000. COMM 2012-LC4 MTG TR CTF CL A-4 2013-04-17 2016-12-15 10320 10639 -319 -319 10000. CVS CAREMARK CORP SR UNSECD NT CALL 05/20/22 @100 2015-07-14 2016-11-08 10523 10038 485 485 5000. CVS CAREMARK CORP SR UNSECD NT CALL 01/20/45 @100 2016-04-08 2016-11-08 5752 5856 -104 -104 10000. CANADIAN NAT RES LTD NT CANADA 2007-11-27 2017-05-15 10000 10046 -46 -46 7000. CANADIAN NAT RES LTD NT CANADA 2016-07-18 2017-01-11 8486 8077 409 409 3000. CAPITAL ONE FINL CORP SR UNSECD NT CALL 3/24/24 @100 2014-05-14 2017-03-09 3023 3027 -4 -4 2000. CAPITAL ONE FINL CORP SR UNSECD NT CALL 3/24/24 @100 2014-05-14 2017-04-24 2039 2018 21 21 5000. CAPITAL ONE FINL CORP SR UNSECD NT CALL 3/24/24 @100 2015-11-10 2017-04-24 5097 5017 80 80 15000. CAPITAL ONE MULTI-ASSET EXECUTION TR 2015-A4 CL A4 2017-01-25 2017-02-09 15283 15239 44 44 10000. CATERPILLAR FINL SVCS CORP SR UNSECD MTN 2014-07-30 2017-02-10 10057 9978 79 79 5000. CELANESE US HLDGS LLC UNSECD SR NT 2016-09-14 2017-02-10 5552 5634 -82 -82 3000. CENOVUS ENERGY INC SR UNSECD NT CANADA 2017-01-11 2017-02-07 3370 3433 -63 -63 1000. CENOVUS ENERGY INC SR UNSECD NT CANADA 2015-08-06 2017-03-20 1095 1108 -13 -13 2000. CENOVUS ENERGY INC SR UNSECD NT CANADA 2015-08-06 2017-03-20 2190 2217 -27 -27 5000. CHUBB CORP DIRECTLY ISSUED SUB CAP SECS CALL 4/15/17 @100 2015-05-20 2017-02-10 4856 5305 -449 -449 1000. CHUBB CORP DIRECTLY ISSUED SUB CAP SECS CALL 4/15/17 @100 2015-05-20 2017-03-06 972 1061 -89 -89 2000. CIMAREX ENERGY CO SR UNSECD NT CALL 3/1/24 @100 2015-09-09 2016-08-03 2071 1957 114 114 4000. CIMAREX ENERGY CO SR UNSECD NT CALL 3/1/24 @100 2015-09-09 2016-08-03 4142 3919 223 223 2000. CIMAREX ENERGY CO SR UNSECD NT CALL 3/1/24 @100 2015-09-09 2016-08-03 2071 1957 114 114 2000. CIMAREX ENERGY CO SR UNSECD NT CALL 3/1/24 @100 2015-09-14 2016-08-03 2071 1952 119 119 10000. CISCO SYS INC SR UNSECD NT CALL 08/20/21 @100 2016-09-13 2017-02-10 9799 9999 -200 -200 4491.36 CITIGROUP COML MTG TR 2006-C5 COML MTG PASSTHRU CTF CL A-4 2010-04-01 2016-06-30 4491 4552 -61 -61 10642.49 CITIGROUP COML MTG TR 2006-C5 COML MTG PASSTHRU CTF CL A-4 2010-04-01 2016-07-31 10642 10786 -144 -144 5922.22 CITIGROUP COML MTG TR 2006-C5 COML MTG PASSTHRU CTF CL A-4 2010-04-01 2016-09-16 5922 6002 -80 -80 4534.005 COLUMBIA DIVIDEND INCOME FUND CLASS Z SHARES 2017-02-15 2017-05-19 91451 90000 1451 1451 30077.024 COLUMBIA DIVIDEND INCOME FUND CLASS Z SHARES 2012-07-17 2017-05-19 606654 439125 167529 167529 4401.408 COLUMBIA EMERGING MARKETS FUND CLASS Z SHARES 2015-04-07 2017-05-19 50000 46831 3169 3169 39.72 COMMERCIAL MTG TR 2007-GG9 MTG PASSTHRU CTF CL A-4 2012-06-21 2016-06-30 40 44 -4 -4 1896.86 COMMERCIAL MTG TR 2007-GG9 MTG PASSTHRU CTF CL A-4 2012-06-21 2016-07-31 1897 2097 -200 -200 3708.26 COMMERCIAL MTG TR 2007-GG9 MTG PASSTHRU CTF CL A-4 2012-06-21 2016-08-31 3708 4099 -391 -391 7526.9 COMMERCIAL MTG TR 2007-GG9 MTG PASSTHRU CTF CL A-4 2012-06-21 2016-09-30 7527 8321 -794 -794 7684.36 COMMERCIAL MTG TR 2007-GG9 MTG PASSTHRU CTF CL A-4 2012-06-21 2016-11-14 7684 8495 -811 -811 104.82 COMMERCIAL MTG TR 2007-GG11 MTG PASSTHRU CTF CL A-4 2013-05-09 2016-06-30 105 122 -17 -17 23.81 COMMERCIAL MTG TR 2007-GG11 MTG PASSTHRU CTF CL A-4 2013-05-09 2016-07-31 24 28 -4 -4 23.94 COMMERCIAL MTG TR 2007-GG11 MTG PASSTHRU CTF CL A-4 2013-05-09 2016-08-31 24 28 -4 -4 27.79 COMMERCIAL MTG TR 2007-GG11 MTG PASSTHRU CTF CL A-4 2013-05-09 2016-09-30 28 32 -4 -4 24.25 COMMERCIAL MTG TR 2007-GG11 MTG PASSTHRU CTF CL A-4 2013-05-09 2016-10-31 24 28 -4 -4 27.57 COMMERCIAL MTG TR 2007-GG11 MTG PASSTHRU CTF CL A-4 2013-05-09 2016-11-30 28 32 -4 -4 354.31 COMMERCIAL MTG TR 2007-GG11 MTG PASSTHRU CTF CL A-4 2013-05-09 2016-12-31 354 412 -58 -58 2457.01 COMMERCIAL MTG TR 2007-GG11 MTG PASSTHRU CTF CL A-4 2013-05-09 2017-02-10 2457 2858 -401 -401 535.19 COMMERCIAL MTG TR 2007-GG11 MTG PASSTHRU CTF CL A-4 2013-05-09 2017-02-28 535 623 -88 -88 8273.79 COMMERCIAL MTG TR 2007-GG11 MTG PASSTHRU CTF CL A-4 2013-05-09 2017-03-31 8274 9625 -1351 -1351 3872.36 COMMERCIAL MTG TR 2007-GG11 MTG PASSTHRU CTF CL A-4 2013-05-09 2017-04-30 3872 4505 -633 -633 2430.81 COMMERCIAL MTG TR 2007-GG11 MTG PASSTHRU CTF CL A-4 2013-05-09 2017-05-31 2431 2828 -397 -397 1000. COMMONWEALTH EDISON CO SECD NT CALL 5/15/45 @100 2015-11-12 2017-02-10 1053 998 55 55 2000. COMMONWEALTH EDISON CO SECD NT CALL 5/15/45 @100 2015-11-12 2017-02-10 2107 1984 123 123 5000. CONSOLIDATED EDISON INC SR UNSECD NT CALL 04/15/21 @100 2016-05-11 2017-02-10 4906 4997 -91 -91 45000. GNMA II 30 YR TBA DTD 06/01/15 3.000% DUE 06/15/45 2016-06-15 2016-06-14 46793 46786 7 7 45000. GNMA II 30 YR TBA DTD 06/01/15 3.000% DUE 06/15/45 2016-05-16 2016-06-15 46786 46640 146 146 45000. GNMA II 30 YR TBA DTD 07/01/15 3.000% DUE 07/15/45 2016-06-14 2016-07-12 47123 46703 420 420 20000. GNMA 30 YR TBA DTD 08/01/15 3.000% DUE 08/15/45 2016-07-12 2016-07-13 20916 20905 11 11 55000. GNMA II 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2016-06-15 2016-06-14 58197 58231 -34 -34 55000. GNMA II 30 YR TBA DTD 06/01/17 3.500% DUE 06/15/47 2016-05-16 2016-06-15 58231 58092 139 139 55000. GNMA II 30 YR TBA DTD 07/01/16 3.500% DUE 07/15/46 2016-06-14 2016-07-12 58420 58104 316 316 55000. GNMA 30 YR TBA DTD 09/01/15 3.500% DUE 09/15/45 2016-08-15 2016-09-12 58218 58304 -86 -86 55000. GNMA II 30 YR TBA DTD 10/01/15 3.500% DUE 10/15/45 2016-09-12 2016-10-11 58291 58171 120 120 55000. GNMA II 30 YR TBA DTD 11/01/15 3.500% DUE 11/15/45 2016-10-11 2016-10-27 58178 58231 -53 -53 55000. GNMA II 30 YR TBA DTD 11/01/15 3.500% DUE 11/15/45 2016-11-16 2016-11-16 57698 57698 14563.107 CREDIT SUISSE COMMODITY-RETURN STRATEGY FUND CL I 2013-08-13 2017-02-09 75000 106165 -31165 -31165 5000. DTE ENERGY CO UNSECD SR NT CALL 7/1/26 @100 2017-01-18 2017-02-10 4670 4681 -11 -11 5000. DTE ENERGY CO UNSECD SR NT CALL 7/1/26 @100 2016-09-29 2017-02-10 4670 4995 -325 -325 5000. DTE ENERGY CO UNSECD SR NT CALL 7/1/26 @100 2016-09-29 2017-02-10 4670 4995 -325 -325 2000. DEUTSCHE BK AG LONDON USD SR NT GERMANY 2016-10-05 2016-10-13 2046 2043 3 3 2000. DEUTSCHE BK AG LONDON USD SR NT GERMANY 2016-09-29 2016-10-17 2049 2032 17 17 1000. DEUTSCHE BK AG LONDON USD SR NT GERMANY 2016-09-29 2016-10-18 1025 1016 9 9 1000. DOMINION RES INC VA NEW SR UNSECD NT CALL 7/1/25 @100 2015-10-22 2016-11-15 1035 1025 10 10 2000. DOMINION RES INC VA NEW SR UNSECD NT CALL 7/1/25 @100 2015-09-21 2016-11-15 2069 1998 71 71 5000. DUKE ENERGY CORP NEW UNSECD SR NT CALL 06/01/26 @100 2016-08-09 2016-09-15 4898 4985 -87 -87 10000. DUKE ENERGY CORP NEW UNSECD SR NT CALL 06/01/26 @100 2016-12-02 2017-01-18 9379 9311 68 68 5000. DUKE ENERGY CORP NEW UNSECD SR NT CALL 03/01/46 @100 2016-09-15 2016-12-02 4483 4750 -267 -267 10000. ENBRIDGE ENERGY PARTNERS L P BD 2006-12-18 2016-12-15 10000 9991 9 9 2000. ENTERPRISE PRODS OPER L P CO GTD JR SUB NT SER A CALL 8/1/16 @10 2016-11-09 2017-02-07 1963 1915 48 48 5000. ENTERPRISE PRODS OPER L P CO GTD JR SUB NT SER A CALL 8/1/16 @10 2016-11-09 2017-02-10 4913 4788 125 125 1000. ENTERPRISE PRODS OPER L P CO GTD JR SUB NT SER A CALL 8/1/16 @10 2016-11-14 2017-03-06 999 955 44 44 5000. EXPRESS SCRIPTS HLDG CO SR UNSECD NT CALL 11/25/25 @100 2017-02-07 2017-02-09 5117 5112 5 5 2000. EXPRESS SCRIPTS HLDG CO UNSECD SR NT CALL 01/15/46 @100 2017-04-25 2017-04-27 1948 1908 40 40 174.26 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2016-06-30 174 182 -8 -8 120.09 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2016-07-31 120 125 -5 -5 111.44 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2016-08-31 111 116 -5 -5 188.76 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2016-09-30 189 197 -8 -8 186.35 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2016-10-31 186 194 -8 -8 86.64 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2016-11-30 87 90 -3 -3 130.07 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2016-12-31 130 136 -6 -6 156.53 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2017-01-31 157 163 -6 -6 128.51 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2017-02-28 129 134 -5 -5 79.19 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2017-03-31 79 83 -4 -4 166.92 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2017-04-30 167 174 -7 -7 95.73 FEDERAL HOME LN MTG CORP POOL #J10791 2009-12-04 2017-05-31 96 100 -4 -4 453.14 FEDERAL HOME LN MTG CORP POOL #Q03505 2011-09-14 2016-06-30 453 475 -22 -22 531.05 FEDERAL HOME LN MTG CORP POOL #Q03505 2011-09-14 2016-07-31 531 556 -25 -25 856.51 FEDERAL HOME LN MTG CORP POOL #Q03505 2011-09-14 2016-08-31 857 897 -40 -40 648.51 FEDERAL HOME LN MTG CORP POOL #Q03505 2011-09-14 2016-09-30 649 680 -31 -31 665.68 FEDERAL HOME LN MTG CORP POOL #Q03505 2011-09-14 2016-10-31 666 698 -32 -32 656.85 FEDERAL HOME LN MTG CORP POOL #Q03505 2011-09-14 2016-11-30 657 688 -31 -31 780.12 FEDERAL HOME LN MTG CORP POOL #Q03505 2011-09-14 2016-12-31 780 817 -37 -37 472.8 FEDERAL HOME LN MTG CORP POOL #Q03505 2011-09-14 2017-01-31 473 495 -22 -22 28345.56 FEDERAL HOME LN MTG CORP POOL #Q03505 2011-09-14 2017-02-08 29905 29701 204 204 202.59 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2016-12-31 203 210 -7 -7 167.96 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2017-01-31 168 174 -6 -6 166.19 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2017-02-28 166 172 -6 -6 203.85 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2017-03-31 204 211 -7 -7 222.97 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2017-04-30 223 231 -8 -8 252.12 FEDERAL HOME LN MTG CORP POOL #G67700 2016-11-22 2017-05-31 252 261 -9 -9 681.16 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2016-06-30 681 729 -48 -48 1555.11 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2016-07-31 1555 1665 -110 -110 800.48 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2016-08-31 800 857 -57 -57 2058.95 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2016-09-30 2059 2205 -146 -146 609.18 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2016-10-31 609 652 -43 -43 703.75 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2016-11-30 704 754 -50 -50 1579.71 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2016-12-31 1580 1692 -112 -112 335.34 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2017-01-31 335 359 -24 -24 1072.85 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2017-02-28 1073 1149 -76 -76 1269.21 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2017-03-31 1269 1359 -90 -90 978.75 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2017-04-30 979 1048 -69 -69 351.54 FEDERAL HOME LN MTG CORP POOL #G60567 2016-04-26 2017-05-31 352 376 -24 -24 30000. FEDERAL NATL MTG ASSN MTN CALL 10/30/15 @100 2015-05-01 2016-10-30 30000 29955 45 45 30000. FEDERAL HOME LN MTG CORP SER K026 CL A-2 2017-01-10 2017-02-09 30105 30229 -124 -124 40.98 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2017-01-31 41 42 -1 -1 49.91 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2017-02-28 50 51 -1 -1 41.27 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2017-03-31 41 42 -1 -1 4273.04 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2017-04-30 4273 4358 -85 -85 41.54 FEDERAL HOME LN MTG CORP SER K724 CL A1 2017-01-13 2017-05-31 42 42 5.07 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2016-06-30 5 5 7.19 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2016-07-31 7 7 5.54 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2016-08-31 6 6 5.01 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2016-09-30 5 5 6.33 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2016-10-31 6 6 5.46 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2016-11-30 5 6 -1 -1 8.76 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2016-12-31 9 9 5.2 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2017-01-31 5 5 7.3 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2017-02-28 7 7 6.21 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2017-03-31 6 6 5.45 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2017-04-30 5 6 -1 -1 5.8 FEDERAL NATL MTG ASSN POOL #535031 1999-10-27 2017-05-31 6 6 86.65 FEDERAL NATL MTG ASSN POOL #AL9546 2016-12-06 2016-12-31 87 89 -2 -2 101.69 FEDERAL NATL MTG ASSN POOL #AL9546 2016-12-06 2017-01-31 102 105 -3 -3 24811.66 FEDERAL NATL MTG ASSN POOL #AL9546 2016-12-06 2017-02-08 25509 25548 -39 -39 276.51 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2016-06-30 277 274 3 3 261.55 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2016-07-31 262 259 3 3 378.66 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2016-08-31 379 375 4 4 276.67 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2016-09-30 277 274 3 3 231.66 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2016-10-31 232 229 3 3 351.79 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2016-11-30 352 348 4 4 185.32 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2016-12-31 185 183 2 2 185.05 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2017-01-31 185 183 2 2 152.66 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2017-02-28 153 151 2 2 255.79 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2017-03-31 256 253 3 3 119.14 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2017-04-30 119 118 1 1 352.34 FEDERAL NATL MTG ASSN POOL #AS0774 2014-08-08 2017-05-31 352 349 3 3 903.57 FEDERAL NATL MTG ASSN POOL #AS0353 2013-08-29 2016-06-30 904 904 58057.97 FEDERAL NATL MTG ASSN POOL #AS0353 2013-08-29 2016-07-14 61877 58090 3787 3787 712.98 FEDERAL NATL MTG ASSN POOL #AS0353 2013-08-29 2016-07-31 713 713 465.33 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2016-12-31 465 494 -29 -29 188.48 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2017-01-31 188 200 -12 -12 232.89 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2017-02-28 233 247 -14 -14 413.05 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2017-03-31 413 438 -25 -25 191.61 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2017-04-30 192 203 -11 -11 153.31 FEDERAL NATL MTG ASSN POOL #AS6135 2016-11-29 2017-05-31 153 163 -10 -10 84.61 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2016-06-30 85 85 85.9 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2016-07-31 86 87 -1 -1 56.62 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2016-08-31 57 57 113.71 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2016-09-30 114 115 -1 -1 106.44 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2016-10-31 106 107 -1 -1 74.37 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2016-11-30 74 75 -1 -1 126.13 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2016-12-31 126 127 -1 -1 86.17 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2017-01-31 86 87 -1 -1 72.19 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2017-02-28 72 73 -1 -1 111.14 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2017-03-31 111 112 -1 -1 95.64 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2017-04-30 96 96 145.66 FEDERAL NATL MTG ASSN POOL #AS6413 2015-12-17 2017-05-31 146 147 -1 -1 275.11 FEDERAL NATL MTG ASSN POOL #AW8597 2015-04-10 2016-06-30 275 289 -14 -14 345.16 FEDERAL NATL MTG ASSN POOL #AW8597 2015-04-10 2016-07-31 345 362 -17 -17 447.76 FEDERAL NATL MTG ASSN POOL #AW8597 2015-04-10 2016-08-31 448 470 -22 -22 469.77 FEDERAL NATL MTG ASSN POOL #AW8597 2015-04-10 2016-09-30 470 493 -23 -23 479.52 FEDERAL NATL MTG ASSN POOL #AW8597 2015-04-10 2016-10-31 480 503 -23 -23 371.91 FEDERAL NATL MTG ASSN POOL #AW8597 2015-04-10 2016-11-30 372 390 -18 -18 328.25 FEDERAL NATL MTG ASSN POOL #AW8597 2015-04-10 2016-12-31 328 344 -16 -16 194.27 FEDERAL NATL MTG ASSN POOL #AW8597 2015-04-10 2017-01-31 194 204 -10 -10 15916.53 FEDERAL NATL MTG ASSN POOL #AW8597 2015-04-10 2017-02-08 16394 16697 -303 -303 365.97 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2016-06-30 366 378 -12 -12 331.73 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2016-07-31 332 343 -11 -11 621.66 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2016-08-31 622 643 -21 -21 455.34 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2016-09-30 455 471 -16 -16 517.84 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2016-10-31 518 535 -17 -17 642.95 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2016-11-30 643 665 -22 -22 332.3 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2016-12-31 332 344 -12 -12 188.33 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2017-01-31 188 195 -7 -7 184.67 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2017-02-28 185 191 -6 -6 217.74 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2017-03-31 218 225 -7 -7 200.13 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2017-04-30 200 207 -7 -7 236.19 FEDERAL NATL MTG ASSN POOL #AZ0862 2015-08-05 2017-05-31 236 244 -8 -8 189.33 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2016-06-30 189 199 -10 -10 213.21 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2016-07-31 213 224 -11 -11 359.93 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2016-08-31 360 377 -17 -17 281.55 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2016-09-30 282 295 -13 -13 311.23 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2016-10-31 311 326 -15 -15 302.44 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2016-11-30 302 317 -15 -15 218.86 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2016-12-31 219 230 -11 -11 167.35 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2017-01-31 167 176 -9 -9 74.05 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2017-02-28 74 78 -4 -4 88.82 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2017-03-31 89 93 -4 -4 109.3 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2017-04-30 109 115 -6 -6 114.44 FEDERAL NATL MTG ASSN POOL #AZ4775 2016-03-31 2017-05-31 114 120 -6 -6 56.62 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2016-06-30 57 59 -2 -2 189.72 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2016-07-31 190 197 -7 -7 81.89 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2016-08-31 82 85 -3 -3 48.78 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2016-09-30 49 51 -2 -2 187.72 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2016-10-31 188 195 -7 -7 157.98 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2016-11-30 158 164 -6 -6 2.96 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2016-12-31 3 3 50.03 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2017-01-31 50 52 -2 -2 3.01 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2017-02-28 3 3 208.68 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2017-03-31 209 216 -7 -7 31.87 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2017-04-30 32 33 -1 -1 184.41 FEDERAL HOME LN MTG CORP SER 3536 CL PC 2009-10-20 2017-05-31 184 191 -7 -7 346.98 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2016-06-30 347 359 -12 -12 401.3 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2016-07-31 401 415 -14 -14 385.78 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2016-08-31 386 399 -13 -13 319.77 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2016-09-30 320 331 -11 -11 659.04 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2016-10-31 659 681 -22 -22 675.65 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2016-11-30 676 699 -23 -23 618.42 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2016-12-31 618 639 -21 -21 306.05 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2017-01-31 306 316 -10 -10 278.35 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2017-02-28 278 288 -10 -10 313.09 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2017-03-31 313 324 -11 -11 310.72 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2017-04-30 311 321 -10 -10 271.37 FEDERAL NATL MTG ASSN POOL #BC0133 2015-12-11 2017-05-31 271 281 -10 -10 361.25 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2016-07-26 361 378 -17 -17 655.88 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2016-07-31 656 686 -30 -30 2263.68 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2016-08-31 2264 2369 -105 -105 2108.95 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2016-09-30 2109 2207 -98 -98 2172.44 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2016-10-31 2172 2274 -102 -102 1422.05 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2016-11-30 1422 1488 -66 -66 1085.88 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2016-12-31 1086 1136 -50 -50 541.72 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2017-01-31 542 567 -25 -25 34485.55 FEDERAL NATL MTG ASSN POOL #BC1158 2016-07-14 2017-02-08 35434 36361 -927 -927 280.56 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2017-02-28 281 294 -13 -13 340.27 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2017-03-31 340 356 -16 -16 406.19 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2017-04-30 406 425 -19 -19 516.23 FEDERAL NATL MTG ASSN POOL #BC1158 2016-03-04 2017-05-31 516 540 -24 -24 8.04 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2016-06-30 8 8 7.54 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2016-07-31 8 8 7.52 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2016-08-31 8 8 7.63 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2016-09-30 8 8 7.19 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2016-10-31 7 7 7.44 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2016-11-30 7 8 -1 -1 7.68 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2016-12-31 8 8 7.1 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2017-01-31 7 7 7.98 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2017-02-28 8 8 8.51 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2017-03-31 9 9 9. FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2017-04-30 9 9 7.54 FEDERAL NATL MTG ASSN POOL #888757 2007-10-18 2017-05-31 8 8 134.05 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2016-06-30 134 143 -9 -9 26. FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2016-07-31 26 28 -2 -2 20.21 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2016-08-31 20 22 -2 -2 62.07 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2016-09-30 62 66 -4 -4 24.81 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2016-10-31 25 27 -2 -2 24.29 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2016-11-30 24 26 -2 -2 42.9 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2016-12-31 43 46 -3 -3 4.46 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2017-01-31 4 5 -1 -1 13.93 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2017-02-28 14 15 -1 -1 37.84 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2017-03-31 38 40 -2 -2 25.08 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2017-04-30 25 27 -2 -2 21.16 FEDERAL NATL MTG ASSN POOL #890200 2010-02-25 2017-05-31 21 23 -2 -2 677.7 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2016-06-30 678 758 -80 -80 253.41 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2016-07-31 253 283 -30 -30 399.24 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2016-08-31 399 446 -47 -47 456.73 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2016-09-30 457 511 -54 -54 282.13 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2016-10-31 282 315 -33 -33 457.69 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2016-11-30 458 512 -54 -54 460.27 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2016-12-31 460 515 -55 -55 408.41 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2017-01-31 408 457 -49 -49 273.07 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2017-02-28 273 305 -32 -32 278.61 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2017-03-31 279 311 -32 -32 282.81 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2017-04-30 283 316 -33 -33 286.7 FEDERAL NATL MTG ASSN POOL #889389 2015-12-30 2017-05-31 287 321 -34 -34 158.51 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2016-06-30 159 168 -9 -9 380.69 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2016-07-31 381 404 -23 -23 39.19 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2016-08-31 39 42 -3 -3 376.77 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2016-09-30 377 399 -22 -22 715.35 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2016-10-31 715 758 -43 -43 324.2 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2016-11-30 324 344 -20 -20 276.16 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2016-12-31 276 293 -17 -17 252.13 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2017-01-31 252 267 -15 -15 140.39 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2017-02-28 140 149 -9 -9 36.8 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2017-03-31 37 39 -2 -2 226.83 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2017-04-30 227 240 -13 -13 37.06 FEDERAL NATL MTG ASSN POOL #AD6942 2010-06-25 2017-05-31 37 39 -2 -2 3000. FEDEX CORP SR UNSECD NT CALL 5/15/45 @100 2015-11-04 2017-05-23 3165 2939 226 226 2000. FEDEX CORP UNSECD SR NT CALL 10/01/45 @100 2016-03-21 2016-08-23 2240 2016 224 224 1000. FEDEX CORP UNSECD SR NT CALL 10/01/45 @100 2016-03-21 2016-08-23 1120 1008 112 112 3000. FEDEX CORP UNSECD SR NT CALL 10/01/45 @100 2016-03-21 2016-10-14 3280 2987 293 293 6000. FIRST MD CAP I JR SUB BD CAP INCOME SECS C12/5/16 @100 2016-11-17 2017-02-08 5505 5348 157 157 3000. FIRST MD CAP II JR SUB CAP INCOME SECS C12/8/16 @100 2016-11-17 2017-02-08 2753 2666 87 87 8000. FIRST MD CAP II JR SUB CAP INCOME SECS C12/8/16 @100 2016-11-07 2017-02-08 7340 7080 260 260 1000. FIRST MD CAP II JR SUB CAP INCOME SECS C12/8/16 @100 2016-11-07 2017-02-08 918 878 40 40 10000. FORD CR FLOORPLAN MASTER OWNER TR ASSET BACKED CTF CL A-2 2016-10-27 2017-01-25 10008 10007 1 1 518.86 FORD CREDIT AUTO OWNER TR SER 2014-A CL A3 2014-01-14 2016-06-14 519 519 499.31 FORD CREDIT AUTO OWNER TR SER 2014-A CL A3 2014-01-14 2016-07-14 499 499 465.52 FORD CREDIT AUTO OWNER TR SER 2014-A CL A3 2014-01-14 2016-08-14 466 465 1 1 503.71 FORD CREDIT AUTO OWNER TR SER 2014-A CL A3 2014-01-14 2016-09-15 504 504 447.79 FORD CREDIT AUTO OWNER TR SER 2014-A CL A3 2014-01-14 2016-10-14 448 448 390.89 FORD CREDIT AUTO OWNER TR SER 2014-A CL A3 2014-01-14 2016-11-14 391 391 396.38 FORD CREDIT AUTO OWNER TR SER 2014-A CL A3 2014-01-14 2016-12-14 396 396 385.2 FORD CREDIT AUTO OWNER TR SER 2014-A CL A3 2014-01-14 2017-01-14 385 385 378.73 FORD CREDIT AUTO OWNER TR SER 2014-A CL A3 2014-01-14 2017-02-14 379 379 5.11 FORD CREDIT AUTO OWNER TR SER 2014-A CL A3 2014-01-14 2017-03-15 5 5 5000. FRANCE TELECOM SA NT FRANCE 2016-08-25 2017-02-10 7527 7922 -395 -395 24999.62 GOVERNMENT NATL MTG ASSN II POOL #MA2444 2016-07-12 2016-08-08 26202 26130 72 72 54999.21 GOVERNMENT NATL MTG ASSN II POOL #MA3034 2016-07-12 2016-08-15 58385 58344 41 41 1741.06 GS MTG SECS TR 2006-GG8 MTG PASSTHRU CTF CL A-4 2012-05-17 2016-06-30 1741 1948 -207 -207 262.5 GS MTG SECS TR 2006-GG8 MTG PASSTHRU CTF CL A-4 2012-05-17 2016-07-28 263 294 -31 -31 2478.2 GS MTG SECS TR 2006-GG8 MTG PASSTHRU CTF CL A-4 2012-05-17 2016-08-26 2478 2773 -295 -295 .01 GS MTG SECS TR 2006-GG8 MTG PASSTHRU CTF CL A-4 2012-05-17 2016-09-12 36.11 GS MTG SECS TR 2007 GG10 MTG PASS THRU CTF CL A-4 2013-12-06 2016-06-10 36 40 -4 -4 3.85 GS MTG SECS TR 2007 GG10 MTG PASS THRU CTF CL A-4 2013-12-06 2016-07-12 4 4 15.04 GS MTG SECS TR 2007 GG10 MTG PASS THRU CTF CL A-4 2013-12-06 2016-07-31 15 17 -2 -2 3.76 GS MTG SECS TR 2007 GG10 MTG PASS THRU CTF CL A-4 2013-12-06 2016-08-31 4 4 62.84 GS MTG SECS TR 2007 GG10 MTG PASS THRU CTF CL A-4 2013-12-06 2016-09-30 63 69 -6 -6 57.93 GS MTG SECS TR 2007 GG10 MTG PASS THRU CTF CL A-4 2013-12-06 2016-10-31 58 64 -6 -6 283.34 GS MTG SECS TR 2007 GG10 MTG PASS THRU CTF CL A-4 2013-12-06 2016-11-30 283 313 -30 -30 3049.14 GS MTG SECS TR 2007 GG10 MTG PASS THRU CTF CL A-4 2013-12-06 2016-12-31 3049 3365 -316 -316 343.85 GS MTG SECS TR 2007 GG10 MTG PASS THRU CTF CL A-4 2013-12-06 2017-02-10 344 379 -35 -35 1595.59 GS MTG SECS TR 2007 GG10 MTG PASS THRU CTF CL A-4 2013-12-06 2017-02-28 1596 1761 -165 -165 2650.28 GS MTG SECS TR 2007 GG10 MTG PASS THRU CTF CL A-4 2013-12-06 2017-03-31 2650 2925 -275 -275 656.92 GS MTG SECS TR 2007 GG10 MTG PASS THRU CTF CL A-4 2013-12-06 2017-05-12 657 725 -68 -68 5000. GENERAL ELEC CO SR UNSECD NT 2014-12-23 2016-10-13 5694 5476 218 218 5000. GENERAL ELEC CO SR UNSECD NT 2014-12-23 2016-11-21 5254 5475 -221 -221 7000. GENERAL ELEC CO PERP PFD JR SUB NT SER D 2016-01-27 2016-11-08 7394 7219 175 175 3000. GENERAL ELEC CO PERP PFD JR SUB NT SER D 2016-01-27 2017-02-10 3128 3094 34 34 7000. GENERAL ELEC CO PERP PFD JR SUB NT SER D 2016-03-11 2017-02-10 7300 7210 90 90 5000. GENERAL ELEC CO PERP PFD JR SUB NT SER D 2016-03-11 2017-03-06 5269 5150 119 119 1000. GENERAL ELEC CO PERP PFD JR SUB NT SER D 2016-03-11 2017-03-13 1043 1030 13 13 1000. GENERAL ELEC CO PERP PFD JR SUB NT SER D 2016-01-05 2017-03-13 1043 1000 43 43 2000. GENERAL MTRS CO UNSECD SR NT CALL 10/01/45 @100 2016-02-25 2016-08-26 2583 2082 501 501 5000. GENERAL MTRS CO UNSECD SR NT CALL 10/01/45 @100 2016-02-18 2016-08-26 6456 5098 1358 1358 5000. HSBC FIN CORP SR SUB NT 2015-10-27 2017-02-10 5636 5671 -35 -35 5000. HSBC FIN CORP SR SUB NT 2015-11-10 2017-05-04 5657 5587 70 70 15000. HARLEY-DAVIDSON MOTORCYCLE TR SER 2015-2 CL A-3 2016-10-28 2017-02-10 14988 15023 -35 -35 218.15 HYUNDAI AUTO RECEIVABLES TR 2013-C AUTO RECVBL NT CL A-3 2013-09-11 2016-06-14 218 218 211.72 HYUNDAI AUTO RECEIVABLES TR 2013-C AUTO RECVBL NT CL A-3 2013-09-11 2016-07-14 212 212 205.29 HYUNDAI AUTO RECEIVABLES TR 2013-C AUTO RECVBL NT CL A-3 2013-09-11 2016-08-14 205 205 194.38 HYUNDAI AUTO RECEIVABLES TR 2013-C AUTO RECVBL NT CL A-3 2013-09-11 2016-09-15 194 194 193.63 HYUNDAI AUTO RECEIVABLES TR 2013-C AUTO RECVBL NT CL A-3 2013-09-11 2016-10-14 194 194 159.12 HYUNDAI AUTO RECEIVABLES TR 2013-C AUTO RECVBL NT CL A-3 2013-09-11 2016-11-15 159 159 280.76 HYUNDAI AUTO RECEIVABLES TR 2014-A ASSET BACKED NT CL A3 2014-01-28 2016-06-14 281 281 283.67 HYUNDAI AUTO RECEIVABLES TR 2014-A ASSET BACKED NT CL A3 2014-01-28 2016-07-14 284 284 275.33 HYUNDAI AUTO RECEIVABLES TR 2014-A ASSET BACKED NT CL A3 2014-01-28 2016-08-14 275 275 259.04 HYUNDAI AUTO RECEIVABLES TR 2014-A ASSET BACKED NT CL A3 2014-01-28 2016-09-15 259 259 245.75 HYUNDAI AUTO RECEIVABLES TR 2014-A ASSET BACKED NT CL A3 2014-01-28 2016-10-14 246 246 230.95 HYUNDAI AUTO RECEIVABLES TR 2014-A ASSET BACKED NT CL A3 2014-01-28 2016-11-14 231 231 218.23 HYUNDAI AUTO RECEIVABLES TR 2014-A ASSET BACKED NT CL A3 2014-01-28 2016-12-14 218 218 215.14 HYUNDAI AUTO RECEIVABLES TR 2014-A ASSET BACKED NT CL A3 2014-01-28 2017-01-14 215 215 217.32 HYUNDAI AUTO RECEIVABLES TR 2014-A ASSET BACKED NT CL A3 2014-01-28 2017-02-14 217 217 200.4 HYUNDAI AUTO RECEIVABLES TR 2014-A ASSET BACKED NT CL A3 2014-01-28 2017-03-14 200 200 169.24 HYUNDAI AUTO RECEIVABLES TR 2014-A ASSET BACKED NT CL A3 2014-01-28 2017-04-17 169 169 352. ISHARES RUSSELL 1000 GROWTH ETF 2014-12-04 2017-05-19 41211 34119 7092 7092 247. ISHARES RUSSELL 2000 GROWTH INDEX FUND 2017-02-15 2017-05-19 40127 39713 414 414 731. ISHARES MSCI EAFE GROWTH ETF 2014-01-07 2016-08-23 50247 51560 -1313 -1313 15000. JPMORGAN CHASE & CO SR UNSECD NT 2015-11-04 2016-11-28 15960 15888 72 72 3000. JPMORGAN CHASE & CO UNSECD SR GBL NT C2/1/27 @100 2017-03-06 2017-03-09 2978 3026 -48 -48 15000. JPMBB COML MTG SECS TR SER 2014-C26 CL A4 2015-12-22 2017-02-08 15488 15120 368 368 15000. JPMBB COML MTG SECS TR 2015-C28 COML MTG PASSTHRU CTF A-3 2015-04-02 2017-01-26 14742 15000 -258 -258 5000. JOHNSON & JOHNSON SR UNSECD NT CALL 06/05/33 @100 2014-06-06 2016-10-13 5896 5328 568 568 12000. JPMORGAN CHASE & CO DEP SHS REPS REPSTG 1/10TH PFD JR SUB NT SE 2016-05-24 2017-02-08 12423 12360 63 63 3000. JPMORGAN CHASE & CO JR SUB NT SER X 2016-05-24 2017-02-02 3098 3113 -15 -15 7000. JPMORGAN CHASE & CO JR SUB NT SER X 2016-03-11 2017-02-02 7228 7105 123 123 3000. JPMORGAN CHASE & CO JR SUB NT SER X 2016-03-11 2017-02-08 3119 3045 74 74 10000. JPMORGAN CHASE & CO JR SUB NT SER X 2016-03-04 2017-02-08 10396 10150 246 246 38222.431 JPMORGAN INTL VALUE FUND INSTL CL 2014-01-07 2016-08-23 481603 578688 -97085 -97085 858.653 JPMORGAN INTL VALUE FUND INSTL CL 2014-04-02 2016-08-23 10819 13000 -2181 -2181 334.672 JPMORGAN INTL VALUE FUND INSTL CL 2014-03-11 2016-08-23 4217 5000 -783 -783 861.45 JPMORGAN INTL VALUE FUND INSTL CL 2013-12-11 2016-08-23 10854 12793 -1939 -1939 3116.147 JPMORGAN INTL VALUE FUND INSTL CL 2014-11-06 2016-08-23 39263 44000 -4737 -4737 1118.022 JPMORGAN INTL VALUE FUND INSTL CL 2015-02-05 2016-08-23 14087 15250 -1163 -1163 2629.602 JPMORGAN INTL VALUE FUND INSTL CL 2015-10-15 2016-08-23 33133 35000 -1867 -1867 3589.744 JPMORGAN INTL VALUE FUND INSTL CL 2016-03-08 2016-08-23 45231 42000 3231 3231 1556.68 KENTUCKY ASSET / LIABILITY COM FDG NTS-TAXBL 2010-08-18 2017-04-24 1557 1557 6000. KEYCORP NEW JR SUB NT SER D 2016-09-06 2017-05-09 6032 6000 32 32 5000. KINDER MORGAN ENERGY PARTNERS L P SR NT 2014-11-25 2017-02-10 5615 5574 41 41 14.74 LB-UBS COML MTG TR 2007-C2 MTG PASSTHRU CTF CL A-3 2015-02-04 2016-06-30 15 16 -1 -1 4717.41 LB-UBS COML MTG TR 2007-C2 MTG PASSTHRU CTF CL A-3 2015-02-04 2016-07-31 4717 5037 -320 -320 25.44 LB-UBS COML MTG TR 2007-C2 MTG PASSTHRU CTF CL A-3 2015-02-04 2016-08-31 25 27 -2 -2 1155.02 LB-UBS COML MTG TR 2007-C2 MTG PASSTHRU CTF CL A-3 2015-02-04 2016-10-26 1155 1233 -78 -78 819.16 LB-UBS COML MTG TR 2007-C2 MTG PASSTHRU CTF CL A-3 2015-02-04 2016-10-31 819 875 -56 -56 2462.87 LB-UBS COML MTG TR 2007-C2 MTG PASSTHRU CTF CL A-3 2015-02-04 2016-11-30 2463 2630 -167 -167 912.21 LB-UBS COML MTG TR 2007-C2 MTG PASSTHRU CTF CL A-3 2015-02-04 2016-12-31 912 974 -62 -62 2043.49 LB-UBS COML MTG TR 2007-C2 MTG PASSTHRU CTF CL A-3 2015-02-04 2017-02-17 2043 2182 -139 -139 5000. L-3 COMMUNICATIONS CORP UNSECD SR PIDI NT CALL 09/15/16 @100 2016-11-29 2017-02-10 5011 5021 -10 -10 2000. L-3 COMMUNICATIONS CORP UNSECD SR PIDI NT CALL 09/15/16 @100 2016-11-29 2017-04-25 2044 2008 36 36 2000. L-3 COMMUNICATIONS CORP UNSECD SR PIDI NT CALL 09/15/16 @100 2016-11-29 2017-05-08 2039 2008 31 31 1000. L-3 COMMUNICATIONS CORP UNSECD SR PIDI NT CALL 09/15/16 @100 2016-11-29 2017-05-12 1023 1004 19 19 5000. LINCOLN NATL CORP IND UNSECD SR NT 2009-06-29 2016-12-20 5811 5088 723 723 1000. LINCOLN NATL CORP IND UNSECD SR NT 2009-06-17 2016-12-20 1162 990 172 172 5000. LOCKHEED MARTIN CORP SR UNSECD NT 2015-07-16 2016-08-02 5373 5104 269 269 7000. LOEWS CORP SR UNSECD BD CALL 1/1/26 @100 2016-04-14 2016-12-19 7067 7184 -117 -117 1000. LOEWS CORP SR UNSECD BD CALL 1/1/26 @100 2016-04-14 2017-02-09 1022 1026 -4 -4 6000. LOEWS CORP SR UNSECD BD CALL 1/1/26 @100 2016-03-31 2017-02-09 6133 6134 -1 -1 5000. LOWES COS INC SR UNSECD NT CALL 3/15/45 @100 2015-09-10 2016-10-14 5572 4962 610 610 1000. MACYS RETAIL HLDGS INC SR UNSECD NT 2015-09-04 2016-08-01 974 940 34 34 5000. MACYS RETAIL HLDGS INC SR UNSECD NT 2015-08-27 2016-08-01 4871 4660 211 211 261.36 MERCEDES-BENZ AUTO RECEIVABLES TR 2013-1 ASSET BKD NT CL A-3 2013-07-23 2016-06-14 261 261 222.49 MERCEDES-BENZ AUTO RECEIVABLES TR 2013-1 ASSET BKD NT CL A-3 2013-07-23 2016-07-15 222 222 10000. MERCEDES-BENZ AUTO LEASE TR 2015-B ASSET BACKED NT CL A-3 2015-10-21 2017-04-18 10000 10000 5000. METLIFE INC SR UNSECD NT 2009-05-26 2016-06-01 5000 4988 12 12 5000. METLIFE INC SR UNSECD NT CALL 8/13/25 @100 2015-11-10 2017-02-09 5110 5030 80 80 20000. METROPOLITAN TRANSN AUTH N Y R REV BDS-TAXBL 2010-07-15 2017-02-08 26669 20169 6500 6500 3000. MICROSOFT CORP SR UNSECD NT CALL 5/3/45 @100 2015-10-29 2017-04-11 3205 3036 169 169 5000. MICROSOFT CORP UNSECD SR NT 2016-08-01 2017-02-10 4850 5003 -153 -153 5000. MICROSOFT CORP UNSECD SR NT 2016-08-01 2017-02-10 4850 4995 -145 -145 5000. MICROSOFT CORP UNSECD SR NT 2016-08-01 2017-02-17 4854 4995 -141 -141 5000. MICROSOFT CORP SR UNSECD BD CALL 12/6/23 @100 2017-01-30 2017-02-10 5004 4964 40 40 3000. MICROSOFT CORP SR UNSECD BD CALL 12/6/23 @100 2017-01-30 2017-04-11 3037 2978 59 59 4000. MOLSON COORS BREWING CO SR UNSECD NT CALL 1/15/46 @100 2016-06-28 2016-07-27 4189 4043 146 146 1000. MOLSON COORS BREWING CO SR UNSECD NT CALL 1/15/46 @100 2016-06-28 2016-07-27 1050 1011 39 39 1000. MOLSON COORS BREWING CO SR UNSECD NT CALL 1/15/46 @100 2016-06-28 2016-07-27 1050 1011 39 39 2000. MORGAN STANLEY SR UNSECD NT 2015-05-04 2017-03-09 2041 2050 -9 -9 4456.64 MORGAN STANLEY CAP TR I 2007- HQ11 MTG PASSTHRU CTF CL A-4 2010-11-03 2016-08-16 4457 4738 -281 -281 2287.35 MORGAN STANLEY CAP TR I 2007- HQ11 MTG PASSTHRU CTF CL A-4 2010-11-03 2016-08-31 2287 2432 -145 -145 13511. MORGAN STANLEY CAP TR I 2007- HQ11 MTG PASSTHRU CTF CL A-4 2010-11-03 2016-09-30 13511 14364 -853 -853 2727.86 MORGAN STANLEY CAP TR I 2007- HQ11 MTG PASSTHRU CTF CL A-4 2010-11-03 2016-10-31 2728 2900 -172 -172 2017.15 MORGAN STANLEY CAP TR I 2007- HQ11 MTG PASSTHRU CTF CL A-4 2010-11-03 2016-12-14 2017 2144 -127 -127 3000. NOBLE ENERGY INC SR UNSECD NT CALL 5/15/43 @100 2016-03-21 2017-02-10 3107 2609 498 498 1000. NOBLE ENERGY INC SR UNSECD NT CALL 5/15/43 @100 2016-03-21 2017-03-14 1001 870 131 131 2000. NOBLE ENERGY INC SR UNSECD NT CALL 5/15/43 @100 2016-03-08 2017-03-14 2002 1587 415 415 1000. NOBLE ENERGY INC UNSECD NT CALL 08/15/24 @100 2015-12-23 2016-07-06 1029 872 157 157 2000. NOBLE ENERGY INC UNSECD NT CALL 08/15/24 @100 2016-01-22 2016-07-06 2058 1722 336 336 1000. NOBLE ENERGY INC UNSECD NT 2016-02-04 2016-12-16 980 735 245 245 10000. NORTHERN TR CORP JR SUB GBL NT SER D 2016-08-01 2017-02-08 9788 10063 -275 -275 1000. NORTHERN TR CORP JR SUB GBL NT SER D 2016-08-01 2017-03-06 990 1000 -10 -10 2000. NORTHERN TR CORP JR SUB GBL NT SER D 2016-08-01 2017-05-09 2003 2000 3 3 3000. OCCIDENTAL PETE CORP SR UNSECD NT CALL 10/15/45 @100 2016-03-28 2016-07-15 3400 2977 423 423 10000. ONCOR ELEC DELIVERY CO LLC 1ST LIEN SR SECD NT CALL 3/1/22 @100 2015-08-31 2016-11-09 10926 10398 528 528 10000. ORACLE CORP SR UNSECD NT CALL 4/15/26 @100 2016-06-29 2016-08-25 10100 9962 138 138 537.212 PIMCO HIGH YIELD FD INSTL CL 2014-04-02 2017-02-09 4781 5221 -440 -440 833.333 PIMCO HIGH YIELD FD INSTL CL 2014-11-06 2017-02-09 7417 7991 -574 -574 688.7 PIMCO HIGH YIELD FD INSTL CL 2013-08-13 2017-02-09 6129 6535 -406 -406 2486.486 PIMCO HIGH YIELD FD INSTL CL 2015-02-05 2017-02-09 22130 22974 -844 -844 27476.741 PIMCO HIGH YIELD FD INSTL CL 2012-04-20 2017-02-09 244543 253867 -9324 -9324 5000. PNC FINL SVCS GROUP INC JR SUB DEP RECEIPT DEP SHS REPSTG 2014-09-17 2017-05-09 5045 4813 232 232 5000. PNC FINL SVCS GROUP INC JR SUB DEP RECEIPT DEP SHS REPSTG 2014-11-03 2017-05-09 5045 4756 289 289 5000. PPL CAP FDG INC SR UNSECD NT CALL 3/1/23 @100 2013-05-21 2016-10-07 5214 4985 229 229 4000. PLAINS ALL AMERN PIPELINE L P / PAA FIN CORP SR UNSECD NT CALL 2016-02-04 2016-07-28 3587 2830 757 757 1000. PLAINS ALL AMERN PIPELINE L P / PAA FIN CORP SR UNSECD NT CALL 2016-02-04 2016-07-28 897 703 194 194 3000. PLAINS ALL AMERN PIPELINE L P / PAA FIN CORP SR UNSECD NT CALL 2016-09-07 2016-12-16 2706 2764 -58 -58 5000. PLAINS ALL AMERN PIPELINE L P / PAA FIN CORP SR UNSECD NT CALL 2016-09-27 2017-02-10 4638 4599 39 39 5000. PLAINS ALL AMERN PIPELINE L P PAA FIN CORP SR UNSECD NT CALL 2015-09-08 2016-09-07 5183 5075 108 108 7000. PRUDENTIAL FINL INC JR SUB NT CALL 6/15/23 @100 2016-03-16 2016-07-08 7324 7131 193 193 5000. PRUDENTIAL FINL INC SR MTN 2015-11-13 2017-02-09 5620 5566 54 54 5000. PRUDENTIAL FINL INC SR MTN 2010-04-29 2017-02-09 5620 5538 82 82 10000. RESOULTION FDG CORP PRIN STRIPS GENERIC PRIN PMT 2016-06-10 2017-02-08 6618 7159 -541 -541 30000. RESOULTION FDG CORP PRIN STRIPS GENERIC PRIN PMT 2016-11-08 2017-02-08 19853 21062 -1209 -1209 10000. RESOULTION FDG CORP PRIN STRIPS GENERIC PRIN PMT 2016-11-08 2017-04-17 6755 7056 -301 -301 12500. RIDGEWORTH MID CAP VALUE EQUITY FUND CL I 2017-02-15 2017-05-19 180000 180125 -125 -125 5000. SCRIPPS NETWORKS INTERACTIVE INC SR UNSECD NT CALL 5/15/25 @100 2015-05-18 2017-02-17 5078 4991 87 87 5000. SEMPRA ENERGY SR UNSECD NT CALL 07/01/22 @100 2015-01-15 2016-10-13 5130 5052 78 78 10000. SEMPRA ENERGY SR UNSECD NT CALL 07/01/22 @100 2014-10-09 2016-10-13 10259 9860 399 399 5000. SEMPRA ENERGY SR UNSECD NT CALL 09/01/23 @100 2016-03-15 2017-02-27 5279 5173 106 106 5000. SHIRE ACQUISITIONS INVTS IRELAND UNSECD SR GBL NT IRELAND CALL 2016-09-19 2017-02-09 4874 4995 -121 -121 5000. SHIRE ACQUISITIONS INVTS IRELAND UNSECD SR GBL NT IRELAND CALL 2016-09-19 2017-05-15 4947 4995 -48 -48 25000. SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2016-20K CL 1 2016-11-10 2017-02-08 24617 25000 -383 -383 500.79 SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2016-20L CL 1 2016-12-08 2017-05-15 501 501 6000. SOUTHERN CA EDISON CO 1ST MORTGAGE BD C3/1/21 @100 2015-06-12 2016-11-15 6432 6310 122 122 10000. STATE STR CORP JR SUB DEB CALL 1/23/17 @100 2016-12-21 2017-02-08 8850 8790 60 60 7000. STATE STR CORP JR SUB DEB CALL 1/23/17 @100 2016-12-21 2017-03-06 6248 6153 95 95 2000. STATE STR CORP JR SUB DEB CALL 1/23/17 @100 2016-12-21 2017-03-14 1779 1758 21 21 7000. SUNTRUST CAP I TR PFD SECS JR SUB BD SER A CALL 02/15/17 @100 2016-11-07 2017-02-08 6125 6003 122 122 3000. SUNTRUST CAP I TR PFD SECS JR SUB BD SER A CALL 02/15/17 @100 2016-11-30 2017-02-08 2625 2565 60 60 3000. TARGET CORP SR UNSECD NT 2015-10-02 2016-10-13 3153 3063 90 90 10000. TELEFONICA EMISIONES S A U CO GTD NT SPAIN 2013-04-25 2017-02-10 10832 10670 162 162 6000. THOMSON REUTERS CORP SR UNSECD NT CALL 02/15/26 CANADA 2016-05-03 2016-11-10 5962 6021 -59 -59 5000. THOMSON REUTERS CORP SR UNSECD NT CALL 02/15/26 CANADA 2016-05-02 2017-04-26 4925 4979 -54 -54 10000. TOYOTA AUTO RECEIVABLES 2016-D OWNER TR NT CL A-3 2016-10-04 2017-02-10 9863 9999 -136 -136 10000. TOYOTA MTR CR CORP SR UNSECD MTN 2015-07-08 2017-02-10 10037 10000 37 37 5000. TOYOTA MTR CR CORP SR UNSECD MTN 2015-07-08 2017-05-19 5021 5000 21 21 15000. TRANSALTA CORP SR UNSECD NT CANADA 2014-11-03 2017-02-10 14999 14989 10 10 5000. TRANSATLANTIC HLDGS INC SR NT 2011-11-22 2016-08-30 6984 5688 1296 1296 373. MAN FRM ALTERNATIVE MULTI- STRATEGY FUND LLC 2012-04-01 2017-03-31 571435 620785 -49350 -49350 2000. 21ST CENTY FOX AMER INC SR DEB 2008-04-04 2016-11-09 2472 2007 465 465 5000. 21ST CENTY FOX AMER INC SR DEB 2008-04-04 2017-02-10 6027 5018 1009 1009 4000. UNITED MEXICAN STS MTN MEXICO 2015-07-30 2016-08-22 4422 3862 560 560 4000. UNITED MEXICAN STS MTN MEXICO 2015-07-30 2016-11-10 3640 3862 -222 -222 3000. U S BANCORP SUB MTN CALL 3/27/26 @100 2016-04-28 2017-03-09 2903 3011 -108 -108 15000. UNITED STATES TREAS BD STRIPPED PRIN PMT 4.375% 2012-06-29 2017-02-14 7502 7794 -292 -292 10000. UNITED STATES TREAS BD STRIPPED PRIN PMT 4.375% 2014-08-25 2017-02-14 5001 4855 146 146 3000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2016-03-24 2016-06-10 1530 1475 55 55 2000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2016-03-23 2016-06-10 1020 978 42 42 3000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2016-06-30 2016-07-07 1671 1611 60 60 10000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2015-05-29 2016-11-08 4890 4505 385 385 5000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2015-08-31 2016-11-08 2445 2206 239 239 5000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2014-06-30 2016-11-08 2445 1945 500 500 19000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2016-04-01 2016-11-08 9290 9362 -72 -72 10000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2016-06-30 2016-11-08 4890 5410 -520 -520 1000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2016-06-30 2016-11-08 489 541 -52 -52 1000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2016-07-07 2016-12-15 424 500 -76 -76 4000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2016-04-08 2016-12-15 1698 1806 -108 -108 15000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2016-04-08 2017-02-14 6528 6807 -279 -279 5000. UNITED STATES TREAS BD STRIPPED PRIN PMT 3.750% 2014-06-30 2017-02-14 2176 1964 212 212 5000. UNITED STATES TREAS BD DTD 02/16/16 2.500% DUE 02/15/46 2016-05-16 2016-06-20 5011 4925 86 86 1900. UNITED STATES TREAS BD DTD 02/16/16 2.500% DUE 02/15/46 2016-05-16 2016-06-28 1991 1871 120 120 2400. UNITED STATES TREAS BD DTD 02/16/16 2.500% DUE 02/15/46 2016-05-16 2016-06-28 2515 2364 151 151 5700. UNITED STATES TREAS BD DTD 02/16/16 2.500% DUE 02/15/46 2016-05-16 2016-06-28 5974 5614 360 360 1000. UNITED STATES TREAS BD DTD 02/16/16 2.500% DUE 02/15/46 2016-05-16 2016-07-18 1042 985 57 57 3000. UNITED STATES TREAS BD DTD 02/16/16 2.500% DUE 02/15/46 2016-07-15 2016-07-18 3126 3132 -6 -6 5000. UNITED STATES TREAS BD DTD 02/16/16 2.500% DUE 02/15/46 2016-07-29 2016-08-15 5289 5334 -45 -45 3000. UNITED STATES TREAS BD DTD 02/16/16 2.500% DUE 02/15/46 2016-07-24 2016-08-15 3174 3175 -1 -1 1500. UNITED STATES TREAS BD DTD 02/16/16 2.500% DUE 02/15/46 2016-07-27 2016-08-15 1587 1587 26000. UNITED STATES TREAS BD DTD 02/16/16 2.500% DUE 02/15/46 2016-05-16 2016-08-15 27505 25608 1897 1897 5000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-08-15 2016-08-24 5273 5300 -27 -27 2000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-08-14 2016-09-07 2118 2130 -12 -12 2000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-07-22 2016-09-15 2004 2131 -127 -127 2000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-08-13 2016-09-15 2004 2129 -125 -125 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-06-29 2016-10-06 1009 1123 -114 -114 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-07-02 2016-10-06 1009 1118 -109 -109 2000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-07-24 2016-10-06 2018 2233 -215 -215 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-08-13 2016-10-06 1009 1064 -55 -55 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-06-09 2016-10-13 1008 1128 -120 -120 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-06-12 2016-10-13 1008 1123 -115 -115 2000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-07-04 2016-10-13 2016 2244 -228 -228 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-05-13 2016-10-17 996 1134 -138 -138 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-05-16 2016-10-17 996 1129 -133 -133 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-05-09 2016-11-09 949 1142 -193 -193 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-05-12 2016-11-09 949 1137 -188 -188 2000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-06-07 2016-11-09 1899 2256 -357 -357 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-07-24 2016-11-09 949 1069 -120 -120 12000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-08-15 2016-11-09 11391 12716 -1325 -1325 10000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-08-15 2016-11-09 9493 10597 -1104 -1104 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-08-15 2016-11-09 949 1060 -111 -111 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-04-12 2016-11-09 946 1196 -250 -250 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-04-15 2016-11-09 946 1191 -245 -245 2000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-05-11 2016-11-09 1892 2365 -473 -473 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-06-27 2016-11-14 901 1124 -223 -223 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-07-19 2016-11-14 901 1114 -213 -213 5000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-07-20 2016-11-14 4503 5527 -1024 -1024 3000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-07-20 2016-11-14 2702 3314 -612 -612 3000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-08-06 2016-11-14 2702 3277 -575 -575 4000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-08-30 2016-11-14 3603 4239 -636 -636 5000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-08-15 2016-11-14 4503 5298 -795 -795 3000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-08-26 2016-11-14 2702 3163 -461 -461 1000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-08-15 2016-11-14 901 1039 -138 -138 18000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-09-16 2016-11-14 16211 18254 -2043 -2043 3000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-11-10 2016-11-14 2702 2769 -67 -67 3000. UNITED STATES TREAS BD DTD 05/16/16 2.500% DUE 05/15/46 2016-11-10 2016-11-14 2702 2756 -54 -54 3000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2016-11-14 2016-12-12 2464 2554 -90 -90 2000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2016-11-28 2016-12-12 1643 1705 -62 -62 2000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2016-11-07 2017-01-06 1702 1764 -62 -62 2000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2016-10-17 2017-01-11 1722 1763 -41 -41 2000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2016-10-09 2017-01-31 1678 1731 -53 -53 1000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2016-10-24 2017-01-31 839 881 -42 -42 2000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2017-01-11 2017-01-31 1678 1722 -44 -44 1000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2016-10-04 2017-02-13 843 903 -60 -60 2000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2016-09-19 2017-02-13 1686 1775 -89 -89 2000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2017-01-11 2017-02-13 1686 1727 -41 -41 1000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2017-01-11 2017-02-13 843 861 -18 -18 2000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2016-09-19 2017-02-13 1686 1704 -18 -18 46000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2016-11-14 2017-02-13 38767 39159 -392 -392 2000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2016-11-21 2017-02-13 1686 1701 -15 -15 19000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2017-02-09 2017-02-13 16012 16138 -126 -126 2000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2017-02-07 2017-02-13 1686 1693 -7 -7 4000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2016-12-02 2017-02-13 3371 3368 3 3 3000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2016-12-16 2017-02-13 2528 2462 66 66 23000. UNITED STATES TREAS BD DTD 08/15/16 2.250% DUE 08/15/46 2017-02-10 2017-02-13 19383 19360 23 23 3000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-02-13 2017-02-14 2886 2903 -17 -17 4000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-02-13 2017-02-14 3848 3870 -22 -22 4000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-02-13 2017-02-14 3848 3870 -22 -22 2000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-02-13 2017-02-14 1924 1935 -11 -11 60000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-02-13 2017-02-14 57722 58050 -328 -328 2000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-02-13 2017-02-14 1924 1935 -11 -11 2000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-02-13 2017-02-15 1914 1935 -21 -21 5000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-02-13 2017-02-16 4839 4838 1 1 1000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-02-16 2017-03-13 935 975 -40 -40 4000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-02-27 2017-03-13 3738 3943 -205 -205 1000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-01-30 2017-04-05 976 1019 -43 -43 1000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-01-30 2017-04-12 989 1019 -30 -30 2000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-01-30 2017-04-12 1978 2037 -59 -59 2000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-01-29 2017-04-25 1968 2026 -58 -58 1000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-01-19 2017-04-25 983 1008 -25 -25 1000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-01-14 2017-04-25 976 1000 -24 -24 1000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-01-24 2017-05-01 972 1024 -52 -52 1000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-01-13 2017-05-08 972 1048 -76 -76 1000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2016-12-26 2017-05-15 973 1071 -98 -98 1000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-01-14 2017-05-15 973 1021 -48 -48 1000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-01-09 2017-05-15 973 1019 -46 -46 1000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-01-15 2017-05-15 973 1012 -39 -39 1000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-01-07 2017-05-15 973 986 -13 -13 3000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-04-28 2017-05-15 2918 2950 -32 -32 1000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-04-27 2017-05-15 973 982 -9 -9 2000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-02-16 2017-05-15 1946 1951 -5 -5 20000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-02-13 2017-05-15 19456 19350 106 106 4000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-03-06 2017-05-15 3891 3832 59 59 2000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-03-13 2017-05-15 1946 1897 49 49 2000. UNITED STATES TREAS BD DTD 11/15/16 2.875% DUE 11/15/46 2017-03-08 2017-05-15 1946 1887 59 59 8000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-15 2016-08-25 7947 7973 -26 -26 6000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-15 2016-09-06 5978 5983 -5 -5 5000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-07-24 2016-09-15 4907 4988 -81 -81 2000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-07-16 2016-09-29 1989 2026 -37 -37 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-06-24 2016-09-29 995 1016 -21 -21 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-06-26 2016-09-29 995 1004 -9 -9 2000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-07-03 2016-09-29 1989 2020 -31 -31 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-07-16 2016-09-29 995 1013 -18 -18 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-07-24 2016-09-29 995 998 -3 -3 2000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-15 2016-09-29 1989 1993 -4 -4 2000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-15 2016-09-29 1989 1994 -5 -5 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-06-04 2016-10-13 979 1006 -27 -27 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-07-02 2016-10-13 979 999 -20 -20 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-15 2016-10-13 979 997 -18 -18 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-05-22 2016-10-13 979 1017 -38 -38 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-06-19 2016-10-13 979 1010 -31 -31 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-02 2016-10-13 979 1008 -29 -29 2000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-15 2016-10-13 1958 1993 -35 -35 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-05-09 2016-10-17 976 1029 -53 -53 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-04-29 2016-10-26 974 1032 -58 -58 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-06-06 2016-10-26 974 1022 -48 -48 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-07-20 2016-10-26 974 1019 -45 -45 5000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-15 2016-10-26 4871 4983 -112 -112 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-04-10 2016-10-26 974 1036 -62 -62 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-05-18 2016-10-26 974 1026 -52 -52 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-07-07 2016-10-26 974 1023 -49 -49 2000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-02 2016-10-26 1948 2000 -52 -52 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-03-28 2016-11-10 949 1040 -91 -91 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-05-05 2016-11-10 949 1029 -80 -80 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-06-24 2016-11-10 949 1026 -77 -77 2000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-07-21 2016-11-10 1899 2005 -106 -106 3000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-02 2016-11-10 2848 3000 -152 -152 17000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-15 2016-11-10 16139 16942 -803 -803 37000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-15 2016-11-14 34568 36873 -2305 -2305 2000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-09 2016-11-14 1869 1992 -123 -123 2000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-06-19 2016-11-14 1869 1991 -122 -122 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-06-06 2016-11-14 934 994 -60 -60 2000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-16 2016-11-14 1869 1986 -117 -117 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-16 2016-11-14 934 993 -59 -59 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-07-10 2016-11-14 934 983 -49 -49 1000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-08-01 2016-11-14 934 982 -48 -48 7000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-10-14 2016-11-14 6540 6838 -298 -298 3000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-11-08 2016-11-14 2803 2903 -100 -100 10000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-11-08 2016-11-14 9343 9672 -329 -329 16000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-11-08 2016-11-14 14948 15471 -523 -523 4000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-11-09 2016-11-14 3737 3824 -87 -87 6000. UNITED STATES TREAS NT DTD 08/15/16 1.500% DUE 08/15/26 2016-11-09 2016-11-14 5606 5701 -95 -95 4000. UNITED STATES TREAS NT DTD 08/15/16 0.750% DUE 08/15/19 2016-08-15 2016-09-13 3977 3989 -12 -12 121000. UNITED STATES TREAS NT DTD 08/15/16 0.750% DUE 08/15/19 2016-08-15 2016-10-03 120499 120661 -162 -162 10000. UNITED STATES TREAS NT DTD 08/31/16 0.750% DUE 08/31/18 2016-08-29 2016-09-09 9991 9988 3 3 3000. UNITED STATES TREAS NT DTD 08/31/16 0.750% DUE 08/31/18 2016-08-29 2016-09-13 2997 2996 1 1 14000. UNITED STATES TREAS NT DTD 08/31/16 0.750% DUE 08/31/18 2016-08-29 2016-10-03 13992 13983 9 9 5000. UNITED STATES TREAS NT DTD 08/31/16 1.375% DUE 08/31/23 2016-08-31 2016-09-14 4958 4979 -21 -21 5000. UNITED STATES TREAS NT DTD 08/31/16 1.375% DUE 08/31/23 2016-08-15 2016-10-03 4978 4998 -20 -20 10000. UNITED STATES TREAS NT DTD 08/31/16 1.375% DUE 08/31/23 2016-08-31 2016-10-03 9956 9959 -3 -3 38000. UNITED STATES TREAS NT DTD 08/31/16 1.375% DUE 08/31/23 2016-08-29 2016-10-03 37832 37817 15 15 10000. UNITED STATES TREAS NT DTD 08/31/16 1.125% DUE 08/31/21 2016-08-31 2016-09-13 9945 9974 -29 -29 7000. UNITED STATES TREAS NT DTD 08/31/16 1.125% DUE 08/31/21 2016-08-16 2016-09-14 6975 7001 -26 -26 102000. UNITED STATES TREAS NT DTD 08/31/16 1.125% DUE 08/31/21 2016-08-29 2016-09-16 101721 101717 4 4 3000. UNITED STATES TREAS NT DTD 08/31/16 1.125% DUE 08/31/21 2016-08-16 2016-09-16 2992 3001 -9 -9 11000. UNITED STATES TREAS NT DTD 08/31/16 1.125% DUE 08/31/21 2016-08-31 2016-09-16 10970 10972 -2 -2 3000. UNITED STATES TREAS NT DTD 08/31/16 1.125% DUE 08/31/21 2016-07-29 2016-09-19 2986 3000 -14 -14 7000. UNITED STATES TREAS NT DTD 08/31/16 1.125% DUE 08/31/21 2016-07-31 2016-09-19 6967 7007 -40 -40 7000. UNITED STATES TREAS NT DTD 08/31/16 1.125% DUE 08/31/21 2016-07-10 2016-10-03 6984 7020 -36 -36 3000. UNITED STATES TREAS NT DTD 08/31/16 1.125% DUE 08/31/21 2016-07-08 2016-10-03 2993 3006 -13 -13 11000. UNITED STATES TREAS NT DTD 08/31/16 1.125% DUE 08/31/21 2016-08-13 2016-10-03 10975 10971 4 4 30000. UNITED STATES TREAS NT DTD 08/31/16 1.125% DUE 08/31/21 2016-08-29 2016-10-03 29933 29917 16 16 4000. UNITED STATES TREAS NT DTD 08/31/16 1.125% DUE 08/31/21 2016-09-09 2016-10-03 3991 3981 10 10 121000. UNITED STATES TREAS NT DTD 09/15/16 0.875% DUE 09/15/19 2016-10-03 2016-10-24 120471 120905 -434 -434 55000. UNITED STATES TREAS NT DTD 03/31/15 0.500% DUE 03/31/17 2016-09-30 2016-11-09 55002 55007 -5 -5 45000. UNITED STATES TREAS NT DTD 03/31/15 0.500% DUE 03/31/17 2016-09-30 2017-02-14 44998 45002 -4 -4 1800. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-04-16 2016-06-02 1771 1834 -63 -63 3200. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-04-16 2016-06-02 3149 3265 -116 -116 1800. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-03-30 2016-06-03 1785 1845 -60 -60 3200. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-03-30 2016-06-03 3174 3284 -110 -110 1800. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-03-12 2016-06-16 1816 1842 -26 -26 3200. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-03-12 2016-06-16 3228 3278 -50 -50 1000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-04-24 2016-06-16 1009 1010 -1 -1 4000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-04-24 2016-06-29 4050 4039 11 11 3200. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-02-14 2016-06-29 3240 3187 53 53 1800. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-02-14 2016-06-29 1823 1790 33 33 6000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-05-16 2016-06-29 6076 5940 136 136 1000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-07-06 2016-08-01 1011 1022 -11 -11 4000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-07-08 2016-08-01 4046 4089 -43 -43 1000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-07-06 2016-08-01 1011 1022 -11 -11 5000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-07-07 2016-08-01 5055 5105 -50 -50 4000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-07-07 2016-08-01 4044 4084 -40 -40 1000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-06-11 2016-08-08 1003 1032 -29 -29 2000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-06-13 2016-08-08 2007 2060 -53 -53 2000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-06-13 2016-08-08 2007 2060 -53 -53 1000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-06-06 2016-08-09 1008 1035 -27 -27 2000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-06-08 2016-08-09 2016 2066 -50 -50 1000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-06-11 2016-08-09 1008 1029 -21 -21 1000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-06-17 2016-08-09 1008 1020 -12 -12 4000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-06-17 2016-08-15 4027 4079 -52 -52 4000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-07-09 2016-08-15 4027 4067 -40 -40 2000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-05-16 2016-08-15 2013 1980 33 33 7000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-06-01 2016-08-15 7047 6875 172 172 5000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-05-26 2016-08-15 5034 4910 124 124 5000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-05-20 2016-08-15 5034 4909 125 125 1000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-03-28 2016-08-15 1007 981 26 26 17000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-05-31 2016-08-15 17114 16681 433 433 19000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-05-20 2016-08-15 19127 18626 501 501 10000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-05-20 2016-08-15 10067 9802 265 265 2000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-05-26 2016-08-15 2013 1959 54 54 3000. UNITED STATES TREAS NT DTD 05/16/16 1.625% DUE 05/15/26 2016-05-25 2016-08-15 3020 2934 86 86 90000. UNITED STATES TREAS NT DTD 05/16/16 0.875% DUE 05/15/19 2016-05-16 2016-06-15 90088 89856 232 232 2000. UNITED STATES TREAS NT DTD 05/16/16 0.875% DUE 05/15/19 2016-05-26 2016-06-15 2002 1991 11 11 2000. UNITED STATES TREAS NT DTD 05/31/16 0.875% DUE 05/31/18 2016-05-31 2016-06-01 1999 1999 5000. UNITED STATES TREAS NT DTD 05/31/16 0.875% DUE 05/31/18 2016-05-31 2016-06-01 4998 4998 43000. UNITED STATES TREAS NT DTD 05/31/16 0.875% DUE 05/31/18 2016-05-31 2016-06-28 43213 42983 230 230 37000. UNITED STATES TREAS NT DTD 05/31/16 1.625% DUE 05/31/23 2016-05-31 2016-06-28 37905 36887 1018 1018 13000. UNITED STATES TREAS NT DTD 05/31/16 1.375% DUE 05/31/21 2016-05-31 2016-06-16 13207 13011 196 196 4000. UNITED STATES TREAS NT DTD 05/31/16 1.375% DUE 05/31/21 2016-05-31 2016-06-28 4073 4003 70 70 35000. UNITED STATES TREAS NT DTD 05/31/16 1.375% DUE 05/31/21 2016-06-02 2016-06-28 35641 34995 646 646 130000. UNITED STATES TREAS NT DTD 05/31/16 1.375% DUE 05/31/21 2016-05-31 2016-06-28 132381 129949 2432 2432 38000. UNITED STATES TREAS NT DTD 06/15/16 0.875% DUE 06/15/19 2016-06-30 2016-07-21 38111 38195 -84 -84 92000. UNITED STATES TREAS NT DTD 06/15/16 0.875% DUE 06/15/19 2016-06-15 2016-07-21 92270 92077 193 193 5000. UNITED STATES TREAS NT DTD 06/30/16 0.625% DUE 06/30/18 2016-06-28 2016-07-12 4994 5001 -7 -7 5000. UNITED STATES TREAS NT DTD 06/30/16 0.625% DUE 06/30/18 2016-06-28 2016-07-19 4994 5001 -7 -7 33000. UNITED STATES TREAS NT DTD 06/30/16 0.625% DUE 06/30/18 2016-06-28 2016-08-01 32965 33007 -42 -42 5000. UNITED STATES TREAS NT DTD 06/30/16 1.125% DUE 06/30/21 2016-06-28 2016-07-13 5020 5028 -8 -8 4700. UNITED STATES TREAS NT DTD 06/30/16 1.125% DUE 06/30/21 2016-06-28 2016-07-15 4696 4726 -30 -30 159300. UNITED STATES TREAS NT DTD 06/30/16 1.125% DUE 06/30/21 2016-06-28 2016-08-01 159799 160181 -382 -382 4700. UNITED STATES TREAS NT DTD 06/30/16 1.125% DUE 06/30/21 2016-07-03 2016-08-01 4715 4725 -10 -10 5000. UNITED STATES TREAS NT DTD 06/30/16 1.125% DUE 06/30/21 2016-07-05 2016-08-01 5016 5003 13 13 8300. UNITED STATES TREAS NT DTD 06/30/16 1.125% DUE 06/30/21 2016-07-20 2016-08-01 8326 8291 35 35 10000. UNITED STATES TREAS NT DTD 06/30/16 1.375% DUE 06/30/23 2016-06-28 2016-07-12 10040 10069 -29 -29 27000. UNITED STATES TREAS NT DTD 06/30/16 1.375% DUE 06/30/23 2016-06-28 2016-08-01 27101 27186 -85 -85 17000. UNITED STATES TREAS NT DTD 07/15/16 0.750% DUE 07/15/19 2016-07-21 2016-08-15 16955 16989 -34 -34 110000. UNITED STATES TREAS NT DTD 07/15/16 0.750% DUE 07/15/19 2016-07-21 2016-08-15 109708 109931 -223 -223 5000. UNITED STATES TREAS NT DTD 08/01/16 0.750% DUE 07/31/18 2016-08-01 2016-08-02 5008 5006 2 2 27000. UNITED STATES TREAS NT DTD 08/01/16 0.750% DUE 07/31/18 2016-08-01 2016-08-29 26967 27032 -65 -65 9000. UNITED STATES TREAS NT DTD 08/01/16 1.125% DUE 07/31/21 2016-07-29 2016-08-01 9023 9040 -17 -17 1000. UNITED STATES TREAS NT DTD 08/01/16 1.125% DUE 07/31/21 2016-08-01 2016-08-01 1003 1003 5000. UNITED STATES TREAS NT DTD 08/01/16 1.125% DUE 07/31/21 2016-07-29 2016-08-01 5012 5025 -13 -13 5000. UNITED STATES TREAS NT DTD 08/01/16 1.125% DUE 07/31/21 2016-07-29 2016-08-29 4984 5028 -44 -44 4000. UNITED STATES TREAS NT DTD 08/01/16 1.125% DUE 07/31/21 2016-07-29 2016-08-29 3987 4020 -33 -33 159000. UNITED STATES TREAS NT DTD 08/01/16 1.125% DUE 07/31/21 2016-08-01 2016-08-29 158478 159490 -1012 -1012 1000. UNITED STATES TREAS NT DTD 08/01/16 1.125% DUE 07/31/21 2016-08-02 2016-08-29 997 1003 -6 -6 4000. UNITED STATES TREAS NT DTD 08/01/16 1.125% DUE 07/31/21 2016-08-02 2016-08-29 3987 4009 -22 -22 6000. UNITED STATES TREAS NT DTD 08/01/16 1.250% DUE 07/31/23 2016-07-29 2016-08-29 5925 5982 -57 -57 27000. UNITED STATES TREAS NT DTD 08/01/16 1.250% DUE 07/31/23 2016-08-01 2016-08-29 26663 26864 -201 -201 5000. UNITED STATES TREAS NT DTD 08/01/16 1.250% DUE 07/31/23 2016-08-01 2016-08-29 4938 4974 -36 -36 5000. UNITED STATES TREAS NT DTD 08/01/16 1.250% DUE 07/31/23 2016-08-02 2016-08-29 4938 4965 -27 -27 10000. UNITED STATES TREAS NT DTD 04/30/12 1.250% DUE 04/30/19 2017-05-01 2017-05-09 9980 9994 -14 -14 10000. UNITED STATES TREAS NT DTD 04/30/12 1.250% DUE 04/30/19 2017-05-11 2017-05-30 9992 10009 -17 -17 4000. UNITED STATES TREAS NT DTD 04/30/12 1.250% DUE 04/30/19 2017-05-19 2017-05-30 3997 3998 -1 -1 14000. UNITED STATES TREAS NT DTD 04/30/12 1.250% DUE 04/30/19 2017-05-01 2017-05-30 13989 13991 -2 -2 28000. UNITED STATES TREAS NT DTD 09/30/16 1.375% DUE 09/30/23 2016-10-03 2016-10-13 27696 27856 -160 -160 13000. UNITED STATES TREAS NT DTD 09/30/16 1.375% DUE 09/30/23 2016-09-30 2016-10-13 12859 12959 -100 -100 13000. UNITED STATES TREAS NT DTD 09/30/16 1.375% DUE 09/30/23 2016-09-20 2016-10-31 12796 13033 -237 -237 12000. UNITED STATES TREAS NT DTD 09/30/16 1.375% DUE 09/30/23 2016-10-03 2016-10-31 11812 11938 -126 -126 55000. UNITED STATES TREAS NT DTD 09/30/16 1.125% DUE 09/30/21 2016-10-03 2016-10-31 54478 54854 -376 -376 20000. UNITED STATES TREAS NT DTD 09/30/16 1.125% DUE 09/30/21 2016-10-13 2016-10-31 19810 19859 -49 -49 10000. UNITED STATES TREAS NT DTD 09/30/16 0.750% DUE 09/30/18 2016-10-03 2016-10-04 9986 9993 -7 -7 4000. UNITED STATES TREAS NT DTD 09/30/16 0.750% DUE 09/30/18 2016-10-03 2016-10-18 3995 3997 -2 -2 118000. UNITED STATES TREAS NT DTD 10/17/16 1.000% DUE 10/15/19 2016-10-24 2016-11-14 117175 117926 -751 -751 23000. UNITED STATES TREAS NT DTD 10/31/16 1.250% DUE 10/31/21 2016-10-31 2016-11-10 22692 22928 -236 -236 20000. UNITED STATES TREAS NT DTD 10/31/16 1.250% DUE 10/31/21 2016-10-17 2016-11-22 19509 20111 -602 -602 3000. UNITED STATES TREAS NT DTD 10/31/16 1.250% DUE 10/31/21 2016-10-30 2016-11-22 2926 3016 -90 -90 22000. UNITED STATES TREAS NT DTD 10/31/16 1.250% DUE 10/31/21 2016-10-31 2016-11-22 21459 21931 -472 -472 20000. UNITED STATES TREAS NT DTD 10/31/16 1.250% DUE 10/31/21 2016-09-25 2016-11-28 19448 20540 -1092 -1092 3000. UNITED STATES TREAS NT DTD 10/31/16 1.250% DUE 10/31/21 2016-10-08 2016-11-28 2917 3080 -163 -163 22000. UNITED STATES TREAS NT DTD 10/31/16 1.250% DUE 10/31/21 2016-10-18 2016-11-28 21392 22362 -970 -970 7000. UNITED STATES TREAS NT DTD 10/31/16 1.250% DUE 10/31/21 2016-10-31 2016-11-28 6807 6978 -171 -171 90000. UNITED STATES TREAS NT DTD 10/31/16 1.250% DUE 10/31/21 2016-11-09 2016-11-28 87515 89550 -2035 -2035 6000. UNITED STATES TREAS NT DTD 10/31/16 1.250% DUE 10/31/21 2016-11-15 2016-11-28 5834 5880 -46 -46 25000. UNITED STATES TREAS NT DTD 10/31/16 1.625% DUE 10/31/23 2016-10-31 2016-11-28 24189 25004 -815 -815 25000. UNITED STATES TREAS NT DTD 10/31/16 1.625% DUE 10/31/23 2016-10-31 2016-11-28 24189 24998 -809 -809 17000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-14 2016-11-16 16667 16643 24 24 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-10 2016-11-16 2941 2978 -37 -37 5000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-10 2016-11-16 4902 4956 -54 -54 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-08 2016-11-22 2918 2974 -56 -56 5000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-08 2016-11-22 4863 4949 -86 -86 2000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-14 2016-11-22 1945 1958 -13 -13 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-10-31 2016-11-29 2921 2993 -72 -72 5000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-10-31 2016-11-29 4868 4982 -114 -114 2000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-07 2016-11-29 1947 1970 -23 -23 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-10-16 2016-12-02 2900 3009 -109 -109 5000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-10-16 2016-12-02 4833 5009 -176 -176 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-10-23 2016-12-02 967 991 -24 -24 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-09-28 2016-12-07 2907 3047 -140 -140 2000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-09-28 2016-12-07 1938 2028 -90 -90 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-09-05 2016-12-07 2910 3077 -167 -167 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-08-13 2016-12-14 2883 3104 -221 -221 2000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-09-05 2016-12-14 1922 2048 -126 -126 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-09-28 2016-12-14 2883 3042 -159 -159 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-10-05 2016-12-14 961 1003 -42 -42 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-10-23 2016-12-14 961 991 -30 -30 2000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-14 2016-12-14 1911 1958 -47 -47 6000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-12-19 2016-12-22 5713 5711 2 2 11000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-12-14 2016-12-22 10474 10453 21 21 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-07-14 2016-12-22 2857 3157 -300 -300 2000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-08-06 2016-12-22 1904 2084 -180 -180 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-08-29 2016-12-22 2857 3096 -239 -239 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-09-05 2016-12-22 952 1021 -69 -69 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-09-23 2016-12-22 952 1008 -56 -56 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-10-16 2016-12-22 952 1002 -50 -50 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-10-31 2016-12-22 952 988 -36 -36 15000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-14 2016-12-22 14283 14685 -402 -402 4000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-30 2016-12-22 3809 3856 -47 -47 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-06-22 2017-01-18 2899 3173 -274 -274 6000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-06 2017-01-18 5798 5862 -64 -64 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-07-06 2017-01-19 2877 3151 -274 -274 2000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-07-29 2017-01-19 1918 2080 -162 -162 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-08-21 2017-01-19 2877 3090 -213 -213 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-08-28 2017-01-19 959 1019 -60 -60 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-09-15 2017-01-19 959 1007 -48 -48 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-10-08 2017-01-19 959 1000 -41 -41 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-10-23 2017-01-19 959 986 -27 -27 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-06-30 2017-02-07 2888 3141 -253 -253 2000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-07-28 2017-02-07 1925 2094 -169 -169 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-08-20 2017-02-07 2888 3110 -222 -222 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-08-27 2017-02-07 963 1026 -63 -63 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-09-14 2017-02-07 963 1013 -50 -50 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-06-18 2017-02-13 960 1040 -80 -80 2000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-06-18 2017-02-13 1921 2080 -159 -159 2000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-07-16 2017-02-13 1921 2079 -158 -158 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-08-08 2017-02-13 2881 3089 -208 -208 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-08-15 2017-02-13 960 1018 -58 -58 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-10-07 2017-02-13 960 1007 -47 -47 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-09-02 2017-02-13 960 1006 -46 -46 1000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-10-22 2017-02-13 960 992 -32 -32 9000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-06 2017-02-13 8644 8794 -150 -150 25000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2017-02-08 2017-02-13 24012 24239 -227 -227 6000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-14 2017-02-13 5763 5799 -36 -36 38000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2017-02-09 2017-02-13 36498 36697 -199 -199 18000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2017-02-09 2017-02-13 17289 17381 -92 -92 4000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-11-22 2017-02-13 3842 3849 -7 -7 10000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2017-02-02 2017-02-13 9605 9610 -5 -5 15000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2017-02-02 2017-02-13 14407 14392 15 15 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2017-01-26 2017-02-13 2881 2867 14 14 3000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2016-12-14 2017-02-13 2881 2851 30 30 14000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2017-02-10 2017-02-13 13447 13496 -49 -49 9000. UNITED STATES TREAS NT DTD 11/15/16 2.000% DUE 11/15/26 2017-02-10 2017-02-13 8644 8651 -7 -7 115000. UNITED STATES TREAS NT DTD 11/15/16 1.000% DUE 11/15/19 2016-11-14 2016-12-14 113203 114151 -948 -948 19000. UNITED STATES TREAS NT DTD 11/15/16 1.000% DUE 11/15/19 2016-11-30 2016-12-14 18703 18791 -88 -88 27000. UNITED STATES TREAS NT DTD 11/30/16 1.000% DUE 11/30/18 2016-11-30 2017-01-03 26895 26942 -47 -47 49000. UNITED STATES TREAS NT DTD 11/30/16 2.125% DUE 11/30/23 2016-11-28 2017-01-03 48543 48966 -423 -423 25000. UNITED STATES TREAS NT DTD 11/30/16 2.125% DUE 11/30/23 2016-11-30 2017-01-03 24767 24937 -170 -170 30000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-11-28 2016-11-29 29940 29911 29 29 24000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-11-28 2016-12-06 23903 23933 -30 -30 5000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-11-28 2016-12-06 4980 4985 -5 -5 24000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-11-20 2016-12-08 23911 23959 -48 -48 6000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-12-07 2016-12-08 5978 5987 -9 -9 10000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-11-28 2016-12-08 9963 9970 -7 -7 5000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-11-28 2016-12-08 4981 4985 -4 -4 1000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-11-10 2016-12-19 987 999 -12 -12 23000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-11-10 2016-12-19 22705 22978 -273 -273 3000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-11-27 2016-12-19 2962 2996 -34 -34 3000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-11-27 2016-12-19 2962 2996 -34 -34 40000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-11-28 2016-12-19 39488 39881 -393 -393 1000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-10-20 2017-01-03 991 1009 -18 -18 3000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-12-08 2017-01-03 2972 3008 -36 -36 40000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-12-09 2017-01-03 39629 40044 -415 -415 23000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-11-19 2017-01-03 22787 23000 -213 -213 3000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-12-06 2017-01-03 2972 2999 -27 -27 5000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-11-30 2017-01-03 4954 4985 -31 -31 4000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-12-30 2017-01-03 3963 3965 -2 -2 5000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-12-18 2017-01-03 4954 4945 9 9 10000. UNITED STATES TREAS NT DTD 11/30/16 1.750% DUE 11/30/21 2016-12-05 2017-01-03 9907 9841 66 66 28000. UNITED STATES TREAS NT DTD 12/15/16 1.375% DUE 12/15/19 2016-12-30 2017-01-17 27978 27920 58 58 139000. UNITED STATES TREAS NT DTD 12/15/16 1.375% DUE 12/15/19 2016-12-22 2017-01-17 138891 138359 532 532 25000. UNITED STATES TREAS NT DTD 01/03/17 2.000% DUE 12/31/21 2017-01-05 2017-01-10 25141 25139 2 2 50000. UNITED STATES TREAS NT DTD 01/03/17 2.000% DUE 12/31/21 2017-01-04 2017-01-10 50281 50105 176 176 25000. UNITED STATES TREAS NT DTD 01/03/17 2.000% DUE 12/31/21 2017-01-04 2017-01-13 25101 25052 49 49 5000. UNITED STATES TREAS NT DTD 01/03/17 2.000% DUE 12/31/21 2017-01-04 2017-01-24 5016 5010 6 6 15000. UNITED STATES TREAS NT DTD 01/03/17 2.000% DUE 12/31/21 2017-01-04 2017-01-25 15016 15031 -15 -15 15000. UNITED STATES TREAS NT DTD 01/03/17 2.000% DUE 12/31/21 2017-01-04 2017-01-30 15041 15023 18 18 13000. UNITED STATES TREAS NT DTD 01/03/17 2.000% DUE 12/31/21 2017-01-25 2017-01-30 13035 13007 28 28 5000. UNITED STATES TREAS NT DTD 01/03/17 1.250% DUE 12/31/18 2017-01-04 2017-01-24 5007 5002 5 5 20000. UNITED STATES TREAS NT DTD 01/03/17 1.250% DUE 12/31/18 2017-01-04 2017-01-30 20018 20008 10 10 25000. UNITED STATES TREAS NT DTD 01/03/17 2.250% DUE 12/31/23 2017-01-04 2017-01-05 25074 24965 109 109 25000. UNITED STATES TREAS NT DTD 01/03/17 2.250% DUE 12/31/23 2017-01-04 2017-01-25 24917 24965 -48 -48 25000. UNITED STATES TREAS NT DTD 01/03/17 2.250% DUE 12/31/23 2017-01-04 2017-01-30 24959 24965 -6 -6 5000. UNITED STATES TREAS NT DTD 01/17/17 1.375% DUE 01/15/20 2017-01-17 2017-01-25 4978 4994 -16 -16 5000. UNITED STATES TREAS NT DTD 01/17/17 1.375% DUE 01/15/20 2017-02-01 2017-02-13 4987 5008 -21 -21 158000. UNITED STATES TREAS NT DTD 01/17/17 1.375% DUE 01/15/20 2017-01-17 2017-02-13 157575 157809 -234 -234 42000. UNITED STATES TREAS NT DTD 01/17/17 1.375% DUE 01/15/20 2017-02-09 2017-02-13 41887 41936 -49 -49 14000. UNITED STATES TREAS NT DTD 01/31/17 1.125% DUE 01/31/19 2017-01-31 2017-02-27 13977 13980 -3 -3 20000. UNITED STATES TREAS NT DTD 01/31/17 1.125% DUE 01/31/19 2017-01-30 2017-02-27 19967 19966 1 1 1000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-01-30 2017-02-14 996 997 -1 -1 43000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-08 2017-02-14 42820 43105 -285 -285 4000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-08 2017-02-14 3983 4010 -27 -27 4000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-08 2017-02-14 3983 4010 -27 -27 12000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-09 2017-02-14 11950 12014 -64 -64 57000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-09 2017-02-14 56762 57056 -294 -294 17000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-01-31 2017-02-14 16929 16979 -50 -50 10000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-08 2017-02-14 9958 10025 -67 -67 4000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-08 2017-02-14 3983 4010 -27 -27 161000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-08 2017-02-14 160327 161395 -1068 -1068 7000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-08 2017-02-14 6971 7017 -46 -46 4000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-04 2017-02-27 4007 4026 -19 -19 4000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-04 2017-02-27 4007 4024 -17 -17 43000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-04 2017-02-27 43072 43231 -159 -159 4000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-02-11 2017-02-27 4007 4020 -13 -13 10000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-01-24 2017-02-27 10017 10035 -18 -18 17000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-01-16 2017-02-27 17029 16997 32 32 1000. UNITED STATES TREAS NT DTD 01/31/17 1.875% DUE 01/31/22 2017-01-26 2017-02-27 1002 1000 2 2 8000. UNITED STATES TREAS NT DTD 01/31/17 2.250% DUE 01/31/24 2017-01-31 2017-01-30 7979 8004 -25 -25 2000. UNITED STATES TREAS NT DTD 01/31/17 2.250% DUE 01/31/24 2017-01-30 2017-02-14 1995 1996 -1 -1 8000. UNITED STATES TREAS NT DTD 01/31/17 2.250% DUE 01/31/24 2017-01-29 2017-02-14 7981 8009 -28 -28 5000. UNITED STATES TREAS NT DTD 01/31/17 2.250% DUE 01/31/24 2017-01-31 2017-02-14 4988 5003 -15 -15 8000. UNITED STATES TREAS NT DTD 01/31/17 2.250% DUE 01/31/24 2017-01-14 2017-02-27 8057 8011 46 46 5000. UNITED STATES TREAS NT DTD 01/31/17 2.250% DUE 01/31/24 2017-01-16 2017-02-27 5036 5004 32 32 2000. UNITED STATES TREAS NT DTD 01/31/17 2.250% DUE 01/31/24 2017-01-30 2017-02-27 2014 1996 18 18 4000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-02-13 2017-02-14 3922 3933 -11 -11 5000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-02-13 2017-02-14 4902 4916 -14 -14 7000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-02-13 2017-02-14 6863 6882 -19 -19 3000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-02-13 2017-02-14 2941 2949 -8 -8 2000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-02-13 2017-02-14 1961 1966 -5 -5 114000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-02-13 2017-02-14 111765 112076 -311 -311 5000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-02-13 2017-02-14 4902 4916 -14 -14 5000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-02-16 2017-03-06 4888 4940 -52 -52 4000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-02-13 2017-03-06 3911 3933 -22 -22 17000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-02-13 2017-03-06 16621 16713 -92 -92 5000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-02-13 2017-03-06 4888 4916 -28 -28 2000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-01-23 2017-03-14 1941 1978 -37 -37 3000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-03-10 2017-04-12 2993 2979 14 14 2000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-03-15 2017-04-13 2004 1958 46 46 2000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-03-13 2017-04-13 2004 1945 59 59 2000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-03-10 2017-04-17 2003 1986 17 17 2000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-01-23 2017-04-17 2003 1978 25 25 3000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-03-15 2017-04-17 3005 2937 68 68 2000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-04-17 2017-04-20 2002 2003 -1 -1 2000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-04-17 2017-04-20 2002 2003 -1 -1 2000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-04-22 2017-04-26 1989 1987 2 2 1000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-03-08 2017-04-26 995 971 24 24 2000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-04-23 2017-05-15 1983 1990 -7 -7 2000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-04-26 2017-05-15 1983 1989 -6 -6 1000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-05-12 2017-05-15 991 992 -1 -1 2000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-05-08 2017-05-15 1983 1978 5 5 25000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-05-09 2017-05-15 24787 24664 123 123 6000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-03-08 2017-05-15 5949 5828 121 121 3000. UNITED STATES TREAS NT DTD 02/15/17 2.250% DUE 02/15/27 2017-03-08 2017-05-15 2974 2914 60 60 138000. UNITED STATES TREAS NT DTD 02/15/17 1.375% DUE 02/15/20 2017-02-13 2017-02-14 137369 137569 -200 -200 12000. UNITED STATES TREAS NT DTD 02/15/17 1.375% DUE 02/15/20 2017-02-13 2017-02-14 11945 11963 -18 -18 32000. UNITED STATES TREAS NT DTD 02/15/17 1.375% DUE 02/15/20 2017-02-13 2017-03-13 31784 31900 -116 -116 12000. UNITED STATES TREAS NT DTD 02/15/17 1.375% DUE 02/15/20 2017-02-27 2017-03-13 11919 11985 -66 -66 5000. UNITED STATES TREAS NT DTD 02/15/17 1.375% DUE 02/15/20 2017-01-30 2017-04-12 4998 5012 -14 -14 5000. UNITED STATES TREAS NT DTD 02/15/17 1.375% DUE 02/15/20 2017-01-30 2017-04-13 5000 5012 -12 -12 34000. UNITED STATES TREAS NT DTD 02/28/17 1.125% DUE 02/28/19 2017-02-27 2017-04-03 33910 33936 -26 -26 15000. UNITED STATES TREAS NT DTD 02/28/17 2.125% DUE 02/29/24 2017-02-27 2017-04-03 14932 14978 -46 -46 3000. UNITED STATES TREAS NT DTD 02/28/17 2.125% DUE 02/29/24 2017-02-28 2017-04-03 2986 2989 -3 -3 5000. UNITED STATES TREAS NT DTD 02/28/17 1.875% DUE 02/28/22 2017-02-27 2017-03-20 4972 5010 -38 -38 4000. UNITED STATES TREAS NT DTD 02/28/17 1.875% DUE 02/28/22 2017-02-27 2017-03-20 3978 4008 -30 -30 74000. UNITED STATES TREAS NT DTD 02/28/17 1.875% DUE 02/28/22 2017-02-27 2017-04-03 73965 74148 -183 -183 2000. UNITED STATES TREAS NT DTD 02/28/17 1.875% DUE 02/28/22 2017-02-20 2017-04-03 1999 1993 6 6 2000. UNITED STATES TREAS NT DTD 02/28/17 1.875% DUE 02/28/22 2017-02-16 2017-04-03 1999 1990 9 9 44000. UNITED STATES TREAS NTS DTD 03/15/17 1.625% DUE 03/15/20 2017-03-13 2017-04-13 44265 44000 265 265 14000. UNITED STATES TREAS NT DTD 03/31/17 2.125% DUE 03/31/24 2017-04-20 2017-04-19 14095 14066 29 29 3000. UNITED STATES TREAS NT DTD 03/31/17 2.125% DUE 03/31/24 2017-04-11 2017-04-19 3020 2998 22 22 7000. UNITED STATES TREAS NT DTD 03/31/17 2.125% DUE 03/31/24 2017-04-03 2017-04-19 7048 6965 83 83 11000. UNITED STATES TREAS NT DTD 03/31/17 2.125% DUE 03/31/24 2017-04-03 2017-05-01 11009 10945 64 64 7000. UNITED STATES TREAS NT DTD 03/31/17 2.125% DUE 03/31/24 2017-03-31 2017-05-01 7005 6959 46 46 38000. UNITED STATES TREAS NT DTD 03/31/17 1.875% DUE 03/31/22 2017-04-03 2017-04-20 38194 37969 225 225 40000. UNITED STATES TREAS NT DTD 03/31/17 1.875% DUE 03/31/22 2017-04-03 2017-05-01 40053 39967 86 86 8000. UNITED STATES TREAS NT DTD 03/31/17 1.875% DUE 03/31/22 2017-03-31 2017-05-01 8011 7981 30 30 5000. UNITED STATES TREAS NT DTD 03/31/17 1.250% DUE 03/31/19 2017-04-03 2017-04-20 5005 4997 8 8 5000. UNITED STATES TREAS NT DTD 03/31/17 1.250% DUE 03/31/19 2017-04-03 2017-04-24 5001 4997 4 4 24000. UNITED STATES TREAS NT DTD 03/31/17 1.250% DUE 03/31/19 2017-04-03 2017-05-01 23991 23985 6 6 95000. UNITED STATES TREAS NT DTD 07/15/14 0.875% DUE 07/15/17 2016-12-15 2016-12-22 95108 95097 11 11 5000. UNITED STATES TREAS NT DTD 04/17/17 1.500% DUE 04/15/20 2017-04-20 2017-05-15 4993 5014 -21 -21 30000. UNITED STATES TREAS NT DTD 04/17/17 1.500% DUE 04/15/20 2017-04-17 2017-05-15 29958 30094 -136 -136 19000. UNITED STATES TREAS NT DTD 04/17/17 1.500% DUE 04/15/20 2017-04-17 2017-05-15 18973 19059 -86 -86 5000. UNITED STATES TREAS NT DTD 05/01/17 1.750% DUE 04/30/22 2017-05-01 2017-05-05 4998 5007 -9 -9 4000. UNITED STATES TREAS NT DTD 05/01/17 1.750% DUE 04/30/22 2017-05-01 2017-05-05 3998 4006 -8 -8 8000. UNITED STATES TREAS NT DTD 05/01/17 1.750% DUE 04/30/22 2017-05-01 2017-05-09 7983 8011 -28 -28 4000. UNITED STATES TREAS NT DTD 05/01/17 1.750% DUE 04/30/22 2017-05-11 2017-05-22 4016 4011 5 5 1000. UNITED STATES TREAS NT DTD 05/01/17 1.750% DUE 04/30/22 2017-05-01 2017-05-22 1004 1001 3 3 30000. UNITED STATES TREAS NT DTD 05/01/17 1.750% DUE 04/30/22 2017-05-01 2017-05-30 30136 30042 94 94 8000. UNITED STATES TREAS NT DTD 05/01/17 2.000% DUE 04/30/24 2017-05-19 2017-05-26 7973 7978 -5 -5 7000. UNITED STATES TREAS NT DTD 05/01/17 2.000% DUE 04/30/24 2017-05-25 2017-05-26 6976 6976 18000. UNITED STATES TREAS NT DTD 05/01/17 2.000% DUE 04/30/24 2017-05-25 2017-05-26 17938 17940 -2 -2 20000. UNITED STATES TREAS NT DTD 05/01/17 2.000% DUE 04/30/24 2017-05-25 2017-05-30 19908 19933 -25 -25 8000. UNITED STATES TREAS NT DTD 05/01/17 2.000% DUE 04/30/24 2017-04-21 2017-05-30 7963 7956 7 7 18000. UNITED STATES TREAS NT DTD 05/01/17 2.000% DUE 04/30/24 2017-04-30 2017-05-30 17917 17866 51 51 14000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-05-15 2017-05-19 14178 14044 134 134 2000. UNITED STATES TREAS NT DTD 05/15/17 2.375% DUE 05/15/27 2017-05-25 2017-05-23 2016 2022 -6 -6 13000. UNITED STATES TREAS NT DTD 05/31/17 1.250% DUE 05/31/19 2017-05-25 2017-05-26 12988 12989 -1 -1 15000. UNITED STATES TREAS NT DTD 05/31/17 1.250% DUE 05/31/19 2017-05-25 2017-05-31 14992 14988 4 4 23000. UNITED STATES TREAS NT DTD 05/31/17 2.000% DUE 05/31/24 2017-05-30 2017-05-30 22946 22885 61 61 3000. UNITED TECHNOLOGIES CORP SR UNSECD BD 2016-04-13 2016-11-10 3219 3292 -73 -73 2000. UNITED TECHNOLOGIES CORP SR UNSECD BD 2016-04-04 2017-02-10 2104 2181 -77 -77 3000. UNITED TECHNOLOGIES CORP SR UNSECD BD 2016-04-04 2017-02-10 3157 3270 -113 -113 10000. UNUM GROUP SR NT 2009-12-08 2016-09-30 10000 10323 -323 -323 1338. VANGUARD FTSE DEVELOPED MARKETS ETF 2015-04-06 2016-08-23 50232 54883 -4651 -4651 4122. VANGUARD FTSE DEVELOPED MARKETS ETF 2015-04-06 2017-02-09 156645 169079 -12434 -12434 6848. VANGUARD FTSE DEVELOPED MARKETS ETF 2014-02-07 2017-02-09 260240 275763 -15523 -15523 976. VANGUARD FTSE DEVELOPED MARKETS ETF 2014-11-06 2017-02-09 37090 38037 -947 -947 1586. VANGUARD FTSE DEVELOPED MARKETS ETF 2015-10-15 2017-02-09 60272 60078 194 194 293. VANGUARD FTSE DEVELOPED MARKETS ETF 2013-01-08 2017-02-09 11135 10376 759 759 750. VANGUARD FTSE EMERGING MKTS ETF 2012-08-15 2017-05-19 30500 30930 -430 -430 5815. VANGUARD REIT ETF 2017-02-15 2017-05-19 476849 480841 -3992 -3992 9561. VANGUARD REIT ETF 2012-10-16 2017-05-19 784033 589248 194785 194785 16000. VERIZON COMMUNICATIONS INC SR UNSCED NT 2016-07-26 2017-01-25 17800 18570 -770 -770 5000. VERIZON COMMUNICATIONS INC SR UNSCED NT 2015-09-30 2017-01-25 5563 5451 112 112 25000. VERIZON COMMUNICATIONS INC SR UNSECD NT 2014-07-31 2016-07-26 26835 25430 1405 1405 5000. VERIZON COMMUNICATIONS INC SR UNSECD NT 2017-03-13 2017-03-16 5133 4962 171 171 2000. VIACOM INC NEW UNSECD SR NT C7/4/26 @100 2016-09-29 2017-05-24 1921 1990 -69 -69 571.167 VICTORY SMALL CO OPPTY FUND CL I SHS 2017-02-15 2017-05-19 25000 25577 -577 -577 609.33 VOLKSWAGEN AUTO LEASE TR 2015-A NT CL A-2-B 2015-02-25 2016-06-19 609 609 750.67 VOLKSWAGEN AUTO LEASE TR 2015-A NT CL A-2-B 2015-02-25 2016-07-19 751 751 674.69 VOLKSWAGEN AUTO LEASE TR 2015-A NT CL A-2-B 2015-02-25 2016-08-19 675 675 753.77 VOLKSWAGEN AUTO LEASE TR 2015-A NT CL A-2-B 2015-02-25 2016-09-19 754 754 759.23 VOLKSWAGEN AUTO LEASE TR 2015-A NT CL A-2-B 2015-02-25 2016-10-19 759 759 714.9 VOLKSWAGEN AUTO LEASE TR 2015-A NT CL A-2-B 2015-02-25 2016-11-19 715 715 140.7 VOLKSWAGEN AUTO LEASE TR 2015-A NT CL A-2-B 2015-02-25 2016-12-20 141 141 20000. WFRBS COML MTG TR 2012-C9 MTG PASSTHRU CTF CL A3 2012-10-16 2017-02-02 20294 20499 -205 -205 16000. WACHOVIA CAP TR II JR SUB BD CAP SECS CALL 12/09/16 @100 2016-11-09 2017-03-06 14480 14240 240 240 2000. WACHOVIA CAP TR II JR SUB BD CAP SECS CALL 12/09/16 @100 2016-11-16 2017-03-06 1810 1760 50 50 1000. WACHOVIA CAP TR II JR SUB BD CAP SECS CALL 12/09/16 @100 2016-11-16 2017-03-14 905 880 25 25 5000. WAL-MART STORES INC SR UNSECD NT CALL 01/11/23 @100 2015-06-23 2016-08-02 5211 4825 386 386 5000. WATSON PHARMACEUTICALS INC SR UNSECD NT 2017-03-22 2017-05-30 5240 4891 349 349 5000. WELLS FARGO & CO NEW JR SUB NT SER S CALL 6/15/24 @100 2016-07-12 2016-08-30 5338 5250 88 88 5000. WELLS FARGO & CO NEW JR SUB NT SER S CALL 6/15/24 @100 2016-07-12 2016-09-07 5331 5250 81 81 5000. WELLS FARGO & CO NEW JR SUB NT SER S CALL 6/15/24 @100 2014-09-19 2016-09-09 5306 5194 112 112 5000. WELLS FARGO & CO NEW JR SUB NT SER S CALL 6/15/24 @100 2014-09-18 2017-02-02 5150 5188 -38 -38 5000. WELLS FARGO & CO NEW JR SUB NT SER S CALL 6/15/24 @100 2016-05-20 2017-02-02 5150 5163 -13 -13 5000. WELLS FARGO & CO NEW JR SUB NT SER S CALL 6/15/24 @100 2016-05-20 2017-02-08 5156 5163 -7 -7 5000. WELLS FARGO & CO NEW JR SUB NT SER S CALL 6/15/24 @100 2016-10-13 2017-05-09 5332 5144 188 188 5000. WELLS FARGO & CO NEW JR SUB NT SER S CALL 6/15/24 @100 2016-03-11 2017-05-09 5332 5069 263 263 1000. WELLS FARGO & CO NEW JR SUB NT SER S CALL 6/15/24 @100 2016-02-03 2017-05-09 1066 995 71 71 2000. WELLS FARGO & CO NEW UNSECD SR NT 2017-03-06 2017-03-09 1876 1905 -29 -29 5000. WILLIAMS PARTNERS LP SR UNSECD NT CALL 03/15/45 @100 2016-07-28 2016-09-27 4905 4555 350 350 5000. WILLIAMS PARTNERS L P SR UNSECD NT CALL 05/15/22 @100 2016-07-15 2016-12-08 4894 4815 79 79 5000. WISCONSIN ELEC PWR CO SR UNSECD NT CALL 6/15/45 @100 2015-11-13 2016-11-08 5465 4986 479 479 5000. WORLD OMNI AUTO LEASE SECS 2015-A CL A3 2016-10-28 2017-04-18 5005 5015 -10 -10 10000. WORLD OMNI AUTO LEASE SECS 2015-A CL A3 2016-06-01 2017-04-18 10011 10029 -18 -18 CAPITAL GAIN DIVIDENDS P 106423 267720 false 685047 13792545 0.049668 754877 14714538 0.051301 636104 14327793 0.044397 637089 13790244 0.046199 654802 13415904 0.048808 0.240373 0.048075 13914811 668955 4760 673715 686680 X 4760 0 4760 0 4760 3084 0 3084 0 1676 0 0 false false false false false false false true true MA true false false false false true US TRUST FIDUCIARY TAX SERVICES 8888663275 PO BOX 1802 PROVIDENCE RI 029011802 false false false false true false false false false false false false false false false false false false false false false BANK OF AMERICA N A 225 FRANKLIN STREET BOSTON MA 02110 TRUSTEE 1 93285 NONE 0 NONE 0 NONE NONE 13303603 823109 0 14126712 0 0 14126712 211901 13914811 695741 695741 4760 4760 690981 0 690981 0 690981 686680 0 0 0 0 686680 4760 681920 690981 620028 0 0 0 0 0 0 0 686680 620028 0 0 66652 0 0 0 0 0 0 0 0 624329 0 0 0 0 0 0 0 0 NONE NONE DIAN QUINN BANK OF AMERICA 225 FRANKLIN ST BOSTON MA 02110 6174346454 www.bankofamerica.com/grantmaking N/A N/A N/A MASS INSTITUTE OF TECHNOLOGY 77 MASSACHUSETTS AVENUE CAMBRIDGE MA 02139 N/A PC UNRESTRICTED GENERAL 155000 FAMILYAID BOSTON INC 727 ATLANTIC AVENUE BOSTON MA 02111 N/A PC UNRESTRICTED GENERAL 35000 ENGLISH AT LARGE 800 WEST CUMMINGS PARK WOBURN MA 01801 N/A PC UNRESTRICTED GENERAL 10000 HARVARD MEDICAL SCHOOL 401 PARK DRIVE BOSTON MA 02215 N/A PC SCHOLARSHIPS 155000 CASA MYRNA VAZQUEZ INC PO BOX 180019 BOSTON MA 02118 N/A PC UNRESTRICTED GENERAL 15000 PRESIDENT & FELLOWS OF HARVARD COLLEGE 1542 TREMONT ST ROXBURY MA 02120 N/A PC UNRESTRICTED GENERAL 15000 INTERNATIONAL INSTITUTE OF BOSTON INC 2 BOYLSTON ST FL 3 BOSTON MA 02116 N/A PC UNRESTRICTED GENERAL 15000 JEWISH FEDERATION OF CENTRAL MASSACHUSETTS INC 633 SALISBURY ST WORCESTER MA 01609 N/A PC UNRESTRICTED GENERAL 10000 CHILDREN'S FRIEND INC 21 CEDAR ST WORCESTER MA 01609 N/A PC UNRESTRICTED GENERAL 10000 UNITED STATES CONFERENCE OF CATHOLIC BISHOPS 1354 HANCOCK ST QUINCY MA 02169 N/A PC UNRESTRICTED GENERAL 10000 MASSACHUSETTS ADOPTION RESOURCE EXCHANGE INC 45 FRANKLIN ST 5TH FL BOSTON MA 02110 N/A PC UNRESTRICTED GENERAL 10000 SPECTRUM HEALTH SYSTEMS INC 10 MECHANIC ST SUITE 302 WORCESTER MA 01608 N/A PC UNRESTRICTED GENERAL 15000 VICTORY PROGRAMS INC 965 MASSACHUSETTS AVE BOSTON MA 02118 N/A PC UNRESTRICTED GENERAL 10000 BOSTON PRIVATE INDUSTRY COUNCIL 2 OLIVER ST 3RD FL BOSTON MA 02109 N/A PC UNRESTRICTED GENERAL 15000 PLANNED PARENTHOOD LEAGUE OF MASSACHUSETTS 1055 COMMONWEALTH AVE BOSTON MA 02215 N/A PC UNRESTRICTED GENERAL 10000 GIRLS INCORPORATED OF HOLYOKE PO BOX 6812 HOLYOKE MA 01041 N/A PC UNRESTRICTED GENERAL 15000 LAWRENCE COMMUNITY WORKS INC 168 NEWBURY ST LAWRENCE MA 01841 N/A PC UNRESTRICTED GENERAL 15000 HARBORCOV INC PO BOX 505754 CHELSEA MA 02150 N/A PC UNRESTRICTED GENERAL 10000 AMERICA SCORES NEW ENGLAND 29 GERMANIA ST JAMAICA PLAIN MA 02130 N/A PC UNRESTRICTED GENERAL 15000 HEALTHCARE WITHOUT WALLS INC 148 LINDEN ST STE 208 WELLESLEY MA 024827916 N/A PC UNRESTRICTED GENERAL 10000 AIDS ACTION COMMITTEE OF MASSACHUSETTS INC 75 ARMORY ST BOSTON MA 02119 N/A PC UNRESTRICTED GENERAL 15000 SECOND STEP INC PO BOX 600213 NEWTONVILLE MA 02460 N/A PC UNRESTRICTED GENERAL 10000 MASSACHUSETTS AFFORDABLE HOUSING ALLIANCE 1803 DORCHESTER AVE DORCHESTER MA 02124 N/A PC UNRESTRICTED GENERAL 10000 CASPAR INC PO BOX 45538 SOMERVILLE MA 02145 N/A PC UNRESTRICTED GENERAL 15000 WRITEBOSTON INC 2300 WASHINGTON ST FLOOR 6 ROXBURY MA 02119 N/A PC UNRESTRICTED GENERAL 15000 620000 14 258545 18 267720 EXCISE TAX REFUND 1 2376 528641 528641 false false false false false false false false false false TAX PREPARATION FEE - BOA 1250 750 500 FEDERAL FOOTNOTE PART VIII LIST OF OFFICERS AND DIRECTORS THE COMPENSATION SHOWN ON THE RETURN THAT IS PAID TO BANK OF AMERICA, N.A. AS CORPORATE TRUSTEE IS NOT CALCULATED BASED UPON AN HOURLY RATE FOR THE TIME SPENT BY THE TRUSTEE; RATHER, BANK OF AMERICA'S COMPENSATION AS CORPORATE TRUSTEE IS CALCULATED USING A MARKET VALUE FEE SCHEDULE. THE TRUST OFFICER'S TIME SPENT PERFORMING ADMINISTRATIVE RESPONSIBILITIES FOR THIS FOUNDATION AVERAGES ONE HOUR PER WEEK. IN ADDITION, TIME IS SPENT BY OTHER STAFF MEMBERS FOR RECORDKEEPING, INVESTMENT MANAGEMENT, INCOME COLLECTION, RENDERING STATEMENTS AND ACCOUNTINGS, REGULATORY REPORTING, REGULATORY COMPLIANCE, AND TAX SERVICES. 464287614 ISHARES RUSSELL 1000 973507 1274432 464287648 ISHARES RUSSELL 2000 519980 642867 464288885 ISHARES MSCI EAFE GR 720309 773156 921943858 VANGUARD FTSE DEVELO 266647 321353 922042858 VANGUARD FTSE EMERGI 410171 419418 922908553 VANGUARD REIT ETF 057071813 BAIRD MIDCAP FUND IN 364607 439959 552983694 MFS VALUE FUND CL I 626335 858025 76628R615 RIDGEWORTH MID CAP V 545334 680545 92646A815 VICTORY SMALL CO OPP 520425 644422 19765N245 COLUMBIA DIVIDEND IN 693390841 PIMCO HIGH YIELD FD 147169 143675 22544R305 CREDIT SUISSE COMMOD 385193 277335 4812A0573 JPMORGAN INTL VALUE 00206RDB5 AT&T INC 10296 10416 00440EAW7 ACE INA HLDGS INC 00507UAP6 ACTAVIS FDG SCS SR U 00507UAR2 ACTAVIS FDG SCS SR U 00507UAU5 ACTAVIS FDG SCS SR U 010392FN3 ALABAMA PWR CO 02005AEQ7 ALLY MASTER OWNER 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3002 3002 0 FOREIGN TAXES ON NONQUALIFIED 1190 1190 0