2011-05-05T09:56:21-05:00 2010-12-31 JPMORGAN CHASE BANK NA - MILWAUKEE PO BOX 3038 MILWAUKEE WI 532013038 990PF 2010-01-01 237000306 FRANCES C AND WILLIAM P SMALLWOOD FOUNDATAION 8336608700/R56929004 FRAN 4149771210 C/O JPMORGAN CHASE BANKNAPOBOX 3038 MILWAUKEE WI 53201 RICK PIERSALL 4149771210 2011-05-05 1 JPMORGAN CHASE BANK NA 4149771210 2010 2016-02-24 21:20:13Z X 8713579 X X 4290 4290 148096 147931 213012 3772420 213012 90 90 365488 365323 57251 42938 14313 1025 0 1025 4272 1472 0 6115 0 6115 68663 44410 21453 345750 345750 414413 44410 367203 -48925 320913 257762 397582 397582 151087 78857 78857 3927510 4666842 5463574 2361764 2637893 2773566 1125188 7823311 7781174 8713579 0 0 X 7823311 7781174 0 0 0 0 7823311 7781174 7823311 7781174 7823311 -48925 11729 7786115 4941 7781174 PUBLICLY TRADED SECURITIES 3768929 3559408 209521 209521 CAPITAL GAINS DIVIDENDS P 3491 3491 3491 213012 0 399032 7362708 0.054196 448754 8210670 0.054655 396637 9162776 0.043288 427354 8643725 0.049441 422775 8593486 0.049197 0.250777 0.050155 8115196 407018 3209 410227 367203 6418 0 6418 0 6418 3974 3974 X 2444 0 0 0 0 0 0 0 0 0 0 1 1 TX 1 0 0 0 0 1 N/A JPMORGAN CHASE BANK NA 8178844772 420 THROCKMORTON FORT WORTH TX 76102 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 RICK PIERSALL PO BOX 2050 FT WORTH TX 76113 0.00 0 0 0 SALLY MULLER PO BOX 2050 FT WORTH TX 76113 0.00 0 0 0 SUZY STOCKDALE PO BOX 2050 FT WORTH TX 76113 0.00 0 0 0 SAUL BAKER PO BOX 2050 FT WORTH TX 76113 0.00 0 0 0 HARRY BARTEL PO BOX 2050 FT WORTH TX 76113 0.00 0 0 0 JPMORGAN CHASE BANK NA PO BOX 3038 MILWAUKEE WI 53201 2.00 57251 0 0 NONE 0 NONE 0 0 7761899 476879 0 8238778 0 0 8238778 123582 8115196 405760 405760 6418 6418 399342 0 399342 0 399342 367203 0 367203 0 367203 399342 342973 0 0 367203 342973 0 0 24230 0 0 0 0 0 0 0 0 375112 0 0 0 JPMORGAN CHASE BANK NA 420 THROCKMORTON FORT WORTH TX 76102 8178844772 REQUIREMENTS VARY DEPENDING ON TYPE OF GRANT REQUESTED. NONE GRANTS FOR EDUCATIONAL, MEDICAL RESEARCH, SCIENTIFIC, LITERARY AND/OR CULTURAL PURPOSES AUSTIN COLLEGE 900 NORTH GRAND AVENUE SHERMAN TX 75090 NONE PUBLIC CHARITY PROGRAM SUPPORT 24000 BALLET CONCERTO INC 3803 CAMP BOWIE BOULEVARD FORT WORTH TX 761073355 NONE PUBLIC CHARITY PROGRAM SUPPORT 2500 BAYLOR ALL SAINTS MEDICAL CENTER 1400 8TH AVENUE FORT WORTH TX 76104 NONE PUBLIC CHARITY PROGRAM SUPPORT 10000 BOYS & GIRLS CLUBS OF GREATER FORT WORTH INC 3218 EAST BELKNAP STREET FORT WORTH TX 76111 NONE PUBLIC CHARITY PROGRAM SUPPORT 5000 CARSON VALLEY ARTS COUNCIL 1572 HWY 395 MINDEN NV 89423 NONE PUBLIC CHARITY PROGRAM SUPPORT 20000 CASSATA HIGH SCHOOL 1400 HEMPHILL STREET FORT WORTH TX 76104 NONE PUBLIC CHARITY PROGRAM SUPPORT 7500 COMMUNITIES IN SCHOOLS FORT WORTH TARRANT COUNTY 6707 BRENTWOOD STAIR ROAD SUITE 510 FORT WORTH TX 76112 NONE PUBLIC CHARITY PROGRAM SUPPORT 5000 DOUGLAS COUNTY PUBLIC LIBRARY PO BOX 337 MINDEN NV 89423 NONE PUBLIC CHARITY PROGRAM SUPPORT 9550 DOUGLAS COUNTY SCHOOL DISTRICT 1638 MONO AVE MINDEN NV 89423 NONE PUBLIC CHARITY PROGRAM SUPPORT 5200 DOUGLAS COUNTY SHERIFF'S OFFICE POST OFFICE BOX 218 MINDEN NV 89423 NONE PUBLIC CHARITY PROGRAM SUPPORT 10000 FORT WORTH COUNTRY DAY SCHOOL INC 4200 COUNTRY DAY LANE FORT WORTH TX 761094299 NONE PUBLIC CHARITY PROGRAM SUPPORT 6000 FORT WORTH OPERA ASSOCIATION INC 1300 GENDY STREET FORT WORTH TX 76107 NONE PUBLIC CHARITY PROGRAM SUPPORT 10000 FORT WORTH SYMPHONY ORCHESTRA ASSOCIATION INC 330 EAST FOURTH STREET FORT WORTH TX 76102 NONE PUBLIC CHARITY PROGRAM SUPPORT 10000 HILL SCHOOL OF FORT WORTH INC 4817 ODESSA AVE FORT WORTH TX 76133 NONE PUBLIC CHARITY SCHOLARSHIP FUND 5000 JUNIOR ACHIEVEMENT OF THE CHISHOLM TRAIL INC 6300 RIDGLEA PLACE FORT WORTH TX 76116 NONE PUBLIC CHARITY PROGRAM SUPPORT 2500 NATURE CONSERVANCY INC 4245 NORTH FAIRFAX DRIVE SUITE 100 ARLINGTON VA 222031606 NONE PUBLIC CHARITY PROGRAM SUPPORT 5000 SOUTHERN METHODIST UNIVERSITY 6425 BOAZ LANE DALLAS TX 75205 NONE PUBLIC CHARITY PROGRAM SUPPORT 10000 SPECIAL CAMPS FOR SPECIAL KIDS DBA CAMP JOHN MARC 2824 SWISS AVENUE DALLAS TX 75204 NONE PUBLIC CHARITY PROGRAM SUPPORT 10000 TARRANT AREA FOOD BANK 2600 CULLEN STREET FORT WORTH TX 76107 NONE PUBLIC CHARITY PROGRAM SUPPORT 5000 TARRANT COUNTY YOUTH ARLINGTON CHILD CARE COUNCIL 6707 BRENTWOOD STAIR RD FORT WORTH TX 76112 NONE PUBLIC CHARITY PROGRAM SUPPORT 5000 UNIVERSITY OF FLORIDA FOUNDATION INC PO BOX 14425 GAINESVILLE FL 32604 NONE PUBLIC CHARITY PROGRAM SUPPORT 121000 UNIVERSITY OF NEVADA RENO FOUNDATION 102 MERRILL HALL/162 RENO NV 89557 NONE PUBLIC CHARITY PROGRAM SUPPORT 40000 VAN CLIBURN FOUNDATION INC 2525 RIDGMAR BLVD SUITE 307 FORT WORTH TX 76116 NONE PUBLIC CHARITY PROGRAM SUPPORT 7500 YWCA OF FORT WORTH AND TARRANT COUNTY 512 WEST 4TH STREET FORT WORTH TX 761023688 NONE PUBLIC CHARITY PROGRAM SUPPORT 10000 345750 0 14 4290 14 148096 14 90 18 213012 EXCISE TAX REFUND 01 0 365488 0 365488 0 0 0 0 0 0 0 0 0 0 TAX PREPARATION FEE 1025 0 1025 ISHARES BARCLAYS TIPS BOND FUND - 2200 SHS 232214 236544 DREYFUS/LAUREL FDS TR PRM EMRGN MK I - 5934.844 SHS 83800 85818 JPM INTL CURRENCY INCOME FD INCOME FUND 1.28% - 14699.379 SHS 160000 165368 NATIONSBANK CORP SUB NOTES 7.80% SEP 15 2016 DTE 9/24/96 - 10000 SHS 11167 11067 NORFOLK SOUTHERN CORP NOTES 7.70% MAY 15 2017 DTD 5/19/97 - 5000 SHS 5582 6107 U S A BOND STRIPPED PRIN PMT ZERO CPN MAY 15 2017 DTD 05/16/87 - 55000 SHS 43292 46618 U S A BONDS 7 1/4% MAY 15 2016 DTD 5/15/86 - 30000 SHS 34816 37821 ARROW ELECTRONICS INC 6 7/8% JUN 01 2018 DTD 06/03/1998 - 5000 SHS 5408 5632 SBC COMMUNICATIONS INC NOTES 5 7/8% AUG 15 2012 DTD 8/19/2002 - 15000 SHS 15994 16161 VERIZON GLBL FUNDING CORP NOTES 7 3/8% SEP 1 2012 DTD 8/26/2002 - 10000 SHS 10913 11041 WELLPOINT HEALTH NETWORK NOTES 6 3/8% JAN 15 2012 DTD 1/16/2002 - 5000 SHS 5127 5271 WELLS FARGO COMPANY NOTES 5% NOV 15 2014 DTD 11/6/2002 - 15000 SHS 14310 15928 GOLDMAN SACHS GROUP INC NOTES 5 1/4% APR 1 2013 DTD 3/31/2003 - 25000 SHS 25348 26839 DEUTSCHE TELEKOM INT FIN NOTES 5 1/4% JUL 22 2013 DTD 7/22/2003 - 15000 SHS 14311 16246 AMERICAN EXPRESS NOTES 4 7/8% JUL 15 2013 DTD 7/24/2003 - 15000 SHS 14744 16035 FNMA GTD MTG PASS THRU CTF 5 1/2% SEP 1 2033 DTD 8/1/2003 - 26071.26 SHS 26422 28102 DAIMLERCHRYSLER NA HLDGS NOTES 6 1/2% NOV 15 2013 DTD 11/6/2003 - 5000 SHS 5558 5660 METLIFE INC NOTES 5% NOV 24 2013 DTD 11/24/2003 - 10000 SHS 9998 10836 MORGAN STANLEY NOTES 4 3/4% APR 1 2014 DTD 3/30/2004 - 20000 SHS 20086 20481 BRISTOL-MYERS SQUIBB NOTES 5 1/4% AUG 15 2013 DTD 2/15/2004 - 5000 SHS 5188 5527 U S A NOTES 4 1/4% AUG 15 2014 DTD 8/15/2004 - 50000 SHS 47484 55157 FANNIE MAE WHOLE LN SR 2004-W12 CL 1A1 6% DTD 11/1/2004 - 39799.48 SHS 41516 43854 U S A NOTES 4% FEB 15 2015 DTD 2/15/2005 - 100000 SHS 102379 109555 MERCK & CO 4 3/4% MAR 1 2015 DTD 2/17/2005 - 5000 SHS 4874 5506 EXELON CORP NOTES 4.9% JUN 15 2015 DTD 6/9/2005 - 15000 SHS 13798 15996 CITIGROUP INC SENIOR NOTES 5.3% JAN 7 2016 DTD 12/8/2005 - 30000 SHS 29911 31854 CISCO SYSTEMS NOTES 5 1/2% FEB 22 2016 DTD 2/22/2006 - 10000 SHS 9749 11411 COMCAST CORP 6 1/2% JAN 15 2017 DTD 7/14/2006 - 10000 SHS 10801 11528 FANNIE MAE 7% JAN 1 2031 DTD 1/1/2001 POOL NO 566955 - 5349.16 SHS 5494 6094 GNMA POOL NO 781079 7.50% AUG 15 2029 AUG 8/1/1999 - 6239.25 SHS 6531 7212 ALLSTATE LF GLB FN TRST MED TRM NTS 5 3/8% DTD 04/30/2008 - 5000 SHS 4934 5445 GLAXOSMITHKLINE CAP INC 5.65% MAY 15 2018 DTD 05/13/2008 - 10000 SHS 9969 11434 KEYCORP MEDIUM TERM NOTES 6 1/2% MAY 14 2013 DTD 05/14/2008 - 5000 SHS 5497 5429 KRAFT FOODS INC NOTES 6 1/8% AUG 23 2018 DTD 05/22/2008 - 5000 SHS 5775 5717 FREDDIE MAC GOLD PARTIC CTF 6% JAN 01 2017 DTD 01/01/2002 - 18699.15 SHS 19059 20124 RIO TINTO FIN USA LTD NOTES 6 1/2% JUL 15 2018 DTD 06/27/2008 - 5000 SHS 5892 5829 FHLMC REMIC SER 2594 CL OL 5% APR 15 2018 DTD 04/01/2003 - 30000 SHS 29869 32590 FNMA REMIC TR SER 2004-101 CL HB 5% JAN 25 2020 DTD 12/01/2004 - 20000 SHS 19850 21644 NATIONAL RURAL UTIL CORP 10 3/8% NOV 01 2018 DTD 10/30/2008 - 5000 SHS 6690 6897 BP CAPITAL MARKETS PLC 5 1/4% NOV 07 2013 DTD 11/07/2008 - 5000 SHS 5432 5415 AMERPRISE FINANCIAL INC 5.65% NOV 15 2015 DTD 11/23/2005 - 5000 SHS 5733 5541 FHLMC REMIC SER 2543 CLS YX 6% DEC 15 2032 DTD 12/01/2002 - 25000 SHS 25906 27467 BHP BILLITON FINANCE USA 5 1/4% DEC 15 2015 DTD 12/12/2005 - 10000 SHS 9565 11106 FANNIE MAE 4.50% DEC 1 2019 DTD 1/1/2005 POOL NO 799278 - 8649.99 SHS 8647 9180 OHIO POWER COMPANY 4.85% JAN 15 2014 DTD 7/11/2003 - 5000 SHS 4719 5298 PRAXAIR INC 3.95% JUN 1 2013 DTD 5/30/2003 - 15000 SHS 14948 15944 AMERICREDIT AUTO REC TR 5.21% SER 2006-BG CL A4 DTD 9/26/2006 - 36068.36 SHS 35865 36638 FANNIE MAE 5.5% APR 1 2033 DTD 3/1/2003 POOL NO 254693 - 7081.22 SHS 7036 7633 U S A NOTES 4 1/2% MAY 15 2017 DTD 5/15/2007 - 45000 SHS 51833 50351 SUNTRUST BANKS SR NOTES 6% SEP 11 2017 DTD 09/10/2007 - 5000 SHS 5000 5251 GENERAL ELEC CAP CORP MED TERM NOTES 5 5/8% DTD 09/24/2007 - 35000 SHS 33929 38378 DIAGEO CAPITAL PLC NOTES 5 3/4% OCT 23 2017 DTD 10/26/2007 - 15000 SHS 15469 17013 BOTTLING GROUP LLC 4 5/8% NOV 15 2012 DTD 07/02/2003 - 20000 SHS 19451 21377 ORACLE CORP 5 3/4% APR 15 2018 DTD 04/09/2008 - 5000 SHS 4998 5720 JOHN DEERE CAPITAL CORP MED TERM NOTE 5.35% DTD 04/03/2008 - 5000 SHS 4985 5525 TRANS - CANADA PIPELINES 7 1/8% JAN 15 2019 DTD 01/09/2009 - 5000 SHS 5715 6120 STAPLES INC 9 3/4% JAN 15 2014 DTD 01/15/2009 - 5000 SHS 6023 6059 AMGEN INC SR NOTES 5.7% FEB 01 2019 DTD 01/16/2009 - 5000 SHS 5480 5685 PRINCIPAL LIFE INC FDG MEDIUM TERM NOTE 5.3% DTD 04/24/2008 - 15000 SHS 14774 16232 CONOCOPHILLIPS NOTES 5 3/4% FEB 01 2019 DTD 02/03/2009 - 5000 SHS 5455 5698 CATERPILLAR FINACIAL SE MEDIUM TERM NOTE 7.15% DTD 02/12/2009 - 5000 SHS 5729 6148 PACCAR INC NOTES 6 7/8% FEB 15 2014 DTD 02/13/2009 - 5000 SHS 5713 5735 MIDAMERICAN ENERGY CO 5.3% MAR 15 2018 DTD 03/25/2008 - 10000 SHS 9972 11100 EATON CORP 6.95% MAR 20 2019 DTD 3/16/2009 - 5000 SHS 5720 5984 ATOMS ENERGY CORP 8 1/2% MAR 15 2019 DTD 03/26/2009 - 5000 SHS 4991 6259 FHLMC REMIC SER 3150 CL EQ 5% MAY 15 2026 DTD 05/01/2006 - 15000 SHS 14025 15173 ERP OPERATING LP 5 3/4% JUN 15 2017 DTD 06/04/2007 - 5000 SHS 4958 5478 JEFFRIES GROUP INC 5 7/8% JUN 08 2014 DTD 06/08/2007 - 5000 SHS 5037 5376 BURLINGTN NORTH SANTA FE 4.7% OCT 01 2019 DTD 09/24/2009 - 5000 SHS 4991 5226 FED HOME LN MTG CORP PARTN CTFS 5.00% DUE 05/01/2018 - 16786.05 SHS 17339 17901 FED HOME LN MTG CORP PARTN CTFS 5.00% DUE 06/01/2018 - 14683.04 SHS 15174 15658 FED HOME LN MTG CORP MULTI GTD PRTN GTD 7.000% 2/15/2028 - 23897.54 SHS 24585 26950 FED HOME LN MTG CORP MULTI MTG PRTN GTD 8.00% 1/15/2030 - 16756.38 SHS 18997 19492 FED NATL MTG ASSN GTD REMIC PASS THRU REMIC TR 7/25/2023 - 16806.08 SHS 17352 18532 FED NATL MTG ASSN GTD MTG PASS THRU CTF 6.50% DUE 08/01/2016 - 21152.2 SHS 21661 23051 FED NATL MTG ASSN GTD MTG PASS THRU CTF 6.50% DUE 04/01/2013 - 3277.96 SHS 3311 3572 FED NATL MTG ASSN GTD MTG PASS THRU CTF 5.50% DUE 03/01/2018 - 4634.68 SHS 4822 4997 FED NATL MTG ASSN GTD MTG PASS THRU CTF 6.50% DUE 12/01/2031 - 851.71 SHS 862 958 FED NATL MTG ASSN GTD REMIC PASS THRU TR 5.50% 12/25/2016 - 15484.7 SHS 15598 16828 FED NATL MTG ASSN GTD REMIC PASS THRU CTF 4.50% 1/25/2018 - 30000 SHS 28837 32130 FED NATL MTG ASSN GTD REMIC PASS THRU CTF 4.50% 2/25/2017 - 6198.61 SHS 6067 6278 FED HOME LN MTG CORP MULTI MTG PRTN GTD 5.500% 3/15/2023 - 11644.47 SHS 11521 12113 FED NATL MTG ASSN GTD REMIC PASS THRU CTF 4.50% 9/25/2018 - 50000 SHS 49406 53787 FED HOME LN MTG CORP MULTI MTG PRTN GTD 4.00% 1/15/2017 - 34196.78 SHS 32166 35092 FED HOME LN MTG CORP MULTI MTG PRTN GTD 4.00% 10/15/2018- 24951.18 SHS 22035 26190 FED HOME LN MTG CORP MULTI MTG PRTN GTD 5.00% 5/15/2033 - 45000 SHS 44494 47982 FED HOME LN MTG CORP MULTI MTG PRTN GTD 4.50% 7/15/2029 - 9641.22 SHS 9231 10041 FED HOME LN MTG CORP MULTI MTG PRTN GTD 5.50% 9/15/2035 - 25000 SHS 25547 27671 FED HOME LN MTG CORP MULTI MTG PRTN GTD 5.00% 7/15/2030 - 35000 SHS 34650 37043 FED NATL MTG ASSN GTD MTG PASS THRU CTF 5.00% 8/01/2033 - 18064.51 SHS 18125 19106 FED NATL MTG ASSN GTD MTG PASS THRU CTF 6.00% 3/01/2021 - 9734.1 SHS 9863 10618 FED NATL MTG ASSN GTD MTG PASS THRU CTF 6.50% 7/01/2024 - 21891.96 SHS 22761 24100 FED NATL MTG ASSN GTD MTG PASS THRU CTF 4.50% 4/01/2019 - 21329.29 SHS 21449 22636 FED NATL MTG ASSN GTD MTG PASS THRU CTF 5.50% 7/01/2019 - 11407.58 SHS 11821 12386 FED NATL MTG ASSN GTD MTG PASS THRU CTF 5.50% 10/01/2034 - 9654.18 SHS 9816 10403 FED NATL MTG ASSN GTD MTG PASS THRU CTF 5.00% 7/01/2005 - 13192.88 SHS 13110 14105 FED NATL MTG ASSN GTD MTG PASS THRU CTF 5.50% 6/01/2035 - 15071.08 SHS 15274 16240 GNMA GTD PASS THRU CTF POOL NBR 605076 5.50% 3/15/2034 - 11007.87 SHS 10865 11956 GNMA GTD MTG PASS THRU CTF 6.50% DUE 03/15/2013 - 1862.03 SHS 1878 2033 GNMA GTD MTG PASS THRU CTF 6.50% DUE 11/15/2013 - 3574.65 SHS 3641 3903 BANK OF NEW YORK MELLON NOTES 4.6% JAN 15 2020 DTD 11/16/2009 - 5000 SHS 4990 5246 WESTPAC BANKING CORP NOTES 4 7/8% NOV 19 2019 DTD 11/19/2009 - 12000 SHS 11991 12610 BLACKROCK INC 5% DEC 10 2019 DTD 12/10/2009 - 5000 SHS 4975 5221 GNMA SER 2005-33 CL AY 5.5% APR 16 2035 DTD 04/01/2005 - 25000 SHS 27414 26993 U S A NOTES 3 1/2% MAY 15 2020 DTD 05/15/2010 - 50000 SHS 53650 51219 GNMA SER 2005 13 CL-P 5% SEP 20 2034 DTD 02/01/2005 - 25000 SHS 26250 26666 SHELL INTERNATIONAL FIN 3.1% JUN 28 2015 DTD 06/28/2010 - 4000 SHS 3997 4108 COMMONWEALTH REIT 5 7/8% SEP 15 2020 DTD 09/17/2010 - 5000 SHS 4893 4812 TOTAL CAPITAL SA 2.3% MAR 15 2016 DTD 09/15/2010 - 5000 SHS 5054 4972 HOME DEPOT INC SR NOTES 5.40% MAR 1 2016 DTD 3/24/2006 - 5000 SHS 4853 5603 FANNIE MAE NOTES 5 1/4% SEP 15 2016 DTD 8/17/2006 - 15000 SHS 15305 17172 CAP ONE FIN CO SUB NOTES 6.15% SEP 1 2016 DTD 8/29/2006 - 15000 SHS 15517 16239 INTUIT INC 5 3/4% MAR 15 2017 DTD 3/12/2007 - 10000 SHS 11342 10902 U S A NOTES 3 7/8% MAY 15 2018 DTD 05/15/2008 - 55000 SHS 58427 59177 U S A NOTES 3 3/8% JUL 31 2013 DTD 07/31/2008 - 155000 SHS 166765 165329 U S A NOTES 3 3/4% NOV 15 2018 DTD 11/17/2008 - 50000 SHS 51313 53184 DOW CHEMICAL COMPANY 5.7% MAY 15 2018 DTD 05/06/2008 - 5000 SHS 5519 5409 ANADARKO PETROLEUM CORP NOTES 8.7% MAR 15 2019 DTD 03/05/2009 - 5000 SHS 4945 6106 AFLAC INC SR NOTES 8 1/2% MAY 15 2019 DTD 05/21/2009 - 5000 SHS 6384 6182 U S A NOTES 3 1/4% MAY 31 2016 DTD 06/01/2009 - 65000 SHS 65414 68560 VODAFONE GROUP PLC 4.15% JUN 10 2014 DTD 06/10/2009 - 10000 SHS 9993 10512 BUNGE LIMITED FINANCE CO 8 1/2% JUN 15 2019 DTD 06/09/2009 - 5000 SHS 5123 5863 U S A NOTES 3 5/8% AUG 15 2019 DTD 08/15/2009 - 45000 SHS 44742 47011 U S A NOTES 1 3/4% APR 15 2013 DTD 04/15/2010 - 10000 SHS 10330 10230 SPDR S&P 500 ETF TRUST - 2883 SHS 325676 362537 THORNBURG VALUE FUND FD CL I - 7413.322 SHS 266025 255389 ISHARES S&P MIDCAP 400 INDEX FUND - 1739 SHS 121106 157710 FMI FDS INC LARGE CAP FD - 12152.778 SHS 140000 189705 ARBITRAGE FUNDS - I CL I - 12706.106 SHS 166577 162511 JPM US REAL ESTATE FD - SEL FUND 3037 - 16728.002 SHS 293405 260622 JPM INTREPID AMERICA FD - SEL FUND 1206 - 10963.892 SHS 261253 251402 JPM MARKET EXPANSION INDEX FD - SEL FUND 3708 - 32258.954 SHS 243252 347106 JPM INTL VALUE FD - SEL FUND 1296 - 10446.988 SHS 101045 139990 JPM ASIA 3 FD - SEL FUND 1134 - 15817.117 SHS 409301 599152 VANGUARD MSCI EMERGING MARKETS ETF - 7285 SHS 338771 350744 NUVEEN NWQ VALUE OPPORTUNITIES FUND - 7058.991 SHS 141677 248265 JPM US LRGE CAP CORE PLUS FD - SEL FUND 1002 - 10125.215 SHS 180000 209288 JPM TR I GROWTH ADVANTAGE FD - SEL FUND 1567 - 28419.183 SHS 160000 250657 EATON VANCE MUT FDS TR GLOBAL MACRO - I - 23888.868 SHS 246999 245339 GATEWAY FUND - Y - 3235.037 SHS 83787 84305 MORGAN STANLEY ARN SPX 8/11/11 - 85000 SHS 85000 97040 EAGLE SER MID CAP STK I - 8081.494 SHS 142800 226605 HSBC SPX MKT PLS NOTE 02/17/11 - 100000 SHS 99000 123140 BARC ASIA MKT PLS NOTE 03/24/11 - 50000 SHS 49375 55450 JPM RESEARCH MARKET NEUTRAL FD - SEL FUND - SEL - 10940.575 SHS 170918 168922 CS SPX NOTE 05/02/11 INITIAL LEVEL- SPX:4/01/10: 1178.10 - 160000 SHS 158720 169792 GS EAFE NOTE 04/25/11 - 85000 SHS 83955 83111 GS BREN SPX 07/22/11 INITIAL LEVEL-06/25/10 SPX: 1076.76 - 80000 SHS 79200 87742 MS COMMODITY INDEX BREN 01/03/12 LEV 1.2X, BUFF 15%, - 80000 SHS 79000 88500 BARC BREN ASIA BASKET 11/16/11 - 80000 SHS 80000 81496 GS GOLD CPN NOTE 11/11/11 5%CPN, 80% BARRIER, 2 - 80000 SHS 80000 82912 GS CONT BUFF EQ SPX 05/11/12 - 80000 SHS 80000 84142 MUTUTAL FUND TIMING DIFFERENCE 4941 TRAVEL EXPENSES FOR MEETINGS 6115 0 6115 OTHER INCOME 90 90 90 RETURN OF CAPITAL 4962 ADJUSTMENT TO CARRYING VALUE/BASIS 6767 EXCISE TAXES PAID - ESTIMATES 2800 0 0 FOREIGN TAXES WITHHELD 1472 1472 0