| Category | Amount | Net Investment Income | Adjusted Net Income | Disbursements for Charitable Purposes |
|---|---|---|---|---|
| PRICEWATERHOUSECOOPERS LLP | 536,318 | 286,618 | 249,700 |
| Category | Amount |
|---|---|
| NONE |
| Person Name | Explanation |
|---|---|
| LAURANCE R HOAGLAND JR | IN 2013, MR. HOAGLAND'S COMPENSATION OF $2,236,300 INCLUDED BASE SALARY AND PERFORMANCE BONUS. MR. HOAGLAND RETIRED FROM THE FOUNDATION IN JUNE 2013. |
| ANA MARSHALL | IN 2013, MS. MARSHALL'S COMPENSATION OF $2,022,067 INCLUDED BASE SALARY AND PERFORMANCE BONUS. MS. MARSHALL COMMENCED THE CIO POSITION AND BECAME AN OFFICER IN JULY 2013. |
| Contractor | Explanation |
|---|---|
| EDUCATION FIRST CONSULTING LLC | IN THE PRESENTATION OF THE DATA APPEARING IN FORM 990PF, PART VIII-3, THE FOUNDATION REPORTS DIRECT CASH COMPENSATION PAID TO PROFESSIONAL INDEPENDENT CONTRACTORS. COMMISSIONS, DISCOUNTS, MANAGEMENT FEES, AND CARRIED INTEREST EMBEDDED IN AND/OR DEDUCTED FROM INVESTMENT RETURNS ARE NOT CONSIDERED IN THIS REPORTING. |
| Description of Property | Date Acquired | Cost or Other Basis | Prior Years' Depreciation | Computation Method | Rate / Life (# of years) |
Current Year's Depreciation Expense | Net Investment Income | Adjusted Net Income | Cost of Goods Sold Not Included |
|---|
| Employee | Explanation |
|---|---|
| FAY TWERSKY | INCLUDES PAYMENT RELATED TO RELOCATION AGREEMENT. |
| Grantee's Name | Grantee's Address | Grant Date | Grant Amount | Grant Purpose | Amount Expended By Grantee | Any Diversion By Grantee? | Dates of Reports By Grantee | Date of Verification | Results of Verification |
|---|---|---|---|---|---|---|---|---|---|
|
ALLIANCE PUBLISHING TRUST |
15 PRESCOTT PLACE LONDON SW4 6BS UK |
2013-04-08 | 10,000 | FOR THE SUPPORT OF FREE ACCESS OF ALLIANCE MAGAZINE CONTENT | 10,000 | NO | 4/10/2014 | ||
|
ARIUS ASSOCIATION FOR REGIONAL AND INTER |
TAFERNSTRASSE 11 BADEN 5405 SZ |
2013-04-08 | 75,000 | FOR A PROJECT TO ENHANCE SAFETY AND SECURITY OF NUCLEAR SPENT FUEL THROUGH REGIONAL COLLABORATION | 42,954 | NO | 2/26/2014 | ||
|
ASSOCIATION POUR LE DEVELOPPEMENT DE LA |
KM 44 ROUTE DE DAKAR PO BOX 62 POUT THIESSEBIKOTANE SG |
2013-04-30 | 316,582 | FOR SUPPORT OF MOTHER TONGUE READING AND MATH INSTRUCTN IN SENEGAL WITH TRANSITIONAL SUPPORT | 269,851 | NO | 5/10/2014 | ||
|
BICITEKAS ASOCIACION CIVIL |
MIRAFLORES 205 COLONIA PORTALES MEXICO DISTRITO FEDERAL 03570 MX |
2013-05-13 | 70,000 | FOR A PROJECT TO PROMOTE STRICTER AIR QUALITY STANDARDS IN MEXICO THROUGH CYCLISTS ADVOCACY | 70,000 | NO | 6/20/2014 | ||
|
CENTRE FOR GOVERNANCE AND DEVELOPMENT |
RIARA GARDENS PO BOX 4037 NAIROBI 00506 KE |
2013-08-20 | 216,224 | FOR A PROJECT TO IMPROVE PUBLIC ACCOUNTABILITY AND SERVICE DELIVERY IN PUBLIC PRIMARY SCHOOLS | 216,224 | NO | 6/26/2014 | ||
|
CENTRE FOR POLICY RESEARCH |
DHARMA MARG CHANAKYAPURI NEW DELHI 110021 IN |
2013-04-12 | 368,000 | FOR STRENGTHENING THE TRANSPARENCY AND ACCOUNTABILITY OF PUBLIC EXPENDITURES ON EDUCATION IN INDIA | 350,575 | NO | 8/11/2014 | ||
|
COLECTIVO ECOLOGISTA JALISCO AC |
ROBERTO CUELLAR 4315 ZAPOPAN JALISCO C.P. 45040 MX |
2013-02-05 | 125,000 | FOR A CLEAN AND ENERGY EFFICIENT PUBLIC TRANSPORTATION SYSTEM PROJECT IN GUADALAJARA | 125,000 | NO | 1/31/2014 | ||
|
CONSERVATION ACTION TRUST |
5 SAHAKAR BHAVANLBS MARG NARAYAN MUMBAI 400086 IN |
2013-07-19 | 151,980 | FOR THE CLEAN ENERGY CAMPAIGN IN INDIA | 46,533 | NO | 7/1/2014 | ||
|
DEVELOPMENT INITIATIVES POVERTY RESEARCH |
NORTH QUAY HOUSE QUAY SIDE BRISTOL BS1 6FL UK |
2013-05-07 | 1,050,000 | FOR THE AIDINFO PROGRAM | 1,050,000 | NO | 5/30/2014 | ||
|
EKONOMI VE DIS POLITIKA ARASTIRMALAR MER |
SEHERYILDIZI SOKAK 235 ETILER ISTANBUL 34337 TU |
2013-04-08 | 200,000 | FOR A PROJECT TO EXPLORE TURKEYS INTERESTS AND PREFERENCES REGARDING NUCLEAR POLICY | 86,390 | NO | 3/22/2014 | ||
|
EUROPEAN LEADERSHIP NETWORK |
SUITE 7 SOUTHBANK HOUSE LONDON SE1 7SJ UK |
2013-11-12 | 75,000 | FOR A PROJECT PROMOTING GREATER UNDERSTANDING OF MULTILATERAL NUCLEAR DISARMAMENT | 0 | NO | 4/23/2014 | ||
|
FOUNDATION FOR LEARNING EQUALITY INC |
4275 EXECUTIVE SQ 11TH FLOOR LA JOLLA,CA92037 |
2013-09-06 | 100,000 | TO MAKE OER AVAILABLE IN LOW BANDWIDTH AREAS | 28,125 | NO | 4/18/2014 | ||
|
FUNDACION TLALOC ASOCIACION CIVIL |
FELIPE VILLANUEVA NO 1209 TOLUCA C.P. 50120 MX |
2013-10-08 | 141,000 | FOR A PROJECT TO PROMOTE AIR QUALITY AND MOBILITY POLICIES IN THE VALLEY OF TOLUCA | 124,481 | NO | 8/7/2014 | ||
|
GHANA CENTER FOR DEMOCRATIC DEVELOPMENT |
NO 95 NORTEI ABABIO LOOP ACCRA GH |
2013-05-03 | 50,000 | FOR A PROJECT TO PROVIDE CITIZENS WITH INFORMATION ON THE PERFORMANCE OF PUBLIC OFFICIALS IN GHANA | 50,000 | NO | 12/12/2013 | ||
|
INCTVA CIUDADANA Y DSRRLL SCL INCIDE SO |
HILARIO PEREZ DE LEON NO 80 MEXICO CITY 03440 MX |
2013-07-31 | 200,000 | FOR STRENGTHENING A CITIZENS' SOCIAL POLICY OBSERVATORY | 168,540 | NO | 3/5/2014 | ||
|
INSTITUT POUR L'EDUCATION POPULAIRE |
BP 42 A KATI ML |
2013-10-15 | 1,059,223 | FOR A BILINGUAL INSTRUCTIONAL APPROACH AND CAPACITY BUILDING IN SCHOOLS AND COMMUNITIES IN MALI | 379,429 | NO | 5/13/2014 | ||
|
INSTITUTO DE ENERGIA E MEIO AMBIENTE |
RUA FERREIRA DE ARAUJO 202 SAO PAULO 05428-000 BR |
2013-04-26 | 1,002,690 | FOR IMPROVING AIR QUALITY AND MITIGATING CLIMATE CHANGE IN LARGE BRAZILIAN CITIES | 761,453 | NO | 3/3/2014 | ||
|
MANGO TREE EDUCATIONAL ENTERPRISES LTD |
PO BOX 25312 PLOT 1479 NAALYA RD KAMPALA UG |
2013-12-10 | 550,000 | FOR EXPANDING AND EVALUATING A PROGRAM TO IMPROVE READING INSTRUCTION IN NORTHERN UGANDA | 0 | NO | PENDING | ||
|
MATHEMATICA POLICY RESEARCH |
PO BOX 2393 PRINCETON,NJ085432393 |
2013-09-17 | 150,780 | FOR THE TANZANIA EARLY CHILDHOOD EVALUATION DESIGN AND ANALYSIS OF BASELINE DATA COLLECTION | 64,359 | NO | 3/5/2014 | ||
|
MONTEREY INSTITUTE OF TECH & EDUCATION |
PO BOX 890 MARINA,CA939330890 |
2013-04-19 | 50,000 | FOR PILOTING AN OER SUSTAINABILITY MODEL | 0 | NO | 4/18/2014 | ||
|
MONTEREY INSTITUTE OF TECH & EDUCATION |
PO BOX 890 MARINA,CA939330890 |
2013-11-19 | 70,000 | FOR A SERIES OF TECHNICAL STANDARDS AND CHALLENGES MEETINGS OF OER PRACTITIONERS | 0 | NO | 3/3/2014 | ||
|
NBCUNIVERSAL LLC |
30 ROCKEFELLER PLAZA NEW YORK,NY10112 |
2013-12-06 | 200,000 | FOR THE 2013 EDUCATION NATION SUMMIT | 0 | NO | PENDING | ||
|
NEW PHILANTHROPY CAPITAL |
3RD FLOOR 185 PARK STREET LONDON SE1 9BL UK |
2013-09-24 | 50,000 | FOR THE INSPIRING IMPACT PROGRAM | 50,000 | NO | 8/13/2014 | ||
|
OEUVRE MALIENNE D'AIDE A L'ENFANCE DU SA |
BP 2323 BAMAKO ML |
2013-08-22 | 659,212 | FOR THE IMPLEMENTATION OF A CIVIL SOCIETY INITIATIVE TO ASSESS STUDENT LEARNING IN MALI | 659,212 | NO | 8/19/2014 | ||
|
ONTARIO COLLEGE OF ART & DESIGN |
100 MCCAUL STREET TORONTO,ONM5T 1W1 CA |
2013-04-26 | 500,000 | FOR THE OER COMMUNITY TO MEET DIVERSE LEARNER NEEDS | 500,000 | NO | 2/6/2014 | ||
|
OPEN SOCIETY FOUNDATION |
7TH FLOOR MILLBANK TOWER 2124 LONDON SW1P 4QP UK |
2013-05-07 | 195,000 | FOR THE TRANSPARENCY AND ACCOUNTABILITY INITIATIVE A DONOR COLLABORATIVE | 195,000 | NO | 3/27/2014 | ||
|
OPEN SOCIETY FOUNDATION |
7TH FLOOR MILLBANK TOWER 2124 LONDON SW1P 4QP UK |
2013-12-10 | 165,000 | FOR THE TRANSPARENCY AND ACCOUNTABILITY INITIATIVE A DONOR COLLABORATIVE | 165,000 | NO | 3/27/2014 | ||
|
OPEN SOCIETY FOUNDATION |
7TH FLOOR MILLBANK TOWER 2124 LONDON SW1P 4QP UK |
2013-12-04 | 125,000 | FOR PUBLISH WHAT YOU PAY A GLOBAL CAMPAIGN FOR NATURAL RESOURCE REVENUE TRANSPARENCY | 28,098 | NO | 3/28/2014 | ||
|
OPEN UNIVERSITEIT TE HEERLEN |
POSTBUS 2960 6401 DL HEERLEN HEERLEN LIMBURG 6419AT NL |
2013-09-06 | 51,000 | FOR THE GLOBAL OER GRADUATE NETWORK | 33,507 | NO | 4/18/2014 | ||
|
PARTNERS IN POPULATION AND DEVELOPMENT |
PO BOX 2666 KAMPALA UG |
2013-03-06 | 700,000 | FOR BUILDING THE CAPACITY OF AFRICAN POLICYMAKERS FOR REPRODUCTIVE HEALTH ISSUES | 700,000 | NO | 4/28/2014 | ||
|
PUBLISH WHAT YOU FUND |
SOUTHBANK HOUSE BLACK PRINCE ROAD LONDON SE1 7SJ UK |
2013-11-19 | 498,329 | FOR THE GLOBAL CAMPAIGN FOR AID TRANSPARENCY | 0 | NO | PENDING | ||
|
RAISING VOICES |
PO BOX 6770 PLOT 16 TUFNELL DRIVE KAMPALA UG |
2013-05-13 | 98,500 | FOR IMPLEMENTING A GOOD SCHOOLS TOOLKIT TO IMPROVE THE CLASSROOM ENVIRONMENT IN UGANDAN SCHOOLS | 72,238 | NO | 3/25/2014 | ||
|
REDSTONE STRATEGY GROUP LLC |
777 TWENTYNINTH STREET SUITE 500 BOULDER,CO80303 |
2013-03-05 | 150,000 | FOR A PROJECT TO STRENGTHEN THE INTERNATIONAL PLANNED PARENTHOOD FEDERATION'S PERFORMANCE CULTURE | 150,000 | NO | 9/11/2013 | ||
|
REPRODUCTIVE HEALTH MATTERS |
444 HIGHGATE STUDIOS 5379 HIGHGATE LONDON NW5 1TL UK |
2013-01-30 | 166,667 | FOR THE CHARITABLE PURPOSES OF THE REPRODUCTIVE HEALTH MATTERS JOURNAL | 166,667 | NO | 3/27/2014 | ||
|
RES NON VERBA ASOCIACION CIVIL |
THAMES 1024 BUENOS AIRES C1414DCV AR |
2013-05-28 | 20,300 | FOR A PROJECT TO EXPLORE OPENING AN OFFICE FOR TECHNOLOGY FOR TRANSPARENCY IN MEXICO | 20,300 | NO | 2/27/2014 | ||
|
RIKSFORBUNDET FOR SEXUELL UPPLYSNING |
PO BOX 4331 STOCKHOLM SE- 102 67 SW |
2013-07-24 | 250,000 | FOR ADVANCING SEXUAL AND REPRODUCTIVE HEALTH AND RIGHTS | 70,989 | NO | 3/7/2014 | ||
|
SEX OG POLITIKK |
CHR KROGHSGATE 34 0186 OSLO NO |
2013-03-13 | 50,000 | FOR ADVANCING SEXUAL AND REPRODUCTIVE HEALTH AND RIGHTS | 50,000 | NO | 3/27/2014 | ||
|
SEX OG SAMFUND |
ROSENORNS ALLE 14 1 COPENHAGEN 1634 DA |
2013-10-15 | 250,000 | FOR ADVANCING SEXUAL AND REPRODUCTIVE HEALTH AND RIGHTS | 61,415 | NO | 3/7/2014 | ||
|
SEX OG SAMFUND |
ROSENORNS ALLE 14 1 COPENHAGEN 1634 DA |
2013-05-13 | 125,000 | FOR A PROJECT TO SUPPORT ADVOCACY FOR THE SUSTAINABLE DEVELOPMENT PROCESS | 117,273 | NO | 3/6/2014 | ||
|
SOCIALTIC AC |
RIO POO 73 INT 6COL CUAUHTEMOCDEL MEXICO CITY 06500 MX |
2013-08-20 | 50,000 | FOR THE CHARITABLE PURPOSES OF STRENGTHENING ORGNZATNL CAPACITY AND FURTHERING TRANSPARENCY | 50,000 | NO | 5/30/2014 | ||
|
SOCIOSMEXICOCENTRO DE COLABORACION CIVIC |
CADIZ NORTE 25 COL MEXICO CITY DF 03740 MX |
2013-09-13 | 86,500 | FOR SUPPORT OF THE SUSTAINABLE DEVELOPMENT PROGRAM | 38,313 | NO | 2/28/2014 | ||
|
STICHTING EUROPEAN CLIMATE FOUNDATION |
RIVIERISMARKT 5 THE HAUGE 2513 AM NL |
2013-11-19 | 50,000 | FOR GOVERNANCE DEVELOPMENT TO ADDRESS CLIMATE CHANGE MITIGATION AND ENERGY DECARBONIZATN IN THE EU | 13,014 | NO | 4/30/2014 | ||
|
THE CALIFORNIA EDUCATION PARTNERS |
ONE LOMBARD STREET SUITE 305 SAN FRANCISCO,CA941111130 |
2013-03-18 | 175,000 | FOR A PILOT TO LAUNCH NEW DIGITALLY ENHANCED OER CURRICULUM ALIGNED WITH THE COMMON CORE | 175,000 | NO | 7/24/2014 | ||
|
THE CHINA INST OF INTERNATIONAL STUDIES |
NO3 TAIJICHANG TOUTIAO DONG CHENG BEIJING 100005 CH |
2013-02-08 | 50,000 | FOR MEETINGS AMONG US AND CHINESE EXPERTS ON CHINA'S ROLE IN GLOBAL DISARMAMENT | 50,000 | NO | 3/26/2014 | ||
|
THE INSTITUTE FOR NATL SECURITY STUDIES |
40 HAIM LEVANON ST TEL AVIV 61398 IS |
2013-06-19 | 125,000 | FOR A PROJECT TO DEVELOP REGIONAL EXPERTISE ON NUCLEAR SECURITY AND ARMS CONTROL IN THE MIDDLE EAST | 125,000 | NO | 7/9/2014 | ||
|
THE ZELLERBACH FAMILY FOUNDATION |
575 MARKET STREET SUITE 2950 SAN FRANCISCO,CA941052881 |
2013-01-30 | 100,000 | FOR THE COMMUNITY ARTS PROGRAM | 100,000 | NO | 2/20/2014 | ||
|
THEIRWORLD |
BROADGATE TOWER 20 PRIMROSE ST LONDON EC2A 2RS UK |
2013-08-21 | 200,000 | FOR SUPPORT TO "A WORLD AT SCHOOL AND LEARNING" A CAMPAIGN TO PUT LEARNING ON THE GLOBAL AGENDA | 59,134 | NO | 5/12/2014 | ||
|
UNIVERSITE CHEIKH ANTA DIOP DE DAKAR |
PO BOX 45550 DAKARFANN SG |
2013-10-25 | 300,000 | FOR ESTABLISHMENT OF A BAROMETER FOR ASSESSING THE QUALITY OF LEARNING IN SENEGAL | 300,000 | NO | 6/24/2014 | ||
|
WALK SAN FRANCISCO |
995 MARKET STREET SUITE 1450 SAN FRANCISCO,CA941031720 |
2013-04-08 | 25,000 | FOR DEVELOPMENT OF PEDESTRIAN SAFETY POLICIES | 25,000 | NO | 3/10/2014 | ||
|
WALK SAN FRANCISCO |
995 MARKET STREET SUITE 1450 SAN FRANCISCO,CA941031720 |
2013-08-27 | 12,000 | FOR LEGAL ASSISTANCE ON CHARITABLE STATUS | 6,690 | NO | 3/10/2014 | ||
|
WALLACE ALEXANDER GERBODE FOUNDATION |
77 VAN NESS AVENUE SUITE 200 SAN FRANCISCO,CA94102 |
2013-03-21 | 166,666 | FOR SUPPORT OF THE COMMISSIONING PROGRAM | 166,666 | NO | 3/13/2014 | ||
|
WALTER AND ELISE HAAS FUND |
ONE LOMBARD STREET SUITE 305 SAN FRANCISCO,CA941111130 |
2013-04-23 | 255,000 | FOR SUPPORT OF THE CREATIVE WORK FUND | 255,000 | NO | 2/4/2014 | ||
|
WELL TOLD STORY |
KAREN OFFICE PARKPO BOX 170000502 NAIROBI KE |
2013-08-21 | 300,000 | FOR THE SHUJAAZFM YOUTH COMMUNICATIONS AND SOCIAL CHANGE INITIATIVE | 112,983 | NO | 4/23/2014 | ||
|
WOMEN EDUCATIONAL RESEARCHERS OF KENYA |
ELGEYO MARAKWET PO BOX 1056500100 NAIROBI KE |
2013-08-14 | 121,700 | FOR STRENGTHENING ATTENTION TO LEARNING OUTCOMES IN KENYA | 24,012 | NO | 4/7/2014 | ||
|
WOMEN EDUCATIONAL RESEARCHERS OF KENYA |
ELGEYO MARAKWET PO BOX 1056500100 NAIROBI KE |
2013-12-03 | 78,400 | FOR JOINT STRATEGIC PLANNING WORK ON POST2015 | 58,237 | NO | 3/26/2014 | ||
|
WOMEN IN INFORMAL EMPLOYMENT GLOBALIZING |
521 ROYAL EXCHANGE MANCHESTER M2 7EN UK |
2013-09-20 | 50,380 | FOR A STUDY ON QUALITY CHILD CARE WOMEN'S ECONOMIC EMPOWERMENT AND SOCIAL PROTECTION | 7,976 | NO | 7/30/2014 | ||
|
ASIAPACIFIC RGIONL NTWRK EARLY CHILDHOOD |
CO SEED INSTITUTE 73 BRAS BASAH RD SINGAPORE 189556 SN |
2012-01-18 | 150,000 | FOR A PROJECT TO ADVOCATE FOR A NEW LEARNING GOAL FOR THE POST2015 MILLENNIUM DEVELOPMENT GOALS | 150,000 | NO | 10/16/2013 | ||
|
ASSOCIATION POUR LE DEVELOPPEMENT DE LA |
KM 44 ROUTE DE DAKAR PO BOX 62 POUT THIESSEBIKOTANE SG |
2012-04-19 | 308,415 | FOR SUPPORT OF MOTHER TONGUE READING AND MATH INSTRUCTN IN SENEGAL WITH TRANSITIONAL SUPPRT | 308,415 | NO | 5/10/2014 | 2012-06-27 | AUDIT FOUND DEFICIENCIES IN RECORD KEEPING AND FINANCIAL OPERATIONS IN IN 2010 AND 2011 THAT HAVE BEEN CORRECTED |
|
ATHABASCA UNIVERSITY |
1 UNIVERSITY DRIVE ATHABASCA,ABT9S 3A3 CA |
2012-04-20 | 85,000 | FOR SUPPORT OF INTERACTION AND NETWORKING WITHIN THE INTERNATIONAL OER COMMUNITY | 85,000 | NO | 8/12/2014 | ||
|
CALIFORNIA EDUCATION PARTNERS |
ONE LOMBARD STREET SUITE 305 SAN FRANCISCO,CA941111130 |
2010-12-14 | 175,000 | FOR A PILOT TO LAUNCH NEW DIGITALLY ENHANCED OER CURRICULUM ALIGNED WITH THE COMMON CORE | 175,000 | NO | 7/14/2014 | ||
|
CAPITOL IMPACT LLC |
1130 K STREET SUITE 250 SACRAMENTO,CA958143939 |
2010-05-04 | 159,000 | FOR GRANTEE SUPPORT SERVICES AND TECHNICAL ASSISTANCE ON GOVERNMENT FINANCE OPTIONS | 159,000 | NO | 11/17/2013 | ||
|
CENTRE FOR POLICY RESEARCH |
DHARMA MARG CHANAKYAPURI NEW DELHI 110021 IN |
2012-11-08 | 35,000 | FOR STRATEGIC PLANNING FOR THE PAISA PROJECT | 35,000 | NO | 11/25/2013 | ||
|
CENTRO DE INVESTIGACION ECONOMICA Y PRES |
PUEBLA 151 INT O COL ROMA NORTE MEXICO CITY 06700 MX |
2012-08-21 | 120,000 | FOR A PROJECT TO DEVELOP AN ONLINE TOOL TO SIMULATE CHANGES IN TAX POLICY IN MEXICO | 120,000 | NO | 8/28/2013 | ||
|
COLECTIVO ECOLOGISTA JALISCO AC |
ROBERTO CUELLAR 4315 ZAPOPAN JALISCO C.P. 45040 MX |
2012-01-31 | 125,000 | FOR A CLEAN AND ENERGY EFFICIENT PUBLIC TRANSPORTATION SYSTEM PROJECT IN GUADALAJARA | 125,000 | NO | 1/31/2014 | ||
|
CONSTITUTION FOUNDATION |
1861 INTERNATIONAL DR MCLEAN,VA22102 |
2012-12-04 | 25,000 | FOR SUPPORT OF OPEN TEXTBOOK CHALLENGE LICENSE FEES | 25,000 | NO | 1/14/2014 | ||
|
DEVELOPMENT INITIATIVES POVERTY RESEARCH |
NORTH QUAY HOUSE QUAY SIDE BRISTOL BS1 6FL UK |
2012-03-23 | 1,050,000 | FOR THE AIDINFO PROGRAM | 1,050,000 | NO | 5/30/2014 | ||
|
DEVELOPMENT INITIATIVES POVERTY RESEARCH |
NORTH QUAY HOUSE QUAY SIDE BRISTOL BS1 6FL UK |
2012-11-21 | 18,470 | FOR A COMMUNICATIONS PLAN | 18,470 | NO | 2/26/2014 | ||
|
ED LEADER 21 LLC |
177 NORTH CHURCH AVENUE SUITE 305 TUCSON,AZ85701 |
2012-10-03 | 220,000 | FOR PILOTING ASSESSMENTS OF DEEPER LEARNING AND DEVELOPING A DISTRICT CERTIFICATION PROCESS | 220,000 | NO | 1/13/2014 | ||
|
EL PODER DEL CONSUMIDOR AC |
ALLENDE 7 CASA 6 DF MEXICO DC MX |
2012-12-10 | 225,000 | FOR THE PROMOTION OF SUSTAINABLE TRANSPORTATION SYSTEMS AND CLEAN AIR IN MEXICO'S LARGEST CITIES | 225,000 | NO | 12/19/2013 | ||
|
EUROPEAN LEADERSHIP NETWORK |
STE 7 SOUTHBANK HSE BLACK PRINCE RD LONDON SE1 7SJ UK |
2012-07-31 | 75,000 | FOR A PROJECT PROMOTING GREATER UNDERSTANDING OF MULTILATERAL NUCLEAR DISARMAMENT | 66,729 | NO | 4/23/2014 | ||
|
FACULDADES CATOLICAS |
RUA MARQUES DE SAO VICENTE 225 GAVEARIO DE JANEIRO 22453-900 BR |
2012-12-12 | 100,000 | FOR A PROJECT TO EXPLORE BRAZIL'S ROLE IN THE GLOBAL NUCLEAR ORDER | 92,595 | NO | 2/21/2014 | ||
|
FUNDACAO GETULIO VARGAS |
AVENIDA NOVE DE JULIO 2029 SAO PAULO 01313-902 BR |
2012-11-26 | 100,000 | FOR A PROJECT ON BRAZIL IN THE NUCLEAR ORDER | 100,000 | NO | 4/15/2014 | ||
|
FDN NOPROLIFERACION PARA LA SEGRDD GLOBL |
SUIPACHA 987 10 D BUENOS AIRES C1008AAS AR |
2010-05-11 | 120,000 | FOR A BRAZILIANARGENTINE COMMISSION TO ASSESS POSSIBLE SHIFTS IN NUCLEAR POLICIES | 120,000 | NO | 4/1/2013 | ||
|
FDN NOPROLIFERACION PARA LA SEGRDD GLOBL |
SUIPACHA 987 10 D BUENOS AIRES C1008AAS AR |
2011-10-25 | 60,000 | FOR A BRAZILIANARGENTINE COMMISSION TO ASSESS POSSIBLE SHIFTS IN NUCLEAR POLICIES | 60,000 | NO | 4/1/2013 | ||
|
FUNDACION TLALOC ASOCIACION CIVIL |
NO 1209 COL MORELOS 2A SECCION TOLUCA C.P. 50120 MX |
2012-07-26 | 55,000 | FOR A PROJECT TO STRENGTHEN THE ENVIRONMENTAL MONITORING NETWORK OF TOLUCA VALLEY | 55,000 | NO | 9/30/2013 | ||
|
GHANA CENTER FOR DEMOCRATIC DEVELOPMENT |
NO 95 NORTEI ABABIO LOOP ACCRA GH |
2011-12-07 | 224,000 | FOR A PROJECT TO PROVIDE CITIZENS WITH INFORMATION ON THE PERFORMANCE OF PUBLIC OFFICIALS IN GHANA | 224,000 | NO | 12/12/2013 | ||
|
GLOBAL CAMPAIGN FOR EDUCATION |
2325 STURDEE AVENUE ROSEBANK JOHANNESBURG SF |
2012-05-10 | 507,000 | FOR A PROJECT TO INCREASE AND IMPROVE FINANCING FOR QUALITY EDUCATION IN DEVELOPING COUNTRIES | 507,000 | NO | 11/19/2013 | ||
|
INCTVA CIUDADANA Y DSRRLL SCL INCIDE SO |
HILARIO PEREZ DE LEON NO 80 MEXICO CITY 03440 MX |
2011-08-24 | 150,000 | FOR STRENGTHENING A CITIZENS' SOCIAL POLICY OBSERVATORY | 150,000 | NO | 11/18/2013 | ||
|
INSTITUT POUR L'EDUCATION POPULAIRE |
BP 42 A KATI ML |
2012-08-09 | 990,507 | FOR A BILINGUAL INSTRUCTIONAL APPROACH AND CAPACITY BUILDING IN SCHOOLS AND COMMUNITIES IN MALI | 990,507 | NO | 5/13/2014 | 2013-05-21 | VERIFICATION SUGGESTED NEED FOR ADDITIONAL TRAINING IN RECORD KEEPING AND FINANCIAL OPERATIONS. APPROPRIATE TRAINING HAS BEEN PROVIDED TO GRANTEE. |
|
INTERNATIONAL PLANNED PARENTHOOD FED |
RUE ROYALE 146 B1000 BRUSSELS BE |
2012-11-20 | 194,000 | FOR ACTIVITIES OF THE EURONGOS SECRETARIAT | 166,767 | NO | 3/5/2014 | ||
|
MANGO TREE EDUCATIONAL ENTERPRISES LTD |
PO BOX 25312 PLOT 1479 NAALYA RD KAMPALA UG |
2012-12-12 | 351,112 | FOR THE EXPANSION OF A PROGRAM TO IMPROVE SCHOOL READING INSTRUCTION IN LANGO AND ENGLISH | 351,112 | NO | 12/4/2013 | ||
|
MANGO TREE EDUCATIONAL ENTERPRISES LTD |
PO BOX 25312 PLOT 1479 NAALYA RD KAMPALA UG |
2011-12-09 | 377,888 | FOR THE EXPANSION OF A PROGRAM TO IMPROVE SCHOOL READING INSTRUCTION IN LANGO AND ENGLISH | 377,888 | NO | 12/4/2013 | ||
|
MANGO TREE EDUCATIONAL ENTERPRISES LTD |
PO BOX 25312 PLOT 1479 NAALYA RD KAMPALA UG |
2012-12-04 | 30,200 | FOR STAFF AND FUND DEVELOPMENT | 30,200 | NO | 12/4/2013 | ||
|
MONTEREY INSTITUTE OF TECH & EDUCATION |
PO BOX 890 MARINA,CA939330890 |
2012-03-23 | 400,000 | FOR OER DEVELOPMENTAL MATH COURSES FOR COMMUNITY COLLEGES | 400,000 | NO | 4/12/2013 | ||
|
MONTEREY INSTITUTE OF TECH & EDUCATION |
PO BOX 890 MARINA,CA939330890 |
2012-04-11 | 200,000 | FOR FACILITATING SEARCH AND DISCOVERY OF PERSONALIZED EDUCATIONAL RESOURCES | 169,283 | NO | 3/28/2013 | ||
|
MONTEREY INSTITUTE OF TECH & EDUCATION |
PO BOX 890 MARINA,CA939330890 |
2011-11-30 | 250,000 | FOR PILOTING AN OER SUSTAINABILITY MODEL | 250,000 | NO | 4/18/2014 | ||
|
MONTEREY INSTITUTE OF TECH & EDUCATION |
PO BOX 890 MARINA,CA939330890 |
2011-01-20 | 800,000 | FOR OER DEVELOPMENTAL MATH COURSES FOR COMMUNITY COLLEGES | 800,000 | NO | 4/12/2013 | ||
|
NEPAD BUSINESS FOUNDATION |
3RD FLOOR 359 RIVONIA BOULEVARD RIVONIA 2128 SF |
2012-08-30 | 503,621 | FOR SUPPORT OF THE REMOVING THE BARRIERS PROGRAM | 503,621 | NO | 8/30/2014 | ||
|
NEW ZEALAND FAMILY PLANNING ASSOCIATION |
203209 WILLIS STREET PO BOX 11515 WELLINGTON NZ |
2012-11-28 | 135,000 | FOR ADVANCING SEXUAL AND REPRODUCTIVE HEALTH AND RIGHTS IN THE PACIFIC REGION | 63,456 | NO | 9/24/2013 | ||
|
OEUVRE MLNNE D'AIDE A L'ENFANCE DU SAHEL |
BP 2323 BAMAKO ML |
2012-10-09 | 733,250 | FOR THE IMPLEMENTATION OF A CIVIL SOCIETY INITIATIVE TO ASSESS STUDENT LEARNING IN MALI | 733,250 | NO | 4/3/2014 | ||
|
OPEN KNOWLEDGE FOUNDATION |
37 PANTON STREET CAMBRIDGE CB2 1HL UK |
2012-07-27 | 158,500 | FOR A PROJECT TO DEVELOP AND EXPAND THE SCHOOL OF DATA | 158,500 | NO | 5/30/2014 | ||
|
OPEN SOCIETY FOUNDATION |
7TH FLOOR MILLBANK TOWER 2124 LONDON SW1P 4QP UK |
2012-06-25 | 305,000 | FOR THE TRANSPARENCY AND ACCOUNTABILITY INITIATIVE A DONOR COLLABORATIVE | 305,000 | NO | 3/27/2014 | ||
|
OPEN SOCIETY FOUNDATION |
7TH FLOOR MILLBANK TOWER 2124 LONDON SW1P 4QP UK |
2012-09-07 | 400,000 | FOR PUBLISH WHAT YOU PAY A GLOBAL CAMPAIGN FOR NATURAL RESOURCE REVENUE TRANSPARENCY | 400,000 | NO | 12/2/2013 | ||
|
OVERSEAS DEVELOPMENT INSTITUTE |
111 WESTMINSTER BRIDGE ROAD LONDON SE1 7JD UK |
2011-09-28 | 384,000 | FOR A PROJECT TO PRESENT EVIDENCE AND RECOMMENDATIONS FOR THE POST2015 GLOBAL DEVELOPMENT FRAMEWORK | 384,000 | NO | 7/11/2014 | ||
|
PARTNERS IN POPULATION AND DEVELOPMENT |
PO BOX 2666 KAMPALA UG |
2012-07-27 | 700,000 | FOR BUILDING THE CAPACITY OF AFRICAN POLICYMAKERS FOR REPRODUCTIVE HEALTH ISSUES | 700,000 | NO | 4/28/2014 | 2012-07-26 | AUDIT FOUND DEFICIENCIES IN RECORD KEEPING IN 2007 AND 2008 THAT HAVE BEEN CORRECTED. |
|
PARTNERSHIP AFRICAN SOCIAL & GOVERNANCE |
MARA ROAD PO BOX 7641800508 NAIROBI KE |
2012-12-10 | 200,000 | FOR COORDINATING INPUT FROM AFRICAN RESEARCHERS ON THE POST2015 GLOBAL DEVELOPMENT GOALS | 76,061 | NO | 3/13/2014 | ||
|
PUBLISH WHAT YOU FUND |
SOUTHBANK HOUSE BLACK PRINCE ROAD LONDON SE1 7SJ UK |
2012-12-12 | 450,000 | FOR THE GLOBAL CAMPAIGN FOR AID TRANSPARENCY | 450,000 | NO | 11/14/2013 | ||
|
RAISING VOICES |
PO BOX 6770 PLOT 16 TUFNELL DRIVE KAMPALA UG |
2012-04-18 | 288,000 | FOR IMPLEMENTING A GOOD SCHOOLS TOOLKIT TO IMPROVE THE CLASSROOM ENVIRONMENT IN UGANDAN SCHOOLS | 288,000 | NO | 3/25/2014 | ||
|
REPRODUCTIVE HEALTH MATTERS |
444 HIGHGATE STUDIOS 5379 HIGHGATE LONDON NW5 1TL UK |
2012-03-23 | 166,667 | FOR THE CHARITABLE PURPOSES OF THE REPRODUCTIVE HEALTH MATTERS JOURNAL | 166,667 | NO | 3/27/2014 | ||
|
RIKSFORBUNDET FOR SEXUELL UPPLYSNING |
PO BOX 4331 STOCKHOLM SE- 102 67 SW |
2012-11-02 | 150,000 | FOR ADVANCING SEXUAL AND REPRODUCTIVE HEALTH AND RIGHTS | 150,000 | NO | 3/7/2014 | ||
|
SEX OG POLITIKK |
TRONDHEIMSVEIEN 2 B N 0560 OSLO NO |
2012-07-31 | 50,000 | FOR ADVANCING SEXUAL AND REPRODUCTIVE HEALTH AND RIGHTS | 50,000 | NO | 3/27/2014 | ||
|
SEX OG SAMFUND |
ROSENORNS ALLE 14 1 COPENHAGEN 1634 DA |
2012-08-21 | 150,000 | FOR ADVANCING SEXUAL AND REPRODUCTIVE HEALTH AND RIGHTS | 150,000 | NO | 3/7/2014 | ||
|
SOCIALTIC AC |
RIO POO 73 INT 6COL CUAUHTEMOCDEL MEXICO CITY 06500 MX |
2012-12-05 | 50,000 | FOR THE CHARITABLE PURPOSES OF STRENGTHENING ORGNZATNL CAPACITY AND FURTHERING TRANSPARENCY | 50,000 | NO | 5/30/2014 | ||
|
SOUTH AFRICAN INST FOR DISTANCE EDUCATN |
PO BOX 31822 BRAAMFONTEIN 2017 SF |
2011-08-02 | 1,294,000 | FOR THE OER AFRICA PROJECT | 1,294,000 | NO | 1/31/2014 | ||
|
SOUTH AFRICAN INST FOR DISTANCE EDUCATN |
PO BOX 31822 BRAAMFONTEIN 2017 SF |
2010-09-24 | 137,500 | FOR THE CREATION OF AN AFRICAN TEACHER EDUCATION OER NE NETWORK | 137,500 | NO | 2/26/2013 | ||
|
STUDENT ACHIEVEMENT PARTNERS LLC |
1 UNION SQUARE SOUTH 22E NEW YORK,NY10003 |
2012-01-17 | 200,000 | FOR DEVELOPMENT OF EXEMPLAR INSTRUCTIONAL UNITS FOCUSING ON INDEPTH READING AND WRITING | 200,000 | NO | 10/7/2013 | ||
|
THE CHINA INSTITUTE OF INTERNATIONAL STU |
NO3 TAIJICHANG TOUTIAO DONG CHENG BEIJING 100005 CH |
2012-09-14 | 50,000 | FOR MEETINGS AMONG US AND CHINESE EXPERTS ON CHINA'S ROLE IN GLOBAL DISARMAMENT | 50,000 | NO | 3/26/2014 | ||
|
THE COMMONWEALTH OF LEARNING |
1055 WEST HASTINGS STREET STE 1200 VANCOUVER,BCV6E 2E9 CA |
2012-12-14 | 160,000 | FOR INTERNATIONAL OER CAPACITY BUILDING | 58,074 | NO | 10/22/2013 | ||
|
THE OPEN EDUCATION RESOURCE FDN LTD |
OTAGO POLYTECHNIC 3RD FLOOR F BLOCK DUNEDIN 9016 NZ |
2012-08-28 | 50,000 | FOR A NETWORK OF POSTSECONDARY INSTITUTIONS TO DEVELOP PATHWAYS TO GAIN ACADEMIC CREDIT THROUGH OER | 50,000 | NO | 1/23/2014 | ||
|
THE OPEN EDUCATION RESOURCE FDN LTD |
OTAGO POLYTECHNIC 3RD FLOOR F BLOCK DUNEDIN 9016 NZ |
2010-03-17 | 200,000 | FOR IMPROVING REUSE AND INTEROPERABILITY BETWEEN PRJCTS AND TRAINING EDUCATORS TO DEVELOP OER | 200,000 | NO | 4/22/2012 | ||
|
UGANDA NATIONAL NGO FORUM |
MUYENGA TANK HILL ROAD PO BOX 4636 KAMPALA UG |
2012-11-20 | 345,000 | FOR SUPPORT OF THE LEARNING AGENDA PLATFORM | 153,991 | NO | 11/25/2013 | ||
|
UNIVERSITE CHEIKH ANTA DIOP DE DAKAR |
PO BOX 45550 DAKARFANN SG |
2012-11-21 | 600,000 | FOR ESTABLISHMENT OF A BAROMETER FOR ASSESSING THE QUALITY OF LEARNING IN SENEGAL | 600,000 | NO | 6/24/2014 | ||
|
UNIVERSITE DE OUAGADOUGOU |
INSTITUT SUPERIEUR DES SCIENCES OUAGADOUGOU UV |
2011-11-30 | 150,000 | FOR ISSP'S PROGRAM TO TRAIN POPULATION SCHOLARS | 150,000 | NO | 7/31/2014 | ||
|
VAESTOLIITTO RY |
PO BOX 849 HELSINKI 00101 FI |
2012-08-07 | 225,000 | FOR ADVANCING SEXUAL AND REPRODUCTIVE HEALTH AND RIGHTS | 213,626 | NO | 3/7/2014 | ||
|
WITS HEALTH CONSORTIUM PTY LTD |
8 BLACKWOOD AVENUE PARKTOWN JOHANNESBURG 2193 SF |
2011-07-13 | 500,000 | FOR THE MATERNAL ADOLESCENT AND CHILD HEALTH PROGRAM MATCH | 433,349 | NO | 3/7/2014 |
| Identifier | Return Reference | Explanation |
|---|---|---|
| TABLE OF CONTENTS | FORM 990-PF, PAGES 1-387 | SECTION PAGE NUMBER(S) 2013 FORM 990-PF - RETURN OF PRIVATE FOUNDATIONS 1-13 PART IV - CAPITAL GAINS AND LOSSES FOR TAX ON INVESTMENT INCOME 14 TABLE OF CONTENTS 15-16 PART II - BALANCE SHEET INVESTMENTS U.S. AND STATE GOVERNMENT OBLIGATIONS (ATCH 7) 17-26, 57 CORPORATE STOCK (ATCH 8) 27-34, 58 CORPORATE BONDS (ATCH 9) 35-45, 59 ALTERNATIVE AND OTHER INVESTMENTS (ATCH 10) 46, 60 PART II - BALANCE SHEET DEPRECIATION DETAIL 47 PART IX-A - SUMMARY OF DIRECT CHARITABLE ACTIVITIES 48 PART XV - SUPPLEMENTARY INFORMATION - GRANTS 49 PART I - OTHER INCOME (ATCH 1) 51 PART I - LEGAL FEES (ATCH 2) 52 PART I - ACCOUNTING FEES (ATCH 3) 53 PART I - OTHER PROFESSIONAL FEES (ATCH 4) 54 PART I - TAXES (ATCH 5) 50, 55 PART I - OTHER EXPENSES (ATCH 6) 56 PART II - OTHER ASSETS (ATCH 11) 61 PART II - MORTGAGES AND OTHER NOTES PAYABLE (ATCH 12) 62 PART II - OTHER LIABILITIES (ATCH 13) 63 PART III - OTHER INCREASES IN NET WORTH OR FUND BALANCES (ATCH 14) 64 SECTION PAGE NUMBER(S) PART VII-A - TRANSFERS TO A CONTROLLED ENTITY (ATCH 15) 65 PART VII-A - DISTRIBUTION TO A DONOR ADVISED FUND (ATCH 16) 66 PART VIII-B - EXPENDITURE RESPONSIBILITY STATEMENT (ATCH 17) 67-98 PART VIII - LIST OF OFFICERS, DIRECTORS AND TRUSTEES (ATCH 18) 99-102 PART VIII - COMPENSATION OF THE FIVE HIGHEST PAID EMPLOYEES (ATCH 19) 103 PART VIII - COMPENSATION OF THE FIVE HIGHEST PAID PROFESSIONALS (ATCH 20) 104 PART XV - NAME, ADDRESS AND PHONE FOR APPLICATIONS (ATCH 21) 105 PART XV - GRANTS AND CONTRIBUTIONS PAID DURING THE YEAR (ATCH 22) 106-311 PART XV - CONTRIBUTIONS APPROVED FOR FUTURE PAYMENT (ATCH 23) 312-385 2013 FORM 2220 - UNDERPAYMENT OF ESTIMATED TAX BY CORPORATIONS 386-387 |
| INVESTMENTS - U.S. AND STATE GOVERNMENT OBLIGATIONS | PART II - BALANCE SHEET, LINE 10A | DESCRIPTION ENDING BOOK VALUE/FMV 912828UH1-US TREAS-CPI INFLAT (48,265,368) 912828TR1-U S TREASURY NOTE (47,847,862) 912828QV5-US TREAS-CPI INFLAT (46,263,248) 912828TE0-US TREAS-CPI INFLAT (35,202,875) 912810FS2-US TREAS-CPI INFLAT (30,663,855) 912810FR4-US TREAS-CPI INFLAT (23,159,526) 912828UH1-US TREAS-CPI INFLAT (22,298,600) 912828TE0-US TREAS-CPI INFLAT (21,862,137) 912810PS1-US TREAS-CPI INFLAT (21,667,367) 912828VM9-US TREAS-CPI (17,597,758) 912828RE2-U S TREASURY NOTE (17,557,146) 912828UX6-US TREAS-CPI INFLAT (16,530,894) 01F040628-COMMIT TO PUR FNMA SF MTG (15,440,625) 912828NT3-U S TREASURY NOTE (15,120,234) 01F040610-COMMIT TO PUR FNMA SF MTG (14,573,125) 01F040628-COMMIT TO PUR FNMA SF MTG (14,430,938) 01F030611-COMMIT TO PUR FNMA SF MTG (13,382,578) 912828KD1-U S TREASURY NOTE (13,360,338) 912828BW9-US TREAS-CPI INFLAT (13,142,575) 01F040610-COMMIT TO PUR FNMA SF MTG (11,465,781) 01F040610-COMMIT TO PUR FNMA SF MTG (11,357,930) 912828PP9-US TREAS-CPI INFLAT (11,289,693) 912828QD5-US TREAS-CPI INFLAT (11,123,659) 912828QD5-US TREAS-CPI INFLAT (11,098,075) 01F032617-COMMIT TO PUR FNMA SF MTG (10,926,960) 912828LA6-US TREAS-CPI INFLAT (10,367,947) 912828RR3-U S TREASURY NOTE (10,353,495) 912828LA6-US TREAS-CPI INFLAT (10,184,123) 912810RA8-US TREAS-CPI INFLAT (10,107,908) 912828UX6-US TREAS-CPI INFLAT (9,072,346) 912828QV5-US TREAS-CPI INFLAT (8,491,403) 01N030612-COMMIT TO PUR GNMA SF MTG (7,755,938) 01F040610-COMMIT TO PUR FNMA SF MTG (7,227,773) 01F040628-COMMIT TO PUR FNMA SF MTG (7,183,750) 912828MF4-US TREAS-CPI INFLAT (6,838,411) 912828NM8-US TREAS-CPI INFLAT (6,523,251) 01F022618-COMMIT TO PUR FNMA SF MTG (6,364,531) 912828UX6-US TREAS-CPI INFLAT (5,917,672) 01N030612-COMMIT TO PUR GNMA SF MTG (5,804,063) 01F042616-COMMIT TO PUR FNMA SF MTG (5,331,445) DESCRIPTION ENDING BOOK VALUE/FMV 01F042616-COMMIT TO PUR FNMA SF MTG (5,324,219) 01F042624-COMMIT TO PUR FNMA SF MTG (5,314,063) 01F040610-COMMIT TO PUR FNMA SF MTG (5,205,469) EDB4JQ9S0-BUNDESREPUBLIK DEUTSI/L-INFLAT (5,164,164) 01F030611-COMMIT TO PUR FNMA SF MTG (4,844,531) 01F030611-COMMIT TO PUR FNMA SF MTG (4,758,594) 912828UX6-US TREAS-CPI INFLAT (4,742,363) 01F030629-COMMIT TO PUR FNMA SF MTG (4,733,594) 912828VB3-U S TREASURY NOTE (4,394,114) 02R042611-COMMIT TO PUR FHLMC GOLD SFM (4,230,000) 912828TR1-U S TREASURY NOTE (4,210,612) 912828QB9-U S TREASURY NOTE (4,194,114) 912828DH0-US TREAS-CPI INFLAT (4,186,249) 01F040610-COMMIT TO PUR FNMA SF MTG (4,175,000) 01F040610-COMMIT TO PUR FNMA SF MTG (4,164,375) 01F040610-COMMIT TO PUR FNMA SF MTG (4,130,156) 01F040628-COMMIT TO PUR FNMA SF MTG (4,123,125) 912828VS6-U S TREASURY NOTE (4,108,793) 912828HN3-US TREAS-CPI INFLAT (4,082,553) 912810EK0-U S TREASURY BOND (4,079,843) 912828RF9-U S TREASURY NOTE (4,049,478) 912828HN3-US TREAS-CPI INFLAT (4,031,727) 912828LA6-US TREAS-CPI INFLAT (3,996,720) 912828MY3-US TREAS-CPI INFLATION INDEX (3,966,670) 912828SA9-US TREAS-CPI INFLAT (3,719,506) 912810QQ4-U S TREASURY BOND (3,643,598) EIB96T261-ITALY BUONI POLIENNACPI-INFLAT (3,573,005) 912828RF9-U S TREASURY NOTE (3,249,973) 912810PZ5-US TREAS-CPI INFLAT (2,969,460) 912828LA6-US TREAS-CPI INFLAT (2,599,983) 912828SQ4-US TREAS-CPI INFLATION INDEX (2,552,743) 01F050619-COMMIT TO PUR FNMA SF MTG (2,173,750) 01F050619-COMMIT TO PUR FNMA SF MTG (2,171,094) 01F050627-COMMIT TO PUR FNMA SF MTG (2,164,063) 912828ET3-US TREAS-CPI INFLAT (2,150,915) 01F032419-COMMIT TO PUR FNMA SF MTG (2,092,500) 912828QD5-US TREAS-CPI INFLAT (2,067,578) 01F030413-COMMIT TO PUR FNMA SF MTG (2,053,516) 01N030612-COMMIT TO PUR GNMA SF MTG (1,934,297) 01N022619-COMMIT TO PUR GNMA SF MTG (1,845,313) 912828UX6-US TREAS-CPI INFLAT (1,779,441) DESCRIPTION ENDING BOOK VALUE/FMV 912828UX6-US TREAS-CPI INFLAT (1,753,335) AAB29HRS5-NEW SOUTH WALES TRECIB1-INFLAT (1,650,571) 912810QP6-US TREAS-CPI INFLAT (1,465,623) 912828VM9-US TREAS-CPI (1,273,987) 912828UH1-US TREAS-CPI INFLAT (1,257,144) 912810FT0-U S TREASURY BOND (1,142,922) EX0907538-UNITED KINGDOM GILT 8MO-INFLAT (1,097,244) 01F040610-COMMIT TO PUR FNMA SF MTG (1,043,750) 01F040610-COMMIT TO PUR FNMA SF MTG (1,041,094) 01F040610-COMMIT TO PUR FNMA SF MTG (1,041,094) 01F040610-COMMIT TO PUR FNMA SF MTG (1,027,734) 912810QS0-U S TREASURY BOND (1,000,983) 912810RB6-U S TREASURY BOND (972,564) 912828SQ4-US TREAS-CPI INFLATION INDEX (955,004) 912828TE0-US TREAS-CPI INFLAT (886,463) 912810EG9-U S TREASURY BOND (871,250) 912810PV4-US TREAS-CPI INFLAT (845,334) 912828NM8-US TREAS-CPI INFLAT (815,406) 912810ES3-U S TREASURY BOND (719,911) 912828PP9-US TREAS-CPI INFLAT (684,224) 912828UH1-US TREAS-CPI INFLAT (676,924) 912810EW4-U S TREASURY BOND (657,925) AAB3WCKZ9-AUSTRALIA GOVERNMENT BOND (600,274) 912828KM1-US TREAS-CPI INFLAT (556,272) 912828SA9-US TREAS-CPI INFLAT (501,423) 912828TY6-U S TREASURY NOTE (361,064) 99F183C4A-US 5YR TREAS NTS FUTURE (CBT) (225,246) AAB29VJ61-NEW SOUTH WALES TREASURY CORP (200,702) 99F183C4A-US 5YR TREAS NTS FUTURE (CBT) (190,496) 99F1389NM-US 10YR TREAS NTS FUT MAR 14 (126,297) 99F139C4A-US 10YR TREAS NTS FUTURE (CBT) (63,672) 99F139C4A-US 10YR TREAS NTS FUTURE (CBT) (36,367) 99F1389BM-US 10YR TREAS NTS FUT MAR 14 (4,281) 313398VT3-FHLMC MULTICLASS MTG 35 A 1,845 31409JXM7-FNMA POOL #0872884 2,019 3128GMG20-FHLMC POOL #E8-4717 2,132 31411AU86-FNMA POOL #0902507 2,492 3128GL6C1-FHLMC POOL #E8-4467 2,633 3128GKA95-FHLMC POOL #E8-2732 2,977 31413G6E5-FNMA POOL #0945569 4,764 31409G4Q6-FNMA POOL #0871231 5,256 DESCRIPTION ENDING BOOK VALUE/FMV 31339WVY9-FHLMC MULTICLASS MTG 2437 FD 8,721 31391FQH4-FNMA POOL #0665656 9,116 31340YBH1-FHLMC MULTICLASS MTG 6 C 10,361 31411AKT1-FNMA POOL #0902206 11,778 31388Q4L0-FNMA POOL #0612027 11,954 31371KP39-FNMA POOL #0254342 12,948 31419A4R5-FNMA POOL #0AE0831 13,643 31419AG43-FNMA POOL #0AE0218 14,728 31389E5G6-FNMA POOL #0623747 15,449 31389VKD8-FNMA POOL #0636692 15,558 31412YTN2-FNMA POOL #0938957 18,739 31411YL43-FNMA POOL #0918447 18,978 31394VL73-FNMA GTD REMIC P/T 06-5 3A2 26,830 36202KKG9-GNMA II POOL #0008395 30,219 36225CAM8-GNMA II POOL #0080011 31,291 31395M2F5-FHLMC MULTICLASS MTG 63 1A1 32,433 31414KFM7-FNMA POOL #0968272 34,956 912810PS1-US TREAS-CPI INFLAT 38,689 36202KPM1-GNMA II POOL #0008528 42,013 31413GNJ5-FNMA POOL #0945093 53,845 3128M75R3-FHLMC POOL #G0-5956 54,917 36202KNW1-GNMA II POOL #0008505 55,131 36202KTR6-GNMA II POOL #0008660 57,154 31371LTS8-FNMA POOL #0255361 58,204 36202KTG0-GNMA II POOL #0008651 58,540 31374GPE1-FNMA POOL #0313721 63,416 99F139C4A-US 10YR TREAS NTS FUTURE (CBT) 63,589 31371LXW4-FNMA POOL #0255493 65,327 31371LM71-FNMA POOL #0255182 67,373 3138L0N80-FNMA POOL #0AM0414 86,534 3138L0DJ7-FNMA POOL #0AM0104 93,626 31410VD98-FNMA POOL #0898428 93,972 83162CNF6-SBA GTD PARTN CTFS 2003-20I 1 95,513 912828TG5-U S TREASURY NOTE 97,898 912828TM2-U S TREASURY NOTE 98,125 912828SW1-U S TREASURY NOTE 100,059 912828RL6-U S TREASURY NOTE 100,281 912828RL6-U S TREASURY NOTE 100,281 912828QX1-U S TREASURY NOTE 102,281 748148RU9-PROVINCE OF QUEBEC CANADA 103,810 31392GVX0-FNMA GTD REMIC P/T 03-W1 1A1 104,872 DESCRIPTION ENDING BOOK VALUE/FMV 912828QV5-US TREAS-CPI INFLAT 105,193 912828MS6-U S TREASURY NOTE 106,563 912828MV9-U S TREASURY NOTE 107,469 31413LG60-FNMA POOL #0948521 108,704 167725AE0-CHICAGO IL TRANSIT AUTH SALES 108,867 ESB57LC39-AUTONOMOUS COMMUNITY OF CATALO 110,586 912828PP9-US TREAS-CPI INFLAT 112,220 31359M4D2-FEDERAL NATL MTG ASSN 112,536 31359M7X5-FEDERAL NATL MTG ASSN 112,964 31398ADM1-FEDERAL NATL MTG ASSN 114,351 3137EAAY5-FEDERAL HOME LN MTG CORP 115,079 18085PMT8-CLARK CNTY NV ARPT REVENUE 121,898 54438CPA4-LOS ANGELES CA CMNTY CLG DIST 125,363 EEB65Z685-AUTONOMOUS COMMUNITY OF VALENC 138,098 3138AAFW6-FNMA POOL #0AH8280 139,676 EEB0KDP48-SPAIN GOVERNMENT BOND 142,073 EIB61V0L6-ITALY BUONI POLIENNALI DEL TES 142,187 EIB081S87-ITALY BUONI POLIENNALI DEL TES 143,197 31401WDN6-FNMA POOL #0720209 145,538 31417VN66-FNMA POOL #0AC8512 150,983 3138AAYX3-FNMA POOL #0AH8825 154,746 31416JFT3-FNMA POOL #0AA1077 171,355 31393T7H3-FNMA GTD REMIC P/T 04-11 A 171,592 31412DLW6-FNMA POOL #0922041 182,127 83162CRL9-SBA GTD PARTN CTFS 2007-20L 1 191,788 912828VM9-US TREAS-CPI 193,592 3137EADL0-FEDERAL HOME LN MTG CORP 197,658 912828SS0-U S TREASURY NOTE 199,406 912828TF7-U S TREASURY NOTE 200,024 912828VL1-U S TREASURY NOTE 200,250 AAB29VJ61-NEW SOUTH WALES TREASURY CORP 209,048 452024GT3-ILLINOIS ST MUNI ELEC AGY PWR 210,028 912828SQ4-US TREAS-CPI INFLATION INDEX 211,386 31418UVG6-FNMA POOL #0AD6914 213,156 744434CW9-PUBLIC PWR GENERATION AGY NE R 213,620 912810PW2-U S TREASURY BOND 217,688 646139Z73-NEW JERSEY ST TURNPIKE AUTH 221,688 31392TEK9-FHLMC MULTICLASS MTG 2480 Z 228,444 3128CULW4-FHLMC POOL #G3-0341 235,446 3137ACS26-FHLMC MULTICLASS MTG 3901 LA 248,342 13063A5E0-CALIFORNIA ST 255,174 DESCRIPTION ENDING BOOK VALUE/FMV 31403YNE9-FNMA POOL #0761889 261,220 31402RNY1-FNMA POOL #0735807 282,063 912810FR4-US TREAS-CPI INFLAT 284,857 31418TLN5-FNMA POOL #0AD5732 294,753 65830TAG0-NORTH CAROLINA ST TURNPIKE AUT 322,473 31416RYR8-FNMA POOL #0AA7919 334,410 31406F6N6-FNMA POOL #0809177 337,505 912828NM8-US TREAS-CPI INFLAT 343,733 31404RCT2-FNMA POOL #0775982 361,300 31407NGX5-FNMA POOL #0835514 362,178 3128JREM4-FHLMC POOL #84-7340 362,215 912828TY6-U S TREASURY NOTE 364,432 544646ZR6-LOS ANGELES CA UNIF SCH DIST 368,742 912828SY7-U S TREASURY NOTE 394,780 912828SC5-U S TREASURY NOTE 400,376 31417YDV6-FNMA POOL #0MA0115 434,688 646139Z81-NEW JERSEY ST TURNPIKE AUTH 437,896 3138EJFZ6-FNMA POOL #0AL1983 494,909 912828SA9-US TREAS-CPI INFLAT 495,202 912828SJ0-U S TREASURY NOTE 499,960 31418WPP9-FNMA POOL #0AD8529 502,884 3138EGFA7-FNMA POOL #0AL0160 518,340 3138EJHL5-FNMA POOL #0AL2034 537,654 646139Z99-NEW JERSEY ST TURNPIKE AUTH 539,050 31407FYD6-FNMA POOL #0829708 552,178 912828KM1-US TREAS-CPI INFLAT 555,126 167725AF7-CHICAGO IL TRANSIT AUTH SALES 561,090 31417VQW6-FNMA POOL #0AC8568 561,101 912828VQ0-UNITED STATES TREASURY NOTE 594,612 912828RQ5-U S TREASURY NOTE 601,146 31406P5A3-FNMA POOL #0816341 616,588 31418M7H9-FNMA POOL #0AD0895 622,187 912810EW4-U S TREASURY BOND 638,280 31393UAJ2-FNMA GTD REMIC P/T 03-W17 1A6 643,221 912810FS2-US TREAS-CPI INFLAT 651,371 59259YGG8-MET TRANSPRTN AUTH NY REVENUE 652,566 31419AMV6-FNMA POOL #0AE0371 658,313 912828PP9-US TREAS-CPI INFLAT 672,857 3135G0MZ3-FEDERAL NATL MTG ASSN 691,124 912810ES3-U S TREASURY BOND 706,330 31371NEY7-FNMA POOL #0256751 768,326 DESCRIPTION ENDING BOOK VALUE/FMV 3138E6VQ6-FNMA POOL #0AK2422 781,719 3137EADJ5-FEDERAL HOME LN MTG CORP 794,944 912828NM8-US TREAS-CPI INFLAT 801,505 912828RB8-U S TREASURY NOTE 801,872 912828QM5-U S TREASURY NOTE 802,656 912810PV4-US TREAS-CPI INFLAT 834,375 912810EG9-U S TREASURY BOND 842,064 072024PY2-BAY AREA CA TOLL AUTH TOLL BRI 850,003 912828TE0-US TREAS-CPI INFLAT 875,015 3620A9V32-GNMA POOL #0723434 943,508 912810QS0-U S TREASURY BOND 974,840 912810RB6-U S TREASURY BOND 983,499 LM9423426-MEXICAN BONOS 991,245 912828TL4-U S TREASURY NOTE 1,000,860 912828VW7-U S TREASURY NOTE 1,005,940 LMB4NDCC7-MEXICAN BONOS 1,026,572 01F040610-COMMIT TO PUR FNMA SF MTG 1,027,734 01F040610-COMMIT TO PUR FNMA SF MTG 1,032,188 EIB644HQ4-ITALY BUONI POLIENNACPI-INFLAT 1,061,942 912810FT0-U S TREASURY BOND 1,112,660 650014TJ2-NEW YORK ST THRUWAY AUTH 2ND G 1,117,540 EX0907538-UNITED KINGDOM GILT 8MO-INFLAT 1,120,818 DVBH7J9M4-REPUBLIC OF SLOVENIA 1,133,391 31417TNK0-FNMA POOL #0AC6693 1,136,927 31398GUJ6-FNMA GTD REMIC P/T 09-106 FA 1,142,287 912828UH1-US TREAS-CPI INFLAT 1,241,536 AAB3WCKZ9-AUSTRALIA GOVERNMENT BOND 1,284,862 ANB8NFKX8-NEW ZEALAND GOVERNMENT -INFLAT 1,309,469 235308RA3-DALLAS TX INDEP SCH DIST 1,334,856 LMB9563G2-MEX BONOS PROTECC AHORRO 1,392,431 912810QP6-US TREAS-CPI INFLAT 1,437,067 912810FQ6-US TREAS-CPI INFLAT 1,437,179 EIB7MVPN0-ITALY BUONI POLIENNALI DEL TES 1,446,430 3137EADH9-FEDERAL HOME LN MTG CORP 1,491,000 912828WA4-U S TREASURY NOTE 1,597,008 3137EADM8-FEDERAL HOME LN MTG CORP 1,610,478 3135G0GY3-FEDERAL NATL MTG ASSN 1,619,248 EIB17NBL7-ITALY BUONI POLIENNACPI-INFLAT 1,641,863 AAB29HRS5-NEW SOUTH WALES TRECIB1-INFLAT 1,678,999 912828A59-U S TREASURY NOTE 1,693,098 AAB24GV08-AUSTRALIA GOVERNMENT BOND 1,701,528 DESCRIPTION ENDING BOOK VALUE/FMV 912810QF8-US TREAS-CPI INFLAT 1,755,226 912828WD8-U S TREASURY NOTE 1,764,702 59259NZH9-MET TRANSPRTN AUTH NY DEDICATE 1,815,366 01N022619-COMMIT TO PUR GNMA SF MTG 1,835,860 912828UU2-U S TREASURY NOTE 2,040,276 01F030413-COMMIT TO PUR FNMA SF MTG 2,041,020 01F032419-COMMIT TO PUR FNMA SF MTG 2,091,480 912828ET3-US TREAS-CPI INFLAT 2,131,091 912810QP6-US TREAS-CPI INFLAT 2,136,695 01F050627-COMMIT TO PUR FNMA SF MTG 2,165,780 01F050619-COMMIT TO PUR FNMA SF MTG 2,171,094 01F050619-COMMIT TO PUR FNMA SF MTG 2,171,094 31416BK72-FNMA POOL #0995018 2,196,922 912810RA8-US TREAS-CPI INFLAT 2,244,402 912828TE0-US TREAS-CPI INFLAT 2,432,250 912810QV3-US TREAS-CPI INFLAT 2,728,580 912828JX9-US TREAS-CPI INFLAT 2,798,014 912828GX2-US TREAS-CPI INFLAT 2,907,077 912828JE1-US TREAS-CPI INFLAT 2,918,059 912810PZ5-US TREAS-CPI INFLAT 2,936,261 912828HN3-US TREAS-CPI INFLAT 2,966,565 912810PV4-US TREAS-CPI INFLAT 2,972,835 912810PZ5-US TREAS-CPI INFLAT 3,142,861 EEB75GM79-SPAIN GOVERNMENT BOND 3,144,959 912828LA6-US TREAS-CPI INFLAT 3,163,934 912810PS1-US TREAS-CPI INFLAT 3,193,002 912828GD6-US TREAS-CPI INFLAT 3,319,386 912810PV4-US TREAS-CPI INFLAT 3,461,541 912828SQ4-US TREAS-CPI INFLATION INDEX 3,485,494 912810FD5-US TREAS-CPI INFLAT 3,506,722 912828QU7-U S TREASURY NOTE 3,509,695 912810QQ4-U S TREASURY BOND 3,580,500 EIB96T261-ITALY BUONI POLIENNACPI-INFLAT 3,622,479 912828SA9-US TREAS-CPI INFLAT 3,667,159 912828MF4-US TREAS-CPI INFLAT 3,708,525 912828ET3-US TREAS-CPI INFLAT 3,789,739 912810FS2-US TREAS-CPI INFLAT 3,809,632 912828FL9-US TREAS-CPI INFLAT 3,815,263 912828EA4-US TREAS-CPI INFLAT 3,820,052 912828MY3-US TREAS-CPI INFLATION INDEX 3,963,482 912828HN3-US TREAS-CPI INFLAT 3,996,585 DESCRIPTION ENDING BOOK VALUE/FMV 912810FH6-US TREAS-CPI INFLAT 3,998,899 912828VS6-U S TREASURY NOTE 4,033,302 912828DH0-US TREAS-CPI INFLAT 4,126,838 01F040610-COMMIT TO PUR FNMA SF MTG 4,130,156 01F040610-COMMIT TO PUR FNMA SF MTG 4,130,156 912828QB9-U S TREASURY NOTE 4,133,688 01F040610-COMMIT TO PUR FNMA SF MTG 4,135,938 912828DH0-US TREAS-CPI INFLAT 4,156,603 912828MY3-US TREAS-CPI INFLATION INDEX 4,156,819 912810EK0-U S TREASURY BOND 4,173,510 02R042611-COMMIT TO PUR FHLMC GOLD SFM 4,232,360 912828UR9-U S TREASURY NOTE 4,284,148 912828VB3-U S TREASURY NOTE 4,326,384 01F030629-COMMIT TO PUR FNMA SF MTG 4,734,000 912828UX6-US TREAS-CPI INFLAT 4,737,235 01F030611-COMMIT TO PUR FNMA SF MTG 4,747,070 912828RE2-U S TREASURY NOTE 4,775,616 EDB4JQ9S0-BUNDESREPUBLIK DEUTSI/L-INFLAT 5,160,341 01F042624-COMMIT TO PUR FNMA SF MTG 5,281,450 01F042616-COMMIT TO PUR FNMA SF MTG 5,331,445 01F042616-COMMIT TO PUR FNMA SF MTG 5,331,445 912810FR4-US TREAS-CPI INFLAT 5,430,722 912828A34-U S TREASURY NOTE 5,577,963 912828NM8-US TREAS-CPI INFLAT 5,679,731 912828WF3-U S TREASURY NOTE 5,682,615 912828A75-U S TREASURY NOTE 6,328,000 01F022618-COMMIT TO PUR FNMA SF MTG 6,334,440 912828PP9-US TREAS-CPI INFLAT 6,375,432 912828NM8-US TREAS-CPI INFLAT 6,412,039 912828QV5-US TREAS-CPI INFLAT 6,536,589 912828MF4-US TREAS-CPI INFLAT 6,722,485 912828SA9-US TREAS-CPI INFLAT 6,830,028 912828UH1-US TREAS-CPI INFLAT 6,952,589 912828TE0-US TREAS-CPI INFLAT 7,019,009 912828VM9-US TREAS-CPI 7,041,933 01F040628-COMMIT TO PUR FNMA SF MTG 7,205,625 01F040610-COMMIT TO PUR FNMA SF MTG 7,205,660 01F040610-COMMIT TO PUR FNMA SF MTG 7,217,656 912828RF9-U S TREASURY NOTE 7,267,536 912828QD5-US TREAS-CPI INFLAT 7,331,453 912828SQ4-US TREAS-CPI INFLATION INDEX 8,256,637 DESCRIPTION ENDING BOOK VALUE/FMV 912828UX6-US TREAS-CPI INFLAT 9,181,631 912810RA8-US TREAS-CPI INFLAT 9,906,459 912828RR3-U S TREASURY NOTE 10,212,615 01F032617-COMMIT TO PUR FNMA SF MTG 10,945,000 912828PP9-US TREAS-CPI INFLAT 11,102,136 01F040610-COMMIT TO PUR FNMA SF MTG 11,357,930 01F040610-COMMIT TO PUR FNMA SF MTG 11,357,930 912828BW9-US TREAS-CPI INFLAT 13,005,352 912828KD1-U S TREASURY NOTE 13,097,625 912828QD5-US TREAS-CPI INFLAT 13,466,505 01F040610-COMMIT TO PUR FNMA SF MTG 14,475,781 912828NT3-U S TREASURY NOTE 14,794,495 01N030612-COMMIT TO PUR GNMA SF MTG 15,451,200 912828LA6-US TREAS-CPI INFLAT 16,521,970 912828RE2-U S TREASURY NOTE 17,411,100 01F030611-COMMIT TO PUR FNMA SF MTG 18,036,700 912828VM9-US TREAS-CPI 18,656,571 912810PS1-US TREAS-CPI INFLAT 21,382,289 912810FR4-US TREAS-CPI INFLAT 22,898,764 912810FS2-US TREAS-CPI INFLAT 30,311,325 912828UX6-US TREAS-CPI INFLAT 33,049,546 01F040628-COMMIT TO PUR FNMA SF MTG 33,866,250 912828TR1-U S TREASURY NOTE 51,734,488 912828QV5-US TREAS-CPI INFLAT 53,921,345 912828TE0-US TREAS-CPI INFLAT 56,364,494 912828UH1-US TREAS-CPI INFLAT 70,430,656 ----------- TOTAL 218,918,878 |
| INVESTMENTS - CORPORATE STOCK | PART II - BALANCE SHEET, LINE 10B | DESCRIPTION ENDING BOOK VALUE/FMV EX82659AG-EURO STOXX 50 P INDEX (2,210,232) EX82659AE-EURO STOXX 50 P INDEX (1,182,267) EX82659AF-EURO STOXX 50 P INDEX (1,163,265) 99I0009AH-S & P 500 INDEX (SPX) (361,900) 7839979AN-S & P 500 4FLEX INDEX (290,831) 7839979AL-S & P 500 4FLEX INDEX (268,340) 7839959AZ-S & P 500 4FLEX INDEX (227,861) 99I1099AK-S & P 500 INDEX (SPX) (164,680) 99I0019AG-S & P 500 INDEX (SPX) (140,140) 7839979AQ-S & P 500 4FLEX INDEX (109,475) 7839959AX-S & P 500 4FLEX INDEX (108,511) 99I0009AL-S & P 500 INDEX (SPX) (80,100) 7839969MG-S & P 500 4FLEX INDEX (75,191) 7839979AU-S & P 500 4FLEX INDEX (67,687) 7839979AS-S & P 500 4FLEX INDEX (62,245) 7839979AW-S & P 500 4FLEX INDEX (59,934) 7839969MD-S & P 500 4FLEX INDEX (59,745) 7839969MJ-S & P 500 4FLEX INDEX (59,479) 99I0009MQ-S & P 500 INDEX (SPX) (46,800) 7839979MZ-S & P 500 4FLEX INDEX (37,835) 99I0019ML-S & P 500 INDEX (SPX) (20,930) 7839979MV-S & P 500 4FLEX INDEX (14,522) 7839979MW-S & P 500 4FLEX INDEX (12,541) 7839959MF-S & P 500 4FLEX INDEX (10,805) 99I0009MN-S & P 500 INDEX (SPX) (7,990) 99QACESH2-VAR UL GOLDLNPM INDEX (7,007) 99QABH9DA-INF FLR CPURNSA 216.687 @0 (5,585) 7839959ME-S & P 500 4FLEX INDEX (4,993) 99QABH9DA-INF FLR CPURNSA 216.687 @0 (3,794) 99QACJBN6-VARS LPH4 0.048400 DUB (3,080) 99QACHZR5-VARS LPH4 .050625 DUB (2,947) 99I1219MK-S & P 500 INDEX (SPX) (2,300) 99QACH606-VARS LPH4 0.0484 DUB (1,711) 99QABG9OB-INF FLOOR CPURNSA 215.949 (1,226) 99QABG9OD-INF FLR CPURNSA 215.949 (1,187) 99QACKES9-VARS GOLDLNPM 0.06125625 GST (555) EX99V19OA-PLTMLNPM INDEX (348) 99QABM9UE-INF FLR CPURNSA 217.965 @0 (303) 99QABM9UE-INF FLR CPURNSA 217.965 @0 (303) EX99V19OB-PLTMLNPM INDEX (46) DESCRIPTION ENDING BOOK VALUE/FMV EBB3B9KQ3-GDF SUEZ VVPR STRIP 6 7839959AY-S & P 500 4FLEX INDEX 8 7839959MD-S & P 500 4FLEX INDEX 36 99QACK0L9-VARS NGG 4 0.1521 MYC 122 99QACKNZ3-VARS GOLDLNPM 0.047961 MYC 280 7839979MT-S & P 500 4FLEX INDEX 318 7839959AC-S & P 500 4FLEX INDEX 375 99I1099AJ-S & P 500 INDEX (SPX) 460 7839979AV-S & P 500 4FLEX INDEX 571 7839979AT-S & P 500 4FLEX INDEX 599 99QACKZX5-VARS NGG 4 0.18275625 MYC 721 99QACKZW7-VARS NGG4 0.18705625 CBK 807 XXX-XX-XXXX-VORNADO REALTY TRUST 988 69360J685-PS BUSINESS PARKS INC 1,010 11120U105-BRIXMOR PROPERTY GROUP INC 1,017 23317H805-DDR CORP 1,045 99QACKER1-VARS SLVRLND 0.1089 GST 1,068 7839979MU-S & P 500 4FLEX INDEX 1,090 43300A104-HILTON WORLDWIDE HOLDINGS INC 1,113 XXX-XX-XXXX-DUKE RLTY CORP DEP SH REPSTG 1,133 XXX-XX-XXXX-VORNADO RLTY TR PFD SER G 1,151 XXX-XX-XXXX-URSTADT BIDDLE PROPERTIES INC 1,152 74460D125-PUBLIC STORAGE 1,155 99QACH580-VARS LAH4 0.038025 DUB 1,184 7839979MX-S & P 500 4FLEX INDEX 1,198 XXX-XX-XXXX-HUDSON PACIFIC PROPERTIES INC 1,311 99QACK0M7-VARS NGH4 0.156025 MYC 1,390 99QACKLT9-VARS GOLDLNPM 0.0484 MYC 1,507 99I1219MJ-S & P 500 INDEX (SPX) 1,840 99QACHZQ7-VARS LAH4 .04 DUB 1,866 99QACJWG8-VARS PLTMLNPM 0.0484 GST 1,888 99QACKT87-VARS NGG4 0.1764 JPM 1,903 99QACCT44-2014 AUG 06 1,967 99QACJBP1-VARS LAH4 0.038025 DUR 2,106 69360J719-PS BUSINESS PARKS INC 2,185 7839979AR-S & P 500 4FLEX INDEX 2,234 99I0009AM-S & P 500 INDEX (SPX) 2,700 7839979AX-S & P 500 4FLEX INDEX 2,856 7839979AM-S & P 500 4FLEX INDEX 3,235 23317H607-DDR CORP 3,273 99I0009AK-S & P 500 INDEX (SPX) 4,095 DESCRIPTION ENDING BOOK VALUE/FMV XXX-XX-XXXX-LIBERTY PROPERTY TRUST 5,081 99QAB9NK2-VARS GOLDLNPM 0.075625 JPM 5,114 99I0009MM-S & P 500 INDEX (SPX) 5,170 99QACJLH8-VARS GOLDLNPM 0.058806 USD 5,570 7839979AP-S & P 500 4FLEX INDEX 6,387 XXX-XX-XXXX-WEINGARTEN REALTY INVESTORS 6,807 49427F108-KILROY REALTY CORP 7,527 13466Y204-CAMPUS CREST COMMUNITIES INC 8,645 XXX-XX-XXXX-REGENCY CENTERS CORP 8,700 99I0009AJ-S & P 500 INDEX (SPX) 9,400 99QACESJ8-VARS SLVRLND 0.09150625 MYC 9,485 XXX-XX-XXXX-WEINGARTEN REALTY INVESTORS 9,597 99I1219MW-S & P 500 INDEX (SPX) 10,010 XXX-XX-XXXX-TAUBMAN CENTERS INC 10,405 30225T102-EXTRA SPACE STORAGE INC 10,533 XXX-XX-XXXX-BROOKFIELD OFFICE PROPERTIES 10,588 XXX-XX-XXXX-CBL & ASSOC PPTYS INC DEP SHS 10,688 33610F307-FIRST POTOMAC REALTY TRU 12,080 XXX-XX-XXXX-CUBESMART 12,752 XXX-XX-XXXX-DUKE REALTY CORP 13,085 XXX-XX-XXXX-TAUBMAN CENTERS INC 13,895 99I0009MP-S & P 500 INDEX (SPX) 15,300 7839979MY-S & P 500 4FLEX INDEX 15,410 XXX-XX-XXXX-ALEXANDRIA REAL ESTATE EQUITIE 15,905 XXX-XX-XXXX-REGENCY CENTERS CORP 16,205 XXX-XX-XXXX-TAUBMAN CENTERS INC 17,578 78440X101-SL GREEN REALTY CORP 18,476 25960P109-DOUGLAS EMMETT INC 19,331 XXX-XX-XXXX-SUNSTONE HOTEL INVESTORS INC 19,564 22002T884-CORPORATE OFFICE PROP TR 19,924 74965L101-RLJ LODGING TRUST 20,186 XXX-XX-XXXX-UDR INC 20,782 23317H102-DDR CORP 21,211 XXX-XX-XXXX-ESSEX PROPERTY TRUST INC 21,527 7839969MH-S & P 500 4FLEX INDEX 21,966 59560V109-MID-CON ENERGY PARTNERS LP 22,484 XXX-XX-XXXX-BOSTON PROPERTIES INC 25,093 09063H107-BIOMED REALTY TRUST INC 27,361 7839969ME-S & P 500 4FLEX INDEX 29,036 XXX-XX-XXXX-GENERAL GROWTH PROPERTIES INC 29,503 49446R109-KIMCO REALTY CORP 33,180 DESCRIPTION ENDING BOOK VALUE/FMV 42217K106-HEALTH CARE REIT INC 33,213 92276F100-VENTAS INC 34,941 XXX-XX-XXXX-MACERICH CO/THE 37,925 49446R828-KIMCO REALTY CORP 38,096 03748R101-APARTMENT INVESTMENT & MANAGEM 38,761 7839969MF-S & P 500 4FLEX INDEX 39,292 XXX-XX-XXXX-VORNADO REALTY TRUST 39,956 EXBCKFJS9-ROLLS ROYCE HOLDINGS 40,425 74460D109-PUBLIC STORAGE 40,640 44107P104-HOST HOTELS & RESORTS INC 40,746 XXX-XX-XXXX-GENERAL GROWTH PROPERTIES INC 44,330 XXX-XX-XXXX-AVALONBAY COMMUNITIES INC 54,977 40414L109-HCP INC 56,659 EEB3Y5WX2-GRIFOLS SA 64,131 74340W103-PROLOGIS INC 69,577 29476L107-EQUITY RESIDENTIAL 73,137 XXX-XX-XXXX-CUBESMART 77,965 85254J201-STAG INDUSTRIAL INC 82,336 53224V100-LIFELOCK INC 82,821 XXX-XX-XXXX-SIMON PROPERTY GROUP INC 103,012 XXX-XX-XXXX-GRIFOLS SA 236,261 XXX-XX-XXXX-COTY INC CL A 263,962 ED4647316-AXEL SPRINGER SE 287,195 G5480U120-LIBERTY GLOBAL PLC SHS CL C 318,392 FB6368369-BANGKOK BANK PCL 352,100 74972G103-RPX CORP 447,394 N63218106-NIELSEN HOLDINGS NV 552,653 EXB9574H1-HSBC BANK IDX/LKD 554,358 92763W103-VIPSHOP HOLDINGS LTD 621,575 65487X102-NOAH HOLDINGS LTD 706,734 FJ6658804-OLYMPUS CORP Y50 785,729 FMB4KJWS7-GLOBAL LOGISTIC PROPERTIES LTD 835,459 FA6984381-YAGEO CORP 870,071 FKB29ZGV3-KEPCO PLANT SERVICE & 1,040,855 KSB3V5GG2-MASSMART HOLDINGS LTD 1,072,246 KN6637282-NIGERIAN BREWERIES NGN0.50 1,074,007 SD4713493-ROCKWOOL INTL B SHS DKK10 1,110,523 FMB57GTL4-PARKSON RETAIL ASIA LTD 1,112,435 FL6709099-BANK RAKYAT INDONESIA PERSERO 1,191,451 FM6434910-HONGKONG LAND HLDGS LTD ORD 1,193,977 ESB1YD5Q3-ACTELION CHF0.5 (REGD)(POST 1,199,534 DESCRIPTION ENDING BOOK VALUE/FMV FP6919517-UNIVERSAL ROBINA CORP ORP PHP1 1,216,891 71654V101-PETROLEO BRASILEIRO SA 1,226,586 EF4061414-LVMH MOET HENNESSY EUR0.30 1,230,045 FNB3RZ1Q2-CAPITAMALLS MALAYSIA TRUST 1,256,303 FK6772677-SAMSUNG TECHWIN KRW5000 1,289,651 FHB1G1QD8-INDUSTRIAL & COMMERCIAL BANK O 1,307,677 FK6771729-SAMSUNG ELECTRONICS CO LTD 1,320,843 EXBGLC9J7-HSBC BANK EZNOTE042 1,340,976 FC6043648-YANTAI CHANGYU PIONEER WINE CO 1,363,831 XXF316C4S-DJ EURO STOXX 50 FUTURE (EUX) 1,431,897 23324D201-DG FDG TR PFD SECS % 144A 1,578,925 FH6267352-HONG KONG EXCHANGES & CLEARING 1,580,866 FP6685662-PHILIPPINE LONG DISTANCE 1,581,309 FJ6661147-ORIX CORP Y50 1,583,319 FH6771031-SHANGRI-LA ASIA ORD HK$1 1,630,220 EEB01SPF1-GRIFOLS SA EUR0.5 1,668,416 FP6222631-PHILWEB. COM INC PHPO.01 1,727,409 FP6725617-PHILIPPINE STOCK EXCHANGE PHP1 1,885,230 LM2392479-GRUPO BIMBO SAB DE CV SER'A' 1,891,346 EXBDVZYZ8-ROYAL MAIL PLC 1,918,297 FNB03J9L3-AIRASIA BHD 1,982,922 EX0884703-TESCO ORD 5P 2,060,418 XXX-XX-XXXX-SCHLUMBERGER LTD 2,072,710 FH6193764-CHINA RESOURCES LAND LTD 2,092,108 13645T100-CANADIAN PACIFIC RAILWAY LTD 2,103,802 EXB85KYF5-INTERCONTINENTAL HOTELS GROUP 2,104,841 FPB247XZ1-MANILA ELECTRIC CO PHP10 2,183,260 FJ6640380-DENSO CORPORATION NPV 2,233,623 EX0709959-PRUDENTIAL PLC GBP0.05 2,239,505 FHB5B23W5-SANDS CHINA LTD 2,313,812 EX0237407-DIAGEO ORD 28 101/108P 2,315,901 EBB0LKSK8-TELENET GROUP HOLDING NPV 2,333,664 EF4682326-PERNOD-RICARD EUR1.55 2,354,962 71654V408-PETROLEO BRASILEIRO SA 2,355,953 FPB5VJH78-BDO UNIBANK INC 2,386,365 FP6040371-PHILIPPINE SEVEN PHP1 2,414,035 XXX-XX-XXXX-COCA-COLA CO/THE 2,450,551 FA6292488-LUNG YEN LIFE SERVICE CORP 2,511,249 ESB545MG7-SWISS RE LTD 2,512,104 LB2516717-LOJAS AMERICANAS SA 2,531,935 EX0575806-MEGGITT ORD5P 2,542,289 DESCRIPTION ENDING BOOK VALUE/FMV EB5596995-UCB S A NPV 2,574,597 FP6147101-ALLIANCE GLOBAL GP PHP1 2,578,169 FJ6660107-ONO PHARMACEUTICAL CO Y50 2,620,037 ED5120677-HEIDELBERGCEMENT AG 2,632,810 KSB1YW0L0-ANGLO AMERICAN USD0.54 (POST 2,655,733 ENB12T3J2-UNILEVER NV CVA EUR0.16 2,690,926 FN6188191-MALAYSIA AIRPORTS HLDGS BHD 2,741,374 FM6269704-GOODPACK SGD0.01 2,775,345 ESB18YFJ1-UBS AG CHF0.1 (POST 2,843,915 KSB030GJ4-STANDARD BANK GROUP LTD/SOUTH 2,850,953 FKB04S946-CJ CGV KRW500 2,898,612 ENB7QNZW2-ZIGGO BV 2,902,936 FK6180236-S-1 CORPORATION 2,908,153 FN6455277-IGB CORP BERHAD MY$0.50-MSE 2,941,387 IC4519448-KOMERCNI BANKA ORD CZK500 3,004,508 ETB03MYT9-TUPRAS(T PETR REF) TRY1 3,111,882 KE6243891-COMMERCIAL INTL BANK(EGYPT) 3,201,651 ENB929F49-ASML HOLDING NV EUR0.09 3,210,008 ENB1YY4B2-UNIBAIL-RODAMCO EUR5 3,291,962 KS6079120-BARLOWORLD LTD ZAR0.05 3,307,742 ES7184728-SWATCH GROUP CHF2.25 (BR) 3,346,035 LB2257122-VALE SA 3,469,789 FHB01CT31-TENCENT HOLDINGS LTD 3,553,019 EDB09DHL4-MTU AERO ENGINES AG 3,572,079 XXX-XX-XXXX-JOHNSON & JOHNSON 3,589,229 EXB70FPS5-JOHNSON MATTHEY ORD GBP1.04761 3,630,920 EXB16GWD5-VODAFONE GROUP 3,648,445 EX0540529-HSBC HLDGS ORD USD0.50 (UK) 3,705,631 EX3180943-LAND SECS GP ORD GBP0.10 REITS 3,733,989 FHB433990-GUANGZHOU AUTOMOBILE GROUP CO 3,812,755 40049J206-GRUPO TELEVISA SA 3,862,296 FUB01RM28-EMAAR PROPERTIES COMPANY AED1 3,925,614 LBB04M7D4-FIBRIA CELULOSE SA 3,992,945 ED5076705-HENKEL AG & CO KGAA 4,002,925 FA6438560-HON HAI PRECISION INDUSTRY CO 4,015,251 EXB8KF9B6-WPP PLC ORD GBP0.10 4,019,157 FJ6466984-IHI CORP Y50 4,038,723 FK6497119-CJ KOREA EXPRESS CORP5000 4,130,668 XXX-XX-XXXX-MCDONALD'S CORP 4,138,718 XXX-XX-XXXX-STATE STREET CORP 4,224,769 ED5107401-BEIERSDORF AG NPV 4,256,355 DESCRIPTION ENDING BOOK VALUE/FMV 88031M109-TENARIS SA 4,257,940 ED4031974-ADIDAS AG 4,269,747 XXX-XX-XXXX-ITAU UNIBANCO HOLDING SA 4,459,251 ED5294126-MUENCHENER RUECKVERSICHERUNGS 4,552,160 FKB7T5KQ2-HANKOOK TIRE CO LTD/NEW 4,597,234 FK6397509-SHINHAN FINANCIAL GROUP CO LTD 4,616,383 FH6081696-BEIJING ENTERPRISE HLDGS H SHS 4,636,563 KS6113481-TRUWORTHS INTL ZAR0.00015 4,816,677 FK6451058-HYUNDAI MTR CO 4,871,629 G5480U104-LIBERTY GLOBAL PLC 4,928,731 ES7103066-NOVARTIS AG CHF0.50 (REGD) 5,072,985 G2554F113-COVIDIEN PLC 5,261,066 EF7294335-ZODIAC AEROSPACE NPV 5,330,138 48125D548-JPMORGAN CHASE BK NA LONDON 5,593,484 40049J206-GRUPO TELEVISA SA 5,677,865 FJ6619509-NGK INSULATORS Y50 5,702,868 EF4834109-SCHNEIDER ELECTRIC SA 5,745,975 02364W105-AMERICA MOVIL SAB DE CV 5,858,625 48125D597-TATA CONSULTANCY SERVICES LTD 5,860,376 FH6073552-CHINA MOBILE LTD 5,905,246 XXX-XX-XXXX-AMERICAN EXPRESS CO 6,059,494 FJ6900644-TOYOTA MOTOR CORP NPV 6,279,206 EFB1Y9TB7-DANONE 6,314,239 XXX-XX-XXXX-US BANCORP 6,597,966 EX0483548-SABMILLER PLC 6,650,647 EB4755311-ANHEUSER-BUSCH INBEV NV 6,818,790 FA6889101-TAIWAN SEMICONDUCTOR MFG 6,860,235 FJ6435146-HONDA MOTOR CO NPV 7,143,542 57636Q104-MASTERCARD INC 7,349,542 ENB12T3J2-UNILEVER NV CVA EUR0.16 7,559,499 ES7110384-ROCHE HLDG AG GENUSSCHEINE NPV 7,591,865 ED4617855-DEUTSCHE POST AG NPV (REGD) 7,719,633 XXX-XX-XXXX-WAL-MART STORES INC 8,257,965 ES7123874-NESTLE SA 8,277,134 EF5671732-SANOFI 8,283,764 EXB63H842-ROLLS-ROYCE HLDGS PLC 8,483,809 XXX-XX-XXXX-BANK OF NEW YORK MELLON CORP/T 8,587,693 FHB4TX8S5-AIA GROUP LTD 8,688,315 38259P508-GOOGLE INC 9,108,010 XXX-XX-XXXX-WELLS FARGO & CO 9,223,282 FK6771729-SAMSUNG ELECTRONICS CO LTD 9,639,817 DESCRIPTION ENDING BOOK VALUE/FMV XXX-XX-XXXX-YUM! BRANDS INC 9,765,183 25490A309-DIRECTV 9,900,303 ES7123874-NESTLE SA 9,932,634 EX0884703-TESCO ORD 5P 10,222,520 ED5069213-BAYER AG ORD NPV 10,351,276 ED5740813-LINDE AG NPV 10,665,688 92826C839-VISA INC 10,985,250 87612E106-TARGET CORP 11,399,482 XXX-XX-XXXX-LOWE'S COS INC 11,405,469 XXX-XX-XXXX-BAIDU INC/CHINA 11,459,207 XXX-XX-XXXX-MICROSOFT CORP 13,310,104 68389X105-ORACLE CORP 13,326,379 XXX-XX-XXXX-EBAY INC 14,961,137 XXX-XX-XXXX-COMMINGLED FUNDS 2,104,329,183 ------------- TOTAL 2,742,778,912 |
| INVESTMENTS - CORPORATE BONDS | PART II - BALANCE SHEET, LINE 10C | DESCRIPTION ENDING BOOK VALUE/FMV 99QACG5W9-CCP_IRS R 2.65% CME (337,821) 99QAB9NJ5-INF_R CPURNSA P 2.5% BPS (226,733) 99F167C6C-90DAY EURODOLLAR FUTURE (CME) (201,196) 99QACJ9PA-IRS R US0003M P 2% 04/04/14 (197,314) 99QACANK8-IRS_INF R CPURNSA P 2.25% BPS (193,296) 99QACG9Q8-COM FWD JETNWE CAL14-960 CBK (168,265) 99QACDFF2-CCP_IRS USD-FED FUNDS RATE CME (135,965) 99F167C7C-90DAY EURODOLLAR FUTURE (CME) (115,331) 99F249I4I-NATURAL GAS FUTURE (NYM) (110,836) 99QAASV14-CDS_SP UL CMBX.NA.AAA-3 (110,796) 99F9269OE-EURO$ 3YR MID-CRV FUT MAR 17 (97,500) 99F167L5C-90DAY EURODOLLAR FUTURE (CME) (89,913) AA9QCG1Y8-CCP_IRS AUD-BBR-BBSW 6M CME (88,123) 99F9269OE-EURO$ 3YR MID-CRV FUT MAR 17 (88,000) 99QACK9OB-IRO R US0006M P 1.8% 030519 (78,952) 99QACHP47-IRS_R CPURNSA P 2.095% (75,636) LB9QCHQA7-IRS ZCS_P BZDIOVRA R 8.86% (73,621) FJ9QCT5Y2-CCP IRS JPY-LIBOR-BBA 6M CME (73,011) 99QACK9QF-IRO R US0003M P 3.9% 05/21/24 (70,283) LB9QC5M82-ZCS R 11.47% P CDI (69,397) NA9QC9N67-CDS SP UL BERKSHIRE HATHAWAY (66,158) 99F167F5C-90DAY EURODOLLAR FUTURE (CME) (61,938) 99F167C6C-90DAY EURODOLLAR FUTURE (CME) (61,641) 99F167C6C-90DAY EURODOLLAR FUTURE (CME) (60,021) 99F167C5C-90DAY EURODOLLAR FUTURE (CME) (59,525) 99F600E4X-WTI CRUDE FUTURE (ICE) (59,050) 99QACJVM6-IRS_INF R CPURNSA P 2.033% (56,100) LB9QCTNQ9-IRS ZCS_P BRAZIL CETIP INTERBK (53,444) 99QACJ9OM-IRO R US0003M P 2% 03/05/19 (52,509) 99F191H4X-BRENT CRUDE OIL FUTURE (ICE) (52,070) LB9QCYQK8-IRS ZCS P BZDIOVRA R 8.495% (51,626) LB9QCSGA4-IRS ZCS P BZDIOVRA R 7.55% GLM (49,331) 99F167F6C-90DAY EURODOLLAR FUTURE (CME) (48,487) 99F191B5X-BRENT CRUDE OIL FUTURE (ICE) (47,780) LB9QCTNN6-IRS ZCS_P BRL CETIP INTEREBANK (46,275) LB9QCVSN6-IRS BRL ZCS R 7.9-CDI (41,037) 99F191G4X-BRENT CRUDE OIL FUTURE (ICE) (37,540) 99F249K4I-NATURAL GAS FUTURE (NYM) (36,321) 99QACCVH2-IFL L UL CPI URBAN CONSUMERS (33,449) 99QACKEU4-CCP_IRS USD-LIBOR-BBA 3M CME (31,995) DESCRIPTION ENDING BOOK VALUE/FMV 99F167I6C-90DAY EURODOLLAR FUTURE (CME) (31,524) 99QACHGJ4-IFL L UL URBAN CONSUMERS NSA (29,804) 99F185E4I-CRUDE OIL FUTURE (NYM) (29,360) LB9QCW9U9-IRS ZCS P BZDIOVRA R 8.935% (27,136) 99QACJ9OE-IRO R US0003M P 1.9% 3/19/19 (25,790) 99QACJW37-IRS INF R CPURNSA P 1.73% (25,039) LB9QCXDC2-IRS ZCS P BZDIOVRA R 8.90% (24,787) FJ9QCT5X4-CCP_IRS JPY-LIBOR-BBA 6M CME (23,771) 99QAB9GR5-IRS INF_R CPURNSA P 2.5% DUB (22,469) 99F210C4X-RED WHEAT FUTURE (MGE) (22,225) LB9QC7KW7-ZCS R 10.91% P CDI (21,759) 99QACGZW6-COM FWD HSFOCO CAL14-10.10 MYC (18,297) LB9QCTUQ1-IRS_ZCS BRAZIL CETIP INTERBANK (15,758) 99F167F5C-90DAY EURODOLLAR FUTURE (CME) (15,126) 99QACJ9OH-IRO R US0003M P 2.9% 03/19/24 (13,982) 99QACJ9OJ-IRO R US0003M P 3.1% 03/05/24 (13,826) 99QACJ9QC-IRS R US0003M P 1.9% 05/08/19 (13,745) LB9QC60T8-ZCS R 10.91% P BRL CDI (13,211) 99F167F6C-90DAY EURODOLLAR FUTURE (CME) (12,919) 99F191F4X-BRENT CRUDE OIL (ICE) (12,780) LB9QCSHS4-IRS ZCS_P BZDIOVRA R 7.585% BO (12,354) 99QACH9MA-IRS P US0003M R 2% 01/29/19 (11,089) 99QACJ9OC-IRS_P USD LIBOR 6M R 2% 4/4/17 (10,531) 99F167L5C-90DAY EURODOLLAR FUTURE (CME) (9,959) 99F206B4H-GOLD 100 OZ FUTURE (CMX) (9,540) LB9QCVSZ9-IRS BRL ZCS R 8.27-CDI (9,012) LB9QCRSD7-IRS ZCS_P BRL CDI R 7.775% (8,541) 99F1859EG-CRUDE OIL FUTURE (NYM) (8,460) 99F9269OE-EURO$ 3YR MID-CRV FUT MAR 17 (8,000) 99QACG9MD-IRS R US0003M P 3.5% 01/29/202 (7,739) LM9QCL7M9-IRS P MXN-TIIE-BANXICO 28D (7,436) 99F167I5C-90DAY EURODOLLAR FUTURE (CME) (7,050) 99F2069MA-GOLD 100 OZ FUTURE FEB 14 (6,900) AA9QCVQX0-CCP IRS AUD 6MBBS BBSW (6,546) 99F196B4I-GASOLINE RBOB FUT (NYM) (6,360) 99F246C6I-NATURAL GAS SWAP FUTURE (NYM) (6,190) 99F246D6I-NATURAL GAS SWAP FUTURE (NYM) (6,110) 99QACJ9PA-IRS R US0003M P 2% 04/04/14 (6,097) 99F185H5I-CRUDE OIL FUTURE (NYM) (6,000) 99F9619VA-PLATINUM FUTURE (OTC) OCT 14 (5,961) LB9QCV9A5-IRS ZCS P BZDIOVRA R 8.56% (5,796) DESCRIPTION ENDING BOOK VALUE/FMV 99F246E6I-NATURAL GAS SWAP FUTURE (NYM) (5,730) LM9QCGTQ7-IRS P MXN-TIIE-BANXICO 28D (5,720) 99QACJ9MA-IRS USD R 1.80% 01-29-14 5Y (5,634) 99F246F6I-NATURAL GAS SWAP FUTURE (NYM) (5,310) 99F246H6I-NATURAL GAS SWAP FUTURE (NYM) (5,150) LB9QCW673-IRS ZCS P BZDIOVRA R 9.14% (5,111) 99F246G6I-NATURAL GAS SWAP FUTURE (NYM) (5,110) 99F246I6I-NATURAL GAS SWAP FUTURE (NYM) (4,710) LB9QC1366-IRS ZCS P BZDIOVRA R 10.91% (4,663) 99QAB49PJ-IRS P US0003M R 2.85% 04/16/19 (4,434) 99QACJ1R8-IRS R CPURNSA P 1.935% (4,241) 99QACJ9OP-IRO R US0003M P 3.1% 030524 (4,148) 99F195I4A-WHEAT FUTURE (CBT) (4,145) LM9QCMEB3-IRS P MXN-TIIE-BANXICO 28D (4,004) 99QACJ0V0-IRS INF R CPURNSA P 1.86% (3,613) 99F246J6I-NATURAL GAS SWAP FUTURE (NYM) (3,610) 99QACJRK5-COM FWD WH5 714.5 02/19/15 DUB (3,275) 99QACJRN9-COM FWD WH5 714.5 02/19/15 DUB (3,275) XX9QC6PC7-CCP_IRS EUR-EURIBOR-6M CME (3,222) 99F600B5X-WTI CRUDE FUTURE (ICE) (3,180) 99F167L6C-90DAY EURODOLLAR FUTURE (CME) (3,075) 99QACJN11-COM FWD GOCO CAL14-16.92 MYC (3,037) 99F2069AD-GOLD 100 OZ FUTURE FEB 14 (3,000) 99F249D5I-NATURAL GAS FUTURE (NYM) (2,988) 99F249D4I-NATURAL GAS FUTURE (NYM) (2,800) XXF210I5J-3MO EURO EURIBOR FUTURE (LIF) (2,601) LB9QCW137-ZCS_P BRL-CDI 1D (2,468) XXF210F5J-3MO EURO EURIBOR FUTURE (LIF) (2,067) LB9QCGDV7-IRS_ZCS P BZDIOVRA R 8.63% (2,029) 99F1859MC-CRUDE OIL FUTURE FEB 14 (1,950) 99F191K4X-BRENT CRUDE OIL (ICE) (1,930) XX9QCV9CK-IRS R EUR006M P 0.4% 03/14/15 (1,637) LB9QC7TF5-ZCS R 10.91% P CDI (1,554) XXF210C5J-3MO EURO EURIBOR FUTURE (LIF) (1,533) 99F9619VB-PLATINUM FUTURE (OTC) OCT 14 (1,499) 99F246L5I-NATURAL GAS SWAP FUTURE (NYM) (1,460) 99QACKGK4-IRS INF R CPURNSA P 1.845% (1,412) 99F246B6I-NATURAL GAS SWAP FUTURE (NYM) (1,390) 99QACJYG6-IRS INF R US CPI UCN P 2.1725% (1,339) 99F167L4C-90DAY EURODOLLAR FUTURE (CME) (1,338) 99F249I5I-NATURAL GAS FUTURE (NYM) (1,260) DESCRIPTION ENDING BOOK VALUE/FMV 99F246K6I-NATURAL GAS SWAP FUTURE (NYM) (1,050) XXF210L4J-3MO EURO EURIBOR FUTURE (LIF) (982) 99QACK9CB-IRO R US0006M P 1.4% 030519 (947) XX9QC79CA-CDS SWOP DJ ITRAXX20EU2 122018 (782) LB9QC6YL8-ZCS R 10.91% P CDI (777) 99QACK9AA-COM FWD NR CAL16 4.25 123116 (750) XX9QBMBB0-CDS SP UL UNITED STATES OF AM (562) 99QACJ9EB-IRO R US0003M P 1.4% 05/08/19 (550) 99QACH9CB-CDS SP CDX.O P 1.00 IG21 5Y (473) 99QACJ9EA-IRO R US0003M P 1.4% 05/08/19 (432) 99F246K4I-NATURAL GAS SWAP FUTURE (NYM) (420) 99F1859AF-CRUDE OIL FUTURE FEB 14 (420) 99F1859AH-CRUDE OIL FUTURE (NYM) (420) 99F1859MA-CRUDE OIL FUTURE FEB 14 (400) 99QACKGF5-IRS INF R CPURNSA P 1.825% (387) XX9QCV9ON-IRS R EUR006M P 0.4% 03/14/15 (365) XX9QCV9CM-IRS R EUR006M P 0.4% 03/14/15 (298) XX9QCV9CL-IRS R EUR006M P 0.4% 03/14/15 (298) 99QACH9CC-CDS SP CDX.O P 1.00 IG21 5Y (284) 99QACJ9DF-COM FWD CTK4 110 04-14-13 MYC (280) 99F1859AC-CRUDE OIL FUTURE FEB 14 (250) 99QACH9OG-CDS SP CDX.O P 1.00 IG21 5Y (223) 99QACG9MD-IRS R US0003M P 3.5% 01/29/202 (221) 99QACJ9CA-IRS P USD 5Y 1.3 03/19/19 (191) 99QACKQZ0-IFL L UL CPI URBAN CONSUMERS N (189) 99F1809NB-SOYBEAN FUTURE MAR 14 (175) 99F1859ME-CRUDE OIL FUTURE (NYM) (170) 99F184E4X-COTTON NO 2 FUTURE (NYB) (170) XX9QC79OB-CDS SWOP DJ ITRAXX20EU2 122018 (136) 99QACH9OH-CDS SP CDX.O P 1.00 IG21 5Y (134) 99QAA5HW2-CDS_SP DJ.CDX.IG7 (106) 99QACJ9CF-IRO R US0003M P 2.6% 03/05/24 (101) 99QACJ9CG-IRS R US0003M P 2.65% 030514 (99) 99QACH9AC-IRS R US0003M P 1.4% 01/29/19 (68) XX9QCV9OP-IRS R EUR006M P 0.4% 03/14/15 (66) XX9QCV9OQ-IRS R EUR006M P 0.4% 03/14/15 (66) 99QACJ9CE-IRS_P USD0003M R 2.5% 3/5/24 (56) 99F186D4X-SUGAR #11 WORLD FUTURE (NYB) (37) 99QACJ9CC-IRO R US0003M P 2.4% 03/19/24 (28) 99QACG9KC-IRS R US0003M P 2.5% 01/29/24 (19) 99QACJ9AA-IRS USD R 1.30% 01-29-14 5Y (1) DESCRIPTION ENDING BOOK VALUE/FMV 99QACG9KC-IRS R US0003M P 2.5% 01/29/24 (1) 99QACH7V7-CCP CDX SP UL CDX IG21 5Y (0) 39539HAA8-GREENPOINT MORTGAGE F AR8 1A1A 1 LM9QBTN86-IRS P MXN-TIIE-BANXICO 28D 43 99QACKWG5-INF L UL CPI URBAN CONSUMERS 76 99F246A6I-NATURAL GAS SWAP FUTURE (NYM) 80 99F273D4J-WHITE SUGAR (LIF) 115 99F167I5C-90DAY EURODOLLAR 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21,508 99QACG616-CCP_IRS R 1.5% 23,119 99F180E4A-SOYBEAN FUTURE (CBT) 24,066 LB9QCADA6-IRS ZCS_P_BZDIOVRA R 9.93% 24,854 362341RX9-GSR MORTGAGE LOAN TRUS AR6 2A1 25,481 LM9QCCSA2-IRS P MXN-TIIE-BANXICO 28D 25,828 EFF958C4S-EURO-OAT FUTURE (EUX) 27,435 DESCRIPTION ENDING BOOK VALUE/FMV NA9QBHEW3-CDS SP UL BANK OF AMERICA COR 27,724 AA9QCD4G1-CCP_IRS AUD-BBR-BBSW 6M CME 28,385 99F185K4I-CRUDE OIL FUTURE (NYM) 29,746 05948X4W8-BANC OF AMERICA MORTGAGE 2 5A1 29,905 99F195C4A-WHEAT FUTURE (CBT) 30,238 99F167I5C-90DAY EURODOLLAR FUTURE (CME) 31,628 LB9QCABK6-IRS ZCS_P BZDIOVRA R 9.94% 36,155 XX9QCVSS4-IFL L UL FRANCE CPI EX TOBACCO 36,173 99QAB49PK-IRS P US0003M R 3.875% 4/16/44 38,313 99QAB1Q91-CDS_SP UL PEOPLES REP OF CHINA 39,866 99F990C4A-USD IRS 5YR PRIM FUTURE (CBT) 41,794 74160MDL3-PRIME MORTGAGE TRUST 2 CL1 1A2 41,855 XX9QC14T4-IFL L UL FRANCE CPI EX TOBACCO 43,487 99F980C4A-USD IRS 30YR PRIM FUT (CBT) 46,102 39538WEA2-GREENPOINT MORTGAGE FU AR5 1A1 48,458 NA9QCNA37-CDS SP UL METLIFE INC. 48,984 86358RW45-AMORTIZING RESIDENTIAL C BC4 A 49,795 LB9QB7521-IRS_ZCS P BZDIOVRA R 10.135% 53,949 NA9QCM956-CDS SP UL THE GOLDMAN SACHS G 55,600 07387AFZ3-BEAR STEARNS ARM TRUST 12 13A1 55,811 99QACKEX8-COM FWD LLSBRT CAL14 10.25 DUB 56,732 NA9QCNCK7-CDS SP UL MORGAN STANLEY 61,183 99F180C4A-SOYBEAN FUTURE (CBT) 62,455 251591AT0-DDR CORP 70,345 99F600H4X-WTI CRUDE FUTURE (ICE) 70,460 92922F4M7-WAMU MORTGAGE PASS T AR13 A1A1 73,639 LB9QCACF6-IRS ZCS_P BZDIOVRA R 9.93% 77,593 105340AB9-BRANDYWINE OPERATING PARTNERSH 77,723 5899296J2-MERRILL LYNCH MORTGAGE I G A4A 78,248 XX9QCV7A6-IFL_L UL FRANCE CPI EX TOBACCO 78,375 NA9QCNCM3-CDS SP UL BANK OF AMERICA COR 79,297 AA9QBDZG8-IRS P AUD-BBR-BBSW 6M 79,791 126670JY5-CHL MORTGAGE PASS-TH HYB9 3A2A 83,680 NA9QCM998-CDS SP UL CITIGROUP INC. 84,135 17307GW79-CITIGROUP MORTGAGE LOAN 11 A2A 85,851 59022CAA1-MERRILL LYNCH & CO INC 86,032 12803W2A0-CAIXA ECONOMICA FEDERAL 144A 92,875 99F249C4I-NATURAL GAS FUTURE (NYM) 94,231 79549AXP9-SALOMON BROTHERS MORTGA UP2 A1 97,989 44328MAJ3-HSBC BANK PLC 144A 100,074 05956NAB8-BANCO DE CREDITO E INVERS 144A 100,219 DESCRIPTION ENDING BOOK VALUE/FMV 45974VB49-INTERNATIONAL LEASE FINANCE CO 101,750 063679BV5-BANK OF MONTREAL 144A 103,380 92343VBN3-VERIZON COMMUNICATIONS INC 103,404 500630BW7-KOREA DEVELOPMENT BANK/THE 104,246 369668AA6-GENERAL ELECTRIC CAPITAL 144A 104,738 92343VBM5-VERIZON COMMUNICATIONS INC 105,150 22545XAD5-COMMERCIAL MORTGAGE PASS C1 A3 105,168 026874AX5-AMERICAN INTERNATIONAL GROUP I 107,104 07386HVS7-BEAR STEARNS ALT-A TRUS 7 22A1 108,869 46630JAC3-JP MORGAN CHASE COMMER LDPX A3 109,696 55312TAD5-ML-CFC COMMERCIAL MORTGAG 6 A4 109,998 NAB4WY1S2-TNK-BP FINANCE SA 110,500 761118HU5-RALI SERIES 2005-QO2 TR QO2 A1 111,546 00163MAJ3-PROLOGIS LP 112,622 4041A2AH7-HBOS PLC 144A 113,113 XX9QC8WA9-IFL S UL CPI EX TOBACCO 119,132 AA9QBDZB9-IRS P AUD-BBR-BBSW 6M 119,686 99QAB0RY7-CCP_CDX IG16 5Y CME 122,874 64352VEM9-NEW CENTURY HOME EQUITY L 5 M5 127,166 ENB0LN539-WOOD STREET CLO 1 BV I A REGS 134,031 41161PSV6-HARBORVIEW MORTGAGE LOAN 9 B1 139,450 99QAB29L1-CCP_IRS USD-LIBOR-BBA 3M CME 144,381 22545RAB2-CREDIT SUISSE MOR TF2A A2 144A 146,952 EF9QC5F89-IFL S FRANCE CPI EX TOBACCO 147,857 02660TCS0-AMERICAN HOME MORTGAGE IN 4 4A 150,026 75405TAA7-RAS LAFFAN LIQUEFIED NATURAL G 152,338 362341XG9-GSR MORTGAGE LOAN TRUS AR7 6A1 163,915 06051GDM8-BANC OF AMERICA FUNDING 2 D A1 178,882 EXB12Q6Z7-LEEK FINANCE NUMBER SE 17X A2A 179,022 99QACG9R6-COM FWD JETNWE CAL14-960 CBK 191,140 07384MZV7-BEAR STERNS ARM TRUST 20 8 4A1 196,580 99QACHWS6-CCP_IRS USD-LIBOR-BBA 3M CME 198,179 46115HAC1-INTESA SANPAOLO SPA 144A 200,584 NAB58RV25-ABBEY NATIONAL TREASURY SERVIC 200,879 99QACGR47-CCP_IRS R US0003M P 3.50% 201,637 345397WC3-FORD MOTOR CREDIT CO LLC 205,168 88522RAA2-THORNBURG MORTGAGE SECURI 5 A1 208,679 78442FCG1-SLM CORP 219,008 71654QAU6-PETROLEOS MEXICANOS 242,000 59020UMM4-MERRILL LYNCH MORTGAGE WMC5 B1 261,438 61744CJH0-MORGAN STANLEY ABS CAPI OP1 M5 262,728 DESCRIPTION ENDING BOOK VALUE/FMV 004375BH3-ACCREDITED MORTGAGE LOAN 3 1M4 271,598 EXB02W5G9-GRANITE MORTGAGES 0 3 3A1 REGS 295,476 EXB09G1N6-GRANITE MASTER ISSUE 2 A7 REGS 296,184 172967FL0-CITIGROUP INC 300,111 XX9QB1D24-CCP_IRS EUR-EURIBOR-6M CME 322,876 99QAB9AN0-CCP_CDX IG19 5Y CME 331,726 52426WAB2-LEEK FINANCE NUMB 19A A2B 144A 332,935 EXB09G1R7-GRANITE MASTER ISSUE 2 A8 REGS 338,496 45660LV97-INDYMAC INDX MORTGAGE AR31 1A1 344,203 99QACHS69-CCP_CDX IG15 5Y ICE 349,607 94983KAC3-WELLS FARGO MORTGAGE B AR2 2A1 360,789 74734PAA0-QBE CAPITAL FUNDING III L 144A 361,991 EXB0XKLY4-GRANITE MASTER ISSU 1X A7 REGS 380,347 EXB05Q7L6-GRANITE MASTER ISSUE 1 A6 REGS 380,347 740816AG8-PRESIDENT AND FELLOWS OF 144A 381,852 67134FAD6-OAK HILL CREDIT PA 4A A1B 144A 394,435 07386HSY8-BEAR STEARNS ALT-A TRUS 4 23A1 398,034 928670AE8-VOLKSWAGEN INTERNATIONAL 144A 400,384 784657AE8-SSIF NEVADA LP 144A 400,688 50065BAB8-KOREA ELECTRIC POWER CORP 144A 411,804 345397VW0-FORD MOTOR CREDIT CO LLC 412,740 99QACHS85-CCP_CDX IG13 5Y ICE 425,350 03072SE76-AMERIQUEST MORTGAGE SECU R5 M6 434,550 542514EX8-LONG BEACH MORTGAGE LOAN 1 M4 435,261 16678RCM7-CHEVY CHASE FUNDING BA B1 144A 462,260 61747YCE3-MORGAN STANLEY 532,515 1266716M3-COUNTRYWIDE ASSET-BACKED 5 M3 536,888 031733AK4-AMORTIZING RESIDENTIAL CO 1 M5 561,320 EXB23XKH3-TITAN EUROPE 2007-3 3X A1 REGS 589,129 EXB0LCZ04-GRANITE MASTER ISSUE 4 A6 REGS 591,651 XX9QCNCT7-CDS SP UL LLOYDS TSB BANK PLC 603,594 00287YAH2-ABBVIE INC 606,168 02005NAH3-ALLY FINANCIAL INC 607,422 99QACH7W5-CCP_CDX SP UL CDX IG21 5Y 619,375 74254PYF3-PRINCIPAL LIFE INCOME FUNDING 639,762 99QACCT51-CCP CDX SP UL NA.IG.19 644,085 EXB0LCYT2-GRANITE MASTER ISSUE 4 A5 REGS 738,875 055299AK7-BBVA US SENIOR SAU 805,040 22545MAE7-COMMERCIAL MORTGAGE PAS C4 A1A 850,787 32053BAB0-FIRST HORIZON ALTERNAT AA1 1A2 870,453 EZB0TLYX0-COUGAR CLO I PLC I A REGS 871,169 DESCRIPTION ENDING BOOK VALUE/FMV 52522DAH4-LEHMAN XS TRUST SERIE 16N A322 892,773 172967HH7-CITIGROUP INC 901,260 92978AAA0-WACHOVIA CAPITAL TRUST III 915,000 542514EJ9-LONG BEACH MORTGAGE LOAN 4 M2 920,303 EXB05Q7K8-GRANITE MASTER ISSUE 1 A5 REGS 932,980 32027NNS6-FIRST FRANKLIN MORTGAGE FF8 M3 949,004 92927BAB8-WAMU MORTGAGE PASS TH OA6 1A1B 958,742 542514GQ1-LONG BEACH MORTGAGE LOAN 3 M4 985,848 61746SBQ1-MORGAN STANLEY 997,890 02005NAS9-ALLY FINANCIAL INC 1,003,750 85771PAS1-STATOIL ASA 1,004,770 92343VBP8-VERIZON COMMUNICATIONS INC 1,058,560 073879VG0-BEAR STEARNS ASSET BACK TC1 M2 1,074,648 EXB0189J3-SHERWOOD CASTLE FUNDI 2 A REGS 1,156,907 99QACGR47-CCP_IRS R US0003M P 3.50% 1,161,428 073902RU4-BEAR STEARNS COS LLC/THE 1,197,370 040104HQ7-ARGENT SECURITIES INC AS W5 M4 1,243,901 513770AW7-LANARK MASTER ISSUE 2A 1A 144A 1,352,516 99QACCBK7-CCP_IRS USD LIBOR BBA 3M CME 1,376,613 478160BE3-JOHNSON & JOHNSON 1,400,798 00764MDH7-AEGIS ASSET BACKED SECURI 5 M2 1,431,479 17308BAL2-CITIBANK OMNI MAS A13 A13 144A 1,440,810 172967FH9-CITIGROUP INC 1,496,054 71647NAC3-PETROBRAS GLOBAL FINANCE 1,498,815 03072SG58-AMERIQUEST MORTGAGE SECU R6 M4 1,511,640 02005NAB6-ALLY FINANCIAL INC 1,612,500 02147DAC5-ALTERNATIVE LOAN TRUS OA11 A1C 1,714,006 459745GC3-INTERNATIONAL LEASE FINAN 144A 1,736,250 46629YAC3-JP MORGAN CHASE COMMER CB18 A4 1,758,352 74341DAA2-PROLOGIS INTERNATIONAL FU 144A 1,779,930 05532WBF1-BCAP LLC 2010-RR3 RR3 3A6 144A 1,785,272 06050TJN3-BANK OF AMERICA NA 1,882,976 126671S72-COUNTRYWIDE ASSET-BACKED 5 MV2 1,915,837 92343VBS2-VERIZON COMMUNICATIONS INC 1,955,204 81375WBW5-SECURITIZED ASSET BACKE DO2 M2 1,993,172 05532WBT1-BCAP LLC 2010-RR3 RR3 4A6 144A 2,035,928 EX3433078-SHERWOOD CASTLE FUNDI 1 A REGS 2,065,484 519440AP6-LAVENDER TRUST SE RR4A A4 144A 2,147,965 90261AAB8-UBS AG/STAMFORD CT 2,176,089 74928QBD7-RBSSP RESECURITIZA 9 13A2 144A 2,217,140 78420MAF6-SG MORTGAGE SECURITIE OPT2 A3D 2,276,921 DESCRIPTION ENDING BOOK VALUE/FMV 05532TCD2-BCAP LLC 2010-RR1 RR1 6A6 144A 2,363,015 05532FAC6-BCAP LLC 2009-RR RR11 1A3 144A 2,391,210 59025EAT3-MERRILL LYNCH ALTERNAT OAR4 A2 2,405,076 05532WAT2-BCAP LLC 2010-RR3 RR3 2A6 144A 2,507,646 03072SRG2-AMERIQUEST MORTGAGE SECU R4 M2 2,682,099 23243AAC0-ALTERNATIVE LOAN TRUS OA12 A1C 2,987,529 74928FBP4-RBSSP RESECURITIZA 3 10A2 144A 2,990,554 05532WEF8-BCAP LLC 2010-RR3 RR3 9A6 144A 3,010,306 43739EAL1-HOMEBANC MORTGAGE TRUST 2 2 M1 3,078,134 05532WDT9-BCAP LLC 2010-RR3 RR3 8A6 144A 3,125,577 83612CAE9-SOUNDVIEW HOME LOAN T OPT5 2A4 3,235,882 74928QAH9-RBSSP RESECURITIZAT 9 4A2 144A 3,260,521 22944FCQ0-CSMC SERIES 2009-2 2R 5A2 144A 3,306,258 040104TG6-ARGENT SECURITIES TRUST W4 A2C 3,367,412 05532TEE8-BCAP LLC TRUST RR1 10A6 144A 3,451,320 74928XBH3-RBSSP RESECURITIZAT 6 4A2 144A 3,589,557 75405KAD0-RASC SERIES 2006-EMX1 EMX1 M1 3,686,250 05532MAC1-BCAP LLC 2009-RR RR15 2A2 144A 4,037,280 74928QBB1-RBSSP RESECURITIZA 9 12A2 144A 4,448,558 75524MAB6-RBSSP RESECURITIZAT 7 1A2 144A 4,533,720 46634ABT0-JP MORGAN RESECURI 10 5A2 144A 4,694,384 05532XCB7-BCAP LLC 2010-RR RR4 10A6 144A 5,456,832 74928QAZ9-RBSSP RESECURITIZA 9 11A2 144A 5,471,677 22944FCY3-CSMC SERIES 2009-2 2R 7A2 144A 5,852,522 55292GAB1-MASTR RESECURITIZATI 2 A2 144A 11,311,882 ----------- TOTAL 182,019,259 |
| OTHER INVESTMENTS | PART II - BALANCE SHEET, LINE 13 | ENDING DESCRIPTION: BOOK/FMV ALTERNATIVE INVESTMENTS: PRIVATE EQUITY 1,908,866,771 REAL ASSETS 1,006,682,904 ABSOLUTE RETURN & DIST/CREDIT 1,731,306,056 NET RECEIVABLE-UNSETTLED TRANSACTIONS 154,746,723 ------------ TOTAL 4,801,602,454 |
| DEPRECIATION | FORM 990-PF, PART II, LINE 14 AND FORM 990-PF, PART I, LINE 19 | ----------------------------- ACCUMULATED BASIS DEPRECIATION ASSETS ---------- ---------------- ---------- LEASED LAND 10,627,660 2,497,283 8,130,377 BUILDING 20,566,056 5,691,317 14,874,739 FURNITURE 1,827,996 1,509,950 318,046 FIXTURES 3,809,343 3,113,424 695,919 AUDIO VISUAL EQUIPMENT 905,009 606,659 298,350 COMPUTER SOFTWARE 654,105 431,108 222,997 COMPUTER HARDWARE 1,207,832 849,973 357,859 LEASED LAND IMPROVEMENTS 3,336,604 1,491,539 1,845,065 --------------------------------------------- TOTAL 42,934,605 16,191,253 26,743,352 ============================================= FORM 990-PF, PART I, LINE 19 ---------------------------- DEPRECIATION EXPENSE FOR THE YEAR ENDED DECEMBER 31, 2013: 1,488,026 |
| SUMMARY OF DIRECT CHARITABLE ACTIVITIES | PART IX-A | (1) CAPACITY BUILDING DEMOGRAPHIC ANALYSIS THE FOUNDATION PROVIDED TECHNICAL ASSISTANCE FOR UP TO SIXTY PERFORMING ARTS GRANTEE ORGANIZATIONS, BY PROVIDING CAPACITY BUILDING SKILLS AND KNOWLEDGE, WHICH IMPROVED THEIR ABILITY TO CONDUCT DEMOGRAPHIC RESEARCH ABOUT THEIR AUDIENCES/PARTICIPANTS, RESULTING IN INCREASED EFFECTIVENESS. $258,311 (2) HEWLETT COMMUNICATIONS ACADEMY - 2013 THE FOUNDATION PROVIDED A THREE-DAY COMMUNICATIONS TRAINING PROGRAM, TECHNICAL ASSISTANCE, AND WEBINARS FOR APPROXIMATELY 40 PARTICIPANTS FROM HEWLETT FOUNDATION GRANTEE ORGANIZATIONS ACROSS ALL PROGRAM AREAS. $251,648 (3) POLICY FRAMEWORK TO ADVANCE DEEPER LEARNING 2013 THE FOUNDATION FUNDED A CONSULTANT TO ASSIST CORE GRANTEES IN FIELD BUILDING, PROVIDING ENTREPRENEURIAL POLICY SUPPORT, AND IDENTIFYING, ADVANCING, AND ADDRESSING THE CHALLENGES AND OPPORTUNITIES TO ACCELERATE DEEPER LEARNING POLICY REFORMS AND THE IMPLEMENTATION OF COMMON CORE STANDARDS/ASSESSMENTS. $219,000 (4) ENERGY AND CLIMATE: INCREASE CLEAN TRANSPORTATION - 2013 THE FOUNDATION PROMOTED SUSTAINABLE TRANSPORTATION IN DEVELOPING COUNTRIES, SUCH AS MEXICO AND BRAZIL, BY HOSTING CONFERENCES AND MEETINGS TO DISCUSS: GLOBAL AIR QUALITY STANDARDS AND ISSUES, INTERNATIONAL STRATEGIES FOR BUS RAPID TRANSIT, GENERAL PUBLIC TRANSPORTATION SYSTEMS, AND FUEL EFFICIENCY. IN ADDITION, THE FOUNDATION COMMISSIONED PAPERS AND REPORTS FOR THE DEVELOPMENT OF STRATEGIES FOR DISTRIBUTION TO NGO'S, MEDIA, AND OTHER INTERESTED PARTIES. $216,490 (5) OTHER DIRECT CHARITABLE ACTIVITIES $4,061,277 TOTAL DIRECT CHARITABLE ACTIVITIES: $5,006,726 |
| SUPPLEMENTARY INFORMATION - GRANTS | PART XV, LINES 2B-2D | THE WILLIAM AND FLORA HEWLETT FOUNDATION (THE "FOUNDATION") MAKES GRANTS TO NONPROFIT CHARITABLE ORGANIZATIONS CLASSIFIED AS 501(C)(3) PUBLIC CHARITIES BY THE INTERNAL REVENUE SERVICE AND TO OTHER ORGANIZATIONS EXCLUSIVELY FOR CHARITABLE PURPOSES. THE FOUNDATION DOES NOT MAKE GRANTS TO INDIVIDUALS. IT DOES NOT MAKE GRANTS FOR POLITICAL PURPOSES OR TO SUPPORT CANDIDATES FOR POLITICAL OFFICE, OR TO INFLUENCE LEGISLATION. THE FOUNDATION MAKES GRANTS IN FIVE CORE PROGRAM AREAS (EACH, A "PROGRAM"): EDUCATION, ENVIRONMENT, GLOBAL DEVELOPMENT AND POPULATION, PERFORMING ARTS, AND EFFECTIVE PHILANTHROPY. IN ADDITION, THE FOUNDATION MAKES GRANTS TO SUPPORT DISADVANTAGED COMMUNITIES IN THE BAY AREA. THE FOUNDATION'S GRANTS ARE AWARDED SOLELY FOR CHARITABLE PURPOSES. THE FOUNDATION FUNDS ORGANIZATIONS WORKING IN THESE IDENTIFIED AREAS, BASED ON SPECIFIC GOALS AND STRATEGIES OUTLINED BY THE PROGRAMS. ALMOST ALL GRANTS ARE AWARDED TO ORGANIZATIONS IDENTIFIED BY THE FOUNDATION. THE FOUNDATION DOES ACCEPT UNSOLICITED LETTERS OF INQUIRY FROM ORGANIZATIONS LOOKING FOR FUNDING IN LIMITED AREAS. ONLY ON VERY RARE OCCASIONS ARE GRANTS AWARDED IN RESPONSE TO THESE UNSOLICITED FUNDING INQUIRIES. THERE ARE NO DEADLINES FOR SUBMITTING A LETTER OF INQUIRY, YET NOT ALL PROGRAMS ACCEPT LETTERS OF INQUIRY AT ALL TIMES. THE FOUNDATION RECOMMENDS THAT ALL PROSPECTIVE APPLICANTS REFER TO THE FOUNDATION'S WEBSITE AT WWW.HEWLETT.ORG TO READ ABOUT THE FOUNDATION'S PROGRAMS, GOALS AND STRATEGIES, AND GEOGRAPHIC LIMITATIONS. IF A PROSPECTIVE APPLICANT'S OBJECTIVES FIT WITHIN THE GUIDELINES OF A PARTICULAR PROGRAM AND THE PROGRAM CURRENTLY ACCEPTS UNSOLICITED INQUIRIES, THE APPLICANT MUST SUBMIT A LETTER OF INQUIRY, WHICH CAN BE SUBMITTED ELECTRONICALLY VIA THE FOUNDATION'S WEBSITE FOR INITIAL REVIEW. AFTER THE APPLICANT'S LETTER OF INQUIRY IS RECEIVED AND REVIEWED, THE FOUNDATION MAY, AT ITS DISCRETION, INVITE THE APPLICANT TO PROCEED TO THE SECOND STEP AND SUBMIT A FULL PROPOSAL. FURTHER INFORMATION TO ASSIST APPLICANTS, FINANCIAL INFORMATION AND A COMPLETE SET OF FOUNDATION ANNUAL REPORTS ARE AVAILABLE ON THE FOUNDATION'S WEBSITE. |
| TAXES | PART I, LINE 18 | REVENUE NET AND INVESTMENT EXPENSES INCOME PER BOOKS FEDERAL CURRENT EXCISE TAXES 7,851,136 FEDERAL DEFERRED EXCISE TAXES 22,424,000 FEDERAL UBI TAXES -1,390,974 STATE TAXES -235,640 ------------------------------- 28,648,522 |
| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| SEE PAGES 35-45 FOR DETAIL | 182,019,259 | 182,019,259 |
| Name of Stock | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| SEE PAGES 27-34 FOR DETAIL | 2,742,778,912 | 2,742,778,912 |
| Category/ Item | Cost/Other Basis | Accumulated Depreciation | Book Value | End of Year Fair Market Value |
|---|
| Category/ Item | Listed at Cost or FMV | Book Value | End of Year Fair Market Value |
|---|---|---|---|
| SEE PAGE 46 FOR DETAIL | FMV | 4,801,602,454 | 4,801,602,454 |
| Category / Item | Cost / Other Basis | Accumulated Depreciation | Book Value | End of Year Fair Market Value |
|---|
| Category | Amount | Net Investment Income | Adjusted Net Income | Disbursements for Charitable Purposes |
|---|---|---|---|---|
| ROPES & GRAY | 328,193 | 256,353 | 71,840 | |
| PROSKAUER ROSE LLP | 146,210 | 146,210 | 0 | |
| CAPLIN & DRYSDALE | 79,195 | 0 | 79,195 | |
| PATTERSON BELKNAP WEBB & TYLER | 76,043 | 0 | 76,043 | |
| FEES PAID LESS THAN $50,000 | 115,402 | 37,492 | 77,910 |
| Item No. | 1 |
|---|---|
| Lender's Name | BANK OF NEW YORK MELLON - LINE OF C |
| Lender's Title | |
| Relationship to Insider | |
| Original Amount of Loan | 20000000 |
| Balance Due | 0 |
| Date of Note | 2012-12 |
| Maturity Date | 2013-01 |
| Repayment Terms | VARIABLE |
| Interest Rate | |
| Security Provided by Borrower | N/A |
| Purpose of Loan | WORKING CAPITAL |
| Description of Lender Consideration | N/A |
| Consideration FMV |
| Item No. | 2 |
|---|---|
| Lender's Name | JP MORGAN CHASE - LINE OF CREDIT |
| Lender's Title | |
| Relationship to Insider | |
| Original Amount of Loan | 30000000 |
| Balance Due | 0 |
| Date of Note | 2012-12 |
| Maturity Date | 2013-01 |
| Repayment Terms | VARIABLE |
| Interest Rate | |
| Security Provided by Borrower | N/A |
| Purpose of Loan | WORKING CAPITAL |
| Description of Lender Consideration | N/A |
| Consideration FMV |
| Description | Beginning of Year - Book Value | End of Year - Book Value | End of Year - Fair Market Value |
|---|---|---|---|
| FEDERAL EXCISE TAX REFUND DUE | 0 | 348,000 | 348,000 |
| UBI REFUND DUE | 6,385,592 | 1,021,025 | 1,021,025 |
| Description | Revenue and Expenses per Books | Net Investment Income | Adjusted Net Income | Disbursements for Charitable Purposes |
|---|---|---|---|---|
| COMP/OFFICE SRVC & MAINTENANCE | 1,264,796 | 674,364 | 590,432 | |
| TRAINING AND DEVELOPMENT | 480,075 | 52,517 | 427,458 | |
| PERSONNEL RECRUIT/RELOCATION | 408,025 | 0 | 484,275 | |
| INSURANCE | 162,977 | 21,005 | 141,972 | |
| TEMPORARY STAFFING | 62,499 | 0 | 62,499 | |
| BANK AND OTHER SERVICES | 98,685 | 10,421 | 88,260 |
| Description | Revenue And Expenses Per Books | Net Investment Income | Adjusted Net Income |
|---|---|---|---|
| LOSS ON FOREIGN CURRENCY | -3,127,207 | -3,127,207 | |
| PARTNERSHIP INCOME | 44,033,175 | -49,749,157 |
| Description | Amount |
|---|---|
| NET UNREALIZED GAIN ON INVESTMENTS | 924,114,613 |
| Description | Beginning of Year - Book Value | End of Year - Book Value |
|---|---|---|
| ACCRUED POST-RETIREMENT HEALTH BENEFIT | 6,999,059 | 6,150,897 |
| FEDERAL EXCISE TAX DEFERRED LIABILITY | 12,871,000 | 35,295,000 |
| FEDERAL EXCISE TAX CURRENT LIABILITY | 202,000 | 0 |
| Category | Amount | Net Investment Income | Adjusted Net Income | Disbursements for Charitable Purposes |
|---|---|---|---|---|
| INVESTMENT MGMT & CUSTODY FEES | 2,864,185 | 2,864,185 | 0 | |
| PROGRAM CONSULTANTS | 4,073,733 | 0 | 4,086,820 | |
| CONSUL FOR DIRCT CHAR ACTIVITY | 4,806,591 | 0 | 4,806,591 |
| Category | Amount | Net Investment Income | Adjusted Net Income | Disbursements for Charitable Purposes |
|---|---|---|---|---|
| SEE PAGE 50 FOR DETAIL | 28,648,522 |
| Name | US / Foreign Address |
EIN | Description | Amount |
|---|---|---|---|---|
| AETERNO (CAYMAN) LTD (ING CLARION) |
C/O OGIER FIDUCIARY SRVCS CAYMAN 89 NEXUS WAY, CAMANA BAY,GRAND CAYMAN CJ |
98-0471876 | AETERNO (CAYMAN) LTD. (ING CLARION) IS NOT AN EXCESS BUILDING HOLDING. | 0 |
| METHODOLOGY FUND LTD |
UGLAND HOUSE SOUTH CHURCH ST P.O. BOX 309GT,GRAND CAYMAN CJ |
98-9999999 | METHODOLOGY FUND, LTD IS NOT AN EXCESS BUILDING HOLDING. | 0 |
| Total | 0 | |||