Form990-PF

Department of the Treasury
Internal Revenue Service

Return of Private Foundation
or Section 4947(a)(1) Trust Treated as Private Foundation
bulletDo not enter social security numbers on this form as it may be made public.
bulletInformation about Form 990-PF and its instructions is at www.irs.gov/form990pf.
OMB No. 1545-0052
2015
Open to Public Inspection
For calendar year 2015, or tax year beginning 01-01-2015 , and ending 12-31-2015
Name of foundation
CHASE FOUNDATION
MACK C CHASE TRUSTEE
Number and street (or P.O. box number if mail is not delivered to street address)2103 W MAIN ST
  Room/suite
City or town, state or province, country, and ZIP or foreign postal code
ARTESIA, NM88210
A Employer identification number

36-7466258
B Telephone number (see instructions)

(575) 746-4610
C bullet
G Check all that apply:

D 1. bullet
2. bullet
E bullet
H Check type of organization:
F bullet
I Fair market value of all assets at end
of year (from Part II, col. (c),
line 16)bullet$37,989,900J Accounting method:
 
(Part I, column (d) must be on cash basis.)
Part I Analysis of Revenue and Expenses (The total of amounts in columns (b), (c), and (d) may not necessarily equal the amounts in column (a) (see instructions).) (a) Revenue and
expenses per
books 		(b) Net investment
income 		(c) Adjusted net
income 		(d) Disbursements
for charitable
purposes
(cash basis only)
Revenue 1 Contributions, gifts, grants, etc., received (attach schedule) 175,355
2 Check bullet Sch. B .............
3 Interest on savings and temporary cash investments 119,801 119,801 119,801
4 Dividends and interest from securities... 449,212 449,212 449,212
5a Gross rents............      
b Net rental income or (loss)  
6a Net gain or (loss) from sale of assets not on line 10 Click to see attachment 515,087
b Gross sales price for all assets on line 6a 13,372,627
7 Capital gain net income (from Part IV, line 2)... 236,928
8 Net short-term capital gain.........  
9 Income modifications...........  
10a Gross sales less returns and allowances  
b Less: Cost of goods sold....  
c Gross profit or (loss) (attach schedule).....    
11 Other income (attach schedule)....... Click to see attachment -2,095,909 -2,097,709 -2,095,909
12 Total. Add lines 1 through 11........ -836,454 -1,291,768 -1,526,896
Operating and Administrative Expenses 13 Compensation of officers, directors, trustees, etc.        
14 Other employee salaries and wages...... 361,152     361,152
15 Pension plans, employee benefits....... 14,831     14,831
16a Legal fees (attach schedule)......... Click to see attachment 1,980     1,980
b Accounting fees (attach schedule)....... Click to see attachment 20,111     20,111
c Other professional fees (attach schedule)....        
17 Interest...............        
18 Taxes (attach schedule) (see instructions)... Click to see attachment 137,629 135,349   2,280
19 Depreciation (attach schedule) and depletion... Click to see attachment 37,512    
20 Occupancy.............. 14,531     14,531
21 Travel, conferences, and meetings....... 12,380     12,380
22 Printing and publications.......... 12,885     12,885
23 Other expenses (attach schedule)....... Click to see attachment 451,890 181,804   270,087
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 1,064,901 317,153   710,237
25 Contributions, gifts, grants paid....... 2,039,691 2,039,691
26 Total expenses and disbursements. Add lines 24 and 25 3,104,592 317,153   2,749,928
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements -3,941,046
b Net investment income (if negative, enter -0-) 0
c Adjusted net income (if negative, enter -0-)...  
For Paperwork Reduction Act Notice, see instructions.
Cat. No. 11289X Form 990-PF (2015)
Form 990-PF (2015)
Page 2
Part II Balance Sheets Attached schedules and amounts in the description column
should be for end-of-year amounts only. (See instructions.)		 Beginning of year End of year
(a) Book Value (b) Book Value (c) Fair Market Value
Assets 1 Cash—non-interest-bearing............. 455,129 192,669 192,669
2 Savings and temporary cash investments......... 2,613 181,685 181,685
3 Accounts receivable bullet  
Less: allowance for doubtful accounts bullet        
4 Pledges receivable bullet  
Less: allowance for doubtful accounts bullet        
5 Grants receivable.................      
6 Receivables due from officers, directors, trustees, and other
disqualified persons (attach schedule) (see instructions).....      
7 Other notes and loans receivable (attach schedule) bullet  
Less: allowance for doubtful accounts bullet        
8 Inventories for sale or use..............      
9 Prepaid expenses and deferred charges..........      
10a Investments—U.S. and state government obligations (attach schedule)      
b Investments—corporate stock (attach schedule)....... 22,005,587 Click to see attachment17,781,989 19,267,155
c Investments—corporate bonds (attach schedule)....... 5,663,067 Click to see attachment6,293,222 6,248,639
11 Investments—land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
12 Investments—mortgage loans.............      
13 Investments—other (attach schedule).......... 11,791,708 Click to see attachment11,561,499 12,099,752
14 Land, buildings, and equipment: basis bullet1,060,805
Less: accumulated depreciation (attach schedule) bullet102,702 990,272 Click to see attachment958,103  
15 Other assets (describe bullet)      
16 Total assets (to be completed by all filers—see the
instructions. Also, see page 1, item I) 40,908,376 36,969,167 37,989,900
Liabilities 17 Accounts payable and accrued expenses.......... 2,034 3,871
18 Grants payable..................    
19 Deferred revenue.................    
20 Loans from officers, directors, trustees, and other disqualified persons    
21 Mortgages and other notes payable (attach schedule)......    
22 Other liabilities (describe bullet)    
23 Total liabilities (add lines 17 through 22)......... 2,034 3,871
Net Assets or Fund Balances bullet
and complete lines 24 through 26 and lines 30 and 31.
24 Unrestricted..................    
25 Temporarily restricted...............    
26 Permanently restricted...............    
bullet
and complete lines 27 through 31.
27 Capital stock, trust principal, or current funds........ 40,906,342 36,965,296
28 Paid-in or capital surplus, or land, bldg., and equipment fund    
29 Retained earnings, accumulated income, endowment, or other funds    
30 Total net assets or fund balances (see instructions)..... 40,906,342 36,965,296
31 Total liabilities and net assets/fund balances (see instructions). 40,908,376 36,969,167
Part III
Analysis of Changes in Net Assets or Fund Balances
1
Total net assets or fund balances at beginning of year—Part II, column (a), line 30 (must agree with end-of-year figure reported on prior year’s return) ...............
1
40,906,342
2
Enter amount from Part I, line 27a .....................
2
-3,941,046
3
Other increases not included in line 2 (itemize) bullet
3
 
4
Add lines 1, 2, and 3 ..........................
4
36,965,296
5
Decreases not included in line 2 (itemize) bullet
5
 
6
Total net assets or fund balances at end of year (line 4 minus line 5)—Part II, column (b), line 30 .
6
36,965,296
Form 990-PF (2015)
Form 990-PF (2015)
Page 3
Part IV
Capital Gains and Losses for Tax on Investment Income
(a) List and describe the kind(s) of property sold (e.g., real estate,
2-story brick warehouse; or common stock, 200 shs. MLC Co.) 		(b) How acquired
P—Purchase
D—Donation 		(c) Date acquired
(mo., day, yr.) 		(d) Date sold
(mo., day, yr.)
1a
b
c
d
e
(e) Gross sales price (f) Depreciation allowed
(or allowable) 		(g) Cost or other basis
plus expense of sale 		(h) Gain or (loss)
(e) plus (f) minus (g)
a
b
c
d
e
Complete only for assets showing gain in column (h) and owned by the foundation on 12/31/69 (l) Gains (Col. (h) gain minus
col. (k), but not less than -0-) or
Losses (from col.(h))
(i) F.M.V. as of 12/31/69 (j) Adjusted basis
as of 12/31/69 		(k) Excess of col. (i)
over col. (j), if any
a
b
c
d
e
2 Capital gain net income or (net capital loss) Bracket If gain, also enter in Part I, line 7
If (loss), enter -0- in Part I, line 7		 Bracket 2 236,928
3 Net short-term capital gain or (loss) as defined in sections 1222(5) and (6):
If gain, also enter in Part I, line 8, column (c) (see instructions). If (loss), enter -0-
in Part I, line 8 ................... 		Bracket 3  
Part V
Qualification Under Section 4940(e) for Reduced Tax on Net Investment Income
(For optional use by domestic private foundations subject to the section 4940(a) tax on net investment income.)
If section 4940(d)(2) applies, leave this part blank.
Was the foundation liable for the section 4942 tax on the distributable amount of any year in the base period?
If "Yes," the foundation does not qualify under section 4940(e). Do not complete this part.
1 Enter the appropriate amount in each column for each year; see instructions before making any entries.
(a)
Base period years Calendar
year (or tax year beginning in) 		(b)
Adjusted qualifying distributions 		(c)
Net value of noncharitable-use assets 		(d)
Distribution ratio
(col. (b) divided by col. (c))
2014 2,285,770 43,933,218 0.052028
2013 2,439,146 42,884,748 0.056877
2012 2,358,770 41,831,959 0.056387
2011 1,584,114 43,110,589 0.036745
2010 2,717,081 40,296,725 0.067427
2
Total of line 1, column (d) .....................
20.269464
3
Average distribution ratio for the 5-year base period—divide the total on line 2 by 5, or by
the number of years the foundation has been in existence if less than 5 years . . .
3
0.053893
4
Enter the net value of noncharitable-use assets for 2015 from Part X, line 5.....
4
41,330,482
5
Multiply line 4 by line 3......................
5
2,227,424
6
Enter 1% of net investment income (1% of Part I, line 27b)...........
6
 
7
Add lines 5 and 6........................
7
2,227,424
8
Enter qualifying distributions from Part XII, line 4.............
8
2,749,928
If line 8 is equal to or greater than line 7, check the box in Part VI, line 1b, and complete that part using a 1% tax rate. See the Part VI instructions.
Form 990-PF (2015)
Form 990-PF (2015)
Page 4
Part VI
Excise Tax Based on Investment Income (Section 4940(a), 4940(b), 4940(e), or 4948—see page 18 of the instructions)
1a Bullet and enter “N/A" on line 1. Bracket
Date of ruling or determination letter:   (attach copy of letter if necessary–see instructions)
b 1 0
hereBulletand enter 1% of Part I, line 27b...................
c All other domestic foundations enter 2% of line 27b. Exempt foreign organizations enter 4% of Part I, line 12, col. (b)
2 Tax under section 511 (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 2  
3 Add lines 1 and 2........................... 3  
4 Subtitle A (income) tax (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 4  
5 Tax based on investment income. Subtract line 4 from line 3. If zero or less, enter -0- ..... 5  
6 Credits/Payments:
a 2015 estimated tax payments and 2014 overpayment credited to 2015 6a 84,000
b Exempt foreign organizations—tax withheld at source...... 6b
c Tax paid with application for extension of time to file (Form 8868)... 6c  
d Backup withholding erroneously withheld ........... 6d  
7 Total credits and payments. Add lines 6a through 6d.............. 7 84,000
8 Enter any penalty for underpayment of estimated tax. if Form 2220 is attached. 8  
9 Tax due. If the total of lines 5 and 8 is more than line 7, enter amount owed.......Bullet 9  
10 Overpayment. If line 7 is more than the total of lines 5 and 8, enter the amount overpaid...Bullet 10 84,000
11 Enter the amount of line 10 to be: Credited to 2015 estimated taxBullet84,000 RefundedBullet 11  
Part VII-A
Statements Regarding Activities
1a
During the tax year, did the foundation attempt to influence any national, state, or local legislation or did
Yes
No
it participate or intervene in any political campaign? ....................
1a
 
No
b
Did it spend more than $100 during the year (either directly or indirectly) for political purposes (see Instructions
for definition)?.................................
1b
 
No
If the answer is "Yes" to 1a or 1b, attach a detailed description of the activities and copies of any materials
published or distributed by the foundation in connection with the activities.
c
Did the foundation file Form 1120-POL for this year?.....................
1c
 
No
d
Enter the amount (if any) of tax on political expenditures (section 4955) imposed during the year:
(1) On the foundation. bullet$   (2) On foundation managers.bullet$  
e
Enter the reimbursement (if any) paid by the foundation during the year for political expenditure tax imposed
on foundation managers.bullet$  
2
Has the foundation engaged in any activities that have not previously been reported to the IRS?.......
2
 
No
If "Yes," attach a detailed description of the activities.
3
Has the foundation made any changes, not previously reported to the IRS, in its governing instrument, articles
of incorporation, or bylaws, or other similar instruments? If "Yes," attach a conformed copy of the changes....
3
 
No
4a
Did the foundation have unrelated business gross income of $1,000 or more during the year?........
4a
 
No
b
If "Yes," has it filed a tax return on Form 990-T for this year?...................
4b
 
 
5
Was there a liquidation, termination, dissolution, or substantial contraction during the year?.........
5
 
No
If "Yes," attach the statement required by General Instruction T.
6
Are the requirements of section 508(e) (relating to sections 4941 through 4945) satisfied either:
  • By language in the governing instrument, or
  • By state legislation that effectively amends the governing instrument so that no mandatory directions
    • that conflict with the state law remain in the governing instrument?................
    6
    Yes
     
    7
    Did the foundation have at least $5,000 in assets at any time during the year? If "Yes," complete Part II, col. (c),
    and Part XV..................................
    7
    Yes
     
    8a
    Enter the states to which the foundation reports or with which it is registered (see instructions)
    bulletNM
    b
    If the answer is "Yes" to line 7, has the foundation furnished a copy of Form 990-PF to the Attorney
    General (or designate) of each state as required by General Instruction G? If "No," attach explanation .
    8b
    Yes
     
    9
    Is the foundation claiming status as a private operating foundation within the meaning of section 4942(j)(3)
    or 4942(j)(5) for calendar year 2015 or the taxable year beginning in 2015 (see instructions for Part XIV)?
    If "Yes," complete Part XIV.............................
    9
     
    No
    10
    Did any persons become substantial contributors during the tax year? If "Yes," attach a schedule listing their names
    and addresses. ...............................
    10
     
    No
    Form 990-PF (2015)
    Form 990-PF (2015)
    Page 5
    Part VII-A
    Statements Regarding Activities (continued)
    11
    At any time during the year, did the foundation, directly or indirectly, own a controlled entity within the
    meaning of section 512(b)(13)? If "Yes," attach schedule. (see instructions) .............
    11
     
    No
    12
    Did the foundation make a distribution to a donor advised fund over which the foundation or a disqualified person had
    advisory privileges? If "Yes," attach statement (see instructions).................
    12
     
    No
    13
    Did the foundation comply with the public inspection requirements for its annual returns and exemption application?
    13
    Yes
     
    Website addressbulletWWW.CHASEFOUNDATION.COM
    14
    The books are in care ofbulletJOHNATHAN L SHUMAN Telephone no.bullet (575) 748-1213

    Located atbullet512 W TEXAS AVEARTESIANM ZIP+4bullet88210
    15
    Section 4947(a)(1) nonexempt charitable trusts filing Form 990-PF in lieu of Form 1041.......bullet
    and enter the amount of tax-exempt interest received or accrued during the year ......bullet
    15  
    16 At any time during calendar year 2015, did the foundation have an interest in or a signature or other authority over YesNo
    a bank, securities, or other financial account in a foreign country?
    16   No
    See instructions for exceptions and filing requirements for FinCEN Form 114, Report of Foreign Bank and Financial Accounts (FBAR). If "Yes", enter the name of the foreign country bullet  
    Part VII-B
    Statements Regarding Activities for Which Form 4720 May Be Required
    File Form 4720 if any item is checked in the "Yes" column, unless an exception applies.
    Yes
    No
    1a
    During the year did the foundation (either directly or indirectly):
    (1) Engage in the sale or exchange, or leasing of property with a disqualified person?
    (2) Borrow money from, lend money to, or otherwise extend credit to (or accept it from)
    a disqualified person?......................
    (3) Furnish goods, services, or facilities to (or accept them from) a disqualified person?
    (4) Pay compensation to, or pay or reimburse the expenses of, a disqualified person?
    (5) Transfer any income or assets to a disqualified person (or make any of either available
    for the benefit or use of a disqualified person)?...............
    (6) Agree to pay money or property to a government official? (Exception. Check "No"
    if the foundation agreed to make a grant to or to employ the official for a period
    after termination of government service, if terminating within 90 days.).......
    b
    If any answer is "Yes" to 1a(1)–(6), did any of the acts fail to qualify under the exceptions described in Regulations
    section 53.4941(d)-3 or in a current notice regarding disaster assistance (see instructions)? ........
    1b
     
     
    ........bullet
    c
    Did the foundation engage in a prior year in any of the acts described in 1a, other than excepted acts,
    that were not corrected before the first day of the tax year beginning in 2015?.............
    1c
     
     
    2
    Taxes on failure to distribute income (section 4942) (does not apply for years the foundation was a private
    operating foundation defined in section 4942(j)(3) or 4942(j)(5)):
    a
    At the end of tax year 2015, did the foundation have any undistributed income (lines 6d
    and 6e, Part XIII) for tax year(s) beginning before 2015?.............
    If "Yes," list the years bullet20, 20, 20, 20
    b
    Are there any years listed in 2a for which the foundation is not applying the provisions of section 4942(a)(2)
    (relating to incorrect valuation of assets) to the year’s undistributed income? (If applying section 4942(a)(2)
    to all years listed, answer "No" and attach statement—see instructions.) ..............
    2b
     
     
    c
    If the provisions of section 4942(a)(2) are being applied to any of the years listed in 2a, list the years here.
    bullet20, 20, 20, 20
    3a
    Did the foundation hold more than a 2% direct or indirect interest in any business enterprise at
    any time during the year?......................
    b
    If "Yes," did it have excess business holdings in 2015 as a result of (1) any purchase by the foundation
    or disqualified persons after May 26, 1969; (2) the lapse of the 5-year period (or longer period approved
    by the Commissioner under section 4943(c)(7)) to dispose of holdings acquired by gift or bequest; or (3)
    the lapse of the 10-, 15-, or 20-year first phase holding period? (Use Schedule C, Form 4720, to determine
    if the foundation had excess business holdings in 2015.)..................
    3b
     
     
    4a
    Did the foundation invest during the year any amount in a manner that would jeopardize its charitable purposes?
    4a
     
    No
    b
    Did the foundation make any investment in a prior year (but after December 31, 1969) that could jeopardize its
    charitable purpose that had not been removed from jeopardy before the first day of the tax year beginning in 2015?
    4b
     
    No
    Form 990-PF (2015)
    Form 990-PF (2015)
    Page 6
    Part VII-B
    Statements Regarding Activities for Which Form 4720 May Be Required (Continued)
    5a
    During the year did the foundation pay or incur any amount to:
    (1) Carry on propaganda, or otherwise attempt to influence legislation (section 4945(e))?
    (2) Influence the outcome of any specific public election (see section 4955); or to carry
    on, directly or indirectly, any voter registration drive?.............
    (3) Provide a grant to an individual for travel, study, or other similar purposes?
    (4) Provide a grant to an organization other than a charitable, etc., organization described
    in section 4945(d)(4)(A)? (see instructions)................
    (5) Provide for any purpose other than religious, charitable, scientific, literary, or
    educational purposes, or for the prevention of cruelty to children or animals?.....
    b
    If any answer is "Yes" to 5a(1)–(5), did any of the transactions fail to qualify under the exceptions described in
    Regulations section 53.4945 or in a current notice regarding disaster assistance (see instructions)? ......
    5b
     
     
    .........bullet
    c
    If the answer is "Yes" to question 5a(4), does the foundation claim exemption from the
    tax because it maintained expenditure responsibility for the grant?..........
    If "Yes," attach the statement required by Regulations section 53.4945–5(d).
    6a
    Did the foundation, during the year, receive any funds, directly or indirectly, to pay premiums on
    a personal benefit contract?.....................
    b
    Did the foundation, during the year, pay premiums, directly or indirectly, on a personal benefit contract?....
    6b
     
    No
    If "Yes" to 6b, file Form 8870.
    7a
    At any time during the tax year, was the foundation a party to a prohibited tax shelter transaction?
    b
    If yes, did the foundation receive any proceeds or have any net income attributable to the transaction? ....
    7b
     
     
    Form 990-PF (2015)
    Form 990-PF (2015)
    Page 7
    Part VIII
    Information About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,
    and Contractors
    1 List all officers, directors, trustees, foundation managers and their compensation (see instructions).
    (a) Name and address (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation
     (If not paid, enter
    -0-)     		(d) Contributions to employee benefit plans and deferred compensation (e) Expense account,
    other allowances
    MACK C CHASE TRUSTEE/ADVI
    0.00     		0 0 0
    2103 W MAIN ST
    ARTESIA,NM88210
    RICHARD PRICE EXECUTIVE DI
    40.00     		0 0 0
    2103 W MAIN ST
    ARTESIA,NM88210
    MARILYN CHASE ADVISOR
    0.00     		0 0 0
    2103 W MAIN ST
    ARTESIA,NM88210
    GEREN FERGUSON ADVISOR
    0.00     		0 0 0
    2103 W MAIN STREET
    ARTESAI,NM88210
    ROBERT CHASE ADVISOR
    0.00     		0 0 0
    2103 W MAIN STREET
    ARTESIA,NM88210
    DEB CHASE ADVISOR
    0.00     		0 0 0
    2103 W MAIN STREET
    ARTESIA,NM88210
    RICHARD CHASE ADVISOR
    0.00     		0 0 0
    2103 W MAIN STREET
    ARTESIA,NM88210
    KARLA CHASE ADVISOR
    0.00     		0 0 0
    2103 W MAIN STREET
    ARTESIA,NM88210
    JOHNNY KNORR ADVISOR
    0.00     		0 0 0
    2103 W MAIN STREET
    ARTESIA,NM88210
    CHANCE CHASE ADVISOR
    0.00     		0 0 0
    2103 W MAIN ST
    ARTESIA,NM88210
    COURTNEY CHASE ADVISOR
    0.00     		0 0 0
    2103 W MAIN ST
    ARTESIA,NM88210
    2 Compensation of five highest-paid employees (other than those included on line 1—see instructions). If none, enter “NONE."
    (a) Name and address of each employee paid more than $50,000 (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation (d) Contributions to
    employee benefit
    plans and deferred
    compensation     		(e) Expense account,
    other allowances
    NONE
    Total number of other employees paid over $50,000...................bullet  
    3 Five highest-paid independent contractors for professional services (see instructions). If none, enter "NONE".
    (a) Name and address of each person paid more than $50,000 (b) Type of service (c) Compensation
    NONE
    Total number of others receiving over $50,000 for professional services.............bullet  
    Part IX-A
    Summary of Direct Charitable Activities
    List the foundation’s four largest direct charitable activities during the tax year. Include relevant statistical information such as the number of organizations and other beneficiaries served, conferences convened, research papers produced, etc. Expenses
    1
     
    2  
    3  
    4  
    Part IX-B
    Summary of Program-Related Investments (see instructions)
    Describe the two largest program-related investments made by the foundation during the tax year on lines 1 and 2. Amount
    1 N/A  
    2  
    All other program-related investments. See instructions.
    3  
    Total. Add lines 1 through 3.........................bullet  
    Form 990-PF (2015)
    Form 990-PF (2015)
    Page 8
    Part X
    Minimum Investment Return (All domestic foundations must complete this part. Foreign foundations,see instructions.)
    1
    Fair market value of assets not used (or held for use) directly in carrying out charitable, etc.,
    purposes:
    a
    Average monthly fair market value of securities...................
    1a
    41,836,881
    b
    Average of monthly cash balances.......................
    1b
    122,999
    c
    Fair market value of all other assets (see instructions)................
    1c
    0
    d
    Total (add lines 1a, b, and c).........................
    1d
    41,959,880
    e
    Reduction claimed for blockage or other factors reported on lines 1a and
    1c (attach detailed explanation) .............
    1e
     
    2
    Acquisition indebtedness applicable to line 1 assets..................
    2
     
    3
    Subtract line 2 from line 1d.........................
    3
    41,959,880
    4
    Cash deemed held for charitable activities. Enter 1 1/2% of line 3 (for greater amount, see
    instructions) .............................
    4
    629,398
    5
    Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4
    5
    41,330,482
    6
    Minimum investment return. Enter 5% of line 5..................
    6
    2,066,524
    Part XI
    Distributable Amount bullet
    1
    Minimum investment return from Part X, line 6....................
    1
    2,066,524
    2a
    Tax on investment income for 2015 from Part VI, line 5......
    2a
     
    b
    Income tax for 2015. (This does not include the tax from Part VI.)...
    2b
     
    c
    Add lines 2a and 2b............................
    2c
     
    3
    Distributable amount before adjustments. Subtract line 2c from line 1............
    3
    2,066,524
    4
    Recoveries of amounts treated as qualifying distributions................
    4
     
    5
    Add lines 3 and 4............................
    5
    2,066,524
    6
    Deduction from distributable amount (see instructions).................
    6
     
    7
    Distributable amount as adjusted. Subtract line 6 from line 5. Enter here and on Part XIII, line 1 ...
    7
    2,066,524
    Part XII
    Qualifying Distributions (see instructions)
    1
    Amounts paid (including administrative expenses) to accomplish charitable, etc., purposes:
    a
    Expenses, contributions, gifts, etc.—total from Part I, column (d), line 26 ..........
    1a
    2,749,928
    b
    Program-related investments—total from Part IX-B..................
    1b
     
    2
    Amounts paid to acquire assets used (or held for use) directly in carrying out charitable, etc.,
    purposes...............................
    2
     
    3
    Amounts set aside for specific charitable projects that satisfy the:
    a
    Suitability test (prior IRS approval required)....................
    3a
     
    b
    Cash distribution test (attach the required schedule) .................
    3b
     
    4
    Qualifying distributions. Add lines 1a through 3b. Enter here and on Part V, line 8, and Part XIII, line 4
    4
    2,749,928
    5
    Foundations that qualify under section 4940(e) for the reduced rate of tax on net investment
    income. Enter 1% of Part I, line 27b (see instructions).................
    5
     
    6
    Adjusted qualifying distributions. Subtract line 5 from line 4..............
    6
    2,749,928
    Note: The amount on line 6 will be used in Part V, column (b), in subsequent years when calculating whether the foundation qualifies for
    the section 4940(e) reduction of tax in those years.
    Form 990-PF (2015)
    Form 990-PF (2015)
    Page 9
    Part XIII
    Undistributed Income (see instructions)
    (a)
    Corpus     		(b)
    Years prior to 2014     		(c)
    2014     		(d)
    2015
    1 Distributable amount for 2015 from Part XI, line 7 2,066,524
    2 Undistributed income, if any, as of the end of 2015:
    a Enter amount for 2014 only.......  
    b Total for prior years:20, 20, 20  
    3 Excess distributions carryover, if any, to 2015:
    a From 2010...... 1,186,403
    b From 2011......  
    c From 2012...... 287,726
    d From 2013...... 331,593
    e From 2014...... 172,676
    fTotal of lines 3a through e........ 1,978,398
    4Qualifying distributions for 2015 from Part
    XII, line 4: bullet$ 2,749,928
    a Applied to 2014, but not more than line 2a  
    b Applied to undistributed income of prior years
    (Election required—see instructions).....     		 
    c Treated as distributions out of corpus (Election
    required—see instructions)........     		 
    d Applied to 2015 distributable amount..... 2,066,524
    e Remaining amount distributed out of corpus 683,404
    5 Excess distributions carryover applied to 2015.    
    (If an amount appears in column (d), the
    same amount must be shown in column (a).)
    6Enter the net total of each column as
    indicated below:
    a Corpus. Add lines 3f, 4c, and 4e. Subtract line 5 2,661,802
    b Prior years’ undistributed income. Subtract
    line 4b from line 2b ..........     		 
    c Enter the amount of prior years’ undistributed
    income for which a notice of deficiency has
    been issued, or on which the section 4942(a)
    tax has been previously assessed......     		 
    d Subtract line 6c from line 6b. Taxable amount
    —see instructions ...........     		 
    e Undistributed income for 2014. Subtract line
    4a from line 2a. Taxable amount—see
    instructions .............     		 
    f Undistributed income for 2016. Subtract
    lines 4d and 5 from line 1. This amount must
    be distributed in 2015 ..........     		0
    7 Amounts treated as distributions out of
    corpus to satisfy requirements imposed by
    section 170(b)(1)(F) or 4942(g)(3) (Election may
    be required - see instructions) .......     		 
    8Excess distributions carryover from 2010 not
    applied on line 5 or line 7 (see instructions) ...     		1,186,403
    9Excess distributions carryover to 2016.
    Subtract lines 7 and 8 from line 6a ......     		1,475,399
    10 Analysis of line 9:
    a Excess from 2011....  
    b Excess from 2012.... 287,726
    c Excess from 2013.... 331,593
    d Excess from 2014.... 172,676
    e Excess from 2015.... 683,404
    Form 990-PF (2015)
    Form 990-PF (2015)
    Page 10
    Part XIV
    Private Operating Foundations (see instructions and Part VII-A, question 9)
    1a If the foundation has received a ruling or determination letter that it is a private operating
    foundation, and the ruling is effective for 2015, enter the date of the ruling.......bullet
     
    b Check box to indicate whether the organization is a private operating foundation described in section or
    2a Enter the lesser of the adjusted net
    income from Part I or the minimum
    investment return from Part X for each
    year listed ..........     		Tax year Prior 3 years (e) Total
    (a) 2015 (b) 2014 (c) 2013 (d) 2012
             
    b 85% of line 2a .........          
    c Qualifying distributions from Part XII,
    line 4 for each year listed .....     		         
    d Amounts included in line 2c not used directly
    for active conduct of exempt activities ..........     		         
    e Qualifying distributions made directly
    for active conduct of exempt activities.
    Subtract line 2d from line 2c ....     		         
    3 Complete 3a, b, or c for the
    alternative test relied upon:
    a “Assets" alternative test—enter:
    (1) Value of all assets ......          
    (2) Value of assets qualifying
    under section 4942(j)(3)(B)(i)    		          
    b “Endowment" alternative test— enter 2/3
    of minimum investment return shown in
    Part X, line 6 for each year listed...     		         
    c “Support" alternative test—enter:
    (1) Total support other than gross
    investment income (interest,
    dividends, rents, payments
    on securities loans (section
    512(a)(5)), or royalties) ....     		         
    (2) Support from general public
    and 5 or more exempt
    organizations as provided in
    section 4942(j)(3)(B)(iii)....     		         
    (3) Largest amount of support
    from an exempt organization    		          
    (4) Gross investment income          
    Part XV
    Supplementary Information (Complete this part only if the organization had $5,000 or more in
    assets at any time during the year—see instructions.)
    1Information Regarding Foundation Managers:
    aList any managers of the foundation who have contributed more than 2% of the total contributions received by the foundation
    before the close of any tax year (but only if they have contributed more than $5,000). (See section 507(d)(2).)
    bList any managers of the foundation who own 10% or more of the stock of a corporation (or an equally large portion of the
    ownership of a partnership or other entity) of which the foundation has a 10% or greater interest.
    2Information Regarding Contribution, Grant, Gift, Loan, Scholarship, etc., Programs:
    Check here bullet
    aThe name, address, and telephone number or e-mail address of the person to whom applications should be addressed:
    CHASE FOUNDATION
    2103 W MAIN STREET
    ARTESIA,NM88210
    (575) 746-4610
    INFO@CHASEFOUNDATION.COM
    bThe form in which applications should be submitted and information and materials they should include:
    SEE APPLICATION FORMS AT WWW.CHASEFOUNDATION.COM
    cAny submission deadlines:
    THE 2016 APPLICATION DEADLINE IS APRIL 25, 2016 FOR FALL 2016 SCHOLARSHIPS.
    dAny restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or other
    factors:
    GRADUATING SENIOR FROM ARTESIA NM HIGH SCHOOL OR A PRIOR AWARD RECIPIENT.
    Form 990-PF (2015)
    Form 990-PF (2015)
    Page 11
    Part XV
    Supplementary Information (continued)
    3 Grants and Contributions Paid During the Year or Approved for Future Payment
    Recipient If recipient is an individual,
    show any relationship to
    any foundation manager
    or substantial contributor
    		 Foundation
    status of
    recipient     		Purpose of grant or
    contribution     		Amount
    Name and address (home or business)
    aPaid during the year
    AHS BOWLING
    1002 W RICHARDSON
    ARTESIA,NM88210     		  NO ARTESIA HIGH BOWLING TEAM 10,000
    ARTESIA ADVOCACY CENTER
    1103 MEMORIAL DR
    ARTESIA,NM88210     		  NO PROGRAM GRANT FUNDING 10,000
    ARTESIA MAINSTREET
    PO BOX 1635
    ARTESIA,NM88211     		  NO FUND MAINSTREET PROGRAM 166,666
    ARTESIA PATHWAYS
    1802 W HERMOSA
    ARTESIA,NM88210     		  NO SPECIAL OLYMPICS GRANT 2,500
    ARTESIA HIGH SCHOOL
    1002 W RICHARDSON
    ARTESIA,NM88210     		  NO VAR PROGRAMS/TEACHER MASTERS 128,500
    GREATER ARTESIA FOUNDATION
    PO BOX 1344
    ARTESIA,NM88211     		  YES SENIOR SALUTE/RIDE FOR BIKES 1,500
    LUEKEMIA & LYMPHOMA SOCIETY
    804 MORNINGSIDE PL SE
    ALBUQUERQUE,NM871083302     		  NO MAN & WOMAN OF THE YEAR GRANT 5,000
    SHERIDAN ROTARY FOUNDATION
    PO BOX 997
    SHERIDAN,WY82801     		  YES WOUNDED WARRIORS GRANT 10,000
    SHERIDAN SENIOR CENTER
    211 SMITH STREET
    SHERIDAN,WY82801     		  NO CELEBRATING GENERATIONS GRANT 50,000
    UNITED WAY
    PO BOX 990
    ARTESIA,NM88211     		  YES FUND PROGRAMS 500
    WAYLAND BAPTIST UNIVERSITY
    1900 W 7TH ST 62
    PLAINVIEW,TX790726998     		  NO MASTERS PROGRAM 17,195
    WESTERN STATE COLLEGE FOUNDATION
    PO BOX 1264
    GUNNISON,CO81230     		  YES ENGINEERING PROGRAM 10,000
    ABILENE CHRISTIAN UNIVERSITY
    1600 CAMPUS CT
    ABILENE,TX79601     		  NO SCHOLARSHIP 2,750
    ADAMS STATE UNIVERSITY
    208 EDGEMONT BLVD
    ALAMOSA,CO81102     		  NO SCHOLARSHIP 3,250
    AMARILLO COLLEGE
    2201 S WASHINGTON ST
    AMARILLO,TX79109     		  NO SCHOLARSHIP 5,346
    ARIZONA STATE UNIVERSITY
    1151 S FOREST AVENUE
    TEMPE,AZ852870412     		  NO SCHOLARSHIP 6,500
    ART INSTITUTE OF CALIFORNIA - SAN
    FFRANCISCO
    10 UNITED NATIOINS PLAZA
    SAN FRANCISCO,CA94102     		  NO SCHOLARSHIP 3,250
    AUSTIN COMMUNITY COLLEGE
    1212 RIO GRANDE ST
    AUSTIN,TX78701     		  NO SCHOLARSHIP 2,750
    BAYLOR UNIVERSITY
    1301 S UNIVERSITY PARKS
    WACO,TX76798     		  NO SCHOLARSHIP 5,500
    BIOLA UNIVERSITY
    13800 BIOLA AVE
    LA MIRANDA,CA90639     		  NO SCHOLARSHIP 6,500
    BRIGHAM YOUNG UNIVERSITY
    BRIGHAM YOUNG UNIVERSITY
    PROVO,UT84602     		  NO SCHOLARSHIP 9,480
    BYU-IDAHO
    525 S CENTER ST
    REXBURG,ID83460     		  NO SCHOLARSHIP 9,750
    CENTRAL NEW MEXICO COMMUNITY
    COLLEGE
    525 BUENA VISTA DR SE
    ALBUQUERQUE,NM87106     		  NO SCHOLARSHIP 12,000
    CLARENDON COLLEGE
    1122 W 2ND ST
    CLARENDON,TX79226     		  NO SCHOLARSHIP 20,750
    COLORADO CHRISTIAN UNIVERSITY
    8787 W ALAMEDA AVE
    LAKEWOOD,CO80226     		  NO SCHOLARSHIP 6,500
    COVENANT SCHOOL OF NURSING
    1919 FRANKFORD AVE
    LUBBOCK,TX79407     		  NO SCHOLARSHIP 6,500
    CREIGHTON SCHOOL OF DENTISTRY
    2802 WEBSTER ST
    OMAHA,NE68131     		  NO SCHOLARSHIP 3,250
    DALLAS BAPTIST UNIVERSITY
    3000 MOUNTAIN CREEK PKWY
    DALLAS,TX75211     		  NO SCHOLARSHIP 19,000
    DONA ANA COMMUNITY COLLEGE
    3400 S ESPINA ST
    LAS CRUCES,NM88003     		  NO SCHOLARSHIP 27,750
    EASTERN NEW MEXICO UNIVERSITY
    1500 S AVENUE K
    PORTALES,NM88130     		  NO SCHOLARSHIP 135,500
    EMBRY RIDDLE AERONAUTICAL UNIVERSIT
    110 W 21ST ST
    CLOVIS,NM88103     		  NO SCHOLARSHIP 6,500
    ENMU-ROSWELL
    52 UNIVERSITY BLVD
    ROSWELL,NM88203     		  NO SCHOLARSHIP 30,250
    GALLAUDET UNIVERSITY
    800 FLORIDA AVE NE
    WASHINGTON,DC20002     		  NO SCHOLARSHIP 6,000
    GEORGIA COLLEGE & STATE UNIVERSITY
    231 W HANCOCK ST
    MILLEDGEVILLE,GA31061     		  NO SCHOLARSHIP 3,250
    GRAND CANYON UNIVERSITY
    3300 W CAMELBACK RD
    PHOENIX,AZ85017     		  NO SCHOLARSHIP 6,500
    HARDIN SIMMONS UNIVERSITY
    2200 HICKORY ST
    ABILENE,TX79601     		  NO SCHOLARSHIP 9,250
    LUBBOCK CHRISTIAN UNIVERSITY
    5601 19TH ST
    LUBBOCK,TX79407     		  NO SCHOLARSHIP 40,750
    MCMURRY UNIVERSIY
    1400 SAYLES BLVD
    ABILENE,TX79605     		  NO SCHOLARSHIP 8,750
    MESA COMMUNITY COLLEGE
    1833 W SOUTHERN AVE
    MESA,AZ85202     		  NO SCHOLARSHIP 2,750
    METROPOLITAN STATE UNIVERSITY
    DENVER
    890 AURARIA PKWY 10
    DENVER,CO80204     		  NO SCHOLARSHIP 2,750
    MOODY BIBLE INSTITUTE
    820 N LASALLE ST
    CHICAGO,IL60610     		  NO SCHOLARSHIP 2,750
    NEW MEXICO INSTITUTE OF MINING &
    TECHNOLOGY
    801 LEROY PL
    SOCORRO,NM87801     		  NO SCHOLARSHIP 17,360
    NEW MEXICO JUNIOR COLLEGE
    5317 N LOVINGTON HWY
    HOBBS,NM88240     		  NO SCHOLARSHIP 5,500
    NEW MEXICO MILITARY INSTITUTE
    101 W COLLEGE BLVD
    ROSWELL,NM88210     		  NO SCHOLARSHIP 3,250
    NEW MEXICO STATE UNIVERSITY
    CARLSBAD
    1500 UNIVERSITY DR
    CARLSBAD,NM88220     		  NO SCHOLARSHIP 16,100
    NEW MEXICO STATE UNIVERSITY
    1780 E UNIVERSITY AVE
    LAS CRUCES,NM88003     		  NO SCHOLARSHIP 425,500
    ODESSA COLLEGE
    201 W UNIVERSTIY BLVD
    ODESSA,TX79764     		  NO SCHOLARSHIP 2,644
    OKLAHOMA STATE UNIVERSITY
    OKLAHOMA STATE UNIVERSITY
    STILLWATER,OK74074     		  NO SCHOLARSHIP 24,500
    OLYMPIAN ACADEMY
    4501 N MAIN ST 13
    ROSWELL,NM88201     		  NO SCHOLARSHIP 2,750
    PORTLAND STATE UNIVERSITY
    1825 SW BROADWAY
    PORTLAND,OR97201     		  NO SCHOLARSHIP 6,500
    SCHREINER UNIVERSITY
    2100 MEMORIAL BLVD
    KERRVILLE,TX78028     		  NO SCHOLARSHIP 6,500
    SHERIDAN COLLEGE
    3059 COFFEEN AVE
    SHERIDAN,WY82801     		  NO SCHOLARSHIP 2,750
    SOUTH PLAINS COLLEGE
    1401 COLLEGE AVE
    LEVELLAND,TX79336     		  NO SCHOLARSHIP 26,500
    SOUTHERN UTAH STATE UNIVERSITY
    351 W UNIVERSITY BLVD
    CEDAR CITY,UT84720     		  NO SCHOLARSHIP 2,750
    SOUTHWEST BAPTIST UNIVERSITY
    1600 UNIVERSITY AVE
    BOLIVAR,MO65613     		  NO SCHOLARSHIP 2,750
    ST MARY'S UNIVERSITY
    1 CAMINO SANTA MARIA
    SAN ANTONIO,TX78228     		  NO SCHOLARSHIP 6,500
    SWARTHMORE COLLEGE
    500 COLLEGE AVE
    SWARTHMORE,PA19081     		  NO SCHOLARSHIP 2,750
    TABOR COLLEGE
    400 S JEFFERSON ST
    HILLSBORO,KS67063     		  NO SCHOLARSHIP 6,500
    TARLETON STATE UNIVERSITY
    1333 W WASHINGTON ST
    STEPHENVILLE,TX76401     		  NO SCHOLARSHIP 3,250
    TEXAS A&M - KINGSVILLE
    955 UNIVERSITY BLVD
    KINGSVILLE,TX78363     		  NO SCHOLARSHIP 5,500
    TEXAS A&M
    1372 TAMU
    COLLEGE STATION,TX778431372     		  NO SCHOLARSHIP 6,500
    TEXAS CHRISTIAN UNIVERSITY
    2800 S UNIVERSITY DR
    FORT WORTH,TX76129     		  NO SCHOLARSHIP 9,750
    TEXAS TECH HEALTH SCIENCES CENTER
    3601 4TH ST
    LUBBOCK,TX79430     		  NO SCHOLARSHIP 3,250
    TEXAS TECH UNIVERSITY
    2500 BROADWAY
    LUBBOCK,TX79409     		  NO SCHOLARSHIP 194,250
    UNIVERSAL TECHNICAL INST
    16220 N SCHOTTSDALE RD
    SCOTTSDALE,AZ85254     		  NO SCHOLARSHIP 2,750
    UNIVERSITY OF ARIZONA
    UNIVERSITY OF ARIZONA
    TUCSON,AZ85721     		  NO SCHOLARSHIP 9,250
    UNIVERSITY OF DALLAS
    1845 E NORTHGATE DR
    IRVING,TX75062     		  NO SCHOLARSHIP 2,750
    UNIVERSITY OF DENVER
    2199 S UNIVERSITY BLVD
    DENVER,CO80208     		  NO SCHOLARSHIP 6,000
    UNIVERSITY OF LOUISVILLE
    2301 S 3RD ST
    LOUISVILLE,KY40292     		  NO SCHOLARSHIP 2,750
    UNIVERSITY OF NEW MEXICO
    1155 UNIVERSITY BLVD
    ALBUQUERQUE,NM87131     		  NO SCHOLARSHIP 306,650
    UNIVERSITY OF NORTH TEXAS
    1155 UNION CIR
    DENTON,TX76203     		  NO SCHOLARSHIP 6,500
    UNIVERSITY OF OKLAHOMA
    660 PARRINGTON OVAL
    NORMAN,OK73019     		  NO SCHOLARSHIP 6,500
    UNIVERSITY OF TEXAS
    PO BOX 8058
    AUSTIN,TX787138058     		  NO SCHOLARSHIP 6,500
    UNIVERSITY OF TEXAS - ARLINGTON
    701 S NEDDERMAN DR
    ARLINGTON,TX76019     		  NO SCHOLARSHIP 6,500
    UNIVERSITY OF TEXAS - TYLER
    3900 UNIVERSITY BLVD
    TYLER,TX75799     		  NO SCHOLARSHIP 3,250
    UNIVERSITY OF THE SOUTHWEST
    6610 N LOVINGTON HWY
    HOBBS,NM88242     		  NO SCHOLARSHIP 3,250
    UNIVERISTY OF WYOMING
    1000 E UNIVERSITY AVE
    LARAMIE,WY82071     		  NO SCHOLARSHIP 15,750
    WAYLAND BAPTIST UNIVERSITY
    1900 W 7TH ST
    PLAINVIEW,TX79072     		  NO SCHOLARSHIP 29,000
    WEST TEXAS A&M UNIVERSITY
    2501 4TH AVE
    CANYON,TX79016     		  NO SCHOLARSHIP 26,750
    WESTERN NEW MEXICO UNIVERSITY
    1000 W COLLEGE AVE
    SILVER CITY,NM88062     		  NO SCHOLARSHIP 3,250
    WESTERN TEXAS COLLEGE
    6200 COLLEGE AVE
    SNYDER,TX79549     		  NO SCHOLARSHIP 1,000
    Total .................................bullet 3a 2,039,691
    bApproved for future payment
    Total .................................bullet 3b  
    Form 990-PF (2015)
    Form 990-PF (2015)
    Page 12
    Part XVI-A
    Analysis of Income-Producing Activities
    Enter gross amounts unless otherwise indicated. Unrelated business income Excluded by section 512, 513, or 514 (e)
    Related or exempt
    function income
    (See instructions.)
    1Program service revenue: (a)
    Business code     		(b)
    Amount     		(c)
    Exclusion code     		(d)
    Amount
    a
    b
    c
    d
    e
    f
    gFees and contracts from government agencies          
    2 Membership dues and assessments....          
    3
    Interest on savings and temporary cash investments ...........     		    14 119,801  
    4 Dividends and interest from securities....     14 449,212  
    5 Net rental income or (loss) from real estate:
    aDebt-financed property......          
    bNot debt-financed property.....          
    6
    Net rental income or (loss) from personal property     		         
    7 Other investment income.....          
    8
    Gain or (loss) from sales of assets other than inventory ............     		    14 236,928 278,159
    9 Net income or (loss) from special events:          
    10 Gross profit or (loss) from sales of inventory..          
    11 Other revenue:
    aRENT     		    16 1,800  
    bPASSTHROUGH INV INC(LOSS)     14 -2,097,709  
    c
    d
    e
    12 Subtotal. Add columns (b), (d), and (e)..   -1,289,968 278,159
    13Total. Add line 12, columns (b), (d), and (e)..................
    13-1,011,809
    (See worksheet in line 13 instructions to verify calculations.)
    Part XVI-B
    Relationship of Activities to the Accomplishment of Exempt Purposes
    Line No.
    DownArrow     		Explain below how each activity for which income is reported in column (e) of Part XVI-A contributed importantly to
    the accomplishment of the foundation’s exempt purposes (other than by providing funds for such purposes). (See
    instructions.)
    Form 990-PF (2015)
    Form 990-PF (2015)
    Page 13
    Part XVII
    Information Regarding Transfers To and Transactions and Relationships With Noncharitable Exempt Organizations
    1
    Did the organization directly or indirectly engage in any of the following with any other organization described in section 501(c) of the Code (other than section 501(c)(3) organizations) or in section 527, relating to political organizations?
    Yes
    No
    a
    Transfers from the reporting foundation to a noncharitable exempt organization of:
    (1) Cash...................................
    1a(1)
     
    No
    (2) Other assets.................................
    1a(2)
     
    No
    b
    Other transactions:
    (1) Sales of assets to a noncharitable exempt organization....................
    1b(1)
     
    No
    (2) Purchases of assets from a noncharitable exempt organization..................
    1b(2)
     
    No
    (3) Rental of facilities, equipment, or other assets.......................
    1b(3)
     
    No
    (4) Reimbursement arrangements...........................
    1b(4)
     
    No
    (5) Loans or loan guarantees.............................
    1b(5)
     
    No
    (6) Performance of services or membership or fundraising solicitations................
    1b(6)
     
    No
    c
    Sharing of facilities, equipment, mailing lists, other assets, or paid employees..............
    1c
     
    No
    d
    If the answer to any of the above is "Yes," complete the following schedule. Column (b) should always show the fair market value
    of the goods, other assets, or services given by the reporting foundation. If the foundation received less than fair market value
    in any transaction or sharing arrangement, show in column (d) the value of the goods, other assets, or services received.

    (a) Line No. (b) Amount involved (c) Name of noncharitable exempt organization (d) Description of transfers, transactions, and sharing arrangements
    2a
    Is the foundation directly or indirectly affiliated with, or related to, one or more tax-exempt organizations
    described in section 501(c) of the Code (other than section 501(c)(3)) or in section 527?...........
    b
    If "Yes," complete the following schedule.

    (a) Name of organization (b) Type of organization (c) Description of relationship
    Sign Here
    Under penalties of perjury, I declare that I have examined this return, including accompanying schedules and statements, and to the best of my knowledge and belief, it is true, correct, and complete. Declaration of preparer (other than taxpayer) is based on all information of which preparer has any knowledge.
    Bullet Bullet
    May the IRS discuss this return
    with the preparer shown below
    (see instr.)?
    Signature of officer or trustee Date Title
    Paid Preparer Use Only Print/Type preparer's name Preparer's Signature Date PTIN
    Firm's name SmallBullet
    		 Firm's EIN SmallBullet
    Firm's address SmallBullet


    		 Phone no.
    Form 990-PF (2015)
    Additional Data


    Software ID:  
    Software Version:  


    Form 990PF - Special Condition Description:
    Special Condition Description
    Schedule B
    (Form 990, 990-EZ,
    or 990-PF)
    Department of the Treasury
    Internal Revenue Service
    Schedule of Contributors
    Arrow Bullet Attach to Form 990, 990-EZ, or 990-PF.
    Arrow Bullet Information about Schedule B (Form 990, 990-EZ, or 990-PF) and its instructions is at www.irs.gov/form990.
    OMB No. 1545-0047
    2015
    Name of the organization
    CHASE FOUNDATION
    MACK C CHASE TRUSTEE
    Employer identification number

    36-7466258
    Organization type (check one):
    Filers of:
    Section:
    Form 990 or 990-EZ





    Form 990-PF




    Check if your organization is covered by the General Rule or a Special Rule.  
    Note. Only a section 501(c)(7), (8), or (10) organization can check boxes for both the General Rule and a Special Rule. See instructions.
    General Rule
    Special Rules
    ......... Arrow Bullet $  
    Caution. An organization that is not covered by the General Rule and/or the Special Rules does not file Schedule B (Form 990,
    990-EZ, or 990-PF), but it must answer “No” on Part IV, line 2, of its Form 990; or check the box on line H of its
    Form 990-EZ or on its Form 990PF, Part I, line 2, to certify that it does not meet the filing requirements of Schedule B (Form 990,
    990-EZ, or 990-PF).
    For Paperwork Reduction Act Notice, see the Instructions
    for Form 990, 990-EZ, or 990-PF.
    Cat. No. 30613XSchedule B (Form 990, 990-EZ, or 990-PF) (2015)
    Schedule B (Form 990, 990-EZ, or 990-PF) (2015) Page 2
    Name of organization
    CHASE FOUNDATION
    MACK C CHASE TRUSTEE         		Employer identification number
    36-7466258
    Part I
    Contributors (see instructions). Use duplicate copies of Part I if additional space is needed.
    (a)
    No.    		 (b)
    Name, address, and ZIP + 4    		 (c)
    Total contributions    		 (d)
    Type of contribution
    1
    ARTESIA CHAMBER OF COMMERCE
     

       
    107 N FIRST ST
     
    ARTESIA, NM88210

    		$ 7,500


    (Complete Part II for noncash contributions.)
    (a)
    No.    		 (b)
    Name, address, and ZIP + 4    		 (c)
    Total contributions    		 (d)
    Type of contribution
    7
    MEMBER'S GIVE AMERICAN EXPRESS
     

       
    PO BOX 300
     
    SAN FRANCISCO, CA941040300

    		$ 59,755


    (Complete Part II for noncash contributions.)
    (a)
    No.    		 (b)
    Name, address, and ZIP + 4    		 (c)
    Total contributions    		 (d)
    Type of contribution
    2
    BREWER OIL
     

       
    2701 CANDELARIA NE
     
    ALBUQUERQUE, NM87107

    		$ 12,081


    (Complete Part II for noncash contributions.)
    (a)
    No.    		 (b)
    Name, address, and ZIP + 4    		 (c)
    Total contributions    		 (d)
    Type of contribution
    8
    BANK OF AMERICA
     

       
    1815 NORTH BLVD
     
    HOUSTON, TX77098

    		$ 7,500


    (Complete Part II for noncash contributions.)
    (a)
    No.    		 (b)
    Name, address, and ZIP + 4    		 (c)
    Total contributions    		 (d)
    Type of contribution
    3
     
     

    CATALYST  
    PO BOX 8485
     
    MIDLAND, TX79708

    		$ 5,000


    (Complete Part II for noncash contributions.)
    (a)
    No.    		 (b)
    Name, address, and ZIP + 4    		 (c)
    Total contributions    		 (d)
    Type of contribution
    9
    NEW MEXICO COMMUNITY FOUNDATION
     

       
    502 W CORDOVA RD STE 1
     
    SANTA FE, NM87505

    		$ 13,714


    (Complete Part II for noncash contributions.)
    Schedule B (Form 990, 990-EZ, or 990-PF) (2015)
    Name of organization
    CHASE FOUNDATION
    MACK C CHASE TRUSTEE         		Employer identification number
    36-7466258
    Part I
    Contributors (see instructions). Use duplicate copies of Part I if additional space is needed.
    (a)
    No.    		 (b)
    Name, address, and ZIP + 4    		 (c)
    Total contributions    		 (d)
    Type of contribution
    4
     
     

    CRAIG BLAIR  
    PO BOX 2476
     
    CARLSBAD, NM88221

    		$ 6,000


    (Complete Part II for noncash contributions.)
    (a)
    No.    		 (b)
    Name, address, and ZIP + 4    		 (c)
    Total contributions    		 (d)
    Type of contribution
    10
     
     

    WILLIAM LEVEN  
    1815 NORTH BLVD
     
    HOUSTON, TX770985415

    		$ 7,500


    (Complete Part II for noncash contributions.)
    (a)
    No.    		 (b)
    Name, address, and ZIP + 4    		 (c)
    Total contributions    		 (d)
    Type of contribution
    5
    ENERTIA
     

       
    125 W MISSOURI
     
    MIDLAND, TX79701

    		$ 5,000


    (Complete Part II for noncash contributions.)
    (a)
    No.    		 (b)
    Name, address, and ZIP + 4    		 (c)
    Total contributions    		 (d)
    Type of contribution
    11
     
     

    MISC DONATIONS UNDER 5000  
    VARIOUS
     
    VARIOUS, NM88210

    		$ 46,305


    (Complete Part II for noncash contributions.)
    (a)
    No.    		 (b)
    Name, address, and ZIP + 4    		 (c)
    Total contributions    		 (d)
    Type of contribution
    6
    JAYNES CORPORATION
     

       
    2906 BROADWAY
     
    ALBUQUERQUE, NM87112

    		$ 5,000


    (Complete Part II for noncash contributions.)
    (a)
    No.    		 (b)
    Name, address, and ZIP + 4    		 (c)
    Total contributions    		 (d)
    Type of contribution
     
     
     

       
     
     

    		$  


    (Complete Part II for noncash contributions.)
    Schedule B (Form 990, 990-EZ, or 990-PF) (2015)
    Schedule B (Form 990, 990-EZ, or 990-PF) (2015)
    Page 3
    Name of organization
    CHASE FOUNDATION
    MACK C CHASE TRUSTEE         		Employer identification number

    36-7466258
    Part II
    Noncash Property (see instructions). Use duplicate copies of Part II if additional space is needed.
    (a)
    No.from Part I    		 (b)
    Description of noncash property given    		 (c)
    FMV (or estimate)
    (see instructions)     		(d)
    Date received
     
    		$    
    (a)
    No.from Part I    		 (b)
    Description of noncash property given    		 (c)
    FMV (or estimate)
    (see instructions)     		(d)
    Date received
     
    		$    
    (a)
    No.from Part I    		 (b)
    Description of noncash property given    		 (c)
    FMV (or estimate)
    (see instructions)     		(d)
    Date received
     
    		$    
    (a)
    No.from Part I    		 (b)
    Description of noncash property given    		 (c)
    FMV (or estimate)
    (see instructions)     		(d)
    Date received
     
    		$    
    (a)
    No.from Part I    		 (b)
    Description of noncash property given    		 (c)
    FMV (or estimate)
    (see instructions)     		(d)
    Date received
     
    		$    
    (a)
    No.from Part I    		 (b)
    Description of noncash property given    		 (c)
    FMV (or estimate)
    (see instructions)     		(d)
    Date received
     
    		$    
    Schedule B (Form 990, 990-EZ, or 990-PF) (2015)
    Schedule B (Form 990, 990-EZ, or 990-PF) (2015)
    Page 4
    Name of organization
    CHASE FOUNDATION
    MACK C CHASE TRUSTEE         		Employer identification number

    36-7466258
    Part III
    Exclusively religious, charitable, etc., contributions to organizations described in section 501(c)(7), (8), or (10) that total more than $1,000 for the year from any one contributor. Complete columns (a) through (e) and the following line entry. For organizations completing Part III, enter the total of exclusively religious, charitable, etc., contributions of $1,000 or less for the year. (Enter this information once. See instructions.) Arrow Bullet$  
    Use duplicate copies of Part III if additional space is needed.
    (a)
    No.from Part I    		 (b) Purpose of gift (c) Use of gift (d) Description of how gift is held
     
    (e) Transfer of gift
    Transferee's name, address, and ZIP 4 Relationship of transferor to transferee
     
     
         
     
    (a)
    No.from Part I    		 (b) Purpose of gift (c) Use of gift (d) Description of how gift is held
     
    (e) Transfer of gift
    Transferee's name, address, and ZIP 4 Relationship of transferor to transferee
     
     
         
     
    (a)
    No.from Part I    		 (b) Purpose of gift (c) Use of gift (d) Description of how gift is held
     
    (e) Transfer of gift
    Transferee's name, address, and ZIP 4 Relationship of transferor to transferee
     
     
         
     
    (a)
    No.from Part I    		 (b) Purpose of gift (c) Use of gift (d) Description of how gift is held
     
    (e) Transfer of gift
    Transferee's name, address, and ZIP 4 Relationship of transferor to transferee
     
     
         
     
    Schedule B (Form 990, 990-EZ, or 990-PF) (2015)

    Additional Data


    Software ID:  
    Software Version:  

    TY 2015 AccountingFeesSchedule
    Name:
    CHASE FOUNDATION
     
    MACK C CHASE TRUSTEE
    EIN:
    36-7466258
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
      20,111     20,111

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    TY 2015 DepreciationSchedule
    Name:
    CHASE FOUNDATION
     
    MACK C CHASE TRUSTEE
    EIN:
    36-7466258
    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
    OFFICE FURNITURE 2007-05-24 1,267 963 S/L 10.0000 127      
    OFFICE FURNITURE 2007-06-04 1,082 819 S/L 10.0000 108      
    OFFICE FURNITURE 2007-09-10 446 330 S/L 10.0000 45      
    OFFICE FURNITURE 2007-09-20 3,780 2,741 S/L 10.0000 378      
    OFFICE FURNITURE 2007-11-08 714 509 S/L 10.0000 71      
    OFFICE FURNITURE 2007-11-19 143 99 S/L 10.0000 14      
    OFFICE FURNITURE 2006-12-15 4,734 3,843 S/L 10.0000 473      
    COMPUTER EQUIPMENT 2007-07-10 71 71 S/L 5.0000        
    PRINTER 2006-12-15 1,140 1,140 S/L 5.0000        
    TELEPHONE EQUIPMENT 2006-12-15 10,571 10,571 S/L 5.0000        
    OFFICE FURNITURE 2008-01-10 529 371 S/L 10.0000 53      
    OFFICE FURNITURE 2008-02-06 1,696 1,175 S/L 10.0000 170      
    OFFICE FURNITURE - CARPET 2008-08-04 406 256 S/L 10.0000 41      
    COMPUTER EQUIPMENT 2008-10-14 86 86 S/L 5.0000        
    OFFICE EQUIPMENT 2008-11-12 331 290 S/L 7.0000 41      
    OFFICE FURNITURE 2008-11-12 146 92 S/L 10.0000 15      
    COMPUTER EQUIPMENT 2008-12-02 64 64 S/L 5.0000        
    COMPUTER EQUIPMENT 2008-12-11 64 64 S/L 5.0000        
    OFFICE FURNITURE 2010-02-28 15,422 14,906 S/L 5.0000 516      
    OFFICE FURNITURE 2011-05-18 2,547 1,824 S/L 5.0000 509      
    COMPUTER EQUIPMENT 2011-09-01 2,161 1,440 S/L 5.0000 432      
    COMPUTER EQUIPMENT 2012-05-14 4,388 2,341 S/L 5.0000 878      
    OFFICE FURNITURE 2012-05-18 1,490 770 S/L 5.0000 298      
    COMPUTER EQUIPMENT 2012-06-25 3,324 1,662 S/L 5.0000 665      
    OFFICE FURNITURE 2012-07-10 1,525 763 S/L 5.0000 305      
    OFFICE FURNITURE 2012-12-11 401 279 S/L 3.0000 122      
    LAND - MAIN STREET 2014-05-14 55,000              
    BUILDING - MAIN (W/IMPRV) 2014-05-14 878,905 14,106 S/L 39.0000 22,536      
    OFFICE FURN (MAIN ST) 2014-06-01 61,978 3,615 S/L 10.0000 6,198      
    OFFICE EQUIP 2015-06-01 6,394   S/L 5.0000 3,517      

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    TY 2015 GainLossSaleOtherAssetsSch
    Name:
    CHASE FOUNDATION
     
    MACK C CHASE TRUSTEE
    EIN:
    36-7466258
    Name Date Acquired How Acquired Date Sold Purchaser Name Gross Sales Price Basis Basis Method Sales Expenses Total (net) Accumulated Depreciation
    BOEING COMPANY 2015-03 PURCHASE 2015-04   8,267 8,417     -150  
    C.H. ROBINSON WORLDWIDE, 2015-02 PURCHASE 2015-04   2,684 2,813     -129  
    C.H. ROBINSON WORLDWIDE, 2015-02 PURCHASE 2015-04   7,204 7,552     -348  
    C.H. ROBINSON WORLDWIDE, 2015-02 PURCHASE 2015-07   1,084 1,259     -175  
    C.H. ROBINSON WORLDWIDE, 2015-02 PURCHASE 2015-06   8,470 10,143     -1,673  
    CUMMINS INC COM 2015-03 PURCHASE 2015-04   1,087 1,162     -75  
    CUMMINS INC COM 2015-03 PURCHASE 2015-04   8,833 9,438     -605  
    CUMMINS INC COM 2015-03 PURCHASE 2015-06   405 436     -31  
    DOVER CORP 2014-11 PURCHASE 2015-04   502 560     -58  
    DOVER CORP 2014-11 PURCHASE 2015-02   74 80     -6  
    DOVER CORP 2014-11 PURCHASE 2015-03   722 799     -77  
    DOVER CORP 2014-11 PURCHASE 2015-03   7,001 7,753     -752  
    DOVER CORP 2014-11 PURCHASE 2015-10   56 80     -24  
    DOVER CORP 2014-11 PURCHASE 2015-10   669 959     -290  
    DOVER CORP 2014-11 PURCHASE 2015-06   75 80     -5  
    DOVER CORP 2014-11 PURCHASE 2015-06   599 639     -40  
    EXXON MOBIL CORP COM 2012-11 PURCHASE 2015-04   3,765 4,037     -272  
    EXXON MOBIL CORP COM 2012-11 PURCHASE 2015-04   2,053 2,301     -248  
    EXXON MOBIL CORP COM 2012-11 PURCHASE 2015-03   4,622 4,862     -240  
    EXXON MOBIL CORP COM 2012-11 PURCHASE 2015-03   872 917     -45  
    EXXON MOBIL CORP COM 2012-11 PURCHASE 2015-04   1,112 1,247     -135  
    PROCTER & GAMBLE CO 2013-11 PURCHASE 2015-06   4,078 4,245     -167  
    QUALCOMM INC 2014-12 PURCHASE 2015-04   4,844 5,212     -368  
    QUALCOMM INC 2014-12 PURCHASE 2015-03   3,240 3,258     -18  
    QUALCOMM INC 2014-12 PURCHASE 2015-03   21,458 21,572     -114  
    QUALCOMM INC 2014-12 PURCHASE 2015-06   347 362     -15  
    QUALCOMM INC 2014-12 PURCHASE 2015-04   3,902 4,199     -297  
    UNITED TECHS CORP COM 2014-05 PURCHASE 2015-04   5,444 5,547     -103  
    UNITED TECHS CORP COM 2014-05 PURCHASE 2015-04   8,047 8,200     -153  
    UNITED TECHS CORP COM 2014-05 PURCHASE 2015-06   2,921 3,015     -94  
    3M COMPANY 2014-05 PURCHASE 2015-10   8,179 8,311     -132  
    3M COMPANY 2014-05 PURCHASE 2015-06   15,182 13,523     1,659  
    AUTOMATIC DATA PROC 2014-03 PURCHASE 2015-10   633 545     88  
    AUTOMATIC DATA PROC 2013-12 PURCHASE 2015-10   13,761 12,232     1,529  
    AUTOMATIC DATA PROC 2013-11 PURCHASE 2015-06   5,744 4,475     1,269  
    AUTOMATIC DATA PROC 2013-11 PURCHASE 2015-10   712 592     120  
    AUTOMATIC DATA PROC 2013-07 PURCHASE 2015-06   4,139 3,001     1,138  
    AUTOMATIC DATA PROC 2013-05 PURCHASE 2015-06   1,352 944     408  
    AUTOMATIC DATA PROC 2013-02 PURCHASE 2015-04   8,552 5,245     3,307  
    AUTOMATIC DATA PROC 2013-02 PURCHASE 2015-06   3,041 1,907     1,134  
    AUTOMATIC DATA PROC 2012-11 PURCHASE 2015-03   19,068 11,120     7,948  
    AUTOMATIC DATA PROC 2012-11 PURCHASE 2015-04   4,665 2,793     1,872  
    AUTOMATIC DATA PROC 2012-09 PURCHASE 2015-03   266 153     113  
    DU PONT E I DE NEMOURS 2014-03 PURCHASE 2015-04   2,634 2,470     164  
    DU PONT E I DE NEMOURS 2014-02 PURCHASE 2015-03   22,339 17,449     4,890  
    DU PONT E I DE NEMOURS 2014-02 PURCHASE 2015-04   44,279 37,816     6,463  
    EMERSON ELEC CO 2013-12 PURCHASE 2015-02   17,445 20,065     -2,620  
    EMERSON ELEC CO 2013-11 PURCHASE 2015-02   2,151 2,493     -342  
    EMERSON ELEC CO 2013-07 PURCHASE 2015-02   6,629 6,364     265  
    EMERSON ELEC CO 2013-05 PURCHASE 2015-02   8,025 7,706     319  
    EMERSON ELEC CO 2013-02 PURCHASE 2015-02   7,327 7,290     37  
    EMERSON ELEC CO 2013-01 PURCHASE 2015-02   11,339 10,749     590  
    EXXON MOBIL CORP 2012-03 PURCHASE 2015-08   15 19     -4  
    EXXON MOBIL CORP COM 2014-07 PURCHASE 2015-08   10,395 13,598     -3,203  
    EXXON MOBIL CORP COM 2014-03 PURCHASE 2015-08   4,611 5,675     -1,064  
    EXXON MOBIL CORP COM 2013-12 PURCHASE 2015-08   13,756 16,437     -2,681  
    EXXON MOBIL CORP COM 2013-11 PURCHASE 2015-08   6,175 7,161     -986  
    EXXON MOBIL CORP COM 2013-07 PURCHASE 2015-08   4,064 4,714     -650  
    EXXON MOBIL CORP COM 2013-05 PURCHASE 2015-08   7,660 8,671     -1,011  
    EXXON MOBIL CORP COM 2013-02 PURCHASE 2015-04   4,107 4,281     -174  
    EXXON MOBIL CORP COM 2013-02 PURCHASE 2015-06   2,980 3,122     -142  
    EXXON MOBIL CORP COM 2013-02 PURCHASE 2015-08   2,501 2,854     -353  
    EXXON MOBIL CORP COM 2012-12 PURCHASE 2015-04   856 891     -35  
    EXXON MOBIL CORP COM 2012-11 PURCHASE 2015-06   1,107 1,302     -195  
    EXXON MOBIL CORP COM 2012-11 PURCHASE 2015-06   3,746 3,994     -248  
    EXXON MOBIL CORP COM 2012-11 PURCHASE 2015-04   1,369 1,534     -165  
    EXXON MOBIL CORP COM 2012-11 PURCHASE 2015-06   2,043 2,278     -235  
    GENUINE PARTS CO 2014-01 PURCHASE 2015-02   2,834 2,476     358  
    GENUINE PARTS CO 2013-12 PURCHASE 2015-02   16,815 14,922     1,893  
    GENUINE PARTS CO 2013-11 PURCHASE 2015-02   9,163 7,710     1,453  
    GENUINE PARTS CO 2013-07 PURCHASE 2015-02   47,516 41,539     5,977  
    JOHNSON AND JOHNSON COM 2013-12 PURCHASE 2015-06   1,994 1,885     109  
    JOHNSON AND JOHNSON COM 2013-12 PURCHASE 2015-10   8,196 8,390     -194  
    JOHNSON AND JOHNSON COM 2013-11 PURCHASE 2015-06   4,886 4,563     323  
    JOHNSON AND JOHNSON COM 2013-07 PURCHASE 2015-06   2,194 1,912     282  
    JOHNSON AND JOHNSON COM 2013-05 PURCHASE 2015-06   997 851     146  
    JOHNSON AND JOHNSON COM 2013-03 PURCHASE 2015-03   13,314 10,020     3,294  
    JOHNSON AND JOHNSON COM 2013-03 PURCHASE 2015-04   12,896 9,943     2,953  
    JOHNSON AND JOHNSON COM 2013-03 PURCHASE 2015-06   5,584 4,316     1,268  
    LINEAR TECHNOLOGY CORP 2013-12 PURCHASE 2015-06   1,132 1,035     97  
    LINEAR TECHNOLOGY CORP 2013-12 PURCHASE 2015-10   12,022 13,192     -1,170  
    LINEAR TECHNOLOGY CORP 2013-11 PURCHASE 2015-06   7,121 6,173     948  
    LINEAR TECHNOLOGY CORP 2013-07 PURCHASE 2015-06   6,649 5,250     1,399  
    LINEAR TECHNOLOGY CORP 2013-05 PURCHASE 2015-04   10,207 8,172     2,035  
    LINEAR TECHNOLOGY CORP 2013-05 PURCHASE 2015-06   2,405 1,886     519  
    LINEAR TECHNOLOGY CORP 2013-02 PURCHASE 2015-03   8,514 6,478     2,036  
    LINEAR TECHNOLOGY CORP 2013-02 PURCHASE 2015-04   2,217 1,787     430  
    LINEAR TECHNOLOGY CORP 2012-11 PURCHASE 2015-03   13,016 8,692     4,324  
    NORFOLK SOUTHERN CORP 2014-07 PURCHASE 2015-08   9,939 12,307     -2,368  
    NORFOLK SOUTHERN CORP 2014-03 PURCHASE 2015-08   7,288 8,280     -992  
    NORFOLK SOUTHERN CORP 2014-02 PURCHASE 2015-04   13,377 11,712     1,665  
    NORFOLK SOUTHERN CORP 2014-02 PURCHASE 2015-03   15,953 13,451     2,502  
    NORFOLK SOUTHERN CORP 2014-02 PURCHASE 2015-08   23,688 26,169     -2,481  
    NORFOLK SOUTHERN CORP 2014-02 PURCHASE 2015-06   2,958 2,928     30  
    NORTHROP GRUMMAN CORP 2013-12 PURCHASE 2015-01   21,615 16,716     4,899  
    NORTHROP GRUMMAN CORP 2013-08 PURCHASE 2015-01   53,384 35,142     18,242  
    PAYCHEX INC 2013-12 PURCHASE 2015-10   10,432 9,800     632  
    PAYCHEX INC 2013-11 PURCHASE 2015-10   3,900 3,486     414  
    PAYCHEX INC 2013-07 PURCHASE 2015-06   4,993 3,759     1,234  
    PAYCHEX INC 2013-07 PURCHASE 2015-10   1,880 1,474     406  
    PAYCHEX INC 2013-05 PURCHASE 2015-06   783 590     193  
    PAYCHEX INC 2013-02 PURCHASE 2015-04   1,675 1,125     550  
    PAYCHEX INC 2013-02 PURCHASE 2015-06   10,475 7,078     3,397  
    PAYCHEX INC 2013-01 PURCHASE 2015-04   1,330 862     468  
    PAYCHEX INC 2012-11 PURCHASE 2015-03   16,494 11,097     5,397  
    PAYCHEX INC 2012-11 PURCHASE 2015-04   9,015 6,098     2,917  
    PAYCHEX INC 2012-09 PURCHASE 2015-03   5,151 3,483     1,668  
    PROCTER & GAMBLE CO 2014-07 PURCHASE 2015-08   13,120 14,084     -964  
    PROCTER & GAMBLE CO 2014-03 PURCHASE 2015-08   8,115 8,377     -262  
    PROCTER & GAMBLE CO 2014-01 PURCHASE 2015-08   4,247 4,522     -275  
    PROCTER & GAMBLE CO 2013-12 PURCHASE 2015-08   15,774 17,367     -1,593  
    PROCTER & GAMBLE CO 2013-11 PURCHASE 2015-07   1,299 1,306     -7  
    PROCTER & GAMBLE CO 2013-11 PURCHASE 2015-08   3,944 4,366     -422  
    PROCTER & GAMBLE CO 2013-11 PURCHASE 2015-08   455 490     -35  
    PROCTER & GAMBLE CO 2013-07 PURCHASE 2015-06   3,607 3,593     14  
    PROCTER & GAMBLE CO 2013-05 PURCHASE 2015-04   1,737 1,633     104  
    PROCTER & GAMBLE CO 2013-05 PURCHASE 2015-06   5,176 5,132     44  
    PROCTER & GAMBLE CO 2013-02 PURCHASE 2015-03   11,220 9,926     1,294  
    PROCTER & GAMBLE CO 2013-02 PURCHASE 2015-04   11,250 10,226     1,024  
    RAYTHEON CO DELAWARE NEW 2013-12 PURCHASE 2015-10   7,565 6,276     1,289  
    RAYTHEON CO DELAWARE NEW 2013-11 PURCHASE 2015-10   2,451 1,938     513  
    RAYTHEON CO DELAWARE NEW 2013-08 PURCHASE 2015-04   13,450 9,249     4,201  
    RAYTHEON CO DELAWARE NEW 2013-08 PURCHASE 2015-03   16,866 11,655     5,211  
    RAYTHEON CO DELAWARE NEW 2013-08 PURCHASE 2015-10   5,328 3,760     1,568  
    RAYTHEON CO DELAWARE NEW 2013-08 PURCHASE 2015-06   12,643 9,249     3,394  
    UNITED TECHS CORP COM 2014-05 PURCHASE 2015-10   2,963 4,100     -1,137  
    UNITED TECHS CORP COM 2014-05 PURCHASE 2015-06   13,085 13,506     -421  
    WAL-MART STORES INC 2013-07 PURCHASE 2015-10   2,673 3,141     -468  
    WAL-MART STORES INC 2013-05 PURCHASE 2015-10   1,273 1,568     -295  
    WAL-MART STORES INC 2013-02 PURCHASE 2015-04   809 694     115  
    WAL-MART STORES INC 2013-02 PURCHASE 2015-06   9,933 9,231     702  
    WAL-MART STORES INC 2013-01 PURCHASE 2015-04   3,155 2,672     483  
    WAL-MART STORES INC 2012-12 PURCHASE 2015-03   8,510 7,323     1,187  
    WAL-MART STORES INC 2012-12 PURCHASE 2015-04   8,252 7,323     929  
    3M COMPANY 2014-05 PURCHASE 2015-04   15,192 12,819     2,373  
    3M COMPANY 2014-05 PURCHASE 2015-03   14,514 12,114     2,400  
    BOEING COMPANY 2015-03 PURCHASE 2015-04   7,043 7,170     -127  
    BOEING COMPANY 2015-03 PURCHASE 2015-05   97,057 105,365     -8,308  
    BOEING COMPANY 2015-03 PURCHASE 2015-05   7,753 8,189     -436  
    C.H. ROBINSON WORLDWIDE, 2015-02 PURCHASE 2015-03   12,714 12,586     128  
    C.H. ROBINSON WORLDWIDE, 2015-02 PURCHASE 2015-10   10,490 11,624     -1,134  
    C.H. ROBINSON WORLDWIDE, 2014-11 PURCHASE 2015-01   22,250 22,078     172  
    C.H. ROBINSON WORLDWIDE, 2014-08 PURCHASE 2015-01   84,379 80,950     3,429  
    CHEMOURS (THE) CO SHS 2015-06 PURCHASE 2015-07   3,375 4,934     -1,559  
    CUMMINS INC COM 2015-03 PURCHASE 2015-06   9,722 10,454     -732  
    DOVER CORP 2014-11 PURCHASE 2015-03   2,093 2,318     -225  
    DOVER CORP 2014-11 PURCHASE 2015-04   15,064 16,786     -1,722  
    DOVER CORP 2014-11 PURCHASE 2015-10   3,849 5,515     -1,666  
    DOVER CORP 2014-11 PURCHASE 2015-06   13,701 14,627     -926  
    DU PONT E I DE NEMOURS 2015-06 PURCHASE 2015-07   82,713 97,186     -14,473  
    DU PONT E I DE NEMOURS 2015-02 PURCHASE 2015-04   6,407 6,540     -133  
    DU PONT E I DE NEMOURS 2015-01 PURCHASE 2015-04   15,946 16,312     -366  
    DU PONT E I DE NEMOURS 2014-11 PURCHASE 2015-04   19,007 18,479     528  
    DU PONT E I DE NEMOURS 2014-07 PURCHASE 2015-04   21,926 19,989     1,937  
    EMERSON ELEC CO 2015-01 PURCHASE 2015-02   22,794 23,987     -1,193  
    EMERSON ELEC CO 2014-12 PURCHASE 2015-02   3,082 3,333     -251  
    EMERSON ELEC CO 2014-11 PURCHASE 2015-02   21,166 23,469     -2,303  
    EMERSON ELEC CO 2014-07 PURCHASE 2015-02   12,967 14,970     -2,003  
    EMERSON ELEC CO 2014-03 PURCHASE 2015-02   7,908 8,837     -929  
    EXXON MOBIL CORP COM 2015-07 PURCHASE 2015-08   5,158 5,436     -278  
    EXXON MOBIL CORP COM 2015-01 PURCHASE 2015-08   19,383 22,622     -3,239  
    EXXON MOBIL CORP COM 2014-12 PURCHASE 2015-08   2,892 3,418     -526  
    EXXON MOBIL CORP COM 2014-11 PURCHASE 2015-08   22,588 27,459     -4,871  
    GENUINE PARTS CO 2015-01 PURCHASE 2015-02   11,714 13,215     -1,501  
    GENUINE PARTS CO 2014-11 PURCHASE 2015-02   9,069 9,473     -404  
    GENUINE PARTS CO 2014-07 PURCHASE 2015-02   15,681 14,402     1,279  
    MICROSOFT CORP 2014-11 PURCHASE 2015-01   15,785 16,161     -376  
    MICROSOFT CORP 2014-08 PURCHASE 2015-01   86,911 80,557     6,354  
    NORFOLK SOUTHERN CORP 2015-07 PURCHASE 2015-08   8,945 9,308     -363  
    NORFOLK SOUTHERN CORP 2015-05 PURCHASE 2015-08   5,715 7,178     -1,463  
    NORFOLK SOUTHERN CORP 2015-04 PURCHASE 2015-08   6,957 8,677     -1,720  
    NORFOLK SOUTHERN CORP 2015-02 PURCHASE 2015-08   6,046 7,726     -1,680  
    NORFOLK SOUTHERN CORP 2015-01 PURCHASE 2015-08   15,902 20,565     -4,663  
    NORFOLK SOUTHERN CORP 2014-12 PURCHASE 2015-08   2,816 3,615     -799  
    NORFOLK SOUTHERN CORP 2014-11 PURCHASE 2015-08   13,169 17,445     -4,276  
    NORTHROP GRUMMAN CORP 2014-12 PURCHASE 2015-01   290 279     11  
    NORTHROP GRUMMAN CORP 2014-11 PURCHASE 2015-01   15,667 14,960     707  
    NORTHROP GRUMMAN CORP 2014-07 PURCHASE 2015-01   19,439 16,098     3,341  
    NORTHROP GRUMMAN CORP 2014-03 PURCHASE 2015-01   290 247     43  
    PROCTER & GAMBLE CO 2015-05 PURCHASE 2015-08   5,157 5,490     -333  
    PROCTER & GAMBLE CO 2015-04 PURCHASE 2015-08   6,674 7,222     -548  
    PROCTER & GAMBLE CO 2015-02 PURCHASE 2015-08   11,452 12,982     -1,530  
    PROCTER & GAMBLE CO 2015-01 PURCHASE 2015-08   16,685 19,971     -3,286  
    PROCTER & GAMBLE CO 2014-12 PURCHASE 2015-08   76 91     -15  
    PROCTER & GAMBLE CO 2014-11 PURCHASE 2015-08   12,058 14,202     -2,144  
    QUALCOMM INC 2014-12 PURCHASE 2015-06   16,647 17,374     -727  
    SECTOR SPDR FINANCIAL 2015-04 PURCHASE 2015-06   5,110 5,054     56  
    SECTOR SPDR FINANCIAL 2015-04 PURCHASE 2015-05   2,152 2,138     14  
    SECTOR SPDR FINANCIAL 2015-04 PURCHASE 2015-08   5,268 5,078     190  
    SECTOR SPDR FINANCIAL 2015-04 PURCHASE 2015-07   8,452 8,334     118  
    UNION PACIFIC CORP 2015-06 PURCHASE 2015-10   8,361 9,577     -1,216  
    UNITED TECHS CORP COM 2014-05 PURCHASE 2015-03   16,332 16,159     173  
    PRUDENTIAL FINCL 4.75% 2013-02 PURCHASE 2015-09   1,000 1,000        
    PRUDENTIAL FINCL 4.75% 2011-02 PURCHASE 2015-09   1,000 1,000        
    PRUDENTIAL FINCL 4.75% 2010-08 PURCHASE 2015-09   6,000 6,000        
    SIMON PROPERTY GR 6.12% 2010-08 PURCHASE 2015-12   6,674 6,674        
    21ST CENTY FOX AM 6.40% 2010-08 PURCHASE 2015-08   1,200 1,084     116  
    ALCOA INC 5.90%FEB01 27 2011-01 PURCHASE 2015-07   1,035 987     48  
    ALTRIA GROUP INC 2.85% 2 2013-12 PURCHASE 2015-12   2,934 2,817     117  
    AMN INTL GROUP 3.37% 202 2013-11 PURCHASE 2015-07   16,786 17,258     -472  
    ANHEUSER-BUSCH IN 4.37% 2013-02 PURCHASE 2015-12   1,092 1,093     -1  
    ANHEUSER-BUSCH IN 4.37% 2011-02 PURCHASE 2015-07   1,088 986     102  
    ANHEUSER-BUSCH IN 4.37% 2011-02 PURCHASE 2015-08   1,090 986     104  
    ANHEUSER-BUSCH IN 4.37% 2011-02 PURCHASE 2015-12   16,378 14,788     1,590  
    APPLE INC 2.40%MAY03 23 2013-05 PURCHASE 2015-08   1,920 1,976     -56  
    APPLE INC 2.40%MAY03 23 2013-05 PURCHASE 2015-12   1,947 1,976     -29  
    ARCELORMITTAL 4.50% 2015 2013-02 PURCHASE 2015-07   1,004 1,001     3  
    ARCELORMITTAL 4.50% 2015 2011-02 PURCHASE 2015-07   3,011 3,000     11  
    ARCELORMITTAL 4.50% 2015 2010-08 PURCHASE 2015-07   13,049 12,994     55  
    AT&T INC 3.87%AUG15 21 2014-02 PURCHASE 2015-08   2,069 2,052     17  
    AT&T INC 3.87%AUG15 21 2014-02 PURCHASE 2015-12   2,077 2,049     28  
    BANK OF NEW YORK MELLON 2014-02 PURCHASE 2015-07   1,023 1,009     14  
    BANK OF NEW YORK MELLON 2014-02 PURCHASE 2015-12   1,041 1,009     32  
    BP CAP MARKETS PL 4.50% 2010-09 PURCHASE 2015-12   2,164 2,019     145  
    BUNGE LTD FIN CO 4.10% 1 2011-03 PURCHASE 2015-12   1,007 1,000     7  
    BURLINGTN NORTH S 4.70% 2010-08 PURCHASE 2015-12   4,344 4,147     197  
    CAP ONE FINCL CO 6.15% 1 2010-08 PURCHASE 2015-08   1,049 1,017     32  
    CCO HLDGS LLC/CAP 6.62% 2012-01 PURCHASE 2015-12   1,045 1,002     43  
    CITIGROUP INC 5.37% 2020 2011-03 PURCHASE 2015-11   8,730 8,158     572  
    DIRECTV HLDG/FIN 5.00% 2011-03 PURCHASE 2015-08   1,078 997     81  
    DIRECTV HLDG/FIN 5.00% 2011-03 PURCHASE 2015-12   2,174 1,994     180  
    DOMINION RESOURCE 5.20% 2010-08 PURCHASE 2015-12   2,180 2,129     51  
    ENERGY TRANSFER P 6.70% 2010-08 PURCHASE 2015-12   1,055 1,045     10  
    EXPRESS SCRIPTS 3.12% 20 2011-11 PURCHASE 2015-12   3,023 2,980     43  
    FEDERAL NATL MTG ASSOC 2013-11 PURCHASE 2015-08   1,449 1,311     138  
    FEDERAL NATL MTG ASSOC 2013-11 PURCHASE 2015-12   1,424 1,306     118  
    GENL ELEC CAP COR 6.87% 2010-08 PURCHASE 2015-07   1,338 1,127     211  
    GENL ELEC CAP COR 6.87% 2010-08 PURCHASE 2015-12   1,370 1,126     244  
    GOLDMAN SACHS GRO 6.15% 2012-01 PURCHASE 2015-12   1,090 1,019     71  
    HEWLETT-PACKARD 2.60% 20 2012-03 PURCHASE 2015-08   1,015 1,002     13  
    HEWLETT-PACKARD 2.60% 20 2012-03 PURCHASE 2015-10   6,014 6,013     1  
    JPMORGAN CHASE & 3.45% 2011-02 PURCHASE 2015-12   4,021 3,995     26  
    KRAFT FOODS INC 4.12% 20 2011-01 PURCHASE 2015-08   1,015 1,006     9  
    KRAFT FOODS INC 4.12% 20 2011-01 PURCHASE 2015-12   3,013 3,005     8  
    LOOM SAY HI INCO OPPOR I 2013-07 PURCHASE 2015-07   3,263 3,185     78  
    LOOM SAY HI INCO OPPOR I 2013-07 PURCHASE 2015-08   4,199 4,151     48  
    LOOM SAY HI INCO OPPOR I 2013-02 PURCHASE 2015-07   2,025 2,017     8  
    LOOM SAY HI INCO OPPOR I 2011-02 PURCHASE 2015-07   1,217 1,168     49  
    LS SECURITIZE ASSET FD I 2010-08 PURCHASE 2015-07   9,850 10,167     -317  
    LS SECURITIZE ASSET FD I 2010-08 PURCHASE 2015-08   31,618 32,542     -924  
    LS SECURITIZE ASSET FD I 2010-08 PURCHASE 2015-10   13,841 14,272     -431  
    MCDONALD'S CORP 2010-08 PURCHASE 2015-12   1,082 1,056     26  
    MORGAN STANLEY 2.12% 201 2013-04 PURCHASE 2015-12   2,008 2,002     6  
    NABORS INDS INC 6.15% 20 2010-08 PURCHASE 2015-12   3,092 3,115     -23  
    NEWMONT MINING 5.12% 201 2010-08 PURCHASE 2015-12   3,158 3,142     16  
    NISOURCE FIN CORP 6.12% 2010-08 PURCHASE 2015-12   2,278 2,153     125  
    OWENS CORNING INC 7.00% 2010-08 PURCHASE 2015-12   1,056 1,015     41  
    SHELL INTL FIN 6.37% 203 2010-08 PURCHASE 2015-07   1,271 1,203     68  
    SIMON PROPERTY GR 6.12% 2011-02 PURCHASE 2015-12   2,225 2,085     140  
    SPRINT CAP CORP 6.87% 20 2011-02 PURCHASE 2015-09   2,430 2,756     -326  
    SPRINT CAP CORP 6.87% 20 2010-08 PURCHASE 2015-09   4,860 5,250     -390  
    STATOIL ASA 1.15%MAY15 1 2013-05 PURCHASE 2015-12   1,974 2,000     -26  
    TALISMAN ENERGY 5.85% 20 2013-02 PURCHASE 2015-12   802 1,068     -266  
    TALISMAN ENERGY 5.85% 20 2011-02 PURCHASE 2015-12   1,604 2,000     -396  
    TALISMAN ENERGY 5.85% 20 2010-08 PURCHASE 2015-12   8,823 11,296     -2,473  
    TIME WARNER CABLE 5.85% 2010-08 PURCHASE 2015-08   2,123 2,071     52  
    TIME WARNER CABLE 5.85% 2010-08 PURCHASE 2015-12   3,135 3,085     50  
    TIME WARNER INC 6.62% 20 2010-08 PURCHASE 2015-12   1,180 1,091     89  
    UNITEDHEALTH GROU 5.37% 2010-08 PURCHASE 2015-08   1,027 1,015     12  
    UNITEDHEALTH GROU 5.37% 2010-08 PURCHASE 2015-12   2,021 2,012     9  
    US STEEL CORP 7.37% 2020 2011-02 PURCHASE 2015-12   505 1,033     -528  
    US STEEL CORP 7.37% 2020 2010-08 PURCHASE 2015-12   2,525 5,024     -2,499  
    US TSY 0.625% NOV 30 20 2012-11 PURCHASE 2015-08   994 1,000     -6  
    US TSY 0.625% NOV 30 20 2012-11 PURCHASE 2015-12   7,944 7,998     -54  
    US TSY 1.250% NOV 30 20 2014-01 PURCHASE 2015-08   1,001 987     14  
    US TSY 1.250% NOV 30 20 2014-01 PURCHASE 2015-12   1,000 988     12  
    US TSY 1.625% NOV 15 20 2012-12 PURCHASE 2015-08   974 982     -8  
    US TSY 1.625% NOV 15 20 2012-12 PURCHASE 2015-12   975 982     -7  
    US TSY 2.750% NOV 15 20 2014-03 PURCHASE 2015-07   1,039 1,004     35  
    US TSY 3.000% MAY 15 20 2012-05 PURCHASE 2015-08   1,028 1,012     16  
    US TSY 3.000% MAY 15 20 2012-05 PURCHASE 2015-07   3,947 4,049     -102  
    US TSY 3.000% MAY 15 20 2012-05 PURCHASE 2015-12   2,026 2,024     2  
    US TSY 3.000% MAY 15 20 2012-05 PURCHASE 2015-08   5,109 5,061     48  
    US TSY 3.125% NOV 15 20 2012-05 PURCHASE 2015-08   2,113 2,008     105  
    US TSY 3.125% NOV 15 20 2012-05 PURCHASE 2015-07   2,028 2,008     20  
    US TSY 3.125% NOV 15 20 2012-05 PURCHASE 2015-12   1,042 1,004     38  
    US TSY 3.125% NOV 15 20 2012-05 PURCHASE 2015-08   1,050 1,004     46  
    US TSY 5.375% FEB 15 20 2013-12 PURCHASE 2015-11   12,187 10,954     1,233  
    US TSY 5.375% FEB 15 20 2013-02 PURCHASE 2015-11   1,354 1,325     29  
    US TSY 5.375% FEB 15 20 2012-09 PURCHASE 2015-07   6,762 6,961     -199  
    US TSY 5.375% FEB 15 20 2012-09 PURCHASE 2015-08   1,385 1,391     -6  
    US TSY 5.375% FEB 15 20 2012-09 PURCHASE 2015-11   10,832 11,081     -249  
    USD VODAFONE GROU 1.62% 2012-03 PURCHASE 2015-12   2,000 1,979     21  
    VERIZON COMMUN 3.00% 202 2014-11 PURCHASE 2015-12   1,999 1,984     15  
    WAL-MART STORES 5.25% 20 2010-08 PURCHASE 2015-08   1,177 1,035     142  
    WAL-MART STORES 5.25% 20 2010-08 PURCHASE 2015-12   2,285 2,070     215  
    WELLS FARGO & CO 4.60% 2 2011-03 PURCHASE 2015-12   3,276 2,996     280  
    AFLAC INC 3.62%NOV15 24 2014-12 PURCHASE 2015-12   2,042 2,033     9  
    SPRINT CAP CORP 6.87% 20 2014-12 PURCHASE 2015-09   810 859     -49  
    TALISMAN ENERGY 5.85% 20 2014-12 PURCHASE 2015-12   802 975     -173  
    US TSY 0.500% NOV 30 20 2014-12 PURCHASE 2015-06   22,996 22,960     36  
    US TSY 0.500% NOV 30 20 2014-12 PURCHASE 2015-07   2,001 1,996     5  
    US TSY 0.500% NOV 30 20 2014-12 PURCHASE 2015-08   8,002 7,986     16  
    US TSY 0.625% JUL 31 20 2015-07 PURCHASE 2015-08   998 998        
    US TSY 1.375% AUG 31 20 2015-09 PURCHASE 2015-12   8,884 8,904     -20  
    US TSY 2.000% AUG 15 20 2015-09 PURCHASE 2015-12   979 981     -2  
    US TSY 3.000% MAY 15 20 2015-06 PURCHASE 2015-07   985 993     -8  
    US TSY 3.000% MAY 15 20 2015-06 PURCHASE 2015-08   2,041 1,985     56  
    US TSY 3.000% NOV 15 20 2014-12 PURCHASE 2015-08   1,026 1,053     -27  
    BP CAP MARKETS PL 3.87% 2012-01 PURCHASE 2015-03   6,000 6,000        
    CITIGROUP INC 5.37% 2020 2013-04 PURCHASE 2015-11   5,457 5,633     -176  
    DIRECTV HLDG/FIN 3.50% 2011-03 PURCHASE 2015-09   19,266 19,028     238  
    EXELON CORP 4.90%JUN15 1 2011-02 PURCHASE 2015-06   2,000 2,000        
    EXELON CORP 4.90%JUN15 1 2010-08 PURCHASE 2015-06   17,000 17,000        
    HEWLETT-PACKARD 2.60% 20 2013-02 PURCHASE 2015-03   19,457 19,056     401  
    JPMORGAN CHASE 4.75% 201 2011-02 PURCHASE 2015-03   4,000 4,000        
    JPMORGAN CHASE 4.75% 201 2010-08 PURCHASE 2015-03   32,000 32,000        
    KINDER MORGAN ENE 3.50% 2014-03 PURCHASE 2015-12   3,565 3,978     -413  
    KINDER MORGAN ENE 3.50% 2014-03 PURCHASE 2015-12   10,009 10,938     -929  
    KINDER MORGAN ENE 3.50% 2014-03 PURCHASE 2015-12   2,670 2,983     -313  
    KRAFT FOODS GROUP 3.50% 2013-06 PURCHASE 2015-01   20,387 20,320     67  
    PFIZER INC. 2011-02 PURCHASE 2015-02   5,831 5,427     404  
    PFIZER INC. 2010-08 PURCHASE 2015-02   22,158 21,098     1,060  
    PHILIPS ELECTRONI 3.75% 2012-03 PURCHASE 2015-03   20,871 20,057     814  
    TIME WARNER INC 4.87% 20 2011-02 PURCHASE 2015-04   3,341 3,045     296  
    TIME WARNER INC 4.87% 20 2010-08 PURCHASE 2015-04   16,703 15,626     1,077  
    US TSY 0.250% JUL 15 20 2013-01 PURCHASE 2015-07   55,000 54,897     103  
    US TSY 0.250% JUL 15 20 2012-09 PURCHASE 2015-06   7,000 6,982     18  
    US TSY 0.250% JUL 15 20 2012-09 PURCHASE 2015-07   27,000 26,930     70  
    US TSY 0.375% APR 15 20 2014-03 PURCHASE 2015-04   49,000 49,000        
    US TSY 0.375% APR 15 20 2013-02 PURCHASE 2015-04   59,000 59,000        
    US TSY 2.125% AUG 15 20 2013-11 PURCHASE 2015-07   21,390 20,870     520  
    US TSY 2.500% AUG 15 20 2014-03 PURCHASE 2015-10   3,146 2,960     186  
    US TSY 3.125% MAY 15 20 2013-07 PURCHASE 2015-07   8,572 8,427     145  
    US TSY 3.125% MAY 15 20 2011-06 PURCHASE 2015-07   13,930 13,237     693  
    US TSY 3.125% MAY 15 20 2013-04 PURCHASE 2015-12   17,098 17,527     -429  
    DEUTSCHE BK AG LO 3.70% 2014-05 PURCHASE 2015-03   18,490 18,059     431  
    QUALCOMM INC 2.25%MAY20 2015-06 PURCHASE 2015-07   17,577 17,923     -346  
    US TSY 0.125% APR 30 20 2014-10 PURCHASE 2015-04   95,000 95,000        
    US TSY 0.250% DEC 15 20 2015-05 PURCHASE 2015-12   243,000 243,000        
    US TSY 0.250% FEB 15 20 2014-05 PURCHASE 2015-02   46,000 46,000        
    US TSY 0.250% FEB 15 20 2014-05 PURCHASE 2015-01   52,002 52,003     -1  
    US TSY 0.375% NOV 15 20 2015-07 PURCHASE 2015-11   17,000 17,000        
    US TSY 0.375% NOV 15 20 2015-07 PURCHASE 2015-10   8,000 8,001     -1  
    US TSY 2.000% AUG 15 20 2015-10 PURCHASE 2015-12   1,957 1,971     -14  
    US TSY 2.000% FEB 15 20 2015-01 PURCHASE 2015-02   20,266 20,522     -256  
    US TSY 2.500% AUG 15 20 2014-03 PURCHASE 2015-02   6,274 5,920     354  
    US TSY 2.750% FEB 15 20 2015-02 PURCHASE 2015-07   8,394 8,451     -57  
    US TSY 2.750% FEB 15 20 2015-01 PURCHASE 2015-07   13,544 14,180     -636  
    US TSY 2.750% FEB 15 20 2015-01 PURCHASE 2015-07   14,689 15,261     -572  
    FNMA PMA 2017 2015-12 PURCHASE 2015-12   132 132        
    FNMA PMAS3154 2015-12 PURCHASE 2015-12   10,754 10,754        
    BANCO BRADESCO S A ADR 2011-02 PURCHASE 2015-10   70 181     -111  
    BANCO BRADESCO S A ADR 2011-02 PURCHASE 2015-09   1,323 3,551     -2,228  
    BANCO BRADESCO S A ADR 2010-11 PURCHASE 2015-09   581 1,768     -1,187  
    BANCO BRADESCO S A ADR 2010-08 PURCHASE 2015-09   1,266 3,368     -2,102  
    PJSC LUKOIL SPONSORED 2013-11 PURCHASE 2015-10   149 248     -99  
    ROYAL DUTCH SHELL PLC 2010-08 PURCHASE 2015-10   274 288     -14  
    VOLKSWAGEN A G ADR 2013-04 PURCHASE 2015-09   1,848 3,025     -1,177  
    VOLKSWAGEN A G ADR 2013-04 PURCHASE 2015-09   320 527     -207  
    ANHUI CONCH CEMENT-H-UNS 2014-03 PURCHASE 2015-10   343 418     -75  
    AUST NW Z B G ADR 2010-08 PURCHASE 2015-10   1,190 1,208     -18  
    AXIS CAPITAL HOLDINGS 2011-02 PURCHASE 2015-05   4,181 2,728     1,453  
    AXIS CAPITAL HOLDINGS 2011-02 PURCHASE 2015-05   1,672 1,077     595  
    AXIS CAPITAL HOLDINGS 2011-02 PURCHASE 2015-10   1,309 862     447  
    AXIS CAPITAL HOLDINGS 2011-02 PURCHASE 2015-06   495 323     172  
    AXIS CAPITAL HOLDINGS 2010-11 PURCHASE 2015-05   951 605     346  
    AXIS CAPITAL HOLDINGS 2010-11 PURCHASE 2015-05   1,560 997     563  
    AXIS CAPITAL HOLDINGS 2010-08 PURCHASE 2015-05   504 279     225  
    BAE SYS PLC SPN ADR 2010-11 PURCHASE 2015-01   306 224     82  
    BAE SYS PLC SPN ADR 2010-08 PURCHASE 2015-01   2,131 1,411     720  
    BAE SYS PLC SPN ADR 2010-08 PURCHASE 2015-01   2,968 1,984     984  
    BANCO BRADESCO S A ADR 2013-07 PURCHASE 2015-10   1,441 2,668     -1,227  
    BANCO BRADESCO S A ADR 2013-07 PURCHASE 2015-10   43 83     -40  
    BANCO BRADESCO S A ADR 2013-07 PURCHASE 2015-10   922 1,751     -829  
    BANCO BRADESCO S A ADR 2011-02 PURCHASE 2015-10   2,047 5,292     -3,245  
    BANCO BRADESCO S A ADR 2011-02 PURCHASE 2015-10   73 188     -115  
    BANCO BRADESCO S A ADR 2011-02 PURCHASE 2015-10   1,435 3,740     -2,305  
    BANCO BRADESCO S A ADR 2011-02 PURCHASE 2015-10   619 1,532     -913  
    BANCO BRADESCO S A ADR 2010-11 PURCHASE 2015-10   603 1,851     -1,248  
    BANCO BRADESCO S A ADR 2010-08 PURCHASE 2015-10   1,315 3,549     -2,234  
    BARCLAYS PLC ADR 2013-10 PURCHASE 2015-05   1,524 1,104     420  
    BARCLAYS PLC ADR 2013-10 PURCHASE 2015-05   656 480     176  
    BARCLAYS PLC ADR 2012-09 PURCHASE 2015-05   209 192     17  
    BARCLAYS PLC ADR 2012-09 PURCHASE 2015-05   1,255 1,137     118  
    BARCLAYS PLC ADR 2012-09 PURCHASE 2015-05   2,734 2,437     297  
    BARCLAYS PLC ADR 2012-09 PURCHASE 2015-05   4,380 3,691     689  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-08   50 155     -105  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-08   47 155     -108  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-08   78 248     -170  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-09   52 186     -134  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-09   47 155     -108  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-08   78 248     -170  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-08   159 434     -275  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-08   179 465     -286  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-08   387 960     -573  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-08   20 62     -42  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-08   42 124     -82  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-08   12 31     -19  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-10   88 434     -346  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-10   86 403     -317  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-09   8 31     -23  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-10   448 1,579     -1,131  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-10   439 1,610     -1,171  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-10   134 557     -423  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-09   99 372     -273  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-09   60 217     -157  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-09   52 186     -134  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-09   49 186     -137  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-09   50 186     -136  
    BEACH ENERGY LTD-UNSP AD 2014-07 PURCHASE 2015-09   128 465     -337  
    BOC HONG KONG HLDGS ADR 2013-11 PURCHASE 2015-07   4,466 3,636     830  
    BOC HONG KONG HLDGS ADR 2013-11 PURCHASE 2015-10   1,589 1,558     31  
    CAP GEMINI SP ADR 2011-11 PURCHASE 2015-02   1,624 827     797  
    CAP GEMINI SP ADR 2011-11 PURCHASE 2015-03   5,025 2,349     2,676  
    CAP GEMINI SP ADR 2011-11 PURCHASE 2015-02   2,178 1,110     1,068  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-04   1,806 1,809     -3  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-04   275 273     2  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-04   540 529     11  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-04   1,271 1,263     8  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-04   312 325     -13  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-03   295 308     -13  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-04   1,287 1,282     5  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-04   2,239 2,240     -1  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-03   706 744     -38  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-03   284 293     -9  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-03   1,824 1,886     -62  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-03   1,673 1,713     -40  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-03   640 673     -33  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-03   972 1,018     -46  
    CARLSBERG AS SPONSOREDAD 2012-08 PURCHASE 2015-03   1,118 1,191     -73  
    CENTRICA PLC 2014-01 PURCHASE 2015-09   44 65     -21  
    CENTRICA PLC 2014-01 PURCHASE 2015-09   307 455     -148  
    CENTRICA PLC 2014-01 PURCHASE 2015-09   463 693     -230  
    CENTRICA PLC 2014-01 PURCHASE 2015-09   140 216     -76  
    CENTRICA PLC 2014-01 PURCHASE 2015-09   589 887     -298  
    CENTRICA PLC 2014-01 PURCHASE 2015-09   619 931     -312  
    CENTRICA PLC 2014-01 PURCHASE 2015-09   1,203 1,862     -659  
    CENTRICA PLC 2013-12 PURCHASE 2015-09   519 832     -313  
    CENTRICA PLC 2013-12 PURCHASE 2015-09   598 947     -349  
    CENTRICA PLC 2013-12 PURCHASE 2015-08   148 231     -83  
    CENTRICA PLC 2013-12 PURCHASE 2015-09   58 92     -34  
    CENTRICA PLC 2013-12 PURCHASE 2015-09   243 393     -150  
    CENTRICA PLC 2013-12 PURCHASE 2015-09   939 1,501     -562  
    CENTRICA PLC 2013-12 PURCHASE 2015-08   724 1,112     -388  
    CENTRICA PLC 2013-12 PURCHASE 2015-08   952 1,459     -507  
    CENTRICA PLC 2013-12 PURCHASE 2015-08   443 674     -231  
    CENTRICA PLC 2013-12 PURCHASE 2015-08   1,375 2,088     -713  
    CHINA CONSTRUCT UNSPN AD 2013-07 PURCHASE 2015-05   4,829 3,655     1,174  
    CHINA MOBILE LTD SPN ADR 2013-11 PURCHASE 2015-01   2,068 1,654     414  
    CHINA MOBILE LTD SPN ADR 2013-11 PURCHASE 2015-10   745 640     105  
    CHINA MOBILE LTD SPN ADR 2013-11 PURCHASE 2015-01   3,336 2,697     639  
    CHINA PETE CHEM SPN ADR 2012-08 PURCHASE 2015-06   4,385 3,696     689  
    CHINA PETE CHEM SPN ADR 2012-08 PURCHASE 2015-05   831 668     163  
    CHINA PETE CHEM SPN ADR 2012-08 PURCHASE 2015-06   351 297     54  
    CHINA PETE CHEM SPN ADR 2012-08 PURCHASE 2015-05   365 294     71  
    CHINA PETE CHEM SPN ADR 2012-08 PURCHASE 2015-05   1,823 1,479     344  
    CHINA PETE CHEM SPN ADR 2012-08 PURCHASE 2015-05   265 221     44  
    CHINA PETE CHEM SPN ADR 2012-08 PURCHASE 2015-05   911 738     173  
    CHINA PETE CHEM SPN ADR 2012-08 PURCHASE 2015-04   168 148     20  
    CHINA PETE CHEM SPN ADR 2012-08 PURCHASE 2015-05   617 517     100  
    CHINA PETE CHEM SPN ADR 2011-02 PURCHASE 2015-04   1,626 1,581     45  
    CHINA PETE CHEM SPN ADR 2011-02 PURCHASE 2015-04   2,373 2,292     81  
    CHINA PETE CHEM SPN ADR 2011-02 PURCHASE 2015-04   503 474     29  
    CHINA PETE CHEM SPN ADR 2011-02 PURCHASE 2015-03   1,701 1,848     -147  
    CHINA PETE CHEM SPN ADR 2011-02 PURCHASE 2015-03   615 672     -57  
    CHINA PETE CHEM SPN ADR 2011-02 PURCHASE 2015-04   732 756     -24  
    CHINA PETE CHEM SPN ADR 2011-02 PURCHASE 2015-03   232 252     -20  
    COPEL PARANA ADR PREF B 2013-12 PURCHASE 2015-05   4,200 4,975     -775  
    COPEL PARANA ADR PREF B 2012-09 PURCHASE 2015-05   2,995 3,997     -1,002  
    COPEL PARANA ADR PREF B 2012-09 PURCHASE 2015-05   195 294     -99  
    COPEL PARANA ADR PREF B 2011-02 PURCHASE 2015-03   860 2,128     -1,268  
    COPEL PARANA ADR PREF B 2011-02 PURCHASE 2015-02   1,010 2,230     -1,220  
    COPEL PARANA ADR PREF B 2011-02 PURCHASE 2015-03   2,145 5,371     -3,226  
    COPEL PARANA ADR PREF B 2011-02 PURCHASE 2015-05   929 2,052     -1,123  
    COPEL PARANA ADR PREF B 2011-02 PURCHASE 2015-04   1,345 2,914     -1,569  
    COPEL PARANA ADR PREF B 2010-11 PURCHASE 2015-02   971 2,115     -1,144  
    COPEL PARANA ADR PREF B 2010-11 PURCHASE 2015-02   413 896     -483  
    COPEL PARANA ADR PREF B 2010-08 PURCHASE 2015-02   69 141     -72  
    DEUTSCHE BOERSE AG SHS 2012-06 PURCHASE 2015-05   1,044 623     421  
    DEUTSCHE BOERSE AG SHS 2012-06 PURCHASE 2015-05   4,946 2,976     1,970  
    DEUTSCHE BOERSE AG SHS 2012-06 PURCHASE 2015-05   3,558 2,116     1,442  
    GOLDEN AGRI-RES LTD ADR 2014-01 PURCHASE 2015-03   1,527 2,187     -660  
    GOLDEN AGRI-RES LTD ADR 2014-01 PURCHASE 2015-03   1,699 2,435     -736  
    GOLDEN AGRI-RES LTD ADR 2013-02 PURCHASE 2015-03   59 104     -45  
    GOLDEN AGRI-RES LTD ADR 2013-02 PURCHASE 2015-03   115 207     -92  
    GOLDEN AGRI-RES LTD ADR 2013-02 PURCHASE 2015-02   1,118 1,902     -784  
    GOLDEN AGRI-RES LTD ADR 2013-02 PURCHASE 2015-03   826 1,439     -613  
    GOLDEN AGRI-RES LTD ADR 2013-02 PURCHASE 2015-02   306 525     -219  
    GOLDEN AGRI-RES LTD ADR 2013-02 PURCHASE 2015-02   362 630     -268  
    GOLDEN AGRI-RES LTD ADR 2013-02 PURCHASE 2015-01   191 315     -124  
    GOLDEN AGRI-RES LTD ADR 2013-02 PURCHASE 2015-02   1,347 2,311     -964  
    GOLDEN AGRI-RES LTD ADR 2013-02 PURCHASE 2015-01   830 1,369     -539  
    GOLDEN AGRI-RES LTD ADR 2012-11 PURCHASE 2015-01   2,298 3,631     -1,333  
    GOLDEN AGRI-RES LTD ADR 2012-11 PURCHASE 2015-01   937 1,541     -604  
    GOLDEN AGRI-RES LTD ADR 2012-11 PURCHASE 2015-01   1,532 2,465     -933  
    HITACHI LTD 10 NEW ADR 2011-05 PURCHASE 2015-06   1,141 984     157  
    HITACHI LTD 10 NEW ADR 2011-05 PURCHASE 2015-07   4,050 3,589     461  
    HITACHI LTD 10 NEW ADR 2011-05 PURCHASE 2015-06   1,679 1,402     277  
    HITACHI LTD 10 NEW ADR 2011-05 PURCHASE 2015-06   1,746 1,472     274  
    HITACHI LTD 10 NEW ADR 2011-05 PURCHASE 2015-04   736 612     124  
    HITACHI LTD 10 NEW ADR 2011-05 PURCHASE 2015-04   1,606 1,330     276  
    HITACHI LTD 10 NEW ADR 2011-05 PURCHASE 2015-04   1,070 892     178  
    HITACHI LTD 10 NEW ADR 2011-05 PURCHASE 2015-04   873 726     147  
    HITACHI LTD 10 NEW ADR 2011-05 PURCHASE 2015-04   1,204 1,006     198  
    HITACHI LTD 10 NEW ADR 2011-05 PURCHASE 2015-04   739 612     127  
    HSBC HLDG PLC SP ADR 2012-10 PURCHASE 2015-05   716 742     -26  
    HSBC HLDG PLC SP ADR 2012-10 PURCHASE 2015-05   48 49     -1  
    HSBC HLDG PLC SP ADR 2012-10 PURCHASE 2015-05   6,066 6,263     -197  
    HSBC HLDG PLC SP ADR 2012-09 PURCHASE 2015-05   3,838 3,590     248  
    HSBC HLDG PLC SP ADR 2012-09 PURCHASE 2015-05   4,748 4,454     294  
    IMPERIAL TOB GRP SPS ADR 2011-05 PURCHASE 2015-09   2,987 2,081     906  
    IMPERIAL TOB GRP SPS ADR 2011-05 PURCHASE 2015-10   107 72     35  
    IMPERIAL TOB GRP SPS ADR 2011-04 PURCHASE 2015-09   1,030 709     321  
    IMPERIAL TOB GRP SPS ADR 2011-04 PURCHASE 2015-01   4,841 3,664     1,177  
    IMPERIAL TOB GRP SPS ADR 2011-04 PURCHASE 2015-09   515 352     163  
    KOC HLDG AS-UNSPON 2011-03 PURCHASE 2015-11   491 448     43  
    KOC HLDG AS-UNSPON 2011-03 PURCHASE 2015-11   1,576 1,424     152  
    KOC HLDG AS-UNSPON 2011-03 PURCHASE 2015-11   1,200 1,139     61  
    KOC HLDG AS-UNSPON 2011-03 PURCHASE 2015-11   1,628 1,431     197  
    KOC HLDG AS-UNSPON 2011-03 PURCHASE 2015-10   2,002 1,687     315  
    KOC HLDG AS-UNSPON 2011-03 PURCHASE 2015-11   937 796     141  
    KOMATSU NEW NEW SPNSDADR 2012-01 PURCHASE 2015-08   2,040 3,047     -1,007  
    KOMATSU NEW NEW SPNSDADR 2012-01 PURCHASE 2015-08   2,502 3,759     -1,257  
    MAGNA INTL INC CL A VTG 2012-01 PURCHASE 2015-10   717 266     451  
    MARKS AND SPENCER GP ADR 2011-02 PURCHASE 2015-05   1,235 855     380  
    MARKS AND SPENCER GP ADR 2011-02 PURCHASE 2015-10   935 716     219  
    MARKS AND SPENCER GP ADR 2010-11 PURCHASE 2015-05   1,202 873     329  
    MARKS AND SPENCER GP ADR 2010-08 PURCHASE 2015-04   118 77     41  
    MARKS AND SPENCER GP ADR 2010-08 PURCHASE 2015-05   2,437 1,600     837  
    METHANEX CORP COM 2014-06 PURCHASE 2015-08   1,315 2,010     -695  
    METHANEX CORP COM 2014-06 PURCHASE 2015-08   1,699 2,317     -618  
    METHANEX CORP COM 2014-06 PURCHASE 2015-08   359 549     -190  
    MITSUI CO ADR 2011-02 PURCHASE 2015-12   3,023 4,774     -1,751  
    MITSUI CO ADR 2010-11 PURCHASE 2015-12   703 959     -256  
    MITSUI CO ADR 2010-11 PURCHASE 2015-12   465 639     -174  
    MITSUI CO ADR 2010-08 PURCHASE 2015-12   2,811 3,384     -573  
    MIZUHO FINL GROUP INC 2014-08 PURCHASE 2015-09   433 450     -17  
    MIZUHO FINL GROUP INC 2014-08 PURCHASE 2015-09   3,467 3,610     -143  
    MIZUHO FINL GROUP INC 2011-05 PURCHASE 2015-08   276 210     66  
    MIZUHO FINL GROUP INC 2011-05 PURCHASE 2015-08   339 262     77  
    MIZUHO FINL GROUP INC 2011-05 PURCHASE 2015-08   305 236     69  
    MIZUHO FINL GROUP INC 2011-05 PURCHASE 2015-08   1,689 1,340     349  
    MIZUHO FINL GROUP INC 2011-05 PURCHASE 2015-07   1,392 1,110     282  
    MIZUHO FINL GROUP INC 2011-05 PURCHASE 2015-06   7,371 5,971     1,400  
    MIZUHO FINL GROUP INC 2011-05 PURCHASE 2015-08   232 190     42  
    MIZUHO FINL GROUP INC 2011-05 PURCHASE 2015-07   3,824 3,051     773  
    OPEN TEXT CORP COM 2014-07 PURCHASE 2015-10   329 339     -10  
    ORANGE ADR 2013-02 PURCHASE 2015-01   915 558     357  
    ORANGE ADR 2013-02 PURCHASE 2015-01   1,798 1,095     703  
    ORANGE ADR 2013-02 PURCHASE 2015-01   1,617 991     626  
    PERSIMMON PLC-UNSPON 2014-05 PURCHASE 2015-09   995 669     326  
    PERSIMMON PLC-UNSPON 2014-05 PURCHASE 2015-09   5,472 3,799     1,673  
    PJSC LUKOIL SPONSORED 2013-11 PURCHASE 2015-10   930 1,550     -620  
    PT BANK RAKYAT ADR 2014-10 PURCHASE 2015-10   383 439     -56  
    RENAISSANCERE HLDGS LTD 2011-02 PURCHASE 2015-02   4,250 2,784     1,466  
    RENAISSANCERE HLDGS LTD 2011-02 PURCHASE 2015-02   2,658 1,723     935  
    RENAISSANCERE HLDGS LTD 2011-02 PURCHASE 2015-02   103 66     37  
    RENAISSANCERE HLDGS LTD 2011-02 PURCHASE 2015-02   4,539 2,917     1,622  
    RIO TINTO PLC SPNSRD ADR 2010-08 PURCHASE 2015-10   299 437     -138  
    SAGE GROUP PLC SHS ADR 2011-02 PURCHASE 2015-01   2,643 1,845     798  
    SAGE GROUP PLC SHS ADR 2011-02 PURCHASE 2015-01   429 301     128  
    SAGE GROUP PLC SHS ADR 2011-02 PURCHASE 2015-01   1,438 982     456  
    SAGE GROUP PLC SHS ADR 2011-02 PURCHASE 2015-01   1,013 702     311  
    SAGE GROUP PLC SHS ADR 2011-02 PURCHASE 2015-01   1,043 722     321  
    SAGE GROUP PLC SHS ADR 2010-11 PURCHASE 2015-01   1,431 886     545  
    SAGE GROUP PLC SHS ADR 2010-08 PURCHASE 2015-01   1,444 816     628  
    SAGE GROUP PLC SHS ADR 2010-08 PURCHASE 2015-01   1,516 865     651  
    SANOFI ADR 2011-08 PURCHASE 2015-10   98 72     26  
    SASOL LTD SPONSORED ADR 2011-02 PURCHASE 2015-10   400 593     -193  
    SASOL LTD SPONSORED ADR 2011-02 PURCHASE 2015-10   614 890     -276  
    SASOL LTD SPONSORED ADR 2011-02 PURCHASE 2015-10   416 643     -227  
    SASOL LTD SPONSORED ADR 2011-02 PURCHASE 2015-10   853 1,285     -432  
    SASOL LTD SPONSORED ADR 2011-02 PURCHASE 2015-10   292 445     -153  
    SASOL LTD SPONSORED ADR 2011-02 PURCHASE 2015-10   1,744 2,718     -974  
    SASOL LTD SPONSORED ADR 2011-02 PURCHASE 2015-10   262 395     -133  
    SASOL LTD SPONSORED ADR 2011-02 PURCHASE 2015-10   359 544     -185  
    SASOL LTD SPONSORED ADR 2010-11 PURCHASE 2015-10   375 626     -251  
    SASOL LTD SPONSORED ADR 2010-11 PURCHASE 2015-10   849 1,300     -451  
    SASOL LTD SPONSORED ADR 2010-11 PURCHASE 2015-10   288 433     -145  
    SASOL LTD SPONSORED ADR 2010-08 PURCHASE 2015-09   306 446     -140  
    SASOL LTD SPONSORED ADR 2010-08 PURCHASE 2015-10   664 932     -268  
    SIEMENS AG ADR 2012-07 PURCHASE 2015-08   407 326     81  
    SIEMENS AG ADR 2012-07 PURCHASE 2015-06   213 163     50  
    SIEMENS AG ADR 2012-07 PURCHASE 2015-08   4,486 3,433     1,053  
    SIEMENS AG ADR 2012-07 PURCHASE 2015-08   3,762 3,024     738  
    SIEMENS AG ADR 2012-07 PURCHASE 2015-06   3,514 2,610     904  
    SIEMENS AG ADR 2012-07 PURCHASE 2015-06   1,308 932     376  
    SIEMENS AG ADR 2012-07 PURCHASE 2015-06   852 621     231  
    SKY PLC 2014-09 PURCHASE 2015-10   265 229     36  
    SKY PLC 2014-08 PURCHASE 2015-10   1,059 932     127  
    SKY PLC 2014-08 PURCHASE 2015-10   1,920 1,670     250  
    SMURFIT KAPPA GROUP PLC 2014-05 PURCHASE 2015-10   110 88     22  
    SMURFIT KAPPA GROUP PLC 2014-05 PURCHASE 2015-10   3,189 2,654     535  
    STATOIL ASA SHS 2013-07 PURCHASE 2015-03   2,117 2,576     -459  
    STATOIL ASA SHS 2013-07 PURCHASE 2015-05   1,729 1,921     -192  
    STATOIL ASA SHS 2011-02 PURCHASE 2015-03   4,878 6,848     -1,970  
    STATOIL ASA SHS 2011-02 PURCHASE 2015-03   2,512 3,525     -1,013  
    SVENSKA C AKTI SPONS ADR 2011-02 PURCHASE 2015-08   4,629 2,815     1,814  
    TAIWAN S MANUFCTRING ADR 2011-02 PURCHASE 2015-10   1,204 720     484  
    TAIWAN S MANUFCTRING ADR 2010-11 PURCHASE 2015-01   1,372 630     742  
    TAIWAN S MANUFCTRING ADR 2010-11 PURCHASE 2015-10   669 332     337  
    TAIWAN S MANUFCTRING ADR 2010-11 PURCHASE 2015-01   1,805 841     964  
    TAIWAN S MANUFCTRING ADR 2010-11 PURCHASE 2015-01   2,045 954     1,091  
    TATA MOTORS LTD ADR 2011-09 PURCHASE 2015-08   946 580     366  
    TATA MOTORS LTD ADR 2011-09 PURCHASE 2015-08   3,734 2,667     1,067  
    TECHNIP SP ADR 2014-10 PURCHASE 2015-12   614 972     -358  
    TECHNIP SP ADR 2014-10 PURCHASE 2015-12   1,005 1,694     -689  
    TECHNIP SP ADR 2014-10 PURCHASE 2015-12   1,114 1,798     -684  
    TECHNIP SP ADR 2014-10 PURCHASE 2015-12   1,765 2,973     -1,208  
    TECHNIP SP ADR 2014-09 PURCHASE 2015-12   834 1,435     -601  
    TELENOR ASA ADR 2013-05 PURCHASE 2015-05   1,149 1,170     -21  
    TELENOR ASA ADR 2013-05 PURCHASE 2015-05   830 826     4  
    TELENOR ASA ADR 2013-05 PURCHASE 2015-05   1,207 1,238     -31  
    TELENOR ASA ADR 2013-05 PURCHASE 2015-05   1,286 1,307     -21  
    TELENOR ASA ADR 2013-05 PURCHASE 2015-05   2,499 2,408     91  
    TELENOR ASA ADR 2013-05 PURCHASE 2015-05   1,600 1,582     18  
    TELENOR ASA ADR 2013-05 PURCHASE 2015-05   71 68     3  
    TEVA PHARMACTCL INDS ADR 2012-08 PURCHASE 2015-10   1,728 1,135     593  
    TEVA PHARMACTCL INDS ADR 2011-02 PURCHASE 2015-01   1,056 979     77  
    TEVA PHARMACTCL INDS ADR 2011-02 PURCHASE 2015-07   4,883 3,809     1,074  
    TEVA PHARMACTCL INDS ADR 2011-02 PURCHASE 2015-10   123 109     14  
    TEVA PHARMACTCL INDS ADR 2010-11 PURCHASE 2015-01   1,291 1,111     180  
    TEVA PHARMACTCL INDS ADR 2010-08 PURCHASE 2015-01   2,053 1,736     317  
    TORONTO DOMINION BANK 2010-08 PURCHASE 2015-10   1,025 881     144  
    VALE SA 2013-06 PURCHASE 2015-02   1,664 3,015     -1,351  
    VALE SA 2013-06 PURCHASE 2015-02   800 1,431     -631  
    VALE SA 2012-09 PURCHASE 2015-02   1,779 4,217     -2,438  
    VALE SA 2012-04 PURCHASE 2015-02   1,066 3,222     -2,156  
    VOLKSWAGEN A G ADR 2013-04 PURCHASE 2015-09   542 875     -333  
    VOLKSWAGEN A G ADR 2013-04 PURCHASE 2015-09   557 1,034     -477  
    VOLKSWAGEN A G ADR 2013-04 PURCHASE 2015-10   3,855 6,958     -3,103  
    VOLKSWAGEN A G ADR 2013-04 PURCHASE 2015-09   493 807     -314  
    VOLKSWAGEN A G ADR 2013-04 PURCHASE 2015-09   1,608 4,024     -2,416  
    VOLKSWAGEN A G ADR 2013-04 PURCHASE 2015-09   279 700     -421  
    ZURICH INSURANCE GROUP 2011-02 PURCHASE 2015-12   3,477 3,323     154  
    ZURICH INSURANCE GROUP 2011-02 PURCHASE 2015-12   3,747 3,516     231  
    ZURICH INSURANCE GROUP 2010-11 PURCHASE 2015-01   2,374 1,557     817  
    ZURICH INSURANCE GROUP 2010-11 PURCHASE 2015-12   1,487 1,191     296  
    ZURICH INSURANCE GROUP 2010-08 PURCHASE 2015-01   1,702 1,086     616  
    ZURICH INSURANCE GROUP 2010-08 PURCHASE 2015-01   435 277     158  
    DNB ASA SP ADR 2014-12 PURCHASE 2015-10   574 599     -25  
    NORDEA BANK AB-SPON ADR 2015-05 PURCHASE 2015-10   273 305     -32  
    NORSK HYDRO AS SPNRD ADR 2015-03 PURCHASE 2015-10   4 5     -1  
    SUMITOMO METAL MINING CO 2015-02 PURCHASE 2015-11   585 822     -237  
    T AND D HOLDINGS INC SHS 2015-03 PURCHASE 2015-10   1,492 1,539     -47  
    TATA MOTORS LTD RIGHTS 2015-04 PURCHASE 2015-04   64       64  
    WPP PLC NEW/ADR 2015-08 PURCHASE 2015-10   223 224     -1  
    ATOS ORIGN SA UNSP ADR 2015-06 PURCHASE 2015-10   840 817     23  
    AU OPTRONICS CORP ADR 2015-06 PURCHASE 2015-12   1,699 2,842     -1,143  
    AU OPTRONICS CORP ADR 2015-06 PURCHASE 2015-12   1,408 2,268     -860  
    AU OPTRONICS CORP ADR 2015-02 PURCHASE 2015-10   466 832     -366  
    AU OPTRONICS CORP ADR 2015-02 PURCHASE 2015-12   384 778     -394  
    AU OPTRONICS CORP ADR 2015-02 PURCHASE 2015-10   651 1,190     -539  
    AU OPTRONICS CORP ADR 2015-02 PURCHASE 2015-10   723 1,328     -605  
    AU OPTRONICS CORP ADR 2015-02 PURCHASE 2015-10   163 286     -123  
    AU OPTRONICS CORP ADR 2015-02 PURCHASE 2015-10   233 424     -191  
    AU OPTRONICS CORP ADR 2015-02 PURCHASE 2015-10   1,309 2,301     -992  
    AU OPTRONICS CORP ADR 2015-02 PURCHASE 2015-10   725 1,274     -549  
    AU OPTRONICS CORP ADR 2015-02 PURCHASE 2015-10   686 1,188     -502  
    AU OPTRONICS CORP ADR 2015-02 PURCHASE 2015-10   266 459     -193  
    AU OPTRONICS CORP ADR 2015-01 PURCHASE 2015-09   934 1,822     -888  
    AU OPTRONICS CORP ADR 2015-01 PURCHASE 2015-10   2,449 4,388     -1,939  
    AXA -SPONS ADR 2015-05 PURCHASE 2015-10   2,006 2,006        
    BANCO BRADESCO S A ADR 2015-07 PURCHASE 2015-10   3,036 4,433     -1,397  
    CK HUTCHISON HOLDINGS 2014-10 PURCHASE 2015-06   1,553 1,146     407  
    CK HUTCHISON HOLDINGS 2014-10 PURCHASE 2015-06   1,629 1,214     415  
    CK HUTCHISON HOLDINGS 2014-10 PURCHASE 2015-10   791 483     308  
    CK HUTCHISON HOLDINGS 2014-10 PURCHASE 2015-07   317 183     134  
    DNB ASA SP ADR 2014-12 PURCHASE 2015-10   143 150     -7  
    ENN ENERGY HOLDINGS LTD 2015-08 PURCHASE 2015-10   538 489     49  
    ENN ENERGY HOLDINGS LTD 2015-08 PURCHASE 2015-10   1,005 874     131  
    HSBC HLDG PLC SP ADR 2014-06 PURCHASE 2015-05   4,982 5,350     -368  
    HSBC HLDG PLC SP ADR 2014-06 PURCHASE 2015-05   48 52     -4  
    HSBC HLDG PLC SP ADR 2014-06 PURCHASE 2015-05   4,503 4,914     -411  
    HSBC HLDG PLC SP ADR 2014-06 PURCHASE 2015-05   2,054 2,243     -189  
    ICICI BANK LTD SPD ADR 2015-06 PURCHASE 2015-10   1,127 1,276     -149  
    KDDI CORP SHS 2015-06 PURCHASE 2015-10   2,666 2,574     92  
    KOBE STEEL SPON ADR 2015-10 PURCHASE 2015-12   745 917     -172  
    KOBE STEEL SPON ADR 2015-05 PURCHASE 2015-12   2,407 4,197     -1,790  
    KOBE STEEL SPON ADR 2015-05 PURCHASE 2015-12   2,602 4,327     -1,725  
    KOBE STEEL SPON ADR 2015-05 PURCHASE 2015-12   304 517     -213  
    KOC HLDG AS-UNSPON 2015-03 PURCHASE 2015-11   2,228 2,431     -203  
    KOREA ELEC POWER SPN ADR 2015-02 PURCHASE 2015-10   4,681 4,110     571  
    MAN GROUP PLC-UNSPON 2015-05 PURCHASE 2015-10   559 665     -106  
    METHANEX CORP COM 2014-09 PURCHASE 2015-08   279 480     -201  
    METHANEX CORP COM 2014-09 PURCHASE 2015-08   1,913 3,295     -1,382  
    MITSUBISHI ELEC ADR 2015-08 PURCHASE 2015-10   360 399     -39  
    MIZUHO FINL GROUP INC 2014-08 PURCHASE 2015-08   974 909     65  
    NORDEA BANK AB-SPON ADR 2015-05 PURCHASE 2015-10   880 981     -101  
    NORSK HYDRO AS SPNRD ADR 2015-04 PURCHASE 2015-11   680 1,100     -420  
    NORSK HYDRO AS SPNRD ADR 2015-04 PURCHASE 2015-11   701 1,120     -419  
    NORSK HYDRO AS SPNRD ADR 2015-04 PURCHASE 2015-11   1,388 2,171     -783  
    NORSK HYDRO AS SPNRD ADR 2015-04 PURCHASE 2015-10   312 455     -143  
    NORSK HYDRO AS SPNRD ADR 2015-04 PURCHASE 2015-11   919 1,431     -512  
    NORSK HYDRO AS SPNRD ADR 2015-04 PURCHASE 2015-10   1,841 2,686     -845  
    NORSK HYDRO AS SPNRD ADR 2015-04 PURCHASE 2015-11   4 5     -1  
    NORSK HYDRO AS SPNRD ADR 2015-04 PURCHASE 2015-10   256 362     -106  
    NORSK HYDRO AS SPNRD ADR 2015-03 PURCHASE 2015-10   1,402 1,978     -576  
    NORSK HYDRO AS SPNRD ADR 2015-03 PURCHASE 2015-09   382 584     -202  
    NORSK HYDRO AS SPNRD ADR 2015-03 PURCHASE 2015-10   410 584     -174  
    NORSK HYDRO AS SPNRD ADR 2015-03 PURCHASE 2015-09   890 1,346     -456  
    NORSK HYDRO AS SPNRD ADR 2015-03 PURCHASE 2015-09   1,644 2,552     -908  
    NORSK HYDRO AS SPNRD ADR 2015-03 PURCHASE 2015-09   1,237 1,917     -680  
    STATOIL ASA SHS 2014-12 PURCHASE 2015-05   594 574     20  
    STATOIL ASA SHS 2014-12 PURCHASE 2015-05   3,025 2,651     374  
    STATOIL ASA SHS 2014-12 PURCHASE 2015-05   3,859 3,581     278  
    SUMITOMO METAL MINING CO 2015-02 PURCHASE 2015-11   1,051 1,476     -425  
    SUMITOMO METAL MINING CO 2015-02 PURCHASE 2015-11   3,981 5,523     -1,542  
    TECHNIP SP ADR 2015-10 PURCHASE 2015-12   1,984 2,041     -57  
    VALE SA 2014-10 PURCHASE 2015-02   3,308 4,614     -1,306  
    WEST JAPAN RY CO ADR 2015-10 PURCHASE 2015-10   199 192     7  
    WPP PLC NEW/ADR 2015-08 PURCHASE 2015-10   893 897     -4  
    FIRST EAG GLOBAL CL I 2011-02 PURCHASE 2015-10   74,997 68,301     6,696  
    FPA CRESCENT FUND 2011-04 PURCHASE 2015-05   5 4     1  
    FPA CRESCENT FUND INSTL 2014-07 PURCHASE 2015-07   34 31     3  
    FPA CRESCENT FUND INSTL 2014-07 PURCHASE 2015-07   2,562 2,616     -54  
    FPA CRESCENT FUND INSTL 2014-07 PURCHASE 2015-07   34 34        
    FPA CRESCENT FUND INSTL 2014-07 PURCHASE 2015-07   5,731 5,851     -120  
    FPA CRESCENT FUND INSTL 2013-12 PURCHASE 2015-07   34 32     2  
    FPA CRESCENT FUND INSTL 2013-12 PURCHASE 2015-07   607 582     25  
    FPA CRESCENT FUND INSTL 2013-12 PURCHASE 2015-07   910 873     37  
    FPA CRESCENT FUND INSTL 2013-12 PURCHASE 2015-07   34 32     2  
    FPA CRESCENT FUND INSTL 2013-12 PURCHASE 2015-07   35,631 34,173     1,458  
    FPA CRESCENT FUND INSTL 2013-07 PURCHASE 2015-07   34 30     4  
    FPA CRESCENT FUND INSTL 2013-07 PURCHASE 2015-07   4,146 3,824     322  
    FPA CRESCENT FUND INSTL 2013-01 PURCHASE 2015-07   46,014 39,025     6,989  
    FPA CRESCENT FUND INSTL 2013-01 PURCHASE 2015-07   34 28     6  
    FPA CRESCENT FUND INSTL 2013-01 PURCHASE 2015-07   2,056 1,744     312  
    FPA CRESCENT FUND INSTL 2012-07 PURCHASE 2015-07   34 28     6  
    FPA CRESCENT FUND INSTL 2012-07 PURCHASE 2015-07   5,326 4,353     973  
    FPA CRESCENT FUND INSTL 2012-07 PURCHASE 2015-07   7,079 5,786     1,293  
    FPA CRESCENT FUND INSTL 2012-07 PURCHASE 2015-07   1,753 1,433     320  
    FPA CRESCENT FUND INSTL 2012-07 PURCHASE 2015-07   34 28     6  
    FPA CRESCENT FUND INSTL 2011-08 PURCHASE 2015-07   231,352 175,007     56,345  
    FPA CRESCENT FUND INSTL 2011-07 PURCHASE 2015-07   2,259 1,876     383  
    FPA CRESCENT FUND INSTL 2011-07 PURCHASE 2015-07   11,933 9,912     2,021  
    FPA CRESCENT FUND INSTL 2011-07 PURCHASE 2015-07   34 28     6  
    FPA CRESCENT FUND INSTL 2011-06 PURCHASE 2015-07   389,620 325,011     64,609  
    FPA CRESCENT FUND INSTL 2011-06 PURCHASE 2015-07   79,898 67,279     12,619  
    FPA CRESCENT FUND INSTL 2011-06 PURCHASE 2015-07   53,565 44,730     8,835  
    FPA CRESCENT FUND INSTL 2011-04 PURCHASE 2015-07   20,091 16,750     3,341  
    FPA CRESCENT FUND INSTL 2011-04 PURCHASE 2015-05   99,992 80,823     19,169  
    ISHARES GOLD TR 2014-01 PURCHASE 2015-02   103 108     -5  
    ISHARES GOLD TR 2014-01 PURCHASE 2015-01   113 112     1  
    ISHARES GOLD TR 2014-01 PURCHASE 2015-03   109 115     -6  
    ISHARES GOLD TR 2014-01 PURCHASE 2015-05   515,691 552,102     -36,411  
    ISHARES GOLD TR 2014-01 PURCHASE 2015-04   107 115     -8  
    IVY ASSET STRATEGY 2011-04 PURCHASE 2015-09   22 24     -2  
    IVY ASSET STRATEGY FD I 2013-12 PURCHASE 2015-10   6,448 8,294     -1,846  
    IVY ASSET STRATEGY FD I 2013-12 PURCHASE 2015-10   24 25     -1  
    IVY ASSET STRATEGY FD I 2012-12 PURCHASE 2015-10   39,390 41,649     -2,259  
    IVY ASSET STRATEGY FD I 2011-12 PURCHASE 2015-10   20,168 19,069     1,099  
    IVY ASSET STRATEGY FD I 2011-12 PURCHASE 2015-10   24 23     1  
    IVY ASSET STRATEGY FD I 2011-06 PURCHASE 2015-10   46,032 50,020     -3,988  
    IVY ASSET STRATEGY FD I 2011-06 PURCHASE 2015-10   13,986 15,008     -1,022  
    IVY ASSET STRATEGY FD I 2011-04 PURCHASE 2015-09   12,139 13,375     -1,236  
    IVY ASSET STRATEGY FD I 2011-04 PURCHASE 2015-10   2 2        
    IVY ASSET STRATEGY FD I 2011-04 PURCHASE 2015-10   23,901 25,508     -1,607  
    IVY ASSET STRATEGY FD I 2011-04 PURCHASE 2015-09   35,337 38,904     -3,567  
    IVY ASSET STRATEGY FD I 2011-04 PURCHASE 2015-01   100 104     -4  
    IVY ASSET STRATEGY FD I 2011-04 PURCHASE 2015-09   52,501 58,248     -5,747  
    IVY ASSET STRATEGY FD I 2011-04 PURCHASE 2015-01   56,193 58,341     -2,148  
    IVY ASSET STRATEGY FD I 2011-03 PURCHASE 2015-01   115,803 116,679     -876  
    IVY ASSET STRATEGY FD I 2011-03 PURCHASE 2015-01   94,979 93,769     1,210  
    IVY ASSET STRATEGY FD I 2011-03 PURCHASE 2015-01   94,828 93,771     1,057  
    IVY ASSET STRATEGY FD I 2011-02 PURCHASE 2015-01   93,798 93,761     37  
    IVY ASSET STRATEGY FD I 2011-02 PURCHASE 2015-01   44,287 44,022     265  
    KOPERNIK GLOBAL ALL CAP 2014-10 PURCHASE 2015-12   38,170 49,995     -11,825  
    KOPERNIK GLOBAL ALL CAP 2014-10 PURCHASE 2015-12   7 10     -3  
    KOPERNIK GLOBAL ALL CAP 2014-08 PURCHASE 2015-12   33,076 49,995     -16,919  
    KOPERNIK GLOBAL ALL CAP 2014-08 PURCHASE 2015-12   34,117 49,996     -15,879  
    KOPERNIK GLOBAL ALL CAP 2014-07 PURCHASE 2015-12   66,159 100,001     -33,842  
    KOPERNIK GLOBAL ALL CAP 2014-07 PURCHASE 2015-12   63,765 97,944     -34,179  
    KOPERNIK GLOBAL ALL CAP 2014-07 PURCHASE 2015-09   99,998 152,065     -52,067  
    MFS UTILITIES FD CL I 2011-10 PURCHASE 2015-04   49,983 38,459     11,524  
    OAKMARK INTL SM CAP CL I 2014-01 PURCHASE 2015-01   22,584 26,205     -3,621  
    OAKMARK INTL SM CAP CL I 2014-01 PURCHASE 2015-01   6,444 7,477     -1,033  
    OAKMARK INTL SM CAP CL I 2014-01 PURCHASE 2015-01   15 17     -2  
    OAKMARK INTL SM CAP CL I 2014-01 PURCHASE 2015-01   15 17     -2  
    OAKMARK INTL SM CAP CL I 2014-01 PURCHASE 2015-09   15 18     -3  
    OAKMARK INTL SM CAP CL I 2014-01 PURCHASE 2015-09   6,627 7,469     -842  
    OAKMARK INTL SM CAP CL I 2014-01 PURCHASE 2015-09   15 17     -2  
    OAKMARK INTL SM CAP CL I 2014-01 PURCHASE 2015-09   23,226 26,175     -2,949  
    OAKMARK INTL SM CAP CL I 2014-01 PURCHASE 2015-01   143,292 166,269     -22,977  
    PRUDENTIAL JENNISON 2011-02 PURCHASE 2015-04   12,033 9,417     2,616  
    PRUDENTIAL JENNISON 2011-02 PURCHASE 2015-04   16 13     3  
    PRUDENTIAL JENNISON 2011-02 PURCHASE 2015-10   74,986 64,719     10,267  
    PRUDENTIAL JENNISON 2011-02 PURCHASE 2015-10   7 6     1  
    PRUDENTIAL JENNISON 2011-02 PURCHASE 2015-04   37,950 29,486     8,464  
    TMPLTN GLBL BD FD ADV CL 2013-10 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2013-10 PURCHASE 2015-01   2,042 2,176     -134  
    TMPLTN GLBL BD FD ADV CL 2013-09 PURCHASE 2015-01   2,054 2,161     -107  
    TMPLTN GLBL BD FD ADV CL 2013-05 PURCHASE 2015-01   2,534 2,812     -278  
    TMPLTN GLBL BD FD ADV CL 2013-04 PURCHASE 2015-01   2,534 2,787     -253  
    TMPLTN GLBL BD FD ADV CL 2013-04 PURCHASE 2015-01   12 14     -2  
    TMPLTN GLBL BD FD ADV CL 2013-03 PURCHASE 2015-01   2,558 2,796     -238  
    TMPLTN GLBL BD FD ADV CL 2013-02 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2013-02 PURCHASE 2015-01   2,522 2,755     -233  
    TMPLTN GLBL BD FD ADV CL 2013-01 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2013-01 PURCHASE 2015-01   2,534 2,765     -231  
    TMPLTN GLBL BD FD ADV CL 2012-12 PURCHASE 2015-01   9,926 10,652     -726  
    TMPLTN GLBL BD FD ADV CL 2012-12 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2012-12 PURCHASE 2015-01   98 106     -8  
    TMPLTN GLBL BD FD ADV CL 2012-12 PURCHASE 2015-01   2,497 2,680     -183  
    TMPLTN GLBL BD FD ADV CL 2012-12 PURCHASE 2015-01   12,521 13,438     -917  
    TMPLTN GLBL BD FD ADV CL 2012-11 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2012-11 PURCHASE 2015-01   2,448 2,665     -217  
    TMPLTN GLBL BD FD ADV CL 2012-10 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2012-10 PURCHASE 2015-01   2,448 2,669     -221  
    TMPLTN GLBL BD FD ADV CL 2012-09 PURCHASE 2015-01   2,448 2,653     -205  
    TMPLTN GLBL BD FD ADV CL 2012-08 PURCHASE 2015-01   3,050 3,264     -214  
    TMPLTN GLBL BD FD ADV CL 2012-07 PURCHASE 2015-01   3,100 3,243     -143  
    TMPLTN GLBL BD FD ADV CL 2012-07 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2012-06 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2012-06 PURCHASE 2015-01   3,149 3,210     -61  
    TMPLTN GLBL BD FD ADV CL 2012-05 PURCHASE 2015-01   3,149 3,223     -74  
    TMPLTN GLBL BD FD ADV CL 2012-04 PURCHASE 2015-01   3,050 3,207     -157  
    TMPLTN GLBL BD FD ADV CL 2012-03 PURCHASE 2015-01   2,989 3,200     -211  
    TMPLTN GLBL BD FD ADV CL 2012-02 PURCHASE 2015-01   2,977 3,175     -198  
    TMPLTN GLBL BD FD ADV CL 2012-01 PURCHASE 2015-01   3,087 3,163     -76  
    TMPLTN GLBL BD FD ADV CL 2011-12 PURCHASE 2015-01   12 12        
    TMPLTN GLBL BD FD ADV CL 2011-12 PURCHASE 2015-01   14,674 14,626     48  
    TMPLTN GLBL BD FD ADV CL 2011-12 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2011-12 PURCHASE 2015-01   4,637 4,622     15  
    TMPLTN GLBL BD FD ADV CL 2011-11 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2011-11 PURCHASE 2015-01   2,940 3,062     -122  
    TMPLTN GLBL BD FD ADV CL 2011-10 PURCHASE 2015-01   2,903 3,054     -151  
    TMPLTN GLBL BD FD ADV CL 2011-09 PURCHASE 2015-01   2,829 3,052     -223  
    TMPLTN GLBL BD FD ADV CL 2011-08 PURCHASE 2015-01   12 14     -2  
    TMPLTN GLBL BD FD ADV CL 2011-08 PURCHASE 2015-01   2,731 3,039     -308  
    TMPLTN GLBL BD FD ADV CL 2011-07 PURCHASE 2015-01   12 14     -2  
    TMPLTN GLBL BD FD ADV CL 2011-07 PURCHASE 2015-01   2,694 3,031     -337  
    TMPLTN GLBL BD FD ADV CL 2011-06 PURCHASE 2015-01   88,683 100,003     -11,320  
    TMPLTN GLBL BD FD ADV CL 2011-06 PURCHASE 2015-01   12 14     -2  
    TMPLTN GLBL BD FD ADV CL 2011-06 PURCHASE 2015-01   2,349 2,634     -285  
    TMPLTN GLBL BD FD ADV CL 2011-05 PURCHASE 2015-01   2,362 2,640     -278  
    TMPLTN GLBL BD FD ADV CL 2011-04 PURCHASE 2015-01   2,325 2,618     -293  
    TMPLTN GLBL BD FD ADV CL 2011-03 PURCHASE 2015-01   2,399 2,607     -208  
    TMPLTN GLBL BD FD ADV CL 2011-03 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2011-03 PURCHASE 2015-01   34,046 37,506     -3,460  
    TMPLTN GLBL BD FD ADV CL 2011-03 PURCHASE 2015-01   34,046 37,506     -3,460  
    TMPLTN GLBL BD FD ADV CL 2011-02 PURCHASE 2015-01   3,235 3,551     -316  
    TMPLTN GLBL BD FD ADV CL 2010-09 PURCHASE 2015-01   455 498     -43  
    TMPLTN GLBL BD FD ADV CL 2010-09 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2010-09 PURCHASE 2015-01   234 253     -19  
    WASATCH EM MK SC RETL CL 2011-02 PURCHASE 2015-04   27,257 23,124     4,133  
    WASATCH EM MK SC RETL CL 2011-02 PURCHASE 2015-04   72,743 62,501     10,242  
    FIRST EAG GLOBAL CL I 2014-12 PURCHASE 2015-10   3 3        
    FPA CRESCENT FUND INSTL 2015-07 PURCHASE 2015-07   2,764 2,759     5  
    FPA CRESCENT FUND INSTL 2015-07 PURCHASE 2015-07   34 29     5  
    FPA CRESCENT FUND INSTL 2015-07 PURCHASE 2015-07   22 22        
    FPA CRESCENT FUND INSTL 2015-07 PURCHASE 2015-07   11 11        
    FPA CRESCENT FUND INSTL 2015-07 PURCHASE 2015-07   809 808     1  
    FPA CRESCENT FUND INSTL 2014-12 PURCHASE 2015-07   3,236 3,253     -17  
    FPA CRESCENT FUND INSTL 2014-12 PURCHASE 2015-05   3 3        
    FPA CRESCENT FUND INSTL 2014-12 PURCHASE 2015-07   29,766 29,925     -159  
    FPA CRESCENT FUND INSTL 2014-12 PURCHASE 2015-07   34 34        
    IVY ASSET STRATEGY FD I 2014-12 PURCHASE 2015-09   1 1        
    IVY ASSET STRATEGY FD I 2014-12 PURCHASE 2015-01   12 12        
    IVY ASSET STRATEGY FD I 2014-12 PURCHASE 2015-10   24 25     -1  
    IVY ASSET STRATEGY FD I 2014-12 PURCHASE 2015-10   5,478 5,874     -396  
    IVY ASSET STRATEGY FD I 2014-12 PURCHASE 2015-10   137,247 147,155     -9,908  
    KOPERNIK GLOBAL ALL CAP 2014-12 PURCHASE 2015-12   3 3        
    KOPERNIK GLOBAL ALL CAP 2014-12 PURCHASE 2015-12   3,657 4,190     -533  
    KOPERNIK GLOBAL ALL CAP 2014-12 PURCHASE 2015-09   2 3     -1  
    KOPERNIK GLOBAL ALL CAP 2014-12 PURCHASE 2015-12   7 8     -1  
    MFS UTILITIES FD CL I 2015-04 PURCHASE 2015-04   17 16     1  
    OAKMARK INTL SM CAP CL I 2014-12 PURCHASE 2015-09   5 4     1  
    OAKMARK INTL SM CAP CL I 2014-10 PURCHASE 2015-01   29,058 31,240     -2,182  
    OAKMARK INTL SM CAP CL I 2014-10 PURCHASE 2015-09   65,770 68,756     -2,986  
    OAKMARK INTL SM CAP CL I 2014-08 PURCHASE 2015-01   15 17     -2  
    OAKMARK INTL SM CAP CL I 2014-08 PURCHASE 2015-01   21,209 24,983     -3,774  
    OAKMARK INTL SM CAP CL I 2014-03 PURCHASE 2015-01   15 17     -2  
    OAKMARK INTL SM CAP CL I 2014-03 PURCHASE 2015-01   84,985 99,993     -15,008  
    PRUDENTIAL JENNISON 2015-09 PURCHASE 2015-10   6 6        
    PRUDENTIAL JENNISON 2015-03 PURCHASE 2015-04   1 1        
    TMPLTN GLBL BD FD ADV CL 2014-12 PURCHASE 2015-01   10 11     -1  
    TMPLTN GLBL BD FD ADV CL 2014-12 PURCHASE 2015-01   861 860     1  
    TMPLTN GLBL BD FD ADV CL 2014-12 PURCHASE 2015-01   15,277 15,264     13  
    TMPLTN GLBL BD FD ADV CL 2014-11 PURCHASE 2015-01   935 999     -64  
    TMPLTN GLBL BD FD ADV CL 2014-10 PURCHASE 2015-01   935 992     -57  
    TMPLTN GLBL BD FD ADV CL 2014-10 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2014-09 PURCHASE 2015-01   935 1,008     -73  
    TMPLTN GLBL BD FD ADV CL 2014-08 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2014-08 PURCHASE 2015-01   910 982     -72  
    TMPLTN GLBL BD FD ADV CL 2014-07 PURCHASE 2015-01   923 997     -74  
    TMPLTN GLBL BD FD ADV CL 2014-07 PURCHASE 2015-01   92,066 100,000     -7,934  
    TMPLTN GLBL BD FD ADV CL 2014-06 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2014-06 PURCHASE 2015-01   689 744     -55  
    TMPLTN GLBL BD FD ADV CL 2014-02 PURCHASE 2015-01   1,784 1,862     -78  
    TMPLTN GLBL BD FD ADV CL 2014-02 PURCHASE 2015-01   12 13     -1  
    TMPLTN GLBL BD FD ADV CL 2014-01 PURCHASE 2015-01   1,771 1,876     -105  
    WASATCH EM MK SC RETL CL 2014-12 PURCHASE 2015-04              
    AMERICAN CAMPUS CMNTYS, INC CMN 2011-02 PURCHASE 2015-11   1,202 924     278  
    BAXTER INTERNATIONAL INC CMN 2010-12 PURCHASE 2015-07   1,422 1,015     407  
    CALATLANTIC GROUP INC CMN 2014-04 PURCHASE 2015-10   39       39  
    DOVER CORPORATION CMN 2010-12 PURCHASE 2015-07   4,194 2,973     1,221  
    GS INVESTMENT GRADE CREDIT FUND SEP 2010-12 PURCHASE 2015-02   2,970 2,911     59  
    GS INVESTMENT GRADE CREDIT FUND SEP 2010-12 PURCHASE 2015-05   318 317     1  
    GS INVESTMENT GRADE CREDIT FUND SEP 2010-12 PURCHASE 2015-08   137 140     -3  
    GS INVESTMENT GRADE CREDIT FUND SEP 2010-12 PURCHASE 2015-09   1,039 1,085     -46  
    GS INVESTMENT GRADE CREDIT FUND SEP 2010-12 PURCHASE 2015-09   171,298 176,598     -5,300  
    GS INVESTMENT GRADE CREDIT FUND SEP 2011-01 PURCHASE 2015-09   735 770     -35  
    GS STRATEGIC INCOME FUND INSTITUTIO 2011-05 PURCHASE 2015-03   199,405 199,983     -578  
    MEDTRONIC, INC. CMN 2010-12 PURCHASE 2015-01   2,539 1,120     1,419  
    MICROSOFT CORPORATION CMN 2010-12 PURCHASE 2015-11   2,076 1,052     1,024  
    PEBBLEBROOK HOTEL TRUST CMN 2013-03 PURCHASE 2015-11   316 245     71  
    PEBBLEBROOK HOTEL TRUST CMN 2013-01 PURCHASE 2015-11   791 599     192  
    PNC FINANCIAL SERVICES GROUP CMN 2010-12 PURCHASE 2015-11   4,433 2,853     1,580  
    PNC FINANCIAL SERVICES GROUP CMN 2010-12 PURCHASE 2015-11   189 113     76  
    U.S. TREASURY BOND 4.250000% 11/15/2 2010-12 PURCHASE 2015-08   25,191 18,984     6,207  
    U.S. TREASURY NOTE 0.500000% 06/15/2 2013-07 PURCHASE 2015-09   80,106 79,713     393  
    U.S. TREASURY NOTE 0.500000% 07/31/2 2012-08 PURCHASE 2015-12   29,798 29,720     78  
    U.S. TREASURY NOTE 0.875000% 07/31/2 2012-08 PURCHASE 2015-09   9,836 9,850     -14  
    U.S. TREASURY NOTE 0.875000% 12/31/2 2012-01 PURCHASE 2015-12   10,009 10,002     7  
    U.S. TREASURY NOTE 1.000000% 08/31/2 2012-09 PURCHASE 2015-09   49,346 49,727     -381  
    U.S. TREASURY NOTE 1.250000% 04/30/2 2012-05 PURCHASE 2015-09   20,014 20,080     -66  
    U.S. TREASURY NOTE 1.375000% 11/30/2 2010-12 PURCHASE 2015-01   20,201 19,880     321  
    U.S. TREASURY NOTE 1.375000% 11/30/2 2010-12 PURCHASE 2015-03   110,975 109,457     1,518  
    U.S. TREASURY NOTE 2.000000% 11/15/2 2012-01 PURCHASE 2015-09   20,241 20,194     47  
    U.S. TREASURY NOTE 2.125000% 02/29/2 2011-03 PURCHASE 2015-09   20,182 20,008     174  
    U.S. TREASURY NOTE 3.625000% 02/15/2 2011-05 PURCHASE 2015-09   11,037 10,199     838  
    FFCB 3.5% 12/20/2023 SR LIEN 2013-12 PURCHASE 2015-12   54,040 49,950     4,090  
    U.S. TREASURY NOTE 2.125000% 12/31/2 2011-01 PURCHASE 2015-09   10,062 10,007     55  
    3M COMPANY CMN 2011-02 PURCHASE 2015-02   5,898 3,073     2,825  
    3M COMPANY CMN 2011-02 PURCHASE 2015-02   169 88     81  
    3M COMPANY CMN 2013-03 PURCHASE 2015-02   5,419 3,381     2,038  
    ANTHEM, INC. CMN 2012-08 PURCHASE 2015-06   2,470 864     1,606  
    ANTHEM, INC. CMN 2012-08 PURCHASE 2015-06   7,410 2,579     4,831  
    ANTHEM, INC. CMN 2013-03 PURCHASE 2015-09   2,864 1,268     1,596  
    ANTHEM, INC. CMN 2012-08 PURCHASE 2015-09   9,308 3,745     5,563  
    ASML HOLDING N.V. ADR CMN 2013-11 PURCHASE 2015-03   1,213 1,091     122  
    ASML HOLDING N.V. ADR CMN 2013-10 PURCHASE 2015-03   6,471 5,940     531  
    ASML HOLDING N.V. ADR CMN 2014-01 PURCHASE 2015-03   1,112 981     131  
    AVON PRODUCTS INC. CMN 2011-11 PURCHASE 2015-09   765 2,840     -2,075  
    AVON PRODUCTS INC. CMN 2011-09 PURCHASE 2015-09   120 534     -414  
    AVON PRODUCTS INC. CMN 2011-09 PURCHASE 2015-09   143 637     -494  
    AVON PRODUCTS INC. CMN 2014-03 PURCHASE 2015-09   836 2,523     -1,687  
    AVON PRODUCTS INC. CMN 2011-09 PURCHASE 2015-09   263 1,187     -924  
    AVON PRODUCTS INC. CMN 2011-09 PURCHASE 2015-09   621 2,577     -1,956  
    AVON PRODUCTS INC. CMN 2011-11 PURCHASE 2015-09   167 621     -454  
    AVON PRODUCTS INC. CMN 2014-01 PURCHASE 2015-09   980 3,049     -2,069  
    AVON PRODUCTS INC. CMN 2013-03 PURCHASE 2015-09   574 2,424     -1,850  
    BARD C R INC N J CMN 2012-04 PURCHASE 2015-01   3,545 1,928     1,617  
    BARD C R INC N J CMN 2012-04 PURCHASE 2015-01   2,304 1,254     1,050  
    BARD C R INC N J CMN 2011-12 PURCHASE 2015-01   354 169     185  
    BARD C R INC N J CMN 2013-03 PURCHASE 2015-08   3,913 2,019     1,894  
    BARD C R INC N J CMN 2012-04 PURCHASE 2015-08   4,892 2,411     2,481  
    BARD C R INC N J CMN 2014-03 PURCHASE 2015-09   4,791 3,656     1,135  
    BARD C R INC N J CMN 2013-03 PURCHASE 2015-09   11,499 6,058     5,441  
    BAXTER INTERNATIONAL INC CMN 2011-02 PURCHASE 2015-07   577 407     170  
    BAXTER INTERNATIONAL INC CMN 2011-02 PURCHASE 2015-07   1,785 1,247     538  
    BAXTER INTERNATIONAL INC CMN 2013-03 PURCHASE 2015-07   1,606 1,697     -91  
    BAXTER INTERNATIONAL INC CMN 2011-02 PURCHASE 2015-07   2,118 1,572     546  
    BLACKBAUD INC CMN 2011-02 PURCHASE 2015-04   993 533     460  
    BLACKBAUD INC CMN 2011-02 PURCHASE 2015-11   613 267     346  
    C.H. ROBINSON WORLDWIDE INC. CMN 2013-03 PURCHASE 2015-09   685 573     112  
    C.H. ROBINSON WORLDWIDE INC. CMN 2013-05 PURCHASE 2015-09   2,398 2,080     318  
    C.H. ROBINSON WORLDWIDE INC. CMN 2013-02 PURCHASE 2015-09   3,768 3,084     684  
    C.H. ROBINSON WORLDWIDE INC. CMN 2013-04 PURCHASE 2015-09   4,454 3,811     643  
    C.H. ROBINSON WORLDWIDE INC. CMN 2014-02 PURCHASE 2015-09   2,398 1,865     533  
    C.H. ROBINSON WORLDWIDE INC. CMN 2014-03 PURCHASE 2015-09   3,426 2,602     824  
    CEPHEID INC CMN 2013-10 PURCHASE 2015-09   1,766 1,608     158  
    CEPHEID INC CMN 2013-10 PURCHASE 2015-10   1,296 1,608     -312  
    CISCO SYSTEMS, INC. CMN 2011-02 PURCHASE 2015-09   9,262 7,608     1,654  
    CISCO SYSTEMS, INC. CMN 2011-03 PURCHASE 2015-09   4,435 2,948     1,487  
    CISCO SYSTEMS, INC. CMN 2011-02 PURCHASE 2015-09   1,696 1,252     444  
    CISCO SYSTEMS, INC. CMN 2011-05 PURCHASE 2015-09   5,087 3,307     1,780  
    CISCO SYSTEMS, INC. CMN 2012-05 PURCHASE 2015-09   1,044 668     376  
    CISCO SYSTEMS, INC. CMN 2011-06 PURCHASE 2015-09   7,044 4,341     2,703  
    CISCO SYSTEMS, INC. CMN 2011-05 PURCHASE 2015-09   4,566 2,918     1,648  
    CISCO SYSTEMS, INC. CMN 2011-06 PURCHASE 2015-09   3,392 1,983     1,409  
    CISCO SYSTEMS, INC. CMN 2011-06 PURCHASE 2015-09   3,261 1,861     1,400  
    CISCO SYSTEMS, INC. CMN 2013-11 PURCHASE 2015-09   3,000 2,467     533  
    CISCO SYSTEMS, INC. CMN 2012-07 PURCHASE 2015-09   3,913 2,268     1,645  
    CISCO SYSTEMS, INC. CMN 2014-03 PURCHASE 2015-09   6,653 5,725     928  
    CLECO CORPORATION CMN 2013-09 PURCHASE 2015-11   792 666     126  
    CLECO CORPORATION CMN 2013-03 PURCHASE 2015-11   4,487 3,791     696  
    CLECO CORPORATION CMN 2011-02 PURCHASE 2015-11   1,320 792     528  
    CLOROX CO (THE) (DELAWARE) CMN 2013-03 PURCHASE 2015-01   323 254     69  
    CLOROX CO (THE) (DELAWARE) CMN 2012-04 PURCHASE 2015-01   1,291 839     452  
    CLOROX CO (THE) (DELAWARE) CMN 2012-04 PURCHASE 2015-01   4,841 3,160     1,681  
    CLOROX CO (THE) (DELAWARE) CMN 2013-03 PURCHASE 2015-08   3,433 2,541     892  
    CLOROX CO (THE) (DELAWARE) CMN 2013-03 PURCHASE 2015-09   223 169     54  
    CLOROX CO (THE) (DELAWARE) CMN 2014-03 PURCHASE 2015-09   5,017 3,938     1,079  
    COCA-COLA COMPANY (THE) CMN 2014-03 PURCHASE 2015-09   6,856 6,804     52  
    COCA-COLA COMPANY (THE) CMN 2013-02 PURCHASE 2015-09   15,084 14,780     304  
    COCA-COLA COMPANY (THE) CMN 2013-11 PURCHASE 2015-09   8,815 8,977     -162  
    COCA-COLA COMPANY (THE) CMN 2013-03 PURCHASE 2015-09   4,897 4,911     -14  
    COCA-COLA COMPANY (THE) CMN 2014-02 PURCHASE 2015-09   10,383 9,918     465  
    COCA-COLA COMPANY (THE) CMN 2011-02 PURCHASE 2015-09   17,239 13,884     3,355  
    COMCAST CORPORATION CMN CLASS A NON 2011-02 PURCHASE 2015-05   6,979 2,619     4,360  
    COMCAST CORPORATION CMN CLASS A NON 2011-02 PURCHASE 2015-05   10,253 3,874     6,379  
    COMCAST CORPORATION CMN CLASS A NON 2013-03 PURCHASE 2015-05   2,578 1,754     824  
    CONOCOPHILLIPS CMN 2011-02 PURCHASE 2015-09   8,576 9,699     -1,123  
    CONOCOPHILLIPS CMN 2012-05 PURCHASE 2015-09   5,636 6,162     -526  
    CONOCOPHILLIPS CMN 2013-03 PURCHASE 2015-09   5,146 6,151     -1,005  
    CONOCOPHILLIPS CMN 2014-03 PURCHASE 2015-09   1,225 1,772     -547  
    CORNING INCORPORATED CMN 2011-09 PURCHASE 2015-09   87 61     26  
    CORNING INCORPORATED CMN 2013-03 PURCHASE 2015-09   3,652 2,651     1,001  
    COSTAR GROUP, INC. CMN 2013-03 PURCHASE 2015-01   4,077 2,237     1,840  
    DEVON ENERGY CORPORATION (NEW) CMN 2012-05 PURCHASE 2015-02   1,585 1,455     130  
    DEVON ENERGY CORPORATION (NEW) CMN 2011-08 PURCHASE 2015-02   2,896 2,817     79  
    DEVON ENERGY CORPORATION (NEW) CMN 2011-08 PURCHASE 2015-02   792 768     24  
    DEVON ENERGY CORPORATION (NEW) CMN 2012-05 PURCHASE 2015-02   1,333 1,212     121  
    DEVON ENERGY CORPORATION (NEW) CMN 2014-02 PURCHASE 2015-08   324 452     -128  
    DEVON ENERGY CORPORATION (NEW) CMN 2012-05 PURCHASE 2015-08   93 121     -28  
    DEVON ENERGY CORPORATION (NEW) CMN 2012-06 PURCHASE 2015-08   1,669 2,120     -451  
    DEVON ENERGY CORPORATION (NEW) CMN 2013-03 PURCHASE 2015-08   5,191 6,315     -1,124  
    DEVON ENERGY CORPORATION (NEW) CMN 2014-02 PURCHASE 2015-08   348 581     -233  
    DEVON ENERGY CORPORATION (NEW) CMN 2014-04 PURCHASE 2015-08   851 1,502     -651  
    DEVON ENERGY CORPORATION (NEW) CMN 2014-02 PURCHASE 2015-08   1,799 2,906     -1,107  
    DEVON ENERGY CORPORATION (NEW) CMN 2014-05 PURCHASE 2015-08   2,166 4,085     -1,919  
    DEVON ENERGY CORPORATION (NEW) CMN 2014-06 PURCHASE 2015-08   503 1,027     -524  
    DEVON ENERGY CORPORATION (NEW) CMN 2014-06 PURCHASE 2015-08   1,276 2,449     -1,173  
    DOVER CORPORATION CMN 2013-03 PURCHASE 2015-07   3,698 3,437     261  
    DOVER CORPORATION CMN 2011-02 PURCHASE 2015-07   3,991 3,184     807  
    DOVER CORPORATION CMN 2014-03 PURCHASE 2015-07   2,047 2,469     -422  
    DOVER CORPORATION CMN 2011-02 PURCHASE 2015-07   2,839 2,320     519  
    EBAY INC. CMN 2013-11 PURCHASE 2015-07   1,305 1,003     302  
    EBAY INC. CMN 2013-11 PURCHASE 2015-07   5,222 4,179     1,043  
    EBAY INC. CMN 2013-11 PURCHASE 2015-07   2,880 1,913     967  
    EBAY INC. CMN 2013-11 PURCHASE 2015-07   1,872 1,280     592  
    EOG RESOURCES INC CMN 2011-02 PURCHASE 2015-04   199 107     92  
    EOG RESOURCES INC CMN 2011-02 PURCHASE 2015-04   5,979 3,197     2,782  
    EXXON MOBIL CORPORATION CMN 2014-03 PURCHASE 2015-09   1,856 2,464     -608  
    EXXON MOBIL CORPORATION CMN 2011-02 PURCHASE 2015-09   5,197 5,713     -516  
    EXXON MOBIL CORPORATION CMN 2013-03 PURCHASE 2015-09   2,227 2,686     -459  
    EXXON MOBIL CORPORATION CMN 2013-04 PURCHASE 2015-09   2,598 3,082     -484  
    GANNETT CO, INC. CMN 2014-02 PURCHASE 2015-06   369 282     87  
    GANNETT CO, INC. CMN 2014-02 PURCHASE 2015-06   1,215 872     343  
    GANNETT CO, INC. CMN 2014-02 PURCHASE 2015-07   637 543     94  
    GANNETT CO, INC. CMN 2014-02 PURCHASE 2015-07   69 52     17  
    GANNETT CO, INC. CMN 2014-03 PURCHASE 2015-07   632 481     151  
    GROUP 1 AUTOMOTIVE, INC. CMN 2013-03 PURCHASE 2015-01   4,109 3,067     1,042  
    GROUP 1 AUTOMOTIVE, INC. CMN 2011-12 PURCHASE 2015-01   822 507     315  
    GROUP 1 AUTOMOTIVE, INC. CMN 2011-03 PURCHASE 2015-01   1,644 794     850  
    GS HIGH YIELD FLOATING RATE FUND IN 2013-06 PURCHASE 2015-03   35,000 35,529     -529  
    GS STRATEGIC INCOME FUND INSTITUTIO 2012-07 PURCHASE 2015-03   207 204     3  
    GS STRATEGIC INCOME FUND INSTITUTIO 2012-08 PURCHASE 2015-03   691 690     1  
    GS STRATEGIC INCOME FUND INSTITUTIO 2013-02 PURCHASE 2015-03   192,720 199,984     -7,264  
    GS STRATEGIC INCOME FUND INSTITUTIO 2014-03 PURCHASE 2015-03   354,558 374,971     -20,413  
    GS U.S. MORTGAGES FUND SEPARATE ACC 2012-09 PURCHASE 2015-03   3,620 3,650     -30  
    GS U.S. MORTGAGES FUND SEPARATE ACC 2012-09 PURCHASE 2015-05   1,209 1,220     -11  
    GS U.S. MORTGAGES FUND SEPARATE ACC 2012-09 PURCHASE 2015-07   3,377 3,434     -57  
    GS U.S. MORTGAGES FUND SEPARATE ACC 2012-09 PURCHASE 2015-09   164,399 166,871     -2,472  
    HEALTHCARE SVCS GROUP INC CMN 2011-02 PURCHASE 2015-11   1,500 635     865  
    HMS HOLDINGS CORP. CMN 2013-03 PURCHASE 2015-07   1,401 3,752     -2,351  
    IBERIABANK CORPORATION CMN 2011-03 PURCHASE 2015-09   290 286     4  
    IBERIABANK CORPORATION CMN 2011-12 PURCHASE 2015-09   290 251     39  
    IBERIABANK CORPORATION CMN 2013-03 PURCHASE 2015-09   1,161 1,006     155  
    ICU MEDICAL INC CMN 2011-02 PURCHASE 2015-08   594 217     377  
    INTERNAP CORP CMN 2012-03 PURCHASE 2015-09   389 423     -34  
    INTERNAP CORP CMN 2012-03 PURCHASE 2015-09   758 788     -30  
    INTERNAP CORP CMN 2012-03 PURCHASE 2015-09   658 786     -128  
    INTERNAP CORP CMN 2012-07 PURCHASE 2015-09   1,005 1,112     -107  
    INTERNAP CORP CMN 2012-03 PURCHASE 2015-09   964 1,254     -290  
    INTERNAP CORP CMN 2012-07 PURCHASE 2015-09   959 1,088     -129  
    INTERNAP CORP CMN 2012-07 PURCHASE 2015-10   971 1,041     -70  
    INTERNAP CORP CMN 2012-07 PURCHASE 2015-10   513 527     -14  
    INTERNAP CORP CMN 2012-10 PURCHASE 2015-10   1,660 1,920     -260  
    INTERNAP CORP CMN 2012-07 PURCHASE 2015-10   498 501     -3  
    INTERNAP CORP CMN 2012-10 PURCHASE 2015-10   250 281     -31  
    INTERNAP CORP CMN 2012-10 PURCHASE 2015-10   469 524     -55  
    INTERNAP CORP CMN 2012-10 PURCHASE 2015-10   178 199     -21  
    INTERNAP CORP CMN 2012-10 PURCHASE 2015-10   797 886     -89  
    INTERNAP CORP CMN 2012-10 PURCHASE 2015-10   46 52     -6  
    INTERNAP CORP CMN 2012-10 PURCHASE 2015-10   372 420     -48  
    IPC - HEALTHCARE INC CMN 2012-06 PURCHASE 2015-06   1,432 1,018     414  
    IPC - HEALTHCARE INC CMN 2013-03 PURCHASE 2015-07   1,825 1,526     299  
    IPC - HEALTHCARE INC CMN 2013-03 PURCHASE 2015-11   1,971 1,090     881  
    IPC - HEALTHCARE INC CMN 2014-05 PURCHASE 2015-11   1,183 629     554  
    JOHNSON & JOHNSON CMN 2011-02 PURCHASE 2015-09   31,201 20,081     11,120  
    JOHNSON & JOHNSON CMN 2014-03 PURCHASE 2015-09   2,328 2,462     -134  
    JOHNSON & JOHNSON CMN 2013-03 PURCHASE 2015-09   4,191 3,536     655  
    JUNIPER NETWORKS, INC. CMN 2011-10 PURCHASE 2015-10   1,108 638     470  
    JUNIPER NETWORKS, INC. CMN 2011-09 PURCHASE 2015-10   4,703 2,931     1,772  
    LEGACYTEXAS FINANCIAL GROUP, I CMN 2013-07 PURCHASE 2015-04   798 774     24  
    LEGACYTEXAS FINANCIAL GROUP, I CMN 2013-07 PURCHASE 2015-04   1,589 1,560     29  
    LEGACYTEXAS FINANCIAL GROUP, I CMN 2013-07 PURCHASE 2015-04   113 111     2  
    LEGACYTEXAS FINANCIAL GROUP, I CMN 2013-07 PURCHASE 2015-04   795 780     15  
    LEGACYTEXAS FINANCIAL GROUP, I CMN 2013-07 PURCHASE 2015-04   345 334     11  
    MARKETAXESS HOLDINGS INC. CMN 2011-06 PURCHASE 2015-03   841 230     611  
    MARKETAXESS HOLDINGS INC. CMN 2011-06 PURCHASE 2015-09   1,499 346     1,153  
    MC DONALDS CORP CMN 2011-02 PURCHASE 2015-05   5,280 3,964     1,316  
    MC DONALDS CORP CMN 2011-02 PURCHASE 2015-05   3,046 2,276     770  
    MC DONALDS CORP CMN 2013-03 PURCHASE 2015-05   4,618 4,640     -22  
    MEDTRONIC, INC. CMN 2011-02 PURCHASE 2015-01   19,391 9,672     9,719  
    MEDTRONIC, INC. CMN 2013-01 PURCHASE 2015-01   5,694 3,262     2,432  
    MEDTRONIC, INC. CMN 2013-03 PURCHASE 2015-01   9,388 5,632     3,756  
    MICROSOFT CORPORATION CMN 2011-02 PURCHASE 2015-11   6,652 3,469     3,183  
    MICROSOFT CORPORATION CMN 2011-02 PURCHASE 2015-12   3,178 1,582     1,596  
    MICROSOFT CORPORATION CMN 2011-03 PURCHASE 2015-04   4,647 2,464     2,183  
    MICROSOFT CORPORATION CMN 2011-03 PURCHASE 2015-09   10,712 6,355     4,357  
    MICROSOFT CORPORATION CMN 2014-03 PURCHASE 2015-09   3,716 3,503     213  
    MICROSOFT CORPORATION CMN 2013-03 PURCHASE 2015-09   17,051 10,856     6,195  
    MIDDLEBY CORP CMN 2013-03 PURCHASE 2015-01   3,849 2,001     1,848  
    MIDDLEBY CORP CMN 2013-03 PURCHASE 2015-01   2,580 1,351     1,229  
    OCCIDENTAL PETROLEUM CORP CMN 2011-02 PURCHASE 2015-02   1,483 1,716     -233  
    OCCIDENTAL PETROLEUM CORP CMN 2011-08 PURCHASE 2015-02   2,499 2,384     115  
    OCCIDENTAL PETROLEUM CORP CMN 2011-04 PURCHASE 2015-02   2,166 2,761     -595  
    OCCIDENTAL PETROLEUM CORP CMN 2011-02 PURCHASE 2015-02   583 667     -84  
    OCCIDENTAL PETROLEUM CORP CMN 2011-08 PURCHASE 2015-02   166 159     7  
    OCCIDENTAL PETROLEUM CORP CMN 2012-05 PURCHASE 2015-03   2,622 3,138     -516  
    OCCIDENTAL PETROLEUM CORP CMN 2011-08 PURCHASE 2015-03   1,723 1,828     -105  
    OCCIDENTAL PETROLEUM CORP CMN 2012-05 PURCHASE 2015-07   676 897     -221  
    OCCIDENTAL PETROLEUM CORP CMN 2013-03 PURCHASE 2015-07   4,395 5,274     -879  
    ORACLE CORPORATION CMN 2013-06 PURCHASE 2015-09   9,460 7,770     1,690  
    ORACLE CORPORATION CMN 2013-06 PURCHASE 2015-09   7,420 6,127     1,293  
    ORACLE CORPORATION CMN 2013-06 PURCHASE 2015-09   4,823 3,900     923  
    ORACLE CORPORATION CMN 2013-07 PURCHASE 2015-09   4,637 3,852     785  
    ORACLE CORPORATION CMN 2013-11 PURCHASE 2015-09   4,081 3,785     296  
    PAYPAL HOLDINGS INC CMN 2013-11 PURCHASE 2015-07   4,021 2,959     1,062  
    PAYPAL HOLDINGS INC CMN 2013-11 PURCHASE 2015-07   2,614 1,980     634  
    PEPSICO INC CMN 2011-02 PURCHASE 2015-09   50,875 35,637     15,238  
    PEPSICO INC CMN 2011-07 PURCHASE 2015-09   4,163 2,942     1,221  
    PEPSICO INC CMN 2013-10 PURCHASE 2015-09   7,863 7,064     799  
    PEPSICO INC CMN 2011-02 PURCHASE 2015-09   6,475 4,445     2,030  
    PEPSICO INC CMN 2013-03 PURCHASE 2015-09   14,800 12,344     2,456  
    PEPSICO INC CMN 2014-03 PURCHASE 2015-09   15,263 13,791     1,472  
    PNC FINANCIAL SERVICES GROUP CMN 2011-01 PURCHASE 2015-11   660 437     223  
    PNC FINANCIAL SERVICES GROUP CMN 2011-01 PURCHASE 2015-11   1,415 925     490  
    PNC FINANCIAL SERVICES GROUP CMN 2011-01 PURCHASE 2015-12   550 374     176  
    PNC FINANCIAL SERVICES GROUP CMN 2011-02 PURCHASE 2015-12   5,043 3,359     1,684  
    PROCTER & GAMBLE COMPANY (THE) CMN 2011-03 PURCHASE 2015-09   16,477 14,342     2,135  
    PROCTER & GAMBLE COMPANY (THE) CMN 2012-04 PURCHASE 2015-09   2,454 2,310     144  
    PROCTER & GAMBLE COMPANY (THE) CMN 2011-02 PURCHASE 2015-09   22,437 20,245     2,192  
    PROCTER & GAMBLE COMPANY (THE) CMN 2012-01 PURCHASE 2015-09   2,805 2,607     198  
    PROCTER & GAMBLE COMPANY (THE) CMN 2012-04 PURCHASE 2015-09   6,661 6,097     564  
    PROCTER & GAMBLE COMPANY (THE) CMN 2012-06 PURCHASE 2015-09   3,856 3,305     551  
    PROCTER & GAMBLE COMPANY (THE) CMN 2014-03 PURCHASE 2015-09   17,879 20,415     -2,536  
    PROCTER & GAMBLE COMPANY (THE) CMN 2013-03 PURCHASE 2015-09   6,310 6,948     -638  
    PROS HOLDINGS, INC. CMN 2013-03 PURCHASE 2015-02   829 960     -131  
    PROS HOLDINGS, INC. CMN 2013-03 PURCHASE 2015-02   865 1,015     -150  
    PRUDENTIAL FINANCIAL INC CMN 2013-03 PURCHASE 2015-11   1,725 1,204     521  
    PRUDENTIAL FINANCIAL INC CMN 2011-02 PURCHASE 2015-11   2,501 1,815     686  
    PRUDENTIAL FINANCIAL INC CMN 2011-11 PURCHASE 2015-11   2,760 1,680     1,080  
    PRUDENTIAL FINANCIAL INC CMN 2013-05 PURCHASE 2015-12   776 594     182  
    PRUDENTIAL FINANCIAL INC CMN 2013-05 PURCHASE 2015-12   3,361 2,638     723  
    PRUDENTIAL FINANCIAL INC CMN 2013-03 PURCHASE 2015-12   4,916 3,432     1,484  
    PRUDENTIAL FINANCIAL INC CMN 2013-05 PURCHASE 2015-12   5,518 4,287     1,231  
    PRUDENTIAL FINANCIAL INC CMN 2013-05 PURCHASE 2015-12   1,986 1,649     337  
    PRUDENTIAL FINANCIAL INC CMN 2014-01 PURCHASE 2015-12   1,112 1,174     -62  
    RBC BEARINGS INCORPORATED CMN 2011-12 PURCHASE 2015-12   326 214     112  
    RBC BEARINGS INCORPORATED CMN 2011-09 PURCHASE 2015-12   652 358     294  
    ROSS STORES,INC CMN 2013-07 PURCHASE 2015-04   4,673 2,941     1,732  
    ROSS STORES,INC CMN 2013-07 PURCHASE 2015-10   9,074 6,209     2,865  
    SIGMA-ALDRICH CORPORATION CMN 2013-04 PURCHASE 2015-09   6,283 3,439     2,844  
    SILGAN HOLDINGS INC CMN 2013-03 PURCHASE 2015-10   257 228     29  
    SILGAN HOLDINGS INC CMN 2011-02 PURCHASE 2015-10   1,800 1,321     479  
    STRYKER CORP CMN 2011-02 PURCHASE 2015-09   6,329 3,778     2,551  
    STRYKER CORP CMN 2011-11 PURCHASE 2015-09   1,947 934     1,013  
    STRYKER CORP CMN 2011-09 PURCHASE 2015-09   2,921 1,484     1,437  
    STRYKER CORP CMN 2012-10 PURCHASE 2015-09   8,277 4,423     3,854  
    STRYKER CORP CMN 2012-10 PURCHASE 2015-09   2,434 1,318     1,116  
    STRYKER CORP CMN 2014-03 PURCHASE 2015-09   3,895 3,237     658  
    SYSCO CORPORATION CMN 2011-03 PURCHASE 2015-09   5,404 3,770     1,634  
    SYSCO CORPORATION CMN 2012-04 PURCHASE 2015-09   2,002 1,471     531  
    SYSCO CORPORATION CMN 2011-02 PURCHASE 2015-09   18,815 13,740     5,075  
    SYSCO CORPORATION CMN 2011-02 PURCHASE 2015-09   1,601 1,181     420  
    SYSCO CORPORATION CMN 2012-03 PURCHASE 2015-09   3,603 2,650     953  
    SYSCO CORPORATION CMN 2013-03 PURCHASE 2015-09   6,806 5,692     1,114  
    SYSCO CORPORATION CMN 2012-02 PURCHASE 2015-09   4,003 2,919     1,084  
    SYSCO CORPORATION CMN 2014-03 PURCHASE 2015-09   10,208 9,241     967  
    TAIWAN SEMICONDUCTOR MFG ADS LTD ADS 2012-03 PURCHASE 2015-03   634 407     227  
    TAIWAN SEMICONDUCTOR MFG ADS LTD ADS 2012-04 PURCHASE 2015-03   1,338 871     467  
    TAIWAN SEMICONDUCTOR MFG ADS LTD ADS 2013-03 PURCHASE 2015-03   3,710 2,801     909  
    TAIWAN SEMICONDUCTOR MFG ADS LTD ADS 2012-07 PURCHASE 2015-03   3,710 2,162     1,548  
    TAIWAN SEMICONDUCTOR MFG ADS LTD ADS 2014-01 PURCHASE 2015-03   2,888 2,178     710  
    THE BANK OF NY MELLON CORP CMN 2011-09 PURCHASE 2015-09   9,932 4,704     5,228  
    THE BANK OF NY MELLON CORP CMN 2014-03 PURCHASE 2015-09   1,192 1,060     132  
    THE GOODYEAR TIRE & RUBBER CO. CMN 2014-09 PURCHASE 2015-12   5,513 3,694     1,819  
    TWENTY-FIRST CENTURY FOX, INC. CMN 2011-02 PURCHASE 2015-04   4,735 1,892     2,843  
    TWENTY-FIRST CENTURY FOX, INC. CMN 2011-05 PURCHASE 2015-09   2,992 1,689     1,303  
    TWENTY-FIRST CENTURY FOX, INC. CMN 2011-02 PURCHASE 2015-09   28,831 14,329     14,502  
    TWENTY-FIRST CENTURY FOX, INC. CMN 2011-06 PURCHASE 2015-09   8,432 4,500     3,932  
    TWENTY-FIRST CENTURY FOX, INC. CMN 2011-07 PURCHASE 2015-09   5,168 2,640     2,528  
    TWENTY-FIRST CENTURY FOX, INC. CMN 2014-03 PURCHASE 2015-09   14,416 16,981     -2,565  
    TYLER TECHNOLOGIES INC CMN 2012-12 PURCHASE 2015-07   2,791 944     1,847  
    TYLER TECHNOLOGIES INC CMN 2013-03 PURCHASE 2015-09   757 293     464  
    U.S. BANCORP CMN 2013-03 PURCHASE 2015-09   5,003 4,121     882  
    U.S. BANCORP CMN 2011-02 PURCHASE 2015-09   16,467 10,803     5,664  
    U.S. TREASURY NOTE 0.375000% 03/31/2 2014-05 PURCHASE 2015-09   30,017 29,998     19  
    U.S. TREASURY NOTE 0.750000% 01/15/2 2014-01 PURCHASE 2015-08   40,105 39,935     170  
    U.S. TREASURY NOTE 0.750000% 03/15/2 2014-07 PURCHASE 2015-12   19,972 19,950     22  
    VANTIV, INC. CMN CLASS A 2014-03 PURCHASE 2015-11   3,396 2,074     1,322  
    VIACOM INC CMN CLASS B 2011-02 PURCHASE 2015-09   11,671 11,467     204  
    VIACOM INC CMN CLASS B 2013-03 PURCHASE 2015-09   1,716 2,481     -765  
    VIACOM INC CMN CLASS B 2014-03 PURCHASE 2015-09   1,502 2,994     -1,492  
    WAL MART STORES INC CMN 2011-02 PURCHASE 2015-09   6,795 5,888     907  
    WAL MART STORES INC CMN 2013-03 PURCHASE 2015-09   1,618 1,825     -207  
    WAL MART STORES INC CMN 2014-03 PURCHASE 2015-09   1,942 2,301     -359  
    WALT DISNEY COMPANY (THE) CMN 2011-12 PURCHASE 2015-02   6,232 2,157     4,075  
    WELLS FARGO & CO (NEW) CMN 2011-02 PURCHASE 2015-02   2,755 1,653     1,102  
    WELLS FARGO & CO (NEW) CMN 2013-03 PURCHASE 2015-04   876 594     282  
    WELLS FARGO & CO (NEW) CMN 2011-02 PURCHASE 2015-04   1,697 1,025     672  
    WELLS FARGO & CO (NEW) CMN 2013-03 PURCHASE 2015-04   2,815 1,929     886  
    WELLS FARGO & CO (NEW) CMN 2013-03 PURCHASE 2015-04   2,838 1,929     909  
    WELLS FARGO & CO (NEW) CMN 2013-04 PURCHASE 2015-09   7,921 5,649     2,272  
    U.S. TREASURY NOTE 2.125000% 05/15/2 2015-08 PURCHASE 2015-08   9,901 9,871     30  
    AIRGAS, INC. 3.25% 10/01/2015 SR LIE 2015-06 PURCHASE 2015-09   50,000 50,044     -44  
    ARM HOLDINGS PLC SPON ADR SPONSORED 2014-04 PURCHASE 2015-03   18,255 17,086     1,169  
    ARM HOLDINGS PLC SPON ADR SPONSORED 2014-11 PURCHASE 2015-03   5,723 4,830     893  
    ASML HOLDING N.V. ADR CMN 2014-04 PURCHASE 2015-03   202 183     19  
    ASML HOLDING N.V. ADR CMN 2014-04 PURCHASE 2015-03   20,423 16,646     3,777  
    ASPEN TECHNOLOGY INC CMN 2015-02 PURCHASE 2015-08   1,506 1,356     150  
    AVON PRODUCTS INC. CMN 2015-04 PURCHASE 2015-09   5,162 8,535     -3,373  
    CANADIAN NATIONAL RAILWAY CO. CMN 2014-04 PURCHASE 2015-03   24,269 21,006     3,263  
    CANADIAN PACIFIC RAILWAY LTD CMN 2014-04 PURCHASE 2015-03   27,087 22,331     4,756  
    CHR. HANSEN HOLDING A/S SPONSORED AD 2014-10 PURCHASE 2015-03   7,129 5,972     1,157  
    CHR. HANSEN HOLDING A/S SPONSORED AD 2014-04 PURCHASE 2015-03   23,147 23,112     35  
    CHUBB LIMITED CMN 2014-04 PURCHASE 2015-03   30,973 28,525     2,448  
    COCA-COLA COMPANY (THE) CMN 2015-04 PURCHASE 2015-09   3,134 3,252     -118  
    COCA-COLA ENTERPRISES, INC. CMN 2014-04 PURCHASE 2015-02   24,512 25,565     -1,053  
    CORE LABORATORIES N.V. CMN 2014-04 PURCHASE 2015-03   12,518 23,074     -10,556  
    CORE LABORATORIES N.V. CMN 2014-10 PURCHASE 2015-03   4,449 6,085     -1,636  
    CSL LIMITED SPONSORED ADR CMN 2015-02 PURCHASE 2015-03   10,687 10,684     3  
    CSL LIMITED SPONSORED ADR CMN 2015-02 PURCHASE 2015-03   9,075 9,141     -66  
    CSL LIMITED SPONSORED ADR CMN 2015-02 PURCHASE 2015-03   6,447 6,501     -54  
    EQUINIX, INC. REIT 2015-11 PURCHASE 2015-11   114       114  
    EXPERIAN PLC SPONSORED ADR CMN 2015-02 PURCHASE 2015-03   11,218 12,362     -1,144  
    EXPERIAN PLC SPONSORED ADR CMN 2015-01 PURCHASE 2015-03   9,795 9,541     254  
    EXPERIAN PLC SPONSORED ADR CMN 2015-01 PURCHASE 2015-03   3,921 3,905     16  
    FANUC CORP UNSPONSORED ADR CMN 2014-04 PURCHASE 2015-03   25,965 21,550     4,415  
    HEWLETT-PACKARD COMPANY 2.2% 12/01/2 2015-05 PURCHASE 2015-10   50,124 50,090     34  
    INDIVIOR PLC SPONSORED ADR CMN 2014-07 PURCHASE 2015-01   714 786     -72  
    INDUSTRIA DE DISENO TEXTIL IND ADR C 2014-04 PURCHASE 2015-03   7,892 7,204     688  
    INDUSTRIA DE DISENO TEXTIL IND ADR C 2014-04 PURCHASE 2015-03   17,082 15,974     1,108  
    ISHARES CURRENCY HEDGED MSCI EAFE ET 2015-03 PURCHASE 2015-12   369,865 400,673     -30,808  
    JOHNSON & JOHNSON CMN 2015-04 PURCHASE 2015-09   4,191 4,482     -291  
    KOHL'S CORPORATION 6.25% 12/15/2017 2015-05 PURCHASE 2015-07   56,017 55,311     706  
    LEGACYTEXAS FINANCIAL GROUP, I CMN 2014-05 PURCHASE 2015-04   575 596     -21  
    LVMH MOET HENNESSY LOUIS VUITTON S.A 2014-04 PURCHASE 2015-03   13,079 14,229     -1,150  
    MATTRESS FIRM HLDG CORP CMN 2015-04 PURCHASE 2015-12   2,087 3,071     -984  
    MWI VETERINARY SUPPLY, INC. CMN 2014-09 PURCHASE 2015-02   3,796 2,916     880  
    MWI VETERINARY SUPPLY, INC. CMN 2014-11 PURCHASE 2015-02   1,898 1,542     356  
    NESTLE SA SPONSORED ADR (REP 1/20 CH 2014-04 PURCHASE 2015-03   25,482 25,920     -438  
    NOVO-NORDISK A/S ADR ADR CMN 2014-04 PURCHASE 2015-03   30,218 25,642     4,576  
    NOVOZYMES AS UNSPONSORED ADR CMN 2014-04 PURCHASE 2015-03   24,612 25,706     -1,094  
    OAKMARK INTERNATIONAL CL I OAKMARK I 2014-04 PURCHASE 2015-03   265,000 281,736     -16,736  
    ORACLE CORPORATION CMN 2014-10 PURCHASE 2015-09   10,759 11,285     -526  
    ORACLE CORPORATION CMN 2014-11 PURCHASE 2015-09   5,379 5,715     -336  
    PERRIGO CO PLC CMN 2014-04 PURCHASE 2015-03   27,879 24,617     3,262  
    PRECISION CASTPARTS CORP. CMN 2015-07 PURCHASE 2015-08   923 779     144  
    PRECISION CASTPARTS CORP. CMN 2015-07 PURCHASE 2015-08   5,534 4,673     861  
    PROCTER & GAMBLE COMPANY (THE) CMN 2015-06 PURCHASE 2015-09   5,259 5,868     -609  
    PROCTER & GAMBLE COMPANY (THE) CMN 2015-04 PURCHASE 2015-09   7,713 9,055     -1,342  
    PROCTER & GAMBLE COMPANY (THE) CMN 2015-08 PURCHASE 2015-09   24,540 24,698     -158  
    RECKITT BENCKISER GROUP PLC SPONSORE 2014-07 PURCHASE 2015-03   27,444 27,875     -431  
    SENSATA TECHNOLOGIES HLDG N .V CMN 2014-04 PURCHASE 2015-03   30,981 23,103     7,878  
    SGS S.A. ADR CMN 2014-04 PURCHASE 2015-03   20,590 26,704     -6,114  
    SHOPRITE HOLDINGS LTD SPONSORED ADR 2014-04 PURCHASE 2015-03   10,945 13,682     -2,737  
    SUN ART RETAIL GROUP LTD ADR CMN 2014-04 PURCHASE 2015-02   474 668     -194  
    SUN ART RETAIL GROUP LTD ADR CMN 2014-04 PURCHASE 2015-02   836 1,168     -332  
    SUN ART RETAIL GROUP LTD ADR CMN 2014-04 PURCHASE 2015-02   1,690 2,298     -608  
    SUN ART RETAIL GROUP LTD ADR CMN 2014-04 PURCHASE 2015-02   1,260 1,772     -512  
    SUN ART RETAIL GROUP LTD ADR CMN 2014-04 PURCHASE 2015-02   1,029 1,451     -422  
    SUN ART RETAIL GROUP LTD ADR CMN 2014-04 PURCHASE 2015-02   850 1,207     -357  
    SUN ART RETAIL GROUP LTD ADR CMN 2014-04 PURCHASE 2015-02   1,700 2,478     -778  
    SUN ART RETAIL GROUP LTD ADR CMN 2014-04 PURCHASE 2015-03   1,928 2,786     -858  
    SUN ART RETAIL GROUP LTD ADR CMN 2014-04 PURCHASE 2015-03   3,228 4,931     -1,703  
    SVENSKA CELLULOSA AB SPON ADR SPONSO 2014-04 PURCHASE 2015-03   18,383 22,060     -3,677  
    SWATCH GROUP SA (THE) ADR CMN 2014-10 PURCHASE 2015-03   11,240 12,482     -1,242  
    SYSCO CORPORATION CMN 2015-04 PURCHASE 2015-09   4,003 3,765     238  
    SYSCO CORPORATION CMN 2015-05 PURCHASE 2015-09   14,612 13,180     1,432  
    SYSMEX CORPORATION ADR CMN 2014-04 PURCHASE 2015-03   16,821 9,416     7,405  
    TAIWAN SEMICONDUCTOR MFG ADS LTD ADS 2014-04 PURCHASE 2015-03   30,336 26,066     4,270  
    TENCENT HOLDINGS LIMITED UNSPONSORED 2014-04 PURCHASE 2015-03   33,340 23,316     10,024  
    TWENTY-FIRST CENTURY FOX, INC. CMN 2015-05 PURCHASE 2015-09   7,265 8,585     -1,320  
    TWENTY-FIRST CENTURY FOX, INC. CMN 2015-04 PURCHASE 2015-09   8,806 10,604     -1,798  
    TWENTY-FIRST CENTURY FOX, INC. CMN 2015-05 PURCHASE 2015-09   8,806 10,383     -1,577  
    TWENTY-FIRST CENTURY FOX, INC. CMN 2015-08 PURCHASE 2015-09   17,199 17,393     -194  
    U.S. TREASURY BOND 3.000000% 05/15/2 2015-06 PURCHASE 2015-10   10,239 9,786     453  
    U.S. TREASURY BOND 6.125% 11-15-2027 2014-12 PURCHASE 2015-07   27,580 28,143     -563  
    U.S. TREASURY NOTE 1.000000% 02/15/2 2015-03 PURCHASE 2015-12   19,975 19,976     -1  
    U.S. TREASURY NOTE 1.750000% 02/28/2 2015-03 PURCHASE 2015-09   19,882 19,779     103  
    U.S. TREASURY NOTE 1.750000% 04/30/2 2015-05 PURCHASE 2015-09   9,928 9,908     20  
    U.S. TREASURY NOTE 2.125000% 05/15/2 2015-08 PURCHASE 2015-09   29,862 29,612     250  
    U.S. TREASURY NOTE 2.250000% 11/15/2 2015-12 PURCHASE 2015-12   40,050 40,019     31  
    U.S. TREASURY NOTE 2.375000% 08/15/2 2014-10 PURCHASE 2015-09   10,203 10,243     -40  
    U.S. TREASURY NOTE 2.375000% 08/15/2 2015-01 PURCHASE 2015-09   10,203 10,273     -70  
    UNILEVER N.V. NY SHS (NEW) ADR CMN 2014-10 PURCHASE 2015-09   5,771 5,525     246  
    UNILEVER N.V. NY SHS (NEW) ADR CMN 2014-10 PURCHASE 2015-09   7,801 7,373     428  
    WAL-MART DE MEXICO SAB DE CV SPONSOR 2014-04 PURCHASE 2015-03   13,012 13,215     -203  
    WRIGHT MEDICAL GROUP N.V. CMN 2015-10 PURCHASE 2015-10   15       15  
    YANDEX N.V. CMN 2014-05 PURCHASE 2015-03   8,614 15,928     -7,314  
    OZOFII ACCESS LTD 2010-09 PURCHASE 2015-10   400,837 308,296     92,541  
    YORK TOTAL ACCESS 2010-09 PURCHASE 2015-10   396,882 321,816     75,066  
    WASH SALE ADJUSTMENT 2011-09 PURCHASE 2015-10   19,050       19,050  

    TY 2015 InvestmentsCorpBondsSchedule
    Name:
    CHASE FOUNDATION
     
    MACK C CHASE TRUSTEE
    EIN:
    36-7466258
    Name of Bond End of Year Book Value End of Year Fair Market Value
    MERRILL LYNCH - 7EG-04044 NEUBERGER 1,627,617 1,641,915
    MERRILL LYNCH - LOOMIS SAYLES 1,689,148 1,671,119
    GOLDMAN SACHS - GSAM: TAXABLE 1,607,003 1,569,135
    GOLDMAN SACHS - CORP FIXED INC 1,369,454 1,366,470

    TY 2015 InvestmentsCorpStockSchedule
    Name:
    CHASE FOUNDATION
     
    MACK C CHASE TRUSTEE
    EIN:
    36-7466258
    Name of Stock End of Year Book Value End of Year Fair Market Value
    MERRILL LYNCH - 7EG-02041 CXO OPTION 4,664 466,870
    MERRILL LYNCH - 7EG-02042 PIA MNGED 8,275,177 9,143,943
    MERRILL LYNCH - 7EG-02043 NJF INTL 770,100 725,860
    MERRILL LYNCH - 7EG-02019 DIV PORT 1,948,142 1,792,143
    GOLDMAN SACHS - BROKERAGE 1,109,840 1,238,407
    GOLDMAN SACHS - ADVISORY BROK II 3,841,884 3,563,073
    GOLDMAN SACHS - AVENIR 621,759 853,953
    GOLDMAN SACHS - GANNETT WELSH 335,664 390,945
    GOLDMAN SACKS - YACKTMAN    
    GOLDMAN SACHS - DIAMOND HILL 874,759 1,091,961
    GOLDMAN SACHS - WCM DYNAMIC    

    TY 2015 InvestmentsOtherSchedule2
    Name:
    CHASE FOUNDATION
     
    MACK C CHASE TRUSTEE
    EIN:
    36-7466258
    Category/ Item Listed at Cost or FMV Book Value End of Year Fair Market Value
    MERRILL LYNCH - 7EG-02040 ALTERNATIV AT COST 2,449,905 2,988,158
    ENCAP ENERGY CAPITAL FUND VII AT COST 1,991,440 1,991,440
    PENNY BACKER AT COST 218,942 218,942
    QSI HOLDINGS, L.P. AT COST 198,111 198,111
    ENCAP FLATROCK AT COST 1,267,510 1,267,510
    NGP NATURAL RESOURCES AT COST 883,542 883,542
    ENCAP ENERGY IX AT COST 3,210,348 3,210,348
    PENNY BACKER III AT COST 703,406 703,406
    QID NGL AT COST 131,650 131,650
    BP NATURAL GAS AT COST 405,295 405,295
    ENCAP ENERGY X AT COST 101,350 101,350

    TY 2015 LandEtcSchedule2
    Name:
    CHASE FOUNDATION
     
    MACK C CHASE TRUSTEE
    EIN:
    36-7466258
    Category / Item Cost / Other Basis Accumulated Depreciation Book Value End of Year Fair Market Value
    BUILDINGS/FURN&FIX 1,005,805 102,702 903,103  
    LAND 55,000   55,000  


    TY 2015 LegalFeesSchedule
    Name:
    CHASE FOUNDATION
     
    MACK C CHASE TRUSTEE
    EIN:
    36-7466258
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
      1,980     1,980


    TY 2015 OtherExpensesSchedule
    Name:
    CHASE FOUNDATION
     
    MACK C CHASE TRUSTEE
    EIN:
    36-7466258
    Description Revenue and Expenses per Books Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    EXPENSES        
    ADVERTISING 14,093     14,093
    AUTO EXPENSE 5,198     5,198
    COMMUNITY SERVICE PROGRAM 24,543     24,543
    DUES/SUBSCRIPTION 1,354     1,355
    EQUIPMENT LEASE 2,887     2,887
    EVENT SPONSOR 15,250     15,250
    GRADUATION INCENTIVE 23,500     23,500
    INSURANCE 9,801     9,801
    MISC. 1,271     1,271
    NEW SCHOLAR ORIENTATION 33,795     33,795
    OFFICE EXPENSE 5,482     5,482
    POSTAGE 5,416     5,416
    RECEPTIONS 16,496     16,496
    REPAIRS & MAINTENANCE 20,957     20,957
    SCHOLARSHIP MENTORING PROGRAM 20,202     20,202
    SCHOLASHIP FEE 10,000     10,000
    SPONSORSHIP 6,850     6,850
    STORAGE RENTAL 710     710
    SUPPLY 7,089     7,089
    WEB SITE EXPENSE 4,777     4,777
    INVESTMENT/ADVISORY FEES 181,804 181,804    
    MACK SELECT TOURNEY 40,415     40,415


    TY 2015 OtherIncomeSchedule2
    Name:
    CHASE FOUNDATION
     
    MACK C CHASE TRUSTEE
    EIN:
    36-7466258
    Description Revenue And Expenses Per Books Net Investment Income Adjusted Net Income
    RENT 1,800   1,800
    PASSTHROUGH INV INC(LOSS) -2,097,709 -2,097,709 -2,097,709


    TY 2015 TaxesSchedule
    Name:
    CHASE FOUNDATION
     
    MACK C CHASE TRUSTEE
    EIN:
    36-7466258
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    FOREIGN TAX 6,695 6,695    
    PROPERTY TAX 2,280     2,280
    SECTION 4940 128,654 128,654