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
NICHOLAS J AND ANNA K BOURAS
FOUNDATION INC
Number and street (or P.O. box number if mail is not delivered to street address)25 DE FOREST AVENUE
  Room/suite
City or town, state or province, country, and ZIP or foreign postal code
SUMMIT, NJ07901
A Employer identification number

22-3591803
B Telephone number (see instructions)

(908) 918-9400
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$87,218,331J 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) 39,431,120
2 Check bullet Sch. B .............
3 Interest on savings and temporary cash investments 209,594 209,594  
4 Dividends and interest from securities... 892,149 892,149  
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 11,683,109
b Gross sales price for all assets on line 6a 66,513,436
7 Capital gain net income (from Part IV, line 2)... 11,688,917
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).......      
12 Total. Add lines 1 through 11........ 52,215,972 12,790,660  
Operating and Administrative Expenses 13 Compensation of officers, directors, trustees, etc. 25,500     25,500
14 Other employee salaries and wages...... 79,876     79,876
15 Pension plans, employee benefits....... 15,387     15,387
16a Legal fees (attach schedule)......... Click to see attachment 10,431     10,431
b Accounting fees (attach schedule)....... Click to see attachment 158,172     158,172
c Other professional fees (attach schedule).... Click to see attachment 303,942 303,942    
17 Interest...............        
18 Taxes (attach schedule) (see instructions)... Click to see attachment 264,209 14,790    
19 Depreciation (attach schedule) and depletion... Click to see attachment 30,496    
20 Occupancy.............. 119,870     119,870
21 Travel, conferences, and meetings.......        
22 Printing and publications..........        
23 Other expenses (attach schedule)....... Click to see attachment 32,261 3,733   28,528
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 1,040,144 322,465   437,764
25 Contributions, gifts, grants paid....... 1,583,816 1,578,000
26 Total expenses and disbursements. Add lines 24 and 25 2,623,960 322,465   2,015,764
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements 49,592,012
b Net investment income (if negative, enter -0-) 12,468,195
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.............      
2 Savings and temporary cash investments......... 1,993,124 17,499,588 17,499,588
3 Accounts receivable bullet  
Less: allowance for doubtful accounts bullet        
4 Pledges receivable bullet12,504,052
Less: allowance for doubtful accounts bullet   378,322 12,504,052 12,504,052
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.......... 170,987 291,635 291,635
10a Investments—U.S. and state government obligations (attach schedule) 5,021,436 Click to see attachment4,318,229 4,318,229
b Investments—corporate stock (attach schedule)....... 22,736,132 Click to see attachment36,905,201 36,905,201
c Investments—corporate bonds (attach schedule)....... 7,200,894 Click to see attachment15,432,728 15,432,728
11 Investments—land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
12 Investments—mortgage loans.............      
13 Investments—other (attach schedule).......... 5,941,877    
14 Land, buildings, and equipment: basis bullet494,728
Less: accumulated depreciation (attach schedule) bullet227,830 297,395 Click to see attachment266,898 266,898
15 Other assets (describe bullet)      
16 Total assets (to be completed by all filers—see the
instructions. Also, see page 1, item I) 43,740,167 87,218,331 87,218,331
Liabilities 17 Accounts payable and accrued expenses.......... 29,636 48,494
18 Grants payable.................. 3,459,890 485,706
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)......... 3,489,526 534,200
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........    
28 Paid-in or capital surplus, or land, bldg., and equipment fund    
29 Retained earnings, accumulated income, endowment, or other funds 40,250,641 86,684,131
30 Total net assets or fund balances (see instructions)..... 40,250,641 86,684,131
31 Total liabilities and net assets/fund balances (see instructions). 43,740,167 87,218,331
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
40,250,641
2
Enter amount from Part I, line 27a .....................
2
49,592,012
3
Other increases not included in line 2 (itemize) bullet
3
 
4
Add lines 1, 2, and 3 ..........................
4
89,842,653
5
Decreases not included in line 2 (itemize) bulletClick to see attachment
5
3,158,522
6
Total net assets or fund balances at end of year (line 4 minus line 5)—Part II, column (b), line 30 .
6
86,684,131
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.)
1 a PINE GROVE P 2007-12-31 2015-10-31
b JPM MGD INC FUND P 2014-01-01 2015-08-01
c COMMERCIAL OFFICE BLD 25 DEFOREST D 2015-04-13 2015-04-24
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 5,372,584   4,640,875 731,709
b     36,550 -36,550
c 39,150,000 949,128 29,105,370 10,993,758
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       731,709
b       -36,550
c       10,993,758
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 11,688,917
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 8,448,821 45,376,548 0.186194
2013 5,425,546 48,044,019 0.112929
2012 5,376,439 48,918,910 0.109905
2011 5,272,950 52,655,262 0.100141
2010 9,306,091 57,269,889 0.162495
2
Total of line 1, column (d) .....................
20.671664
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
0.134333
4
Enter the net value of noncharitable-use assets for 2015 from Part X, line 5.....
4
60,776,433
5
Multiply line 4 by line 3......................
5
8,164,281
6
Enter 1% of net investment income (1% of Part I, line 27b)...........
6
124,682
7
Add lines 5 and 6........................
7
8,288,963
8
Enter qualifying distributions from Part XII, line 4.............
8
2,015,764
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 1 249,364
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........................... 3 249,364
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- ..... 5 249,364
6 Credits/Payments:
a 2015 estimated tax payments and 2014 overpayment credited to 2015 6a 240,987
b Exempt foreign organizations—tax withheld at source...... 6b
c Tax paid with application for extension of time to file (Form 8868)... 6c 50,000
d Backup withholding erroneously withheld ........... 6d  
7 Total credits and payments. Add lines 6a through 6d.............. 7 290,987
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 41,623
11 Enter the amount of line 10 to be: Credited to 2015 estimated taxBullet41,623 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)
    bulletNJ
    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 addressbulletN/A
    14
    The books are in care ofbulletWILLIAM S CRANE Telephone no.bullet (908) 277-2350

    Located atbullet25 DEFOREST AVENUESUMMITNJ ZIP+4bullet07901
    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
    WILLIAM S CRANE PRES/TREASUR
    7.00     		7,500 0 0
    265 MEETING HOUSE LANE
    MOUNTAINSIDE,NJ07092
    ANDREW J STAMELMAN SECRETARY
    2.00     		7,500 0 0
    210 PARK AVENUE
    SUITE 200
    FLORHAM PARK,NJ07932
    B THEODORE BOZONELIS TRUSTEE
    2.00     		10,500 0 0
    45 FULLER AVENUE
    CHATHAM,NJ07928
    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
    ROSEMARY STEPIEN FDN ADMINIST
    30.00     		79,876 7,987  
    160 CHAUCER DRIVE
    BERKELEY HEIGHTS,NJ07922
    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
    CRANE TONELLI ROSENBERG & CO LLP ACCOUNTING SVCS 133,506
    25 DEFOREST AVENUE
    SUITE 101
    SUMMIT,NJ07901
    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
    46,502,652
    b
    Average of monthly cash balances.......................
    1b
    15,199,310
    c
    Fair market value of all other assets (see instructions)................
    1c
    0
    d
    Total (add lines 1a, b, and c).........................
    1d
    61,701,962
    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
    61,701,962
    4
    Cash deemed held for charitable activities. Enter 1 1/2% of line 3 (for greater amount, see
    instructions) .............................
    4
    925,529
    5
    Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4
    5
    60,776,433
    6
    Minimum investment return. Enter 5% of line 5..................
    6
    3,038,822
    Part XI
    Distributable Amount bullet
    1
    Minimum investment return from Part X, line 6....................
    1
    3,038,822
    2a
    Tax on investment income for 2015 from Part VI, line 5......
    2a
    249,364
    b
    Income tax for 2015. (This does not include the tax from Part VI.)...
    2b
     
    c
    Add lines 2a and 2b............................
    2c
    249,364
    3
    Distributable amount before adjustments. Subtract line 2c from line 1............
    3
    2,789,458
    4
    Recoveries of amounts treated as qualifying distributions................
    4
     
    5
    Add lines 3 and 4............................
    5
    2,789,458
    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
    2,789,458
    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
    2,015,764
    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
    2,015,764
    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
    2,015,764
    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 2,789,458
    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...... 6,539,118
    b From 2011...... 2,658,313
    c From 2012...... 2,992,297
    d From 2013...... 3,064,884
    e From 2014...... 6,243,560
    fTotal of lines 3a through e........ 21,498,172
    4Qualifying distributions for 2015 from Part
    XII, line 4: bullet$ 2,015,764
    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..... 2,015,764
    e Remaining amount distributed out of corpus  
    5 Excess distributions carryover applied to 2015. 773,694 773,694
    (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 20,724,478
    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) ...     		5,765,424
    9Excess distributions carryover to 2016.
    Subtract lines 7 and 8 from line 6a ......     		14,959,054
    10 Analysis of line 9:
    a Excess from 2011.... 2,658,313
    b Excess from 2012.... 2,992,297
    c Excess from 2013.... 3,064,884
    d Excess from 2014.... 6,243,560
    e Excess from 2015....  
    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 email address of the person to whom applications should be addressed:
    bThe form in which applications should be submitted and information and materials they should include:
    cAny submission deadlines:
    dAny restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or other
    factors:
    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
    AMERICAN HELLENIC INSTITU
    1220 16TH ST NW
    WASHINGTON,DC20036     		NONE PUBLIC SUPPORT OF GREEK CULTURE 5,000
    ANNUNCIATION GREEK ORTHODOX CHURCH
    302 WEST 91 STREET
    NEW YORK,NY10024     		NONE PUBLIC SUPPORT OF LOCAL CHURCH 50,000
    BOY SCOUTS OF AMERICA GREATER NY CO
    350 FIFTH AVENUE
    SUITE 7820
    NEW YORK,NY10118     		NONE PUBLIC BOY SCOUTS 5,000
    CHILDRENS SPECIALIZED HOS
    NEW PROVIDENCE ROAD
    MOUNTAINSIDE,NJ07092     		NONE PUBLIC CHILDRENS HOSPITAL 50,000
    COMMUNITY FOUNDATION OF NJ
    PO BOX 338
    MORRISTOWN,NJ07963     		NONE PUBLIC SUPPORT OF COMMUNITY FOUNDATION 80,000
    FAMILY PROMISE
    71 SUMMIT AVE
    SUMMIT,NJ07901     		NONE PUBLIC SUPPORT OF NEEDY 5,000
    FORDHAM UNIVERSITY
    888 SEVENTH AVENUE
    7TH FLOOR
    NEW YORK,NY10019     		NONE PUBLIC EDUCATION 15,000
    GREEK AMERICAN NURSING HO
    220 FIRST STEET
    WHEELING,IL60090     		NONE PUBLIC CARE OF ELDERLY GREEK AMERICANS 600,000
    GREEK ORTHODOX ARCHDIOCES
    8 EAST 79TH STREET
    NEW YORK,NY10075     		NONE PUBLIC SUPPORT OF GREEK ORTHODOX RELIGION 5,000
    GREEK ORTHODOX METROPOLIS
    215 EAST GROVE STREET
    WESTFIELD,NJ07090     		NONE PUBLIC SUPPORT OF LOCAL CHURCH 55,000
    HELLENIC TIMES SCHOLARSHIP FUND
    823 ELEVENTH AVENUE
    5TH FLOOR
    NEW YORK,NY10019     		NONE PUBLIC EDUCATION 30,000
    HELLENICARE
    980 NORTH MICHIGAN AVE SU
    CHICAGO,IL60611     		NONE PUBLIC MEDICAL RELIEF FUND 25,000
    HOLY TRINITY GOC
    250 GALLOWS HILL ROAD
    WESTFIELD,NJ07090     		NONE PUBLIC SUPPORT OF LOCAL CHURCH 6,500
    HOLY TRINITY INTERPAROCHI
    336 FIRST STREET
    WESTFIELD,NJ07090     		NONE PUBLIC SUPPORT OF LOCAL CHARITY 5,000
    HOLY TRINITY-ST NICHOLAS GOC
    1641 RICHMOND AVE
    STATEN ISLAND,NY10314     		NONE PUBLIC SUPPORT OF LOCAL CHURCH 500
    INTERFAITH CENTER OF PHIL
    2723 CHESTNUT STREET
    PHILADELPHIA,PA19104     		NONE PUBLIC SUPPORT OF INTERFAITH RELIGIONS 10,000
    INTERNATIONAL ORTH CHRISTIAN CHARI
    110 WEST ROAD
    BALTIMORE,MD21204     		NONE PUBLIC SUPPORT OF CHRISTIAN MISSIONS 25,000
    NEW JERSEY CROSSROADS
    695 SPRINGFIELD AVENUE
    SUMMIT,NJ07901     		NONE PUBLIC RED CROSS 5,000
    NEW JERSEY SYMPHONY ORCHESTRA
    60 PARK PLACE
    9TH FLOOR
    NEWARK,NJ07102     		NONE PUBLIC MUSIC & EDUCATION 5,000
    ORTHODOX CHRISTIAN MISSION
    PO BOX 4319
    ST AUGUSTINE,FL32085     		NONE PUBLIC SUPPORT OF GREEK ORTHODOX RELIGION 25,000
    ORTHODOX CHRISTIAN NETWOR
    PO BOX 4690
    FT LAUDERDALE,FL33338     		NONE PUBLIC SUPPORT OF CHRISTIAN RADIO 10,000
    OVERLOOK HOSPITAL FOUNDAT
    36 UPPER OVERLOOK RD
    SUMMIT,NJ07901     		NONE PUBLIC SUPPORT OF LOCAL HOSPITAL FOUNDATION 250,000
    PAN HELLENIC SCHOLARSHIP FOUNDATION
    17 NORTH WABASH AVENUE
    SUITE 600
    CHICAGO,IL60602     		NONE PUBLIC EDUCATION 10,000
    PARKINSONS UNITY WALK
    PO BOX 275
    KINGSTON,NJ08528     		NONE PUBLIC MEDICAL RESEARCH 5,000
    PLAINFIELD AREA YMCA
    518 WATCHUNG AVE
    PLAINFIELD,NJ07060     		NONE PUBLIC CHILDRENS RECREATION 10,000
    RWJ RAHWAY FOUNDATION
    865 STONE STREET
    RAHWAY,NJ07065     		NONE PUBLIC SUPPORT OF LOCAL HOSPITAL 5,000
    SAGE ELDER CARE
    290 BROAD STREET
    SUMMIT,NJ07091     		NONE PUBLIC SUPPORT OF AGED 10,000
    ST ANNAS GREEK ORTHODOX
    PO BOX 2505
    FLEMINGTON,NJ08822     		NONE PUBLIC SUPPORT OF LOCAL CHURCH 60,000
    ST KATHERINE GOC
    7100 AIRPORT ROAD NORTH
    NAPLES,FL34109     		NONE PUBLIC SUPPORT OF LOCAL CHURCH 10,000
    STREETLIGHT MISSION
    PO BOX 843
    ELIZABETH,NJ07207     		NONE PUBLIC SUPPORT OF INNERCITY HOMELESS 20,000
    SUMMIT SPEECH SCHOOL
    705 CENTRAL AVE
    SUMMIT,NJ07974     		NONE PUBLIC SUPPORT OF CHILDRENS ORGANIZATION 10,000
    SUMMIT YMCA
    490 SUMMIT AVE
    SUMMIT,NJ07901     		NONE PUBLIC SUPPORT OF YOUTH RECREATION 50,000
    THE METROPOLITAN GREEK CHORALE
    PO BOX 2690
    NEW YORK,NY10185     		NONE PUBLIC EDUCATION & MUSIC 5,000
    THOMAS I GLASSER MEM FUN
    PO BOX 143
    SUMMIT,NJ07902     		NONE PUBLIC SUPPORT OF LOCAL SCHOLARSHIP FUND 10,000
    TIKVA CHILDRENS HOME
    475 10TH AVENUE
    9TH FLOOR
    NEW YORK,NY10018     		NONE PUBLIC SUPPORT OF NEEDY CHILDREN 20,000
    TJ MARTELL FOUNDATION
    555 MADISON AVE
    NEW YORK,NY10022     		NONE PUBLIC CANCER RESEARCH 15,000
    WASHINGTON OXI DAY FOUNDATION
    1100 NEW HAMPSHIRE AVENUE
    WASHINGTON,DC20037     		NONE PUBLIC GREEK AMERICAN HERETIG 50,000
    WOUNDED WARRIOR PROJECT
    4899 BELFORT ROAD
    SUITE 300
    JACKSONVILLE,FL32256     		NONE PUBLIC SUPPORT OF WOUNDED VETS 10,000
    HELPING HANDS MINISTRIES
    PO BOX 337
    TALLULAH FALLS,GA30573     		NONE PUBLIC SUPPORT OF CHRISTIAN MISSIONS 5,000
    SUMMIT MEDICAL GROUP
    1 DIAMOND HILL ROAD
    BERKELEY HEIGHTS,NJ07922     		NONE PUBLIC SUPPORT OF MEDICAL PRACTICE 5,000
    THE LADIES PHILOPTOCHOS SOCIETY
    126 E 37TH STREET
    NEWYORK,NY10016     		NONE PUBLIC SUPPORT OF GREEK ORTHODOX CHURCH 1,000
    Total .................................bullet 3a 1,578,000
    bApproved for future payment
    NPV DISCOUNT- MULTIYEAR GRANTS
    25 DEFOREST AVENUE
    SUMMIT,NJ07901     		NONE PUBLIC VARIOUS 5,816
    Total .................................bullet 3b 5,816
    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 ...........     		    14 209,594  
    4 Dividends and interest from securities....     14 892,149  
    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 ............     		    34 11,683,109  
    9 Net income or (loss) from special events:          
    10 Gross profit or (loss) from sales of inventory..          
    11 Other revenue: a
    b
    c
    d
    e
    12 Subtotal. Add columns (b), (d), and (e)..   12,784,852  
    13Total. Add line 12, columns (b), (d), and (e)..................
    1312,784,852
    (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
    NICHOLAS J AND ANNA K BOURAS
    FOUNDATION INC
    Employer identification number

    22-3591803
    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
    NICHOLAS J AND ANNA K BOURAS
    FOUNDATION INC         		Employer identification number
    22-3591803
    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
    ESTATE OF NICHOLAS J BOURAS
     

       
    25 DEFOREST AVENUE
     
    SUMMIT, NJ07901

    		$ 39,431,120


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

       
     
     

    		$  


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

       
     
     

    		$  


    (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
    NICHOLAS J AND ANNA K BOURAS
    FOUNDATION INC         		Employer identification number

    22-3591803
    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
    NICHOLAS J AND ANNA K BOURAS
    FOUNDATION INC         		Employer identification number

    22-3591803
    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:
    NICHOLAS J AND ANNA K BOURAS
     
    FOUNDATION INC
    EIN:
    22-3591803
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    ACCOUNTING FEES 133,506     133,506
    AUDIT FEE 24,666     24,666

    Note: To capture the full content of this document, please select landscape mode (11" x 8.5") when printing.

    TY 2015 DepreciationSchedule
    Name:
    NICHOLAS J AND ANNA K BOURAS
     
    FOUNDATION INC
    EIN:
    22-3591803
    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
    DEPRECIATION   494,729 110,164     30,496      

    Note: To capture the full content of this document, please select landscape mode (11" x 8.5") when printing.

    TY 2015 GainLossSaleOtherAssetsSch
    Name:
    NICHOLAS J AND ANNA K BOURAS
     
    FOUNDATION INC
    EIN:
    22-3591803
    Name Date Acquired How Acquired Date Sold Purchaser Name Gross Sales Price Basis Basis Method Sales Expenses Total (net) Accumulated Depreciation
    907 COOK CNTY ILL SCH DIST NO 037AVO 2013-11 PURCHASE 2015-12   100,000 98,264     1,736  
    907 MERCER CNTY N J IMPT AUTH REVREV 2012-09 PURCHASE 2015-02   100,000 102,495     -2,495  
    907 RHODE ISLAND HEALTH & EDLBLDG RE 2013-11 PURCHASE 2015-11   100,000 100,000        
    907 VIRGINIA ST HSG DEV AUTH COMWLTH 2012-05 PURCHASE 2015-01   100,000 100,000        
    914 NEUBERGER & BERMAN EQUITY FDRE 2014-12 PURCHASE 2015-04   17,656 17,343     313  
    914 NEUBERGER & BERMAN EQUITY FDRE 2014-12 PURCHASE 2015-04   2,913 2,861     52  
    914 NEUBERGER & BERMAN EQUITY FDRE 2012-01 PURCHASE 2015-04   461,937 382,738     79,199  
    914 NEUBERGER & BERMAN EQUITY FDRE 2014-09 PURCHASE 2015-04   12,230 11,554     676  
    914 NEUBERGER & BERMAN EQUITY FDRE 2015-03 PURCHASE 2015-04   10,775 11,386     -611  
    914 NEUBERGER & BERMAN EQUITY FDRE 2014-12 PURCHASE 2015-04   82,767 81,297     1,470  
    914 NEUBERGER & BERMAN EQUITY FDRE 2014-06 PURCHASE 2015-04   11,722 11,418     304  
    914 NB EQUITY FDREAL ESTATE FD INS 2015-03 PURCHASE 2015-03   9,030       9,030  
    915 NB EQUITY FDREAL ESTATE FD INS 2015-06 PURCHASE 2015-06   7,953       7,953  
    916 NB EQUITY FDREAL ESTATE FD INS 2015-12 PURCHASE 2015-12   110,763       110,763  
    916 ACTAVIS FDG SCSGTD NT4.75000% 2015-03 PURCHASE 2015-08   32,812 34,817     -2,005  
    916 APACHE CORP3.25000% 4/15/2022 03 2014-10 PURCHASE 2015-04   25,304 25,440     -136  
    916 BANK AMER CORPSR UNSECURED4.1250 2014-01 PURCHASE 2015-04   31,737 29,978     1,759  
    916 BECTON DICKINSON & CO2.67500% 12 2014-12 PURCHASE 2015-03   10,221 10,000     221  
    916 CELGENE CORPSENIOR NOTES5.00000% 2015-08 PURCHASE 2015-12   34,933 34,892     41  
    916 CITIGROUP INC3.87500% 10/25/2023 2015-10 PURCHASE 2015-12   62,276 62,243     33  
    916 CITIGROUP INC3.87500% 10/25/2023 2014-06 PURCHASE 2015-12   41,518 40,731     787  
    916 DEUTSCHE BANK AG3.70000% 5/30 2014-05 PURCHASE 2015-03   41,350 39,848     1,502  
    916 ELI LILLY & CO3.70000% 3/1/2045 2015-02 PURCHASE 2015-12   13,981 14,927     -946  
    916 EXPRESS SCRIPTS HLDG CO3.50000% 2014-06 PURCHASE 2015-04   10,259 9,927     332  
    916 FNMA GTD PASS THRU POOLAD40455. 2014-03 PURCHASE 2015-04   7,739 8,458     -719  
    916 FNMA GTD PASS THRU POOLAD40455. 2014-03 PURCHASE 2015-03   7,032 7,686     -654  
    916 FNMA GTD PASS THRU POOLAD40455. 2014-03 PURCHASE 2015-11   3,329 3,639     -310  
    916 FNMA GTD PASS THRU POOLAD40455. 2014-03 PURCHASE 2015-12   3,835 4,192     -357  
    916 FNMA GTD PASS THRU POOLAD40455. 2014-03 PURCHASE 2015-09   2,653 2,900     -247  
    916 FNMA GTD PASS THRU POOLAD40455. 2014-03 PURCHASE 2015-06   6,373 6,966     -593  
    916 FNMA GTD PASS THRU POOLAD40455. 2014-03 PURCHASE 2015-10   7,255 7,929     -674  
    916 FNMA GTD PASS THRU POOLAD40455. 2014-03 PURCHASE 2015-07   4,416 4,826     -410  
    916 FNMA GTD PASS THRU POOLAD40455. 2014-03 PURCHASE 2015-05   3,917 4,281     -364  
    916 FNMA GTD PASS THRU POOLAD40455. 2014-03 PURCHASE 2015-08   5,006 5,471     -465  
    916 FNMA GTD PASS THRU POOLAD40455. 2014-03 PURCHASE 2015-04   70,609 69,486     1,123  
    916 FNMA GTD PASS THRU POOLAD40455. 2014-03 PURCHASE 2015-02   3,478 3,801     -323  
    916 FNMA GTD PASS THRU POOLAO91403. 2015-03 PURCHASE 2015-05   1,923 2,017     -94  
    916 FNMA GTD PASS THRU POOLAO91403. 2015-03 PURCHASE 2015-11   878 921     -43  
    916 FNMA GTD PASS THRU POOLAO91403. 2015-03 PURCHASE 2015-09   1,762 1,848     -86  
    916 FNMA GTD PASS THRU POOLAO91403. 2015-03 PURCHASE 2015-12   1,257 1,318     -61  
    916 FNMA GTD PASS THRU POOLAO91403. 2015-03 PURCHASE 2015-08   1,168 1,225     -57  
    916 FNMA GTD PASS THRU POOLAO91403. 2015-03 PURCHASE 2015-06   2,004 2,101     -97  
    916 FNMA GTD PASS THRU POOLAO91403. 2015-03 PURCHASE 2015-10   783 821     -38  
    916 FNMA GTD PASS THRU POOLAO91403. 2015-03 PURCHASE 2015-07   1,976 2,072     -96  
    916 FNMA GTD PASS THRU POOLAS34674. 2015-01 PURCHASE 2015-10   852 914     -62  
    916 FNMA GTD PASS THRU POOLAS34674. 2015-01 PURCHASE 2015-06   981 1,051     -70  
    916 FNMA GTD PASS THRU POOLAS34674. 2015-01 PURCHASE 2015-09   467 501     -34  
    916 FNMA GTD PASS THRU POOLAS34674. 2015-01 PURCHASE 2015-05   1,620 1,736     -116  
    916 FNMA GTD PASS THRU POOLAS34674. 2015-01 PURCHASE 2015-03   1,544 1,654     -110  
    916 FNMA GTD PASS THRU POOLAS34674. 2015-01 PURCHASE 2015-07   1,137 1,218     -81  
    916 FNMA GTD PASS THRU POOLAS34674. 2015-01 PURCHASE 2015-04   2,991 3,206     -215  
    916 FNMA GTD PASS THRU POOLAS34674. 2015-01 PURCHASE 2015-11   1,207 1,294     -87  
    916 FNMA GTD PASS THRU POOLAS34674. 2015-01 PURCHASE 2015-12   743 797     -54  
    916 FNMA GTD PASS THRU POOLAS34674. 2015-01 PURCHASE 2015-08   844 905     -61  
    916 FNMA GTD PASS THRU POOLAT72774. 2015-01 PURCHASE 2015-09   409 438     -29  
    916 FNMA GTD PASS THRU POOLAT72774. 2015-01 PURCHASE 2015-08   1,119 1,199     -80  
    916 FNMA GTD PASS THRU POOLAT72774. 2015-01 PURCHASE 2015-07   1,114 1,193     -79  
    916 FNMA GTD PASS THRU POOLAT72774. 2015-01 PURCHASE 2015-03   409 438     -29  
    916 FNMA GTD PASS THRU POOLAT72774. 2015-01 PURCHASE 2015-04   1,239 1,327     -88  
    916 FNMA GTD PASS THRU POOLAT72774. 2015-01 PURCHASE 2015-11   697 747     -50  
    916 FNMA GTD PASS THRU POOLAT72774. 2015-01 PURCHASE 2015-12   577 618     -41  
    916 FNMA GTD PASS THRU POOLAT72774. 2015-01 PURCHASE 2015-10   854 915     -61  
    916 FNMA GTD PASS THRU POOLAT72774. 2015-01 PURCHASE 2015-06   922 988     -66  
    916 FNMA GTD PASS THRU POOLAT72774. 2015-01 PURCHASE 2015-05   1,060 1,136     -76  
    916 FNMA GTD PASS THRU POOLAU37534. 2015-01 PURCHASE 2015-11   1,125 1,205     -80  
    916 FNMA GTD PASS THRU POOLAU37534. 2015-01 PURCHASE 2015-12   1,064 1,140     -76  
    916 FNMA GTD PASS THRU POOLAU37534. 2015-01 PURCHASE 2015-09   1,280 1,371     -91  
    916 FNMA GTD PASS THRU POOLAU37534. 2015-01 PURCHASE 2015-08   962 1,031     -69  
    916 FNMA GTD PASS THRU POOLAU37534. 2015-01 PURCHASE 2015-10   516 553     -37  
    916 FNMA GTD PASS THRU POOLAU37534. 2015-01 PURCHASE 2015-06   1,540 1,650     -110  
    916 FNMA GTD PASS THRU POOLAU37534. 2015-01 PURCHASE 2015-05   2,177 2,332     -155  
    916 FNMA GTD PASS THRU POOLAU37534. 2015-01 PURCHASE 2015-04   2,676 2,866     -190  
    916 FNMA GTD PASS THRU POOLAU37534. 2015-01 PURCHASE 2015-07   1,360 1,457     -97  
    916 FNMA GTD PASS THRU POOLAU37534. 2015-01 PURCHASE 2015-03   2,217 2,375     -158  
    916 FNMA GTD PASS THRU POOLMA23714. 2015-09 PURCHASE 2015-11   1,492 1,592     -100  
    916 FNMA GTD PASS THRU POOLMA23714. 2015-09 PURCHASE 2015-12   2,081 2,222     -141  
    916 GOLDMAN SACHS GROUP INC2.62500% 2014-01 PURCHASE 2015-03   81,550 79,747     1,803  
    916 GOLDMAN SACHS GROUP INC3.50000% 2015-03 PURCHASE 2015-04   30,069 30,596     -527  
    916 JPMORGAN CHASE & CO3.12500% 1/23 2015-01 PURCHASE 2015-04   19,737 19,956     -219  
    916 KINDER MORGAN ENERGY PARTNERSL P 2014-02 PURCHASE 2015-12   13,458 14,924     -1,466  
    916 KINDER MORGAN ENERGY PARTNERSL P 2014-03 PURCHASE 2015-12   62,804 69,917     -7,113  
    916 KINDER MORGAN INC DEL3.05000% 12 2014-11 PURCHASE 2015-04   25,255 24,949     306  
    916 L-3 COMMUNICATIONS CORP3.95000% 2014-05 PURCHASE 2015-02   20,570 19,889     681  
    916 MCDONALDS CORPSENIOR NOTES2.7500 2015-12 PURCHASE 2015-12   10,013 9,982     31  
    916 MCKESSON CORP NEW3.79600% 3/15/2 2014-04 PURCHASE 2015-04   26,168 25,103     1,065  
    916 MONSANTO CO NEW3.37500% 7/15/202 2014-06 PURCHASE 2015-03   20,862 19,988     874  
    916 NOBLE ENERGY INCSENIOR NOTES3.90 2014-11 PURCHASE 2015-03   20,376 19,939     437  
    916 ORANGE S ASR UNSECURED5.50000 2014-04 PURCHASE 2015-02   65,974 57,737     8,237  
    916 QUALCOMM INCSENIOR NOTES2.25000% 2015-05 PURCHASE 2015-07   43,886 44,964     -1,078  
    916 UNITED STATES TREASURY BONDS3.37 2014-07 PURCHASE 2015-04   5,626 5,139     487  
    916 UNITED STATES TREASURY BONDS3.37 2015-12 PURCHASE 2015-12   26,995 26,592     403  
    916 UNITED STATES TREASURY BONDS3.37 2015-02 PURCHASE 2015-04   22,503 23,400     -897  
    916 UNITED STATES TREASURY BONDS3.62 2014-05 PURCHASE 2015-03   29,755 26,525     3,230  
    916 UNITED STATES TREASURY BONDS3.62 2014-05 PURCHASE 2015-03   29,521 26,077     3,444  
    916 UNITED STATES TREASURY BONDS3.62 2014-05 PURCHASE 2015-03   5,904 5,305     599  
    916 UNITED STATES TREASURY BONDS3.62 2014-05 PURCHASE 2015-04   23,516 20,845     2,671  
    916 UNITED STATES TREASURY BONDS3.62 2014-05 PURCHASE 2015-03   12,133 10,431     1,702  
    916 UNITED STATES TREASURY BONDS30 Y 2014-09 PURCHASE 2015-03   26,371 24,766     1,605  
    916 UNITED STATES TREASURY NOTE0.250 2015-02 PURCHASE 2015-07   250,019 250,020     -1  
    916 UNITED STATES TREASURY NOTE1.250 2015-01 PURCHASE 2015-05   39,500 40,116     -616  
    916 UNITED STATES TREASURY NOTE1.375 2015-12 PURCHASE 2015-12   54,372 54,100     272  
    916 UNITED STATES TREASURY NOTE1.500 2014-11 PURCHASE 2015-04   100,629 99,782     847  
    916 UNITED STATES TREASURY NOTE1.500 2014-11 PURCHASE 2015-02   20,202 19,956     246  
    916 UNITED STATES TREASURY NOTE1.625 2014-07 PURCHASE 2015-04   106,497 104,685     1,812  
    916 UNITED STATES TREASURY NOTE1.625 2015-06 PURCHASE 2015-07   54,905 54,968     -63  
    916 UNITED STATES TREASURY NOTE1.625 2015-06 PURCHASE 2015-07   29,876 29,983     -107  
    916 UNITED STATES TREASURY NOTE1.625 2015-06 PURCHASE 2015-11   14,996 14,991     5  
    916 UNITED STATES TREASURY NOTE1.625 2015-07 PURCHASE 2015-09   30,100 30,006     94  
    916 UNITED STATES TREASURY NOTE2.000 2015-02 PURCHASE 2015-07   19,366 20,026     -660  
    916 UNITED STATES TREASURY NOTE2.000 2015-03 PURCHASE 2015-07   14,524 14,842     -318  
    916 UNITED STATES TREASURY NOTE2.000 2015-02 PURCHASE 2015-07   43,572 44,671     -1,099  
    916 UNITED STATES TREASURY NOTE2.000 2015-09 PURCHASE 2015-09   29,464 29,526     -62  
    916 UNITED STATES TREASURY NOTE2.375 2015-01 PURCHASE 2015-06   19,851 20,952     -1,101  
    916 UNITED STATES TREASURY NOTE2.500 2014-07 PURCHASE 2015-10   57,361 54,697     2,664  
    916 UNITED STATES TREASURY NOTE2.500 2014-07 PURCHASE 2015-04   36,444 34,807     1,637  
    916 UNITED STATES TREASURY NOTE2.500 2014-07 PURCHASE 2015-04   15,619 15,048     571  
    916 UNITED STATES TREASURY NOTE2.500 2014-08 PURCHASE 2015-03   58,005 55,784     2,221  
    916 UNITED STATES TREASURY NOTE2.750 2014-01 PURCHASE 2015-01   103,668 93,256     10,412  
    916 UNITED STATES TREASURY NOTE2.750 2014-01 PURCHASE 2015-03   10,579 9,816     763  
    916 UNITED STATES TREASURY NOTES20 Y 2014-05 PURCHASE 2015-04   35,060 33,907     1,153  
    916 UNITEDHEALTH GROUP INC3.75000% 7 2015-07 PURCHASE 2015-09   87,077 84,770     2,307  
    916 VENTAS RLTY LTD PARTNERSHIP3.750 2014-04 PURCHASE 2015-04   20,603 19,861     742  
    916 WALGREENS BOOTS ALLIANCE INCSR U 2014-11 PURCHASE 2015-01   31,343 29,931     1,412  
    916 BERKSHIRE HATHAWAY FINANCESR UNS 2013-05 PURCHASE 2015-04   10,680 9,918     762  
    916 BP CAP MKTS P L CUNSECURED1.3 2013-05 PURCHASE 2015-04   49,922 49,861     61  
    916 FEDL HOME LOAN MTG CORPA903164. 2012-02 PURCHASE 2015-09   296 316     -20  
    916 FEDL HOME LOAN MTG CORPA903164. 2012-02 PURCHASE 2015-03   368 391     -23  
    916 FEDL HOME LOAN MTG CORPA903164. 2012-02 PURCHASE 2015-10   382 407     -25  
    916 FEDL HOME LOAN MTG CORPA903164. 2012-02 PURCHASE 2015-11   273 290     -17  
    916 FEDL HOME LOAN MTG CORPA903164. 2012-02 PURCHASE 2015-02   400 426     -26  
    916 FEDL HOME LOAN MTG CORPA903164. 2012-02 PURCHASE 2015-06   562 599     -37  
    916 FEDL HOME LOAN MTG CORPA903164. 2012-02 PURCHASE 2015-05   502 534     -32  
    916 FEDL HOME LOAN MTG CORPA903164. 2012-02 PURCHASE 2015-04   576 613     -37  
    916 FEDL HOME LOAN MTG CORPA903164. 2012-02 PURCHASE 2015-08   396 422     -26  
    916 FEDL HOME LOAN MTG CORPA903164. 2012-02 PURCHASE 2015-07   538 573     -35  
    916 FEDL HOME LOAN MTG CORPA903164. 2012-02 PURCHASE 2015-12   323 344     -21  
    916 FEDL HOME LOAN MTG CORPA939104. 2012-02 PURCHASE 2015-12   1,311 1,395     -84  
    916 FEDL HOME LOAN MTG CORPA939104. 2012-02 PURCHASE 2015-06   3,585 3,814     -229  
    916 FEDL HOME LOAN MTG CORPA939104. 2012-02 PURCHASE 2015-04   2,059 2,191     -132  
    916 FEDL HOME LOAN MTG CORPA939104. 2012-02 PURCHASE 2015-07   181 192     -11  
    916 FEDL HOME LOAN MTG CORPA939104. 2012-02 PURCHASE 2015-10   2,120 2,255     -135  
    916 FEDL HOME LOAN MTG CORPA939104. 2012-02 PURCHASE 2015-09   1,522 1,619     -97  
    916 FEDL HOME LOAN MTG CORPA939104. 2012-02 PURCHASE 2015-08   3,454 3,674     -220  
    916 FEDL HOME LOAN MTG CORPA939104. 2012-02 PURCHASE 2015-11   2,027 2,157     -130  
    916 FEDL HOME LOAN MTG CORPA939104. 2012-02 PURCHASE 2015-03   2,917 3,103     -186  
    916 FEDL HOME LOAN MTG CORPA939104. 2012-02 PURCHASE 2015-05   1,372 1,460     -88  
    916 FEDL HOME LOAN MTG CORPA939104. 2012-02 PURCHASE 2015-02   8,131 8,648     -517  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-07   661 697     -36  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-08   5,535 5,822     -287  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-08   923 973     -50  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-07   3,963 4,168     -205  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-06   8,702 9,153     -451  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-05   1,538 1,622     -84  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-05   9,228 9,705     -477  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-11   2,037 2,142     -105  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-04   1,699 1,792     -93  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-04   10,193 10,721     -528  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-06   1,450 1,530     -80  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-09   3,847 4,047     -200  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-12   2,574 2,708     -134  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-12   429 453     -24  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-10   79 83     -4  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-09   641 676     -35  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-10   472 496     -24  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-02   654 689     -35  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-03   1,142 1,205     -63  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-03   6,852 7,206     -354  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-11   339 358     -19  
    916 FEDL HOME LOAN MTG CORPA955854. 2012-02 PURCHASE 2015-02   3,922 4,125     -203  
    916 FEDL HOME LOAN MTG CORPG085424. 2013-10 PURCHASE 2015-11   1,938 2,037     -99  
    916 FEDL HOME LOAN MTG CORPG085424. 2013-10 PURCHASE 2015-04   6,824 7,174     -350  
    916 FEDL HOME LOAN MTG CORPG085424. 2013-10 PURCHASE 2015-02   5,241 5,509     -268  
    916 FEDL HOME LOAN MTG CORPG085424. 2013-10 PURCHASE 2015-05   4,238 4,455     -217  
    916 FEDL HOME LOAN MTG CORPG085424. 2013-10 PURCHASE 2015-10   1,841 1,935     -94  
    916 FEDL HOME LOAN MTG CORPG085424. 2013-10 PURCHASE 2015-04   80,071 78,898     1,173  
    916 FEDL HOME LOAN MTG CORPG085424. 2013-10 PURCHASE 2015-07   2,652 2,788     -136  
    916 FEDL HOME LOAN MTG CORPG085424. 2013-10 PURCHASE 2015-03   9,182 9,652     -470  
    916 FEDL HOME LOAN MTG CORPG085424. 2013-10 PURCHASE 2015-12   1,495 1,572     -77  
    916 FEDL HOME LOAN MTG CORPG085424. 2013-10 PURCHASE 2015-06   4,002 4,207     -205  
    916 FEDL HOME LOAN MTG CORPG085424. 2013-10 PURCHASE 2015-08   2,531 2,660     -129  
    916 FEDL HOME LOAN MTG CORPG085424. 2013-10 PURCHASE 2015-09   1,383 1,454     -71  
    916 FNMA GTD PASS THRU POOL8902894. 2013-03 PURCHASE 2015-08   828 893     -65  
    916 FNMA GTD PASS THRU POOL8902894. 2013-03 PURCHASE 2015-11   698 753     -55  
    916 FNMA GTD PASS THRU POOL8902894. 2013-03 PURCHASE 2015-07   1,000 1,079     -79  
    916 FNMA GTD PASS THRU POOL8902894. 2013-03 PURCHASE 2015-06   1,056 1,140     -84  
    916 FNMA GTD PASS THRU POOL8902894. 2013-03 PURCHASE 2015-09   901 972     -71  
    916 FNMA GTD PASS THRU POOL8902894. 2013-03 PURCHASE 2015-10   795 858     -63  
    916 FNMA GTD PASS THRU POOL8902894. 2013-03 PURCHASE 2015-12   633 683     -50  
    916 FNMA GTD PASS THRU POOL8902894. 2013-03 PURCHASE 2015-05   1,133 1,223     -90  
    916 FNMA GTD PASS THRU POOL8902894. 2013-03 PURCHASE 2015-04   1,056 1,140     -84  
    916 FNMA GTD PASS THRU POOL8902894. 2013-03 PURCHASE 2015-03   930 1,004     -74  
    916 FNMA GTD PASS THRU POOL8902894. 2013-03 PURCHASE 2015-02   753 813     -60  
    916 FNMA GTD PASS THRU POOLAB10514. 2013-03 PURCHASE 2015-05   1,665 1,798     -133  
    916 FNMA GTD PASS THRU POOLAB10514. 2013-03 PURCHASE 2015-06   1,336 1,443     -107  
    916 FNMA GTD PASS THRU POOLAB10514. 2013-03 PURCHASE 2015-03   1,474 1,592     -118  
    916 FNMA GTD PASS THRU POOLAB10514. 2013-03 PURCHASE 2015-08   906 978     -72  
    916 FNMA GTD PASS THRU POOLAB10514. 2013-03 PURCHASE 2015-02   1,713 1,850     -137  
    916 FNMA GTD PASS THRU POOLAB10514. 2013-03 PURCHASE 2015-12   3,973 4,291     -318  
    916 FNMA GTD PASS THRU POOLAB10514. 2013-03 PURCHASE 2015-10   109 118     -9  
    916 FNMA GTD PASS THRU POOLAB10514. 2013-03 PURCHASE 2015-09   1,303 1,407     -104  
    916 FNMA GTD PASS THRU POOLAB10514. 2013-03 PURCHASE 2015-11   1,332 1,438     -106  
    916 FNMA GTD PASS THRU POOLAB10514. 2013-03 PURCHASE 2015-07   108 116     -8  
    916 FNMA GTD PASS THRU POOLAB10514. 2013-03 PURCHASE 2015-04   117 127     -10  
    916 FNMA GTD PASS THRU POOLAB77333. 2013-05 PURCHASE 2015-02   425 427     -2  
    916 FNMA GTD PASS THRU POOLAB77333. 2013-05 PURCHASE 2015-04   787 790     -3  
    916 FNMA GTD PASS THRU POOLAB77333. 2013-05 PURCHASE 2015-09   550 552     -2  
    916 FNMA GTD PASS THRU POOLAB77333. 2013-05 PURCHASE 2015-06   601 603     -2  
    916 FNMA GTD PASS THRU POOLAB77333. 2013-05 PURCHASE 2015-07   910 913     -3  
    916 FNMA GTD PASS THRU POOLAB77333. 2013-05 PURCHASE 2015-05   826 829     -3  
    916 FNMA GTD PASS THRU POOLAB77333. 2013-05 PURCHASE 2015-10   722 725     -3  
    916 FNMA GTD PASS THRU POOLAB77333. 2013-05 PURCHASE 2015-12   696 699     -3  
    916 FNMA GTD PASS THRU POOLAB77333. 2013-05 PURCHASE 2015-03   550 552     -2  
    916 FNMA GTD PASS THRU POOLAB77333. 2013-05 PURCHASE 2015-08   813 816     -3  
    916 FNMA GTD PASS THRU POOLAB77333. 2013-05 PURCHASE 2015-11   501 502     -1  
    916 FNMA GTD PASS THRU POOLAH26834. 2012-02 PURCHASE 2015-09   2,700 2,845     -145  
    916 FNMA GTD PASS THRU POOLAH26834. 2012-02 PURCHASE 2015-03   2,963 3,122     -159  
    916 FNMA GTD PASS THRU POOLAH26834. 2012-02 PURCHASE 2015-07   3,647 3,843     -196  
    916 FNMA GTD PASS THRU POOLAH26834. 2012-02 PURCHASE 2015-11   1,099 1,158     -59  
    916 FNMA GTD PASS THRU POOLAH26834. 2012-02 PURCHASE 2015-04   4,694 4,945     -251  
    916 FNMA GTD PASS THRU POOLAH26834. 2012-02 PURCHASE 2015-05   2,661 2,803     -142  
    916 FNMA GTD PASS THRU POOLAH26834. 2012-02 PURCHASE 2015-08   1,991 2,098     -107  
    916 FNMA GTD PASS THRU POOLAH26834. 2012-02 PURCHASE 2015-10   3,253 3,428     -175  
    916 FNMA GTD PASS THRU POOLAH26834. 2012-02 PURCHASE 2015-12   1,454 1,532     -78  
    916 FNMA GTD PASS THRU POOLAH26834. 2012-02 PURCHASE 2015-06   2,044 2,154     -110  
    916 FNMA GTD PASS THRU POOLAH26834. 2012-02 PURCHASE 2015-02   1,643 1,731     -88  
    916 FNMA GTD PASS THRU POOLAH89324. 2013-03 PURCHASE 2015-12   2,000 2,160     -160  
    916 FNMA GTD PASS THRU POOLAH89324. 2013-03 PURCHASE 2015-08   221 239     -18  
    916 FNMA GTD PASS THRU POOLAH89324. 2013-03 PURCHASE 2015-10   145 157     -12  
    916 FNMA GTD PASS THRU POOLAH89324. 2013-03 PURCHASE 2015-07   3,013 3,254     -241  
    916 FNMA GTD PASS THRU POOLAH89324. 2013-03 PURCHASE 2015-03   164 178     -14  
    916 FNMA GTD PASS THRU POOLAH89324. 2013-03 PURCHASE 2015-04   7,068 7,633     -565  
    916 FNMA GTD PASS THRU POOLAH89324. 2013-03 PURCHASE 2015-02   2,169 2,342     -173  
    916 FNMA GTD PASS THRU POOLAH89324. 2013-03 PURCHASE 2015-05   4,542 4,905     -363  
    916 FNMA GTD PASS THRU POOLAH89324. 2013-03 PURCHASE 2015-06   1,787 1,930     -143  
    916 FNMA GTD PASS THRU POOLAH89324. 2013-03 PURCHASE 2015-11   1,455 1,572     -117  
    916 FNMA GTD PASS THRU POOLAH89324. 2013-03 PURCHASE 2015-09   1,812 1,957     -145  
    916 FNMA GTD PASS THRU POOLAI10594. 2013-03 PURCHASE 2015-08   803 866     -63  
    916 FNMA GTD PASS THRU POOLAI10594. 2013-03 PURCHASE 2015-11   2,008 2,166     -158  
    916 FNMA GTD PASS THRU POOLAI10594. 2013-03 PURCHASE 2015-05   3,265 3,522     -257  
    916 FNMA GTD PASS THRU POOLAI10594. 2013-03 PURCHASE 2015-04   2,484 2,680     -196  
    916 FNMA GTD PASS THRU POOLAI10594. 2013-03 PURCHASE 2015-10   1,289 1,391     -102  
    916 FNMA GTD PASS THRU POOLAI10594. 2013-03 PURCHASE 2015-12   1,586 1,711     -125  
    916 FNMA GTD PASS THRU POOLAI10594. 2013-03 PURCHASE 2015-02   1,146 1,236     -90  
    916 FNMA GTD PASS THRU POOLAI10594. 2013-03 PURCHASE 2015-03   3,859 4,162     -303  
    916 FNMA GTD PASS THRU POOLAI10594. 2013-03 PURCHASE 2015-07   1,020 1,100     -80  
    916 FNMA GTD PASS THRU POOLAI10594. 2013-03 PURCHASE 2015-06   856 923     -67  
    916 FNMA GTD PASS THRU POOLAI10594. 2013-03 PURCHASE 2015-09   113 121     -8  
    916 FNMA GTD PASS THRU POOLAK34064. 2013-03 PURCHASE 2015-10   110 119     -9  
    916 FNMA GTD PASS THRU POOLAK34064. 2013-03 PURCHASE 2015-11   4,305 4,646     -341  
    916 FNMA GTD PASS THRU POOLAK34064. 2013-03 PURCHASE 2015-09   109 118     -9  
    916 FNMA GTD PASS THRU POOLAK34064. 2013-03 PURCHASE 2015-02   984 1,062     -78  
    916 FNMA GTD PASS THRU POOLAK34064. 2013-03 PURCHASE 2015-04   109 118     -9  
    916 FNMA GTD PASS THRU POOLAK34064. 2013-03 PURCHASE 2015-06   108 117     -9  
    916 FNMA GTD PASS THRU POOLAK34064. 2013-03 PURCHASE 2015-03   4,779 5,158     -379  
    916 FNMA GTD PASS THRU POOLAK34064. 2013-03 PURCHASE 2015-07   108 117     -9  
    916 FNMA GTD PASS THRU POOLAK34064. 2013-03 PURCHASE 2015-05   108 116     -8  
    916 FNMA GTD PASS THRU POOLAK34064. 2013-03 PURCHASE 2015-08   154 166     -12  
    916 FNMA GTD PASS THRU POOLAK34064. 2013-03 PURCHASE 2015-12   105 113     -8  
    916 FNMA GTD PASS THRU POOLAQ05463. 2013-04 PURCHASE 2015-09   424 452     -28  
    916 FNMA GTD PASS THRU POOLAQ05463. 2013-04 PURCHASE 2015-07   988 1,052     -64  
    916 FNMA GTD PASS THRU POOLAQ05463. 2013-04 PURCHASE 2015-12   536 570     -34  
    916 FNMA GTD PASS THRU POOLAQ05463. 2013-04 PURCHASE 2015-10   639 680     -41  
    916 FNMA GTD PASS THRU POOLAQ05463. 2013-04 PURCHASE 2015-04   997 1,061     -64  
    916 FNMA GTD PASS THRU POOLAQ05463. 2013-04 PURCHASE 2015-05   501 534     -33  
    916 FNMA GTD PASS THRU POOLAQ05463. 2013-04 PURCHASE 2015-08   871 927     -56  
    916 FNMA GTD PASS THRU POOLAQ05463. 2013-04 PURCHASE 2015-03   704 749     -45  
    916 FNMA GTD PASS THRU POOLAQ05463. 2013-04 PURCHASE 2015-11   620 660     -40  
    916 FNMA GTD PASS THRU POOLAQ05463. 2013-04 PURCHASE 2015-02   417 444     -27  
    916 FNMA GTD PASS THRU POOLAQ05463. 2013-04 PURCHASE 2015-06   620 660     -40  
    916 FNMA GTD PASS THRU POOLAQ64453. 2012-12 PURCHASE 2015-02   68 72     -4  
    916 FNMA GTD PASS THRU POOLAQ64453. 2012-12 PURCHASE 2015-04   163 171     -8  
    916 FNMA GTD PASS THRU POOLAQ64453. 2012-12 PURCHASE 2015-03   92 96     -4  
    916 FNMA GTD PASS THRU POOLAQ64453. 2012-12 PURCHASE 2015-04   33,886 34,964     -1,078  
    916 FNMA GTD PASS THRU POOLAT17143. 2013-04 PURCHASE 2015-11   39 42     -3  
    916 FNMA GTD PASS THRU POOLAT17143. 2013-04 PURCHASE 2015-12   41 43     -2  
    916 FNMA GTD PASS THRU POOLAT17143. 2013-04 PURCHASE 2015-10   39 42     -3  
    916 FNMA GTD PASS THRU POOLAT17143. 2013-04 PURCHASE 2015-06   850 905     -55  
    916 FNMA GTD PASS THRU POOLAT17143. 2013-04 PURCHASE 2015-05   696 742     -46  
    916 FNMA GTD PASS THRU POOLAT17143. 2013-04 PURCHASE 2015-03   377 401     -24  
    916 FNMA GTD PASS THRU POOLAT17143. 2013-04 PURCHASE 2015-09   39 41     -2  
    916 FNMA GTD PASS THRU POOLAT17143. 2013-04 PURCHASE 2015-08   477 508     -31  
    916 FNMA GTD PASS THRU POOLAT17143. 2013-04 PURCHASE 2015-04   539 574     -35  
    916 FNMA GTD PASS THRU POOLAT17143. 2013-04 PURCHASE 2015-07   339 362     -23  
    916 FNMA GTD PASS THRU POOLAT17143. 2013-04 PURCHASE 2015-02   44 47     -3  
    916 FNMA GTD PASS THRU POOLAU37514. 2013-10 PURCHASE 2015-11   516 545     -29  
    916 FNMA GTD PASS THRU POOLAU37514. 2013-10 PURCHASE 2015-06   632 668     -36  
    916 FNMA GTD PASS THRU POOLAU37514. 2013-10 PURCHASE 2015-07   786 830     -44  
    916 FNMA GTD PASS THRU POOLAU37514. 2013-10 PURCHASE 2015-12   366 387     -21  
    916 FNMA GTD PASS THRU POOLAU37514. 2013-10 PURCHASE 2015-04   800 845     -45  
    916 FNMA GTD PASS THRU POOLAU37514. 2013-10 PURCHASE 2015-05   796 840     -44  
    916 FNMA GTD PASS THRU POOLAU37514. 2013-10 PURCHASE 2015-03   510 539     -29  
    916 FNMA GTD PASS THRU POOLAU37514. 2013-10 PURCHASE 2015-08   777 821     -44  
    916 FNMA GTD PASS THRU POOLAU37514. 2013-10 PURCHASE 2015-10   756 798     -42  
    916 FNMA GTD PASS THRU POOLAU37514. 2013-10 PURCHASE 2015-02   136 144     -8  
    916 FNMA GTD PASS THRU POOLAU37514. 2013-10 PURCHASE 2015-09   913 964     -51  
    916 GENERAL ELEC CAP CORPMEDIUM TERM 2012-01 PURCHASE 2015-04   25,876 21,612     4,264  
    916 GOLDMAN SACHS GROUP INC3.62500% 2012-01 PURCHASE 2015-03   51,090 48,605     2,485  
    916 HEWLETT PACKARD COUNSECURED2.600 2012-03 PURCHASE 2015-03   35,876 34,995     881  
    916 JPMORGAN CHASE & CONT3.15000% 7/ 2012-01 PURCHASE 2015-01   138,895 136,301     2,594  
    916 KONINKLIJKE PHILIPS ELECTRSN 2012-03 PURCHASE 2015-03   41,886 40,050     1,836  
    916 PSEG POWER LLC4.30000% 11/15/202 2013-11 PURCHASE 2015-05   31,352 29,983     1,369  
    916 RIO TINTO FIN USA PLCTINT 6/1 2013-06 PURCHASE 2015-04   30,195 29,912     283  
    916 STATOIL ASASR UNSECURED1.2000 2012-11 PURCHASE 2015-12   34,754 34,960     -206  
    916 SUNCOR ENERGY INCFORMERLY SUNCOR 2013-05 PURCHASE 2015-03   38,293 38,208     85  
    916 THERMO FISHER SCIENTIFIC INC4.15 2013-12 PURCHASE 2015-04   26,896 24,933     1,963  
    916 THERMO FISHER SCIENTIFIC INC4.15 2013-12 PURCHASE 2015-09   61,310 59,838     1,472  
    916 THOMSON REUTERS CORPSR UNSECU 2013-12 PURCHASE 2015-04   11,445 10,007     1,438  
    916 TIME WARNER INC NEW4.87500% 3/15 2012-01 PURCHASE 2015-04   78,653 76,701     1,952  
    916 VERIZON COMMUNICATIONS INC6.5500 2013-09 PURCHASE 2015-04   12,449 10,727     1,722  
    916 WAL MART STORES INCNT4.25000% 4/ 2012-02 PURCHASE 2015-04   39,295 39,485     -190  
    916 XEROX CORPSR NT4.50000% 5/15/202 2012-02 PURCHASE 2015-12   30,433 30,500     -67  
    916 FEDERAL NATIONAL MTG ASSN0.50000 2015-08 PURCHASE 2015-09   140,000 140,005     -5  
    916 UNITED STATES TREASURY NOTE0.250 2015-03 PURCHASE 2015-10   145,000 145,001     -1  
    916 UNITED STATES TREASURY NOTE0.250 2015-08 PURCHASE 2015-11   160,000 160,002     -2  
    916 UNITED STATES TREASURY NOTE0.250 2014-04 PURCHASE 2015-02   270,000 270,187     -187  
    916 UNITED STATES TREASURY NOTE0.250 2015-02 PURCHASE 2015-08   160,000 160,001     -1  
    916 UNITED STATES TREASURY NOTE0.375 2014-09 PURCHASE 2015-03   80,000 80,122     -122  
    916 UNITED STATES TREASURY NOTE0.375 2014-11 PURCHASE 2015-04   360,000 360,003     -3  
    916 UNITED STATES TREASURY NOTE0.375 2015-04 PURCHASE 2015-08   300,000 300,008     -8  
    916 UNITED STATES TREASURY NOTE0.250 2013-02 PURCHASE 2015-02   310,000 310,062     -62  
    916 FNMA GTD PASS THRU POOL 2015-03 PURCHASE 2015-12   962 1,008     -46  
    916 FNMA GTD PASS THRU POOL 2015-01 PURCHASE 2015-12   1,049 1,124     -75  
    916 FNMA GTD PASS THRU POOL 2015-01 PURCHASE 2015-12   448 480     -32  
    916 FNMA GTD PASS THRU POOL 2015-01 PURCHASE 2015-12   801 858     -57  
    916 FNMA GTD PASS THRU POOL 2015-09 PURCHASE 2015-12   3,038 3,243     -205  
    916 FNMA GTD PASS THRU POOL 2013-03 PURCHASE 2015-12   579 525     54  
    916 FNMA GTD PASS THRU POOL 2013-03 PURCHASE 2015-12   2,114 2,283     -169  
    916 FNMA GTD PASS THRU POOL 2015-05 PURCHASE 2015-12   825 828     -3  
    916 FNMA GTD PASS THRU POOL 2014-03 PURCHASE 2015-12   4,135 4,520     -385  
    916 FNMA GTD PASS THRU POOL 2012-02 PURCHASE 2015-12   2,267 2,388     -121  
    916 FNMA GTD PASS THRU POOL 2013-03 PURCHASE 2015-12   134 145     -11  
    916 FNMA GTD PASS THRU POOL 2013-03 PURCHASE 2015-12   1,526 1,646     -120  
    916 FNMA GTD PASS THRU POOL 2013-03 PURCHASE 2015-12   4,063 4,385     -322  
    916 FNMA GTD PASS THRU POOL 2013-04 PURCHASE 2015-12   739 787     -48  
    916 FNMA GTD PASS THRU POOL 2013-04 PURCHASE 2015-12   481 512     -31  
    916 FNMA GTD PASS THRU POOL 2013-10 PURCHASE 2015-12   235 248     -13  
    916 FNMA GTD PASS THRU POOL 2012-02 PURCHASE 2015-12   293 312     -19  
    916 FEDL HOME LOAN MTG CORP 2012-02 PURCHASE 2015-12   3,071 3,266     -195  
    916 FEDL HOME LOAN MTG CORP 2012-02 PURCHASE 2015-12   678 715     -37  
    916 FEDL HOME LOAN MTG CORP 2012-02 PURCHASE 2015-12   4,066 4,276     -210  
    916 FEDL HOME LOAN MTG CORP 2013-10 PURCHASE 2015-12   2,360 2,481     -121  
    917 ACCENTURE PLC IRELANDSHS CL A 2012-01 PURCHASE 2015-04   18,762 10,429     8,333  
    917 ACCENTURE PLC IRELANDSHS CL A 2012-01 PURCHASE 2015-04   9,381 5,356     4,025  
    917 ACCENTURE PLC IRELANDSHS CL A 2012-01 PURCHASE 2015-06   63,877 33,895     29,982  
    917 AMERICAN EXPRESS COMPANY 2012-01 PURCHASE 2015-02   86,267 53,579     32,688  
    917 AMERICAN EXPRESS COMPANY 2012-01 PURCHASE 2015-02   54,897 33,865     21,032  
    917 ANADARKO PETROLEUM CORP 2012-01 PURCHASE 2015-12   53,860 86,135     -32,275  
    917 BE AEROSPACE INC 2014-03 PURCHASE 2015-12   60,481 86,690     -26,209  
    917 BE AEROSPACE INC 2015-07 PURCHASE 2015-12   41,041 45,890     -4,849  
    917 BE AEROSPACE INC 2014-08 PURCHASE 2015-12   21,600 30,429     -8,829  
    917 BOEING CO 2012-01 PURCHASE 2015-03   46,024 22,392     23,632  
    917 BOEING CO 2012-12 PURCHASE 2015-03   7,671 3,719     3,952  
    917 BOEING CO 2013-05 PURCHASE 2015-03   53,793 33,216     20,577  
    917 CALIFORNIA RES CORPCOM 2013-03 PURCHASE 2015-09   724 1,652     -928  
    917 CALIFORNIA RES CORPCOM 2012-01 PURCHASE 2015-09   603 1,683     -1,080  
    917 CALIFORNIA RES CORPCOM 2012-01 PURCHASE 2015-09   362 1,013     -651  
    917 CARPENTER TECHNOLOGY CORP 2013-05 PURCHASE 2015-12   59,539 98,226     -38,687  
    917 CARPENTER TECHNOLOGY CORP 2012-06 PURCHASE 2015-12   11,341 17,262     -5,921  
    917 CARPENTER TECHNOLOGY CORP 2012-05 PURCHASE 2015-12   11,341 18,883     -7,542  
    917 CARPENTER TECHNOLOGY CORP 2012-05 PURCHASE 2015-12   25,517 47,382     -21,865  
    917 CARPENTER TECHNOLOGY CORP 2012-04 PURCHASE 2015-04   12,685 15,979     -3,294  
    917 DELTA AIR LINES INC DELCOM NEW 2014-03 PURCHASE 2015-09   49,165 35,911     13,254  
    917 DELTA AIR LINES INC DELCOM NEW 2014-03 PURCHASE 2015-05   49,345 35,911     13,434  
    917 DTE ENERGY CO 2014-10 PURCHASE 2015-04   24,363 24,162     201  
    917 FEDEX CORP 2015-06 PURCHASE 2015-12   44,634 53,879     -9,245  
    917 INTERNATIONAL BUSINESSMACHINES C 2012-01 PURCHASE 2015-07   106,290 122,282     -15,992  
    917 INTERNATIONAL BUSINESSMACHINES C 2012-01 PURCHASE 2015-10   30,045 36,714     -6,669  
    917 INTERNATIONAL BUSINESSMACHINES C 2012-01 PURCHASE 2015-01   7,847 9,406     -1,559  
    917 INTERNATIONAL BUSINESSMACHINES C 2014-03 PURCHASE 2015-07   8,176 9,370     -1,194  
    917 INTERNATIONAL BUSINESSMACHINES C 2014-03 PURCHASE 2015-10   60,091 74,961     -14,870  
    917 INTERNATIONAL BUSINESSMACHINES C 2012-01 PURCHASE 2015-10   30,045 36,293     -6,248  
    917 INTERNATIONAL PAPER CO 2012-09 PURCHASE 2015-06   25,520 17,851     7,669  
    917 INTERNATIONAL PAPER CO 2012-01 PURCHASE 2015-06   30,624 17,873     12,751  
    917 INTERNATIONAL PAPER CO 2012-01 PURCHASE 2015-06   10,208 6,138     4,070  
    917 INTERNATIONAL PAPER CO 2013-02 PURCHASE 2015-06   51,041 40,812     10,229  
    917 INTERNATIONAL PAPER CO 2014-03 PURCHASE 2015-06   10,208 9,067     1,141  
    917 KLX INCCOM 2014-03 PURCHASE 2015-09   26,584 32,787     -6,203  
    917 KLX INCCOM 2014-08 PURCHASE 2015-09   9,494 11,509     -2,015  
    917 KRAFT FOODS GROUP INCCOM 2013-10 PURCHASE 2015-07   8,250       8,250  
    917 KRAFT FOODS GROUP INCCOM 2012-06 PURCHASE 2015-07   9,620       9,620  
    917 LINCOLN NATIONAL CORP-IND 2015-06 PURCHASE 2015-12   30,634 36,681     -6,047  
    917 MICROSOFT CORP 2013-02 PURCHASE 2015-11   23,750 12,546     11,204  
    917 OCCIDENTAL PETE CORP 2012-01 PURCHASE 2015-12   33,633 46,615     -12,982  
    917 OCCIDENTAL PETE CORP 2012-01 PURCHASE 2015-12   26,906 38,161     -11,255  
    917 OCCIDENTAL PETE CORP 2012-01 PURCHASE 2015-12   87,445 121,525     -34,080  
    917 PACKAGING CORP AMER 2012-01 PURCHASE 2015-11   30,275 11,620     18,655  
    917 SANDISK CORP 2014-03 PURCHASE 2015-04   6,721 8,027     -1,306  
    917 SANDISK CORP 2014-03 PURCHASE 2015-04   168,028 186,596     -18,568  
    917 SANOFI AVENTISSPONSORED ADR 2014-12 PURCHASE 2015-11   77,387 86,811     -9,424  
    917 SANOFI AVENTISSPONSORED ADR 2014-11 PURCHASE 2015-11   25,796 27,395     -1,599  
    917 TRAVELERS COMPANIES INC THE 2012-01 PURCHASE 2015-06   69,530 41,831     27,699  
    917 TRAVELERS COMPANIES INC THE 2012-01 PURCHASE 2015-04   51,542 29,879     21,663  
    917 TWENTY FIRST CENTURY FOX INCCLAS 2015-06 PURCHASE 2015-12   46,633 56,294     -9,661  
    917 VIACOM INCNEW CLASS B 2012-02 PURCHASE 2015-07   11,895 9,032     2,863  
    917 VIACOM INCNEW CLASS B 2012-02 PURCHASE 2015-07   51,043 40,645     10,398  
    917 VIACOM INCNEW CLASS B 2012-01 PURCHASE 2015-07   73,901 56,023     17,878  
    917 VIACOM INCNEW CLASS B 2012-01 PURCHASE 2015-07   23,790 18,674     5,116  
    918 AMERICAN EXPRESS COMPANY 2012-01 PURCHASE 2015-09   102,817 67,353     35,464  
    918 AMERICAN EXPRESS COMPANY 2015-02 PURCHASE 2015-09   22,032 23,572     -1,540  
    918 AMERICAN EXPRESS COMPANY 2014-08 PURCHASE 2015-09   11,016 13,003     -1,987  
    918 ANTERO RESOURCES CORPORATION 2014-01 PURCHASE 2015-08   8,265 19,973     -11,708  
    918 ANTERO RESOURCES CORPORATION 2014-01 PURCHASE 2015-08   7,269 17,119     -9,850  
    918 ANTERO RESOURCES CORPORATION 2015-03 PURCHASE 2015-08   18,172 28,044     -9,872  
    918 ANTERO RESOURCES CORPORATION 2014-01 PURCHASE 2015-08   29,565 68,478     -38,913  
    918 ANTERO RESOURCES CORPORATION 2014-04 PURCHASE 2015-04   8,531 11,949     -3,418  
    918 ANTERO RESOURCES CORPORATION 2014-04 PURCHASE 2015-08   1,232 2,987     -1,755  
    918 APPLE INC 2012-01 PURCHASE 2015-07   56,766 26,610     30,156  
    918 APPLE INC 2013-01 PURCHASE 2015-04   14,435 7,201     7,234  
    918 APPLE INC 2012-01 PURCHASE 2015-04   12,888 5,913     6,975  
    918 APPLE INC 2012-11 PURCHASE 2015-04   8,120 4,907     3,213  
    918 BRISTOL MYERS SQUIBB CO 2015-04 PURCHASE 2015-04   6,418 6,554     -136  
    918 BRISTOL MYERS SQUIBB CO 2012-09 PURCHASE 2015-01   34,024 18,776     15,248  
    918 BRISTOL MYERS SQUIBB CO 2014-04 PURCHASE 2015-01   3,093 2,475     618  
    918 CABOT OIL & GAS CORP 2014-03 PURCHASE 2015-06   4,262 4,319     -57  
    918 CABOT OIL & GAS CORP 2012-12 PURCHASE 2015-06   9,377 6,756     2,621  
    918 CABOT OIL & GAS CORP 2014-03 PURCHASE 2015-04   6,719 6,911     -192  
    918 CABOT OIL & GAS CORP 2014-03 PURCHASE 2015-06   17,077 17,277     -200  
    918 CABOT OIL & GAS CORP 2012-12 PURCHASE 2015-06   13,567 9,827     3,740  
    918 CABOT OIL & GAS CORP 2012-12 PURCHASE 2015-12   36,217 52,206     -15,989  
    918 CABOT OIL & GAS CORP 2014-03 PURCHASE 2015-03   5,836 6,911     -1,075  
    918 CDW CORPORATIONCOM 2015-02 PURCHASE 2015-10   8,539 6,963     1,576  
    918 CDW CORPORATIONCOM 2015-05 PURCHASE 2015-10   10,674 9,308     1,366  
    918 CDW CORPORATIONCOM 2015-05 PURCHASE 2015-10   6,405 5,580     825  
    918 CHURCH & DWIGHT CO INC 2012-08 PURCHASE 2015-08   49,212 28,425     20,787  
    918 CME GROUP INC 2014-02 PURCHASE 2015-12   9,916 7,453     2,463  
    918 CME GROUP INC 2014-01 PURCHASE 2015-12   34,706 26,217     8,489  
    918 COMCAST CORPORATIONNEW SPL CLASS 2014-12 PURCHASE 2015-04   11,662 11,183     479  
    918 COOPER COMPANIES INC OLD (THE) 2014-01 PURCHASE 2015-09   8,056 6,093     1,963  
    918 COSTCO WHOLESALE CORP-NEW 2014-03 PURCHASE 2015-04   37,220 28,483     8,737  
    918 COSTCO WHOLESALE CORP-NEW 2014-03 PURCHASE 2015-11   15,673 11,393     4,280  
    918 COSTCO WHOLESALE CORP-NEW 2014-03 PURCHASE 2015-04   14,445 11,393     3,052  
    918 COSTCO WHOLESALE CORP-NEW 2014-02 PURCHASE 2015-11   11,755 8,505     3,250  
    918 ESTEE LAUDER COMPANIES CL A 2012-08 PURCHASE 2015-02   7,999 5,967     2,032  
    918 ESTEE LAUDER COMPANIES CL A 2012-11 PURCHASE 2015-02   25,998 19,251     6,747  
    918 ESTEE LAUDER COMPANIES CL A 2012-07 PURCHASE 2015-02   9,999 6,531     3,468  
    918 ESTEE LAUDER COMPANIES CL A 2014-02 PURCHASE 2015-02   7,999 6,538     1,461  
    918 FEDEX CORP 2015-04 PURCHASE 2015-12   26,179 29,707     -3,528  
    918 FEDEX CORP 2015-04 PURCHASE 2015-12   3,740 4,345     -605  
    918 FEDEX CORP 2015-04 PURCHASE 2015-12   29,919 34,391     -4,472  
    918 FEDEX CORP 2015-04 PURCHASE 2015-12   71,057 78,951     -7,894  
    918 FISERV INC 2012-01 PURCHASE 2015-09   8,492 2,911     5,581  
    918 FISERV INC 2012-01 PURCHASE 2015-04   39,412 14,555     24,857  
    918 FISERV INC 2012-01 PURCHASE 2015-07   8,664 2,911     5,753  
    918 FMC TECHNOLOGIES INC 2013-08 PURCHASE 2015-04   12,715 16,164     -3,449  
    918 FMC TECHNOLOGIES INC 2012-04 PURCHASE 2015-10   40,732 56,452     -15,720  
    918 FMC TECHNOLOGIES INC 2012-04 PURCHASE 2015-10   15,275 20,861     -5,586  
    918 FMC TECHNOLOGIES INC 2012-07 PURCHASE 2015-10   6,789 8,406     -1,617  
    918 FMC TECHNOLOGIES INC 2013-08 PURCHASE 2015-10   5,092 8,082     -2,990  
    918 INTUIT INC 2013-05 PURCHASE 2015-10   13,614 8,790     4,824  
    918 INTUIT INC 2013-05 PURCHASE 2015-05   21,477 11,720     9,757  
    918 IPG PHOTONICS CORP 2014-12 PURCHASE 2015-04   9,232 7,285     1,947  
    918 J P MORGAN CHASE & CO 2013-08 PURCHASE 2015-04   12,730 10,656     2,074  
    918 LENNAR CORPCL A 2013-02 PURCHASE 2015-04   20,821 17,400     3,421  
    918 M & T BANK CORP 2013-06 PURCHASE 2015-02   3,032 2,627     405  
    918 M & T BANK CORP 2013-06 PURCHASE 2015-02   51,539 44,640     6,899  
    918 M & T BANK CORP 2013-06 PURCHASE 2015-02   33,618 28,900     4,718  
    918 M & T BANK CORP 2013-06 PURCHASE 2015-02   6,203 5,255     948  
    918 M & T BANK CORP 2013-09 PURCHASE 2015-02   24,811 22,475     2,336  
    918 MOODYS CORP 2014-03 PURCHASE 2015-09   19,514 15,707     3,807  
    918 MOODYS CORP 2014-03 PURCHASE 2015-04   16,122 11,780     4,342  
    918 OMNICOM GROUP INC 2014-10 PURCHASE 2015-04   86,008 75,517     10,491  
    918 PRECISION CASTPARTS CORP 2012-07 PURCHASE 2015-08   63,479 43,108     20,371  
    918 PRECISION CASTPARTS CORP 2012-01 PURCHASE 2015-08   51,937 37,817     14,120  
    918 PRECISION CASTPARTS CORP 2014-04 PURCHASE 2015-08   5,771 6,324     -553  
    918 PRECISION CASTPARTS CORP 2014-07 PURCHASE 2015-08   23,083 23,365     -282  
    918 PRECISION CASTPARTS CORP 2014-05 PURCHASE 2015-08   5,771 6,368     -597  
    918 RANGE RESOURCES CORP 2013-01 PURCHASE 2015-04   51,507 54,390     -2,883  
    918 RANGE RESOURCES CORP 2013-01 PURCHASE 2015-12   13,212 36,793     -23,581  
    918 RANGE RESOURCES CORP 2015-03 PURCHASE 2015-12   10,340 22,105     -11,765  
    918 RANGE RESOURCES CORP 2015-06 PURCHASE 2015-12   5,744 13,805     -8,061  
    918 RANGE RESOURCES CORP 2015-03 PURCHASE 2015-12   6,893 15,149     -8,256  
    918 RANGE RESOURCES CORP 2015-06 PURCHASE 2015-12   5,744 13,868     -8,124  
    918 ROPER INDUSTRIES INC NEW 2013-11 PURCHASE 2015-04   17,111 12,660     4,451  
    918 RPM INTERNATIONAL INC 2014-07 PURCHASE 2015-01   7,021 6,731     290  
    918 RPM INTERNATIONAL INC 2014-08 PURCHASE 2015-01   9,178 8,860     318  
    918 RPM INTERNATIONAL INC 2014-08 PURCHASE 2015-01   9,195 8,889     306  
    918 RPM INTERNATIONAL INC 2014-06 PURCHASE 2015-01   4,577 4,463     114  
    918 RPM INTERNATIONAL INC 2014-06 PURCHASE 2015-01   18,723 17,926     797  
    918 RPM INTERNATIONAL INC 2014-07 PURCHASE 2015-01   14,042 13,454     588  
    918 RPM INTERNATIONAL INC 2014-06 PURCHASE 2015-01   20,711 20,085     626  
    918 RPM INTERNATIONAL INC 2014-06 PURCHASE 2015-01   6,847 6,695     152  
    918 RPM INTERNATIONAL INC 2014-06 PURCHASE 2015-01   9,145 8,927     218  
    918 RPM INTERNATIONAL INC 2014-06 PURCHASE 2015-01   13,807 13,444     363  
    918 RPM INTERNATIONAL INC 2014-06 PURCHASE 2015-01   13,666 13,390     276  
    918 RPM INTERNATIONAL INC 2014-08 PURCHASE 2015-01   11,388 11,111     277  
    918 SANDISK CORP 2013-08 PURCHASE 2015-03   13,575 11,575     2,000  
    918 SANDISK CORP 2013-08 PURCHASE 2015-04   3,426 2,894     532  
    918 SIRONA DENTAL SYSTEMS INC 2012-01 PURCHASE 2015-06   35,104 15,294     19,810  
    918 SIRONA DENTAL SYSTEMS INC 2012-01 PURCHASE 2015-07   25,699 10,924     14,775  
    918 SIRONA DENTAL SYSTEMS INC 2012-01 PURCHASE 2015-01   4,556 2,185     2,371  
    918 SIRONA DENTAL SYSTEMS INC 2012-01 PURCHASE 2015-06   5,030 2,185     2,845  
    918 SIRONA DENTAL SYSTEMS INC 2015-10 PURCHASE 2015-11   13,757 11,570     2,187  
    918 SIRONA DENTAL SYSTEMS INC 2012-01 PURCHASE 2015-01   9,105 4,370     4,735  
    918 SIRONA DENTAL SYSTEMS INC 2015-10 PURCHASE 2015-10   10,983 9,256     1,727  
    918 TOLL BROTHERS INC 2013-02 PURCHASE 2015-04   14,412 13,589     823  
    918 TYCO INTL PLCSHS 2012-10 PURCHASE 2015-04   11,988 8,668     3,320  
    918 TYCO INTL PLCSHS 2012-10 PURCHASE 2015-09   3,345 2,889     456  
    918 TYCO INTL PLCSHS 2012-11 PURCHASE 2015-09   30,106 25,038     5,068  
    918 TYCO INTL PLCSHS 2012-01 PURCHASE 2015-09   66,903 47,668     19,235  
    918 WALT DISNEY CO HOLDING CO 2012-01 PURCHASE 2015-11   17,406 5,801     11,605  
    918 WALT DISNEY CO HOLDING CO 2012-01 PURCHASE 2015-04   32,927 11,603     21,324  
    918 WALT DISNEY CO HOLDING CO 2012-01 PURCHASE 2015-07   23,755 7,735     16,020  
    918 WALT DISNEY CO HOLDING CO 2012-01 PURCHASE 2015-07   5,956 1,934     4,022  
    918 WHITEWAVE FOODS COCOM CL A 2012-12 PURCHASE 2015-08   2,542 772     1,770  
    918 WHITEWAVE FOODS COCOM CL A 2012-12 PURCHASE 2015-03   58,009 20,081     37,928  
    918 WHITEWAVE FOODS COCOM CL A 2012-12 PURCHASE 2015-07   20,134 6,179     13,955  
    919 3M COMPANY 2013-12 PURCHASE 2015-05   15,922 13,940     1,982  
    919 3M COMPANY 2013-12 PURCHASE 2015-04   7,844 6,970     874  
    919 ACTAVIS PLC5.5% MANDATORY CON 2015-02 PURCHASE 2015-04   10,145 10,000     145  
    919 ALLIANT ENERGY CORP 2012-09 PURCHASE 2015-04   9,246 6,788     2,458  
    919 ATMOS ENERGY CORP 2014-04 PURCHASE 2015-04   8,319 7,233     1,086  
    919 BHP BILLITON LTDSPONSORED ADR 2013-09 PURCHASE 2015-03   19,669 26,962     -7,293  
    919 BHP BILLITON LTDSPONSORED ADR 2013-09 PURCHASE 2015-03   7,376 10,108     -2,732  
    919 BLACKROCK INCCL A 2012-01 PURCHASE 2015-04   18,311 8,960     9,351  
    919 CENOVUS ENERGY INC 2014-01 PURCHASE 2015-03   13,273 22,700     -9,427  
    919 CENOVUS ENERGY INC 2014-01 PURCHASE 2015-03   1,659 2,822     -1,163  
    919 CENOVUS ENERGY INC 2014-03 PURCHASE 2015-03   13,273 21,216     -7,943  
    919 CENTERPOINT ENERGY INC 2012-01 PURCHASE 2015-04   5,269 4,922     347  
    919 CHEMOURS COMPANY (THE)COM 2015-03 PURCHASE 2015-07   927 1,519     -592  
    919 CISCO SYSTEMS INC 2012-10 PURCHASE 2015-04   14,535 9,085     5,450  
    919 CME GROUP INC 2013-06 PURCHASE 2015-04   8,920 6,800     2,120  
    919 CONOCOPHILLIPS 2014-07 PURCHASE 2015-04   6,814 8,607     -1,793  
    919 DOMINION RES INC VA NEW 2013-03 PURCHASE 2015-04   10,818 8,497     2,321  
    919 E I DU PONT DE NEMOURS & CO 2015-03 PURCHASE 2015-04   11,118 11,200     -82  
    919 ELI LILLY & CO 2015-02 PURCHASE 2015-04   14,429 14,258     171  
    919 ENBRIDGE INC 2013-07 PURCHASE 2015-04   10,656 8,550     2,106  
    919 EXXON MOBIL CORP 2015-03 PURCHASE 2015-04   8,784 8,380     404  
    919 FS INVESTMENT CORPORATIONCOM 2014-12 PURCHASE 2015-04   4,700 4,553     147  
    919 GENERAL DYNAMICS CORP 2013-02 PURCHASE 2015-04   6,864 3,413     3,451  
    919 GENERAL ELECTRIC CO 2013-01 PURCHASE 2015-04   9,478 7,876     1,602  
    919 GOLAR LNG LIMITEDCOM STK USD1 2014-05 PURCHASE 2015-12   2,089 6,719     -4,630  
    919 GOLAR LNG LIMITEDCOM STK USD1 2014-05 PURCHASE 2015-12   4,179 13,433     -9,254  
    919 GOLDCORP INCNEW 2015-04 PURCHASE 2015-04   9,096 8,606     490  
    919 GOLDCORP INCNEW 2015-04 PURCHASE 2015-07   21,045 30,599     -9,554  
    919 HASBRO INC 2014-02 PURCHASE 2015-11   19,583 13,213     6,370  
    919 HASBRO INC 2014-02 PURCHASE 2015-10   7,174 5,285     1,889  
    919 HASBRO INC 2013-12 PURCHASE 2015-10   3,587 2,696     891  
    919 HASBRO INC 2013-12 PURCHASE 2015-04   18,292 13,479     4,813  
    919 HASBRO INC 2013-12 PURCHASE 2015-04   10,593 8,087     2,506  
    919 J P MORGAN CHASE & CO 2013-08 PURCHASE 2015-04   9,545 7,585     1,960  
    919 JOHNSON & JOHNSON 2012-01 PURCHASE 2015-04   15,043 9,793     5,250  
    919 KIMBERLY CLARK CORP 2013-08 PURCHASE 2015-04   5,526 4,759     767  
    919 KONINKLIJKE PHILIPS ELECTRSN 2013-05 PURCHASE 2015-04   5,779 5,798     -19  
    919 LAS VEGAS SANDS CORP 2015-04 PURCHASE 2015-09   19,152 28,988     -9,836  
    919 LYONDELLBASELL INDUSTRIESN V CL 2015-03 PURCHASE 2015-04   5,233 4,239     994  
    919 METLIFE INC 2014-09 PURCHASE 2015-04   5,207 5,548     -341  
    919 MICROSOFT CORP 2012-11 PURCHASE 2015-04   7,352 4,248     3,104  
    919 NEXTERA ENERGY INC 2013-07 PURCHASE 2015-04   15,387 12,712     2,675  
    919 NISOURCE INCCOM 2012-02 PURCHASE 2015-04   1,099 572     527  
    919 NISOURCE INCCOM 2012-01 PURCHASE 2015-04   5,497 2,887     2,610  
    919 NORFOLK SOUTHERN CORP 2013-02 PURCHASE 2015-04   5,159 3,646     1,513  
    919 NORFOLK SOUTHERN CORP 2013-02 PURCHASE 2015-05   14,497 10,937     3,560  
    919 NOVARTIS AG-SPONSORED ADR 2012-01 PURCHASE 2015-02   48,737 28,470     20,267  
    919 ONEOK INC (NEW) 2014-05 PURCHASE 2015-04   7,285 9,299     -2,014  
    919 ONEOK INC (NEW) 2014-05 PURCHASE 2015-12   9,534 24,797     -15,263  
    919 PROCTER & GAMBLE CO 2014-12 PURCHASE 2015-04   3,987 4,655     -668  
    919 ROCHE HOLDING LTDSPONSORED AD 2012-04 PURCHASE 2015-04   10,705 6,600     4,105  
    919 SANOFI AVENTISSPONSORED ADR 2012-01 PURCHASE 2015-11   20,349 14,473     5,876  
    919 SANOFI AVENTISSPONSORED ADR 2012-01 PURCHASE 2015-04   5,101 3,618     1,483  
    919 SEMPRA ENERGY 2012-04 PURCHASE 2015-04   10,759 6,198     4,561  
    919 SINGAPORETELECOMMUNICATIONS L 2012-01 PURCHASE 2015-03   34,673 27,650     7,023  
    919 SPECTRA ENERGY CORP 2013-04 PURCHASE 2015-08   30,902 34,395     -3,493  
    919 SPECTRA ENERGY CORP 2013-04 PURCHASE 2015-04   13,188 10,944     2,244  
    919 TERRAFORM POWER INC 2014-09 PURCHASE 2015-11   4,721 14,398     -9,677  
    919 TERRAFORM POWER INC 2014-09 PURCHASE 2015-07   7,691 7,283     408  
    919 TERRAFORM POWER INC 2014-09 PURCHASE 2015-04   8,101 5,891     2,210  
    919 UNILEVER N VNEW YORK SHS NEW 2012-01 PURCHASE 2015-04   8,708 6,887     1,821  
    919 VERIZON COMMUNICATIONS 2014-12 PURCHASE 2015-04   7,558 6,984     574  
    919 WELLS FARGO & CO-NEW 2013-04 PURCHASE 2015-04   8,322 5,496     2,826  
    919 WELLS FARGO & CO-NEW 2013-04 PURCHASE 2015-04   27,236 18,319     8,917  
    919 WILLIAMS COMPANIES INC 2013-08 PURCHASE 2015-01   2,171 1,808     363  
    919 WILLIAMS COMPANIES INC 2013-08 PURCHASE 2015-01   17,370 14,416     2,954  
    919 BLACKSTONE MORTGATE TRUST INCNEW 2014-05 PURCHASE 2015-04   12,462 11,752     710  
    919 CARE CAPITAL PROPERTIES INCCOM 2012-01 PURCHASE 2015-09   4,535 3,831     704  
    919 EQUINIX INCCOM PAR 0.001 REIT 2015-04 PURCHASE 2015-04   12,220 12,159     61  
    919 EQUITY RESIDENTIAL TRUST 2012-08 PURCHASE 2015-04   11,314 9,105     2,209  
    919 HOST HOTELS & RESORTS INC 2014-01 PURCHASE 2015-04   6,093 5,719     374  
    919 PROLOGIS INC 2012-09 PURCHASE 2015-04   10,286 8,621     1,665  
    919 PUBLIC STORAGE INC 2012-04 PURCHASE 2015-04   19,059 13,845     5,214  
    919 STARWOOD PROPERTY TRUST INC 2014-03 PURCHASE 2015-04   14,478 13,661     817  
    919 VENTAS INC. 2012-01 PURCHASE 2015-04   10,730 8,072     2,658  
    919 WEYERHAEUSER CO 2014-01 PURCHASE 2015-04   11,119 10,768     351  
    919 BLACKSTONE MORTGATE TRUST INCNEW 2015-01 PURCHASE 2015-01   1       1  
    919 BLACKSTONE MORTGATE TRUST INCNEW 2015-07 PURCHASE 2015-07   54       54  
    919 BLACKSTONE MORTGATE TRUST INCNEW 2015-04 PURCHASE 2015-04   70       70  
    919 BLACKSTONE MORTGATE TRUST INCNEW 2015-10 PURCHASE 2015-10   64       64  
    919 BLACKSTONE MORTGATE TRUST INCNEW 2015-12 PURCHASE 2015-12   58       58  
    919 CROWN CASTLE INTERNATIONALCORP 2015-12 PURCHASE 2015-12   160       160  
    919 CROWN CASTLE INTERNATIONALCORP 2015-06 PURCHASE 2015-06   148       148  
    919 CROWN CASTLE INTERNATIONALCORP 2015-09 PURCHASE 2015-09   148       148  
    919 EQUITY RESIDENTIAL TRUST 2015-12 PURCHASE 2015-12   44       44  
    919 EQUITY RESIDENTIAL TRUST 2015-10 PURCHASE 2015-10   44       44  
    919 EQUITY RESIDENTIAL TRUST 2015-07 PURCHASE 2015-07   44       44  
    919 EQUITY RESIDENTIAL TRUST 2015-04 PURCHASE 2015-04   61       61  
    919 FS INVESTMENT CORPORATIONCOM 2015-10 PURCHASE 2015-10   218       218  
    919 HOST HOTELS & RESORTS INC 2015-04 PURCHASE 2015-04   59       59  
    919 PROLOGIS INC 2015-09 PURCHASE 2015-09   150       150  
    919 PROLOGIS INC 2015-12 PURCHASE 2015-12   150       150  
    919 PROLOGIS INC 2015-06 PURCHASE 2015-06   135       135  
    919 PROLOGIS INC 2015-03 PURCHASE 2015-03   163       163  
    919 PUBLIC STORAGE INC 2015-09 PURCHASE 2015-09              
    919 STARWOOD PROPERTY TRUST INC 2015-04 PURCHASE 2015-04   98       98  
    919 STARWOOD PROPERTY TRUST INC 2015-10 PURCHASE 2015-10   74       74  
    919 STARWOOD PROPERTY TRUST INC 2015-07 PURCHASE 2015-07   74       74  
    919 STARWOOD PROPERTY TRUST INC 2015-01 PURCHASE 2015-01   98       98  
    919 STARWOOD PROPERTY TRUST INC 2015-12 PURCHASE 2015-12   23       23  
    919 WEYERHAEUSER CO 2015-09 PURCHASE 2015-09   341       341  
    919 WEYERHAEUSER CO 2015-06 PURCHASE 2015-06   319       319  
    919 WEYERHAEUSER CO 2015-03 PURCHASE 2015-03   421       421  
    919 WEYERHAEUSER CO 2015-11 PURCHASE 2015-11   341       341  
    920 ATLANTIC POWER CORPORATIONNEW 2014-12 PURCHASE 2015-12   3,839 4,793     -954  
    920 ATLANTIC POWER CORPORATIONNEW 2014-11 PURCHASE 2015-12   2,417 3,047     -630  
    920 ATLANTIC POWER CORPORATIONNEW 2014-11 PURCHASE 2015-12   688 870     -182  
    920 ATLANTIC POWER CORPORATIONNEW 2015-04 PURCHASE 2015-12   3,639 5,953     -2,314  
    920 AVERY DENNISON CORP 2012-01 PURCHASE 2015-05   6,015 2,967     3,048  
    920 AVERY DENNISON CORP 2012-01 PURCHASE 2015-05   3,609 1,752     1,857  
    920 AVIS BUDGET GROUP INC 2015-11 PURCHASE 2015-12   9,652 12,102     -2,450  
    920 AVIS BUDGET GROUP INC 2015-11 PURCHASE 2015-12   5,646 6,601     -955  
    920 CAMBREX CORP 2012-01 PURCHASE 2015-04   6,416 1,113     5,303  
    920 CAMBREX CORP 2012-01 PURCHASE 2015-04   9,719 1,781     7,938  
    920 CAMBREX CORP 2012-01 PURCHASE 2015-04   6,439 1,113     5,326  
    920 CHARLES RIVER LABORATORIESINTERN 2012-02 PURCHASE 2015-04   1,170 532     638  
    920 CHARLES RIVER LABORATORIESINTERN 2012-01 PURCHASE 2015-04   2,341 1,003     1,338  
    920 CHARLES RIVER LABORATORIESINTERN 2012-02 PURCHASE 2015-04   6,242 2,803     3,439  
    920 CHEMTURA CORPNEW 2012-01 PURCHASE 2015-05   443 201     242  
    920 CHEMTURA CORPNEW 2012-01 PURCHASE 2015-05   11,380 4,626     6,754  
    920 CHEMTURA CORPNEW 2012-01 PURCHASE 2015-10   10,111 3,965     6,146  
    920 CITY NATIONAL CORP 2012-01 PURCHASE 2015-02   5,347 2,873     2,474  
    920 CITY NATIONAL CORP 2012-01 PURCHASE 2015-02   1,782 919     863  
    920 CITY NATIONAL CORP 2012-01 PURCHASE 2015-02   8,912 4,529     4,383  
    920 CITY NATIONAL CORP 2012-12 PURCHASE 2015-02   10,518 5,822     4,696  
    920 CITY NATIONAL CORP 2012-01 PURCHASE 2015-02   2,630 1,437     1,193  
    920 CLEAN HARBORS INC 2013-11 PURCHASE 2015-12   1,491 1,927     -436  
    920 CLEAN HARBORS INC 2014-02 PURCHASE 2015-12   6,391 6,948     -557  
    920 CLEAN HARBORS INC 2013-03 PURCHASE 2015-12   14,060 18,464     -4,404  
    920 CLEAN HARBORS INC 2015-03 PURCHASE 2015-12   7,030 9,069     -2,039  
    920 CLIFFS NATURAL RESOURCES INC 2014-03 PURCHASE 2015-12   1,307 15,839     -14,532  
    920 CLIFFS NATURAL RESOURCES INC 2015-04 PURCHASE 2015-12   1,787 5,014     -3,227  
    920 CLIFFS NATURAL RESOURCES INC 2015-07 PURCHASE 2015-12   620 1,284     -664  
    920 CLIFFS NATURAL RESOURCES INC 2015-06 PURCHASE 2015-12   1,150 3,649     -2,499  
    920 CORELOGIC INC 2014-07 PURCHASE 2015-05   1,797 1,282     515  
    920 CORELOGIC INC 2012-01 PURCHASE 2015-05   3,793 1,245     2,548  
    920 CORELOGIC INC 2014-07 PURCHASE 2015-05   5,590 3,850     1,740  
    920 COVISINT CORPORATIONCOM 2014-01 PURCHASE 2015-12   534 2,096     -1,562  
    920 COVISINT CORPORATIONCOM 2014-10 PURCHASE 2015-12   3,055 3,705     -650  
    920 COVISINT CORPORATIONCOM 2014-08 PURCHASE 2015-12   1,719 3,071     -1,352  
    920 COVISINT CORPORATIONCOM 2014-08 PURCHASE 2015-12   836 1,489     -653  
    920 CROCS INC 2015-09 PURCHASE 2015-12   1,045 1,316     -271  
    920 CROCS INC 2015-01 PURCHASE 2015-12   5,225 5,418     -193  
    920 CROCS INC 2013-09 PURCHASE 2015-12   3,867 4,879     -1,012  
    920 CROCS INC 2014-10 PURCHASE 2015-12   1,620 1,781     -161  
    920 CYTEC INDUSTRIES INC 2012-01 PURCHASE 2015-08   24,409 7,873     16,536  
    920 CYTEC INDUSTRIES INC 2012-01 PURCHASE 2015-07   5,171 1,670     3,501  
    920 CYTEC INDUSTRIES INC 2012-01 PURCHASE 2015-07   5,910 1,982     3,928  
    920 CYTEC INDUSTRIES INC 2013-11 PURCHASE 2015-07   8,127 4,783     3,344  
    920 CYTEC INDUSTRIES INC 2013-10 PURCHASE 2015-07   2,955 1,636     1,319  
    920 DANA HOLDING CORP 2013-02 PURCHASE 2015-10   7,225 7,075     150  
    920 DANA HOLDING CORP 2013-01 PURCHASE 2015-10   11,593 11,535     58  
    920 DANA HOLDING CORP 2013-10 PURCHASE 2015-10   1,344 1,571     -227  
    920 DECKERS OUTDOOR CORP 2015-11 PURCHASE 2015-12   4,380 4,955     -575  
    920 DECKERS OUTDOOR CORP 2015-10 PURCHASE 2015-12   2,433 2,518     -85  
    920 DECKERS OUTDOOR CORP 2015-09 PURCHASE 2015-12   9,004 11,656     -2,652  
    920 DIGITAL RIVER INC 2013-05 PURCHASE 2015-01   3,894 2,312     1,582  
    920 DIGITAL RIVER INC 2012-08 PURCHASE 2015-01   7,301 3,946     3,355  
    920 DOLBY LABORATORIES INCCL A 2012-01 PURCHASE 2015-07   1,499 1,425     74  
    920 DOLBY LABORATORIES INCCL A 2015-03 PURCHASE 2015-07   2,810 2,955     -145  
    920 DOLBY LABORATORIES INCCL A 2015-04 PURCHASE 2015-07   8,056 8,129     -73  
    920 DOLBY LABORATORIES INCCL A 2012-01 PURCHASE 2015-07   562 488     74  
    920 DYNEGY INC 2015-08 PURCHASE 2015-12   4,323 8,242     -3,919  
    920 DYNEGY INC 2012-12 PURCHASE 2015-12   11,099 15,903     -4,804  
    920 DYNEGY INC 2014-04 PURCHASE 2015-12   2,452 4,846     -2,394  
    920 DYNEGY INC 2013-08 PURCHASE 2015-12   1,807 2,772     -965  
    920 ELIZABETH ARDEN INC 2015-05 PURCHASE 2015-12   2,193 3,167     -974  
    920 ELIZABETH ARDEN INC 2014-02 PURCHASE 2015-12   2,492 5,997     -3,505  
    920 ELIZABETH ARDEN INC 2014-02 PURCHASE 2015-12   748 1,942     -1,194  
    920 ELIZABETH ARDEN INC 2014-06 PURCHASE 2015-12   1,944 4,304     -2,360  
    920 ELIZABETH ARDEN INC 2014-11 PURCHASE 2015-12   2,093 3,592     -1,499  
    920 FIRST NIAGARA FINANCIAL GROUPINC 2012-01 PURCHASE 2015-09   1,887 1,585     302  
    920 FIRST NIAGARA FINANCIAL GROUPINC 2012-01 PURCHASE 2015-09   7,969 6,869     1,100  
    920 FIRST NIAGARA FINANCIAL GROUPINC 2012-01 PURCHASE 2015-10   11,516 9,732     1,784  
    920 FREESCALE SEMICONDUCTORHOLDIN 2012-01 PURCHASE 2015-03   9,653 3,151     6,502  
    920 FREESCALE SEMICONDUCTORHOLDIN 2012-03 PURCHASE 2015-03   197 78     119  
    920 FREESCALE SEMICONDUCTORHOLDIN 2012-01 PURCHASE 2015-03   17,729 5,886     11,843  
    920 FREESCALE SEMICONDUCTORHOLDIN 2012-01 PURCHASE 2015-03   10,145 3,280     6,865  
    920 FREESCALE SEMICONDUCTORHOLDIN 2012-04 PURCHASE 2015-03   10,742 3,375     7,367  
    920 FREESCALE SEMICONDUCTORHOLDIN 2012-05 PURCHASE 2015-03   5,570 1,370     4,200  
    920 FTI CONSULTING INC 2012-05 PURCHASE 2015-05   1,387 1,153     234  
    920 FTI CONSULTING INC 2012-01 PURCHASE 2015-05   2,179 2,343     -164  
    920 FTI CONSULTING INC 2012-01 PURCHASE 2015-05   2,203 2,348     -145  
    920 FTI CONSULTING INC 2012-05 PURCHASE 2015-05   1,762 1,483     279  
    920 FTI CONSULTING INC 2014-02 PURCHASE 2015-05   7,245 5,536     1,709  
    920 FTI CONSULTING INC 2012-01 PURCHASE 2015-05   5,807 6,177     -370  
    920 GIGAMON INCCOM 2014-05 PURCHASE 2015-07   483 255     228  
    920 GIGAMON INCCOM 2014-04 PURCHASE 2015-07   13,030 6,248     6,782  
    920 HARSCO CORP 2015-03 PURCHASE 2015-12   200 404     -204  
    920 HARSCO CORP 2014-11 PURCHASE 2015-12   4,723 11,926     -7,203  
    920 HARSCO CORP 2015-02 PURCHASE 2015-12   2,161 4,413     -2,252  
    920 HARSCO CORP 2015-02 PURCHASE 2015-12   1,121 2,308     -1,187  
    920 HARSCO CORP 2015-02 PURCHASE 2015-12   400 818     -418  
    920 HARSCO CORP 2015-02 PURCHASE 2015-12   720 1,484     -764  
    920 HARSCO CORP 2015-05 PURCHASE 2015-12   6,084 12,976     -6,892  
    920 INFINERA CORP 2012-05 PURCHASE 2015-03   6,430 2,220     4,210  
    920 INFINERA CORP 2012-01 PURCHASE 2015-03   14,320 5,255     9,065  
    920 ION GEOPHYSICAL CORPORATION 2013-08 PURCHASE 2015-12   92 891     -799  
    920 ION GEOPHYSICAL CORPORATION 2012-01 PURCHASE 2015-12   464 5,933     -5,469  
    920 ION GEOPHYSICAL CORPORATION 2012-01 PURCHASE 2015-12   611 7,713     -7,102  
    920 ION GEOPHYSICAL CORPORATION 2013-11 PURCHASE 2015-12   586 3,679     -3,093  
    920 ION GEOPHYSICAL CORPORATION 2013-09 PURCHASE 2015-12   341 3,261     -2,920  
    920 ION GEOPHYSICAL CORPORATION 2013-08 PURCHASE 2015-12   28 320     -292  
    920 KBR INC 2014-03 PURCHASE 2015-12   4,711 7,733     -3,022  
    920 KBR INC 2012-01 PURCHASE 2015-12   1,542 2,636     -1,094  
    920 KBR INC 2012-07 PURCHASE 2015-12   1,713 2,694     -981  
    920 KBR INC 2012-05 PURCHASE 2015-12   1,199 1,887     -688  
    920 KBR INC 2012-06 PURCHASE 2015-12   1,884 2,612     -728  
    920 KBR INC 2014-06 PURCHASE 2015-12   1,799 2,471     -672  
    920 KBR INC 2014-11 PURCHASE 2015-12   5,653 6,102     -449  
    920 KBR INC 2012-01 PURCHASE 2015-12   8,566 14,089     -5,523  
    920 KBR INC 2014-02 PURCHASE 2015-12   4,454 7,226     -2,772  
    920 KBR INC 2014-11 PURCHASE 2015-12   600 648     -48  
    920 KEYW HOLDING CORP 2015-11 PURCHASE 2015-12   643 690     -47  
    920 KEYW HOLDING CORP 2015-11 PURCHASE 2015-12   674 693     -19  
    920 KEYW HOLDING CORP 2015-04 PURCHASE 2015-12   4,072 5,466     -1,394  
    920 KEYW HOLDING CORP 2015-02 PURCHASE 2015-12   2,878 4,304     -1,426  
    920 KEYW HOLDING CORP 2015-05 PURCHASE 2015-12   5,205 6,486     -1,281  
    920 KEYW HOLDING CORP 2014-05 PURCHASE 2015-12   5,848 10,473     -4,625  
    920 KEYW HOLDING CORP 2014-06 PURCHASE 2015-12   2,174 4,118     -1,944  
    920 KEYW HOLDING CORP 2014-10 PURCHASE 2015-12   1,470 2,278     -808  
    920 LUMENTUM HOLDINGS INCCOM 2014-06 PURCHASE 2015-12   5,845 6,361     -516  
    920 LUMENTUM HOLDINGS INCCOM 2014-08 PURCHASE 2015-12   2,978 3,041     -63  
    920 LUMENTUM HOLDINGS INCCOM 2014-09 PURCHASE 2015-12   445 449     -4  
    920 MCDERMOTT INTERNATIONAL INC 2014-04 PURCHASE 2015-12   2,681 5,625     -2,944  
    920 MCDERMOTT INTERNATIONAL INC 2014-04 PURCHASE 2015-12   2,915 6,477     -3,562  
    920 MONEYGRAM INTERNATIONAL INCNEW 2015-02 PURCHASE 2015-12   3,050 4,120     -1,070  
    920 MONEYGRAM INTERNATIONAL INCNEW 2015-05 PURCHASE 2015-12   535 850     -315  
    920 MONEYGRAM INTERNATIONAL INCNEW 2014-05 PURCHASE 2015-12   31 66     -35  
    920 MONEYGRAM INTERNATIONAL INCNEW 2014-02 PURCHASE 2015-12   2,767 8,243     -5,476  
    920 MONEYGRAM INTERNATIONAL INCNEW 2014-02 PURCHASE 2015-12   1,603 4,760     -3,157  
    920 MONEYGRAM INTERNATIONAL INCNEW 2014-05 PURCHASE 2015-12   1,069 2,243     -1,174  
    920 MONEYGRAM INTERNATIONAL INCNEW 2014-03 PURCHASE 2015-12   3,427 8,993     -5,566  
    920 NEUSTAR INCCL A 2015-06 PURCHASE 2015-12   9,991 11,598     -1,607  
    920 NEUSTAR INCCL A 2015-06 PURCHASE 2015-12   6,120 6,788     -668  
    920 NEUSTAR INCCL A 2015-04 PURCHASE 2015-12   4,496 4,760     -264  
    920 NEW YORK & CO INC 2014-01 PURCHASE 2015-12   1,319 2,452     -1,133  
    920 NEW YORK & CO INC 2013-12 PURCHASE 2015-12   1,486 2,517     -1,031  
    920 NRG ENERGY INCNEW 2012-01 PURCHASE 2015-12   1,790 2,829     -1,039  
    920 NRG ENERGY INCNEW 2012-01 PURCHASE 2015-12   1,320 2,403     -1,083  
    920 NRG ENERGY INCNEW 2015-08 PURCHASE 2015-12   4,083 7,700     -3,617  
    920 NRG ENERGY INCNEW 2012-01 PURCHASE 2015-12   4,709 8,440     -3,731  
    920 NRG ENERGY INCNEW 2015-04 PURCHASE 2015-12   5,761 12,717     -6,956  
    920 NRG ENERGY INCNEW 2015-03 PURCHASE 2015-12   4,083 8,703     -4,620  
    920 OFFICE DEPOT INC 2012-01 PURCHASE 2015-02   20,426 3,840     16,586  
    920 ORMAT TECHNOLOGIES INC 2012-01 PURCHASE 2015-08   4,233 1,969     2,264  
    920 ORMAT TECHNOLOGIES INC 2012-01 PURCHASE 2015-08   2,838 1,343     1,495  
    920 ORMAT TECHNOLOGIES INC 2012-01 PURCHASE 2015-08   1,924 923     1,001  
    920 ORMAT TECHNOLOGIES INC 2012-01 PURCHASE 2015-08   7,776 3,694     4,082  
    920 QUANTUM CORP DSSG COM 2013-03 PURCHASE 2015-12   3,889 5,908     -2,019  
    920 QUANTUM CORP DSSG COM 2015-05 PURCHASE 2015-12   991 2,035     -1,044  
    920 QUANTUM CORP DSSG COM 2015-05 PURCHASE 2015-12   212 435     -223  
    920 QUANTUM CORP DSSG COM 2015-07 PURCHASE 2015-12   1,258 2,302     -1,044  
    920 REGAL-BELOIT CORP 2013-08 PURCHASE 2015-09   11,615 13,685     -2,070  
    920 REMY INTL INC NEWCOM 2015-02 PURCHASE 2015-07   1,901 1,447     454  
    920 REMY INTL INC NEWCOM 2015-04 PURCHASE 2015-07   5,995 4,593     1,402  
    920 REMY INTL INC NEWCOM 2015-04 PURCHASE 2015-07   2,767 2,128     639  
    920 REMY INTL INC NEWCOM 2014-05 PURCHASE 2015-07   5,972 5,122     850  
    920 SEACHANGE INTERNATIONAL INC 2014-05 PURCHASE 2015-12   3,699 4,761     -1,062  
    920 SEACHANGE INTERNATIONAL INC 2012-02 PURCHASE 2015-12   628 646     -18  
    920 SEACHANGE INTERNATIONAL INC 2012-01 PURCHASE 2015-12   1,466 1,510     -44  
    920 SEALED AIR CORP NEW 2012-01 PURCHASE 2015-06   13,127 4,619     8,508  
    920 SEALED AIR CORP NEW 2012-01 PURCHASE 2015-06   13,606 4,706     8,900  
    920 SEALED AIR CORP NEW 2012-01 PURCHASE 2015-02   12,064 4,619     7,445  
    920 SEALED AIR CORP NEW 2012-01 PURCHASE 2015-02   683 265     418  
    920 SPANSION INCCL A NEW 2012-01 PURCHASE 2015-02   7,974 1,859     6,115  
    920 SPIRIT AEROSYSTEMS HOLDINGSINC C 2012-10 PURCHASE 2015-03   7,375 3,171     4,204  
    920 SPIRIT AEROSYSTEMS HOLDINGSINC C 2012-01 PURCHASE 2015-03   7,120 3,138     3,982  
    920 SPIRIT AEROSYSTEMS HOLDINGSINC C 2012-10 PURCHASE 2015-05   6,162 2,515     3,647  
    920 SPIRIT AEROSYSTEMS HOLDINGSINC C 2012-01 PURCHASE 2015-03   3,560 1,593     1,967  
    920 TELEDYNE TECHNOLOGIES INC 2012-01 PURCHASE 2015-05   13,555 7,277     6,278  
    920 TETRA TECHNOLOGIES INC-DEL 2012-01 PURCHASE 2015-12   797 1,014     -217  
    920 TETRA TECHNOLOGIES INC-DEL 2012-01 PURCHASE 2015-12   10,848 13,757     -2,909  
    920 TETRA TECHNOLOGIES INC-DEL 2012-01 PURCHASE 2015-12   2,807 3,441     -634  
    920 TWIN DISC INC 2013-10 PURCHASE 2015-12   1,632 3,677     -2,045  
    920 TWIN DISC INC 2012-10 PURCHASE 2015-12   870 1,432     -562  
    920 TWIN DISC INC 2012-04 PURCHASE 2015-12   1,523 3,123     -1,600  
    920 TWIN DISC INC 2012-09 PURCHASE 2015-12   2,829 5,157     -2,328  
    920 TWIN DISC INC 2012-01 PURCHASE 2015-12   326 935     -609  
    920 TWIN DISC INC 2013-10 PURCHASE 2015-12   544 1,246     -702  
    920 TWIN DISC INC 2012-03 PURCHASE 2015-12   653 1,603     -950  
    920 TWIN DISC INC 2012-10 PURCHASE 2015-12   762 995     -233  
    920 ULTRATECH INC 2013-11 PURCHASE 2015-12   497 628     -131  
    920 ULTRATECH INC 2013-10 PURCHASE 2015-12   5,663 6,810     -1,147  
    920 ULTRATECH INC 2014-06 PURCHASE 2015-12   1,888 2,013     -125  
    920 ULTRATECH INC 2012-01 PURCHASE 2015-12   9,935 12,293     -2,358  
    920 ULTRATECH INC 2014-06 PURCHASE 2015-12   2,583 2,986     -403  
    920 ULTRATECH INC 2014-06 PURCHASE 2015-12   4,968 6,133     -1,165  
    920 VALMONT INDUSTRIES INC 2015-04 PURCHASE 2015-12   11,273 12,440     -1,167  
    920 VALMONT INDUSTRIES INC 2015-05 PURCHASE 2015-12   5,368 6,316     -948  
    920 VEECO INSTRUMENTS INC-DEL 2014-06 PURCHASE 2015-12   3,474 5,404     -1,930  
    920 VEECO INSTRUMENTS INC-DEL 2014-05 PURCHASE 2015-12   3,685 5,832     -2,147  
    920 VEECO INSTRUMENTS INC-DEL 2015-05 PURCHASE 2015-12   4,422 6,452     -2,030  
    920 VEECO INSTRUMENTS INC-DEL 2015-02 PURCHASE 2015-12   1,158 1,679     -521  
    920 VEECO INSTRUMENTS INC-DEL 2015-02 PURCHASE 2015-12   5,159 7,211     -2,052  
    920 VERINT SYSTEMS INC 2012-01 PURCHASE 2015-05   5,394 2,356     3,038  
    920 VERINT SYSTEMS INC 2012-01 PURCHASE 2015-04   4,488 2,007     2,481  
    920 VERINT SYSTEMS INC 2012-02 PURCHASE 2015-04   1,282 565     717  
    920 VERINT SYSTEMS INC 2012-01 PURCHASE 2015-05   326 139     187  
    920 VERINT SYSTEMS INC 2012-01 PURCHASE 2015-04   3,527 1,525     2,002  
    920 VIAVI SOLUTIONS INCCOM 2014-09 PURCHASE 2015-12   613 662     -49  
    920 VIAVI SOLUTIONS INCCOM 2014-06 PURCHASE 2015-12   8,067 9,383     -1,316  
    920 VIAVI SOLUTIONS INCCOM 2014-08 PURCHASE 2015-12   4,110 4,486     -376  
    920 WENDYS COMPANY (THE) 2012-01 PURCHASE 2015-02   4,803 2,249     2,554  
    920 WENDYS COMPANY (THE) 2012-01 PURCHASE 2015-02   7,532 3,600     3,932  
    920 WENDYS COMPANY (THE) 2012-02 PURCHASE 2015-02   2,402 1,078     1,324  
    920 XURA INCCOM 2013-06 PURCHASE 2015-12   7,206 8,767     -1,561  
    920 XURA INCCOM 2014-04 PURCHASE 2015-12   3,122 3,635     -513  
    920 XURA INCCOM 2012-11 PURCHASE 2015-12   3,531 4,319     -788  
    920 XURA INCCOM 2013-07 PURCHASE 2015-12   1,441 1,779     -338  
    920 COMMUNICATIONS SALES & LEASINGIN 2015-07 PURCHASE 2015-12   15,554 19,366     -3,812  
    930 AIA GROUP LTDSPONSORED ADR 2012-02 PURCHASE 2015-01   2,206 1,257     949  
    930 AIR LIQUIDE-ADR 2012-01 PURCHASE 2015-09   2,559 2,265     294  
    930 ALLIANZ AKTIENGESELLSCHAFTSPO 2012-01 PURCHASE 2015-01   2,209 1,293     916  
    930 ANHEUSER-BUSCH INBEV SASPONSO 2012-05 PURCHASE 2015-02   5,749 3,510     2,239  
    930 BAIDU COM INCSPONSORED ADR RE 2015-02 PURCHASE 2015-12   10,138 10,852     -714  
    930 BAIDU COM INCSPONSORED ADR RE 2015-05 PURCHASE 2015-12   9,358 9,765     -407  
    930 BANCO BILBAO VIZCAYAARGENTARIA S 2013-06 PURCHASE 2015-12   12,530 15,508     -2,978  
    930 BG GROUP PLC ADR FINALINSTALL 2014-08 PURCHASE 2015-12   15,930 22,090     -6,160  
    930 BG GROUP PLC ADR FINALINSTALL 2012-01 PURCHASE 2015-12   829 1,247     -418  
    930 DASSAULT SYSTEMES SASPONSORED 2012-01 PURCHASE 2015-10   2,684 1,373     1,311  
    930 FANUC LIMITEDUNSPONSORED ADR 2012-01 PURCHASE 2015-01   2,223 1,920     303  
    930 GRIFOLS S ASPONSORED ADR REPS 2015-11 PURCHASE 2015-12   3,307 3,571     -264  
    930 GRIFOLS S ASPONSORED ADR REPS 2015-11 PURCHASE 2015-12   6,846 7,393     -547  
    930 HONG KONG EXCHANGES &CLEARING 2013-06 PURCHASE 2015-04   15,775 6,797     8,978  
    930 HONG KONG EXCHANGES &CLEARING 2013-06 PURCHASE 2015-10   7,446 5,125     2,321  
    930 IMPERIAL OIL LTD NEW 2012-01 PURCHASE 2015-11   6,813 9,507     -2,694  
    930 IMPERIAL OIL LTD NEW 2012-01 PURCHASE 2015-12   6,872 9,553     -2,681  
    930 IMPERIAL OIL LTD NEW 2012-01 PURCHASE 2015-12   3,289 4,571     -1,282  
    930 ITAU UNIBANCO BANCO HOLDINGS 2012-12 PURCHASE 2015-12   2,760 4,847     -2,087  
    930 ITAU UNIBANCO BANCO HOLDINGS 2015-11 PURCHASE 2015-12   5,310 5,950     -640  
    930 ITAU UNIBANCO BANCO HOLDINGS 2013-10 PURCHASE 2015-12   47 79     -32  
    930 ITAU UNIBANCO BANCO HOLDINGS 2012-12 PURCHASE 2015-12   7,983 14,029     -6,046  
    930 J G C CORPUNSPONSORED ADR 2012-01 PURCHASE 2015-12   12,146 19,040     -6,894  
    930 KONE OYJUNSPONSORED ADR REPRE 2015-02 PURCHASE 2015-12   15,003 15,622     -619  
    930 LINDE AGSPONSORED ADR 2014-10 PURCHASE 2015-12   9,374 11,979     -2,605  
    930 MITSUBISHI ESTATE CO LTDADR 2013-09 PURCHASE 2015-12   12,109 17,167     -5,058  
    930 MTN GROUP LTDSPONS ADR 2012-01 PURCHASE 2015-12   8,982 16,352     -7,370  
    930 NASPERS LTDSPONSORED ADR REPS 2015-06 PURCHASE 2015-12   10,986 12,198     -1,212  
    930 NESTLE SA-SPONSORED ADRREPSTG 2012-01 PURCHASE 2015-09   2,628 2,035     593  
    930 NOVO NORDISK A/S-ADRREPSTG 1/ 2013-06 PURCHASE 2015-11   10,359 6,430     3,929  
    930 ROCHE HOLDING LTDSPONSORED AD 2015-10 PURCHASE 2015-10   2,719 2,676     43  
    930 ROCHE HOLDING LTDSPONSORED AD 2015-10 PURCHASE 2015-10   2,612 2,610     2  
    930 SANDS CHINA LTDUNSPONSORED AD 2014-05 PURCHASE 2015-12   6,265 13,637     -7,372  
    930 SANDS CHINA LTDUNSPONSORED AD 2014-05 PURCHASE 2015-12   3,170 6,893     -3,723  
    930 SANDS CHINA LTDUNSPONSORED AD 2015-05 PURCHASE 2015-12   3,648 4,411     -763  
    930 SASOL LTD-SPONSORED ADR 2015-07 PURCHASE 2015-12   4,652 6,187     -1,535  
    930 SASOL LTD-SPONSORED ADR 2012-01 PURCHASE 2015-12   1,789 3,145     -1,356  
    930 SASOL LTD-SPONSORED ADR 2012-01 PURCHASE 2015-12   3,606 6,339     -2,733  
    930 SCHLUMBERGER LTD 2015-11 PURCHASE 2015-11   2,721 2,811     -90  
    930 SCHLUMBERGER LTD 2015-11 PURCHASE 2015-12   5,140 5,862     -722  
    930 SCHNEIDER ELECTRIC SAUNSPONSO 2012-01 PURCHASE 2015-10   17,115 18,185     -1,070  
    930 SHIRE PLCAMERICAN DEPOSITARY 2014-10 PURCHASE 2015-10   11,691 9,976     1,715  
    930 SWATCH GROUP AG (THE)UNSPONSORED 2012-01 PURCHASE 2015-01   9,803 9,617     186  
    930 SYSMEX CORPORATIONUNSPONSORED 2012-05 PURCHASE 2015-06   12,028 3,831     8,197  
    930 TAIWAN SEMICONDUCTOR MFG COLT 2012-01 PURCHASE 2015-01   2,211 1,241     970  
    930 TAIWAN SEMICONDUCTOR MFG COLT 2012-01 PURCHASE 2015-01   4,020 2,277     1,743  
    930 TURKIYE GARANTI BANKASI A SSP 2012-01 PURCHASE 2015-12   6,175 7,873     -1,698  
    930 TURKIYE GARANTI BANKASI A SSP 2012-01 PURCHASE 2015-12   4,861 6,222     -1,361  
    930 UNICHARM CORPSPONSORED ADR 2012-01 PURCHASE 2015-01   2,200 1,337     863  
    930 XINYI GLASS HOLDINGS LTDUNSPO 2012-06 PURCHASE 2015-03   5,106 4,446     660  
    962 NEUBERGER & BERMAN EQUITY FDEM 2012-01 PURCHASE 2015-01   672,743 579,937     92,806  
    962 NEUBERGER & BERMAN EQUITY FDEM 2012-01 PURCHASE 2015-04   550,000 440,511     109,489  
    962 NEUBERGER & BERMAN EQUITY FDEM 2014-12 PURCHASE 2015-01   22,714 21,739     975  
    962 NEUBERGER & BERMAN EQUITY FDEM 2012-01 PURCHASE 2015-01   344,543 291,520     53,023  
    963 NEUBERGER BERMANHIGH INCOME BD 2013-05 PURCHASE 2015-12   5,909 7,182     -1,273  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-12 PURCHASE 2015-12   1,500 1,637     -137  
    963 NEUBERGER BERMANHIGH INCOME BD 2013-07 PURCHASE 2015-12   6,269 7,268     -999  
    963 NEUBERGER BERMANHIGH INCOME BD 2013-06 PURCHASE 2015-12   5,861 7,021     -1,160  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-12 PURCHASE 2015-12   8,355 9,114     -759  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-11 PURCHASE 2015-12   6,246 7,226     -980  
    963 NEUBERGER BERMANHIGH INCOME BD 2012-01 PURCHASE 2015-12   1,221,167 1,365,639     -144,472  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-12 PURCHASE 2015-12   6,484 7,396     -912  
    963 NEUBERGER BERMANHIGH INCOME BD 2013-04 PURCHASE 2015-12   7,614 9,084     -1,470  
    963 NEUBERGER BERMANHIGH INCOME BD 2013-08 PURCHASE 2015-12   6,037 7,127     -1,090  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-01 PURCHASE 2015-12   6,205 7,248     -1,043  
    963 NEUBERGER BERMANHIGH INCOME BD 2013-12 PURCHASE 2015-12   11,848 13,840     -1,992  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-03 PURCHASE 2015-12   6,097 7,243     -1,146  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-02 PURCHASE 2015-12   6,188 7,236     -1,048  
    963 NEUBERGER BERMANHIGH INCOME BD 2013-12 PURCHASE 2015-12   20,510 23,958     -3,448  
    963 NEUBERGER BERMANHIGH INCOME BD 2013-10 PURCHASE 2015-12   6,155 7,221     -1,066  
    963 NEUBERGER BERMANHIGH INCOME BD 2013-09 PURCHASE 2015-12   6,251 7,287     -1,036  
    963 NEUBERGER BERMANHIGH INCOME BD 2013-12 PURCHASE 2015-12   6,052 7,250     -1,198  
    963 NEUBERGER BERMANHIGH INCOME BD 2013-11 PURCHASE 2015-12   6,127 7,355     -1,228  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-10 PURCHASE 2015-12   6,245 7,170     -925  
    963 NEUBERGER BERMANHIGH INCOME BD 2015-05 PURCHASE 2015-12   6,480 7,343     -863  
    963 NEUBERGER BERMANHIGH INCOME BD 2015-11 PURCHASE 2015-12   10,772 11,416     -644  
    963 NEUBERGER BERMANHIGH INCOME BD 2015-06 PURCHASE 2015-12   9,721 10,980     -1,259  
    963 NEUBERGER BERMANHIGH INCOME BD 2015-12 PURCHASE 2015-12   10,862 11,173     -311  
    963 NEUBERGER BERMANHIGH INCOME BD 2015-05 PURCHASE 2015-12   794,176 900,000     -105,824  
    963 NEUBERGER BERMANHIGH INCOME BD 2015-02 PURCHASE 2015-12   6,490 7,258     -768  
    963 NEUBERGER BERMANHIGH INCOME BD 2015-01 PURCHASE 2015-12   6,682 7,447     -765  
    963 NEUBERGER BERMANHIGH INCOME BD 2015-04 PURCHASE 2015-12   6,476 7,283     -807  
    963 NEUBERGER BERMANHIGH INCOME BD 2015-03 PURCHASE 2015-12   6,279 7,162     -883  
    963 NEUBERGER BERMANHIGH INCOME BD 2015-07 PURCHASE 2015-12   10,622 11,746     -1,124  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-07 PURCHASE 2015-12   6,057 7,211     -1,154  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-06 PURCHASE 2015-12   5,939 7,049     -1,110  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-09 PURCHASE 2015-12   5,999 7,090     -1,091  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-08 PURCHASE 2015-12   6,203 7,222     -1,019  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-05 PURCHASE 2015-12   6,084 7,197     -1,113  
    963 NEUBERGER BERMANHIGH INCOME BD 2015-09 PURCHASE 2015-12   10,650 11,419     -769  
    963 NEUBERGER BERMANHIGH INCOME BD 2015-08 PURCHASE 2015-12   10,203 11,156     -953  
    963 NEUBERGER BERMANHIGH INCOME BD 2014-04 PURCHASE 2015-12   5,963 7,055     -1,092  
    963 NEUBERGER BERMANHIGH INCOME BD 2015-10 PURCHASE 2015-12   10,697 11,083     -386  
    036 NEUBERGER BERMAN INCOME FDSNEW 2013-12 PURCHASE 2015-04   4,553 4,607     -54  
    036 NEUBERGER BERMAN INCOME FDSNEW 2014-01 PURCHASE 2015-04   4,997 5,061     -64  
    036 NEUBERGER BERMAN INCOME FDSNEW 2013-10 PURCHASE 2015-04   4,766 4,799     -33  
    036 NEUBERGER BERMAN INCOME FDSNEW 2014-08 PURCHASE 2015-04   4,776 4,799     -23  
    036 NEUBERGER BERMAN INCOME FDSNEW 2015-03 PURCHASE 2015-04   1,599 1,593     6  
    036 NEUBERGER BERMAN INCOME FDSNEW 2013-09 PURCHASE 2015-04   4,461 4,492     -31  
    036 NEUBERGER BERMAN INCOME FDSNEW 2013-03 PURCHASE 2015-04   452,866 458,660     -5,794  
    036 NEUBERGER BERMAN INCOME FDSNEW 2014-04 PURCHASE 2015-04   4,646 4,696     -50  
    036 NEUBERGER BERMAN INCOME FDSNEW 2014-03 PURCHASE 2015-04   4,381 4,433     -52  
    036 NEUBERGER BERMAN INCOME FDSNEW 2013-07 PURCHASE 2015-04   4,486 4,504     -18  
    036 NEUBERGER BERMAN INCOME FDSNEW 2014-11 PURCHASE 2015-04   1,791 1,783     8  
    036 NEUBERGER BERMAN INCOME FDSNEW 2014-12 PURCHASE 2015-04   1,721 1,716     5  
    036 NEUBERGER BERMAN INCOME FDSNEW 2014-10 PURCHASE 2015-04   4,831 4,803     28  
    036 NEUBERGER BERMAN INCOME FDSNEW 2014-09 PURCHASE 2015-04   4,766 4,789     -23  
    036 NEUBERGER BERMAN INCOME FDSNEW 2015-04 PURCHASE 2015-04   1,847 1,840     7  
    036 NEUBERGER BERMAN INCOME FDSNEW 2014-06 PURCHASE 2015-04   4,672 4,718     -46  
    036 NEUBERGER BERMAN INCOME FDSNEW 2014-07 PURCHASE 2015-04   4,519 4,568     -49  
    036 NEUBERGER BERMAN INCOME FDSNEW 2014-05 PURCHASE 2015-04   4,515 4,550     -35  
    036 NEUBERGER BERMAN INCOME FDSNEW 2015-01 PURCHASE 2015-04   1,748 1,719     29  
    036 NEUBERGER BERMAN INCOME FDSNEW 2015-02 PURCHASE 2015-04   1,802 1,772     30  
    547 ACCENTURE PLC IRELANDSHS CL A 2014-08 PURCHASE 2015-04   4,714 4,126     588  
    547 ACCENTURE PLC IRELANDSHS CL A 2015-05 PURCHASE 2015-10   7,282 6,999     283  
    547 ADIDAS-SALOMON AGSPONSORED AD 2014-12 PURCHASE 2015-06   14,825 14,115     710  
    547 ADIDAS-SALOMON AGSPONSORED AD 2014-08 PURCHASE 2015-05   26,508 26,830     -322  
    547 ADIDAS-SALOMON AGSPONSORED AD 2015-05 PURCHASE 2015-05   16,993 18,431     -1,438  
    547 ADIDAS-SALOMON AGSPONSORED AD 2014-12 PURCHASE 2015-06   5,306 5,064     242  
    547 ADIDAS-SALOMON AGSPONSORED AD 2014-08 PURCHASE 2015-06   20,403 20,726     -323  
    547 AES CORP 2015-05 PURCHASE 2015-12   13,522 18,948     -5,426  
    547 AES CORP 2014-08 PURCHASE 2015-12   34,907 53,252     -18,345  
    547 AES CORP 2014-08 PURCHASE 2015-12   13,522 20,628     -7,106  
    547 AES CORP 2014-08 PURCHASE 2015-12   959 1,463     -504  
    547 ANGLO AMERN PLCSPONSORED ADR 2014-08 PURCHASE 2015-12   2,767 16,052     -13,285  
    547 ANGLO AMERN PLCSPONSORED ADR 2014-08 PURCHASE 2015-12   7,920 45,936     -38,016  
    547 ANGLO AMERN PLCSPONSORED ADR 2015-05 PURCHASE 2015-12   2,767 10,748     -7,981  
    547 AUTOLIV INC 2014-08 PURCHASE 2015-06   32,204 26,291     5,913  
    547 AUTOLIV INC 2015-05 PURCHASE 2015-05   12,629 11,982     647  
    547 AUTOLIV INC 2014-08 PURCHASE 2015-05   30,941 25,260     5,681  
    547 BANCO SANTANDER CENTRALHISPANO S 2015-05 PURCHASE 2015-11   13,795 18,334     -4,539  
    547 BANCO SANTANDER CENTRALHISPANO S 2014-08 PURCHASE 2015-11   50,358 87,749     -37,391  
    547 BANCO SANTANDER CENTRALHISPANO S 2015-02 PURCHASE 2015-11   1,143 1,374     -231  
    547 BASF AG SPONS ADR 2014-08 PURCHASE 2015-12   16,458 21,609     -5,151  
    547 BASF AG SPONS ADR 2014-08 PURCHASE 2015-12   34,506 45,276     -10,770  
    547 BASF AG SPONS ADR 2015-05 PURCHASE 2015-12   16,469 20,900     -4,431  
    547 BROOKFIELD ASSET MANAGEMENTIN 2015-05 PURCHASE 2015-12   16,792 19,003     -2,211  
    547 BROOKFIELD ASSET MANAGEMENTIN 2014-08 PURCHASE 2015-01   13,726 12,882     844  
    547 CAMECO CORP 2015-05 PURCHASE 2015-12   9,502 13,221     -3,719  
    547 CAMECO CORP 2014-08 PURCHASE 2015-12   1,234 1,969     -735  
    547 CAMECO CORP 2014-08 PURCHASE 2015-12   29,615 47,253     -17,638  
    547 CAMECO CORP 2014-08 PURCHASE 2015-12   7,410 11,813     -4,403  
    547 COMPAGNIE FINANCIERERICHEMONT 2015-07 PURCHASE 2015-12   60,484 67,725     -7,241  
    547 DBS GROUP HOLDINGS LTDSPONSOR 2015-05 PURCHASE 2015-12   14,188 18,762     -4,574  
    547 DBS GROUP HOLDINGS LTDSPONSOR 2014-08 PURCHASE 2015-12   54,388 65,769     -11,381  
    547 DIAGEO PLC-SPONSORED ADRNEW R 2014-08 PURCHASE 2015-12   22,200 23,864     -1,664  
    547 DIAGEO PLC-SPONSORED ADRNEW R 2014-08 PURCHASE 2015-12   11,098 11,932     -834  
    547 DIAGEO PLC-SPONSORED ADRNEW R 2014-08 PURCHASE 2015-12   22,198 23,864     -1,666  
    547 DNB ASASPONSORED ADR REPSTG 1 2015-08 PURCHASE 2015-09   66,700 67,420     -720  
    547 DNB ASASPONSORED ADR REPSTG 1 2015-05 PURCHASE 2015-08   19,019 21,752     -2,733  
    547 DNB ASASPONSORED ADR REPSTG 1 2014-08 PURCHASE 2015-08   55,473 64,295     -8,822  
    547 ERICSSON L M TEL COADR CL B S 2014-08 PURCHASE 2015-10   55,141 70,747     -15,606  
    547 ERICSSON L M TEL COADR CL B S 2015-05 PURCHASE 2015-10   14,967 16,708     -1,741  
    547 HEINEKEN N VSPONSORED ADR LEV 2014-08 PURCHASE 2015-04   9,265 8,982     283  
    547 HSBC HOLDINGS PLCSPONSORED AD 2014-08 PURCHASE 2015-12   15,705 20,775     -5,070  
    547 HSBC HOLDINGS PLCSPONSORED AD 2015-05 PURCHASE 2015-12   12,483 15,199     -2,716  
    547 HSBC HOLDINGS PLCSPONSORED AD 2014-08 PURCHASE 2015-12   12,480 16,514     -4,034  
    547 HSBC HOLDINGS PLCSPONSORED AD 2014-08 PURCHASE 2015-12   16,104 21,308     -5,204  
    547 IMPERIAL TOBACCO GROUP PLCSPO 2014-08 PURCHASE 2015-04   63,622 56,186     7,436  
    547 INDIVIOR PLCSPONSORED ADR 2014-08 PURCHASE 2015-01   2,012 2,114     -102  
    547 KDDI CORPORATIONUNSPONSORED A 2015-08 PURCHASE 2015-09   7,905 7,944     -39  
    547 KIMBERLY CLARK DE MEXICO SASP 2015-08 PURCHASE 2015-08   3,629 4,015     -386  
    547 KIMBERLY CLARK DE MEXICO SASP 2015-08 PURCHASE 2015-08   5,665 6,272     -607  
    547 KIMBERLY CLARK DE MEXICO SASP 2015-08 PURCHASE 2015-08   8,651 9,690     -1,039  
    547 KIMBERLY CLARK DE MEXICO SASP 2015-08 PURCHASE 2015-08   22,366 25,328     -2,962  
    547 KIMBERLY CLARK DE MEXICO SASP 2015-08 PURCHASE 2015-08   2,427 2,738     -311  
    547 KIMBERLY CLARK DE MEXICO SASP 2015-08 PURCHASE 2015-08   13,230 14,454     -1,224  
    547 KIMBERLY CLARK DE MEXICO SASP 2015-08 PURCHASE 2015-08   6,425 7,041     -616  
    547 KIMBERLY CLARK DE MEXICO SASP 2015-08 PURCHASE 2015-08   3,355 3,766     -411  
    547 KIMBERLY CLARK DE MEXICO SASP 2015-08 PURCHASE 2015-08   1,772 1,949     -177  
    547 KIMBERLY CLARK DE MEXICO SASP 2015-08 PURCHASE 2015-08   5,518 6,026     -508  
    547 KONINKLIJKE DSM NV-SPONSORED 2014-09 PURCHASE 2015-12   12,944 15,435     -2,491  
    547 KONINKLIJKE DSM NV-SPONSORED 2014-08 PURCHASE 2015-12   21,358 27,258     -5,900  
    547 KONINKLIJKE DSM NV-SPONSORED 2014-08 PURCHASE 2015-12   13,385 17,069     -3,684  
    547 KONINKLIJKE DSM NV-SPONSORED 2015-05 PURCHASE 2015-12   13,385 14,760     -1,375  
    547 KONINKLIJKE DSM NV-SPONSORED 2014-08 PURCHASE 2015-12   6,096 7,774     -1,678  
    547 KUBOTA CORP-ADR 2015-06 PURCHASE 2015-12   13,398 14,070     -672  
    547 KUBOTA CORP-ADR 2015-06 PURCHASE 2015-12   11,752 12,300     -548  
    547 KUBOTA CORP-ADR 2015-06 PURCHASE 2015-12   7,835 8,238     -403  
    547 KUBOTA CORP-ADR 2015-06 PURCHASE 2015-12   19,587 20,413     -826  
    547 KUBOTA CORP-ADR 2015-06 PURCHASE 2015-12   23,426 24,678     -1,252  
    547 MICHELIN COMPAGNIE GENERALEDE 2015-05 PURCHASE 2015-05   16,357 16,311     46  
    547 MICHELIN COMPAGNIE GENERALEDE 2014-08 PURCHASE 2015-05   66,102 65,148     954  
    547 NESTLE SA-SPONSORED ADRREPSTG 2015-05 PURCHASE 2015-07   17,594 18,772     -1,178  
    547 NESTLE SA-SPONSORED ADRREPSTG 2014-08 PURCHASE 2015-07   6,964 7,329     -365  
    547 NIDEC CORPSPONSORED ADR 2014-08 PURCHASE 2015-03   12,466 12,327     139  
    547 NIDEC CORPSPONSORED ADR 2014-08 PURCHASE 2015-03   5,480 5,368     112  
    547 NIDEC CORPSPONSORED ADR 2015-05 PURCHASE 2015-12   3,668 3,808     -140  
    547 NIDEC CORPSPONSORED ADR 2015-05 PURCHASE 2015-12   5,508 5,712     -204  
    547 NIDEC CORPSPONSORED ADR 2015-05 PURCHASE 2015-12   4,577 4,760     -183  
    547 NIDEC CORPSPONSORED ADR 2015-05 PURCHASE 2015-12   3,666 3,808     -142  
    547 NIDEC CORPSPONSORED ADR 2015-05 PURCHASE 2015-12   1,832 1,904     -72  
    547 NOBLE CORP PLCSHS USD 2014-08 PURCHASE 2015-04   30,021 57,257     -27,236  
    547 NOVARTIS AG-SPONSORED ADR 2015-05 PURCHASE 2015-12   19,360 22,725     -3,365  
    547 ORIX CORPSPONSORED ADR 2014-08 PURCHASE 2015-12   3,585 3,885     -300  
    547 ORIX CORPSPONSORED ADR 2014-08 PURCHASE 2015-12   20,822 22,530     -1,708  
    547 ORIX CORPSPONSORED ADR 2014-08 PURCHASE 2015-12   14,358 15,538     -1,180  
    547 ORIX CORPSPONSORED ADR 2014-08 PURCHASE 2015-12   15,074 16,315     -1,241  
    547 ORIX CORPSPONSORED ADR 2015-05 PURCHASE 2015-12   15,078 16,298     -1,220  
    547 RECKITT BENCKISER PLCSPONSORE 2015-05 PURCHASE 2015-10   7,294 7,035     259  
    547 SAMSONITE INTERNATIONAL S.AAD 2015-05 PURCHASE 2015-12   13,008 16,127     -3,119  
    547 SAMSONITE INTERNATIONAL S.AAD 2015-04 PURCHASE 2015-12   27,027 32,967     -5,940  
    547 SAMSONITE INTERNATIONAL S.AAD 2015-04 PURCHASE 2015-12   10,959 13,364     -2,405  
    547 SAMSONITE INTERNATIONAL S.AAD 2015-04 PURCHASE 2015-12   12,414 14,932     -2,518  
    547 SENSATA TECHNOLOGIESHOLDING N 2015-07 PURCHASE 2015-12   9,152 10,567     -1,415  
    547 SENSATA TECHNOLOGIESHOLDING N 2015-07 PURCHASE 2015-12   4,577 5,284     -707  
    547 SENSATA TECHNOLOGIESHOLDING N 2015-07 PURCHASE 2015-12   21,502 24,833     -3,331  
    547 SENSATA TECHNOLOGIESHOLDING N 2015-07 PURCHASE 2015-12   46 53     -7  
    547 SHINSEI BANK LTD TOKYOSPONSOR 2015-10 PURCHASE 2015-12   61,882 74,170     -12,288  
    547 SIEMENS A GSPONSORED ADR 2015-05 PURCHASE 2015-12   11,875 13,176     -1,301  
    547 SIEMENS A GSPONSORED ADR 2014-08 PURCHASE 2015-12   11,875 15,108     -3,233  
    547 SIEMENS A GSPONSORED ADR 2014-08 PURCHASE 2015-12   42,552 54,137     -11,585  
    547 SWATCH GROUP AG (THE)UNSPONSORED 2014-08 PURCHASE 2015-07   39,093 55,020     -15,927  
    547 SWATCH GROUP AG (THE)UNSPONSORED 2015-05 PURCHASE 2015-07   9,773 11,304     -1,531  
    547 TOTAL S.A.1 ADR REPRESENTING 2015-05 PURCHASE 2015-12   8,717 10,257     -1,540  
    547 TOTAL S.A.1 ADR REPRESENTING 2014-08 PURCHASE 2015-12   8,717 12,358     -3,641  
    547 TOTAL S.A.1 ADR REPRESENTING 2014-08 PURCHASE 2015-12   18,356 26,016     -7,660  
    547 TOTAL S.A.1 ADR REPRESENTING 2014-08 PURCHASE 2015-12   9,180 13,008     -3,828  
    547 TOTAL S.A.1 ADR REPRESENTING 2014-08 PURCHASE 2015-12   14,223 20,162     -5,939  
    547 TOYOTA MOTOR CORP-ADR NEWREPS 2014-08 PURCHASE 2015-01   3,550 3,129     421  
    547 TOYOTA MOTOR CORP-ADR NEWREPS 2014-08 PURCHASE 2015-06   5,689 4,867     822  
    547 TOYOTA MOTOR CORP-ADR NEWREPS 2014-08 PURCHASE 2015-06   17,437 15,181     2,256  
    547 TOYOTA MOTOR CORP-ADR NEWREPS 2014-08 PURCHASE 2015-06   23,011 20,165     2,846  
    547 TOYOTA MOTOR CORP-ADR NEWREPS 2015-05 PURCHASE 2015-06   14,098 14,406     -308  
    547 TOYOTA MOTOR CORP-ADR NEWREPS 2015-05 PURCHASE 2015-06   4,673 4,755     -82  
    547 TOYOTA MOTOR CORP-ADR NEWREPS 2014-08 PURCHASE 2015-06   24,189 20,396     3,793  
    547 VALLOUREC S ANEW SPONSORED AD 2014-08 PURCHASE 2015-07   30,673 66,535     -35,862  
    547 VALLOUREC S ANEW SPONSORED AD 2015-05 PURCHASE 2015-07   7,458 8,844     -1,386  
    547 WEATHERFORD INTERNATIONALLTD 2015-05 PURCHASE 2015-12   6,495 10,920     -4,425  
    547 WEATHERFORD INTERNATIONALLTD 2014-08 PURCHASE 2015-12   23,409 60,720     -37,311  
    547 WEATHERFORD INTERNATIONALLTD 2014-08 PURCHASE 2015-12   1,735 4,498     -2,763  
    547 WESTFIELD GROUPSPONSORED ADR 2014-08 PURCHASE 2015-02   73,618 67,920     5,698  
    561 NEUBERGER BERMAN INCOME FDSNEW 2015-11 PURCHASE 2015-12   3,898 4,027     -129  
    561 NEUBERGER BERMAN INCOME FDSNEW 2015-10 PURCHASE 2015-12   3,798 3,787     11  
    561 NEUBERGER BERMAN INCOME FDSNEW 2015-04 PURCHASE 2015-12   3,455 3,758     -303  
    561 NEUBERGER BERMAN INCOME FDSNEW 2015-12 PURCHASE 2015-12   4,149 4,236     -87  
    561 NEUBERGER BERMAN INCOME FDSNEW 2014-12 PURCHASE 2015-12   3,938 4,557     -619  
    561 NEUBERGER BERMAN INCOME FDSNEW 2014-10 PURCHASE 2015-12   742,872 862,329     -119,457  
    561 NEUBERGER BERMAN INCOME FDSNEW 2015-09 PURCHASE 2015-12   3,604 3,710     -106  
    561 NEUBERGER BERMAN INCOME FDSNEW 2014-12 PURCHASE 2015-12   844 911     -67  
    561 NEUBERGER BERMAN INCOME FDSNEW 2015-08 PURCHASE 2015-12   3,293 3,503     -210  
    561 NEUBERGER BERMAN INCOME FDSNEW 2015-03 PURCHASE 2015-12   3,293 3,643     -350  
    561 NEUBERGER BERMAN INCOME FDSNEW 2015-02 PURCHASE 2015-12   3,660 4,042     -382  
    561 NEUBERGER BERMAN INCOME FDSNEW 2014-11 PURCHASE 2015-04   3,650 3,819     -169  
    561 NEUBERGER BERMAN INCOME FDSNEW 2014-10 PURCHASE 2015-04   96,350 99,893     -3,543  
    561 NEUBERGER BERMAN INCOME FDSNEW 2015-07 PURCHASE 2015-12   3,359 3,632     -273  
    561 NEUBERGER BERMAN INCOME FDSNEW 2015-05 PURCHASE 2015-12   3,778 4,233     -455  
    561 NEUBERGER BERMAN INCOME FDSNEW 2015-01 PURCHASE 2015-12   3,717 4,072     -355  
    561 NEUBERGER BERMAN INCOME FDSNEW 2015-06 PURCHASE 2015-12   3,539 3,905     -366  
    662 MATTHEWS INTL FDSPAC TIGER FD 2015-01 PURCHASE 2015-12   879,885 1,040,000     -160,115  
    662 MATTHEWS INTL FDSPAC TIGER FD 2015-12 PURCHASE 2015-12   82,835       82,835  
    JPM ABERDEEN ASIA-PAC XJ-INST 2015-07 PURCHASE 2015-09   309,247 360,000     -50,753  
    JPM ABERDEEN ASIA-PAC XJ-INST 2015-08 PURCHASE 2015-09   162,747 180,000     -17,253  
    JPM ABERDEEN ASIA-PAC XJ-INST 2015-08 PURCHASE 2015-09   82,437 90,000     -7,563  
    JPM ABERDEEN ASIA-PAC XJ-INST 2015-08 PURCHASE 2015-09   83,926 90,000     -6,074  
    JPM BROWN ADV JAPAN ALPHA OPP-IS 2015-12 PURCHASE 2015-12   1,205       1,205  
    JPM DEUTSCHE X-TRACKERS MSCI EAF 2015-12 PURCHASE 2015-12   4,256       4,256  
    JPM DODGE & COX INCOME FD 2015-12 PURCHASE 2015-12   920       920  
    JPM EDGEWOOD GROWTH FD-INS 2015-12 PURCHASE 2015-12   41,828       41,828  
    JPM JOHN HANCOCK III-DISCPLN V-I 2015-12 PURCHASE 2015-12   39,798       39,798  
    JPM JPM INTREPID AMER FD - SEL FUND 2015-12 PURCHASE 2015-12   76,795       76,795  
    JPM JPM SHORT DURATION BD FD - SEL F 2015-12 PURCHASE 2015-12   1,703       1,703  

    TY 2015 InvestmentsCorpBondsSchedule
    Name:
    NICHOLAS J AND ANNA K BOURAS
     
    FOUNDATION INC
    EIN:
    22-3591803
    Name of Bond End of Year Book Value End of Year Fair Market Value
    MUNI BONDS - NB 593-01907 1,726,544 1,726,544
    CORP BONDS -NB 593-01916 2,318,293 2,318,293
    CONVERTIBLE BONDS -NB 593-01919 35,655 35,655
    FIX INC TAXABLE FUND - NB 593-01963    
    FIX INC TAXABLE FUND - NB 593-01970    
    FIX INC TAXABLE FUND - NB 593-04036    
    FIX INC TAXABLE FUND - NB 593-04561    
    CORP BONDS-JPM 11,352,236 11,352,236

    TY 2015 InvestmentsCorpStockSchedule
    Name:
    NICHOLAS J AND ANNA K BOURAS
     
    FOUNDATION INC
    EIN:
    22-3591803
    Name of Stock End of Year Book Value End of Year Fair Market Value
    EQUITY MUTUAL FUNDS-NB 593-01914 1,709,323 1,709,323
    EQUITIES -NB 593-01917 4,680,201 4,680,201
    EQUITIES -NB 593-01918 4,339,204 4,339,204
    EQUITIES -NB 593-01919 1,378,239 1,378,239
    EQUITIES -NB 593-01920 2,337,785 2,337,785
    EQUITIES -NB 593-01930 1,011,786 1,011,786
    EQUITY MUTUAL FUNDS-NB 593-01962 454,765 454,765
    EQUITIES -NB 593-04547 2,712,327 2,712,327
    EQUITIES -NB 593-04662 102,268 102,268
    EQUITIES-JPM 18,179,303 18,179,303

    TY 2015 InvestmentsGovtObligationsSch
    Name:
    NICHOLAS J AND ANNA K BOURAS
     
    FOUNDATION INC
    EIN:
    22-3591803
    US Government Securities - End of Year Book Value:

    4,318,229
    US Government Securities - End of Year Fair Market Value:

    4,318,229
    State & Local Government Securities - End of Year Book Value:


     
    State & Local Government Securities - End of Year Fair Market Value:


     


    TY 2015 InvestmentsOtherSchedule2
    Name:
    NICHOLAS J AND ANNA K BOURAS
     
    FOUNDATION INC
    EIN:
    22-3591803
    Category/ Item Listed at Cost or FMV Book Value End of Year Fair Market Value
    ALTERNATIVE INVESTMENTS IN LPS FMV    

    TY 2015 LandEtcSchedule2
    Name:
    NICHOLAS J AND ANNA K BOURAS
     
    FOUNDATION INC
    EIN:
    22-3591803
    Category / Item Cost / Other Basis Accumulated Depreciation Book Value End of Year Fair Market Value
    OFFICE FURNITURE 136,447 103,926 32,521 32,521
    LEASEHOLD IMPROVEMENTS 358,281 123,904 234,377 234,377


    TY 2015 LegalFeesSchedule
    Name:
    NICHOLAS J AND ANNA K BOURAS
     
    FOUNDATION INC
    EIN:
    22-3591803
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    LEGAL FEES 10,431     10,431


    TY 2015 OtherDecreasesSchedule
    Name:
    NICHOLAS J AND ANNA K BOURAS
     
    FOUNDATION INC
    EIN:
    22-3591803
    Description Amount
    UNREALIZED LOSS ON INVESTMENT VALUE 3,158,522


    TY 2015 OtherExpensesSchedule
    Name:
    NICHOLAS J AND ANNA K BOURAS
     
    FOUNDATION INC
    EIN:
    22-3591803
    Description Revenue and Expenses per Books Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    EXPENSES        
    COMPUTER EXPENSES 1,366     1,366
    INSURANCE EXPENSE 15,694     15,694
    OFFICE EXPENSE 4,972     4,972
    TELEPHONE 4,110     4,110
    POSTAGE AND MAILING 544     544
    OTHER 3,733 3,733    
    TRAVEL 1,175     1,175
    REPAIRS & MAINTENANCE 667     667


    TY 2015 OtherProfessionalFeesSchedule
    Name:
    NICHOLAS J AND ANNA K BOURAS
     
    FOUNDATION INC
    EIN:
    22-3591803
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    INVESTMENT MANAGEMENT FEES 303,942 303,942    


    TY 2015 TaxesSchedule
    Name:
    NICHOLAS J AND ANNA K BOURAS
     
    FOUNDATION INC
    EIN:
    22-3591803
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    NJ CRI TAXES 55      
    FOREIGN TAX 14,790 14,790    
    990PF TAX 2015 249,364