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.
bulletGo to www.irs.gov/Form990PF for instructions and the latest information.
OMB No. 1545-0052
2019
Open to Public Inspection
For calendar year 2019, or tax year beginning 02-01-2019 , and ending 01-31-2020
Name of foundation
RUTGERS UNIVERSITY TR UW XXXXX9006
 
Number and street (or P.O. box number if mail is not delivered to street address)10 S DEARBORN IL1-0111
  Room/suite
City or town, state or province, country, and ZIP or foreign postal code
CHICAGO, IL60603
A Employer identification number

13-6753472
B Telephone number (see instructions)

(800) 496-2583
C bullet
G Check all that apply:

D 1. Foreign organizations, check here............. bullet
2. Foreign organizations meeting the 85%
test, check here and attach computation ... 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$68,247,787J 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)  
2 Check bullet.............
3 Interest on savings and temporary cash investments      
4 Dividends and interest from securities... 1,094,834 1,094,834  
5a Gross rents............      
b Net rental income or (loss)  
6a Net gain or (loss) from sale of assets not on line 10 3,471,777
b Gross sales price for all assets on line 6a 16,902,590
7 Capital gain net income (from Part IV, line 2)... 3,471,777
8 Net short-term capital gain......... 0
9 Income modifications...........  
10a Gross sales less returns and allowances  
b Less: Cost of goods sold....  
c Gross profit or (loss) (attach schedule).....    
11 Other income (attach schedule)....... Click to see attachment 84,061 84,061  
12 Total. Add lines 1 through 11........ 4,650,672 4,650,672  
Operating and Administrative Expenses 13 Compensation of officers, directors, trustees, etc. 309,673 204,496   105,177
14 Other employee salaries and wages......   0 0 0
15 Pension plans, employee benefits.......   0 0  
16a Legal fees (attach schedule).........       0
b Accounting fees (attach schedule).......        
c Other professional fees (attach schedule)....       0
17 Interest...............       0
18 Taxes (attach schedule) (see instructions)... Click to see attachment 90,404 6,169   0
19 Depreciation (attach schedule) and depletion... 0 0  
20 Occupancy..............        
21 Travel, conferences, and meetings.......   0 0  
22 Printing and publications..........   0 0  
23 Other expenses (attach schedule).......        
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 400,077 210,665 0 105,177
25 Contributions, gifts, grants paid....... 3,222,000 3,222,000
26 Total expenses and disbursements. Add lines 24 and 25 3,622,077 210,665 0 3,327,177
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements 1,028,595
b Net investment income (if negative, enter -0-) 4,440,007
c Adjusted net income (if negative, enter -0-)... 0
For Paperwork Reduction Act Notice, see instructions.
Cat. No. 11289X Form 990-PF (2019)
Form 990-PF (2019)
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............. 67,421 74,907 74,907
2 Savings and temporary cash investments......... 2,387,676 1,091,521 1,091,521
3 Accounts receivable bullet  
Less: allowance for doubtful accounts bullet     0 0
4 Pledges receivable bullet  
Less: allowance for doubtful accounts bullet        
5 Grants receivable.................      
6 Receivables due from officers, directors, trustees, and other
disqualified persons (attach schedule) (see instructions).....      
7 Other notes and loans receivable (attach schedule) bullet  
Less: allowance for doubtful accounts bullet0      
8 Inventories for sale or use..............      
9 Prepaid expenses and deferred charges..........      
10a Investments—U.S. and state government obligations (attach schedule)      
b Investments—corporate stock (attach schedule)....... 23,372,116 Click to see attachment20,743,497 35,561,820
c Investments—corporate bonds (attach schedule)....... 14,812,347 Click to see attachment18,042,489 18,500,744
11 Investments—land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
12 Investments—mortgage loans.............      
13 Investments—other (attach schedule).......... 7,077,910 Click to see attachment8,811,040 13,018,795
14 Land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
15 Other assets (describe bullet)      
16 Total assets (to be completed by all filers—see the
instructions. Also, see page 1, item I) 47,717,470 48,763,454 68,247,787
Liabilities 17 Accounts payable and accrued expenses..........    
18 Grants payable.................    
19 Deferred revenue.................    
20 Loans from officers, directors, trustees, and other disqualified persons    
21 Mortgages and other notes payable (attach schedule)......    
22 Other liabilities (describe bullet)    
23 Total liabilities (add lines 17 through 22).........   0
Net Assets or Fund Balances Foundations that follow FASB ASC 958, check here bullet
and complete lines 24, 25, 29 and 30.
24 Net assets without donor restrictions...........    
25 Net assets with donor restrictions............    
Foundations that do not follow FASB ASC 958, check here bullet
and complete lines 26 through 30.
26 Capital stock, trust principal, or current funds........ 47,717,470 48,763,454
27 Paid-in or capital surplus, or land, bldg., and equipment fund    
28 Retained earnings, accumulated income, endowment, or other funds    
29 Total net assets or fund balances (see instructions)..... 47,717,470 48,763,454
30 Total liabilities and net assets/fund balances (see instructions). 47,717,470 48,763,454
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 29 (must agree with end-of-year figure reported on prior year’s return) ...............
1
47,717,470
2
Enter amount from Part I, line 27a .....................
2
1,028,595
3
Other increases not included in line 2 (itemize) bulletClick to see attachment
3
20,201
4
Add lines 1, 2, and 3 ..........................
4
48,766,266
5
Decreases not included in line 2 (itemize) bulletClick to see attachment
5
2,812
6
Total net assets or fund balances at end of year (line 4 minus line 5)—Part II, column (b), line 29 .
6
48,763,454
Form 990-PF (2019)
Form 990-PF (2019)
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 13. GILEAD SCIENCES INC     2019-02-01
b 7535.51 AMERICREDIT AUTOMOBILE RECEIVA 2016-1 CL B 2.300% 03/08/2021   2017-08-02 2019-02-08
c . CALIFORNIA REPUBLIC AUTO RECEI 2014-4 CL A4 1.840% 06/15/2020   2015-12-16 2019-02-15
d . FHLMC GOLD G11720 4.5% 08/01/20   2011-04-14 2019-02-15
e . FREDDIE MAC   2009-08-12 2019-02-15
. FHLMC GOLD G30210 7% 11/01/21   2013-01-30 2019-02-15
. FHLMC GOLD G11974 5.5% 05/01/21   2013-07-16 2019-02-15
. FHLMC GOLD G12031 5.5% 05/01/21   2014-01-29 2019-02-15
. FHLMC GOLD G12379 4.5% 06/01/21   2011-04-08 2019-02-15
. FHLMC GOLD G18009 5% 09/01/19   2011-06-21 2019-02-15
. FHLMC GOLD C91128 5.5% 12/01/27   2014-04-08 2019-02-15
. FHLMC GOLD J02723 5% 08/01/20   2012-06-12 2019-02-15
. FHLMC 1061 CL L 6.65% 04/15/2021 DTD 04/01/1991   2015-02-19 2019-02-15
. FHLMC GOLD B13692 5% 04/01/19   2011-11-22 2019-02-15
. FHLMC GOLD B18276 4.5% 04/01/20   2011-04-07 2019-02-15
. FHLMC GOLD B18454 5.5% 05/01/20   2014-11-25 2019-02-15
. FHLMC 3807 CL MG 3.5% 11/15/2039 DTD 02/01/2011   2018-03-05 2019-02-15
. FED HOME LN MTG CORP 4494 CL KA 3.75% 10/15/2042 DTD 07/01/2015   2018-07-19 2019-02-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2017-01-27 2019-02-15
. FHLMC 3448 CL AG 5.0% 05/15/2038 DTD 05/01/2008   2017-10-11 2019-02-15
. FHLMC 3640 CL EL 4.0% 03/15/2020 DTD 03/01/2010   2011-08-10 2019-02-15
. FHLMC 3656 CL PM 5.0% 04/15/2040 DTD 04/01/2010   2019-01-11 2019-02-15
. GNMA 620211 5.5% 05/15/20   2012-04-27 2019-02-15
50000. NISSAN AUTO LEASE TRUST 2016-B CL A4 01/18/2022 DTD 09/21/2016   2017-06-26 2019-02-15
45. ANALOG DEVICES INC   2018-09-13 2019-02-19
20. ANALOG DEVICES INC   2018-09-13 2019-02-19
57. ANALOG DEVICES INC   2018-09-13 2019-02-19
58. ANALOG DEVICES INC     2019-02-19
88. ANALOG DEVICES INC     2019-02-19
19. ANALOG DEVICES INC     2019-02-19
. GNMA 2010-14 CL HA 4.5% 02/16/2040 DTD 02/01/2010   2018-04-30 2019-02-19
74. ANALOG DEVICES INC     2019-02-20
. FNMA 1998-30 CL ZA 6.5% 05/20/2028 DTD 05/01/1998   2018-11-27 2019-02-20
. GNMA II POOL 3536 5.000% 04/20/2019 DTD 04/01/2004   2013-04-11 2019-02-20
. GNMA 2009-69 CL PV 4.0% 08/20/2039 DTD 08/01/2009   2018-02-02 2019-02-20
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005   2018-01-23 2019-02-20
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2017-10-11 2019-02-20
. GNMA 2005-93 CL BH 5.5% 06/20/2035 DTD 12/01/2005   2014-06-27 2019-02-20
. GNMA 2008-38 CL PL 5.5% 05/20/2038 DTD 05/01/2008   2016-06-06 2019-02-20
. GNMA 2008-51 CL PD 4.5% 06/20/2038 DTD 06/01/2008   2016-04-11 2019-02-20
28519.279 DODGE & INTERNATIONAL STOCK FUND   2017-06-27 2019-02-22
125251.253 T ROWE PR OVERSEAS STOCK-I     2019-02-22
. DRIVE AUTO RECEIVABLES TR 2017-1 2017-1 CL C 2.84% 04/15/2022 DTD   2018-02-05 2019-02-25
. FNMA 1994-19 CL Z   2012-10-11 2019-02-25
. FNMA 2011-72 CL AB 1.5% 04/25/2021 DTD 07/01/2011   2018-01-29 2019-02-25
. FNMA 2011-100 CL BD 2.5% 01/25/2041 DTD 09/01/2011   2015-04-17 2019-02-25
. FNMA 2011-134 CL PA 4.0% 09/25/2040 DTD 11/01/2011   2016-07-27 2019-02-25
. FNMA 2013-87 CL GD 3.0% 06/25/2043 DTD 07/01/2013   2018-01-23 2019-02-25
. FNMA 2013-94 CL CV 3.5% 07/25/2033 DTD 08/01/2013   2017-02-08 2019-02-25
. FNMA 357865 5% 07/01/20   2011-06-27 2019-02-25
. FNMA 2001-82 CL ZA 6.5% 01/25/2032 DTD 12/01/2001   2018-08-22 2019-02-25
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003     2019-02-25
. FNMA 2005-43 CL PB 5.0% 02/25/2034 DTD 04/01/2005   2016-10-14 2019-02-25
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2014-08-25 2019-02-25
. FNMA 2011-53 CL DT 4.5% 06/25/2041 DTD 05/01/2011   2017-08-04 2019-02-25
. FNMA 2010-8 CL TY 4.5% 02/25/2040 DTD 01/01/2010   2018-04-17 2019-02-25
. FNMA 2010-16 CL PT 6.5% 03/25/2035 DTD 02/01/2010   2015-07-07 2019-02-25
. FNMA 2010-100 CL LA 2.5% 07/25/2040 DTD 08/01/2010   2017-10-11 2019-02-25
. FNMA 2010-66 CL QA 4.5% 08/25/2039 DTD 05/01/2010   2016-02-02 2019-02-25
. FNMA 725793 5.5% 09/01/19   2011-05-10 2019-02-25
. FNMA 831304 5.5% 01/01/21   2013-02-20 2019-02-25
. FNMA 845159 4.5% 01/01/21   2011-04-12 2019-02-25
. FNMA 941044 5.5% 07/01/22   2013-12-17 2019-02-25
. FNMA 959738 6% 11/01/22   2014-03-10 2019-02-25
. FNMA 963318 5% 05/01/23   2012-09-17 2019-02-25
. FNMA 995265 5.5% 01/01/24   2012-12-05 2019-02-25
. FNMA AE0019 5% 07/01/20   2010-12-01 2019-02-25
39052.331 MFS EMERG MRKTS DEBT-R5   2016-07-25 2019-02-25
10000. BANK OF NEW YORK MELLON MTN 2.200% 03/04/2019 DTD 02/04/2014   2014-08-12 2019-03-04
15672.848 JPM GL RES ENH IDX FD - USD - R6 ISIN US48129C2070     2019-03-06
50153.114 ISHARES-MSCI EAFE INTL-K     2019-03-07
261688.473 JPMORGAN TRUST HIGH YLD ULTRA     2019-03-07
7128.61 AMERICREDIT AUTOMOBILE RECEIVA 2016-1 CL B 2.300% 03/08/2021   2017-08-02 2019-03-08
32. BIOGEN IDEC INC     2019-03-14
23. BIOGEN IDEC INC   2018-10-08 2019-03-14
585. BRISTOL MYERS SQUIBB CO     2019-03-14
127. DISNEY WALT CO     2019-03-14
60000. CALIFORNIA REPUBLIC AUTO RECEI 2014-4 CL A4 1.840% 06/15/2020   2015-12-16 2019-03-15
. DRIVE AUTO RECEIVABLES TR 2017-1 2017-1 CL C 2.84% 04/15/2022 DTD   2018-02-05 2019-03-15
. FHLMC GOLD G11720 4.5% 08/01/20   2011-04-14 2019-03-15
. FREDDIE MAC   2009-08-12 2019-03-15
. FHLMC GOLD G30210 7% 11/01/21   2013-01-30 2019-03-15
. FHLMC GOLD G11974 5.5% 05/01/21   2013-07-16 2019-03-15
. FHLMC GOLD G12031 5.5% 05/01/21   2014-01-29 2019-03-15
. FHLMC GOLD G12379 4.5% 06/01/21   2011-04-08 2019-03-15
. FHLMC GOLD G18009 5% 09/01/19   2011-06-21 2019-03-15
. FHLMC GOLD C91128 5.5% 12/01/27   2014-04-08 2019-03-15
. FHLMC GOLD J02723 5% 08/01/20   2012-06-12 2019-03-15
. FHLMC 1061 CL L 6.65% 04/15/2021 DTD 04/01/1991   2015-02-19 2019-03-15
. FHLMC GOLD B13692 5% 04/01/19   2011-11-22 2019-03-15
. FHLMC GOLD B18276 4.5% 04/01/20   2011-04-07 2019-03-15
. FHLMC GOLD B18454 5.5% 05/01/20   2014-11-25 2019-03-15
. FHLMC 3807 CL MG 3.5% 11/15/2039 DTD 02/01/2011   2018-03-05 2019-03-15
. FED HOME LN MTG CORP 4494 CL KA 3.75% 10/15/2042 DTD 07/01/2015   2018-07-19 2019-03-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2017-01-27 2019-03-15
. FHLMC 3448 CL AG 5.0% 05/15/2038 DTD 05/01/2008   2017-10-11 2019-03-15
. FHLMC 3640 CL EL 4.0% 03/15/2020 DTD 03/01/2010   2011-08-10 2019-03-15
. FHLMC 3656 CL PM 5.0% 04/15/2040 DTD 04/01/2010   2019-01-11 2019-03-15
. GNMA 620211 5.5% 05/15/20   2012-04-27 2019-03-15
. GNMA 2010-14 CL HA 4.5% 02/16/2040 DTD 02/01/2010   2018-04-30 2019-03-18
. BANK OF AMERICA CORPORATION     2019-03-20
. FNMA 1998-30 CL ZA 6.5% 05/20/2028 DTD 05/01/1998   2018-11-27 2019-03-20
. GNMA II POOL 3536 5.000% 04/20/2019 DTD 04/01/2004   2013-04-11 2019-03-20
. GNMA 2009-69 CL PV 4.0% 08/20/2039 DTD 08/01/2009   2018-02-02 2019-03-20
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005   2018-01-23 2019-03-20
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2017-10-11 2019-03-20
. GNMA 2005-93 CL BH 5.5% 06/20/2035 DTD 12/01/2005   2014-06-27 2019-03-20
. GNMA 2008-38 CL PL 5.5% 05/20/2038 DTD 05/01/2008   2016-06-06 2019-03-20
. GNMA 2008-51 CL PD 4.5% 06/20/2038 DTD 06/01/2008   2016-04-11 2019-03-20
. FNMA 1994-19 CL Z   2012-10-11 2019-03-25
. FNMA 2011-72 CL AB 1.5% 04/25/2021 DTD 07/01/2011   2018-01-29 2019-03-25
. FNMA 2011-100 CL BD 2.5% 01/25/2041 DTD 09/01/2011   2015-04-17 2019-03-25
. FNMA 2011-134 CL PA 4.0% 09/25/2040 DTD 11/01/2011   2016-07-27 2019-03-25
. FNMA 2013-87 CL GD 3.0% 06/25/2043 DTD 07/01/2013   2018-01-23 2019-03-25
. FNMA 2013-94 CL CV 3.5% 07/25/2033 DTD 08/01/2013   2017-02-08 2019-03-25
. FNMA 357865 5% 07/01/20   2011-06-27 2019-03-25
. FNMA 2001-82 CL ZA 6.5% 01/25/2032 DTD 12/01/2001   2018-08-22 2019-03-25
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003     2019-03-25
. FNMA 2005-43 CL PB 5.0% 02/25/2034 DTD 04/01/2005   2016-10-14 2019-03-25
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2014-08-25 2019-03-25
. FNMA 2011-53 CL DT 4.5% 06/25/2041 DTD 05/01/2011   2017-08-04 2019-03-25
. FNMA 2010-8 CL TY 4.5% 02/25/2040 DTD 01/01/2010   2018-04-17 2019-03-25
. FNMA 2010-16 CL PT 6.5% 03/25/2035 DTD 02/01/2010   2015-07-07 2019-03-25
. FNMA 2010-100 CL LA 2.5% 07/25/2040 DTD 08/01/2010   2017-10-11 2019-03-25
. FNMA 2010-66 CL QA 4.5% 08/25/2039 DTD 05/01/2010   2016-02-02 2019-03-25
. FNMA 725793 5.5% 09/01/19   2011-05-10 2019-03-25
. FNMA 831304 5.5% 01/01/21   2013-02-20 2019-03-25
. FNMA 845159 4.5% 01/01/21   2011-04-12 2019-03-25
. FNMA 941044 5.5% 07/01/22   2013-12-17 2019-03-25
. FNMA 959738 6% 11/01/22   2014-03-10 2019-03-25
. FNMA 963318 5% 05/01/23   2012-09-17 2019-03-25
. FNMA 995265 5.5% 01/01/24   2012-12-05 2019-03-25
. FNMA AE0019 5% 07/01/20   2010-12-01 2019-03-25
20000. BANK OF AMERICA CORP 2.650% 04/01/2019 DTD 04/01/2014   2017-07-21 2019-04-01
. PFIZER INC     2019-04-03
81.052 DOW INC     2019-04-08
29.948 DOW INC   2018-04-09 2019-04-08
17. DOW INC     2019-04-08
5. DOW INC     2019-04-08
140. DOW INC     2019-04-08
71. DOW INC     2019-04-08
25000. MICROSOFT CORP SR NTS 2.375% 02/12/2022 DTD   2017-07-24 2019-04-08
7452.25 AMERICREDIT AUTOMOBILE RECEIVA 2016-1 CL B 2.300% 03/08/2021   2017-08-02 2019-04-09
17. DOW INC   2015-07-15 2019-04-09
73062.502 JPM US L/C CORE PL FD - USD - R6 ISIN US48129C6030     2019-04-09
. DRIVE AUTO RECEIVABLES TR 2017-1 2017-1 CL C 2.84% 04/15/2022 DTD   2018-02-05 2019-04-15
. FHLMC GOLD G11720 4.5% 08/01/20   2011-04-14 2019-04-15
. FREDDIE MAC   2009-08-12 2019-04-15
. FHLMC GOLD G30210 7% 11/01/21   2013-01-30 2019-04-15
. FHLMC GOLD G11974 5.5% 05/01/21   2013-07-16 2019-04-15
. FHLMC GOLD G12031 5.5% 05/01/21   2014-01-29 2019-04-15
. FHLMC GOLD G12379 4.5% 06/01/21   2011-04-08 2019-04-15
. FHLMC GOLD G18009 5% 09/01/19   2011-06-21 2019-04-15
. FHLMC GOLD C91128 5.5% 12/01/27   2014-04-08 2019-04-15
. FHLMC GOLD J02723 5% 08/01/20   2012-06-12 2019-04-15
. FHLMC 1061 CL L 6.65% 04/15/2021 DTD 04/01/1991   2015-02-19 2019-04-15
. FHLMC GOLD B18276 4.5% 04/01/20   2011-04-07 2019-04-15
. FHLMC GOLD B18454 5.5% 05/01/20   2014-11-25 2019-04-15
. FHLMC 3807 CL MG 3.5% 11/15/2039 DTD 02/01/2011   2018-03-05 2019-04-15
. FED HOME LN MTG CORP 4494 CL KA 3.75% 10/15/2042 DTD 07/01/2015   2018-07-19 2019-04-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2017-01-27 2019-04-15
. FHLMC 3378 CL FA VAR RT 06/15/2037 DTD 10/15/2007   2019-03-15 2019-04-15
. FHLMC 3448 CL AG 5.0% 05/15/2038 DTD 05/01/2008   2017-10-11 2019-04-15
. FHLMC 3640 CL EL 4.0% 03/15/2020 DTD 03/01/2010   2011-08-10 2019-04-15
. FHLMC 3656 CL PM 5.0% 04/15/2040 DTD 04/01/2010   2019-01-11 2019-04-15
. GNMA 620211 5.5% 05/15/20   2012-04-27 2019-04-15
. GNMA 2010-14 CL HA 4.5% 02/16/2040 DTD 02/01/2010   2018-04-30 2019-04-16
4008.54 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL   2017-09-25 2019-04-16
. FNMA 1998-30 CL ZA 6.5% 05/20/2028 DTD 05/01/1998   2018-11-27 2019-04-22
. GNMA II POOL 3536 5.000% 04/20/2019 DTD 04/01/2004   2013-04-11 2019-04-22
. GNMA 2009-69 CL PV 4.0% 08/20/2039 DTD 08/01/2009   2018-02-02 2019-04-22
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005   2018-01-23 2019-04-22
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2017-10-11 2019-04-22
. GNMA 2005-93 CL BH 5.5% 06/20/2035 DTD 12/01/2005   2014-06-27 2019-04-22
. GNMA 2008-38 CL PL 5.5% 05/20/2038 DTD 05/01/2008   2016-06-06 2019-04-22
. GNMA 2008-51 CL PD 4.5% 06/20/2038 DTD 06/01/2008   2016-04-11 2019-04-22
. DOW INC     2019-04-23
. FNMA 1994-19 CL Z   2012-10-11 2019-04-25
. FNMA 2011-72 CL AB 1.5% 04/25/2021 DTD 07/01/2011   2018-01-29 2019-04-25
. FNMA 2011-100 CL BD 2.5% 01/25/2041 DTD 09/01/2011   2015-04-17 2019-04-25
. FNMA 2011-134 CL PA 4.0% 09/25/2040 DTD 11/01/2011   2016-07-27 2019-04-25
. FNMA 2013-87 CL GD 3.0% 06/25/2043 DTD 07/01/2013   2018-01-23 2019-04-25
. FNMA 2013-94 CL CV 3.5% 07/25/2033 DTD 08/01/2013   2017-02-08 2019-04-25
. FNMA 357865 5% 07/01/20   2011-06-27 2019-04-25
. FNMA AL0778 6.5% 01/01/49   2019-02-12 2019-04-25
. FNMA 2001-82 CL ZA 6.5% 01/25/2032 DTD 12/01/2001   2018-08-22 2019-04-25
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003     2019-04-25
. FNMA 2005-43 CL PB 5.0% 02/25/2034 DTD 04/01/2005   2016-10-14 2019-04-25
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2014-08-25 2019-04-25
. FNMA 2006-42 CL PF VAR RT 06/25/2036 DTD 05/25/2006   2019-03-27 2019-04-25
. FNMA 2011-53 CL DT 4.5% 06/25/2041 DTD 05/01/2011   2017-08-04 2019-04-25
. FNMA 2010-8 CL TY 4.5% 02/25/2040 DTD 01/01/2010   2018-04-17 2019-04-25
. FNMA 2010-16 CL PT 6.5% 03/25/2035 DTD 02/01/2010   2015-07-07 2019-04-25
. FNMA 2010-100 CL LA 2.5% 07/25/2040 DTD 08/01/2010   2017-10-11 2019-04-25
. FNMA 2010-66 CL QA 4.5% 08/25/2039 DTD 05/01/2010   2016-02-02 2019-04-25
. FNMA 725793 5.5% 09/01/19   2011-05-10 2019-04-25
. FNMA 831304 5.5% 01/01/21   2013-02-20 2019-04-25
. FNMA 845159 4.5% 01/01/21   2011-04-12 2019-04-25
. FNMA 941044 5.5% 07/01/22   2013-12-17 2019-04-25
. FNMA 959738 6% 11/01/22   2014-03-10 2019-04-25
. FNMA 963318 5% 05/01/23   2012-09-17 2019-04-25
. FNMA 995265 5.5% 01/01/24   2012-12-05 2019-04-25
. FNMA AE0019 5% 07/01/20   2010-12-01 2019-04-25
240. OCCIDENTAL PETE CORP     2019-04-25
11. OCCIDENTAL PETE CORP     2019-04-25
154. OCCIDENTAL PETE CORP     2019-04-25
98. OCCIDENTAL PETE CORP     2019-04-25
54. OCCIDENTAL PETE CORP     2019-05-01
11. OCCIDENTAL PETE CORP     2019-05-01
34. REGENERON PHARMACEUTICALS INC     2019-05-01
8. REGENERON PHARMACEUTICALS INC     2019-05-01
162. OCCIDENTAL PETE CORP     2019-05-02
11. OCCIDENTAL PETE CORP   2008-10-15 2019-05-02
6. OCCIDENTAL PETE CORP   2008-10-15 2019-05-02
33. OCCIDENTAL PETE CORP     2019-05-02
16. OCCIDENTAL PETE CORP   2007-01-12 2019-05-02
18. OCCIDENTAL PETE CORP   2007-01-12 2019-05-03
58. OCCIDENTAL PETE CORP   2007-01-12 2019-05-03
350000. US TREAS 3.125% 05/15/19     2019-05-08
400000. U S A NOTES     2019-05-08
6576.73 AMERICREDIT AUTOMOBILE RECEIVA 2016-1 CL B 2.300% 03/08/2021   2017-08-02 2019-05-09
8. PRUDENTIAL FINL INC   2018-12-21 2019-05-14
121. PRUDENTIAL FINL INC     2019-05-14
59. PRUDENTIAL FINL INC   2018-12-21 2019-05-14
19. PRUDENTIAL FINL INC   2018-12-21 2019-05-14
26. PRUDENTIAL FINL INC   2018-12-21 2019-05-14
. FHLMC GOLD G11720 4.5% 08/01/20   2011-04-14 2019-05-15
. FREDDIE MAC   2009-08-12 2019-05-15
. FHLMC GOLD G30210 7% 11/01/21   2013-01-30 2019-05-15
. FHLMC GOLD G11974 5.5% 05/01/21   2013-07-16 2019-05-15
. FHLMC GOLD G12031 5.5% 05/01/21   2014-01-29 2019-05-15
. FHLMC GOLD G12379 4.5% 06/01/21   2011-04-08 2019-05-15
. FHLMC GOLD G15116 2.5% 04/01/28   2019-04-04 2019-05-15
. FHLMC GOLD G18009 5% 09/01/19   2011-06-21 2019-05-15
. FHLMC GOLD C91128 5.5% 12/01/27   2014-04-08 2019-05-15
. FHLMC GOLD J02723 5% 08/01/20   2012-06-12 2019-05-15
. FHLMC 1061 CL L 6.65% 04/15/2021 DTD 04/01/1991   2015-02-19 2019-05-15
. FHLMC GOLD B18276 4.5% 04/01/20   2011-04-07 2019-05-15
. FHLMC GOLD B18454 5.5% 05/01/20   2014-11-25 2019-05-15
. FHLMC 3807 CL MG 3.5% 11/15/2039 DTD 02/01/2011   2018-03-05 2019-05-15
. FED HOME LN MTG CORP 4494 CL KA 3.75% 10/15/2042 DTD 07/01/2015   2018-07-19 2019-05-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2017-01-27 2019-05-15
. FHLMC 3378 CL FA VAR RT 06/15/2037 DTD 10/15/2007   2019-03-15 2019-05-15
. FHLMC 3448 CL AG 5.0% 05/15/2038 DTD 05/01/2008   2017-10-11 2019-05-15
. FHLMC 3640 CL EL 4.0% 03/15/2020 DTD 03/01/2010   2011-08-10 2019-05-15
. FHLMC 3656 CL PM 5.0% 04/15/2040 DTD 04/01/2010   2019-01-11 2019-05-15
. GNMA 620211 5.5% 05/15/20   2012-04-27 2019-05-15
179. SCHWAB CHARLES CORP NEW     2019-05-15
6304.72 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL   2017-09-25 2019-05-15
. DRIVE AUTO RECEIVABLES TR 2017-1 2017-1 CL C 2.84% 04/15/2022 DTD   2018-02-05 2019-05-16
. GNMA 2010-14 CL HA 4.5% 02/16/2040 DTD 02/01/2010   2018-04-30 2019-05-16
158. SCHWAB CHARLES CORP NEW     2019-05-16
40. SCHWAB CHARLES CORP NEW     2019-05-16
101. SCHWAB CHARLES CORP NEW     2019-05-16
139. MEDTRONIC PLC   2018-07-18 2019-05-16
18. MEDTRONIC PLC   2018-07-18 2019-05-16
103. MEDTRONIC PLC     2019-05-16
48. MEDTRONIC PLC     2019-05-17
82. MEDTRONIC PLC     2019-05-17
. FNMA 1998-30 CL ZA 6.5% 05/20/2028 DTD 05/01/1998   2018-11-27 2019-05-20
. GNMA 2009-69 CL PV 4.0% 08/20/2039 DTD 08/01/2009   2018-02-02 2019-05-20
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005   2018-01-23 2019-05-20
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2017-10-11 2019-05-20
. GNMA 2005-93 CL BH 5.5% 06/20/2035 DTD 12/01/2005   2014-06-27 2019-05-20
. GNMA 2008-38 CL PL 5.5% 05/20/2038 DTD 05/01/2008   2016-06-06 2019-05-20
. GNMA 2008-51 CL PD 4.5% 06/20/2038 DTD 06/01/2008   2016-04-11 2019-05-20
38. PARKER HANNIFIN CORP   2018-01-11 2019-05-20
44. PARKER HANNIFIN CORP   2018-01-11 2019-05-20
19. PARKER HANNIFIN CORP   2018-01-11 2019-05-20
. FNMA 1994-19 CL Z   2012-10-11 2019-05-28
. FNMA 2011-72 CL AB 1.5% 04/25/2021 DTD 07/01/2011   2018-01-29 2019-05-28
. FNMA 2011-100 CL BD 2.5% 01/25/2041 DTD 09/01/2011   2015-04-17 2019-05-28
. FNMA 2011-134 CL PA 4.0% 09/25/2040 DTD 11/01/2011   2016-07-27 2019-05-28
. FNMA 2013-87 CL GD 3.0% 06/25/2043 DTD 07/01/2013   2018-01-23 2019-05-28
. FNMA 2013-94 CL CV 3.5% 07/25/2033 DTD 08/01/2013   2017-02-08 2019-05-28
. FNMA 357865 5% 07/01/20   2011-06-27 2019-05-28
. FNMA AJ5332 3% 11/01/26   2019-03-27 2019-05-28
. FNMA AL0778 6.5% 01/01/49   2019-02-12 2019-05-28
. FNMA 2001-82 CL ZA 6.5% 01/25/2032 DTD 12/01/2001   2018-08-22 2019-05-28
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003     2019-05-28
. FNMA 2005-43 CL PB 5.0% 02/25/2034 DTD 04/01/2005   2016-10-14 2019-05-28
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2019-05-02 2019-05-28
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2014-08-25 2019-05-28
. FNMA 2006-42 CL PF VAR RT 06/25/2036 DTD 05/25/2006   2019-03-27 2019-05-28
. FNMA 2011-53 CL DT 4.5% 06/25/2041 DTD 05/01/2011   2017-08-04 2019-05-28
. FNMA 2010-8 CL TY 4.5% 02/25/2040 DTD 01/01/2010   2018-04-17 2019-05-28
. FNMA 2010-16 CL PT 6.5% 03/25/2035 DTD 02/01/2010   2015-07-07 2019-05-28
. FNMA 2010-100 CL LA 2.5% 07/25/2040 DTD 08/01/2010   2017-10-11 2019-05-28
. FNMA 2010-66 CL QA 4.5% 08/25/2039 DTD 05/01/2010   2016-02-02 2019-05-28
. FNMA 725793 5.5% 09/01/19   2011-05-10 2019-05-28
. FNMA 831304 5.5% 01/01/21   2013-02-20 2019-05-28
. FNMA 845159 4.5% 01/01/21   2011-04-12 2019-05-28
. FNMA 941044 5.5% 07/01/22   2013-12-17 2019-05-28
. FNMA 959738 6% 11/01/22   2014-03-10 2019-05-28
. FNMA 963318 5% 05/01/23   2012-09-17 2019-05-28
. FNMA 995265 5.5% 01/01/24   2012-12-05 2019-05-28
. FNMA AE0019 5% 07/01/20   2010-12-01 2019-05-28
15000. ONCOR ELECTRIC DELIVERY 2.150% 06/01/2019 DTD 12/18/2014   2017-08-31 2019-06-03
162. DELTA AIR LINES INC DEL NEW   2017-12-13 2019-06-05
59. DELTA AIR LINES INC DEL NEW     2019-06-05
200. PHILIP MORRIS INTERNATIONAL     2019-06-05
1. DELTA AIR LINES INC DEL NEW   2017-12-13 2019-06-06
3. DELTA AIR LINES INC DEL NEW   2017-12-13 2019-06-06
50. DELTA AIR LINES INC DEL NEW   2017-12-13 2019-06-06
57. DELTA AIR LINES INC DEL NEW     2019-06-06
10. DELTA AIR LINES INC DEL NEW   2017-12-13 2019-06-06
9. DELTA AIR LINES INC DEL NEW   2017-12-13 2019-06-07
7. DELTA AIR LINES INC DEL NEW   2017-12-13 2019-06-07
12. DELTA AIR LINES INC DEL NEW   2017-12-13 2019-06-07
2. DELTA AIR LINES INC DEL NEW   2017-12-13 2019-06-07
1. DELTA AIR LINES INC DEL NEW   2017-12-13 2019-06-07
3. DELTA AIR LINES INC DEL NEW   2017-12-13 2019-06-07
6722.78 AMERICREDIT AUTOMOBILE RECEIVA 2016-1 CL B 2.300% 03/08/2021   2017-08-02 2019-06-10
488. BANK OF AMERICA CORPORATION     2019-06-10
106. DOLLAR TREE INC     2019-06-10
382. WELLS FARGO & CO NEW     2019-06-10
122. DOLLAR TREE INC     2019-06-11
30. DOLLAR TREE INC   2018-12-17 2019-06-11
38. DOLLAR TREE INC   2018-12-17 2019-06-11
20000. BANK OF NOVA SCOTIA 1.650% 06/14/2019 DTD 06/14/2016     2019-06-14
10000. ACE INA HOLDINGS   2015-07-28 2019-06-17
. DRIVE AUTO RECEIVABLES TR 2017-1 2017-1 CL C 2.84% 04/15/2022 DTD   2018-02-05 2019-06-17
. FHLMC GOLD G11720 4.5% 08/01/20   2011-04-14 2019-06-17
. FREDDIE MAC   2009-08-12 2019-06-17
. FHLMC GOLD G30210 7% 11/01/21   2013-01-30 2019-06-17
. FHLMC GOLD G11974 5.5% 05/01/21   2013-07-16 2019-06-17
. FHLMC GOLD G12031 5.5% 05/01/21   2014-01-29 2019-06-17
. FHLMC GOLD G12379 4.5% 06/01/21   2011-04-08 2019-06-17
. FHLMC GOLD G15116 2.5% 04/01/28   2019-04-04 2019-06-17
. FHLMC GOLD G18009 5% 09/01/19   2011-06-21 2019-06-17
. FHLMC GOLD C91128 5.5% 12/01/27   2014-04-08 2019-06-17
. FHLMC GOLD J02723 5% 08/01/20   2012-06-12 2019-06-17
. FHLMC 1061 CL L 6.65% 04/15/2021 DTD 04/01/1991   2015-02-19 2019-06-17
. FHLMC GOLD B18276 4.5% 04/01/20   2011-04-07 2019-06-17
. FHLMC GOLD B18454 5.5% 05/01/20   2014-11-25 2019-06-17
. FHLMC 3807 CL MG 3.5% 11/15/2039 DTD 02/01/2011   2018-03-05 2019-06-17
. FED HOME LN MTG CORP 4494 CL KA 3.75% 10/15/2042 DTD 07/01/2015   2018-07-19 2019-06-17
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2017-01-27 2019-06-17
. FHLMC 3378 CL FA VAR RT 06/15/2037 DTD 10/15/2007     2019-06-17
. FHLMC 3448 CL AG 5.0% 05/15/2038 DTD 05/01/2008   2017-10-11 2019-06-17
. FHLMC 3640 CL EL 4.0% 03/15/2020 DTD 03/01/2010   2011-08-10 2019-06-17
. FHLMC 3656 CL PM 5.0% 04/15/2040 DTD 04/01/2010   2019-01-11 2019-06-17
. GNMA 620211 5.5% 05/15/20   2012-04-27 2019-06-17
. GNMA 2010-14 CL HA 4.5% 02/16/2040 DTD 02/01/2010   2018-04-30 2019-06-17
7444.59 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL   2017-09-25 2019-06-17
. FNMA 1998-30 CL ZA 6.5% 05/20/2028 DTD 05/01/1998   2018-11-27 2019-06-20
. GNMA 2009-69 CL PV 4.0% 08/20/2039 DTD 08/01/2009   2018-02-02 2019-06-20
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005   2018-01-23 2019-06-20
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2017-10-11 2019-06-20
. GNMA 2005-93 CL BH 5.5% 06/20/2035 DTD 12/01/2005   2014-06-27 2019-06-20
. GNMA 2008-38 CL PL 5.5% 05/20/2038 DTD 05/01/2008   2016-06-06 2019-06-20
. GNMA 2008-51 CL PD 4.5% 06/20/2038 DTD 06/01/2008   2016-04-11 2019-06-20
. FNMA 1994-19 CL Z   2012-10-11 2019-06-25
. FNMA 2011-72 CL AB 1.5% 04/25/2021 DTD 07/01/2011   2018-01-29 2019-06-25
. FNMA 2011-100 CL BD 2.5% 01/25/2041 DTD 09/01/2011   2015-04-17 2019-06-25
. FNMA 2011-134 CL PA 4.0% 09/25/2040 DTD 11/01/2011   2016-07-27 2019-06-25
. FNMA 2013-87 CL GD 3.0% 06/25/2043 DTD 07/01/2013   2018-01-23 2019-06-25
. FNMA 2013-94 CL CV 3.5% 07/25/2033 DTD 08/01/2013   2017-02-08 2019-06-25
. FNMA 357865 5% 07/01/20   2011-06-27 2019-06-25
. FNMA AJ5332 3% 11/01/26   2019-03-27 2019-06-25
. FNMA AL0778 6.5% 01/01/49   2019-02-12 2019-06-25
. FNMA 2001-82 CL ZA 6.5% 01/25/2032 DTD 12/01/2001   2018-08-22 2019-06-25
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003   2019-05-29 2019-06-25
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003     2019-06-25
. FNMA 2005-43 CL PB 5.0% 02/25/2034 DTD 04/01/2005   2016-10-14 2019-06-25
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2019-05-02 2019-06-25
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2014-08-25 2019-06-25
. FNMA 2006-42 CL PF VAR RT 06/25/2036 DTD 05/25/2006   2019-03-27 2019-06-25
. FNMA 2011-53 CL DT 4.5% 06/25/2041 DTD 05/01/2011   2017-08-04 2019-06-25
. FNMA 2010-8 CL TY 4.5% 02/25/2040 DTD 01/01/2010   2018-04-17 2019-06-25
. FNMA 2010-16 CL PT 6.5% 03/25/2035 DTD 02/01/2010   2015-07-07 2019-06-25
. FNMA 2010-100 CL LA 2.5% 07/25/2040 DTD 08/01/2010   2017-10-11 2019-06-25
. FNMA 2010-66 CL QA 4.5% 08/25/2039 DTD 05/01/2010   2016-02-02 2019-06-25
. FNMA 725793 5.5% 09/01/19   2011-05-10 2019-06-25
. FNMA 831304 5.5% 01/01/21   2013-02-20 2019-06-25
. FNMA 845159 4.5% 01/01/21   2011-04-12 2019-06-25
. FNMA 941044 5.5% 07/01/22   2013-12-17 2019-06-25
. FNMA 959738 6% 11/01/22   2014-03-10 2019-06-25
. FNMA 963318 5% 05/01/23   2012-09-17 2019-06-25
. FNMA 995265 5.5% 01/01/24   2012-12-05 2019-06-25
. FNMA AE0019 5% 07/01/20   2010-12-01 2019-06-25
36. ADOBE SYS INC   2012-11-05 2019-06-27
6134.19 AMERICREDIT AUTOMOBILE RECEIVA 2016-1 CL B 2.300% 03/08/2021   2017-08-02 2019-07-08
200000. US TREAS 2.625% 11/15/20     2019-07-11
. GS MTG SECURITIES TR 2014-GC22 2014-GC22 CL AAB 3.467% 06/10/2047   2019-06-19 2019-07-12
18708.921 JPM GL RES ENH IDX FD - USD - R6 ISIN US48129C2070   2015-09-09 2019-07-12
. UBS-BARCLAYS COML MTG TR 2012-C2 2012-C2 CL A3 3.058% 05/10/2063 DTD   2019-06-12 2019-07-12
. DRIVE AUTO RECEIVABLES TR 2017-1 2017-1 CL C 2.84% 04/15/2022 DTD   2018-02-05 2019-07-15
. FHLMC GOLD G11720 4.5% 08/01/20   2011-04-14 2019-07-15
. FREDDIE MAC   2009-08-12 2019-07-15
. FHLMC GOLD G30210 7% 11/01/21   2013-01-30 2019-07-15
. FHLMC GOLD G11974 5.5% 05/01/21   2013-07-16 2019-07-15
. FHLMC GOLD G12031 5.5% 05/01/21   2014-01-29 2019-07-15
. FHLMC GOLD G12379 4.5% 06/01/21   2011-04-08 2019-07-15
. FHLMC GOLD G15116 2.5% 04/01/28   2019-04-04 2019-07-15
. FHLMC GOLD G18009 5% 09/01/19   2011-06-21 2019-07-15
. FHLMC GOLD C91128 5.5% 12/01/27   2014-04-08 2019-07-15
. FHLMC GOLD J02723 5% 08/01/20   2012-06-12 2019-07-15
. FHLMC 1061 CL L 6.65% 04/15/2021 DTD 04/01/1991   2015-02-19 2019-07-15
. FHLMC GOLD B18276 4.5% 04/01/20   2011-04-07 2019-07-15
. FHLMC GOLD B18454 5.5% 05/01/20   2014-11-25 2019-07-15
. FHLMC 3807 CL MG 3.5% 11/15/2039 DTD 02/01/2011   2018-03-05 2019-07-15
. FED HOME LN MTG CORP 4494 CL KA 3.75% 10/15/2042 DTD 07/01/2015   2018-07-19 2019-07-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2017-01-27 2019-07-15
. FHLMC 3378 CL FA VAR RT 06/15/2037 DTD 10/15/2007     2019-07-15
. FHLMC 3448 CL AG 5.0% 05/15/2038 DTD 05/01/2008   2017-10-11 2019-07-15
. FHLMC 3640 CL EL 4.0% 03/15/2020 DTD 03/01/2010   2011-08-10 2019-07-15
. FHLMC 3656 CL PM 5.0% 04/15/2040 DTD 04/01/2010   2019-01-11 2019-07-15
. GNMA 620211 5.5% 05/15/20   2012-04-27 2019-07-15
. MERCEDES-BENZ AUTO LEASE TRUST 2017-A CL A4 2.010% 01/17/2023   2017-06-13 2019-07-15
9354.46 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL   2017-09-25 2019-07-15
. GNMA 2010-14 CL HA 4.5% 02/16/2040 DTD 02/01/2010   2018-04-30 2019-07-16
. AMGEN INC     2019-07-17
. FNMA 1998-30 CL ZA 6.5% 05/20/2028 DTD 05/01/1998   2018-11-27 2019-07-22
. GNMA 2009-69 CL PV 4.0% 08/20/2039 DTD 08/01/2009   2018-02-02 2019-07-22
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005   2018-01-23 2019-07-22
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2017-10-11 2019-07-22
. GNMA 2005-93 CL BH 5.5% 06/20/2035 DTD 12/01/2005   2014-06-27 2019-07-22
. GNMA 2008-38 CL PL 5.5% 05/20/2038 DTD 05/01/2008   2016-06-06 2019-07-22
. GNMA 2008-51 CL PD 4.5% 06/20/2038 DTD 06/01/2008   2016-04-11 2019-07-22
. FNMA 1994-19 CL Z   2012-10-11 2019-07-25
. FNMA 2011-72 CL AB 1.5% 04/25/2021 DTD 07/01/2011   2018-01-29 2019-07-25
. FNMA 2011-100 CL BD 2.5% 01/25/2041 DTD 09/01/2011   2015-04-17 2019-07-25
. FNMA 2011-134 CL PA 4.0% 09/25/2040 DTD 11/01/2011   2016-07-27 2019-07-25
. FNMA 2013-87 CL GD 3.0% 06/25/2043 DTD 07/01/2013   2018-01-23 2019-07-25
. FNMA 2013-94 CL CV 3.5% 07/25/2033 DTD 08/01/2013   2017-02-08 2019-07-25
. FNMA 357865 5% 07/01/20   2011-06-27 2019-07-25
. FNMA AJ5332 3% 11/01/26   2019-03-27 2019-07-25
. FNMA AL0778 6.5% 01/01/49   2019-02-12 2019-07-25
. FNMA 2001-82 CL ZA 6.5% 01/25/2032 DTD 12/01/2001   2018-08-22 2019-07-25
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003     2019-07-25
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003   2019-05-29 2019-07-25
. FNMA 2005-43 CL PB 5.0% 02/25/2034 DTD 04/01/2005   2016-10-14 2019-07-25
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2014-08-25 2019-07-25
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2019-05-02 2019-07-25
. FNMA 2006-42 CL PF VAR RT 06/25/2036 DTD 05/25/2006   2019-03-27 2019-07-25
. FNMA 2011-53 CL DT 4.5% 06/25/2041 DTD 05/01/2011   2017-08-04 2019-07-25
. FNMA 2010-8 CL TY 4.5% 02/25/2040 DTD 01/01/2010   2018-04-17 2019-07-25
. FNMA 2010-16 CL PT 6.5% 03/25/2035 DTD 02/01/2010   2015-07-07 2019-07-25
. FNMA 2010-100 CL LA 2.5% 07/25/2040 DTD 08/01/2010   2017-10-11 2019-07-25
. FNMA 2010-66 CL QA 4.5% 08/25/2039 DTD 05/01/2010   2016-02-02 2019-07-25
. FNMA 725793 5.5% 09/01/19   2011-05-10 2019-07-25
. FNMA 831304 5.5% 01/01/21   2013-02-20 2019-07-25
. FNMA 845159 4.5% 01/01/21   2011-04-12 2019-07-25
. FNMA 941044 5.5% 07/01/22   2013-12-17 2019-07-25
. FNMA 959738 6% 11/01/22   2014-03-10 2019-07-25
. FNMA 963318 5% 05/01/23   2012-09-17 2019-07-25
. FNMA 995265 5.5% 01/01/24   2012-12-05 2019-07-25
. FNMA AE0019 5% 07/01/20   2010-12-01 2019-07-25
35000. CITIGROUP INC 2.500% 07/29/2019 DTD 07/29/2014   2015-01-26 2019-07-29
50000. AMERICREDIT AUTOMOBILE RECEIVA 2016-1 CL B 2.300% 03/08/2021   2017-08-02 2019-08-08
. GS MTG SECURITIES TR 2014-GC22 2014-GC22 CL AAB 3.467% 06/10/2047   2019-06-19 2019-08-12
. UBS-BARCLAYS COML MTG TR 2012-C2 2012-C2 CL A3 3.058% 05/10/2063 DTD   2019-06-12 2019-08-12
155000. US TREAS 3.5% 05/15/20   2019-01-28 2019-08-12
145000. US TREAS 3.5% 05/15/20   2015-03-04 2019-08-12
36. SVB FINANCIAL GROUP     2019-08-14
23. SVB FINANCIAL GROUP     2019-08-14
55. APTIV PLC     2019-08-14
31. APTIV PLC     2019-08-14
78. APTIV PLC     2019-08-14
15000. AMERICAN HONDA FINANCE MTN 2.250% 08/15/2019 DTD 09/09/2014   2014-09-04 2019-08-15
. CA REP AUTO RECEIVABLES TR 2017-1 2017-1 CL A4 2.28% 06/15/2022 DTD   2018-01-31 2019-08-15
. DRIVE AUTO RECEIVABLES TR 2017-1 2017-1 CL C 2.84% 04/15/2022 DTD   2018-02-05 2019-08-15
. FHLMC GOLD G11720 4.5% 08/01/20   2011-04-14 2019-08-15
. FREDDIE MAC   2009-08-12 2019-08-15
. FHLMC GOLD G30210 7% 11/01/21   2013-01-30 2019-08-15
. FHLMC GOLD G11974 5.5% 05/01/21   2013-07-16 2019-08-15
. FHLMC GOLD G12031 5.5% 05/01/21   2014-01-29 2019-08-15
. FHLMC GOLD G12379 4.5% 06/01/21   2011-04-08 2019-08-15
. FHLMC GOLD G15116 2.5% 04/01/28   2019-04-04 2019-08-15
. FHLMC GOLD G18009 5% 09/01/19   2011-06-21 2019-08-15
. FHLMC GOLD C91128 5.5% 12/01/27   2014-04-08 2019-08-15
. FHLMC GOLD J02723 5% 08/01/20   2012-06-12 2019-08-15
. FHLMC 1061 CL L 6.65% 04/15/2021 DTD 04/01/1991   2015-02-19 2019-08-15
. FHLMC GOLD B18276 4.5% 04/01/20   2011-04-07 2019-08-15
. FHLMC GOLD B18454 5.5% 05/01/20   2014-11-25 2019-08-15
. FHLMC 3807 CL MG 3.5% 11/15/2039 DTD 02/01/2011   2018-03-05 2019-08-15
. FED HOME LN MTG CORP 4494 CL KA 3.75% 10/15/2042 DTD 07/01/2015   2018-07-19 2019-08-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2017-01-27 2019-08-15
. FHLMC 3378 CL FA VAR RT 06/15/2037 DTD 10/15/2007     2019-08-15
. FHLMC 3448 CL AG 5.0% 05/15/2038 DTD 05/01/2008   2017-10-11 2019-08-15
. FHLMC 3640 CL EL 4.0% 03/15/2020 DTD 03/01/2010   2011-08-10 2019-08-15
. FHLMC 3656 CL PM 5.0% 04/15/2040 DTD 04/01/2010   2019-01-11 2019-08-15
. GNMA 620211 5.5% 05/15/20   2012-04-27 2019-08-15
50000. MERCEDES-BENZ AUTO LEASE TRUST 2017-A CL A4 2.010% 01/17/2023   2017-06-13 2019-08-15
43. SVB FINANCIAL GROUP   2015-02-05 2019-08-15
. SANTANDER DRIVE AUTO RECEIVABLES TR 2017-2 2017-2 CL C 2.79% 08/15/2   2018-11-29 2019-08-15
25000. WORLD FINANCIAL NETWORK CREDIT 2017-B CL A 1.980% 06/15/2023   2017-08-15 2019-08-15
13104.47 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A C   2017-09-25 2019-08-15
150. APTIV PLC     2019-08-15
. GNMA 2008-58 CL PE 5.5% 07/16/2038 DTD 07/01/2008   2017-10-11 2019-08-16
. GNMA 2010-14 CL HA 4.5% 02/16/2040 DTD 02/01/2010   2018-04-30 2019-08-16
. FNMA 1998-30 CL ZA 6.5% 05/20/2028 DTD 05/01/1998   2018-11-27 2019-08-20
. GNMA 2009-69 CL PV 4.0% 08/20/2039 DTD 08/01/2009   2018-02-02 2019-08-20
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005   2018-01-23 2019-08-20
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2017-10-11 2019-08-20
. GNMA 2005-93 CL BH 5.5% 06/20/2035 DTD 12/01/2005   2014-06-27 2019-08-20
. GNMA 2008-38 CL PL 5.5% 05/20/2038 DTD 05/01/2008   2016-06-06 2019-08-20
. GNMA 2008-51 CL PD 4.5% 06/20/2038 DTD 06/01/2008   2016-04-11 2019-08-20
. FNMA 1994-19 CL Z   2012-10-11 2019-08-26
. FNMA 2011-72 CL AB 1.5% 04/25/2021 DTD 07/01/2011   2018-01-29 2019-08-26
. FNMA 2011-100 CL BD 2.5% 01/25/2041 DTD 09/01/2011   2015-04-17 2019-08-26
. FNMA 2011-134 CL PA 4.0% 09/25/2040 DTD 11/01/2011   2016-07-27 2019-08-26
. FNMA 2013-87 CL GD 3.0% 06/25/2043 DTD 07/01/2013   2018-01-23 2019-08-26
. FNMA 2013-94 CL CV 3.5% 07/25/2033 DTD 08/01/2013   2017-02-08 2019-08-26
. FNMA 357865 5% 07/01/20   2011-06-27 2019-08-26
. FNMA AJ5332 3% 11/01/26   2019-03-27 2019-08-26
. FNMA AL0778 6.5% 01/01/49   2019-02-12 2019-08-26
. FNMA 2001-82 CL ZA 6.5% 01/25/2032 DTD 12/01/2001   2018-08-22 2019-08-26
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003     2019-08-26
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003   2019-05-29 2019-08-26
. FNMA 2005-43 CL PB 5.0% 02/25/2034 DTD 04/01/2005   2016-10-14 2019-08-26
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2019-05-02 2019-08-26
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2014-08-25 2019-08-26
. FNMA 2006-42 CL PF VAR RT 06/25/2036 DTD 05/25/2006   2019-03-27 2019-08-26
. FNMA 2011-53 CL DT 4.5% 06/25/2041 DTD 05/01/2011   2017-08-04 2019-08-26
. FNMA 2010-8 CL TY 4.5% 02/25/2040 DTD 01/01/2010   2018-04-17 2019-08-26
. FNMA 2010-16 CL PT 6.5% 03/25/2035 DTD 02/01/2010   2015-07-07 2019-08-26
. FNMA 2010-100 CL LA 2.5% 07/25/2040 DTD 08/01/2010   2017-10-11 2019-08-26
. FNMA 2010-66 CL QA 4.5% 08/25/2039 DTD 05/01/2010   2016-02-02 2019-08-26
. FNMA 725793 5.5% 09/01/19   2011-05-10 2019-08-26
. FNMA 831304 5.5% 01/01/21   2013-02-20 2019-08-26
. FNMA 845159 4.5% 01/01/21   2011-04-12 2019-08-26
. FNMA 941044 5.5% 07/01/22   2013-12-17 2019-08-26
. FNMA 959738 6% 11/01/22   2014-03-10 2019-08-26
. FNMA 963318 5% 05/01/23   2012-09-17 2019-08-26
. FNMA 995265 5.5% 01/01/24   2012-12-05 2019-08-26
. FNMA AE0019 5% 07/01/20   2010-12-01 2019-08-26
. GENERAL MOTORS CO     2019-09-05
25000. CANADIAN IMPERIAL BANK 1.600% 09/06/2019 DTD 09/06/2016   2017-07-26 2019-09-06
63971.341 PIMCO SHORT TERM FUND INSTL   2018-06-15 2019-09-11
. GS MTG SECURITIES TR 2014-GC22 2014-GC22 CL AAB 3.467% 06/10/2047   2019-06-19 2019-09-12
. UBS-BARCLAYS COML MTG TR 2012-C2 2012-C2 CL A3 3.058% 05/10/2063 DTD   2019-06-12 2019-09-12
. CA REP AUTO RECEIVABLES TR 2017-1 2017-1 CL A4 2.28% 06/15/2022 DTD   2018-01-31 2019-09-16
. DRIVE AUTO RECEIVABLES TR 2017-1 2017-1 CL C 2.84% 04/15/2022 DTD   2018-02-05 2019-09-16
. FHLMC GOLD G11720 4.5% 08/01/20   2011-04-14 2019-09-16
. FREDDIE MAC   2009-08-12 2019-09-16
. FHLMC GOLD G30210 7% 11/01/21   2013-01-30 2019-09-16
. FHLMC GOLD G11974 5.5% 05/01/21   2013-07-16 2019-09-16
. FHLMC GOLD G12031 5.5% 05/01/21   2014-01-29 2019-09-16
. FHLMC GOLD G12379 4.5% 06/01/21   2011-04-08 2019-09-16
. FHLMC GOLD G15116 2.5% 04/01/28   2019-04-04 2019-09-16
. FHLMC GOLD G18009 5% 09/01/19   2011-06-21 2019-09-16
. FHLMC GOLD C91128 5.5% 12/01/27   2014-04-08 2019-09-16
. FHLMC GOLD J02723 5% 08/01/20   2012-06-12 2019-09-16
. FHLMC 1061 CL L 6.65% 04/15/2021 DTD 04/01/1991   2015-02-19 2019-09-16
. FHLMC GOLD B18276 4.5% 04/01/20   2011-04-07 2019-09-16
. FHLMC GOLD B18454 5.5% 05/01/20   2014-11-25 2019-09-16
. FHLMC 3807 CL MG 3.5% 11/15/2039 DTD 02/01/2011   2018-03-05 2019-09-16
. FED HOME LN MTG CORP 4494 CL KA 3.75% 10/15/2042 DTD 07/01/2015   2018-07-19 2019-09-16
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2017-01-27 2019-09-16
. FHLMC 3378 CL FA VAR RT 06/15/2037 DTD 10/15/2007     2019-09-16
. FHLMC 3448 CL AG 5.0% 05/15/2038 DTD 05/01/2008   2017-10-11 2019-09-16
. FHLMC 3640 CL EL 4.0% 03/15/2020 DTD 03/01/2010   2011-08-10 2019-09-16
. FHLMC 3656 CL PM 5.0% 04/15/2040 DTD 04/01/2010   2019-01-11 2019-09-16
. GNMA 620211 5.5% 05/15/20   2012-04-27 2019-09-16
. GNMA 2008-58 CL PE 5.5% 07/16/2038 DTD 07/01/2008   2017-10-11 2019-09-16
. GNMA 2010-14 CL HA 4.5% 02/16/2040 DTD 02/01/2010   2018-04-30 2019-09-16
. SANTANDER DRIVE AUTO RECEIVABLES TR 2017-2 2017-2 CL C 2.79% 08/15/2   2018-11-29 2019-09-16
13873.74 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A C   2017-09-25 2019-09-17
. FNMA 1998-30 CL ZA 6.5% 05/20/2028 DTD 05/01/1998   2018-11-27 2019-09-20
. GNMA 2009-69 CL PV 4.0% 08/20/2039 DTD 08/01/2009   2018-02-02 2019-09-20
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005   2018-01-23 2019-09-20
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2017-10-11 2019-09-20
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2019-08-22 2019-09-20
. GNMA 2005-93 CL BH 5.5% 06/20/2035 DTD 12/01/2005   2014-06-27 2019-09-20
. GNMA 2008-38 CL PL 5.5% 05/20/2038 DTD 05/01/2008   2016-06-06 2019-09-20
. GNMA 2008-51 CL PD 4.5% 06/20/2038 DTD 06/01/2008   2016-04-11 2019-09-20
8113. VANGUARD BD INDEX FD INC   2019-04-09 2019-09-20
. FNMA 1994-19 CL Z   2012-10-11 2019-09-25
. FNMA 2011-72 CL AB 1.5% 04/25/2021 DTD 07/01/2011   2018-01-29 2019-09-25
. FNMA 2011-100 CL BD 2.5% 01/25/2041 DTD 09/01/2011   2015-04-17 2019-09-25
. FNMA 2011-134 CL PA 4.0% 09/25/2040 DTD 11/01/2011   2016-07-27 2019-09-25
. FNMA 2013-87 CL GD 3.0% 06/25/2043 DTD 07/01/2013   2018-01-23 2019-09-25
. FNMA 2013-94 CL CV 3.5% 07/25/2033 DTD 08/01/2013   2017-02-08 2019-09-25
. FNMA 357865 5% 07/01/20   2011-06-27 2019-09-25
. FNMA AJ5332 3% 11/01/26   2019-03-27 2019-09-25
. FNMA AL0778 6.5% 01/01/49   2019-02-12 2019-09-25
. FNMA 2001-82 CL ZA 6.5% 01/25/2032 DTD 12/01/2001   2018-08-22 2019-09-25
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003     2019-09-25
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003   2019-05-29 2019-09-25
. FNMA 2005-43 CL PB 5.0% 02/25/2034 DTD 04/01/2005   2016-10-14 2019-09-25
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2014-08-25 2019-09-25
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2019-05-02 2019-09-25
. FNMA 2006-42 CL PF VAR RT 06/25/2036 DTD 05/25/2006     2019-09-25
. FNMA 2011-53 CL DT 4.5% 06/25/2041 DTD 05/01/2011   2017-08-04 2019-09-25
. FNMA 2010-8 CL TY 4.5% 02/25/2040 DTD 01/01/2010   2018-04-17 2019-09-25
. FNMA 2010-16 CL PT 6.5% 03/25/2035 DTD 02/01/2010   2015-07-07 2019-09-25
. FNMA 2010-100 CL LA 2.5% 07/25/2040 DTD 08/01/2010   2017-10-11 2019-09-25
. FNMA 2010-66 CL QA 4.5% 08/25/2039 DTD 05/01/2010   2016-02-02 2019-09-25
. FNMA 831304 5.5% 01/01/21   2013-02-20 2019-09-25
. FNMA 845159 4.5% 01/01/21   2011-04-12 2019-09-25
. FNMA 941044 5.5% 07/01/22   2013-12-17 2019-09-25
. FNMA 959738 6% 11/01/22   2014-03-10 2019-09-25
. FNMA 963318 5% 05/01/23   2012-09-17 2019-09-25
. FNMA 995265 5.5% 01/01/24   2012-12-05 2019-09-25
. FNMA AE0019 5% 07/01/20   2010-12-01 2019-09-25
430000. FNMA 725793 5.5% 09/01/19   2011-05-10 2019-09-27
. GS MTG SECURITIES TR 2014-GC22 2014-GC22 CL AAB 3.467% 06/10/2047   2019-06-19 2019-10-11
. UBS-BARCLAYS COML MTG TR 2012-C2 2012-C2 CL A3 3.058% 05/10/2063 DTD   2019-06-12 2019-10-11
. CA REP AUTO RECEIVABLES TR 2017-1 2017-1 CL A4 2.28% 06/15/2022 DTD   2018-01-31 2019-10-15
. DRIVE AUTO RECEIVABLES TR 2017-1 2017-1 CL C 2.84% 04/15/2022 DTD   2018-02-05 2019-10-15
. FHLMC GOLD G11720 4.5% 08/01/20   2011-04-14 2019-10-15
. FREDDIE MAC   2009-08-12 2019-10-15
. FHLMC GOLD G30210 7% 11/01/21   2013-01-30 2019-10-15
. FHLMC GOLD G11974 5.5% 05/01/21   2013-07-16 2019-10-15
. FHLMC GOLD G12031 5.5% 05/01/21   2014-01-29 2019-10-15
. FHLMC GOLD G12379 4.5% 06/01/21   2011-04-08 2019-10-15
. FHLMC GOLD G15116 2.5% 04/01/28   2019-04-04 2019-10-15
. FHLMC GOLD C91128 5.5% 12/01/27   2014-04-08 2019-10-15
. FHLMC GOLD J02723 5% 08/01/20   2012-06-12 2019-10-15
. FHLMC 1061 CL L 6.65% 04/15/2021 DTD 04/01/1991   2015-02-19 2019-10-15
. FHLMC GOLD B18276 4.5% 04/01/20   2011-04-07 2019-10-15
. FHLMC GOLD B18454 5.5% 05/01/20   2014-11-25 2019-10-15
. FHLMC 3807 CL MG 3.5% 11/15/2039 DTD 02/01/2011   2018-03-05 2019-10-15
. FED HOME LN MTG CORP 4494 CL KA 3.75% 10/15/2042 DTD 07/01/2015   2018-07-19 2019-10-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2017-01-27 2019-10-15
. FHLMC 3378 CL FA VAR RT 06/15/2037 DTD 10/15/2007     2019-10-15
. FHLMC 3448 CL AG 5.0% 05/15/2038 DTD 05/01/2008   2017-10-11 2019-10-15
. FHLMC 3640 CL EL 4.0% 03/15/2020 DTD 03/01/2010   2011-08-10 2019-10-15
. FHLMC 3656 CL PM 5.0% 04/15/2040 DTD 04/01/2010   2019-01-11 2019-10-15
. GNMA 620211 5.5% 05/15/20   2012-04-27 2019-10-15
40000. WORLD FINANCIAL NETWORK CREDIT 2016-C CL A 1.720% 08/15/2023   2018-07-18 2019-10-15
. GNMA 2010-14 CL HA 4.5% 02/16/2040 DTD 02/01/2010   2018-04-30 2019-10-16
. SANTANDER DRIVE AUTO RECEIVABLES TR 2017-2 2017-2 CL C 2.79% 08/15/2   2018-11-29 2019-10-16
11216.98 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A C   2017-09-25 2019-10-16
. GNMA 2008-58 CL PE 5.5% 07/16/2038 DTD 07/01/2008   2017-10-11 2019-10-17
. FNMA 1998-30 CL ZA 6.5% 05/20/2028 DTD 05/01/1998   2018-11-27 2019-10-21
. GNMA 2009-69 CL PV 4.0% 08/20/2039 DTD 08/01/2009   2018-02-02 2019-10-21
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005   2018-01-23 2019-10-21
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2017-10-11 2019-10-21
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2019-08-22 2019-10-21
. GNMA 2005-93 CL BH 5.5% 06/20/2035 DTD 12/01/2005   2014-06-27 2019-10-21
. GNMA 2008-38 CL PL 5.5% 05/20/2038 DTD 05/01/2008   2016-06-06 2019-10-21
. GNMA 2008-51 CL PD 4.5% 06/20/2038 DTD 06/01/2008   2016-04-11 2019-10-21
189. DISNEY WALT CO     2019-10-25
. FNMA 1994-19 CL Z   2012-10-11 2019-10-25
. FNMA 2011-72 CL AB 1.5% 04/25/2021 DTD 07/01/2011   2018-01-29 2019-10-25
. FNMA 2011-100 CL BD 2.5% 01/25/2041 DTD 09/01/2011   2015-04-17 2019-10-25
. FNMA 2011-134 CL PA 4.0% 09/25/2040 DTD 11/01/2011   2016-07-27 2019-10-25
. FNMA 2013-87 CL GD 3.0% 06/25/2043 DTD 07/01/2013   2018-01-23 2019-10-25
. FNMA 2013-94 CL CV 3.5% 07/25/2033 DTD 08/01/2013   2017-02-08 2019-10-25
. FNMA 357865 5% 07/01/20   2011-06-27 2019-10-25
. FNMA AJ5332 3% 11/01/26   2019-03-27 2019-10-25
. FNMA AL0778 6.5% 01/01/49   2019-02-12 2019-10-25
. FNMA 2001-82 CL ZA 6.5% 01/25/2032 DTD 12/01/2001   2018-08-22 2019-10-25
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003     2019-10-25
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003   2019-05-29 2019-10-25
. FNMA 2005-43 CL PB 5.0% 02/25/2034 DTD 04/01/2005   2016-10-14 2019-10-25
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2014-08-25 2019-10-25
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2019-05-02 2019-10-25
. FNMA 2006-42 CL PF VAR RT 06/25/2036 DTD 05/25/2006     2019-10-25
. FNMA 2011-53 CL DT 4.5% 06/25/2041 DTD 05/01/2011   2017-08-04 2019-10-25
. FNMA 2010-8 CL TY 4.5% 02/25/2040 DTD 01/01/2010   2018-04-17 2019-10-25
. FNMA 2010-16 CL PT 6.5% 03/25/2035 DTD 02/01/2010   2015-07-07 2019-10-25
. FNMA 2010-100 CL LA 2.5% 07/25/2040 DTD 08/01/2010   2017-10-11 2019-10-25
. FNMA 2010-66 CL QA 4.5% 08/25/2039 DTD 05/01/2010   2016-02-02 2019-10-25
. FNMA 831304 5.5% 01/01/21   2013-02-20 2019-10-25
. FNMA 845159 4.5% 01/01/21   2011-04-12 2019-10-25
. FNMA 941044 5.5% 07/01/22   2013-12-17 2019-10-25
. FNMA 959738 6% 11/01/22   2014-03-10 2019-10-25
. FNMA 963318 5% 05/01/23   2012-09-17 2019-10-25
. FNMA 995265 5.5% 01/01/24   2012-12-05 2019-10-25
. FNMA AE0019 5% 07/01/20   2010-12-01 2019-10-25
47. ACCENTURE PLC     2019-10-25
61. ACCENTURE PLC     2019-10-28
9000. AMAZON.COM INC SR NTS 2.6% 12/05/2019 DTD   2014-12-02 2019-11-05
20000. BAKER HUGHES A GE CO LLC SR NTS 3.2% 08/15/2021 DTD   2017-01-27 2019-11-07
10000. US BANCORP MTN 2.95% JUL 15 2022   2016-03-07 2019-11-07
15000. US BANCORP MTN 2.95% JUL 15 2022   2016-03-07 2019-11-07
13734.812 JPM EQ INC FD - USD - R6 ISIN US46636U8760 SEDOL B56Q2F5   2012-12-11 2019-11-11
21802.326 JPM GROWTH ADVANTAG- FD - USD - R6 ISIN US46640W1080 SEDOL B   2009-05-04 2019-11-11
123. NISOURCE INC     2019-11-11
158. NISOURCE INC     2019-11-11
128. NISOURCE INC     2019-11-12
319. NISOURCE INC     2019-11-12
29. NISOURCE INC   2013-02-26 2019-11-12
30. NISOURCE INC   2013-02-26 2019-11-13
25000. ANHEUSER-BUSCH INBEV WOR 6.875% 11/15/2019 DTD 03/14/2011   2014-04-10 2019-11-15
. CA REP AUTO RECEIVABLES TR 2017-1 2017-1 CL A4 2.28% 06/15/2022 DTD   2018-01-31 2019-11-15
. DRIVE AUTO RECEIVABLES TR 2017-1 2017-1 CL C 2.84% 04/15/2022 DTD   2018-02-05 2019-11-15
. FHLMC GOLD G11720 4.5% 08/01/20   2011-04-14 2019-11-15
. FREDDIE MAC   2009-08-12 2019-11-15
. FHLMC GOLD G30210 7% 11/01/21   2013-01-30 2019-11-15
. FHLMC GOLD G11974 5.5% 05/01/21   2013-07-16 2019-11-15
. FHLMC GOLD G12031 5.5% 05/01/21   2014-01-29 2019-11-15
. FHLMC GOLD G12379 4.5% 06/01/21   2011-04-08 2019-11-15
. FHLMC GOLD G15116 2.5% 04/01/28   2019-04-04 2019-11-15
. FHLMC GOLD C91128 5.5% 12/01/27   2014-04-08 2019-11-15
. FHLMC GOLD J02723 5% 08/01/20   2012-06-12 2019-11-15
. FHLMC 1061 CL L 6.65% 04/15/2021 DTD 04/01/1991   2015-02-19 2019-11-15
. FHLMC GOLD B18276 4.5% 04/01/20   2011-04-07 2019-11-15
. FHLMC GOLD B18454 5.5% 05/01/20   2014-11-25 2019-11-15
. FHLMC 3807 CL MG 3.5% 11/15/2039 DTD 02/01/2011   2018-03-05 2019-11-15
. FED HOME LN MTG CORP 4494 CL KA 3.75% 10/15/2042 DTD 07/01/2015   2018-07-19 2019-11-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2017-01-27 2019-11-15
. FHLMC 3378 CL FA VAR RT 06/15/2037 DTD 10/15/2007     2019-11-15
. FHLMC 3448 CL AG 5.0% 05/15/2038 DTD 05/01/2008   2017-10-11 2019-11-15
. FHLMC 3640 CL EL 4.0% 03/15/2020 DTD 03/01/2010   2011-08-10 2019-11-15
. FHLMC 3656 CL PM 5.0% 04/15/2040 DTD 04/01/2010   2019-01-11 2019-11-15
20000. LOCKHEED MARTIN CORP SR NOTES 4 1/4% NOV 15 2019   2013-02-28 2019-11-15
10000. PPG INDUSTRIES INC SR NTS 2.3% 11/15/2019 DTD   2017-04-20 2019-11-15
15000. UTD TECHNOLOGIES CORP SR NTS 8.875% 11/15/2019 DTD   2017-10-17 2019-11-15
75000. WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL   2017-09-25 2019-11-15
. GNMA 2010-14 CL HA 4.5% 02/16/2040 DTD 02/01/2010   2018-04-30 2019-11-18
20000. WESTPAC BANKING CORP     2019-11-19
. FNMA 1998-30 CL ZA 6.5% 05/20/2028 DTD 05/01/1998   2018-11-27 2019-11-20
. GNMA 2009-69 CL PV 4.0% 08/20/2039 DTD 08/01/2009   2018-02-02 2019-11-20
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005   2018-01-23 2019-11-20
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2017-10-11 2019-11-20
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2019-08-22 2019-11-20
. GNMA 2005-93 CL BH 5.5% 06/20/2035 DTD 12/01/2005   2014-06-27 2019-11-20
. GNMA 2008-38 CL PL 5.5% 05/20/2038 DTD 05/01/2008   2016-06-06 2019-11-20
. GNMA 2008-51 CL PD 4.5% 06/20/2038 DTD 06/01/2008   2016-04-11 2019-11-20
199. CELGENE CORP.     2019-11-21
542. CELGENE CORP.     2019-11-21
. SANTANDER DRIVE AUTO RECEIVABLES TR 2017-2 2017-2 CL C 2.79% 08/15/2   2018-11-29 2019-11-21
. GNMA 2008-58 CL PE 5.5% 07/16/2038 DTD 07/01/2008   2017-10-11 2019-11-22
285. RTS BRISTOL-MYERS SQUIBB-CVR   2019-11-21 2019-11-25
30. RTS BRISTOL-MYERS SQUIBB-CVR   2019-11-21 2019-11-25
12. RTS BRISTOL-MYERS SQUIBB-CVR   2019-11-21 2019-11-25
1. RTS BRISTOL-MYERS SQUIBB-CVR   2019-11-21 2019-11-25
. FNMA 1994-19 CL Z   2012-10-11 2019-11-25
. FNMA 2011-72 CL AB 1.5% 04/25/2021 DTD 07/01/2011   2018-01-29 2019-11-25
. FNMA 2011-100 CL BD 2.5% 01/25/2041 DTD 09/01/2011   2015-04-17 2019-11-25
. FNMA 2011-134 CL PA 4.0% 09/25/2040 DTD 11/01/2011   2016-07-27 2019-11-25
. FNMA 2013-87 CL GD 3.0% 06/25/2043 DTD 07/01/2013   2018-01-23 2019-11-25
. FNMA 2013-94 CL CV 3.5% 07/25/2033 DTD 08/01/2013   2017-02-08 2019-11-25
. FNMA 357865 5% 07/01/20   2011-06-27 2019-11-25
. FNMA AJ5332 3% 11/01/26   2019-03-27 2019-11-25
. FNMA AL0778 6.5% 01/01/49   2019-02-12 2019-11-25
. FNMA 2001-82 CL ZA 6.5% 01/25/2032 DTD 12/01/2001   2018-08-22 2019-11-25
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003   2019-05-29 2019-11-25
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003     2019-11-25
. FNMA 2005-43 CL PB 5.0% 02/25/2034 DTD 04/01/2005   2016-10-14 2019-11-25
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2014-08-25 2019-11-25
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2019-05-02 2019-11-25
. FNMA 2011-53 CL DT 4.5% 06/25/2041 DTD 05/01/2011   2017-08-04 2019-11-25
. FNMA 2010-8 CL TY 4.5% 02/25/2040 DTD 01/01/2010   2018-04-17 2019-11-25
. FNMA 2010-16 CL PT 6.5% 03/25/2035 DTD 02/01/2010   2015-07-07 2019-11-25
. FNMA 2010-100 CL LA 2.5% 07/25/2040 DTD 08/01/2010   2017-10-11 2019-11-25
. FNMA 2010-66 CL QA 4.5% 08/25/2039 DTD 05/01/2010   2016-02-02 2019-11-25
. FNMA 831304 5.5% 01/01/21   2013-02-20 2019-11-25
. FNMA 845159 4.5% 01/01/21   2011-04-12 2019-11-25
. FNMA 941044 5.5% 07/01/22   2013-12-17 2019-11-25
. FNMA 959738 6% 11/01/22   2014-03-10 2019-11-25
. FNMA 963318 5% 05/01/23   2012-09-17 2019-11-25
. FNMA 995265 5.5% 01/01/24   2012-12-05 2019-11-25
. FNMA AE0019 5% 07/01/20   2010-12-01 2019-11-25
. GS MTG SECURITIES TR 2014-GC22 2014-GC22 CL AAB 3.467% 06/10/2047   2019-06-19 2019-11-25
. UBS-BARCLAYS COML MTG TR 2012-C2 2012-C2 CL A3 3.058% 05/10/2063 DTD   2019-06-12 2019-11-25
356. RTS BRISTOL-MYERS SQUIBB-CVR   2019-11-21 2019-11-26
. FNMA 2006-42 CL PF VAR RT 06/25/2036 DTD 05/25/2006     2019-11-26
57. RTS BRISTOL-MYERS SQUIBB-CVR   2019-11-21 2019-11-27
20000. BK OF MONTREAL SR NTS MTN 2.1% 12/12/2019 DTD   2018-03-23 2019-12-12
. GS MTG SECURITIES TR 2014-GC22 2014-GC22 CL AAB 3.467% 06/10/2047   2019-06-19 2019-12-12
. UBS-BARCLAYS COML MTG TR 2012-C2 2012-C2 CL A3 3.058% 05/10/2063 DTD   2019-06-12 2019-12-12
. CA REP AUTO RECEIVABLES TR 2017-1 2017-1 CL A4 2.28% 06/15/2022 DTD   2018-01-31 2019-12-16
. DRIVE AUTO RECEIVABLES TR 2017-1 2017-1 CL C 2.84% 04/15/2022 DTD   2018-02-05 2019-12-16
. FHLMC GOLD G11720 4.5% 08/01/20   2011-04-14 2019-12-16
. FREDDIE MAC   2009-08-12 2019-12-16
. FHLMC GOLD G30210 7% 11/01/21   2013-01-30 2019-12-16
. FHLMC GOLD G11974 5.5% 05/01/21   2013-07-16 2019-12-16
. FHLMC GOLD G12031 5.5% 05/01/21   2014-01-29 2019-12-16
. FHLMC GOLD G12379 4.5% 06/01/21   2011-04-08 2019-12-16
. FHLMC GOLD G15116 2.5% 04/01/28   2019-04-04 2019-12-16
. FHLMC GOLD C91128 5.5% 12/01/27   2014-04-08 2019-12-16
. FHLMC GOLD J02723 5% 08/01/20   2012-06-12 2019-12-16
. FHLMC 1061 CL L 6.65% 04/15/2021 DTD 04/01/1991   2015-02-19 2019-12-16
. FHLMC GOLD B18276 4.5% 04/01/20   2011-04-07 2019-12-16
. FHLMC GOLD B18454 5.5% 05/01/20   2014-11-25 2019-12-16
. FHLMC 3807 CL MG 3.5% 11/15/2039 DTD 02/01/2011   2018-03-05 2019-12-16
. FED HOME LN MTG CORP 4494 CL KA 3.75% 10/15/2042 DTD 07/01/2015   2018-07-19 2019-12-16
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2017-01-27 2019-12-16
. FHLMC 3378 CL FA VAR RT 06/15/2037 DTD 10/15/2007     2019-12-16
. FHLMC 3448 CL AG 5.0% 05/15/2038 DTD 05/01/2008   2017-10-11 2019-12-16
. FHLMC 3569 CL NY 5.0% 08/15/2039 DTD 08/01/2009   2019-02-15 2019-12-16
. FHLMC 3640 CL EL 4.0% 03/15/2020 DTD 03/01/2010   2011-08-10 2019-12-16
. FHLMC 3656 CL PM 5.0% 04/15/2040 DTD 04/01/2010   2019-01-11 2019-12-16
. GNMA 2008-58 CL PE 5.5% 07/16/2038 DTD 07/01/2008   2017-10-11 2019-12-16
. GNMA 2010-14 CL HA 4.5% 02/16/2040 DTD 02/01/2010   2018-04-30 2019-12-16
. SANTANDER DRIVE AUTO RECEIVABLES TR 2017-2 2017-2 CL C 2.79% 08/15/2   2018-11-29 2019-12-16
. DRIVE AUTO RECEIVABLES TR 2018-2 2018-2 CL C 3.63% 08/15/2024 DTD   2019-07-11 2019-12-17
. FNMA 1998-30 CL ZA 6.5% 05/20/2028 DTD 05/01/1998   2018-11-27 2019-12-20
. GNMA 2009-69 CL PV 4.0% 08/20/2039 DTD 08/01/2009   2018-02-02 2019-12-20
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005   2018-01-23 2019-12-20
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2019-08-22 2019-12-20
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2017-10-11 2019-12-20
. GNMA 2005-93 CL BH 5.5% 06/20/2035 DTD 12/01/2005   2014-06-27 2019-12-20
. GNMA 2008-38 CL PL 5.5% 05/20/2038 DTD 05/01/2008   2016-06-06 2019-12-20
. GNMA 2008-51 CL PD 4.5% 06/20/2038 DTD 06/01/2008   2016-04-11 2019-12-20
. FNMA 1994-19 CL Z   2012-10-11 2019-12-26
. FNMA 2011-72 CL AB 1.5% 04/25/2021 DTD 07/01/2011   2018-01-29 2019-12-26
. FNMA 2011-100 CL BD 2.5% 01/25/2041 DTD 09/01/2011   2015-04-17 2019-12-26
. FNMA 2011-134 CL PA 4.0% 09/25/2040 DTD 11/01/2011   2016-07-27 2019-12-26
. FNMA 2013-87 CL GD 3.0% 06/25/2043 DTD 07/01/2013   2018-01-23 2019-12-26
. FNMA 2013-94 CL CV 3.5% 07/25/2033 DTD 08/01/2013   2017-02-08 2019-12-26
. FNMA 357865 5% 07/01/20   2011-06-27 2019-12-26
. FNMA AJ5332 3% 11/01/26   2019-03-27 2019-12-26
. FNMA AL0778 6.5% 01/01/49   2019-02-12 2019-12-26
. FNMA 2001-82 CL ZA 6.5% 01/25/2032 DTD 12/01/2001   2018-08-22 2019-12-26
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003   2019-05-29 2019-12-26
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003     2019-12-26
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2019-05-02 2019-12-26
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2014-08-25 2019-12-26
. FNMA 2006-42 CL PF VAR RT 06/25/2036 DTD 05/25/2006     2019-12-26
. FNMA 2011-53 CL DT 4.5% 06/25/2041 DTD 05/01/2011   2017-08-04 2019-12-26
. FNMA 2010-8 CL TY 4.5% 02/25/2040 DTD 01/01/2010   2018-04-17 2019-12-26
. FNMA 2010-16 CL PT 6.5% 03/25/2035 DTD 02/01/2010   2015-07-07 2019-12-26
. FNMA 2010-100 CL LA 2.5% 07/25/2040 DTD 08/01/2010   2017-10-11 2019-12-26
. FNMA 2010-66 CL QA 4.5% 08/25/2039 DTD 05/01/2010   2016-02-02 2019-12-26
. FNMA 831304 5.5% 01/01/21   2013-02-20 2019-12-26
. FNMA 845159 4.5% 01/01/21   2011-04-12 2019-12-26
. FNMA 941044 5.5% 07/01/22   2013-12-17 2019-12-26
. FNMA 959738 6% 11/01/22   2014-03-10 2019-12-26
. FNMA 963318 5% 05/01/23   2012-09-17 2019-12-26
. FNMA 995265 5.5% 01/01/24   2012-12-05 2019-12-26
. FNMA AE0019 5% 07/01/20   2010-12-01 2019-12-26
. GS MTG SECURITIES TR 2014-GC22 2014-GC22 CL AAB 3.467% 06/10/2047   2019-06-19 2020-01-10
. UBS-BARCLAYS COML MTG TR 2012-C2 2012-C2 CL A3 3.058% 05/10/2063 DTD   2019-06-12 2020-01-10
1. CORTEVA INC   2018-04-09 2020-01-13
75. CORTEVA INC     2020-01-13
61. CORTEVA INC     2020-01-13
72. CORTEVA INC     2020-01-14
55.002 CORTEVA INC     2020-01-14
20.998 CORTEVA INC   2017-02-22 2020-01-14
27. CORTEVA INC   2019-06-27 2020-01-14
21. CORTEVA INC   2019-06-27 2020-01-14
8. CORTEVA INC   2019-06-27 2020-01-14
. CA REP AUTO RECEIVABLES TR 2017-1 2017-1 CL A4 2.28% 06/15/2022 DTD   2018-01-31 2020-01-15
. CARMAX AUTO OWNER TR 2018-1 2018-1 CL A3 2.48% 11/15/2022 DTD   2019-06-06 2020-01-15
91. CORTEVA INC     2020-01-15
106. CORTEVA INC     2020-01-15
44. CORTEVA INC   2019-06-28 2020-01-15
9. CORTEVA INC   2019-06-28 2020-01-15
50.334 CORTEVA INC   2019-06-28 2020-01-15
4.666 CORTEVA INC   2015-06-18 2020-01-15
65. CORTEVA INC     2020-01-15
4. CORTEVA INC   2016-08-10 2020-01-15
80000. DRIVE AUTO RECEIVABLES TR 2017-1 2017-1 CL C 2.84% 04/15/2022 D   2018-02-05 2020-01-15
. DRIVE AUTO RECEIVABLES TR 2018-2 2018-2 CL C 3.63% 08/15/2024 DTD   2019-07-11 2020-01-15
. FHLMC GOLD G11720 4.5% 08/01/20   2011-04-14 2020-01-15
. FHLMC GOLD G30210 7% 11/01/21   2013-01-30 2020-01-15
. FHLMC GOLD G11974 5.5% 05/01/21   2013-07-16 2020-01-15
. FHLMC GOLD G12031 5.5% 05/01/21   2014-01-29 2020-01-15
. FHLMC GOLD G12379 4.5% 06/01/21   2011-04-08 2020-01-15
. FHLMC GOLD G15116 2.5% 04/01/28   2019-04-04 2020-01-15
. FHLMC GOLD C91128 5.5% 12/01/27   2014-04-08 2020-01-15
. FHLMC GOLD J02723 5% 08/01/20   2012-06-12 2020-01-15
. FHLMC 1061 CL L 6.65% 04/15/2021 DTD 04/01/1991   2015-02-19 2020-01-15
. FHLMC GOLD B18276 4.5% 04/01/20   2011-04-07 2020-01-15
. FHLMC GOLD B18454 5.5% 05/01/20   2014-11-25 2020-01-15
. FHLMC 3807 CL MG 3.5% 11/15/2039 DTD 02/01/2011   2018-03-05 2020-01-15
. FED HOME LN MTG CORP 4494 CL KA 3.75% 10/15/2042 DTD 07/01/2015   2018-07-19 2020-01-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2017-01-27 2020-01-15
. FHLMC 3378 CL FA VAR RT 06/15/2037 DTD 10/15/2007     2020-01-15
. FHLMC 3448 CL AG 5.0% 05/15/2038 DTD 05/01/2008   2017-10-11 2020-01-15
. FHLMC 3569 CL NY 5.0% 08/15/2039 DTD 08/01/2009   2019-02-15 2020-01-15
. FHLMC 3640 CL EL 4.0% 03/15/2020 DTD 03/01/2010   2011-08-10 2020-01-15
. FHLMC 3656 CL PM 5.0% 04/15/2040 DTD 04/01/2010   2019-01-11 2020-01-15
. SANTANDER DRIVE AUTO RECEIVABLES TR 2017-3 2017-3 CL C 2.76% 12/15/2   2018-11-27 2020-01-15
. SANTANDER DRIVE AUTO RECEIVABLES TR 2017-2 2017-2 CL C 2.79% 08/15/2   2018-11-29 2020-01-15
27. CORTEVA INC     2020-01-16
23. CORTEVA INC   2015-07-15 2020-01-16
3. CORTEVA INC   2015-07-15 2020-01-16
5. CORTEVA INC   2015-07-15 2020-01-16
. GNMA 2008-58 CL PE 5.5% 07/16/2038 DTD 07/01/2008   2017-10-11 2020-01-16
. GNMA 2010-14 CL HA 4.5% 02/16/2040 DTD 02/01/2010   2018-04-30 2020-01-16
. FNMA 1998-30 CL ZA 6.5% 05/20/2028 DTD 05/01/1998   2018-11-27 2020-01-21
. GNMA 2009-69 CL PV 4.0% 08/20/2039 DTD 08/01/2009   2018-02-02 2020-01-21
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005   2018-01-23 2020-01-21
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2017-10-11 2020-01-21
. GNMA 2005-51 CL DC 5.0% 07/20/2035 DTD 07/01/2005   2019-08-22 2020-01-21
. GNMA 2005-93 CL BH 5.5% 06/20/2035 DTD 12/01/2005   2014-06-27 2020-01-21
. GNMA 2008-38 CL PL 5.5% 05/20/2038 DTD 05/01/2008   2016-06-06 2020-01-21
. GNMA 2008-51 CL PD 4.5% 06/20/2038 DTD 06/01/2008   2016-04-11 2020-01-21
. FREDDIE MAC   2009-08-12 2020-01-23
220. QUALCOMM INC   2019-05-01 2020-01-23
3. QUALCOMM INC   2019-05-01 2020-01-23
. FNMA 1994-19 CL Z   2012-10-11 2020-01-27
. FNMA 2011-72 CL AB 1.5% 04/25/2021 DTD 07/01/2011   2018-01-29 2020-01-27
. FNMA 2011-100 CL BD 2.5% 01/25/2041 DTD 09/01/2011   2015-04-17 2020-01-27
. FNMA 2011-134 CL PA 4.0% 09/25/2040 DTD 11/01/2011   2016-07-27 2020-01-27
. FNMA 2013-87 CL GD 3.0% 06/25/2043 DTD 07/01/2013   2018-01-23 2020-01-27
. FNMA 2013-94 CL CV 3.5% 07/25/2033 DTD 08/01/2013   2017-02-08 2020-01-27
. FNMA 357865 5% 07/01/20   2011-06-27 2020-01-27
. FNMA AJ5332 3% 11/01/26   2019-03-27 2020-01-27
. FNMA AL0778 6.5% 01/01/49   2019-02-12 2020-01-27
. FNMA 2001-82 CL ZA 6.5% 01/25/2032 DTD 12/01/2001   2018-08-22 2020-01-27
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003   2019-05-29 2020-01-27
. FNMA 2003-64 CL JK 3.5% 07/25/2033 DTD 06/01/2003     2020-01-27
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2019-05-02 2020-01-27
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006   2014-08-25 2020-01-27
. FNMA 2006-42 CL PF VAR RT 06/25/2036 DTD 05/25/2006     2020-01-27
. FNMA 2011-53 CL DT 4.5% 06/25/2041 DTD 05/01/2011   2017-08-04 2020-01-27
. FNMA 2010-8 CL TY 4.5% 02/25/2040 DTD 01/01/2010   2018-04-17 2020-01-27
. FNMA 2010-16 CL PT 6.5% 03/25/2035 DTD 02/01/2010   2015-07-07 2020-01-27
. FNMA 2010-100 CL LA 2.5% 07/25/2040 DTD 08/01/2010   2017-10-11 2020-01-27
. FNMA 2010-66 CL QA 4.5% 08/25/2039 DTD 05/01/2010   2016-02-02 2020-01-27
. FNMA 831304 5.5% 01/01/21   2013-02-20 2020-01-27
. FNMA 845159 4.5% 01/01/21   2011-04-12 2020-01-27
. FNMA 941044 5.5% 07/01/22   2013-12-17 2020-01-27
. FNMA 959738 6% 11/01/22   2014-03-10 2020-01-27
. FNMA 963318 5% 05/01/23   2012-09-17 2020-01-27
. FNMA 995265 5.5% 01/01/24   2012-12-05 2020-01-27
. FNMA AE0019 5% 07/01/20   2010-12-01 2020-01-27
111. EOG RESOURCES INC     2020-01-28
17. EOG RESOURCES INC   2016-08-05 2020-01-28
10319.917 JPM EQ INC FD - USD - R6 ISIN US46636U8760 SEDOL B56Q2F5   2012-12-11 2020-01-28
16366.612 JPM GROWTH ADVANTAG- FD - USD - R6 ISIN US46640W1080 SEDOL B   2009-05-04 2020-01-28
9. EOG RESOURCES INC   2016-08-05 2020-01-29
10. EOG RESOURCES INC   2016-08-05 2020-01-29
7. EOG RESOURCES INC   2016-08-05 2020-01-29
81. EOG RESOURCES INC     2020-01-29
81. EOG RESOURCES INC     2020-01-29
81. EOG RESOURCES INC     2020-01-29
107. EOG RESOURCES INC     2020-01-30
27. EOG RESOURCES INC   2016-03-07 2020-01-30
1. CRP VIII (CARLYLE) PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF   2000-01-01 2020-01-31
1. RIVERSTONE GLOBAL ENERGY AND POWER - OFFSHORE IV, LP   2000-01-01 2020-01-31
1. DFJ GROWTH FUND 2006 PRIVATE INVESTORS OFFSHORE LP(NON-SELF   2000-01-01 2020-01-31
1. BSREP III (BROOKFIELD) PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF   2000-01-01 2020-01-31
1. CLAYTON, DUBILIER & RICE (CD&R)   2000-01-01 2020-01-31
1. GOLDENTREE OFFSHORE FUND, LTD. NON-SELF DEALING FIDUCIARY   2000-01-01 2020-01-31
1. CADUCEUS ASIA CPI PRIVATE INVESTORS OFFSHORE, LP   2000-01-01 2020-01-31
1. GOLDENTREE OFFSHORE FUND, LTD. (NON-SELF DEALING FIDUCIARY   2000-01-01 2020-01-31
1. BLACKSTONE REAL ESTATE VII PRIVATE INVESTORS, LP (BREP OFFSHORE) CL   2000-01-01 2020-01-31
1. RIVERSTONE GLOBAL ENERGY AND POWER PRIVATE INVESTORS V, LP (OFFSHOR   2000-01-01 2020-01-31
1. BREP IX PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A -   2000-01-01 2020-01-31
1. KKR ASIAN FUND PRIVATE INVESTORS OFFSHORE L.P.(NON-SELF-DEALING   2000-01-01 2020-01-31
1. KKR NORTH AMERICA XI PRIVATE INVESTORS OFFSHORE CLASS A NON SELF   2000-01-01 2020-01-31
1. ARES PCS PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF DEALING FIDUCIA   2000-01-01 2020-01-31
1. CCMP III PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A -   2000-01-01 2020-01-31
1. WP GROWTH PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A -   2000-01-01 2020-01-31
1. L CAPITAL ASIA 2 PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A - NON-S   2000-01-01 2020-01-31
1. GSO PRIVATE INVESTORS OFFSHORE III SICAV-RAIF S.C.S (NON-SELF DEALI   2000-01-01 2020-01-31
1. EURO PRINCIPAL CURRENCY   2000-01-01 2020-01-31
1. SILVER LAKE PARTNERS IV (SLP IV) PRIVATE INVESTORS, L.P. (OFFSHORE   2000-01-01 2020-01-31
1. STARWOOD SOF XI PRIVATE INVESTORS OFFSHORE 2, L.P. (NON-SELF DEALIN   2000-01-01 2020-01-31
1. WARBURG PINCUS XII PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF DEALI   2000-01-01 2020-01-31
1. BREP ASIA II PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF DEALING   2000-01-01 2020-01-31
1. GOLDENTREE OFFSHORE FUND, LTD. (NON-SELF DEALING FIDUCIARY     2020-01-31
1. GOLDENTREE OFFSHORE FUND, LTD. (NON-SELF DEALING FIDUCIARY   2000-01-01 2020-01-31
1. GOLDENTREE OFFSHORE FUND, LTD SPF-R MGMT SERIES '553   2000-01-01 2020-01-31
CAPITAL GAIN DIVIDENDS P    
(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 908   1,150 -242
b 7,536   7,583 -47
c 1,992   1,973 19
d 255   270 -15
e 303   321 -18
476   541 -65
668   717 -49
808   881 -73
304   321 -17
238   255 -17
211   230 -19
269   291 -22
551   601 -50
64   68 -4
344   363 -19
669   722 -53
936   944 -8
1,535   1,552 -17
460   503 -43
547   590 -43
365   384 -19
1,323   1,422 -99
156   170 -14
19,417   19,389 28
4,710   4,146 564
2,087   1,843 244
5,982   5,252 730
6,052   5,337 715
9,182   5,624 3,558
1,996   1,211 785
1,562   1,627 -65
7,838   4,689 3,149
807   868 -61
541   583 -42
1,198   1,235 -37
363   395 -32
403   436 -33
510   562 -52
547   610 -63
340   367 -27
1,156,172   1,250,000 -93,828
1,275,058   807,308 467,750
8,353   8,373 -20
1,233   1,212 21
2,727   2,701 26
498   495 3
505   514 -9
162   159 3
529   543 -14
347   375 -28
1,770   1,923 -153
283   293 -10
3,443   3,581 -138
255   284 -29
326   347 -21
869   905 -36
1,164   1,304 -140
793   787 6
817   849 -32
108   118 -10
435   474 -39
447   472 -25
328   354 -26
1,920   2,123 -203
196   214 -18
578   629 -51
151   162 -11
555,715   585,000 -29,285
10,000   10,087 -87
318,472   286,328 32,144
636,945   598,177 38,768
1,868,456   1,763,652 104,804
7,129   7,173 -44
10,246   1,538 8,708
7,364   7,873 -509
28,781   25,698 3,083
14,523   14,005 518
207   205 2
8,404   8,424 -20
240   254 -14
266   281 -15
458   521 -63
612   657 -45
890   969 -79
310   328 -18
212   228 -16
217   237 -20
271   293 -22
555   605 -50
20   22 -2
346   365 -19
670   724 -54
1,461   1,474 -13
1,428   1,444 -16
329   360 -31
384   414 -30
253   266 -13
2,283   2,454 -171
156   170 -14
2,119   2,208 -89
24     24
820   883 -63
310   334 -24
1,278   1,318 -40
353   384 -31
423   458 -35
518   571 -53
578   645 -67
961   1,037 -76
1,151   1,131 20
2,350   2,327 23
277   275 2
1,812   1,844 -32
1,053   1,034 19
530   545 -15
302   326 -24
2,474   2,688 -214
2,333   2,414 -81
2,706   2,814 -108
290   324 -34
413   440 -27
466   485 -19
531   595 -64
887   881 6
649   674 -25
96   104 -8
384   418 -34
219   231 -12
327   353 -26
1,748   1,933 -185
301   329 -28
547   596 -49
153   164 -11
20,000   20,250 -250
1,415     1,415
4,630   5,208 -578
1,711   1,938 -227
972   1,084 -112
287   317 -30
8,012   8,441 -429
4,066   3,800 266
24,880   25,295 -415
7,452   7,499 -47
965   897 68
2,004,835   1,316,603 688,232
8,185   8,204 -19
232   245 -13
266   282 -16
535   608 -73
629   675 -46
792   863 -71
280   295 -15
184   198 -14
212   232 -20
272   294 -22
560   611 -51
677   715 -38
668   721 -53
2,121   2,140 -19
1,693   1,712 -19
411   450 -39
5,350   5,332 18
786   848 -62
256   269 -13
1,718   1,846 -128
157   171 -14
1,760   1,834 -74
4,009   4,023 -14
1,027   1,105 -78
119   129 -10
1,782   1,838 -56
462   503 -41
547   593 -46
679   748 -69
1,223   1,364 -141
266   287 -21
38     38
1,123   1,103 20
2,483   2,459 24
252   250 2
193   196 -3
158   155 3
532   546 -14
294   317 -23
4,081   4,581 -500
1,046   1,136 -90
277   286 -9
1,862   1,937 -75
169   188 -19
1,715   1,693 22
362   385 -23
942   982 -40
301   337 -36
756   751 5
1,459   1,517 -58
87   95 -8
1,123   1,224 -101
220   232 -12
2,229   2,406 -177
631   698 -67
196   214 -18
492   536 -44
135   145 -10
14,908   20,308 -5,400
683   865 -182
9,563   11,535 -1,972
6,085   7,603 -1,518
3,111   3,748 -637
637   758 -121
11,595   14,206 -2,611
2,722   3,215 -493
9,290   10,456 -1,166
632   525 107
345   286 59
1,894   1,528 366
919   670 249
1,044   754 290
3,371   2,428 943
350,055   374,451 -24,396
401,891   428,336 -26,445
6,577   6,618 -41
786   641 145
11,908   9,646 2,262
5,831   4,699 1,132
1,854   1,513 341
2,575   2,071 504
197   209 -12
231   245 -14
502   571 -69
629   676 -47
803   875 -72
267   282 -15
3,854   3,828 26
180   193 -13
803   877 -74
145   156 -11
578   631 -53
320   338 -18
647   699 -52
1,101   1,111 -10
1,888   1,909 -21
507   554 -47
5,111   5,093 18
361   390 -29
234   246 -12
2,211   2,377 -166
1,275   1,390 -115
7,658   5,214 2,444
6,305   6,327 -22
7,337   7,354 -17
2,130   2,219 -89
6,886   4,528 2,358
1,739   1,104 635
4,384   2,714 1,670
12,253   12,248 5
1,590   1,586 4
9,098   8,164 934
4,221   3,792 429
7,242   6,383 859
737   793 -56
1,230   1,268 -38
439   478 -39
490   530 -40
373   411 -38
579   645 -66
555   599 -44
6,199   7,913 -1,714
7,181   9,162 -1,981
3,098   3,956 -858
1,291   1,268 23
2,294   2,271 23
768   763 5
443   451 -8
159   156 3
533   548 -15
282   305 -23
1,555   1,561 -6
101   114 -13
2,216   2,407 -191
280   290 -10
2,252   2,342 -90
563   394 169
    227 -227
1,487   1,468 19
386   411 -25
1,314   1,369 -55
465   521 -56
846   840 6
1,411   1,467 -56
78   85 -7
617   673 -56
224   237 -13
291   314 -23
639   707 -68
197   215 -18
505   550 -45
125   135 -10
15,000   15,041 -41
8,897   8,678 219
3,242   3,160 82
15,446   22,467 -7,021
55   53 2
164   160 4
2,744   2,672 72
3,110   3,046 64
547   534 13
496   481 15
388   374 14
667   641 26
110   107 3
55   53 2
167   160 7
6,723   6,765 -42
13,761   14,484 -723
11,005   9,813 1,192
17,725   13,270 4,455
13,011   11,180 1,831
3,199   2,591 608
4,051   3,283 768
20,000   19,873 127
10,000   11,353 -1,353
6,970   6,987 -17
171   182 -11
194   205 -11
450   511 -61
625   672 -47
870   948 -78
278   293 -15
3,576   3,552 24
159   170 -11
456   498 -42
145   157 -12
468   510 -42
319   337 -18
1,088   1,175 -87
1,772   1,787 -15
1,831   1,851 -20
623   681 -58
1,431   1,426 5
634   684 -50
292   307 -15
5,438   5,844 -406
68   74 -6
1,442   1,502 -60
7,445   7,471 -26
938   1,010 -72
1,742   1,797 -55
509   554 -45
560   606 -46
594   654 -60
664   741 -77
308   332 -24
1,089   1,070 19
2,141   2,120 21
892   887 5
406   413 -7
1,493   1,466 27
535   550 -15
283   306 -23
4,345   4,361 -16
98   110 -12
1,770   1,923 -153
    42 -42
323   292 31
3,642   3,787 -145
993   702 291
    406 -406
1,990   1,965 25
444   473 -29
615   640 -25
339   380 -41
632   628 4
1,385   1,440 -55
62   68 -6
1,107   1,206 -99
208   219 -11
282   304 -22
630   697 -67
538   587 -49
552   601 -49
121   130 -9
10,575   1,229 9,346
6,134   6,173 -39
201,797   209,029 -7,232
2,631   2,697 -66
409,538   330,212 79,326
2,659   2,678 -19
6,611   6,627 -16
153   162 -9
166   175 -9
456   519 -63
577   620 -43
954   1,040 -86
279   294 -15
3,008   2,987 21
139   149 -10
451   493 -42
146   158 -12
457   498 -41
321   339 -18
538   581 -43
1,919   1,936 -17
1,644   1,663 -19
467   510 -43
8,112   8,081 31
143   154 -11
223   235 -12
1,900   2,042 -142
68   75 -7
4,276   4,286 -10
9,354   9,387 -33
2,106   2,195 -89
64     64
757   815 -58
1,993   2,055 -62
527   574 -47
556   602 -46
553   609 -56
703   784 -81
312   337 -25
1,061   1,043 18
2,104   2,083 21
755   750 5
2,124   2,161 -37
2,123   2,085 38
536   551 -15
388   419 -31
1,367   1,372 -5
102   114 -12
1,374   1,492 -118
313   282 31
    41 -41
2,572   2,675 -103
    494 -494
1,208   854 354
1,726   1,704 22
343   366 -23
1,896   1,976 -80
300   336 -36
707   702 5
880   915 -35
31   34 -3
261   284 -23
206   217 -11
294   317 -23
643   710 -67
528   576 -48
525   571 -46
99   107 -8
35,000   35,372 -372
1,619   1,630 -11
2,422   2,483 -61
2,499   2,517 -18
156,913   156,707 206
146,790   158,492 -11,702
6,871   4,827 2,044
4,372   2,863 1,509
4,373   4,793 -420
2,491   2,699 -208
6,226   6,409 -183
15,000   14,972 28
3,062   3,041 21
6,789   6,805 -16
146   154 -8
119   126 -7
455   517 -62
692   743 -51
619   675 -56
264   279 -15
6,296   6,253 43
118   127 -9
207   226 -19
147   159 -12
532   580 -48
516   545 -29
918   991 -73
1,711   1,726 -15
1,634   1,653 -19
409   447 -38
1,350   1,345 5
204   220 -16
356   374 -18
1,894   2,035 -141
69   75 -6
45,724   45,840 -116
8,029   5,169 2,860
3,270   3,241 29
25,000   24,997 3
13,104   13,151 -47
11,892   10,621 1,271
413   464 -51
1,752   1,825 -73
817   879 -62
1,916   1,976 -60
406   442 -36
607   657 -50
572   630 -58
475   530 -55
484   521 -37
1,469   1,443 26
1,944   1,925 19
785   780 5
157   160 -3
1,470   1,443 27
538   553 -15
579   626 -47
2,653   2,663 -10
2,181   2,448 -267
1,169   1,270 -101
346   312 34
    45 -45
1,952   2,031 -79
1,100   778 322
    450 -450
1,193   1,178 15
419   447 -28
1,581   1,648 -67
583   653 -70
840   835 5
1,513   1,573 -60
5   5  
258   281 -23
206   217 -11
291   314 -23
646   715 -69
189   206 -17
557   607 -50
84   91 -7
67     67
25,000   24,851 149
625,000   632,037 -7,037
2,432   2,493 -61
2,510   2,528 -18
5,438   5,400 38
7,146   7,163 -17
137   145 -8
64   68 -4
460   524 -64
530   570 -40
747   814 -67
225   238 -13
2,999   2,979 20
71   76 -5
747   816 -69
344   371 -27
535   584 -49
299   316 -17
764   825 -61
1,436   1,449 -13
1,624   1,642 -18
475   519 -44
1,450   1,444 6
845   911 -66
237   249 -12
2,272   2,442 -170
69   75 -6
869   978 -109
1,735   1,808 -73
6,189   6,135 54
13,874   13,923 -49
782   842 -60
1,468   1,514 -46
530   577 -47
550   498 52
    98 -98
679   747 -68
1,075   1,199 -124
486   524 -38
654,011   643,868 10,143
1,044   1,026 18
1,677   1,661 16
428   425 3
274   279 -5
1,058   1,039 19
540   554 -14
231   250 -19
3,317   3,330 -13
103   115 -12
1,228   1,333 -105
799   720 79
    104 -104
2,383   2,479 -96
    349 -349
853   603 250
2,377   2,343 34
523   557 -34
3,805   3,964 -159
310   347 -37
879   873 6
708   736 -28
256   279 -23
201   213 -12
301   325 -24
815   901 -86
190   207 -17
484   527 -43
69   74 -5
       
2,661   2,728 -67
2,691   2,711 -20
5,066   5,031 35
6,143   6,157 -14
129   137 -8
34   36 -2
490   557 -67
613   658 -45
598   651 -53
216   228 -12
6,700   6,654 46
505   551 -46
124   134 -10
543   591 -48
479   506 -27
471   509 -38
1,818   1,834 -16
1,614   1,632 -18
287   314 -27
7,174   7,147 27
492   531 -39
184   193 -9
3,212   3,452 -240
208   227 -19
40,000   39,381 619
866   902 -36
5,789   5,739 50
11,217   11,256 -39
882   992 -110
1,009   1,086 -77
1,458   1,503 -45
421   458 -37
556   503 53
    99 -99
436   480 -44
454   506 -52
503   542 -39
24,822   19,526 5,296
1,141   1,121 20
1,594   1,579 15
840   834 6
1,911   1,944 -33
1,403   1,377 26
541   556 -15
236   255 -19
1,418   1,423 -5
97   109 -12
1,219   1,324 -105
2,369   2,136 233
    307 -307
1,881   1,956 -75
    358 -358
877   620 257
3,214   3,168 46
300   319 -19
957   997 -40
690   773 -83
844   838 6
1,138   1,182 -44
257   280 -23
205   217 -12
1,219   1,316 -97
1,684   1,862 -178
192   209 -17
453   493 -40
49   53 -4
8,607   4,418 4,189
11,208   5,143 6,065
9,000   8,982 18
20,508   20,509 -1
10,256   10,076 180
15,380   15,115 265
260,000   143,666 116,334
525,000   131,201 393,799
3,226   2,377 849
4,125   2,928 1,197
3,335   1,965 1,370
8,304   3,461 4,843
754   280 474
787   290 497
25,000   30,944 -5,944
5,204   5,168 36
6,189   6,204 -15
125   133 -8
11   12 -1
443   504 -61
480   516 -36
653   711 -58
219   232 -13
3,607   3,583 24
862   942 -80
125   135 -10
501   546 -45
265   280 -15
474   511 -37
3,391   3,420 -29
1,604   1,623 -19
614   671 -57
1,876   1,868 8
333   359 -26
194   204 -10
2,689   2,890 -201
20,000   22,569 -2,569
10,000   10,085 -85
15,000   17,051 -2,051
9,692   9,727 -35
1,858   1,936 -78
20,000   22,476 -2,476
857   923 -66
1,393   1,436 -43
500   544 -44
579   524 55
    103 -103
679   748 -69
790   881 -91
258   279 -21
21,498   11,275 10,223
58,552   50,672 7,880
5,462   5,415 47
500   563 -63
597   656 -59
63   69 -6
25   28 -3
2   2  
1,134   1,115 19
1,443   1,429 14
830   825 5
742   755 -13
1,133   1,112 21
543   558 -15
233   252 -19
2,158   2,166 -8
1,696   1,903 -207
1,271   1,380 -109
    39 -39
298   269 29
2,247   2,337 -90
    231 -231
567   401 166
627   668 -41
745   777 -32
425   476 -51
584   580 4
1,154   1,200 -46
259   282 -23
255   269 -14
2,000   2,158 -158
617   682 -65
196   214 -18
402   438 -36
32   34 -2
2,453   2,515 -62
2,533   2,551 -18
756   819 -63
4,001   3,944 57
121   131 -10
20,000   19,718 282
2,681   2,749 -68
2,713   2,733 -20
4,540   4,508 32
5,420   5,433 -13
106   112 -6
3   3  
437   496 -59
494   530 -36
628   684 -56
211   223 -12
3,860   3,834 26
195   213 -18
125   135 -10
493   537 -44
329   347 -18
476   514 -38
3,076   3,103 -27
1,595   1,613 -18
421   460 -39
1,346   1,341 5
648   699 -51
953   1,031 -78
195   205 -10
2,886   3,101 -215
575   647 -72
1,613   1,681 -68
5,264   5,218 46
4,037   4,069 -32
539   580 -41
1,613   1,663 -50
427   465 -38
    108 -108
606   549 57
358   395 -37
735   819 -84
331   357 -26
1,152   1,131 21
1,207   1,196 11
690   686 4
2,141   2,178 -37
1,331   1,306 25
544   559 -15
234   253 -19
1,367   1,372 -5
339   380 -41
1,358   1,475 -117
    129 -129
996   898 98
1,315   930 385
    537 -537
4,338   4,276 62
514   547 -33
2,333   2,431 -98
351   393 -42
851   846 5
2,419   2,514 -95
260   283 -23
243   257 -14
215   232 -17
1,026   1,134 -108
192   210 -18
460   501 -41
10   11 -1
2,474   2,536 -62
2,556   2,574 -18
28   33 -5
2,128   2,473 -345
1,741   1,993 -252
2,059   2,324 -265
1,575   1,635 -60
601   676 -75
773   803 -30
599   624 -25
227   238 -11
4,815   4,781 34
3,851   3,861 -10
2,613   2,698 -85
3,037   3,136 -99
1,261   1,298 -37
257   266 -9
1,444   1,485 -41
134   129 5
1,855   1,794 61
115   110 5
2,453   2,458 -5
8,072   8,136 -64
96   102 -6
368   418 -50
462   497 -35
591   644 -53
212   224 -12
6,895   6,848 47
197   215 -18
126   136 -10
496   541 -45
223   236 -13
649   701 -52
2,766   2,791 -25
1,585   1,603 -18
413   451 -38
1,799   1,792 7
537   579 -42
4,703   5,092 -389
148   155 -7
2,429   2,610 -181
3,388   3,340 48
4,841   4,799 42
779   738 41
663   620 43
87   81 6
145   135 10
943   1,061 -118
1,740   1,813 -73
506   545 -39
1,130   1,165 -35
422   459 -37
613   555 58
    109 -109
335   368 -33
497   554 -57
459   495 -36
       
20,215   19,030 1,185
276   259 17
935   919 16
941   932 9
858   852 6
134   136 -2
141   139 2
546   561 -15
235   254 -19
2,378   2,387 -9
175   197 -22
1,043   1,133 -90
    417 -417
3,218   2,901 317
1,985   1,404 581
    811 -811
2,050   2,021 29
448   478 -30
2,299   2,395 -96
468   525 -57
932   925 7
640   665 -25
261   285 -24
390   412 -22
212   229 -17
615   680 -65
626   683 -57
461   502 -41
1   2 -1
8,555   10,048 -1,493
1,311   1,535 -224
200,000   107,946 92,054
400,000   98,490 301,510
692   812 -120
768   903 -135
538   632 -94
6,112   6,884 -772
6,209   6,693 -484
6,128   6,574 -446
7,953   7,996 -43
2,028   1,953 75
7,561   8,754 -1,193
88,980   88,108 872
253,629   211,808 41,821
245   2,375 -2,130
15,060   2,099 12,961
1,175   17,680 -16,505
    22,000 -22,000
988,867   458,004 530,863
145,915   29,955 115,960
22,035   33,282 -11,247
2,111   4,612 -2,501
16,483   2,364 14,119
55,693   57,656 -1,963
12,182   12,485 -303
105,171   105,894 -723
6,275   9,565 -3,290
26,258   26,381 -123
53,725   55,039 -1,314
88,236   1 88,235
160,987   165,169 -4,182
25,984   26,268 -284
33,677   34,903 -1,226
873   5,359 -4,486
46,394   8,427 37,967
19,675   1,415 18,260
6,065   1 6,064
      517,270
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       -242
b       -47
c       19
d       -15
e       -18
      -65
      -49
      -73
      -17
      -17
      -19
      -22
      -50
      -4
      -19
      -53
      -8
      -17
      -43
      -43
      -19
      -99
      -14
      28
      564
      244
      730
      715
      3,558
      785
      -65
      3,149
      -61
      -42
      -37
      -32
      -33
      -52
      -63
      -27
      -93,828
      467,750
      -20
      21
      26
      3
      -9
      3
      -14
      -28
      -153
      -10
      -138
      -29
      -21
      -36
      -140
      6
      -32
      -10
      -39
      -25
      -26
      -203
      -18
      -51
      -11
      -29,285
      -87
      32,144
      38,768
      104,804
      -44
      8,708
      -509
      3,083
      518
      2
      -20
      -14
      -15
      -63
      -45
      -79
      -18
      -16
      -20
      -22
      -50
      -2
      -19
      -54
      -13
      -16
      -31
      -30
      -13
      -171
      -14
      -89
      24
      -63
      -24
      -40
      -31
      -35
      -53
      -67
      -76
      20
      23
      2
      -32
      19
      -15
      -24
      -214
      -81
      -108
      -34
      -27
      -19
      -64
      6
      -25
      -8
      -34
      -12
      -26
      -185
      -28
      -49
      -11
      -250
      1,415
      -578
      -227
      -112
      -30
      -429
      266
      -415
      -47
      68
      688,232
      -19
      -13
      -16
      -73
      -46
      -71
      -15
      -14
      -20
      -22
      -51
      -38
      -53
      -19
      -19
      -39
      18
      -62
      -13
      -128
      -14
      -74
      -14
      -78
      -10
      -56
      -41
      -46
      -69
      -141
      -21
      38
      20
      24
      2
      -3
      3
      -14
      -23
      -500
      -90
      -9
      -75
      -19
      22
      -23
      -40
      -36
      5
      -58
      -8
      -101
      -12
      -177
      -67
      -18
      -44
      -10
      -5,400
      -182
      -1,972
      -1,518
      -637
      -121
      -2,611
      -493
      -1,166
      107
      59
      366
      249
      290
      943
      -24,396
      -26,445
      -41
      145
      2,262
      1,132
      341
      504
      -12
      -14
      -69
      -47
      -72
      -15
      26
      -13
      -74
      -11
      -53
      -18
      -52
      -10
      -21
      -47
      18
      -29
      -12
      -166
      -115
      2,444
      -22
      -17
      -89
      2,358
      635
      1,670
      5
      4
      934
      429
      859
      -56
      -38
      -39
      -40
      -38
      -66
      -44
      -1,714
      -1,981
      -858
      23
      23
      5
      -8
      3
      -15
      -23
      -6
      -13
      -191
      -10
      -90
      169
      -227
      19
      -25
      -55
      -56
      6
      -56
      -7
      -56
      -13
      -23
      -68
      -18
      -45
      -10
      -41
      219
      82
      -7,021
      2
      4
      72
      64
      13
      15
      14
      26
      3
      2
      7
      -42
      -723
      1,192
      4,455
      1,831
      608
      768
      127
      -1,353
      -17
      -11
      -11
      -61
      -47
      -78
      -15
      24
      -11
      -42
      -12
      -42
      -18
      -87
      -15
      -20
      -58
      5
      -50
      -15
      -406
      -6
      -60
      -26
      -72
      -55
      -45
      -46
      -60
      -77
      -24
      19
      21
      5
      -7
      27
      -15
      -23
      -16
      -12
      -153
      -42
      31
      -145
      291
      -406
      25
      -29
      -25
      -41
      4
      -55
      -6
      -99
      -11
      -22
      -67
      -49
      -49
      -9
      9,346
      -39
      -7,232
      -66
      79,326
      -19
      -16
      -9
      -9
      -63
      -43
      -86
      -15
      21
      -10
      -42
      -12
      -41
      -18
      -43
      -17
      -19
      -43
      31
      -11
      -12
      -142
      -7
      -10
      -33
      -89
      64
      -58
      -62
      -47
      -46
      -56
      -81
      -25
      18
      21
      5
      -37
      38
      -15
      -31
      -5
      -12
      -118
      31
      -41
      -103
      -494
      354
      22
      -23
      -80
      -36
      5
      -35
      -3
      -23
      -11
      -23
      -67
      -48
      -46
      -8
      -372
      -11
      -61
      -18
      206
      -11,702
      2,044
      1,509
      -420
      -208
      -183
      28
      21
      -16
      -8
      -7
      -62
      -51
      -56
      -15
      43
      -9
      -19
      -12
      -48
      -29
      -73
      -15
      -19
      -38
      5
      -16
      -18
      -141
      -6
      -116
      2,860
      29
      3
      -47
      1,271
      -51
      -73
      -62
      -60
      -36
      -50
      -58
      -55
      -37
      26
      19
      5
      -3
      27
      -15
      -47
      -10
      -267
      -101
      34
      -45
      -79
      322
      -450
      15
      -28
      -67
      -70
      5
      -60
       
      -23
      -11
      -23
      -69
      -17
      -50
      -7
      67
      149
      -7,037
      -61
      -18
      38
      -17
      -8
      -4
      -64
      -40
      -67
      -13
      20
      -5
      -69
      -27
      -49
      -17
      -61
      -13
      -18
      -44
      6
      -66
      -12
      -170
      -6
      -109
      -73
      54
      -49
      -60
      -46
      -47
      52
      -98
      -68
      -124
      -38
      10,143
      18
      16
      3
      -5
      19
      -14
      -19
      -13
      -12
      -105
      79
      -104
      -96
      -349
      250
      34
      -34
      -159
      -37
      6
      -28
      -23
      -12
      -24
      -86
      -17
      -43
      -5
       
      -67
      -20
      35
      -14
      -8
      -2
      -67
      -45
      -53
      -12
      46
      -46
      -10
      -48
      -27
      -38
      -16
      -18
      -27
      27
      -39
      -9
      -240
      -19
      619
      -36
      50
      -39
      -110
      -77
      -45
      -37
      53
      -99
      -44
      -52
      -39
      5,296
      20
      15
      6
      -33
      26
      -15
      -19
      -5
      -12
      -105
      233
      -307
      -75
      -358
      257
      46
      -19
      -40
      -83
      6
      -44
      -23
      -12
      -97
      -178
      -17
      -40
      -4
      4,189
      6,065
      18
      -1
      180
      265
      116,334
      393,799
      849
      1,197
      1,370
      4,843
      474
      497
      -5,944
      36
      -15
      -8
      -1
      -61
      -36
      -58
      -13
      24
      -80
      -10
      -45
      -15
      -37
      -29
      -19
      -57
      8
      -26
      -10
      -201
      -2,569
      -85
      -2,051
      -35
      -78
      -2,476
      -66
      -43
      -44
      55
      -103
      -69
      -91
      -21
      10,223
      7,880
      47
      -63
      -59
      -6
      -3
       
      19
      14
      5
      -13
      21
      -15
      -19
      -8
      -207
      -109
      -39
      29
      -90
      -231
      166
      -41
      -32
      -51
      4
      -46
      -23
      -14
      -158
      -65
      -18
      -36
      -2
      -62
      -18
      -63
      57
      -10
      282
      -68
      -20
      32
      -13
      -6
       
      -59
      -36
      -56
      -12
      26
      -18
      -10
      -44
      -18
      -38
      -27
      -18
      -39
      5
      -51
      -78
      -10
      -215
      -72
      -68
      46
      -32
      -41
      -50
      -38
      -108
      57
      -37
      -84
      -26
      21
      11
      4
      -37
      25
      -15
      -19
      -5
      -41
      -117
      -129
      98
      385
      -537
      62
      -33
      -98
      -42
      5
      -95
      -23
      -14
      -17
      -108
      -18
      -41
      -1
      -62
      -18
      -5
      -345
      -252
      -265
      -60
      -75
      -30
      -25
      -11
      34
      -10
      -85
      -99
      -37
      -9
      -41
      5
      61
      5
      -5
      -64
      -6
      -50
      -35
      -53
      -12
      47
      -18
      -10
      -45
      -13
      -52
      -25
      -18
      -38
      7
      -42
      -389
      -7
      -181
      48
      42
      41
      43
      6
      10
      -118
      -73
      -39
      -35
      -37
      58
      -109
      -33
      -57
      -36
       
      1,185
      17
      16
      9
      6
      -2
      2
      -15
      -19
      -9
      -22
      -90
      -417
      317
      581
      -811
      29
      -30
      -96
      -57
      7
      -25
      -24
      -22
      -17
      -65
      -57
      -41
      -1
      -1,493
      -224
      92,054
      301,510
      -120
      -135
      -94
      -772
      -484
      -446
      -43
      75
      -1,193
      872
      41,821
      -2,130
      12,961
      -16,505
      -22,000
      530,863
      115,960
      -11,247
      -2,501
      14,119
      -1,963
      -303
      -723
      -3,290
      -123
      -1,314
      88,235
      -4,182
      -284
      -1,226
      -4,486
      37,967
      18,260
      6,064
       
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 3,471,777
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))
2018 3,308,819 65,196,816 0.050751
2017 2,771,534 63,861,626 0.043399
2016 2,207,425 58,163,181 0.037952
2015 2,219,737 59,493,879 0.03731
2014 2,181,276 59,463,638 0.036683
2
Total of line 1, column (d) .....................
2
0.206095
3
Average distribution ratio for the 5-year base period—divide the total on line 2 by 5.0, or by the number of years the foundation has been in existence if less than 5 years ......
3
0.041219
4
Enter the net value of noncharitable-use assets for 2019 from Part X, line 5......
4
65,167,667
5
Multiply line 4 by line 3......................
5
2,686,146
6
Enter 1% of net investment income (1% of Part I, line 27b)...........
6
44,400
7
Add lines 5 and 6........................
7
2,730,546
8
Enter qualifying distributions from Part XII, line 4,.............
8
3,327,177
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 (2019)
Form 990-PF (2019)
Page 4
Part VI
Excise Tax Based on Investment Income (Section 4940(a), 4940(b), 4940(e), or 4948—see instructions)
1a Exempt operating foundations described in section 4940(d)(2), check here Bullet and enter “N/A" on line 1. Bracket includes lines 1a and 1b
Date of ruling or determination letter:   (attach copy of letter if necessary–see instructions)
b Domestic foundations that meet the section 4940(e) requirements in Part V, check 1 44,400
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 0
3 Add lines 1 and 2........................... 3 44,400
4 Subtitle A (income) tax (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 4 0
5 Tax based on investment income. Subtract line 4 from line 3. If zero or less, enter -0- ..... 5 44,400
6 Credits/Payments:
a 2019 estimated tax payments and 2018 overpayment credited to 2019 6a 73,080
b Exempt foreign organizations—tax withheld at source...... 6b
c Tax paid with application for extension of time to file (Form 8868)... 6c 0
d Backup withholding erroneously withheld ........... 6d  
7 Total credits and payments. Add lines 6a through 6d.............. 7 73,080
8 Enter any penalty for underpayment of estimated tax. Check here if Form 2220 is attached. Click to see attachment 8 0
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 28,680
11 Enter the amount of line 10 to be: Credited to 2020 estimated taxBullet28,680 RefundedBullet 11 0
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 .Click to see attachment
    8b
     
    No
    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 2019 or the taxable year beginning in 2019? See the 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 (2019)
    Form 990-PF (2019)
    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 addressbullet  
    14
    The books are in care ofbulletJPMORGAN CHASE BANK NA Telephone no.bullet (800) 496-2583

    Located atbullet10 S DEARBORN IL1-0111CHICAGOIL ZIP+4bullet60603
    15
    Section 4947(a)(1) nonexempt charitable trusts filing Form 990-PF in lieu of Form 1041 —check here .........bullet
    and enter the amount of tax-exempt interest received or accrued during the year ........bullet
    15
     
    16 At any time during calendar year 2019, 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 the instructions for exceptions and filing requirements for FinCEN Form 114. 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
     
    No
    ........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 2019?.............
    1c
     
    No
    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 2019, did the foundation have any undistributed income (lines 6d
    and 6e, Part XIII) for tax year(s) beginning before 2019?.............
    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 2019 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 2019.)..................
    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 2019?
    4b
     
    No
    Form 990-PF (2019)
    Form 990-PF (2019)
    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:
    Yes
    No
    (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
     
     
    8
    Is the foundation subject to the section 4960 tax on payment(s) of more than $1,000,000 in remuneration or
    excess parachute payment during the year? .................
    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
    JP MORGAN CHASE BANK NA TRUSTEE
    2     		309,673    
    10 S DEARBORN IL1-0111
    CHICAGO,IL60603
    2 Compensation of five highest-paid employees (other than those included on line 1—see instructions). If none, enter “NONE."
    (a) Name and address of each employee paid more than $50,000 (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation (d) Contributions to
    employee benefit
    plans and deferred
    compensation     		(e) Expense account,
    other allowances
    NONE
    Total number of other employees paid over $50,000...................bullet 0
    Form 990-PF (2019)
    Form 990-PF (2019)
    Page 7
    Part VIII
    Information About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,
    and Contractors (continued)
    3 Five highest-paid independent contractors for professional services (see instructions). If none, enter "NONE".
    (a) Name and address of each person paid more than $50,000 (b) Type of service (c) Compensation
    NONE
    Total number of others receiving over $50,000 for professional services.............bullet0
    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  
    2  
    All other program-related investments. See instructions.
    3  
    Total. Add lines 1 through 3.........................bullet  
    Form 990-PF (2019)
    Form 990-PF (2019)
    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
    65,066,508
    b
    Average of monthly cash balances.......................
    1b
    1,093,560
    c
    Fair market value of all other assets (see instructions)................
    1c
    0
    d
    Total (add lines 1a, b, and c).........................
    1d
    66,160,068
    e
    Reduction claimed for blockage or other factors reported on lines 1a and
    1c (attach detailed explanation) .............
    1e
    0
    2
    Acquisition indebtedness applicable to line 1 assets..................
    2
    0
    3
    Subtract line 2 from line 1d.........................
    3
    66,160,068
    4
    Cash deemed held for charitable activities. Enter 1 1/2% of line 3 (for greater amount, see
    instructions) .............................
    4
    992,401
    5
    Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4
    5
    65,167,667
    6
    Minimum investment return. Enter 5% of line 5..................
    6
    3,258,383
    Part XI
    Distributable Amount (see instructions) (Section 4942(j)(3) and (j)(5) private operating foundations and certain foreign organizations check here right arrow and do not complete this part.)
    1
    Minimum investment return from Part X, line 6....................
    1
    3,258,383
    2a
    Tax on investment income for 2019 from Part VI, line 5......
    2a
    44,400
    b
    Income tax for 2019. (This does not include the tax from Part VI.)...
    2b
     
    c
    Add lines 2a and 2b............................
    2c
    44,400
    3
    Distributable amount before adjustments. Subtract line 2c from line 1............
    3
    3,213,983
    4
    Recoveries of amounts treated as qualifying distributions................
    4
    0
    5
    Add lines 3 and 4............................
    5
    3,213,983
    6
    Deduction from distributable amount (see instructions).................
    6
    0
    7
    Distributable amount as adjusted. Subtract line 6 from line 5. Enter here and on Part XIII, line 1 ...
    7
    3,213,983
    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
    3,327,177
    b
    Program-related investments—total from Part IX-B..................
    1b
    0
    2
    Amounts paid to acquire assets used (or held for use) directly in carrying out charitable, etc.,
    purposes...............................
    2
    0
    3
    Amounts set aside for specific charitable projects that satisfy the:
    a
    Suitability test (prior IRS approval required)....................
    3a
    0
    b
    Cash distribution test (attach the required schedule) .................
    3b
    0
    4
    Qualifying distributions. Add lines 1a through 3b. Enter here and on Part V, line 8, and Part XIII, line 4
    4
    3,327,177
    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
    44,400
    6
    Adjusted qualifying distributions. Subtract line 5 from line 4..............
    6
    3,282,777
    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 (2019)
    Form 990-PF (2019)
    Page 9
    Part XIII
    Undistributed Income (see instructions)
    (a)
    Corpus     		(b)
    Years prior to 2018     		(c)
    2018     		(d)
    2019
    1 Distributable amount for 2019 from Part XI, line 7 3,213,983
    2 Undistributed income, if any, as of the end of 2019:
    a Enter amount for 2018 only....... 2,910,832
    b Total for prior years:20, 20, 20 0
    3 Excess distributions carryover, if any, to 2019:
    a From 2014...... 0
    b From 2015...... 0
    c From 2016...... 0
    d From 2017...... 0
    e From 2018...... 0
    fTotal of lines 3a through e........ 0
    4Qualifying distributions for 2019 from Part
    XII, line 4: bullet$ 3,327,177
    a Applied to 2018, but not more than line 2a 2,910,832
    b Applied to undistributed income of prior years
    (Election required—see instructions).....     		0
    c Treated as distributions out of corpus (Election
    required—see instructions)........     		0
    d Applied to 2019 distributable amount..... 416,345
    e Remaining amount distributed out of corpus 0
    5 Excess distributions carryover applied to 2019. 0 0
    (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 0
    b Prior years’ undistributed income. Subtract
    line 4b from line 2b ..........     		0
    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......     		0
    d Subtract line 6c from line 6b. Taxable amount
    —see instructions ...........     		0
    e Undistributed income for 2018. Subtract line
    4a from line 2a. Taxable amount—see
    instructions .............     		0
    f Undistributed income for 2019. Subtract
    lines 4d and 5 from line 1. This amount must
    be distributed in 2020 ..........     		2,797,638
    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) .......     		0
    8 Excess distributions carryover from 2014 not
    applied on line 5 or line 7 (see instructions) ...     		0
    9Excess distributions carryover to 2020.
    Subtract lines 7 and 8 from line 6a ......     		0
    10 Analysis of line 9:
    a Excess from 2015.... 0
    b Excess from 2016.... 0
    c Excess from 2017.... 0
    d Excess from 2018.... 0
    e Excess from 2019.... 0
    Form 990-PF (2019)
    Form 990-PF (2019)
    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 2019, 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) 2019 (b) 2018 (c) 2017 (d) 2016
             
    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 foundation 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 (2019)
    Form 990-PF (2019)
    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
    RUTGERS THE STATE UNIVERSITY
    33 KNIGHTSBRIDGE ROAD EAST WING
    PISCATAWAY,NJ088543925     		NONE PC GENERAL 3,222,000
    Total .................................bullet 3a 3,222,000
    bApproved for future payment
    Total .................................bullet 3b  
    Form 990-PF (2019)
    Form 990-PF (2019)
    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 ...........     		         
    4 Dividends and interest from securities....     14 1,094,834  
    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 ............     		    18 3,471,777  
    9 Net income or (loss) from special events:          
    10 Gross profit or (loss) from sales of inventory          
    11 Other revenue:
    aPARTNERSHIP K-1 IN     		    14 7,863  
    bPFICS INCOME     14 76,198  
    c
    d
    e
    12 Subtotal. Add columns (b), (d), and (e)..   4,650,672  
    13Total. Add line 12, columns (b), (d), and (e)..................
    13
    4,650,672
    (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 (2019)
    Form 990-PF (2019)
    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) (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) (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 (2019)
    Additional Data


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    Form 990PF - Special Condition Description:
    Special Condition Description