| Category | Amount | Net Investment Income | Adjusted Net Income | Disbursements for Charitable Purposes |
|---|---|---|---|---|
| ACCOUNTING FEES - OTHER | 70,448 | 0 | 70,448 | |
| ACCOUNTING FEES - INVESTMENT | 96,394 | 87,030 | 0 |
| Grantee's Name | Grantee's Address | Grant Date | Grant Amount | Grant Purpose | Amount Expended By Grantee | Any Diversion By Grantee? | Dates of Reports By Grantee | Date of Verification | Results of Verification |
|---|---|---|---|---|---|---|---|---|---|
|
EMPIRE HEALTH FOUNDATION |
PO BOX 244 SPOKANE,WA99210 |
2017-03-21 | 3,500,000 | GRANT ID: 3951 - AGING SERVICES PROGRAM: A HEALTHIER AGING POPULATION IN EASTERN WASHINGTON. PURPOSE OF THE GRANT IS TO ALLOW EMPIRE HEALTH FOUNDATION (EHF) TO ACT AS AN INTERMEDIARY GRANT MAKER TARGETING AGING PRIORITIES IN THREE KEY AREAS: 1) COMMUNITY CARE INTEGRATION, 2) WORKFORCE DEVELOPMENT AND GERIATRIC EDUCATION, AND 3) TECHNOLOGY. EHF MEETS THESE PRIORITIES THROUGH A MULTI-PRONGED STRATEGIC APPROACH TO ADVANCE IMPROVEMENTS IN CARE TRANSITIONS, CHRONIC DISEASE MANAGEMENT, AND PSYCHOSOCIAL WELL-BEING AND ENGAGEMENT OF OLDER ADULTS IN A SEVEN-COUNTY, THREE-TRIBE SERVICE AREAS IN THE EASTERN WASHINGTON REGION. | 3,500,000 | NO KNOWN DIVERSION OF FUNDS. | 8/30/2020; 4/28/2020; 4/17/2019; 5/23/2018 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. | |
|
SECRETARIAT DE JEUNESSES MUSICALES INTERNATIONAL |
SQUARE EUGNE PLASKY 92-94 BOX 13 1030 BRUSSELS BE |
2018-11-28 | 3,100,000 | GRANT ID: 3841 - ETHNO: GLOBAL MUSIC CONNECTIONS. THE PURPOSE OF THE PROJECT IS TO BRING YOUNG PEOPLE TOGETHER THROUGH ETHNO'S GLOBAL ACTIVITIES TO DEVELOP THEIR SKILLS IN MUSIC, TO ENHANCE THEIR PERSONAL GROWTH, AND TO EXPOSE THEM TO THEIR OWN AND OTHER CULTURES THROUGH ETHNO'S UNIQUE PEER-2-PEER APPROACH. | 1,290,707 | NO KNOWN DIVERSION OF FUNDS. | 3/11/2021; 4/26/2020; 7/22/2019 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. | |
|
BRADLEY FAMILY FOUNDATION INC |
2145 WEST BROWN DEER ROAD MILWAUKEE,WI53217 |
2017-10-26 | 425,000 | GRANT ID: 4123 - ARTSECO. THE PURPOSE OF THIS PROJECT IS TO DESIGN, IMPLEMENT, AND TEST PROGRAMS FOCUSED ON CROSS-DISCIPLINARY CURRICULUM DEVELOPMENT, TEACHER-AS-ARTIST PRACTICES, AND ENGAGEMENT WITH ARTISTS IN THE CLASSROOM AS PART OF ARTSECO'S COMPREHENSIVE PROFESSIONAL DEVELOPMENT CONTINUUM FOR PRE-SERVICE AND EARLY CAREER TEACHERS, TEACHER EDUCATORS, AND MENTOR TEACHERS. | 425,000 | NO KNOWN DIVERSION OF FUNDS. | 6/21/2021; 4/1/2020; 5/13/2019; 10/3/2018 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. | |
|
PEW CHARITABLE TRUSTS |
ONE COMMERCE SQUARE 2005 MARKET ST STE 28 PHILADELPHIA,PA19103 |
2016-03-07 | 2,000,000 | GRANT ID: 3465 - PEW FELLOWS PROGRAM IN MARINE CONSERVATION. THIS INITIATIVE IS INTENDED TO IMPROVE MARINE CONSERVATION BY INCREASING THE NUMBER OF PEW MARINE FELLOWS; HOLDING THE PEW MARINE FELLOWS ANNUAL MEETING AND ASSOCIATED EVENTS IN LOCATIONS FACING CRITICAL MARINE CONSERVATION ISSUES; ESTABLISHING A MENTORSHIP PROGRAM TO HELP INCREASE THE IMPACT OF FELLOWS' PROJECTS; AND TESTING AND SHARING NEW IDEAS ABOUT HOW TO MAKE SCIENCE MORE "ACTIONABLE" BY INDIVIDUALS WHO MAY USE SCIENCE TO INFORM THEIR POLICY OR RESOURCE MANAGEMENT DECISIONS. | 2,000,000 | NO KNOWN DIVERSION OF FUNDS. | 3/4/2021; 8/17/2020; 8/20/2019; 11/9/2018; 8/11/2017; 8/26/2016 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. | |
|
EMPIRE HEALTH FOUNDATION |
PO BOX 244 SPOKANE,WA99210 |
2018-11-28 | 2,000,000 | GRANT ID: 5698 - NATIVE AMERICAN FAMILY PRESERVATION INITIATIVE - REDUCING DISPROPORTIONATE FOSTER PLACEMENTS. THE NATIVE AMERICAN FAMILY PRESERVATION INITIATIVE'S PURPOSE IS TO REDUCE OUT-OF-HOME PLACEMENTS AMONG AMERICAN INDIAN/ALASKA NATIVE CHILDREN IN UP TO THREE COMMUNITIES IN EASTERN WASHINGTON BY 50% WITHIN THREE YEARS BY PROVIDING ACCESS TO CULTURALLY COMPETENT ASSESSMENTS, SAFETY PLANS, AND MENTAL HEALTH AND SERVICES. | 1,442,697 | NO KNOWN DIVERSION OF FUNDS. | 2/25/2021; 4/28/2020; 7/10/2019 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. | |
|
CLIMATEWORKS FOUNDATION |
235 MONTGOMERY STREET SUITE 1300 SAN FRANCISCO,CA94104 |
2017-08-10 | 11,000,000 | GRANT ID: 3001 - SUPPORTING COMMUNITY FOREST MANAGEMENT TO REDUCE DEFORESTATION AND DEGRADATION. THE PURPOSE OF THIS PROJECT IS TO INCREASE COMMUNITY FOREST MANAGEMENT AND LAND RIGHTS OF INDIGENOUS PEOPLES, TRADITIONAL COMMUNITIES, AND SMALLHOLDER FARMERS WITHIN THE GEOGRAPHIES OF BRAZIL, INDONESIA, AND MEXICO AND CENTRAL AMERICA. | 10,998,405 | NO KNOWN DIVERSION OF FUNDS. | 3/16/2021; 5/26/2020; 4/18/2019; 3/20/2018 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. | |
|
THE CIRI FOUNDATION |
3600 SAN JERONIMO DRIVE STE 256 ANCHORAGE,AK99508 |
2019-06-13 | 960,000 | GRANT ID: 4810 - A JOURNEY TO WHAT MATTERS. THE PURPOSE OF THE PROJECT IS TO ENCOURAGE THE PERPETUATION OF ALASKA NATIVE ART AND CULTURE BY SUPPORTING ALASKA NATIVE ARTS AND ARTISTS, AS WELL AS PROVIDING OPPORTUNITIES FOR INTERGENERATIONAL TRANSFERENCE OF ALASKA NATIVE ARTS PRACTICES. | 442,438 | NO KNOWN DIVERSION OF FUNDS. | 3/16/2021; 5/26/2020 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. | |
|
NATIVE ARTS AND CULTURES FOUNDATION INC |
400 E EVERGREEN BOULEVARD SUITE 102 VANCOUVER,WA98660 |
2019-06-13 | 700,000 | GRANT ID: 4807 - MENTOR FELLOWSHIPS. THE PURPOSE OF THE NATIVE ARTS AND CULTURES FOUNDATION FELLOWSHIP PROGRAM IS TO SELECT AND MENTOR NATIVE EMERGING ARTISTS THROUGH RIGOROUS ONE-ON-ONE SESSIONS WITH ESTABLISHED NATIVE ARTISTS AND PRODUCE A COMMUNITY ENGAGEMENT JOINT ART PROJECT OVER A 24 MONTH PERIOD THAT WILL PERPETUATE AND WIDEN ART PRACTICES WITHIN THE REGION; ENGAGE COMMUNITIES IN NARRATIVE CHANGE AND SOCIALLY RELEVANT TOPICS; AND BROADEN NATIONAL RECOGNITION OF THE NATIVE ARTS AND CULTURES OF THE UPPER MIDWEST, SOUTHWEST AND NORTHWEST REGIONS. | 565,843 | NO KNOWN DIVERSION OF FUNDS. | 3/16/2021; 5/27/2020 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. | |
|
BADER PHILANTHROPIES INC |
3300 NORTH DR MARTIN LUTHER KING JR DRIVE MILWAUKEE,WI53212 |
2019-03-07 | 1,000,000 | GRANT ID: 5978 - REDUCING SOCIAL ISOLATION FOR OLDER ADULTS IN RURAL NORTHEASTERN WISCONSIN. THE PURPOSE OF THE PROJECT IS TO SUPPORT COMMUNITY-BASED TECHNOLOGY FOCUSED PROGRAMS THAT REDUCE SOCIAL ISOLATION BY ENGAGING, EDUCATING, AND EMPOWERING OLDER ADULTS IN RURAL WISCONSIN. | 570,000 | NO KNOWN DIVERSION OF FUNDS. | 6/7/2021; 4/7/2020 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. | |
|
COAST CONSERVATION ENDOWMENT FUND FOUNDATION |
475 WEST GEORGIA STREET SUITE 750 VANCOUVER,BRITISH COLUMBIAV6B 0223 CA |
2019-05-21 | 150,000 | GRANT ID: 5973 - THE PURPOSE OF THE PROJECT IS TO SUPPORT STEWARDSHIP AND CONSERVATION EFFORTS LED BY FIRST NATIONS WITH THE INTENT TO PROMOTE THE SOCIAL, CULTRUAL AND ECONOMIC WELL-BEING OF THE COMMUNITIES AND THE GREAT BEAR RAINFOREST. | 150,000 | NO KNOWN DIVERSION OF FUNDS. | 11/3/2020; 3/2/2020 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. | |
|
EMPIRE HEALTH FOUNDATION |
PO BOX 244 SPOKANE,WA99210 |
2020-03-05 | 4,000,000 | GRANT ID: 6974 - IMPROVING QUALITY OF LIFE FOR OLDER ADULTS AND ELDERS. THE PURPOSE OF THE PROJECT IS TO IMPROVE THE QUALITY OF LIFE FOR OLDER ADULTS, WITH A FOCUS ON AMERICAN INDIAN/ALASKA NATIVE AND HISPANIC/LATINX ELDERS, IN RURAL EASTERN WASHINGTON BY PROMOTING HEALTHY, ACTIVE AGING THROUGH COMMUNITY LED CARE COORDINATION AND COMPREHENSIVE MEDICATION MANAGEMENT. | 441,967 | NO KNOWN DIVERSION OF FUNDS. | 2/25/2021 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. | |
|
COAST CONSERVATION ENDOWMENT FUND FOUNDATION |
475 WEST GEORGIA STREET SUITE 750 VANCOUVER,BRITISH COLUMBIAV6B 0223 CA |
2020-06-17 | 1,500,000 | GRANT ID: 6812 - THE PURPOSE OF THE PROJECT IS TO SUPPORT STEWARDSHIP AND CONSERVATION EFFORTS LED BY FIRST NATIONS WITH THE INTENT TO PROMOTE THE SOCIAL, CULTRUAL AND ECONOMIC WELL-BEING OF THE COMMUNITIES, THE GREAT BEAR RAINFOREST, AND HAIDA GWALI. | 74,507 | NO KNOWN DIVERSION OF FUNDS. | 2/24/2021 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. | |
|
NORTHLAND FOUNDATION |
202 W SUPERIOR STREET SUITE 610 DULUTH,MN55802 |
2019-11-19 | 3,750,000 | GRANT ID: 5877 - INTEGRATED RURAL COMMUNITY AGING PROGRAM. THE PURPOSE OF THE PROJECT IS TO EFFECTIVELY COORDINATE A RANGE OF PROGRAMS AND SERVICES THAT ENGAGE OLDER ADULTS AND THEIR CAREGIVERS IN HEALTH PROMOTION; PROVIDE THEM ACCESS TO AGING SERVICES AND SUPPORTS; PROMOTE SOCIAL ENGAGEMENT; AND IMPROVE THE QUALITY OF CARE DELIVERED BY THE INFORMAL AND FORMAL WORKFORCE. | 1,294,397 | NO KNOWN DIVERSION OF FUNDS. | 3/2/2021 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. | |
|
KENYA VULTURE CONSERVATION LLC |
4245 N FAIRFAX DRIVE STE 100 ARLINGTON,VA22203 |
2020-11-23 | 5,000,000 | A BELOW MARKET INVESTMENT WAS MADE TO PROVIDE ADDITIONAL CAPITAL TOWARD THE COMPLETION OF A RENEWAL ENERGY WIND FARM IN KENYA. THE CAPITAL WAS TO SUPPORT ADDITIONAL FINANCING FOR THE PROJECT. IN ADDITION TO AGREEING TO THE LOAN REPAYMENT TERMS, THE LOAN RECIPIENT AGREED TO COMMIT ANNUAL FUNDING TOWARD CONSERVATION EFFORTS IN THE AREA TO ENSURE THAT THE VULNERABLE BIRD POPULATIONS ARE NOT UNDULY HARMED BY THE WIND FARM'S OPERATIONS. | 3,200,000 | NO KNOWN DIVERSION OF FUNDS. | 03/31/2021 | REVIEW OF REPORT(S) DID NOT RESULT IN REASON TO DOUBT ACCURACY OR RELIABILITY. |
| Identifier | Return Reference | Explanation |
|---|---|---|
| ANALYSIS OF REVENUE AND EXPENSES | FORM 990PF, PAGE 1, PART I | MARGARET A. CARGILL FOUNDATION AND ANNE RAY FOUNDATION SHARE OPERATIONS IN PURSUIT OF THEIR SHARED VISION IN ORDER TO MAXIMIZE ASSETS AVAILABLE FOR CHARITABLE GRANTMAKING. FOR CLARITY, THE REVENUE AND EXPENSES REPORTED IN PART I ARE THE REVENUE AND EXPENSES OF THE REPORTING ENTITY ONLY, MARGARET A. CARGILL FOUNDATION. OTHER SECTIONS OF THE FORM 990-PF, INCLUDING COMPENSATION DISCLOSURES, INCLUDE AMOUNTS FOR MARGARET A. CARGILL FOUNDATION AND ANNE RAY FOUNDATION, AS REQUIRED. THE AMOUNT TRANSFERRED FROM ANNE RAY FOUNDATION TO MARGARET A. CARGILL FOUNDATION FOR THE SHARED COSTS IS REPORTED AT STATEMENT 16. |
| CONTINUATION OF STATEMENT 21 | FORM 990PF, PART VII-B, LINE 5C | IN ADDITION TO THE EXPENDITURE RESPONSIBILITY INFORMATION PROVIDED IN CONTINUATION STATEMENT 21, THE FOLLOWING ADDITIONAL INFORMATION IS PROVIDED REGARDING CERTAIN EXPENDITURE RESPONSIBILITY GRANTS:PEW CHARITABLE TRUSTS - GRANT ID: 3465 AMOUNT OF GRANT RE-GRANTED: $450,000AMOUNT OF RE-GRANT SPENT: $450,000CLIMATEWORKS FOUNDATION - GRANT ID: 3001AMOUNT OF GRANT RE-GRANTED: $9,854,776AMOUNT OF RE-GRANT SPENT: $6,853,256NATIVE ARTS AND CULTURES FOUNDATION, INC. - GRANT ID: 4807AMOUNT OF GRANT RE-GRANTED: $300,000AMOUNT OF RE-GRANT SPENT: $150,000NORTHLAND FOUNDATION - GRANT ID: 5887AMOUNT OF GRANT RE-GRANTED: $904,800AMOUNT OF RE-GRANT SPENT: $354,428 |
| FORM 990-PF, PART VIII, LINE 1 AND LINE 2 | PART VIII, LINE 1 AND LINE 2; LIST OF OFFICERS, DIRECTORS, TRUSTEES AND FOUNDATION MANAGERS AND HIGHEST-PAID EMPLOYEES:EMPLOYEE COMPENSATION REPORTED ON PART VIII LINE 1 AND LINE 2 IS FOR SERVICES PERFORMED FOR THE FILING ORGANIZATION (MACF) AND ANNE RAY FOUNDATION (ARF). EACH OF THE REPORTED INDIVIDUALS ARE EMPLOYED BY MACF AND PROVIDE SERVICES TO BOTH MACF AND ARF, A RELATED ENTITY, UNDER A SHARED SERVICES AGREEMENT. COLUMN (C) ("COMPENSATION) IS THE AMOUNT REPORTED AS TAXABLE COMPENSATION IN THE CURRENT YEAR, WHICH INCLUDES THE AMOUNT OF DEFERRED COMPENSATION THAT VESTED IN THE CURRENT YEAR. THIS COMPENSATION WOULD HAVE BEEN REPORTED AS DEFERRED COMPENSATION ON A PRIOR FORM 990-PF, RESULTING IN DOUBLE COUNTING OVER TIME. AMOUNTS REPORTED IN COLUMNS (D) ("CONTRIBUTIONS TO EMPLOYEE BENEFIT PLANS AND DEFERRED COMPENSATION") ARE EMPLOYER AND EMPLOYEE CONTRIBUTIONS TO QUALIFIED AND NON-QUALIFIED DEFERRED COMPENSATION PLANS. AMOUNTS REPORTED IN COLUMN (E) ("EXPENSE ACCOUNT, OTHER ALLOWANCES") ARE NON-TAXABLE EMPLOYEE BENEFITS, SUCH AS THE EMPLOYER-PROVIDED PORTION OF HEALTH INSURANCE. | |
| FORM 990PF, PART VII-B, LINE 1A(2) AND LINE 1A(4) | FORM 990PF, PART VII-B, LINE 1A(2)MARGARET A. CARGILL FOUNDATION HELD DEPOSITS FROM DISQUALIFIED PERSONS. NO INTEREST IS PAID ON THESE DEPOSITS.FORM 990PF, PART VII-B, LINE 1A(4)MARGARET A. CARGILL FOUNDATION AND ANNE RAY FOUNDATION SHARE OPERATIONS IN PURSUIT OF THEIR SHARED VISION IN ORDER TO MAXIMIZE ASSETS AVAILABLE FOR CHARITABLE GRANTMAKING. AS PART OF THE SHARED OPERATIONS, ALL STAFF LISTED IN PART VIII, INCLUDING OFFICERS AND FOUNDATION MANAGERS, ARE EMPLOYEES OF MARGARET A. CARGILL FOUNDATION. MARGARET A. CARGILL FOUNDATION PAYS DISQUALIFIED PERSONS REASONABLE COMPENSATION FOR SERVICES PROVIDED TO IT.MARGARET A. CARGILL FOUNDATION OBTAINS AN INDEPENDENT COMPENSATION CONSULTANT'S REPORT THAT DOCUMENTS THE REASONABLENESS OF COMPENSATION TO BE PAID TO FOUNDATION MANAGERS, DIRECTORS, AND CERTAIN OTHER EXECUTIVES. THE REPORT IS BASED ON PUBLISHED SURVEY DATA AS WELL AS FORM 990 DATA FOR COMPARABLE ORGANIZATIONS. THE REPORT IS PROVIDED TO THE FOUNDATION'S INDEPENDENT COMPENSATION COMMITTEE AND BOARD OF DIRECTORS. THE COMMITTEE AND BOARD REVIEW AND DISCUSS THE REPORT, INCLUDING THE DETERMINATION THAT COMPENSATION IS REASONABLE, BEFORE APPROVING COMPENSATION. | |
| FORM 990-PF, PART VII-A, LINE 11 | NAME OF CONTROLLED ENTITY: ANNE RAY FOUNDATIONEIN: 47-1036008ADDRESS: 6889 ROWLAND ROAD EDEN PRAIRIE, MN 55344ANNE RAY FOUNDATION IS NOT AN EXCESS BUSINESS HOLDING OF MARGARET A. CARGILL FOUNDATION. |
| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| 3M CO 2.375 | 108,202 | 108,202 |
| 5TH 3RD BK CIN OH 3.85 | 226,614 | 226,614 |
| ABB FIN USA INC 2.875 | 51,682 | 51,682 |
| ABBOTT LABS 3.75 | 65,601 | 65,601 |
| ABBOTT LABS 4.75 | 174,094 | 174,094 |
| ABBOTT LABS 4.9 | 74,125 | 74,125 |
| ABBVIE INC 2.9 | 235,368 | 235,368 |
| ABBVIE INC 2.95 | 66,351 | 66,351 |
| ABBVIE INC 3.2 | 168,104 | 168,104 |
| ABBVIE INC 3.25 | 208,310 | 208,310 |
| ABBVIE INC 3.45 | 180,478 | 180,478 |
| ABBVIE INC 3.75 | 109,040 | 109,040 |
| ABBVIE INC 4.05 | 72,613 | 72,613 |
| ABBVIE INC 4.25 | 245,273 | 245,273 |
| ABBVIE INC 4.3 | 61,529 | 61,529 |
| ABBVIE INC 4.55 | 227,575 | 227,575 |
| ABBVIE INC 4.85 | 99,266 | 99,266 |
| ABBVIE INC FIXED 4.5 | 163,290 | 163,290 |
| ABBVIE INC FIXED 4.7 | 65,411 | 65,411 |
| ADOBE INC FIXED 2.15 | 160,960 | 160,960 |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY C4.5 | 162,633 | 162,633 |
| AETNA INC 3.875 | 59,634 | 59,634 |
| AETNA INC 4.5 | 30,798 | 30,798 |
| AGILENT 2.1 | 181,137 | 181,137 |
| AGL CAP CORP 5.875 | 72,842 | 72,842 |
| AIR LEASE CORP 3 | 31,540 | 31,540 |
| AIR LEASE CORP 3.25 | 53,535 | 53,535 |
| AIR LEASE CORP 3.875 | 58,729 | 58,729 |
| AIR PRODS & CHEMS INC 2.8 | 82,434 | 82,434 |
| ALABAMA PWR CO 4.3 | 66,859 | 66,859 |
| ALEXANDRIA REAL 2.75 | 54,354 | 54,354 |
| ALEXANDRIA REAL 3.8 | 114,984 | 114,984 |
| ALEXANDRIA REAL 4.85 | 70,149 | 70,149 |
| ALLSTATE CORP .75 | 15,076 | 15,076 |
| ALLSTATE CORP 1.45 | 14,972 | 14,972 |
| ALLSTATE CORP 3.85 | 62,686 | 62,686 |
| ALLSTATE CORP FLTG RT 5.75 | 53,503 | 53,503 |
| ALPHABET INC 1.1 | 98,633 | 98,633 |
| ALPHABET INC 1.9 | 196,292 | 196,292 |
| ALPHABET INC 1.998 | 53,611 | 53,611 |
| AMAZON COM INC 2.5 | 155,636 | 155,636 |
| AMAZON COM INC 3.15 | 113,856 | 113,856 |
| AMAZON COM INC 3.8 | 28,104 | 28,104 |
| AMAZON COM INC 4.05 | 66,023 | 66,023 |
| AMAZON COM INC FIXED 3.875 | 124,747 | 124,747 |
| AMAZON COM INC FIXED 4.25 | 71,247 | 71,247 |
| AMEREN CORP 3.65 | 225,559 | 225,559 |
| AMEREN ILL CO 3.7 | 61,303 | 61,303 |
| AMERICAN EXPRESS CO 2.75 | 51,583 | 51,583 |
| AMERICAN HONDA FIN CORP MED TERM NTS 2.6 | 156,342 | 156,342 |
| AMERICAN HONDA FIN CORP MED TERM NTS BOOTRANCHE | 103,708 | 103,708 |
| AMERICAN TOWER CORP 3.6 | 56,793 | 56,793 |
| AMERICAN WTR CAP CORP 2.8 | 60,713 | 60,713 |
| AMERICAN WTR CAP CORP 4.15 | 33,102 | 33,102 |
| AMERIPRISE FINL 3.7 | 111,522 | 111,522 |
| AMERISOURCEBERGEN 3.45 | 113,950 | 113,950 |
| AMERN EXPRESS CO 4.05 | 63,745 | 63,745 |
| AMERN EXPRESS CO FIXED 3.4 | 81,396 | 81,396 |
| AMERN HONDA FIN 3.5 | 57,619 | 57,619 |
| AMERN INTL GROUP 3.875 | 119,988 | 119,988 |
| AMERN INTL GROUP 4.75 | 100,065 | 100,065 |
| AMERN TOWER CORP .6 | 30,031 | 30,031 |
| AMERN TOWER CORP 1.5 | 15,094 | 15,094 |
| AMERN TOWER CORP 2.95 | 15,036 | 15,036 |
| AMERN TOWER CORP 3.1 | 51,501 | 51,501 |
| AMERN TOWER CORP 5 | 198,063 | 198,063 |
| AMERN WTR CAP CORP 3.75 | 61,240 | 61,240 |
| AMERN WTR CAP CORP FIXED 3.4 | 110,621 | 110,621 |
| AMGEN INC 2.6 | 49,127 | 49,127 |
| AMGEN INC 2.65 | 51,547 | 51,547 |
| AMGEN INC 3.2 | 112,273 | 112,273 |
| AMGEN INC 3.375 | 139,660 | 139,660 |
| AMGEN INC 4.4 | 64,173 | 64,173 |
| AMGEN INC 4.563 | 99,337 | 99,337 |
| AMGEN INC FIXED 3.125 | 27,544 | 27,544 |
| AMPHENOL CORP 3.2 | 107,715 | 107,715 |
| ANALOG DEVICES INC 3.5 | 28,419 | 28,419 |
| ANALOG DEVICES INC 3.9 | 171,072 | 171,072 |
| ANHEUSER BUSCH 3.75 | 56,883 | 56,883 |
| ANHEUSER BUSCH INBEV WOR 5.55 | 106,640 | 106,640 |
| ANHEUSER BUSCH INBEV WORLDWIDE INC 4.15 | 256,205 | 256,205 |
| ANHEUSER-BUSCH 4 | 117,896 | 117,896 |
| ANHEUSER-BUSCH 4.6 | 63,270 | 63,270 |
| ANHEUSER-BUSCH 4.75 | 65,431 | 65,431 |
| ANHEUSER-BUSCH COS LLC CORP 3.65 | 84,778 | 84,778 |
| ANHEUSER-BUSCH COS LLC CORP 4.7 | 228,652 | 228,652 |
| ANHEUSER-BUSCH COS LLC CORP 4.9 | 162,529 | 162,529 |
| ANHEUSER-BUSCH FIXED 4.5 | 63,113 | 63,113 |
| ANHEUSER-BUSCH INBEV WOR 8.2 | 129,574 | 129,574 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.75 | 123,490 | 123,490 |
| ANTHEM INC 2.375 | 160,433 | 160,433 |
| ANTHEM INC 3.65 | 138,381 | 138,381 |
| ANTHEM INC 4.101 | 59,109 | 59,109 |
| ANTHEM INC 4.65 | 131,292 | 131,292 |
| ANTHEM INC FIXED 2.25 | 106,223 | 106,223 |
| AON CORPORATION 2.8 | 109,097 | 109,097 |
| AON PLC 4.75 | 67,818 | 67,818 |
| APPLE INC 1.65 | 102,992 | 102,992 |
| APPLE INC 2.4 | 104,896 | 104,896 |
| APPLE INC 2.5 | 107,902 | 107,902 |
| APPLE INC 2.65 | 159,202 | 159,202 |
| APPLE INC 2.85 | 63,008 | 63,008 |
| APPLE INC 3.25 | 72,944 | 72,944 |
| APPLE INC 3.35 | 57,039 | 57,039 |
| APPLE INC 3.85 | 64,298 | 64,298 |
| APPLE INC 4.25 | 68,237 | 68,237 |
| APPLE INC 4.45 | 68,577 | 68,577 |
| APPLE INC 4.65 | 71,073 | 71,073 |
| APPLIED MATLS INC 4.35 | 69,306 | 69,306 |
| APTIV PLC 4.25 | 57,294 | 57,294 |
| APTIV PLC FIXED 4.4 | 26,884 | 26,884 |
| AQUA AMER INC FIXED 4.276 | 32,056 | 32,056 |
| ARCH CAP FIN LLC 4.011 | 174,418 | 174,418 |
| ARCH CAP GROUP LTD FIXED 3.635 | 58,189 | 58,189 |
| ARCHER-DANIELS 4.5 | 71,451 | 71,451 |
| ASCENSION HLTH 3.945 | 64,465 | 64,465 |
| ASTRAZENECA PLC 4.375 | 147,468 | 147,468 |
| AT&T INC 2.25 | 202,884 | 202,884 |
| AT&T INC 2.75 | 213,725 | 213,725 |
| AT&T INC 3.65 | 104,709 | 104,709 |
| AT&T INC 4.5 | 151,679 | 151,679 |
| AT&T INC 4.85 | 31,136 | 31,136 |
| ATMOS ENERGY CORP 3.375 | 34,908 | 34,908 |
| AUTOZONE INC 3.125 | 166,005 | 166,005 |
| AVALONBAY CMNTYS 2.95 | 55,302 | 55,302 |
| AVALONBAY CMNTYS FIXED 4.15 | 62,654 | 62,654 |
| AVALONBAY CMNTYS INC 2.3 | 106,655 | 106,655 |
| AVNET INC 4.625 | 33,958 | 33,958 |
| AXA EQUITABLE HLDGS INC FIXED 5 | 32,929 | 32,929 |
| BAKER HUGHES A GE CO LLC/BAKER HUGHES 4.08 | 175,139 | 175,139 |
| BAKER HUGHES HOLDINGS LLC 5.125 | 66,097 | 66,097 |
| BALT GAS & ELEC CO FIXED 2.9 | 80,751 | 80,751 |
| BANCO SANTANDER S 3.49 | 224,157 | 224,157 |
| BANCO SANTANDER SA FIXED 4.25 | 231,352 | 231,352 |
| BANK AMER CORP 3.3 | 159,032 | 159,032 |
| BANK AMER CORP 3.419 | 81,327 | 81,327 |
| BANK AMER CORP 3.5 | 181,333 | 181,333 |
| BANK AMER CORP 4.083 | 189,430 | 189,430 |
| BANK AMER CORP 4.33 | 65,599 | 65,599 |
| BANK AMER CORP 4.75 | 69,015 | 69,015 |
| BANK AMER CORP 5 | 105,277 | 105,277 |
| BANK AMER CORP BNDS 4.443 | 33,090 | 33,090 |
| BANK AMER CORP FIXED 3.824 | 172,288 | 172,288 |
| BANK AMER CORP FIXED 4.078 | 123,126 | 123,126 |
| BANK AMER CORP FLTG RT 2.881 | 257,979 | 257,979 |
| BANK AMER CORP FLTG RT 2.884 | 54,906 | 54,906 |
| BANK AMER CORP FLTG RT 3.593 | 170,403 | 170,403 |
| BANK NEW YORK MELLON CORP MEDIUM TERM 2.2 | 261,884 | 261,884 |
| BANK NEW YORK MELLON CORP MEDIUM TERM SR NT 3.4 | 171,435 | 171,435 |
| BANK NOVA SCOTIA B C 3.4 | 163,226 | 163,226 |
| BANK OF AMERICA CORP 3.55 | 267,072 | 267,072 |
| BANK OF AMERICA CORP 4.271 | 119,075 | 119,075 |
| BANK OF AMERICA CORPORATION 2.676 | 182,332 | 182,332 |
| BARCLAYS PLC 2.852 | 214,788 | 214,788 |
| BARCLAYS PLC 4.375 | 230,519 | 230,519 |
| BARCLAYS PLC FIXED 2.645 | 208,269 | 208,269 |
| BAXALTA INC 5.25 | 20,544 | 20,544 |
| BAXTER INTL INC 2.6 | 27,294 | 27,294 |
| BAXTER INTL INC 3.5 | 56,998 | 56,998 |
| BB&T BRH BKG & TR 3.625 | 281,740 | 281,740 |
| BECTON DICKINSON & 3.7 | 75,742 | 75,742 |
| BECTON DICKINSON & 4.669 | 65,653 | 65,653 |
| BECTON DICKINSON & 4.685 | 25,816 | 25,816 |
| BELL CANADA 4.464 | 133,517 | 133,517 |
| BERKSHIRE HATHAWAY 2.75 | 262,540 | 262,540 |
| BERKSHIRE HATHAWAY FIN CORP 4.25 | 66,420 | 66,420 |
| BEST BUY CO INC 4.45 | 59,823 | 59,823 |
| BIOGEN INC 3.625 | 63,255 | 63,255 |
| BIOGEN INC 5.2 | 101,842 | 101,842 |
| BIOGEN INC CORP 3.15 | 155,539 | 155,539 |
| BK MONTREAL 3.3 | 108,461 | 108,461 |
| BK MONTREAL MEDIUM 2.55 | 259,966 | 259,966 |
| BK NOVA SCOTIA B C 2.7 | 164,692 | 164,692 |
| BOARDWALK PIPELINES LP 4.8 | 171,883 | 171,883 |
| BORGWARNER INC 4.375 | 58,615 | 58,615 |
| BPCE S A NTS 4.0 | 276,805 | 276,805 |
| BRIGHTHOUSE FINL INC 3.7 | 31,538 | 31,538 |
| BRISTOL MYERS 4.5 | 69,991 | 69,991 |
| BRISTOL MYERS FIXED 2.9 | 54,263 | 54,263 |
| BRISTOL MYERS FIXED 3.4 | 116,416 | 116,416 |
| BRISTOL MYERS FIXED 3.875 | 85,559 | 85,559 |
| BRISTOL MYERS FIXED 4.25 | 67,615 | 67,615 |
| BRISTOL MYERS SQUIBB CO 3.25 | 105,199 | 105,199 |
| BRISTOL MYERS SQUIBB CO CORP 5.0 | 108,479 | 108,479 |
| BRITISH TELECOMMUNICATIONS PLC | 99,551 | 99,551 |
| BRIXMOR OPER 4.125 | 113,307 | 113,307 |
| BROADCOM CORP/ CAYMN FI 3.875 | 112,231 | 112,231 |
| BROADCOM INC 2.25 | 208,877 | 208,877 |
| BROADCOM INC 3.125 | 313,972 | 313,972 |
| BROADCOM INC 3.15 | 109,195 | 109,195 |
| BROADCOM INC 4.75 | 119,272 | 119,272 |
| BROADRIDGE FINL 3.4 | 33,760 | 33,760 |
| BROOKFIELD FIN INC 4.25 | 58,161 | 58,161 |
| BROOKFIELD FIN INC 4.85 | 61,252 | 61,252 |
| BSTN PPTYS LTD 2.75 | 109,025 | 109,025 |
| BSTN PPTYS LTD 3.65 | 136,567 | 136,567 |
| BSTN SCIENTIFIC 3.85 | 115,050 | 115,050 |
| BSTN SCIENTIFIC 4.7 | 102,897 | 102,897 |
| BUNGE LTD FIN CORP 3.25 | 55,573 | 55,573 |
| BURL NORTHN SANTA FIXED 3.05 | 56,943 | 56,943 |
| BURL NORTHN SANTA FIXED 3.25 | 39,629 | 39,629 |
| BURLINGTON NORTHERN SANTA FE LLC 4.15 | 133,725 | 133,725 |
| BURLINGTON NORTHN SANTA FE 3.75 | 109,619 | 109,619 |
| BURLINGTON NORTHN SANTA FE LLC 4.9 | 141,010 | 141,010 |
| CAMPBELL SOUP CO 4.15 | 117,613 | 117,613 |
| CAP 1 FINL CORP 3.75 | 114,122 | 114,122 |
| CAP 1 FINL CORP 4.2 | 114,171 | 114,171 |
| CAPITAL ONE FINL CORP 2.6 | 31,434 | 31,434 |
| CARDINAL HLTH INC 3.41 | 112,916 | 112,916 |
| CARDINAL HLTH INC 4.9 | 30,776 | 30,776 |
| CARRIER GLOBAL CORP 3.577 | 111,902 | 111,902 |
| CATERPILLAR FINL 3.3 | 54,688 | 54,688 |
| CATERPILLAR FINL SVCS CORP .45 | 200,771 | 200,771 |
| CATERPILLAR FINL SVCS CORP 8 | 25,200 | 25,200 |
| CATERPILLAR INC 4.75 | 74,023 | 74,023 |
| CATERPILLAR INC FIXED 3.25 | 117,304 | 117,304 |
| CBS CORP 4 | 80,115 | 80,115 |
| CBS CORP 5.9 | 33,405 | 33,405 |
| CDN IMPERIAL BK COMM FIXED 3.1 | 108,210 | 108,210 |
| CDN NATL RY CO 2.45 | 103,496 | 103,496 |
| CDN NATL RY CO 2.75 | 27,434 | 27,434 |
| CDN NATL RY CO 3.2 | 59,212 | 59,212 |
| CDN PAC RY CO 2.9 | 162,389 | 162,389 |
| CDN PAC RY CO 5.95 | 111,499 | 111,499 |
| CENTERPOINT ENERGY 2.4 | 54,064 | 54,064 |
| CENTERPOINT ENERGY HOUSTON ELEC LLC 4.25 | 66,301 | 66,301 |
| CENTERPOINT ENERGY INC 3.85 | 109,376 | 109,376 |
| CHARTER 2.3 | 30,035 | 30,035 |
| CHARTER 4.464 | 105,424 | 105,424 |
| CHARTER 5.375 | 93,608 | 93,608 |
| CHARTER 6.484 | 106,084 | 106,084 |
| CHARTER COMMUNICATIONS OPER LLC 4.2 | 115,373 | 115,373 |
| CHARTER COMMUNICATIONS OPER LLC 4.8 | 89,580 | 89,580 |
| CHARTER FIXED 3.85 | 30,244 | 30,244 |
| CHARTER FIXED 5.75 | 65,422 | 65,422 |
| CIGNA CORP 2.4 | 106,622 | 106,622 |
| CIGNA CORP 3.4 | 112,913 | 112,913 |
| CIGNA CORP 3.875 | 29,614 | 29,614 |
| CIGNA CORP 3.9 | 181,805 | 181,805 |
| CIGNA CORP 4.8 | 65,904 | 65,904 |
| CIGNA CORP CORP 4.9 | 137,514 | 137,514 |
| CIGNA CORP FIXED 3.4 | 168,787 | 168,787 |
| CIMAREX ENERGY CO 3.9 | 220,428 | 220,428 |
| CIMAREX ENERGY CO 4.375 | 113,445 | 113,445 |
| CINTAS CORP NO 2 3.7 | 115,218 | 115,218 |
| CISCO SYS INC 3 | 103,998 | 103,998 |
| CITIGROUP INC 2.876 | 103,878 | 103,878 |
| CITIGROUP INC 3.142 | 154,243 | 154,243 |
| CITIGROUP INC 3.2 | 111,767 | 111,767 |
| CITIGROUP INC 3.4 | 225,116 | 225,116 |
| CITIGROUP INC 3.52 | 169,583 | 169,583 |
| CITIGROUP INC 3.668 | 113,370 | 113,370 |
| CITIGROUP INC 4.45 | 118,214 | 118,214 |
| CITIGROUP INC 4.6 | 99,610 | 99,610 |
| CITIGROUP INC 4.65 | 138,043 | 138,043 |
| CITIGROUP INC 5.316 | 211,218 | 211,218 |
| CITIGROUP INC 5.875 | 67,420 | 67,420 |
| CITIGROUP INC 6.675 | 81,405 | 81,405 |
| CITIGROUP INC 8.125 | 134,065 | 134,065 |
| CITIGROUP INC FIXED 3.98 | 117,601 | 117,601 |
| CITIGROUP INC FLTG RT .776 | 100,649 | 100,649 |
| CITIGROUP INC FLTG RT 4.281 | 32,708 | 32,708 |
| CLECO CORP HLDGS 4.973 | 29,256 | 29,256 |
| CLOROX CO 3.5 | 166,075 | 166,075 |
| CME GROUP INC 3 | 164,451 | 164,451 |
| CME GROUP INC 5.3 | 111,978 | 111,978 |
| CMO MELLON RESDNTL FDG CORP 2002-TBC2 | 10,418 | 10,418 |
| CMS ENERGY CORP FIXED 4.75 | 84,491 | 84,491 |
| CNA FINL CORP 4.5 | 58,820 | 58,820 |
| COCA COLA CO 2.5 | 52,526 | 52,526 |
| COCA COLA CO 2.55 | 54,789 | 54,789 |
| COCA COLA CO 3.45 | 117,872 | 117,872 |
| COCA COLA CO FIXED 2.5 | 58,583 | 58,583 |
| COLGATE-PALMOLIVE CO 4 | 67,072 | 67,072 |
| COMCAST CORP 1.95 | 205,388 | 205,388 |
| COMCAST CORP 3.1 | 192,554 | 192,554 |
| COMCAST CORP 3.375 | 167,361 | 167,361 |
| COMCAST CORP 3.4 | 57,563 | 57,563 |
| COMCAST CORP 3.75 | 120,803 | 120,803 |
| COMCAST CORP 3.95 | 172,332 | 172,332 |
| COMCAST CORP 4.15 | 180,566 | 180,566 |
| COMCAST CORP 4.25 | 184,702 | 184,702 |
| COMCAST CORP 4.4 | 127,975 | 127,975 |
| COMCAST CORP 4.6 | 65,891 | 65,891 |
| COMCAST CORP 4.7 | 139,713 | 139,713 |
| COMCAST CORP 4.95 | 75,913 | 75,913 |
| COMCAST CORP FIXED 3.999 | 126,239 | 126,239 |
| COMMONWEALTH EDISON CO 4.0 | 63,326 | 63,326 |
| CONAGRA BRANDS INC FIXED 5.3 | 66,845 | 66,845 |
| CONAGRA FOODS INC 3.2 | 45,225 | 45,225 |
| CONNECTICUT LIGHT & POWER 4.15 | 64,829 | 64,829 |
| CONNECTICUT LIGHT & POWER CO 4.0 | 64,744 | 64,744 |
| CONS EDISON CO N Y 4.625 | 66,597 | 66,597 |
| CONS EDISON CO N Y INC 4.45 | 94,134 | 94,134 |
| CONSTELLATION 3.7 | 57,222 | 57,222 |
| CONSUMERS ENERGY FIXED 3.75 | 62,881 | 62,881 |
| COOPERATIEVE 3.75 | 395,556 | 395,556 |
| CORNING INC 4.75 | 63,589 | 63,589 |
| CORNING INC 5.35 | 70,741 | 70,741 |
| CORP OFFICE PPTYS 5 | 86,489 | 86,489 |
| COSTCO WHOLESALE CORP 1.6 | 204,939 | 204,939 |
| COSTCO WHSL CORP 3 | 112,214 | 112,214 |
| COUNTRYWIDE HOME EQUITY LN TR SER 2004 | 3,446 | 3,446 |
| CR SUISSE AG NEW YORK BRH MEDIUM TRANCHE | 274,248 | 274,248 |
| CR SUISSE GROUP 4.55 | 294,125 | 294,125 |
| CROWN CASTLE INTL 4 | 229,691 | 229,691 |
| CROWN CASTLE INTL CORP 4.15 | 121,549 | 121,549 |
| CSX CORP 2.6 | 54,669 | 54,669 |
| CSX CORP 3.25 | 56,514 | 56,514 |
| CSX CORP 4.75 | 68,584 | 68,584 |
| CSX CORP 5.5 | 69,926 | 69,926 |
| CVS HEALTH CORP 2.875 | 54,878 | 54,878 |
| CVS HEALTH CORP 3.7 | 49,212 | 49,212 |
| CVS HEALTH CORP 3.75 | 116,377 | 116,377 |
| CVS HEALTH CORP 4.3 | 47,598 | 47,598 |
| CVS HEALTH CORP 4.78 | 190,047 | 190,047 |
| CVS HEALTH CORP 4.875 | 64,882 | 64,882 |
| CVS HEALTH CORP 5.05 | 271,056 | 271,056 |
| CWABS INC 2004-B REVOLVING HOME EQUITY LN ASSET | 5,528 | 5,528 |
| DARDEN RESTAURANTS INC 4.55 | 27,547 | 27,547 |
| DDR CORP FIXED 4.25 | 53,985 | 53,985 |
| DEERE & CO 2.6 | 205,737 | 205,737 |
| DEERE & CO FIXED 3.75 | 64,787 | 64,787 |
| DEERE JOHN CAP 2.8 | 55,659 | 55,659 |
| DEERE JOHN CAP 3.45 | 56,007 | 56,007 |
| DEERE JOHN CAP CORP MEDIUM TERM 3.45 | 58,021 | 58,021 |
| DEUTSCHE BK AG 3.7 | 172,441 | 172,441 |
| DEUTSCHE BK AG N Y FLTG RT 2.129 | 153,516 | 153,516 |
| DEUTSCHE BK AG N Y FLTG RT 3.961 | 327,852 | 327,852 |
| DEUTSCHE TELEKOM STEP CPN 8.75 | 316,435 | 316,435 |
| DIAMOND 1 FIN CORP 5.45 | 232,264 | 232,264 |
| DISCOVER BK 4.2 | 273,329 | 273,329 |
| DISCOVER FINL SVCS 4.5 | 115,533 | 115,533 |
| DISCOVERY 3.95 | 68,867 | 68,867 |
| DISCOVERY COMMUNICATIONS LLC 2.95 | 57,947 | 57,947 |
| DISNEY WALT CO 2 | 104,516 | 104,516 |
| DISNEY WALT CO 3.6 | 121,050 | 121,050 |
| DISNEY WALT CO 4.125 | 64,090 | 64,090 |
| DISNEY WALT CO 4.7 | 141,246 | 141,246 |
| DISNEY WALT CO MEDIUM TERM NTS 2.45 | 205,181 | 205,181 |
| DISNEY WALT CO SR NT 3.7 | 84,892 | 84,892 |
| DOLLAR GEN CORP 3.5 | 114,797 | 114,797 |
| DOLLAR TREE INC FIXED 4.2 | 89,263 | 89,263 |
| DOMINION ENERGY 4.6 | 67,078 | 67,078 |
| DOMINION ENERGY GAS HLDGS LLC 4.6 | 94,418 | 94,418 |
| DOMINION ENERGY GAS HLDGS LLC FORMERLY 3.9 | 58,695 | 58,695 |
| DOMINION RES INC 2.85 | 55,095 | 55,095 |
| DOMINION RESOURCES INC 4.9 | 32,763 | 32,763 |
| DOVER CORP 3.15 | 176,617 | 176,617 |
| DOW CHEM CO NT 9.4 | 89,756 | 89,756 |
| DOW CHEMICAL CO FIXED 5.55 | 35,954 | 35,954 |
| DOW CHEMICAL CO NT 4.8 | 67,528 | 67,528 |
| DOWDUPONT INC 4.725 | 123,193 | 123,193 |
| DOWDUPONT INC 5.419 | 72,658 | 72,658 |
| DR PEPPER SNAPPLE 3.4 | 56,038 | 56,038 |
| DTE ELEC CO 2.25 | 160,917 | 160,917 |
| DTE ELEC CO 4 | 154,564 | 154,564 |
| DUKE ENERGY 2.5 | 156,548 | 156,548 |
| DUKE ENERGY 2.95 | 56,036 | 56,036 |
| DUKE ENERGY 3.2 | 113,835 | 113,835 |
| DUKE ENERGY 5.3 | 249,291 | 249,291 |
| DUKE ENERGY CORP 3.75 | 192,669 | 192,669 |
| DUKE ENERGY FIXED 3.7 | 36,227 | 36,227 |
| DUKE ENERGY IND LLC 3.25 | 56,627 | 56,627 |
| DUKE ENERGY OHIO INC 4.3 | 97,000 | 97,000 |
| DUKE RLTY LTD 1.75 | 101,113 | 101,113 |
| DUKE RLTY LTD 3.05 | 54,456 | 54,456 |
| EASTMAN CHEM CO 4.65 | 63,296 | 63,296 |
| EATON CORP OHIO 4 | 122,147 | 122,147 |
| EBAY INC 3.45 | 54,618 | 54,618 |
| EBAY INC 3.8 | 51,871 | 51,871 |
| EBAY INC FIXED 3.6 | 90,661 | 90,661 |
| ECOLAB INC 3.25 | 109,362 | 109,362 |
| ECOLAB INC 3.95 | 63,990 | 63,990 |
| ECOLAB INC 4.8 | 127,599 | 127,599 |
| ECOLAB INC FIXED 2.125 | 71,934 | 71,934 |
| EDWARDS LIFESCIENCES CORP 4.3 | 177,525 | 177,525 |
| EMERA US FIN LP 4.75 | 63,940 | 63,940 |
| EMERSON ELEC CO NT 2.625 | 104,288 | 104,288 |
| ENABLE MIDSTREAM PARTNERS LP 4.4 | 100,911 | 100,911 |
| ENTERGY CORP 2.8 | 59,399 | 59,399 |
| ENTERGY LA LLC 2.4 | 216,237 | 216,237 |
| ENTERGY LA LLC 3.05 | 113,182 | 113,182 |
| ENTERPRISE PRODS 2.8 | 216,764 | 216,764 |
| ENTERPRISE PRODS 3.35 | 105,698 | 105,698 |
| ENTERPRISE PRODS 3.7 | 165,117 | 165,117 |
| ENTERPRISE PRODS 3.95 | 403,039 | 403,039 |
| ENTERPRISE PRODS 4.2 | 29,370 | 29,370 |
| ENTERPRISE PRODS 5.1 | 97,453 | 97,453 |
| ENTERPRISE PRODS FIXED 3.95 | 55,348 | 55,348 |
| ENTERPRISE PRODS OPER LLC 4.8 | 126,217 | 126,217 |
| EOG RES INC 4.375 | 121,536 | 121,536 |
| EOG RES INC 4.95 | 210,094 | 210,094 |
| EQUINIX INC 1.25 | 102,013 | 102,013 |
| EQUINIX INC 2.15 | 203,430 | 203,430 |
| EQUINIX INC 3.0 | 75,951 | 75,951 |
| ERP OPER LTD 4.5 | 66,089 | 66,089 |
| ESTEE LAUDER COS FIXED 4.375 | 39,852 | 39,852 |
| EXELON CORP 4.05 | 118,328 | 118,328 |
| EXELON CORP 4.45 | 63,756 | 63,756 |
| EXELON CORP 5.1 | 67,739 | 67,739 |
| EXELON CORP 5.625 | 67,627 | 67,627 |
| EXELON GENERATION 5.6 | 56,955 | 56,955 |
| FEDEX CORP 4.55 | 64,325 | 64,325 |
| FEDEX CORP BOND 5.1 | 67,435 | 67,435 |
| FEDEX CORP FIXED 3.1 | 55,835 | 55,835 |
| FID NATL 3.875 | 55,027 | 55,027 |
| FIDELITY NATL INFORMATION SVCS INC 3.75 | 88,050 | 88,050 |
| FIRST REPUBLIC BANK 2.5 | 257,010 | 257,010 |
| FISERV INC 4.4 | 100,461 | 100,461 |
| FL PWR & LT CO 3.95 | 97,811 | 97,811 |
| FL PWR & LT CO 5.69 | 185,481 | 185,481 |
| FLORIDA PWR & LT CO FIXED 3.99 | 65,064 | 65,064 |
| GATX CORP 3.25 | 33,373 | 33,373 |
| GATX CORP 4.7 | 60,953 | 60,953 |
| GE CAP FDG LLC GTD NT 144A 4.4 | 235,766 | 235,766 |
| GE CAP INTL FDG CO 3.373 | 221,974 | 221,974 |
| GEN CORP 3.875 | 115,827 | 115,827 |
| GEN CORP FIXED 4.125 | 94,918 | 94,918 |
| GEN DYNAMICS CORP 2.25 | 103,151 | 103,151 |
| GEN DYNAMICS CORP 3.625 | 118,626 | 118,626 |
| GENERAL DYNAMICS CORP 3.5 | 223,560 | 223,560 |
| GENERAL ELEC CO 2.7 | 78,177 | 78,177 |
| GENERAL ELEC CO 3.625 | 114,289 | 114,289 |
| GENERAL ELEC CO 4.25 | 35,466 | 35,466 |
| GENERAL ELEC CO 4.35 | 121,615 | 121,615 |
| GENERAL MLS INC 2.875 | 221,758 | 221,758 |
| GENERAL MLS INC 3.2 | 112,045 | 112,045 |
| GENERAL MLS INC 4.7 | 70,099 | 70,099 |
| GEORGE WASH UNIV 4.868 | 34,232 | 34,232 |
| GILEAD SCIENCES 3.65 | 85,086 | 85,086 |
| GILEAD SCIENCES 4.15 | 122,155 | 122,155 |
| GILEAD SCIENCES 4.5 | 63,724 | 63,724 |
| GILEAD SCIENCES 4.75 | 99,405 | 99,405 |
| GLAXOSMITHKLINE 2.875 | 258,508 | 258,508 |
| GLAXOSMITHKLINE 6.375 | 39,472 | 39,472 |
| GLAXOSMITHKLINE CAP PLC 3.375 | 57,625 | 57,625 |
| GOLDMAN SACHS 3.5 | 112,264 | 112,264 |
| GOLDMAN SACHS 3.625 | 108,832 | 108,832 |
| GOLDMAN SACHS 3.691 | 115,202 | 115,202 |
| GOLDMAN SACHS 3.85 | 228,239 | 228,239 |
| GOLDMAN SACHS 4 | 193,370 | 193,370 |
| GOLDMAN SACHS 4.75 | 69,634 | 69,634 |
| GOLDMAN SACHS 4.8 | 69,168 | 69,168 |
| GOLDMAN SACHS 5.15 | 139,358 | 139,358 |
| GOLDMAN SACHS 6.125 | 72,020 | 72,020 |
| GOLDMAN SACHS FIXED 3.5 | 194,423 | 194,423 |
| GOLDMAN SACHS FLTG RT .627 | 30,121 | 30,121 |
| GOLDMAN SACHS FLTG RT 4.017 | 122,034 | 122,034 |
| GOLDMAN SACHS GROUP INC 2.908 | 103,555 | 103,555 |
| GOLDMAN SACHS GROUP INC 4.411 | 31,960 | 31,960 |
| GRAINGER W W INC 3.75 | 58,995 | 58,995 |
| GRUPO TELEVISA S A 4.625 | 343,350 | 343,350 |
| HARRIS CORP DEL 3.832 | 196,421 | 196,421 |
| HARTFORD FINL SVCS GROUP INC 4.4 | 65,949 | 65,949 |
| HASBRO INC 5.1 | 28,597 | 28,597 |
| HCA INC 4.125 | 116,008 | 116,008 |
| HCA INC 5 | 112,497 | 112,497 |
| HCA INC 5.125 | 95,969 | 95,969 |
| HCA INC 5.25 | 66,040 | 66,040 |
| HCP INC 4.25 | 6,567 | 6,567 |
| HEALTHCARE TR AMER 3.1 | 54,617 | 54,617 |
| HEALTHPEAK PPTYS INC 2.875 | 53,891 | 53,891 |
| HEALTHPEAK PROPERTIES INC 3.5 | 56,717 | 56,717 |
| HERSHEY CO 2.3 | 54,197 | 54,197 |
| HESS CORP 4.3 | 137,809 | 137,809 |
| HESS CORP 5.6 | 30,509 | 30,509 |
| HESS CORP 5.8 | 127,237 | 127,237 |
| HESS CORP 6 | 61,768 | 61,768 |
| HEWLETT PACKARD CO 6 | 32,662 | 32,662 |
| HEWLETT PACKARD FIXED 4.45 | 220,017 | 220,017 |
| HEWLETT PACKARD STEP CPN 6.35 | 32,952 | 32,952 |
| HOLLYFRONTIER CORP 2.625 | 51,100 | 51,100 |
| HOLLYFRONTIER CORP 5.875 | 251,257 | 251,257 |
| HOME DEPOT INC 2.625 | 72,186 | 72,186 |
| HOME DEPOT INC 2.7 | 111,611 | 111,611 |
| HOME DEPOT INC 2.95 | 56,834 | 56,834 |
| HOME DEPOT INC 3.3 | 117,860 | 117,860 |
| HOME DEPOT INC 3.35 | 178,511 | 178,511 |
| HOME DEPOT INC 4.5 | 35,095 | 35,095 |
| HOME DEPOT INC 5.95 | 115,882 | 115,882 |
| HONEYWELL INTL INC .483 | 175,280 | 175,280 |
| HONEYWELL INTL INC 2.5 | 55,194 | 55,194 |
| HONEYWELL INTL INC 2.8 | 109,518 | 109,518 |
| HONEYWELL INTL INC FIXED 3.812 | 128,013 | 128,013 |
| HSBC HLDGS PLC 4.3 | 230,431 | 230,431 |
| HSBC HLDGS PLC 4.95 | 250,720 | 250,720 |
| HSBC HLDGS PLC 6.1 | 76,166 | 76,166 |
| HSBC HLDGS PLC 6.5 | 146,335 | 146,335 |
| HSBC HLDGS PLC FIXED 3.95 | 215,733 | 215,733 |
| HSBC HOLDINGS PLC 4.25 | 275,836 | 275,836 |
| HUMANA INC 4.95 | 67,388 | 67,388 |
| HUMANA INC FIXED 4.875 | 124,946 | 124,946 |
| HUNTINGTON NATL BK 3.125 | 258,084 | 258,084 |
| HUNTSMAN INTL LLC 4.5 | 57,608 | 57,608 |
| HYATT HOTELS CORP 4.85 | 111,629 | 111,629 |
| IDEX CORP FIXED 3 | 330,277 | 330,277 |
| IHS MARKIT LTD 4.25 | 91,115 | 91,115 |
| IL TOOL WKS INC 3.9 | 62,989 | 62,989 |
| ING GROEP N V 4.05 | 237,607 | 237,607 |
| INGERSOLL-RAND 3.55 | 110,488 | 110,488 |
| INGERSOLL-RAND LUXEMBOURG FIN S A 3.8 | 117,056 | 117,056 |
| INTEL CORP 2.35 | 153,907 | 153,907 |
| INTEL CORP 2.7 | 73,311 | 73,311 |
| INTEL CORP 3.7 | 113,153 | 113,153 |
| INTEL CORP 4.75 | 139,556 | 139,556 |
| INTEL CORP 4.9 | 35,099 | 35,099 |
| INTEL CORP 4.95 | 37,130 | 37,130 |
| INTERCONTINENTAL 2.1 | 104,091 | 104,091 |
| INTERCONTINENTAL 3.75 | 56,832 | 56,832 |
| INTERCONTINENTAL EXCHANGE INC 3.0 | 185,824 | 185,824 |
| INTERNATIONAL BUSINESS MACHS CORP 3.3 | 225,992 | 225,992 |
| INTERNATIONAL PAPER CO 4.35 | 65,484 | 65,484 |
| INTERPUBLIC GROUP COS INC 5.4 | 34,254 | 34,254 |
| INTL BUSINESS 1.875 | 102,771 | 102,771 |
| INTL BUSINESS 3.625 | 109,821 | 109,821 |
| INTL PAPER CO 4.4 | 65,416 | 65,416 |
| INTL PAPER CO 5.15 | 69,308 | 69,308 |
| INVESCO FIN PLC 3.125 | 52,513 | 52,513 |
| ITC HLDGS CORP 3.35 | 112,572 | 112,572 |
| JEFFERIES GROUP 6.5 | 68,679 | 68,679 |
| JOHNSON & JOHNSON 2.25 | 100,447 | 100,447 |
| JOHNSON & JOHNSON 2.45 | 54,394 | 54,394 |
| JOHNSON & JOHNSON 2.625 | 54,104 | 54,104 |
| JOHNSON & JOHNSON 3.625 | 61,132 | 61,132 |
| JOHNSON & JOHNSON 3.7 | 31,882 | 31,882 |
| JOHNSON & JOHNSON 3.75 | 64,153 | 64,153 |
| JOHNSON & JOHNSON 4.5 | 69,751 | 69,751 |
| JPMORGAN CHASE & 2.7 | 105,135 | 105,135 |
| JPMORGAN CHASE & 2.95 | 110,944 | 110,944 |
| JPMORGAN CHASE & 2.972 | 56,498 | 56,498 |
| JPMORGAN CHASE & 3.2 | 55,918 | 55,918 |
| JPMORGAN CHASE & 3.375 | 53,440 | 53,440 |
| JPMORGAN CHASE & 3.625 | 55,283 | 55,283 |
| JPMORGAN CHASE & 3.882 | 121,782 | 121,782 |
| JPMORGAN CHASE & 4.125 | 5,845 | 5,845 |
| JPMORGAN CHASE & 4.5 | 104,454 | 104,454 |
| JPMORGAN CHASE & 4.95 | 141,672 | 141,672 |
| JPMORGAN CHASE & CO 3.109 | 195,174 | 195,174 |
| JPMORGAN CHASE & CO 3.782 | 114,937 | 114,937 |
| JPMORGAN CHASE & CO 4.25 | 154,162 | 154,162 |
| JPMORGAN CHASE & CO 4.493 | 276,779 | 276,779 |
| JPMORGAN CHASE & CO BNDS 3.897 | 31,517 | 31,517 |
| JPMORGAN CHASE & CO BNDS 4.032 | 253,494 | 253,494 |
| JPMORGAN CHASE & CO BNDS 4.26 | 65,484 | 65,484 |
| JPMORGAN CHASE & CO NT FIXED/FLTG | 103,631 | 103,631 |
| JPMORGAN CHASE & FIXED 3.702 | 232,007 | 232,007 |
| JPMORGAN CHASE & FLTG RT 1.045 | 45,509 | 45,509 |
| JPMORGAN CHASE & FLTG RT 1.764 | 30,285 | 30,285 |
| JPMORGAN CHASE & FLTG RT 2.525 | 25,658 | 25,658 |
| KAISER FNDTN HOSPS 4.15 | 130,242 | 130,242 |
| KANSAS CITY SOUTHN 4.95 | 63,891 | 63,891 |
| KELLOGG CO 3.25 | 157,419 | 157,419 |
| KENTUCKY UTILITIES CO 3.3 | 113,317 | 113,317 |
| KEURIG DR PEPPER 5.085 | 35,275 | 35,275 |
| KEURIG DR PEPPER INC NT 4.597 | 91,283 | 91,283 |
| KILROY REALTY LP 3.05 | 53,198 | 53,198 |
| KIMBERLY CLARK 2.75 | 182,689 | 182,689 |
| KIMBERLY CLARK 2.875 | 197,177 | 197,177 |
| KIMCO RLTY CORP 2.8 | 32,715 | 32,715 |
| KIMCO RLTY CORP 4.45 | 58,713 | 58,713 |
| KINDER MORGAN 3.45 | 210,487 | 210,487 |
| KINDER MORGAN 3.95 | 157,405 | 157,405 |
| KINDER MORGAN 4.15 | 54,743 | 54,743 |
| KINDER MORGAN 6.95 | 205,246 | 205,246 |
| KINDER MORGAN INC 5.05 | 61,039 | 61,039 |
| KINDER MORGAN INC 5.2 | 127,186 | 127,186 |
| KINDER MORGAN INC 5.3 | 61,619 | 61,619 |
| KINDER MORGAN INC 5.55 | 64,256 | 64,256 |
| KLA CORP 3.3 | 56,422 | 56,422 |
| KLA CORP 5 | 34,720 | 34,720 |
| KOHLS CORP 5.55 | 26,931 | 26,931 |
| KONINKLIJKE NT 5 | 67,411 | 67,411 |
| KROGER CO 3.85 | 53,893 | 53,893 |
| KROGER CO 3.875 | 58,584 | 58,584 |
| KROGER CO 4.45 | 62,923 | 62,923 |
| KROGER CO FIXED 3.95 | 60,723 | 60,723 |
| L3HARRIS 1.8 | 30,454 | 30,454 |
| L3HARRIS TECHNOLOGIES INC 4.4 | 59,954 | 59,954 |
| LAB CORP AMER 4.7 | 98,445 | 98,445 |
| LAM RESH CORP 3.75 | 114,304 | 114,304 |
| LAM RESH CORP FIXED 4 | 119,960 | 119,960 |
| LAS VEGAS SANDS 3.5 | 107,009 | 107,009 |
| LEAR CORP 5.25 | 30,862 | 30,862 |
| LEGG MASON INC 4.75 | 118,745 | 118,745 |
| LEGGETT & PLATT 4.4 | 85,857 | 85,857 |
| LILLY ELI & CO 3.95 | 65,595 | 65,595 |
| LILLY ELI & CO 4.15 | 69,417 | 69,417 |
| LINCOLN NATL CORP 7 | 76,503 | 76,503 |
| LLOYDS BKG GROUP 4.5 | 223,747 | 223,747 |
| LLOYDS BKG GROUP FLTG RT 3.574 | 225,848 | 225,848 |
| LLOYDS BKG GROUP PLC FORMERLY 4.55 | 241,180 | 241,180 |
| LOEWS CORP 3.75 | 57,148 | 57,148 |
| LOWES COS INC 3 | 26,740 | 26,740 |
| LOWES COS INC 3.375 | 111,614 | 111,614 |
| LOWES COS INC 3.65 | 58,348 | 58,348 |
| LOWES COS INC 4.65 | 131,751 | 131,751 |
| LOWES COS INC 5 | 135,391 | 135,391 |
| LYB INTL FIN B V 4.875 | 125,818 | 125,818 |
| LYB INTL FIN III LLC 2.875 | 189,373 | 189,373 |
| MA INST TECH 3.885 | 95,080 | 95,080 |
| MAGELLAN MIDSTREAM 3.95 | 140,874 | 140,874 |
| MAGELLAN MIDSTREAM 4.2 | 56,950 | 56,950 |
| MAGELLAN MIDSTREAM 5 | 160,888 | 160,888 |
| MAGELLAN MIDSTREAM 5.15 | 96,334 | 96,334 |
| MAGELLAN MIDSTREAM FIXED 3.25 | 113,002 | 113,002 |
| MAGELLAN MIDSTREAM PARTNERS LP 4.85 | 31,471 | 31,471 |
| MANULIFE FINL CORP 4.15 | 174,474 | 174,474 |
| MARATHON OIL CORP 2.8 | 69,895 | 69,895 |
| MARATHON OIL CORP 4.4 | 111,163 | 111,163 |
| MARATHON OIL CORP 6.8 | 123,268 | 123,268 |
| MARKEL CORP 5 | 60,586 | 60,586 |
| MARRIOTT INTL INC 3.125 | 53,348 | 53,348 |
| MARRIOTT INTL INC 4.15 | 32,412 | 32,412 |
| MARSH & MCLENNAN 3.3 | 31,761 | 31,761 |
| MARSH & MCLENNAN 4.9 | 72,480 | 72,480 |
| MARSH & MCLENNAN COS INC 4.2 | 32,888 | 32,888 |
| MARSH & MCLENNAN COS INC 4.75 | 100,948 | 100,948 |
| MASTERCARD INC 2 | 212,210 | 212,210 |
| MASTERCARD INC 2.95 | 112,236 | 112,236 |
| MASTERCARD INC 3.65 | 62,117 | 62,117 |
| MCCORMICK & CO INC FIXED 2.5 | 107,085 | 107,085 |
| MCDONALDS CORP 4.7 | 129,335 | 129,335 |
| MCDONALDS CORP 4.875 | 67,932 | 67,932 |
| MCDONALDS CORP 6.3 | 75,293 | 75,293 |
| MCDONALDS CORP FIXED 3.375 | 27,764 | 27,764 |
| MCDONALDS CORP MEDIUM TERM NTS 3.5 | 57,221 | 57,221 |
| MCDONALDS CORP MEDIUM TERM NTS 3.625 | 117,352 | 117,352 |
| MCKESSON CORP 3.796 | 54,879 | 54,879 |
| MCKESSON CORP FIXED 3.95 | 58,282 | 58,282 |
| MEAD JOHNSON 4.125 | 115,381 | 115,381 |
| MEDTRONIC INC 4.375 | 134,660 | 134,660 |
| MERCK & CO INC 2.75 | 54,316 | 54,316 |
| MERCK & CO INC 3.7 | 62,310 | 62,310 |
| MERCK & CO INC 4.15 | 65,031 | 65,031 |
| MERCK & CO INC FIXED 2.45 | 51,768 | 51,768 |
| MERRILL LYNCH & CO 7.75 | 170,501 | 170,501 |
| METLIFE INC 4.875 | 85,359 | 85,359 |
| MFRS & TRADERS TR 2.5 | 329,203 | 329,203 |
| MICRON TECH INC 4.663 | 61,357 | 61,357 |
| MICROSOFT CORP 2 | 52,155 | 52,155 |
| MICROSOFT CORP 2.375 | 52,258 | 52,258 |
| MICROSOFT CORP 2.4 | 152,738 | 152,738 |
| MICROSOFT CORP 2.525 | 170,836 | 170,836 |
| MICROSOFT CORP 2.675 | 127,877 | 127,877 |
| MICROSOFT CORP 2.875 | 80,561 | 80,561 |
| MICROSOFT CORP 3.3 | 57,053 | 57,053 |
| MICROSOFT CORP 3.7 | 63,399 | 63,399 |
| MICROSOFT CORP 3.95 | 85,143 | 85,143 |
| MICROSOFT CORP 4.1 | 82,684 | 82,684 |
| MICROSOFT CORP FIXED 2.7 | 108,634 | 108,634 |
| MIDAMERICAN ENERGY 6.125 | 74,004 | 74,004 |
| MIDAMERICAN ENERGY CO 4.25 | 65,047 | 65,047 |
| MITSUBISHI UFJ 2.801 | 214,388 | 214,388 |
| MITSUBISHI UFJ 3.287 | 180,561 | 180,561 |
| MITSUBISHI UFJ 3.751 | 243,609 | 243,609 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 3.85 | 114,975 | 114,975 |
| MOLSON COORS 3 | 98,115 | 98,115 |
| MOLSON COORS 4.2 | 57,373 | 57,373 |
| MONDELEZ INTL INC 2.75 | 109,837 | 109,837 |
| MONDELEZ INTL INC 3.625 | 113,415 | 113,415 |
| MONDELEZ INTL INC FIXED 2.625 | 25,402 | 25,402 |
| MOODY'S CORPORATION 4.875 | 68,783 | 68,783 |
| MORGAN STANLEY 1.794 | 60,429 | 60,429 |
| MORGAN STANLEY 3.125 | 263,842 | 263,842 |
| MORGAN STANLEY 3.591 | 114,169 | 114,169 |
| MORGAN STANLEY 3.772 | 173,893 | 173,893 |
| MORGAN STANLEY 3.95 | 115,615 | 115,615 |
| MORGAN STANLEY 4.1 | 108,523 | 108,523 |
| MORGAN STANLEY 4.375 | 68,067 | 68,067 |
| MORGAN STANLEY 4.431 | 152,051 | 152,051 |
| MORGAN STANLEY 4.875 | 161,624 | 161,624 |
| MORGAN STANLEY 5.597 | 80,497 | 80,497 |
| MORGAN STANLEY 6.375 | 163,317 | 163,317 |
| MORGAN STANLEY SR NT FIXED .56 | 60,139 | 60,139 |
| MOTOROLA SOLUTIONS INC 2.3 | 203,866 | 203,866 |
| MOTOROLA SOLUTIONS INC 4.6 | 119,801 | 119,801 |
| MYLAN INC FORMERLY 4.2 | 60,141 | 60,141 |
| MYLAN INC FORMERLY FIXED 4.55 | 118,880 | 118,880 |
| MYLAN N V FIXED 3.95 | 85,810 | 85,810 |
| MYLAN N V FIXED 5.25 | 32,752 | 32,752 |
| NATIONAL FL GAS CO 3.95 | 169,908 | 169,908 |
| NATIONAL FUEL GAS CO 5.5 | 115,344 | 115,344 |
| NATIONAL OILWELL VARCO I 3.95 | 101,729 | 101,729 |
| NATL OILWELL VARCO 3.6 | 52,285 | 52,285 |
| NATL RETAIL PPTYS 4.3 | 115,925 | 115,925 |
| NATL RURAL UTILS 4.75 | 52,625 | 52,625 |
| NBCUNIVERSAL MEDIA 5.95 | 229,096 | 229,096 |
| NEWMONT GOLDCORP FIXED 2.8 | 109,159 | 109,159 |
| NEWMONT MNG CORP 4.875 | 102,047 | 102,047 |
| NEWMONT MNG CORP 6.25 | 37,838 | 37,838 |
| NEXTERA ENERGY CAP 3.55 | 68,316 | 68,316 |
| NEXTERA ENERGY CAP HLDGS INC 2.25 | 104,842 | 104,842 |
| NIKE INC 2.375 | 54,684 | 54,684 |
| NIKE INC 2.4 | 215,539 | 215,539 |
| NIKE INC 2.85 | 113,287 | 113,287 |
| NIKE INC 3.375 | 61,857 | 61,857 |
| NISOURCE FIN CORP 5.65 | 107,883 | 107,883 |
| NISOURCE INC 1.7 | 54,725 | 54,725 |
| NISOURCE INC 3.6 | 115,717 | 115,717 |
| NORFOLK SOUTHN 4.45 | 161,705 | 161,705 |
| NORTHERN TR CORP 3.15 | 113,242 | 113,242 |
| NORTHN STS PWR CO 2.9 | 28,190 | 28,190 |
| NUCOR CORP 4 | 108,041 | 108,041 |
| NUTRIEN LTD 3.375 | 109,933 | 109,933 |
| NUTRIEN LTD 6.125 | 71,752 | 71,752 |
| NVIDIA CORP 3.5 | 151,028 | 151,028 |
| NVIDIA CORP FIXED 2.85 | 56,247 | 56,247 |
| O REILLY 3.55 | 56,412 | 56,412 |
| O REILLY 3.9 | 117,598 | 117,598 |
| OK GAS & ELEC CO 3.3 | 114,341 | 114,341 |
| ONCOR ELEC 5.25 | 35,609 | 35,609 |
| ONCOR ELEC DELIVERY CO LLC 2.75 | 223,931 | 223,931 |
| ONEOK INC 4.35 | 56,705 | 56,705 |
| ONEOK INC 4.45 | 105,182 | 105,182 |
| ONEOK INC 4.95 | 83,796 | 83,796 |
| ORACLE CORP 2.5 | 107,476 | 107,476 |
| ORACLE CORP 2.95 | 54,913 | 54,913 |
| ORACLE CORP 3.25 | 115,179 | 115,179 |
| ORACLE CORP 3.6 | 291,576 | 291,576 |
| ORACLE CORP 3.8 | 60,392 | 60,392 |
| ORACLE CORP 4 | 61,373 | 61,373 |
| ORACLE CORP 5.375 | 143,526 | 143,526 |
| ORANGE NT | 41,123 | 41,123 |
| OTIS WORLDWIDE CORP 3.112 | 81,445 | 81,445 |
| OTIS WORLDWIDE CORP 3.362 | 86,760 | 86,760 |
| OWENS CORNING 4.3 | 60,099 | 60,099 |
| PACCAR FINL CORP FIXED 2.65 | 258,053 | 258,053 |
| PACIFICORP 2.7 | 109,903 | 109,903 |
| PACIFICORP 2.95 | 105,479 | 105,479 |
| PACIFICORP 4.15 | 130,462 | 130,462 |
| PACIFICORP 5.25 | 34,637 | 34,637 |
| PACKAGING CORP 3 | 194,966 | 194,966 |
| PARKER-HANNIFIN 3.25 | 113,482 | 113,482 |
| PARKER-HANNIFIN 4.1 | 61,997 | 61,997 |
| PAYPAL HLDGS INC 1.35 | 204,783 | 204,783 |
| PAYPAL HLDGS INC FIXED 2.3 | 107,082 | 107,082 |
| PAYPAL HLDGS INC FIXED 3.25 | 144,197 | 144,197 |
| PEPSICO INC 2.375 | 109,016 | 109,016 |
| PEPSICO INC 3.45 | 102,777 | 102,777 |
| PEPSICO INC 3.625 | 126,893 | 126,893 |
| PEPSICO INC FIXED 3 | 67,682 | 67,682 |
| PFIZER INC 2.625 | 223,230 | 223,230 |
| PFIZER INC 2.7 | 107,431 | 107,431 |
| PFIZER INC 4 | 131,433 | 131,433 |
| PFIZER INC NT 7.2 | 86,433 | 86,433 |
| PIONEER NAT RES CO 1.9 | 99,117 | 99,117 |
| PIONEER NAT RES CO 4.45 | 231,282 | 231,282 |
| PLAINS ALL AMERN 4.5 | 112,011 | 112,011 |
| PLAINS ALL AMERN 4.7 | 51,845 | 51,845 |
| PLAINS ALL AMERN PIPELINE L P/PAA FIN 3.8 | 107,505 | 107,505 |
| PNC BK NA 3.25 | 285,248 | 285,248 |
| PRICELINE GROUP 3.6 | 56,828 | 56,828 |
| PRINCIPAL FINL GROUP INC 3..4 | 177,108 | 177,108 |
| PROCTER & GAMBLE CO 3.0 | 115,316 | 115,316 |
| PROGRESS ENERGY 6 | 106,234 | 106,234 |
| PROGRESSIVE CORP 3.2 | 57,582 | 57,582 |
| PROGRESSIVE CORP 3.7 | 91,109 | 91,109 |
| PROLOGIS L P 2.125 | 107,305 | 107,305 |
| PROLOGIS L P 2.25 | 214,316 | 214,316 |
| PRUDENTIAL FINANCIAL INC 5.7 | 57,726 | 57,726 |
| PUBLIC SVC CO COLO 6.5 | 234,997 | 234,997 |
| PUBLIC SVC CO COLO FIXED 1.9 | 104,406 | 104,406 |
| PUGET SOUND ENERGY 4.3 | 94,694 | 94,694 |
| PVTPL ABBOTT LABS 3.875 | 57,266 | 57,266 |
| PVTPL AMGEN INC 2.77 | 68,318 | 68,318 |
| PVTPL AT&T INC 2.55 | 117,891 | 117,891 |
| PVTPL AT&T INC 3.8 | 174,504 | 174,504 |
| PVTPL AT&T INC NT 3.5 | 281,412 | 281,412 |
| PVTPL AT&T INC NT 3.55 | 283,036 | 283,036 |
| PVTPL AT&T INC NT 3.65 | 67,652 | 67,652 |
| PVTPL BAXTER INTL INC SR NT 144A 3.95 | 119,511 | 119,511 |
| PVTPL BERKSHIRE HATHAWAY ENERGY CO 2.85 | 30,860 | 30,860 |
| PVTPL BERKSHIRE HATHAWAY ENERGY CO SR NT144A 1.65 | 14,998 | 14,998 |
| PVTPL DIAMOND 1 FIN CORP/DIAMOND 2 BNDS 144A 8.35 | 75,641 | 75,641 |
| PVTPL DIAMOND 1 FIN CORP/DIAMOND 2 FIN CORP 6.02 | 182,992 | 182,992 |
| PVTPL DISCOVERY COMMUNICATIONS LLC 4.0 | 132,077 | 132,077 |
| PVTPL GE CAP FDG LLC GTD NT 144A 3.45 | 220,665 | 220,665 |
| PVTPL NUCOR CORP 2.979 | 52,022 | 52,022 |
| PVTPL NXP B V/NXP FDG LLC SR NT 144A 5.55 | 63,710 | 63,710 |
| PVTPL QUALCOMM INC NT 1.65 | 54,063 | 54,063 |
| PVTPL ROYALTY PHARMA PLC SR NT .75 | 200,956 | 200,956 |
| PVTPL T-MOBILE USA INC 2.55 | 52,504 | 52,504 |
| PVTPL T-MOBILE USA INC 3.5 | 110,498 | 110,498 |
| PVTPL T-MOBILE USA INC 4.5 | 92,504 | 92,504 |
| PVTPL T-MOBILE USA INC SR SECD NT 144A 3.875 | 115,820 | 115,820 |
| PVTPL VERIZON COMMUNICATIONS 2.987 | 538,539 | 538,539 |
| QUALCOMM INC 4.3 | 67,794 | 67,794 |
| QUALCOMM INC FIXED 4.65 | 66,885 | 66,885 |
| QUEST DIAGNOSTICS 3.45 | 56,457 | 56,457 |
| RAYTHEON TECHNOLOGIES CORP 3.5 | 114,136 | 114,136 |
| RAYTHEON TECHNOLOGIES CORP 4.35 | 32,833 | 32,833 |
| RAYTHEON TECHNOLOGIES CORP 4.7 | 64,516 | 64,516 |
| REALTY INCOME CORP 3.25 | 112,069 | 112,069 |
| REALTY INCOME CORP 3.875 | 110,553 | 110,553 |
| REGIONS FINL CORP 3.8 | 271,201 | 271,201 |
| REPUBLIC SVCS INC .875 | 15,114 | 15,114 |
| REPUBLIC SVCS INC 1.75 | 15,036 | 15,036 |
| REPUBLIC SVCS INC 4.75 | 58,951 | 58,951 |
| REPUBLIC SVCS INC FIXED 3.05 | 54,673 | 54,673 |
| REPUBLIC SVCS INC FIXED 3.375 | 170,105 | 170,105 |
| ROCKWELL AUTOMATION INC 4.2 | 33,771 | 33,771 |
| ROGERS COMMUNICATIONS INC 5.45 | 141,077 | 141,077 |
| ROPER TECHNOLOGIES 3.8 | 46,213 | 46,213 |
| ROPER TECHNOLOGIES FIXED 2 | 153,318 | 153,318 |
| ROPER TECHNOLOGIES INC .45 | 175,284 | 175,284 |
| ROPER TECHNOLOGIES INC 4.2 | 59,636 | 59,636 |
| ROSS STORES INC FIXED 4.6 | 230,721 | 230,721 |
| ROYAL BK CDA FIXED 2.8 | 155,073 | 155,073 |
| ROYAL BK SCOTLAND 3.073 | 217,074 | 217,074 |
| ROYAL BK SCOTLAND 4.8 | 236,157 | 236,157 |
| RPM INTL INC 3.75 | 177,525 | 177,525 |
| RYDER SYSTEM INC FIXED 2.9 | 49,451 | 49,451 |
| S&P GLOBAL INC 2.95 | 165,991 | 165,991 |
| SABINE PASS 4.5 | 65,190 | 65,190 |
| SABINE PASS FIXED 4.2 | 200,662 | 200,662 |
| SABINE PASS LIQUEFACTION LLC 5.0 | 235,813 | 235,813 |
| SABINE PASS LIQUEFACTION LLC 5.875 | 120,910 | 120,910 |
| SALESFORCE COM INC 3.7 | 58,996 | 58,996 |
| SAN DIEGO GAS & 4.5 | 63,635 | 63,635 |
| SANTANDER UK PLC 4 | 276,510 | 276,510 |
| SCHWAB CHARLES 3.45 | 56,657 | 56,657 |
| SEMPRA ENERGY 3.8 | 92,664 | 92,664 |
| SEMPRA ENERGY 6 | 71,714 | 71,714 |
| SHERWIN-WILLIAMS 2.95 | 165,050 | 165,050 |
| SHERWIN-WILLIAMS 3.45 | 56,487 | 56,487 |
| SHERWIN-WILLIAMS 4.5 | 66,881 | 66,881 |
| SHIRE ACQUISITIONS 3.2 | 223,737 | 223,737 |
| SIERRA PAC PWR CO 2.6 | 162,880 | 162,880 |
| SMUCKER J M CO 3 | 51,514 | 51,514 |
| SMUCKER J M CO 3.375 | 55,573 | 55,573 |
| SNAP ON INC FIXED 3.1 | 197,650 | 197,650 |
| SOUTHERN CALIF EDISON CO 3.65 | 56,791 | 56,791 |
| SOUTHERN CO 2.95 | 105,896 | 105,896 |
| SOUTHERN CO 3.25 | 50,480 | 50,480 |
| SOUTHERN PWR CO 4.95 | 36,055 | 36,055 |
| SOUTHERN PWR CO 5.15 | 123,198 | 123,198 |
| SOUTHN CAL EDISON 4 | 117,460 | 117,460 |
| SOUTHN CAL EDISON 5.5 | 133,332 | 133,332 |
| SOUTHN CAL EDISON 6 | 34,799 | 34,799 |
| SOUTHN CO GAS CAP 3.95 | 29,433 | 29,433 |
| SPIRIT RLTY L P 3.4 | 54,226 | 54,226 |
| STARBUCKS CORP 3.8 | 227,606 | 227,606 |
| STARBUCKS CORP FIXED 4.45 | 65,958 | 65,958 |
| STATE STR CORP 2.65 | 55,009 | 55,009 |
| STATE STR CORP FLTG RT 4.141 | 120,628 | 120,628 |
| STRYKER CORP .6 | 30,047 | 30,047 |
| STRYKER CORP 3.5 | 113,034 | 113,034 |
| STRYKER CORP 4.625 | 67,191 | 67,191 |
| SUMITOMO MITSUI 2.632 | 54,346 | 54,346 |
| SUMITOMO MITSUI 3.01 | 166,102 | 166,102 |
| SUMITOMO MITSUI FINANCIAL GROUP INC 4.306 | 119,641 | 119,641 |
| SUMITOMO MITSUI FINL GROUP INC 2.784 | 165,876 | 165,876 |
| SUMITOMO MITSUI FINL GRP 2.778 | 104,217 | 104,217 |
| SUNTRUST BK ATL GA FIXED 2.45 | 258,298 | 258,298 |
| SUNTRUST BKS INC 2.7 | 102,360 | 102,360 |
| SYNCHRONY FINL 3.95 | 67,298 | 67,298 |
| SYSCO CORP 3.3 | 111,225 | 111,225 |
| SYSCO CORP 4.85 | 63,351 | 63,351 |
| SYSCO CORP FIXED 4.45 | 36,618 | 36,618 |
| TAKEDA FIXED 4.4 | 221,475 | 221,475 |
| TARGET CORP 2.9 | 102,764 | 102,764 |
| TARGET CORP 3.625 | 63,064 | 63,064 |
| TARGET CORP FIXED 2.35 | 109,272 | 109,272 |
| TARGET CORP FIXED 3.375 | 58,613 | 58,613 |
| TELEFONICA 7.045 | 111,870 | 111,870 |
| TEXAS INSTRS INC 1.85 | 51,003 | 51,003 |
| TEXAS INSTRS INC 2.9 | 111,810 | 111,810 |
| TEXAS INSTRS INC 3.875 | 62,346 | 62,346 |
| TEXTRON INC 4 | 56,373 | 56,373 |
| THERMO FISHER 4.1 | 67,044 | 67,044 |
| THERMO FISHER SCIENTIFIC INC 4.15 | 27,566 | 27,566 |
| THERMO FISHER SCIENTIFIC INC 4.497 | 124,977 | 124,977 |
| THOMSON REUTERS 3.35 | 129,007 | 129,007 |
| TIME WARNER CABLE 4.5 | 58,590 | 58,590 |
| TIME WARNER CABLE 5.5 | 70,667 | 70,667 |
| TIME WARNER CABLE 6.55 | 34,318 | 34,318 |
| TJX COS INC 1.15 | 30,151 | 30,151 |
| T-MOBILE USA INC 3 | 62,203 | 62,203 |
| T-MOBILE USA INC 3.3 | 51,442 | 51,442 |
| T-MOBILE USA INC 3.75 | 113,880 | 113,880 |
| TORONTO DOMINION BK FIXED 3.25 | 108,601 | 108,601 |
| TOYOTA MTR CORP 2.76 | 55,622 | 55,622 |
| TOYOTA MTR CR CORP 3.65 | 59,118 | 59,118 |
| TOYOTA MTR CR CORP 2.6 | 102,359 | 102,359 |
| TOYOTA MTR CR CORP MEDIUM TERM NTS 3.35 | 108,538 | 108,538 |
| TRAVELERS COS INC 4.05 | 66,329 | 66,329 |
| TRAVELERS COS INC 5.35 | 74,540 | 74,540 |
| TRAVELERS FIXED 2.55 | 52,635 | 52,635 |
| TRCNTNTL GAS PIPE 3.25 | 112,059 | 112,059 |
| TRINITY ACQSTN PLC 4.4 | 58,254 | 58,254 |
| TWDC ENTERPRISES 18 CORP 2.35 | 103,842 | 103,842 |
| TYCO ELECTRONICS 3.7 | 50,332 | 50,332 |
| TYSON FOODS INC 3.95 | 111,053 | 111,053 |
| TYSON FOODS INC 5.1 | 179,953 | 179,953 |
| U S BK NATL ASSN CIN OH MEDIUM 2.85 | 262,964 | 262,964 |
| UDR INC 3.5 | 56,080 | 56,080 |
| UDR INC CORP 3.2 | 55,642 | 55,642 |
| UNILEVER CAP CORP 2.9 | 111,127 | 111,127 |
| UNILEVER CAP CORP 5.9 | 147,239 | 147,239 |
| UNION PAC CORP 2.4 | 107,651 | 107,651 |
| UNION PAC CORP 3.25 | 114,000 | 114,000 |
| UNION PAC CORP 3.799 | 30,594 | 30,594 |
| UNION PAC CORP 4.5 | 33,406 | 33,406 |
| UNITED PARCEL SERVICE 5.3 | 75,347 | 75,347 |
| UNITED TECHNOLOGIES CORP 4.125 | 59,608 | 59,608 |
| UNITEDHEALTH GROUP 3.75 | 136,577 | 136,577 |
| UNITEDHEALTH GROUP 4.625 | 134,000 | 134,000 |
| UNITEDHEALTH GROUP FIXED 4.25 | 100,150 | 100,150 |
| UNITEDHEALTH GROUP INC 2.0 | 291,689 | 291,689 |
| UNITEDHEALTH GROUP INC 3.375 | 114,190 | 114,190 |
| UNITEDHEALTH GROUP INC 4.45 | 103,431 | 103,431 |
| UNUM GROUP FORMERLY UNUMPROVIDENT 5.75 | 42,505 | 42,505 |
| US BANCORP FIXED 3.15 | 112,642 | 112,642 |
| UTD AIRLS 2014-1 4 | 158,483 | 158,483 |
| UTD PARCEL SVC INC 2.4 | 81,866 | 81,866 |
| UTD TECHNOLOGIES 3.75 | 178,005 | 178,005 |
| UTD TECHNOLOGIES 4.5 | 130,401 | 130,401 |
| VA ELEC & PWR CO 3.8 | 92,696 | 92,696 |
| VA ELEC & PWR CO 4 | 63,336 | 63,336 |
| VA ELEC & PWR CO 4.6 | 140,738 | 140,738 |
| VALERO ENERGY CORP 2.85 | 106,504 | 106,504 |
| VALERO ENERGY CORP 4.9 | 87,409 | 87,409 |
| VALERO ENERGY CORP 6.625 | 166,273 | 166,273 |
| VENTAS RLTY LTD 3.85 | 111,914 | 111,914 |
| VEREIT OPER PARTNERSHIP L P 3.95 | 56,692 | 56,692 |
| VERISK ANALYTICS 4 | 56,640 | 56,640 |
| VERISK ANALYTICS FIXED 3.625 | 87,412 | 87,412 |
| VERISK ANALYTICS INC 4.125 | 120,172 | 120,172 |
| VERIZON .85 | 60,471 | 60,471 |
| VERIZON 1.75 | 29,850 | 29,850 |
| VERIZON 2.65 | 25,244 | 25,244 |
| VERIZON 4.125 | 92,021 | 92,021 |
| VERIZON 4.272 | 62,014 | 62,014 |
| VERIZON 4.812 | 88,714 | 88,714 |
| VERIZON COMMUNICATIONS 4.522 | 65,204 | 65,204 |
| VERIZON COMMUNICATIONS INC 2.875 | 50,380 | 50,380 |
| VERIZON COMMUNICATIONS INC 3.0 | 25,251 | 25,251 |
| VERIZON COMMUNICATIONS INC 4.329 | 65,028 | 65,028 |
| VERIZON FIXED 3.376 | 54,421 | 54,421 |
| VIACOM INC 4.375 | 88,610 | 88,610 |
| VIACOMCBS INC 4.2 | 36,154 | 36,154 |
| VISA INC 3.65 | 62,666 | 62,666 |
| VISA INC 4.15 | 129,979 | 129,979 |
| VISA INC 4.3 | 68,487 | 68,487 |
| VMWARE INC FIXED 4.5 | 114,448 | 114,448 |
| VODAFONE GROUP PLC 4.375 | 119,766 | 119,766 |
| VODAFONE GROUP PLC 5.25 | 139,295 | 139,295 |
| VORNADO RLTY L P 3.5 | 52,878 | 52,878 |
| VOYA FINL INC 3.65 | 45,749 | 45,749 |
| VULCAN MATERIALS CO 4.7 | 32,299 | 32,299 |
| VULCAN MATLS CO 4.5 | 57,193 | 57,193 |
| WA GAS LT CO FIXED 3.65 | 30,011 | 30,011 |
| WALGREENS BOOTS 4.65 | 55,741 | 55,741 |
| WALGREENS BOOTS ALLIANCE INC 4.1 | 26,462 | 26,462 |
| WALGREENS BOOTS FIXED 4.8 | 28,396 | 28,396 |
| WASTE MGMT INC DEL .75 | 15,052 | 15,052 |
| WASTE MGMT INC DEL 1.15 | 15,043 | 15,043 |
| WASTE MGMT INC DEL 1.5 | 29,718 | 29,718 |
| WASTE MGMT INC DEL 2.4 | 52,215 | 52,215 |
| WASTE MGMT INC DEL 2.5 | 15,155 | 15,155 |
| WASTE MGMT INC DEL FIXED 4.15 | 66,635 | 66,635 |
| WESTAR ENERGY INC 4.125 | 122,866 | 122,866 |
| WESTERN UN CO 2.85 | 107,426 | 107,426 |
| WESTERN UN CO 3.6 | 103,273 | 103,273 |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 4.7 | 88,982 | 88,982 |
| WESTLAKE CHEM CORP 4.375 | 59,438 | 59,438 |
| WESTPAC BKG 2.7 | 55,219 | 55,219 |
| WESTPAC BKG 2.963 | 31,946 | 31,946 |
| WESTPAC BKG CORP FIXED 4.11 | 114,113 | 114,113 |
| WHIRLPOOL CORP FIXED 4.75 | 60,971 | 60,971 |
| WI ENERGY CORP 3.55 | 93,628 | 93,628 |
| WI PUB SVC CORP 3.3 | 57,538 | 57,538 |
| WI PWR & LT CO 3 | 56,181 | 56,181 |
| WI PWR & LT CO FIXED 3.05 | 166,201 | 166,201 |
| WI PWR & LT CO FIXED 3.65 | 88,884 | 88,884 |
| WILLIAMS COS INC 3.7 | 105,933 | 105,933 |
| WILLIAMS PARTNERS 3.75 | 28,526 | 28,526 |
| WILLIAMS PARTNERS 4.3 | 60,605 | 60,605 |
| WILLIAMS PARTNERS 6.3 | 132,994 | 132,994 |
| WILLIAMS PARTNERS FIXED 4.85 | 215,103 | 215,103 |
| WILLIS N AMER INC 3.875 | 60,965 | 60,965 |
| WILLIS NORTH AMER INC 4.5 | 60,265 | 60,265 |
| WRKCO INC FIXED 4.2 | 120,787 | 120,787 |
| XCEL ENERGY INC 3.35 | 180,492 | 180,492 |
| XLIT LTD 5.5 | 34,975 | 34,975 |
| ZIMMER BIOMET 3.15 | 102,842 | 102,842 |
| ZOETIS INC 3.25 | 105,189 | 105,189 |
| ZOETIS INC 3.95 | 31,095 | 31,095 |
| ZOETIS INC FIXED 3 | 165,376 | 165,376 |
| Name of Stock | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| A2A SPA | 165,199 | 165,199 |
| AAREAL BANK AG | 93,290 | 93,290 |
| ADAPTEO | 55,700 | 55,700 |
| ADAPTIVE BIOTECHNOLOGIES CORP COM | 593,843 | 593,843 |
| AGF MANAGEMENT CLASS B | 94,970 | 94,970 |
| AGGREKO ORD | 55,621 | 55,621 |
| AICHI STEEL CORP | 61,418 | 61,418 |
| AICHI TOKEI DENKI | 81,801 | 81,801 |
| AIPHONE CO LTD | 80,729 | 80,729 |
| AIR CANADA VAR VTG SHS | 89,364 | 89,364 |
| AIR FRANCE - KLM | 54,502 | 54,502 |
| AISAN INDUSTRY CO | 61,031 | 61,031 |
| ALINCO INC | 76,804 | 76,804 |
| ALLIANCE AVIATION | 137,490 | 137,490 |
| ALLIANCE PHARMA ORD | 35,024 | 35,024 |
| ALLIED PROPS REAL TRUST UNITS | 465,214 | 465,214 |
| ALSO HOLDING AG | 114,486 | 114,486 |
| ALSTRIA OFFICE REI | 290,859 | 290,859 |
| ALTAREA REIT | 87,729 | 87,729 |
| ALTIA OYJ | 106,236 | 106,236 |
| ALTRI SGPS S.A. | 61,872 | 61,872 |
| AMERICAN HOMES 4 RENT COMMON STOCK | 763,470 | 763,470 |
| AMERICAN PUB ED INC COM | 947,227 | 947,227 |
| ANNEHEM FASTIGHETE | 10,174 | 10,174 |
| APARTMENT INCOME REIT CORP COM | 25,312 | 25,312 |
| ARCS COMPANY LTD | 69,630 | 69,630 |
| ARISAWA MFG CO | 39,053 | 39,053 |
| ARTIS REAL ESTATE TRUST UNITS | 169,857 | 169,857 |
| ASR NEDERLAND | 233,123 | 233,123 |
| ASTM S.P.A | 70,574 | 70,574 |
| ATCO LTD CLASS I COM | 57,284 | 57,284 |
| ATRESMEDIA CORP | 33,829 | 33,829 |
| ATRIA PLC | 89,185 | 89,185 |
| AUSTRALIAN PHARMAC | 98,045 | 98,045 |
| AVENTUS GROUP UNITS | 102,967 | 102,967 |
| AVJENNINGS LIMITED | 92,931 | 92,931 |
| BALL CORP COM | 7,749,873 | 7,749,873 |
| BEACH ENERGY LTD | 114,212 | 114,212 |
| BEKAERT SA | 116,311 | 116,311 |
| BELLWAY | 141,377 | 141,377 |
| BIC | 107,543 | 107,543 |
| BIFFA PLC ORD | 83,448 | 83,448 |
| BIGCOMMERCE HLDGS INC COM | 1,645,576 | 1,645,576 |
| BILIA AB | 143,225 | 143,225 |
| BONDUELLE | 71,260 | 71,260 |
| CAMDEN PPTY | 749,400 | 749,400 |
| CAPITAL & COUNTIES PROPERTIES | 574,275 | 574,275 |
| CAPITAL ONE FINL CORP COM | 1,029,523 | 1,029,523 |
| CARETECH HOLDINGS ORD | 102,037 | 102,037 |
| CATTOLICA ASSICURA | 116,713 | 116,713 |
| CDN WESTERN BANK COM | 157,253 | 157,253 |
| CENTROTEC SE | 82,477 | 82,477 |
| CHINA AVIATION OIL | 98,248 | 98,248 |
| CHINA RES CEMENT | 223,373 | 223,373 |
| CHORUS AVIATION | 58,085 | 58,085 |
| CIE DES ALPES | 86,287 | 86,287 |
| CINTAS CORP COM | 3,658,311 | 3,658,311 |
| CITY DEVELOPMENTS LTD | 554,719 | 554,719 |
| CK ASSET HOLDINGS LTD | 322,497 | 322,497 |
| CLOETTA AB SER'B' | 92,257 | 92,257 |
| COGECO COMMUNICATI SUB | 99,857 | 99,857 |
| COGECO INC SUB-VTG SHS | 90,088 | 90,088 |
| COMINAR REAL ESTAT TRUST | 74,480 | 74,480 |
| COMM BANCSHARES INC COM | 1,127 | 1,127 |
| COMPUTACENTER ORD | 120,467 | 120,467 |
| CONSUN PHARMACEUTI | 55,069 | 55,069 |
| COSTCO WHOLESALE CORP COM | 3,873,675 | 3,873,675 |
| COUSINS PPTYS INC | 604,709 | 604,709 |
| COVIVIO | 605,533 | 605,533 |
| CPL RESOURCES | 163,075 | 163,075 |
| CROPENERGIES AG | 91,730 | 91,730 |
| CSX CORP COM | 3,541,610 | 3,541,610 |
| CYRUSONE INC COM | 581,908 | 581,908 |
| DAI NIPPON TORYO | 68,879 | 68,879 |
| DAITRON CO LTD | 126,544 | 126,544 |
| DAIWA OFFICE INVESTMENT CORP REIT | 425,706 | 425,706 |
| DANAHER CORP COM | 1,989,708 | 1,989,708 |
| DAVIDE CAMPARI MIL | 2,976,309 | 2,976,309 |
| DAWNRAYS PHARMS | 46,583 | 46,583 |
| DERWENT LONDON ORD | 558,296 | 558,296 |
| DEUTSCHE PFAND AG | 108,687 | 108,687 |
| DEUTSCHE WOHNEN SE | 388,952 | 388,952 |
| DEXUS PROPERTY GROUP | 919,020 | 919,020 |
| DFDS AS DKK20 | 122,140 | 122,140 |
| DIXONS CARPHONE PLC ORD | 102,574 | 102,574 |
| DOMINOS PIZZA INC COM | 1,924,202 | 1,924,202 |
| DRAX GROUP ORD | 150,194 | 150,194 |
| ECOLAB INC COM | 2,078,571 | 2,078,571 |
| ECO'S CO LTD | 124,787 | 124,787 |
| EFG INTERNATIONAL AG | 69,551 | 69,551 |
| EINHELL GERMANY AG | 86,933 | 86,933 |
| ELEMATEC CORP | 74,568 | 74,568 |
| EMAK | 91,893 | 91,893 |
| ENERFLEX LTD COM | 72,603 | 72,603 |
| ENERPLUS CORP | 44,049 | 44,049 |
| EQTY RESDNTL EFF | 355,680 | 355,680 |
| EQUINOX GOLD CORP | 108,544 | 108,544 |
| ESPRINET | 92,514 | 92,514 |
| ESSENTIAL PROPERTIES REALTY TR INC | 347,680 | 347,680 |
| ESSEX PPTY TR REIT | 658,841 | 658,841 |
| EUROCELL PLC ORD | 54,022 | 54,022 |
| EUTELSAT COMMUNICA | 79,311 | 79,311 |
| EVN AG | 122,512 | 122,512 |
| EXEDY CORP | 51,541 | 51,541 |
| FAES FARMA SA | 63,199 | 63,199 |
| FEED ONE CO LTD | 98,422 | 98,422 |
| FERRONORDIC AB | 164,826 | 164,826 |
| FERROTEC HOLDINGS | 134,593 | 134,593 |
| FIBI BANK | 228,044 | 228,044 |
| FINNAIR | 5,839 | 5,839 |
| FIVE BELOW INC COM | 2,911,142 | 2,911,142 |
| FJ NEXT CO LTD | 157,577 | 157,577 |
| FORTERRA PLC ORD | 62,705 | 62,705 |
| FOUR CORNERS PPTY TR INC COM | 283,202 | 283,202 |
| FREENET AG - ORD | 164,104 | 164,104 |
| FUJI MACHINE MFG | 131,387 | 131,387 |
| FUKOKU CO LTD | 29,278 | 29,278 |
| FUKUOKA REIT CORP REIT | 118,553 | 118,553 |
| FURUNO ELECTRIC CO | 125,815 | 125,815 |
| G-7 HOLDINGS INC | 97,208 | 97,208 |
| GAMING & LEISURE PPTYS INC COM | 297 | 297 |
| GATTACA PLC ORD | 13,149 | 13,149 |
| GECINA SA | 281,562 | 281,562 |
| GENWORTH MI CANADA COM | 136,295 | 136,295 |
| GENWORTH MORTGAGE INSURANCE AUS LTD | 110,101 | 110,101 |
| GRAFTON GROUP PLC | 88,271 | 88,271 |
| GRANDY HOUSE CORPO | 48,281 | 48,281 |
| GROUPE GUILLIN | 99,126 | 99,126 |
| GUNMA BANK | 74,537 | 74,537 |
| HALFORDS GROUP ORD | 138,691 | 138,691 |
| HAMAKYOREX CO LTD | 119,233 | 119,233 |
| HAMBURGER HAFEN | 128,605 | 128,605 |
| HANG LUNG PROPERTIES | 254,369 | 254,369 |
| HARDWOODS DISTRIBU COM | 220,606 | 220,606 |
| HARIMA CHEMICALS GROUP, INC | 98,669 | 98,669 |
| HARVEY NORMAN HLDG | 106,762 | 106,762 |
| HEIWADO CO LTD | 128,723 | 128,723 |
| HELVETIA HOLDING AG | 158,493 | 158,493 |
| HIGHLAND GOLD MINING ORD | 251,456 | 251,456 |
| HIGHWOODS PPTYS INC COM | 412,152 | 412,152 |
| HITACHI CAP CORP | 101,334 | 101,334 |
| HOME DEPOT INC COM | 5,090,873 | 5,090,873 |
| HORNBACH HLDG KGAA | 173,328 | 173,328 |
| HOST HOTELS & RESORTS INC REIT | 834,261 | 834,261 |
| HUFVUDSTADEN AB SER'A' | 506,669 | 506,669 |
| HUMANA AB | 121,823 | 121,823 |
| IA FINANCIAL CORP COM | 216,562 | 216,562 |
| IMM GRANDE DISTRIB | 83,691 | 83,691 |
| IMMOBEL | 83,446 | 83,446 |
| INCHCAPE ORD | 139,862 | 139,862 |
| INFOTEL | 94,357 | 94,357 |
| INNOTECH CORP | 73,224 | 73,224 |
| INTERRENT REAL EST TRUST | 487,145 | 487,145 |
| INTRUM AB | 73,916 | 73,916 |
| INTUIT COM | 2,051,190 | 2,051,190 |
| INVESCO OFF J-REIT REIT | 340,412 | 340,412 |
| INVESTEC ORD | 52,486 | 52,486 |
| INVINCIBLE INVESTMENTS CORP REIT | 219,619 | 219,619 |
| INWIDO AB | 246,501 | 246,501 |
| IPSEN SA | 108,003 | 108,003 |
| IREN SPA | 168,302 | 168,302 |
| JAPAN AVIATN ELECT NPV | 137,643 | 137,643 |
| JAPAN HOTEL REIT I REIT | 529,256 | 529,256 |
| JAPAN OIL TRANS | 30,615 | 30,615 |
| JET2 PLC | 254,116 | 254,116 |
| JUPITER FUND MGT ORD | 46,323 | 46,323 |
| JUPITER MINES LIMITED | 108,121 | 108,121 |
| KAMEI CORP | 87,612 | 87,612 |
| KAPPAHL AB | 24,353 | 24,353 |
| KAPSCH TRAFFICCOM | 20,837 | 20,837 |
| KATHMANDU HOLDINGS | 47,462 | 47,462 |
| KAUFMAN & BROAD SA | 120,911 | 120,911 |
| KEPPEL PACIFIC OAK US REIT | 101,844 | 101,844 |
| KEPPEL REIT | 272,227 | 272,227 |
| KERRY PROPERTIES | 79,787 | 79,787 |
| KINDRED GROUP PLC | 118,693 | 118,693 |
| KINGBOARD HOLDINGS LTD | 94,888 | 94,888 |
| KITAGAWA CORP | 51,528 | 51,528 |
| KITANO CONST CORP | 41,214 | 41,214 |
| KITRON ASA | 157,244 | 157,244 |
| KITZ CORPORATION | 94,738 | 94,738 |
| KNOWIT AB | 201,028 | 201,028 |
| KS CY SOUTHN | 4,333,068 | 4,333,068 |
| KYOKUTO KAIHATSU | 78,760 | 78,760 |
| LASALLE LOGIP REIT | 261,095 | 261,095 |
| LAURENTIAN BNK CDA COM | 68,571 | 68,571 |
| LEE & MAN PAPER MA | 81,076 | 81,076 |
| LINAMAR CORP COMMON STOCK | 158,760 | 158,760 |
| LOGISTA HOLDINGS | 100,909 | 100,909 |
| LOOKERS | 50,867 | 50,867 |
| M UFJ LEASE | 132,805 | 132,805 |
| MAN GROUP PLC | 139,593 | 139,593 |
| MARTINREA INTL INC COM | 159,797 | 159,797 |
| MASSIMO ZANETTI BEVERAGE | 67,594 | 67,594 |
| MASTERCARD INC | 6,629,089 | 6,629,089 |
| MCUBS MIDCITY INC | 50,931 | 50,931 |
| MEDIASET ESPANA | 73,494 | 73,494 |
| MEGGITT ORD | 75,247 | 75,247 |
| MELIA HOTELS INTL | 208,932 | 208,932 |
| MERCK & CO INC COM | 502,825 | 502,825 |
| MERLIN PROPERTIES | 475,009 | 475,009 |
| MERSEN | 58,537 | 58,537 |
| METCASH LIMITED | 164,315 | 164,315 |
| METTLER-TOLEDO INTL INC COM | 3,156,914 | 3,156,914 |
| MFC INVESCO SENIOR LOAN FUND | 2,057,202 | 2,057,202 |
| MFC ISHARES IBOXX $ HIGH YIELD ETF | 2,617,865 | 2,617,865 |
| MFC ISHARES TR IBOXX ETF | 3,466,787 | 3,466,787 |
| MFC ISHARES TR JPMORGAN EMERGING MKTS BD ETF | 1,235,832 | 1,235,832 |
| MICROSOFT CORP COM | 7,562,946 | 7,562,946 |
| MID-AMER APT CMNTYS INC COM | 597,977 | 597,977 |
| MIQUEL Y COSTAS | 117,069 | 117,069 |
| MITSUBISHI GAS CHM | 284,523 | 284,523 |
| MITSUI FUDOSAN CO LTD | 713,813 | 713,813 |
| MIZUHO LEASING CO | 138,341 | 138,341 |
| MOODYS CORP COM | 3,241,110 | 3,241,110 |
| MOUNT GIBSON IRON | 152,987 | 152,987 |
| NATIONAL RETAIL PPTYS INC COM | 509,659 | 509,659 |
| NATL EXPRESS GRP ORD | 95,732 | 95,732 |
| NAVIGATOR COMP | 85,886 | 85,886 |
| NICHIAS CORP | 83,123 | 83,123 |
| NINETY ONE PLC ORD | 32,114 | 32,114 |
| NIPPON BUILDING FD REIT | 451,780 | 451,780 |
| NIPPON SEISEN CO | 96,891 | 96,891 |
| NIPPON SODA CO LTD | 50,467 | 50,467 |
| NISSHIN GROUP HLDG | 59,676 | 59,676 |
| NISSIN CORP | 71,904 | 71,904 |
| NISSIN ELECTRIC | 165,567 | 165,567 |
| NITTO FUJI FLOUR MILLING CO | 82,977 | 82,977 |
| NITTOC CONSTRUCT | 108,026 | 108,026 |
| NOBIA AB | 120,273 | 120,273 |
| NOMURA RL EST INC | 205,646 | 205,646 |
| NZ REFINING CO | 20,196 | 20,196 |
| ONOKEN CO LTD | 72,759 | 72,759 |
| OPEN HOUSE CO LTD | 374,430 | 374,430 |
| OSB GROUP PLC ORD | 130,863 | 130,863 |
| OUTFRONT MEDIA INC COM | 267,972 | 267,972 |
| PEAB AB | 144,094 | 144,094 |
| PEBBLEBROOK HOTEL TR COM | 495,624 | 495,624 |
| PER AARSLEFF HLDNG | 197,773 | 197,773 |
| PERENTI GLOBAL LTD | 75,164 | 75,164 |
| PETS AT HOME GROUP ORD | 135,910 | 135,910 |
| PIZZA PIZZA RTY CO COM | 113,375 | 113,375 |
| PLASTIQUES DU VAL | 34,978 | 34,978 |
| POOL CORP COM | 1,396,503 | 1,396,503 |
| PROACT IT GROUP | 202,775 | 202,775 |
| PRODWARE | 27,432 | 27,432 |
| PROGRESS WERK AG | 21,363 | 21,363 |
| PROLOGIS INC COM | 2,146,377 | 2,146,377 |
| QINETIQ GROUP ORD | 169,177 | 169,177 |
| RAYSUM CO LTD | 56,749 | 56,749 |
| REDROW PLC ORD | 136,150 | 136,150 |
| REGENCY CTRS CORP COM | 428,546 | 428,546 |
| REGIS RESOURCES LT | 93,794 | 93,794 |
| REPUBLIC SVCS INC COM | 3,723,054 | 3,723,054 |
| REXFORD INDL RLTY INC COM | 276,293 | 276,293 |
| RHEINMETALL AG | 95,341 | 95,341 |
| RION CO LTD | 118,718 | 118,718 |
| RM ORD | 62,710 | 62,710 |
| ROLLINS INC COM | 20 | 20 |
| ROTTNEROS AB | 74,131 | 74,131 |
| ROYAL MAIL PLC ORD | 156,027 | 156,027 |
| SAINSBURY ORD | 167,995 | 167,995 |
| SAKAI HEAVY INDS | 47,860 | 47,860 |
| SAKAI OVEX CO LTD | 88,804 | 88,804 |
| SANDFIRE RESOURCES LTD | 100,318 | 100,318 |
| SANFORD | 59,873 | 59,873 |
| SAWAI PHARMACEUTICAL CO. LTD | 77,059 | 77,059 |
| SCANDIC HOTELS GRO | 89,452 | 89,452 |
| SENIOR | 42,456 | 42,456 |
| SHAFTESBURY PLC ORD | 285,451 | 285,451 |
| SHERWIN-WILLIAMS CO COM | 8,720,441 | 8,720,441 |
| SHIBAURA MECHATRON | 138,559 | 138,559 |
| SIGNIFY | 215,471 | 215,471 |
| SIMON PROPERTY GROUP INC COM | 1,187,439 | 1,187,439 |
| SKELLERUP HOLDINGS | 108,799 | 108,799 |
| SL GREEN RLTY CORP | 274,068 | 274,068 |
| SMARTGROUP CORPORATION LIMITED | 92,231 | 92,231 |
| SMURFIT KAPPA GROUP PLC | 274,609 | 274,609 |
| SPAREBANK 1 NORD-NORGE GRUNNFONDSBEVIS | 137,665 | 137,665 |
| SPEEDY HIRE ORD | 112,899 | 112,899 |
| ST BARBARA LIMITED | 118,189 | 118,189 |
| STHREE PLC ORD | 93,691 | 93,691 |
| STO SE & CO. KGAA PRF | 110,829 | 110,829 |
| STOCK SPIRITS GROUP PLC ORD | 121,992 | 121,992 |
| SUBARU ENTERPRISE | 95,086 | 95,086 |
| SUN COMMUNITIES INC COM | 436,552 | 436,552 |
| SUN HUNG KAI PROP | 503,917 | 503,917 |
| SUNNINGDALE TECH | 83,350 | 83,350 |
| SUPER RETAIL GROUP LTD G | 164,947 | 164,947 |
| SWIRE PROPERTIES LTD | 499,719 | 499,719 |
| SYDBANK | 110,545 | 110,545 |
| TACHIBANA ELETECH | 61,649 | 61,649 |
| TASSAL GROUP | 100,598 | 100,598 |
| TATE & LYLE ORD | 132,749 | 132,749 |
| TATSUTA ELEC WIRE | 123,657 | 123,657 |
| TEIJIN LTD | 140,927 | 140,927 |
| TELEKOM AUSTRIA AG | 79,774 | 79,774 |
| TELENET GRP HLDG | 103,013 | 103,013 |
| TERASAKI ELECTRIC | 43,802 | 43,802 |
| TESSENDERLO GROUP | 99,872 | 99,872 |
| TFI INTERNATIONAL COM | 246,895 | 246,895 |
| THERMO FISHER CORP | 3,614,919 | 3,614,919 |
| TOMOKU CO LTD | 48,003 | 48,003 |
| TORO CO COM | 1,596,537 | 1,596,537 |
| TOSEI CORPORATION | 147,686 | 147,686 |
| TOWA PHARMACEUTICAL CO. LTD | 74,154 | 74,154 |
| TOYO CONSTRUCTION | 128,836 | 128,836 |
| TOYO MACHINY&METAL | 58,261 | 58,261 |
| TP ICAP PLC ORD | 71,634 | 71,634 |
| TRITAX BIG BOX REIT PLC ORD | 220,670 | 220,670 |
| UBE INDUSTRIES | 94,284 | 94,284 |
| UBM DEVELOPMENT AG | 78,846 | 78,846 |
| ULTA BEAUTY INC COM | 776,193 | 776,193 |
| ULVAC INC | 153,945 | 153,945 |
| UNIBAIL-RODAMCO-WESTFIELD | 348,938 | 348,938 |
| UNION PAC CORP COM | 5,239,023 | 5,239,023 |
| UNITED LABORATORIE | 131,934 | 131,934 |
| UNITEDHEALTH GROUP INC COM | 1,568,241 | 1,568,241 |
| VALIANT HOLDING AG | 127,213 | 127,213 |
| VENTAS INC REIT | 736,973 | 736,973 |
| VERTU MOTORS PLC ORD | 83,046 | 83,046 |
| VETROPACK HOLDING SA -A | 135,076 | 135,076 |
| VICI PPTYS INC COM | 533,919 | 533,919 |
| VIENNA INS GRP AG | 127,249 | 127,249 |
| VISA INC COM | 2,051,469 | 2,051,469 |
| VONOVIA SE | 311,488 | 311,488 |
| VONTOBEL HLDG AG | 142,949 | 142,949 |
| VROOM INC COM | 888,557 | 888,557 |
| WELLTOWER INC COM REIT | 1,225,906 | 1,225,906 |
| WERELDHAVE | 47,395 | 47,395 |
| WESTSHORE TERM INV COM | 95,449 | 95,449 |
| WHARF REAL ESTATE | 568,450 | 568,450 |
| WM MORRISON SUPERMARKETS ORD | 141,821 | 141,821 |
| WUSTENROT & WURTTE | 90,959 | 90,959 |
| XLMEDIA PLC ORD | 34,341 | 34,341 |
| YAMABIKO CORPO | 71,550 | 71,550 |
| YAMAGUCHI FINANCIA | 56,274 | 56,274 |
| YAMAYA CORPORATION | 120,134 | 120,134 |
| YUASA TRADING CO | 112,378 | 112,378 |
| YUSHIRO CHEMICAL | 35,415 | 35,415 |
| ZEHNDER GROUP | 153,776 | 153,776 |
| ZOETIS INC COM | 1,970,774 | 1,970,774 |
| Category/ Item | Listed at Cost or FMV | Book Value | End of Year Fair Market Value |
|---|---|---|---|
| INVESTMENT FUND MACF - 10073 | FMV | 22,128,312 | 22,128,312 |
| INVESTMENT FUND MACF - 10150 | FMV | 4,976,453 | 4,976,453 |
| INVESTMENT FUND MACF - 11185 | FMV | 52,907,782 | 52,907,782 |
| INVESTMENT FUND MACF - 11290 | FMV | 4,212,996 | 4,212,996 |
| INVESTMENT FUND MACF - 11779 | FMV | 3,474,098 | 3,474,098 |
| INVESTMENT FUND MACF - 12095 | FMV | 6,842,421 | 6,842,421 |
| INVESTMENT FUND MACF - 12798 | FMV | 5,009,802 | 5,009,802 |
| INVESTMENT FUND MACF - 12980 | FMV | 1,173,357 | 1,173,357 |
| INVESTMENT FUND MACF - 13315 | FMV | 21,327,151 | 21,327,151 |
| INVESTMENT FUND MACF - 14461 | FMV | 8,978,769 | 8,978,769 |
| INVESTMENT FUND MACF - 14835 | FMV | 19,931,079 | 19,931,079 |
| INVESTMENT FUND MACF - 15855 | FMV | 16,723,163 | 16,723,163 |
| INVESTMENT FUND MACF - 17730 | FMV | 20,834,885 | 20,834,885 |
| INVESTMENT FUND MACF - 17819 | FMV | 6,662,594 | 6,662,594 |
| INVESTMENT FUND MACF - 17991 | FMV | 8,942,844 | 8,942,844 |
| INVESTMENT FUND MACF - 18122 | FMV | 6,406,865 | 6,406,865 |
| INVESTMENT FUND MACF - 18513 | FMV | 150,244,484 | 150,244,484 |
| INVESTMENT FUND MACF - 18753 | FMV | 5,604,345 | 5,604,345 |
| INVESTMENT FUND MACF - 18802 | FMV | 2,787,936 | 2,787,936 |
| INVESTMENT FUND MACF - 19965 | FMV | 110,451,416 | 110,451,416 |
| INVESTMENT FUND MACF - 20122 | FMV | 4,601,392 | 4,601,392 |
| INVESTMENT FUND MACF - 20294 | FMV | 1,609,680 | 1,609,680 |
| INVESTMENT FUND MACF - 20635 | FMV | 6,252,833 | 6,252,833 |
| INVESTMENT FUND MACF - 21378 | FMV | 18,124,159 | 18,124,159 |
| INVESTMENT FUND MACF - 21702 | FMV | 1,633,870 | 1,633,870 |
| INVESTMENT FUND MACF - 21958 | FMV | 2,465,405 | 2,465,405 |
| INVESTMENT FUND MACF - 22231 | FMV | 13,443,546 | 13,443,546 |
| INVESTMENT FUND MACF - 22267 | FMV | 327,502 | 327,502 |
| INVESTMENT FUND MACF - 22770 | FMV | 6,236,158 | 6,236,158 |
| INVESTMENT FUND MACF - 23311 | FMV | 970,630 | 970,630 |
| INVESTMENT FUND MACF - 23553 | FMV | 61,256,058 | 61,256,058 |
| INVESTMENT FUND MACF - 23828 | FMV | 26,624,331 | 26,624,331 |
| INVESTMENT FUND MACF - 23897 | FMV | 2,086,932 | 2,086,932 |
| INVESTMENT FUND MACF - 23903 | FMV | 27,602,552 | 27,602,552 |
| INVESTMENT FUND MACF - 23903 | FMV | 100,000 | 100,000 |
| INVESTMENT FUND MACF - 23959 | FMV | 364,790 | 364,790 |
| INVESTMENT FUND MACF - 24115 | FMV | 20,026,064 | 20,026,064 |
| INVESTMENT FUND MACF - 24648 | FMV | 8,944,382 | 8,944,382 |
| INVESTMENT FUND MACF - 25283 | FMV | 965,820 | 965,820 |
| INVESTMENT FUND MACF - 25342 | FMV | 8,367,574 | 8,367,574 |
| INVESTMENT FUND MACF - 25676 | FMV | 71,425,164 | 71,425,164 |
| INVESTMENT FUND MACF - 26137 | FMV | 17,879,621 | 17,879,621 |
| INVESTMENT FUND MACF - 27693 | FMV | 31,497,306 | 31,497,306 |
| INVESTMENT FUND MACF - 27771 | FMV | 12,862,488 | 12,862,488 |
| INVESTMENT FUND MACF - 28188 | FMV | 6,070,230 | 6,070,230 |
| INVESTMENT FUND MACF - 28741 | FMV | 12,747,533 | 12,747,533 |
| INVESTMENT FUND MACF - 32731 | FMV | 2,981,844 | 2,981,844 |
| INVESTMENT FUND MACF - 34004 | FMV | 5,720,083 | 5,720,083 |
| INVESTMENT FUND MACF - 34135 | FMV | 557,377 | 557,377 |
| INVESTMENT FUND MACF - 34147 | FMV | 134,996 | 134,996 |
| INVESTMENT FUND MACF - 34932 | FMV | 297,885 | 297,885 |
| INVESTMENT FUND MACF - 34967 | FMV | 1,162,353 | 1,162,353 |
| INVESTMENT FUND MACF - 35691 | FMV | 2,966,099 | 2,966,099 |
| INVESTMENT FUND MACF - 36004 | FMV | 10,285,344 | 10,285,344 |
| INVESTMENT FUND MACF - 36414 | FMV | 14,251,426 | 14,251,426 |
| INVESTMENT FUND MACF - 36664 | FMV | 3,593,589 | 3,593,589 |
| INVESTMENT FUND MACF - 36752 | FMV | 20,404,093 | 20,404,093 |
| INVESTMENT FUND MACF - 37441 | FMV | 4,526,304 | 4,526,304 |
| INVESTMENT FUND MACF - 37819 | FMV | 2,374,400 | 2,374,400 |
| INVESTMENT FUND MACF - 38576 | FMV | 6,460,522 | 6,460,522 |
| INVESTMENT FUND MACF - 38880 | FMV | 11,690,382 | 11,690,382 |
| INVESTMENT FUND MACF - 39543 | FMV | 14,461,998 | 14,461,998 |
| INVESTMENT FUND MACF - 39777 | FMV | 10,344,100 | 10,344,100 |
| INVESTMENT FUND MACF - 39858 | FMV | 8,933,007 | 8,933,007 |
| INVESTMENT FUND MACF - 40646 | FMV | 4,250,881 | 4,250,881 |
| INVESTMENT FUND MACF - 41826 | FMV | 547,796 | 547,796 |
| INVESTMENT FUND MACF - 42486 | FMV | 15,591,251 | 15,591,251 |
| INVESTMENT FUND MACF - 43198 | FMV | 3,863,628 | 3,863,628 |
| INVESTMENT FUND MACF - 43966 | FMV | 5,683,032 | 5,683,032 |
| INVESTMENT FUND MACF - 44120 | FMV | 5,076,544 | 5,076,544 |
| INVESTMENT FUND MACF - 44674 | FMV | 237,600 | 237,600 |
| INVESTMENT FUND MACF - 44798 | FMV | 24,518 | 24,518 |
| INVESTMENT FUND MACF - 44977 | FMV | 13,292 | 13,292 |
| INVESTMENT FUND MACF - 45210 | FMV | 16,008,190 | 16,008,190 |
| INVESTMENT FUND MACF - 45492 | FMV | 1,952,650 | 1,952,650 |
| INVESTMENT FUND MACF - 46052 | FMV | 10,852,642 | 10,852,642 |
| INVESTMENT FUND MACF - 46513 | FMV | 122,296,821 | 122,296,821 |
| INVESTMENT FUND MACF - 46529 | FMV | 14,992,207 | 14,992,207 |
| INVESTMENT FUND MACF - 46530 | FMV | 21,643,739 | 21,643,739 |
| INVESTMENT FUND MACF - 46835 | FMV | 6,265,034 | 6,265,034 |
| INVESTMENT FUND MACF - 47189 | FMV | 26,114,251 | 26,114,251 |
| INVESTMENT FUND MACF - 47467 | FMV | 15,445,756 | 15,445,756 |
| INVESTMENT FUND MACF - 47839 | FMV | 2,095,951 | 2,095,951 |
| INVESTMENT FUND MACF - 48686 | FMV | 2,016,492 | 2,016,492 |
| INVESTMENT FUND MACF - 49379 | FMV | 12,966,953 | 12,966,953 |
| INVESTMENT FUND MACF - 49534 | FMV | 26,590,637 | 26,590,637 |
| INVESTMENT FUND MACF - 50942 | FMV | 20,755,107 | 20,755,107 |
| INVESTMENT FUND MACF - 51102 | FMV | 6,518,769 | 6,518,769 |
| INVESTMENT FUND MACF - 51394 | FMV | 9,815,031 | 9,815,031 |
| INVESTMENT FUND MACF - 51629 | FMV | 22,083,929 | 22,083,929 |
| INVESTMENT FUND MACF - 52039 | FMV | 45,502,704 | 45,502,704 |
| INVESTMENT FUND MACF - 52041 | FMV | 12,815,922 | 12,815,922 |
| INVESTMENT FUND MACF - 52332 | FMV | 375,814 | 375,814 |
| INVESTMENT FUND MACF - 52416 | FMV | 1,443,520 | 1,443,520 |
| INVESTMENT FUND MACF - 52512 | FMV | 29,718,718 | 29,718,718 |
| INVESTMENT FUND MACF - 52513 | FMV | 27,505,951 | 27,505,951 |
| INVESTMENT FUND MACF - 52795 | FMV | 6,108,227 | 6,108,227 |
| INVESTMENT FUND MACF - 54220 | FMV | 1,306,210 | 1,306,210 |
| INVESTMENT FUND MACF - 54491 | FMV | 36,862,709 | 36,862,709 |
| INVESTMENT FUND MACF - 54812 | FMV | 22,082,316 | 22,082,316 |
| INVESTMENT FUND MACF - 55464 | FMV | 30,042,643 | 30,042,643 |
| INVESTMENT FUND MACF - 55771 | FMV | 51,994,534 | 51,994,534 |
| INVESTMENT FUND MACF - 56137 | FMV | 1,839,737 | 1,839,737 |
| INVESTMENT FUND MACF - 56144 | FMV | 6,490,138 | 6,490,138 |
| INVESTMENT FUND MACF - 56265 | FMV | 10,604,579 | 10,604,579 |
| INVESTMENT FUND MACF - 56699 | FMV | 6,456,832 | 6,456,832 |
| INVESTMENT FUND MACF - 56808 | FMV | 3,454,962 | 3,454,962 |
| INVESTMENT FUND MACF - 57061 | FMV | 47,854,907 | 47,854,907 |
| INVESTMENT FUND MACF - 57337 | FMV | 1,287,497 | 1,287,497 |
| INVESTMENT FUND MACF - 57770 | FMV | 227,440 | 227,440 |
| INVESTMENT FUND MACF - 58125 | FMV | 3,728,847 | 3,728,847 |
| INVESTMENT FUND MACF - 58216 | FMV | 40,027,071 | 40,027,071 |
| INVESTMENT FUND MACF - 58511 | FMV | 10,435,743 | 10,435,743 |
| INVESTMENT FUND MACF - 59749 | FMV | 11,054,350 | 11,054,350 |
| INVESTMENT FUND MACF - 59907 | FMV | 9,482,595 | 9,482,595 |
| INVESTMENT FUND MACF - 60262 | FMV | 3,840,944 | 3,840,944 |
| INVESTMENT FUND MACF - 61163 | FMV | 868,384 | 868,384 |
| INVESTMENT FUND MACF - 61514 | FMV | 11,237,523 | 11,237,523 |
| INVESTMENT FUND MACF - 62438 | FMV | 11,124,766 | 11,124,766 |
| INVESTMENT FUND MACF - 63767 | FMV | 1,425,630 | 1,425,630 |
| INVESTMENT FUND MACF - 64361 | FMV | 17,576,790 | 17,576,790 |
| INVESTMENT FUND MACF - 65172 | FMV | 29,364,187 | 29,364,187 |
| INVESTMENT FUND MACF - 65362 | FMV | 1,298,505 | 1,298,505 |
| INVESTMENT FUND MACF - 65571 | FMV | 13,749 | 13,749 |
| INVESTMENT FUND MACF - 65827 | FMV | 425,633 | 425,633 |
| INVESTMENT FUND MACF - 66580 | FMV | 13,945,204 | 13,945,204 |
| INVESTMENT FUND MACF - 67227 | FMV | 1,526,717 | 1,526,717 |
| INVESTMENT FUND MACF - 67369 | FMV | 16,626,065 | 16,626,065 |
| INVESTMENT FUND MACF - 67535 | FMV | 9,743,173 | 9,743,173 |
| INVESTMENT FUND MACF - 67547 | FMV | 9,303,948 | 9,303,948 |
| INVESTMENT FUND MACF - 68309 | FMV | 1,757,671 | 1,757,671 |
| INVESTMENT FUND MACF - 68406 | FMV | 10,368,441 | 10,368,441 |
| INVESTMENT FUND MACF - 68694 | FMV | 15,291,504 | 15,291,504 |
| INVESTMENT FUND MACF - 68936 | FMV | 9,284,170 | 9,284,170 |
| INVESTMENT FUND MACF - 69847 | FMV | 26,862,669 | 26,862,669 |
| INVESTMENT FUND MACF - 69847 | FMV | 6,208,424 | 6,208,424 |
| INVESTMENT FUND MACF - 70066 | FMV | 6,871,613 | 6,871,613 |
| INVESTMENT FUND MACF - 70072 | FMV | 14,000,153 | 14,000,153 |
| INVESTMENT FUND MACF - 70332 | FMV | 70,291,673 | 70,291,673 |
| INVESTMENT FUND MACF - 71063 | FMV | 9,906,379 | 9,906,379 |
| INVESTMENT FUND MACF - 71468 | FMV | 963,042 | 963,042 |
| INVESTMENT FUND MACF - 71506 | FMV | 10,855,796 | 10,855,796 |
| INVESTMENT FUND MACF - 71806 | FMV | 5,942,699 | 5,942,699 |
| INVESTMENT FUND MACF - 71908 | FMV | 500,558 | 500,558 |
| INVESTMENT FUND MACF - 71939 | FMV | 350,031 | 350,031 |
| INVESTMENT FUND MACF - 72591 | FMV | 12,612,473 | 12,612,473 |
| INVESTMENT FUND MACF - 73081 | FMV | 5,553,850 | 5,553,850 |
| INVESTMENT FUND MACF - 73082 | FMV | 122 | 122 |
| INVESTMENT FUND MACF - 73441 | FMV | 9,865,372 | 9,865,372 |
| INVESTMENT FUND MACF - 73557 | FMV | 5,655,483 | 5,655,483 |
| INVESTMENT FUND MACF - 73614 | FMV | 8,582,255 | 8,582,255 |
| INVESTMENT FUND MACF - 74035 | FMV | 4,193,809 | 4,193,809 |
| INVESTMENT FUND MACF - 74036 | FMV | 10,129,809 | 10,129,809 |
| INVESTMENT FUND MACF - 74068 | FMV | 1,366,328 | 1,366,328 |
| INVESTMENT FUND MACF - 74092 | FMV | 884,992 | 884,992 |
| INVESTMENT FUND MACF - 74805 | FMV | 1,020,248 | 1,020,248 |
| INVESTMENT FUND MACF - 75562 | FMV | 11,857,142 | 11,857,142 |
| INVESTMENT FUND MACF - 75562 | FMV | 2,246,414 | 2,246,414 |
| INVESTMENT FUND MACF - 75682 | FMV | 11,926,132 | 11,926,132 |
| INVESTMENT FUND MACF - 76210 | FMV | 10,005,758 | 10,005,758 |
| INVESTMENT FUND MACF - 76333 | FMV | 23,263,487 | 23,263,487 |
| INVESTMENT FUND MACF - 76524 | FMV | 11,789,968 | 11,789,968 |
| INVESTMENT FUND MACF - 76526 | FMV | 10,973,028 | 10,973,028 |
| INVESTMENT FUND MACF - 76533 | FMV | 7,123,971 | 7,123,971 |
| INVESTMENT FUND MACF - 76534 | FMV | 2,427,900 | 2,427,900 |
| INVESTMENT FUND MACF - 76538 | FMV | 3,205,949 | 3,205,949 |
| INVESTMENT FUND MACF - 77026 | FMV | 4,803,864 | 4,803,864 |
| INVESTMENT FUND MACF - 77486 | FMV | 2,363,518 | 2,363,518 |
| INVESTMENT FUND MACF - 77487 | FMV | 1,148,601 | 1,148,601 |
| INVESTMENT FUND MACF - 77943 | FMV | 9,766,205 | 9,766,205 |
| INVESTMENT FUND MACF - 77944 | FMV | 2,964,705 | 2,964,705 |
| INVESTMENT FUND MACF - 77948 | FMV | 778,924 | 778,924 |
| INVESTMENT FUND MACF - 78311 | FMV | 2,192,893 | 2,192,893 |
| INVESTMENT FUND MACF - 78462 | FMV | 7,766,487 | 7,766,487 |
| INVESTMENT FUND MACF - 78663 | FMV | 3,312,388 | 3,312,388 |
| INVESTMENT FUND MACF - 78890 | FMV | 7,207,435 | 7,207,435 |
| INVESTMENT FUND MACF - 79002 | FMV | 4,627,070 | 4,627,070 |
| INVESTMENT FUND MACF - 79003 | FMV | 10,067,432 | 10,067,432 |
| INVESTMENT FUND MACF - 79004 | FMV | 4,340,493 | 4,340,493 |
| INVESTMENT FUND MACF - 79005 | FMV | 6,108,880 | 6,108,880 |
| INVESTMENT FUND MACF - 79007 | FMV | 3,872,453 | 3,872,453 |
| INVESTMENT FUND MACF - 79492 | FMV | 923,921 | 923,921 |
| INVESTMENT FUND MACF - 79495 | FMV | 3,204,726 | 3,204,726 |
| INVESTMENT FUND MACF - 79496 | FMV | 772,850 | 772,850 |
| INVESTMENT FUND MACF - 79623 | FMV | 15,260,497 | 15,260,497 |
| INVESTMENT FUND MACF - 79900 | FMV | 21,624,586 | 21,624,586 |
| INVESTMENT FUND MACF - 81244 | FMV | 15,459,311 | 15,459,311 |
| INVESTMENT FUND MACF - 82026 | FMV | 4,316,685 | 4,316,685 |
| INVESTMENT FUND MACF - 82682 | FMV | 10,797,595 | 10,797,595 |
| INVESTMENT FUND MACF - 82874 | FMV | 16,283,892 | 16,283,892 |
| INVESTMENT FUND MACF - 83861 | FMV | 7,405,005 | 7,405,005 |
| INVESTMENT FUND MACF - 84518 | FMV | 5,600,703 | 5,600,703 |
| INVESTMENT FUND MACF - 84829 | FMV | 88,125 | 88,125 |
| INVESTMENT FUND MACF - 85416 | FMV | 10,947,102 | 10,947,102 |
| INVESTMENT FUND MACF - 85467 | FMV | 57,174,747 | 57,174,747 |
| INVESTMENT FUND MACF - 85877 | FMV | 6,899,574 | 6,899,574 |
| INVESTMENT FUND MACF - 87867 | FMV | 43,407,004 | 43,407,004 |
| INVESTMENT FUND MACF - 88799 | FMV | 4,456,598 | 4,456,598 |
| INVESTMENT FUND MACF - 89424 | FMV | 42,062,854 | 42,062,854 |
| INVESTMENT FUND MACF - 90803 | FMV | 2,867,300 | 2,867,300 |
| INVESTMENT FUND MACF - 91143 | FMV | 7,995,136 | 7,995,136 |
| INVESTMENT FUND MACF - 92529 | FMV | 5,258,674 | 5,258,674 |
| INVESTMENT FUND MACF - 92842 | FMV | 3,521,157 | 3,521,157 |
| INVESTMENT FUND MACF - 92942 | FMV | 10,016,211 | 10,016,211 |
| INVESTMENT FUND MACF - 93653 | FMV | 10,767,159 | 10,767,159 |
| INVESTMENT FUND MACF - 93922 | FMV | 11,023,486 | 11,023,486 |
| INVESTMENT FUND MACF - 95614 | FMV | 512,293 | 512,293 |
| INVESTMENT FUND MACF - 95800 | FMV | 8,486,891 | 8,486,891 |
| INVESTMENT FUND MACF - 96591 | FMV | 12,680,668 | 12,680,668 |
| INVESTMENT FUND MACF - 99358 | FMV | 5,237,285 | 5,237,285 |
| Category / Item | Cost / Other Basis | Accumulated Depreciation | Book Value | End of Year Fair Market Value |
|---|---|---|---|---|
| LAND AND IMPROVEMENTS | 6,980,140 | 1,092,867 | 5,887,273 | 5,887,273 |
| BUILDING | 50,524,516 | 11,999,573 | 38,524,943 | 38,524,943 |
| FURNITURE AND EQUIPMENT | 3,916,509 | 3,774,506 | 142,003 | 142,003 |
| Category | Amount | Net Investment Income | Adjusted Net Income | Disbursements for Charitable Purposes |
|---|---|---|---|---|
| LEGAL FEES - OTHER | 141,548 | 0 | 141,651 | |
| LEGAL FEES - INVESTMENT | 333,008 | 333,008 | 0 |
| Description | Beginning of Year - Book Value | End of Year - Book Value | End of Year - Fair Market Value |
|---|---|---|---|
| PROGRAM-RELATED INVESTMENT | 3,031,047 | 8,294,748 | 10,000,000 |
| Description | Revenue and Expenses per Books | Net Investment Income | Adjusted Net Income | Disbursements for Charitable Purposes |
|---|---|---|---|---|
| OFFICE SUPPLIES AND EQUIPMENT | 94,404 | 17,216 | 81,636 | |
| DUES AND SUBSCRIPTIONS | 249,721 | 74,604 | 197,038 | |
| INVESTMENT DUES | 66,541 | 62,621 | 0 | |
| RECRUITING AND RELOCATION | 144,079 | 15,463 | 128,617 | |
| TECHNOLOGY EXPENSES | 370,564 | 62,834 | 332,007 | |
| INSURANCE | 91,488 | 17,011 | 61,779 | |
| GRANT AND PRI DISCOUNT | 253,311 | 0 | 0 | |
| EXPENSES FROM FLOW-THROUGH INVESTMENTS | 0 | 60,436,947 | 0 | |
| OTHER EXPENSES | 189,651 | 11,763 | 43,033 | |
| FEDERAL AND STATE UBI TAX BENEFIT | -12,478 | 0 | 0 | |
| NET AMORTIZATION ON FIXED INCOME INVESTMENTS | 1,540,827 | 1,540,827 | 0 |
| Description | Revenue And Expenses Per Books | Net Investment Income | Adjusted Net Income |
|---|---|---|---|
| PRI INTEREST INCOME | 363,701 | 363,701 | 363,701 |
| OTHER INCOME FROM FLOW-THROUGH INVESTMENTS | 34,307,334 | ||
| OTHER INCOME FROM INVESTMENTS | 1,360,728 |
| Description | Amount |
|---|---|
| UNREALIZED GAINS | 63,774,527 |
| Description | Beginning of Year - Book Value | End of Year - Book Value |
|---|---|---|
| DEFERRED TAX LIABILITY | 5,619,970 | 6,333,031 |
| POSTRETIREMENT BENEFIT LIABILITY | 9,574,328 | 12,704,265 |
| Category | Amount | Net Investment Income | Adjusted Net Income | Disbursements for Charitable Purposes |
|---|---|---|---|---|
| CONSULTING - PROGRAM | 1,518,470 | 0 | 1,428,433 | |
| CONSULTING - INVESTMENT MANAGEMENT | 5,787,981 | 5,787,981 | 0 | |
| INVESTMENT SOFTWARE | 336,065 | 336,065 | 0 |
| Category | Amount | Net Investment Income | Adjusted Net Income | Disbursements for Charitable Purposes |
|---|---|---|---|---|
| FEDERAL EXCISE TAX | 4,797,701 | 0 | 0 | |
| OTHER TAXES | 80,168 | 97,586 | 0 |
| Name | US / Foreign Address |
EIN | Description | Amount |
|---|---|---|---|---|
| ANNE RAY FOUNDATION |
6889 ROWLAND ROAD EDEN PRAIRIE,MN55344 |
47-1036008 | EXPENSE REIMBURSEMENT (SEE STATEMENT 23) | 17,389 |
| Total | 20,602,258 | |||
| Name | US / Foreign Address |
EIN | Description | Amount |
|---|---|---|---|---|
| ANNE RAY FOUNDATION |
6889 ROWLAND ROAD EDEN PRAIRIE,MN55344 |
47-1036008 | EXPENSE REIMBURSEMENT (SEE STATEMENT 23) | 17,389 |
| Total | 17,389 | |||