DORA ROBERTS FOUNDATION: Form 990PF, tax year 2019
View the entire original 990 at ProPublica ↗
- Organization
- DORA ROBERTS FOUNDATION (EIN 75-6013899)
- Tax period
- 2019-07-01 to 2020-06-30
- Filed
- 2021-05-04
- IRS object ID
- 202131249349101218
- Schema version
- 2019v5.0
- Source
- Download XML · Original 990 at ProPublica
Every field in the e-filed return. Faint text is the IRS element name, for citing.
- Return header
- Form 990-PF
- Investments Corp Bonds Schedule
- Investments Corp Stock Schedule
- Investments Other Schedule2
- Other Assets Schedule
- Other Decreases Schedule
- Other Expenses Schedule
- Other Income Schedule2
- Other Increases Schedule
- Other Professional Fees Schedule
- Taxes Schedule
Return header ReturnHeader
| Field | Value | IRS element (for citing) |
|---|---|---|
| Return | 2021-05-04T13:00:35-05:00 | ReturnTs |
| Tax Period End | 2020-06-30 | TaxPeriodEndDt |
Preparer Firm PreparerFirmGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Preparer Firm EIN | 346565596 | PreparerFirmEIN |
Preparer Firm Name PreparerFirmName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | ERNST & YOUNG US LLP | BusinessNameLine1Txt |
Preparer US Address PreparerUSAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 155 N WACKER DRIVE | AddressLine1Txt |
| City | CHICAGO | CityNm |
| State Abbreviation | IL | StateAbbreviationCd |
| ZIP | 60606 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Return Type | 990PF | ReturnTypeCd |
| Tax Period Begin | 2019-07-01 | TaxPeriodBeginDt |
Filer Filer
| Field | Value | IRS element (for citing) |
|---|---|---|
| EIN | 756013899 | EIN |
Business Name BusinessName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | DORA ROBERTS FOUNDATION - FI XXXXX4008 | BusinessNameLine1Txt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Control | DORA | BusinessNameControlTxt |
| Phone | 8004962583 | PhoneNum |
US Address USAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 10 S DEARBORN IL1-0111 | AddressLine1Txt |
| City | CHICAGO | CityNm |
| State Abbreviation | IL | StateAbbreviationCd |
| ZIP | 60603 | ZIPCd |
Business Officer BusinessOfficerGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Person | KRYSTAL ZEC | PersonNm |
| Person Title | Vice President | PersonTitleTxt |
| Phone | 8004962583 | PhoneNum |
| Signature | 2020-11-16 | SignatureDt |
| Discuss With Paid Preparer | Yes (true) | DiscussWithPaidPreparerInd |
Preparer Person PreparerPersonGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Preparer Person | JACOB ZEHNDER | PreparerPersonNm |
| PTIN | P01564049 | PTIN |
| Phone | 3128792000 | PhoneNum |
| Preparation | 2020-11-16 | PreparationDt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Tax | 2019 | TaxYr |
| Build TS | 2022-09-23 18:48:47Z | BuildTS |
Form 990-PF IRS990PF
| Field | Value | IRS element (for citing) |
|---|---|---|
| Organization501c3 Exempt PF | Yes (X) | Organization501c3ExemptPFInd |
| FMV Assets EOY | $77,738,090 | FMVAssetsEOYAmt |
Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses
| Field | Value | IRS element (for citing) |
|---|---|---|
| Schedule B Not Required | Yes (X) | ScheduleBNotRequiredInd |
| Dividends Rev And Expnss | $1,452,757 | DividendsRevAndExpnssAmt |
| Dividends Net Invst Incm | $1,452,286 | DividendsNetInvstIncmAmt |
| Net Gain Sale Ast Rev And Expnss | $592,199 | NetGainSaleAstRevAndExpnssAmt |
| Gross Sales Price | $26,562,101 | GrossSalesPriceAmt |
| Cap Gain Net Incm Net Invst Incm | $592,199 | CapGainNetIncmNetInvstIncmAmt |
| Net ST Capital Gain Adj Net Incm | $0 | NetSTCapitalGainAdjNetIncmAmt |
| Other Income Rev And Expnss | $1,802,240 | OtherIncomeRevAndExpnssAmt |
| Other Income Net Invst Incm | $1,605,399 | OtherIncomeNetInvstIncmAmt |
| Total Rev And Expnss | $3,847,196 | TotalRevAndExpnssAmt |
| Total Net Invst Incm | $3,649,884 | TotalNetInvstIncmAmt |
| Comp Ofcr Dir Trst Rev And Expnss | $445,732 | CompOfcrDirTrstRevAndExpnssAmt |
| Comp Ofcr Dir Trst Net Invst Incm | $235,277 | CompOfcrDirTrstNetInvstIncmAmt |
| Comp Ofcr Dir Trst Dsbrs Chrtbl | $210,456 | CompOfcrDirTrstDsbrsChrtblAmt |
| Oth Empl Slrs Wgs Net Invst Incm | $0 | OthEmplSlrsWgsNetInvstIncmAmt |
| Oth Empl Slrs Wgs Adj Net Incm | $0 | OthEmplSlrsWgsAdjNetIncmAmt |
| Oth Empl Slrs Wgs Dsbrs Chrtbl | $0 | OthEmplSlrsWgsDsbrsChrtblAmt |
| Pension Empl Bnft Net Invst Incm | $0 | PensionEmplBnftNetInvstIncmAmt |
| Pension Empl Bnft Adj Net Incm | $0 | PensionEmplBnftAdjNetIncmAmt |
| Legal Fees Dsbrs Chrtbl | $0 | LegalFeesDsbrsChrtblAmt |
| Other Prof Fees Rev And Expnss | $117,000 | OtherProfFeesRevAndExpnssAmt |
| Other Prof Fees Net Invst Incm | $117,000 | OtherProfFeesNetInvstIncmAmt |
| Other Prof Fees Dsbrs Chrtbl | $0 | OtherProfFeesDsbrsChrtblAmt |
| Interest Dsbrs Chrtbl | $0 | InterestDsbrsChrtblAmt |
| Taxes Rev And Expnss | $106,599 | TaxesRevAndExpnssAmt |
| Taxes Net Invst Incm | $38,599 | TaxesNetInvstIncmAmt |
| Taxes Dsbrs Chrtbl | $0 | TaxesDsbrsChrtblAmt |
| Deprec And Dpltn Rev And Expnss | $0 | DeprecAndDpltnRevAndExpnssAmt |
| Deprec And Dpltn Net Invst Incm | $0 | DeprecAndDpltnNetInvstIncmAmt |
| Trav Conf Meeting Net Invst Incm | $0 | TravConfMeetingNetInvstIncmAmt |
| Trav Conf Meeting Adj Net Incm | $0 | TravConfMeetingAdjNetIncmAmt |
| Printing And Pub Net Invst Incm | $0 | PrintingAndPubNetInvstIncmAmt |
| Printing And Pub Adj Net Incm | $0 | PrintingAndPubAdjNetIncmAmt |
| Other Expenses Rev And Expnss | $153,760 | OtherExpensesRevAndExpnssAmt |
| Other Expenses Net Invst Incm | $153,760 | OtherExpensesNetInvstIncmAmt |
| Tot Opr Expenses Rev And Expnss | $823,091 | TotOprExpensesRevAndExpnssAmt |
| Tot Opr Expenses Net Invst Incm | $544,636 | TotOprExpensesNetInvstIncmAmt |
| Tot Opr Expenses Adj Net Incm | $0 | TotOprExpensesAdjNetIncmAmt |
| Tot Opr Expenses Dsbrs Chrtbl | $210,456 | TotOprExpensesDsbrsChrtblAmt |
| Contri Paid Rev And Expnss | $3,515,000 | ContriPaidRevAndExpnssAmt |
| Contri Paid Dsbrs Chrtbl | $3,515,000 | ContriPaidDsbrsChrtblAmt |
| Total Expenses Rev And Expnss | $4,338,091 | TotalExpensesRevAndExpnssAmt |
| Total Expenses Net Invst Incm | $544,636 | TotalExpensesNetInvstIncmAmt |
| Total Expenses Adj Net Incm | $0 | TotalExpensesAdjNetIncmAmt |
| Total Expenses Dsbrs Chrtbl | $3,725,456 | TotalExpensesDsbrsChrtblAmt |
| Excess Revenue Over Expenses | -$490,895 | ExcessRevenueOverExpensesAmt |
| Net Investment Income | $3,105,248 | NetInvestmentIncomeAmt |
| Adjusted Net Income | $0 | AdjustedNetIncomeAmt |
Form990 PF Balance Sheets Form990PFBalanceSheetsGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Cash BOY | $131,834 | CashBOYAmt |
| Cash EOY | $305,879 | CashEOYAmt |
| Cash EOYFMV | $305,879 | CashEOYFMVAmt |
| Sav And Temp Cash Invst BOY | $3,537,649 | SavAndTempCashInvstBOYAmt |
| Sav And Temp Cash Invst EOY | $1,524,328 | SavAndTempCashInvstEOYAmt |
| Sav And Temp Cash Invst EOYFMV | $1,524,328 | SavAndTempCashInvstEOYFMVAmt |
| Acct Rcvbl EOY | $0 | AcctRcvblEOYAmt |
| Acct Rcvbl EOYFMV | $0 | AcctRcvblEOYFMVAmt |
| Other Rcvbl Allwnc Dbtfl Acct | $0 | OtherRcvblAllwncDbtflAcctAmt |
| Corporate Stock BOY | $34,687,753 | CorporateStockBOYAmt |
| Corporate Stock EOY | $36,212,226 | CorporateStockEOYAmt |
| Corporate Stock EOYFMV | $37,741,430 | CorporateStockEOYFMVAmt |
| Corporate Bonds BOY | $17,363,412 | CorporateBondsBOYAmt |
| Corporate Bonds EOY | $18,701,475 | CorporateBondsEOYAmt |
| Corporate Bonds EOYFMV | $19,685,157 | CorporateBondsEOYFMVAmt |
| Other Investments BOY | $13,091,850 | OtherInvestmentsBOYAmt |
| Other Investments EOY | $11,575,972 | OtherInvestmentsEOYAmt |
| Other Investments EOYFMV | $14,121,049 | OtherInvestmentsEOYFMVAmt |
| Other Assets BOY | $19 | OtherAssetsBOYAmt |
| Other Assets EOY | $19 | OtherAssetsEOYAmt |
| Other Assets EOYFMV | $4,360,247 | OtherAssetsEOYFMVAmt |
| Total Assets BOY | $68,812,517 | TotalAssetsBOYAmt |
| Total Assets EOY | $68,319,899 | TotalAssetsEOYAmt |
| Total Assets EOYFMV | $77,738,090 | TotalAssetsEOYFMVAmt |
| Total Liabilities EOY | $0 | TotalLiabilitiesEOYAmt |
| Org Does Not Follow FASB117 | Yes (X) | OrgDoesNotFollowFASB117Ind |
| Capital Stock BOY | $68,812,517 | CapitalStockBOYAmt |
| Capital Stock EOY | $68,319,899 | CapitalStockEOYAmt |
| Tot Net Ast Or Fund Balances BOY | $68,812,517 | TotNetAstOrFundBalancesBOYAmt |
| Tot Net Ast Or Fund Balances EOY | $68,319,899 | TotNetAstOrFundBalancesEOYAmt |
| Total Liabilities Net Ast BOY | $68,812,517 | TotalLiabilitiesNetAstBOYAmt |
| Total Liabilities Net Ast EOY | $68,319,899 | TotalLiabilitiesNetAstEOYAmt |
Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Tot Net Ast Or Fund Balances BOY | $68,812,517 | TotNetAstOrFundBalancesBOYAmt |
| Excess Revenue Over Expenses | -$490,895 | ExcessRevenueOverExpensesAmt |
| Other Increases | $4,421 | OtherIncreasesAmt |
| Subtotal | $68,326,043 | SubtotalAmt |
| Other Decreases | $6,144 | OtherDecreasesAmt |
| Tot Net Ast Or Fund Balances EOY | $68,319,899 | TotNetAstOrFundBalancesEOYAmt |
Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail
Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (1230 entries)
| PropertyPropertyDesc | AcquiredAcquiredDt | SoldSoldDt | Gross Sales PriceGrossSalesPriceAmt | Cost Or Other BasisCostOrOtherBasisAmt | Gain Or LossGainOrLossAmt | Gains Minus Excess Or LossesGainsMinusExcessOrLossesAmt | How AcquiredHowAcquiredCd |
|---|---|---|---|---|---|---|---|
| 220. ASE TECHNOLOGY HOLDING CO LTD-ADR | 2017-11-01 | 2019-07-01 | $925 | $1,084 | -$159 | -$159 | |
| 220. ASE TECHNOLOGY HOLDING CO LTD-ADR | 2017-11-01 | 2019-07-02 | $906 | $1,084 | -$178 | -$178 | |
| 45. ASE TECHNOLOGY HOLDING CO LTD-ADR | 2017-11-01 | 2019-07-03 | $186 | $222 | -$36 | -$36 | |
| 180. ASE TECHNOLOGY HOLDING CO LTD-ADR | 2017-11-01 | 2019-07-05 | $745 | $887 | -$142 | -$142 | |
| 5000. FRANCE TELECOM 5 3/8% JUL 08 2019 | 2014-02-05 | 2019-07-08 | $5,000 | $5,642 | -$642 | -$642 | |
| 180. ASE TECHNOLOGY HOLDING CO LTD-ADR | 2017-11-01 | 2019-07-11 | $768 | $887 | -$119 | -$119 | |
| . CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD | 2016-07-26 | 2019-07-15 | $2,457 | $2,463 | -$6 | -$6 | |
| . FHLMC GOLD G18175 5.5% 04/01/22 | 2014-02-07 | 2019-07-15 | $427 | $462 | -$35 | -$35 | |
| . FREDDIE MAC | 2019-07-15 | $48 | $49 | -$1 | -$1 | ||
| . FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010 | 2015-05-21 | 2019-07-15 | $834 | $867 | -$33 | -$33 | |
| . FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011 | 2017-12-01 | 2019-07-15 | $437 | $461 | -$24 | -$24 | |
| . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 | 2012-01-06 | 2019-07-15 | $711 | $765 | -$54 | -$54 | |
| . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 | 2012-01-19 | 2019-07-15 | $1,675 | $1,775 | -$100 | -$100 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2014-07-11 | 2019-07-15 | $189 | $208 | -$19 | -$19 | |
| . FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003 | 2014-12-17 | 2019-07-15 | $133 | $151 | -$18 | -$18 | |
| . FEDERAL HOME LN MTG CORP MULTICLASS | 2010-07-14 | 2019-07-15 | $106 | $109 | -$3 | -$3 | |
| . FHLMC REMIC | 2004-01-08 | 2019-07-15 | $70 | $68 | $2 | $2 | |
| . FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004 | 2010-07-13 | 2019-07-15 | $77 | $82 | -$5 | -$5 | |
| . FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005 | 2015-12-09 | 2019-07-15 | $302 | $341 | -$39 | -$39 | |
| . FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005 | 2012-02-28 | 2019-07-15 | $555 | $628 | -$73 | -$73 | |
| . FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005 | 2012-10-10 | 2019-07-15 | $528 | $613 | -$85 | -$85 | |
| . FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006 | 2012-10-11 | 2019-07-15 | $376 | $423 | -$47 | -$47 | |
| . FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006 | 2011-01-19 | 2019-07-15 | $233 | $253 | -$20 | -$20 | |
| . FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007 | 2011-10-14 | 2019-07-15 | $195 | $215 | -$20 | -$20 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-07-15 | $158 | -$158 | -$158 | |||
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-05-02 | 2019-07-15 | $483 | $368 | $115 | $115 | |
| . FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007 | 2011-01-18 | 2019-07-15 | $97 | $102 | -$5 | -$5 | |
| . FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009 | 2010-09-16 | 2019-07-15 | $16 | $17 | -$1 | -$1 | |
| . FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009 | 2019-07-15 | $408 | $439 | -$31 | -$31 | ||
| . GNMA GTD PASS THRU CTF | 1999-09-14 | 2019-07-15 | $7 | $6 | $1 | $1 | |
| . GNMA GTD PASS THRU CTF | 2000-12-06 | 2019-07-15 | $50 | $49 | $1 | $1 | |
| . HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020 | 2018-09-18 | 2019-07-15 | $1,676 | $1,668 | $8 | $8 | |
| 10000. JEFFRIES GROUP INC | 2009-10-19 | 2019-07-15 | $10,000 | $10,585 | -$585 | -$585 | |
| 16000. RADIAN GROUP INC 4.500% 10/01/2024 DTD 09/26/2017 | 2017-10-30 | 2019-07-15 | $16,560 | $16,377 | $183 | $183 | |
| . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 | 2015-11-09 | 2019-07-15 | $1,365 | $1,368 | -$3 | -$3 | |
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-3 2018-3 CL A3 3.03% 02/15/ | 2018-09-18 | 2019-07-15 | $1,432 | $1,429 | $3 | $3 | |
| 3741.78 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL | 2017-03-07 | 2019-07-15 | $3,742 | $3,742 | |||
| 180. ASE TECHNOLOGY HOLDING CO LTD-ADR | 2017-11-01 | 2019-07-16 | $769 | $887 | -$118 | -$118 | |
| . GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003 | 2014-07-18 | 2019-07-16 | $399 | $449 | -$50 | -$50 | |
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2014-12-03 | 2019-07-16 | $285 | $315 | -$30 | -$30 | |
| . GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002 | 2019-07-16 | $187 | $201 | -$14 | -$14 | ||
| . GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005 | 2013-11-13 | 2019-07-16 | $1,512 | $1,640 | -$128 | -$128 | |
| . GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007 | 2010-09-22 | 2019-07-16 | $91 | $99 | -$8 | -$8 | |
| 5982.65 PRIMECAP ODYSSEY STOCK FUND | 2018-07-27 | 2019-07-16 | $199,462 | $200,000 | -$538 | -$538 | |
| 38960.428 PRIMECAP ODYSSEY STOCK FUND | 2012-11-28 | 2019-07-16 | $1,298,941 | $622,198 | $676,743 | $676,743 | |
| . RADIAN GROUP INC 4.500% 10/01/2024 DTD 09/26/2017 | 1960-11-11 | 2019-07-16 | $14,473 | $14,222 | $251 | $251 | |
| 150. ASE TECHNOLOGY HOLDING CO LTD-ADR | 2017-11-01 | 2019-07-17 | $633 | $739 | -$106 | -$106 | |
| 8000. RADIAN GROUP INC 4.500% 10/01/2024 DTD 09/26/2017 | 2018-08-30 | 2019-07-17 | $8,270 | $7,900 | $370 | $370 | |
| . AMGEN INC | 2019-07-18 | $520 | $520 | $520 | |||
| . GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005 | 2015-01-08 | 2019-07-18 | $749 | $847 | -$98 | -$98 | |
| 150. ASE TECHNOLOGY HOLDING CO LTD-ADR | 2017-11-01 | 2019-07-19 | $659 | $739 | -$80 | -$80 | |
| 150. ASE TECHNOLOGY HOLDING CO LTD-ADR | 2017-11-01 | 2019-07-22 | $666 | $739 | -$73 | -$73 | |
| . GNMA II | 1999-01-20 | 2019-07-22 | $74 | $73 | $1 | $1 | |
| . GNMA 2 POOL #002699C 6.000% 1/20/29 | 1999-02-04 | 2019-07-22 | $57 | $56 | $1 | $1 | |
| . GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003 | 2017-08-08 | 2019-07-22 | $800 | $859 | -$59 | -$59 | |
| . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 | 2017-04-28 | 2019-07-22 | $453 | $500 | -$47 | -$47 | |
| . GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004 | 2019-07-22 | $814 | $899 | -$85 | -$85 | ||
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2019-07-22 | $286 | $311 | -$25 | -$25 | ||
| . GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005 | 2016-07-06 | 2019-07-22 | $300 | $333 | -$33 | -$33 | |
| 150. ASE TECHNOLOGY HOLDING CO LTD-ADR | 2017-11-01 | 2019-07-23 | $673 | $739 | -$66 | -$66 | |
| 14000. NIELSEN FIN LLC/CO 4.5% 10/01/2020 DTD 08/27/2013 | 2017-10-30 | 2019-07-23 | $14,023 | $14,087 | -$64 | -$64 | |
| 150. ASE TECHNOLOGY HOLDING CO LTD-ADR | 2017-11-01 | 2019-07-24 | $672 | $739 | -$67 | -$67 | |
| 15000. CIT GROUP INC 5.000% 08/01/2023 DTD 08/01/2013 | 2017-10-30 | 2019-07-24 | $16,088 | $15,915 | $173 | $173 | |
| 25000. CNO FINANCIAL GROUP INC 5.250% 05/30/2025 DTD 05/19/2015 | 2017-10-30 | 2019-07-24 | $27,000 | $26,397 | $603 | $603 | |
| 2000. COML METALS CO SR NTS 4.875% 05/15/2023 DTD | 2018-09-04 | 2019-07-24 | $2,061 | $1,980 | $81 | $81 | |
| 3000. COML METALS CO SR NTS 4.875% 05/15/2023 DTD | 2018-09-04 | 2019-07-24 | $3,060 | $2,970 | $90 | $90 | |
| 22000. DCP MIDSTREAM OPERATING 3.875% 03/15/2023 DTD 03/14/2013 | 2017-10-30 | 2019-07-24 | $22,271 | $21,945 | $326 | $326 | |
| 4000. MGM RESORTS INTL 5.75% 06/15/2025 DTD 06/18/2018 | 2019-04-04 | 2019-07-24 | $4,345 | $4,173 | $172 | $172 | |
| . FNMA REMIC 92-188-PZ 7.500% 10/25/22 | 2002-02-12 | 2019-07-25 | $53 | $56 | -$3 | -$3 | |
| . FNMA 254229 6.5% 02/01/22 | 2014-01-17 | 2019-07-25 | $272 | $300 | -$28 | -$28 | |
| . FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010 | 2017-12-08 | 2019-07-25 | $138 | $142 | -$4 | -$4 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 1998-08-14 | 2019-07-25 | $5 | $5 | |||
| . FNMA 444540 6% 11/01/23 | 2014-02-10 | 2019-07-25 | $131 | $146 | -$15 | -$15 | |
| . FNMA AL4181 5% 09/01/25 | 2013-11-26 | 2019-07-25 | $189 | $201 | -$12 | -$12 | |
| . FNMA AN3047 2.37% 10/01/26 | 2017-05-12 | 2019-07-25 | $82 | $82 | |||
| . FNMA AS9980 4% 06/01/44 | 2017-08-17 | 2019-07-25 | $298 | $316 | -$18 | -$18 | |
| . FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001 | 2014-07-11 | 2019-07-25 | $272 | $302 | -$30 | -$30 | |
| . FEDERAL NATL MTG ASSN GTD REMIC PASS | 2002-09-17 | 2019-07-25 | $57 | $60 | -$3 | -$3 | |
| . FANNIE MAE | 2015-04-20 | 2019-07-25 | $209 | $228 | -$19 | -$19 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2019-02-27 | 2019-07-25 | $1,141 | $843 | $298 | $298 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2015-07-01 | 2019-07-25 | $373 | -$373 | -$373 | ||
| . FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003 | 2010-09-21 | 2019-07-25 | $229 | $250 | -$21 | -$21 | |
| . FNMA REMIC TRUST | 2003-11-25 | 2019-07-25 | $96 | $94 | $2 | $2 | |
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2019-07-25 | $4,379 | $4,989 | -$610 | -$610 | ||
| . FANNIE MAE | 2014-07-11 | 2019-07-25 | $187 | $206 | -$19 | -$19 | |
| . FNMA REMIC TRUST | 2004-06-08 | 2019-07-25 | $105 | -$105 | -$105 | ||
| . FNMA REMIC TRUST | 2019-05-29 | 2019-07-25 | $265 | $164 | $101 | $101 | |
| . FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004 | 2010-08-26 | 2019-07-25 | $3,158 | $3,288 | -$130 | -$130 | |
| . FANNIE MAE | 2019-07-25 | $300 | $323 | -$23 | -$23 | ||
| . FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007 | 2010-07-27 | 2019-07-25 | $84 | $91 | -$7 | -$7 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 2004-01-13 | 2019-07-25 | $50 | $51 | -$1 | -$1 | |
| . FANNIE MAE | 2004-01-08 | 2019-07-25 | $8 | $8 | |||
| . FNMA AB3678 3.5% 10/01/41 | 2011-10-26 | 2019-07-25 | $233 | $237 | -$4 | -$4 | |
| 7173.507 FIDELITY 500 INDEX-INST PRM | 2019-07-16 | 2019-07-25 | $749,273 | $749,201 | $72 | $72 | |
| 20.49 FIDELITY 500 INDEX-INST PRM | 2018-02-26 | 2019-07-25 | $2,140 | $1,997 | $143 | $143 | |
| . MASTR ALTERNATIVE LN TR 2004-8 MTG | 2006-01-09 | 2019-07-25 | $7 | $8 | -$1 | -$1 | |
| . WELLS FARGO MTG BACKED SECS 2004-EE | 2005-01-12 | 2019-07-25 | $60 | $60 | |||
| 75. ASE TECHNOLOGY HOLDING CO LTD-ADR | 2017-11-01 | 2019-07-26 | $327 | $370 | -$43 | -$43 | |
| 18000. GOLDMAN SACHS GROUP INC SR NTS 2.6% 12/27/2020 DTD | 2019-07-26 | $18,012 | $17,709 | $303 | $303 | ||
| 5000. COML METALS CO SR NTS 4.875% 05/15/2023 DTD | 2018-09-04 | 2019-07-29 | $5,125 | $4,951 | $174 | $174 | |
| 4000. ICAHN ENTERPRISES/FIN 6.75% 02/01/2024 DTD 05/24/2017 | 2017-10-30 | 2019-07-30 | $4,175 | $4,195 | -$20 | -$20 | |
| 2000. MGM RESORTS INTL 5.75% 06/15/2025 DTD 06/18/2018 | 2019-04-04 | 2019-07-30 | $2,170 | $2,086 | $84 | $84 | |
| 6000. CIT GROUP INC 5.000% 08/01/2023 DTD 08/01/2013 | 2017-10-30 | 2019-07-31 | $6,435 | $6,365 | $70 | $70 | |
| 2000. CNO FINANCIAL GROUP INC 5.250% 05/30/2025 DTD 05/19/2015 | 2017-10-30 | 2019-07-31 | $2,155 | $2,111 | $44 | $44 | |
| 11000. CNO FINANCIAL GROUP INC 5.250% 05/30/2025 DTD 05/19/2015 | 2019-07-31 | $11,853 | $11,050 | $803 | $803 | ||
| 5000. NORTHCORP GRUMMAN CORP 5.05% AUG 01 2019 | 2014-08-27 | 2019-08-01 | $5,000 | $5,625 | -$625 | -$625 | |
| 6000. CIT GROUP INC 5.000% 08/01/2023 DTD 08/01/2013 | 2017-10-30 | 2019-08-05 | $6,405 | $6,363 | $42 | $42 | |
| 2000. MGM RESORTS INTL 5.75% 06/15/2025 DTD 06/18/2018 | 2019-04-04 | 2019-08-05 | $2,150 | $2,084 | $66 | $66 | |
| 4000. MGM RESORTS INTL 5.75% 06/15/2025 DTD 06/18/2018 | 2019-04-04 | 2019-08-05 | $4,295 | $4,167 | $128 | $128 | |
| 70. STURM RUGER & CO INC | 2017-11-01 | 2019-08-05 | $3,171 | $3,565 | -$394 | -$394 | |
| 67. STURM RUGER & CO INC | 2017-11-01 | 2019-08-06 | $2,998 | $3,412 | -$414 | -$414 | |
| 122. STURM RUGER & CO INC | 2017-11-01 | 2019-08-07 | $5,285 | $6,213 | -$928 | -$928 | |
| 7. CAMBREX CORP | 2017-11-01 | 2019-08-09 | $420 | $305 | $115 | $115 | |
| 50. CAMBREX CORP | 2018-11-20 | 2019-08-09 | $3,000 | $2,370 | $630 | $630 | |
| 15. NAVIGANT CONSULTING INC | 2019-05-16 | 2019-08-09 | $419 | $344 | $75 | $75 | |
| 200. CAMBREX CORP | 2017-11-01 | 2019-08-12 | $11,991 | $8,718 | $3,273 | $3,273 | |
| 91. NAVIGANT CONSULTING INC | 2019-05-16 | 2019-08-12 | $2,543 | $2,086 | $457 | $457 | |
| 14000. CIT GROUP INC 5.000% 08/01/2023 DTD 08/01/2013 | 2017-10-30 | 2019-08-13 | $14,998 | $14,843 | $155 | $155 | |
| 65. CACI INTL INC CL A | 2017-11-01 | 2019-08-13 | $13,734 | $9,249 | $4,485 | $4,485 | |
| 118. CAMBREX CORP | 2017-11-01 | 2019-08-13 | $7,075 | $5,144 | $1,931 | $1,931 | |
| 50. CAMBREX CORP | 2019-03-05 | 2019-08-13 | $2,998 | $2,066 | $932 | $932 | |
| 1400. ISHARES MSCI CHINA ETF | 2019-08-13 | $77,156 | $99,684 | -$22,528 | -$22,528 | ||
| 10760. ISHARES MSCI CHINA ETF | 2017-10-27 | 2019-08-13 | $593,201 | $700,821 | -$107,620 | -$107,620 | |
| 44. NAVIGANT CONSULTING INC | 2019-08-13 | $1,229 | $1,006 | $223 | $223 | ||
| 869. NAVIGANT CONSULTING INC | 2017-11-01 | 2019-08-13 | $24,279 | $15,060 | $9,219 | $9,219 | |
| 62. NAVIGANT CONSULTING INC | 2017-11-01 | 2019-08-14 | $1,733 | $1,074 | $659 | $659 | |
| . CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD | 2016-07-26 | 2019-08-15 | $2,470 | $2,476 | -$6 | -$6 | |
| . FHLMC GOLD G18175 5.5% 04/01/22 | 2014-02-07 | 2019-08-15 | $250 | $270 | -$20 | -$20 | |
| . FREDDIE MAC | 2019-08-15 | $57 | $58 | -$1 | -$1 | ||
| . FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010 | 2015-05-21 | 2019-08-15 | $781 | $812 | -$31 | -$31 | |
| . FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011 | 2017-12-01 | 2019-08-15 | $484 | $511 | -$27 | -$27 | |
| . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 | 2012-01-06 | 2019-08-15 | $1,297 | $1,395 | -$98 | -$98 | |
| . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 | 2012-01-19 | 2019-08-15 | $2,062 | $2,185 | -$123 | -$123 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2014-07-11 | 2019-08-15 | $86 | $95 | -$9 | -$9 | |
| . FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003 | 2014-12-17 | 2019-08-15 | $192 | $218 | -$26 | -$26 | |
| . FEDERAL HOME LN MTG CORP MULTICLASS | 2010-07-14 | 2019-08-15 | $124 | $127 | -$3 | -$3 | |
| . FHLMC REMIC | 2004-01-08 | 2019-08-15 | $77 | $76 | $1 | $1 | |
| . FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004 | 2010-07-13 | 2019-08-15 | $83 | $88 | -$5 | -$5 | |
| . FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005 | 2015-12-09 | 2019-08-15 | $265 | $299 | -$34 | -$34 | |
| . FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005 | 2012-02-28 | 2019-08-15 | $592 | $669 | -$77 | -$77 | |
| . FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005 | 2012-10-10 | 2019-08-15 | $729 | $846 | -$117 | -$117 | |
| . FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006 | 2012-10-11 | 2019-08-15 | $192 | $216 | -$24 | -$24 | |
| . FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006 | 2011-01-19 | 2019-08-15 | $205 | $222 | -$17 | -$17 | |
| . FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007 | 2011-10-14 | 2019-08-15 | $130 | $144 | -$14 | -$14 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-05-02 | 2019-08-15 | $348 | $265 | $83 | $83 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-08-15 | $114 | -$114 | -$114 | |||
| . FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007 | 2011-01-18 | 2019-08-15 | $85 | $90 | -$5 | -$5 | |
| . FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009 | 2010-09-16 | 2019-08-15 | $224 | $238 | -$14 | -$14 | |
| . FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009 | 2019-08-15 | $411 | $442 | -$31 | -$31 | ||
| . GNMA GTD PASS THRU CTF | 1999-09-14 | 2019-08-15 | $7 | $7 | |||
| . GNMA GTD PASS THRU CTF | 2000-12-06 | 2019-08-15 | $58 | $57 | $1 | $1 | |
| 390. HSBC HLDGS PLC SPONS ADR NEW | 2017-11-01 | 2019-08-15 | $14,011 | $18,972 | -$4,961 | -$4,961 | |
| 34000. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020 | 2018-09-18 | 2019-08-15 | $276 | $274 | $2 | $2 | |
| 2. NAVIGANT CONSULTING INC | 2017-11-01 | 2019-08-15 | $56 | $35 | $21 | $21 | |
| 25000. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 | 2015-11-09 | 2019-08-15 | $187 | $187 | |||
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-3 2018-3 CL A3 3.03% 02/15/ | 2018-09-18 | 2019-08-15 | $3,895 | $3,885 | $10 | $10 | |
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 | 2018-09-18 | 2019-08-15 | $1,248 | $1,238 | $10 | $10 | |
| 125. SIEMENS A G SPONSORED ADR | 2017-11-01 | 2019-08-15 | $5,923 | $9,120 | -$3,197 | -$3,197 | |
| 11000. TRANSOCEAN INC 7 1/8% DEC 15 2021 | 2017-10-30 | 2019-08-15 | $11,444 | $11,501 | -$57 | -$57 | |
| 25000. WORLD FINANCIAL NETWORK CREDIT 2017-B CL A 1.980% 06/15/2023 | 2017-08-15 | 2019-08-15 | $25,000 | $24,997 | $3 | $3 | |
| 5241.79 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL | 2017-03-07 | 2019-08-15 | $5,242 | $5,242 | |||
| 13000. FREEPORT-MCMORAN INC 4.0% 11/14/2021 DTD 11/14/2014 | 2017-10-30 | 2019-08-16 | $13,406 | $13,068 | $338 | $338 | |
| . GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003 | 2014-07-18 | 2019-08-16 | $217 | $244 | -$27 | -$27 | |
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2014-12-03 | 2019-08-16 | $136 | $150 | -$14 | -$14 | |
| . GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002 | 2019-08-16 | $216 | $232 | -$16 | -$16 | ||
| . GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005 | 2013-11-13 | 2019-08-16 | $3,057 | $3,316 | -$259 | -$259 | |
| . GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007 | 2010-09-22 | 2019-08-16 | $123 | $134 | -$11 | -$11 | |
| 74. NAVIGANT CONSULTING INC | 2017-11-01 | 2019-08-16 | $2,056 | $1,282 | $774 | $774 | |
| 86. SELECTIVE INS GROUP INC | 2017-11-01 | 2019-08-19 | $6,921 | $5,104 | $1,817 | $1,817 | |
| . GNMA II | 1999-01-20 | 2019-08-20 | $71 | $70 | $1 | $1 | |
| . GNMA 2 POOL #002699C 6.000% 1/20/29 | 1999-02-04 | 2019-08-20 | $46 | $46 | |||
| . GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003 | 2017-08-08 | 2019-08-20 | $1,037 | $1,113 | -$76 | -$76 | |
| . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 | 2017-04-28 | 2019-08-20 | $393 | $433 | -$40 | -$40 | |
| . GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004 | 2019-08-20 | $1,059 | $1,169 | -$110 | -$110 | ||
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2019-08-20 | $281 | $305 | -$24 | -$24 | ||
| . GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005 | 2016-07-06 | 2019-08-20 | $335 | $372 | -$37 | -$37 | |
| 89. SELECTIVE INS GROUP INC | 2017-11-01 | 2019-08-20 | $7,108 | $5,282 | $1,826 | $1,826 | |
| . GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005 | 2015-01-08 | 2019-08-21 | $358 | $404 | -$46 | -$46 | |
| 6000. UNIT CORP 6 5/8% MAY 15 2021 | 2019-08-21 | $4,457 | $6,039 | -$1,582 | -$1,582 | ||
| 3000. UNIT CORP 6 5/8% MAY 15 2021 | 2017-10-30 | 2019-08-22 | $2,235 | $3,019 | -$784 | -$784 | |
| . FNMA REMIC 92-188-PZ 7.500% 10/25/22 | 2002-02-12 | 2019-08-26 | $54 | $57 | -$3 | -$3 | |
| . FNMA 254229 6.5% 02/01/22 | 2014-01-17 | 2019-08-26 | $276 | $305 | -$29 | -$29 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 1998-08-14 | 2019-08-26 | $5 | $5 | |||
| . FNMA 444540 6% 11/01/23 | 2014-02-10 | 2019-08-26 | $132 | $147 | -$15 | -$15 | |
| . FNMA AL4181 5% 09/01/25 | 2013-11-26 | 2019-08-26 | $157 | $167 | -$10 | -$10 | |
| . FNMA AN3047 2.37% 10/01/26 | 2017-05-12 | 2019-08-26 | $78 | $78 | |||
| . FNMA AS9980 4% 06/01/44 | 2017-08-17 | 2019-08-26 | $1,020 | $1,083 | -$63 | -$63 | |
| . FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001 | 2014-07-11 | 2019-08-26 | $279 | $310 | -$31 | -$31 | |
| . FEDERAL NATL MTG ASSN GTD REMIC PASS | 2002-09-17 | 2019-08-26 | $66 | $69 | -$3 | -$3 | |
| . FANNIE MAE | 2015-04-20 | 2019-08-26 | $214 | $233 | -$19 | -$19 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2019-02-27 | 2019-08-26 | $1,053 | $778 | $275 | $275 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2015-07-01 | 2019-08-26 | $344 | -$344 | -$344 | ||
| . FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003 | 2010-09-21 | 2019-08-26 | $200 | $218 | -$18 | -$18 | |
| . FNMA REMIC TRUST | 2003-11-25 | 2019-08-26 | $87 | $85 | $2 | $2 | |
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2019-08-26 | $384 | $438 | -$54 | -$54 | ||
| . FANNIE MAE | 2014-07-11 | 2019-08-26 | $691 | $764 | -$73 | -$73 | |
| . FNMA REMIC TRUST | 2019-05-29 | 2019-08-26 | $224 | $139 | $85 | $85 | |
| . FNMA REMIC TRUST | 2004-06-08 | 2019-08-26 | $89 | -$89 | -$89 | ||
| . FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004 | 2010-08-26 | 2019-08-26 | $4,724 | $4,919 | -$195 | -$195 | |
| . FANNIE MAE | 2019-08-26 | $283 | $305 | -$22 | -$22 | ||
| . FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007 | 2010-07-27 | 2019-08-26 | $56 | $61 | -$5 | -$5 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 2004-01-13 | 2019-08-26 | $36 | $37 | -$1 | -$1 | |
| . FANNIE MAE | 2004-01-08 | 2019-08-26 | $8 | $8 | |||
| . FNMA AB3678 3.5% 10/01/41 | 2011-10-26 | 2019-08-26 | $117 | $119 | -$2 | -$2 | |
| . MASTR ALTERNATIVE LN TR 2004-8 MTG | 2006-01-09 | 2019-08-26 | |||||
| 3000. UNIT CORP 6 5/8% MAY 15 2021 | 2017-10-30 | 2019-08-26 | $2,220 | $3,019 | -$799 | -$799 | |
| . WELLS FARGO MTG BACKED SECS 2004-EE | 2005-01-12 | 2019-08-26 | $25 | $25 | |||
| . FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010 | 2019-08-27 | $445 | $460 | -$15 | -$15 | ||
| 775. MSG NETWORKS INC- A | 2017-11-01 | 2019-08-30 | $12,568 | $13,475 | -$907 | -$907 | |
| 3000. UNIT CORP 6 5/8% MAY 15 2021 | 2019-08-30 | $2,153 | $3,018 | -$865 | -$865 | ||
| 100000. US TREAS 3.5% 05/15/20 | 2015-10-20 | 2019-08-30 | $101,141 | $109,477 | -$8,336 | -$8,336 | |
| 5000. UNIT CORP 6 5/8% MAY 15 2021 | 2017-12-07 | 2019-09-03 | $3,538 | $5,026 | -$1,488 | -$1,488 | |
| 3000. CIT GROUP INC 5.000% 08/01/2023 DTD 08/01/2013 | 2017-10-30 | 2019-09-04 | $3,251 | $3,178 | $73 | $73 | |
| 6000. CIT GROUP INC 5.000% 08/01/2023 DTD 08/01/2013 | 2017-10-30 | 2019-09-06 | $6,503 | $6,355 | $148 | $148 | |
| 2000. UNIT CORP 6 5/8% MAY 15 2021 | 2017-12-07 | 2019-09-10 | $1,385 | $2,010 | -$625 | -$625 | |
| 645. HONDA MTR LTD SPONS ADR | 2019-09-11 | $17,034 | $20,183 | -$3,149 | -$3,149 | ||
| 19000. TENET HEALTHCARE CORP 6.000% 10/01/2020 DTD 09/27/2013 | 2017-10-30 | 2019-09-11 | $19,741 | $19,391 | $350 | $350 | |
| 31000. TENET HEALTHCARE CORPORATION 4.500% 04/01/2021 DTD 09/13/2013 | 2019-09-11 | $32,102 | $31,154 | $948 | $948 | ||
| 25080.115 AMG MG FAIRPT MC-Z | 2019-09-12 | $927,964 | $1,057,948 | -$129,984 | -$129,984 | ||
| 17000. CIT GROUP INC 5.000% 08/01/2023 DTD 08/01/2013 | 2017-10-30 | 2019-09-12 | $18,296 | $18,003 | $293 | $293 | |
| 330. HONDA MTR LTD SPONS ADR | 2018-08-08 | 2019-09-12 | $8,887 | $10,220 | -$1,333 | -$1,333 | |
| 2000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017 | 2017-11-01 | 2019-09-12 | $2,000 | $2,026 | -$26 | -$26 | |
| . CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD | 2016-07-26 | 2019-09-16 | $2,446 | $2,451 | -$5 | -$5 | |
| . FHLMC GOLD G18175 5.5% 04/01/22 | 2014-02-07 | 2019-09-16 | $345 | $373 | -$28 | -$28 | |
| . FREDDIE MAC | 2019-09-16 | $49 | $49 | ||||
| . FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010 | 2015-05-21 | 2019-09-16 | $707 | $734 | -$27 | -$27 | |
| . FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011 | 2017-12-01 | 2019-09-16 | $478 | $504 | -$26 | -$26 | |
| . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 | 2012-01-06 | 2019-09-16 | $733 | $788 | -$55 | -$55 | |
| . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 | 2012-01-19 | 2019-09-16 | $1,285 | $1,363 | -$78 | -$78 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2014-07-11 | 2019-09-16 | $94 | -$94 | -$94 | ||
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2019-08-22 | 2019-09-16 | $256 | $185 | $71 | $71 | |
| . FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003 | 2014-12-17 | 2019-09-16 | $128 | $146 | -$18 | -$18 | |
| . FEDERAL HOME LN MTG CORP MULTICLASS | 2010-07-14 | 2019-09-16 | $208 | $214 | -$6 | -$6 | |
| . FHLMC REMIC | 2004-01-08 | 2019-09-16 | $64 | $63 | $1 | $1 | |
| . FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004 | 2010-07-13 | 2019-09-16 | $95 | $101 | -$6 | -$6 | |
| . FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005 | 2015-12-09 | 2019-09-16 | $384 | $434 | -$50 | -$50 | |
| . FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005 | 2012-02-28 | 2019-09-16 | $584 | $660 | -$76 | -$76 | |
| . FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005 | 2012-10-10 | 2019-09-16 | $583 | $677 | -$94 | -$94 | |
| . FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006 | 2012-10-11 | 2019-09-16 | $365 | $411 | -$46 | -$46 | |
| . FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006 | 2011-01-19 | 2019-09-16 | $238 | $257 | -$19 | -$19 | |
| . FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007 | 2011-10-14 | 2019-09-16 | $586 | $646 | -$60 | -$60 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-05-02 | 2019-09-16 | $352 | $269 | $83 | $83 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-09-16 | $115 | -$115 | -$115 | |||
| . FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007 | 2011-01-18 | 2019-09-16 | $71 | $74 | -$3 | -$3 | |
| . FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009 | 2010-09-16 | 2019-09-16 | $15 | $16 | -$1 | -$1 | |
| . FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009 | 2019-09-16 | $313 | $337 | -$24 | -$24 | ||
| . GNMA GTD PASS THRU CTF | 1999-09-14 | 2019-09-16 | $7 | $6 | $1 | $1 | |
| . GNMA GTD PASS THRU CTF | 2000-12-06 | 2019-09-16 | $36 | $35 | $1 | $1 | |
| . GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003 | 2014-07-18 | 2019-09-16 | $356 | $400 | -$44 | -$44 | |
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2014-12-03 | 2019-09-16 | $176 | $194 | -$18 | -$18 | |
| . GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002 | 2019-09-16 | $6,566 | $7,041 | -$475 | -$475 | ||
| . GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005 | 2013-11-13 | 2019-09-16 | $2,338 | $2,536 | -$198 | -$198 | |
| . GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007 | 2010-09-22 | 2019-09-16 | $136 | $148 | -$12 | -$12 | |
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-3 2018-3 CL A3 3.03% 02/15/ | 2018-09-18 | 2019-09-16 | $5,318 | $5,304 | $14 | $14 | |
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 | 2018-09-18 | 2019-09-16 | $4,877 | $4,838 | $39 | $39 | |
| 405. ASTRAZENECA PLC SPONS ADR | 2017-11-01 | 2019-09-17 | $17,407 | $14,085 | $3,322 | $3,322 | |
| . GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005 | 2015-01-08 | 2019-09-17 | $462 | $522 | -$60 | -$60 | |
| 5549.5 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL | 2017-03-07 | 2019-09-17 | $5,550 | $5,549 | $1 | $1 | |
| 58000. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002 | 2019-09-18 | ||||||
| . GNMA II | 1999-01-20 | 2019-09-20 | $65 | $64 | $1 | $1 | |
| . GNMA 2 POOL #002699C 6.000% 1/20/29 | 1999-02-04 | 2019-09-20 | $48 | $47 | $1 | $1 | |
| . GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003 | 2017-08-08 | 2019-09-20 | $969 | $1,040 | -$71 | -$71 | |
| . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 | 2017-04-28 | 2019-09-20 | $478 | $527 | -$49 | -$49 | |
| . GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004 | 2019-09-20 | $541 | $597 | -$56 | -$56 | ||
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2019-09-20 | $245 | $266 | -$21 | -$21 | ||
| . GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005 | 2016-07-06 | 2019-09-20 | $454 | $504 | -$50 | -$50 | |
| 10000. ALTERRA FINANCE LLC NON-TRADEABLE ASSET | 2018-02-15 | 2019-09-23 | $10,387 | $10,787 | -$400 | -$400 | |
| 10000. PETROLEOS MEXICANOS 6.0% 03/05/2020 DTD 09/30/2010 | 2014-06-25 | 2019-09-23 | $10,161 | $11,200 | -$1,039 | -$1,039 | |
| 162. DAIMLER AG-UNSPONSORED ADR | 2017-11-01 | 2019-09-25 | $1,993 | $3,436 | -$1,443 | -$1,443 | |
| . FNMA REMIC 92-188-PZ 7.500% 10/25/22 | 2002-02-12 | 2019-09-25 | $59 | $62 | -$3 | -$3 | |
| . FNMA 254229 6.5% 02/01/22 | 2014-01-17 | 2019-09-25 | $281 | $310 | -$29 | -$29 | |
| . FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010 | 2019-09-25 | $130 | $134 | -$4 | -$4 | ||
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 1998-08-14 | 2019-09-25 | $5 | $5 | |||
| . FNMA 444540 6% 11/01/23 | 2014-02-10 | 2019-09-25 | $133 | $148 | -$15 | -$15 | |
| . FNMA AL4181 5% 09/01/25 | 2013-11-26 | 2019-09-25 | $164 | $175 | -$11 | -$11 | |
| . FNMA AN3047 2.37% 10/01/26 | 2017-05-12 | 2019-09-25 | $78 | $78 | |||
| . FNMA AS9980 4% 06/01/44 | 2017-08-17 | 2019-09-25 | $991 | $1,052 | -$61 | -$61 | |
| . FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001 | 2014-07-11 | 2019-09-25 | $366 | $406 | -$40 | -$40 | |
| . FEDERAL NATL MTG ASSN GTD REMIC PASS | 2002-09-17 | 2019-09-25 | $48 | $50 | -$2 | -$2 | |
| . FANNIE MAE | 2015-04-20 | 2019-09-25 | $65 | $71 | -$6 | -$6 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2015-07-01 | 2019-09-25 | $239 | -$239 | -$239 | ||
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2019-02-27 | 2019-09-25 | $731 | $540 | $191 | $191 | |
| . FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003 | 2010-09-21 | 2019-09-25 | $225 | $246 | -$21 | -$21 | |
| . FNMA REMIC TRUST | 2003-11-25 | 2019-09-25 | $100 | $98 | $2 | $2 | |
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2019-09-25 | $377 | $430 | -$53 | -$53 | ||
| . FANNIE MAE | 2014-07-11 | 2019-09-25 | $145 | $161 | -$16 | -$16 | |
| . FNMA REMIC TRUST | 2004-06-08 | 2019-09-25 | $94 | -$94 | -$94 | ||
| . FNMA REMIC TRUST | 2019-05-29 | 2019-09-25 | $236 | $147 | $89 | $89 | |
| . FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004 | 2010-08-26 | 2019-09-25 | $3,795 | $3,951 | -$156 | -$156 | |
| . FANNIE MAE | 2019-09-25 | $297 | $320 | -$23 | -$23 | ||
| . FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007 | 2010-07-27 | 2019-09-25 | $39 | $42 | -$3 | -$3 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 2004-01-13 | 2019-09-25 | $36 | $37 | -$1 | -$1 | |
| . FANNIE MAE | 2004-01-08 | 2019-09-25 | $8 | $8 | |||
| . FNMA AB3678 3.5% 10/01/41 | 2011-10-26 | 2019-09-25 | $196 | $199 | -$3 | -$3 | |
| . MASTR ALTERNATIVE LN TR 2004-8 MTG | 2006-01-09 | 2019-09-25 | |||||
| . WELLS FARGO MTG BACKED SECS 2004-EE | 2005-01-12 | 2019-09-25 | $29 | $29 | |||
| 427. DAIMLER AG-UNSPONSORED ADR | 2019-09-26 | $5,224 | $8,899 | -$3,675 | -$3,675 | ||
| 428. DAIMLER AG-UNSPONSORED ADR | 2019-09-27 | $5,265 | $8,868 | -$3,603 | -$3,603 | ||
| 165. DAIMLER AG-UNSPONSORED ADR | 2018-11-16 | 2019-09-30 | $2,032 | $2,390 | -$358 | -$358 | |
| 263. DAIMLER AG-UNSPONSORED ADR | 2017-12-01 | 2019-09-30 | $3,238 | $5,375 | -$2,137 | -$2,137 | |
| 230. VERMILION ENERGY INC | 2017-11-01 | 2019-09-30 | $3,840 | $8,094 | -$4,254 | -$4,254 | |
| 427. DAIMLER AG-UNSPONSORED ADR | 2018-11-15 | 2019-10-01 | $5,282 | $6,151 | -$869 | -$869 | |
| 117. VERMILION ENERGY INC | 2017-11-01 | 2019-10-01 | $1,916 | $4,118 | -$2,202 | -$2,202 | |
| 147. VERMILION ENERGY INC | 2017-11-01 | 2019-10-02 | $2,246 | $5,173 | -$2,927 | -$2,927 | |
| 156. VERMILION ENERGY INC | 2017-11-01 | 2019-10-03 | $2,373 | $5,490 | -$3,117 | -$3,117 | |
| 453. DAIMLER AG-UNSPONSORED ADR | 2018-11-15 | 2019-10-04 | $5,381 | $6,526 | -$1,145 | -$1,145 | |
| 39. BRITISH AMERN TOB PLC SPONSORED ADR | 2017-11-01 | 2019-10-08 | $1,340 | $2,532 | -$1,192 | -$1,192 | |
| 83. BRITISH AMERN TOB PLC SPONSORED ADR | 2017-11-01 | 2019-10-09 | $2,855 | $5,389 | -$2,534 | -$2,534 | |
| 13000. B&G FOODS INC 4.625% 06/01/2021 DTD 06/04/2013 | 2017-10-30 | 2019-10-10 | $13,000 | $13,138 | -$138 | -$138 | |
| 98. BRITISH AMERN TOB PLC SPONSORED ADR | 2017-11-01 | 2019-10-10 | $3,386 | $6,363 | -$2,977 | -$2,977 | |
| . CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD | 2016-07-26 | 2019-10-15 | $2,305 | $2,310 | -$5 | -$5 | |
| 1923.077 CENOVUS ENERGY INC 5.7% OCT 15 2019 | 2015-02-05 | 2019-10-15 | $1,923 | $2,105 | -$182 | -$182 | |
| . FHLMC GOLD G18175 5.5% 04/01/22 | 2014-02-07 | 2019-10-15 | $250 | $270 | -$20 | -$20 | |
| . FREDDIE MAC | 2019-10-15 | $234 | $238 | -$4 | -$4 | ||
| . FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010 | 2015-05-21 | 2019-10-15 | $624 | $648 | -$24 | -$24 | |
| . FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011 | 2017-12-01 | 2019-10-15 | $737 | $777 | -$40 | -$40 | |
| . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 | 2012-01-06 | 2019-10-15 | $1,101 | $1,184 | -$83 | -$83 | |
| . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 | 2012-01-19 | 2019-10-15 | $1,717 | $1,820 | -$103 | -$103 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2014-07-11 | 2019-10-15 | $104 | -$104 | -$104 | ||
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2019-08-22 | 2019-10-15 | $284 | $206 | $78 | $78 | |
| . FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003 | 2014-12-17 | 2019-10-15 | $168 | $191 | -$23 | -$23 | |
| . FEDERAL HOME LN MTG CORP MULTICLASS | 2010-07-14 | 2019-10-15 | $125 | $129 | -$4 | -$4 | |
| . FHLMC REMIC | 2004-01-08 | 2019-10-15 | $65 | $64 | $1 | $1 | |
| . FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004 | 2010-07-13 | 2019-10-15 | $112 | $119 | -$7 | -$7 | |
| . FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005 | 2015-12-09 | 2019-10-15 | $902 | $1,019 | -$117 | -$117 | |
| . FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005 | 2012-02-28 | 2019-10-15 | $285 | $323 | -$38 | -$38 | |
| . FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005 | 2012-10-10 | 2019-10-15 | $511 | $594 | -$83 | -$83 | |
| . FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006 | 2012-10-11 | 2019-10-15 | $176 | $199 | -$23 | -$23 | |
| . FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006 | 2011-01-19 | 2019-10-15 | $144 | $156 | -$12 | -$12 | |
| . FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007 | 2011-10-14 | 2019-10-15 | $28 | $31 | -$3 | -$3 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-10-15 | $111 | -$111 | -$111 | |||
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-05-02 | 2019-10-15 | $340 | $259 | $81 | $81 | |
| . FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007 | 2011-01-18 | 2019-10-15 | $29 | $30 | -$1 | -$1 | |
| . FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009 | 2010-09-16 | 2019-10-15 | $16 | $16 | |||
| . FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009 | 2019-10-15 | $341 | $367 | -$26 | -$26 | ||
| . GNMA GTD PASS THRU CTF | 1999-09-14 | 2019-10-15 | $7 | $7 | |||
| . GNMA GTD PASS THRU CTF | 2000-12-06 | 2019-10-15 | $50 | $49 | $1 | $1 | |
| . GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003 | 2014-07-18 | 2019-10-16 | $387 | $436 | -$49 | -$49 | |
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2014-12-03 | 2019-10-16 | $165 | $182 | -$17 | -$17 | |
| . GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005 | 2013-11-13 | 2019-10-16 | $1,746 | $1,895 | -$149 | -$149 | |
| . GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007 | 2010-09-22 | 2019-10-16 | $93 | $101 | -$8 | -$8 | |
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-3 2018-3 CL A3 3.03% 02/15/ | 2018-09-18 | 2019-10-16 | $4,714 | $4,702 | $12 | $12 | |
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 | 2018-09-18 | 2019-10-16 | $4,350 | $4,316 | $34 | $34 | |
| 4486.79 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL | 2017-03-07 | 2019-10-16 | $4,487 | $4,487 | |||
| 10000. EXPRESS SCRIPTS HLDG 3.5% 06/15/2024 DTD 06/05/2014 | 2016-03-23 | 2019-10-17 | $10,383 | $9,926 | $457 | $457 | |
| . GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005 | 2015-01-08 | 2019-10-17 | $434 | $490 | -$56 | -$56 | |
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2019-06-26 | 2019-10-17 | $457 | $29 | $428 | $428 | |
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2018-08-30 | 2019-10-17 | $421 | -$421 | -$421 | ||
| 36000. CCO HLDGS LLC/CAP CORP SR NTS 5.75% 01/15/2024 DTD | 2017-10-30 | 2019-10-18 | $36,690 | $37,097 | -$407 | -$407 | |
| . GNMA II | 1999-01-20 | 2019-10-21 | $122 | $119 | $3 | $3 | |
| . GNMA 2 POOL #002699C 6.000% 1/20/29 | 1999-02-04 | 2019-10-21 | $23 | $22 | $1 | $1 | |
| . GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003 | 2017-08-08 | 2019-10-21 | $844 | $906 | -$62 | -$62 | |
| . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 | 2017-04-28 | 2019-10-21 | $398 | $439 | -$41 | -$41 | |
| . GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004 | 2019-10-21 | $895 | $988 | -$93 | -$93 | ||
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2019-10-21 | $389 | $423 | -$34 | -$34 | ||
| . GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005 | 2016-07-06 | 2019-10-21 | $281 | $312 | -$31 | -$31 | |
| 2000. CLEARWATER PAPER CORP 4.5% 02/01/2023 DTD 07/16/2013 | 2017-11-13 | 2019-10-24 | $2,018 | $2,010 | $8 | $8 | |
| 2000. CLEARWATER PAPER CORP 4.5% 02/01/2023 DTD 07/16/2013 | 2017-11-13 | 2019-10-25 | $2,018 | $2,010 | $8 | $8 | |
| 4000. CLEARWATER PAPER CORP 4.5% 02/01/2023 DTD 07/16/2013 | 2017-11-13 | 2019-10-25 | $4,020 | $4,020 | |||
| . FNMA REMIC 92-188-PZ 7.500% 10/25/22 | 2002-02-12 | 2019-10-25 | $53 | $55 | -$2 | -$2 | |
| . FNMA 254229 6.5% 02/01/22 | 2014-01-17 | 2019-10-25 | $306 | $338 | -$32 | -$32 | |
| . FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010 | 2019-10-25 | $139 | $144 | -$5 | -$5 | ||
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 1998-08-14 | 2019-10-25 | $5 | $5 | |||
| . FNMA 444540 6% 11/01/23 | 2014-02-10 | 2019-10-25 | $186 | $206 | -$20 | -$20 | |
| . FNMA AL4181 5% 09/01/25 | 2013-11-26 | 2019-10-25 | $144 | $153 | -$9 | -$9 | |
| . FNMA AN3047 2.37% 10/01/26 | 2017-05-12 | 2019-10-25 | $83 | $83 | |||
| . FNMA AS9980 4% 06/01/44 | 2017-08-17 | 2019-10-25 | $368 | $391 | -$23 | -$23 | |
| . FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001 | 2014-07-11 | 2019-10-25 | $290 | $322 | -$32 | -$32 | |
| . FEDERAL NATL MTG ASSN GTD REMIC PASS | 2002-09-17 | 2019-10-25 | $43 | $45 | -$2 | -$2 | |
| . FANNIE MAE | 2015-04-20 | 2019-10-25 | $210 | $230 | -$20 | -$20 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2019-02-27 | 2019-10-25 | $1,377 | $1,017 | $360 | $360 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2015-07-01 | 2019-10-25 | $450 | -$450 | -$450 | ||
| . FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003 | 2010-09-21 | 2019-10-25 | $239 | $261 | -$22 | -$22 | |
| . FNMA REMIC TRUST | 2003-11-25 | 2019-10-25 | $89 | $87 | $2 | $2 | |
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2019-10-25 | $952 | $1,085 | -$133 | -$133 | ||
| . FANNIE MAE | 2014-07-11 | 2019-10-25 | $729 | $807 | -$78 | -$78 | |
| . FNMA REMIC TRUST | 2019-05-29 | 2019-10-25 | $223 | $138 | $85 | $85 | |
| . FNMA REMIC TRUST | 2004-06-08 | 2019-10-25 | $88 | -$88 | -$88 | ||
| . FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004 | 2010-08-26 | 2019-10-25 | $3,700 | $3,853 | -$153 | -$153 | |
| . FANNIE MAE | 2019-10-25 | $281 | $302 | -$21 | -$21 | ||
| . FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007 | 2010-07-27 | 2019-10-25 | $54 | $58 | -$4 | -$4 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 2004-01-13 | 2019-10-25 | $142 | $144 | -$2 | -$2 | |
| . FANNIE MAE | 2004-01-08 | 2019-10-25 | $8 | $8 | |||
| . FNMA AB3678 3.5% 10/01/41 | 2011-10-26 | 2019-10-25 | $230 | $234 | -$4 | -$4 | |
| 4000. LEVEL 3 FING INC 5.375% 08/15/2022 DTD 02/05/2015 | 2017-10-30 | 2019-10-25 | $4,000 | $4,077 | -$77 | -$77 | |
| . WELLS FARGO MTG BACKED SECS 2004-EE | 2005-01-12 | 2019-10-25 | $8 | $8 | |||
| 20000. PNC FINL SERVICES 3.9% 04/29/2024 DTD 04/28/2014 | 2015-02-27 | 2019-10-29 | $21,355 | $20,860 | $495 | $495 | |
| 300. ANIXTER INTL INC | 2017-11-01 | 2019-10-30 | $24,613 | $20,547 | $4,066 | $4,066 | |
| 10000. BB & T CORPORATION SUB NOTES 5 1/4% NOV 1 2019 | 2015-04-28 | 2019-11-01 | $10,000 | $11,276 | -$1,276 | -$1,276 | |
| 40000. ALLY FINL INC SR NTS 5.125% 09/30/2024 DTD | 2017-10-30 | 2019-11-04 | $43,950 | $42,744 | $1,206 | $1,206 | |
| 27000. WELLCARE HEALTH PLANS SR NTS 5.25% 04/01/2025 DTD | 2017-10-30 | 2019-11-05 | $28,215 | $28,211 | $4 | $4 | |
| 3000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017 | 2017-11-01 | 2019-11-06 | $3,011 | $3,039 | -$28 | -$28 | |
| 10000. QUALCOMM INC SR NTS 3.25% 05/20/2027 DTD | 2017-05-23 | 2019-11-07 | $10,408 | $9,953 | $455 | $455 | |
| 62000. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD | 2016-07-26 | 2019-11-15 | $1,934 | $1,938 | -$4 | -$4 | |
| . FHLMC GOLD G18175 5.5% 04/01/22 | 2014-02-07 | 2019-11-15 | $250 | $271 | -$21 | -$21 | |
| . FREDDIE MAC | 2019-11-15 | $284 | $288 | -$4 | -$4 | ||
| . FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010 | 2015-05-21 | 2019-11-15 | $760 | $790 | -$30 | -$30 | |
| . FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011 | 2017-12-01 | 2019-11-15 | $759 | $801 | -$42 | -$42 | |
| . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 | 2012-01-06 | 2019-11-15 | $786 | $845 | -$59 | -$59 | |
| . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 | 2012-01-19 | 2019-11-15 | $1,937 | $2,053 | -$116 | -$116 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2019-08-22 | 2019-11-15 | $534 | $387 | $147 | $147 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2014-07-11 | 2019-11-15 | $196 | -$196 | -$196 | ||
| . FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003 | 2014-12-17 | 2019-11-15 | $282 | $320 | -$38 | -$38 | |
| . FEDERAL HOME LN MTG CORP MULTICLASS | 2010-07-14 | 2019-11-15 | $357 | $368 | -$11 | -$11 | |
| . FHLMC REMIC | 2004-01-08 | 2019-11-15 | $68 | $67 | $1 | $1 | |
| . FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004 | 2010-07-13 | 2019-11-15 | $100 | $106 | -$6 | -$6 | |
| . FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005 | 2015-12-09 | 2019-11-15 | $497 | $561 | -$64 | -$64 | |
| . FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005 | 2012-02-28 | 2019-11-15 | $183 | $207 | -$24 | -$24 | |
| . FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005 | 2012-10-10 | 2019-11-15 | $585 | $679 | -$94 | -$94 | |
| . FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006 | 2012-10-11 | 2019-11-15 | $111 | $125 | -$14 | -$14 | |
| . FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006 | 2011-01-19 | 2019-11-15 | $307 | $333 | -$26 | -$26 | |
| . FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007 | 2011-10-14 | 2019-11-15 | $30 | $33 | -$3 | -$3 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-05-02 | 2019-11-15 | $408 | $311 | $97 | $97 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-11-15 | $133 | -$133 | -$133 | |||
| . FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007 | 2011-01-18 | 2019-11-15 | $57 | $60 | -$3 | -$3 | |
| . FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009 | 2010-09-16 | 2019-11-15 | $16 | $17 | -$1 | -$1 | |
| . FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009 | 2019-11-15 | $370 | $398 | -$28 | -$28 | ||
| . GNMA GTD PASS THRU CTF | 1999-09-14 | 2019-11-15 | $7 | $7 | |||
| . GNMA GTD PASS THRU CTF | 2000-12-06 | 2019-11-15 | $39 | $39 | |||
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2019-06-26 | 2019-11-15 | $3,604 | $225 | $3,379 | $3,379 | |
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2018-08-30 | 2019-11-15 | $3,321 | -$3,321 | -$3,321 | ||
| 225000. U S A NOTES | 2019-11-15 | $225,000 | $226,372 | -$1,372 | -$1,372 | ||
| 30000. WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL | 2017-03-07 | 2019-11-15 | $3,877 | $3,877 | |||
| . GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003 | 2014-07-18 | 2019-11-18 | $400 | $450 | -$50 | -$50 | |
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2014-12-03 | 2019-11-18 | $162 | $179 | -$17 | -$17 | |
| . GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005 | 2015-01-08 | 2019-11-18 | $425 | $480 | -$55 | -$55 | |
| . GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005 | 2013-11-13 | 2019-11-18 | $2,599 | $2,819 | -$220 | -$220 | |
| . GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007 | 2010-09-22 | 2019-11-18 | $99 | $108 | -$9 | -$9 | |
| 13000. MICRON TECHNOLOGY INC SR NTS 5.5% 02/01/2025 DTD | 2017-10-30 | 2019-11-18 | $13,358 | $13,666 | -$308 | -$308 | |
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-3 2018-3 CL A3 3.03% 02/15/ | 2018-09-18 | 2019-11-18 | $4,983 | $4,970 | $13 | $13 | |
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 | 2018-09-18 | 2019-11-18 | $4,533 | $4,498 | $35 | $35 | |
| 69558.054 VANGUARD TOT BD MKT IDX-ADM | 2019-11-19 | $770,703 | $757,154 | $13,549 | $13,549 | ||
| 9000. ENERGY TRANSFER OPERATNG 4.25% 03/15/2023 DTD 03/22/2019 | 2019-04-25 | 2019-11-20 | $9,385 | $9,226 | $159 | $159 | |
| . GNMA II | 1999-01-20 | 2019-11-20 | $66 | $65 | $1 | $1 | |
| . GNMA 2 POOL #002699C 6.000% 1/20/29 | 1999-02-04 | 2019-11-20 | $30 | $30 | |||
| . GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003 | 2017-08-08 | 2019-11-20 | $606 | $651 | -$45 | -$45 | |
| . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 | 2017-04-28 | 2019-11-20 | $400 | $441 | -$41 | -$41 | |
| . GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004 | 2019-11-20 | $575 | $635 | -$60 | -$60 | ||
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2019-11-20 | $342 | $372 | -$30 | -$30 | ||
| . GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005 | 2016-07-06 | 2019-11-20 | $516 | $573 | -$57 | -$57 | |
| 8000. TOLL BROS FIN CORP 5.875% 02/15/2022 DTD 02/07/2012 | 2017-10-30 | 2019-11-21 | $8,500 | $8,473 | $27 | $27 | |
| . COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01/20 | 2014-02-12 | 2019-11-25 | $3,713 | $3,634 | $79 | $79 | |
| . FNMA REMIC 92-188-PZ 7.500% 10/25/22 | 2002-02-12 | 2019-11-25 | $69 | $73 | -$4 | -$4 | |
| . FNMA 254229 6.5% 02/01/22 | 2014-01-17 | 2019-11-25 | $333 | $368 | -$35 | -$35 | |
| . FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010 | 2019-11-25 | $131 | $136 | -$5 | -$5 | ||
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 1998-08-14 | 2019-11-25 | $5 | $5 | |||
| . FNMA 444540 6% 11/01/23 | 2014-02-10 | 2019-11-25 | $156 | $174 | -$18 | -$18 | |
| . FNMA AL4181 5% 09/01/25 | 2013-11-26 | 2019-11-25 | $148 | $158 | -$10 | -$10 | |
| . FNMA AN3047 2.37% 10/01/26 | 2017-05-12 | 2019-11-25 | $78 | $78 | |||
| . FNMA AS9980 4% 06/01/44 | 2017-08-17 | 2019-11-25 | $855 | $908 | -$53 | -$53 | |
| . FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001 | 2014-07-11 | 2019-11-25 | $353 | $392 | -$39 | -$39 | |
| . FEDERAL NATL MTG ASSN GTD REMIC PASS | 2002-09-17 | 2019-11-25 | $57 | $60 | -$3 | -$3 | |
| . FANNIE MAE | 2015-04-20 | 2019-11-25 | $97 | $106 | -$9 | -$9 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2015-07-01 | 2019-11-25 | $411 | -$411 | -$411 | ||
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2019-02-27 | 2019-11-25 | $1,257 | $928 | $329 | $329 | |
| . FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003 | 2010-09-21 | 2019-11-25 | $234 | $255 | -$21 | -$21 | |
| . FNMA REMIC TRUST | 2003-11-25 | 2019-11-25 | $103 | $101 | $2 | $2 | |
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2019-11-25 | $446 | $508 | -$62 | -$62 | ||
| . FANNIE MAE | 2014-07-11 | 2019-11-25 | $200 | $222 | -$22 | -$22 | |
| . FNMA REMIC TRUST | 2004-06-08 | 2019-11-25 | $94 | -$94 | -$94 | ||
| . FNMA REMIC TRUST | 2019-05-29 | 2019-11-25 | $237 | $147 | $90 | $90 | |
| . FNMA 2004-101 CL TB 5.5% 01/25/2035 DTD 12/01/2004 | 2014-08-29 | 2019-11-25 | $145 | $165 | -$20 | -$20 | |
| . FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004 | 2010-08-26 | 2019-11-25 | $3,608 | $3,757 | -$149 | -$149 | |
| . FANNIE MAE | 2019-11-25 | $274 | $296 | -$22 | -$22 | ||
| . FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007 | 2010-07-27 | 2019-11-25 | $160 | $173 | -$13 | -$13 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 2004-01-13 | 2019-11-25 | $38 | $39 | -$1 | -$1 | |
| . FANNIE MAE | 2004-01-08 | 2019-11-25 | $8 | $8 | |||
| . FNMA AB3678 3.5% 10/01/41 | 2011-10-26 | 2019-11-25 | $244 | $248 | -$4 | -$4 | |
| 50000. WELLS FARGO MTG BACKED SECS 2004-EE | 2005-01-12 | 2019-11-25 | $854 | $848 | $6 | $6 | |
| 13000. TRANSDIGM INC 6.0% 07/15/2022 DTD 10/06/2014 | 2017-10-30 | 2019-11-29 | $13,195 | $13,342 | -$147 | -$147 | |
| 6000. NATL OILWELL VARCO I NON-TRADEABLE ASSET | 2019-12-04 | $6,139 | $5,859 | $280 | $280 | ||
| 255. ASTRAZENECA PLC SPONS ADR | 2017-11-01 | 2019-12-05 | $12,144 | $8,868 | $3,276 | $3,276 | |
| 13000. CYRUSONE LP/CYRUSONE FIN 5.0% 03/15/2024 DTD 01/05/2018 | 2018-08-29 | 2019-12-05 | $13,426 | $13,184 | $242 | $242 | |
| 125. CHINA PETE & CHEM SPONS ADR REPSTG H | 2019-12-06 | $6,940 | $10,892 | -$3,952 | -$3,952 | ||
| 460. DEUTSCHE TELEKOM AG SPONSORED ADR | 2017-11-01 | 2019-12-06 | $7,627 | $8,211 | -$584 | -$584 | |
| 4000. VIACOMCBS INC SR NTS 3.875% 04/01/2024 DTD | 2014-03-04 | 2019-12-09 | $4,219 | $3,968 | $251 | $251 | |
| 27000. CLEARWAY ENERGY OP LLC 5.375% 08/15/2024 DTD 07/21/2015 | 2017-10-30 | 2019-12-11 | $27,810 | $27,874 | -$64 | -$64 | |
| 8000. TRANSMONTAIGE PARTNERS 6.125% 02/15/2026 DTD 02/12/2018 | 2019-12-11 | $7,680 | $8,090 | -$410 | -$410 | ||
| . FHLMC GOLD G18175 5.5% 04/01/22 | 2014-02-07 | 2019-12-16 | $244 | $263 | -$19 | -$19 | |
| . FREDDIE MAC | 2019-12-16 | $59 | $60 | -$1 | -$1 | ||
| . FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010 | 2015-05-21 | 2019-12-16 | $800 | $831 | -$31 | -$31 | |
| . FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011 | 2017-12-01 | 2019-12-16 | $543 | $573 | -$30 | -$30 | |
| . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 | 2012-01-06 | 2019-12-16 | $826 | $888 | -$62 | -$62 | |
| . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 | 2012-01-19 | 2019-12-16 | $1,422 | $1,508 | -$86 | -$86 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2019-08-22 | 2019-12-16 | $317 | $230 | $87 | $87 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2014-07-11 | 2019-12-16 | $116 | -$116 | -$116 | ||
| . FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003 | 2014-12-17 | 2019-12-16 | $164 | $186 | -$22 | -$22 | |
| . FEDERAL HOME LN MTG CORP MULTICLASS | 2010-07-14 | 2019-12-16 | $106 | $110 | -$4 | -$4 | |
| . FHLMC REMIC | 2004-01-08 | 2019-12-16 | $71 | $70 | $1 | $1 | |
| . FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004 | 2010-07-13 | 2019-12-16 | $74 | $78 | -$4 | -$4 | |
| . FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005 | 2015-12-09 | 2019-12-16 | $279 | $315 | -$36 | -$36 | |
| . FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005 | 2012-02-28 | 2019-12-16 | $1,026 | $1,160 | -$134 | -$134 | |
| . FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005 | 2012-10-10 | 2019-12-16 | $450 | $522 | -$72 | -$72 | |
| . FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006 | 2012-10-11 | 2019-12-16 | $187 | $210 | -$23 | -$23 | |
| . FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006 | 2011-01-19 | 2019-12-16 | $210 | $228 | -$18 | -$18 | |
| . FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007 | 2011-10-14 | 2019-12-16 | $30 | $33 | -$3 | -$3 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-12-16 | $103 | -$103 | -$103 | |||
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-05-02 | 2019-12-16 | $316 | $241 | $75 | $75 | |
| . FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007 | 2011-01-18 | 2019-12-16 | $25 | $26 | -$1 | -$1 | |
| . FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009 | 2010-09-16 | 2019-12-16 | $30 | $32 | -$2 | -$2 | |
| . FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009 | 2019-12-16 | $283 | $305 | -$22 | -$22 | ||
| . GNMA GTD PASS THRU CTF | 1999-09-14 | 2019-12-16 | $7 | $7 | |||
| . GNMA GTD PASS THRU CTF | 2000-12-06 | 2019-12-16 | $76 | $74 | $2 | $2 | |
| . GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003 | 2014-07-18 | 2019-12-16 | $289 | $325 | -$36 | -$36 | |
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2014-12-03 | 2019-12-16 | $455 | $502 | -$47 | -$47 | |
| . GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005 | 2013-11-13 | 2019-12-16 | $2,733 | $2,966 | -$233 | -$233 | |
| . GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007 | 2010-09-22 | 2019-12-16 | $100 | $109 | -$9 | -$9 | |
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2019-12-16 | $3,583 | $704 | $2,879 | $2,879 | ||
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2018-08-30 | 2019-12-16 | $2,830 | -$2,830 | -$2,830 | ||
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 | 2018-09-18 | 2019-12-16 | $4,088 | $4,056 | $32 | $32 | |
| 10000. BK OF AMER CORP SR NTS MTN 3.5% 04/19/2026 DTD | 2019-08-30 | 2019-12-17 | $10,608 | $10,717 | -$109 | -$109 | |
| . GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005 | 2015-01-08 | 2019-12-17 | $1,195 | $1,350 | -$155 | -$155 | |
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-3 2018-3 CL A3 3.03% 02/15/ | 2018-09-18 | 2019-12-17 | $4,352 | $4,341 | $11 | $11 | |
| 5000. BUCKEYE PARTNERS LP SR NTS 4.35% 10/15/2024 DTD | 2017-07-27 | 2019-12-18 | $5,013 | $5,197 | -$184 | -$184 | |
| . GNMA II | 1999-01-20 | 2019-12-20 | $45 | $45 | |||
| . GNMA 2 POOL #002699C 6.000% 1/20/29 | 1999-02-04 | 2019-12-20 | $30 | $30 | |||
| . GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003 | 2017-08-08 | 2019-12-20 | $632 | $678 | -$46 | -$46 | |
| . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 | 2017-04-28 | 2019-12-20 | $313 | $345 | -$32 | -$32 | |
| . GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004 | 2019-12-20 | $607 | $670 | -$63 | -$63 | ||
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2019-12-20 | $238 | $259 | -$21 | -$21 | ||
| . GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005 | 2016-07-06 | 2019-12-20 | $315 | $350 | -$35 | -$35 | |
| . FNMA REMIC 92-188-PZ 7.500% 10/25/22 | 2002-02-12 | 2019-12-26 | $52 | $54 | -$2 | -$2 | |
| . FNMA 254229 6.5% 02/01/22 | 2014-01-17 | 2019-12-26 | $259 | $286 | -$27 | -$27 | |
| . FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010 | 2019-12-26 | $140 | $145 | -$5 | -$5 | ||
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 1998-08-14 | 2019-12-26 | $5 | $5 | |||
| . FNMA 444540 6% 11/01/23 | 2014-02-10 | 2019-12-26 | $181 | $201 | -$20 | -$20 | |
| . FNMA AL4181 5% 09/01/25 | 2013-11-26 | 2019-12-26 | $132 | $140 | -$8 | -$8 | |
| . FNMA AN3047 2.37% 10/01/26 | 2017-05-12 | 2019-12-26 | $84 | $84 | |||
| . FNMA AS9980 4% 06/01/44 | 2017-08-17 | 2019-12-26 | $879 | $934 | -$55 | -$55 | |
| . FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001 | 2014-07-11 | 2019-12-26 | $311 | $346 | -$35 | -$35 | |
| . FEDERAL NATL MTG ASSN GTD REMIC PASS | 2002-09-17 | 2019-12-26 | $44 | $46 | -$2 | -$2 | |
| . FANNIE MAE | 2015-04-20 | 2019-12-26 | $503 | $550 | -$47 | -$47 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2019-02-27 | 2019-12-26 | $1,165 | $860 | $305 | $305 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2015-07-01 | 2019-12-26 | $381 | -$381 | -$381 | ||
| . FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003 | 2010-09-21 | 2019-12-26 | $217 | $236 | -$19 | -$19 | |
| . FNMA REMIC TRUST | 2003-11-25 | 2019-12-26 | $95 | $93 | $2 | $2 | |
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2019-12-26 | $524 | $597 | -$73 | -$73 | ||
| . FANNIE MAE | 2014-07-11 | 2019-12-26 | $219 | $242 | -$23 | -$23 | |
| . FNMA REMIC TRUST | 2019-05-29 | 2019-12-26 | $221 | $137 | $84 | $84 | |
| . FNMA REMIC TRUST | 2004-06-08 | 2019-12-26 | $88 | -$88 | -$88 | ||
| . FNMA 2004-101 CL TB 5.5% 01/25/2035 DTD 12/01/2004 | 2014-08-29 | 2019-12-26 | $494 | $559 | -$65 | -$65 | |
| . FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004 | 2010-08-26 | 2019-12-26 | $3,143 | $3,273 | -$130 | -$130 | |
| . FANNIE MAE | 2019-12-26 | $268 | $289 | -$21 | -$21 | ||
| . FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007 | 2010-07-27 | 2019-12-26 | $85 | $92 | -$7 | -$7 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 2004-01-13 | 2019-12-26 | $56 | $57 | -$1 | -$1 | |
| . FANNIE MAE | 2004-01-08 | 2019-12-26 | $8 | $8 | |||
| . FNMA AB3678 3.5% 10/01/41 | 2011-10-26 | 2019-12-26 | $219 | $223 | -$4 | -$4 | |
| . MASTR ALTERNATIVE LN TR 2004-8 MTG | 2006-01-09 | 2019-12-26 | |||||
| 110. ASTRAZENECA PLC SPONS ADR | 2017-11-01 | 2019-12-27 | $5,545 | $3,825 | $1,720 | $1,720 | |
| 10000. OFFICE PPTY INCOME TRST SR NTS 3.6% 02/01/2020 DTD | 2018-02-28 | 2020-01-03 | $10,000 | $10,028 | -$28 | -$28 | |
| 170. ASTRAZENECA PLC SPONS ADR | 2017-11-01 | 2020-01-06 | $8,482 | $5,912 | $2,570 | $2,570 | |
| 55. DIAGEO PLC SPONSORED ADR NEW | 2017-11-01 | 2020-01-06 | $9,212 | $7,464 | $1,748 | $1,748 | |
| 10. MMC NORILSK NICKEL PJSC-ADR | 2017-11-01 | 2020-01-06 | $317 | $193 | $124 | $124 | |
| 55. NESTLE S A SPONSORED ADR REPSTG REG | 2017-11-01 | 2020-01-06 | $6,034 | $4,612 | $1,422 | $1,422 | |
| 65. NOVARTIS AG SPONS ADR | 2017-11-01 | 2020-01-06 | $6,174 | $4,766 | $1,408 | $1,408 | |
| 80. NOVARTIS AG SPONS ADR | 2019-04-15 | 2020-01-06 | $7,599 | $6,479 | $1,120 | $1,120 | |
| 165. ROCHE HLDG LTD SPONS ADR | 2020-01-06 | $6,738 | $4,981 | $1,757 | $1,757 | ||
| 45. ASTRAZENECA PLC SPONS ADR | 2017-11-01 | 2020-01-07 | $2,245 | $1,565 | $680 | $680 | |
| 10. DIAGEO PLC SPONSORED ADR NEW | 2017-11-01 | 2020-01-07 | $1,669 | $1,357 | $312 | $312 | |
| 150. MMC NORILSK NICKEL PJSC-ADR | 2017-11-01 | 2020-01-07 | $4,712 | $2,901 | $1,811 | $1,811 | |
| 100. NESTLE S A SPONSORED ADR REPSTG REG | 2017-11-01 | 2020-01-07 | $10,814 | $8,386 | $2,428 | $2,428 | |
| 235. ROCHE HLDG LTD SPONS ADR | 2020-01-07 | $9,545 | $7,030 | $2,515 | $2,515 | ||
| 2000. BROOKFIELD FIN INC 4.85% 03/29/2029 DTD 01/29/2019 | 2019-01-24 | 2020-01-08 | $2,310 | $1,996 | $314 | $314 | |
| 175. MMC NORILSK NICKEL PJSC-ADR | 2017-11-01 | 2020-01-08 | $5,582 | $3,385 | $2,197 | $2,197 | |
| 3000. BROOKFIELD FIN INC 4.85% 03/29/2029 DTD 01/29/2019 | 2019-01-24 | 2020-01-09 | $3,477 | $2,995 | $482 | $482 | |
| 5070.335 DODGE & COX INCOME FUND | 2014-03-20 | 2020-01-09 | $71,340 | $69,869 | $1,471 | $1,471 | |
| 3219.429 FIDELITY 500 INDEX-INST PRM | 2018-02-26 | 2020-01-09 | $365,792 | $313,701 | $52,091 | $52,091 | |
| 7476. ISHARES TR RUSSELL 2000 INDEX FD | 2020-01-09 | $1,237,234 | $1,080,443 | $156,791 | $156,791 | ||
| 56996.07 PIMCO TOTAL RETURN FIND | 2019-02-01 | 2020-01-09 | $591,049 | $569,391 | $21,658 | $21,658 | |
| 32000. EQUINIX INC SR NTS 5.875% 01/15/2026 DTD | 2017-10-30 | 2020-01-10 | $34,026 | $34,089 | -$63 | -$63 | |
| 26507.945 JPM US L/C CORE PL FD - USD - R6 ISIN US48129C6030 | 2020-01-10 | $670,916 | $800,042 | -$129,126 | -$129,126 | ||
| 3000. CHENIERE CORP CHRISTI HD SR NTS 5.875% 03/31/2025 DTD | 2019-03-18 | 2020-01-13 | $3,394 | $3,205 | $189 | $189 | |
| 22000. CHENIERE CORP CHRISTI HD SR NTS 5.875% 03/31/2025 DTD | 2017-10-30 | 2020-01-13 | $24,888 | $23,379 | $1,509 | $1,509 | |
| 15000. CHENIERE CORP CHRISTI HD 5.125% 06/30/2027 DTD 05/19/2017 | 2020-01-13 | $16,634 | $15,341 | $1,293 | $1,293 | ||
| 13000. STEEL DYNAMICS INC 5.500% 10/01/2024 DTD 05/07/2015 | 2017-10-30 | 2020-01-13 | $13,408 | $13,685 | -$277 | -$277 | |
| 4000. STEEL DYNAMICS INC 4.125% 09/15/2025 DTD 01/24/2018 | 2018-08-29 | 2020-01-13 | $4,118 | $3,859 | $259 | $259 | |
| 6000. STEEL DYNAMICS INC 4.125% 09/15/2025 DTD 01/24/2018 | 2019-05-28 | 2020-01-13 | $6,176 | $5,940 | $236 | $236 | |
| 85. MMC NORILSK NICKEL PJSC-ADR | 2017-11-01 | 2020-01-14 | $2,788 | $1,644 | $1,144 | $1,144 | |
| 13000. ARAMARK SERVICES INC 5.125% 01/15/2024 DTD 03/30/2016 | 2017-10-30 | 2020-01-15 | $13,333 | $13,528 | -$195 | -$195 | |
| 15000. BANK OF NEW YORK MELLON | 2009-11-06 | 2020-01-15 | $15,000 | $14,971 | $29 | $29 | |
| . CALLON PETROLEUM CO | 2020-01-15 | $4 | $4 | $4 | |||
| . FHLMC GOLD G18175 5.5% 04/01/22 | 2014-02-07 | 2020-01-15 | $242 | $262 | -$20 | -$20 | |
| . FREDDIE MAC | 2020-01-15 | $57 | $58 | -$1 | -$1 | ||
| . FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010 | 2015-05-21 | 2020-01-15 | $1,009 | $1,048 | -$39 | -$39 | |
| . FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011 | 2017-12-01 | 2020-01-15 | $469 | $494 | -$25 | -$25 | |
| . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 | 2012-01-06 | 2020-01-15 | $1,129 | $1,214 | -$85 | -$85 | |
| . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 | 2012-01-19 | 2020-01-15 | $1,898 | $2,012 | -$114 | -$114 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2014-07-11 | 2020-01-15 | $107 | -$107 | -$107 | ||
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2019-08-22 | 2020-01-15 | $292 | $212 | $80 | $80 | |
| . FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003 | 2014-12-17 | 2020-01-15 | $261 | $296 | -$35 | -$35 | |
| . FEDERAL HOME LN MTG CORP MULTICLASS | 2010-07-14 | 2020-01-15 | $140 | $144 | -$4 | -$4 | |
| . FHLMC REMIC | 2004-01-08 | 2020-01-15 | $73 | $71 | $2 | $2 | |
| . FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004 | 2010-07-13 | 2020-01-15 | $104 | $110 | -$6 | -$6 | |
| . FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005 | 2015-12-09 | 2020-01-15 | $1,322 | $1,493 | -$171 | -$171 | |
| . FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005 | 2012-02-28 | 2020-01-15 | $100 | $114 | -$14 | -$14 | |
| . FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005 | 2012-10-10 | 2020-01-15 | $561 | $651 | -$90 | -$90 | |
| . FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006 | 2012-10-11 | 2020-01-15 | $323 | $364 | -$41 | -$41 | |
| . FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006 | 2011-01-19 | 2020-01-15 | $207 | $224 | -$17 | -$17 | |
| . FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007 | 2011-10-14 | 2020-01-15 | $294 | $324 | -$30 | -$30 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2020-01-15 | $78 | -$78 | -$78 | |||
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-05-02 | 2020-01-15 | $237 | $181 | $56 | $56 | |
| . FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007 | 2011-01-18 | 2020-01-15 | $11 | $11 | |||
| . FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009 | 2010-09-16 | 2020-01-15 | $16 | $17 | -$1 | -$1 | |
| . FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009 | 2020-01-15 | $301 | $324 | -$23 | -$23 | ||
| . GNMA GTD PASS THRU CTF | 1999-09-14 | 2020-01-15 | $7 | $7 | |||
| . GNMA GTD PASS THRU CTF | 2000-12-06 | 2020-01-15 | $40 | $40 | |||
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2020-01-15 | $3,833 | $753 | $3,080 | $3,080 | ||
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2018-08-30 | 2020-01-15 | $3,027 | -$3,027 | -$3,027 | ||
| 5000. QUEST DIAGNOSTICS INC SR NTS 4.75% 01/30/2020 DTD | 2013-12-03 | 2020-01-15 | $5,006 | $5,271 | -$265 | -$265 | |
| 25000. SANTANDER DRIVE AUTO RECEIVABLES TR 2018-3 2018-3 CL A3 3.03% 0 | 2018-09-18 | 2020-01-15 | $306 | $306 | |||
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 | 2018-09-18 | 2020-01-15 | $3,834 | $3,804 | $30 | $30 | |
| 13000. QWEST CORP SR NTS 6.875% 09/15/2033 DTD | 2020-01-15 | $13,051 | $12,968 | $83 | $83 | ||
| . GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003 | 2014-07-18 | 2020-01-16 | $186 | $209 | -$23 | -$23 | |
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2014-12-03 | 2020-01-16 | $124 | $137 | -$13 | -$13 | |
| . GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005 | 2013-11-13 | 2020-01-16 | $2,560 | $2,778 | -$218 | -$218 | |
| . GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007 | 2010-09-22 | 2020-01-16 | $126 | $137 | -$11 | -$11 | |
| 30. CACI INTL INC CL A | 2017-11-01 | 2020-01-21 | $8,078 | $4,269 | $3,809 | $3,809 | |
| 21. CAROLINA FINANCIAL CORP | 2018-06-22 | 2020-01-21 | $882 | $944 | -$62 | -$62 | |
| . GNMA II | 1999-01-20 | 2020-01-21 | $48 | $47 | $1 | $1 | |
| . GNMA 2 POOL #002699C 6.000% 1/20/29 | 1999-02-04 | 2020-01-21 | $40 | $39 | $1 | $1 | |
| . GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003 | 2017-08-08 | 2020-01-21 | $763 | $819 | -$56 | -$56 | |
| . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 | 2017-04-28 | 2020-01-21 | $416 | $459 | -$43 | -$43 | |
| . GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004 | 2020-01-21 | $499 | $552 | -$53 | -$53 | ||
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2020-01-21 | $228 | $248 | -$20 | -$20 | ||
| . GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005 | 2016-07-06 | 2020-01-21 | $289 | $321 | -$32 | -$32 | |
| 2000. DIVERSIFIED HEALTHCARE T SR NTS 4.75% 02/15/2028 DTD | 2018-02-08 | 2020-01-21 | $2,066 | $1,966 | $100 | $100 | |
| 12. CAROLINA FINANCIAL CORP | 2018-06-22 | 2020-01-22 | $500 | $539 | -$39 | -$39 | |
| . GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005 | 2015-01-08 | 2020-01-22 | $326 | $368 | -$42 | -$42 | |
| 9000. NABORS INDUSTRIES INC 4.625% 09/15/2021 DTD 02/13/2012 | 2017-10-30 | 2020-01-22 | $9,203 | $8,889 | $314 | $314 | |
| 51. CAROLINA FINANCIAL CORP | 2018-06-22 | 2020-01-23 | $2,114 | $2,293 | -$179 | -$179 | |
| 2. AMN HEALTHCARE SERVICES INC | 2017-11-01 | 2020-01-24 | $133 | $84 | $49 | $49 | |
| 4. AMERICAN WOODMARK CORP | 2018-03-20 | 2020-01-24 | $455 | $422 | $33 | $33 | |
| 9. ATLANTIC UNION BANKSHARES CO | 2017-11-06 | 2020-01-24 | $318 | $313 | $5 | $5 | |
| 14. BALCHEM CORP | 2017-11-01 | 2020-01-24 | $1,500 | $1,179 | $321 | $321 | |
| 9. BENCHMARK ELECTRS INC | 2018-06-11 | 2020-01-24 | $333 | $267 | $66 | $66 | |
| 9. BIG LOTS INC | 2018-09-26 | 2020-01-24 | $244 | $378 | -$134 | -$134 | |
| 1. BOOT BARN HOLDINGS INC | 2019-12-16 | 2020-01-24 | $43 | $43 | |||
| 11. CTS CORP | 2018-06-27 | 2020-01-24 | $334 | $399 | -$65 | -$65 | |
| 12. CALAMP CORP | 2017-11-01 | 2020-01-24 | $118 | $271 | -$153 | -$153 | |
| 31. CAROLINA FINANCIAL CORP | 2018-06-22 | 2020-01-24 | $1,268 | $1,394 | -$126 | -$126 | |
| 9. CARPENTER TECHNOLOGY CORP | 2017-11-01 | 2020-01-24 | $388 | $449 | -$61 | -$61 | |
| 6. CHESAPEAKE UTILITIES CORP | 2019-12-04 | 2020-01-24 | $571 | $556 | $15 | $15 | |
| 8. COLUMBIA BANKING SYSTEM INC | 2017-11-01 | 2020-01-24 | $323 | $349 | -$26 | -$26 | |
| 11. DORMAN PRODUCTS INC | 2019-08-13 | 2020-01-24 | $842 | $821 | $21 | $21 | |
| 12. EASTERLY GOVERNMENT PROPERTI | 2018-03-21 | 2020-01-24 | $289 | $229 | $60 | $60 | |
| 15. FORWARD AIR CORP | 2017-11-01 | 2020-01-24 | $1,031 | $865 | $166 | $166 | |
| 14. FRANKLIN ELECTRIC INC | 2017-11-01 | 2020-01-24 | $818 | $635 | $183 | $183 | |
| 7. G-III APPAREL GROUP LTD | 2019-04-22 | 2020-01-24 | $205 | $297 | -$92 | -$92 | |
| 8. ICF INTERNATIONAL INC | 2019-12-03 | 2020-01-24 | $716 | $719 | -$3 | -$3 | |
| 6. INTEGRA LIFESCIENCES CORP | 2019-02-07 | 2020-01-24 | $335 | $292 | $43 | $43 | |
| 5. LHC GROUP INC | 2017-11-01 | 2020-01-24 | $738 | $239 | $499 | $499 | |
| 3. LTC PROPERTIES INC | 2017-11-01 | 2020-01-24 | $140 | $139 | $1 | $1 | |
| 6. LA-Z-BOY INC | 2019-08-13 | 2020-01-24 | $195 | $195 | |||
| 1. LITTELFUSE INC | 2017-11-01 | 2020-01-24 | $191 | $185 | $6 | $6 | |
| 5. MTS SYSTEMS CORP | 2017-11-01 | 2020-01-24 | $259 | $262 | -$3 | -$3 | |
| 16. MERCANTILE BANK CORP | 2017-11-01 | 2020-01-24 | $552 | $579 | -$27 | -$27 | |
| 7. METHODE ELECTICS INC | 2017-11-01 | 2020-01-24 | $266 | $327 | -$61 | -$61 | |
| 5. MOVADO GROUP INC | 2019-04-26 | 2020-01-24 | $99 | $173 | -$74 | -$74 | |
| 4. NEXSTAR MEDIA GROUP INC-CL A | 2017-11-01 | 2020-01-24 | $504 | $255 | $249 | $249 | |
| 15. OLD NATIONAL BANCORP | 2017-11-01 | 2020-01-24 | $272 | $274 | -$2 | -$2 | |
| 6. OMNICELL INC | 2017-11-01 | 2020-01-24 | $509 | $293 | $216 | $216 | |
| 6. ONTO INNOVATION INC | 2019-09-19 | 2020-01-24 | $234 | $193 | $41 | $41 | |
| 7. PC CONNECTION INC | 2017-11-01 | 2020-01-24 | $367 | $190 | $177 | $177 | |
| 4. SENSIENT TECHNOLOGIES CORP | 2017-11-01 | 2020-01-24 | $252 | $304 | -$52 | -$52 | |
| 4. SILICON MOTION TECHNOL-ADR | 2017-11-01 | 2020-01-24 | $200 | $194 | $6 | $6 | |
| 15. STIFEL FINANCIAL CORP COM | 2018-09-06 | 2020-01-24 | $937 | $816 | $121 | $121 | |
| 7. SYKES ENTERPRISES INC COM | 2018-02-12 | 2020-01-24 | $248 | $203 | $45 | $45 | |
| 8. UMB FINANCIAL CORP | 2017-11-01 | 2020-01-24 | $526 | $587 | -$61 | -$61 | |
| 13. UNITED BANKSHARES INC | 2017-11-01 | 2020-01-24 | $478 | $467 | $11 | $11 | |
| 3. VAREX IMAGING CORP | 2018-03-13 | 2020-01-24 | $92 | $116 | -$24 | -$24 | |
| 4. AMBARELLA INC | 2017-11-01 | 2020-01-24 | $244 | $224 | $20 | $20 | |
| . FNMA REMIC 92-188-PZ 7.500% 10/25/22 | 2002-02-12 | 2020-01-27 | $54 | $57 | -$3 | -$3 | |
| . FNMA 254229 6.5% 02/01/22 | 2014-01-17 | 2020-01-27 | $275 | $304 | -$29 | -$29 | |
| . FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010 | 2020-01-27 | $132 | $137 | -$5 | -$5 | ||
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 1998-08-14 | 2020-01-27 | $5 | $5 | |||
| . FNMA 444540 6% 11/01/23 | 2014-02-10 | 2020-01-27 | $209 | $233 | -$24 | -$24 | |
| . FNMA AL4181 5% 09/01/25 | 2013-11-26 | 2020-01-27 | $133 | $142 | -$9 | -$9 | |
| . FNMA AN3047 2.37% 10/01/26 | 2017-05-12 | 2020-01-27 | $79 | $79 | |||
| . FNMA AS9980 4% 06/01/44 | 2017-08-17 | 2020-01-27 | $692 | $735 | -$43 | -$43 | |
| . FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001 | 2014-07-11 | 2020-01-27 | $227 | $253 | -$26 | -$26 | |
| . FEDERAL NATL MTG ASSN GTD REMIC PASS | 2002-09-17 | 2020-01-27 | $56 | $59 | -$3 | -$3 | |
| . FANNIE MAE | 2015-04-20 | 2020-01-27 | $389 | $425 | -$36 | -$36 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2015-07-01 | 2020-01-27 | $459 | -$459 | -$459 | ||
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2019-02-27 | 2020-01-27 | $1,405 | $1,037 | $368 | $368 | |
| . FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003 | 2010-09-21 | 2020-01-27 | $233 | $253 | -$20 | -$20 | |
| . FNMA REMIC TRUST | 2003-11-25 | 2020-01-27 | $99 | $97 | $2 | $2 | |
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2020-01-27 | $565 | $644 | -$79 | -$79 | ||
| . FANNIE MAE | 2014-07-11 | 2020-01-27 | $199 | $220 | -$21 | -$21 | |
| . FNMA REMIC TRUST | 2019-05-29 | 2020-01-27 | $207 | $129 | $78 | $78 | |
| . FNMA REMIC TRUST | 2004-06-08 | 2020-01-27 | $82 | -$82 | -$82 | ||
| . FNMA 2004-101 CL TB 5.5% 01/25/2035 DTD 12/01/2004 | 2014-08-29 | 2020-01-27 | $21 | $24 | -$3 | -$3 | |
| . FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004 | 2010-08-26 | 2020-01-27 | $3,806 | $3,963 | -$157 | -$157 | |
| . FANNIE MAE | 2020-01-27 | $263 | $283 | -$20 | -$20 | ||
| . FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007 | 2010-07-27 | 2020-01-27 | $127 | $138 | -$11 | -$11 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 2004-01-13 | 2020-01-27 | $61 | $62 | -$1 | -$1 | |
| . FANNIE MAE | 2004-01-08 | 2020-01-27 | $8 | $8 | |||
| . FNMA AB3678 3.5% 10/01/41 | 2011-10-26 | 2020-01-27 | $340 | $345 | -$5 | -$5 | |
| 3000. DIVERSIFIED HEALTHCARE T SR NTS 4.75% 02/15/2028 DTD | 2018-02-08 | 2020-01-27 | $3,117 | $2,949 | $168 | $168 | |
| 128. UNITED BANKSHARES INC | 2017-11-01 | 2020-01-27 | $4,597 | $4,594 | $3 | $3 | |
| 212. UNITED BANKSHARES INC | 2017-11-01 | 2020-01-28 | $7,568 | $7,609 | -$41 | -$41 | |
| 109. UNITED BANKSHARES INC | 2017-11-01 | 2020-01-29 | $3,844 | $3,912 | -$68 | -$68 | |
| 10660.18 REYNOLDS GRP ISS/REYNOLD SR NTS 5.75% 10/15/2020 DTD | 2017-10-30 | 2020-02-04 | $10,660 | $10,710 | -$50 | -$50 | |
| 10000. ROCKWELL COLLINS INC SR NTS 3.5% 03/15/2027 DTD | 2018-01-03 | 2020-02-07 | $10,916 | $10,148 | $768 | $768 | |
| 19000. TEGNA INC 6.375% 10/15/2023 DTD 10/03/2013 | 2017-10-30 | 2020-02-11 | $19,404 | $19,801 | -$397 | -$397 | |
| 11. CACI INTL INC CL A | 2017-11-01 | 2020-02-14 | $3,050 | $1,565 | $1,485 | $1,485 | |
| 67. SENSIENT TECHNOLOGIES CORP | 2017-11-01 | 2020-02-14 | $3,859 | $5,091 | -$1,232 | -$1,232 | |
| . FHLMC GOLD G18175 5.5% 04/01/22 | 2014-02-07 | 2020-02-18 | $243 | $262 | -$19 | -$19 | |
| . FHLMC GOLD G30846 4% 01/01/34 | 2020-01-08 | 2020-02-18 | $674 | $719 | -$45 | -$45 | |
| . FREDDIE MAC | 2020-02-18 | $48 | $48 | ||||
| . FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010 | 2015-05-21 | 2020-02-18 | $752 | $781 | -$29 | -$29 | |
| . FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011 | 2017-12-01 | 2020-02-18 | $397 | $419 | -$22 | -$22 | |
| . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 | 2012-01-06 | 2020-02-18 | $940 | $1,011 | -$71 | -$71 | |
| . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 | 2012-01-19 | 2020-02-18 | $1,083 | $1,148 | -$65 | -$65 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2014-07-11 | 2020-02-18 | $432 | -$432 | -$432 | ||
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2019-08-22 | 2020-02-18 | $1,180 | $854 | $326 | $326 | |
| . FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003 | 2014-12-17 | 2020-02-18 | $521 | $592 | -$71 | -$71 | |
| . FEDERAL HOME LN MTG CORP MULTICLASS | 2010-07-14 | 2020-02-18 | $166 | $171 | -$5 | -$5 | |
| . FHLMC REMIC | 2004-01-08 | 2020-02-18 | $68 | $66 | $2 | $2 | |
| . FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004 | 2010-07-13 | 2020-02-18 | $83 | $89 | -$6 | -$6 | |
| . FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005 | 2015-12-09 | 2020-02-18 | $203 | $230 | -$27 | -$27 | |
| . FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005 | 2012-02-28 | 2020-02-18 | $164 | $185 | -$21 | -$21 | |
| . FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005 | 2012-10-10 | 2020-02-18 | $479 | $557 | -$78 | -$78 | |
| . FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006 | 2012-10-11 | 2020-02-18 | $215 | $242 | -$27 | -$27 | |
| . FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006 | 2011-01-19 | 2020-02-18 | $221 | $240 | -$19 | -$19 | |
| . FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007 | 2011-10-14 | 2020-02-18 | $28 | $31 | -$3 | -$3 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2020-02-18 | $82 | -$82 | -$82 | |||
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-05-02 | 2020-02-18 | $251 | $191 | $60 | $60 | |
| . FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007 | 2011-01-18 | 2020-02-18 | $21 | $22 | -$1 | -$1 | |
| . FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009 | 2010-09-16 | 2020-02-18 | $17 | $18 | -$1 | -$1 | |
| . FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009 | 2020-02-18 | $293 | $315 | -$22 | -$22 | ||
| . GNMA GTD PASS THRU CTF | 1999-09-14 | 2020-02-18 | $7 | $7 | |||
| . GNMA GTD PASS THRU CTF | 2000-12-06 | 2020-02-18 | $53 | $52 | $1 | $1 | |
| . GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003 | 2014-07-18 | 2020-02-18 | $238 | $268 | -$30 | -$30 | |
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2014-12-03 | 2020-02-18 | $245 | $270 | -$25 | -$25 | |
| . GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005 | 2015-01-08 | 2020-02-18 | $643 | $726 | -$83 | -$83 | |
| . GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005 | 2013-11-13 | 2020-02-18 | $613 | $665 | -$52 | -$52 | |
| . GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007 | 2010-09-22 | 2020-02-18 | $113 | $123 | -$10 | -$10 | |
| 5000. LINCOLN NATL CORP SR NTS 6.25% 02/15/2020 DTD | 2013-11-07 | 2020-02-18 | $5,000 | $5,886 | -$886 | -$886 | |
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2018-08-30 | 2020-02-18 | $3,044 | -$3,044 | -$3,044 | ||
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2020-02-18 | $3,854 | $757 | $3,097 | $3,097 | ||
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 | 2018-09-18 | 2020-02-18 | $3,804 | $3,775 | $29 | $29 | |
| 85. SENSIENT TECHNOLOGIES CORP | 2017-11-01 | 2020-02-18 | $4,722 | $6,459 | -$1,737 | -$1,737 | |
| 100000. US TREAS 3.625% 02/15/20 | 2020-02-18 | $100,000 | $106,658 | -$6,658 | -$6,658 | ||
| 149. SENSIENT TECHNOLOGIES CORP | 2017-11-01 | 2020-02-19 | $8,350 | $11,322 | -$2,972 | -$2,972 | |
| 10000. WESTN UN CO/THE SR NTS 3.6% 03/15/2022 DTD | 2017-03-08 | 2020-02-19 | $10,317 | $9,957 | $360 | $360 | |
| . GNMA II | 1999-01-20 | 2020-02-20 | $44 | $44 | |||
| . GNMA 2 POOL #002699C 6.000% 1/20/29 | 1999-02-04 | 2020-02-20 | $20 | $19 | $1 | $1 | |
| . GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003 | 2017-08-08 | 2020-02-20 | $518 | $556 | -$38 | -$38 | |
| . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 | 2017-04-28 | 2020-02-20 | $378 | $417 | -$39 | -$39 | |
| . GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004 | 2020-02-20 | $972 | $1,073 | -$101 | -$101 | ||
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2020-02-20 | $177 | $192 | -$15 | -$15 | ||
| . GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005 | 2016-07-06 | 2020-02-20 | $317 | $352 | -$35 | -$35 | |
| 74000. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005 | 1960-11-11 | 2020-02-20 | |||||
| 3537. ISHARES MSCI ASIAN EX JAPAN | 2018-02-26 | 2020-02-20 | $254,199 | $282,465 | -$28,266 | -$28,266 | |
| 7000. ISHARES MSCI ASIAN EX JAPAN | 2020-02-20 | $503,079 | $530,952 | -$27,873 | -$27,873 | ||
| 4100. ISHARES MSCI JAPAN ETF | 2019-10-29 | 2020-02-20 | $233,663 | $239,922 | -$6,259 | -$6,259 | |
| 1210. ISHARES MSCI JAPAN ETF | 2018-12-17 | 2020-02-20 | $69,029 | $63,909 | $5,120 | $5,120 | |
| 8087. ISHARES MSCI JAPAN ETF | 2020-02-20 | $461,353 | $473,169 | -$11,816 | -$11,816 | ||
| 59. SENSIENT TECHNOLOGIES CORP | 2020-02-20 | $3,276 | $4,287 | -$1,011 | -$1,011 | ||
| 335. HSBC HLDGS PLC SPONS ADR NEW | 2017-11-01 | 2020-02-24 | $11,888 | $16,296 | -$4,408 | -$4,408 | |
| . FNMA REMIC 92-188-PZ 7.500% 10/25/22 | 2002-02-12 | 2020-02-25 | $53 | $55 | -$2 | -$2 | |
| . FNMA 2013-85 CL AG 2.5% 08/25/2028 DTD 07/01/2013 | 2020-01-08 | 2020-02-25 | $2,024 | $2,032 | -$8 | -$8 | |
| . FNMA 254229 6.5% 02/01/22 | 2014-01-17 | 2020-02-25 | $315 | $348 | -$33 | -$33 | |
| . FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010 | 2020-02-25 | $6,285 | $6,497 | -$212 | -$212 | ||
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 1998-08-14 | 2020-02-25 | $4 | $4 | |||
| . FNMA 444540 6% 11/01/23 | 2014-02-10 | 2020-02-25 | $141 | $157 | -$16 | -$16 | |
| . FNMA AL4181 5% 09/01/25 | 2013-11-26 | 2020-02-25 | $152 | $162 | -$10 | -$10 | |
| . FNMA AN3047 2.37% 10/01/26 | 2017-05-12 | 2020-02-25 | $79 | $79 | |||
| . FNMA AS9980 4% 06/01/44 | 2017-08-17 | 2020-02-25 | $464 | $493 | -$29 | -$29 | |
| . FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001 | 2014-07-11 | 2020-02-25 | $250 | $277 | -$27 | -$27 | |
| . FEDERAL NATL MTG ASSN GTD REMIC PASS | 2002-09-17 | 2020-02-25 | $44 | $47 | -$3 | -$3 | |
| . FANNIE MAE | 2015-04-20 | 2020-02-25 | $76 | $83 | -$7 | -$7 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2015-07-01 | 2020-02-25 | $421 | -$421 | -$421 | ||
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2019-02-27 | 2020-02-25 | $1,288 | $951 | $337 | $337 | |
| . FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003 | 2010-09-21 | 2020-02-25 | $210 | $229 | -$19 | -$19 | |
| . FNMA REMIC TRUST | 2003-11-25 | 2020-02-25 | $92 | $90 | $2 | $2 | |
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2020-02-25 | $1,658 | $1,889 | -$231 | -$231 | ||
| . FANNIE MAE | 2014-07-11 | 2020-02-25 | $184 | $203 | -$19 | -$19 | |
| . FNMA REMIC TRUST | 2019-05-29 | 2020-02-25 | $214 | $132 | $82 | $82 | |
| . FNMA REMIC TRUST | 2004-06-08 | 2020-02-25 | $85 | -$85 | -$85 | ||
| . FNMA 2004-101 CL TB 5.5% 01/25/2035 DTD 12/01/2004 | 2014-08-29 | 2020-02-25 | $671 | $760 | -$89 | -$89 | |
| . FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004 | 2010-08-26 | 2020-02-25 | $3,346 | $3,484 | -$138 | -$138 | |
| . FANNIE MAE | 2020-02-25 | $257 | $277 | -$20 | -$20 | ||
| . FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007 | 2010-07-27 | 2020-02-25 | $82 | $89 | -$7 | -$7 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 2004-01-13 | 2020-02-25 | $38 | $39 | -$1 | -$1 | |
| . FANNIE MAE | 2004-01-08 | 2020-02-25 | $8 | $8 | |||
| . FNMA BM3086 4% 08/01/32 | 2020-01-08 | 2020-02-25 | $856 | $903 | -$47 | -$47 | |
| . FNMA AB3678 3.5% 10/01/41 | 2011-10-26 | 2020-02-25 | $76 | $77 | -$1 | -$1 | |
| . MASTR ALTERNATIVE LN TR 2004-8 MTG | 2006-01-09 | 2020-02-25 | |||||
| 6200. ISHARES MSCI INDIA ETF | 2018-02-26 | 2020-02-28 | $198,593 | $220,092 | -$21,499 | -$21,499 | |
| 18650. ISHARES MSCI INDIA ETF | 2020-02-28 | $596,117 | $659,908 | -$63,791 | -$63,791 | ||
| 10000. UTD TECHNOLOGIES CORP NON-TRADEABLE ASSET | 2019-08-30 | 2020-02-28 | $10,399 | $10,324 | $75 | $75 | |
| 17891.378 DODGE & COX INCOME FUND | 2019-05-07 | 2020-03-02 | $257,099 | $245,649 | $11,450 | $11,450 | |
| 7360.178 DODGE & COX INCOME FUND | 2014-03-20 | 2020-03-02 | $105,766 | $101,423 | $4,343 | $4,343 | |
| . BUCKEYE PARTNERS LP SR NTS 3.95% 12/01/2026 DTD | 1960-11-11 | 2020-03-03 | $83 | $83 | $83 | ||
| 4000. CCO HLDGS LLC/CAP CORP SR NTS 5.75% 01/15/2024 DTD | 2017-10-30 | 2020-03-04 | $4,077 | $4,112 | -$35 | -$35 | |
| 4000. MGM RESORTS INTL 5.5% 04/15/2027 DTD 04/10/2019 | 2020-03-04 | $4,520 | $4,215 | $305 | $305 | ||
| 16717.542 PARNASSUS EQTY INCOME FD-INS | 2018-07-27 | 2020-03-04 | $769,341 | $763,323 | $6,018 | $6,018 | |
| 142. AMBARELLA INC | 2017-11-01 | 2020-03-04 | $8,152 | $7,962 | $190 | $190 | |
| 10000. HALLIBURTON CO SR NTS 3.8% 11/15/2025 DTD | 2019-07-09 | 2020-03-05 | $11,334 | $10,463 | $871 | $871 | |
| 5000. LIBERTY PPTY LP SR NTS 4.4% 02/15/2024 DTD | 2020-03-05 | $5,501 | $5,393 | $108 | $108 | ||
| 460. HSBC HLDGS PLC SPONS ADR NEW | 2017-11-01 | 2020-03-06 | $14,747 | $22,377 | -$7,630 | -$7,630 | |
| 165. GRANITE CONSTR INC | 2017-11-01 | 2020-03-09 | $2,710 | $10,427 | -$7,717 | -$7,717 | |
| 53. AMN HEALTHCARE SERVICES INC | 2017-11-01 | 2020-03-10 | $3,559 | $2,228 | $1,331 | $1,331 | |
| 31. EXLSERVICE HOLDINGS INC | 2017-11-01 | 2020-03-10 | $2,095 | $1,922 | $173 | $173 | |
| 75. GRANITE CONSTR INC | 2019-05-16 | 2020-03-10 | $1,141 | $3,194 | -$2,053 | -$2,053 | |
| 360. GRANITE CONSTR INC | 2020-03-10 | $5,479 | $22,453 | -$16,974 | -$16,974 | ||
| 25. TETRA TECH INC NEW | 2019-05-16 | 2020-03-10 | $1,891 | $1,689 | $202 | $202 | |
| 8. TETRA TECH INC NEW | 2017-11-01 | 2020-03-10 | $605 | $393 | $212 | $212 | |
| 280. CHINA PETE & CHEM SPONS ADR REPSTG H | 2020-03-12 | $13,237 | $24,216 | -$10,979 | -$10,979 | ||
| 15000. GEN MOTORS FINL CO 3.7% 05/09/2023 DTD 05/09/2016 | 2017-06-06 | 2020-03-12 | $14,829 | $15,191 | -$362 | -$362 | |
| 500. SPDR S&P OIL & GAS EXP & PR | 2019-09-12 | 2020-03-13 | $4,310 | $11,631 | -$7,321 | -$7,321 | |
| 9800. SPDR S&P OIL & GAS EXP & PR | 2019-09-12 | 2020-03-13 | $82,096 | $227,973 | -$145,877 | -$145,877 | |
| 600. SPDR S&P OIL & GAS EXP & PR | 2019-09-12 | 2020-03-13 | $5,155 | $13,958 | -$8,803 | -$8,803 | |
| 500. SPDR S&P OIL & GAS EXP & PR | 2019-09-12 | 2020-03-13 | $4,307 | $11,631 | -$7,324 | -$7,324 | |
| 300. SPDR S&P OIL & GAS EXP & PR | 2019-09-12 | 2020-03-13 | $2,578 | $6,979 | -$4,401 | -$4,401 | |
| 500. SPDR S&P OIL & GAS EXP & PR | 2019-09-12 | 2020-03-13 | $4,315 | $11,631 | -$7,316 | -$7,316 | |
| 400. SPDR S&P OIL & GAS EXP & PR | 2019-09-12 | 2020-03-13 | $3,443 | $9,305 | -$5,862 | -$5,862 | |
| 200. SPDR S&P OIL & GAS EXP & PR | 2019-09-12 | 2020-03-13 | $1,720 | $4,653 | -$2,933 | -$2,933 | |
| 25977. SPDR S&P OIL & GAS EXP & PR | 2019-09-12 | 2020-03-13 | $229,850 | $604,290 | -$374,440 | -$374,440 | |
| 200. VANGUARD MID-CAP VIPERS | 2019-08-15 | 2020-03-13 | $26,694 | $32,161 | -$5,467 | -$5,467 | |
| 700. VANGUARD MID-CAP VIPERS | 2019-08-15 | 2020-03-13 | $92,850 | $112,563 | -$19,713 | -$19,713 | |
| 100. VANGUARD MID-CAP VIPERS | 2019-08-15 | 2020-03-13 | $13,315 | $16,080 | -$2,765 | -$2,765 | |
| 2029. VANGUARD MID-CAP VIPERS | 2019-08-15 | 2020-03-13 | $275,475 | $326,271 | -$50,796 | -$50,796 | |
| 200. VANGUARD MID-CAP VIPERS | 2019-08-15 | 2020-03-13 | $26,612 | $32,161 | -$5,549 | -$5,549 | |
| 1648. CALLON PETROLEUM CO | 2020-03-16 | $955 | $6,827 | -$5,872 | -$5,872 | ||
| 4893. CALLON PETROLEUM CO | 2020-03-16 | $2,835 | $50,800 | -$47,965 | -$47,965 | ||
| . FHLMC GOLD G18175 5.5% 04/01/22 | 2014-02-07 | 2020-03-16 | $242 | $261 | -$19 | -$19 | |
| . FHLMC GOLD G30846 4% 01/01/34 | 2020-01-08 | 2020-03-16 | $581 | $620 | -$39 | -$39 | |
| . FREDDIE MAC | 2020-03-16 | $46 | $46 | ||||
| . FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010 | 2015-05-21 | 2020-03-16 | $637 | $661 | -$24 | -$24 | |
| . FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011 | 2017-12-01 | 2020-03-16 | $429 | $453 | -$24 | -$24 | |
| . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 | 2012-01-06 | 2020-03-16 | $643 | $691 | -$48 | -$48 | |
| . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 | 2012-01-19 | 2020-03-16 | $1,065 | $1,129 | -$64 | -$64 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2019-08-22 | 2020-03-16 | $249 | $180 | $69 | $69 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2014-07-11 | 2020-03-16 | $91 | -$91 | -$91 | ||
| . FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003 | 2014-12-17 | 2020-03-16 | $95 | $108 | -$13 | -$13 | |
| . FEDERAL HOME LN MTG CORP MULTICLASS | 2010-07-14 | 2020-03-16 | $146 | $151 | -$5 | -$5 | |
| . FHLMC REMIC | 2004-01-08 | 2020-03-16 | $61 | $60 | $1 | $1 | |
| . FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004 | 2010-07-13 | 2020-03-16 | $78 | $83 | -$5 | -$5 | |
| . FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005 | 2015-12-09 | 2020-03-16 | $480 | $542 | -$62 | -$62 | |
| . FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005 | 2012-02-28 | 2020-03-16 | $211 | $238 | -$27 | -$27 | |
| . FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005 | 2012-10-10 | 2020-03-16 | $466 | $541 | -$75 | -$75 | |
| . FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006 | 2012-10-11 | 2020-03-16 | $480 | $541 | -$61 | -$61 | |
| . FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006 | 2011-01-19 | 2020-03-16 | $208 | $226 | -$18 | -$18 | |
| . FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007 | 2011-10-14 | 2020-03-16 | $151 | $166 | -$15 | -$15 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-05-02 | 2020-03-16 | $847 | $645 | $202 | $202 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2020-03-16 | $277 | -$277 | -$277 | |||
| . FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007 | 2011-01-18 | 2020-03-16 | $19 | $20 | -$1 | -$1 | |
| . FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009 | 2010-09-16 | 2020-03-16 | $17 | $18 | -$1 | -$1 | |
| . FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009 | 2020-03-16 | $324 | $349 | -$25 | -$25 | ||
| . GNMA GTD PASS THRU CTF | 1999-09-14 | 2020-03-16 | $7 | $7 | |||
| . GNMA GTD PASS THRU CTF | 2000-12-06 | 2020-03-16 | $50 | $49 | $1 | $1 | |
| . GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003 | 2014-07-18 | 2020-03-16 | $253 | $284 | -$31 | -$31 | |
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2020-02-21 | 2020-03-16 | $446 | -$446 | -$446 | ||
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2014-12-03 | 2020-03-16 | $551 | $166 | $385 | $385 | |
| . GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007 | 2010-09-22 | 2020-03-16 | $93 | $101 | -$8 | -$8 | |
| 265. IBERDROLA SA-SPONSORED ADR | 2020-03-16 | $9,442 | $8,772 | $670 | $670 | ||
| 317. MATADOR RESOURCES CO | 2020-03-16 | $601 | $5,480 | -$4,879 | -$4,879 | ||
| 1153. MATADOR RESOURCES CO | 2020-03-16 | $2,185 | $30,508 | -$28,323 | -$28,323 | ||
| 230. NIPPON TELEG & TEL CORP SPONS ADR | 2020-03-16 | $4,987 | $5,916 | -$929 | -$929 | ||
| 110. NIPPON TELEG & TEL CORP SPONS ADR | 2017-11-01 | 2020-03-16 | $2,385 | $2,691 | -$306 | -$306 | |
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2018-08-30 | 2020-03-16 | $2,654 | -$2,654 | -$2,654 | ||
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2020-03-16 | $3,360 | $660 | $2,700 | $2,700 | ||
| 135. ROCHE HLDG LTD SPONS ADR | 2017-11-01 | 2020-03-16 | $5,056 | $3,907 | $1,149 | $1,149 | |
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 | 2018-09-18 | 2020-03-16 | $3,566 | $3,538 | $28 | $28 | |
| 135. TELEFONICA BRASIL-ADR PREF | 2017-11-01 | 2020-03-16 | $1,333 | $2,100 | -$767 | -$767 | |
| 5000. BOEING CO SR NTS 2.8% 03/01/2027 DTD | 2019-07-29 | 2020-03-17 | $4,389 | $5,004 | -$615 | -$615 | |
| . GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005 | 2015-01-08 | 2020-03-17 | $394 | $445 | -$51 | -$51 | |
| . HONDA AUTO RECEIVABLES OWNER TR 2018-2 CL A3 3.01% 05/18/2022 DTD | 2018-05-22 | 2020-03-18 | $2,031 | $2,031 | |||
| 25. LTC PROPERTIES INC | 2017-11-01 | 2020-03-18 | $710 | $1,162 | -$452 | -$452 | |
| 266. LTC PROPERTIES INC | 2017-11-01 | 2020-03-19 | $7,602 | $12,362 | -$4,760 | -$4,760 | |
| . GNMA II | 1999-01-20 | 2020-03-20 | $57 | $56 | $1 | $1 | |
| . GNMA 2 POOL #002699C 6.000% 1/20/29 | 1999-02-04 | 2020-03-20 | $34 | $34 | |||
| . GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003 | 2017-08-08 | 2020-03-20 | $514 | $552 | -$38 | -$38 | |
| . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 | 2017-04-28 | 2020-03-20 | $396 | $437 | -$41 | -$41 | |
| . GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004 | 2020-03-20 | $922 | $1,018 | -$96 | -$96 | ||
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2020-03-20 | $156 | $169 | -$13 | -$13 | ||
| . GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005 | 2016-07-06 | 2020-03-20 | $308 | $342 | -$34 | -$34 | |
| 231. LTC PROPERTIES INC | 2020-03-20 | $6,689 | $10,735 | -$4,046 | -$4,046 | ||
| 516. BIG LOTS INC | 2020-03-23 | $6,025 | $20,723 | -$14,698 | -$14,698 | ||
| 125. BIG LOTS INC | 2020-03-23 | $1,460 | $2,855 | -$1,395 | -$1,395 | ||
| . FNMA REMIC 92-188-PZ 7.500% 10/25/22 | 2002-02-12 | 2020-03-25 | $83 | $87 | -$4 | -$4 | |
| . FNMA 2013-85 CL AG 2.5% 08/25/2028 DTD 07/01/2013 | 2020-01-08 | 2020-03-25 | $1,642 | $1,648 | -$6 | -$6 | |
| . FNMA 254229 6.5% 02/01/22 | 2014-01-17 | 2020-03-25 | $259 | $286 | -$27 | -$27 | |
| . FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010 | 2020-03-25 | $7,034 | $7,272 | -$238 | -$238 | ||
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 1998-08-14 | 2020-03-25 | $2 | $2 | |||
| . FNMA 444540 6% 11/01/23 | 2014-02-10 | 2020-03-25 | $137 | $153 | -$16 | -$16 | |
| . FNMA AL4181 5% 09/01/25 | 2013-11-26 | 2020-03-25 | $126 | $134 | -$8 | -$8 | |
| . FNMA AN3047 2.37% 10/01/26 | 2017-05-12 | 2020-03-25 | $89 | $89 | |||
| . FNMA AS9980 4% 06/01/44 | 2017-08-17 | 2020-03-25 | $821 | $872 | -$51 | -$51 | |
| . FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001 | 2014-07-11 | 2020-03-25 | $282 | $313 | -$31 | -$31 | |
| . FEDERAL NATL MTG ASSN GTD REMIC PASS | 2002-09-17 | 2020-03-25 | $52 | $55 | -$3 | -$3 | |
| . FANNIE MAE | 2015-04-20 | 2020-03-25 | $98 | $108 | -$10 | -$10 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2020-02-21 | 2020-03-25 | $99 | -$99 | -$99 | ||
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2020-03-25 | $1,341 | $1,332 | $9 | $9 | ||
| . FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003 | 2010-09-21 | 2020-03-25 | $194 | $211 | -$17 | -$17 | |
| . FNMA REMIC TRUST | 2003-11-25 | 2020-03-25 | $85 | $83 | $2 | $2 | |
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2020-03-25 | $713 | $812 | -$99 | -$99 | ||
| . FANNIE MAE | 2014-07-11 | 2020-03-25 | $150 | $166 | -$16 | -$16 | |
| . FNMA REMIC TRUST | 2019-05-29 | 2020-03-25 | $218 | $135 | $83 | $83 | |
| . FNMA REMIC TRUST | 2004-06-08 | 2020-03-25 | $86 | -$86 | -$86 | ||
| . FNMA 2004-101 CL TB 5.5% 01/25/2035 DTD 12/01/2004 | 2014-08-29 | 2020-03-25 | $136 | $154 | -$18 | -$18 | |
| . FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004 | 2010-08-26 | 2020-03-25 | $3,262 | $3,397 | -$135 | -$135 | |
| . FANNIE MAE | 2020-03-25 | $251 | $270 | -$19 | -$19 | ||
| . FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007 | 2010-07-27 | 2020-03-25 | $121 | $131 | -$10 | -$10 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 2004-01-13 | 2020-03-25 | $37 | $38 | -$1 | -$1 | |
| . FANNIE MAE | 2004-01-08 | 2020-03-25 | $8 | $8 | |||
| . FNMA BM3086 4% 08/01/32 | 2020-01-08 | 2020-03-25 | $904 | $953 | -$49 | -$49 | |
| . FNMA AB3678 3.5% 10/01/41 | 2011-10-26 | 2020-03-25 | $62 | $63 | -$1 | -$1 | |
| 22. TETRA TECH INC NEW | 2017-11-01 | 2020-03-25 | $1,568 | $1,081 | $487 | $487 | |
| 19554.901 DODGE & COX INCOME FUND | 2016-06-02 | 2020-03-26 | $265,556 | $266,729 | -$1,173 | -$1,173 | |
| 35243.436 DODGE & COX INCOME FUND | 2019-05-07 | 2020-03-26 | $478,606 | $483,892 | -$5,286 | -$5,286 | |
| 81. CALAMP CORP | 2017-11-01 | 2020-03-27 | $396 | $1,828 | -$1,432 | -$1,432 | |
| 143. ARGO GROUP INTERNATIONAL | 2017-11-01 | 2020-03-27 | $4,974 | $7,889 | -$2,915 | -$2,915 | |
| 22. CALAMP CORP | 2017-11-01 | 2020-03-30 | $104 | $496 | -$392 | -$392 | |
| 202. ARGO GROUP INTERNATIONAL | 2017-11-01 | 2020-03-30 | $7,057 | $11,143 | -$4,086 | -$4,086 | |
| 525. BNP PARIBAS SPONS ADR REPSTG 1/4 SH | 2017-11-01 | 2020-03-31 | $7,929 | $20,284 | -$12,355 | -$12,355 | |
| 348. CALAMP CORP | 2017-11-01 | 2020-03-31 | $1,564 | $7,853 | -$6,289 | -$6,289 | |
| 5000. CANADIAN NATL RES SR NTS 3.9% 02/01/2025 DTD | 2015-10-02 | 2020-03-31 | $4,113 | $4,653 | -$540 | -$540 | |
| 710. ENGIE-SPON ADR | 2020-03-31 | $7,342 | $11,582 | -$4,240 | -$4,240 | ||
| 1435. ENGIE-SPON ADR | 2017-11-01 | 2020-03-31 | $14,838 | $24,439 | -$9,601 | -$9,601 | |
| 45. FORWARD AIR CORP | 2017-11-01 | 2020-03-31 | $2,270 | $2,594 | -$324 | -$324 | |
| 296. IMPERIAL BRANDS PLC-SPON ADR | 2017-11-01 | 2020-03-31 | $5,369 | $12,231 | -$6,862 | -$6,862 | |
| 3365. LLOYDS TSB GROUP PLC SPONSORED ADR | 2020-03-31 | $5,180 | $13,990 | -$8,810 | -$8,810 | ||
| 86. TETRA TECH INC NEW | 2017-11-01 | 2020-03-31 | $6,049 | $4,225 | $1,824 | $1,824 | |
| 75. TOYOTA MTR CORP ADR 2 COM | 2020-03-31 | $9,032 | $10,633 | -$1,601 | -$1,601 | ||
| 365. CALAMP CORP | 2017-11-01 | 2020-04-01 | $1,543 | $8,237 | -$6,694 | -$6,694 | |
| 41. FORWARD AIR CORP | 2017-11-01 | 2020-04-01 | $1,939 | $2,363 | -$424 | -$424 | |
| 10000. UNITED PARCEL SVC 8.375% 4/01/20 | 2010-01-07 | 2020-04-01 | $10,000 | $12,925 | -$2,925 | -$2,925 | |
| 297. CALAMP CORP | 2017-11-01 | 2020-04-02 | $1,215 | $6,702 | -$5,487 | -$5,487 | |
| 34067.136 JPM US L/C CORE PL FD - USD - R6 ISIN US48129C6030 | 2020-04-02 | $678,958 | $495,506 | $183,452 | $183,452 | ||
| 54000. CB T-MOBILE USA INC 6.375% 03/01/2025 DTD 09/05/2014 | 1960-11-11 | 2020-04-03 | $672 | $672 | $672 | ||
| 10000. SVC PROPERTIES TR SR NTS 4.5% 06/15/2023 DTD | 2018-01-17 | 2020-04-06 | $7,000 | $10,394 | -$3,394 | -$3,394 | |
| 1510. ENGIE-SPON ADR | 2020-04-07 | $15,425 | $23,397 | -$7,972 | -$7,972 | ||
| 728. LLOYDS TSB GROUP PLC SPONSORED ADR | 2018-01-29 | 2020-04-07 | $1,074 | $3,006 | -$1,932 | -$1,932 | |
| 13000. SUMMIT MID HLDS LLC / FI 5.75% 04/15/2025 DTD 02/15/2017 | 2017-10-30 | 2020-04-07 | $1,641 | $13,256 | -$11,615 | -$11,615 | |
| 5807. LLOYDS TSB GROUP PLC SPONSORED ADR | 2020-04-08 | $8,537 | $23,735 | -$15,198 | -$15,198 | ||
| 3385. LLOYDS TSB GROUP PLC SPONSORED ADR | 2019-12-27 | 2020-04-08 | $4,977 | $11,259 | -$6,282 | -$6,282 | |
| 5000. OCCIDENTAL PETRLM COR SR NTS 4.1% 02/01/2021 DTD | 2020-04-08 | $4,600 | $5,175 | -$575 | -$575 | ||
| 413. GREAT WESTERN BANCORP INC | 2017-11-01 | 2020-04-09 | $8,362 | $16,931 | -$8,569 | -$8,569 | |
| 31652.17 PRIMECAP ODYSSEY STOCK FUND | 2012-11-28 | 2020-04-09 | $861,889 | $505,485 | $356,404 | $356,404 | |
| 87. GREAT WESTERN BANCORP INC | 2020-04-13 | $1,631 | $3,304 | -$1,673 | -$1,673 | ||
| 150. GREAT WESTERN BANCORP INC | 2019-05-16 | 2020-04-13 | $2,813 | $5,121 | -$2,308 | -$2,308 | |
| . FHLMC GOLD G18175 5.5% 04/01/22 | 2014-02-07 | 2020-04-15 | $244 | $263 | -$19 | -$19 | |
| . FHLMC GOLD G30846 4% 01/01/34 | 2020-01-08 | 2020-04-15 | $772 | $824 | -$52 | -$52 | |
| . FREDDIE MAC | 2020-04-15 | $54 | $54 | ||||
| . FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010 | 2015-05-21 | 2020-04-15 | $865 | $898 | -$33 | -$33 | |
| . FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011 | 2017-12-01 | 2020-04-15 | $600 | $633 | -$33 | -$33 | |
| . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 | 2012-01-06 | 2020-04-15 | $963 | $1,035 | -$72 | -$72 | |
| . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 | 2012-01-19 | 2020-04-15 | $1,149 | $1,218 | -$69 | -$69 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2019-08-22 | 2020-04-15 | $261 | $189 | $72 | $72 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2014-07-11 | 2020-04-15 | $96 | -$96 | -$96 | ||
| . FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003 | 2014-12-17 | 2020-04-15 | $311 | $354 | -$43 | -$43 | |
| . FEDERAL HOME LN MTG CORP MULTICLASS | 2010-07-14 | 2020-04-15 | $173 | $178 | -$5 | -$5 | |
| . FHLMC REMIC | 2004-01-08 | 2020-04-15 | $61 | $59 | $2 | $2 | |
| . FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004 | 2010-07-13 | 2020-04-15 | $81 | $86 | -$5 | -$5 | |
| . FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005 | 2015-12-09 | 2020-04-15 | $555 | $626 | -$71 | -$71 | |
| . FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005 | 2012-02-28 | 2020-04-15 | $682 | $770 | -$88 | -$88 | |
| . FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005 | 2012-10-10 | 2020-04-15 | $750 | $871 | -$121 | -$121 | |
| . FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006 | 2012-10-11 | 2020-04-15 | $134 | $151 | -$17 | -$17 | |
| . FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006 | 2011-01-19 | 2020-04-15 | $254 | $275 | -$21 | -$21 | |
| . FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007 | 2011-10-14 | 2020-04-15 | $67 | $74 | -$7 | -$7 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2020-04-15 | $96 | -$96 | -$96 | |||
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2019-05-02 | 2020-04-15 | $292 | $223 | $69 | $69 | |
| . FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007 | 2011-01-18 | 2020-04-15 | $132 | $139 | -$7 | -$7 | |
| . FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009 | 2010-09-16 | 2020-04-15 | $17 | $19 | -$2 | -$2 | |
| . FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009 | 2020-04-15 | $332 | $357 | -$25 | -$25 | ||
| . GNMA GTD PASS THRU CTF | 1999-09-14 | 2020-04-15 | $7 | $7 | |||
| . GNMA GTD PASS THRU CTF | 2000-12-06 | 2020-04-15 | $31 | $30 | $1 | $1 | |
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2018-08-30 | 2020-04-15 | $2,760 | -$2,760 | -$2,760 | ||
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2020-04-15 | $8,487 | $5,690 | $2,797 | $2,797 | ||
| . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 | 2018-09-18 | 2020-04-15 | $3,423 | $3,396 | $27 | $27 | |
| . GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003 | 2014-07-18 | 2020-04-16 | $285 | $320 | -$35 | -$35 | |
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2014-12-03 | 2020-04-16 | $623 | $187 | $436 | $436 | |
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2020-02-21 | 2020-04-16 | $503 | -$503 | -$503 | ||
| . GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007 | 2010-09-22 | 2020-04-16 | $113 | $123 | -$10 | -$10 | |
| 395. BAE SYS PLC SPONSORED ADR | 2017-11-01 | 2020-04-17 | $10,875 | $12,419 | -$1,544 | -$1,544 | |
| 195. LAS VEGAS SANDS CORP | 2020-04-17 | $9,141 | $7,825 | $1,316 | $1,316 | ||
| 370. MICHELIN (CGDE) ADR | 2017-11-01 | 2020-04-17 | $7,063 | $10,840 | -$3,777 | -$3,777 | |
| 605. NN GROUP NV - UNSPON ADR | 2020-04-17 | $7,661 | $13,183 | -$5,522 | -$5,522 | ||
| 315. SMURFIT KAPPA GROUP PLC-ADR | 2017-11-01 | 2020-04-17 | $9,037 | $9,815 | -$778 | -$778 | |
| . AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-2 2017-2 CL B 2.4% | 2017-05-09 | 2020-04-20 | $756 | $756 | |||
| 490. BAE SYS PLC SPONSORED ADR | 2017-11-01 | 2020-04-20 | $13,310 | $15,406 | -$2,096 | -$2,096 | |
| . GNMA II | 1999-01-20 | 2020-04-20 | $179 | $176 | $3 | $3 | |
| . GNMA 2 POOL #002699C 6.000% 1/20/29 | 1999-02-04 | 2020-04-20 | $21 | $21 | |||
| . GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003 | 2017-08-08 | 2020-04-20 | $419 | $450 | -$31 | -$31 | |
| . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 | 2017-04-28 | 2020-04-20 | $322 | $355 | -$33 | -$33 | |
| . GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004 | 2020-04-20 | $813 | $897 | -$84 | -$84 | ||
| . GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005 | 2016-07-06 | 2020-04-20 | $331 | $367 | -$36 | -$36 | |
| . GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005 | 2015-01-08 | 2020-04-20 | $445 | $503 | -$58 | -$58 | |
| 20000. HCA INC SR NTS 5.5% 06/15/2047 DTD | 2017-10-30 | 2020-04-20 | $24,331 | $20,421 | $3,910 | $3,910 | |
| . HONDA AUTO RECEIVABLES OWNER TR 2018-2 CL A3 3.01% 05/18/2022 DTD | 2018-05-22 | 2020-04-20 | $2,742 | $2,742 | |||
| 305. MICHELIN (CGDE) ADR | 2017-11-01 | 2020-04-20 | $5,775 | $8,936 | -$3,161 | -$3,161 | |
| 125. SMURFIT KAPPA GROUP PLC-ADR | 2017-11-01 | 2020-04-20 | $3,493 | $3,895 | -$402 | -$402 | |
| 205. BAE SYS PLC SPONSORED ADR | 2017-11-01 | 2020-04-21 | $5,412 | $6,445 | -$1,033 | -$1,033 | |
| 64. BARNES GROUP INC COM | 2017-11-01 | 2020-04-22 | $2,456 | $4,119 | -$1,663 | -$1,663 | |
| 345. MMC NORILSK NICKEL PJSC-ADR | 2017-11-01 | 2020-04-22 | $8,814 | $6,672 | $2,142 | $2,142 | |
| 31000. PTC INC SR NTS 6.0% 05/15/2024 DTD | 2020-04-22 | $31,961 | $32,739 | -$778 | -$778 | ||
| 36. BARNES GROUP INC COM | 2017-11-01 | 2020-04-23 | $1,369 | $2,317 | -$948 | -$948 | |
| 51544.684 DOUBLELINE TTL RTRN BND-I | 2017-10-27 | 2020-04-24 | $542,766 | $550,497 | -$7,731 | -$7,731 | |
| 13996.495 DOUBLELINE TTL RTRN BND-I | 2019-07-23 | 2020-04-24 | $147,383 | $149,483 | -$2,100 | -$2,100 | |
| . FNMA REMIC 92-188-PZ 7.500% 10/25/22 | 2002-02-12 | 2020-04-27 | $59 | $62 | -$3 | -$3 | |
| . FNMA 2013-85 CL AG 2.5% 08/25/2028 DTD 07/01/2013 | 2020-01-08 | 2020-04-27 | $1,745 | $1,752 | -$7 | -$7 | |
| . FNMA 254229 6.5% 02/01/22 | 2014-01-17 | 2020-04-27 | $254 | $281 | -$27 | -$27 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 1998-08-14 | 2020-04-27 | $2 | $2 | |||
| . FNMA 444540 6% 11/01/23 | 2014-02-10 | 2020-04-27 | $74 | $82 | -$8 | -$8 | |
| . FNMA AL4181 5% 09/01/25 | 2013-11-26 | 2020-04-27 | $149 | $158 | -$9 | -$9 | |
| . FNMA AN3047 2.37% 10/01/26 | 2017-05-12 | 2020-04-27 | $80 | $80 | |||
| . FNMA AS9980 4% 06/01/44 | 2017-08-17 | 2020-04-27 | $666 | $708 | -$42 | -$42 | |
| . FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001 | 2014-07-11 | 2020-04-27 | $340 | $378 | -$38 | -$38 | |
| . FEDERAL NATL MTG ASSN GTD REMIC PASS | 2002-09-17 | 2020-04-27 | $42 | $44 | -$2 | -$2 | |
| . FANNIE MAE | 2015-04-20 | 2020-04-27 | $55 | $61 | -$6 | -$6 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2020-04-27 | $961 | $954 | $7 | $7 | ||
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2020-02-21 | 2020-04-27 | $71 | -$71 | -$71 | ||
| . FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003 | 2010-09-21 | 2020-04-27 | $204 | $223 | -$19 | -$19 | |
| . FNMA REMIC TRUST | 2003-11-25 | 2020-04-27 | $87 | $85 | $2 | $2 | |
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2020-04-27 | $427 | $84 | $343 | $343 | ||
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2020-04-27 | $400 | -$400 | -$400 | |||
| . FANNIE MAE | 2014-07-11 | 2020-04-27 | $141 | $156 | -$15 | -$15 | |
| . FNMA REMIC TRUST | 2004-06-08 | 2020-04-27 | $81 | -$81 | -$81 | ||
| . FNMA REMIC TRUST | 2019-05-29 | 2020-04-27 | $206 | $128 | $78 | $78 | |
| . FNMA 2004-101 CL TB 5.5% 01/25/2035 DTD 12/01/2004 | 2014-08-29 | 2020-04-27 | $440 | $498 | -$58 | -$58 | |
| . FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004 | 2010-08-26 | 2020-04-27 | $3,181 | $3,312 | -$131 | -$131 | |
| . FANNIE MAE | 2020-04-27 | $246 | $264 | -$18 | -$18 | ||
| . FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007 | 2010-07-27 | 2020-04-27 | $44 | $48 | -$4 | -$4 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 2004-01-13 | 2020-04-27 | $67 | $68 | -$1 | -$1 | |
| . FANNIE MAE | 2004-01-08 | 2020-04-27 | $87 | $89 | -$2 | -$2 | |
| . FNMA BM3086 4% 08/01/32 | 2020-01-08 | 2020-04-27 | $308 | $325 | -$17 | -$17 | |
| . FNMA AB3678 3.5% 10/01/41 | 2011-10-26 | 2020-04-27 | $272 | $276 | -$4 | -$4 | |
| 5000. TELEFONICA EMISIONES SAU 5.134% 04/27/2020 DTD 04/26/2010 | 2015-01-15 | 2020-04-27 | $5,000 | $5,625 | -$625 | -$625 | |
| 13000. SM ENERGY CO 5.625% 06/01/2025 DTD 05/21/2015 | 2018-11-06 | 2020-04-29 | $3,705 | $12,513 | -$8,808 | -$8,808 | |
| . FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010 | 2020-04-30 | $436 | $451 | -$15 | -$15 | ||
| 216. ROYAL DUTCH SHELL PLC | 2017-11-01 | 2020-04-30 | $6,936 | $14,079 | -$7,143 | -$7,143 | |
| 554. ROYAL DUTCH SHELL PLC | 2017-11-01 | 2020-05-04 | $17,021 | $36,109 | -$19,088 | -$19,088 | |
| 13000. SM ENERGY CO 5.625% 06/01/2025 DTD 05/21/2015 | 2020-05-04 | $3,478 | $12,455 | -$8,977 | -$8,977 | ||
| 12000. GOODYEAR TIRE & RUBR 4.875% 03/15/2027 DTD 03/07/2017 | 2017-10-30 | 2020-05-05 | $9,900 | $12,177 | -$2,277 | -$2,277 | |
| 3170. INVESCO QQQ TRUST SERIES 1 | 2019-07-16 | 2020-05-06 | $696,553 | $613,671 | $82,882 | $82,882 | |
| 22071.827 DODGE & INTERNATIONAL STOCK FUND | 2014-10-29 | 2020-05-13 | $691,731 | $960,345 | -$268,614 | -$268,614 | |
| 250. BNP PARIBAS SPONS ADR REPSTG 1/4 SH | 2017-11-01 | 2020-05-14 | $3,458 | $9,659 | -$6,201 | -$6,201 | |
| 12. CACI INTL INC CL A | 2017-11-01 | 2020-05-14 | $2,734 | $1,707 | $1,027 | $1,027 | |
| 51. LHC GROUP INC | 2017-11-01 | 2020-05-14 | $7,308 | $2,434 | $4,874 | $4,874 | |
| 191. METHODE ELECTICS INC | 2017-11-01 | 2020-05-14 | $5,043 | $8,918 | -$3,875 | -$3,875 | |
| 209. SYKES ENTERPRISES INC COM | 2020-05-14 | $4,829 | $6,055 | -$1,226 | -$1,226 | ||
| 290. UNITED OVERSEAS BK LTD SPONS ADR | 2017-11-01 | 2020-05-14 | $7,897 | $10,611 | -$2,714 | -$2,714 | |
| . FHLMC GOLD G18175 5.5% 04/01/22 | 2014-02-07 | 2020-05-15 | $228 | $247 | -$19 | -$19 | |
| . FHLMC GOLD G30846 4% 01/01/34 | 2020-01-08 | 2020-05-15 | $742 | $791 | -$49 | -$49 | |
| . FREDDIE MAC | 2020-05-15 | $44 | $44 | ||||
| . FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010 | 2015-05-21 | 2020-05-15 | $693 | $720 | -$27 | -$27 | |
| . FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011 | 2017-12-01 | 2020-05-15 | $490 | $517 | -$27 | -$27 | |
| . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 | 2012-01-06 | 2020-05-15 | $614 | $660 | -$46 | -$46 | |
| . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 | 2012-01-19 | 2020-05-15 | $2,104 | $2,231 | -$127 | -$127 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2019-08-22 | 2020-05-15 | $364 | $263 | $101 | $101 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2014-07-11 | 2020-05-15 | $133 | -$133 | -$133 | ||
| . FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003 | 2014-12-17 | 2020-05-15 | $221 | $252 | -$31 | -$31 | |
| . FEDERAL HOME LN MTG CORP MULTICLASS | 2010-07-14 | 2020-05-15 | $100 | $103 | -$3 | -$3 | |
| . FHLMC REMIC | 2004-01-08 | 2020-05-15 | $61 | $60 | $1 | $1 | |
| . FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004 | 2010-07-13 | 2020-05-15 | $105 | $112 | -$7 | -$7 | |
| . FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005 | 2015-12-09 | 2020-05-15 | $238 | $269 | -$31 | -$31 | |
| . FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005 | 2012-02-28 | 2020-05-15 | $205 | $231 | -$26 | -$26 | |
| . FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005 | 2012-10-10 | 2020-05-15 | $446 | $518 | -$72 | -$72 | |
| . FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006 | 2012-10-11 | 2020-05-15 | $250 | $281 | -$31 | -$31 | |
| . FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006 | 2011-01-19 | 2020-05-15 | $195 | $211 | -$16 | -$16 | |
| . FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007 | 2011-10-14 | 2020-05-15 | $186 | $205 | -$19 | -$19 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2020-05-15 | $345 | $376 | -$31 | -$31 | ||
| . FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007 | 2011-01-18 | 2020-05-15 | $57 | $60 | -$3 | -$3 | |
| . FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009 | 2010-09-16 | 2020-05-15 | $16 | $17 | -$1 | -$1 | |
| . FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009 | 2020-05-15 | $294 | $317 | -$23 | -$23 | ||
| 25000. FORD CR FLOORPLAN MASTER OWNER TR A 2017-1 CL A1 2.07% 05/15/20 | 2018-09-05 | 2020-05-15 | $25,000 | $24,578 | $422 | $422 | |
| . GNMA GTD PASS THRU CTF | 1999-09-14 | 2020-05-15 | $7 | $7 | |||
| . GNMA GTD PASS THRU CTF | 2000-12-06 | 2020-05-15 | $32 | $31 | $1 | $1 | |
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2020-05-15 | $7,484 | $5,018 | $2,466 | $2,466 | ||
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2018-08-30 | 2020-05-15 | $2,434 | -$2,434 | -$2,434 | ||
| 34000. SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07 | 2018-09-18 | 2020-05-15 | $276 | $274 | $2 | $2 | |
| 67. SYKES ENTERPRISES INC COM | 2017-11-01 | 2020-05-15 | $1,569 | $1,940 | -$371 | -$371 | |
| . AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-2 2017-2 CL B 2.4% | 2017-05-09 | 2020-05-18 | $4,973 | $4,972 | $1 | $1 | |
| . GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003 | 2014-07-18 | 2020-05-18 | $249 | $280 | -$31 | -$31 | |
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2020-02-21 | 2020-05-18 | $835 | -$835 | -$835 | ||
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2014-12-03 | 2020-05-18 | $1,034 | $310 | $724 | $724 | |
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2020-04-09 | 2020-05-18 | $165 | $37 | $128 | $128 | |
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2020-05-18 | $143 | -$143 | -$143 | |||
| . GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005 | 2015-01-08 | 2020-05-18 | $738 | $834 | -$96 | -$96 | |
| . GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007 | 2010-09-22 | 2020-05-18 | $124 | $135 | -$11 | -$11 | |
| . HONDA AUTO RECEIVABLES OWNER TR 2018-2 CL A3 3.01% 05/18/2022 DTD | 2018-05-22 | 2020-05-18 | $2,428 | $2,428 | |||
| . GNMA II | 1999-01-20 | 2020-05-20 | $94 | $92 | $2 | $2 | |
| . GNMA 2 POOL #002699C 6.000% 1/20/29 | 1999-02-04 | 2020-05-20 | $32 | $31 | $1 | $1 | |
| . GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003 | 2017-08-08 | 2020-05-20 | $848 | $910 | -$62 | -$62 | |
| . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 | 2017-04-28 | 2020-05-20 | $348 | $383 | -$35 | -$35 | |
| . GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004 | 2020-05-20 | $686 | $758 | -$72 | -$72 | ||
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2020-04-09 | 2020-05-20 | $446 | $100 | $346 | $346 | |
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2020-05-20 | $387 | -$387 | -$387 | |||
| . GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005 | 2016-07-06 | 2020-05-20 | $252 | $280 | -$28 | -$28 | |
| 125. BOC HONG KONG HLDGS LTD SPONS ADR | 2020-05-26 | $7,133 | $12,038 | -$4,905 | -$4,905 | ||
| . FNMA REMIC 92-188-PZ 7.500% 10/25/22 | 2002-02-12 | 2020-05-26 | $90 | $95 | -$5 | -$5 | |
| . FNMA 2013-85 CL AG 2.5% 08/25/2028 DTD 07/01/2013 | 2020-01-08 | 2020-05-26 | $1,414 | $1,419 | -$5 | -$5 | |
| . FNMA 254229 6.5% 02/01/22 | 2014-01-17 | 2020-05-26 | $270 | $298 | -$28 | -$28 | |
| . FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010 | 2020-05-26 | $17,945 | $18,550 | -$605 | -$605 | ||
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 1998-08-14 | 2020-05-26 | $2 | $2 | |||
| . FNMA 444540 6% 11/01/23 | 2014-02-10 | 2020-05-26 | $74 | $83 | -$9 | -$9 | |
| . FNMA AL4181 5% 09/01/25 | 2013-11-26 | 2020-05-26 | $127 | $135 | -$8 | -$8 | |
| . FNMA AN3047 2.37% 10/01/26 | 2017-05-12 | 2020-05-26 | $85 | $85 | |||
| . FNMA AS9980 4% 06/01/44 | 2017-08-17 | 2020-05-26 | $669 | $711 | -$42 | -$42 | |
| . FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001 | 2014-07-11 | 2020-05-26 | $260 | $289 | -$29 | -$29 | |
| . FEDERAL NATL MTG ASSN GTD REMIC PASS | 2002-09-17 | 2020-05-26 | $42 | $44 | -$2 | -$2 | |
| . FANNIE MAE | 2015-04-20 | 2020-05-26 | $200 | $218 | -$18 | -$18 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2020-02-21 | 2020-05-26 | $58 | -$58 | -$58 | ||
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2020-05-26 | $788 | $783 | $5 | $5 | ||
| . FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003 | 2010-09-21 | 2020-05-26 | $175 | $191 | -$16 | -$16 | |
| . FNMA REMIC TRUST | 2003-11-25 | 2020-05-26 | $78 | $77 | $1 | $1 | |
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2020-05-26 | $1,698 | -$1,698 | -$1,698 | |||
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2020-05-26 | $1,812 | $354 | $1,458 | $1,458 | ||
| . FANNIE MAE | 2014-07-11 | 2020-05-26 | $260 | $287 | -$27 | -$27 | |
| . FNMA REMIC TRUST | 2004-06-08 | 2020-05-26 | $86 | -$86 | -$86 | ||
| . FNMA REMIC TRUST | 2019-05-29 | 2020-05-26 | $218 | $135 | $83 | $83 | |
| . FNMA 2004-101 CL TB 5.5% 01/25/2035 DTD 12/01/2004 | 2014-08-29 | 2020-05-26 | $109 | $123 | -$14 | -$14 | |
| . FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004 | 2010-08-26 | 2020-05-26 | $3,101 | $3,229 | -$128 | -$128 | |
| . FANNIE MAE | 2020-05-26 | $171 | $184 | -$13 | -$13 | ||
| . FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007 | 2010-07-27 | 2020-05-26 | $12 | $13 | -$1 | -$1 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 2004-01-13 | 2020-05-26 | $73 | $74 | -$1 | -$1 | |
| . FANNIE MAE | 2004-01-08 | 2020-05-26 | $8 | $8 | |||
| . FNMA BM3086 4% 08/01/32 | 2020-01-08 | 2020-05-26 | $1,987 | $2,097 | -$110 | -$110 | |
| . FNMA AB3678 3.5% 10/01/41 | 2011-10-26 | 2020-05-26 | $435 | $442 | -$7 | -$7 | |
| 13640. ISHARES MSCI CHINA ETF | 2020-05-26 | $821,308 | $857,379 | -$36,071 | -$36,071 | ||
| . UNITED BANKSHARES INC | 2020-05-26 | $8 | $8 | $8 | |||
| 4157. INVESCO QQQ TRUST SERIES 1 | 2020-05-27 | $955,739 | $785,864 | $169,875 | $169,875 | ||
| 67309.381 VANGUARD TOT BD MKT IDX-ADM | 2020-05-27 | $775,404 | $772,560 | $2,844 | $2,844 | ||
| 147. EASTERLY GOVERNMENT PROPERTI | 2018-03-21 | 2020-05-28 | $3,698 | $2,811 | $887 | $887 | |
| 19. LHC GROUP INC | 2017-11-01 | 2020-05-28 | $3,080 | $907 | $2,173 | $2,173 | |
| 42. OLLIE'S BARGAIN OUTLET HOLDI | 2020-04-15 | 2020-05-28 | $3,755 | $2,220 | $1,535 | $1,535 | |
| 7000. VIACOMCBS INC VAR RT 02/28/2057 DTD 02/28/2017 | 2020-05-28 | $6,650 | $7,179 | -$529 | -$529 | ||
| 17. LHC GROUP INC | 2017-11-01 | 2020-05-29 | $2,707 | $811 | $1,896 | $1,896 | |
| 225. BOC HONG KONG HLDGS LTD SPONS ADR | 2020-06-02 | $13,185 | $20,877 | -$7,692 | -$7,692 | ||
| 120. MMC NORILSK NICKEL PJSC-ADR | 2017-11-01 | 2020-06-03 | $3,853 | $2,321 | $1,532 | $1,532 | |
| 507. ORKLA ASA-SPON ADR | 2017-11-01 | 2020-06-03 | $4,494 | $5,024 | -$530 | -$530 | |
| 410. SINGAPORE TELECOMM LTD SPONS ADR NEW | 2020-04-14 | 2020-06-03 | $7,442 | $8,220 | -$778 | -$778 | |
| 22000. XEROX CORPORATION 3.625% 03/15/2023 DTD 09/11/2017 | 2020-06-03 | $21,890 | $20,903 | $987 | $987 | ||
| 13000. NIELSEN FIN LLC/CO 4.5% 10/01/2020 DTD 08/27/2013 | 2017-10-30 | 2020-06-04 | $13,000 | $13,022 | -$22 | -$22 | |
| 70. DIAGEO PLC SPONSORED ADR NEW | 2017-11-01 | 2020-06-05 | $10,357 | $9,500 | $857 | $857 | |
| 270. NN GROUP NV - UNSPON ADR | 2020-06-05 | $4,739 | $5,755 | -$1,016 | -$1,016 | ||
| 558. ORKLA ASA-SPON ADR | 2017-11-01 | 2020-06-05 | $5,079 | $5,530 | -$451 | -$451 | |
| 425. TELEFONICA BRASIL-ADR PREF | 2017-11-01 | 2020-06-05 | $4,078 | $6,612 | -$2,534 | -$2,534 | |
| 37628. ISHARES GOLD TRUST | 2020-06-09 | $615,622 | $580,089 | $35,533 | $35,533 | ||
| 8304. ISHARES GOLD TRUST | 2018-03-19 | 2020-06-09 | $135,860 | $105,087 | $30,773 | $30,773 | |
| 305. IMPERIAL BRANDS PLC-SPON ADR | 2017-11-01 | 2020-06-10 | $5,959 | $12,603 | -$6,644 | -$6,644 | |
| 37.431 FIDELITY 500 INDEX-INST PRM | 2018-02-26 | 2020-06-11 | $3,910 | $3,647 | $263 | $263 | |
| 7065.307 FIDELITY 500 INDEX-INST PRM | 2020-03-04 | 2020-06-11 | $737,971 | $769,341 | -$31,370 | -$31,370 | |
| . FHLMC GOLD G18175 5.5% 04/01/22 | 2014-02-07 | 2020-06-15 | $391 | $423 | -$32 | -$32 | |
| . FHLMC GOLD G30846 4% 01/01/34 | 2020-01-08 | 2020-06-15 | $751 | $801 | -$50 | -$50 | |
| . FREDDIE MAC | 2020-06-15 | $146 | $148 | -$2 | -$2 | ||
| . FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010 | 2015-05-21 | 2020-06-15 | $776 | $806 | -$30 | -$30 | |
| . FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011 | 2017-12-01 | 2020-06-15 | $798 | $841 | -$43 | -$43 | |
| . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 | 2012-01-06 | 2020-06-15 | $789 | $849 | -$60 | -$60 | |
| . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 | 2012-01-19 | 2020-06-15 | $1,401 | $1,485 | -$84 | -$84 | |
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2014-07-11 | 2020-06-15 | $333 | -$333 | -$333 | ||
| . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 | 2019-08-22 | 2020-06-15 | $911 | $660 | $251 | $251 | |
| . FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003 | 2014-12-17 | 2020-06-15 | $212 | $242 | -$30 | -$30 | |
| . FEDERAL HOME LN MTG CORP MULTICLASS | 2010-07-14 | 2020-06-15 | $144 | $148 | -$4 | -$4 | |
| . FHLMC REMIC | 2004-01-08 | 2020-06-15 | $60 | $59 | $1 | $1 | |
| . FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004 | 2010-07-13 | 2020-06-15 | $78 | $83 | -$5 | -$5 | |
| . FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005 | 2015-12-09 | 2020-06-15 | $276 | $312 | -$36 | -$36 | |
| . FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005 | 2012-02-28 | 2020-06-15 | $952 | $1,075 | -$123 | -$123 | |
| . FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005 | 2012-10-10 | 2020-06-15 | $466 | $541 | -$75 | -$75 | |
| . FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006 | 2012-10-11 | 2020-06-15 | $159 | $179 | -$20 | -$20 | |
| . FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006 | 2011-01-19 | 2020-06-15 | $298 | $324 | -$26 | -$26 | |
| . FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007 | 2011-10-14 | 2020-06-15 | $556 | $613 | -$57 | -$57 | |
| . FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007 | 2020-06-15 | $818 | $891 | -$73 | -$73 | ||
| . FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007 | 2011-01-18 | 2020-06-15 | $21 | $22 | -$1 | -$1 | |
| . FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009 | 2010-09-16 | 2020-06-15 | $16 | $17 | -$1 | -$1 | |
| . FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009 | 2020-06-15 | $341 | $367 | -$26 | -$26 | ||
| . GNMA GTD PASS THRU CTF | 1999-09-14 | 2020-06-15 | $7 | $7 | |||
| . GNMA GTD PASS THRU CTF | 2000-12-06 | 2020-06-15 | $44 | $43 | $1 | $1 | |
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2020-06-15 | $7,475 | $5,012 | $2,463 | $2,463 | ||
| . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD | 2018-08-30 | 2020-06-15 | $2,431 | -$2,431 | -$2,431 | ||
| . GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003 | 2014-07-18 | 2020-06-16 | $293 | $330 | -$37 | -$37 | |
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2020-02-21 | 2020-06-16 | $474 | -$474 | -$474 | ||
| . GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003 | 2014-12-03 | 2020-06-16 | $587 | $176 | $411 | $411 | |
| . GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007 | 2010-09-22 | 2020-06-16 | $115 | $125 | -$10 | -$10 | |
| 95. UNILEVER N V NEW YORK SHS NEW | 2017-11-01 | 2020-06-16 | $5,197 | $5,495 | -$298 | -$298 | |
| . AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-2 2017-2 CL B 2.4% | 2017-05-09 | 2020-06-18 | $4,739 | $4,738 | $1 | $1 | |
| . GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005 | 2015-01-08 | 2020-06-18 | $419 | $474 | -$55 | -$55 | |
| . HONDA AUTO RECEIVABLES OWNER TR 2018-2 CL A3 3.01% 05/18/2022 DTD | 2018-05-22 | 2020-06-18 | $2,572 | $2,572 | |||
| 33. FRANKLIN ELECTRIC INC | 2017-11-01 | 2020-06-19 | $1,685 | $1,498 | $187 | $187 | |
| 44. FRANKLIN ELECTRIC INC | 2017-11-01 | 2020-06-22 | $2,205 | $1,997 | $208 | $208 | |
| . GNMA II | 1999-01-20 | 2020-06-22 | $63 | $62 | $1 | $1 | |
| . GNMA 2 POOL #002699C 6.000% 1/20/29 | 1999-02-04 | 2020-06-22 | $33 | $33 | |||
| . GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003 | 2017-08-08 | 2020-06-22 | $1,104 | $1,185 | -$81 | -$81 | |
| . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 | 2017-04-28 | 2020-06-22 | $361 | $398 | -$37 | -$37 | |
| . GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004 | 2020-06-22 | $693 | $766 | -$73 | -$73 | ||
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2020-06-22 | $332 | -$332 | -$332 | |||
| . GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004 | 2020-04-09 | 2020-06-22 | $382 | $85 | $297 | $297 | |
| . GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005 | 2016-07-06 | 2020-06-22 | $438 | $487 | -$49 | -$49 | |
| 5000. PRUDENTIAL FINL INC SR NTS MTN 5.375% 06/21/2020 DTD | 2014-08-21 | 2020-06-22 | $5,000 | $5,738 | -$738 | -$738 | |
| . FNMA REMIC 92-188-PZ 7.500% 10/25/22 | 2002-02-12 | 2020-06-25 | $57 | $60 | -$3 | -$3 | |
| . FNMA 2013-85 CL AG 2.5% 08/25/2028 DTD 07/01/2013 | 2020-01-08 | 2020-06-25 | $1,628 | $1,634 | -$6 | -$6 | |
| . FNMA 254229 6.5% 02/01/22 | 2014-01-17 | 2020-06-25 | $319 | $352 | -$33 | -$33 | |
| . FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010 | 2020-06-25 | $8,516 | $8,803 | -$287 | -$287 | ||
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 1998-08-14 | 2020-06-25 | $2 | $2 | |||
| . FNMA 444540 6% 11/01/23 | 2014-02-10 | 2020-06-25 | $75 | $83 | -$8 | -$8 | |
| . FNMA AL4181 5% 09/01/25 | 2013-11-26 | 2020-06-25 | $126 | $134 | -$8 | -$8 | |
| . FNMA AN3047 2.37% 10/01/26 | 2017-05-12 | 2020-06-25 | $80 | $80 | |||
| . FNMA AS9980 4% 06/01/44 | 2017-08-17 | 2020-06-25 | $1,215 | $1,290 | -$75 | -$75 | |
| . FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001 | 2014-07-11 | 2020-06-25 | $379 | $421 | -$42 | -$42 | |
| . FEDERAL NATL MTG ASSN GTD REMIC PASS | 2002-09-17 | 2020-06-25 | $38 | $41 | -$3 | -$3 | |
| . FANNIE MAE | 2015-04-20 | 2020-06-25 | $63 | $69 | -$6 | -$6 | |
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2020-06-25 | $1,291 | $1,282 | $9 | $9 | ||
| . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 | 2020-02-21 | 2020-06-25 | $95 | -$95 | -$95 | ||
| . FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003 | 2010-09-21 | 2020-06-25 | $198 | $215 | -$17 | -$17 | |
| . FNMA REMIC TRUST | 2003-11-25 | 2020-06-25 | $89 | $86 | $3 | $3 | |
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2020-06-25 | $505 | -$505 | -$505 | |||
| . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 | 2020-06-25 | $539 | $105 | $434 | $434 | ||
| . FANNIE MAE | 2014-07-11 | 2020-06-25 | $121 | $133 | -$12 | -$12 | |
| . FNMA REMIC TRUST | 2020-06-25 | $200 | $203 | -$3 | -$3 | ||
| . FNMA 2004-101 CL TB 5.5% 01/25/2035 DTD 12/01/2004 | 2014-08-29 | 2020-06-25 | $580 | $657 | -$77 | -$77 | |
| . FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004 | 2010-08-26 | 2020-06-25 | $2,780 | $2,894 | -$114 | -$114 | |
| . FANNIE MAE | 2020-06-25 | $301 | $324 | -$23 | -$23 | ||
| . FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007 | 2010-07-27 | 2020-06-25 | $87 | $94 | -$7 | -$7 | |
| . FEDERAL NATL MTG ASSN GTD MTG PASS | 2004-01-13 | 2020-06-25 | $84 | $85 | -$1 | -$1 | |
| . FANNIE MAE | 2004-01-08 | 2020-06-25 | $8 | $8 | |||
| . FNMA BM3086 4% 08/01/32 | 2020-01-08 | 2020-06-25 | $600 | $633 | -$33 | -$33 | |
| . FNMA AB3678 3.5% 10/01/41 | 2011-10-26 | 2020-06-25 | $214 | $218 | -$4 | -$4 | |
| . MASTR ALTERNATIVE LN TR 2004-8 MTG | 2006-01-09 | 2020-06-25 | |||||
| 80. METHODE ELECTICS INC | 2017-11-01 | 2020-06-29 | $2,499 | $3,735 | -$1,236 | -$1,236 | |
| 1. AP VIII (APAX) PRIVATE INVESTORS OFFSHORE LP - CLASS A (NON-SELF | 2011-01-01 | 2020-06-30 | $73,370 | $74,358 | -$988 | -$988 | |
| 1. AREA EF IV PRIVATE INVESTORS | 2011-01-01 | 2020-06-30 | $231,164 | $234,372 | -$3,208 | -$3,208 | |
| 1. BLACKSTONE REAL ESTATE VII PRIVATE INVESTORS, LP (BREP OFFSHORE) CL | 2011-01-01 | 2020-06-30 | $260,558 | $62,756 | $197,802 | $197,802 | |
| 1. GSO PRIVATE INVESTORS OFFSHORE II, LP CLASS A - NON-SELF DEALING | 2011-01-01 | 2020-06-30 | $84,550 | $86,010 | -$1,460 | -$1,460 | |
| 1. YORK EUROPEAN OPPORTUNITIES UNIT TRUST CLASS A - NEW ISSUES | 2011-01-01 | 2020-06-30 | $1,720,072 | $1,873,000 | -$152,928 | -$152,928 | |
| 200. METHODE ELECTICS INC | 2020-06-30 | $6,193 | $9,105 | -$2,912 | -$2,912 | ||
| 1. SILVER LAKE PARTNERS IV (SLP IV) PRIVATE INVESTORS, L.P. (OFFSHORE | 2011-01-01 | 2020-06-30 | $267,720 | $287,279 | -$19,559 | -$19,559 | |
| CAPITAL GAIN DIVIDENDS | $724,342 | P |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Capital Gain Net Income | $592,199 | CapitalGainNetIncomeAmt |
Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Liable Section4942 Tax | false | LiableSection4942TaxInd |
| Adjusted Qlfy Distri Yr1 | $3,980,307 | AdjustedQlfyDistriYr1Amt |
| Net Vl Noncharitable Assets Yr1 | $76,390,359 | NetVlNoncharitableAssetsYr1Amt |
| Distribution Yr1 | 0.052105 | DistributionYr1Rt |
| Adjusted Qlfy Distri Yr2 | $3,346,911 | AdjustedQlfyDistriYr2Amt |
| Net Vl Noncharitable Assets Yr2 | $78,189,224 | NetVlNoncharitableAssetsYr2Amt |
| Distribution Yr2 | 0.042805 | DistributionYr2Rt |
| Adjusted Qlfy Distri Yr3 | $3,867,192 | AdjustedQlfyDistriYr3Amt |
| Net Vl Noncharitable Assets Yr3 | $73,718,762 | NetVlNoncharitableAssetsYr3Amt |
| Distribution Yr3 | 0.052459 | DistributionYr3Rt |
| Adjusted Qlfy Distri Yr4 | $3,935,627 | AdjustedQlfyDistriYr4Amt |
| Net Vl Noncharitable Assets Yr4 | $76,385,339 | NetVlNoncharitableAssetsYr4Amt |
| Distribution Yr4 | 0.051523 | DistributionYr4Rt |
| Adjusted Qlfy Distri Yr5 | $3,472,368 | AdjustedQlfyDistriYr5Amt |
| Net Vl Noncharitable Assets Yr5 | $81,440,970 | NetVlNoncharitableAssetsYr5Amt |
| Distribution Yr5 | 0.042637 | DistributionYr5Rt |
| Total Distribution | 0.241529 | TotalDistributionRt |
| Average Distribution | 0.048306 | AverageDistributionRt |
| Net Vl Noncharitable Assets | $77,321,199 | NetVlNoncharitableAssetsAmt |
| Adj Net Vl Noncharitable Assets | $3,735,078 | AdjNetVlNoncharitableAssetsAmt |
| Net Investment Income Pct | $31,052 | NetInvestmentIncomePctAmt |
| Adj Nonchrtbl Net Invst Incm Pct | $3,766,130 | AdjNonchrtblNetInvstIncmPctAmt |
| Qualifying Distributions | $3,725,456 | QualifyingDistributionsAmt |
Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Investment Income Excise Tax | $62,105 | InvestmentIncomeExciseTaxAmt |
| Tax Under Section511 | $0 | TaxUnderSection511Amt |
| Subtotal | $62,105 | SubtotalAmt |
| Subtitle A Tax | $0 | SubtitleATaxAmt |
| Tax Based On Investment Income | $62,105 | TaxBasedOnInvestmentIncomeAmt |
| Estimated Plus Ovpmt Incm Tx | $82,341 | EstimatedPlusOvpmtIncmTxAmt |
| Extsn Request Income Tax Paid | $40,000 | ExtsnRequestIncomeTaxPaidAmt |
| Total Payments And Credits | $122,341 | TotalPaymentsAndCreditsAmt |
| Form2220 Attached | Yes (X) | Form2220AttachedInd |
| Es Penalty | $0 | EsPenaltyAmt |
| Overpayment | $60,236 | OverpaymentAmt |
| Applied To ES Tax | $60,236 | AppliedToESTaxAmt |
| Refund | $0 | RefundAmt |
Statements Regarding Acty StatementsRegardingActyGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Legislative Political Acty | false | LegislativePoliticalActyInd |
| More Than100 Spent | false | MoreThan100SpentInd |
| Form1120 POL Filed | false | Form1120POLFiledInd |
| Activities Not Previously Rpt | false | ActivitiesNotPreviouslyRptInd |
| Changes To Articles Or Bylaws | false | ChangesToArticlesOrBylawsInd |
| Unrelated Bus Incm Over Limit | false | UnrelatedBusIncmOverLimitInd |
| Organization Dissolved Etc | false | OrganizationDissolvedEtcInd |
| Section508e Rqr Satisfied | Yes (true) | Section508eRqrSatisfiedInd |
| At Least5000 In Assets | Yes (true) | AtLeast5000InAssetsInd |
| Org Report Or Register State | TX | OrgReportOrRegisterStateCd |
| Form990 PF Filed With Atty Gen | Yes (true) | Form990PFFiledWithAttyGenInd |
| Private Operating Foundation | false | PrivateOperatingFoundationInd |
| New Substantial Contributors | false | NewSubstantialContributorsInd |
| Own Controlled Entity | false | OwnControlledEntityInd |
| Donor Advised Fund | false | DonorAdvisedFundInd |
| Comply With Public Insp Rqr | Yes (true) | ComplyWithPublicInspRqrInd |
Persons With Books Name PersonsWithBooksName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | JPMORGAN CHASE BANK NA | BusinessNameLine1Txt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Phone | 8004962583 | PhoneNum |
Location Of Books US Address LocationOfBooksUSAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 10 S DEARBORN ST MC IL 1-0111 | AddressLine1Txt |
| City | CHICAGO | CityNm |
| State Abbreviation | IL | StateAbbreviationCd |
| ZIP | 60603 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Foreign Accounts Question | false | ForeignAccountsQuestionInd |
Statements Regarding Acty4720 StatementsRegardingActy4720Grp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Sale Or Exch Disqualified Prsn | false | SaleOrExchDisqualifiedPrsnInd |
| Brrw Or Lend Disqualified Prsn | false | BrrwOrLendDisqualifiedPrsnInd |
| Furn Goods Disqualified Prsn | false | FurnGoodsDisqualifiedPrsnInd |
| Pay Comp Disqualified Prsn | Yes (true) | PayCompDisqualifiedPrsnInd |
| Transfer Ast Disqualified Prsn | false | TransferAstDisqualifiedPrsnInd |
| Payment To Government Official | false | PaymentToGovernmentOfficialInd |
| Acts Fail To Qlfy As Exceptions | false | ActsFailToQlfyAsExceptionsInd |
| Uncorrected Prior Acts | false | UncorrectedPriorActsInd |
| Undistributed Income PY | false | UndistributedIncomePYInd |
| Business Holdings | false | BusinessHoldingsInd |
| Jeopardy Investments | false | JeopardyInvestmentsInd |
| Uncorrected PY Jeopardy Invst | false | UncorrectedPYJeopardyInvstInd |
| Influence Legislation | false | InfluenceLegislationInd |
| Influence Election | false | InfluenceElectionInd |
| Grants To Individuals | false | GrantsToIndividualsInd |
| Grants To Organizations | false | GrantsToOrganizationsInd |
| Noncharitable Purpose | false | NoncharitablePurposeInd |
| Rcv Fnds To Pay Prsnl Bnft Cntrct | false | RcvFndsToPayPrsnlBnftCntrctInd |
| Pay Premiums Prsnl Bnft Cntrct | false | PayPremiumsPrsnlBnftCntrctInd |
| Prohibited Tax Shelter Trans | false | ProhibitedTaxShelterTransInd |
| Subj To Tax Rmnrtn Ex Prcht Pymt | false | SubjToTaxRmnrtnExPrchtPymtInd |
Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp
Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp (7 entries)
| Address Line1USAddress/AddressLine1Txt | CityUSAddress/CityNm | State AbbreviationUSAddress/StateAbbreviationCd | ZIPUSAddress/ZIPCd | TitleTitleTxt | Average Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRt | CompensationCompensationAmt |
|---|---|---|---|---|---|---|
| JP MORGAN CHASE BANK NA | ||||||
| 10 S DEARBORN ST MC IL 1-0111 | CHICAGO | IL | 60603 | Trustee | 2 | $445,732 |
| JORDAN PARTEE | ||||||
| 110 W 22ND STREET | BIG SPRING | TX | 79720 | BOARD MEMBER | 2 | $0 |
| SUE PARTEE | ||||||
| 110 W 22ND STREET | BIG SPRING | TX | 79720 | BOARD MEMBER | 2 | $0 |
| MINDY PARTEE | ||||||
| 110 W 22ND STEET | BIG SPRING | TX | 79720 | BOARD MEMBER | 2 | $0 |
| ELOISE CANTER TAYLOR | ||||||
| PO BOX 619 | CHRISTOVAL | TX | 76935 | BOARD MEMBER | 2 | $0 |
| STAN PARTEE | ||||||
| 110 W 22ND STREET | BIG SPRING | TX | 79720 | BOARD MEMBER | 2 | $0 |
| TIM YATES | ||||||
| PO BOX 528 | BIG SPRING | TX | 79721 | BOARD MEMBER | 2 | $0 |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Comp Of Hghst Pd Empl Or NONE | NONE | CompOfHghstPdEmplOrNONETxt |
| Other Employee Paid Over50k | 0 | OtherEmployeePaidOver50kCnt |
| Comp Of Hghst Pd Cntrct Or NONE | NONE | CompOfHghstPdCntrctOrNONETxt |
| Contractor Paid Over50k | 0 | ContractorPaidOver50kCnt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Summary Of Direct Chrtbl Acty | SummaryOfDirectChrtblActyGrp | |
| Sum Of Program Related Invst | SumOfProgramRelatedInvstGrp |
Minimum Investment Return MinimumInvestmentReturnGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Average Monthly FMV Of Sec | $71,998,263 | AverageMonthlyFMVOfSecAmt |
| Average Monthly Cash Balances | $2,140,169 | AverageMonthlyCashBalancesAmt |
| FMV All Other Noncharitable Ast | $4,360,247 | FMVAllOtherNoncharitableAstAmt |
| Total FMV Of Unused Assets | $78,498,679 | TotalFMVOfUnusedAssetsAmt |
| Reduction Claimed | $0 | ReductionClaimedAmt |
| Acquisition Indebtedness | $0 | AcquisitionIndebtednessAmt |
| Adjusted Total FMV Of Unused Ast | $78,498,679 | AdjustedTotalFMVOfUnusedAstAmt |
| Cash Deemed Charitable | $1,177,480 | CashDeemedCharitableAmt |
| Net Vl Noncharitable Assets | $77,321,199 | NetVlNoncharitableAssetsAmt |
| Minimum Investment Return | $3,866,060 | MinimumInvestmentReturnAmt |
Distributable Amount DistributableAmountGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Minimum Investment Return | $3,866,060 | MinimumInvestmentReturnAmt |
| Tax Based On Investment Income | $62,105 | TaxBasedOnInvestmentIncomeAmt |
| Total Tax | $62,105 | TotalTaxAmt |
| Distributable Before Adj | $3,803,955 | DistributableBeforeAdjAmt |
| Recoveries Qualfied Distri | $0 | RecoveriesQualfiedDistriAmt |
| Distributable Before Ded | $3,803,955 | DistributableBeforeDedAmt |
| Deduction From Distributable | $0 | DeductionFromDistributableAmt |
| Distributable As Adjusted | $3,803,955 | DistributableAsAdjustedAmt |
Qualifying Distri Part XII QualifyingDistriPartXIIGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Expenses And Contributions | $3,725,456 | ExpensesAndContributionsAmt |
| Program Related Invst Total | $0 | ProgramRelatedInvstTotalAmt |
| Charitable Assets Acquis Paid | $0 | CharitableAssetsAcquisPaidAmt |
| Set Aside Suitability Test | $0 | SetAsideSuitabilityTestAmt |
| Set Aside Cash Distri Test | $0 | SetAsideCashDistriTestAmt |
| Qualifying Distributions | $3,725,456 | QualifyingDistributionsAmt |
| Pct Sect4940e Org Net Invst Incm | $0 | PctSect4940eOrgNetInvstIncmAmt |
| Adjusted Qualifying Distri | $3,725,456 | AdjustedQualifyingDistriAmt |
Undistributed Income UndistributedIncomeGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Distributable As Adjusted | $3,803,955 | DistributableAsAdjustedAmt |
| Undistributed Income PY | $3,466,121 | UndistributedIncomePYAmt |
| Total For Prior Years | $0 | TotalForPriorYearsAmt |
| Excess Distribution Cyov Yr5 | $0 | ExcessDistributionCyovYr5Amt |
| Excess Distribution Cyov Yr4 | $0 | ExcessDistributionCyovYr4Amt |
| Excess Distribution Cyov Yr3 | $0 | ExcessDistributionCyovYr3Amt |
| Excess Distribution Cyov Yr2 | $0 | ExcessDistributionCyovYr2Amt |
| Excess Distribution Cyov Yr1 | $0 | ExcessDistributionCyovYr1Amt |
| Total Excess Distribution Cyov | $0 | TotalExcessDistributionCyovAmt |
| Qualifying Distributions | $3,725,456 | QualifyingDistributionsAmt |
| Applied To Year1 | $3,466,121 | AppliedToYear1Amt |
| Applied To Prior Years | $0 | AppliedToPriorYearsAmt |
| Treated As Distri From Corpus | $0 | TreatedAsDistriFromCorpusAmt |
| Applied To Current Year | $259,335 | AppliedToCurrentYearAmt |
| Remaining Distri From Corpus | $0 | RemainingDistriFromCorpusAmt |
| Excess Distri Cyov App CY Corpus | $0 | ExcessDistriCyovAppCYCorpusAmt |
| Excess Distribution Cyov App CY | $0 | ExcessDistributionCyovAppCYAmt |
| Total Corpus | $0 | TotalCorpusAmt |
| Prior Year Undistributed Incm | $0 | PriorYearUndistributedIncmAmt |
| Prior Year Deficiency Or Tax | $0 | PriorYearDeficiencyOrTaxAmt |
| Taxable1 | $0 | Taxable1Amt |
| Taxable2 | $0 | Taxable2Amt |
| Undistributed Income CY | $3,544,620 | UndistributedIncomeCYAmt |
| Corpus Distri170b1 E Or4942g3 | $0 | CorpusDistri170b1EOr4942g3Amt |
| Excess Distri Cyov From Yr5 | $0 | ExcessDistriCyovFromYr5Amt |
| Excess Distri Cyov To Next Yr | $0 | ExcessDistriCyovToNextYrAmt |
| Excess From Year4 | $0 | ExcessFromYear4Amt |
| Excess From Year3 | $0 | ExcessFromYear3Amt |
| Excess From Year2 | $0 | ExcessFromYear2Amt |
| Excess From Year1 | $0 | ExcessFromYear1Amt |
| Excess From Current Year | $0 | ExcessFromCurrentYearAmt |
Supplementary Information SupplementaryInformationGrp
Application Submission Info ApplicationSubmissionInfoGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Recipient Person | JP MORGAN CHASE BANK N A | RecipientPersonNm |
Recipient US Address RecipientUSAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | PO BOX 2050 | AddressLine1Txt |
| City | FORT WORTH | CityNm |
| State Abbreviation | TX | StateAbbreviationCd |
| ZIP | 76113 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Recipient Phone | 8178844737 | RecipientPhoneNum |
| Form And Info And Materials | NAME, PURPOSE, AMOUNT, BOARD MEMBERS COPY OF EXEMPTION LETTER | FormAndInfoAndMaterialsTxt |
| Submission Deadlines | SEPTEMBER 30 | SubmissionDeadlinesTxt |
| Restrictions On Awards | CHARITIES WITHIN THE STATE OF TEXAS | RestrictionsOnAwardsTxt |
Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (29 entries)
| Address Line1RecipientUSAddress/AddressLine1Txt | CityRecipientUSAddress/CityNm | State AbbreviationRecipientUSAddress/StateAbbreviationCd | ZIPRecipientUSAddress/ZIPCd | Recipient RelationshipRecipientRelationshipTxt | Recipient Foundation StatusRecipientFoundationStatusTxt | Grant Or Contribution PurposeGrantOrContributionPurposeTxt | AmtAmt | Business Name Line2RecipientBusinessName/BusinessNameLine2Txt |
|---|---|---|---|---|---|---|---|---|
| HELP OUR PUPILS EXCEL COUNDATION INC | ||||||||
| 102 WASHINGTON BLVD | BIG SPRING | TX | 79720 | NONE | PC | GENERAL | $15,000 | |
| YOUNG MENS CHRISTIAN ASSOCIATION | ||||||||
| PO BOX 1428 801 OWENS | BIG SPRING | TX | 79721 | NONE | PC | GENERAL | $91,000 | |
| HOWARD COUNTY RESOURCES CENTER | ||||||||
| PO BOX 1974 | BIG SPRING | TX | 79721 | NONE | PC | GENERAL | $75,000 | |
| EVANGELICAL DEVELOPMENT MINISTRY | ||||||||
| PO BOX 814809 | DALLAS | TX | 75381 | NONE | PC | GENERAL | $85,000 | |
| BUCKNER CHILDREN AND FAMILY | ||||||||
| 425 W PECAN STREET | MIDLAND | TX | 79705 | NONE | PC | PATHWAYS IN THE PERMIAN | $10,000 | SERVICES INC |
| FRIENDS OF THE LIBRARY OF HOWARD | ||||||||
| 500 S MAIN ST | BIG SPRING | TX | 79720 | NONE | PC | GENERAL | $40,000 | COUNTY |
| RUNNELS ACADEMY | ||||||||
| 102 E 10TH ST | BIG SPRING | TX | 79720 | NONE | PC | GENERAL | $229,000 | |
| HANGAR 25 AIR MUSEUM ASSOCIATION | ||||||||
| 1911 APRON DR | BIG SPRING | TX | 79720 | NONE | PC | GENERAL | $70,000 | |
| BUFFALO TRAIL COUNCIL | ||||||||
| 1101 W TEXAS AVE | MIDLAND | TX | 79701 | NONE | PC | GENERAL | $50,000 | |
| HERITAGE MUSEUM OF BIG SPRING | ||||||||
| 510 SCURRY ST | BIG SPRING | TX | 79720 | NONE | PC | GENERAL | $170,000 | |
| SIBLEY ENVIRONMENTAL LEARNING | ||||||||
| PO BOX 50584 | MIDLAND | TX | 79710 | NONE | PC | GENERAL | $60,000 | CENTER FOUNDATION INC |
| BIG SPRING SYMPHONY ASSOCIATION IN | ||||||||
| 808 SCURRY ST | BIG SPRING | TX | 79720 | NONE | PC | GENERAL | $185,000 | |
| GRAND COMPANIONS HUMANE | ||||||||
| PO BOX 1156 | FORT DAVIS | TX | 79734 | NONE | PC | GENERAL | $100,000 | SOCIETY |
| HOWARD COUNTY COUNCIL ON AGING | ||||||||
| PO BOX 765 | BIG SPRING | TX | 79721 | NONE | PC | GENERAL | $100,000 | |
| RAPE CRISIS SERVICES OF BIG SPRING | ||||||||
| PO BOX 1693 | BIG SPRING | TX | 79721 | NONE | PC | GENERAL | $60,000 | |
| HOWARD COLLEGE FOUNDATION | ||||||||
| 1001 BIRDWELL LB | BIG SPRING | TX | 79720 | NONE | PC | GENERAL | $160,000 | |
| ISAIAH 58 | ||||||||
| 107 RUNNELS ST | BIG SPRING | TX | 79720 | NONE | PC | GENERAL | $100,000 | |
| HOWARD COUNTY VOLUNTEER FIRE | ||||||||
| 200 N MIDWAY RD | BIG SPRING | TX | 79720 | NONE | PC | GENERAL | $100,000 | DEPARTMENT |
| SAFE PLACE OF THE PERMIAN BASIN | ||||||||
| PO BOX 11331 | MIDLAND | TX | 79720 | NONE | PC | GENERAL | $50,000 | |
| CASA OF WEST TEXAS | ||||||||
| 1611 W TEXAS AVE | MIDLAND | TX | 79701 | NONE | PC | GENERAL | $100,000 | |
| FIRST UNITED METHODIST CHURCH | ||||||||
| 400 SCURRY ST | BIG SPRING | TX | 79720 | NONE | PC | GENERAL | $360,000 | |
| SALVATION ARMY OF BIG SPRING | ||||||||
| 811 W 5TH ST | BIG SPRING | TX | 79720 | NONE | PC | GENERAL | $300,000 | |
| BAYLOR COLLEGE OF MEDICINE | ||||||||
| 1 BAYLOR PLAZA | HOUSTON | TX | 77030 | NONE | PC | GENERAL | $200,000 | |
| PERMIAN BASIN HONOR FLIGHT INC | ||||||||
| 810 N DIXIE STE 109 | ODESSA | TX | 79761 | NONE | PC | GENERAL | $100,000 | |
| BAKER CHAPLE AME CHURCH | ||||||||
| 1050 E HUMBOLT ST | FORTH WORTH | TX | 76104 | NONE | PC | GENERAL | $25,000 | |
| HOWARD COUNTY | ||||||||
| 300 S MAIN ST 310 | BIG SPRING | TX | 79720 | NONE | PC | HOWARD COUNTY BAR | $10,000 | |
| HAPPY DAY HUMANE SOCIETY | ||||||||
| 5710 W INTERSTATE 20 | BIG SPRING | TX | 79720 | NONE | PC | GENERAL | $390,000 | |
| WEST SIDE COMMUNITY DAYCARE CENTER | ||||||||
| 2400 SIMLER DR | BIG SPRING | TX | 79720 | NONE | PC | GENERAL | $50,000 | |
| HOWARD COUNTY FAIR ASSOCIATION INC | ||||||||
| PO BOX 2356 | BIG SPRING | TX | 79721 | NONE | PC | GENERAL | $230,000 | |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Total Grant Or Contri Pd Dur Yr | $3,515,000 | TotalGrantOrContriPdDurYrAmt |
Analysis Income Producing Acty AnalysisIncomeProducingActyGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Fees Contracts From Govt Ag | FeesContractsFromGovtAgGrp | |
| Membership Dues And Assmnt | MembershipDuesAndAssmntGrp | |
| Int On Sav And Temp Cash Invst | IntOnSavAndTempCashInvstGrp |
Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Exclusion | 14 | ExclusionCd |
| Exclusion | $1,452,757 | ExclusionAmt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Net Rntl Incm Re Debt Fincd Prop | NetRntlIncmReDebtFincdPropGrp | |
| Net Rntl Incm Re Not Debt Fincd Prop | NetRntlIncmReNotDebtFincdProp | |
| Net Rental Income Personal Prop | NetRentalIncomePersonalPropGrp | |
| Other Investment Incm Part VII | OtherInvestmentIncmPartVIIGrp |
Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Exclusion | 18 | ExclusionCd |
| Exclusion | $592,199 | ExclusionAmt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Net Income Loss From Special Evt | NetIncomeLossFromSpecialEvtGrp | |
| Gross Profit Loss Sls Of Invntry | GrossProfitLossSlsOfInvntryGrp |
Other Revenue Described OtherRevenueDescribedGrp (3 entries)
| DescDesc | ExclusionExclusionCd | ExclusionExclusionAmt |
|---|---|---|
| FEDERAL TAX REFUND | 1 | $196,841 |
| ROYALTY INCOME | 15 | $1,604,952 |
| OTHER INCOME | 1 | $447 |
Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Exclusion | $3,847,196 | ExclusionAmt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Total Income Producing Acty | $3,847,196 | TotalIncomeProducingActyAmt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Rln Of Acty To Accom Of Exmpt Prps | RlnOfActyToAccomOfExmptPrpsGrp |
Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Trnsfr Of Cash To Nonchrtbl EO | false | TrnsfrOfCashToNonchrtblEOInd |
| Trnsfr Other Asset Nonchrtbl EO | false | TrnsfrOtherAssetNonchrtblEOInd |
| Sales Or Exchanges Of Assets | false | SalesOrExchangesOfAssetsInd |
| Purchase Of Assets Nonchrtbl EO | false | PurchaseOfAssetsNonchrtblEOInd |
| Rental Of Facilities Oth Assets | false | RentalOfFacilitiesOthAssetsInd |
| Reimbursement Arrangements | false | ReimbursementArrangementsInd |
| Loans Or Loan Guarantees | false | LoansOrLoanGuaranteesInd |
| Performance Of Services Etc | false | PerformanceOfServicesEtcInd |
| Sharing Of Facilities Etc | false | SharingOfFacilitiesEtcInd |
| Relationships Nonchrtbl EO | false | RelationshipsNonchrtblEOInd |
Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule
Investments Corporate Bonds InvestmentsCorporateBondsGrp (439 entries)
| BondBondNm | EOY Book ValueEOYBookValueAmt | EOYFMVEOYFMVAmt |
|---|---|---|
| 256210105 DODGE & COX INCOME | $386,771 | $412,008 |
| 258620103 DOUBLELINE TTL RTRN | $940,479 | $945,404 |
| 693390700 PIMCO TOTAL RETURN F | $1,681,468 | $1,828,571 |
| 808524870 SCHWAB U.S. TIPS ETF | $1,632,188 | $1,798,979 |
| 921937603 VANGUARD TOT BD MKT | $4,419,843 | $4,750,712 |
| 00037BAB8 ABB FIN USA INC 2.87 | $20,701 | $20,771 |
| 00101JAH9 ADT SEC CORP SR NTS | $45,322 | $45,113 |
| 001055AP7 AFLAC INC 3.250% 03/ | $14,355 | $16,813 |
| 00130HBW4 AES CORP/THE SR NTS | $12,409 | $12,316 |
| 00164VAD5 AMC NETWORKS INC 5.0 | $13,174 | $12,870 |
| 00185AAF1 AON PLC 3.5% 06/14/2 | $10,024 | $10,895 |
| 002824BF6 ABBOTT LABORATORIES | $5,979 | $6,981 |
| 00287YAP4 ABBVIE INC SR NTS 3. | $1,996 | $2,101 |
| 00404AAJ8 ACADIA HEALTHCARE CO | $13,205 | $13,005 |
| 00507UAS0 ALLERGAN FDG SCS 3.8 | $10,149 | $10,760 |
| 00751YAC0 ADVANCE AUTO PARTS 4 | $15,483 | $16,273 |
| 00766TAD2 AECOM 5.875% 10/15/2 | $13,905 | $14,040 |
| 00817YAV0 AETNA INC SR NTS 2.8 | $24,346 | $26,338 |
| 00912XAV6 AIR LEASE CORP SR NT | $4,837 | $4,923 |
| 00928QAQ4 AIRCASTLE LTD SR NTS | $27,437 | $25,519 |
| 013817AJ0 HOWMET AEROSPACE INC | $14,198 | $13,783 |
| 013817AK7 HOWMET AEROSPACE INC | $12,903 | $13,489 |
| 013817AW1 HOWMET AEROSPACE INC | $39,916 | $39,287 |
| 015271AJ8 ALEXANDRIA REAL ESTA | $14,894 | $16,815 |
| 02005NAV2 ALLY FINANCIAL INC 5 | ||
| 02153LAA2 ALTERRA FINANCE LLC | ||
| 023135AM8 AMAZON.COM INC SR NT | $2,989 | $3,116 |
| 02406PAY6 AMERN AXLE & MFG INC | $15,065 | $14,438 |
| 025932AK0 AMERN FINL GROUP SR | $4,644 | $5,329 |
| 026874DD6 AMERN INTL GROUP SR | $9,577 | $11,066 |
| 03027XAK6 AMERN TOWER CORP SR | $14,763 | $16,683 |
| 03065GAE0 AMERICREDIT AUTOMOBI | $25,528 | $25,625 |
| 03065HAF5 AMERICREDIT AUTOMOBI | $60,420 | $61,244 |
| 03066DAG1 AMERICREDIT AUTOMOBI | $60,225 | $60,441 |
| 03076CAH9 AMERIPRISE FINANCIAL | $5,041 | $5,415 |
| 030981AJ3 AMERIGAS PART/FIN CO | $22,697 | $23,210 |
| 035287AE1 ANIXTER INC 5.125% 1 | $13,315 | $13,684 |
| 03674XAC0 ANTERO RES CORP 5.12 | $13,178 | $9,393 |
| 03674XAJ5 ANTERO RESOURCES COR | $12,556 | $7,670 |
| 036752AC7 ANTHEM INC SR NTS 3. | $4,958 | $5,498 |
| 037833AZ3 APPLE INC 2.500% 02/ | $46,078 | $48,605 |
| 038522AK4 ARAMARK SERVICES INC | ||
| 03879QAF1 VEREIT OPER PARTNER | $5,092 | $5,319 |
| 042735BG4 ARROW ELECTRONICS IN | $3,975 | $4,240 |
| 05348EBC2 AVALONBAY COMMUNITIE | $4,983 | $5,550 |
| 05351WAB9 AVANGRID INC SR NTS | $4,993 | $5,806 |
| 054937AF4 BB & T CORPORATION S | ||
| 05508WAA3 B&G FOODS INC 4.625% | ||
| 05586CAD6 BMW VEH LEASE TR 201 | $55,404 | $55,894 |
| 058498AS5 BALL CORP 4.0% 11/15 | $13,229 | $13,455 |
| 06051GGQ6 BANK OF AMERICA CORP | $60,035 | $62,323 |
| 06406HBP3 BANK OF NEW YORK MEL | ||
| 064159MK9 BK OF NOVA SCOTIA SR | $15,511 | $16,284 |
| 084670BR8 BERKSHIRE HATHAWAY I | $15,309 | $15,885 |
| 095370AD4 BLUE CUBE SPINCO LLC | $29,896 | $27,035 |
| 096630AD0 BOARDWALK PIPELINES | $5,318 | $5,354 |
| 10112RAX2 BOSTON PROPERTIES LP | $5,135 | $5,538 |
| 10373QAY6 BP CAP MARKETS AMER | $9,852 | $10,777 |
| 11120VAF0 BRIXMOR OPER PART SR | $9,833 | $10,360 |
| 11271LAD4 BROOKFIELD FIN INC 4 | ||
| 118230AN1 BUCKEYE PARTNERS LP | ||
| 12189LAH4 BURLINGTN NORTH SANT | $9,719 | $10,401 |
| 12189LAL5 BURLINGTN NORTH SANT | $5,002 | $5,245 |
| 124857AG8 VIACOMCBS INC 3.375% | $14,803 | $15,529 |
| 1248EPBE2 CCO HLDGS LLC/CAP CO | ||
| 12513GBC2 CDW LLC/CDW FIN 5.0% | $27,956 | $27,776 |
| 12527GAF0 CF INDUSTRIES INC 5. | $24,052 | $25,663 |
| 125581GR3 CIT GROUP INC 5.000% | ||
| 12572QAG0 CME GROUP INC SR NTS | $4,933 | $5,520 |
| 126117AS9 CNA FINL CORP SR NTS | $4,936 | $5,436 |
| 12621EAK9 CNO FINANCIAL GROUP | ||
| 12625KAD7 COMM 2013-CCRE8 MTG | $21,262 | $22,856 |
| 126307AH0 CSC HOLDINGS LLC SR | $34,928 | $36,104 |
| 136385AV3 CANADIAN NATL RESOUR | ||
| 14040HBU8 CAP ONE FINL CO SR N | $4,994 | $5,266 |
| 14314AAD1 CARMAX AUTO OWNER TR | $39,142 | $40,980 |
| 14314MAC7 CARMAX AUTO OWNER TR | ||
| 144285AK9 CARPENTER TECHNOLOGY | $8,037 | $7,919 |
| 150191AJ3 CEDAR FAIR LP/CANADA | $22,687 | $20,831 |
| 15135BAJ0 CENTENE CORP SR NTS | $40,927 | $40,947 |
| 15135UAD1 CENOVUS ENERGY INC 5 | ||
| 156700AS5 CENTURYLINK INC SR N | $22,139 | $22,605 |
| 163851AD0 CHEMOURS CO 7.0% 05/ | $14,840 | $13,395 |
| 16412XAC9 CHENIERE CORP CHRIST | ||
| 16412XAG0 CHENIERE CORP CHRIST | ||
| 166764AH3 CHEVRON CORP SR NTS | $10,262 | $10,711 |
| 172441AZ0 CINEMARK USA INC 4.8 | $19,246 | $16,055 |
| 172967JL6 CITIGROUP INC 3.875% | $24,344 | $27,230 |
| 172967LD1 CITIGROUP INC SR NTS | $10,291 | $11,270 |
| 172967LM1 CITIGROUP INC SR NTS | $14,968 | $15,611 |
| 18538RAG8 CLEARWATER PAPER COR | ||
| 20030NBL4 COMCAST CORP 3.375% | $9,731 | $11,172 |
| 20030NBW0 COMCAST CORP 2.350% | $9,156 | $10,685 |
| 201723AK9 COML METALS CO SR NT | $7,800 | $8,060 |
| 22282EAF9 COVANTA HLDG CORP SR | $27,065 | $27,236 |
| 226373AL2 CRESTWOOD MIDSTREAM | $8,196 | $7,120 |
| 228189AB2 CROWN AMER/CAP CORP | $22,506 | $22,440 |
| 23283PAG9 CYRUSONE LP/CYRUSONE | ||
| 23311VAD9 DCP MIDSTREAM OPERAT | ||
| 23355LAC0 DXC TECHNOLOGY CO SR | $10,256 | $10,752 |
| 24702RAQ4 DELL INC SR NTS 4.62 | $34,268 | $34,510 |
| 25243YAP4 DIAGEO CAP PLC 4.828 | $11,629 | $10,016 |
| 25278XAH2 DIAMONDBACK ENERGY I | $15,038 | $15,441 |
| 25470XAL9 DISH DBS CORP 5.0% 0 | $23,120 | $23,942 |
| 26441YAY3 DUKE RLTY LP 3.75% 1 | $9,884 | $10,994 |
| 268648AN2 EMC CORP SR NTS 3.37 | $26,087 | $27,311 |
| 26884ABF9 ERP OPER LP SR NTS 2 | $4,872 | $5,430 |
| 28470RAF9 ELDORADO RESORTS INC | $4,997 | $5,205 |
| 29078EAA3 EMBARQ CORP SR NTS 7 | $22,255 | $24,706 |
| 29278NAL7 ENERGY TRANSFER OPER | ||
| 29365TAG9 ENTERGY TX INC 4.0% | $9,981 | $11,610 |
| 29379VBB8 ENTERPRISE PRODUCTS | $998 | $1,094 |
| 29444UAQ9 EQUINIX INC 5.875% 0 | ||
| 294752AH3 REGENCY CENTERS CORP | $10,407 | $10,416 |
| 30161NAW1 EXELON CORP 3.497% 0 | $10,030 | $10,439 |
| 30219GAK4 EXPRESS SCRIPTS HOLD | ||
| 3128MMFR9 FHLMC GOLD G18175 5. | $4,352 | $4,148 |
| 3133TSJV6 FHLMC 2306 CL PL 6.0 | $4,127 | $4,571 |
| 313586RC5 FNMA ZERO CPN 10/09/ | ||
| 31358Q4G7 FNMA 1992-188 CL PZ | $1,382 | $1,382 |
| 31371KLJ8 FNMA 254229 6.5% 02/ | $4,244 | $4,276 |
| 3137A2B26 FHLMC K009 CL A2 3.8 | $18,327 | $17,737 |
| 3137A2J36 FHLMC 3766 CL MB 3.5 | $26,583 | $26,883 |
| 3137A62R2 FHLMC 3796 CL PB 5.0 | $74,400 | $72,997 |
| 3137A8JS8 FHLMC 3822 CL PA 5.0 | $16,931 | $17,086 |
| 3137AA5D1 FHLMC 3854 CL EW 4.0 | $22,874 | $22,314 |
| 3137ADQ34 FHLMC 3887 CL PB 3.5 | $15,143 | $14,475 |
| 31380BCE8 FNMA 434869 6.5% 08/ | $213 | $237 |
| 31380MZD1 FNMA 444540 6% 11/01 | $3,727 | $3,721 |
| 3138ELUF8 FNMA AL4181 5% 09/01 | $2,110 | $2,084 |
| 3138LFL55 FNMA AN3047 2.37% 10 | $44,919 | $49,998 |
| 3138WLCS0 FNMA AS9980 4% 06/01 | $33,876 | $34,980 |
| 31392BPJ9 FNMA 2001-81 CL GE 6 | $15,414 | $16,146 |
| 31392BVX1 FNMA 2002-1 CL HC 6. | $501 | $486 |
| 31393AE45 FNMA 2003-24 CL MZ 5 | $11,269 | $11,874 |
| 31393APU5 FNMA 2003-25 CL KP 5 | $70,590 | $75,479 |
| 31393CMC4 FNMA 2003-48 CL TC 5 | $4,823 | $4,615 |
| 31393CPD9 FNMA 2003-55 CL CD 5 | $1,911 | $2,038 |
| 31393CSV6 FNMA 2003-45 CL JB 5 | $78,126 | $80,052 |
| 31393NVW6 FHLMC 2598 CL QE 5.5 | $22,235 | $23,259 |
| 31393NXV6 FHLMC 2596 CL QH 6.0 | $15,799 | $16,186 |
| 31393RJ92 FHLMC 2624 CL QH 5.0 | $9,796 | $10,964 |
| 31393YYL3 FNMA 2004-45 CL ZL 6 | $17,430 | $18,272 |
| 31394ABD7 FNMA 2004-53 CL NC 5 | $4,853 | $5,014 |
| 31394BE83 FNMA 2004-101 CL TB | $34,423 | $34,848 |
| 31394BTR5 FNMA 2004-90 CL D 4. | $8,504 | $8,175 |
| 31394MYB0 FHLMC 2720 CL PC 5.0 | $1,657 | $1,770 |
| 31394WCK2 FHLMC 2773 CL CD 4.5 | $2,446 | $2,403 |
| 31395TM92 FHLMC 2963 CL DE 6.0 | $31,518 | $32,168 |
| 31395UKP5 FHLMC 2978 CL JG 5.5 | $16,078 | $16,087 |
| 31396CZL7 FHLMC 3052 CL WH 5.5 | $45,411 | $44,750 |
| 31396GL82 FHLMC 3101 CL PE 5.5 | $16,699 | $17,216 |
| 31396KGX4 FNMA 2006-77 CL PC 6 | $10,190 | $10,885 |
| 31396NCE4 FHLMC 3139 CL ZT 5.5 | $15,853 | $17,047 |
| 31396VYE2 FNMA 2007-40 CL PT 5 | $3,956 | $4,355 |
| 31397FQV7 FHLMC 3290 CL PE 5.5 | $8,836 | $9,203 |
| 31397FT93 FHLMC 3293 CL MP 5.5 | $26,414 | $28,657 |
| 31397HJC3 FHLMC 3316 CL CD 5.5 | $2,449 | $2,666 |
| 31398EBY9 FHLMC 3540 CL TB 5.0 | $6,264 | $6,774 |
| 31398JUA9 FHLMC 3575 CL EB 4.0 | $8,691 | $8,400 |
| 31402CPA4 FNMA 725017 5.5% 12/ | $6,724 | $7,634 |
| 31403VVR7 FNMA 759424 5.5% 01/ | $1,769 | $2,010 |
| 31417ACQ0 FNMA AB3678 3.5% 10/ | $18,127 | $19,681 |
| 316773CX6 FIFTH THIRD BANCORP | $4,991 | $5,454 |
| 320517AB1 FIRST HORIZON NATL S | $10,126 | $10,078 |
| 34528QFJ8 FORD CREDIT FLOORPLA | ||
| 34999AFV6 FORTIS INC SR NTS 3. | ||
| 35177PAT4 FRANCE TELECOM 5 3/8 | ||
| 35671DAZ8 FREEPORT-MCMORAN INC | $26,679 | $27,035 |
| 35671DBC8 FREEPORT-MCMORAN INC | $12,346 | $12,740 |
| 35671DBH7 FREEPORT-MCMORAN INC | ||
| 361841AH2 GLP CAP LP / FIN II | $28,708 | $29,508 |
| 36186CBY8 ALLY FINL INC 8.0% 1 | $38,495 | $39,991 |
| 36202C6Y4 GNMA II POOL 002687 | $4,204 | $4,813 |
| 36202C7L1 GNMA II POOL 002699 | $1,733 | $1,986 |
| 36209UBR6 GNMA 481648 7% 09/15 | $928 | $982 |
| 36225BAM0 GNMA 780912 6.5% 11/ | $2,502 | $2,953 |
| 364725BE0 GANNETT CO INC 6.375 | ||
| 37045XBK1 GENERAL MOTORS FINL | ||
| 375558AW3 GILEAD SCIENCES INC | $5,122 | $5,527 |
| 38141EC23 GOLDMAN SACHS GROUP | $15,785 | $16,542 |
| 38141GWG5 GOLDMAN SACHS GROUP | ||
| 38141GWM2 GOLDMAN SACHS GROUP | $19,489 | $20,786 |
| 382550BG5 GOODYEAR TIRE & RUBR | $20,289 | $18,320 |
| 38373Q2L4 GNMA 2003-46 CL MB 5 | $21,923 | $21,355 |
| 38373Q2M2 GNMA 2003-46 CL MC 5 | $33,713 | $34,188 |
| 38373S7F8 GNMA 2003-29 CL PD 5 | $21,336 | $21,101 |
| 38373STN7 GNMA 2003-20 CL MB 5 | $54,934 | $54,003 |
| 38373VSV3 GNMA REMIC 2002-66 C | ||
| 38374FN75 GNMA 2004-18 CL WD 5 | $24,957 | $26,071 |
| 38374FW75 GNMA 2004-21 CL PD 5 | $47,527 | $48,701 |
| 38374H5B2 GNMA 2004-69 CL AB 5 | $22,541 | $23,419 |
| 38374KLR2 GNMA 2005-6 CL UY 5. | $22,068 | $22,277 |
| 38374KQT3 GNMA 2005-3 CL MK 5. | $40,013 | $38,569 |
| 38374L5P2 GNMA 2005-74 CL GC 5 | ||
| 38375JJQ9 GNMA 2007-7 CL PG 5. | $7,211 | $7,561 |
| 38869PAM6 GRAPHIC PACKAGING IN | $13,331 | $13,423 |
| 404119BV0 HCA INC 5.500% 06/15 | ||
| 404121AJ4 HCA INC 5.625% 09/01 | $48,381 | $51,309 |
| 404280AL3 HSBC HOLDINGS PLC SR | $17,016 | $15,958 |
| 432833AB7 HILTON DOMESTIC OPER | $13,177 | $12,613 |
| 43814UAG4 HONDA AUTO RECEIVABL | $29,226 | $29,633 |
| 44106MAR3 HOSPITALITY PROP TRU | ||
| 44107TAU0 HOST HOTELS & RESORT | $4,912 | $5,103 |
| 44930UAD8 HYUNDAI AUTO RECEIVA | ||
| 451102BM8 ICAHN ENTERPRISES/FI | $47,528 | $46,345 |
| 458140AS9 INTEL CORP SR NTS 3. | $2,996 | $3,413 |
| 459745GN9 INTL LEASE FINANCE C | $5,380 | $5,260 |
| 459745GQ2 INTL LEASE FIN CORP | $5,296 | $5,054 |
| 461070AP9 INTST PWR & LT SR NT | $4,987 | $5,790 |
| 46132FAB6 INVESCO FIN PLC 4.0% | $9,966 | $10,881 |
| 472319AF9 JEFFRIES GROUP INC 8 | ||
| 50199APP2 L BRANDS INC 5.625% | ||
| 513075BE0 LAMAR MEDIA CORP 5.0 | $19,362 | $19,095 |
| 524901AT2 LEGG MASON INC SR NT | $10,097 | $10,761 |
| 526057BW3 LENNAR CORP 4.875% 1 | $13,465 | $13,715 |
| 527298BD4 LEVEL 3 FING INC 5.3 | $23,339 | $23,011 |
| 527298BH5 LEVEL 3 FING INC 5.3 | $27,832 | $27,574 |
| 53227JAB0 LIFE STORAGE LP 4.0% | $4,974 | $5,536 |
| 534187AY5 LINCOLN NATIONAL COR | ||
| 548661CV7 LOWE'S COS INC SR NT | $5,050 | $5,201 |
| 552953CC3 MGM RESORTS INTL 6.0 | $42,119 | $40,400 |
| 552953CE9 MGM RESORTS INTL 5.7 | ||
| 55305BAQ4 M/I HOMES INC 5.625% | $11,080 | $11,110 |
| 55336VAK6 MPLX LP SR NTS 4.125 | $5,092 | $5,334 |
| 559079AK4 MAGELLAN HEALTH SRVC | ||
| 56501RAB2 MANULIFE FINL CORP S | $5,529 | $5,043 |
| 576323AN9 MASTEC INC 4.875% 03 | $26,343 | $25,805 |
| 576434UW2 MASTR ALTERNATIVE LN | $15 | $16 |
| 595112BC6 MICRON TECHNOLOGY IN | ||
| 61746BDJ2 MORGAN STANLEY SR NT | $25,710 | $26,994 |
| 61747WAL3 MORGAN STANLEY SR NT | $28,347 | $26,326 |
| 61945CAG8 MOSAIC CO SR NTS 4.0 | $4,863 | $5,309 |
| 626717AH5 MURPHY OIL CORP SR N | $33,650 | $29,920 |
| 629377CA8 NRG ENERGY INC 7.250 | $25,717 | $25,320 |
| 629377CC4 NRG ENERGY INC 6.625 | $5,186 | $5,225 |
| 62943WAB5 NRG YIELD OPERATING | ||
| 629568AX4 NABORS INDUSTRIES IN | $1,945 | $1,559 |
| 637071AJ0 NATL OILWELL VARCO I | $3,854 | $4,026 |
| 637417AH9 NATL RETAIL PROP INC | $5,123 | $5,475 |
| 637417AK2 NATL RETAIL PROP INC | $4,980 | $5,223 |
| 64110LAL0 NETFLIX INC 5.875% 0 | $12,333 | $13,346 |
| 65339KAG5 NEXTERA ENERGY CAP 3 | $4,752 | $5,343 |
| 65409QBA9 NIELSEN FINANCE LLC/ | ||
| 65473QBE2 NISOURCE INC SR NTS | $15,256 | $16,960 |
| 65478HAD0 NISSAN AUTO RECEIVAB | $65,234 | $65,935 |
| 654902AE5 NOKIA OYJ SR NTS 4.3 | $27,207 | $28,529 |
| 666807BA9 NORTHCORP GRUMMAN CO | ||
| 670346AM7 NUCOR CORP SR NTS 4. | $5,226 | $5,427 |
| 67077MAC2 NUTRIEN LTD SR NTS 3 | $9,911 | $10,807 |
| 67077MAL2 NUTRIEN LTD SR NTS 3 | $4,871 | $5,450 |
| 674599BY0 OCCIDENTAL PETROLEUM | ||
| 681919BA3 OMNICOM GP/OMNICOM C | $5,154 | $5,502 |
| 686330AJ0 ORIX CORP SR NTS 3.7 | $9,821 | $11,120 |
| 693475AP0 PNC FINANCIAL SERVIC | ||
| 69370CAA8 PTC INC 6.000% 05/15 | ||
| 71654QAW2 PETROLEOS MEXICANOS | ||
| 720186AL9 PIEDMONT NAT GAS CO | $9,975 | $11,399 |
| 73179PAK2 POLYONE CORP SR NTS | $25,924 | $27,000 |
| 74251VAE2 PRINCIPAL FINANCIAL | $10,030 | $10,535 |
| 74432QBM6 PRUDENTIAL FINANCIAL | ||
| 744448CD1 PUB SVC CO 3.2% 11/1 | $4,980 | $5,003 |
| 745867AW1 PULTEGROUP INC 5.5% | $13,923 | $14,178 |
| 747525AU7 QUALCOMM INC SR NTS | $5,444 | $5,671 |
| 74834LAP5 QUEST DIAGNOSTIC INC | ||
| 750236AU5 RADIAN GROUP INC 4.5 | ||
| 75281AAS8 RANGE RES CORP 4.875 | $26,046 | $20,259 |
| 756109AQ7 REALTY INCOME CORP 3 | $9,896 | $10,906 |
| 7591EPAP5 REGIONS FINL CORP SR | $10,292 | $10,875 |
| 760759AP5 REP SERVICES INC SR | $5,983 | $6,303 |
| 761713BG0 REYNOLDS AMERN INC 4 | $10,638 | $11,266 |
| 761735AP4 REYNOLDS GRP ISS/REY | ||
| 774341AK7 ROCKWELL COLLINS INC | ||
| 776743AD8 ROPER TECHNOLOGIES I | $10,304 | $11,421 |
| 78454LAL4 SM ENERGY CO 5.625% | ||
| 80284MAF7 SANTANDER DRIVE AUTO | ||
| 80285GAD4 SANTANDER DRIVE AUTO | ||
| 80285TAE4 SANTANDER DRIVE AUTO | ||
| 810186AP1 SCOTTS MIRACLE-GRO C | $13,683 | $13,504 |
| 81618TAB6 SELECT INCOME REIT 3 | ||
| 81721MAM1 SENIOR HOUSING PROPE | ||
| 817565CB8 SVC CORP INTL SR NTS | $28,061 | $27,506 |
| 82481LAC3 SHIRE ACQ INV IRELAN | $5,037 | $5,296 |
| 845467AL3 S WESTN ENERGY CO 6. | $25,735 | $22,263 |
| 84762LAU9 SPECTRUM BRANDS INC | $19,875 | $19,499 |
| 85172FAM1 SPRINGLEAF FINANCE C | $22,109 | $22,570 |
| 85172FAN9 SPRINGLEAF FINANCE C | $28,512 | $27,945 |
| 857477AZ6 ST STR CORP SR NTS V | $14,545 | $15,569 |
| 858119BD1 STEEL DYNAMICS INC 5 | ||
| 858119BH2 STEEL DYNAMICS INC 4 | ||
| 86614WAD8 SUMMIT MID HLDS LLC | ||
| 86765LAL1 SUNOCO LP/FINANCE CO | $21,146 | $20,370 |
| 86787EBC0 TRUIST BK SR NTS MTN | $9,997 | $10,842 |
| 87243QAB2 TENET HEALTHCARE COR | ||
| 87264AAN5 T-MOBILE USA INC 6.3 | $57,041 | $55,485 |
| 87299ATH7 CB T-MOBILE USA INC | ||
| 87612BAM4 TARGA RES PARTNERS 5 | $27,438 | $26,589 |
| 87927VAV0 TELECOM ITALIA CAP 7 | $41,222 | $40,264 |
| 879369AE6 TELEFLEX INC 4.875% | $19,738 | $19,606 |
| 87938WAM5 TELEFONICA EMISIONES | ||
| 88023UAG6 TEMPUR SEALY INTL IN | $27,668 | $27,270 |
| 88033GBY5 TENET HEALTHCARE COR | ||
| 883556BR2 THERMO FISHER SCIENT | $14,573 | $16,591 |
| 88947EAK6 TOLL BROS FINANCE CO | ||
| 89114QBG2 TORONTO-DOMINION BK | $2,995 | $3,041 |
| 893526BY8 TRANSCANADA PIPELINE | $7,585 | $5,211 |
| 893526DM2 TRANSCANADA PIPELINE | $9,796 | $10,323 |
| 893647AW7 TRANSDIGM INC 6.000% | ||
| 89376VAA8 TRANSMONTAIGE PARTNE | ||
| 893830BB4 TRANSOCEAN INC 7 1/8 | ||
| 90265EAL4 UDR INC MTN 2.95% 09 | $4,938 | $5,295 |
| 909218AB5 UNIT CORP 6 5/8% MAY | ||
| 910047AK5 UTD AIRLINES HOLDING | $27,200 | $21,563 |
| 911308AA2 UNITED PARCEL SERVIC | ||
| 911365BD5 UTD RENTALS NORTH AM | $23,123 | $22,578 |
| 911365BF0 UTD RENTALS NORTH AM | $32,525 | $32,960 |
| 9128282A7 US TREAS 1.5% 08/15/ | $72,820 | $79,919 |
| 9128284N7 US TREAS 2.875% 05/1 | $168,984 | $200,612 |
| 9128285M8 US TREAS 3.125% 11/1 | $124,434 | $145,068 |
| 9128286B1 US TREAS 2.625% 02/1 | $139,705 | $164,039 |
| 912828D56 US TREAS 2.375% 08/1 | $233,966 | $244,791 |
| 912828G38 US TREAS 2.25% 11/15 | $61,017 | $65,228 |
| 912828K74 US TREAS 2% 08/15/25 | $189,028 | $206,283 |
| 912828LY4 US TREAS 3.375% 11/1 | ||
| 912828MP2 US TREAS 3.625% 02/1 | ||
| 912828ND8 US TREAS 3.5% 05/15/ | ||
| 912828P46 US TREAS 1.625% 02/1 | $98,465 | $106,984 |
| 912828R36 US TREAS 1.625% 05/1 | $220,236 | $241,144 |
| 912828RC6 US TREAS 2.125% 08/1 | $267,205 | $270,753 |
| 912828V98 US TREAS 2.25% 02/15 | $99,895 | $111,707 |
| 912828VB3 US TREAS 1.75% 05/15 | $62,796 | $67,927 |
| 912833LQ1 STRIPS ZERO CPN 02/1 | $23,461 | $24,747 |
| 912833LV0 STRIPS ZERO CPN 05/1 | $63,889 | $68,686 |
| 912920AC9 U S WEST COMMUNICATI | ||
| 91324PBM3 UNITEDHEALTH GROUP I | $10,921 | $10,027 |
| 91324PBT8 UNITEDHEALTH GROUP I | $5,232 | $5,162 |
| 92276MAZ8 VENTAS REALTY LP/CAP | $5,050 | $5,118 |
| 92340LAA7 VEREIT OPER PARTNER | $10,565 | $11,087 |
| 92343EAH5 VERISIGN INC SR NTS | $18,888 | $19,935 |
| 92553PAX0 VIACOM INC 3.875% 04 | ||
| 92553PBD3 VIACOMCBS INC VAR RT | $6,143 | $5,913 |
| 92658TAQ1 VIDEOTRON LTD 5.0% 0 | $13,510 | $13,435 |
| 927804FQ2 VA ELEC & PWR CO SR | $998 | $1,085 |
| 929089AD2 VOYA FINANCIAL INC 3 | $4,933 | $5,344 |
| 942683AF0 ALLERGAN FIN LLC 3.2 | $10,024 | $10,166 |
| 94946TAC0 WELLCARE HEALTH PLAN | ||
| 94974BFJ4 WELLS FARGO & CO MTN | $25,443 | $26,560 |
| 949779AC6 WELLS FARGO MTG BACK | ||
| 95040QAD6 WELLTOWER INC SR NTS | $4,998 | $5,587 |
| 95081QAM6 WESCO DISTRBTN INC 5 | $13,123 | $12,938 |
| 958102AM7 WESTERN DIGITAL CORP | $18,117 | $18,630 |
| 959802AU3 WESTERN UNION CO/THE | ||
| 981464GC8 WORLD FINANCIAL NETW | ||
| 981464GH7 WORLD FINL NETWORK C | $54,108 | $55,226 |
| 98162CAD3 WORLD OMNI AUTOMOBIL | $25,998 | $26,380 |
| 98162KAC7 WORLD OMNI AUTOMOBIL | ||
| 98212BAH6 WPX ENERGY INC SR NT | $18,090 | $17,460 |
| 984121CQ4 XEROX CORPORATION 3. | ||
| 00912XBA1 AIR LEASE CORP SR NT | $5,017 | $4,996 |
| 013093AD1 ALBERTSONS COS/SAFEW | $14,573 | $14,306 |
| 02005NBF6 ALLY FINANCIAL INC 5 | $43,170 | $41,664 |
| 023608AH5 AMEREN CORP SR NTS 2 | $4,998 | $5,298 |
| 03040WAQ8 AMERN WTR CAP C SR N | $6,246 | $6,605 |
| 032654AN5 ANALOG DEVICES INC S | $10,540 | $11,173 |
| 037411AZ8 APACHE CORP SR NTS 3 | $2,966 | $2,911 |
| 038522AN8 ARAMARK SERVICES INC | $16,714 | $15,400 |
| 05723KAD2 BAKER HUGHES LLC/CO- | $10,171 | $10,435 |
| 06051GFX2 BK OF AMER CORP SR N | $21,435 | $22,513 |
| 06051GGZ6 BANK OF AMERICA CORP | $10,452 | $10,922 |
| 10373QAT7 BP CAP MARKETS AMER | $20,977 | $21,809 |
| 118230AQ4 BUCKEYE PARTNERS LP | $31,899 | $31,021 |
| 124857AZ6 VIACOMCBS INC SR NTS | $5,431 | $5,602 |
| 125581GX0 CIT GROUP INC 6.125% | $72,977 | $68,040 |
| 12621EAL7 CNO FINL GROUP INC S | $40,926 | $40,717 |
| 126650CX6 CVS HEALTH CORP 4.30 | $16,434 | $17,536 |
| 172967KY6 CITIGROUP INC SR NTS | $25,570 | $27,417 |
| 174610AR6 CITIZENS FINL GROUP | $10,166 | $10,822 |
| 191216CU2 COCA-COLA CO/THE SR | $4,994 | $5,135 |
| 198280AF6 COLUMBIA PIPELINE GR | $8,788 | $9,087 |
| 201723AN3 COML METALS CO SR NT | $10,265 | $10,250 |
| 22160KAN5 COSTCO WHSL CORP SR | $4,989 | $5,105 |
| 23311VAG2 DCP MIDSTREAM OPER 5 | $22,066 | $20,843 |
| 26884LAH2 EQT CORP SR NTS 6.12 | $15,164 | $14,948 |
| 26885BAA8 EQT MIDSTREAM PARTNE | $2,873 | $2,842 |
| 29336UAE7 ENLINK MIDSTREAM PAR | $17,454 | $14,630 |
| 3132J4EU9 FHLMC GOLD G30846 4% | $46,962 | $47,394 |
| 3136A9WS3 FNMA 2012-128 CL HJ | $57,912 | $61,451 |
| 3136AF4S0 FNMA 2013-85 CL AG 2 | $64,950 | $67,483 |
| 3140J7NC5 FNMA BM3086 4% 08/01 | $44,506 | $45,282 |
| 337932AP2 FIRSTENERGY CORP SR | $9,985 | $10,020 |
| 345370CV0 FORD MTR CO SR NTS 8 | $33,046 | $35,955 |
| 345370CW8 FORD MTR CO SR NTS 9 | $13,345 | $12,975 |
| 349553AM9 FORTIS INC SR NTS 3. | $6,762 | $7,553 |
| 37045XBQ8 GEN MOTORS FINL CO 4 | $14,651 | $16,609 |
| 38141GWB6 GOLDMAN SACHS GROUP | $26,217 | $28,200 |
| 398905AK5 GROUP 1 AUTOMOTIVE I | $19,215 | $18,882 |
| 404119BW8 HCA INC 5.875% 02/01 | $7,968 | $7,921 |
| 404121AF2 HCA INC SR NTS 4.75% | $5,351 | $5,425 |
| 42217KBF2 HEALTH CARE REIT INC | $2,134 | $2,211 |
| 42225UAG9 HEALTHCARE TR OF AME | $9,950 | $10,087 |
| 445658CF2 JB HUNT TRANSPRT SVC | $5,310 | $5,717 |
| 451102BQ9 ICAHN ENTERPRISES/FI | $4,176 | $3,960 |
| 50077LAK2 KRAFT HEINZ FOODS CO | $17,986 | $20,301 |
| 501044DP3 KROGER CO SR NTS 2.2 | $9,979 | $10,398 |
| 501797AJ3 L BRANDS INC 5.625% | $28,166 | $25,517 |
| 501797AL8 L BRANDS INC 6.875% | $2,955 | $2,496 |
| 552953CF6 MGM RESORTS INTL 5.5 | $8,388 | $7,735 |
| 57165PAB1 MARRIOTT OWNERSHIP/I | $17,202 | $16,120 |
| 573284AT3 MARTIN MARIETTA MATE | $10,529 | $11,010 |
| 606822BH6 MITSUBISHI UFJ FIN G | $27,033 | $28,482 |
| 6174468Q5 MORGAN STANLEY SR NT | $10,000 | $10,400 |
| 62886EAS7 NCR CORP 6.375% 12/1 | $17,186 | $17,276 |
| 64110LAT3 NETFLIX INC SR NTS 5 | $14,307 | $14,785 |
| 651229AW6 NEWELL RUBBERMAID IN | $37,485 | $37,706 |
| 651229AX4 NEWELL BRANDS INC SR | $14,828 | $14,928 |
| 655044AP0 NOBLE ENERGY INC SR | $10,636 | $9,660 |
| 665859AV6 NORTHN TR CORP SR NT | $4,981 | $5,140 |
| 67059TAE5 NUSTAR LOGISTICS LP | $16,759 | $15,465 |
| 68268NAP8 ONEOK PARTNERS LP 4. | $11,047 | $10,856 |
| 718549AF5 PHILLIPS 66 PARTNERS | $10,437 | $10,672 |
| 722005816 PIMCO INV GRD CRD BN | $1,746,278 | $1,808,130 |
| 750236AW1 RADIAN GROUP INC SR | $39,264 | $36,660 |
| 78355HKN8 RYDER SYS INC SR NTS | $4,996 | $5,157 |
| 828807DF1 SIMON PPTY GROUP LP | $4,947 | $4,958 |
| 85207UAF2 SPRINT CORP 7.875% 0 | $42,137 | $43,924 |
| 87612BBJ0 TARGA RES PARTNERS L | $8,411 | $7,920 |
| 88033GCS7 TENET HEALTHCARE COR | $55,401 | $52,916 |
| 88947EAR1 TOLL BROS FIN CORP 4 | $8,618 | $8,532 |
| 893647BB2 TRANSDIGM INC 6.375% | $13,691 | $11,863 |
| 91159HHW3 US BANCORP MTN 3.0% | $9,999 | $10,858 |
| 9128286T2 US TREAS 2.375% 05/1 | $102,333 | $109,628 |
| 912828Z94 US TREAS 1.5% 02/15/ | $96,033 | $97,280 |
| 912828ZQ6 US TREAS 0.625% 05/1 | $119,128 | $119,634 |
| 92857WBH2 VODAFONE GROUP PLC S | $5,206 | $5,461 |
| 95000U2H5 WELLS FARGO & CO SR | $50,000 | $52,050 |
| 95099ADZ9 WELLTOWER INC NON-TR | $3,189 | $3,230 |
| 961214EH2 WESTPAC BNKG CORP SR | $15,074 | $15,926 |
| 98310WAM0 WYNDHAM DESTINATIONS | $13,062 | $12,124 |
| 98978VAK9 ZOETIS INC SR NTS 4. | $5,548 | $5,836 |
Investments Corp Stock Schedule InvestmentsCorpStockSchedule
Investments Corporate Stock InvestmentsCorporateStockGrp (196 entries)
| StockStockNm | EOY Book ValueEOYBookValueAmt | EOYFMVEOYFMVAmt |
|---|---|---|
| 375204 ABB LTD-SPON ADR | ||
| 1744101 AMN HEALTHCARE SERVICE | ||
| 8492100 AGREE REALTY CORP | ||
| 18805101 ALLIANZ SE-SPON ADR | ||
| 30506109 AMERICAN WOODMARK COR | ||
| 35290105 ANIXTER INTERNATIONAL | ||
| 46353108 ASTRAZENECA PLC-SPONS | ||
| 57665200 BALCHEM CORP | ||
| 67806109 BARNES GROUP INC | ||
| 89302103 BIG LOTS INC | ||
| 96813209 BOC HONG KONG HLDS-SP | ||
| 110448107 BRITISH AMERICAN TOB | ||
| 126501105 CTS CORP | $20,806 | $12,305 |
| 127190304 CACI INTERNATIONAL I | $11,668 | $17,784 |
| 128126109 CALAMP CORP | ||
| 132011107 CAMBREX CORP | ||
| 143873107 CAROLINA FINANCIAL C | ||
| 144285103 CARPENTER TECHNOLOGY | $22,079 | $11,096 |
| 144577103 CARRIZO OIL & GAS IN | ||
| 197236102 COLUMBIA BANKING SYS | $19,302 | $12,528 |
| 233825207 DAIMLER AG UNSPONSOR | ||
| 251566105 DEUTSCHE TELEKOM AG- | ||
| 256206103 DODGE & COX INTL STC | $330,437 | $270,061 |
| 258278100 DORMAN PRODUCTS INC | $28,315 | $26,828 |
| 302081104 EXLSERVICE HOLDINGS | $24,431 | $24,980 |
| 315911727 FIDELITY INTL INDX-I | $4,031,296 | $3,524,593 |
| 315911750 FIDELITY 500 INDEX-I | $5,740,132 | $6,440,609 |
| 349853101 FORWARD AIR CORP | $24,438 | $21,124 |
| 353514102 FRANKLIN ELECTRIC CO | $19,695 | $22,794 |
| 387328107 GRANITE CONSTRUCTION | ||
| 391416104 GREAT WESTERN BANCOR | ||
| 404280406 HSBC HOLDINGS PLC-SP | ||
| 438128308 HONDA MOTOR CO LTD-S | ||
| 450737101 IBERDROLA SA-SPONSOR | ||
| 451107106 IDACORP INC | $29,834 | $28,395 |
| 457985208 INTEGRA LIFESCIENCES | $30,584 | $30,590 |
| 464287655 ISHARES RUSSELL 2000 | ||
| 464288182 ISHARES MSCI ALL COU | $1,786,926 | $1,784,033 |
| 493732101 KFORCE INC | $16,963 | $20,329 |
| 502175102 LTC PROPERTIES INC | ||
| 505336107 LA-Z-BOY INC | $18,637 | $20,728 |
| 537008104 LITTELFUSE INC | $23,369 | $22,182 |
| 539439109 LLOYDS BANKING GROUP | ||
| 553573106 MSG NETWORK INC USD0 | ||
| 553777103 MTS SYSTEMS CORP | $26,880 | $9,182 |
| 566324109 MARCUS & MILLICHAP I | $22,046 | $22,367 |
| 576485205 MATADOR RESOURCES CO | ||
| 587376104 MERCANTILE BANK CORP | $16,539 | $10,373 |
| 591520200 METHODE ELECTRONICS | $4,349 | $3,939 |
| 624580106 MOVADO GROUP INC | $19,497 | $6,721 |
| 626188106 MUENCHENER RUECK-UNS | ||
| 629334103 NN GROUP NV - UNSPON | ||
| 641069406 NESTLE SA-SPONS ADR | ||
| 654624105 NIPPON TELEGRAPH & T | ||
| 680033107 OLD NATIONAL BANCORP | $31,473 | $23,874 |
| 686331109 ORKLA ASA-SPON ADR | ||
| 701769408 PARNASSUS CORE EQUIT | $1,689,103 | $1,759,470 |
| 771195104 ROCHE HOLDINGS LTD-S | ||
| 780259107 ROYAL DUTCH SHELL-SP | ||
| 816300107 SELECTIVE INSURANCE | $32,592 | $28,321 |
| 826197501 SIEMENS AG-SPONS ADR | ||
| 840441109 SOUTH STATE CORP | $25,780 | $17,873 |
| 853666105 STANDARD MOTOR PRODS | $24,691 | $20,930 |
| 860630102 STIFEL FINANCIAL COR | $31,166 | $27,747 |
| 864159108 STURM RUGER & CO INC | ||
| 871237103 SYKES ENTERPRISES IN | $13,171 | $12,585 |
| 902788108 UMB FINANCIAL CORP | $15,932 | $11,186 |
| 904784709 UNILEVER N V -NY SHA | ||
| 909907107 UNITED BANKSHARES IN | $36,676 | $28,047 |
| 911271302 UNITED OVERSEAS BANK | ||
| 913259107 UNITIL CORP | $12,833 | $11,653 |
| 915436109 UPM-KYMMENE OYJ-SPON | ||
| 922908629 VANGUARD MID-CAP ETF | $1,785,004 | $1,925,451 |
| 923725105 VERMILION ENERGY INC | ||
| 989825104 ZURICH INSURANCE GRO | ||
| 46090E103 INVESCO QQQ TRUST SE | $1,540,981 | $2,286,091 |
| 00171C304 AMG MG FAIRPT MC-Z | ||
| 00215W100 ASE TECHNOLOGY HOLDI | ||
| 03475V101 ANGIODYNAMICS INC | $18,145 | $8,329 |
| 04911A107 ATLANTIC UNION BANKS | $30,246 | $20,636 |
| 05523R107 BAE SYSTEMS PLC -SPO | ||
| 05534B760 BCE INC | ||
| 05565A202 BNP PARIBAS-ADR | ||
| 08160H101 BENCHMARK ELECTRONIC | $19,414 | $14,926 |
| 13123X102 CALLON PETROLEUM CO | ||
| 14042Y601 CAPITAL GR NON US EQ | ||
| 16941R108 CHINA PETROLEUM & CH | ||
| 25243Q205 DIAGEO PLC-SPONSORED | ||
| 27616P103 EASTERLY GOVERNMENT | $26,819 | $32,807 |
| 29286D105 ENGIE | ||
| 36237H101 G-III APPAREL GROUP | $25,852 | $10,207 |
| 37733W105 GLAXOSMITHKLINE PLC- | ||
| 45262P102 IMPERIAL BRANDS PLC- | ||
| 46429B598 ISHARES MSCI INDIA E | $765,102 | $650,744 |
| 46429B671 ISHARES MSCI CHINA E | ||
| 46434G103 ISHARES CORE MSCI EM | $2,455,587 | $2,291,464 |
| 46434G822 ISHARES MSCI JAPAN E | $882,240 | $918,207 |
| 48129C603 JPM US L/C CORE PL F | $269,536 | $471,734 |
| 50187A107 LHC GROUP INC | $10,883 | $39,745 |
| 55315J102 MMC NORILSK NICKEL P | ||
| 56501R106 MANULIFE FINANCIAL C | ||
| 58506Q109 MEDPACE HOLDINGS INC | $13,933 | $20,930 |
| 59410T106 MICHELIN (CGDE)-UNSP | ||
| 63935N107 NAVIGANT CONSULTING | ||
| 65336K103 NEXSTAR MEDIA GROUP | $20,353 | $26,697 |
| 66987V109 NOVARTIS AG-SPONSORE | ||
| 68213N109 OMNICELL INC | $18,519 | $26,836 |
| 69318J100 PC CONNECTION INC | $12,551 | $21,418 |
| 74160Q301 PRIMECAP ODYSSEY STO | ||
| 80105N105 SANOFI-ADR | ||
| 81725T100 SENSIENT TECHNOLOGIE | ||
| 82706C108 SILICON MOTION TECHN | $18,850 | $19,313 |
| 83238P203 SMITHS GROUP PLC- SP | ||
| 83272W106 SMURFIT KAPPA GROUP | ||
| 83546A203 SONIC HEALTHCARE LTD | ||
| 87936R106 TELEFONICA BRASIL-AD | ||
| 88162G103 TETRA TECH INC | $17,637 | $28,404 |
| 92189F106 VANECK GOLD MINERS | $767,282 | $1,355,913 |
| 92204A405 VANGUARD FINANCIALS | $2,410,587 | $2,131,158 |
| 92214X106 VAREX IMAGING CORP | $20,159 | $9,135 |
| F92124100 TOTAL SA-SPON ADR | ||
| G037AX101 AMBARELLA INC | $12,840 | $10,488 |
| G0464B107 ARGO GROUP INTERNATI | ||
| H42097107 UBS GROUP AG-REG | ||
| 001744101 AMN HEALTHCARE SERVI | $29,754 | $32,347 |
| 0075W0759 EDGEWOOD GROWTH FUND | $1,423,619 | $1,611,251 |
| 008492100 AGREE REALTY CORP | $14,310 | $18,070 |
| 030506109 AMERICAN WOODMARK CO | $28,485 | $22,922 |
| 057665200 BALCHEM CORP | $21,980 | $24,758 |
| 067806109 BARNES GROUP INC | $24,724 | $16,734 |
| 099406100 BOOT BARN HOLDINGS I | $25,365 | $15,933 |
| 126402106 CSW INDUSTRIALS INC | $14,001 | $13,684 |
| 14019V606 AMER FNDS INTL VNTG- | $762,279 | $782,427 |
| 14808P109 CASS INFORMATION SYS | $10,527 | $11,943 |
| 165303108 CHESAPEAKE UTILITIES | $15,450 | $14,196 |
| 199908104 COMFORT SYSTEMS USA | $15,380 | $15,933 |
| 254543101 DIODES INC | $6,014 | $7,098 |
| 29275Y102 ENERSYS | $13,616 | $18,026 |
| 374297109 GETTY REALTY CORP | $17,840 | $18,906 |
| 40425J101 HMS HOLDINGS CORP | $12,351 | $12,632 |
| 44925C103 ICF INTERNATIONAL IN | $27,465 | $22,172 |
| 464286400 ISHARES MSCI BRAZIL | $733,738 | $644,023 |
| 464287598 ISHARES RUSSELL 1000 | $719,051 | $706,803 |
| 464288372 ISHARES GLOBAL INFRA | $370,388 | $314,782 |
| 483007704 KAISER ALUMINUM CORP | $20,166 | $14,135 |
| 500643200 KORN FERRY | $20,397 | $14,627 |
| 577130818 MATTHEWS CHINA FUND- | $805,851 | $904,054 |
| 60786M105 MOELIS & CO - CLASS | $18,933 | $18,104 |
| 681116109 OLLIE'S BARGAIN OUTL | $14,333 | $30,662 |
| 683344105 ONTO INNOVATION INC | $16,688 | $18,177 |
| 701877102 PARSLEY ENERGY INC-C | $7,407 | $13,233 |
| 77956H286 T ROWE PR JAPAN FUND | $770,066 | $818,032 |
| 77956H385 T ROWE PRICE NEW ASI | $770,066 | $769,672 |
| 78463M107 SPS COMMERCE INC | $7,490 | $9,916 |
| 81369Y209 HEALTH CARE SELECT S | $2,229,287 | $2,328,729 |
| 517834107 LAS VEGAS SANDS CORP | $14,551 | $16,850 |
| H42097107 UBS GROUP AG-REG | $65,009 | $53,142 |
| 000375204 ABB LTD-SPON ADR | $65,264 | $56,738 |
| 018820100 ALLIANZ SE - UNSP AD | $61,372 | $53,249 |
| 05523R107 BAE SYSTEMS PLC -SPO | $25,781 | $19,680 |
| 05534B760 BCE INC | $57,683 | $54,092 |
| 05565A202 BNP PARIBAS-ADR | $41,534 | $29,566 |
| 110448107 BRITISH AMERICAN TOB | $74,779 | $59,783 |
| 111190104 BRITVIC PLC - SPON A | $30,032 | $26,493 |
| 251566105 DEUTSCHE TELEKOM AG- | $38,713 | $36,978 |
| 25243Q205 DIAGEO PLC-SPONSORED | $25,784 | $25,534 |
| 29265W207 ENEL SPA - UNSPON AD | $47,641 | $62,904 |
| 37733W105 GLAXOSMITHKLINE PLC- | $55,470 | $60,573 |
| 450737101 IBERDROLA SA-SPONSOR | $49,222 | $71,750 |
| 45262P102 IMPERIAL BRANDS PLC- | $37,728 | $19,111 |
| 56501R106 MANULIFE FINANCIAL C | $62,354 | $43,720 |
| 59410T106 MICHELIN (CGDE)-UNSP | $38,805 | $28,925 |
| 626188106 MUENCHENER RUECK-UNS | $49,436 | $57,889 |
| 629334103 NN GROUP NV - UNSPON | $36,140 | $28,960 |
| 641069406 NESTLE SA-SPONS ADR | $50,316 | $66,264 |
| 654624105 NIPPON TELEGRAPH & T | $53,418 | $52,058 |
| 66987V109 NOVARTIS AG-SPONSORE | $50,589 | $60,265 |
| 771195104 ROCHE HOLDINGS LTD-S | $44,744 | $63,986 |
| 80105N105 SANOFI-ADR | $61,734 | $66,876 |
| 826197501 SIEMENS AG-SPONS ADR | $63,847 | $52,796 |
| 82929R304 SINGAPORE TELECOMMUN | $39,243 | $35,830 |
| 83238P203 SMITHS GROUP PLC- SP | $22,091 | $18,319 |
| 83272W106 SMURFIT KAPPA GROUP | $49,793 | $53,888 |
| 83405K102 SOFTBANK CORP UNSPON | $61,477 | $59,724 |
| 89151E109 TOTAL SA-SPON ADR | $63,057 | $47,114 |
| 892331307 TOYOTA MOTOR CORP -S | $57,308 | $54,021 |
| 915436208 UPM-KYMMENE OYJ-UNSP | $50,647 | $57,275 |
| 888888888 | $70,554 | $70,554 |
| 999999999 | $1,429 | $1,429 |
| 83546A203 SONIC HEALTHCARE LTD | $49,327 | $60,940 |
| 904784709 UNILEVER N V -NY SHA | $54,480 | $50,873 |
| 911271302 UNITED OVERSEAS BANK | $61,498 | $51,790 |
| 989825104 ZURICH INSURANCE GRO | $57,967 | $66,994 |
| 00215W100 ASE TECHNOLOGY HOLDI | $37,512 | $34,558 |
| 55315J102 MMC NORILSK NICKEL P | $18,523 | $26,321 |
| 87936R106 TELEFONICA BRASIL-AD | $24,193 | $13,777 |
Investments Other Schedule2 InvestmentsOtherSchedule2
Investments Other InvestmentsOtherGrp (21 entries)
| Category Or ItemCategoryOrItemTxt | Listed At Cost Or FMVListedAtCostOrFMVCd | Book ValueBookValueAmt | EOYFMVEOYFMVAmt |
|---|---|---|---|
| 36582922 AREA EF IV PRIVATE IN | |||
| 238568919 RIDGE SELECT: PRIVAT | AT COST | $694,000 | $632,470 |
| 290809185 CSFR PRIVATE INVESTO | |||
| 345162929 AP VIII (APAX) PRIVA | AT COST | $33,680 | $646,989 |
| 464285105 ISHARES GOLD TRUST | AT COST | $1,305,203 | $1,801,467 |
| 484981964 GSO PRIVATE INVESTOR | AT COST | $122,246 | $93,245 |
| 532458916 YORK EUROPEAN OPPORT | |||
| 651912933 NEWBROOK CAPITAL OFF | AT COST | $850,000 | $988,327 |
| 827994922 SILVER LAKE PARTNERS | AT COST | $262,730 | $1,190,536 |
| 976491910 THE WINTON FUND LIMI | AT COST | $1,024,631 | $891,405 |
| 4225629A8 BLACKSTONE REAL ESTA | AT COST | $583,875 | |
| 8M9122924 POLAR LONG/SHORT FUN | AT COST | $850,000 | $928,647 |
| HFFRTALT5 FORT GLOBAL OFFSHORE | |||
| HFLCPBFP8 LAKEWOOD CAPITAL OFF | AT COST | $750,000 | $628,042 |
| HFMRNALE6 MARINER ATLANTIC, LT | |||
| HFNWMARL3 EMERGING MARKET CURR | AT COST | $1,000,000 | $960,595 |
| HFVARARG8 VARDE CREDIT PARTNER | AT COST | $1,873,000 | $1,659,623 |
| 036582922 AREA EF IV PRIVATE I | AT COST | $170,525 | $471,872 |
| 2F7F6S966 FORT GLOBAL OFFSHORE | AT COST | $1,000,000 | $1,055,971 |
| 5M4217912 MARINER ATLANTIC, LT | AT COST | $694,000 | $746,231 |
| 72201P175 PIMCO COMMODITYPL ST | AT COST | $945,957 | $841,754 |
Other Assets Schedule OtherAssetsSchedule
Other Assets Schedule OtherAssetsScheduleGrp (20 entries)
| DescDesc | BOY Book ValueBOYBookValueAmt | EOY Book ValueEOYBookValueAmt | EOYFMVEOYFMVAmt |
|---|---|---|---|
| XXX-XX-XXXX W&NW RR CO SVY GLASS | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 128 W&NW HOWARD | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 156 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 156 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 156 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 157 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 157 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 128 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 128 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 137 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 137 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 137 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 137 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 137 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 136 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 136 W&NW SVY HOW | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 793 JH GIBSON YO | $1 | $1 | $0 |
| XXX-XX-XXXX SEC 771 JH GIBSONYOA | $1 | $1 | $0 |
| XXX-XX-XXXX T&P RR CO SVY HOWARD | $1 | $1 | $0 |
| MINERAL ASSETS | $0 | $4,360,247 |
Other Decreases Schedule OtherDecreasesSchedule
Other Decreases Detail OtherDecreasesDetail (4 entries)
| DescDesc | AmtAmt |
|---|---|
| RETURN OF CAPITAL ADJUSTMENT | $5,434 |
| TRANSACTION EFFECTIVE POST-FY | $400 |
| ACCRUED INT PAID-CARRYOVER | $288 |
| COST BASIS ADJUSTMENT | $22 |
Other Expenses Schedule OtherExpensesSchedule
Other Expenses Schedule OtherExpensesScheduleGrp (5 entries)
| DescDesc | Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt | Net Investment IncomeNetInvestmentIncomeAmt | Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt |
|---|---|---|---|
| MINERAL INT-PRODUCTION TAX | $51,894 | $51,894 | $0 |
| MINERAL INT-AD VALOREM TAX | $95,051 | $95,051 | $0 |
| ROYALTY - OTHER EXPENSES | $4,637 | $4,637 | $0 |
| OTHER EXPENSE (NON-DEDUCTIBLE | $1,160 | $1,160 | $0 |
| OTHER EXPENSE (NON-DEDUCTIBLE) | $1,018 | $1,018 | $0 |
Other Income Schedule2 OtherIncomeSchedule2
Other Income Detail OtherIncomeDetail (3 entries)
| DescDesc | Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt | Net Investment IncomeNetInvestmentIncomeAmt |
|---|---|---|
| ROYALTY INCOME | $1,604,952 | $1,604,952 |
| OTHER INCOME | $447 | $447 |
| FEDERAL TAX RETURN | $196,841 | $0 |
Other Increases Schedule OtherIncreasesSchedule
Other Increases Detail OtherIncreasesDetail (4 entries)
| DescDesc | AmtAmt |
|---|---|
| TRANSACTIONS POSTED PRE-FY | $1,786 |
| CASH AMT IN NQSI OID | $2,457 |
| MUTUAL FUNDS ADJUSTMENT | $175 |
| SALES ADJUSTMENT | $3 |
Other Professional Fees Schedule OtherProfessionalFeesSchedule
Other Professional Fees Detail OtherProfessionalFeesDetail
| Field | Value | IRS element (for citing) |
|---|---|---|
| Category | INVESTMNT MNGMNT FEES (NON-DED | CategoryTxt |
| Amt | $117,000 | Amt |
| Net Investment Income | $117,000 | NetInvestmentIncomeAmt |
Taxes Schedule TaxesSchedule
Taxes Detail TaxesDetail (4 entries)
| CategoryCategoryTxt | AmtAmt | Net Investment IncomeNetInvestmentIncomeAmt | Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt |
|---|---|---|---|
| FOREIGN TAXES | $11,460 | $11,460 | $0 |
| FEDERAL TAX PAYMENT - PRIOR YE | $68,000 | $0 | $0 |
| FOREIGN TAXES ON QUALIFIED FOR | $21,602 | $21,602 | $0 |
| FOREIGN TAXES ON NONQUALIFIED | $5,537 | $5,537 | $0 |
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