2021-05-04T13:00:35-05:00 2020-06-30 346565596 ERNST & YOUNG US LLP 155 N WACKER DRIVE CHICAGO IL 60606 990PF 2019-07-01 756013899 DORA ROBERTS FOUNDATION - FI XXXXX4008 DORA 8004962583 10 S DEARBORN IL1-0111 CHICAGO IL 60603 KRYSTAL ZEC Vice President 8004962583 2020-11-16 true JACOB ZEHNDER P01564049 3128792000 2020-11-16 2019 2022-09-23 18:48:47Z X 77738090 X 1452757 1452286 592199 26562101 592199 0 1802240 1605399 3847196 3649884 445732 235277 210456 0 0 0 0 0 0 117000 117000 0 0 106599 38599 0 0 0 0 0 0 0 153760 153760 823091 544636 0 210456 3515000 3515000 4338091 544636 0 3725456 -490895 3105248 0 131834 305879 305879 3537649 1524328 1524328 0 0 0 34687753 36212226 37741430 17363412 18701475 19685157 13091850 11575972 14121049 19 19 4360247 68812517 68319899 77738090 0 X 68812517 68319899 68812517 68319899 68812517 68319899 68812517 -490895 4421 68326043 6144 68319899 220. ASE TECHNOLOGY HOLDING CO LTD-ADR 2017-11-01 2019-07-01 925 1084 -159 -159 220. ASE TECHNOLOGY HOLDING CO LTD-ADR 2017-11-01 2019-07-02 906 1084 -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 5000 5642 -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 2457 2463 -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 1675 1775 -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 1676 1668 8 8 10000. JEFFRIES GROUP INC 2009-10-19 2019-07-15 10000 10585 -585 -585 16000. RADIAN GROUP INC 4.500% 10/01/2024 DTD 09/26/2017 2017-10-30 2019-07-15 16560 16377 183 183 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-07-15 1365 1368 -3 -3 . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-3 2018-3 CL A3 3.03% 02/15/ 2018-09-18 2019-07-15 1432 1429 3 3 3741.78 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL 2017-03-07 2019-07-15 3742 3742 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 1512 1640 -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 199462 200000 -538 -538 38960.428 PRIMECAP ODYSSEY STOCK FUND 2012-11-28 2019-07-16 1298941 622198 676743 676743 . RADIAN GROUP INC 4.500% 10/01/2024 DTD 09/26/2017 1960-11-11 2019-07-16 14473 14222 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 8270 7900 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 14023 14087 -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 16088 15915 173 173 25000. CNO FINANCIAL GROUP INC 5.250% 05/30/2025 DTD 05/19/2015 2017-10-30 2019-07-24 27000 26397 603 603 2000. COML METALS CO SR NTS 4.875% 05/15/2023 DTD 2018-09-04 2019-07-24 2061 1980 81 81 3000. COML METALS CO SR NTS 4.875% 05/15/2023 DTD 2018-09-04 2019-07-24 3060 2970 90 90 22000. DCP MIDSTREAM OPERATING 3.875% 03/15/2023 DTD 03/14/2013 2017-10-30 2019-07-24 22271 21945 326 326 4000. MGM RESORTS INTL 5.75% 06/15/2025 DTD 06/18/2018 2019-04-04 2019-07-24 4345 4173 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 1141 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 4379 4989 -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 3158 3288 -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 749273 749201 72 72 20.49 FIDELITY 500 INDEX-INST PRM 2018-02-26 2019-07-25 2140 1997 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 18012 17709 303 303 5000. COML METALS CO SR NTS 4.875% 05/15/2023 DTD 2018-09-04 2019-07-29 5125 4951 174 174 4000. ICAHN ENTERPRISES/FIN 6.75% 02/01/2024 DTD 05/24/2017 2017-10-30 2019-07-30 4175 4195 -20 -20 2000. MGM RESORTS INTL 5.75% 06/15/2025 DTD 06/18/2018 2019-04-04 2019-07-30 2170 2086 84 84 6000. CIT GROUP INC 5.000% 08/01/2023 DTD 08/01/2013 2017-10-30 2019-07-31 6435 6365 70 70 2000. CNO FINANCIAL GROUP INC 5.250% 05/30/2025 DTD 05/19/2015 2017-10-30 2019-07-31 2155 2111 44 44 11000. CNO FINANCIAL GROUP INC 5.250% 05/30/2025 DTD 05/19/2015 2019-07-31 11853 11050 803 803 5000. NORTHCORP GRUMMAN CORP 5.05% AUG 01 2019 2014-08-27 2019-08-01 5000 5625 -625 -625 6000. CIT GROUP INC 5.000% 08/01/2023 DTD 08/01/2013 2017-10-30 2019-08-05 6405 6363 42 42 2000. MGM RESORTS INTL 5.75% 06/15/2025 DTD 06/18/2018 2019-04-04 2019-08-05 2150 2084 66 66 4000. MGM RESORTS INTL 5.75% 06/15/2025 DTD 06/18/2018 2019-04-04 2019-08-05 4295 4167 128 128 70. STURM RUGER & CO INC 2017-11-01 2019-08-05 3171 3565 -394 -394 67. STURM RUGER & CO INC 2017-11-01 2019-08-06 2998 3412 -414 -414 122. STURM RUGER & CO INC 2017-11-01 2019-08-07 5285 6213 -928 -928 7. CAMBREX CORP 2017-11-01 2019-08-09 420 305 115 115 50. CAMBREX CORP 2018-11-20 2019-08-09 3000 2370 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 11991 8718 3273 3273 91. NAVIGANT CONSULTING INC 2019-05-16 2019-08-12 2543 2086 457 457 14000. CIT GROUP INC 5.000% 08/01/2023 DTD 08/01/2013 2017-10-30 2019-08-13 14998 14843 155 155 65. CACI INTL INC CL A 2017-11-01 2019-08-13 13734 9249 4485 4485 118. CAMBREX CORP 2017-11-01 2019-08-13 7075 5144 1931 1931 50. CAMBREX CORP 2019-03-05 2019-08-13 2998 2066 932 932 1400. ISHARES MSCI CHINA ETF 2019-08-13 77156 99684 -22528 -22528 10760. ISHARES MSCI CHINA ETF 2017-10-27 2019-08-13 593201 700821 -107620 -107620 44. NAVIGANT CONSULTING INC 2019-08-13 1229 1006 223 223 869. NAVIGANT CONSULTING INC 2017-11-01 2019-08-13 24279 15060 9219 9219 62. NAVIGANT CONSULTING INC 2017-11-01 2019-08-14 1733 1074 659 659 . CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD 2016-07-26 2019-08-15 2470 2476 -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 1297 1395 -98 -98 . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 2012-01-19 2019-08-15 2062 2185 -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 14011 18972 -4961 -4961 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 3895 3885 10 10 . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 2018-09-18 2019-08-15 1248 1238 10 10 125. SIEMENS A G SPONSORED ADR 2017-11-01 2019-08-15 5923 9120 -3197 -3197 11000. TRANSOCEAN INC 7 1/8% DEC 15 2021 2017-10-30 2019-08-15 11444 11501 -57 -57 25000. WORLD FINANCIAL NETWORK CREDIT 2017-B CL A 1.980% 06/15/2023 2017-08-15 2019-08-15 25000 24997 3 3 5241.79 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL 2017-03-07 2019-08-15 5242 5242 13000. FREEPORT-MCMORAN INC 4.0% 11/14/2021 DTD 11/14/2014 2017-10-30 2019-08-16 13406 13068 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 3057 3316 -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 2056 1282 774 774 86. SELECTIVE INS GROUP INC 2017-11-01 2019-08-19 6921 5104 1817 1817 . 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 1037 1113 -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 1059 1169 -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 7108 5282 1826 1826 . 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 4457 6039 -1582 -1582 3000. UNIT CORP 6 5/8% MAY 15 2021 2017-10-30 2019-08-22 2235 3019 -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 1020 1083 -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 1053 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 4724 4919 -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 2220 3019 -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 12568 13475 -907 -907 3000. UNIT CORP 6 5/8% MAY 15 2021 2019-08-30 2153 3018 -865 -865 100000. US TREAS 3.5% 05/15/20 2015-10-20 2019-08-30 101141 109477 -8336 -8336 5000. UNIT CORP 6 5/8% MAY 15 2021 2017-12-07 2019-09-03 3538 5026 -1488 -1488 3000. CIT GROUP INC 5.000% 08/01/2023 DTD 08/01/2013 2017-10-30 2019-09-04 3251 3178 73 73 6000. CIT GROUP INC 5.000% 08/01/2023 DTD 08/01/2013 2017-10-30 2019-09-06 6503 6355 148 148 2000. UNIT CORP 6 5/8% MAY 15 2021 2017-12-07 2019-09-10 1385 2010 -625 -625 645. HONDA MTR LTD SPONS ADR 2019-09-11 17034 20183 -3149 -3149 19000. TENET HEALTHCARE CORP 6.000% 10/01/2020 DTD 09/27/2013 2017-10-30 2019-09-11 19741 19391 350 350 31000. TENET HEALTHCARE CORPORATION 4.500% 04/01/2021 DTD 09/13/2013 2019-09-11 32102 31154 948 948 25080.115 AMG MG FAIRPT MC-Z 2019-09-12 927964 1057948 -129984 -129984 17000. CIT GROUP INC 5.000% 08/01/2023 DTD 08/01/2013 2017-10-30 2019-09-12 18296 18003 293 293 330. HONDA MTR LTD SPONS ADR 2018-08-08 2019-09-12 8887 10220 -1333 -1333 2000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017 2017-11-01 2019-09-12 2000 2026 -26 -26 . CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD 2016-07-26 2019-09-16 2446 2451 -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 1285 1363 -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 6566 7041 -475 -475 . GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005 2013-11-13 2019-09-16 2338 2536 -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 5318 5304 14 14 . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 2018-09-18 2019-09-16 4877 4838 39 39 405. ASTRAZENECA PLC SPONS ADR 2017-11-01 2019-09-17 17407 14085 3322 3322 . 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 5550 5549 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 1040 -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 10387 10787 -400 -400 10000. PETROLEOS MEXICANOS 6.0% 03/05/2020 DTD 09/30/2010 2014-06-25 2019-09-23 10161 11200 -1039 -1039 162. DAIMLER AG-UNSPONSORED ADR 2017-11-01 2019-09-25 1993 3436 -1443 -1443 . 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 1052 -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 3795 3951 -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 5224 8899 -3675 -3675 428. DAIMLER AG-UNSPONSORED ADR 2019-09-27 5265 8868 -3603 -3603 165. DAIMLER AG-UNSPONSORED ADR 2018-11-16 2019-09-30 2032 2390 -358 -358 263. DAIMLER AG-UNSPONSORED ADR 2017-12-01 2019-09-30 3238 5375 -2137 -2137 230. VERMILION ENERGY INC 2017-11-01 2019-09-30 3840 8094 -4254 -4254 427. DAIMLER AG-UNSPONSORED ADR 2018-11-15 2019-10-01 5282 6151 -869 -869 117. VERMILION ENERGY INC 2017-11-01 2019-10-01 1916 4118 -2202 -2202 147. VERMILION ENERGY INC 2017-11-01 2019-10-02 2246 5173 -2927 -2927 156. VERMILION ENERGY INC 2017-11-01 2019-10-03 2373 5490 -3117 -3117 453. DAIMLER AG-UNSPONSORED ADR 2018-11-15 2019-10-04 5381 6526 -1145 -1145 39. BRITISH AMERN TOB PLC SPONSORED ADR 2017-11-01 2019-10-08 1340 2532 -1192 -1192 83. BRITISH AMERN TOB PLC SPONSORED ADR 2017-11-01 2019-10-09 2855 5389 -2534 -2534 13000. B&G FOODS INC 4.625% 06/01/2021 DTD 06/04/2013 2017-10-30 2019-10-10 13000 13138 -138 -138 98. BRITISH AMERN TOB PLC SPONSORED ADR 2017-11-01 2019-10-10 3386 6363 -2977 -2977 . CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD 2016-07-26 2019-10-15 2305 2310 -5 -5 1923.077 CENOVUS ENERGY INC 5.7% OCT 15 2019 2015-02-05 2019-10-15 1923 2105 -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 1101 1184 -83 -83 . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 2012-01-19 2019-10-15 1717 1820 -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 1019 -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 1746 1895 -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 4714 4702 12 12 . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 2018-09-18 2019-10-16 4350 4316 34 34 4486.79 WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL 2017-03-07 2019-10-16 4487 4487 10000. EXPRESS SCRIPTS HLDG 3.5% 06/15/2024 DTD 06/05/2014 2016-03-23 2019-10-17 10383 9926 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 36690 37097 -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 2018 2010 8 8 2000. CLEARWATER PAPER CORP 4.5% 02/01/2023 DTD 07/16/2013 2017-11-13 2019-10-25 2018 2010 8 8 4000. CLEARWATER PAPER CORP 4.5% 02/01/2023 DTD 07/16/2013 2017-11-13 2019-10-25 4020 4020 . 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 1377 1017 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 1085 -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 3700 3853 -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 4000 4077 -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 21355 20860 495 495 300. ANIXTER INTL INC 2017-11-01 2019-10-30 24613 20547 4066 4066 10000. BB & T CORPORATION SUB NOTES 5 1/4% NOV 1 2019 2015-04-28 2019-11-01 10000 11276 -1276 -1276 40000. ALLY FINL INC SR NTS 5.125% 09/30/2024 DTD 2017-10-30 2019-11-04 43950 42744 1206 1206 27000. WELLCARE HEALTH PLANS SR NTS 5.25% 04/01/2025 DTD 2017-10-30 2019-11-05 28215 28211 4 4 3000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017 2017-11-01 2019-11-06 3011 3039 -28 -28 10000. QUALCOMM INC SR NTS 3.25% 05/20/2027 DTD 2017-05-23 2019-11-07 10408 9953 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 1934 1938 -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 1937 2053 -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 3604 225 3379 3379 . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD 2018-08-30 2019-11-15 3321 -3321 -3321 225000. U S A NOTES 2019-11-15 225000 226372 -1372 -1372 30000. WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL 2017-03-07 2019-11-15 3877 3877 . 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 2599 2819 -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 13358 13666 -308 -308 . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-3 2018-3 CL A3 3.03% 02/15/ 2018-09-18 2019-11-18 4983 4970 13 13 . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 2018-09-18 2019-11-18 4533 4498 35 35 69558.054 VANGUARD TOT BD MKT IDX-ADM 2019-11-19 770703 757154 13549 13549 9000. ENERGY TRANSFER OPERATNG 4.25% 03/15/2023 DTD 03/22/2019 2019-04-25 2019-11-20 9385 9226 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 8500 8473 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 3713 3634 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 1257 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 3608 3757 -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 13195 13342 -147 -147 6000. NATL OILWELL VARCO I NON-TRADEABLE ASSET 2019-12-04 6139 5859 280 280 255. ASTRAZENECA PLC SPONS ADR 2017-11-01 2019-12-05 12144 8868 3276 3276 13000. CYRUSONE LP/CYRUSONE FIN 5.0% 03/15/2024 DTD 01/05/2018 2018-08-29 2019-12-05 13426 13184 242 242 125. CHINA PETE & CHEM SPONS ADR REPSTG H 2019-12-06 6940 10892 -3952 -3952 460. DEUTSCHE TELEKOM AG SPONSORED ADR 2017-11-01 2019-12-06 7627 8211 -584 -584 4000. VIACOMCBS INC SR NTS 3.875% 04/01/2024 DTD 2014-03-04 2019-12-09 4219 3968 251 251 27000. CLEARWAY ENERGY OP LLC 5.375% 08/15/2024 DTD 07/21/2015 2017-10-30 2019-12-11 27810 27874 -64 -64 8000. TRANSMONTAIGE PARTNERS 6.125% 02/15/2026 DTD 02/12/2018 2019-12-11 7680 8090 -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 1422 1508 -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 1026 1160 -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 2733 2966 -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 3583 704 2879 2879 . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD 2018-08-30 2019-12-16 2830 -2830 -2830 . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 2018-09-18 2019-12-16 4088 4056 32 32 10000. BK OF AMER CORP SR NTS MTN 3.5% 04/19/2026 DTD 2019-08-30 2019-12-17 10608 10717 -109 -109 . GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005 2015-01-08 2019-12-17 1195 1350 -155 -155 . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-3 2018-3 CL A3 3.03% 02/15/ 2018-09-18 2019-12-17 4352 4341 11 11 5000. BUCKEYE PARTNERS LP SR NTS 4.35% 10/15/2024 DTD 2017-07-27 2019-12-18 5013 5197 -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 1165 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 3143 3273 -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 5545 3825 1720 1720 10000. OFFICE PPTY INCOME TRST SR NTS 3.6% 02/01/2020 DTD 2018-02-28 2020-01-03 10000 10028 -28 -28 170. ASTRAZENECA PLC SPONS ADR 2017-11-01 2020-01-06 8482 5912 2570 2570 55. DIAGEO PLC SPONSORED ADR NEW 2017-11-01 2020-01-06 9212 7464 1748 1748 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 6034 4612 1422 1422 65. NOVARTIS AG SPONS ADR 2017-11-01 2020-01-06 6174 4766 1408 1408 80. NOVARTIS AG SPONS ADR 2019-04-15 2020-01-06 7599 6479 1120 1120 165. ROCHE HLDG LTD SPONS ADR 2020-01-06 6738 4981 1757 1757 45. ASTRAZENECA PLC SPONS ADR 2017-11-01 2020-01-07 2245 1565 680 680 10. DIAGEO PLC SPONSORED ADR NEW 2017-11-01 2020-01-07 1669 1357 312 312 150. MMC NORILSK NICKEL PJSC-ADR 2017-11-01 2020-01-07 4712 2901 1811 1811 100. NESTLE S A SPONSORED ADR REPSTG REG 2017-11-01 2020-01-07 10814 8386 2428 2428 235. ROCHE HLDG LTD SPONS ADR 2020-01-07 9545 7030 2515 2515 2000. BROOKFIELD FIN INC 4.85% 03/29/2029 DTD 01/29/2019 2019-01-24 2020-01-08 2310 1996 314 314 175. MMC NORILSK NICKEL PJSC-ADR 2017-11-01 2020-01-08 5582 3385 2197 2197 3000. BROOKFIELD FIN INC 4.85% 03/29/2029 DTD 01/29/2019 2019-01-24 2020-01-09 3477 2995 482 482 5070.335 DODGE & COX INCOME FUND 2014-03-20 2020-01-09 71340 69869 1471 1471 3219.429 FIDELITY 500 INDEX-INST PRM 2018-02-26 2020-01-09 365792 313701 52091 52091 7476. ISHARES TR RUSSELL 2000 INDEX FD 2020-01-09 1237234 1080443 156791 156791 56996.07 PIMCO TOTAL RETURN FIND 2019-02-01 2020-01-09 591049 569391 21658 21658 32000. EQUINIX INC SR NTS 5.875% 01/15/2026 DTD 2017-10-30 2020-01-10 34026 34089 -63 -63 26507.945 JPM US L/C CORE PL FD - USD - R6 ISIN US48129C6030 2020-01-10 670916 800042 -129126 -129126 3000. CHENIERE CORP CHRISTI HD SR NTS 5.875% 03/31/2025 DTD 2019-03-18 2020-01-13 3394 3205 189 189 22000. CHENIERE CORP CHRISTI HD SR NTS 5.875% 03/31/2025 DTD 2017-10-30 2020-01-13 24888 23379 1509 1509 15000. CHENIERE CORP CHRISTI HD 5.125% 06/30/2027 DTD 05/19/2017 2020-01-13 16634 15341 1293 1293 13000. STEEL DYNAMICS INC 5.500% 10/01/2024 DTD 05/07/2015 2017-10-30 2020-01-13 13408 13685 -277 -277 4000. STEEL DYNAMICS INC 4.125% 09/15/2025 DTD 01/24/2018 2018-08-29 2020-01-13 4118 3859 259 259 6000. STEEL DYNAMICS INC 4.125% 09/15/2025 DTD 01/24/2018 2019-05-28 2020-01-13 6176 5940 236 236 85. MMC NORILSK NICKEL PJSC-ADR 2017-11-01 2020-01-14 2788 1644 1144 1144 13000. ARAMARK SERVICES INC 5.125% 01/15/2024 DTD 03/30/2016 2017-10-30 2020-01-15 13333 13528 -195 -195 15000. BANK OF NEW YORK MELLON 2009-11-06 2020-01-15 15000 14971 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 1009 1048 -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 1129 1214 -85 -85 . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 2012-01-19 2020-01-15 1898 2012 -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 1322 1493 -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 3833 753 3080 3080 . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD 2018-08-30 2020-01-15 3027 -3027 -3027 5000. QUEST DIAGNOSTICS INC SR NTS 4.75% 01/30/2020 DTD 2013-12-03 2020-01-15 5006 5271 -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 3834 3804 30 30 13000. QWEST CORP SR NTS 6.875% 09/15/2033 DTD 2020-01-15 13051 12968 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 2560 2778 -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 8078 4269 3809 3809 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 2066 1966 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 9203 8889 314 314 51. CAROLINA FINANCIAL CORP 2018-06-22 2020-01-23 2114 2293 -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 1500 1179 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 1268 1394 -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 1031 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 1405 1037 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 3806 3963 -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 3117 2949 168 168 128. UNITED BANKSHARES INC 2017-11-01 2020-01-27 4597 4594 3 3 212. UNITED BANKSHARES INC 2017-11-01 2020-01-28 7568 7609 -41 -41 109. UNITED BANKSHARES INC 2017-11-01 2020-01-29 3844 3912 -68 -68 10660.18 REYNOLDS GRP ISS/REYNOLD SR NTS 5.75% 10/15/2020 DTD 2017-10-30 2020-02-04 10660 10710 -50 -50 10000. ROCKWELL COLLINS INC SR NTS 3.5% 03/15/2027 DTD 2018-01-03 2020-02-07 10916 10148 768 768 19000. TEGNA INC 6.375% 10/15/2023 DTD 10/03/2013 2017-10-30 2020-02-11 19404 19801 -397 -397 11. CACI INTL INC CL A 2017-11-01 2020-02-14 3050 1565 1485 1485 67. SENSIENT TECHNOLOGIES CORP 2017-11-01 2020-02-14 3859 5091 -1232 -1232 . 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 1011 -71 -71 . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 2012-01-19 2020-02-18 1083 1148 -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 1180 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 5000 5886 -886 -886 . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD 2018-08-30 2020-02-18 3044 -3044 -3044 . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD 2020-02-18 3854 757 3097 3097 . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 2018-09-18 2020-02-18 3804 3775 29 29 85. SENSIENT TECHNOLOGIES CORP 2017-11-01 2020-02-18 4722 6459 -1737 -1737 100000. US TREAS 3.625% 02/15/20 2020-02-18 100000 106658 -6658 -6658 149. SENSIENT TECHNOLOGIES CORP 2017-11-01 2020-02-19 8350 11322 -2972 -2972 10000. WESTN UN CO/THE SR NTS 3.6% 03/15/2022 DTD 2017-03-08 2020-02-19 10317 9957 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 1073 -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 254199 282465 -28266 -28266 7000. ISHARES MSCI ASIAN EX JAPAN 2020-02-20 503079 530952 -27873 -27873 4100. ISHARES MSCI JAPAN ETF 2019-10-29 2020-02-20 233663 239922 -6259 -6259 1210. ISHARES MSCI JAPAN ETF 2018-12-17 2020-02-20 69029 63909 5120 5120 8087. ISHARES MSCI JAPAN ETF 2020-02-20 461353 473169 -11816 -11816 59. SENSIENT TECHNOLOGIES CORP 2020-02-20 3276 4287 -1011 -1011 335. HSBC HLDGS PLC SPONS ADR NEW 2017-11-01 2020-02-24 11888 16296 -4408 -4408 . 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 2024 2032 -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 6285 6497 -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 1288 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 1658 1889 -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 3346 3484 -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 198593 220092 -21499 -21499 18650. ISHARES MSCI INDIA ETF 2020-02-28 596117 659908 -63791 -63791 10000. UTD TECHNOLOGIES CORP NON-TRADEABLE ASSET 2019-08-30 2020-02-28 10399 10324 75 75 17891.378 DODGE & COX INCOME FUND 2019-05-07 2020-03-02 257099 245649 11450 11450 7360.178 DODGE & COX INCOME FUND 2014-03-20 2020-03-02 105766 101423 4343 4343 . 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 4077 4112 -35 -35 4000. MGM RESORTS INTL 5.5% 04/15/2027 DTD 04/10/2019 2020-03-04 4520 4215 305 305 16717.542 PARNASSUS EQTY INCOME FD-INS 2018-07-27 2020-03-04 769341 763323 6018 6018 142. AMBARELLA INC 2017-11-01 2020-03-04 8152 7962 190 190 10000. HALLIBURTON CO SR NTS 3.8% 11/15/2025 DTD 2019-07-09 2020-03-05 11334 10463 871 871 5000. LIBERTY PPTY LP SR NTS 4.4% 02/15/2024 DTD 2020-03-05 5501 5393 108 108 460. HSBC HLDGS PLC SPONS ADR NEW 2017-11-01 2020-03-06 14747 22377 -7630 -7630 165. GRANITE CONSTR INC 2017-11-01 2020-03-09 2710 10427 -7717 -7717 53. AMN HEALTHCARE SERVICES INC 2017-11-01 2020-03-10 3559 2228 1331 1331 31. EXLSERVICE HOLDINGS INC 2017-11-01 2020-03-10 2095 1922 173 173 75. GRANITE CONSTR INC 2019-05-16 2020-03-10 1141 3194 -2053 -2053 360. GRANITE CONSTR INC 2020-03-10 5479 22453 -16974 -16974 25. TETRA TECH INC NEW 2019-05-16 2020-03-10 1891 1689 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 13237 24216 -10979 -10979 15000. GEN MOTORS FINL CO 3.7% 05/09/2023 DTD 05/09/2016 2017-06-06 2020-03-12 14829 15191 -362 -362 500. SPDR S&P OIL & GAS EXP & PR 2019-09-12 2020-03-13 4310 11631 -7321 -7321 9800. SPDR S&P OIL & GAS EXP & PR 2019-09-12 2020-03-13 82096 227973 -145877 -145877 600. SPDR S&P OIL & GAS EXP & PR 2019-09-12 2020-03-13 5155 13958 -8803 -8803 500. SPDR S&P OIL & GAS EXP & PR 2019-09-12 2020-03-13 4307 11631 -7324 -7324 300. SPDR S&P OIL & GAS EXP & PR 2019-09-12 2020-03-13 2578 6979 -4401 -4401 500. SPDR S&P OIL & GAS EXP & PR 2019-09-12 2020-03-13 4315 11631 -7316 -7316 400. SPDR S&P OIL & GAS EXP & PR 2019-09-12 2020-03-13 3443 9305 -5862 -5862 200. SPDR S&P OIL & GAS EXP & PR 2019-09-12 2020-03-13 1720 4653 -2933 -2933 25977. SPDR S&P OIL & GAS EXP & PR 2019-09-12 2020-03-13 229850 604290 -374440 -374440 200. VANGUARD MID-CAP VIPERS 2019-08-15 2020-03-13 26694 32161 -5467 -5467 700. VANGUARD MID-CAP VIPERS 2019-08-15 2020-03-13 92850 112563 -19713 -19713 100. VANGUARD MID-CAP VIPERS 2019-08-15 2020-03-13 13315 16080 -2765 -2765 2029. VANGUARD MID-CAP VIPERS 2019-08-15 2020-03-13 275475 326271 -50796 -50796 200. VANGUARD MID-CAP VIPERS 2019-08-15 2020-03-13 26612 32161 -5549 -5549 1648. CALLON PETROLEUM CO 2020-03-16 955 6827 -5872 -5872 4893. CALLON PETROLEUM CO 2020-03-16 2835 50800 -47965 -47965 . 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 1065 1129 -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 9442 8772 670 670 317. MATADOR RESOURCES CO 2020-03-16 601 5480 -4879 -4879 1153. MATADOR RESOURCES CO 2020-03-16 2185 30508 -28323 -28323 230. NIPPON TELEG & TEL CORP SPONS ADR 2020-03-16 4987 5916 -929 -929 110. NIPPON TELEG & TEL CORP SPONS ADR 2017-11-01 2020-03-16 2385 2691 -306 -306 . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD 2018-08-30 2020-03-16 2654 -2654 -2654 . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD 2020-03-16 3360 660 2700 2700 135. ROCHE HLDG LTD SPONS ADR 2017-11-01 2020-03-16 5056 3907 1149 1149 . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 2018-09-18 2020-03-16 3566 3538 28 28 135. TELEFONICA BRASIL-ADR PREF 2017-11-01 2020-03-16 1333 2100 -767 -767 5000. BOEING CO SR NTS 2.8% 03/01/2027 DTD 2019-07-29 2020-03-17 4389 5004 -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 2031 2031 25. LTC PROPERTIES INC 2017-11-01 2020-03-18 710 1162 -452 -452 266. LTC PROPERTIES INC 2017-11-01 2020-03-19 7602 12362 -4760 -4760 . 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 1018 -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 6689 10735 -4046 -4046 516. BIG LOTS INC 2020-03-23 6025 20723 -14698 -14698 125. BIG LOTS INC 2020-03-23 1460 2855 -1395 -1395 . 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 1642 1648 -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 7034 7272 -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 1341 1332 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 3262 3397 -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 1568 1081 487 487 19554.901 DODGE & COX INCOME FUND 2016-06-02 2020-03-26 265556 266729 -1173 -1173 35243.436 DODGE & COX INCOME FUND 2019-05-07 2020-03-26 478606 483892 -5286 -5286 81. CALAMP CORP 2017-11-01 2020-03-27 396 1828 -1432 -1432 143. ARGO GROUP INTERNATIONAL 2017-11-01 2020-03-27 4974 7889 -2915 -2915 22. CALAMP CORP 2017-11-01 2020-03-30 104 496 -392 -392 202. ARGO GROUP INTERNATIONAL 2017-11-01 2020-03-30 7057 11143 -4086 -4086 525. BNP PARIBAS SPONS ADR REPSTG 1/4 SH 2017-11-01 2020-03-31 7929 20284 -12355 -12355 348. CALAMP CORP 2017-11-01 2020-03-31 1564 7853 -6289 -6289 5000. CANADIAN NATL RES SR NTS 3.9% 02/01/2025 DTD 2015-10-02 2020-03-31 4113 4653 -540 -540 710. ENGIE-SPON ADR 2020-03-31 7342 11582 -4240 -4240 1435. ENGIE-SPON ADR 2017-11-01 2020-03-31 14838 24439 -9601 -9601 45. FORWARD AIR CORP 2017-11-01 2020-03-31 2270 2594 -324 -324 296. IMPERIAL BRANDS PLC-SPON ADR 2017-11-01 2020-03-31 5369 12231 -6862 -6862 3365. LLOYDS TSB GROUP PLC SPONSORED ADR 2020-03-31 5180 13990 -8810 -8810 86. TETRA TECH INC NEW 2017-11-01 2020-03-31 6049 4225 1824 1824 75. TOYOTA MTR CORP ADR 2 COM 2020-03-31 9032 10633 -1601 -1601 365. CALAMP CORP 2017-11-01 2020-04-01 1543 8237 -6694 -6694 41. FORWARD AIR CORP 2017-11-01 2020-04-01 1939 2363 -424 -424 10000. UNITED PARCEL SVC 8.375% 4/01/20 2010-01-07 2020-04-01 10000 12925 -2925 -2925 297. CALAMP CORP 2017-11-01 2020-04-02 1215 6702 -5487 -5487 34067.136 JPM US L/C CORE PL FD - USD - R6 ISIN US48129C6030 2020-04-02 678958 495506 183452 183452 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 7000 10394 -3394 -3394 1510. ENGIE-SPON ADR 2020-04-07 15425 23397 -7972 -7972 728. LLOYDS TSB GROUP PLC SPONSORED ADR 2018-01-29 2020-04-07 1074 3006 -1932 -1932 13000. SUMMIT MID HLDS LLC / FI 5.75% 04/15/2025 DTD 02/15/2017 2017-10-30 2020-04-07 1641 13256 -11615 -11615 5807. LLOYDS TSB GROUP PLC SPONSORED ADR 2020-04-08 8537 23735 -15198 -15198 3385. LLOYDS TSB GROUP PLC SPONSORED ADR 2019-12-27 2020-04-08 4977 11259 -6282 -6282 5000. OCCIDENTAL PETRLM COR SR NTS 4.1% 02/01/2021 DTD 2020-04-08 4600 5175 -575 -575 413. GREAT WESTERN BANCORP INC 2017-11-01 2020-04-09 8362 16931 -8569 -8569 31652.17 PRIMECAP ODYSSEY STOCK FUND 2012-11-28 2020-04-09 861889 505485 356404 356404 87. GREAT WESTERN BANCORP INC 2020-04-13 1631 3304 -1673 -1673 150. GREAT WESTERN BANCORP INC 2019-05-16 2020-04-13 2813 5121 -2308 -2308 . 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 1035 -72 -72 . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 2012-01-19 2020-04-15 1149 1218 -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 2760 -2760 -2760 . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD 2020-04-15 8487 5690 2797 2797 . SANTANDER DRIVE AUTO RECEIVABLES TR 2018-1 2018-1 CL B 2.63% 07/15/2 2018-09-18 2020-04-15 3423 3396 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 10875 12419 -1544 -1544 195. LAS VEGAS SANDS CORP 2020-04-17 9141 7825 1316 1316 370. MICHELIN (CGDE) ADR 2017-11-01 2020-04-17 7063 10840 -3777 -3777 605. NN GROUP NV - UNSPON ADR 2020-04-17 7661 13183 -5522 -5522 315. SMURFIT KAPPA GROUP PLC-ADR 2017-11-01 2020-04-17 9037 9815 -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 13310 15406 -2096 -2096 . 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 24331 20421 3910 3910 . HONDA AUTO RECEIVABLES OWNER TR 2018-2 CL A3 3.01% 05/18/2022 DTD 2018-05-22 2020-04-20 2742 2742 305. MICHELIN (CGDE) ADR 2017-11-01 2020-04-20 5775 8936 -3161 -3161 125. SMURFIT KAPPA GROUP PLC-ADR 2017-11-01 2020-04-20 3493 3895 -402 -402 205. BAE SYS PLC SPONSORED ADR 2017-11-01 2020-04-21 5412 6445 -1033 -1033 64. BARNES GROUP INC COM 2017-11-01 2020-04-22 2456 4119 -1663 -1663 345. MMC NORILSK NICKEL PJSC-ADR 2017-11-01 2020-04-22 8814 6672 2142 2142 31000. PTC INC SR NTS 6.0% 05/15/2024 DTD 2020-04-22 31961 32739 -778 -778 36. BARNES GROUP INC COM 2017-11-01 2020-04-23 1369 2317 -948 -948 51544.684 DOUBLELINE TTL RTRN BND-I 2017-10-27 2020-04-24 542766 550497 -7731 -7731 13996.495 DOUBLELINE TTL RTRN BND-I 2019-07-23 2020-04-24 147383 149483 -2100 -2100 . 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 1745 1752 -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 3181 3312 -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 5000 5625 -625 -625 13000. SM ENERGY CO 5.625% 06/01/2025 DTD 05/21/2015 2018-11-06 2020-04-29 3705 12513 -8808 -8808 . 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 6936 14079 -7143 -7143 554. ROYAL DUTCH SHELL PLC 2017-11-01 2020-05-04 17021 36109 -19088 -19088 13000. SM ENERGY CO 5.625% 06/01/2025 DTD 05/21/2015 2020-05-04 3478 12455 -8977 -8977 12000. GOODYEAR TIRE & RUBR 4.875% 03/15/2027 DTD 03/07/2017 2017-10-30 2020-05-05 9900 12177 -2277 -2277 3170. INVESCO QQQ TRUST SERIES 1 2019-07-16 2020-05-06 696553 613671 82882 82882 22071.827 DODGE & INTERNATIONAL STOCK FUND 2014-10-29 2020-05-13 691731 960345 -268614 -268614 250. BNP PARIBAS SPONS ADR REPSTG 1/4 SH 2017-11-01 2020-05-14 3458 9659 -6201 -6201 12. CACI INTL INC CL A 2017-11-01 2020-05-14 2734 1707 1027 1027 51. LHC GROUP INC 2017-11-01 2020-05-14 7308 2434 4874 4874 191. METHODE ELECTICS INC 2017-11-01 2020-05-14 5043 8918 -3875 -3875 209. SYKES ENTERPRISES INC COM 2020-05-14 4829 6055 -1226 -1226 290. UNITED OVERSEAS BK LTD SPONS ADR 2017-11-01 2020-05-14 7897 10611 -2714 -2714 . 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 2104 2231 -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 25000 24578 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 7484 5018 2466 2466 . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD 2018-08-30 2020-05-15 2434 -2434 -2434 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 1569 1940 -371 -371 . AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-2 2017-2 CL B 2.4% 2017-05-09 2020-05-18 4973 4972 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 1034 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 2428 2428 . 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 7133 12038 -4905 -4905 . 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 1414 1419 -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 17945 18550 -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 1698 -1698 -1698 . FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003 2020-05-26 1812 354 1458 1458 . 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 3101 3229 -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 1987 2097 -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 821308 857379 -36071 -36071 . UNITED BANKSHARES INC 2020-05-26 8 8 8 4157. INVESCO QQQ TRUST SERIES 1 2020-05-27 955739 785864 169875 169875 67309.381 VANGUARD TOT BD MKT IDX-ADM 2020-05-27 775404 772560 2844 2844 147. EASTERLY GOVERNMENT PROPERTI 2018-03-21 2020-05-28 3698 2811 887 887 19. LHC GROUP INC 2017-11-01 2020-05-28 3080 907 2173 2173 42. OLLIE'S BARGAIN OUTLET HOLDI 2020-04-15 2020-05-28 3755 2220 1535 1535 7000. VIACOMCBS INC VAR RT 02/28/2057 DTD 02/28/2017 2020-05-28 6650 7179 -529 -529 17. LHC GROUP INC 2017-11-01 2020-05-29 2707 811 1896 1896 225. BOC HONG KONG HLDGS LTD SPONS ADR 2020-06-02 13185 20877 -7692 -7692 120. MMC NORILSK NICKEL PJSC-ADR 2017-11-01 2020-06-03 3853 2321 1532 1532 507. ORKLA ASA-SPON ADR 2017-11-01 2020-06-03 4494 5024 -530 -530 410. SINGAPORE TELECOMM LTD SPONS ADR NEW 2020-04-14 2020-06-03 7442 8220 -778 -778 22000. XEROX CORPORATION 3.625% 03/15/2023 DTD 09/11/2017 2020-06-03 21890 20903 987 987 13000. NIELSEN FIN LLC/CO 4.5% 10/01/2020 DTD 08/27/2013 2017-10-30 2020-06-04 13000 13022 -22 -22 70. DIAGEO PLC SPONSORED ADR NEW 2017-11-01 2020-06-05 10357 9500 857 857 270. NN GROUP NV - UNSPON ADR 2020-06-05 4739 5755 -1016 -1016 558. ORKLA ASA-SPON ADR 2017-11-01 2020-06-05 5079 5530 -451 -451 425. TELEFONICA BRASIL-ADR PREF 2017-11-01 2020-06-05 4078 6612 -2534 -2534 37628. ISHARES GOLD TRUST 2020-06-09 615622 580089 35533 35533 8304. ISHARES GOLD TRUST 2018-03-19 2020-06-09 135860 105087 30773 30773 305. IMPERIAL BRANDS PLC-SPON ADR 2017-11-01 2020-06-10 5959 12603 -6644 -6644 37.431 FIDELITY 500 INDEX-INST PRM 2018-02-26 2020-06-11 3910 3647 263 263 7065.307 FIDELITY 500 INDEX-INST PRM 2020-03-04 2020-06-11 737971 769341 -31370 -31370 . 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 1401 1485 -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 1075 -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 7475 5012 2463 2463 . NISSAN AUTO RECEIVABLES OWNER TR 2017-C CL A3 2.12% 04/18/2022 DTD 2018-08-30 2020-06-15 2431 -2431 -2431 . 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 5197 5495 -298 -298 . AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-2 2017-2 CL B 2.4% 2017-05-09 2020-06-18 4739 4738 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 2572 2572 33. FRANKLIN ELECTRIC INC 2017-11-01 2020-06-19 1685 1498 187 187 44. FRANKLIN ELECTRIC INC 2017-11-01 2020-06-22 2205 1997 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 1104 1185 -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 5000 5738 -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 1628 1634 -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 8516 8803 -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 1215 1290 -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 1291 1282 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 2780 2894 -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 . 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INSURANCE 32592 28321 826197501 SIEMENS AG-SPONS ADR 840441109 SOUTH STATE CORP 25780 17873 853666105 STANDARD MOTOR PRODS 24691 20930 860630102 STIFEL FINANCIAL COR 31166 27747 864159108 STURM RUGER & CO INC 871237103 SYKES ENTERPRISES IN 13171 12585 902788108 UMB FINANCIAL CORP 15932 11186 904784709 UNILEVER N V -NY SHA 909907107 UNITED BANKSHARES IN 36676 28047 911271302 UNITED OVERSEAS BANK 913259107 UNITIL CORP 12833 11653 915436109 UPM-KYMMENE OYJ-SPON 922908629 VANGUARD MID-CAP ETF 1785004 1925451 923725105 VERMILION ENERGY INC 989825104 ZURICH INSURANCE GRO 46090E103 INVESCO QQQ TRUST SE 1540981 2286091 00171C304 AMG MG FAIRPT MC-Z 00215W100 ASE TECHNOLOGY HOLDI 03475V101 ANGIODYNAMICS INC 18145 8329 04911A107 ATLANTIC UNION BANKS 30246 20636 05523R107 BAE SYSTEMS PLC -SPO 05534B760 BCE INC 05565A202 BNP PARIBAS-ADR 08160H101 BENCHMARK ELECTRONIC 19414 14926 13123X102 CALLON PETROLEUM CO 14042Y601 CAPITAL GR NON US EQ 16941R108 CHINA PETROLEUM & CH 25243Q205 DIAGEO PLC-SPONSORED 27616P103 EASTERLY GOVERNMENT 26819 32807 29286D105 ENGIE 36237H101 G-III APPAREL GROUP 25852 10207 37733W105 GLAXOSMITHKLINE PLC- 45262P102 IMPERIAL BRANDS PLC- 46429B598 ISHARES MSCI INDIA E 765102 650744 46429B671 ISHARES MSCI CHINA E 46434G103 ISHARES CORE MSCI EM 2455587 2291464 46434G822 ISHARES MSCI JAPAN E 882240 918207 48129C603 JPM US L/C CORE PL F 269536 471734 50187A107 LHC GROUP INC 10883 39745 55315J102 MMC NORILSK NICKEL P 56501R106 MANULIFE FINANCIAL C 58506Q109 MEDPACE HOLDINGS INC 13933 20930 59410T106 MICHELIN (CGDE)-UNSP 63935N107 NAVIGANT CONSULTING 65336K103 NEXSTAR MEDIA GROUP 20353 26697 66987V109 NOVARTIS AG-SPONSORE 68213N109 OMNICELL INC 18519 26836 69318J100 PC CONNECTION INC 12551 21418 74160Q301 PRIMECAP ODYSSEY STO 80105N105 SANOFI-ADR 81725T100 SENSIENT TECHNOLOGIE 82706C108 SILICON MOTION TECHN 18850 19313 83238P203 SMITHS GROUP PLC- SP 83272W106 SMURFIT KAPPA GROUP 83546A203 SONIC HEALTHCARE LTD 87936R106 TELEFONICA BRASIL-AD 88162G103 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PLC-SPONSORED 25784 25534 29265W207 ENEL SPA - UNSPON AD 47641 62904 37733W105 GLAXOSMITHKLINE PLC- 55470 60573 450737101 IBERDROLA SA-SPONSOR 49222 71750 45262P102 IMPERIAL BRANDS PLC- 37728 19111 56501R106 MANULIFE FINANCIAL C 62354 43720 59410T106 MICHELIN (CGDE)-UNSP 38805 28925 626188106 MUENCHENER RUECK-UNS 49436 57889 629334103 NN GROUP NV - UNSPON 36140 28960 641069406 NESTLE SA-SPONS ADR 50316 66264 654624105 NIPPON TELEGRAPH & T 53418 52058 66987V109 NOVARTIS AG-SPONSORE 50589 60265 771195104 ROCHE HOLDINGS LTD-S 44744 63986 80105N105 SANOFI-ADR 61734 66876 826197501 SIEMENS AG-SPONS ADR 63847 52796 82929R304 SINGAPORE TELECOMMUN 39243 35830 83238P203 SMITHS GROUP PLC- SP 22091 18319 83272W106 SMURFIT KAPPA GROUP 49793 53888 83405K102 SOFTBANK CORP UNSPON 61477 59724 89151E109 TOTAL SA-SPON ADR 63057 47114 892331307 TOYOTA MOTOR CORP -S 57308 54021 915436208 UPM-KYMMENE OYJ-UNSP 50647 57275 888888888 70554 70554 999999999 1429 1429 83546A203 SONIC HEALTHCARE LTD 49327 60940 904784709 UNILEVER N V -NY SHA 54480 50873 911271302 UNITED OVERSEAS BANK 61498 51790 989825104 ZURICH INSURANCE GRO 57967 66994 00215W100 ASE TECHNOLOGY HOLDI 37512 34558 55315J102 MMC NORILSK NICKEL P 18523 26321 87936R106 TELEFONICA BRASIL-AD 24193 13777 36582922 AREA EF IV PRIVATE IN 238568919 RIDGE SELECT: PRIVAT AT COST 694000 632470 290809185 CSFR PRIVATE INVESTO 345162929 AP VIII (APAX) PRIVA AT COST 33680 646989 464285105 ISHARES GOLD TRUST AT COST 1305203 1801467 484981964 GSO PRIVATE INVESTOR AT COST 122246 93245 532458916 YORK EUROPEAN OPPORT 651912933 NEWBROOK CAPITAL OFF AT COST 850000 988327 827994922 SILVER LAKE PARTNERS AT COST 262730 1190536 976491910 THE WINTON FUND LIMI AT COST 1024631 891405 4225629A8 BLACKSTONE REAL ESTA AT COST 583875 8M9122924 POLAR LONG/SHORT FUN AT COST 850000 928647 HFFRTALT5 FORT GLOBAL OFFSHORE HFLCPBFP8 LAKEWOOD CAPITAL OFF AT COST 750000 628042 HFMRNALE6 MARINER ATLANTIC, LT HFNWMARL3 EMERGING MARKET CURR AT COST 1000000 960595 HFVARARG8 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