DORA ROBERTS FOUNDATION: Form 990PF, tax year 2018

View the entire original 990 at ProPublica ↗

Organization: DORA ROBERTS FOUNDATION (EIN 75-6013899)
Tax period: 2018-07-01 to 2019-06-30
Filed: 2020-06-10
IRS object ID: 202001629349100105
Schema version: 2018v3.0
Source: Download XML · Original 990 at ProPublica

Every field in the e-filed return. Faint text is the IRS element name, for citing.

Return header
Form 990-PF
Investments Corp Bonds Schedule
Investments Corp Stock Schedule
Investments Other Schedule2
Other Assets Schedule
Other Decreases Schedule
Other Expenses Schedule
Other Income Schedule2
Other Increases Schedule
Other Professional Fees Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Return	2020-06-10T07:00:22-05:00	ReturnTs
Tax Period End	2019-06-30	TaxPeriodEndDt

Preparer Firm PreparerFirmGrp

Field	Value	IRS element (for citing)
Preparer Firm EIN	346565596	PreparerFirmEIN

Preparer Firm Name PreparerFirmName

Field	Value	IRS element (for citing)
Business Name Line1	ERNST & YOUNG US LLP	BusinessNameLine1Txt

Preparer US Address PreparerUSAddress

Field	Value	IRS element (for citing)
Address Line1	155 N WACKER DRIVE	AddressLine1Txt
City	CHICAGO	CityNm
State Abbreviation	IL	StateAbbreviationCd
ZIP	60606	ZIPCd

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnTypeCd
Tax Period Begin	2018-07-01	TaxPeriodBeginDt

Filer Filer

Field	Value	IRS element (for citing)
EIN	756013899	EIN

Business Name BusinessName

Field	Value	IRS element (for citing)
Business Name Line1	DORA ROBERTS FOUNDATION - FI XXXXX4008	BusinessNameLine1Txt

Field	Value	IRS element (for citing)
Business Name Control	DORA	BusinessNameControlTxt
Phone	8004962583	PhoneNum

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	10 S DEARBORN IL1-0111	AddressLine1Txt
City	CHICAGO	CityNm
State Abbreviation	IL	StateAbbreviationCd
ZIP	60603	ZIPCd

Business Officer BusinessOfficerGrp

Field	Value	IRS element (for citing)
Person	KRYSTAL ZEC	PersonNm
Person Title	Vice President	PersonTitleTxt
Phone	8004962583	PhoneNum
Signature	2020-03-02	SignatureDt
Discuss With Paid Preparer	Yes (true)	DiscussWithPaidPreparerInd

Preparer Person PreparerPersonGrp

Field	Value	IRS element (for citing)
Preparer Person	JACOB ZEHNDER	PreparerPersonNm
PTIN	P01564049	PTIN
Phone	3128792000	PhoneNum
Preparation	2020-03-02	PreparationDt

Field	Value	IRS element (for citing)
Tax	2018	TaxYr
Build TS	2022-09-23 18:48:47Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Organization501c3 Exempt PF	Yes (X)	Organization501c3ExemptPFInd
FMV Assets EOY	$79,609,420	FMVAssetsEOYAmt

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Schedule B Not Required	Yes (X)	ScheduleBNotRequiredInd
Dividends Rev And Expnss	$1,393,340	DividendsRevAndExpnssAmt
Dividends Net Invst Incm	$1,388,087	DividendsNetInvstIncmAmt
Gross Rents Rev And Expnss	$0	GrossRentsRevAndExpnssAmt
Gross Rents Net Invst Incm	$0	GrossRentsNetInvstIncmAmt
Gross Rents Adj Net Incm	$0	GrossRentsAdjNetIncmAmt
Net Rental Income Or Loss	$0	NetRentalIncomeOrLossAmt
Net Gain Sale Ast Rev And Expnss	-$1,561,980	NetGainSaleAstRevAndExpnssAmt
Gross Sales Price	$27,310,744	GrossSalesPriceAmt
Cap Gain Net Incm Net Invst Incm	$0	CapGainNetIncmNetInvstIncmAmt
Net ST Capital Gain Adj Net Incm	$0	NetSTCapitalGainAdjNetIncmAmt
Other Income Rev And Expnss	$1,951,695	OtherIncomeRevAndExpnssAmt
Other Income Net Invst Incm	$1,951,695	OtherIncomeNetInvstIncmAmt
Total Rev And Expnss	$1,783,055	TotalRevAndExpnssAmt
Total Net Invst Incm	$3,339,782	TotalNetInvstIncmAmt
Total Adj Net Incm	$0	TotalAdjNetIncmAmt
Comp Ofcr Dir Trst Rev And Expnss	$441,426	CompOfcrDirTrstRevAndExpnssAmt
Comp Ofcr Dir Trst Net Invst Incm	$266,368	CompOfcrDirTrstNetInvstIncmAmt
Comp Ofcr Dir Trst Dsbrs Chrtbl	$175,058	CompOfcrDirTrstDsbrsChrtblAmt
Oth Empl Slrs Wgs Net Invst Incm	$0	OthEmplSlrsWgsNetInvstIncmAmt
Oth Empl Slrs Wgs Adj Net Incm	$0	OthEmplSlrsWgsAdjNetIncmAmt
Oth Empl Slrs Wgs Dsbrs Chrtbl	$0	OthEmplSlrsWgsDsbrsChrtblAmt
Pension Empl Bnft Net Invst Incm	$0	PensionEmplBnftNetInvstIncmAmt
Pension Empl Bnft Adj Net Incm	$0	PensionEmplBnftAdjNetIncmAmt
Legal Fees Dsbrs Chrtbl	$0	LegalFeesDsbrsChrtblAmt
Other Prof Fees Rev And Expnss	$92,309	OtherProfFeesRevAndExpnssAmt
Other Prof Fees Net Invst Incm	$92,309	OtherProfFeesNetInvstIncmAmt
Other Prof Fees Dsbrs Chrtbl	$0	OtherProfFeesDsbrsChrtblAmt
Interest Dsbrs Chrtbl	$0	InterestDsbrsChrtblAmt
Taxes Rev And Expnss	$47,956	TaxesRevAndExpnssAmt
Taxes Net Invst Incm	$47,956	TaxesNetInvstIncmAmt
Taxes Dsbrs Chrtbl	$0	TaxesDsbrsChrtblAmt
Deprec And Dpltn Rev And Expnss	$0	DeprecAndDpltnRevAndExpnssAmt
Deprec And Dpltn Net Invst Incm	$0	DeprecAndDpltnNetInvstIncmAmt
Trav Conf Meeting Net Invst Incm	$0	TravConfMeetingNetInvstIncmAmt
Trav Conf Meeting Adj Net Incm	$0	TravConfMeetingAdjNetIncmAmt
Printing And Pub Net Invst Incm	$0	PrintingAndPubNetInvstIncmAmt
Printing And Pub Adj Net Incm	$0	PrintingAndPubAdjNetIncmAmt
Other Expenses Rev And Expnss	$189,668	OtherExpensesRevAndExpnssAmt
Other Expenses Net Invst Incm	$189,668	OtherExpensesNetInvstIncmAmt
Tot Opr Expenses Rev And Expnss	$771,359	TotOprExpensesRevAndExpnssAmt
Tot Opr Expenses Net Invst Incm	$596,301	TotOprExpensesNetInvstIncmAmt
Tot Opr Expenses Adj Net Incm	$0	TotOprExpensesAdjNetIncmAmt
Tot Opr Expenses Dsbrs Chrtbl	$175,058	TotOprExpensesDsbrsChrtblAmt
Contri Paid Rev And Expnss	$3,832,684	ContriPaidRevAndExpnssAmt
Contri Paid Dsbrs Chrtbl	$3,832,684	ContriPaidDsbrsChrtblAmt
Total Expenses Rev And Expnss	$4,604,043	TotalExpensesRevAndExpnssAmt
Total Expenses Net Invst Incm	$596,301	TotalExpensesNetInvstIncmAmt
Total Expenses Adj Net Incm	$0	TotalExpensesAdjNetIncmAmt
Total Expenses Dsbrs Chrtbl	$4,007,742	TotalExpensesDsbrsChrtblAmt
Excess Revenue Over Expenses	-$2,820,988	ExcessRevenueOverExpensesAmt
Net Investment Income	$2,743,481	NetInvestmentIncomeAmt
Adjusted Net Income	$0	AdjustedNetIncomeAmt

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

Field	Value	IRS element (for citing)
Cash BOY	$4,061,337	CashBOYAmt
Cash EOY	$131,834	CashEOYAmt
Cash EOYFMV	$131,834	CashEOYFMVAmt
Sav And Temp Cash Invst BOY	$364,450	SavAndTempCashInvstBOYAmt
Sav And Temp Cash Invst EOY	$3,537,649	SavAndTempCashInvstEOYAmt
Sav And Temp Cash Invst EOYFMV	$3,537,649	SavAndTempCashInvstEOYFMVAmt
Acct Rcvbl EOY	$0	AcctRcvblEOYAmt
Acct Rcvbl EOYFMV	$0	AcctRcvblEOYFMVAmt
Other Rcvbl Allwnc Dbtfl Acct	$0	OtherRcvblAllwncDbtflAcctAmt
Corporate Stock BOY	$32,257,757	CorporateStockBOYAmt
Corporate Stock EOY	$34,687,753	CorporateStockEOYAmt
Corporate Stock EOYFMV	$37,007,229	CorporateStockEOYFMVAmt
Corporate Bonds BOY	$18,406,499	CorporateBondsBOYAmt
Corporate Bonds EOY	$17,363,412	CorporateBondsEOYAmt
Corporate Bonds EOYFMV	$17,660,485	CorporateBondsEOYFMVAmt
Other Investments BOY	$16,596,631	OtherInvestmentsBOYAmt
Other Investments EOY	$13,091,850	OtherInvestmentsEOYAmt
Other Investments EOYFMV	$15,974,947	OtherInvestmentsEOYFMVAmt
Other Assets BOY	$19	OtherAssetsBOYAmt
Other Assets EOY	$19	OtherAssetsEOYAmt
Other Assets EOYFMV	$5,297,276	OtherAssetsEOYFMVAmt
Total Assets BOY	$71,686,693	TotalAssetsBOYAmt
Total Assets EOY	$68,812,517	TotalAssetsEOYAmt
Total Assets EOYFMV	$79,609,420	TotalAssetsEOYFMVAmt
Total Liabilities EOY	$0	TotalLiabilitiesEOYAmt
Org Does Not Follow SFAS117	Yes (X)	OrgDoesNotFollowSFAS117Ind
Capital Stock BOY	$71,686,693	CapitalStockBOYAmt
Capital Stock EOY	$68,812,517	CapitalStockEOYAmt
Tot Net Ast Or Fund Balances BOY	$71,686,693	TotNetAstOrFundBalancesBOYAmt
Tot Net Ast Or Fund Balances EOY	$68,812,517	TotNetAstOrFundBalancesEOYAmt
Total Liabilities Net Ast BOY	$71,686,693	TotalLiabilitiesNetAstBOYAmt
Total Liabilities Net Ast EOY	$68,812,517	TotalLiabilitiesNetAstEOYAmt

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

Field	Value	IRS element (for citing)
Tot Net Ast Or Fund Balances BOY	$71,686,693	TotNetAstOrFundBalancesBOYAmt
Excess Revenue Over Expenses	-$2,820,988	ExcessRevenueOverExpensesAmt
Other Increases	$7,751	OtherIncreasesAmt
Subtotal	$68,873,456	SubtotalAmt
Other Decreases	$60,939	OtherDecreasesAmt
Tot Net Ast Or Fund Balances EOY	$68,812,517	TotNetAstOrFundBalancesEOYAmt

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (1124 entries)

PropertyPropertyDesc	AcquiredAcquiredDt	SoldSoldDt	Gross Sales PriceGrossSalesPriceAmt	Cost Or Other BasisCostOrOtherBasisAmt	Gain Or LossGainOrLossAmt	Gains Minus Excess Or LossesGainsMinusExcessOrLossesAmt	How AcquiredHowAcquiredCd
10. BLACKSTONE PARTNERS OFFSHORE	2016-01-01	2018-07-03	$163,866	$102,500	$61,366	$61,366
2. SCHULMAN A INC	2017-11-01	2018-07-03	$89	$79	$10	$10
84. SCHULMAN A INC	2017-11-01	2018-07-05	$3,736	$3,334	$402	$402
105. SCHULMAN A INC	2017-11-01	2018-07-06	$4,659	$4,168	$491	$491
2429.89 AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/202	2015-11-19	2018-07-09	$2,430	$2,430
114. SCHULMAN A INC	2017-11-01	2018-07-09	$5,052	$4,525	$527	$527
20. SCHULMAN A INC	2017-11-01	2018-07-10	$886	$794	$92	$92
21. SCHULMAN A INC	2017-11-01	2018-07-11	$929	$834	$95	$95
66. SCHULMAN A INC	2017-11-01	2018-07-12	$2,901	$2,620	$281	$281
82. SCHULMAN A INC	2017-11-01	2018-07-13	$3,566	$3,255	$311	$311
80. VODAFONE GROUP PLC-SP ADR	2017-12-04	2018-07-13	$1,927	$2,469	-$542	-$542
3250.91 CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD	2016-07-26	2018-07-16	$3,251	$3,258	-$7	-$7
640.95 FHLMC GOLD G18175 5.5% 04/01/22	2014-02-07	2018-07-16	$641	$692	-$51	-$51
72.88 FREDDIE MAC		2018-07-16	$73	$74	-$1	-$1
541.38 FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011	2017-12-01	2018-07-16	$541	$571	-$30	-$30
706.94 FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2018-07-16	$707	$760	-$53	-$53
983.73 FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011	2012-01-19	2018-07-16	$984	$1,043	-$59	-$59
113.24 FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003	2014-07-11	2018-07-16	$113	$124	-$11	-$11
235.91 FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003	2014-12-17	2018-07-16	$236	$268	-$32	-$32
193.47 FEDERAL HOME LN MTG CORP MULTICLASS	2010-07-14	2018-07-16	$193	$199	-$6	-$6
86.38 FHLMC REMIC	2004-01-08	2018-07-16	$86	$85	$1	$1
278.62 FREDDIE MAC	2010-08-18	2018-07-16	$279	$304	-$25	-$25
90.69 FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004	2010-07-13	2018-07-16	$91	$97	-$6	-$6
322.91 FREDDIE MAC SER 2864 CL NB 5 1/2% JUL 15 2033		2018-07-16	$323	$361	-$38	-$38
344.48 FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005	2015-12-09	2018-07-16	$344	$389	-$45	-$45
439.62 FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005	2012-02-28	2018-07-16	$440	$497	-$57	-$57
753.09 FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005	2012-10-10	2018-07-16	$753	$874	-$121	-$121
474.06 FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006	2012-10-11	2018-07-16	$474	$534	-$60	-$60
307.37 FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006	2011-01-19	2018-07-16	$307	$333	-$26	-$26
327.36 FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007	2011-10-14	2018-07-16	$327	$361	-$34	-$34
126.25 FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007		2018-07-16	$126	$140	-$14	-$14
53.07 FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007	2011-01-18	2018-07-16	$53	$56	-$3	-$3
20.86 FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009	2010-09-16	2018-07-16	$21	$22	-$1	-$1
435.72 FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009		2018-07-16	$436	$469	-$33	-$33
5.94 GNMA GTD PASS THRU CTF	1999-09-14	2018-07-16	$6	$6
38.45 GNMA GTD PASS THRU CTF	2000-12-06	2018-07-16	$38	$38
543.39 GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003	2014-07-18	2018-07-16	$543	$611	-$68	-$68
187.68 GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003	2014-12-03	2018-07-16	$188	$207	-$19	-$19
297.43 GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002		2018-07-16	$297	$319	-$22	-$22
2492.68 GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005	2013-11-13	2018-07-16	$2,493	$2,705	-$212	-$212
117.71 GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007	2010-09-22	2018-07-16	$118	$128	-$10	-$10
960.97 GNMA SER 2008-20 CL CB 5.5% JUN 16 2037	2011-06-15	2018-07-16	$961	$1,033	-$72	-$72
3000. HCP INC 5 3/8% FEB 01 2021	2012-09-13	2018-07-16	$3,177	$3,398	-$221	-$221
1839.11 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020	2015-09-30	2018-07-16	$1,839	$1,848	-$9	-$9
2060.18 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021	2015-11-09	2018-07-16	$2,060	$2,064	-$4	-$4
11909.23 SANTANDER DRIVE AUTO RECEIVABL 2016-3 CL A3 1.840% 08/17/2020	2017-08-16	2018-07-16	$11,909	$11,887	$22	$22
181. SCHULMAN A INC	2017-11-01	2018-07-16	$7,786	$7,184	$602	$602
6253.68 TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020	2016-03-03	2018-07-16	$6,254	$6,242	$12	$12
230. VODAFONE GROUP PLC-SP ADR		2018-07-16	$5,557	$7,084	-$1,527	-$1,527
155. VODAFONE GROUP PLC-SP ADR		2018-07-17	$3,701	$4,598	-$897	-$897
7116.96 FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020	2015-08-26	2018-07-18	$7,117	$7,096	$21	$21
110. VODAFONE GROUP PLC-SP ADR	2017-11-01	2018-07-18	$2,605	$3,245	-$640	-$640
75.61 GNMA II	1999-01-20	2018-07-20	$76	$74	$2	$2
26.56 GNMA 2 POOL #002699C 6.000% 1/20/29	1999-02-04	2018-07-20	$27	$26	$1	$1
476.5 GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004	2017-04-28	2018-07-20	$477	$525	-$48	-$48
876.9 GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004		2018-07-20	$877	$968	-$91	-$91
535.61 GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004		2018-07-20	$536	$582	-$46	-$46
421.54 GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005	2016-07-06	2018-07-20	$422	$468	-$46	-$46
66.21 FNMA REMIC 92-188-PZ 7.500% 10/25/22	2002-02-12	2018-07-25	$66	$70	-$4	-$4
295.49 FNMA 254229 6.5% 02/01/22	2014-01-17	2018-07-25	$295	$326	-$31	-$31
4.22 FEDERAL NATL MTG ASSN GTD MTG PASS	1998-08-14	2018-07-25	$4	$4
167.15 FNMA 444540 6% 11/01/23	2014-02-10	2018-07-25	$167	$186	-$19	-$19
266.58 FNMA AL4181 5% 09/01/25	2013-11-26	2018-07-25	$267	$284	-$17	-$17
71.28 FNMA POOL AN2392 2.400% 08/01/2026	2017-05-12	2018-07-25	$71	$69	$2	$2
99.62 FNMA AN2454 2.04% 01/01/23	2017-07-06	2018-07-25	$100	$100
79.38 FNMA AN3047 2.37% 10/01/26	2017-05-12	2018-07-25	$79	$79
735.82 FNMA AS9980 4% 06/01/44	2017-08-17	2018-07-25	$736	$782	-$46	-$46
361.29 FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001	2014-07-11	2018-07-25	$361	$401	-$40	-$40
56.86 FEDERAL NATL MTG ASSN GTD REMIC PASS	2002-09-17	2018-07-25	$57	$60	-$3	-$3
219.12 FANNIE MAE	2015-04-20	2018-07-25	$219	$239	-$20	-$20
311.75 FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2015-07-01	2018-07-25	$312	$340	-$28	-$28
268.44 FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003	2010-09-21	2018-07-25	$268	$292	-$24	-$24
102.97 FNMA REMIC TRUST	2003-11-25	2018-07-25	$103	$101	$2	$2
956.4 FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003		2018-07-25	$956	$1,090	-$134	-$134
324.97 FANNIE MAE	2014-07-11	2018-07-25	$325	$360	-$35	-$35
127.63 FNMA REMIC TRUST	2004-06-08	2018-07-25	$128	$125	$3	$3
336.32 FANNIE MAE		2018-07-25	$336	$362	-$26	-$26
58.79 FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007	2010-07-27	2018-07-25	$59	$64	-$5	-$5
190.67 FEDERAL NATL MTG ASSN GTD MTG PASS	2004-01-13	2018-07-25	$191	$195	-$4	-$4
35.5 FANNIE MAE	2004-03-23	2018-07-25	$36	$37	-$1	-$1
21.31 FEDERAL NATL MTG ASSN GTD MTG PASS	2004-10-18	2018-07-25	$21	$22	-$1	-$1
8.26 FANNIE MAE	2004-01-08	2018-07-25	$8	$8
330.58 FNMA AB3678 3.5% 10/01/41	2011-10-26	2018-07-25	$331	$336	-$5	-$5
52.81 MASTR ALTERNATIVE LN TR 2004-8 MTG	2006-01-09	2018-07-25	$53	$53
36.94 WELLS FARGO MTG BACKED SECS 2004-EE	2005-01-12	2018-07-25	$37	$37
15000. FORD MOTOR CO DEL	2014-01-09	2018-08-01	$15,000	$17,394	-$2,394	-$2,394
2376.23 AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/202	2015-11-19	2018-08-08	$2,376	$2,377	-$1	-$1
126. PDC ENERGY INC		2018-08-08	$6,913	$6,706	$207	$207
210. DAIMLER AG UNSPONSORED ADR	2017-11-01	2018-08-09	$3,568	$4,454	-$886	-$886
235. PROSIEBEN SAT.1-UNSP ADR		2018-08-09	$1,536	$2,074	-$538	-$538
165. SSE PLC-SPN ADR	2017-11-01	2018-08-09	$2,717	$3,028	-$311	-$311
205. DAIMLER AG UNSPONSORED ADR	2017-11-01	2018-08-10	$3,352	$4,348	-$996	-$996
240. PROSIEBEN SAT.1-UNSP ADR	2017-11-01	2018-08-10	$1,541	$2,028	-$487	-$487
160. SSE PLC-SPN ADR	2017-11-01	2018-08-10	$2,599	$2,936	-$337	-$337
7000. ARCELORMITTAL 6.125% 06/01/2025 DTD 06/01/2015	2017-10-30	2018-08-13	$7,641	$8,033	-$392	-$392
265. DAIMLER AG UNSPONSORED ADR	2017-11-01	2018-08-13	$4,317	$5,620	-$1,303	-$1,303
580. PROSIEBEN SAT.1-UNSP ADR	2017-11-01	2018-08-13	$3,682	$4,901	-$1,219	-$1,219
220. SSE PLC-SPN ADR	2017-11-01	2018-08-13	$3,544	$4,037	-$493	-$493
4000. ARCELORMITTAL 6.125% 06/01/2025 DTD 06/01/2015	2017-10-30	2018-08-14	$4,374	$4,590	-$216	-$216
5000. ARCELORMITTAL 6.125% 06/01/2025 DTD 06/01/2015	2017-10-30	2018-08-15	$5,450	$5,738	-$288	-$288
3148.57 CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD	2016-07-26	2018-08-15	$3,149	$3,155	-$6	-$6
385.35 FHLMC GOLD G18175 5.5% 04/01/22	2014-02-07	2018-08-15	$385	$416	-$31	-$31
1497.72 FREDDIE MAC		2018-08-15	$1,498	$1,520	-$22	-$22
673.72 FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011	2017-12-01	2018-08-15	$674	$711	-$37	-$37
870.7 FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2018-08-15	$871	$936	-$65	-$65
1827.2 FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011	2012-01-19	2018-08-15	$1,827	$1,937	-$110	-$110
154.13 FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003	2014-07-11	2018-08-15	$154	$169	-$15	-$15
241.36 FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003	2014-12-17	2018-08-15	$241	$275	-$34	-$34
202.6 FEDERAL HOME LN MTG CORP MULTICLASS	2010-07-14	2018-08-15	$203	$209	-$6	-$6
84.82 FHLMC REMIC	2004-01-08	2018-08-15	$85	$83	$2	$2
216.97 FREDDIE MAC	2010-08-18	2018-08-15	$217	$237	-$20	-$20
105.46 FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004	2010-07-13	2018-08-15	$105	$112	-$7	-$7
711.1 FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005	2015-12-09	2018-08-15	$711	$803	-$92	-$92
185.92 FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005	2012-02-28	2018-08-15	$186	$210	-$24	-$24
811.74 FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005	2012-10-10	2018-08-15	$812	$942	-$130	-$130
277.23 FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006	2012-10-11	2018-08-15	$277	$312	-$35	-$35
339.67 FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006	2011-01-19	2018-08-15	$340	$368	-$28	-$28
230.3 FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007	2011-10-14	2018-08-15	$230	$254	-$24	-$24
101.5 FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007		2018-08-15	$102	$112	-$10	-$10
53.41 FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007	2011-01-18	2018-08-15	$53	$56	-$3	-$3
497.08 FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009	2010-09-16	2018-08-15	$497	$529	-$32	-$32
420.85 FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009		2018-08-15	$421	$453	-$32	-$32
7781.18 FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020	2015-08-26	2018-08-15	$7,781	$7,758	$23	$23
5.98 GNMA GTD PASS THRU CTF	1999-09-14	2018-08-15	$6	$6
47.39 GNMA GTD PASS THRU CTF	2000-12-06	2018-08-15	$47	$46	$1	$1
285. LLOYDS TSB GROUP PLC SPONSORED ADR	2018-01-26	2018-08-15	$864	$1,189	-$325	-$325
175. SANOFI-SYNTHELABO SA	2017-11-01	2018-08-15	$7,083	$8,255	-$1,172	-$1,172
1706.25 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020	2015-09-30	2018-08-15	$1,706	$1,715	-$9	-$9
1911.37 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021	2015-11-09	2018-08-15	$1,911	$1,915	-$4	-$4
11525.77 SANTANDER DRIVE AUTO RECEIVABL 2016-3 CL A3 1.840% 08/17/2020	2017-08-16	2018-08-15	$11,526	$11,504	$22	$22
110. TELEFONICA BRASIL-ADR PREF	2018-01-26	2018-08-15	$1,151	$1,857	-$706	-$706
6150.47 TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020	2016-03-03	2018-08-15	$6,150	$6,139	$11	$11
20. VERMILION ENERGY INC	2017-11-01	2018-08-15	$612	$704	-$92	-$92
5. DAIMLER AG UNSPONSORED ADR	2017-11-01	2018-08-16	$78	$106	-$28	-$28
652.8 GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003	2014-07-18	2018-08-16	$653	$734	-$81	-$81
164.84 GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003	2014-12-03	2018-08-16	$165	$182	-$17	-$17
256.74 GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002		2018-08-16	$257	$275	-$18	-$18
2612.97 GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005	2013-11-13	2018-08-16	$2,613	$2,835	-$222	-$222
149.98 GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007	2010-09-22	2018-08-16	$150	$163	-$13	-$13
1281.36 GNMA SER 2008-20 CL CB 5.5% JUN 16 2037	2011-06-15	2018-08-16	$1,281	$1,377	-$96	-$96
65. LLOYDS TSB GROUP PLC SPONSORED ADR	2018-01-26	2018-08-16	$197	$271	-$74	-$74
5. PROSIEBEN SAT.1-UNSP ADR	2017-11-01	2018-08-16	$31	$42	-$11	-$11
15. SANOFI-SYNTHELABO SA	2017-11-01	2018-08-16	$618	$708	-$90	-$90
110. TELEFONICA BRASIL-ADR PREF	2018-01-26	2018-08-16	$1,146	$1,857	-$711	-$711
15. VERMILION ENERGY INC	2017-11-01	2018-08-16	$459	$528	-$69	-$69
6000. ARCELORMITTAL 6.125% 06/01/2025 DTD 06/01/2015	2017-10-30	2018-08-17	$6,540	$6,884	-$344	-$344
65. VERMILION ENERGY INC	2017-11-01	2018-08-17	$1,988	$2,288	-$300	-$300
121.32 GNMA II	1999-01-20	2018-08-20	$121	$119	$2	$2
52.41 GNMA 2 POOL #002699C 6.000% 1/20/29	1999-02-04	2018-08-20	$52	$51	$1	$1
535.05 GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004	2017-04-28	2018-08-20	$535	$590	-$55	-$55
833.53 GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004		2018-08-20	$834	$920	-$86	-$86
269.39 GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004		2018-08-20	$269	$293	-$24	-$24
450.94 GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005	2016-07-06	2018-08-20	$451	$501	-$50	-$50
35. TELEFONICA BRASIL-ADR PREF	2018-01-26	2018-08-21	$352	$591	-$239	-$239
50. TELEFONICA BRASIL-ADR PREF	2018-01-26	2018-08-22	$488	$844	-$356	-$356
27000. ARCELORMITTAL NON-TRADEABLE ASSET	2017-10-30	2018-08-23	$31,131	$33,232	-$2,101	-$2,101
15000. SANTANDER UK PLC 3.050% 08/23/2018 DTD 08/23/2013		2018-08-23	$15,000	$15,288	-$288	-$288
30. TELEFONICA BRASIL-ADR PREF	2018-01-26	2018-08-23	$297	$506	-$209	-$209
5000. WILLIAMS COMPANIES INC 4.550% 06/24/2024 DTD 06/24/2014	2017-10-30	2018-08-23	$5,119	$5,215	-$96	-$96
30. TELEFONICA BRASIL-ADR PREF	2018-01-26	2018-08-24	$297	$506	-$209	-$209
28000. WILLIAMS COMPANIES INC 4.550% 06/24/2024 DTD 06/24/2014	2017-10-30	2018-08-24	$28,665	$29,206	-$541	-$541
7000. WILLIAMS COMPANIES INC 4.550% 06/24/2024 DTD 06/24/2014	2017-10-30	2018-08-24	$7,166	$7,302	-$136	-$136
70.47 FNMA REMIC 92-188-PZ 7.500% 10/25/22	2002-02-12	2018-08-27	$70	$74	-$4	-$4
770.43 FNMA 254229 6.5% 02/01/22	2014-01-17	2018-08-27	$770	$850	-$80	-$80
4.24 FEDERAL NATL MTG ASSN GTD MTG PASS	1998-08-14	2018-08-27	$4	$4
168.06 FNMA 444540 6% 11/01/23	2014-02-10	2018-08-27	$168	$187	-$19	-$19
248.62 FNMA AL4181 5% 09/01/25	2013-11-26	2018-08-27	$249	$265	-$16	-$16
65.72 FNMA POOL AN2392 2.400% 08/01/2026	2017-05-12	2018-08-27	$66	$64	$2	$2
91.49 FNMA AN2454 2.04% 01/01/23	2017-07-06	2018-08-27	$91	$91
74.52 FNMA AN3047 2.37% 10/01/26	2017-05-12	2018-08-27	$75	$75
103.36 FNMA AS9980 4% 06/01/44	2017-08-17	2018-08-27	$103	$110	-$7	-$7
251.45 FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001	2014-07-11	2018-08-27	$251	$279	-$28	-$28
63.89 FEDERAL NATL MTG ASSN GTD REMIC PASS	2002-09-17	2018-08-27	$64	$67	-$3	-$3
194.55 FANNIE MAE	2015-04-20	2018-08-27	$195	$213	-$18	-$18
444.18 FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2015-07-01	2018-08-27	$444	$484	-$40	-$40
271.81 FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003	2010-09-21	2018-08-27	$272	$296	-$24	-$24
119.25 FNMA REMIC TRUST	2003-11-25	2018-08-27	$119	$116	$3	$3
597.31 FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003		2018-08-27	$597	$681	-$84	-$84
159.26 FANNIE MAE	2014-07-11	2018-08-27	$159	$176	-$17	-$17
112.7 FNMA REMIC TRUST	2004-06-08	2018-08-27	$113	$110	$3	$3
403.65 FANNIE MAE		2018-08-27	$404	$435	-$31	-$31
161.95 FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007	2010-07-27	2018-08-27	$162	$175	-$13	-$13
232.8 FEDERAL NATL MTG ASSN GTD MTG PASS	2004-01-13	2018-08-27	$233	$238	-$5	-$5
30.97 FANNIE MAE	2004-03-23	2018-08-27	$31	$32	-$1	-$1
19.29 FEDERAL NATL MTG ASSN GTD MTG PASS	2004-10-18	2018-08-27	$19	$20	-$1	-$1
8.52 FANNIE MAE	2004-01-08	2018-08-27	$9	$9
404.41 FNMA AB3678 3.5% 10/01/41	2011-10-26	2018-08-27	$404	$411	-$7	-$7
125.22 MASTR ALTERNATIVE LN TR 2004-8 MTG	2006-01-09	2018-08-27	$125	$126	-$1	-$1
30. TELEFONICA BRASIL-ADR PREF		2018-08-27	$301	$506	-$205	-$205
7.48 WELLS FARGO MTG BACKED SECS 2004-EE	2005-01-12	2018-08-27	$7	$7
15. TELEFONICA BRASIL-ADR PREF	2018-01-25	2018-08-28	$148	$252	-$104	-$104
20. TELEFONICA BRASIL-ADR PREF	2018-01-25	2018-08-29	$200	$336	-$136	-$136
330. BNP PARIBAS SPONS ADR REPSTG 1/4 SH	2017-11-01	2018-08-30	$9,882	$12,750	-$2,868	-$2,868
85. DAIMLER AG UNSPONSORED ADR	2017-11-01	2018-08-30	$1,389	$1,803	-$414	-$414
270. ING GROEP N V SPONS ADR	2017-11-01	2018-08-30	$3,710	$5,016	-$1,306	-$1,306
325. PROSIEBEN SAT.1-UNSP ADR	2017-11-01	2018-08-30	$2,109	$2,746	-$637	-$637
75. TELEFONICA BRASIL-ADR PREF		2018-08-30	$723	$1,256	-$533	-$533
80. DAIMLER AG UNSPONSORED ADR	2017-11-01	2018-08-31	$1,283	$1,697	-$414	-$414
50. FIVE BELOW	2017-11-01	2018-08-31	$5,806	$2,755	$3,051	$3,051
765. ING GROEP N V SPONS ADR	2017-11-01	2018-08-31	$10,358	$14,211	-$3,853	-$3,853
370. PROSIEBEN SAT.1-UNSP ADR	2017-11-01	2018-08-31	$2,397	$3,127	-$730	-$730
905. TELEFONICA BRASIL-ADR PREF		2018-08-31	$8,859	$14,595	-$5,736	-$5,736
130. DAIMLER AG UNSPONSORED ADR	2017-11-01	2018-09-04	$2,047	$2,757	-$710	-$710
210. PROSIEBEN SAT.1-UNSP ADR	2017-11-01	2018-09-04	$1,353	$1,775	-$422	-$422
20553.167 LAZARD EMERGING MKT PORTFOLIO INSTL*	2017-10-27	2018-09-05	$341,183	$399,554	-$58,371	-$58,371
18587.361 LAZARD EMERGING MKT PORTFOLIO INSTL*	2017-08-18	2018-09-05	$308,550	$350,000	-$41,450	-$41,450
13.418 GSO SPECIAL SITUATIONS OVERSEAS FUND LTD. CLASS D - NEW ISSUES	2014-03-31	2018-09-05	$11,130	$13,418	-$2,288	-$2,288
20000. JOHN DEERE CAPITAL CORP	2009-08-17	2018-09-10	$20,000	$21,677	-$1,677	-$1,677
598.22 GSO SPECIAL SITUATIONS OVERSEAS FUND LTD. CLASS D - NEW ISSUES	2014-03-31	2018-09-10	$426,769	$598,217	-$171,448	-$171,448
2512.93 AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/202	2015-11-19	2018-09-11	$2,513	$2,514	-$1	-$1
50. FIVE BELOW	2017-11-01	2018-09-11	$6,701	$2,755	$3,946	$3,946
13097.48 COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 0	2014-02-12	2018-09-12	$13,097	$12,819	$278	$278
3237.56 CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD	2016-07-26	2018-09-17	$3,238	$3,245	-$7	-$7
288.28 FHLMC GOLD G18175 5.5% 04/01/22	2014-02-07	2018-09-17	$288	$311	-$23	-$23
103.26 FREDDIE MAC		2018-09-17	$103	$105	-$2	-$2
574.34 FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011	2017-12-01	2018-09-17	$574	$606	-$32	-$32
1371.39 FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2018-09-17	$1,371	$1,474	-$103	-$103
1996.12 FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011	2012-01-19	2018-09-17	$1,996	$2,116	-$120	-$120
126.07 FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003	2014-07-11	2018-09-17	$126	$138	-$12	-$12
275.93 FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003	2014-12-17	2018-09-17	$276	$314	-$38	-$38
189.16 FEDERAL HOME LN MTG CORP MULTICLASS	2010-07-14	2018-09-17	$189	$195	-$6	-$6
89.71 FHLMC REMIC	2004-01-08	2018-09-17	$90	$88	$2	$2
171.98 FREDDIE MAC	2010-08-18	2018-09-17	$172	$188	-$16	-$16
164.99 FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004	2010-07-13	2018-09-17	$165	$176	-$11	-$11
763.05 FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005	2015-12-09	2018-09-17	$763	$862	-$99	-$99
915.95 FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005	2012-02-28	2018-09-17	$916	$1,035	-$119	-$119
567.63 FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005	2012-10-10	2018-09-17	$568	$659	-$91	-$91
347.54 FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006	2012-10-11	2018-09-17	$348	$391	-$43	-$43
467.88 FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006	2011-01-19	2018-09-17	$468	$507	-$39	-$39
160.57 FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007	2011-10-14	2018-09-17	$161	$177	-$16	-$16
121.13 FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007		2018-09-17	$121	$134	-$13	-$13
69.21 FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007	2011-01-18	2018-09-17	$69	$73	-$4	-$4
16.93 FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009	2010-09-16	2018-09-17	$17	$18	-$1	-$1
504.74 FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009		2018-09-17	$505	$543	-$38	-$38
7598.27 FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020	2015-08-26	2018-09-17	$7,598	$7,576	$22	$22
6.02 GNMA GTD PASS THRU CTF	1999-09-14	2018-09-17	$6	$6
47.31 GNMA GTD PASS THRU CTF	2000-12-06	2018-09-17	$47	$46	$1	$1
272. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003	2014-07-18	2018-09-17	$272	$306	-$34	-$34
414.28 GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003	2014-12-03	2018-09-17	$414	$457	-$43	-$43
330.55 GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002		2018-09-17	$331	$355	-$24	-$24
4477.2 GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005	2013-11-13	2018-09-17	$4,477	$4,858	-$381	-$381
132.01 GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007	2010-09-22	2018-09-17	$132	$144	-$12	-$12
1777.46 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020	2015-09-30	2018-09-17	$1,777	$1,786	-$9	-$9
1994.53 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021	2015-11-09	2018-09-17	$1,995	$1,998	-$3	-$3
6705.17 SANTANDER DRIVE AUTO RECEIVABL 2016-3 CL A3 1.840% 08/17/2020	2017-08-16	2018-09-17	$6,705	$6,693	$12	$12
5769.89 TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020	2016-03-03	2018-09-17	$5,770	$5,759	$11	$11
122.3 GNMA II	1999-01-20	2018-09-20	$122	$120	$2	$2
21.8 GNMA 2 POOL #002699C 6.000% 1/20/29	1999-02-04	2018-09-20	$22	$21	$1	$1
570.25 GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004	2017-04-28	2018-09-20	$570	$629	-$59	-$59
921.52 GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004		2018-09-20	$922	$1,018	-$96	-$96
368.85 GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004		2018-09-20	$369	$401	-$32	-$32
470.87 GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005	2016-07-06	2018-09-20	$471	$523	-$52	-$52
472.69 GNMA SER 2008-20 CL CB 5.5% JUN 16 2037	2011-06-15	2018-09-20	$473	$508	-$35	-$35
15215. VANGUARD EMERGING MARKET VIPERS	2017-08-18	2018-09-20	$633,202	$653,095	-$19,893	-$19,893
20356. VANGUARD EMERGING MARKET VIPERS		2018-09-20	$847,155	$917,867	-$70,712	-$70,712
700. EDUCATION REALTY TRUST INC	2017-11-01	2018-09-21	$29,050	$24,447	$4,603	$4,603
161.47 FNMA REMIC 92-188-PZ 7.500% 10/25/22	2002-02-12	2018-09-25	$161	$170	-$9	-$9
624.34 FNMA 254229 6.5% 02/01/22	2014-01-17	2018-09-25	$624	$689	-$65	-$65
4.27 FEDERAL NATL MTG ASSN GTD MTG PASS	1998-08-14	2018-09-25	$4	$4
169. FNMA 444540 6% 11/01/23	2014-02-10	2018-09-25	$169	$188	-$19	-$19
243.05 FNMA AL4181 5% 09/01/25	2013-11-26	2018-09-25	$243	$259	-$16	-$16
65.96 FNMA POOL AN2392 2.400% 08/01/2026	2017-05-12	2018-09-25	$66	$64	$2	$2
91.85 FNMA AN2454 2.04% 01/01/23	2017-07-06	2018-09-25	$92	$92
74.77 FNMA AN3047 2.37% 10/01/26	2017-05-12	2018-09-25	$75	$75
318.96 FNMA AS9980 4% 06/01/44	2017-08-17	2018-09-25	$319	$339	-$20	-$20
288.61 FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001	2014-07-11	2018-09-25	$289	$320	-$31	-$31
63.2 FEDERAL NATL MTG ASSN GTD REMIC PASS	2002-09-17	2018-09-25	$63	$67	-$4	-$4
72.42 FANNIE MAE	2015-04-20	2018-09-25	$72	$79	-$7	-$7
404.45 FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2015-07-01	2018-09-25	$404	$441	-$37	-$37
291.12 FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003	2010-09-21	2018-09-25	$291	$317	-$26	-$26
121.73 FNMA REMIC TRUST	2003-11-25	2018-09-25	$122	$119	$3	$3
1594.09 FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003		2018-09-25	$1,594	$1,817	-$223	-$223
347.66 FANNIE MAE	2014-07-11	2018-09-25	$348	$385	-$37	-$37
118.79 FNMA REMIC TRUST	2004-06-08	2018-09-25	$119	$116	$3	$3
406.79 FANNIE MAE		2018-09-25	$407	$438	-$31	-$31
54.36 FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007	2010-07-27	2018-09-25	$54	$59	-$5	-$5
59.84 FEDERAL NATL MTG ASSN GTD MTG PASS	2004-01-13	2018-09-25	$60	$61	-$1	-$1
23.85 FANNIE MAE	2004-03-23	2018-09-25	$24	$25	-$1	-$1
16.56 FEDERAL NATL MTG ASSN GTD MTG PASS	2004-10-18	2018-09-25	$17	$17
81.72 FANNIE MAE	2004-01-08	2018-09-25	$82	$83	-$1	-$1
304.43 FNMA AB3678 3.5% 10/01/41	2011-10-26	2018-09-25	$304	$309	-$5	-$5
45.52 MASTR ALTERNATIVE LN TR 2004-8 MTG	2006-01-09	2018-09-25	$46	$46
10000. SPECTRA ENERGY PARTNERS 2.950% 09/25/2018 DTD 09/25/2013	2015-09-08	2018-09-25	$10,000	$10,136	-$136	-$136
43.48 WELLS FARGO MTG BACKED SECS 2004-EE	2005-01-12	2018-09-25	$43	$43
166. BOJANGLES' INC	2017-11-01	2018-10-01	$2,737	$2,032	$705	$705
109. BOJANGLES' INC	2017-11-01	2018-10-02	$1,743	$1,334	$409	$409
1995.36 AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/202	2015-11-19	2018-10-11	$1,995	$1,996	-$1	-$1
100. FIVE BELOW	2017-11-01	2018-10-11	$11,433	$5,509	$5,924	$5,924
25. MASIMO CORPORATION	2017-11-01	2018-10-11	$2,882	$2,246	$636	$636
2907.78 CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD	2016-07-26	2018-10-15	$2,908	$2,914	-$6	-$6
294.78 FHLMC GOLD G18175 5.5% 04/01/22	2014-02-07	2018-10-15	$295	$318	-$23	-$23
67.06 FREDDIE MAC		2018-10-15	$67	$68	-$1	-$1
717.07 FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011	2017-12-01	2018-10-15	$717	$756	-$39	-$39
873.46 FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2018-10-15	$873	$939	-$66	-$66
1702.12 FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011	2012-01-19	2018-10-15	$1,702	$1,804	-$102	-$102
125.64 FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003	2014-07-11	2018-10-15	$126	$138	-$12	-$12
173.03 FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003	2014-12-17	2018-10-15	$173	$197	-$24	-$24
147.7 FEDERAL HOME LN MTG CORP MULTICLASS	2010-07-14	2018-10-15	$148	$152	-$4	-$4
93.18 FHLMC REMIC	2004-01-08	2018-10-15	$93	$91	$2	$2
109.52 FREDDIE MAC	2010-08-18	2018-10-15	$110	$120	-$10	-$10
105.2 FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004	2010-07-13	2018-10-15	$105	$112	-$7	-$7
320.39 FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005	2015-12-09	2018-10-15	$320	$362	-$42	-$42
148.57 FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005	2012-02-28	2018-10-15	$149	$168	-$19	-$19
631.1 FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005	2012-10-10	2018-10-15	$631	$733	-$102	-$102
177.08 FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006	2012-10-11	2018-10-15	$177	$199	-$22	-$22
268.05 FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006	2011-01-19	2018-10-15	$268	$291	-$23	-$23
220.46 FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007	2011-10-14	2018-10-15	$220	$243	-$23	-$23
96.11 FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007		2018-10-15	$96	$106	-$10	-$10
155.27 FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007	2011-01-18	2018-10-15	$155	$164	-$9	-$9
16.21 FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009	2010-09-16	2018-10-15	$16	$17	-$1	-$1
383.14 FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009		2018-10-15	$383	$412	-$29	-$29
6538.38 FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020	2015-08-26	2018-10-15	$6,538	$6,519	$19	$19
6.07 GNMA GTD PASS THRU CTF	1999-09-14	2018-10-15	$6	$6
50.45 GNMA GTD PASS THRU CTF	2000-12-06	2018-10-15	$50	$50
2328.89 HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020	2018-09-18	2018-10-15	$2,329	$2,317	$12	$12
1614.97 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020	2015-09-30	2018-10-15	$1,615	$1,623	-$8	-$8
1912.26 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021	2015-11-09	2018-10-15	$1,912	$1,916	-$4	-$4
4811.62 TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020	2016-03-03	2018-10-15	$4,812	$4,803	$9	$9
280.7 GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003	2014-07-18	2018-10-16	$281	$316	-$35	-$35
98.62 GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003	2014-12-03	2018-10-16	$99	$109	-$10	-$10
181.38 GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002		2018-10-16	$181	$195	-$14	-$14
2131.72 GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005	2013-11-13	2018-10-16	$2,132	$2,313	-$181	-$181
126.1 GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007	2010-09-22	2018-10-16	$126	$137	-$11	-$11
70264.136 VANGUARD TOT BD MKT IDX-ADM	2017-10-27	2018-10-16	$723,018	$754,637	-$31,619	-$31,619
3.23 COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01	2014-02-12	2018-10-18	$3	$3
145. PDC ENERGY INC	2017-11-01	2018-10-19	$6,728	$7,580	-$852	-$852
75.26 GNMA II	1999-01-20	2018-10-22	$75	$74	$1	$1
48.23 GNMA 2 POOL #002699C 6.000% 1/20/29	1999-02-04	2018-10-22	$48	$47	$1	$1
377.45 GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004	2017-04-28	2018-10-22	$377	$416	-$39	-$39
824.85 GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004		2018-10-22	$825	$911	-$86	-$86
353.46 GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004		2018-10-22	$353	$384	-$31	-$31
342.43 GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005	2016-07-06	2018-10-22	$342	$380	-$38	-$38
10000. INVESCO FINANCE PLC 3.125% 11/30/2022 DTD 11/08/2012		2018-10-22	$9,734	$9,964	-$230	-$230
145. PDC ENERGY INC	2017-11-01	2018-10-22	$6,705	$7,580	-$875	-$875
57.73 FNMA REMIC 92-188-PZ 7.500% 10/25/22	2002-02-12	2018-10-25	$58	$61	-$3	-$3
292.96 FNMA 254229 6.5% 02/01/22	2014-01-17	2018-10-25	$293	$323	-$30	-$30
4.3 FEDERAL NATL MTG ASSN GTD MTG PASS	1998-08-14	2018-10-25	$4	$4
169.94 FNMA 444540 6% 11/01/23	2014-02-10	2018-10-25	$170	$189	-$19	-$19
236.25 FNMA AL4181 5% 09/01/25	2013-11-26	2018-10-25	$236	$251	-$15	-$15
72. FNMA POOL AN2392 2.400% 08/01/2026	2017-05-12	2018-10-25	$72	$70	$2	$2
100.69 FNMA AN2454 2.04% 01/01/23	2017-07-06	2018-10-25	$101	$100	$1	$1
80.11 FNMA AN3047 2.37% 10/01/26	2017-05-12	2018-10-25	$80	$80
539.49 FNMA AS9980 4% 06/01/44	2017-08-17	2018-10-25	$539	$573	-$34	-$34
229.58 FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001	2014-07-11	2018-10-25	$230	$255	-$25	-$25
60.18 FEDERAL NATL MTG ASSN GTD REMIC PASS	2002-09-17	2018-10-25	$60	$64	-$4	-$4
167.95 FANNIE MAE	2015-04-20	2018-10-25	$168	$183	-$15	-$15
290.1 FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2015-07-01	2018-10-25	$290	$316	-$26	-$26
244.58 FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003	2010-09-21	2018-10-25	$245	$266	-$21	-$21
99.22 FNMA REMIC TRUST	2003-11-25	2018-10-25	$99	$97	$2	$2
875.79 FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003		2018-10-25	$876	$998	-$122	-$122
241.06 FANNIE MAE	2014-07-11	2018-10-25	$241	$267	-$26	-$26
114.48 FNMA REMIC TRUST	2004-06-08	2018-10-25	$114	$112	$2	$2
365.79 FANNIE MAE		2018-10-25	$366	$394	-$28	-$28
49. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007	2010-07-27	2018-10-25	$49	$53	-$4	-$4
90.24 FEDERAL NATL MTG ASSN GTD MTG PASS	2004-01-13	2018-10-25	$90	$92	-$2	-$2
7.8 FANNIE MAE	2004-03-23	2018-10-25	$8	$8
4.79 FEDERAL NATL MTG ASSN GTD MTG PASS	2004-10-18	2018-10-25	$5	$5
92.21 FANNIE MAE	2004-01-08	2018-10-25	$92	$94	-$2	-$2
189.74 FNMA AB3678 3.5% 10/01/41	2011-10-26	2018-10-25	$190	$193	-$3	-$3
67.65 MASTR ALTERNATIVE LN TR 2004-8 MTG	2006-01-09	2018-10-25	$68	$68
47.79 WELLS FARGO MTG BACKED SECS 2004-EE	2005-01-12	2018-10-25	$48	$47	$1	$1
13000. PINN FOODS FIN LLC/CORP 5.875% 01/15/2024 DTD 07/15/2016	2017-10-30	2018-10-26	$13,657	$13,805	-$148	-$148
4000. ABBOTT LABORATORIES SR NTS 3.75% 11/30/2026 DTD	2018-02-14	2018-10-29	$4,121	$3,986	$135	$135
. CENOVUS ENERGY INC 5.7% OCT 15 2019	2015-02-05	2018-10-31	$3,077	$3,368	-$291	-$291
4000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024	2017-10-30	2018-11-02	$4,175	$4,293	-$118	-$118
3000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024	2017-10-30	2018-11-02	$3,128	$3,220	-$92	-$92
6000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024	2017-10-30	2018-11-02	$6,255	$6,440	-$185	-$185
4000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024	2017-10-30	2018-11-02	$4,175	$4,293	-$118	-$118
6000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024	2017-10-30	2018-11-05	$6,255	$6,440	-$185	-$185
5000. REGENCY ENERGY PART/FINA 5.000% 10/01/2022 DTD 07/25/2014	2017-06-13	2018-11-05	$5,142	$5,426	-$284	-$284
950. BOJANGLES' INC	2017-11-01	2018-11-06	$15,257	$11,628	$3,629	$3,629
9000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024	2017-10-30	2018-11-06	$9,371	$9,659	-$288	-$288
10000. EBAY INC 2.6% JUL 15 2022		2018-11-07	$9,576	$9,576
25000. AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/2020	2015-11-19	2018-11-08	$1,637	$1,637
112787.408 PIMCO COMMODITYPL STRAT-INS	2018-02-22	2018-11-09	$645,144	$716,200	-$71,056	-$71,056
. COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01/20	2014-02-12	2018-11-13	$208	$204	$4	$4
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD	2016-07-26	2018-11-15	$3,078	$3,085	-$7	-$7
. FHLMC GOLD G18175 5.5% 04/01/22	2014-02-07	2018-11-15	$293	$317	-$24	-$24
. FREDDIE MAC		2018-11-15	$66	$67	-$1	-$1
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011	2017-12-01	2018-11-15	$438	$462	-$24	-$24
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2018-11-15	$1,230	$1,322	-$92	-$92
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011	2012-01-19	2018-11-15	$998	$1,058	-$60	-$60
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003	2014-07-11	2018-11-15	$79	$86	-$7	-$7
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003	2014-12-17	2018-11-15	$242	$276	-$34	-$34
. FEDERAL HOME LN MTG CORP MULTICLASS	2010-07-14	2018-11-15	$434	$447	-$13	-$13
. FHLMC REMIC	2004-01-08	2018-11-15	$86	$85	$1	$1
. FREDDIE MAC	2010-08-18	2018-11-15	$30	$33	-$3	-$3
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004	2010-07-13	2018-11-15	$158	$168	-$10	-$10
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005	2015-12-09	2018-11-15	$1,206	$1,362	-$156	-$156
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005	2012-02-28	2018-11-15	$320	$361	-$41	-$41
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005	2012-10-10	2018-11-15	$559	$649	-$90	-$90
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006	2012-10-11	2018-11-15	$492	$554	-$62	-$62
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006	2011-01-19	2018-11-15	$443	$481	-$38	-$38
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007	2011-10-14	2018-11-15	$95	$104	-$9	-$9
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007		2018-11-15	$102	$112	-$10	-$10
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007	2011-01-18	2018-11-15	$31	$33	-$2	-$2
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009	2010-09-16	2018-11-15	$474	$504	-$30	-$30
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009		2018-11-15	$446	$479	-$33	-$33
. FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020	2015-08-26	2018-11-15	$7,032	$7,011	$21	$21
. GNMA GTD PASS THRU CTF	1999-09-14	2018-11-15	$6	$6
. GNMA GTD PASS THRU CTF	2000-12-06	2018-11-15	$46	$46
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020	2018-09-18	2018-11-15	$2,340	$2,329	$11	$11
30000. SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020	2015-09-30	2018-11-15	$906	$910	-$4	-$4
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021	2015-11-09	2018-11-15	$1,873	$1,876	-$3	-$3
. TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020	2016-03-03	2018-11-15	$4,978	$4,969	$9	$9
3076.923 CENOVUS ENERGY INC 5.7% OCT 15 2019	1960-11-11	2018-11-16
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003	2014-07-18	2018-11-16	$506	$569	-$63	-$63
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003	2014-12-03	2018-11-16	$363	$401	-$38	-$38
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002		2018-11-16	$222	$238	-$16	-$16
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005	2013-11-13	2018-11-16	$2,221	$2,410	-$189	-$189
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007	2010-09-22	2018-11-16	$115	$125	-$10	-$10
135. CHINA PETE & CHEM SPONS ADR REPSTG H		2018-11-19	$11,537	$12,149	-$612	-$612
360. ING GROEP N V SPONS ADR	2017-11-01	2018-11-19	$4,461	$6,688	-$2,227	-$2,227
850. PROSIEBEN SAT.1-UNSP ADR	2017-11-01	2018-11-19	$4,203	$7,183	-$2,980	-$2,980
. WYETH	1901-01-01	2018-11-19	$87		$87	$87
3000. DIAMOND OFFSHORE DRILL 7.875% 08/15/2025 DTD 08/15/2017	2017-10-30	2018-11-20	$2,700	$3,181	-$481	-$481
. GNMA II	1999-01-20	2018-11-20	$66	$65	$1	$1
. GNMA 2 POOL #002699C 6.000% 1/20/29	1999-02-04	2018-11-20	$36	$35	$1	$1
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004	2017-04-28	2018-11-20	$429	$473	-$44	-$44
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004		2018-11-20	$529	$584	-$55	-$55
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004		2018-11-20	$382	$415	-$33	-$33
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005	2016-07-06	2018-11-20	$386	$429	-$43	-$43
200. ING GROEP N V SPONS ADR	2017-11-01	2018-11-20	$2,409	$3,715	-$1,306	-$1,306
670. PROSIEBEN SAT.1-UNSP ADR	2017-11-01	2018-11-20	$3,270	$5,662	-$2,392	-$2,392
70. SOUTHSIDE BANCSHARES INC	2017-11-01	2018-11-20	$2,266	$2,493	-$227	-$227
125. UNITED BANKSHARES INC	2017-11-01	2018-11-20	$4,288	$4,486	-$198	-$198
70. BRITISH AMERN TOB PLC SPONSORED ADR	2017-11-01	2018-11-21	$2,421	$4,545	-$2,124	-$2,124
3000. DIAMOND OFFSHORE DRILL 7.875% 08/15/2025 DTD 08/15/2017	2017-10-30	2018-11-21	$2,745	$3,181	-$436	-$436
1715. ING GROEP N V SPONS ADR	2017-11-01	2018-11-21	$20,921	$31,859	-$10,938	-$10,938
310. PROSIEBEN SAT.1-UNSP ADR	2017-11-01	2018-11-21	$1,534	$2,620	-$1,086	-$1,086
555. SOUTHSIDE BANCSHARES INC	2017-11-01	2018-11-21	$17,850	$19,766	-$1,916	-$1,916
265. PROSIEBEN SAT.1-UNSP ADR	2017-11-01	2018-11-23	$1,322	$2,239	-$917	-$917
280. PROSIEBEN SAT.1-UNSP ADR	2017-11-01	2018-11-23	$1,384	$2,366	-$982	-$982
. FNMA REMIC 92-188-PZ 7.500% 10/25/22	2002-02-12	2018-11-26	$64	$67	-$3	-$3
. FNMA 254229 6.5% 02/01/22	2014-01-17	2018-11-26	$286	$316	-$30	-$30
. FEDERAL NATL MTG ASSN GTD MTG PASS	1998-08-14	2018-11-26	$4	$4
. FNMA 444540 6% 11/01/23	2014-02-10	2018-11-26	$171	$190	-$19	-$19
. FNMA AL4181 5% 09/01/25	2013-11-26	2018-11-26	$208	$221	-$13	-$13
. FNMA POOL AN2392 2.400% 08/01/2026	2017-05-12	2018-11-26	$66	$64	$2	$2
. FNMA AN2454 2.04% 01/01/23	2017-07-06	2018-11-26	$93	$93
. FNMA AN3047 2.37% 10/01/26	2017-05-12	2018-11-26	$75	$75
. FNMA AS9980 4% 06/01/44	2017-08-17	2018-11-26	$106	$112	-$6	-$6
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001	2014-07-11	2018-11-26	$328	$364	-$36	-$36
. FEDERAL NATL MTG ASSN GTD REMIC PASS	2002-09-17	2018-11-26	$58	$61	-$3	-$3
. FANNIE MAE	2015-04-20	2018-11-26	$174	$190	-$16	-$16
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2015-07-01	2018-11-26	$354	$386	-$32	-$32
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003	2010-09-21	2018-11-26	$277	$302	-$25	-$25
. FNMA REMIC TRUST	2003-11-25	2018-11-26	$119	$116	$3	$3
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003		2018-11-26	$533	$607	-$74	-$74
. FANNIE MAE	2014-07-11	2018-11-26	$211	$234	-$23	-$23
. FNMA REMIC TRUST	2004-06-08	2018-11-26	$119	$117	$2	$2
. FANNIE MAE		2018-11-26	$358	$385	-$27	-$27
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007	2010-07-27	2018-11-26	$68	$74	-$6	-$6
. FEDERAL NATL MTG ASSN GTD MTG PASS	2004-01-13	2018-11-26	$163	$166	-$3	-$3
. FANNIE MAE	2004-01-08	2018-11-26	$8	$8
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2018-11-26	$144	$146	-$2	-$2
. MASTR ALTERNATIVE LN TR 2004-8 MTG	2006-01-09	2018-11-26	$40	$40
. WELLS FARGO MTG BACKED SECS 2004-EE	2005-01-12	2018-11-26	$31	$30	$1	$1
27142.4 DODGE & COX INCOME FUND		2018-11-28	$359,637	$376,206	-$16,569	-$16,569
34814.792 DOUBLELINE TTL RTRN BND-I	2017-10-27	2018-11-28	$359,637	$371,822	-$12,185	-$12,185
7478.411 FIDELITY 500 INDEX-INST PRM	2018-02-26	2018-11-28	$719,274	$728,696	-$9,422	-$9,422
2000. DIAMOND OFFSHORE DRILL 7.875% 08/15/2025 DTD 08/15/2017	2017-10-30	2018-12-03	$1,818	$2,120	-$302	-$302
18000. GOLDMAN SACHS GROUP INC SR NOTES 5 3/8% MAR 15 2020	2010-03-01	2018-12-06	$18,372	$17,838	$534	$534
7817.135 FIDELITY 500 INDEX-INST PRM	2018-02-26	2018-12-07	$722,225	$761,702	-$39,477	-$39,477
5000. BNP PARIBAS MTN 2.400% 12/12/2018 DTD 12/12/2013	2013-12-05	2018-12-12	$5,000	$4,988	$12	$12
. COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01/20	2014-02-12	2018-12-12	$1	$1
10000. BP CAPITAL MARKETS PLC NON-TRADEABLE ASSET		2018-12-17	$9,810	$10,146	-$336	-$336
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD	2016-07-26	2018-12-17	$2,854	$2,860	-$6	-$6
33890. DEUTSCHE X-TRACKERS MSCI JAP		2018-12-17	$1,319,873	$1,311,706	$8,167	$8,167
4681. DEUTSCHE X-TRACKERS MSCI JAP	2017-08-18	2018-12-17	$181,530	$178,931	$2,599	$2,599
. FHLMC GOLD G18175 5.5% 04/01/22	2014-02-07	2018-12-17	$519	$561	-$42	-$42
. FREDDIE MAC		2018-12-17	$220	$224	-$4	-$4
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011	2017-12-01	2018-12-17	$450	$475	-$25	-$25
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2018-12-17	$1,013	$1,088	-$75	-$75
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011	2012-01-19	2018-12-17	$1,033	$1,095	-$62	-$62
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003	2014-07-11	2018-12-17	$108	$119	-$11	-$11
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003	2014-12-17	2018-12-17	$420	$478	-$58	-$58
. FEDERAL HOME LN MTG CORP MULTICLASS	2010-07-14	2018-12-17	$165	$170	-$5	-$5
. FHLMC REMIC	2004-01-08	2018-12-17	$74	$72	$2	$2
. FREDDIE MAC	2010-08-18	2018-12-17	$22	$25	-$3	-$3
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004	2010-07-13	2018-12-17	$117	$124	-$7	-$7
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005	2015-12-09	2018-12-17	$313	$354	-$41	-$41
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005	2012-02-28	2018-12-17	$177	$200	-$23	-$23
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005	2012-10-10	2018-12-17	$518	$601	-$83	-$83
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006	2012-10-11	2018-12-17	$142	$160	-$18	-$18
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006	2011-01-19	2018-12-17	$275	$298	-$23	-$23
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007	2011-10-14	2018-12-17	$33	$37	-$4	-$4
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007		2018-12-17	$164	$181	-$17	-$17
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007	2011-01-18	2018-12-17	$106	$112	-$6	-$6
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009	2010-09-16	2018-12-17	$15	$16	-$1	-$1
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009		2018-12-17	$461	$496	-$35	-$35
. FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020	2015-08-26	2018-12-17	$6,147	$6,128	$19	$19
. GNMA GTD PASS THRU CTF	1999-09-14	2018-12-17	$6	$6
. GNMA GTD PASS THRU CTF	2000-12-06	2018-12-17	$46	$45	$1	$1
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003	2014-07-18	2018-12-17	$429	$482	-$53	-$53
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003	2014-12-03	2018-12-17	$121	$133	-$12	-$12
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002		2018-12-17	$199	$213	-$14	-$14
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005	2013-11-13	2018-12-17	$2,139	$2,321	-$182	-$182
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007	2010-09-22	2018-12-17	$109	$118	-$9	-$9
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020	2018-09-18	2018-12-17	$2,077	$2,067	$10	$10
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021	2015-11-09	2018-12-17	$1,744	$1,747	-$3	-$3
55000. TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020	2016-03-03	2018-12-17	$12,659	$12,635	$24	$24
10000. GEN MOTORS FINL CO 3.7% 05/09/2023 DTD 05/09/2016	2017-06-06	2018-12-18	$9,522	$10,127	-$605	-$605
2843.763 CAPITAL GR NON US EQUITY	2017-10-27	2018-12-20	$34,751	$38,732	-$3,981	-$3,981
54270.272 CAPITAL GR NON US EQUITY	2018-08-30	2018-12-20	$663,183	$749,472	-$86,289	-$86,289
37821.483 DODGE & COX INCOME FUND		2018-12-20	$500,000	$521,393	-$21,393	-$21,393
48076.923 DOUBLELINE TTL RTRN BND-I	2017-10-27	2018-12-20	$500,000	$513,462	-$13,462	-$13,462
. GNMA II	1999-01-20	2018-12-20	$105	$103	$2	$2
. GNMA 2 POOL #002699C 6.000% 1/20/29	1999-02-04	2018-12-20	$23	$23
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004	2017-04-28	2018-12-20	$521	$574	-$53	-$53
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004		2018-12-20	$1,198	$1,323	-$125	-$125
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004		2018-12-20	$184	$200	-$16	-$16
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005	2016-07-06	2018-12-20	$419	$465	-$46	-$46
151812.041 VANGUARD TOT BD MKT IDX-ADM	2018-02-13	2018-12-20	$1,580,363	$1,595,545	-$15,182	-$15,182
64971.047 VANGUARD TOT BD MKT IDX-ADM	2017-10-27	2018-12-20	$676,349	$697,789	-$21,440	-$21,440
. FNMA REMIC 92-188-PZ 7.500% 10/25/22	2002-02-12	2018-12-26	$59	$62	-$3	-$3
. FNMA 254229 6.5% 02/01/22	2014-01-17	2018-12-26	$303	$335	-$32	-$32
. FEDERAL NATL MTG ASSN GTD MTG PASS	1998-08-14	2018-12-26	$4	$4
. FNMA 444540 6% 11/01/23	2014-02-10	2018-12-26	$172	$191	-$19	-$19
. FNMA AL4181 5% 09/01/25	2013-11-26	2018-12-26	$220	$234	-$14	-$14
. FNMA AN2454 2.04% 01/01/23	2017-07-06	2018-12-26	$101	$101
. FNMA AN3047 2.37% 10/01/26	2017-05-12	2018-12-26	$81	$81
. FNMA AS9980 4% 06/01/44	2017-08-17	2018-12-26	$101	$108	-$7	-$7
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001	2014-07-11	2018-12-26	$332	$369	-$37	-$37
. FEDERAL NATL MTG ASSN GTD REMIC PASS	2002-09-17	2018-12-26	$62	$65	-$3	-$3
. FANNIE MAE	2015-04-20	2018-12-26	$65	$71	-$6	-$6
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2015-07-01	2018-12-26	$276	$301	-$25	-$25
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003	2010-09-21	2018-12-26	$265	$288	-$23	-$23
. FNMA REMIC TRUST	2003-11-25	2018-12-26	$105	$102	$3	$3
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003		2018-12-26	$401	$457	-$56	-$56
. FANNIE MAE	2014-07-11	2018-12-26	$345	$382	-$37	-$37
. FNMA REMIC TRUST	2004-06-08	2018-12-26	$101	$99	$2	$2
. FANNIE MAE		2018-12-26	$350	$377	-$27	-$27
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007	2010-07-27	2018-12-26	$114	$123	-$9	-$9
. FEDERAL NATL MTG ASSN GTD MTG PASS	2004-01-13	2018-12-26	$70	$72	-$2	-$2
. FANNIE MAE	2004-01-08	2018-12-26	$8	$8
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2018-12-26	$157	$160	-$3	-$3
. MASTR ALTERNATIVE LN TR 2004-8 MTG	2006-01-09	2018-12-26	$53	$53
. WELLS FARGO MTG BACKED SECS 2004-EE	2005-01-12	2018-12-26	$49	$49
50000. FNMA POOL AN2392 2.400% 08/01/2026	2017-05-12	2019-01-02	$48,983	$47,337	$1,646	$1,646
175. SSE PLC-SPN ADR	2017-11-01	2019-01-03	$2,337	$3,211	-$874	-$874
285. SSE PLC-SPN ADR	2017-11-01	2019-01-04	$3,847	$5,230	-$1,383	-$1,383
1. FNMA POOL AN2392 2.400% 08/01/2026	1960-11-11	2019-01-07	$48,983		$48,983	$48,983
190. SSE PLC-SPN ADR	2017-11-01	2019-01-07	$2,541	$3,487	-$946	-$946
20. CHINA PETE & CHEM SPONS ADR REPSTG H	2018-02-02	2019-01-09	$1,549	$1,767	-$218	-$218
30. MANULIFE FINL CORP	2017-11-01	2019-01-09	$467	$611	-$144	-$144
60. VERMILION ENERGY INC	2017-11-01	2019-01-09	$1,379	$2,112	-$733	-$733
15. CHINA PETE & CHEM SPONS ADR REPSTG H	2018-02-02	2019-01-10	$1,159	$1,325	-$166	-$166
105. VERMILION ENERGY INC	2017-11-01	2019-01-10	$2,485	$3,695	-$1,210	-$1,210
. COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01/20	2014-02-12	2019-01-11	$1	$1
10000. CVS HEALTH CORP 3.500% 07/20/2022 DTD 07/20/2015	2018-02-14	2019-01-14	$9,958	$10,018	-$60	-$60
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD	2016-07-26	2019-01-15	$2,736	$2,742	-$6	-$6
. FHLMC GOLD G18175 5.5% 04/01/22	2014-02-07	2019-01-15	$481	$519	-$38	-$38
. FREDDIE MAC		2019-01-15	$1,556	$1,578	-$22	-$22
. FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010	2015-05-21	2019-01-15	$636	$660	-$24	-$24
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011	2017-12-01	2019-01-15	$422	$445	-$23	-$23
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-01-15	$713	$766	-$53	-$53
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011	2012-01-19	2019-01-15	$1,214	$1,287	-$73	-$73
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003	2014-07-11	2019-01-15	$90	$99	-$9	-$9
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003	2014-12-17	2019-01-15	$359	$408	-$49	-$49
. FEDERAL HOME LN MTG CORP MULTICLASS	2010-07-14	2019-01-15	$120	$123	-$3	-$3
. FHLMC REMIC	2004-01-08	2019-01-15	$75	$74	$1	$1
. FREDDIE MAC	2010-08-18	2019-01-15	$13	$14	-$1	-$1
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004	2010-07-13	2019-01-15	$178	$189	-$11	-$11
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005	2015-12-09	2019-01-15	$331	$374	-$43	-$43
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005	2012-02-28	2019-01-15	$177	$199	-$22	-$22
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005	2012-10-10	2019-01-15	$546	$633	-$87	-$87
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006	2012-10-11	2019-01-15	$473	$533	-$60	-$60
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006	2011-01-19	2019-01-15	$296	$321	-$25	-$25
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007	2011-10-14	2019-01-15	$140	$155	-$15	-$15
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007		2019-01-15	$265	$293	-$28	-$28
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007	2011-01-18	2019-01-15	$18	$19	-$1	-$1
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009	2010-09-16	2019-01-15	$15	$16	-$1	-$1
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009		2019-01-15	$339	$365	-$26	-$26
. GNMA GTD PASS THRU CTF	1999-09-14	2019-01-15	$6	$6
. GNMA GTD PASS THRU CTF	2000-12-06	2019-01-15	$45	$45
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020	2018-09-18	2019-01-15	$2,026	$2,016	$10	$10
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021	2015-11-09	2019-01-15	$1,684	$1,687	-$3	-$3
15. CHINA PETE & CHEM SPONS ADR REPSTG H		2019-01-16	$1,181	$1,325	-$144	-$144
. FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020	2015-08-26	2019-01-16	$5,892	$5,874	$18	$18
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003	2014-07-18	2019-01-16	$413	$464	-$51	-$51
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003	2014-12-03	2019-01-16	$227	$251	-$24	-$24
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002		2019-01-16	$235	$252	-$17	-$17
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005	2013-11-13	2019-01-16	$2,216	$2,405	-$189	-$189
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007	2010-09-22	2019-01-16	$91	$99	-$8	-$8
18000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012	2017-10-30	2019-01-16	$18,772	$19,579	-$807	-$807
50. VERMILION ENERGY INC	2017-11-01	2019-01-16	$1,215	$1,760	-$545	-$545
140. UBS GROUP AG-REG	2017-11-01	2019-01-16	$1,888	$2,368	-$480	-$480
15. CHINA PETE & CHEM SPONS ADR REPSTG H	2018-01-30	2019-01-17	$1,179	$1,324	-$145	-$145
45. NOVARTIS AG SPONS ADR	2017-11-01	2019-01-17	$3,982	$3,758	$224	$224
3000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012	2017-10-30	2019-01-17	$3,126	$3,263	-$137	-$137
5000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012	2017-10-30	2019-01-17	$5,214	$5,438	-$224	-$224
50. VERMILION ENERGY INC	2017-11-01	2019-01-17	$1,228	$1,760	-$532	-$532
125. UBS GROUP AG-REG	2017-11-01	2019-01-17	$1,673	$2,114	-$441	-$441
20. CHINA PETE & CHEM SPONS ADR REPSTG H	2018-01-30	2019-01-18	$1,592	$1,765	-$173	-$173
5000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012	2017-10-30	2019-01-18	$5,215	$5,437	-$222	-$222
60. VERMILION ENERGY INC	2017-11-01	2019-01-18	$1,484	$2,112	-$628	-$628
130. UBS GROUP AG-REG	2017-11-01	2019-01-18	$1,760	$2,199	-$439	-$439
. GNMA II	1999-01-20	2019-01-22	$66	$65	$1	$1
. GNMA 2 POOL #002699C 6.000% 1/20/29	1999-02-04	2019-01-22	$38	$37	$1	$1
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004	2017-04-28	2019-01-22	$381	$420	-$39	-$39
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004		2019-01-22	$521	$575	-$54	-$54
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004		2019-01-22	$325	$353	-$28	-$28
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005	2016-07-06	2019-01-22	$292	$324	-$32	-$32
7000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012	2017-10-30	2019-01-22	$7,316	$7,612	-$296	-$296
20. VERMILION ENERGY INC	2017-11-01	2019-01-22	$486	$704	-$218	-$218
7500. ARROWGRASS INTERNATIONAL FUND LTD CLASS B - NEW ISSUES INELIGIBL	2018-03-30	2019-01-22	$741,736	$750,000	-$8,264	-$8,264
. FNMA REMIC 92-188-PZ 7.500% 10/25/22	2002-02-12	2019-01-25	$113	$120	-$7	-$7
. FNMA 254229 6.5% 02/01/22	2014-01-17	2019-01-25	$287	$317	-$30	-$30
. FEDERAL NATL MTG ASSN GTD MTG PASS	1998-08-14	2019-01-25	$4	$4
. FNMA 444540 6% 11/01/23	2014-02-10	2019-01-25	$211	$235	-$24	-$24
. FNMA AL4181 5% 09/01/25	2013-11-26	2019-01-25	$211	$224	-$13	-$13
. FNMA AN2454 2.04% 01/01/23	2017-07-06	2019-01-25	$93	$93
. FNMA AN3047 2.37% 10/01/26	2017-05-12	2019-01-25	$76	$76
. FNMA AS9980 4% 06/01/44	2017-08-17	2019-01-25	$454	$482	-$28	-$28
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001	2014-07-11	2019-01-25	$315	$350	-$35	-$35
. FEDERAL NATL MTG ASSN GTD REMIC PASS	2002-09-17	2019-01-25	$55	$58	-$3	-$3
. FANNIE MAE	2015-04-20	2019-01-25	$68	$74	-$6	-$6
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2015-07-01	2019-01-25	$374	$408	-$34	-$34
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003	2010-09-21	2019-01-25	$261	$284	-$23	-$23
. FNMA REMIC TRUST	2003-11-25	2019-01-25	$107	$105	$2	$2
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003		2019-01-25	$953	$1,085	-$132	-$132
. FANNIE MAE	2014-07-11	2019-01-25	$275	$304	-$29	-$29
. FNMA REMIC TRUST	2004-06-08	2019-01-25	$104	$102	$2	$2
. FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004	2010-08-26	2019-01-25	$2,408	$2,507	-$99	-$99
. FANNIE MAE		2019-01-25	$342	$369	-$27	-$27
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007	2010-07-27	2019-01-25	$51	$55	-$4	-$4
. FEDERAL NATL MTG ASSN GTD MTG PASS	2004-01-13	2019-01-25	$111	$113	-$2	-$2
. FANNIE MAE	2004-01-08	2019-01-25	$8	$9	-$1	-$1
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-01-25	$193	$196	-$3	-$3
. MASTR ALTERNATIVE LN TR 2004-8 MTG	2006-01-09	2019-01-25	$47	$47
. WELLS FARGO MTG BACKED SECS 2004-EE	2005-01-12	2019-01-25	$5	$5
652. SCHWAB U.S. TIPS ETF	2017-10-27	2019-01-28	$34,741	$35,947	-$1,206	-$1,206
19000. SCHWAB U.S. TIPS ETF	2017-10-27	2019-01-28	$1,012,164	$1,047,531	-$35,367	-$35,367
6000. HCA INC SR NTS 5.5% 06/15/2047 DTD	2017-10-30	2019-01-31	$6,248	$6,129	$119	$119
7000. HCA INC SR NTS 5.5% 06/15/2047 DTD	2017-10-30	2019-01-31	$7,289	$7,150	$139	$139
7000. HCA INC SR NTS 5.5% 06/15/2047 DTD	2017-10-30	2019-01-31	$7,271	$7,150	$121	$121
49388.767 PGIM GLOBAL REAL ESTATE-Q	2017-10-27	2019-02-01	$1,198,171	$1,190,763	$7,408	$7,408
125000. U S A TREAS STRIP INT PMT ZERO CPN 05/15/2019 DTD 05/15/1990	2010-01-19	2019-02-01	$124,188	$123,664	$524	$524
83. AMN HEALTHCARE SERVICES INC	2017-11-01	2019-02-07	$5,231	$3,488	$1,743	$1,743
100. DORMAN PRODUCTS INC	2017-11-01	2019-02-07	$8,470	$6,955	$1,515	$1,515
50. MASIMO CORPORATION	2017-11-01	2019-02-07	$6,257	$4,492	$1,765	$1,765
75. UMB FINANCIAL CORP	2017-11-01	2019-02-07	$4,923	$5,506	-$583	-$583
42. AMN HEALTHCARE SERVICES INC	2017-11-01	2019-02-08	$2,606	$1,765	$841	$841
27000. HCA INC 4.75% MAY 01 2023	2017-10-30	2019-02-08	$27,894	$28,031	-$137	-$137
22000. ALLY FINANCIAL INC 4.125% 02/13/2022 DTD 02/13/2015	2017-10-30	2019-02-12	$22,220	$22,653	-$433	-$433
. COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01/20	2014-02-12	2019-02-12	$1	$1
13000. CENOVUS ENERGY INC SR NTS 3.0% 08/15/2022 DTD	2017-10-30	2019-02-13	$12,575	$12,939	-$364	-$364
3000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012	2017-10-30	2019-02-13	$3,124	$3,259	-$135	-$135
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD	2016-07-26	2019-02-15	$2,901	$2,907	-$6	-$6
. FHLMC GOLD G18175 5.5% 04/01/22	2014-02-07	2019-02-15	$267	$289	-$22	-$22
. FREDDIE MAC		2019-02-15	$59	$59
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011	2017-12-01	2019-02-15	$349	$368	-$19	-$19
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-02-15	$1,207	$1,297	-$90	-$90
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011	2012-01-19	2019-02-15	$1,045	$1,108	-$63	-$63
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003	2014-07-11	2019-02-15	$67	$74	-$7	-$7
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003	2014-12-17	2019-02-15	$183	$209	-$26	-$26
. FEDERAL HOME LN MTG CORP MULTICLASS	2010-07-14	2019-02-15	$138	$142	-$4	-$4
. FHLMC REMIC	2004-01-08	2019-02-15	$97	$95	$2	$2
. FREDDIE MAC	2010-08-18	2019-02-15	$12	$13	-$1	-$1
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004	2010-07-13	2019-02-15	$96	$102	-$6	-$6
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005	2015-12-09	2019-02-15	$341	$385	-$44	-$44
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005	2012-02-28	2019-02-15	$152	$172	-$20	-$20
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005	2012-10-10	2019-02-15	$521	$605	-$84	-$84
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006	2012-10-11	2019-02-15	$462	$520	-$58	-$58
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006	2011-01-19	2019-02-15	$230	$249	-$19	-$19
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007	2011-10-14	2019-02-15	$248	$274	-$26	-$26
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007		2019-02-15	$274	$303	-$29	-$29
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007	2011-01-18	2019-02-15	$14	$15	-$1	-$1
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009	2010-09-16	2019-02-15	$15	$16	-$1	-$1
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009		2019-02-15	$410	$441	-$31	-$31
. FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020	2015-08-26	2019-02-15	$5,668	$5,651	$17	$17
. GNMA GTD PASS THRU CTF	1999-09-14	2019-02-15	$6	$6
. GNMA GTD PASS THRU CTF	2000-12-06	2019-02-15	$49	$49
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020	2018-09-18	2019-02-15	$2,073	$2,062	$11	$11
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021	2015-11-09	2019-02-15	$1,713	$1,716	-$3	-$3
10000. SEMPRA ENERGY 9.800% 2/15/19	2008-11-18	2019-02-15	$10,000	$10,107	-$107	-$107
29622.19 CAPITAL GR NON US EQUITY	2017-10-27	2019-02-19	$384,496	$403,454	-$18,958	-$18,958
1434.579 FIDELITY 500 INDEX-INST PRM	2018-02-26	2019-02-19	$138,939	$139,785	-$846	-$846
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003	2014-07-18	2019-02-19	$174	$196	-$22	-$22
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003	2014-12-03	2019-02-19	$438	$483	-$45	-$45
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002		2019-02-19	$228	$244	-$16	-$16
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005	2013-11-13	2019-02-19	$1,774	$1,925	-$151	-$151
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007	2010-09-22	2019-02-19	$80	$86	-$6	-$6
. FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010	2015-05-21	2019-02-20	$778	$808	-$30	-$30
. GNMA II	1999-01-20	2019-02-20	$65	$64	$1	$1
. GNMA 2 POOL #002699C 6.000% 1/20/29	1999-02-04	2019-02-20	$28	$28
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004	2017-04-28	2019-02-20	$343	$378	-$35	-$35
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004		2019-02-20	$598	$660	-$62	-$62
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004		2019-02-20	$157	$171	-$14	-$14
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005	2016-07-06	2019-02-20	$259	$288	-$29	-$29
90000. US TREAS 1.875% 04/30/22	2017-09-26	2019-02-20	$88,372	$90,177	-$1,805	-$1,805
300. ASTRAZENECA PLC SPONS ADR	2017-11-01	2019-02-21	$12,049	$10,433	$1,616	$1,616
50000. FREDDIE MAC	1960-11-11	2019-02-21
135. HONDA MTR LTD SPONS ADR	2017-11-01	2019-02-21	$3,742	$4,276	-$534	-$534
. FNMA REMIC 92-188-PZ 7.500% 10/25/22	2002-02-12	2019-02-25	$68	$71	-$3	-$3
. FNMA 254229 6.5% 02/01/22	2014-01-17	2019-02-25	$300	$331	-$31	-$31
. FEDERAL NATL MTG ASSN GTD MTG PASS	1998-08-14	2019-02-25	$4	$4
. FNMA 444540 6% 11/01/23	2014-02-10	2019-02-25	$212	$236	-$24	-$24
. FNMA AL4181 5% 09/01/25	2013-11-26	2019-02-25	$201	$214	-$13	-$13
. FNMA AN2454 2.04% 01/01/23	2017-07-06	2019-02-25	$94	$94
. FNMA AN3047 2.37% 10/01/26	2017-05-12	2019-02-25	$76	$76
. FNMA AS9980 4% 06/01/44	2017-08-17	2019-02-25	$102	$109	-$7	-$7
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001	2014-07-11	2019-02-25	$326	$362	-$36	-$36
. FEDERAL NATL MTG ASSN GTD REMIC PASS	2002-09-17	2019-02-25	$49	$52	-$3	-$3
. FANNIE MAE	2015-04-20	2019-02-25	$111	$121	-$10	-$10
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2015-07-01	2019-02-25	$290	$316	-$26	-$26
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003	2010-09-21	2019-02-25	$212	$231	-$19	-$19
. FNMA REMIC TRUST	2003-11-25	2019-02-25	$109	$106	$3	$3
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003		2019-02-25	$534	$608	-$74	-$74
. FANNIE MAE	2014-07-11	2019-02-25	$799	$883	-$84	-$84
. FNMA REMIC TRUST	2004-06-08	2019-02-25	$100	$98	$2	$2
. FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004	2010-08-26	2019-02-25	$4,766	$4,963	-$197	-$197
. FANNIE MAE		2019-02-25	$335	$361	-$26	-$26
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007	2010-07-27	2019-02-25	$59	$64	-$5	-$5
. FEDERAL NATL MTG ASSN GTD MTG PASS	2004-01-13	2019-02-25	$83	$85	-$2	-$2
. FANNIE MAE	2004-01-08	2019-02-25	$8	$8
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-02-25	$142	$145	-$3	-$3
. MASTR ALTERNATIVE LN TR 2004-8 MTG	2006-01-09	2019-02-25	$117	$118	-$1	-$1
270. MULTI-COLOR CORP	2017-11-01	2019-02-25	$13,410	$22,178	-$8,768	-$8,768
. WELLS FARGO MTG BACKED SECS 2004-EE	2005-01-12	2019-02-25	$31	$31
105. MULTI-COLOR CORP	2017-11-01	2019-02-26	$5,210	$8,625	-$3,415	-$3,415
2000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035	2017-10-30	2019-02-26	$2,120	$2,257	-$137	-$137
7000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035	2017-10-30	2019-02-27	$7,411	$7,900	-$489	-$489
2000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035	2017-10-30	2019-02-27	$2,118	$2,257	-$139	-$139
25. MASIMO CORPORATION	2017-11-01	2019-03-05	$3,325	$2,246	$1,079	$1,079
5000. MATTEL INC 2.350% 08/15/2021 DTD 08/05/2016	2017-10-10	2019-03-05	$4,688	$4,876	-$188	-$188
50. OMNICELL INC	2017-11-01	2019-03-05	$4,237	$2,442	$1,795	$1,795
10000. UNITED RENTALS INC 4.625% 07/15/2023 DTD 03/26/2015	2017-10-31	2019-03-05	$10,200	$10,360	-$160	-$160
30. PC CONNECTION INC	2017-11-01	2019-03-06	$1,198	$815	$383	$383
14000. UNITED RENTALS INC 4.625% 07/15/2023 DTD 03/26/2015	2017-10-31	2019-03-06	$14,280	$14,504	-$224	-$224
51. PC CONNECTION INC	2017-11-01	2019-03-08	$1,938	$1,386	$552	$552
3000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035	2017-10-30	2019-03-08	$3,105	$3,385	-$280	-$280
. COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01/20	2014-02-12	2019-03-12	$1,222	$1,196	$26	$26
8000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024	2017-10-30	2019-03-12	$8,600	$8,553	$47	$47
13000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035	2017-10-30	2019-03-12	$13,439	$14,669	-$1,230	-$1,230
3000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035	2017-10-30	2019-03-14	$3,098	$3,385	-$287	-$287
5000. ANADARKO PETE CORP 8.700% 3/15/19	2009-06-17	2019-03-15	$5,000	$5,537	-$537	-$537
15000. ATMOS ENERGY CORP 8.500% 3/15/19	2012-02-14	2019-03-15	$15,000	$19,978	-$4,978	-$4,978
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD	2016-07-26	2019-03-15	$2,654	$2,660	-$6	-$6
. FHLMC GOLD G18175 5.5% 04/01/22	2014-02-07	2019-03-15	$304	$328	-$24	-$24
. FREDDIE MAC		2019-03-15	$246	$250	-$4	-$4
. FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010	2015-05-21	2019-03-15	$875	$909	-$34	-$34
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011	2017-12-01	2019-03-15	$643	$678	-$35	-$35
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-03-15	$1,228	$1,320	-$92	-$92
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011	2012-01-19	2019-03-15	$1,731	$1,835	-$104	-$104
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003	2014-07-11	2019-03-15	$72	$79	-$7	-$7
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003	2014-12-17	2019-03-15	$113	$129	-$16	-$16
. FEDERAL HOME LN MTG CORP MULTICLASS	2010-07-14	2019-03-15	$397	$409	-$12	-$12
. FHLMC REMIC	2004-01-08	2019-03-15	$114	$112	$2	$2
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004	2010-07-13	2019-03-15	$100	$106	-$6	-$6
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005	2015-12-09	2019-03-15	$360	$406	-$46	-$46
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005	2012-02-28	2019-03-15	$172	$194	-$22	-$22
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005	2012-10-10	2019-03-15	$458	$532	-$74	-$74
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006	2012-10-11	2019-03-15	$241	$272	-$31	-$31
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006	2011-01-19	2019-03-15	$165	$178	-$13	-$13
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007	2011-10-14	2019-03-15	$595	$656	-$61	-$61
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007		2019-03-15	$50	$55	-$5	-$5
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007	2011-01-18	2019-03-15	$30	$32	-$2	-$2
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009	2010-09-16	2019-03-15	$15	$16	-$1	-$1
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009		2019-03-15	$356	$383	-$27	-$27
55000. FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020	2015-08-26	2019-03-15	$1,228	$1,224	$4	$4
. GNMA GTD PASS THRU CTF	1999-09-14	2019-03-15	$6	$6
. GNMA GTD PASS THRU CTF	2000-12-06	2019-03-15	$61	$60	$1	$1
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020	2018-09-18	2019-03-15	$1,917	$1,907	$10	$10
20000. NEVADA POWER CO		2019-03-15	$20,000	$22,509	-$2,509	-$2,509
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021	2015-11-09	2019-03-15	$1,692	$1,695	-$3	-$3
3000. TELECOM ITALIA CAPITAL 7.721% JUN 4 2038		2019-03-15	$3,075	$3,883	-$808	-$808
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003	2014-07-18	2019-03-18	$289	$325	-$36	-$36
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003	2014-12-03	2019-03-18	$420	$464	-$44	-$44
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002		2019-03-18	$195	$209	-$14	-$14
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005	2013-11-13	2019-03-18	$1,927	$2,091	-$164	-$164
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007	2010-09-22	2019-03-18	$103	$112	-$9	-$9
6000. TELECOM ITALIA CAPITAL 7.721% JUN 4 2038		2019-03-18	$6,150	$7,742	-$1,592	-$1,592
5000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035	2017-10-30	2019-03-19	$5,163	$5,641	-$478	-$478
3000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035	2017-10-30	2019-03-19	$3,098	$3,385	-$287	-$287
2000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035	2017-10-30	2019-03-19	$2,065	$2,257	-$192	-$192
7000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035	2017-10-30	2019-03-19	$7,228	$7,898	-$670	-$670
3000. TELECOM ITALIA CAPITAL 7.721% JUN 4 2038		2019-03-19	$3,075	$3,841	-$766	-$766
. GNMA II	1999-01-20	2019-03-20	$105	$103	$2	$2
. GNMA 2 POOL #002699C 6.000% 1/20/29	1999-02-04	2019-03-20	$43	$42	$1	$1
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004	2017-04-28	2019-03-20	$294	$324	-$30	-$30
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004		2019-03-20	$523	$577	-$54	-$54
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004		2019-03-20	$267	$290	-$23	-$23
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005	2016-07-06	2019-03-20	$229	$255	-$26	-$26
7000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035	2017-10-30	2019-03-20	$7,228	$7,898	-$670	-$670
3000. REGIONS FINANCIAL CORP 3.200% 02/08/2021 DTD 02/08/2016	2017-08-07	2019-03-21	$3,020	$3,081	-$61	-$61
. FNMA REMIC 92-188-PZ 7.500% 10/25/22	2002-02-12	2019-03-25	$78	$82	-$4	-$4
. FNMA 254229 6.5% 02/01/22	2014-01-17	2019-03-25	$283	$312	-$29	-$29
. FEDERAL NATL MTG ASSN GTD MTG PASS	1998-08-14	2019-03-25	$4	$4
. FNMA 444540 6% 11/01/23	2014-02-10	2019-03-25	$214	$238	-$24	-$24
. FNMA AL4181 5% 09/01/25	2013-11-26	2019-03-25	$178	$189	-$11	-$11
. FNMA AN3047 2.37% 10/01/26	2017-05-12	2019-03-25	$91	$91
. FNMA AS9980 4% 06/01/44	2017-08-17	2019-03-25	$105	$112	-$7	-$7
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001	2014-07-11	2019-03-25	$302	$335	-$33	-$33
. FEDERAL NATL MTG ASSN GTD REMIC PASS	2002-09-17	2019-03-25	$61	$64	-$3	-$3
. FANNIE MAE	2015-04-20	2019-03-25	$112	$123	-$11	-$11
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2015-07-01	2019-03-25		$97	-$97	-$97
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2019-02-27	2019-03-25	$299	$219	$80	$80
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003	2010-09-21	2019-03-25	$241	$262	-$21	-$21
. FNMA REMIC TRUST	2003-11-25	2019-03-25	$103	$101	$2	$2
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003		2019-03-25	$530	$604	-$74	-$74
. FANNIE MAE	2014-07-11	2019-03-25	$255	$282	-$27	-$27
. FNMA REMIC TRUST	2004-06-08	2019-03-25	$98	$96	$2	$2
. FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004	2010-08-26	2019-03-25	$3,863	$4,022	-$159	-$159
. FANNIE MAE		2019-03-25	$328	$353	-$25	-$25
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007	2010-07-27	2019-03-25	$53	$57	-$4	-$4
. FEDERAL NATL MTG ASSN GTD MTG PASS	2004-01-13	2019-03-25	$37	$38	-$1	-$1
. FANNIE MAE	2004-01-08	2019-03-25	$8	$8
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-03-25	$251	$256	-$5	-$5
. MASTR ALTERNATIVE LN TR 2004-8 MTG	2006-01-09	2019-03-25	$27	$28	-$1	-$1
5000. REGIONS FINANCIAL CORP 3.200% 02/08/2021 DTD 02/08/2016	2017-08-07	2019-03-25	$5,046	$5,135	-$89	-$89
2000. REGIONS FINANCIAL CORP 3.200% 02/08/2021 DTD 02/08/2016	2017-08-07	2019-03-25	$2,018	$2,054	-$36	-$36
. WELLS FARGO MTG BACKED SECS 2004-EE	2005-01-12	2019-03-25	$46	$46
. FNMA AN2454 2.04% 01/01/23	2017-07-06	2019-03-26	$67,210	$67,210
15000. AT&T INC 5.000% 03/01/2021 DTD 03/17/2016	2016-03-22	2019-03-27	$15,682	$16,771	-$1,089	-$1,089
70000. FNMA AN2454 2.04% 01/01/23	1960-11-11	2019-03-28
27000. ENERGY TRANSFER OPER LP BD FIXED 5.875% 15/JAN/2024 USD 5.875%	2017-10-30	2019-04-02	$29,430	$29,231	$199	$199
3033. ISHARES MSCI JAPAN ETF	2019-01-09	2019-04-04	$167,608	$161,212	$6,396	$6,396
10037. ISHARES MSCI JAPAN ETF		2019-04-04	$554,659	$598,886	-$44,227	-$44,227
4419. VANGUARD MID-CAP VIPERS	2018-10-16	2019-04-11	$727,100	$689,152	$37,948	$37,948
. COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01/20	2014-02-12	2019-04-15	$29	$29
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD	2016-07-26	2019-04-15	$2,870	$2,876	-$6	-$6
. FHLMC GOLD G18175 5.5% 04/01/22	2014-02-07	2019-04-15	$285	$308	-$23	-$23
. FREDDIE MAC		2019-04-15	$80	$81	-$1	-$1
. FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010	2015-05-21	2019-04-15	$887	$922	-$35	-$35
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011	2017-12-01	2019-04-15	$474	$500	-$26	-$26
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-04-15	$787	$846	-$59	-$59
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011	2012-01-19	2019-04-15	$2,446	$2,593	-$147	-$147
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003	2014-07-11	2019-04-15	$104	$114	-$10	-$10
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003	2014-12-17	2019-04-15	$179	$204	-$25	-$25
. FEDERAL HOME LN MTG CORP MULTICLASS	2010-07-14	2019-04-15	$157	$161	-$4	-$4
. FHLMC REMIC	2004-01-08	2019-04-15	$80	$78	$2	$2
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004	2010-07-13	2019-04-15	$135	$143	-$8	-$8
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005	2015-12-09	2019-04-15	$322	$364	-$42	-$42
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005	2012-02-28	2019-04-15	$221	$250	-$29	-$29
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005	2012-10-10	2019-04-15	$538	$625	-$87	-$87
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006	2012-10-11	2019-04-15	$281	$317	-$36	-$36
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006	2011-01-19	2019-04-15	$206	$223	-$17	-$17
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007	2011-10-14	2019-04-15	$34	$37	-$3	-$3
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007		2019-04-15	$59	$65	-$6	-$6
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007	2011-01-18	2019-04-15	$153	$161	-$8	-$8
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009	2010-09-16	2019-04-15	$16	$17	-$1	-$1
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009		2019-04-15	$387	$416	-$29	-$29
. GNMA GTD PASS THRU CTF	1999-09-14	2019-04-15	$6	$6
. GNMA GTD PASS THRU CTF	2000-12-06	2019-04-15	$36	$36
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020	2018-09-18	2019-04-15	$1,983	$1,974	$9	$9
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021	2015-11-09	2019-04-15	$1,666	$1,669	-$3	-$3
151. ALCON INC	2017-11-01	2019-04-15	$8,322	$7,704	$618	$618
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003	2014-07-18	2019-04-16	$182	$204	-$22	-$22
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003	2014-12-03	2019-04-16	$200	$221	-$21	-$21
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002		2019-04-16	$236	$253	-$17	-$17
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005	2013-11-13	2019-04-16	$2,145	$2,327	-$182	-$182
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007	2010-09-22	2019-04-16	$96	$104	-$8	-$8
. WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL	2017-03-07	2019-04-16	$1,603	$1,603
3000. FORTIS INC 3.055% 10/04/2026 DTD 06/28/2017		2019-04-18	$2,896	$2,907	-$11	-$11
75. MASIMO CORPORATION	2017-11-01	2019-04-18	$9,008	$6,738	$2,270	$2,270
50. NEXSTAR MEDIA GROUP INC-CL A		2019-04-18	$5,804	$3,442	$2,362	$2,362
. GNMA II	1999-01-20	2019-04-22	$72	$70	$2	$2
. GNMA 2 POOL #002699C 6.000% 1/20/29	1999-02-04	2019-04-22	$27	$26	$1	$1
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004	2017-04-28	2019-04-22	$381	$420	-$39	-$39
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004		2019-04-22	$720	$795	-$75	-$75
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004		2019-04-22	$308	$335	-$27	-$27
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005	2016-07-06	2019-04-22	$525	$583	-$58	-$58
15000. AMERICAN AXLE & MFG INC 6.625% OCT 15 2022	2017-10-30	2019-04-25	$15,338	$15,392	-$54	-$54
4000. ENERGY TRANSFER OPERATNG 3.6% 02/01/2023 DTD 01/22/2013	2015-02-05	2019-04-25	$4,023	$3,964	$59	$59
5000. ENERGY TRANSFER OPERATNG 3.6% 02/01/2023 DTD 01/22/2013	2018-11-05	2019-04-25	$5,028	$4,884	$144	$144
. FNMA REMIC 92-188-PZ 7.500% 10/25/22	2002-02-12	2019-04-25	$81	$85	-$4	-$4
. FNMA 254229 6.5% 02/01/22	2014-01-17	2019-04-25	$284	$313	-$29	-$29
. FEDERAL NATL MTG ASSN GTD MTG PASS	1998-08-14	2019-04-25	$4	$4
. FNMA 444540 6% 11/01/23	2014-02-10	2019-04-25	$3,109	$3,459	-$350	-$350
. FNMA AL4181 5% 09/01/25	2013-11-26	2019-04-25	$195	$208	-$13	-$13
. FNMA AN3047 2.37% 10/01/26	2017-05-12	2019-04-25	$77	$77
. FNMA AS9980 4% 06/01/44	2017-08-17	2019-04-25	$476	$506	-$30	-$30
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001	2014-07-11	2019-04-25	$265	$294	-$29	-$29
. FEDERAL NATL MTG ASSN GTD REMIC PASS	2002-09-17	2019-04-25	$59	$62	-$3	-$3
. FANNIE MAE	2015-04-20	2019-04-25	$74	$81	-$7	-$7
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2015-07-01	2019-04-25		$255	-$255	-$255
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2019-02-27	2019-04-25	$780	$576	$204	$204
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003	2010-09-21	2019-04-25	$330	$360	-$30	-$30
. FNMA REMIC TRUST	2003-11-25	2019-04-25	$112	$109	$3	$3
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003		2019-04-25	$371	$423	-$52	-$52
. FANNIE MAE	2014-07-11	2019-04-25	$263	$291	-$28	-$28
. FNMA REMIC TRUST	2004-06-08	2019-04-25	$106	$104	$2	$2
. FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004	2010-08-26	2019-04-25	$5,903	$6,147	-$244	-$244
. FANNIE MAE		2019-04-25	$321	$345	-$24	-$24
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007	2010-07-27	2019-04-25	$22	$23	-$1	-$1
. FEDERAL NATL MTG ASSN GTD MTG PASS	2004-01-13	2019-04-25	$86	$88	-$2	-$2
. FANNIE MAE	2004-01-08	2019-04-25	$8	$8
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-04-25	$167	$170	-$3	-$3
. MASTR ALTERNATIVE LN TR 2004-8 MTG	2006-01-09	2019-04-25	$33	$34	-$1	-$1
. WELLS FARGO MTG BACKED SECS 2004-EE	2005-01-12	2019-04-25	$47	$47
. FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010	2017-12-08	2019-04-26	$535	$553	-$18	-$18
535.421 FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010	1960-11-11	2019-04-30
10000. CARDINAL HEALTH INC 3.079% 06/15/2024 DTD 06/12/2017	2017-06-01	2019-05-03	$9,768	$10,000	-$232	-$232
11728. ISHARES MSCI JAPAN ETF		2019-05-07	$636,913	$620,280	$16,633	$16,633
1443. ISHARES MSCI JAPAN ETF	2018-12-17	2019-05-07	$78,443	$76,216	$2,227	$2,227
90. SINGAPORE TELECOMM LTD SPONS ADR NEW	2017-11-01	2019-05-07	$2,062	$2,488	-$426	-$426
445. ASE TECHNOLOGY HOLDING CO LTD-ADR	2017-11-01	2019-05-08	$1,968	$2,193	-$225	-$225
27000. SPRINGLEAF FINANCE CORP 6.125% 05/15/2022 DTD 05/15/2017	2017-11-27	2019-05-08	$28,418	$27,837	$581	$581
17000. UNITED CONTINENTAL HLDGS 5.000% 02/01/2024 DTD 01/26/2017	2017-10-30	2019-05-08	$17,340	$17,231	$109	$109
55. SINGAPORE TELECOMM LTD SPONS ADR NEW	2017-11-01	2019-05-09	$1,259	$1,520	-$261	-$261
3000. UNITED CONTINENTAL HLDGS 5.000% 02/01/2024 DTD 01/26/2017	2019-01-24	2019-05-09	$3,045	$2,993	$52	$52
2000. UNITED CONTINENTAL HLDGS 5.000% 02/01/2024 DTD 01/26/2017	2017-10-30	2019-05-09	$2,030	$2,027	$3	$3
75. ASE TECHNOLOGY HOLDING CO LTD-ADR	2017-11-01	2019-05-10	$324	$370	-$46	-$46
55. SINGAPORE TELECOMM LTD SPONS ADR NEW	2017-11-01	2019-05-10	$1,271	$1,520	-$249	-$249
60. ASE TECHNOLOGY HOLDING CO LTD-ADR	2017-11-01	2019-05-13	$251	$296	-$45	-$45
215. SINGAPORE TELECOMM LTD SPONS ADR NEW	2017-11-01	2019-05-13	$4,923	$5,943	-$1,020	-$1,020
510. VODAFONE GROUP PLC-SP ADR	2017-11-01	2019-05-13	$8,857	$15,045	-$6,188	-$6,188
40. ASE TECHNOLOGY HOLDING CO LTD-ADR	2017-11-01	2019-05-14	$168	$197	-$29	-$29
190. SINGAPORE TELECOMM LTD SPONS ADR NEW	2017-11-01	2019-05-14	$4,343	$5,252	-$909	-$909
10000. CANADIAN PACIFIC RR CO NOTES 7 1/4% MAY 15 2019	2014-11-24	2019-05-15	$10,000	$12,056	-$2,056	-$2,056
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD	2016-07-26	2019-05-15	$2,559	$2,565	-$6	-$6
15000. ENCANA CORP	2009-09-23	2019-05-15	$15,000	$16,532	-$1,532	-$1,532
. FHLMC GOLD G18175 5.5% 04/01/22	2014-02-07	2019-05-15	$254	$274	-$20	-$20
. FREDDIE MAC		2019-05-15	$46	$47	-$1	-$1
. FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010	2015-05-21	2019-05-15	$950	$987	-$37	-$37
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011	2017-12-01	2019-05-15	$397	$419	-$22	-$22
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-05-15	$631	$679	-$48	-$48
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011	2012-01-19	2019-05-15	$1,560	$1,654	-$94	-$94
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003	2014-07-11	2019-05-15	$103	$113	-$10	-$10
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003	2014-12-17	2019-05-15	$507	$577	-$70	-$70
. FEDERAL HOME LN MTG CORP MULTICLASS	2010-07-14	2019-05-15	$146	$151	-$5	-$5
. FHLMC REMIC	2004-01-08	2019-05-15	$74	$73	$1	$1
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004	2010-07-13	2019-05-15	$127	$135	-$8	-$8
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005	2015-12-09	2019-05-15	$364	$411	-$47	-$47
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005	2012-02-28	2019-05-15	$329	$372	-$43	-$43
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005	2012-10-10	2019-05-15	$483	$561	-$78	-$78
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006	2012-10-11	2019-05-15	$138	$155	-$17	-$17
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006	2011-01-19	2019-05-15	$254	$275	-$21	-$21
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007	2011-10-14	2019-05-15	$638	$703	-$65	-$65
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007		2019-05-15		$27	-$27	-$27
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007	2019-05-02	2019-05-15	$84	$64	$20	$20
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007	2011-01-18	2019-05-15	$18	$19	-$1	-$1
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009	2010-09-16	2019-05-15	$16	$17	-$1	-$1
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009		2019-05-15	$380	$409	-$29	-$29
7217.154 FIDELITY 500 INDEX-INST PRM	2018-02-26	2019-05-15	$716,303	$703,239	$13,064	$13,064
. GNMA GTD PASS THRU CTF	1999-09-14	2019-05-15	$6	$6
. GNMA GTD PASS THRU CTF	2000-12-06	2019-05-15	$58	$57	$1	$1
36110.097 OAKMARK INTERNATIONAL-INST	2017-08-18	2019-05-15	$812,838	$990,139	-$177,301	-$177,301
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020	2018-09-18	2019-05-15	$1,803	$1,793	$10	$10
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021	2015-11-09	2019-05-15	$1,478	$1,481	-$3	-$3
. WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL	2017-03-07	2019-05-15	$2,522	$2,522
45. EMERGENT BIOSOLUTIONS INC		2019-05-16	$2,073	$2,317	-$244	-$244
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003	2014-07-18	2019-05-16	$167	$188	-$21	-$21
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003	2014-12-03	2019-05-16	$113	$124	-$11	-$11
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002		2019-05-16	$224	$240	-$16	-$16
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005	2013-11-13	2019-05-16	$1,500	$1,628	-$128	-$128
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007	2010-09-22	2019-05-16	$105	$114	-$9	-$9
15. LYDALL INC		2019-05-16	$305	$668	-$363	-$363
39. EMERGENT BIOSOLUTIONS INC	2018-06-25	2019-05-17	$1,755	$1,984	-$229	-$229
16. LYDALL INC		2019-05-17	$321	$712	-$391	-$391
66. EMERGENT BIOSOLUTIONS INC	2018-06-25	2019-05-20	$2,880	$3,358	-$478	-$478
. GNMA II	1999-01-20	2019-05-20	$105	$103	$2	$2
. GNMA 2 POOL #002699C 6.000% 1/20/29	1999-02-04	2019-05-20	$33	$32	$1	$1
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004	2017-04-28	2019-05-20	$423	$466	-$43	-$43
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004		2019-05-20	$658	$726	-$68	-$68
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004		2019-05-20	$272	$295	-$23	-$23
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005	2016-07-06	2019-05-20	$290	$322	-$32	-$32
64. LYDALL INC		2019-05-20	$1,268	$2,829	-$1,561	-$1,561
41. LYDALL INC	2018-06-27	2019-05-21	$827	$1,788	-$961	-$961
6. LYDALL INC	2018-06-27	2019-05-22	$120	$262	-$142	-$142
21. LYDALL INC		2019-05-23	$393	$916	-$523	-$523
180. VODAFONE GROUP PLC-SP ADR	2017-11-01	2019-05-23	$2,794	$5,310	-$2,516	-$2,516
25. LYDALL INC	2018-06-28	2019-05-24	$462	$1,090	-$628	-$628
155. VODAFONE GROUP PLC-SP ADR	2018-11-29	2019-05-24	$2,468	$3,310	-$842	-$842
200. VODAFONE GROUP PLC-SP ADR	2017-11-01	2019-05-24	$3,185	$5,900	-$2,715	-$2,715
. FNMA REMIC 92-188-PZ 7.500% 10/25/22	2002-02-12	2019-05-28	$96	$101	-$5	-$5
. FNMA 254229 6.5% 02/01/22	2014-01-17	2019-05-28	$442	$487	-$45	-$45
. FEDERAL NATL MTG ASSN GTD MTG PASS	1998-08-14	2019-05-28	$4	$4
. FNMA 444540 6% 11/01/23	2014-02-10	2019-05-28	$137	$152	-$15	-$15
. FNMA AL4181 5% 09/01/25	2013-11-26	2019-05-28	$186	$198	-$12	-$12
. FNMA AN3047 2.37% 10/01/26	2017-05-12	2019-05-28	$82	$82
. FNMA AS9980 4% 06/01/44	2017-08-17	2019-05-28	$562	$597	-$35	-$35
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001	2014-07-11	2019-05-28	$265	$294	-$29	-$29
. FEDERAL NATL MTG ASSN GTD REMIC PASS	2002-09-17	2019-05-28	$59	$62	-$3	-$3
. FANNIE MAE	2015-04-20	2019-05-28	$198	$216	-$18	-$18
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2019-02-27	2019-05-28	$932	$689	$243	$243
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2015-07-01	2019-05-28		$305	-$305	-$305
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003	2010-09-21	2019-05-28	$249	$271	-$22	-$22
. FNMA REMIC TRUST	2003-11-25	2019-05-28	$105	$102	$3	$3
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003		2019-05-28	$1,184	$1,350	-$166	-$166
. FANNIE MAE	2014-07-11	2019-05-28	$198	$219	-$21	-$21
. FNMA REMIC TRUST	2004-06-08	2019-05-28	$107	$105	$2	$2
. FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004	2010-08-26	2019-05-28	$4,196	$4,369	-$173	-$173
. FANNIE MAE		2019-05-28	$284	$306	-$22	-$22
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007	2010-07-27	2019-05-28	$129	$140	-$11	-$11
. FEDERAL NATL MTG ASSN GTD MTG PASS	2004-01-13	2019-05-28	$77	$78	-$1	-$1
. FANNIE MAE	2004-01-08	2019-05-28	$8	$8
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-05-28	$253	$258	-$5	-$5
. MASTR ALTERNATIVE LN TR 2004-8 MTG	2006-01-09	2019-05-28	$18	$18
350. VODAFONE GROUP PLC-SP ADR		2019-05-28	$5,599	$7,266	-$1,667	-$1,667
. WELLS FARGO MTG BACKED SECS 2004-EE	2005-01-12	2019-05-28	$36	$35	$1	$1
205. VODAFONE GROUP PLC-SP ADR	2018-11-20	2019-05-29	$3,336	$4,021	-$685	-$685
145. SMITHS GROUP PLC- SPON ADR	2017-11-01	2019-05-30	$2,646	$3,065	-$419	-$419
5. ABB LTD SPONSORED ADR	2017-11-01	2019-05-31	$91	$132	-$41	-$41
30. CHINA PETE & CHEM SPONS ADR REPSTG H	2018-01-30	2019-05-31	$1,979	$2,648	-$669	-$669
136.65 FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010	2017-12-08	2019-05-31	$137	$141	-$4	-$4
275. MMC NORILSK NICKEL PJSC SPONSORED ADR	2017-11-01	2019-05-31	$5,721	$5,319	$402	$402
50. NOVARTIS AG SPONS ADR	2019-04-15	2019-05-31	$4,277	$4,049	$228	$228
180. SMITHS GROUP PLC- SPON ADR	2017-11-01	2019-05-31	$3,240	$3,805	-$565	-$565
150. VERMILION ENERGY INC	2017-11-01	2019-05-31	$3,138	$5,279	-$2,141	-$2,141
. AMERICAN INTL GROUP INC	1901-01-01	2019-06-03	$207		$207	$207
15000. EOG RESOURCES INC	2009-06-04	2019-06-03	$15,000	$15,308	-$308	-$308
. PFIZER INC	1901-01-01	2019-06-03	$337		$337	$337
110. SMITHS GROUP PLC- SPON ADR	2017-11-01	2019-06-03	$1,993	$2,325	-$332	-$332
33. LYDALL INC		2019-06-04	$652	$1,437	-$785	-$785
21000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012	2017-10-30	2019-06-04	$22,333	$22,673	-$340	-$340
105. SMITHS GROUP PLC- SPON ADR	2017-11-01	2019-06-04	$1,935	$2,220	-$285	-$285
45. LYDALL INC		2019-06-05	$873	$1,951	-$1,078	-$1,078
5000. MPLX LP SR NTS 4.5% 07/15/2023 DTD	2017-09-14	2019-06-05	$5,262	$5,319	-$57	-$57
2000. CNA FINANCIAL CORP 5 7/8% AUG 15 2020	2010-08-05	2019-06-06	$2,079	$1,994	$85	$85
72. LYDALL INC		2019-06-06	$1,377	$3,073	-$1,696	-$1,696
105. SMITHS GROUP PLC- SPON ADR	2017-11-01	2019-06-06	$1,957	$2,220	-$263	-$263
86. LYDALL INC		2019-06-07	$1,682	$3,565	-$1,883	-$1,883
145. SMITHS GROUP PLC- SPON ADR	2017-11-01	2019-06-07	$2,739	$3,065	-$326	-$326
29. LYDALL INC		2019-06-10	$582	$1,149	-$567	-$567
145. SMITHS GROUP PLC- SPON ADR	2017-11-01	2019-06-10	$2,740	$3,065	-$325	-$325
145. SMITHS GROUP PLC- SPON ADR	2017-11-01	2019-06-11	$2,764	$3,065	-$301	-$301
5000. BOSTON PROPERTIES LP 3.800% 02/01/2024 DTD 06/27/2013	2016-10-18	2019-06-12	$5,204	$5,310	-$106	-$106
145. SMITHS GROUP PLC- SPON ADR	2017-11-01	2019-06-12	$2,760	$3,065	-$305	-$305
285. HONDA MTR LTD SPONS ADR	2017-11-01	2019-06-13	$7,289	$9,026	-$1,737	-$1,737
145. SMITHS GROUP PLC- SPON ADR	2017-11-01	2019-06-13	$2,765	$3,065	-$300	-$300
230. DAVE & BUSTER'S ENTERTAINMEN	2017-11-01	2019-06-14	$9,223	$10,977	-$1,754	-$1,754
140. SMITHS GROUP PLC- SPON ADR	2017-11-01	2019-06-14	$2,614	$2,960	-$346	-$346
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD	2016-07-26	2019-06-17	$2,614	$2,620	-$6	-$6
70. DAVE & BUSTER'S ENTERTAINMEN	2017-11-01	2019-06-17	$2,798	$3,341	-$543	-$543
. FHLMC GOLD G18175 5.5% 04/01/22	2014-02-07	2019-06-17	$254	$275	-$21	-$21
. FREDDIE MAC		2019-06-17	$91	$92	-$1	-$1
. FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010	2015-05-21	2019-06-17	$1,044	$1,085	-$41	-$41
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011	2017-12-01	2019-06-17	$499	$526	-$27	-$27
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-06-17	$1,063	$1,142	-$79	-$79
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011	2012-01-19	2019-06-17	$2,001	$2,121	-$120	-$120
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003	2014-07-11	2019-06-17	$257	$283	-$26	-$26
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003	2014-12-17	2019-06-17	$236	$269	-$33	-$33
. FEDERAL HOME LN MTG CORP MULTICLASS	2010-07-14	2019-06-17	$117	$121	-$4	-$4
. FHLMC REMIC	2004-01-08	2019-06-17	$73	$71	$2	$2
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004	2010-07-13	2019-06-17	$126	$134	-$8	-$8
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005	2015-12-09	2019-06-17	$710	$802	-$92	-$92
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005	2012-02-28	2019-06-17	$170	$192	-$22	-$22
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005	2012-10-10	2019-06-17	$552	$641	-$89	-$89
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006	2012-10-11	2019-06-17	$107	$121	-$14	-$14
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006	2011-01-19	2019-06-17	$311	$338	-$27	-$27
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007	2011-10-14	2019-06-17	$318	$350	-$32	-$32
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007	2019-05-02	2019-06-17	$178	$135	$43	$43
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007		2019-06-17		$58	-$58	-$58
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007	2011-01-18	2019-06-17	$12	$12
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009	2010-09-16	2019-06-17	$16	$17	-$1	-$1
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009		2019-06-17	$506	$545	-$39	-$39
. GNMA GTD PASS THRU CTF	1999-09-14	2019-06-17	$6	$6
. GNMA GTD PASS THRU CTF	2000-12-06	2019-06-17	$66	$64	$2	$2
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003	2014-07-18	2019-06-17	$250	$282	-$32	-$32
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003	2014-12-03	2019-06-17	$284	$313	-$29	-$29
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002		2019-06-17	$190	$203	-$13	-$13
. GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005	2015-01-08	2019-06-17	$3	$3
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005	2013-11-13	2019-06-17	$2,267	$2,460	-$193	-$193
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007	2010-09-22	2019-06-17	$124	$134	-$10	-$10
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020	2018-09-18	2019-06-17	$1,757	$1,748	$9	$9
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021	2015-11-09	2019-06-17	$1,481	$1,484	-$3	-$3
14635. SCHWAB U.S. TIPS ETF		2019-06-17	$813,790	$804,766	$9,024	$9,024
70. SMITHS GROUP PLC- SPON ADR	2017-11-01	2019-06-17	$1,301	$1,480	-$179	-$179
. WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL	2017-03-07	2019-06-17	$2,978	$2,978
2000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018	2018-04-10	2019-06-18	$2,149	$1,981	$168	$168
4000. DOW CHEMICAL CO THE 4 1/4% NOV 15 2020	2014-01-07	2019-06-19	$4,111	$4,294	-$183	-$183
. GNMA II	1999-01-20	2019-06-20	$94	$92	$2	$2
. GNMA 2 POOL #002699C 6.000% 1/20/29	1999-02-04	2019-06-20	$26	$26
. GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003	2017-08-08	2019-06-20	$515	$553	-$38	-$38
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004	2017-04-28	2019-06-20	$504	$556	-$52	-$52
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004		2019-06-20	$729	$805	-$76	-$76
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004		2019-06-20	$383	$416	-$33	-$33
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005	2016-07-06	2019-06-20	$367	$408	-$41	-$41
130. ASE TECHNOLOGY HOLDING CO LTD-ADR	2017-11-01	2019-06-21	$505	$641	-$136	-$136
5000. ATHENE HLDG LTD SR NTS 4.125% 01/12/2028 DTD	2018-01-09	2019-06-21	$5,019	$4,992	$27	$27
220. ASE TECHNOLOGY HOLDING CO LTD-ADR	2017-11-01	2019-06-24	$870	$1,084	-$214	-$214
220. ASE TECHNOLOGY HOLDING CO LTD-ADR	2017-11-01	2019-06-25	$847	$1,084	-$237	-$237
3000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018	2018-04-10	2019-06-25	$3,230	$2,971	$259	$259
. FNMA REMIC 92-188-PZ 7.500% 10/25/22	2002-02-12	2019-06-25	$80	$84	-$4	-$4
. FNMA 254229 6.5% 02/01/22	2014-01-17	2019-06-25	$330	$364	-$34	-$34
. FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010	2017-12-08	2019-06-25	$129	$133	-$4	-$4
. FEDERAL NATL MTG ASSN GTD MTG PASS	1998-08-14	2019-06-25	$5	$5
. FNMA 444540 6% 11/01/23	2014-02-10	2019-06-25	$131	$145	-$14	-$14
. FNMA AL4181 5% 09/01/25	2013-11-26	2019-06-25	$157	$167	-$10	-$10
. FNMA AN3047 2.37% 10/01/26	2017-05-12	2019-06-25	$77	$77
. FNMA AS9980 4% 06/01/44	2017-08-17	2019-06-25	$896	$952	-$56	-$56
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001	2014-07-11	2019-06-25	$212	$236	-$24	-$24
. FEDERAL NATL MTG ASSN GTD REMIC PASS	2002-09-17	2019-06-25	$75	$79	-$4	-$4
. FANNIE MAE	2015-04-20	2019-06-25	$126	$138	-$12	-$12
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2019-02-27	2019-06-25	$1,092	$806	$286	$286
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003	2015-07-01	2019-06-25		$357	-$357	-$357
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003	2010-09-21	2019-06-25	$237	$258	-$21	-$21
. FNMA REMIC TRUST	2003-11-25	2019-06-25	$103	$101	$2	$2
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003		2019-06-25	$1,007	$1,148	-$141	-$141
. FANNIE MAE	2014-07-11	2019-06-25	$180	$199	-$19	-$19
. FNMA REMIC TRUST	2019-05-29	2019-06-25	$288	$179	$109	$109
. FNMA REMIC TRUST	2004-06-08	2019-06-25		$114	-$114	-$114
. FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004	2010-08-26	2019-06-25	$4,092	$4,261	-$169	-$169
. FANNIE MAE		2019-06-25	$337	$362	-$25	-$25
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007	2010-07-27	2019-06-25	$53	$58	-$5	-$5
. FEDERAL NATL MTG ASSN GTD MTG PASS	2004-01-13	2019-06-25	$58	$60	-$2	-$2
. FANNIE MAE	2004-01-08	2019-06-25	$73	$75	-$2	-$2
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-06-25	$247	$251	-$4	-$4
. MASTR ALTERNATIVE LN TR 2004-8 MTG	2006-01-09	2019-06-25	$11	$11
50. OMNICELL INC	2017-11-01	2019-06-25	$4,328	$2,442	$1,886	$1,886
. WELLS FARGO MTG BACKED SECS 2004-EE	2005-01-12	2019-06-25	$30	$30
220. ASE TECHNOLOGY HOLDING CO LTD-ADR	2017-11-01	2019-06-26	$844	$1,084	-$240	-$240
220. ASE TECHNOLOGY HOLDING CO LTD-ADR	2017-11-01	2019-06-27	$873	$1,084	-$211	-$211
220. ASE TECHNOLOGY HOLDING CO LTD-ADR	2017-11-01	2019-06-28	$862	$1,084	-$222	-$222
15000. COMMONWEALTH REIT 5 7/8% SEP 15 2020	2010-09-14	2019-06-28	$15,316	$14,678	$638	$638
1. BLACKSTONE REAL ESTATE CMBS OFFSHORE FUND LTD. NEW ISSUES	2017-01-01	2019-06-30	$1,326,107	$1,025,000	$301,107	$301,107
1. AREA EF IV PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A -	2017-01-01	2019-06-30	$66,920	$67,521	-$601	-$601
1. AREA EF IV PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A -	2017-01-01	2019-06-30	$17,021	$333,351	-$316,330	-$316,330
1. CSFR PRIVATE INVESTORS, LLC (COLONY ONSHORE) CLASS A NON SELF DEALI	2017-01-01	2019-06-30	$14,333	$7,000	$7,333	$7,333
1. CSFR PRIVATE INVESTORS, LLC (COLONY ONSHORE) CLASS A NON SELF DEALI	2017-01-01	2019-06-30		$1,000,000	-$1,000,000	-$1,000,000
1. AP VIII (APAX) PRIVATE INVESTORS OFFSHORE LP - CLASS A (NON-SELF	2017-01-01	2019-06-30	$80,430	$233,880	-$153,450	-$153,450
1. AP VIII (APAX) PRIVATE INVESTORS ONSHORE LLC - CLASS A (NON-SELF	2017-01-01	2019-06-30	$464,129	$464,870	-$741	-$741
1. BLACKSTONE REAL ESTATE VII PRIVATE INVESTORS, LP (BREP OFFSHORE) CL	2017-01-01	2019-06-30	$74,149	$6,782	$67,367	$67,367
1. BLACKSTONE REAL ESTATE VII PRIVATE INVESTORS, LP (BREP OFFSHORE) CL	2017-01-01	2019-06-30	$25,223	$835,642	-$810,419	-$810,419
1. GSO PRIVATE INVESTORS OFFSHORE II, LP CLASS A - NON-SELF DEALING	2017-01-01	2019-06-30	$32,801	$33,865	-$1,064	-$1,064
1. GSO PRIVATE INVESTORS OFFSHORE II, LP CLASS A - NON-SELF DEALING	2017-01-01	2019-06-30	$33,533	$324,187	-$290,654	-$290,654
1. SILVER LAKE PARTNERS IV (SLP IV) PRIVATE INVESTORS, L.P. (OFFSHORE	2017-01-01	2019-06-30	$148,415	$150,661	-$2,246	-$2,246
1. SILVER LAKE PARTNERS IV (SLP IV) PRIVATE INVESTORS, L.P. (OFFSHORE	2017-01-01	2019-06-30	$13,873	$204,976	-$191,103	-$191,103
1. OCH-ZIFF OZOFII PRIVATE INVESTORS	2017-01-01	2019-06-30	$2,316,201	$1,211,074	$1,105,127	$1,105,127
1. GSO SPECIAL SITUATIONS OVERSEAS PARTNERSHIP (K-1)	2017-01-01	2019-06-30	$53,379	$63,696	-$10,317	-$10,317
CAPITAL GAIN DIVIDENDS					$696,551		P

Field	Value	IRS element (for citing)
Capital Gain Net Income	-$1,561,980	CapitalGainNetIncomeAmt

Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp

Field	Value	IRS element (for citing)
Liable Section4942 Tax	false	LiableSection4942TaxInd
Adjusted Qlfy Distri Yr1	$3,346,911	AdjustedQlfyDistriYr1Amt
Net Vl Noncharitable Assets Yr1	$78,189,224	NetVlNoncharitableAssetsYr1Amt
Distribution Yr1	0.042805	DistributionYr1Rt
Adjusted Qlfy Distri Yr2	$3,867,192	AdjustedQlfyDistriYr2Amt
Net Vl Noncharitable Assets Yr2	$73,718,762	NetVlNoncharitableAssetsYr2Amt
Distribution Yr2	0.052459	DistributionYr2Rt
Adjusted Qlfy Distri Yr3	$3,935,627	AdjustedQlfyDistriYr3Amt
Net Vl Noncharitable Assets Yr3	$76,385,339	NetVlNoncharitableAssetsYr3Amt
Distribution Yr3	0.051523	DistributionYr3Rt
Adjusted Qlfy Distri Yr4	$3,472,368	AdjustedQlfyDistriYr4Amt
Net Vl Noncharitable Assets Yr4	$81,440,970	NetVlNoncharitableAssetsYr4Amt
Distribution Yr4	0.042637	DistributionYr4Rt
Adjusted Qlfy Distri Yr5	$1,234,891	AdjustedQlfyDistriYr5Amt
Net Vl Noncharitable Assets Yr5	$75,176,918	NetVlNoncharitableAssetsYr5Amt
Distribution Yr5	0.016426	DistributionYr5Rt
Total Distribution	0.20585	TotalDistributionRt
Average Distribution	0.04117	AverageDistributionRt
Net Vl Noncharitable Assets	$76,390,359	NetVlNoncharitableAssetsAmt
Adj Net Vl Noncharitable Assets	$3,144,991	AdjNetVlNoncharitableAssetsAmt
Net Investment Income Pct	$27,435	NetInvestmentIncomePctAmt
Adj Nonchrtbl Net Invst Incm Pct	$3,172,426	AdjNonchrtblNetInvstIncmPctAmt
Qualifying Distributions	$4,007,742	QualifyingDistributionsAmt

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

Field	Value	IRS element (for citing)
Domestic Org Meeting Sect4940e	Yes (X)	DomesticOrgMeetingSect4940eInd
Investment Income Excise Tax	$27,435	InvestmentIncomeExciseTaxAmt
Tax Under Section511	$0	TaxUnderSection511Amt
Subtotal	$27,435	SubtotalAmt
Subtitle A Tax	$0	SubtitleATaxAmt
Tax Based On Investment Income	$27,435	TaxBasedOnInvestmentIncomeAmt
Estimated Plus Ovpmt Incm Tx	$135,356	EstimatedPlusOvpmtIncmTxAmt
Extsn Request Income Tax Paid	$68,000	ExtsnRequestIncomeTaxPaidAmt
Total Payments And Credits	$203,356	TotalPaymentsAndCreditsAmt
Form2220 Attached	Yes (X)	Form2220AttachedInd
Es Penalty	$0	EsPenaltyAmt
Overpayment	$175,921	OverpaymentAmt
Applied To ES Tax	$82,341	AppliedToESTaxAmt
Refund	$93,580	RefundAmt

Statements Regarding Acty StatementsRegardingActyGrp

Field	Value	IRS element (for citing)
Legislative Political Acty	false	LegislativePoliticalActyInd
More Than100 Spent	false	MoreThan100SpentInd
Form1120 POL Filed	false	Form1120POLFiledInd
Activities Not Previously Rpt	false	ActivitiesNotPreviouslyRptInd
Changes To Articles Or Bylaws	false	ChangesToArticlesOrBylawsInd
Unrelated Bus Incm Over Limit	false	UnrelatedBusIncmOverLimitInd
Organization Dissolved Etc	false	OrganizationDissolvedEtcInd
Section508e Rqr Satisfied	Yes (true)	Section508eRqrSatisfiedInd
At Least5000 In Assets	Yes (true)	AtLeast5000InAssetsInd
Org Report Or Register State	TX	OrgReportOrRegisterStateCd
Form990 PF Filed With Atty Gen	Yes (true)	Form990PFFiledWithAttyGenInd
Private Operating Foundation	false	PrivateOperatingFoundationInd
New Substantial Contributors	false	NewSubstantialContributorsInd
Own Controlled Entity	false	OwnControlledEntityInd
Donor Advised Fund	false	DonorAdvisedFundInd
Comply With Public Insp Rqr	Yes (true)	ComplyWithPublicInspRqrInd

Persons With Books Name PersonsWithBooksName

Field	Value	IRS element (for citing)
Business Name Line1	JPMORGAN CHASE BANK NA	BusinessNameLine1Txt

Field	Value	IRS element (for citing)
Phone	8004962583	PhoneNum

Location Of Books US Address LocationOfBooksUSAddress

Field	Value	IRS element (for citing)
Address Line1	10 S DEARBORN ST MC IL 1-0111	AddressLine1Txt
City	CHICAGO	CityNm
State Abbreviation	IL	StateAbbreviationCd
ZIP	60603	ZIPCd

Field	Value	IRS element (for citing)
Foreign Accounts Question	false	ForeignAccountsQuestionInd

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

Field	Value	IRS element (for citing)
Sale Or Exch Disqualified Prsn	false	SaleOrExchDisqualifiedPrsnInd
Brrw Or Lend Disqualified Prsn	false	BrrwOrLendDisqualifiedPrsnInd
Furn Goods Disqualified Prsn	false	FurnGoodsDisqualifiedPrsnInd
Pay Comp Disqualified Prsn	Yes (true)	PayCompDisqualifiedPrsnInd
Transfer Ast Disqualified Prsn	false	TransferAstDisqualifiedPrsnInd
Payment To Government Official	false	PaymentToGovernmentOfficialInd
Acts Fail To Qlfy As Exceptions	false	ActsFailToQlfyAsExceptionsInd
Uncorrected Prior Acts	false	UncorrectedPriorActsInd
Undistributed Income PY	false	UndistributedIncomePYInd
Business Holdings	false	BusinessHoldingsInd
Jeopardy Investments	false	JeopardyInvestmentsInd
Uncorrected PY Jeopardy Invst	false	UncorrectedPYJeopardyInvstInd
Influence Legislation	false	InfluenceLegislationInd
Influence Election	false	InfluenceElectionInd
Grants To Individuals	false	GrantsToIndividualsInd
Grants To Organizations	false	GrantsToOrganizationsInd
Noncharitable Purpose	false	NoncharitablePurposeInd
Rcv Fnds To Pay Prsnl Bnft Cntrct	false	RcvFndsToPayPrsnlBnftCntrctInd
Pay Premiums Prsnl Bnft Cntrct	false	PayPremiumsPrsnlBnftCntrctInd
Prohibited Tax Shelter Trans	false	ProhibitedTaxShelterTransInd
Subj To Tax Rmnrtn Ex Prcht Pymt	false	SubjToTaxRmnrtnExPrchtPymtInd

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp

Business Name BusinessName

Field	Value	IRS element (for citing)
Business Name Line1	JP MORGAN CHASE BANK NA	BusinessNameLine1Txt

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	10 S DEARBORN ST MC IL 1-0111	AddressLine1Txt
City	CHICAGO	CityNm
State Abbreviation	IL	StateAbbreviationCd
ZIP	60603	ZIPCd

Field	Value	IRS element (for citing)
Title	Trustee	TitleTxt
Average Hrs Per Wk Devoted To Pos	2	AverageHrsPerWkDevotedToPosRt
Compensation	$441,426	CompensationAmt

Field	Value	IRS element (for citing)
Comp Of Hghst Pd Empl Or NONE	NONE	CompOfHghstPdEmplOrNONETxt
Other Employee Paid Over50k	0	OtherEmployeePaidOver50kCnt
Comp Of Hghst Pd Cntrct Or NONE	NONE	CompOfHghstPdCntrctOrNONETxt
Contractor Paid Over50k	0	ContractorPaidOver50kCnt

Field	Value	IRS element (for citing)
Summary Of Direct Chrtbl Acty		SummaryOfDirectChrtblActyGrp
Sum Of Program Related Invst		SumOfProgramRelatedInvstGrp

Minimum Investment Return MinimumInvestmentReturnGrp

Field	Value	IRS element (for citing)
Average Monthly FMV Of Sec	$69,621,011	AverageMonthlyFMVOfSecAmt
Average Monthly Cash Balances	$2,635,377	AverageMonthlyCashBalancesAmt
FMV All Other Noncharitable Ast	$5,297,276	FMVAllOtherNoncharitableAstAmt
Total FMV Of Unused Assets	$77,553,664	TotalFMVOfUnusedAssetsAmt
Reduction Claimed	$0	ReductionClaimedAmt
Acquisition Indebtedness	$0	AcquisitionIndebtednessAmt
Adjusted Total FMV Of Unused Ast	$77,553,664	AdjustedTotalFMVOfUnusedAstAmt
Cash Deemed Charitable	$1,163,305	CashDeemedCharitableAmt
Net Vl Noncharitable Assets	$76,390,359	NetVlNoncharitableAssetsAmt
Minimum Investment Return	$3,819,518	MinimumInvestmentReturnAmt

Distributable Amount DistributableAmountGrp

Field	Value	IRS element (for citing)
Minimum Investment Return	$3,819,518	MinimumInvestmentReturnAmt
Tax Based On Investment Income	$27,435	TaxBasedOnInvestmentIncomeAmt
Total Tax	$27,435	TotalTaxAmt
Distributable Before Adj	$3,792,083	DistributableBeforeAdjAmt
Recoveries Qualfied Distri	$0	RecoveriesQualfiedDistriAmt
Distributable Before Ded	$3,792,083	DistributableBeforeDedAmt
Deduction From Distributable	$0	DeductionFromDistributableAmt
Distributable As Adjusted	$3,792,083	DistributableAsAdjustedAmt

Qualifying Distri Part XII QualifyingDistriPartXIIGrp

Field	Value	IRS element (for citing)
Expenses And Contributions	$4,007,742	ExpensesAndContributionsAmt
Program Related Invst Total	$0	ProgramRelatedInvstTotalAmt
Charitable Assets Acquis Paid	$0	CharitableAssetsAcquisPaidAmt
Set Aside Suitability Test	$0	SetAsideSuitabilityTestAmt
Set Aside Cash Distri Test	$0	SetAsideCashDistriTestAmt
Qualifying Distributions	$4,007,742	QualifyingDistributionsAmt
Pct Sect4940e Org Net Invst Incm	$27,435	PctSect4940eOrgNetInvstIncmAmt
Adjusted Qualifying Distri	$3,980,307	AdjustedQualifyingDistriAmt

Undistributed Income UndistributedIncomeGrp

Field	Value	IRS element (for citing)
Distributable As Adjusted	$3,792,083	DistributableAsAdjustedAmt
Undistributed Income PY	$3,681,780	UndistributedIncomePYAmt
Total For Prior Years	$0	TotalForPriorYearsAmt
Excess Distribution Cyov Yr5	$0	ExcessDistributionCyovYr5Amt
Excess Distribution Cyov Yr4	$0	ExcessDistributionCyovYr4Amt
Excess Distribution Cyov Yr3	$0	ExcessDistributionCyovYr3Amt
Excess Distribution Cyov Yr2	$0	ExcessDistributionCyovYr2Amt
Excess Distribution Cyov Yr1	$0	ExcessDistributionCyovYr1Amt
Total Excess Distribution Cyov	$0	TotalExcessDistributionCyovAmt
Qualifying Distributions	$4,007,742	QualifyingDistributionsAmt
Applied To Year1	$3,681,780	AppliedToYear1Amt
Applied To Prior Years	$0	AppliedToPriorYearsAmt
Treated As Distri From Corpus	$0	TreatedAsDistriFromCorpusAmt
Applied To Current Year	$325,962	AppliedToCurrentYearAmt
Remaining Distri From Corpus	$0	RemainingDistriFromCorpusAmt
Excess Distri Cyov App CY Corpus	$0	ExcessDistriCyovAppCYCorpusAmt
Excess Distribution Cyov App CY	$0	ExcessDistributionCyovAppCYAmt
Total Corpus	$0	TotalCorpusAmt
Prior Year Undistributed Incm	$0	PriorYearUndistributedIncmAmt
Prior Year Deficiency Or Tax	$0	PriorYearDeficiencyOrTaxAmt
Taxable1	$0	Taxable1Amt
Taxable2	$0	Taxable2Amt
Undistributed Income CY	$3,466,121	UndistributedIncomeCYAmt
Corpus Distri170b1 E Or4942g3	$0	CorpusDistri170b1EOr4942g3Amt
Excess Distri Cyov From Yr5	$0	ExcessDistriCyovFromYr5Amt
Excess Distri Cyov To Next Yr	$0	ExcessDistriCyovToNextYrAmt
Excess From Year4	$0	ExcessFromYear4Amt
Excess From Year3	$0	ExcessFromYear3Amt
Excess From Year2	$0	ExcessFromYear2Amt
Excess From Year1	$0	ExcessFromYear1Amt
Excess From Current Year	$0	ExcessFromCurrentYearAmt

Supplementary Information SupplementaryInformationGrp

Application Submission Info ApplicationSubmissionInfoGrp

Field	Value	IRS element (for citing)
Recipient Person	JP MORGAN CHASE BANK N A	RecipientPersonNm

Recipient US Address RecipientUSAddress

Field	Value	IRS element (for citing)
Address Line1	PO BOX 2050	AddressLine1Txt
City	FORT WORTH	CityNm
State Abbreviation	TX	StateAbbreviationCd
ZIP	76113	ZIPCd

Field	Value	IRS element (for citing)
Recipient Phone	8178844737	RecipientPhoneNum
Form And Info And Materials	NAME, PURPOSE, AMOUNT, BOARD MEMBERS COPY OF EXEMPTION LETTER	FormAndInfoAndMaterialsTxt
Submission Deadlines	SEPTEMBER 30	SubmissionDeadlinesTxt
Restrictions On Awards	CHARITIES WITHIN THE STATE OF TEXAS	RestrictionsOnAwardsTxt

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (28 entries)

Address Line1RecipientUSAddress/AddressLine1Txt	CityRecipientUSAddress/CityNm	State AbbreviationRecipientUSAddress/StateAbbreviationCd	ZIPRecipientUSAddress/ZIPCd	Recipient RelationshipRecipientRelationshipTxt	Recipient Foundation StatusRecipientFoundationStatusTxt	Grant Or Contribution PurposeGrantOrContributionPurposeTxt	AmtAmt	Business Name Line2RecipientBusinessName/BusinessNameLine2Txt
Help our pupils excel foundation inc
102 WASHINGTON BLVD	BIG SPRING	TX	79720	NONE	PC	GENERAL	$15,000
WEST TEXAS FOOD BANK
411 S PAGEWOOD	ODESSA	TX	79761	NONE	PC	GENERAL	$20,000
EVANGELICAL DEVELOPMENT MINISTRY
PO BOX 814809	DALLAS	TX	75381	NONE	PC	GENERAL	$80,000
NORTHSIDE COMMUNITY CENTER
108 NE 8TH ST	Big Spring	TX	79720	NONE	PC	GENERAL	$75,000
HANGAR 25 AIR MUSEUM ASSOCIATION
1911 APRON DR	BIG SPRING	TX	79720	NONE	PC	GENERAL	$100,000
BUFFALO TRAIL COUNCIL
1101 W TEXAS AVE	Midland	TX	79701	NONE	PC	GENERAL	$60,000
HERITAGE MUSEUM OF BIG SPRING
510 SCURRY ST	BIG SPRING	TX	79720	NONE	PC	GENERAL	$185,000
SIBLEY ENVIRONMENTAL LEARNING
PO BOX 50584	MIDLAND	TX	79710	NONE	PC	GENERAL	$40,000	CENTER FOUNDATION INC
BIG SPRING SYMPHONY ASSOCIATION IN
808 SCURRY ST	BIG SPRING	TX	79720	NONE	PC	GENERAL	$180,000
GRAND COMPANIONS HUMANE
PO BOX 1156	FORT DAVIS	TX	79734	NONE	PC	GENERAL	$40,000	SOCIETY
HOWARD COUNTY COUNCIL ON AGING
PO BOX 765	BIG SPRING	TX	79721	NONE	PC	GENERAL	$160,000
RAPE CRISIS SERVICES OF BIG SPRING
PO BOX 1693	BIG SPRING	TX	79721	NONE	PC	GENERAL	$100,000
HOWARD COLLEGE FOUNDATION
1001 BIRDWELL LB	BIG SPRING	TX	79720	NONE	PC	GENERAL	$239,484
ISAIAH 58
107 RUNNELS ST	BIG SPRING	TX	79720	NONE	PC	GENERAL	$100,000
HOWARD COUNTY VOLUNTEER FIRE
200 N MIDWAY RD	BIG SPRING	TX	79720	NONE	PC	GENERAL	$200,000	DEPARTMENT
KELSEY LOGAN ANGEL FUND
PO BOX 5072	MIDLAND	TX	79740	NONE	PC	GENERAL	$10,000
CASA OF WEST TEXAS
1611 W TEXAS AVE	MIDLAND	TX	79701	NONE	PC	GENERAL	$100,000
FIRST UNITED METHODIST CHURCH
400 SCURRY ST	BIG SPRING	TX	79720	NONE	PC	GENERAL	$460,000
SALVATION ARMY OF BIG SPRING
811 W 5TH ST	BIG SPRING	TX	79720	NONE	PC	GENERAL	$250,000
DORA ROBERTS REHABILITATION CENTER
PO BOX 2213	BIG SPRING	TX	79721	NONE	PC	GENERAL	$155,500
BAYLOR COLLEGE OF MEDICINE
1 BAYLOR PLAZA	HOUSTON	TX	77030	NONE	PC	GENERAL	$200,000
PERMIAN BASIN HONOR FLIGHT INC
810 N DIXIE STE 109	ODESSA	TX	79761	NONE	PC	GENERAL	$100,000
BAKER CHAPLE AME CHURCH
1050 E HUMBOLT ST	FORTH WORTH	TX	76104	NONE	PC	GENERAL	$15,000
HAPPY DAY HUMANE SOCIETY
5710 W INTERSTATE 20	Big Spring	TX	79720	NONE	PC	GENERAL	$450,000
FRIENDS OF THE BIG SPRING
1824 BIG SPRING DRIVE	Lexington	VA	24450	NONE	PC	GENERAL	$100,000
CROSSROADS TENNIS ASSOCIATION INC
2805 APACHE DR	BIG SPRING	TX	79720	NONE	PC	GENERAL	$20,000
YMCA OF BIG SPRING
801 OWENS ST	BIG SPRING	TX	79721	NONE	PC	GENERAL	$177,700
HOWARD COUNTY FAIR ASSOCIATION INC
PO BOX 2356	BIG SPRING	TX	79721	NONE	PC	GENERAL	$200,000

Field	Value	IRS element (for citing)
Total Grant Or Contri Pd Dur Yr	$3,832,684	TotalGrantOrContriPdDurYrAmt

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

Field	Value	IRS element (for citing)
Fees Contracts From Govt Ag		FeesContractsFromGovtAgGrp
Membership Dues And Assmnt		MembershipDuesAndAssmntGrp
Int On Sav And Temp Cash Invst		IntOnSavAndTempCashInvstGrp

Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp

Field	Value	IRS element (for citing)
Exclusion	14	ExclusionCd
Exclusion	$1,393,340	ExclusionAmt

Field	Value	IRS element (for citing)
Net Rntl Incm Re Debt Fincd Prop		NetRntlIncmReDebtFincdPropGrp

Net Rntl Incm Re Not Debt Fincd Prop NetRntlIncmReNotDebtFincdProp

Field	Value	IRS element (for citing)
Exclusion	$0	ExclusionAmt

Field	Value	IRS element (for citing)
Net Rental Income Personal Prop		NetRentalIncomePersonalPropGrp
Other Investment Incm Part VII		OtherInvestmentIncmPartVIIGrp

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

Field	Value	IRS element (for citing)
Exclusion	18	ExclusionCd
Exclusion	-$1,561,980	ExclusionAmt

Field	Value	IRS element (for citing)
Net Income Loss From Special Evt		NetIncomeLossFromSpecialEvtGrp
Gross Profit Loss Sls Of Invntry		GrossProfitLossSlsOfInvntryGrp

Other Revenue Described OtherRevenueDescribedGrp

Field	Value	IRS element (for citing)
Desc	ROYALTY INCOME	Desc
Exclusion	15	ExclusionCd
Exclusion	$1,951,695	ExclusionAmt

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

Field	Value	IRS element (for citing)
Exclusion	$1,783,055	ExclusionAmt

Field	Value	IRS element (for citing)
Total Income Producing Acty	$1,783,055	TotalIncomeProducingActyAmt

Field	Value	IRS element (for citing)
Rln Of Acty To Accom Of Exmpt Prps		RlnOfActyToAccomOfExmptPrpsGrp

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

Field	Value	IRS element (for citing)
Trnsfr Of Cash To Nonchrtbl EO	false	TrnsfrOfCashToNonchrtblEOInd
Trnsfr Other Asset Nonchrtbl EO	false	TrnsfrOtherAssetNonchrtblEOInd
Sales Or Exchanges Of Assets	false	SalesOrExchangesOfAssetsInd
Purchase Of Assets Nonchrtbl EO	false	PurchaseOfAssetsNonchrtblEOInd
Rental Of Facilities Oth Assets	false	RentalOfFacilitiesOthAssetsInd
Reimbursement Arrangements	false	ReimbursementArrangementsInd
Loans Or Loan Guarantees	false	LoansOrLoanGuaranteesInd
Performance Of Services Etc	false	PerformanceOfServicesEtcInd
Sharing Of Facilities Etc	false	SharingOfFacilitiesEtcInd
Relationships Nonchrtbl EO	false	RelationshipsNonchrtblEOInd

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corporate Bonds InvestmentsCorporateBondsGrp (358 entries)

BondBondNm	EOY Book ValueEOYBookValueAmt	EOYFMVEOYFMVAmt
256210105 DODGE & COX INCOME F	$1,554,333	$1,578,450
258620103 DOUBLELINE TOTL RET	$745,997	$745,997
693390700 PIMCO TOTAL RETURN F	$2,250,859	$2,337,436
808524870 SCHWAB U.S. TIPS ETF	$1,632,188	$1,687,780
921937603 VANGUARD TOTAL BOND	$3,055,086	$3,147,869
00037BAB8 ABB FINANCE USA INC	$20,701	$20,332
00101JAH9 ADT CORP 4.125% 06/1	$33,092	$33,000
001055AP7 AFLAC INC 3.250% 03/	$14,355	$15,494
00130HBW4 AES CORP/VA 5.500% 0	$12,483	$12,465
00164VAD5 AMC NETWORKS INC 5.0	$13,215	$13,341
00185AAF1 AON PLC 3.500% 06/14	$10,024	$10,411
002824BF6 ABBOTT LABORATORIES	$5,979	$6,485
00287YAP4 ABBVIE INC 3.200% 11	$1,996	$2,029
00404AAJ8 ACADIA HEALTHCARE CO	$13,277	$13,211
00507UAS0 ACTAVIS FUNDING SCS	$10,149	$10,373
00751YAC0 ADVANCE AUTO PARTS 4	$15,483	$16,088
00766TAD2 AECOM 5.875% 10/15/2	$14,095	$14,079
00817YAV0 AETNA INC 2.800% 06/	$24,346	$25,141
00912XAV6 AIR LEASE CORP 3.625	$4,837	$5,024
00928QAQ4 AIRCASTLE LTD 4.125%	$27,542	$27,641
013817AJ0 ALCOA INC 5.9% FEB 0	$14,353	$14,154
013817AK7 ALCOA INC NT DTD 01/	$12,903	$13,511
013817AW1 ARCONIC INC 5.125% 1	$40,325	$40,131
015271AJ8 ALEXANDRIA REAL ESTA	$14,894	$15,729
02005NAV2 ALLY FINANCIAL INC 5	$42,925	$43,200
02153LAA2 ALTERRA FINANCE LLC	$10,787	$10,428
023135AM8 AMAZON.COM INC 3.300	$2,989	$3,091
02406PAY6 AMERICAN AXLE & MFG	$15,074	$14,813
025932AK0 AMERICAN FINANCIAL G	$4,644	$5,028
026874DD6 AMERICAN INTL GROUP	$9,577	$10,464
03027XAK6 AMERICAN TOWER CORP	$14,763	$15,253
03065GAE0 AMERICREDIT AUTOMOBI	$35,995	$36,014
03065HAF5 AMERICREDIT AUTOMOBI	$60,420	$60,299
03066DAG1 AMERICREDIT AUTOMOBI	$60,225	$60,926
03076CAH9 AMERIPRISE FINANCIAL	$5,041	$5,021
030981AJ3 AMERIGAS FINANCE LLC	$22,791	$23,320
035287AE1 ANIXTER INC 5.125% 1	$13,560	$13,471
03674XAC0 ANTERO RESOURCES COR	$13,247	$12,480
03674XAJ5 ANTERO RESOURCES COR	$12,556	$11,993
036752AC7 ANTHEM INC 3.350% 12	$4,958	$5,170
037833AZ3 APPLE INC 2.500% 02/	$9,965	$10,097
038522AK4 ARAMARK SERVICES INC	$13,594	$13,358
03879QAF1 VEREIT OPERATING PAR	$5,092	$5,307
042735BG4 ARROW ELECTRONICS IN	$3,975	$3,960
05348EBC2 AVALONBAY COMMUNITIE	$4,983	$5,166
05351WAB9 AVANGRID INC SR NTS	$4,993	$5,235
054937AF4 BB & T CORPORATION S	$11,276	$10,090
05508WAA3 B&G FOODS INC 4.625%	$13,160	$13,016
05586CAD6 BMW VEH LEASE TR 201	$55,404	$56,036
058498AS5 BALL CORP 4.000% 11/	$13,293	$13,439
06051GGQ6 BANK OF AMERICA CORP	$60,035	$60,578
06406HBP3 BANK OF NEW YORK MEL	$14,971	$15,187
064159MK9 BK OF NOVA SCOTIA SR	$15,511	$15,592
084670BR8 BERKSHIRE HATHAWAY I	$15,309	$15,237
095370AD4 BLUE CUBE SPINCO INC	$28,400	$27,150
096630AD0 BOARDWALK PIPELINES	$5,318	$5,330
10112RAX2 BOSTON PROPERTIES LP	$5,135	$5,200
10373QAY6 BP CAP MARKETS AMER	$9,800	$10,350
11120VAF0 BRIXMOR OPERATING PA	$9,833	$10,212
11271LAD4 BROOKFIELD FIN INC 4	$4,991	$5,466
118230AN1 BUCKEYE PARTNERS LP	$5,197	$4,773
12189LAH4 BURLINGTN NORTH SANT	$9,719	$10,239
12189LAL5 BURLINGTN NORTH SANT	$5,002	$5,121
124857AG8 CBS CORP 3 3/8% MAR	$14,803	$15,344
1248EPBE2 CCO HLDGS LLC/CAP CO	$41,297	$40,895
12513GBC2 CDW LLC/CDW FINANCE	$28,119	$28,114
12527GAF0 CF INDUSTRIES INC 5.	$24,054	$23,400
125581GR3 CIT GROUP INC 5.000%	$71,160	$71,523
12572QAG0 CME GROUP INC 3.000%	$4,933	$5,175
126117AS9 CNA FINANCIAL CORP 3	$4,936	$5,274
12621EAK9 CNO FINANCIAL GROUP	$39,568	$40,945
12625KAD7 COMM MORTGAGE TRUST	$24,896	$26,245
126307AH0 CSC HOLDINGS LLC 5.2	$22,079	$22,853
136385AV3 CANADIAN NATL RESOUR	$4,653	$5,218
14040HBU8 CAPITAL ONE FINANCIA	$4,994	$5,124
14314AAD1 CARMAX AUTO OWNER TR	$39,142	$40,505
14314MAC7 CARMAX AUTO OWNER TR	$11,638	$11,591
144285AK9 CARPENTER TECHNOLOGY	$8,050	$8,117
150191AJ3 CEDAR FAIR LP/CANADA	$13,579	$13,358
15135BAJ0 CENTENE CORP 4.750%	$41,109	$41,288
15135UAD1 CENOVUS ENERGY INC 5	$2,105	$1,938
156700AS5 CENTURYLINK INC 5.8%	$22,215	$22,935
163851AD0 CHEMOURS CO 7.000% 0	$14,987	$14,630
16412XAC9 CHENIERE CORP CHRIST	$26,729	$27,844
16412XAG0 CHENIERE CORP CHRIST	$15,362	$16,294
166764AH3 CHEVRON CORP 3.191%	$10,262	$10,375
172441AZ0 CINEMARK USA INC 4.8	$19,323	$19,238
172967JL6 CITIGROUP INC 3.875%	$24,344	$26,075
172967LD1 CITIGROUP INC VAR RT	$10,291	$10,575
172967LM1 CITIGROUP INC VAR RT	$14,968	$15,184
18538RAG8 CLEARWATER PAPER COR	$8,043	$7,600
20030NBL4 COMCAST CORP 3.375%	$9,731	$10,463
20030NBW0 COMCAST CORP 2.350%	$9,156	$9,750
201723AK9 COMMERCIAL METALS CO	$17,680	$18,135
22282EAF9 COVANTA HOLDING CORP	$27,080	$27,810
226373AL2 CRESTWOOD MIDSTREAM	$8,261	$8,160
228189AB2 CROWN AMER/CAP CORP	$22,695	$22,908
23283PAG9 CYRUSONE LP/CYRUSONE	$13,201	$13,358
23311VAD9 DCP MIDSTREAM OPERAT	$21,945	$22,165
23355LAC0 DXC TECHNOLOGY CO 4.	$10,256	$10,474
24702RAQ4 DELL INC 4 5/8% APR	$34,617	$34,955
25243YAP4 DIAGEO CAPITAL PLC 4	$11,629	$10,254
25278XAH2 DIAMONDBACK ENERGY I	$15,044	$15,750
25470XAL9 DISH DBS CORP 5.000%	$23,120	$23,190
26441YAY3 DUKE REALTY LP 3.750	$9,884	$10,459
268648AN2 EMC CORP 3.375% 06/0	$26,087	$26,853
26884ABF9 ERP OPERATING LP 2.8	$4,872	$5,053
28470RAF9 ELDORADO RESORTS INC	$4,999	$5,256
29078EAA3 EMBARQ CORP NOTES 7.	$22,263	$21,292
29278NAL7 ENERGY TRANSFER OPER	$9,226	$9,392
29365TAG9 ENTERGY TX INC 4.0%	$9,981	$10,779
29379VBB8 ENTERPRISE PRODUCTS	$998	$1,060
29444UAQ9 EQUINIX INC 5.875% 0	$34,251	$33,880
294752AH3 EQUITY ONE INC 3.750	$10,407	$10,375
30161NAW1 EXELON CORP 2.500% 0	$10,030	$10,247
30219GAK4 EXPRESS SCRIPTS HOLD	$9,926	$10,294
3128MMFR9 FHLMC GOLD G18175 5.	$7,978	$7,616
3133TSJV6 FREDDIE MAC SER 2306	$5,269	$5,745
313586RC5 FNMA ZERO CPN 10/09/	$34,714	$34,781
31358Q4G7 FNMA 7.50% SER 1992-	$2,156	$2,164
31371KLJ8 FNMA 254229 6.5% 02/	$8,019	$8,058
3137A2B26 FHLMC MULTIFAMILY ST	$61,197	$59,978
3137A2J36 FHLMC 3766 CL MB 3.5	$36,180	$35,882
3137A62R2 FHLMC 3796 CL PB 5%	$74,400	$70,337
3137A8JS8 FHLMC -3822 CL PA 5	$23,915	$23,851
3137AA5D1 FHLB SER 3854 CL EW	$34,198	$33,057
3137ADQ34 FHLMC SER 3887 CL PB	$35,068	$33,578
31380BCE8 FNMA 434869 6.5% 08/	$255	$284
31380MZD1 FNMA 444540 6% 11/01	$5,540	$5,450
3138ELUF8 FNMA AL4181 5% 09/01	$3,969	$3,816
3138LFL55 FNMA AN3047 2.37% 10	$45,859	$47,750
3138WLCS0 FNMA AS9980 4% 06/01	$43,369	$43,033
31392BPJ9 FNMA 2001-81 CL GE 6	$19,422	$19,644
31392BVX1 FEDERAL NATL MTG ASS	$1,122	$1,092
31393AE45 FANNIE MAE SER 2003-	$13,652	$13,823
31393APU5 FNMA 2003-25 CL KP R	$80,103	$82,490
31393CMC4 FEDERAL NATL MTG ASS	$7,610	$7,246
31393CPD9 FNMA REMIC TRUST 5%	$2,987	$3,171
31393CSV6 FNMA SER 2003-45 CL	$78,630	$77,656
31393NVW6 FREDDIE MAC SER 2598	$9,471	$9,747
31393NXV6 FHLMC SER 2596 CL QH	$18,854	$18,650
31393RJ92 FHLMC MULTICLASS MTG	$11,747	$12,737
31393YYL3 FANNIE MAE SER 2004-	$20,996	$21,247
31394ABD7 FNMA REMIC TRUST 5.5	$7,565	$7,793
31394BE83 FNMA 2004-101 CL TB	$37,362	$37,175
31394BTR5 FNMA SER 2004-90 CL	$51,826	$50,101
31394MYB0 FHLMC REMIC SER 2720	$2,441	$2,593
31394WCK2 FREDDIE MAC SER 2773	$3,584	$3,489
31395TM92 FHLMC JUL2963 CL DE	$37,960	$38,563
31395UKP5 FHLMC SER 2978 CL JG	$22,337	$22,288
31396CZL7 FREDDIE MAC SER 3052	$53,021	$51,244
31396GL82 FHLMC SER 3101 CL PE	$20,042	$20,241
31396KGX4 FANNIE MAE SER 2006-	$13,626	$14,223
31396NCE4 FHLMC SER 3139 5.5%	$18,800	$19,402
31396VYE2 FANNIE MAE SER 2007-	$4,985	$5,222
31397FQV7 FHLMC SER 3290 5.5%	$11,351	$11,432
31397FT93 FHLMC SER 3293 CL MP	$31,900	$33,132
31397HJC3 FHLMC SER 3316 CL CD	$3,107	$3,313
31398EBY9 FHLMC SER 3540 CL TB	$6,707	$6,957
31398JUA9 FHLMC SER 3575 CL EB	$13,006	$12,671
31402CPA4 FNMA 725017 5.5% 12/	$7,455	$8,159
31403VVR7 FNMA 759424 5.5% 01/	$1,946	$2,133
31417ACQ0 FNMA AB3678 3.5% 10/	$20,808	$21,279
316773CX6 FIFTH THIRD BANCORP	$4,991	$5,254
320517AB1 FIRST HORIZON NATION	$10,126	$10,118
34528QFJ8 FORD CREDIT FLOORPLA	$24,578	$24,963
34999AFV6 FORTIS INC SR NTS 3.	$6,762	$6,946
35177PAT4 FRANCE TELECOM 5 3/8	$5,642	$5,002
35671DAZ8 FREEPORT-MCMORAN C &	$26,679	$27,000
35671DBC8 FREEPORT-MCMORAN C &	$12,346	$11,895
35671DBH7 FREEPORT-MCMORAN INC	$13,072	$13,228
361841AH2 GLP CAPITAL LP / FIN	$28,966	$29,195
36186CBY8 GMAC 8% NOV 01 2031	$38,975	$40,973
36202C6Y4 GNMA II 6% DEC 20 20	$5,117	$5,816
36202C7L1 GNMA II GTD PASS THR	$2,140	$2,437
36209UBR6 GNMA 481648 7% 09/15	$1,007	$1,053
36225BAM0 GNMA 780912 6.5% 11/	$3,050	$3,515
364725BE0 GANNETT CO INC 6.375	$19,922	$19,570
37045XBK1 GENERAL MOTORS FINL	$15,191	$15,218
375558AW3 GILEAD SCIENCES INC	$5,122	$5,301
38141EC23 GOLDMAN SACHS GROUP	$15,785	$15,729
38141GWG5 GOLDMAN SACHS GROUP	$17,582	$18,014
38141GWM2 GOLDMAN SACHS GROUP	$19,489	$20,186
382550BG5 GOODYEAR TIRE & RUBB	$32,521	$30,400
38373Q2L4 GNMA 2003-46 CL MB 5	$31,641	$30,865
38373Q2M2 GNMA 2003-46 CL MC 5	$33,713	$33,826
38373S7F8 GNMA SER 2003-29 CL	$25,333	$24,808
38373STN7 GNMA 2003-20 CL MB 5	$17,649	$17,804
38373VSV3 GNMA REMIC 2002-66 C	$7,474	$6,974
38374FN75 GNMA 2004-18 CL WD 5	$30,090	$30,211
38374FW75 GNMA 2004-21 CL PD 5	$57,547	$57,231
38374H5B2 GNMA II SER 2004-69	$21,334	$22,028
38374KLR2 GNMA SER 2005-6 CL U	$26,661	$25,890
38374KQT3 GNMA 2005-3 CL MK 5.	$47,457	$46,245
38374L5P2 GNMA 2005-74 CL GC 5	$18,615	$17,370
38375JJQ9 GNMA SER 2007-7 CL P	$8,654	$8,897
38869PAM6 GRAPHIC PACKAGING IN	$13,404	$13,195
404119BV0 HCA INC 5.500% 06/15	$20,427	$21,346
404121AJ4 HCA INC 5.625% 09/01	$40,677	$42,218
404280AL3 HSBC HOLDINGS PLC 4.	$17,016	$15,883
432833AB7 HILTON DOMESTIC OPER	$13,216	$13,195
43814UAG4 HONDA AUTO RECEIVABL	$38,999	$39,482
44106MAR3 HOSPITALITY PROP TRU	$10,394	$10,352
44107TAU0 HOST HOTELS & RESORT	$4,912	$5,120
44930UAD8 HYUNDAI AUTO RECEIVA	$1,942	$1,951
451102BM8 ICAHN ENTERPRISES/FI	$52,103	$51,938
458140AS9 INTEL CORP 3.700% 07	$2,996	$3,215
459745GN9 INTL LEASE FINANCE C	$5,380	$5,445
459745GQ2 INTL LEASE FINANCE C	$5,296	$5,156
461070AP9 INTST PWR & LT SR NT	$4,987	$5,420
46132FAB6 INVESCO FINANCE PLC	$9,966	$10,598
472319AF9 JEFFRIES GROUP INC 8	$10,585	$10,021
50199APP2 L BRANDS INC 5.625%	$28,491	$27,999
513075BE0 LAMAR MEDIA CORP 5.0	$19,480	$19,333
524901AT2 LEGG MASON INC 3.950	$10,097	$10,460
526057BW3 LENNAR CORP 4.875% 1	$13,589	$13,699
527298BD4 LEVEL 3 FINANCING IN	$27,573	$27,034
527298BH5 LEVEL 3 FINANCING IN	$27,982	$27,878
53227JAB0 LIFE STORAGE LP 4.0%	$4,974	$5,140
534187AY5 LINCOLN NATIONAL COR	$5,886	$5,109
548661CV7 LOWE'S COMPANIES INC	$5,050	$5,153
552953CC3 MGM RESORTS INTL 6.0	$42,851	$43,350
552953CE9 MGM RESORTS INTL 5.7	$12,517	$13,050
55305BAQ4 M/I HOMES INC 5.625%	$11,093	$11,165
55336VAK6 MPLX LP 4.125% 03/01	$5,092	$5,232
559079AK4 MAGELLAN HEALTH SRVC	$5,065	$4,945
56501RAB2 MANULIFE FINANCIAL C	$5,529	$5,151
576323AN9 MASTEC INC 4.875% 03	$26,460	$26,358
576434UW2 MASTR ALTERNATIVE LN	$23	$24
595112BC6 MICRON TECHNOLOGY IN	$13,710	$13,374
61746BDJ2 MORGAN STANLEY 3.750	$25,710	$26,097
61747WAL3 MORGAN STANLEY 5 1/2	$28,347	$26,546
61945CAG8 MOSAIC CO 4.050% 11/	$4,863	$5,165
626717AH5 MURPHY OIL CORP 6.87	$33,999	$33,600
629377CA8 NRG ENERGY INC 7.250	$25,957	$26,430
629377CC4 NRG ENERGY INC 6.625	$5,209	$5,431
62943WAB5 NRG YIELD OPERATING	$27,949	$27,473
629568AX4 NABORS INDUSTRIES IN	$10,698	$10,725
637071AJ0 NATIONAL OILWELL VAR	$9,635	$9,983
637417AH9 NATIONAL RETAIL PROP	$5,123	$5,272
637417AK2 NATIONAL RETAIL PROP	$4,980	$5,103
64110LAL0 NETFLIX INC 5.875% 0	$12,396	$13,230
65339KAG5 NEXTERA ENERGY CAPIT	$4,752	$5,196
65409QBA9 NIELSEN FINANCE LLC/	$27,178	$27,064
65473QBE2 NISOURCE FINANCE COR	$15,256	$15,509
65478HAD0 NISSAN AUTO RECEIVAB	$47,225	$47,984
654902AE5 NOKIA OYJ 4.375% 06/	$27,232	$27,709
666807BA9 NORTHCORP GRUMMAN CO	$5,625	$5,010
670346AM7 NUCOR CORP 4.000% 08	$5,226	$5,295
67077MAC2 NUTRIEN LTD 3.625% 0	$9,911	$10,369
67077MAL2 NUTRIEN LTD 3.375% 0	$4,846	$5,123
674599BY0 OCCIDENTAL PETROLEUM	$5,175	$5,113
681919BA3 OMNICOM GROUP INC 3.	$5,154	$5,229
686330AJ0 ORIX CORP 3.700% 07/	$9,821	$10,514
693475AP0 PNC FINANCIAL SERVIC	$20,860	$21,048
69370CAA8 PTC INC 6.000% 05/15	$33,054	$32,473
71654QAW2 PETROLEOS MEXICANOS	$11,200	$10,125
720186AL9 PIEDMONT NAT GAS CO	$9,975	$10,458
73179PAK2 POLYONE CORP 5.250%	$26,244	$26,375
74251VAE2 PRINCIPAL FINANCIAL	$10,030	$10,208
74432QBM6 PRUDENTIAL FINANCIAL	$5,738	$5,148
744448CD1 PUBLIC SERVICE COLOR	$4,980	$5,034
745867AW1 PULTEGROUP INC 5.500	$14,065	$14,040
747525AU7 QUALCOMM INC 3.250%	$9,953	$10,196
74834LAP5 QUEST DIAGNOSTIC INC	$5,271	$5,059
750236AU5 RADIAN GROUP INC 4.5	$38,505	$38,923
75281AAS8 RANGE RESOURCES CORP	$26,046	$23,693
756109AQ7 REALTY INCOME CORP 3	$9,896	$10,601
7591EPAP5 REGIONS FINL CORP SR	$10,292	$10,458
760759AP5 REPUBLIC SERVICES IN	$5,983	$6,190
761713BG0 REYNOLDS AMERICAN IN	$10,638	$10,598
761735AP4 REYNOLDS GRP ISS/REY	$10,752	$10,687
774341AK7 ROCKWELL COLLINS INC	$10,148	$10,430
776743AD8 ROPER TECHNOLOGIES I	$10,304	$10,438
78454LAL4 SM ENERGY CO 5.625%	$24,968	$23,660
80284MAF7 SANTANDER DRIVE AUTO	$1,555	$1,552
80285GAD4 SANTANDER DRIVE AUTO	$24,938	$25,029
80285TAE4 SANTANDER DRIVE AUTO	$33,734	$34,050
810186AP1 SCOTTS MIRACLE-GRO C	$13,774	$13,195
81618TAB6 SELECT INCOME REIT 3	$10,028	$10,032
81721MAM1 SENIOR HOUSING PROPE	$4,916	$4,853
817565CB8 SERVICE CORP INTL 5.	$28,309	$27,776
82481LAC3 SHIRE ACQ INV IRELAN	$5,037	$5,047
845467AL3 SOUTHWESTERN ENERGY	$25,735	$23,790
84762LAU9 SPECTRUM BRANDS INC	$20,026	$19,736
85172FAM1 SPRINGLEAF FINANCE C	$22,128	$24,090
85172FAN9 SPRINGLEAF FINANCE C	$28,728	$29,506
857477AZ6 STATE STREET CORP VA	$14,545	$15,157
858119BD1 STEEL DYNAMICS INC 5	$13,756	$13,471
858119BH2 STEEL DYNAMICS INC 4	$9,770	$9,950
86614WAD8 SUMMIT MID HLDS LLC	$13,290	$11,375
86765LAL1 SUNOCO LP/FINANCE CO	$21,168	$21,866
86787EBC0 SUNTRUST BK SR NTS 3	$9,997	$10,312
87243QAB2 TENET HEALTHCARE COR	$19,465	$19,594
87264AAN5 T-MOBILE USA INC 6.3	$57,609	$56,079
87299ATH7 CB T-MOBILE USA INC
87612BAM4 TARGA RESOURCES PART	$27,580	$27,374
87927VAV0 TELECOM ITALIA CAPIT	$14,017	$12,403
879369AE6 TELEFLEX INC 4.875%	$19,847	$19,713
87938WAM5 TELEFONICA EMISIONES	$5,625	$5,102
88023UAG6 TEMPUR SEALY INTL IN	$27,763	$28,013
88033GBY5 TENET HEALTHCARE COR	$31,173	$31,426
883556BR2 THERMO FISHER SCIENT	$14,573	$15,100
88947EAK6 TOLL BROS FINANCE CO	$8,557	$8,500
89114QBG2 TORONTO-DOMINION BAN	$2,995	$2,996
893526BY8 TRANSCANADA PIPELINE	$7,585	$5,525
893526DM2 TRANS-CANADA PIPELIN	$9,796	$9,999
893647AW7 TRANSDIGM INC 6.000%	$13,393	$13,130
89376VAA8 TRANSMONTAIGE PARTNE	$8,096	$7,700
893830BB4 TRANSOCEAN INC 7 1/8	$11,530	$11,564
90265EAL4 UDR INC MTN 2.950% 0	$4,938	$4,969
909218AB5 UNIT CORP 6 5/8% MAY	$22,145	$19,800
910047AK5 UTD CONTL HLDGS 4.87	$21,963	$22,550
911308AA2 UNITED PARCEL SERVIC	$12,925	$10,450
911365BD5 UNITED RENTALS NORTH	$23,319	$22,908
911365BF0 UNITED RENTALS NORTH	$32,584	$33,680
9128282A7 US TREAS 1.5% 08/15/	$72,820	$73,043
9128284N7 US TREAS 2.875% 05/1	$168,984	$182,430
9128285M8 US TREAS 3.125% 11/1	$124,434	$131,550
9128286B1 US TREAS 2.625% 02/1	$139,705	$147,552
912828D56 US TREAS 2.375% 08/1	$233,966	$231,460
912828G38 US TREAS 2.25% 11/15	$61,017	$61,369
912828K74 US TREAS 2% 08/15/25	$189,028	$191,721
912828LY4 US TREAS 3.375% 11/1	$223,149	$226,010
912828MP2 US TREAS 3.625% 02/1	$106,658	$100,937
912828ND8 US TREAS 3.5% 05/15/	$109,477	$101,277
912828P46 US TREAS 1.625% 02/1	$98,465	$98,480
912828R36 US TREAS 1.625% 05/1	$220,236	$221,299
912828RC6 US TREAS 2.125% 08/1	$267,205	$266,945
912828V98 US TREAS 2.25% 02/15	$99,895	$102,414
912828VB3 US TREAS 1.75% 05/15	$62,796	$65,012
912833LQ1 U S A TREAS STRIP IN	$23,051	$22,987
912833LV0 U S A TREAS INT PMT	$62,696	$62,609
912920AC9 U S WEST COMMUNICATI	$12,968	$12,979
91324PBM3 UNITEDHEALTH GROUP I	$10,921	$10,160
91324PBT8 UNITEDHEALTH GROUP I	$5,232	$5,117
92276MAZ8 VENTAS REALTY LP/CAP	$5,050	$5,112
92340LAA7 VEREIT OPERATING PAR	$10,565	$10,810
92343EAH5 VERISIGN INC 5.250%	$19,056	$19,215
92553PAX0 VIACOM INC 3.875% 04	$3,968	$4,166
92553PBD3 VIACOM INC VAR RT 02	$13,324	$13,267
92658TAQ1 VIDEOTRON LTEE 5% JU	$13,751	$13,618
927804FQ2 VIRGINIA ELEC & POWE	$998	$1,041
929089AD2 VOYA FINANCIAL INC 3	$4,933	$5,081
942683AF0 ACTAVIS INC 3.250% 1	$10,024	$10,163
94946TAC0 WELLCARE HEALTH PLAN	$28,281	$28,148
94974BFJ4 WELLS FARGO & COMPAN	$25,443	$25,684
949779AC6 WELLS FARGO MTG BACK	$969	$1,009
95040QAD6 WELLTOWER INC 4.250%	$4,998	$5,344
95081QAM6 WESCO DISTRIBUTION I	$13,150	$13,325
958102AM7 WESTERN DIGITAL CORP	$18,135	$17,659
959802AU3 WESTERN UNION CO/THE	$9,957	$10,257
981464GC8 WORLD FINANCIAL NETW	$24,997	$24,980
981464GH7 WORLD FINANCIAL NETW	$54,108	$55,064
98162CAD3 WORLD OMNI AUTOMOBIL	$25,998	$26,417
98162KAC7 WORLD OMNI AUTOMOBIL	$22,896	$22,882
98212BAH6 WPX ENERGY INC SR NT	$18,103	$18,630
984121CQ4 XEROX CORPORATION 3.	$20,424	$22,394

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corporate Stock InvestmentsCorporateStockGrp (124 entries)

StockStockNm	EOY Book ValueEOYBookValueAmt	EOYFMVEOYFMVAmt
375204 ABB LTD-SPON ADR	$61,675	$46,870
1744101 AMN HEALTHCARE SERVICE	$26,269	$33,906
8492100 AGREE REALTY CORP	$14,405	$17,614
18805101 ALLIANZ SE-SPON ADR	$61,372	$62,488
30506109 AMERICAN WOODMARK COR	$28,906	$25,978
35290105 ANIXTER INTERNATIONAL	$20,547	$17,913
46353108 ASTRAZENECA PLC-SPONS	$34,255	$40,661
57665200 BALCHEM CORP	$23,159	$27,492
67806109 BARNES GROUP INC	$27,355	$23,945
89302103 BIG LOTS INC	$21,102	$15,020
96813209 BOC HONG KONG HLDS-SP	$32,915	$27,440
110448107 BRITISH AMERICAN TOB	$51,617	$27,722
126501105 CTS CORP	$18,247	$14,480
127190304 CACI INTERNATIONAL I	$28,458	$40,918
128126109 CALAMP CORP	$25,387	$13,140
132011107 CAMBREX CORP	$18,602	$19,894
143873107 CAROLINA FINANCIAL C	$26,126	$21,931
144285103 CARPENTER TECHNOLOGY	$20,750	$20,392
144577103 CARRIZO OIL & GAS IN	$22,183	$13,277
197236102 COLUMBIA BANKING SYS	$19,652	$16,281
233825207 DAIMLER AG UNSPONSOR	$41,644	$32,318
251566105 DEUTSCHE TELEKOM AG-	$46,924	$46,211
256206103 DODGE & COX INTL STO	$1,290,782	$1,235,900
258278100 DORMAN PRODUCTS INC	$19,859	$24,922
302081104 EXLSERVICE HOLDINGS	$26,354	$28,105
315911727 FIDELITY INTERNATION	$3,375,257	$3,122,917
315911750 FIDELITY 500 INDEX F	$5,216,902	$5,496,378
349853101 FORWARD AIR CORP	$30,259	$31,054
353514102 FRANKLIN ELECTRIC CO	$23,825	$24,938
387328107 GRANITE CONSTRUCTION	$36,074	$28,908
391416104 GREAT WESTERN BANCOR	$25,357	$23,218
404280406 HSBC HOLDINGS PLC-SP	$57,645	$49,462
438128308 HONDA MOTOR CO LTD-S	$30,403	$25,194
450737101 IBERDROLA SA-SPONSOR	$57,994	$71,848
451107106 IDACORP INC	$29,834	$32,640
457985208 INTEGRA LIFESCIENCES	$28,147	$33,510
464287655 ISHARES RUSSELL 2000	$1,080,443	$1,162,518
464288182 ISHARES MSCI ALL COU	$1,783,463	$1,692,268
493732101 KFORCE INC	$14,652	$21,580
502175102 LTC PROPERTIES INC	$24,398	$23,972
505336107 LA-Z-BOY INC	$12,886	$14,564
537008104 LITTELFUSE INC	$19,576	$18,752
539439109 LLOYDS BANKING GROUP	$40,731	$28,116
553573106 MSG NETWORK INC USD0	$13,475	$16,074
553777103 MTS SYSTEMS CORP	$27,141	$30,845
566324109 MARCUS & MILLICHAP I	$22,046	$23,909
576485205 MATADOR RESOURCES CO	$30,508	$22,922
587376104 MERCANTILE BANK CORP	$17,118	$15,414
591520200 METHODE ELECTRONICS	$26,434	$17,256
624580106 MOVADO GROUP INC	$18,462	$15,525
626188106 MUENCHENER RUECK-UNS	$49,436	$55,464
629334103 NN GROUP NV - UNSPON	$55,077	$52,178
641069406 NESTLE SA-SPONS ADR	$63,314	$78,067
654624105 NIPPON TELEGRAPH & T	$56,109	$54,632
680033107 OLD NATIONAL BANCORP	$25,992	$23,641
686331109 ORKLA ASA-SPON ADR	$10,554	$9,404
701769408 PARNASSUS CORE EQUIT	$2,452,426	$2,572,198
771195104 ROCHE HOLDINGS LTD-S	$54,697	$65,813
780259107 ROYAL DUTCH SHELL-SP	$50,188	$50,620
816300107 SELECTIVE INSURANCE	$37,096	$46,806
826197501 SIEMENS AG-SPONS ADR	$67,853	$55,484
840441109 SOUTH STATE CORP	$25,780	$27,626
853666105 STANDARD MOTOR PRODS	$21,137	$19,496
860630102 STIFEL FINANCIAL COR	$31,982	$35,436
864159108 STURM RUGER & CO INC	$13,189	$14,110
871237103 SYKES ENTERPRISES IN	$21,369	$20,265
902788108 UMB FINANCIAL CORP	$16,519	$14,810
904784709 UNILEVER N V -NY SHA	$55,816	$58,595
909907107 UNITED BANKSHARES IN	$32,301	$33,381
911271302 UNITED OVERSEAS BANK	$56,166	$59,563
913259107 UNITIL CORP	$12,833	$15,571
915436109 UPM-KYMMENE OYJ-SPON	$44,904	$46,985
922908629 VANGUARD MID-CAP ETF	$1,680,964	$1,855,476
923725105 VERMILION ENERGY INC	$22,875	$14,125
989825104 ZURICH INSURANCE GRO	$57,967	$66,215
46090E103 INVESCO QQQ TR UNITS	$1,432,234	$1,616,235
00171C304 AMG MG FAIRPT MC-Z	$1,057,948	$952,292
00215W100 ASE TECHNOLOGY HOLDI	$46,629	$37,375
03475V101 ANGIODYNAMICS INC	$18,145	$16,126
04911A107 ATLANTIC UNION BANKS	$30,559	$31,797
05523R107 BAE SYSTEMS PLC -SPO	$60,050	$47,884
05534B760 BCE INC	$44,619	$44,116
05565A202 BNP PARIBAS-ADR	$55,582	$40,256
08160H101 BENCHMARK ELECTRONIC	$19,681	$17,584
13123X102 CALLON PETROLEUM CO	$29,871	$17,958
14042Y601 CAPITAL GR NON US EQ	$762,279	$787,464
16941R108 CHINA PETROLEUM & CH	$35,108	$27,621
25243Q205 DIAGEO PLC-SPONSORED	$44,105	$56,004
27616P103 EASTERLY GOVERNMENT	$30,656	$28,578
29286D105 ENGIE	$32,674	$30,009
36237H101 G-III APPAREL GROUP	$21,196	$16,917
37733W105 GLAXOSMITHKLINE PLC-	$44,827	$49,025
45262P102 IMPERIAL BRANDS PLC-	$62,561	$37,766
46429B598 ISHARES MSCI INDIA E	$1,649,651	$1,668,772
46429B671 ISHARES MSCI CHINA E	$1,657,884	$1,533,810
46434G103 ISHARES CORE MSCI EM	$2,455,587	$2,476,322
46434G822 ISHARES INC MSCI JAP	$946,150	$978,565
48129C603 JPM US L/C CORE PL F	$1,565,084	$2,226,219
50187A107 LHC GROUP INC	$15,274	$38,266
55315J102 MMC NORILSK NICKEL P	$35,639	$42,922
56501R106 MANULIFE FINANCIAL C	$38,893	$34,724
58506Q109 MEDPACE HOLDINGS INC	$13,933	$14,720
59410T106 MICHELIN (CGDE)-UNSP	$58,581	$53,109
63935N107 NAVIGANT CONSULTING	$20,887	$26,831
65336K103 NEXSTAR MEDIA GROUP,	$20,608	$32,623
66987V109 NOVARTIS AG-SPONSORE	$61,834	$76,244
68213N109 OMNICELL INC	$15,728	$28,734
69318J100 PC CONNECTION INC	$12,741	$16,406
74160Q301 PRIMECAP ODYSSEY STO	$1,327,683	$2,527,643
80105N105 SANOFI-ADR	$31,479	$29,856
81725T100 SENSIENT TECHNOLOGIE	$27,464	$26,747
82706C108 SILICON MOTION TECHN	$19,044	$17,752
83238P203 SMITHS GROUP PLC- SP	$22,091	$20,754
83272W106 SMURFIT KAPPA GROUP	$44,247	$42,827
83546A203 SONIC HEALTHCARE LTD	$49,327	$55,451
87936R106 TELEFONICA BRASIL-AD	$32,905	$27,537
88162G103 TETRA TECH INC	$25,026	$39,275
92189F106 VANECK VECTORS GOLD	$767,282	$944,851
92204A405 VANGUARD FINANCIALS	$729,487	$753,037
92214X106 VAREX IMAGING CORP	$16,731	$13,976
F92124100 TOTAL SA-SPON ADR	$51,722	$51,048
G037AX101 AMBARELLA INC	$21,026	$16,549
G0464B107 ARGO GROUP INTERNATI	$19,032	$25,547
H42097107 UBS GROUP AG-REG	$37,890	$26,544

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (17 entries)

Category Or ItemCategoryOrItemTxt	Listed At Cost Or FMVListedAtCostOrFMVCd	Book ValueBookValueAmt	EOYFMVEOYFMVAmt
36582922 AREA EF IV PRIVATE IN	AT COST	$392,770	$655,301
238568919 RIDGE SELECT: PRIVAT	AT COST	$694,000	$709,310
290809185 CSFR PRIVATE INVESTO	AT COST		$360
345162929 AP VIII (APAX) PRIVA	AT COST	$47,395	$649,355
464285105 ISHARES GOLD TRUST	AT COST	$1,410,290	$1,543,523
484981964 GSO PRIVATE INVESTOR	AT COST	$146,858	$251,079
532458916 YORK EUROPEAN OPPORT	AT COST	$1,873,000	$1,853,461
651912933 NEWBROOK CAPITAL OFF	AT COST	$850,000	$890,923
827994922 SILVER LAKE PARTNERS	AT COST	$485,906	$1,372,637
976491910 THE WINTON FUND LIMI	AT COST	$1,024,631	$1,019,825
4225629A8 BLACKSTONE REAL ESTA	AT COST		$684,345
8M9122924 POLAR LONG/SHORT FUN	AT COST	$850,000	$908,274
HFFRTALT5 FORT GLOBAL OFFSHORE	AT COST	$1,000,000	$1,095,162
HFLCPBFP8 LAKEWOOD CAPITAL OFF	AT COST	$750,000	$740,174
HFMRNALE6 MARINER ATLANTIC, LT	AT COST	$694,000	$703,414
HFNWMARL3 EMERGING MARKET CURR	AT COST	$1,000,000	$1,055,269
HFVARARG8 VARDE CREDIT PARTNER	AT COST	$1,873,000	$1,842,535

Other Assets Schedule OtherAssetsSchedule

Other Assets Schedule OtherAssetsScheduleGrp (20 entries)

DescDesc	EOY Book ValueEOYBookValueAmt	EOYFMVEOYFMVAmt
XXX-XX-XXXX W&NW RR CO SVY GLASS	$1	$1
XXX-XX-XXXX SEC 128 W&NW HOWARD	$1	$1
XXX-XX-XXXX SEC 156 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 156 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 156 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 157 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 157 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 128 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 128 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 137 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 137 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 137 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 137 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 137 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 136 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 136 W&NW SVY HOW	$1	$1
XXX-XX-XXXX SEC 793 JH GIBSON YO	$1	$1
XXX-XX-XXXX SEC 771 JH GIBSONYOA	$1	$1
XXX-XX-XXXX T&P RR CO SVY HOWARD	$1	$1
OIL &GAS	$0	$5,297,257

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases Detail OtherDecreasesDetail (3 entries)

DescDesc	AmtAmt
COST BASIS ADJUSTMENT	$59,156
2018 TRANSACTION POSTED IN 2019	$1,780
ROUNDING	$3

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (5 entries)

DescDesc	Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
UIT EXPENSES	$1,516	$1,516	$0
MINERAL INT - PRODUCTION TAX	$82,010	$82,010	$0
MINERAL INT - AD VALOREM TAX	$98,580	$98,580	$0
ROYALTY OTHER EXPENSES	$5,347	$5,347	$0
OTHER EXPENSES	$2,215	$2,215	$0

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail

Field	Value	IRS element (for citing)
Desc	ROYALTY INCOME	Desc
Revenue And Expenses Per Books	$1,951,695	RevenueAndExpensesPerBooksAmt
Net Investment Income	$1,951,695	NetInvestmentIncomeAmt

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail (4 entries)

DescDesc	AmtAmt
PRIOR YEAR FEE REVERSAL	$3,838
2017 TRANSACTION POSTED IN 2018	$1,510
UIT EXPENSE - IR ADJUSTMENT	$1,516
COST BASIS ADJUSTMENT	$887

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees Detail OtherProfessionalFeesDetail

Field	Value	IRS element (for citing)
Category	INVESTMNT MNGMNT FEES (NON-DED	CategoryTxt
Amt	$92,309	Amt
Net Investment Income	$92,309	NetInvestmentIncomeAmt

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (3 entries)

CategoryCategoryTxt	AmtAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
FOREIGN TAXES	$12,287	$12,287	$0
FOREIGN TAXES ON QUALIFIED FOR	$30,138	$30,138	$0
FOREIGN TAXES ON NONQUALIFIED	$5,531	$5,531	$0

DORA ROBERTS FOUNDATION: Form 990PF, tax year 2018

Return header ReturnHeader

Preparer Firm PreparerFirmGrp

Preparer Firm Name PreparerFirmName

Preparer US Address PreparerUSAddress

Filer Filer

Business Name BusinessName

US Address USAddress

Business Officer BusinessOfficerGrp

Preparer Person PreparerPersonGrp

Form 990-PF IRS990PF

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (1124 entries)

Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

Statements Regarding Acty StatementsRegardingActyGrp

Persons With Books Name PersonsWithBooksName

Location Of Books US Address LocationOfBooksUSAddress

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp

Business Name BusinessName

US Address USAddress

Minimum Investment Return MinimumInvestmentReturnGrp

Distributable Amount DistributableAmountGrp

Qualifying Distri Part XII QualifyingDistriPartXIIGrp

Undistributed Income UndistributedIncomeGrp

Supplementary Information SupplementaryInformationGrp

Application Submission Info ApplicationSubmissionInfoGrp

Recipient US Address RecipientUSAddress

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (28 entries)

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp

Net Rntl Incm Re Not Debt Fincd Prop NetRntlIncmReNotDebtFincdProp

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

Other Revenue Described OtherRevenueDescribedGrp

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corporate Bonds InvestmentsCorporateBondsGrp (358 entries)

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corporate Stock InvestmentsCorporateStockGrp (124 entries)

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (17 entries)

Other Assets Schedule OtherAssetsSchedule

Other Assets Schedule OtherAssetsScheduleGrp (20 entries)

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases Detail OtherDecreasesDetail (3 entries)

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (5 entries)

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail (4 entries)

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees Detail OtherProfessionalFeesDetail

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (3 entries)

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