2020-06-10T07:00:22-05:00 2019-06-30 346565596 ERNST & YOUNG US LLP 155 N WACKER DRIVE CHICAGO IL 60606 990PF 2018-07-01 756013899 DORA ROBERTS FOUNDATION - FI XXXXX4008 DORA 8004962583 10 S DEARBORN IL1-0111 CHICAGO IL 60603 KRYSTAL ZEC Vice President 8004962583 2020-03-02 true JACOB ZEHNDER P01564049 3128792000 2020-03-02 2018 2022-09-23 18:48:47Z X 79609420 X 1393340 1388087 0 0 0 0 -1561980 27310744 0 0 1951695 1951695 1783055 3339782 0 441426 266368 175058 0 0 0 0 0 0 92309 92309 0 0 47956 47956 0 0 0 0 0 0 0 189668 189668 771359 596301 0 175058 3832684 3832684 4604043 596301 0 4007742 -2820988 2743481 0 4061337 131834 131834 364450 3537649 3537649 0 0 0 32257757 34687753 37007229 18406499 17363412 17660485 16596631 13091850 15974947 19 19 5297276 71686693 68812517 79609420 0 X 71686693 68812517 71686693 68812517 71686693 68812517 71686693 -2820988 7751 68873456 60939 68812517 10. BLACKSTONE PARTNERS OFFSHORE 2016-01-01 2018-07-03 163866 102500 61366 61366 2. SCHULMAN A INC 2017-11-01 2018-07-03 89 79 10 10 84. SCHULMAN A INC 2017-11-01 2018-07-05 3736 3334 402 402 105. SCHULMAN A INC 2017-11-01 2018-07-06 4659 4168 491 491 2429.89 AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/202 2015-11-19 2018-07-09 2430 2430 114. SCHULMAN A INC 2017-11-01 2018-07-09 5052 4525 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 2901 2620 281 281 82. SCHULMAN A INC 2017-11-01 2018-07-13 3566 3255 311 311 80. VODAFONE GROUP PLC-SP ADR 2017-12-04 2018-07-13 1927 2469 -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 3251 3258 -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 1043 -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 2493 2705 -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 1033 -72 -72 3000. HCP INC 5 3/8% FEB 01 2021 2012-09-13 2018-07-16 3177 3398 -221 -221 1839.11 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020 2015-09-30 2018-07-16 1839 1848 -9 -9 2060.18 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2018-07-16 2060 2064 -4 -4 11909.23 SANTANDER DRIVE AUTO RECEIVABL 2016-3 CL A3 1.840% 08/17/2020 2017-08-16 2018-07-16 11909 11887 22 22 181. SCHULMAN A INC 2017-11-01 2018-07-16 7786 7184 602 602 6253.68 TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020 2016-03-03 2018-07-16 6254 6242 12 12 230. VODAFONE GROUP PLC-SP ADR 2018-07-16 5557 7084 -1527 -1527 155. VODAFONE GROUP PLC-SP ADR 2018-07-17 3701 4598 -897 -897 7116.96 FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020 2015-08-26 2018-07-18 7117 7096 21 21 110. VODAFONE GROUP PLC-SP ADR 2017-11-01 2018-07-18 2605 3245 -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 1090 -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 15000 17394 -2394 -2394 2376.23 AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/202 2015-11-19 2018-08-08 2376 2377 -1 -1 126. PDC ENERGY INC 2018-08-08 6913 6706 207 207 210. DAIMLER AG UNSPONSORED ADR 2017-11-01 2018-08-09 3568 4454 -886 -886 235. PROSIEBEN SAT.1-UNSP ADR 2018-08-09 1536 2074 -538 -538 165. SSE PLC-SPN ADR 2017-11-01 2018-08-09 2717 3028 -311 -311 205. DAIMLER AG UNSPONSORED ADR 2017-11-01 2018-08-10 3352 4348 -996 -996 240. PROSIEBEN SAT.1-UNSP ADR 2017-11-01 2018-08-10 1541 2028 -487 -487 160. SSE PLC-SPN ADR 2017-11-01 2018-08-10 2599 2936 -337 -337 7000. ARCELORMITTAL 6.125% 06/01/2025 DTD 06/01/2015 2017-10-30 2018-08-13 7641 8033 -392 -392 265. DAIMLER AG UNSPONSORED ADR 2017-11-01 2018-08-13 4317 5620 -1303 -1303 580. PROSIEBEN SAT.1-UNSP ADR 2017-11-01 2018-08-13 3682 4901 -1219 -1219 220. SSE PLC-SPN ADR 2017-11-01 2018-08-13 3544 4037 -493 -493 4000. ARCELORMITTAL 6.125% 06/01/2025 DTD 06/01/2015 2017-10-30 2018-08-14 4374 4590 -216 -216 5000. ARCELORMITTAL 6.125% 06/01/2025 DTD 06/01/2015 2017-10-30 2018-08-15 5450 5738 -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 3149 3155 -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 1498 1520 -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 1827 1937 -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 7781 7758 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 1189 -325 -325 175. SANOFI-SYNTHELABO SA 2017-11-01 2018-08-15 7083 8255 -1172 -1172 1706.25 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020 2015-09-30 2018-08-15 1706 1715 -9 -9 1911.37 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2018-08-15 1911 1915 -4 -4 11525.77 SANTANDER DRIVE AUTO RECEIVABL 2016-3 CL A3 1.840% 08/17/2020 2017-08-16 2018-08-15 11526 11504 22 22 110. TELEFONICA BRASIL-ADR PREF 2018-01-26 2018-08-15 1151 1857 -706 -706 6150.47 TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020 2016-03-03 2018-08-15 6150 6139 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 2613 2835 -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 1281 1377 -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 1146 1857 -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 6540 6884 -344 -344 65. VERMILION ENERGY INC 2017-11-01 2018-08-17 1988 2288 -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 31131 33232 -2101 -2101 15000. SANTANDER UK PLC 3.050% 08/23/2018 DTD 08/23/2013 2018-08-23 15000 15288 -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 5119 5215 -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 28665 29206 -541 -541 7000. WILLIAMS COMPANIES INC 4.550% 06/24/2024 DTD 06/24/2014 2017-10-30 2018-08-24 7166 7302 -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 9882 12750 -2868 -2868 85. DAIMLER AG UNSPONSORED ADR 2017-11-01 2018-08-30 1389 1803 -414 -414 270. ING GROEP N V SPONS ADR 2017-11-01 2018-08-30 3710 5016 -1306 -1306 325. PROSIEBEN SAT.1-UNSP ADR 2017-11-01 2018-08-30 2109 2746 -637 -637 75. TELEFONICA BRASIL-ADR PREF 2018-08-30 723 1256 -533 -533 80. DAIMLER AG UNSPONSORED ADR 2017-11-01 2018-08-31 1283 1697 -414 -414 50. FIVE BELOW 2017-11-01 2018-08-31 5806 2755 3051 3051 765. ING GROEP N V SPONS ADR 2017-11-01 2018-08-31 10358 14211 -3853 -3853 370. PROSIEBEN SAT.1-UNSP ADR 2017-11-01 2018-08-31 2397 3127 -730 -730 905. TELEFONICA BRASIL-ADR PREF 2018-08-31 8859 14595 -5736 -5736 130. DAIMLER AG UNSPONSORED ADR 2017-11-01 2018-09-04 2047 2757 -710 -710 210. PROSIEBEN SAT.1-UNSP ADR 2017-11-01 2018-09-04 1353 1775 -422 -422 20553.167 LAZARD EMERGING MKT PORTFOLIO INSTL* 2017-10-27 2018-09-05 341183 399554 -58371 -58371 18587.361 LAZARD EMERGING MKT PORTFOLIO INSTL* 2017-08-18 2018-09-05 308550 350000 -41450 -41450 13.418 GSO SPECIAL SITUATIONS OVERSEAS FUND LTD. CLASS D - NEW ISSUES 2014-03-31 2018-09-05 11130 13418 -2288 -2288 20000. JOHN DEERE CAPITAL CORP 2009-08-17 2018-09-10 20000 21677 -1677 -1677 598.22 GSO SPECIAL SITUATIONS OVERSEAS FUND LTD. CLASS D - NEW ISSUES 2014-03-31 2018-09-10 426769 598217 -171448 -171448 2512.93 AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/202 2015-11-19 2018-09-11 2513 2514 -1 -1 50. FIVE BELOW 2017-11-01 2018-09-11 6701 2755 3946 3946 13097.48 COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 0 2014-02-12 2018-09-12 13097 12819 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 3238 3245 -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 1371 1474 -103 -103 1996.12 FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 2012-01-19 2018-09-17 1996 2116 -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 1035 -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 7598 7576 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 4477 4858 -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 1777 1786 -9 -9 1994.53 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2018-09-17 1995 1998 -3 -3 6705.17 SANTANDER DRIVE AUTO RECEIVABL 2016-3 CL A3 1.840% 08/17/2020 2017-08-16 2018-09-17 6705 6693 12 12 5769.89 TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020 2016-03-03 2018-09-17 5770 5759 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 1018 -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 633202 653095 -19893 -19893 20356. VANGUARD EMERGING MARKET VIPERS 2018-09-20 847155 917867 -70712 -70712 700. EDUCATION REALTY TRUST INC 2017-11-01 2018-09-21 29050 24447 4603 4603 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 1594 1817 -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 10000 10136 -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 2737 2032 705 705 109. BOJANGLES' INC 2017-11-01 2018-10-02 1743 1334 409 409 1995.36 AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/202 2015-11-19 2018-10-11 1995 1996 -1 -1 100. FIVE BELOW 2017-11-01 2018-10-11 11433 5509 5924 5924 25. MASIMO CORPORATION 2017-11-01 2018-10-11 2882 2246 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 2908 2914 -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 1702 1804 -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 6538 6519 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 2329 2317 12 12 1614.97 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020 2015-09-30 2018-10-15 1615 1623 -8 -8 1912.26 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2018-10-15 1912 1916 -4 -4 4811.62 TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020 2016-03-03 2018-10-15 4812 4803 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 2132 2313 -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 723018 754637 -31619 -31619 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 6728 7580 -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 9734 9964 -230 -230 145. PDC ENERGY INC 2017-11-01 2018-10-22 6705 7580 -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 13657 13805 -148 -148 4000. ABBOTT LABORATORIES SR NTS 3.75% 11/30/2026 DTD 2018-02-14 2018-10-29 4121 3986 135 135 . CENOVUS ENERGY INC 5.7% OCT 15 2019 2015-02-05 2018-10-31 3077 3368 -291 -291 4000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024 2017-10-30 2018-11-02 4175 4293 -118 -118 3000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024 2017-10-30 2018-11-02 3128 3220 -92 -92 6000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024 2017-10-30 2018-11-02 6255 6440 -185 -185 4000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024 2017-10-30 2018-11-02 4175 4293 -118 -118 6000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024 2017-10-30 2018-11-05 6255 6440 -185 -185 5000. REGENCY ENERGY PART/FINA 5.000% 10/01/2022 DTD 07/25/2014 2017-06-13 2018-11-05 5142 5426 -284 -284 950. BOJANGLES' INC 2017-11-01 2018-11-06 15257 11628 3629 3629 9000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024 2017-10-30 2018-11-06 9371 9659 -288 -288 10000. EBAY INC 2.6% JUL 15 2022 2018-11-07 9576 9576 25000. AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/2020 2015-11-19 2018-11-08 1637 1637 112787.408 PIMCO COMMODITYPL STRAT-INS 2018-02-22 2018-11-09 645144 716200 -71056 -71056 . 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 3078 3085 -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 1230 1322 -92 -92 . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 2012-01-19 2018-11-15 998 1058 -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 1206 1362 -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 7032 7011 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 2340 2329 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 1873 1876 -3 -3 . TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020 2016-03-03 2018-11-15 4978 4969 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 2221 2410 -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 11537 12149 -612 -612 360. ING GROEP N V SPONS ADR 2017-11-01 2018-11-19 4461 6688 -2227 -2227 850. PROSIEBEN SAT.1-UNSP ADR 2017-11-01 2018-11-19 4203 7183 -2980 -2980 . 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 2700 3181 -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 2409 3715 -1306 -1306 670. PROSIEBEN SAT.1-UNSP ADR 2017-11-01 2018-11-20 3270 5662 -2392 -2392 70. SOUTHSIDE BANCSHARES INC 2017-11-01 2018-11-20 2266 2493 -227 -227 125. UNITED BANKSHARES INC 2017-11-01 2018-11-20 4288 4486 -198 -198 70. BRITISH AMERN TOB PLC SPONSORED ADR 2017-11-01 2018-11-21 2421 4545 -2124 -2124 3000. DIAMOND OFFSHORE DRILL 7.875% 08/15/2025 DTD 08/15/2017 2017-10-30 2018-11-21 2745 3181 -436 -436 1715. ING GROEP N V SPONS ADR 2017-11-01 2018-11-21 20921 31859 -10938 -10938 310. PROSIEBEN SAT.1-UNSP ADR 2017-11-01 2018-11-21 1534 2620 -1086 -1086 555. SOUTHSIDE BANCSHARES INC 2017-11-01 2018-11-21 17850 19766 -1916 -1916 265. PROSIEBEN SAT.1-UNSP ADR 2017-11-01 2018-11-23 1322 2239 -917 -917 280. PROSIEBEN SAT.1-UNSP ADR 2017-11-01 2018-11-23 1384 2366 -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 359637 376206 -16569 -16569 34814.792 DOUBLELINE TTL RTRN BND-I 2017-10-27 2018-11-28 359637 371822 -12185 -12185 7478.411 FIDELITY 500 INDEX-INST PRM 2018-02-26 2018-11-28 719274 728696 -9422 -9422 2000. DIAMOND OFFSHORE DRILL 7.875% 08/15/2025 DTD 08/15/2017 2017-10-30 2018-12-03 1818 2120 -302 -302 18000. GOLDMAN SACHS GROUP INC SR NOTES 5 3/8% MAR 15 2020 2010-03-01 2018-12-06 18372 17838 534 534 7817.135 FIDELITY 500 INDEX-INST PRM 2018-02-26 2018-12-07 722225 761702 -39477 -39477 5000. BNP PARIBAS MTN 2.400% 12/12/2018 DTD 12/12/2013 2013-12-05 2018-12-12 5000 4988 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 9810 10146 -336 -336 . CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD 2016-07-26 2018-12-17 2854 2860 -6 -6 33890. DEUTSCHE X-TRACKERS MSCI JAP 2018-12-17 1319873 1311706 8167 8167 4681. DEUTSCHE X-TRACKERS MSCI JAP 2017-08-18 2018-12-17 181530 178931 2599 2599 . 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 1013 1088 -75 -75 . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 2012-01-19 2018-12-17 1033 1095 -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 6147 6128 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 2139 2321 -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 2077 2067 10 10 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2018-12-17 1744 1747 -3 -3 55000. TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020 2016-03-03 2018-12-17 12659 12635 24 24 10000. GEN MOTORS FINL CO 3.7% 05/09/2023 DTD 05/09/2016 2017-06-06 2018-12-18 9522 10127 -605 -605 2843.763 CAPITAL GR NON US EQUITY 2017-10-27 2018-12-20 34751 38732 -3981 -3981 54270.272 CAPITAL GR NON US EQUITY 2018-08-30 2018-12-20 663183 749472 -86289 -86289 37821.483 DODGE & COX INCOME FUND 2018-12-20 500000 521393 -21393 -21393 48076.923 DOUBLELINE TTL RTRN BND-I 2017-10-27 2018-12-20 500000 513462 -13462 -13462 . 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 1198 1323 -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 1580363 1595545 -15182 -15182 64971.047 VANGUARD TOT BD MKT IDX-ADM 2017-10-27 2018-12-20 676349 697789 -21440 -21440 . 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 48983 47337 1646 1646 175. SSE PLC-SPN ADR 2017-11-01 2019-01-03 2337 3211 -874 -874 285. SSE PLC-SPN ADR 2017-11-01 2019-01-04 3847 5230 -1383 -1383 1. FNMA POOL AN2392 2.400% 08/01/2026 1960-11-11 2019-01-07 48983 48983 48983 190. SSE PLC-SPN ADR 2017-11-01 2019-01-07 2541 3487 -946 -946 20. CHINA PETE & CHEM SPONS ADR REPSTG H 2018-02-02 2019-01-09 1549 1767 -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 1379 2112 -733 -733 15. CHINA PETE & CHEM SPONS ADR REPSTG H 2018-02-02 2019-01-10 1159 1325 -166 -166 105. VERMILION ENERGY INC 2017-11-01 2019-01-10 2485 3695 -1210 -1210 . 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 9958 10018 -60 -60 . CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD 2016-07-26 2019-01-15 2736 2742 -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 1556 1578 -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 1214 1287 -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 2026 2016 10 10 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-01-15 1684 1687 -3 -3 15. CHINA PETE & CHEM SPONS ADR REPSTG H 2019-01-16 1181 1325 -144 -144 . FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020 2015-08-26 2019-01-16 5892 5874 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 2216 2405 -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 18772 19579 -807 -807 50. VERMILION ENERGY INC 2017-11-01 2019-01-16 1215 1760 -545 -545 140. UBS GROUP AG-REG 2017-11-01 2019-01-16 1888 2368 -480 -480 15. CHINA PETE & CHEM SPONS ADR REPSTG H 2018-01-30 2019-01-17 1179 1324 -145 -145 45. NOVARTIS AG SPONS ADR 2017-11-01 2019-01-17 3982 3758 224 224 3000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012 2017-10-30 2019-01-17 3126 3263 -137 -137 5000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012 2017-10-30 2019-01-17 5214 5438 -224 -224 50. VERMILION ENERGY INC 2017-11-01 2019-01-17 1228 1760 -532 -532 125. UBS GROUP AG-REG 2017-11-01 2019-01-17 1673 2114 -441 -441 20. CHINA PETE & CHEM SPONS ADR REPSTG H 2018-01-30 2019-01-18 1592 1765 -173 -173 5000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012 2017-10-30 2019-01-18 5215 5437 -222 -222 60. VERMILION ENERGY INC 2017-11-01 2019-01-18 1484 2112 -628 -628 130. UBS GROUP AG-REG 2017-11-01 2019-01-18 1760 2199 -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 7316 7612 -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 741736 750000 -8264 -8264 . 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 1085 -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 2408 2507 -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 34741 35947 -1206 -1206 19000. SCHWAB U.S. TIPS ETF 2017-10-27 2019-01-28 1012164 1047531 -35367 -35367 6000. HCA INC SR NTS 5.5% 06/15/2047 DTD 2017-10-30 2019-01-31 6248 6129 119 119 7000. HCA INC SR NTS 5.5% 06/15/2047 DTD 2017-10-30 2019-01-31 7289 7150 139 139 7000. HCA INC SR NTS 5.5% 06/15/2047 DTD 2017-10-30 2019-01-31 7271 7150 121 121 49388.767 PGIM GLOBAL REAL ESTATE-Q 2017-10-27 2019-02-01 1198171 1190763 7408 7408 125000. U S A TREAS STRIP INT PMT ZERO CPN 05/15/2019 DTD 05/15/1990 2010-01-19 2019-02-01 124188 123664 524 524 83. AMN HEALTHCARE SERVICES INC 2017-11-01 2019-02-07 5231 3488 1743 1743 100. DORMAN PRODUCTS INC 2017-11-01 2019-02-07 8470 6955 1515 1515 50. MASIMO CORPORATION 2017-11-01 2019-02-07 6257 4492 1765 1765 75. UMB FINANCIAL CORP 2017-11-01 2019-02-07 4923 5506 -583 -583 42. AMN HEALTHCARE SERVICES INC 2017-11-01 2019-02-08 2606 1765 841 841 27000. HCA INC 4.75% MAY 01 2023 2017-10-30 2019-02-08 27894 28031 -137 -137 22000. ALLY FINANCIAL INC 4.125% 02/13/2022 DTD 02/13/2015 2017-10-30 2019-02-12 22220 22653 -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 12575 12939 -364 -364 3000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012 2017-10-30 2019-02-13 3124 3259 -135 -135 . CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD 2016-07-26 2019-02-15 2901 2907 -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 1207 1297 -90 -90 . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 2012-01-19 2019-02-15 1045 1108 -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 5668 5651 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 2073 2062 11 11 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-02-15 1713 1716 -3 -3 10000. SEMPRA ENERGY 9.800% 2/15/19 2008-11-18 2019-02-15 10000 10107 -107 -107 29622.19 CAPITAL GR NON US EQUITY 2017-10-27 2019-02-19 384496 403454 -18958 -18958 1434.579 FIDELITY 500 INDEX-INST PRM 2018-02-26 2019-02-19 138939 139785 -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 1774 1925 -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 88372 90177 -1805 -1805 300. ASTRAZENECA PLC SPONS ADR 2017-11-01 2019-02-21 12049 10433 1616 1616 50000. FREDDIE MAC 1960-11-11 2019-02-21 135. HONDA MTR LTD SPONS ADR 2017-11-01 2019-02-21 3742 4276 -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 4766 4963 -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 13410 22178 -8768 -8768 . 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 5210 8625 -3415 -3415 2000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035 2017-10-30 2019-02-26 2120 2257 -137 -137 7000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035 2017-10-30 2019-02-27 7411 7900 -489 -489 2000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035 2017-10-30 2019-02-27 2118 2257 -139 -139 25. MASIMO CORPORATION 2017-11-01 2019-03-05 3325 2246 1079 1079 5000. MATTEL INC 2.350% 08/15/2021 DTD 08/05/2016 2017-10-10 2019-03-05 4688 4876 -188 -188 50. OMNICELL INC 2017-11-01 2019-03-05 4237 2442 1795 1795 10000. UNITED RENTALS INC 4.625% 07/15/2023 DTD 03/26/2015 2017-10-31 2019-03-05 10200 10360 -160 -160 30. PC CONNECTION INC 2017-11-01 2019-03-06 1198 815 383 383 14000. UNITED RENTALS INC 4.625% 07/15/2023 DTD 03/26/2015 2017-10-31 2019-03-06 14280 14504 -224 -224 51. PC CONNECTION INC 2017-11-01 2019-03-08 1938 1386 552 552 3000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035 2017-10-30 2019-03-08 3105 3385 -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 1222 1196 26 26 8000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024 2017-10-30 2019-03-12 8600 8553 47 47 13000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035 2017-10-30 2019-03-12 13439 14669 -1230 -1230 3000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035 2017-10-30 2019-03-14 3098 3385 -287 -287 5000. ANADARKO PETE CORP 8.700% 3/15/19 2009-06-17 2019-03-15 5000 5537 -537 -537 15000. ATMOS ENERGY CORP 8.500% 3/15/19 2012-02-14 2019-03-15 15000 19978 -4978 -4978 . CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD 2016-07-26 2019-03-15 2654 2660 -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 1228 1320 -92 -92 . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 2012-01-19 2019-03-15 1731 1835 -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 1228 1224 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 1917 1907 10 10 20000. NEVADA POWER CO 2019-03-15 20000 22509 -2509 -2509 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-03-15 1692 1695 -3 -3 3000. TELECOM ITALIA CAPITAL 7.721% JUN 4 2038 2019-03-15 3075 3883 -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 1927 2091 -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 6150 7742 -1592 -1592 5000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035 2017-10-30 2019-03-19 5163 5641 -478 -478 3000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035 2017-10-30 2019-03-19 3098 3385 -287 -287 2000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035 2017-10-30 2019-03-19 2065 2257 -192 -192 7000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035 2017-10-30 2019-03-19 7228 7898 -670 -670 3000. TELECOM ITALIA CAPITAL 7.721% JUN 4 2038 2019-03-19 3075 3841 -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 7228 7898 -670 -670 3000. REGIONS FINANCIAL CORP 3.200% 02/08/2021 DTD 02/08/2016 2017-08-07 2019-03-21 3020 3081 -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 3863 4022 -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 5046 5135 -89 -89 2000. REGIONS FINANCIAL CORP 3.200% 02/08/2021 DTD 02/08/2016 2017-08-07 2019-03-25 2018 2054 -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 67210 67210 15000. AT&T INC 5.000% 03/01/2021 DTD 03/17/2016 2016-03-22 2019-03-27 15682 16771 -1089 -1089 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 29430 29231 199 199 3033. ISHARES MSCI JAPAN ETF 2019-01-09 2019-04-04 167608 161212 6396 6396 10037. ISHARES MSCI JAPAN ETF 2019-04-04 554659 598886 -44227 -44227 4419. VANGUARD MID-CAP VIPERS 2018-10-16 2019-04-11 727100 689152 37948 37948 . 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 2870 2876 -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 2446 2593 -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 1983 1974 9 9 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-04-15 1666 1669 -3 -3 151. ALCON INC 2017-11-01 2019-04-15 8322 7704 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 2145 2327 -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 1603 1603 3000. FORTIS INC 3.055% 10/04/2026 DTD 06/28/2017 2019-04-18 2896 2907 -11 -11 75. MASIMO CORPORATION 2017-11-01 2019-04-18 9008 6738 2270 2270 50. NEXSTAR MEDIA GROUP INC-CL A 2019-04-18 5804 3442 2362 2362 . 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 15338 15392 -54 -54 4000. ENERGY TRANSFER OPERATNG 3.6% 02/01/2023 DTD 01/22/2013 2015-02-05 2019-04-25 4023 3964 59 59 5000. ENERGY TRANSFER OPERATNG 3.6% 02/01/2023 DTD 01/22/2013 2018-11-05 2019-04-25 5028 4884 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 3109 3459 -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 5903 6147 -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 9768 10000 -232 -232 11728. ISHARES MSCI JAPAN ETF 2019-05-07 636913 620280 16633 16633 1443. ISHARES MSCI JAPAN ETF 2018-12-17 2019-05-07 78443 76216 2227 2227 90. SINGAPORE TELECOMM LTD SPONS ADR NEW 2017-11-01 2019-05-07 2062 2488 -426 -426 445. ASE TECHNOLOGY HOLDING CO LTD-ADR 2017-11-01 2019-05-08 1968 2193 -225 -225 27000. SPRINGLEAF FINANCE CORP 6.125% 05/15/2022 DTD 05/15/2017 2017-11-27 2019-05-08 28418 27837 581 581 17000. UNITED CONTINENTAL HLDGS 5.000% 02/01/2024 DTD 01/26/2017 2017-10-30 2019-05-08 17340 17231 109 109 55. SINGAPORE TELECOMM LTD SPONS ADR NEW 2017-11-01 2019-05-09 1259 1520 -261 -261 3000. UNITED CONTINENTAL HLDGS 5.000% 02/01/2024 DTD 01/26/2017 2019-01-24 2019-05-09 3045 2993 52 52 2000. UNITED CONTINENTAL HLDGS 5.000% 02/01/2024 DTD 01/26/2017 2017-10-30 2019-05-09 2030 2027 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 1271 1520 -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 4923 5943 -1020 -1020 510. VODAFONE GROUP PLC-SP ADR 2017-11-01 2019-05-13 8857 15045 -6188 -6188 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 4343 5252 -909 -909 10000. CANADIAN PACIFIC RR CO NOTES 7 1/4% MAY 15 2019 2014-11-24 2019-05-15 10000 12056 -2056 -2056 . CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD 2016-07-26 2019-05-15 2559 2565 -6 -6 15000. ENCANA CORP 2009-09-23 2019-05-15 15000 16532 -1532 -1532 . 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 1560 1654 -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 716303 703239 13064 13064 . 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 812838 990139 -177301 -177301 . HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020 2018-09-18 2019-05-15 1803 1793 10 10 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-05-15 1478 1481 -3 -3 . WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL 2017-03-07 2019-05-15 2522 2522 45. EMERGENT BIOSOLUTIONS INC 2019-05-16 2073 2317 -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 1500 1628 -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 1755 1984 -229 -229 16. LYDALL INC 2019-05-17 321 712 -391 -391 66. EMERGENT BIOSOLUTIONS INC 2018-06-25 2019-05-20 2880 3358 -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 1268 2829 -1561 -1561 41. LYDALL INC 2018-06-27 2019-05-21 827 1788 -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 2794 5310 -2516 -2516 25. LYDALL INC 2018-06-28 2019-05-24 462 1090 -628 -628 155. VODAFONE GROUP PLC-SP ADR 2018-11-29 2019-05-24 2468 3310 -842 -842 200. VODAFONE GROUP PLC-SP ADR 2017-11-01 2019-05-24 3185 5900 -2715 -2715 . 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 1184 1350 -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 4196 4369 -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 5599 7266 -1667 -1667 . 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 3336 4021 -685 -685 145. SMITHS GROUP PLC- SPON ADR 2017-11-01 2019-05-30 2646 3065 -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 1979 2648 -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 5721 5319 402 402 50. NOVARTIS AG SPONS ADR 2019-04-15 2019-05-31 4277 4049 228 228 180. SMITHS GROUP PLC- SPON ADR 2017-11-01 2019-05-31 3240 3805 -565 -565 150. VERMILION ENERGY INC 2017-11-01 2019-05-31 3138 5279 -2141 -2141 . AMERICAN INTL GROUP INC 1901-01-01 2019-06-03 207 207 207 15000. EOG RESOURCES INC 2009-06-04 2019-06-03 15000 15308 -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 1993 2325 -332 -332 33. LYDALL INC 2019-06-04 652 1437 -785 -785 21000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012 2017-10-30 2019-06-04 22333 22673 -340 -340 105. SMITHS GROUP PLC- SPON ADR 2017-11-01 2019-06-04 1935 2220 -285 -285 45. LYDALL INC 2019-06-05 873 1951 -1078 -1078 5000. MPLX LP SR NTS 4.5% 07/15/2023 DTD 2017-09-14 2019-06-05 5262 5319 -57 -57 2000. CNA FINANCIAL CORP 5 7/8% AUG 15 2020 2010-08-05 2019-06-06 2079 1994 85 85 72. LYDALL INC 2019-06-06 1377 3073 -1696 -1696 105. SMITHS GROUP PLC- SPON ADR 2017-11-01 2019-06-06 1957 2220 -263 -263 86. LYDALL INC 2019-06-07 1682 3565 -1883 -1883 145. SMITHS GROUP PLC- SPON ADR 2017-11-01 2019-06-07 2739 3065 -326 -326 29. LYDALL INC 2019-06-10 582 1149 -567 -567 145. SMITHS GROUP PLC- SPON ADR 2017-11-01 2019-06-10 2740 3065 -325 -325 145. SMITHS GROUP PLC- SPON ADR 2017-11-01 2019-06-11 2764 3065 -301 -301 5000. BOSTON PROPERTIES LP 3.800% 02/01/2024 DTD 06/27/2013 2016-10-18 2019-06-12 5204 5310 -106 -106 145. SMITHS GROUP PLC- SPON ADR 2017-11-01 2019-06-12 2760 3065 -305 -305 285. HONDA MTR LTD SPONS ADR 2017-11-01 2019-06-13 7289 9026 -1737 -1737 145. SMITHS GROUP PLC- SPON ADR 2017-11-01 2019-06-13 2765 3065 -300 -300 230. DAVE & BUSTER'S ENTERTAINMEN 2017-11-01 2019-06-14 9223 10977 -1754 -1754 140. SMITHS GROUP PLC- SPON ADR 2017-11-01 2019-06-14 2614 2960 -346 -346 . CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD 2016-07-26 2019-06-17 2614 2620 -6 -6 70. DAVE & BUSTER'S ENTERTAINMEN 2017-11-01 2019-06-17 2798 3341 -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 1044 1085 -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 1063 1142 -79 -79 . FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011 2012-01-19 2019-06-17 2001 2121 -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 2267 2460 -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 1757 1748 9 9 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-06-17 1481 1484 -3 -3 14635. SCHWAB U.S. TIPS ETF 2019-06-17 813790 804766 9024 9024 70. SMITHS GROUP PLC- SPON ADR 2017-11-01 2019-06-17 1301 1480 -179 -179 . WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL 2017-03-07 2019-06-17 2978 2978 2000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018 2018-04-10 2019-06-18 2149 1981 168 168 4000. DOW CHEMICAL CO THE 4 1/4% NOV 15 2020 2014-01-07 2019-06-19 4111 4294 -183 -183 . GNMA II 1999-01-20 2019-06-20 94 92 2 2 . 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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 1092 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 1007 1148 -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 4092 4261 -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 4328 2442 1886 1886 . 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 1084 -240 -240 220. 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TECHNOLOGY CO 4. 10256 10474 24702RAQ4 DELL INC 4 5/8% APR 34617 34955 25243YAP4 DIAGEO CAPITAL PLC 4 11629 10254 25278XAH2 DIAMONDBACK ENERGY I 15044 15750 25470XAL9 DISH DBS CORP 5.000% 23120 23190 26441YAY3 DUKE REALTY LP 3.750 9884 10459 268648AN2 EMC CORP 3.375% 06/0 26087 26853 26884ABF9 ERP OPERATING LP 2.8 4872 5053 28470RAF9 ELDORADO RESORTS INC 4999 5256 29078EAA3 EMBARQ CORP NOTES 7. 22263 21292 29278NAL7 ENERGY TRANSFER OPER 9226 9392 29365TAG9 ENTERGY TX INC 4.0% 9981 10779 29379VBB8 ENTERPRISE PRODUCTS 998 1060 29444UAQ9 EQUINIX INC 5.875% 0 34251 33880 294752AH3 EQUITY ONE INC 3.750 10407 10375 30161NAW1 EXELON CORP 2.500% 0 10030 10247 30219GAK4 EXPRESS SCRIPTS HOLD 9926 10294 3128MMFR9 FHLMC GOLD G18175 5. 7978 7616 3133TSJV6 FREDDIE MAC SER 2306 5269 5745 313586RC5 FNMA ZERO CPN 10/09/ 34714 34781 31358Q4G7 FNMA 7.50% SER 1992- 2156 2164 31371KLJ8 FNMA 254229 6.5% 02/ 8019 8058 3137A2B26 FHLMC MULTIFAMILY ST 61197 59978 3137A2J36 FHLMC 3766 CL MB 3.5 36180 35882 3137A62R2 FHLMC 3796 CL PB 5% 74400 70337 3137A8JS8 FHLMC -3822 CL PA 5 23915 23851 3137AA5D1 FHLB SER 3854 CL EW 34198 33057 3137ADQ34 FHLMC SER 3887 CL PB 35068 33578 31380BCE8 FNMA 434869 6.5% 08/ 255 284 31380MZD1 FNMA 444540 6% 11/01 5540 5450 3138ELUF8 FNMA AL4181 5% 09/01 3969 3816 3138LFL55 FNMA AN3047 2.37% 10 45859 47750 3138WLCS0 FNMA AS9980 4% 06/01 43369 43033 31392BPJ9 FNMA 2001-81 CL GE 6 19422 19644 31392BVX1 FEDERAL NATL MTG ASS 1122 1092 31393AE45 FANNIE MAE SER 2003- 13652 13823 31393APU5 FNMA 2003-25 CL KP R 80103 82490 31393CMC4 FEDERAL NATL MTG ASS 7610 7246 31393CPD9 FNMA REMIC TRUST 5% 2987 3171 31393CSV6 FNMA SER 2003-45 CL 78630 77656 31393NVW6 FREDDIE MAC SER 2598 9471 9747 31393NXV6 FHLMC SER 2596 CL QH 18854 18650 31393RJ92 FHLMC MULTICLASS MTG 11747 12737 31393YYL3 FANNIE MAE SER 2004- 20996 21247 31394ABD7 FNMA REMIC TRUST 5.5 7565 7793 31394BE83 FNMA 2004-101 CL TB 37362 37175 31394BTR5 FNMA SER 2004-90 CL 51826 50101 31394MYB0 FHLMC REMIC SER 2720 2441 2593 31394WCK2 FREDDIE MAC SER 2773 3584 3489 31395TM92 FHLMC JUL2963 CL DE 37960 38563 31395UKP5 FHLMC SER 2978 CL JG 22337 22288 31396CZL7 FREDDIE MAC SER 3052 53021 51244 31396GL82 FHLMC SER 3101 CL PE 20042 20241 31396KGX4 FANNIE MAE SER 2006- 13626 14223 31396NCE4 FHLMC SER 3139 5.5% 18800 19402 31396VYE2 FANNIE MAE SER 2007- 4985 5222 31397FQV7 FHLMC SER 3290 5.5% 11351 11432 31397FT93 FHLMC SER 3293 CL MP 31900 33132 31397HJC3 FHLMC SER 3316 CL CD 3107 3313 31398EBY9 FHLMC SER 3540 CL TB 6707 6957 31398JUA9 FHLMC SER 3575 CL EB 13006 12671 31402CPA4 FNMA 725017 5.5% 12/ 7455 8159 31403VVR7 FNMA 759424 5.5% 01/ 1946 2133 31417ACQ0 FNMA AB3678 3.5% 10/ 20808 21279 316773CX6 FIFTH THIRD BANCORP 4991 5254 320517AB1 FIRST HORIZON NATION 10126 10118 34528QFJ8 FORD CREDIT FLOORPLA 24578 24963 34999AFV6 FORTIS INC SR NTS 3. 6762 6946 35177PAT4 FRANCE TELECOM 5 3/8 5642 5002 35671DAZ8 FREEPORT-MCMORAN C & 26679 27000 35671DBC8 FREEPORT-MCMORAN C & 12346 11895 35671DBH7 FREEPORT-MCMORAN INC 13072 13228 361841AH2 GLP CAPITAL LP / FIN 28966 29195 36186CBY8 GMAC 8% NOV 01 2031 38975 40973 36202C6Y4 GNMA II 6% DEC 20 20 5117 5816 36202C7L1 GNMA II GTD PASS THR 2140 2437 36209UBR6 GNMA 481648 7% 09/15 1007 1053 36225BAM0 GNMA 780912 6.5% 11/ 3050 3515 364725BE0 GANNETT CO INC 6.375 19922 19570 37045XBK1 GENERAL MOTORS FINL 15191 15218 375558AW3 GILEAD SCIENCES INC 5122 5301 38141EC23 GOLDMAN SACHS GROUP 15785 15729 38141GWG5 GOLDMAN SACHS GROUP 17582 18014 38141GWM2 GOLDMAN SACHS GROUP 19489 20186 382550BG5 GOODYEAR TIRE & RUBB 32521 30400 38373Q2L4 GNMA 2003-46 CL MB 5 31641 30865 38373Q2M2 GNMA 2003-46 CL MC 5 33713 33826 38373S7F8 GNMA SER 2003-29 CL 25333 24808 38373STN7 GNMA 2003-20 CL MB 5 17649 17804 38373VSV3 GNMA REMIC 2002-66 C 7474 6974 38374FN75 GNMA 2004-18 CL WD 5 30090 30211 38374FW75 GNMA 2004-21 CL PD 5 57547 57231 38374H5B2 GNMA II SER 2004-69 21334 22028 38374KLR2 GNMA SER 2005-6 CL U 26661 25890 38374KQT3 GNMA 2005-3 CL MK 5. 47457 46245 38374L5P2 GNMA 2005-74 CL GC 5 18615 17370 38375JJQ9 GNMA SER 2007-7 CL P 8654 8897 38869PAM6 GRAPHIC PACKAGING IN 13404 13195 404119BV0 HCA INC 5.500% 06/15 20427 21346 404121AJ4 HCA INC 5.625% 09/01 40677 42218 404280AL3 HSBC HOLDINGS PLC 4. 17016 15883 432833AB7 HILTON DOMESTIC OPER 13216 13195 43814UAG4 HONDA AUTO RECEIVABL 38999 39482 44106MAR3 HOSPITALITY PROP TRU 10394 10352 44107TAU0 HOST HOTELS & RESORT 4912 5120 44930UAD8 HYUNDAI AUTO RECEIVA 1942 1951 451102BM8 ICAHN ENTERPRISES/FI 52103 51938 458140AS9 INTEL CORP 3.700% 07 2996 3215 459745GN9 INTL LEASE FINANCE C 5380 5445 459745GQ2 INTL LEASE FINANCE C 5296 5156 461070AP9 INTST PWR & LT SR NT 4987 5420 46132FAB6 INVESCO FINANCE PLC 9966 10598 472319AF9 JEFFRIES GROUP INC 8 10585 10021 50199APP2 L BRANDS INC 5.625% 28491 27999 513075BE0 LAMAR MEDIA CORP 5.0 19480 19333 524901AT2 LEGG MASON INC 3.950 10097 10460 526057BW3 LENNAR CORP 4.875% 1 13589 13699 527298BD4 LEVEL 3 FINANCING IN 27573 27034 527298BH5 LEVEL 3 FINANCING IN 27982 27878 53227JAB0 LIFE STORAGE LP 4.0% 4974 5140 534187AY5 LINCOLN NATIONAL COR 5886 5109 548661CV7 LOWE'S COMPANIES INC 5050 5153 552953CC3 MGM RESORTS INTL 6.0 42851 43350 552953CE9 MGM RESORTS INTL 5.7 12517 13050 55305BAQ4 M/I HOMES INC 5.625% 11093 11165 55336VAK6 MPLX LP 4.125% 03/01 5092 5232 559079AK4 MAGELLAN HEALTH SRVC 5065 4945 56501RAB2 MANULIFE FINANCIAL C 5529 5151 576323AN9 MASTEC INC 4.875% 03 26460 26358 576434UW2 MASTR ALTERNATIVE LN 23 24 595112BC6 MICRON TECHNOLOGY IN 13710 13374 61746BDJ2 MORGAN STANLEY 3.750 25710 26097 61747WAL3 MORGAN STANLEY 5 1/2 28347 26546 61945CAG8 MOSAIC CO 4.050% 11/ 4863 5165 626717AH5 MURPHY OIL CORP 6.87 33999 33600 629377CA8 NRG ENERGY INC 7.250 25957 26430 629377CC4 NRG ENERGY INC 6.625 5209 5431 62943WAB5 NRG YIELD OPERATING 27949 27473 629568AX4 NABORS INDUSTRIES IN 10698 10725 637071AJ0 NATIONAL OILWELL VAR 9635 9983 637417AH9 NATIONAL RETAIL PROP 5123 5272 637417AK2 NATIONAL RETAIL PROP 4980 5103 64110LAL0 NETFLIX INC 5.875% 0 12396 13230 65339KAG5 NEXTERA ENERGY CAPIT 4752 5196 65409QBA9 NIELSEN FINANCE LLC/ 27178 27064 65473QBE2 NISOURCE FINANCE COR 15256 15509 65478HAD0 NISSAN AUTO RECEIVAB 47225 47984 654902AE5 NOKIA OYJ 4.375% 06/ 27232 27709 666807BA9 NORTHCORP GRUMMAN CO 5625 5010 670346AM7 NUCOR CORP 4.000% 08 5226 5295 67077MAC2 NUTRIEN LTD 3.625% 0 9911 10369 67077MAL2 NUTRIEN LTD 3.375% 0 4846 5123 674599BY0 OCCIDENTAL PETROLEUM 5175 5113 681919BA3 OMNICOM GROUP INC 3. 5154 5229 686330AJ0 ORIX CORP 3.700% 07/ 9821 10514 693475AP0 PNC FINANCIAL SERVIC 20860 21048 69370CAA8 PTC INC 6.000% 05/15 33054 32473 71654QAW2 PETROLEOS MEXICANOS 11200 10125 720186AL9 PIEDMONT NAT GAS CO 9975 10458 73179PAK2 POLYONE CORP 5.250% 26244 26375 74251VAE2 PRINCIPAL FINANCIAL 10030 10208 74432QBM6 PRUDENTIAL FINANCIAL 5738 5148 744448CD1 PUBLIC SERVICE COLOR 4980 5034 745867AW1 PULTEGROUP INC 5.500 14065 14040 747525AU7 QUALCOMM INC 3.250% 9953 10196 74834LAP5 QUEST DIAGNOSTIC INC 5271 5059 750236AU5 RADIAN GROUP INC 4.5 38505 38923 75281AAS8 RANGE RESOURCES CORP 26046 23693 756109AQ7 REALTY INCOME CORP 3 9896 10601 7591EPAP5 REGIONS FINL CORP SR 10292 10458 760759AP5 REPUBLIC SERVICES IN 5983 6190 761713BG0 REYNOLDS AMERICAN IN 10638 10598 761735AP4 REYNOLDS GRP ISS/REY 10752 10687 774341AK7 ROCKWELL COLLINS INC 10148 10430 776743AD8 ROPER TECHNOLOGIES I 10304 10438 78454LAL4 SM ENERGY CO 5.625% 24968 23660 80284MAF7 SANTANDER DRIVE AUTO 1555 1552 80285GAD4 SANTANDER DRIVE AUTO 24938 25029 80285TAE4 SANTANDER DRIVE AUTO 33734 34050 810186AP1 SCOTTS MIRACLE-GRO C 13774 13195 81618TAB6 SELECT INCOME REIT 3 10028 10032 81721MAM1 SENIOR HOUSING PROPE 4916 4853 817565CB8 SERVICE CORP INTL 5. 28309 27776 82481LAC3 SHIRE ACQ INV IRELAN 5037 5047 845467AL3 SOUTHWESTERN ENERGY 25735 23790 84762LAU9 SPECTRUM BRANDS INC 20026 19736 85172FAM1 SPRINGLEAF FINANCE C 22128 24090 85172FAN9 SPRINGLEAF FINANCE C 28728 29506 857477AZ6 STATE STREET CORP VA 14545 15157 858119BD1 STEEL DYNAMICS INC 5 13756 13471 858119BH2 STEEL DYNAMICS INC 4 9770 9950 86614WAD8 SUMMIT MID HLDS LLC 13290 11375 86765LAL1 SUNOCO LP/FINANCE CO 21168 21866 86787EBC0 SUNTRUST BK SR NTS 3 9997 10312 87243QAB2 TENET HEALTHCARE COR 19465 19594 87264AAN5 T-MOBILE USA INC 6.3 57609 56079 87299ATH7 CB T-MOBILE USA INC 87612BAM4 TARGA RESOURCES PART 27580 27374 87927VAV0 TELECOM ITALIA CAPIT 14017 12403 879369AE6 TELEFLEX INC 4.875% 19847 19713 87938WAM5 TELEFONICA EMISIONES 5625 5102 88023UAG6 TEMPUR SEALY INTL IN 27763 28013 88033GBY5 TENET HEALTHCARE COR 31173 31426 883556BR2 THERMO FISHER SCIENT 14573 15100 88947EAK6 TOLL BROS FINANCE CO 8557 8500 89114QBG2 TORONTO-DOMINION BAN 2995 2996 893526BY8 TRANSCANADA PIPELINE 7585 5525 893526DM2 TRANS-CANADA PIPELIN 9796 9999 893647AW7 TRANSDIGM INC 6.000% 13393 13130 89376VAA8 TRANSMONTAIGE PARTNE 8096 7700 893830BB4 TRANSOCEAN INC 7 1/8 11530 11564 90265EAL4 UDR INC MTN 2.950% 0 4938 4969 909218AB5 UNIT CORP 6 5/8% MAY 22145 19800 910047AK5 UTD CONTL HLDGS 4.87 21963 22550 911308AA2 UNITED PARCEL SERVIC 12925 10450 911365BD5 UNITED RENTALS NORTH 23319 22908 911365BF0 UNITED RENTALS NORTH 32584 33680 9128282A7 US TREAS 1.5% 08/15/ 72820 73043 9128284N7 US TREAS 2.875% 05/1 168984 182430 9128285M8 US TREAS 3.125% 11/1 124434 131550 9128286B1 US TREAS 2.625% 02/1 139705 147552 912828D56 US TREAS 2.375% 08/1 233966 231460 912828G38 US TREAS 2.25% 11/15 61017 61369 912828K74 US TREAS 2% 08/15/25 189028 191721 912828LY4 US TREAS 3.375% 11/1 223149 226010 912828MP2 US TREAS 3.625% 02/1 106658 100937 912828ND8 US TREAS 3.5% 05/15/ 109477 101277 912828P46 US TREAS 1.625% 02/1 98465 98480 912828R36 US TREAS 1.625% 05/1 220236 221299 912828RC6 US TREAS 2.125% 08/1 267205 266945 912828V98 US TREAS 2.25% 02/15 99895 102414 912828VB3 US TREAS 1.75% 05/15 62796 65012 912833LQ1 U S A TREAS STRIP IN 23051 22987 912833LV0 U S A TREAS INT PMT 62696 62609 912920AC9 U S WEST COMMUNICATI 12968 12979 91324PBM3 UNITEDHEALTH GROUP I 10921 10160 91324PBT8 UNITEDHEALTH GROUP I 5232 5117 92276MAZ8 VENTAS REALTY LP/CAP 5050 5112 92340LAA7 VEREIT OPERATING PAR 10565 10810 92343EAH5 VERISIGN INC 5.250% 19056 19215 92553PAX0 VIACOM INC 3.875% 04 3968 4166 92553PBD3 VIACOM INC VAR RT 02 13324 13267 92658TAQ1 VIDEOTRON LTEE 5% JU 13751 13618 927804FQ2 VIRGINIA ELEC & POWE 998 1041 929089AD2 VOYA FINANCIAL INC 3 4933 5081 942683AF0 ACTAVIS INC 3.250% 1 10024 10163 94946TAC0 WELLCARE HEALTH PLAN 28281 28148 94974BFJ4 WELLS FARGO & COMPAN 25443 25684 949779AC6 WELLS FARGO MTG BACK 969 1009 95040QAD6 WELLTOWER INC 4.250% 4998 5344 95081QAM6 WESCO DISTRIBUTION I 13150 13325 958102AM7 WESTERN DIGITAL CORP 18135 17659 959802AU3 WESTERN UNION CO/THE 9957 10257 981464GC8 WORLD FINANCIAL NETW 24997 24980 981464GH7 WORLD FINANCIAL NETW 54108 55064 98162CAD3 WORLD OMNI AUTOMOBIL 25998 26417 98162KAC7 WORLD OMNI AUTOMOBIL 22896 22882 98212BAH6 WPX ENERGY INC SR NT 18103 18630 984121CQ4 XEROX CORPORATION 3. 20424 22394 375204 ABB LTD-SPON ADR 61675 46870 1744101 AMN HEALTHCARE SERVICE 26269 33906 8492100 AGREE REALTY CORP 14405 17614 18805101 ALLIANZ SE-SPON ADR 61372 62488 30506109 AMERICAN WOODMARK COR 28906 25978 35290105 ANIXTER INTERNATIONAL 20547 17913 46353108 ASTRAZENECA PLC-SPONS 34255 40661 57665200 BALCHEM CORP 23159 27492 67806109 BARNES GROUP INC 27355 23945 89302103 BIG LOTS INC 21102 15020 96813209 BOC HONG KONG HLDS-SP 32915 27440 110448107 BRITISH AMERICAN TOB 51617 27722 126501105 CTS CORP 18247 14480 127190304 CACI INTERNATIONAL I 28458 40918 128126109 CALAMP CORP 25387 13140 132011107 CAMBREX CORP 18602 19894 143873107 CAROLINA FINANCIAL C 26126 21931 144285103 CARPENTER TECHNOLOGY 20750 20392 144577103 CARRIZO OIL & GAS IN 22183 13277 197236102 COLUMBIA BANKING SYS 19652 16281 233825207 DAIMLER AG UNSPONSOR 41644 32318 251566105 DEUTSCHE TELEKOM AG- 46924 46211 256206103 DODGE & COX INTL STO 1290782 1235900 258278100 DORMAN PRODUCTS INC 19859 24922 302081104 EXLSERVICE HOLDINGS 26354 28105 315911727 FIDELITY INTERNATION 3375257 3122917 315911750 FIDELITY 500 INDEX F 5216902 5496378 349853101 FORWARD AIR CORP 30259 31054 353514102 FRANKLIN ELECTRIC CO 23825 24938 387328107 GRANITE CONSTRUCTION 36074 28908 391416104 GREAT WESTERN BANCOR 25357 23218 404280406 HSBC HOLDINGS PLC-SP 57645 49462 438128308 HONDA MOTOR CO LTD-S 30403 25194 450737101 IBERDROLA SA-SPONSOR 57994 71848 451107106 IDACORP INC 29834 32640 457985208 INTEGRA LIFESCIENCES 28147 33510 464287655 ISHARES RUSSELL 2000 1080443 1162518 464288182 ISHARES MSCI ALL COU 1783463 1692268 493732101 KFORCE INC 14652 21580 502175102 LTC PROPERTIES INC 24398 23972 505336107 LA-Z-BOY INC 12886 14564 537008104 LITTELFUSE INC 19576 18752 539439109 LLOYDS BANKING GROUP 40731 28116 553573106 MSG NETWORK INC USD0 13475 16074 553777103 MTS SYSTEMS CORP 27141 30845 566324109 MARCUS & MILLICHAP I 22046 23909 576485205 MATADOR RESOURCES CO 30508 22922 587376104 MERCANTILE BANK CORP 17118 15414 591520200 METHODE ELECTRONICS 26434 17256 624580106 MOVADO GROUP INC 18462 15525 626188106 MUENCHENER RUECK-UNS 49436 55464 629334103 NN GROUP NV - UNSPON 55077 52178 641069406 NESTLE SA-SPONS ADR 63314 78067 654624105 NIPPON TELEGRAPH & T 56109 54632 680033107 OLD NATIONAL BANCORP 25992 23641 686331109 ORKLA ASA-SPON ADR 10554 9404 701769408 PARNASSUS CORE EQUIT 2452426 2572198 771195104 ROCHE HOLDINGS LTD-S 54697 65813 780259107 ROYAL DUTCH SHELL-SP 50188 50620 816300107 SELECTIVE INSURANCE 37096 46806 826197501 SIEMENS AG-SPONS ADR 67853 55484 840441109 SOUTH STATE CORP 25780 27626 853666105 STANDARD MOTOR PRODS 21137 19496 860630102 STIFEL FINANCIAL COR 31982 35436 864159108 STURM RUGER & CO INC 13189 14110 871237103 SYKES ENTERPRISES IN 21369 20265 902788108 UMB FINANCIAL CORP 16519 14810 904784709 UNILEVER N V -NY SHA 55816 58595 909907107 UNITED BANKSHARES IN 32301 33381 911271302 UNITED OVERSEAS BANK 56166 59563 913259107 UNITIL CORP 12833 15571 915436109 UPM-KYMMENE OYJ-SPON 44904 46985 922908629 VANGUARD MID-CAP ETF 1680964 1855476 923725105 VERMILION ENERGY INC 22875 14125 989825104 ZURICH INSURANCE GRO 57967 66215 46090E103 INVESCO QQQ TR UNITS 1432234 1616235 00171C304 AMG MG FAIRPT MC-Z 1057948 952292 00215W100 ASE TECHNOLOGY HOLDI 46629 37375 03475V101 ANGIODYNAMICS INC 18145 16126 04911A107 ATLANTIC UNION BANKS 30559 31797 05523R107 BAE SYSTEMS PLC -SPO 60050 47884 05534B760 BCE INC 44619 44116 05565A202 BNP PARIBAS-ADR 55582 40256 08160H101 BENCHMARK ELECTRONIC 19681 17584 13123X102 CALLON PETROLEUM CO 29871 17958 14042Y601 CAPITAL GR NON US EQ 762279 787464 16941R108 CHINA PETROLEUM & CH 35108 27621 25243Q205 DIAGEO PLC-SPONSORED 44105 56004 27616P103 EASTERLY GOVERNMENT 30656 28578 29286D105 ENGIE 32674 30009 36237H101 G-III APPAREL GROUP 21196 16917 37733W105 GLAXOSMITHKLINE PLC- 44827 49025 45262P102 IMPERIAL BRANDS PLC- 62561 37766 46429B598 ISHARES MSCI INDIA E 1649651 1668772 46429B671 ISHARES MSCI CHINA E 1657884 1533810 46434G103 ISHARES CORE MSCI EM 2455587 2476322 46434G822 ISHARES INC MSCI JAP 946150 978565 48129C603 JPM US L/C CORE PL F 1565084 2226219 50187A107 LHC GROUP INC 15274 38266 55315J102 MMC NORILSK NICKEL P 35639 42922 56501R106 MANULIFE FINANCIAL C 38893 34724 58506Q109 MEDPACE HOLDINGS INC 13933 14720 59410T106 MICHELIN (CGDE)-UNSP 58581 53109 63935N107 NAVIGANT CONSULTING 20887 26831 65336K103 NEXSTAR MEDIA GROUP, 20608 32623 66987V109 NOVARTIS AG-SPONSORE 61834 76244 68213N109 OMNICELL INC 15728 28734 69318J100 PC CONNECTION INC 12741 16406 74160Q301 PRIMECAP ODYSSEY STO 1327683 2527643 80105N105 SANOFI-ADR 31479 29856 81725T100 SENSIENT TECHNOLOGIE 27464 26747 82706C108 SILICON MOTION TECHN 19044 17752 83238P203 SMITHS GROUP PLC- SP 22091 20754 83272W106 SMURFIT KAPPA GROUP 44247 42827 83546A203 SONIC HEALTHCARE LTD 49327 55451 87936R106 TELEFONICA BRASIL-AD 32905 27537 88162G103 TETRA TECH INC 25026 39275 92189F106 VANECK VECTORS GOLD 767282 944851 92204A405 VANGUARD FINANCIALS 729487 753037 92214X106 VAREX IMAGING CORP 16731 13976 F92124100 TOTAL SA-SPON ADR 51722 51048 G037AX101 AMBARELLA INC 21026 16549 G0464B107 ARGO GROUP INTERNATI 19032 25547 H42097107 UBS GROUP AG-REG 37890 26544 36582922 AREA EF IV PRIVATE IN AT COST 392770 655301 238568919 RIDGE SELECT: PRIVAT AT COST 694000 709310 290809185 CSFR PRIVATE INVESTO AT COST 360 345162929 AP VIII (APAX) PRIVA AT COST 47395 649355 464285105 ISHARES GOLD TRUST AT COST 1410290 1543523 484981964 GSO PRIVATE INVESTOR AT COST 146858 251079 532458916 YORK EUROPEAN OPPORT AT COST 1873000 1853461 651912933 NEWBROOK CAPITAL OFF AT COST 850000 890923 827994922 SILVER LAKE PARTNERS AT COST 485906 1372637 976491910 THE WINTON FUND LIMI AT COST 1024631 1019825 4225629A8 BLACKSTONE REAL ESTA AT COST 684345 8M9122924 POLAR LONG/SHORT FUN AT COST 850000 908274 HFFRTALT5 FORT GLOBAL OFFSHORE AT COST 1000000 1095162 HFLCPBFP8 LAKEWOOD CAPITAL OFF AT COST 750000 740174 HFMRNALE6 MARINER ATLANTIC, LT AT COST 694000 703414 HFNWMARL3 EMERGING MARKET CURR AT COST 1000000 1055269 HFVARARG8 VARDE CREDIT PARTNER AT COST 1873000 1842535 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 5297257 COST BASIS ADJUSTMENT 59156 2018 TRANSACTION POSTED IN 2019 1780 ROUNDING 3 UIT EXPENSES 1516 1516 0 MINERAL INT - PRODUCTION TAX 82010 82010 0 MINERAL INT - AD VALOREM TAX 98580 98580 0 ROYALTY OTHER EXPENSES 5347 5347 0 OTHER EXPENSES 2215 2215 0 ROYALTY INCOME 1951695 1951695 PRIOR YEAR FEE REVERSAL 3838 2017 TRANSACTION POSTED IN 2018 1510 UIT EXPENSE - IR ADJUSTMENT 1516 COST BASIS ADJUSTMENT 887 INVESTMNT MNGMNT FEES (NON-DED 92309 92309 FOREIGN TAXES 12287 12287 0 FOREIGN TAXES ON QUALIFIED FOR 30138 30138 0 FOREIGN TAXES ON NONQUALIFIED 5531 5531 0