2020-02-05T09:00:26-06:00 2019-11-30 134008324 PRICEWATERHOUSECOOPERS LLP 600 GRANT STREET PITTSBURGH PA 15219 990PF 2018-12-01 236754370 GIBBS VAR CHAR GIBB 8887304933 6325 S RAINBOW BLVD STE 300 LAS VEGAS NV 89118 - TRUSTEE 8887304933 2020-02-02 true JOSEPH J CASTRIANO P01251603 4123556000 2020-02-02 X 2018 2022-09-23 18:48:47Z X 14186823 X 289368 289348 301549 3012200 301549 0 590917 590897 116556 104900 11656 0 0 0 0 0 0 1054 0 0 1054 0 0 11646 2846 0 0 0 0 0 0 0 439 439 129695 108185 0 12710 690000 690000 819695 108185 0 702710 -228778 482712 0 379784 459163 459163 0 0 0 10664343 10362236 13727660 11044127 10821399 14186823 0 X 11044127 10821399 11044127 10821399 11044127 10821399 11044127 -228778 6060 10821409 10 10821399 4999.97787 US TREASURY NOTE 3.625% 2/15/20 2015-11-24 2018-12-12 5048 5425 -377 -377 25000.02213 US TREASURY NOTE 3.625% 2/15/20 2015-11-24 2018-12-12 25240 27123 -1883 -1883 9.71 FHLMC POOL A40746 5.500% 12/01/35 2005-12-12 2018-12-15 10 10 94.55 FHLMC POOL G11981 5.000% 4/01/21 2006-05-19 2018-12-15 95 94 1 1 37.9 FHLMC POOL G08015 5.500% 10/01/34 2004-12-10 2018-12-15 38 39 -1 -1 17.24 FHLMC POOL #A95765 4.000% 12/01/40 2010-11-23 2018-12-15 17 18 -1 -1 4.4 FHLMC POOL A10322 5.000% 6/01/33 2003-05-28 2018-12-15 4 4 8.17 FHLMC POOL A14186 5.500% 10/01/33 2004-03-10 2018-12-15 8 8 2.9 FHLMC POOL C49776 6.000% 5/01/31 2001-05-16 2018-12-15 3 3 2.28 FHLMC POOL C58858 6.000% 10/01/31 2001-10-01 2018-12-15 2 2 28.57 FHLMC POOL #Q30470 4.000% 12/01/44 2016-04-13 2018-12-15 29 31 -2 -2 9. GNMA POOL #570489 6.000% 12/15/31 2002-06-10 2018-12-15 9 9 13.79 GNMA POOL 422650 6.500% 4/15/26 1997-01-31 2018-12-15 14 14 1.98 GNMA POOL 519620 8.000% 9/15/30 2001-05-14 2018-12-15 2 2 14.22 GNMA POOL 780570 7.000% 5/15/27 1997-09-15 2018-12-15 14 14 18.86 GNMA POOL 780615 6.500% 8/15/27 1998-03-05 2018-12-15 19 19 7.5 VR GNMA POOL 2699 6.000% 1/20/29 1999-02-08 2018-12-20 8 7 1 1 27. AMERIPRISE FINL INC 2018-08-08 2018-12-21 2725 3820 -1095 -1095 178. AMERIPRISE FINL INC 2015-09-11 2018-12-21 17965 18499 -534 -534 309. COMCAST CORP CLASS A 2013-04-11 2018-12-21 10550 6461 4089 4089 62. NIKE INC CL B 2017-10-30 2018-12-21 4512 3408 1104 1104 32. CENTENE CORP DEL 2016-06-01 2018-12-24 3515 2259 1256 1256 22. WABCO HOLDINGS INC 2016-12-12 2018-12-24 2215 2435 -220 -220 491.18 FED NATL MTG ASSN 3.500% 4/25/46 2017-04-03 2018-12-25 491 514 -23 -23 2.55 FNMA POOL 250322 7.500% 8/01/25 1996-04-29 2018-12-25 3 3 21.97 FNMA POOL 253673 7.500% 2/01/31 2001-06-04 2018-12-25 22 23 -1 -1 31.39 FNMA POOL 545064 6.500% 6/01/31 2004-01-13 2018-12-25 31 33 -2 -2 2.67 FNMA POOL 634885 6.000% 3/01/32 2002-03-05 2018-12-25 3 3 8.36 FNMA POOL #636697 6.000% 5/01/32 2002-08-01 2018-12-25 8 8 11.35 FNMA POOL AH8423 4.500% 4/01/41 2011-05-25 2018-12-25 11 12 -1 -1 10.38 FNMA POOL 722126 5.000% 7/01/33 2003-06-16 2018-12-25 10 11 -1 -1 14.16 FNMA POOL 731742 5.000% 9/01/33 2003-08-11 2018-12-25 14 14 22.61 FNMA POOL 757866 5.500% 11/01/33 2003-12-05 2018-12-25 23 23 8.28 FNMA POOL 794348 5.000% 9/01/34 2004-09-09 2018-12-25 8 8 4.88 FNMA POOL 825743 4.500% 7/01/35 2010-11-10 2018-12-25 5 5 3.97 FNMA POOL 881437 6.000% 7/01/36 2006-09-05 2018-12-25 4 4 1.68 FNMA POOL 898329 5.500% 12/01/36 2007-02-13 2018-12-25 2 2 10000. CITIGROUP INC 2.650% 10/26/20 2016-05-27 2019-01-10 9876 10086 -210 -210 15000. US TREASURY NOTE 3.625% 2/15/20 2015-11-24 2019-01-10 15162 16277 -1115 -1115 11.92 FHLMC POOL A40746 5.500% 12/01/35 2005-12-12 2019-01-15 12 12 91.35 FHLMC POOL G11981 5.000% 4/01/21 2006-05-19 2019-01-15 91 91 50.33 FHLMC POOL G08015 5.500% 10/01/34 2004-12-10 2019-01-15 50 51 -1 -1 16.88 FHLMC POOL #A95765 4.000% 12/01/40 2010-11-23 2019-01-15 17 17 4.32 FHLMC POOL A10322 5.000% 6/01/33 2003-05-28 2019-01-15 4 4 8.1 FHLMC POOL A14186 5.500% 10/01/33 2004-03-10 2019-01-15 8 8 2.84 FHLMC POOL C49776 6.000% 5/01/31 2001-05-16 2019-01-15 3 3 2.3 FHLMC POOL C58858 6.000% 10/01/31 2001-10-01 2019-01-15 2 2 148.32 FHLMC POOL #Q30470 4.000% 12/01/44 2016-04-13 2019-01-15 148 159 -11 -11 9.05 GNMA POOL #570489 6.000% 12/15/31 2002-06-10 2019-01-15 9 9 14.04 GNMA POOL 422650 6.500% 4/15/26 1997-01-31 2019-01-15 14 14 2.03 GNMA POOL 519620 8.000% 9/15/30 2001-05-14 2019-01-15 2 2 13.68 GNMA POOL 780570 7.000% 5/15/27 1997-09-15 2019-01-15 14 14 14.88 GNMA POOL 780615 6.500% 8/15/27 1998-03-05 2019-01-15 15 15 12.08 VR GNMA POOL 2699 6.000% 1/20/29 1999-02-08 2019-01-20 12 12 25000. ANHEUSER-BUSCH INBEV 2.650% 2/01/21 2018-06-25 2019-01-24 24790 24744 46 46 462.6 FED NATL MTG ASSN 3.500% 4/25/46 2017-04-03 2019-01-25 463 484 -21 -21 2.56 FNMA POOL 250322 7.500% 8/01/25 1996-04-29 2019-01-25 3 3 4.71 FNMA POOL 253673 7.500% 2/01/31 2001-06-04 2019-01-25 5 5 22.22 FNMA POOL 545064 6.500% 6/01/31 2004-01-13 2019-01-25 22 23 -1 -1 2.69 FNMA POOL 634885 6.000% 3/01/32 2002-03-05 2019-01-25 3 3 8.31 FNMA POOL #636697 6.000% 5/01/32 2002-08-01 2019-01-25 8 8 11.89 FNMA POOL AH8423 4.500% 4/01/41 2011-05-25 2019-01-25 12 12 10.47 FNMA POOL 722126 5.000% 7/01/33 2003-06-16 2019-01-25 10 11 -1 -1 14.19 FNMA POOL 731742 5.000% 9/01/33 2003-08-11 2019-01-25 14 14 22.8 FNMA POOL 757866 5.500% 11/01/33 2003-12-05 2019-01-25 23 23 8.32 FNMA POOL 794348 5.000% 9/01/34 2004-09-09 2019-01-25 8 8 4.9 FNMA POOL 825743 4.500% 7/01/35 2010-11-10 2019-01-25 5 5 3.98 FNMA POOL 881437 6.000% 7/01/36 2006-09-05 2019-01-25 4 4 1.69 FNMA POOL 898329 5.500% 12/01/36 2007-02-13 2019-01-25 2 2 538. COMCAST CORP CLASS A 2013-04-11 2019-02-14 20086 11250 8836 8836 10.17 FHLMC POOL A40746 5.500% 12/01/35 2005-12-12 2019-02-15 10 10 78.89 FHLMC POOL G11981 5.000% 4/01/21 2006-05-19 2019-02-15 79 78 1 1 20.41 FHLMC POOL G08015 5.500% 10/01/34 2004-12-10 2019-02-15 20 21 -1 -1 16.82 FHLMC POOL #A95765 4.000% 12/01/40 2010-11-23 2019-02-15 17 17 4.32 FHLMC POOL A10322 5.000% 6/01/33 2003-05-28 2019-02-15 4 4 8.23 FHLMC POOL A14186 5.500% 10/01/33 2004-03-10 2019-02-15 8 8 2.93 FHLMC POOL C49776 6.000% 5/01/31 2001-05-16 2019-02-15 3 3 2.31 FHLMC POOL C58858 6.000% 10/01/31 2001-10-01 2019-02-15 2 2 27.14 FHLMC POOL #Q30470 4.000% 12/01/44 2016-04-13 2019-02-15 27 29 -2 -2 9.1 GNMA POOL #570489 6.000% 12/15/31 2002-06-10 2019-02-15 9 9 13.5 GNMA POOL 422650 6.500% 4/15/26 1997-01-31 2019-02-15 14 13 1 1 2.01 GNMA POOL 519620 8.000% 9/15/30 2001-05-14 2019-02-15 2 2 13.34 GNMA POOL 780570 7.000% 5/15/27 1997-09-15 2019-02-15 13 13 14.16 GNMA POOL 780615 6.500% 8/15/27 1998-03-05 2019-02-15 14 14 9.06 VR GNMA POOL 2699 6.000% 1/20/29 1999-02-08 2019-02-20 9 9 2601. ISHARES DOW JONES SELECT DIVIDEND FD 2018-11-01 2019-02-20 255441 250164 5277 5277 1340. ISHARES RUSSELL MID-CAP ETF 2013-05-30 2019-02-20 71863 44810 27053 27053 1461. ISHARES RUSSELL MID-CAP ETF 2018-11-01 2019-02-20 78353 75022 3331 3331 252. ISHARES RUSSELL 2000 GROWTH ETF 2009-06-08 2019-02-20 49968 14492 35476 35476 587.947 JPMORGAN HIGH YIELD FUND SS 3580 2018-02-26 2019-02-20 4210 4259 -49 -49 640.587 JPMORGAN HIGH YIELD FUND SS 3580 2018-08-29 2019-02-20 4587 4512 75 75 20171.781 JPMORGAN HIGH YIELD FUND SS 3580 2006-12-04 2019-02-20 144430 147244 -2814 -2814 1802. VANGUARD FTSE EMERGING MARKETS ETF 2018-11-01 2019-02-20 74962 70594 4368 4368 15000. US TREASURY NOTE 3.625% 2/15/20 2015-11-24 2019-02-22 15155 15991 -836 -836 324.95 FED NATL MTG ASSN 3.500% 4/25/46 2017-04-03 2019-02-25 325 340 -15 -15 2.59 FNMA POOL 250322 7.500% 8/01/25 1996-04-29 2019-02-25 3 3 4.72 FNMA POOL 253673 7.500% 2/01/31 2001-06-04 2019-02-25 5 5 10.02 FNMA POOL 545064 6.500% 6/01/31 2004-01-13 2019-02-25 10 11 -1 -1 2.7 FNMA POOL 634885 6.000% 3/01/32 2002-03-05 2019-02-25 3 3 7.78 FNMA POOL #636697 6.000% 5/01/32 2002-08-01 2019-02-25 8 8 11.37 FNMA POOL AH8423 4.500% 4/01/41 2011-05-25 2019-02-25 11 12 -1 -1 10.39 FNMA POOL 722126 5.000% 7/01/33 2003-06-16 2019-02-25 10 11 -1 -1 14.24 FNMA POOL 731742 5.000% 9/01/33 2003-08-11 2019-02-25 14 14 22.91 FNMA POOL 757866 5.500% 11/01/33 2003-12-05 2019-02-25 23 23 8.36 FNMA POOL 794348 5.000% 9/01/34 2004-09-09 2019-02-25 8 8 4.93 FNMA POOL 825743 4.500% 7/01/35 2010-11-10 2019-02-25 5 5 10.69 FNMA POOL 881437 6.000% 7/01/36 2006-09-05 2019-02-25 11 11 1.7 FNMA POOL 898329 5.500% 12/01/36 2007-02-13 2019-02-25 2 2 24. BROADCOM INC 2017-08-29 2019-02-27 6519 5824 695 695 7. TRANSDIGM GROUP INC 2016-01-11 2019-02-27 3010 1603 1407 1407 20. ANALOG DEVICES INC 2018-02-22 2019-03-05 2168 1776 392 392 103. LAS VEGAS SANDS CORP 2016-06-16 2019-03-05 6149 4798 1351 1351 9.87 FHLMC POOL A40746 5.500% 12/01/35 2005-12-12 2019-03-15 10 10 73.48 FHLMC POOL G11981 5.000% 4/01/21 2006-05-19 2019-03-15 73 73 44.67 FHLMC POOL G08015 5.500% 10/01/34 2004-12-10 2019-03-15 45 46 -1 -1 24.79 FHLMC POOL #A95765 4.000% 12/01/40 2010-11-23 2019-03-15 25 25 4.72 FHLMC POOL A10322 5.000% 6/01/33 2003-05-28 2019-03-15 5 5 84.26 FHLMC POOL A14186 5.500% 10/01/33 2004-03-10 2019-03-15 84 87 -3 -3 2.95 FHLMC POOL C49776 6.000% 5/01/31 2001-05-16 2019-03-15 3 3 2.32 FHLMC POOL C58858 6.000% 10/01/31 2001-10-01 2019-03-15 2 2 188.04 FHLMC POOL #Q30470 4.000% 12/01/44 2016-04-13 2019-03-15 188 201 -13 -13 9.18 GNMA POOL #570489 6.000% 12/15/31 2002-06-10 2019-03-15 9 9 13.58 GNMA POOL 422650 6.500% 4/15/26 1997-01-31 2019-03-15 14 13 1 1 2.1 GNMA POOL 519620 8.000% 9/15/30 2001-05-14 2019-03-15 2 2 13.84 GNMA POOL 780570 7.000% 5/15/27 1997-09-15 2019-03-15 14 14 19.76 GNMA POOL 780615 6.500% 8/15/27 1998-03-05 2019-03-15 20 20 25000. XILINX INC 2.125% 3/15/19 2014-03-17 2019-03-15 25000 24934 66 66 13.78 VR GNMA POOL 2699 6.000% 1/20/29 1999-02-08 2019-03-20 14 14 28. ANALOG DEVICES INC 2017-09-01 2019-03-25 2939 2468 471 471 10. ARISTA NETWORKS INC 2018-10-10 2019-03-25 2986 2291 695 695 134. DOWDUPONT INC 2018-05-17 2019-03-25 7184 9165 -1981 -1981 503.79 FED NATL MTG ASSN 3.500% 4/25/46 2017-04-03 2019-03-25 504 527 -23 -23 2.6 FNMA POOL 250322 7.500% 8/01/25 1996-04-29 2019-03-25 3 3 4.78 FNMA POOL 253673 7.500% 2/01/31 2001-06-04 2019-03-25 5 5 14.41 FNMA POOL 545064 6.500% 6/01/31 2004-01-13 2019-03-25 14 15 -1 -1 2.72 FNMA POOL 634885 6.000% 3/01/32 2002-03-05 2019-03-25 3 3 27.19 FNMA POOL #636697 6.000% 5/01/32 2002-08-01 2019-03-25 27 28 -1 -1 85.46 FNMA POOL AH8423 4.500% 4/01/41 2011-05-25 2019-03-25 85 89 -4 -4 10.65 FNMA POOL 722126 5.000% 7/01/33 2003-06-16 2019-03-25 11 11 14.41 FNMA POOL 731742 5.000% 9/01/33 2003-08-11 2019-03-25 14 14 22.66 FNMA POOL 757866 5.500% 11/01/33 2003-12-05 2019-03-25 23 23 8.4 FNMA POOL 794348 5.000% 9/01/34 2004-09-09 2019-03-25 8 8 4.95 FNMA POOL 825743 4.500% 7/01/35 2010-11-10 2019-03-25 5 5 3.58 FNMA POOL 881437 6.000% 7/01/36 2006-09-05 2019-03-25 4 4 1.71 FNMA POOL 898329 5.500% 12/01/36 2007-02-13 2019-03-25 2 2 37. MONSTER BEVERAGE CORP 2015-12-03 2019-03-25 2016 1881 135 135 88. TORONTO DOMINION BK ONT COM NEW 2016-06-15 2019-03-25 4829 3806 1023 1023 10. ULTA SALON COSMETICS & FRAGRAN 2017-06-23 2019-03-25 3353 2852 501 501 40000. US BANCORP 2.200% 4/25/19 2017-02-15 2019-03-25 40000 40339 -339 -339 46. WABCO HOLDINGS INC 2016-06-01 2019-03-25 6496 4972 1524 1524 75000. FED HOME LN MTG CORP 3.750% 3/27/19 2010-12-29 2019-03-27 75000 79296 -4296 -4296 9.92 FHLMC POOL A40746 5.500% 12/01/35 2005-12-12 2019-04-15 10 10 58.7 FHLMC POOL G11981 5.000% 4/01/21 2006-05-19 2019-04-15 59 58 1 1 28.79 FHLMC POOL G08015 5.500% 10/01/34 2004-12-10 2019-04-15 29 29 16.99 FHLMC POOL #A95765 4.000% 12/01/40 2010-11-23 2019-04-15 17 17 4.36 FHLMC POOL A10322 5.000% 6/01/33 2003-05-28 2019-04-15 4 4 117.8 FHLMC POOL A14186 5.500% 10/01/33 2004-03-10 2019-04-15 118 121 -3 -3 2.97 FHLMC POOL C49776 6.000% 5/01/31 2001-05-16 2019-04-15 3 3 149.5 FHLMC POOL C58858 6.000% 10/01/31 2001-10-01 2019-04-15 150 149 1 1 179.55 FHLMC POOL #Q30470 4.000% 12/01/44 2016-04-13 2019-04-15 180 192 -12 -12 9.19 GNMA POOL #570489 6.000% 12/15/31 2002-06-10 2019-04-15 9 9 13.67 GNMA POOL 422650 6.500% 4/15/26 1997-01-31 2019-04-15 14 13 1 1 2.06 GNMA POOL 519620 8.000% 9/15/30 2001-05-14 2019-04-15 2 2 15.83 GNMA POOL 780570 7.000% 5/15/27 1997-09-15 2019-04-15 16 16 31.86 GNMA POOL 780615 6.500% 8/15/27 1998-03-05 2019-04-15 32 31 1 1 8.54 VR GNMA POOL 2699 6.000% 1/20/29 1999-02-08 2019-04-20 9 8 1 1 20. APPLE INC 2018-11-21 2019-04-22 4083 3579 504 504 139. BERSHIRE HATHAWAY INC. 2013-04-11 2019-04-22 29138 14822 14316 14316 494.53 FED NATL MTG ASSN 3.500% 4/25/46 2017-04-03 2019-04-25 495 517 -22 -22 11.23 FNMA POOL 250322 7.500% 8/01/25 1996-04-29 2019-04-25 11 11 4.82 FNMA POOL 253673 7.500% 2/01/31 2001-06-04 2019-04-25 5 5 36.8 FNMA POOL 545064 6.500% 6/01/31 2004-01-13 2019-04-25 37 39 -2 -2 1.6 FNMA POOL 634885 6.000% 3/01/32 2002-03-05 2019-04-25 2 2 7.99 FNMA POOL #636697 6.000% 5/01/32 2002-08-01 2019-04-25 8 8 11.17 FNMA POOL AH8423 4.500% 4/01/41 2011-05-25 2019-04-25 11 12 -1 -1 10.79 FNMA POOL 722126 5.000% 7/01/33 2003-06-16 2019-04-25 11 11 14.53 FNMA POOL 731742 5.000% 9/01/33 2003-08-11 2019-04-25 15 14 1 1 187.81 FNMA POOL 757866 5.500% 11/01/33 2003-12-05 2019-04-25 188 190 -2 -2 8.44 FNMA POOL 794348 5.000% 9/01/34 2004-09-09 2019-04-25 8 8 4.97 FNMA POOL 825743 4.500% 7/01/35 2010-11-10 2019-04-25 5 5 128.9 FNMA POOL 881437 6.000% 7/01/36 2006-09-05 2019-04-25 129 129 1.72 FNMA POOL 898329 5.500% 12/01/36 2007-02-13 2019-04-25 2 2 30000. US TREASURY NOTE 2.250% 2/29/20 2019-03-26 2019-04-25 29953 29953 20000. US TREASURY NOTE 3.625% 2/15/20 2010-06-24 2019-04-25 20188 20900 -712 -712 36. ULTIMATE SOFTWARE GROUP INC 2017-11-30 2019-05-03 11934 7574 4360 4360 22.6 ALCON INC 2016-06-15 2019-05-03 1330 1078 252 252 5.4 ALCON INC 2018-10-26 2019-05-03 318 279 39 39 202. ROCHE HOLDINGS LTD - ADR 2015-02-27 2019-05-09 6468 6884 -416 -416 47. SPIRIT AEROSYTSEMS HOLD-CL A 2016-10-03 2019-05-09 3945 2125 1820 1820 35. THERMO FISHER SCIENTIFIC INC 2011-04-14 2019-05-09 9358 1915 7443 7443 51. ZOETIS INC 2017-04-25 2019-05-09 5160 2812 2348 2348 9.97 FHLMC POOL A40746 5.500% 12/01/35 2005-12-12 2019-05-15 10 10 64.32 FHLMC POOL G11981 5.000% 4/01/21 2006-05-19 2019-05-15 64 64 44.03 FHLMC POOL G08015 5.500% 10/01/34 2004-12-10 2019-05-15 44 45 -1 -1 17.25 FHLMC POOL #A95765 4.000% 12/01/40 2010-11-23 2019-05-15 17 18 -1 -1 4.96 FHLMC POOL A10322 5.000% 6/01/33 2003-05-28 2019-05-15 5 5 7.85 FHLMC POOL A14186 5.500% 10/01/33 2004-03-10 2019-05-15 8 8 2.98 FHLMC POOL C49776 6.000% 5/01/31 2001-05-16 2019-05-15 3 3 1.74 FHLMC POOL C58858 6.000% 10/01/31 2001-10-01 2019-05-15 2 2 373.8 FHLMC POOL #Q30470 4.000% 12/01/44 2016-04-13 2019-05-15 374 400 -26 -26 9.16 GNMA POOL #570489 6.000% 12/15/31 2002-06-10 2019-05-15 9 9 14.38 GNMA POOL 422650 6.500% 4/15/26 1997-01-31 2019-05-15 14 14 2.05 GNMA POOL 519620 8.000% 9/15/30 2001-05-14 2019-05-15 2 2 14.35 GNMA POOL 780570 7.000% 5/15/27 1997-09-15 2019-05-15 14 14 16.35 GNMA POOL 780615 6.500% 8/15/27 1998-03-05 2019-05-15 16 16 10.6 VR GNMA POOL 2699 6.000% 1/20/29 1999-02-08 2019-05-20 11 10 1 1 45000. US TREASURY NOTE 2.250% 2/29/20 2019-03-26 2019-05-22 44942 44942 624.31 FED NATL MTG ASSN 3.500% 4/25/46 2017-04-03 2019-05-25 624 653 -29 -29 27.81 FNMA POOL 250322 7.500% 8/01/25 1996-04-29 2019-05-25 28 28 5.12 FNMA POOL 253673 7.500% 2/01/31 2001-06-04 2019-05-25 5 5 16.14 FNMA POOL 545064 6.500% 6/01/31 2004-01-13 2019-05-25 16 17 -1 -1 1.6 FNMA POOL 634885 6.000% 3/01/32 2002-03-05 2019-05-25 2 2 8.51 FNMA POOL #636697 6.000% 5/01/32 2002-08-01 2019-05-25 9 9 82.35 FNMA POOL AH8423 4.500% 4/01/41 2011-05-25 2019-05-25 82 85 -3 -3 10.83 FNMA POOL 722126 5.000% 7/01/33 2003-06-16 2019-05-25 11 11 16.08 FNMA POOL 731742 5.000% 9/01/33 2003-08-11 2019-05-25 16 16 198.03 FNMA POOL 757866 5.500% 11/01/33 2003-12-05 2019-05-25 198 201 -3 -3 8.48 FNMA POOL 794348 5.000% 9/01/34 2004-09-09 2019-05-25 8 8 13.26 FNMA POOL 825743 4.500% 7/01/35 2010-11-10 2019-05-25 13 14 -1 -1 3.5 FNMA POOL 881437 6.000% 7/01/36 2006-09-05 2019-05-25 4 4 1.72 FNMA POOL 898329 5.500% 12/01/36 2007-02-13 2019-05-25 2 2 98.953 FIDELITY NEW MRKTS INC-Z #3323 2019-03-29 2019-06-06 1486 1499 -13 -13 34422.627 FIDELITY NEW MRKTS INC-Z #3323 2016-06-09 2019-06-06 517028 550000 -32972 -32972 134. AT & T INC 2018-02-13 2019-06-07 4307 4855 -548 -548 51. APPLE INC 2013-04-11 2019-06-07 9697 3171 6526 6526 5. APPLE INC 2018-11-21 2019-06-07 951 895 56 56 10. BLACKROCK INC 2018-08-08 2019-06-07 4431 4890 -459 -459 11. BOEING CO 2019-02-14 2019-06-07 3901 4523 -622 -622 27. CME GROUP INC 2018-10-01 2019-06-07 5451 4681 770 770 83. CVS HEALTH CORPORATION 2017-08-09 2019-06-07 4495 6634 -2139 -2139 30. CELANESE CORP 2019-02-14 2019-06-07 3044 2995 49 49 8. CELANESE CORP 2013-04-11 2019-06-07 812 360 452 452 137. CISCO SYSTEMS INC 2013-04-11 2019-06-07 7673 2954 4719 4719 93. CITIGROUP INC 2019-04-22 2019-06-07 6146 6441 -295 -295 23. DIAGEO PLC - ADR 2013-04-11 2019-06-07 3992 2830 1162 1162 33. WALT DISNEY CO 2018-04-09 2019-06-07 4549 3342 1207 1207 43. EOG RESOURCES, INC 2018-11-21 2019-06-07 3646 4553 -907 -907 37. ELECTRONIC ARTS INC 2019-02-14 2019-06-07 3602 3905 -303 -303 19. HOME DEPOT INC 2017-03-31 2019-06-07 3760 2793 967 967 62. JPMORGAN CHASE & CO 2019-04-22 2019-06-07 6775 7055 -280 -280 66. LAS VEGAS SANDS CORP 2018-07-27 2019-06-07 3721 4693 -972 -972 31. ELI LILLY & CO COM 2016-10-03 2019-06-07 3670 2501 1169 1169 237. MANULIFE FINANCIAL CORP 2019-04-22 2019-06-07 4233 4336 -103 -103 44. MERCK & CO INC NEW 2016-02-05 2019-06-07 3630 2401 1229 1229 100. MICROSOFT CORP 2014-08-06 2019-06-07 13177 4737 8440 8440 117. MONDELEZ INTERNATIONAL INC 2018-06-27 2019-06-07 6320 5105 1215 1215 77. NIKE INC CL B 2017-10-30 2019-06-07 6428 4233 2195 2195 36. PNC FINANCIAL SERVICES GROUP 2015-05-27 2019-06-07 4785 3455 1330 1330 106. ROCHE HOLDINGS LTD - ADR 2015-02-27 2019-06-07 3627 3612 15 15 118. SUNCOR ENERGY INC NEW F 2018-11-21 2019-06-07 3603 3977 -374 -374 71. TARGET CORP 2013-04-11 2019-06-07 6166 4768 1398 1398 15. THERMO FISHER SCIENTIFIC INC 2011-04-14 2019-06-07 4231 821 3410 3410 64.00081 TOTAL S.A. - ADR 2018-11-21 2019-06-07 3423 3638 -215 -215 23.99919 TOTAL S.A. - ADR 2018-11-21 2019-06-07 1284 1364 -80 -80 34. UNION PACIFIC CORP 2013-04-11 2019-06-07 5854 2409 3445 3445 39. UNITED PARCEL SERVICE-CL B 2018-11-21 2019-06-07 3834 4257 -423 -423 15. UNITEDHEALTH GROUP INC 2011-04-14 2019-06-07 3703 671 3032 3032 38. ZOETIS INC 2017-04-25 2019-06-07 4196 2095 2101 2101 46. EATON CORP PLC 2018-11-21 2019-06-07 3636 3433 203 203 303. UBS GROUP AG 2018-01-24 2019-06-07 3575 6262 -2687 -2687 46. TE CONNECTIVITY LTD 2017-05-22 2019-06-07 4185 3471 714 714 370. FLEXTRONICS INTL LTD 2018-07-12 2019-06-07 3556 5436 -1880 -1880 48. BASF AKTIENGESELLSCHAFT - LVL 1 ADR 2016-07-21 2019-06-14 811 949 -138 -138 16. BANK N S HALIFAX 2016-07-21 2019-06-14 841 805 36 36 11. LVMH MOET HENNESSY UNSP ADR - ADR 2016-07-21 2019-06-14 872 350 522 522 7. MICROSOFT CORP 2016-06-15 2019-06-14 927 348 579 579 16. MONDELEZ INTERNATIONAL INC 2018-04-05 2019-06-14 878 676 202 202 68. NESTLE S.A. REGISTERED SHARES - ADR 2016-06-15 2019-06-14 6900 5036 1864 1864 13. ROYAL DUTCH SHELL PLC ADR 2016-07-21 2019-06-14 824 715 109 109 14. UNILEVER N.V. - ADR 2016-06-15 2019-06-14 858 604 254 254 82. COCA-COLA EUROPEAN PARTNERS 2016-10-07 2019-06-14 4649 3156 1493 1493 10.52 FHLMC POOL A40746 5.500% 12/01/35 2005-12-12 2019-06-15 11 10 1 1 64.56 FHLMC POOL G11981 5.000% 4/01/21 2006-05-19 2019-06-15 65 64 1 1 43.08 FHLMC POOL G08015 5.500% 10/01/34 2004-12-10 2019-06-15 43 44 -1 -1 19.02 FHLMC POOL #A95765 4.000% 12/01/40 2010-11-23 2019-06-15 19 19 4.48 FHLMC POOL A10322 5.000% 6/01/33 2003-05-28 2019-06-15 4 5 -1 -1 8.96 FHLMC POOL A14186 5.500% 10/01/33 2004-03-10 2019-06-15 9 9 3. FHLMC POOL C49776 6.000% 5/01/31 2001-05-16 2019-06-15 3 3 1.77 FHLMC POOL C58858 6.000% 10/01/31 2001-10-01 2019-06-15 2 2 159.94 FHLMC POOL #Q30470 4.000% 12/01/44 2016-04-13 2019-06-15 160 171 -11 -11 9.35 GNMA POOL #570489 6.000% 12/15/31 2002-06-10 2019-06-15 9 9 162.09 GNMA POOL 422650 6.500% 4/15/26 1997-01-31 2019-06-15 162 159 3 3 2.07 GNMA POOL 519620 8.000% 9/15/30 2001-05-14 2019-06-15 2 2 16.73 GNMA POOL 780570 7.000% 5/15/27 1997-09-15 2019-06-15 17 17 16.93 GNMA POOL 780615 6.500% 8/15/27 1998-03-05 2019-06-15 17 17 13000. DOW CHEMICAL CO/THE 4.250% 11/15/20 2013-09-27 2019-06-19 13360 13602 -242 -242 8.41 VR GNMA POOL 2699 6.000% 1/20/29 1999-02-08 2019-06-20 8 8 867. ROCHE HOLDINGS LTD - ADR 2015-02-27 2019-06-21 30823 28630 2193 2193 1109.12 T ROWE PRICE BLUE CHIP-I #429 2015-11-19 2019-06-21 130000 83320 46680 46680 473.05 FED NATL MTG ASSN 3.500% 4/25/46 2017-04-03 2019-06-25 473 495 -22 -22 2.31 FNMA POOL 250322 7.500% 8/01/25 1996-04-29 2019-06-25 2 2 4.83 FNMA POOL 253673 7.500% 2/01/31 2001-06-04 2019-06-25 5 5 26.47 FNMA POOL 545064 6.500% 6/01/31 2004-01-13 2019-06-25 26 28 -2 -2 1.61 FNMA POOL 634885 6.000% 3/01/32 2002-03-05 2019-06-25 2 2 52.16 FNMA POOL #636697 6.000% 5/01/32 2002-08-01 2019-06-25 52 53 -1 -1 33.45 FNMA POOL AH8423 4.500% 4/01/41 2011-05-25 2019-06-25 33 35 -2 -2 10.78 FNMA POOL 722126 5.000% 7/01/33 2003-06-16 2019-06-25 11 11 13.87 FNMA POOL 731742 5.000% 9/01/33 2003-08-11 2019-06-25 14 14 24.88 FNMA POOL 757866 5.500% 11/01/33 2003-12-05 2019-06-25 25 25 8.52 FNMA POOL 794348 5.000% 9/01/34 2004-09-09 2019-06-25 9 8 1 1 5.05 FNMA POOL 825743 4.500% 7/01/35 2010-11-10 2019-06-25 5 5 3.1 FNMA POOL 881437 6.000% 7/01/36 2006-09-05 2019-06-25 3 3 1.73 FNMA POOL 898329 5.500% 12/01/36 2007-02-13 2019-06-25 2 2 48. ALLERGAN PLC 2015-07-17 2019-06-28 8028 13759 -5731 -5731 31. APPLE INC 2013-04-11 2019-07-03 6310 1927 4383 4383 142. CISCO SYSTEMS INC 2013-04-11 2019-07-03 7920 3062 4858 4858 67. MICROSOFT CORP 2014-08-06 2019-07-03 9181 2879 6302 6302 55. UNION PACIFIC CORP 2013-04-11 2019-07-03 9424 3897 5527 5527 10.16 FHLMC POOL A40746 5.500% 12/01/35 2005-12-12 2019-07-15 10 10 63.44 FHLMC POOL G11981 5.000% 4/01/21 2006-05-19 2019-07-15 63 63 27.69 FHLMC POOL G08015 5.500% 10/01/34 2004-12-10 2019-07-15 28 28 16.98 FHLMC POOL #A95765 4.000% 12/01/40 2010-11-23 2019-07-15 17 17 4.76 FHLMC POOL A10322 5.000% 6/01/33 2003-05-28 2019-07-15 5 5 89.54 FHLMC POOL A14186 5.500% 10/01/33 2004-03-10 2019-07-15 90 92 -2 -2 3.1 FHLMC POOL C49776 6.000% 5/01/31 2001-05-16 2019-07-15 3 3 1.73 FHLMC POOL C58858 6.000% 10/01/31 2001-10-01 2019-07-15 2 2 390.98 FHLMC POOL #Q30470 4.000% 12/01/44 2016-04-13 2019-07-15 391 418 -27 -27 9.26 GNMA POOL #570489 6.000% 12/15/31 2002-06-10 2019-07-15 9 9 12.13 GNMA POOL 422650 6.500% 4/15/26 1997-01-31 2019-07-15 12 12 2.08 GNMA POOL 519620 8.000% 9/15/30 2001-05-14 2019-07-15 2 2 17.4 GNMA POOL 780570 7.000% 5/15/27 1997-09-15 2019-07-15 17 17 20.34 GNMA POOL 780615 6.500% 8/15/27 1998-03-05 2019-07-15 20 20 30000. AMERICAN INTL GROUP 2.300% 7/16/19 2017-05-24 2019-07-16 30000 30248 -248 -248 37. ELI LILLY & CO COM 2016-10-03 2019-07-19 3980 2985 995 995 50. MERCK & CO INC NEW 2016-02-05 2019-07-19 4078 2468 1610 1610 32. THERMO FISHER SCIENTIFIC INC 2011-04-14 2019-07-19 9325 1751 7574 7574 70. ZOETIS INC 2017-04-25 2019-07-19 8017 3859 4158 4158 18.28 VR GNMA POOL 2699 6.000% 1/20/29 1999-02-08 2019-07-20 18 18 470.1 FED NATL MTG ASSN 3.500% 4/25/46 2017-04-03 2019-07-25 470 492 -22 -22 2.32 FNMA POOL 250322 7.500% 8/01/25 1996-04-29 2019-07-25 2 2 8.04 FNMA POOL 253673 7.500% 2/01/31 2001-06-04 2019-07-25 8 8 16.29 FNMA POOL 545064 6.500% 6/01/31 2004-01-13 2019-07-25 16 17 -1 -1 1.62 FNMA POOL 634885 6.000% 3/01/32 2002-03-05 2019-07-25 2 2 8.08 FNMA POOL #636697 6.000% 5/01/32 2002-08-01 2019-07-25 8 8 197.99 FNMA POOL AH8423 4.500% 4/01/41 2011-05-25 2019-07-25 198 205 -7 -7 10.67 FNMA POOL 722126 5.000% 7/01/33 2003-06-16 2019-07-25 11 11 14.37 FNMA POOL 731742 5.000% 9/01/33 2003-08-11 2019-07-25 14 14 22.36 FNMA POOL 757866 5.500% 11/01/33 2003-12-05 2019-07-25 22 23 -1 -1 8.56 FNMA POOL 794348 5.000% 9/01/34 2004-09-09 2019-07-25 9 8 1 1 5.07 FNMA POOL 825743 4.500% 7/01/35 2010-11-10 2019-07-25 5 5 3.94 FNMA POOL 881437 6.000% 7/01/36 2006-09-05 2019-07-25 4 4 1.74 FNMA POOL 898329 5.500% 12/01/36 2007-02-13 2019-07-25 2 2 48. CME GROUP INC 2012-12-18 2019-07-30 9476 2506 6970 6970 41. CME GROUP INC 2018-10-01 2019-07-30 8094 7108 986 986 59. WALT DISNEY CO 2013-04-11 2019-07-30 8548 3853 4695 4695 23. HASBRO INC 2017-12-13 2019-08-07 2597 2189 408 408 25. LVMH MOET HENNESSY UNSP ADR - ADR 2016-07-21 2019-08-07 1996 784 1212 1212 11. MICROSOFT CORP 2016-06-15 2019-08-07 1462 547 915 915 282. PUBLICIS GROUPE S.A. - ADR 2017-12-13 2019-08-07 3249 4840 -1591 -1591 106. PENTAIR PLC 2017-03-10 2019-08-07 3870 4477 -607 -607 150. COGNIZANT TECH SOLUTIONS CRP COM 2016-03-16 2019-08-13 9258 8835 423 423 39. DIAGEO PLC - ADR 2013-04-11 2019-08-13 6396 4798 1598 1598 35. UNION PACIFIC CORP 2013-04-11 2019-08-13 5912 2480 3432 3432 40. UNITED PARCEL SERVICE-CL B 2017-03-24 2019-08-13 4667 4198 469 469 3. UNITED PARCEL SERVICE-CL B 2018-11-21 2019-08-13 350 327 23 23 9.31 GNMA POOL #570489 6.000% 12/15/31 2002-06-10 2019-08-15 9 9 12.2 GNMA POOL 422650 6.500% 4/15/26 1997-01-31 2019-08-15 12 12 2.1 GNMA POOL 519620 8.000% 9/15/30 2001-05-14 2019-08-15 2 2 12.63 GNMA POOL 780570 7.000% 5/15/27 1997-09-15 2019-08-15 13 13 14.98 GNMA POOL 780615 6.500% 8/15/27 1998-03-05 2019-08-15 15 15 14.86 VR GNMA POOL 2699 6.000% 1/20/29 1999-02-08 2019-08-20 15 15 20000. US TREASURY NOTE 2.250% 3/31/20 2018-04-24 2019-08-22 20049 19972 77 77 50000. US TREASURY NOTE 2.125% 8/15/21 2011-09-01 2019-08-22 50500 50540 -40 -40 16000. SHERWIN-WILLIAMS CO 2.750% 6/01/22 2017-12-14 2019-08-23 16378 16018 360 360 4.51 FHLMC POOL #ZI0208 5.000% 6/01/33 2003-05-28 2019-08-25 5 5 7.38 FHLMC POOL #ZI0768 5.500% 10/01/33 2004-03-10 2019-08-25 7 8 -1 -1 10.24 FHLMC POOL #ZI3941 5.500% 12/01/35 2005-12-12 2019-08-25 10 10 18.14 FHLMC POOL #ZJ0899 4.000% 12/01/40 2010-11-23 2019-08-25 18 18 1.74 FHLMC POOL #ZJ5382 6.000% 10/01/31 2001-10-01 2019-08-25 2 2 3.03 FHLMC POOL #ZJ4964 6.000% 5/01/31 2001-05-16 2019-08-25 3 3 26.63 FHLMC POOL #ZL8898 4.000% 12/01/44 2016-04-13 2019-08-25 27 28 -1 -1 22.05 FHLMC POOL #ZS4143 5.500% 10/01/34 2004-12-10 2019-08-25 22 22 57.82 FHLMC POOL #ZS4987 5.000% 4/01/21 2006-05-19 2019-08-25 58 57 1 1 467.17 FED NATL MTG ASSN 3.500% 4/25/46 2017-04-03 2019-08-25 467 488 -21 -21 2.34 FNMA POOL 250322 7.500% 8/01/25 1996-04-29 2019-08-25 2 2 4.42 FNMA POOL 253673 7.500% 2/01/31 2001-06-04 2019-08-25 4 5 -1 -1 9.31 FNMA POOL 545064 6.500% 6/01/31 2004-01-13 2019-08-25 9 10 -1 -1 1.63 FNMA POOL 634885 6.000% 3/01/32 2002-03-05 2019-08-25 2 2 8.27 FNMA POOL #636697 6.000% 5/01/32 2002-08-01 2019-08-25 8 8 9.23 FNMA POOL AH8423 4.500% 4/01/41 2011-05-25 2019-08-25 9 10 -1 -1 10.56 FNMA POOL 722126 5.000% 7/01/33 2003-06-16 2019-08-25 11 11 14.73 FNMA POOL 731742 5.000% 9/01/33 2003-08-11 2019-08-25 15 15 20.59 FNMA POOL 757866 5.500% 11/01/33 2003-12-05 2019-08-25 21 21 8.6 FNMA POOL 794348 5.000% 9/01/34 2004-09-09 2019-08-25 9 9 5.09 FNMA POOL 825743 4.500% 7/01/35 2010-11-10 2019-08-25 5 5 3.25 FNMA POOL 881437 6.000% 7/01/36 2006-09-05 2019-08-25 3 3 1.75 FNMA POOL 898329 5.500% 12/01/36 2007-02-13 2019-08-25 2 2 .228 FIDELITY NATL INFORMATION SVCS INC 2017-11-30 2019-08-29 31 18 13 13 21. APPLE INC 2013-04-11 2019-09-10 4494 1306 3188 3188 68. CELANESE CORP 2013-04-11 2019-09-10 8375 3063 5312 5312 65. PNC FINANCIAL SERVICES GROUP 2015-05-27 2019-09-10 8942 6238 2704 2704 9.36 GNMA POOL #570489 6.000% 12/15/31 2002-06-10 2019-09-15 9 9 80.05 GNMA POOL 422650 6.500% 4/15/26 1997-01-31 2019-09-15 80 78 2 2 2.11 GNMA POOL 519620 8.000% 9/15/30 2001-05-14 2019-09-15 2 2 15.12 GNMA POOL 780570 7.000% 5/15/27 1997-09-15 2019-09-15 15 15 23.84 GNMA POOL 780615 6.500% 8/15/27 1998-03-05 2019-09-15 24 24 15.22 VR GNMA POOL 2699 6.000% 1/20/29 1999-02-08 2019-09-20 15 15 5.08 FHLMC POOL #ZI0208 5.000% 6/01/33 2003-05-28 2019-09-25 5 5 7.17 FHLMC POOL #ZI0768 5.500% 10/01/33 2004-03-10 2019-09-25 7 7 10.17 FHLMC POOL #ZI3941 5.500% 12/01/35 2005-12-12 2019-09-25 10 10 156.12 FHLMC POOL #ZJ0899 4.000% 12/01/40 2010-11-23 2019-09-25 156 159 -3 -3 1.75 FHLMC POOL #ZJ5382 6.000% 10/01/31 2001-10-01 2019-09-25 2 2 3.05 FHLMC POOL #ZJ4964 6.000% 5/01/31 2001-05-16 2019-09-25 3 3 443.27 FHLMC POOL #ZL8898 4.000% 12/01/44 2016-04-13 2019-09-25 443 474 -31 -31 24.26 FHLMC POOL #ZS4143 5.500% 10/01/34 2004-12-10 2019-09-25 24 25 -1 -1 50.93 FHLMC POOL #ZS4987 5.000% 4/01/21 2006-05-19 2019-09-25 51 51 531.9 FED NATL MTG ASSN 3.500% 4/25/46 2017-04-03 2019-09-25 532 556 -24 -24 2.32 FNMA POOL 250322 7.500% 8/01/25 1996-04-29 2019-09-25 2 2 77.62 FNMA POOL 253673 7.500% 2/01/31 2001-06-04 2019-09-25 78 79 -1 -1 22.09 FNMA POOL 545064 6.500% 6/01/31 2004-01-13 2019-09-25 22 23 -1 -1 3.56 FNMA POOL 634885 6.000% 3/01/32 2002-03-05 2019-09-25 4 4 70.6 FNMA POOL #636697 6.000% 5/01/32 2002-08-01 2019-09-25 71 71 155.87 FNMA POOL AH8423 4.500% 4/01/41 2011-05-25 2019-09-25 156 162 -6 -6 11.05 FNMA POOL 722126 5.000% 7/01/33 2003-06-16 2019-09-25 11 11 14.8 FNMA POOL 731742 5.000% 9/01/33 2003-08-11 2019-09-25 15 15 23.57 FNMA POOL 757866 5.500% 11/01/33 2003-12-05 2019-09-25 24 24 8.64 FNMA POOL 794348 5.000% 9/01/34 2004-09-09 2019-09-25 9 9 5.11 FNMA POOL 825743 4.500% 7/01/35 2010-11-10 2019-09-25 5 5 3.39 FNMA POOL 881437 6.000% 7/01/36 2006-09-05 2019-09-25 3 3 1.76 FNMA POOL 898329 5.500% 12/01/36 2007-02-13 2019-09-25 2 2 1. AMAZON COM INC COM 2017-11-30 2019-09-30 1724 1173 551 551 6. APPLE INC 2017-11-30 2019-09-30 1333 1030 303 303 116. FORTIVE CORP 2015-12-03 2019-09-30 7945 6687 1258 1258 31510.673 VIRTUS SEIX FLT RT HI INC-I #5203 2017-06-02 2019-10-01 264690 275000 -10310 -10310 9.41 GNMA POOL #570489 6.000% 12/15/31 2002-06-10 2019-10-15 9 9 11.47 GNMA POOL 422650 6.500% 4/15/26 1997-01-31 2019-10-15 11 11 2.13 GNMA POOL 519620 8.000% 9/15/30 2001-05-14 2019-10-15 2 2 14.09 GNMA POOL 780570 7.000% 5/15/27 1997-09-15 2019-10-15 14 14 22.44 GNMA POOL 780615 6.500% 8/15/27 1998-03-05 2019-10-15 22 22 7. ALPHABET INC/CA 2019-05-09 2019-10-16 8745 8082 663 663 22. LAM RESEARCH CORP COM 2018-07-24 2019-10-16 5182 3817 1365 1365 436. UBS GROUP AG 2019-04-22 2019-10-16 4874 5795 -921 -921 1657. UBS GROUP AG 2018-01-24 2019-10-16 18523 32335 -13812 -13812 45. TE CONNECTIVITY LTD 2016-11-08 2019-10-16 4172 3143 1029 1029 7.3 VR GNMA POOL 2699 6.000% 1/20/29 1999-02-08 2019-10-20 7 7 40000. US TREASURY NOTE 2.125% 8/15/21 2011-09-01 2019-10-22 40339 39831 508 508 4.56 FHLMC POOL #ZI0208 5.000% 6/01/33 2003-05-28 2019-10-25 5 5 24.25 FHLMC POOL #ZI0768 5.500% 10/01/33 2004-03-10 2019-10-25 24 25 -1 -1 10.22 FHLMC POOL #ZI3941 5.500% 12/01/35 2005-12-12 2019-10-25 10 10 166.24 FHLMC POOL #ZJ0899 4.000% 12/01/40 2010-11-23 2019-10-25 166 169 -3 -3 1.76 FHLMC POOL #ZJ5382 6.000% 10/01/31 2001-10-01 2019-10-25 2 2 3.07 FHLMC POOL #ZJ4964 6.000% 5/01/31 2001-05-16 2019-10-25 3 3 409.72 FHLMC POOL #ZL8898 4.000% 12/01/44 2016-04-13 2019-10-25 410 438 -28 -28 49.74 FHLMC POOL #ZS4143 5.500% 10/01/34 2004-12-10 2019-10-25 50 51 -1 -1 49.87 FHLMC POOL #ZS4987 5.000% 4/01/21 2006-05-19 2019-10-25 50 49 1 1 712.75 FED NATL MTG ASSN 3.500% 4/25/46 2017-04-03 2019-10-25 713 745 -32 -32 2.34 FNMA POOL 250322 7.500% 8/01/25 1996-04-29 2019-10-25 2 2 4.31 FNMA POOL 253673 7.500% 2/01/31 2001-06-04 2019-10-25 4 4 19.13 FNMA POOL 545064 6.500% 6/01/31 2004-01-13 2019-10-25 19 20 -1 -1 2.62 FNMA POOL 634885 6.000% 3/01/32 2002-03-05 2019-10-25 3 3 7.63 FNMA POOL #636697 6.000% 5/01/32 2002-08-01 2019-10-25 8 8 8.95 FNMA POOL AH8423 4.500% 4/01/41 2011-05-25 2019-10-25 9 9 11.56 FNMA POOL 722126 5.000% 7/01/33 2003-06-16 2019-10-25 12 12 15.59 FNMA POOL 731742 5.000% 9/01/33 2003-08-11 2019-10-25 16 15 1 1 24.28 FNMA POOL 757866 5.500% 11/01/33 2003-12-05 2019-10-25 24 25 -1 -1 8.68 FNMA POOL 794348 5.000% 9/01/34 2004-09-09 2019-10-25 9 9 5.13 FNMA POOL 825743 4.500% 7/01/35 2010-11-10 2019-10-25 5 5 3.17 FNMA POOL 881437 6.000% 7/01/36 2006-09-05 2019-10-25 3 3 1.77 FNMA POOL 898329 5.500% 12/01/36 2007-02-13 2019-10-25 2 2 5. AMGEN INC 2017-04-05 2019-10-29 1034 817 217 217 11. ANHEUSER-BUSCH INBEV SPN ADR 2018-02-22 2019-10-29 882 1159 -277 -277 334. FERGUSON NEWCO PLC-ADR 2016-12-02 2019-10-29 2765 2146 619 619 20. PHILIPS ELECTRONICS - NY SHR ADR 2016-07-21 2019-10-29 851 518 333 333 70. MONDELEZ INTERNATIONAL INC 2018-04-05 2019-10-29 3696 2959 737 737 4. NEXTERA ENERGY INC 2016-07-21 2019-10-29 927 512 415 415 19. SANOFI-ADR 2016-07-21 2019-10-29 887 799 88 88 41. TC ENERGY CORP 2017-04-05 2019-10-29 2070 2017 53 53 15. VERIZON COMMUNICATIONS 2018-11-20 2019-10-29 903 908 -5 -5 8. APPLE INC 2010-02-22 2019-10-30 1934 372 1562 1562 10. FIDELITY NATL INFORMATION SVCS INC 2016-06-01 2019-10-30 1309 784 525 525 109. MONSTER BEVERAGE CORP 2015-12-03 2019-10-30 6102 5542 560 560 5. S&P GLOBAL INC 2015-02-05 2019-10-30 1271 479 792 792 25000. FED HOME LN BK 1.375% 11/15/19 2017-05-09 2019-11-15 25000 24903 97 97 9.4 GNMA POOL #570489 6.000% 12/15/31 2002-06-10 2019-11-15 9 9 11.73 GNMA POOL 422650 6.500% 4/15/26 1997-01-31 2019-11-15 12 11 1 1 2.14 GNMA POOL 519620 8.000% 9/15/30 2001-05-14 2019-11-15 2 2 11.24 GNMA POOL 780570 7.000% 5/15/27 1997-09-15 2019-11-15 11 11 16.3 GNMA POOL 780615 6.500% 8/15/27 1998-03-05 2019-11-15 16 16 25000. LOCKHEED MARTIN CORP 4.250% 11/15/19 2013-09-11 2019-11-15 25000 26659 -1659 -1659 9.75 VR GNMA POOL 2699 6.000% 1/20/29 1999-02-08 2019-11-20 10 10 5000. US TREASURY NOTE 2.125% 8/15/21 2011-09-01 2019-11-21 5041 4979 62 62 80000. US TREASURY NOTE 2.125% 8/15/21 2019-02-25 2019-11-21 80653 79491 1162 1162 45000. US TREASURY NOTE 2.000% 2/15/22 2017-03-09 2019-11-21 45380 44754 626 626 5000. US TREASURY NOTE 2.000% 2/15/22 2019-02-25 2019-11-21 5042 4948 94 94 85.88 FHLMC POOL #ZI0208 5.000% 6/01/33 2003-05-28 2019-11-25 86 88 -2 -2 210.75 FHLMC POOL #ZI0768 5.500% 10/01/33 2004-03-10 2019-11-25 211 217 -6 -6 10.28 FHLMC POOL #ZI3941 5.500% 12/01/35 2005-12-12 2019-11-25 10 10 19.31 FHLMC POOL #ZJ0899 4.000% 12/01/40 2010-11-23 2019-11-25 19 20 -1 -1 1.77 FHLMC POOL #ZJ5382 6.000% 10/01/31 2001-10-01 2019-11-25 2 2 3. FHLMC POOL #ZJ4964 6.000% 5/01/31 2001-05-16 2019-11-25 3 3 316.24 FHLMC POOL #ZL8898 4.000% 12/01/44 2016-04-13 2019-11-25 316 338 -22 -22 41.72 FHLMC POOL #ZS4143 5.500% 10/01/34 2004-12-10 2019-11-25 42 43 -1 -1 55.5 FHLMC POOL #ZS4987 5.000% 4/01/21 2006-05-19 2019-11-25 56 55 1 1 511.85 FED NATL MTG ASSN 3.500% 4/25/46 2017-04-03 2019-11-25 512 535 -23 -23 2.36 FNMA POOL 250322 7.500% 8/01/25 1996-04-29 2019-11-25 2 2 3.63 FNMA POOL 253673 7.500% 2/01/31 2001-06-04 2019-11-25 4 4 29.98 FNMA POOL 545064 6.500% 6/01/31 2004-01-13 2019-11-25 30 31 -1 -1 2.63 FNMA POOL 634885 6.000% 3/01/32 2002-03-05 2019-11-25 3 3 9.98 FNMA POOL #636697 6.000% 5/01/32 2002-08-01 2019-11-25 10 10 9.01 FNMA POOL AH8423 4.500% 4/01/41 2011-05-25 2019-11-25 9 9 11.7 FNMA POOL 722126 5.000% 7/01/33 2003-06-16 2019-11-25 12 12 15.66 FNMA POOL 731742 5.000% 9/01/33 2003-08-11 2019-11-25 16 15 1 1 22.7 FNMA POOL 757866 5.500% 11/01/33 2003-12-05 2019-11-25 23 23 8.72 FNMA POOL 794348 5.000% 9/01/34 2004-09-09 2019-11-25 9 9 786.57 FNMA POOL 825743 4.500% 7/01/35 2010-11-10 2019-11-25 787 829 -42 -42 3.19 FNMA POOL 881437 6.000% 7/01/36 2006-09-05 2019-11-25 3 3 1.82 FNMA POOL 898329 5.500% 12/01/36 2007-02-13 2019-11-25 2 2 CAPITAL GAIN DIVIDENDS P 85579 301549 false 687535 13763411 0.049954 643893 13219811 0.048707 659969 12531870 0.052663 660020 13373913 0.049351 612368 13743961 0.044555 0.24523 0.049046 13416823 658042 4827 662869 702710 X 4827 0 4827 0 4827 5264 0 5264 0 437 437 0 false false false false false false false true true PA true false false false false true WELLS FARGO BANK NA 8887304933 100 N MAIN ST MAC D4001-117 WINSTON SALEM NC 27101 false false false false true false false false false false false false false false false false false false false false false false Wells Fargo NA 100 N MAIN ST MAC D4001-117 WINSTON SALEM NC 27101 TRUSTEE 1 116556 NONE 0 NONE 0 13144316 476824 0 13621140 0 0 13621140 204317 13416823 670841 670841 4827 4827 666014 0 666014 0 666014 702710 0 0 0 0 702710 4827 697883 666014 119169 0 0 0 0 0 0 0 702710 119169 0 0 583541 0 0 0 0 0 0 0 0 82473 0 0 0 0 0 0 0 0 X DIAKON LUTHERAN SOCIAL MINISTRIES PO BOX 2001 MECHANICSBURG PA 17055 NONE PC GENERAL SUPPORT 345000 ST JOHNS LUTHERAN CHURCH 521 WALNUT STREET READING PA 19601 NONE PC GENERAL SUPPORT GRANT 172500 READING MUSICAL FOUNDATION PO BOX 14835 READING PA 19612 NONE PC GENERAL SUPPORT GRANT 172500 690000 14 289368 18 301549 590917 590917 false false false false false false false false false false TAX PREPARATION FEE (NON-ALLOC 1054 1054 539830AT6 LOCKHEED MARTIN CORP 31385HQR6 FNMA POOL 545064 6.5 91324PBM3 UNITEDHEALTH GROUP 3 3138AALD1 FNMA POOL AH8423 4.5 14040HBL8 CAPITAL ONE FINANCIA 37045XBY1 GENERAL MOTORS FINL 912828SF8 US TREASURY NOTE 2.0 931422AH2 WALGREEN CO 3.100% 9 406216BD2 HALLIBURTON COMPANY 857477AM5 STATE STREET CORP 3. 456837103 ING GROEP N.V. - ADR 66987V109 NOVARTIS AG - ADR 744573106 PUBLIC SVC ENTERPRIS 912828W48 US TREASURY NOTE 912828SV3 US TREASURY NOTE 1.7 31410VA67 FNMA POOL 898329 5.5 594918AW4 MICROSOFT CORP 3.625 031162100 AMGEN INC 62942M201 NTT DOCOMO, INC. - A 375558BB8 GILEAD SCIENCES INC 172967KB6 CITIGROUP INC 035242AJ5 ANHEUSER-BUSCH INBEV 31403T6B5 FNMA POOL 757866 5.5 31296JLB0 FHLMC POOL A10322 5. 31407BLY3 FNMA POOL 825743 4.5 418056107 HASBRO INC 641069406 NESTLE S.A. 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ADR 89353D107 TRANSCANADA CORP 92334N103 VEOLIA ENVIRONNEMENT 86562M209 SUMITOMO TRUST AND B 315920702 FID ADV EMER MKTS IN 464287465 ISHARES MSCI EAFE AT COST 199984 215926 101137107 BOSTON SCIENTIFIC CO 09857L108 BOOKING HOLDINGS INC 69354M108 PRA HEALTH SCIENCES 61174X109 MONSTER BEVERAGE COR Y2573F102 FLEXTRONICS INTL LTD 532457108 ELI LILLY & CO COM 654106103 NIKE INC CL B 46625H100 JPMORGAN CHASE & CO 172967424 CITIGROUP INC 912828D56 US TREASURY NOTE 2.3 9128284D9 US TREASURY NOTE 36225AT34 GNMA POOL 780570 7.0 713448CY2 PEPSICO INC 594918BJ2 MICROSOFT CORP 31402K5B6 FNMA POOL 731742 5.0 9128282A7 US TREASURY NOTE 260543CC5 DOW CHEMICAL CO/THE 31405NP90 FNMA POOL 794348 5.0 912828V98 US TREASURY NOTE 3136AVMS5 FED NATL MTG ASSN 89236TDU6 TOYOTA MOTOR CREDIT 001055AJ1 AFLAC INC 4.000% 2/1 38141GRD8 GOLDMAN SACHS GROUP 471105205 JAPAN TOBACCO INC-UN 166764100 CHEVRON CORP G6518L108 NIELSEN HLDGS PLC 718172109 PHILIP MORRIS INTERN 023135106 AMAZON COM INC 278865100 ECOLAB INC 67066G104 NVIDIA CORP 981558109 WORLDPAY INC 64110L106 NETFLIX.COM INC 78409V104 S&P GLOBAL INC G50871105 JAZZ PHARMACEUTICALS 90384S303 ULTA SALON COSMETICS 126650100 CVS/CAREMARK CORPORA 17275R102 CISCO SYSTEMS INC 192446102 COGNIZANT TECH SOLUT 25243Q205 DIAGEO PLC - 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907818108 UNION PACIFIC CORP 405217100 HAIN CELESTIAL GROUP 58933Y105 MERCK & CO INC NEW 517834107 LAS VEGAS SANDS CORP 03076C106 AMERIPRISE FINL INC 9128283W8 US TREASURY NOTE 026874CZ8 AMERICAN INTL GROUP 9128284C1 US TREASURY NOTE 3137EACA5 FED HOME LN MTG CORP 00206RCN0 AT&T INC 09062XAC7 BIOGEN INC 17275RBD3 CISCO SYSTEMS INC 31296NUK1 FHLMC POOL A14186 5. 912828RC6 US TREASURY NOTE 2.1 891160509 TORONTO DOMINION BK 055262505 BASF AG 92343V104 VERIZON COMMUNICATIO 826197501 SIEMENS AG - ADR 20449X401 COMPASS GROUP PLC AD 256210105 DODGE & COX INCOME F AT COST 497183 515665 922031760 VANGUARD HIGH YIELD AT COST 425000 424590 501404107 KUTZTOWN FAIR ASSOC AT COST 1200 1000 4812C0803 JPMORGAN HIGH YIELD 92837F763 VIRTUS SEIX FLT RT H 594918104 MICROSOFT CORP 040413106 ARISTA NETWORKS INC 02079K107 ALPHABET INC/CA 90385D107 ULTIMATE SOFTWARE GR 893641100 TRANSDIGM GROUP INC 73278L105 POOL CORPORATION 30303M102 FACEBOOK INC 464287804 ISHARES TR SMALLCAP AT COST 252833 534792 464287168 ISHARES DOW JONES SE 92532F100 VERTEX PHARMACEUTICA G1151C101 ACCENTURE PLC G0177J108 ALLERGAN PLC 252131107 DEXCOM INC 92927K102 WABCO HOLDINGS INC 097023105 BOEING COMPANY 31371FAX0 FNMA POOL 250322 7.5 912810EQ7 US TREASURY BOND 6.2 36202C7L1 VR GNMA POOL 2699 6. 61747YDW2 MORGAN STANLEY 2.650 0258M0DT3 AMERICAN EXPRESS CRE 58013MEY6 MCDONALD'S CORP 36225AVG2 GNMA POOL 780615 6.5 110448107 BRITISH AMERICAN TOB 03524A108 ANHEUSER-BUSCH INBEV 65339F101 NEXTERA ENERGY INC 26441C204 DUKE ENERGY HOLDING 235851102 DANAHER CORP 596278101 MIDDLEBY CORP 00507V109 ACTIVISION BLIZZARD 512807108 LAM RESEARCH CORP CO 91324P102 UNITEDHEALTH GROUP I H42097107 UBS GROUP AG 867224107 SUNCOR ENERGY INC NE H84989104 TE CONNECTIVITY LTD 848574109 SPIRIT AEROSYTSEMS H 609207105 MONDELEZ INTERNATION 98978V103 ZOETIS INC 983919AG6 XILINX INC 2.125% 3/ 166764AR1 CHEVRON CORP 032654105 ANALOG DEVICES INC 747525103 QUALCOMM INC 833034101 SNAP ON INC 060505104 BANK AMER CORP G25839104 COCA-COLA EUROPEAN P 126650CC2 CVS CAREMARK CORP 4. 3128M1CS6 FHLMC POOL G11981 5. 30219GAE8 EXPRESS SCRIPTS HOLD 054536107 AXA ADR 74463M106 PUBLICIS GROUPE S.A. 064149107 BANK OF NOVA SCOTIA 780259206 ROYAL DUTCH SHELL PL 26078J100 DOWDUPONT INC 756255204 RECKITT BENCKIS/S AD 464287499 ISHARES TR RUSSELL M AT COST 604279 1191221 77954Q403 T ROWE PRICE BLUE CH AT COST 500144 1214069 683974604 OPPENHEIMER DEVELOPI 74925K581 ROBECO BP LNG/SHRT R AT COST 305959 370292 037833100 APPLE COMPUTER INC C 518439104 ESTEE LAUDER COMPANI 617446448 MORGAN STANLEY 892356106 TRACTOR SUPPLY CO CO 21036P108 CONSTELLATION BRANDS 15135B101 CENTENE CORP DEL 79466L302 SALESFORCE COM INC 983793100 XPO LOGISTICS INC 34964C106 FORTUNE BRANDS HOME G66721104 NORWEGIAN CRUISE LIN 92826C839 VISA INC-CLASS A SHR 45866F104 INTERCONTINENTALEXCH 254687106 WALT DISNEY CO 87234N765 TCW EMRG MKTS INCM-I AT COST 500000 503672 922908553 VANGUARD REIT VIPER AT COST 250322 270461 00143W859 INV OPP DEVELOP MRKT AT COST 522002 672918 ROUNDING 10 INVESTMENT EXPENSES-DIVIDEND I 439 439 0 MUTUAL FUND TIMING DIFFERENCE 5740 LOSS ON CY SALES NOT SETTLED 320 FOREIGN TAXES 2696 2696 0 FEDERAL TAX PAYMENT - 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