2020-02-07T13:00:27-06:00 2019-09-30 346565596 ERNST & YOUNG US LLP 155 N WACKER DRIVE CHICAGO IL 60606 990PF 2018-10-01 756013845 WM & CATHERINE BRYCE MEMORIAL FUND XXXXX3001 WILL 8004962583 10 S DEARBORN IL1-0111 CHICAGO IL 60603 JOY G LLANES Vice President 8004962583 2020-01-23 true JACOB ZEHNDER P01564049 3128792000 2020-01-23 2018 2022-09-23 18:48:47Z X 18282644 X 338530 334101 47095 47095 33039 -58166 4779734 0 0 279972 271371 607431 652567 175661 105397 70264 0 0 0 0 0 0 11870 11870 0 0 11378 11378 0 0 0 0 0 0 0 26603 26603 225512 155248 0 70264 834500 834500 1060012 155248 0 904764 -452581 497319 0 20939 28157 28157 487327 232028 232028 0 0 0 12716813 9661655 10744326 2366107 2811944 2858610 2397416 2641230 75751 75752 1778293 15666937 15206952 18282644 0 X 15666937 15206952 15666937 15206952 15666937 15206952 15666937 -452581 1964 15216320 9368 15206952 35. GARRETT MOTION INC 2018-10-02 616 202 414 414 90. BANK OF NEW YORK MELLON CORP 2018-02-22 2018-10-08 4737 5068 -331 -331 220. BANK OF NEW YORK MELLON CORP 2018-10-08 11578 9639 1939 1939 481. ORACLE CORP 2018-10-08 23723 24439 -716 -716 29. ALLERGAN PLC 2018-10-08 5494 8728 -3234 -3234 . LEHMAN BROS HLDGS INC 2018-10-09 274 274 274 5000. BUNGE LIMITED FINANCE CO 2018-10-11 5183 5123 60 60 754.81 FHLMC GOLD C91738 4% 11/01/33 2018-08-24 2018-10-15 755 774 -19 -19 206.27 FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2018-10-15 206 225 -19 -19 70.16 FANNIE MAE 2004-02-11 2018-10-15 70 71 -1 -1 60.38 FREDDIE MAC 2004-05-18 2018-10-15 60 60 87.76 FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2018-10-15 88 89 -1 -1 108.64 FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2018-10-15 109 112 -3 -3 216.62 FHLMC 3952 CL MA 3.0% 11/15/2021 DTD 11/01/2011 2013-09-24 2018-10-15 217 221 -4 -4 281.34 FHLMC REMIC 2009-08-18 2018-10-15 281 292 -11 -11 73.44 FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2018-10-15 73 71 2 2 309.95 FHLMC 2920 CL PE 5.0% 01/15/2035 DTD 01/01/2005 2015-09-04 2018-10-15 310 337 -27 -27 285.69 FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2018-10-15 286 312 -26 -26 245.39 FHLMC REMIC 2008-12-09 2018-10-15 245 229 16 16 164.6 FHLMC 3438 CL B 5.0% 04/15/2038 DTD 04/01/2008 2011-08-11 2018-10-15 165 174 -9 -9 35.48 GNMA POOL NO 781079 2002-02-07 2018-10-15 35 37 -2 -2 91. HARTFORD FINL SVCS GROUP INC 2018-10-15 4229 3704 525 525 50. MASCO CORP 2018-10-15 1606 592 1014 1014 2470.02 SANTANDER DRIVE AUTO RECEIVABL 2014-3 CL D 2.650% 08/17/2020 2017-08-14 2018-10-15 2470 2487 -17 -17 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 97. HARTFORD FINL SVCS GROUP INC 2018-10-16 4512 2834 1678 1678 60. HARTFORD FINL SVCS GROUP INC 2018-10-16 2790 1752 1038 1038 35. MASCO CORP 2012-07-30 2018-10-16 1132 413 719 719 52. MASCO CORP 2012-07-30 2018-10-16 1682 614 1068 1068 152. MASCO CORP 2018-10-16 4902 1791 3111 3111 2319.15 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2018-10-17 2319 2327 -8 -8 33. MASCO CORP 2012-08-03 2018-10-17 1054 377 677 677 96. MASCO CORP 2012-08-03 2018-10-17 3072 1095 1977 1977 16. MASCO CORP 2012-08-03 2018-10-17 511 183 328 328 47. MASCO CORP 2012-08-03 2018-10-18 1467 536 931 931 1. AMERICAN INTL GROUP INC NEW 2016-05-27 2018-10-19 48 58 -10 -10 2. AMERICAN INTL GROUP INC NEW 2016-05-27 2018-10-19 95 116 -21 -21 25. AMERICAN INTL GROUP INC NEW 2016-05-27 2018-10-19 1185 1454 -269 -269 41. AMERICAN INTL GROUP INC NEW 2018-10-19 1948 2347 -399 -399 27.99 FED HOME LN MTG CORP PARTN CTFS 2005-01-18 2018-10-19 28 28 4. WORKDAY INC-CLASS A 2016-08-10 2018-10-19 513 330 183 183 18. AMERICAN INTL GROUP INC NEW 2016-06-03 2018-10-22 836 1027 -191 -191 18. AMERICAN INTL GROUP INC NEW 2016-06-03 2018-10-22 849 1027 -178 -178 2. AMERICAN INTL GROUP INC NEW 2016-06-03 2018-10-22 90 114 -24 -24 3. AMERICAN INTL GROUP INC NEW 2016-06-03 2018-10-22 135 171 -36 -36 77. AMERICAN INTL GROUP INC NEW 2018-10-22 3544 4249 -705 -705 13. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-22 585 716 -131 -131 8. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-22 360 441 -81 -81 197.67 GNMA 2006-29 CL PC 5.0% 06/20/2036 DTD 06/01/2006 2015-01-09 2018-10-22 198 218 -20 -20 175.17 GNMA 2003-11 CL QC 5.5% 02/20/2033 DTD 02/01/2003 2012-11-20 2018-10-22 175 201 -26 -26 375.51 GNMA 2003-26 CL A 5.0% 04/20/2033 DTD 04/01/2003 2018-10-22 376 411 -35 -35 216.04 GNMA 2003-66 CL HD 5.5% 08/20/2033 DTD 08/01/2003 2014-01-23 2018-10-22 216 237 -21 -21 354.77 GNMA 2003-86 CL QG 5.5% 10/20/2033 DTD 10/01/2003 2017-10-27 2018-10-22 355 389 -34 -34 240.02 GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2014-05-27 2018-10-22 240 269 -29 -29 227.29 GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2014-08-14 2018-10-22 227 249 -22 -22 209.7 GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 2017-04-28 2018-10-22 210 231 -21 -21 718.18 GNMA 2004-109 CL BC 5.0% 11/20/2033 DTD 12/01/2004 2015-01-09 2018-10-22 718 770 -52 -52 287.61 GNMA 2005-91 CL PD 5.5% 12/20/2035 DTD 12/01/2005 2017-08-08 2018-10-22 288 322 -34 -34 238.93 GNMA 2008-53 CL PY 5.75% 06/20/2038 DTD 06/01/2008 2011-05-17 2018-10-22 239 263 -24 -24 306.07 GNMA 2008-55 CL PL 5.5% 06/20/2038 DTD 06/01/2008 2012-11-01 2018-10-22 306 357 -51 -51 5000. INVESCO FINANCE PLC 3.125% 11/30/2022 DTD 11/08/2012 2014-06-05 2018-10-22 4867 4949 -82 -82 18. WORKDAY INC-CLASS A 2016-08-10 2018-10-22 2319 1486 833 833 3. WORKDAY INC-CLASS A 2016-08-10 2018-10-22 379 248 131 131 36. WORKDAY INC-CLASS A 2018-10-22 4616 2970 1646 1646 11. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-23 482 606 -124 -124 5. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-23 219 275 -56 -56 3. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-23 132 165 -33 -33 1. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-23 44 55 -11 -11 3. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-23 131 165 -34 -34 3. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-23 132 165 -33 -33 . GARRETT MOTION INC 2018-10-23 11 11 11 19. WORKDAY INC-CLASS A 2016-08-10 2018-10-23 2442 1567 875 875 5. AMAZON COM INC 2018-10-24 8609 3141 5468 5468 1. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-24 43 55 -12 -12 6. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-24 257 330 -73 -73 1. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-24 42 55 -13 -13 1. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-24 42 55 -13 -13 1. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-24 42 55 -13 -13 1. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-24 43 55 -12 -12 24. O'REILLY AUTOMOTIVE INC 2018-10-24 7901 6432 1469 1469 5. O'REILLY AUTOMOTIVE INC 2016-11-16 2018-10-24 1619 1340 279 279 2. O'REILLY AUTOMOTIVE INC 2016-11-16 2018-10-24 662 536 126 126 3. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-25 127 165 -38 -38 1. AMERICAN INTL GROUP INC NEW 2016-04-18 2018-10-25 43 55 -12 -12 .54 FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2018-10-25 1 1 84.69 FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2018-10-25 85 93 -8 -8 63.92 FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2018-10-25 64 66 -2 -2 37.12 FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2018-10-25 37 38 -1 -1 145.05 FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2018-10-25 145 159 -14 -14 207.27 FNMA 2004-91 CL BR 5.5% 12/25/2034 DTD 11/01/2004 2014-05-27 2018-10-25 207 229 -22 -22 53.15 FANNIE MAE 2007-07-19 2018-10-25 53 52 1 1 53.21 FNMA REMIC 2013-07-01 2018-10-25 53 58 -5 -5 12.51 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2018-10-25 13 13 70.96 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2018-10-25 71 71 83.09 FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2018-10-25 83 84 -1 -1 38.13 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2018-10-25 38 39 -1 -1 6.68 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2018-10-25 7 7 204.12 FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2018-10-25 204 203 1 1 662.22 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2018-10-25 662 669 -7 -7 36.34 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2018-10-25 36 36 56.17 FNMA 995264 6.5% 12/01/23 2012-07-25 2018-10-25 56 62 -6 -6 189.74 FNMA AB3678 3.5% 10/01/41 2011-10-26 2018-10-25 190 193 -3 -3 7. O'REILLY AUTOMOTIVE INC 2018-10-25 2256 1833 423 423 2000. ABBOTT LABORATORIES SR NTS 3.75% 11/30/2026 DTD 2018-02-14 2018-10-29 2061 1993 68 68 122. AGILENT TECHNOLOGIES INC 2018-10-30 7711 5684 2027 2027 53. AGILENT TECHNOLOGIES INC 2018-10-30 3353 2409 944 944 8. AGILENT TECHNOLOGIES INC 2016-10-18 2018-10-30 501 364 137 137 59. RESIDEO TECHNOLOGIES INC 2018-10-30 1338 542 796 796 . CENOVUS ENERGY INC 5.7% OCT 15 2019 2015-02-05 2018-10-31 3077 3368 -291 -291 5000. REGENCY ENERGY PART/FINA 5.000% 10/01/2022 DTD 07/25/2014 2017-06-13 2018-11-05 5142 5426 -284 -284 5000. EBAY INC 2.6% JUL 15 2022 2013-12-09 2018-11-07 4788 4788 . AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2018-11-08 2365 2373 -8 -8 2000. COMCAST CORP 3.95% 10/15/2025 DTD 10/05/2018 2018-10-02 2018-11-08 1991 1998 -7 -7 27771.465 PIMCO COMMODITYPL STRAT-INS 2018-02-22 2018-11-09 158853 176349 -17496 -17496 . FHLMC GOLD C91738 4% 11/01/33 2018-08-24 2018-11-15 697 715 -18 -18 . FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2018-11-15 149 163 -14 -14 . FANNIE MAE 2004-02-11 2018-11-15 50 51 -1 -1 . FREDDIE MAC 2004-05-18 2018-11-15 63 63 . FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2018-11-15 89 90 -1 -1 . FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2018-11-15 82 84 -2 -2 . FHLMC 3952 CL MA 3.0% 11/15/2021 DTD 11/01/2011 2013-09-24 2018-11-15 161 164 -3 -3 . FHLMC REMIC 2009-08-18 2018-11-15 277 287 -10 -10 . FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2018-11-15 64 62 2 2 . FHLMC 2920 CL PE 5.0% 01/15/2035 DTD 01/01/2005 2015-09-04 2018-11-15 722 785 -63 -63 . FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2018-11-15 278 304 -26 -26 . FHLMC REMIC 2008-12-09 2018-11-15 177 166 11 11 . FHLMC 3438 CL B 5.0% 04/15/2038 DTD 04/01/2008 2011-08-11 2018-11-15 169 179 -10 -10 . GNMA POOL NO 781079 2002-02-07 2018-11-15 13 13 . SANTANDER DRIVE AUTO RECEIVABL 2014-3 CL D 2.650% 08/17/2020 2017-08-14 2018-11-15 2435 2453 -18 -18 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2018-11-15 1873 1876 -3 -3 50000. U S A NOTES 2009-11-13 2018-11-15 50000 51473 -1473 -1473 . RESIDEO TECHNOLOGIES INC 2018-11-19 12 12 12 . GNMA 2006-29 CL PC 5.0% 06/20/2036 DTD 06/01/2006 2015-01-09 2018-11-20 269 296 -27 -27 . GNMA 2003-11 CL QC 5.5% 02/20/2033 DTD 02/01/2003 2012-11-20 2018-11-20 195 224 -29 -29 . GNMA 2003-26 CL A 5.0% 04/20/2033 DTD 04/01/2003 2018-11-20 271 296 -25 -25 . GNMA 2003-66 CL HD 5.5% 08/20/2033 DTD 08/01/2003 2014-01-23 2018-11-20 189 207 -18 -18 . GNMA 2003-86 CL QG 5.5% 10/20/2033 DTD 10/01/2003 2017-10-27 2018-11-20 281 308 -27 -27 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2014-05-27 2018-11-20 206 231 -25 -25 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2014-08-14 2018-11-20 209 228 -19 -19 . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 2017-04-28 2018-11-20 238 263 -25 -25 . GNMA 2004-109 CL BC 5.0% 11/20/2033 DTD 12/01/2004 2015-01-09 2018-11-20 795 853 -58 -58 . GNMA 2005-91 CL PD 5.5% 12/20/2035 DTD 12/01/2005 2017-08-08 2018-11-20 364 408 -44 -44 . GNMA 2008-53 CL PY 5.75% 06/20/2038 DTD 06/01/2008 2011-05-17 2018-11-20 125 138 -13 -13 . GNMA 2008-55 CL PL 5.5% 06/20/2038 DTD 06/01/2008 2012-11-01 2018-11-20 219 255 -36 -36 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2018-11-26 1 1 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2018-11-26 92 100 -8 -8 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2018-11-26 60 62 -2 -2 . FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2018-11-26 6 6 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2018-11-26 177 194 -17 -17 . FNMA 2004-91 CL BR 5.5% 12/25/2034 DTD 11/01/2004 2014-05-27 2018-11-26 233 258 -25 -25 . FANNIE MAE 2007-07-19 2018-11-26 52 51 1 1 . FNMA REMIC 2013-07-01 2018-11-26 257 278 -21 -21 . FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2018-11-26 13 13 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2018-11-26 68 68 . FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2018-11-26 72 73 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2018-11-26 38 39 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2018-11-26 7 7 . FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2018-11-26 94 94 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2018-11-26 12 13 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2018-11-26 37 36 1 1 . FNMA 995264 6.5% 12/01/23 2012-07-25 2018-11-26 70 78 -8 -8 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2018-11-26 144 146 -2 -2 15625.16 VANGUARD TOTAL BOND MARKET INDEX FUND-ADM 2018-11-09 2018-11-27 160470 160002 468 468 5. ALLERGAN PLC 2018-11-27 757 1425 -668 -668 72. ALLERGAN PLC 2018-11-27 10935 18724 -7789 -7789 1698.28 FIDELITY 500 INDEX FD-AI 2018-03-27 2018-11-28 163341 155766 7575 7575 33. ALLERGAN PLC 2018-11-28 5059 7400 -2341 -2341 21. ALLERGAN PLC 2018-11-28 3249 4487 -1238 -1238 11. ALLERGAN PLC 2014-08-14 2018-11-29 1712 2345 -633 -633 861.98 FIDELITY 500 INDEX FD-AI 2018-12-07 79638 82543 -2905 -2905 . AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2018-12-10 2562 2571 -9 -9 5. EASTMAN CHEM CO 2016-07-07 2018-12-11 374 336 38 38 26. EASTMAN CHEM CO 2018-12-11 1915 1743 172 172 4. EASTMAN CHEM CO 2016-07-07 2018-12-11 293 268 25 25 98. LAUDER ESTEE COS INC CL A 2018-08-23 2018-12-11 13638 13080 558 558 15. EASTMAN CHEM CO 2016-07-07 2018-12-12 1092 1005 87 87 6. EASTMAN CHEM CO 2018-12-12 441 400 41 41 30. EASTMAN CHEM CO 2018-12-12 2194 1928 266 266 26. EASTMAN CHEM CO 2016-02-23 2018-12-13 1885 1645 240 240 5. EASTMAN CHEM CO 2016-02-23 2018-12-13 362 316 46 46 26. EASTMAN CHEM CO 2016-02-23 2018-12-14 1853 1645 208 208 5000. BP CAPITAL MARKETS PLC NON-TRADEABLE ASSET 2018-12-17 4905 5073 -168 -168 17. EASTMAN CHEM CO 2016-02-23 2018-12-17 1231 1076 155 155 . FHLMC GOLD C91738 4% 11/01/33 2018-08-24 2018-12-17 542 555 -13 -13 . FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2018-12-17 244 266 -22 -22 . FANNIE MAE 2004-02-11 2018-12-17 39 40 -1 -1 . FREDDIE MAC 2004-05-18 2018-12-17 42 42 . FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2018-12-17 91 92 -1 -1 . FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2018-12-17 133 137 -4 -4 . FHLMC 3952 CL MA 3.0% 11/15/2021 DTD 11/01/2011 2013-09-24 2018-12-17 174 177 -3 -3 . FHLMC REMIC 2009-08-18 2018-12-17 267 277 -10 -10 . FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2018-12-17 68 66 2 2 . FHLMC 2920 CL PE 5.0% 01/15/2035 DTD 01/01/2005 2015-09-04 2018-12-17 377 410 -33 -33 . FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2018-12-17 270 295 -25 -25 . FHLMC REMIC 2008-12-09 2018-12-17 181 169 12 12 . FHLMC 3438 CL B 5.0% 04/15/2038 DTD 04/01/2008 2011-08-11 2018-12-17 104 111 -7 -7 . GNMA POOL NO 781079 2002-02-07 2018-12-17 31 32 -1 -1 32. PVH CORP 2018-12-17 2931 5003 -2072 -2072 8. PVH CORP 2018-12-17 740 1246 -506 -506 35000. SANTANDER DRIVE AUTO RECEIVABL 2014-3 CL D 2.650% 08/17/2020 2017-08-14 2018-12-17 15806 15917 -111 -111 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2018-12-17 1744 1747 -3 -3 12. EASTMAN CHEM CO 2016-02-23 2018-12-18 864 759 105 105 18. EASTMAN CHEM CO 2016-02-23 2018-12-18 1287 1139 148 148 5000. GEN MOTORS FINL CO 3.7% 05/09/2023 DTD 05/09/2016 2017-06-06 2018-12-18 4761 5064 -303 -303 22. PVH CORP 2018-01-29 2018-12-18 2039 3424 -1385 -1385 11. PVH CORP 2018-01-29 2018-12-18 1016 1712 -696 -696 10. PVH CORP 2018-12-18 929 1542 -613 -613 3. PVH CORP 2018-01-26 2018-12-19 274 462 -188 -188 8. PVH CORP 2018-01-26 2018-12-19 746 1231 -485 -485 . GNMA 2006-29 CL PC 5.0% 06/20/2036 DTD 06/01/2006 2015-01-09 2018-12-20 333 366 -33 -33 . GNMA 2003-11 CL QC 5.5% 02/20/2033 DTD 02/01/2003 2012-11-20 2018-12-20 217 249 -32 -32 . GNMA 2003-26 CL A 5.0% 04/20/2033 DTD 04/01/2003 2018-12-20 555 608 -53 -53 . GNMA 2003-66 CL HD 5.5% 08/20/2033 DTD 08/01/2003 2014-01-23 2018-12-20 165 182 -17 -17 . GNMA 2003-86 CL QG 5.5% 10/20/2033 DTD 10/01/2003 2017-10-27 2018-12-20 259 284 -25 -25 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2014-05-27 2018-12-20 172 192 -20 -20 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2014-08-14 2018-12-20 231 253 -22 -22 . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 2017-04-28 2018-12-20 289 319 -30 -30 . GNMA 2004-109 CL BC 5.0% 11/20/2033 DTD 12/01/2004 2015-01-09 2018-12-20 580 622 -42 -42 . GNMA 2005-91 CL PD 5.5% 12/20/2035 DTD 12/01/2005 2017-08-08 2018-12-20 274 307 -33 -33 . GNMA 2008-53 CL PY 5.75% 06/20/2038 DTD 06/01/2008 2011-05-17 2018-12-20 199 218 -19 -19 . GNMA 2008-55 CL PL 5.5% 06/20/2038 DTD 06/01/2008 2012-11-01 2018-12-20 204 238 -34 -34 7485.342 OAKMARK INTERNATIONAL-INST 2018-02-06 2018-12-20 152177 219695 -67518 -67518 79. GOLDMAN SACHS GROUP INC 2018-12-21 12994 11872 1122 1122 253. PARSLEY ENERGY INC-CLASS A 2018-12-21 3825 8046 -4221 -4221 65. PARSLEY ENERGY INC-CLASS A 2018-05-22 2018-12-21 993 2060 -1067 -1067 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2018-12-26 1 1 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2018-12-26 117 128 -11 -11 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2018-12-26 50 52 -2 -2 . FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2018-12-26 30 31 -1 -1 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2018-12-26 138 151 -13 -13 . FNMA 2004-91 CL BR 5.5% 12/25/2034 DTD 11/01/2004 2014-05-27 2018-12-26 283 313 -30 -30 . FANNIE MAE 2007-07-19 2018-12-26 51 50 1 1 . FNMA REMIC 2013-07-01 2018-12-26 53 58 -5 -5 . FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2018-12-26 13 13 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2018-12-26 69 70 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2018-12-26 75 76 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2018-12-26 53 54 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2018-12-26 7 7 . FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2018-12-26 57 57 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2018-12-26 13 13 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2018-12-26 37 36 1 1 . FNMA 995264 6.5% 12/01/23 2012-07-25 2018-12-26 53 59 -6 -6 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2018-12-26 157 160 -3 -3 . AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2019-01-08 2262 2270 -8 -8 5000. CVS HEALTH CORP 3.500% 07/20/2022 DTD 07/20/2015 2018-02-14 2019-01-14 4979 5009 -30 -30 . FHLMC GOLD G06943 4% 03/01/42 2018-11-20 2019-01-15 465 471 -6 -6 . FHLMC GOLD C91738 4% 11/01/33 2018-08-24 2019-01-15 323 331 -8 -8 . FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2019-01-15 221 241 -20 -20 . FREDDIE MAC 2004-05-18 2019-01-15 48 48 . FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2019-01-15 104 105 -1 -1 . FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2019-01-15 131 135 -4 -4 . FHLMC 3952 CL MA 3.0% 11/15/2021 DTD 11/01/2011 2013-09-24 2019-01-15 164 167 -3 -3 . FHLMC REMIC 2009-08-18 2019-01-15 261 271 -10 -10 . FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2019-01-15 62 60 2 2 . FHLMC 2920 CL PE 5.0% 01/15/2035 DTD 01/01/2005 2015-09-04 2019-01-15 117 127 -10 -10 . FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2019-01-15 262 287 -25 -25 . FHLMC REMIC 2008-12-09 2019-01-15 167 156 11 11 . FHLMC 3438 CL B 5.0% 04/15/2038 DTD 04/01/2008 2011-08-11 2019-01-15 101 107 -6 -6 . GNMA POOL NO 781079 2002-02-07 2019-01-15 12 13 -1 -1 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-01-15 1684 1687 -3 -3 . FANNIE MAE 2004-02-11 2019-01-16 19 19 120000. FANNIE MAE 1960-11-11 2019-01-18 . GNMA 2006-29 CL PC 5.0% 06/20/2036 DTD 06/01/2006 2015-01-09 2019-01-22 201 221 -20 -20 . GNMA 2003-11 CL QC 5.5% 02/20/2033 DTD 02/01/2003 2012-11-20 2019-01-22 144 166 -22 -22 . GNMA 2003-26 CL A 5.0% 04/20/2033 DTD 04/01/2003 2019-01-22 389 426 -37 -37 . GNMA 2003-66 CL HD 5.5% 08/20/2033 DTD 08/01/2003 2014-01-23 2019-01-22 189 208 -19 -19 . GNMA 2003-86 CL QG 5.5% 10/20/2033 DTD 10/01/2003 2017-10-27 2019-01-22 279 306 -27 -27 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2014-05-27 2019-01-22 235 263 -28 -28 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2014-08-14 2019-01-22 261 286 -25 -25 . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 2017-04-28 2019-01-22 212 234 -22 -22 . GNMA 2004-109 CL BC 5.0% 11/20/2033 DTD 12/01/2004 2015-01-09 2019-01-22 459 492 -33 -33 . GNMA 2005-91 CL PD 5.5% 12/20/2035 DTD 12/01/2005 2017-08-08 2019-01-22 288 323 -35 -35 . GNMA 2008-53 CL PY 5.75% 06/20/2038 DTD 06/01/2008 2011-05-17 2019-01-22 120 132 -12 -12 . GNMA 2008-55 CL PL 5.5% 06/20/2038 DTD 06/01/2008 2012-11-01 2019-01-22 188 219 -31 -31 2. GILEAD SCIENCES INC 2014-12-11 2019-01-23 137 212 -75 -75 1. GILEAD SCIENCES INC 2014-12-11 2019-01-23 69 106 -37 -37 20. GILEAD SCIENCES INC 2019-01-23 1367 2084 -717 -717 5. GILEAD SCIENCES INC 2015-01-08 2019-01-23 342 508 -166 -166 8. GILEAD SCIENCES INC 2019-01-23 544 813 -269 -269 9. MASTERCARD INC - CLASS A 2015-04-22 2019-01-23 1785 824 961 961 25. WORLDPAY INC CL A 2018-10-08 2019-01-23 2059 2425 -366 -366 4. WORLDPAY INC CL A 2018-10-08 2019-01-23 331 388 -57 -57 32. GILEAD SCIENCES INC 2019-01-24 2170 3100 -930 -930 8. MASTERCARD INC - CLASS A 2015-04-22 2019-01-24 1596 733 863 863 21. MASTERCARD INC - CLASS A 2019-01-24 4177 1560 2617 2617 44. WORLDPAY INC CL A 2018-10-08 2019-01-24 3619 4268 -649 -649 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2019-01-25 1 1 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2019-01-25 114 125 -11 -11 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2019-01-25 67 69 -2 -2 . FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2019-01-25 13 13 . FNMA AL5441 4.5% 09/01/41 2018-11-27 2019-01-25 490 509 -19 -19 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-01-25 187 205 -18 -18 . FNMA 2004-91 CL BR 5.5% 12/25/2034 DTD 11/01/2004 2014-05-27 2019-01-25 209 231 -22 -22 . FANNIE MAE 2007-07-19 2019-01-25 41 40 1 1 . FNMA REMIC 2013-07-01 2019-01-25 240 259 -19 -19 . FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2019-01-25 14 14 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2019-01-25 77 77 . FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2019-01-25 77 78 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2019-01-25 37 37 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2019-01-25 7 7 . FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2019-01-25 56 56 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2019-01-25 13 13 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2019-01-25 37 37 . FNMA 995264 6.5% 12/01/23 2012-07-25 2019-01-25 57 64 -7 -7 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-01-25 193 196 -3 -3 4. GILEAD SCIENCES INC 2016-02-10 2019-01-25 273 356 -83 -83 10. GILEAD SCIENCES INC 2019-01-25 689 890 -201 -201 3. GILEAD SCIENCES INC 2016-02-10 2019-01-25 206 267 -61 -61 30. MASTERCARD INC - CLASS A 2019-01-25 6078 1587 4491 4491 6. WORLDPAY INC CL A 2018-10-08 2019-01-25 497 582 -85 -85 49. WORLDPAY INC CL A 2017-09-22 2019-01-25 4062 3531 531 531 4. GILEAD SCIENCES INC 2016-02-10 2019-01-28 272 356 -84 -84 8. GILEAD SCIENCES INC 2016-02-10 2019-01-28 543 711 -168 -168 33. WORLDPAY INC CL A 2017-09-22 2019-01-28 2747 2378 369 369 7. GILEAD SCIENCES INC 2016-02-10 2019-01-29 482 622 -140 -140 1. GILEAD SCIENCES INC 2016-02-10 2019-01-29 70 89 -19 -19 7. WORLDPAY INC CL A 2017-09-22 2019-01-29 574 504 70 70 1. GILEAD SCIENCES INC 2016-02-10 2019-01-30 70 89 -19 -19 5. GILEAD SCIENCES INC 2016-02-10 2019-01-30 347 445 -98 -98 37. WORLDPAY INC CL A 2017-09-22 2019-01-30 3092 2666 426 426 2. GILEAD SCIENCES INC 2016-02-10 2019-01-31 140 178 -38 -38 3. GILEAD SCIENCES INC 2016-02-10 2019-01-31 209 267 -58 -58 5000. AMGEN INC 2009-06-09 2019-02-01 5000 5182 -182 -182 9. GILEAD SCIENCES INC 2019-02-01 629 796 -167 -167 9118.853 PGIM GLOBAL REAL ESTATE-Q 2018-02-06 2019-02-01 221223 207819 13404 13404 70000. US TREAS 1% 11/30/19 2013-12-04 2019-02-01 69122 69122 . AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2019-02-08 2497 2506 -9 -9 . FHLMC GOLD G06943 4% 03/01/42 2018-11-20 2019-02-15 74 75 -1 -1 . FHLMC GOLD C91738 4% 11/01/33 2018-08-24 2019-02-15 473 485 -12 -12 . FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2019-02-15 125 137 -12 -12 . FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2019-02-15 92 94 -2 -2 . FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2019-02-15 67 69 -2 -2 . FHLMC 3952 CL MA 3.0% 11/15/2021 DTD 11/01/2011 2013-09-24 2019-02-15 210 215 -5 -5 . FHLMC REMIC 2009-08-18 2019-02-15 288 299 -11 -11 . FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2019-02-15 61 58 3 3 . FHLMC 2920 CL PE 5.0% 01/15/2035 DTD 01/01/2005 2015-09-04 2019-02-15 392 427 -35 -35 . FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2019-02-15 255 279 -24 -24 . FHLMC REMIC 2008-12-09 2019-02-15 176 165 11 11 . FHLMC 3438 CL B 5.0% 04/15/2038 DTD 04/01/2008 2011-08-11 2019-02-15 99 104 -5 -5 . GNMA POOL NO 781079 2002-02-07 2019-02-15 12 13 -1 -1 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-02-15 1713 1716 -3 -3 5000. SEMPRA ENERGY 9.800% 2/15/19 2008-11-17 2019-02-15 5000 4978 22 22 32. ANALOG DEVICES INC 2018-09-13 2019-02-19 3349 2948 401 401 14. ANALOG DEVICES INC 2018-09-13 2019-02-19 1461 1290 171 171 41. ANALOG DEVICES INC 2018-09-13 2019-02-19 4303 3778 525 525 64. ANALOG DEVICES INC 2019-02-19 6678 4090 2588 2588 42. ANALOG DEVICES INC 2019-02-19 4382 3865 517 517 14. ANALOG DEVICES INC 2019-02-19 1471 892 579 579 53. ANALOG DEVICES INC 2019-02-20 5613 3358 2255 2255 . GNMA 2006-29 CL PC 5.0% 06/20/2036 DTD 06/01/2006 2015-01-09 2019-02-20 199 219 -20 -20 . GNMA 2003-11 CL QC 5.5% 02/20/2033 DTD 02/01/2003 2012-11-20 2019-02-20 186 213 -27 -27 . GNMA 2003-26 CL A 5.0% 04/20/2033 DTD 04/01/2003 2019-02-20 452 495 -43 -43 . GNMA 2003-66 CL HD 5.5% 08/20/2033 DTD 08/01/2003 2014-01-23 2019-02-20 133 146 -13 -13 . GNMA 2003-86 CL QG 5.5% 10/20/2033 DTD 10/01/2003 2017-10-27 2019-02-20 304 333 -29 -29 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2014-05-27 2019-02-20 251 281 -30 -30 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2014-08-14 2019-02-20 211 231 -20 -20 . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 2017-04-28 2019-02-20 190 210 -20 -20 . GNMA 2004-109 CL BC 5.0% 11/20/2033 DTD 12/01/2004 2015-01-09 2019-02-20 425 456 -31 -31 . GNMA 2005-91 CL PD 5.5% 12/20/2035 DTD 12/01/2005 2017-08-08 2019-02-20 280 314 -34 -34 . GNMA 2008-53 CL PY 5.75% 06/20/2038 DTD 06/01/2008 2011-05-17 2019-02-20 134 147 -13 -13 . GNMA 2008-55 CL PL 5.5% 06/20/2038 DTD 06/01/2008 2012-11-01 2019-02-20 135 157 -22 -22 45000. US TREAS 1.875% 04/30/22 2017-09-26 2019-02-20 44186 45089 -903 -903 . FREDDIE MAC 2004-05-18 2019-02-21 20 20 . FREDDIE MAC 1960-11-11 2019-02-21 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2019-02-25 1 1 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2019-02-25 80 88 -8 -8 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2019-02-25 55 56 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2019-02-25 39 39 . FNMA AL5441 4.5% 09/01/41 2018-11-27 2019-02-25 456 473 -17 -17 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-02-25 145 159 -14 -14 . FNMA 2004-91 CL BR 5.5% 12/25/2034 DTD 11/01/2004 2014-05-27 2019-02-25 401 444 -43 -43 . FANNIE MAE 2007-07-19 2019-02-25 57 55 2 2 . FNMA REMIC 2013-07-01 2019-02-25 141 152 -11 -11 . FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2019-02-25 14 14 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2019-02-25 68 69 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2019-02-25 74 75 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2019-02-25 44 45 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2019-02-25 7 7 . FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2019-02-25 49 49 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2019-02-25 12 12 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2019-02-25 37 37 . FNMA 995264 6.5% 12/01/23 2012-07-25 2019-02-25 64 71 -7 -7 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-02-25 142 145 -3 -3 4000. RYDER SYSTEM INC MTN 2.350% 02/26/2019 DTD 02/26/2013 2013-02-19 2019-02-26 4000 3996 4 4 5000. MATTEL INC 2.350% 08/15/2021 DTD 08/05/2016 2017-10-10 2019-03-05 4688 4876 -188 -188 . AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2019-03-08 2542 2551 -9 -9 17. BIOGEN IDEC INC 2018-10-08 2019-03-14 5443 5820 -377 -377 23. BIOGEN IDEC INC 2010-03-22 2019-03-14 7364 1269 6095 6095 422. BRISTOL MYERS SQUIBB CO 2019-03-14 20762 18383 2379 2379 92. DISNEY WALT CO 2019-03-14 10521 10105 416 416 5000. ANADARKO PETE CORP 8.700% 3/15/19 2009-03-03 2019-03-15 5000 4945 55 55 . FHLMC GOLD G06943 4% 03/01/42 2018-11-20 2019-03-15 294 298 -4 -4 . FHLMC GOLD C91738 4% 11/01/33 2018-08-24 2019-03-15 555 569 -14 -14 . FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2019-03-15 181 197 -16 -16 . FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2019-03-15 113 115 -2 -2 . FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2019-03-15 213 220 -7 -7 . FHLMC 3952 CL MA 3.0% 11/15/2021 DTD 11/01/2011 2013-09-24 2019-03-15 152 155 -3 -3 . FHLMC REMIC 2009-08-18 2019-03-15 268 278 -10 -10 . FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2019-03-15 59 57 2 2 . FHLMC 2920 CL PE 5.0% 01/15/2035 DTD 01/01/2005 2015-09-04 2019-03-15 147 160 -13 -13 . FHLMC 3017 CL ML 5.0% 08/15/2035 DTD 08/01/2005 2012-08-14 2019-03-15 175 203 -28 -28 . FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2019-03-15 248 271 -23 -23 . FHLMC REMIC 2008-12-09 2019-03-15 197 184 13 13 . FHLMC 3438 CL B 5.0% 04/15/2038 DTD 04/01/2008 2011-08-11 2019-03-15 73 77 -4 -4 . GNMA POOL NO 781079 2002-02-07 2019-03-15 12 13 -1 -1 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-03-15 1692 1695 -3 -3 . BANK OF AMERICA CORPORATION 2019-03-20 24 24 24 . GNMA 2006-29 CL PC 5.0% 06/20/2036 DTD 06/01/2006 2015-01-09 2019-03-20 224 247 -23 -23 . GNMA 2003-11 CL QC 5.5% 02/20/2033 DTD 02/01/2003 2012-11-20 2019-03-20 209 240 -31 -31 . GNMA 2003-26 CL A 5.0% 04/20/2033 DTD 04/01/2003 2019-03-20 369 404 -35 -35 . GNMA 2003-66 CL HD 5.5% 08/20/2033 DTD 08/01/2003 2014-01-23 2019-03-20 112 123 -11 -11 . GNMA 2003-86 CL QG 5.5% 10/20/2033 DTD 10/01/2003 2017-10-27 2019-03-20 299 328 -29 -29 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2014-05-27 2019-03-20 237 266 -29 -29 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2014-08-14 2019-03-20 185 203 -18 -18 . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 2017-04-28 2019-03-20 163 180 -17 -17 . GNMA 2004-109 CL BC 5.0% 11/20/2033 DTD 12/01/2004 2015-01-09 2019-03-20 406 435 -29 -29 . GNMA 2005-91 CL PD 5.5% 12/20/2035 DTD 12/01/2005 2017-08-08 2019-03-20 193 216 -23 -23 . GNMA 2008-53 CL PY 5.75% 06/20/2038 DTD 06/01/2008 2011-05-17 2019-03-20 214 235 -21 -21 . GNMA 2008-55 CL PL 5.5% 06/20/2038 DTD 06/01/2008 2012-11-01 2019-03-20 212 247 -35 -35 2000. REGIONS FINANCIAL CORP 3.200% 02/08/2021 DTD 02/08/2016 2017-08-07 2019-03-21 2013 2054 -41 -41 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2019-03-25 1 1 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2019-03-25 94 103 -9 -9 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2019-03-25 73 76 -3 -3 . FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2019-03-25 12 12 . FNMA AL5441 4.5% 09/01/41 2018-11-27 2019-03-25 345 358 -13 -13 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-02-27 2019-03-25 150 100 50 50 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-03-25 58 -58 -58 . FNMA 2004-91 CL BR 5.5% 12/25/2034 DTD 11/01/2004 2014-05-27 2019-03-25 178 197 -19 -19 . FANNIE MAE 2007-07-19 2019-03-25 47 46 1 1 . FNMA REMIC 2013-07-01 2019-03-25 63 68 -5 -5 . FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2019-03-25 83 85 -2 -2 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2019-03-25 71 72 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2019-03-25 67 68 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2019-03-25 38 39 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2019-03-25 7 7 . FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2019-03-25 107 106 1 1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2019-03-25 12 12 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2019-03-25 37 37 . FNMA 995264 6.5% 12/01/23 2012-07-25 2019-03-25 52 58 -6 -6 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-03-25 251 256 -5 -5 3000. REGIONS FINANCIAL CORP 3.200% 02/08/2021 DTD 02/08/2016 2017-08-07 2019-03-25 3028 3081 -53 -53 10000. AT&T INC 5.000% 03/01/2021 DTD 03/17/2016 2016-03-22 2019-03-27 10455 11181 -726 -726 3000. KANSAS CITY POWER & LT 7.15% APR 01 2019 2013-01-24 2019-04-01 3000 3852 -852 -852 . PFIZER INC 2019-04-03 567 567 567 6063. ISHARES MSCI JAPAN ETF 2018-02-06 2019-04-04 335050 368721 -33671 -33671 14.333 DOW INC 2018-04-09 2019-04-08 819 926 -107 -107 65.667 DOW INC 2019-04-08 3751 4213 -462 -462 12. DOW INC 2019-04-08 686 763 -77 -77 4. DOW INC 2019-04-08 229 253 -24 -24 102. DOW INC 2019-04-08 5837 6117 -280 -280 52. DOW INC 2019-04-08 2978 2776 202 202 . AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2019-04-09 2472 2481 -9 -9 11. DOW INC 2015-07-15 2019-04-09 624 579 45 45 1025. VANGUARD MID-CAP VIPERS 2019-04-11 168653 166482 2171 2171 . FHLMC GOLD G06943 4% 03/01/42 2018-11-20 2019-04-15 274 277 -3 -3 . FHLMC GOLD C91738 4% 11/01/33 2018-08-24 2019-04-15 513 526 -13 -13 . FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2019-04-15 252 275 -23 -23 . FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2019-04-15 75 76 -1 -1 . FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2019-04-15 61 62 -1 -1 . FHLMC 3952 CL MA 3.0% 11/15/2021 DTD 11/01/2011 2013-09-24 2019-04-15 173 177 -4 -4 . FHLMC REMIC 2009-08-18 2019-04-15 251 260 -9 -9 . FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2019-04-15 66 64 2 2 . FHLMC 2920 CL PE 5.0% 01/15/2035 DTD 01/01/2005 2015-09-04 2019-04-15 150 163 -13 -13 . FHLMC 3017 CL ML 5.0% 08/15/2035 DTD 08/01/2005 2012-08-14 2019-04-15 562 652 -90 -90 . FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2019-04-15 241 263 -22 -22 . FHLMC REMIC 2008-12-09 2019-04-15 202 189 13 13 . FHLMC 3438 CL B 5.0% 04/15/2038 DTD 04/01/2008 2011-08-11 2019-04-15 101 107 -6 -6 . GNMA POOL NO 781079 2002-02-07 2019-04-15 54 56 -2 -2 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-04-15 1666 1669 -3 -3 1000. FORTIS INC 3.055% 10/04/2026 DTD 06/28/2017 2017-10-18 2019-04-18 965 969 -4 -4 . GNMA 2006-29 CL PC 5.0% 06/20/2036 DTD 06/01/2006 2015-01-09 2019-04-22 310 342 -32 -32 . GNMA 2003-11 CL QC 5.5% 02/20/2033 DTD 02/01/2003 2012-11-20 2019-04-22 349 401 -52 -52 . GNMA 2003-26 CL A 5.0% 04/20/2033 DTD 04/01/2003 2019-04-22 441 483 -42 -42 . GNMA 2003-66 CL HD 5.5% 08/20/2033 DTD 08/01/2003 2014-01-23 2019-04-22 149 164 -15 -15 . GNMA 2003-86 CL QG 5.5% 10/20/2033 DTD 10/01/2003 2017-10-27 2019-04-22 245 268 -23 -23 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2014-05-27 2019-04-22 264 295 -31 -31 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2014-08-14 2019-04-22 189 207 -18 -18 . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 2017-04-28 2019-04-22 211 233 -22 -22 . GNMA 2004-109 CL BC 5.0% 11/20/2033 DTD 12/01/2004 2015-01-09 2019-04-22 595 638 -43 -43 . GNMA 2005-91 CL PD 5.5% 12/20/2035 DTD 12/01/2005 2017-08-08 2019-04-22 277 310 -33 -33 . GNMA 2008-53 CL PY 5.75% 06/20/2038 DTD 06/01/2008 2011-05-17 2019-04-22 74 82 -8 -8 . GNMA 2008-55 CL PL 5.5% 06/20/2038 DTD 06/01/2008 2012-11-01 2019-04-22 293 341 -48 -48 4000. ENERGY TRANSFER PARTNERS 3.600% 02/01/2023 DTD 01/22/2013 2015-02-05 2019-04-25 4023 3964 59 59 5000. ENERGY TRANSFER PARTNERS 3.600% 02/01/2023 DTD 01/22/2013 2018-11-05 2019-04-25 5028 4884 144 144 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2019-04-25 1 1 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2019-04-25 86 95 -9 -9 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2019-04-25 65 67 -2 -2 . FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2019-04-25 11 11 . FNMA AL5441 4.5% 09/01/41 2018-11-27 2019-04-25 426 442 -16 -16 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-04-25 128 -128 -128 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-02-27 2019-04-25 327 221 106 106 . FNMA 2004-91 CL BR 5.5% 12/25/2034 DTD 11/01/2004 2014-05-27 2019-04-25 201 222 -21 -21 . FANNIE MAE 2007-07-19 2019-04-25 46 45 1 1 . FNMA REMIC 2013-07-01 2019-04-25 207 223 -16 -16 . FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2019-04-25 13 13 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2019-04-25 71 71 . FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2019-04-25 69 70 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2019-04-25 36 37 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2019-04-25 7 7 . FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2019-04-25 29 28 1 1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2019-04-25 12 12 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2019-04-25 37 37 . FNMA 995264 6.5% 12/01/23 2012-07-25 2019-04-25 59 65 -6 -6 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-04-25 167 170 -3 -3 181. OCCIDENTAL PETE CORP 2019-04-25 11243 15182 -3939 -3939 102. OCCIDENTAL PETE CORP 2019-04-25 6334 7721 -1387 -1387 80. OCCIDENTAL PETE CORP 2019-04-25 4968 6214 -1246 -1246 39. OCCIDENTAL PETE CORP 2019-05-01 2247 2805 -558 -558 8. OCCIDENTAL PETE CORP 2019-05-01 464 555 -91 -91 25. REGENERON PHARMACEUTICALS INC 2019-05-01 8526 10451 -1925 -1925 5. REGENERON PHARMACEUTICALS INC 2019-05-01 1701 2002 -301 -301 5000. SENIOR HOUSING PROPERTIE 3.250% 05/01/2019 DTD 04/28/2014 2018-03-15 2019-05-01 5000 5007 -7 -7 117. OCCIDENTAL PETE CORP 2019-05-02 6709 7961 -1252 -1252 8. OCCIDENTAL PETE CORP 2019-05-02 460 459 1 1 4. OCCIDENTAL PETE CORP 2009-04-30 2019-05-02 230 218 12 12 24. OCCIDENTAL PETE CORP 2019-05-02 1378 1215 163 163 11. OCCIDENTAL PETE CORP 2008-10-15 2019-05-02 632 486 146 146 4376.439 PIMCO TOTAL RETURN FIND 2019-02-01 2019-05-02 44158 43721 437 437 13. OCCIDENTAL PETE CORP 2008-10-15 2019-05-03 754 575 179 179 42. OCCIDENTAL PETE CORP 2019-05-03 2441 1775 666 666 2712. ISHARES MSCI JAPAN ETF 2018-02-06 2019-05-07 147281 164930 -17649 -17649 335. ISHARES MSCI JAPAN ETF 2018-02-06 2019-05-07 18211 20373 -2162 -2162 . AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2019-05-08 2127 2135 -8 -8 6. PRUDENTIAL FINL INC 2018-12-21 2019-05-14 589 481 108 108 88. PRUDENTIAL FINL INC 2019-05-14 8661 7015 1646 1646 42. PRUDENTIAL FINL INC 2018-12-21 2019-05-14 4151 3345 806 806 13. PRUDENTIAL FINL INC 2018-12-21 2019-05-14 1268 1035 233 233 19. PRUDENTIAL FINL INC 2018-12-21 2019-05-14 1882 1513 369 369 5000. CANADIAN PACIFIC RR CO NOTES 7 1/4% MAY 15 2019 2014-11-24 2019-05-15 5000 6028 -1028 -1028 . FHLMC GOLD G06943 4% 03/01/42 2018-11-20 2019-05-15 327 331 -4 -4 . FHLMC GOLD C91738 4% 11/01/33 2018-08-24 2019-05-15 371 380 -9 -9 . FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2019-05-15 206 225 -19 -19 . FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2019-05-15 107 108 -1 -1 . FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2019-05-15 99 102 -3 -3 . FHLMC 3952 CL MA 3.0% 11/15/2021 DTD 11/01/2011 2013-09-24 2019-05-15 182 186 -4 -4 . FHLMC REMIC 2009-08-18 2019-05-15 292 303 -11 -11 . FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2019-05-15 60 58 2 2 . FHLMC 2920 CL PE 5.0% 01/15/2035 DTD 01/01/2005 2015-09-04 2019-05-15 83 90 -7 -7 . FHLMC 3017 CL ML 5.0% 08/15/2035 DTD 08/01/2005 2012-08-14 2019-05-15 359 417 -58 -58 . FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2019-05-15 234 256 -22 -22 . FHLMC REMIC 2008-12-09 2019-05-15 164 154 10 10 . FHLMC 3438 CL B 5.0% 04/15/2038 DTD 04/01/2008 2011-08-11 2019-05-15 127 134 -7 -7 1657.694 FIDELITY 500 INDEX FD-AI 2019-05-15 164526 156131 8395 8395 . GNMA POOL NO 781079 2002-02-07 2019-05-15 12 12 7309.025 OAKMARK INTERNATIONAL-INST 2018-02-06 2019-05-15 164526 214520 -49994 -49994 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-05-15 1478 1481 -3 -3 129. SCHWAB CHARLES CORP NEW 2019-05-15 5519 3757 1762 1762 114. SCHWAB CHARLES CORP NEW 2019-05-16 4969 3263 1706 1706 28. SCHWAB CHARLES CORP NEW 2019-05-16 1217 767 450 450 73. SCHWAB CHARLES CORP NEW 2019-05-16 3169 1961 1208 1208 101. MEDTRONIC PLC 2019-05-16 8903 8893 10 10 8. MEDTRONIC PLC 2018-07-18 2019-05-16 707 704 3 3 79. MEDTRONIC PLC 2019-05-16 6978 6261 717 717 35. MEDTRONIC PLC 2018-04-09 2019-05-17 3078 2765 313 313 59. MEDTRONIC PLC 2019-05-17 5211 4590 621 621 . GNMA 2006-29 CL PC 5.0% 06/20/2036 DTD 06/01/2006 2015-01-09 2019-05-20 288 318 -30 -30 . GNMA 2003-11 CL QC 5.5% 02/20/2033 DTD 02/01/2003 2012-11-20 2019-05-20 245 281 -36 -36 . GNMA 2003-26 CL A 5.0% 04/20/2033 DTD 04/01/2003 2019-05-20 447 489 -42 -42 . GNMA 2003-66 CL HD 5.5% 08/20/2033 DTD 08/01/2003 2014-01-23 2019-05-20 143 157 -14 -14 . GNMA 2003-86 CL QG 5.5% 10/20/2033 DTD 10/01/2003 2017-10-27 2019-05-20 298 326 -28 -28 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2014-05-27 2019-05-20 222 249 -27 -27 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2014-08-14 2019-05-20 203 223 -20 -20 . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 2017-04-28 2019-05-20 235 259 -24 -24 . GNMA 2004-109 CL BC 5.0% 11/20/2033 DTD 12/01/2004 2015-01-09 2019-05-20 623 668 -45 -45 . GNMA 2005-91 CL PD 5.5% 12/20/2035 DTD 12/01/2005 2017-08-08 2019-05-20 220 246 -26 -26 . GNMA 2008-53 CL PY 5.75% 06/20/2038 DTD 06/01/2008 2011-05-17 2019-05-20 158 173 -15 -15 . GNMA 2008-55 CL PL 5.5% 06/20/2038 DTD 06/01/2008 2012-11-01 2019-05-20 177 207 -30 -30 27. PARKER HANNIFIN CORP 2018-01-11 2019-05-20 4404 5622 -1218 -1218 32. PARKER HANNIFIN CORP 2018-01-11 2019-05-20 5223 6663 -1440 -1440 14. PARKER HANNIFIN CORP 2018-01-11 2019-05-20 2283 2915 -632 -632 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2019-05-28 1 1 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2019-05-28 90 99 -9 -9 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2019-05-28 65 67 -2 -2 . FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2019-05-28 12 12 . FNMA AL5441 4.5% 09/01/41 2018-11-27 2019-05-28 602 624 -22 -22 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-05-28 153 -153 -153 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-02-27 2019-05-28 391 265 126 126 . FNMA 2004-91 CL BR 5.5% 12/25/2034 DTD 11/01/2004 2014-05-27 2019-05-28 194 215 -21 -21 . FANNIE MAE 2007-07-19 2019-05-28 45 44 1 1 . FNMA REMIC 2013-07-01 2019-05-28 129 140 -11 -11 . FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2019-05-28 95 97 -2 -2 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2019-05-28 74 74 . FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2019-05-28 62 63 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2019-05-28 30 30 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2019-05-28 7 7 . FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2019-05-28 62 61 1 1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2019-05-28 12 12 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2019-05-28 33 33 . FNMA 995264 6.5% 12/01/23 2012-07-25 2019-05-28 65 72 -7 -7 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-05-28 253 258 -5 -5 116. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-05 6371 6214 157 157 43. DELTA AIR LINES INC DEL NEW 2019-06-05 2363 2302 61 61 144. PHILIP MORRIS INTERNATIONAL 2019-06-05 11121 16172 -5051 -5051 2000. CNA FINANCIAL CORP 5 7/8% AUG 15 2020 2010-08-05 2019-06-06 2079 1994 85 85 1. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-06 55 53 2 2 2. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-06 109 107 2 2 36. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-06 1975 1924 51 51 41. DELTA AIR LINES INC DEL NEW 2019-06-06 2237 2191 46 46 7. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-06 383 374 9 9 6. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 330 321 9 9 5. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 277 267 10 10 9. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 500 481 19 19 2. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 110 107 3 3 2. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 110 107 3 3 1. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 56 53 3 3 . AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2019-06-10 2136 2144 -8 -8 351. BANK OF AMERICA CORPORATION 2019-06-10 9898 9826 72 72 76. DOLLAR TREE INC 2019-06-10 7890 7034 856 856 275. WELLS FARGO & CO NEW 2019-06-10 12760 7840 4920 4920 22. DOLLAR TREE INC 2018-12-17 2019-06-11 2346 1900 446 446 88. DOLLAR TREE INC 2019-06-11 9385 8063 1322 1322 28. DOLLAR TREE INC 2018-12-17 2019-06-11 2985 2419 566 566 5000. BOSTON PROPERTIES LP 3.800% 02/01/2024 DTD 06/27/2013 2016-10-18 2019-06-12 5204 5310 -106 -106 . CORTEVA INC 2019-06-13 9 9 9 . DUPONT DE NEMOURS INC-WI 2019-06-13 25 25 25 5000. BANK OF NOVA SCOTIA 1.650% 06/14/2019 DTD 06/14/2016 2019-06-14 5000 4968 32 32 5000. ACE INA HOLDINGS 2009-09-21 2019-06-17 5000 5425 -425 -425 . FHLMC GOLD G06943 4% 03/01/42 2018-11-20 2019-06-17 445 450 -5 -5 . FHLMC GOLD C91738 4% 11/01/33 2018-08-24 2019-06-17 604 619 -15 -15 . FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2019-06-17 126 138 -12 -12 . FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2019-06-17 77 77 . FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2019-06-17 93 96 -3 -3 . FHLMC 3952 CL MA 3.0% 11/15/2021 DTD 11/01/2011 2013-09-24 2019-06-17 170 174 -4 -4 . FHLMC REMIC 2009-08-18 2019-06-17 282 293 -11 -11 . FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2019-06-17 76 73 3 3 . FHLMC 2920 CL PE 5.0% 01/15/2035 DTD 01/01/2005 2015-09-04 2019-06-17 141 154 -13 -13 . FHLMC 3017 CL ML 5.0% 08/15/2035 DTD 08/01/2005 2012-08-14 2019-06-17 644 747 -103 -103 . FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2019-06-17 227 249 -22 -22 . FHLMC REMIC 2008-12-09 2019-06-17 176 165 11 11 . FHLMC 3438 CL B 5.0% 04/15/2038 DTD 04/01/2008 2011-08-11 2019-06-17 149 158 -9 -9 . GNMA POOL NO 781079 2002-02-07 2019-06-17 42 44 -2 -2 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-06-17 1481 1484 -3 -3 . GNMA 2006-29 CL PC 5.0% 06/20/2036 DTD 06/01/2006 2015-01-09 2019-06-20 210 231 -21 -21 . GNMA 2003-11 CL QC 5.5% 02/20/2033 DTD 02/01/2003 2012-11-20 2019-06-20 191 220 -29 -29 . GNMA 2003-26 CL A 5.0% 04/20/2033 DTD 04/01/2003 2019-06-20 569 623 -54 -54 . GNMA 2003-66 CL HD 5.5% 08/20/2033 DTD 08/01/2003 2014-01-23 2019-06-20 179 196 -17 -17 . GNMA 2003-86 CL QG 5.5% 10/20/2033 DTD 10/01/2003 2017-10-27 2019-06-20 344 377 -33 -33 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2014-05-27 2019-06-20 255 286 -31 -31 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2014-08-14 2019-06-20 218 238 -20 -20 . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 2017-04-28 2019-06-20 280 309 -29 -29 . GNMA 2004-109 CL BC 5.0% 11/20/2033 DTD 12/01/2004 2015-01-09 2019-06-20 561 602 -41 -41 . GNMA 2005-91 CL PD 5.5% 12/20/2035 DTD 12/01/2005 2017-08-08 2019-06-20 272 304 -32 -32 . GNMA 2008-53 CL PY 5.75% 06/20/2038 DTD 06/01/2008 2011-05-17 2019-06-20 108 118 -10 -10 . GNMA 2008-55 CL PL 5.5% 06/20/2038 DTD 06/01/2008 2012-11-01 2019-06-20 194 226 -32 -32 5000. ATHENE HLDG LTD SR NTS 4.125% 01/12/2028 DTD 2018-03-08 2019-06-21 5019 4800 219 219 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2019-06-25 1 1 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2019-06-25 85 93 -8 -8 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2019-06-25 53 55 -2 -2 . FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2019-06-25 16 16 . FNMA AL5441 4.5% 09/01/41 2018-11-27 2019-06-25 655 679 -24 -24 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-02-27 2019-06-25 457 310 147 147 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-06-25 180 -180 -180 . FNMA 2004-91 CL BR 5.5% 12/25/2034 DTD 11/01/2004 2014-05-27 2019-06-25 367 406 -39 -39 . FANNIE MAE 2007-07-19 2019-06-25 44 43 1 1 . FNMA REMIC 2013-07-01 2019-06-25 126 136 -10 -10 . FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2019-06-25 13 13 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2019-06-25 72 72 . FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2019-06-25 60 61 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2019-06-25 24 25 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2019-06-25 7 7 . FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2019-06-25 39 39 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2019-06-25 12 12 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2019-06-25 32 32 . FNMA 995264 6.5% 12/01/23 2012-07-25 2019-06-25 55 62 -7 -7 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-06-25 247 251 -4 -4 26. ADOBE SYS INC 2019-06-27 7637 879 6758 6758 5000. VENTAS REALTY LP/CAP CRP NON-TRADEABLE ASSET 2014-07-21 2019-07-03 5019 4987 32 32 25000. AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2019-07-08 26 26 5000. FRANCE TELECOM 5 3/8% JUL 08 2019 2014-02-05 2019-07-08 5000 5642 -642 -642 . FHLMC GOLD G06943 4% 03/01/42 2018-11-20 2019-07-15 506 512 -6 -6 . FHLMC GOLD C91738 4% 11/01/33 2018-08-24 2019-07-15 579 594 -15 -15 . FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2019-07-15 179 195 -16 -16 . FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2019-07-15 92 93 -1 -1 . FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2019-07-15 58 59 -1 -1 . FHLMC 3952 CL MA 3.0% 11/15/2021 DTD 11/01/2011 2013-09-24 2019-07-15 170 173 -3 -3 . FHLMC REMIC 2009-08-18 2019-07-15 257 266 -9 -9 . FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2019-07-15 66 64 2 2 . FHLMC 2920 CL PE 5.0% 01/15/2035 DTD 01/01/2005 2015-09-04 2019-07-15 302 329 -27 -27 . FHLMC 3017 CL ML 5.0% 08/15/2035 DTD 08/01/2005 2012-08-14 2019-07-15 465 540 -75 -75 . FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2019-07-15 221 242 -21 -21 . FHLMC REMIC 2008-12-09 2019-07-15 154 144 10 10 . FHLMC 3438 CL B 5.0% 04/15/2038 DTD 04/01/2008 2011-08-11 2019-07-15 120 127 -7 -7 . GNMA POOL NO 781079 2002-02-07 2019-07-15 29 30 -1 -1 . SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-07-15 1365 1368 -3 -3 5000. TELEFONICA SA 5.877% JUL 15 2019 2014-01-30 2019-07-15 5000 5682 -682 -682 2020.895 OAKMARK FUND-INST 2018-02-06 2019-07-16 162601 174565 -11964 -11964 4031.086 PARNASSUS EQTY INCOME FD-INS 2018-02-06 2019-07-16 193492 172611 20881 20881 5294.581 PRIMECAP ODYSSEY STOCK FUND 2018-02-06 2019-07-16 176521 171068 5453 5453 . AMGEN INC 2019-07-17 27 27 27 . GNMA 2006-29 CL PC 5.0% 06/20/2036 DTD 06/01/2006 2015-01-09 2019-07-22 421 464 -43 -43 . GNMA 2003-11 CL QC 5.5% 02/20/2033 DTD 02/01/2003 2012-11-20 2019-07-22 222 255 -33 -33 . GNMA 2003-26 CL A 5.0% 04/20/2033 DTD 04/01/2003 2019-07-22 344 376 -32 -32 . GNMA 2003-66 CL HD 5.5% 08/20/2033 DTD 08/01/2003 2014-01-23 2019-07-22 156 171 -15 -15 . GNMA 2003-86 CL QG 5.5% 10/20/2033 DTD 10/01/2003 2017-10-27 2019-07-22 267 293 -26 -26 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2014-05-27 2019-07-22 209 234 -25 -25 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2019-06-26 2019-07-22 463 279 184 184 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2014-08-14 2019-07-22 222 -222 -222 . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 2017-04-28 2019-07-22 252 278 -26 -26 . GNMA 2004-109 CL BC 5.0% 11/20/2033 DTD 12/01/2004 2015-01-09 2019-07-22 507 544 -37 -37 . GNMA 2005-91 CL PD 5.5% 12/20/2035 DTD 12/01/2005 2017-08-08 2019-07-22 267 299 -32 -32 . GNMA 2008-53 CL PY 5.75% 06/20/2038 DTD 06/01/2008 2011-05-17 2019-07-22 105 116 -11 -11 . GNMA 2008-55 CL PL 5.5% 06/20/2038 DTD 06/01/2008 2012-11-01 2019-07-22 210 245 -35 -35 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2019-07-25 1 1 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2019-07-25 109 120 -11 -11 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2019-07-25 67 69 -2 -2 . FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2019-07-25 5 5 . FNMA AL5441 4.5% 09/01/41 2018-11-27 2019-07-25 517 536 -19 -19 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-07-25 188 -188 -188 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-02-27 2019-07-25 478 324 154 154 . FNMA 2004-91 CL BR 5.5% 12/25/2034 DTD 11/01/2004 2014-05-27 2019-07-25 277 306 -29 -29 . FANNIE MAE 2007-07-19 2019-07-25 42 42 . FNMA REMIC 2013-07-01 2019-07-25 108 116 -8 -8 . FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2019-07-25 14 14 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2019-07-25 72 72 . FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2019-07-25 61 62 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2019-07-25 15 15 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2019-07-25 7 7 . FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2019-07-25 10 10 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2019-07-25 12 12 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2019-07-25 32 32 . FNMA 995264 6.5% 12/01/23 2012-07-25 2019-07-25 77 85 -8 -8 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-07-25 233 237 -4 -4 3289.618 FIDELITY 500 INDEX FD-AI 2019-07-25 343601 343523 78 78 13000. CITIGROUP INC 2.500% 07/29/2019 DTD 07/29/2014 2015-01-26 2019-07-29 13000 13138 -138 -138 90000. FEDERAL NATL MTG ASSN GTD MTG PASS 1960-11-11 2019-07-30 120000. USA TREAS NOTES 2012-08-03 2019-07-31 120000 118373 1627 1627 400. ISHARES MSCI CHINA ETF 2018-02-06 2019-08-13 22045 28408 -6363 -6363 2587. ISHARES MSCI CHINA ETF 2018-02-06 2019-08-13 142622 183730 -41108 -41108 81. ISHARES MSCI CHINA ETF 2019-04-04 2019-08-13 4466 5202 -736 -736 1597. ISHARES MSCI CHINA ETF 2019-04-04 2019-08-14 85701 102562 -16861 -16861 26. SVB FINANCIAL GROUP 2019-08-14 4962 3467 1495 1495 16. SVB FINANCIAL GROUP 2019-08-14 3042 1991 1051 1051 39. APTIV PLC 2019-08-14 3101 3396 -295 -295 22. APTIV PLC 2019-08-14 1768 1915 -147 -147 57. APTIV PLC 2019-08-14 4550 4615 -65 -65 . FHLMC GOLD G06943 4% 03/01/42 2018-11-20 2019-08-15 64 65 -1 -1 . FHLMC GOLD C91738 4% 11/01/33 2018-08-24 2019-08-15 500 513 -13 -13 . FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2019-08-15 146 159 -13 -13 . FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2019-08-15 74 75 -1 -1 . FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2019-08-15 173 178 -5 -5 . FHLMC 3952 CL MA 3.0% 11/15/2021 DTD 11/01/2011 2013-09-24 2019-08-15 152 155 -3 -3 . FHLMC REMIC 2009-08-18 2019-08-15 241 250 -9 -9 . FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2019-08-15 72 69 3 3 . FHLMC 2920 CL PE 5.0% 01/15/2035 DTD 01/01/2005 2015-09-04 2019-08-15 91 99 -8 -8 . FHLMC 3017 CL ML 5.0% 08/15/2035 DTD 08/01/2005 2012-08-14 2019-08-15 507 589 -82 -82 . FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2019-08-15 215 235 -20 -20 . FHLMC REMIC 2008-12-09 2019-08-15 213 199 14 14 . FHLMC 3438 CL B 5.0% 04/15/2038 DTD 04/01/2008 2011-08-11 2019-08-15 134 142 -8 -8 . GNMA POOL NO 781079 2002-02-07 2019-08-15 13 14 -1 -1 32. SVB FINANCIAL GROUP 2015-02-05 2019-08-15 5975 3847 2128 2128 25000. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2019-08-15 187 187 25000. WORLD FINANCIAL NETWORK CREDIT 2017-B CL A 1.980% 06/15/2023 2017-08-15 2019-08-15 25000 24997 3 3 108. APTIV PLC 2019-08-15 8562 7647 915 915 . GNMA 2006-29 CL PC 5.0% 06/20/2036 DTD 06/01/2006 2015-01-09 2019-08-20 253 279 -26 -26 . GNMA 2003-11 CL QC 5.5% 02/20/2033 DTD 02/01/2003 2012-11-20 2019-08-20 183 211 -28 -28 . GNMA 2003-26 CL A 5.0% 04/20/2033 DTD 04/01/2003 2019-08-20 351 385 -34 -34 . GNMA 2003-66 CL HD 5.5% 08/20/2033 DTD 08/01/2003 2014-01-23 2019-08-20 183 201 -18 -18 . GNMA 2003-86 CL QG 5.5% 10/20/2033 DTD 10/01/2003 2017-10-27 2019-08-20 287 314 -27 -27 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2014-05-27 2019-08-20 195 219 -24 -24 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2014-08-14 2019-08-20 211 -211 -211 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2019-06-26 2019-08-20 440 265 175 175 . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 2017-04-28 2019-08-20 218 241 -23 -23 . GNMA 2004-109 CL BC 5.0% 11/20/2033 DTD 12/01/2004 2015-01-09 2019-08-20 454 487 -33 -33 . GNMA 2005-91 CL PD 5.5% 12/20/2035 DTD 12/01/2005 2017-08-08 2019-08-20 263 294 -31 -31 . GNMA 2008-53 CL PY 5.75% 06/20/2038 DTD 06/01/2008 2011-05-17 2019-08-20 192 211 -19 -19 . GNMA 2008-55 CL PL 5.5% 06/20/2038 DTD 06/01/2008 2012-11-01 2019-08-20 172 200 -28 -28 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2019-08-26 1 1 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2019-08-26 112 123 -11 -11 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2019-08-26 80 82 -2 -2 . FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2019-08-26 7 7 . FNMA AL5441 4.5% 09/01/41 2018-11-27 2019-08-26 575 597 -22 -22 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-02-27 2019-08-26 441 299 142 142 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-08-26 173 -173 -173 . FNMA 2004-91 CL BR 5.5% 12/25/2034 DTD 11/01/2004 2014-05-27 2019-08-26 336 371 -35 -35 . FANNIE MAE 2007-07-19 2019-08-26 41 41 . FNMA REMIC 2013-07-01 2019-08-26 134 144 -10 -10 . FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2019-08-26 79 81 -2 -2 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2019-08-26 70 71 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2019-08-26 56 57 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2019-08-26 155 158 -3 -3 . FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2019-08-26 10 10 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2019-08-26 12 13 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2019-08-26 32 32 . FNMA 995264 6.5% 12/01/23 2012-07-25 2019-08-26 49 55 -6 -6 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-08-26 117 119 -2 -2 75000. US TREAS 2% 11/15/21 2019-08-30 75812 76678 -866 -866 . GENERAL MOTORS CO 2019-09-05 41 41 41 . FHLMC GOLD G06943 4% 03/01/42 2018-11-20 2019-09-16 168 170 -2 -2 . FHLMC GOLD C91738 4% 11/01/33 2018-08-24 2019-09-16 319 327 -8 -8 . FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2019-09-16 149 162 -13 -13 . FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2019-09-16 98 99 -1 -1 . FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2019-09-16 45 47 -2 -2 . FHLMC 3952 CL MA 3.0% 11/15/2021 DTD 11/01/2011 2013-09-24 2019-09-16 157 160 -3 -3 . FHLMC REMIC 2009-08-18 2019-09-16 243 252 -9 -9 . FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2019-09-16 57 55 2 2 . FHLMC 2920 CL PE 5.0% 01/15/2035 DTD 01/01/2005 2015-09-04 2019-09-16 211 230 -19 -19 . FHLMC 3017 CL ML 5.0% 08/15/2035 DTD 08/01/2005 2012-08-14 2019-09-16 430 499 -69 -69 . FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2019-09-16 209 228 -19 -19 . FHLMC REMIC 2008-12-09 2019-09-16 233 218 15 15 . FHLMC 3438 CL B 5.0% 04/15/2038 DTD 04/01/2008 2011-08-11 2019-09-16 98 104 -6 -6 . GNMA POOL NO 781079 2002-02-07 2019-09-16 61 64 -3 -3 6. ADOBE SYS INC 2012-08-03 2019-09-20 1686 192 1494 1494 6. ALEXION PHARMACEUTICALS INC 2019-03-14 2019-09-20 635 808 -173 -173 5. ALPHABET INC-CL C 2019-09-20 6191 4323 1868 1868 2. ALPHABET INC-CL A 2015-10-30 2019-09-20 2476 1487 989 989 4. AMAZON COM INC 2019-09-20 7294 1752 5542 5542 25. AMERICAN EXPRESS CO 2019-06-10 2019-09-20 2925 3074 -149 -149 32. APPLE COMPUTER INC 2006-04-06 2019-09-20 7104 317 6787 6787 11. AUTOMATIC DATA PROCESSING INC 2019-08-14 2019-09-20 1761 1806 -45 -45 112. BANK OF AMERICA CORPORATION 2016-11-09 2019-09-20 3351 2005 1346 1346 17. BERKSHIRE HATHAWAY INC DEL CL B 2018-09-11 2019-09-20 3559 3638 -79 -79 60. BOSTON SCIENTIFIC CORP 2019-09-20 2585 1406 1179 1179 11. BROADCOM INC 2013-04-25 2019-09-20 3139 435 2704 2704 35. CELGENE CORP. 2019-09-20 3462 3658 -196 -196 6. CHARTER COMMUNICATIONS INC-A 2018-04-13 2019-09-20 2539 1836 703 703 42. CITIGROUP INC NEW 2017-05-15 2019-09-20 2939 2580 359 359 29. COCA-COLA CO 2018-04-16 2019-09-20 1581 1295 286 286 83. COMCAST CORP NEW CL A 2019-05-14 2019-09-20 3849 3569 280 280 37. CORTEVA INC 2019-09-20 1092 1221 -129 -129 10. DIAMONDBACK ENERGY INC 2019-01-08 2019-09-20 966 1052 -86 -86 23. DISNEY WALT CO 2016-12-16 2019-09-20 3048 2392 656 656 2806.033 DODGE & COX INCOME FUND 2019-05-07 2019-09-20 39761 38527 1234 1234 20. DUPONT DE NEMOURS INC-WI 2019-09-20 1425 1895 -470 -470 25. EOG RESOURCES INC 2019-09-20 2040 2265 -225 -225 18. ELECTRONIC ARTS 2018-09-20 2019-09-20 1795 2050 -255 -255 11. FACEBOOK INC-A 2014-07-25 2019-09-20 2115 828 1287 1287 24. FIDELITY NATL INFORMATION SVCS INC 2019-08-14 2019-09-20 3225 3144 81 81 37. FISERV INC 2019-09-20 3921 3889 32 32 10. GENERAL DYNAMICS CORP 2017-02-10 2019-09-20 1883 1840 43 43 . GNMA 2006-29 CL PC 5.0% 06/20/2036 DTD 06/01/2006 2015-01-09 2019-09-20 236 260 -24 -24 . GNMA 2003-11 CL QC 5.5% 02/20/2033 DTD 02/01/2003 2012-11-20 2019-09-20 202 232 -30 -30 . GNMA 2003-26 CL A 5.0% 04/20/2033 DTD 04/01/2003 2019-09-20 354 388 -34 -34 . GNMA 2003-66 CL HD 5.5% 08/20/2033 DTD 08/01/2003 2014-01-23 2019-09-20 234 257 -23 -23 . GNMA 2003-86 CL QG 5.5% 10/20/2033 DTD 10/01/2003 2017-10-27 2019-09-20 339 371 -32 -32 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2014-05-27 2019-09-20 240 269 -29 -29 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2014-08-14 2019-09-20 300 -300 -300 . GNMA 2004-1 CL TE 5.0% 06/20/2033 DTD 01/01/2004 2019-06-26 2019-09-20 625 376 249 249 . GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004 2017-04-28 2019-09-20 266 293 -27 -27 . GNMA 2004-109 CL BC 5.0% 11/20/2033 DTD 12/01/2004 2015-01-09 2019-09-20 739 793 -54 -54 . GNMA 2005-91 CL PD 5.5% 12/20/2035 DTD 12/01/2005 2017-08-08 2019-09-20 293 328 -35 -35 . GNMA 2008-53 CL PY 5.75% 06/20/2038 DTD 06/01/2008 2011-05-17 2019-09-20 146 161 -15 -15 . GNMA 2008-55 CL PL 5.5% 06/20/2038 DTD 06/01/2008 2012-11-01 2019-09-20 314 366 -52 -52 14. HOME DEPOT INC 2012-03-20 2019-09-20 3201 692 2509 2509 24. HONEYWELL INTL INC 2013-10-23 2019-09-20 4003 1982 2021 2021 10. INTERCONTINENTALEXCHANGE GROUP, INC 2017-02-01 2019-09-20 935 587 348 348 83. KEYCORP NEW 2018-10-08 2019-09-20 1477 1700 -223 -223 20. LILLY ELI & CO 2019-09-20 2312 1745 567 567 17. LOWES COS INC 2011-08-04 2019-09-20 1913 346 1567 1567 43. MARATHON PETROLEUM CORPORATION 2019-09-20 2339 3511 -1172 -1172 16. MASTERCARD INC - CLASS A 2019-09-20 4435 767 3668 3668 7. MCDONALDS CORP 2019-06-10 2019-09-20 1472 1408 64 64 34. MERCK & CO INC 2019-03-14 2019-09-20 2879 2768 111 111 75. MICROSOFT CORP 2019-09-20 10565 4059 6506 6506 40. MONDELEZ INTERNATIONAL-W/I 2019-09-20 2201 1777 424 424 68. MORGAN STANLEY DEAN WITTER & CO NEW 2019-09-20 3005 2649 356 356 5. NETFLIX.COM INC 2018-09-13 2019-09-20 1400 1853 -453 -453 10. NEXTERA ENERGY INC 2018-07-18 2019-09-20 2247 1694 553 553 37. NISOURCE INC 2015-12-02 2019-09-20 1092 715 377 377 15. NORFOLK SOUTHN CORP 2019-09-20 2739 2261 478 478 8. NORTHROP GRUMMAN CORP 2019-05-20 2019-09-20 2997 2505 492 492 9. NVIDIA CORP 2018-10-08 2019-09-20 1594 2414 -820 -820 4. O'REILLY AUTOMOTIVE INC 2019-09-20 1599 1013 586 586 11680.202 PIMCO TOTAL RETURN FIND 2019-02-01 2019-09-20 122409 116685 5724 5724 22. PAYPAL HOLDINGS INC 2019-01-23 2019-09-20 2307 1989 318 318 22. PEPSICO INC 2019-09-20 2972 2255 717 717 82. PFIZER INC 2018-10-30 2019-09-20 3037 3492 -455 -455 11. PHILIP MORRIS INTERNATIONAL 2017-04-24 2019-09-20 791 1235 -444 -444 12. PIONEER NAT RES CO 2019-09-20 1620 2099 -479 -479 18. PROCTER & GAMBLE CO 2019-06-05 2019-09-20 2194 1921 273 273 11. QUALCOMM INC 2019-05-01 2019-09-20 861 951 -90 -90 16. ROSS STORES INC 2018-12-11 2019-09-20 1746 1290 456 456 13. SALESFORCE.COM INC 2018-10-08 2019-09-20 2006 1968 38 38 13. STANLEY BLACK & DECKER,INC. 2019-09-20 1857 1411 446 446 26. TEXAS INSTRS INC 2019-02-19 2019-09-20 3322 2797 525 525 18. UNION PAC CORP 2018-02-22 2019-09-20 3028 2405 623 623 8. UNITED TECHNOLOGIES CORP 2017-12-12 2019-09-20 1099 990 109 109 21. UNITEDHEALTH GROUP INC 2019-09-20 4927 2836 2091 2091 6. VERTEX PHARMACEUTICALS INC 2015-09-29 2019-09-20 1074 600 474 474 12. VISA INC CLASS A SHARES 2015-10-19 2019-09-20 2120 925 1195 1195 14. WASTE CONNECTIONS INC 2019-09-20 1264 739 525 525 34. WELLS FARGO & CO NEW 2019-09-20 1662 825 837 837 7. WEX INC 2019-09-20 1443 659 784 784 9. YUM BRANDS INC 2019-09-20 1028 827 201 201 22. ZIMMER HLDGS INC 2019-09-20 3085 2529 556 556 12. ALLEGION PLC 2019-09-20 1221 801 420 420 12. ACCENTURE PLC 2019-09-20 2351 1133 1218 1218 27. LINDE PLC 2019-08-14 2019-09-20 5274 5026 248 248 16. CHUBB LTD 2016-08-17 2019-09-20 2534 2017 517 517 13. NXP SEMICONDUCTORS NV 2019-09-20 1407 1225 182 182 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2019-09-25 1 1 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2019-09-25 164 180 -16 -16 . FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2019-09-25 43 44 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2019-09-25 17 17 . FNMA AL5441 4.5% 09/01/41 2018-11-27 2019-09-25 583 605 -22 -22 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-09-25 120 -120 -120 . FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003 2019-02-27 2019-09-25 306 207 99 99 . FNMA 2004-91 CL BR 5.5% 12/25/2034 DTD 11/01/2004 2014-05-27 2019-09-25 140 155 -15 -15 . FANNIE MAE 2007-07-19 2019-09-25 36 -36 -36 . FANNIE MAE 2019-09-12 2019-09-25 40 4 36 36 . FNMA REMIC 2013-07-01 2019-09-25 116 125 -9 -9 . FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2019-09-25 67 68 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2019-09-25 75 76 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2019-09-25 55 56 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2019-09-25 6 7 -1 -1 . FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2019-09-25 10 10 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2019-09-25 12 12 . FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2019-09-25 36 36 . FNMA 995264 6.5% 12/01/23 2012-07-25 2019-09-25 56 62 -6 -6 . 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2105 1925 06406HBP3 BANK OF NEW YORK MEL 4990 5036 73755LAH0 POTASH CORP-SASKATCH 92276MBB0 VENTAS REALTY LP/CAP 05531FAU7 BB&T CORPORATION MTN 5065 5018 126117AQ3 CNA FINANCIAL CORP 5 91324PBM3 UNITEDHEALTH GROUP I 7645 7102 36962G4Y7 GENERAL ELEC CAP COR 11277 10260 674599BY0 OCCIDENTAL PETROLEUM 5175 5097 7591EPAK6 REGIONS FINANCIAL CO 00206RDA7 AT&T INC 5.000% 03/0 026874DG9 AMERICAN INTL GROUP 5104 5079 49326EED1 KEYCORP MTN 5.1% MAR 4599 4167 89114QBG2 TORONTO-DOMINION BAN 2995 3008 38141GGQ1 GOLDMAN SACHS GROUP 61747WAL3 MORGAN STANLEY 5 1/2 5669 5304 91324PBT8 UNITEDHEALTH GROUP I 3139 3074 74432QBT1 PRUDENTIAL FINANCIAL 5365 5244 023135AM8 AMAZON.COM INC 3.300 2989 3089 26884AAZ6 ERP OPERATING LP 4 5 996 1050 124857AG8 CBS CORP 3 3/8% MAR 4934 5112 959802AU3 WESTERN UNION CO/THE 4978 5134 00037BAB8 ABB FINANCE USA INC 10351 10219 30161NAW1 EXELON CORP 2.500% 0 5015 5131 760759AP5 REPUBLIC SERVICES IN 3989 4141 278642AE3 EBAY INC 2.6% JUL 15 91159JAA4 US BANCORP MTN 2.95% 5139 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