BOOTH FERRIS FOUNDATION: Form 990PF, tax year 2019

View the entire original 990 at ProPublica ↗

Organization: BOOTH FERRIS FOUNDATION (EIN 13-6170340)
Tax period: 2019-01-01 to 2019-12-31
Filed: 2020-11-03
IRS object ID: 202003089349100415
Schema version: 2019v5.0
Source: Download XML · Original 990 at ProPublica

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

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

Return header ReturnHeader

Field	Value	IRS element (for citing)
Return	2020-11-03T07:00:55-06:00	ReturnTs
Tax Period End	2019-12-31	TaxPeriodEndDt

Preparer Firm PreparerFirmGrp

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

Preparer Firm Name PreparerFirmName

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

Preparer US Address PreparerUSAddress

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

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnTypeCd
Tax Period Begin	2019-01-01	TaxPeriodBeginDt

Filer Filer

Field	Value	IRS element (for citing)
EIN	136170340	EIN

Business Name BusinessName

Field	Value	IRS element (for citing)
Business Name Line1	BOOTH FERRIS FOUNDATION XXXXX4008	BusinessNameLine1Txt

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

US Address USAddress

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

Business Officer BusinessOfficerGrp

Field	Value	IRS element (for citing)
Person	KRYSTAL ZEC	PersonNm
Person Title	Vice President	PersonTitleTxt
Phone	8004962583	PhoneNum
Signature	2020-10-27	SignatureDt
Discuss With Paid Preparer	Yes (true)	DiscussWithPaidPreparerInd

Preparer Person PreparerPersonGrp

Field	Value	IRS element (for citing)
Preparer Person	JACOB ZEHNDER	PreparerPersonNm
PTIN	P01564049	PTIN
Phone	3128792000	PhoneNum
Preparation	2020-10-27	PreparationDt

Filing Security Information FilingSecurityInformation

IP Address IPAddress

Field	Value	IRS element (for citing)
I Pv4 Address	199.52.13.133	IPv4AddressTxt

Field	Value	IRS element (for citing)
Filing License Type	P	FilingLicenseTypeCd
At Submission Creation Device Id	6C5AACED12FDB8952E1F3020685ED365525C5C97	AtSubmissionCreationDeviceId
At Submission Filing Device Id	B25DAE18846183594FCFB8CD418105F5E4C03096	AtSubmissionFilingDeviceId

Field	Value	IRS element (for citing)
Tax	2019	TaxYr
Build TS	2021-04-22 16:20:28Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Organization501c3 Exempt PF	Yes (X)	Organization501c3ExemptPFInd
FMV Assets EOY	$235,388,760	FMVAssetsEOYAmt

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Schedule B Not Required	Yes (X)	ScheduleBNotRequiredInd
Dividends Rev And Expnss	$5,016,136	DividendsRevAndExpnssAmt
Dividends Net Invst Incm	$5,016,136	DividendsNetInvstIncmAmt
Net Gain Sale Ast Rev And Expnss	$4,648,569	NetGainSaleAstRevAndExpnssAmt
Gross Sales Price	$44,461,869	GrossSalesPriceAmt
Cap Gain Net Incm Net Invst Incm	$4,648,569	CapGainNetIncmNetInvstIncmAmt
Net ST Capital Gain Adj Net Incm	$0	NetSTCapitalGainAdjNetIncmAmt
Other Income Rev And Expnss	$28,413	OtherIncomeRevAndExpnssAmt
Other Income Net Invst Incm	$28,413	OtherIncomeNetInvstIncmAmt
Total Rev And Expnss	$9,693,118	TotalRevAndExpnssAmt
Total Net Invst Incm	$9,693,118	TotalNetInvstIncmAmt
Comp Ofcr Dir Trst Rev And Expnss	$1,120,929	CompOfcrDirTrstRevAndExpnssAmt
Comp Ofcr Dir Trst Net Invst Incm	$567,829	CompOfcrDirTrstNetInvstIncmAmt
Comp Ofcr Dir Trst Dsbrs Chrtbl	$553,099	CompOfcrDirTrstDsbrsChrtblAmt
Oth Empl Slrs Wgs Net Invst Incm	$0	OthEmplSlrsWgsNetInvstIncmAmt
Oth Empl Slrs Wgs Adj Net Incm	$0	OthEmplSlrsWgsAdjNetIncmAmt
Oth Empl Slrs Wgs Dsbrs Chrtbl	$0	OthEmplSlrsWgsDsbrsChrtblAmt
Pension Empl Bnft Net Invst Incm	$0	PensionEmplBnftNetInvstIncmAmt
Pension Empl Bnft Adj Net Incm	$0	PensionEmplBnftAdjNetIncmAmt
Legal Fees Dsbrs Chrtbl	$0	LegalFeesDsbrsChrtblAmt
Other Prof Fees Dsbrs Chrtbl	$0	OtherProfFeesDsbrsChrtblAmt
Interest Dsbrs Chrtbl	$0	InterestDsbrsChrtblAmt
Taxes Rev And Expnss	$449,579	TaxesRevAndExpnssAmt
Taxes Net Invst Incm	$74,579	TaxesNetInvstIncmAmt
Taxes Dsbrs Chrtbl	$0	TaxesDsbrsChrtblAmt
Deprec And Dpltn Rev And Expnss	$0	DeprecAndDpltnRevAndExpnssAmt
Deprec And Dpltn Net Invst Incm	$0	DeprecAndDpltnNetInvstIncmAmt
Trav Conf Meeting Net Invst Incm	$0	TravConfMeetingNetInvstIncmAmt
Trav Conf Meeting Adj Net Incm	$0	TravConfMeetingAdjNetIncmAmt
Printing And Pub Net Invst Incm	$0	PrintingAndPubNetInvstIncmAmt
Printing And Pub Adj Net Incm	$0	PrintingAndPubAdjNetIncmAmt
Other Expenses Rev And Expnss	$1,501	OtherExpensesRevAndExpnssAmt
Other Expenses Net Invst Incm	$1	OtherExpensesNetInvstIncmAmt
Other Expenses Dsbrs Chrtbl	$1,500	OtherExpensesDsbrsChrtblAmt
Tot Opr Expenses Rev And Expnss	$1,572,009	TotOprExpensesRevAndExpnssAmt
Tot Opr Expenses Net Invst Incm	$642,409	TotOprExpensesNetInvstIncmAmt
Tot Opr Expenses Adj Net Incm	$0	TotOprExpensesAdjNetIncmAmt
Tot Opr Expenses Dsbrs Chrtbl	$554,599	TotOprExpensesDsbrsChrtblAmt
Contri Paid Rev And Expnss	$10,522,350	ContriPaidRevAndExpnssAmt
Contri Paid Dsbrs Chrtbl	$10,522,350	ContriPaidDsbrsChrtblAmt
Total Expenses Rev And Expnss	$12,094,359	TotalExpensesRevAndExpnssAmt
Total Expenses Net Invst Incm	$642,409	TotalExpensesNetInvstIncmAmt
Total Expenses Adj Net Incm	$0	TotalExpensesAdjNetIncmAmt
Total Expenses Dsbrs Chrtbl	$11,076,949	TotalExpensesDsbrsChrtblAmt
Excess Revenue Over Expenses	-$2,401,241	ExcessRevenueOverExpensesAmt
Net Investment Income	$9,050,709	NetInvestmentIncomeAmt
Adjusted Net Income	$0	AdjustedNetIncomeAmt

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

Field	Value	IRS element (for citing)
Sav And Temp Cash Invst BOY	$11,077,114	SavAndTempCashInvstBOYAmt
Sav And Temp Cash Invst EOY	$5,331,531	SavAndTempCashInvstEOYAmt
Sav And Temp Cash Invst EOYFMV	$5,331,531	SavAndTempCashInvstEOYFMVAmt
Acct Rcvbl EOY	$0	AcctRcvblEOYAmt
Acct Rcvbl EOYFMV	$0	AcctRcvblEOYFMVAmt
Other Rcvbl Allwnc Dbtfl Acct	$0	OtherRcvblAllwncDbtflAcctAmt
Corporate Stock BOY	$108,190,401	CorporateStockBOYAmt
Corporate Stock EOY	$101,595,074	CorporateStockEOYAmt
Corporate Stock EOYFMV	$125,274,535	CorporateStockEOYFMVAmt
Corporate Bonds BOY	$58,607,480	CorporateBondsBOYAmt
Corporate Bonds EOY	$69,624,820	CorporateBondsEOYAmt
Corporate Bonds EOYFMV	$71,678,133	CorporateBondsEOYFMVAmt
Other Investments BOY	$24,865,704	OtherInvestmentsBOYAmt
Other Investments EOY	$23,824,707	OtherInvestmentsEOYAmt
Other Investments EOYFMV	$33,104,561	OtherInvestmentsEOYFMVAmt
Total Assets BOY	$202,740,699	TotalAssetsBOYAmt
Total Assets EOY	$200,376,132	TotalAssetsEOYAmt
Total Assets EOYFMV	$235,388,760	TotalAssetsEOYFMVAmt
Total Liabilities EOY	$0	TotalLiabilitiesEOYAmt
Org Does Not Follow FASB117	Yes (X)	OrgDoesNotFollowFASB117Ind
Capital Stock BOY	$202,740,699	CapitalStockBOYAmt
Capital Stock EOY	$200,376,132	CapitalStockEOYAmt
Tot Net Ast Or Fund Balances BOY	$202,740,699	TotNetAstOrFundBalancesBOYAmt
Tot Net Ast Or Fund Balances EOY	$200,376,132	TotNetAstOrFundBalancesEOYAmt
Total Liabilities Net Ast BOY	$202,740,699	TotalLiabilitiesNetAstBOYAmt
Total Liabilities Net Ast EOY	$200,376,132	TotalLiabilitiesNetAstEOYAmt

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

Field	Value	IRS element (for citing)
Tot Net Ast Or Fund Balances BOY	$202,740,699	TotNetAstOrFundBalancesBOYAmt
Excess Revenue Over Expenses	-$2,401,241	ExcessRevenueOverExpensesAmt
Other Increases	$69,018	OtherIncreasesAmt
Subtotal	$200,408,476	SubtotalAmt
Other Decreases	$32,344	OtherDecreasesAmt
Tot Net Ast Or Fund Balances EOY	$200,376,132	TotNetAstOrFundBalancesEOYAmt

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (1607 entries)

PropertyPropertyDesc	AcquiredAcquiredDt	SoldSoldDt	Cost Or Other BasisCostOrOtherBasisAmt	Gain Or LossGainOrLossAmt	Gains Minus Excess Or LossesGainsMinusExcessOrLossesAmt	Gross Sales PriceGrossSalesPriceAmt	How AcquiredHowAcquiredCd
700000. FANNIE MAE	2005-01-14	2019-01-02	$18,979	-$18,979	-$18,979
. FNMA POOL AL2965	2014-06-11	2019-01-04	$144			$144
4000. FORD MTR CO DEL 7.450% 7/16/31	2017-01-25	2019-01-04	$5,000	-$897	-$897	$4,103
1000. FORD MTR CO DEL 7.450% 7/16/31	2017-01-25	2019-01-07	$1,250	-$227	-$227	$1,023
2000. FORD MTR CO DEL 7.450% 7/16/31	2017-01-25	2019-01-07	$2,500	-$454	-$454	$2,046
2000. FORD MTR CO DEL 7.450% 7/16/31	2017-01-25	2019-01-07	$2,500	-$450	-$450	$2,050
2000. FORD MTR CO DEL 7.450% 7/16/31	2017-01-25	2019-01-07	$2,500	-$457	-$457	$2,043
13609.81 AMERICREDIT AUTOMOBILE RECEIVA 2014-3 CL C 2.580% 09/08/2020	2015-10-15	2019-01-08	$13,741	-$131	-$131	$13,610
17122.76 AMERICREDIT AUTOMOBILE RECEIVA 2014-4 CL C 2.470% 11/09/2020	2015-10-22	2019-01-08	$17,141	-$18	-$18	$17,123
16739.13 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021	2015-10-22	2019-01-08	$16,798	-$59	-$59	$16,739
. FANNIE MAE	1960-11-11	2019-01-08		$18,332	$18,332	$18,332
75000. PACIFIC GAS & ELECTRIC 6 1/4% MAR 01 2039	2013-02-11	2019-01-08	$98,333	-$32,708	-$32,708	$65,625
9000. FORD MTR CO DEL 7.450% 7/16/31	2017-01-25	2019-01-09	$11,251	-$2,051	-$2,051	$9,200
14000. FORD MTR CO DEL 7.450% 7/16/31	2017-01-25	2019-01-09	$17,501	-$3,152	-$3,152	$14,349
. CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/2015	2015-09-18	2019-01-15	$6,025	-$2	-$2	$6,023
. FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2019-01-15	$269	-$12	-$12	$257
. FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2019-01-15	$411	-$42	-$42	$369
. FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2019-01-15	$77	-$4	-$4	$73
. FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2019-01-15	$1,173	-$39	-$39	$1,134
. FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2019-01-15	$219	$3	$3	$222
. FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2019-01-15	$9			$9
. FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2019-01-15	$871	$4	$4	$875
. FREDDIE MAC	2005-01-19	2019-01-15	$28	-$1	-$1	$27
. FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2019-01-15	$572	-$45	-$45	$527
. FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2019-01-15	$311	-$16	-$16	$295
. FHLMC GOLD U93118 3.5% 02/01/46	2016-06-07	2019-01-15	$389	-$20	-$20	$369
. FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001	2011-04-19	2019-01-15	$829	-$87	-$87	$742
. FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993	2013-08-19	2019-01-15	$1,435	-$159	-$159	$1,276
. FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997	2011-04-25	2019-01-15	$625	-$74	-$74	$551
. FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999	2013-01-30	2019-01-15	$593	-$74	-$74	$519
. FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001	2013-09-19	2019-01-15	$941	-$86	-$86	$855
. FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001	2017-01-27	2019-01-15	$405	-$39	-$39	$366
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-01-15	$3,065	-$214	-$214	$2,851
. FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011	2018-05-16	2019-01-15	$9,015	-$309	-$309	$8,706
. FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016	2018-03-27	2019-01-15	$3,022	$73	$73	$3,095
. FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010	2018-01-23	2019-01-15	$3,360	-$68	-$68	$3,292
. FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002	2011-04-19	2019-01-15	$169	-$14	-$14	$155
. FHLMC	2011-10-05	2019-01-15	$256	-$24	-$24	$232
. FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003	2011-04-13	2019-01-15	$1,393	-$36	-$36	$1,357
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003		2019-01-15	$715	-$73	-$73	$642
. FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003		2019-01-15	$1,910	-$200	-$200	$1,710
. FREDDIE MAC	2005-09-15	2019-01-15	$108	-$3	-$3	$105
. FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005	2011-04-19	2019-01-15	$1,390	-$98	-$98	$1,292
. FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009	2011-04-27	2019-01-15	$17			$17
. FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009	2018-11-16	2019-01-15	$6,395	-$434	-$434	$5,961
. FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010	2011-12-29	2019-01-15	$1,659	-$135	-$135	$1,524
. FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010	2011-04-26	2019-01-15	$826	-$24	-$24	$802
. GNMA 737022 4.5% 02/15/40	2010-05-13	2019-01-15	$2,050	-$50	-$50	$2,000
. GNMA POOL NO 550851	2001-10-17	2019-01-15	$126	-$5	-$5	$121
. GNMA 550750 5.5% 12/15/35	2013-07-23	2019-01-15	$277	-$24	-$24	$253
. GNMA 658181 5.5% 11/15/36	2011-01-26	2019-01-15	$131	-$10	-$10	$121
. GNMA 701738 5% 03/15/39	2009-07-29	2019-01-15	$453	-$10	-$10	$443
275000. SANTANDER AUTO RECEIVABL 2015-1 CL C 2.57% 04/15/2021 DTD 02/2		2019-01-15	$12,543	-$10	-$10	$12,533
. GNMA 2003-26 CL MB	2018-01-30	2019-01-16	$466	$423	$423	$889
. GNMA 2003-26 CL MB	2012-09-10	2019-01-16	$495	-$495	-$495
. GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004		2019-01-16	$1,017	-$97	-$97	$920
. GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009	2013-06-18	2019-01-16	$2,490	-$171	-$171	$2,319
. GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010	2016-12-14	2019-01-16	$1,792	-$52	-$52	$1,740
. UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01	2018-05-23	2019-01-17	$1,572			$1,572
. GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010	2010-05-13	2019-01-22	$1,089	-$53	-$53	$1,036
. GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003	2011-04-26	2019-01-22	$1,076	-$60	-$60	$1,016
. GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2019-01-22	$1,662	-$158	-$158	$1,504
. GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002	2013-05-16	2019-01-22	$2,377	-$321	-$321	$2,056
. GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003	2013-05-22	2019-01-22	$1,168	-$131	-$131	$1,037
. GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003	2011-04-26	2019-01-22	$1,231	-$95	-$95	$1,136
. GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003		2019-01-22	$2,793	-$276	-$276	$2,517
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005		2019-01-22	$896	-$104	-$104	$792
. GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008	2012-12-07	2019-01-22	$977	-$148	-$148	$829
. GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2019-01-22	$1,488	-$182	-$182	$1,306
. GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008	2014-02-06	2019-01-22	$1,519	-$157	-$157	$1,362
8. GILEAD SCIENCES INC	2014-12-11	2019-01-23	$847	-$299	-$299	$548
3. GILEAD SCIENCES INC	2014-12-11	2019-01-23	$318	-$110	-$110	$208
86. GILEAD SCIENCES INC		2019-01-23	$9,021	-$3,144	-$3,144	$5,877
22. GILEAD SCIENCES INC	2015-01-08	2019-01-23	$2,237	-$734	-$734	$1,503
31. GILEAD SCIENCES INC		2019-01-23	$3,150	-$1,041	-$1,041	$2,109
35. MASTERCARD INC - CLASS A	2015-04-22	2019-01-23	$3,206	$3,735	$3,735	$6,941
109. WORLDPAY INC CL A	2018-10-08	2019-01-23	$10,572	-$1,595	-$1,595	$8,977
14. WORLDPAY INC CL A	2018-10-08	2019-01-23	$1,358	-$201	-$201	$1,157
136. GILEAD SCIENCES INC		2019-01-24	$13,299	-$4,077	-$4,077	$9,222
32. MASTERCARD INC - CLASS A	2015-04-22	2019-01-24	$2,931	$3,454	$3,454	$6,385
90. MASTERCARD INC - CLASS A		2019-01-24	$7,983	$9,919	$9,919	$17,902
185. WORLDPAY INC CL A	2018-10-08	2019-01-24	$17,944	-$2,729	-$2,729	$15,215
. CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD	2014-02-25	2019-01-25	$67	$1	$1	$68
. FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991	2013-06-11	2019-01-25	$1,352	-$201	-$201	$1,151
. FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011	2012-07-05	2019-01-25	$2,043	-$251	-$251	$1,792
. FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2019-01-25	$286			$286
. FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014	2016-12-09	2019-01-25	$1,735	-$3	-$3	$1,732
. FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016	2017-07-28	2019-01-25	$3,045	-$14	-$14	$3,031
. FNMA 256749 6% 06/01/37	2008-09-30	2019-01-25	$1,182	-$17	-$17	$1,165
. FNMA 468852 4.1% 08/01/21	2013-10-23	2019-01-25	$357	-$27	-$27	$330
. FNMA 469130 4.87% 10/01/41	2016-12-20	2019-01-25	$293	-$24	-$24	$269
. FNMA 555424 5.5% 05/01/33	2010-09-17	2019-01-25	$2,407	-$171	-$171	$2,236
. FNMA AH5823 4.5% 02/01/41	2011-02-17	2019-01-25	$2,515	-$37	-$37	$2,478
. FNMA POOL AL3876	2013-12-18	2019-01-25	$10,822			$10,822
. FNMA POOL AM3301	2014-01-28	2019-01-25	$275			$275
. FNMA POOL AM8970	2016-01-27	2019-01-25	$295			$295
. FNMA AU6278 5% 11/01/43	2014-10-28	2019-01-25	$232	-$24	-$24	$208
. FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2019-01-25	$693	-$73	-$73	$620
. FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003	2011-04-15	2019-01-25	$1,276	-$34	-$34	$1,242
. FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003	2011-04-20	2019-01-25	$111	-$8	-$8	$103
. FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004	2011-04-19	2019-01-25	$1,121	-$70	-$70	$1,051
. FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005	2016-12-09	2019-01-25	$2,705	-$76	-$76	$2,629
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006		2019-01-25	$1,005	-$117	-$117	$888
. FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006	2011-04-07	2019-01-25	$346	-$31	-$31	$315
. FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007	2012-12-04	2019-01-25	$127	-$14	-$14	$113
. FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009	2013-03-01	2019-01-25	$152	-$2	-$2	$150
. FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010	2011-04-13	2019-01-25	$1,964	-$103	-$103	$1,861
. FNMA 776289 5% 05/01/34	2013-04-04	2019-01-25	$5,528	-$511	-$511	$5,017
. FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2019-01-25	$30	-$1	-$1	$29
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-01-25	$155	-$8	-$8	$147
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-01-25	$35	-$2	-$2	$33
. FANNIE MAE	2005-03-07	2019-01-25	$14	-$1	-$1	$13
. FNMA BC0100 3.5% 12/01/45	2016-06-07	2019-01-25	$147	-$8	-$8	$139
. FNMA BC3492 3.5% 02/01/46	2016-04-05	2019-01-25	$438	-$21	-$21	$417
. FNMA BC4899 3.5% 04/01/46	2016-06-07	2019-01-25	$537	-$29	-$29	$508
. FNMA 889197 4.5% 11/01/21	2009-12-09	2019-01-25	$1,754	-$88	-$88	$1,666
. FNMA AA0835 5% 01/01/39	2009-07-29	2019-01-25	$517	-$10	-$10	$507
. FNMA AB1693 4% 11/01/40	2011-03-01	2019-01-25	$806	$14	$14	$820
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-01-25	$1,176	-$19	-$19	$1,157
. FNMA POOL MA1213	2014-02-28	2019-01-25	$492			$492
. FNMA POOL MA1546	2014-03-19	2019-01-25	$1,333			$1,333
. FNMA MA2369 4% 08/01/45	2016-04-05	2019-01-25	$305	-$24	-$24	$281
. FNMA AD0910 VAR RATE 04/01/20	2012-10-17	2019-01-25	$760	-$111	-$111	$649
17. GILEAD SCIENCES INC	2016-02-10	2019-01-25	$1,514	-$355	-$355	$1,159
46. GILEAD SCIENCES INC		2019-01-25	$4,094	-$924	-$924	$3,170
11. GILEAD SCIENCES INC	2016-02-10	2019-01-25	$978	-$221	-$221	$757
. JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004		2019-01-25	$7,933	$175	$175	$8,108
122. MASTERCARD INC - CLASS A		2019-01-25	$2,401	$22,314	$22,314	$24,715
. MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT	2015-12-08	2019-01-25	$2,954	$17	$17	$2,971
. WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2019-01-25	$1,527	-$24	-$24	$1,503
206. WORLDPAY INC CL A	2017-09-22	2019-01-25	$14,843	$2,236	$2,236	$17,079
26. WORLDPAY INC CL A	2018-10-08	2019-01-25	$2,522	-$366	-$366	$2,156
17. GILEAD SCIENCES INC	2016-02-10	2019-01-28	$1,512	-$358	-$358	$1,154
33. GILEAD SCIENCES INC	2016-02-10	2019-01-28	$2,935	-$697	-$697	$2,238
138. WORLDPAY INC CL A	2017-09-22	2019-01-28	$9,943	$1,544	$1,544	$11,487
28. GILEAD SCIENCES INC	2016-02-10	2019-01-29	$2,490	-$561	-$561	$1,929
3. GILEAD SCIENCES INC	2016-02-10	2019-01-29	$267	-$58	-$58	$209
3. GILEAD SCIENCES INC	2016-02-10	2019-01-29	$267	-$59	-$59	$208
5. GILEAD SCIENCES INC	2016-02-10	2019-01-29	$445	-$97	-$97	$348
27. WORLDPAY INC CL A	2017-09-22	2019-01-29	$1,945	$270	$270	$2,215
3. GILEAD SCIENCES INC	2016-02-10	2019-01-30	$267	-$59	-$59	$208
3. GILEAD SCIENCES INC	2016-02-10	2019-01-30	$267	-$58	-$58	$209
19. GILEAD SCIENCES INC	2016-02-10	2019-01-30	$1,690	-$372	-$372	$1,318
160. WORLDPAY INC CL A	2017-09-22	2019-01-30	$11,528	$1,841	$1,841	$13,369
5. GILEAD SCIENCES INC	2016-02-10	2019-01-31	$445	-$95	-$95	$350
14. GILEAD SCIENCES INC	2016-02-10	2019-01-31	$1,245	-$269	-$269	$976
75000. AMGEN INC	2011-04-12	2019-02-01	$83,530	-$8,530	-$8,530	$75,000
35. GILEAD SCIENCES INC		2019-02-01	$3,095	-$650	-$650	$2,445
. FNMA AL2602 VAR RATE 10/01/22	2014-10-28	2019-02-05	$281	-$3	-$3	$278
. FNMA POOL AL2965	2014-06-11	2019-02-05	$136			$136
170000. AMERICREDIT AUTOMOBILE RECEIVA 2014-3 CL C 2.580% 09/08/2020	2015-10-15	2019-02-08	$6,079	-$58	-$58	$6,021
19206.15 AMERICREDIT AUTOMOBILE RECEIVA 2014-4 CL C 2.470% 11/09/2020	2015-10-22	2019-02-08	$19,227	-$21	-$21	$19,206
18479.59 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021	2015-10-22	2019-02-08	$18,545	-$65	-$65	$18,480
37000. ANHEUSER-BUSCH INBEV FIN 2.650% 02/01/2021 DTD 01/25/2016	2017-07-10	2019-02-11	$37,464	-$775	-$775	$36,689
564606.898 LORD ABBETT SHRT DUR INC-F3	2016-08-15	2019-02-13	$2,461,765	-$107,354	-$107,354	$2,354,411
. CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/2015	2015-09-18	2019-02-15	$6,199	-$2	-$2	$6,197
. FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2019-02-15	$633	-$28	-$28	$605
. FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2019-02-15	$340	-$35	-$35	$305
. FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2019-02-15	$743	-$36	-$36	$707
. FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2019-02-15	$898	-$30	-$30	$868
. FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2019-02-15	$151	$2	$2	$153
. FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2019-02-15	$9			$9
. FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2019-02-15	$819	$3	$3	$822
. FREDDIE MAC	2005-01-19	2019-02-15	$28	-$1	-$1	$27
. FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2019-02-15	$575	-$46	-$46	$529
. FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2019-02-15	$335	-$17	-$17	$318
. FHLMC GOLD U93118 3.5% 02/01/46	2016-06-07	2019-02-15	$414	-$22	-$22	$392
. FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001	2011-04-19	2019-02-15	$742	-$78	-$78	$664
. FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993	2013-08-19	2019-02-15	$1,481	-$165	-$165	$1,316
. FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997	2011-04-25	2019-02-15	$401	-$46	-$46	$355
. FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999	2013-01-30	2019-02-15	$1,457	-$182	-$182	$1,275
. FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001	2013-09-19	2019-02-15	$571	-$52	-$52	$519
. FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001	2017-01-27	2019-02-15	$494	-$48	-$48	$446
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-02-15	$5,188	-$362	-$362	$4,826
. FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011	2018-05-16	2019-02-15	$1,065	-$36	-$36	$1,029
. FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016	2018-03-27	2019-02-15	$1,229	$30	$30	$1,259
. FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010	2018-01-23	2019-02-15	$3,662	-$74	-$74	$3,588
. FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002	2011-04-19	2019-02-15	$75	-$6	-$6	$69
. FHLMC	2011-10-05	2019-02-15	$63	-$6	-$6	$57
. FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003	2011-04-13	2019-02-15	$753	-$20	-$20	$733
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003		2019-02-15	$532	-$54	-$54	$478
. FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003		2019-02-15	$852	-$90	-$90	$762
. FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005	2012-11-07	2019-02-15	$283	-$47	-$47	$236
. FREDDIE MAC	2005-09-15	2019-02-15	$112	-$3	-$3	$109
. FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005	2011-04-19	2019-02-15	$1,897	-$133	-$133	$1,764
. FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009	2011-04-27	2019-02-15	$216	-$3	-$3	$213
. FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009	2018-11-16	2019-02-15	$2,710	-$184	-$184	$2,526
. FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010	2011-12-29	2019-02-15	$2,808	-$229	-$229	$2,579
. FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010	2011-04-26	2019-02-15	$948	-$27	-$27	$921
. GNMA 737022 4.5% 02/15/40	2010-05-13	2019-02-15	$1,178	-$29	-$29	$1,149
. GNMA POOL NO 550851	2001-10-17	2019-02-15	$127	-$5	-$5	$122
. GNMA 550750 5.5% 12/15/35	2013-07-23	2019-02-15	$278	-$24	-$24	$254
. GNMA 658181 5.5% 11/15/36	2011-01-26	2019-02-15	$87	-$7	-$7	$80
. GNMA 701738 5% 03/15/39	2009-07-29	2019-02-15	$595	-$13	-$13	$582
. SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2	2018-08-31	2019-02-15	$13,051	$27	$27	$13,078
. UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01	2018-05-23	2019-02-15	$1,579			$1,579
137. ANALOG DEVICES INC	2018-09-13	2019-02-19	$12,623	$1,716	$1,716	$14,339
61. ANALOG DEVICES INC	2018-09-13	2019-02-19	$5,621	$745	$745	$6,366
172. ANALOG DEVICES INC	2018-09-13	2019-02-19	$15,848	$2,203	$2,203	$18,051
269. ANALOG DEVICES INC		2019-02-19	$17,193	$10,875	$10,875	$28,068
176. ANALOG DEVICES INC		2019-02-19	$16,194	$2,170	$2,170	$18,364
59. ANALOG DEVICES INC		2019-02-19	$3,761	$2,438	$2,438	$6,199
. GNMA 2003-26 CL MB		2019-02-19	$545	-$41	-$41	$504
. GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004		2019-02-19	$940	-$90	-$90	$850
. GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009	2013-06-18	2019-02-19	$2,307	-$159	-$159	$2,148
. GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010	2016-12-14	2019-02-19	$723	-$21	-$21	$702
224. ANALOG DEVICES INC		2019-02-20	$14,193	$9,531	$9,531	$23,724
. GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010	2010-05-13	2019-02-20	$921	-$45	-$45	$876
. GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003	2011-04-26	2019-02-20	$1,595	-$89	-$89	$1,506
. GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2019-02-20	$1,490	-$142	-$142	$1,348
. GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002	2013-05-16	2019-02-20	$798	-$108	-$108	$690
. GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003	2013-05-22	2019-02-20	$1,413	-$159	-$159	$1,254
. GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003	2011-04-26	2019-02-20	$1,336	-$104	-$104	$1,232
. GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003		2019-02-20	$2,989	-$295	-$295	$2,694
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005		2019-02-20	$809	-$94	-$94	$715
. GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008	2012-12-07	2019-02-20	$776	-$118	-$118	$658
. GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2019-02-20	$588	-$72	-$72	$516
. GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008	2014-02-06	2019-02-20	$1,298	-$134	-$134	$1,164
46003.947 DODGE & INTERNATIONAL STOCK FUND	2009-09-21	2019-02-22	$1,447,284	$417,716	$417,716	$1,865,000
280043.86 SIX CIRCLES INTL UNCON EQ	2018-11-02	2019-02-22	$2,554,000			$2,554,000
. FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991	2013-06-11	2019-02-25	$1,347	-$200	-$200	$1,147
. FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011	2012-07-05	2019-02-25	$1,267	-$155	-$155	$1,112
. FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2019-02-25	$287			$287
. FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014	2016-12-09	2019-02-25	$1,553	-$4	-$4	$1,549
. FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016	2017-07-28	2019-02-25	$3,070	-$14	-$14	$3,056
. FNMA 256749 6% 06/01/37	2008-09-30	2019-02-25	$2,067	-$31	-$31	$2,036
. FNMA 468852 4.1% 08/01/21	2013-10-23	2019-02-25	$359	-$28	-$28	$331
. FNMA 469130 4.87% 10/01/41	2016-12-20	2019-02-25	$294	-$24	-$24	$270
. FNMA 555424 5.5% 05/01/33	2010-09-17	2019-02-25	$2,129	-$152	-$152	$1,977
. FNMA AH5823 4.5% 02/01/41	2011-02-17	2019-02-25	$911	-$13	-$13	$898
. FNMA POOL AM3301	2014-01-28	2019-02-25	$275			$275
. FNMA POOL AM8970	2016-01-27	2019-02-25	$296			$296
. FNMA AU6278 5% 11/01/43	2014-10-28	2019-02-25	$223	-$23	-$23	$200
. FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2019-02-25	$438	-$46	-$46	$392
. FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003	2011-04-15	2019-02-25	$1,226	-$33	-$33	$1,193
. FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003	2011-04-20	2019-02-25	$135	-$10	-$10	$125
. FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004	2011-04-19	2019-02-25	$1,099	-$68	-$68	$1,031
. FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005	2016-12-09	2019-02-25	$2,882	-$72	-$72	$2,810
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006		2019-02-25	$678	-$79	-$79	$599
. FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006	2011-04-07	2019-02-25	$127	-$12	-$12	$115
. FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007	2012-12-04	2019-02-25	$61	-$6	-$6	$55
. FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009	2013-03-01	2019-02-25	$519	-$7	-$7	$512
. FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010	2011-04-13	2019-02-25	$1,250	-$66	-$66	$1,184
. FNMA 776289 5% 05/01/34	2013-04-04	2019-02-25	$514	-$47	-$47	$467
. FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2019-02-25	$1,036	-$51	-$51	$985
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-02-25	$155	-$7	-$7	$148
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-02-25	$35	-$2	-$2	$33
. FANNIE MAE	2005-03-07	2019-02-25	$14	-$1	-$1	$13
. FNMA BC0100 3.5% 12/01/45	2016-06-07	2019-02-25	$148	-$8	-$8	$140
. FNMA BC3492 3.5% 02/01/46	2016-04-05	2019-02-25	$433	-$21	-$21	$412
. FNMA BC4899 3.5% 04/01/46	2016-06-07	2019-02-25	$530	-$29	-$29	$501
. FNMA 889197 4.5% 11/01/21	2009-12-09	2019-02-25	$1,766	-$88	-$88	$1,678
. FNMA AA0835 5% 01/01/39	2009-07-29	2019-02-25	$680	-$13	-$13	$667
. FNMA AB1693 4% 11/01/40	2011-03-01	2019-02-25	$4,780	$84	$84	$4,864
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-02-25	$868	-$14	-$14	$854
. FNMA POOL MA1213	2014-02-28	2019-02-25	$581			$581
. FNMA POOL MA1546	2014-03-19	2019-02-25	$1,131			$1,131
. FNMA MA2369 4% 08/01/45	2016-04-05	2019-02-25	$1,855	-$143	-$143	$1,712
. FNMA AD0910 VAR RATE 04/01/20	2012-10-17	2019-02-25	$29,218	-$4,269	-$4,269	$24,949
. JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004		2019-02-25	$301	$7	$7	$308
155361.872 MFS EMERG MRKTS DEBT-R5	2016-07-25	2019-02-25	$2,327,305	-$116,506	-$116,506	$2,210,799
. MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT	2015-12-08	2019-02-25	$253	$1	$1	$254
70000. UNITEDHEALTH GROUP INC SR NTS 3.875% 10/15/2020 DTD	2012-02-28	2019-02-25	$76,448	-$5,436	-$5,436	$71,012
. WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2019-02-25	$1,243	-$19	-$19	$1,224
90000. ABBVIE INC 2.850% 05/14/2023 DTD 05/12/2016	2017-01-27	2019-02-26	$87,912			$87,912
62000. 21ST CENTY FOX AMER INC 6.900% 03/01/2019 DTD 02/13/2009		2019-03-01	$75,291	-$13,291	-$13,291	$62,000
. FNMA AL2602 VAR RATE 10/01/22	2014-10-28	2019-03-04	$282	-$3	-$3	$279
. FNMA POOL AL2965	2014-06-11	2019-03-04	$136			$136
. FNMA POOL AL3876	2013-12-18	2019-03-04	$196			$196
28794. JPMORGAN BETABUILDERS JAPAN ETF	2018-07-19	2019-03-06	$691,030	-$44,466	-$44,466	$646,564
42200. JPMORGAN BETABUILDERS JAPAN ETF	2018-07-19	2019-03-06	$1,012,762	-$65,701	-$65,701	$947,061
75000. COOPERATIEVE RABOBANK UA 4.5% 01/11/2021 DTD 01/11/2011	2013-06-19	2019-03-07	$80,771	-$3,664	-$3,664	$77,107
14016.31 FIDELITY INTL INDX-INST PRM	2018-04-04	2019-03-07	$597,095	-$47,095	-$47,095	$550,000
357957.51 HARBOR HIGH YIELD BOND-RET ISIN US4115123790 SEDOL 2DLQ6W0		2019-03-07	$3,469,624	$27,621	$27,621	$3,497,245
17222.91 AMERICREDIT AUTOMOBILE RECEIVA 2014-4 CL C 2.470% 11/09/2020	2015-10-22	2019-03-08	$17,242	-$19	-$19	$17,223
18809.8 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021	2015-10-22	2019-03-08	$18,876	-$66	-$66	$18,810
96. BIOGEN IDEC INC	2010-06-17	2019-03-14	$4,320	$26,417	$26,417	$30,737
71. BIOGEN IDEC INC	2018-10-08	2019-03-14	$24,305	-$1,573	-$1,573	$22,732
1780. BRISTOL MYERS SQUIBB CO		2019-03-14	$77,302	$10,272	$10,272	$87,574
387. DISNEY WALT CO		2019-03-14	$42,676	$1,579	$1,579	$44,255
100000. ANADARKO PETE CORP 8.700% 3/15/19	2012-04-19	2019-03-15	$133,038	-$33,038	-$33,038	$100,000
90000. ATMOS ENERGY CORP 8.500% 3/15/19	2012-02-14	2019-03-15	$119,866	-$29,866	-$29,866	$90,000
. CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/2015	2015-09-18	2019-03-15	$5,783	-$2	-$2	$5,781
. FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2019-03-15	$278	-$12	-$12	$266
. FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2019-03-15	$86	-$9	-$9	$77
. FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2019-03-15	$75	-$3	-$3	$72
. FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2019-03-15	$1,080	-$35	-$35	$1,045
. FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2019-03-15	$3,472	$36	$36	$3,508
. FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2019-03-15	$9			$9
. FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2019-03-15	$496	$2	$2	$498
. FREDDIE MAC	2005-01-19	2019-03-15	$32	-$1	-$1	$31
. FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2019-03-15	$648	-$51	-$51	$597
. FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2019-03-15	$317	-$16	-$16	$301
. FHLMC GOLD U93118 3.5% 02/01/46	2016-06-07	2019-03-15	$397	-$21	-$21	$376
. FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001	2011-04-19	2019-03-15	$229	-$24	-$24	$205
. FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993	2013-08-19	2019-03-15	$1,093	-$122	-$122	$971
. FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997	2011-04-25	2019-03-15	$457	-$54	-$54	$403
. FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999	2013-01-30	2019-03-15	$787	-$99	-$99	$688
. FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001	2013-09-19	2019-03-15	$530	-$48	-$48	$482
. FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001	2017-01-27	2019-03-15	$410	-$39	-$39	$371
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-03-15	$5,279	-$368	-$368	$4,911
. FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011	2018-05-16	2019-03-15	$1,053	-$36	-$36	$1,017
. FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016	2018-03-27	2019-03-15	$3,023	$74	$74	$3,097
. FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010	2018-01-23	2019-03-15	$3,412	-$69	-$69	$3,343
. FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002	2011-04-19	2019-03-15	$457	-$36	-$36	$421
. FHLMC	2011-10-05	2019-03-15	$124	-$12	-$12	$112
. FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003	2011-04-13	2019-03-15	$498	-$13	-$13	$485
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003		2019-03-15	$567	-$58	-$58	$509
. FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003		2019-03-15	$1,993	-$209	-$209	$1,784
. FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005	2012-11-07	2019-03-15	$4,281	-$713	-$713	$3,568
. FREDDIE MAC	2005-09-15	2019-03-15	$126	-$3	-$3	$123
. FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005	2011-04-19	2019-03-15	$1,447	-$102	-$102	$1,345
. FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009	2011-04-27	2019-03-15	$6			$6
. FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009	2018-11-16	2019-03-15	$3,381	-$230	-$230	$3,151
. FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010	2011-12-29	2019-03-15	$1,685	-$137	-$137	$1,548
. FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010	2011-04-26	2019-03-15	$853	-$25	-$25	$828
. GNMA 737022 4.5% 02/15/40	2010-05-13	2019-03-15	$1,319	-$32	-$32	$1,287
. GNMA POOL NO 550851	2001-10-17	2019-03-15	$132	-$5	-$5	$127
. GNMA 550750 5.5% 12/15/35	2013-07-23	2019-03-15	$285	-$24	-$24	$261
. GNMA 658181 5.5% 11/15/36	2011-01-26	2019-03-15	$86	-$6	-$6	$80
. GNMA 701738 5% 03/15/39	2009-07-29	2019-03-15	$444	-$10	-$10	$434
. SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2	2018-08-31	2019-03-15	$23,697	$48	$48	$23,745
. UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01	2018-05-23	2019-03-15	$2,213			$2,213
. GNMA 2003-26 CL MB		2019-03-18	$481	-$36	-$36	$445
. GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004		2019-03-18	$952	-$91	-$91	$861
. GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009	2013-06-18	2019-03-18	$6,187	-$425	-$425	$5,762
. GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010	2016-12-14	2019-03-18	$907	-$26	-$26	$881
. BANK OF AMERICA CORPORATION		2019-03-20		$323	$323	$323
75000. EATON CORP 6.950% 3/20/19	2011-04-15	2019-03-20	$90,064	-$15,064	-$15,064	$75,000
. GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010	2010-05-13	2019-03-20	$830	-$41	-$41	$789
. GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003	2011-04-26	2019-03-20	$1,166	-$64	-$64	$1,102
. GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2019-03-20	$2,095	-$199	-$199	$1,896
. GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002	2013-05-16	2019-03-20	$1,193	-$161	-$161	$1,032
. GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003	2013-05-22	2019-03-20	$985	-$111	-$111	$874
. GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003	2011-04-26	2019-03-20	$1,244	-$96	-$96	$1,148
. GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003		2019-03-20	$2,823	-$279	-$279	$2,544
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005		2019-03-20	$787	-$91	-$91	$696
. GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008	2012-12-07	2019-03-20	$956	-$145	-$145	$811
. GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2019-03-20	$993	-$122	-$122	$871
. GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008	2014-02-06	2019-03-20	$1,106	-$114	-$114	$992
. CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD	2014-02-25	2019-03-25	$82	$1	$1	$83
. FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991	2013-06-11	2019-03-25	$1,373	-$204	-$204	$1,169
. FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011	2012-07-05	2019-03-25	$1,670	-$205	-$205	$1,465
. FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2019-03-25	$10,632			$10,632
. FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014	2016-12-09	2019-03-25	$1,168	-$3	-$3	$1,165
. FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016	2017-07-28	2019-03-25	$2,969	-$14	-$14	$2,955
. FNMA 256749 6% 06/01/37	2008-09-30	2019-03-25	$382	-$6	-$6	$376
. FNMA 468852 4.1% 08/01/21	2013-10-23	2019-03-25	$434	-$33	-$33	$401
. FNMA 469130 4.87% 10/01/41	2016-12-20	2019-03-25	$394	-$33	-$33	$361
. FNMA 555424 5.5% 05/01/33	2010-09-17	2019-03-25	$1,743	-$124	-$124	$1,619
. FNMA AH5823 4.5% 02/01/41	2011-02-17	2019-03-25	$2,235	-$33	-$33	$2,202
. FNMA POOL AM3301	2014-01-28	2019-03-25	$314			$314
. FNMA POOL AM8970	2016-01-27	2019-03-25	$371			$371
. FNMA AU6278 5% 11/01/43	2014-10-28	2019-03-25	$232	-$24	-$24	$208
. FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2019-03-25	$1,596	-$168	-$168	$1,428
. FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003	2011-04-15	2019-03-25	$1,171	-$31	-$31	$1,140
. FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003	2011-04-20	2019-03-25	$124	-$8	-$8	$116
. FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004	2011-04-19	2019-03-25	$1,078	-$67	-$67	$1,011
. FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005	2016-12-09	2019-03-25	$549	-$13	-$13	$536
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006		2019-03-25	$772	-$89	-$89	$683
. FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006	2011-04-07	2019-03-25	$99	-$9	-$9	$90
. FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007	2012-12-04	2019-03-25	$274	-$30	-$30	$244
. FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009	2013-03-01	2019-03-25	$326	-$4	-$4	$322
. FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010	2011-04-13	2019-03-25	$1,627	-$86	-$86	$1,541
. FNMA 776289 5% 05/01/34	2013-04-04	2019-03-25	$377	-$35	-$35	$342
. FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2019-03-25	$27	-$1	-$1	$26
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-03-25	$156	-$7	-$7	$149
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-03-25	$36	-$3	-$3	$33
. FANNIE MAE	2005-03-07	2019-03-25	$14	-$1	-$1	$13
. FNMA BC0100 3.5% 12/01/45	2016-06-07	2019-03-25	$149	-$9	-$9	$140
. FNMA BC3492 3.5% 02/01/46	2016-04-05	2019-03-25	$452	-$23	-$23	$429
. FNMA BC4899 3.5% 04/01/46	2016-06-07	2019-03-25	$541	-$30	-$30	$511
. FNMA 889197 4.5% 11/01/21	2009-12-09	2019-03-25	$1,810	-$90	-$90	$1,720
. FNMA AA0835 5% 01/01/39	2009-07-29	2019-03-25	$56	-$1	-$1	$55
. FNMA AB1693 4% 11/01/40	2011-03-01	2019-03-25	$7,654	$135	$135	$7,789
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-03-25	$1,533	-$25	-$25	$1,508
. FNMA POOL MA1213	2014-02-28	2019-03-25	$326			$326
. FNMA POOL MA1546	2014-03-19	2019-03-25	$757			$757
. FNMA MA2369 4% 08/01/45	2016-04-05	2019-03-25	$334	-$26	-$26	$308
. FNMA AD0910 VAR RATE 04/01/20	2012-10-17	2019-03-25	$23,459	-$3,428	-$3,428	$20,031
. JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004		2019-03-25	$205	$5	$5	$210
. MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT	2015-12-08	2019-03-25	$1,466	$8	$8	$1,474
. WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2019-03-25	$2,003	-$31	-$31	$1,972
45000. AT&T INC 5.000% 03/01/2021 DTD 03/17/2016	2016-03-22	2019-03-27	$50,313	-$3,267	-$3,267	$47,046
. FNMA AL2602 VAR RATE 10/01/22	2014-10-28	2019-03-28	$331	-$3	-$3	$328
. FNMA POOL AL2965	2014-06-11	2019-03-28	$163			$163
. FNMA POOL AL3876	2013-12-18	2019-03-28	$5,647			$5,647
35000. KANSAS CITY POWER & LT 7.15% APR 01 2019	2013-01-24	2019-04-01	$44,935	-$9,935	-$9,935	$35,000
. PFIZER INC		2019-04-03		$2,253	$2,253	$2,253
45. ADOBE SYS INC	2012-08-03	2019-04-08	$1,438	$10,534	$10,534	$11,972
36. ALEXION PHARMACEUTICALS INC	2019-03-14	2019-04-08	$4,849	$154	$154	$5,003
22. ALPHABET INC-CL C	2018-05-07	2019-04-08	$23,151	$3,245	$3,245	$26,396
4. ALPHABET INC-CL C	2014-09-09	2019-04-08	$2,332	$2,467	$2,467	$4,799
12. ALPHABET INC-CL A	2015-10-30	2019-04-08	$8,922	$5,548	$5,548	$14,470
21. AMAZON COM INC		2019-04-08	$10,141	$28,323	$28,323	$38,464
42. AMERICAN EXPRESS CO	2018-07-18	2019-04-08	$4,326	$307	$307	$4,633
200000. AMERICREDIT AUTOMOBILE RECEIVA 2014-4 CL C 2.470% 11/09/2020	2015-10-22	2019-04-08	$9,600	-$10	-$10	$9,590
180. APPLE COMPUTER INC	2006-04-07	2019-04-08	$1,780	$33,703	$33,703	$35,483
51. AUTOMATIC DATA PROCESSING INC	2018-12-03	2019-04-08	$7,506	$633	$633	$8,139
675. BANK OF AMERICA CORPORATION		2019-04-08	$20,565	-$1,049	-$1,049	$19,516
90. BERKSHIRE HATHAWAY INC DEL CL B	2018-09-11	2019-04-08	$19,262	-$836	-$836	$18,426
341. BOSTON SCIENTIFIC CORP		2019-04-08	$8,003	$4,923	$4,923	$12,926
69. BROADCOM INC	2013-04-29	2019-04-08	$2,405	$18,556	$18,556	$20,961
88. CELGENE CORP.		2019-04-08	$9,222	-$856	-$856	$8,366
38. CHARTER COMMUNICATIONS INC-A	2018-04-13	2019-04-08	$11,629	$1,750	$1,750	$13,379
231. CITIGROUP INC NEW	2017-05-15	2019-04-08	$14,192	$865	$865	$15,057
162. COCA-COLA CO	2018-04-16	2019-04-08	$7,235	$279	$279	$7,514
389. COMCAST CORP NEW CL A	2019-03-14	2019-04-08	$15,495	$251	$251	$15,746
101. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-04-08	$5,410	$400	$400	$5,810
60. DIAMONDBACK ENERGY INC		2019-04-08	$6,309	-$130	-$130	$6,179
127. DISNEY WALT CO		2019-04-08	$13,310	$1,282	$1,282	$14,592
79. DOLLAR TREE INC	2017-10-27	2019-04-08	$7,324	$843	$843	$8,167
90.276 DOW INC	2018-04-09	2019-04-08	$5,834	-$731	-$731	$5,103
3.724 DOW INC	2018-04-06	2019-04-08	$239	-$28	-$28	$211
308. DOW INC		2019-04-08	$19,727	-$2,131	-$2,131	$17,596
47. DOW INC		2019-04-08	$2,971	-$284	-$284	$2,687
15. DOW INC	2017-02-22	2019-04-08	$948	-$87	-$87	$861
391. DOW INC		2019-04-08	$23,216	-$841	-$841	$22,375
197. DOW INC		2019-04-08	$10,516	$766	$766	$11,282
14. DOWDUPONT INC	2018-04-06	2019-04-08	$594	-$64	-$64	$530
271. DOWDUPONT INC	2018-04-09	2019-04-08	$11,550	-$1,300	-$1,300	$10,250
136. EOG RESOURCES INC		2019-04-08	$12,358	$1,216	$1,216	$13,574
105. ELECTRONIC ARTS	2018-09-20	2019-04-08	$11,961	-$1,781	-$1,781	$10,180
59. FACEBOOK INC-A	2014-07-25	2019-04-08	$4,443	$5,875	$5,875	$10,318
89. FIDELITY NATL INFORMATION SVCS INC		2019-04-08	$5,820	$4,197	$4,197	$10,017
86. FISERV INC		2019-04-08	$7,281	$360	$360	$7,641
54. GENERAL DYNAMICS CORP	2017-02-10	2019-04-08	$9,937	-$747	-$747	$9,190
82. HOME DEPOT INC	2011-09-29	2019-04-08	$2,770	$13,779	$13,779	$16,549
140. HONEYWELL INTL INC		2019-04-08	$6,649	$15,848	$15,848	$22,497
53. INTERCONTINENTALEXCHANGE GROUP, INC	2017-02-01	2019-04-08	$3,110	$960	$960	$4,070
464. KEYCORP NEW	2018-10-08	2019-04-08	$9,501	-$1,828	-$1,828	$7,673
111. LILLY ELI & CO		2019-04-08	$9,703	$4,353	$4,353	$14,056
94. LOWES COS INC		2019-04-08	$1,817	$9,019	$9,019	$10,836
164. MARATHON PETROLEUM CORPORATION		2019-04-08	$13,390	-$3,030	-$3,030	$10,360
91. MASTERCARD INC - CLASS A	2009-05-05	2019-04-08	$1,664	$19,669	$19,669	$21,333
188. MERCK & CO INC	2019-03-14	2019-04-08	$15,307	-$136	-$136	$15,171
427. MICROSOFT CORP		2019-04-08	$23,198	$27,680	$27,680	$50,878
221. MONDELEZ INTERNATIONAL-W/I		2019-04-08	$9,847	$1,102	$1,102	$10,949
388. MORGAN STANLEY DEAN WITTER & CO NEW	2015-06-04	2019-04-08	$15,130	$2,130	$2,130	$17,260
18. NETFLIX.COM INC	2018-09-13	2019-04-08	$6,672	-$119	-$119	$6,553
50. NEXTERA ENERGY INC	2018-07-18	2019-04-08	$8,472	$996	$996	$9,468
215. NISOURCE INC	2015-12-02	2019-04-08	$4,155	$1,931	$1,931	$6,086
87. NORFOLK SOUTHN CORP		2019-04-08	$13,123	$3,577	$3,577	$16,700
36. NORTHROP GRUMMAN CORP	2017-10-10	2019-04-08	$10,557	-$689	-$689	$9,868
54. NVIDIA CORP	2018-10-08	2019-04-08	$14,486	-$4,224	-$4,224	$10,262
17. O'REILLY AUTOMOTIVE INC	2017-05-08	2019-04-08	$4,311	$2,457	$2,457	$6,768
234. OCCIDENTAL PETE CORP		2019-04-08	$20,010	-$3,987	-$3,987	$16,023
27. PARKER HANNIFIN CORP	2018-01-11	2019-04-08	$5,622	-$726	-$726	$4,896
124. PAYPAL HOLDINGS INC	2019-01-23	2019-04-08	$11,212	$1,844	$1,844	$13,056
137. PEPSICO INC		2019-04-08	$14,044	$2,619	$2,619	$16,663
460. PFIZER INC	2018-10-30	2019-04-08	$19,588	$269	$269	$19,857
120. PHILIP MORRIS INTERNATIONAL		2019-04-08	$13,536	-$3,288	-$3,288	$10,248
69. PIONEER NAT RES CO		2019-04-08	$12,079	-$1,565	-$1,565	$10,514
62. PRUDENTIAL FINL INC	2018-12-21	2019-04-08	$4,968	$1,109	$1,109	$6,077
11. REGENERON PHARMACEUTICALS INC		2019-04-08	$4,722	-$290	-$290	$4,432
89. ROSS STORES INC	2018-12-11	2019-04-08	$7,176	$1,535	$1,535	$8,711
27. SVB FINANCIAL GROUP	2015-08-12	2019-04-08	$3,736	$2,658	$2,658	$6,394
74. SALESFORCE.COM INC	2018-10-08	2019-04-08	$11,201	$456	$456	$11,657
127. SCHWAB CHARLES CORP NEW		2019-04-08	$3,702	$1,908	$1,908	$5,610
75. STANLEY BLACK & DECKER,INC.		2019-04-08	$8,180	$2,457	$2,457	$10,637
143. TEXAS INSTRS INC	2019-02-19	2019-04-08	$15,385	$903	$903	$16,288
76. UNION PAC CORP	2018-02-22	2019-04-08	$10,154	$2,632	$2,632	$12,786
45. UNITED TECHNOLOGIES CORP		2019-04-08	$5,571	$355	$355	$5,926
111. UNITEDHEALTH GROUP INC		2019-04-08	$15,008	$12,423	$12,423	$27,431
37. VERTEX PHARMACEUTICALS INC	2015-09-29	2019-04-08	$3,700	$3,220	$3,220	$6,920
68. VISA INC CLASS A SHARES	2015-10-19	2019-04-08	$5,241	$5,406	$5,406	$10,647
81. WASTE CONNECTIONS INC		2019-04-08	$4,274	$2,805	$2,805	$7,079
278. WELLS FARGO & CO NEW		2019-04-08	$12,072	$1,469	$1,469	$13,541
38. WEX INC		2019-04-08	$3,582	$3,868	$3,868	$7,450
50. YUM BRANDS INC		2019-04-08	$4,595	$380	$380	$4,975
121. ZIMMER HLDGS INC		2019-04-08	$13,914	$1,586	$1,586	$15,500
69. ALLEGION PLC		2019-04-08	$4,607	$1,918	$1,918	$6,525
66. ACCENTURE PLC		2019-04-08	$6,249	$5,496	$5,496	$11,745
45. LINDE PLC	2019-04-08	2019-04-08	$8,318			$8,318
102. MEDTRONIC PLC	2018-07-18	2019-04-08	$8,982	$27	$27	$9,009
84. APTIV PLC		2019-04-08	$7,326	-$6	-$6	$7,320
90. CHUBB LTD	2016-08-17	2019-04-08	$11,346	$972	$972	$12,318
72. NXP SEMICONDUCTORS NV		2019-04-08	$6,782	$283	$283	$7,065
18292.19 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021	2015-10-22	2019-04-09	$18,357	-$65	-$65	$18,292
54570.51 DODGE & INTERNATIONAL STOCK FUND	2009-09-21	2019-04-09	$1,716,788	$572,445	$572,445	$2,289,233
47. DOW INC	2015-07-15	2019-04-09	$2,477	$191	$191	$2,668
120000. CAPITAL ONE FINANCIAL CO 4 3/4% JUL 15 2021	2017-01-27	2019-04-12	$129,684	-$4,775	-$4,775	$124,909
. CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/2015	2015-09-18	2019-04-15	$6,318	-$1	-$1	$6,317
. FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2019-04-15	$308	-$14	-$14	$294
. FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2019-04-15	$108	-$11	-$11	$97
. FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2019-04-15	$72	-$4	-$4	$68
. FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2019-04-15	$658	-$22	-$22	$636
. FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2019-04-15	$167	$2	$2	$169
. FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2019-04-15	$9			$9
. FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2019-04-15	$743	$3	$3	$746
. FREDDIE MAC	2005-01-19	2019-04-15	$28	-$1	-$1	$27
. FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2019-04-15	$552	-$44	-$44	$508
. FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2019-04-15	$4,416	-$216	-$216	$4,200
. FHLMC GOLD U93118 3.5% 02/01/46	2016-06-07	2019-04-15	$394	-$21	-$21	$373
. FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001	2011-04-19	2019-04-15	$226	-$24	-$24	$202
. FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993	2013-08-19	2019-04-15	$1,156	-$129	-$129	$1,027
. FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997	2011-04-25	2019-04-15	$367	-$43	-$43	$324
. FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999	2013-01-30	2019-04-15	$603	-$76	-$76	$527
. FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001	2013-09-19	2019-04-15	$544	-$49	-$49	$495
. FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001	2017-01-27	2019-04-15	$413	-$40	-$40	$373
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-04-15	$3,383	-$236	-$236	$3,147
. FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011	2018-05-16	2019-04-15	$8,887	-$304	-$304	$8,583
. FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016	2018-03-27	2019-04-15	$2,764	$67	$67	$2,831
. FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010	2018-01-23	2019-04-15	$6,524	-$132	-$132	$6,392
. FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002	2011-04-19	2019-04-15	$75	-$6	-$6	$69
. FHLMC	2011-10-05	2019-04-15	$77	-$7	-$7	$70
. FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003	2011-04-13	2019-04-15	$738	-$20	-$20	$718
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003		2019-04-15	$824	-$84	-$84	$740
. FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003		2019-04-15	$1,313	-$137	-$137	$1,176
. FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005	2012-11-07	2019-04-15	$3,447	-$575	-$575	$2,872
. FREDDIE MAC	2005-09-15	2019-04-15	$89	-$2	-$2	$87
. FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005	2011-04-19	2019-04-15	$1,529	-$107	-$107	$1,422
. FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009	2011-04-27	2019-04-15	$5			$5
. FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009	2018-11-16	2019-04-15	$1,718	-$117	-$117	$1,601
. FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010	2011-12-29	2019-04-15	$1,191	-$97	-$97	$1,094
. FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010	2011-04-26	2019-04-15	$809	-$23	-$23	$786
. GNMA 737022 4.5% 02/15/40	2010-05-13	2019-04-15	$1,321	-$32	-$32	$1,289
. GNMA POOL NO 550851	2001-10-17	2019-04-15	$131	-$5	-$5	$126
. GNMA 550750 5.5% 12/15/35	2013-07-23	2019-04-15	$246	-$21	-$21	$225
. GNMA 658181 5.5% 11/15/36	2011-01-26	2019-04-15	$88	-$7	-$7	$81
. GNMA 701738 5% 03/15/39	2009-07-29	2019-04-15	$107	-$2	-$2	$105
. SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2	2018-08-31	2019-04-15	$25,800	$53	$53	$25,853
. GNMA 2003-26 CL MB		2019-04-16	$1,172	-$89	-$89	$1,083
. GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004		2019-04-16	$1,530	-$146	-$146	$1,384
. GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009	2013-06-18	2019-04-16	$4,775	-$328	-$328	$4,447
. GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010	2016-12-14	2019-04-16	$1,030	-$30	-$30	$1,000
. UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01	2018-05-23	2019-04-17	$1,597			$1,597
17000. FORTIS INC SR NTS 3.055% 10/04/2026 DTD		2019-04-18	$16,475	-$63	-$63	$16,412
. GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010	2010-05-13	2019-04-22	$966	-$47	-$47	$919
. GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003	2011-04-26	2019-04-22	$871	-$48	-$48	$823
. GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2019-04-22	$1,248	-$118	-$118	$1,130
. GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002	2013-05-16	2019-04-22	$3,211	-$434	-$434	$2,777
. GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003	2013-05-22	2019-04-22	$1,330	-$149	-$149	$1,181
. GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003	2011-04-26	2019-04-22	$1,381	-$107	-$107	$1,274
. GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003		2019-04-22	$3,137	-$309	-$309	$2,828
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005		2019-04-22	$1,029	-$119	-$119	$910
. GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008	2012-12-07	2019-04-22	$666	-$100	-$100	$566
. GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2019-04-22	$1,526	-$187	-$187	$1,339
. GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008	2014-02-06	2019-04-22	$1,389	-$143	-$143	$1,246
. DOW INC		2019-04-23		$38	$38	$38
. CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD	2014-02-25	2019-04-25	$77			$77
81000. ENERGY TRANSFER OPERATNG 3.6% 02/01/2023 DTD 01/22/2013		2019-04-25	$80,734	$724	$724	$81,458
. FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991	2013-06-11	2019-04-25	$1,370	-$203	-$203	$1,167
. FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011	2012-07-05	2019-04-25	$1,585	-$195	-$195	$1,390
. FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2019-04-25	$7,745			$7,745
. FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014	2016-12-09	2019-04-25	$1,486	-$4	-$4	$1,482
. FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016	2017-07-28	2019-04-25	$3,282	-$16	-$16	$3,266
. FNMA 256749 6% 06/01/37	2008-09-30	2019-04-25	$1,078	-$16	-$16	$1,062
. FNMA 468852 4.1% 08/01/21	2013-10-23	2019-04-25	$362	-$28	-$28	$334
. FNMA 469130 4.87% 10/01/41	2016-12-20	2019-04-25	$298	-$25	-$25	$273
. FNMA 555424 5.5% 05/01/33	2010-09-17	2019-04-25	$2,112	-$151	-$151	$1,961
. FNMA AH5823 4.5% 02/01/41	2011-02-17	2019-04-25	$5,401	-$80	-$80	$5,321
. FNMA POOL AM3301	2014-01-28	2019-04-25	$277			$277
. FNMA POOL AM8970	2016-01-27	2019-04-25	$298			$298
. FNMA AU6278 5% 11/01/43	2014-10-28	2019-04-25	$232	-$24	-$24	$208
. FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2019-04-25	$419	-$44	-$44	$375
. FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003	2011-04-15	2019-04-25	$1,202	-$32	-$32	$1,170
. FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003	2011-04-20	2019-04-25	$110	-$8	-$8	$102
. FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004	2011-04-19	2019-04-25	$1,058	-$66	-$66	$992
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006		2019-04-25	$450	-$52	-$52	$398
. FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006	2011-04-07	2019-04-25	$80	-$7	-$7	$73
. FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007	2012-12-04	2019-04-25	$210	-$23	-$23	$187
. FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009	2013-03-01	2019-04-25	$811	-$11	-$11	$800
. FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010	2011-04-13	2019-04-25	$1,668	-$89	-$89	$1,579
. FNMA 776289 5% 05/01/34	2013-04-04	2019-04-25	$4,247	-$393	-$393	$3,854
. FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2019-04-25	$28	-$2	-$2	$26
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-04-25	$166	-$8	-$8	$158
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-04-25	$36	-$2	-$2	$34
. FANNIE MAE	2005-03-07	2019-04-25	$14	-$1	-$1	$13
. FNMA BC0100 3.5% 12/01/45	2016-06-07	2019-04-25	$151	-$9	-$9	$142
. FNMA BC3492 3.5% 02/01/46	2016-04-05	2019-04-25	$441	-$22	-$22	$419
. FNMA BC4899 3.5% 04/01/46	2016-06-07	2019-04-25	$543	-$30	-$30	$513
. FNMA 889197 4.5% 11/01/21	2009-12-09	2019-04-25	$1,861	-$93	-$93	$1,768
. FNMA AA0835 5% 01/01/39	2009-07-29	2019-04-25	$61	-$1	-$1	$60
. FNMA AB1693 4% 11/01/40	2011-03-01	2019-04-25	$2,399	$43	$43	$2,442
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-04-25	$1,018	-$16	-$16	$1,002
. FNMA POOL MA1213	2014-02-28	2019-04-25	$501			$501
. FNMA POOL MA1546	2014-03-19	2019-04-25	$1,122			$1,122
. FNMA MA2369 4% 08/01/45	2016-04-05	2019-04-25	$2,382	-$184	-$184	$2,198
. FNMA AD0910 VAR RATE 04/01/20	2012-10-17	2019-04-25	$172	-$25	-$25	$147
. JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004		2019-04-25	$103	$2	$2	$105
. MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT	2015-12-08	2019-04-25	$248	$1	$1	$249
364. OCCIDENTAL PETE CORP		2019-04-25	$30,396	-$7,785	-$7,785	$22,611
331. OCCIDENTAL PETE CORP		2019-04-25	$25,713	-$5,152	-$5,152	$20,561
699. OCCIDENTAL PETE CORP		2019-04-25	$49,023	-$5,618	-$5,618	$43,405
. WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2019-04-25	$1,651	-$26	-$26	$1,625
. FNMA AL2602 VAR RATE 10/01/22	2014-10-28	2019-04-26	$284	-$3	-$3	$281
. FNMA POOL AL2965	2014-06-11	2019-04-26	$14,559			$14,559
. FNMA POOL AL3876	2013-12-18	2019-04-29	$189			$189
. FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005	1960-11-11	2019-04-29		$1,037	$1,037	$1,037
149. OCCIDENTAL PETE CORP		2019-05-01	$7,920	$665	$665	$8,585
30. OCCIDENTAL PETE CORP	2007-01-12	2019-05-01	$1,256	$482	$482	$1,738
94. REGENERON PHARMACEUTICALS INC		2019-05-01	$39,143	-$7,087	-$7,087	$32,056
22. REGENERON PHARMACEUTICALS INC		2019-05-01	$8,817	-$1,332	-$1,332	$7,485
450. OCCIDENTAL PETE CORP	2007-01-12	2019-05-02	$18,839	$6,966	$6,966	$25,805
31. OCCIDENTAL PETE CORP	2007-01-12	2019-05-02	$1,298	$483	$483	$1,781
16. OCCIDENTAL PETE CORP	2007-01-12	2019-05-02	$670	$249	$249	$919
91. OCCIDENTAL PETE CORP	2007-01-12	2019-05-02	$3,810	$1,413	$1,413	$5,223
44. OCCIDENTAL PETE CORP	2007-01-12	2019-05-02	$1,842	$685	$685	$2,527
5000. INTEL CORP SR NTS 3.7% 07/29/2025 DTD	2015-07-22	2019-05-03	$4,993	$216	$216	$5,209
50. OCCIDENTAL PETE CORP	2007-01-12	2019-05-03	$2,093	$808	$808	$2,901
162. OCCIDENTAL PETE CORP	2007-01-12	2019-05-03	$6,782	$2,634	$2,634	$9,416
35000. CELGENE CORP 3.95% OCT 15 2020	2013-12-18	2019-05-07	$36,797	-$1,273	-$1,273	$35,524
15741.59 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021	2015-10-22	2019-05-08	$15,797	-$55	-$55	$15,742
100000. MORGAN STANLEY 7.3% MAY 13 2019	2009-05-28	2019-05-13	$99,987	$13	$13	$100,000
23. PRUDENTIAL FINL INC		2019-05-14	$1,841	$418	$418	$2,259
337. PRUDENTIAL FINL INC	2018-12-21	2019-05-14	$26,841	$6,326	$6,326	$33,167
163. PRUDENTIAL FINL INC	2018-12-21	2019-05-14	$12,982	$3,129	$3,129	$16,111
51. PRUDENTIAL FINL INC	2018-12-21	2019-05-14	$4,062	$913	$913	$4,975
73. PRUDENTIAL FINL INC	2018-12-21	2019-05-14	$5,814	$1,417	$1,417	$7,231
. CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/2015	2015-09-18	2019-05-15	$5,542	-$1	-$1	$5,541
75000. CANADIAN PACIFIC RR CO NOTES 7 1/4% MAY 15 2019	2014-11-24	2019-05-15	$90,419	-$15,419	-$15,419	$75,000
. FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2019-05-15	$366	-$17	-$17	$349
. FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2019-05-15	$196	-$20	-$20	$176
. FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2019-05-15	$71	-$3	-$3	$68
. FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2019-05-15	$1,175	-$38	-$38	$1,137
. FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2019-05-15	$216	$2	$2	$218
. FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2019-05-15	$9			$9
. FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2019-05-15	$1,368	$5	$5	$1,373
. FREDDIE MAC	2005-01-19	2019-05-15	$28	-$1	-$1	$27
. FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2019-05-15	$517	-$41	-$41	$476
. FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2019-05-15	$308	-$15	-$15	$293
. FHLMC GOLD U93118 3.5% 02/01/46	2016-06-07	2019-05-15	$421	-$23	-$23	$398
. FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001	2011-04-19	2019-05-15	$296	-$31	-$31	$265
. FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993	2013-08-19	2019-05-15	$1,053	-$117	-$117	$936
. FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997	2011-04-25	2019-05-15	$513	-$60	-$60	$453
. FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999	2013-01-30	2019-05-15	$1,726	-$217	-$217	$1,509
. FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001	2013-09-19	2019-05-15	$735	-$67	-$67	$668
. FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001	2017-01-27	2019-05-15	$415	-$40	-$40	$375
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-05-15	$2,714	-$189	-$189	$2,525
. FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011	2018-05-16	2019-05-15	$11,841	-$405	-$405	$11,436
. FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016	2018-03-27	2019-05-15	$2,587	$63	$63	$2,650
. FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010	2018-01-23	2019-05-15	$4,737	-$96	-$96	$4,641
. FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002	2011-04-19	2019-05-15	$458	-$37	-$37	$421
. FHLMC	2011-10-05	2019-05-15	$136	-$13	-$13	$123
. FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003	2011-04-13	2019-05-15	$1,935	-$51	-$51	$1,884
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003		2019-05-15	$818	-$83	-$83	$735
. FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003		2019-05-15	$2,813	-$295	-$295	$2,518
. FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005	2012-11-07	2019-05-15	$4,966	-$827	-$827	$4,139
. FREDDIE MAC	2005-09-15	2019-05-15	$93	-$3	-$3	$90
. FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005	2011-04-19	2019-05-15	$1,947	-$137	-$137	$1,810
. FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009	2011-04-27	2019-05-15	$6			$6
. FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009	2018-11-16	2019-05-15	$3,071	-$208	-$208	$2,863
. FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010	2015-05-05	2019-05-15	$2,583	-$289	-$289	$2,294
. FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010	2011-12-29	2019-05-15	$2,681	-$219	-$219	$2,462
. FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010	2011-04-26	2019-05-15	$802	-$24	-$24	$778
. GNMA 737022 4.5% 02/15/40	2010-05-13	2019-05-15	$4,548	-$111	-$111	$4,437
. GNMA POOL NO 550851	2001-10-17	2019-05-15	$131	-$5	-$5	$126
. GNMA 550750 5.5% 12/15/35	2013-07-23	2019-05-15	$240	-$20	-$20	$220
. GNMA 658181 5.5% 11/15/36	2011-01-26	2019-05-15	$108	-$9	-$9	$99
. GNMA 701738 5% 03/15/39	2009-07-29	2019-05-15	$453	-$10	-$10	$443
. SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2	2018-08-31	2019-05-15	$23,141	$47	$47	$23,188
497. SCHWAB CHARLES CORP NEW		2019-05-15	$14,469	$6,793	$6,793	$21,262
. GNMA 2003-26 CL MB		2019-05-16	$830	-$62	-$62	$768
. GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004		2019-05-16	$1,744	-$166	-$166	$1,578
. GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009	2013-06-18	2019-05-16	$3,640	-$250	-$250	$3,390
. GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010	2016-12-14	2019-05-16	$1,912	-$56	-$56	$1,856
438. SCHWAB CHARLES CORP NEW		2019-05-16	$12,514	$6,576	$6,576	$19,090
110. SCHWAB CHARLES CORP NEW		2019-05-16	$2,984	$1,798	$1,798	$4,782
280. SCHWAB CHARLES CORP NEW		2019-05-16	$7,518	$4,636	$4,636	$12,154
376. MEDTRONIC PLC		2019-05-16	$33,105	$40	$40	$33,145
13. MEDTRONIC PLC	2018-04-10	2019-05-16	$1,031	$115	$115	$1,146
336. MEDTRONIC PLC		2019-05-16	$26,624	$3,054	$3,054	$29,678
. UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01	2018-05-23	2019-05-17	$1,888			$1,888
130. MEDTRONIC PLC		2019-05-17	$10,266	$1,167	$1,167	$11,433
230. MEDTRONIC PLC		2019-05-17	$17,884	$2,430	$2,430	$20,314
. GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010	2010-05-13	2019-05-20	$1,211	-$58	-$58	$1,153
. GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003	2011-04-26	2019-05-20	$1,763	-$98	-$98	$1,665
. GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2019-05-20	$1,617	-$154	-$154	$1,463
. GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002	2013-05-16	2019-05-20	$1,206	-$163	-$163	$1,043
. GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003	2013-05-22	2019-05-20	$1,069	-$120	-$120	$949
. GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003	2011-04-26	2019-05-20	$1,495	-$115	-$115	$1,380
. GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003		2019-05-20	$2,644	-$261	-$261	$2,383
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005		2019-05-20	$978	-$113	-$113	$865
. GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008	2012-12-07	2019-05-20	$1,010	-$153	-$153	$857
. GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2019-05-20	$1,281	-$157	-$157	$1,124
. GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008	2014-02-06	2019-05-20	$1,387	-$143	-$143	$1,244
106. PARKER HANNIFIN CORP	2018-01-11	2019-05-20	$22,072	-$4,781	-$4,781	$17,291
123. PARKER HANNIFIN CORP	2018-01-11	2019-05-20	$25,612	-$5,537	-$5,537	$20,075
52. PARKER HANNIFIN CORP	2018-01-11	2019-05-20	$10,828	-$2,350	-$2,350	$8,478
33000. ANHEUSER-BUSCH INBEV FIN 3.650% 02/01/2026 DTD 01/25/2016	2019-02-22	2019-05-21	$32,736	$879	$879	$33,615
38000. ANHEUSER-BUSCH INBEV FIN 3.650% 02/01/2026 DTD 01/25/2016	2019-02-22	2019-05-21	$37,696	$1,085	$1,085	$38,781
27000. ANHEUSER-BUSCH INBEV FIN 3.650% 02/01/2026 DTD 01/25/2016	2019-02-22	2019-05-21	$26,784	$776	$776	$27,560
42000. ANHEUSER-BUSCH INBEV FIN 3.650% 02/01/2026 DTD 01/25/2016	2019-02-22	2019-05-21	$41,664	$1,187	$1,187	$42,851
. CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD	2014-02-25	2019-05-28	$3,869	$48	$48	$3,917
. FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991	2013-06-11	2019-05-28	$1,399	-$208	-$208	$1,191
. FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011	2012-07-05	2019-05-28	$1,979	-$243	-$243	$1,736
. FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2019-05-28	$3,741			$3,741
. FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014	2016-12-09	2019-05-28	$2,829	-$6	-$6	$2,823
. FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016	2017-07-28	2019-05-28	$4,332	-$20	-$20	$4,312
. FNMA 256749 6% 06/01/37	2008-09-30	2019-05-28	$398	-$6	-$6	$392
. FNMA 468852 4.1% 08/01/21	2013-10-23	2019-05-28	$388	-$30	-$30	$358
. FNMA 469130 4.87% 10/01/41	2016-12-20	2019-05-28	$332	-$28	-$28	$304
. FNMA 555424 5.5% 05/01/33	2010-09-17	2019-05-28	$2,190	-$156	-$156	$2,034
. FNMA AH5823 4.5% 02/01/41	2011-02-17	2019-05-28	$964	-$15	-$15	$949
. FNMA POOL AM3301	2014-01-28	2019-05-28	$291			$291
. FNMA POOL AM8970	2016-01-27	2019-05-28	$324			$324
. FNMA AU6278 5% 11/01/43	2014-10-28	2019-05-28	$3,937	-$397	-$397	$3,540
. FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2019-05-28	$212	-$22	-$22	$190
. FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003	2011-04-15	2019-05-28	$1,044	-$28	-$28	$1,016
. FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003	2011-04-20	2019-05-28	$438	-$30	-$30	$408
. FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004	2011-04-19	2019-05-28	$1,037	-$64	-$64	$973
. FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005	2016-12-09	2019-05-28	$2,824	-$68	-$68	$2,756
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006		2019-05-28	$1,499	-$174	-$174	$1,325
. FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006	2011-04-07	2019-05-28	$102	-$9	-$9	$93
. FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007	2012-12-04	2019-05-28	$284	-$30	-$30	$254
. FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009	2013-03-01	2019-05-28	$188	-$3	-$3	$185
. FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010	2011-04-13	2019-05-28	$2,332	-$123	-$123	$2,209
. FNMA 776289 5% 05/01/34	2013-04-04	2019-05-28	$355	-$33	-$33	$322
. FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2019-05-28	$1,019	-$49	-$49	$970
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-05-28	$239	-$11	-$11	$228
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-05-28	$36	-$2	-$2	$34
. FANNIE MAE	2005-03-07	2019-05-28	$1,862	-$139	-$139	$1,723
. FNMA BC0100 3.5% 12/01/45	2016-06-07	2019-05-28	$148	-$8	-$8	$140
. FNMA BC3492 3.5% 02/01/46	2016-04-05	2019-05-28	$442	-$22	-$22	$420
. FNMA BC4899 3.5% 04/01/46	2016-06-07	2019-05-28	$50,887	-$2,784	-$2,784	$48,103
. FNMA 889197 4.5% 11/01/21	2009-12-09	2019-05-28	$1,782	-$89	-$89	$1,693
. FNMA AA0835 5% 01/01/39	2009-07-29	2019-05-28	$50	-$1	-$1	$49
. FNMA AB1693 4% 11/01/40	2011-03-01	2019-05-28	$819	$14	$14	$833
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-05-28	$1,545	-$25	-$25	$1,520
. FNMA POOL MA1213	2014-02-28	2019-05-28	$632			$632
. FNMA POOL MA1546	2014-03-19	2019-05-28	$846			$846
. FNMA MA2369 4% 08/01/45	2016-04-05	2019-05-28	$1,619	-$125	-$125	$1,494
. FNMA AD0910 VAR RATE 04/01/20	2012-10-17	2019-05-28	$12,880	-$1,882	-$1,882	$10,998
. JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004		2019-05-28	$5,498	$121	$121	$5,619
. MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT	2015-12-08	2019-05-28	$1,679	$10	$10	$1,689
. WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2019-05-28	$800	-$12	-$12	$788
. FNMA AL2602 VAR RATE 10/01/22	2014-10-28	2019-05-31	$301	-$3	-$3	$298
. FNMA POOL AL2965	2014-06-11	2019-05-31	$116			$116
. FNMA POOL AL3876	2013-12-18	2019-05-31	$203			$203
75000. TRAVELLERS COS INC	2011-04-12	2019-06-03	$82,551	-$7,551	-$7,551	$75,000
448. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-06-05	$23,997	$608	$608	$24,605
165. DELTA AIR LINES INC DEL NEW		2019-06-05	$8,831	$236	$236	$9,067
40000. MPLX LP 4.875% 12/01/2024 DTD 09/27/2016	2017-02-08	2019-06-05	$42,564	$397	$397	$42,961
537. PHILIP MORRIS INTERNATIONAL	2017-04-24	2019-06-05	$60,272	-$18,799	-$18,799	$41,473
14. PHILIP MORRIS INTERNATIONAL	2018-10-24	2019-06-05	$1,248	-$167	-$167	$1,081
2. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-06-06	$107	$3	$3	$110
9. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-06-06	$481	$11	$11	$492
139. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-06-06	$7,429	$198	$198	$7,627
158. DELTA AIR LINES INC DEL NEW		2019-06-06	$8,443	$177	$177	$8,620
26. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-06-06	$1,389	$32	$32	$1,421
1. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-06-07	$53	$2	$2	$55
25. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-06-07	$1,336	$40	$40	$1,376
1. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-06-07	$53	$3	$3	$56
18. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-06-07	$962	$37	$37	$999
33. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-06-07	$1,763	$71	$71	$1,834
7. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-06-07	$374	$11	$11	$385
6. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-06-07	$321	$9	$9	$330
5. DELTA AIR LINES INC DEL NEW	2017-12-13	2019-06-07	$267	$11	$11	$278
15810.05 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021	2015-10-22	2019-06-10	$15,866	-$56	-$56	$15,810
1355. BANK OF AMERICA CORPORATION		2019-06-10	$33,268	$4,942	$4,942	$38,210
293. DOLLAR TREE INC		2019-06-10	$27,086	$3,333	$3,333	$30,419
1060. WELLS FARGO & CO NEW	2009-03-13	2019-06-10	$14,335	$34,850	$34,850	$49,185
320. DOLLAR TREE INC		2019-06-11	$29,308	$4,819	$4,819	$34,127
103. DOLLAR TREE INC	2018-12-17	2019-06-11	$8,897	$2,088	$2,088	$10,985
106. DOLLAR TREE INC	2018-12-17	2019-06-11	$9,157	$2,143	$2,143	$11,300
35000. BOSTON PROPERTIES LP 3.800% 02/01/2024 DTD 06/27/2013	2016-10-18	2019-06-12	$37,168	-$737	-$737	$36,431
. CORTEVA INC		2019-06-13		$9	$9	$9
. DUPONT DE NEMOURS INC-WI		2019-06-13		$25	$25	$25
75000. ACE INA HOLDINGS	2011-04-11	2019-06-17	$82,748	-$7,748	-$7,748	$75,000
. CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/2015	2015-09-18	2019-06-17	$1,345			$1,345
. FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2019-06-17	$480	-$22	-$22	$458
. FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2019-06-17	$86	-$9	-$9	$77
. FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2019-06-17	$138	-$7	-$7	$131
. FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2019-06-17	$1,929	-$63	-$63	$1,866
. FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2019-06-17	$9			$9
. FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2019-06-17	$913	$4	$4	$917
. FREDDIE MAC	2005-01-19	2019-06-17	$29	-$1	-$1	$28
. FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2019-06-17	$628	-$50	-$50	$578
. FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2019-06-17	$358	-$17	-$17	$341
. FHLMC GOLD U93118 3.5% 02/01/46	2016-06-07	2019-06-17	$445	-$23	-$23	$422
. FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001	2011-04-19	2019-06-17	$884	-$93	-$93	$791
. FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993	2013-08-19	2019-06-17	$1,650	-$184	-$184	$1,466
. FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997	2011-04-25	2019-06-17	$427	-$50	-$50	$377
. FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999	2013-01-30	2019-06-17	$1,055	-$132	-$132	$923
. FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001	2013-09-19	2019-06-17	$685	-$63	-$63	$622
. FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001	2017-01-27	2019-06-17	$445	-$43	-$43	$402
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-06-17	$4,569	-$319	-$319	$4,250
. FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011	2018-05-16	2019-06-17	$1,121	-$38	-$38	$1,083
. FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016	2018-03-27	2019-06-17	$2,550	$62	$62	$2,612
. FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010	2018-01-23	2019-06-17	$3,690	-$75	-$75	$3,615
. FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002	2011-04-19	2019-06-17	$122	-$10	-$10	$112
. FHLMC	2011-10-05	2019-06-17	$171	-$16	-$16	$155
. FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003	2011-04-13	2019-06-17	$947	-$24	-$24	$923
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003		2019-06-17	$2,037	-$207	-$207	$1,830
. FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003		2019-06-17	$1,688	-$177	-$177	$1,511
. FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005	2012-11-07	2019-06-17	$5,617	-$936	-$936	$4,681
. FREDDIE MAC	2005-09-15	2019-06-17	$2,580	-$65	-$65	$2,515
. FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005	2011-04-19	2019-06-17	$1,384	-$98	-$98	$1,286
. FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009	2011-04-27	2019-06-17	$5			$5
. FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009	2018-11-16	2019-06-17	$2,543	-$173	-$173	$2,370
. FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010	2015-05-05	2019-06-17	$8,321	-$933	-$933	$7,388
. FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010	2011-12-29	2019-06-17	$2,839	-$232	-$232	$2,607
. FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010	2011-04-26	2019-06-17	$1,171	-$34	-$34	$1,137
. GNMA 737022 4.5% 02/15/40	2010-05-13	2019-06-17	$504	-$13	-$13	$491
. GNMA POOL NO 550851	2001-10-17	2019-06-17	$142	-$6	-$6	$136
. GNMA 550750 5.5% 12/15/35	2013-07-23	2019-06-17	$270	-$23	-$23	$247
. GNMA 658181 5.5% 11/15/36	2011-01-26	2019-06-17	$4,290	-$340	-$340	$3,950
. GNMA 701738 5% 03/15/39	2009-07-29	2019-06-17	$797	-$17	-$17	$780
. GNMA 2003-26 CL MB		2019-06-17	$738	-$56	-$56	$682
. GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004		2019-06-17	$989	-$95	-$95	$894
. GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009	2013-06-18	2019-06-17	$2,296	-$158	-$158	$2,138
. GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010	2016-12-14	2019-06-17	$1,567	-$46	-$46	$1,521
100000. NORFOLK SOUTHERN CORP NOTES 5.9% JUN 15 2019	2009-05-27	2019-06-17	$99,750	$250	$250	$100,000
. SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2	2018-08-31	2019-06-17	$21,959	$45	$45	$22,004
. UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01	2018-05-23	2019-06-17	$1,774			$1,774
11000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018	2018-04-10	2019-06-18	$10,895	$925	$925	$11,820
2000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018	2018-04-10	2019-06-18	$1,981	$169	$169	$2,150
4000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018	2018-04-10	2019-06-18	$3,962	$331	$331	$4,293
. FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2019-06-18	$176	$14	$14	$190
175000. CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/201	1960-11-11	2019-06-20
. CAP AUTO RECEIVABLES ASSET TR 2015-3 2015-3 CL C 2.9% 12/21/2020 DTD	2018-07-17	2019-06-20	$102,339	-$32	-$32	$102,307
. GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010	2010-05-13	2019-06-20	$1,139	-$55	-$55	$1,084
. GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003	2011-04-26	2019-06-20	$1,569	-$87	-$87	$1,482
. GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2019-06-20	$1,331	-$126	-$126	$1,205
. GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002	2013-05-16	2019-06-20	$1,585	-$215	-$215	$1,370
. GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003	2013-05-22	2019-06-20	$797	-$89	-$89	$708
. GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003	2011-04-26	2019-06-20	$1,569	-$121	-$121	$1,448
. GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003		2019-06-20	$3,038	-$299	-$299	$2,739
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005		2019-06-20	$1,134	-$131	-$131	$1,003
. GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008	2012-12-07	2019-06-20	$1,289	-$194	-$194	$1,095
. GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2019-06-20	$759	-$93	-$93	$666
. GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008	2014-02-06	2019-06-20	$1,781	-$183	-$183	$1,598
15000. APACHE CORP NON-TRADEABLE ASSET	2013-02-01	2019-06-21	$16,173	-$947	-$947	$15,226
25000. ATHENE HLDG LTD SR NTS 4.125% 01/12/2028 DTD	2018-03-08	2019-06-21	$23,999	$1,096	$1,096	$25,095
5000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018	2018-04-10	2019-06-21	$4,952	$413	$413	$5,365
3000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018	2018-04-10	2019-06-21	$2,971	$248	$248	$3,219
80000. VODAFONE GROUP PLC SR NTS 4.375% 03/16/2021 DTD	2011-03-09	2019-06-24	$79,430	$3,684	$3,684	$83,114
. CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD	2014-02-25	2019-06-25	$53			$53
5000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018	2018-04-10	2019-06-25	$4,952	$431	$431	$5,383
. FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991	2013-06-11	2019-06-25	$1,391	-$206	-$206	$1,185
. FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011	2012-07-05	2019-06-25	$1,533	-$188	-$188	$1,345
. FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2019-06-25	$5,179			$5,179
. FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014	2016-12-09	2019-06-25	$2,918	-$6	-$6	$2,912
. FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016	2017-07-28	2019-06-25	$4,691	-$22	-$22	$4,669
. FNMA GRANTOR TR 2017-T1 2017-T1 CL A 2.898% 06/25/2027 DTD 04/01/201	2017-04-19	2019-06-25	$21			$21
. FNMA 256749 6% 06/01/37	2008-09-30	2019-06-25	$145	-$2	-$2	$143
. FNMA 468852 4.1% 08/01/21	2013-10-23	2019-06-25	$365	-$28	-$28	$337
. FNMA 469130 4.87% 10/01/41	2016-12-20	2019-06-25	$301	-$25	-$25	$276
. FNMA 555424 5.5% 05/01/33	2010-09-17	2019-06-25	$2,193	-$156	-$156	$2,037
. FNMA AH5823 4.5% 02/01/41	2011-02-17	2019-06-25	$904	-$14	-$14	$890
. FNMA POOL AM3301	2014-01-28	2019-06-25	$279			$279
. FNMA POOL AM8970	2016-01-27	2019-06-25	$301			$301
. FNMA AU6278 5% 11/01/43	2014-10-28	2019-06-25	$9,027	-$911	-$911	$8,116
. FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2019-06-25	$1,032	-$108	-$108	$924
. FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003	2011-04-15	2019-06-25	$1,076	-$28	-$28	$1,048
. FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003	2011-04-20	2019-06-25	$114	-$8	-$8	$106
. FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004	2011-04-19	2019-06-25	$1,018	-$64	-$64	$954
. FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005	2016-12-09	2019-06-25	$3,655	-$89	-$89	$3,566
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006		2019-06-25	$957	-$111	-$111	$846
. FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006	2011-04-07	2019-06-25	$271	-$25	-$25	$246
. FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007	2012-12-04	2019-06-25	$110	-$12	-$12	$98
. FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009	2013-03-01	2019-06-25	$326	-$5	-$5	$321
. FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010	2011-04-13	2019-06-25	$2,617	-$139	-$139	$2,478
. FNMA 776289 5% 05/01/34	2013-04-04	2019-06-25	$364	-$34	-$34	$330
. FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2019-06-25	$25	-$1	-$1	$24
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-06-25	$244	-$11	-$11	$233
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-06-25	$38	-$3	-$3	$35
. FANNIE MAE	2005-03-07	2019-06-25	$9			$9
. FNMA BC0100 3.5% 12/01/45	2016-06-07	2019-06-25	$149	-$8	-$8	$141
. FNMA BC3492 3.5% 02/01/46	2016-04-05	2019-06-25	$443	-$21	-$21	$422
. FNMA BC4899 3.5% 04/01/46	2016-06-07	2019-06-25	$477	-$26	-$26	$451
. FNMA 889197 4.5% 11/01/21	2009-12-09	2019-06-25	$1,577	-$79	-$79	$1,498
. FNMA AA0835 5% 01/01/39	2009-07-29	2019-06-25	$340	-$7	-$7	$333
. FNMA AB1693 4% 11/01/40	2011-03-01	2019-06-25	$853	$15	$15	$868
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-06-25	$1,509	-$24	-$24	$1,485
. FNMA POOL MA1213	2014-02-28	2019-06-25	$752			$752
. FNMA POOL MA1546	2014-03-19	2019-06-25	$1,593			$1,593
. FNMA MA2369 4% 08/01/45	2016-04-05	2019-06-25	$329	-$25	-$25	$304
. FNMA AD0910 VAR RATE 04/01/20	2012-10-17	2019-06-25	$18,840	-$2,752	-$2,752	$16,088
. JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004		2019-06-25	$181	$4	$4	$185
. MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT	2015-12-08	2019-06-25	$1,970	$12	$12	$1,982
. WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2019-06-25	$878	-$13	-$13	$865
101. ADOBE SYS INC	2012-08-03	2019-06-27	$3,227	$26,441	$26,441	$29,668
. FNMA AL2602 VAR RATE 10/01/22	2014-10-28	2019-06-28	$286	-$3	-$3	$283
. FNMA POOL AL2965	2014-06-11	2019-06-28	$109			$109
. FNMA POOL AL3876	2013-12-18	2019-06-28	$190			$190
3000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018	2018-04-10	2019-07-03	$2,971	$267	$267	$3,238
40000. VENTAS REALTY LP/CAP CRP NON-TRADEABLE ASSET	2016-06-03	2019-07-03	$40,531	-$382	-$382	$40,149
185000. AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021	2015-10-22	2019-07-08	$191			$191
15000. HEALTHPEAK PROPERTIES SR NTS 4.25% 11/15/2023 DTD	2013-11-05	2019-07-08	$14,931	$1,048	$1,048	$15,979
7000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018	2018-04-10	2019-07-15	$6,933	$518	$518	$7,451
. FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2019-07-15	$398	-$18	-$18	$380
. FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2019-07-15	$138	-$14	-$14	$124
. FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2019-07-15	$78	-$4	-$4	$74
. FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2019-07-15	$1,418	-$47	-$47	$1,371
. FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2019-07-15	$3,861	$39	$39	$3,900
. FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2019-07-15	$9			$9
. FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2019-07-15	$772	$3	$3	$775
. FREDDIE MAC	2005-01-19	2019-07-15	$29	-$1	-$1	$28
. FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2019-07-15	$530	-$42	-$42	$488
. FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2019-07-15	$316	-$16	-$16	$300
. FHLMC GOLD U93118 3.5% 02/01/46	2016-06-07	2019-07-15	$447	-$24	-$24	$423
. FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001	2011-04-19	2019-07-15	$479	-$50	-$50	$429
. FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993	2013-08-19	2019-07-15	$2,022	-$224	-$224	$1,798
. FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997	2011-04-25	2019-07-15	$447	-$52	-$52	$395
. FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999	2013-01-30	2019-07-15	$887	-$111	-$111	$776
. FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001	2013-09-19	2019-07-15	$511	-$47	-$47	$464
. FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001	2017-01-27	2019-07-15	$506	-$48	-$48	$458
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-07-15	$3,059	-$213	-$213	$2,846
. FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011	2018-05-16	2019-07-15	$1,041	-$35	-$35	$1,006
. FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016	2018-03-27	2019-07-15	$2,377	$58	$58	$2,435
. FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010	2018-01-23	2019-07-15	$3,452	-$70	-$70	$3,382
. FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002	2011-04-19	2019-07-15	$74	-$5	-$5	$69
. FHLMC	2011-10-05	2019-07-15	$72	-$7	-$7	$65
. FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003	2011-04-13	2019-07-15	$569	-$15	-$15	$554
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003		2019-07-15	$1,500	-$153	-$153	$1,347
. FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003		2019-07-15	$867	-$91	-$91	$776
. FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005	2012-11-07	2019-07-15	$5,917	-$986	-$986	$4,931
. FREDDIE MAC	2005-09-15	2019-07-15	$83	-$2	-$2	$81
. FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005	2011-04-19	2019-07-15	$1,419	-$99	-$99	$1,320
. FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009	2011-04-27	2019-07-15	$5			$5
. FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009	2018-11-16	2019-07-15	$4,036	-$274	-$274	$3,762
. FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010	2015-05-05	2019-07-15	$8,541	-$957	-$957	$7,584
. FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010	2011-12-29	2019-07-15	$1,788	-$145	-$145	$1,643
. FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010	2011-04-26	2019-07-15	$826	-$24	-$24	$802
. GNMA 737022 4.5% 02/15/40	2010-05-13	2019-07-15	$481	-$12	-$12	$469
. GNMA POOL NO 550851	2001-10-17	2019-07-15	$132	-$5	-$5	$127
. GNMA 550750 5.5% 12/15/35	2013-07-23	2019-07-15	$2,681	-$230	-$230	$2,451
. GNMA 658181 5.5% 11/15/36	2011-01-26	2019-07-15	$76	-$6	-$6	$70
. GNMA 701738 5% 03/15/39	2009-07-29	2019-07-15	$590	-$13	-$13	$577
. SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2	2018-08-31	2019-07-15	$20,052	$41	$41	$20,093
. GNMA 2003-26 CL MB		2019-07-16	$818	-$62	-$62	$756
. GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004		2019-07-16	$683	-$65	-$65	$618
. GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009	2013-06-18	2019-07-16	$3,063	-$210	-$210	$2,853
. GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010	2016-12-14	2019-07-16	$1,341	-$39	-$39	$1,302
. AMGEN INC		2019-07-17		$908	$908	$908
. UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01	2018-05-23	2019-07-17	$2,015			$2,015
. CAP AUTO RECEIVABLES ASSET TR 2015-3 2015-3 CL C 2.9% 12/21/2020 DTD	2018-07-17	2019-07-22	$94,711	-$30	-$30	$94,681
. GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010	2010-05-13	2019-07-22	$1,114	-$54	-$54	$1,060
. GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003	2011-04-26	2019-07-22	$1,639	-$91	-$91	$1,548
. GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2019-07-22	$2,580	-$245	-$245	$2,335
. GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002	2013-05-16	2019-07-22	$1,321	-$179	-$179	$1,142
. GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003	2013-05-22	2019-07-22	$881	-$99	-$99	$782
. GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003	2011-04-26	2019-07-22	$1,404	-$108	-$108	$1,296
. GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003		2019-07-22	$2,487	-$246	-$246	$2,241
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005		2019-07-22	$1,175	-$136	-$136	$1,039
. GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008	2012-12-07	2019-07-22	$767	-$116	-$116	$651
. GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2019-07-22	$324	-$39	-$39	$285
. GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008	2014-02-06	2019-07-22	$1,753	-$180	-$180	$1,573
. CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD	2014-02-25	2019-07-25	$55			$55
. FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991	2013-06-11	2019-07-25	$1,401	-$208	-$208	$1,193
. FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011	2012-07-05	2019-07-25	$1,652	-$202	-$202	$1,450
. FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2019-07-25	$648			$648
. FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014	2016-12-09	2019-07-25	$2,119	-$4	-$4	$2,115
. FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016	2017-07-28	2019-07-25	$3,990	-$19	-$19	$3,971
. FNMA GRANTOR TR 2017-T1 2017-T1 CL A 2.898% 06/25/2027 DTD 04/01/201	2017-04-19	2019-07-25	$15			$15
. FNMA 256749 6% 06/01/37	2008-09-30	2019-07-25	$880	-$13	-$13	$867
. FNMA 468852 4.1% 08/01/21	2013-10-23	2019-07-25	$391	-$30	-$30	$361
. FNMA 469130 4.87% 10/01/41	2016-12-20	2019-07-25	$335	-$28	-$28	$307
. FNMA 555424 5.5% 05/01/33	2010-09-17	2019-07-25	$1,988	-$142	-$142	$1,846
. FNMA AH5823 4.5% 02/01/41	2011-02-17	2019-07-25	$2,611	-$38	-$38	$2,573
. FNMA POOL AM3301	2014-01-28	2019-07-25	$292			$292
. FNMA POOL AM8970	2016-01-27	2019-07-25	$326			$326
. FNMA AU6278 5% 11/01/43	2014-10-28	2019-07-25	$208	-$21	-$21	$187
. FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2019-07-25	$1,857	-$196	-$196	$1,661
. FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003	2011-04-15	2019-07-25	$1,623	-$44	-$44	$1,579
. FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003	2011-04-20	2019-07-25	$105	-$7	-$7	$98
. FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003	2016-12-09	2019-07-25	$183	-$15	-$15	$168
. FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004	2011-04-19	2019-07-25	$998	-$62	-$62	$936
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006		2019-07-25	$1,164	-$135	-$135	$1,029
. FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006	2011-04-07	2019-07-25	$87	-$8	-$8	$79
. FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007	2012-12-04	2019-07-25	$192	-$21	-$21	$171
. FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009	2013-03-01	2019-07-25	$460	-$7	-$7	$453
. FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010	2011-04-13	2019-07-25	$1,629	-$86	-$86	$1,543
. FNMA 776289 5% 05/01/34	2013-04-04	2019-07-25	$366	-$34	-$34	$332
. FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2019-07-25	$25	-$1	-$1	$24
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-07-25	$201	-$10	-$10	$191
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-07-25	$35	-$2	-$2	$33
. FANNIE MAE	2005-03-07	2019-07-25	$9			$9
. FNMA BC0100 3.5% 12/01/45	2016-06-07	2019-07-25	$149	-$8	-$8	$141
. FNMA BC3492 3.5% 02/01/46	2016-04-05	2019-07-25	$456	-$23	-$23	$433
. FNMA BC4899 3.5% 04/01/46	2016-06-07	2019-07-25	$457	-$25	-$25	$432
. FNMA 889197 4.5% 11/01/21	2009-12-09	2019-07-25	$1,577	-$79	-$79	$1,498
. FNMA AA0835 5% 01/01/39	2009-07-29	2019-07-25	$233	-$4	-$4	$229
. FNMA AB1693 4% 11/01/40	2011-03-01	2019-07-25	$816	$15	$15	$831
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-07-25	$1,421	-$23	-$23	$1,398
. FNMA POOL MA1213	2014-02-28	2019-07-25	$796			$796
. FNMA POOL MA1546	2014-03-19	2019-07-25	$1,302			$1,302
. FNMA MA2369 4% 08/01/45	2016-04-05	2019-07-25	$300	-$23	-$23	$277
. JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004		2019-07-25	$174	$4	$4	$178
. MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT	2015-12-08	2019-07-25	$1,947	$12	$12	$1,959
. WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2019-07-25	$1,001	-$15	-$15	$986
. FNMA AL2602 VAR RATE 10/01/22	2014-10-28	2019-07-26	$3,281	-$31	-$31	$3,250
. FNMA POOL AL2965	2014-06-11	2019-07-26	$116			$116
. FNMA POOL AL3876	2013-12-18	2019-07-26	$205			$205
33000. GOLDMAN SACHS GROUP INC SR NTS 3.0% 04/26/2022 DTD	2018-04-26	2019-07-26	$32,487	$734	$734	$33,221
52000. GOLDMAN SACHS GROUP INC SR NTS MTN VAR RT 07/24/2023 DTD	2018-04-11	2019-07-26	$50,977	$1,440	$1,440	$52,417
35000. GOLDMAN SACHS GROUP INC SR NTS VAR RT 10/31/2022 DTD	2018-09-24	2019-07-26	$34,288	$936	$936	$35,224
. FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005	1960-11-11	2019-07-29		$1,163	$1,163	$1,163
. FNMA AD0910 VAR RATE 04/01/20	2012-10-17	2019-07-29	$26,608	-$3,887	-$3,887	$22,721
450000. USA TREAS NOTES		2019-07-31	$450,000			$450,000
99. SVB FINANCIAL GROUP		2019-08-14	$13,045	$5,850	$5,850	$18,895
64. SVB FINANCIAL GROUP		2019-08-14	$7,890	$4,276	$4,276	$12,166
151. APTIV PLC		2019-08-14	$13,147	-$1,142	-$1,142	$12,005
84. APTIV PLC	2018-04-26	2019-08-14	$7,312	-$563	-$563	$6,749
219. APTIV PLC		2019-08-14	$17,255	$226	$226	$17,481
75000. AGL CAPITAL CORP 5 1/4% AUG 15 2019	2009-08-05	2019-08-15	$74,837	$163	$163	$75,000
. FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2019-08-15	$370	-$16	-$16	$354
. FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2019-08-15	$295	-$30	-$30	$265
. FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2019-08-15	$70	-$3	-$3	$67
. FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2019-08-15	$1,443	-$47	-$47	$1,396
. FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2019-08-15	$3,603	$36	$36	$3,639
. FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2019-08-15	$9			$9
. FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2019-08-15	$1,343	$5	$5	$1,348
. FREDDIE MAC	2005-01-19	2019-08-15	$29	-$1	-$1	$28
. FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2019-08-15	$525	-$42	-$42	$483
. FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2019-08-15	$3,822	-$187	-$187	$3,635
. FHLMC GOLD U93118 3.5% 02/01/46	2016-06-07	2019-08-15	$425	-$22	-$22	$403
. FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001	2011-04-19	2019-08-15	$427	-$45	-$45	$382
. FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993	2013-08-19	2019-08-15	$997	-$111	-$111	$886
. FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997	2011-04-25	2019-08-15	$421	-$49	-$49	$372
. FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999	2013-01-30	2019-08-15	$982	-$123	-$123	$859
. FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001	2013-09-19	2019-08-15	$1,993	-$181	-$181	$1,812
. FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001	2017-01-27	2019-08-15	$419	-$40	-$40	$379
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-08-15	$5,579	-$390	-$390	$5,189
. FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011	2018-05-16	2019-08-15	$1,055	-$36	-$36	$1,019
. FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016	2018-03-27	2019-08-15	$2,329	$57	$57	$2,386
. FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010	2018-01-23	2019-08-15	$3,092	-$63	-$63	$3,029
. FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002	2011-04-19	2019-08-15	$1,202	-$95	-$95	$1,107
. FHLMC	2011-10-05	2019-08-15	$82	-$8	-$8	$74
. FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003	2011-04-13	2019-08-15	$784	-$20	-$20	$764
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003		2019-08-15	$685	-$70	-$70	$615
. FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003		2019-08-15	$991	-$104	-$104	$887
. FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005	2012-11-07	2019-08-15	$5,136	-$856	-$856	$4,280
. FREDDIE MAC	2005-09-15	2019-08-15	$849	-$21	-$21	$828
. FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005	2011-04-19	2019-08-15	$1,228	-$86	-$86	$1,142
. FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009	2011-04-27	2019-08-15	$6			$6
. FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009	2018-11-16	2019-08-15	$4,279	-$290	-$290	$3,989
. FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010	2015-05-05	2019-08-15	$9,816	-$1,100	-$1,100	$8,716
. FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010	2011-12-29	2019-08-15	$1,660	-$135	-$135	$1,525
. FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010	2011-04-26	2019-08-15	$902	-$26	-$26	$876
. GNMA 737022 4.5% 02/15/40	2010-05-13	2019-08-15	$1,342	-$33	-$33	$1,309
. GNMA POOL NO 550851	2001-10-17	2019-08-15	$133	-$5	-$5	$128
. GNMA 550750 5.5% 12/15/35	2013-07-23	2019-08-15	$183	-$16	-$16	$167
. GNMA 658181 5.5% 11/15/36	2011-01-26	2019-08-15	$76	-$6	-$6	$70
. GNMA 701738 5% 03/15/39	2009-07-29	2019-08-15	$1,083	-$24	-$24	$1,059
121. SVB FINANCIAL GROUP	2015-02-05	2019-08-15	$14,546	$8,046	$8,046	$22,592
. SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2	2018-08-31	2019-08-15	$21,575	$44	$44	$21,619
93000. WORLD FINANCIAL NETWORK CREDIT 2017-B CL A 1.980% 06/15/2023	2017-08-15	2019-08-15	$92,989	$11	$11	$93,000
417. APTIV PLC		2019-08-15	$29,526	$3,534	$3,534	$33,060
. GNMA 2003-26 CL MB		2019-08-16	$726	-$55	-$55	$671
. GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004		2019-08-16	$1,108	-$106	-$106	$1,002
. GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009	2013-06-18	2019-08-16	$2,573	-$176	-$176	$2,397
. GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010	2016-12-14	2019-08-16	$1,809	-$52	-$52	$1,757
. UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01	2018-05-23	2019-08-16	$1,792			$1,792
. CAP AUTO RECEIVABLES ASSET TR 2015-3 2015-3 CL C 2.9% 12/21/2020 DTD	2018-07-17	2019-08-20	$105,940	-$33	-$33	$105,907
. GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010	2010-05-13	2019-08-20	$1,230	-$59	-$59	$1,171
. GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003	2011-04-26	2019-08-20	$794	-$44	-$44	$750
. GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2019-08-20	$2,089	-$199	-$199	$1,890
. GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002	2013-05-16	2019-08-20	$2,124	-$287	-$287	$1,837
. GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003	2013-05-22	2019-08-20	$1,515	-$169	-$169	$1,346
. GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003	2011-04-26	2019-08-20	$1,497	-$116	-$116	$1,381
. GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003		2019-08-20	$2,325	-$230	-$230	$2,095
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005		2019-08-20	$906	-$105	-$105	$801
. GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008	2012-12-07	2019-08-20	$887	-$134	-$134	$753
. GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2019-08-20	$2,060	-$253	-$253	$1,807
. GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008	2014-02-06	2019-08-20	$1,348	-$139	-$139	$1,209
35084. JPMORGAN BETABUILDERS EUROPE ETF	2018-07-20	2019-08-22	$873,942	-$68,693	-$68,693	$805,249
. FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991	2013-06-11	2019-08-26	$1,416	-$210	-$210	$1,206
. FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011	2012-07-05	2019-08-26	$1,852	-$227	-$227	$1,625
. FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2019-08-26	$4,459			$4,459
. FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014	2016-12-09	2019-08-26	$2,253	-$5	-$5	$2,248
. FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016	2017-07-28	2019-08-26	$4,483	-$21	-$21	$4,462
. FNMA GRANTOR TR 2017-T1 2017-T1 CL A 2.898% 06/25/2027 DTD 04/01/201	2017-04-19	2019-08-26	$36			$36
. FNMA 256749 6% 06/01/37	2008-09-30	2019-08-26	$1,397	-$20	-$20	$1,377
. FNMA 468852 4.1% 08/01/21	2013-10-23	2019-08-26	$368	-$28	-$28	$340
. FNMA 469130 4.87% 10/01/41	2016-12-20	2019-08-26	$304	-$25	-$25	$279
. FNMA 555424 5.5% 05/01/33	2010-09-17	2019-08-26	$2,713	-$193	-$193	$2,520
. FNMA AH5823 4.5% 02/01/41	2011-02-17	2019-08-26	$3,637	-$54	-$54	$3,583
. FNMA POOL AM3301	2014-01-28	2019-08-26	$281			$281
. FNMA POOL AM8970	2016-01-27	2019-08-26	$303			$303
. FNMA AU6278 5% 11/01/43	2014-10-28	2019-08-26	$209	-$21	-$21	$188
. FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2019-08-26	$594	-$62	-$62	$532
. FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003	2011-04-15	2019-08-26	$911	-$24	-$24	$887
. FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003	2011-04-20	2019-08-26	$116	-$8	-$8	$108
. FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004	2011-04-19	2019-08-26	$979	-$61	-$61	$918
. FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005	2016-12-09	2019-08-26	$3,177	-$76	-$76	$3,101
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006		2019-08-26	$1,060	-$123	-$123	$937
. FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006	2011-04-07	2019-08-26	$204	-$18	-$18	$186
. FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007	2012-12-04	2019-08-26	$170	-$18	-$18	$152
. FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009	2013-03-01	2019-08-26	$431	-$6	-$6	$425
. FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010	2011-04-13	2019-08-26	$1,545	-$82	-$82	$1,463
. FNMA 776289 5% 05/01/34	2013-04-04	2019-08-26	$375	-$34	-$34	$341
. FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2019-08-26	$25	-$1	-$1	$24
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-08-26	$3,692	-$172	-$172	$3,520
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-08-26	$37	-$3	-$3	$34
. FANNIE MAE	2005-03-07	2019-08-26	$9			$9
. FNMA BC0100 3.5% 12/01/45	2016-06-07	2019-08-26	$153	-$8	-$8	$145
. FNMA BC3492 3.5% 02/01/46	2016-04-05	2019-08-26	$457	-$22	-$22	$435
. FNMA BC4899 3.5% 04/01/46	2016-06-07	2019-08-26	$470	-$26	-$26	$444
. FNMA 889197 4.5% 11/01/21	2009-12-09	2019-08-26	$1,452	-$73	-$73	$1,379
. FNMA AA0835 5% 01/01/39	2009-07-29	2019-08-26	$504	-$10	-$10	$494
. FNMA AB1693 4% 11/01/40	2011-03-01	2019-08-26	$4,518	$79	$79	$4,597
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-08-26	$712	-$12	-$12	$700
. FNMA POOL MA1213	2014-02-28	2019-08-26	$638			$638
. FNMA POOL MA1546	2014-03-19	2019-08-26	$1,494			$1,494
. FNMA MA2369 4% 08/01/45	2016-04-05	2019-08-26	$334	-$26	-$26	$308
. JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004		2019-08-26	$179	$4	$4	$183
. MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT	2015-12-08	2019-08-26	$230	$2	$2	$232
. WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2019-08-26	$1,180	-$18	-$18	$1,162
. CASH RECEIPT SECURITIES LITIGATION		2019-08-26		$513	$513	$513
. CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD	2014-02-25	2019-08-27	$55	$1	$1	$56
. FNMA AL2602 VAR RATE 10/01/22	2014-10-28	2019-08-27	$282	-$3	-$3	$279
. FNMA POOL AL2965	2014-06-11	2019-08-27	$110			$110
. FNMA POOL AL3876	2013-12-18	2019-08-27	$192			$192
. FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003	2016-12-09	2019-08-27	$4,198	-$342	-$342	$3,856
. FNMA AD0910 VAR RATE 04/01/20	2012-10-17	2019-08-27	$641	-$93	-$93	$548
. GENERAL MOTORS CO		2019-09-05		$344	$344	$344
19000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017	2017-11-01	2019-09-12	$19,250	-$250	-$250	$19,000
. FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2019-09-16	$208	-$9	-$9	$199
. FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2019-09-16	$83	-$8	-$8	$75
. FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2019-09-16	$70	-$4	-$4	$66
. FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2019-09-16	$1,331	-$44	-$44	$1,287
. FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2019-09-16	$164	$1	$1	$165
. FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2019-09-16	$9			$9
. FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2019-09-16	$906	$3	$3	$909
. FREDDIE MAC	2005-01-19	2019-09-16	$29	-$1	-$1	$28
. FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2019-09-16	$1,761	-$140	-$140	$1,621
. FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2019-09-16	$364	-$18	-$18	$346
. FHLMC GOLD U93118 3.5% 02/01/46	2016-06-07	2019-09-16	$427	-$23	-$23	$404
. FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001	2011-04-19	2019-09-16	$784	-$82	-$82	$702
. FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993	2013-08-19	2019-09-16	$1,487	-$166	-$166	$1,321
. FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997	2011-04-25	2019-09-16	$441	-$51	-$51	$390
. FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999	2013-01-30	2019-09-16	$509	-$64	-$64	$445
. FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001	2013-09-19	2019-09-16	$995	-$91	-$91	$904
. FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001	2017-01-27	2019-09-16	$436	-$42	-$42	$394
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-09-16	$3,151	-$220	-$220	$2,931
. FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011	2018-05-16	2019-09-16	$18,508	-$634	-$634	$17,874
. FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016	2018-03-27	2019-09-16	$2,315	$57	$57	$2,372
. FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010	2018-01-23	2019-09-16	$4,772	-$97	-$97	$4,675
. FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002	2011-04-19	2019-09-16	$223	-$18	-$18	$205
. FHLMC	2011-10-05	2019-09-16	$80	-$7	-$7	$73
. FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003	2011-04-13	2019-09-16	$553	-$15	-$15	$538
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003		2019-09-16	$675	-$69	-$69	$606
. FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003		2019-09-16	$1,406	-$147	-$147	$1,259
. FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005	2012-11-07	2019-09-16	$4,158	-$693	-$693	$3,465
. FREDDIE MAC	2005-09-15	2019-09-16	$85	-$2	-$2	$83
. FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005	2011-04-19	2019-09-16	$2,498	-$175	-$175	$2,323
. FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009	2011-04-27	2019-09-16	$5			$5
. FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009	2018-11-16	2019-09-16	$2,237	-$152	-$152	$2,085
. FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010	2015-05-05	2019-09-16	$7,184	-$806	-$806	$6,378
. FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010	2011-12-29	2019-09-16	$2,911	-$237	-$237	$2,674
. FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010	2011-04-26	2019-09-16	$654	-$19	-$19	$635
. GNMA 737022 4.5% 02/15/40	2010-05-13	2019-09-16	$2,795	-$68	-$68	$2,727
. GNMA POOL NO 550851	2001-10-17	2019-09-16	$142	-$5	-$5	$137
. GNMA 550750 5.5% 12/15/35	2013-07-23	2019-09-16	$183	-$15	-$15	$168
. GNMA 658181 5.5% 11/15/36	2011-01-26	2019-09-16	$77	-$6	-$6	$71
. GNMA 701738 5% 03/15/39	2009-07-29	2019-09-16	$519	-$12	-$12	$507
. GNMA 2003-26 CL MB		2019-09-16	$398	-$30	-$30	$368
. GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004		2019-09-16	$1,489	-$142	-$142	$1,347
. GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009	2013-06-18	2019-09-16	$2,686	-$184	-$184	$2,502
. GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010	2016-12-14	2019-09-16	$2,297	-$67	-$67	$2,230
35000. REPUBLIC SERVICES INC 5 1/2% SEP 15 2019	2013-01-08	2019-09-16	$41,843	-$6,843	-$6,843	$35,000
. SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2	2018-08-31	2019-09-16	$19,109	$39	$39	$19,148
. UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01	2018-05-23	2019-09-17	$1,800			$1,800
35000. TD AMERITRADE HOLDING CO 5.6% DEC 01 2019	2012-11-14	2019-09-18	$41,724	-$6,495	-$6,495	$35,229
46000. 21ST CENTY FOX AMER 8.875% 04/26/2023 DTD 04/26/1993		2019-09-18	$64,257	-$8,192	-$8,192	$56,065
. CAP AUTO RECEIVABLES ASSET TR 2015-3 2015-3 CL C 2.9% 12/21/2020 DTD	2018-07-17	2019-09-20	$94,909	-$29	-$29	$94,880
. GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010	2010-05-13	2019-09-20	$1,289	-$63	-$63	$1,226
. GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003	2011-04-26	2019-09-20	$1,752	-$97	-$97	$1,655
. GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2019-09-20	$2,384	-$227	-$227	$2,157
. GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002	2013-05-16	2019-09-20	$1,665	-$225	-$225	$1,440
. GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003	2013-05-22	2019-09-20	$1,204	-$135	-$135	$1,069
. GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003	2011-04-26	2019-09-20	$1,211	-$94	-$94	$1,117
. GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003		2019-09-20	$2,855	-$281	-$281	$2,574
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005		2019-09-20	$1,181	-$137	-$137	$1,044
. GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008	2012-12-07	2019-09-20	$921	-$139	-$139	$782
. GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2019-09-20	$1,826	-$224	-$224	$1,602
. GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008	2014-02-06	2019-09-20	$1,413	-$146	-$146	$1,267
28109. VANGUARD BD INDEX FD INC	2019-07-25	2019-09-20	$2,259,947	$5,996	$5,996	$2,265,943
65000. PETROLEOS MEXICANOS 6.0% 03/05/2020 DTD 09/30/2010	2014-06-25	2019-09-23	$72,800	-$6,755	-$6,755	$66,045
50000. PETROLEOS MEXICANOS 4.875% 01/24/2022 DTD 09/07/2012	2014-03-17	2019-09-23	$52,098	-$223	-$223	$51,875
. CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD	2014-02-25	2019-09-25	$56			$56
. FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991	2013-06-11	2019-09-25	$1,422	-$211	-$211	$1,211
. FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011	2012-07-05	2019-09-25	$2,048	-$252	-$252	$1,796
. FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2019-09-25	$236			$236
. FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014	2016-12-09	2019-09-25	$2,230	-$5	-$5	$2,225
. FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016	2017-07-28	2019-09-25	$4,642	-$22	-$22	$4,620
. FNMA 256749 6% 06/01/37	2008-09-30	2019-09-25	$1,102	-$16	-$16	$1,086
. FNMA 468852 4.1% 08/01/21	2013-10-23	2019-09-25	$370	-$29	-$29	$341
. FNMA 469130 4.87% 10/01/41	2016-12-20	2019-09-25	$306	-$25	-$25	$281
. FNMA 555424 5.5% 05/01/33	2010-09-17	2019-09-25	$2,078	-$148	-$148	$1,930
. FNMA AH5823 4.5% 02/01/41	2011-02-17	2019-09-25	$1,441	-$21	-$21	$1,420
. FNMA POOL AM3301	2014-01-28	2019-09-25	$281			$281
. FNMA POOL AM8970	2016-01-27	2019-09-25	$304			$304
. FNMA AU6278 5% 11/01/43	2014-10-28	2019-09-25	$207	-$21	-$21	$186
. FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2019-09-25	$589	-$62	-$62	$527
. FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003	2011-04-15	2019-09-25	$1,493	-$40	-$40	$1,453
. FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003	2011-04-20	2019-09-25	$231	-$16	-$16	$215
. FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003	2016-12-09	2019-09-25	$2,288	-$186	-$186	$2,102
. FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004	2011-04-19	2019-09-25	$961	-$60	-$60	$901
. FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005	2016-12-09	2019-09-25	$4,816	-$115	-$115	$4,701
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006		2019-09-25	$822	-$95	-$95	$727
. FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006	2011-04-07	2019-09-25	$129	-$12	-$12	$117
. FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007	2012-12-04	2019-09-25	$193	-$21	-$21	$172
. FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009	2013-03-01	2019-09-25	$709	-$10	-$10	$699
. FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010	2011-04-13	2019-09-25	$1,839	-$97	-$97	$1,742
. FNMA 776289 5% 05/01/34	2013-04-04	2019-09-25	$376	-$35	-$35	$341
. FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2019-09-25	$25	-$1	-$1	$24
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-09-25	$167	-$7	-$7	$160
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-09-25	$2,846	-$173	-$173	$2,673
. FANNIE MAE	2005-03-07	2019-09-25	$9			$9
. FNMA BC0100 3.5% 12/01/45	2016-06-07	2019-09-25	$151	-$9	-$9	$142
. FNMA BC3492 3.5% 02/01/46	2016-04-05	2019-09-25	$456	-$22	-$22	$434
. FNMA BC4899 3.5% 04/01/46	2016-06-07	2019-09-25	$483	-$27	-$27	$456
. FNMA 889197 4.5% 11/01/21	2009-12-09	2019-09-25	$1,457	-$73	-$73	$1,384
. FNMA AA0835 5% 01/01/39	2009-07-29	2019-09-25	$193	-$4	-$4	$189
. FNMA AB1693 4% 11/01/40	2011-03-01	2019-09-25	$888	$16	$16	$904
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-09-25	$1,192	-$19	-$19	$1,173
. FNMA POOL MA1213	2014-02-28	2019-09-25	$595			$595
. FNMA POOL MA1546	2014-03-19	2019-09-25	$1,102			$1,102
. FNMA MA2369 4% 08/01/45	2016-04-05	2019-09-25	$1,957	-$151	-$151	$1,806
. JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004		2019-09-25	$178	$4	$4	$182
. MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT	2015-12-08	2019-09-25	$324	$2	$2	$326
. WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2019-09-25	$1,893	-$29	-$29	$1,864
. FNMA AL2602 VAR RATE 10/01/22	2014-10-28	2019-09-26	$283	-$3	-$3	$280
. FNMA POOL AL2965	2014-06-11	2019-09-26	$110			$110
. FNMA POOL AL3876	2013-12-18	2019-09-26	$192			$192
. FNMA AD0910 VAR RATE 04/01/20	2012-10-17	2019-09-27	$2,815	-$411	-$411	$2,404
. FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2019-10-15	$257	-$12	-$12	$245
. FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2019-10-15	$188	-$19	-$19	$169
. FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2019-10-15	$70	-$3	-$3	$67
. FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2019-10-15	$994	-$32	-$32	$962
. FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2019-10-15	$9			$9
. FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2019-10-15	$987	$4	$4	$991
. FREDDIE MAC	2005-01-19	2019-10-15	$29	-$1	-$1	$28
. FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2019-10-15	$512	-$41	-$41	$471
. FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2019-10-15	$309	-$16	-$16	$293
. FHLMC GOLD U93118 3.5% 02/01/46	2016-06-07	2019-10-15	$428	-$22	-$22	$406
. FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001	2011-04-19	2019-10-15	$242	-$25	-$25	$217
. FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993	2013-08-19	2019-10-15	$986	-$110	-$110	$876
. FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997	2011-04-25	2019-10-15	$378	-$44	-$44	$334
. FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999	2013-01-30	2019-10-15	$689	-$87	-$87	$602
. FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001	2013-09-19	2019-10-15	$523	-$48	-$48	$475
. FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001	2017-01-27	2019-10-15	$432	-$42	-$42	$390
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-10-15	$4,735	-$331	-$331	$4,404
. FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011	2018-05-16	2019-10-15	$929	-$32	-$32	$897
. FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016	2018-03-27	2019-10-15	$2,302	$56	$56	$2,358
. FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010	2018-01-23	2019-10-15	$3,348	-$67	-$67	$3,281
. FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002	2011-04-19	2019-10-15	$68	-$5	-$5	$63
. FHLMC	2011-10-05	2019-10-15	$98	-$9	-$9	$89
. FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003	2011-04-13	2019-10-15	$697	-$18	-$18	$679
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003		2019-10-15	$750	-$76	-$76	$674
. FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003		2019-10-15	$706	-$74	-$74	$632
. FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005	2012-11-07	2019-10-15	$4,082	-$680	-$680	$3,402
. FREDDIE MAC	2005-09-15	2019-10-15	$84	-$2	-$2	$82
. FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005	2011-04-19	2019-10-15	$1,333	-$94	-$94	$1,239
. FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009	2011-04-27	2019-10-15	$48			$48
. FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009	2018-11-16	2019-10-15	$2,311	-$157	-$157	$2,154
. FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010	2011-12-29	2019-10-15	$3,569	-$291	-$291	$3,278
. FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010	2011-04-26	2019-10-15	$548	-$16	-$16	$532
. GNMA 737022 4.5% 02/15/40	2010-05-13	2019-10-15	$2,035	-$50	-$50	$1,985
. GNMA POOL NO 550851	2001-10-17	2019-10-15	$128	-$5	-$5	$123
. GNMA 550750 5.5% 12/15/35	2013-07-23	2019-10-15	$335	-$28	-$28	$307
. GNMA 658181 5.5% 11/15/36	2011-01-26	2019-10-15	$77	-$6	-$6	$71
. GNMA 701738 5% 03/15/39	2009-07-29	2019-10-15	$501	-$11	-$11	$490
. SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2	2018-08-31	2019-10-15	$18,559	$37	$37	$18,596
. GNMA 2003-26 CL MB		2019-10-16	$419	-$32	-$32	$387
. GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004		2019-10-16	$1,281	-$122	-$122	$1,159
. GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009	2013-06-18	2019-10-16	$3,700	-$254	-$254	$3,446
. GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010	2016-12-14	2019-10-16	$3,167	-$92	-$92	$3,075
195000. BK OF AMER CORP SR NTS MTN 3.3% 01/11/2023 DTD	2016-02-09	2019-10-17	$193,323	$8,336	$8,336	$201,659
75000. EXPRESS SCRIPTS HLDG 3.5% 06/15/2024 DTD 06/05/2014	2016-03-23	2019-10-17	$74,442	$3,427	$3,427	$77,869
. FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010	2015-05-05	2019-10-17	$7,088	-$795	-$795	$6,293
400000. CAP AUTO RECEIVABLES ASSET TR 2015-3 2015-3 CL C 2.9% 12/21/20	2018-07-17	2019-10-21	$2,225	-$1	-$1	$2,224
. GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010	2010-05-13	2019-10-21	$1,127	-$54	-$54	$1,073
. GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003	2011-04-26	2019-10-21	$2,416	-$134	-$134	$2,282
. GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2019-10-21	$1,022	-$98	-$98	$924
. GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002	2013-05-16	2019-10-21	$1,981	-$267	-$267	$1,714
. GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003	2011-04-26	2019-10-21	$1,475	-$114	-$114	$1,361
. GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003		2019-10-21	$2,864	-$283	-$283	$2,581
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005		2019-10-21	$938	-$109	-$109	$829
. GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008	2012-12-07	2019-10-21	$797	-$120	-$120	$677
. GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2019-10-21	$596	-$73	-$73	$523
. GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008	2014-02-06	2019-10-21	$1,474	-$152	-$152	$1,322
. FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2019-10-23	$200	$2	$2	$202
. GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003	2013-05-22	2019-10-23	$1,211	-$136	-$136	$1,075
10000. DUKE RLTY LP 3.875% 02/15/2021 DTD 12/03/2013	2017-01-26	2019-10-24	$10,394	-$162	-$162	$10,232
. CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD	2014-02-25	2019-10-25	$1,623	$20	$20	$1,643
524. DISNEY WALT CO		2019-10-25	$53,702	$15,118	$15,118	$68,820
. FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991	2013-06-11	2019-10-25	$1,445	-$214	-$214	$1,231
. FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011	2012-07-05	2019-10-25	$2,029	-$249	-$249	$1,780
. FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2019-10-25	$249			$249
. FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014	2016-12-09	2019-10-25	$2,446	-$6	-$6	$2,440
. FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016	2017-07-28	2019-10-25	$4,499	-$21	-$21	$4,478
. FNMA 256749 6% 06/01/37	2008-09-30	2019-10-25	$816	-$12	-$12	$804
. FNMA 468852 4.1% 08/01/21	2013-10-23	2019-10-25	$395	-$30	-$30	$365
. FNMA 469130 4.87% 10/01/41	2016-12-20	2019-10-25	$340	-$28	-$28	$312
. FNMA 555424 5.5% 05/01/33	2010-09-17	2019-10-25	$1,967	-$140	-$140	$1,827
. FNMA AH5823 4.5% 02/01/41	2011-02-17	2019-10-25	$1,497	-$22	-$22	$1,475
. FNMA POOL AM3301	2014-01-28	2019-10-25	$295			$295
. FNMA POOL AM8970	2016-01-27	2019-10-25	$330			$330
. FNMA POOL AN2497	2017-02-06	2019-10-25	$578	$28	$28	$606
. FNMA AU6278 5% 11/01/43	2014-10-28	2019-10-25	$198	-$20	-$20	$178
. FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2019-10-25	$184	-$19	-$19	$165
. FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003	2011-04-15	2019-10-25	$1,453	-$39	-$39	$1,414
. FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003	2011-04-20	2019-10-25	$100	-$7	-$7	$93
. FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003	2016-12-09	2019-10-25	$649	-$53	-$53	$596
. FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004	2011-04-19	2019-10-25	$942	-$58	-$58	$884
. FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005	2016-12-09	2019-10-25	$5,114	-$123	-$123	$4,991
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006		2019-10-25	$845	-$98	-$98	$747
. FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006	2011-04-07	2019-10-25	$154	-$14	-$14	$140
. FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007	2012-12-04	2019-10-25	$95	-$10	-$10	$85
. FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009	2013-03-01	2019-10-25	$590	-$8	-$8	$582
. FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010	2011-04-13	2019-10-25	$1,596	-$85	-$85	$1,511
. FNMA 776289 5% 05/01/34	2013-04-04	2019-10-25	$385	-$36	-$36	$349
. FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2019-10-25	$26	-$2	-$2	$24
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-10-25	$168	-$7	-$7	$161
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-10-25	$28	-$2	-$2	$26
. FANNIE MAE	2005-03-07	2019-10-25	$3,426	-$255	-$255	$3,171
. FNMA BC0100 3.5% 12/01/45	2016-06-07	2019-10-25	$153	-$9	-$9	$144
. FNMA BC3492 3.5% 02/01/46	2016-04-05	2019-10-25	$458	-$23	-$23	$435
. FNMA BC4899 3.5% 04/01/46	2016-06-07	2019-10-25	$463	-$26	-$26	$437
. FNMA 889197 4.5% 11/01/21	2009-12-09	2019-10-25	$1,327	-$67	-$67	$1,260
. FNMA AA0835 5% 01/01/39	2009-07-29	2019-10-25	$72	-$2	-$2	$70
. FNMA AB1693 4% 11/01/40	2011-03-01	2019-10-25	$4,233	$75	$75	$4,308
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-10-25	$1,405	-$22	-$22	$1,383
. FNMA POOL MA1213	2014-02-28	2019-10-25	$769			$769
. FNMA POOL MA1546	2014-03-19	2019-10-25	$867			$867
. FNMA MA2369 4% 08/01/45	2016-04-05	2019-10-25	$1,275	-$98	-$98	$1,177
. JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004		2019-10-25	$280	$6	$6	$286
80000. LIFE TECHNOLOGIES CORP SR NOTES 6% MAR 01 2020	2017-01-27	2019-10-25	$87,629	-$6,523	-$6,523	$81,106
. MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT	2015-12-08	2019-10-25	$211	$1	$1	$212
. WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2	2013-09-27	2019-10-25	$1,411	-$21	-$21	$1,390
131. ACCENTURE PLC		2019-10-25	$11,758	$12,233	$12,233	$23,991
. UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01	2018-05-23	2019-10-28	$2,041			$2,041
167. ACCENTURE PLC		2019-10-28	$13,889	$16,795	$16,795	$30,684
. FNMA AL2602 VAR RATE 10/01/22	2014-10-28	2019-10-29	$300	-$3	-$3	$297
. FNMA POOL AL2965	2014-06-11	2019-10-29	$118			$118
. FNMA POOL AL3876	2013-12-18	2019-10-29	$207			$207
. FNMA AD0910 VAR RATE 04/01/20	2012-10-17	2019-10-29	$37,127	-$5,425	-$5,425	$31,702
75000. PNC FINL SERVICES 3.9% 04/29/2024 DTD 04/28/2014	2015-02-27	2019-10-29	$78,226	$1,856	$1,856	$80,082
100000. FANNIE MAE	1960-11-11	2019-11-01
25000. MANULIFE FINANCIAL CORP 4.150% 03/04/2026 DTD 03/04/2016	2017-02-14	2019-11-01	$26,164	$1,625	$1,625	$27,789
. WASHINGTON MUTUAL		2019-11-05		$2,073	$2,073	$2,073
. CASH RECEIPT SECURITIES LITIGATION		2019-11-05		$2,311	$2,311	$2,311
5000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017	2017-11-01	2019-11-06	$5,066	-$47	-$47	$5,019
4000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017		2019-11-06	$4,052	-$37	-$37	$4,015
12000. WALGREENS BOOTS ALLIANCE 4.500% 11/18/2034 DTD 11/18/2014	2017-01-25	2019-11-06	$12,014	$312	$312	$12,326
73000. WALGREENS BOOTS ALLIANCE 4.500% 11/18/2034 DTD 11/18/2014	2017-01-25	2019-11-06	$73,082	$1,013	$1,013	$74,095
341. NISOURCE INC		2019-11-11	$6,571	$2,373	$2,373	$8,944
438. NISOURCE INC		2019-11-11	$7,556	$3,878	$3,878	$11,434
353. NISOURCE INC		2019-11-12	$5,379	$3,819	$3,819	$9,198
883. NISOURCE INC		2019-11-12	$8,702	$14,283	$14,283	$22,985
79. NISOURCE INC	2013-02-26	2019-11-12	$764	$1,291	$1,291	$2,055
85. NISOURCE INC	2013-02-26	2019-11-13	$822	$1,408	$1,408	$2,230
. FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2019-11-15	$717	-$32	-$32	$685
. FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2019-11-15	$314	-$32	-$32	$282
. FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2019-11-15	$80	-$4	-$4	$76
. FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2019-11-15	$1,544	-$50	-$50	$1,494
. FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2019-11-15	$9			$9
. FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2019-11-15	$1,299	$4	$4	$1,303
. FREDDIE MAC	2005-01-19	2019-11-15	$29	-$1	-$1	$28
. FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2019-11-15	$2,464	-$196	-$196	$2,268
. FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2019-11-15	$314	-$16	-$16	$298
. FHLMC GOLD U93118 3.5% 02/01/46	2016-06-07	2019-11-15	$430	-$23	-$23	$407
. FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001	2011-04-19	2019-11-15	$229	-$24	-$24	$205
. FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993	2013-08-19	2019-11-15	$1,079	-$120	-$120	$959
. FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997	2011-04-25	2019-11-15	$396	-$47	-$47	$349
. FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999	2013-01-30	2019-11-15	$2,156	-$270	-$270	$1,886
. FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001	2013-09-19	2019-11-15	$1,480	-$134	-$134	$1,346
. FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001	2017-01-27	2019-11-15	$425	-$41	-$41	$384
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-11-15	$3,382	-$236	-$236	$3,146
. FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011	2018-05-16	2019-11-15	$13,765	-$471	-$471	$13,294
. FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016	2018-03-27	2019-11-15	$2,288	$56	$56	$2,344
. FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010	2018-01-23	2019-11-15	$4,047	-$82	-$82	$3,965
. FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002	2011-04-19	2019-11-15	$158	-$13	-$13	$145
. FHLMC	2011-10-05	2019-11-15	$86	-$8	-$8	$78
. FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003	2011-04-13	2019-11-15	$1,114	-$29	-$29	$1,085
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003		2019-11-15	$1,411	-$144	-$144	$1,267
. FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003		2019-11-15	$1,294	-$136	-$136	$1,158
. FREDDIE MAC	2005-09-15	2019-11-15	$87	-$2	-$2	$85
. FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005	2011-04-19	2019-11-15	$1,577	-$110	-$110	$1,467
. FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009	2011-04-27	2019-11-15	$117	-$1	-$1	$116
. FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009	2018-11-16	2019-11-15	$3,629	-$246	-$246	$3,383
. FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010	2015-05-05	2019-11-15	$7,157	-$802	-$802	$6,355
. FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010	2011-12-29	2019-11-15	$1,672	-$136	-$136	$1,536
. FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010	2011-04-26	2019-11-15	$978	-$29	-$29	$949
. GNMA 737022 4.5% 02/15/40	2010-05-13	2019-11-15	$2,323	-$57	-$57	$2,266
. GNMA POOL NO 550851	2001-10-17	2019-11-15	$136	-$5	-$5	$131
. GNMA 550750 5.5% 12/15/35	2013-07-23	2019-11-15	$6,075	-$520	-$520	$5,555
. GNMA 658181 5.5% 11/15/36	2011-01-26	2019-11-15	$78	-$7	-$7	$71
. GNMA 701738 5% 03/15/39	2009-07-29	2019-11-15	$489	-$11	-$11	$478
22000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017	2017-11-01	2019-11-15	$22,286	-$88	-$88	$22,198
. SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2	2018-08-31	2019-11-15	$19,376	$40	$40	$19,416
5000. FEDEX CORP 3.9% 02/01/2035 DTD 01/09/2015	2015-01-13	2019-11-18	$5,038	$63	$63	$5,101
90000. FEDEX CORP 4.1% 02/01/2045 DTD 01/09/2015	2017-01-27	2019-11-18	$84,601	$3,931	$3,931	$88,532
. GNMA 2003-26 CL MB		2019-11-18	$737	-$56	-$56	$681
. GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004		2019-11-18	$1,909	-$183	-$183	$1,726
. GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009	2013-06-18	2019-11-18	$2,761	-$189	-$189	$2,572
. GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010	2016-12-14	2019-11-18	$1,754	-$51	-$51	$1,703
2000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017	2017-11-01	2019-11-19	$2,026	-$1	-$1	$2,025
. GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010	2010-05-13	2019-11-20	$1,156	-$56	-$56	$1,100
. GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003	2011-04-26	2019-11-20	$2,540	-$141	-$141	$2,399
. GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2019-11-20	$1,365	-$130	-$130	$1,235
. GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002	2013-05-16	2019-11-20	$1,865	-$252	-$252	$1,613
. GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003	2013-05-22	2019-11-20	$823	-$92	-$92	$731
. GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003	2011-04-26	2019-11-20	$1,454	-$112	-$112	$1,342
. GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003		2019-11-20	$2,671	-$264	-$264	$2,407
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005		2019-11-20	$1,115	-$129	-$129	$986
. GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008	2012-12-07	2019-11-20	$1,009	-$153	-$153	$856
. GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2019-11-20	$2,146	-$263	-$263	$1,883
. GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008	2014-02-06	2019-11-20	$2,214	-$228	-$228	$1,986
518. CELGENE CORP.		2019-11-21	$24,103	$31,857	$31,857	$55,960
1538. CELGENE CORP.		2019-11-21	$143,579	$22,571	$22,571	$166,150
. FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2019-11-21	$3,726	$37	$37	$3,763
. FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005	2012-11-07	2019-11-21	$4,007	-$668	-$668	$3,339
. GM FINL AUTOMOBILE LEASING TR 2018-2 2018-2 CL A3 3.06% 06/21/2021 D	2018-06-19	2019-11-21	$7,043			$7,043
75000. ORACLE CORP 6 1/2% APR 15 2038	2008-04-02	2019-11-21	$74,871	$33,302	$33,302	$108,173
. UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01	2018-05-23	2019-11-21	$1,818			$1,818
791. RTS BRISTOL-MYERS SQUIBB-CVR	2019-11-21	2019-11-25	$1,819	-$162	-$162	$1,657
83. RTS BRISTOL-MYERS SQUIBB-CVR	2019-11-21	2019-11-25	$191	-$18	-$18	$173
34. RTS BRISTOL-MYERS SQUIBB-CVR	2019-11-21	2019-11-25	$78	-$7	-$7	$71
2. RTS BRISTOL-MYERS SQUIBB-CVR	2019-11-21	2019-11-25	$5	-$1	-$1	$4
. CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD	2014-02-25	2019-11-25	$51	$1	$1	$52
. FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991	2013-06-11	2019-11-25	$1,363	-$203	-$203	$1,160
. FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011	2012-07-05	2019-11-25	$2,581	-$317	-$317	$2,264
. FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2019-11-25	$6,261			$6,261
. FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014	2016-12-09	2019-11-25	$2,359	-$5	-$5	$2,354
. FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016	2017-07-28	2019-11-25	$4,969	-$24	-$24	$4,945
. FNMA GRANTOR TR 2017-T1 2017-T1 CL A 2.898% 06/25/2027 DTD 04/01/201	2017-04-19	2019-11-25	$25			$25
. FNMA 256749 6% 06/01/37	2008-09-30	2019-11-25	$886	-$13	-$13	$873
. FNMA 468852 4.1% 08/01/21	2013-10-23	2019-11-25	$373	-$29	-$29	$344
. FNMA 469130 4.87% 10/01/41	2016-12-20	2019-11-25	$309	-$25	-$25	$284
. FNMA 555424 5.5% 05/01/33	2010-09-17	2019-11-25	$2,249	-$161	-$161	$2,088
. FNMA AH5823 4.5% 02/01/41	2011-02-17	2019-11-25	$3,579	-$53	-$53	$3,526
. FNMA POOL AL3876	2013-12-18	2019-11-25	$194			$194
. FNMA POOL AM3301	2014-01-28	2019-11-25	$283			$283
. FNMA POOL AM8970	2016-01-27	2019-11-25	$307			$307
. FNMA POOL AN2497	2017-02-06	2019-11-25	$535	$25	$25	$560
. FNMA AU6278 5% 11/01/43	2014-10-28	2019-11-25	$196	-$20	-$20	$176
. FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2019-11-25	$423	-$45	-$45	$378
. FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003	2011-04-15	2019-11-25	$958	-$25	-$25	$933
. FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003	2011-04-20	2019-11-25	$104	-$7	-$7	$97
. FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003	2016-12-09	2019-11-25	$535	-$44	-$44	$491
. FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004	2011-04-19	2019-11-25	$925	-$58	-$58	$867
. FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005	2015-03-02	2019-11-25	$1,189	-$194	-$194	$995
. FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005	2016-12-09	2019-11-25	$1,795	-$43	-$43	$1,752
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006		2019-11-25	$546	-$63	-$63	$483
. FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006	2011-04-07	2019-11-25	$147	-$14	-$14	$133
. FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007	2012-12-04	2019-11-25	$164	-$18	-$18	$146
. FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009	2013-03-01	2019-11-25	$542	-$7	-$7	$535
. FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010	2011-04-13	2019-11-25	$1,398	-$74	-$74	$1,324
. FNMA 776289 5% 05/01/34	2013-04-04	2019-11-25	$5,142	-$475	-$475	$4,667
. FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2019-11-25	$26	-$2	-$2	$24
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-11-25	$171	-$8	-$8	$163
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-11-25	$29	-$2	-$2	$27
. FNMA BC0100 3.5% 12/01/45	2016-06-07	2019-11-25	$153	-$8	-$8	$145
. FNMA BC3492 3.5% 02/01/46	2016-04-05	2019-11-25	$462	-$23	-$23	$439
. FNMA BC4899 3.5% 04/01/46	2016-06-07	2019-11-25	$65,504	-$3,584	-$3,584	$61,920
. FNMA 889197 4.5% 11/01/21	2009-12-09	2019-11-25	$1,355	-$68	-$68	$1,287
. FNMA AA0835 5% 01/01/39	2009-07-29	2019-11-25	$529	-$10	-$10	$519
. FNMA AB1693 4% 11/01/40	2011-03-01	2019-11-25	$768	$13	$13	$781
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-11-25	$1,487	-$24	-$24	$1,463
. FNMA POOL MA1213	2014-02-28	2019-11-25	$930			$930
. FNMA POOL MA1546	2014-03-19	2019-11-25	$1,274			$1,274
. FNMA MA2369 4% 08/01/45	2016-04-05	2019-11-25	$2,883	-$223	-$223	$2,660
. FNMA AD0910 VAR RATE 04/01/20	2012-10-17	2019-11-25	$23	-$3	-$3	$20
. JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004		2019-11-25	$4,745	$104	$104	$4,849
8000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017	2017-11-01	2019-11-25	$8,104	$14	$14	$8,118
. MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT	2015-12-08	2019-11-25	$1,276	$7	$7	$1,283
1000000. WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT	2013-09-27	2019-11-25	$37,808	-$582	-$582	$37,226
988. RTS BRISTOL-MYERS SQUIBB-CVR	2019-11-21	2019-11-26	$2,272	-$173	-$173	$2,099
15413.07 FIDELITY 500 INDEX-INST PRM	2019-02-22	2019-11-26	$1,500,000	$186,806	$186,806	$1,686,806
5591.726 FIDELITY 500 INDEX-INST PRM	2018-11-02	2019-11-26	$532,713	$79,245	$79,245	$611,958
158. RTS BRISTOL-MYERS SQUIBB-CVR	2019-11-21	2019-11-27	$363	-$29	-$29	$334
. FNMA AL2602 VAR RATE 10/01/22	2014-10-28	2019-11-29	$285	-$3	-$3	$282
. FNMA POOL AL2965	2014-06-11	2019-11-29	$111			$111
36000. NATL OILWELL VARCO I NON-TRADEABLE ASSET	2019-06-05	2019-12-04	$35,668	$1,165	$1,165	$36,833
25000. VIACOMCBS INC SR NTS 3.875% 04/01/2024 DTD	2014-03-04	2019-12-09	$24,798	$1,573	$1,573	$26,371
45000. PHILLIPS 66 3.9% 03/15/2028 DTD 03/01/2018	2018-03-28	2019-12-12	$44,781	$4,190	$4,190	$48,971
. FHLMC GOLD G02927 5.5% 04/01/37	2009-09-30	2019-12-16	$625	-$28	-$28	$597
. FHLMC GOLD G04792 6.5% 10/01/38	2011-02-22	2019-12-16	$73	-$7	-$7	$66
. FHLMC GOLD G06203 5% 03/01/37	2011-03-02	2019-12-16	$71	-$3	-$3	$68
. FHLMC GOLD G08354 5% 07/01/39	2009-09-30	2019-12-16	$1,808	-$59	-$59	$1,749
. FEDERAL HOME LOAN MORTGAGE CORP	1996-05-08	2019-12-16	$9			$9
. FHLMC GOLD A90316 4.5% 12/01/39	2009-12-29	2019-12-16	$771	$3	$3	$774
. FREDDIE MAC	2005-01-19	2019-12-16	$29	-$1	-$1	$28
. FHLMC GOLD C46102 5.5% 08/01/29	2013-07-01	2019-12-16	$518	-$41	-$41	$477
. FHLMC GOLD U90234 3% 10/01/42	2012-10-11	2019-12-16	$365	-$18	-$18	$347
. FHLMC GOLD U93118 3.5% 02/01/46	2016-06-07	2019-12-16	$455	-$24	-$24	$431
. FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001	2011-04-19	2019-12-16	$661	-$69	-$69	$592
. FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993	2013-08-19	2019-12-16	$913	-$101	-$101	$812
. FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997	2011-04-25	2019-12-16	$456	-$54	-$54	$402
. FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999	2013-01-30	2019-12-16	$944	-$118	-$118	$826
. FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001	2013-09-19	2019-12-16	$840	-$76	-$76	$764
. FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001	2017-01-27	2019-12-16	$510	-$49	-$49	$461
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011	2012-01-06	2019-12-16	$3,554	-$248	-$248	$3,306
. FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011	2018-05-16	2019-12-16	$917	-$31	-$31	$886
. FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016	2018-03-27	2019-12-16	$2,275	$55	$55	$2,330
. FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010	2018-01-23	2019-12-16	$3,987	-$80	-$80	$3,907
. FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002	2011-04-19	2019-12-16	$69	-$6	-$6	$63
. FHLMC	2011-10-05	2019-12-16	$61	-$5	-$5	$56
. FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003	2011-04-13	2019-12-16	$684	-$18	-$18	$666
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003		2019-12-16	$837	-$85	-$85	$752
. FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003		2019-12-16	$616	-$64	-$64	$552
. FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005	2012-11-07	2019-12-16	$3,933	-$655	-$655	$3,278
. FREDDIE MAC	2005-09-15	2019-12-16	$93	-$3	-$3	$90
. FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005	2011-04-19	2019-12-16	$1,616	-$113	-$113	$1,503
. FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009	2011-04-27	2019-12-16	$5			$5
. FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009	2018-11-16	2019-12-16	$4,541	-$309	-$309	$4,232
. FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010	2015-05-05	2019-12-16	$7,100	-$796	-$796	$6,304
. FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010	2011-12-29	2019-12-16	$1,862	-$152	-$152	$1,710
. FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010	2011-04-26	2019-12-16	$1,084	-$31	-$31	$1,053
. GNMA 737022 4.5% 02/15/40	2010-05-13	2019-12-16	$1,900	-$46	-$46	$1,854
. GNMA POOL NO 550851	2001-10-17	2019-12-16	$146	-$6	-$6	$140
. GNMA 550750 5.5% 12/15/35	2013-07-23	2019-12-16	$181	-$16	-$16	$165
. GNMA 658181 5.5% 11/15/36	2011-01-26	2019-12-16	$149	-$11	-$11	$138
. GNMA 701738 5% 03/15/39	2009-07-29	2019-12-16	$102	-$2	-$2	$100
. GNMA 2003-26 CL MB		2019-12-16	$690	-$52	-$52	$638
. GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004		2019-12-16	$1,344	-$129	-$129	$1,215
. GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009	2013-06-18	2019-12-16	$3,593	-$246	-$246	$3,347
. GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010	2016-12-14	2019-12-16	$3,149	-$91	-$91	$3,058
. SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2	2018-08-31	2019-12-16	$17,538	$36	$36	$17,574
. FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007	2007-08-23	2019-12-17	$8,436	$84	$84	$8,520
. UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01	2018-05-23	2019-12-17	$2,058			$2,058
90000. BUCKEYE PARTNERS LP SR NTS 4.35% 10/15/2024 DTD	2019-02-22	2019-12-18	$89,991	$234	$234	$90,225
. GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010	2010-05-13	2019-12-20	$1,159	-$56	-$56	$1,103
. GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003	2011-04-26	2019-12-20	$1,091	-$61	-$61	$1,030
. GOVERNMENT NATL MTG ASSN GTD REMIC	2011-04-13	2019-12-20	$1,437	-$137	-$137	$1,300
. GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002	2013-05-16	2019-12-20	$1,624	-$220	-$220	$1,404
. GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003	2013-05-22	2019-12-20	$1,244	-$140	-$140	$1,104
. GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003	2011-04-26	2019-12-20	$1,309	-$101	-$101	$1,208
. GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003		2019-12-20	$2,053	-$203	-$203	$1,850
. GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004		2019-12-20	$3,126	-$466	-$466	$2,660
. GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005		2019-12-20	$951	-$110	-$110	$841
. GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008	2012-12-07	2019-12-20	$651	-$99	-$99	$552
. GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011	2016-03-08	2019-12-20	$742	-$91	-$91	$651
. GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008	2014-02-06	2019-12-20	$1,837	-$189	-$189	$1,648
. GM FINL AUTOMOBILE LEASING TR 2018-2 2018-2 CL A3 3.06% 06/21/2021 D	2018-06-19	2019-12-23	$20,925	$1	$1	$20,926
100000. XCEL ENERGY INC SR NTS 4.7% 05/15/2020 DTD	2010-05-10	2019-12-23	$99,676	$324	$324	$100,000
. CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD	2014-02-25	2019-12-26	$52			$52
. FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991	2013-06-11	2019-12-26	$1,248	-$185	-$185	$1,063
. FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011	2012-07-05	2019-12-26	$1,624	-$199	-$199	$1,425
. FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013	2016-01-21	2019-12-26	$239			$239
. FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014	2016-12-09	2019-12-26	$3,214	-$7	-$7	$3,207
. FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016	2017-07-28	2019-12-26	$5,017	-$23	-$23	$4,994
. FNMA GRANTOR TR 2017-T1 2017-T1 CL A 2.898% 06/25/2027 DTD 04/01/201	2017-04-19	2019-12-26	$14			$14
. FNMA 256749 6% 06/01/37	2008-09-30	2019-12-26	$739	-$10	-$10	$729
. FNMA 468852 4.1% 08/01/21	2013-10-23	2019-12-26	$184,884	-$14,115	-$14,115	$170,769
. FNMA 469130 4.87% 10/01/41	2016-12-20	2019-12-26	$343	-$28	-$28	$315
. FNMA 555424 5.5% 05/01/33	2010-09-17	2019-12-26	$1,987	-$141	-$141	$1,846
. FNMA AH5823 4.5% 02/01/41	2011-02-17	2019-12-26	$1,985	-$29	-$29	$1,956
. FNMA POOL AL3876	2013-12-18	2019-12-26	$209			$209
. FNMA POOL AM3301	2014-01-28	2019-12-26	$296			$296
. FNMA POOL AM8970	2016-01-27	2019-12-26	$332			$332
. FNMA POOL AN2497	2017-02-06	2019-12-26	$582	$28	$28	$610
. FNMA AU6278 5% 11/01/43	2014-10-28	2019-12-26	$212	-$22	-$22	$190
. FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003		2019-12-26	$361	-$38	-$38	$323
. FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003	2011-04-15	2019-12-26	$1,490	-$40	-$40	$1,450
. FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003	2011-04-20	2019-12-26	$540	-$37	-$37	$503
. FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003	2016-12-09	2019-12-26	$2,622	-$214	-$214	$2,408
. FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004	2011-04-19	2019-12-26	$907	-$56	-$56	$851
. FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005	2016-12-09	2019-12-26	$3,645	-$87	-$87	$3,558
. FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006		2019-12-26	$1,268	-$147	-$147	$1,121
. FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006	2011-04-07	2019-12-26	$94	-$9	-$9	$85
. FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007	2012-12-04	2019-12-26	$269	-$29	-$29	$240
. FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009	2013-03-01	2019-12-26	$444	-$6	-$6	$438
. FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010	2011-04-13	2019-12-26	$1,686	-$89	-$89	$1,597
. FNMA 776289 5% 05/01/34	2013-04-04	2019-12-26	$362	-$34	-$34	$328
. FEDERAL NATIONAL MORTGAGE ASSN	2005-02-03	2019-12-26	$26	-$2	-$2	$24
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-12-26	$172	-$8	-$8	$164
. FEDERAL NATIONAL MORTGAGE ASSN	2005-03-07	2019-12-26	$15	-$1	-$1	$14
. FNMA BC0100 3.5% 12/01/45	2016-06-07	2019-12-26	$154	-$9	-$9	$145
. FNMA BC3492 3.5% 02/01/46	2016-04-05	2019-12-26	$461	-$23	-$23	$438
. FNMA BC4899 3.5% 04/01/46	2016-06-07	2019-12-26	$377	-$21	-$21	$356
. FNMA 889197 4.5% 11/01/21	2009-12-09	2019-12-26	$1,179	-$59	-$59	$1,120
. FNMA AA0835 5% 01/01/39	2009-07-29	2019-12-26	$72	-$1	-$1	$71
. FNMA AB1693 4% 11/01/40	2011-03-01	2019-12-26	$20,600	$363	$363	$20,963
. FNMA AB3678 3.5% 10/01/41	2011-10-26	2019-12-26	$1,338	-$22	-$22	$1,316
. FNMA POOL MA1213	2014-02-28	2019-12-26	$659			$659
. FNMA POOL MA1546	2014-03-19	2019-12-26	$1,841			$1,841
. FNMA MA2369 4% 08/01/45	2016-04-05	2019-12-26	$293	-$23	-$23	$270
. FNMA AD0910 VAR RATE 04/01/20	2012-10-17	2019-12-26	$26	-$4	-$4	$22
. JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004		2019-12-26	$168	$3	$3	$171
. MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT	2015-12-08	2019-12-26	$261	$2	$2	$263
200000. FNMA 468852 4.1% 08/01/21	1960-11-11	2019-12-30
. FNMA AL2602 VAR RATE 10/01/22	2014-10-28	2019-12-30	$301	-$2	-$2	$299
. FNMA POOL AL2965	2014-06-11	2019-12-30	$119			$119
. FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005	2015-03-02	2019-12-30	$4,616	-$752	-$752	$3,864
1. BOSTON PROPERTIES LP 3.800% 02/01/2024 DTD 06/27/2013	2018-01-01	2019-12-31	$1	$491	$491	$492
1. APOLLO EPF II PRIVATE INVESTORS,L.P. (OFFSHORE) CLASS A -	2018-01-01	2019-12-31	$125,101	$155,513	$155,513	$280,614
1. CRP VIII (CARLYLE) PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF	2018-01-01	2019-12-31	$4,803	-$2,072	-$2,072	$2,731
1. ENERGY TRANSFER OPERATNG 3.6% 02/01/2023 DTD 01/22/2013	2018-01-01	2019-12-31	$1	$713	$713	$714
175000. FNMA ZERO CPN 10/09/2019 DTD 10/9/1984	1984-10-09	2019-12-31	$175,000	-$124	-$124	$174,876
1. BSREP III (BROOKFIELD) PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF	2018-01-01	2019-12-31	$2,945	-$2,889	-$2,889	$56
1. AP VIII (APAX) PRIVATE INVESTORS ONSHORE LLC - CLASS A (NON-SELF	2018-01-01	2019-12-31	$434,364	-$741	-$741	$433,623
1. GOLDENTREE OFFSHORE FUND, LTD. NON-SELF DEALING FIDUCIARY	2018-01-01	2019-12-31	$2,354,280	$3,459,733	$3,459,733	$5,814,013
1. RIVERSTONE GLOBAL ENERGY AND POWER PRIVA	2018-01-01	2019-12-31	$133,130	-$44,992	-$44,992	$88,138
1. BREP IX PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A -	2018-01-01	2019-12-31	$6,289	-$3,410	-$3,410	$2,879
1. BLACKSTONE REAL ESTATE CMBS OFFSHORE FUND LTD. NEW ISSUES	2018-01-01	2019-12-31	$1	$2,071	$2,071	$2,072
1. DFJ GROWTH 2013 PRIVATE INVESTORS OFFSHORE, L.P. CLASS A (NON-SELF	2018-01-01	2019-12-31	$328,307	-$2,620	-$2,620	$325,687
1. KKR ASIAN FUND II PRIVATE INVESTORS OFFSHORE, LP - CLASS A - NON-SE	2018-01-01	2019-12-31	$197,388	-$6,478	-$6,478	$190,910
1. KKR NORTH AMERICA XI PRIVATE INVESTORS OFFSHORE CLASS A NON SELF	2018-01-01	2019-12-31	$452,131	$21,795	$21,795	$473,926
1. GSO PRIVATE INVESTORS OFFSHORE II, LP CLASS A - NON-SELF DEALING	2018-01-01	2019-12-31	$216,923	-$754	-$754	$216,169
1. CCMP III PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A -	2018-01-01	2019-12-31	$211,788	-$1,446	-$1,446	$210,342
1. WP GROWTH PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A -	2018-01-01	2019-12-31	$39,856	-$13,710	-$13,710	$26,146
1. PROVIDENCE TMT DEBT OPPORTUNITY FEEDER II (NON-US) L.P OFFSHORE	2018-01-01	2019-12-31	$18,034	$85,826	$85,826	$103,860
1. PROVIDENCE VII PRIVATE INVESTORS, LP (OFFSHORE) CLASS A NSD FIDUCI	2018-01-01	2019-12-31	$185,133	$563	$563	$185,696
1. STARWOOD SOF IX PRIVATE INVESTORS OFFSHORE L.P. CLASS A - NON-SELF	2018-01-01	2019-12-31	$1,790	$73,831	$73,831	$75,621
1. SILVER LAKE PARTNERS IV (SLP IV) PRIVATE INVESTORS, L.P. (OFFSHORE	2018-01-01	2019-12-31	$393,969	-$8,782	-$8,782	$385,187
1. STARWOOD SOF XI PRIVATE INVESTORS OFFSHORE 2, L.P. (NON-SELF DEALIN	2018-01-01	2019-12-31	$61,906	-$3,700	-$3,700	$58,206
1. BLACKSTONE GSO PRIVATE INVESTORS, L.P. (	2018-01-01	2019-12-31	$42,666	$3,517	$3,517	$46,183
1. BREP ASIA II PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF DEALING	2018-01-01	2019-12-31	$11,848	-$10,102	-$10,102	$1,746
1. JANA OFFSHORE PARTNERS, LTD. CLASS A - NEW ISSUES INELIGIBLE NON-SE	2018-01-01	2019-12-31	$3,516,318	-$719,111	-$719,111	$2,797,207
CAPITAL GAIN DIVIDENDS				$534,298			P

Field	Value	IRS element (for citing)
Capital Gain Net Income	$4,648,569	CapitalGainNetIncomeAmt

Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp

Field	Value	IRS element (for citing)
Liable Section4942 Tax	false	LiableSection4942TaxInd
Adjusted Qlfy Distri Yr1	$10,921,999	AdjustedQlfyDistriYr1Amt
Net Vl Noncharitable Assets Yr1	$226,608,317	NetVlNoncharitableAssetsYr1Amt
Distribution Yr1	0.048198	DistributionYr1Rt
Adjusted Qlfy Distri Yr2	$9,971,274	AdjustedQlfyDistriYr2Amt
Net Vl Noncharitable Assets Yr2	$221,509,064	NetVlNoncharitableAssetsYr2Amt
Distribution Yr2	0.045015	DistributionYr2Rt
Adjusted Qlfy Distri Yr3	$9,827,914	AdjustedQlfyDistriYr3Amt
Net Vl Noncharitable Assets Yr3	$207,950,019	NetVlNoncharitableAssetsYr3Amt
Distribution Yr3	0.047261	DistributionYr3Rt
Adjusted Qlfy Distri Yr4	$12,305,745	AdjustedQlfyDistriYr4Amt
Net Vl Noncharitable Assets Yr4	$222,032,592	NetVlNoncharitableAssetsYr4Amt
Distribution Yr4	0.055423	DistributionYr4Rt
Adjusted Qlfy Distri Yr5	$9,929,861	AdjustedQlfyDistriYr5Amt
Net Vl Noncharitable Assets Yr5	$226,218,313	NetVlNoncharitableAssetsYr5Amt
Distribution Yr5	0.043895	DistributionYr5Rt
Total Distribution	0.239792	TotalDistributionRt
Average Distribution	0.047958	AverageDistributionRt
Net Vl Noncharitable Assets	$223,874,372	NetVlNoncharitableAssetsAmt
Adj Net Vl Noncharitable Assets	$10,736,567	AdjNetVlNoncharitableAssetsAmt
Net Investment Income Pct	$90,507	NetInvestmentIncomePctAmt
Adj Nonchrtbl Net Invst Incm Pct	$10,827,074	AdjNonchrtblNetInvstIncmPctAmt
Qualifying Distributions	$11,076,949	QualifyingDistributionsAmt

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

Field	Value	IRS element (for citing)
Domestic Org Meeting Sect4940e	Yes (X)	DomesticOrgMeetingSect4940eInd
Investment Income Excise Tax	$90,507	InvestmentIncomeExciseTaxAmt
Tax Under Section511	$0	TaxUnderSection511Amt
Subtotal	$90,507	SubtotalAmt
Subtitle A Tax	$0	SubtitleATaxAmt
Tax Based On Investment Income	$90,507	TaxBasedOnInvestmentIncomeAmt
Estimated Plus Ovpmt Incm Tx	$343,740	EstimatedPlusOvpmtIncmTxAmt
Extsn Request Income Tax Paid	$0	ExtsnRequestIncomeTaxPaidAmt
Total Payments And Credits	$343,740	TotalPaymentsAndCreditsAmt
Es Penalty	$0	EsPenaltyAmt
Overpayment	$253,233	OverpaymentAmt
Applied To ES Tax	$90,508	AppliedToESTaxAmt
Refund	$162,725	RefundAmt

Statements Regarding Acty StatementsRegardingActyGrp

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

Persons With Books Name PersonsWithBooksName

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

Field	Value	IRS element (for citing)
Phone	8004962583	PhoneNum

Location Of Books US Address LocationOfBooksUSAddress

Field	Value	IRS element (for citing)
Address Line1	10 S DEARBORN IL1-0111	AddressLine1Txt
City	CHICAGO	CityNm
State Abbreviation	IL	StateAbbreviationCd
ZIP	606032003	ZIPCd

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

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

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

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp

Business Name BusinessName

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

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	10 S DEARBORN IL1-0111	AddressLine1Txt
City	CHICAGO	CityNm
State Abbreviation	IL	StateAbbreviationCd
ZIP	606032003	ZIPCd

Field	Value	IRS element (for citing)
Title	TRUSTEE	TitleTxt
Average Hrs Per Wk Devoted To Pos	50	AverageHrsPerWkDevotedToPosRt
Compensation	$1,120,929	CompensationAmt

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

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

Minimum Investment Return MinimumInvestmentReturnGrp

Field	Value	IRS element (for citing)
Average Monthly FMV Of Sec	$217,946,135	AverageMonthlyFMVOfSecAmt
Average Monthly Cash Balances	$9,337,491	AverageMonthlyCashBalancesAmt
FMV All Other Noncharitable Ast	$0	FMVAllOtherNoncharitableAstAmt
Total FMV Of Unused Assets	$227,283,626	TotalFMVOfUnusedAssetsAmt
Reduction Claimed	$0	ReductionClaimedAmt
Acquisition Indebtedness	$0	AcquisitionIndebtednessAmt
Adjusted Total FMV Of Unused Ast	$227,283,626	AdjustedTotalFMVOfUnusedAstAmt
Cash Deemed Charitable	$3,409,254	CashDeemedCharitableAmt
Net Vl Noncharitable Assets	$223,874,372	NetVlNoncharitableAssetsAmt
Minimum Investment Return	$11,193,719	MinimumInvestmentReturnAmt

Distributable Amount DistributableAmountGrp

Field	Value	IRS element (for citing)
Minimum Investment Return	$11,193,719	MinimumInvestmentReturnAmt
Tax Based On Investment Income	$90,507	TaxBasedOnInvestmentIncomeAmt
Total Tax	$90,507	TotalTaxAmt
Distributable Before Adj	$11,103,212	DistributableBeforeAdjAmt
Recoveries Qualfied Distri	$0	RecoveriesQualfiedDistriAmt
Distributable Before Ded	$11,103,212	DistributableBeforeDedAmt
Deduction From Distributable	$0	DeductionFromDistributableAmt
Distributable As Adjusted	$11,103,212	DistributableAsAdjustedAmt

Qualifying Distri Part XII QualifyingDistriPartXIIGrp

Field	Value	IRS element (for citing)
Expenses And Contributions	$11,076,949	ExpensesAndContributionsAmt
Program Related Invst Total	$0	ProgramRelatedInvstTotalAmt
Charitable Assets Acquis Paid	$0	CharitableAssetsAcquisPaidAmt
Set Aside Suitability Test	$0	SetAsideSuitabilityTestAmt
Set Aside Cash Distri Test	$0	SetAsideCashDistriTestAmt
Qualifying Distributions	$11,076,949	QualifyingDistributionsAmt
Pct Sect4940e Org Net Invst Incm	$90,507	PctSect4940eOrgNetInvstIncmAmt
Adjusted Qualifying Distri	$10,986,442	AdjustedQualifyingDistriAmt

Undistributed Income UndistributedIncomeGrp

Field	Value	IRS element (for citing)
Distributable As Adjusted	$11,103,212	DistributableAsAdjustedAmt
Undistributed Income PY	$1,856,124	UndistributedIncomePYAmt
Total For Prior Years	$0	TotalForPriorYearsAmt
Excess Distribution Cyov Yr5	$0	ExcessDistributionCyovYr5Amt
Excess Distribution Cyov Yr4	$0	ExcessDistributionCyovYr4Amt
Excess Distribution Cyov Yr3	$0	ExcessDistributionCyovYr3Amt
Excess Distribution Cyov Yr2	$0	ExcessDistributionCyovYr2Amt
Excess Distribution Cyov Yr1	$0	ExcessDistributionCyovYr1Amt
Total Excess Distribution Cyov	$0	TotalExcessDistributionCyovAmt
Qualifying Distributions	$11,076,949	QualifyingDistributionsAmt
Applied To Year1	$1,856,124	AppliedToYear1Amt
Applied To Prior Years	$0	AppliedToPriorYearsAmt
Treated As Distri From Corpus	$0	TreatedAsDistriFromCorpusAmt
Applied To Current Year	$9,220,825	AppliedToCurrentYearAmt
Remaining Distri From Corpus	$0	RemainingDistriFromCorpusAmt
Excess Distri Cyov App CY Corpus	$0	ExcessDistriCyovAppCYCorpusAmt
Excess Distribution Cyov App CY	$0	ExcessDistributionCyovAppCYAmt
Total Corpus	$0	TotalCorpusAmt
Prior Year Undistributed Incm	$0	PriorYearUndistributedIncmAmt
Prior Year Deficiency Or Tax	$0	PriorYearDeficiencyOrTaxAmt
Taxable1	$0	Taxable1Amt
Taxable2	$0	Taxable2Amt
Undistributed Income CY	$1,882,387	UndistributedIncomeCYAmt
Corpus Distri170b1 E Or4942g3	$0	CorpusDistri170b1EOr4942g3Amt
Excess Distri Cyov From Yr5	$0	ExcessDistriCyovFromYr5Amt
Excess Distri Cyov To Next Yr	$0	ExcessDistriCyovToNextYrAmt
Excess From Year4	$0	ExcessFromYear4Amt
Excess From Year3	$0	ExcessFromYear3Amt
Excess From Year2	$0	ExcessFromYear2Amt
Excess From Year1	$0	ExcessFromYear1Amt
Excess From Current Year	$0	ExcessFromCurrentYearAmt

Supplementary Information SupplementaryInformationGrp

Application Submission Info ApplicationSubmissionInfoGrp

Field	Value	IRS element (for citing)
Recipient Person	BOOTH FERRIS FOUNDATION JPMORGAN C	RecipientPersonNm

Recipient US Address RecipientUSAddress

Field	Value	IRS element (for citing)
Address Line1	270 PARK AVENUE	AddressLine1Txt
City	NEW YORK	CityNm
State Abbreviation	NY	StateAbbreviationCd
ZIP	10017	ZIPCd

Field	Value	IRS element (for citing)
Recipient Phone	2124642487	RecipientPhoneNum
Recipient Email Address	NONE@JPMORGAN.COM	RecipientEmailAddressTxt
Form And Info And Materials	ONE COPY OF THE PROPOSAL SHOULD BE ACCOMPANIED BY AN ANNUAL REPORT. FINANCIAL DATA, INCLUDING THE ORGANIZATION'S CURRENT BUDGET AND ITS LATEST AUDITED FINANCIAL STATEMENTS SHOULD BE SUBMITTED AS WELL.	FormAndInfoAndMaterialsTxt
Submission Deadlines	N/A THE FOUNDATION'S PRIMARY INTERESTS ARE IN THE FIELD OF EDUCATION,	SubmissionDeadlinesTxt
Restrictions On Awards	ESPECIALLY THEOLOGICAL, SMALLER COLLEGES AND INDEPENDENT SECONDARY SCHOOLS. A LIMITED NUMBER OF GRANTS ARE MADE IN THE AREAS OF SOCIAL SERVICES AND CULTURAL ACTIVITIES IN NEW YORK CITY. GRANTS ARE NOT MADE	RestrictionsOnAwardsTxt

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (105 entries)

Address Line1RecipientUSAddress/AddressLine1Txt	CityRecipientUSAddress/CityNm	State AbbreviationRecipientUSAddress/StateAbbreviationCd	ZIPRecipientUSAddress/ZIPCd	Recipient RelationshipRecipientRelationshipTxt	Recipient Foundation StatusRecipientFoundationStatusTxt	Grant Or Contribution PurposeGrantOrContributionPurposeTxt	AmtAmt	Business Name Line2RecipientBusinessName/BusinessNameLine2Txt
BRONX RIVER ALLIANCE
1 BRONX RIVER PKWY	BRONX	NY	10462	NONE	PC	GENERAL	$100,000
CUNY SCHOOL OF PUBLIC HEALTHFOUNDATION
55 W 125TH ST	NEW YORK	NY	10027	NONE	PC	GENERAL	$125,000
Ramapo College Foundation
505 RAMAPO VALLEY ROAD	Mahwah	NJ	07430	NONE	PC	GENERAL	$40,000
Complete College America Inc
350 MASSACHUSETTS AVE INUSTRIOUS S	Indianapois	IN	46204	NONE	PC	GENERAL	$200,000
Young Invincibles
1725 DESALES ST NW 715	Washington	DC	200364406	NONE	PC	GENERAL	$100,000
Seton Hill University
ONE SETON HILL DRIVE	Greensburg	PA	15601	NONE	PC	GENERAL	$60,000
Washington & Jefferson College
60 SOUTH LINCOLN STREET	Washington	PA	15301	NONE	PC	GENERAL	$60,000
Notre Dame of Maryland University
4701 N CHARLES ST	Baltimore	MD	21210	NONE	PC	GENERAL	$50,000
Group I Acting Company
630 NINTH AVE SUITE 803B	New York	NY	10036	NONE	PC	GENERAL	$50,000
BROOKLYN ARTS COUNCIL INC
20 JAY STREET NO 616	BROOKLYN	NY	11201	NONE	PC	GENERAL	$75,000
Philanthropy New York
320 EAST 43RD STREET	New York	NY	10017	NONE	PC	GENERAL	$18,100
Wells College
170 MIN ST	Aurora	NY	13026	NONE	PC	GENERAL	$50,000
QUEENS THEATRE IN THE PARK
14 UNITED NATIONS AVE S	QUEENS	NY	11368	NONE	PC	GENERAL	$75,000
Ramapo for Children
49 W 38TH STREET 5TH FLOOR	New York	NY	10018	NONE	PC	GENERAL	$60,000
Research Foundation of CUNY
CUNY GRADUATE CENTER 35 FIFTH AVE	New York	NY	10016	NONE	PC	GENERAL	$200,000
The New York Community Trust fbo Early
909 THIRD AVENUE 22ND FLOOR	New York	NY	10022	NONE	PC	GENERAL	$25,000	Childhood Partners NYC
Exponent Philanthropy
1720 N STREET NW	Washington	DC	20036	NONE	PC	GENERAL	$750
Grantmakers in the Arts
522 COURTLANDT AVENUE 1ST FLOOR	Bronx	NY	10451	NONE	PC	GENERAL	$101,250
Lycoming College
700 COLLEGE PLACE CAMPUS BOX 16	Williamsport	PA	17701	NONE	PC	GENERAL	$55,000
BRONX COUNCIL ON THE ARTS INC
2700 E TREMONT AVE	BRONX	NY	10461	NONE	PC	GENERAL	$65,000
LA MAMA EXPERIMENTAL THEATRE CLUB
74 E 4TH ST	NEW YORK	NY	100038903	NONE	PC	GENERAL	$150,000
BALLET HISPANICO OF NEW YORK
167 WEST 89TH STREET	NEW YORK	NY	10024	NONE	PC	GENERAL	$150,000
NEW YORK CARES
65 BROADWAY 19TH FLOOR	NEW YORK	NY	10006	NONE	PC	GENERAL	$130,000
STATEN ISLAND INSTITUTE OF ARTS
A 1000 RICHMOND TERRACE	STATEN ISLAND	NY	10301	NONE	PC	GENRAL	$75,000	AND SCIENCE STATEN ISLAND MUSEUM
ScriptEd Inc dba Code Nation
85 BROAD STREET 17TH FL	New York	AL	10004	NONE	PC	GENERAL	$75,000
Grantmakers for Education
851 SW 6TH AVENUE SUITE 350	Portland	OR	97204	NONE	PC	GENERAL	$2,250
Public Policy Education Fund
94 CENTRAL AVENUE	Albany	NY	12206	NONE	PC	GENERAL	$75,000
ALLIANCE OF RESIDENT THEATRE
520 EIGHTH AVENUE SUITE 319	NEW YORK	NY	10018	NONE	PC	GENERAL	$100,000
Le Moyne College
1419 SALT SPRINGS ROAD	Syracuse	NY	13214	NONE	PC	GENERAL	$75,000
Education Through Music
122 EAST 42ND STREET SUITE 1501	New York	NY	10168	NONE	PC	GENERAL	$75,000
MANHATTAN THEATRE CLUB INC
311 W 43RD ST 8TH FLOOR	NEW YORK	NY	100366413	NONE	PC	GENERAL	$100,000
Spanish Dance Arts Company
4 WEST 43RD STREET ROOM 608	New York	NY	10036	NONE	PC	GENERAL	$75,000
New York Community Trust
909 THIRD AVENUE 22ND FLOOR	New York	NY	10022	NONE	PC	GENERAL	$175,000
Schulyer Center for Analysis and Advocac
54 BROADWAY	Albany	NY	12207	NONE	PC	GENERAL	$90,000
Jamaica Center for the Arts and Learning
161-04 JAMAICA AVENUE	Jamaica	NY	11432	NONE	PC	GENERAL	$75,000
Flushing Council on Culture and the Arts
137-35 NORTHERN BLVD	Flushing	NY	11354	NONE	PC	GENERAL	$100,000
Staten Island Children's Museum
1000 RICHMOND TERRACE	Staten Island	NY	10301	NONE	PC	GENERAL	$100,000
Ars Nova Theater I Inc
511 WEST 54TH STREET	New York	NY	10019	NONE	PC	GENERAL	$100,000
Aaron Davis Hall
150 CONVENT AVENUE	New York	NY	10031	NONE	PC	GENERAL	$100,000
BRIC Arts Media Brooklyn Inc
647 FULTON STREET	Brooklyn	NY	11217	NONE	PC	GENERAL	$100,000
Spanish Theatre Repertory Company Ltd
138 EAST 27TH STREET	New York	NY	10016	NONE	PC	GENERAL	$100,000
The Urban Dove
21-21 41ST AVENUE SUITE 2-D	Long Island City	NY	11101	NONE	PC	GENERAL	$100,000
Performance Zone
75 MAIDEN LANE SUITE 906	New York	NY	10038	NONE	PC	GENERAL	$100,000
Facing History and Ourselves Inc
16 HURD ROAD	Brookline	MA	024456919	NONE	PC	GENERAL	$100,000
Student Leadership Network
322 EIGHTH AVENUE 4TH FLOOR	New York	NY	10001	NONE	PC	GENERAL	$100,000
Blue Engine Inc
142 W 57TH STREET 11TH FLOOR	New York	NY	10019	NONE	PC	GENERAL	$100,000
Excelsior College
7 COLUMBIA CIRCLE	Albany	NY	12203	NONE	PC	GENERAL	$100,000
Bottom Line
44 COURT STREET SUITE 300	Brooklyn	NY	11201	NONE	PC	GENERAL	$100,000
Studio in a School Association
75 WEST END AVENUE	New York	NY	10023	NONE	PC	GENERAL	$100,000
NYC First
100 AVENUE OF THE AMERICAS 3RD FLO	New York	NY	10013	NONE	PC	GENERAL	$100,000
Dance Theatre of Harlem
466 WEST 152ND STREET	New York	NY	100311814	NONE	PC	GENERAL	$125,000
Macaulay Honors College at The City
35 WEST 67TH STREET	New York	NY	10023	NONE	PC	GENERAL	$120,000	University of New York
Internationals Network for Public School
50 BROADWAY SUIE 1601	New York	NY	10004	NONE	PC	GENERAL	$125,000
Comprehensive Development Inc
240 SECOND AVENUE	New York	NY	10003	NONE	PC	GENERAL	$105,000
SAFE HORIZON
65 W 131ST ST	New York	NY	10027	NONE	PC	GENERAL	$125,000
THE FLEA THEATER
20 THOMAS STREET	NEW YORK	NY	10017	NONE	PC	GENERAL	$90,000
Daemen College
4380 MAIN STREET	Amherst	NY	14226	NONE	PC	GENERAL	$125,000
Teaching Matters Inc
475 RIVERSIDE DRIVE	New York	NY	10115	NONE	PC	GENERAL	$150,000
John Jay College Foundation Inc
524 WEST 59TH STREET	New York	NY	10019	NONE	PC	GENERAL	$150,000
Bank Street College of Education
610 WEST 112TH STREET	New York	NY	10025	NONE	PC	GENERAL	$150,000
City Year New York
55 BROAD STREET 24TH FL	New York	NY	10004	NONE	PC	GENERAL	$150,000
JobsFirst NYC
11 PARK PLACE SUITE 1106	New York	NY	10007	NONE	PC	GENERAL	$75,000
New Visions for Public Schools
205 EAST 42ND STREET 4TH FLOOR	New York	NY	10017	NONE	PC	GENERAL	$150,000
Friends of Van Cortlandt Park
80 VAN CORTLANDT PARK SOUTH SUITE	Bronx	NY	10463	NONE	PC	GENERAL	$75,000
PRO BONO NET INC
1 BRONX RIVER PKWY	THE BRONX	NY	10462	NONE	PC	GENERAL	$100,000
INTREPID SEA AIR AND SPACE MUSEUM
WEST 46TH STREET AND 12TH	New York	NY	100364103	NONE	PC	GENERAL	$50,000
THEATRE COMMUNICATIONS GROUP INC
520 8TH AVE 24TH FLOOR	New York	NY	10018	NONE	PC	GENERAL	$75,000
ORIGINAL MUSIC WORKSHOP (NATIONAL SAWDUS
80 NORTH 6TH STREET	Brooklyn	NY	11249	NONE	PC	GENERAL	$100,000
THE SEVENTH REGIMENT ARMORY CONSERVANCY
643 PARK AVENUE	New York	NY	10065	NONE	PC	GENERAL	$100,000
YOUNG PEOPLE'S CHORUS OF NYC
37 W 65TH ST 2ND FLOOR	NEW YORK	NY	10023	NONE	PC	GENERAL	$60,000
THE PARIS REVIEW FOUNDATION INC
544 WEST 27TH STREET 3RD FLOOR	New York	NY	10001	NONE	PC	GENERAL	$85,000
MORNINGSIDE CENTER FORTEACHING SOCIAL
475 RIVERSIDE DR 550	NEW YORK	NY	10115	NONE	PC	GENERAL	$75,000	RESPONSIBILITY
THE FINANCIAL CLINIC
254 36TH ST SUITE B321 UNIT 16	BROOKLYN	NY	11232	NONE	PC	GENERAL	$125,000
GRAHAM WINDHAM
ONE PIERREPONT PLAZA SUITE 901	BROOKLYN	NY	11201	NONE	PC	GENERAL	$125,000
GODDARD RIVERSIDE COMMUNITYCENTER
593 COLUMBUS AVE	NEW YORK	NY	10024	NONE	PC	GENERAL	$100,000
BRONX DEFENDERS
360 E 161 ST	The Bronx	NY	10451	NONE	PC	GENERAL	$125,000
The Jewish Board of Family
135 W 50TH ST	NEW YORK	NY	10020	NONE	PC	GENERAL	$100,000	and Children's Services
NEW YORK UNIVERSITY
NEW YORK UNIVERSITY	New York	NY	10003	NONE	PC	GENERAL	$137,500
RIVERSIDE PARK CONSERVANCY
475 RIVERSIDE DR 455	NEW YORK	NY	10115	NONE	PC	GENERAL	$100,000
HESTER STREET
113 HESTER STREET	NEW YORK	NY	10002	NONE	PC	GENERAL	$125,000
CITY FUTURES INC
120 WALL ST 20TH FL	NEW YORK	NY	10005	NONE	PC	GENERAL	$75,000
THE NEW YORK IMMIGRATION COALITION INC
131 WEST 33RD ST SUITE 610	NEW YORK	NY	10001	NONE	PC	GENERAL	$100,000
THE NEW YORK COMMUNITY TRUST
909 THIRD AVENUE FLOOR 22	NEW YORK	NY	10022	NONE	PC	GENERAL	$75,000
SEA CHANGE CAPITAL PARTNERS
1385 BROADWAY 23RD FLOOR	NEW YORK	NY	10018	NONE	PC	GENERAL	$50,000
GREEN-WOOD HISTORIC FUNDBROOKLYN
500 25TH ST	BROOKLYN	NY	11232	NONE	PC	GENERAL	$150,000
FOOD BANK FOR NEW YORK CITY
39 BROADWAY 10TH FLOOR	NEW YORK	NY	10006	NONE	PC	GENERAL	$100,000
PER SCHOLAS INC
804 E 138TH ST 2	BRONX	NY	10454	NONE	PC	GENERAL	$150,000
FUND FOR THE CITY OF NY
121 6TH AVE 6	NEW YORK	NY	10013	NONE	PC	GENERAL	$300,000
PRATT CENTER FOR COMMUNITY DEVELOPMENT
536 MYRTLE AVE	BROOKLYN	NY	11205	NONE	PC	GENERAL	$62,500
UNITED NEIGHBORHOOD HOUSES OF NY
45 BROADWAY	NEW YORK	NY	10006	NONE	PC	GENERAL	$75,000
NEIGHBORHOOD TRUST FINANCIAL PARTNERS
530W 166TH ST 4TH FLOOR	NEW YORK	NY	10032	NONE	PC	GENERAL	$45,000
PEN AMERICA CENTER INC
588 BROADWAY 303	NEW YORK	NY	10012	NONE	PC	GENERAL	$82,500
DAY ONE
307 7TH AVE FLOOR 21	NEW YORK	NY	10001	NONE	PC	GENERAL	$90,000
PUBLIC RADIO INTERNAITONAL
100 NORTH SIXTH STREET	MINNEAPOLIS	MN	55403	NONE	PC	GENERAL	$100,000
OPERA AMERICA
330 7TH AVE 7TH FLOOR	NEW YORK	NY	10001	NONE	PC	GENERAL	$100,000
PROSPECT PARK ALLIANCE
95 PROSPECT PARK WEST	BROOKLYN	NY	11215	NONE	PC	GENERAL	$100,000
BEHAVIORAL IDEAS42
FLOOR 30 80 BROAD ST	NEW YORK	NY	10004	NONE	PC	GENERAL	$145,000
PREGONES THEATRE
575 WALTON AVE	BRONX	NY	10451	NONE	PC	GENERAL	$112,500
UJA-FEDERATION OF NEW YORK
130 E 59TH ST	NEW YORK	NY	10022	NONE	PC	GENERAL	$50,000
COMMUNITY FOOD ADVOCATES
110 WALL ST	NEW YORK	NY	10005	NONE	PC	GENERAL	$125,000
CENTER FOR ALTERNATIVE SENTENCING AND
151 LAWRENCE ST	BROOKLYN	NY	11201	NONE	PC	GENERAL	$150,000	EMPLOYMENT SERVICES (CASES)
WOMEN'S PROJECT AND PRODUCTION
55 WEST END AVE 2	NEW YORK	NY	10023	NONE	PC	GENERAL	$150,000
RISING GROUND
577 SOUND VIEW AVE	BRONX	NY	10473	NONE	PC	GENERAL	$105,000
BROOKLYN BOTANIC GARDEN
990 WASHINGTON AVE	BROOKLYN	NY	11225	NONE	PC	GENERAL	$150,000
ARBOR BROTHERS INC
349 5TH AVE 4TH FLOOR	NEW YORK	NY	10016	NONE	PC	GENERAL	$150,000

Field	Value	IRS element (for citing)
Total Grant Or Contri Pd Dur Yr	$10,522,350	TotalGrantOrContriPdDurYrAmt

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

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

Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp

Field	Value	IRS element (for citing)
Exclusion	14	ExclusionCd
Exclusion	$5,016,136	ExclusionAmt

Field	Value	IRS element (for citing)
Net Rntl Incm Re Debt Fincd Prop		NetRntlIncmReDebtFincdPropGrp
Net Rntl Incm Re Not Debt Fincd Prop		NetRntlIncmReNotDebtFincdProp
Net Rental Income Personal Prop		NetRentalIncomePersonalPropGrp
Other Investment Incm Part VII		OtherInvestmentIncmPartVIIGrp

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

Field	Value	IRS element (for citing)
Exclusion	18	ExclusionCd
Exclusion	$4,648,569	ExclusionAmt

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

Other Revenue Described OtherRevenueDescribedGrp

Field	Value	IRS element (for citing)
Desc	K1 INCOME - SOF VI	Desc
Exclusion	15	ExclusionCd
Exclusion	$28,413	ExclusionAmt

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

Field	Value	IRS element (for citing)
Exclusion	$9,693,118	ExclusionAmt

Field	Value	IRS element (for citing)
Total Income Producing Acty	$9,693,118	TotalIncomeProducingActyAmt

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

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

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

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corporate Bonds InvestmentsCorporateBondsGrp (408 entries)

BondBondNm	EOY Book ValueEOYBookValueAmt	EOYFMVEOYFMVAmt
00037BAB8 ABB FIN USA INC 2.87	$119,033	$117,385
001192AG8 AGL CAPITAL CORP 5 1
00206RDA7 AT&T INC 5.000% 03/0
00440EAM9 ACE INA HOLDINGS 5.9
00507UAS0 ALLERGAN FDG SCS 3.8	$75,794	$78,744
00751YAC0 ADVANCE AUTO PARTS 4	$29,950	$32,134
023135AM8 AMAZON.COM INC SR NT	$22,914	$23,660
026874CY1 AMERICAN INTL GROUP	$20,987	$22,535
03062AAF3 AMERICREDIT AUTOMOBI
03065JAF1 AMERICREDIT AUTOMOBI
03065KAF8 AMERICREDIT AUTOMOBI
031162AZ3 AMGEN INC SR NOTES 5
032511BC0 ANADARKO PETROLEUM C
035242AM8 ANHEUSER-BUSCH INBEV	$103,638	$115,335
037411AX3 APACHE CORP 3.625% 0	$10,782	$10,100
037735CM7 APPALACHIAN POWER CO	$101,398	$106,306
03879QAF1 VEREIT OPER PARTNER	$20,366	$21,594
049560AJ4 ATOMS ENERGY CORP 8
059165EE6 BALTIMORE GAS & ELEC	$77,245	$76,166
06051GEU9 BANK OF AMERICA CORP
10112RAW4 BOSTON PROPERTIES LP
12189TAZ7 BURLINGTN NORTH SANT	$58,141	$76,926
12572QAF2 CME GROUP INC 5.300%	$23,957	$32,070
12669FBN2 CHL MTG PASS-THROUGH	$21,401	$21,631
13056UAD1 CALIFORNIA REPUBLIC
136385AV3 CANADIAN NATL RES SR	$37,225	$42,622
13645RAJ3 CANADIAN PACIFIC RR
151020AE4 CELGENE CORP 3.95% O
171232AE1 CHUBB CORP 6.8% 11/1	$77,731	$82,324
172967EW7 CITIGROUP INC SR NTS	$103,162	$116,994
205887BJ0 CONAGRA BRANDS INC S	$39,458	$40,952
21685WBT3 RABOBANK NEDERLAND N
25156PAC7 DEUTSCHE TELEKOM INT	$98,575	$110,076
25389JAK2 DIGITAL RLTY TR LP 3	$40,478	$41,338
278058DH2 EATON CORP 6.95% MAR
29273RAS8 ENERGY TRANSFER PART
29364DAR1 ENTERGY ARKANSAS INC	$32,077	$32,860
29379VAM5 ENTERPRISE PRODUCTS	$55,847	$65,129
29379VBB8 ENTERPRISE PRODUCTS	$4,991	$5,306
30219GAK4 EXPRESS SCRIPTS HOLD
3128M4SQ7 FHLMC GOLD G02927 5.	$22,483	$24,109
3128M6UR7 FHLMC GOLD G04792 6.	$8,917	$8,982
3128M8GL2 FHLMC GOLD G06203 5%	$14,802	$15,518
3128MJMC1 FHLMC GOLD G08354 5%	$84,549	$90,263
3128NH5J8 FHLMC POOL 1J1749 AR	$40,092	$40,485
31292GP83 FHLMC GOLD C00447 8%	$900	$901
312938K51 FHLMC GOLD A90316 4.	$65,144	$71,030
31297LDH0 FHLMC GOLD A31004 6%	$8,804	$9,372
31298EX75 FHLMC GOLD C46102 5.	$48,449	$48,805
3132H3HK2 FHLMC GOLD U90234 3%	$124,729	$122,077
3132QDDX6 FHLMC GOLD U93118 3.	$217,193	$215,158
3133984L0 FHLMC 2338 CL ZC 6.5	$33,592	$34,023
3133T2QN3 FHLMC 1611 CL Z 6.5%	$35,786	$33,886
3133TAN73 FHLMC 1974 CL ZA 7.0	$19,207	$18,660
3133TJDF7 FHLMC 2122 CL ZE 6.0	$56,658	$55,437
3133TSQF3 FHLMC 2310 CL Z 6.0%	$39,482	$40,374
313586RC5 FNMA 10/09/19
31358GXJ1 FNMA 1991-52 CL J 8.	$16,162	$14,177
3136A1MA0 FNMA 2011-99 CL DB 5	$111,235	$108,349
3136AEX69 FNMA 2013-M9 CL A2 V	$116,993	$117,862
3136AKQM8 FNMA 2014-M8 CL A2 V	$205,313	$207,138
3136ALMX6 FNMA 2014-73 CL PJ 3	$102,784	$104,851
31371MEH6 FNMA 255836 6% 07/01
31371NEW1 FNMA 256749 6% 06/01	$38,250	$43,038
3137AA5D1 FHLMC 3854 CL EW 4.0	$113,331	$109,520
3137ALYM5 FHLMC 4000 CL VH 3.5	$153,703	$155,765
3137AYCE9 FHLMC K025 CL A2 2.6	$95,836	$101,634
3137B2PC8 FHLMC 4212 CL CB 4.0	$129,357	$124,827
31381RZR8 FNMA 468852 4.1% 08/
31381SEB4 FNMA 469130 4.87% 10	$192,518	$193,272
31385XAZ0 FNMA 555424 5.5% 05/	$128,425	$132,713
3138A7PH5 FNMA AH5823 4.5% 02/	$211,345	$229,908
3138EJ3L0 FNMA AL2602 2.646% 1	$144,029	$145,144
3138EKJK2 FNMA AL2965 2.619% 1	$55,640	$57,224
3138ELJW4 FNMA AL3876 2.791% 0	$105,014	$111,378
3138L3U37 FNMA AM3301 2.35% 05	$121,354	$130,402
3138L4H55 FNMA POOL AM3851 3.0	$345,379	$350,190
3138L96G2 FNMA AM8970 2.87% 05	$195,288	$207,759
3138L9T85 FNMA POOL AM8674 2.8	$206,570	$205,532
3138X56Q5 FNMA AU6278 5% 11/01	$116,203	$114,862
31392HMM2 FNMA 2003-11 CL BY 5	$27,662	$27,011
31393BFF7 FNMA 2003-33 CL AM 4	$73,492	$75,626
31393BVP7 FNMA 2003-42 CL JH 5	$17,989	$18,637
31393DK42 FNMA 2003-80 CL QG 5	$98,400	$99,207
31393FPA8 FHLMC 2532 CL PH 5.5	$12,259	$12,597
31393FPW0 FHLMC 2544 CL KE 5.5	$8,791	$8,828
31393NK57 FHLMC 2590 CL OA 4.0	$30,749	$30,588
31393NVW6 FHLMC 2598 CL QE 5.5	$62,424	$61,503
31394AWY8 FNMA 2004-60 CL LB 5	$16,830	$16,151
31394DA59 FNMA 2005-48 CL AU 5	$173,352	$158,215
31394ED54 FNMA 2005-73 CL EZ 5	$260,300	$289,845
31394KR89 FHLMC 2696 CL DG 5.5	$128,678	$128,786
31395BBS1 FNMA 2006-9 CL DG 5.	$75,195	$75,941
31395R2Z0 FHLMC 2949 CL PB 5.5	$194,171	$179,775
31395UEH0 FHLMC 2980 CL QB 6.5	$19,455	$22,099
31396AU69 FHLMC 3027 CL DE 5.0	$58,302	$57,537
31396LLF5 FNMA 2006-102 CL A 6	$6,919	$7,172
31396PW64 FNMA 2007-22 CL A 5.	$15,758	$16,077
31397NXK6 FNMA 2009-33 CL FB V	$33,816	$33,851
31397UDK2 FNMA 2011-52 CL KB 5	$110,500	$114,886
31397YWZ0 FHLMC 3508 CL PK 4.0	$1,722	$1,776
31398QK30 FHLMC 3684 CL CY 4.5	$223,773	$207,677
31398RM85 FNMA 2010-64 CL DM 5	$61,928	$63,533
31398VWE2 FHLMC 3653 CL B 4.5%	$136,627	$134,800
31398WKY9 FHLMC 3631 CL PA 4.0	$50,589	$52,093
31404RNE3 FNMA 776289 5% 05/01	$51,773	$51,737
31405E5Q4 FNMA 787555 6.5% 02/	$7,863	$8,419
31405E5Y7 FNMA 787563 6.5% 03/	$33,162	$38,014
31405E5Z4 FNMA 787564 7% 03/01	$3,218	$3,150
31405E6A8 FNMA 787565 7.5% 03/
31406CQS0 FNMA 806065 6% 12/01
3140EUDE6 FNMA BC0100 3.5% 12/	$83,438	$82,475
3140EX3A9 FNMA BC3492 3.5% 02/	$217,220	$215,917
3140F0NR1 FNMA BC4899 3.5% 04/	$157,871	$155,117
31410G3E1 FNMA 889197 4.5% 11/	$4,765	$4,669
31416H4V4 FNMA AA0835 5% 01/01	$14,457	$15,588
31416W3B6 FNMA AB1693 4% 11/01	$246,332	$268,804
31417ACQ0 FNMA AB3678 3.5% 10/	$117,294	$122,999
31418AK31 FNMA MA1213 3.5% 10/	$43,946	$46,174
31418AWG9 FNMA MA1546 3.5% 08/	$91,690	$97,037
31418BT30 FNMA MA2369 4% 08/01	$156,148	$153,754
31418NAL4 FNMA AD0910 4.596% 0	$12,816	$10,962
31428XBA3 FEDEX CORP 3.900% 02
341099CH0 DUKE ENERGY FL LLC 6	$74,901	$104,852
36202FGE0 GNMA II POOL 004697	$61,838	$65,077
3620AQYT4 GNMA 737022 4.5% 02/	$155,163	$165,528
36213C5L0 GNMA 550851 7% 09/15	$23,312	$25,635
36213CZP8 GNMA 550750 5.5% 12/	$38,193	$38,082
36294SFW2 GNMA 658181 5.5% 11/	$24,588	$25,401
36296US35 GNMA 701738 5% 03/15	$33,247	$36,255
36962GXZ2 GEN ELEC CO SR NTS M	$242,686	$256,538
375558AW3 GILEAD SCIENCES INC	$35,852	$37,092
38141EC23 GOLDMAN SACHS GROUP	$39,990	$40,158
38141GGM0 GOLDMAN SACHS GROUP	$59,774	$83,802
38148LAC0 GOLDMAN SACHS GROUP	$25,989	$27,259
38373S3V7 GNMA 2003-26 CL MB 5	$188,791	$190,301
38373SYG6 GNMA 2003-19 CL GT 5	$45,582	$45,811
38373SZB6 GNMA 2003-19 CL DH 5	$83,908	$84,689
38373VHD5 GNMA 2002-60 CL KZ 6	$95,109	$86,509
38373YAB0 GNMA 2002-79 CL KL 5	$105,360	$96,328
38374BDZ3 GNMA 2003-62 CL HE 5	$77,283	$75,569
38374CBC4 GNMA 2003-75 CL ZA 5	$83,502	$84,973
38374CYU9 GNMA 2003-84 CL PC 5	$157,618	$161,089
38374FTH7 GNMA 2004-19 CL KE 5	$86,219	$85,339
38374GSQ6 GNMA 2004-37 CL PE 5	$187,261	$177,237
38374JYA8 GNMA 2004-86 CL C 5.	$174,188	$174,047
38374KP23 GNMA 2005-26 CL XY 5	$65,701	$65,448
38374KTZ6 GNMA 2005-13 CL AH 5	$79,969	$84,398
38374XD93 GNMA 2009-84 CL C 4.	$108,910	$104,841
38375YET5 GNMA 2008-83 CL ND 5	$61,344	$58,151
38376WCN3 GNMA 2010-14 CL KP 5	$264,344	$252,806
38377QRF6 GNMA 2011-22 CL PL 5	$230,125	$235,832
38377RPC3 GNMA 2010-162 CL QK	$8,912	$8,694
38377YX39 GNMA 2011-137 CL WA	$104,329	$103,808
3837H27G8 GNMA 2008-63 CL PE 5	$107,591	$108,967
40414LAJ8 HEALTHPEAK PROPERTIE	$13,936	$14,930
404280AL3 HSBC HOLDINGS PLC SR	$93,353	$89,715
44107TAU0 HOST HOTELS & RESORT	$19,648	$20,910
458140AS9 INTEL CORP SR NTS 3.	$18,972	$20,532
466247BL6 JPM MTG TR 2004-A1 2	$37,456	$38,574
485134BL3 KANSAS CITY POWER &
49326EED1 KEYCORP SR NTS MTN 5	$79,334	$71,600
501044CN9 KROGER CO SR NTS 5.4	$64,427	$75,473
524901AT2 LEGG MASON INC SR NT	$50,486	$52,657
534187AY5 LINCOLN NATL CORP SR	$76,868	$65,300
534187BD0 LINCOLN NATL CORP SR	$5,190	$5,320
544646ZR6 LOS ANGELES CA UNIF	$90,000	$124,076
548661CV7 LOWE'S COS INC SR NT	$45,448	$46,341
553794AC2 MUFG AMERICAS HLDGS	$31,830	$32,613
56501RAB2 MANULIFE FINL CORP S	$39,144	$35,696
5899293T3 MERRILL LYNCH MTG IN	$41,049	$41,825
59156RAM0 METLIFE INC SR NTS 5	$76,577	$87,203
61747YCG8 MORGAN STANLEY 7.3%
61747YDY8 MORGAN STANLEY SR NT	$4,963	$5,864
63946BAE0 NBCUNIVERSAL MEDIA L	$84,217	$77,336
65339KAG5 NEXTERA ENERGY CAP 3	$38,012	$41,797
655844BC1 NORFOLK SOUTHERN COR
656531AD2 EQUINOR ASA 7.15% 11	$70,558	$62,556
670346AM7 NUCOR CORP SR NTS 4.	$36,581	$36,991
674599BY0 OCCIDENTAL PETRLM CO	$36,231	$35,604
68389XAE5 ORACLE CORP 6 1/2%
693475AP0 PNC FINANCIAL SERVIC
69362BAY8 PSEG POWER LLC 4.15%	$72,075	$72,127
694308GQ4 PACIFIC GAS & ELECTR
71654QAW2 PETROLEOS MEXICANOS
71654QBB7 PETROLEOS MEXICANOS
74251VAM4 PRIN FINL GROU 3.1%	$32,952	$34,136
74432QBT1 PRUDENTIAL FINL INC	$81,587	$78,711
74834LAP5 QUEST DIAGNOSTICS IN	$42,170	$40,071
760759AP5 REPUBLIC SERVICES IN	$36,898	$38,210
760761AB2 REPUBLIC SERVICES IN
796253T93 SAN ANTONIO TX ELEC	$95,000	$130,753
80284CAF9 SANTANDER AUTO RECEI
808513AG0 CHARLES SCHWAB CORP	$83,072	$82,562
82481LAC3 SHIRE ACQ INV IRELAN	$40,296	$40,732
842434CG5 SOUTHN CALIF GAS CO	$96,069	$93,585
857477AL7 ST STR CORP 3.1% 05/	$23,961	$24,750
85771PAQ5 EQUINOR ASA 4.8% 11/	$9,950	$12,602
867229AE6 SUNCOR ENERGY INC SR	$41,836	$48,613
86765BAQ2 SUNOCO LOGISTICS PAR	$19,866	$21,453
87236YAA6 TD AMERITRADE HOLDIN
880591CS9 TVA SR NTS 5.88% 04/	$92,867	$105,733
88059ENT7 TVA CPN STRIP ZERO C	$244,067	$268,902
893526BY8 TRANSCANADA PIPELINE	$113,771	$80,466
89417EAF6 TRAVELLERS COS INC S
90131HAN5 21ST CENTY FOX AMER
90131HAS4 21ST CENTY FOX AMER
90265EAL4 UDR INC MTN 2.95% 09	$34,766	$35,600
911596AL8 US BANCORP 7.5% 06/0	$65,965	$63,213
912810EP9 US TREAS 7.125% 02/1	$469,540	$426,280
912810EW4 US TREAS 6% 02/15/26	$1,329,813	$1,243,980
912810QK7 US TREAS 3.875% 08/1	$570,189	$736,451
912810QN1 US TREAS 4.75% 02/15	$502,655	$683,370
912828D56 US TREAS 2.375% 08/1	$736,586	$720,776
912828PX2 US TREAS 3.625% 02/1	$1,217,584	$1,195,459
9128334V9 STRIPS ZERO CPN 02/1	$410,861	$400,881
9128334X5 STRIPS ZERO CPN 02/1	$444,159	$449,717
912833XX3 STRIPS ZERO CPN 02/1	$357,107	$364,262
91324PBM3 UNITEDHEALTH GROUP I
91324PBT8 UNITEDHEALTH GROUP I	$26,161	$25,601
92276MBB0 VENTAS REALTY LP/CAP
92553PAX0 VIACOM INC 3.875% 04
927804FR0 VA ELEC & PWR CO SR	$21,827	$25,488
92857WAV2 VODAFONE GROUP PLC 4
94974BFJ4 WELLS FARGO & CO MTN	$161,129	$165,661
94974BFY1 WELLS FARGO & COMPAN	$25,973	$28,015
94983CAE7 WELLS FARGO MORTGAGE
98389BAM2 XCEL ENERGY INC 4.7%
00185AAF1 AON PLC 3.5% 06/14/2	$85,261	$89,081
00206RCP5 AT&T INC SR NTS 4.5%	$96,246	$111,201
00206RDD1 AT&T INC SR NTS 3.95	$75,605	$80,385
00287YAX7 ABBVIE INC 2.850% 05
00751YAB2 ADVANCE AUTO PARTS I	$32,023	$31,148
00912XAV6 AIR LEASE CORP SR NT	$19,347	$20,719
026874DC8 AMERICAN INTL GROUP	$24,558	$26,490
03027XAD2 AMERN TOWER CORP SR	$26,978	$27,518
03076CAH9 AMERIPRISE FINANCIAL	$104,412	$112,328
035242AJ5 ANHEUSER-BUSCH INBEV
084670BR8 BERKSHIRE HATHAWAY I	$66,024	$66,612
096630AD0 BOARDWALK PIPELINES	$36,657	$37,850
11120VAA1 BRIXMOR OPER PART SR	$44,807	$47,223
126650CL2 CVS HEALTH CORP 3.87	$87,134	$90,448
14040HAY1 CAPITAL ONE FINANCIA
14314JAE0 CARMAX AUTO OWNER TR	$72,988	$73,429
166764BD1 CHEVRON CORP SR NTS	$86,527	$90,725
23317HAC6 DDR CORP 3.500% 01/1
23317HAD4 SITE CENTERS CORP SR	$37,257	$40,194
264411AD1 DUKE REALTY LP 3.875
26884ABF9 ERP OPER LP SR NTS 2	$43,844	$46,137
26884UAB5 EPR PROPERTIES 4.500
29250NAH8 ENBRIDGE INC 3.5% 06	$44,250	$47,092
3133TVEN2 FHLMC 2355 CL AE 6.0	$47,520	$47,491
3136A6BM5 FNMA 2012-52 CL NY 3	$400,750	$426,592
3136AQ5Y2 FNMA 2016-9 CL D 3.0	$301,377	$306,178
3136AV6R5 FNMA GRANTOR TR 2017	$157,692	$161,658
3137FAWS3 FHLMC K067 CL A2 3.1	$366,662	$376,078
3137FCJF2 FHLMC STRUCTURED PAS	$267,645	$268,503
3137FCJK1 FHLMC K070 CL A2 VAR	$242,046	$250,002
3137FCWX8 FHLMC KJ18 CL A2 3.0	$290,693	$291,031
3138LAU72 FNMA POOL AM9605 3.1	$304,406	$315,741
3138LEX30 FNMA AN2497 2.6% 09/	$404,113	$429,776
3138LFEN4 FNMA POOL AN2840 2.4	$231,219	$246,686
31394BZB3 FNMA 2004-91 CL HC 6	$297,500	$289,625
31428XBB1 FEDEX CORP 4.100% 02
345370CA6 FORD MOTOR COMPANY G
349553AM9 FORTIS INC 3.055% 10	$27,135	$28,570
37045XBF2 GEN MOTORS FINL CO 4	$73,660	$71,505
38374BQW6 GNMA 2003-65 CL AN 5	$261,608	$260,806
38376CN62 GNMA 2009-92 CL CP 5	$341,625	$353,064
44106MAS1 SVC PROPERTIES TR SR	$36,638	$36,439
50077LAL0 KRAFT HEINZ FOODS CO	$42,208	$44,352
501044DB4 KROGER CO SR NTS 2.6	$55,348	$55,331
53217VAC3 LIFE TECHNOLOGIES CO
54401E143 LORD ABBETT SHRT DUR
552746364 MFS EMERGING MKTS DE
55336VAG5 MPLX LP 4.875% 12/01
559079AK4 MAGELLAN HEALTH SRVC
56501RAC0 MANULIFE FINANCIAL C	$20,931	$21,995
56585AAG7 MARATHON PETRLM CORP	$44,630	$47,229
570535AM6 MARKEL CORP SR NTS 3	$124,600	$125,431
606822AL8 MITSUBISHI UFJ FIN G	$45,194	$45,843
61746BDZ6 MORGAN STANLEY SR NT	$101,522	$107,318
637417AG1 NATL RETAIL PROP INC	$41,253	$42,325
69352PAE3 PPL CAP FDG INC 3.5%	$33,870	$34,124
74432QAC9 PRUDENTIAL FINL INC	$23,274	$25,764
747525AJ2 QUALCOMM INC SR NTS	$64,793	$71,183
81618TAE0 OFFICE PPTY INCOME T	$65,064	$67,510
912810FE3 US TREAS 5.5% 08/15/	$1,002,392	$996,782
912810RN0 US TREAS 2.875% 08/1	$357,932	$403,970
912810RQ3 US TREAS 2.5% 02/15/	$609,477	$662,805
912810RS9 US TREAS 2.5% 05/15/	$318,445	$367,085
912828G53 US TREAS 1.875% 11/3	$1,472,527	$1,508,295
912828TH3 US TREAS 0.875% 07/3
92343VCQ5 VERIZON COMMUNICATIO	$129,665	$156,195
92936UAA7 WP CAREY INC SR NTS	$62,780	$64,290
931427AB4 WALGREENS BOOTS ALLI
94973VAW7 WELLPOINT INC 3.7% A	$82,712	$81,837
959802AU3 WESTN UN CO/THE SR N	$84,630	$87,458
96950FAQ7 WILLIAMS COMPANIES I	$74,648	$76,805
981464GC8 WORLD FINANCIAL NETW
411512379 HARBOR HIGH YIELD BO
025932AK0 AMERN FINL GROUP SR	$41,792	$46,314
026874DD6 AMERICAN INTL GROUP	$19,153	$21,386
026874DK0 AMERN INTL GROUP SR	$24,907	$27,485
036752AG8 ANTHEM INC 4.101% 03	$5,000	$5,426
042735BG4 ARROW ELECTRONICS IN	$47,178	$51,371
04686JAA9 ATHENE HLDG LTD SR N	$19,199	$20,684
05348EAV1 AVALONBAY COMMUNITIE	$53,352	$58,081
06051GGE3 BANK OF AMERICA CORP	$130,415	$132,560
10373QAY6 BP CAP MARKETS AMER	$83,303	$88,675
126650CY4 CVS HEALTH CORP 4.78	$204,758	$232,357
13974HAG2 CAP AUTO RECEIVABLES
20030NBL4 COMCAST CORP 3.375%	$136,228	$147,626
20030NBW0 COMCAST CORP 2.350%	$9,156	$9,980
26884UAE9 EPR PROPERTIES 4.950
3136A5HP4 FNMA 2012-31 CL LJ 3	$405,375	$422,328
3136A9CU0 FNMA 2012-115 CL DY	$180,813	$191,398
3136AJBN5 FNMA 2014-2 CL PX 4.	$159,723	$173,808
3136AJD52 FNMA 2014-26 CL YW 3	$73,500	$79,548
3137AGEG1 FHLMC 3939 CL BZ 4.5	$359,230	$364,733
3137BS3J0 FHLMC 4616 CL HP 3.0	$221,750	$233,850
3137GAG35 FHLMC 3735 CL KL 3.5	$142,234	$144,144
31398ETK0 FHLMC 3548 CL ZE 5.5	$203,992	$212,423
31398N2Z6 FNMA 2010-123 CL KU	$244,900	$262,824
31398PEC9 FNMA 2010-38 CL KC 4	$211,000	$223,494
36252HAB7 GS MTG SECURITIES TR	$253,809	$253,595
36255KAD3 GM FINL AUTOMOBILE L	$236,017	$236,793
38141GWC4 GOLDMAN SACHS GROUP
38141GWM2 GOLDMAN SACHS GROUP
38148YAC2 GOLDMAN SACHS GROUP
38377MUH7 GNMA 2010-146 CL HB	$212,100	$222,746
38378UNX1 GNMA 2013-147 CL BE	$385,781	$417,484
43814UAG4 HONDA AUTO RECEIVABL	$220,995	$223,031
46132FAB6 INVESCO FIN PLC 4.0%	$39,863	$42,488
48121L809 JPM INFLATN MGD BND	$2,301,124	$2,330,452
61945CAG8 MOSAIC CO SR NTS 4.0	$34,043	$36,305
65334HAE2 CNOOC INTL LTD 5.875	$89,880	$95,792
67077MAB4 NUTRIEN LTD 4.875% 0	$32,139	$30,196
67077MAC2 NUTRIEN LTD 3.625% 0	$44,600	$46,970
67077MAL2 NUTRIEN LTD 3.375% 0	$29,151	$31,059
686330AJ0 ORIX CORP SR NTS 3.7	$93,298	$100,757
718546AR5 PHILLIPS 66 3.900% 0
756109AQ7 REALTY INCOME CORP 3	$89,061	$95,953
80285CAH4 SANTANDER DRIVE AUTO	$50,584	$50,708
822582AN2 SHELL INTL FIN 5.5%	$88,859	$101,618
83002G108 SIX CIRCLES ULTRA SH	$6,510,500	$6,497,492
857477AZ6 ST STR CORP SR NTS V	$19,393	$20,270
87166PAA9 SYNCHRONY CARD ISSUA	$299,991	$306,630
90276FAS3 UBS COML MTG TR 2018	$106,489	$108,142
9128284N7 US TREAS 2.875% 05/1	$30,448	$32,915
92340LAA7 VEREIT OPER PARTNER	$70,548	$77,474
95040QAD6 WELLTOWER INC SR NTS	$44,982	$49,301
001055AQ5 AFLAC INC SR NTS 2.8	$43,810	$46,240
00912XBA1 AIR LEASE CORP SR NT	$75,257	$77,151
03066DAG1 AMERICREDIT AUTOMOBI	$443,936	$444,968
032095AJ0 AMPHENOL CORP SR NTS	$48,487	$49,456
03522AAG5 ANHEUSER-BUSCH COS L	$141,448	$149,134
05351WAB9 AVANGRID INC SR NTS	$44,936	$47,687
06051GHW2 BK OF AMER CORP SR N	$395,000	$397,267
064159MK9 BK OF NOVA SCOTIA SR	$93,065	$94,233
10112RAX2 BOSTON PROPERTIES LP	$35,943	$37,053
11271LAD4 BROOKFIELD FIN INC 4	$34,937	$40,026
124857AZ6 VIACOMCBS INC SR NTS	$27,156	$27,269
14040HBN4 CAPITAL ONE FINANCIA	$118,843	$127,862
172967MF5 CITIGROUP INC SR NTS	$90,000	$93,601
174610AR6 CITIZENS FINL GROUP	$50,829	$50,885
21685WDD6 COOPERATIEVE RABOBAN	$76,810	$78,080
26078JAE0 DUPONT DE NEMOURS IN	$42,903	$47,636
29278NAL7 ENERGY TRANSFER OPER	$83,034	$84,557
29365TAG9 ENTERGY TX INC 4.0%	$54,898	$60,564
3137AMDT1 FHLMC 3997 CL WC 3.5	$524,578	$544,062
316773CX6 FIFTH THIRD BANCORP	$24,954	$26,343
38148YAA6 GOLDMAN SACHS GROUP	$140,747	$146,359
38379LY91 GNMA 2015-79 CL QP 3	$259,169	$258,766
404121AF2 HCA INC SR NTS 4.75%	$48,157	$48,178
42225UAG9 HEALTHCARE TR OF AME	$83,615	$83,296
445658CF2 JB HUNT TRANSPRT SVC	$47,786	$48,310
459200KA8 IBM CORP SR NTS 3.5%	$114,893	$123,553
464287440 ISHARES 7-10 YEAR TR	$9,969,687	$10,524,577
464288661 ISHARES 3-7 YEAR TRE	$2,269,826	$2,259,476
53117CAS1 LIBERTY PPTY LP SR N	$25,545	$26,091
53227JAB0 LIFE STORAGE LP 4.0%	$9,948	$10,695
548661DJ3 LOWE'S COS INC 4.375	$44,087	$50,086
55336VAK6 MPLX LP SR NTS 4.125	$61,573	$62,959
573284AT3 MARTIN MARIETTA MATE	$47,978	$51,857
58013MEZ3 MCDONALD'S CORP SR N	$88,522	$100,598
637071AJ0 NATL OILWELL VARCO I	$13,851	$14,127
65473PAH8 NISOURCE INC SR NTS	$29,948	$29,855
682680AV5 ONEOK INC 5.2% 07/15	$44,166	$45,264
722005816 PIMCO INVESTMENT GRA	$2,298,765	$2,294,562
761713BB1 REYNOLDS AMERICAN IN	$43,536	$51,511
80285CAJ0 SANTANDER DRIVE AUTO	$503,125	$503,470
828807DF1 SIMON PPTY GROUP LP	$44,519	$44,232
84610WAB1 LIFESTORAGE LP 3.5%	$36,044	$35,936
89153VAQ2 TOTAL CAP INTL SA 3.	$45,000	$48,723
91159HHW3 US BANCORP MTN 3.0%	$34,997	$36,125
912810FP8 US TREAS 5.375% 02/1	$591,658	$623,584
912810RT7 US TREAS 2.25% 08/15	$459,285	$519,266
9128284V9 US TREAS 2.875% 08/1	$412,372	$436,209
912828Q29 US TREAS 1.5% 03/31/	$1,086,875	$1,125,152
921937827 VANGUARD SHORT-TERM	$3,090,743	$3,101,228
92857WBH2 VODAFONE GROUP PLC S	$46,853	$47,564
929089AD2 VOYA FINANCIAL INC 3	$44,395	$46,382
95000U2H5 WELLS FARGO & CO SR	$165,000	$165,000
961214EH2 WESTPAC BNKG CORP SR	$140,689	$140,206
976843BM3 WI PUB SVC SR NTS 3.	$49,943	$49,951
981464GL8 WORLD FINL NETWORK C	$211,091	$212,310
981464GS3 WORLD FINL NETWORK C	$685,942	$690,255

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corporate Stock InvestmentsCorporateStockGrp (104 entries)

StockStockNm	EOY Book ValueEOYBookValueAmt	EOYFMVEOYFMVAmt
101137107 BOSTON SCIENTIFIC CO	$75,944	$158,541
110122108 BRISTOL-MYERS SQUIBB	$114,930	$131,975
151020104 CELGENE CORP
172967424 CITIGROUP INC	$98,388	$196,929
254687106 WALT DISNEY CO/THE	$74,384	$114,836
256206103 DODGE & COX INTL STO
369550108 GENERAL DYNAMICS COR	$95,546	$103,870
375558103 GILEAD SCIENCES INC
437076102 HOME DEPOT INC	$28,175	$182,129
438516106 HONEYWELL INTERNATIO	$52,071	$243,021
493267108 KEYCORP	$66,014	$98,852
500754106 THE KRAFT HEINZ CO
532457108 ELI LILLY & CO	$90,568	$150,093
548661107 LOWE'S COS INC	$18,874	$118,562
577130834 MATTHEWS PACIFIC TIG	$3,830,296	$6,296,138
594918104 MICROSOFT CORP	$105,441	$693,565
609207105 MONDELEZ INTERNATION	$67,769	$129,273
617446448 MORGAN STANLEY	$97,684	$203,611
666807102 NORTHROP GRUMMAN COR	$115,190	$151,003
674599105 OCCIDENTAL PETROLEUM
713448108 PEPSICO INC	$125,635	$176,714
717081103 PFIZER INC	$164,153	$187,594
723787107 PIONEER NATURAL RESO	$96,554	$107,019
808513105 SCHWAB (CHARLES) COR
854502101 STANLEY BLACK & DECK	$74,127	$127,123
872540109 TJX COMPANIES INC
882508104 TEXAS INSTRUMENTS IN	$88,796	$190,254
907818108 UNION PACIFIC CORP	$109,041	$186,937
949746101 WELLS FARGO & CO	$24,707	$98,293
988498101 YUM] BRANDS INC	$47,614	$52,883
00724F101 ADOBE INC.	$11,565	$119,391
02079K107 ALPHABET INC-CL C	$136,757	$398,432
02079K305 ALPHABET INC-CL A	$60,604	$170,103
09062X103 BIOGEN INC
16119P108 CHARTER COMMUNICATIO	$97,193	$193,062
20030N101 COMCAST CORP-CLASS A	$131,311	$217,070
26875P101 EOG RESOURCES INC	$121,654	$123,965
26884L109 EQT CORP
30303M102 FACEBOOK INC-CLASS A	$47,023	$128,487
31620M106 FIDELITY NATIONAL IN	$84,469	$155,364
57636Q104 MASTERCARD INC - A	$17,623	$287,841
58933Y105 MERCK & CO. INC.	$133,055	$178,808
65339F101 NEXTERA ENERGY INC	$76,338	$129,071
65473P105 NISOURCE INC
67103H107 O'REILLY AUTOMOTIVE	$42,934	$74,942
78486Q101 SVB FINANCIAL GROUP
91324P102 UNITEDHEALTH GROUP I	$61,391	$356,010
92532F100 VERTEX PHARMACEUTICA	$11,570	$77,946
92826C839 VISA INC-CLASS A SHA	$54,194	$132,657
94106B101 WASTE CONNECTIONS IN	$42,201	$76,264
96208T104 WEX INC	$35,571	$80,433
G0176J109 ALLEGION PLC	$47,269	$90,042
G1151C101 ACCENTURE PLC-CL A	$30,593	$80,648
H1467J104 CHUBB LTD	$44,991	$143,207
023135106 AMAZON.COM INC	$117,340	$417,612
032654105 ANALOG DEVICES INC
037833100 APPLE INC	$18,511	$549,713
04314H857 ARTISAN INTL VAL-INS	$2,723,094	$4,396,658
060505104 BANK OF AMERICA CORP	$33,665	$199,944
084670702 BERKSHIRE HATHAWAY I	$148,087	$183,918
247361702 DELTA AIR LINES INC
25278X109 DIAMONDBACK ENERGY I	$69,609	$62,309
256746108 DOLLAR TREE INC
26078J100 DOWDUPONT INC
45866F104 INTERCONTINENTAL EXC	$31,923	$50,810
48127B862 JPM SMALL CAP EQTY F	$2,426,007	$4,729,285
655844108 NORFOLK SOUTHERN COR	$119,122	$168,893
67066G104 NVIDIA CORP	$125,513	$132,239
718172109 PHILIP MORRIS INTERN	$58,153	$55,564
913017109 UNITED TECHNOLOGIES	$56,578	$69,489
98956P102 ZIMMER BIOMET HOLDIN	$138,761	$184,855
G6095L109 APTIV PLC
025816109 AMERICAN EXPRESS CO	$136,328	$149,886
053015103 AUTOMATIC DATA PROCE	$101,769	$117,106
191216100 COCA-COLA CO/THE	$75,918	$94,316
285512109 ELECTRONIC ARTS INC	$109,369	$123,421
315911727 FIDELITY INTL INDX-I	$6,998,757	$7,120,150
315911750 FIDELITY 500 INDEX F	$48,285,287	$57,406,966
701094104 PARKER HANNIFIN CORP
744320102 PRUDENTIAL FINANCIAL
778296103 ROSS STORES INC	$73,934	$107,339
981558109 WORLDPAY INC CL A
11135F101 BROADCOM INC	$24,330	$220,582
46641Q688 JPM BTABLDRS DEV ASI	$2,244,822	$2,300,083
46641Q696 JPMORGAN BETABUILDER	$2,289,807	$2,408,318
46641Q712 JPMORGAN BETABUILDER	$6,382,473	$6,738,439
46641Q720 JPMORGAN BETABUILDER	$7,132,654	$7,457,003
56585A102 MARATHON PETROLEUM C	$174,507	$149,842
64110L106 NETFLIX INC	$106,233	$93,512
70450Y103 PAYPAL HOLDINGS INC	$113,330	$140,946
79466L302 SALESFORCE.COM INC	$156,695	$185,247
83002G306 SIX CIRCLES U.S. UNC	$10,850,500	$12,375,134
83002G405 SIX CIRCLES INTERNAT	$2,220,400	$2,334,829
G5494J103 LINDE PLC	$220,016	$272,512
G5960L103 MEDTRONIC PLC
00287Y109 ABBVIE INC	$130,507	$146,976
015351109 ALEXION PHARMACEUTIC	$49,698	$39,907
22052L104 CORTEVA INC	$64,407	$63,406
26614N102 DUPONT DE NEMOURS IN	$106,856	$79,094
337738108 FISERV INC	$209,817	$270,343
580135101 MCDONALD'S CORP	$81,652	$80,230
742718109 PROCTER & GAMBLE CO/	$115,061	$134,642
747525103 QUALCOMM INC	$53,542	$54,614
N6596X109 NXP SEMICONDUCTORS N	$69,835	$95,445

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (34 entries)

Category Or ItemCategoryOrItemTxt	Listed At Cost Or FMVListedAtCostOrFMVCd	EOYFMVEOYFMVAmt	Book ValueBookValueAmt
139954929 APOLLO EPF II PRIVAT	AT COST	$435,470
149913923 ATLAS GLOBAL INVESTM
345162929 AP VIII (APAX) PRIVA	AT COST	$732,397	$57,689
387995913 GOLDENTREE OFFSHORE
425955911 RIVERSTONE GLOBAL EN	AT COST	$921,830	$1,252,026
468213962 DFJ GROWTH 2013 PRIV	AT COST	$1,870,209	$680,577
482493996 KKR ASIAN FUND II PR	AT COST	$1,061,231	$494,427
482924925 KKR NORTH AMERICA XI	AT COST	$1,884,380	$17,772
484981964 GSO PRIVATE INVESTOR	AT COST	$213,231	$196,152
576814925 CCMP III PRIVATE INV	AT COST	$889,358	$609,951
656143914 JANA OFFSHORE PARTNE
743837924 PROVIDENCE TMT DEBT	AT COST	$13,926
811711969 STARWOOD SOF IX PRIV	AT COST	$340,746
827994922 SILVER LAKE PARTNERS	AT COST	$1,282,235	$345,350
976491910 THE WINTON FUND LIMI	AT COST	$5,357,184	$4,652,000
74764S927 QUANTUM OFFSHORE V,	AT COST	$1,897,240	$1,015,060
8V1304918 STARWOOD SOF XI PRIV	AT COST	$277,458	$241,794
G82981997 GOLDENTREE OFFSHORE	AT COST	$1,083,974	$177,418
Y03147934 BLOOM TREE OFFSHORE	AT COST	$2,814,062	$2,300,000
855711974 STARWOOD SOF VIII PR	AT COST	$318,844	$254,627
092599968 BLACKSTONE GSO PRIVA	AT COST	$121,272
092916980 BLACKSTONE COMMERCIA	AT COST	$2,848
179172911 CRP VIII (CARLYLE) P	AT COST	$156,231	$173,517
312826910 PROVIDENCE VII PRIVA
98672C914 BREP ASIA II PRIVATE	AT COST	$239,503	$223,113
HFMGMBAF8 MIURA GLOBAL FUND, L	AT COST	$2,145,998	$2,250,000
HFVARARG8 VARDE CREDIT PARTNER	AT COST	$2,242,030	$2,250,000
325628915 BSREP III (BROOKFIEL	AT COST	$180,704	$181,894
387999915 GOLDENTREE OFFSHORE	AT COST	$299,290	$120,575
426315917 BREP IX PRIVATE INVE	AT COST	$126,812	$126,812
612312918 WP GROWTH PRIVATE IN	AT COST	$373,383	$401,250
HEARSAAD1 ARISTEIA INTERNATION	AT COST	$2,805,655	$2,800,000
HEGTRAA00 GOLDENTREE OFFSHORE	AT COST	$2,249	$2,703
HFTACAWX4 TACONIC OPPORTUNITY	AT COST	$3,014,811	$3,000,000

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases Detail OtherDecreasesDetail (6 entries)

DescDesc	AmtAmt
ACCRUED INT PAID-CARRYOVER	$421
2019 TRANSACTION POSTED IN 2020	$28,370
RETURN OF CAPITAL ADJUSTMENT	$1,019
2020 TRANSACTION POSTED IN 2019	$2,365
REVERSAL OF PRIOR YEAR ENTRY	$158
ROUNDING	$11

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (2 entries)

DescDesc	Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
ATTORNEY GENERAL FEE	$1,500	$0	$1,500
OTHER EXPENSE (NON-DEDUCTIBLE	$1	$1	$0

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail

Field	Value	IRS element (for citing)
Desc	K1 INCOME - SOF VIII PRIVATE INVESTORS	Desc
Revenue And Expenses Per Books	$28,413	RevenueAndExpensesPerBooksAmt
Net Investment Income	$28,413	NetInvestmentIncomeAmt

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail (4 entries)

DescDesc	AmtAmt
2018 TRANSACTION POSTED IN 2019	$42,794
CASH AMT IN NQSI OID	$24,890
2019 TRANSACTION POSTED IN 2018	$984
SALES BASIS ADJUSTMENT	$350

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (4 entries)

CategoryCategoryTxt	AmtAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
FOREIGN TAXES	$283	$283	$0
FEDERAL TAX PAYMENT - PRIOR YE	$375,000	$0	$0
FOREIGN TAXES ON QUALIFIED FOR	$67,106	$67,106	$0
FOREIGN TAXES ON NONQUALIFIED	$7,190	$7,190	$0

BOOTH FERRIS FOUNDATION: Form 990PF, tax year 2019

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Form 990-PF IRS990PF

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (1607 entries)

Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

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Qualifying Distri Part XII QualifyingDistriPartXIIGrp

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Recipient US Address RecipientUSAddress

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (105 entries)

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

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Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corporate Bonds InvestmentsCorporateBondsGrp (408 entries)

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corporate Stock InvestmentsCorporateStockGrp (104 entries)

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (34 entries)

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases Detail OtherDecreasesDetail (6 entries)

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (2 entries)

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail (4 entries)

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (4 entries)

Comments