2020-11-03T07:00:55-06:00 2019-12-31 346565596 ERNST & YOUNG US LLP 155 N WACKER DRIVE CHICAGO IL 60606 990PF 2019-01-01 136170340 BOOTH FERRIS FOUNDATION XXXXX4008 FERR 8004962583 10 S DEARBORN IL1-0111 CHICAGO IL 60603 KRYSTAL ZEC Vice President 8004962583 2020-10-27 true JACOB ZEHNDER P01564049 3128792000 2020-10-27 199.52.13.133 P 6C5AACED12FDB8952E1F3020685ED365525C5C97 B25DAE18846183594FCFB8CD418105F5E4C03096 2019 2021-04-22 16:20:28Z X 235388760 X 5016136 5016136 4648569 44461869 4648569 0 28413 28413 9693118 9693118 1120929 567829 553099 0 0 0 0 0 0 0 0 449579 74579 0 0 0 0 0 0 0 1501 1 1500 1572009 642409 0 554599 10522350 10522350 12094359 642409 0 11076949 -2401241 9050709 0 11077114 5331531 5331531 0 0 0 108190401 101595074 125274535 58607480 69624820 71678133 24865704 23824707 33104561 202740699 200376132 235388760 0 X 202740699 200376132 202740699 200376132 202740699 200376132 202740699 -2401241 69018 200408476 32344 200376132 700000. FANNIE MAE 2005-01-14 2019-01-02 18979 -18979 -18979 . 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 4103 5000 -897 -897 1000. FORD MTR CO DEL 7.450% 7/16/31 2017-01-25 2019-01-07 1023 1250 -227 -227 2000. FORD MTR CO DEL 7.450% 7/16/31 2017-01-25 2019-01-07 2046 2500 -454 -454 2000. FORD MTR CO DEL 7.450% 7/16/31 2017-01-25 2019-01-07 2050 2500 -450 -450 2000. FORD MTR CO DEL 7.450% 7/16/31 2017-01-25 2019-01-07 2043 2500 -457 -457 13609.81 AMERICREDIT AUTOMOBILE RECEIVA 2014-3 CL C 2.580% 09/08/2020 2015-10-15 2019-01-08 13610 13741 -131 -131 17122.76 AMERICREDIT AUTOMOBILE RECEIVA 2014-4 CL C 2.470% 11/09/2020 2015-10-22 2019-01-08 17123 17141 -18 -18 16739.13 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2019-01-08 16739 16798 -59 -59 . FANNIE MAE 1960-11-11 2019-01-08 18332 18332 18332 75000. PACIFIC GAS & ELECTRIC 6 1/4% MAR 01 2039 2013-02-11 2019-01-08 65625 98333 -32708 -32708 9000. FORD MTR CO DEL 7.450% 7/16/31 2017-01-25 2019-01-09 9200 11251 -2051 -2051 14000. FORD MTR CO DEL 7.450% 7/16/31 2017-01-25 2019-01-09 14349 17501 -3152 -3152 . CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/2015 2015-09-18 2019-01-15 6023 6025 -2 -2 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2019-01-15 257 269 -12 -12 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2019-01-15 369 411 -42 -42 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2019-01-15 73 77 -4 -4 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2019-01-15 1134 1173 -39 -39 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2019-01-15 222 219 3 3 . FEDERAL HOME LOAN MORTGAGE CORP 1996-05-08 2019-01-15 9 9 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2019-01-15 875 871 4 4 . FREDDIE MAC 2005-01-19 2019-01-15 27 28 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2019-01-15 527 572 -45 -45 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2019-01-15 295 311 -16 -16 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2019-01-15 369 389 -20 -20 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2019-01-15 742 829 -87 -87 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2019-01-15 1276 1435 -159 -159 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2019-01-15 551 625 -74 -74 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2019-01-15 519 593 -74 -74 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2019-01-15 855 941 -86 -86 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2019-01-15 366 405 -39 -39 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2019-01-15 2851 3065 -214 -214 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2019-01-15 8706 9015 -309 -309 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2019-01-15 3095 3022 73 73 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2019-01-15 3292 3360 -68 -68 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2011-04-19 2019-01-15 155 169 -14 -14 . FHLMC 2011-10-05 2019-01-15 232 256 -24 -24 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2019-01-15 1357 1393 -36 -36 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2019-01-15 642 715 -73 -73 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2019-01-15 1710 1910 -200 -200 . FREDDIE MAC 2005-09-15 2019-01-15 105 108 -3 -3 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2011-04-19 2019-01-15 1292 1390 -98 -98 . 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 5961 6395 -434 -434 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2019-01-15 1524 1659 -135 -135 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2019-01-15 802 826 -24 -24 . GNMA 737022 4.5% 02/15/40 2010-05-13 2019-01-15 2000 2050 -50 -50 . GNMA POOL NO 550851 2001-10-17 2019-01-15 121 126 -5 -5 . GNMA 550750 5.5% 12/15/35 2013-07-23 2019-01-15 253 277 -24 -24 . GNMA 658181 5.5% 11/15/36 2011-01-26 2019-01-15 121 131 -10 -10 . GNMA 701738 5% 03/15/39 2009-07-29 2019-01-15 443 453 -10 -10 275000. SANTANDER AUTO RECEIVABL 2015-1 CL C 2.57% 04/15/2021 DTD 02/2 2019-01-15 12533 12543 -10 -10 . GNMA 2003-26 CL MB 2018-01-30 2019-01-16 889 466 423 423 . 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 2019-01-16 920 1017 -97 -97 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2019-01-16 2319 2490 -171 -171 . GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010 2016-12-14 2019-01-16 1740 1792 -52 -52 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2019-01-17 1572 1572 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2019-01-22 1036 1089 -53 -53 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2019-01-22 1016 1076 -60 -60 . GOVERNMENT NATL MTG ASSN GTD REMIC 2011-04-13 2019-01-22 1504 1662 -158 -158 . GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002 2013-05-16 2019-01-22 2056 2377 -321 -321 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2013-05-22 2019-01-22 1037 1168 -131 -131 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2019-01-22 1136 1231 -95 -95 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2019-01-22 2517 2793 -276 -276 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2019-01-22 792 896 -104 -104 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2012-12-07 2019-01-22 829 977 -148 -148 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2019-01-22 1306 1488 -182 -182 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2014-02-06 2019-01-22 1362 1519 -157 -157 8. GILEAD SCIENCES INC 2014-12-11 2019-01-23 548 847 -299 -299 3. GILEAD SCIENCES INC 2014-12-11 2019-01-23 208 318 -110 -110 86. GILEAD SCIENCES INC 2019-01-23 5877 9021 -3144 -3144 22. GILEAD SCIENCES INC 2015-01-08 2019-01-23 1503 2237 -734 -734 31. GILEAD SCIENCES INC 2019-01-23 2109 3150 -1041 -1041 35. MASTERCARD INC - CLASS A 2015-04-22 2019-01-23 6941 3206 3735 3735 109. WORLDPAY INC CL A 2018-10-08 2019-01-23 8977 10572 -1595 -1595 14. WORLDPAY INC CL A 2018-10-08 2019-01-23 1157 1358 -201 -201 136. GILEAD SCIENCES INC 2019-01-24 9222 13299 -4077 -4077 32. MASTERCARD INC - CLASS A 2015-04-22 2019-01-24 6385 2931 3454 3454 90. MASTERCARD INC - CLASS A 2019-01-24 17902 7983 9919 9919 185. WORLDPAY INC CL A 2018-10-08 2019-01-24 15215 17944 -2729 -2729 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2019-01-25 68 67 1 1 . FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991 2013-06-11 2019-01-25 1151 1352 -201 -201 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2019-01-25 1792 2043 -251 -251 . 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 1732 1735 -3 -3 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2019-01-25 3031 3045 -14 -14 . FNMA 256749 6% 06/01/37 2008-09-30 2019-01-25 1165 1182 -17 -17 . FNMA 468852 4.1% 08/01/21 2013-10-23 2019-01-25 330 357 -27 -27 . FNMA 469130 4.87% 10/01/41 2016-12-20 2019-01-25 269 293 -24 -24 . FNMA 555424 5.5% 05/01/33 2010-09-17 2019-01-25 2236 2407 -171 -171 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2019-01-25 2478 2515 -37 -37 . FNMA POOL AL3876 2013-12-18 2019-01-25 10822 10822 . 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 2019-01-25 208 232 -24 -24 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2019-01-25 620 693 -73 -73 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2019-01-25 1242 1276 -34 -34 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2019-01-25 103 111 -8 -8 . FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2019-01-25 1051 1121 -70 -70 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2019-01-25 2629 2705 -76 -76 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2019-01-25 888 1005 -117 -117 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2019-01-25 315 346 -31 -31 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2019-01-25 113 127 -14 -14 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2019-01-25 150 152 -2 -2 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2019-01-25 1861 1964 -103 -103 . FNMA 776289 5% 05/01/34 2013-04-04 2019-01-25 5017 5528 -511 -511 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2019-01-25 29 30 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-01-25 147 155 -8 -8 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-01-25 33 35 -2 -2 . FANNIE MAE 2005-03-07 2019-01-25 13 14 -1 -1 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2019-01-25 139 147 -8 -8 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2019-01-25 417 438 -21 -21 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2019-01-25 508 537 -29 -29 . FNMA 889197 4.5% 11/01/21 2009-12-09 2019-01-25 1666 1754 -88 -88 . FNMA AA0835 5% 01/01/39 2009-07-29 2019-01-25 507 517 -10 -10 . FNMA AB1693 4% 11/01/40 2011-03-01 2019-01-25 820 806 14 14 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-01-25 1157 1176 -19 -19 . FNMA POOL MA1213 2014-02-28 2019-01-25 492 492 . FNMA POOL MA1546 2014-03-19 2019-01-25 1333 1333 . FNMA MA2369 4% 08/01/45 2016-04-05 2019-01-25 281 305 -24 -24 . FNMA AD0910 VAR RATE 04/01/20 2012-10-17 2019-01-25 649 760 -111 -111 17. GILEAD SCIENCES INC 2016-02-10 2019-01-25 1159 1514 -355 -355 46. GILEAD SCIENCES INC 2019-01-25 3170 4094 -924 -924 11. GILEAD SCIENCES INC 2016-02-10 2019-01-25 757 978 -221 -221 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2019-01-25 8108 7933 175 175 122. MASTERCARD INC - CLASS A 2019-01-25 24715 2401 22314 22314 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2019-01-25 2971 2954 17 17 . WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2 2013-09-27 2019-01-25 1503 1527 -24 -24 206. WORLDPAY INC CL A 2017-09-22 2019-01-25 17079 14843 2236 2236 26. WORLDPAY INC CL A 2018-10-08 2019-01-25 2156 2522 -366 -366 17. GILEAD SCIENCES INC 2016-02-10 2019-01-28 1154 1512 -358 -358 33. GILEAD SCIENCES INC 2016-02-10 2019-01-28 2238 2935 -697 -697 138. WORLDPAY INC CL A 2017-09-22 2019-01-28 11487 9943 1544 1544 28. GILEAD SCIENCES INC 2016-02-10 2019-01-29 1929 2490 -561 -561 3. GILEAD SCIENCES INC 2016-02-10 2019-01-29 209 267 -58 -58 3. GILEAD SCIENCES INC 2016-02-10 2019-01-29 208 267 -59 -59 5. GILEAD SCIENCES INC 2016-02-10 2019-01-29 348 445 -97 -97 27. WORLDPAY INC CL A 2017-09-22 2019-01-29 2215 1945 270 270 3. GILEAD SCIENCES INC 2016-02-10 2019-01-30 208 267 -59 -59 3. GILEAD SCIENCES INC 2016-02-10 2019-01-30 209 267 -58 -58 19. GILEAD SCIENCES INC 2016-02-10 2019-01-30 1318 1690 -372 -372 160. WORLDPAY INC CL A 2017-09-22 2019-01-30 13369 11528 1841 1841 5. GILEAD SCIENCES INC 2016-02-10 2019-01-31 350 445 -95 -95 14. GILEAD SCIENCES INC 2016-02-10 2019-01-31 976 1245 -269 -269 75000. AMGEN INC 2011-04-12 2019-02-01 75000 83530 -8530 -8530 35. GILEAD SCIENCES INC 2019-02-01 2445 3095 -650 -650 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2019-02-05 278 281 -3 -3 . 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 6021 6079 -58 -58 19206.15 AMERICREDIT AUTOMOBILE RECEIVA 2014-4 CL C 2.470% 11/09/2020 2015-10-22 2019-02-08 19206 19227 -21 -21 18479.59 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2019-02-08 18480 18545 -65 -65 37000. ANHEUSER-BUSCH INBEV FIN 2.650% 02/01/2021 DTD 01/25/2016 2017-07-10 2019-02-11 36689 37464 -775 -775 564606.898 LORD ABBETT SHRT DUR INC-F3 2016-08-15 2019-02-13 2354411 2461765 -107354 -107354 . CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/2015 2015-09-18 2019-02-15 6197 6199 -2 -2 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2019-02-15 605 633 -28 -28 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2019-02-15 305 340 -35 -35 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2019-02-15 707 743 -36 -36 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2019-02-15 868 898 -30 -30 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2019-02-15 153 151 2 2 . FEDERAL HOME LOAN MORTGAGE CORP 1996-05-08 2019-02-15 9 9 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2019-02-15 822 819 3 3 . FREDDIE MAC 2005-01-19 2019-02-15 27 28 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2019-02-15 529 575 -46 -46 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2019-02-15 318 335 -17 -17 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2019-02-15 392 414 -22 -22 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2019-02-15 664 742 -78 -78 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2019-02-15 1316 1481 -165 -165 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2019-02-15 355 401 -46 -46 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2019-02-15 1275 1457 -182 -182 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2019-02-15 519 571 -52 -52 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2019-02-15 446 494 -48 -48 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2019-02-15 4826 5188 -362 -362 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2019-02-15 1029 1065 -36 -36 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2019-02-15 1259 1229 30 30 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2019-02-15 3588 3662 -74 -74 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2011-04-19 2019-02-15 69 75 -6 -6 . FHLMC 2011-10-05 2019-02-15 57 63 -6 -6 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2019-02-15 733 753 -20 -20 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2019-02-15 478 532 -54 -54 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2019-02-15 762 852 -90 -90 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2019-02-15 236 283 -47 -47 . FREDDIE MAC 2005-09-15 2019-02-15 109 112 -3 -3 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2011-04-19 2019-02-15 1764 1897 -133 -133 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2019-02-15 213 216 -3 -3 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2019-02-15 2526 2710 -184 -184 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2019-02-15 2579 2808 -229 -229 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2019-02-15 921 948 -27 -27 . GNMA 737022 4.5% 02/15/40 2010-05-13 2019-02-15 1149 1178 -29 -29 . GNMA POOL NO 550851 2001-10-17 2019-02-15 122 127 -5 -5 . GNMA 550750 5.5% 12/15/35 2013-07-23 2019-02-15 254 278 -24 -24 . GNMA 658181 5.5% 11/15/36 2011-01-26 2019-02-15 80 87 -7 -7 . GNMA 701738 5% 03/15/39 2009-07-29 2019-02-15 582 595 -13 -13 . SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2 2018-08-31 2019-02-15 13078 13051 27 27 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2019-02-15 1579 1579 137. ANALOG DEVICES INC 2018-09-13 2019-02-19 14339 12623 1716 1716 61. ANALOG DEVICES INC 2018-09-13 2019-02-19 6366 5621 745 745 172. ANALOG DEVICES INC 2018-09-13 2019-02-19 18051 15848 2203 2203 269. ANALOG DEVICES INC 2019-02-19 28068 17193 10875 10875 176. ANALOG DEVICES INC 2019-02-19 18364 16194 2170 2170 59. ANALOG DEVICES INC 2019-02-19 6199 3761 2438 2438 . GNMA 2003-26 CL MB 2019-02-19 504 545 -41 -41 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2019-02-19 850 940 -90 -90 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2019-02-19 2148 2307 -159 -159 . GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010 2016-12-14 2019-02-19 702 723 -21 -21 224. ANALOG DEVICES INC 2019-02-20 23724 14193 9531 9531 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2019-02-20 876 921 -45 -45 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2019-02-20 1506 1595 -89 -89 . GOVERNMENT NATL MTG ASSN GTD REMIC 2011-04-13 2019-02-20 1348 1490 -142 -142 . GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002 2013-05-16 2019-02-20 690 798 -108 -108 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2013-05-22 2019-02-20 1254 1413 -159 -159 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2019-02-20 1232 1336 -104 -104 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2019-02-20 2694 2989 -295 -295 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2019-02-20 715 809 -94 -94 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2012-12-07 2019-02-20 658 776 -118 -118 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2019-02-20 516 588 -72 -72 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2014-02-06 2019-02-20 1164 1298 -134 -134 46003.947 DODGE & INTERNATIONAL STOCK FUND 2009-09-21 2019-02-22 1865000 1447284 417716 417716 280043.86 SIX CIRCLES INTL UNCON EQ 2018-11-02 2019-02-22 2554000 2554000 . FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991 2013-06-11 2019-02-25 1147 1347 -200 -200 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2019-02-25 1112 1267 -155 -155 . 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 1549 1553 -4 -4 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2019-02-25 3056 3070 -14 -14 . FNMA 256749 6% 06/01/37 2008-09-30 2019-02-25 2036 2067 -31 -31 . FNMA 468852 4.1% 08/01/21 2013-10-23 2019-02-25 331 359 -28 -28 . FNMA 469130 4.87% 10/01/41 2016-12-20 2019-02-25 270 294 -24 -24 . FNMA 555424 5.5% 05/01/33 2010-09-17 2019-02-25 1977 2129 -152 -152 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2019-02-25 898 911 -13 -13 . 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 2019-02-25 200 223 -23 -23 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2019-02-25 392 438 -46 -46 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2019-02-25 1193 1226 -33 -33 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2019-02-25 125 135 -10 -10 . FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2019-02-25 1031 1099 -68 -68 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2019-02-25 2810 2882 -72 -72 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2019-02-25 599 678 -79 -79 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2019-02-25 115 127 -12 -12 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2019-02-25 55 61 -6 -6 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2019-02-25 512 519 -7 -7 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2019-02-25 1184 1250 -66 -66 . FNMA 776289 5% 05/01/34 2013-04-04 2019-02-25 467 514 -47 -47 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2019-02-25 985 1036 -51 -51 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-02-25 148 155 -7 -7 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-02-25 33 35 -2 -2 . FANNIE MAE 2005-03-07 2019-02-25 13 14 -1 -1 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2019-02-25 140 148 -8 -8 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2019-02-25 412 433 -21 -21 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2019-02-25 501 530 -29 -29 . FNMA 889197 4.5% 11/01/21 2009-12-09 2019-02-25 1678 1766 -88 -88 . FNMA AA0835 5% 01/01/39 2009-07-29 2019-02-25 667 680 -13 -13 . FNMA AB1693 4% 11/01/40 2011-03-01 2019-02-25 4864 4780 84 84 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-02-25 854 868 -14 -14 . FNMA POOL MA1213 2014-02-28 2019-02-25 581 581 . FNMA POOL MA1546 2014-03-19 2019-02-25 1131 1131 . FNMA MA2369 4% 08/01/45 2016-04-05 2019-02-25 1712 1855 -143 -143 . FNMA AD0910 VAR RATE 04/01/20 2012-10-17 2019-02-25 24949 29218 -4269 -4269 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2019-02-25 308 301 7 7 155361.872 MFS EMERG MRKTS DEBT-R5 2016-07-25 2019-02-25 2210799 2327305 -116506 -116506 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2019-02-25 254 253 1 1 70000. UNITEDHEALTH GROUP INC SR NTS 3.875% 10/15/2020 DTD 2012-02-28 2019-02-25 71012 76448 -5436 -5436 . WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2 2013-09-27 2019-02-25 1224 1243 -19 -19 90000. ABBVIE INC 2.850% 05/14/2023 DTD 05/12/2016 2017-01-27 2019-02-26 87912 87912 62000. 21ST CENTY FOX AMER INC 6.900% 03/01/2019 DTD 02/13/2009 2019-03-01 62000 75291 -13291 -13291 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2019-03-04 279 282 -3 -3 . 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 646564 691030 -44466 -44466 42200. JPMORGAN BETABUILDERS JAPAN ETF 2018-07-19 2019-03-06 947061 1012762 -65701 -65701 75000. COOPERATIEVE RABOBANK UA 4.5% 01/11/2021 DTD 01/11/2011 2013-06-19 2019-03-07 77107 80771 -3664 -3664 14016.31 FIDELITY INTL INDX-INST PRM 2018-04-04 2019-03-07 550000 597095 -47095 -47095 357957.51 HARBOR HIGH YIELD BOND-RET ISIN US4115123790 SEDOL 2DLQ6W0 2019-03-07 3497245 3469624 27621 27621 17222.91 AMERICREDIT AUTOMOBILE RECEIVA 2014-4 CL C 2.470% 11/09/2020 2015-10-22 2019-03-08 17223 17242 -19 -19 18809.8 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2019-03-08 18810 18876 -66 -66 96. BIOGEN IDEC INC 2010-06-17 2019-03-14 30737 4320 26417 26417 71. BIOGEN IDEC INC 2018-10-08 2019-03-14 22732 24305 -1573 -1573 1780. BRISTOL MYERS SQUIBB CO 2019-03-14 87574 77302 10272 10272 387. DISNEY WALT CO 2019-03-14 44255 42676 1579 1579 100000. ANADARKO PETE CORP 8.700% 3/15/19 2012-04-19 2019-03-15 100000 133038 -33038 -33038 90000. ATMOS ENERGY CORP 8.500% 3/15/19 2012-02-14 2019-03-15 90000 119866 -29866 -29866 . CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/2015 2015-09-18 2019-03-15 5781 5783 -2 -2 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2019-03-15 266 278 -12 -12 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2019-03-15 77 86 -9 -9 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2019-03-15 72 75 -3 -3 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2019-03-15 1045 1080 -35 -35 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2019-03-15 3508 3472 36 36 . FEDERAL HOME LOAN MORTGAGE CORP 1996-05-08 2019-03-15 9 9 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2019-03-15 498 496 2 2 . FREDDIE MAC 2005-01-19 2019-03-15 31 32 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2019-03-15 597 648 -51 -51 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2019-03-15 301 317 -16 -16 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2019-03-15 376 397 -21 -21 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2019-03-15 205 229 -24 -24 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2019-03-15 971 1093 -122 -122 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2019-03-15 403 457 -54 -54 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2019-03-15 688 787 -99 -99 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2019-03-15 482 530 -48 -48 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2019-03-15 371 410 -39 -39 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2019-03-15 4911 5279 -368 -368 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2019-03-15 1017 1053 -36 -36 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2019-03-15 3097 3023 74 74 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2019-03-15 3343 3412 -69 -69 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2011-04-19 2019-03-15 421 457 -36 -36 . FHLMC 2011-10-05 2019-03-15 112 124 -12 -12 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2019-03-15 485 498 -13 -13 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2019-03-15 509 567 -58 -58 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2019-03-15 1784 1993 -209 -209 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2019-03-15 3568 4281 -713 -713 . FREDDIE MAC 2005-09-15 2019-03-15 123 126 -3 -3 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2011-04-19 2019-03-15 1345 1447 -102 -102 . 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 3151 3381 -230 -230 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2019-03-15 1548 1685 -137 -137 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2019-03-15 828 853 -25 -25 . GNMA 737022 4.5% 02/15/40 2010-05-13 2019-03-15 1287 1319 -32 -32 . GNMA POOL NO 550851 2001-10-17 2019-03-15 127 132 -5 -5 . GNMA 550750 5.5% 12/15/35 2013-07-23 2019-03-15 261 285 -24 -24 . GNMA 658181 5.5% 11/15/36 2011-01-26 2019-03-15 80 86 -6 -6 . GNMA 701738 5% 03/15/39 2009-07-29 2019-03-15 434 444 -10 -10 . SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2 2018-08-31 2019-03-15 23745 23697 48 48 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2019-03-15 2213 2213 . GNMA 2003-26 CL MB 2019-03-18 445 481 -36 -36 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2019-03-18 861 952 -91 -91 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2019-03-18 5762 6187 -425 -425 . GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010 2016-12-14 2019-03-18 881 907 -26 -26 . BANK OF AMERICA CORPORATION 2019-03-20 323 323 323 75000. EATON CORP 6.950% 3/20/19 2011-04-15 2019-03-20 75000 90064 -15064 -15064 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2019-03-20 789 830 -41 -41 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2019-03-20 1102 1166 -64 -64 . GOVERNMENT NATL MTG ASSN GTD REMIC 2011-04-13 2019-03-20 1896 2095 -199 -199 . GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002 2013-05-16 2019-03-20 1032 1193 -161 -161 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2013-05-22 2019-03-20 874 985 -111 -111 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2019-03-20 1148 1244 -96 -96 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2019-03-20 2544 2823 -279 -279 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2019-03-20 696 787 -91 -91 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2012-12-07 2019-03-20 811 956 -145 -145 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2019-03-20 871 993 -122 -122 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2014-02-06 2019-03-20 992 1106 -114 -114 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2019-03-25 83 82 1 1 . FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991 2013-06-11 2019-03-25 1169 1373 -204 -204 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2019-03-25 1465 1670 -205 -205 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2019-03-25 10632 10632 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2019-03-25 1165 1168 -3 -3 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2019-03-25 2955 2969 -14 -14 . FNMA 256749 6% 06/01/37 2008-09-30 2019-03-25 376 382 -6 -6 . FNMA 468852 4.1% 08/01/21 2013-10-23 2019-03-25 401 434 -33 -33 . FNMA 469130 4.87% 10/01/41 2016-12-20 2019-03-25 361 394 -33 -33 . FNMA 555424 5.5% 05/01/33 2010-09-17 2019-03-25 1619 1743 -124 -124 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2019-03-25 2202 2235 -33 -33 . 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 2019-03-25 208 232 -24 -24 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2019-03-25 1428 1596 -168 -168 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2019-03-25 1140 1171 -31 -31 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2019-03-25 116 124 -8 -8 . FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2019-03-25 1011 1078 -67 -67 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2019-03-25 536 549 -13 -13 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2019-03-25 683 772 -89 -89 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2019-03-25 90 99 -9 -9 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2019-03-25 244 274 -30 -30 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2019-03-25 322 326 -4 -4 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2019-03-25 1541 1627 -86 -86 . FNMA 776289 5% 05/01/34 2013-04-04 2019-03-25 342 377 -35 -35 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2019-03-25 26 27 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-03-25 149 156 -7 -7 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-03-25 33 36 -3 -3 . FANNIE MAE 2005-03-07 2019-03-25 13 14 -1 -1 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2019-03-25 140 149 -9 -9 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2019-03-25 429 452 -23 -23 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2019-03-25 511 541 -30 -30 . FNMA 889197 4.5% 11/01/21 2009-12-09 2019-03-25 1720 1810 -90 -90 . FNMA AA0835 5% 01/01/39 2009-07-29 2019-03-25 55 56 -1 -1 . FNMA AB1693 4% 11/01/40 2011-03-01 2019-03-25 7789 7654 135 135 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-03-25 1508 1533 -25 -25 . 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 2019-03-25 308 334 -26 -26 . FNMA AD0910 VAR RATE 04/01/20 2012-10-17 2019-03-25 20031 23459 -3428 -3428 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2019-03-25 210 205 5 5 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2019-03-25 1474 1466 8 8 . WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2 2013-09-27 2019-03-25 1972 2003 -31 -31 45000. AT&T INC 5.000% 03/01/2021 DTD 03/17/2016 2016-03-22 2019-03-27 47046 50313 -3267 -3267 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2019-03-28 328 331 -3 -3 . FNMA POOL AL2965 2014-06-11 2019-03-28 163 163 . FNMA POOL AL3876 2013-12-18 2019-03-28 5647 5647 35000. KANSAS CITY POWER & LT 7.15% APR 01 2019 2013-01-24 2019-04-01 35000 44935 -9935 -9935 . PFIZER INC 2019-04-03 2253 2253 2253 45. ADOBE SYS INC 2012-08-03 2019-04-08 11972 1438 10534 10534 36. ALEXION PHARMACEUTICALS INC 2019-03-14 2019-04-08 5003 4849 154 154 22. ALPHABET INC-CL C 2018-05-07 2019-04-08 26396 23151 3245 3245 4. ALPHABET INC-CL C 2014-09-09 2019-04-08 4799 2332 2467 2467 12. ALPHABET INC-CL A 2015-10-30 2019-04-08 14470 8922 5548 5548 21. AMAZON COM INC 2019-04-08 38464 10141 28323 28323 42. AMERICAN EXPRESS CO 2018-07-18 2019-04-08 4633 4326 307 307 200000. AMERICREDIT AUTOMOBILE RECEIVA 2014-4 CL C 2.470% 11/09/2020 2015-10-22 2019-04-08 9590 9600 -10 -10 180. APPLE COMPUTER INC 2006-04-07 2019-04-08 35483 1780 33703 33703 51. AUTOMATIC DATA PROCESSING INC 2018-12-03 2019-04-08 8139 7506 633 633 675. BANK OF AMERICA CORPORATION 2019-04-08 19516 20565 -1049 -1049 90. BERKSHIRE HATHAWAY INC DEL CL B 2018-09-11 2019-04-08 18426 19262 -836 -836 341. BOSTON SCIENTIFIC CORP 2019-04-08 12926 8003 4923 4923 69. BROADCOM INC 2013-04-29 2019-04-08 20961 2405 18556 18556 88. CELGENE CORP. 2019-04-08 8366 9222 -856 -856 38. CHARTER COMMUNICATIONS INC-A 2018-04-13 2019-04-08 13379 11629 1750 1750 231. CITIGROUP INC NEW 2017-05-15 2019-04-08 15057 14192 865 865 162. COCA-COLA CO 2018-04-16 2019-04-08 7514 7235 279 279 389. COMCAST CORP NEW CL A 2019-03-14 2019-04-08 15746 15495 251 251 101. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-04-08 5810 5410 400 400 60. DIAMONDBACK ENERGY INC 2019-04-08 6179 6309 -130 -130 127. DISNEY WALT CO 2019-04-08 14592 13310 1282 1282 79. DOLLAR TREE INC 2017-10-27 2019-04-08 8167 7324 843 843 90.276 DOW INC 2018-04-09 2019-04-08 5103 5834 -731 -731 3.724 DOW INC 2018-04-06 2019-04-08 211 239 -28 -28 308. DOW INC 2019-04-08 17596 19727 -2131 -2131 47. DOW INC 2019-04-08 2687 2971 -284 -284 15. DOW INC 2017-02-22 2019-04-08 861 948 -87 -87 391. DOW INC 2019-04-08 22375 23216 -841 -841 197. DOW INC 2019-04-08 11282 10516 766 766 14. DOWDUPONT INC 2018-04-06 2019-04-08 530 594 -64 -64 271. DOWDUPONT INC 2018-04-09 2019-04-08 10250 11550 -1300 -1300 136. EOG RESOURCES INC 2019-04-08 13574 12358 1216 1216 105. ELECTRONIC ARTS 2018-09-20 2019-04-08 10180 11961 -1781 -1781 59. FACEBOOK INC-A 2014-07-25 2019-04-08 10318 4443 5875 5875 89. FIDELITY NATL INFORMATION SVCS INC 2019-04-08 10017 5820 4197 4197 86. FISERV INC 2019-04-08 7641 7281 360 360 54. GENERAL DYNAMICS CORP 2017-02-10 2019-04-08 9190 9937 -747 -747 82. HOME DEPOT INC 2011-09-29 2019-04-08 16549 2770 13779 13779 140. HONEYWELL INTL INC 2019-04-08 22497 6649 15848 15848 53. INTERCONTINENTALEXCHANGE GROUP, INC 2017-02-01 2019-04-08 4070 3110 960 960 464. KEYCORP NEW 2018-10-08 2019-04-08 7673 9501 -1828 -1828 111. LILLY ELI & CO 2019-04-08 14056 9703 4353 4353 94. LOWES COS INC 2019-04-08 10836 1817 9019 9019 164. MARATHON PETROLEUM CORPORATION 2019-04-08 10360 13390 -3030 -3030 91. MASTERCARD INC - CLASS A 2009-05-05 2019-04-08 21333 1664 19669 19669 188. MERCK & CO INC 2019-03-14 2019-04-08 15171 15307 -136 -136 427. MICROSOFT CORP 2019-04-08 50878 23198 27680 27680 221. MONDELEZ INTERNATIONAL-W/I 2019-04-08 10949 9847 1102 1102 388. MORGAN STANLEY DEAN WITTER & CO NEW 2015-06-04 2019-04-08 17260 15130 2130 2130 18. NETFLIX.COM INC 2018-09-13 2019-04-08 6553 6672 -119 -119 50. NEXTERA ENERGY INC 2018-07-18 2019-04-08 9468 8472 996 996 215. NISOURCE INC 2015-12-02 2019-04-08 6086 4155 1931 1931 87. NORFOLK SOUTHN CORP 2019-04-08 16700 13123 3577 3577 36. NORTHROP GRUMMAN CORP 2017-10-10 2019-04-08 9868 10557 -689 -689 54. NVIDIA CORP 2018-10-08 2019-04-08 10262 14486 -4224 -4224 17. O'REILLY AUTOMOTIVE INC 2017-05-08 2019-04-08 6768 4311 2457 2457 234. OCCIDENTAL PETE CORP 2019-04-08 16023 20010 -3987 -3987 27. PARKER HANNIFIN CORP 2018-01-11 2019-04-08 4896 5622 -726 -726 124. PAYPAL HOLDINGS INC 2019-01-23 2019-04-08 13056 11212 1844 1844 137. PEPSICO INC 2019-04-08 16663 14044 2619 2619 460. PFIZER INC 2018-10-30 2019-04-08 19857 19588 269 269 120. PHILIP MORRIS INTERNATIONAL 2019-04-08 10248 13536 -3288 -3288 69. PIONEER NAT RES CO 2019-04-08 10514 12079 -1565 -1565 62. PRUDENTIAL FINL INC 2018-12-21 2019-04-08 6077 4968 1109 1109 11. REGENERON PHARMACEUTICALS INC 2019-04-08 4432 4722 -290 -290 89. ROSS STORES INC 2018-12-11 2019-04-08 8711 7176 1535 1535 27. SVB FINANCIAL GROUP 2015-08-12 2019-04-08 6394 3736 2658 2658 74. SALESFORCE.COM INC 2018-10-08 2019-04-08 11657 11201 456 456 127. SCHWAB CHARLES CORP NEW 2019-04-08 5610 3702 1908 1908 75. STANLEY BLACK & DECKER,INC. 2019-04-08 10637 8180 2457 2457 143. TEXAS INSTRS INC 2019-02-19 2019-04-08 16288 15385 903 903 76. UNION PAC CORP 2018-02-22 2019-04-08 12786 10154 2632 2632 45. UNITED TECHNOLOGIES CORP 2019-04-08 5926 5571 355 355 111. UNITEDHEALTH GROUP INC 2019-04-08 27431 15008 12423 12423 37. VERTEX PHARMACEUTICALS INC 2015-09-29 2019-04-08 6920 3700 3220 3220 68. VISA INC CLASS A SHARES 2015-10-19 2019-04-08 10647 5241 5406 5406 81. WASTE CONNECTIONS INC 2019-04-08 7079 4274 2805 2805 278. WELLS FARGO & CO NEW 2019-04-08 13541 12072 1469 1469 38. WEX INC 2019-04-08 7450 3582 3868 3868 50. YUM BRANDS INC 2019-04-08 4975 4595 380 380 121. ZIMMER HLDGS INC 2019-04-08 15500 13914 1586 1586 69. ALLEGION PLC 2019-04-08 6525 4607 1918 1918 66. ACCENTURE PLC 2019-04-08 11745 6249 5496 5496 45. LINDE PLC 2019-04-08 2019-04-08 8318 8318 102. MEDTRONIC PLC 2018-07-18 2019-04-08 9009 8982 27 27 84. APTIV PLC 2019-04-08 7320 7326 -6 -6 90. CHUBB LTD 2016-08-17 2019-04-08 12318 11346 972 972 72. NXP SEMICONDUCTORS NV 2019-04-08 7065 6782 283 283 18292.19 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2019-04-09 18292 18357 -65 -65 54570.51 DODGE & INTERNATIONAL STOCK FUND 2009-09-21 2019-04-09 2289233 1716788 572445 572445 47. DOW INC 2015-07-15 2019-04-09 2668 2477 191 191 120000. CAPITAL ONE FINANCIAL CO 4 3/4% JUL 15 2021 2017-01-27 2019-04-12 124909 129684 -4775 -4775 . CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/2015 2015-09-18 2019-04-15 6317 6318 -1 -1 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2019-04-15 294 308 -14 -14 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2019-04-15 97 108 -11 -11 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2019-04-15 68 72 -4 -4 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2019-04-15 636 658 -22 -22 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2019-04-15 169 167 2 2 . FEDERAL HOME LOAN MORTGAGE CORP 1996-05-08 2019-04-15 9 9 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2019-04-15 746 743 3 3 . FREDDIE MAC 2005-01-19 2019-04-15 27 28 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2019-04-15 508 552 -44 -44 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2019-04-15 4200 4416 -216 -216 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2019-04-15 373 394 -21 -21 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2019-04-15 202 226 -24 -24 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2019-04-15 1027 1156 -129 -129 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2019-04-15 324 367 -43 -43 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2019-04-15 527 603 -76 -76 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2019-04-15 495 544 -49 -49 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2019-04-15 373 413 -40 -40 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2019-04-15 3147 3383 -236 -236 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2019-04-15 8583 8887 -304 -304 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2019-04-15 2831 2764 67 67 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2019-04-15 6392 6524 -132 -132 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2011-04-19 2019-04-15 69 75 -6 -6 . FHLMC 2011-10-05 2019-04-15 70 77 -7 -7 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2019-04-15 718 738 -20 -20 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2019-04-15 740 824 -84 -84 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2019-04-15 1176 1313 -137 -137 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2019-04-15 2872 3447 -575 -575 . FREDDIE MAC 2005-09-15 2019-04-15 87 89 -2 -2 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2011-04-19 2019-04-15 1422 1529 -107 -107 . 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 1601 1718 -117 -117 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2019-04-15 1094 1191 -97 -97 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2019-04-15 786 809 -23 -23 . GNMA 737022 4.5% 02/15/40 2010-05-13 2019-04-15 1289 1321 -32 -32 . GNMA POOL NO 550851 2001-10-17 2019-04-15 126 131 -5 -5 . GNMA 550750 5.5% 12/15/35 2013-07-23 2019-04-15 225 246 -21 -21 . GNMA 658181 5.5% 11/15/36 2011-01-26 2019-04-15 81 88 -7 -7 . GNMA 701738 5% 03/15/39 2009-07-29 2019-04-15 105 107 -2 -2 . SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2 2018-08-31 2019-04-15 25853 25800 53 53 . GNMA 2003-26 CL MB 2019-04-16 1083 1172 -89 -89 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2019-04-16 1384 1530 -146 -146 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2019-04-16 4447 4775 -328 -328 . GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010 2016-12-14 2019-04-16 1000 1030 -30 -30 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2019-04-17 1597 1597 17000. FORTIS INC SR NTS 3.055% 10/04/2026 DTD 2019-04-18 16412 16475 -63 -63 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2019-04-22 919 966 -47 -47 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2019-04-22 823 871 -48 -48 . GOVERNMENT NATL MTG ASSN GTD REMIC 2011-04-13 2019-04-22 1130 1248 -118 -118 . GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002 2013-05-16 2019-04-22 2777 3211 -434 -434 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2013-05-22 2019-04-22 1181 1330 -149 -149 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2019-04-22 1274 1381 -107 -107 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2019-04-22 2828 3137 -309 -309 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2019-04-22 910 1029 -119 -119 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2012-12-07 2019-04-22 566 666 -100 -100 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2019-04-22 1339 1526 -187 -187 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2014-02-06 2019-04-22 1246 1389 -143 -143 . 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 81458 80734 724 724 . FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991 2013-06-11 2019-04-25 1167 1370 -203 -203 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2019-04-25 1390 1585 -195 -195 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2019-04-25 7745 7745 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2019-04-25 1482 1486 -4 -4 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2019-04-25 3266 3282 -16 -16 . FNMA 256749 6% 06/01/37 2008-09-30 2019-04-25 1062 1078 -16 -16 . FNMA 468852 4.1% 08/01/21 2013-10-23 2019-04-25 334 362 -28 -28 . FNMA 469130 4.87% 10/01/41 2016-12-20 2019-04-25 273 298 -25 -25 . FNMA 555424 5.5% 05/01/33 2010-09-17 2019-04-25 1961 2112 -151 -151 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2019-04-25 5321 5401 -80 -80 . 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 2019-04-25 208 232 -24 -24 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2019-04-25 375 419 -44 -44 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2019-04-25 1170 1202 -32 -32 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2019-04-25 102 110 -8 -8 . FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2019-04-25 992 1058 -66 -66 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2019-04-25 398 450 -52 -52 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2019-04-25 73 80 -7 -7 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2019-04-25 187 210 -23 -23 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2019-04-25 800 811 -11 -11 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2019-04-25 1579 1668 -89 -89 . FNMA 776289 5% 05/01/34 2013-04-04 2019-04-25 3854 4247 -393 -393 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2019-04-25 26 28 -2 -2 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-04-25 158 166 -8 -8 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-04-25 34 36 -2 -2 . FANNIE MAE 2005-03-07 2019-04-25 13 14 -1 -1 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2019-04-25 142 151 -9 -9 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2019-04-25 419 441 -22 -22 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2019-04-25 513 543 -30 -30 . FNMA 889197 4.5% 11/01/21 2009-12-09 2019-04-25 1768 1861 -93 -93 . FNMA AA0835 5% 01/01/39 2009-07-29 2019-04-25 60 61 -1 -1 . FNMA AB1693 4% 11/01/40 2011-03-01 2019-04-25 2442 2399 43 43 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-04-25 1002 1018 -16 -16 . FNMA POOL MA1213 2014-02-28 2019-04-25 501 501 . FNMA POOL MA1546 2014-03-19 2019-04-25 1122 1122 . FNMA MA2369 4% 08/01/45 2016-04-05 2019-04-25 2198 2382 -184 -184 . FNMA AD0910 VAR RATE 04/01/20 2012-10-17 2019-04-25 147 172 -25 -25 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2019-04-25 105 103 2 2 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2019-04-25 249 248 1 1 364. OCCIDENTAL PETE CORP 2019-04-25 22611 30396 -7785 -7785 331. OCCIDENTAL PETE CORP 2019-04-25 20561 25713 -5152 -5152 699. OCCIDENTAL PETE CORP 2019-04-25 43405 49023 -5618 -5618 . WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2 2013-09-27 2019-04-25 1625 1651 -26 -26 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2019-04-26 281 284 -3 -3 . FNMA POOL AL2965 2014-06-11 2019-04-26 14559 14559 . 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 1037 1037 1037 149. OCCIDENTAL PETE CORP 2019-05-01 8585 7920 665 665 30. OCCIDENTAL PETE CORP 2007-01-12 2019-05-01 1738 1256 482 482 94. REGENERON PHARMACEUTICALS INC 2019-05-01 32056 39143 -7087 -7087 22. REGENERON PHARMACEUTICALS INC 2019-05-01 7485 8817 -1332 -1332 450. OCCIDENTAL PETE CORP 2007-01-12 2019-05-02 25805 18839 6966 6966 31. OCCIDENTAL PETE CORP 2007-01-12 2019-05-02 1781 1298 483 483 16. OCCIDENTAL PETE CORP 2007-01-12 2019-05-02 919 670 249 249 91. OCCIDENTAL PETE CORP 2007-01-12 2019-05-02 5223 3810 1413 1413 44. OCCIDENTAL PETE CORP 2007-01-12 2019-05-02 2527 1842 685 685 5000. INTEL CORP SR NTS 3.7% 07/29/2025 DTD 2015-07-22 2019-05-03 5209 4993 216 216 50. OCCIDENTAL PETE CORP 2007-01-12 2019-05-03 2901 2093 808 808 162. OCCIDENTAL PETE CORP 2007-01-12 2019-05-03 9416 6782 2634 2634 35000. CELGENE CORP 3.95% OCT 15 2020 2013-12-18 2019-05-07 35524 36797 -1273 -1273 15741.59 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2019-05-08 15742 15797 -55 -55 100000. MORGAN STANLEY 7.3% MAY 13 2019 2009-05-28 2019-05-13 100000 99987 13 13 23. PRUDENTIAL FINL INC 2019-05-14 2259 1841 418 418 337. PRUDENTIAL FINL INC 2018-12-21 2019-05-14 33167 26841 6326 6326 163. PRUDENTIAL FINL INC 2018-12-21 2019-05-14 16111 12982 3129 3129 51. PRUDENTIAL FINL INC 2018-12-21 2019-05-14 4975 4062 913 913 73. PRUDENTIAL FINL INC 2018-12-21 2019-05-14 7231 5814 1417 1417 . CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/2015 2015-09-18 2019-05-15 5541 5542 -1 -1 75000. CANADIAN PACIFIC RR CO NOTES 7 1/4% MAY 15 2019 2014-11-24 2019-05-15 75000 90419 -15419 -15419 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2019-05-15 349 366 -17 -17 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2019-05-15 176 196 -20 -20 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2019-05-15 68 71 -3 -3 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2019-05-15 1137 1175 -38 -38 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2019-05-15 218 216 2 2 . 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 1373 1368 5 5 . FREDDIE MAC 2005-01-19 2019-05-15 27 28 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2019-05-15 476 517 -41 -41 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2019-05-15 293 308 -15 -15 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2019-05-15 398 421 -23 -23 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2019-05-15 265 296 -31 -31 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2019-05-15 936 1053 -117 -117 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2019-05-15 453 513 -60 -60 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2019-05-15 1509 1726 -217 -217 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2019-05-15 668 735 -67 -67 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2019-05-15 375 415 -40 -40 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2019-05-15 2525 2714 -189 -189 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2019-05-15 11436 11841 -405 -405 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2019-05-15 2650 2587 63 63 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2019-05-15 4641 4737 -96 -96 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2011-04-19 2019-05-15 421 458 -37 -37 . FHLMC 2011-10-05 2019-05-15 123 136 -13 -13 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2019-05-15 1884 1935 -51 -51 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2019-05-15 735 818 -83 -83 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2019-05-15 2518 2813 -295 -295 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2019-05-15 4139 4966 -827 -827 . FREDDIE MAC 2005-09-15 2019-05-15 90 93 -3 -3 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2011-04-19 2019-05-15 1810 1947 -137 -137 . 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 2863 3071 -208 -208 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2019-05-15 2294 2583 -289 -289 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2019-05-15 2462 2681 -219 -219 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2019-05-15 778 802 -24 -24 . GNMA 737022 4.5% 02/15/40 2010-05-13 2019-05-15 4437 4548 -111 -111 . GNMA POOL NO 550851 2001-10-17 2019-05-15 126 131 -5 -5 . GNMA 550750 5.5% 12/15/35 2013-07-23 2019-05-15 220 240 -20 -20 . GNMA 658181 5.5% 11/15/36 2011-01-26 2019-05-15 99 108 -9 -9 . GNMA 701738 5% 03/15/39 2009-07-29 2019-05-15 443 453 -10 -10 . SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2 2018-08-31 2019-05-15 23188 23141 47 47 497. SCHWAB CHARLES CORP NEW 2019-05-15 21262 14469 6793 6793 . GNMA 2003-26 CL MB 2019-05-16 768 830 -62 -62 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2019-05-16 1578 1744 -166 -166 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2019-05-16 3390 3640 -250 -250 . GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010 2016-12-14 2019-05-16 1856 1912 -56 -56 438. SCHWAB CHARLES CORP NEW 2019-05-16 19090 12514 6576 6576 110. SCHWAB CHARLES CORP NEW 2019-05-16 4782 2984 1798 1798 280. SCHWAB CHARLES CORP NEW 2019-05-16 12154 7518 4636 4636 376. MEDTRONIC PLC 2019-05-16 33145 33105 40 40 13. MEDTRONIC PLC 2018-04-10 2019-05-16 1146 1031 115 115 336. MEDTRONIC PLC 2019-05-16 29678 26624 3054 3054 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2019-05-17 1888 1888 130. MEDTRONIC PLC 2019-05-17 11433 10266 1167 1167 230. MEDTRONIC PLC 2019-05-17 20314 17884 2430 2430 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2019-05-20 1153 1211 -58 -58 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2019-05-20 1665 1763 -98 -98 . GOVERNMENT NATL MTG ASSN GTD REMIC 2011-04-13 2019-05-20 1463 1617 -154 -154 . GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002 2013-05-16 2019-05-20 1043 1206 -163 -163 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2013-05-22 2019-05-20 949 1069 -120 -120 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2019-05-20 1380 1495 -115 -115 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2019-05-20 2383 2644 -261 -261 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2019-05-20 865 978 -113 -113 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2012-12-07 2019-05-20 857 1010 -153 -153 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2019-05-20 1124 1281 -157 -157 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2014-02-06 2019-05-20 1244 1387 -143 -143 106. PARKER HANNIFIN CORP 2018-01-11 2019-05-20 17291 22072 -4781 -4781 123. PARKER HANNIFIN CORP 2018-01-11 2019-05-20 20075 25612 -5537 -5537 52. PARKER HANNIFIN CORP 2018-01-11 2019-05-20 8478 10828 -2350 -2350 33000. ANHEUSER-BUSCH INBEV FIN 3.650% 02/01/2026 DTD 01/25/2016 2019-02-22 2019-05-21 33615 32736 879 879 38000. ANHEUSER-BUSCH INBEV FIN 3.650% 02/01/2026 DTD 01/25/2016 2019-02-22 2019-05-21 38781 37696 1085 1085 27000. ANHEUSER-BUSCH INBEV FIN 3.650% 02/01/2026 DTD 01/25/2016 2019-02-22 2019-05-21 27560 26784 776 776 42000. ANHEUSER-BUSCH INBEV FIN 3.650% 02/01/2026 DTD 01/25/2016 2019-02-22 2019-05-21 42851 41664 1187 1187 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2019-05-28 3917 3869 48 48 . FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991 2013-06-11 2019-05-28 1191 1399 -208 -208 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2019-05-28 1736 1979 -243 -243 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2019-05-28 3741 3741 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2019-05-28 2823 2829 -6 -6 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2019-05-28 4312 4332 -20 -20 . FNMA 256749 6% 06/01/37 2008-09-30 2019-05-28 392 398 -6 -6 . FNMA 468852 4.1% 08/01/21 2013-10-23 2019-05-28 358 388 -30 -30 . FNMA 469130 4.87% 10/01/41 2016-12-20 2019-05-28 304 332 -28 -28 . FNMA 555424 5.5% 05/01/33 2010-09-17 2019-05-28 2034 2190 -156 -156 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2019-05-28 949 964 -15 -15 . 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 3540 3937 -397 -397 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2019-05-28 190 212 -22 -22 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2019-05-28 1016 1044 -28 -28 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2019-05-28 408 438 -30 -30 . FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2019-05-28 973 1037 -64 -64 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2019-05-28 2756 2824 -68 -68 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2019-05-28 1325 1499 -174 -174 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2019-05-28 93 102 -9 -9 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2019-05-28 254 284 -30 -30 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2019-05-28 185 188 -3 -3 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2019-05-28 2209 2332 -123 -123 . FNMA 776289 5% 05/01/34 2013-04-04 2019-05-28 322 355 -33 -33 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2019-05-28 970 1019 -49 -49 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-05-28 228 239 -11 -11 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-05-28 34 36 -2 -2 . FANNIE MAE 2005-03-07 2019-05-28 1723 1862 -139 -139 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2019-05-28 140 148 -8 -8 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2019-05-28 420 442 -22 -22 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2019-05-28 48103 50887 -2784 -2784 . FNMA 889197 4.5% 11/01/21 2009-12-09 2019-05-28 1693 1782 -89 -89 . FNMA AA0835 5% 01/01/39 2009-07-29 2019-05-28 49 50 -1 -1 . FNMA AB1693 4% 11/01/40 2011-03-01 2019-05-28 833 819 14 14 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-05-28 1520 1545 -25 -25 . 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 1494 1619 -125 -125 . FNMA AD0910 VAR RATE 04/01/20 2012-10-17 2019-05-28 10998 12880 -1882 -1882 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2019-05-28 5619 5498 121 121 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2019-05-28 1689 1679 10 10 . WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2 2013-09-27 2019-05-28 788 800 -12 -12 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2019-05-31 298 301 -3 -3 . 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 75000 82551 -7551 -7551 448. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-05 24605 23997 608 608 165. DELTA AIR LINES INC DEL NEW 2019-06-05 9067 8831 236 236 40000. MPLX LP 4.875% 12/01/2024 DTD 09/27/2016 2017-02-08 2019-06-05 42961 42564 397 397 537. PHILIP MORRIS INTERNATIONAL 2017-04-24 2019-06-05 41473 60272 -18799 -18799 14. PHILIP MORRIS INTERNATIONAL 2018-10-24 2019-06-05 1081 1248 -167 -167 2. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-06 110 107 3 3 9. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-06 492 481 11 11 139. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-06 7627 7429 198 198 158. DELTA AIR LINES INC DEL NEW 2019-06-06 8620 8443 177 177 26. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-06 1421 1389 32 32 1. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 55 53 2 2 25. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 1376 1336 40 40 1. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 56 53 3 3 18. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 999 962 37 37 33. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 1834 1763 71 71 7. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 385 374 11 11 6. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 330 321 9 9 5. DELTA AIR LINES INC DEL NEW 2017-12-13 2019-06-07 278 267 11 11 15810.05 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2019-06-10 15810 15866 -56 -56 1355. BANK OF AMERICA CORPORATION 2019-06-10 38210 33268 4942 4942 293. DOLLAR TREE INC 2019-06-10 30419 27086 3333 3333 1060. WELLS FARGO & CO NEW 2009-03-13 2019-06-10 49185 14335 34850 34850 320. DOLLAR TREE INC 2019-06-11 34127 29308 4819 4819 103. DOLLAR TREE INC 2018-12-17 2019-06-11 10985 8897 2088 2088 106. DOLLAR TREE INC 2018-12-17 2019-06-11 11300 9157 2143 2143 35000. BOSTON PROPERTIES LP 3.800% 02/01/2024 DTD 06/27/2013 2016-10-18 2019-06-12 36431 37168 -737 -737 . 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 75000 82748 -7748 -7748 . CALIFORNIA REPUBLIC AUT RECEI 1.820% 09/15/2020 DTD 03/12/2015 2015-09-18 2019-06-17 1345 1345 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2019-06-17 458 480 -22 -22 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2019-06-17 77 86 -9 -9 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2019-06-17 131 138 -7 -7 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2019-06-17 1866 1929 -63 -63 . FEDERAL HOME LOAN MORTGAGE CORP 1996-05-08 2019-06-17 9 9 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2019-06-17 917 913 4 4 . FREDDIE MAC 2005-01-19 2019-06-17 28 29 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2019-06-17 578 628 -50 -50 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2019-06-17 341 358 -17 -17 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2019-06-17 422 445 -23 -23 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2019-06-17 791 884 -93 -93 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2019-06-17 1466 1650 -184 -184 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2019-06-17 377 427 -50 -50 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2019-06-17 923 1055 -132 -132 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2019-06-17 622 685 -63 -63 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2019-06-17 402 445 -43 -43 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2019-06-17 4250 4569 -319 -319 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2019-06-17 1083 1121 -38 -38 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2019-06-17 2612 2550 62 62 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2019-06-17 3615 3690 -75 -75 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2011-04-19 2019-06-17 112 122 -10 -10 . FHLMC 2011-10-05 2019-06-17 155 171 -16 -16 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2019-06-17 923 947 -24 -24 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2019-06-17 1830 2037 -207 -207 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2019-06-17 1511 1688 -177 -177 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2019-06-17 4681 5617 -936 -936 . FREDDIE MAC 2005-09-15 2019-06-17 2515 2580 -65 -65 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2011-04-19 2019-06-17 1286 1384 -98 -98 . 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 2370 2543 -173 -173 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2019-06-17 7388 8321 -933 -933 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2019-06-17 2607 2839 -232 -232 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2019-06-17 1137 1171 -34 -34 . GNMA 737022 4.5% 02/15/40 2010-05-13 2019-06-17 491 504 -13 -13 . GNMA POOL NO 550851 2001-10-17 2019-06-17 136 142 -6 -6 . GNMA 550750 5.5% 12/15/35 2013-07-23 2019-06-17 247 270 -23 -23 . GNMA 658181 5.5% 11/15/36 2011-01-26 2019-06-17 3950 4290 -340 -340 . GNMA 701738 5% 03/15/39 2009-07-29 2019-06-17 780 797 -17 -17 . GNMA 2003-26 CL MB 2019-06-17 682 738 -56 -56 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2019-06-17 894 989 -95 -95 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2019-06-17 2138 2296 -158 -158 . GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010 2016-12-14 2019-06-17 1521 1567 -46 -46 100000. NORFOLK SOUTHERN CORP NOTES 5.9% JUN 15 2019 2009-05-27 2019-06-17 100000 99750 250 250 . SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2 2018-08-31 2019-06-17 22004 21959 45 45 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2019-06-17 1774 1774 11000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018 2018-04-10 2019-06-18 11820 10895 925 925 2000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018 2018-04-10 2019-06-18 2150 1981 169 169 4000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018 2018-04-10 2019-06-18 4293 3962 331 331 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2019-06-18 190 176 14 14 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 102307 102339 -32 -32 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2019-06-20 1084 1139 -55 -55 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2019-06-20 1482 1569 -87 -87 . GOVERNMENT NATL MTG ASSN GTD REMIC 2011-04-13 2019-06-20 1205 1331 -126 -126 . GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002 2013-05-16 2019-06-20 1370 1585 -215 -215 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2013-05-22 2019-06-20 708 797 -89 -89 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2019-06-20 1448 1569 -121 -121 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2019-06-20 2739 3038 -299 -299 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2019-06-20 1003 1134 -131 -131 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2012-12-07 2019-06-20 1095 1289 -194 -194 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2019-06-20 666 759 -93 -93 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2014-02-06 2019-06-20 1598 1781 -183 -183 15000. APACHE CORP NON-TRADEABLE ASSET 2013-02-01 2019-06-21 15226 16173 -947 -947 25000. ATHENE HLDG LTD SR NTS 4.125% 01/12/2028 DTD 2018-03-08 2019-06-21 25095 23999 1096 1096 5000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018 2018-04-10 2019-06-21 5365 4952 413 413 3000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018 2018-04-10 2019-06-21 3219 2971 248 248 80000. VODAFONE GROUP PLC SR NTS 4.375% 03/16/2021 DTD 2011-03-09 2019-06-24 83114 79430 3684 3684 . 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 5383 4952 431 431 . FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991 2013-06-11 2019-06-25 1185 1391 -206 -206 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2019-06-25 1345 1533 -188 -188 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2019-06-25 5179 5179 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2019-06-25 2912 2918 -6 -6 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2019-06-25 4669 4691 -22 -22 . 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 2019-06-25 143 145 -2 -2 . FNMA 468852 4.1% 08/01/21 2013-10-23 2019-06-25 337 365 -28 -28 . FNMA 469130 4.87% 10/01/41 2016-12-20 2019-06-25 276 301 -25 -25 . FNMA 555424 5.5% 05/01/33 2010-09-17 2019-06-25 2037 2193 -156 -156 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2019-06-25 890 904 -14 -14 . 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 8116 9027 -911 -911 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2019-06-25 924 1032 -108 -108 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2019-06-25 1048 1076 -28 -28 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2019-06-25 106 114 -8 -8 . FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2019-06-25 954 1018 -64 -64 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2019-06-25 3566 3655 -89 -89 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2019-06-25 846 957 -111 -111 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2019-06-25 246 271 -25 -25 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2019-06-25 98 110 -12 -12 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2019-06-25 321 326 -5 -5 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2019-06-25 2478 2617 -139 -139 . FNMA 776289 5% 05/01/34 2013-04-04 2019-06-25 330 364 -34 -34 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2019-06-25 24 25 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-06-25 233 244 -11 -11 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-06-25 35 38 -3 -3 . FANNIE MAE 2005-03-07 2019-06-25 9 9 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2019-06-25 141 149 -8 -8 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2019-06-25 422 443 -21 -21 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2019-06-25 451 477 -26 -26 . FNMA 889197 4.5% 11/01/21 2009-12-09 2019-06-25 1498 1577 -79 -79 . FNMA AA0835 5% 01/01/39 2009-07-29 2019-06-25 333 340 -7 -7 . FNMA AB1693 4% 11/01/40 2011-03-01 2019-06-25 868 853 15 15 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-06-25 1485 1509 -24 -24 . FNMA POOL MA1213 2014-02-28 2019-06-25 752 752 . FNMA POOL MA1546 2014-03-19 2019-06-25 1593 1593 . FNMA MA2369 4% 08/01/45 2016-04-05 2019-06-25 304 329 -25 -25 . FNMA AD0910 VAR RATE 04/01/20 2012-10-17 2019-06-25 16088 18840 -2752 -2752 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2019-06-25 185 181 4 4 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2019-06-25 1982 1970 12 12 . WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2 2013-09-27 2019-06-25 865 878 -13 -13 101. ADOBE SYS INC 2012-08-03 2019-06-27 29668 3227 26441 26441 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2019-06-28 283 286 -3 -3 . 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 3238 2971 267 267 40000. VENTAS REALTY LP/CAP CRP NON-TRADEABLE ASSET 2016-06-03 2019-07-03 40149 40531 -382 -382 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 15979 14931 1048 1048 7000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018 2018-04-10 2019-07-15 7451 6933 518 518 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2019-07-15 380 398 -18 -18 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2019-07-15 124 138 -14 -14 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2019-07-15 74 78 -4 -4 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2019-07-15 1371 1418 -47 -47 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2019-07-15 3900 3861 39 39 . FEDERAL HOME LOAN MORTGAGE CORP 1996-05-08 2019-07-15 9 9 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2019-07-15 775 772 3 3 . FREDDIE MAC 2005-01-19 2019-07-15 28 29 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2019-07-15 488 530 -42 -42 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2019-07-15 300 316 -16 -16 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2019-07-15 423 447 -24 -24 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2019-07-15 429 479 -50 -50 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2019-07-15 1798 2022 -224 -224 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2019-07-15 395 447 -52 -52 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2019-07-15 776 887 -111 -111 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2019-07-15 464 511 -47 -47 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2019-07-15 458 506 -48 -48 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2019-07-15 2846 3059 -213 -213 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2019-07-15 1006 1041 -35 -35 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2019-07-15 2435 2377 58 58 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2019-07-15 3382 3452 -70 -70 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2011-04-19 2019-07-15 69 74 -5 -5 . FHLMC 2011-10-05 2019-07-15 65 72 -7 -7 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2019-07-15 554 569 -15 -15 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2019-07-15 1347 1500 -153 -153 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2019-07-15 776 867 -91 -91 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2019-07-15 4931 5917 -986 -986 . FREDDIE MAC 2005-09-15 2019-07-15 81 83 -2 -2 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2011-04-19 2019-07-15 1320 1419 -99 -99 . 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 3762 4036 -274 -274 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2019-07-15 7584 8541 -957 -957 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2019-07-15 1643 1788 -145 -145 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2019-07-15 802 826 -24 -24 . GNMA 737022 4.5% 02/15/40 2010-05-13 2019-07-15 469 481 -12 -12 . GNMA POOL NO 550851 2001-10-17 2019-07-15 127 132 -5 -5 . GNMA 550750 5.5% 12/15/35 2013-07-23 2019-07-15 2451 2681 -230 -230 . GNMA 658181 5.5% 11/15/36 2011-01-26 2019-07-15 70 76 -6 -6 . GNMA 701738 5% 03/15/39 2009-07-29 2019-07-15 577 590 -13 -13 . SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2 2018-08-31 2019-07-15 20093 20052 41 41 . GNMA 2003-26 CL MB 2019-07-16 756 818 -62 -62 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2019-07-16 618 683 -65 -65 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2019-07-16 2853 3063 -210 -210 . GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010 2016-12-14 2019-07-16 1302 1341 -39 -39 . 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 2015 2015 . CAP AUTO RECEIVABLES ASSET TR 2015-3 2015-3 CL C 2.9% 12/21/2020 DTD 2018-07-17 2019-07-22 94681 94711 -30 -30 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2019-07-22 1060 1114 -54 -54 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2019-07-22 1548 1639 -91 -91 . GOVERNMENT NATL MTG ASSN GTD REMIC 2011-04-13 2019-07-22 2335 2580 -245 -245 . GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002 2013-05-16 2019-07-22 1142 1321 -179 -179 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2013-05-22 2019-07-22 782 881 -99 -99 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2019-07-22 1296 1404 -108 -108 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2019-07-22 2241 2487 -246 -246 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2019-07-22 1039 1175 -136 -136 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2012-12-07 2019-07-22 651 767 -116 -116 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2019-07-22 285 324 -39 -39 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2014-02-06 2019-07-22 1573 1753 -180 -180 . 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 1193 1401 -208 -208 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2019-07-25 1450 1652 -202 -202 . 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 2115 2119 -4 -4 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2019-07-25 3971 3990 -19 -19 . 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 2019-07-25 867 880 -13 -13 . FNMA 468852 4.1% 08/01/21 2013-10-23 2019-07-25 361 391 -30 -30 . FNMA 469130 4.87% 10/01/41 2016-12-20 2019-07-25 307 335 -28 -28 . FNMA 555424 5.5% 05/01/33 2010-09-17 2019-07-25 1846 1988 -142 -142 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2019-07-25 2573 2611 -38 -38 . 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 2019-07-25 187 208 -21 -21 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2019-07-25 1661 1857 -196 -196 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2019-07-25 1579 1623 -44 -44 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2019-07-25 98 105 -7 -7 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2016-12-09 2019-07-25 168 183 -15 -15 . FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2019-07-25 936 998 -62 -62 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2019-07-25 1029 1164 -135 -135 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2019-07-25 79 87 -8 -8 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2019-07-25 171 192 -21 -21 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2019-07-25 453 460 -7 -7 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2019-07-25 1543 1629 -86 -86 . FNMA 776289 5% 05/01/34 2013-04-04 2019-07-25 332 366 -34 -34 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2019-07-25 24 25 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-07-25 191 201 -10 -10 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-07-25 33 35 -2 -2 . FANNIE MAE 2005-03-07 2019-07-25 9 9 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2019-07-25 141 149 -8 -8 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2019-07-25 433 456 -23 -23 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2019-07-25 432 457 -25 -25 . FNMA 889197 4.5% 11/01/21 2009-12-09 2019-07-25 1498 1577 -79 -79 . FNMA AA0835 5% 01/01/39 2009-07-29 2019-07-25 229 233 -4 -4 . FNMA AB1693 4% 11/01/40 2011-03-01 2019-07-25 831 816 15 15 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-07-25 1398 1421 -23 -23 . FNMA POOL MA1213 2014-02-28 2019-07-25 796 796 . FNMA POOL MA1546 2014-03-19 2019-07-25 1302 1302 . FNMA MA2369 4% 08/01/45 2016-04-05 2019-07-25 277 300 -23 -23 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2019-07-25 178 174 4 4 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2019-07-25 1959 1947 12 12 . WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2 2013-09-27 2019-07-25 986 1001 -15 -15 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2019-07-26 3250 3281 -31 -31 . 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 33221 32487 734 734 52000. GOLDMAN SACHS GROUP INC SR NTS MTN VAR RT 07/24/2023 DTD 2018-04-11 2019-07-26 52417 50977 1440 1440 35000. GOLDMAN SACHS GROUP INC SR NTS VAR RT 10/31/2022 DTD 2018-09-24 2019-07-26 35224 34288 936 936 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 1960-11-11 2019-07-29 1163 1163 1163 . FNMA AD0910 VAR RATE 04/01/20 2012-10-17 2019-07-29 22721 26608 -3887 -3887 450000. USA TREAS NOTES 2019-07-31 450000 450000 99. SVB FINANCIAL GROUP 2019-08-14 18895 13045 5850 5850 64. SVB FINANCIAL GROUP 2019-08-14 12166 7890 4276 4276 151. APTIV PLC 2019-08-14 12005 13147 -1142 -1142 84. APTIV PLC 2018-04-26 2019-08-14 6749 7312 -563 -563 219. APTIV PLC 2019-08-14 17481 17255 226 226 75000. AGL CAPITAL CORP 5 1/4% AUG 15 2019 2009-08-05 2019-08-15 75000 74837 163 163 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2019-08-15 354 370 -16 -16 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2019-08-15 265 295 -30 -30 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2019-08-15 67 70 -3 -3 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2019-08-15 1396 1443 -47 -47 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2019-08-15 3639 3603 36 36 . 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 1348 1343 5 5 . FREDDIE MAC 2005-01-19 2019-08-15 28 29 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2019-08-15 483 525 -42 -42 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2019-08-15 3635 3822 -187 -187 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2019-08-15 403 425 -22 -22 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2019-08-15 382 427 -45 -45 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2019-08-15 886 997 -111 -111 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2019-08-15 372 421 -49 -49 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2019-08-15 859 982 -123 -123 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2019-08-15 1812 1993 -181 -181 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2019-08-15 379 419 -40 -40 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2019-08-15 5189 5579 -390 -390 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2019-08-15 1019 1055 -36 -36 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2019-08-15 2386 2329 57 57 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2019-08-15 3029 3092 -63 -63 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2011-04-19 2019-08-15 1107 1202 -95 -95 . FHLMC 2011-10-05 2019-08-15 74 82 -8 -8 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2019-08-15 764 784 -20 -20 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2019-08-15 615 685 -70 -70 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2019-08-15 887 991 -104 -104 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2019-08-15 4280 5136 -856 -856 . FREDDIE MAC 2005-09-15 2019-08-15 828 849 -21 -21 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2011-04-19 2019-08-15 1142 1228 -86 -86 . 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 3989 4279 -290 -290 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2019-08-15 8716 9816 -1100 -1100 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2019-08-15 1525 1660 -135 -135 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2019-08-15 876 902 -26 -26 . GNMA 737022 4.5% 02/15/40 2010-05-13 2019-08-15 1309 1342 -33 -33 . GNMA POOL NO 550851 2001-10-17 2019-08-15 128 133 -5 -5 . GNMA 550750 5.5% 12/15/35 2013-07-23 2019-08-15 167 183 -16 -16 . GNMA 658181 5.5% 11/15/36 2011-01-26 2019-08-15 70 76 -6 -6 . GNMA 701738 5% 03/15/39 2009-07-29 2019-08-15 1059 1083 -24 -24 121. SVB FINANCIAL GROUP 2015-02-05 2019-08-15 22592 14546 8046 8046 . SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2 2018-08-31 2019-08-15 21619 21575 44 44 93000. WORLD FINANCIAL NETWORK CREDIT 2017-B CL A 1.980% 06/15/2023 2017-08-15 2019-08-15 93000 92989 11 11 417. APTIV PLC 2019-08-15 33060 29526 3534 3534 . GNMA 2003-26 CL MB 2019-08-16 671 726 -55 -55 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2019-08-16 1002 1108 -106 -106 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2019-08-16 2397 2573 -176 -176 . GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010 2016-12-14 2019-08-16 1757 1809 -52 -52 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2019-08-16 1792 1792 . CAP AUTO RECEIVABLES ASSET TR 2015-3 2015-3 CL C 2.9% 12/21/2020 DTD 2018-07-17 2019-08-20 105907 105940 -33 -33 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2019-08-20 1171 1230 -59 -59 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2019-08-20 750 794 -44 -44 . GOVERNMENT NATL MTG ASSN GTD REMIC 2011-04-13 2019-08-20 1890 2089 -199 -199 . GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002 2013-05-16 2019-08-20 1837 2124 -287 -287 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2013-05-22 2019-08-20 1346 1515 -169 -169 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2019-08-20 1381 1497 -116 -116 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2019-08-20 2095 2325 -230 -230 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2019-08-20 801 906 -105 -105 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2012-12-07 2019-08-20 753 887 -134 -134 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2019-08-20 1807 2060 -253 -253 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2014-02-06 2019-08-20 1209 1348 -139 -139 35084. JPMORGAN BETABUILDERS EUROPE ETF 2018-07-20 2019-08-22 805249 873942 -68693 -68693 . FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991 2013-06-11 2019-08-26 1206 1416 -210 -210 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2019-08-26 1625 1852 -227 -227 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2019-08-26 4459 4459 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2019-08-26 2248 2253 -5 -5 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2019-08-26 4462 4483 -21 -21 . 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 1377 1397 -20 -20 . FNMA 468852 4.1% 08/01/21 2013-10-23 2019-08-26 340 368 -28 -28 . FNMA 469130 4.87% 10/01/41 2016-12-20 2019-08-26 279 304 -25 -25 . FNMA 555424 5.5% 05/01/33 2010-09-17 2019-08-26 2520 2713 -193 -193 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2019-08-26 3583 3637 -54 -54 . 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 2019-08-26 188 209 -21 -21 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2019-08-26 532 594 -62 -62 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2019-08-26 887 911 -24 -24 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2019-08-26 108 116 -8 -8 . FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2019-08-26 918 979 -61 -61 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2019-08-26 3101 3177 -76 -76 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2019-08-26 937 1060 -123 -123 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2019-08-26 186 204 -18 -18 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2019-08-26 152 170 -18 -18 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2019-08-26 425 431 -6 -6 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2019-08-26 1463 1545 -82 -82 . FNMA 776289 5% 05/01/34 2013-04-04 2019-08-26 341 375 -34 -34 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2019-08-26 24 25 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-08-26 3520 3692 -172 -172 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-08-26 34 37 -3 -3 . FANNIE MAE 2005-03-07 2019-08-26 9 9 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2019-08-26 145 153 -8 -8 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2019-08-26 435 457 -22 -22 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2019-08-26 444 470 -26 -26 . FNMA 889197 4.5% 11/01/21 2009-12-09 2019-08-26 1379 1452 -73 -73 . FNMA AA0835 5% 01/01/39 2009-07-29 2019-08-26 494 504 -10 -10 . FNMA AB1693 4% 11/01/40 2011-03-01 2019-08-26 4597 4518 79 79 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-08-26 700 712 -12 -12 . FNMA POOL MA1213 2014-02-28 2019-08-26 638 638 . FNMA POOL MA1546 2014-03-19 2019-08-26 1494 1494 . FNMA MA2369 4% 08/01/45 2016-04-05 2019-08-26 308 334 -26 -26 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2019-08-26 183 179 4 4 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2019-08-26 232 230 2 2 . WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2 2013-09-27 2019-08-26 1162 1180 -18 -18 . 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 56 55 1 1 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2019-08-27 279 282 -3 -3 . 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 3856 4198 -342 -342 . FNMA AD0910 VAR RATE 04/01/20 2012-10-17 2019-08-27 548 641 -93 -93 . 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 19000 19250 -250 -250 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2019-09-16 199 208 -9 -9 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2019-09-16 75 83 -8 -8 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2019-09-16 66 70 -4 -4 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2019-09-16 1287 1331 -44 -44 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2019-09-16 165 164 1 1 . FEDERAL HOME LOAN MORTGAGE CORP 1996-05-08 2019-09-16 9 9 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2019-09-16 909 906 3 3 . FREDDIE MAC 2005-01-19 2019-09-16 28 29 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2019-09-16 1621 1761 -140 -140 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2019-09-16 346 364 -18 -18 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2019-09-16 404 427 -23 -23 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2019-09-16 702 784 -82 -82 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2019-09-16 1321 1487 -166 -166 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2019-09-16 390 441 -51 -51 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2019-09-16 445 509 -64 -64 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2019-09-16 904 995 -91 -91 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2019-09-16 394 436 -42 -42 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2019-09-16 2931 3151 -220 -220 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2019-09-16 17874 18508 -634 -634 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2019-09-16 2372 2315 57 57 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2019-09-16 4675 4772 -97 -97 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2011-04-19 2019-09-16 205 223 -18 -18 . FHLMC 2011-10-05 2019-09-16 73 80 -7 -7 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2019-09-16 538 553 -15 -15 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2019-09-16 606 675 -69 -69 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2019-09-16 1259 1406 -147 -147 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2019-09-16 3465 4158 -693 -693 . FREDDIE MAC 2005-09-15 2019-09-16 83 85 -2 -2 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2011-04-19 2019-09-16 2323 2498 -175 -175 . 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 2085 2237 -152 -152 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2019-09-16 6378 7184 -806 -806 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2019-09-16 2674 2911 -237 -237 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2019-09-16 635 654 -19 -19 . GNMA 737022 4.5% 02/15/40 2010-05-13 2019-09-16 2727 2795 -68 -68 . GNMA POOL NO 550851 2001-10-17 2019-09-16 137 142 -5 -5 . GNMA 550750 5.5% 12/15/35 2013-07-23 2019-09-16 168 183 -15 -15 . GNMA 658181 5.5% 11/15/36 2011-01-26 2019-09-16 71 77 -6 -6 . GNMA 701738 5% 03/15/39 2009-07-29 2019-09-16 507 519 -12 -12 . GNMA 2003-26 CL MB 2019-09-16 368 398 -30 -30 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2019-09-16 1347 1489 -142 -142 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2019-09-16 2502 2686 -184 -184 . GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010 2016-12-14 2019-09-16 2230 2297 -67 -67 35000. REPUBLIC SERVICES INC 5 1/2% SEP 15 2019 2013-01-08 2019-09-16 35000 41843 -6843 -6843 . SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2 2018-08-31 2019-09-16 19148 19109 39 39 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2019-09-17 1800 1800 35000. TD AMERITRADE HOLDING CO 5.6% DEC 01 2019 2012-11-14 2019-09-18 35229 41724 -6495 -6495 46000. 21ST CENTY FOX AMER 8.875% 04/26/2023 DTD 04/26/1993 2019-09-18 56065 64257 -8192 -8192 . CAP AUTO RECEIVABLES ASSET TR 2015-3 2015-3 CL C 2.9% 12/21/2020 DTD 2018-07-17 2019-09-20 94880 94909 -29 -29 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2019-09-20 1226 1289 -63 -63 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2019-09-20 1655 1752 -97 -97 . GOVERNMENT NATL MTG ASSN GTD REMIC 2011-04-13 2019-09-20 2157 2384 -227 -227 . GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002 2013-05-16 2019-09-20 1440 1665 -225 -225 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2013-05-22 2019-09-20 1069 1204 -135 -135 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2019-09-20 1117 1211 -94 -94 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2019-09-20 2574 2855 -281 -281 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2019-09-20 1044 1181 -137 -137 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2012-12-07 2019-09-20 782 921 -139 -139 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2019-09-20 1602 1826 -224 -224 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2014-02-06 2019-09-20 1267 1413 -146 -146 28109. VANGUARD BD INDEX FD INC 2019-07-25 2019-09-20 2265943 2259947 5996 5996 65000. PETROLEOS MEXICANOS 6.0% 03/05/2020 DTD 09/30/2010 2014-06-25 2019-09-23 66045 72800 -6755 -6755 50000. PETROLEOS MEXICANOS 4.875% 01/24/2022 DTD 09/07/2012 2014-03-17 2019-09-23 51875 52098 -223 -223 . 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 1211 1422 -211 -211 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2019-09-25 1796 2048 -252 -252 . 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 2225 2230 -5 -5 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2019-09-25 4620 4642 -22 -22 . FNMA 256749 6% 06/01/37 2008-09-30 2019-09-25 1086 1102 -16 -16 . FNMA 468852 4.1% 08/01/21 2013-10-23 2019-09-25 341 370 -29 -29 . FNMA 469130 4.87% 10/01/41 2016-12-20 2019-09-25 281 306 -25 -25 . FNMA 555424 5.5% 05/01/33 2010-09-17 2019-09-25 1930 2078 -148 -148 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2019-09-25 1420 1441 -21 -21 . 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 2019-09-25 186 207 -21 -21 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2019-09-25 527 589 -62 -62 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2019-09-25 1453 1493 -40 -40 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2019-09-25 215 231 -16 -16 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2016-12-09 2019-09-25 2102 2288 -186 -186 . FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2019-09-25 901 961 -60 -60 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2019-09-25 4701 4816 -115 -115 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2019-09-25 727 822 -95 -95 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2019-09-25 117 129 -12 -12 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2019-09-25 172 193 -21 -21 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2019-09-25 699 709 -10 -10 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2019-09-25 1742 1839 -97 -97 . FNMA 776289 5% 05/01/34 2013-04-04 2019-09-25 341 376 -35 -35 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2019-09-25 24 25 -1 -1 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-09-25 160 167 -7 -7 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-09-25 2673 2846 -173 -173 . FANNIE MAE 2005-03-07 2019-09-25 9 9 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2019-09-25 142 151 -9 -9 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2019-09-25 434 456 -22 -22 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2019-09-25 456 483 -27 -27 . FNMA 889197 4.5% 11/01/21 2009-12-09 2019-09-25 1384 1457 -73 -73 . FNMA AA0835 5% 01/01/39 2009-07-29 2019-09-25 189 193 -4 -4 . FNMA AB1693 4% 11/01/40 2011-03-01 2019-09-25 904 888 16 16 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-09-25 1173 1192 -19 -19 . FNMA POOL MA1213 2014-02-28 2019-09-25 595 595 . FNMA POOL MA1546 2014-03-19 2019-09-25 1102 1102 . FNMA MA2369 4% 08/01/45 2016-04-05 2019-09-25 1806 1957 -151 -151 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2019-09-25 182 178 4 4 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2019-09-25 326 324 2 2 . WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2 2013-09-27 2019-09-25 1864 1893 -29 -29 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2019-09-26 280 283 -3 -3 . 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 2404 2815 -411 -411 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2019-10-15 245 257 -12 -12 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2019-10-15 169 188 -19 -19 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2019-10-15 67 70 -3 -3 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2019-10-15 962 994 -32 -32 . FEDERAL HOME LOAN MORTGAGE CORP 1996-05-08 2019-10-15 9 9 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2019-10-15 991 987 4 4 . FREDDIE MAC 2005-01-19 2019-10-15 28 29 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2019-10-15 471 512 -41 -41 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2019-10-15 293 309 -16 -16 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2019-10-15 406 428 -22 -22 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2019-10-15 217 242 -25 -25 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2019-10-15 876 986 -110 -110 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2019-10-15 334 378 -44 -44 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2019-10-15 602 689 -87 -87 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2019-10-15 475 523 -48 -48 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2019-10-15 390 432 -42 -42 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2019-10-15 4404 4735 -331 -331 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2019-10-15 897 929 -32 -32 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2019-10-15 2358 2302 56 56 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2019-10-15 3281 3348 -67 -67 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2011-04-19 2019-10-15 63 68 -5 -5 . FHLMC 2011-10-05 2019-10-15 89 98 -9 -9 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2019-10-15 679 697 -18 -18 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2019-10-15 674 750 -76 -76 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2019-10-15 632 706 -74 -74 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2019-10-15 3402 4082 -680 -680 . FREDDIE MAC 2005-09-15 2019-10-15 82 84 -2 -2 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2011-04-19 2019-10-15 1239 1333 -94 -94 . 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 2154 2311 -157 -157 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2019-10-15 3278 3569 -291 -291 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2019-10-15 532 548 -16 -16 . GNMA 737022 4.5% 02/15/40 2010-05-13 2019-10-15 1985 2035 -50 -50 . GNMA POOL NO 550851 2001-10-17 2019-10-15 123 128 -5 -5 . GNMA 550750 5.5% 12/15/35 2013-07-23 2019-10-15 307 335 -28 -28 . GNMA 658181 5.5% 11/15/36 2011-01-26 2019-10-15 71 77 -6 -6 . GNMA 701738 5% 03/15/39 2009-07-29 2019-10-15 490 501 -11 -11 . SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2 2018-08-31 2019-10-15 18596 18559 37 37 . GNMA 2003-26 CL MB 2019-10-16 387 419 -32 -32 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2019-10-16 1159 1281 -122 -122 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2019-10-16 3446 3700 -254 -254 . GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010 2016-12-14 2019-10-16 3075 3167 -92 -92 195000. BK OF AMER CORP SR NTS MTN 3.3% 01/11/2023 DTD 2016-02-09 2019-10-17 201659 193323 8336 8336 75000. EXPRESS SCRIPTS HLDG 3.5% 06/15/2024 DTD 06/05/2014 2016-03-23 2019-10-17 77869 74442 3427 3427 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2019-10-17 6293 7088 -795 -795 400000. CAP AUTO RECEIVABLES ASSET TR 2015-3 2015-3 CL C 2.9% 12/21/20 2018-07-17 2019-10-21 2224 2225 -1 -1 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2019-10-21 1073 1127 -54 -54 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2019-10-21 2282 2416 -134 -134 . GOVERNMENT NATL MTG ASSN GTD REMIC 2011-04-13 2019-10-21 924 1022 -98 -98 . GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002 2013-05-16 2019-10-21 1714 1981 -267 -267 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2019-10-21 1361 1475 -114 -114 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2019-10-21 2581 2864 -283 -283 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2019-10-21 829 938 -109 -109 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2012-12-07 2019-10-21 677 797 -120 -120 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2019-10-21 523 596 -73 -73 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2014-02-06 2019-10-21 1322 1474 -152 -152 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2019-10-23 202 200 2 2 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2013-05-22 2019-10-23 1075 1211 -136 -136 10000. DUKE RLTY LP 3.875% 02/15/2021 DTD 12/03/2013 2017-01-26 2019-10-24 10232 10394 -162 -162 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2019-10-25 1643 1623 20 20 524. DISNEY WALT CO 2019-10-25 68820 53702 15118 15118 . FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991 2013-06-11 2019-10-25 1231 1445 -214 -214 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2019-10-25 1780 2029 -249 -249 . 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 2440 2446 -6 -6 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2019-10-25 4478 4499 -21 -21 . FNMA 256749 6% 06/01/37 2008-09-30 2019-10-25 804 816 -12 -12 . FNMA 468852 4.1% 08/01/21 2013-10-23 2019-10-25 365 395 -30 -30 . FNMA 469130 4.87% 10/01/41 2016-12-20 2019-10-25 312 340 -28 -28 . FNMA 555424 5.5% 05/01/33 2010-09-17 2019-10-25 1827 1967 -140 -140 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2019-10-25 1475 1497 -22 -22 . 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 2019-10-25 606 578 28 28 . FNMA AU6278 5% 11/01/43 2014-10-28 2019-10-25 178 198 -20 -20 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2019-10-25 165 184 -19 -19 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2019-10-25 1414 1453 -39 -39 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2019-10-25 93 100 -7 -7 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2016-12-09 2019-10-25 596 649 -53 -53 . FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2019-10-25 884 942 -58 -58 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2019-10-25 4991 5114 -123 -123 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2019-10-25 747 845 -98 -98 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2019-10-25 140 154 -14 -14 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2019-10-25 85 95 -10 -10 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2019-10-25 582 590 -8 -8 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2019-10-25 1511 1596 -85 -85 . FNMA 776289 5% 05/01/34 2013-04-04 2019-10-25 349 385 -36 -36 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2019-10-25 24 26 -2 -2 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-10-25 161 168 -7 -7 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-10-25 26 28 -2 -2 . FANNIE MAE 2005-03-07 2019-10-25 3171 3426 -255 -255 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2019-10-25 144 153 -9 -9 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2019-10-25 435 458 -23 -23 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2019-10-25 437 463 -26 -26 . FNMA 889197 4.5% 11/01/21 2009-12-09 2019-10-25 1260 1327 -67 -67 . FNMA AA0835 5% 01/01/39 2009-07-29 2019-10-25 70 72 -2 -2 . FNMA AB1693 4% 11/01/40 2011-03-01 2019-10-25 4308 4233 75 75 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-10-25 1383 1405 -22 -22 . 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 1177 1275 -98 -98 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2019-10-25 286 280 6 6 80000. LIFE TECHNOLOGIES CORP SR NOTES 6% MAR 01 2020 2017-01-27 2019-10-25 81106 87629 -6523 -6523 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2019-10-25 212 211 1 1 . WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 06/25/2 2013-09-27 2019-10-25 1390 1411 -21 -21 131. ACCENTURE PLC 2019-10-25 23991 11758 12233 12233 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2019-10-28 2041 2041 167. ACCENTURE PLC 2019-10-28 30684 13889 16795 16795 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2019-10-29 297 300 -3 -3 . 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 31702 37127 -5425 -5425 75000. PNC FINL SERVICES 3.9% 04/29/2024 DTD 04/28/2014 2015-02-27 2019-10-29 80082 78226 1856 1856 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 27789 26164 1625 1625 . WASHINGTON MUTUAL 2019-11-05 2073 2073 2073 . CASH RECEIPT SECURITIES LITIGATION 2019-11-05 2311 2311 2311 5000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017 2017-11-01 2019-11-06 5019 5066 -47 -47 4000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017 2019-11-06 4015 4052 -37 -37 12000. WALGREENS BOOTS ALLIANCE 4.500% 11/18/2034 DTD 11/18/2014 2017-01-25 2019-11-06 12326 12014 312 312 73000. WALGREENS BOOTS ALLIANCE 4.500% 11/18/2034 DTD 11/18/2014 2017-01-25 2019-11-06 74095 73082 1013 1013 341. NISOURCE INC 2019-11-11 8944 6571 2373 2373 438. NISOURCE INC 2019-11-11 11434 7556 3878 3878 353. NISOURCE INC 2019-11-12 9198 5379 3819 3819 883. NISOURCE INC 2019-11-12 22985 8702 14283 14283 79. NISOURCE INC 2013-02-26 2019-11-12 2055 764 1291 1291 85. NISOURCE INC 2013-02-26 2019-11-13 2230 822 1408 1408 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2019-11-15 685 717 -32 -32 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2019-11-15 282 314 -32 -32 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2019-11-15 76 80 -4 -4 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2019-11-15 1494 1544 -50 -50 . 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 1303 1299 4 4 . FREDDIE MAC 2005-01-19 2019-11-15 28 29 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2019-11-15 2268 2464 -196 -196 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2019-11-15 298 314 -16 -16 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2019-11-15 407 430 -23 -23 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2019-11-15 205 229 -24 -24 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2019-11-15 959 1079 -120 -120 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2019-11-15 349 396 -47 -47 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2019-11-15 1886 2156 -270 -270 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2019-11-15 1346 1480 -134 -134 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2019-11-15 384 425 -41 -41 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2019-11-15 3146 3382 -236 -236 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2019-11-15 13294 13765 -471 -471 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2019-11-15 2344 2288 56 56 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2019-11-15 3965 4047 -82 -82 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2011-04-19 2019-11-15 145 158 -13 -13 . FHLMC 2011-10-05 2019-11-15 78 86 -8 -8 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2019-11-15 1085 1114 -29 -29 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2019-11-15 1267 1411 -144 -144 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2019-11-15 1158 1294 -136 -136 . FREDDIE MAC 2005-09-15 2019-11-15 85 87 -2 -2 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2011-04-19 2019-11-15 1467 1577 -110 -110 . FHLMC 3508 CL PK 4.0% 02/15/2039 DTD 02/01/2009 2011-04-27 2019-11-15 116 117 -1 -1 . FHLMC 3548 CL ZE 5.5% 12/15/2032 DTD 07/01/2009 2018-11-16 2019-11-15 3383 3629 -246 -246 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2019-11-15 6355 7157 -802 -802 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2019-11-15 1536 1672 -136 -136 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2019-11-15 949 978 -29 -29 . GNMA 737022 4.5% 02/15/40 2010-05-13 2019-11-15 2266 2323 -57 -57 . GNMA POOL NO 550851 2001-10-17 2019-11-15 131 136 -5 -5 . GNMA 550750 5.5% 12/15/35 2013-07-23 2019-11-15 5555 6075 -520 -520 . GNMA 658181 5.5% 11/15/36 2011-01-26 2019-11-15 71 78 -7 -7 . GNMA 701738 5% 03/15/39 2009-07-29 2019-11-15 478 489 -11 -11 22000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017 2017-11-01 2019-11-15 22198 22286 -88 -88 . SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2 2018-08-31 2019-11-15 19416 19376 40 40 5000. FEDEX CORP 3.9% 02/01/2035 DTD 01/09/2015 2015-01-13 2019-11-18 5101 5038 63 63 90000. FEDEX CORP 4.1% 02/01/2045 DTD 01/09/2015 2017-01-27 2019-11-18 88532 84601 3931 3931 . GNMA 2003-26 CL MB 2019-11-18 681 737 -56 -56 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2019-11-18 1726 1909 -183 -183 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2019-11-18 2572 2761 -189 -189 . GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010 2016-12-14 2019-11-18 1703 1754 -51 -51 2000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017 2017-11-01 2019-11-19 2025 2026 -1 -1 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2019-11-20 1100 1156 -56 -56 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2019-11-20 2399 2540 -141 -141 . GOVERNMENT NATL MTG ASSN GTD REMIC 2011-04-13 2019-11-20 1235 1365 -130 -130 . GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002 2013-05-16 2019-11-20 1613 1865 -252 -252 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2013-05-22 2019-11-20 731 823 -92 -92 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2019-11-20 1342 1454 -112 -112 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2019-11-20 2407 2671 -264 -264 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2019-11-20 986 1115 -129 -129 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2012-12-07 2019-11-20 856 1009 -153 -153 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2019-11-20 1883 2146 -263 -263 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2014-02-06 2019-11-20 1986 2214 -228 -228 518. CELGENE CORP. 2019-11-21 55960 24103 31857 31857 1538. CELGENE CORP. 2019-11-21 166150 143579 22571 22571 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2019-11-21 3763 3726 37 37 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2019-11-21 3339 4007 -668 -668 . GM FINL AUTOMOBILE LEASING TR 2018-2 2018-2 CL A3 3.06% 06/21/2021 D 2018-06-19 2019-11-21 7043 7043 75000. ORACLE CORP 6 1/2% APR 15 2038 2008-04-02 2019-11-21 108173 74871 33302 33302 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2019-11-21 1818 1818 791. RTS BRISTOL-MYERS SQUIBB-CVR 2019-11-21 2019-11-25 1657 1819 -162 -162 83. RTS BRISTOL-MYERS SQUIBB-CVR 2019-11-21 2019-11-25 173 191 -18 -18 34. RTS BRISTOL-MYERS SQUIBB-CVR 2019-11-21 2019-11-25 71 78 -7 -7 2. RTS BRISTOL-MYERS SQUIBB-CVR 2019-11-21 2019-11-25 4 5 -1 -1 . CHL MTG PASS-THROUGH TR 2003-56 2003-56 CL 4A1 VAR RT 12/25/2033 DTD 2014-02-25 2019-11-25 52 51 1 1 . FNMA 1991-52 CL J 8.5% 05/25/2021 DTD 05/01/1991 2013-06-11 2019-11-25 1160 1363 -203 -203 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2019-11-25 2264 2581 -317 -317 . FNMA 2013-M9 CL A2 VAR RT 01/25/2023 DTD 06/01/2013 2016-01-21 2019-11-25 6261 6261 . FNMA 2014-73 CL PJ 3.0% 12/25/2043 DTD 10/01/2014 2016-12-09 2019-11-25 2354 2359 -5 -5 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2019-11-25 4945 4969 -24 -24 . 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 2019-11-25 873 886 -13 -13 . FNMA 468852 4.1% 08/01/21 2013-10-23 2019-11-25 344 373 -29 -29 . FNMA 469130 4.87% 10/01/41 2016-12-20 2019-11-25 284 309 -25 -25 . FNMA 555424 5.5% 05/01/33 2010-09-17 2019-11-25 2088 2249 -161 -161 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2019-11-25 3526 3579 -53 -53 . 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 2019-11-25 560 535 25 25 . FNMA AU6278 5% 11/01/43 2014-10-28 2019-11-25 176 196 -20 -20 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2019-11-25 378 423 -45 -45 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2019-11-25 933 958 -25 -25 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2019-11-25 97 104 -7 -7 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2016-12-09 2019-11-25 491 535 -44 -44 . FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2019-11-25 867 925 -58 -58 . FNMA 2005-48 CL AU 5.5% 06/25/2035 DTD 05/01/2005 2015-03-02 2019-11-25 995 1189 -194 -194 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2019-11-25 1752 1795 -43 -43 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2019-11-25 483 546 -63 -63 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2019-11-25 133 147 -14 -14 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2019-11-25 146 164 -18 -18 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2019-11-25 535 542 -7 -7 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2019-11-25 1324 1398 -74 -74 . FNMA 776289 5% 05/01/34 2013-04-04 2019-11-25 4667 5142 -475 -475 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2019-11-25 24 26 -2 -2 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-11-25 163 171 -8 -8 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-11-25 27 29 -2 -2 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2019-11-25 145 153 -8 -8 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2019-11-25 439 462 -23 -23 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2019-11-25 61920 65504 -3584 -3584 . FNMA 889197 4.5% 11/01/21 2009-12-09 2019-11-25 1287 1355 -68 -68 . FNMA AA0835 5% 01/01/39 2009-07-29 2019-11-25 519 529 -10 -10 . FNMA AB1693 4% 11/01/40 2011-03-01 2019-11-25 781 768 13 13 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-11-25 1463 1487 -24 -24 . FNMA POOL MA1213 2014-02-28 2019-11-25 930 930 . FNMA POOL MA1546 2014-03-19 2019-11-25 1274 1274 . FNMA MA2369 4% 08/01/45 2016-04-05 2019-11-25 2660 2883 -223 -223 . FNMA AD0910 VAR RATE 04/01/20 2012-10-17 2019-11-25 20 23 -3 -3 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2019-11-25 4849 4745 104 104 8000. MAGELLAN HEALTH SRVCS 4.400% 09/22/2024 DTD 09/22/2017 2017-11-01 2019-11-25 8118 8104 14 14 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2019-11-25 1283 1276 7 7 1000000. WELLS FARGO MTG BACKED SECURITIES TR 2005-AR10 CL 2A2 VAR RT 2013-09-27 2019-11-25 37226 37808 -582 -582 988. RTS BRISTOL-MYERS SQUIBB-CVR 2019-11-21 2019-11-26 2099 2272 -173 -173 15413.07 FIDELITY 500 INDEX-INST PRM 2019-02-22 2019-11-26 1686806 1500000 186806 186806 5591.726 FIDELITY 500 INDEX-INST PRM 2018-11-02 2019-11-26 611958 532713 79245 79245 158. RTS BRISTOL-MYERS SQUIBB-CVR 2019-11-21 2019-11-27 334 363 -29 -29 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2019-11-29 282 285 -3 -3 . 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 36833 35668 1165 1165 25000. VIACOMCBS INC SR NTS 3.875% 04/01/2024 DTD 2014-03-04 2019-12-09 26371 24798 1573 1573 45000. PHILLIPS 66 3.9% 03/15/2028 DTD 03/01/2018 2018-03-28 2019-12-12 48971 44781 4190 4190 . FHLMC GOLD G02927 5.5% 04/01/37 2009-09-30 2019-12-16 597 625 -28 -28 . FHLMC GOLD G04792 6.5% 10/01/38 2011-02-22 2019-12-16 66 73 -7 -7 . FHLMC GOLD G06203 5% 03/01/37 2011-03-02 2019-12-16 68 71 -3 -3 . FHLMC GOLD G08354 5% 07/01/39 2009-09-30 2019-12-16 1749 1808 -59 -59 . FEDERAL HOME LOAN MORTGAGE CORP 1996-05-08 2019-12-16 9 9 . FHLMC GOLD A90316 4.5% 12/01/39 2009-12-29 2019-12-16 774 771 3 3 . FREDDIE MAC 2005-01-19 2019-12-16 28 29 -1 -1 . FHLMC GOLD C46102 5.5% 08/01/29 2013-07-01 2019-12-16 477 518 -41 -41 . FHLMC GOLD U90234 3% 10/01/42 2012-10-11 2019-12-16 347 365 -18 -18 . FHLMC GOLD U93118 3.5% 02/01/46 2016-06-07 2019-12-16 431 455 -24 -24 . FHLMC 2338 CL ZC 6.5% 07/15/2031 DTD 07/01/2001 2011-04-19 2019-12-16 592 661 -69 -69 . FHLMC 1611 CL Z 6.5% 11/15/2023 DTD 11/01/1993 2013-08-19 2019-12-16 812 913 -101 -101 . FHLMC 1974 CL ZA 7.0% 07/15/2027 DTD 07/01/1997 2011-04-25 2019-12-16 402 456 -54 -54 . FHLMC 2122 CL ZE 6.0% 02/15/2029 DTD 02/01/1999 2013-01-30 2019-12-16 826 944 -118 -118 . FHLMC 2310 CL Z 6.0% 04/15/2031 DTD 04/01/2001 2013-09-19 2019-12-16 764 840 -76 -76 . FHLMC 2355 CL AE 6.0% 09/15/2031 DTD 09/01/2001 2017-01-27 2019-12-16 461 510 -49 -49 . FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011 2012-01-06 2019-12-16 3306 3554 -248 -248 . FHLMC 3939 CL BZ 4.5% 06/15/2041 DTD 10/01/2011 2018-05-16 2019-12-16 886 917 -31 -31 . FHLMC 4616 CL HP 3.0% 09/15/2046 DTD 09/01/2016 2018-03-27 2019-12-16 2330 2275 55 55 . FHLMC 3735 CL KL 3.5% 10/15/2025 DTD 10/01/2010 2018-01-23 2019-12-16 3907 3987 -80 -80 . FHLMC 2532 CL PH 5.5% 12/15/2032 DTD 12/01/2002 2011-04-19 2019-12-16 63 69 -6 -6 . FHLMC 2011-10-05 2019-12-16 56 61 -5 -5 . FHLMC 2590 CL OA 4.0% 03/15/2033 DTD 03/01/2003 2011-04-13 2019-12-16 666 684 -18 -18 . FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003 2019-12-16 752 837 -85 -85 . FHLMC 2696 CL DG 5.5% 10/15/2033 DTD 10/01/2003 2019-12-16 552 616 -64 -64 . FHLMC 2949 CL PB 5.5% 03/15/2035 DTD 03/01/2005 2012-11-07 2019-12-16 3278 3933 -655 -655 . FREDDIE MAC 2005-09-15 2019-12-16 90 93 -3 -3 . FHLMC 3027 CL DE 5.0% 09/15/2025 DTD 09/01/2005 2011-04-19 2019-12-16 1503 1616 -113 -113 . 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 4232 4541 -309 -309 . FHLMC 3684 CL CY 4.5% 06/15/2025 DTD 06/01/2010 2015-05-05 2019-12-16 6304 7100 -796 -796 . FHLMC 3653 CL B 4.5% 04/15/2030 DTD 04/01/2010 2011-12-29 2019-12-16 1710 1862 -152 -152 . FHLMC 3631 CL PA 4.0% 02/15/2040 DTD 02/01/2010 2011-04-26 2019-12-16 1053 1084 -31 -31 . GNMA 737022 4.5% 02/15/40 2010-05-13 2019-12-16 1854 1900 -46 -46 . GNMA POOL NO 550851 2001-10-17 2019-12-16 140 146 -6 -6 . GNMA 550750 5.5% 12/15/35 2013-07-23 2019-12-16 165 181 -16 -16 . GNMA 658181 5.5% 11/15/36 2011-01-26 2019-12-16 138 149 -11 -11 . GNMA 701738 5% 03/15/39 2009-07-29 2019-12-16 100 102 -2 -2 . GNMA 2003-26 CL MB 2019-12-16 638 690 -52 -52 . GNMA 2004-19 CL KE 5.0% 03/16/2034 DTD 03/01/2004 2019-12-16 1215 1344 -129 -129 . GNMA 2009-84 CL C 4.0% 09/16/2024 DTD 09/01/2009 2013-06-18 2019-12-16 3347 3593 -246 -246 . GNMA 2010-162 CL QK 4.5% 06/16/2039 DTD 12/01/2010 2016-12-14 2019-12-16 3058 3149 -91 -91 . SANTANDER DRIVE AUTO RECEIVABLES TR 2016-2 2016-2 CL C 2.66% 11/15/2 2018-08-31 2019-12-16 17574 17538 36 36 . FHLMC POOL 1J1749 ARM 06/01/2037 DTD 06/01/2007 2007-08-23 2019-12-17 8520 8436 84 84 . UBS COML MTG TR 2018-C10 2018-C10 CL A1 3.1847% 05/15/2051 DTD 05/01 2018-05-23 2019-12-17 2058 2058 90000. BUCKEYE PARTNERS LP SR NTS 4.35% 10/15/2024 DTD 2019-02-22 2019-12-18 90225 89991 234 234 . GNMA II POOL 004697 5.0% 05/20/2040 DTD 05/01/2010 2010-05-13 2019-12-20 1103 1159 -56 -56 . GNMA 2003-19 CL DH 5.0% 03/20/2033 DTD 03/01/2003 2011-04-26 2019-12-20 1030 1091 -61 -61 . GOVERNMENT NATL MTG ASSN GTD REMIC 2011-04-13 2019-12-20 1300 1437 -137 -137 . GNMA 2002-79 CL KL 5.5% 11/20/2032 DTD 11/01/2002 2013-05-16 2019-12-20 1404 1624 -220 -220 . GNMA 2003-62 CL HE 5.0% 07/20/2033 DTD 07/01/2003 2013-05-22 2019-12-20 1104 1244 -140 -140 . GNMA 2003-75 CL ZA 5.5% 09/20/2033 DTD 09/01/2003 2011-04-26 2019-12-20 1208 1309 -101 -101 . GNMA 2003-84 CL PC 5.5% 10/20/2033 DTD 10/01/2003 2019-12-20 1850 2053 -203 -203 . GNMA 2004-37 CL PE 5.5% 05/20/2034 DTD 05/01/2004 2019-12-20 2660 3126 -466 -466 . GNMA 2005-26 CL XY 5.5% 03/20/2035 DTD 03/01/2005 2019-12-20 841 951 -110 -110 . GNMA 2008-83 CL ND 5.5% 09/20/2038 DTD 09/01/2008 2012-12-07 2019-12-20 552 651 -99 -99 . GNMA 2011-137 CL WA VAR RT 07/20/2040 DTD 10/01/2011 2016-03-08 2019-12-20 651 742 -91 -91 . GNMA 2008-63 CL PE 5.5% 07/20/2038 DTD 07/01/2008 2014-02-06 2019-12-20 1648 1837 -189 -189 . GM FINL AUTOMOBILE LEASING TR 2018-2 2018-2 CL A3 3.06% 06/21/2021 D 2018-06-19 2019-12-23 20926 20925 1 1 100000. XCEL ENERGY INC SR NTS 4.7% 05/15/2020 DTD 2010-05-10 2019-12-23 100000 99676 324 324 . 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 1063 1248 -185 -185 . FNMA 2011-99 CL DB 5.0% 10/25/2041 DTD 09/01/2011 2012-07-05 2019-12-26 1425 1624 -199 -199 . 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 3207 3214 -7 -7 . FNMA 2016-9 CL D 3.0% 03/25/2046 DTD 02/01/2016 2017-07-28 2019-12-26 4994 5017 -23 -23 . 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 2019-12-26 729 739 -10 -10 . FNMA 468852 4.1% 08/01/21 2013-10-23 2019-12-26 170769 184884 -14115 -14115 . FNMA 469130 4.87% 10/01/41 2016-12-20 2019-12-26 315 343 -28 -28 . FNMA 555424 5.5% 05/01/33 2010-09-17 2019-12-26 1846 1987 -141 -141 . FNMA AH5823 4.5% 02/01/41 2011-02-17 2019-12-26 1956 1985 -29 -29 . 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 2019-12-26 610 582 28 28 . FNMA AU6278 5% 11/01/43 2014-10-28 2019-12-26 190 212 -22 -22 . FNMA 2003-11 CL BY 5.5% 02/25/2033 DTD 01/01/2003 2019-12-26 323 361 -38 -38 . FNMA 2003-33 CL AM 4.25% 05/25/2033 DTD 04/01/2003 2011-04-15 2019-12-26 1450 1490 -40 -40 . FNMA 2003-42 CL JH 5.5% 05/25/2033 DTD 04/01/2003 2011-04-20 2019-12-26 503 540 -37 -37 . FNMA 2003-80 CL QG 5.0% 08/25/2033 DTD 07/01/2003 2016-12-09 2019-12-26 2408 2622 -214 -214 . FNMA 2004-60 CL LB 5.0% 04/25/2034 DTD 07/01/2004 2011-04-19 2019-12-26 851 907 -56 -56 . FNMA 2005-73 CL EZ 5.5% 08/25/2035 DTD 07/01/2005 2016-12-09 2019-12-26 3558 3645 -87 -87 . FNMA 2006-9 CL DG 5.5% 03/25/2036 DTD 02/01/2006 2019-12-26 1121 1268 -147 -147 . FNMA 2006-102 CL A 6.5% 10/25/2036 DTD 09/01/2006 2011-04-07 2019-12-26 85 94 -9 -9 . FNMA 2007-22 CL A 5.5% 03/25/2037 DTD 02/01/2007 2012-12-04 2019-12-26 240 269 -29 -29 . FNMA 2009-33 CL FB VAR RT 03/25/2037 DTD 04/25/2009 2013-03-01 2019-12-26 438 444 -6 -6 . FNMA 2010-64 CL DM 5.0% 06/25/2040 DTD 05/01/2010 2011-04-13 2019-12-26 1597 1686 -89 -89 . FNMA 776289 5% 05/01/34 2013-04-04 2019-12-26 328 362 -34 -34 . FEDERAL NATIONAL MORTGAGE ASSN 2005-02-03 2019-12-26 24 26 -2 -2 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-12-26 164 172 -8 -8 . FEDERAL NATIONAL MORTGAGE ASSN 2005-03-07 2019-12-26 14 15 -1 -1 . FNMA BC0100 3.5% 12/01/45 2016-06-07 2019-12-26 145 154 -9 -9 . FNMA BC3492 3.5% 02/01/46 2016-04-05 2019-12-26 438 461 -23 -23 . FNMA BC4899 3.5% 04/01/46 2016-06-07 2019-12-26 356 377 -21 -21 . FNMA 889197 4.5% 11/01/21 2009-12-09 2019-12-26 1120 1179 -59 -59 . FNMA AA0835 5% 01/01/39 2009-07-29 2019-12-26 71 72 -1 -1 . FNMA AB1693 4% 11/01/40 2011-03-01 2019-12-26 20963 20600 363 363 . FNMA AB3678 3.5% 10/01/41 2011-10-26 2019-12-26 1316 1338 -22 -22 . FNMA POOL MA1213 2014-02-28 2019-12-26 659 659 . FNMA POOL MA1546 2014-03-19 2019-12-26 1841 1841 . FNMA MA2369 4% 08/01/45 2016-04-05 2019-12-26 270 293 -23 -23 . FNMA AD0910 VAR RATE 04/01/20 2012-10-17 2019-12-26 22 26 -4 -4 . JPM MTG TR 2004-A1 2004-A1 CL 1A1 VAR RT 02/25/2034 DTD 02/01/2004 2019-12-26 171 168 3 3 . MERRILL LYNCH MTG INVESTORS TR SER 2003-A5 2003-A5 CL 2A6 VAR RT 2015-12-08 2019-12-26 263 261 2 2 200000. FNMA 468852 4.1% 08/01/21 1960-11-11 2019-12-30 . FNMA AL2602 VAR RATE 10/01/22 2014-10-28 2019-12-30 299 301 -2 -2 . 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 3864 4616 -752 -752 1. BOSTON PROPERTIES LP 3.800% 02/01/2024 DTD 06/27/2013 2018-01-01 2019-12-31 492 1 491 491 1. APOLLO EPF II PRIVATE INVESTORS,L.P. (OFFSHORE) CLASS A - 2018-01-01 2019-12-31 280614 125101 155513 155513 1. CRP VIII (CARLYLE) PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF 2018-01-01 2019-12-31 2731 4803 -2072 -2072 1. ENERGY TRANSFER OPERATNG 3.6% 02/01/2023 DTD 01/22/2013 2018-01-01 2019-12-31 714 1 713 713 175000. FNMA ZERO CPN 10/09/2019 DTD 10/9/1984 1984-10-09 2019-12-31 174876 175000 -124 -124 1. BSREP III (BROOKFIELD) PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF 2018-01-01 2019-12-31 56 2945 -2889 -2889 1. AP VIII (APAX) PRIVATE INVESTORS ONSHORE LLC - CLASS A (NON-SELF 2018-01-01 2019-12-31 433623 434364 -741 -741 1. GOLDENTREE OFFSHORE FUND, LTD. NON-SELF DEALING FIDUCIARY 2018-01-01 2019-12-31 5814013 2354280 3459733 3459733 1. RIVERSTONE GLOBAL ENERGY AND POWER PRIVA 2018-01-01 2019-12-31 88138 133130 -44992 -44992 1. BREP IX PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A - 2018-01-01 2019-12-31 2879 6289 -3410 -3410 1. BLACKSTONE REAL ESTATE CMBS OFFSHORE FUND LTD. NEW ISSUES 2018-01-01 2019-12-31 2072 1 2071 2071 1. DFJ GROWTH 2013 PRIVATE INVESTORS OFFSHORE, L.P. CLASS A (NON-SELF 2018-01-01 2019-12-31 325687 328307 -2620 -2620 1. KKR ASIAN FUND II PRIVATE INVESTORS OFFSHORE, LP - CLASS A - NON-SE 2018-01-01 2019-12-31 190910 197388 -6478 -6478 1. KKR NORTH AMERICA XI PRIVATE INVESTORS OFFSHORE CLASS A NON SELF 2018-01-01 2019-12-31 473926 452131 21795 21795 1. GSO PRIVATE INVESTORS OFFSHORE II, LP CLASS A - NON-SELF DEALING 2018-01-01 2019-12-31 216169 216923 -754 -754 1. CCMP III PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A - 2018-01-01 2019-12-31 210342 211788 -1446 -1446 1. WP GROWTH PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A - 2018-01-01 2019-12-31 26146 39856 -13710 -13710 1. PROVIDENCE TMT DEBT OPPORTUNITY FEEDER II (NON-US) L.P OFFSHORE 2018-01-01 2019-12-31 103860 18034 85826 85826 1. PROVIDENCE VII PRIVATE INVESTORS, LP (OFFSHORE) CLASS A NSD FIDUCI 2018-01-01 2019-12-31 185696 185133 563 563 1. STARWOOD SOF IX PRIVATE INVESTORS OFFSHORE L.P. CLASS A - NON-SELF 2018-01-01 2019-12-31 75621 1790 73831 73831 1. SILVER LAKE PARTNERS IV (SLP IV) PRIVATE INVESTORS, L.P. (OFFSHORE 2018-01-01 2019-12-31 385187 393969 -8782 -8782 1. STARWOOD SOF XI PRIVATE INVESTORS OFFSHORE 2, L.P. (NON-SELF DEALIN 2018-01-01 2019-12-31 58206 61906 -3700 -3700 1. BLACKSTONE GSO PRIVATE INVESTORS, L.P. ( 2018-01-01 2019-12-31 46183 42666 3517 3517 1. BREP ASIA II PRIVATE INVESTORS OFFSHORE, L.P. (NON-SELF DEALING 2018-01-01 2019-12-31 1746 11848 -10102 -10102 1. JANA OFFSHORE PARTNERS, LTD. CLASS A - NEW ISSUES INELIGIBLE NON-SE 2018-01-01 2019-12-31 2797207 3516318 -719111 -719111 CAPITAL GAIN DIVIDENDS P 534298 4648569 false 10921999 226608317 0.048198 9971274 221509064 0.045015 9827914 207950019 0.047261 12305745 222032592 0.055423 9929861 226218313 0.043895 0.239792 0.047958 223874372 10736567 90507 10827074 11076949 X 90507 0 90507 0 90507 343740 0 343740 0 253233 90508 162725 false false false false false false false true true NY true false false false false true JPMORGAN CHASE BANK NA 8004962583 10 S DEARBORN IL1-0111 CHICAGO IL 606032003 false false false false true false false false false false false false false false false false false false false false false false JPMORGAN CHASE BANK NA 10 S DEARBORN IL1-0111 CHICAGO IL 606032003 TRUSTEE 50 1120929 NONE 0 NONE 0 217946135 9337491 0 227283626 0 0 227283626 3409254 223874372 11193719 11193719 90507 90507 11103212 0 11103212 0 11103212 11076949 0 0 0 0 11076949 90507 10986442 11103212 1856124 0 0 0 0 0 0 0 11076949 1856124 0 0 9220825 0 0 0 0 0 0 0 0 1882387 0 0 0 0 0 0 0 0 BOOTH FERRIS FOUNDATION JPMORGAN C 270 PARK AVENUE NEW YORK NY 10017 2124642487 NONE@JPMORGAN.COM 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. N/A THE FOUNDATION'S PRIMARY INTERESTS ARE IN THE FIELD OF EDUCATION, 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 BRONX RIVER ALLIANCE 1 BRONX RIVER PKWY BRONX NY 10462 NONE PC GENERAL 100000 CUNY SCHOOL OF PUBLIC HEALTHFOUNDATION 55 W 125TH ST NEW YORK NY 10027 NONE PC GENERAL 125000 Ramapo College Foundation 505 RAMAPO VALLEY ROAD Mahwah NJ 07430 NONE PC GENERAL 40000 Complete College America Inc 350 MASSACHUSETTS AVE INUSTRIOUS S Indianapois IN 46204 NONE PC GENERAL 200000 Young Invincibles 1725 DESALES ST NW 715 Washington DC 200364406 NONE PC GENERAL 100000 Seton Hill University ONE SETON HILL DRIVE Greensburg PA 15601 NONE PC GENERAL 60000 Washington & Jefferson College 60 SOUTH LINCOLN STREET Washington PA 15301 NONE PC GENERAL 60000 Notre Dame of Maryland University 4701 N CHARLES ST Baltimore MD 21210 NONE PC GENERAL 50000 Group I Acting Company 630 NINTH AVE SUITE 803B New York NY 10036 NONE PC GENERAL 50000 BROOKLYN ARTS COUNCIL INC 20 JAY STREET NO 616 BROOKLYN NY 11201 NONE PC GENERAL 75000 Philanthropy New York 320 EAST 43RD STREET New York NY 10017 NONE PC 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NONE PC GENERAL 150000 NEW YORK CARES 65 BROADWAY 19TH FLOOR NEW YORK NY 10006 NONE PC GENERAL 130000 STATEN ISLAND INSTITUTE OF ARTS AND SCIENCE STATEN ISLAND MUSEUM A 1000 RICHMOND TERRACE STATEN ISLAND NY 10301 NONE PC GENRAL 75000 ScriptEd Inc dba Code Nation 85 BROAD STREET 17TH FL New York AL 10004 NONE PC GENERAL 75000 Grantmakers for Education 851 SW 6TH AVENUE SUITE 350 Portland OR 97204 NONE PC GENERAL 2250 Public Policy Education Fund 94 CENTRAL AVENUE Albany NY 12206 NONE PC GENERAL 75000 ALLIANCE OF RESIDENT THEATRE 520 EIGHTH AVENUE SUITE 319 NEW YORK NY 10018 NONE PC GENERAL 100000 Le Moyne College 1419 SALT SPRINGS ROAD Syracuse NY 13214 NONE PC GENERAL 75000 Education Through Music 122 EAST 42ND STREET SUITE 1501 New York NY 10168 NONE PC GENERAL 75000 MANHATTAN THEATRE CLUB INC 311 W 43RD ST 8TH FLOOR NEW YORK NY 100366413 NONE PC GENERAL 100000 Spanish Dance Arts Company 4 WEST 43RD STREET ROOM 608 New York NY 10036 NONE PC GENERAL 75000 New York Community Trust 909 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85261 89081 00206RCP5 AT&T INC SR NTS 4.5% 96246 111201 00206RDD1 AT&T INC SR NTS 3.95 75605 80385 00287YAX7 ABBVIE INC 2.850% 05 00751YAB2 ADVANCE AUTO PARTS I 32023 31148 00912XAV6 AIR LEASE CORP SR NT 19347 20719 026874DC8 AMERICAN INTL GROUP 24558 26490 03027XAD2 AMERN TOWER CORP SR 26978 27518 03076CAH9 AMERIPRISE FINANCIAL 104412 112328 035242AJ5 ANHEUSER-BUSCH INBEV 084670BR8 BERKSHIRE HATHAWAY I 66024 66612 096630AD0 BOARDWALK PIPELINES 36657 37850 11120VAA1 BRIXMOR OPER PART SR 44807 47223 126650CL2 CVS HEALTH CORP 3.87 87134 90448 14040HAY1 CAPITAL ONE FINANCIA 14314JAE0 CARMAX AUTO OWNER TR 72988 73429 166764BD1 CHEVRON CORP SR NTS 86527 90725 23317HAC6 DDR CORP 3.500% 01/1 23317HAD4 SITE CENTERS CORP SR 37257 40194 264411AD1 DUKE REALTY LP 3.875 26884ABF9 ERP OPER LP SR NTS 2 43844 46137 26884UAB5 EPR PROPERTIES 4.500 29250NAH8 ENBRIDGE INC 3.5% 06 44250 47092 3133TVEN2 FHLMC 2355 CL AE 6.0 47520 47491 3136A6BM5 FNMA 2012-52 CL NY 3 400750 426592 3136AQ5Y2 FNMA 2016-9 CL D 3.0 301377 306178 3136AV6R5 FNMA GRANTOR TR 2017 157692 161658 3137FAWS3 FHLMC K067 CL A2 3.1 366662 376078 3137FCJF2 FHLMC STRUCTURED PAS 267645 268503 3137FCJK1 FHLMC K070 CL A2 VAR 242046 250002 3137FCWX8 FHLMC KJ18 CL A2 3.0 290693 291031 3138LAU72 FNMA POOL AM9605 3.1 304406 315741 3138LEX30 FNMA AN2497 2.6% 09/ 404113 429776 3138LFEN4 FNMA POOL AN2840 2.4 231219 246686 31394BZB3 FNMA 2004-91 CL HC 6 297500 289625 31428XBB1 FEDEX CORP 4.100% 02 345370CA6 FORD MOTOR COMPANY G 349553AM9 FORTIS INC 3.055% 10 27135 28570 37045XBF2 GEN MOTORS FINL CO 4 73660 71505 38374BQW6 GNMA 2003-65 CL AN 5 261608 260806 38376CN62 GNMA 2009-92 CL CP 5 341625 353064 44106MAS1 SVC PROPERTIES TR SR 36638 36439 50077LAL0 KRAFT HEINZ FOODS CO 42208 44352 501044DB4 KROGER CO SR NTS 2.6 55348 55331 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 20931 21995 56585AAG7 MARATHON PETRLM CORP 44630 47229 570535AM6 MARKEL CORP SR NTS 3 124600 125431 606822AL8 MITSUBISHI UFJ FIN G 45194 45843 61746BDZ6 MORGAN STANLEY SR NT 101522 107318 637417AG1 NATL RETAIL PROP INC 41253 42325 69352PAE3 PPL CAP FDG INC 3.5% 33870 34124 74432QAC9 PRUDENTIAL FINL INC 23274 25764 747525AJ2 QUALCOMM INC SR NTS 64793 71183 81618TAE0 OFFICE PPTY INCOME T 65064 67510 912810FE3 US TREAS 5.5% 08/15/ 1002392 996782 912810RN0 US TREAS 2.875% 08/1 357932 403970 912810RQ3 US TREAS 2.5% 02/15/ 609477 662805 912810RS9 US TREAS 2.5% 05/15/ 318445 367085 912828G53 US TREAS 1.875% 11/3 1472527 1508295 912828TH3 US TREAS 0.875% 07/3 92343VCQ5 VERIZON COMMUNICATIO 129665 156195 92936UAA7 WP CAREY INC SR NTS 62780 64290 931427AB4 WALGREENS BOOTS ALLI 94973VAW7 WELLPOINT INC 3.7% A 82712 81837 959802AU3 WESTN UN CO/THE SR N 84630 87458 96950FAQ7 WILLIAMS COMPANIES I 74648 76805 981464GC8 WORLD FINANCIAL NETW 411512379 HARBOR HIGH YIELD BO 025932AK0 AMERN FINL GROUP SR 41792 46314 026874DD6 AMERICAN INTL GROUP 19153 21386 026874DK0 AMERN INTL GROUP SR 24907 27485 036752AG8 ANTHEM INC 4.101% 03 5000 5426 042735BG4 ARROW ELECTRONICS IN 47178 51371 04686JAA9 ATHENE HLDG LTD SR N 19199 20684 05348EAV1 AVALONBAY COMMUNITIE 53352 58081 06051GGE3 BANK OF AMERICA CORP 130415 132560 10373QAY6 BP CAP MARKETS AMER 83303 88675 126650CY4 CVS HEALTH CORP 4.78 204758 232357 13974HAG2 CAP AUTO RECEIVABLES 20030NBL4 COMCAST CORP 3.375% 136228 147626 20030NBW0 COMCAST CORP 2.350% 9156 9980 26884UAE9 EPR PROPERTIES 4.950 3136A5HP4 FNMA 2012-31 CL LJ 3 405375 422328 3136A9CU0 FNMA 2012-115 CL DY 180813 191398 3136AJBN5 FNMA 2014-2 CL PX 4. 159723 173808 3136AJD52 FNMA 2014-26 CL YW 3 73500 79548 3137AGEG1 FHLMC 3939 CL BZ 4.5 359230 364733 3137BS3J0 FHLMC 4616 CL HP 3.0 221750 233850 3137GAG35 FHLMC 3735 CL KL 3.5 142234 144144 31398ETK0 FHLMC 3548 CL ZE 5.5 203992 212423 31398N2Z6 FNMA 2010-123 CL KU 244900 262824 31398PEC9 FNMA 2010-38 CL KC 4 211000 223494 36252HAB7 GS MTG SECURITIES TR 253809 253595 36255KAD3 GM FINL AUTOMOBILE L 236017 236793 38141GWC4 GOLDMAN SACHS GROUP 38141GWM2 GOLDMAN SACHS GROUP 38148YAC2 GOLDMAN SACHS GROUP 38377MUH7 GNMA 2010-146 CL HB 212100 222746 38378UNX1 GNMA 2013-147 CL BE 385781 417484 43814UAG4 HONDA AUTO RECEIVABL 220995 223031 46132FAB6 INVESCO FIN PLC 4.0% 39863 42488 48121L809 JPM INFLATN MGD BND 2301124 2330452 61945CAG8 MOSAIC CO SR NTS 4.0 34043 36305 65334HAE2 CNOOC INTL LTD 5.875 89880 95792 67077MAB4 NUTRIEN LTD 4.875% 0 32139 30196 67077MAC2 NUTRIEN LTD 3.625% 0 44600 46970 67077MAL2 NUTRIEN LTD 3.375% 0 29151 31059 686330AJ0 ORIX CORP SR NTS 3.7 93298 100757 718546AR5 PHILLIPS 66 3.900% 0 756109AQ7 REALTY INCOME CORP 3 89061 95953 80285CAH4 SANTANDER DRIVE AUTO 50584 50708 822582AN2 SHELL INTL FIN 5.5% 88859 101618 83002G108 SIX CIRCLES ULTRA SH 6510500 6497492 857477AZ6 ST STR CORP SR NTS V 19393 20270 87166PAA9 SYNCHRONY CARD ISSUA 299991 306630 90276FAS3 UBS COML MTG TR 2018 106489 108142 9128284N7 US TREAS 2.875% 05/1 30448 32915 92340LAA7 VEREIT OPER PARTNER 70548 77474 95040QAD6 WELLTOWER INC SR NTS 44982 49301 001055AQ5 AFLAC INC SR NTS 2.8 43810 46240 00912XBA1 AIR LEASE CORP SR NT 75257 77151 03066DAG1 AMERICREDIT AUTOMOBI 443936 444968 032095AJ0 AMPHENOL CORP SR NTS 48487 49456 03522AAG5 ANHEUSER-BUSCH COS L 141448 149134 05351WAB9 AVANGRID INC SR NTS 44936 47687 06051GHW2 BK OF AMER CORP SR N 395000 397267 064159MK9 BK OF NOVA SCOTIA SR 93065 94233 10112RAX2 BOSTON PROPERTIES LP 35943 37053 11271LAD4 BROOKFIELD FIN INC 4 34937 40026 124857AZ6 VIACOMCBS INC SR NTS 27156 27269 14040HBN4 CAPITAL ONE FINANCIA 118843 127862 172967MF5 CITIGROUP INC SR NTS 90000 93601 174610AR6 CITIZENS FINL GROUP 50829 50885 21685WDD6 COOPERATIEVE RABOBAN 76810 78080 26078JAE0 DUPONT DE NEMOURS IN 42903 47636 29278NAL7 ENERGY TRANSFER OPER 83034 84557 29365TAG9 ENTERGY TX INC 4.0% 54898 60564 3137AMDT1 FHLMC 3997 CL WC 3.5 524578 544062 316773CX6 FIFTH THIRD BANCORP 24954 26343 38148YAA6 GOLDMAN SACHS GROUP 140747 146359 38379LY91 GNMA 2015-79 CL QP 3 259169 258766 404121AF2 HCA INC SR NTS 4.75% 48157 48178 42225UAG9 HEALTHCARE TR OF AME 83615 83296 445658CF2 JB HUNT TRANSPRT SVC 47786 48310 459200KA8 IBM CORP SR NTS 3.5% 114893 123553 464287440 ISHARES 7-10 YEAR TR 9969687 10524577 464288661 ISHARES 3-7 YEAR TRE 2269826 2259476 53117CAS1 LIBERTY PPTY LP SR N 25545 26091 53227JAB0 LIFE STORAGE LP 4.0% 9948 10695 548661DJ3 LOWE'S COS INC 4.375 44087 50086 55336VAK6 MPLX LP SR NTS 4.125 61573 62959 573284AT3 MARTIN MARIETTA MATE 47978 51857 58013MEZ3 MCDONALD'S CORP SR N 88522 100598 637071AJ0 NATL OILWELL VARCO I 13851 14127 65473PAH8 NISOURCE INC SR NTS 29948 29855 682680AV5 ONEOK INC 5.2% 07/15 44166 45264 722005816 PIMCO INVESTMENT GRA 2298765 2294562 761713BB1 REYNOLDS AMERICAN IN 43536 51511 80285CAJ0 SANTANDER DRIVE AUTO 503125 503470 828807DF1 SIMON PPTY GROUP LP 44519 44232 84610WAB1 LIFESTORAGE LP 3.5% 36044 35936 89153VAQ2 TOTAL CAP INTL SA 3. 45000 48723 91159HHW3 US BANCORP MTN 3.0% 34997 36125 912810FP8 US TREAS 5.375% 02/1 591658 623584 912810RT7 US TREAS 2.25% 08/15 459285 519266 9128284V9 US TREAS 2.875% 08/1 412372 436209 912828Q29 US TREAS 1.5% 03/31/ 1086875 1125152 921937827 VANGUARD SHORT-TERM 3090743 3101228 92857WBH2 VODAFONE GROUP PLC S 46853 47564 929089AD2 VOYA FINANCIAL INC 3 44395 46382 95000U2H5 WELLS FARGO & CO SR 165000 165000 961214EH2 WESTPAC BNKG CORP SR 140689 140206 976843BM3 WI PUB SVC SR NTS 3. 49943 49951 981464GL8 WORLD FINL NETWORK C 211091 212310 981464GS3 WORLD FINL NETWORK C 685942 690255 101137107 BOSTON SCIENTIFIC CO 75944 158541 110122108 BRISTOL-MYERS SQUIBB 114930 131975 151020104 CELGENE CORP 172967424 CITIGROUP INC 98388 196929 254687106 WALT DISNEY CO/THE 74384 114836 256206103 DODGE & COX INTL STO 369550108 GENERAL DYNAMICS COR 95546 103870 375558103 GILEAD SCIENCES INC 437076102 HOME DEPOT INC 28175 182129 438516106 HONEYWELL INTERNATIO 52071 243021 493267108 KEYCORP 66014 98852 500754106 THE KRAFT HEINZ CO 532457108 ELI LILLY & CO 90568 150093 548661107 LOWE'S COS INC 18874 118562 577130834 MATTHEWS PACIFIC TIG 3830296 6296138 594918104 MICROSOFT CORP 105441 693565 609207105 MONDELEZ INTERNATION 67769 129273 617446448 MORGAN STANLEY 97684 203611 666807102 NORTHROP GRUMMAN COR 115190 151003 674599105 OCCIDENTAL PETROLEUM 713448108 PEPSICO INC 125635 176714 717081103 PFIZER INC 164153 187594 723787107 PIONEER NATURAL RESO 96554 107019 808513105 SCHWAB (CHARLES) COR 854502101 STANLEY BLACK & DECK 74127 127123 872540109 TJX COMPANIES INC 882508104 TEXAS INSTRUMENTS IN 88796 190254 907818108 UNION PACIFIC CORP 109041 186937 949746101 WELLS FARGO & CO 24707 98293 988498101 YUM] BRANDS INC 47614 52883 00724F101 ADOBE INC. 11565 119391 02079K107 ALPHABET INC-CL C 136757 398432 02079K305 ALPHABET INC-CL A 60604 170103 09062X103 BIOGEN INC 16119P108 CHARTER COMMUNICATIO 97193 193062 20030N101 COMCAST CORP-CLASS A 131311 217070 26875P101 EOG RESOURCES INC 121654 123965 26884L109 EQT CORP 30303M102 FACEBOOK INC-CLASS A 47023 128487 31620M106 FIDELITY NATIONAL IN 84469 155364 57636Q104 MASTERCARD INC - A 17623 287841 58933Y105 MERCK & CO. INC. 133055 178808 65339F101 NEXTERA ENERGY INC 76338 129071 65473P105 NISOURCE INC 67103H107 O'REILLY AUTOMOTIVE 42934 74942 78486Q101 SVB FINANCIAL GROUP 91324P102 UNITEDHEALTH GROUP I 61391 356010 92532F100 VERTEX PHARMACEUTICA 11570 77946 92826C839 VISA INC-CLASS A SHA 54194 132657 94106B101 WASTE CONNECTIONS IN 42201 76264 96208T104 WEX INC 35571 80433 G0176J109 ALLEGION PLC 47269 90042 G1151C101 ACCENTURE PLC-CL A 30593 80648 H1467J104 CHUBB LTD 44991 143207 023135106 AMAZON.COM INC 117340 417612 032654105 ANALOG DEVICES INC 037833100 APPLE INC 18511 549713 04314H857 ARTISAN INTL VAL-INS 2723094 4396658 060505104 BANK OF AMERICA CORP 33665 199944 084670702 BERKSHIRE HATHAWAY I 148087 183918 247361702 DELTA AIR LINES INC 25278X109 DIAMONDBACK ENERGY I 69609 62309 256746108 DOLLAR TREE INC 26078J100 DOWDUPONT INC 45866F104 INTERCONTINENTAL EXC 31923 50810 48127B862 JPM SMALL CAP EQTY F 2426007 4729285 655844108 NORFOLK SOUTHERN COR 119122 168893 67066G104 NVIDIA CORP 125513 132239 718172109 PHILIP MORRIS INTERN 58153 55564 913017109 UNITED TECHNOLOGIES 56578 69489 98956P102 ZIMMER BIOMET HOLDIN 138761 184855 G6095L109 APTIV PLC 025816109 AMERICAN EXPRESS CO 136328 149886 053015103 AUTOMATIC DATA PROCE 101769 117106 191216100 COCA-COLA CO/THE 75918 94316 285512109 ELECTRONIC ARTS INC 109369 123421 315911727 FIDELITY INTL INDX-I 6998757 7120150 315911750 FIDELITY 500 INDEX F 48285287 57406966 701094104 PARKER HANNIFIN CORP 744320102 PRUDENTIAL FINANCIAL 778296103 ROSS STORES INC 73934 107339 981558109 WORLDPAY INC CL A 11135F101 BROADCOM INC 24330 220582 46641Q688 JPM BTABLDRS DEV ASI 2244822 2300083 46641Q696 JPMORGAN BETABUILDER 2289807 2408318 46641Q712 JPMORGAN BETABUILDER 6382473 6738439 46641Q720 JPMORGAN BETABUILDER 7132654 7457003 56585A102 MARATHON PETROLEUM C 174507 149842 64110L106 NETFLIX INC 106233 93512 70450Y103 PAYPAL HOLDINGS INC 113330 140946 79466L302 SALESFORCE.COM INC 156695 185247 83002G306 SIX CIRCLES U.S. UNC 10850500 12375134 83002G405 SIX CIRCLES INTERNAT 2220400 2334829 G5494J103 LINDE PLC 220016 272512 G5960L103 MEDTRONIC PLC 00287Y109 ABBVIE INC 130507 146976 015351109 ALEXION PHARMACEUTIC 49698 39907 22052L104 CORTEVA INC 64407 63406 26614N102 DUPONT DE NEMOURS IN 106856 79094 337738108 FISERV INC 209817 270343 580135101 MCDONALD'S CORP 81652 80230 742718109 PROCTER & GAMBLE CO/ 115061 134642 747525103 QUALCOMM INC 53542 54614 N6596X109 NXP SEMICONDUCTORS N 69835 95445 139954929 APOLLO EPF II PRIVAT AT COST 435470 149913923 ATLAS GLOBAL INVESTM 345162929 AP VIII (APAX) PRIVA AT COST 57689 732397 387995913 GOLDENTREE OFFSHORE 425955911 RIVERSTONE GLOBAL EN AT COST 1252026 921830 468213962 DFJ GROWTH 2013 PRIV AT COST 680577 1870209 482493996 KKR ASIAN FUND II PR AT COST 494427 1061231 482924925 KKR NORTH AMERICA XI AT COST 17772 1884380 484981964 GSO PRIVATE INVESTOR AT COST 196152 213231 576814925 CCMP III PRIVATE INV AT COST 609951 889358 656143914 JANA OFFSHORE PARTNE 743837924 PROVIDENCE TMT DEBT AT COST 13926 811711969 STARWOOD SOF IX PRIV AT COST 340746 827994922 SILVER LAKE PARTNERS AT COST 345350 1282235 976491910 THE WINTON FUND LIMI AT COST 4652000 5357184 74764S927 QUANTUM OFFSHORE V, AT COST 1015060 1897240 8V1304918 STARWOOD SOF XI PRIV AT COST 241794 277458 G82981997 GOLDENTREE OFFSHORE AT COST 177418 1083974 Y03147934 BLOOM TREE OFFSHORE AT COST 2300000 2814062 855711974 STARWOOD SOF VIII PR AT COST 254627 318844 092599968 BLACKSTONE GSO PRIVA AT COST 121272 092916980 BLACKSTONE COMMERCIA AT COST 2848 179172911 CRP VIII (CARLYLE) P AT COST 173517 156231 312826910 PROVIDENCE VII PRIVA 98672C914 BREP ASIA II PRIVATE AT COST 223113 239503 HFMGMBAF8 MIURA GLOBAL FUND, L AT COST 2250000 2145998 HFVARARG8 VARDE CREDIT PARTNER AT COST 2250000 2242030 325628915 BSREP III (BROOKFIEL AT COST 181894 180704 387999915 GOLDENTREE OFFSHORE AT COST 120575 299290 426315917 BREP IX PRIVATE INVE AT COST 126812 126812 612312918 WP GROWTH PRIVATE IN AT COST 401250 373383 HEARSAAD1 ARISTEIA INTERNATION AT COST 2800000 2805655 HEGTRAA00 GOLDENTREE OFFSHORE AT COST 2703 2249 HFTACAWX4 TACONIC OPPORTUNITY AT COST 3000000 3014811 ACCRUED INT PAID-CARRYOVER 421 2019 TRANSACTION POSTED IN 2020 28370 RETURN OF CAPITAL ADJUSTMENT 1019 2020 TRANSACTION POSTED IN 2019 2365 REVERSAL OF PRIOR YEAR ENTRY 158 ROUNDING 11 ATTORNEY GENERAL FEE 1500 0 1500 OTHER EXPENSE (NON-DEDUCTIBLE 1 1 0 K1 INCOME - SOF VIII PRIVATE INVESTORS 28413 28413 2018 TRANSACTION POSTED IN 2019 42794 CASH AMT IN NQSI OID 24890 2019 TRANSACTION POSTED IN 2018 984 SALES BASIS ADJUSTMENT 350 FOREIGN TAXES 283 283 0 FEDERAL TAX PAYMENT - PRIOR YE 375000 0 0 FOREIGN TAXES ON QUALIFIED FOR 67106 67106 0 FOREIGN TAXES ON NONQUALIFIED 7190 7190 0