2019-02-12T09:00:17-06:00 2018-09-30 346565596 ERNST & YOUNG US LLP 155 N WACKER DRIVE CHICAGO IL 60606 990PF 2017-10-01 366584340 WILLIAM P INGERSOLL TRUST XXXXX8005 INGE 8004962583 10 S DEARBORN IL1-0111 CHICAGO IL 60603 JOY G LLANES Vice President 8004962583 2019-01-31 true HEATHER HAWES P01379658 3128792000 2019-01-31 192.168.85.1 P 83676DBA92899C697A58028467E9BA41ABDDC207 A8B3B9E3B08AD45CFB78E059CD08930CDFC38089 2017 2019-02-21 02:37:17Z X 38785724 X 903570 898355 1842765 14668439 1842765 0 290213 3036548 2741120 137097 82258 54839 0 0 0 0 0 56439 0 0 56439 0 0 156671 12671 0 0 0 0 0 0 0 350207 94929 0 111278 1756099 1756099 2106306 94929 0 1867377 930242 2646191 0 50550 55601 55601 1470057 1029350 1029350 0 0 0 15959265 17649763 22482143 7513039 8675916 8457688 7937007 6440498 6760942 32929918 33851128 38785724 0 X 32929918 33851128 32929918 33851128 32929918 33851128 32929918 930242 0 33860160 9032 33851128 1425.2 CARMAX AUTO OWNER TRUST 2015-3 CL A3 1.630% 05/15/2020 2017-02-22 2017-10-16 1425 1427 -2 -2 156. FHLMC GOLD G12098 4.5% 07/01/19 2011-04-18 2017-10-16 156 165 -9 -9 503.37 FHLMC GOLD G13180 5.5% 06/01/23 2013-11-26 2017-10-16 503 543 -40 -40 297.91 FHLMC GOLD G13652 4.5% 09/01/24 2014-11-12 2017-10-16 298 318 -20 -20 224.14 FHLMC GOLD G18234 5.5% 02/01/23 2014-02-10 2017-10-16 224 243 -19 -19 279.42 FHLMC GOLD J06245 5% 10/01/21 2015-02-24 2017-10-16 279 298 -19 -19 26.33 FREDDIE MAC 2009-08-17 2017-10-16 26 28 -2 -2 123.58 FHLMC GOLD J10018 4.5% 01/01/21 2012-03-01 2017-10-16 124 132 -8 -8 215.68 FHLMC GOLD E01608 5.5% 04/01/19 2012-11-27 2017-10-16 216 232 -16 -16 192.02 FHLMC GOLD E02402 6% 10/01/22 2014-04-08 2017-10-16 192 212 -20 -20 391.74 FHLMC GOLD E02429 6% 12/01/22 2012-04-27 2017-10-16 392 434 -42 -42 116.81 FHLMC GOLD B13143 4.5% 04/01/19 2012-04-02 2017-10-16 117 125 -8 -8 105.19 FED HOME LN MTG CORP PARTN CTFS 2009-08-24 2017-10-16 105 112 -7 -7 337.14 FHLMC GOLD B18471 5.5% 05/01/20 2014-01-27 2017-10-16 337 364 -27 -27 154.38 FHLMC GOLD G11851 5.5% 01/01/21 2011-11-08 2017-10-16 154 168 -14 -14 344.49 FREDDIE MAC SER 2110 CL PG 6% JAN 15 2029 2017-02-24 2017-10-16 344 385 -41 -41 256.21 FREDDIE MAC SER 2134 CL-3 6.25% MAR 15 2029 2014-01-31 2017-10-16 256 284 -28 -28 120.09 FEDERAL HOME LN MTG CORP MULTICLASS 2009-08-13 2017-10-16 120 126 -6 -6 194.21 GNMA 604075 5% 03/15/18 2011-11-22 2017-10-16 194 208 -14 -14 396.18 GNMA 2011-70 CL CA 4.000% 05/16/2041 DTD 05/01/2011 2016-03-02 2017-10-16 396 423 -27 -27 1216.85 NISSAN AUTO RECEIVABLES OWNER 2015-A CL A3 1.050% 2015-07-20 2017-10-16 1217 1209 8 8 1815.9 CAPITAL AUTO RECEIVABLES ASSET 2016-3 CL A2A 1.360% 04/22/2019 2016-09-16 2017-10-20 1816 1817 -1 -1 133.32 GNMA SER 2004-87 CL BC 4.5% OCT 20 2034 2017-09-18 2017-10-20 133 142 -9 -9 20000. US TREAS 2.625% 11/15/20 2015-11-06 2017-10-20 20535 20775 -240 -240 4302.926 OAKMARK INTERNATIONAL-INST 2017-05-08 2017-10-23 125000 113038 11962 11962 2858.45 PARNASSUS EQTY INCOME FD-INS 2014-05-15 2017-10-23 125000 108936 16064 16064 5163.511 OAKMARK INTERNATIONAL-INST 2017-05-08 2017-10-24 150000 135645 14355 14355 5340.612 HARTFORD CAPITAL APPREC FD CL - F 2009-12-14 2017-10-24 225000 161778 63222 63222 370.95 FNMA 2012-106 CL QN 3.500% 10/25/2042 DTD 09/01/2012 2017-03-21 2017-10-25 371 383 -12 -12 1320.78 FNR 2012-147 CL TG 2.500% 01/25/2033 DTD 12/01/2012 2017-06-15 2017-10-25 1321 1313 8 8 176.36 FNMA 257078 6% 02/01/23 2012-08-21 2017-10-25 176 195 -19 -19 91.82 FEDERAL NATL MTG ASSN GTD MTG PASS 2009-08-21 2017-10-25 92 96 -4 -4 370.74 FNMA 2008-82 CL EY 5.000% 09/25/2023 DTD 08/01/2008 2015-12-09 2017-10-25 371 388 -17 -17 704.8 FNMA 2011-17 CL GK 4.000% 02/25/2026 DTD 02/01/2011 2016-02-08 2017-10-25 705 743 -38 -38 63.61 FANNIE MAE 2009-08-24 2017-10-25 64 67 -3 -3 154.53 FNMA 840576 5% 10/01/20 2011-09-19 2017-10-25 155 167 -12 -12 628.11 FNMA AD0568 4% 01/01/25 2016-06-20 2017-10-25 628 662 -34 -34 5000. WELLS FARGO & COMPANY 2.100% 07/26/2021 DTD 07/25/2016 2016-09-09 2017-10-30 4946 4996 -50 -50 5000. WELLS FARGO & COMPANY 2.100% 07/26/2021 DTD 07/25/2016 2016-09-09 2017-10-30 4945 4996 -51 -51 95748.602 JPM ACCESS MULTI-STRATEGY FUND II RIC ENDOWMENTS & FOUNDATIO 2014-02-28 2017-11-09 1425000 1590365 -165365 -165365 5000. CATERPILLAR INC NOTES 7.9% DEC 15 2018 2012-06-04 2017-11-10 5322 6765 -1443 -1443 954.4 CALIFORNIA REPUBLIC AUTO RECEI 2016-2 CL A3 1.560% 07/15/2020 2016-10-31 2017-11-15 954 957 -3 -3 1498.24 CARMAX AUTO OWNER TRUST 2015-3 CL A3 1.630% 05/15/2020 2017-02-22 2017-11-15 1498 1500 -2 -2 156.02 FHLMC GOLD G12098 4.5% 07/01/19 2011-04-18 2017-11-15 156 165 -9 -9 210.88 FHLMC GOLD G13180 5.5% 06/01/23 2013-11-26 2017-11-15 211 227 -16 -16 342.83 FHLMC GOLD G13652 4.5% 09/01/24 2014-11-12 2017-11-15 343 366 -23 -23 689.56 FHLMC GOLD G18234 5.5% 02/01/23 2014-02-10 2017-11-15 690 748 -58 -58 266.8 FHLMC GOLD J06245 5% 10/01/21 2015-02-24 2017-11-15 267 284 -17 -17 44.62 FREDDIE MAC 2009-08-17 2017-11-15 45 47 -2 -2 223.66 FHLMC GOLD J10018 4.5% 01/01/21 2012-03-01 2017-11-15 224 239 -15 -15 223.55 FHLMC GOLD E01608 5.5% 04/01/19 2012-11-27 2017-11-15 224 240 -16 -16 201.92 FHLMC GOLD E02402 6% 10/01/22 2014-04-08 2017-11-15 202 223 -21 -21 122.92 FHLMC GOLD E02429 6% 12/01/22 2012-04-27 2017-11-15 123 136 -13 -13 242.86 FHLMC GOLD B13143 4.5% 04/01/19 2012-04-02 2017-11-15 243 261 -18 -18 105.1 FED HOME LN MTG CORP PARTN CTFS 2009-08-24 2017-11-15 105 111 -6 -6 337.48 FHLMC GOLD B18471 5.5% 05/01/20 2014-01-27 2017-11-15 337 364 -27 -27 147.68 FHLMC GOLD G11851 5.5% 01/01/21 2011-11-08 2017-11-15 148 161 -13 -13 586.06 FREDDIE MAC SER 2110 CL PG 6% JAN 15 2029 2017-02-24 2017-11-15 586 655 -69 -69 188.23 FREDDIE MAC SER 2134 CL-3 6.25% MAR 15 2029 2014-01-31 2017-11-15 188 209 -21 -21 91.22 FEDERAL HOME LN MTG CORP MULTICLASS 2009-08-13 2017-11-15 91 96 -5 -5 152.56 GNMA 604075 5% 03/15/18 2011-11-22 2017-11-15 153 163 -10 -10 1278.76 NISSAN AUTO RECEIVABLES OWNER 2015-A CL A3 1.050% 2015-07-20 2017-11-15 1279 1270 9 9 446.63 GNMA 2011-70 CL CA 4.000% 05/16/2041 DTD 05/01/2011 2016-03-02 2017-11-16 447 477 -30 -30 14515. ISHARES TR COHEN & STEERS RLTY MAJOR 2014-02-25 2017-11-16 1502837 1246255 256582 256582 1955.82 CAPITAL AUTO RECEIVABLES ASSET 2016-3 CL A2A 1.360% 04/22/2019 2016-09-16 2017-11-20 1956 1957 -1 -1 379.91 GNMA SER 2004-87 CL BC 4.5% OCT 20 2034 2017-09-18 2017-11-20 380 405 -25 -25 370.95 FNMA 2012-106 CL QN 3.500% 10/25/2042 DTD 09/01/2012 2017-03-21 2017-11-27 371 383 -12 -12 1231.42 FNR 2012-147 CL TG 2.500% 01/25/2033 DTD 12/01/2012 2017-06-15 2017-11-27 1231 1224 7 7 163.83 FNMA 257078 6% 02/01/23 2012-08-21 2017-11-27 164 181 -17 -17 82.53 FEDERAL NATL MTG ASSN GTD MTG PASS 2009-08-21 2017-11-27 83 86 -3 -3 392.14 FNMA 2008-82 CL EY 5.000% 09/25/2023 DTD 08/01/2008 2015-12-09 2017-11-27 392 410 -18 -18 637.8 FNMA 2011-17 CL GK 4.000% 02/25/2026 DTD 02/01/2011 2016-02-08 2017-11-27 638 672 -34 -34 58.68 FANNIE MAE 2009-08-24 2017-11-27 59 62 -3 -3 194.51 FNMA 840576 5% 10/01/20 2011-09-19 2017-11-27 195 210 -15 -15 595.89 FNMA AD0568 4% 01/01/25 2016-06-20 2017-11-27 596 628 -32 -32 12240.253 DODGE & INTERNATIONAL STOCK FUND 2011-02-10 2017-11-30 566479 412075 154404 154404 3971.657 DODGE & INTERNATIONAL STOCK FUND 2016-12-28 2017-11-30 183808 150645 33163 33163 2933.79 CALIFORNIA REPUBLIC AUTO RECEI 2016-2 CL A3 1.560% 07/15/2020 2016-10-31 2017-12-15 2934 2942 -8 -8 1306.15 CARMAX AUTO OWNER TRUST 2015-3 CL A3 1.630% 05/15/2020 2017-02-22 2017-12-15 1306 1307 -1 -1 148.3 FHLMC GOLD G12098 4.5% 07/01/19 2011-04-18 2017-12-15 148 157 -9 -9 428.56 FHLMC GOLD G13180 5.5% 06/01/23 2013-11-26 2017-12-15 429 462 -33 -33 321.89 FHLMC GOLD G13652 4.5% 09/01/24 2014-11-12 2017-12-15 322 343 -21 -21 221.65 FHLMC GOLD G18234 5.5% 02/01/23 2014-02-10 2017-12-15 222 240 -18 -18 1178.27 FHLMC GOLD J06245 5% 10/01/21 2015-02-24 2017-12-15 1178 1255 -77 -77 8.43 FREDDIE MAC 2009-08-17 2017-12-15 8 9 -1 -1 117.32 FHLMC GOLD J10018 4.5% 01/01/21 2012-03-01 2017-12-15 117 125 -8 -8 214.69 FHLMC GOLD E01608 5.5% 04/01/19 2012-11-27 2017-12-15 215 231 -16 -16 196.02 FHLMC GOLD E02402 6% 10/01/22 2014-04-08 2017-12-15 196 216 -20 -20 235.01 FHLMC GOLD E02429 6% 12/01/22 2012-04-27 2017-12-15 235 260 -25 -25 123.44 FHLMC GOLD B13143 4.5% 04/01/19 2012-04-02 2017-12-15 123 133 -10 -10 118.47 FED HOME LN MTG CORP PARTN CTFS 2009-08-24 2017-12-15 118 126 -8 -8 1172.71 FHLMC GOLD B18471 5.5% 05/01/20 2014-01-27 2017-12-15 1173 1266 -93 -93 199.12 FHLMC GOLD G11851 5.5% 01/01/21 2011-11-08 2017-12-15 199 216 -17 -17 513.02 FREDDIE MAC SER 2110 CL PG 6% JAN 15 2029 2017-02-24 2017-12-15 513 574 -61 -61 215.34 FREDDIE MAC SER 2134 CL-3 6.25% MAR 15 2029 2014-01-31 2017-12-15 215 239 -24 -24 90.66 FEDERAL HOME LN MTG CORP MULTICLASS 2009-08-13 2017-12-15 91 95 -4 -4 109.89 GNMA 604075 5% 03/15/18 2011-11-22 2017-12-15 110 118 -8 -8 1174.58 NISSAN AUTO RECEIVABLES OWNER 2015-A CL A3 1.050% 2015-07-20 2017-12-15 1175 1167 8 8 425.33 GNMA 2011-70 CL CA 4.000% 05/16/2041 DTD 05/01/2011 2016-03-02 2017-12-18 425 455 -30 -30 1779.06 CAPITAL AUTO RECEIVABLES ASSET 2016-3 CL A2A 1.360% 04/22/2019 2016-09-16 2017-12-20 1779 1780 -1 -1 302.25 GNMA SER 2004-87 CL BC 4.5% OCT 20 2034 2017-09-18 2017-12-20 302 322 -20 -20 370.95 FNMA 2012-106 CL QN 3.500% 10/25/2042 DTD 09/01/2012 2017-03-21 2017-12-26 371 383 -12 -12 309.05 FNR 2012-147 CL TG 2.500% 01/25/2033 DTD 12/01/2012 2017-06-15 2017-12-26 309 307 2 2 169.65 FNMA 257078 6% 02/01/23 2012-08-21 2017-12-26 170 187 -17 -17 69.55 FEDERAL NATL MTG ASSN GTD MTG PASS 2009-08-21 2017-12-26 70 73 -3 -3 344.63 FNMA 2008-82 CL EY 5.000% 09/25/2023 DTD 08/01/2008 2015-12-09 2017-12-26 345 361 -16 -16 523.66 FNMA 2011-17 CL GK 4.000% 02/25/2026 DTD 02/01/2011 2016-02-08 2017-12-26 524 552 -28 -28 56.38 FANNIE MAE 2009-08-24 2017-12-26 56 59 -3 -3 145.84 FNMA 840576 5% 10/01/20 2011-09-19 2017-12-26 146 158 -12 -12 517.12 FNMA AD0568 4% 01/01/25 2016-06-20 2017-12-26 517 545 -28 -28 31927.371 JPMORGAN INTREPID AMER-R6 2008-12-18 2018-01-04 1305510 573879 731631 731631 . BANK OF AMERICA CORPORATION 2018-01-05 277 277 277 5000. GOLDMAN SACHS GROUP INC 5 3/4% JAN 24 2022 2017-04-10 2018-01-05 5527 5640 -113 -113 1285.23 CARMAX AUTO OWNER TRUST 2015-3 CL A3 1.630% 05/15/2020 2017-02-22 2018-01-16 1285 1286 -1 -1 145.51 FHLMC GOLD G12098 4.5% 07/01/19 2011-04-18 2018-01-16 146 154 -8 -8 422.94 FHLMC GOLD G13180 5.5% 06/01/23 2013-11-26 2018-01-16 423 456 -33 -33 223.86 FHLMC GOLD G13652 4.5% 09/01/24 2014-11-12 2018-01-16 224 239 -15 -15 477.7 FHLMC GOLD G18234 5.5% 02/01/23 2014-02-10 2018-01-16 478 518 -40 -40 258.61 FHLMC GOLD J06245 5% 10/01/21 2015-02-24 2018-01-16 259 275 -16 -16 154.14 FHLMC GOLD J10018 4.5% 01/01/21 2012-03-01 2018-01-16 154 165 -11 -11 342.53 FHLMC GOLD E01608 5.5% 04/01/19 2012-11-27 2018-01-16 343 368 -25 -25 1074.9 FHLMC GOLD E02402 6% 10/01/22 2014-04-08 2018-01-16 1075 1187 -112 -112 122.86 FHLMC GOLD E02429 6% 12/01/22 2012-04-27 2018-01-16 123 136 -13 -13 119.95 FHLMC GOLD B13143 4.5% 04/01/19 2012-04-02 2018-01-16 120 129 -9 -9 107.14 FED HOME LN MTG CORP PARTN CTFS 2009-08-24 2018-01-16 107 114 -7 -7 312.79 FHLMC GOLD B18471 5.5% 05/01/20 2014-01-27 2018-01-16 313 338 -25 -25 259.52 FHLMC GOLD G11851 5.5% 01/01/21 2011-11-08 2018-01-16 260 282 -22 -22 429.44 FREDDIE MAC SER 2110 CL PG 6% JAN 15 2029 2017-02-24 2018-01-16 429 480 -51 -51 566.15 FREDDIE MAC SER 2134 CL-3 6.25% MAR 15 2029 2014-01-31 2018-01-16 566 628 -62 -62 55.21 FEDERAL HOME LN MTG CORP MULTICLASS 2009-08-13 2018-01-16 55 58 -3 -3 111.84 GNMA 604075 5% 03/15/18 2011-11-22 2018-01-16 112 120 -8 -8 348.31 GNMA 2011-70 CL CA 4.000% 05/16/2041 DTD 05/01/2011 2016-03-02 2018-01-16 348 372 -24 -24 1094.98 NISSAN AUTO RECEIVABLES OWNER 2015-A CL A3 1.050% 2015-07-20 2018-01-16 1095 1088 7 7 5000. ATLANTA GA WTR & WSTWTR REVENU REF 5.000 2015-04-07 2018-01-17 4852 5290 -438 -438 16.96 FREDDIE MAC 2009-08-17 2018-01-19 17 18 -1 -1 1641.69 CAPITAL AUTO RECEIVABLES ASSET 2016-3 CL A2A 1.360% 04/22/2019 2016-09-16 2018-01-22 1642 1643 -1 -1 372.58 GNMA SER 2004-87 CL BC 4.5% OCT 20 2034 2017-09-18 2018-01-22 373 397 -24 -24 3277.5 CALIFORNIA REPUBLIC AUTO RECEI 2016-2 CL A3 1.560% 07/15/2020 2016-10-31 2018-01-23 3278 3286 -8 -8 370.95 FNMA 2012-106 CL QN 3.500% 10/25/2042 DTD 09/01/2012 2017-03-21 2018-01-25 371 383 -12 -12 208.52 FNR 2012-147 CL TG 2.500% 01/25/2033 DTD 12/01/2012 2017-06-15 2018-01-25 209 207 2 2 196.94 FNMA 257078 6% 02/01/23 2012-08-21 2018-01-25 197 218 -21 -21 65.17 FEDERAL NATL MTG ASSN GTD MTG PASS 2009-08-21 2018-01-25 65 68 -3 -3 390.27 FNMA 2008-82 CL EY 5.000% 09/25/2023 DTD 08/01/2008 2015-12-09 2018-01-25 390 408 -18 -18 585.15 FNMA 2011-17 CL GK 4.000% 02/25/2026 DTD 02/01/2011 2016-02-08 2018-01-25 585 617 -32 -32 59.26 FANNIE MAE 2009-08-24 2018-01-25 59 62 -3 -3 143.46 FNMA 840576 5% 10/01/20 2011-09-19 2018-01-25 143 155 -12 -12 527.85 FNMA AD0568 4% 01/01/25 2016-06-20 2018-01-25 528 556 -28 -28 28540. XTRACKERS MSCI EUROPE HEDGED EQUITY ETF. 2016-03-31 2018-01-29 831788 705652 126136 126136 2000. BANK OF AMERICA CORP MTN 3.300% 01/11/2023 DTD 01/11/2013 2017-09-18 2018-01-30 2020 2051 -31 -31 2000. BANK OF AMERICA CORP MTN 3.300% 01/11/2023 DTD 01/11/2013 2017-09-18 2018-01-30 2020 2051 -31 -31 126357.483 JPM ACCESS MULTI-STRATEGY FUND II RIC ENDOWMENTS & FOUNDATI 2014-02-28 2018-02-07 1800313 2083635 -283322 -283322 1874. DEUTSCHE X-TRACKERS MSCI JAP 2017-10-24 2018-02-12 80159 80331 -172 -172 4028. DEUTSCHE X-TRACKERS MSCI JAP 2017-10-24 2018-02-13 168224 172665 -4441 -4441 2608. DEUTSCHE X-TRACKERS MSCI JAP 2017-10-24 2018-02-14 108801 111792 -2991 -2991 386. DEUTSCHE X-TRACKERS MSCI JAP 2017-10-24 2018-02-14 16067 16546 -479 -479 270. DEUTSCHE X-TRACKERS MSCI JAP 2016-07-13 2018-02-14 11239 8660 2579 2579 3037.71 CALIFORNIA REPUBLIC AUTO RECEI 2016-2 CL A3 1.560% 07/15/2020 2016-10-31 2018-02-15 3038 3046 -8 -8 1387.34 CARMAX AUTO OWNER TRUST 2015-3 CL A3 1.630% 05/15/2020 2017-02-22 2018-02-15 1387 1389 -2 -2 156.61 FHLMC GOLD G12098 4.5% 07/01/19 2011-04-18 2018-02-15 157 166 -9 -9 468.06 FHLMC GOLD G13180 5.5% 06/01/23 2013-11-26 2018-02-15 468 505 -37 -37 235.54 FHLMC GOLD G13652 4.5% 09/01/24 2014-11-12 2018-02-15 236 251 -15 -15 344.3 FHLMC GOLD G18234 5.5% 02/01/23 2014-02-10 2018-02-15 344 373 -29 -29 252.6 FHLMC GOLD J06245 5% 10/01/21 2015-02-24 2018-02-15 253 269 -16 -16 117.78 FHLMC GOLD J10018 4.5% 01/01/21 2012-03-01 2018-02-15 118 126 -8 -8 270.6 FHLMC GOLD E01608 5.5% 04/01/19 2012-11-27 2018-02-15 271 291 -20 -20 454.32 FHLMC GOLD E02402 6% 10/01/22 2014-04-08 2018-02-15 454 502 -48 -48 118.84 FHLMC GOLD E02429 6% 12/01/22 2012-04-27 2018-02-15 119 132 -13 -13 104.02 FHLMC GOLD B13143 4.5% 04/01/19 2012-04-02 2018-02-15 104 112 -8 -8 105.09 FED HOME LN MTG CORP PARTN CTFS 2009-08-24 2018-02-15 105 111 -6 -6 320.15 FHLMC GOLD B18471 5.5% 05/01/20 2014-01-27 2018-02-15 320 346 -26 -26 169.83 FHLMC GOLD G11851 5.5% 01/01/21 2011-11-08 2018-02-15 170 185 -15 -15 428.17 FREDDIE MAC SER 2110 CL PG 6% JAN 15 2029 2017-02-24 2018-02-15 428 479 -51 -51 163.97 FREDDIE MAC SER 2134 CL-3 6.25% MAR 15 2029 2014-01-31 2018-02-15 164 182 -18 -18 5.67 GNMA 604075 5% 03/15/18 2011-11-22 2018-02-15 6 6 1164.61 NISSAN AUTO RECEIVABLES OWNER 2015-A CL A3 1.050% 2015-07-20 2018-02-15 1165 1157 8 8 318.88 GNMA 2011-70 CL CA 4.000% 05/16/2041 DTD 05/01/2011 2016-03-02 2018-02-16 319 341 -22 -22 886.89 CAPITAL AUTO RECEIVABLES ASSET 2016-3 CL A2A 1.360% 04/22/2019 2016-09-16 2018-02-20 887 887 307.23 GNMA SER 2004-87 CL BC 4.5% OCT 20 2034 2017-09-18 2018-02-20 307 328 -21 -21 370.95 FNMA 2012-106 CL QN 3.500% 10/25/2042 DTD 09/01/2012 2017-03-21 2018-02-26 371 383 -12 -12 1368.06 FNR 2012-147 CL TG 2.500% 01/25/2033 DTD 12/01/2012 2017-06-15 2018-02-26 1368 1360 8 8 365.34 FNMA 257078 6% 02/01/23 2012-08-21 2018-02-26 365 404 -39 -39 27.68 FEDERAL NATL MTG ASSN GTD MTG PASS 2009-08-21 2018-02-26 28 29 -1 -1 373.83 FNMA 2008-82 CL EY 5.000% 09/25/2023 DTD 08/01/2008 2015-12-09 2018-02-26 374 391 -17 -17 578.6 FNMA 2011-17 CL GK 4.000% 02/25/2026 DTD 02/01/2011 2016-02-08 2018-02-26 579 610 -31 -31 45.08 FANNIE MAE 2009-08-24 2018-02-26 45 47 -2 -2 157.27 FNMA 840576 5% 10/01/20 2011-09-19 2018-02-26 157 170 -13 -13 524.08 FNMA AD0568 4% 01/01/25 2016-06-20 2018-02-26 524 552 -28 -28 30831.739 AQR EQUITY MARKET NEUTRAL-R6 2016-06-09 2018-02-28 382005 354565 27440 27440 105000. FHLMC 0.875% 03/07/2018 DTD 01/17/2013 2013-08-13 2018-03-07 105000 105000 2857.63 CALIFORNIA REPUBLIC AUTO RECEI 2016-2 CL A3 1.560% 07/15/2020 2016-10-31 2018-03-15 2858 2865 -7 -7 1259.89 CARMAX AUTO OWNER TRUST 2015-3 CL A3 1.630% 05/15/2020 2017-02-22 2018-03-15 1260 1261 -1 -1 150.3 FHLMC GOLD G12098 4.5% 07/01/19 2011-04-18 2018-03-15 150 159 -9 -9 239.95 FHLMC GOLD G13180 5.5% 06/01/23 2013-11-26 2018-03-15 240 259 -19 -19 274.68 FHLMC GOLD G13652 4.5% 09/01/24 2014-11-12 2018-03-15 275 293 -18 -18 247.64 FHLMC GOLD G18234 5.5% 02/01/23 2014-02-10 2018-03-15 248 269 -21 -21 250.73 FHLMC GOLD J06245 5% 10/01/21 2015-02-24 2018-03-15 251 267 -16 -16 126.24 FHLMC GOLD J10018 4.5% 01/01/21 2012-03-01 2018-03-15 126 135 -9 -9 210.43 FHLMC GOLD E01608 5.5% 04/01/19 2012-11-27 2018-03-15 210 226 -16 -16 283.16 FHLMC GOLD E02402 6% 10/01/22 2014-04-08 2018-03-15 283 313 -30 -30 125.8 FHLMC GOLD E02429 6% 12/01/22 2012-04-27 2018-03-15 126 139 -13 -13 127.4 FHLMC GOLD B13143 4.5% 04/01/19 2012-04-02 2018-03-15 127 137 -10 -10 95.92 FED HOME LN MTG CORP PARTN CTFS 2009-08-24 2018-03-15 96 102 -6 -6 307.53 FHLMC GOLD B18471 5.5% 05/01/20 2014-01-27 2018-03-15 308 332 -24 -24 174.64 FHLMC GOLD G11851 5.5% 01/01/21 2011-11-08 2018-03-15 175 190 -15 -15 468.07 FREDDIE MAC SER 2110 CL PG 6% JAN 15 2029 2017-02-24 2018-03-15 468 523 -55 -55 147.48 FREDDIE MAC SER 2134 CL-3 6.25% MAR 15 2029 2014-01-31 2018-03-15 147 164 -17 -17 1014.32 NISSAN AUTO RECEIVABLES OWNER 2015-A CL A3 1.050% 2015-07-20 2018-03-15 1014 1008 6 6 234.04 GNMA 2011-70 CL CA 4.000% 05/16/2041 DTD 05/01/2011 2016-03-02 2018-03-16 234 250 -16 -16 3340. SPDR GOLD TRUST 2017-08-21 2018-03-16 414973 410054 4919 4919 5578. SPDR GOLD TRUST 2015-08-04 2018-03-16 693030 631634 61396 61396 5000. ANHEUSER BUSCH INBEV WOR 7 3/4% JAN 15 2019 2012-06-12 2018-03-19 5197 6621 -1424 -1424 209.37 GNMA SER 2004-87 CL BC 4.5% OCT 20 2034 2017-09-18 2018-03-20 209 223 -14 -14 35000. U S A NOTES 2014-11-12 2018-03-21 35606 37888 -2282 -2282 5000. VERIZON COMMUNICATIONS NON-TRADEABLE ASSET 2017-07-14 2018-03-21 4953 5038 -85 -85 370.95 FNMA 2012-106 CL QN 3.500% 10/25/2042 DTD 09/01/2012 2017-03-21 2018-03-26 371 383 -12 -12 480.01 FNR 2012-147 CL TG 2.500% 01/25/2033 DTD 12/01/2012 2017-06-15 2018-03-26 480 477 3 3 182.72 FNMA 257078 6% 02/01/23 2012-08-21 2018-03-26 183 202 -19 -19 382.28 FNMA 2008-82 CL EY 5.000% 09/25/2023 DTD 08/01/2008 2015-12-09 2018-03-26 382 400 -18 -18 525.23 FNMA 2011-17 CL GK 4.000% 02/25/2026 DTD 02/01/2011 2016-02-08 2018-03-26 525 553 -28 -28 145.35 FNMA 840576 5% 10/01/20 2011-09-19 2018-03-26 145 157 -12 -12 495.17 FNMA AD0568 4% 01/01/25 2016-06-20 2018-03-26 495 522 -27 -27 22.3 FANNIE MAE 2009-08-24 2018-03-28 22 23 -1 -1 13028.787 HARTFORD CAPITAL APPREC FD CL - F 2018-01-04 2018-03-28 489231 501999 -12768 -12768 7424.803 HARTFORD CAPITAL APPREC FD CL - F 2009-12-14 2018-03-28 278801 224913 53888 53888 42078.82 NEUBERGER BERMAN MULTI CAP 2018-01-04 2018-03-28 767518 791923 -24405 -24405 3316.75 CALIFORNIA REPUBLIC AUTO RECEI 2016-2 CL A3 1.560% 07/15/2020 2016-10-31 2018-04-16 3317 3326 -9 -9 1395.74 CARMAX AUTO OWNER TRUST 2015-3 CL A3 1.630% 05/15/2020 2017-02-22 2018-04-16 1396 1397 -1 -1 132.29 FHLMC GOLD G12098 4.5% 07/01/19 2011-04-18 2018-04-16 132 140 -8 -8 175.89 FHLMC GOLD G13180 5.5% 06/01/23 2013-11-26 2018-04-16 176 190 -14 -14 329.25 FHLMC GOLD G13652 4.5% 09/01/24 2014-11-12 2018-04-16 329 351 -22 -22 307.21 FHLMC GOLD G18234 5.5% 02/01/23 2014-02-10 2018-04-16 307 333 -26 -26 234.04 FHLMC GOLD J06245 5% 10/01/21 2015-02-24 2018-04-16 234 249 -15 -15 160.44 FHLMC GOLD J10018 4.5% 01/01/21 2012-03-01 2018-04-16 160 171 -11 -11 311.82 FHLMC GOLD E01608 5.5% 04/01/19 2012-11-27 2018-04-16 312 335 -23 -23 181.02 FHLMC GOLD E02402 6% 10/01/22 2014-04-08 2018-04-16 181 200 -19 -19 123.47 FHLMC GOLD E02429 6% 12/01/22 2012-04-27 2018-04-16 123 137 -14 -14 74.22 FHLMC GOLD B13143 4.5% 04/01/19 2012-04-02 2018-04-16 74 80 -6 -6 138.45 FED HOME LN MTG CORP PARTN CTFS 2009-08-24 2018-04-16 138 147 -9 -9 310.09 FHLMC GOLD B18471 5.5% 05/01/20 2014-01-27 2018-04-16 310 335 -25 -25 149.82 FHLMC GOLD G11851 5.5% 01/01/21 2011-11-08 2018-04-16 150 163 -13 -13 618.03 FREDDIE MAC SER 2110 CL PG 6% JAN 15 2029 2017-02-24 2018-04-16 618 691 -73 -73 371.01 FREDDIE MAC SER 2134 CL-3 6.25% MAR 15 2029 2014-01-31 2018-04-16 371 412 -41 -41 259.31 GNMA 2011-70 CL CA 4.000% 05/16/2041 DTD 05/01/2011 2016-03-02 2018-04-16 259 277 -18 -18 1093.46 NISSAN AUTO RECEIVABLES OWNER 2015-A CL A3 1.050% 2015-07-20 2018-04-16 1093 1086 7 7 4000. INTEL CORP 2.450% 07/29/2020 DTD 07/29/2015 2015-07-22 2018-04-17 3975 3996 -21 -21 395.41 GNMA SER 2004-87 CL BC 4.5% OCT 20 2034 2017-09-18 2018-04-20 395 422 -27 -27 1023.28 GNMA 2009-42 CL MZ 5.000% 06/20/2039 DTD 06/01/2009 2018-03-07 2018-04-20 1023 1087 -64 -64 370.95 FNMA 2012-106 CL QN 3.500% 10/25/2042 DTD 09/01/2012 2017-03-21 2018-04-25 371 383 -12 -12 207.63 FNR 2012-147 CL TG 2.500% 01/25/2033 DTD 12/01/2012 2017-06-15 2018-04-25 208 206 2 2 703.13 FNMA 257078 6% 02/01/23 2012-08-21 2018-04-25 703 777 -74 -74 396.3 FNMA 2008-82 CL EY 5.000% 09/25/2023 DTD 08/01/2008 2015-12-09 2018-04-25 396 415 -19 -19 566.89 FNMA 2011-17 CL GK 4.000% 02/25/2026 DTD 02/01/2011 2016-02-08 2018-04-25 567 597 -30 -30 237.15 FNMA 840576 5% 10/01/20 2011-09-19 2018-04-25 237 256 -19 -19 623.34 FNMA AD0568 4% 01/01/25 2016-06-20 2018-04-25 623 657 -34 -34 5000. BIOGEN INC 2.900% 09/15/2020 DTD 09/15/2015 2017-04-11 2018-04-26 4969 5105 -136 -136 6000. GOLDMAN SACHS GROUP INC 2.600% 04/23/2020 DTD 01/23/2015 2015-01-20 2018-04-26 5943 5989 -46 -46 2574.38 CALIFORNIA REPUBLIC AUTO RECEI 2016-2 CL A3 1.560% 07/15/2020 2016-10-31 2018-05-15 2574 2581 -7 -7 1234.74 CARMAX AUTO OWNER TRUST 2015-3 CL A3 1.630% 05/15/2020 2017-02-22 2018-05-15 1235 1236 -1 -1 131.54 FHLMC GOLD G12098 4.5% 07/01/19 2011-04-18 2018-05-15 132 139 -7 -7 271.69 FHLMC GOLD G13180 5.5% 06/01/23 2013-11-26 2018-05-15 272 293 -21 -21 198.79 FHLMC GOLD G13652 4.5% 09/01/24 2014-11-12 2018-05-15 199 212 -13 -13 205.12 FHLMC GOLD G18234 5.5% 02/01/23 2014-02-10 2018-05-15 205 222 -17 -17 234.99 FHLMC GOLD J06245 5% 10/01/21 2015-02-24 2018-05-15 235 250 -15 -15 120.21 FHLMC GOLD J10018 4.5% 01/01/21 2012-03-01 2018-05-15 120 128 -8 -8 198.48 FHLMC GOLD E01608 5.5% 04/01/19 2012-11-27 2018-05-15 198 213 -15 -15 182.83 FHLMC GOLD E02402 6% 10/01/22 2014-04-08 2018-05-15 183 202 -19 -19 126.81 FHLMC GOLD E02429 6% 12/01/22 2012-04-27 2018-05-15 127 140 -13 -13 108.93 FHLMC GOLD B13143 4.5% 04/01/19 2012-04-02 2018-05-15 109 117 -8 -8 85.66 FED HOME LN MTG CORP PARTN CTFS 2009-08-24 2018-05-15 86 91 -5 -5 311.08 FHLMC GOLD B18471 5.5% 05/01/20 2014-01-27 2018-05-15 311 336 -25 -25 155.01 FHLMC GOLD G11851 5.5% 01/01/21 2011-11-08 2018-05-15 155 168 -13 -13 306.23 FREDDIE MAC SER 2110 CL PG 6% JAN 15 2029 2017-02-24 2018-05-15 306 342 -36 -36 186.95 FREDDIE MAC SER 2134 CL-3 6.25% MAR 15 2029 2014-01-31 2018-05-15 187 208 -21 -21 985.72 NISSAN AUTO RECEIVABLES OWNER 2015-A CL A3 1.050% 2015-07-20 2018-05-15 986 979 7 7 10000. STATE STREET CORP SR NOTES 1.350% 05/15/2018 DTD 05/15/2013 2013-09-24 2018-05-15 10000 10000 468.62 GNMA 2011-70 CL CA 4.000% 05/16/2041 DTD 05/01/2011 2016-03-02 2018-05-16 469 501 -32 -32 387.25 GNMA SER 2004-87 CL BC 4.5% OCT 20 2034 2017-09-18 2018-05-21 387 413 -26 -26 863.8 GNMA 2009-42 CL MZ 5.000% 06/20/2039 DTD 06/01/2009 2018-03-07 2018-05-21 864 918 -54 -54 348.43 FNMA 2012-106 CL QN 3.500% 10/25/2042 DTD 09/01/2012 2017-03-21 2018-05-25 348 359 -11 -11 393.17 FNR 2012-147 CL TG 2.500% 01/25/2033 DTD 12/01/2012 2017-06-15 2018-05-25 393 391 2 2 167.71 FNMA 257078 6% 02/01/23 2012-08-21 2018-05-25 168 185 -17 -17 378.27 FNMA 2008-82 CL EY 5.000% 09/25/2023 DTD 08/01/2008 2015-12-09 2018-05-25 378 396 -18 -18 526.57 FNMA 2011-17 CL GK 4.000% 02/25/2026 DTD 02/01/2011 2016-02-08 2018-05-25 527 555 -28 -28 229.31 FNMA 840576 5% 10/01/20 2011-09-19 2018-05-25 229 248 -19 -19 696.3 FNMA AD0568 4% 01/01/25 2016-06-20 2018-05-25 696 734 -38 -38 2967.57 CALIFORNIA REPUBLIC AUTO RECEI 2016-2 CL A3 1.560% 07/15/2020 2016-10-31 2018-06-15 2968 2975 -7 -7 1275.4 CARMAX AUTO OWNER TRUST 2015-3 CL A3 1.630% 05/15/2020 2017-02-22 2018-06-15 1275 1277 -2 -2 117.91 FHLMC GOLD G12098 4.5% 07/01/19 2011-04-18 2018-06-15 118 125 -7 -7 185.03 FHLMC GOLD G13180 5.5% 06/01/23 2013-11-26 2018-06-15 185 199 -14 -14 211.55 FHLMC GOLD G13652 4.5% 09/01/24 2014-11-12 2018-06-15 212 226 -14 -14 469.13 FHLMC GOLD G18234 5.5% 02/01/23 2014-02-10 2018-06-15 469 509 -40 -40 251.09 FHLMC GOLD J06245 5% 10/01/21 2015-02-24 2018-06-15 251 267 -16 -16 159.98 FHLMC GOLD J10018 4.5% 01/01/21 2012-03-01 2018-06-15 160 171 -11 -11 162.79 FHLMC GOLD E01608 5.5% 04/01/19 2012-11-27 2018-06-15 163 175 -12 -12 365.94 FHLMC GOLD E02402 6% 10/01/22 2014-04-08 2018-06-15 366 404 -38 -38 120.55 FHLMC GOLD E02429 6% 12/01/22 2012-04-27 2018-06-15 121 134 -13 -13 106.28 FHLMC GOLD B13143 4.5% 04/01/19 2012-04-02 2018-06-15 106 114 -8 -8 87.77 FED HOME LN MTG CORP PARTN CTFS 2009-08-24 2018-06-15 88 93 -5 -5 312.25 FHLMC GOLD B18471 5.5% 05/01/20 2014-01-27 2018-06-15 312 337 -25 -25 174.49 FHLMC GOLD G11851 5.5% 01/01/21 2011-11-08 2018-06-15 174 190 -16 -16 739.42 FREDDIE MAC SER 2110 CL PG 6% JAN 15 2029 2017-02-24 2018-06-15 739 827 -88 -88 151.25 FREDDIE MAC SER 2134 CL-3 6.25% MAR 15 2029 2014-01-31 2018-06-15 151 168 -17 -17 490.34 FHLMC 3775 CL UA 4.000% 06/15/2033 DTD 12/01/2010 2018-05-17 2018-06-15 490 501 -11 -11 964.21 NISSAN AUTO RECEIVABLES OWNER 2015-A CL A3 1.050% 2015-07-20 2018-06-15 964 958 6 6 420.44 GNMA 2011-70 CL CA 4.000% 05/16/2041 DTD 05/01/2011 2016-03-02 2018-06-18 420 449 -29 -29 13283.594 AMG MG FAIRPT MC-Z 2011-03-08 2018-06-19 577969 401119 176850 176850 282.9 GNMA SER 2004-87 CL BC 4.5% OCT 20 2034 2017-09-18 2018-06-20 283 302 -19 -19 1140.98 GNMA 2009-42 CL MZ 5.000% 06/20/2039 DTD 06/01/2009 2018-03-07 2018-06-20 1141 1212 -71 -71 370.95 FNMA 2012-106 CL QN 3.500% 10/25/2042 DTD 09/01/2012 2017-03-21 2018-06-25 371 383 -12 -12 527.91 FNR 2012-147 CL TG 2.500% 01/25/2033 DTD 12/01/2012 2017-06-15 2018-06-25 528 525 3 3 172.34 FNMA 257078 6% 02/01/23 2012-08-21 2018-06-25 172 190 -18 -18 352.3 FNMA 2008-82 CL EY 5.000% 09/25/2023 DTD 08/01/2008 2015-12-09 2018-06-25 352 369 -17 -17 503.34 FNMA 2011-17 CL GK 4.000% 02/25/2026 DTD 02/01/2011 2016-02-08 2018-06-25 503 530 -27 -27 247.77 FNMA 840576 5% 10/01/20 2011-09-19 2018-06-25 248 268 -20 -20 440.18 FNMA AD0568 4% 01/01/25 2016-06-20 2018-06-25 440 464 -24 -24 2000. FLUOR CORP (NEW) 3 3/8% SEP 15 2021 2015-02-24 2018-06-26 1998 2090 -92 -92 3000. FLUOR CORP (NEW) 3 3/8% SEP 15 2021 2015-02-24 2018-06-27 2999 3136 -137 -137 5000. BANK OF NOVA SCOTIA 2.050% 06/05/2019 DTD 06/05/2014 2018-03-26 2018-07-06 4967 4955 12 12 2272. ISHARES MSCI INDIA ETF 2015-04-10 2018-07-06 75713 75658 55 55 4750.876 NEUBERGER BER GR CHINA EQ-IS 2015-08-04 2018-07-06 73639 63329 10310 10310 1596. VANGUARD EMERGING MARKET VIPERS 2016-06-09 2018-07-06 67422 55899 11523 11523 2495. VANGUARD EMERGING MARKET VIPERS 2018-01-29 2018-07-06 105400 124699 -19299 -19299 2618.03 CALIFORNIA REPUBLIC AUTO RECEI 2016-2 CL A3 1.560% 07/15/2020 2016-10-31 2018-07-16 2618 2625 -7 -7 1219.73 CARMAX AUTO OWNER TRUST 2015-3 CL A3 1.630% 05/15/2020 2017-02-22 2018-07-16 1220 1221 -1 -1 119.38 FHLMC GOLD G12098 4.5% 07/01/19 2011-04-18 2018-07-16 119 127 -8 -8 270.92 FHLMC GOLD G13180 5.5% 06/01/23 2013-11-26 2018-07-16 271 292 -21 -21 277.05 FHLMC GOLD G13652 4.5% 09/01/24 2014-11-12 2018-07-16 277 295 -18 -18 202.45 FHLMC GOLD G18234 5.5% 02/01/23 2014-02-10 2018-07-16 202 220 -18 -18 234.65 FHLMC GOLD J06245 5% 10/01/21 2015-02-24 2018-07-16 235 250 -15 -15 82.05 FHLMC GOLD J10018 4.5% 01/01/21 2012-03-01 2018-07-16 82 88 -6 -6 150.65 FHLMC GOLD E01608 5.5% 04/01/19 2012-11-27 2018-07-16 151 162 -11 -11 184.3 FHLMC GOLD E02402 6% 10/01/22 2014-04-08 2018-07-16 184 203 -19 -19 122.18 FHLMC GOLD E02429 6% 12/01/22 2012-04-27 2018-07-16 122 135 -13 -13 66.45 FHLMC GOLD B13143 4.5% 04/01/19 2012-04-02 2018-07-16 66 71 -5 -5 87.27 FED HOME LN MTG CORP PARTN CTFS 2009-08-24 2018-07-16 87 93 -6 -6 313.4 FHLMC GOLD B18471 5.5% 05/01/20 2014-01-27 2018-07-16 313 338 -25 -25 158.8 FHLMC GOLD G11851 5.5% 01/01/21 2011-11-08 2018-07-16 159 173 -14 -14 515.26 FREDDIE MAC SER 2110 CL PG 6% JAN 15 2029 2017-02-24 2018-07-16 515 576 -61 -61 181.15 FREDDIE MAC SER 2134 CL-3 6.25% MAR 15 2029 2014-01-31 2018-07-16 181 201 -20 -20 483.98 FHLMC 3775 CL UA 4.000% 06/15/2033 DTD 12/01/2010 2018-05-17 2018-07-16 484 494 -10 -10 289.58 GNMA 2011-70 CL CA 4.000% 05/16/2041 DTD 05/01/2011 2016-03-02 2018-07-16 290 309 -19 -19 874.67 NISSAN AUTO RECEIVABLES OWNER 2015-A CL A3 1.050% 2015-07-20 2018-07-16 875 869 6 6 32840. ISHARES GOLD TRUST 2018-03-16 2018-07-19 384712 413380 -28668 -28668 273.64 GNMA SER 2004-87 CL BC 4.5% OCT 20 2034 2017-09-18 2018-07-20 274 292 -18 -18 762.42 GNMA 2009-42 CL MZ 5.000% 06/20/2039 DTD 06/01/2009 2018-03-07 2018-07-20 762 810 -48 -48 370.95 FNMA 2012-106 CL QN 3.500% 10/25/2042 DTD 09/01/2012 2017-03-21 2018-07-25 371 383 -12 -12 223.11 FNR 2012-147 CL TG 2.500% 01/25/2033 DTD 12/01/2012 2017-06-15 2018-07-25 223 222 1 1 164.94 FNMA 257078 6% 02/01/23 2012-08-21 2018-07-25 165 182 -17 -17 339.95 FNMA 2008-82 CL EY 5.000% 09/25/2023 DTD 08/01/2008 2015-12-09 2018-07-25 340 356 -16 -16 492.12 FNMA 2011-17 CL GK 4.000% 02/25/2026 DTD 02/01/2011 2016-02-08 2018-07-25 492 519 -27 -27 176.43 FNMA 840576 5% 10/01/20 2011-09-19 2018-07-25 176 191 -15 -15 428.12 FNMA AD0568 4% 01/01/25 2016-06-20 2018-07-25 428 451 -23 -23 5000. SIMON PROPERTY GROUP LP 4 3/8% MAR 01 2021 2017-05-24 2018-08-13 5136 5334 -198 -198 2376.82 CALIFORNIA REPUBLIC AUTO RECEI 2016-2 CL A3 1.560% 07/15/2020 2016-10-31 2018-08-15 2377 2383 -6 -6 1208.13 CARMAX AUTO OWNER TRUST 2015-3 CL A3 1.630% 05/15/2020 2017-02-22 2018-08-15 1208 1209 -1 -1 110.72 FHLMC GOLD G12098 4.5% 07/01/19 2011-04-18 2018-08-15 111 117 -6 -6 211.78 FHLMC GOLD G13180 5.5% 06/01/23 2013-11-26 2018-08-15 212 228 -16 -16 255.96 FHLMC GOLD G13652 4.5% 09/01/24 2014-11-12 2018-08-15 256 273 -17 -17 201.75 FHLMC GOLD G18234 5.5% 02/01/23 2014-02-10 2018-08-15 202 219 -17 -17 249.1 FHLMC GOLD J06245 5% 10/01/21 2015-02-24 2018-08-15 249 265 -16 -16 47.04 FHLMC GOLD J10018 4.5% 01/01/21 2012-03-01 2018-08-15 47 50 -3 -3 184.67 FHLMC GOLD E01608 5.5% 04/01/19 2012-11-27 2018-08-15 185 199 -14 -14 392.58 FHLMC GOLD E02402 6% 10/01/22 2014-04-08 2018-08-15 393 433 -40 -40 120.4 FHLMC GOLD E02429 6% 12/01/22 2012-04-27 2018-08-15 120 133 -13 -13 46.29 FHLMC GOLD B13143 4.5% 04/01/19 2012-04-02 2018-08-15 46 50 -4 -4 65.5 FED HOME LN MTG CORP PARTN CTFS 2009-08-24 2018-08-15 66 69 -3 -3 334.71 FHLMC GOLD B18471 5.5% 05/01/20 2014-01-27 2018-08-15 335 361 -26 -26 155.23 FHLMC GOLD G11851 5.5% 01/01/21 2011-11-08 2018-08-15 155 169 -14 -14 498.88 FREDDIE MAC SER 2110 CL PG 6% JAN 15 2029 2017-02-24 2018-08-15 499 558 -59 -59 130.21 FREDDIE MAC SER 2134 CL-3 6.25% MAR 15 2029 2014-01-31 2018-08-15 130 145 -15 -15 507.41 FHLMC 3775 CL UA 4.000% 06/15/2033 DTD 12/01/2010 2018-05-17 2018-08-15 507 518 -11 -11 862.44 NISSAN AUTO RECEIVABLES OWNER 2015-A CL A3 1.050% 2015-07-20 2018-08-15 862 857 5 5 529.82 GNMA 2011-70 CL CA 4.000% 05/16/2041 DTD 05/01/2011 2016-03-02 2018-08-16 530 566 -36 -36 5000. BNP PARIBAS MTN 2.700% 08/20/2018 DTD 08/20/2013 2013-08-13 2018-08-20 5000 4991 9 9 300.14 GNMA SER 2004-87 CL BC 4.5% OCT 20 2034 2017-09-18 2018-08-20 300 320 -20 -20 290.9 GNMA 2009-42 CL MZ 5.000% 06/20/2039 DTD 06/01/2009 2018-03-07 2018-08-20 291 309 -18 -18 370.95 FNMA 2012-106 CL QN 3.500% 10/25/2042 DTD 09/01/2012 2017-03-21 2018-08-27 371 383 -12 -12 859.9 FNR 2012-147 CL TG 2.500% 01/25/2033 DTD 12/01/2012 2017-06-15 2018-08-27 860 855 5 5 281.66 FNMA 257078 6% 02/01/23 2012-08-21 2018-08-27 282 311 -29 -29 301.97 FNMA 2008-82 CL EY 5.000% 09/25/2023 DTD 08/01/2008 2015-12-09 2018-08-27 302 316 -14 -14 550.71 FNMA 2011-17 CL GK 4.000% 02/25/2026 DTD 02/01/2011 2016-02-08 2018-08-27 551 580 -29 -29 161.35 FNMA 840576 5% 10/01/20 2011-09-19 2018-08-27 161 174 -13 -13 510.7 FNMA AD0568 4% 01/01/25 2016-06-20 2018-08-27 511 538 -27 -27 21636.491 LAZARD EMERGING MKT PORTFOLIO INSTL* 2017-02-03 2018-09-05 359166 367388 -8222 -8222 2534.14 CALIFORNIA REPUBLIC AUTO RECEI 2016-2 CL A3 1.560% 07/15/2020 2016-10-31 2018-09-17 2534 2541 -7 -7 1202.02 CARMAX AUTO OWNER TRUST 2015-3 CL A3 1.630% 05/15/2020 2017-02-22 2018-09-17 1202 1203 -1 -1 103.42 FHLMC GOLD G12098 4.5% 07/01/19 2011-04-18 2018-09-17 103 110 -7 -7 385.57 FHLMC GOLD G13180 5.5% 06/01/23 2013-11-26 2018-09-17 386 416 -30 -30 314.64 FHLMC GOLD G13652 4.5% 09/01/24 2014-11-12 2018-09-17 315 335 -20 -20 298.83 FHLMC GOLD G18234 5.5% 02/01/23 2014-02-10 2018-09-17 299 324 -25 -25 274.1 FHLMC GOLD J06245 5% 10/01/21 2015-02-24 2018-09-17 274 292 -18 -18 47.17 FHLMC GOLD J10018 4.5% 01/01/21 2012-03-01 2018-09-17 47 50 -3 -3 242.31 FHLMC GOLD E01608 5.5% 04/01/19 2012-11-27 2018-09-17 242 260 -18 -18 290.86 FHLMC GOLD E02402 6% 10/01/22 2014-04-08 2018-09-17 291 321 -30 -30 122.62 FHLMC GOLD E02429 6% 12/01/22 2012-04-27 2018-09-17 123 136 -13 -13 46.51 FHLMC GOLD B13143 4.5% 04/01/19 2012-04-02 2018-09-17 47 50 -3 -3 83.36 FED HOME LN MTG CORP PARTN CTFS 2009-08-24 2018-09-17 83 88 -5 -5 295.79 FHLMC GOLD B18471 5.5% 05/01/20 2014-01-27 2018-09-17 296 319 -23 -23 133.15 FHLMC GOLD G11851 5.5% 01/01/21 2011-11-08 2018-09-17 133 145 -12 -12 411. FREDDIE MAC SER 2110 CL PG 6% JAN 15 2029 2017-02-24 2018-09-17 411 460 -49 -49 203.08 FREDDIE MAC SER 2134 CL-3 6.25% MAR 15 2029 2014-01-31 2018-09-17 203 225 -22 -22 1187.52 FHLMC 3775 CL UA 4.000% 06/15/2033 DTD 12/01/2010 2018-05-17 2018-09-17 1188 1213 -25 -25 254.33 GNMA 2011-70 CL CA 4.000% 05/16/2041 DTD 05/01/2011 2016-03-02 2018-09-17 254 272 -18 -18 73.82 NISSAN AUTO RECEIVABLES OWNER 2015-A CL A3 1.050% 2015-07-20 2018-09-17 74 73 1 1 235.4 GNMA SER 2004-87 CL BC 4.5% OCT 20 2034 2017-09-18 2018-09-20 235 251 -16 -16 736.72 GNMA 2009-42 CL MZ 5.000% 06/20/2039 DTD 06/01/2009 2018-03-07 2018-09-20 737 783 -46 -46 6100. VANGUARD EMERGING MARKET VIPERS 2016-06-09 2018-09-21 254778 213650 41128 41128 2945. VANGUARD EMERGING MARKET VIPERS 2016-06-09 2018-09-21 123069 103147 19922 19922 370.95 FNMA 2012-106 CL QN 3.500% 10/25/2042 DTD 09/01/2012 2017-03-21 2018-09-25 371 383 -12 -12 587.56 FNR 2012-147 CL TG 2.500% 01/25/2033 DTD 12/01/2012 2017-06-15 2018-09-25 588 584 4 4 237.24 FNMA 257078 6% 02/01/23 2012-08-21 2018-09-25 237 262 -25 -25 261.39 FNMA 2008-82 CL EY 5.000% 09/25/2023 DTD 08/01/2008 2015-12-09 2018-09-25 261 274 -13 -13 609.47 FNMA 2011-17 CL GK 4.000% 02/25/2026 DTD 02/01/2011 2016-02-08 2018-09-25 609 642 -33 -33 234.82 FNMA 840576 5% 10/01/20 2011-09-19 2018-09-25 235 254 -19 -19 408.2 FNMA AD0568 4% 01/01/25 2016-06-20 2018-09-25 408 430 -22 -22 CAPITAL GAIN DIVIDENDS P 588224 1842765 false 1950547 35834914 0.054431 1906324 35258450 0.054067 1960956 38055697 0.051529 1901392 38956368 0.048808 1903550 37633437 0.050581 0.259416 0.051883 38596126 2002483 26462 2028945 1867377 52924 0 52924 0 52924 161864 0 161864 0 108940 52924 56016 false false false false false false false true true IL true false false false false true JP MORGAN CHASE BANK NA 8004962583 10 S DEARBORN ST MCIL1-0111 CHICAGO IL 60603 false false false false true false false false false false false false false false false false false false false false false false JP MORGAN CHASE 10 S DEARBORN ST MCIL1-0111 CHICAGO IL 60603 TRUSTEE 2 137097 NONE 0 NONE 0 26167878 9627752 3388254 39183884 0 0 39183884 587758 38596126 1929806 1929806 52924 52924 1876882 0 1876882 0 1876882 1867377 0 0 0 0 1867377 0 1867377 1876882 0 0 56142 0 93745 157727 194523 502137 1867377 0 0 0 1867377 0 9505 9505 492632 0 0 0 0 0 0 46637 445995 0 93745 157727 194523 X ELK'S CRIPPLED KIDDIE FUND OF READING LODGE NO115 2210 HAMPDEN BLVD READING PA 196041325 NONE PC GENERAL 92426 GRAHAM HOSPITAL C/O BOB SENNEFF CANTON IL 615202497 NONE PC GENERAL 92426 AMERICAN RED CROSS FULTON COUNTY CHAPTER PEORIA IL 616052566 NONE PC GENERAL 92426 FIRST CONGREGATIONAL CHURCH C/O CHARLOTTE ANN MYERS CANTON IL 615200248 NONE PC GENERAL 46213 WESLEY UNITED METHODIST CHURCH C/O SAMANTHA KLINEDINST CANTON IL 615202504 NONE PC GENERAL 92426 FIRST CHRISTIAN CHURCH ATTN DON HELLER CANTON IL 615202419 NONE PC GENERAL 138639 TRINITY LUTHERAN CHURCH TREASURER CANTON IL 615202732 NONE PC GENERAL 36971 MT CARMEL BAPTIST CHURCH 420 S 5TH AVE CANTON IL 615203124 NONE PC GENERAL 36971 CANTON PARK DISTRICT C/O JON E JOHNSON CANTON IL 615201698 NONE PC GENERAL 277279 FIRST PRESBYTERIAN CHURCH 275 LINDEN ST CANTON IL 615201115 NONE PC GENERAL 92426 ST PETERS EPISCOPAL CHURCH C/O TREASURER CANTON IL 615200417 NONE PC GENERAL 36971 CANTON YMCA ATTN PAULA GRIGSBY CANTON IL 615201504 NONE PC GENERAL 184853 THE SALVATION ARMY ATTN LEGAL DEPARTMENT HOFFMAN ESTATES IL 601923713 NONE PC GENERAL 92426 THE FIRST BAPTIST CHURCH 301 E ELM ST CANTON IL 615202739 NONE PC GENERAL 92426 YWCA C/O BROOKE DENNISTON CANTON IL 615202503 NONE PC GENERAL 92426 WD BOYCE COUNCIL INC#138 614 NE MADISON AVENUE PEORIA IL 616033833 NONE PC GENERAL 258794 1756099 14 903570 18 1842765 FEDERAL REFUND 25439 PARTNERSHIP DIVIDE 264774 3036548 3036548 false false false false false false false false false false 256210105 DODGE & COX INCOME F 935706 914134 704329572 PAYDEN HIGH INCOME F 1427600 1401205 258620103 DOUBLELINE TOTL RET 1209603 1155629 592905764 METROPOLITAN WEST T/ 381124 370072 922031810 VANGUARD INTM TRM IN 830655 811567 808524870 SCHWAB U.S. TIPS ETF 1028907 1005706 05574LPT9 BNP PARIBAS MTN 2.70 3137EADP1 FHLMC 0.875% 03/07/2 31391Y5D5 FNMA 681344 5% 02/01 31393HTX0 FEDERAL HOME LN MTG 31400USG0 FNMA 698119 5% 03/01 36200MCL5 GNMA 604075 5% 03/15 857477AK9 STATE STREET CORP SR 912828KQ2 US TREAS 3.125% 05/1 106730 100398 3135G0ZE6 FNMA 1.75% 06/20/19 40331 39781 912828LY4 US TREAS 3.375% 11/1 912828ND8 US TREAS 3.5% 05/15/ 87556 80887 912828NT3 US TREAS 2.625% 08/1 102602 99648 912828PC8 US TREAS 2.625% 11/1 98917 94569 912828QN3 US TREAS 3.125% 05/1 111649 105676 912828WZ9 US TREAS 1.75% 04/30 93943 91259 912828M80 US TREAS 2% 11/30/22 99980 96359 3128PHW72 FHLMC GOLD J06070 5. 31294KYD1 FHLMC GOLD E01608 5. 692 646 312965P42 FHLMC GOLD B13143 4. 266 251 13976AAB6 CAPITAL AUTO RECEIVA 312966RW6 FHLMC GOLD B14101 5. 305 288 3128M1GF0 FHLMC GOLD G12098 4. 655 625 65477UAC4 NISSAN AUTO RECEIVAB 312971MU5 FHLMC GOLD B18471 5. 6261 5860 14313VAC8 CARMAX AUTO OWNER TR 5568 5552 13057YAC4 CALIFORNIA REPUBLIC 5566 5545 31407T2H2 FNMA 840576 5% 10/01 2859 2730 3128PPAT0 FHLMC GOLD J10018 4. 428 406 31336WBT5 FHLMC GOLD G11851 5. 2590 2424 03065VAE7 AMERICREDIT AUTOMOBI 15094 14966 3128PH5E7 FHLMC GOLD J06245 5% 4360 4119 80285LAD3 SANTANDER DRIVE AUTO 10014 9970 65477XAE4 NISSAN AUTO LEASE TR 24965 24924 31294LU35 FHLMC GOLD E02402 6% 9530 8881 31294LVW0 FHLMC GOLD E02429 6% 6201 5748 3128MMHL0 FHLMC GOLD G18234 5. 10111 9625 31371NQ73 FNMA 257078 6% 02/01 8323 7824 3128MBXH5 FHLMC GOLD G13180 5. 7678 7340 31397MWQ6 FNMA 2008-82 CL EY 5 3070 2941 3128MCH57 FHLMC GOLD G13652 4. 9732 9437 31418MT28 FNMA AD0568 4% 01/01 21650 20979 31397QE87 FNMA 2011-17 CL GK 4 16065 15356 3133THLK1 FREDDIE MAC SER 2110 27070 25953 3133TJY98 FREDDIE MAC SER 2134 11350 10867 3136ABDK6 FNR 2012-147 CL TG 2 37008 35623 38374JMC7 GNMA SER 2004-87 CL 20713 20236 38377WKR4 GNMA 2011-70 CL CA 4 23289 22086 3136A9BK3 FNMA 2012-106 CL QN 29473 28386 26442CAG9 DUKE ENERGY CAROLINA 6487 5027 91159HHE3 US BANCORP MTN 1.950 9974 9994 149123BQ3 CATERPILLAR INC NOTE 03523TBE7 ANHEUSER BUSCH INBEV 89236TBB0 TOYOTA MOTOR CREDIT 10042 9991 06406HCR8 BANK OF NEW YORK MEL 10087 9986 89417EAF6 TRAVELLERS COS INC S 11685 10210 00440EAM9 ACE INA HOLDINGS 5.9 11353 10216 172967HU8 CITIGROUP INC 2.500% 13138 12972 02665WAH4 AMERICAN HONDA FINAN 4991 4977 539830AT6 LOCKHEED MARTIN CORP 5642 5068 693506BH9 PPG INDUSTRIES INC 2 5042 4964 87236YAA6 TD AMERITRADE HOLDIN 5988 5141 023135AL0 AMAZON.COM INC 2.600 2994 2991 38148LAA4 GOLDMAN SACHS GROUP 61761JB32 MORGAN STANLEY 2.800 10003 9921 74432QBM6 PRUDENTIAL FINANCIAL 11413 10357 316773CT5 FIFTH THIRD BANCORP 5099 4968 458140AQ3 INTEL CORP 2.450% 07 693476BL6 PNC FUNDING CORP 4 3 11023 10207 09062XAC7 BIOGEN INC 2.900% 09 36962G4Y7 GENERAL ELEC CAP COR 22335 20605 94974BFR6 WELLS FARGO & COMPAN 10085 9915 828807CF2 SIMON PROPERTY GROUP 446150AJ3 HUNTINGTON BANCSHARE 5056 4957 49326EED1 KEYCORP MTN 5.1% MAR 5480 5204 89114QBG2 TORONTO-DOMINION BAN 2995 2918 06051GEH8 BANK OF AMERICA CORP 5573 5195 369550AR9 GENERAL DYNAMICS COR 5360 5070 949746SA0 WELLS FARGO & COMPAN 057224BC0 BAKER HUGHES INC 3.2 5152 4974 343412AB8 FLUOR CORP (NEW) 3 3 38141GGS7 GOLDMAN SACHS GROUP 867914BM4 SUNTRUST BANKS INC 2 4996 4864 00206RBD3 AT&T INC 3% FEB 15 2 5012 4896 25468PCT1 WALT DISNEY COMPANY/ 4931 4870 845437BM3 SOUTHWESTERN ELEC PO 5160 5011 14040HBL8 CAPITAL ONE FINANCIA 5014 4888 92343VDQ4 VERIZON COMMUNICATIO 025816BM0 AMERICAN EXPRESS CO 9992 9595 375558BC6 GILEAD SCIENCES INC 5206 4975 037833DC1 APPLE INC 2.100% 09/ 5000 4788 670346AL9 NUCOR CORP 4 1/8% SE 5356 5105 06051GEU9 BANK OF AMERICA CORP 6154 5910 26884ABA0 ERP OPERATING LP 3.0 5139 4871 001055AL6 AFLAC INC 3.625% 06/ 5213 5010 961214CY7 WESTPAC BANKING CORP 6999 6927 05565QBP2 BP CAPITAL MARKETS P 5538 5125 80281LAD7 SANTANDER UK GROUP H 5036 4932 89152UAF9 TOTAL CAPITAL SA 4 1 5333 5099 25152R5F6 DEUTSCHE BANK AG 3.3 5025 4908 88166JAA1 TEVA PHARM FIN IV BV 404280AN9 HSBC HOLDINGS PLC 4% 10508 10120 86562MAQ3 SUMITOMO MITSUI FINL 5013 4839 46132FAB6 INVESCO FINANCE PLC 5338 5015 48121A415- JPMORGAN MANAGED IN 1174297 1175086 913017ARO- UNITED TECHNOLOGIES 11367 10620 06367TPX2- BANK OF MONTREAL 4930 4951 553794AB4- MUFG AMERICAS HLDGS 4932 4935 65535HAB5- NOMURA HOLDINGS INC 10596 10455 828807CU9- SIMON PROPERTY GROU 4939 4934 1975NAD5- CAPITAL AUTO RECEIVA 14896 14960 136069XY2- CANADIAN IMPERIAL B 4945 4925 064159HM1- BANK OF NOVA SCIOTA 4891 4896 10112RAS3- BOSTON PROPERTIES L 5276 5084 008117AN3- AETNA INC 5097 5083 38141GWC4- GOLDMAN SACHS GROUP 10877 10779 68389XAP0- ORACLE CORP 9966 9701 00287YAP4- ABBVIE INC 10146 9827 94973VBA4- WELLPOINT INC 10146 9865 981464CW8- WORLD FINANCIAL NET 15264 15030 06051GE3- BANK OF AMERICA CORP 4013 3928 949746SK8- WELLS FARGO & COMPA 10150 9758 534187BDO- LINCOLN NATIONAL CO 5108 5055 257375AE5- DOMINION ENERGY GAS 4965 4935 03076CAG1- AMERIPRISE FINANCIA 5151 4973 05531FBB8- BB&T CORP MTN 9580 9566 3137A4VS3- FHLMC 3775 CL UA 46775 46861 38374UWN7- GNMA 2009-42 CL MZ 47116 46488 3136A0WR4- FNMA 2011-76 CL PL 51344 50939 233051507 DEUTSCHE X-TRACKERS 589561 819369 233051853 DEUTSCHE X-TRACKERS 256206103 DODGE & COX INTL STO 272835 368819 413838723 OAKMARK INTERNATIONA 1833589 1940399 464288182 ISHARES MSCI ALL COU 683818 918565 64122Q309 NEUBERGER BER MU/C O 1201028 1531318 701769408 PARNASSUS CORE EQUIT 1216317 2000854 74160Q301 PRIMECAP ODYSSEY STO 1237228 2610652 78462F103 SPDR S&P 500 ETF TRU 1591775 2421988 78464A730 SPDR S&P OIL & GAS E 376180 448008 922042858 VANGUARD FTSE EMERGI 00171A720 AMG MANAGERS FAIRPOI 41664T719 HARTFORD CAPITAL APP 299932 414427 464287499 ISHARES RUSSELL MIDC 78983 277389 14949P208 CAUSEWAY INTERNATL V 1030380 1136769 46429B598 ISHARES MSCI INDIA E 725566 745868 46641U598 JPM INTREPID AMER FD 577130750 MATTHEWS ASIA DIVIDE 639650 769826 64122Q465 NEUBERGER BER GR CHI 311911 361620 52106N889 LAZARD EMERG MKT EQY 315911750- FIDELITY 500 INDEX 1542609 1724916 922908629- VANGUARD MIDCAP ETF 1352184 1395451 315911727- FIDELITY INTERN IND 1493140 1424393 46434G822- ISHARES INC MSCI JA 389648 393362 46434G103- ISHARES CORE MSCI E 783429 778150 367829777 GATEWAY FUND-N AT COST 687724 915797 00191K765 AQR EQUITY MARKET NE AT COST 365740 350474 464287564 ISHARES COHEN & STEE 56166Y404 TORTOISE MLP & PIPEL AT COST 557030 707341 78463V107 SPDR GOLD SHARES HFGAPBWG9 JPM ACCESS MULTI-STR 09257V508- BLACKSTON ALT MULTI AT COST 1184013 1210974 64128R608- NEUBERGER BERMAN LO AT COST 674554 721075 03875R205- THE ARBITRAGE FD-I AT COST 389916 379526 744336876- PGIM GLOBAL REAL ES AT COST 1492772 1457775 464285105- ISHARES GOLD TRUST AT COST 695949 631942 72201P175- PIMCO COMMODITYPL S AT COST 392800 386038 LEGAL FEES - PRINCIPAL (ALLOCA 28202 28202 LEGAL FEES - INCOME (ALLOCABLE 28237 28237 COST BASIS ADJUSTMENT 9032 FEDERAL REFUND 25439 0 PARTNERSHIP DIVIDENDS 264774 0 STATE INCOME TAXES 15 15 0 FEDERAL ESTIMATES - INCOME 144000 0 0 FOREIGN TAXES ON QUALIFIED FOR 9488 9488 0 FOREIGN TAXES ON NONQUALIFIED 3168 3168 0