2019-02-12T09:00:14-06:00 2018-09-30 346565596 ERNST & YOUNG US LLP 155 N WACKER DRIVE CHICAGO IL 60606 990PF 2017-10-01 756013845 WM & CATHERINE BRYCE MEMORIAL FUND XXXXX3001 WILL 8004962583 10 S DEARBORN IL1-0111 CHICAGO IL 60603 JOY G LLANES Vice President 8004962583 2019-02-07 true HEATHER HAWES P01379658 3128792000 2019-02-07 67.253.202.168 P F6A4792CE3FBE763A767968CE947C6ED3BDD987E A8B3B9E3B08AD45CFB78E059CD08930CDFC38089 2017 2019-02-21 02:37:17Z X 19411016 X 313103 308936 248920 248920 234569 2106273 16108675 2106273 0 309 309 2668605 2664438 145071 87043 58028 0 0 0 0 0 0 0 0 82953 6953 0 0 0 0 0 0 0 14507 14507 242531 108503 0 58028 811465 811465 1053996 108503 0 869493 1614609 2555935 0 1085281 20939 20939 224744 487327 487327 0 0 0 8124609 12716813 14239894 2384649 2366107 2287176 2090198 0 75751 75751 2375680 13985232 15666937 19411016 0 X 13985232 15666937 13985232 15666937 13985232 15666937 13985232 1614609 67096 15666937 0 15666937 12. ALEXION PHARMACEUTICALS INC 2016-04-06 2017-10-03 1698 1871 -173 -173 33. ALEXION PHARMACEUTICALS INC 2017-10-03 4669 3249 1420 1420 29. HARTFORD FINL SVCS GROUP INC 2016-12-16 2017-10-03 1608 1381 227 227 38. BROADCOM LTD 2017-10-03 9086 1624 7462 7462 3. BROADCOM LTD 2013-04-25 2017-10-03 716 119 597 597 9. BROADCOM LTD 2013-04-25 2017-10-03 2150 356 1794 1794 6. ALEXION PHARMACEUTICALS INC 2013-05-07 2017-10-04 847 580 267 267 5. HARTFORD FINL SVCS GROUP INC 2016-12-16 2017-10-04 278 238 40 40 29. HARTFORD FINL SVCS GROUP INC 2016-12-16 2017-10-04 1615 1381 234 234 2. HARTFORD FINL SVCS GROUP INC 2016-12-16 2017-10-04 111 95 16 16 14. HARTFORD FINL SVCS GROUP INC 2016-12-16 2017-10-04 780 667 113 113 3. HARTFORD FINL SVCS GROUP INC 2016-12-16 2017-10-04 167 143 24 24 3. HARTFORD FINL SVCS GROUP INC 2016-09-09 2017-10-04 167 124 43 43 14. HARTFORD FINL SVCS GROUP INC 2016-09-09 2017-10-05 780 578 202 202 1. HARTFORD FINL SVCS GROUP INC 2016-09-09 2017-10-05 56 41 15 15 3. HARTFORD FINL SVCS GROUP INC 2016-09-09 2017-10-06 168 124 44 44 9. HARTFORD FINL SVCS GROUP INC 2016-09-09 2017-10-09 500 371 129 129 1. HARTFORD FINL SVCS GROUP INC 2016-09-09 2017-10-09 56 41 15 15 381. GENERAL ELEC CO 2017-10-10 9022 11548 -2526 -2526 5000. ZOETIS INC 1.875% 02/01/2018 DTD 08/01/2013 2014-05-08 2017-10-12 5008 5016 -8 -8 178.02 FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2017-10-16 178 194 -16 -16 161.31 FANNIE MAE 2004-02-11 2017-10-16 161 163 -2 -2 144.75 FREDDIE MAC 2004-05-18 2017-10-16 145 145 34.06 FED HOME LN MTG CORP PARTN CTFS 2005-01-18 2017-10-16 34 34 118.42 FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2017-10-16 118 120 -2 -2 93.46 FED HOME LN MTG CORP PARTN CTFS 2007-10-11 2017-10-16 93 95 -2 -2 56.5 FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2017-10-16 57 58 -1 -1 240.23 FHLMC 3952 CL MA 3.000% 11/15/2021 2013-09-24 2017-10-16 240 245 -5 -5 111.44 FEDERAL HOME LN MTG CORP MULTICLASS 2007-08-28 2017-10-16 111 108 3 3 384.09 FHLMC REMIC 2009-08-18 2017-10-16 384 399 -15 -15 69.38 FEDERAL HOME LN MTG CORP MULTICLASS 2006-06-16 2017-10-16 69 63 6 6 103.8 FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2017-10-16 104 100 4 4 330.08 FHLMC NOV2920 CL PE 5.000% 01/15/2035 DTD 01/01/2005 2015-09-04 2017-10-16 330 359 -29 -29 401.45 FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2017-10-16 401 439 -38 -38 210.39 FHLMC REMIC 2008-12-09 2017-10-16 210 197 13 13 193.89 FHLMC SER 3438 CL B 5% 0/15/2038 2011-08-11 2017-10-16 194 206 -12 -12 13.2 GNMA POOL NO 781079 2002-02-07 2017-10-16 13 14 -1 -1 824.65 SANTANDER DRIVE AUTO RECEIVABL 2014-1 CL C 2.360% 04/15/2020 2015-10-01 2017-10-16 825 830 -5 -5 13345.12 WORLD OMNI AUTO RECEIVABLES TR 2013-B CL A4 1.320% 01/15/2020 2015-03-12 2017-10-16 13345 13253 92 92 328.11 GNMA 2006-29 CL PC 5.000% 06/20/2036 DTD 06/01/2006 2015-01-09 2017-10-20 328 361 -33 -33 306.44 GNMA SER 2003-11 CL QC 5.5% FEB 20 2033 2012-11-20 2017-10-20 306 352 -46 -46 524.74 GNMA 2003-26 CL A 5.000% 04/20/2033 DTD 04/30/2003 2017-10-20 525 574 -49 -49 266.28 GNMA REMIC 2003-66 CL HD 5.500% 08/20/2033 DTD 08/29/2003 2014-01-23 2017-10-20 266 292 -26 -26 316.44 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033 2014-05-27 2017-10-20 316 354 -38 -38 284.16 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II SER 2004-1 CL TE 5% 2014-08-14 2017-10-20 284 311 -27 -27 311.3 GNMA 2004-18 CL WD 5.500% 02/20/2034 DTD 03/30/2004 2017-04-28 2017-10-20 311 343 -32 -32 700.83 GNMA 2004-109 CL BC 5.000% 11/20/2033 DTD 12/01/2004 2015-01-09 2017-10-20 701 752 -51 -51 378.02 GNMA SER 2008-53 CL PY 5.75% JUN 20 2038 2011-05-17 2017-10-20 378 415 -37 -37 399.75 GNMA 2008-55 CL PL 5.500% 06/20/2038 DTD 06/01/2008 2012-11-01 2017-10-20 400 466 -66 -66 2088.23 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019 2015-09-25 2017-10-23 2088 2088 .68 FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2017-10-25 1 1 91.42 FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2017-10-25 91 100 -9 -9 91.44 FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2017-10-25 91 94 -3 -3 6.26 FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2017-10-25 6 6 435.22 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-08 2017-10-25 435 439 -4 -4 241.07 FNMA 2003-25 CL KP REMIC 5.000% 04/25/2033 DTD 03/28/2003 2017-10-25 241 264 -23 -23 334.46 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-06 2017-10-25 334 333 1 1 302.74 FNMA 2003-119 CL ME 4.500% 04/25/2033 DTD 11/28/2003 2013-06-03 2017-10-25 303 314 -11 -11 71.63 FANNIE MAE 2007-07-19 2017-10-25 72 70 2 2 98.43 FNMA REMIC 2013-07-01 2017-10-25 98 106 -8 -8 135.11 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2017-10-25 135 138 -3 -3 68.84 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2017-10-25 69 69 53.93 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-08-13 2017-10-25 54 54 113.3 FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2017-10-25 113 115 -2 -2 68. FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2017-10-25 68 69 -1 -1 6.47 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2017-10-25 6 7 -1 -1 97.38 FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2017-10-25 97 97 15.13 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2017-10-25 15 15 39.56 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2017-10-25 40 39 1 1 101.15 FNMA 995264 6.5% 12/01/23 2012-07-25 2017-10-25 101 112 -11 -11 284.37 FNMA AB3678 3.5% 10/01/41 2011-10-26 2017-10-25 284 289 -5 -5 52. AT&T INC 2015-06-01 2017-10-27 1766 1796 -30 -30 171. AT&T INC 2017-10-27 5794 5904 -110 -110 158. AT&T INC 2017-10-30 5345 5447 -102 -102 135. AT&T INC 2015-06-02 2017-10-30 4530 4648 -118 -118 52. ANALOG DEVICES INC 2017-11-10 4659 3341 1318 1318 24. BIOGEN IDEC INC 2017-11-10 7450 4488 2962 2962 43. ANALOG DEVICES INC 2017-11-13 3853 2755 1098 1098 2713.068 OCH-ZIFF OZOFII PRIVATE INVESTORS 2010-08-31 2017-11-14 509262 333942 175320 175320 362.8 FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2017-11-15 363 396 -33 -33 86.58 FANNIE MAE 2004-02-11 2017-11-15 87 88 -1 -1 89.37 FREDDIE MAC 2004-05-18 2017-11-15 89 89 34.16 FED HOME LN MTG CORP PARTN CTFS 2005-01-18 2017-11-15 34 34 151.48 FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2017-11-15 151 153 -2 -2 209.03 FED HOME LN MTG CORP PARTN CTFS 2007-10-11 2017-11-15 209 212 -3 -3 153.72 FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2017-11-15 154 158 -4 -4 306.22 FHLMC 3952 CL MA 3.000% 11/15/2021 2013-09-24 2017-11-15 306 313 -7 -7 88.27 FEDERAL HOME LN MTG CORP MULTICLASS 2007-08-28 2017-11-15 88 86 2 2 358.96 FHLMC REMIC 2009-08-18 2017-11-15 359 373 -14 -14 66.98 FEDERAL HOME LN MTG CORP MULTICLASS 2006-06-16 2017-11-15 67 61 6 6 75.18 FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2017-11-15 75 72 3 3 302.18 FHLMC NOV2920 CL PE 5.000% 01/15/2035 DTD 01/01/2005 2015-09-04 2017-11-15 302 329 -27 -27 390.27 FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2017-11-15 390 427 -37 -37 194.42 FHLMC REMIC 2008-12-09 2017-11-15 194 182 12 12 236.89 FHLMC SER 3438 CL B 5% 0/15/2038 2011-08-11 2017-11-15 237 251 -14 -14 47.13 GNMA POOL NO 781079 2002-02-07 2017-11-15 47 49 -2 -2 926.52 SANTANDER DRIVE AUTO RECEIVABL 2014-1 CL C 2.360% 04/15/2020 2015-10-01 2017-11-15 927 932 -5 -5 108. TJX COS INC NEW 2017-11-17 7636 8406 -770 -770 4. TJX COS INC NEW 2016-12-05 2017-11-17 283 309 -26 -26 15. TJX COS INC NEW 2016-12-05 2017-11-17 1067 1160 -93 -93 1723.66 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019 2015-09-25 2017-11-20 1724 1724 350.74 GNMA 2006-29 CL PC 5.000% 06/20/2036 DTD 06/01/2006 2015-01-09 2017-11-20 351 386 -35 -35 265.96 GNMA SER 2003-11 CL QC 5.5% FEB 20 2033 2012-11-20 2017-11-20 266 306 -40 -40 617.08 GNMA 2003-26 CL A 5.000% 04/20/2033 DTD 04/30/2003 2017-11-20 617 675 -58 -58 305.62 GNMA REMIC 2003-66 CL HD 5.500% 08/20/2033 DTD 08/29/2003 2014-01-23 2017-11-20 306 336 -30 -30 340.36 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033 2014-05-27 2017-11-20 340 381 -41 -41 340.85 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II SER 2004-1 CL TE 5% 2014-08-14 2017-11-20 341 373 -32 -32 448.24 GNMA 2004-18 CL WD 5.500% 02/20/2034 DTD 03/30/2004 2017-04-28 2017-11-20 448 494 -46 -46 945.35 GNMA 2004-109 CL BC 5.000% 11/20/2033 DTD 12/01/2004 2015-01-09 2017-11-20 945 1014 -69 -69 272.84 GNMA SER 2008-53 CL PY 5.75% JUN 20 2038 2011-05-17 2017-11-20 273 300 -27 -27 507.57 GNMA 2008-55 CL PL 5.500% 06/20/2038 DTD 06/01/2008 2012-11-01 2017-11-20 508 591 -83 -83 71. PNC FINL SVCS GROUP INC 2017-11-20 9464 9050 414 414 8. BLACKROCK INC 2017-11-21 3850 2671 1179 1179 .68 FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2017-11-27 1 1 91.73 FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2017-11-27 92 101 -9 -9 111.19 FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2017-11-27 111 115 -4 -4 72.85 FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2017-11-27 73 74 -1 -1 410.47 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-08 2017-11-27 410 414 -4 -4 210.43 FNMA 2003-25 CL KP REMIC 5.000% 04/25/2033 DTD 03/28/2003 2017-11-27 210 231 -21 -21 326.91 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-06 2017-11-27 327 325 2 2 284.18 FNMA 2003-119 CL ME 4.500% 04/25/2033 DTD 11/28/2003 2013-06-03 2017-11-27 284 295 -11 -11 69.87 FANNIE MAE 2007-07-19 2017-11-27 70 68 2 2 90.1 FNMA REMIC 2013-07-01 2017-11-27 90 97 -7 -7 124.83 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2017-11-27 125 127 -2 -2 74.05 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2017-11-27 74 74 54.17 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-08-13 2017-11-27 54 54 88.56 FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2017-11-27 89 90 -1 -1 93.78 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2017-11-27 94 95 -1 -1 160.48 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2017-11-27 160 163 -3 -3 93.86 FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2017-11-27 94 93 1 1 15.2 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2017-11-27 15 15 39.74 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2017-11-27 40 39 1 1 116.15 FNMA 995264 6.5% 12/01/23 2012-07-25 2017-11-27 116 129 -13 -13 298.05 FNMA AB3678 3.5% 10/01/41 2011-10-26 2017-11-27 298 303 -5 -5 2000. WATSON PHARMCEUTICALS I 6 1/8% AUG 15 2019 2014-04-17 2017-11-30 2134 2331 -197 -197 20. ADOBE SYS INC 2013-05-09 2017-12-04 3378 884 2494 2494 2. ADOBE SYS INC 2013-05-09 2017-12-05 338 88 250 250 4. ADOBE SYS INC 2013-05-09 2017-12-05 670 177 493 493 23. ADOBE SYS INC 2017-12-05 3908 976 2932 2932 12. ADOBE SYS INC 2012-11-05 2017-12-05 2020 410 1610 1610 126. GENERAL ELEC CO 2017-12-05 2235 3742 -1507 -1507 79. GENERAL ELEC CO 2015-09-08 2017-12-05 1408 1970 -562 -562 184. GENERAL ELEC CO 2015-09-08 2017-12-05 3274 4589 -1315 -1315 10884. SPDR TR UNIT SER 1 2017-12-05 2870970 1960818 910152 910152 321. SPDR TR UNIT SER 1 2017-06-30 2017-12-05 84673 77739 6934 6934 18. GENERAL ELEC CO 2015-09-08 2017-12-06 320 449 -129 -129 229. GENERAL ELEC CO 2017-12-06 4062 5671 -1609 -1609 148. GENERAL ELEC CO 2017-12-06 2612 3622 -1010 -1010 1000. VIACOM INC 3.875% 04/01/2024 DTD 03/11/2014 2014-03-04 2017-12-08 1000 992 8 8 . BANK OF AMERICA CORPORATION 2017-12-12 94 94 94 30000. BANK OF AMERICA CORP 2017-12-12 32435 35439 -3004 -3004 37. STADA ARZNEIMITTEL AG 2014-04-22 2017-12-13 2327 1692 635 635 112. STADA ARZNEIMITTEL AG 2017-12-13 7040 4437 2603 2603 91. STADA ARZNEIMITTEL AG 2017-12-13 5719 3447 2272 2272 200.95 FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2017-12-15 201 219 -18 -18 166.89 FANNIE MAE 2004-02-11 2017-12-15 167 169 -2 -2 80.32 FREDDIE MAC 2004-05-18 2017-12-15 80 80 34.26 FED HOME LN MTG CORP PARTN CTFS 2005-01-18 2017-12-15 34 34 95.47 FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2017-12-15 95 97 -2 -2 202.47 FED HOME LN MTG CORP PARTN CTFS 2007-10-11 2017-12-15 202 205 -3 -3 212.46 FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2017-12-15 212 219 -7 -7 224.75 FHLMC 3952 CL MA 3.000% 11/15/2021 2013-09-24 2017-12-15 225 230 -5 -5 88.56 FEDERAL HOME LN MTG CORP MULTICLASS 2007-08-28 2017-12-15 89 86 3 3 367.82 FHLMC REMIC 2009-08-18 2017-12-15 368 382 -14 -14 61.39 FEDERAL HOME LN MTG CORP MULTICLASS 2006-06-16 2017-12-15 61 56 5 5 87.05 FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2017-12-15 87 84 3 3 424.5 FHLMC NOV2920 CL PE 5.000% 01/15/2035 DTD 01/01/2005 2015-09-04 2017-12-15 425 462 -37 -37 379.39 FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2017-12-15 379 415 -36 -36 212.94 FHLMC REMIC 2008-12-09 2017-12-15 213 199 14 14 198.05 FHLMC SER 3438 CL B 5% 0/15/2038 2011-08-11 2017-12-15 198 210 -12 -12 29.9 GNMA POOL NO 781079 2002-02-07 2017-12-15 30 31 -1 -1 867.43 SANTANDER DRIVE AUTO RECEIVABL 2014-1 CL C 2.360% 04/15/2020 2015-10-01 2017-12-15 867 873 -6 -6 438.91 GNMA 2006-29 CL PC 5.000% 06/20/2036 DTD 06/01/2006 2015-01-09 2017-12-20 439 483 -44 -44 300.26 GNMA SER 2003-11 CL QC 5.5% FEB 20 2033 2012-11-20 2017-12-20 300 345 -45 -45 474.73 GNMA 2003-26 CL A 5.000% 04/20/2033 DTD 04/30/2003 2017-12-20 475 520 -45 -45 291.69 GNMA REMIC 2003-66 CL HD 5.500% 08/20/2033 DTD 08/29/2003 2014-01-23 2017-12-20 292 320 -28 -28 299.02 GNMA SER 2003-86 CL QG 5.5% OCT 20 2033 2017-10-27 2017-12-20 299 328 -29 -29 285.7 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033 2014-05-27 2017-12-20 286 320 -34 -34 344.06 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II SER 2004-1 CL TE 5% 2014-08-14 2017-12-20 344 377 -33 -33 340.83 GNMA 2004-18 CL WD 5.500% 02/20/2034 DTD 03/30/2004 2017-04-28 2017-12-20 341 376 -35 -35 671.7 GNMA 2004-109 CL BC 5.000% 11/20/2033 DTD 12/01/2004 2015-01-09 2017-12-20 672 720 -48 -48 216.84 GNMA SER 2008-53 CL PY 5.75% JUN 20 2038 2011-05-17 2017-12-20 217 238 -21 -21 305.01 GNMA 2008-55 CL PL 5.500% 06/20/2038 DTD 06/01/2008 2012-11-01 2017-12-20 305 355 -50 -50 1624.59 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019 2015-09-25 2017-12-21 1625 1625 13.22 FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2017-12-26 13 14 -1 -1 192.48 FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2017-12-26 192 211 -19 -19 75.48 FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2017-12-26 75 78 -3 -3 26.04 FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2017-12-26 26 27 -1 -1 332. FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-08 2017-12-26 332 335 -3 -3 210.29 FNMA 2003-25 CL KP REMIC 5.000% 04/25/2033 DTD 03/28/2003 2017-12-26 210 231 -21 -21 323.38 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-06 2017-12-26 323 322 1 1 291.48 FNMA 2003-119 CL ME 4.500% 04/25/2033 DTD 11/28/2003 2013-06-03 2017-12-26 291 303 -12 -12 68.16 FANNIE MAE 2007-07-19 2017-12-26 68 67 1 1 452.29 FNMA REMIC 2013-07-01 2017-12-26 452 489 -37 -37 14.48 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2017-12-26 14 15 -1 -1 73.44 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2017-12-26 73 74 -1 -1 54.41 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-08-13 2017-12-26 54 54 102.34 FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2017-12-26 102 104 -2 -2 64.58 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2017-12-26 65 66 -1 -1 6.09 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2017-12-26 6 6 85.41 FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2017-12-26 85 85 15.28 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2017-12-26 15 15 39.92 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2017-12-26 40 40 136.6 FNMA 995264 6.5% 12/01/23 2012-07-25 2017-12-26 137 152 -15 -15 197.76 FNMA AB3678 3.5% 10/01/41 2011-10-26 2017-12-26 198 201 -3 -3 65000. U S A NOTES 2010-09-15 2018-01-08 66706 68882 -2176 -2176 20. BLACKROCK INC 2014-10-29 2018-01-11 10706 6610 4096 4096 25. CMS ENERGY CORP 2015-12-02 2018-01-11 1109 871 238 238 51. CMS ENERGY CORP 2015-12-02 2018-01-11 2273 1777 496 496 183. THE KRAFT HEINZ CO 2018-01-11 14152 15323 -1171 -1171 3000. SCHLUMBERGER INVESTMENT 3.650% 12/01/2023 DTD 12/03/2013 2014-02-27 2018-01-11 3153 3074 79 79 2000. SCHLUMBERGER INVESTMENT 3.650% 12/01/2023 DTD 12/03/2013 2014-02-27 2018-01-11 2102 2049 53 53 20. CMS ENERGY CORP 2015-12-02 2018-01-12 887 697 190 190 6. CMS ENERGY CORP 2015-12-02 2018-01-12 266 209 57 57 192. CMS ENERGY CORP 2018-01-12 8477 6660 1817 1817 214.91 FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2018-01-16 215 235 -20 -20 78.86 FANNIE MAE 2004-02-11 2018-01-16 79 80 -1 -1 79.24 FREDDIE MAC 2004-05-18 2018-01-16 79 79 34.34 FED HOME LN MTG CORP PARTN CTFS 2005-01-18 2018-01-16 34 34 115.78 FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2018-01-16 116 117 -1 -1 88.61 FED HOME LN MTG CORP PARTN CTFS 2007-10-11 2018-01-16 89 90 -1 -1 50.64 FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2018-01-16 51 52 -1 -1 254.99 FHLMC 3952 CL MA 3.000% 11/15/2021 2013-09-24 2018-01-16 255 260 -5 -5 375.12 FHLMC REMIC 2009-08-18 2018-01-16 375 389 -14 -14 54.95 FEDERAL HOME LN MTG CORP MULTICLASS 2006-06-16 2018-01-16 55 50 5 5 80.35 FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2018-01-16 80 77 3 3 202.71 FHLMC NOV2920 CL PE 5.000% 01/15/2035 DTD 01/01/2005 2015-09-04 2018-01-16 203 220 -17 -17 270.09 FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2018-01-16 270 295 -25 -25 353.5 FHLMC REMIC 2008-12-09 2018-01-16 354 331 23 23 170.72 FHLMC SER 3438 CL B 5% 0/15/2038 2011-08-11 2018-01-16 171 181 -10 -10 12.27 GNMA POOL NO 781079 2002-02-07 2018-01-16 12 13 -1 -1 755.26 SANTANDER DRIVE AUTO RECEIVABL 2014-1 CL C 2.360% 04/15/2020 2015-10-01 2018-01-16 755 760 -5 -5 2000. TEVA PHARMACEUT FIN BV 2.950% 12/18/2022 DTD 12/18/2012 2014-07-10 2018-01-17 1821 1925 -104 -104 333.12 GNMA 2006-29 CL PC 5.000% 06/20/2036 DTD 06/01/2006 2015-01-09 2018-01-22 333 367 -34 -34 362.86 GNMA SER 2003-11 CL QC 5.5% FEB 20 2033 2012-11-20 2018-01-22 363 417 -54 -54 648.48 GNMA 2003-26 CL A 5.000% 04/20/2033 DTD 04/30/2003 2018-01-22 648 710 -62 -62 354.13 GNMA REMIC 2003-66 CL HD 5.500% 08/20/2033 DTD 08/29/2003 2014-01-23 2018-01-22 354 389 -35 -35 328.8 GNMA SER 2003-86 CL QG 5.5% OCT 20 2033 2017-10-27 2018-01-22 329 360 -31 -31 299.8 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033 2014-05-27 2018-01-22 300 335 -35 -35 196.98 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II SER 2004-1 CL TE 5% 2014-08-14 2018-01-22 197 216 -19 -19 320.09 GNMA 2004-18 CL WD 5.500% 02/20/2034 DTD 03/30/2004 2017-04-28 2018-01-22 320 353 -33 -33 856. GNMA 2004-109 CL BC 5.000% 11/20/2033 DTD 12/01/2004 2015-01-09 2018-01-22 856 918 -62 -62 257.73 GNMA SER 2008-53 CL PY 5.75% JUN 20 2038 2011-05-17 2018-01-22 258 283 -25 -25 487.44 GNMA 2008-55 CL PL 5.500% 06/20/2038 DTD 06/01/2008 2012-11-01 2018-01-22 487 568 -81 -81 .51 FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2018-01-25 1 1 98.17 FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2018-01-25 98 108 -10 -10 73.07 FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2018-01-25 73 75 -2 -2 27.55 FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2018-01-25 28 28 293.97 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-08 2018-01-25 294 297 -3 -3 191.77 FNMA 2003-25 CL KP REMIC 5.000% 04/25/2033 DTD 03/28/2003 2018-01-25 192 210 -18 -18 316.3 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-06 2018-01-25 316 315 1 1 464.84 FNMA 2003-119 CL ME 4.500% 04/25/2033 DTD 11/28/2003 2013-06-03 2018-01-25 465 482 -17 -17 66.49 FANNIE MAE 2007-07-19 2018-01-25 66 65 1 1 202.01 FNMA REMIC 2013-07-01 2018-01-25 202 218 -16 -16 14.11 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2018-01-25 14 14 71.95 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2018-01-25 72 72 54.65 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-08-13 2018-01-25 55 55 91.64 FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2018-01-25 92 93 -1 -1 63.86 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2018-01-25 64 65 -1 -1 5.97 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2018-01-25 6 6 86.87 FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2018-01-25 87 86 1 1 662.8 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2018-01-25 663 670 -7 -7 40.1 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2018-01-25 40 40 64.61 FNMA 995264 6.5% 12/01/23 2012-07-25 2018-01-25 65 72 -7 -7 279.94 FNMA AB3678 3.5% 10/01/41 2011-10-26 2018-01-25 280 285 -5 -5 53. APPLE COMPUTER INC 2017-02-02 2018-01-26 9030 6796 2234 2234 23. APPLE COMPUTER INC 2018-01-26 3919 1349 2570 2570 176. TJX COS INC NEW 2018-01-26 14161 10204 3957 3957 40. DELPHI TECHNOLOGIES PLC 2018-01-26 2242 1728 514 514 3. DELPHI TECHNOLOGIES PLC 2017-05-18 2018-01-26 168 130 38 38 1600.06 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019 2015-09-25 2018-01-31 1600 1600 4000. AT&T INC 5 1/2% FEB 01 2018 2012-07-10 2018-02-01 4000 4831 -831 -831 56258.608 AMG MG PICTET INTL-Z 2018-02-06 634035 504250 129785 129785 14467.288 BROWN ADV JAPAN ALPHA OPP-IS 2018-02-06 166953 151083 15870 15870 14335.969 BROWN ADV JAPAN ALPHA OPP-IS 2018-01-04 2018-02-06 165437 169164 -3727 -3727 48370.403 CAPITAL GR NON US EQUITY 2018-02-06 667995 568030 99965 99965 21092.669 CULLEN HIGH DIVIDEND EQUITY FUND 2013-02-25 2018-02-06 382199 305000 77199 77199 28929.5 FIDELITY 500 INDEX FD-AI 2018-02-06 2728920 2683652 45268 45268 17149. ISHARES MISCI EAFE INDEX FUND 2018-02-06 1215407 978971 236436 236436 2581. ISHARES MISCI EAFE INDEX FUND 2018-02-06 182924 167823 15101 15101 10186. ISHARES CORE MSCI EAFE ETF 2018-02-06 680664 619905 60759 60759 49244.385 JPMORGAN GL RES ENH IDX-R6 2018-02-06 1111938 852889 259049 259049 52557.326 PIMCO SHORT TERM FUND INSTL 2017-12-05 2018-02-06 519266 519266 6. WELLS FARGO & CO NEW 2017-06-30 2018-02-06 348 333 15 15 2. WELLS FARGO & CO NEW 2017-06-30 2018-02-06 116 111 5 5 72. WELLS FARGO & CO NEW 2017-06-30 2018-02-06 4134 3995 139 139 76. WELLS FARGO & CO NEW 2018-02-06 4307 4152 155 155 2000. HCP INC 3.875% 08/15/2024 DTD 08/14/2014 2014-08-07 2018-02-08 2015 1993 22 22 109.47 FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2018-02-15 109 120 -11 -11 62.42 FANNIE MAE 2004-02-11 2018-02-15 62 63 -1 -1 80.12 FREDDIE MAC 2004-05-18 2018-02-15 80 80 4.66 FED HOME LN MTG CORP PARTN CTFS 2005-01-18 2018-02-15 5 5 94.47 FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2018-02-15 94 96 -2 -2 103.29 FED HOME LN MTG CORP PARTN CTFS 2007-10-11 2018-02-15 103 105 -2 -2 183.8 FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2018-02-15 184 189 -5 -5 236.12 FHLMC 3952 CL MA 3.000% 11/15/2021 2013-09-24 2018-02-15 236 241 -5 -5 366.68 FHLMC REMIC 2009-08-18 2018-02-15 367 381 -14 -14 58.23 FEDERAL HOME LN MTG CORP MULTICLASS 2006-06-16 2018-02-15 58 53 5 5 72.43 FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2018-02-15 72 70 2 2 287.98 FHLMC NOV2920 CL PE 5.000% 01/15/2035 DTD 01/01/2005 2015-09-04 2018-02-15 288 313 -25 -25 457.22 FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2018-02-15 457 500 -43 -43 202.13 FHLMC REMIC 2008-12-09 2018-02-15 202 189 13 13 126.92 FHLMC SER 3438 CL B 5% 0/15/2038 2011-08-11 2018-02-15 127 135 -8 -8 13.19 GNMA POOL NO 781079 2002-02-07 2018-02-15 13 14 -1 -1 711.69 SANTANDER DRIVE AUTO RECEIVABL 2014-1 CL C 2.360% 04/15/2020 2015-10-01 2018-02-15 712 716 -4 -4 5000. DDR CORP NON-TRADEABLE ASSET 2017-05-09 2018-02-20 5030 4878 152 152 375.39 GNMA 2006-29 CL PC 5.000% 06/20/2036 DTD 06/01/2006 2015-01-09 2018-02-20 375 413 -38 -38 300.95 GNMA SER 2003-11 CL QC 5.5% FEB 20 2033 2012-11-20 2018-02-20 301 346 -45 -45 502.77 GNMA 2003-26 CL A 5.000% 04/20/2033 DTD 04/30/2003 2018-02-20 503 550 -47 -47 260.54 GNMA REMIC 2003-66 CL HD 5.500% 08/20/2033 DTD 08/29/2003 2014-01-23 2018-02-20 261 286 -25 -25 507.49 GNMA SER 2003-86 CL QG 5.5% OCT 20 2033 2017-10-27 2018-02-20 507 556 -49 -49 246.68 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033 2014-05-27 2018-02-20 247 276 -29 -29 144.32 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II SER 2004-1 CL TE 5% 2014-08-14 2018-02-20 144 158 -14 -14 292.83 GNMA 2004-18 CL WD 5.500% 02/20/2034 DTD 03/30/2004 2017-04-28 2018-02-20 293 323 -30 -30 661.89 GNMA 2004-109 CL BC 5.000% 11/20/2033 DTD 12/01/2004 2015-01-09 2018-02-20 662 710 -48 -48 23.17 FHLMC POOL 2005-91 CL PD ARM 12/20/2035 DTD 12/01/2005 2017-08-08 2018-02-20 23 26 -3 -3 193.6 GNMA SER 2008-53 CL PY 5.75% JUN 20 2038 2011-05-17 2018-02-20 194 213 -19 -19 262.43 GNMA 2008-55 CL PL 5.500% 06/20/2038 DTD 06/01/2008 2012-11-01 2018-02-20 262 306 -44 -44 1582.76 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019 2015-09-25 2018-02-21 1583 1583 28. ANADARKO PETE CORP 2018-02-22 1638 2019 -381 -381 14. ANADARKO PETE CORP 2018-02-22 828 1003 -175 -175 14. ANADARKO PETE CORP 2018-02-22 820 996 -176 -176 14. ANADARKO PETE CORP 2018-02-22 825 992 -167 -167 121. ANADARKO PETE CORP 2018-02-22 7081 8391 -1310 -1310 7. ANADARKO PETE CORP 2017-01-30 2018-02-22 410 480 -70 -70 58. CIGNA CORP 2018-02-22 11190 10305 885 885 123. METLIFE INC 2018-02-22 5773 5867 -94 -94 28. METLIFE INC 2018-02-22 1321 1321 90. METLIFE INC 2018-02-22 4231 4221 10 10 .51 FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2018-02-26 1 1 97.52 FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2018-02-26 98 107 -9 -9 84.85 FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2018-02-26 85 88 -3 -3 28.01 FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2018-02-26 28 29 -1 -1 73.25 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-08 2018-02-26 73 74 -1 -1 283.59 FNMA 2003-25 CL KP REMIC 5.000% 04/25/2033 DTD 03/28/2003 2018-02-26 284 311 -27 -27 278.96 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-06 2018-02-26 279 278 1 1 247.97 FNMA 2003-119 CL ME 4.500% 04/25/2033 DTD 11/28/2003 2013-06-03 2018-02-26 248 257 -9 -9 64.86 FANNIE MAE 2007-07-19 2018-02-26 65 64 1 1 196.48 FNMA REMIC 2013-07-01 2018-02-26 196 212 -16 -16 70.21 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2018-02-26 70 72 -2 -2 68.55 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2018-02-26 69 69 54.89 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-08-13 2018-02-26 55 55 94.11 FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2018-02-26 94 95 -1 -1 133.32 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2018-02-26 133 135 -2 -2 6.15 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2018-02-26 6 6 86.35 FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2018-02-26 86 86 13.26 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2018-02-26 13 13 208.84 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2018-02-26 209 207 2 2 146.13 FNMA 995264 6.5% 12/01/23 2012-07-25 2018-02-26 146 162 -16 -16 180.42 FNMA AB3678 3.5% 10/01/41 2011-10-26 2018-02-26 180 183 -3 -3 1. CONCHO RESOURCES INC 2017-05-15 2018-03-09 152 134 18 18 3. CONCHO RESOURCES INC 2017-05-15 2018-03-09 459 403 56 56 6. CONCHO RESOURCES INC 2017-05-15 2018-03-09 919 806 113 113 37. CONCHO RESOURCES INC 2018-03-09 5639 4965 674 674 4. CONCHO RESOURCES INC 2016-07-22 2018-03-09 610 491 119 119 3. CONCHO RESOURCES INC 2018-03-09 460 368 92 92 61. INTERNATIONAL BUSINESS MACHS CORP 2017-12-04 2018-03-09 9659 9546 113 113 83. INGERSOLL-RAND PLC 2018-03-09 7402 7369 33 33 10. INGERSOLL-RAND PLC 2017-05-18 2018-03-09 892 879 13 13 3. CONCHO RESOURCES INC 2018-03-12 461 367 94 94 1496.7 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019 2015-09-25 2018-03-15 1497 1497 267.78 FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2018-03-15 268 292 -24 -24 56.22 FANNIE MAE 2004-02-11 2018-03-15 56 57 -1 -1 85.67 FREDDIE MAC 2004-05-18 2018-03-15 86 86 34.89 FED HOME LN MTG CORP PARTN CTFS 2005-01-18 2018-03-15 35 35 137.66 FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2018-03-15 138 139 -1 -1 91.77 FED HOME LN MTG CORP PARTN CTFS 2007-10-11 2018-03-15 92 93 -1 -1 55.62 FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2018-03-15 56 57 -1 -1 228.86 FHLMC 3952 CL MA 3.000% 11/15/2021 2013-09-24 2018-03-15 229 234 -5 -5 317.59 FHLMC REMIC 2009-08-18 2018-03-15 318 330 -12 -12 52.75 FEDERAL HOME LN MTG CORP MULTICLASS 2006-06-16 2018-03-15 53 48 5 5 79.72 FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2018-03-15 80 77 3 3 208.39 FHLMC NOV2920 CL PE 5.000% 01/15/2035 DTD 01/01/2005 2015-09-04 2018-03-15 208 227 -19 -19 348.5 FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2018-03-15 349 381 -32 -32 186.26 FHLMC REMIC 2008-12-09 2018-03-15 186 174 12 12 184.89 FHLMC SER 3438 CL B 5% 0/15/2038 2011-08-11 2018-03-15 185 196 -11 -11 13.3 GNMA POOL NO 781079 2002-02-07 2018-03-15 13 14 -1 -1 5000. MIDAMERICAN ENERGY 5.300% 3/15/18 2008-03-28 2018-03-15 5000 4986 14 14 5000. AMERICAN EXPRESS 2014-06-06 2018-03-19 5000 5959 -959 -959 3280. SPDR GOLD TRUST 2018-02-06 2018-03-19 409564 411263 -1699 -1699 353.3 GNMA 2006-29 CL PC 5.000% 06/20/2036 DTD 06/01/2006 2015-01-09 2018-03-20 353 389 -36 -36 207.81 GNMA SER 2003-11 CL QC 5.5% FEB 20 2033 2012-11-20 2018-03-20 208 239 -31 -31 519.48 GNMA 2003-26 CL A 5.000% 04/20/2033 DTD 04/30/2003 2018-03-20 519 569 -50 -50 243.4 GNMA REMIC 2003-66 CL HD 5.500% 08/20/2033 DTD 08/29/2003 2014-01-23 2018-03-20 243 267 -24 -24 354.5 GNMA SER 2003-86 CL QG 5.5% OCT 20 2033 2017-10-27 2018-03-20 355 388 -33 -33 247.85 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033 2014-05-27 2018-03-20 248 277 -29 -29 246.92 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II SER 2004-1 CL TE 5% 2014-08-14 2018-03-20 247 271 -24 -24 292.44 GNMA 2004-18 CL WD 5.500% 02/20/2034 DTD 03/30/2004 2017-04-28 2018-03-20 292 322 -30 -30 633.11 GNMA 2004-109 CL BC 5.000% 11/20/2033 DTD 12/01/2004 2015-01-09 2018-03-20 633 679 -46 -46 268.16 FHLMC POOL 2005-91 CL PD ARM 12/20/2035 DTD 12/01/2005 2017-08-08 2018-03-20 268 300 -32 -32 239.99 GNMA SER 2008-53 CL PY 5.75% JUN 20 2038 2011-05-17 2018-03-20 240 264 -24 -24 278.02 GNMA 2008-55 CL PL 5.500% 06/20/2038 DTD 06/01/2008 2012-11-01 2018-03-20 278 324 -46 -46 1.08 FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2018-03-26 1 1 86.54 FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2018-03-26 87 95 -8 -8 136.05 FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2018-03-26 136 140 -4 -4 8.76 FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2018-03-26 9 9 4.99 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-08 2018-03-26 5 5 315.67 FNMA 2003-25 CL KP REMIC 5.000% 04/25/2033 DTD 03/28/2003 2018-03-26 316 346 -30 -30 254.25 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-06 2018-03-26 254 253 1 1 237.39 FNMA 2003-119 CL ME 4.500% 04/25/2033 DTD 11/28/2003 2013-06-03 2018-03-26 237 246 -9 -9 63.27 FANNIE MAE 2007-07-19 2018-03-26 63 62 1 1 191.09 FNMA REMIC 2013-07-01 2018-03-26 191 207 -16 -16 14.08 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2018-03-26 14 14 980.3 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2018-03-26 980 984 -4 -4 55.13 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-08-13 2018-03-26 55 55 84.52 FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2018-03-26 85 86 -1 -1 49.58 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2018-03-26 50 50 6.26 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2018-03-26 6 6 100.19 FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2018-03-26 100 100 12.95 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2018-03-26 13 13 35.2 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2018-03-26 35 35 99.77 FNMA 995264 6.5% 12/01/23 2012-07-25 2018-03-26 100 111 -11 -11 141.48 FNMA AB3678 3.5% 10/01/41 2011-10-26 2018-03-26 141 144 -3 -3 2730.184 OAKMARK FUND-INST 2018-02-06 2018-03-27 225377 235833 -10456 -10456 5553.178 PARNASSUS EQTY INCOME FD-INS 2018-02-06 2018-03-27 233622 237787 -4165 -4165 7407.312 PRIMECAP ODYSSEY STOCK FUND 2018-02-06 2018-03-27 233701 239330 -5629 -5629 5. ABBOTT LABS 2015-04-21 2018-04-06 293 235 58 58 217. ABBOTT LABS 2018-04-06 12554 9334 3220 3220 6. MARTIN MARIETTA MATLS INC 2018-04-06 1214 1046 168 168 104. WALGREENS BOOTS ALLIANCE INC 2017-01-30 2018-04-06 6600 8444 -1844 -1844 36. MARTIN MARIETTA MATLS INC 2015-08-14 2018-04-09 7225 6269 956 956 31. MARTIN MARIETTA MATLS INC 2018-04-10 6346 4985 1361 1361 12000. GOLDMAN SACHS GROUP INC 5 1/4% JUL 27 2021 2014-05-13 2018-04-11 12742 13420 -678 -678 5000. LOCKHEED MARTIN CORP 3.100% 01/15/2023 DTD 11/23/2015 2016-03-18 2018-04-11 4978 5149 -171 -171 23. COMCAST CORP NEW CL A 2009-12-07 2018-04-13 760 195 565 565 310. COMCAST CORP NEW CL A 2018-01-11 2018-04-13 10239 13111 -2872 -2872 10. INTERNATIONAL BUSINESS MACHS CORP 2018-04-13 1567 1533 34 34 1. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-13 157 152 5 5 46. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-13 7222 6990 232 232 42. MOLSON COORS BREWING CO 2018-04-13 3069 3908 -839 -839 96. MOLSON COORS BREWING CO 2018-04-13 7041 7142 -101 -101 788.4 CALIFORNIA REPUBLIC AUTO RECEI 2015-3 CL A3 1.620% 11/15/2019 2015-09-25 2018-04-16 788 788 362.25 FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2018-04-16 362 396 -34 -34 63.74 FANNIE MAE 2004-02-11 2018-04-16 64 65 -1 -1 182.79 FREDDIE MAC 2004-05-18 2018-04-16 183 183 35.03 FED HOME LN MTG CORP PARTN CTFS 2005-01-18 2018-04-16 35 35 128.01 FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2018-04-16 128 129 -1 -1 90.21 FED HOME LN MTG CORP PARTN CTFS 2007-10-11 2018-04-16 90 91 -1 -1 80.46 FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2018-04-16 80 83 -3 -3 212.74 FHLMC 3952 CL MA 3.000% 11/15/2021 2013-09-24 2018-04-16 213 217 -4 -4 353.04 FHLMC REMIC 2009-08-18 2018-04-16 353 367 -14 -14 31.8 FEDERAL HOME LN MTG CORP MULTICLASS 2006-06-16 2018-04-16 32 29 3 3 82.94 FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2018-04-16 83 80 3 3 332.15 FHLMC NOV2920 CL PE 5.000% 01/15/2035 DTD 01/01/2005 2015-09-04 2018-04-16 332 361 -29 -29 338.76 FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2018-04-16 339 371 -32 -32 273.35 FHLMC REMIC 2008-12-09 2018-04-16 273 256 17 17 147.35 FHLMC SER 3438 CL B 5% 0/15/2038 2011-08-11 2018-04-16 147 156 -9 -9 13.27 GNMA POOL NO 781079 2002-02-07 2018-04-16 13 14 -1 -1 2. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-16 316 304 12 12 2. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-16 317 304 13 13 7. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-16 1106 1064 42 42 62. MOLSON COORS BREWING CO 2018-04-16 4562 4534 28 28 701.54 SANTANDER DRIVE AUTO RECEIVABL 2014-3 CL D 2.650% 08/17/2020 2017-08-14 2018-04-16 702 706 -4 -4 3. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-17 477 456 21 21 6. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-17 961 912 49 49 3. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-17 483 456 27 27 5. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-17 795 760 35 35 1. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-17 160 152 8 8 2. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-18 298 304 -6 -6 3. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-18 448 456 -8 -8 5. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-18 744 760 -16 -16 3. INTERNATIONAL BUSINESS MACHS CORP 2017-11-21 2018-04-18 446 456 -10 -10 330.7 GNMA 2006-29 CL PC 5.000% 06/20/2036 DTD 06/01/2006 2015-01-09 2018-04-20 331 364 -33 -33 201.01 GNMA SER 2003-11 CL QC 5.5% FEB 20 2033 2012-11-20 2018-04-20 201 231 -30 -30 502.91 GNMA 2003-26 CL A 5.000% 04/20/2033 DTD 04/30/2003 2018-04-20 503 550 -47 -47 159.18 GNMA REMIC 2003-66 CL HD 5.500% 08/20/2033 DTD 08/29/2003 2014-01-23 2018-04-20 159 175 -16 -16 460.87 GNMA SER 2003-86 CL QG 5.5% OCT 20 2033 2017-10-27 2018-04-20 461 505 -44 -44 231.5 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033 2014-05-27 2018-04-20 232 259 -27 -27 297.13 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II SER 2004-1 CL TE 5% 2014-08-14 2018-04-20 297 326 -29 -29 278.36 GNMA 2004-18 CL WD 5.500% 02/20/2034 DTD 03/30/2004 2017-04-28 2018-04-20 278 307 -29 -29 789.12 GNMA 2004-109 CL BC 5.000% 11/20/2033 DTD 12/01/2004 2015-01-09 2018-04-20 789 846 -57 -57 428.1 FHLMC POOL 2005-91 CL PD ARM 12/20/2035 DTD 12/01/2005 2017-08-08 2018-04-20 428 479 -51 -51 254.38 GNMA SER 2008-53 CL PY 5.75% JUN 20 2038 2011-05-17 2018-04-20 254 280 -26 -26 352.25 GNMA 2008-55 CL PL 5.500% 06/20/2038 DTD 06/01/2008 2012-11-01 2018-04-20 352 410 -58 -58 .52 FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2018-04-25 1 1 100.12 FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2018-04-25 100 110 -10 -10 74.36 FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2018-04-25 74 77 -3 -3 26.02 FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2018-04-25 26 27 -1 -1 268.82 FNMA 2003-25 CL KP REMIC 5.000% 04/25/2033 DTD 03/28/2003 2018-04-25 269 295 -26 -26 233.17 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-06 2018-04-25 233 232 1 1 273.55 FNMA 2003-119 CL ME 4.500% 04/25/2033 DTD 11/28/2003 2013-06-03 2018-04-25 274 284 -10 -10 56.75 FANNIE MAE 2007-07-19 2018-04-25 57 56 1 1 185.85 FNMA REMIC 2013-07-01 2018-04-25 186 201 -15 -15 74.84 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2018-04-25 75 76 -1 -1 72.23 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2018-04-25 72 72 55.37 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-08-13 2018-04-25 55 55 89.46 FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2018-04-25 89 91 -2 -2 49.7 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2018-04-25 50 50 6.42 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2018-04-25 6 7 -1 -1 100.24 FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2018-04-25 100 100 13.77 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2018-04-25 14 14 35.37 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2018-04-25 35 35 92.27 FNMA 995264 6.5% 12/01/23 2012-07-25 2018-04-25 92 103 -11 -11 399.41 FNMA AB3678 3.5% 10/01/41 2011-10-26 2018-04-25 399 406 -7 -7 42. AGILENT TECHNOLOGIES INC 2018-04-26 2790 2385 405 405 5. AGILENT TECHNOLOGIES INC 2017-05-05 2018-04-26 332 283 49 49 64. APPLE COMPUTER INC 2006-04-06 2018-04-26 10516 633 9883 9883 13. AGILENT TECHNOLOGIES INC 2017-05-05 2018-04-27 860 737 123 123 30. AGILENT TECHNOLOGIES INC 2018-04-27 1989 1700 289 289 79. AGILENT TECHNOLOGIES INC 2018-04-30 5222 4468 754 754 186.97 FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2018-05-15 187 204 -17 -17 47.29 FANNIE MAE 2004-02-11 2018-05-15 47 48 -1 -1 63.35 FREDDIE MAC 2004-05-18 2018-05-15 63 63 67.84 FED HOME LN MTG CORP PARTN CTFS 2005-01-18 2018-05-15 68 68 130.99 FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2018-05-15 131 133 -2 -2 255.63 FED HOME LN MTG CORP PARTN CTFS 2007-10-11 2018-05-15 256 259 -3 -3 65.17 FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2018-05-15 65 67 -2 -2 247.89 FHLMC 3952 CL MA 3.000% 11/15/2021 2013-09-24 2018-05-15 248 253 -5 -5 349.55 FHLMC REMIC 2009-08-18 2018-05-15 350 363 -13 -13 21.76 FEDERAL HOME LN MTG CORP MULTICLASS 2006-06-16 2018-05-15 22 20 2 2 75.12 FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2018-05-15 75 72 3 3 150.64 FHLMC NOV2920 CL PE 5.000% 01/15/2035 DTD 01/01/2005 2015-09-04 2018-05-15 151 164 -13 -13 329.29 FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2018-05-15 329 360 -31 -31 202.81 FHLMC REMIC 2008-12-09 2018-05-15 203 190 13 13 144.47 FHLMC SER 3438 CL B 5% 0/15/2038 2011-08-11 2018-05-15 144 153 -9 -9 13.63 GNMA POOL NO 781079 2002-02-07 2018-05-15 14 14 2858.64 SANTANDER DRIVE AUTO RECEIVABL 2014-3 CL D 2.650% 08/17/2020 2017-08-14 2018-05-15 2859 2879 -20 -20 170.19 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2018-05-15 170 171 -1 -1 42. INGERSOLL-RAND PLC 2018-05-15 3733 3691 42 42 2. INGERSOLL-RAND PLC 2017-02-10 2018-05-15 178 164 14 14 22. INGERSOLL-RAND PLC 2018-05-15 1952 1799 153 153 8. INGERSOLL-RAND PLC 2017-02-10 2018-05-15 711 653 58 58 74. INGERSOLL-RAND PLC 2017-02-10 2018-05-15 6573 6043 530 530 346.21 GNMA 2006-29 CL PC 5.000% 06/20/2036 DTD 06/01/2006 2015-01-09 2018-05-21 346 381 -35 -35 204.14 GNMA SER 2003-11 CL QC 5.5% FEB 20 2033 2012-11-20 2018-05-21 204 235 -31 -31 516.87 GNMA 2003-26 CL A 5.000% 04/20/2033 DTD 04/30/2003 2018-05-21 517 566 -49 -49 173.95 GNMA REMIC 2003-66 CL HD 5.500% 08/20/2033 DTD 08/29/2003 2014-01-23 2018-05-21 174 191 -17 -17 336.86 GNMA SER 2003-86 CL QG 5.5% OCT 20 2033 2017-10-27 2018-05-21 337 369 -32 -32 222.6 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033 2014-05-27 2018-05-21 223 249 -26 -26 262.87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II SER 2004-1 CL TE 5% 2014-08-14 2018-05-21 263 288 -25 -25 249.47 GNMA 2004-18 CL WD 5.500% 02/20/2034 DTD 03/30/2004 2017-04-28 2018-05-21 249 275 -26 -26 854.06 GNMA 2004-109 CL BC 5.000% 11/20/2033 DTD 12/01/2004 2015-01-09 2018-05-21 854 916 -62 -62 376.42 FHLMC POOL 2005-91 CL PD ARM 12/20/2035 DTD 12/01/2005 2017-08-08 2018-05-21 376 421 -45 -45 174.75 GNMA SER 2008-53 CL PY 5.75% JUN 20 2038 2011-05-17 2018-05-21 175 192 -17 -17 276.82 GNMA 2008-55 CL PL 5.500% 06/20/2038 DTD 06/01/2008 2012-11-01 2018-05-21 277 323 -46 -46 8. CONCHO RESOURCES INC 2016-07-22 2018-05-22 1231 978 253 253 10. CONCHO RESOURCES INC 2016-07-22 2018-05-22 1533 1223 310 310 51. CONCHO RESOURCES INC 2018-05-22 7668 6062 1606 1606 15750.36 OCH-ZIFF OZOFII PRIVATE INVESTORS OFFSHORE LTD. - 3% HOLDBACK 2017-11-14 2018-05-22 15750 10018 5732 5732 4. PHILIP MORRIS INTERNATIONAL 2017-08-01 2018-05-22 320 467 -147 -147 35. PHILIP MORRIS INTERNATIONAL 2018-05-22 2799 4077 -1278 -1278 17. PHILIP MORRIS INTERNATIONAL 2017-08-01 2018-05-22 1359 1978 -619 -619 4. PHILIP MORRIS INTERNATIONAL 2017-08-01 2018-05-22 320 466 -146 -146 5. PHILIP MORRIS INTERNATIONAL 2017-08-01 2018-05-23 400 582 -182 -182 32. PHILIP MORRIS INTERNATIONAL 2017-05-18 2018-05-23 2601 3642 -1041 -1041 20. PHILIP MORRIS INTERNATIONAL 2017-08-01 2018-05-23 1626 2328 -702 -702 5000. STATE STREET CORP 3.700% 11/20/2023 DTD 11/19/2013 2018-05-23 5059 5091 -32 -32 .53 FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2018-05-25 1 1 84.77 FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2018-05-25 85 93 -8 -8 86.65 FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2018-05-25 87 89 -2 -2 13.05 FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2018-05-25 13 13 182.29 FNMA 2003-25 CL KP REMIC 5.000% 04/25/2033 DTD 03/28/2003 2018-05-25 182 200 -18 -18 222.09 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-06 2018-05-25 222 221 1 1 235.64 FNMA 2003-119 CL ME 4.500% 04/25/2033 DTD 11/28/2003 2013-06-03 2018-05-25 236 245 -9 -9 65.16 FANNIE MAE 2007-07-19 2018-05-25 65 64 1 1 180.75 FNMA REMIC 2013-07-01 2018-05-25 181 195 -14 -14 223.98 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2018-05-25 224 229 -5 -5 67.8 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2018-05-25 68 68 37.42 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-08-13 2018-05-25 37 37 83.5 FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2018-05-25 84 85 -1 -1 48.6 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2018-05-25 49 49 6.43 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2018-05-25 6 7 -1 -1 89.53 FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2018-05-25 90 89 1 1 13.84 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2018-05-25 14 14 35.53 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2018-05-25 36 35 1 1 100.2 FNMA 995264 6.5% 12/01/23 2012-07-25 2018-05-25 100 111 -11 -11 195. FNMA AB3678 3.5% 10/01/41 2011-10-26 2018-05-25 195 198 -3 -3 1. LOWES COS INC 2011-08-04 2018-06-12 101 20 81 81 80. LOWES COS INC 2011-08-04 2018-06-12 8051 1633 6418 6418 154.42 FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2018-06-15 154 169 -15 -15 59.39 FANNIE MAE 2004-02-11 2018-06-15 59 60 -1 -1 50.73 FREDDIE MAC 2004-05-18 2018-06-15 51 51 34.93 FED HOME LN MTG CORP PARTN CTFS 2005-01-18 2018-06-15 35 35 100.95 FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2018-06-15 101 102 -1 -1 217.15 FED HOME LN MTG CORP PARTN CTFS 2007-10-11 2018-06-15 217 220 -3 -3 4724.01 FED HOME LN MTG CORP PARTN CTFS 2007-10-11 2018-06-15 5078 4787 291 291 76.03 FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2018-06-15 76 78 -2 -2 223.85 FHLMC 3952 CL MA 3.000% 11/15/2021 2013-09-24 2018-06-15 224 229 -5 -5 348.39 FHLMC REMIC 2009-08-18 2018-06-15 348 362 -14 -14 50.98 FEDERAL HOME LN MTG CORP MULTICLASS 2006-06-16 2018-06-15 51 46 5 5 65.85 FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2018-06-15 66 63 3 3 242.48 FHLMC NOV2920 CL PE 5.000% 01/15/2035 DTD 01/01/2005 2015-09-04 2018-06-15 242 264 -22 -22 320.08 FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2018-06-15 320 350 -30 -30 311.2 FHLMC REMIC 2008-12-09 2018-06-15 311 291 20 20 148.32 FHLMC SER 3438 CL B 5% 0/15/2038 2011-08-11 2018-06-15 148 157 -9 -9 44.35 GNMA POOL NO 781079 2002-02-07 2018-06-15 44 46 -2 -2 2794.94 SANTANDER DRIVE AUTO RECEIVABL 2014-3 CL D 2.650% 08/17/2020 2017-08-14 2018-06-15 2795 2815 -20 -20 2069.93 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2018-06-15 2070 2074 -4 -4 3988. VANGUARD EMERGING MARKET VIPERS 2018-02-06 2018-06-15 175352 190926 -15574 -15574 2332.19 AMG MG FAIRPT MC-Z 2018-02-06 2018-06-18 102127 103036 -909 -909 3862.238 PRINCIPAL MIDCAP FUND-R6 2018-02-06 2018-06-18 110035 104783 5252 5252 197.16 GNMA 2006-29 CL PC 5.000% 06/20/2036 DTD 06/01/2006 2015-01-09 2018-06-20 197 217 -20 -20 384.9 GNMA SER 2003-11 CL QC 5.5% FEB 20 2033 2012-11-20 2018-06-20 385 442 -57 -57 768.38 GNMA 2003-26 CL A 5.000% 04/20/2033 DTD 04/30/2003 2018-06-20 768 841 -73 -73 195.99 GNMA REMIC 2003-66 CL HD 5.500% 08/20/2033 DTD 08/29/2003 2014-01-23 2018-06-20 196 215 -19 -19 367.39 GNMA SER 2003-86 CL QG 5.5% OCT 20 2033 2017-10-27 2018-06-20 367 403 -36 -36 305.63 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033 2014-05-27 2018-06-20 306 342 -36 -36 241.52 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II SER 2004-1 CL TE 5% 2014-08-14 2018-06-20 242 265 -23 -23 234.23 GNMA 2004-18 CL WD 5.500% 02/20/2034 DTD 03/30/2004 2017-04-28 2018-06-20 234 258 -24 -24 519.8 GNMA 2004-109 CL BC 5.000% 11/20/2033 DTD 12/01/2004 2015-01-09 2018-06-20 520 557 -37 -37 358.34 FHLMC POOL 2005-91 CL PD ARM 12/20/2035 DTD 12/01/2005 2017-08-08 2018-06-20 358 401 -43 -43 93.12 GNMA SER 2008-53 CL PY 5.75% JUN 20 2038 2011-05-17 2018-06-20 93 102 -9 -9 338.97 GNMA 2008-55 CL PL 5.500% 06/20/2038 DTD 06/01/2008 2012-11-01 2018-06-20 339 395 -56 -56 .53 FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2018-06-25 1 1 89.35 FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2018-06-25 89 98 -9 -9 83.6 FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2018-06-25 84 86 -2 -2 22.39 FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2018-06-25 22 23 -1 -1 173.02 FNMA 2003-25 CL KP REMIC 5.000% 04/25/2033 DTD 03/28/2003 2018-06-25 173 190 -17 -17 155.13 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-06 2018-06-25 155 154 1 1 253.78 FNMA 2003-119 CL ME 4.500% 04/25/2033 DTD 11/28/2003 2013-06-03 2018-06-25 254 263 -9 -9 58.72 FANNIE MAE 2007-07-19 2018-06-25 59 58 1 1 175.78 FNMA REMIC 2013-07-01 2018-06-25 176 190 -14 -14 13.73 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2018-06-25 14 14 67.31 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2018-06-25 67 68 -1 -1 35.71 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-08-13 2018-06-25 36 36 79.74 FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2018-06-25 80 81 -1 -1 47.86 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2018-06-25 48 49 -1 -1 6.47 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2018-06-25 6 7 -1 -1 93.92 FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2018-06-25 94 93 1 1 14.23 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2018-06-25 14 14 35.69 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2018-06-25 36 35 1 1 172.72 FNMA 995264 6.5% 12/01/23 2012-07-25 2018-06-25 173 192 -19 -19 187.57 FNMA AB3678 3.5% 10/01/41 2011-10-26 2018-06-25 188 191 -3 -3 209.8 FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2018-07-16 210 229 -19 -19 55.44 FANNIE MAE 2004-02-11 2018-07-16 55 56 -1 -1 62.29 FREDDIE MAC 2004-05-18 2018-07-16 62 62 34.81 FED HOME LN MTG CORP PARTN CTFS 2005-01-18 2018-07-16 35 35 95.01 FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2018-07-16 95 96 -1 -1 41.77 FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2018-07-16 42 43 -1 -1 188.8 FHLMC 3952 CL MA 3.000% 11/15/2021 2013-09-24 2018-07-16 189 193 -4 -4 321.61 FHLMC REMIC 2009-08-18 2018-07-16 322 334 -12 -12 17.51 FEDERAL HOME LN MTG CORP MULTICLASS 2006-06-16 2018-07-16 18 16 2 2 72.37 FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2018-07-16 72 70 2 2 129.78 FHLMC NOV2920 CL PE 5.000% 01/15/2035 DTD 01/01/2005 2015-09-04 2018-07-16 130 141 -11 -11 311.12 FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2018-07-16 311 340 -29 -29 241.16 FHLMC REMIC 2008-12-09 2018-07-16 241 225 16 16 139.86 FHLMC SER 3438 CL B 5% 0/15/2038 2011-08-11 2018-07-16 140 148 -8 -8 34.78 GNMA POOL NO 781079 2002-02-07 2018-07-16 35 36 -1 -1 2527.48 SANTANDER DRIVE AUTO RECEIVABL 2014-3 CL D 2.650% 08/17/2020 2017-08-14 2018-07-16 2527 2545 -18 -18 2060.18 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2018-07-16 2060 2064 -4 -4 3. AMERISOURCEBERGEN CORP 2018-04-09 2018-07-18 259 259 4. AMERISOURCEBERGEN CORP 2018-04-09 2018-07-18 346 345 1 1 126. CAPITAL ONE FINL CORP 2018-01-11 2018-07-18 12232 13105 -873 -873 121. DISH NETWORK CORP 2018-07-18 3778 6447 -2669 -2669 114. DISH NETWORK CORP 2018-07-18 3555 5270 -1715 -1715 3861. ISHARES GOLD TRUST 2018-03-19 2018-07-18 45434 48861 -3427 -3427 7900. ISHARES GOLD TRUST 2018-03-19 2018-07-18 92903 99975 -7072 -7072 8. AMERISOURCEBERGEN CORP 2018-04-09 2018-07-19 681 690 -9 -9 2. AMERISOURCEBERGEN CORP 2018-04-09 2018-07-19 172 173 -1 -1 25. AMERISOURCEBERGEN CORP 2018-07-19 2134 2145 -11 -11 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-19 84 85 -1 -1 1413. ISHARES GOLD TRUST 2018-03-19 2018-07-19 16570 17882 -1312 -1312 1400. ISHARES GOLD TRUST 2018-03-19 2018-07-19 16331 17717 -1386 -1386 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-20 85 85 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-20 85 85 6. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-20 510 513 -3 -3 254.37 GNMA 2006-29 CL PC 5.000% 06/20/2036 DTD 06/01/2006 2015-01-09 2018-07-20 254 280 -26 -26 428.95 GNMA SER 2003-11 CL QC 5.5% FEB 20 2033 2012-11-20 2018-07-20 429 493 -64 -64 541.79 GNMA 2003-26 CL A 5.000% 04/20/2033 DTD 04/30/2003 2018-07-20 542 593 -51 -51 165.58 GNMA REMIC 2003-66 CL HD 5.500% 08/20/2033 DTD 08/29/2003 2014-01-23 2018-07-20 166 182 -16 -16 382.35 GNMA SER 2003-86 CL QG 5.5% OCT 20 2033 2017-10-27 2018-07-20 382 419 -37 -37 217.27 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033 2014-05-27 2018-07-20 217 243 -26 -26 272.76 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II SER 2004-1 CL TE 5% 2014-08-14 2018-07-20 273 299 -26 -26 264.72 GNMA 2004-18 CL WD 5.500% 02/20/2034 DTD 03/30/2004 2017-04-28 2018-07-20 265 292 -27 -27 710.95 GNMA 2004-109 CL BC 5.000% 11/20/2033 DTD 12/01/2004 2015-01-09 2018-07-20 711 762 -51 -51 288.05 FHLMC POOL 2005-91 CL PD ARM 12/20/2035 DTD 12/01/2005 2017-08-08 2018-07-20 288 323 -35 -35 282.04 GNMA SER 2008-53 CL PY 5.75% JUN 20 2038 2011-05-17 2018-07-20 282 310 -28 -28 365.52 GNMA 2008-55 CL PL 5.500% 06/20/2038 DTD 06/01/2008 2012-11-01 2018-07-20 366 426 -60 -60 4. ADOBE SYS INC 2012-11-05 2018-07-23 1031 137 894 894 6. AGILENT TECHNOLOGIES INC 2017-05-08 2018-07-23 382 337 45 45 2. ALPHABET INC/CA-CL C 2018-05-07 2018-07-23 2366 2105 261 261 1. ALPHABET INC/CA-CL A 2015-10-30 2018-07-23 1195 744 451 451 1. AMAZON COM INC 2015-10-30 2018-07-23 1812 630 1182 1182 3. AMERICAN EXPRESS CO 2018-07-18 2018-07-23 300 309 -9 -9 11. AMERICAN INTL GROUP INC NEW 2018-02-22 2018-07-23 585 668 -83 -83 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-23 85 85 2. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-23 171 171 4. ANALOG DEVICES INC 2016-10-28 2018-07-23 388 256 132 132 16. APPLE COMPUTER INC 2006-04-06 2018-07-23 3042 158 2884 2884 57. BANK OF AMERICA CORPORATION 2018-07-23 1723 1742 -19 -19 9. BANK OF NEW YORK MELLON CORP 2018-02-22 2018-07-23 472 507 -35 -35 4. BERKSHIRE HATHAWAY INC DEL CL B 2017-08-14 2018-07-23 786 709 77 77 30. BOSTON SCIENTIFIC CORP 2016-09-15 2018-07-23 1004 705 299 299 13. BRISTOL MYERS SQUIBB CO 2017-02-23 2018-07-23 728 723 5 5 6. BROADCOM INC 2013-04-25 2018-07-23 1273 237 1036 1036 4. CELGENE CORP. 2016-10-27 2018-07-23 339 420 -81 -81 4. CHARTER COMMUNICATIONS INC-A 2018-04-13 2018-07-23 1149 1224 -75 -75 19. CITIGROUP INC NEW 2017-05-15 2018-07-23 1319 1167 152 152 13. COCA-COLA CO 2018-04-16 2018-07-23 587 581 6 6 14. COMCAST CORP NEW CL A 2009-12-07 2018-07-23 478 119 359 359 9. DELTA AIR LINES INC DEL NEW 2017-12-13 2018-07-23 465 482 -17 -17 4. DIAMONDBACK ENERGY INC 2017-05-15 2018-07-23 523 416 107 107 13. DISNEY WALT CO 2017-01-31 2018-07-23 1441 1435 6 6 5. DOLLAR TREE INC 2017-10-27 2018-07-23 432 464 -32 -32 23. DOWDUPONT INC 2018-04-09 2018-07-23 1511 1475 36 36 11. EOG RESOURCES INC 2016-09-15 2018-07-23 1354 1006 348 348 6. EQT CORPORATION 2015-07-27 2018-07-23 333 456 -123 -123 6. EASTMAN CHEM CO 2016-07-07 2018-07-23 598 403 195 195 7. FACEBOOK INC-A 2017-06-30 2018-07-23 1474 1058 416 416 1222.618 FIDELITY 500 INDEX FD-AI 2017-12-05 2018-07-23 120000 112811 7189 7189 8. FIDELITY NATL INFORMATION SVCS INC 2018-07-23 869 524 345 345 4. GENERAL DYNAMICS CORP 2017-02-10 2018-07-23 781 736 45 45 4. GILEAD SCIENCES INC 2014-12-11 2018-07-23 308 423 -115 -115 3. GOLDMAN SACHS GROUP INC 2016-02-05 2018-07-23 699 470 229 229 8. HARTFORD FINL SVCS GROUP INC 2016-09-09 2018-07-23 417 330 87 87 7. HOME DEPOT INC 2012-03-20 2018-07-23 1418 346 1072 1072 12. HONEYWELL INTL INC 2013-10-23 2018-07-23 1834 1032 802 802 4. INTERCONTINENTALEXCHANGE GROUP, INC 2017-02-01 2018-07-23 303 235 68 68 1646. ISHARES GOLD TRUST 2018-03-19 2018-07-23 19332 20830 -1498 -1498 26. KEYCORP NEW 2018-07-23 537 313 224 224 9. LILLY ELI & CO 2015-07-08 2018-07-23 795 789 6 6 8. LOWES COS INC 2018-07-23 805 163 642 642 2204.262 TORTOISE MLP & PIPELINE-INST 2018-02-06 2018-07-23 30000 29052 948 948 8. MARATHON PETROLEUM CORPORATION 2018-05-14 2018-07-23 584 627 -43 -43 15. MASCO CORP 2012-07-30 2018-07-23 581 178 403 403 8. MASTERCARD INC - CLASS A 2015-04-22 2018-07-23 1652 733 919 919 12. MERCK & CO INC 2017-10-03 2018-07-23 752 773 -21 -21 37. MICROSOFT CORP 2018-07-23 3955 2023 1932 1932 4. MICROCHIP TECHNOLOGY INC 2017-04-18 2018-07-23 375 294 81 81 18. MONDELEZ INTERNATIONAL-W/I 2018-07-23 759 807 -48 -48 34. MORGAN STANLEY DEAN WITTER & CO NEW 2015-06-04 2018-07-23 1717 1326 391 391 4. NEXTERA ENERGY INC 2018-07-18 2018-07-23 680 678 2 2 8. NIKE INC 2017-02-23 2018-07-23 612 463 149 149 19. NISOURCE INC 2015-12-02 2018-07-23 493 367 126 126 8. NORFOLK SOUTHN CORP 2018-07-23 1293 1208 85 85 3. NORTHROP GRUMMAN CORP 2017-10-10 2018-07-23 972 880 92 92 3. NVIDIA CORP 2018-06-12 2018-07-23 745 782 -37 -37 3. O'REILLY AUTOMOTIVE INC 2016-11-15 2018-07-23 894 804 90 90 18. OCCIDENTAL PETE CORP 2018-07-23 1500 1552 -52 -52 15. ORACLE CORP 2018-03-09 2018-07-23 727 792 -65 -65 3. PVH CORP 2018-01-30 2018-07-23 466 470 -4 -4 2. PARKER HANNIFIN CORP 2018-01-11 2018-07-23 325 416 -91 -91 10. PARSLEY ENERGY INC-CLASS A 2018-05-22 2018-07-23 315 323 -8 -8 5. PAYPAL HOLDINGS INC 2018-01-26 2018-07-23 433 425 8 8 10. PEPSICO INC 2015-10-29 2018-07-23 1157 1027 130 130 37. PFIZER INC 2016-07-05 2018-07-23 1382 1327 55 55 5. PHILIP MORRIS INTERNATIONAL 2017-05-18 2018-07-23 415 569 -154 -154 5. PIONEER NAT RES CO 2018-07-23 911 878 33 33 2. SVB FINANCIAL GROUP 2015-08-12 2018-07-23 620 277 343 343 4. SALESFORCE.COM INC 2018-04-18 2018-07-23 585 498 87 87 11. SCHWAB CHARLES CORP NEW 2016-06-03 2018-07-23 574 321 253 253 7. STANLEY BLACK & DECKER,INC. 2018-07-23 988 769 219 219 9. TEXAS INSTRS INC 2016-03-10 2018-07-23 1024 498 526 526 18. TWENTY-FIRST CENTURY FOX-A 2014-04-29 2018-07-23 826 577 249 249 2. UNION PAC CORP 2018-02-22 2018-07-23 284 267 17 17 3. UNITED TECHNOLOGIES CORP 2018-07-23 388 372 16 16 8. UNITEDHEALTH GROUP INC 2016-09-15 2018-07-23 2028 1083 945 945 4. VERTEX PHARMACEUTICALS INC 2015-09-29 2018-07-23 706 400 306 306 6. VISA INC CLASS A SHARES 2015-10-19 2018-07-23 840 462 378 378 7. WASTE CONNECTIONS INC 2016-08-11 2018-07-23 541 369 172 172 24. WELLS FARGO & CO NEW 2017-11-20 2018-07-23 1359 1298 61 61 3. WEX INC 2016-06-02 2018-07-23 585 283 302 302 3. WORKDAY INC-CLASS A 2016-08-10 2018-07-23 395 248 147 147 4. WORLDPAY INC CL A 2017-09-22 2018-07-23 348 288 60 60 8. ZIMMER HLDGS INC 2018-04-26 2018-07-23 888 921 -33 -33 6. ALLEGION PLC 2018-07-23 472 401 71 71 6. ALLERGAN PLC 2015-11-23 2018-07-23 1030 1817 -787 -787 6. ACCENTURE PLC 2016-02-10 2018-07-23 996 570 426 426 8. MEDTRONIC PLC 2018-07-18 2018-07-23 702 704 -2 -2 8. APTIV PLC 2018-07-23 740 699 41 41 8. CHUBB LTD 2016-08-17 2018-07-23 1063 1009 54 54 3. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-24 254 256 -2 -2 2. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-24 169 171 -2 -2 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-24 84 85 -1 -1 4. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-24 336 342 -6 -6 2. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-25 169 171 -2 -2 3. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-25 254 256 -2 -2 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-25 85 85 3. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-25 254 256 -2 -2 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-25 85 85 .53 FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2018-07-25 1 1 137.77 FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2018-07-25 138 151 -13 -13 66.73 FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2018-07-25 67 69 -2 -2 41.65 FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2018-07-25 42 42 155.88 FNMA 2003-25 CL KP REMIC 5.000% 04/25/2033 DTD 03/28/2003 2018-07-25 156 171 -15 -15 118.59 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-06 2018-07-25 119 118 1 1 183.67 FNMA 2003-119 CL ME 4.500% 04/25/2033 DTD 11/28/2003 2013-06-03 2018-07-25 184 191 -7 -7 240.11 FNMA 2004-91 CL BR 5.500% 12/25/2034 DTD 11/01/2004 2014-05-27 2018-07-25 240 266 -26 -26 57.27 FANNIE MAE 2007-07-19 2018-07-25 57 56 1 1 83.48 FNMA REMIC 2013-07-01 2018-07-25 83 90 -7 -7 37.04 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2018-07-25 37 38 -1 -1 73.45 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2018-07-25 73 74 -1 -1 40.65 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-08-13 2018-07-25 41 41 80.81 FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2018-07-25 81 82 -1 -1 59.3 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2018-07-25 59 60 -1 -1 6.33 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2018-07-25 6 6 93.81 FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2018-07-25 94 93 1 1 14.3 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2018-07-25 14 14 35.85 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2018-07-25 36 36 111.55 FNMA 995264 6.5% 12/01/23 2012-07-25 2018-07-25 112 124 -12 -12 330.58 FNMA AB3678 3.5% 10/01/41 2011-10-26 2018-07-25 331 336 -5 -5 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-26 85 85 5. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-26 416 427 -11 -11 11. EQT CORPORATION 2015-07-27 2018-07-26 596 835 -239 -239 39. EQT CORPORATION 2015-07-27 2018-07-26 2119 2962 -843 -843 34. EQT CORPORATION 2015-07-27 2018-07-26 1848 2582 -734 -734 96. EQT CORPORATION 2018-07-26 5200 6530 -1330 -1330 3. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-27 250 256 -6 -6 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-27 83 85 -2 -2 2. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-30 166 171 -5 -5 2. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-30 167 171 -4 -4 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-30 83 85 -2 -2 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-31 82 85 -3 -3 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-31 83 85 -2 -2 2. AMERISOURCEBERGEN CORP 2018-04-06 2018-07-31 164 171 -7 -7 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-08-01 82 85 -3 -3 1. AMERISOURCEBERGEN CORP 2018-04-06 2018-08-01 81 85 -4 -4 4. AMERISOURCEBERGEN CORP 2018-04-06 2018-08-01 321 342 -21 -21 5000. FORD MOTOR CO DEL 2014-01-09 2018-08-01 5000 5798 -798 -798 8. AMERISOURCEBERGEN CORP 2018-04-06 2018-08-02 631 684 -53 -53 2. AMERISOURCEBERGEN CORP 2018-04-06 2018-08-03 161 171 -10 -10 4. AMERISOURCEBERGEN CORP 2018-04-06 2018-08-03 323 342 -19 -19 2. AMERISOURCEBERGEN CORP 2018-04-06 2018-08-06 164 171 -7 -7 1064.94 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2018-08-08 1065 1069 -4 -4 125. TWENTY-FIRST CENTURY FOX-A 2014-04-29 2018-08-09 5704 4006 1698 1698 5000. CARDINAL HEALTH INC 3.200% 03/15/2023 DTD 02/22/2013 2013-08-20 2018-08-14 4865 4813 52 52 119.8 FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2018-08-15 120 131 -11 -11 40.66 FANNIE MAE 2004-02-11 2018-08-15 41 41 55.42 FREDDIE MAC 2004-05-18 2018-08-15 55 55 34.42 FED HOME LN MTG CORP PARTN CTFS 2005-01-18 2018-08-15 34 34 126.5 FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2018-08-15 127 128 -1 -1 82.4 FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2018-08-15 82 85 -3 -3 186.1 FHLMC 3952 CL MA 3.000% 11/15/2021 2013-09-24 2018-08-15 186 190 -4 -4 355.83 FHLMC REMIC 2009-08-18 2018-08-15 356 369 -13 -13 84.15 FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2018-08-15 84 81 3 3 380.21 FHLMC NOV2920 CL PE 5.000% 01/15/2035 DTD 01/01/2005 2015-09-04 2018-08-15 380 413 -33 -33 302.41 FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2018-08-15 302 331 -29 -29 262.06 FHLMC REMIC 2008-12-09 2018-08-15 262 245 17 17 150.74 FHLMC SER 3438 CL B 5% 0/15/2038 2011-08-11 2018-08-15 151 160 -9 -9 17.98 GNMA POOL NO 781079 2002-02-07 2018-08-15 18 19 -1 -1 2662.01 SANTANDER DRIVE AUTO RECEIVABL 2014-3 CL D 2.650% 08/17/2020 2017-08-14 2018-08-15 2662 2681 -19 -19 1911.37 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2018-08-15 1911 1915 -4 -4 2000. BNP PARIBAS MTN 2.700% 08/20/2018 DTD 08/20/2013 2013-08-13 2018-08-20 2000 1996 4 4 426.2 GNMA 2006-29 CL PC 5.000% 06/20/2036 DTD 06/01/2006 2015-01-09 2018-08-20 426 469 -43 -43 191.7 GNMA SER 2003-11 CL QC 5.5% FEB 20 2033 2012-11-20 2018-08-20 192 220 -28 -28 616.57 GNMA 2003-26 CL A 5.000% 04/20/2033 DTD 04/30/2003 2018-08-20 617 675 -58 -58 233.72 GNMA REMIC 2003-66 CL HD 5.500% 08/20/2033 DTD 08/29/2003 2014-01-23 2018-08-20 234 257 -23 -23 347.77 GNMA SER 2003-86 CL QG 5.5% OCT 20 2033 2017-10-27 2018-08-20 348 381 -33 -33 279.1 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033 2014-05-27 2018-08-20 279 312 -33 -33 230.46 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II SER 2004-1 CL TE 5% 2014-08-14 2018-08-20 230 253 -23 -23 297.25 GNMA 2004-18 CL WD 5.500% 02/20/2034 DTD 03/30/2004 2017-04-28 2018-08-20 297 328 -31 -31 784.34 GNMA 2004-109 CL BC 5.000% 11/20/2033 DTD 12/01/2004 2015-01-09 2018-08-20 784 841 -57 -57 333.93 FHLMC POOL 2005-91 CL PD ARM 12/20/2035 DTD 12/01/2005 2017-08-08 2018-08-20 334 374 -40 -40 102.37 GNMA SER 2008-53 CL PY 5.75% JUN 20 2038 2011-05-17 2018-08-20 102 112 -10 -10 274.37 GNMA 2008-55 CL PL 5.500% 06/20/2038 DTD 06/01/2008 2012-11-01 2018-08-20 274 320 -46 -46 142. NIKE INC 2017-02-23 2018-08-23 11783 8223 3560 3560 124. NIKE INC 2017-10-03 2018-08-23 10289 6390 3899 3899 10000. SANTANDER UK PLC 3.050% 08/23/2018 DTD 08/23/2013 2018-08-23 10000 10192 -192 -192 .54 FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2018-08-27 1 1 97.58 FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2018-08-27 98 107 -9 -9 77.67 FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2018-08-27 78 80 -2 -2 30.19 FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2018-08-27 30 31 -1 -1 222.09 FNMA 2003-25 CL KP REMIC 5.000% 04/25/2033 DTD 03/28/2003 2018-08-27 222 244 -22 -22 52.09 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-06 2018-08-27 52 52 163.27 FNMA 2004-91 CL BR 5.500% 12/25/2034 DTD 11/01/2004 2014-05-27 2018-08-27 163 181 -18 -18 55.87 FANNIE MAE 2007-07-19 2018-08-27 56 55 1 1 106.44 FNMA REMIC 2013-07-01 2018-08-27 106 115 -9 -9 187.35 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2018-08-27 187 191 -4 -4 73.49 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2018-08-27 73 74 -1 -1 73.05 FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2018-08-27 73 74 -1 -1 43.29 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2018-08-27 43 44 -1 -1 6.35 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2018-08-27 6 6 80.33 FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2018-08-27 80 80 14.19 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2018-08-27 14 14 36.01 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2018-08-27 36 36 95.16 FNMA 995264 6.5% 12/01/23 2012-07-25 2018-08-27 95 106 -11 -11 404.41 FNMA AB3678 3.5% 10/01/41 2011-10-26 2018-08-27 404 411 -7 -7 29.86 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-08-13 2018-08-29 30 30 9967.321 LAZARD EMERGING MKT PORTFOLIO INSTL* 2018-02-06 2018-09-05 165458 207819 -42361 -42361 2626.3 AMERICREDIT AUTOMOBILE RECEIVA 2015-1 CL C 2.510% 01/08/2021 2015-10-22 2018-09-10 2626 2636 -10 -10 79. AMERICAN INTL GROUP INC NEW 2018-09-11 4126 4643 -517 -517 88. AMERICAN INTL GROUP INC NEW 2018-09-11 4596 5292 -696 -696 96. FACEBOOK INC-A 2018-09-13 15591 8615 6976 6976 61. MICROCHIP TECHNOLOGY INC 2018-09-13 5136 4470 666 666 20. MICROCHIP TECHNOLOGY INC 2018-09-13 1681 1455 226 226 11. MICROCHIP TECHNOLOGY INC 2018-09-13 923 798 125 125 2. MICROCHIP TECHNOLOGY INC 2018-09-13 168 145 23 23 3. MICROCHIP TECHNOLOGY INC 2018-09-13 252 217 35 35 18. MICROCHIP TECHNOLOGY INC 2018-09-14 1513 1301 212 212 8. MICROCHIP TECHNOLOGY INC 2018-09-14 678 578 100 100 1. MICROCHIP TECHNOLOGY INC 2017-04-13 2018-09-14 85 72 13 13 627.14 FHLMC GOLD C91738 4% 11/01/33 2018-08-24 2018-09-17 627 643 -16 -16 152.51 FHLMC GOLD C90925 5.5% 10/01/25 2013-08-06 2018-09-17 153 167 -14 -14 51.85 FANNIE MAE 2004-02-11 2018-09-17 52 52 56.13 FREDDIE MAC 2004-05-18 2018-09-17 56 56 33.22 FED HOME LN MTG CORP PARTN CTFS 2005-01-18 2018-09-17 33 33 126.97 FED HOME LN MTG CORP PARTN CTFS 2007-08-28 2018-09-17 127 128 -1 -1 77.52 FEDERAL HOME LN MTG CORP MULTICLASS 2007-11-30 2018-09-17 78 80 -2 -2 230.01 FHLMC 3952 CL MA 3.000% 11/15/2021 2013-09-24 2018-09-17 230 235 -5 -5 323.26 FHLMC REMIC 2009-08-18 2018-09-17 323 336 -13 -13 81.6 FEDERAL HOME LN MTG CORP MULTICLASS 2008-12-09 2018-09-17 82 79 3 3 270.29 FHLMC NOV2920 CL PE 5.000% 01/15/2035 DTD 01/01/2005 2015-09-04 2018-09-17 270 294 -24 -24 293.93 FEDERAL HOME LN MTG CORP MULTICLASS 2013-11-27 2018-09-17 294 321 -27 -27 170.07 FHLMC REMIC 2008-12-09 2018-09-17 170 159 11 11 182.03 FHLMC SER 3438 CL B 5% 0/15/2038 2011-08-11 2018-09-17 182 193 -11 -11 14.99 GNMA POOL NO 781079 2002-02-07 2018-09-17 15 16 -1 -1 3. MICROCHIP TECHNOLOGY INC 2017-04-13 2018-09-17 246 217 29 29 8. MICROCHIP TECHNOLOGY INC 2017-04-12 2018-09-17 652 578 74 74 2744.01 SANTANDER DRIVE AUTO RECEIVABL 2014-3 CL D 2.650% 08/17/2020 2017-08-14 2018-09-17 2744 2763 -19 -19 1994.53 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021 2015-11-09 2018-09-17 1995 1998 -3 -3 1. MICROCHIP TECHNOLOGY INC 2017-04-12 2018-09-18 82 72 10 10 7. MICROCHIP TECHNOLOGY INC 2018-09-18 564 505 59 59 1. MICROCHIP TECHNOLOGY INC 2017-04-12 2018-09-19 81 72 9 9 2. MICROCHIP TECHNOLOGY INC 2017-04-12 2018-09-19 162 144 18 18 1. MICROCHIP TECHNOLOGY INC 2017-04-12 2018-09-19 81 72 9 9 9359. VANGUARD EMERGING MARKET VIPERS 2018-02-06 2018-09-19 386381 448062 -61681 -61681 6995.247 FIDELITY 500 INDEX FD-AI 2017-12-05 2018-09-20 719321 645451 73870 73870 316.57 GNMA 2006-29 CL PC 5.000% 06/20/2036 DTD 06/01/2006 2015-01-09 2018-09-20 317 349 -32 -32 384.91 GNMA SER 2003-11 CL QC 5.5% FEB 20 2033 2012-11-20 2018-09-20 385 442 -57 -57 267.28 GNMA 2003-26 CL A 5.000% 04/20/2033 DTD 04/30/2003 2018-09-20 267 293 -26 -26 200.53 GNMA REMIC 2003-66 CL HD 5.500% 08/20/2033 DTD 08/29/2003 2014-01-23 2018-09-20 201 220 -19 -19 317.72 GNMA SER 2003-86 CL QG 5.5% OCT 20 2033 2017-10-27 2018-09-20 318 348 -30 -30 244.83 GNMA II SER 2003-84 CL PC 5.5% OCT 20 2033 2014-05-27 2018-09-20 245 274 -29 -29 274.1 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II SER 2004-1 CL TE 5% 2014-08-14 2018-09-20 274 300 -26 -26 316.81 GNMA 2004-18 CL WD 5.500% 02/20/2034 DTD 03/30/2004 2017-04-28 2018-09-20 317 349 -32 -32 597.14 GNMA 2004-109 CL BC 5.000% 11/20/2033 DTD 12/01/2004 2015-01-09 2018-09-20 597 640 -43 -43 303.71 FHLMC POOL 2005-91 CL PD ARM 12/20/2035 DTD 12/01/2005 2017-08-08 2018-09-20 304 340 -36 -36 263.69 GNMA SER 2008-53 CL PY 5.75% JUN 20 2038 2011-05-17 2018-09-20 264 290 -26 -26 292.09 GNMA 2008-55 CL PL 5.500% 06/20/2038 DTD 06/01/2008 2012-11-01 2018-09-20 292 340 -48 -48 1335. SPDR S&P OIL & GAS EXP & PR 2018-02-06 2018-09-20 56226 46491 9735 9735 316. TWENTY-FIRST CENTURY FOX-A 2018-09-20 14112 9807 4305 4305 157. TWENTY-FIRST CENTURY FOX-A 2017-11-20 2018-09-20 7011 4819 2192 2192 .54 FEDERAL NATL MTG ASSN GTD REMIC PASS 2002-08-12 2018-09-25 1 1 92.09 FEDERAL NATL MTG ASSN GTD REMIC PASS 2003-05-19 2018-09-25 92 101 -9 -9 89.96 FEDERAL NATL MTG ASSN GTD REMIC PASS 2007-11-30 2018-09-25 90 93 -3 -3 8.9 FEDERAL NATIONAL MORTGAGE ASSN 2003-08-15 2018-09-25 9 9 202.22 FNMA 2003-25 CL KP REMIC 5.000% 04/25/2033 DTD 03/28/2003 2018-09-25 202 222 -20 -20 1.13 FEDERAL NATL MTG ASSN GTD REMIC PASS 2008-02-06 2018-09-25 1 1 309.99 FNMA 2004-91 CL BR 5.500% 12/25/2034 DTD 11/01/2004 2014-05-27 2018-09-25 310 343 -33 -33 54.49 FANNIE MAE 2007-07-19 2018-09-25 54 53 1 1 308.98 FNMA REMIC 2013-07-01 2018-09-25 309 334 -25 -25 97.37 FEDERAL NATL MTG ASSN GTD MTG PASS 2003-02-13 2018-09-25 97 99 -2 -2 70.65 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-02-17 2018-09-25 71 71 77.48 FEDERAL NATL MTG ASSN GTD MTG PASS 2007-02-13 2018-09-25 77 79 -2 -2 61.66 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-08-11 2018-09-25 62 63 -1 -1 6.58 FEDERAL NATL MTG ASSN GTD MTG PASS 2004-11-15 2018-09-25 7 7 79.56 FEDERAL NATL MTG ASSN GTD MTG PASS 2006-08-17 2018-09-25 80 79 1 1 14.26 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-05-11 2018-09-25 14 14 36.22 FEDERAL NATL MTG ASSN GTD MTG PASS 2005-12-13 2018-09-25 36 36 135.02 FNMA 995264 6.5% 12/01/23 2012-07-25 2018-09-25 135 150 -15 -15 304.43 FNMA AB3678 3.5% 10/01/41 2011-10-26 2018-09-25 304 309 -5 -5 CAPITAL GAIN DIVIDENDS P 58212 2106273 false 819706 18140245 0.045187 707538 16317048 0.043362 938147 17252036 0.054379 833322 17586943 0.047383 869141 17941966 0.048442 0.238753 0.047751 18880125 901545 25559 927104 869493 51119 0 51119 0 51119 86700 0 86700 0 35581 35581 0 false false false false false false false true true TX true false false false false true JPMORGAN CHASE BANK NA 8004962583 10 S DEARBORN IL1-0111 CHICAGO IL 60603 false false false false true false false false false false false false false false false false false false false false false JPMORGAN CHASE BANK N A 10 S DEARBORN IL1-0111 CHICAGO IL 60603 TRUSTEE 20 145071 NONE 0 NONE 0 13756925 3045061 2365654 19167640 0 0 19167640 287515 18880125 944006 944006 51119 51119 892887 0 892887 0 892887 869493 0 0 0 0 869493 0 869493 892887 810930 0 0 0 0 0 0 0 869493 810930 0 0 58563 0 0 0 0 0 0 0 0 834324 0 0 0 0 0 0 0 0 JPMORGAN CHASE BANK NA 420 THROCKMORTON FORT WORTH TX 76102 8178844022 NONE@JPMORGAN.COM NAME & PURPOSE OR ORGANIZATION, AMOUNT & PURPOSE OF REQUEST, LIST OF BOARD MEMBERS SEPTEMBER LIMITED TO RECOGNIZED 501(C)(3) CHARITIES OPERATED IN THE STATE OF TEXAS. ST ANDREW'S EPISCOPAL CHURCH 817 LAMAR ST FORT WORTH TX 76102 NONE PC GENERAL 30000 AUSTIN COLLEGE 900 N GRAND AVE SHERMAN TX 75090 NONE PC GENERAL 20000 HENDRICK HOME FOR CHILDREN 2758 JEANETTE ST ABILENE TX 79602 NONE PC GENERAL 250000 TEXAS A AND M FOUNDATION 401 GEORGE BUSH DR College Station TX 77840 NONE PC GENERAL 25000 FORT WORTH COUNTRY DAY SCHOOL INC 4200 COUNTRY DAY LANE FORT WORTH TX 761094299 NONE PC BREAK THROUGH FORT WORTH 20000 HAPPY HILL FARM CHILDRENS HOME INC 3846 NORTH HIGHWAY 144 GRANBURY TX 76048 NONE PC TEXTBOOKS AND LIBRARY BOOKS 21000 TARRANT COUNTY SAMARITAN HOUSING INC 929 HEMPHILL ST FORT WORTH TX 76104 NONE PC SUPPORT SERVICES FOR WOMEN 25000 CRISTO REY FT WORTH CATHOLIC HIGH SCHOOL 1007 EAST TERRELL AVE FORT WORTH TX 76104 NONE PC CAMPAIGN FOR CRISTO REY 100000 COMMUNITY HOSPICE OF TEXAS 6100 WESTERN PLACE STE 105 FORT WORTH TX 76107 NONE PC ACCESS TO CARE: SUPPORT 25000 AMERICAN NATIONAL RED CROSS PO BOX 37839 Boone IN 500370839 NONE PC GENERAL 45465 PROJECTHANDUP 670 WESTPORT PKWY Grapevine TX 76051 NONE PC GENERAL 250000 811465 14 313103 16 234569 18 2106273 ROYALTY INCOME 14 309 2654254 2654254 false false false false false false false false false false 00206RAJ1 AT&T INC 5 1/2% FEB 025816AY5 AMERICAN EXPRESS SR 05574LPT9 BNP PARIBAS MTN 2.70 31392JQR3 FEDERAL NATL MTG ASS 31393G4S0 FEDERAL HOME LN MTG 31393TAH9 FEDERAL NATL MTG ASS 31393WAH2 FEDERAL HOME LN MTG 31402LM74 FNMA 732182 5% 08/01 345370BX7 FORD MOTOR CO DEL 6 595620AH8 MIDAMERICAN ENERGY C 80283LAM5 SANTANDER UK PLC 3.0 98978VAG8 ZOETIS INC 1.875% 02 912828JR2 US TREAS 3.75% 11/15 51473 50099 912828TH3 US TREAS 0.875% 07/3 118373 118321 313586RC5 FNMA ZERO CPN 10/09/ 17451 19449 912828LY4 US TREAS 3.375% 11/1 912828UB4 US TREAS 1% 11/30/19 66618 68646 912828MP2 US TREAS 3.625% 02/1 66113 60701 912828RC6 US TREAS 2.125% 08/1 77626 73444 912828RR3 US TREAS 2% 11/15/21 136699 132214 912828SF8 US TREAS 2% 02/15/22 41778 38845 912828X47 US TREAS 1.875% 04/3 45089 43421 912828D56 US TREAS 2.375% 08/1 50795 48354 912828XB1 US TREAS 2.125% 05/1 44699 42620 912828K74 US TREAS 2% 08/15/25 56233 51547 912828R36 US TREAS 1.625% 05/1 102744 95004 9128282A7 US TREAS 1.5% 08/15/ 48934 44654 912828U24 US TREAS 2% 11/15/26 23867 23136 912828V98 US TREAS 2.25% 02/15 49947 47072 3129635Q0 FHLMC GOLD B11755 4. 181 181 312964TZ2 FHLMC GOLD B12368 5% 233 234 31403YBB8 FNMA 761534 5% 07/01 360 365 312970DE3 FHLMC GOLD B17301 4. 28 28 13056JAC8 CALIFORNIA REPUBLIC 31406BPC8 FNMA 805119 5.5% 01/ 755 762 98160NAD1 WORLD OMNI AUTO RECE 80283NAF6 SANTANDER DRIVE AUTO 31407JY55 FNMA 832432 5% 08/01 746 773 80283XAG2 SANTANDER DRIVE AUTO 20857 20713 03065KAF8 AMERICREDIT AUTOMOBI 21384 21295 31403DDK2 FNMA 745406 6% 03/01 1356 1368 80284MAF7 SANTANDER DRIVE AUTO 16825 16809 3137AHXB9 FHLMC 3952 CL MA 3.0 4640 4536 31358PKY2 FEDERAL NATL MTG ASS 23 22 31335HT52 FHLMC GOLD C90572 6% 3228 3469 31335HXF5 FHLMC GOLD C90678 6% 31359AJF7 FEDERAL NATL MTG ASS 4177 4021 31393V4V0 FHLMC REMIC SER 2627 10399 10328 981464GC8 WORLD FINANCIAL NETW 24997 24794 31359BPE1 FEDERAL NATL MTG ASS 2374 2406 31416BTV0 FNMA 995264 6.5% 12/ 2936 2755 31394MNE6 FEDERAL HOME LN MTG 2404 2571 3128P7A29 FHLMC GOLD C90925 5. 9952 9709 31396RBY2 FHLMC REMIC SER 3150 8053 8947 36225BFU7 GNMA 781079 7.5% 08/ 1732 1887 3133TNHW7 FEDERAL HOME LN MTG 5538 5962 38373SPT8 GNMA SER 2003-11 CL 17550 16586 31400JR68 FNMA 689109 5.5% 03/ 3047 3215 38373SZ75 GNMA 2003-26 CL A 5. 31372 30321 31393APU5 FNMA 2003-25 CL KP R 13747 13182 31393UFV0 FNMA 2003-119 CL ME 38374E5M5 GOVERNMENT NATIONAL 16224 15751 31371K7G0 FNMA 254795 6% 07/01 1205 1302 31402JEC7 FNMA 730131 5% 08/01 12800 13616 38374BTM5 GNMA REMIC 2003-66 C 14766 14415 38374CYU9 GNMA II SER 2003-84 18063 17489 38374KAM5 GNMA 2004-109 CL BC 16278 15496 38374FN75 GNMA 2004-18 CL WD 5 18954 18751 31405VZB6 FNMA 800938 5.5% 10/ 1943 2072 31394BYB4 FNMA 2004-91 CL BR 5 22442 21975 31395LLZ2 FHLMC NOV2920 CL PE 21813 21147 31406W4Q4 FNMA 822631 5.5% 05/ 4296 4581 31394ECS5 FANNIE MAE SER 2005- 2039 2191 31395XZV0 FHLMC 3017 CL ML 5.0 40600 36950 31396FM83 FHLMC REMIC 3074 CL 10803 10210 38374MSB6 FHLMC POOL 2005-91 C 26447 25211 31394U6A5 FNMA 2005-99 CL XB 5 34088 33212 37610LAF4 GNMA 2006-29 CL PC 5 21559 20888 31396WHN9 FNMA REMIC SER 2007- 4993 4792 38374DTL3 GNMA 2008-27 CL JD 5 34650 33962 31397T2F8 FHLMC SER 3438 CL B 9334 9220 38375QK65 GNMA 2008-55 CL PL 5 20721 19343 38375Q3P2 GNMA SER 2008-53 CL 14211 14255 31417ACQ0 FNMA AB3678 3.5% 10/ 22582 22039 031162AZ3 AMGEN INC SR NOTES 5 5182 5053 816851AK5 SEMPRA ENERGY 9.8% F 4978 5128 78355HJU4 RYDER SYSTEM INC MTN 3996 3993 032511BC0 ANADARKO PETROLEUM C 4945 5126 485134BL3 KANSAS CITY POWER & 3852 3064 13645RAJ3 CANADIAN PACIFIC RR 6028 5137 06051GDZ9 BANK OF AMERICA CORP 064159HT6 BANK OF NOVA SCOTIA 4968 4963 00440EAM9 ACE INA HOLDINGS 5.9 5425 5108 120568AT7 BUNGE LIMITED FINANC 5123 5180 172967HU8 CITIGROUP INC 2.500% 13138 12972 942683AE3 WATSON PHARMCEUTICAL 15135UAD1 CENOVUS ENERGY INC 5 5474 5118 06406HBP3 BANK OF NEW YORK MEL 4990 5101 73755LAH0 POTASH CORP-SASKATCH 92276MBB0 VENTAS REALTY LP/CAP 4987 4956 05531FAU7 BB&T CORPORATION MTN 5065 4955 126117AQ3 CNA FINANCIAL CORP 5 1994 2088 91324PBM3 UNITEDHEALTH GROUP I 7645 7097 36962G4Y7 GENERAL ELEC CAP COR 11277 10303 674599BY0 OCCIDENTAL PETROLEUM 5175 5088 7591EPAK6 REGIONS FINANCIAL CO 5135 4977 00206RDA7 AT&T INC 5.000% 03/0 11181 10350 026874DG9 AMERICAN INTL GROUP 5104 4988 49326EED1 KEYCORP MTN 5.1% MAR 4599 4163 89114QBG2 TORONTO-DOMINION BAN 2995 2918 38141GGQ1 GOLDMAN SACHS GROUP 61747WAL3 MORGAN STANLEY 5 1/2 5669 5263 91324PBT8 UNITEDHEALTH GROUP I 3139 3009 74432QBT1 PRUDENTIAL FINANCIAL 5365 5156 023135AM8 AMAZON.COM INC 3.300 2989 3007 26884AAZ6 ERP OPERATING LP 4 5 996 1031 124857AG8 CBS CORP 3 3/8% MAR 4934 4934 959802AU3 WESTERN UNION CO/THE 4978 4942 00037BAB8 ABB FINANCE USA INC 10351 9813 30161NAW1 EXELON CORP 2.500% 0 5015 4912 760759AP5 REPUBLIC SERVICES IN 3989 3998 278642AE3 EBAY INC 2.6% JUL 15 4636 4826 91159JAA4 US BANCORP MTN 2.95% 5139 4895 12189LAL5 BURLINGTN NORTH SANT 5002 4947 205887BJ0 CONAGRA FOODS INC 3. 4932 4910 75886AAQ1 REGENCY ENERGY PART/ 5426 5178 294752AH3 EQUITY ONE INC 3.750 5203 4958 46132FAA8 INVESCO FINANCE PLC 4949 4912 539830BG3 LOCKHEED MARTIN CORP 29273RAS8 ENERGY TRANSFER PART 3964 3930 94974BFJ4 WELLS FARGO & COMPAN 20355 19641 61746BDJ2 MORGAN STANLEY 3.750 20568 19991 084670BR8 BERKSHIRE HATHAWAY I 5103 4882 14149YAY4 CARDINAL HEALTH INC 37045XBK1 GENERAL MOTORS FINL 10127 9779 23317HAB8 DDR CORP 3.375% 05/1 857477AL7 STATE STREET CORP 3. 1997 1957 29364DAR1 ENTERGY ARKANSAS INC 2002 1950 670346AM7 NUCOR CORP 4.000% 08 5226 5097 68389XBL8 ORACLE CORP 2.400% 0 5049 4772 857477AM5 STATE STREET CORP 3. 10112RAW4 BOSTON PROPERTIES LP 5310 4968 29379VBB8 ENTERPRISE PRODUCTS 998 1009 927804FQ2 VIRGINIA ELEC & POWE 998 989 375558AW3 GILEAD SCIENCES INC 5280 5015 92553PAX0 VIACOM INC 3.875% 04 3968 3929 14040HBF1 CAPITAL ONE FINANCIA 5085 4910 693475AP0 PNC FINANCIAL SERVIC 10430 9947 30219GAK4 EXPRESS SCRIPTS HOLD 4963 4864 38141EC23 GOLDMAN SACHS GROUP 8419 7951 524901AT2 LEGG MASON INC 3.950 5049 4930 40414LAL3 HCP INC 3.875% 08/15 042735BG4 ARROW ELECTRONICS IN 1988 1890 26441YAY3 DUKE REALTY LP 3.750 4942 4915 136385AV3 CANADIAN NATL RESOUR 4653 4934 037833AZ3 APPLE INC 2.500% 02/ 4982 4723 12572QAG0 CME GROUP INC 3.000% 4933 4817 458140AS9 INTEL CORP 3.700% 07 1997 2012 90265EAL4 UDR INC MTN 2.950% 0 4938 4577 92277GAJ6 VENTAS REALTY LP 3.2 4991 4623 747525AU7 QUALCOMM INC 3.250% 4976 4699 637417AK2 NATIONAL RETAIL PROP 4980 4689 35177PAT4 FRANCE TELECOM 5 3/8 5642 5095 87938WAH6 TELEFONICA SA 5.877% 5682 5110 961214BK8 WESTPAC BANKING CORP 4996 5106 404280AL3 HSBC HOLDINGS PLC 4. 10786 10368 88165FAG7 TEVA PHARMACEUT FIN 82481LAC3 SHIRE ACQ INV IRELAN 5037 4768 806854AH8 SCHLUMBERGER INVESTM 05565QDL9 BP CAPITAL MARKETS P 5073 4886 81721MAJ8 SENIOR HOUSING PROPE 4998 4998 81618TAB6 SELECT INCOME REIT 3 5014 4973 320517AB1 FIRST HORIZON NATION 5063 5007 577081BA9 MATTEL INC 2.35% 8/1 4876 4525 126650CK4 CVS HEALTH CORP 3.5% 5009 4961 459745GN9 INTL LEASE FINANCE C 5380 5288 61945CAF0 MASAIC CO 3.25% 11/1 4916 4882 637071AJ0 NATIONAL OILWELL VAR 4818 4763 857477AZ6 STATE STREET CORP VA 4848 4841 00817YAV0 AETNA INC 2.8% 6/15/ 4931 4790 44106MAR3 HOSPITALITY PROP TRU 5197 5020 06051GGQ6 BANK OF AMERICAN COR 30017 28985 172967LM1 CITIGROUP INC VAR RT 4989 4836 38141GWM2 GOLDMAN SACHS GROUP 11693 11589 00751YAC0 ADVANCE AUTO PARTS 4 5246 5081 23355LAC0 DXC TECHNOLOGY CO 4. 5128 5011 912828WJ5 US TREAS 2.5% 5/15/2 70905 68282 11120VAF0 BRIXMOR OPERATING PA 4916 4817 756109AQ7 REALTY INCOME CORP 3 4948 4980 00507UAS0 ACTAVIS FUNDIN SCS 3 5074 4894 761713BG0 REYNOLDS AMERICAN IN 5319 5035 95040QAC8 WELLTOWER INC 4.25% 5049 4982 92340LAA7 VEREIT OPERATING PAR 5282 5043 883556BR2 THERMO FISHER SCIENT 4858 4636 349553AM9 FORTIS INC 3.055% 10 4846 4585 03027XAK6 AMERICAN TOWER CORP 4921 4654 002824BF6 ABBOTT LABORATORIES 4982 4984 118230AQ4 BUCKEYE PARTNERS LP 4897 4612 776743AD8 ROPER TECHNOLOGIES 3 5152 4859 015271AJ8 ALEXANDRIA REAL ESTA 4965 4819 774341AK7 ROCKWELL COLLINS INC 5074 4749 65473QBE2 NISOURCE FINANCE COR 5085 4740 686330AJ0 ORIX CORP 3.7% 7/18/ 4910 4790 81721MAM1 SENIOR HOUSING PROPE 1966 1933 38374CN72 GNMA SER 2003-86 5.5 26005 25463 3128P74X8 FHLMC GOLD C91738 4% 45077 45125 67077MAB4 NUTRIEN LTD 4.875% 3 5354 5101 04686JAA9 ATHENE HOLDING LTD 4800 4669 00206R102 AT&T INC 026874784 AMERICAN INTERNATION 060505104 BANK OF AMERICA CORP 25200 53823 064058100 BANK OF NEW YORK MEL 14708 15807 084670702 BERKSHIRE HATHAWAY I 31888 37683 09247X101 BLACKROCK INC 172967424 CITIGROUP INC 28006 45914 38141G104 GOLDMAN SACHS GROUP 11872 17715 416515104 HARTFORD FINANCIAL S 8290 12390 45866F104 INTERCONTINENTAL EXC 8319 10709 493267108 KEYCORP 8503 15415 59156R108 METLIFE INC 617446448 MORGAN STANLEY 27103 48200 693475105 PNC FINANCIAL SERVIC 78486Q101 SVB FINANCIAL GROUP 9305 23001 808513105 SCHWAB (CHARLES) COR 9748 16908 92826C839 VISA INC-CLASS A SHA 14051 27466 949746101 WELLS FARGO & CO 16540 39420 002824100 ABBOTT LABORATORIES 015351109 ALEXION PHARMACEUTIC 09062X103 BIOGEN INC 1269 8126 101137107 BOSTON SCIENTIFIC CO 19828 35074 110122108 BRISTOL-MYERS SQUIBB 18383 26198 125509109 CIGNA CORP 125896100 CMS ENERGY CORP 151020104 CELGENE CORP 7743 12887 16119P108 CHARTER COMMUNICATIO 25716 33566 20030N101 COMCAST CORP-CLASS A 3745 15616 254687106 WALT DISNEY CO/THE 43579 50869 25470M109 DISH NETWORK CORP-A 375558103 GILEAD SCIENCES INC 11888 9651 437076102 HOME DEPOT INC 8379 44952 500754106 THE KRAFT HEINZ CO 532457108 ELI LILLY & CO 23713 31871 548661107 LOWE'S COS INC 5182 29509 57636Q104 MASTERCARD INC-CLASS 10687 70790 58933Y105 MERCK & CO. INC. 22575 25255 60871R209 MOLSON COORS BREWING 65339F101 NEXTERA ENERGY INC 20147 23296 654106103 NIKE INC -CL B 67103H107 O'REILLY AUTOMOTIVE 21446 28828 713448108 PEPSICO INC 32774 37565 717081103 PFIZER INC 37586 48697 872540109 TJX COMPANIES INC 90130A101 TWENTY-FIRST CENTURY 91324P102 UNITEDHEALTH GROUP I 19040 83803 92210H105 VANTIV INC - CL A 92532F100 VERTEX PHARMACEUTICA 3773 17732 931427108 WALGREENS BOOTS ALLI 00846U101 AGILENT TECHNOLOGIES 8456 12909 277432100 EASTMAN CHEMICAL CO 12260 18187 369550108 GENERAL DYNAMICS COR 16256 20881 369604103 GENERAL ELECTRIC CO 438516106 HONEYWELL INTERNATIO 18785 59405 573284106 MARTIN MARIETTA MATE 574599106 MASCO CORP 5599 17605 609207105 MONDELEZ INTERNATION 18554 26206 655844108 NORFOLK SOUTHERN COR 31135 40793 666807102 NORTHROP GRUMMAN COR 24183 30150 718172109 PHILIP MORRIS INTERN 17519 12720 854502101 STANLEY BLACK & DECK 19370 29142 907818108 UNION PACIFIC CORP 28821 43801 910047109 UNITED CONTINENTAL H 96208T104 WEX INC 9273 20076 00724F101 ADOBE SYSTEMS INC 3882 32394 02079K107 ALPHABET INC/CA-CL C 32816 85930 02079K305 ALPHABET INC/CA-CL A 16081 39834 023135106 AMAZON.COM INC 23318 116174 032654105 ANALOG DEVICES INC 20220 24040 037833100 APPLE INC 4807 109710 30303M102 FACEBOOK INC-A 12246 26807 31620M106 FIDELITY NATIONAL IN 15004 25850 594918104 MICROSOFT CORP 30130 130725 595017104 MICROCHIP TECHNOLOGY 882508104 TEXAS INSTRUMENTS IN 16433 33153 98138H101 WORKDAY INC-CLASS A 6601 11678 032511107 ANADARKO PETROLEUM C 20605P101 CONCHO RESOURCES INC 25278X109 DIAMONDBACK ENERGY I 11009 14330 26875P101 EOG RESOURCES INC 31749 48987 26884L109 EQT CORP 65473P105 NISOURCE INC 8031 14105 674599105 OCCIDENTAL PETROLEUM 45166 51685 723787107 PIONEER NATURAL RESO 21256 26129 230001406 CULLEN HIGH DIVIDEND 256206103 DODGE & COX INTL STO 538731 712136 46432F842 ISHARES CORE MSCI EA 78462F103 SPDR S&P 500 ETF TRU 26078J100 DOWDUPONT INC 46562 50355 845469998 SOUTHWESTERN EXPOSIT G0176J109 ALLEGION PLC 12301 17027 G0177J108 ALLERGAN PLC 43108 32572 G1151C101 ACCENTURE PLC-CL A 14786 30125 G47791101 INGERSOLL-RAND PLC H1467J104 CHUBB LTD 14915 31940 Y09827109 BROADCOM LTD 94106B101 WASTE CONNECTIONS IN 10987 17390 00171A530 AMG MANAGERS PICTET 115233579 BROWN ADV JAPAN ALPH 14042Y601 CAPITAL GR NON US EQ 464287465 ISHARES MSCI EAFE IN 46637K513 JPM GLBL RES ENH IND G27823106 DELPHI AUTOMOTIVE PL 025816109 AMERICAN EXPRESS CO 11901 12459 026874784 AMERICAN INTERNATION 13980 13257 G6095L109 APTIV PLC 17573 18961 11135F101 BROADCOM INC 6534 44658 191216100 COCA COLA GROUP 19740 20462 247361702 DELTA AIR LINES INC 14501 15672 25674610 DOLLAR TREE INC 15097 13374 285512109 ELECTRONIC ARTS INC 13759 14579 518439104 ESTEE LAUDER COMPANI 13080 14241 315911750 FIDELITY 500 INDEX F 1572050 1749481 56585A102 MARATHON PETROLEUM C 29741 31188 G5960L103 MEDTRONIC PLC 23213 27740 64110L106 NETFLIX INC 18164 18332 67066G104 NVIDIA CORP 20430 27821 413838780 OAKMARK FD INST 174565 180042 68389X105 ORACLE CORP 24439 24800 701094104 PARKER HANNIFIN CORP 15200 13427 701769408 PARNASSUS CORE EQUIT 172611 188655 701877102 PARSLEY ENERGY INC C 10106 9302 70450Y103 PAYPAL HOLDINGS INC 15128 15460 74160Q301 PRIMECAP ODYESSEY ST 171068 183457 693656100 PVH CORP 14619 13574 79466L302 SALESFORCE.COM INC 14477 19084 91307109 UNITED TECHNOLOGIES C 14770 16917 14949P208 CAUSEWAY INTL VAL IN 761420 738631 315911727 FIDELITY INTERNATION 834195 822843 981558109 WORLDPAY INC CLA 9078 12760 98956P102 ZIMMER HOLDINGS INC 30638 35891 78464A730 SPDR S&P OIL & GAS E 164095 203982 922908629 VANGUARD MID CAP ETF 766502 789097 413838723 OAKMARK INTL INST 761420 679441 46434G822 ISHARES INC MSCI JAP 642206 636029 464288182 ISHARES MSCI ALL COU 685623 623628 46429B671 ISHARES MSCI CHINA E 212139 178891 46434G103 ISHARES CORE MSCI EM 469318 472285 46429B598 ISHARES MSCI INDIA E 432209 391296 464285105 ISHARES GOLD TR 204328 184549 72201P175 PIMCO COMMODITY PL S 176349 174405 HFGAPBWF1 JPM ACCESS MULTI STR 1314807 1236031 092911965 BLACKSTONE PARTNERS 500000 741756 744336876PGIM GOLBAL REAL ESTA 207819 220311 56166Y404 TORTOISE MLP & PIPEL 386585 397438 HFGAPBWF1 JPM ACCESS MULTI-STR 092911965 BLACKSTONE PARTNERS 986903920 OCH-ZIFF OZOFII PRIV MINERAL PROPERTIES 0 1464160 83F003012 BRYCE/SIMSOVIC REEVE 1 1 129170 83F003020 BRYCE/SIMSOVIC REEVE 1 1 34850 83F003038 BRYCE/SIMSOVIC REEVE 1 1 12500 983R04170 801 813 7TH ST & 806 75744 75744 735000 XXX-XX-XXXX SEC 8 PSL SVY REEVES 1 1 0 XXX-XX-XXXX SEC 45&46 PSL SVY RE 1 1 0 XXX-XX-XXXX J LYNCH SVY ETC TARR 1 1 0 XXX-XX-XXXX SEC 44 BLOCK 55 TOWN 1 1 0 MINERAL INTEREST-PRODUCTION TA 5 5 0 ROYALTY-OTHER EXPENSES 151 151 0 Rent and Royalty Expense 14351 ROYALTY INCOME 309 309 COST BASIS ADJUSTMENT 67096 FOREIGN TAXES 31 31 0 FEDERAL ESTIMATES - INCOME 76000 0 0 FOREIGN TAXES ON QUALIFIED FOR 6244 6244 0 FOREIGN TAXES ON NONQUALIFIED 678 678 0