Form990-PF

Department of the Treasury
Internal Revenue Service

Return of Private Foundation
or Section 4947(a)(1) Trust Treated as Private Foundation
bulletDo not enter social security numbers on this form as it may be made public.
bulletGo to www.irs.gov/Form990PF for instructions and the latest information.
OMB No. 1545-0052
2018
Open to Public Inspection
For calendar year 2018, or tax year beginning 07-01-2018 , and ending 06-30-2019
Name of foundation
DORA ROBERTS FOUNDATION - FI XXXXX4008
 
Number and street (or P.O. box number if mail is not delivered to street address)10 S DEARBORN IL1-0111
  Room/suite
City or town, state or province, country, and ZIP or foreign postal code
CHICAGO, IL60603
A Employer identification number

75-6013899
B Telephone number (see instructions)

(800) 496-2583
C bullet
G Check all that apply:

D 1. Foreign organizations, check here............. bullet
2. Foreign organizations meeting the 85%
test, check here and attach computation ... bullet
E bullet
H Check type of organization:
F bullet
I Fair market value of all assets at end
of year (from Part II, col. (c),
line 16)bullet$79,609,420J Accounting method:
 
(Part I, column (d) must be on cash basis.)
Part I Analysis of Revenue and Expenses (The total of amounts in columns (b), (c), and (d) may not necessarily equal the amounts in column (a) (see instructions).) (a) Revenue and
expenses per
books 		(b) Net investment
income 		(c) Adjusted net
income 		(d) Disbursements
for charitable
purposes
(cash basis only)
Revenue 1 Contributions, gifts, grants, etc., received (attach schedule)  
2 Check bullet.............
3 Interest on savings and temporary cash investments      
4 Dividends and interest from securities... 1,393,340 1,388,087  
5a Gross rents............ 0 0 0
b Net rental income or (loss) 0
6a Net gain or (loss) from sale of assets not on line 10 -1,561,980
b Gross sales price for all assets on line 6a 27,310,744
7 Capital gain net income (from Part IV, line 2)... 0
8 Net short-term capital gain......... 0
9 Income modifications...........  
10a Gross sales less returns and allowances  
b Less: Cost of goods sold....  
c Gross profit or (loss) (attach schedule).....    
11 Other income (attach schedule)....... Click to see attachment 1,951,695 1,951,695  
12 Total. Add lines 1 through 11........ 1,783,055 3,339,782 0
Operating and Administrative Expenses 13 Compensation of officers, directors, trustees, etc. 441,426 266,368   175,058
14 Other employee salaries and wages......   0 0 0
15 Pension plans, employee benefits.......   0 0  
16a Legal fees (attach schedule).........       0
b Accounting fees (attach schedule).......        
c Other professional fees (attach schedule).... Click to see attachment 92,309 92,309   0
17 Interest...............       0
18 Taxes (attach schedule) (see instructions)... Click to see attachment 47,956 47,956   0
19 Depreciation (attach schedule) and depletion... 0 0  
20 Occupancy..............        
21 Travel, conferences, and meetings.......   0 0  
22 Printing and publications..........   0 0  
23 Other expenses (attach schedule)....... Click to see attachment 189,668 189,668    
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 771,359 596,301 0 175,058
25 Contributions, gifts, grants paid....... 3,832,684 3,832,684
26 Total expenses and disbursements. Add lines 24 and 25 4,604,043 596,301 0 4,007,742
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements -2,820,988
b Net investment income (if negative, enter -0-) 2,743,481
c Adjusted net income (if negative, enter -0-)... 0
For Paperwork Reduction Act Notice, see instructions.
Cat. No. 11289X Form 990-PF (2018)
Form 990-PF (2018)
Page 2
Part II Balance Sheets Attached schedules and amounts in the description column
should be for end-of-year amounts only. (See instructions.) 		Beginning of year End of year
(a) Book Value (b) Book Value (c) Fair Market Value
Assets 1 Cash—non-interest-bearing............. 4,061,337 131,834 131,834
2 Savings and temporary cash investments......... 364,450 3,537,649 3,537,649
3 Accounts receivable bullet  
Less: allowance for doubtful accounts bullet     0 0
4 Pledges receivable bullet  
Less: allowance for doubtful accounts bullet        
5 Grants receivable.................      
6 Receivables due from officers, directors, trustees, and other
disqualified persons (attach schedule) (see instructions).....      
7 Other notes and loans receivable (attach schedule) bullet  
Less: allowance for doubtful accounts bullet0      
8 Inventories for sale or use..............      
9 Prepaid expenses and deferred charges..........      
10a Investments—U.S. and state government obligations (attach schedule)      
b Investments—corporate stock (attach schedule)....... 32,257,757 Click to see attachment34,687,753 37,007,229
c Investments—corporate bonds (attach schedule)....... 18,406,499 Click to see attachment17,363,412 17,660,485
11 Investments—land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
12 Investments—mortgage loans.............      
13 Investments—other (attach schedule).......... 16,596,631 Click to see attachment13,091,850 15,974,947
14 Land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
15 Other assets (describe bullet) Click to see attachment19 Click to see attachment19 Click to see attachment5,297,276
16 Total assets (to be completed by all filers—see the
instructions. Also, see page 1, item I) 71,686,693 68,812,517 79,609,420
Liabilities 17 Accounts payable and accrued expenses..........    
18 Grants payable.................    
19 Deferred revenue.................    
20 Loans from officers, directors, trustees, and other disqualified persons    
21 Mortgages and other notes payable (attach schedule)......    
22 Other liabilities (describe bullet)    
23 Total liabilities (add lines 17 through 22).........   0
Net Assets or Fund Balances Foundations that follow SFAS 117, check here bullet
and complete lines 24 through 26 and lines 30 and 31.
24 Unrestricted..................    
25 Temporarily restricted...............    
26 Permanently restricted...............    
Foundations that do not follow SFAS 117, check here bullet
and complete lines 27 through 31.
27 Capital stock, trust principal, or current funds........ 71,686,693 68,812,517
28 Paid-in or capital surplus, or land, bldg., and equipment fund    
29 Retained earnings, accumulated income, endowment, or other funds    
30 Total net assets or fund balances (see instructions)..... 71,686,693 68,812,517
31 Total liabilities and net assets/fund balances (see instructions). 71,686,693 68,812,517
Part III
Analysis of Changes in Net Assets or Fund Balances
1
Total net assets or fund balances at beginning of year—Part II, column (a), line 30 (must agree with end-of-year figure reported on prior year’s return) ...............
1
71,686,693
2
Enter amount from Part I, line 27a .....................
2
-2,820,988
3
Other increases not included in line 2 (itemize) bulletClick to see attachment
3
7,751
4
Add lines 1, 2, and 3 ..........................
4
68,873,456
5
Decreases not included in line 2 (itemize) bulletClick to see attachment
5
60,939
6
Total net assets or fund balances at end of year (line 4 minus line 5)—Part II, column (b), line 30 .
6
68,812,517
Form 990-PF (2018)
Form 990-PF (2018)
Page 3
Part IV
Capital Gains and Losses for Tax on Investment Income
(a) List and describe the kind(s) of property sold (e.g., real estate,
2-story brick warehouse; or common stock, 200 shs. MLC Co.)		 (b)
How acquired
P—Purchase
D—Donation 		(c)
Date acquired
(mo., day, yr.) 		(d)
Date sold
(mo., day, yr.)
1 a 10. BLACKSTONE PARTNERS OFFSHORE   2016-01-01 2018-07-03
b 2. SCHULMAN A INC   2017-11-01 2018-07-03
c 84. SCHULMAN A INC   2017-11-01 2018-07-05
d 105. SCHULMAN A INC   2017-11-01 2018-07-06
e 2429.89 AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/202   2015-11-19 2018-07-09
114. SCHULMAN A INC   2017-11-01 2018-07-09
20. SCHULMAN A INC   2017-11-01 2018-07-10
21. SCHULMAN A INC   2017-11-01 2018-07-11
66. SCHULMAN A INC   2017-11-01 2018-07-12
82. SCHULMAN A INC   2017-11-01 2018-07-13
80. VODAFONE GROUP PLC-SP ADR   2017-12-04 2018-07-13
3250.91 CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD   2016-07-26 2018-07-16
640.95 FHLMC GOLD G18175 5.5% 04/01/22   2014-02-07 2018-07-16
72.88 FREDDIE MAC     2018-07-16
541.38 FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011   2017-12-01 2018-07-16
706.94 FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011   2012-01-06 2018-07-16
983.73 FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011   2012-01-19 2018-07-16
113.24 FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003   2014-07-11 2018-07-16
235.91 FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003   2014-12-17 2018-07-16
193.47 FEDERAL HOME LN MTG CORP MULTICLASS   2010-07-14 2018-07-16
86.38 FHLMC REMIC   2004-01-08 2018-07-16
278.62 FREDDIE MAC   2010-08-18 2018-07-16
90.69 FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004   2010-07-13 2018-07-16
322.91 FREDDIE MAC SER 2864 CL NB 5 1/2% JUL 15 2033     2018-07-16
344.48 FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005   2015-12-09 2018-07-16
439.62 FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005   2012-02-28 2018-07-16
753.09 FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005   2012-10-10 2018-07-16
474.06 FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006   2012-10-11 2018-07-16
307.37 FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2011-01-19 2018-07-16
327.36 FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007   2011-10-14 2018-07-16
126.25 FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007     2018-07-16
53.07 FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007   2011-01-18 2018-07-16
20.86 FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009   2010-09-16 2018-07-16
435.72 FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009     2018-07-16
5.94 GNMA GTD PASS THRU CTF   1999-09-14 2018-07-16
38.45 GNMA GTD PASS THRU CTF   2000-12-06 2018-07-16
543.39 GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003   2014-07-18 2018-07-16
187.68 GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003   2014-12-03 2018-07-16
297.43 GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002     2018-07-16
2492.68 GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005   2013-11-13 2018-07-16
117.71 GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007   2010-09-22 2018-07-16
960.97 GNMA SER 2008-20 CL CB 5.5% JUN 16 2037   2011-06-15 2018-07-16
3000. HCP INC 5 3/8% FEB 01 2021   2012-09-13 2018-07-16
1839.11 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020   2015-09-30 2018-07-16
2060.18 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021   2015-11-09 2018-07-16
11909.23 SANTANDER DRIVE AUTO RECEIVABL 2016-3 CL A3 1.840% 08/17/2020   2017-08-16 2018-07-16
181. SCHULMAN A INC   2017-11-01 2018-07-16
6253.68 TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020   2016-03-03 2018-07-16
230. VODAFONE GROUP PLC-SP ADR     2018-07-16
155. VODAFONE GROUP PLC-SP ADR     2018-07-17
7116.96 FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020   2015-08-26 2018-07-18
110. VODAFONE GROUP PLC-SP ADR   2017-11-01 2018-07-18
75.61 GNMA II   1999-01-20 2018-07-20
26.56 GNMA 2 POOL #002699C 6.000% 1/20/29   1999-02-04 2018-07-20
476.5 GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004   2017-04-28 2018-07-20
876.9 GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004     2018-07-20
535.61 GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004     2018-07-20
421.54 GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005   2016-07-06 2018-07-20
66.21 FNMA REMIC 92-188-PZ 7.500% 10/25/22   2002-02-12 2018-07-25
295.49 FNMA 254229 6.5% 02/01/22   2014-01-17 2018-07-25
4.22 FEDERAL NATL MTG ASSN GTD MTG PASS   1998-08-14 2018-07-25
167.15 FNMA 444540 6% 11/01/23   2014-02-10 2018-07-25
266.58 FNMA AL4181 5% 09/01/25   2013-11-26 2018-07-25
71.28 FNMA POOL AN2392 2.400% 08/01/2026   2017-05-12 2018-07-25
99.62 FNMA AN2454 2.04% 01/01/23   2017-07-06 2018-07-25
79.38 FNMA AN3047 2.37% 10/01/26   2017-05-12 2018-07-25
735.82 FNMA AS9980 4% 06/01/44   2017-08-17 2018-07-25
361.29 FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001   2014-07-11 2018-07-25
56.86 FEDERAL NATL MTG ASSN GTD REMIC PASS   2002-09-17 2018-07-25
219.12 FANNIE MAE   2015-04-20 2018-07-25
311.75 FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2015-07-01 2018-07-25
268.44 FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003   2010-09-21 2018-07-25
102.97 FNMA REMIC TRUST   2003-11-25 2018-07-25
956.4 FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003     2018-07-25
324.97 FANNIE MAE   2014-07-11 2018-07-25
127.63 FNMA REMIC TRUST   2004-06-08 2018-07-25
336.32 FANNIE MAE     2018-07-25
58.79 FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007   2010-07-27 2018-07-25
190.67 FEDERAL NATL MTG ASSN GTD MTG PASS   2004-01-13 2018-07-25
35.5 FANNIE MAE   2004-03-23 2018-07-25
21.31 FEDERAL NATL MTG ASSN GTD MTG PASS   2004-10-18 2018-07-25
8.26 FANNIE MAE   2004-01-08 2018-07-25
330.58 FNMA AB3678 3.5% 10/01/41   2011-10-26 2018-07-25
52.81 MASTR ALTERNATIVE LN TR 2004-8 MTG   2006-01-09 2018-07-25
36.94 WELLS FARGO MTG BACKED SECS 2004-EE   2005-01-12 2018-07-25
15000. FORD MOTOR CO DEL   2014-01-09 2018-08-01
2376.23 AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/202   2015-11-19 2018-08-08
126. PDC ENERGY INC     2018-08-08
210. DAIMLER AG UNSPONSORED ADR   2017-11-01 2018-08-09
235. PROSIEBEN SAT.1-UNSP ADR     2018-08-09
165. SSE PLC-SPN ADR   2017-11-01 2018-08-09
205. DAIMLER AG UNSPONSORED ADR   2017-11-01 2018-08-10
240. PROSIEBEN SAT.1-UNSP ADR   2017-11-01 2018-08-10
160. SSE PLC-SPN ADR   2017-11-01 2018-08-10
7000. ARCELORMITTAL 6.125% 06/01/2025 DTD 06/01/2015   2017-10-30 2018-08-13
265. DAIMLER AG UNSPONSORED ADR   2017-11-01 2018-08-13
580. PROSIEBEN SAT.1-UNSP ADR   2017-11-01 2018-08-13
220. SSE PLC-SPN ADR   2017-11-01 2018-08-13
4000. ARCELORMITTAL 6.125% 06/01/2025 DTD 06/01/2015   2017-10-30 2018-08-14
5000. ARCELORMITTAL 6.125% 06/01/2025 DTD 06/01/2015   2017-10-30 2018-08-15
3148.57 CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD   2016-07-26 2018-08-15
385.35 FHLMC GOLD G18175 5.5% 04/01/22   2014-02-07 2018-08-15
1497.72 FREDDIE MAC     2018-08-15
673.72 FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011   2017-12-01 2018-08-15
870.7 FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011   2012-01-06 2018-08-15
1827.2 FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011   2012-01-19 2018-08-15
154.13 FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003   2014-07-11 2018-08-15
241.36 FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003   2014-12-17 2018-08-15
202.6 FEDERAL HOME LN MTG CORP MULTICLASS   2010-07-14 2018-08-15
84.82 FHLMC REMIC   2004-01-08 2018-08-15
216.97 FREDDIE MAC   2010-08-18 2018-08-15
105.46 FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004   2010-07-13 2018-08-15
711.1 FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005   2015-12-09 2018-08-15
185.92 FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005   2012-02-28 2018-08-15
811.74 FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005   2012-10-10 2018-08-15
277.23 FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006   2012-10-11 2018-08-15
339.67 FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2011-01-19 2018-08-15
230.3 FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007   2011-10-14 2018-08-15
101.5 FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007     2018-08-15
53.41 FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007   2011-01-18 2018-08-15
497.08 FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009   2010-09-16 2018-08-15
420.85 FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009     2018-08-15
7781.18 FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020   2015-08-26 2018-08-15
5.98 GNMA GTD PASS THRU CTF   1999-09-14 2018-08-15
47.39 GNMA GTD PASS THRU CTF   2000-12-06 2018-08-15
285. LLOYDS TSB GROUP PLC SPONSORED ADR   2018-01-26 2018-08-15
175. SANOFI-SYNTHELABO SA   2017-11-01 2018-08-15
1706.25 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020   2015-09-30 2018-08-15
1911.37 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021   2015-11-09 2018-08-15
11525.77 SANTANDER DRIVE AUTO RECEIVABL 2016-3 CL A3 1.840% 08/17/2020   2017-08-16 2018-08-15
110. TELEFONICA BRASIL-ADR PREF   2018-01-26 2018-08-15
6150.47 TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020   2016-03-03 2018-08-15
20. VERMILION ENERGY INC   2017-11-01 2018-08-15
5. DAIMLER AG UNSPONSORED ADR   2017-11-01 2018-08-16
652.8 GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003   2014-07-18 2018-08-16
164.84 GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003   2014-12-03 2018-08-16
256.74 GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002     2018-08-16
2612.97 GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005   2013-11-13 2018-08-16
149.98 GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007   2010-09-22 2018-08-16
1281.36 GNMA SER 2008-20 CL CB 5.5% JUN 16 2037   2011-06-15 2018-08-16
65. LLOYDS TSB GROUP PLC SPONSORED ADR   2018-01-26 2018-08-16
5. PROSIEBEN SAT.1-UNSP ADR   2017-11-01 2018-08-16
15. SANOFI-SYNTHELABO SA   2017-11-01 2018-08-16
110. TELEFONICA BRASIL-ADR PREF   2018-01-26 2018-08-16
15. VERMILION ENERGY INC   2017-11-01 2018-08-16
6000. ARCELORMITTAL 6.125% 06/01/2025 DTD 06/01/2015   2017-10-30 2018-08-17
65. VERMILION ENERGY INC   2017-11-01 2018-08-17
121.32 GNMA II   1999-01-20 2018-08-20
52.41 GNMA 2 POOL #002699C 6.000% 1/20/29   1999-02-04 2018-08-20
535.05 GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004   2017-04-28 2018-08-20
833.53 GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004     2018-08-20
269.39 GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004     2018-08-20
450.94 GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005   2016-07-06 2018-08-20
35. TELEFONICA BRASIL-ADR PREF   2018-01-26 2018-08-21
50. TELEFONICA BRASIL-ADR PREF   2018-01-26 2018-08-22
27000. ARCELORMITTAL NON-TRADEABLE ASSET   2017-10-30 2018-08-23
15000. SANTANDER UK PLC 3.050% 08/23/2018 DTD 08/23/2013     2018-08-23
30. TELEFONICA BRASIL-ADR PREF   2018-01-26 2018-08-23
5000. WILLIAMS COMPANIES INC 4.550% 06/24/2024 DTD 06/24/2014   2017-10-30 2018-08-23
30. TELEFONICA BRASIL-ADR PREF   2018-01-26 2018-08-24
28000. WILLIAMS COMPANIES INC 4.550% 06/24/2024 DTD 06/24/2014   2017-10-30 2018-08-24
7000. WILLIAMS COMPANIES INC 4.550% 06/24/2024 DTD 06/24/2014   2017-10-30 2018-08-24
70.47 FNMA REMIC 92-188-PZ 7.500% 10/25/22   2002-02-12 2018-08-27
770.43 FNMA 254229 6.5% 02/01/22   2014-01-17 2018-08-27
4.24 FEDERAL NATL MTG ASSN GTD MTG PASS   1998-08-14 2018-08-27
168.06 FNMA 444540 6% 11/01/23   2014-02-10 2018-08-27
248.62 FNMA AL4181 5% 09/01/25   2013-11-26 2018-08-27
65.72 FNMA POOL AN2392 2.400% 08/01/2026   2017-05-12 2018-08-27
91.49 FNMA AN2454 2.04% 01/01/23   2017-07-06 2018-08-27
74.52 FNMA AN3047 2.37% 10/01/26   2017-05-12 2018-08-27
103.36 FNMA AS9980 4% 06/01/44   2017-08-17 2018-08-27
251.45 FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001   2014-07-11 2018-08-27
63.89 FEDERAL NATL MTG ASSN GTD REMIC PASS   2002-09-17 2018-08-27
194.55 FANNIE MAE   2015-04-20 2018-08-27
444.18 FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2015-07-01 2018-08-27
271.81 FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003   2010-09-21 2018-08-27
119.25 FNMA REMIC TRUST   2003-11-25 2018-08-27
597.31 FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003     2018-08-27
159.26 FANNIE MAE   2014-07-11 2018-08-27
112.7 FNMA REMIC TRUST   2004-06-08 2018-08-27
403.65 FANNIE MAE     2018-08-27
161.95 FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007   2010-07-27 2018-08-27
232.8 FEDERAL NATL MTG ASSN GTD MTG PASS   2004-01-13 2018-08-27
30.97 FANNIE MAE   2004-03-23 2018-08-27
19.29 FEDERAL NATL MTG ASSN GTD MTG PASS   2004-10-18 2018-08-27
8.52 FANNIE MAE   2004-01-08 2018-08-27
404.41 FNMA AB3678 3.5% 10/01/41   2011-10-26 2018-08-27
125.22 MASTR ALTERNATIVE LN TR 2004-8 MTG   2006-01-09 2018-08-27
30. TELEFONICA BRASIL-ADR PREF     2018-08-27
7.48 WELLS FARGO MTG BACKED SECS 2004-EE   2005-01-12 2018-08-27
15. TELEFONICA BRASIL-ADR PREF   2018-01-25 2018-08-28
20. TELEFONICA BRASIL-ADR PREF   2018-01-25 2018-08-29
330. BNP PARIBAS SPONS ADR REPSTG 1/4 SH   2017-11-01 2018-08-30
85. DAIMLER AG UNSPONSORED ADR   2017-11-01 2018-08-30
270. ING GROEP N V SPONS ADR   2017-11-01 2018-08-30
325. PROSIEBEN SAT.1-UNSP ADR   2017-11-01 2018-08-30
75. TELEFONICA BRASIL-ADR PREF     2018-08-30
80. DAIMLER AG UNSPONSORED ADR   2017-11-01 2018-08-31
50. FIVE BELOW   2017-11-01 2018-08-31
765. ING GROEP N V SPONS ADR   2017-11-01 2018-08-31
370. PROSIEBEN SAT.1-UNSP ADR   2017-11-01 2018-08-31
905. TELEFONICA BRASIL-ADR PREF     2018-08-31
130. DAIMLER AG UNSPONSORED ADR   2017-11-01 2018-09-04
210. PROSIEBEN SAT.1-UNSP ADR   2017-11-01 2018-09-04
20553.167 LAZARD EMERGING MKT PORTFOLIO INSTL*   2017-10-27 2018-09-05
18587.361 LAZARD EMERGING MKT PORTFOLIO INSTL*   2017-08-18 2018-09-05
13.418 GSO SPECIAL SITUATIONS OVERSEAS FUND LTD. CLASS D - NEW ISSUES   2014-03-31 2018-09-05
20000. JOHN DEERE CAPITAL CORP   2009-08-17 2018-09-10
598.22 GSO SPECIAL SITUATIONS OVERSEAS FUND LTD. CLASS D - NEW ISSUES   2014-03-31 2018-09-10
2512.93 AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/202   2015-11-19 2018-09-11
50. FIVE BELOW   2017-11-01 2018-09-11
13097.48 COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 0   2014-02-12 2018-09-12
3237.56 CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD   2016-07-26 2018-09-17
288.28 FHLMC GOLD G18175 5.5% 04/01/22   2014-02-07 2018-09-17
103.26 FREDDIE MAC     2018-09-17
574.34 FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011   2017-12-01 2018-09-17
1371.39 FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011   2012-01-06 2018-09-17
1996.12 FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011   2012-01-19 2018-09-17
126.07 FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003   2014-07-11 2018-09-17
275.93 FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003   2014-12-17 2018-09-17
189.16 FEDERAL HOME LN MTG CORP MULTICLASS   2010-07-14 2018-09-17
89.71 FHLMC REMIC   2004-01-08 2018-09-17
171.98 FREDDIE MAC   2010-08-18 2018-09-17
164.99 FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004   2010-07-13 2018-09-17
763.05 FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005   2015-12-09 2018-09-17
915.95 FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005   2012-02-28 2018-09-17
567.63 FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005   2012-10-10 2018-09-17
347.54 FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006   2012-10-11 2018-09-17
467.88 FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2011-01-19 2018-09-17
160.57 FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007   2011-10-14 2018-09-17
121.13 FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007     2018-09-17
69.21 FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007   2011-01-18 2018-09-17
16.93 FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009   2010-09-16 2018-09-17
504.74 FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009     2018-09-17
7598.27 FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020   2015-08-26 2018-09-17
6.02 GNMA GTD PASS THRU CTF   1999-09-14 2018-09-17
47.31 GNMA GTD PASS THRU CTF   2000-12-06 2018-09-17
272. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003   2014-07-18 2018-09-17
414.28 GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003   2014-12-03 2018-09-17
330.55 GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002     2018-09-17
4477.2 GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005   2013-11-13 2018-09-17
132.01 GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007   2010-09-22 2018-09-17
1777.46 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020   2015-09-30 2018-09-17
1994.53 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021   2015-11-09 2018-09-17
6705.17 SANTANDER DRIVE AUTO RECEIVABL 2016-3 CL A3 1.840% 08/17/2020   2017-08-16 2018-09-17
5769.89 TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020   2016-03-03 2018-09-17
122.3 GNMA II   1999-01-20 2018-09-20
21.8 GNMA 2 POOL #002699C 6.000% 1/20/29   1999-02-04 2018-09-20
570.25 GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004   2017-04-28 2018-09-20
921.52 GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004     2018-09-20
368.85 GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004     2018-09-20
470.87 GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005   2016-07-06 2018-09-20
472.69 GNMA SER 2008-20 CL CB 5.5% JUN 16 2037   2011-06-15 2018-09-20
15215. VANGUARD EMERGING MARKET VIPERS   2017-08-18 2018-09-20
20356. VANGUARD EMERGING MARKET VIPERS     2018-09-20
700. EDUCATION REALTY TRUST INC   2017-11-01 2018-09-21
161.47 FNMA REMIC 92-188-PZ 7.500% 10/25/22   2002-02-12 2018-09-25
624.34 FNMA 254229 6.5% 02/01/22   2014-01-17 2018-09-25
4.27 FEDERAL NATL MTG ASSN GTD MTG PASS   1998-08-14 2018-09-25
169. FNMA 444540 6% 11/01/23   2014-02-10 2018-09-25
243.05 FNMA AL4181 5% 09/01/25   2013-11-26 2018-09-25
65.96 FNMA POOL AN2392 2.400% 08/01/2026   2017-05-12 2018-09-25
91.85 FNMA AN2454 2.04% 01/01/23   2017-07-06 2018-09-25
74.77 FNMA AN3047 2.37% 10/01/26   2017-05-12 2018-09-25
318.96 FNMA AS9980 4% 06/01/44   2017-08-17 2018-09-25
288.61 FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001   2014-07-11 2018-09-25
63.2 FEDERAL NATL MTG ASSN GTD REMIC PASS   2002-09-17 2018-09-25
72.42 FANNIE MAE   2015-04-20 2018-09-25
404.45 FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2015-07-01 2018-09-25
291.12 FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003   2010-09-21 2018-09-25
121.73 FNMA REMIC TRUST   2003-11-25 2018-09-25
1594.09 FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003     2018-09-25
347.66 FANNIE MAE   2014-07-11 2018-09-25
118.79 FNMA REMIC TRUST   2004-06-08 2018-09-25
406.79 FANNIE MAE     2018-09-25
54.36 FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007   2010-07-27 2018-09-25
59.84 FEDERAL NATL MTG ASSN GTD MTG PASS   2004-01-13 2018-09-25
23.85 FANNIE MAE   2004-03-23 2018-09-25
16.56 FEDERAL NATL MTG ASSN GTD MTG PASS   2004-10-18 2018-09-25
81.72 FANNIE MAE   2004-01-08 2018-09-25
304.43 FNMA AB3678 3.5% 10/01/41   2011-10-26 2018-09-25
45.52 MASTR ALTERNATIVE LN TR 2004-8 MTG   2006-01-09 2018-09-25
10000. SPECTRA ENERGY PARTNERS 2.950% 09/25/2018 DTD 09/25/2013   2015-09-08 2018-09-25
43.48 WELLS FARGO MTG BACKED SECS 2004-EE   2005-01-12 2018-09-25
166. BOJANGLES' INC   2017-11-01 2018-10-01
109. BOJANGLES' INC   2017-11-01 2018-10-02
1995.36 AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/202   2015-11-19 2018-10-11
100. FIVE BELOW   2017-11-01 2018-10-11
25. MASIMO CORPORATION   2017-11-01 2018-10-11
2907.78 CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD   2016-07-26 2018-10-15
294.78 FHLMC GOLD G18175 5.5% 04/01/22   2014-02-07 2018-10-15
67.06 FREDDIE MAC     2018-10-15
717.07 FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011   2017-12-01 2018-10-15
873.46 FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011   2012-01-06 2018-10-15
1702.12 FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011   2012-01-19 2018-10-15
125.64 FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003   2014-07-11 2018-10-15
173.03 FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003   2014-12-17 2018-10-15
147.7 FEDERAL HOME LN MTG CORP MULTICLASS   2010-07-14 2018-10-15
93.18 FHLMC REMIC   2004-01-08 2018-10-15
109.52 FREDDIE MAC   2010-08-18 2018-10-15
105.2 FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004   2010-07-13 2018-10-15
320.39 FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005   2015-12-09 2018-10-15
148.57 FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005   2012-02-28 2018-10-15
631.1 FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005   2012-10-10 2018-10-15
177.08 FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006   2012-10-11 2018-10-15
268.05 FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2011-01-19 2018-10-15
220.46 FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007   2011-10-14 2018-10-15
96.11 FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007     2018-10-15
155.27 FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007   2011-01-18 2018-10-15
16.21 FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009   2010-09-16 2018-10-15
383.14 FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009     2018-10-15
6538.38 FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020   2015-08-26 2018-10-15
6.07 GNMA GTD PASS THRU CTF   1999-09-14 2018-10-15
50.45 GNMA GTD PASS THRU CTF   2000-12-06 2018-10-15
2328.89 HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020   2018-09-18 2018-10-15
1614.97 SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020   2015-09-30 2018-10-15
1912.26 SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021   2015-11-09 2018-10-15
4811.62 TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020   2016-03-03 2018-10-15
280.7 GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003   2014-07-18 2018-10-16
98.62 GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003   2014-12-03 2018-10-16
181.38 GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002     2018-10-16
2131.72 GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005   2013-11-13 2018-10-16
126.1 GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007   2010-09-22 2018-10-16
70264.136 VANGUARD TOT BD MKT IDX-ADM   2017-10-27 2018-10-16
3.23 COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01   2014-02-12 2018-10-18
145. PDC ENERGY INC   2017-11-01 2018-10-19
75.26 GNMA II   1999-01-20 2018-10-22
48.23 GNMA 2 POOL #002699C 6.000% 1/20/29   1999-02-04 2018-10-22
377.45 GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004   2017-04-28 2018-10-22
824.85 GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004     2018-10-22
353.46 GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004     2018-10-22
342.43 GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005   2016-07-06 2018-10-22
10000. INVESCO FINANCE PLC 3.125% 11/30/2022 DTD 11/08/2012     2018-10-22
145. PDC ENERGY INC   2017-11-01 2018-10-22
57.73 FNMA REMIC 92-188-PZ 7.500% 10/25/22   2002-02-12 2018-10-25
292.96 FNMA 254229 6.5% 02/01/22   2014-01-17 2018-10-25
4.3 FEDERAL NATL MTG ASSN GTD MTG PASS   1998-08-14 2018-10-25
169.94 FNMA 444540 6% 11/01/23   2014-02-10 2018-10-25
236.25 FNMA AL4181 5% 09/01/25   2013-11-26 2018-10-25
72. FNMA POOL AN2392 2.400% 08/01/2026   2017-05-12 2018-10-25
100.69 FNMA AN2454 2.04% 01/01/23   2017-07-06 2018-10-25
80.11 FNMA AN3047 2.37% 10/01/26   2017-05-12 2018-10-25
539.49 FNMA AS9980 4% 06/01/44   2017-08-17 2018-10-25
229.58 FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001   2014-07-11 2018-10-25
60.18 FEDERAL NATL MTG ASSN GTD REMIC PASS   2002-09-17 2018-10-25
167.95 FANNIE MAE   2015-04-20 2018-10-25
290.1 FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2015-07-01 2018-10-25
244.58 FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003   2010-09-21 2018-10-25
99.22 FNMA REMIC TRUST   2003-11-25 2018-10-25
875.79 FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003     2018-10-25
241.06 FANNIE MAE   2014-07-11 2018-10-25
114.48 FNMA REMIC TRUST   2004-06-08 2018-10-25
365.79 FANNIE MAE     2018-10-25
49. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007   2010-07-27 2018-10-25
90.24 FEDERAL NATL MTG ASSN GTD MTG PASS   2004-01-13 2018-10-25
7.8 FANNIE MAE   2004-03-23 2018-10-25
4.79 FEDERAL NATL MTG ASSN GTD MTG PASS   2004-10-18 2018-10-25
92.21 FANNIE MAE   2004-01-08 2018-10-25
189.74 FNMA AB3678 3.5% 10/01/41   2011-10-26 2018-10-25
67.65 MASTR ALTERNATIVE LN TR 2004-8 MTG   2006-01-09 2018-10-25
47.79 WELLS FARGO MTG BACKED SECS 2004-EE   2005-01-12 2018-10-25
13000. PINN FOODS FIN LLC/CORP 5.875% 01/15/2024 DTD 07/15/2016   2017-10-30 2018-10-26
4000. ABBOTT LABORATORIES SR NTS 3.75% 11/30/2026 DTD   2018-02-14 2018-10-29
. CENOVUS ENERGY INC 5.7% OCT 15 2019   2015-02-05 2018-10-31
4000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024   2017-10-30 2018-11-02
3000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024   2017-10-30 2018-11-02
6000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024   2017-10-30 2018-11-02
4000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024   2017-10-30 2018-11-02
6000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024   2017-10-30 2018-11-05
5000. REGENCY ENERGY PART/FINA 5.000% 10/01/2022 DTD 07/25/2014   2017-06-13 2018-11-05
950. BOJANGLES' INC   2017-11-01 2018-11-06
9000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024   2017-10-30 2018-11-06
10000. EBAY INC 2.6% JUL 15 2022     2018-11-07
25000. AMERICREDIT AUTOMOBILE RECEIVABLES 2014-2 CL C 2.18% 06/08/2020   2015-11-19 2018-11-08
112787.408 PIMCO COMMODITYPL STRAT-INS   2018-02-22 2018-11-09
. COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01/20   2014-02-12 2018-11-13
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD   2016-07-26 2018-11-15
. FHLMC GOLD G18175 5.5% 04/01/22   2014-02-07 2018-11-15
. FREDDIE MAC     2018-11-15
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011   2017-12-01 2018-11-15
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011   2012-01-06 2018-11-15
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011   2012-01-19 2018-11-15
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003   2014-07-11 2018-11-15
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003   2014-12-17 2018-11-15
. FEDERAL HOME LN MTG CORP MULTICLASS   2010-07-14 2018-11-15
. FHLMC REMIC   2004-01-08 2018-11-15
. FREDDIE MAC   2010-08-18 2018-11-15
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004   2010-07-13 2018-11-15
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005   2015-12-09 2018-11-15
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005   2012-02-28 2018-11-15
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005   2012-10-10 2018-11-15
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006   2012-10-11 2018-11-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2011-01-19 2018-11-15
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007   2011-10-14 2018-11-15
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007     2018-11-15
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007   2011-01-18 2018-11-15
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009   2010-09-16 2018-11-15
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009     2018-11-15
. FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020   2015-08-26 2018-11-15
. GNMA GTD PASS THRU CTF   1999-09-14 2018-11-15
. GNMA GTD PASS THRU CTF   2000-12-06 2018-11-15
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020   2018-09-18 2018-11-15
30000. SANTANDER DRIVE AUTO RECEIVABL 2014-5 CL C 2.480% 06/15/2020   2015-09-30 2018-11-15
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021   2015-11-09 2018-11-15
. TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020   2016-03-03 2018-11-15
3076.923 CENOVUS ENERGY INC 5.7% OCT 15 2019   1960-11-11 2018-11-16
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003   2014-07-18 2018-11-16
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003   2014-12-03 2018-11-16
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002     2018-11-16
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005   2013-11-13 2018-11-16
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007   2010-09-22 2018-11-16
135. CHINA PETE & CHEM SPONS ADR REPSTG H     2018-11-19
360. ING GROEP N V SPONS ADR   2017-11-01 2018-11-19
850. PROSIEBEN SAT.1-UNSP ADR   2017-11-01 2018-11-19
. WYETH   1901-01-01 2018-11-19
3000. DIAMOND OFFSHORE DRILL 7.875% 08/15/2025 DTD 08/15/2017   2017-10-30 2018-11-20
. GNMA II   1999-01-20 2018-11-20
. GNMA 2 POOL #002699C 6.000% 1/20/29   1999-02-04 2018-11-20
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004   2017-04-28 2018-11-20
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004     2018-11-20
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004     2018-11-20
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005   2016-07-06 2018-11-20
200. ING GROEP N V SPONS ADR   2017-11-01 2018-11-20
670. PROSIEBEN SAT.1-UNSP ADR   2017-11-01 2018-11-20
70. SOUTHSIDE BANCSHARES INC   2017-11-01 2018-11-20
125. UNITED BANKSHARES INC   2017-11-01 2018-11-20
70. BRITISH AMERN TOB PLC SPONSORED ADR   2017-11-01 2018-11-21
3000. DIAMOND OFFSHORE DRILL 7.875% 08/15/2025 DTD 08/15/2017   2017-10-30 2018-11-21
1715. ING GROEP N V SPONS ADR   2017-11-01 2018-11-21
310. PROSIEBEN SAT.1-UNSP ADR   2017-11-01 2018-11-21
555. SOUTHSIDE BANCSHARES INC   2017-11-01 2018-11-21
265. PROSIEBEN SAT.1-UNSP ADR   2017-11-01 2018-11-23
280. PROSIEBEN SAT.1-UNSP ADR   2017-11-01 2018-11-23
. FNMA REMIC 92-188-PZ 7.500% 10/25/22   2002-02-12 2018-11-26
. FNMA 254229 6.5% 02/01/22   2014-01-17 2018-11-26
. FEDERAL NATL MTG ASSN GTD MTG PASS   1998-08-14 2018-11-26
. FNMA 444540 6% 11/01/23   2014-02-10 2018-11-26
. FNMA AL4181 5% 09/01/25   2013-11-26 2018-11-26
. FNMA POOL AN2392 2.400% 08/01/2026   2017-05-12 2018-11-26
. FNMA AN2454 2.04% 01/01/23   2017-07-06 2018-11-26
. FNMA AN3047 2.37% 10/01/26   2017-05-12 2018-11-26
. FNMA AS9980 4% 06/01/44   2017-08-17 2018-11-26
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001   2014-07-11 2018-11-26
. FEDERAL NATL MTG ASSN GTD REMIC PASS   2002-09-17 2018-11-26
. FANNIE MAE   2015-04-20 2018-11-26
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2015-07-01 2018-11-26
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003   2010-09-21 2018-11-26
. FNMA REMIC TRUST   2003-11-25 2018-11-26
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003     2018-11-26
. FANNIE MAE   2014-07-11 2018-11-26
. FNMA REMIC TRUST   2004-06-08 2018-11-26
. FANNIE MAE     2018-11-26
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007   2010-07-27 2018-11-26
. FEDERAL NATL MTG ASSN GTD MTG PASS   2004-01-13 2018-11-26
. FANNIE MAE   2004-01-08 2018-11-26
. FNMA AB3678 3.5% 10/01/41   2011-10-26 2018-11-26
. MASTR ALTERNATIVE LN TR 2004-8 MTG   2006-01-09 2018-11-26
. WELLS FARGO MTG BACKED SECS 2004-EE   2005-01-12 2018-11-26
27142.4 DODGE & COX INCOME FUND     2018-11-28
34814.792 DOUBLELINE TTL RTRN BND-I   2017-10-27 2018-11-28
7478.411 FIDELITY 500 INDEX-INST PRM   2018-02-26 2018-11-28
2000. DIAMOND OFFSHORE DRILL 7.875% 08/15/2025 DTD 08/15/2017   2017-10-30 2018-12-03
18000. GOLDMAN SACHS GROUP INC SR NOTES 5 3/8% MAR 15 2020   2010-03-01 2018-12-06
7817.135 FIDELITY 500 INDEX-INST PRM   2018-02-26 2018-12-07
5000. BNP PARIBAS MTN 2.400% 12/12/2018 DTD 12/12/2013   2013-12-05 2018-12-12
. COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01/20   2014-02-12 2018-12-12
10000. BP CAPITAL MARKETS PLC NON-TRADEABLE ASSET     2018-12-17
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD   2016-07-26 2018-12-17
33890. DEUTSCHE X-TRACKERS MSCI JAP     2018-12-17
4681. DEUTSCHE X-TRACKERS MSCI JAP   2017-08-18 2018-12-17
. FHLMC GOLD G18175 5.5% 04/01/22   2014-02-07 2018-12-17
. FREDDIE MAC     2018-12-17
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011   2017-12-01 2018-12-17
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011   2012-01-06 2018-12-17
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011   2012-01-19 2018-12-17
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003   2014-07-11 2018-12-17
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003   2014-12-17 2018-12-17
. FEDERAL HOME LN MTG CORP MULTICLASS   2010-07-14 2018-12-17
. FHLMC REMIC   2004-01-08 2018-12-17
. FREDDIE MAC   2010-08-18 2018-12-17
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004   2010-07-13 2018-12-17
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005   2015-12-09 2018-12-17
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005   2012-02-28 2018-12-17
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005   2012-10-10 2018-12-17
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006   2012-10-11 2018-12-17
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2011-01-19 2018-12-17
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007   2011-10-14 2018-12-17
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007     2018-12-17
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007   2011-01-18 2018-12-17
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009   2010-09-16 2018-12-17
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009     2018-12-17
. FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020   2015-08-26 2018-12-17
. GNMA GTD PASS THRU CTF   1999-09-14 2018-12-17
. GNMA GTD PASS THRU CTF   2000-12-06 2018-12-17
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003   2014-07-18 2018-12-17
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003   2014-12-03 2018-12-17
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002     2018-12-17
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005   2013-11-13 2018-12-17
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007   2010-09-22 2018-12-17
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020   2018-09-18 2018-12-17
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021   2015-11-09 2018-12-17
55000. TOYOTA AUTO RECEIVABLES OWNER 2015-A CL A4 1.520% 06/15/2020   2016-03-03 2018-12-17
10000. GEN MOTORS FINL CO 3.7% 05/09/2023 DTD 05/09/2016   2017-06-06 2018-12-18
2843.763 CAPITAL GR NON US EQUITY   2017-10-27 2018-12-20
54270.272 CAPITAL GR NON US EQUITY   2018-08-30 2018-12-20
37821.483 DODGE & COX INCOME FUND     2018-12-20
48076.923 DOUBLELINE TTL RTRN BND-I   2017-10-27 2018-12-20
. GNMA II   1999-01-20 2018-12-20
. GNMA 2 POOL #002699C 6.000% 1/20/29   1999-02-04 2018-12-20
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004   2017-04-28 2018-12-20
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004     2018-12-20
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004     2018-12-20
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005   2016-07-06 2018-12-20
151812.041 VANGUARD TOT BD MKT IDX-ADM   2018-02-13 2018-12-20
64971.047 VANGUARD TOT BD MKT IDX-ADM   2017-10-27 2018-12-20
. FNMA REMIC 92-188-PZ 7.500% 10/25/22   2002-02-12 2018-12-26
. FNMA 254229 6.5% 02/01/22   2014-01-17 2018-12-26
. FEDERAL NATL MTG ASSN GTD MTG PASS   1998-08-14 2018-12-26
. FNMA 444540 6% 11/01/23   2014-02-10 2018-12-26
. FNMA AL4181 5% 09/01/25   2013-11-26 2018-12-26
. FNMA AN2454 2.04% 01/01/23   2017-07-06 2018-12-26
. FNMA AN3047 2.37% 10/01/26   2017-05-12 2018-12-26
. FNMA AS9980 4% 06/01/44   2017-08-17 2018-12-26
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001   2014-07-11 2018-12-26
. FEDERAL NATL MTG ASSN GTD REMIC PASS   2002-09-17 2018-12-26
. FANNIE MAE   2015-04-20 2018-12-26
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2015-07-01 2018-12-26
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003   2010-09-21 2018-12-26
. FNMA REMIC TRUST   2003-11-25 2018-12-26
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003     2018-12-26
. FANNIE MAE   2014-07-11 2018-12-26
. FNMA REMIC TRUST   2004-06-08 2018-12-26
. FANNIE MAE     2018-12-26
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007   2010-07-27 2018-12-26
. FEDERAL NATL MTG ASSN GTD MTG PASS   2004-01-13 2018-12-26
. FANNIE MAE   2004-01-08 2018-12-26
. FNMA AB3678 3.5% 10/01/41   2011-10-26 2018-12-26
. MASTR ALTERNATIVE LN TR 2004-8 MTG   2006-01-09 2018-12-26
. WELLS FARGO MTG BACKED SECS 2004-EE   2005-01-12 2018-12-26
50000. FNMA POOL AN2392 2.400% 08/01/2026   2017-05-12 2019-01-02
175. SSE PLC-SPN ADR   2017-11-01 2019-01-03
285. SSE PLC-SPN ADR   2017-11-01 2019-01-04
1. FNMA POOL AN2392 2.400% 08/01/2026   1960-11-11 2019-01-07
190. SSE PLC-SPN ADR   2017-11-01 2019-01-07
20. CHINA PETE & CHEM SPONS ADR REPSTG H   2018-02-02 2019-01-09
30. MANULIFE FINL CORP   2017-11-01 2019-01-09
60. VERMILION ENERGY INC   2017-11-01 2019-01-09
15. CHINA PETE & CHEM SPONS ADR REPSTG H   2018-02-02 2019-01-10
105. VERMILION ENERGY INC   2017-11-01 2019-01-10
. COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01/20   2014-02-12 2019-01-11
10000. CVS HEALTH CORP 3.500% 07/20/2022 DTD 07/20/2015   2018-02-14 2019-01-14
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD   2016-07-26 2019-01-15
. FHLMC GOLD G18175 5.5% 04/01/22   2014-02-07 2019-01-15
. FREDDIE MAC     2019-01-15
. FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010   2015-05-21 2019-01-15
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011   2017-12-01 2019-01-15
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011   2012-01-06 2019-01-15
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011   2012-01-19 2019-01-15
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003   2014-07-11 2019-01-15
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003   2014-12-17 2019-01-15
. FEDERAL HOME LN MTG CORP MULTICLASS   2010-07-14 2019-01-15
. FHLMC REMIC   2004-01-08 2019-01-15
. FREDDIE MAC   2010-08-18 2019-01-15
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004   2010-07-13 2019-01-15
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005   2015-12-09 2019-01-15
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005   2012-02-28 2019-01-15
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005   2012-10-10 2019-01-15
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006   2012-10-11 2019-01-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2011-01-19 2019-01-15
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007   2011-10-14 2019-01-15
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007     2019-01-15
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007   2011-01-18 2019-01-15
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009   2010-09-16 2019-01-15
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009     2019-01-15
. GNMA GTD PASS THRU CTF   1999-09-14 2019-01-15
. GNMA GTD PASS THRU CTF   2000-12-06 2019-01-15
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020   2018-09-18 2019-01-15
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021   2015-11-09 2019-01-15
15. CHINA PETE & CHEM SPONS ADR REPSTG H     2019-01-16
. FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020   2015-08-26 2019-01-16
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003   2014-07-18 2019-01-16
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003   2014-12-03 2019-01-16
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002     2019-01-16
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005   2013-11-13 2019-01-16
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007   2010-09-22 2019-01-16
18000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012   2017-10-30 2019-01-16
50. VERMILION ENERGY INC   2017-11-01 2019-01-16
140. UBS GROUP AG-REG   2017-11-01 2019-01-16
15. CHINA PETE & CHEM SPONS ADR REPSTG H   2018-01-30 2019-01-17
45. NOVARTIS AG SPONS ADR   2017-11-01 2019-01-17
3000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012   2017-10-30 2019-01-17
5000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012   2017-10-30 2019-01-17
50. VERMILION ENERGY INC   2017-11-01 2019-01-17
125. UBS GROUP AG-REG   2017-11-01 2019-01-17
20. CHINA PETE & CHEM SPONS ADR REPSTG H   2018-01-30 2019-01-18
5000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012   2017-10-30 2019-01-18
60. VERMILION ENERGY INC   2017-11-01 2019-01-18
130. UBS GROUP AG-REG   2017-11-01 2019-01-18
. GNMA II   1999-01-20 2019-01-22
. GNMA 2 POOL #002699C 6.000% 1/20/29   1999-02-04 2019-01-22
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004   2017-04-28 2019-01-22
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004     2019-01-22
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004     2019-01-22
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005   2016-07-06 2019-01-22
7000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012   2017-10-30 2019-01-22
20. VERMILION ENERGY INC   2017-11-01 2019-01-22
7500. ARROWGRASS INTERNATIONAL FUND LTD CLASS B - NEW ISSUES INELIGIBL   2018-03-30 2019-01-22
. FNMA REMIC 92-188-PZ 7.500% 10/25/22   2002-02-12 2019-01-25
. FNMA 254229 6.5% 02/01/22   2014-01-17 2019-01-25
. FEDERAL NATL MTG ASSN GTD MTG PASS   1998-08-14 2019-01-25
. FNMA 444540 6% 11/01/23   2014-02-10 2019-01-25
. FNMA AL4181 5% 09/01/25   2013-11-26 2019-01-25
. FNMA AN2454 2.04% 01/01/23   2017-07-06 2019-01-25
. FNMA AN3047 2.37% 10/01/26   2017-05-12 2019-01-25
. FNMA AS9980 4% 06/01/44   2017-08-17 2019-01-25
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001   2014-07-11 2019-01-25
. FEDERAL NATL MTG ASSN GTD REMIC PASS   2002-09-17 2019-01-25
. FANNIE MAE   2015-04-20 2019-01-25
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2015-07-01 2019-01-25
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003   2010-09-21 2019-01-25
. FNMA REMIC TRUST   2003-11-25 2019-01-25
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003     2019-01-25
. FANNIE MAE   2014-07-11 2019-01-25
. FNMA REMIC TRUST   2004-06-08 2019-01-25
. FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004   2010-08-26 2019-01-25
. FANNIE MAE     2019-01-25
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007   2010-07-27 2019-01-25
. FEDERAL NATL MTG ASSN GTD MTG PASS   2004-01-13 2019-01-25
. FANNIE MAE   2004-01-08 2019-01-25
. FNMA AB3678 3.5% 10/01/41   2011-10-26 2019-01-25
. MASTR ALTERNATIVE LN TR 2004-8 MTG   2006-01-09 2019-01-25
. WELLS FARGO MTG BACKED SECS 2004-EE   2005-01-12 2019-01-25
652. SCHWAB U.S. TIPS ETF   2017-10-27 2019-01-28
19000. SCHWAB U.S. TIPS ETF   2017-10-27 2019-01-28
6000. HCA INC SR NTS 5.5% 06/15/2047 DTD   2017-10-30 2019-01-31
7000. HCA INC SR NTS 5.5% 06/15/2047 DTD   2017-10-30 2019-01-31
7000. HCA INC SR NTS 5.5% 06/15/2047 DTD   2017-10-30 2019-01-31
49388.767 PGIM GLOBAL REAL ESTATE-Q   2017-10-27 2019-02-01
125000. U S A TREAS STRIP INT PMT ZERO CPN 05/15/2019 DTD 05/15/1990   2010-01-19 2019-02-01
83. AMN HEALTHCARE SERVICES INC   2017-11-01 2019-02-07
100. DORMAN PRODUCTS INC   2017-11-01 2019-02-07
50. MASIMO CORPORATION   2017-11-01 2019-02-07
75. UMB FINANCIAL CORP   2017-11-01 2019-02-07
42. AMN HEALTHCARE SERVICES INC   2017-11-01 2019-02-08
27000. HCA INC 4.75% MAY 01 2023   2017-10-30 2019-02-08
22000. ALLY FINANCIAL INC 4.125% 02/13/2022 DTD 02/13/2015   2017-10-30 2019-02-12
. COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01/20   2014-02-12 2019-02-12
13000. CENOVUS ENERGY INC SR NTS 3.0% 08/15/2022 DTD   2017-10-30 2019-02-13
3000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012   2017-10-30 2019-02-13
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD   2016-07-26 2019-02-15
. FHLMC GOLD G18175 5.5% 04/01/22   2014-02-07 2019-02-15
. FREDDIE MAC     2019-02-15
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011   2017-12-01 2019-02-15
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011   2012-01-06 2019-02-15
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011   2012-01-19 2019-02-15
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003   2014-07-11 2019-02-15
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003   2014-12-17 2019-02-15
. FEDERAL HOME LN MTG CORP MULTICLASS   2010-07-14 2019-02-15
. FHLMC REMIC   2004-01-08 2019-02-15
. FREDDIE MAC   2010-08-18 2019-02-15
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004   2010-07-13 2019-02-15
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005   2015-12-09 2019-02-15
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005   2012-02-28 2019-02-15
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005   2012-10-10 2019-02-15
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006   2012-10-11 2019-02-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2011-01-19 2019-02-15
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007   2011-10-14 2019-02-15
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007     2019-02-15
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007   2011-01-18 2019-02-15
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009   2010-09-16 2019-02-15
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009     2019-02-15
. FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020   2015-08-26 2019-02-15
. GNMA GTD PASS THRU CTF   1999-09-14 2019-02-15
. GNMA GTD PASS THRU CTF   2000-12-06 2019-02-15
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020   2018-09-18 2019-02-15
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021   2015-11-09 2019-02-15
10000. SEMPRA ENERGY 9.800% 2/15/19   2008-11-18 2019-02-15
29622.19 CAPITAL GR NON US EQUITY   2017-10-27 2019-02-19
1434.579 FIDELITY 500 INDEX-INST PRM   2018-02-26 2019-02-19
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003   2014-07-18 2019-02-19
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003   2014-12-03 2019-02-19
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002     2019-02-19
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005   2013-11-13 2019-02-19
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007   2010-09-22 2019-02-19
. FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010   2015-05-21 2019-02-20
. GNMA II   1999-01-20 2019-02-20
. GNMA 2 POOL #002699C 6.000% 1/20/29   1999-02-04 2019-02-20
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004   2017-04-28 2019-02-20
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004     2019-02-20
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004     2019-02-20
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005   2016-07-06 2019-02-20
90000. US TREAS 1.875% 04/30/22   2017-09-26 2019-02-20
300. ASTRAZENECA PLC SPONS ADR   2017-11-01 2019-02-21
50000. FREDDIE MAC   1960-11-11 2019-02-21
135. HONDA MTR LTD SPONS ADR   2017-11-01 2019-02-21
. FNMA REMIC 92-188-PZ 7.500% 10/25/22   2002-02-12 2019-02-25
. FNMA 254229 6.5% 02/01/22   2014-01-17 2019-02-25
. FEDERAL NATL MTG ASSN GTD MTG PASS   1998-08-14 2019-02-25
. FNMA 444540 6% 11/01/23   2014-02-10 2019-02-25
. FNMA AL4181 5% 09/01/25   2013-11-26 2019-02-25
. FNMA AN2454 2.04% 01/01/23   2017-07-06 2019-02-25
. FNMA AN3047 2.37% 10/01/26   2017-05-12 2019-02-25
. FNMA AS9980 4% 06/01/44   2017-08-17 2019-02-25
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001   2014-07-11 2019-02-25
. FEDERAL NATL MTG ASSN GTD REMIC PASS   2002-09-17 2019-02-25
. FANNIE MAE   2015-04-20 2019-02-25
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2015-07-01 2019-02-25
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003   2010-09-21 2019-02-25
. FNMA REMIC TRUST   2003-11-25 2019-02-25
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003     2019-02-25
. FANNIE MAE   2014-07-11 2019-02-25
. FNMA REMIC TRUST   2004-06-08 2019-02-25
. FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004   2010-08-26 2019-02-25
. FANNIE MAE     2019-02-25
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007   2010-07-27 2019-02-25
. FEDERAL NATL MTG ASSN GTD MTG PASS   2004-01-13 2019-02-25
. FANNIE MAE   2004-01-08 2019-02-25
. FNMA AB3678 3.5% 10/01/41   2011-10-26 2019-02-25
. MASTR ALTERNATIVE LN TR 2004-8 MTG   2006-01-09 2019-02-25
270. MULTI-COLOR CORP   2017-11-01 2019-02-25
. WELLS FARGO MTG BACKED SECS 2004-EE   2005-01-12 2019-02-25
105. MULTI-COLOR CORP   2017-11-01 2019-02-26
2000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035   2017-10-30 2019-02-26
7000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035   2017-10-30 2019-02-27
2000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035   2017-10-30 2019-02-27
25. MASIMO CORPORATION   2017-11-01 2019-03-05
5000. MATTEL INC 2.350% 08/15/2021 DTD 08/05/2016   2017-10-10 2019-03-05
50. OMNICELL INC   2017-11-01 2019-03-05
10000. UNITED RENTALS INC 4.625% 07/15/2023 DTD 03/26/2015   2017-10-31 2019-03-05
30. PC CONNECTION INC   2017-11-01 2019-03-06
14000. UNITED RENTALS INC 4.625% 07/15/2023 DTD 03/26/2015   2017-10-31 2019-03-06
51. PC CONNECTION INC   2017-11-01 2019-03-08
3000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035   2017-10-30 2019-03-08
. COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01/20   2014-02-12 2019-03-12
8000. NEWFIELD EXPLORATION CO 5.625% JUL 01 2024   2017-10-30 2019-03-12
13000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035   2017-10-30 2019-03-12
3000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035   2017-10-30 2019-03-14
5000. ANADARKO PETE CORP 8.700% 3/15/19   2009-06-17 2019-03-15
15000. ATMOS ENERGY CORP 8.500% 3/15/19   2012-02-14 2019-03-15
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD   2016-07-26 2019-03-15
. FHLMC GOLD G18175 5.5% 04/01/22   2014-02-07 2019-03-15
. FREDDIE MAC     2019-03-15
. FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010   2015-05-21 2019-03-15
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011   2017-12-01 2019-03-15
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011   2012-01-06 2019-03-15
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011   2012-01-19 2019-03-15
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003   2014-07-11 2019-03-15
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003   2014-12-17 2019-03-15
. FEDERAL HOME LN MTG CORP MULTICLASS   2010-07-14 2019-03-15
. FHLMC REMIC   2004-01-08 2019-03-15
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004   2010-07-13 2019-03-15
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005   2015-12-09 2019-03-15
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005   2012-02-28 2019-03-15
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005   2012-10-10 2019-03-15
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006   2012-10-11 2019-03-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2011-01-19 2019-03-15
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007   2011-10-14 2019-03-15
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007     2019-03-15
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007   2011-01-18 2019-03-15
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009   2010-09-16 2019-03-15
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009     2019-03-15
55000. FORD CREDIT AUTO OWNER TRUST 2015-A CL A4 1.640% 06/15/2020   2015-08-26 2019-03-15
. GNMA GTD PASS THRU CTF   1999-09-14 2019-03-15
. GNMA GTD PASS THRU CTF   2000-12-06 2019-03-15
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020   2018-09-18 2019-03-15
20000. NEVADA POWER CO     2019-03-15
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021   2015-11-09 2019-03-15
3000. TELECOM ITALIA CAPITAL 7.721% JUN 4 2038     2019-03-15
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003   2014-07-18 2019-03-18
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003   2014-12-03 2019-03-18
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002     2019-03-18
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005   2013-11-13 2019-03-18
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007   2010-09-22 2019-03-18
6000. TELECOM ITALIA CAPITAL 7.721% JUN 4 2038     2019-03-18
5000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035   2017-10-30 2019-03-19
3000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035   2017-10-30 2019-03-19
2000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035   2017-10-30 2019-03-19
7000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035   2017-10-30 2019-03-19
3000. TELECOM ITALIA CAPITAL 7.721% JUN 4 2038     2019-03-19
. GNMA II   1999-01-20 2019-03-20
. GNMA 2 POOL #002699C 6.000% 1/20/29   1999-02-04 2019-03-20
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004   2017-04-28 2019-03-20
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004     2019-03-20
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004     2019-03-20
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005   2016-07-06 2019-03-20
7000. TECK COMINCO LIMITED NOTES 6 1/8% OCT 1 2035   2017-10-30 2019-03-20
3000. REGIONS FINANCIAL CORP 3.200% 02/08/2021 DTD 02/08/2016   2017-08-07 2019-03-21
. FNMA REMIC 92-188-PZ 7.500% 10/25/22   2002-02-12 2019-03-25
. FNMA 254229 6.5% 02/01/22   2014-01-17 2019-03-25
. FEDERAL NATL MTG ASSN GTD MTG PASS   1998-08-14 2019-03-25
. FNMA 444540 6% 11/01/23   2014-02-10 2019-03-25
. FNMA AL4181 5% 09/01/25   2013-11-26 2019-03-25
. FNMA AN3047 2.37% 10/01/26   2017-05-12 2019-03-25
. FNMA AS9980 4% 06/01/44   2017-08-17 2019-03-25
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001   2014-07-11 2019-03-25
. FEDERAL NATL MTG ASSN GTD REMIC PASS   2002-09-17 2019-03-25
. FANNIE MAE   2015-04-20 2019-03-25
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2015-07-01 2019-03-25
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2019-02-27 2019-03-25
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003   2010-09-21 2019-03-25
. FNMA REMIC TRUST   2003-11-25 2019-03-25
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003     2019-03-25
. FANNIE MAE   2014-07-11 2019-03-25
. FNMA REMIC TRUST   2004-06-08 2019-03-25
. FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004   2010-08-26 2019-03-25
. FANNIE MAE     2019-03-25
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007   2010-07-27 2019-03-25
. FEDERAL NATL MTG ASSN GTD MTG PASS   2004-01-13 2019-03-25
. FANNIE MAE   2004-01-08 2019-03-25
. FNMA AB3678 3.5% 10/01/41   2011-10-26 2019-03-25
. MASTR ALTERNATIVE LN TR 2004-8 MTG   2006-01-09 2019-03-25
5000. REGIONS FINANCIAL CORP 3.200% 02/08/2021 DTD 02/08/2016   2017-08-07 2019-03-25
2000. REGIONS FINANCIAL CORP 3.200% 02/08/2021 DTD 02/08/2016   2017-08-07 2019-03-25
. WELLS FARGO MTG BACKED SECS 2004-EE   2005-01-12 2019-03-25
. FNMA AN2454 2.04% 01/01/23   2017-07-06 2019-03-26
15000. AT&T INC 5.000% 03/01/2021 DTD 03/17/2016   2016-03-22 2019-03-27
70000. FNMA AN2454 2.04% 01/01/23   1960-11-11 2019-03-28
27000. ENERGY TRANSFER OPER LP BD FIXED 5.875% 15/JAN/2024 USD 5.875%   2017-10-30 2019-04-02
3033. ISHARES MSCI JAPAN ETF   2019-01-09 2019-04-04
10037. ISHARES MSCI JAPAN ETF     2019-04-04
4419. VANGUARD MID-CAP VIPERS   2018-10-16 2019-04-11
. COMM 2013-CCRE8 MTG TR 2013-CR8 CL A4 3.334% 06/10/2046 DTD 06/01/20   2014-02-12 2019-04-15
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD   2016-07-26 2019-04-15
. FHLMC GOLD G18175 5.5% 04/01/22   2014-02-07 2019-04-15
. FREDDIE MAC     2019-04-15
. FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010   2015-05-21 2019-04-15
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011   2017-12-01 2019-04-15
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011   2012-01-06 2019-04-15
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011   2012-01-19 2019-04-15
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003   2014-07-11 2019-04-15
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003   2014-12-17 2019-04-15
. FEDERAL HOME LN MTG CORP MULTICLASS   2010-07-14 2019-04-15
. FHLMC REMIC   2004-01-08 2019-04-15
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004   2010-07-13 2019-04-15
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005   2015-12-09 2019-04-15
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005   2012-02-28 2019-04-15
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005   2012-10-10 2019-04-15
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006   2012-10-11 2019-04-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2011-01-19 2019-04-15
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007   2011-10-14 2019-04-15
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007     2019-04-15
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007   2011-01-18 2019-04-15
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009   2010-09-16 2019-04-15
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009     2019-04-15
. GNMA GTD PASS THRU CTF   1999-09-14 2019-04-15
. GNMA GTD PASS THRU CTF   2000-12-06 2019-04-15
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020   2018-09-18 2019-04-15
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021   2015-11-09 2019-04-15
151. ALCON INC   2017-11-01 2019-04-15
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003   2014-07-18 2019-04-16
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003   2014-12-03 2019-04-16
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002     2019-04-16
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005   2013-11-13 2019-04-16
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007   2010-09-22 2019-04-16
. WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL   2017-03-07 2019-04-16
3000. FORTIS INC 3.055% 10/04/2026 DTD 06/28/2017     2019-04-18
75. MASIMO CORPORATION   2017-11-01 2019-04-18
50. NEXSTAR MEDIA GROUP INC-CL A     2019-04-18
. GNMA II   1999-01-20 2019-04-22
. GNMA 2 POOL #002699C 6.000% 1/20/29   1999-02-04 2019-04-22
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004   2017-04-28 2019-04-22
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004     2019-04-22
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004     2019-04-22
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005   2016-07-06 2019-04-22
15000. AMERICAN AXLE & MFG INC 6.625% OCT 15 2022   2017-10-30 2019-04-25
4000. ENERGY TRANSFER OPERATNG 3.6% 02/01/2023 DTD 01/22/2013   2015-02-05 2019-04-25
5000. ENERGY TRANSFER OPERATNG 3.6% 02/01/2023 DTD 01/22/2013   2018-11-05 2019-04-25
. FNMA REMIC 92-188-PZ 7.500% 10/25/22   2002-02-12 2019-04-25
. FNMA 254229 6.5% 02/01/22   2014-01-17 2019-04-25
. FEDERAL NATL MTG ASSN GTD MTG PASS   1998-08-14 2019-04-25
. FNMA 444540 6% 11/01/23   2014-02-10 2019-04-25
. FNMA AL4181 5% 09/01/25   2013-11-26 2019-04-25
. FNMA AN3047 2.37% 10/01/26   2017-05-12 2019-04-25
. FNMA AS9980 4% 06/01/44   2017-08-17 2019-04-25
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001   2014-07-11 2019-04-25
. FEDERAL NATL MTG ASSN GTD REMIC PASS   2002-09-17 2019-04-25
. FANNIE MAE   2015-04-20 2019-04-25
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2015-07-01 2019-04-25
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2019-02-27 2019-04-25
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003   2010-09-21 2019-04-25
. FNMA REMIC TRUST   2003-11-25 2019-04-25
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003     2019-04-25
. FANNIE MAE   2014-07-11 2019-04-25
. FNMA REMIC TRUST   2004-06-08 2019-04-25
. FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004   2010-08-26 2019-04-25
. FANNIE MAE     2019-04-25
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007   2010-07-27 2019-04-25
. FEDERAL NATL MTG ASSN GTD MTG PASS   2004-01-13 2019-04-25
. FANNIE MAE   2004-01-08 2019-04-25
. FNMA AB3678 3.5% 10/01/41   2011-10-26 2019-04-25
. MASTR ALTERNATIVE LN TR 2004-8 MTG   2006-01-09 2019-04-25
. WELLS FARGO MTG BACKED SECS 2004-EE   2005-01-12 2019-04-25
. FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010   2017-12-08 2019-04-26
535.421 FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010   1960-11-11 2019-04-30
10000. CARDINAL HEALTH INC 3.079% 06/15/2024 DTD 06/12/2017   2017-06-01 2019-05-03
11728. ISHARES MSCI JAPAN ETF     2019-05-07
1443. ISHARES MSCI JAPAN ETF   2018-12-17 2019-05-07
90. SINGAPORE TELECOMM LTD SPONS ADR NEW   2017-11-01 2019-05-07
445. ASE TECHNOLOGY HOLDING CO LTD-ADR   2017-11-01 2019-05-08
27000. SPRINGLEAF FINANCE CORP 6.125% 05/15/2022 DTD 05/15/2017   2017-11-27 2019-05-08
17000. UNITED CONTINENTAL HLDGS 5.000% 02/01/2024 DTD 01/26/2017   2017-10-30 2019-05-08
55. SINGAPORE TELECOMM LTD SPONS ADR NEW   2017-11-01 2019-05-09
3000. UNITED CONTINENTAL HLDGS 5.000% 02/01/2024 DTD 01/26/2017   2019-01-24 2019-05-09
2000. UNITED CONTINENTAL HLDGS 5.000% 02/01/2024 DTD 01/26/2017   2017-10-30 2019-05-09
75. ASE TECHNOLOGY HOLDING CO LTD-ADR   2017-11-01 2019-05-10
55. SINGAPORE TELECOMM LTD SPONS ADR NEW   2017-11-01 2019-05-10
60. ASE TECHNOLOGY HOLDING CO LTD-ADR   2017-11-01 2019-05-13
215. SINGAPORE TELECOMM LTD SPONS ADR NEW   2017-11-01 2019-05-13
510. VODAFONE GROUP PLC-SP ADR   2017-11-01 2019-05-13
40. ASE TECHNOLOGY HOLDING CO LTD-ADR   2017-11-01 2019-05-14
190. SINGAPORE TELECOMM LTD SPONS ADR NEW   2017-11-01 2019-05-14
10000. CANADIAN PACIFIC RR CO NOTES 7 1/4% MAY 15 2019   2014-11-24 2019-05-15
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD   2016-07-26 2019-05-15
15000. ENCANA CORP   2009-09-23 2019-05-15
. FHLMC GOLD G18175 5.5% 04/01/22   2014-02-07 2019-05-15
. FREDDIE MAC     2019-05-15
. FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010   2015-05-21 2019-05-15
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011   2017-12-01 2019-05-15
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011   2012-01-06 2019-05-15
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011   2012-01-19 2019-05-15
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003   2014-07-11 2019-05-15
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003   2014-12-17 2019-05-15
. FEDERAL HOME LN MTG CORP MULTICLASS   2010-07-14 2019-05-15
. FHLMC REMIC   2004-01-08 2019-05-15
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004   2010-07-13 2019-05-15
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005   2015-12-09 2019-05-15
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005   2012-02-28 2019-05-15
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005   2012-10-10 2019-05-15
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006   2012-10-11 2019-05-15
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2011-01-19 2019-05-15
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007   2011-10-14 2019-05-15
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007     2019-05-15
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007   2019-05-02 2019-05-15
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007   2011-01-18 2019-05-15
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009   2010-09-16 2019-05-15
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009     2019-05-15
7217.154 FIDELITY 500 INDEX-INST PRM   2018-02-26 2019-05-15
. GNMA GTD PASS THRU CTF   1999-09-14 2019-05-15
. GNMA GTD PASS THRU CTF   2000-12-06 2019-05-15
36110.097 OAKMARK INTERNATIONAL-INST   2017-08-18 2019-05-15
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020   2018-09-18 2019-05-15
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021   2015-11-09 2019-05-15
. WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL   2017-03-07 2019-05-15
45. EMERGENT BIOSOLUTIONS INC     2019-05-16
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003   2014-07-18 2019-05-16
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003   2014-12-03 2019-05-16
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002     2019-05-16
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005   2013-11-13 2019-05-16
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007   2010-09-22 2019-05-16
15. LYDALL INC     2019-05-16
39. EMERGENT BIOSOLUTIONS INC   2018-06-25 2019-05-17
16. LYDALL INC     2019-05-17
66. EMERGENT BIOSOLUTIONS INC   2018-06-25 2019-05-20
. GNMA II   1999-01-20 2019-05-20
. GNMA 2 POOL #002699C 6.000% 1/20/29   1999-02-04 2019-05-20
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004   2017-04-28 2019-05-20
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004     2019-05-20
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004     2019-05-20
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005   2016-07-06 2019-05-20
64. LYDALL INC     2019-05-20
41. LYDALL INC   2018-06-27 2019-05-21
6. LYDALL INC   2018-06-27 2019-05-22
21. LYDALL INC     2019-05-23
180. VODAFONE GROUP PLC-SP ADR   2017-11-01 2019-05-23
25. LYDALL INC   2018-06-28 2019-05-24
155. VODAFONE GROUP PLC-SP ADR   2018-11-29 2019-05-24
200. VODAFONE GROUP PLC-SP ADR   2017-11-01 2019-05-24
. FNMA REMIC 92-188-PZ 7.500% 10/25/22   2002-02-12 2019-05-28
. FNMA 254229 6.5% 02/01/22   2014-01-17 2019-05-28
. FEDERAL NATL MTG ASSN GTD MTG PASS   1998-08-14 2019-05-28
. FNMA 444540 6% 11/01/23   2014-02-10 2019-05-28
. FNMA AL4181 5% 09/01/25   2013-11-26 2019-05-28
. FNMA AN3047 2.37% 10/01/26   2017-05-12 2019-05-28
. FNMA AS9980 4% 06/01/44   2017-08-17 2019-05-28
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001   2014-07-11 2019-05-28
. FEDERAL NATL MTG ASSN GTD REMIC PASS   2002-09-17 2019-05-28
. FANNIE MAE   2015-04-20 2019-05-28
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2019-02-27 2019-05-28
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2015-07-01 2019-05-28
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003   2010-09-21 2019-05-28
. FNMA REMIC TRUST   2003-11-25 2019-05-28
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003     2019-05-28
. FANNIE MAE   2014-07-11 2019-05-28
. FNMA REMIC TRUST   2004-06-08 2019-05-28
. FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004   2010-08-26 2019-05-28
. FANNIE MAE     2019-05-28
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007   2010-07-27 2019-05-28
. FEDERAL NATL MTG ASSN GTD MTG PASS   2004-01-13 2019-05-28
. FANNIE MAE   2004-01-08 2019-05-28
. FNMA AB3678 3.5% 10/01/41   2011-10-26 2019-05-28
. MASTR ALTERNATIVE LN TR 2004-8 MTG   2006-01-09 2019-05-28
350. VODAFONE GROUP PLC-SP ADR     2019-05-28
. WELLS FARGO MTG BACKED SECS 2004-EE   2005-01-12 2019-05-28
205. VODAFONE GROUP PLC-SP ADR   2018-11-20 2019-05-29
145. SMITHS GROUP PLC- SPON ADR   2017-11-01 2019-05-30
5. ABB LTD SPONSORED ADR   2017-11-01 2019-05-31
30. CHINA PETE & CHEM SPONS ADR REPSTG H   2018-01-30 2019-05-31
136.65 FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010   2017-12-08 2019-05-31
275. MMC NORILSK NICKEL PJSC SPONSORED ADR   2017-11-01 2019-05-31
50. NOVARTIS AG SPONS ADR   2019-04-15 2019-05-31
180. SMITHS GROUP PLC- SPON ADR   2017-11-01 2019-05-31
150. VERMILION ENERGY INC   2017-11-01 2019-05-31
. AMERICAN INTL GROUP INC   1901-01-01 2019-06-03
15000. EOG RESOURCES INC   2009-06-04 2019-06-03
. PFIZER INC   1901-01-01 2019-06-03
110. SMITHS GROUP PLC- SPON ADR   2017-11-01 2019-06-03
33. LYDALL INC     2019-06-04
21000. ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012   2017-10-30 2019-06-04
105. SMITHS GROUP PLC- SPON ADR   2017-11-01 2019-06-04
45. LYDALL INC     2019-06-05
5000. MPLX LP SR NTS 4.5% 07/15/2023 DTD   2017-09-14 2019-06-05
2000. CNA FINANCIAL CORP 5 7/8% AUG 15 2020   2010-08-05 2019-06-06
72. LYDALL INC     2019-06-06
105. SMITHS GROUP PLC- SPON ADR   2017-11-01 2019-06-06
86. LYDALL INC     2019-06-07
145. SMITHS GROUP PLC- SPON ADR   2017-11-01 2019-06-07
29. LYDALL INC     2019-06-10
145. SMITHS GROUP PLC- SPON ADR   2017-11-01 2019-06-10
145. SMITHS GROUP PLC- SPON ADR   2017-11-01 2019-06-11
5000. BOSTON PROPERTIES LP 3.800% 02/01/2024 DTD 06/27/2013   2016-10-18 2019-06-12
145. SMITHS GROUP PLC- SPON ADR   2017-11-01 2019-06-12
285. HONDA MTR LTD SPONS ADR   2017-11-01 2019-06-13
145. SMITHS GROUP PLC- SPON ADR   2017-11-01 2019-06-13
230. DAVE & BUSTER'S ENTERTAINMEN   2017-11-01 2019-06-14
140. SMITHS GROUP PLC- SPON ADR   2017-11-01 2019-06-14
. CARMAX AUTO OWNER TR 2016-2 2016-2 CL A3 1.52% 02/16/2021 DTD   2016-07-26 2019-06-17
70. DAVE & BUSTER'S ENTERTAINMEN   2017-11-01 2019-06-17
. FHLMC GOLD G18175 5.5% 04/01/22   2014-02-07 2019-06-17
. FREDDIE MAC     2019-06-17
. FHLMC 3766 CL MB 3.5% 11/15/2025 DTD 11/01/2010   2015-05-21 2019-06-17
. FHLMC 3822 CL PA 5.0% 12/15/2040 DTD 03/01/2011   2017-12-01 2019-06-17
. FHLMC 3854 CL EW 4.0% 05/15/2026 DTD 05/01/2011   2012-01-06 2019-06-17
. FHLMC 3887 CL PB 3.5% 12/15/2025 DTD 07/01/2011   2012-01-19 2019-06-17
. FHLMC 2598 CL QE 5.5% 04/15/2033 DTD 04/01/2003   2014-07-11 2019-06-17
. FHLMC 2596 CL QH 6.0% 03/15/2033 DTD 04/01/2003   2014-12-17 2019-06-17
. FEDERAL HOME LN MTG CORP MULTICLASS   2010-07-14 2019-06-17
. FHLMC REMIC   2004-01-08 2019-06-17
. FHLMC 2773 CL CD 4.5% 04/15/2024 DTD 04/01/2004   2010-07-13 2019-06-17
. FHLMC 2963 CL DE 6.0% 04/15/2035 DTD 04/01/2005   2015-12-09 2019-06-17
. FHLMC 2978 CL JG 5.5% 05/15/2035 DTD 05/01/2005   2012-02-28 2019-06-17
. FHLMC 3052 CL WH 5.5% 10/15/2035 DTD 10/01/2005   2012-10-10 2019-06-17
. FHLMC 3101 CL PE 5.5% 01/15/2036 DTD 01/01/2006   2012-10-11 2019-06-17
. FHLMC 3139 CL ZT 5.5% 04/15/2036 DTD 04/01/2006   2011-01-19 2019-06-17
. FHLMC 3290 CL PE 5.5% 03/15/2037 DTD 03/01/2007   2011-10-14 2019-06-17
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007   2019-05-02 2019-06-17
. FHLMC 3293 CL MP 5.5% 03/15/2037 DTD 03/01/2007     2019-06-17
. FHLMC 3316 CL CD 5.5% 05/15/2037 DTD 05/01/2007   2011-01-18 2019-06-17
. FHLMC 3540 CL TB 5.0% 03/15/2039 DTD 06/01/2009   2010-09-16 2019-06-17
. FHLMC 3575 CL EB 4.0% 09/15/2024 DTD 09/01/2009     2019-06-17
. GNMA GTD PASS THRU CTF   1999-09-14 2019-06-17
. GNMA GTD PASS THRU CTF   2000-12-06 2019-06-17
. GNMA 2003-29 CL PD 5.5% 04/16/2033 DTD 04/01/2003   2014-07-18 2019-06-17
. GNMA 2003-20 CL MB 5.5% 03/16/2033 DTD 03/01/2003   2014-12-03 2019-06-17
. GNMA REMIC 2002-66 CL B 4.250% 12/16/2025 DTD 09/30/2002     2019-06-17
. GNMA 2005-3 CL MK 5.5% 03/17/2033 DTD 01/01/2005   2015-01-08 2019-06-17
. GNMA 2005-74 CL GC 5.0% 12/16/2034 DTD 09/01/2005   2013-11-13 2019-06-17
. GNMA 2007-7 CL PG 5.0% 02/16/2037 DTD 02/01/2007   2010-09-22 2019-06-17
. HYUNDAI AUTO RECEIVABLES TRUST 2016-A CL A3 09/15/2020   2018-09-18 2019-06-17
. SANTANDER DRIVE AUTO RECEIVABL 2015-4 CL C 2.970% 03/15/2021   2015-11-09 2019-06-17
14635. SCHWAB U.S. TIPS ETF     2019-06-17
70. SMITHS GROUP PLC- SPON ADR   2017-11-01 2019-06-17
. WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2017-A 2017-A CL   2017-03-07 2019-06-17
2000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018   2018-04-10 2019-06-18
4000. DOW CHEMICAL CO THE 4 1/4% NOV 15 2020   2014-01-07 2019-06-19
. GNMA II   1999-01-20 2019-06-20
. GNMA 2 POOL #002699C 6.000% 1/20/29   1999-02-04 2019-06-20
. GNMA 2003-46 CL MB 5.0% 05/20/2033 DTD 06/01/2003   2017-08-08 2019-06-20
. GNMA 2004-18 CL WD 5.5% 02/20/2034 DTD 03/01/2004   2017-04-28 2019-06-20
. GNMA 2004-21 CL PD 5.0% 04/20/2034 DTD 04/01/2004     2019-06-20
. GNMA 2004-69 CL AB 5.5% 09/20/2034 DTD 09/01/2004     2019-06-20
. GNMA 2005-6 CL UY 5.0% 10/20/2034 DTD 01/01/2005   2016-07-06 2019-06-20
130. ASE TECHNOLOGY HOLDING CO LTD-ADR   2017-11-01 2019-06-21
5000. ATHENE HLDG LTD SR NTS 4.125% 01/12/2028 DTD   2018-01-09 2019-06-21
220. ASE TECHNOLOGY HOLDING CO LTD-ADR   2017-11-01 2019-06-24
220. ASE TECHNOLOGY HOLDING CO LTD-ADR   2017-11-01 2019-06-25
3000. EPR PROPERTIES 4.950% 04/15/2028 DTD 04/16/2018   2018-04-10 2019-06-25
. FNMA REMIC 92-188-PZ 7.500% 10/25/22   2002-02-12 2019-06-25
. FNMA 254229 6.5% 02/01/22   2014-01-17 2019-06-25
. FHLMC K009 CL A2 3.808% 08/25/2020 DTD 11/01/2010   2017-12-08 2019-06-25
. FEDERAL NATL MTG ASSN GTD MTG PASS   1998-08-14 2019-06-25
. FNMA 444540 6% 11/01/23   2014-02-10 2019-06-25
. FNMA AL4181 5% 09/01/25   2013-11-26 2019-06-25
. FNMA AN3047 2.37% 10/01/26   2017-05-12 2019-06-25
. FNMA AS9980 4% 06/01/44   2017-08-17 2019-06-25
. FNMA 2001-81 CL GE 6.0% 01/25/2032 DTD 12/01/2001   2014-07-11 2019-06-25
. FEDERAL NATL MTG ASSN GTD REMIC PASS   2002-09-17 2019-06-25
. FANNIE MAE   2015-04-20 2019-06-25
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2019-02-27 2019-06-25
. FNMA 2003-25 CL KP 5.0% 04/25/2033 DTD 03/01/2003   2015-07-01 2019-06-25
. FNMA 2003-48 CL TC 5.0% 06/25/2023 DTD 05/01/2003   2010-09-21 2019-06-25
. FNMA REMIC TRUST   2003-11-25 2019-06-25
. FNMA 2003-45 CL JB 5.5% 06/25/2033 DTD 05/01/2003     2019-06-25
. FANNIE MAE   2014-07-11 2019-06-25
. FNMA REMIC TRUST   2019-05-29 2019-06-25
. FNMA REMIC TRUST   2004-06-08 2019-06-25
. FNMA 2004-90 CL D 4.0% 11/25/2034 DTD 11/01/2004   2010-08-26 2019-06-25
. FANNIE MAE     2019-06-25
. FNMA 2007-40 CL PT 5.5% 05/25/2037 DTD 04/01/2007   2010-07-27 2019-06-25
. FEDERAL NATL MTG ASSN GTD MTG PASS   2004-01-13 2019-06-25
. FANNIE MAE   2004-01-08 2019-06-25
. FNMA AB3678 3.5% 10/01/41   2011-10-26 2019-06-25
. MASTR ALTERNATIVE LN TR 2004-8 MTG   2006-01-09 2019-06-25
50. OMNICELL INC   2017-11-01 2019-06-25
. WELLS FARGO MTG BACKED SECS 2004-EE   2005-01-12 2019-06-25
220. ASE TECHNOLOGY HOLDING CO LTD-ADR   2017-11-01 2019-06-26
220. ASE TECHNOLOGY HOLDING CO LTD-ADR   2017-11-01 2019-06-27
220. ASE TECHNOLOGY HOLDING CO LTD-ADR   2017-11-01 2019-06-28
15000. COMMONWEALTH REIT 5 7/8% SEP 15 2020   2010-09-14 2019-06-28
1. BLACKSTONE REAL ESTATE CMBS OFFSHORE FUND LTD. NEW ISSUES   2017-01-01 2019-06-30
1. AREA EF IV PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A -   2017-01-01 2019-06-30
1. AREA EF IV PRIVATE INVESTORS OFFSHORE, L.P. - CLASS A -   2017-01-01 2019-06-30
1. CSFR PRIVATE INVESTORS, LLC (COLONY ONSHORE) CLASS A NON SELF DEALI   2017-01-01 2019-06-30
1. CSFR PRIVATE INVESTORS, LLC (COLONY ONSHORE) CLASS A NON SELF DEALI   2017-01-01 2019-06-30
1. AP VIII (APAX) PRIVATE INVESTORS OFFSHORE LP - CLASS A (NON-SELF   2017-01-01 2019-06-30
1. AP VIII (APAX) PRIVATE INVESTORS ONSHORE LLC - CLASS A (NON-SELF   2017-01-01 2019-06-30
1. BLACKSTONE REAL ESTATE VII PRIVATE INVESTORS, LP (BREP OFFSHORE) CL   2017-01-01 2019-06-30
1. BLACKSTONE REAL ESTATE VII PRIVATE INVESTORS, LP (BREP OFFSHORE) CL   2017-01-01 2019-06-30
1. GSO PRIVATE INVESTORS OFFSHORE II, LP CLASS A - NON-SELF DEALING   2017-01-01 2019-06-30
1. GSO PRIVATE INVESTORS OFFSHORE II, LP CLASS A - NON-SELF DEALING   2017-01-01 2019-06-30
1. SILVER LAKE PARTNERS IV (SLP IV) PRIVATE INVESTORS, L.P. (OFFSHORE   2017-01-01 2019-06-30
1. SILVER LAKE PARTNERS IV (SLP IV) PRIVATE INVESTORS, L.P. (OFFSHORE   2017-01-01 2019-06-30
1. OCH-ZIFF OZOFII PRIVATE INVESTORS   2017-01-01 2019-06-30
1. GSO SPECIAL SITUATIONS OVERSEAS PARTNERSHIP (K-1)   2017-01-01 2019-06-30
CAPITAL GAIN DIVIDENDS P    
(e)
Gross sales price 		(f)
Depreciation allowed
(or allowable) 		(g)
Cost or other basis
plus expense of sale 		(h)
Gain or (loss)
(e) plus (f) minus (g)
a 163,866   102,500 61,366
b 89   79 10
c 3,736   3,334 402
d 4,659   4,168 491
e 2,430   2,430  
5,052   4,525 527
886   794 92
929   834 95
2,901   2,620 281
3,566   3,255 311
1,927   2,469 -542
3,251   3,258 -7
641   692 -51
73   74 -1
541   571 -30
707   760 -53
984   1,043 -59
113   124 -11
236   268 -32
193   199 -6
86   85 1
279   304 -25
91   97 -6
323   361 -38
344   389 -45
440   497 -57
753   874 -121
474   534 -60
307   333 -26
327   361 -34
126   140 -14
53   56 -3
21   22 -1
436   469 -33
6   6  
38   38  
543   611 -68
188   207 -19
297   319 -22
2,493   2,705 -212
118   128 -10
961   1,033 -72
3,177   3,398 -221
1,839   1,848 -9
2,060   2,064 -4
11,909   11,887 22
7,786   7,184 602
6,254   6,242 12
5,557   7,084 -1,527
3,701   4,598 -897
7,117   7,096 21
2,605   3,245 -640
76   74 2
27   26 1
477   525 -48
877   968 -91
536   582 -46
422   468 -46
66   70 -4
295   326 -31
4   4  
167   186 -19
267   284 -17
71   69 2
100   100  
79   79  
736   782 -46
361   401 -40
57   60 -3
219   239 -20
312   340 -28
268   292 -24
103   101 2
956   1,090 -134
325   360 -35
128   125 3
336   362 -26
59   64 -5
191   195 -4
36   37 -1
21   22 -1
8   8  
331   336 -5
53   53  
37   37  
15,000   17,394 -2,394
2,376   2,377 -1
6,913   6,706 207
3,568   4,454 -886
1,536   2,074 -538
2,717   3,028 -311
3,352   4,348 -996
1,541   2,028 -487
2,599   2,936 -337
7,641   8,033 -392
4,317   5,620 -1,303
3,682   4,901 -1,219
3,544   4,037 -493
4,374   4,590 -216
5,450   5,738 -288
3,149   3,155 -6
385   416 -31
1,498   1,520 -22
674   711 -37
871   936 -65
1,827   1,937 -110
154   169 -15
241   275 -34
203   209 -6
85   83 2
217   237 -20
105   112 -7
711   803 -92
186   210 -24
812   942 -130
277   312 -35
340   368 -28
230   254 -24
102   112 -10
53   56 -3
497   529 -32
421   453 -32
7,781   7,758 23
6   6  
47   46 1
864   1,189 -325
7,083   8,255 -1,172
1,706   1,715 -9
1,911   1,915 -4
11,526   11,504 22
1,151   1,857 -706
6,150   6,139 11
612   704 -92
78   106 -28
653   734 -81
165   182 -17
257   275 -18
2,613   2,835 -222
150   163 -13
1,281   1,377 -96
197   271 -74
31   42 -11
618   708 -90
1,146   1,857 -711
459   528 -69
6,540   6,884 -344
1,988   2,288 -300
121   119 2
52   51 1
535   590 -55
834   920 -86
269   293 -24
451   501 -50
352   591 -239
488   844 -356
31,131   33,232 -2,101
15,000   15,288 -288
297   506 -209
5,119   5,215 -96
297   506 -209
28,665   29,206 -541
7,166   7,302 -136
70   74 -4
770   850 -80
4   4  
168   187 -19
249   265 -16
66   64 2
91   91  
75   75  
103   110 -7
251   279 -28
64   67 -3
195   213 -18
444   484 -40
272   296 -24
119   116 3
597   681 -84
159   176 -17
113   110 3
404   435 -31
162   175 -13
233   238 -5
31   32 -1
19   20 -1
9   9  
404   411 -7
125   126 -1
301   506 -205
7   7  
148   252 -104
200   336 -136
9,882   12,750 -2,868
1,389   1,803 -414
3,710   5,016 -1,306
2,109   2,746 -637
723   1,256 -533
1,283   1,697 -414
5,806   2,755 3,051
10,358   14,211 -3,853
2,397   3,127 -730
8,859   14,595 -5,736
2,047   2,757 -710
1,353   1,775 -422
341,183   399,554 -58,371
308,550   350,000 -41,450
11,130   13,418 -2,288
20,000   21,677 -1,677
426,769   598,217 -171,448
2,513   2,514 -1
6,701   2,755 3,946
13,097   12,819 278
3,238   3,245 -7
288   311 -23
103   105 -2
574   606 -32
1,371   1,474 -103
1,996   2,116 -120
126   138 -12
276   314 -38
189   195 -6
90   88 2
172   188 -16
165   176 -11
763   862 -99
916   1,035 -119
568   659 -91
348   391 -43
468   507 -39
161   177 -16
121   134 -13
69   73 -4
17   18 -1
505   543 -38
7,598   7,576 22
6   6  
47   46 1
272   306 -34
414   457 -43
331   355 -24
4,477   4,858 -381
132   144 -12
1,777   1,786 -9
1,995   1,998 -3
6,705   6,693 12
5,770   5,759 11
122   120 2
22   21 1
570   629 -59
922   1,018 -96
369   401 -32
471   523 -52
473   508 -35
633,202   653,095 -19,893
847,155   917,867 -70,712
29,050   24,447 4,603
161   170 -9
624   689 -65
4   4  
169   188 -19
243   259 -16
66   64 2
92   92  
75   75  
319   339 -20
289   320 -31
63   67 -4
72   79 -7
404   441 -37
291   317 -26
122   119 3
1,594   1,817 -223
348   385 -37
119   116 3
407   438 -31
54   59 -5
60   61 -1
24   25 -1
17   17  
82   83 -1
304   309 -5
46   46  
10,000   10,136 -136
43   43  
2,737   2,032 705
1,743   1,334 409
1,995   1,996 -1
11,433   5,509 5,924
2,882   2,246 636
2,908   2,914 -6
295   318 -23
67   68 -1
717   756 -39
873   939 -66
1,702   1,804 -102
126   138 -12
173   197 -24
148   152 -4
93   91 2
110   120 -10
105   112 -7
320   362 -42
149   168 -19
631   733 -102
177   199 -22
268   291 -23
220   243 -23
96   106 -10
155   164 -9
16   17 -1
383   412 -29
6,538   6,519 19
6   6  
50   50  
2,329   2,317 12
1,615   1,623 -8
1,912   1,916 -4
4,812   4,803 9
281   316 -35
99   109 -10
181   195 -14
2,132   2,313 -181
126   137 -11
723,018   754,637 -31,619
3   3  
6,728   7,580 -852
75   74 1
48   47 1
377   416 -39
825   911 -86
353   384 -31
342   380 -38
9,734   9,964 -230
6,705   7,580 -875
58   61 -3
293   323 -30
4   4  
170   189 -19
236   251 -15
72   70 2
101   100 1
80   80  
539   573 -34
230   255 -25
60   64 -4
168   183 -15
290   316 -26
245   266 -21
99   97 2
876   998 -122
241   267 -26
114   112 2
366   394 -28
49   53 -4
90   92 -2
8   8  
5   5  
92   94 -2
190   193 -3
68   68  
48   47 1
13,657   13,805 -148
4,121   3,986 135
3,077   3,368 -291
4,175   4,293 -118
3,128   3,220 -92
6,255   6,440 -185
4,175   4,293 -118
6,255   6,440 -185
5,142   5,426 -284
15,257   11,628 3,629
9,371   9,659 -288
9,576   9,576  
1,637   1,637  
645,144   716,200 -71,056
208   204 4
3,078   3,085 -7
293   317 -24
66   67 -1
438   462 -24
1,230   1,322 -92
998   1,058 -60
79   86 -7
242   276 -34
434   447 -13
86   85 1
30   33 -3
158   168 -10
1,206   1,362 -156
320   361 -41
559   649 -90
492   554 -62
443   481 -38
95   104 -9
102   112 -10
31   33 -2
474   504 -30
446   479 -33
7,032   7,011 21
6   6  
46   46  
2,340   2,329 11
906   910 -4
1,873   1,876 -3
4,978   4,969 9
       
506   569 -63
363   401 -38
222   238 -16
2,221   2,410 -189
115   125 -10
11,537   12,149 -612
4,461   6,688 -2,227
4,203   7,183 -2,980
87     87
2,700   3,181 -481
66   65 1
36   35 1
429   473 -44
529   584 -55
382   415 -33
386   429 -43
2,409   3,715 -1,306
3,270   5,662 -2,392
2,266   2,493 -227
4,288   4,486 -198
2,421   4,545 -2,124
2,745   3,181 -436
20,921   31,859 -10,938
1,534   2,620 -1,086
17,850   19,766 -1,916
1,322   2,239 -917
1,384   2,366 -982
64   67 -3
286   316 -30
4   4  
171   190 -19
208   221 -13
66   64 2
93   93  
75   75  
106   112 -6
328   364 -36
58   61 -3
174   190 -16
354   386 -32
277   302 -25
119   116 3
533   607 -74
211   234 -23
119   117 2
358   385 -27
68   74 -6
163   166 -3
8   8  
144   146 -2
40   40  
31   30 1
359,637   376,206 -16,569
359,637   371,822 -12,185
719,274   728,696 -9,422
1,818   2,120 -302
18,372   17,838 534
722,225   761,702 -39,477
5,000   4,988 12
1   1  
9,810   10,146 -336
2,854   2,860 -6
1,319,873   1,311,706 8,167
181,530   178,931 2,599
519   561 -42
220   224 -4
450   475 -25
1,013   1,088 -75
1,033   1,095 -62
108   119 -11
420   478 -58
165   170 -5
74   72 2
22   25 -3
117   124 -7
313   354 -41
177   200 -23
518   601 -83
142   160 -18
275   298 -23
33   37 -4
164   181 -17
106   112 -6
15   16 -1
461   496 -35
6,147   6,128 19
6   6  
46   45 1
429   482 -53
121   133 -12
199   213 -14
2,139   2,321 -182
109   118 -9
2,077   2,067 10
1,744   1,747 -3
12,659   12,635 24
9,522   10,127 -605
34,751   38,732 -3,981
663,183   749,472 -86,289
500,000   521,393 -21,393
500,000   513,462 -13,462
105   103 2
23   23  
521   574 -53
1,198   1,323 -125
184   200 -16
419   465 -46
1,580,363   1,595,545 -15,182
676,349   697,789 -21,440
59   62 -3
303   335 -32
4   4  
172   191 -19
220   234 -14
101   101  
81   81  
101   108 -7
332   369 -37
62   65 -3
65   71 -6
276   301 -25
265   288 -23
105   102 3
401   457 -56
345   382 -37
101   99 2
350   377 -27
114   123 -9
70   72 -2
8   8  
157   160 -3
53   53  
49   49  
48,983   47,337 1,646
2,337   3,211 -874
3,847   5,230 -1,383
48,983     48,983
2,541   3,487 -946
1,549   1,767 -218
467   611 -144
1,379   2,112 -733
1,159   1,325 -166
2,485   3,695 -1,210
1   1  
9,958   10,018 -60
2,736   2,742 -6
481   519 -38
1,556   1,578 -22
636   660 -24
422   445 -23
713   766 -53
1,214   1,287 -73
90   99 -9
359   408 -49
120   123 -3
75   74 1
13   14 -1
178   189 -11
331   374 -43
177   199 -22
546   633 -87
473   533 -60
296   321 -25
140   155 -15
265   293 -28
18   19 -1
15   16 -1
339   365 -26
6   6  
45   45  
2,026   2,016 10
1,684   1,687 -3
1,181   1,325 -144
5,892   5,874 18
413   464 -51
227   251 -24
235   252 -17
2,216   2,405 -189
91   99 -8
18,772   19,579 -807
1,215   1,760 -545
1,888   2,368 -480
1,179   1,324 -145
3,982   3,758 224
3,126   3,263 -137
5,214   5,438 -224
1,228   1,760 -532
1,673   2,114 -441
1,592   1,765 -173
5,215   5,437 -222
1,484   2,112 -628
1,760   2,199 -439
66   65 1
38   37 1
381   420 -39
521   575 -54
325   353 -28
292   324 -32
7,316   7,612 -296
486   704 -218
741,736   750,000 -8,264
113   120 -7
287   317 -30
4   4  
211   235 -24
211   224 -13
93   93  
76   76  
454   482 -28
315   350 -35
55   58 -3
68   74 -6
374   408 -34
261   284 -23
107   105 2
953   1,085 -132
275   304 -29
104   102 2
2,408   2,507 -99
342   369 -27
51   55 -4
111   113 -2
8   9 -1
193   196 -3
47   47  
5   5  
34,741   35,947 -1,206
1,012,164   1,047,531 -35,367
6,248   6,129 119
7,289   7,150 139
7,271   7,150 121
1,198,171   1,190,763 7,408
124,188   123,664 524
5,231   3,488 1,743
8,470   6,955 1,515
6,257   4,492 1,765
4,923   5,506 -583
2,606   1,765 841
27,894   28,031 -137
22,220   22,653 -433
1   1  
12,575   12,939 -364
3,124   3,259 -135
2,901   2,907 -6
267   289 -22
59   59  
349   368 -19
1,207   1,297 -90
1,045   1,108 -63
67   74 -7
183   209 -26
138   142 -4
97   95 2
12   13 -1
96   102 -6
341   385 -44
152   172 -20
521   605 -84
462   520 -58
230   249 -19
248   274 -26
274   303 -29
14   15 -1
15   16 -1
410   441 -31
5,668   5,651 17
6   6  
49   49  
2,073   2,062 11
1,713   1,716 -3
10,000   10,107 -107
384,496   403,454 -18,958
138,939   139,785 -846
174   196 -22
438   483 -45
228   244 -16
1,774   1,925 -151
80   86 -6
778   808 -30
65   64 1
28   28  
343   378 -35
598   660 -62
157   171 -14
259   288 -29
88,372   90,177 -1,805
12,049   10,433 1,616
       
3,742   4,276 -534
68   71 -3
300   331 -31
4   4  
212   236 -24
201   214 -13
94   94  
76   76  
102   109 -7
326   362 -36
49   52 -3
111   121 -10
290   316 -26
212   231 -19
109   106 3
534   608 -74
799   883 -84
100   98 2
4,766   4,963 -197
335   361 -26
59   64 -5
83   85 -2
8   8  
142   145 -3
117   118 -1
13,410   22,178 -8,768
31   31  
5,210   8,625 -3,415
2,120   2,257 -137
7,411   7,900 -489
2,118   2,257 -139
3,325   2,246 1,079
4,688   4,876 -188
4,237   2,442 1,795
10,200   10,360 -160
1,198   815 383
14,280   14,504 -224
1,938   1,386 552
3,105   3,385 -280
1,222   1,196 26
8,600   8,553 47
13,439   14,669 -1,230
3,098   3,385 -287
5,000   5,537 -537
15,000   19,978 -4,978
2,654   2,660 -6
304   328 -24
246   250 -4
875   909 -34
643   678 -35
1,228   1,320 -92
1,731   1,835 -104
72   79 -7
113   129 -16
397   409 -12
114   112 2
100   106 -6
360   406 -46
172   194 -22
458   532 -74
241   272 -31
165   178 -13
595   656 -61
50   55 -5
30   32 -2
15   16 -1
356   383 -27
1,228   1,224 4
6   6  
61   60 1
1,917   1,907 10
20,000   22,509 -2,509
1,692   1,695 -3
3,075   3,883 -808
289   325 -36
420   464 -44
195   209 -14
1,927   2,091 -164
103   112 -9
6,150   7,742 -1,592
5,163   5,641 -478
3,098   3,385 -287
2,065   2,257 -192
7,228   7,898 -670
3,075   3,841 -766
105   103 2
43   42 1
294   324 -30
523   577 -54
267   290 -23
229   255 -26
7,228   7,898 -670
3,020   3,081 -61
78   82 -4
283   312 -29
4   4  
214   238 -24
178   189 -11
91   91  
105   112 -7
302   335 -33
61   64 -3
112   123 -11
    97 -97
299   219 80
241   262 -21
103   101 2
530   604 -74
255   282 -27
98   96 2
3,863   4,022 -159
328   353 -25
53   57 -4
37   38 -1
8   8  
251   256 -5
27   28 -1
5,046   5,135 -89
2,018   2,054 -36
46   46  
67,210   67,210  
15,682   16,771 -1,089
       
29,430   29,231 199
167,608   161,212 6,396
554,659   598,886 -44,227
727,100   689,152 37,948
29   29  
2,870   2,876 -6
285   308 -23
80   81 -1
887   922 -35
474   500 -26
787   846 -59
2,446   2,593 -147
104   114 -10
179   204 -25
157   161 -4
80   78 2
135   143 -8
322   364 -42
221   250 -29
538   625 -87
281   317 -36
206   223 -17
34   37 -3
59   65 -6
153   161 -8
16   17 -1
387   416 -29
6   6  
36   36  
1,983   1,974 9
1,666   1,669 -3
8,322   7,704 618
182   204 -22
200   221 -21
236   253 -17
2,145   2,327 -182
96   104 -8
1,603   1,603  
2,896   2,907 -11
9,008   6,738 2,270
5,804   3,442 2,362
72   70 2
27   26 1
381   420 -39
720   795 -75
308   335 -27
525   583 -58
15,338   15,392 -54
4,023   3,964 59
5,028   4,884 144
81   85 -4
284   313 -29
4   4  
3,109   3,459 -350
195   208 -13
77   77  
476   506 -30
265   294 -29
59   62 -3
74   81 -7
    255 -255
780   576 204
330   360 -30
112   109 3
371   423 -52
263   291 -28
106   104 2
5,903   6,147 -244
321   345 -24
22   23 -1
86   88 -2
8   8  
167   170 -3
33   34 -1
47   47  
535   553 -18
       
9,768   10,000 -232
636,913   620,280 16,633
78,443   76,216 2,227
2,062   2,488 -426
1,968   2,193 -225
28,418   27,837 581
17,340   17,231 109
1,259   1,520 -261
3,045   2,993 52
2,030   2,027 3
324   370 -46
1,271   1,520 -249
251   296 -45
4,923   5,943 -1,020
8,857   15,045 -6,188
168   197 -29
4,343   5,252 -909
10,000   12,056 -2,056
2,559   2,565 -6
15,000   16,532 -1,532
254   274 -20
46   47 -1
950   987 -37
397   419 -22
631   679 -48
1,560   1,654 -94
103   113 -10
507   577 -70
146   151 -5
74   73 1
127   135 -8
364   411 -47
329   372 -43
483   561 -78
138   155 -17
254   275 -21
638   703 -65
    27 -27
84   64 20
18   19 -1
16   17 -1
380   409 -29
716,303   703,239 13,064
6   6  
58   57 1
812,838   990,139 -177,301
1,803   1,793 10
1,478   1,481 -3
2,522   2,522  
2,073   2,317 -244
167   188 -21
113   124 -11
224   240 -16
1,500   1,628 -128
105   114 -9
305   668 -363
1,755   1,984 -229
321   712 -391
2,880   3,358 -478
105   103 2
33   32 1
423   466 -43
658   726 -68
272   295 -23
290   322 -32
1,268   2,829 -1,561
827   1,788 -961
120   262 -142
393   916 -523
2,794   5,310 -2,516
462   1,090 -628
2,468   3,310 -842
3,185   5,900 -2,715
96   101 -5
442   487 -45
4   4  
137   152 -15
186   198 -12
82   82  
562   597 -35
265   294 -29
59   62 -3
198   216 -18
932   689 243
    305 -305
249   271 -22
105   102 3
1,184   1,350 -166
198   219 -21
107   105 2
4,196   4,369 -173
284   306 -22
129   140 -11
77   78 -1
8   8  
253   258 -5
18   18  
5,599   7,266 -1,667
36   35 1
3,336   4,021 -685
2,646   3,065 -419
91   132 -41
1,979   2,648 -669
137   141 -4
5,721   5,319 402
4,277   4,049 228
3,240   3,805 -565
3,138   5,279 -2,141
207     207
15,000   15,308 -308
337     337
1,993   2,325 -332
652   1,437 -785
22,333   22,673 -340
1,935   2,220 -285
873   1,951 -1,078
5,262   5,319 -57
2,079   1,994 85
1,377   3,073 -1,696
1,957   2,220 -263
1,682   3,565 -1,883
2,739   3,065 -326
582   1,149 -567
2,740   3,065 -325
2,764   3,065 -301
5,204   5,310 -106
2,760   3,065 -305
7,289   9,026 -1,737
2,765   3,065 -300
9,223   10,977 -1,754
2,614   2,960 -346
2,614   2,620 -6
2,798   3,341 -543
254   275 -21
91   92 -1
1,044   1,085 -41
499   526 -27
1,063   1,142 -79
2,001   2,121 -120
257   283 -26
236   269 -33
117   121 -4
73   71 2
126   134 -8
710   802 -92
170   192 -22
552   641 -89
107   121 -14
311   338 -27
318   350 -32
178   135 43
    58 -58
12   12  
16   17 -1
506   545 -39
6   6  
66   64 2
250   282 -32
284   313 -29
190   203 -13
3   3  
2,267   2,460 -193
124   134 -10
1,757   1,748 9
1,481   1,484 -3
813,790   804,766 9,024
1,301   1,480 -179
2,978   2,978  
2,149   1,981 168
4,111   4,294 -183
94   92 2
26   26  
515   553 -38
504   556 -52
729   805 -76
383   416 -33
367   408 -41
505   641 -136
5,019   4,992 27
870   1,084 -214
847   1,084 -237
3,230   2,971 259
80   84 -4
330   364 -34
129   133 -4
5   5  
131   145 -14
157   167 -10
77   77  
896   952 -56
212   236 -24
75   79 -4
126   138 -12
1,092   806 286
    357 -357
237   258 -21
103   101 2
1,007   1,148 -141
180   199 -19
288   179 109
    114 -114
4,092   4,261 -169
337   362 -25
53   58 -5
58   60 -2
73   75 -2
247   251 -4
11   11  
4,328   2,442 1,886
30   30  
844   1,084 -240
873   1,084 -211
862   1,084 -222
15,316   14,678 638
1,326,107   1,025,000 301,107
66,920   67,521 -601
17,021   333,351 -316,330
14,333   7,000 7,333
    1,000,000 -1,000,000
80,430   233,880 -153,450
464,129   464,870 -741
74,149   6,782 67,367
25,223   835,642 -810,419
32,801   33,865 -1,064
33,533   324,187 -290,654
148,415   150,661 -2,246
13,873   204,976 -191,103
2,316,201   1,211,074 1,105,127
53,379   63,696 -10,317
      696,551
Complete only for assets showing gain in column (h) and owned by the foundation on 12/31/69 (l)
Gains (Col. (h) gain minus
col. (k), but not less than -0-) or
Losses (from col.(h))
(i)
F.M.V. as of 12/31/69 		(j)
Adjusted basis
as of 12/31/69 		(k)
Excess of col. (i)
over col. (j), if any
a       61,366
b       10
c       402
d       491
e        
      527
      92
      95
      281
      311
      -542
      -7
      -51
      -1
      -30
      -53
      -59
      -11
      -32
      -6
      1
      -25
      -6
      -38
      -45
      -57
      -121
      -60
      -26
      -34
      -14
      -3
      -1
      -33
       
       
      -68
      -19
      -22
      -212
      -10
      -72
      -221
      -9
      -4
      22
      602
      12
      -1,527
      -897
      21
      -640
      2
      1
      -48
      -91
      -46
      -46
      -4
      -31
       
      -19
      -17
      2
       
       
      -46
      -40
      -3
      -20
      -28
      -24
      2
      -134
      -35
      3
      -26
      -5
      -4
      -1
      -1
       
      -5
       
       
      -2,394
      -1
      207
      -886
      -538
      -311
      -996
      -487
      -337
      -392
      -1,303
      -1,219
      -493
      -216
      -288
      -6
      -31
      -22
      -37
      -65
      -110
      -15
      -34
      -6
      2
      -20
      -7
      -92
      -24
      -130
      -35
      -28
      -24
      -10
      -3
      -32
      -32
      23
       
      1
      -325
      -1,172
      -9
      -4
      22
      -706
      11
      -92
      -28
      -81
      -17
      -18
      -222
      -13
      -96
      -74
      -11
      -90
      -711
      -69
      -344
      -300
      2
      1
      -55
      -86
      -24
      -50
      -239
      -356
      -2,101
      -288
      -209
      -96
      -209
      -541
      -136
      -4
      -80
       
      -19
      -16
      2
       
       
      -7
      -28
      -3
      -18
      -40
      -24
      3
      -84
      -17
      3
      -31
      -13
      -5
      -1
      -1
       
      -7
      -1
      -205
       
      -104
      -136
      -2,868
      -414
      -1,306
      -637
      -533
      -414
      3,051
      -3,853
      -730
      -5,736
      -710
      -422
      -58,371
      -41,450
      -2,288
      -1,677
      -171,448
      -1
      3,946
      278
      -7
      -23
      -2
      -32
      -103
      -120
      -12
      -38
      -6
      2
      -16
      -11
      -99
      -119
      -91
      -43
      -39
      -16
      -13
      -4
      -1
      -38
      22
       
      1
      -34
      -43
      -24
      -381
      -12
      -9
      -3
      12
      11
      2
      1
      -59
      -96
      -32
      -52
      -35
      -19,893
      -70,712
      4,603
      -9
      -65
       
      -19
      -16
      2
       
       
      -20
      -31
      -4
      -7
      -37
      -26
      3
      -223
      -37
      3
      -31
      -5
      -1
      -1
       
      -1
      -5
       
      -136
       
      705
      409
      -1
      5,924
      636
      -6
      -23
      -1
      -39
      -66
      -102
      -12
      -24
      -4
      2
      -10
      -7
      -42
      -19
      -102
      -22
      -23
      -23
      -10
      -9
      -1
      -29
      19
       
       
      12
      -8
      -4
      9
      -35
      -10
      -14
      -181
      -11
      -31,619
       
      -852
      1
      1
      -39
      -86
      -31
      -38
      -230
      -875
      -3
      -30
       
      -19
      -15
      2
      1
       
      -34
      -25
      -4
      -15
      -26
      -21
      2
      -122
      -26
      2
      -28
      -4
      -2
       
       
      -2
      -3
       
      1
      -148
      135
      -291
      -118
      -92
      -185
      -118
      -185
      -284
      3,629
      -288
       
       
      -71,056
      4
      -7
      -24
      -1
      -24
      -92
      -60
      -7
      -34
      -13
      1
      -3
      -10
      -156
      -41
      -90
      -62
      -38
      -9
      -10
      -2
      -30
      -33
      21
       
       
      11
      -4
      -3
      9
       
      -63
      -38
      -16
      -189
      -10
      -612
      -2,227
      -2,980
      87
      -481
      1
      1
      -44
      -55
      -33
      -43
      -1,306
      -2,392
      -227
      -198
      -2,124
      -436
      -10,938
      -1,086
      -1,916
      -917
      -982
      -3
      -30
       
      -19
      -13
      2
       
       
      -6
      -36
      -3
      -16
      -32
      -25
      3
      -74
      -23
      2
      -27
      -6
      -3
       
      -2
       
      1
      -16,569
      -12,185
      -9,422
      -302
      534
      -39,477
      12
       
      -336
      -6
      8,167
      2,599
      -42
      -4
      -25
      -75
      -62
      -11
      -58
      -5
      2
      -3
      -7
      -41
      -23
      -83
      -18
      -23
      -4
      -17
      -6
      -1
      -35
      19
       
      1
      -53
      -12
      -14
      -182
      -9
      10
      -3
      24
      -605
      -3,981
      -86,289
      -21,393
      -13,462
      2
       
      -53
      -125
      -16
      -46
      -15,182
      -21,440
      -3
      -32
       
      -19
      -14
       
       
      -7
      -37
      -3
      -6
      -25
      -23
      3
      -56
      -37
      2
      -27
      -9
      -2
       
      -3
       
       
      1,646
      -874
      -1,383
      48,983
      -946
      -218
      -144
      -733
      -166
      -1,210
       
      -60
      -6
      -38
      -22
      -24
      -23
      -53
      -73
      -9
      -49
      -3
      1
      -1
      -11
      -43
      -22
      -87
      -60
      -25
      -15
      -28
      -1
      -1
      -26
       
       
      10
      -3
      -144
      18
      -51
      -24
      -17
      -189
      -8
      -807
      -545
      -480
      -145
      224
      -137
      -224
      -532
      -441
      -173
      -222
      -628
      -439
      1
      1
      -39
      -54
      -28
      -32
      -296
      -218
      -8,264
      -7
      -30
       
      -24
      -13
       
       
      -28
      -35
      -3
      -6
      -34
      -23
      2
      -132
      -29
      2
      -99
      -27
      -4
      -2
      -1
      -3
       
       
      -1,206
      -35,367
      119
      139
      121
      7,408
      524
      1,743
      1,515
      1,765
      -583
      841
      -137
      -433
       
      -364
      -135
      -6
      -22
       
      -19
      -90
      -63
      -7
      -26
      -4
      2
      -1
      -6
      -44
      -20
      -84
      -58
      -19
      -26
      -29
      -1
      -1
      -31
      17
       
       
      11
      -3
      -107
      -18,958
      -846
      -22
      -45
      -16
      -151
      -6
      -30
      1
       
      -35
      -62
      -14
      -29
      -1,805
      1,616
       
      -534
      -3
      -31
       
      -24
      -13
       
       
      -7
      -36
      -3
      -10
      -26
      -19
      3
      -74
      -84
      2
      -197
      -26
      -5
      -2
       
      -3
      -1
      -8,768
       
      -3,415
      -137
      -489
      -139
      1,079
      -188
      1,795
      -160
      383
      -224
      552
      -280
      26
      47
      -1,230
      -287
      -537
      -4,978
      -6
      -24
      -4
      -34
      -35
      -92
      -104
      -7
      -16
      -12
      2
      -6
      -46
      -22
      -74
      -31
      -13
      -61
      -5
      -2
      -1
      -27
      4
       
      1
      10
      -2,509
      -3
      -808
      -36
      -44
      -14
      -164
      -9
      -1,592
      -478
      -287
      -192
      -670
      -766
      2
      1
      -30
      -54
      -23
      -26
      -670
      -61
      -4
      -29
       
      -24
      -11
       
      -7
      -33
      -3
      -11
      -97
      80
      -21
      2
      -74
      -27
      2
      -159
      -25
      -4
      -1
       
      -5
      -1
      -89
      -36
       
       
      -1,089
       
      199
      6,396
      -44,227
      37,948
       
      -6
      -23
      -1
      -35
      -26
      -59
      -147
      -10
      -25
      -4
      2
      -8
      -42
      -29
      -87
      -36
      -17
      -3
      -6
      -8
      -1
      -29
       
       
      9
      -3
      618
      -22
      -21
      -17
      -182
      -8
       
      -11
      2,270
      2,362
      2
      1
      -39
      -75
      -27
      -58
      -54
      59
      144
      -4
      -29
       
      -350
      -13
       
      -30
      -29
      -3
      -7
      -255
      204
      -30
      3
      -52
      -28
      2
      -244
      -24
      -1
      -2
       
      -3
      -1
       
      -18
       
      -232
      16,633
      2,227
      -426
      -225
      581
      109
      -261
      52
      3
      -46
      -249
      -45
      -1,020
      -6,188
      -29
      -909
      -2,056
      -6
      -1,532
      -20
      -1
      -37
      -22
      -48
      -94
      -10
      -70
      -5
      1
      -8
      -47
      -43
      -78
      -17
      -21
      -65
      -27
      20
      -1
      -1
      -29
      13,064
       
      1
      -177,301
      10
      -3
       
      -244
      -21
      -11
      -16
      -128
      -9
      -363
      -229
      -391
      -478
      2
      1
      -43
      -68
      -23
      -32
      -1,561
      -961
      -142
      -523
      -2,516
      -628
      -842
      -2,715
      -5
      -45
       
      -15
      -12
       
      -35
      -29
      -3
      -18
      243
      -305
      -22
      3
      -166
      -21
      2
      -173
      -22
      -11
      -1
       
      -5
       
      -1,667
      1
      -685
      -419
      -41
      -669
      -4
      402
      228
      -565
      -2,141
      207
      -308
      337
      -332
      -785
      -340
      -285
      -1,078
      -57
      85
      -1,696
      -263
      -1,883
      -326
      -567
      -325
      -301
      -106
      -305
      -1,737
      -300
      -1,754
      -346
      -6
      -543
      -21
      -1
      -41
      -27
      -79
      -120
      -26
      -33
      -4
      2
      -8
      -92
      -22
      -89
      -14
      -27
      -32
      43
      -58
       
      -1
      -39
       
      2
      -32
      -29
      -13
       
      -193
      -10
      9
      -3
      9,024
      -179
       
      168
      -183
      2
       
      -38
      -52
      -76
      -33
      -41
      -136
      27
      -214
      -237
      259
      -4
      -34
      -4
       
      -14
      -10
       
      -56
      -24
      -4
      -12
      286
      -357
      -21
      2
      -141
      -19
      109
      -114
      -169
      -25
      -5
      -2
      -2
      -4
       
      1,886
       
      -240
      -211
      -222
      638
      301,107
      -601
      -316,330
      7,333
      -1,000,000
      -153,450
      -741
      67,367
      -810,419
      -1,064
      -290,654
      -2,246
      -191,103
      1,105,127
      -10,317
       
2 Capital gain net income or (net capital loss) Bracket If gain, also enter in Part I, line 7
If (loss), enter -0- in Part I, line 7		 Bracket 2 -1,561,980
3 Net short-term capital gain or (loss) as defined in sections 1222(5) and (6):
If gain, also enter in Part I, line 8, column (c) (see instructions). If (loss), enter -0-
in Part I, line 8 ................... 		Bracket 3  
Part V
Qualification Under Section 4940(e) for Reduced Tax on Net Investment Income
(For optional use by domestic private foundations subject to the section 4940(a) tax on net investment income.)

If section 4940(d)(2) applies, leave this part blank.
Was the foundation liable for the section 4942 tax on the distributable amount of any year in the base period?
If "Yes," the foundation does not qualify under section 4940(e). Do not complete this part.
1 Enter the appropriate amount in each column for each year; see instructions before making any entries.
(a)
Base period years Calendar
year (or tax year beginning in) 		(b)
Adjusted qualifying distributions 		(c)
Net value of noncharitable-use assets 		(d)
Distribution ratio
(col. (b) divided by col. (c))
2017 3,346,911 78,189,224 0.042805
2016 3,867,192 73,718,762 0.052459
2015 3,935,627 76,385,339 0.051523
2014 3,472,368 81,440,970 0.042637
2013 1,234,891 75,176,918 0.016426
2
Total of line 1, column (d) .....................
2
0.20585
3
Average distribution ratio for the 5-year base period—divide the total on line 2 by 5.0, or by the number of years the foundation has been in existence if less than 5 years ......
3
0.04117
4
Enter the net value of noncharitable-use assets for 2018 from Part X, line 5......
4
76,390,359
5
Multiply line 4 by line 3......................
5
3,144,991
6
Enter 1% of net investment income (1% of Part I, line 27b)...........
6
27,435
7
Add lines 5 and 6........................
7
3,172,426
8
Enter qualifying distributions from Part XII, line 4,.............
8
4,007,742
If line 8 is equal to or greater than line 7, check the box in Part VI, line 1b, and complete that part using a 1% tax rate. See the Part VI instructions.
Form 990-PF (2018)
Form 990-PF (2018)
Page 4
Part VI
Excise Tax Based on Investment Income (Section 4940(a), 4940(b), 4940(e), or 4948—see instructions)
1a Exempt operating foundations described in section 4940(d)(2), check here Bullet and enter “N/A" on line 1. Bracket includes lines 1a and 1b
Date of ruling or determination letter:   (attach copy of letter if necessary–see instructions)
b Domestic foundations that meet the section 4940(e) requirements in Part V, check 1 27,435
hereBulletand enter 1% of Part I, line 27b...................
c All other domestic foundations enter 2% of line 27b. Exempt foreign organizations enter 4% of Part I, line 12, col. (b)
2 Tax under section 511 (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 2 0
3 Add lines 1 and 2........................... 3 27,435
4 Subtitle A (income) tax (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 4 0
5 Tax based on investment income. Subtract line 4 from line 3. If zero or less, enter -0- ..... 5 27,435
6 Credits/Payments:
a 2018 estimated tax payments and 2017 overpayment credited to 2018 6a 135,356
b Exempt foreign organizations—tax withheld at source...... 6b
c Tax paid with application for extension of time to file (Form 8868)... 6c 68,000
d Backup withholding erroneously withheld ........... 6d  
7 Total credits and payments. Add lines 6a through 6d.............. 7 203,356
8 Enter any penalty for underpayment of estimated tax. Check here if Form 2220 is attached. Click to see attachment 8 0
9 Tax due. If the total of lines 5 and 8 is more than line 7, enter amount owed.......Bullet 9  
10 Overpayment. If line 7 is more than the total of lines 5 and 8, enter the amount overpaid...Bullet 10 175,921
11 Enter the amount of line 10 to be: Credited to 2019 estimated taxBullet82,341 RefundedBullet 11 93,580
Part VII-A
Statements Regarding Activities
1a
During the tax year, did the foundation attempt to influence any national, state, or local legislation or did
Yes
No
it participate or intervene in any political campaign? ....................
1a
 
No
b
Did it spend more than $100 during the year (either directly or indirectly) for political purposes? (see Instructions
for definition).................................
1b
 
No
If the answer is "Yes" to 1a or 1b, attach a detailed description of the activities and copies of any materials
published or distributed by the foundation in connection with the activities.
c
Did the foundation file Form 1120-POL for this year?.....................
1c
 
No
d
Enter the amount (if any) of tax on political expenditures (section 4955) imposed during the year:
(1) On the foundation. bullet$   (2) On foundation managers.bullet$  
e
Enter the reimbursement (if any) paid by the foundation during the year for political expenditure tax imposed
on foundation managers.bullet$  
2
Has the foundation engaged in any activities that have not previously been reported to the IRS?.......
2
 
No
If "Yes," attach a detailed description of the activities.
3
Has the foundation made any changes, not previously reported to the IRS, in its governing instrument, articles
of incorporation, or bylaws, or other similar instruments? If "Yes," attach a conformed copy of the changes....
3
 
No
4a
Did the foundation have unrelated business gross income of $1,000 or more during the year?........
4a
 
No
b
If "Yes," has it filed a tax return on Form 990-T for this year?...................
4b
 
 
5
Was there a liquidation, termination, dissolution, or substantial contraction during the year?.........
5
 
No
If "Yes," attach the statement required by General Instruction T.
6
Are the requirements of section 508(e) (relating to sections 4941 through 4945) satisfied either:
  • By language in the governing instrument, or
  • By state legislation that effectively amends the governing instrument so that no mandatory directions
    • that conflict with the state law remain in the governing instrument?................
    6
    Yes
     
    7
    Did the foundation have at least $5,000 in assets at any time during the year? If "Yes," complete Part II, col. (c),
    and Part XV..................................
    7
    Yes
     
    8a
    Enter the states to which the foundation reports or with which it is registered (see instructions)
    bulletTX
    b
    If the answer is "Yes" to line 7, has the foundation furnished a copy of Form 990-PF to the Attorney
    General (or designate) of each state as required by General Instruction G? If "No," attach explanation .
    8b
    Yes
     
    9
    Is the foundation claiming status as a private operating foundation within the meaning of section 4942(j)(3)
    or 4942(j)(5) for calendar year 2018 or the taxable year beginning in 2018? See the instructions for Part XIV.
    If "Yes," complete Part XIV .............................
    9
     
    No
    10
    Did any persons become substantial contributors during the tax year? If "Yes," attach a schedule listing their names
    and addresses. ...............................
    10
     
    No
    Form 990-PF (2018)
    Form 990-PF (2018)
    Page 5
    Part VII-A
    Statements Regarding Activities (continued)
    11
    At any time during the year, did the foundation, directly or indirectly, own a controlled entity within the
    meaning of section 512(b)(13)? If "Yes," attach schedule. See instructions .............
    11
     
    No
    12
    Did the foundation make a distribution to a donor advised fund over which the foundation or a disqualified person had
    advisory privileges? If "Yes," attach statement. See instructions.................
    12
     
    No
    13
    Did the foundation comply with the public inspection requirements for its annual returns and exemption application?
    13
    Yes
     
    Website addressbullet  
    14
    The books are in care ofbulletJPMORGAN CHASE BANK NA Telephone no.bullet (800) 496-2583

    Located atbullet10 S DEARBORN ST MC IL 1-0111CHICAGOIL ZIP+4bullet60603
    15
    Section 4947(a)(1) nonexempt charitable trusts filing Form 990-PF in lieu of Form 1041 —check here .........bullet
    and enter the amount of tax-exempt interest received or accrued during the year ........bullet
    15
     
    16 At any time during calendar year 2018, did the foundation have an interest in or a signature or other authority over YesNo
    a bank, securities, or other financial account in a foreign country? .................
    16   No
    See the instructions for exceptions and filing requirements for FinCEN Form 114. If "Yes", enter the name of the foreign
    country bullet  
    Part VII-B
    Statements Regarding Activities for Which Form 4720 May Be Required
    File Form 4720 if any item is checked in the "Yes" column, unless an exception applies.
    Yes
    No
    1a
    During the year did the foundation (either directly or indirectly):
    (1) Engage in the sale or exchange, or leasing of property with a disqualified person?
    (2) Borrow money from, lend money to, or otherwise extend credit to (or accept it from)
    a disqualified person?......................
    (3) Furnish goods, services, or facilities to (or accept them from) a disqualified person?
    (4) Pay compensation to, or pay or reimburse the expenses of, a disqualified person?
    (5) Transfer any income or assets to a disqualified person (or make any of either available
    for the benefit or use of a disqualified person)?...............
    (6) Agree to pay money or property to a government official? (Exception. Check "No"
    if the foundation agreed to make a grant to or to employ the official for a period
    after termination of government service, if terminating within 90 days.).......
    b
    If any answer is "Yes" to 1a(1)–(6), did any of the acts fail to qualify under the exceptions described in Regulations
    section 53.4941(d)-3 or in a current notice regarding disaster assistance? See instructions ........
    1b
     
    No
    ........bullet
    c
    Did the foundation engage in a prior year in any of the acts described in 1a, other than excepted acts,
    that were not corrected before the first day of the tax year beginning in 2018?.............
    1c
     
    No
    2
    Taxes on failure to distribute income (section 4942) (does not apply for years the foundation was a private
    operating foundation defined in section 4942(j)(3) or 4942(j)(5)):
    a
    At the end of tax year 2018, did the foundation have any undistributed income (lines 6d
    and 6e, Part XIII) for tax year(s) beginning before 2018?.............
    If "Yes," list the years bullet20, 20, 20, 20
    b
    Are there any years listed in 2a for which the foundation is not applying the provisions of section 4942(a)(2)
    (relating to incorrect valuation of assets) to the year’s undistributed income? (If applying section 4942(a)(2)
    to all years listed, answer "No" and attach statement—see instructions.) ..............
    2b
     
     
    c
    If the provisions of section 4942(a)(2) are being applied to any of the years listed in 2a, list the years here.
    bullet20, 20, 20, 20
    3a
    Did the foundation hold more than a 2% direct or indirect interest in any business enterprise at
    any time during the year?......................
    b
    If "Yes," did it have excess business holdings in 2018 as a result of (1) any purchase by the foundation
    or disqualified persons after May 26, 1969; (2) the lapse of the 5-year period (or longer period approved
    by the Commissioner under section 4943(c)(7)) to dispose of holdings acquired by gift or bequest; or (3)
    the lapse of the 10-, 15-, or 20-year first phase holding period? (Use Schedule C, Form 4720, to determine
    if the foundation had excess business holdings in 2018.)..................
    3b
     
     
    4a
    Did the foundation invest during the year any amount in a manner that would jeopardize its charitable purposes?
    4a
     
    No
    b
    Did the foundation make any investment in a prior year (but after December 31, 1969) that could jeopardize its
    charitable purpose that had not been removed from jeopardy before the first day of the tax year beginning in 2018?
    4b
     
    No
    Form 990-PF (2018)
    Form 990-PF (2018)
    Page 6
    Part VII-B
    Statements Regarding Activities for Which Form 4720 May Be Required (continued)
    5a
    During the year did the foundation pay or incur any amount to:
    Yes
    No
    (1) Carry on propaganda, or otherwise attempt to influence legislation (section 4945(e))?
    (2) Influence the outcome of any specific public election (see section 4955); or to carry
    on, directly or indirectly, any voter registration drive?.............
    (3) Provide a grant to an individual for travel, study, or other similar purposes?
    (4) Provide a grant to an organization other than a charitable, etc., organization described
    in section 4945(d)(4)(A)? See instructions................
    (5) Provide for any purpose other than religious, charitable, scientific, literary, or
    educational purposes, or for the prevention of cruelty to children or animals?.....
    b
    If any answer is "Yes" to 5a(1)–(5), did any of the transactions fail to qualify under the exceptions described in
    Regulations section 53.4945 or in a current notice regarding disaster assistance? See instructions ......
    5b
     
     
    .........bullet
    c
    If the answer is "Yes" to question 5a(4), does the foundation claim exemption from the
    tax because it maintained expenditure responsibility for the grant?..........
    If "Yes," attach the statement required by Regulations section 53.4945–5(d).
    6a
    Did the foundation, during the year, receive any funds, directly or indirectly, to pay premiums on
    a personal benefit contract?.....................
    b
    Did the foundation, during the year, pay premiums, directly or indirectly, on a personal benefit contract? ....
    6b
     
    No
    If "Yes" to 6b, file Form 8870.
    7a
    At any time during the tax year, was the foundation a party to a prohibited tax shelter transaction?
    b
    If yes, did the foundation receive any proceeds or have any net income attributable to the transaction? ....
    7b
     
     
    8
    Is the foundation subject to the section 4960 tax on payment(s) of more than $1,000,000 in remuneration or
    excess parachute payment during the year? .................
    Part VIII
    Information About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,
    and Contractors
    1 List all officers, directors, trustees, foundation managers and their compensation. See instructions
    (a) Name and address (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation
     (If not paid, enter
    -0-)     		(d) Contributions to employee benefit plans and deferred compensation (e) Expense account,
    other allowances
    JP MORGAN CHASE BANK NA Trustee
    2     		441,426    
    10 S DEARBORN ST MC IL 1-0111
    CHICAGO,IL60603
    2 Compensation of five highest-paid employees (other than those included on line 1—see instructions). If none, enter “NONE."
    (a) Name and address of each employee paid more than $50,000 (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation (d) Contributions to
    employee benefit
    plans and deferred
    compensation     		(e) Expense account,
    other allowances
    NONE
    Total number of other employees paid over $50,000...................bullet 0
    Form 990-PF (2018)
    Form 990-PF (2018)
    Page 7
    Part VIII
    Information About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,
    and Contractors (continued)
    3 Five highest-paid independent contractors for professional services (see instructions). If none, enter "NONE".
    (a) Name and address of each person paid more than $50,000 (b) Type of service (c) Compensation
    NONE
    Total number of others receiving over $50,000 for professional services.............bullet0
    Part IX-A
    Summary of Direct Charitable Activities
    List the foundation’s four largest direct charitable activities during the tax year. Include relevant statistical information such as the number of organizations and other beneficiaries served, conferences convened, research papers produced, etc. Expenses
    1  
    2  
    3  
    4  
    Part IX-B
    Summary of Program-Related Investments (see instructions)
    Describe the two largest program-related investments made by the foundation during the tax year on lines 1 and 2. Amount
    1  
    2  
    All other program-related investments. See instructions.
    3  
    Total. Add lines 1 through 3.........................bullet  
    Form 990-PF (2018)
    Form 990-PF (2018)
    Page 8
    Part X
    Minimum Investment Return (All domestic foundations must complete this part. Foreign foundations,see instructions.)
    1
    Fair market value of assets not used (or held for use) directly in carrying out charitable, etc.,
    purposes:
    a
    Average monthly fair market value of securities...................
    1a
    69,621,011
    b
    Average of monthly cash balances.......................
    1b
    2,635,377
    c
    Fair market value of all other assets (see instructions)................
    1c
    5,297,276
    d
    Total (add lines 1a, b, and c).........................
    1d
    77,553,664
    e
    Reduction claimed for blockage or other factors reported on lines 1a and
    1c (attach detailed explanation) .............
    1e
    0
    2
    Acquisition indebtedness applicable to line 1 assets..................
    2
    0
    3
    Subtract line 2 from line 1d.........................
    3
    77,553,664
    4
    Cash deemed held for charitable activities. Enter 1 1/2% of line 3 (for greater amount, see
    instructions) .............................
    4
    1,163,305
    5
    Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4
    5
    76,390,359
    6
    Minimum investment return. Enter 5% of line 5..................
    6
    3,819,518
    Part XI
    Distributable Amount (see instructions) (Section 4942(j)(3) and (j)(5) private operating foundations and certain foreign organizations check here bullet and do not complete this part.)
    1
    Minimum investment return from Part X, line 6....................
    1
    3,819,518
    2a
    Tax on investment income for 2018 from Part VI, line 5......
    2a
    27,435
    b
    Income tax for 2018. (This does not include the tax from Part VI.)...
    2b
     
    c
    Add lines 2a and 2b............................
    2c
    27,435
    3
    Distributable amount before adjustments. Subtract line 2c from line 1............
    3
    3,792,083
    4
    Recoveries of amounts treated as qualifying distributions................
    4
    0
    5
    Add lines 3 and 4............................
    5
    3,792,083
    6
    Deduction from distributable amount (see instructions).................
    6
    0
    7
    Distributable amount as adjusted. Subtract line 6 from line 5. Enter here and on Part XIII, line 1 ...
    7
    3,792,083
    Part XII
    Qualifying Distributions (see instructions)
    1
    Amounts paid (including administrative expenses) to accomplish charitable, etc., purposes:
    a
    Expenses, contributions, gifts, etc.—total from Part I, column (d), line 26 ..........
    1a
    4,007,742
    b
    Program-related investments—total from Part IX-B..................
    1b
    0
    2
    Amounts paid to acquire assets used (or held for use) directly in carrying out charitable, etc.,
    purposes...............................
    2
    0
    3
    Amounts set aside for specific charitable projects that satisfy the:
    a
    Suitability test (prior IRS approval required)....................
    3a
    0
    b
    Cash distribution test (attach the required schedule) .................
    3b
    0
    4
    Qualifying distributions. Add lines 1a through 3b. Enter here and on Part V, line 8, and Part XIII, line 4
    4
    4,007,742
    5
    Foundations that qualify under section 4940(e) for the reduced rate of tax on net investment
    income. Enter 1% of Part I, line 27b. See instructions.................
    5
    27,435
    6
    Adjusted qualifying distributions. Subtract line 5 from line 4..............
    6
    3,980,307
    Note: The amount on line 6 will be used in Part V, column (b), in subsequent years when calculating whether the foundation qualifies for
    the section 4940(e) reduction of tax in those years.
    Form 990-PF (2018)
    Form 990-PF (2018)
    Page 9
    Part XIII
    Undistributed Income (see instructions)
    (a)
    Corpus     		(b)
    Years prior to 2017     		(c)
    2017     		(d)
    2018
    1 Distributable amount for 2018 from Part XI, line 7 3,792,083
    2 Undistributed income, if any, as of the end of 2018:
    a Enter amount for 2017 only....... 3,681,780
    b Total for prior years:20, 20, 20 0
    3 Excess distributions carryover, if any, to 2018:
    a From 2013...... 0
    b From 2014...... 0
    c From 2015...... 0
    d From 2016...... 0
    e From 2017...... 0
    fTotal of lines 3a through e........ 0
    4Qualifying distributions for 2018 from Part
    XII, line 4: bullet$ 4,007,742
    a Applied to 2017, but not more than line 2a 3,681,780
    b Applied to undistributed income of prior years
    (Election required—see instructions).....     		0
    c Treated as distributions out of corpus (Election
    required—see instructions)........     		0
    d Applied to 2018 distributable amount..... 325,962
    e Remaining amount distributed out of corpus 0
    5 Excess distributions carryover applied to 2018. 0 0
    (If an amount appears in column (d), the
    same amount must be shown in column (a).)
    6Enter the net total of each column as
    indicated below:
    a Corpus. Add lines 3f, 4c, and 4e. Subtract line 5 0
    b Prior years’ undistributed income. Subtract
    line 4b from line 2b ..........     		0
    c Enter the amount of prior years’ undistributed
    income for which a notice of deficiency has
    been issued, or on which the section 4942(a)
    tax has been previously assessed......     		0
    d Subtract line 6c from line 6b. Taxable amount
    —see instructions ...........     		0
    e Undistributed income for 2017. Subtract line
    4a from line 2a. Taxable amount—see
    instructions .............     		0
    f Undistributed income for 2018. Subtract
    lines 4d and 5 from line 1. This amount must
    be distributed in 2019 ..........     		3,466,121
    7 Amounts treated as distributions out of
    corpus to satisfy requirements imposed by
    section 170(b)(1)(F) or 4942(g)(3) (Election may
    be required - see instructions) .......     		0
    8 Excess distributions carryover from 2013 not
    applied on line 5 or line 7 (see instructions) ...     		0
    9Excess distributions carryover to 2019.
    Subtract lines 7 and 8 from line 6a ......     		0
    10 Analysis of line 9:
    a Excess from 2014.... 0
    b Excess from 2015.... 0
    c Excess from 2016.... 0
    d Excess from 2017.... 0
    e Excess from 2018.... 0
    Form 990-PF (2018)
    Form 990-PF (2018)
    Page 10
    Part XIV
    Private Operating Foundations (see instructions and Part VII-A, question 9)
    1a If the foundation has received a ruling or determination letter that it is a private operating
    foundation, and the ruling is effective for 2018, enter the date of the ruling....... bullet
     
    b Check box to indicate whether the organization is a private operating foundation described in section or
    2a Enter the lesser of the adjusted net
    income from Part I or the minimum
    investment return from Part X for each
    year listed ..........     		Tax year Prior 3 years (e) Total
    (a) 2018 (b) 2017 (c) 2016 (d) 2015
             
    b 85% of line 2a .........          
    c Qualifying distributions from Part XII,
    line 4 for each year listed .....     		         
    d Amounts included in line 2c not used directly
    for active conduct of exempt activities ..........     		         
    e Qualifying distributions made directly
    for active conduct of exempt activities.
    Subtract line 2d from line 2c ....     		         
    3 Complete 3a, b, or c for the
    alternative test relied upon:
    a “Assets" alternative test—enter:
    (1) Value of all assets ......          
    (2) Value of assets qualifying
    under section 4942(j)(3)(B)(i)    		          
    b “Endowment" alternative test— enter 2/3
    of minimum investment return shown in
    Part X, line 6 for each year listed...     		         
    c “Support" alternative test—enter:
    (1) Total support other than gross
    investment income (interest,
    dividends, rents, payments
    on securities loans (section
    512(a)(5)), or royalties) ....     		         
    (2) Support from general public
    and 5 or more exempt
    organizations as provided in
    section 4942(j)(3)(B)(iii)....     		         
    (3) Largest amount of support
    from an exempt organization    		          
    (4) Gross investment income          
    Part XV
    Supplementary Information (Complete this part only if the foundation had $5,000 or more in
    assets at any time during the year—see instructions.)
    1Information Regarding Foundation Managers:
    aList any managers of the foundation who have contributed more than 2% of the total contributions received by the foundation
    before the close of any tax year (but only if they have contributed more than $5,000). (See section 507(d)(2).)
    bList any managers of the foundation who own 10% or more of the stock of a corporation (or an equally large portion of the
    ownership of a partnership or other entity) of which the foundation has a 10% or greater interest.
    2Information Regarding Contribution, Grant, Gift, Loan, Scholarship, etc., Programs:
    Check here bullet
    aThe name, address, and telephone number or e-mail address of the person to whom applications should be addressed:
    JP MORGAN CHASE BANK N A
    PO BOX 2050
    FORT WORTH,TX76113
    (817) 884-4737
    bThe form in which applications should be submitted and information and materials they should include:
    NAME, PURPOSE, AMOUNT, BOARD MEMBERS COPY OF EXEMPTION LETTER
    cAny submission deadlines:
    SEPTEMBER 30
    dAny restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or other
    factors:
    CHARITIES WITHIN THE STATE OF TEXAS
    Form 990-PF (2018)
    Form 990-PF (2018)
    Page 11
    Part XV
    Supplementary Information (continued)
    3 Grants and Contributions Paid During the Year or Approved for Future Payment
    Recipient If recipient is an individual,
    show any relationship to
    any foundation manager
    or substantial contributor
    		 Foundation
    status of
    recipient     		Purpose of grant or
    contribution     		Amount
    Name and address (home or business)
    aPaid during the year
    Help our pupils excel foundation inc
    102 WASHINGTON BLVD
    BIG SPRING,TX79720     		NONE PC GENERAL 15,000
    WEST TEXAS FOOD BANK
    411 S PAGEWOOD
    ODESSA,TX79761     		NONE PC GENERAL 20,000
    EVANGELICAL DEVELOPMENT MINISTRY
    PO BOX 814809
    DALLAS,TX75381     		NONE PC GENERAL 80,000
    NORTHSIDE COMMUNITY CENTER
    108 NE 8TH ST
    Big Spring,TX79720     		NONE PC GENERAL 75,000
    HANGAR 25 AIR MUSEUM ASSOCIATION
    1911 APRON DR
    BIG SPRING,TX79720     		NONE PC GENERAL 100,000
    BUFFALO TRAIL COUNCIL
    1101 W TEXAS AVE
    Midland,TX79701     		NONE PC GENERAL 60,000
    HERITAGE MUSEUM OF BIG SPRING
    510 SCURRY ST
    BIG SPRING,TX79720     		NONE PC GENERAL 185,000
    SIBLEY ENVIRONMENTAL LEARNING
    CENTER FOUNDATION INC
    PO BOX 50584
    MIDLAND,TX79710     		NONE PC GENERAL 40,000
    BIG SPRING SYMPHONY ASSOCIATION IN
    808 SCURRY ST
    BIG SPRING,TX79720     		NONE PC GENERAL 180,000
    GRAND COMPANIONS HUMANE
    SOCIETY
    PO BOX 1156
    FORT DAVIS,TX79734     		NONE PC GENERAL 40,000
    HOWARD COUNTY COUNCIL ON AGING
    PO BOX 765
    BIG SPRING,TX79721     		NONE PC GENERAL 160,000
    RAPE CRISIS SERVICES OF BIG SPRING
    PO BOX 1693
    BIG SPRING,TX79721     		NONE PC GENERAL 100,000
    HOWARD COLLEGE FOUNDATION
    1001 BIRDWELL LB
    BIG SPRING,TX79720     		NONE PC GENERAL 239,484
    ISAIAH 58
    107 RUNNELS ST
    BIG SPRING,TX79720     		NONE PC GENERAL 100,000
    HOWARD COUNTY VOLUNTEER FIRE
    DEPARTMENT
    200 N MIDWAY RD
    BIG SPRING,TX79720     		NONE PC GENERAL 200,000
    KELSEY LOGAN ANGEL FUND
    PO BOX 5072
    MIDLAND,TX79740     		NONE PC GENERAL 10,000
    CASA OF WEST TEXAS
    1611 W TEXAS AVE
    MIDLAND,TX79701     		NONE PC GENERAL 100,000
    FIRST UNITED METHODIST CHURCH
    400 SCURRY ST
    BIG SPRING,TX79720     		NONE PC GENERAL 460,000
    SALVATION ARMY OF BIG SPRING
    811 W 5TH ST
    BIG SPRING,TX79720     		NONE PC GENERAL 250,000
    DORA ROBERTS REHABILITATION CENTER
    PO BOX 2213
    BIG SPRING,TX79721     		NONE PC GENERAL 155,500
    BAYLOR COLLEGE OF MEDICINE
    1 BAYLOR PLAZA
    HOUSTON,TX77030     		NONE PC GENERAL 200,000
    PERMIAN BASIN HONOR FLIGHT INC
    810 N DIXIE STE 109
    ODESSA,TX79761     		NONE PC GENERAL 100,000
    BAKER CHAPLE AME CHURCH
    1050 E HUMBOLT ST
    FORTH WORTH,TX76104     		NONE PC GENERAL 15,000
    HAPPY DAY HUMANE SOCIETY
    5710 W INTERSTATE 20
    Big Spring,TX79720     		NONE PC GENERAL 450,000
    FRIENDS OF THE BIG SPRING
    1824 BIG SPRING DRIVE
    Lexington,VA24450     		NONE PC GENERAL 100,000
    CROSSROADS TENNIS ASSOCIATION INC
    2805 APACHE DR
    BIG SPRING,TX79720     		NONE PC GENERAL 20,000
    YMCA OF BIG SPRING
    801 OWENS ST
    BIG SPRING,TX79721     		NONE PC GENERAL 177,700
    HOWARD COUNTY FAIR ASSOCIATION INC
    PO BOX 2356
    BIG SPRING,TX79721     		NONE PC GENERAL 200,000
    Total .................................bullet 3a 3,832,684
    bApproved for future payment
    Total .................................bullet 3b  
    Form 990-PF (2018)
    Form 990-PF (2018)
    Page 12
    Part XVI-A
    Analysis of Income-Producing Activities
    Enter gross amounts unless otherwise indicated. Unrelated business income Excluded by section 512, 513, or 514 (e)
    Related or exempt
    function income
    (See instructions.)
    1Program service revenue: (a)
    Business code     		(b)
    Amount     		(c)
    Exclusion code     		(d)
    Amount
    a
    b
    c
    d
    e
    f
    gFees and contracts from government agencies          
    2 Membership dues and assessments....          
    3 Interest on savings and temporary cash
    investments ...........     		         
    4 Dividends and interest from securities....     14 1,393,340  
    5 Net rental income or (loss) from real estate:
    aDebt-financed property......          
    bNot debt-financed property.....       0  
    6 Net rental income or (loss) from personal property          
    7 Other investment income.....          
    8 Gain or (loss) from sales of assets other than
    inventory ............     		    18 -1,561,980  
    9 Net income or (loss) from special events:          
    10 Gross profit or (loss) from sales of inventory          
    11 Other revenue:
    aROYALTY INCOME     		    15 1,951,695  
    b
    c
    d
    e
    12 Subtotal. Add columns (b), (d), and (e)..   1,783,055  
    13Total. Add line 12, columns (b), (d), and (e)..................
    13
    1,783,055
    (See worksheet in line 13 instructions to verify calculations.)
    Part XVI-B
    Relationship of Activities to the Accomplishment of Exempt Purposes
    Line No.
    DownArrow     		Explain below how each activity for which income is reported in column (e) of Part XVI-A contributed importantly to
    the accomplishment of the foundation’s exempt purposes (other than by providing funds for such purposes). (See
    instructions.)
    Form 990-PF (2018)
    Form 990-PF (2018)
    Page 13
    Part XVII
    Information Regarding Transfers To and Transactions and Relationships With Noncharitable Exempt Organizations
    1
    Did the organization directly or indirectly engage in any of the following with any other organization described in section 501(c) (other than section 501(c)(3) organizations) or in section 527, relating to political organizations?
    Yes
    No
    a
    Transfers from the reporting foundation to a noncharitable exempt organization of:
    (1) Cash...................................
    1a(1)
     
    No
    (2) Other assets.................................
    1a(2)
     
    No
    b
    Other transactions:
    (1) Sales of assets to a noncharitable exempt organization....................
    1b(1)
     
    No
    (2) Purchases of assets from a noncharitable exempt organization..................
    1b(2)
     
    No
    (3) Rental of facilities, equipment, or other assets.......................
    1b(3)
     
    No
    (4) Reimbursement arrangements...........................
    1b(4)
     
    No
    (5) Loans or loan guarantees.............................
    1b(5)
     
    No
    (6) Performance of services or membership or fundraising solicitations................
    1b(6)
     
    No
    c
    Sharing of facilities, equipment, mailing lists, other assets, or paid employees..............
    1c
     
    No
    d
    If the answer to any of the above is "Yes," complete the following schedule. Column (b) should always show the fair market value
    of the goods, other assets, or services given by the reporting foundation. If the foundation received less than fair market value
    in any transaction or sharing arrangement, show in column (d) the value of the goods, other assets, or services received.

    (a) Line No. (b) Amount involved (c) Name of noncharitable exempt organization (d) Description of transfers, transactions, and sharing arrangements
    2a
    Is the foundation directly or indirectly affiliated with, or related to, one or more tax-exempt organizations
    described in section 501(c) (other than section 501(c)(3)) or in section 527? ...........
    b
    If "Yes," complete the following schedule.

    (a) Name of organization (b) Type of organization (c) Description of relationship
    Sign Here
    Under penalties of perjury, I declare that I have examined this return, including accompanying schedules and statements, and to the best of my knowledge and belief, it is true, correct, and complete. Declaration of preparer (other than taxpayer) is based on all information of which preparer has any knowledge.
    Bullet Bullet
    May the IRS discuss this return
    with the preparer shown below
    (see instr.)?
    Signature of officer or trustee Date Title
    Paid Preparer Use Only Print/Type preparer's name Preparer's Signature Date PTIN
    Firm's name SmallBullet
    		 Firm's EIN SmallBullet
    Firm's address SmallBullet


    		 Phone no.
    Form 990-PF (2018)
    Additional Data


    Software ID:  
    Software Version:  


    Form 990PF - Special Condition Description:
    Special Condition Description

    TY 2018 InvestmentsCorpBondsSchedule
    Name:
    DORA ROBERTS FOUNDATION - FI XXXXX4008
    EIN:
    75-6013899
    Name of Bond End of Year Book Value End of Year Fair Market Value
    256210105 DODGE & COX INCOME F 1,554,333 1,578,450
    258620103 DOUBLELINE TOTL RET 745,997 745,997
    693390700 PIMCO TOTAL RETURN F 2,250,859 2,337,436
    808524870 SCHWAB U.S. TIPS ETF 1,632,188 1,687,780
    921937603 VANGUARD TOTAL BOND 3,055,086 3,147,869
    00037BAB8 ABB FINANCE USA INC 20,701 20,332
    00101JAH9 ADT CORP 4.125% 06/1 33,092 33,000
    001055AP7 AFLAC INC 3.250% 03/ 14,355 15,494
    00130HBW4 AES CORP/VA 5.500% 0 12,483 12,465
    00164VAD5 AMC NETWORKS INC 5.0 13,215 13,341
    00185AAF1 AON PLC 3.500% 06/14 10,024 10,411
    002824BF6 ABBOTT LABORATORIES 5,979 6,485
    00287YAP4 ABBVIE INC 3.200% 11 1,996 2,029
    00404AAJ8 ACADIA HEALTHCARE CO 13,277 13,211
    00507UAS0 ACTAVIS FUNDING SCS 10,149 10,373
    00751YAC0 ADVANCE AUTO PARTS 4 15,483 16,088
    00766TAD2 AECOM 5.875% 10/15/2 14,095 14,079
    00817YAV0 AETNA INC 2.800% 06/ 24,346 25,141
    00912XAV6 AIR LEASE CORP 3.625 4,837 5,024
    00928QAQ4 AIRCASTLE LTD 4.125% 27,542 27,641
    013817AJ0 ALCOA INC 5.9% FEB 0 14,353 14,154
    013817AK7 ALCOA INC NT DTD 01/ 12,903 13,511
    013817AW1 ARCONIC INC 5.125% 1 40,325 40,131
    015271AJ8 ALEXANDRIA REAL ESTA 14,894 15,729
    02005NAV2 ALLY FINANCIAL INC 5 42,925 43,200
    02153LAA2 ALTERRA FINANCE LLC 10,787 10,428
    023135AM8 AMAZON.COM INC 3.300 2,989 3,091
    02406PAY6 AMERICAN AXLE & MFG 15,074 14,813
    025932AK0 AMERICAN FINANCIAL G 4,644 5,028
    026874DD6 AMERICAN INTL GROUP 9,577 10,464
    03027XAK6 AMERICAN TOWER CORP 14,763 15,253
    03065GAE0 AMERICREDIT AUTOMOBI 35,995 36,014
    03065HAF5 AMERICREDIT AUTOMOBI 60,420 60,299
    03066DAG1 AMERICREDIT AUTOMOBI 60,225 60,926
    03076CAH9 AMERIPRISE FINANCIAL 5,041 5,021
    030981AJ3 AMERIGAS FINANCE LLC 22,791 23,320
    035287AE1 ANIXTER INC 5.125% 1 13,560 13,471
    03674XAC0 ANTERO RESOURCES COR 13,247 12,480
    03674XAJ5 ANTERO RESOURCES COR 12,556 11,993
    036752AC7 ANTHEM INC 3.350% 12 4,958 5,170
    037833AZ3 APPLE INC 2.500% 02/ 9,965 10,097
    038522AK4 ARAMARK SERVICES INC 13,594 13,358
    03879QAF1 VEREIT OPERATING PAR 5,092 5,307
    042735BG4 ARROW ELECTRONICS IN 3,975 3,960
    05348EBC2 AVALONBAY COMMUNITIE 4,983 5,166
    05351WAB9 AVANGRID INC SR NTS 4,993 5,235
    054937AF4 BB & T CORPORATION S 11,276 10,090
    05508WAA3 B&G FOODS INC 4.625% 13,160 13,016
    05586CAD6 BMW VEH LEASE TR 201 55,404 56,036
    058498AS5 BALL CORP 4.000% 11/ 13,293 13,439
    06051GGQ6 BANK OF AMERICA CORP 60,035 60,578
    06406HBP3 BANK OF NEW YORK MEL 14,971 15,187
    064159MK9 BK OF NOVA SCOTIA SR 15,511 15,592
    084670BR8 BERKSHIRE HATHAWAY I 15,309 15,237
    095370AD4 BLUE CUBE SPINCO INC 28,400 27,150
    096630AD0 BOARDWALK PIPELINES 5,318 5,330
    10112RAX2 BOSTON PROPERTIES LP 5,135 5,200
    10373QAY6 BP CAP MARKETS AMER 9,800 10,350
    11120VAF0 BRIXMOR OPERATING PA 9,833 10,212
    11271LAD4 BROOKFIELD FIN INC 4 4,991 5,466
    118230AN1 BUCKEYE PARTNERS LP 5,197 4,773
    12189LAH4 BURLINGTN NORTH SANT 9,719 10,239
    12189LAL5 BURLINGTN NORTH SANT 5,002 5,121
    124857AG8 CBS CORP 3 3/8% MAR 14,803 15,344
    1248EPBE2 CCO HLDGS LLC/CAP CO 41,297 40,895
    12513GBC2 CDW LLC/CDW FINANCE 28,119 28,114
    12527GAF0 CF INDUSTRIES INC 5. 24,054 23,400
    125581GR3 CIT GROUP INC 5.000% 71,160 71,523
    12572QAG0 CME GROUP INC 3.000% 4,933 5,175
    126117AS9 CNA FINANCIAL CORP 3 4,936 5,274
    12621EAK9 CNO FINANCIAL GROUP 39,568 40,945
    12625KAD7 COMM MORTGAGE TRUST 24,896 26,245
    126307AH0 CSC HOLDINGS LLC 5.2 22,079 22,853
    136385AV3 CANADIAN NATL RESOUR 4,653 5,218
    14040HBU8 CAPITAL ONE FINANCIA 4,994 5,124
    14314AAD1 CARMAX AUTO OWNER TR 39,142 40,505
    14314MAC7 CARMAX AUTO OWNER TR 11,638 11,591
    144285AK9 CARPENTER TECHNOLOGY 8,050 8,117
    150191AJ3 CEDAR FAIR LP/CANADA 13,579 13,358
    15135BAJ0 CENTENE CORP 4.750% 41,109 41,288
    15135UAD1 CENOVUS ENERGY INC 5 2,105 1,938
    156700AS5 CENTURYLINK INC 5.8% 22,215 22,935
    163851AD0 CHEMOURS CO 7.000% 0 14,987 14,630
    16412XAC9 CHENIERE CORP CHRIST 26,729 27,844
    16412XAG0 CHENIERE CORP CHRIST 15,362 16,294
    166764AH3 CHEVRON CORP 3.191% 10,262 10,375
    172441AZ0 CINEMARK USA INC 4.8 19,323 19,238
    172967JL6 CITIGROUP INC 3.875% 24,344 26,075
    172967LD1 CITIGROUP INC VAR RT 10,291 10,575
    172967LM1 CITIGROUP INC VAR RT 14,968 15,184
    18538RAG8 CLEARWATER PAPER COR 8,043 7,600
    20030NBL4 COMCAST CORP 3.375% 9,731 10,463
    20030NBW0 COMCAST CORP 2.350% 9,156 9,750
    201723AK9 COMMERCIAL METALS CO 17,680 18,135
    22282EAF9 COVANTA HOLDING CORP 27,080 27,810
    226373AL2 CRESTWOOD MIDSTREAM 8,261 8,160
    228189AB2 CROWN AMER/CAP CORP 22,695 22,908
    23283PAG9 CYRUSONE LP/CYRUSONE 13,201 13,358
    23311VAD9 DCP MIDSTREAM OPERAT 21,945 22,165
    23355LAC0 DXC TECHNOLOGY CO 4. 10,256 10,474
    24702RAQ4 DELL INC 4 5/8% APR 34,617 34,955
    25243YAP4 DIAGEO CAPITAL PLC 4 11,629 10,254
    25278XAH2 DIAMONDBACK ENERGY I 15,044 15,750
    25470XAL9 DISH DBS CORP 5.000% 23,120 23,190
    26441YAY3 DUKE REALTY LP 3.750 9,884 10,459
    268648AN2 EMC CORP 3.375% 06/0 26,087 26,853
    26884ABF9 ERP OPERATING LP 2.8 4,872 5,053
    28470RAF9 ELDORADO RESORTS INC 4,999 5,256
    29078EAA3 EMBARQ CORP NOTES 7. 22,263 21,292
    29278NAL7 ENERGY TRANSFER OPER 9,226 9,392
    29365TAG9 ENTERGY TX INC 4.0% 9,981 10,779
    29379VBB8 ENTERPRISE PRODUCTS 998 1,060
    29444UAQ9 EQUINIX INC 5.875% 0 34,251 33,880
    294752AH3 EQUITY ONE INC 3.750 10,407 10,375
    30161NAW1 EXELON CORP 2.500% 0 10,030 10,247
    30219GAK4 EXPRESS SCRIPTS HOLD 9,926 10,294
    3128MMFR9 FHLMC GOLD G18175 5. 7,978 7,616
    3133TSJV6 FREDDIE MAC SER 2306 5,269 5,745
    313586RC5 FNMA ZERO CPN 10/09/ 34,714 34,781
    31358Q4G7 FNMA 7.50% SER 1992- 2,156 2,164
    31371KLJ8 FNMA 254229 6.5% 02/ 8,019 8,058
    3137A2B26 FHLMC MULTIFAMILY ST 61,197 59,978
    3137A2J36 FHLMC 3766 CL MB 3.5 36,180 35,882
    3137A62R2 FHLMC 3796 CL PB 5% 74,400 70,337
    3137A8JS8 FHLMC -3822 CL PA 5 23,915 23,851
    3137AA5D1 FHLB SER 3854 CL EW 34,198 33,057
    3137ADQ34 FHLMC SER 3887 CL PB 35,068 33,578
    31380BCE8 FNMA 434869 6.5% 08/ 255 284
    31380MZD1 FNMA 444540 6% 11/01 5,540 5,450
    3138ELUF8 FNMA AL4181 5% 09/01 3,969 3,816
    3138LFL55 FNMA AN3047 2.37% 10 45,859 47,750
    3138WLCS0 FNMA AS9980 4% 06/01 43,369 43,033
    31392BPJ9 FNMA 2001-81 CL GE 6 19,422 19,644
    31392BVX1 FEDERAL NATL MTG ASS 1,122 1,092
    31393AE45 FANNIE MAE SER 2003- 13,652 13,823
    31393APU5 FNMA 2003-25 CL KP R 80,103 82,490
    31393CMC4 FEDERAL NATL MTG ASS 7,610 7,246
    31393CPD9 FNMA REMIC TRUST 5% 2,987 3,171
    31393CSV6 FNMA SER 2003-45 CL 78,630 77,656
    31393NVW6 FREDDIE MAC SER 2598 9,471 9,747
    31393NXV6 FHLMC SER 2596 CL QH 18,854 18,650
    31393RJ92 FHLMC MULTICLASS MTG 11,747 12,737
    31393YYL3 FANNIE MAE SER 2004- 20,996 21,247
    31394ABD7 FNMA REMIC TRUST 5.5 7,565 7,793
    31394BE83 FNMA 2004-101 CL TB 37,362 37,175
    31394BTR5 FNMA SER 2004-90 CL 51,826 50,101
    31394MYB0 FHLMC REMIC SER 2720 2,441 2,593
    31394WCK2 FREDDIE MAC SER 2773 3,584 3,489
    31395TM92 FHLMC JUL2963 CL DE 37,960 38,563
    31395UKP5 FHLMC SER 2978 CL JG 22,337 22,288
    31396CZL7 FREDDIE MAC SER 3052 53,021 51,244
    31396GL82 FHLMC SER 3101 CL PE 20,042 20,241
    31396KGX4 FANNIE MAE SER 2006- 13,626 14,223
    31396NCE4 FHLMC SER 3139 5.5% 18,800 19,402
    31396VYE2 FANNIE MAE SER 2007- 4,985 5,222
    31397FQV7 FHLMC SER 3290 5.5% 11,351 11,432
    31397FT93 FHLMC SER 3293 CL MP 31,900 33,132
    31397HJC3 FHLMC SER 3316 CL CD 3,107 3,313
    31398EBY9 FHLMC SER 3540 CL TB 6,707 6,957
    31398JUA9 FHLMC SER 3575 CL EB 13,006 12,671
    31402CPA4 FNMA 725017 5.5% 12/ 7,455 8,159
    31403VVR7 FNMA 759424 5.5% 01/ 1,946 2,133
    31417ACQ0 FNMA AB3678 3.5% 10/ 20,808 21,279
    316773CX6 FIFTH THIRD BANCORP 4,991 5,254
    320517AB1 FIRST HORIZON NATION 10,126 10,118
    34528QFJ8 FORD CREDIT FLOORPLA 24,578 24,963
    34999AFV6 FORTIS INC SR NTS 3. 6,762 6,946
    35177PAT4 FRANCE TELECOM 5 3/8 5,642 5,002
    35671DAZ8 FREEPORT-MCMORAN C & 26,679 27,000
    35671DBC8 FREEPORT-MCMORAN C & 12,346 11,895
    35671DBH7 FREEPORT-MCMORAN INC 13,072 13,228
    361841AH2 GLP CAPITAL LP / FIN 28,966 29,195
    36186CBY8 GMAC 8% NOV 01 2031 38,975 40,973
    36202C6Y4 GNMA II 6% DEC 20 20 5,117 5,816
    36202C7L1 GNMA II GTD PASS THR 2,140 2,437
    36209UBR6 GNMA 481648 7% 09/15 1,007 1,053
    36225BAM0 GNMA 780912 6.5% 11/ 3,050 3,515
    364725BE0 GANNETT CO INC 6.375 19,922 19,570
    37045XBK1 GENERAL MOTORS FINL 15,191 15,218
    375558AW3 GILEAD SCIENCES INC 5,122 5,301
    38141EC23 GOLDMAN SACHS GROUP 15,785 15,729
    38141GWG5 GOLDMAN SACHS GROUP 17,582 18,014
    38141GWM2 GOLDMAN SACHS GROUP 19,489 20,186
    382550BG5 GOODYEAR TIRE & RUBB 32,521 30,400
    38373Q2L4 GNMA 2003-46 CL MB 5 31,641 30,865
    38373Q2M2 GNMA 2003-46 CL MC 5 33,713 33,826
    38373S7F8 GNMA SER 2003-29 CL 25,333 24,808
    38373STN7 GNMA 2003-20 CL MB 5 17,649 17,804
    38373VSV3 GNMA REMIC 2002-66 C 7,474 6,974
    38374FN75 GNMA 2004-18 CL WD 5 30,090 30,211
    38374FW75 GNMA 2004-21 CL PD 5 57,547 57,231
    38374H5B2 GNMA II SER 2004-69 21,334 22,028
    38374KLR2 GNMA SER 2005-6 CL U 26,661 25,890
    38374KQT3 GNMA 2005-3 CL MK 5. 47,457 46,245
    38374L5P2 GNMA 2005-74 CL GC 5 18,615 17,370
    38375JJQ9 GNMA SER 2007-7 CL P 8,654 8,897
    38869PAM6 GRAPHIC PACKAGING IN 13,404 13,195
    404119BV0 HCA INC 5.500% 06/15 20,427 21,346
    404121AJ4 HCA INC 5.625% 09/01 40,677 42,218
    404280AL3 HSBC HOLDINGS PLC 4. 17,016 15,883
    432833AB7 HILTON DOMESTIC OPER 13,216 13,195
    43814UAG4 HONDA AUTO RECEIVABL 38,999 39,482
    44106MAR3 HOSPITALITY PROP TRU 10,394 10,352
    44107TAU0 HOST HOTELS & RESORT 4,912 5,120
    44930UAD8 HYUNDAI AUTO RECEIVA 1,942 1,951
    451102BM8 ICAHN ENTERPRISES/FI 52,103 51,938
    458140AS9 INTEL CORP 3.700% 07 2,996 3,215
    459745GN9 INTL LEASE FINANCE C 5,380 5,445
    459745GQ2 INTL LEASE FINANCE C 5,296 5,156
    461070AP9 INTST PWR & LT SR NT 4,987 5,420
    46132FAB6 INVESCO FINANCE PLC 9,966 10,598
    472319AF9 JEFFRIES GROUP INC 8 10,585 10,021
    50199APP2 L BRANDS INC 5.625% 28,491 27,999
    513075BE0 LAMAR MEDIA CORP 5.0 19,480 19,333
    524901AT2 LEGG MASON INC 3.950 10,097 10,460
    526057BW3 LENNAR CORP 4.875% 1 13,589 13,699
    527298BD4 LEVEL 3 FINANCING IN 27,573 27,034
    527298BH5 LEVEL 3 FINANCING IN 27,982 27,878
    53227JAB0 LIFE STORAGE LP 4.0% 4,974 5,140
    534187AY5 LINCOLN NATIONAL COR 5,886 5,109
    548661CV7 LOWE'S COMPANIES INC 5,050 5,153
    552953CC3 MGM RESORTS INTL 6.0 42,851 43,350
    552953CE9 MGM RESORTS INTL 5.7 12,517 13,050
    55305BAQ4 M/I HOMES INC 5.625% 11,093 11,165
    55336VAK6 MPLX LP 4.125% 03/01 5,092 5,232
    559079AK4 MAGELLAN HEALTH SRVC 5,065 4,945
    56501RAB2 MANULIFE FINANCIAL C 5,529 5,151
    576323AN9 MASTEC INC 4.875% 03 26,460 26,358
    576434UW2 MASTR ALTERNATIVE LN 23 24
    595112BC6 MICRON TECHNOLOGY IN 13,710 13,374
    61746BDJ2 MORGAN STANLEY 3.750 25,710 26,097
    61747WAL3 MORGAN STANLEY 5 1/2 28,347 26,546
    61945CAG8 MOSAIC CO 4.050% 11/ 4,863 5,165
    626717AH5 MURPHY OIL CORP 6.87 33,999 33,600
    629377CA8 NRG ENERGY INC 7.250 25,957 26,430
    629377CC4 NRG ENERGY INC 6.625 5,209 5,431
    62943WAB5 NRG YIELD OPERATING 27,949 27,473
    629568AX4 NABORS INDUSTRIES IN 10,698 10,725
    637071AJ0 NATIONAL OILWELL VAR 9,635 9,983
    637417AH9 NATIONAL RETAIL PROP 5,123 5,272
    637417AK2 NATIONAL RETAIL PROP 4,980 5,103
    64110LAL0 NETFLIX INC 5.875% 0 12,396 13,230
    65339KAG5 NEXTERA ENERGY CAPIT 4,752 5,196
    65409QBA9 NIELSEN FINANCE LLC/ 27,178 27,064
    65473QBE2 NISOURCE FINANCE COR 15,256 15,509
    65478HAD0 NISSAN AUTO RECEIVAB 47,225 47,984
    654902AE5 NOKIA OYJ 4.375% 06/ 27,232 27,709
    666807BA9 NORTHCORP GRUMMAN CO 5,625 5,010
    670346AM7 NUCOR CORP 4.000% 08 5,226 5,295
    67077MAC2 NUTRIEN LTD 3.625% 0 9,911 10,369
    67077MAL2 NUTRIEN LTD 3.375% 0 4,846 5,123
    674599BY0 OCCIDENTAL PETROLEUM 5,175 5,113
    681919BA3 OMNICOM GROUP INC 3. 5,154 5,229
    686330AJ0 ORIX CORP 3.700% 07/ 9,821 10,514
    693475AP0 PNC FINANCIAL SERVIC 20,860 21,048
    69370CAA8 PTC INC 6.000% 05/15 33,054 32,473
    71654QAW2 PETROLEOS MEXICANOS 11,200 10,125
    720186AL9 PIEDMONT NAT GAS CO 9,975 10,458
    73179PAK2 POLYONE CORP 5.250% 26,244 26,375
    74251VAE2 PRINCIPAL FINANCIAL 10,030 10,208
    74432QBM6 PRUDENTIAL FINANCIAL 5,738 5,148
    744448CD1 PUBLIC SERVICE COLOR 4,980 5,034
    745867AW1 PULTEGROUP INC 5.500 14,065 14,040
    747525AU7 QUALCOMM INC 3.250% 9,953 10,196
    74834LAP5 QUEST DIAGNOSTIC INC 5,271 5,059
    750236AU5 RADIAN GROUP INC 4.5 38,505 38,923
    75281AAS8 RANGE RESOURCES CORP 26,046 23,693
    756109AQ7 REALTY INCOME CORP 3 9,896 10,601
    7591EPAP5 REGIONS FINL CORP SR 10,292 10,458
    760759AP5 REPUBLIC SERVICES IN 5,983 6,190
    761713BG0 REYNOLDS AMERICAN IN 10,638 10,598
    761735AP4 REYNOLDS GRP ISS/REY 10,752 10,687
    774341AK7 ROCKWELL COLLINS INC 10,148 10,430
    776743AD8 ROPER TECHNOLOGIES I 10,304 10,438
    78454LAL4 SM ENERGY CO 5.625% 24,968 23,660
    80284MAF7 SANTANDER DRIVE AUTO 1,555 1,552
    80285GAD4 SANTANDER DRIVE AUTO 24,938 25,029
    80285TAE4 SANTANDER DRIVE AUTO 33,734 34,050
    810186AP1 SCOTTS MIRACLE-GRO C 13,774 13,195
    81618TAB6 SELECT INCOME REIT 3 10,028 10,032
    81721MAM1 SENIOR HOUSING PROPE 4,916 4,853
    817565CB8 SERVICE CORP INTL 5. 28,309 27,776
    82481LAC3 SHIRE ACQ INV IRELAN 5,037 5,047
    845467AL3 SOUTHWESTERN ENERGY 25,735 23,790
    84762LAU9 SPECTRUM BRANDS INC 20,026 19,736
    85172FAM1 SPRINGLEAF FINANCE C 22,128 24,090
    85172FAN9 SPRINGLEAF FINANCE C 28,728 29,506
    857477AZ6 STATE STREET CORP VA 14,545 15,157
    858119BD1 STEEL DYNAMICS INC 5 13,756 13,471
    858119BH2 STEEL DYNAMICS INC 4 9,770 9,950
    86614WAD8 SUMMIT MID HLDS LLC 13,290 11,375
    86765LAL1 SUNOCO LP/FINANCE CO 21,168 21,866
    86787EBC0 SUNTRUST BK SR NTS 3 9,997 10,312
    87243QAB2 TENET HEALTHCARE COR 19,465 19,594
    87264AAN5 T-MOBILE USA INC 6.3 57,609 56,079
    87299ATH7 CB T-MOBILE USA INC    
    87612BAM4 TARGA RESOURCES PART 27,580 27,374
    87927VAV0 TELECOM ITALIA CAPIT 14,017 12,403
    879369AE6 TELEFLEX INC 4.875% 19,847 19,713
    87938WAM5 TELEFONICA EMISIONES 5,625 5,102
    88023UAG6 TEMPUR SEALY INTL IN 27,763 28,013
    88033GBY5 TENET HEALTHCARE COR 31,173 31,426
    883556BR2 THERMO FISHER SCIENT 14,573 15,100
    88947EAK6 TOLL BROS FINANCE CO 8,557 8,500
    89114QBG2 TORONTO-DOMINION BAN 2,995 2,996
    893526BY8 TRANSCANADA PIPELINE 7,585 5,525
    893526DM2 TRANS-CANADA PIPELIN 9,796 9,999
    893647AW7 TRANSDIGM INC 6.000% 13,393 13,130
    89376VAA8 TRANSMONTAIGE PARTNE 8,096 7,700
    893830BB4 TRANSOCEAN INC 7 1/8 11,530 11,564
    90265EAL4 UDR INC MTN 2.950% 0 4,938 4,969
    909218AB5 UNIT CORP 6 5/8% MAY 22,145 19,800
    910047AK5 UTD CONTL HLDGS 4.87 21,963 22,550
    911308AA2 UNITED PARCEL SERVIC 12,925 10,450
    911365BD5 UNITED RENTALS NORTH 23,319 22,908
    911365BF0 UNITED RENTALS NORTH 32,584 33,680
    9128282A7 US TREAS 1.5% 08/15/ 72,820 73,043
    9128284N7 US TREAS 2.875% 05/1 168,984 182,430
    9128285M8 US TREAS 3.125% 11/1 124,434 131,550
    9128286B1 US TREAS 2.625% 02/1 139,705 147,552
    912828D56 US TREAS 2.375% 08/1 233,966 231,460
    912828G38 US TREAS 2.25% 11/15 61,017 61,369
    912828K74 US TREAS 2% 08/15/25 189,028 191,721
    912828LY4 US TREAS 3.375% 11/1 223,149 226,010
    912828MP2 US TREAS 3.625% 02/1 106,658 100,937
    912828ND8 US TREAS 3.5% 05/15/ 109,477 101,277
    912828P46 US TREAS 1.625% 02/1 98,465 98,480
    912828R36 US TREAS 1.625% 05/1 220,236 221,299
    912828RC6 US TREAS 2.125% 08/1 267,205 266,945
    912828V98 US TREAS 2.25% 02/15 99,895 102,414
    912828VB3 US TREAS 1.75% 05/15 62,796 65,012
    912833LQ1 U S A TREAS STRIP IN 23,051 22,987
    912833LV0 U S A TREAS INT PMT 62,696 62,609
    912920AC9 U S WEST COMMUNICATI 12,968 12,979
    91324PBM3 UNITEDHEALTH GROUP I 10,921 10,160
    91324PBT8 UNITEDHEALTH GROUP I 5,232 5,117
    92276MAZ8 VENTAS REALTY LP/CAP 5,050 5,112
    92340LAA7 VEREIT OPERATING PAR 10,565 10,810
    92343EAH5 VERISIGN INC 5.250% 19,056 19,215
    92553PAX0 VIACOM INC 3.875% 04 3,968 4,166
    92553PBD3 VIACOM INC VAR RT 02 13,324 13,267
    92658TAQ1 VIDEOTRON LTEE 5% JU 13,751 13,618
    927804FQ2 VIRGINIA ELEC & POWE 998 1,041
    929089AD2 VOYA FINANCIAL INC 3 4,933 5,081
    942683AF0 ACTAVIS INC 3.250% 1 10,024 10,163
    94946TAC0 WELLCARE HEALTH PLAN 28,281 28,148
    94974BFJ4 WELLS FARGO & COMPAN 25,443 25,684
    949779AC6 WELLS FARGO MTG BACK 969 1,009
    95040QAD6 WELLTOWER INC 4.250% 4,998 5,344
    95081QAM6 WESCO DISTRIBUTION I 13,150 13,325
    958102AM7 WESTERN DIGITAL CORP 18,135 17,659
    959802AU3 WESTERN UNION CO/THE 9,957 10,257
    981464GC8 WORLD FINANCIAL NETW 24,997 24,980
    981464GH7 WORLD FINANCIAL NETW 54,108 55,064
    98162CAD3 WORLD OMNI AUTOMOBIL 25,998 26,417
    98162KAC7 WORLD OMNI AUTOMOBIL 22,896 22,882
    98212BAH6 WPX ENERGY INC SR NT 18,103 18,630
    984121CQ4 XEROX CORPORATION 3. 20,424 22,394

    TY 2018 InvestmentsCorpStockSchedule
    Name:
    DORA ROBERTS FOUNDATION - FI XXXXX4008
    EIN:
    75-6013899
    Name of Stock End of Year Book Value End of Year Fair Market Value
    375204 ABB LTD-SPON ADR 61,675 46,870
    1744101 AMN HEALTHCARE SERVICE 26,269 33,906
    8492100 AGREE REALTY CORP 14,405 17,614
    18805101 ALLIANZ SE-SPON ADR 61,372 62,488
    30506109 AMERICAN WOODMARK COR 28,906 25,978
    35290105 ANIXTER INTERNATIONAL 20,547 17,913
    46353108 ASTRAZENECA PLC-SPONS 34,255 40,661
    57665200 BALCHEM CORP 23,159 27,492
    67806109 BARNES GROUP INC 27,355 23,945
    89302103 BIG LOTS INC 21,102 15,020
    96813209 BOC HONG KONG HLDS-SP 32,915 27,440
    110448107 BRITISH AMERICAN TOB 51,617 27,722
    126501105 CTS CORP 18,247 14,480
    127190304 CACI INTERNATIONAL I 28,458 40,918
    128126109 CALAMP CORP 25,387 13,140
    132011107 CAMBREX CORP 18,602 19,894
    143873107 CAROLINA FINANCIAL C 26,126 21,931
    144285103 CARPENTER TECHNOLOGY 20,750 20,392
    144577103 CARRIZO OIL & GAS IN 22,183 13,277
    197236102 COLUMBIA BANKING SYS 19,652 16,281
    233825207 DAIMLER AG UNSPONSOR 41,644 32,318
    251566105 DEUTSCHE TELEKOM AG- 46,924 46,211
    256206103 DODGE & COX INTL STO 1,290,782 1,235,900
    258278100 DORMAN PRODUCTS INC 19,859 24,922
    302081104 EXLSERVICE HOLDINGS 26,354 28,105
    315911727 FIDELITY INTERNATION 3,375,257 3,122,917
    315911750 FIDELITY 500 INDEX F 5,216,902 5,496,378
    349853101 FORWARD AIR CORP 30,259 31,054
    353514102 FRANKLIN ELECTRIC CO 23,825 24,938
    387328107 GRANITE CONSTRUCTION 36,074 28,908
    391416104 GREAT WESTERN BANCOR 25,357 23,218
    404280406 HSBC HOLDINGS PLC-SP 57,645 49,462
    438128308 HONDA MOTOR CO LTD-S 30,403 25,194
    450737101 IBERDROLA SA-SPONSOR 57,994 71,848
    451107106 IDACORP INC 29,834 32,640
    457985208 INTEGRA LIFESCIENCES 28,147 33,510
    464287655 ISHARES RUSSELL 2000 1,080,443 1,162,518
    464288182 ISHARES MSCI ALL COU 1,783,463 1,692,268
    493732101 KFORCE INC 14,652 21,580
    502175102 LTC PROPERTIES INC 24,398 23,972
    505336107 LA-Z-BOY INC 12,886 14,564
    537008104 LITTELFUSE INC 19,576 18,752
    539439109 LLOYDS BANKING GROUP 40,731 28,116
    553573106 MSG NETWORK INC USD0 13,475 16,074
    553777103 MTS SYSTEMS CORP 27,141 30,845
    566324109 MARCUS & MILLICHAP I 22,046 23,909
    576485205 MATADOR RESOURCES CO 30,508 22,922
    587376104 MERCANTILE BANK CORP 17,118 15,414
    591520200 METHODE ELECTRONICS 26,434 17,256
    624580106 MOVADO GROUP INC 18,462 15,525
    626188106 MUENCHENER RUECK-UNS 49,436 55,464
    629334103 NN GROUP NV - UNSPON 55,077 52,178
    641069406 NESTLE SA-SPONS ADR 63,314 78,067
    654624105 NIPPON TELEGRAPH & T 56,109 54,632
    680033107 OLD NATIONAL BANCORP 25,992 23,641
    686331109 ORKLA ASA-SPON ADR 10,554 9,404
    701769408 PARNASSUS CORE EQUIT 2,452,426 2,572,198
    771195104 ROCHE HOLDINGS LTD-S 54,697 65,813
    780259107 ROYAL DUTCH SHELL-SP 50,188 50,620
    816300107 SELECTIVE INSURANCE 37,096 46,806
    826197501 SIEMENS AG-SPONS ADR 67,853 55,484
    840441109 SOUTH STATE CORP 25,780 27,626
    853666105 STANDARD MOTOR PRODS 21,137 19,496
    860630102 STIFEL FINANCIAL COR 31,982 35,436
    864159108 STURM RUGER & CO INC 13,189 14,110
    871237103 SYKES ENTERPRISES IN 21,369 20,265
    902788108 UMB FINANCIAL CORP 16,519 14,810
    904784709 UNILEVER N V -NY SHA 55,816 58,595
    909907107 UNITED BANKSHARES IN 32,301 33,381
    911271302 UNITED OVERSEAS BANK 56,166 59,563
    913259107 UNITIL CORP 12,833 15,571
    915436109 UPM-KYMMENE OYJ-SPON 44,904 46,985
    922908629 VANGUARD MID-CAP ETF 1,680,964 1,855,476
    923725105 VERMILION ENERGY INC 22,875 14,125
    989825104 ZURICH INSURANCE GRO 57,967 66,215
    46090E103 INVESCO QQQ TR UNITS 1,432,234 1,616,235
    00171C304 AMG MG FAIRPT MC-Z 1,057,948 952,292
    00215W100 ASE TECHNOLOGY HOLDI 46,629 37,375
    03475V101 ANGIODYNAMICS INC 18,145 16,126
    04911A107 ATLANTIC UNION BANKS 30,559 31,797
    05523R107 BAE SYSTEMS PLC -SPO 60,050 47,884
    05534B760 BCE INC 44,619 44,116
    05565A202 BNP PARIBAS-ADR 55,582 40,256
    08160H101 BENCHMARK ELECTRONIC 19,681 17,584
    13123X102 CALLON PETROLEUM CO 29,871 17,958
    14042Y601 CAPITAL GR NON US EQ 762,279 787,464
    16941R108 CHINA PETROLEUM & CH 35,108 27,621
    25243Q205 DIAGEO PLC-SPONSORED 44,105 56,004
    27616P103 EASTERLY GOVERNMENT 30,656 28,578
    29286D105 ENGIE 32,674 30,009
    36237H101 G-III APPAREL GROUP 21,196 16,917
    37733W105 GLAXOSMITHKLINE PLC- 44,827 49,025
    45262P102 IMPERIAL BRANDS PLC- 62,561 37,766
    46429B598 ISHARES MSCI INDIA E 1,649,651 1,668,772
    46429B671 ISHARES MSCI CHINA E 1,657,884 1,533,810
    46434G103 ISHARES CORE MSCI EM 2,455,587 2,476,322
    46434G822 ISHARES INC MSCI JAP 946,150 978,565
    48129C603 JPM US L/C CORE PL F 1,565,084 2,226,219
    50187A107 LHC GROUP INC 15,274 38,266
    55315J102 MMC NORILSK NICKEL P 35,639 42,922
    56501R106 MANULIFE FINANCIAL C 38,893 34,724
    58506Q109 MEDPACE HOLDINGS INC 13,933 14,720
    59410T106 MICHELIN (CGDE)-UNSP 58,581 53,109
    63935N107 NAVIGANT CONSULTING 20,887 26,831
    65336K103 NEXSTAR MEDIA GROUP, 20,608 32,623
    66987V109 NOVARTIS AG-SPONSORE 61,834 76,244
    68213N109 OMNICELL INC 15,728 28,734
    69318J100 PC CONNECTION INC 12,741 16,406
    74160Q301 PRIMECAP ODYSSEY STO 1,327,683 2,527,643
    80105N105 SANOFI-ADR 31,479 29,856
    81725T100 SENSIENT TECHNOLOGIE 27,464 26,747
    82706C108 SILICON MOTION TECHN 19,044 17,752
    83238P203 SMITHS GROUP PLC- SP 22,091 20,754
    83272W106 SMURFIT KAPPA GROUP 44,247 42,827
    83546A203 SONIC HEALTHCARE LTD 49,327 55,451
    87936R106 TELEFONICA BRASIL-AD 32,905 27,537
    88162G103 TETRA TECH INC 25,026 39,275
    92189F106 VANECK VECTORS GOLD 767,282 944,851
    92204A405 VANGUARD FINANCIALS 729,487 753,037
    92214X106 VAREX IMAGING CORP 16,731 13,976
    F92124100 TOTAL SA-SPON ADR 51,722 51,048
    G037AX101 AMBARELLA INC 21,026 16,549
    G0464B107 ARGO GROUP INTERNATI 19,032 25,547
    H42097107 UBS GROUP AG-REG 37,890 26,544

    TY 2018 InvestmentsOtherSchedule2
    Name:
    DORA ROBERTS FOUNDATION - FI XXXXX4008
    EIN:
    75-6013899
    Category/ Item Listed at Cost or FMV Book Value End of Year Fair Market Value
    36582922 AREA EF IV PRIVATE IN AT COST 392,770 655,301
    238568919 RIDGE SELECT: PRIVAT AT COST 694,000 709,310
    290809185 CSFR PRIVATE INVESTO AT COST   360
    345162929 AP VIII (APAX) PRIVA AT COST 47,395 649,355
    464285105 ISHARES GOLD TRUST AT COST 1,410,290 1,543,523
    484981964 GSO PRIVATE INVESTOR AT COST 146,858 251,079
    532458916 YORK EUROPEAN OPPORT AT COST 1,873,000 1,853,461
    651912933 NEWBROOK CAPITAL OFF AT COST 850,000 890,923
    827994922 SILVER LAKE PARTNERS AT COST 485,906 1,372,637
    976491910 THE WINTON FUND LIMI AT COST 1,024,631 1,019,825
    4225629A8 BLACKSTONE REAL ESTA AT COST   684,345
    8M9122924 POLAR LONG/SHORT FUN AT COST 850,000 908,274
    HFFRTALT5 FORT GLOBAL OFFSHORE AT COST 1,000,000 1,095,162
    HFLCPBFP8 LAKEWOOD CAPITAL OFF AT COST 750,000 740,174
    HFMRNALE6 MARINER ATLANTIC, LT AT COST 694,000 703,414
    HFNWMARL3 EMERGING MARKET CURR AT COST 1,000,000 1,055,269
    HFVARARG8 VARDE CREDIT PARTNER AT COST 1,873,000 1,842,535

    TY 2018 OtherAssetsSchedule
    Name:
    DORA ROBERTS FOUNDATION - FI XXXXX4008
    EIN:
    75-6013899
    Description Beginning of Year - Book Value End of Year - Book Value End of Year - Fair Market Value
    XXX-XX-XXXX W&NW RR CO SVY GLASS   1 1
    XXX-XX-XXXX SEC 128 W&NW HOWARD   1 1
    XXX-XX-XXXX SEC 156 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 156 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 156 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 157 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 157 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 128 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 128 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 137 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 137 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 137 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 137 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 137 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 136 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 136 W&NW SVY HOW   1 1
    XXX-XX-XXXX SEC 793 JH GIBSON YO   1 1
    XXX-XX-XXXX SEC 771 JH GIBSONYOA   1 1
    XXX-XX-XXXX T&P RR CO SVY HOWARD   1 1
    OIL &GAS   0 5,297,257


    TY 2018 OtherDecreasesSchedule
    Name:
    DORA ROBERTS FOUNDATION - FI XXXXX4008
    EIN:
    75-6013899
    Description Amount
    COST BASIS ADJUSTMENT 59,156
    2018 TRANSACTION POSTED IN 2019 1,780
    ROUNDING 3


    TY 2018 OtherExpensesSchedule
    Name:
    DORA ROBERTS FOUNDATION - FI XXXXX4008
    EIN:
    75-6013899
    Description Revenue and Expenses per Books Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    UIT EXPENSES 1,516 1,516   0
    MINERAL INT - PRODUCTION TAX 82,010 82,010   0
    MINERAL INT - AD VALOREM TAX 98,580 98,580   0
    ROYALTY OTHER EXPENSES 5,347 5,347   0
    OTHER EXPENSES 2,215 2,215   0


    TY 2018 OtherIncomeSchedule2
    Name:
    DORA ROBERTS FOUNDATION - FI XXXXX4008
    EIN:
    75-6013899
    Description Revenue And Expenses Per Books Net Investment Income Adjusted Net Income
    ROYALTY INCOME 1,951,695 1,951,695  


    TY 2018 OtherIncreasesSchedule
    Name:
    DORA ROBERTS FOUNDATION - FI XXXXX4008
    EIN:
    75-6013899
    Description Amount
    PRIOR YEAR FEE REVERSAL 3,838
    2017 TRANSACTION POSTED IN 2018 1,510
    UIT EXPENSE - IR ADJUSTMENT 1,516
    COST BASIS ADJUSTMENT 887


    TY 2018 OtherProfessionalFeesSchedule
    Name:
    DORA ROBERTS FOUNDATION - FI XXXXX4008
    EIN:
    75-6013899
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    INVESTMNT MNGMNT FEES (NON-DED 92,309 92,309    


    TY 2018 TaxesSchedule
    Name:
    DORA ROBERTS FOUNDATION - FI XXXXX4008
    EIN:
    75-6013899
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    FOREIGN TAXES 12,287 12,287   0
    FOREIGN TAXES ON QUALIFIED FOR 30,138 30,138   0
    FOREIGN TAXES ON NONQUALIFIED 5,531 5,531   0