2021-02-12T11:00:10-06:00 2020-09-30 861065772 DELOITTE TAX LLP 180 EAST BROAD ST 14TH FLOOR COLUMBUS OH 432153611 990PF 2019-10-01 136309307 UA FOR HELENE FULD HEALTH TRUST 10-205620 FULD 7168415471 1 WEST 39TH STREET 5TH FLR NEW YORK NY 10018 FOR HSBC BANK USA VP 7168415471 2021-02-11 true KELLY NEUGEBAUER P01285591 3124869399 2021-02-11 2019 2022-09-23 18:48:47Z X 165385215 X 2702913 2624464 8973482 48229242 8973482 0 11676395 11597946 885163 708130 177033 0 0 0 0 0 0 0 0 258337 30337 0 0 0 0 0 0 0 1143500 738467 0 177033 7650000 7650000 8793500 738467 0 7827033 2882895 10859479 0 934380 1791000 1791000 0 0 0 11412453 10472357 10916141 49494302 49611128 90449845 41943894 44727765 62228229 103785029 106602250 165385215 0 X 103785029 106602250 103785029 106602250 103785029 106602250 103785029 2882895 0 106667924 65674 106602250 263. ABBOTT LABS 2020-06-11 2020-06-18 23980 23506 474 474 499. ABBVIE INC 2020-06-11 2020-06-18 47968 47187 781 781 299. ADOBE SYS INC 2014-04-11 2020-06-18 125172 18212 106960 106960 81. ALPHABET INC CL C 2011-03-24 2020-06-18 116192 23778 92414 92414 86. ALPHABET INC CL A 2011-03-24 2020-06-18 123360 25249 98111 98111 568. AMAZON COM INC 2020-01-02 1062463 193656 868807 868807 73. AMAZON COM INC 2012-11-08 2020-06-18 193460 16620 176840 176840 769. AMERICAN EXPRESS CO 2020-02-28 2020-06-18 78667 83631 -4964 -4964 17072. AMERICAN WATER WORKS CO INC 2020-01-02 2055815 1447742 608073 608073 6138. AMERIPRISE FINANCIAL INC. 2017-07-14 2020-01-27 1000100 827522 172578 172578 2856. APPLE COMPUTER INC 2020-01-02 848910 64012 784898 784898 595. APPLE COMPUTER INC 2006-06-27 2020-06-18 209295 4905 204390 204390 1208. APPLIED MATLS INC 2020-02-10 2020-06-18 72974 75798 -2824 -2824 20076. APPLIED MATLS INC 2020-09-01 1238431 1257128 -18697 -18697 939. BALL CORP 2020-06-05 2020-06-18 66029 71260 -5231 -5231 26384. BANK AMER CORP 2017-05-04 2020-04-13 630627 631833 -1206 -1206 249. BECTON DICKINSON & CO 2020-02-11 2020-06-18 58962 63410 -4448 -4448 143. BLACKROCK INC 2020-02-24 2020-06-18 79443 76410 3033 3033 473000. BLACKROCK INC DTD 12/10/2009 5.000% MTY 12/10/2019 2019-12-10 473000 510488 -37488 -37488 1629. BLACKSTONE GROUP INC ( THE ) CL A COM 2019-06-06 2020-06-18 93942 65698 28244 28244 2834. BOEING CO 2020-03-26 514291 818973 -304682 -304682 790. BOEING CO 2019-03-26 2020-03-26 143363 292697 -149334 -149334 1465. BOEING CO 2020-03-17 2020-04-27 187468 161103 26365 26365 939. BOEING CO 2017-10-12 2020-04-27 120159 246086 -125927 -125927 2995. BOEING CO 2020-03-17 2020-04-29 421636 329354 92282 92282 1112. BRISTOL MYERS SQUIBB CO 2020-02-06 2020-06-18 62004 75005 -13001 -13001 176. BROADCOM INC 2017-10-31 2020-06-18 55789 46619 9170 9170 350. CME GROUP INC. 2014-01-23 2020-06-18 61958 26444 35514 35514 580000. STATE OF CALIFORNIA DTD 10/15/2009 6.200% MTY 10/01/2019 2019-10-01 580000 681881 -101881 -101881 3246. CATERPILLAR INC 2019-05-03 2019-11-01 462221 443916 18305 18305 5864. CATERPILLAR INC 2020-02-03 773719 773620 99 99 1947. CHEVRONTEXACO CORP 2017-06-15 2020-04-13 166028 207427 -41399 -41399 2719. CHEVRONTEXACO CORP 2019-05-09 2020-04-13 231859 326427 -94568 -94568 653. CHEVRONTEXACO CORP 2017-06-15 2020-06-18 60221 69568 -9347 -9347 120000. CHEVRON CORP DTD 03/03/2015 1.961% MTY 03/03/2020 2018-08-14 2020-03-03 120000 120000 30. CHIPOTLE MEXICAN GRILL INC 2020-03-23 2020-06-18 31018 17459 13559 13559 2207. COMCAST CORP-CL A 2020-06-18 87064 70378 16686 16686 1000. CONOCOPHILLIPS 2020-01-02 2020-06-18 44454 65297 -20843 -20843 16611. CONOCOPHILLIPS 2020-09-29 551307 1011582 -460275 -460275 415. CONSTELLATION BRANDS INC CL A 2018-09-20 2020-06-18 75794 89984 -14190 -14190 637. DANAHER CORP 2008-02-14 2020-06-18 112655 18073 94582 94582 196.091 DELAWARE EMERGING MARKETS FUND 2016-10-12 2020-06-18 3734 3049 685 685 31.909 DELAWARE EMERGING MARKETS FUND 2019-12-19 2020-06-18 608 656 -48 -48 135000. DELAWARE ST SER BUILD AMERICA BONDS DTD 10/22/2009 5.600% MTY 2013-04-25 2019-10-01 135000 135000 376. DISNEY WALT CO 2012-05-17 2020-06-18 44134 16879 27255 27255 455. DOLLAR GENERAL CORP 2019-11-25 2020-06-18 87237 72925 14312 14312 179. EQUINIX INC REIT 2019-06-04 2020-06-18 123684 85093 38591 38591 477. FACEBOOK INC-A 2019-11-01 2020-06-18 112083 91938 20145 20145 42722.5008 FHLMC GOLD POOL #G01740 5.5% 12/1/34 DTD 11/1/2004 5.50% 12 2005-07-28 2019-10-15 684 690 -6 -6 41843.0833 FHLMC GOLD POOL #G01740 5.5% 12/1/34 DTD 11/1/2004 5.50% 12 2005-07-28 2019-11-15 879 887 -8 -8 41287.6884 FHLMC GOLD POOL #G01740 5.5% 12/1/34 DTD 11/1/2004 5.50% 12 2005-07-28 2019-12-16 555 560 -5 -5 40672.1829 FHLMC GOLD POOL #G01740 5.5% 12/1/34 DTD 11/1/2004 5.50% 12 2005-07-28 2020-01-15 616 621 -5 -5 40072.9742 FHLMC GOLD POOL #G01740 5.5% 12/1/34 DTD 11/1/2004 5.50% 12 2005-07-28 2020-02-18 599 605 -6 -6 39431.6322 FHLMC GOLD POOL #G01740 5.5% 12/1/34 DTD 11/1/2004 5.50% 12 2005-07-28 2020-03-16 641 647 -6 -6 38755.9077 FHLMC GOLD POOL #G01740 5.5% 12/1/34 DTD 11/1/2004 5.50% 12 2005-07-28 2020-04-15 676 682 -6 -6 38190.684 FHLMC GOLD POOL #G01740 5.5% 12/1/34 DTD 11/1/2004 5.50% 12/ 2005-07-28 2020-05-15 565 570 -5 -5 37667.4492 FHLMC GOLD POOL #G01740 5.5% 12/1/34 DTD 11/1/2004 5.50% 12 2005-07-28 2020-06-15 523 528 -5 -5 36925.9952 FHLMC GOLD POOL #G01740 5.5% 12/1/34 DTD 11/1/2004 5.50% 12 2005-07-28 2020-07-15 741 748 -7 -7 36264.5078 FHLMC GOLD POOL #G01740 5.5% 12/1/34 DTD 11/1/2004 5.50% 12 2005-07-28 2020-08-17 661 667 -6 -6 35568.2767 FHLMC GOLD POOL #G01740 5.5% 12/1/34 DTD 11/1/2004 5.50% 12 2005-07-28 2020-09-15 696 702 -6 -6 5068.9367 FHLMC GOLD POOL G01317 7.00% 10/1/31 2002-02-04 2019-10-15 228 234 -6 -6 4995.1027 FHLMC GOLD POOL G01317 7.00% 10/1/31 2002-02-04 2019-11-15 74 76 -2 -2 4670.6612 FHLMC GOLD POOL G01317 7.00% 10/1/31 2002-02-04 2019-12-16 324 333 -9 -9 4603.0423 FHLMC GOLD POOL G01317 7.00% 10/1/31 2002-02-04 2020-01-15 68 69 -1 -1 4553.3895 FHLMC GOLD POOL G01317 7.00% 10/1/31 2002-02-04 2020-02-18 50 51 -1 -1 4490.9668 FHLMC GOLD POOL G01317 7.00% 10/1/31 2002-02-04 2020-03-16 62 64 -2 -2 4433.8423 FHLMC GOLD POOL G01317 7.00% 10/1/31 2002-02-04 2020-04-15 57 59 -2 -2 4393.563 FHLMC GOLD POOL G01317 7.00% 10/1/31 2002-02-04 2020-05-15 40 41 -1 -1 4282.0309 FHLMC GOLD POOL G01317 7.00% 10/1/31 2002-02-04 2020-06-15 112 114 -2 -2 4238.1177 FHLMC GOLD POOL G01317 7.00% 10/1/31 2002-02-04 2020-07-15 44 45 -1 -1 4184.3894 FHLMC GOLD POOL G01317 7.00% 10/1/31 2002-02-04 2020-08-17 54 55 -1 -1 4118.163 FHLMC GOLD POOL G01317 7.00% 10/1/31 2002-02-04 2020-09-15 66 68 -2 -2 38039.4992 FHLMC GOLD POOL #G01858 5% 7/1/2034 DTD 7/1/2005 5.00% 7/1/ 2005-07-22 2019-10-15 361 357 4 4 37706.6395 FHLMC GOLD POOL #G01858 5% 7/1/2034 DTD 7/1/2005 5.00% 7/1/ 2005-07-22 2019-11-15 333 329 4 4 37168.1607 FHLMC GOLD POOL #G01858 5% 7/1/2034 DTD 7/1/2005 5.00% 7/1/ 2005-07-22 2019-12-16 538 533 5 5 36985.9601 FHLMC GOLD POOL #G01858 5% 7/1/2034 DTD 7/1/2005 5.00% 7/1/ 2005-07-22 2020-01-15 182 180 2 2 36690.6551 FHLMC GOLD POOL #G01858 5% 7/1/2034 DTD 7/1/2005 5.00% 7/1/ 2005-07-22 2020-02-18 295 292 3 3 36476.3332 FHLMC GOLD POOL #G01858 5% 7/1/2034 DTD 7/1/2005 5.00% 7/1/ 2005-07-22 2020-03-16 214 212 2 2 35614.8182 FHLMC GOLD POOL #G01858 5% 7/1/2034 DTD 7/1/2005 5.00% 7/1/ 2005-07-22 2020-04-15 862 853 9 9 35306.6523 FHLMC GOLD POOL #G01858 5% 7/1/2034 DTD 7/1/2005 5.00% 7/1/ 2005-07-22 2020-05-15 308 305 3 3 34989.1267 FHLMC GOLD POOL #G01858 5% 7/1/2034 DTD 7/1/2005 5.00% 7/1/ 2005-07-22 2020-06-15 318 314 4 4 34269.8385 FHLMC GOLD POOL #G01858 5% 7/1/2034 DTD 7/1/2005 5.00% 7/1/ 2005-07-22 2020-07-15 719 712 7 7 33592.433 FHLMC GOLD POOL #G01858 5% 7/1/2034 DTD 7/1/2005 5.00% 7/1/2 2005-07-22 2020-08-17 677 670 7 7 33237.7161 FHLMC GOLD POOL #G01858 5% 7/1/2034 DTD 7/1/2005 5.00% 7/1/ 2005-07-22 2020-09-15 355 351 4 4 2213.055 FHLMC GOLD #C00368 8.500% 10/01/24 2019-10-15 18 18 1088.7638 FHLMC GOLD #C00368 8.500% 10/01/24 1996-05-08 2019-11-15 18 18 2141.8288 FHLMC GOLD #C00368 8.500% 10/01/24 2019-12-16 18 18 2040.959 FHLMC GOLD #C00368 8.500% 10/01/24 2020-01-15 50 52 -2 -2 1003.2369 FHLMC GOLD #C00368 8.500% 10/01/24 1996-05-08 2020-02-18 17 18 -1 -1 985.9151 FHLMC GOLD #C00368 8.500% 10/01/24 1996-05-08 2020-03-16 17 18 -1 -1 968.4284 FHLMC GOLD #C00368 8.500% 10/01/24 1996-05-08 2020-04-15 17 18 -1 -1 950.6845 FHLMC GOLD #C00368 8.500% 10/01/24 1996-05-08 2020-05-15 18 18 1865.802 FHLMC GOLD #C00368 8.500% 10/01/24 2020-06-15 18 18 1810.631 FHLMC GOLD #C00368 8.500% 10/01/24 2020-07-15 28 28 876.8461 FHLMC GOLD #C00368 8.500% 10/01/24 1996-05-08 2020-08-17 28 29 -1 -1 854.7553 FHLMC GOLD #C00368 8.500% 10/01/24 1996-05-08 2020-09-15 22 23 -1 -1 5777.3843 FHLMC GOLD #C36431 8.000% 2/01/30 2000-02-08 2019-10-15 86 86 5668.7384 FHLMC GOLD #C36431 8.000% 2/01/30 2000-02-08 2019-11-15 109 109 5581.8136 FHLMC GOLD #C36431 8.000% 2/01/30 2000-02-08 2019-12-16 87 87 5494.3268 FHLMC GOLD #C36431 8.000% 2/01/30 2000-02-08 2020-01-15 87 87 5321.7219 FHLMC GOLD #C36431 8.000% 2/01/30 2000-02-08 2020-02-18 173 173 5232.348 FHLMC GOLD #C36431 8.000% 2/01/30 2000-02-08 2020-03-16 89 89 5142.3719 FHLMC GOLD #C36431 8.000% 2/01/30 2000-02-08 2020-04-15 90 90 5029.2292 FHLMC GOLD #C36431 8.000% 2/01/30 2000-02-08 2020-05-15 113 113 4937.8076 FHLMC GOLD #C36431 8.000% 2/01/30 2000-02-08 2020-06-15 91 91 4845.7437 FHLMC GOLD #C36431 8.000% 2/01/30 2000-02-08 2020-07-15 92 92 4730.5132 FHLMC GOLD #C36431 8.000% 2/01/30 2000-02-08 2020-08-17 115 115 4636.9637 FHLMC GOLD #C36431 8.000% 2/01/30 2000-02-08 2020-09-15 94 94 4504.7116 FHLMC GOLD #C54447 7.000% 7/01/31 2001-07-12 2019-10-15 28 28 4476.4379 FHLMC GOLD #C54447 7.000% 7/01/31 2001-07-12 2019-11-15 28 29 -1 -1 4447.9816 FHLMC GOLD #C54447 7.000% 7/01/31 2001-07-12 2019-12-16 28 29 -1 -1 4419.3567 FHLMC GOLD #C54447 7.000% 7/01/31 2001-07-12 2020-01-15 29 29 4390.549 FHLMC GOLD #C54447 7.000% 7/01/31 2001-07-12 2020-02-18 29 29 4361.5587 FHLMC GOLD #C54447 7.000% 7/01/31 2001-07-12 2020-03-16 29 29 4332.3858 FHLMC GOLD #C54447 7.000% 7/01/31 2001-07-12 2020-04-15 29 30 -1 -1 4303.0441 FHLMC GOLD #C54447 7.000% 7/01/31 2001-07-12 2020-05-15 29 30 -1 -1 4273.5058 FHLMC GOLD #C54447 7.000% 7/01/31 2001-07-12 2020-06-15 30 30 4243.7847 FHLMC GOLD #C54447 7.000% 7/01/31 2001-07-12 2020-07-15 30 30 4213.881 FHLMC GOLD #C54447 7.000% 7/01/31 2001-07-12 2020-08-17 30 30 4183.7806 FHLMC GOLD #C54447 7.000% 7/01/31 2001-07-12 2020-09-15 30 31 -1 -1 241000. FEDERAL FARM CREDIT BANK DTD 07/05/2016 1.680% MTY 01/05/2022 2016-07-12 2020-03-16 241000 240783 217 217 2912.9938 FHLMC GOLD #D59354 8.500% 4/01/25 1996-05-08 2019-10-15 44 45 -1 -1 2868.994 FHLMC GOLD #D59354 8.500% 4/01/25 1996-05-08 2019-11-15 44 45 -1 -1 2824.6616 FHLMC GOLD #D59354 8.500% 4/01/25 1996-05-08 2019-12-16 44 45 -1 -1 2779.971 FHLMC GOLD #D59354 8.500% 4/01/25 1996-05-08 2020-01-15 45 46 -1 -1 2734.9479 FHLMC GOLD #D59354 8.500% 4/01/25 1996-05-08 2020-02-18 45 46 -1 -1 2689.5411 FHLMC GOLD #D59354 8.500% 4/01/25 1996-05-08 2020-03-16 45 46 -1 -1 2643.8018 FHLMC GOLD #D59354 8.500% 4/01/25 1996-05-08 2020-04-15 46 47 -1 -1 2597.7043 FHLMC GOLD #D59354 8.500% 4/01/25 1996-05-08 2020-05-15 46 47 -1 -1 2551.2486 FHLMC GOLD #D59354 8.500% 4/01/25 1996-05-08 2020-06-15 46 47 -1 -1 2504.4349 FHLMC GOLD #D59354 8.500% 4/01/25 1996-05-08 2020-07-15 47 48 -1 -1 2457.2374 FHLMC GOLD #D59354 8.500% 4/01/25 1996-05-08 2020-08-17 47 48 -1 -1 2409.6817 FHLMC GOLD #D59354 8.500% 4/01/25 1996-05-08 2020-09-15 48 49 -1 -1 481485.7605 FNR SER 17-15 CL PE DTD 2/1/2017 3.50% 4/25/2046 2017-09-01 2019-10-25 8942 9406 -464 -464 475064.3169 FNR SER 17-15 CL PE DTD 2/1/2017 3.50% 4/25/2046 2017-09-01 2019-11-25 6421 6755 -334 -334 468156.6924 FNR SER 17-15 CL PE DTD 2/1/2017 3.50% 4/25/2046 2017-09-01 2019-12-26 6908 7266 -358 -358 459344.9922 FNR SER 17-15 CL PE DTD 2/1/2017 3.50% 4/25/2046 2017-09-01 2020-01-27 8812 9269 -457 -457 452200.677 FNR SER 17-15 CL PE DTD 2/1/2017 3.50% 4/25/2046 2017-09-01 2020-02-25 7144 7515 -371 -371 445075.9716 FNR SER 17-15 CL PE DTD 2/1/2017 3.50% 4/25/2046 2017-09-01 2020-03-25 7125 7494 -369 -369 436017.1755 FNR SER 17-15 CL PE DTD 2/1/2017 3.50% 4/25/2046 2017-09-01 2020-04-27 9059 9529 -470 -470 426549.2922 FNR SER 17-15 CL PE DTD 2/1/2017 3.50% 4/25/2046 2017-09-01 2020-05-26 9468 9959 -491 -491 413185.4481 FNR SER 17-15 CL PE DTD 2/1/2017 3.50% 4/25/2046 2017-09-01 2020-06-25 13364 14057 -693 -693 399388.284 FNR SER 17-15 CL PE DTD 2/1/2017 3.50% 4/25/2046 2017-09-01 2020-07-27 13797 14513 -716 -716 386134.7709 FNR SER 17-15 CL PE DTD 2/1/2017 3.50% 4/25/2046 2017-09-01 2020-08-25 13254 13941 -687 -687 375204.6396 FNR SER 17-15 CL PE DTD 2/1/2017 3.50% 4/25/2046 2017-09-01 2020-09-25 10930 11497 -567 -567 55697.0838 FHR 3878 NH 3.000% 04/15/2041 DTD 6/1/2011 3.00% 4/15/2041 2013-06-20 2019-10-15 4433 4521 -88 -88 54875.0205 FHR 3878 NH 3.000% 04/15/2041 DTD 6/1/2011 3.00% 4/15/2041 2013-06-20 2019-11-15 822 839 -17 -17 53507.4955 FHR 3878 NH 3.000% 04/15/2041 DTD 6/1/2011 3.00% 4/15/2041 2013-06-20 2019-12-16 1368 1395 -27 -27 52495.2256 FHR 3878 NH 3.000% 04/15/2041 DTD 6/1/2011 3.00% 4/15/2041 2013-06-20 2020-01-15 1012 1033 -21 -21 50489.9259 FHR 3878 NH 3.000% 04/15/2041 DTD 6/1/2011 3.00% 4/15/2041 2013-06-20 2020-02-18 2005 2045 -40 -40 49266.9649 FHR 3878 NH 3.000% 04/15/2041 DTD 6/1/2011 3.00% 4/15/2041 2013-06-20 2020-03-16 1223 1247 -24 -24 48327.6396 FHR 3878 NH 3.000% 04/15/2041 DTD 6/1/2011 3.00% 4/15/2041 2013-06-20 2020-04-15 939 958 -19 -19 46506.8531 FHR 3878 NH 3.000% 04/15/2041 DTD 6/1/2011 3.00% 4/15/2041 2013-06-20 2020-05-15 1821 1857 -36 -36 43554.993 FHR 3878 NH 3.000% 04/15/2041 DTD 6/1/2011 3.00% 4/15/2041 2013-06-20 2020-06-15 2952 3011 -59 -59 38980.9525 FHR 3878 NH 3.000% 04/15/2041 DTD 6/1/2011 3.00% 4/15/2041 2013-06-20 2020-07-15 4574 4666 -92 -92 35372.3588 FHR 3878 NH 3.000% 04/15/2041 DTD 6/1/2011 3.00% 4/15/2041 2013-06-20 2020-08-17 3609 3681 -72 -72 33625.0388 FHR 3878 NH 3.000% 04/15/2041 DTD 6/1/2011 3.00% 4/15/2041 2013-06-20 2020-09-15 1747 1782 -35 -35 125049.024 FHR 3908 B 2.500% 06/15/2039 DTD 8/1/2011 2.50% 6/15/2039 2019-10-15 451 455 -4 -4 124038.1184 FHR 3908 B 2.500% 06/15/2039 DTD 8/1/2011 2.50% 6/15/2039 2019-11-15 253 255 -2 -2 122175.2384 FHR 3908 B 2.500% 06/15/2039 DTD 8/1/2011 2.50% 6/15/2039 2019-12-16 466 470 -4 -4 120317.9616 FHR 3908 B 2.500% 06/15/2039 DTD 8/1/2011 2.50% 6/15/2039 2020-01-15 464 469 -5 -5 118323.1168 FHR 3908 B 2.500% 06/15/2039 DTD 8/1/2011 2.50% 6/15/2039 2020-02-18 499 504 -5 -5 116486.0984 FHR 3908 B 2.500% 06/15/2039 DTD 8/1/2011 2.50% 6/15/2039 2020-03-16 459 464 -5 -5 114794.4728 FHR 3908 B 2.500% 06/15/2039 DTD 8/1/2011 2.50% 6/15/2039 2020-04-15 423 427 -4 -4 113696.6172 FHR 3908 B 2.500% 06/15/2039 DTD 8/1/2011 2.50% 6/15/2039 2020-05-15 274 277 -3 -3 111995.7276 FHR 3908 B 2.500% 06/15/2039 DTD 8/1/2011 2.50% 6/15/2039 2020-06-15 425 429 -4 -4 110796.2444 FHR 3908 B 2.500% 06/15/2039 DTD 8/1/2011 2.50% 6/15/2039 2020-07-15 300 303 -3 -3 109235.0324 FHR 3908 B 2.500% 06/15/2039 DTD 8/1/2011 2.50% 6/15/2039 2020-08-17 390 394 -4 -4 107598.0096 FHR 3908 B 2.500% 06/15/2039 DTD 8/1/2011 2.50% 6/15/2039 2020-09-15 409 413 -4 -4 230677.1026 FREDDIE MAC SER 3974 CL C DTD 12/1/2011 3.00% 1/15/2026 2019-10-15 5109 5232 -123 -123 219205.7288 FREDDIE MAC SER 3974 CL C DTD 12/1/2011 3.00% 1/15/2026 2019-11-15 5736 5873 -137 -137 209949.0258 FREDDIE MAC SER 3974 CL C DTD 12/1/2011 3.00% 1/15/2026 2019-12-16 4628 4739 -111 -111 198106.777 FREDDIE MAC SER 3974 CL C DTD 12/1/2011 3.00% 1/15/2026 2020-01-15 5921 6063 -142 -142 189266.1324 FREDDIE MAC SER 3974 CL C DTD 12/1/2011 3.00% 1/15/2026 2020-02-18 4420 4526 -106 -106 179647.7904 FREDDIE MAC SER 3974 CL C DTD 12/1/2011 3.00% 1/15/2026 2020-03-16 4809 4925 -116 -116 169573.4752 FREDDIE MAC SER 3974 CL C DTD 12/1/2011 3.00% 1/15/2026 2020-04-15 5037 5158 -121 -121 159805.7078 FREDDIE MAC SER 3974 CL C DTD 12/1/2011 3.00% 1/15/2026 2020-05-15 4884 5001 -117 -117 150387.1562 FREDDIE MAC SER 3974 CL C DTD 12/1/2011 3.00% 1/15/2026 2020-06-15 4709 4822 -113 -113 140438.7426 FREDDIE MAC SER 3974 CL C DTD 12/1/2011 3.00% 1/15/2026 2020-07-15 4974 5094 -120 -120 130141.0914 FREDDIE MAC SER 3974 CL C DTD 12/1/2011 3.00% 1/15/2026 2020-08-17 5149 5272 -123 -123 118149.5904 FREDDIE MAC SER 3974 CL C DTD 12/1/2011 3.00% 1/15/2026 2020-09-15 5996 6140 -144 -144 6296.2226 FNMA POOL #554959 7.500% 11/01/30 2000-11-07 2019-10-25 88 89 -1 -1 6207.3305 FNMA POOL #554959 7.500% 11/01/30 2000-11-07 2019-11-25 89 89 6117.776 FNMA POOL #554959 7.500% 11/01/30 2000-11-07 2019-12-26 90 90 6027.6191 FNMA POOL #554959 7.500% 11/01/30 2000-11-07 2020-01-27 90 91 -1 -1 5936.7998 FNMA POOL #554959 7.500% 11/01/30 2000-11-07 2020-02-25 91 91 5845.3181 FNMA POOL #554959 7.500% 11/01/30 2000-11-07 2020-03-25 91 92 -1 -1 5753.1738 FNMA POOL #554959 7.500% 11/01/30 2000-11-07 2020-04-27 92 93 -1 -1 5660.3671 FNMA POOL #554959 7.500% 11/01/30 2000-11-07 2020-05-26 93 93 11133.7958 FNMA POOL #554959 7.500% 11/01/30 2020-06-25 93 94 -1 -1 5472.7662 FNMA POOL #554959 7.500% 11/01/30 2000-11-07 2020-07-27 94 95 -1 -1 5377.9721 FNMA POOL #554959 7.500% 11/01/30 2000-11-07 2020-08-25 95 95 5282.4552 FNMA POOL #554959 7.500% 11/01/30 2000-11-07 2020-09-25 96 96 4398.972 FNMA POOL #559298 7.500% 11/01/30 2000-11-03 2019-10-25 22 22 4376.6403 FNMA POOL #559298 7.500% 11/01/30 2000-11-03 2019-11-25 22 22 4354.1399 FNMA POOL #559298 7.500% 11/01/30 2000-11-03 2019-12-26 23 23 4331.4988 FNMA POOL #559298 7.500% 11/01/30 2000-11-03 2020-01-27 23 23 4308.7172 FNMA POOL #559298 7.500% 11/01/30 2000-11-03 2020-02-25 23 23 4285.7667 FNMA POOL #559298 7.500% 11/01/30 2000-11-03 2020-03-25 23 23 4262.6757 FNMA POOL #559298 7.500% 11/01/30 2000-11-03 2020-04-27 23 23 4239.4159 FNMA POOL #559298 7.500% 11/01/30 2000-11-03 2020-05-26 23 23 4215.9873 FNMA POOL #559298 7.500% 11/01/30 2000-11-03 2020-06-25 23 24 -1 -1 4192.4181 FNMA POOL #559298 7.500% 11/01/30 2000-11-03 2020-07-27 24 24 4168.6802 FNMA POOL #559298 7.500% 11/01/30 2000-11-03 2020-08-25 24 24 4144.7735 FNMA POOL #559298 7.500% 11/01/30 2000-11-03 2020-09-25 24 24 7069.616 FNMA POOL #567546 7.000% 1/01/31 2001-01-19 2019-10-25 33 33 7036.6489 FNMA POOL #567546 7.000% 1/01/31 2001-01-19 2019-11-25 33 33 7003.4568 FNMA POOL #567546 7.000% 1/01/31 2001-01-19 2019-12-26 33 33 6970.0681 FNMA POOL #567546 7.000% 1/01/31 2001-01-19 2020-01-27 33 34 -1 -1 6936.4264 FNMA POOL #567546 7.000% 1/01/31 2001-01-19 2020-02-25 34 34 6902.588 FNMA POOL #567546 7.000% 1/01/31 2001-01-19 2020-03-25 34 34 6868.5528 FNMA POOL #567546 7.000% 1/01/31 2001-01-19 2020-04-27 34 34 6834.2647 FNMA POOL #567546 7.000% 1/01/31 2001-01-19 2020-05-26 34 35 -1 -1 6799.7799 FNMA POOL #567546 7.000% 1/01/31 2001-01-19 2020-06-25 34 35 -1 -1 6765.0702 FNMA POOL #567546 7.000% 1/01/31 2001-01-19 2020-07-27 35 35 6730.1076 FNMA POOL #567546 7.000% 1/01/31 2001-01-19 2020-08-25 35 35 6694.9483 FNMA POOL #567546 7.000% 1/01/31 2001-01-19 2020-09-25 35 35 36627.5611 FNMA POOL #572693 6.500% 3/01/31 2001-03-01 2019-10-25 174 174 36452.172 FNMA POOL #572693 6.500% 3/01/31 2001-03-01 2019-11-25 175 175 36275.8193 FNMA POOL #572693 6.500% 3/01/31 2001-03-01 2019-12-26 176 176 36098.4226 FNMA POOL #572693 6.500% 3/01/31 2001-03-01 2020-01-27 177 177 35919.9819 FNMA POOL #572693 6.500% 3/01/31 2001-03-01 2020-02-25 178 178 35740.4169 FNMA POOL #572693 6.500% 3/01/31 2001-03-01 2020-03-25 180 179 1 1 35559.8883 FNMA POOL #572693 6.500% 3/01/31 2001-03-01 2020-04-27 181 180 1 1 35378.3156 FNMA POOL #572693 6.500% 3/01/31 2001-03-01 2020-05-26 182 181 1 1 35195.699 FNMA POOL #572693 6.500% 3/01/31 2001-03-01 2020-06-25 183 182 1 1 35011.9581 FNMA POOL #572693 6.500% 3/01/31 2001-03-01 2020-07-27 184 183 1 1 34827.1732 FNMA POOL #572693 6.500% 3/01/31 2001-03-01 2020-08-25 185 184 1 1 34641.264 FNMA POOL #572693 6.500% 3/01/31 2001-03-01 2020-09-25 186 185 1 1 319172.6208 FNMA PL #AI1186 4.000% 4/01/41 DTD 4/1/2011 4.00% 4/1/2041 2019-10-25 1730 1813 -83 -83 316005.3159 FNMA PL #AI1186 4.000% 4/01/41 DTD 4/1/2011 4.00% 4/1/2041 2019-11-25 1056 1107 -51 -51 311101.146 FNMA PL #AI1186 4.000% 4/01/41 DTD 4/1/2011 4.00% 4/1/2041 2019-12-26 1635 1713 -78 -78 305827.8933 FNMA PL #AI1186 4.000% 4/01/41 DTD 4/1/2011 4.00% 4/1/2041 2020-01-27 1758 1842 -84 -84 303481.0983 FNMA PL #AI1186 4.000% 4/01/41 DTD 4/1/2011 4.00% 4/1/2041 2020-02-25 782 820 -38 -38 299708.1273 FNMA PL #AI1186 4.000% 4/01/41 DTD 4/1/2011 4.00% 4/1/2041 2020-03-25 1258 1318 -60 -60 294849.7332 FNMA PL #AI1186 4.000% 4/01/41 DTD 4/1/2011 4.00% 4/1/2041 2020-04-27 1619 1697 -78 -78 289333.6821 FNMA PL #AI1186 4.000% 4/01/41 DTD 4/1/2011 4.00% 4/1/2041 2020-05-26 1839 1927 -88 -88 279921.4254 FNMA PL #AI1186 4.000% 4/01/41 DTD 4/1/2011 4.00% 4/1/2041 2020-06-25 3137 3288 -151 -151 275010.9822 FNMA PL #AI1186 4.000% 4/01/41 DTD 4/1/2011 4.00% 4/1/2041 2020-07-27 1637 1716 -79 -79 267538.857 FNMA PL #AI1186 4.000% 4/01/41 DTD 4/1/2011 4.00% 4/1/2041 2020-08-25 2491 2611 -120 -120 260038.7775 FNMA PL #AI1186 4.000% 4/01/41 DTD 4/1/2011 4.00% 4/1/2041 2020-09-25 2500 2620 -120 -120 45122.4732 FNR 2004 17 DZ DTD 3/1/2004 5.50% 4/25/2034 2017-01-19 2019-10-25 1375 1501 -126 -126 43786.1099 FNR 2004 17 DZ DTD 3/1/2004 5.50% 4/25/2034 2017-01-19 2019-11-25 1336 1458 -122 -122 42487.63 FNR 2004 17 DZ DTD 3/1/2004 5.50% 4/25/2034 2017-01-19 2019-12-26 1298 1417 -119 -119 41225.9843 FNR 2004 17 DZ DTD 3/1/2004 5.50% 4/25/2034 2017-01-19 2020-01-27 1262 1377 -115 -115 40000.1559 FNR 2004 17 DZ DTD 3/1/2004 5.50% 4/25/2034 2017-01-19 2020-02-25 1226 1338 -112 -112 38809.1516 FNR 2004 17 DZ DTD 3/1/2004 5.50% 4/25/2034 2017-01-19 2020-03-25 1191 1300 -109 -109 37652.0067 FNR 2004 17 DZ DTD 3/1/2004 5.50% 4/25/2034 2017-01-19 2020-04-27 1157 1263 -106 -106 36527.7828 FNR 2004 17 DZ DTD 3/1/2004 5.50% 4/25/2034 2017-01-19 2020-05-26 1124 1227 -103 -103 35435.5676 FNR 2004 17 DZ DTD 3/1/2004 5.50% 4/25/2034 2017-01-19 2020-06-25 1092 1192 -100 -100 34374.4724 FNR 2004 17 DZ DTD 3/1/2004 5.50% 4/25/2034 2017-01-19 2020-07-27 1061 1158 -97 -97 33343.6346 FNR 2004 17 DZ DTD 3/1/2004 5.50% 4/25/2034 2017-01-19 2020-08-25 1031 1125 -94 -94 32342.2128 FNR 2004 17 DZ DTD 3/1/2004 5.50% 4/25/2034 2017-01-19 2020-09-25 1001 1093 -92 -92 30209.525 FHR 3661 B DTD 4/1/2010 4.00% 4/15/2025 2015-07-23 2019-10-15 1137 1212 -75 -75 29475.6289 FHR 3661 B DTD 4/1/2010 4.00% 4/15/2025 2015-07-23 2019-11-15 734 782 -48 -48 27999.7681 FHR 3661 B DTD 4/1/2010 4.00% 4/15/2025 2015-07-23 2019-12-16 1476 1574 -98 -98 27311.7381 FHR 3661 B DTD 4/1/2010 4.00% 4/15/2025 2015-07-23 2020-01-15 688 734 -46 -46 26526.7774 FHR 3661 B DTD 4/1/2010 4.00% 4/15/2025 2015-07-23 2020-02-18 785 837 -52 -52 25387.5458 FHR 3661 B DTD 4/1/2010 4.00% 4/15/2025 2015-07-23 2020-03-16 1139 1215 -76 -76 24671.9036 FHR 3661 B DTD 4/1/2010 4.00% 4/15/2025 2015-07-23 2020-04-15 716 763 -47 -47 24103.4271 FHR 3661 B DTD 4/1/2010 4.00% 4/15/2025 2015-07-23 2020-05-15 568 606 -38 -38 23340.7332 FHR 3661 B DTD 4/1/2010 4.00% 4/15/2025 2015-07-23 2020-06-15 763 813 -50 -50 22462.6219 FHR 3661 B DTD 4/1/2010 4.00% 4/15/2025 2015-07-23 2020-07-15 878 936 -58 -58 21792.1864 FHR 3661 B DTD 4/1/2010 4.00% 4/15/2025 2015-07-23 2020-08-17 670 715 -45 -45 21000.0865 FHR 3661 B DTD 4/1/2010 4.00% 4/15/2025 2015-07-23 2020-09-15 792 845 -53 -53 14256.2179 FNMA PL #722985 ARM DTD 7/1/2003 2.53% 7/1/2033 2004-05-21 2019-10-25 68 67 1 1 14186.6974 FNMA PL #722985 ARM DTD 7/1/2003 2.53% 7/1/2033 2004-05-21 2019-11-25 70 69 1 1 14118.1661 FNMA PL #722985 ARM DTD 7/1/2003 2.53% 7/1/2033 2004-05-21 2019-12-26 69 68 1 1 14024.9796 FNMA PL #722985 ARM DTD 7/1/2003 2.53% 7/1/2033 2004-05-21 2020-01-27 93 92 1 1 13963.6304 FNMA PL #722985 ARM DTD 7/1/2003 2.53% 7/1/2033 2004-05-21 2020-02-25 61 61 13902.0114 FNMA PL #722985 ARM DTD 7/1/2003 2.53% 7/1/2033 2004-05-21 2020-03-25 62 61 1 1 13838.8249 FNMA PL #722985 ARM DTD 7/1/2003 2.53% 7/1/2033 2004-05-21 2020-04-27 63 62 1 1 13776.6663 FNMA PL #722985 ARM DTD 7/1/2003 2.53% 7/1/2033 2004-05-21 2020-05-26 62 61 1 1 13712.3364 FNMA PL #722985 ARM DTD 7/1/2003 2.53% 7/1/2033 2004-05-21 2020-06-25 64 64 13644.0749 FNMA PL #722985 ARM DTD 7/1/2003 2.53% 7/1/2033 2004-05-21 2020-07-27 68 68 13572.6657 FNMA PL #722985 ARM DTD 7/1/2003 2.53% 7/1/2033 2004-05-21 2020-08-25 71 71 13457.7404 FNMA PL #722985 ARM DTD 7/1/2003 2.53% 7/1/2033 2004-05-21 2020-09-25 115 114 1 1 22990.1853 FNMA PL 781560 ARM DTD 11/1/2004 0.00% 10/1/2034 2005-08-02 2019-10-25 86 86 22897.2597 FNMA PL 781560 ARM DTD 11/1/2004 0.00% 10/1/2034 2005-08-02 2019-11-25 93 92 1 1 19203.1323 FNMA PL 781560 ARM DTD 11/1/2004 0.00% 10/1/2034 2005-08-02 2019-12-26 3694 3672 22 22 19122.2736 FNMA PL 781560 ARM DTD 11/1/2004 0.00% 10/1/2034 2005-08-02 2020-01-27 81 80 1 1 19041.1349 FNMA PL 781560 ARM DTD 11/1/2004 0.00% 10/1/2034 2005-08-02 2020-02-25 81 81 18945.3404 FNMA PL 781560 ARM DTD 11/1/2004 0.00% 10/1/2034 2005-08-02 2020-03-25 96 95 1 1 18865.7139 FNMA PL 781560 ARM DTD 11/1/2004 0.00% 10/1/2034 2005-08-02 2020-04-27 80 79 1 1 18785.8447 FNMA PL 781560 ARM DTD 11/1/2004 0.00% 10/1/2034 2005-08-02 2020-05-26 80 79 1 1 18705.683 FNMA PL 781560 ARM DTD 11/1/2004 0.00% 10/1/2034 2005-08-02 2020-06-25 80 80 18620.6859 FNMA PL 781560 ARM DTD 11/1/2004 0.00% 10/1/2034 2005-08-02 2020-07-27 85 84 1 1 18539.9579 FNMA PL 781560 ARM DTD 11/1/2004 0.00% 10/1/2034 2005-08-02 2020-08-25 81 80 1 1 18454.4193 FNMA PL 781560 ARM DTD 11/1/2004 0.00% 10/1/2034 2005-08-02 2020-09-25 86 85 1 1 30167.2849 FNMA POOL #817347 6.00% 7/1/2035 DTD 7/1/2005 6.00% 7/1/203 2005-07-22 2019-10-25 93 95 -2 -2 30073.8748 FNMA POOL #817347 6.00% 7/1/2035 DTD 7/1/2005 6.00% 7/1/203 2005-07-22 2019-11-25 93 96 -3 -3 29979.9631 FNMA POOL #817347 6.00% 7/1/2035 DTD 7/1/2005 6.00% 7/1/203 2005-07-22 2019-12-26 94 96 -2 -2 29885.5416 FNMA POOL #817347 6.00% 7/1/2035 DTD 7/1/2005 6.00% 7/1/203 2005-07-22 2020-01-27 94 97 -3 -3 29790.6185 FNMA POOL #817347 6.00% 7/1/2035 DTD 7/1/2005 6.00% 7/1/203 2005-07-22 2020-02-25 95 97 -2 -2 29695.1692 FNMA POOL #817347 6.00% 7/1/2035 DTD 7/1/2005 6.00% 7/1/203 2005-07-22 2020-03-25 95 98 -3 -3 29599.2101 FNMA POOL #817347 6.00% 7/1/2035 DTD 7/1/2005 6.00% 7/1/203 2005-07-22 2020-04-27 96 98 -2 -2 29502.7247 FNMA POOL #817347 6.00% 7/1/2035 DTD 7/1/2005 6.00% 7/1/203 2005-07-22 2020-05-26 96 99 -3 -3 29405.7212 FNMA POOL #817347 6.00% 7/1/2035 DTD 7/1/2005 6.00% 7/1/203 2005-07-22 2020-06-25 97 100 -3 -3 29308.1916 FNMA POOL #817347 6.00% 7/1/2035 DTD 7/1/2005 6.00% 7/1/203 2005-07-22 2020-07-27 98 100 -2 -2 29210.1438 FNMA POOL #817347 6.00% 7/1/2035 DTD 7/1/2005 6.00% 7/1/203 2005-07-22 2020-08-25 98 101 -3 -3 29111.5534 FNMA POOL #817347 6.00% 7/1/2035 DTD 7/1/2005 6.00% 7/1/203 2005-07-22 2020-09-25 99 101 -2 -2 25615.035 FEDERATED CLOVER SMALL VALUE FUND CL IS 2015-12-21 2019-10-31 506153 580181 -74028 -74028 25214.322 FEDERATED CLOVER SMALL VALUE FUND CL IS 2015-12-21 2019-12-02 508321 571104 -62783 -62783 5277. FEDERATED CLOVER SMALL VALUE FUND CL IS 2015-12-21 2020-06-18 88390 119524 -31134 -31134 69862.1118 FNMA POOL #AB9691 2.500% 06/01/2023 DTD 5/1/2013 2.50% 6/1/ 2019-10-25 1564 1646 -82 -82 67079.8878 FNMA POOL #AB9691 2.500% 06/01/2023 DTD 5/1/2013 2.50% 6/1/ 2019-11-25 1391 1464 -73 -73 64828.9552 FNMA POOL #AB9691 2.500% 06/01/2023 DTD 5/1/2013 2.50% 6/1/ 2019-12-26 1125 1184 -59 -59 62427.844 FNMA POOL #AB9691 2.500% 06/01/2023 DTD 5/1/2013 2.50% 6/1/2 2020-01-27 1201 1263 -62 -62 59837.4194 FNMA POOL #AB9691 2.500% 06/01/2023 DTD 5/1/2013 2.50% 6/1/ 2020-02-25 1295 1363 -68 -68 57305.1726 FNMA POOL #AB9691 2.500% 06/01/2023 DTD 5/1/2013 2.50% 6/1/ 2020-03-25 1266 1332 -66 -66 55014.8924 FNMA POOL #AB9691 2.500% 06/01/2023 DTD 5/1/2013 2.50% 6/1/ 2020-04-27 1145 1205 -60 -60 52671.2956 FNMA POOL #AB9691 2.500% 06/01/2023 DTD 5/1/2013 2.50% 6/1/ 2020-05-26 1172 1233 -61 -61 50298.0814 FNMA POOL #AB9691 2.500% 06/01/2023 DTD 5/1/2013 2.50% 6/1/ 2020-06-25 1187 1249 -62 -62 47602.2724 FNMA POOL #AB9691 2.500% 06/01/2023 DTD 5/1/2013 2.50% 6/1/ 2020-07-27 1348 1418 -70 -70 45403.6164 FNMA POOL #AB9691 2.500% 06/01/2023 DTD 5/1/2013 2.50% 6/1/ 2020-08-25 1099 1157 -58 -58 42982.1106 FNMA POOL #AB9691 2.500% 06/01/2023 DTD 5/1/2013 2.50% 6/1/ 2020-09-25 1211 1274 -63 -63 477871.0152 FNMA PL #AD9132 4% 8/01/25 DTD 7/1/2010 4.00% 8/1/2025 2019-10-25 1365 1452 -87 -87 469535.8338 FNMA PL #AD9132 4% 8/01/25 DTD 7/1/2010 4.00% 8/1/2025 2019-11-25 1389 1478 -89 -89 461182.0506 FNMA PL #AD9132 4% 8/01/25 DTD 7/1/2010 4.00% 8/1/2025 2019-12-26 1392 1481 -89 -89 427535.502 FNMA PL #AD9132 4% 8/01/25 DTD 7/1/2010 4.00% 8/1/2025 2020-01-27 5608 5965 -357 -357 419302.554 FNMA PL #AD9132 4% 8/01/25 DTD 7/1/2010 4.00% 8/1/2025 2020-02-25 1372 1460 -88 -88 400468.2444 FNMA PL #AD9132 4% 8/01/25 DTD 7/1/2010 4.00% 8/1/2025 2020-03-25 3139 3339 -200 -200 393296.1438 FNMA PL #AD9132 4% 8/01/25 DTD 7/1/2010 4.00% 8/1/2025 2020-04-27 1195 1272 -77 -77 385958.253 FNMA PL #AD9132 4% 8/01/25 DTD 7/1/2010 4.00% 8/1/2025 2020-05-26 1223 1301 -78 -78 374056.1214 FNMA PL #AD9132 4% 8/01/25 DTD 7/1/2010 4.00% 8/1/2025 2020-06-25 1984 2110 -126 -126 356484.5016 FNMA PL #AD9132 4% 8/01/25 DTD 7/1/2010 4.00% 8/1/2025 2020-07-27 2929 3115 -186 -186 346938.3432 FNMA PL #AD9132 4% 8/01/25 DTD 7/1/2010 4.00% 8/1/2025 2020-08-25 1591 1693 -102 -102 338909.3052 FNMA PL #AD9132 4% 8/01/25 DTD 7/1/2010 4.00% 8/1/2025 2020-09-25 1338 1424 -86 -86 772. FISERV INC 2019-03-05 2020-06-18 79777 66247 13530 13530 889. FORTIVE CORPORATION 2016-12-16 2020-06-18 60940 48805 12135 12135 167900.0369 GNMA POOL AA8397 DTD 3/1/2013 2.50% 3/15/2028 2016-02-04 2019-10-15 2517 2602 -85 -85 163358.4094 GNMA POOL AA8397 DTD 3/1/2013 2.50% 3/15/2028 2016-02-04 2019-11-15 4542 4695 -153 -153 159772.095 GNMA POOL AA8397 DTD 3/1/2013 2.50% 3/15/2028 2016-02-04 2019-12-16 3586 3707 -121 -121 156478.8474 GNMA POOL AA8397 DTD 3/1/2013 2.50% 3/15/2028 2016-02-04 2020-01-15 3293 3404 -111 -111 153195.0672 GNMA POOL AA8397 DTD 3/1/2013 2.50% 3/15/2028 2016-02-04 2020-02-18 3284 3395 -111 -111 150904.2227 GNMA POOL AA8397 DTD 3/1/2013 2.50% 3/15/2028 2016-02-04 2020-03-16 2291 2368 -77 -77 147582.5008 GNMA POOL AA8397 DTD 3/1/2013 2.50% 3/15/2028 2016-02-04 2020-04-15 3322 3434 -112 -112 143825.7134 GNMA POOL AA8397 DTD 3/1/2013 2.50% 3/15/2028 2016-02-04 2020-05-15 3757 3884 -127 -127 138860.0237 GNMA POOL AA8397 DTD 3/1/2013 2.50% 3/15/2028 2016-02-04 2020-06-15 4966 5133 -167 -167 130611.9811 GNMA POOL AA8397 DTD 3/1/2013 2.50% 3/15/2028 2016-02-04 2020-07-15 8248 8526 -278 -278 124093.5703 GNMA POOL AA8397 DTD 3/1/2013 2.50% 3/15/2028 2016-02-04 2020-08-17 6518 6738 -220 -220 120355.4407 GNMA POOL AA8397 DTD 3/1/2013 2.50% 3/15/2028 2016-02-04 2020-09-15 3738 3864 -126 -126 38375.7004 GNMA II POOL 4453 DTD 6/1/2009 4.00% 6/20/2024 2016-03-09 2019-10-21 1702 1804 -102 -102 37442.9653 GNMA II POOL 4453 DTD 6/1/2009 4.00% 6/20/2024 2016-03-09 2019-11-20 933 989 -56 -56 36614.3332 GNMA II POOL 4453 DTD 6/1/2009 4.00% 6/20/2024 2016-03-09 2019-12-20 829 878 -49 -49 35641.5854 GNMA II POOL 4453 DTD 6/1/2009 4.00% 6/20/2024 2016-03-09 2020-01-21 973 1031 -58 -58 33781.9611 GNMA II POOL 4453 DTD 6/1/2009 4.00% 6/20/2024 2016-03-09 2020-02-20 1860 1971 -111 -111 33059.3213 GNMA II POOL 4453 DTD 6/1/2009 4.00% 6/20/2024 2016-03-09 2020-03-20 723 766 -43 -43 32302.4573 GNMA II POOL 4453 DTD 6/1/2009 4.00% 6/20/2024 2016-03-09 2020-04-20 757 802 -45 -45 31389.5511 GNMA II POOL 4453 DTD 6/1/2009 4.00% 6/20/2024 2016-03-09 2020-05-20 913 968 -55 -55 30336.2455 GNMA II POOL 4453 DTD 6/1/2009 4.00% 6/20/2024 2016-03-09 2020-06-22 1053 1117 -64 -64 29532.4634 GNMA II POOL 4453 DTD 6/1/2009 4.00% 6/20/2024 2016-03-09 2020-07-20 804 852 -48 -48 28486.9923 GNMA II POOL 4453 DTD 6/1/2009 4.00% 6/20/2024 2016-03-09 2020-08-20 1045 1108 -63 -63 27517.5485 GNMA II POOL 4453 DTD 6/1/2009 4.00% 6/20/2024 2016-03-09 2020-09-21 969 1028 -59 -59 1046.3946 GNMA POOL #343621 7.000% 6/15/23 1995-11-13 2019-10-15 46 46 1000.1043 GNMA POOL #343621 7.000% 6/15/23 1995-11-13 2019-11-15 46 46 953.5131 GNMA POOL #343621 7.000% 6/15/23 1995-11-13 2019-12-16 47 46 1 1 906.6319 GNMA POOL #343621 7.000% 6/15/23 1995-11-13 2020-01-15 47 47 1074272. GNMA POOL #343621 7.000% 6/15/23 1995-11-13 2020-02-18 907 904 3 3 2208.7146 GNMA #352193 7.500% 5/15/23 1995-08-15 2019-10-15 52 51 1 1 2156.7562 GNMA #352193 7.500% 5/15/23 1995-08-15 2019-11-15 52 52 2104.4668 GNMA #352193 7.500% 5/15/23 1995-08-15 2019-12-16 52 52 2051.8226 GNMA #352193 7.500% 5/15/23 1995-08-15 2020-01-15 53 52 1 1 1912.3131 GNMA #352193 7.500% 5/15/23 1995-08-15 2020-02-18 140 139 1 1 1863.9259 GNMA #352193 7.500% 5/15/23 1995-08-15 2020-03-16 48 48 1815.9407 GNMA #352193 7.500% 5/15/23 1995-08-15 2020-04-15 48 48 1767.648 GNMA #352193 7.500% 5/15/23 1995-08-15 2020-05-15 48 48 1719.0243 GNMA #352193 7.500% 5/15/23 1995-08-15 2020-06-15 49 48 1 1 1670.0931 GNMA #352193 7.500% 5/15/23 1995-08-15 2020-07-15 49 49 1620.8072 GNMA #352193 7.500% 5/15/23 1995-08-15 2020-08-17 49 49 1370.4044 GNMA #352193 7.500% 5/15/23 1995-08-15 2020-09-15 250 249 1 1 4318.7215 GNMA #352650 7.500% 4/15/23 1995-08-15 2019-10-15 101 100 1 1 4214.9221 GNMA #352650 7.500% 4/15/23 1995-08-15 2019-11-15 104 103 1 1 4112.6591 GNMA #352650 7.500% 4/15/23 1995-08-15 2019-12-16 102 102 4009.7112 GNMA #352650 7.500% 4/15/23 1995-08-15 2020-01-15 103 102 1 1 3906.0785 GNMA #352650 7.500% 4/15/23 1995-08-15 2020-02-18 104 103 1 1 3801.7424 GNMA #352650 7.500% 4/15/23 1995-08-15 2020-03-16 104 104 3696.7215 GNMA #352650 7.500% 4/15/23 1995-08-15 2020-04-15 105 104 1 1 3590.9972 GNMA #352650 7.500% 4/15/23 1995-08-15 2020-05-15 106 105 1 1 3484.5881 GNMA #352650 7.500% 4/15/23 1995-08-15 2020-06-15 106 106 3377.4386 GNMA #352650 7.500% 4/15/23 1995-08-15 2020-07-15 107 107 3245.0982 GNMA #352650 7.500% 4/15/23 1995-08-15 2020-08-17 132 132 3136.357 GNMA #352650 7.500% 4/15/23 1995-08-15 2020-09-15 109 108 1 1 6765.6485 GNMA POOL #371161 7.000% 10/15/23 1995-11-13 2019-10-15 123 122 1 1 6642.347 GNMA POOL #371161 7.000% 10/15/23 1995-11-13 2019-11-15 123 123 6518.2744 GNMA POOL #371161 7.000% 10/15/23 1995-11-13 2019-12-16 124 124 6393.4308 GNMA POOL #371161 7.000% 10/15/23 1995-11-13 2020-01-15 125 124 1 1 6267.8026 GNMA POOL #371161 7.000% 10/15/23 1995-11-13 2020-02-18 126 125 1 1 6141.3898 GNMA POOL #371161 7.000% 10/15/23 1995-11-13 2020-03-16 126 126 6014.1924 GNMA POOL #371161 7.000% 10/15/23 1995-11-13 2020-04-15 127 127 5886.1969 GNMA POOL #371161 7.000% 10/15/23 1995-11-13 2020-05-15 128 128 5757.4032 GNMA POOL #371161 7.000% 10/15/23 1995-11-13 2020-06-15 129 128 1 1 5627.798 GNMA POOL #371161 7.000% 10/15/23 1995-11-13 2020-07-15 130 129 1 1 5497.3946 GNMA POOL #371161 7.000% 10/15/23 1995-11-13 2020-08-17 130 130 5366.1661 GNMA POOL #371161 7.000% 10/15/23 1995-11-13 2020-09-15 131 131 2536.0256 GNMA POOL #377693 6.500% 2/15/26 1998-11-17 2019-10-15 40 40 2496.1717 GNMA POOL #377693 6.500% 2/15/26 1998-11-17 2019-11-15 40 40 2456.0934 GNMA POOL #377693 6.500% 2/15/26 1998-11-17 2019-12-16 40 40 2415.7626 GNMA POOL #377693 6.500% 2/15/26 1998-11-17 2020-01-15 40 41 -1 -1 2375.2075 GNMA POOL #377693 6.500% 2/15/26 1998-11-17 2020-02-18 41 41 2334.4141 GNMA POOL #377693 6.500% 2/15/26 1998-11-17 2020-03-16 41 41 2293.3822 GNMA POOL #377693 6.500% 2/15/26 1998-11-17 2020-04-15 41 41 2252.1119 GNMA POOL #377693 6.500% 2/15/26 1998-11-17 2020-05-15 41 42 -1 -1 2210.6032 GNMA POOL #377693 6.500% 2/15/26 1998-11-17 2020-06-15 42 42 2168.8562 GNMA POOL #377693 6.500% 2/15/26 1998-11-17 2020-07-15 42 42 2126.8567 GNMA POOL #377693 6.500% 2/15/26 1998-11-17 2020-08-17 42 42 2084.6188 GNMA POOL #377693 6.500% 2/15/26 1998-11-17 2020-09-15 42 43 -1 -1 27031.2686 GNMA POOL #405539 8.5% 12/15/2025 DTD 12/1/1995 8.50% 12/15 2004-03-10 2019-10-15 301 327 -26 -26 26727.9112 GNMA POOL #405539 8.5% 12/15/2025 DTD 12/1/1995 8.50% 12/15 2004-03-10 2019-11-15 303 330 -27 -27 26422.3617 GNMA POOL #405539 8.5% 12/15/2025 DTD 12/1/1995 8.50% 12/15 2004-03-10 2019-12-16 306 332 -26 -26 26114.5156 GNMA POOL #405539 8.5% 12/15/2025 DTD 12/1/1995 8.50% 12/15 2004-03-10 2020-01-15 308 335 -27 -27 25804.3729 GNMA POOL #405539 8.5% 12/15/2025 DTD 12/1/1995 8.50% 12/15 2004-03-10 2020-02-18 310 337 -27 -27 25491.2029 GNMA POOL #405539 8.5% 12/15/2025 DTD 12/1/1995 8.50% 12/15 2004-03-10 2020-03-16 313 340 -27 -27 25176.467 GNMA POOL #405539 8.5% 12/15/2025 DTD 12/1/1995 8.50% 12/15/ 2004-03-10 2020-04-15 315 342 -27 -27 24859.2258 GNMA POOL #405539 8.5% 12/15/2025 DTD 12/1/1995 8.50% 12/15 2004-03-10 2020-05-15 317 345 -28 -28 24539.3749 GNMA POOL #405539 8.5% 12/15/2025 DTD 12/1/1995 8.50% 12/15 2004-03-10 2020-06-15 320 348 -28 -28 24217.1229 GNMA POOL #405539 8.5% 12/15/2025 DTD 12/1/1995 8.50% 12/15 2004-03-10 2020-07-15 322 350 -28 -28 23892.8876 GNMA POOL #405539 8.5% 12/15/2025 DTD 12/1/1995 8.50% 12/15 2004-03-10 2020-08-17 324 352 -28 -28 21887.5557 GNMA POOL #405539 8.5% 12/15/2025 DTD 12/1/1995 8.50% 12/15 2004-03-10 2020-09-15 2005 2179 -174 -174 9256.5865 GNMA POOL #412530 7.500% 12/15/25 1997-06-17 2019-10-15 142 143 -1 -1 7219.2109 GNMA POOL #412530 7.500% 12/15/25 1997-06-17 2019-11-15 2037 2053 -16 -16 7106.8993 GNMA POOL #412530 7.500% 12/15/25 1997-06-17 2019-12-16 112 113 -1 -1 6993.8811 GNMA POOL #412530 7.500% 12/15/25 1997-06-17 2020-01-15 113 114 -1 -1 6880.112 GNMA POOL #412530 7.500% 12/15/25 1997-06-17 2020-02-18 114 115 -1 -1 6765.5922 GNMA POOL #412530 7.500% 12/15/25 1997-06-17 2020-03-16 115 115 6643.9176 GNMA POOL #412530 7.500% 12/15/25 1997-06-17 2020-04-15 122 123 -1 -1 6528.0728 GNMA POOL #412530 7.500% 12/15/25 1997-06-17 2020-05-15 116 117 -1 -1 6417.572 GNMA POOL #412530 7.500% 12/15/25 1997-06-17 2020-06-15 111 111 6294.0425 GNMA POOL #412530 7.500% 12/15/25 1997-06-17 2020-07-15 124 124 6171.0871 GNMA POOL #412530 7.500% 12/15/25 1997-06-17 2020-08-17 123 124 -1 -1 6047.381 GNMA POOL #412530 7.500% 12/15/25 1997-06-17 2020-09-15 124 125 -1 -1 16717.7132 GNMA POOL #781300 7.000% 6/15/31 2001-08-20 2019-10-15 272 278 -6 -6 16496.5309 GNMA POOL #781300 7.000% 6/15/31 2001-08-20 2019-11-15 221 227 -6 -6 16340.9336 GNMA POOL #781300 7.000% 6/15/31 2001-08-20 2019-12-16 156 159 -3 -3 16011.2378 GNMA POOL #781300 7.000% 6/15/31 2001-08-20 2020-01-15 330 338 -8 -8 15728.7344 GNMA POOL #781300 7.000% 6/15/31 2001-08-20 2020-02-18 283 289 -6 -6 15587.0852 GNMA POOL #781300 7.000% 6/15/31 2001-08-20 2020-03-16 142 145 -3 -3 15459.3118 GNMA POOL #781300 7.000% 6/15/31 2001-08-20 2020-04-15 128 131 -3 -3 15296.885 GNMA POOL #781300 7.000% 6/15/31 2001-08-20 2020-05-15 162 166 -4 -4 15169.5814 GNMA POOL #781300 7.000% 6/15/31 2001-08-20 2020-06-15 127 130 -3 -3 14751.2826 GNMA POOL #781300 7.000% 6/15/31 2001-08-20 2020-07-15 418 428 -10 -10 14328.2863 GNMA POOL #781300 7.000% 6/15/31 2001-08-20 2020-08-17 423 433 -10 -10 13879.5258 GNMA POOL #781300 7.000% 6/15/31 2001-08-20 2020-09-15 449 460 -11 -11 632. GENERAC HOLDINGS 2020-02-26 2020-06-18 71348 69340 2008 2008 218085.5808 GNR SER 12-47 CL VA DTD 4/1/2012 3.50% 7/20/2023 2019-10-21 1523 1680 -157 -157 213504.0708 GNR SER 12-47 CL VA DTD 4/1/2012 3.50% 7/20/2023 2019-11-20 1527 1685 -158 -158 208909.197 GNR SER 12-47 CL VA DTD 4/1/2012 3.50% 7/20/2023 2019-12-20 1532 1690 -158 -158 204300.9243 GNR SER 12-47 CL VA DTD 4/1/2012 3.50% 7/20/2023 2020-01-21 1536 1695 -159 -159 199679.2068 GNR SER 12-47 CL VA DTD 4/1/2012 3.50% 7/20/2023 2020-02-20 1541 1699 -158 -158 195044.0148 GNR SER 12-47 CL VA DTD 4/1/2012 3.50% 7/20/2023 2020-03-20 1545 1704 -159 -159 190395.2967 GNR SER 12-47 CL VA DTD 4/1/2012 3.50% 7/20/2023 2020-04-20 1550 1709 -159 -159 185733.0234 GNR SER 12-47 CL VA DTD 4/1/2012 3.50% 7/20/2023 2020-05-20 1554 1714 -160 -160 181057.1538 GNR SER 12-47 CL VA DTD 4/1/2012 3.50% 7/20/2023 2020-06-22 1559 1719 -160 -160 176367.642 GNR SER 12-47 CL VA DTD 4/1/2012 3.50% 7/20/2023 2020-07-20 1563 1724 -161 -161 171664.4586 GNR SER 12-47 CL VA DTD 4/1/2012 3.50% 7/20/2023 2020-08-20 1568 1729 -161 -161 166947.5517 GNR SER 12-47 CL VA DTD 4/1/2012 3.50% 7/20/2023 2020-09-21 1572 1734 -162 -162 24862.0108 GNMA SER 07-70 CL FC VAR DTD 11/20/2007 2.75% 11/20/2037 2011-07-21 2019-10-21 190 189 1 1 24674.855 GNMA SER 07-70 CL FC VAR DTD 11/20/2007 2.75% 11/20/2037 2011-07-21 2019-11-20 187 187 24473.2143 GNMA SER 07-70 CL FC VAR DTD 11/20/2007 2.75% 11/20/2037 2011-07-21 2019-12-20 202 201 1 1 24185.1129 GNMA SER 07-70 CL FC VAR DTD 11/20/2007 2.75% 11/20/2037 2011-07-21 2020-01-21 288 287 1 1 24010.5861 GNMA SER 07-70 CL FC VAR DTD 11/20/2007 2.75% 11/20/2037 2011-07-21 2020-02-20 175 174 1 1 23847.3589 GNMA SER 07-70 CL FC VAR DTD 11/20/2007 2.75% 11/20/2037 2011-07-21 2020-03-20 163 163 23677.0878 GNMA SER 07-70 CL FC VAR DTD 11/20/2007 2.75% 11/20/2037 2011-07-21 2020-04-20 170 170 23397.5669 GNMA SER 07-70 CL FC VAR DTD 11/20/2007 2.75% 11/20/2037 2011-07-21 2020-05-20 280 279 1 1 23021.5288 GNMA SER 07-70 CL FC VAR DTD 11/20/2007 2.75% 11/20/2037 2011-07-21 2020-06-22 376 375 1 1 22507.1071 GNMA SER 07-70 CL FC VAR DTD 11/20/2007 2.75% 11/20/2037 2011-07-21 2020-07-20 514 513 1 1 22070.9454 GNMA SER 07-70 CL FC VAR DTD 11/20/2007 2.75% 11/20/2037 2011-07-21 2020-08-20 436 435 1 1 21758.9759 GNMA SER 07-70 CL FC VAR DTD 11/20/2007 2.75% 11/20/2037 2011-07-21 2020-09-21 312 311 1 1 100196.9005 GNR SER 08-46 CL FA VAR DTD 5/20/2008 2.94% 5/20/2038 2019-10-21 238 249 -11 -11 98866.842 GNR SER 08-46 CL FA VAR DTD 5/20/2008 2.94% 5/20/2038 2019-11-20 266 279 -13 -13 97546.1855 GNR SER 08-46 CL FA VAR DTD 5/20/2008 2.94% 5/20/2038 2019-12-20 264 277 -13 -13 96168.678 GNR SER 08-46 CL FA VAR DTD 5/20/2008 2.94% 5/20/2038 2020-01-21 276 289 -13 -13 95095.8535 GNR SER 08-46 CL FA VAR DTD 5/20/2008 2.94% 5/20/2038 2020-02-20 215 225 -10 -10 93552.8545 GNR SER 08-46 CL FA VAR DTD 5/20/2008 2.94% 5/20/2038 2020-03-20 309 323 -14 -14 92281.7705 GNR SER 08-46 CL FA VAR DTD 5/20/2008 2.94% 5/20/2038 2020-04-20 254 266 -12 -12 91026.43 GNR SER 08-46 CL FA VAR DTD 5/20/2008 2.94% 5/20/2038 2020-05-20 251 263 -12 -12 89308.037 GNR SER 08-46 CL FA VAR DTD 5/20/2008 2.94% 5/20/2038 2020-06-22 344 360 -16 -16 86166.5305 GNR SER 08-46 CL FA VAR DTD 5/20/2008 2.94% 5/20/2038 2020-07-20 628 658 -30 -30 85111.6675 GNR SER 08-46 CL FA VAR DTD 5/20/2008 2.94% 5/20/2038 2020-08-20 211 221 -10 -10 83185.581 GNR SER 08-46 CL FA VAR DTD 5/20/2008 2.94% 5/20/2038 2020-09-21 385 403 -18 -18 48961.6747 GNR SER 10-113 CL CJ DTD 9/1/2010 3.00% 11/20/2039 2016-02-29 2019-10-21 1967 2026 -59 -59 46810.9701 GNR SER 10-113 CL CJ DTD 9/1/2010 3.00% 11/20/2039 2016-02-29 2019-11-20 2151 2216 -65 -65 45174.9219 GNR SER 10-113 CL CJ DTD 9/1/2010 3.00% 11/20/2039 2016-02-29 2019-12-20 1636 1686 -50 -50 43479.0485 GNR SER 10-113 CL CJ DTD 9/1/2010 3.00% 11/20/2039 2016-02-29 2020-01-21 1696 1747 -51 -51 42043.535 GNR SER 10-113 CL CJ DTD 9/1/2010 3.00% 11/20/2039 2016-02-29 2020-02-20 1436 1479 -43 -43 40549.7792 GNR SER 10-113 CL CJ DTD 9/1/2010 3.00% 11/20/2039 2016-02-29 2020-03-20 1494 1539 -45 -45 38741.5043 GNR SER 10-113 CL CJ DTD 9/1/2010 3.00% 11/20/2039 2016-02-29 2020-04-20 1808 1863 -55 -55 36819.0789 GNR SER 10-113 CL CJ DTD 9/1/2010 3.00% 11/20/2039 2016-02-29 2020-05-20 1922 1981 -59 -59 34537.1175 GNR SER 10-113 CL CJ DTD 9/1/2010 3.00% 11/20/2039 2016-02-29 2020-06-22 2282 2351 -69 -69 29348.4784 GNR SER 10-113 CL CJ DTD 9/1/2010 3.00% 11/20/2039 2016-02-29 2020-07-20 5189 5346 -157 -157 26444.9083 GNR SER 10-113 CL CJ DTD 9/1/2010 3.00% 11/20/2039 2016-02-29 2020-08-20 2904 2992 -88 -88 24078.9764 GNR SER 10-113 CL CJ DTD 9/1/2010 3.00% 11/20/2039 2016-02-29 2020-09-21 2366 2438 -72 -72 423142.9764 GNR SER 11-26 CL VA DTD 2/1/2011 5.00% 10/16/2023 2019-10-16 2000 2237 -237 -237 415108.4184 GNR SER 11-26 CL VA DTD 2/1/2011 5.00% 10/16/2023 2019-11-18 2009 2246 -237 -237 407040.3948 GNR SER 11-26 CL VA DTD 2/1/2011 5.00% 10/16/2023 2019-12-16 2017 2256 -239 -239 398938.7412 GNR SER 11-26 CL VA DTD 2/1/2011 5.00% 10/16/2023 2020-01-16 2025 2265 -240 -240 390803.336 GNR SER 11-26 CL VA DTD 2/1/2011 5.00% 10/16/2023 2020-02-18 2034 2274 -240 -240 382634.036 GNR SER 11-26 CL VA DTD 2/1/2011 5.00% 10/16/2023 2020-03-16 2042 2284 -242 -242 374430.6988 GNR SER 11-26 CL VA DTD 2/1/2011 5.00% 10/16/2023 2020-04-16 2051 2293 -242 -242 366193.1812 GNR SER 11-26 CL VA DTD 2/1/2011 5.00% 10/16/2023 2020-05-18 2059 2303 -244 -244 357921.3292 GNR SER 11-26 CL VA DTD 2/1/2011 5.00% 10/16/2023 2020-06-16 2068 2313 -245 -245 349615.0216 GNR SER 11-26 CL VA DTD 2/1/2011 5.00% 10/16/2023 2020-07-16 2077 2322 -245 -245 341274.1044 GNR SER 11-26 CL VA DTD 2/1/2011 5.00% 10/16/2023 2020-08-17 2085 2332 -247 -247 332898.4348 GNR SER 11-26 CL VA DTD 2/1/2011 5.00% 10/16/2023 2020-09-16 2094 2342 -248 -248 371726.301 GNR SER 13-32 CL A DTD 2/1/2013 1.90% 6/16/2036 2019-10-16 1025 1034 -9 -9 417560. GNR SER 13-32 CL A DTD 2/1/2013 1.90% 6/16/2036 2019-10-18 122360 125012 -2652 -2652 212489.5428 GNR SER 13-56 CL AP DTD 4/1/2013 2.00% 11/16/2041 2019-10-16 1707 1723 -16 -16 208025.0214 GNR SER 13-56 CL AP DTD 4/1/2013 2.00% 11/16/2041 2019-11-18 2232 2252 -20 -20 204521.4622 GNR SER 13-56 CL AP DTD 4/1/2013 2.00% 11/16/2041 2019-12-16 1752 1768 -16 -16 201668.08 GNR SER 13-56 CL AP DTD 4/1/2013 2.00% 11/16/2041 2020-01-16 1427 1440 -13 -13 197262.5248 GNR SER 13-56 CL AP DTD 4/1/2013 2.00% 11/16/2041 2020-02-18 2203 2223 -20 -20 191234.8516 GNR SER 13-56 CL AP DTD 4/1/2013 2.00% 11/16/2041 2020-03-16 3014 3041 -27 -27 186006.4542 GNR SER 13-56 CL AP DTD 4/1/2013 2.00% 11/16/2041 2020-04-16 2614 2638 -24 -24 183816.342 GNR SER 13-56 CL AP DTD 4/1/2013 2.00% 11/16/2041 2020-05-18 1095 1105 -10 -10 180245.5476 GNR SER 13-56 CL AP DTD 4/1/2013 2.00% 11/16/2041 2020-06-16 1785 1802 -17 -17 174954.9258 GNR SER 13-56 CL AP DTD 4/1/2013 2.00% 11/16/2041 2020-07-16 2645 2669 -24 -24 172056.4712 GNR SER 13-56 CL AP DTD 4/1/2013 2.00% 11/16/2041 2020-08-17 1449 1462 -13 -13 169201.1378 GNR SER 13-56 CL AP DTD 4/1/2013 2.00% 11/16/2041 2020-09-16 1428 1441 -13 -13 557547.6488 GNR SER 13-98 CL VB DTD 7/1/2013 3.00% 9/20/2026 2019-10-21 3053 3088 -35 -35 551427.119 GNR SER 13-98 CL VB DTD 7/1/2013 3.00% 9/20/2026 2019-11-20 3060 3096 -36 -36 545291.2812 GNR SER 13-98 CL VB DTD 7/1/2013 3.00% 9/20/2026 2019-12-20 3068 3104 -36 -36 539140.1064 GNR SER 13-98 CL VB DTD 7/1/2013 3.00% 9/20/2026 2020-01-21 3076 3112 -36 -36 532973.5554 GNR SER 13-98 CL VB DTD 7/1/2013 3.00% 9/20/2026 2020-02-20 3083 3119 -36 -36 526791.5794 GNR SER 13-98 CL VB DTD 7/1/2013 3.00% 9/20/2026 2020-03-20 3091 3127 -36 -36 520594.1588 GNR SER 13-98 CL VB DTD 7/1/2013 3.00% 9/20/2026 2020-04-20 3099 3135 -36 -36 514381.2354 GNR SER 13-98 CL VB DTD 7/1/2013 3.00% 9/20/2026 2020-05-20 3106 3143 -37 -37 508152.7894 GNR SER 13-98 CL VB DTD 7/1/2013 3.00% 9/20/2026 2020-06-22 3114 3151 -37 -37 501908.7622 GNR SER 13-98 CL VB DTD 7/1/2013 3.00% 9/20/2026 2020-07-20 3122 3159 -37 -37 495649.1346 GNR SER 13-98 CL VB DTD 7/1/2013 3.00% 9/20/2026 2020-08-20 3130 3166 -36 -36 489373.8478 GNR SER 13-98 CL VB DTD 7/1/2013 3.00% 9/20/2026 2020-09-21 3138 3174 -36 -36 1004933.7192 GNR SER 15-161 CL AV DTD 11/1/2015 3.00% 1/20/2029 2019-10-21 2638 2717 -79 -79 996999.4824 GNR SER 15-161 CL AV DTD 11/1/2015 3.00% 1/20/2029 2019-11-20 2645 2724 -79 -79 989045.4021 GNR SER 15-161 CL AV DTD 11/1/2015 3.00% 1/20/2029 2019-12-20 2651 2731 -80 -80 981071.4513 GNR SER 15-161 CL AV DTD 11/1/2015 3.00% 1/20/2029 2020-01-21 2658 2738 -80 -80 973077.5619 GNR SER 15-161 CL AV DTD 11/1/2015 3.00% 1/20/2029 2020-02-20 2665 2745 -80 -80 965063.6799 GNR SER 15-161 CL AV DTD 11/1/2015 3.00% 1/20/2029 2020-03-20 2671 2751 -80 -80 957029.7783 GNR SER 15-161 CL AV DTD 11/1/2015 3.00% 1/20/2029 2020-04-20 2678 2758 -80 -80 948975.7752 GNR SER 15-161 CL AV DTD 11/1/2015 3.00% 1/20/2029 2020-05-20 2685 2765 -80 -80 940901.6577 GNR SER 15-161 CL AV DTD 11/1/2015 3.00% 1/20/2029 2020-06-22 2691 2772 -81 -81 932807.3304 GNR SER 15-161 CL AV DTD 11/1/2015 3.00% 1/20/2029 2020-07-20 2698 2779 -81 -81 924692.7798 GNR SER 15-161 CL AV DTD 11/1/2015 3.00% 1/20/2029 2020-08-20 2705 2786 -81 -81 916557.9516 GNR SER 15-161 CL AV DTD 11/1/2015 3.00% 1/20/2029 2020-09-21 2712 2793 -81 -81 556075.9272 GNR SER 15-82 CL CA DTD 6/1/2015 2.25% 6/20/2045 2019-10-21 3198 3263 -65 -65 548101.6272 GNR SER 15-82 CL CA DTD 6/1/2015 2.25% 6/20/2045 2019-11-20 2658 2712 -54 -54 541369.0119 GNR SER 15-82 CL CA DTD 6/1/2015 2.25% 6/20/2045 2019-12-20 2244 2290 -46 -46 533816.9409 GNR SER 15-82 CL CA DTD 6/1/2015 2.25% 6/20/2045 2020-01-21 2517 2568 -51 -51 525849.8298 GNR SER 15-82 CL CA DTD 6/1/2015 2.25% 6/20/2045 2020-02-20 2656 2710 -54 -54 518849.4876 GNR SER 15-82 CL CA DTD 6/1/2015 2.25% 6/20/2045 2020-03-20 2333 2381 -48 -48 511748.9976 GNR SER 15-82 CL CA DTD 6/1/2015 2.25% 6/20/2045 2020-04-20 2367 2415 -48 -48 502260.5904 GNR SER 15-82 CL CA DTD 6/1/2015 2.25% 6/20/2045 2020-05-20 3163 3227 -64 -64 494993.1729 GNR SER 15-82 CL CA DTD 6/1/2015 2.25% 6/20/2045 2020-06-22 2422 2472 -50 -50 484597.3791 GNR SER 15-82 CL CA DTD 6/1/2015 2.25% 6/20/2045 2020-07-20 3465 3536 -71 -71 475781.391 GNR SER 15-82 CL CA DTD 6/1/2015 2.25% 6/20/2045 2020-08-20 2939 2998 -59 -59 465948.297 GNR SER 15-82 CL CA DTD 6/1/2015 2.25% 6/20/2045 2020-09-21 3278 3344 -66 -66 153902.0911 GNR SER 15-179 CL NC DTD 12/1/2015 2.75% 9/20/2044 2017-10-17 2019-10-21 2749 2778 -29 -29 150462.6885 GNR SER 15-179 CL NC DTD 12/1/2015 2.75% 9/20/2044 2017-10-17 2019-11-20 3439 3476 -37 -37 148893.2988 GNR SER 15-179 CL NC DTD 12/1/2015 2.75% 9/20/2044 2017-10-17 2019-12-20 1569 1586 -17 -17 147447.5957 GNR SER 15-179 CL NC DTD 12/1/2015 2.75% 9/20/2044 2017-10-17 2020-01-21 1446 1461 -15 -15 144824.9495 GNR SER 15-179 CL NC DTD 12/1/2015 2.75% 9/20/2044 2017-10-17 2020-02-20 2623 2651 -28 -28 143883.3139 GNR SER 15-179 CL NC DTD 12/1/2015 2.75% 9/20/2044 2017-10-17 2020-03-20 942 952 -10 -10 141607.2483 GNR SER 15-179 CL NC DTD 12/1/2015 2.75% 9/20/2044 2017-10-17 2020-04-20 2276 2300 -24 -24 138215.2579 GNR SER 15-179 CL NC DTD 12/1/2015 2.75% 9/20/2044 2017-10-17 2020-05-20 3392 3428 -36 -36 134336.3838 GNR SER 15-179 CL NC DTD 12/1/2015 2.75% 9/20/2044 2017-10-17 2020-06-22 3879 3920 -41 -41 130912.3928 GNR SER 15-179 CL NC DTD 12/1/2015 2.75% 9/20/2044 2017-10-17 2020-07-20 3424 3460 -36 -36 125720.2528 GNR SER 15-179 CL NC DTD 12/1/2015 2.75% 9/20/2044 2017-10-17 2020-08-20 5192 5247 -55 -55 123251.6285 GNR SER 15-179 CL NC DTD 12/1/2015 2.75% 9/20/2044 2017-10-17 2020-09-21 2469 2495 -26 -26 8869.18 HARDING LOEVNER INTL EQUITY PORT 2011-05-09 2019-10-29 201064 140931 60133 60133 30757.724 HARDING LOEVNER INTL EQUITY PORT 2020-06-18 694202 431531 262671 262671 4924.702 HARDING LOEVNER INTL EQUITY PORT 2019-12-17 2020-06-18 111151 116420 -5269 -5269 2505. HOME DEPOT INC 2015-03-12 2020-03-26 483568 289022 194546 194546 433. HOME DEPOT INC 2015-03-12 2020-06-18 107804 49959 57845 57845 2312. HONEYWELL INTL INC 2016-12-08 2020-04-13 319623 256602 63021 63021 400. HONEYWELL INTL INC 2016-12-08 2020-06-18 59271 44395 14876 14876 52121. HUNTINGTON BANCSHARES INC 2015-10-14 2020-02-03 720547 558185 162362 162362 23176. HUNTINGTON BANCSHARES INC 2020-01-02 2020-02-03 320397 346013 -25616 -25616 977. INTERCONTINENTAL EXCHANGE INC 2020-02-06 2020-06-18 92188 87369 4819 4819 42. INTUITIVE SURGICAL INC 2020-06-11 2020-06-18 24410 23802 608 608 620. IQVIA HOLDINGS INC 2019-06-19 2020-06-18 86088 93531 -7443 -7443 2546. ISHARES RUSSELL MIDCAP VALUE ETF 2009-11-25 2020-06-18 198851 91226 107625 107625 26. ISHARES RUSSELL MIDCAP GROWTH ETF 2015-02-23 2020-06-18 4124 2548 1576 1576 1439. ISHARES S&P MIDCAP 400/GROWT 2011-04-28 2020-06-18 322151 164037 158114 158114 70. ISHARES MSCI JAPAN ETF 2016-10-12 2020-06-18 3936 3466 470 470 1012. J P MORGAN CHASE & CO 2020-02-03 2020-06-18 100125 135598 -35473 -35473 .001 JOHN HANCOCK III DISCIP VAL M/C FD CL IS 2012-12-04 2020-06-18 621. JOHNSON & JOHNSON 2019-04-17 2020-06-18 89354 86457 2897 2897 536. KIMBERLY CLARK CORP 2020-02-19 2020-06-18 76539 77513 -974 -974 379. LAUDER ESTEE COS INC CL A 2019-03-28 2020-06-18 74563 62382 12181 12181 20755.5 LORD ABBETT DEVELOPING GROWTH FD CL I 2019-11-20 2019-12-02 492320 484848 7472 7472 12408. LORD ABBETT DEVELOPING GROWTH FD CL I 2019-11-20 2020-06-18 344570 289851 54719 54719 106. LULULEMON ATH-WI 2020-03-23 2020-06-18 32131 17888 14243 14243 4268.032 MFS INTERNATIONAL VALUE FUND CL I 2011-05-09 2019-10-29 200683 116859 83824 83824 2586.385 MFS INTERNATIONAL VALUE FUND CL I 2011-05-09 2019-12-02 124224 70815 53409 53409 10738.122 MFS INTERNATIONAL VALUE FUND CL I 2011-05-09 2020-06-18 515859 294010 221849 221849 7953.467 MFS INTERNATIONAL VALUE FUND CL I 2020-06-18 382085 373177 8908 8908 411. MARRIOTT INTL INC NEW CL A 2020-04-02 2020-06-18 38322 28667 9655 9655 6832. MARRIOTT INTL INC NEW CL A 2020-07-20 600703 473562 127141 127141 330. MCDONALDS CORP 2019-03-28 2020-06-18 62748 62183 565 565 14301. MERCK & CO INC 2009-12-17 2020-06-11 1129128 540439 588689 588689 3670. MICROSOFT CORP 2020-04-01 570888 184762 386126 386126 793. MICROSOFT CORP 2014-12-22 2020-06-18 155052 38014 117038 117038 7252. NEXTERA ENERGY INC 2018-11-20 2020-01-02 1739520 1316734 422786 422786 9529. NIKE INC CL B 2017-07-20 2020-01-02 964004 563516 400488 400488 492. NIKE INC CL B 2017-07-20 2020-06-18 48799 29095 19704 19704 2688. NVIDIA CORP 2020-02-19 828954 559360 269594 269594 2371. NVIDIA CORP 2020-03-26 604923 459521 145402 145402 242. NVIDIA CORP 2018-11-29 2020-06-18 88770 38402 50368 50368 1950. NVIDIA CORP 2020-07-17 793162 296513 496649 496649 21163. OCCIDENTAL PETE CORP 2020-03-05 672285 989685 -317400 -317400 8177. PNC FINL CORP 2020-05-18 832970 1229332 -396362 -396362 4346. PALO ALTO NETWORKS 2020-04-08 766765 472279 294486 294486 3847. PAYPAL HOLDINGS INC 2020-05-11 549676 333728 215948 215948 471. PAYPAL HOLDINGS INC 2018-11-26 2020-06-18 79169 38080 41089 41089 11101. PROCTER & GAMBLE CO 2020-01-23 1377369 1035348 342021 342021 1150. QUALCOMM INC 2020-01-09 2020-06-18 103072 103332 -260 -260 311000. RALPH LAUREN CORP DTD 08/18/2015 2.625% MTY 08/18/2020 2016-08-09 2020-08-18 311000 322958 -11958 -11958 .93 RAYTHEON TECHNOLOGIES CORP 2012-01-12 2020-04-03 46 20 26 26 626. RAYTHEON TECHNOLOGIES CORP 2012-01-12 2020-06-18 41979 13270 28709 28709 561. SALESFORCE.COM 2013-05-30 2020-06-18 105637 23936 81701 81701 21236. SCHLUMBERGER LTD 2020-01-02 2020-03-06 512167 858357 -346190 -346190 130000. STAMFORD CT 3.9% 12/01/19 DTD 12/1/2010 3.90% 12/1/2019 2019-12-02 130000 130000 1707. THERMO FISHER SCIENTIFIC INC 2011-06-02 2020-04-03 477752 108552 369200 369200 422. THERMO FISHER SCIENTIFIC INC 2011-06-02 2020-06-18 148187 26836 121351 121351 2969. UNION PAC CORP 2017-02-02 2019-11-01 503509 318581 184928 184928 4963. UNION PAC CORP 2017-02-02 2019-11-22 863594 532543 331051 331051 3896. UNITED RENTALS INC 2020-04-13 396007 499856 -103849 -103849 417. UNITED RENTALS INC 2019-07-18 2020-06-18 64275 51321 12954 12954 500000. UNITED STATES TREAS NTS DTD 10/31/2014 1.50% 10/31/2019 2017-11-30 2019-10-31 500000 500000 445000. UNITED STATES TREAS NTS DTD 5/15/2010 3.50% 5/15/2020 2020-05-15 445000 457536 -12536 -12536 414000. UNITED STATES TREAS NTS DTD 8/15/2010 2.625% 8/15/2020 2020-08-17 414000 415418 -1418 -1418 450000. UNITED STATES TREAS NTS DTD 1/31/2013 1.375% 1/31/2020 2020-01-31 450000 454133 -4133 -4133 463000. UNITED STATES TREAS NTS DTD 5/31/2013 1.375% 5/31/2020 2020-06-01 463000 459566 3434 3434 383. UNITEDHEALTH GROUP INC 2010-01-28 2020-06-18 111297 12964 98333 98333 45000. UTAH ST BABS- SER D DTD 9/29/2009 4.554% 7/1/2024 2012-07-03 2020-07-01 45000 45000 14249. VERIZON COMMUNICATIONS 2016-06-06 2020-01-09 840927 725126 115801 115801 1278. VISA INC-CLASS A 2014-11-25 2020-03-26 214037 81641 132396 132396 489. VISA INC-CLASS A 2014-11-25 2020-06-18 94713 31238 63475 63475 3050. WALMART STORES INC 2017-10-06 2020-04-03 358243 240604 117639 117639 664. WALMART STORES INC 2017-10-06 2020-06-18 78410 52381 26029 26029 502000. WAL-MART STORES INC DTD 07/08/2010 3.625% MTY 07/08/2020 2020-07-08 502000 506920 -4920 -4920 872. WASTE MGMT INC DEL 2019-03-28 2020-06-18 91350 90057 1293 1293 1511. WELLS FARGO & CO NEW 2019-11-07 2020-06-18 41393 81806 -40413 -40413 25098. WELLS FARGO & CO NEW 2020-09-29 590859 1278888 -688029 -688029 100000. WISCONSIN ST HSG & ECO DEV AUTH TXBL VARSER B DTD 1/19/2006 0. 2018-07-09 2020-03-02 100000 100000 6677. XILINX INC 2019-07-01 2020-01-09 671294 808290 -136996 -136996 6682. XYLEM INC 2020-02-06 548805 311145 237660 237660 10794. XYLEM INC 2016-06-09 2020-03-20 665991 500408 165583 165583 857. ZIMMER HOLDINGS INC 2019-04-11 2020-06-18 109419 110289 -870 -870 1936. ZOETIS INC 2019-04-03 2020-02-10 275748 198240 77508 77508 2994. ZOETIS INC 2019-04-03 2020-02-14 429760 306576 123184 123184 6354. ZOETIS INC 2020-06-11 841743 644856 196887 196887 992. IHS MARKIT LTD 2020-01-21 2020-06-18 70988 78981 -7993 -7993 365. LINDE PLC 2019-04-08 2020-06-18 75992 67601 8391 8391 CAPITAL GAIN DIVIDENDS P 1172929 8973482 false 14023640 146402487 0.095788 6393703 151130661 0.042306 7379811 138496736 0.053285 8580730 138235586 0.062073 7593631 145873739 0.052056 0.305508 0.061102 153557384 9382663 108595 9491258 7827033 217190 0 217190 0 217190 295679 0 295679 X 337 78152 78152 0 false false false false false false false true true NJ true false false false false true HSBC BANK USA 7168415471 1 WEST 39TH STREET 5TH FLR NEW YORK NY 10018 false false false false true false false false false false false false false false false false false false false false false false HSBC BANK USA 1 W 39TH ST 5TH FLR NEW YORK NY 10018 TRUSTEE 0 885163 NONE 0 NONE 0 154998463 897358 0 155895821 0 0 155895821 2338437 153557384 7677869 7677869 217190 217190 7460679 0 7460679 0 7460679 7827033 0 0 0 0 7827033 0 7827033 7460679 0 0 0 1153446 624044 0 6888158 8665648 7827033 0 0 0 7460679 366354 0 0 9032002 0 0 0 0 0 0 0 9032002 1153446 624044 0 6888158 366354 X University of Pittsburgh 4200 FIFTH AVE Pittsburgh PA 15260 NONE PC TO PROMOTE PRG & STUDY IN 335000 NEW YORK UNIVERSITY 70 WASHINGTON SQUARE SOUTH NEW YORK NY 10012 NONE PC TO PROMOTE PRG & STUDY IN 335000 University of Wisconsin-Madison 702 WEST JOHNSON STREET SUITE 1101 Madison WI 53715 NONE PC TO PROMOTE PRG & STUDY IN 335000 REGIS COLLEGE 235 WELLESLEY ST WESTON MA 02493 NONE PC TO PROMOTE PRG & STUDY IN 150000 YALE UNIVERSITY 100 CHURCH STREET SOUTH PO BOX 97 NEW HAVEN CT 065360740 NONE PC TO PROMOTE PRG & STUDY IN 335000 FAIRFIELD UNIVERSITY 1073 NORTH BENSON ROAD FAIRFIELD CT 064305195 NONE PC TO PROMOTE PRG & STUDY IN 335000 University of California PO BOX 4438 Greenwood Village CO 80155 NONE PC TO PROMOTE PRG & STUDY IN 300000 UNIV OF ALABAMA AT BIRM 1720 2ND AVE SOUTH Birmingham AL 35294 NONE PC TO PROMOTE PRG & STUDY IN 300000 GRAND VALLEY STATE UNIV 1 CAMPUS DRIVE Allendale MI 494019403 NONE PC TO PROMOTE PRG & STUDY IN 150000 UNIVERSITY OF NEW ENGLAND 11 HILLS BEACH RD BIDDEFORD ME 04005 NONE PC TO PROMOTE PRG & STUDY IN 300000 FAIRLEIGH DICKINSON UNIVERSITY 1000 RIVER RD TEANECK NJ 07666 NONE PC TO PROMOTE PRG & STUDY IN 300000 UNIVERSITY OF NEBRASKA 1010 LINCOLN MALL SUITE 300 Lincoln NE 68508 NONE PC TO PROMOTE PRG & STUDY IN 335000 UNIVERSITY OF KENTUCKY PO BOX 22255 Lexington KY 40522 NONE PC TO PROMOTE PRG & STUDY IN 335000 MARQUETTE UNIVERSITY PO BOX 1881 Milwaukee WI 53201 NONE PC TO PROMOTE PRG & STUDY IN 335000 TEXAS TECH UNIVERSITY PO BOX 43104 Lubbock TX 79409 NONE PC TO PROMOTE PRG & STUDY IN 335000 PENN STATE UNIVERSITY PO BOX 307 Middletown PA 17057 NONE PC TO PROMOTE PRG & STUDY IN 335000 UNIVERSITY OF ROCHESTER SCHOOL OF NURSING 601 ELMWOOD AVENUE ROCHESTER NY 146428404 NONE PC TO PROMOTE PRG & STUDY IN 200000 UNIVERSITY OF CINCINNATI PO BOX 19970 CINCINNATI OH 452190970 NONE PC TO PROMOTE PRG & STUDY IN 300000 DUKE UNIVERSITY 2106 CAMPUS DR DURHAM NC 27708 NONE PC TO PROMOTE PRG & STUDY IN 200000 UNIVERSITY OF FLORIDA COLLEGE OF NURSING PO BOX 100197 GAINESVILLE FL 33610 NONE PC TO PROMOTE PRG & STUDY IN 300000 OHIO ST UNIVERSITY 281 W LANDE AVE COLUMBUS OH 43210 NONE PC TO PROMOTE PRG & STUDY IN 1100000 FLORIDA INTL UNIVERSITY 1120 SW 8TH ST MARC 531 MIAMI FL 33199 NONE PC TO PROMOTE PRG & STUDY IN 300000 INDIANA UNIVERSITY PO BOX 500 BLOOMINGTON IN 47402 NONE PC TO PROMOTE PRG & STUDY IN 200000 PACE UNIVERSITY SCHOOL OF NURSING 861 BEDFORD ROAD PLEASANTVILLE NY 10570 NONE PC TO PROMOTE PRG & STUDY IN 200000 7650000 14 2702913 18 8973482 11676395 11676395 false false false false false false false false false false SEE ATTACHED STATEMENTS ABBOTT LABS 801844 925430 ABBVIE INC 783548 723831 ADOBE SYS INC 302602 2436456 AEROVIRONMENT INC 405287 317213 ALPHABET INC CL A 421007 2101670 ALPHABET INC CL C 394534 1975142 AMAZON.COM INC 275250 3806815 AMERICAN EXPRESS CO 1257091 1281295 APPLE INC 81506 4580517 BALL CORP 1089936 1298589 BECTON DICKINSON 1046152 960736 BLACKROCK INC CLASS A 1218902 1341249 BIACKSTONE GROUP INC (THE ) CL 1050824 1412323 BRISTOL MYERS SQUIBB CO 1193959 1113677 BROADCOM INC 764264 1065272 CHEVRON CORPORATION 1032020 780480 CHIPOTLE MEXICAN GRILL INC 292725 625586 CME GROUP INC. 439348 972908 COMCAST CORP-CL A 1005591 1695753 CONSTELLATION BRANDS INC 850917 1305345 DANAHER CCRP 300480 2280560 DISNEY WALT CO NEW 280294 774756 DOLLAR GENERAL CORP 1194357 1585356 EQUINIX INC REIT 1353474 2258346 FACEBOOK INC-A 1425532 2073724 FISERV INC 1681838 1958362 FORTIVE CORPORATION 526855 1126079 GENERAC HOLDINGS 1092221 2032639 HOWIE DEPOT INC 760942 1996179 HONEYWELL INTERNATIONAL INC 736731 1092681 HUNTINGTON INGALLS INDUSTRIES 840850 656458 INTERCONTINENTAL EXCHANGE INC 1290199 1623211 INTL. BUSINESS MACHINES CORP 844271 784041 INTUITIVE SURGICAL INC 393295 492421 IQVIA HOLDINGS INC 1462944 1624535 JOHNSONS. JOHNSON 1354708 1534953 JP MORGAN CHASE CO 998355 1618876 KIMBERLY CLARK CORP 1283687 1313583 LAUDER ESTEE COS CL-A 1408655 1842685 LULULEMON ATH-WI 645014 941998 MCDONALDS CORP 965877 1201488 MICROSOFT CORP 631477 2770677 NIKE INC-CLASS B 483562 1026541 NVIDIA CORP 301001 1124114 PAYPAL HOLDINGS INC 631269 1539986 QUALCOMM INC 1697474 2247335 RAYTHEON TECHNOLOGIES CORP 220569 598704 SALESFORCE.COM 353386 2343306 THERMO FISHER SCIENTIFIC INC 359657 3093731 UNITED RENTALS INC 1393927 1872211 UNITEDHEALTH GROUP INC 215452 1984416 VISA INC-CLASS A 518464 1622957 WAL MART STORES INC 869881 1542788 WASTE MANAGEMENT INTERNATIONAL 1417924 1639381 WORKDAY INC CLASS A 941834 834920 ZIMMER BIOMET HOLDINGS INC 1670491 1939042 IHS MARKIT LTD 1246451 1293688 LINDE PLC 1110423 1442830 10472357 10916141 SEE ATTACHED STATEMENTS PENDING PURCHASES/SALES AT COST 1142166 1142166 BANK OF MONTREAL DTD 08/29/201 AT COST 676128 687427 STATOIL ASA DTD 11/21/2012 2.4 AT COST 227807 242454 CONOCO FUNDING CO DTD 10/11/20 AT COST 313186 328023 ILLINOIS ST HSG DEV AUTH REV T AT COST 700000 700103 WISCONSIN ST HSG & ECO DEV AUT AT COST 300000 300196 TEXAS ST PROD DEV REMK 6/1/15 AT COST 225000 225024 UNIVERSITY OF TEXAS UNIV REV T AT COST 475000 475039 PORT AUTH OF NEW YORK & NEW JE AT COST 233777 242222 MARYLAND ST DEPT OF TRANSPORTA AT COST 1350917 1357435 HONOLULU CITY & CNTY HI WSTWTR AT COST 826160 835104 HONOLULU CITY & CNTY HI SER B AT COST 1297937 1310829 CALIFORNIA ST INFRASTRUCTURE & AT COST 94434 107598 CALIFORNIA ST BUILD AMERICA BO AT COST 566435 696775 UTAH ST BABS- SER D DTD 9/29/2 AT COST 160000 176298 MONTGOMERY CNTY VA ECON DEV AU AT COST 350466 372447 VIRGINIA STATE PORT AUTH CMWLT AT COST 156524 164675 KENTUCKY ST PPTY & BLDGS COMMN AT COST 196328 215139 GNR SER 12-47 CL VA DTD 4/1/20 AT COST 61388 57171 GNR SER 11-26 CL VA DTD 2/1/20 AT COST 93071 88956 FHR 3661 B DTD 4/1/2010 4.00% AT COST 22390 22004 FREDDIE MAC SER 3974 CL C DTD AT COST 60492 60029 GNR SER 13-98 CL VB DTD 7/1/20 AT COST 247554 259639 GNR SER 15-161 CL AV DTD 11/1/ AT COST 314685 324795 FNR 2004 17 DZ DTD 3/1/2004 5. AT COST 35298 36045 GNMA SER 07-70 CL FC VAR DTD 1 AT COST 21699 21863 GNR SER 08-46 CL FA VAR DTD 5/ AT COST 17426 16741 FHR 3908 B 2.500% 06/15/2039 D AT COST 27168 28478 GNR SER 10-113 CL CJ DTD 9/1/2 AT COST 24809 24541 FHR 3878 NH 3.000% 04/15/2041 AT COST 34298 34484 GNR SER 13-56 CL AP DTD 4/1/20 AT COST 85367 87622 GNR SER 15-179 CL NC DTD 12/1/ AT COST 124561 127630 GNR SER 15-82 CL CA DTD 6/1/20 AT COST 158471 162865 FNR SER 17-15 CL PE DTD 2/1/20 AT COST 394668 409090 COLGATE PALMOLIVE CO DTD 11/03 AT COST 250745 244502 HERSHEY COMPANY DTD 12/13/2010 AT COST 531549 486573 DAIMLER FINANCE NA LLC DTD 11/ AT COST 299373 302781 JPMORGAN CHASE & CO DTD 03/01/ AT COST 226830 229178 LOWE S COMPANIES INC DTD 11/22 AT COST 214934 201347 TJX COS INC DTD 06/05/2014 2.7 AT COST 300349 291696 CAPITAL ONE NA 2.950% 07/23/20 AT COST 504240 512536 SAN DIEGO G & E DTD 08/18/2011 AT COST 266653 268168 PRAXAIR INC DTD 02/06/2012 2.4 AT COST 488555 513195 WALT DISNEY COMPANY/THE DTD 02 AT COST 585555 605038 BRISTOL MYERS SQUIBB CO DTD 07 AT COST 183340 199595 CELGENE CORP 3.250% 08/15/2022 AT COST 412836 433012 UNITED PARCEL SERVICE DTD 09/2 AT COST 200733 212391 CHEVRON CORP DTD 12/05/2012 2. AT COST 1275075 1307148 WHIRLPOOL CORP DTD 02/25/2014 AT COST 187684 206057 GILEAD SCIENCES INC DTD 03/07/ AT COST 526860 558375 BANK OF NEW YORK MELLON CORPOR AT COST 506795 592072 AT&T INC DTD 02/09/2016 4.125% AT COST 973827 1036028 IBM CCRP DTD 02/19/2016 3.450% AT COST 456960 522008 MARSH & MCLENNAN COS INC DTD 0 AT COST 134896 152766 MICROSOFT CORP DTD 03/03/2016 AT COST 807075 821913 WELLS FARGO COMPANY DTD 10/2 AT COST 504530 553128 WESTROCK COMPANY INC DTD 9/15/ AT COST 750773 824775 COMCAST CORPORATION DTD 10/5/2 AT COST 821213 918116 UNITED HEALTH GROUP INC DTD 12 AT COST 922718 1019821 GEORGIA POWER COMPANY DTD 02/1 AT COST 631297 640328 MCDONALDS CORP DTD 08/02/2010 AT COST 99286 131723 COLUMBIA UNIVERSITY DTD 05/15/ AT COST 183000 226753 METLIFE INC DTD 11/13/2013 4.8 AT COST 99219 136018 MIDAMERICAN ENERGY CO DTD 04/0 AT COST 200125 225524 NY PUBLIC LIBRARY DTD 03/04/20 AT COST 331643 363750 TRAVELERS COS INC DTD 05/11/20 AT COST 202597 242092 UNIV OF NOTRE DAME DTD 01/21/2 AT COST 443451 533733 SPDR BLOOMBERG BARCLAYS HIGH Y AT COST 705183 608207 WESTERN EMERG MK DB FD $1,200 AT COST 649294 427337 IS HARES M SC I JAPAN ETF AT COST 57196 68226 ISHARES RUSSELL MIDCAP GROWTH AT COST 41559 73297 ISHARES RUSSELL MIDCAP VALUE E AT COST 1508685 3418804 ISHARES SP MIDCAP 400 GROWTH AT COST 2725369 5718315 DELAWARE EMERGING MARKETS FUND AT COST 58755 83050 FEDERATED CLOVER SMALL VALUE F AT COST 1873458 1501616 HARDING LOEVNER INTL EQUITY PO AT COST 3559089 6815292 LORD ABBETT DEVELOPING GROWTH AT COST 3623709 6835385 MFS INTERNATIONAL VALUE FUND C AT COST 4385142 9825653 COST BASIS ADJUSTMENT 65674 FEDERAL ESTIMATES - INCOME 228000 0 0 FOREIGN TAXES ON QUALIFIED FOR 30335 30335 0 FOREIGN TAXES ON NONQUALIFIED 2 2 0