2019-05-09T11:01:59-05:00 2018-12-31 134008324 PRICEWATERHOUSECOOPERS LLP 600 GRANT STREET PITTSBURGH PA 15219 990PF 2018-01-01 236293111 VAN DUSEN MARY W UD 9-30-64 VAN 2155533636 PO BOX 185 PITTSBURGH PA 152300185 MICHAEL STAGIS VICE PRESIDENT 2155533636 2019-04-26 true SHAWN P HANLON P00965923 4123556000 2019-04-26 X 155.201.188.32 P F486D63D4ECF6DC6645602A7EF266E038C3DEA7C 6D133DEBD65941103ECD6F99DC0D927293EA37C2 2018 2020-01-14 16:20:31Z X 9391732 X 243334 246079 645226 3096260 645226 0 888560 891305 136891 82134 54756 0 0 0 0 0 0 0 2544 2544 0 23720 6318 0 0 0 0 0 0 0 163155 90996 0 54756 542112 542112 705267 90996 0 596868 183293 800309 0 24904 36755 36755 361554 194323 194323 0 0 0 8491226 8828556 9160654 8877684 9059634 9391732 0 X 8877684 9059634 8877684 9059634 8877684 9059634 8877684 183293 1611 9062588 2954 9059634 39. ANDEAVOR 2017-01-30 2018-01-03 4552 3237 1315 1315 170. EXXON MOBIL CORP 2017-10-25 2018-01-03 14531 14172 359 359 50. HALLIBURTON COMPANY COM 2017-09-27 2018-01-03 2494 2273 221 221 540. KIMCO RLTY CORP 2017-06-16 2018-01-03 9681 9878 -197 -197 70. VALERO ENERGY CORP NEW 2016-06-22 2018-01-03 6508 3710 2798 2798 20000. COMCAST CORP 2.75% 3/01/23 2017-05-17 2018-01-11 20015 20276 -261 -261 24. HILL ROM HLDGS 2017-06-02 2018-01-11 2083 1895 188 188 4. HILL ROM HLDGS 2017-06-06 2018-01-12 347 315 32 32 97. HILL ROM HLDGS 2017-05-31 2018-01-12 8436 7595 841 841 6000. HSBC FINANCE CORP 2012-06-28 2018-01-16 6751 6512 239 239 105. HILL ROM HLDGS 2017-05-24 2018-01-16 9079 8040 1039 1039 372. PEPSICO INC 2002-12-13 2018-01-16 43853 16183 27670 27670 23. ALIGN TECHNOLOGY INC 2017-08-15 2018-01-18 6187 4084 2103 2103 241. CELGENE CORP 2014-10-24 2018-01-18 24494 26283 -1789 -1789 13819.79 F N M A AS8949 3.5% 3/01/47 2017-06-15 2018-01-22 14016 14297 -281 -281 14412.81 F N M A BH3154 4.0% 7/01/47 2017-07-25 2018-01-22 14947 15172 -225 -225 47. BROADCOM LTD. 2013-09-20 2018-01-24 12085 1977 10108 10108 117.98 FNMA REMIC TRUST 2014- 3.0% 3/25/40 2014-04-11 2018-01-25 118 120 -2 -2 51. BROADCOM LTD. 2013-09-20 2018-02-01 12201 2145 10056 10056 77. APPLE COMPUTER INC COM 2017-10-17 2018-02-06 12071 12339 -268 -268 10000. FEDERAL FARM CR BKS 2.5% 8/28/24 2017-08-23 2018-02-07 9692 10000 -308 -308 13581.22 FHLMC G60921 4.5% 2/01/47 2017-06-16 2018-02-09 14271 14711 -440 -440 4849.93 FNMA AL4082 3.5% 10/01/27 2016-06-08 2018-02-09 4904 5147 -243 -243 29382.88 GNMA II POOL # MA4779 4.0% 10/20/47 2017-11-10 2018-02-13 30264 30925 -661 -661 55. HOME DEPOT INC USD 0.05 2017-09-14 2018-02-14 10077 8805 1272 1272 55. HOME DEPOT INC USD 0.05 2011-08-15 2018-02-14 10077 1689 8388 8388 45.5 FHLMC GOLD POOL T49005 3.5% 12/01/28 2014-02-19 2018-02-15 46 48 -2 -2 1.77 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2018-02-15 2 2 48. FHLMC GOLD G08773 3.0% 8/01/47 2017-08-04 2018-02-15 48 48 83.52 FHLMC GOLD G08794 4.5% 12/01/47 2017-11-15 2018-02-15 84 89 -5 -5 74.37 FHLMC GOLD G18667 3.5% 11/01/32 2017-12-11 2018-02-15 74 77 -3 -3 66.07 FHLMC GOLD POOL J15724 4.0% 6/01/26 2013-10-23 2018-02-15 66 71 -5 -5 3.24 FHLMC GOLD POOL A90393 5.0% 12/01/39 2015-10-08 2018-02-15 3 4 -1 -1 51.87 FHLMC GOLD A92821 5.0% 7/01/40 2015-10-08 2018-02-15 52 57 -5 -5 14.65 F G Q50123 4.0% 8/01/47 2017-08-29 2018-02-15 15 16 -1 -1 23.93 FHLMC GOLD POOL Q50341 3.5% 7/01/47 2017-08-04 2018-02-15 24 25 -1 -1 37.38 FHLMC Q50589 3.5% 9/01/47 2017-09-21 2018-02-15 37 39 -2 -2 29.93 FG Q51086 3.5% 10/01/47 2017-09-26 2018-02-15 30 31 -1 -1 67.29 FHLMC GOLD Q52046 3.5% 11/1/47 2017-11-14 2018-02-15 67 69 -2 -2 67.54 FHLMC GOLD Q52093 3.5% 11/1/47 2017-11-10 2018-02-15 68 69 -1 -1 21.55 FHLMC GOLD Q52104 4.0% 11/01/47 2017-11-02 2018-02-15 22 23 -1 -1 84.41 FHLMC G60921 4.5% 2/01/47 2017-06-16 2018-02-15 84 91 -7 -7 190. HARTFORD FINL SVCS GROUP INC COM 2014-10-20 2018-02-16 10312 8068 2244 2244 618.08 GNMA II POOL # MA4588 4.5% 7/20/47 2017-07-24 2018-02-20 618 659 -41 -41 127.78 GNMA MA4718 3.0% 9/20/47 2017-09-19 2018-02-20 128 130 -2 -2 95.18 GNMA MA4719 3.5% 9/20/47 2017-09-18 2018-02-20 95 99 -4 -4 285.8 GNMA II POOL # MA4779 4.0% 10/20/47 2017-11-10 2018-02-20 286 301 -15 -15 8114.04 GNMA II POOL # MA4588 4.5% 7/20/47 2017-07-24 2018-02-21 8439 8648 -209 -209 5000. TANGER PROPERTIES LP 3.125% 9/01/26 2016-08-01 2018-02-23 4579 4980 -401 -401 74.84 FNMA REMIC TRUST 2014- 3.0% 3/25/40 2014-04-11 2018-02-25 75 76 -1 -1 106.74 FNMA AL4082 3.5% 10/01/27 2016-06-08 2018-02-25 107 113 -6 -6 118.25 FNMA AL7359 4.0% 5/01/29 2017-10-20 2018-02-25 118 124 -6 -6 88.06 FNMA AL9867 3.0% 2/01/32 2017-04-07 2018-02-25 88 91 -3 -3 148.56 FNMA POOL AS7844 3.0% 9/01/46 2017-04-19 2018-02-25 149 149 146.01 F N M A AS8949 3.5% 3/01/47 2017-06-15 2018-02-25 146 151 -5 -5 92.11 FNMA POOL # AS9451 3.5% 4/1/47 2017-05-19 2018-02-25 92 95 -3 -3 265.44 FNMA POOL AU6278 5.0% 11/01/43 2014-01-06 2018-02-25 265 291 -26 -26 45.16 FNMA POOL # BC0885 3.0% 5/01/46 2017-08-04 2018-02-25 45 45 21.23 F N M A POOL # BE2362 3.5% 3/01/47 2017-03-29 2018-02-25 21 22 -1 -1 138. F N M A POOL BE3767 3.5% 7/01/47 2017-08-04 2018-02-25 138 143 -5 -5 16.1 FNMA BE9598 4.0% 5/01/47 2017-05-10 2018-02-25 16 17 -1 -1 21.24 F N M A BH3154 4.0% 7/01/47 2017-07-25 2018-02-25 21 22 -1 -1 16.39 FNMA POOL #BH5017 3.0% 8/01/47 2017-08-04 2018-02-25 16 16 111.75 FNMA POOL # MA2670 3.0% 7/01/46 2016-07-08 2018-02-25 112 116 -4 -4 9.2 FNMA MA1897 3.5% 5/01/44 2014-05-23 2018-02-25 9 9 126.43 FNMA POOL # MA2705 3.0% 7/01/46 2016-07-08 2018-02-25 126 132 -6 -6 31.61 FNMA POOL # MA2705 3.0% 7/01/46 2017-05-05 2018-02-25 32 32 133.7 FNMA POOL # MA2737 3.0% 9/01/46 2016-08-12 2018-02-25 134 139 -5 -5 33.43 FNMA POOL # MA2737 3.0% 9/01/46 2017-06-27 2018-02-25 33 34 -1 -1 285.96 FNMA MA2775 2.5% 9/01/31 2016-09-13 2018-02-25 286 296 -10 -10 52.53 FNMA MA3078 3.0% 7/01/37 2017-06-26 2018-02-25 53 54 -1 -1 132.42 FNMA POOL # MA3149 4.0% 10/01/47 2017-09-29 2018-02-25 132 140 -8 -8 91.05 FNMA MA3153 4.0% 10/01/37 2017-10-04 2018-02-25 91 97 -6 -6 141.47 FNMA MA3155 3.0% 10/01/32 2017-09-22 2018-02-25 141 146 -5 -5 134.1 FNMA MA3184 4.5% 11/01/47 2017-11-02 2018-02-25 134 144 -10 -10 114. FACEBOOK INC 2014-04-08 2018-03-02 20014 6654 13360 13360 5000. UNITED STATES TREAS 1.375% 2/15/20 2017-05-01 2018-03-07 4917 4991 -74 -74 10000. UNITED STATES TREAS 1.375% 2/15/20 2017-02-14 2018-03-07 9834 9954 -120 -120 45. FACEBOOK INC 2013-08-15 2018-03-09 8265 2253 6012 6012 35. NVIDIA CORP 2016-11-11 2018-03-09 8534 3040 5494 5494 5000. CVS HEALTH CORP 2015-07-13 2018-03-12 5076 4922 154 154 5000. U S TREASURY NOTE 2017-11-24 2018-03-12 4941 4977 -36 -36 5000. UNITED STATES TREAS 1.375% 2/15/20 2017-02-14 2018-03-12 4916 4977 -61 -61 69. FACEBOOK INC 2013-08-15 2018-03-15 12628 2511 10117 10117 45.63 FHLMC GOLD POOL T49005 3.5% 12/01/28 2014-02-19 2018-03-15 46 48 -2 -2 18.89 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2018-03-15 19 20 -1 -1 19.95 FHLMC GOLD G08773 3.0% 8/01/47 2017-08-04 2018-03-15 20 20 137.72 FHLMC GOLD G08794 4.5% 12/01/47 2017-11-15 2018-03-15 138 147 -9 -9 89.98 FHLMC GOLD G18667 3.5% 11/01/32 2017-12-11 2018-03-15 90 94 -4 -4 63.48 FHLMC GOLD POOL J15724 4.0% 6/01/26 2013-10-23 2018-03-15 63 68 -5 -5 2.79 FHLMC GOLD POOL A90393 5.0% 12/01/39 2015-10-08 2018-03-15 3 3 100.21 FHLMC GOLD A92821 5.0% 7/01/40 2015-10-08 2018-03-15 100 110 -10 -10 97.91 F G Q50123 4.0% 8/01/47 2017-08-29 2018-03-15 98 104 -6 -6 25.97 FHLMC GOLD POOL Q50341 3.5% 7/01/47 2017-08-04 2018-03-15 26 27 -1 -1 36.72 FHLMC Q50589 3.5% 9/01/47 2017-09-21 2018-03-15 37 38 -1 -1 26.62 FG Q51086 3.5% 10/01/47 2017-09-26 2018-03-15 27 28 -1 -1 21.72 FHLMC GOLD Q52046 3.5% 11/1/47 2017-11-14 2018-03-15 22 22 127.82 FHLMC GOLD Q52093 3.5% 11/1/47 2017-11-10 2018-03-15 128 131 -3 -3 101.89 FHLMC GOLD Q52104 4.0% 11/01/47 2017-11-02 2018-03-15 102 107 -5 -5 124.03 FREDDIE MAC GOLD POOL 3.5% 1/01/48 2018-01-22 2018-03-15 124 126 -2 -2 147. INCYTE GENOMICS INC 2016-10-06 2018-03-15 13133 13859 -726 -726 5600.89 FHLMC GOLD POOL T49005 3.5% 12/01/28 2014-02-19 2018-03-16 5643 5849 -206 -206 5000. UNITED STATES TREAS NT 1.5% 7/15/20 2017-11-29 2018-03-16 4902 4957 -55 -55 5000. UNITED STATES TREAS 1.375% 2/15/20 2017-02-14 2018-03-16 4914 4977 -63 -63 673.92 GNMA II POOL # MA4588 4.5% 7/20/47 2017-07-24 2018-03-20 674 718 -44 -44 125.94 GNMA MA4718 3.0% 9/20/47 2017-09-19 2018-03-20 126 128 -2 -2 112.52 GNMA MA4719 3.5% 9/20/47 2017-09-18 2018-03-20 113 117 -4 -4 56.28 GNMA II MA5020 4.0% 2/20/48 2018-02-13 2018-03-20 56 58 -2 -2 380. SCHWAB CHARLES CORP NEW 2015-05-11 2018-03-21 21297 12203 9094 9094 77.43 FNMA REMIC TRUST 2014- 3.0% 3/25/40 2014-04-11 2018-03-25 77 79 -2 -2 103.47 FNMA AL7359 4.0% 5/01/29 2017-10-20 2018-03-25 103 109 -6 -6 110.27 FNMA AL9867 3.0% 2/01/32 2017-04-07 2018-03-25 110 114 -4 -4 91.55 FNMA POOL AS7844 3.0% 9/01/46 2017-04-19 2018-03-25 92 92 122.23 FNMA POOL # AS9451 3.5% 4/1/47 2017-05-19 2018-03-25 122 126 -4 -4 4.84 FNMA POOL AU6278 5.0% 11/01/43 2014-01-06 2018-03-25 5 5 68.3 FNMA POOL # BC0885 3.0% 5/01/46 2017-08-04 2018-03-25 68 69 -1 -1 101.85 F N M A POOL # BE2362 3.5% 3/01/47 2017-03-29 2018-03-25 102 104 -2 -2 122.91 F N M A POOL BE3767 3.5% 7/01/47 2017-08-04 2018-03-25 123 127 -4 -4 35.1 FNMA BE9598 4.0% 5/01/47 2017-05-10 2018-03-25 35 37 -2 -2 16.57 FNMA POOL #BH5017 3.0% 8/01/47 2017-08-04 2018-03-25 17 17 121.45 FNMA BH9226 4.5% 1/01/48 2018-02-09 2018-03-25 121 128 -7 -7 21.93 FNMA POOL # BJ1669 4% 12/1/47 2018-01-22 2018-03-25 22 23 -1 -1 111.31 FNMA POOL # MA2670 3.0% 7/01/46 2016-07-08 2018-03-25 111 116 -5 -5 9.32 FNMA MA1897 3.5% 5/01/44 2014-05-23 2018-03-25 9 9 130.53 FNMA POOL # MA2705 3.0% 7/01/46 2016-07-08 2018-03-25 131 136 -5 -5 32.63 FNMA POOL # MA2705 3.0% 7/01/46 2017-05-05 2018-03-25 33 33 32.44 FNMA POOL # MA2737 3.0% 9/01/46 2017-06-27 2018-03-25 32 33 -1 -1 129.77 FNMA POOL # MA2737 3.0% 9/01/46 2016-08-12 2018-03-25 130 135 -5 -5 265.24 FNMA MA2775 2.5% 9/01/31 2016-09-13 2018-03-25 265 274 -9 -9 80.01 FNMA MA3078 3.0% 7/01/37 2017-06-26 2018-03-25 80 82 -2 -2 166.19 FNMA POOL # MA3149 4.0% 10/01/47 2017-09-29 2018-03-25 166 175 -9 -9 157.85 FNMA MA3153 4.0% 10/01/37 2017-10-04 2018-03-25 158 168 -10 -10 152.29 FNMA MA3155 3.0% 10/01/32 2017-09-22 2018-03-25 152 157 -5 -5 120.92 FNMA MA3184 4.5% 11/01/47 2017-11-02 2018-03-25 121 130 -9 -9 5000. UNITED STATES TREAS BD 3.0% 2/15/47 2017-11-30 2018-03-27 4960 5159 -199 -199 5000. UNITED STATES TREAS BD 3.0% 2/15/47 2017-03-21 2018-03-27 4960 4905 55 55 63. FACEBOOK INC 2013-08-15 2018-03-28 9687 2293 7394 7394 260. ABBOTT LABORATORIES 2017-01-31 2018-03-29 15583 10799 4784 4784 29. JOHNSON & JOHNSON COM 2017-08-11 2018-03-29 3696 3891 -195 -195 430. TARGA RESOURCES INVESTMENTS 2017-03-06 2018-03-29 19019 23828 -4809 -4809 5000. GENERAL ELEC CAP CORP 2012-02-22 2018-04-03 5245 5437 -192 -192 3021.86 FHLMC GOLD POOL J15724 4.0% 6/01/26 2013-10-23 2018-04-06 3119 3230 -111 -111 5018.03 FNMA AL7359 4.0% 5/01/29 2017-10-20 2018-04-06 5170 5275 -105 -105 5000. GENERAL ELEC CAP CORP 2012-02-22 2018-04-09 5244 5437 -193 -193 9429.98 FNMA MA3153 4.0% 10/01/37 2017-10-04 2018-04-10 9763 10039 -276 -276 10000. GENERAL ELEC CAP CORP 2012-02-22 2018-04-10 10503 10865 -362 -362 200. HALLIBURTON COMPANY COM 2017-06-21 2018-04-11 9890 8933 957 957 317. SCHLUMBERGER LIMITED COM 2011-10-26 2018-04-11 21353 22170 -817 -817 45.82 FHLMC GOLD POOL T49005 3.5% 12/01/28 2014-02-19 2018-04-15 46 48 -2 -2 16.02 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2018-04-15 16 17 -1 -1 38.46 FHLMC GOLD G08773 3.0% 8/01/47 2017-08-04 2018-04-15 38 39 -1 -1 173.91 FHLMC GOLD G08794 4.5% 12/01/47 2017-11-15 2018-04-15 174 186 -12 -12 25.36 FHLMC GOLD G08808 3.5% 4/01/48 2018-03-16 2018-04-15 25 25 213.28 FHLMC GOLD G18667 3.5% 11/01/32 2017-12-11 2018-04-15 213 222 -9 -9 66.73 FHLMC GOLD POOL J15724 4.0% 6/01/26 2013-10-23 2018-04-15 67 71 -4 -4 2.88 FHLMC GOLD POOL A90393 5.0% 12/01/39 2015-10-08 2018-04-15 3 3 49.54 FHLMC GOLD A92821 5.0% 7/01/40 2015-10-08 2018-04-15 50 54 -4 -4 84.77 F G Q50123 4.0% 8/01/47 2017-08-29 2018-04-15 85 90 -5 -5 198.59 FHLMC GOLD POOL Q50341 3.5% 7/01/47 2017-08-04 2018-04-15 199 205 -6 -6 270.9 FHLMC Q50589 3.5% 9/01/47 2017-09-21 2018-04-15 271 280 -9 -9 115.23 FG Q51086 3.5% 10/01/47 2017-09-26 2018-04-15 115 119 -4 -4 127.24 FHLMC GOLD Q52046 3.5% 11/1/47 2017-11-14 2018-04-15 127 131 -4 -4 68.65 FHLMC GOLD Q52093 3.5% 11/1/47 2017-11-10 2018-04-15 69 71 -2 -2 150.57 FHLMC GOLD Q52104 4.0% 11/01/47 2017-11-02 2018-04-15 151 159 -8 -8 37.64 FREDDIE MAC GOLD POOL 3.5% 1/01/48 2018-01-22 2018-04-15 38 38 5000. FORD MOTOR CREDIT CO 3.219% 1/09/22 2016-10-28 2018-04-16 4908 5092 -184 -184 130. PROCTER & GAMBLE CO COM 2002-02-01 2018-04-17 10167 6817 3350 3350 10000. SOUTH CAROLINA ST PU 2.388% 12/01/23 2016-07-01 2018-04-17 9393 10000 -607 -607 5000. FORD MOTOR CREDIT CO 3.219% 1/09/22 2016-10-28 2018-04-18 4906 5092 -186 -186 260. ELI LILLY & CO COM 2016-01-20 2018-04-18 20769 20790 -21 -21 5000. U S TREASURY NOTE 2016-03-17 2018-04-18 4802 4939 -137 -137 270. TAIWAN SEMICONDUCTOR ADR 2017-11-20 2018-04-19 10615 11392 -777 -777 30. TAIWAN SEMICONDUCTOR ADR 2016-06-30 2018-04-19 1179 788 391 391 172. GNMA MA4718 3.0% 9/20/47 2017-09-19 2018-04-20 172 175 -3 -3 132.58 GNMA MA4719 3.5% 9/20/47 2017-09-18 2018-04-20 133 138 -5 -5 110.71 GNMA II MA5020 4.0% 2/20/48 2018-02-13 2018-04-20 111 114 -3 -3 45.97 GNMA II POOL # MA5021 4.5% 2/20/48 2018-02-21 2018-04-20 46 48 -2 -2 800. TAIWAN SEMICONDUCTOR ADR 2016-06-27 2018-04-20 31140 20120 11020 11020 210. STARBUCKS CORP COM 2017-05-25 2018-04-23 12209 13463 -1254 -1254 220. TWENTY FIRST CENTURY FOX INC 2017-03-17 2018-04-23 8009 6819 1190 1190 151.73 FNMA REMIC TRUST 2014- 3.0% 3/25/40 2014-04-11 2018-04-25 152 155 -3 -3 110.79 FNMA AL7359 4.0% 5/01/29 2017-10-20 2018-04-25 111 116 -5 -5 91.12 FNMA AL9867 3.0% 2/01/32 2017-04-07 2018-04-25 91 94 -3 -3 149.03 FNMA POOL AS7844 3.0% 9/01/46 2017-04-19 2018-04-25 149 150 -1 -1 49.68 FNMA POOL AS7844 3.0% 9/01/46 2017-06-09 2018-04-25 50 50 148.41 FNMA POOL # AS9451 3.5% 4/1/47 2017-05-19 2018-04-25 148 153 -5 -5 43.09 FNMA POOL AU6278 5.0% 11/01/43 2014-01-06 2018-04-25 43 47 -4 -4 66.97 FNMA POOL # BC0885 3.0% 5/01/46 2017-08-04 2018-04-25 67 67 19.44 F N M A POOL # BE2362 3.5% 3/01/47 2017-03-29 2018-04-25 19 20 -1 -1 116.38 F N M A POOL BE3767 3.5% 7/01/47 2017-08-04 2018-04-25 116 120 -4 -4 39.29 FNMA BE9598 4.0% 5/01/47 2017-05-10 2018-04-25 39 41 -2 -2 16.95 FNMA POOL #BH5017 3.0% 8/01/47 2017-08-04 2018-04-25 17 17 137.2 FNMA BH9226 4.5% 1/01/48 2018-02-09 2018-04-25 137 145 -8 -8 139.24 FNMA POOL # BJ1669 4% 12/1/47 2018-01-22 2018-04-25 139 145 -6 -6 15.23 FNMA POOL BJ9903 3.5% 3/01/48 2018-03-06 2018-04-25 15 15 150.59 FNMA POOL # MA2670 3.0% 7/01/46 2016-07-08 2018-04-25 151 157 -6 -6 9.48 FNMA MA1897 3.5% 5/01/44 2014-05-23 2018-04-25 9 10 -1 -1 148.07 FNMA POOL # MA2705 3.0% 7/01/46 2016-07-08 2018-04-25 148 154 -6 -6 37.02 FNMA POOL # MA2705 3.0% 7/01/46 2017-05-05 2018-04-25 37 37 160.9 FNMA POOL # MA2737 3.0% 9/01/46 2016-08-12 2018-04-25 161 167 -6 -6 40.22 FNMA POOL # MA2737 3.0% 9/01/46 2017-06-27 2018-04-25 40 41 -1 -1 288.89 FNMA MA2775 2.5% 9/01/31 2016-09-13 2018-04-25 289 299 -10 -10 56.15 FNMA MA3078 3.0% 7/01/37 2017-06-26 2018-04-25 56 58 -2 -2 169.35 FNMA POOL # MA3149 4.0% 10/01/47 2017-09-29 2018-04-25 169 179 -10 -10 133.12 FNMA MA3153 4.0% 10/01/37 2017-10-04 2018-04-25 133 142 -9 -9 148.42 FNMA MA3155 3.0% 10/01/32 2017-09-22 2018-04-25 148 153 -5 -5 186.22 FNMA MA3184 4.5% 11/01/47 2017-11-02 2018-04-25 186 200 -14 -14 5000. UNITED STATES TREAS NT 1.5% 7/15/20 2017-11-29 2018-04-25 4890 4957 -67 -67 320. TWENTY FIRST CENTURY FOX INC 2017-03-16 2018-04-26 11627 9862 1765 1765 7000. EASTMAN CHEMICAL CO 3.6% 8/15/22 2012-05-29 2018-05-01 6984 6873 111 111 9522.62 F N M A POOL BE3767 3.5% 7/01/47 2017-08-04 2018-05-03 9456 9840 -384 -384 89. CONSTELLATION BRANDS INC 2015-08-14 2018-05-04 19742 12503 7239 7239 24772.04 FNMA MA2775 2.5% 9/01/31 2016-09-13 2018-05-04 24087 25614 -1527 -1527 5000. TIME WARNER INC 4.0% 1/15/22 2012-01-10 2018-05-07 5079 5179 -100 -100 190. COLGATE PALMOLIVE CO COM 2018-01-16 2018-05-09 11751 14357 -2606 -2606 10. COSTCO WHSL CORP NEW 2017-06-29 2018-05-09 1944 1591 353 353 47. COSTCO WHSL CORP NEW 2017-01-06 2018-05-09 9135 7643 1492 1492 10000. UNITED STATES TREAS NT 1.5% 7/15/20 2017-11-29 2018-05-11 9772 9914 -142 -142 80. SPLUNK INC 2017-03-01 2018-05-14 9092 5089 4003 4003 1.79 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2018-05-15 2 2 51.46 FHLMC GOLD G08773 3.0% 8/01/47 2017-08-04 2018-05-15 51 52 -1 -1 150.98 FHLMC GOLD G08794 4.5% 12/01/47 2017-11-15 2018-05-15 151 162 -11 -11 36.1 FHLMC GOLD G08808 3.5% 4/01/48 2018-03-16 2018-05-15 36 36 144.51 FHLMC GOLD G18667 3.5% 11/01/32 2017-12-11 2018-05-15 145 150 -5 -5 40.41 FHLMC GOLD POOL A90393 5.0% 12/01/39 2015-10-08 2018-05-15 40 44 -4 -4 86.17 FHLMC GOLD A92821 5.0% 7/01/40 2015-10-08 2018-05-15 86 95 -9 -9 190.74 F G Q50123 4.0% 8/01/47 2017-08-29 2018-05-15 191 202 -11 -11 9128.93 F G Q50123 4.0% 8/01/47 2017-08-29 2018-05-15 9249 9657 -408 -408 24.42 FHLMC GOLD POOL Q50341 3.5% 7/01/47 2017-08-04 2018-05-15 24 25 -1 -1 315.37 FHLMC Q50589 3.5% 9/01/47 2017-09-21 2018-05-15 315 326 -11 -11 252.9 FG Q51086 3.5% 10/01/47 2017-09-26 2018-05-15 253 262 -9 -9 19.1 FHLMC GOLD Q52046 3.5% 11/1/47 2017-11-14 2018-05-15 19 20 -1 -1 105.03 FHLMC GOLD Q52093 3.5% 11/1/47 2017-11-10 2018-05-15 105 108 -3 -3 21.98 FHLMC GOLD Q52104 4.0% 11/01/47 2017-11-02 2018-05-15 22 23 -1 -1 85.21 FREDDIE MAC GOLD POOL 3.5% 1/01/48 2018-01-22 2018-05-15 85 86 -1 -1 51. LAM RESH CORP COM 2017-11-07 2018-05-18 9945 10632 -687 -687 104. 3M CO 2015-09-03 2018-05-18 20702 14823 5879 5879 188.42 GNMA MA4718 3.0% 9/20/47 2017-09-19 2018-05-20 188 192 -4 -4 155.44 GNMA MA4719 3.5% 9/20/47 2017-09-18 2018-05-20 155 162 -7 -7 130.76 GNMA II MA5020 4.0% 2/20/48 2018-02-13 2018-05-20 131 135 -4 -4 94.03 GNMA II POOL # MA5021 4.5% 2/20/48 2018-02-21 2018-05-20 94 98 -4 -4 8497.31 FNMA AL9867 3.0% 2/01/32 2017-04-07 2018-05-22 8396 8756 -360 -360 10000. A T & T INC 3.9% 8/14/27 2017-07-27 2018-05-23 10100 9983 117 117 118.54 FNMA REMIC TRUST 2014- 3.0% 3/25/40 2014-04-11 2018-05-25 119 121 -2 -2 154.2 FNMA AL9867 3.0% 2/01/32 2017-04-07 2018-05-25 154 159 -5 -5 36.89 FNMA POOL AS7844 3.0% 9/01/46 2017-06-09 2018-05-25 37 37 110.68 FNMA POOL AS7844 3.0% 9/01/46 2017-04-19 2018-05-25 111 111 98.68 FNMA POOL # AS9451 3.5% 4/1/47 2017-05-19 2018-05-25 99 102 -3 -3 4.61 FNMA POOL AU6278 5.0% 11/01/43 2014-01-06 2018-05-25 5 5 85.29 FNMA POOL # BC0885 3.0% 5/01/46 2017-08-04 2018-05-25 85 86 -1 -1 123.59 F N M A POOL # BE2362 3.5% 3/01/47 2017-03-29 2018-05-25 124 127 -3 -3 121.23 F N M A POOL BE3767 3.5% 7/01/47 2017-08-04 2018-05-25 121 125 -4 -4 40.1 FNMA BE9598 4.0% 5/01/47 2017-05-10 2018-05-25 40 42 -2 -2 16.54 FNMA POOL #BH5017 3.0% 8/01/47 2017-08-04 2018-05-25 17 17 126.17 FNMA BH9226 4.5% 1/01/48 2018-02-09 2018-05-25 126 133 -7 -7 139.77 FNMA POOL # BJ1669 4% 12/1/47 2018-01-22 2018-05-25 140 145 -5 -5 15.87 FNMA POOL BJ9903 3.5% 3/01/48 2018-03-06 2018-05-25 16 16 135.8 FNMA POOL # MA2670 3.0% 7/01/46 2016-07-08 2018-05-25 136 141 -5 -5 8.65 FNMA MA1897 3.5% 5/01/44 2014-05-23 2018-05-25 9 9 171.01 FNMA POOL # MA2705 3.0% 7/01/46 2016-07-08 2018-05-25 171 177 -6 -6 130.59 FNMA POOL # MA2737 3.0% 9/01/46 2016-08-12 2018-05-25 131 136 -5 -5 32.65 FNMA POOL # MA2737 3.0% 9/01/46 2017-06-27 2018-05-25 33 33 287.3 FNMA MA2775 2.5% 9/01/31 2016-09-13 2018-05-25 287 297 -10 -10 85.69 FNMA MA3078 3.0% 7/01/37 2017-06-26 2018-05-25 86 88 -2 -2 151. FNMA POOL # MA3149 4.0% 10/01/47 2017-09-29 2018-05-25 151 159 -8 -8 141.35 FNMA MA3155 3.0% 10/01/32 2017-09-22 2018-05-25 141 145 -4 -4 159.02 FNMA MA3184 4.5% 11/01/47 2017-11-02 2018-05-25 159 171 -12 -12 63.88 FNMA MA3337 4.0% 4/01/38 2018-04-10 2018-05-25 64 66 -2 -2 15000. MET LIFE GLOB FNDG 7.717% 2/15/19 2009-02-11 2018-05-29 15581 15358 223 223 5000. AT&T INC 2012-02-09 2018-05-30 5165 5587 -422 -422 290. ABBVIE INC 2017-10-18 2018-05-31 28678 27772 906 906 10000. BP CAP MKTS P L C 4.75% 3/10/19 2015-04-21 2018-06-05 10161 11106 -945 -945 10000. PETROLEOS MEXICANOS 2014-04-15 2018-06-06 10003 10525 -522 -522 570. TWENTY FIRST CENTURY FOX INC 2017-03-16 2018-06-07 22397 17497 4900 4900 99. STRYKER CORP 2018-04-18 2018-06-12 16247 16342 -95 -95 10000. APACHE CORP 3.25% 4/15/22 2015-09-08 2018-06-15 9831 9814 17 17 10.59 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2018-06-15 11 11 55.15 FHLMC GOLD G08773 3.0% 8/01/47 2017-08-04 2018-06-15 55 55 302.11 FHLMC GOLD G08794 4.5% 12/01/47 2017-11-15 2018-06-15 302 324 -22 -22 52.07 FHLMC GOLD G08808 3.5% 4/01/48 2018-03-16 2018-06-15 52 52 86.58 FHLMC GOLD G18667 3.5% 11/01/32 2017-12-11 2018-06-15 87 90 -3 -3 3.19 FHLMC GOLD POOL A90393 5.0% 12/01/39 2015-10-08 2018-06-15 3 4 -1 -1 39.75 FHLMC GOLD A92821 5.0% 7/01/40 2015-10-08 2018-06-15 40 44 -4 -4 138.59 F G Q50123 4.0% 8/01/47 2017-08-29 2018-06-15 139 147 -8 -8 23.56 FHLMC GOLD POOL Q50341 3.5% 7/01/47 2017-08-04 2018-06-15 24 24 37.62 FHLMC Q50589 3.5% 9/01/47 2017-09-21 2018-06-15 38 39 -1 -1 25.85 FG Q51086 3.5% 10/01/47 2017-09-26 2018-06-15 26 27 -1 -1 19.15 FHLMC GOLD Q52046 3.5% 11/1/47 2017-11-14 2018-06-15 19 20 -1 -1 73.77 FHLMC GOLD Q52093 3.5% 11/1/47 2017-11-10 2018-06-15 74 76 -2 -2 150.35 FHLMC GOLD Q52104 4.0% 11/01/47 2017-11-02 2018-06-15 150 158 -8 -8 59.34 FREDDIE MAC GOLD POOL 3.5% 1/01/48 2018-01-22 2018-06-15 59 60 -1 -1 135.51 FHLMC GOLD POOL Q55227 4.0% 4/01/48 2018-04-19 2018-06-15 136 139 -3 -3 87.21 FHLMC GOLD Q55484 3.5% 4/01/48 2018-05-03 2018-06-15 87 87 100. SEMPRA ENERGY 2018-01-03 2018-06-15 11072 10746 326 326 90. 3M CO 2015-09-03 2018-06-15 18052 12828 5224 5224 343. AGILENT TECHNOLOGIES INC 2015-12-09 2018-06-20 21569 17615 3954 3954 193.54 GNMA MA4718 3.0% 9/20/47 2017-09-19 2018-06-20 194 197 -3 -3 150.78 GNMA MA4719 3.5% 9/20/47 2017-09-18 2018-06-20 151 157 -6 -6 150.35 GNMA II MA5020 4.0% 2/20/48 2018-02-13 2018-06-20 150 155 -5 -5 82.83 GNMA II POOL # MA5021 4.5% 2/20/48 2018-02-21 2018-06-20 83 87 -4 -4 10684.7 U S TREASURY INFLATIO 0.125% 4/15/20 2015-09-28 2018-06-20 10565 10596 -31 -31 72. VALERO ENERGY CORP NEW 2011-08-15 2018-06-20 8348 1392 6956 6956 307. AGILENT TECHNOLOGIES INC 2015-12-08 2018-06-21 19230 12661 6569 6569 140. HALLIBURTON COMPANY COM 2017-06-21 2018-06-21 6290 5921 369 369 458. HALLIBURTON COMPANY COM 2007-02-01 2018-06-21 20579 13651 6928 6928 5000. U S TREASURY NOTE 2017-09-22 2018-06-22 4804 4909 -105 -105 5000. U S TREASURY NOTE 2016-03-17 2018-06-22 4804 4939 -135 -135 181.14 FNMA REMIC TRUST 2014- 3.0% 3/25/40 2014-04-11 2018-06-25 181 185 -4 -4 150. FNMA POOL AS7844 3.0% 9/01/46 2017-04-19 2018-06-25 150 151 -1 -1 350.85 FNMA AS8210 2.5% 10/01/31 2018-05-04 2018-06-25 351 329 22 22 54.04 FNMA POOL # AS9451 3.5% 4/1/47 2017-05-19 2018-06-25 54 56 -2 -2 4.6 FNMA POOL AU6278 5.0% 11/01/43 2014-01-06 2018-06-25 5 5 83.49 FNMA POOL # BC0885 3.0% 5/01/46 2017-08-04 2018-06-25 83 84 -1 -1 38.19 F N M A POOL # BE2362 3.5% 3/01/47 2017-03-29 2018-06-25 38 39 -1 -1 82.15 F N M A POOL BE3767 3.5% 7/01/47 2017-08-04 2018-06-25 82 85 -3 -3 63.51 FNMA BE9598 4.0% 5/01/47 2017-05-10 2018-06-25 64 67 -3 -3 16.63 FNMA POOL #BH5017 3.0% 8/01/47 2017-08-04 2018-06-25 17 17 169.09 FNMA BH9226 4.5% 1/01/48 2018-02-09 2018-06-25 169 178 -9 -9 138.28 FNMA POOL # BJ1669 4% 12/1/47 2018-01-22 2018-06-25 138 144 -6 -6 15.91 FNMA POOL BJ9903 3.5% 3/01/48 2018-03-06 2018-06-25 16 16 160.91 FNMA POOL # MA2670 3.0% 7/01/46 2016-07-08 2018-06-25 161 168 -7 -7 351.74 FNMA MA1897 3.5% 5/01/44 2014-05-23 2018-06-25 352 358 -6 -6 230.16 FNMA POOL # MA2705 3.0% 7/01/46 2016-07-08 2018-06-25 230 238 -8 -8 168.76 FNMA POOL # MA2737 3.0% 9/01/46 2016-08-12 2018-06-25 169 175 -6 -6 42.19 FNMA POOL # MA2737 3.0% 9/01/46 2017-06-27 2018-06-25 42 43 -1 -1 77.08 FNMA MA3078 3.0% 7/01/37 2017-06-26 2018-06-25 77 79 -2 -2 130.52 FNMA POOL # MA3149 4.0% 10/01/47 2017-09-29 2018-06-25 131 138 -7 -7 153.55 FNMA MA3155 3.0% 10/01/32 2017-09-22 2018-06-25 154 158 -4 -4 168.64 FNMA MA3184 4.5% 11/01/47 2017-11-02 2018-06-25 169 181 -12 -12 64.34 FNMA MA3337 4.0% 4/01/38 2018-04-10 2018-06-25 64 67 -3 -3 257. SEMPRA ENERGY 2018-01-03 2018-06-27 29821 27616 2205 2205 60. MONDELEZ INTERNATIONAL INC 2017-12-19 2018-06-29 2467 2615 -148 -148 190. MONDELEZ INTERNATIONAL INC 2017-05-12 2018-06-29 7814 8537 -723 -723 520. STARBUCKS CORP COM 2017-07-20 2018-06-29 25357 29559 -4202 -4202 230. STARBUCKS CORP COM 2017-05-25 2018-06-29 11216 14464 -3248 -3248 6300. CALIFORNIA ST EARTHQ 2.805% 7/01/19 2014-10-29 2018-07-01 6300 6300 13726.74 FHLMC GOLD G08794 4.5% 12/01/47 2017-11-15 2018-07-10 14284 14700 -416 -416 48. BROADCOM INC 2018-03-15 2018-07-12 9928 12826 -2898 -2898 76. BROADCOM INC 2013-09-20 2018-07-12 15719 3197 12522 12522 8855.04 FNMA MA3184 4.5% 11/01/47 2017-11-02 2018-07-12 9213 9503 -290 -290 15000. AMAZON.COM INC 2012-11-26 2018-07-13 14619 14622 -3 -3 140. T -MOBILE US INC 2017-06-08 2018-07-13 8565 9200 -635 -635 22.13 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2018-07-15 22 23 -1 -1 48.77 FHLMC GOLD G08773 3.0% 8/01/47 2017-08-04 2018-07-15 49 49 246.76 FHLMC GOLD G08794 4.5% 12/01/47 2017-11-15 2018-07-15 247 264 -17 -17 51.62 FHLMC GOLD G08808 3.5% 4/01/48 2018-03-16 2018-07-15 52 52 89.74 FHLMC GOLD G18667 3.5% 11/01/32 2017-12-11 2018-07-15 90 93 -3 -3 3.11 FHLMC GOLD POOL A90393 5.0% 12/01/39 2015-10-08 2018-07-15 3 3 40.13 FHLMC GOLD A92821 5.0% 7/01/40 2015-10-08 2018-07-15 40 44 -4 -4 25.06 FHLMC GOLD POOL Q50341 3.5% 7/01/47 2017-08-04 2018-07-15 25 26 -1 -1 155.91 FHLMC Q50589 3.5% 9/01/47 2017-09-21 2018-07-15 156 161 -5 -5 25.88 FG Q51086 3.5% 10/01/47 2017-09-26 2018-07-15 26 27 -1 -1 18.58 FHLMC GOLD Q52046 3.5% 11/1/47 2017-11-14 2018-07-15 19 19 106.16 FHLMC GOLD Q52093 3.5% 11/1/47 2017-11-10 2018-07-15 106 109 -3 -3 97.39 FHLMC GOLD Q52104 4.0% 11/01/47 2017-11-02 2018-07-15 97 103 -6 -6 76.2 FREDDIE MAC GOLD POOL 3.5% 1/01/48 2018-01-22 2018-07-15 76 77 -1 -1 257.7 FHLMC GOLD POOL Q55227 4.0% 4/01/48 2018-04-19 2018-07-15 258 263 -5 -5 24.97 FHLMC GOLD Q55484 3.5% 4/01/48 2018-05-03 2018-07-15 25 25 71.35 FHLMC GOLD Q55997 4.0% 5/01/48 2018-05-15 2018-07-15 71 72 -1 -1 82. ADOBE SYS INC COM 2013-02-20 2018-07-17 20999 10093 10906 10906 9695.47 GNMA II POOL # MA5021 4.5% 2/20/48 2018-02-21 2018-07-17 10101 10130 -29 -29 10000. FEDERAL FARM CREDIT 3.15% 2/14/25 2018-02-07 2018-07-20 9841 10000 -159 -159 207. GNMA MA4718 3.0% 9/20/47 2017-09-19 2018-07-20 207 211 -4 -4 151.18 GNMA MA4719 3.5% 9/20/47 2017-09-18 2018-07-20 151 158 -7 -7 193.26 GNMA II MA5020 4.0% 2/20/48 2018-02-13 2018-07-20 193 200 -7 -7 55.74 GNMA II POOL # MA5021 4.5% 2/20/48 2018-02-21 2018-07-20 56 58 -2 -2 175.58 FNMA REMIC TRUST 2014- 3.0% 3/25/40 2014-04-11 2018-07-25 176 179 -3 -3 184.53 FNMA POOL AS7844 3.0% 9/01/46 2017-04-19 2018-07-25 185 186 -1 -1 280.32 FNMA AS8210 2.5% 10/01/31 2018-05-04 2018-07-25 280 263 17 17 124.31 FNMA POOL # AS9451 3.5% 4/1/47 2017-05-19 2018-07-25 124 128 -4 -4 4.63 FNMA POOL AU6278 5.0% 11/01/43 2014-01-06 2018-07-25 5 5 86.68 FNMA POOL # BC0885 3.0% 5/01/46 2017-08-04 2018-07-25 87 87 51.18 F N M A POOL # BE2362 3.5% 3/01/47 2017-03-29 2018-07-25 51 52 -1 -1 91.54 F N M A POOL BE3767 3.5% 7/01/47 2017-08-04 2018-07-25 92 95 -3 -3 80.2 FNMA BE9598 4.0% 5/01/47 2017-05-10 2018-07-25 80 84 -4 -4 65.05 FNMA POOL #BH5017 3.0% 8/01/47 2017-08-04 2018-07-25 65 65 202.92 FNMA BH9226 4.5% 1/01/48 2018-02-09 2018-07-25 203 214 -11 -11 22.84 FNMA POOL # BJ1669 4% 12/1/47 2018-01-22 2018-07-25 23 24 -1 -1 16.45 FNMA POOL BJ9903 3.5% 3/01/48 2018-03-06 2018-07-25 16 16 68.92 FNMA POOL #BK5150 3.5% 5/01/33 2018-05-22 2018-07-25 69 69 163.59 FNMA POOL # MA2670 3.0% 7/01/46 2016-07-08 2018-07-25 164 170 -6 -6 8.21 FNMA MA1897 3.5% 5/01/44 2014-05-23 2018-07-25 8 8 203.2 FNMA POOL # MA2705 3.0% 7/01/46 2016-07-08 2018-07-25 203 210 -7 -7 217.45 FNMA POOL # MA2737 3.0% 9/01/46 2016-08-12 2018-07-25 217 225 -8 -8 107.8 FNMA MA3078 3.0% 7/01/37 2017-06-26 2018-07-25 108 111 -3 -3 156.75 FNMA POOL # MA3149 4.0% 10/01/47 2017-09-29 2018-07-25 157 166 -9 -9 164.62 FNMA MA3155 3.0% 10/01/32 2017-09-22 2018-07-25 165 169 -4 -4 13429.06 FNMA MA3155 3.0% 10/01/32 2017-09-22 2018-07-25 13312 13817 -505 -505 157.03 FNMA MA3184 4.5% 11/01/47 2017-11-02 2018-07-25 157 169 -12 -12 73.89 FNMA MA3337 4.0% 4/01/38 2018-04-10 2018-07-25 74 77 -3 -3 8. ALIGN TECHNOLOGY INC 2017-06-19 2018-07-31 2774 1213 1561 1561 17. ALIGN TECHNOLOGY INC 2017-08-15 2018-07-31 5894 3019 2875 2875 7. AMAZON COM INC 2015-10-30 2018-07-31 12369 4398 7971 7971 146. STRYKER CORP 2018-03-29 2018-07-31 23968 23674 294 294 34. UNITED HEALTH GROUP INC 2017-06-26 2018-07-31 8665 6291 2374 2374 630. ALLY FINANCIAL INC 2015-01-07 2018-08-01 16801 14509 2292 2292 51. NVIDIA CORP 2016-10-18 2018-08-01 12550 3667 8883 8883 610. MARVELL TECHNOLOGY GROUP LTD 0.002 2018-01-24 2018-08-01 12945 14170 -1225 -1225 230. AT&T INC 2015-08-04 2018-08-02 7333 8246 -913 -913 40. AT&T INC 2017-10-26 2018-08-02 1275 1354 -79 -79 800. ALLY FINANCIAL INC 2015-01-26 2018-08-02 21008 16515 4493 4493 60. COMCAST CORP NEW CL A 2017-12-21 2018-08-02 2098 2456 -358 -358 61. ALEXION PHARMACEUTICALS INC 2016-11-04 2018-08-03 7564 8332 -768 -768 780. ALLY FINANCIAL INC 2016-11-15 2018-08-03 20566 15291 5275 5275 60. ALEXION PHARMACEUTICALS INC 2016-11-04 2018-08-06 7378 7379 -1 -1 62. ALEXION PHARMACEUTICALS INC 2017-12-08 2018-08-06 7624 7120 504 504 34. FACEBOOK INC 2013-08-15 2018-08-07 6261 1237 5024 5024 11. LAM RESH CORP COM 2017-10-12 2018-08-07 2043 2150 -107 -107 50. MICRON TECHNOLOGY 2018-03-09 2018-08-07 2660 2776 -116 -116 18. NVIDIA CORP 2016-10-18 2018-08-07 4626 1202 3424 3424 230. NUCOR CORP 2013-04-24 2018-08-09 14675 10021 4654 4654 240. PROCTER & GAMBLE CO COM 2002-02-01 2018-08-09 19558 9856 9702 9702 14556.62 GNMA II MA5020 4.0% 2/20/48 2018-02-13 2018-08-14 14916 15039 -123 -123 14556.62 GNMA II MA5020 4.0% 2/20/48 2018-02-13 2018-08-14 14909 15038 -129 -129 5000. U S TREASURY NOTE 2018-03-12 2018-08-14 4737 4728 9 9 29.06 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2018-08-15 29 31 -2 -2 60.69 FHLMC GOLD G08773 3.0% 8/01/47 2017-08-04 2018-08-15 61 61 48.56 FHLMC GOLD G08808 3.5% 4/01/48 2018-03-16 2018-08-15 49 49 74.1 FHLMC GOLD G18667 3.5% 11/01/32 2017-12-11 2018-08-15 74 77 -3 -3 3. FHLMC GOLD POOL A90393 5.0% 12/01/39 2015-10-08 2018-08-15 3 3 56.88 FHLMC GOLD A92821 5.0% 7/01/40 2015-10-08 2018-08-15 57 62 -5 -5 24.67 FHLMC GOLD POOL Q50341 3.5% 7/01/47 2017-08-04 2018-08-15 25 25 37.42 FHLMC Q50589 3.5% 9/01/47 2017-09-21 2018-08-15 37 39 -2 -2 25.43 FG Q51086 3.5% 10/01/47 2017-09-26 2018-08-15 25 26 -1 -1 222.94 FHLMC GOLD Q52046 3.5% 11/1/47 2017-11-14 2018-08-15 223 229 -6 -6 123.69 FHLMC GOLD Q52093 3.5% 11/1/47 2017-11-10 2018-08-15 124 127 -3 -3 203.84 FHLMC GOLD Q52104 4.0% 11/01/47 2017-11-02 2018-08-15 204 215 -11 -11 45.69 FREDDIE MAC GOLD POOL 3.5% 1/01/48 2018-01-22 2018-08-15 46 47 -1 -1 22.85 FREDDIE MAC GOLD POOL 3.5% 1/01/48 2018-04-25 2018-08-15 23 23 116.2 FHLMC GOLD POOL Q55227 4.0% 4/01/48 2018-04-19 2018-08-15 116 119 -3 -3 88.7 FHLMC GOLD Q55484 3.5% 4/01/48 2018-05-03 2018-08-15 89 88 1 1 61.93 FHLMC GOLD Q55997 4.0% 5/01/48 2018-05-15 2018-08-15 62 63 -1 -1 538.86 FHLMC Q57173 4.5% 7/01/48 2018-07-10 2018-08-15 539 561 -22 -22 12.61 FHLMC Q57255 4.5% 7/01/48 2018-07-12 2018-08-15 13 13 53. LAM RESH CORP COM 2017-10-12 2018-08-15 9109 9964 -855 -855 58. LAM RESH CORP COM 2017-07-27 2018-08-15 9969 9685 284 284 110. MICRON TECHNOLOGY 2016-11-11 2018-08-15 5231 1935 3296 3296 590. MICRON TECHNOLOGY 2018-03-09 2018-08-15 28058 32100 -4042 -4042 120. ATLASSIAN CORP PLC-CLASS A 2018-03-06 2018-08-15 9315 7104 2211 2211 120. EXXON MOBIL CORP 2017-10-25 2018-08-17 9356 9994 -638 -638 120. EXXON MOBIL CORP 2018-06-27 2018-08-17 9356 9861 -505 -505 30. EXXON MOBIL CORP 2002-12-13 2018-08-17 2339 1066 1273 1273 30.22 GNMA II POOL #0MA5331 4.5% 7/20/48 2018-07-17 2018-08-20 30 32 -2 -2 227.36 GNMA MA4718 3.0% 9/20/47 2017-09-19 2018-08-20 227 232 -5 -5 156.32 GNMA MA4719 3.5% 9/20/47 2017-09-18 2018-08-20 156 163 -7 -7 245.4 GNMA II MA5020 4.0% 2/20/48 2018-02-13 2018-08-20 245 254 -9 -9 90. EXACT SCIENCES CORP 2018-01-11 2018-08-23 6341 4856 1485 1485 300. COMCAST CORP NEW CL A 2017-12-21 2018-08-24 10932 12282 -1350 -1350 126. SPLUNK INC 2017-03-01 2018-08-24 15777 8015 7762 7762 140.14 FNMA REMIC TRUST 2014- 3.0% 3/25/40 2014-04-11 2018-08-25 140 143 -3 -3 165.44 FNMA POOL AS7844 3.0% 9/01/46 2017-04-19 2018-08-25 165 166 -1 -1 207.57 FNMA AS8210 2.5% 10/01/31 2018-05-04 2018-08-25 208 193 15 15 90. FNMA POOL # AS9451 3.5% 4/1/47 2017-05-19 2018-08-25 90 93 -3 -3 4.66 FNMA POOL AU6278 5.0% 11/01/43 2014-01-06 2018-08-25 5 5 83.69 FNMA POOL # BC0885 3.0% 5/01/46 2017-08-04 2018-08-25 84 84 90.46 F N M A POOL # BE2362 3.5% 3/01/47 2017-03-29 2018-08-25 90 93 -3 -3 68.83 F N M A POOL BE3767 3.5% 7/01/47 2017-08-04 2018-08-25 69 71 -2 -2 38.76 FNMA BE9598 4.0% 5/01/47 2017-05-10 2018-08-25 39 41 -2 -2 16.83 FNMA POOL #BH5017 3.0% 8/01/47 2017-08-04 2018-08-25 17 17 214.37 FNMA BH9226 4.5% 1/01/48 2018-02-09 2018-08-25 214 226 -12 -12 362.99 FNMA POOL # BJ1669 4% 12/1/47 2018-01-22 2018-08-25 363 377 -14 -14 15.45 FNMA POOL BJ9903 3.5% 3/01/48 2018-03-06 2018-08-25 15 15 413.23 FNMA POOL #BK5150 3.5% 5/01/33 2018-05-22 2018-08-25 413 416 -3 -3 162.23 FNMA POOL # MA2670 3.0% 7/01/46 2016-07-08 2018-08-25 162 169 -7 -7 8.37 FNMA MA1897 3.5% 5/01/44 2014-05-23 2018-08-25 8 9 -1 -1 194.06 FNMA POOL # MA2705 3.0% 7/01/46 2016-07-08 2018-08-25 194 201 -7 -7 208.71 FNMA POOL # MA2737 3.0% 9/01/46 2016-08-12 2018-08-25 209 216 -7 -7 112.46 FNMA MA3078 3.0% 7/01/37 2017-06-26 2018-08-25 112 115 -3 -3 159.83 FNMA POOL # MA3149 4.0% 10/01/47 2017-09-29 2018-08-25 160 169 -9 -9 145.61 FNMA MA3155 3.0% 10/01/32 2017-09-22 2018-08-25 146 150 -4 -4 66.01 FNMA MA3337 4.0% 4/01/38 2018-04-10 2018-08-25 66 68 -2 -2 314. EXXON MOBIL CORP 2002-12-13 2018-09-06 25317 11151 14166 14166 170. T -MOBILE US INC 2017-06-08 2018-09-07 10953 11172 -219 -219 13680.91 FNMA BH9226 4.5% 1/01/48 2018-02-09 2018-09-10 14170 14418 -248 -248 340. MICRON TECHNOLOGY 2016-11-11 2018-09-13 14658 5981 8677 8677 44.49 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2018-09-15 44 47 -3 -3 154.83 FHLMC GOLD G16401 3% 1/1/33 2018-07-25 2018-09-15 155 153 2 2 66.94 FHLMC GOLD G08773 3.0% 8/01/47 2017-08-04 2018-09-15 67 67 57.94 FHLMC GOLD G08808 3.5% 4/01/48 2018-03-16 2018-09-15 58 58 182.8 FHLMC GOLD G18667 3.5% 11/01/32 2017-12-11 2018-09-15 183 190 -7 -7 4.58 FHLMC GOLD POOL A90393 5.0% 12/01/39 2015-10-08 2018-09-15 5 5 57.74 FHLMC GOLD A92821 5.0% 7/01/40 2015-10-08 2018-09-15 58 63 -5 -5 23.94 FHLMC GOLD POOL Q50341 3.5% 7/01/47 2017-08-04 2018-09-15 24 25 -1 -1 38.25 FHLMC Q50589 3.5% 9/01/47 2017-09-21 2018-09-15 38 40 -2 -2 23.46 FG Q51086 3.5% 10/01/47 2017-09-26 2018-09-15 23 24 -1 -1 17.29 FHLMC GOLD Q52046 3.5% 11/1/47 2017-11-14 2018-09-15 17 18 -1 -1 69.42 FHLMC GOLD Q52093 3.5% 11/1/47 2017-11-10 2018-09-15 69 71 -2 -2 131.2 FHLMC GOLD Q52104 4.0% 11/01/47 2017-11-02 2018-09-15 131 138 -7 -7 9.11 FREDDIE MAC GOLD POOL 3.5% 1/01/48 2018-04-25 2018-09-15 9 9 18.23 FREDDIE MAC GOLD POOL 3.5% 1/01/48 2018-01-22 2018-09-15 18 19 -1 -1 67.58 FHLMC GOLD POOL Q55227 4.0% 4/01/48 2018-04-19 2018-09-15 68 69 -1 -1 18.14 FHLMC GOLD Q55484 3.5% 4/01/48 2018-05-03 2018-09-15 18 18 49.5 FHLMC GOLD Q55997 4.0% 5/01/48 2018-05-15 2018-09-15 50 50 47.17 FHLMC Q57173 4.5% 7/01/48 2018-07-10 2018-09-15 47 49 -2 -2 13.82 FHLMC Q57255 4.5% 7/01/48 2018-07-12 2018-09-15 14 14 130. EXACT SCIENCES CORP 2018-01-12 2018-09-18 9419 6911 2508 2508 13781.7 FNMA POOL # BJ1669 4% 12/1/47 2018-01-22 2018-09-18 13937 14327 -390 -390 50. UNITED HEALTH GROUP INC 2016-10-19 2018-09-18 13168 7799 5369 5369 49. ADOBE SYS INC COM 2013-02-04 2018-09-19 12964 1876 11088 11088 5000. CUBESMART LP 4.8% 7/15/22 2016-06-28 2018-09-19 5142 5571 -429 -429 47. SALESFORCE COM INC 2017-08-03 2018-09-19 7184 4241 2943 2943 50. ATLASSIAN CORP PLC-CLASS A 2018-03-05 2018-09-19 4501 2916 1585 1585 25.48 GNMA II POOL #0MA5331 4.5% 7/20/48 2018-07-17 2018-09-20 25 27 -2 -2 66.86 GNMA MA5398 4.0% 8/20/48 2018-08-14 2018-09-20 67 69 -2 -2 233.8 GNMA MA4718 3.0% 9/20/47 2017-09-19 2018-09-20 234 238 -4 -4 169.18 GNMA MA4719 3.5% 9/20/47 2017-09-18 2018-09-20 169 176 -7 -7 40. NVIDIA CORP 2016-10-18 2018-09-20 10648 2671 7977 7977 33. ADOBE SYS INC COM 2013-02-04 2018-09-21 8631 1262 7369 7369 240. CORNING INC COM 2017-12-14 2018-09-21 8624 7725 899 899 25. FACEBOOK INC 2013-08-15 2018-09-21 4098 910 3188 3188 34. NVIDIA CORP 2016-10-18 2018-09-21 8979 2270 6709 6709 28. SALESFORCE COM INC 2017-08-03 2018-09-21 4360 2527 1833 1833 40. SPLUNK INC 2017-03-01 2018-09-21 4677 2544 2133 2133 50. ATLASSIAN CORP PLC-CLASS A 2018-03-05 2018-09-21 4543 2916 1627 1627 15000. U S TREASURY BOND 2.875% 8/15/45 2017-12-07 2018-09-24 14080 15345 -1265 -1265 5000. BARCLAYS PLC 2017-02-14 2018-09-25 4923 5072 -149 -149 113.34 FNMA REMIC TRUST 2014- 3.0% 3/25/40 2014-04-11 2018-09-25 113 116 -3 -3 180.97 FNMA POOL AS7844 3.0% 9/01/46 2017-04-19 2018-09-25 181 182 -1 -1 250.98 FNMA AS8210 2.5% 10/01/31 2018-05-04 2018-09-25 251 235 16 16 64.02 FNMA POOL # AS9451 3.5% 4/1/47 2017-05-19 2018-09-25 64 66 -2 -2 4.96 FNMA POOL AU6278 5.0% 11/01/43 2014-01-06 2018-09-25 5 5 80.65 FNMA POOL # BC0885 3.0% 5/01/46 2017-08-04 2018-09-25 81 81 53.78 F N M A POOL # BE2362 3.5% 3/01/47 2017-03-29 2018-09-25 54 55 -1 -1 80.16 F N M A POOL BE3767 3.5% 7/01/47 2017-08-04 2018-09-25 80 83 -3 -3 96.05 FNMA BE9598 4.0% 5/01/47 2017-05-10 2018-09-25 96 101 -5 -5 16.97 FNMA POOL #BH5017 3.0% 8/01/47 2017-08-04 2018-09-25 17 17 248.61 FNMA BH9226 4.5% 1/01/48 2018-02-09 2018-09-25 249 262 -13 -13 249.82 FNMA POOL # BJ1669 4% 12/1/47 2018-01-22 2018-09-25 250 260 -10 -10 16.73 FNMA POOL BJ9903 3.5% 3/01/48 2018-03-06 2018-09-25 17 17 71.14 FNMA POOL #BK5150 3.5% 5/01/33 2018-05-22 2018-09-25 71 72 -1 -1 158.95 FNMA POOL # MA2670 3.0% 7/01/46 2016-07-08 2018-09-25 159 166 -7 -7 8.68 FNMA MA1897 3.5% 5/01/44 2014-05-23 2018-09-25 9 9 189.45 FNMA POOL # MA2705 3.0% 7/01/46 2016-07-08 2018-09-25 189 196 -7 -7 195.45 FNMA POOL # MA2737 3.0% 9/01/46 2016-08-12 2018-09-25 195 202 -7 -7 66.86 FNMA MA3078 3.0% 7/01/37 2017-06-26 2018-09-25 67 69 -2 -2 157.66 FNMA POOL # MA3149 4.0% 10/01/47 2017-09-29 2018-09-25 158 166 -8 -8 108.86 FNMA MA3337 4.0% 4/01/38 2018-04-10 2018-09-25 109 113 -4 -4 10000. ESSEX PORTFOLIO LP 3.375% 1/15/23 2017-04-03 2018-09-27 9783 10064 -281 -281 270. AT&T INC 2017-10-26 2018-09-28 9039 9136 -97 -97 60. T -MOBILE US INC 2017-06-08 2018-09-28 4208 3943 265 265 195. COLGATE PALMOLIVE CO COM 2018-01-16 2018-10-02 13136 14735 -1599 -1599 44. GARRETT MOTION INC-WI 2004-01-14 2018-10-02 746 168 578 578 195. COLGATE PALMOLIVE CO COM 2018-01-16 2018-10-03 13128 14735 -1607 -1607 5000. UNITED STATES TREASU 2.375% 5/15/27 2017-11-07 2018-10-03 4707 5026 -319 -319 347. ANDEAVOR 2017-01-30 2018-10-04 52838 28285 24553 24553 5000. CONSUMERS ENERGY CO 3.25% 8/15/46 2016-08-01 2018-10-04 4192 4961 -769 -769 4662.24 FHLMC GOLD G08773 3.0% 8/01/47 2017-08-04 2018-10-05 4422 4689 -267 -267 4402.35 FHLMC GOLD G18667 3.5% 11/01/32 2017-12-11 2018-10-05 4412 4577 -165 -165 4630.72 F N M A POOL BE3767 3.5% 7/01/47 2017-08-04 2018-10-05 4519 4785 -266 -266 4854.62 FNMA POOL #BH5017 3.0% 8/01/47 2017-08-04 2018-10-05 4604 4882 -278 -278 982.37 FNMA MA1897 3.5% 5/01/44 2014-05-23 2018-10-05 954 1000 -46 -46 4137.56 FNMA POOL # MA2705 3.0% 7/01/46 2016-09-28 2018-10-05 3928 4315 -387 -387 4976.42 GNMA MA5398 4.0% 8/20/48 2018-08-14 2018-10-05 5032 5100 -68 -68 4662.16 GNMA MA4718 3.0% 9/20/47 2017-09-19 2018-10-05 4463 4752 -289 -289 4613.21 GNMA MA4719 3.5% 9/20/47 2017-09-19 2018-10-05 4489 4814 -325 -325 17. ADOBE SYS INC COM 2013-02-04 2018-10-08 4293 650 3643 3643 18. ALIGN TECHNOLOGY INC 2017-06-19 2018-10-08 6056 2715 3341 3341 2. AMAZON COM INC 2015-10-30 2018-10-08 3678 1257 2421 2421 25. COSTCO WHSL CORP NEW 2018-10-02 2018-10-08 5554 5911 -357 -357 4. COSTCO WHSL CORP NEW 2017-06-29 2018-10-08 889 637 252 252 23. HOME DEPOT INC USD 0.05 2018-06-29 2018-10-08 4515 4522 -7 -7 50. ILLINOIS TOOL WORKS INC COM 2014-08-15 2018-10-08 7004 4340 2664 2664 15. NVIDIA CORP 2016-10-13 2018-10-08 3935 994 2941 2941 39. SPLUNK INC 2017-03-01 2018-10-08 4022 2481 1541 1541 20. ATLASSIAN CORP PLC-CLASS A 2018-03-05 2018-10-08 1618 1167 451 451 30. ATLASSIAN CORP PLC-CLASS A 2018-04-20 2018-10-08 2427 1741 686 686 180. INVESCO LTD 2018-03-21 2018-10-08 4039 5997 -1958 -1958 469.89 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2018-10-10 491 499 -8 -8 10000. BANK OF AMERICA CORP 2.6% 1/15/19 2014-01-15 2018-10-11 9999 10028 -29 -29 140. INVESCO LTD 2018-03-21 2018-10-11 2825 4665 -1840 -1840 220. INVESCO LTD 2018-08-01 2018-10-11 4439 5894 -1455 -1455 900. INVESCO LTD 2011-08-15 2018-10-11 18161 18870 -709 -709 4662.24 FHLMC GOLD G08773 3.0% 8/01/47 2017-08-04 2018-10-12 4423 4689 -266 -266 14068.91 FHLMC GOLD Q52093 3.5% 11/1/47 2017-11-10 2018-10-12 13751 14451 -700 -700 8131.53 FNMA POOL # BC0885 3.0% 5/01/46 2017-08-04 2018-10-12 7726 8170 -444 -444 4854.62 FNMA POOL #BH5017 3.0% 8/01/47 2017-08-04 2018-10-12 4604 4882 -278 -278 5000. UNITED STATES TREAS 1.375% 2/15/20 2018-09-24 2018-10-12 4909 4907 2 2 660. INVESCO LTD 2011-08-15 2018-10-12 13198 11938 1260 1260 12. ALPHABET INC/CA 2018-07-17 2018-10-15 13334 14541 -1207 -1207 1.5 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2018-10-15 2 2 108.28 FHLMC GOLD G16401 3% 1/1/33 2018-07-25 2018-10-15 108 107 1 1 34.03 FHLMC GOLD G08773 3.0% 8/01/47 2017-08-04 2018-10-15 34 34 46.08 FHLMC GOLD G08808 3.5% 4/01/48 2018-03-16 2018-10-15 46 46 86.7 FHLMC GOLD G18667 3.5% 11/01/32 2017-12-11 2018-10-15 87 90 -3 -3 39.48 FHLMC GOLD POOL A90393 5.0% 12/01/39 2015-10-08 2018-10-15 39 43 -4 -4 48.13 FHLMC GOLD A92821 5.0% 7/01/40 2015-10-08 2018-10-15 48 53 -5 -5 213.58 FHLMC GOLD POOL Q50341 3.5% 7/01/47 2017-08-04 2018-10-15 214 221 -7 -7 61.55 FHLMC Q50589 3.5% 9/01/47 2017-09-21 2018-10-15 62 64 -2 -2 23.57 FG Q51086 3.5% 10/01/47 2017-09-26 2018-10-15 24 24 17.29 FHLMC GOLD Q52046 3.5% 11/1/47 2017-11-14 2018-10-15 17 18 -1 -1 60.23 FHLMC GOLD Q52093 3.5% 11/1/47 2017-11-10 2018-10-15 60 62 -2 -2 124.52 FHLMC GOLD Q52104 4.0% 11/01/47 2017-11-02 2018-10-15 125 131 -6 -6 116.82 FREDDIE MAC GOLD POOL 3.5% 1/01/48 2018-01-22 2018-10-15 117 119 -2 -2 58.41 FREDDIE MAC GOLD POOL 3.5% 1/01/48 2018-04-25 2018-10-15 58 58 133.5 FHLMC GOLD POOL Q55227 4.0% 4/01/48 2018-04-19 2018-10-15 134 136 -2 -2 42.52 FHLMC GOLD Q55484 3.5% 4/01/48 2018-05-03 2018-10-15 43 42 1 1 43.85 FHLMC GOLD Q55997 4.0% 5/01/48 2018-05-15 2018-10-15 44 45 -1 -1 10.68 FHLMC Q57173 4.5% 7/01/48 2018-07-10 2018-10-15 11 11 32.78 FHLMC Q57255 4.5% 7/01/48 2018-07-12 2018-10-15 33 34 -1 -1 18.86 FHLMC GOLD POOL Q58329 4.0% 9/01/48 2018-09-18 2018-10-15 19 19 51. ADOBE SYS INC COM 2013-02-04 2018-10-16 13039 1951 11088 11088 5. ALPHABET INC/CA 2018-07-17 2018-10-16 5618 6059 -441 -441 4. ALPHABET INC/CA 2015-08-11 2018-10-16 4494 2776 1718 1718 73. SALESFORCE COM INC 2017-08-03 2018-10-16 10643 6588 4055 4055 5000. WELLS FARGO & COMPANY 4.9% 11/17/45 2015-11-09 2018-10-16 4933 4969 -36 -36 300. ABBOTT LABORATORIES 2014-04-08 2018-10-18 20426 11766 8660 8660 17. ADOBE SYS INC COM 2013-02-04 2018-10-19 4221 650 3571 3571 25. ALIGN TECHNOLOGY INC 2017-06-19 2018-10-19 7920 3763 4157 4157 11. ALPHABET INC/CA 2015-08-11 2018-10-19 12187 7622 4565 4565 100. GILEAD SCIENCES INC 2018-06-21 2018-10-19 7363 7144 219 219 29. SALESFORCE COM INC 2017-08-03 2018-10-19 4148 2617 1531 1531 40. SPLUNK INC 2017-03-01 2018-10-19 3922 2496 1426 1426 29.06 GNMA II POOL #0MA5331 4.5% 7/20/48 2018-07-17 2018-10-20 29 30 -1 -1 74.66 GNMA MA5398 4.0% 8/20/48 2018-08-14 2018-10-20 75 77 -2 -2 201.26 GNMA MA4718 3.0% 9/20/47 2017-09-19 2018-10-20 201 205 -4 -4 157.58 GNMA MA4719 3.5% 9/20/47 2017-09-18 2018-10-20 158 164 -6 -6 86. SALESFORCE COM INC 2011-08-15 2018-10-22 12079 4225 7854 7854 40. SPLUNK INC 2017-05-30 2018-10-22 3796 2466 1330 1330 5000. WELLS FARGO & COMPANY 4.9% 11/17/45 2015-11-09 2018-10-22 4896 4962 -66 -66 60. ATLASSIAN CORP PLC-CLASS A 2018-04-20 2018-10-22 4257 3483 774 774 7. AMAZON COM INC 2015-10-30 2018-10-23 12074 4398 7676 7676 16779.3 US TREAS-CPI 2011-08-05 2018-10-24 16674 17382 -708 -708 106.2 FNMA REMIC TRUST 2014- 3.0% 3/25/40 2014-04-11 2018-10-25 106 108 -2 -2 145.17 FNMA POOL AS7844 3.0% 9/01/46 2017-04-19 2018-10-25 145 146 -1 -1 338.55 FNMA AS8210 2.5% 10/01/31 2018-05-04 2018-10-25 339 321 18 18 148.5 FNMA POOL # AS9451 3.5% 4/1/47 2017-05-19 2018-10-25 149 153 -4 -4 4.99 FNMA POOL AU6278 5.0% 11/01/43 2014-01-06 2018-10-25 5 5 55.27 FNMA POOL # BC0885 3.0% 5/01/46 2017-08-04 2018-10-25 55 56 -1 -1 86.65 F N M A POOL # BE2362 3.5% 3/01/47 2017-03-29 2018-10-25 87 89 -2 -2 69.09 F N M A POOL BE3767 3.5% 7/01/47 2017-08-04 2018-10-25 69 71 -2 -2 87.15 FNMA BE9598 4.0% 5/01/47 2017-05-10 2018-10-25 87 92 -5 -5 16.95 FNMA POOL #BH5017 3.0% 8/01/47 2017-08-04 2018-10-25 17 17 16.38 FNMA POOL BJ9903 3.5% 3/01/48 2018-03-06 2018-10-25 16 16 50.93 FNMA POOL # BK0922 4.5% 7/1/48 2018-09-10 2018-10-25 51 53 -2 -2 144.28 FNMA POOL #BK5150 3.5% 5/01/33 2018-05-22 2018-10-25 144 145 -1 -1 131.72 FNMA POOL # MA2670 3.0% 7/01/46 2016-07-08 2018-10-25 132 137 -5 -5 7.97 FNMA MA1897 3.5% 5/01/44 2014-05-23 2018-10-25 8 8 191.51 FNMA POOL # MA2705 3.0% 7/01/46 2016-07-08 2018-10-25 192 198 -6 -6 168.3 FNMA POOL # MA2737 3.0% 9/01/46 2016-08-12 2018-10-25 168 174 -6 -6 91.41 FNMA MA3078 3.0% 7/01/37 2017-06-26 2018-10-25 91 94 -3 -3 158.67 FNMA POOL # MA3149 4.0% 10/01/47 2017-09-29 2018-10-25 159 168 -9 -9 77.6 FNMA MA3337 4.0% 4/01/38 2018-04-10 2018-10-25 78 81 -3 -3 64. NETFLIX COM INC 2018-08-24 2018-10-29 18931 23523 -4592 -4592 98. NVIDIA CORP 2016-10-13 2018-10-29 19424 6403 13021 13021 16. ADOBE SYS INC COM 2013-02-04 2018-10-30 3812 612 3200 3200 11. ALPHABET INC/CA 2015-08-19 2018-10-30 11422 7600 3822 3822 29. SALESFORCE COM INC 2011-08-15 2018-10-30 3829 989 2840 2840 19. ALLERGAN PLC 2018-03-15 2018-10-30 3009 3147 -138 -138 67. ALLERGAN PLC 2016-05-19 2018-10-30 10610 13988 -3378 -3378 95. ELECTRONIC ARTS 2018-09-19 2018-10-31 8671 10655 -1984 -1984 45. ELECTRONIC ARTS 2017-01-25 2018-10-31 4107 3664 443 443 107. APPLE COMPUTER INC COM 2018-08-15 2018-11-02 22094 23517 -1423 -1423 660. HARTFORD FINL SVCS GROUP INC COM 2014-10-20 2018-11-02 29652 24077 5575 5575 .8333 RESIDEO TECHNOLOGIES INC-W/I 2018-10-02 2018-11-02 18 25 -7 -7 73.1667 RESIDEO TECHNOLOGIES INC-W/I 2004-01-14 2018-11-02 1552 473 1079 1079 5000. TIME WARNER INC 4.0% 1/15/22 2012-01-10 2018-11-02 5026 5179 -153 -153 4000. FIDELITY NATL INFORM 3.875% 6/05/24 2015-02-03 2018-11-05 3958 4172 -214 -214 158. SPLUNK INC 2017-05-30 2018-11-06 14977 9742 5235 5235 550. AT&T INC 2015-08-12 2018-11-08 17076 18086 -1010 -1010 220. MARVELL TECHNOLOGY GROUP LTD 0.002 2018-02-01 2018-11-08 3668 5034 -1366 -1366 177. APPLE COMPUTER INC COM 2018-08-15 2018-11-12 34405 37018 -2613 -2613 .1 GARRETT MOTION INC-WI 2004-01-14 2018-11-13 1 1 1 154.92 FHLMC GOLD G16401 3% 1/1/33 2018-07-25 2018-11-15 155 153 2 2 46.08 FHLMC GOLD G08808 3.5% 4/01/48 2018-03-16 2018-11-15 46 46 108.22 FHLMC GOLD G18667 3.5% 11/01/32 2017-12-11 2018-11-15 108 113 -5 -5 3.83 FHLMC GOLD POOL A90393 5.0% 12/01/39 2015-10-08 2018-11-15 4 4 39.62 FHLMC GOLD A92821 5.0% 7/01/40 2015-10-08 2018-11-15 40 43 -3 -3 73.03 FHLMC GOLD V84637 4.0% 9/01/48 2018-10-12 2018-11-15 73 73 23.65 FHLMC GOLD POOL Q50341 3.5% 7/01/47 2017-08-04 2018-11-15 24 24 253.75 FHLMC Q50589 3.5% 9/01/47 2017-09-21 2018-11-15 254 262 -8 -8 24.45 FG Q51086 3.5% 10/01/47 2017-09-26 2018-11-15 24 25 -1 -1 17.08 FHLMC GOLD Q52046 3.5% 11/1/47 2017-11-14 2018-11-15 17 18 -1 -1 21.73 FHLMC GOLD Q52104 4.0% 11/01/47 2017-11-02 2018-11-15 22 23 -1 -1 54.09 FREDDIE MAC GOLD POOL 3.5% 1/01/48 2018-01-22 2018-11-15 54 55 -1 -1 21.16 FHLMC GOLD POOL Q55227 4.0% 4/01/48 2018-04-19 2018-11-15 21 22 -1 -1 21.16 FHLMC GOLD POOL Q55227 4.0% 4/01/48 2018-06-20 2018-11-15 21 22 -1 -1 17.36 FHLMC GOLD Q55484 3.5% 4/01/48 2018-05-03 2018-11-15 17 17 50.56 FHLMC GOLD Q55997 4.0% 5/01/48 2018-05-15 2018-11-15 51 51 10.89 FHLMC Q57173 4.5% 7/01/48 2018-07-10 2018-11-15 11 11 13.13 FHLMC Q57255 4.5% 7/01/48 2018-07-12 2018-11-15 13 14 -1 -1 373.79 FHLMC GOLD POOL Q58329 4.0% 9/01/48 2018-09-18 2018-11-15 374 378 -4 -4 10000. UNITED STATES TREAS 2.625% 2/28/23 2018-04-12 2018-11-15 9888 9989 -101 -101 5000. TIME WARNER INC 4.0% 1/15/22 2012-01-10 2018-11-16 5022 5179 -157 -157 74. ADOBE SYS INC COM 2013-02-04 2018-11-19 16378 2831 13547 13547 247. NVIDIA CORP 2016-10-13 2018-11-19 37245 16137 21108 21108 80. EXACT SCIENCES CORP 2018-01-12 2018-11-20 5192 4217 975 975 37.33 GNMA II POOL #0MA5331 4.5% 7/20/48 2018-07-17 2018-11-20 37 39 -2 -2 75.47 GNMA MA5398 4.0% 8/20/48 2018-08-14 2018-11-20 75 77 -2 -2 188.54 GNMA MA4718 3.0% 9/20/47 2017-09-19 2018-11-20 189 192 -3 -3 120.3 GNMA MA4719 3.5% 9/20/47 2017-09-18 2018-11-20 120 126 -6 -6 39. ILLUMINA INC 2018-07-31 2018-11-20 11751 12446 -695 -695 50. ATLASSIAN CORP PLC-CLASS A 2018-04-20 2018-11-20 3495 2902 593 593 240. MARVELL TECHNOLOGY GROUP LTD 0.002 2018-02-01 2018-11-20 3644 5479 -1835 -1835 66. APPLE COMPUTER INC COM 2018-08-15 2018-11-23 11369 13803 -2434 -2434 135.93 FNMA REMIC TRUST 2014- 3.0% 3/25/40 2014-04-11 2018-11-25 136 139 -3 -3 147.77 FNMA POOL AS7844 3.0% 9/01/46 2017-04-19 2018-11-25 148 149 -1 -1 205.18 FNMA AS8210 2.5% 10/01/31 2018-05-04 2018-11-25 205 191 14 14 70.71 FNMA POOL # AS9451 3.5% 4/1/47 2017-05-19 2018-11-25 71 73 -2 -2 4.94 FNMA POOL AU6278 5.0% 11/01/43 2014-01-06 2018-11-25 5 5 111.15 F N M A POOL # BE2362 3.5% 3/01/47 2017-03-29 2018-11-25 111 114 -3 -3 48.53 F N M A POOL BE3767 3.5% 7/01/47 2017-08-04 2018-11-25 49 50 -1 -1 14.94 FNMA BE9598 4.0% 5/01/47 2017-05-10 2018-11-25 15 16 -1 -1 15.79 FNMA POOL BJ9903 3.5% 3/01/48 2018-03-06 2018-11-25 16 16 93.71 FNMA POOL # BK0922 4.5% 7/1/48 2018-09-10 2018-11-25 94 97 -3 -3 74.26 FNMA POOL #BK5150 3.5% 5/01/33 2018-05-22 2018-11-25 74 75 -1 -1 86.47 FNMA POOL # CA2055 4.5% 7/01/48 2018-10-12 2018-11-25 86 89 -3 -3 143.52 FNMA POOL # MA2670 3.0% 7/01/46 2016-07-08 2018-11-25 144 150 -6 -6 7.22 FNMA MA1897 3.5% 5/01/44 2014-05-23 2018-11-25 7 7 129.28 FNMA POOL # MA2705 3.0% 7/01/46 2016-07-08 2018-11-25 129 133 -4 -4 159.21 FNMA POOL # MA2737 3.0% 9/01/46 2016-08-12 2018-11-25 159 165 -6 -6 56.59 FNMA MA3078 3.0% 7/01/37 2017-06-26 2018-11-25 57 58 -1 -1 132.9 FNMA POOL # MA3149 4.0% 10/01/47 2017-09-29 2018-11-25 133 140 -7 -7 92.68 FNMA MA3337 4.0% 4/01/38 2018-04-10 2018-11-25 93 96 -3 -3 .3333 RESIDEO TECHNOLOGIES INC-W/I 2004-01-14 2018-11-28 7 2 5 5 5000. CITIGROUP INC 4.45% 9/29/27 2016-10-31 2018-11-29 4817 5280 -463 -463 414. ELECTRONIC ARTS 2016-10-28 2018-11-30 34837 33138 1699 1699 130. INTERCONTINENTALEXCHANGE GRO 2018-02-16 2018-11-30 10594 9348 1246 1246 500. MARVELL TECHNOLOGY GROUP LTD 0.002 2018-04-19 2018-11-30 7958 10790 -2832 -2832 130. COMCAST CORP NEW CL A 2017-12-21 2018-12-03 5072 5322 -250 -250 180. COMCAST CORP NEW CL A 2018-11-12 2018-12-03 7023 6893 130 130 51. CONSTELLATION BRANDS INC 2018-06-29 2018-12-06 9655 11313 -1658 -1658 110. MONSTER BEVERAGE CORP 2018-10-02 2018-12-06 6354 6307 47 47 60. MONSTER BEVERAGE CORP 2014-01-13 2018-12-06 3466 1394 2072 2072 330. VERIZON COMMUNICATIONS INC 2018-10-29 2018-12-06 19011 19236 -225 -225 113. APPLE COMPUTER INC COM 2018-07-12 2018-12-07 19169 22808 -3639 -3639 9841.6 GNMA II POOL #0MA5331 4.5% 7/20/48 2018-07-17 2018-12-07 10166 10261 -95 -95 130. COMCAST CORP NEW CL A 2018-11-12 2018-12-12 4811 4979 -168 -168 180. COMCAST CORP NEW CL A 2017-04-20 2018-12-12 6662 6839 -177 -177 5000. UNITED STATES TREAS 1.375% 2/15/20 2018-09-24 2018-12-14 4922 4907 15 15 100.89 FHLMC GOLD G16401 3% 1/1/33 2018-07-25 2018-12-15 101 100 1 1 47.21 FHLMC GOLD G08808 3.5% 4/01/48 2018-03-16 2018-12-15 47 47 90.34 FHLMC GOLD G18667 3.5% 11/01/32 2017-12-11 2018-12-15 90 94 -4 -4 2.76 FHLMC GOLD POOL A90393 5.0% 12/01/39 2015-10-08 2018-12-15 3 3 103.86 FHLMC GOLD A92821 5.0% 7/01/40 2015-10-08 2018-12-15 104 114 -10 -10 78.34 FHLMC GOLD V84637 4.0% 9/01/48 2018-10-12 2018-12-15 78 79 -1 -1 23.56 FHLMC GOLD POOL Q50341 3.5% 7/01/47 2017-08-04 2018-12-15 24 24 39.38 FHLMC Q50589 3.5% 9/01/47 2017-09-21 2018-12-15 39 41 -2 -2 23.61 FG Q51086 3.5% 10/01/47 2017-09-26 2018-12-15 24 24 60.41 FHLMC GOLD Q52046 3.5% 11/1/47 2017-11-14 2018-12-15 60 62 -2 -2 97.58 FHLMC GOLD Q52104 4.0% 11/01/47 2017-11-02 2018-12-15 98 103 -5 -5 143.76 FREDDIE MAC GOLD POOL 3.5% 1/01/48 2018-01-22 2018-12-15 144 145 -1 -1 30.39 FHLMC GOLD POOL Q55227 4.0% 4/01/48 2018-04-19 2018-12-15 30 31 -1 -1 30.39 FHLMC GOLD POOL Q55227 4.0% 4/01/48 2018-06-20 2018-12-15 30 31 -1 -1 17.27 FHLMC GOLD Q55484 3.5% 4/01/48 2018-05-03 2018-12-15 17 17 55.29 FHLMC GOLD Q55997 4.0% 5/01/48 2018-05-15 2018-12-15 55 56 -1 -1 10.94 FHLMC Q57173 4.5% 7/01/48 2018-07-10 2018-12-15 11 11 13.68 FHLMC Q57255 4.5% 7/01/48 2018-07-12 2018-12-15 14 14 24.06 FHLMC GOLD POOL Q58329 4.0% 9/01/48 2018-09-18 2018-12-15 24 24 200. EXELON CORP 2018-08-17 2018-12-19 9161 9126 35 35 53. NEXTERA ENERGY INC 2018-08-17 2018-12-19 9321 9424 -103 -103 36.31 GNMA II POOL #0MA5331 4.5% 7/20/48 2018-07-17 2018-12-20 36 38 -2 -2 104.77 GNMA MA5398 4.0% 8/20/48 2018-08-14 2018-12-20 105 107 -2 -2 30.7 GNMA MA4718 3.0% 9/20/47 2018-11-27 2018-12-20 31 29 2 2 153.51 GNMA MA4718 3.0% 9/20/47 2017-09-19 2018-12-20 154 156 -2 -2 98.22 GNMA MA4719 3.5% 9/20/47 2017-09-18 2018-12-20 98 102 -4 -4 5000. UNITED STATES TREAS 1.375% 2/15/20 2018-09-24 2018-12-24 4929 4907 22 22 73.08 FNMA REMIC TRUST 2014- 3.0% 3/25/40 2014-04-11 2018-12-25 73 75 -2 -2 163.4 FNMA POOL AS7844 3.0% 9/01/46 2017-04-19 2018-12-25 163 164 -1 -1 384.53 FNMA AS8210 2.5% 10/01/31 2018-05-04 2018-12-25 385 366 19 19 64.2 FNMA POOL # AS9451 3.5% 4/1/47 2017-05-19 2018-12-25 64 66 -2 -2 76.75 FNMA POOL AU6278 5.0% 11/01/43 2014-01-06 2018-12-25 77 84 -7 -7 41.86 F N M A POOL # BE2362 3.5% 3/01/47 2017-03-29 2018-12-25 42 43 -1 -1 49.63 F N M A POOL BE3767 3.5% 7/01/47 2017-08-04 2018-12-25 50 51 -1 -1 63.55 FNMA BE9598 4.0% 5/01/47 2017-05-10 2018-12-25 64 67 -3 -3 15.71 FNMA POOL BJ9903 3.5% 3/01/48 2018-03-06 2018-12-25 16 16 118.69 FNMA POOL # BK0922 4.5% 7/1/48 2018-09-10 2018-12-25 119 123 -4 -4 67.16 FNMA POOL #BK5150 3.5% 5/01/33 2018-05-22 2018-12-25 67 68 -1 -1 38.49 FNMA POOL # CA2055 4.5% 7/01/48 2018-10-12 2018-12-25 38 40 -2 -2 123.21 FNMA POOL # MA2670 3.0% 7/01/46 2016-07-08 2018-12-25 123 128 -5 -5 6.16 FNMA MA1897 3.5% 5/01/44 2014-05-23 2018-12-25 6 6 125.73 FNMA POOL # MA2705 3.0% 7/01/46 2016-07-08 2018-12-25 126 130 -4 -4 147.79 FNMA POOL # MA2737 3.0% 9/01/46 2016-08-12 2018-12-25 148 153 -5 -5 70.72 FNMA MA3078 3.0% 7/01/37 2017-06-26 2018-12-25 71 73 -2 -2 105.79 FNMA POOL # MA3149 4.0% 10/01/47 2017-09-29 2018-12-25 106 112 -6 -6 67.35 FNMA MA3337 4.0% 4/01/38 2018-04-10 2018-12-25 67 70 -3 -3 CAPITAL GAIN DIVIDENDS P 189786 645226 false 541213 10228748 0.052911 541340 9552785 0.056668 518754 10160176 0.051058 569174 10404480 0.054705 531776 10180440 0.052235 0.267577 0.053515 10468695 560232 8003 568235 596868 X 8003 0 8003 0 8003 9696 0 9696 0 1693 1693 0 false false false false false false false true true PA true false false false false true BNY MELLON NA 2155533636 PO BOX 185 PITTSBURGH PA 152300185 false false false false true false false false false false false false false false false false false false false false false false RICHARD W STEVENS ESQ 794 PENLLYN PIKE SUITE 100 Blue Bell PA 152300185 CO-TRUSTEE 0 43710 BNY Mellon NA PO BOX 185 Pittsburgh PA 152300185 CO-TRUSTEE 0 93181 NONE 0 NONE 0 10393792 234325 0 10628117 0 0 10628117 159422 10468695 523435 523435 8003 8003 515432 0 515432 0 515432 596868 0 0 0 0 596868 8003 588865 515432 0 2016 2015 0 35852 60878 27998 67661 39470 231859 596868 0 0 0 515432 81436 0 0 313295 0 0 0 0 0 0 35852 277443 60878 27998 67661 39470 81436 NONE NONE X NOT APPLICABLE NOT APPLICABLE NOT APPLICABLE NOT APPLICABLE THE SCHOOL AT CHURCH FARM 1001 EAST LINCOLN HIGHWAY EXTON PA 19341 NONE PC GENERAL OPERATING PURPOSES 271056 SPRINGSIDE SCHOOL 8000 CHEROKEE STREET PHILADELPHIA PA 191184197 NONE PC GENERAL OPERATING PURPOSES 271056 542112 14 243334 18 645226 888560 888560 false false false false false false false false false false Attachment to Form 990PF Part VIII, Column (b) Title and Average Hours Per Week Devoted To Position The compensation reported in column (b) paid to BNY Mellon, N.A. as Corporate Trustee is calculated based on market value and current fee schedule. It is not determined on an hourly basis. Corporate Trustee services include administrativeresponsibilities, grant requirements, recordkeeping, investment management, income collection, statement and accounting services, and regulatory reporting. 00287YAL3 ABBVIE INC AT COST 10144 9730 05565QCB2 BP CAPITAL MARKETS P AT COST 9655 9674 17401QAE1 CITIZENS BANK NA/PRO AT COST 10002 9781 21685WBT3 RABOBANK NEDERLAND AT COST 21836 20471 3132LAEJ7 FHLMC GOLD V84637 AT COST 19895 20126 3132XUKS3 FHLMC GOLD Q52104 AT COST 14365 13910 3132Y06K1 FHLMC Q57173 AT COST 9773 9715 3140FMTU0 F N M A POOL # BE236 AT COST 8967 8773 36179T7K5 GNMA MA5398 AT COST 25311 25310 45866FAC8 INTERCONTINENTALEXCH AT COST 15242 14926 744573AJ5 PUBLIC SERVICE ENTER AT COST 4994 4930 84756NAF6 SPECTRA ENERGY PARTN AT COST 4979 4773 3138WKQD0 FNMA POOL # AS9451 3 AT COST 13529 13123 31418BDB9 FNMA MA1897 AT COST 2986 2916 31418B6G6 FNMA POOL # MA2670 AT COST 16893 15814 31418CQB3 FNMA POOL # MA3149 AT COST 13785 13311 36179TG41 GNMA MA4719 AT COST 14209 13712 57582PUT5 MASSACHUSETTS ST 4.9 AT COST 11416 11035 64972FY26 NEW YORK N Y CITY MU AT COST 21749 21143 22966RAA4 CUBESMART LP 4.8% 7/ AT COST 5516 5170 3128MMW58 FHLMC GOLD G18667 AT COST 4371 4260 3132XTF45 FG Q51086 AT COST 14805 14310 3132XUHY4 FHLMC GOLD Q52046 3. AT COST 9586 9344 3132XYUX3 FHLMC GOLD Q55997 AT COST 9764 9809 015271AH2 ALEXANDRIA REAL ESTA AT COST 10781 9999 12189LAF8 BURLINGTN NORTH SANT AT COST 15607 15153 172967KA8 CITIGROUP INC AT COST 21097 19276 29379VBD4 ENTERPRISE PRODUCTS AT COST 5065 4974 3128MJ3S7 FHLMC GOLD G08808 AT COST 9585 9587 312941D20 FHLMC GOLD A92821 AT COST 5869 5664 34074GDH4 FLORIDA ST HURRICANE AT COST 25000 25033 64966HYX2 NEW YORK N Y AT COST 17379 15621 672325TS6 OAKLAND CA UNIF SCH AT COST 11808 10381 6832348D3 ONTARIO (PROVINCE OF AT COST 14974 15133 71654QBB7 PETROLEOS MEXICANOS AT COST 10303 9735 65473QBG7 NISOURCE FINANCE COR AT COST 9989 8892 666807BL5 NORTHROP GRUMMAN COR AT COST 4999 4904 G47791101 INGERSOLL-RAND PLC AT COST 23005 65686 002824100 ABBOTT LABORATORIES AT COST 13257 25316 00724F101 ADOBE SYS INC COM AT COST 6350 37556 166764100 CHEVRONTEXACO CORP AT COST 45762 49935 02079K305 ALPHABET INC/CA AT COST 47389 91956 032511107 ANADARKO PETE CORP AT COST 71595 46470 05569M384 BNY MELLON INTL EQUI AT COST 169689 180076 110122108 BRISTOL MYERS SQUIBB AT COST 22758 23391 03027X100 AMERICAN TOWER CORP- AT COST 55588 72609 05569M871 BNY MELLON INTL FD C AT COST 473554 447708 101137107 BOSTON SCIENTIFIC CO AT COST 20645 19437 20030N101 COMCAST CORP NEW CL AT COST 53443 63674 912810RR1 UNITED STATES TREAS AT COST 21624 20234 912810RT7 U S ETREASURY NOTE AT COST 8477 8547 912828X47 UNITED STATES TREA AT COST 54284 53947 9128284Q0 UNITED STATES TREAS AT COST 15024 14987 9128285P1 US TREASURY NOTE AT COST 5062 5087 30303M102 FACEBOOK INC AT COST 73356 88617 46625H100 J P MORGAN CHASE & C AT COST 70490 68041 670346105 NUCOR CORP AT COST 12635 15025 747525103 QUALCOMM INC AT COST 63760 64308 988498101 YUM BRANDS INC AT COST 35053 65263 00037BAB8 A.B.B. FIN USA INC AT COST 9710 9847 912810RV2 UNITED STATES TREAS AT COST 19622 19944 912828QV5 US TREAS-CPI AT COST 17318 16646 912828U24 UNITED STATES TREAS AT COST 4664 4773 21036P108 CONSTELLATION BRANDS AT COST 26822 31360 22160K105 COSTCO WHSL CORP NEW AT COST 22826 41149 261980759 DREYFUS PREM LT TRM AT COST 56000 50667 30161N101 EXELON CORP AT COST 46449 58630 438516106 HONEYWELL INTL INC AT COST 17708 60379 61174X109 MONSTER BEVERAGE COR AT COST 16870 36472 742718109 PROCTER & GAMBLE CO AT COST 18392 18384 857477103 STATE ST CORP COM AT COST 50113 39734 26203U103 DREYFUS MIDCAP INDEX AT COST 838365 674034 452308109 ILLINOIS TOOL WORKS AT COST 35585 51943 478160104 JOHNSON & JOHNSON CO AT COST 60652 56782 512807108 LAM RESH CORP COM AT COST 33943 29549 64110L106 NETFLIX COM INC AT COST 26588 20075 79466L302 SALESFORCE COM INC AT COST 8733 35064 87165B103 SYNCHRONY FINANCIAL AT COST 51870 43636 91324P102 UNITED HEALTH GROUP AT COST 43314 80466 254687106 DISNEY (WALT) COMPAN AT COST 42305 60088 261949739 DREYFUS FLOATING RAT AT COST 156000 147219 261986277 DREYFUS GLOBAL REAL AT COST 92905 117480 26203E646 DREYFUS DIVERSIFIED AT COST 109646 102353 026874784 AMERICAN INTERNATION AT COST 19415 19311 060505104 BANK AMER CORP AT COST 47500 70963 09062X103 BIOGEN IDEC INC AT COST 24397 21365 17275R102 CISCO SYS INC AT COST 86537 79294 G5876H105 MARVELL TECHNOLOGY G AT COST 24033 19266 023135106 AMAZON COM INC AT COST 19952 142687 713448BN7 PEPSICO INC AT COST 14978 15272 882508104 TEXAS INSTRUMENTS IN AT COST 64627 56039 929089100 VOYA FINANCIAL INC AT COST 29265 35725 00724FAC5 ADOBE SYSTEMS INC AT COST 9914 9814 10112RAS3 BOSTON PROPERTIES LP AT COST 4920 5068 151020AQ7 CELGENE CORP AT COST 9988 9930 167486NN5 CHICAGO ILL AT COST 20000 18911 00772BAF8 AERCAP IRELAND CAPIT AT COST 10583 10029 042735BD1 ARROW ELECTRONICS IN AT COST 14947 14798 09062XAC7 BIOGEN INC AT COST 14969 14888 312938NJ8 FHLMC GOLD POOL A903 AT COST 1172 1135 3132Y1BZ0 FHLMC Q57255 AT COST 10330 10266 3132Y2HF6 FHLMC GOLD POOL Q583 AT COST 14767 14871 3138WJDQ8 FNMA AS8210 AT COST 22507 22538 3140FVUY0 FNMA BE9598 AT COST 9389 9104 3140HJWL1 FNMA POOL #BK5150 AT COST 13918 13994 31418CBF0 FNMA POOL # MA2737 AT COST 21403 20202 372546AW1 THE GEORGE WASHINGTO AT COST 10000 10007 38141GFD1 GOLDMAN SACHS GROUP AT COST 14954 16939 637417AL0 NATIONAL RETAIL PROP AT COST 4964 5025 3132XWC90 FREDDIE MAC GOLD POO AT COST 14121 14002 3132XXYZ6 FHLMC GOLD POOL Q552 AT COST 19351 19334 3132XYCW5 FHLMC GOLD Q55484 AT COST 9634 9687 3133EJUP2 FEDERAL FARM CR BKS AT COST 10000 10016 3136AJK47 FNMA REMIC TRUST 201 AT COST 7482 7355 3138X56Q5 FNMA POOL AU6278 AT COST 3010 2892 3140HCAD8 FNMA POOL BJ9903 AT COST 9818 9853 3140Q9H97 FNMA POOL # CA2055 AT COST 20166 20264 31418CV76 FNMA MA3337 AT COST 9694 9606 30063P105 EXACT SCIENCES CORP AT COST 10099 12620 437076102 HOME DEPOT INC USD 0 AT COST 14250 56529 452327109 ILLUMINA INC AT COST 32550 30593 595112103 MICRON TECHNOLOGY AT COST 26000 21894 718172109 PHILIP MORRIS INTERN AT COST 54048 50671 848637104 SPLUNK INC AT COST 9194 16461 26078JAC4 DOWDUPONT INC AT COST 10000 10296 3138WHWE8 FNMA POOL AS7844 AT COST 16844 16337 31418CM43 FNMA MA3078 AT COST 8877 8561 68389XBB0 ORACLE CORP AT COST 15010 14678 458140AM2 INTEL CORP AT COST 4907 4925 46625HJJ0 JPMORGAN CHASE & CO AT COST 14718 14672 49446RAN9 KIMCO REALTY CORP AT COST 10581 9843 594918BD5 MICROSOFT CORP AT COST 14874 14512 59523UAN7 MID-AMERICA APARTMEN AT COST 9555 9650 6174824M3 MORGAN STANLEY AT COST 20422 20610 36179TG33 GNMA MA4718 AT COST 27832 27153 36179UH54 GNMA POOL II MA5652 AT COST 15513 15546 78009PEH0 ROYAL BANK OF SCOTLA AT COST 5000 4821 811065AE1 SCRIPPS NETWORKS INT AT COST 9840 9839 86271F529 DREYFUS SELECT MGER AT COST 252000 211986 86271F560 DREYFUS SELECT MGER AT COST 256227 200250 92826C839 VISA INC AT COST 48386 81803 00206RAX0 AT&T INC AT COST 16078 15325 126650CY4 CVS HEALTH CORP AT COST 14702 14374 200340107 COMERICA INC COM AT COST 52065 37780 05569M855 BNY MELLON EMERGING AT COST 388694 361544 097023105 BOEING COMPANY AT COST 38479 35153 150870103 CELANESE CORP DEL AT COST 21922 44085 G06242104 ATLASSIAN CORP PLC-C AT COST 21609 34702 G5960L103 MEDTRONIC PLC AT COST 56771 59124 007565120 DREYFUS GLOBAL REAL AT COST 122444 113019 912828B25 US TREAS-CPI AT COST 21259 21336 912828V49 U S TREASURY INFLATI AT COST 10360 9943 912828V72 UNITED STATES TREAS AT COST 14556 14733 912828XL9 US TREASURY INFLATIO AT COST 26486 25699 912828X88 UNITED STATES TREASU AT COST 14770 14686 9128283U2 UNITED STATES TREAS AT COST 4927 4977 865622CN2 SUMITOMO MITSUI BA 2 AT COST 10000 9934 87938WAT0 TELEFONICA EMISIONES AT COST 19977 19212 89236TCF0 TOYOTA MOTOR CREDIT AT COST 15126 14826 912828F21 U S TREASURY NOTE AT COST 35222 34668 9128284A5 UNITED STATES TREAS AT COST 49371 50254 9128284V9 UNITED STATES TREAS AT COST 5016 5077 92937FAD3 WFRBS 2013-C12 A4 AT COST 10364 9960 244199105 DEERE & COMPANY AT COST 43488 50270 26078J100 DOWDUPONT INC AT COST 30251 33158 45866F104 INTERCONTINENTALEXCH AT COST 20603 41432 58933Y105 MERCK & CO INC AT COST 53562 68769 609207105 MONDELEZ INTERNATION AT COST 63561 61246 91913Y100 VALERO ENERGY CORP N AT COST 6922 26839 981558109 WORLDPAY INC AT COST 35811 43565 016255101 ALIGN TECHNOLOGY INC AT COST 16270 23037 G0177J108 ALLERGAN PLC AT COST 24669 21653 126408103 CSX CORP COM AT COST 38291 61509 126650100 CVS CORP AT COST 37914 32105 891906AC3 TSS 4.8 04/01/26 COR AT COST 15809 15117 912828P87 U S TREASURY NOTE AT COST 72859 72835 95000U2B8 WELLS FARGO & CO AT COST 15008 14464 26201F777 DREYFUS INTL SMALL C AT COST 219178 193947 552953101 MGM MIRAGE AT COST 54281 40272 63872T729 ASG MANAGED FUTURES AT COST 85947 70088 717081103 PFIZER INC COM AT COST 60528 68094 92343VDV3 VERIZON COMMUNICATIO AT COST 24953 26586 26203E695 DREYFUS/NEWTON INTER AT COST 228748 229002 375558103 GILEAD SCIENCES INC AT COST 32823 28773 594918104 MICROSOFT CORP COM AT COST 85448 99945 65339F101 NEXTERA ENERGY INC AT COST 59647 62575 654106103 NIKE INC CL B AT COST 56467 66133 723787107 PIONEER NAT RES CO AT COST 32212 28671 808513105 SCHWAB CHARLES CORP AT COST 31932 41530 86271F537 DREYFUS INTERNATIONA AT COST 149441 198123 00206RCT7 A T & T INC AT COST 9809 9772 06051GEX3 BANK OF AMERICA CORP AT COST 10028 9998 06051GFP9 BANK OF AMERICA CORP AT COST 14956 14534 092113AQ2 BLACK HILLS CB AT COST 4977 5011 13063DGB8 CALIFORNIA ST AT COST 10074 10054 278642AE3 EBAY INC 2.6% 7/15/2 AT COST 14114 14501 30231GAP7 EXXON MOBIL CORP AT COST 10000 9982 3128MFKN7 FHLMC GOLD G16401 3% AT COST 13609 13691 3132XSUP3 FHLMC Q50589 AT COST 23822 23045 3140FPFH7 F N M A POOL BE3767 AT COST 9468 9173 3140HEAY8 FNMA POOL # BK0922 4 AT COST 15071 15051 31418CAF1 FNMA POOL # MA2705 AT COST 16800 15892 G29183103 EATON CORP PLC AT COST 20169 32957 007565146 ADVANTAGE DYN TOTAL AT COST 115000 107944 007568876 DREYFUS OPPORT SM CA AT COST 145000 106678 037833100 APPLE COMPUTER INC C AT COST 36803 79659 05569M509 BNY MELLON MID CAP S AT COST 123500 114212 90131HBK0 21ST CENTY FOX AMER AT COST 9393 12266 912810RM2 U S TREASURY BOND AT COST 9370 9981 912810RZ3 UNITED STATES TREAS AT COST 4694 4731 912828SA9 US TREAS-CPI AT COST 22521 21689 90269GAC5 UBS COM MTG TR 2012- AT COST 10437 9786 912810RN0 U S TREASURY BOND AT COST 24808 24350 912810RS9 U S TREASURY BOND AT COST 4228 4509 912828XY1 U S TREASURY NOTE AT COST 4991 4996 9128284H0 UNITED STATES INFLA AT COST 10150 10011 219350105 CORNING INC COM AT COST 44828 43805 56585A102 MARATHON PETROLEUM C AT COST 48490 34226 78486Q101 SVB FINL GROUP AT COST 38085 37414 872590104 T -MOBILE US INC AT COST 33117 31805 92343V104 VERIZON COMMUNICATIO AT COST 56820 58469 912828A42 UNITED STATES TREAS AT COST 10096 9907 91412GXY6 UNIV OF CALIFORNIA AT COST 10041 10036 29444U700 EQUINIX INC AT COST 43968 35961 031162BH2 AMGEN INC AT COST 11195 11217 037833BH2 APPLE INC AT COST 9847 10156 13017HAE6 CALIFORNIA ST EARTHQ AT COST 6300 6293 20605PAK7 CONCHO RESOURCES INC AT COST 9994 9782 023135AW6 AMAZON COM INC AT COST 14499 14523 035242AN6 ANHEUSER-BUSH INBEV AT COST 9977 9274 20030NBJ9 COMCAST CORPORATION AT COST 20741 20048 3132XSLX6 FHLMC GOLD POOL Q503 AT COST 14443 13989 15189TAV9 CENTERPOINT ENERGY I AT COST 4980 5067 225433AH4 CREDIT SUISSE GROUP AT COST 15644 14891 30161NAU5 EXELON CORP AT COST 10018 9507 PY RETURN OF CAPITAL ADJUSTMENT 2326 ROC ADJUSTMENT ON CY SALES 628 COST BASIS ADJUSTMENT 1025 PURCHASE OF ACCRUED INT C/O FROM PY 586 FOREIGN TAXES 5952 5952 0 FEDERAL TAX PAYMENT - PRIOR YE 7706 0 0 FEDERAL ESTIMATES - INCOME 9696 0 0 FOREIGN TAXES ON NONQUALIFIED 366 366 0