2024-04-19T16:01:12-05:00 2023-12-31 346565596 ERNST & YOUNG US LLP 2100 ONE PPG PLACE PITTSBURGH PA 15222 990PF 2023-01-01 226050116 THE MC CUTCHEN FOUNDATION MCCU 9739431410 114 EAST G STREET BRUNSWICK MD 21716 BEN CHAPMAN TRUSTEE 9739431410 2024-04-18 true true JASON BELOT P00183464 3302555814 2024-04-18 2023 2023-04-26 12:10:37Z X 84525325 7681512 1404475 1404475 1110438 14052190 1110438 0 -1475464 532 8720961 2515445 80000 80000 0 0 0 0 0 12635 0 0 12635 390 0 0 390 174851 162964 11887 0 8582 3980 0 0 0 0 0 0 0 3533 2253 1280 279991 169197 0 106192 4603500 4603500 4883491 169197 0 4709692 3837470 2346248 0 1194992 7543530 7543530 0 0 2501000 0 2501000 2501000 2501000 3683910 3556431 3489412 4474381 8341507 8288982 36239442 31505467 44826401 34415435 32915885 17876000 82509160 86363820 84525325 0 X 82509160 86363820 82509160 86363820 82509160 86363820 82509160 3837470 28540 86375170 11350 86363820 25000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-12-02 2023-01-03 23721 23712 9 9 15000. AMERICAN EXPRESS CO CALL 10/05/2027 UNSC 2022-12-05 2023-01-05 15598 15581 17 17 15000. PUBLIC SERVICE ENTERPRIS CALL 10/15/2027 UNSC 2022-12-05 2023-01-05 15566 15430 136 136 25000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2022-12-16 2023-01-05 23393 23482 -89 -89 25000. FOX CORP SER WI CALL 10/25/2028 2022-12-15 2023-01-06 24622 24593 29 29 10000. STATE STREET CORP CALL 11/04/2027 UNSC 2022-12-05 2023-01-09 10492 10368 124 124 20000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-05 2023-01-09 18909 18796 113 113 10000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2022-12-14 2023-01-09 8138 8150 -12 -12 45000. CONSOLIDATED EDISON INC SER A CALL 12/01/2021 2020-11-30 2023-01-10 43299 44993 -1694 -1694 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2022-12-14 2023-01-10 4634 4652 -18 -18 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-09 2023-01-10 28596 29139 -543 -543 40000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-09 2023-01-10 38142 38742 -600 -600 20000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-01-10 2023-01-10 19029 19024 5 5 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-04-29 2023-01-12 4822 5006 -184 -184 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-18 2023-01-12 9644 10038 -394 -394 15000. MORGAN STANLEY SR UNSEC CALL 05/30/2024 @ 100 2021-05-26 2023-01-17 14050 15000 -950 -950 5000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2021-05-21 2023-01-17 4458 5779 -1321 -1321 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-04-29 2023-01-17 9629 10012 -383 -383 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-18 2023-01-17 9629 9996 -367 -367 35000. TAKE-TWO INTERACTIVE SOF UNSC 2022-04-07 2023-01-18 34327 34985 -658 -658 10000. TARGET CORP CALL 07/15/2051 UNSC 2022-01-19 2023-01-18 7557 9906 -2349 -2349 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-09 2023-01-18 9591 9680 -89 -89 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-09 2023-01-18 19194 19291 -97 -97 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-08-29 2023-01-18 14395 14378 17 17 15000. AMERICAN ELECTRIC POWER CALL 10/01/2027 UNSC 2022-12-05 2023-01-19 15716 15436 280 280 30000. BOEING CO CALL 12/01/2028 UNSC 2021-01-15 2023-01-19 27518 30919 -3401 -3401 25000. CITIGROUP INC SR UNSEC 2021-01-21 2023-01-19 23973 27308 -3335 -3335 5000. METLIFE INC JR SUB 2022-12-16 2023-01-19 5097 4902 195 195 5000. METLIFE INC JR SUB 2022-12-16 2023-01-19 5081 4902 179 179 25000. MORGAN STANLEY SER GMTN CALL 1/24/28 @ 100 2021-01-15 2023-01-19 23635 27540 -3905 -3905 35000. PARKER-HANNIFIN CORP UNSC 2022-06-06 2023-01-19 34445 34976 -531 -531 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-06-09 2023-01-19 9697 9975 -278 -278 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-08-08 2023-01-19 14545 14977 -432 -432 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-05 2023-01-19 4765 4671 94 94 2800. VANGUARD LARGE CAP ETF 2020-09-16 2023-01-19 496864 444689 52175 52175 40000. BANK OF NOVA SCOTIA SEDOL BL53W26 ISIN US06417XAH44 2022-04-05 2023-01-25 38827 39971 -1144 -1144 10000. USA TREASURY NOTES 02.875% DUE 05/15/2032 2023-01-19 2023-01-26 9527 9593 -66 -66 10000. VALERO ENERGY CORP CALL 03/01/2028 UNSC 2022-12-13 2023-01-26 9882 9842 40 40 17804.384 FEDERAL HOME LOAN MTG CORP POOL SD0436 2021-06-23 2023-01-27 15762 18425 -2663 -2663 25000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-01-19 2023-01-27 23811 23854 -43 -43 55134.292 FEDERAL NATL MTG ASSN POOL FM7283 2021-05-21 2023-01-30 50149 56893 -6744 -6744 35000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-01-10 2023-01-30 33321 33308 13 13 22.74 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-01-31 23 24 -1 -1 126.03 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-01-31 126 130 -4 -4 333.25 FEDERAL HOME LOAN MTG CORP GOLD POOL G18611 2021-05-26 2023-01-31 333 347 -14 -14 23.76 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-01-31 24 25 -1 -1 148.74 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-01-31 149 156 -7 -7 60.94 FEDERAL HOME LOAN MTG CORP POOL SD0436 2021-06-23 2023-01-31 61 63 -2 -2 473.18 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-01-31 473 461 12 12 249.57 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-01-31 250 251 -1 -1 239.85 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-01-31 240 238 2 2 348.59 FEDERAL HOME LOAN MTG CORP POOL SD8268 2023-01-30 2023-01-31 349 353 -4 -4 313.43 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-01-31 313 316 -3 -3 195.9 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2023-01-31 196 202 -6 -6 155.15 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-01-31 155 158 -3 -3 57.81 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-01-31 58 57 1 1 189.76 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-01-31 190 198 -8 -8 108.75 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-01-31 109 112 -3 -3 167.09 FEDERAL HOME LOAN MTG CORP POOL RA7211 2023-01-19 2023-01-31 167 162 5 5 107.53 FEDERAL HOME LOAN MTG CORP POOL RB5109 2021-05-26 2023-01-31 108 112 -4 -4 29.54 FEDERAL NATL MTG ASSN POOL AH9719 2011-07-29 2023-01-31 30 30 41.53 FEDERAL NATL MTG ASSN POOL AL0065 2013-09-17 2023-01-31 42 43 -1 -1 25.34 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-01-31 25 27 -2 -2 202.84 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-01-31 203 209 -6 -6 131.12 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-01-31 131 135 -4 -4 19.41 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-01-31 19 20 -1 -1 54.42 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-01-31 54 56 -2 -2 26.06 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-01-31 26 27 -1 -1 13.32 FEDERAL NATL MTG ASSN POOL AS0024 2016-03-10 2023-01-31 13 14 -1 -1 11.43 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-01-31 11 12 -1 -1 51.79 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2023-01-31 52 53 -1 -1 84.28 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-01-31 84 84 34.11 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-01-31 34 34 45.54 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-01-31 46 46 75.99 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-01-31 76 75 1 1 30.59 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2023-01-31 31 32 -1 -1 246.46 FEDERAL NATL MTG ASSN POOL AU3742 2021-05-25 2023-01-31 246 265 -19 -19 296.56 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-01-31 297 313 -16 -16 296.57 FEDERAL NATL MTG ASSN POOL BH9288 2021-05-27 2023-01-31 297 323 -26 -26 380.49 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-01-31 380 362 18 18 84.85 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2023-01-31 85 87 -2 -2 177.04 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-01-31 177 181 -4 -4 140.87 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-01-31 141 146 -5 -5 534.53 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-01-31 535 521 14 14 418.37 FEDERAL NATL MTG ASSN POOL BV7928 2023-01-30 2023-01-31 418 412 6 6 47.32 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-01-31 47 48 -1 -1 7.47 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-01-31 7 8 -1 -1 130.57 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-01-31 131 133 -2 -2 47.99 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-01-31 48 50 -2 -2 87.75 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-01-31 88 91 -3 -3 186.92 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-01-31 187 169 18 18 103.22 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-01-31 103 91 12 12 156.21 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-01-31 156 149 7 7 196.29 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-01-31 196 195 1 1 93.52 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-01-31 94 96 -2 -2 279.65 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-01-31 280 295 -15 -15 118.13 FEDERAL NATL MTG ASSN POOL FM2870 2021-05-25 2023-01-31 118 125 -7 -7 175.09 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-01-31 175 184 -9 -9 452.78 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-01-31 453 462 -9 -9 422.38 FEDERAL NATL MTG ASSN POOL FM5750 2022-12-23 2023-01-31 422 404 18 18 179.54 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-01-31 180 180 421.54 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-01-31 422 441 -19 -19 190.56 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-01-31 191 188 3 3 291.18 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-01-31 291 248 43 43 9.18 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-01-31 9 10 -1 -1 29.92 FEDERAL NATL MTG ASSN POOL AA0916 2010-08-17 2023-01-31 30 31 -1 -1 20.72 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-01-31 21 21 115.86 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-01-31 116 114 2 2 15.29 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-01-31 15 15 104.9 FEDERAL NATL MTG ASSN POOL AB3854 2013-09-16 2023-01-31 105 107 -2 -2 86.5 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-01-31 87 90 -3 -3 12.34 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-01-31 12 13 -1 -1 41.06 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-01-31 41 43 -2 -2 238.41 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-01-31 238 239 -1 -1 330.09 FEDERAL NATL MTG ASSN POOL MA3283 2021-05-21 2023-01-31 330 345 -15 -15 149.35 FEDERAL NATL MTG ASSN POOL MA3384 2022-12-15 2023-01-31 149 146 3 3 280.17 FEDERAL NATL MTG ASSN POOL MA3664 2022-10-24 2023-01-31 280 256 24 24 370.55 FEDERAL NATL MTG ASSN POOL MA3664 2022-12-08 2023-01-31 371 359 12 12 126.18 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-01-31 126 127 -1 -1 235.61 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-01-31 236 245 -9 -9 363.46 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-01-31 363 368 -5 -5 252.19 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-01-31 252 252 198.15 FEDERAL NATL MTG ASSN POOL MA4656 2022-12-08 2023-01-31 198 194 4 4 293.48 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-01-31 293 293 220.11 FEDERAL NATL MTG ASSN POOL MA4785 2023-01-30 2023-01-31 220 220 56.5 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-01-31 57 58 -1 -1 40.76 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-01-31 41 41 75.43 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-01-31 75 79 -4 -4 121.28 FEDERAL NATL MTG ASSN POOL AE8099 2013-09-18 2023-01-31 121 123 -2 -2 46.33 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-01-31 46 49 -3 -3 486.71 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-01-31 487 508 -21 -21 97.88 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-01-31 98 106 -8 -8 20000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-12-02 2023-01-31 19048 18970 78 78 10000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2019-03-28 2023-02-02 8170 9314 -1144 -1144 20000. GOLDMAN SACHS GROUP INC CALL 08/23/2027 2023-01-09 2023-02-03 19730 19325 405 405 15000. EBAY INC CALL 10/22/2025 UNSC 2023-01-18 2023-02-06 15423 15530 -107 -107 10000. ENTERPRISE PRODUCTS OPER CALL 08/15/2042 COGT 2022-12-15 2023-02-06 9107 8984 123 123 10000. MICRON TECHNOLOGY INC CALL 11/06/2028 UNSC 2023-01-12 2023-02-06 9896 9888 8 8 10000. SYSCO CORPORATION CALL 01/01/2030 COGT 2022-12-13 2023-02-06 10679 10651 28 28 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-04-29 2023-02-06 4769 4972 -203 -203 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-01-26 2023-02-06 9539 9641 -102 -102 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-01-30 2023-02-06 9529 9609 -80 -80 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-10-28 2023-02-06 14304 14232 72 72 20000. XCEL ENERGY INC CALL 12/01/2029 UNSC 2022-06-07 2023-02-06 18277 18745 -468 -468 15000. USA TREASURY NOTES 03.75% DUE 08/15/2041 2022-12-19 2023-02-07 14854 14938 -84 -84 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-10-28 2023-02-07 4776 4671 105 105 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-01-30 2023-02-07 14258 14313 -55 -55 25000. AMERICAN TOWER CORP CALL 11/15/2025 @ 100.000 UNSC 2023-01-10 2023-02-08 24615 24623 -8 -8 25000. BANK OF AMERICA CORP SER MTN CALL 06/14/2028 @ 100 2022-09-28 2023-02-09 21620 20444 1176 1176 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-01-19 2023-02-09 9200 9394 -194 -194 1. CITIBANK ADR SETTLEMENT (15CV09185M) VAR 2001-01-01 2023-02-10 16 16 16 2100. VANGUARD VALUE ETF 2021-11-05 2023-02-10 299604 304164 -4560 -4560 10000. PUBLIC SERVICE COLORADO SER 39 CALL 12/01/2051 2022-12-09 2023-02-13 9268 9567 -299 -299 35000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2016-12-29 2023-02-13 27524 30963 -3439 -3439 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-01-30 2023-02-13 9488 9542 -54 -54 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-01-30 2023-02-13 9488 9542 -54 -54 65000. DISCOVER CARD EXECUTION NOTE T SERIES 2022 A2 CLASS A 2022-05-19 2023-02-14 62832 64995 -2163 -2163 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-01-30 2023-02-14 14211 14313 -102 -102 30000. CONSTELLATION BRANDS INC CALL 02/02/2024 UNSC 2023-01-30 2023-02-15 29790 29949 -159 -159 15000. HUNTINGTON BANCSHARES CALL 08/04/2027 UNSC 2022-12-05 2023-02-16 14462 14304 158 158 10000. INTERCONTINENTAL EXCHANGE CALL 12/15/2032 UNSC 2022-12-15 2023-02-16 9605 9898 -293 -293 25000. MPLX LP CALL 12/01/2026 UNSC 2022-12-13 2023-02-16 23903 24075 -172 -172 15000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-01-19 2023-02-16 13680 14091 -411 -411 15000. DOW CHEMICAL CO/THE CALL 12/15/2032 UNSC 2022-12-15 2023-02-17 16047 16159 -112 -112 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-12-02 2023-02-22 9466 9485 -19 -19 15000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-12-02 2023-02-22 14198 14227 -29 -29 5000. MIDAMERICAN ENERGY CO CALL 02/01/2048 MORT 2018-01-29 2023-02-23 3919 4956 -1037 -1037 2100. VANGUARD VALUE ETF 2021-11-05 2023-02-24 293290 304164 -10874 -10874 10000. KROGER CO CALL 08/01/2046 UNSC 2022-12-09 2023-02-27 8343 8995 -652 -652 10000. UNION PACIFIC CORP CALL 11/15/2052 UNSC 2023-02-13 2023-02-27 9546 9986 -440 -440 20000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2021-05-21 2023-02-27 17003 22973 -5970 -5970 25000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-10-28 2023-02-27 23469 23357 112 112 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-01-30 2023-02-27 18835 19032 -197 -197 22.36 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-02-28 22 24 -2 -2 113.5 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-02-28 114 117 -3 -3 336.63 FEDERAL HOME LOAN MTG CORP GOLD POOL G18611 2021-05-26 2023-02-28 337 350 -13 -13 23.19 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-02-28 23 24 -1 -1 134.73 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-02-28 135 141 -6 -6 61.78 FEDERAL HOME LOAN MTG CORP POOL SD0436 2021-06-23 2023-02-28 62 64 -2 -2 909.78 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-02-28 910 886 24 24 255.8 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-02-28 256 257 -1 -1 216.16 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-02-28 216 214 2 2 314.16 FEDERAL HOME LOAN MTG CORP POOL SD8268 2023-01-30 2023-02-28 314 319 -5 -5 376.23 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-02-28 376 379 -3 -3 235.14 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2023-02-28 235 242 -7 -7 270.22 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-02-28 270 275 -5 -5 66.92 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-02-28 67 66 1 1 140.56 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-02-28 141 146 -5 -5 47.18 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-02-28 47 49 -2 -2 350.48 FEDERAL HOME LOAN MTG CORP POOL RA7211 2023-01-19 2023-02-28 350 341 9 9 270.17 FEDERAL HOME LOAN MTG CORP POOL RB5109 2021-05-26 2023-02-28 270 281 -11 -11 119.23 FEDERAL NATL MTG ASSN POOL AH9719 2011-07-29 2023-02-28 119 123 -4 -4 18.62 FEDERAL NATL MTG ASSN POOL AL0065 2013-09-17 2023-02-28 19 19 79.07 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-02-28 79 84 -5 -5 79.15 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-02-28 79 82 -3 -3 137.34 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-02-28 137 141 -4 -4 19.37 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-02-28 19 20 -1 -1 33.7 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-02-28 34 35 -1 -1 25.82 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-02-28 26 27 -1 -1 76.33 FEDERAL NATL MTG ASSN POOL AS0024 2016-03-10 2023-02-28 76 79 -3 -3 11.35 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-02-28 11 12 -1 -1 22.73 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2023-02-28 23 23 67.03 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-02-28 67 67 94.71 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-02-28 95 95 59.03 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-02-28 59 59 73.48 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-02-28 73 73 30.7 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2023-02-28 31 32 -1 -1 293.28 FEDERAL NATL MTG ASSN POOL AU3742 2021-05-25 2023-02-28 293 315 -22 -22 197.01 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-02-28 197 208 -11 -11 211.28 FEDERAL NATL MTG ASSN POOL BH9288 2021-05-27 2023-02-28 211 230 -19 -19 281.24 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-02-28 281 268 13 13 23.67 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2023-02-28 24 24 173.7 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-02-28 174 177 -3 -3 77.56 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-02-28 78 80 -2 -2 163.62 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-02-28 164 159 5 5 605.36 FEDERAL NATL MTG ASSN POOL BV7928 2023-01-30 2023-02-28 605 597 8 8 45.84 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-02-28 46 47 -1 -1 7.6 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-02-28 8 8 100.14 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-02-28 100 102 -2 -2 48.03 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-02-28 48 50 -2 -2 163.85 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-02-28 164 169 -5 -5 41.27 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-02-28 41 37 4 4 101.13 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-02-28 101 90 11 11 162.96 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-02-28 163 155 8 8 166.81 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-02-28 167 166 1 1 85.06 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-02-28 85 87 -2 -2 278.7 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-02-28 279 294 -15 -15 167.96 FEDERAL NATL MTG ASSN POOL FM2870 2021-05-25 2023-02-28 168 177 -9 -9 49.39 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-02-28 49 52 -3 -3 416.42 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-02-28 416 425 -9 -9 496.84 FEDERAL NATL MTG ASSN POOL FM5750 2022-12-23 2023-02-28 497 475 22 22 157.81 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-02-28 158 158 823.4 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-02-28 823 860 -37 -37 329.53 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-02-28 330 326 4 4 531.88 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-02-28 532 452 80 80 59.61 FEDERAL NATL MTG ASSN POOL FS3642 2023-02-27 2023-02-28 60 59 1 1 8.85 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-02-28 9 9 29.63 FEDERAL NATL MTG ASSN POOL AA0916 2010-08-17 2023-02-28 30 31 -1 -1 76.48 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-02-28 76 79 -3 -3 114.37 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-02-28 114 113 1 1 12.06 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-02-28 12 12 47.97 FEDERAL NATL MTG ASSN POOL AB3854 2013-09-16 2023-02-28 48 49 -1 -1 85.41 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-02-28 85 89 -4 -4 42.62 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-02-28 43 44 -1 -1 192.93 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-02-28 193 202 -9 -9 272.04 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-02-28 272 273 -1 -1 373.36 FEDERAL NATL MTG ASSN POOL MA3283 2021-05-21 2023-02-28 373 391 -18 -18 142.64 FEDERAL NATL MTG ASSN POOL MA3384 2022-12-15 2023-02-28 143 139 4 4 298.6 FEDERAL NATL MTG ASSN POOL MA3664 2022-10-24 2023-02-28 299 273 26 26 394.92 FEDERAL NATL MTG ASSN POOL MA3664 2022-12-08 2023-02-28 395 382 13 13 136.43 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-02-28 136 137 -1 -1 198.86 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-02-28 199 207 -8 -8 459.94 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-02-28 460 466 -6 -6 278.75 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-02-28 279 279 219.02 FEDERAL NATL MTG ASSN POOL MA4656 2022-12-08 2023-02-28 219 214 5 5 448.21 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-02-28 448 448 336.15 FEDERAL NATL MTG ASSN POOL MA4785 2023-01-30 2023-02-28 336 337 -1 -1 56.16 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-02-28 56 57 -1 -1 38.02 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-02-28 38 38 42.97 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-02-28 43 45 -2 -2 138.75 FEDERAL NATL MTG ASSN POOL AE8099 2013-09-18 2023-02-28 139 140 -1 -1 45.95 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-02-28 46 49 -3 -3 463.36 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-02-28 463 484 -21 -21 101.83 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-02-28 102 111 -9 -9 25000. CVS HEALTH CORP SER 144A CALL 01/20/2026 UNSC 2023-02-13 2023-03-01 24780 24921 -141 -141 20000. DUKE ENERGY CORP UNSC 2022-12-05 2023-03-01 19836 19993 -157 -157 20000. RYDER SYSTEM INC SER MTN CALL 02/01/2023 2019-06-13 2023-03-01 20000 20000 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-10-28 2023-03-01 9348 9343 5 5 10000. ABBVIE INC CALL 11/14/2034 @ 100.000 UNSC 2022-12-09 2023-03-02 9169 9671 -502 -502 15000. INTERCONTINENTAL EXCHANGE CALL 03/01/2030 UNSC 2023-02-16 2023-03-02 12107 12336 -229 -229 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-12-06 2023-03-03 9403 9492 -89 -89 1500. VANGUARD VALUE ETF 2021-11-05 2023-03-03 211431 217260 -5829 -5829 20000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-12-02 2023-03-06 18880 18970 -90 -90 25000. GOLDMAN SACHS GROUP INC SR UNSEC CALL 03/08/2023 @ 100 2022-09-27 2023-03-08 25000 24473 527 527 25000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-09-27 2023-03-08 23307 23350 -43 -43 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-12-06 2023-03-08 28065 28450 -385 -385 15000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2021-03-19 2023-03-09 12875 16985 -4110 -4110 10000. UNITEDHEALTH GROUP INC CALL 11/15/2050 UNSC 2021-05-17 2023-03-09 7128 9936 -2808 -2808 25000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-19 2023-03-10 23362 23838 -476 -476 10000. EVERSOURCE ENERGY CALL 02/01/2028 UNSC 2023-03-01 2023-03-14 10176 9980 196 196 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-01-19 2023-03-14 9219 9352 -133 -133 5000. AVALONBAY COMMUNITIES IN SER MTN CALL 12/15/22 @100 2020-04-27 2023-03-15 5000 5000 40000. CAMPBELL SOUP CO CALL 02/15/2023 UNSC 2022-03-23 2023-03-15 40000 40000 20000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-19 2023-03-16 19020 19063 -43 -43 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-19 2023-03-16 14142 14293 -151 -151 25000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-19 2023-03-16 23581 23694 -113 -113 20000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-01-27 2023-03-17 18735 18497 238 238 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-12-29 2023-03-17 9600 9479 121 121 30000. CUBESMART LP CALL 10/15/2028 COGT 2022-09-21 2023-03-21 25471 24971 500 500 10000. DUKE ENERGY FLORIDA LLC CALL 05/15/2052 MORT 2022-12-09 2023-03-21 10864 11573 -709 -709 15000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2019-05-16 2023-03-21 13226 16137 -2911 -2911 25000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2022-12-29 2023-03-21 23872 23681 191 191 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-02-14 2023-03-21 14325 14193 132 132 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-02-16 2023-03-21 14152 13960 192 192 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-02-14 2023-03-22 19119 18924 195 195 25000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-01-05 2023-03-22 23548 23364 184 184 30000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-02-15 2023-03-22 28671 28392 279 279 25000. DISCOVERY COMMUNICATIONS CALL 02/15/2029 COGT 2023-01-06 2023-03-23 23395 22218 1177 1177 25000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-03-21 2023-03-23 23536 23374 162 162 3000. VANGUARD VALUE ETF 2021-11-05 2023-03-24 397887 434519 -36632 -36632 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-02-14 2023-03-27 14396 14193 203 203 25000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2022-05-10 2023-03-28 19680 21411 -1731 -1731 20000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2023-01-30 2023-03-28 15744 16078 -334 -334 90000. USA TREASURY NOTES 02.500% DUE 02/15/2045 2017-03-09 2023-03-28 70847 94597 -23750 -23750 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-02-14 2023-03-28 28739 28220 519 519 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-02-16 2023-03-28 9484 9306 178 178 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2021-08-30 2023-03-28 4742 56913 -52171 -52171 20000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-08-26 2023-03-28 16751 19844 -3093 -3093 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2022-09-27 2023-03-29 9603 9327 276 276 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-08-26 2023-03-30 4188 4958 -770 -770 35.5 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-03-31 36 38 -2 -2 107.73 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-03-31 108 111 -3 -3 406.26 FEDERAL HOME LOAN MTG CORP GOLD POOL G18611 2021-05-26 2023-03-31 406 422 -16 -16 61.22 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-03-31 61 63 -2 -2 138.74 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-03-31 139 145 -6 -6 61.97 FEDERAL HOME LOAN MTG CORP POOL SD0436 2021-06-23 2023-03-31 62 64 -2 -2 299.49 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-03-31 299 292 7 7 402.74 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-03-31 403 405 -2 -2 288.81 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-03-31 289 282 7 7 264.04 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-03-31 264 262 2 2 383.75 FEDERAL HOME LOAN MTG CORP POOL SD8268 2023-01-30 2023-03-31 384 389 -5 -5 451.45 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-03-31 451 455 -4 -4 282.16 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2023-03-31 282 290 -8 -8 382.74 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-03-31 383 390 -7 -7 85.85 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-03-31 86 84 2 2 145.87 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-03-31 146 152 -6 -6 82.8 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-03-31 83 86 -3 -3 330.09 FEDERAL HOME LOAN MTG CORP POOL RA7211 2023-01-19 2023-03-31 330 321 9 9 222.68 FEDERAL HOME LOAN MTG CORP POOL RB5109 2021-05-26 2023-03-31 223 231 -8 -8 180.86 FEDERAL NATL MTG ASSN POOL AH9719 2011-07-29 2023-03-31 181 186 -5 -5 40.11 FEDERAL NATL MTG ASSN POOL AL0065 2013-09-17 2023-03-31 40 42 -2 -2 25.75 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-03-31 26 27 -1 -1 288.32 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-03-31 288 297 -9 -9 152.6 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-03-31 153 156 -3 -3 49.14 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-03-31 49 51 -2 -2 46.22 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-03-31 46 48 -2 -2 26.46 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-03-31 26 27 -1 -1 38.37 FEDERAL NATL MTG ASSN POOL AS0024 2016-03-10 2023-03-31 38 40 -2 -2 11.89 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-03-31 12 13 -1 -1 57.61 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2023-03-31 58 59 -1 -1 113.82 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-03-31 114 114 72.13 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-03-31 72 72 206.99 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-03-31 207 207 136.71 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-03-31 137 135 2 2 74.4 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2023-03-31 74 77 -3 -3 396.11 FEDERAL NATL MTG ASSN POOL AU3742 2021-05-25 2023-03-31 396 425 -29 -29 166.93 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-03-31 167 176 -9 -9 191.55 FEDERAL NATL MTG ASSN POOL BH9288 2021-05-27 2023-03-31 192 209 -17 -17 240.93 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-03-31 241 230 11 11 165.17 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2023-03-31 165 168 -3 -3 330.16 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-03-31 330 337 -7 -7 135.71 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-03-31 136 140 -4 -4 631.92 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-03-31 632 616 16 16 303.35 FEDERAL NATL MTG ASSN POOL BV7928 2023-01-30 2023-03-31 303 299 4 4 45.13 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-03-31 45 46 -1 -1 131.31 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-03-31 131 143 -12 -12 60.26 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-03-31 60 61 -1 -1 155.12 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-03-31 155 163 -8 -8 51.48 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-03-31 51 53 -2 -2 155. FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-03-31 155 140 15 15 421.26 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-03-31 421 373 48 48 128.82 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-03-31 129 122 7 7 294.38 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-03-31 294 293 1 1 104. FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-03-31 104 106 -2 -2 272.56 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-03-31 273 287 -14 -14 246.65 FEDERAL NATL MTG ASSN POOL FM2870 2021-05-25 2023-03-31 247 261 -14 -14 189.8 FEDERAL NATL MTG ASSN POOL FM3664 2023-03-17 2023-03-31 190 184 6 6 150.28 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-03-31 150 158 -8 -8 470.37 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-03-31 470 480 -10 -10 447.07 FEDERAL NATL MTG ASSN POOL FM5750 2022-12-23 2023-03-31 447 428 19 19 203.44 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-03-31 203 204 -1 -1 540.12 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-03-31 540 564 -24 -24 279.78 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-03-31 280 277 3 3 962.71 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-03-31 963 819 144 144 329.42 FEDERAL NATL MTG ASSN POOL FS3642 2023-02-27 2023-03-31 329 324 5 5 11.97 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-03-31 12 12 29.79 FEDERAL NATL MTG ASSN POOL AA0916 2010-08-17 2023-03-31 30 31 -1 -1 51.7 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-03-31 52 53 -1 -1 77.1 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-03-31 77 76 1 1 15.33 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-03-31 15 15 124.82 FEDERAL NATL MTG ASSN POOL AB3854 2013-09-16 2023-03-31 125 128 -3 -3 184.25 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-03-31 184 192 -8 -8 13.47 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-03-31 13 14 -1 -1 111.66 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-03-31 112 117 -5 -5 291.51 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-03-31 292 293 -1 -1 341.27 FEDERAL NATL MTG ASSN POOL MA3283 2021-05-21 2023-03-31 341 357 -16 -16 182.14 FEDERAL NATL MTG ASSN POOL MA3384 2022-12-15 2023-03-31 182 178 4 4 383.1 FEDERAL NATL MTG ASSN POOL MA3664 2022-10-24 2023-03-31 383 350 33 33 506.68 FEDERAL NATL MTG ASSN POOL MA3664 2022-12-08 2023-03-31 507 491 16 16 188.25 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-03-31 188 189 -1 -1 236.36 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-03-31 236 246 -10 -10 221.97 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-03-31 222 225 -3 -3 304.1 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-03-31 304 304 238.93 FEDERAL NATL MTG ASSN POOL MA4656 2022-12-08 2023-03-31 239 234 5 5 519.19 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-03-31 519 518 1 1 389.39 FEDERAL NATL MTG ASSN POOL MA4785 2023-01-30 2023-03-31 389 390 -1 -1 62.32 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-03-31 62 64 -2 -2 53.13 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-03-31 53 54 -1 -1 21.33 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-03-31 21 22 -1 -1 153.57 FEDERAL NATL MTG ASSN POOL AE8099 2013-09-18 2023-03-31 154 155 -1 -1 60.31 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-03-31 60 64 -4 -4 566.34 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-03-31 566 592 -26 -26 273.09 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-03-31 273 297 -24 -24 25000. CVS HEALTH CORP SER 144A CALL 01/20/2026 UNSC 2023-03-16 2023-04-03 25364 25001 363 363 15000. MICRON TECHNOLOGY INC CALL 09/01/2029 UN 2023-02-06 2023-04-03 15904 15661 243 243 25000. ENBRIDGE INC SEDOL BL0MHV2 ISIN US29250NAY13 2023-01-27 2023-04-04 24063 23819 244 244 15000. T-MOBILE USA INC CALL 02/15/2028 COGT 2023-02-06 2023-04-04 15278 14983 295 295 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-03-31 2023-04-04 28952 28839 113 113 30000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-03-28 2023-04-04 28829 28806 23 23 15000. REALTY INCOME CORP CALL 01/15/2030 UNSC 2023-01-09 2023-04-05 14982 14806 176 176 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-04-06 2023-04-05 4875 4881 -6 -6 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-04-06 2023-04-05 4876 4881 -5 -5 10000. NEXTERA ENERGY CAPITAL CALL 01/28/2028 COGT 2023-02-09 2023-04-06 10185 9987 198 198 20000. PIONEER NATURAL RESOURCE CALL 12/15/2025 UNSC 2023-03-22 2023-04-06 18295 17954 341 341 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-03-31 2023-04-06 9784 9627 157 157 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-03-31 2023-04-06 4890 4814 76 76 20000. USA TREASURY NOTES 02.750% DUE 08/15/2047 2022-12-15 2023-04-12 16783 17048 -265 -265 15000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-04-05 2023-04-12 14111 14211 -100 -100 20000. WALMART INC CALL 03/22/2051 UNSC 2021-09-08 2023-04-12 14443 19926 -5483 -5483 20000. DOMINION ENERGY INC CALL 08/15/2032 UNSC 2022-12-13 2023-04-17 20440 20418 22 22 10000. AMERICAN EXPRESS CO CALL 01/13/2026 UNSC 2023-02-13 2023-04-18 10041 9992 49 49 10000. DTE ELECTRIC CO CALL 10/01/2052 MORT 2023-02-27 2023-04-18 10507 9982 525 525 25000. HUMANA INC CALL 01/22/2022 UNSC 2021-07-29 2023-04-18 24685 24987 -302 -302 25000. LOWES COS INC CALL 03/01/2026 UNSC 2023-03-28 2023-04-18 25088 24996 92 92 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-03-31 2023-04-18 28727 28747 -20 -20 30000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-08-26 2023-04-18 25131 29607 -4476 -4476 10000. USA TREASURY NOTES 00.375% DUE 10/31/2023 2023-04-18 2023-04-18 9765 9765 25000. NEXTERA ENERGY CAPITAL CALL 01/28/2028 COGT 2023-02-06 2023-04-19 25082 24956 126 126 25000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-03-31 2023-04-19 24006 24068 -62 -62 5000. USA TREASURY NOTES 00.375% DUE 10/31/2023 2023-04-18 2023-04-19 4883 4882 1 1 5000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-03-28 2023-04-20 4785 4791 -6 -6 30000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2022-12-14 2023-04-24 24604 24415 189 189 30000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2021-05-21 2023-04-24 24604 27932 -3328 -3328 25000. DTE ENERGY CO UNSC 2023-03-22 2023-04-26 24765 24572 193 193 15000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-04-26 2023-04-26 14402 14408 -6 -6 1550. SPDR PORTFOLIO SHORT TERM CORPORATE BOND ETF 2021-05-25 2023-04-28 45957 48602 -2645 -2645 22.7 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-04-30 23 24 -1 -1 88.24 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-04-30 88 91 -3 -3 367.3 FEDERAL HOME LOAN MTG CORP GOLD POOL G18611 2021-05-26 2023-04-30 367 382 -15 -15 181.46 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-04-30 181 188 -7 -7 146.07 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-04-30 146 153 -7 -7 205.04 FEDERAL HOME LOAN MTG CORP POOL SD0436 2021-06-23 2023-04-30 205 212 -7 -7 399.24 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-04-30 399 389 10 10 318.83 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-04-30 319 320 -1 -1 258.01 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-04-30 258 252 6 6 293.24 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-04-30 293 291 2 2 426.19 FEDERAL HOME LOAN MTG CORP POOL SD8268 2023-01-30 2023-04-30 426 432 -6 -6 694.8 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-04-30 695 700 -5 -5 434.25 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2023-04-30 434 447 -13 -13 347.17 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-04-30 347 354 -7 -7 134.31 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-04-30 134 131 3 3 95.08 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-04-30 95 99 -4 -4 44.84 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-04-30 45 46 -1 -1 128.2 FEDERAL HOME LOAN MTG CORP POOL RA7211 2023-01-19 2023-04-30 128 125 3 3 199.12 FEDERAL HOME LOAN MTG CORP POOL RB5109 2021-05-26 2023-04-30 199 207 -8 -8 61.96 FEDERAL NATL MTG ASSN POOL AH9719 2011-07-29 2023-04-30 62 64 -2 -2 47.18 FEDERAL NATL MTG ASSN POOL AL0065 2013-09-17 2023-04-30 47 49 -2 -2 24.54 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-04-30 25 26 -1 -1 79.13 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-04-30 79 82 -3 -3 129.95 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-04-30 130 133 -3 -3 18.05 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-04-30 18 19 -1 -1 76.83 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-04-30 77 79 -2 -2 68.53 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-04-30 69 71 -2 -2 13.2 FEDERAL NATL MTG ASSN POOL AS0024 2016-03-10 2023-04-30 13 14 -1 -1 169.06 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-04-30 169 179 -10 -10 22.56 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2023-04-30 23 23 96.13 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-04-30 96 96 32.99 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-04-30 33 33 45.08 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-04-30 45 45 121.38 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-04-30 121 120 1 1 65.66 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2023-04-30 66 68 -2 -2 431.42 FEDERAL NATL MTG ASSN POOL AU3742 2021-05-25 2023-04-30 431 463 -32 -32 53.21 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-04-30 53 56 -3 -3 754.22 FEDERAL NATL MTG ASSN POOL BH9288 2021-05-27 2023-04-30 754 822 -68 -68 406.09 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-04-30 406 387 19 19 155.58 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2023-04-30 156 159 -3 -3 181.52 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-04-30 182 185 -3 -3 60.53 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-04-30 61 63 -2 -2 875.6 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-04-30 876 853 23 23 518.85 FEDERAL NATL MTG ASSN POOL BV7928 2023-01-30 2023-04-30 519 511 8 8 55.73 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-04-30 56 57 -1 -1 7.45 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-04-30 7 8 -1 -1 221.22 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-04-30 221 225 -4 -4 310.4 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-04-30 310 326 -16 -16 46.73 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-04-30 47 48 -1 -1 94.72 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-04-30 95 86 9 9 340.11 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-04-30 340 301 39 39 183.27 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-04-30 183 174 9 9 212.88 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-04-30 213 212 1 1 100.5 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-04-30 101 103 -2 -2 308.14 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-04-30 308 325 -17 -17 194.03 FEDERAL NATL MTG ASSN POOL FM2870 2021-05-25 2023-04-30 194 205 -11 -11 168.12 FEDERAL NATL MTG ASSN POOL FM3664 2023-03-17 2023-04-30 168 163 5 5 38.52 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-04-30 39 41 -2 -2 473.72 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-04-30 474 483 -9 -9 479.04 FEDERAL NATL MTG ASSN POOL FM5750 2022-12-23 2023-04-30 479 458 21 21 133.36 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-04-30 133 134 -1 -1 256.22 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-04-30 256 268 -12 -12 263.71 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-04-30 264 261 3 3 413.03 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-04-30 413 351 62 62 329.47 FEDERAL NATL MTG ASSN POOL FS3642 2023-02-27 2023-04-30 329 324 5 5 8.46 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-04-30 8 9 -1 -1 29.96 FEDERAL NATL MTG ASSN POOL AA0916 2010-08-17 2023-04-30 30 31 -1 -1 65.37 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-04-30 65 67 -2 -2 147.4 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-04-30 147 146 1 1 31.1 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-04-30 31 31 210.35 FEDERAL NATL MTG ASSN POOL AB3854 2013-09-16 2023-04-30 210 215 -5 -5 43.59 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-04-30 44 45 -1 -1 13.97 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-04-30 14 15 -1 -1 40.37 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-04-30 40 42 -2 -2 269.8 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-04-30 270 271 -1 -1 300.61 FEDERAL NATL MTG ASSN POOL MA3283 2021-05-21 2023-04-30 301 314 -13 -13 179.55 FEDERAL NATL MTG ASSN POOL MA3384 2022-12-15 2023-04-30 180 175 5 5 274.15 FEDERAL NATL MTG ASSN POOL MA3664 2022-10-24 2023-04-30 274 251 23 23 362.59 FEDERAL NATL MTG ASSN POOL MA3664 2022-12-08 2023-04-30 363 351 12 12 184.72 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-04-30 185 186 -1 -1 240.55 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-04-30 241 250 -9 -9 266.85 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-04-30 267 270 -3 -3 347.98 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-04-30 348 348 273.41 FEDERAL NATL MTG ASSN POOL MA4656 2022-12-08 2023-04-30 273 268 5 5 557.51 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-04-30 558 557 1 1 418.13 FEDERAL NATL MTG ASSN POOL MA4785 2023-01-30 2023-04-30 418 419 -1 -1 56.44 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-04-30 56 58 -2 -2 43.88 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-04-30 44 44 45.48 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-04-30 45 48 -3 -3 114.44 FEDERAL NATL MTG ASSN POOL AE8099 2013-09-18 2023-04-30 114 116 -2 -2 60.3 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-04-30 60 64 -4 -4 635.52 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-04-30 636 664 -28 -28 181.89 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-04-30 182 198 -16 -16 15000. COMCAST CORP CALL 01/15/2036 @ 100.000 U 2020-09-22 2023-05-01 12504 16029 -3525 -3525 10000. DTE ELECTRIC CO CALL 10/01/2052 MORT 2023-02-27 2023-05-01 10335 9982 353 353 35000. USA TREASURY NOTES 01.875% DUE 11/15/2051 2023-03-28 2023-05-01 23212 23349 -137 -137 15000. NORFOLK SOUTHERN CORP CALL 12/01/2032 UNSC 2023-02-17 2023-05-02 14715 14104 611 611 15000. UNION PACIFIC CORP CALL 11/15/2052 UNSC 2023-02-13 2023-05-02 14974 14978 -4 -4 25000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-08-26 2023-05-05 21291 23233 -1942 -1942 15000. VERIZON COMMUNICATIONS UNSC 2022-12-09 2023-05-05 15133 15460 -327 -327 20000. MPLX LP CALL 11/15/2028 UNSC 2022-12-13 2023-05-08 19762 19573 189 189 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-05-08 2023-05-08 14553 14551 2 2 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-04-28 2023-05-08 14435 14419 16 16 4000. VANGUARD VALUE ETF 2021-11-05 2023-05-08 553227 579359 -26132 -26132 1. JP MORGAN ADR FX SETTLEMENT VARIOUS CUSI 2001-01-01 2023-05-09 20 20 20 15000. AMGEN INC CALL 01/02/2030 UNSC 2023-02-15 2023-05-10 15415 14965 450 450 15000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2022-12-16 2023-05-10 12414 12188 226 226 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-04-28 2023-05-11 14480 14419 61 61 15000. ANHEUSER-BUSCH CO/INBEV SER * CALL 08/01 2022-12-09 2023-05-15 14931 14758 173 173 20000. FISERV INC CALL 03/01/2025 @ 100.000 UNS 2021-02-23 2023-05-15 19638 21004 -1366 -1366 10000. PACIFICORP CALL 06/01/2053 MORT 2022-12-09 2023-05-15 9939 10665 -726 -726 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-05-15 2023-05-15 14446 14443 3 3 20000. HP ENTERPRISE CO UNSC 2023-03-07 2023-05-16 20181 19987 194 194 15000. STARBUCKS CORP UNSC 2023-02-07 2023-05-16 15089 14982 107 107 15000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2021-05-21 2023-05-16 13071 17521 -4450 -4450 20000. USA TREASURY NOTES 02.000% DUE 02/15/2050 2021-11-30 2023-05-16 13661 20659 -6998 -6998 35000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-04-27 2023-05-16 33921 33832 89 89 15000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-03-30 2023-05-16 12727 13528 -801 -801 15000. WALMART INC CALL 02/15/2030 UNSC 2023-04-12 2023-05-16 14809 14971 -162 -162 10000. ANHEUSER-BUSCH CO/INBEV SER * CALL 08/01 2022-12-09 2023-05-18 9818 9839 -21 -21 15000. METLIFE INC JR SUB 2022-12-16 2023-05-22 14870 14644 226 226 15000. AMERICAN EXPRESS CO CALL 05/01/2025 UNSC 2023-04-26 2023-05-30 14954 15000 -46 -46 20000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2023-05-05 2023-05-30 21726 22245 -519 -519 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-04-26 2023-05-30 9543 9605 -62 -62 10000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2023-05-16 2023-05-30 8103 8233 -130 -130 10000. USA TREASURY NOTES 00.375% DUE 10/31/2023 2023-04-18 2023-05-30 9796 9765 31 31 31.47 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-05-31 31 33 -2 -2 106.27 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-05-31 106 109 -3 -3 371.4 FEDERAL HOME LOAN MTG CORP GOLD POOL G18611 2021-05-26 2023-05-31 371 386 -15 -15 32.35 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-05-31 32 34 -2 -2 127.93 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-05-31 128 134 -6 -6 61.94 FEDERAL HOME LOAN MTG CORP POOL SD0436 2021-06-23 2023-05-31 62 64 -2 -2 1058.47 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-05-31 1058 1031 27 27 480.24 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-05-31 480 483 -3 -3 264.53 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-05-31 265 258 7 7 311.98 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-05-31 312 310 2 2 453.42 FEDERAL HOME LOAN MTG CORP POOL SD8268 2023-01-30 2023-05-31 453 460 -7 -7 565.14 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-05-31 565 569 -4 -4 353.21 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2023-05-31 353 363 -10 -10 153.02 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-05-31 153 156 -3 -3 155.76 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-05-31 156 152 4 4 238.13 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-05-31 238 248 -10 -10 174.19 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-05-31 174 180 -6 -6 124.77 FEDERAL HOME LOAN MTG CORP POOL RA7211 2023-01-19 2023-05-31 125 121 4 4 496.44 FEDERAL HOME LOAN MTG CORP POOL RB5109 2021-05-26 2023-05-31 496 516 -20 -20 93.42 FEDERAL NATL MTG ASSN POOL AH9719 2011-07-29 2023-05-31 93 96 -3 -3 34.88 FEDERAL NATL MTG ASSN POOL AL0065 2013-09-17 2023-05-31 35 36 -1 -1 25.44 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-05-31 25 27 -2 -2 76.51 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-05-31 77 79 -2 -2 177.37 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-05-31 177 182 -5 -5 106.11 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-05-31 106 110 -4 -4 65.43 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-05-31 65 67 -2 -2 25.94 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-05-31 26 27 -1 -1 23.84 FEDERAL NATL MTG ASSN POOL AS0024 2016-03-10 2023-05-31 24 25 -1 -1 12.17 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-05-31 12 13 -1 -1 110.37 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2023-05-31 110 113 -3 -3 144.28 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-05-31 144 145 -1 -1 68.5 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-05-31 69 69 45.08 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-05-31 45 45 108.45 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-05-31 108 107 1 1 101.45 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2023-05-31 101 105 -4 -4 236.15 FEDERAL NATL MTG ASSN POOL AU3742 2021-05-25 2023-05-31 236 253 -17 -17 176.47 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-05-31 176 186 -10 -10 763.85 FEDERAL NATL MTG ASSN POOL BH9288 2021-05-27 2023-05-31 764 832 -68 -68 1032.09 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-05-31 1032 983 49 49 169.49 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2023-05-31 169 173 -4 -4 345.66 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-05-31 346 352 -6 -6 205.73 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-05-31 206 213 -7 -7 1239.53 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-05-31 1240 1208 32 32 764.56 FEDERAL NATL MTG ASSN POOL BV7928 2023-01-30 2023-05-31 765 753 12 12 423.16 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-05-31 423 430 -7 -7 124.57 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-05-31 125 135 -10 -10 248.19 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-05-31 248 253 -5 -5 155.78 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-05-31 156 164 -8 -8 157.68 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-05-31 158 163 -5 -5 225.18 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-05-31 225 203 22 22 205.96 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-05-31 206 182 24 24 182.27 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-05-31 182 173 9 9 325.8 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-05-31 326 324 2 2 113.04 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-05-31 113 115 -2 -2 259.21 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-05-31 259 273 -14 -14 269.38 FEDERAL NATL MTG ASSN POOL FM2870 2021-05-25 2023-05-31 269 284 -15 -15 211.86 FEDERAL NATL MTG ASSN POOL FM3664 2023-03-17 2023-05-31 212 206 6 6 169.71 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-05-31 170 179 -9 -9 572.39 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-05-31 572 584 -12 -12 457.48 FEDERAL NATL MTG ASSN POOL FM5750 2022-12-23 2023-05-31 457 438 19 19 392.16 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-05-31 392 394 -2 -2 523.68 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-05-31 524 547 -23 -23 409.55 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-05-31 410 405 5 5 409.4 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-05-31 409 348 61 61 155.16 FEDERAL NATL MTG ASSN POOL FS3642 2023-02-27 2023-05-31 155 153 2 2 8.25 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-05-31 8 9 -1 -1 29.77 FEDERAL NATL MTG ASSN POOL AA0916 2010-08-17 2023-05-31 30 31 -1 -1 73.86 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-05-31 74 76 -2 -2 119.18 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-05-31 119 118 1 1 41.48 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-05-31 41 41 92.31 FEDERAL NATL MTG ASSN POOL AB3854 2013-09-16 2023-05-31 92 95 -3 -3 90.01 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-05-31 90 94 -4 -4 13.02 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-05-31 13 14 -1 -1 155.67 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-05-31 156 163 -7 -7 264.35 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-05-31 264 265 -1 -1 328.9 FEDERAL NATL MTG ASSN POOL MA3283 2021-05-21 2023-05-31 329 344 -15 -15 193.33 FEDERAL NATL MTG ASSN POOL MA3384 2022-12-15 2023-05-31 193 189 4 4 531.16 FEDERAL NATL MTG ASSN POOL MA3664 2022-10-24 2023-05-31 531 485 46 46 702.5 FEDERAL NATL MTG ASSN POOL MA3664 2022-12-08 2023-05-31 703 680 23 23 183.28 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-05-31 183 184 -1 -1 235.75 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-05-31 236 245 -9 -9 314.94 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-05-31 315 319 -4 -4 334.75 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-05-31 335 335 263.01 FEDERAL NATL MTG ASSN POOL MA4656 2022-12-08 2023-05-31 263 257 6 6 559.44 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-05-31 559 559 419.58 FEDERAL NATL MTG ASSN POOL MA4785 2023-01-30 2023-05-31 420 420 376.76 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-05-31 377 385 -8 -8 47.47 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-05-31 47 48 -1 -1 23.81 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-05-31 24 25 -1 -1 128.37 FEDERAL NATL MTG ASSN POOL AE8099 2013-09-18 2023-05-31 128 130 -2 -2 59.99 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-05-31 60 63 -3 -3 715.32 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-05-31 715 747 -32 -32 301.67 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-05-31 302 328 -26 -26 25000. BANK OF MONTREAL SEDOL 2KQJ430 ISIN US06368LGV27 2023-01-05 2023-06-05 25063 24999 64 64 25000. BANK OF NOVA SCOTIA SEDOL ISIN US06417XAN12 2023-01-25 2023-06-05 24744 24990 -246 -246 5000. COMCAST CORP CALL 11/15/2063 COGT 2023-05-01 2023-06-07 4906 4977 -71 -71 15000. AT&T INC CALL 11/15/2034 @ 100.000 UNSC 2022-12-09 2023-06-08 13676 14162 -486 -486 1. SIGNET JEWELERS LIMITED G81276100 CLASS 2001-01-01 2023-06-12 88 88 88 7800. VANGUARD VALUE ETF 2019-06-19 2023-06-12 1090535 930807 159728 159728 45000. CAMDEN PROPERTY TRUST SR UNSEC 2021-12-16 2023-06-15 45000 45000 5000. FISERV INC CALL 07/01/2028 UNSC 2022-12-13 2023-06-15 4819 4815 4 4 15000. FISERV INC CALL 07/01/2028 UNSC 2022-12-13 2023-06-15 14435 14446 -11 -11 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-04-28 2023-06-20 18994 19234 -240 -240 30000. TAKE-TWO INTERACTIVE SOF UNSC 2023-01-18 2023-06-22 29004 29165 -161 -161 20000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-04-27 2023-06-22 18937 19321 -384 -384 10000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2022-12-16 2023-06-22 8032 8123 -91 -91 5000. USA TREASURY NOTES 00.625% DUE 05/15/2030 2023-05-16 2023-06-22 4016 4117 -101 -101 20000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-05-16 2023-06-28 19055 19186 -131 -131 78.99 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-06-30 79 84 -5 -5 120.07 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-06-30 120 124 -4 -4 394.35 FEDERAL HOME LOAN MTG CORP GOLD POOL G18611 2021-05-26 2023-06-30 394 410 -16 -16 23.12 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-06-30 23 24 -1 -1 139.84 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-06-30 140 146 -6 -6 62.13 FEDERAL HOME LOAN MTG CORP POOL SD0436 2021-06-23 2023-06-30 62 64 -2 -2 1078.46 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-06-30 1078 1050 28 28 417.71 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-06-30 418 420 -2 -2 247.51 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-06-30 248 241 7 7 254.39 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-06-30 254 252 2 2 369.72 FEDERAL HOME LOAN MTG CORP POOL SD8268 2023-01-30 2023-06-30 370 375 -5 -5 272.05 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-06-30 272 274 -2 -2 170.03 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2023-06-30 170 175 -5 -5 255.88 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-06-30 256 261 -5 -5 125.67 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-06-30 126 123 3 3 163.73 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-06-30 164 170 -6 -6 152.41 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-06-30 152 158 -6 -6 299.87 FEDERAL HOME LOAN MTG CORP POOL RA7211 2023-01-19 2023-06-30 300 291 9 9 470.01 FEDERAL HOME LOAN MTG CORP POOL RB5109 2021-05-26 2023-06-30 470 488 -18 -18 73.39 FEDERAL NATL MTG ASSN POOL AH9719 2011-07-29 2023-06-30 73 75 -2 -2 25.21 FEDERAL NATL MTG ASSN POOL AL0065 2013-09-17 2023-06-30 25 26 -1 -1 114.54 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-06-30 115 122 -7 -7 166.23 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-06-30 166 171 -5 -5 162.88 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-06-30 163 167 -4 -4 115.61 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-06-30 116 120 -4 -4 53.4 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-06-30 53 55 -2 -2 26.72 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-06-30 27 28 -1 -1 26.31 FEDERAL NATL MTG ASSN POOL AS0024 2016-03-10 2023-06-30 26 27 -1 -1 11.28 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-06-30 11 12 -1 -1 109.85 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2023-06-30 110 113 -3 -3 141.9 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-06-30 142 142 38.94 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-06-30 39 39 43.27 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-06-30 43 43 121.33 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-06-30 121 120 1 1 184.75 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2023-06-30 185 190 -5 -5 637.39 FEDERAL NATL MTG ASSN POOL AU3742 2021-05-25 2023-06-30 637 684 -47 -47 150.6 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-06-30 151 159 -8 -8 291.94 FEDERAL NATL MTG ASSN POOL BH9288 2021-05-27 2023-06-30 292 318 -26 -26 484.01 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-06-30 484 461 23 23 23.35 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2023-06-30 23 24 -1 -1 316.5 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-06-30 317 323 -6 -6 203.47 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-06-30 203 210 -7 -7 374.32 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-06-30 374 365 9 9 587.34 FEDERAL NATL MTG ASSN POOL BV7928 2023-01-30 2023-06-30 587 579 8 8 178.42 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-06-30 178 181 -3 -3 7.37 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-06-30 7 8 -1 -1 172.19 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-06-30 172 175 -3 -3 273.31 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-06-30 273 287 -14 -14 86.08 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-06-30 86 89 -3 -3 42. FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-06-30 42 38 4 4 215.74 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-06-30 216 191 25 25 317.54 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-06-30 318 302 16 16 287.44 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-06-30 287 286 1 1 106.23 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-06-30 106 109 -3 -3 290.96 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-06-30 291 306 -15 -15 201.81 FEDERAL NATL MTG ASSN POOL FM2870 2021-05-25 2023-06-30 202 213 -11 -11 252.52 FEDERAL NATL MTG ASSN POOL FM3664 2023-03-17 2023-06-30 253 245 8 8 145.8 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-06-30 146 153 -7 -7 447.71 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-06-30 448 457 -9 -9 592.05 FEDERAL NATL MTG ASSN POOL FM5750 2022-12-23 2023-06-30 592 566 26 26 223.15 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-06-30 223 224 -1 -1 661.28 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-06-30 661 691 -30 -30 385.14 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-06-30 385 381 4 4 283.78 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-06-30 284 241 43 43 48.27 FEDERAL NATL MTG ASSN POOL FS3642 2023-02-27 2023-06-30 48 47 1 1 210.71 FEDERAL NATL MTG ASSN POOL FS4214 2023-06-22 2023-06-30 211 201 10 10 11.51 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-06-30 12 12 31.32 FEDERAL NATL MTG ASSN POOL AA0916 2010-08-17 2023-06-30 31 33 -2 -2 63.29 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-06-30 63 65 -2 -2 103.92 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-06-30 104 103 1 1 39.75 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-06-30 40 39 1 1 36.07 FEDERAL NATL MTG ASSN POOL AB3854 2013-09-16 2023-06-30 36 37 -1 -1 44.17 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-06-30 44 46 -2 -2 122.78 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-06-30 123 128 -5 -5 261.76 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-06-30 262 274 -12 -12 263.12 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-06-30 263 264 -1 -1 304.13 FEDERAL NATL MTG ASSN POOL MA3283 2021-05-21 2023-06-30 304 318 -14 -14 156.86 FEDERAL NATL MTG ASSN POOL MA3384 2022-12-15 2023-06-30 157 153 4 4 353.61 FEDERAL NATL MTG ASSN POOL MA3664 2022-10-24 2023-06-30 354 323 31 31 467.68 FEDERAL NATL MTG ASSN POOL MA3664 2022-12-08 2023-06-30 468 453 15 15 189.31 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-06-30 189 190 -1 -1 276.26 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-06-30 276 287 -11 -11 422.52 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-06-30 423 428 -5 -5 405.31 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-06-30 405 406 -1 -1 318.46 FEDERAL NATL MTG ASSN POOL MA4656 2022-12-08 2023-06-30 318 312 6 6 604.86 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-06-30 605 604 1 1 453.65 FEDERAL NATL MTG ASSN POOL MA4785 2023-01-30 2023-06-30 454 454 62.85 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-06-30 63 64 -1 -1 47.28 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-06-30 47 48 -1 -1 38.17 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-06-30 38 40 -2 -2 101.98 FEDERAL NATL MTG ASSN POOL AE8099 2013-09-18 2023-06-30 102 103 -1 -1 53.95 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-06-30 54 57 -3 -3 655.66 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-06-30 656 685 -29 -29 331.7 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-06-30 332 360 -28 -28 20000. CNH INDUSTRIAL CAP LLC COGT 2020-06-23 2023-07-03 20000 19937 63 63 25000. TORONTO-DOMINION BANK SEDOL 2KQBLX5 ISIN US89115A2K70 2023-01-03 2023-07-10 24803 25000 -197 -197 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-04-19 2023-07-11 9406 9591 -185 -185 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-05-16 2023-07-11 14188 14416 -228 -228 25000. ROYAL BANK OF CANADA SER GMTN SEDOL 2KQT645 ISIN US78016FZT47 2023-01-09 2023-07-13 24761 24993 -232 -232 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-03-31 2023-07-13 19025 19165 -140 -140 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-03-31 2023-07-13 4756 4791 -35 -35 20000. USA TREASURY NOTES 01.625% DUE 02/15/2026 2023-07-13 2023-07-17 18630 18657 -27 -27 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-03-31 2023-07-19 18981 19165 -184 -184 5000. USA TREASURY NOTES 01.625% DUE 02/15/2026 2023-07-13 2023-07-19 4658 4664 -6 -6 4800. VANGUARD LARGE CAP ETF 2020-09-16 2023-07-19 1000912 762324 238588 238588 25000. WEC ENERGY GROUP INC CALL 12/09/2025 UNS 2023-04-04 2023-07-19 24695 25064 -369 -369 5000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2023-07-19 2023-07-20 4728 4739 -11 -11 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-05-10 2023-07-28 4546 4710 -164 -164 167.81 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-07-31 168 178 -10 -10 131.18 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-07-31 131 135 -4 -4 349.33 FEDERAL HOME LOAN MTG CORP GOLD POOL G18611 2021-05-26 2023-07-31 349 363 -14 -14 166.24 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-07-31 166 172 -6 -6 142.36 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-07-31 142 149 -7 -7 208.08 FEDERAL HOME LOAN MTG CORP POOL SD0436 2021-06-23 2023-07-31 208 215 -7 -7 237.14 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-07-31 237 231 6 6 384.76 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-07-31 385 387 -2 -2 271.16 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-07-31 271 264 7 7 208.32 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-07-31 208 207 1 1 302.77 FEDERAL HOME LOAN MTG CORP POOL SD8268 2023-01-30 2023-07-31 303 307 -4 -4 404.09 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-07-31 404 407 -3 -3 252.56 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2023-07-31 253 260 -7 -7 253.99 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-07-31 254 259 -5 -5 160.79 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-07-31 161 157 4 4 132.25 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-07-31 132 138 -6 -6 103.87 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-07-31 104 107 -3 -3 186.21 FEDERAL HOME LOAN MTG CORP POOL RA7211 2023-01-19 2023-07-31 186 181 5 5 241.57 FEDERAL HOME LOAN MTG CORP POOL RB5109 2021-05-26 2023-07-31 242 251 -9 -9 30.47 FEDERAL NATL MTG ASSN POOL AH9719 2011-07-29 2023-07-31 30 31 -1 -1 43.19 FEDERAL NATL MTG ASSN POOL AL0065 2013-09-17 2023-07-31 43 45 -2 -2 25.21 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-07-31 25 27 -2 -2 77.61 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-07-31 78 80 -2 -2 221.97 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-07-31 222 227 -5 -5 248.31 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-07-31 248 258 -10 -10 45.03 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-07-31 45 46 -1 -1 25.38 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-07-31 25 26 -1 -1 36.54 FEDERAL NATL MTG ASSN POOL AS0024 2016-03-10 2023-07-31 37 38 -1 -1 68.1 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-07-31 68 72 -4 -4 22.45 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2023-07-31 22 23 -1 -1 119.26 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-07-31 119 120 -1 -1 36.07 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-07-31 36 36 43.02 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-07-31 43 43 63.35 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-07-31 63 63 29.97 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2023-07-31 30 31 -1 -1 462.62 FEDERAL NATL MTG ASSN POOL AU3742 2021-05-25 2023-07-31 463 496 -33 -33 49.14 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-07-31 49 52 -3 -3 261.79 FEDERAL NATL MTG ASSN POOL BH9288 2021-05-27 2023-07-31 262 285 -23 -23 239.56 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-07-31 240 228 12 12 22.86 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2023-07-31 23 23 176.41 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-07-31 176 180 -4 -4 63.66 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-07-31 64 66 -2 -2 213.13 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-07-31 213 208 5 5 91.62 FEDERAL NATL MTG ASSN POOL BV7928 2023-01-30 2023-07-31 92 90 2 2 45.49 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-07-31 45 46 -1 -1 7.69 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-07-31 8 8 193.78 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-07-31 194 197 -3 -3 47.28 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-07-31 47 50 -3 -3 84.42 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-07-31 84 87 -3 -3 231.15 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-07-31 231 209 22 22 193.69 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-07-31 194 172 22 22 159.57 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-07-31 160 152 8 8 260.22 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-07-31 260 259 1 1 99.55 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-07-31 100 102 -2 -2 276.95 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-07-31 277 291 -14 -14 222.28 FEDERAL NATL MTG ASSN POOL FM2870 2021-05-25 2023-07-31 222 235 -13 -13 179.57 FEDERAL NATL MTG ASSN POOL FM3664 2023-03-17 2023-07-31 180 174 6 6 238.04 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-07-31 238 250 -12 -12 431.86 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-07-31 432 440 -8 -8 381.28 FEDERAL NATL MTG ASSN POOL FM5750 2022-12-23 2023-07-31 381 365 16 16 277.29 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-07-31 277 278 -1 -1 519.76 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-07-31 520 543 -23 -23 461.57 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-07-31 462 456 6 6 435.68 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-07-31 436 371 65 65 449.58 FEDERAL NATL MTG ASSN POOL FS3642 2023-02-27 2023-07-31 450 442 8 8 312.34 FEDERAL NATL MTG ASSN POOL FS4214 2023-06-22 2023-07-31 312 298 14 14 101.99 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-07-31 102 106 -4 -4 29.98 FEDERAL NATL MTG ASSN POOL AA0916 2010-08-17 2023-07-31 30 31 -1 -1 58.4 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-07-31 58 60 -2 -2 191.37 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-07-31 191 189 2 2 12.29 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-07-31 12 12 93.68 FEDERAL NATL MTG ASSN POOL AB3854 2013-09-16 2023-07-31 94 96 -2 -2 81.93 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-07-31 82 85 -3 -3 10.99 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-07-31 11 11 231.19 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-07-31 231 242 -11 -11 260.64 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-07-31 261 262 -1 -1 331.3 FEDERAL NATL MTG ASSN POOL MA3283 2021-05-21 2023-07-31 331 346 -15 -15 124.4 FEDERAL NATL MTG ASSN POOL MA3384 2022-12-15 2023-07-31 124 121 3 3 378.34 FEDERAL NATL MTG ASSN POOL MA3664 2022-10-24 2023-07-31 378 346 32 32 500.38 FEDERAL NATL MTG ASSN POOL MA3664 2022-12-08 2023-07-31 500 485 15 15 203.34 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-07-31 203 205 -2 -2 235.94 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-07-31 236 245 -9 -9 616.77 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-07-31 617 625 -8 -8 320.1 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-07-31 320 320 251.51 FEDERAL NATL MTG ASSN POOL MA4656 2022-12-08 2023-07-31 252 246 6 6 366.4 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-07-31 366 366 274.8 FEDERAL NATL MTG ASSN POOL MA4785 2023-01-30 2023-07-31 275 275 64.69 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-07-31 65 66 -1 -1 54.78 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-07-31 55 55 44.6 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-07-31 45 47 -2 -2 76.25 FEDERAL NATL MTG ASSN POOL AE8099 2013-09-18 2023-07-31 76 77 -1 -1 58.51 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-07-31 59 62 -3 -3 612.48 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-07-31 612 640 -28 -28 425.53 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-07-31 426 462 -36 -36 15000. FLORIDA POWER & LIGHT CO CALL 02/15/2033 MORT 2023-05-15 2023-08-03 14584 14995 -411 -411 15000. METLIFE INC NOTES 2023-05-22 2023-08-03 15243 15383 -140 -140 10000. SEMPRA ENERGY CALL 02/01/2029 UNSC 2023-03-14 2023-08-03 9123 9103 20 20 15000. SEMPRA ENERGY CALL 02/01/2029 UNSC 2022-03-21 2023-08-03 13684 14944 -1260 -1260 10000. AVALONBAY COMMUNITIES SER GMTN CALL 02/11/2026 2023-01-18 2023-08-04 9439 9479 -40 -40 10000. CVS HEALTH CORP CALL 11/30/2030 UNSC 2023-05-30 2023-08-04 9904 9964 -60 -60 10000. US BANCORP CALL 10/21/2025 UNSC 2023-03-21 2023-08-04 10038 10047 -9 -9 20000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2021-08-26 2023-08-04 16266 18832 -2566 -2566 15000. DTE ENERGY CO CALL 05/01/2028 UNSC 2023-05-08 2023-08-07 14767 14992 -225 -225 25000. NEXTERA ENERGY CAPITAL UNSC 2023-02-22 2023-08-07 25172 25120 52 52 15000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-04-03 2023-08-07 13626 14079 -453 -453 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-03-31 2023-08-07 14220 14368 -148 -148 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-03-28 2023-08-08 9567 9581 -14 -14 1. TEVA PHARMACEUTICAL INDUSTRIES LIMITED XXX-XX-XXXX CLASS ACTION 2001-01-01 2023-08-09 20 20 20 15000. INTEL CORP CALL 08/10/2042 UNSC 2023-02-07 2023-08-16 14669 14991 -322 -322 20000. CHARLES SCHWAB CORP CALL 04/13/2026 UNSC 2023-04-18 2023-08-22 17683 17581 102 102 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 2023-04-18 2023-08-22 14153 14357 -204 -204 5000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2023-07-19 2023-08-23 4710 4739 -29 -29 20000. MARRIOTT INTERNATIONAL CALL 03/15/2029 UNSC 2023-03-23 2023-08-25 19323 19746 -423 -423 20000. USA TREASURY NOTES 02.875% DUE 05/15/2032 2023-06-28 2023-08-28 18005 18641 -636 -636 15000. VERIZON COMMUNICATIONS UNSC 2022-12-09 2023-08-28 14484 15453 -969 -969 17.55 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-08-31 18 19 -1 -1 124.17 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-08-31 124 128 -4 -4 365.53 FEDERAL HOME LOAN MTG CORP GOLD POOL G18611 2021-05-26 2023-08-31 366 379 -13 -13 38. FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-08-31 38 39 -1 -1 129.81 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-08-31 130 136 -6 -6 131.82 FEDERAL HOME LOAN MTG CORP POOL SD0436 2021-06-23 2023-08-31 132 136 -4 -4 288.06 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-08-31 288 281 7 7 364.26 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-08-31 364 366 -2 -2 328.49 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-08-31 328 320 8 8 259.92 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-08-31 260 258 2 2 377.77 FEDERAL HOME LOAN MTG CORP POOL SD8268 2023-01-30 2023-08-31 378 383 -5 -5 277.17 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-08-31 277 279 -2 -2 173.23 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2023-08-31 173 178 -5 -5 269.04 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-08-31 269 274 -5 -5 153.1 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-08-31 153 150 3 3 144.54 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-08-31 145 150 -5 -5 85.48 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-08-31 85 88 -3 -3 140.01 FEDERAL HOME LOAN MTG CORP POOL RA7211 2023-01-19 2023-08-31 140 136 4 4 107.17 FEDERAL HOME LOAN MTG CORP POOL RB5109 2021-05-26 2023-08-31 107 111 -4 -4 52.82 FEDERAL NATL MTG ASSN POOL AH9719 2011-07-29 2023-08-31 53 54 -1 -1 18.41 FEDERAL NATL MTG ASSN POOL AL0065 2013-09-17 2023-08-31 18 19 -1 -1 95.27 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-08-31 95 101 -6 -6 269.76 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-08-31 270 278 -8 -8 207.17 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-08-31 207 212 -5 -5 28.5 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-08-31 29 30 -1 -1 63.02 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-08-31 63 65 -2 -2 25.58 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-08-31 26 27 -1 -1 27.06 FEDERAL NATL MTG ASSN POOL AS0024 2016-03-10 2023-08-31 27 28 -1 -1 11.13 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-08-31 11 12 -1 -1 139.22 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2023-08-31 139 143 -4 -4 114.96 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-08-31 115 115 65.14 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-08-31 65 65 43.88 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-08-31 44 44 91.35 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-08-31 91 90 1 1 30.79 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2023-08-31 31 32 -1 -1 416.82 FEDERAL NATL MTG ASSN POOL AU3742 2021-05-25 2023-08-31 417 447 -30 -30 111.72 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-08-31 112 118 -6 -6 260.44 FEDERAL NATL MTG ASSN POOL BH9288 2021-05-27 2023-08-31 260 284 -24 -24 265.97 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-08-31 266 253 13 13 168.44 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2023-08-31 168 172 -4 -4 175.52 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-08-31 176 179 -3 -3 129.37 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-08-31 129 134 -5 -5 504.57 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-08-31 505 492 13 13 552.22 FEDERAL NATL MTG ASSN POOL BV7928 2023-01-30 2023-08-31 552 544 8 8 310.23 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-08-31 310 315 -5 -5 7.66 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-08-31 8 8 98.78 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-08-31 99 101 -2 -2 193.06 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-08-31 193 203 -10 -10 123.56 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-08-31 124 128 -4 -4 150.5 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-08-31 151 136 15 15 213.96 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-08-31 214 190 24 24 91.41 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-08-31 91 87 4 4 41.74 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-08-31 42 41 1 1 108.5 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-08-31 109 111 -2 -2 296. FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-08-31 296 311 -15 -15 208.24 FEDERAL NATL MTG ASSN POOL FM2870 2021-05-25 2023-08-31 208 220 -12 -12 207.26 FEDERAL NATL MTG ASSN POOL FM3664 2023-03-17 2023-08-31 207 201 6 6 138.1 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-08-31 138 145 -7 -7 420.8 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-08-31 421 429 -8 -8 614.48 FEDERAL NATL MTG ASSN POOL FM5750 2022-12-23 2023-08-31 614 588 26 26 427.86 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-08-31 428 429 -1 -1 642.68 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-08-31 643 671 -28 -28 204.19 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-08-31 204 202 2 2 375.61 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-08-31 376 319 57 57 90.75 FEDERAL NATL MTG ASSN POOL FS3642 2023-02-27 2023-08-31 91 89 2 2 138.72 FEDERAL NATL MTG ASSN POOL FS4214 2023-06-22 2023-08-31 139 132 7 7 80.62 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-08-31 81 84 -3 -3 223.4 FEDERAL NATL MTG ASSN POOL AA0916 2010-08-17 2023-08-31 223 233 -10 -10 25.03 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-08-31 25 26 -1 -1 85.09 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-08-31 85 84 1 1 12.88 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-08-31 13 13 95.67 FEDERAL NATL MTG ASSN POOL AB3854 2013-09-16 2023-08-31 96 98 -2 -2 98.33 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-08-31 98 102 -4 -4 83.19 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-08-31 83 86 -3 -3 41.13 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-08-31 41 43 -2 -2 271.28 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-08-31 271 272 -1 -1 377.96 FEDERAL NATL MTG ASSN POOL MA3283 2020-01-23 2023-08-31 378 394 -16 -16 209.78 FEDERAL NATL MTG ASSN POOL MA3384 2022-12-15 2023-08-31 210 205 5 5 421.82 FEDERAL NATL MTG ASSN POOL MA3664 2022-10-24 2023-08-31 422 385 37 37 557.9 FEDERAL NATL MTG ASSN POOL MA3664 2022-12-08 2023-08-31 558 540 18 18 178.21 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-08-31 178 179 -1 -1 260.24 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-08-31 260 270 -10 -10 517.33 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-08-31 517 524 -7 -7 368.06 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-08-31 368 368 289.19 FEDERAL NATL MTG ASSN POOL MA4656 2022-12-08 2023-08-31 289 283 6 6 636.06 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-08-31 636 635 1 1 477.04 FEDERAL NATL MTG ASSN POOL MA4785 2023-01-30 2023-08-31 477 478 -1 -1 57.19 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-08-31 57 58 -1 -1 49.56 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-08-31 50 50 21.18 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-08-31 21 22 -1 -1 73.58 FEDERAL NATL MTG ASSN POOL AE8099 2013-09-18 2023-08-31 74 74 63.39 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-08-31 63 67 -4 -4 546.37 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-08-31 546 570 -24 -24 341.6 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-08-31 342 371 -29 -29 20000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-08-07 2023-08-31 19152 19126 26 26 15000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2023-07-19 2023-09-05 14134 14217 -83 -83 15000. PFIZER INVESTMENT ENTER SEDOL ISIN US716973AC67 2023-05-16 2023-09-11 14610 14982 -372 -372 20000. JP MORGAN CHASE & CO CALL 10/01/24 @100 JR SUB 2022-12-02 2023-09-14 19875 19542 333 333 15000. PHILLIPS 66 CALL 11/01/2027 UNSC 2023-03-27 2023-09-15 14757 14965 -208 -208 25000. BANK OF MONTREAL SEDOL BRK0K53 ISIN US06 2023-06-05 2023-09-18 24735 25021 -286 -286 15000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-07-03 2023-09-18 14380 14297 83 83 15000. PIONEER NATURAL RESOURCE UNSC 2023-03-27 2023-09-26 14798 15093 -295 -295 10000. PIONEER NATURAL RESOURCE UNSC 2023-03-27 2023-09-27 9880 9995 -115 -115 15.67 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-09-30 16 17 -1 -1 99.17 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-09-30 99 102 -3 -3 319.59 FEDERAL HOME LOAN MTG CORP GOLD POOL G18611 2021-05-26 2023-09-30 320 332 -12 -12 22.82 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-09-30 23 24 -1 -1 127.5 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-09-30 128 133 -5 -5 203.25 FEDERAL HOME LOAN MTG CORP POOL SD0436 2021-06-23 2023-09-30 203 210 -7 -7 490.8 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-09-30 491 478 13 13 362.33 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-09-30 362 364 -2 -2 277.14 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-09-30 277 270 7 7 264.18 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-09-30 264 262 2 2 383.95 FEDERAL HOME LOAN MTG CORP POOL SD8268 2023-01-30 2023-09-30 384 389 -5 -5 259.93 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-09-30 260 262 -2 -2 162.45 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2023-09-30 162 167 -5 -5 149.47 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-09-30 149 152 -3 -3 110.43 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-09-30 110 108 2 2 49.9 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-09-30 50 52 -2 -2 100.99 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-09-30 101 104 -3 -3 115.06 FEDERAL HOME LOAN MTG CORP POOL RA7211 2023-01-19 2023-09-30 115 112 3 3 290.55 FEDERAL HOME LOAN MTG CORP POOL RB5109 2021-05-26 2023-09-30 291 302 -11 -11 29.95 FEDERAL NATL MTG ASSN POOL AH9719 2011-07-29 2023-09-30 30 31 -1 -1 38.62 FEDERAL NATL MTG ASSN POOL AL0065 2013-09-17 2023-09-30 39 40 -1 -1 62.13 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-09-30 62 66 -4 -4 76.65 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-09-30 77 79 -2 -2 155.47 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-09-30 155 159 -4 -4 28.6 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-09-30 29 30 -1 -1 53.28 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-09-30 53 55 -2 -2 170.45 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-09-30 170 177 -7 -7 13.91 FEDERAL NATL MTG ASSN POOL AS0024 2016-03-10 2023-09-30 14 14 11.86 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-09-30 12 13 -1 -1 71.1 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2023-09-30 71 73 -2 -2 98.85 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-09-30 99 99 45.65 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-09-30 46 46 43.7 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-09-30 44 44 72.74 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-09-30 73 72 1 1 30.42 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2023-09-30 30 31 -1 -1 345.63 FEDERAL NATL MTG ASSN POOL AU3742 2021-05-25 2023-09-30 346 371 -25 -25 49.65 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-09-30 50 52 -2 -2 303.17 FEDERAL NATL MTG ASSN POOL BH9288 2021-05-27 2023-09-30 303 330 -27 -27 261.64 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-09-30 262 249 13 13 23.19 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2023-09-30 23 24 -1 -1 326.28 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-09-30 326 332 -6 -6 140.12 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-09-30 140 145 -5 -5 220.08 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-09-30 220 214 6 6 362.27 FEDERAL NATL MTG ASSN POOL BV7928 2023-01-30 2023-09-30 362 357 5 5 42.95 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-09-30 43 44 -1 -1 7.84 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-09-30 8 9 -1 -1 189.87 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-09-30 190 193 -3 -3 316.98 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-09-30 317 333 -16 -16 85.47 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-09-30 85 88 -3 -3 41.22 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-09-30 41 37 4 4 109.88 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-09-30 110 97 13 13 319.2 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-09-30 319 303 16 16 180.43 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-09-30 180 179 1 1 108.31 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-09-30 108 111 -3 -3 256.21 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-09-30 256 269 -13 -13 179.28 FEDERAL NATL MTG ASSN POOL FM2870 2021-05-25 2023-09-30 179 189 -10 -10 162.66 FEDERAL NATL MTG ASSN POOL FM3664 2023-03-17 2023-09-30 163 158 5 5 75.64 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-09-30 76 80 -4 -4 425.56 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-09-30 426 434 -8 -8 412.57 FEDERAL NATL MTG ASSN POOL FM5750 2022-12-23 2023-09-30 413 395 18 18 151.53 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-09-30 152 152 805.11 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-09-30 805 841 -36 -36 319.78 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-09-30 320 316 4 4 542.41 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-09-30 542 461 81 81 77.04 FEDERAL NATL MTG ASSN POOL FS3642 2023-02-27 2023-09-30 77 76 1 1 147.53 FEDERAL NATL MTG ASSN POOL FS4214 2023-06-22 2023-09-30 148 141 7 7 7.68 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-09-30 8 8 29.12 FEDERAL NATL MTG ASSN POOL AA0916 2010-08-17 2023-09-30 29 30 -1 -1 21.34 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-09-30 21 22 -1 -1 59.03 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-09-30 59 58 1 1 32.93 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-09-30 33 32 1 1 92.46 FEDERAL NATL MTG ASSN POOL AB3854 2013-09-16 2023-09-30 92 95 -3 -3 49.17 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-09-30 49 51 -2 -2 11.47 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-09-30 11 12 -1 -1 198.15 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-09-30 198 207 -9 -9 241.87 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-09-30 242 243 -1 -1 266.63 FEDERAL NATL MTG ASSN POOL MA3283 2020-01-23 2023-09-30 267 273 -6 -6 193.72 FEDERAL NATL MTG ASSN POOL MA3384 2022-12-15 2023-09-30 194 189 5 5 279.7 FEDERAL NATL MTG ASSN POOL MA3664 2022-10-24 2023-09-30 280 256 24 24 369.92 FEDERAL NATL MTG ASSN POOL MA3664 2022-12-08 2023-09-30 370 358 12 12 142.96 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-09-30 143 144 -1 -1 209.69 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-09-30 210 218 -8 -8 290.76 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-09-30 291 295 -4 -4 399.24 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-09-30 399 399 313.68 FEDERAL NATL MTG ASSN POOL MA4656 2022-12-08 2023-09-30 314 307 7 7 456.27 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-09-30 456 456 342.2 FEDERAL NATL MTG ASSN POOL MA4785 2023-01-30 2023-09-30 342 343 -1 -1 63.71 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-09-30 64 65 -1 -1 38.6 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-09-30 39 39 37.46 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-09-30 37 39 -2 -2 69.55 FEDERAL NATL MTG ASSN POOL AE8099 2013-09-18 2023-09-30 70 70 52.54 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-09-30 53 55 -2 -2 568.02 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-09-30 568 593 -25 -25 308.66 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-09-30 309 335 -26 -26 40000. ENBRIDGE INC SEDOL BF6DWS9 ISIN US29250N 2021-10-25 2023-10-01 40000 40000 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-10-26 2023-10-02 9590 9430 160 160 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-07-03 2023-10-02 9590 9516 74 74 10000. KINDER MORGAN INC CALL 03/01/2033 UNSC 2023-01-26 2023-10-10 9155 9968 -813 -813 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 2022-03-30 2023-10-10 3936 4509 -573 -573 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-04-03 2023-10-11 8898 9320 -422 -422 35000. VANGUARD VALUE ETF 2019-06-19 2023-10-12 4820756 3873576 947180 947180 25000. ACTIVISION BLIZZARD CALL 03/15/2027 UNSC 2022-11-02 2023-10-17 23380 23181 199 199 15000. MOHAWK INDUSTRIES INC CALL 08/18/2028 UN 2023-09-11 2023-10-19 14671 15003 -332 -332 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2022-12-12 2023-10-19 14360 16493 -2133 -2133 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 2023-05-01 2023-10-19 14360 16528 -2168 -2168 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-04-19 2023-10-19 13733 14387 -654 -654 40000. CAPITAL ONE FINANCIAL CO CALL 11/02/2026 UNSC 2021-10-28 2023-10-27 34371 40000 -5629 -5629 25000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2023-07-27 2023-10-27 23535 23572 -37 -37 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 2023-10-17 2023-10-27 13819 13736 83 83 18.42 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-10-31 18 20 -2 -2 94.02 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-10-31 94 97 -3 -3 320.57 FEDERAL HOME LOAN MTG CORP GOLD POOL G18611 2021-05-26 2023-10-31 321 333 -12 -12 23.4 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-10-31 23 24 -1 -1 129.89 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-10-31 130 136 -6 -6 66.17 FEDERAL HOME LOAN MTG CORP POOL SD0436 2021-06-23 2023-10-31 66 68 -2 -2 197.54 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-10-31 198 192 6 6 345.52 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-10-31 346 347 -1 -1 230.57 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-10-31 231 225 6 6 211.04 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-10-31 211 209 2 2 306.71 FEDERAL HOME LOAN MTG CORP POOL SD8268 2023-01-30 2023-10-31 307 311 -4 -4 204.74 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-10-31 205 206 -1 -1 127.97 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2023-10-31 128 132 -4 -4 437.22 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-10-31 437 445 -8 -8 154.72 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-10-31 155 151 4 4 175.92 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-10-31 176 183 -7 -7 47.97 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-10-31 48 50 -2 -2 279.08 FEDERAL HOME LOAN MTG CORP POOL RA7211 2023-01-19 2023-10-31 279 271 8 8 323.67 FEDERAL HOME LOAN MTG CORP POOL RB5109 2021-05-26 2023-10-31 324 336 -12 -12 29.41 FEDERAL NATL MTG ASSN POOL AH9719 2011-07-29 2023-10-31 29 30 -1 -1 24.52 FEDERAL NATL MTG ASSN POOL AL0065 2013-09-17 2023-10-31 25 26 -1 -1 169.37 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-10-31 169 180 -11 -11 80.34 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-10-31 80 83 -3 -3 148.32 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-10-31 148 152 -4 -4 28.69 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-10-31 29 30 -1 -1 51.06 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-10-31 51 52 -1 -1 24.82 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-10-31 25 26 -1 -1 53.08 FEDERAL NATL MTG ASSN POOL AS0024 2016-03-10 2023-10-31 53 55 -2 -2 77.83 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-10-31 78 82 -4 -4 69.58 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2023-10-31 70 72 -2 -2 88.8 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-10-31 89 89 31.67 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-10-31 32 32 167.06 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-10-31 167 167 75.83 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-10-31 76 75 1 1 132.82 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2023-10-31 133 137 -4 -4 225.25 FEDERAL NATL MTG ASSN POOL AU3742 2021-05-25 2023-10-31 225 241 -16 -16 48.21 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-10-31 48 51 -3 -3 302.21 FEDERAL NATL MTG ASSN POOL BH9288 2021-05-27 2023-10-31 302 329 -27 -27 555.88 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-10-31 556 530 26 26 141.95 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2023-10-31 142 145 -3 -3 397.19 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-10-31 397 405 -8 -8 135.37 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-10-31 135 140 -5 -5 726.86 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-10-31 727 708 19 19 1409. FEDERAL NATL MTG ASSN POOL BV7928 2023-01-30 2023-10-31 1409 1389 20 20 44.28 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-10-31 44 45 -1 -1 7.82 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-10-31 8 9 -1 -1 100.55 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-10-31 101 102 -1 -1 151.85 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-10-31 152 159 -7 -7 189.64 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-10-31 190 196 -6 -6 205.31 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-10-31 205 185 20 20 283.71 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-10-31 284 251 33 33 123.94 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-10-31 124 118 6 6 322.52 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-10-31 323 321 2 2 90.21 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-10-31 90 92 -2 -2 268.74 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-10-31 269 283 -14 -14 209.39 FEDERAL NATL MTG ASSN POOL FM2870 2021-05-25 2023-10-31 209 221 -12 -12 156.48 FEDERAL NATL MTG ASSN POOL FM3664 2023-03-17 2023-10-31 156 152 4 4 81.15 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-10-31 81 85 -4 -4 487.31 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-10-31 487 497 -10 -10 280.49 FEDERAL NATL MTG ASSN POOL FM5750 2022-12-23 2023-10-31 280 268 12 12 157.47 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-10-31 157 158 -1 -1 255.7 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-10-31 256 267 -11 -11 199.88 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-10-31 200 198 2 2 367.55 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-10-31 368 313 55 55 470.03 FEDERAL NATL MTG ASSN POOL FS3642 2023-02-27 2023-10-31 470 462 8 8 42.97 FEDERAL NATL MTG ASSN POOL FS4214 2023-06-22 2023-10-31 43 41 2 2 88.05 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-10-31 88 91 -3 -3 30.41 FEDERAL NATL MTG ASSN POOL AA0916 2010-08-17 2023-10-31 30 32 -2 -2 45.22 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-10-31 45 47 -2 -2 145.29 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-10-31 145 143 2 2 13.34 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-10-31 13 13 135.01 FEDERAL NATL MTG ASSN POOL AB3854 2013-09-16 2023-10-31 135 138 -3 -3 46.09 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-10-31 46 48 -2 -2 10.85 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-10-31 11 11 266. FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-10-31 266 278 -12 -12 247.6 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-10-31 248 248 297.13 FEDERAL NATL MTG ASSN POOL MA3283 2020-01-23 2023-10-31 297 304 -7 -7 146.41 FEDERAL NATL MTG ASSN POOL MA3384 2022-12-15 2023-10-31 146 143 3 3 289.47 FEDERAL NATL MTG ASSN POOL MA3664 2022-10-24 2023-10-31 289 265 24 24 382.85 FEDERAL NATL MTG ASSN POOL MA3664 2022-12-08 2023-10-31 383 371 12 12 148.27 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-10-31 148 149 -1 -1 247.5 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-10-31 248 257 -9 -9 397.31 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-10-31 397 403 -6 -6 321.74 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-10-31 322 322 252.79 FEDERAL NATL MTG ASSN POOL MA4656 2022-12-08 2023-10-31 253 247 6 6 571.31 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-10-31 571 570 1 1 428.48 FEDERAL NATL MTG ASSN POOL MA4785 2023-01-30 2023-10-31 428 429 -1 -1 162.05 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-10-31 162 165 -3 -3 46.6 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-10-31 47 47 46.89 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-10-31 47 49 -2 -2 70. FEDERAL NATL MTG ASSN POOL AE8099 2013-09-18 2023-10-31 70 71 -1 -1 49.96 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-10-31 50 53 -3 -3 495.65 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-10-31 496 517 -21 -21 98.73 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-10-31 99 107 -8 -8 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-05-30 2023-11-01 9260 9562 -302 -302 25000. USA TREASURY NOTES 02.000% DUE 11/15/2026 2023-10-27 2023-11-01 23019 22995 24 24 15000. PFIZER INVESTMENT ENTER SEDOL ISIN US716973AC67 2023-05-16 2023-11-02 14466 14982 -516 -516 20000. AMERICAN HONDA FINANCE SER GMTN UNSC 2023-10-02 2023-11-03 20147 19981 166 166 20000. USA TREASURY NOTES 02.375% DUE 04/30/2026 2023-09-18 2023-11-03 18927 18803 124 124 5000. USA TREASURY NOTES 02.000% DUE 11/15/2026 2023-10-27 2023-11-03 4636 4599 37 37 10000. USA TREASURY NOTES 03.125% DUE 05/15/2048 2021-05-21 2023-11-06 7351 11602 -4251 -4251 15000. USA TREASURY NTS 02.375% DUE 05/15/2029 2023-03-21 2023-11-06 13361 13905 -544 -544 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-10-31 2023-11-06 9640 9620 20 20 10000. USA TREASURY NOTES 02.875% DUE 05/15/2032 2023-07-27 2023-11-06 8756 9144 -388 -388 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 2023-05-30 2023-11-07 13969 14343 -374 -374 10000. WALT DISNEY COMPANY/THE COGT 2022-12-09 2023-11-08 10861 11687 -826 -826 10000. USA TREASURY NOTES 02.000% DUE 11/15/2026 2023-10-27 2023-11-13 9229 9198 31 31 20000. VERIZON COMMUNICATIONS CALL 02/09/2033 UNSC 2023-05-05 2023-11-20 19378 19967 -589 -589 15000. PACIFICORP CALL 11/15/2053 MORT 2023-05-15 2023-11-27 12878 14993 -2115 -2115 25000. BANK OF NOVA SCOTIA SEDOL 2K8ZBQ8 ISIN US06418GAD97 2023-06-05 2023-11-29 24886 24958 -72 -72 20000. PACCAR FINANCIAL CORP UNSC 2023-11-03 2023-11-29 20253 19985 268 268 25000. USA TREASURY NOTES 02.000% DUE 11/15/2026 2023-09-28 2023-11-29 23365 23261 104 104 20000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2023-10-31 2023-11-29 19342 19239 103 103 5000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-11-01 2023-11-29 4836 4711 125 125 15000. APPLE INC CALL 02/08/2052 UNSC 2022-12-09 2023-11-30 12454 13810 -1356 -1356 42.49 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-11-30 42 45 -3 -3 149.83 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-11-30 150 154 -4 -4 334.21 FEDERAL HOME LOAN MTG CORP GOLD POOL G18611 2021-05-26 2023-11-30 334 347 -13 -13 23.43 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-11-30 23 24 -1 -1 124.73 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-11-30 125 130 -5 -5 211.22 FEDERAL HOME LOAN MTG CORP POOL SD0436 2021-06-23 2023-11-30 211 218 -7 -7 265.42 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-11-30 265 258 7 7 308.43 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-11-30 308 310 -2 -2 191.17 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-11-30 191 186 5 5 188.66 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-11-30 189 187 2 2 274.19 FEDERAL HOME LOAN MTG CORP POOL SD8268 2023-01-30 2023-11-30 274 278 -4 -4 211.09 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-11-30 211 213 -2 -2 131.93 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2023-11-30 132 136 -4 -4 137.54 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-11-30 138 140 -2 -2 107.12 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-11-30 107 105 2 2 95.14 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-11-30 95 99 -4 -4 97.08 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-11-30 97 100 -3 -3 50.26 FEDERAL HOME LOAN MTG CORP POOL RA7211 2023-01-19 2023-11-30 50 49 1 1 105.37 FEDERAL HOME LOAN MTG CORP POOL RB5109 2021-05-26 2023-11-30 105 109 -4 -4 29.31 FEDERAL NATL MTG ASSN POOL AH9719 2011-07-29 2023-11-30 29 30 -1 -1 34.63 FEDERAL NATL MTG ASSN POOL AL0065 2013-09-17 2023-11-30 35 36 -1 -1 87.39 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-11-30 87 93 -6 -6 175.01 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-11-30 175 180 -5 -5 135.35 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-11-30 135 138 -3 -3 29.34 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-11-30 29 30 -1 -1 23.31 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-11-30 23 24 -1 -1 25.08 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-11-30 25 26 -1 -1 41.39 FEDERAL NATL MTG ASSN POOL AS0024 2016-03-10 2023-11-30 41 43 -2 -2 11.29 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-11-30 11 12 -1 -1 20.42 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2023-11-30 20 21 -1 -1 70.39 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-11-30 70 71 -1 -1 60.58 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-11-30 61 61 94.87 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-11-30 95 95 105.56 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-11-30 106 104 2 2 29.02 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2023-11-30 29 30 -1 -1 405.75 FEDERAL NATL MTG ASSN POOL AU3742 2021-05-25 2023-11-30 406 435 -29 -29 221.81 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-11-30 222 234 -12 -12 289.76 FEDERAL NATL MTG ASSN POOL BH9288 2021-05-27 2023-11-30 290 315 -25 -25 169.85 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-11-30 170 162 8 8 155.47 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2023-11-30 155 159 -4 -4 175.32 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-11-30 175 179 -4 -4 205.62 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-11-30 206 213 -7 -7 580.82 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-11-30 581 566 15 15 602.97 FEDERAL NATL MTG ASSN POOL BV7928 2023-01-30 2023-11-30 603 594 9 9 45.9 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-11-30 46 47 -1 -1 7.74 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-11-30 8 8 194.7 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-11-30 195 198 -3 -3 225.48 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-11-30 225 237 -12 -12 121.48 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-11-30 121 126 -5 -5 350.64 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-11-30 351 317 34 34 84.86 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-11-30 85 75 10 10 189.08 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-11-30 189 180 9 9 128.23 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-11-30 128 127 1 1 87.63 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-11-30 88 89 -1 -1 224.87 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-11-30 225 236 -11 -11 182.16 FEDERAL NATL MTG ASSN POOL FM2870 2021-05-25 2023-11-30 182 192 -10 -10 130.42 FEDERAL NATL MTG ASSN POOL FM3664 2023-03-17 2023-11-30 130 127 3 3 64.01 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-11-30 64 67 -3 -3 443.1 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-11-30 443 451 -8 -8 358.96 FEDERAL NATL MTG ASSN POOL FM5750 2022-12-23 2023-11-30 359 343 16 16 218.68 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-11-30 219 220 -1 -1 263.67 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-11-30 264 275 -11 -11 283.81 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-11-30 284 281 3 3 293.68 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-11-30 294 250 44 44 373.92 FEDERAL NATL MTG ASSN POOL FS3642 2023-02-27 2023-11-30 374 368 6 6 140.6 FEDERAL NATL MTG ASSN POOL FS4214 2023-06-22 2023-11-30 141 134 7 7 9.28 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-11-30 9 10 -1 -1 30.83 FEDERAL NATL MTG ASSN POOL AA0916 2010-08-17 2023-11-30 31 32 -1 -1 43.05 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-11-30 43 44 -1 -1 135.72 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-11-30 136 134 2 2 11.23 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-11-30 11 11 35.04 FEDERAL NATL MTG ASSN POOL AB3854 2013-09-16 2023-11-30 35 36 -1 -1 134.31 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-11-30 134 140 -6 -6 12.63 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-11-30 13 13 186.74 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-11-30 187 195 -8 -8 231.31 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-11-30 231 232 -1 -1 270.28 FEDERAL NATL MTG ASSN POOL MA3283 2020-01-23 2023-11-30 270 276 -6 -6 127.87 FEDERAL NATL MTG ASSN POOL MA3384 2022-12-15 2023-11-30 128 125 3 3 185.2 FEDERAL NATL MTG ASSN POOL MA3664 2022-10-24 2023-11-30 185 169 16 16 244.94 FEDERAL NATL MTG ASSN POOL MA3664 2022-12-08 2023-11-30 245 237 8 8 135.48 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-11-30 135 136 -1 -1 219.37 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-11-30 219 228 -9 -9 503.58 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-11-30 504 510 -6 -6 258.84 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-11-30 259 259 203.37 FEDERAL NATL MTG ASSN POOL MA4656 2022-12-08 2023-11-30 203 199 4 4 384.07 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-11-30 384 384 288.05 FEDERAL NATL MTG ASSN POOL MA4785 2023-01-30 2023-11-30 288 288 56.89 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-11-30 57 58 -1 -1 36.91 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-11-30 37 37 26.36 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-11-30 26 28 -2 -2 72.13 FEDERAL NATL MTG ASSN POOL AE8099 2013-09-18 2023-11-30 72 73 -1 -1 56.06 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-11-30 56 59 -3 -3 540.99 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-11-30 541 565 -24 -24 325.72 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-11-30 326 353 -27 -27 15000. PHILLIPS 66 CALL 03/30/2033 UNSC 2023-03-28 2023-11-30 14860 14991 -131 -131 10000. VISA INC CALL 06/14/2035 @ 100.000 UNSC 2022-12-13 2023-11-30 9412 9861 -449 -449 25000. KEYCORP SER MTN UNSC 2023-03-22 2023-12-01 22765 22499 266 266 10000. BANK OF MONTREAL SEDOL BKPJSS5 ISIN US06368LWT96 2023-09-18 2023-12-05 10095 10000 95 95 25000. BANK OF MONTREAL SEDOL BKPJSS5 ISIN US06368LWT96 2023-09-18 2023-12-05 25219 25000 219 219 10000. ROYAL BANK OF CANADA SER GMTN SEDOL 2LDD6M5 ISIN US78016FZZ07 2023-07-13 2023-12-05 10008 9999 9 9 15000. ROYAL BANK OF CANADA SER GMTN SEDOL 2LDD6M5 ISIN US78016FZZ07 2023-07-13 2023-12-05 15023 14998 25 25 5000. SAN DIEGO G & E CALL 07/15/2028 MORT 2023-08-07 2023-12-06 5026 4979 47 47 10000. SAN DIEGO G & E CALL 07/15/2028 MORT 2023-08-07 2023-12-06 10053 9957 96 96 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 2022-11-01 2023-12-13 9687 9423 264 264 13.3 FEDERAL HOME LOAN MTG CORP GOLD POOL G08451 2014-07-02 2023-12-31 13 14 -1 -1 93.64 FEDERAL HOME LOAN MTG CORP GOLD POOL G18521 2015-10-14 2023-12-31 94 96 -2 -2 304.88 FEDERAL HOME LOAN MTG CORP GOLD POOL G18611 2021-05-26 2023-12-31 305 316 -11 -11 23.8 FEDERAL HOME LOAN MTG CORP GOLD POOL C04038 2012-06-14 2023-12-31 24 25 -1 -1 659.78 FEDERAL HOME LOAN MTG CORP GOLD POOL J35495 2020-07-29 2023-12-31 660 688 -28 -28 68.53 FEDERAL HOME LOAN MTG CORP POOL SD0436 2021-06-23 2023-12-31 69 71 -2 -2 461.51 FEDERAL HOME LOAN MTG CORP POOL SD8186 2022-04-21 2023-12-31 462 449 13 13 305.74 FEDERAL HOME LOAN MTG CORP POOL SD8222 2022-05-26 2023-12-31 306 307 -1 -1 256.01 FEDERAL HOME LOAN MTG CORP POOL SD8258 2023-03-08 2023-12-31 256 250 6 6 161.84 FEDERAL HOME LOAN MTG CORP POOL SD8268 2022-10-28 2023-12-31 162 161 1 1 235.21 FEDERAL HOME LOAN MTG CORP POOL SD8268 2023-01-30 2023-12-31 235 238 -3 -3 167.14 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-11-08 2023-12-31 167 168 -1 -1 104.46 FEDERAL HOME LOAN MTG CORP POOL SD8279 2022-12-02 2023-12-31 104 107 -3 -3 256.12 FEDERAL HOME LOAN MTG CORP GOLD POOL V61611 2017-10-17 2023-12-31 256 261 -5 -5 65.78 FEDERAL HOME LOAN MTG CORP POOL QE2363 2022-05-12 2023-12-31 66 64 2 2 148.53 FEDERAL HOME LOAN MTG CORP POOL RA2729 2020-05-29 2023-12-31 149 154 -5 -5 120.33 FEDERAL HOME LOAN MTG CORP POOL RA3725 2020-09-17 2023-12-31 120 124 -4 -4 140.7 FEDERAL HOME LOAN MTG CORP POOL RA7211 2023-01-19 2023-12-31 141 137 4 4 107.61 FEDERAL HOME LOAN MTG CORP POOL RB5109 2021-05-26 2023-12-31 108 112 -4 -4 113.49 FEDERAL NATL MTG ASSN POOL AH9719 2011-07-29 2023-12-31 113 117 -4 -4 25.77 FEDERAL NATL MTG ASSN POOL AL0065 2013-09-17 2023-12-31 26 27 -1 -1 72.02 FEDERAL NATL MTG ASSN POOL AL2484 2019-12-27 2023-12-31 72 76 -4 -4 172.45 FEDERAL NATL MTG ASSN POOL AL2935 2017-07-24 2023-12-31 172 178 -6 -6 111.18 FEDERAL NATL MTG ASSN POOL AL3191 2016-03-23 2023-12-31 111 114 -3 -3 150.37 FEDERAL NATL MTG ASSN POOL AO5940 2012-06-18 2023-12-31 150 156 -6 -6 31.39 FEDERAL NATL MTG ASSN POOL AP2133 2014-11-19 2023-12-31 31 32 -1 -1 24.6 FEDERAL NATL MTG ASSN POOL AQ0945 2012-11-20 2023-12-31 25 25 13.47 FEDERAL NATL MTG ASSN POOL AS0024 2016-03-10 2023-12-31 13 14 -1 -1 18.1 FEDERAL NATL MTG ASSN POOL AS5385 2015-09-11 2023-12-31 18 19 -1 -1 20.06 FEDERAL NATL MTG ASSN POOL AS7155 2016-06-17 2023-12-31 20 21 -1 -1 85.81 FEDERAL NATL MTG ASSN POOL AS7343 2017-07-31 2023-12-31 86 86 38.24 FEDERAL NATL MTG ASSN POOL AT2016 2014-11-18 2023-12-31 38 38 109.61 FEDERAL NATL MTG ASSN POOL AT2127 2014-11-14 2023-12-31 110 110 43.71 FEDERAL NATL MTG ASSN POOL AT5900 2014-07-11 2023-12-31 44 43 1 1 35.84 FEDERAL NATL MTG ASSN POOL AT7899 2015-09-15 2023-12-31 36 37 -1 -1 240.77 FEDERAL NATL MTG ASSN POOL AU3742 2021-05-25 2023-12-31 241 258 -17 -17 171.26 FEDERAL NATL MTG ASSN POOL AZ4779 2019-12-23 2023-12-31 171 181 -10 -10 221.8 FEDERAL NATL MTG ASSN POOL BH9288 2021-05-27 2023-12-31 222 241 -19 -19 193.82 FEDERAL NATL MTG ASSN POOL BK0922 2022-10-19 2023-12-31 194 185 9 9 97.78 FEDERAL NATL MTG ASSN POOL BM4388 2019-01-18 2023-12-31 98 100 -2 -2 181.23 FEDERAL NATL MTG ASSN POOL BQ7629 2021-01-12 2023-12-31 181 185 -4 -4 64.46 FEDERAL NATL MTG ASSN POOL BR2619 2021-01-25 2023-12-31 64 67 -3 -3 430.21 FEDERAL NATL MTG ASSN POOL BU8739 2022-06-13 2023-12-31 430 419 11 11 451.82 FEDERAL NATL MTG ASSN POOL BV7928 2023-01-30 2023-12-31 452 445 7 7 48.47 FEDERAL NATL MTG ASSN POOL CA0833 2018-01-25 2023-12-31 48 49 -1 -1 7.83 FEDERAL NATL MTG ASSN POOL CA5385 2020-10-09 2023-12-31 8 9 -1 -1 174.11 FEDERAL NATL MTG ASSN POOL CA4860 2019-12-06 2023-12-31 174 177 -3 -3 47.34 FEDERAL NATL MTG ASSN POOL CA6638 2020-12-10 2023-12-31 47 50 -3 -3 86.1 FEDERAL NATL MTG ASSN POOL CA6943 2020-08-25 2023-12-31 86 89 -3 -3 229.41 FEDERAL NATL MTG ASSN POOL CA7734 2022-08-24 2023-12-31 229 207 22 22 221.99 FEDERAL NATL MTG ASSN POOL CB3013 2022-08-17 2023-12-31 222 197 25 25 177.44 FEDERAL NATL MTG ASSN POOL CB3233 2022-06-07 2023-12-31 177 169 8 8 71.3 FEDERAL NATL MTG ASSN POOL CB4847 2022-10-12 2023-12-31 71 71 82.9 FEDERAL NATL MTG ASSN POOL FM1000 2019-08-22 2023-12-31 83 85 -2 -2 253.62 FEDERAL NATL MTG ASSN POOL FM3522 2020-07-24 2023-12-31 254 267 -13 -13 200.99 FEDERAL NATL MTG ASSN POOL FM2870 2021-05-25 2023-12-31 201 212 -11 -11 125.8 FEDERAL NATL MTG ASSN POOL FM3664 2023-03-17 2023-12-31 126 122 4 4 78.22 FEDERAL NATL MTG ASSN POOL FM4138 2020-09-17 2023-12-31 78 82 -4 -4 394.7 FEDERAL NATL MTG ASSN POOL FM5328 2021-01-12 2023-12-31 395 402 -7 -7 464.89 FEDERAL NATL MTG ASSN POOL FM5750 2022-12-23 2023-12-31 465 445 20 20 130.8 FEDERAL NATL MTG ASSN POOL FM7411 2021-10-15 2023-12-31 131 131 500.84 FEDERAL NATL MTG ASSN POOL FM8248 2021-07-23 2023-12-31 501 523 -22 -22 231.82 FEDERAL NATL MTG ASSN POOL FS0893 2022-03-17 2023-12-31 232 229 3 3 446.27 FEDERAL NATL MTG ASSN POOL FS1552 2022-09-23 2023-12-31 446 380 66 66 399.13 FEDERAL NATL MTG ASSN POOL FS3642 2023-02-27 2023-12-31 399 392 7 7 43.97 FEDERAL NATL MTG ASSN POOL FS4214 2023-06-22 2023-12-31 44 42 2 2 11.03 FEDERAL NATL MTG ASSN POOL 932639 2010-12-20 2023-12-31 11 11 108.71 FEDERAL NATL MTG ASSN POOL AA0916 2010-08-17 2023-12-31 109 113 -4 -4 19.42 FEDERAL NATL MTG ASSN POOL AB1845 2011-08-16 2023-12-31 19 20 -1 -1 75.78 FEDERAL NATL MTG ASSN POOL AB2077 2011-04-15 2023-12-31 76 75 1 1 49.13 FEDERAL NATL MTG ASSN POOL AB2333 2011-02-23 2023-12-31 49 48 1 1 35.32 FEDERAL NATL MTG ASSN POOL AB3854 2013-09-16 2023-12-31 35 36 -1 -1 43.74 FEDERAL NATL MTG ASSN POOL AB6633 2013-03-21 2023-12-31 44 46 -2 -2 11.32 FEDERAL NALT MTG ASSN POOL AC5118 2010-06-10 2023-12-31 11 12 -1 -1 144.28 FEDERAL NATL MTG ASSN POOL MA2484 2017-07-31 2023-12-31 144 151 -7 -7 237.95 FEDERAL NATL MTG ASSN POOL MA2803 2017-10-19 2023-12-31 238 239 -1 -1 295.4 FEDERAL NATL MTG ASSN POOL MA3283 2020-01-23 2023-12-31 295 302 -7 -7 126.83 FEDERAL NATL MTG ASSN POOL MA3384 2022-12-15 2023-12-31 127 124 3 3 163.91 FEDERAL NATL MTG ASSN POOL MA3664 2022-10-24 2023-12-31 164 150 14 14 216.79 FEDERAL NATL MTG ASSN POOL MA3664 2022-12-08 2023-12-31 217 210 7 7 150.14 FEDERAL NATL MTG ASSN POOL MA4157 2020-10-09 2023-12-31 150 151 -1 -1 209.71 FEDERAL NATL MTG ASSN POOL MA4261 2021-01-27 2023-12-31 210 218 -8 -8 306.84 FEDERAL NATL MTG ASSN POOL MA4565 2022-03-18 2023-12-31 307 311 -4 -4 325.9 FEDERAL NATL MTG ASSN POOL MA4656 2022-07-08 2023-12-31 326 326 256.07 FEDERAL NATL MTG ASSN POOL MA4656 2022-12-08 2023-12-31 256 251 5 5 435.8 FEDERAL NATL MTG ASSN POOL MA4785 2022-09-15 2023-12-31 436 435 1 1 326.85 FEDERAL NATL MTG ASSN POOL MA4785 2023-01-30 2023-12-31 327 327 62.78 FEDERAL NATL MTG ASSN POOL AD6938 2010-06-10 2023-12-31 63 64 -1 -1 37.58 FEDERAL NATL MTG ASSN POOL AE0981 2011-10-17 2023-12-31 38 38 18.58 FEDERAL NATL MTG ASSN POOL AE4680 2012-05-15 2023-12-31 19 19 67.13 FEDERAL NATL MTG ASSN POOL AE8099 2013-09-18 2023-12-31 67 68 -1 -1 45.7 GOVT NATL MTG ASSN II POOL MA0625 2013-03-22 2023-12-31 46 48 -2 -2 480.06 GOVT NATL MTG ASSN II POOL MA7650 2021-10-27 2023-12-31 480 501 -21 -21 94.17 GOVT NATL MTG ASSN POOL AE7779 2021-01-27 2023-12-31 94 102 -8 -8 1110438 32613 0 32613 0 32613 16812 0 0 16812 X 0 15801 0 0 false false false false false true true false true true NJ false false false true false true PNC BANK NA 9084292381 116 ALLEGHENY CENTER MALL PITTSBURGH PA 15212 false false false false true false false false false false true false false false false false false false false false false false false ANN TERRY 114 EAST G ST BRUNSWICK MD 21716 TRUSTEE 1 20000 BENSON J CHAPMAN 114 EAST G ST BRUNSWICK MD 21716 TRUSTEE 1 20000 JACK E MCCLOW 114 EAST G ST BRUNSWICK MD 21716 TRUSTEE 1 20000 STEVEN P CHAPMAN 114 EAST G ST BRUNSWICK MD 21716 TRUSTEE 1 20000 NONE 0 PNC BANK N A AS AGENT FOR TRUSTEE 116 ALLEGHENY CENTER MALL PITTSBURGH PA 15212 CUSTODIAN/ INV MGMT 162964 0 60301042 0 17876000 78177042 0 0 78177042 1172656 77004386 3850219 3850219 32613 32613 3817606 0 3817606 0 3817606 4709692 0 0 0 0 4709692 3817606 4567704 0 0 0 0 0 0 0 4709692 4567704 0 0 141988 0 0 0 0 0 0 0 0 3675618 0 0 0 0 0 0 0 0 BEN CHAPMAN 114 EAST G STREET BRUNSWICK MD 21716 9739431410 APPLICATION SHOULD BE IN WRITING STATING THE REASON FOR THE REQUEST AND THE ORGANIZATION'S IRS EXEMPTION. A COPY OF THE TAX DETERMINATION LETTER SHOULD BE ATTACHED DECEMBER 1ST THE ORGANIZATION MUST BE AN IRS 501(c)(3) TAX-EXEMPT ORGANIZATION ADIRONDACK NORTH COUNTRY ASSOCIATION INC 67 MAIN STREET SARANAC LAKE NY 12983 NONE PC GENERAL SUPPORT 40000 AMERICAN FRIENDS SERVICE COMMITTEE 1501 CHERRY STREET PHILADELPHIA PA 19103 NONE PC GENERAL SUPPORT 15000 AMERICAN LIVER FOUNDATION 188 NEEDHAM STREET - SUITE 240 NEWTON MA 02464 NONE PC GENERAL SUPPORT 30000 AMERICANS FOR OXFORD INC 500 FITH AVENUE - 32ND FLOOR NEW YORK NY 10110 NONE PC GENERAL SUPPORT 10000 CAMBRIDGE IN AMERICA 292 MADISON AVENUE - 8TH FLOOR NEW YORK NY 10013 NONE PC GENERAL SUPPORT 35000 CAPITAL CARING 2900 TELESTAR COURT FALLS CHURCH VA 22042 NONE PC GENERAL SUPPORT 40000 DOCTORS WITHOUT BORDERS USA INC P O BOX 5023 HAGERSTOWN MD 21741 NONE PC GENERAL SUPPORT 300000 DU CRET SCHOOL OF THE ARTS 1030 CENTRAL AVENUE PLAINFIELD NJ 07060 NONE PC GENERAL SUPPORT 30000 FAITH BAPTIST CHURCH 2212 JEFFERSON PIKE KNOXVILLE MD 21758 NONE PC GENERAL SUPPORT 50000 HIGH PEAKS HOSPICE & PALLIATIVE CARE INC P O BOX 192 - 4322 MAIN STREET MINEVILLE NY 12956 NONE PC GENERAL SUPPORT 30000 HISTORICAL SOCIETY OF PLAINFIELD 602 WEST FRONT STREET PLAINFIELD NJ 07060 NONE PC GENERAL SUPPORT 10000 INSTITUTE FOR ADVANCED STUDIES ONE EINSTEIN DRIVE PRINCETON NJ 08540 NONE PC GENERAL SUPPORT 10000 INSTITUTE FOR JUSTICE 901 N GLEBE ROAD - SUITE 900 ARLINGTON VA 22203 NONE PC GENERAL SUPPORT 20000 KING'S DAUGHTERS DAY SCHOOL 502 W FRONT STREET PLAINFIELD NJ 07060 NONE PC GENERAL SUPPORT 20000 LAFAYETTE COLLEGE 730 HIGH STREET EASTON PA 18042 NONE PC GENERAL SUPPORT 125000 LAKE PLACID PUBLIC LIBRARY 2471 MAIN STREET LAKE PLACID NY 12946 NONE PC GENERAL SUPPORT 20000 LAKE PLACID VOLUNTEER FIRE DEPARTMENT P O BOX 569 LAKE PLACID NY 12946 NONE PC GENERAL SUPPORT 20000 MARQUAND PARK FOUNDATION 38 CARNAHAN PLACE PRINCETON NJ 08540 NONE PC GENERAL SUPPORT 10000 MERCY CARE OF THE ADIRONDACKS 185 OLD MILITARY ROAD LAKE PLACID NY 12946 NONE PC GENERAL SUPPORT 45000 MERCY CORPS P O BOX 2669 PORTLAND OR 97208 NONE PC GENERAL SUPPORT 40000 MUHLENBURG FOUNDATION INC 80 JAMES STREET EDISON NJ 08820 NONE PC GENERAL SUPPORT 30000 MYASTHENIA GRAVIS FOUNDATION OF AMERICA INC 355 LEXINGTON AVENUE - 15TNNNNNH FL NEW YORK NY 10017 NONE PC GENERAL SUPPORT 20000 NATIONAL KIDNEY FOUNDATION OF NEW YORK/NEW JERSEY INC 30 EAST 33RD STREET - THIRD FLOOR NEW YORK NY 10016 NONE PC GENERAL SUPPORT 50000 NEW YORK YOUTH SYMPHONY ORCHESTRA INC 110 WEST 40TH STREET NEW YORK NY 10018 NONE PC GENERAL SUPPORT 170000 NORTH COUNTRY LIFE FLIGHT INC P O BOX 994 SARANAC LAKE NY 12983 NONE PC GENERAL SUPPORT 10000 NORTH COUNTRY PUBLIC RADIO 80 EAST MAIN ST CANTON NY 13617 NONE PC GENERAL SUPPORT 35000 PAUL SMITHS COLLEGE P O BOX 265 PAUL SMITH NY 12970 NONE PC GENERAL SUPPORT 60000 PLANNED PARENTHOOD ASSOCIATION OF THE MERCER AREA INC 437 EAST STATE STREET TRENTON NJ 08608 NONE PC GENERAL SUPPORT 100000 SUBURBAN HOSPITAL INCORPORATED 8600 OLD GEORGETOWN ROAD BETHESDA MD 20814 NONE PC GENERAL SUPPORT 100000 THE BLACK STUDENT FUND 3636 16TH STREET NW - FOURTH FLOOR WASHINGTON DC 20010 NONE PC GENERAL SUPPORT 50000 THE CAIUS FOUNDATION TWO COMMERCE SQUARE - SUITE 3810 PHILADELPHIA PA 19103 NONE PC GENERAL SUPPORT 25000 THE PLAINFIELD SYMPHONY P O BOX 5093 PLAINFIELD NJ 07061 NONE PC GENERAL SUPPORT 25000 THE SALVATION ARMY PO BOX 1221 PLAINFIELD NJ 07060 NONE PC GENERAL SUPPORT 40000 THE SALVATION ARMY NAT CAP AREA 2626 PENNSYLVANIA AVENUE NW WASHINGTON DC 20037 NONE PC GENERAL SUPPORT 75000 THE SEEING EYE INC P O BOX 375 MORRISTOWN NJ 07963 NONE PC GENERAL SUPPORT 50000 THE WILD CENTER 14 MUSEUM DRIVE TUPPER LAKE NY 12986 NONE PC GENERAL SUPPORT 10000 TRUDEAU INSTITUTE INC 154 ALGONQUIN AVENUE SARANAC LAKE NY 12983 NONE PC GENERAL SUPPORT 60000 UNITED NEGRO COLLEGE FUND INC 1805 7TH STREET NW WASHINGTON DC 20001 NONE PC GENERAL SUPPORT 75000 AMERICAN COMMITTEE FOR THE WEIZMANN INSTITUTE OF SCIENCE 633 3RD AVENUE 20TH FLOOR NEW YORK NY 100178156 NONE PC GENERAL SUPPORT 50000 WESLEY HOUSING 5515 CHEROKEE AVENUE ALEXANDRIA VA 22312 NONE PC GENERAL OPERATING FUND 25000 SMITH CENTER FOR HEALING AND THE ARTS 1632 U STREET NW WASHINGTON DC 20009 NONE PC GENERAL OPERATING FUND 20000 THE PRINCETON EINSTEIN MUSEUM OF SCIENCE 112 MERCER STREET PRINCETON NJ 07302 NONE PC GENERAL OPERATING FUND 9000 PRESCHOOL ADVANTAGE INC 25 LINDSLEY DRIVE MORRISTOWN NJ 07960 NONE PC GENERAL OPERATING FUND 100000 NJ PBS PO BOX 5776 ENGLEWOOD NJ 07631 NONE PC GENERAL OPERATING FUND 15000 WASHINGTON DC POLICE FOUNDATION 1156 15TH ST NW 600 WASHINGTON DC 20005 NONE PC GENERAL SUPPORT 20000 MEMORIAL SLOAN KETTERING CANCER CENTER 1275 YORK AVENUE NEW YORK NY 10065 NONE PC GENERAL SUPPORT 50000 NATIONAL MULTIPLE SCHLEROSIS SOCIETY 1501 REEDSDALE ST SUITE 105 PITTSBURGH PA 15233 NONE PC GENERAL SUPPORT 10000 NEW YORK PUBLIC RADIO WQXR 160 VARICK STREET NEW YORK NY 10013 NONE PC GENERAL OPERATING FUND 20000 WORLD FOOD PROGRAM USA 1725 EYE STREET NW WASHINGTON DC 20006 NONE PC GENERAL OPERATING FUND 650000 WILDERNESS LEADERSHIP & LEARNING INC 1758 PARK ROAD NW WASHINGTON DC 20010 NONE PC GENERAL OPERATING FUND 10000 PROJECT ROZANNA USA INC 17 STATE STREET SUITE 4000 NEW YORK NY 10004 NONE PC GENERAL SUPPORT 15000 HABITAT FOR HUMANITY INTL INC 230 ELLICOTT STREET BATAVIA NY 14020 NONE PC GENERAL OPERATING FUND 50000 KALEIDA HEALTH FOUNDATION 726 EXCHANGE STREET BUFFALO NY 14210 NONE PC GENERAL OPERATING FUND 30000 WANADA AUTOMOBILE DEALER 5301 WISCONSIN AVE NW 210 WASHINGTON DC 20015 NONE PC GENERAL SUPPORT 25000 CHILTON MEDICAL CENTER FDN 97 WEST PKWY POMPTON PLAINS NJ 07444 NONE PC GENERAL SUPPORT 25000 JEWISH FEDERATION OF NORTHERN NJ 50 EISENHOWER DRIVE PARAMUS NJ 07652 NONE PC GENERAL OPERATING FUND 35000 FRIENDS OF LAFAYETTE HOUSE 413 LAFAYETTE ROAD PORTSMOUTH NH 03802 NONE PC GENERAL SUPPORT 20000 MONTGOMERY AND PRINCE GEORGES 10450 LOTTSFORD RD SUITE 262 BOWIE MD 20721 NONE PC GENERAL SUPPORT 40000 FAIRLEIGH DICKINSON UNIVERSITY 1000 RIVER ROAD TEANECK NJ 076661914 NONE PC GENERAL OPERATING FUND 50000 THE ARC OF ESSEX COUNTY INC 123 NAYLON AVENUE LIVINGSTON NJ 07039 NONE PC GENERAL OPERATING FUND 14000 JEWISH FAMILY & CHILDRENS SERVICE 705 SUMMERFIELD AVENUE ASBURY PARK NJ 07712 NONE PC GENERAL OPERATING FUND 60000 HAWAII COMMUNITY FDN 827 FORT STREET Honolulu HI 96813 NONE PC GENERAL OPERATING 25000 CLIFTON EDUCATION FOUNDATION PO BOX 2071 CLIFTON NJ 07015 NONE PC GENERAL OPERATING FUND 23500 UNITED UKRAINIAN AMERICAN RELIEF 1206 COTTMAN AVENUE PHILADELPHIA PA 19111 NONE PC GENERAL OPERATING FUND 100000 ST HUBERTS 575 WOODLAND AVE Madison NJ 07940 NONE PC GENERAL OPERATING 1000 BROOKLYN PUBLIC LIBRARY 9 ADAMS STREET BROOKLYN NY 11201 NONE PC GENERAL SUPPORT 50000 WNET 825 8TH AVENUE FLOOR 14 NEW YORK NY 10019 NONE PC GENERAL OPERATING FUND 75000 PLAN INTERNATIONAL USA 2300 N STREET NW SUITE 350 WASHINGTON DC 20037 NONE PC GENERAL SUPPORT 30000 PROSPECT PARK ALLIANCE 95 PROSPECT PARK WEST BROOKLYN NY 11215 NONE PC GENERAL SUPPORT 75000 RIDGEWOOD SYMPHONY ORCHESTRA PO BOX 176 RIDGEWOOD NJ 07451 NONE PC GENERAL SUPPORT 15000 SHES THE FIRST 590 AVENUE OF THE AMERICAS 8TH FLOO NEW YORK NY 10011 NONE PC GENERAL SUPPORT 25000 SISTERS OF MERCY AT MCAULEY HALL 8403 COLESVILLE RD SILVER SPRING MD 20910 NONE PC GENERAL SUPPORT 35000 FOSTER & ADOPTIVE CARE COALITION 1750 SOUTH BRENTWOOD BOULEVARD ST LOUIS MO 63144 NONE PC GENERAL OPERATING FUND 25000 THE DWELLING PLACE INC 19632 CLUB HOUSE ROAD Montgomery Village MD 20886 NONE PC GENERAL OPERATING 20000 WHY HUNGER 505 EIGHTH AVENUE SUITE 1212 New York NY 10018 NONE PC GENERAL OPERATING 50000 THE CHILDRENS INN AT NIH 7 WEST DR Bethesda MD 20814 NONE PC GENERAL OPERATNG 30000 TRUST FOR THE NATIONAL MALL 1730 PENNSYLVANIA AVENUE NW Washington DC 20006 NONE PC GENERAL OPERATING 10000 TEACH FOR AMERICA 315 WEST 36TH STREET New York NY 10018 NONE PC GENERAL OPERATING 25000 PARALYZED VETERANS OF AMERICA 245 W HOUSTON ST New York NY 10014 NONE PC GENERAL OPERATING 25000 MARYLAND PUBLIC TV 11767 OWINGS MILLS BLVD Owings Mills MD 21117 NONE PC GENERAL OPERATING 25000 SHELTER BOX US PO BOX 5055 Santa Barbara CA 93150 NONE PC GENERAL OPERATING 10000 PLANNED PARENTHOOD FEDERATION 123 WILLIAM STREET NEW YORK New York NY 10038 NONE PC GENERAL OPERATING 150000 PRINCETON FIRST AID SQUAD 2 MT LUCAS RD Princeton NJ 08540 NONE PC GENERAL OPERATING 10000 POPLAR SPRING ANIMAL SANCTUARY 15200 MOUNT NEBO RD Poolesville MD 20837 NONE PC GENERAL OPERATING 25000 HERO DOGS INC PO BOX 64 Brookeville MD 20833 NONE PC GENERAL OPERATING 25000 KENNEDY KRIEGER INSTITUTE 1741 ASHLAND AVE Baltimore MD 21205 NONE PC GENERAL OPERATING 25000 FOOD AND FRIENDS 219 RIGGS ROAD NE Washington DC 20011 NONE PC GENERAL OPERATING 50000 ENVIRONMENTAL DEFENSE FUND 555 12TH ST Washington DC 20004 NONE PC GENERAL OPERATING 50000 RAINBOW PLACE SHELTER FOR HOMELESS WOMEN INC 215 W MONTGOMERY AVENUE ROCKVILLE MD 20850 NONE PC GENERAL OPERATING FUND 25000 COLUMBIA ASSOCIATION INC 6310 HILLSIDE CT COLUMBIA MD 21046 NONE PC GENERAL OPERATING FUND 25000 SECOND CHANCE WILDLIFE CENTER INC 7101 BARCELLONA DRIVE GAITHERSBURG MD 20879 NONE PC GENERAL OPERATING FUND 10000 WHITMAN-WALKER FOUNDATION 1377 R ST NW SUITE 200 WASHINGTON DC 20009 NONE PC GENERAL SUPPORT 75000 CURED PO BOX 32 LINCOLNSHIRE IL 60069 NONE PC GENERAL OPERATING 25000 PETTI JOHN SANCTUARY PO BOX 445 FOREST LAKE MN 55025 NONE PC GENERAL OPERATING 30000 ALS ASSOC GREATER NY CHAPTER 42 BROADWAY SUITE 1724 New York NY 10004 NONE PC GENERAL OPERATING 100000 SANDY HOOK PROMISE FDN PO BOX 3489 Newtown CT 06470 NONE PC GENERAL OPERATING 25000 HADASSAH 40 WALL STREET New York NY 10005 NONE PC GENERAL OPERATING 25000 INTERNATIONAL MISSION BOARD 3806 MONUMENT AVE Richmond VA 23230 NONE PC GENERAL OPERATING 1000 THE WOMEN'S CLUB OF BETHESDA 5500 SONOMA ROAD BETHESDA MD 20817 NONE PC GENERAL SUPPORT 25000 4603500 14 1404475 18 1110438 OTHER INCOME 14 532 FEDERAL TAX REFUND 1 23554 HARRINGTON HOTEL 900099 -1499550 1 S CORP K-1 -1499550 2538999 1039449 false false false false false false false false false false X X 1 ESTATE OF CHARLES W MCCUTCHEN 4419 EAST W HIGHWAY BETHESDA MD 20814 7681512 X TAX PREPARATION FEE (NON-ALLOC 390 390 The New Jersey Office of the Attorney General has indicated that no Forms 990-PF should be filed with the State unless a charitable organization has pre-registered with the office. Although the situs of this trust is New Jersey, it does not solicit contributions from the public and therefore it does not meet the registration requirements of the State of New Jersey. The Trustee does send a copy of Form 990-PF for filing and pays the state filing fee. 00287YAR0 ABBVIE INC CALL 11/1 5265 4890 023135AP1 AMAZON.COM INC CALL 5924 5159 03027XAJ9 AMERICAN TOWER CORP 68014 64169 035242AM8 ANHEUSER-BUSCH INBEV 49306 44853 05348EAR0 AVALONBAY COMMUNITIE 084664CQ2 BERKSHIRE HATHAWAY F 25191 23006 12189LAU5 BURLINGTN NORTH SANT 42783 37322 12592BAK0 CNH INDUSTRIAL CAP L 126650CY4 CVS HEALTH CORP CALL 43103 37895 172967HB0 CITIGROUP INC SUB 21345 20091 172967LD1 CITIGROUP INC SR UNS 14860 14505 20030NBP5 COMCAST CORP CALL 02 5202 4822 20030NBT7 COMCAST CORP CALL 01 20825CAQ7 CONOCOPHILLIPS NOTES 52174 52022 209115AE4 CONSOLIDATED EDISON 22822VAB7 CROWN CASTLE INTL CO 31077 29550 254687EH5 WALT DISNEY COMPANY/ 21087 17618 260543CL5 DOW CHEMICAL CO/THE 17478 13749 29278NAN3 ENERGY TRANSFER OPER 37743 35426 29379VAY9 ENTERPRISE PRODUCTS 11523 9126 337738AR9 FISERV INC CALL 07/0 31821 29319 46647PAJ5 JP MORGAN CHASE & CO 34053 30982 46647PBP0 JP MORGAN CHASE & CO 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INC 34415435 32915885 17876000 2022 SALES POSTED IN 2023 160 2023 TRANSACTION POSTED IN 2024 10971 ADJUSTMENT TO INCOME 219 OTHER INVESTMENT MISC EXP 2107 2107 0 LIABILITY INSURANCE FEES 1280 0 1280 ADR SERVICE FEES 106 106 0 CLASS ACTION FILING FEES 40 40 0 HARRINGTON HOTEL S-CORP -1499550 0 FEDERAL TAX REFUND 23554 0 OTHER INCOME 532 532 2022 TRANSACTION POSTED IN 2023 9493 2023 SALES POSTED IN 2024 51 ADJUSTMENT FOR ACCRUED INTEREST 15056 PY WASH SALES ADJUSTMENT 3940 Harrington Hotel Co Inc Majority Owner 2501000 2021-04 0 PROMISSORY NOTE GENERAL OPERATING OTHER PROFESSIONAL FEES 174851 162964 11887 FEDERAL ESTIMATES - PRINCIPAL 4602 0 0 FOREIGN TAXES ON QUALIFIED FOR 2598 2598 0 FOREIGN TAXES ON NONQUALIFIED 1382 1382 0