MCCUTCHEN FOUNDATION: Form 990PF, tax year 2023
View the entire original 990 at ProPublica ↗
- Organization
- MCCUTCHEN FOUNDATION (EIN 22-6050116)
- Tax period
- 2023-01-01 to 2023-12-31
- Filed
- 2024-04-19
- IRS object ID
- 202411109349102656
- Schema version
- 2023v5.0
- Source
- Download XML · Original 990 at ProPublica
Every field in the e-filed return. Faint text is the IRS element name, for citing.
- Return header
- Form 990-PF
- Schedule B
- Accounting Fees Schedule
- Expln Of Non Filing With AG Stmt
- Investments Corp Bonds Schedule
- Investments Govt Obligations Sch
- Investments Other Schedule2
- Legal Fees Schedule
- Other Assets Schedule
- Other Decreases Schedule
- Other Expenses Schedule
- Other Income Schedule2
- Other Increases Schedule
- Other Notes Loans Rcvbl Long Sch
- Other Professional Fees Schedule
- Taxes Schedule
Return header ReturnHeader
| Field | Value | IRS element (for citing) |
|---|---|---|
| Return | 2024-04-19T16:01:12-05:00 | ReturnTs |
| Tax Period End | 2023-12-31 | TaxPeriodEndDt |
Preparer Firm PreparerFirmGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Preparer Firm EIN | 346565596 | PreparerFirmEIN |
Preparer Firm Name PreparerFirmName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | ERNST & YOUNG US LLP | BusinessNameLine1Txt |
Preparer US Address PreparerUSAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 2100 ONE PPG PLACE | AddressLine1Txt |
| City | PITTSBURGH | CityNm |
| State Abbreviation | PA | StateAbbreviationCd |
| ZIP | 15222 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Return Type | 990PF | ReturnTypeCd |
| Tax Period Begin | 2023-01-01 | TaxPeriodBeginDt |
Filer Filer
| Field | Value | IRS element (for citing) |
|---|---|---|
| EIN | 226050116 | EIN |
Business Name BusinessName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | THE MC CUTCHEN FOUNDATION | BusinessNameLine1Txt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Control | MCCU | BusinessNameControlTxt |
| Phone | 9739431410 | PhoneNum |
US Address USAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 114 EAST G STREET | AddressLine1Txt |
| City | BRUNSWICK | CityNm |
| State Abbreviation | MD | StateAbbreviationCd |
| ZIP | 21716 | ZIPCd |
Business Officer BusinessOfficerGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Person | BEN CHAPMAN | PersonNm |
| Person Title | TRUSTEE | PersonTitleTxt |
| Phone | 9739431410 | PhoneNum |
| Signature | 2024-04-18 | SignatureDt |
| Discuss With Paid Preparer | Yes (true) | DiscussWithPaidPreparerInd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| IRS Responsible Prty Info Curr | Yes (true) | IRSResponsiblePrtyInfoCurrInd |
Preparer Person PreparerPersonGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Preparer Person | JASON BELOT | PreparerPersonNm |
| PTIN | P00183464 | PTIN |
| Phone | 3302555814 | PhoneNum |
| Preparation | 2024-04-18 | PreparationDt |
Additional Filer Information AdditionalFilerInformation
| Field | Value | IRS element (for citing) |
|---|---|---|
| Trusted Customer | TrustedCustomerGrp |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Tax | 2023 | TaxYr |
| Build TS | 2023-04-26 12:10:37Z | BuildTS |
Form 990-PF IRS990PF
| Field | Value | IRS element (for citing) |
|---|---|---|
| Organization501c3 Exempt PF | Yes (X) | Organization501c3ExemptPFInd |
| FMV Assets EOY | $84,525,325 | FMVAssetsEOYAmt |
Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses
| Field | Value | IRS element (for citing) |
|---|---|---|
| Contri Rcvd Rev And Expnss | $7,681,512 | ContriRcvdRevAndExpnssAmt |
| Dividends Rev And Expnss | $1,404,475 | DividendsRevAndExpnssAmt |
| Dividends Net Invst Incm | $1,404,475 | DividendsNetInvstIncmAmt |
| Net Gain Sale Ast Rev And Expnss | $1,110,438 | NetGainSaleAstRevAndExpnssAmt |
| Gross Sales Price | $14,052,190 | GrossSalesPriceAmt |
| Cap Gain Net Incm Net Invst Incm | $1,110,438 | CapGainNetIncmNetInvstIncmAmt |
| Net ST Capital Gain Adj Net Incm | $0 | NetSTCapitalGainAdjNetIncmAmt |
| Other Income Rev And Expnss | -$1,475,464 | OtherIncomeRevAndExpnssAmt |
| Other Income Net Invst Incm | $532 | OtherIncomeNetInvstIncmAmt |
| Total Rev And Expnss | $8,720,961 | TotalRevAndExpnssAmt |
| Total Net Invst Incm | $2,515,445 | TotalNetInvstIncmAmt |
| Comp Ofcr Dir Trst Rev And Expnss | $80,000 | CompOfcrDirTrstRevAndExpnssAmt |
| Comp Ofcr Dir Trst Dsbrs Chrtbl | $80,000 | CompOfcrDirTrstDsbrsChrtblAmt |
| Oth Empl Slrs Wgs Net Invst Incm | $0 | OthEmplSlrsWgsNetInvstIncmAmt |
| Oth Empl Slrs Wgs Adj Net Incm | $0 | OthEmplSlrsWgsAdjNetIncmAmt |
| Oth Empl Slrs Wgs Dsbrs Chrtbl | $0 | OthEmplSlrsWgsDsbrsChrtblAmt |
| Pension Empl Bnft Net Invst Incm | $0 | PensionEmplBnftNetInvstIncmAmt |
| Pension Empl Bnft Adj Net Incm | $0 | PensionEmplBnftAdjNetIncmAmt |
| Legal Fees Rev And Expnss | $12,635 | LegalFeesRevAndExpnssAmt |
| Legal Fees Net Invst Incm | $0 | LegalFeesNetInvstIncmAmt |
| Legal Fees Adj Net Incm | $0 | LegalFeesAdjNetIncmAmt |
| Legal Fees Dsbrs Chrtbl | $12,635 | LegalFeesDsbrsChrtblAmt |
| Accounting Fees Rev And Expnss | $390 | AccountingFeesRevAndExpnssAmt |
| Accounting Fees Net Invst Incm | $0 | AccountingFeesNetInvstIncmAmt |
| Accounting Fees Adj Net Incm | $0 | AccountingFeesAdjNetIncmAmt |
| Accounting Fees Chrtbl Prps | $390 | AccountingFeesChrtblPrpsAmt |
| Other Prof Fees Rev And Expnss | $174,851 | OtherProfFeesRevAndExpnssAmt |
| Other Prof Fees Net Invst Incm | $162,964 | OtherProfFeesNetInvstIncmAmt |
| Other Prof Fees Dsbrs Chrtbl | $11,887 | OtherProfFeesDsbrsChrtblAmt |
| Interest Dsbrs Chrtbl | $0 | InterestDsbrsChrtblAmt |
| Taxes Rev And Expnss | $8,582 | TaxesRevAndExpnssAmt |
| Taxes Net Invst Incm | $3,980 | TaxesNetInvstIncmAmt |
| Taxes Dsbrs Chrtbl | $0 | TaxesDsbrsChrtblAmt |
| Deprec And Dpltn Rev And Expnss | $0 | DeprecAndDpltnRevAndExpnssAmt |
| Deprec And Dpltn Net Invst Incm | $0 | DeprecAndDpltnNetInvstIncmAmt |
| Trav Conf Meeting Net Invst Incm | $0 | TravConfMeetingNetInvstIncmAmt |
| Trav Conf Meeting Adj Net Incm | $0 | TravConfMeetingAdjNetIncmAmt |
| Printing And Pub Net Invst Incm | $0 | PrintingAndPubNetInvstIncmAmt |
| Printing And Pub Adj Net Incm | $0 | PrintingAndPubAdjNetIncmAmt |
| Other Expenses Rev And Expnss | $3,533 | OtherExpensesRevAndExpnssAmt |
| Other Expenses Net Invst Incm | $2,253 | OtherExpensesNetInvstIncmAmt |
| Other Expenses Dsbrs Chrtbl | $1,280 | OtherExpensesDsbrsChrtblAmt |
| Tot Opr Expenses Rev And Expnss | $279,991 | TotOprExpensesRevAndExpnssAmt |
| Tot Opr Expenses Net Invst Incm | $169,197 | TotOprExpensesNetInvstIncmAmt |
| Tot Opr Expenses Adj Net Incm | $0 | TotOprExpensesAdjNetIncmAmt |
| Tot Opr Expenses Dsbrs Chrtbl | $106,192 | TotOprExpensesDsbrsChrtblAmt |
| Contri Paid Rev And Expnss | $4,603,500 | ContriPaidRevAndExpnssAmt |
| Contri Paid Dsbrs Chrtbl | $4,603,500 | ContriPaidDsbrsChrtblAmt |
| Total Expenses Rev And Expnss | $4,883,491 | TotalExpensesRevAndExpnssAmt |
| Total Expenses Net Invst Incm | $169,197 | TotalExpensesNetInvstIncmAmt |
| Total Expenses Adj Net Incm | $0 | TotalExpensesAdjNetIncmAmt |
| Total Expenses Dsbrs Chrtbl | $4,709,692 | TotalExpensesDsbrsChrtblAmt |
| Excess Revenue Over Expenses | $3,837,470 | ExcessRevenueOverExpensesAmt |
| Net Investment Income | $2,346,248 | NetInvestmentIncomeAmt |
| Adjusted Net Income | $0 | AdjustedNetIncomeAmt |
Form990 PF Balance Sheets Form990PFBalanceSheetsGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Sav And Temp Cash Invst BOY | $1,194,992 | SavAndTempCashInvstBOYAmt |
| Sav And Temp Cash Invst EOY | $7,543,530 | SavAndTempCashInvstEOYAmt |
| Sav And Temp Cash Invst EOYFMV | $7,543,530 | SavAndTempCashInvstEOYFMVAmt |
| Acct Rcvbl EOY | $0 | AcctRcvblEOYAmt |
| Acct Rcvbl EOYFMV | $0 | AcctRcvblEOYFMVAmt |
| Other Nts And Loans Rcvbl | $2,501,000 | OtherNtsAndLoansRcvblAmt |
| Other Rcvbl Allwnc Dbtfl Acct | $0 | OtherRcvblAllwncDbtflAcctAmt |
| Other Nts And Loans Rcvbl BOY | $2,501,000 | OtherNtsAndLoansRcvblBOYAmt |
| Other Nts And Loans Rcvbl EOY | $2,501,000 | OtherNtsAndLoansRcvblEOYAmt |
| Other Nts And Loans Rcvbl EOYFMV | $2,501,000 | OtherNtsAndLoansRcvblEOYFMVAmt |
| US Government Obligations BOY | $3,683,910 | USGovernmentObligationsBOYAmt |
| US Government Obligations EOY | $3,556,431 | USGovernmentObligationsEOYAmt |
| US Govt Obligations EOYFMV | $3,489,412 | USGovtObligationsEOYFMVAmt |
| Corporate Bonds BOY | $4,474,381 | CorporateBondsBOYAmt |
| Corporate Bonds EOY | $8,341,507 | CorporateBondsEOYAmt |
| Corporate Bonds EOYFMV | $8,288,982 | CorporateBondsEOYFMVAmt |
| Other Investments BOY | $36,239,442 | OtherInvestmentsBOYAmt |
| Other Investments EOY | $31,505,467 | OtherInvestmentsEOYAmt |
| Other Investments EOYFMV | $44,826,401 | OtherInvestmentsEOYFMVAmt |
| Other Assets BOY | $34,415,435 | OtherAssetsBOYAmt |
| Other Assets EOY | $32,915,885 | OtherAssetsEOYAmt |
| Other Assets EOYFMV | $17,876,000 | OtherAssetsEOYFMVAmt |
| Total Assets BOY | $82,509,160 | TotalAssetsBOYAmt |
| Total Assets EOY | $86,363,820 | TotalAssetsEOYAmt |
| Total Assets EOYFMV | $84,525,325 | TotalAssetsEOYFMVAmt |
| Total Liabilities EOY | $0 | TotalLiabilitiesEOYAmt |
| Org Does Not Follow FASB117 | Yes (X) | OrgDoesNotFollowFASB117Ind |
| Capital Stock BOY | $82,509,160 | CapitalStockBOYAmt |
| Capital Stock EOY | $86,363,820 | CapitalStockEOYAmt |
| Tot Net Ast Or Fund Balances BOY | $82,509,160 | TotNetAstOrFundBalancesBOYAmt |
| Tot Net Ast Or Fund Balances EOY | $86,363,820 | TotNetAstOrFundBalancesEOYAmt |
| Total Liabilities Net Ast BOY | $82,509,160 | TotalLiabilitiesNetAstBOYAmt |
| Total Liabilities Net Ast EOY | $86,363,820 | TotalLiabilitiesNetAstEOYAmt |
Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Tot Net Ast Or Fund Balances BOY | $82,509,160 | TotNetAstOrFundBalancesBOYAmt |
| Excess Revenue Over Expenses | $3,837,470 | ExcessRevenueOverExpensesAmt |
| Other Increases | $28,540 | OtherIncreasesAmt |
| Subtotal | $86,375,170 | SubtotalAmt |
| Other Decreases | $11,350 | OtherDecreasesAmt |
| Tot Net Ast Or Fund Balances EOY | $86,363,820 | TotNetAstOrFundBalancesEOYAmt |
Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail
Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (1418 entries)
| PropertyPropertyDesc | AcquiredAcquiredDt | SoldSoldDt | Gross Sales PriceGrossSalesPriceAmt | Cost Or Other BasisCostOrOtherBasisAmt | Gain Or LossGainOrLossAmt | Gains Minus Excess Or LossesGainsMinusExcessOrLossesAmt |
|---|---|---|---|---|---|---|
| 25000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2022-12-02 | 2023-01-03 | $23,721 | $23,712 | $9 | $9 |
| 15000. AMERICAN EXPRESS CO CALL 10/05/2027 UNSC | 2022-12-05 | 2023-01-05 | $15,598 | $15,581 | $17 | $17 |
| 15000. PUBLIC SERVICE ENTERPRIS CALL 10/15/2027 UNSC | 2022-12-05 | 2023-01-05 | $15,566 | $15,430 | $136 | $136 |
| 25000. USA TREASURY NOTES 02.375% DUE 05/15/2027 | 2022-12-16 | 2023-01-05 | $23,393 | $23,482 | -$89 | -$89 |
| 25000. FOX CORP SER WI CALL 10/25/2028 | 2022-12-15 | 2023-01-06 | $24,622 | $24,593 | $29 | $29 |
| 10000. STATE STREET CORP CALL 11/04/2027 UNSC | 2022-12-05 | 2023-01-09 | $10,492 | $10,368 | $124 | $124 |
| 20000. USA TREASURY NOTES 02.375% DUE 05/15/2027 | 2023-01-05 | 2023-01-09 | $18,909 | $18,796 | $113 | $113 |
| 10000. USA TREASURY NOTES 00.625% DUE 05/15/2030 | 2022-12-14 | 2023-01-09 | $8,138 | $8,150 | -$12 | -$12 |
| 45000. CONSOLIDATED EDISON INC SER A CALL 12/01/2021 | 2020-11-30 | 2023-01-10 | $43,299 | $44,993 | -$1,694 | -$1,694 |
| 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 | 2022-12-14 | 2023-01-10 | $4,634 | $4,652 | -$18 | -$18 |
| 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2022-08-09 | 2023-01-10 | $28,596 | $29,139 | -$543 | -$543 |
| 40000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2022-08-09 | 2023-01-10 | $38,142 | $38,742 | -$600 | -$600 |
| 20000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-01-10 | 2023-01-10 | $19,029 | $19,024 | $5 | $5 |
| 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2022-04-29 | 2023-01-12 | $4,822 | $5,006 | -$184 | -$184 |
| 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2022-08-18 | 2023-01-12 | $9,644 | $10,038 | -$394 | -$394 |
| 15000. MORGAN STANLEY SR UNSEC CALL 05/30/2024 @ 100 | 2021-05-26 | 2023-01-17 | $14,050 | $15,000 | -$950 | -$950 |
| 5000. USA TREASURY NOTES 03.125% DUE 05/15/2048 | 2021-05-21 | 2023-01-17 | $4,458 | $5,779 | -$1,321 | -$1,321 |
| 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2022-04-29 | 2023-01-17 | $9,629 | $10,012 | -$383 | -$383 |
| 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2022-08-18 | 2023-01-17 | $9,629 | $9,996 | -$367 | -$367 |
| 35000. TAKE-TWO INTERACTIVE SOF UNSC | 2022-04-07 | 2023-01-18 | $34,327 | $34,985 | -$658 | -$658 |
| 10000. TARGET CORP CALL 07/15/2051 UNSC | 2022-01-19 | 2023-01-18 | $7,557 | $9,906 | -$2,349 | -$2,349 |
| 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2022-08-09 | 2023-01-18 | $9,591 | $9,680 | -$89 | -$89 |
| 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2022-08-09 | 2023-01-18 | $19,194 | $19,291 | -$97 | -$97 |
| 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2022-08-29 | 2023-01-18 | $14,395 | $14,378 | $17 | $17 |
| 15000. AMERICAN ELECTRIC POWER CALL 10/01/2027 UNSC | 2022-12-05 | 2023-01-19 | $15,716 | $15,436 | $280 | $280 |
| 30000. BOEING CO CALL 12/01/2028 UNSC | 2021-01-15 | 2023-01-19 | $27,518 | $30,919 | -$3,401 | -$3,401 |
| 25000. CITIGROUP INC SR UNSEC | 2021-01-21 | 2023-01-19 | $23,973 | $27,308 | -$3,335 | -$3,335 |
| 5000. METLIFE INC JR SUB | 2022-12-16 | 2023-01-19 | $5,097 | $4,902 | $195 | $195 |
| 5000. METLIFE INC JR SUB | 2022-12-16 | 2023-01-19 | $5,081 | $4,902 | $179 | $179 |
| 25000. MORGAN STANLEY SER GMTN CALL 1/24/28 @ 100 | 2021-01-15 | 2023-01-19 | $23,635 | $27,540 | -$3,905 | -$3,905 |
| 35000. PARKER-HANNIFIN CORP UNSC | 2022-06-06 | 2023-01-19 | $34,445 | $34,976 | -$531 | -$531 |
| 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2022-06-09 | 2023-01-19 | $9,697 | $9,975 | -$278 | -$278 |
| 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2022-08-08 | 2023-01-19 | $14,545 | $14,977 | -$432 | -$432 |
| 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 | 2023-01-05 | 2023-01-19 | $4,765 | $4,671 | $94 | $94 |
| 2800. VANGUARD LARGE CAP ETF | 2020-09-16 | 2023-01-19 | $496,864 | $444,689 | $52,175 | $52,175 |
| 40000. BANK OF NOVA SCOTIA SEDOL BL53W26 ISIN US06417XAH44 | 2022-04-05 | 2023-01-25 | $38,827 | $39,971 | -$1,144 | -$1,144 |
| 10000. USA TREASURY NOTES 02.875% DUE 05/15/2032 | 2023-01-19 | 2023-01-26 | $9,527 | $9,593 | -$66 | -$66 |
| 10000. VALERO ENERGY CORP CALL 03/01/2028 UNSC | 2022-12-13 | 2023-01-26 | $9,882 | $9,842 | $40 | $40 |
| 17804.384 FEDERAL HOME LOAN MTG CORP POOL SD0436 | 2021-06-23 | 2023-01-27 | $15,762 | $18,425 | -$2,663 | -$2,663 |
| 25000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-01-19 | 2023-01-27 | $23,811 | $23,854 | -$43 | -$43 |
| 55134.292 FEDERAL NATL MTG ASSN POOL FM7283 | 2021-05-21 | 2023-01-30 | $50,149 | $56,893 | -$6,744 | -$6,744 |
| 35000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-01-10 | 2023-01-30 | $33,321 | $33,308 | $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 | $19,048 | $18,970 | $78 | $78 |
| 10000. USA TREASURY NOTES 02.500% DUE 02/15/2045 | 2019-03-28 | 2023-02-02 | $8,170 | $9,314 | -$1,144 | -$1,144 |
| 20000. GOLDMAN SACHS GROUP INC CALL 08/23/2027 | 2023-01-09 | 2023-02-03 | $19,730 | $19,325 | $405 | $405 |
| 15000. EBAY INC CALL 10/22/2025 UNSC | 2023-01-18 | 2023-02-06 | $15,423 | $15,530 | -$107 | -$107 |
| 10000. ENTERPRISE PRODUCTS OPER CALL 08/15/2042 COGT | 2022-12-15 | 2023-02-06 | $9,107 | $8,984 | $123 | $123 |
| 10000. MICRON TECHNOLOGY INC CALL 11/06/2028 UNSC | 2023-01-12 | 2023-02-06 | $9,896 | $9,888 | $8 | $8 |
| 10000. SYSCO CORPORATION CALL 01/01/2030 COGT | 2022-12-13 | 2023-02-06 | $10,679 | $10,651 | $28 | $28 |
| 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2022-04-29 | 2023-02-06 | $4,769 | $4,972 | -$203 | -$203 |
| 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2023-01-26 | 2023-02-06 | $9,539 | $9,641 | -$102 | -$102 |
| 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2023-01-30 | 2023-02-06 | $9,529 | $9,609 | -$80 | -$80 |
| 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2022-10-28 | 2023-02-06 | $14,304 | $14,232 | $72 | $72 |
| 20000. XCEL ENERGY INC CALL 12/01/2029 UNSC | 2022-06-07 | 2023-02-06 | $18,277 | $18,745 | -$468 | -$468 |
| 15000. USA TREASURY NOTES 03.75% DUE 08/15/2041 | 2022-12-19 | 2023-02-07 | $14,854 | $14,938 | -$84 | -$84 |
| 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2022-10-28 | 2023-02-07 | $4,776 | $4,671 | $105 | $105 |
| 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-01-30 | 2023-02-07 | $14,258 | $14,313 | -$55 | -$55 |
| 25000. AMERICAN TOWER CORP CALL 11/15/2025 @ 100.000 UNSC | 2023-01-10 | 2023-02-08 | $24,615 | $24,623 | -$8 | -$8 |
| 25000. BANK OF AMERICA CORP SER MTN CALL 06/14/2028 @ 100 | 2022-09-28 | 2023-02-09 | $21,620 | $20,444 | $1,176 | $1,176 |
| 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 | 2023-01-19 | 2023-02-09 | $9,200 | $9,394 | -$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 | $299,604 | $304,164 | -$4,560 | -$4,560 |
| 10000. PUBLIC SERVICE COLORADO SER 39 CALL 12/01/2051 | 2022-12-09 | 2023-02-13 | $9,268 | $9,567 | -$299 | -$299 |
| 35000. USA TREASURY NOTES 02.500% DUE 02/15/2045 | 2016-12-29 | 2023-02-13 | $27,524 | $30,963 | -$3,439 | -$3,439 |
| 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-01-30 | 2023-02-13 | $9,488 | $9,542 | -$54 | -$54 |
| 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-01-30 | 2023-02-13 | $9,488 | $9,542 | -$54 | -$54 |
| 65000. DISCOVER CARD EXECUTION NOTE T SERIES 2022 A2 CLASS A | 2022-05-19 | 2023-02-14 | $62,832 | $64,995 | -$2,163 | -$2,163 |
| 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-01-30 | 2023-02-14 | $14,211 | $14,313 | -$102 | -$102 |
| 30000. CONSTELLATION BRANDS INC CALL 02/02/2024 UNSC | 2023-01-30 | 2023-02-15 | $29,790 | $29,949 | -$159 | -$159 |
| 15000. HUNTINGTON BANCSHARES CALL 08/04/2027 UNSC | 2022-12-05 | 2023-02-16 | $14,462 | $14,304 | $158 | $158 |
| 10000. INTERCONTINENTAL EXCHANGE CALL 12/15/2032 UNSC | 2022-12-15 | 2023-02-16 | $9,605 | $9,898 | -$293 | -$293 |
| 25000. MPLX LP CALL 12/01/2026 UNSC | 2022-12-13 | 2023-02-16 | $23,903 | $24,075 | -$172 | -$172 |
| 15000. USA TREASURY NTS 02.375% DUE 05/15/2029 | 2023-01-19 | 2023-02-16 | $13,680 | $14,091 | -$411 | -$411 |
| 15000. DOW CHEMICAL CO/THE CALL 12/15/2032 UNSC | 2022-12-15 | 2023-02-17 | $16,047 | $16,159 | -$112 | -$112 |
| 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2022-12-02 | 2023-02-22 | $9,466 | $9,485 | -$19 | -$19 |
| 15000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2022-12-02 | 2023-02-22 | $14,198 | $14,227 | -$29 | -$29 |
| 5000. MIDAMERICAN ENERGY CO CALL 02/01/2048 MORT | 2018-01-29 | 2023-02-23 | $3,919 | $4,956 | -$1,037 | -$1,037 |
| 2100. VANGUARD VALUE ETF | 2021-11-05 | 2023-02-24 | $293,290 | $304,164 | -$10,874 | -$10,874 |
| 10000. KROGER CO CALL 08/01/2046 UNSC | 2022-12-09 | 2023-02-27 | $8,343 | $8,995 | -$652 | -$652 |
| 10000. UNION PACIFIC CORP CALL 11/15/2052 UNSC | 2023-02-13 | 2023-02-27 | $9,546 | $9,986 | -$440 | -$440 |
| 20000. USA TREASURY NOTES 03.125% DUE 05/15/2048 | 2021-05-21 | 2023-02-27 | $17,003 | $22,973 | -$5,970 | -$5,970 |
| 25000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2022-10-28 | 2023-02-27 | $23,469 | $23,357 | $112 | $112 |
| 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-01-30 | 2023-02-27 | $18,835 | $19,032 | -$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 | $24,780 | $24,921 | -$141 | -$141 |
| 20000. DUKE ENERGY CORP UNSC | 2022-12-05 | 2023-03-01 | $19,836 | $19,993 | -$157 | -$157 |
| 20000. RYDER SYSTEM INC SER MTN CALL 02/01/2023 | 2019-06-13 | 2023-03-01 | $20,000 | $20,000 | ||
| 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2022-10-28 | 2023-03-01 | $9,348 | $9,343 | $5 | $5 |
| 10000. ABBVIE INC CALL 11/14/2034 @ 100.000 UNSC | 2022-12-09 | 2023-03-02 | $9,169 | $9,671 | -$502 | -$502 |
| 15000. INTERCONTINENTAL EXCHANGE CALL 03/01/2030 UNSC | 2023-02-16 | 2023-03-02 | $12,107 | $12,336 | -$229 | -$229 |
| 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2022-12-06 | 2023-03-03 | $9,403 | $9,492 | -$89 | -$89 |
| 1500. VANGUARD VALUE ETF | 2021-11-05 | 2023-03-03 | $211,431 | $217,260 | -$5,829 | -$5,829 |
| 20000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2022-12-02 | 2023-03-06 | $18,880 | $18,970 | -$90 | -$90 |
| 25000. GOLDMAN SACHS GROUP INC SR UNSEC CALL 03/08/2023 @ 100 | 2022-09-27 | 2023-03-08 | $25,000 | $24,473 | $527 | $527 |
| 25000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2022-09-27 | 2023-03-08 | $23,307 | $23,350 | -$43 | -$43 |
| 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2022-12-06 | 2023-03-08 | $28,065 | $28,450 | -$385 | -$385 |
| 15000. USA TREASURY NOTES 03.125% DUE 05/15/2048 | 2021-03-19 | 2023-03-09 | $12,875 | $16,985 | -$4,110 | -$4,110 |
| 10000. UNITEDHEALTH GROUP INC CALL 11/15/2050 UNSC | 2021-05-17 | 2023-03-09 | $7,128 | $9,936 | -$2,808 | -$2,808 |
| 25000. USA TREASURY NOTES 02.375% DUE 05/15/2027 | 2023-01-19 | 2023-03-10 | $23,362 | $23,838 | -$476 | -$476 |
| 10000. EVERSOURCE ENERGY CALL 02/01/2028 UNSC | 2023-03-01 | 2023-03-14 | $10,176 | $9,980 | $196 | $196 |
| 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 | 2023-01-19 | 2023-03-14 | $9,219 | $9,352 | -$133 | -$133 |
| 5000. AVALONBAY COMMUNITIES IN SER MTN CALL 12/15/22 @100 | 2020-04-27 | 2023-03-15 | $5,000 | $5,000 | ||
| 40000. CAMPBELL SOUP CO CALL 02/15/2023 UNSC | 2022-03-23 | 2023-03-15 | $40,000 | $40,000 | ||
| 20000. USA TREASURY NOTES 02.375% DUE 05/15/2027 | 2023-01-19 | 2023-03-16 | $19,020 | $19,063 | -$43 | -$43 |
| 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 | 2023-01-19 | 2023-03-16 | $14,142 | $14,293 | -$151 | -$151 |
| 25000. USA TREASURY NOTES 02.375% DUE 05/15/2027 | 2023-01-19 | 2023-03-16 | $23,581 | $23,694 | -$113 | -$113 |
| 20000. USA TREASURY NTS 02.375% DUE 05/15/2029 | 2023-01-27 | 2023-03-17 | $18,735 | $18,497 | $238 | $238 |
| 10000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2022-12-29 | 2023-03-17 | $9,600 | $9,479 | $121 | $121 |
| 30000. CUBESMART LP CALL 10/15/2028 COGT | 2022-09-21 | 2023-03-21 | $25,471 | $24,971 | $500 | $500 |
| 10000. DUKE ENERGY FLORIDA LLC CALL 05/15/2052 MORT | 2022-12-09 | 2023-03-21 | $10,864 | $11,573 | -$709 | -$709 |
| 15000. USA TREASURY NOTES 03.125% DUE 05/15/2048 | 2019-05-16 | 2023-03-21 | $13,226 | $16,137 | -$2,911 | -$2,911 |
| 25000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2022-12-29 | 2023-03-21 | $23,872 | $23,681 | $191 | $191 |
| 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-02-14 | 2023-03-21 | $14,325 | $14,193 | $132 | $132 |
| 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 | 2023-02-16 | 2023-03-21 | $14,152 | $13,960 | $192 | $192 |
| 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-02-14 | 2023-03-22 | $19,119 | $18,924 | $195 | $195 |
| 25000. USA TREASURY NOTES 02.375% DUE 05/15/2027 | 2023-01-05 | 2023-03-22 | $23,548 | $23,364 | $184 | $184 |
| 30000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-02-15 | 2023-03-22 | $28,671 | $28,392 | $279 | $279 |
| 25000. DISCOVERY COMMUNICATIONS CALL 02/15/2029 COGT | 2023-01-06 | 2023-03-23 | $23,395 | $22,218 | $1,177 | $1,177 |
| 25000. USA TREASURY NTS 02.375% DUE 05/15/2029 | 2023-03-21 | 2023-03-23 | $23,536 | $23,374 | $162 | $162 |
| 3000. VANGUARD VALUE ETF | 2021-11-05 | 2023-03-24 | $397,887 | $434,519 | -$36,632 | -$36,632 |
| 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-02-14 | 2023-03-27 | $14,396 | $14,193 | $203 | $203 |
| 25000. USA TREASURY NOTES 02.500% DUE 02/15/2045 | 2022-05-10 | 2023-03-28 | $19,680 | $21,411 | -$1,731 | -$1,731 |
| 20000. USA TREASURY NOTES 02.500% DUE 02/15/2045 | 2023-01-30 | 2023-03-28 | $15,744 | $16,078 | -$334 | -$334 |
| 90000. USA TREASURY NOTES 02.500% DUE 02/15/2045 | 2017-03-09 | 2023-03-28 | $70,847 | $94,597 | -$23,750 | -$23,750 |
| 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-02-14 | 2023-03-28 | $28,739 | $28,220 | $519 | $519 |
| 10000. USA TREASURY NOTES 02.375% DUE 05/15/2027 | 2023-02-16 | 2023-03-28 | $9,484 | $9,306 | $178 | $178 |
| 5000. USA TREASURY NOTES 02.375% DUE 05/15/2027 | 2021-08-30 | 2023-03-28 | $4,742 | $56,913 | -$52,171 | -$52,171 |
| 20000. USA TREASURY NOTES 01.125% DUE 02/15/2031 | 2021-08-26 | 2023-03-28 | $16,751 | $19,844 | -$3,093 | -$3,093 |
| 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2022-09-27 | 2023-03-29 | $9,603 | $9,327 | $276 | $276 |
| 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 | 2021-08-26 | 2023-03-30 | $4,188 | $4,958 | -$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 | $25,364 | $25,001 | $363 | $363 |
| 15000. MICRON TECHNOLOGY INC CALL 09/01/2029 UN | 2023-02-06 | 2023-04-03 | $15,904 | $15,661 | $243 | $243 |
| 25000. ENBRIDGE INC SEDOL BL0MHV2 ISIN US29250NAY13 | 2023-01-27 | 2023-04-04 | $24,063 | $23,819 | $244 | $244 |
| 15000. T-MOBILE USA INC CALL 02/15/2028 COGT | 2023-02-06 | 2023-04-04 | $15,278 | $14,983 | $295 | $295 |
| 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-03-31 | 2023-04-04 | $28,952 | $28,839 | $113 | $113 |
| 30000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-03-28 | 2023-04-04 | $28,829 | $28,806 | $23 | $23 |
| 15000. REALTY INCOME CORP CALL 01/15/2030 UNSC | 2023-01-09 | 2023-04-05 | $14,982 | $14,806 | $176 | $176 |
| 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2023-04-06 | 2023-04-05 | $4,875 | $4,881 | -$6 | -$6 |
| 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2023-04-06 | 2023-04-05 | $4,876 | $4,881 | -$5 | -$5 |
| 10000. NEXTERA ENERGY CAPITAL CALL 01/28/2028 COGT | 2023-02-09 | 2023-04-06 | $10,185 | $9,987 | $198 | $198 |
| 20000. PIONEER NATURAL RESOURCE CALL 12/15/2025 UNSC | 2023-03-22 | 2023-04-06 | $18,295 | $17,954 | $341 | $341 |
| 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2023-03-31 | 2023-04-06 | $9,784 | $9,627 | $157 | $157 |
| 5000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2023-03-31 | 2023-04-06 | $4,890 | $4,814 | $76 | $76 |
| 20000. USA TREASURY NOTES 02.750% DUE 08/15/2047 | 2022-12-15 | 2023-04-12 | $16,783 | $17,048 | -$265 | -$265 |
| 15000. USA TREASURY NTS 02.375% DUE 05/15/2029 | 2023-04-05 | 2023-04-12 | $14,111 | $14,211 | -$100 | -$100 |
| 20000. WALMART INC CALL 03/22/2051 UNSC | 2021-09-08 | 2023-04-12 | $14,443 | $19,926 | -$5,483 | -$5,483 |
| 20000. DOMINION ENERGY INC CALL 08/15/2032 UNSC | 2022-12-13 | 2023-04-17 | $20,440 | $20,418 | $22 | $22 |
| 10000. AMERICAN EXPRESS CO CALL 01/13/2026 UNSC | 2023-02-13 | 2023-04-18 | $10,041 | $9,992 | $49 | $49 |
| 10000. DTE ELECTRIC CO CALL 10/01/2052 MORT | 2023-02-27 | 2023-04-18 | $10,507 | $9,982 | $525 | $525 |
| 25000. HUMANA INC CALL 01/22/2022 UNSC | 2021-07-29 | 2023-04-18 | $24,685 | $24,987 | -$302 | -$302 |
| 25000. LOWES COS INC CALL 03/01/2026 UNSC | 2023-03-28 | 2023-04-18 | $25,088 | $24,996 | $92 | $92 |
| 30000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-03-31 | 2023-04-18 | $28,727 | $28,747 | -$20 | -$20 |
| 30000. USA TREASURY NOTES 01.125% DUE 02/15/2031 | 2021-08-26 | 2023-04-18 | $25,131 | $29,607 | -$4,476 | -$4,476 |
| 10000. USA TREASURY NOTES 00.375% DUE 10/31/2023 | 2023-04-18 | 2023-04-18 | $9,765 | $9,765 | ||
| 25000. NEXTERA ENERGY CAPITAL CALL 01/28/2028 COGT | 2023-02-06 | 2023-04-19 | $25,082 | $24,956 | $126 | $126 |
| 25000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2023-03-31 | 2023-04-19 | $24,006 | $24,068 | -$62 | -$62 |
| 5000. USA TREASURY NOTES 00.375% DUE 10/31/2023 | 2023-04-18 | 2023-04-19 | $4,883 | $4,882 | $1 | $1 |
| 5000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-03-28 | 2023-04-20 | $4,785 | $4,791 | -$6 | -$6 |
| 30000. USA TREASURY NOTES 00.625% DUE 05/15/2030 | 2022-12-14 | 2023-04-24 | $24,604 | $24,415 | $189 | $189 |
| 30000. USA TREASURY NOTES 00.625% DUE 05/15/2030 | 2021-05-21 | 2023-04-24 | $24,604 | $27,932 | -$3,328 | -$3,328 |
| 25000. DTE ENERGY CO UNSC | 2023-03-22 | 2023-04-26 | $24,765 | $24,572 | $193 | $193 |
| 15000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-04-26 | 2023-04-26 | $14,402 | $14,408 | -$6 | -$6 |
| 1550. SPDR PORTFOLIO SHORT TERM CORPORATE BOND ETF | 2021-05-25 | 2023-04-28 | $45,957 | $48,602 | -$2,645 | -$2,645 |
| 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 | $12,504 | $16,029 | -$3,525 | -$3,525 |
| 10000. DTE ELECTRIC CO CALL 10/01/2052 MORT | 2023-02-27 | 2023-05-01 | $10,335 | $9,982 | $353 | $353 |
| 35000. USA TREASURY NOTES 01.875% DUE 11/15/2051 | 2023-03-28 | 2023-05-01 | $23,212 | $23,349 | -$137 | -$137 |
| 15000. NORFOLK SOUTHERN CORP CALL 12/01/2032 UNSC | 2023-02-17 | 2023-05-02 | $14,715 | $14,104 | $611 | $611 |
| 15000. UNION PACIFIC CORP CALL 11/15/2052 UNSC | 2023-02-13 | 2023-05-02 | $14,974 | $14,978 | -$4 | -$4 |
| 25000. USA TREASURY NOTES 01.125% DUE 02/15/2031 | 2021-08-26 | 2023-05-05 | $21,291 | $23,233 | -$1,942 | -$1,942 |
| 15000. VERIZON COMMUNICATIONS UNSC | 2022-12-09 | 2023-05-05 | $15,133 | $15,460 | -$327 | -$327 |
| 20000. MPLX LP CALL 11/15/2028 UNSC | 2022-12-13 | 2023-05-08 | $19,762 | $19,573 | $189 | $189 |
| 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2023-05-08 | 2023-05-08 | $14,553 | $14,551 | $2 | $2 |
| 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-04-28 | 2023-05-08 | $14,435 | $14,419 | $16 | $16 |
| 4000. VANGUARD VALUE ETF | 2021-11-05 | 2023-05-08 | $553,227 | $579,359 | -$26,132 | -$26,132 |
| 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 | $15,415 | $14,965 | $450 | $450 |
| 15000. USA TREASURY NOTES 00.625% DUE 05/15/2030 | 2022-12-16 | 2023-05-10 | $12,414 | $12,188 | $226 | $226 |
| 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-04-28 | 2023-05-11 | $14,480 | $14,419 | $61 | $61 |
| 15000. ANHEUSER-BUSCH CO/INBEV SER * CALL 08/01 | 2022-12-09 | 2023-05-15 | $14,931 | $14,758 | $173 | $173 |
| 20000. FISERV INC CALL 03/01/2025 @ 100.000 UNS | 2021-02-23 | 2023-05-15 | $19,638 | $21,004 | -$1,366 | -$1,366 |
| 10000. PACIFICORP CALL 06/01/2053 MORT | 2022-12-09 | 2023-05-15 | $9,939 | $10,665 | -$726 | -$726 |
| 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-05-15 | 2023-05-15 | $14,446 | $14,443 | $3 | $3 |
| 20000. HP ENTERPRISE CO UNSC | 2023-03-07 | 2023-05-16 | $20,181 | $19,987 | $194 | $194 |
| 15000. STARBUCKS CORP UNSC | 2023-02-07 | 2023-05-16 | $15,089 | $14,982 | $107 | $107 |
| 15000. USA TREASURY NOTES 03.125% DUE 05/15/2048 | 2021-05-21 | 2023-05-16 | $13,071 | $17,521 | -$4,450 | -$4,450 |
| 20000. USA TREASURY NOTES 02.000% DUE 02/15/2050 | 2021-11-30 | 2023-05-16 | $13,661 | $20,659 | -$6,998 | -$6,998 |
| 35000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2023-04-27 | 2023-05-16 | $33,921 | $33,832 | $89 | $89 |
| 15000. USA TREASURY NOTES 01.125% DUE 02/15/2031 | 2022-03-30 | 2023-05-16 | $12,727 | $13,528 | -$801 | -$801 |
| 15000. WALMART INC CALL 02/15/2030 UNSC | 2023-04-12 | 2023-05-16 | $14,809 | $14,971 | -$162 | -$162 |
| 10000. ANHEUSER-BUSCH CO/INBEV SER * CALL 08/01 | 2022-12-09 | 2023-05-18 | $9,818 | $9,839 | -$21 | -$21 |
| 15000. METLIFE INC JR SUB | 2022-12-16 | 2023-05-22 | $14,870 | $14,644 | $226 | $226 |
| 15000. AMERICAN EXPRESS CO CALL 05/01/2025 UNSC | 2023-04-26 | 2023-05-30 | $14,954 | $15,000 | -$46 | -$46 |
| 20000. USA TREASURY NOTE 04.500% DUE 02/15/2036 | 2023-05-05 | 2023-05-30 | $21,726 | $22,245 | -$519 | -$519 |
| 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-04-26 | 2023-05-30 | $9,543 | $9,605 | -$62 | -$62 |
| 10000. USA TREASURY NOTES 00.625% DUE 05/15/2030 | 2023-05-16 | 2023-05-30 | $8,103 | $8,233 | -$130 | -$130 |
| 10000. USA TREASURY NOTES 00.375% DUE 10/31/2023 | 2023-04-18 | 2023-05-30 | $9,796 | $9,765 | $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 | $1,058 | $1,031 | $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 | $1,032 | $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 | $1,240 | $1,208 | $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 | $25,063 | $24,999 | $64 | $64 |
| 25000. BANK OF NOVA SCOTIA SEDOL ISIN US06417XAN12 | 2023-01-25 | 2023-06-05 | $24,744 | $24,990 | -$246 | -$246 |
| 5000. COMCAST CORP CALL 11/15/2063 COGT | 2023-05-01 | 2023-06-07 | $4,906 | $4,977 | -$71 | -$71 |
| 15000. AT&T INC CALL 11/15/2034 @ 100.000 UNSC | 2022-12-09 | 2023-06-08 | $13,676 | $14,162 | -$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 | $1,090,535 | $930,807 | $159,728 | $159,728 |
| 45000. CAMDEN PROPERTY TRUST SR UNSEC | 2021-12-16 | 2023-06-15 | $45,000 | $45,000 | ||
| 5000. FISERV INC CALL 07/01/2028 UNSC | 2022-12-13 | 2023-06-15 | $4,819 | $4,815 | $4 | $4 |
| 15000. FISERV INC CALL 07/01/2028 UNSC | 2022-12-13 | 2023-06-15 | $14,435 | $14,446 | -$11 | -$11 |
| 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-04-28 | 2023-06-20 | $18,994 | $19,234 | -$240 | -$240 |
| 30000. TAKE-TWO INTERACTIVE SOF UNSC | 2023-01-18 | 2023-06-22 | $29,004 | $29,165 | -$161 | -$161 |
| 20000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2023-04-27 | 2023-06-22 | $18,937 | $19,321 | -$384 | -$384 |
| 10000. USA TREASURY NOTES 00.625% DUE 05/15/2030 | 2022-12-16 | 2023-06-22 | $8,032 | $8,123 | -$91 | -$91 |
| 5000. USA TREASURY NOTES 00.625% DUE 05/15/2030 | 2023-05-16 | 2023-06-22 | $4,016 | $4,117 | -$101 | -$101 |
| 20000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-05-16 | 2023-06-28 | $19,055 | $19,186 | -$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 | $1,078 | $1,050 | $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 | $20,000 | $19,937 | $63 | $63 |
| 25000. TORONTO-DOMINION BANK SEDOL 2KQBLX5 ISIN US89115A2K70 | 2023-01-03 | 2023-07-10 | $24,803 | $25,000 | -$197 | -$197 |
| 10000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2023-04-19 | 2023-07-11 | $9,406 | $9,591 | -$185 | -$185 |
| 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-05-16 | 2023-07-11 | $14,188 | $14,416 | -$228 | -$228 |
| 25000. ROYAL BANK OF CANADA SER GMTN SEDOL 2KQT645 ISIN US78016FZT47 | 2023-01-09 | 2023-07-13 | $24,761 | $24,993 | -$232 | -$232 |
| 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-03-31 | 2023-07-13 | $19,025 | $19,165 | -$140 | -$140 |
| 5000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-03-31 | 2023-07-13 | $4,756 | $4,791 | -$35 | -$35 |
| 20000. USA TREASURY NOTES 01.625% DUE 02/15/2026 | 2023-07-13 | 2023-07-17 | $18,630 | $18,657 | -$27 | -$27 |
| 20000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-03-31 | 2023-07-19 | $18,981 | $19,165 | -$184 | -$184 |
| 5000. USA TREASURY NOTES 01.625% DUE 02/15/2026 | 2023-07-13 | 2023-07-19 | $4,658 | $4,664 | -$6 | -$6 |
| 4800. VANGUARD LARGE CAP ETF | 2020-09-16 | 2023-07-19 | $1,000,912 | $762,324 | $238,588 | $238,588 |
| 25000. WEC ENERGY GROUP INC CALL 12/09/2025 UNS | 2023-04-04 | 2023-07-19 | $24,695 | $25,064 | -$369 | -$369 |
| 5000. USA TREASURY NOTES 02.375% DUE 04/30/2026 | 2023-07-19 | 2023-07-20 | $4,728 | $4,739 | -$11 | -$11 |
| 5000. USA TREASURY NTS 02.375% DUE 05/15/2029 | 2023-05-10 | 2023-07-28 | $4,546 | $4,710 | -$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 | $14,584 | $14,995 | -$411 | -$411 |
| 15000. METLIFE INC NOTES | 2023-05-22 | 2023-08-03 | $15,243 | $15,383 | -$140 | -$140 |
| 10000. SEMPRA ENERGY CALL 02/01/2029 UNSC | 2023-03-14 | 2023-08-03 | $9,123 | $9,103 | $20 | $20 |
| 15000. SEMPRA ENERGY CALL 02/01/2029 UNSC | 2022-03-21 | 2023-08-03 | $13,684 | $14,944 | -$1,260 | -$1,260 |
| 10000. AVALONBAY COMMUNITIES SER GMTN CALL 02/11/2026 | 2023-01-18 | 2023-08-04 | $9,439 | $9,479 | -$40 | -$40 |
| 10000. CVS HEALTH CORP CALL 11/30/2030 UNSC | 2023-05-30 | 2023-08-04 | $9,904 | $9,964 | -$60 | -$60 |
| 10000. US BANCORP CALL 10/21/2025 UNSC | 2023-03-21 | 2023-08-04 | $10,038 | $10,047 | -$9 | -$9 |
| 20000. USA TREASURY NOTES 01.125% DUE 02/15/2031 | 2021-08-26 | 2023-08-04 | $16,266 | $18,832 | -$2,566 | -$2,566 |
| 15000. DTE ENERGY CO CALL 05/01/2028 UNSC | 2023-05-08 | 2023-08-07 | $14,767 | $14,992 | -$225 | -$225 |
| 25000. NEXTERA ENERGY CAPITAL UNSC | 2023-02-22 | 2023-08-07 | $25,172 | $25,120 | $52 | $52 |
| 15000. USA TREASURY NTS 02.375% DUE 05/15/2029 | 2023-04-03 | 2023-08-07 | $13,626 | $14,079 | -$453 | -$453 |
| 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-03-31 | 2023-08-07 | $14,220 | $14,368 | -$148 | -$148 |
| 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-03-28 | 2023-08-08 | $9,567 | $9,581 | -$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 | $14,669 | $14,991 | -$322 | -$322 |
| 20000. CHARLES SCHWAB CORP CALL 04/13/2026 UNSC | 2023-04-18 | 2023-08-22 | $17,683 | $17,581 | $102 | $102 |
| 15000. USA TREASURY NOTES 02.250% DUE 11/15/2025 | 2023-04-18 | 2023-08-22 | $14,153 | $14,357 | -$204 | -$204 |
| 5000. USA TREASURY NOTES 02.375% DUE 04/30/2026 | 2023-07-19 | 2023-08-23 | $4,710 | $4,739 | -$29 | -$29 |
| 20000. MARRIOTT INTERNATIONAL CALL 03/15/2029 UNSC | 2023-03-23 | 2023-08-25 | $19,323 | $19,746 | -$423 | -$423 |
| 20000. USA TREASURY NOTES 02.875% DUE 05/15/2032 | 2023-06-28 | 2023-08-28 | $18,005 | $18,641 | -$636 | -$636 |
| 15000. VERIZON COMMUNICATIONS UNSC | 2022-12-09 | 2023-08-28 | $14,484 | $15,453 | -$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 | $19,152 | $19,126 | $26 | $26 |
| 15000. USA TREASURY NOTES 02.375% DUE 04/30/2026 | 2023-07-19 | 2023-09-05 | $14,134 | $14,217 | -$83 | -$83 |
| 15000. PFIZER INVESTMENT ENTER SEDOL ISIN US716973AC67 | 2023-05-16 | 2023-09-11 | $14,610 | $14,982 | -$372 | -$372 |
| 20000. JP MORGAN CHASE & CO CALL 10/01/24 @100 JR SUB | 2022-12-02 | 2023-09-14 | $19,875 | $19,542 | $333 | $333 |
| 15000. PHILLIPS 66 CALL 11/01/2027 UNSC | 2023-03-27 | 2023-09-15 | $14,757 | $14,965 | -$208 | -$208 |
| 25000. BANK OF MONTREAL SEDOL BRK0K53 ISIN US06 | 2023-06-05 | 2023-09-18 | $24,735 | $25,021 | -$286 | -$286 |
| 15000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-07-03 | 2023-09-18 | $14,380 | $14,297 | $83 | $83 |
| 15000. PIONEER NATURAL RESOURCE UNSC | 2023-03-27 | 2023-09-26 | $14,798 | $15,093 | -$295 | -$295 |
| 10000. PIONEER NATURAL RESOURCE UNSC | 2023-03-27 | 2023-09-27 | $9,880 | $9,995 | -$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 | $40,000 | $40,000 | ||
| 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2022-10-26 | 2023-10-02 | $9,590 | $9,430 | $160 | $160 |
| 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-07-03 | 2023-10-02 | $9,590 | $9,516 | $74 | $74 |
| 10000. KINDER MORGAN INC CALL 03/01/2033 UNSC | 2023-01-26 | 2023-10-10 | $9,155 | $9,968 | -$813 | -$813 |
| 5000. USA TREASURY NOTES 01.125% DUE 02/15/2031 | 2022-03-30 | 2023-10-10 | $3,936 | $4,509 | -$573 | -$573 |
| 10000. USA TREASURY NTS 02.375% DUE 05/15/2029 | 2023-04-03 | 2023-10-11 | $8,898 | $9,320 | -$422 | -$422 |
| 35000. VANGUARD VALUE ETF | 2019-06-19 | 2023-10-12 | $4,820,756 | $3,873,576 | $947,180 | $947,180 |
| 25000. ACTIVISION BLIZZARD CALL 03/15/2027 UNSC | 2022-11-02 | 2023-10-17 | $23,380 | $23,181 | $199 | $199 |
| 15000. MOHAWK INDUSTRIES INC CALL 08/18/2028 UN | 2023-09-11 | 2023-10-19 | $14,671 | $15,003 | -$332 | -$332 |
| 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 | 2022-12-12 | 2023-10-19 | $14,360 | $16,493 | -$2,133 | -$2,133 |
| 15000. USA TREASURY NOTE 04.500% DUE 02/15/2036 | 2023-05-01 | 2023-10-19 | $14,360 | $16,528 | -$2,168 | -$2,168 |
| 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2023-04-19 | 2023-10-19 | $13,733 | $14,387 | -$654 | -$654 |
| 40000. CAPITAL ONE FINANCIAL CO CALL 11/02/2026 UNSC | 2021-10-28 | 2023-10-27 | $34,371 | $40,000 | -$5,629 | -$5,629 |
| 25000. USA TREASURY NOTES 02.375% DUE 04/30/2026 | 2023-07-27 | 2023-10-27 | $23,535 | $23,572 | -$37 | -$37 |
| 15000. USA TREASURY NOTES 02.375% DUE 05/15/2027 | 2023-10-17 | 2023-10-27 | $13,819 | $13,736 | $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 | $1,409 | $1,389 | $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 | $9,260 | $9,562 | -$302 | -$302 |
| 25000. USA TREASURY NOTES 02.000% DUE 11/15/2026 | 2023-10-27 | 2023-11-01 | $23,019 | $22,995 | $24 | $24 |
| 15000. PFIZER INVESTMENT ENTER SEDOL ISIN US716973AC67 | 2023-05-16 | 2023-11-02 | $14,466 | $14,982 | -$516 | -$516 |
| 20000. AMERICAN HONDA FINANCE SER GMTN UNSC | 2023-10-02 | 2023-11-03 | $20,147 | $19,981 | $166 | $166 |
| 20000. USA TREASURY NOTES 02.375% DUE 04/30/2026 | 2023-09-18 | 2023-11-03 | $18,927 | $18,803 | $124 | $124 |
| 5000. USA TREASURY NOTES 02.000% DUE 11/15/2026 | 2023-10-27 | 2023-11-03 | $4,636 | $4,599 | $37 | $37 |
| 10000. USA TREASURY NOTES 03.125% DUE 05/15/2048 | 2021-05-21 | 2023-11-06 | $7,351 | $11,602 | -$4,251 | -$4,251 |
| 15000. USA TREASURY NTS 02.375% DUE 05/15/2029 | 2023-03-21 | 2023-11-06 | $13,361 | $13,905 | -$544 | -$544 |
| 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-10-31 | 2023-11-06 | $9,640 | $9,620 | $20 | $20 |
| 10000. USA TREASURY NOTES 02.875% DUE 05/15/2032 | 2023-07-27 | 2023-11-06 | $8,756 | $9,144 | -$388 | -$388 |
| 15000. USA TREASURY NOTES 02.875% DUE 05/15/2028 | 2023-05-30 | 2023-11-07 | $13,969 | $14,343 | -$374 | -$374 |
| 10000. WALT DISNEY COMPANY/THE COGT | 2022-12-09 | 2023-11-08 | $10,861 | $11,687 | -$826 | -$826 |
| 10000. USA TREASURY NOTES 02.000% DUE 11/15/2026 | 2023-10-27 | 2023-11-13 | $9,229 | $9,198 | $31 | $31 |
| 20000. VERIZON COMMUNICATIONS CALL 02/09/2033 UNSC | 2023-05-05 | 2023-11-20 | $19,378 | $19,967 | -$589 | -$589 |
| 15000. PACIFICORP CALL 11/15/2053 MORT | 2023-05-15 | 2023-11-27 | $12,878 | $14,993 | -$2,115 | -$2,115 |
| 25000. BANK OF NOVA SCOTIA SEDOL 2K8ZBQ8 ISIN US06418GAD97 | 2023-06-05 | 2023-11-29 | $24,886 | $24,958 | -$72 | -$72 |
| 20000. PACCAR FINANCIAL CORP UNSC | 2023-11-03 | 2023-11-29 | $20,253 | $19,985 | $268 | $268 |
| 25000. USA TREASURY NOTES 02.000% DUE 11/15/2026 | 2023-09-28 | 2023-11-29 | $23,365 | $23,261 | $104 | $104 |
| 20000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2023-10-31 | 2023-11-29 | $19,342 | $19,239 | $103 | $103 |
| 5000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2022-11-01 | 2023-11-29 | $4,836 | $4,711 | $125 | $125 |
| 15000. APPLE INC CALL 02/08/2052 UNSC | 2022-12-09 | 2023-11-30 | $12,454 | $13,810 | -$1,356 | -$1,356 |
| 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 | $14,860 | $14,991 | -$131 | -$131 |
| 10000. VISA INC CALL 06/14/2035 @ 100.000 UNSC | 2022-12-13 | 2023-11-30 | $9,412 | $9,861 | -$449 | -$449 |
| 25000. KEYCORP SER MTN UNSC | 2023-03-22 | 2023-12-01 | $22,765 | $22,499 | $266 | $266 |
| 10000. BANK OF MONTREAL SEDOL BKPJSS5 ISIN US06368LWT96 | 2023-09-18 | 2023-12-05 | $10,095 | $10,000 | $95 | $95 |
| 25000. BANK OF MONTREAL SEDOL BKPJSS5 ISIN US06368LWT96 | 2023-09-18 | 2023-12-05 | $25,219 | $25,000 | $219 | $219 |
| 10000. ROYAL BANK OF CANADA SER GMTN SEDOL 2LDD6M5 ISIN US78016FZZ07 | 2023-07-13 | 2023-12-05 | $10,008 | $9,999 | $9 | $9 |
| 15000. ROYAL BANK OF CANADA SER GMTN SEDOL 2LDD6M5 ISIN US78016FZZ07 | 2023-07-13 | 2023-12-05 | $15,023 | $14,998 | $25 | $25 |
| 5000. SAN DIEGO G & E CALL 07/15/2028 MORT | 2023-08-07 | 2023-12-06 | $5,026 | $4,979 | $47 | $47 |
| 10000. SAN DIEGO G & E CALL 07/15/2028 MORT | 2023-08-07 | 2023-12-06 | $10,053 | $9,957 | $96 | $96 |
| 10000. USA TREASURY NOTES 01.500% DUE 10/31/2024 | 2022-11-01 | 2023-12-13 | $9,687 | $9,423 | $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 |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Capital Gain Net Income | $1,110,438 | CapitalGainNetIncomeAmt |
Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Investment Income Excise Tax | $32,613 | InvestmentIncomeExciseTaxAmt |
| Tax Under Section511 | $0 | TaxUnderSection511Amt |
| Subtotal | $32,613 | SubtotalAmt |
| Subtitle A Tax | $0 | SubtitleATaxAmt |
| Tax Based On Investment Income | $32,613 | TaxBasedOnInvestmentIncomeAmt |
| Estimated Plus Ovpmt Incm Tx | $16,812 | EstimatedPlusOvpmtIncmTxAmt |
| Exempt Frgn Org Tax Wthld At Srce | $0 | ExemptFrgnOrgTaxWthldAtSrceAmt |
| Extsn Request Income Tax Paid | $0 | ExtsnRequestIncomeTaxPaidAmt |
| Total Payments And Credits | $16,812 | TotalPaymentsAndCreditsAmt |
| Form2220 Attached | Yes (X) | Form2220AttachedInd |
| Es Penalty | $0 | EsPenaltyAmt |
| Tax Due | $15,801 | TaxDueAmt |
| Applied To ES Tax | $0 | AppliedToESTaxAmt |
| Refund | $0 | RefundAmt |
Statements Regarding Acty StatementsRegardingActyGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Legislative Political Acty | false | LegislativePoliticalActyInd |
| More Than100 Spent | false | MoreThan100SpentInd |
| Form1120 POL Filed | false | Form1120POLFiledInd |
| Activities Not Previously Rpt | false | ActivitiesNotPreviouslyRptInd |
| Changes To Articles Or Bylaws | false | ChangesToArticlesOrBylawsInd |
| Unrelated Bus Incm Over Limit | Yes (true) | UnrelatedBusIncmOverLimitInd |
| Form990 T Filed | Yes (true) | Form990TFiledInd |
| Organization Dissolved Etc | false | OrganizationDissolvedEtcInd |
| Section508e Rqr Satisfied | Yes (true) | Section508eRqrSatisfiedInd |
| At Least5000 In Assets | Yes (true) | AtLeast5000InAssetsInd |
| Org Report Or Register State | NJ | OrgReportOrRegisterStateCd |
| Form990 PF Filed With Atty Gen | false | Form990PFFiledWithAttyGenInd |
| Private Operating Foundation | false | PrivateOperatingFoundationInd |
| New Substantial Contributors | false | NewSubstantialContributorsInd |
| Own Controlled Entity | Yes (true) | OwnControlledEntityInd |
| Donor Advised Fund | false | DonorAdvisedFundInd |
| Comply With Public Insp Rqr | Yes (true) | ComplyWithPublicInspRqrInd |
Persons With Books Name PersonsWithBooksName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | PNC BANK NA | BusinessNameLine1Txt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Phone | 9084292381 | PhoneNum |
Location Of Books US Address LocationOfBooksUSAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 116 ALLEGHENY CENTER MALL | AddressLine1Txt |
| City | PITTSBURGH | CityNm |
| State Abbreviation | PA | StateAbbreviationCd |
| ZIP | 15212 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Foreign Accounts Question | false | ForeignAccountsQuestionInd |
Statements Regarding Acty4720 StatementsRegardingActy4720Grp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Sale Or Exch Disqualified Prsn | false | SaleOrExchDisqualifiedPrsnInd |
| Brrw Or Lend Disqualified Prsn | false | BrrwOrLendDisqualifiedPrsnInd |
| Furn Goods Disqualified Prsn | false | FurnGoodsDisqualifiedPrsnInd |
| Pay Comp Disqualified Prsn | Yes (true) | PayCompDisqualifiedPrsnInd |
| Transfer Ast Disqualified Prsn | false | TransferAstDisqualifiedPrsnInd |
| Payment To Government Official | false | PaymentToGovernmentOfficialInd |
| Acts Fail To Qlfy As Exceptions | false | ActsFailToQlfyAsExceptionsInd |
| Uncorrected Prior Acts | false | UncorrectedPriorActsInd |
| Undistributed Income PY | false | UndistributedIncomePYInd |
| Business Holdings | Yes (true) | BusinessHoldingsInd |
| Excess Business Holdings | false | ExcessBusinessHoldingsInd |
| Jeopardy Investments | false | JeopardyInvestmentsInd |
| Uncorrected PY Jeopardy Invst | false | UncorrectedPYJeopardyInvstInd |
| Influence Legislation | false | InfluenceLegislationInd |
| Influence Election | false | InfluenceElectionInd |
| Grants To Individuals | false | GrantsToIndividualsInd |
| Grants To Organizations | false | GrantsToOrganizationsInd |
| Noncharitable Purpose | false | NoncharitablePurposeInd |
| Rcv Fnds To Pay Prsnl Bnft Cntrct | false | RcvFndsToPayPrsnlBnftCntrctInd |
| Pay Premiums Prsnl Bnft Cntrct | false | PayPremiumsPrsnlBnftCntrctInd |
| Prohibited Tax Shelter Trans | false | ProhibitedTaxShelterTransInd |
| Subj To Tax Rmnrtn Ex Prcht Pymt | false | SubjToTaxRmnrtnExPrchtPymtInd |
Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp
Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp (4 entries)
| Address Line1USAddress/AddressLine1Txt | CityUSAddress/CityNm | State AbbreviationUSAddress/StateAbbreviationCd | ZIPUSAddress/ZIPCd | TitleTitleTxt | Average Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRt | CompensationCompensationAmt |
|---|---|---|---|---|---|---|
| ANN TERRY | ||||||
| 114 EAST G ST | BRUNSWICK | MD | 21716 | TRUSTEE | 1 | $20,000 |
| BENSON J CHAPMAN | ||||||
| 114 EAST G ST | BRUNSWICK | MD | 21716 | TRUSTEE | 1 | $20,000 |
| JACK E MCCLOW | ||||||
| 114 EAST G ST | BRUNSWICK | MD | 21716 | TRUSTEE | 1 | $20,000 |
| STEVEN P CHAPMAN | ||||||
| 114 EAST G ST | BRUNSWICK | MD | 21716 | TRUSTEE | 1 | $20,000 |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Comp Of Hghst Pd Empl Or NONE | NONE | CompOfHghstPdEmplOrNONETxt |
| Other Employee Paid Over50k | 0 | OtherEmployeePaidOver50kCnt |
Compensation Of Hghst Pd Cntrct CompensationOfHghstPdCntrctGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Person | PNC BANK N A AS AGENT FOR TRUSTEE | PersonNm |
US Address USAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 116 ALLEGHENY CENTER MALL | AddressLine1Txt |
| City | PITTSBURGH | CityNm |
| State Abbreviation | PA | StateAbbreviationCd |
| ZIP | 15212 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Service Type | CUSTODIAN/ INV MGMT | ServiceTypeTxt |
| Compensation | $162,964 | CompensationAmt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Contractor Paid Over50k | 0 | ContractorPaidOver50kCnt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Summary Of Direct Chrtbl Acty | SummaryOfDirectChrtblActyGrp | |
| Sum Of Program Related Invst | SumOfProgramRelatedInvstGrp |
Minimum Investment Return MinimumInvestmentReturnGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Average Monthly FMV Of Sec | $60,301,042 | AverageMonthlyFMVOfSecAmt |
| Average Monthly Cash Balances | $0 | AverageMonthlyCashBalancesAmt |
| FMV All Other Noncharitable Ast | $17,876,000 | FMVAllOtherNoncharitableAstAmt |
| Total FMV Of Unused Assets | $78,177,042 | TotalFMVOfUnusedAssetsAmt |
| Reduction Claimed | $0 | ReductionClaimedAmt |
| Acquisition Indebtedness | $0 | AcquisitionIndebtednessAmt |
| Adjusted Total FMV Of Unused Ast | $78,177,042 | AdjustedTotalFMVOfUnusedAstAmt |
| Cash Deemed Charitable | $1,172,656 | CashDeemedCharitableAmt |
| Net Vl Noncharitable Assets | $77,004,386 | NetVlNoncharitableAssetsAmt |
| Minimum Investment Return | $3,850,219 | MinimumInvestmentReturnAmt |
Distributable Amount DistributableAmountGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Minimum Investment Return | $3,850,219 | MinimumInvestmentReturnAmt |
| Tax Based On Investment Income | $32,613 | TaxBasedOnInvestmentIncomeAmt |
| Total Tax | $32,613 | TotalTaxAmt |
| Distributable Before Adj | $3,817,606 | DistributableBeforeAdjAmt |
| Recoveries Qualfied Distri | $0 | RecoveriesQualfiedDistriAmt |
| Distributable Before Ded | $3,817,606 | DistributableBeforeDedAmt |
| Deduction From Distributable | $0 | DeductionFromDistributableAmt |
| Distributable As Adjusted | $3,817,606 | DistributableAsAdjustedAmt |
PF Qualifying Distributions PFQualifyingDistributionsGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Expenses And Contributions | $4,709,692 | ExpensesAndContributionsAmt |
| Program Related Invst Total | $0 | ProgramRelatedInvstTotalAmt |
| Charitable Assets Acquis Paid | $0 | CharitableAssetsAcquisPaidAmt |
| Set Aside Suitability Test | $0 | SetAsideSuitabilityTestAmt |
| Set Aside Cash Distri Test | $0 | SetAsideCashDistriTestAmt |
| Qualifying Distributions | $4,709,692 | QualifyingDistributionsAmt |
Undistributed Income UndistributedIncomeGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Distributable As Adjusted | $3,817,606 | DistributableAsAdjustedAmt |
| Undistributed Income PY | $4,567,704 | UndistributedIncomePYAmt |
| Total For Prior Years | $0 | TotalForPriorYearsAmt |
| Excess Distribution Cyov Yr5 | $0 | ExcessDistributionCyovYr5Amt |
| Excess Distribution Cyov Yr4 | $0 | ExcessDistributionCyovYr4Amt |
| Excess Distribution Cyov Yr3 | $0 | ExcessDistributionCyovYr3Amt |
| Excess Distribution Cyov Yr2 | $0 | ExcessDistributionCyovYr2Amt |
| Excess Distribution Cyov Yr1 | $0 | ExcessDistributionCyovYr1Amt |
| Total Excess Distribution Cyov | $0 | TotalExcessDistributionCyovAmt |
| Qualifying Distributions | $4,709,692 | QualifyingDistributionsAmt |
| Applied To Year1 | $4,567,704 | AppliedToYear1Amt |
| Applied To Prior Years | $0 | AppliedToPriorYearsAmt |
| Treated As Distri From Corpus | $0 | TreatedAsDistriFromCorpusAmt |
| Applied To Current Year | $141,988 | AppliedToCurrentYearAmt |
| Remaining Distri From Corpus | $0 | RemainingDistriFromCorpusAmt |
| Excess Distri Cyov App CY Corpus | $0 | ExcessDistriCyovAppCYCorpusAmt |
| Excess Distribution Cyov App CY | $0 | ExcessDistributionCyovAppCYAmt |
| Total Corpus | $0 | TotalCorpusAmt |
| Prior Year Undistributed Incm | $0 | PriorYearUndistributedIncmAmt |
| Prior Year Deficiency Or Tax | $0 | PriorYearDeficiencyOrTaxAmt |
| Taxable1 | $0 | Taxable1Amt |
| Taxable2 | $0 | Taxable2Amt |
| Undistributed Income CY | $3,675,618 | UndistributedIncomeCYAmt |
| Corpus Distri170b1 E Or4942g3 | $0 | CorpusDistri170b1EOr4942g3Amt |
| Excess Distri Cyov From Yr5 | $0 | ExcessDistriCyovFromYr5Amt |
| Excess Distri Cyov To Next Yr | $0 | ExcessDistriCyovToNextYrAmt |
| Excess From Year4 | $0 | ExcessFromYear4Amt |
| Excess From Year3 | $0 | ExcessFromYear3Amt |
| Excess From Year2 | $0 | ExcessFromYear2Amt |
| Excess From Year1 | $0 | ExcessFromYear1Amt |
| Excess From Current Year | $0 | ExcessFromCurrentYearAmt |
Supplementary Information SupplementaryInformationGrp
Application Submission Info ApplicationSubmissionInfoGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Recipient Person | BEN CHAPMAN | RecipientPersonNm |
Recipient US Address RecipientUSAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 114 EAST G STREET | AddressLine1Txt |
| City | BRUNSWICK | CityNm |
| State Abbreviation | MD | StateAbbreviationCd |
| ZIP | 21716 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Recipient Phone | 9739431410 | RecipientPhoneNum |
| Form And Info And Materials | 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 | FormAndInfoAndMaterialsTxt |
| Submission Deadlines | DECEMBER 1ST | SubmissionDeadlinesTxt |
| Restrictions On Awards | THE ORGANIZATION MUST BE AN IRS 501(c)(3) TAX-EXEMPT ORGANIZATION | RestrictionsOnAwardsTxt |
Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (99 entries)
| Business Name Line2RecipientBusinessName/BusinessNameLine2Txt | Address Line1RecipientUSAddress/AddressLine1Txt | CityRecipientUSAddress/CityNm | State AbbreviationRecipientUSAddress/StateAbbreviationCd | ZIPRecipientUSAddress/ZIPCd | Recipient RelationshipRecipientRelationshipTxt | Recipient Foundation StatusRecipientFoundationStatusTxt | Grant Or Contribution PurposeGrantOrContributionPurposeTxt | AmtAmt |
|---|---|---|---|---|---|---|---|---|
| ADIRONDACK NORTH COUNTRY | ||||||||
| ASSOCIATION INC | 67 MAIN STREET | SARANAC LAKE | NY | 12983 | NONE | PC | GENERAL SUPPORT | $40,000 |
| AMERICAN FRIENDS SERVICE COMMITTEE | ||||||||
| 1501 CHERRY STREET | PHILADELPHIA | PA | 19103 | NONE | PC | GENERAL SUPPORT | $15,000 | |
| AMERICAN LIVER FOUNDATION | ||||||||
| 188 NEEDHAM STREET - SUITE 240 | NEWTON | MA | 02464 | NONE | PC | GENERAL SUPPORT | $30,000 | |
| AMERICANS FOR OXFORD INC | ||||||||
| 500 FITH AVENUE - 32ND FLOOR | NEW YORK | NY | 10110 | NONE | PC | GENERAL SUPPORT | $10,000 | |
| CAMBRIDGE IN AMERICA | ||||||||
| 292 MADISON AVENUE - 8TH FLOOR | NEW YORK | NY | 10013 | NONE | PC | GENERAL SUPPORT | $35,000 | |
| CAPITAL CARING | ||||||||
| 2900 TELESTAR COURT | FALLS CHURCH | VA | 22042 | NONE | PC | GENERAL SUPPORT | $40,000 | |
| DOCTORS WITHOUT BORDERS USA INC | ||||||||
| P O BOX 5023 | HAGERSTOWN | MD | 21741 | NONE | PC | GENERAL SUPPORT | $300,000 | |
| DU CRET SCHOOL OF THE ARTS | ||||||||
| 1030 CENTRAL AVENUE | PLAINFIELD | NJ | 07060 | NONE | PC | GENERAL SUPPORT | $30,000 | |
| FAITH BAPTIST CHURCH | ||||||||
| 2212 JEFFERSON PIKE | KNOXVILLE | MD | 21758 | NONE | PC | GENERAL SUPPORT | $50,000 | |
| HIGH PEAKS HOSPICE & PALLIATIVE | ||||||||
| CARE INC | P O BOX 192 - 4322 MAIN STREET | MINEVILLE | NY | 12956 | NONE | PC | GENERAL SUPPORT | $30,000 |
| HISTORICAL SOCIETY OF PLAINFIELD | ||||||||
| 602 WEST FRONT STREET | PLAINFIELD | NJ | 07060 | NONE | PC | GENERAL SUPPORT | $10,000 | |
| INSTITUTE FOR ADVANCED STUDIES | ||||||||
| ONE EINSTEIN DRIVE | PRINCETON | NJ | 08540 | NONE | PC | GENERAL SUPPORT | $10,000 | |
| INSTITUTE FOR JUSTICE | ||||||||
| 901 N GLEBE ROAD - SUITE 900 | ARLINGTON | VA | 22203 | NONE | PC | GENERAL SUPPORT | $20,000 | |
| KING'S DAUGHTERS DAY SCHOOL | ||||||||
| 502 W FRONT STREET | PLAINFIELD | NJ | 07060 | NONE | PC | GENERAL SUPPORT | $20,000 | |
| LAFAYETTE COLLEGE | ||||||||
| 730 HIGH STREET | EASTON | PA | 18042 | NONE | PC | GENERAL SUPPORT | $125,000 | |
| LAKE PLACID PUBLIC LIBRARY | ||||||||
| 2471 MAIN STREET | LAKE PLACID | NY | 12946 | NONE | PC | GENERAL SUPPORT | $20,000 | |
| LAKE PLACID VOLUNTEER FIRE | ||||||||
| DEPARTMENT | P O BOX 569 | LAKE PLACID | NY | 12946 | NONE | PC | GENERAL SUPPORT | $20,000 |
| MARQUAND PARK FOUNDATION | ||||||||
| 38 CARNAHAN PLACE | PRINCETON | NJ | 08540 | NONE | PC | GENERAL SUPPORT | $10,000 | |
| MERCY CARE OF THE ADIRONDACKS | ||||||||
| 185 OLD MILITARY ROAD | LAKE PLACID | NY | 12946 | NONE | PC | GENERAL SUPPORT | $45,000 | |
| MERCY CORPS | ||||||||
| P O BOX 2669 | PORTLAND | OR | 97208 | NONE | PC | GENERAL SUPPORT | $40,000 | |
| MUHLENBURG FOUNDATION INC | ||||||||
| 80 JAMES STREET | EDISON | NJ | 08820 | NONE | PC | GENERAL SUPPORT | $30,000 | |
| MYASTHENIA GRAVIS FOUNDATION | ||||||||
| OF AMERICA INC | 355 LEXINGTON AVENUE - 15TNNNNNH FL | NEW YORK | NY | 10017 | NONE | PC | GENERAL SUPPORT | $20,000 |
| NATIONAL KIDNEY FOUNDATION OF | ||||||||
| NEW YORK/NEW JERSEY INC | 30 EAST 33RD STREET - THIRD FLOOR | NEW YORK | NY | 10016 | NONE | PC | GENERAL SUPPORT | $50,000 |
| NEW YORK YOUTH SYMPHONY | ||||||||
| ORCHESTRA INC | 110 WEST 40TH STREET | NEW YORK | NY | 10018 | NONE | PC | GENERAL SUPPORT | $170,000 |
| NORTH COUNTRY LIFE FLIGHT INC | ||||||||
| P O BOX 994 | SARANAC LAKE | NY | 12983 | NONE | PC | GENERAL SUPPORT | $10,000 | |
| NORTH COUNTRY PUBLIC RADIO | ||||||||
| 80 EAST MAIN ST | CANTON | NY | 13617 | NONE | PC | GENERAL SUPPORT | $35,000 | |
| PAUL SMITHS COLLEGE | ||||||||
| P O BOX 265 | PAUL SMITH | NY | 12970 | NONE | PC | GENERAL SUPPORT | $60,000 | |
| PLANNED PARENTHOOD ASSOCIATION OF | ||||||||
| THE MERCER AREA INC | 437 EAST STATE STREET | TRENTON | NJ | 08608 | NONE | PC | GENERAL SUPPORT | $100,000 |
| SUBURBAN HOSPITAL INCORPORATED | ||||||||
| 8600 OLD GEORGETOWN ROAD | BETHESDA | MD | 20814 | NONE | PC | GENERAL SUPPORT | $100,000 | |
| THE BLACK STUDENT FUND | ||||||||
| 3636 16TH STREET NW - FOURTH FLOOR | WASHINGTON | DC | 20010 | NONE | PC | GENERAL SUPPORT | $50,000 | |
| THE CAIUS FOUNDATION | ||||||||
| TWO COMMERCE SQUARE - SUITE 3810 | PHILADELPHIA | PA | 19103 | NONE | PC | GENERAL SUPPORT | $25,000 | |
| THE PLAINFIELD SYMPHONY | ||||||||
| P O BOX 5093 | PLAINFIELD | NJ | 07061 | NONE | PC | GENERAL SUPPORT | $25,000 | |
| THE SALVATION ARMY | ||||||||
| PO BOX 1221 | PLAINFIELD | NJ | 07060 | NONE | PC | GENERAL SUPPORT | $40,000 | |
| THE SALVATION ARMY NAT CAP AREA | ||||||||
| 2626 PENNSYLVANIA AVENUE NW | WASHINGTON | DC | 20037 | NONE | PC | GENERAL SUPPORT | $75,000 | |
| THE SEEING EYE INC | ||||||||
| P O BOX 375 | MORRISTOWN | NJ | 07963 | NONE | PC | GENERAL SUPPORT | $50,000 | |
| THE WILD CENTER | ||||||||
| 14 MUSEUM DRIVE | TUPPER LAKE | NY | 12986 | NONE | PC | GENERAL SUPPORT | $10,000 | |
| TRUDEAU INSTITUTE INC | ||||||||
| 154 ALGONQUIN AVENUE | SARANAC LAKE | NY | 12983 | NONE | PC | GENERAL SUPPORT | $60,000 | |
| UNITED NEGRO COLLEGE FUND INC | ||||||||
| 1805 7TH STREET NW | WASHINGTON | DC | 20001 | NONE | PC | GENERAL SUPPORT | $75,000 | |
| AMERICAN COMMITTEE FOR THE | ||||||||
| WEIZMANN INSTITUTE OF SCIENCE | 633 3RD AVENUE 20TH FLOOR | NEW YORK | NY | 100178156 | NONE | PC | GENERAL SUPPORT | $50,000 |
| WESLEY HOUSING | ||||||||
| 5515 CHEROKEE AVENUE | ALEXANDRIA | VA | 22312 | NONE | PC | GENERAL OPERATING FUND | $25,000 | |
| SMITH CENTER FOR HEALING AND THE ARTS | ||||||||
| 1632 U STREET NW | WASHINGTON | DC | 20009 | NONE | PC | GENERAL OPERATING FUND | $20,000 | |
| THE PRINCETON EINSTEIN MUSEUM OF SCIENCE | ||||||||
| 112 MERCER STREET | PRINCETON | NJ | 07302 | NONE | PC | GENERAL OPERATING FUND | $9,000 | |
| PRESCHOOL ADVANTAGE INC | ||||||||
| 25 LINDSLEY DRIVE | MORRISTOWN | NJ | 07960 | NONE | PC | GENERAL OPERATING FUND | $100,000 | |
| NJ PBS | ||||||||
| PO BOX 5776 | ENGLEWOOD | NJ | 07631 | NONE | PC | GENERAL OPERATING FUND | $15,000 | |
| WASHINGTON DC POLICE FOUNDATION | ||||||||
| 1156 15TH ST NW 600 | WASHINGTON | DC | 20005 | NONE | PC | GENERAL SUPPORT | $20,000 | |
| MEMORIAL SLOAN KETTERING CANCER | ||||||||
| CENTER | 1275 YORK AVENUE | NEW YORK | NY | 10065 | NONE | PC | GENERAL SUPPORT | $50,000 |
| NATIONAL MULTIPLE SCHLEROSIS SOCIETY | ||||||||
| 1501 REEDSDALE ST SUITE 105 | PITTSBURGH | PA | 15233 | NONE | PC | GENERAL SUPPORT | $10,000 | |
| NEW YORK PUBLIC RADIO WQXR | ||||||||
| 160 VARICK STREET | NEW YORK | NY | 10013 | NONE | PC | GENERAL OPERATING FUND | $20,000 | |
| WORLD FOOD PROGRAM USA | ||||||||
| 1725 EYE STREET NW | WASHINGTON | DC | 20006 | NONE | PC | GENERAL OPERATING FUND | $650,000 | |
| WILDERNESS LEADERSHIP & LEARNING INC | ||||||||
| 1758 PARK ROAD NW | WASHINGTON | DC | 20010 | NONE | PC | GENERAL OPERATING FUND | $10,000 | |
| PROJECT ROZANNA USA INC | ||||||||
| 17 STATE STREET SUITE 4000 | NEW YORK | NY | 10004 | NONE | PC | GENERAL SUPPORT | $15,000 | |
| HABITAT FOR HUMANITY INTL INC | ||||||||
| 230 ELLICOTT STREET | BATAVIA | NY | 14020 | NONE | PC | GENERAL OPERATING FUND | $50,000 | |
| KALEIDA HEALTH FOUNDATION | ||||||||
| 726 EXCHANGE STREET | BUFFALO | NY | 14210 | NONE | PC | GENERAL OPERATING FUND | $30,000 | |
| WANADA AUTOMOBILE DEALER | ||||||||
| 5301 WISCONSIN AVE NW 210 | WASHINGTON | DC | 20015 | NONE | PC | GENERAL SUPPORT | $25,000 | |
| CHILTON MEDICAL CENTER FDN | ||||||||
| 97 WEST PKWY | POMPTON PLAINS | NJ | 07444 | NONE | PC | GENERAL SUPPORT | $25,000 | |
| JEWISH FEDERATION OF NORTHERN NJ | ||||||||
| 50 EISENHOWER DRIVE | PARAMUS | NJ | 07652 | NONE | PC | GENERAL OPERATING FUND | $35,000 | |
| FRIENDS OF LAFAYETTE HOUSE | ||||||||
| 413 LAFAYETTE ROAD | PORTSMOUTH | NH | 03802 | NONE | PC | GENERAL SUPPORT | $20,000 | |
| MONTGOMERY AND PRINCE GEORGES | ||||||||
| 10450 LOTTSFORD RD SUITE 262 | BOWIE | MD | 20721 | NONE | PC | GENERAL SUPPORT | $40,000 | |
| FAIRLEIGH DICKINSON UNIVERSITY | ||||||||
| 1000 RIVER ROAD | TEANECK | NJ | 076661914 | NONE | PC | GENERAL OPERATING FUND | $50,000 | |
| THE ARC OF ESSEX COUNTY INC | ||||||||
| 123 NAYLON AVENUE | LIVINGSTON | NJ | 07039 | NONE | PC | GENERAL OPERATING FUND | $14,000 | |
| JEWISH FAMILY & CHILDRENS SERVICE | ||||||||
| 705 SUMMERFIELD AVENUE | ASBURY PARK | NJ | 07712 | NONE | PC | GENERAL OPERATING FUND | $60,000 | |
| HAWAII COMMUNITY FDN | ||||||||
| 827 FORT STREET | Honolulu | HI | 96813 | NONE | PC | GENERAL OPERATING | $25,000 | |
| CLIFTON EDUCATION FOUNDATION | ||||||||
| PO BOX 2071 | CLIFTON | NJ | 07015 | NONE | PC | GENERAL OPERATING FUND | $23,500 | |
| UNITED UKRAINIAN AMERICAN RELIEF | ||||||||
| 1206 COTTMAN AVENUE | PHILADELPHIA | PA | 19111 | NONE | PC | GENERAL OPERATING FUND | $100,000 | |
| ST HUBERTS | ||||||||
| 575 WOODLAND AVE | Madison | NJ | 07940 | NONE | PC | GENERAL OPERATING | $1,000 | |
| BROOKLYN PUBLIC LIBRARY | ||||||||
| 9 ADAMS STREET | BROOKLYN | NY | 11201 | NONE | PC | GENERAL SUPPORT | $50,000 | |
| WNET | ||||||||
| 825 8TH AVENUE FLOOR 14 | NEW YORK | NY | 10019 | NONE | PC | GENERAL OPERATING FUND | $75,000 | |
| PLAN INTERNATIONAL USA | ||||||||
| 2300 N STREET NW SUITE 350 | WASHINGTON | DC | 20037 | NONE | PC | GENERAL SUPPORT | $30,000 | |
| PROSPECT PARK ALLIANCE | ||||||||
| 95 PROSPECT PARK WEST | BROOKLYN | NY | 11215 | NONE | PC | GENERAL SUPPORT | $75,000 | |
| RIDGEWOOD SYMPHONY ORCHESTRA | ||||||||
| PO BOX 176 | RIDGEWOOD | NJ | 07451 | NONE | PC | GENERAL SUPPORT | $15,000 | |
| SHES THE FIRST | ||||||||
| 590 AVENUE OF THE AMERICAS 8TH FLOO | NEW YORK | NY | 10011 | NONE | PC | GENERAL SUPPORT | $25,000 | |
| SISTERS OF MERCY AT MCAULEY HALL | ||||||||
| 8403 COLESVILLE RD | SILVER SPRING | MD | 20910 | NONE | PC | GENERAL SUPPORT | $35,000 | |
| FOSTER & ADOPTIVE CARE COALITION | ||||||||
| 1750 SOUTH BRENTWOOD BOULEVARD | ST LOUIS | MO | 63144 | NONE | PC | GENERAL OPERATING FUND | $25,000 | |
| THE DWELLING PLACE INC | ||||||||
| 19632 CLUB HOUSE ROAD | Montgomery Village | MD | 20886 | NONE | PC | GENERAL OPERATING | $20,000 | |
| WHY HUNGER | ||||||||
| 505 EIGHTH AVENUE SUITE 1212 | New York | NY | 10018 | NONE | PC | GENERAL OPERATING | $50,000 | |
| THE CHILDRENS INN AT NIH | ||||||||
| 7 WEST DR | Bethesda | MD | 20814 | NONE | PC | GENERAL OPERATNG | $30,000 | |
| TRUST FOR THE NATIONAL MALL | ||||||||
| 1730 PENNSYLVANIA AVENUE NW | Washington | DC | 20006 | NONE | PC | GENERAL OPERATING | $10,000 | |
| TEACH FOR AMERICA | ||||||||
| 315 WEST 36TH STREET | New York | NY | 10018 | NONE | PC | GENERAL OPERATING | $25,000 | |
| PARALYZED VETERANS OF AMERICA | ||||||||
| 245 W HOUSTON ST | New York | NY | 10014 | NONE | PC | GENERAL OPERATING | $25,000 | |
| MARYLAND PUBLIC TV | ||||||||
| 11767 OWINGS MILLS BLVD | Owings Mills | MD | 21117 | NONE | PC | GENERAL OPERATING | $25,000 | |
| SHELTER BOX US | ||||||||
| PO BOX 5055 | Santa Barbara | CA | 93150 | NONE | PC | GENERAL OPERATING | $10,000 | |
| PLANNED PARENTHOOD FEDERATION | ||||||||
| 123 WILLIAM STREET NEW YORK | New York | NY | 10038 | NONE | PC | GENERAL OPERATING | $150,000 | |
| PRINCETON FIRST AID SQUAD | ||||||||
| 2 MT LUCAS RD | Princeton | NJ | 08540 | NONE | PC | GENERAL OPERATING | $10,000 | |
| POPLAR SPRING ANIMAL SANCTUARY | ||||||||
| 15200 MOUNT NEBO RD | Poolesville | MD | 20837 | NONE | PC | GENERAL OPERATING | $25,000 | |
| HERO DOGS INC | ||||||||
| PO BOX 64 | Brookeville | MD | 20833 | NONE | PC | GENERAL OPERATING | $25,000 | |
| KENNEDY KRIEGER INSTITUTE | ||||||||
| 1741 ASHLAND AVE | Baltimore | MD | 21205 | NONE | PC | GENERAL OPERATING | $25,000 | |
| FOOD AND FRIENDS | ||||||||
| 219 RIGGS ROAD NE | Washington | DC | 20011 | NONE | PC | GENERAL OPERATING | $50,000 | |
| ENVIRONMENTAL DEFENSE FUND | ||||||||
| 555 12TH ST | Washington | DC | 20004 | NONE | PC | GENERAL OPERATING | $50,000 | |
| RAINBOW PLACE SHELTER FOR HOMELESS | ||||||||
| WOMEN INC | 215 W MONTGOMERY AVENUE | ROCKVILLE | MD | 20850 | NONE | PC | GENERAL OPERATING FUND | $25,000 |
| COLUMBIA ASSOCIATION INC | ||||||||
| 6310 HILLSIDE CT | COLUMBIA | MD | 21046 | NONE | PC | GENERAL OPERATING FUND | $25,000 | |
| SECOND CHANCE WILDLIFE CENTER INC | ||||||||
| 7101 BARCELLONA DRIVE | GAITHERSBURG | MD | 20879 | NONE | PC | GENERAL OPERATING FUND | $10,000 | |
| WHITMAN-WALKER FOUNDATION | ||||||||
| 1377 R ST NW SUITE 200 | WASHINGTON | DC | 20009 | NONE | PC | GENERAL SUPPORT | $75,000 | |
| CURED | ||||||||
| PO BOX 32 | LINCOLNSHIRE | IL | 60069 | NONE | PC | GENERAL OPERATING | $25,000 | |
| PETTI JOHN SANCTUARY | ||||||||
| PO BOX 445 | FOREST LAKE | MN | 55025 | NONE | PC | GENERAL OPERATING | $30,000 | |
| ALS ASSOC GREATER NY CHAPTER | ||||||||
| 42 BROADWAY SUITE 1724 | New York | NY | 10004 | NONE | PC | GENERAL OPERATING | $100,000 | |
| SANDY HOOK PROMISE FDN | ||||||||
| PO BOX 3489 | Newtown | CT | 06470 | NONE | PC | GENERAL OPERATING | $25,000 | |
| HADASSAH | ||||||||
| 40 WALL STREET | New York | NY | 10005 | NONE | PC | GENERAL OPERATING | $25,000 | |
| INTERNATIONAL MISSION BOARD | ||||||||
| 3806 MONUMENT AVE | Richmond | VA | 23230 | NONE | PC | GENERAL OPERATING | $1,000 | |
| THE WOMEN'S CLUB OF BETHESDA | ||||||||
| 5500 SONOMA ROAD | BETHESDA | MD | 20817 | NONE | PC | GENERAL SUPPORT | $25,000 | |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Total Grant Or Contri Pd Dur Yr | $4,603,500 | TotalGrantOrContriPdDurYrAmt |
Analysis Income Producing Acty AnalysisIncomeProducingActyGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Fees Contracts From Govt Ag | FeesContractsFromGovtAgGrp | |
| Membership Dues And Assmnt | MembershipDuesAndAssmntGrp | |
| Int On Sav And Temp Cash Invst | IntOnSavAndTempCashInvstGrp |
Dividends And Interest From Sec Dtl DividendsAndInterestFromSecDtl
| Field | Value | IRS element (for citing) |
|---|---|---|
| Exclusion | 14 | ExclusionCd |
| Exclusion | $1,404,475 | ExclusionAmt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Net Rntl Incm Re Debt Fincd Prop | NetRntlIncmReDebtFincdPropGrp | |
| Net Rntl Incm Re Not Debt Fincd Prop | NetRntlIncmReNotDebtFincdProp | |
| Net Rental Income Personal Prop | NetRentalIncomePersonalPropGrp | |
| Other Investment Income | OtherInvestmentIncomeGrp |
Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Exclusion | 18 | ExclusionCd |
| Exclusion | $1,110,438 | ExclusionAmt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Net Income Loss From Special Evt | NetIncomeLossFromSpecialEvtGrp | |
| Gross Profit Loss Sls Of Invntry | GrossProfitLossSlsOfInvntryGrp |
Other Revenue Described OtherRevenueDescribedGrp (4 entries)
| DescDesc | ExclusionExclusionCd | ExclusionExclusionAmt | BusinessBusinessCd | Unrelated Business Taxbl IncmUnrelatedBusinessTaxblIncmAmt |
|---|---|---|---|---|
| OTHER INCOME | 14 | $532 | ||
| FEDERAL TAX REFUND | 1 | $23,554 | ||
| HARRINGTON HOTEL | 1 | 900099 | -$1,499,550 | |
| S CORP K-1 |
Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Unrelated Business Taxbl Incm | -$1,499,550 | UnrelatedBusinessTaxblIncmAmt |
| Exclusion | $2,538,999 | ExclusionAmt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Total Income Producing Acty | $1,039,449 | TotalIncomeProducingActyAmt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Rln Of Acty To Accom Of Exmpt Prps | RlnOfActyToAccomOfExmptPrpsGrp |
Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Trnsfr Of Cash To Nonchrtbl EO | false | TrnsfrOfCashToNonchrtblEOInd |
| Trnsfr Other Asset Nonchrtbl EO | false | TrnsfrOtherAssetNonchrtblEOInd |
| Sales Or Exchanges Of Assets | false | SalesOrExchangesOfAssetsInd |
| Purchase Of Assets Nonchrtbl EO | false | PurchaseOfAssetsNonchrtblEOInd |
| Rental Of Facilities Oth Assets | false | RentalOfFacilitiesOthAssetsInd |
| Reimbursement Arrangements | false | ReimbursementArrangementsInd |
| Loans Or Loan Guarantees | false | LoansOrLoanGuaranteesInd |
| Performance Of Services Etc | false | PerformanceOfServicesEtcInd |
| Sharing Of Facilities Etc | false | SharingOfFacilitiesEtcInd |
| Relationships Nonchrtbl EO | false | RelationshipsNonchrtblEOInd |
Schedule B IRS990ScheduleB
| Field | Value | IRS element (for citing) |
|---|---|---|
| Organization501c3 Exempt PF | Yes (X) | Organization501c3ExemptPFInd |
| General Rule | Yes (X) | GeneralRuleInd |
Contributor Information ContributorInformationGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Contributor | 1 | ContributorNum |
| Contributor Person | ESTATE OF CHARLES W MCCUTCHEN | ContributorPersonNm |
Contributor US Address ContributorUSAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 4419 EAST W HIGHWAY | AddressLine1Txt |
| City | BETHESDA | CityNm |
| State Abbreviation | MD | StateAbbreviationCd |
| ZIP | 20814 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Total Contributions | $7,681,512 | TotalContributionsAmt |
| Person Contribution | Yes (X) | PersonContributionInd |
Accounting Fees Schedule AccountingFeesSchedule
Accounting Fees Detail AccountingFeesDetail
| Field | Value | IRS element (for citing) |
|---|---|---|
| Category | TAX PREPARATION FEE (NON-ALLOC | CategoryTxt |
| Amt | $390 | Amt |
| Disbursements Charitable Prps | $390 | DisbursementsCharitablePrpsAmt |
Expln Of Non Filing With AG Stmt ExplnOfNonFilingWithAGStmt
| Field | Value | IRS element (for citing) |
|---|---|---|
| Explanation | 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. | ExplanationTxt |
Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule
Investments Corporate Bonds InvestmentsCorporateBondsGrp (203 entries)
| BondBondNm | EOY Book ValueEOYBookValueAmt | EOYFMVEOYFMVAmt |
|---|---|---|
| 00287YAR0 ABBVIE INC CALL 11/1 | $5,265 | $4,890 |
| 023135AP1 AMAZON.COM INC CALL | $5,924 | $5,159 |
| 03027XAJ9 AMERICAN TOWER CORP | $68,014 | $64,169 |
| 035242AM8 ANHEUSER-BUSCH INBEV | $49,306 | $44,853 |
| 05348EAR0 AVALONBAY COMMUNITIE | ||
| 084664CQ2 BERKSHIRE HATHAWAY F | $25,191 | $23,006 |
| 12189LAU5 BURLINGTN NORTH SANT | $42,783 | $37,322 |
| 12592BAK0 CNH INDUSTRIAL CAP L | ||
| 126650CY4 CVS HEALTH CORP CALL | $43,103 | $37,895 |
| 172967HB0 CITIGROUP INC SUB | $21,345 | $20,091 |
| 172967LD1 CITIGROUP INC SR UNS | $14,860 | $14,505 |
| 20030NBP5 COMCAST CORP CALL 02 | $5,202 | $4,822 |
| 20030NBT7 COMCAST CORP CALL 01 | ||
| 20825CAQ7 CONOCOPHILLIPS NOTES | $52,174 | $52,022 |
| 209115AE4 CONSOLIDATED EDISON | ||
| 22822VAB7 CROWN CASTLE INTL CO | $31,077 | $29,550 |
| 254687EH5 WALT DISNEY COMPANY/ | $21,087 | $17,618 |
| 260543CL5 DOW CHEMICAL CO/THE | $17,478 | $13,749 |
| 29278NAN3 ENERGY TRANSFER OPER | $37,743 | $35,426 |
| 29379VAY9 ENTERPRISE PRODUCTS | $11,523 | $9,126 |
| 337738AR9 FISERV INC CALL 07/0 | $31,821 | $29,319 |
| 46647PAJ5 JP MORGAN CHASE & CO | $34,053 | $30,982 |
| 46647PBP0 JP MORGAN CHASE & CO | $20,145 | $17,575 |
| 478160BU7 JOHNSON & JOHNSON CA | $20,120 | $18,506 |
| 48126HAC4 JP MORGAN CHASE & CO | $25,295 | $24,863 |
| 494550AW6 KINDER MORGAN ENER P | $52,802 | $49,386 |
| 501044DG3 KROGER CO CALL 08/01 | $16,240 | $13,242 |
| 50249AAF0 LYB INT FINANCE III | $39,993 | $37,362 |
| 55336VAK6 MPLX LP CALL 12/01/2 | $41,873 | $39,155 |
| 594918BS2 MICROSOFT CORP CALL | $20,157 | $18,395 |
| 595620AS4 MIDAMERICAN ENERGY C | ||
| 637417AG1 NATIONAL RETAIL PROP | $64,928 | $64,338 |
| 654106AL7 NIKE INC CALL 09/27/ | $10,245 | $8,399 |
| 67066GAH7 NVIDIA CORP CALL 10/ | $15,765 | $12,516 |
| 68389XBW4 ORACLE CORP CALL 10/ | $4,987 | $3,987 |
| 744448CN9 PUBLIC SERVICE COLOR | $9,959 | $7,926 |
| 78355HKG3 RYDER SYSTEM INC SER | ||
| 84861TAE8 SPIRIT REALTY LP CAL | $25,361 | $23,652 |
| 89352HAD1 TRANS CANADA PIPELIN | $16,131 | $15,963 |
| 907818FD5 UNION PACIFIC CORP S | $10,643 | $8,572 |
| 91913YAV2 VALERO ENERGY CORP C | $14,465 | $13,794 |
| 92343VDU5 VERIZON COMMUNICATIO | $54,887 | $52,031 |
| 92826CAE2 VISA INC CALL 06/14/ | $21,686 | $19,604 |
| 95000U2F9 WELLS FARGO & CO MED | $26,086 | $23,899 |
| 961214DF7 WESTPAC BKG CORP SED | $65,543 | $62,494 |
| 06051GJZ3 BANK OF AMERICA CORP | ||
| 097023CD5 BOEING CO CALL 12/01 | ||
| 097023DG7 BOEING CO CALL 02/04 | $20,000 | $18,898 |
| 117043AS8 BRUNSWICK CORP CALL | $19,976 | $19,352 |
| 133131AS1 CAMDEN PROPERTY TRUS | ||
| 14040HCH6 CAPITAL ONE FINANCIA | ||
| 26442CAN4 DUKE ENERGY CAROLINA | $11,246 | $8,567 |
| 29250NAF2 ENBRIDGE INC SEDOL B | ||
| 29273RAR0 ENERGY TRANSFER PART | $39,991 | $36,957 |
| 337738AP3 FISERV INC CALL 03/0 | ||
| 35137LAH8 FOX CORP SER WI CALL | $139,553 | $139,198 |
| 37940XAA0 GLOBAL PAYMENTS INC | $30,296 | $29,070 |
| 38141GYM0 GOLDMAN SACHS GROUP | $21,691 | $22,871 |
| 444859BP6 HUMANA INC CALL 01/2 | ||
| 460690BL3 INTERPUBLIC GROUP CO | $30,287 | $29,829 |
| 46647PCJ3 JPMORGAN CHASE & CO | $20,005 | $17,733 |
| 55336VAS9 MPLX LP CALL 11/15/2 | $130,074 | $129,072 |
| 571903BE2 MARRIOTT INTERNATION | $36,267 | $34,370 |
| 59156RAP3 METLIFE INC JR SUB | $19,264 | $15,469 |
| 595112BN2 MICRON TECHNOLOGY IN | $122,099 | $122,392 |
| 61744YAP3 MORGAN STANLEY SER G | $16,088 | $14,305 |
| 61747YEA9 MORGAN STANLEY SR UN | ||
| 61747YEF8 MORGAN STANLEY SUB C | $15,000 | $11,889 |
| 68389XCA1 ORACLE CORP CALL 09/ | $51,077 | $43,069 |
| 756109BE3 REALTY INCOME CORP C | $36,679 | $34,773 |
| 78355HKL2 RYDER SYSTEM INC SER | $20,078 | $19,903 |
| 842587CV7 SOUTHERN CO CALL 04/ | $20,846 | $19,293 |
| 871829BL0 SYSCO CORPORATION CA | $23,825 | $21,257 |
| 91324PEF5 UNITEDHEALTH GROUP I | ||
| 91913YAL4 VALERO ENERGY CORP B | $30,213 | $27,404 |
| 931142EV1 WALMART INC CALL 03/ | ||
| 00206RCP5 AT&T INC CALL 11/15/ | $71,236 | $71,042 |
| 00507VAM1 ACTIVISION BLIZZARD | ||
| 023135CJ3 AMAZON.COM INC CALL | $38,115 | $34,999 |
| 02343JAA8 AMCOR FLEXIBLES NORT | $39,633 | $39,288 |
| 025537AV3 AMERICAN ELECTRIC PO | $24,972 | $25,852 |
| 025816DB2 AMERICAN EXPRESS CO | $24,982 | $26,069 |
| 03522AAH3 ANHEUSER-BUSCH CO/IN | ||
| 037833EQ9 APPLE INC CALL 02/08 | $19,868 | $17,504 |
| 06051GKL2 BANK OF AMERICA CORP | $20,000 | $17,560 |
| 06051GLC1 BANK OF AMERICA CORP | $45,888 | $46,941 |
| 06417XAH4 BANK OF NOVA SCOTIA | ||
| 12592BAN4 CNH INDUSTRIAL CAP L | $34,645 | $34,380 |
| 134429BE8 CAMPBELL SOUP CO CAL | ||
| 172967MP3 CITIGROUP INC SR UNS | $40,237 | $38,258 |
| 172967NX5 CITIGROUP INC CALL 0 | $170,455 | $171,239 |
| 22966RAH9 CUBESMART LP CALL 10 | ||
| 233331BD8 DTE ENERGY CO UNSC | $40,039 | $39,534 |
| 25389JAU0 DIGITAL REALTY TRUST | $23,551 | $23,444 |
| 25746UDR7 DOMINION ENERGY INC | $100,547 | $102,688 |
| 260543DG5 DOW CHEMICAL CO/THE | ||
| 26441CBV6 DUKE ENERGY CORP UNS | ||
| 26444HAN1 DUKE ENERGY FLORIDA | ||
| 278642BC6 EBAY INC CALL 10/22/ | $25,017 | $25,405 |
| 29273VAP5 ENERGY TRANSFER LP C | $25,035 | $25,503 |
| 31620MBV7 FIDELITY NATL INFO S | $64,693 | $64,342 |
| 37940XAN2 GLOBAL PAYMENTS INC | $137,834 | $140,916 |
| 38141GXZ2 GOLDMAN SACHS GROUP | ||
| 38141GZV9 GOLDMAN SACHS GROUP | $34,980 | $35,083 |
| 403949AB6 HF SINCLAIR CORP SER | $34,286 | $35,350 |
| 446150BB9 HUNTINGTON BANCSHARE | $20,000 | $19,386 |
| 458140CB4 INTEL CORP CALL 02/0 | $39,441 | $39,143 |
| 45866FAW4 INTERCONTINENTAL EXC | $19,989 | $19,890 |
| 67077MAY4 NUTRIEN LTD SEDOL IS | $192,178 | $193,300 |
| 695114CZ9 PACIFICORP CALL 06/0 | ||
| 701094AQ7 PARKER-HANNIFIN CORP | ||
| 713448FN3 PEPSICO INC CALL 01/ | $9,988 | $9,255 |
| 744448CX7 PUBLIC SERVICE COLOR | $14,836 | $13,101 |
| 744573AV8 PUBLIC SERVICE ENTER | $24,981 | $26,023 |
| 756109BF0 REALTY INCOME CORP C | $24,341 | $25,020 |
| 78016FZR8 ROYAL BANK OF CANADA | $50,000 | $50,115 |
| 816851BP3 SEMPRA ENERGY CALL 0 | ||
| 857477BY8 STATE STREET CORP CA | $20,000 | $20,752 |
| 874054AE9 TAKE-TWO INTERACTIVE | ||
| 87612EBN5 TARGET CORP CALL 07/ | ||
| 89352HAT6 TRANSCANADA PIPELINE | $24,952 | $24,930 |
| 89788MAK8 TRUIST FINANCIAL COR | $20,028 | $20,760 |
| 91324PEK4 UNITEDHEALTH GROUP I | $14,865 | $14,420 |
| 91324PES7 UNITEDHEALTH GROUP I | $42,483 | $45,303 |
| 928563AD7 VMWARE INC CALL 04/1 | $40,414 | $39,598 |
| 98389BAY6 XCEL ENERGY INC CALL | ||
| 00115AAQ2 AEP TRANSMISSION CO | $9,947 | $10,391 |
| 00206RMT6 AT&T INC CALL 11/15/ | $124,476 | $128,916 |
| 015271AK5 ALEXANDRIA REAL ESTA | $9,443 | $9,594 |
| 020002BJ9 ALLSTATE CORP CALL 0 | $15,279 | $16,156 |
| 025537AY7 AMERICAN ELECTRIC PO | $14,976 | $15,202 |
| 025816DC0 AMERICAN EXPRESS CO | $99,167 | $100,241 |
| 025816DE6 AMERICAN EXPRESS CO | $99,990 | $99,707 |
| 025816DL0 AMERICAN EXPRESS CO | $20,000 | $20,391 |
| 03027XAK6 AMERICAN TOWER CORP | $23,380 | $23,948 |
| 03076CAN6 AMERIPRISE FINANCIAL | $14,975 | $15,718 |
| 053332BG6 AUTOZONE INC CALL 10 | $14,986 | $15,938 |
| 06051GLG2 BANK OF AMERICA CORP | $124,963 | $125,774 |
| 06368LC53 BANK OF MONTREAL SED | $25,000 | $25,344 |
| 06368LGV2 BANK OF MONTREAL SED | $101,802 | $101,865 |
| 06368LNT9 BANK OF MONTREAL SED | $99,743 | $100,989 |
| 06418GAD9 BANK OF NOVA SCOTIA | $198,212 | $203,008 |
| 06418JAA9 BANK OF NOVA SCOTIA | $24,991 | $25,418 |
| 126650DS6 CVS HEALTH CORP SER | $200,586 | $200,944 |
| 126650DX5 CVS HEALTH CORP CALL | $99,897 | $102,579 |
| 13607LWT6 CANADIAN IMPERIAL BA | $30,000 | $30,863 |
| 14040HDB8 CAPITAL ONE FINANCIA | $40,015 | $41,525 |
| 20030NEG2 COMCAST CORP CALL 11 | $19,906 | $21,037 |
| 205887CJ9 CONAGRA BRANDS INC U | $224,318 | $227,772 |
| 209111GF4 CON EDISON CO OF NY | $9,940 | $10,488 |
| 21036PBN7 CONSTELLATION BRANDS | $99,787 | $99,637 |
| 233331BJ5 DTE ENERGY CO CALL 0 | $98,248 | $100,867 |
| 25746UDJ5 DOMINION ENERGY INC | $18,058 | $18,538 |
| 263534CP2 E.I. DU PONT DE NEMO | $12,932 | $13,152 |
| 263534CQ0 EIDP INC CALL 04/15/ | $14,981 | $14,941 |
| 26443TAD8 DUKE ENERGY INDIANA | $9,991 | $10,182 |
| 29250NBW4 ENBRIDGE INC SEDOL 2 | $9,998 | $10,267 |
| 29250NBZ7 ENBRIDGE INC SEDOL 2 | $9,987 | $11,630 |
| 29273VAU4 ENERGY TRANSFER LP C | $4,994 | $5,427 |
| 30040WAV0 EVERSOURCE ENERGY UN | $113,651 | $114,388 |
| 30225VAJ6 EXTRA SPACE STORAGE | $117,272 | $117,862 |
| 341081GQ4 FLORIDA POWER & LIGH | $99,219 | $101,121 |
| 37045XBQ8 GENERAL MOTORS FINL | $23,425 | $24,322 |
| 42824CBL2 HP ENTERPRISE CO UNS | $100,765 | $100,234 |
| 501044DQ1 KROGER CO CALL 10/15 | $18,929 | $20,205 |
| 55336VBW9 MPLX LP CALL 09/01/2 | $9,954 | $9,876 |
| 55903VBG7 WARNERMEDIA HOLDINGS | $220,176 | $220,150 |
| 571903AY9 MARRIOTT INTERNATION | $18,697 | $19,359 |
| 59156RAM0 METLIFE INC NOTES | $102,261 | $107,487 |
| 59156RCE6 METLIFE INC CALL 04/ | $9,874 | $10,425 |
| 61747YFA8 MORGAN STANLEY CALL | $29,585 | $30,137 |
| 65339KBP4 NEXTERA ENERGY CAPIT | $200,775 | $201,782 |
| 65339KBS8 NEXTERA ENERGY CAPIT | $25,010 | $25,237 |
| 65339KCM0 NEXTERA ENERGY CAPIT | $99,353 | $100,944 |
| 655844CM8 NORFOLK SOUTHERN COR | $17,595 | $17,783 |
| 67103HAM9 OREILLY AUTOMOTIVE I | $9,995 | $10,240 |
| 716973AG7 PFIZER INVESTMENT EN | $14,978 | $15,313 |
| 723787AV9 PIONEER NATURAL RESO | $100,771 | $100,729 |
| 74340XCG4 PROLOGIS LP CALL 05/ | $14,555 | $15,191 |
| 745867AW1 PULTEGROUP INC CALL | $24,999 | $25,243 |
| 75513ECV1 RTX CORP CALL 01/15/ | $15,024 | $15,979 |
| 756109BR4 REALTY INCOME CORP C | $100,659 | $100,439 |
| 756109BS2 REALTY INCOME CORP C | $24,817 | $25,184 |
| 78016FZT4 ROYAL BANK OF CANADA | $100,472 | $100,246 |
| 797440CE2 SAN DIEGO G & E CALL | $198,246 | $204,100 |
| 808513CG8 CHARLES SCHWAB CORP | $221,099 | $225,643 |
| 816851BQ1 SEMPRA ENERGY CALL 0 | $19,925 | $20,262 |
| 832696AW8 JM SMUCKER CO CALL 1 | $9,996 | $10,514 |
| 855244BE8 STARBUCKS CORP UNSC | $99,058 | $100,385 |
| 871829BT3 SYSCO CORPORATION CA | $9,904 | $10,825 |
| 87264ABD6 T-MOBILE USA INC SER | $28,709 | $29,098 |
| 87264ACZ6 T-MOBILE USA INC CAL | $99,600 | $101,343 |
| 87612EBR6 TARGET CORP CALL 07/ | $4,996 | $4,962 |
| 89115A2K7 TORONTO-DOMINION BAN | $100,940 | $100,689 |
| 89115A2S0 TORONTO-DOMINION BAN | $25,000 | $25,475 |
| 89788MAJ1 TRUIST FINANCIAL COR | $124,938 | $126,028 |
| 91159HJH4 US BANCORP CALL 10/2 | $121,070 | $120,776 |
| 92343VGN8 VERIZON COMMUNICATIO | $15,688 | $16,635 |
| 928563AJ4 VMWARE INC CALL 07/1 | $26,411 | $27,440 |
| 92939UAM8 WEC ENERGY GROUP INC | $14,998 | $15,266 |
| 931142FE8 WALMART INC CALL 10/ | $19,945 | $19,433 |
| 95000U3D3 WELLS FARGO & COMPAN | $25,000 | $25,109 |
| 962166CC6 WEYERHAEUSER CO UNSC | $113,881 | $114,447 |
Investments Govt Obligations Sch InvestmentsGovtObligationsSch
| Field | Value | IRS element (for citing) |
|---|---|---|
| US Govt Obligations Book Vl EOY | $3,556,431 | USGovtObligationsBookVlEOYAmt |
| US Govt Obligations EOYFMV | $3,489,412 | USGovtObligationsEOYFMVAmt |
Investments Other Schedule2 InvestmentsOtherSchedule2
Investments Other InvestmentsOtherGrp (19 entries)
| Category Or ItemCategoryOrItemTxt | Listed At Cost Or FMVListedAtCostOrFMVCd | Book ValueBookValueAmt | EOYFMVEOYFMVAmt |
|---|---|---|---|
| 922042718 VANGUARD FTSE ALL WO | AT COST | $328,642 | $365,450 |
| 922042775 VANGUARD FTSE ALL WO | AT COST | $1,637,160 | $1,824,101 |
| 922042858 VANGUARD FTSE EMERGI | AT COST | $802,200 | $822,000 |
| 922908512 VANGUARD MID-CAP VAL | AT COST | $1,320,897 | $1,660,365 |
| 922908538 VANGUARD MID-CAP GRO | AT COST | $1,309,624 | $1,860,417 |
| 922908595 VANGUARD SMALL CAP G | AT COST | $1,023,067 | $1,283,557 |
| 922908611 VANGUARD SMALL CAP V | AT COST | $957,108 | $1,234,234 |
| 922908637 VANGUARD LARGE CAP E | AT COST | $7,936,030 | $12,844,454 |
| 922908736 VANGUARD GROWTH ETF | AT COST | $4,291,182 | $8,179,253 |
| 922908744 VANGUARD VALUE ETF | AT COST | $6,159,608 | $8,439,425 |
| 78464A474 SPDR PORTFOLIO SHORT | AT COST | $39,195 | $37,225 |
| 92204A801 VANGUARD MATERIALS E | AT COST | $200,407 | $208,934 |
| 254683CS2 DISCOVER CARD EXECUT | |||
| 47800BAC2 JOHN DEERE OWNER TRU | AT COST | $49,996 | $49,996 |
| 922908629 VANGUARD MID CAP ETF | AT COST | $1,728,450 | $2,043,044 |
| 922908751 VANGUARD SMALL CAP E | AT COST | $1,293,617 | $1,531,923 |
| 44918CAD4 HYUNDAI AUTO RECEIVA | AT COST | $19,997 | $20,415 |
| 46137V357 INVESCO S&P 500 EQUA | AT COST | $1,201,030 | $1,215,060 |
| 46432F339 ISHARES MSCI USA QUA | AT COST | $1,207,257 | $1,206,548 |
Legal Fees Schedule LegalFeesSchedule
Legal Fees LegalFeesGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Category | LEGAL FEES - PRINCIPAL (ALLOCA | CategoryTxt |
| Legal Fees | $12,635 | LegalFeesAmt |
| Disbursements Charitable Prps | $12,635 | DisbursementsCharitablePrpsAmt |
Other Assets Schedule OtherAssetsSchedule
Other Assets Schedule OtherAssetsScheduleGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Desc | HARRINGTON HOTEL CO. INC | Desc |
| BOY Book Value | $34,415,435 | BOYBookValueAmt |
| EOY Book Value | $32,915,885 | EOYBookValueAmt |
| EOYFMV | $17,876,000 | EOYFMVAmt |
Other Decreases Schedule OtherDecreasesSchedule
Other Decreases Detail OtherDecreasesDetail (3 entries)
| DescDesc | AmtAmt |
|---|---|
| 2022 SALES POSTED IN 2023 | $160 |
| 2023 TRANSACTION POSTED IN 2024 | $10,971 |
| ADJUSTMENT TO INCOME | $219 |
Other Expenses Schedule OtherExpensesSchedule
Other Expenses Schedule OtherExpensesScheduleGrp (4 entries)
| DescDesc | Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt | Net Investment IncomeNetInvestmentIncomeAmt | Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt |
|---|---|---|---|
| OTHER INVESTMENT MISC EXP | $2,107 | $2,107 | $0 |
| LIABILITY INSURANCE FEES | $1,280 | $0 | $1,280 |
| ADR SERVICE FEES | $106 | $106 | $0 |
| CLASS ACTION FILING FEES | $40 | $40 | $0 |
Other Income Schedule2 OtherIncomeSchedule2
Other Income Detail OtherIncomeDetail (3 entries)
| DescDesc | Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt | Net Investment IncomeNetInvestmentIncomeAmt |
|---|---|---|
| HARRINGTON HOTEL S-CORP | -$1,499,550 | $0 |
| FEDERAL TAX REFUND | $23,554 | $0 |
| OTHER INCOME | $532 | $532 |
Other Increases Schedule OtherIncreasesSchedule
Other Increases Detail OtherIncreasesDetail (4 entries)
| DescDesc | AmtAmt |
|---|---|
| 2022 TRANSACTION POSTED IN 2023 | $9,493 |
| 2023 SALES POSTED IN 2024 | $51 |
| ADJUSTMENT FOR ACCRUED INTEREST | $15,056 |
| PY WASH SALES ADJUSTMENT | $3,940 |
Other Notes Loans Rcvbl Long Sch OtherNotesLoansRcvblLongSch
Other Notes Loans Rcvbl Long OtherNotesLoansRcvblLongGrp
Borrower Name BorrowerNameGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Person | Harrington Hotel Co Inc | PersonNm |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Insider Relationship | Majority Owner | InsiderRelationshipTxt |
| Balance Due | $2,501,000 | BalanceDueAmt |
| Note | 2021-04 | NoteDt |
| Interest | 0 | InterestRt |
| Security Provided Borrower | PROMISSORY NOTE | SecurityProvidedBorrowerTxt |
| Loan Purpose | GENERAL OPERATING | LoanPurposeTxt |
Other Professional Fees Schedule OtherProfessionalFeesSchedule
Other Professional Fees Detail OtherProfessionalFeesDetail
| Field | Value | IRS element (for citing) |
|---|---|---|
| Category | OTHER PROFESSIONAL FEES | CategoryTxt |
| Amt | $174,851 | Amt |
| Net Investment Income | $162,964 | NetInvestmentIncomeAmt |
| Disbursements Charitable Prps | $11,887 | DisbursementsCharitablePrpsAmt |
Taxes Schedule TaxesSchedule
Taxes Detail TaxesDetail (3 entries)
| CategoryCategoryTxt | AmtAmt | Net Investment IncomeNetInvestmentIncomeAmt | Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt |
|---|---|---|---|
| FEDERAL ESTIMATES - PRINCIPAL | $4,602 | $0 | $0 |
| FOREIGN TAXES ON QUALIFIED FOR | $2,598 | $2,598 | $0 |
| FOREIGN TAXES ON NONQUALIFIED | $1,382 | $1,382 | $0 |